|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue November 08, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov05 |
051108 |
572.00 |
575.50 |
570.50 |
574.25 |
+2.75 |
4,472 |
4,611 |
-911 |
| Jan06 |
051108 |
583.00 |
587.00 |
582.00 |
585.50 |
+2.50 |
31,846 |
158,649 |
-1,330 |
| Mar06 |
051108 |
591.00 |
595.50 |
590.50 |
593.75 |
+2.25 |
3,564 |
40,092 |
-204 |
| May06 |
051108 |
598.50 |
602.75 |
598.00 |
599.75 |
+1.25 |
1,333 |
22,517 |
+472 |
| Jul06 |
051108 |
606.00 |
608.00 |
603.00 |
606.00 |
+1.75 |
2,059 |
26,226 |
+15 |
| Aug06 |
051108 |
606.50 |
607.50 |
606.50 |
607.25 |
+0.50 |
256 |
1,917 |
+116 |
| Sep06 |
051108 |
607.00 |
607.00 |
607.00 |
607.00 |
+0.50 |
2 |
1,203 |
+2 |
| Total Volume and Open Interest |
44,023 |
270,797 |
-1,803 |
| Soybean Meal(CBOT) |
| Dec05 |
051108 |
174.00 |
174.40 |
173.10 |
173.90 |
-0.20 |
10,563 |
50,695 |
-1,481 |
| Jan06 |
051108 |
175.40 |
175.80 |
174.70 |
175.40 |
unch |
3,459 |
20,109 |
+70 |
| Mar06 |
051108 |
178.30 |
178.80 |
177.80 |
178.40 |
unch |
2,480 |
19,874 |
+300 |
| May06 |
051108 |
181.20 |
181.20 |
180.00 |
180.40 |
-0.40 |
1,002 |
18,558 |
+294 |
| Jul06 |
051108 |
183.50 |
183.70 |
182.60 |
183.00 |
-0.30 |
1,465 |
15,316 |
-35 |
| Aug06 |
051108 |
184.80 |
184.80 |
183.70 |
183.80 |
-0.10 |
397 |
4,078 |
+15 |
| Sep06 |
051108 |
185.30 |
185.80 |
184.50 |
184.50 |
unch |
37 |
3,696 |
+37 |
| Oct06 |
051108 |
185.50 |
185.50 |
184.30 |
184.30 |
-0.70 |
24 |
2,047 |
+24 |
| Total Volume and Open Interest |
19,435 |
138,380 |
-777 |
| Soybean Oil(CBOT) |
| Dec05 |
051108 |
22.68 |
22.95 |
22.64 |
22.81 |
+0.14 |
11,793 |
50,418 |
-2,204 |
| Jan06 |
051108 |
22.89 |
23.16 |
22.87 |
23.00 |
+0.11 |
5,256 |
56,025 |
+153 |
| Mar06 |
051108 |
23.13 |
23.41 |
23.10 |
23.25 |
+0.11 |
2,861 |
16,469 |
+346 |
| May06 |
051108 |
23.36 |
23.52 |
23.35 |
23.48 |
+0.12 |
714 |
16,327 |
-380 |
| Jul06 |
051108 |
23.60 |
23.78 |
23.55 |
23.66 |
+0.10 |
1,175 |
18,217 |
+196 |
| Aug06 |
051108 |
23.60 |
23.78 |
23.60 |
23.71 |
+0.08 |
190 |
1,847 |
+104 |
| Sep06 |
051108 |
23.65 |
23.86 |
23.65 |
23.76 |
+0.07 |
25 |
2,142 |
-1 |
| Oct06 |
051108 |
23.93 |
23.93 |
23.80 |
23.80 |
+0.10 |
1 |
1,016 |
+1 |
| Total Volume and Open Interest |
22,260 |
170,997 |
-1,713 |
| Canola(WCE) |
| Nov05 |
051108 |
253.7 |
254.2 |
253.7 |
254.2 |
+3.1 |
0 |
25 |
-15 |
| Jan06 |
051108 |
259.6 |
262.4 |
259.6 |
261.6 |
+2.1 |
3,093 |
46,212 |
+874 |
| Mar06 |
051108 |
267.7 |
270.0 |
267.7 |
269.9 |
+2.1 |
67 |
6,765 |
-10 |
| May06 |
051108 |
274.0 |
276.0 |
273.5 |
276.0 |
+2.4 |
18 |
1,672 |
+0 |
| Jul06 |
051108 |
283.0 |
284.4 |
281.1 |
284.4 |
+1.5 |
32 |
2,043 |
+3 |
| Total Volume and Open Interest |
3,235 |
61,684 |
+858 |
| Corn(CBOT) |
| Dec05 |
051108 |
195.25 |
195.75 |
194.50 |
195.25 |
+0.50 |
68,915 |
380,113 |
-27,638 |
| Mar06 |
051108 |
209.75 |
210.50 |
209.00 |
210.00 |
+0.50 |
40,041 |
284,707 |
+13,553 |
| May06 |
051108 |
217.75 |
218.25 |
217.00 |
218.00 |
+0.50 |
4,917 |
47,845 |
+961 |
| Jul06 |
051108 |
225.25 |
225.75 |
224.50 |
225.25 |
+0.50 |
7,809 |
79,165 |
+2,578 |
| Sep06 |
051108 |
233.50 |
234.00 |
233.00 |
233.50 |
unch |
709 |
10,137 |
+236 |
| Dec06 |
051108 |
245.25 |
245.75 |
244.00 |
244.50 |
-0.50 |
15,200 |
60,801 |
+5,868 |
| Total Volume and Open Interest |
138,001 |
871,810 |
-4,259 |
| Wheat(CBOT) |
| Dec05 |
051108 |
311.50 |
315.75 |
311.50 |
313.00 |
+3.00 |
38,553 |
150,132 |
-16,905 |
| Mar06 |
051108 |
327.00 |
331.00 |
327.00 |
329.25 |
+3.50 |
29,291 |
93,366 |
+6,276 |
| May06 |
051108 |
336.50 |
340.00 |
336.50 |
338.00 |
+3.25 |
301 |
4,691 |
+143 |
| Jul06 |
051108 |
345.50 |
348.50 |
345.00 |
346.00 |
+2.75 |
3,326 |
35,339 |
+729 |
| Sep06 |
051108 |
354.50 |
356.00 |
353.50 |
354.50 |
+2.25 |
29 |
2,094 |
+14 |
| Total Volume and Open Interest |
73,178 |
298,664 |
-9,525 |
| Wheat(KCBT) |
| Dec05 |
051108 |
361.00 |
365.50 |
359.50 |
364.75 |
+5.00 |
6,874 |
55,876 |
-2,880 |
| Mar06 |
051108 |
366.50 |
372.00 |
366.00 |
370.75 |
+3.75 |
7,826 |
40,756 |
+1,114 |
| May06 |
051108 |
361.50 |
367.50 |
361.50 |
366.00 |
+4.75 |
297 |
5,465 |
+185 |
| Jul06 |
051108 |
359.00 |
363.50 |
357.50 |
362.75 |
+5.75 |
3,178 |
26,744 |
+1,142 |
| Sep06 |
051108 |
363.50 |
368.50 |
363.00 |
365.00 |
+3.50 |
152 |
1,530 |
+5 |
| Total Volume and Open Interest |
18,362 |
131,728 |
-433 |
| Wheat(MGE) |
| Dec05 |
051108 |
369.00 |
373.00 |
368.00 |
372.00 |
+3.50 |
1,523 |
11,804 |
-354 |
| Mar06 |
051108 |
375.00 |
379.00 |
372.00 |
378.00 |
+4.00 |
793 |
14,175 |
-12 |
| May06 |
051108 |
373.00 |
376.50 |
372.00 |
376.50 |
+4.50 |
100 |
2,306 |
+8 |
| Jul06 |
051108 |
369.25 |
374.50 |
369.25 |
373.50 |
+4.00 |
287 |
6,204 |
+51 |
| Sep06 |
051108 |
369.00 |
374.00 |
369.00 |
371.25 |
+4.25 |
99 |
984 |
+24 |
| Total Volume and Open Interest |
2,856 |
36,500 |
-243 |
| Oats(CBOT) |
| Dec05 |
051108 |
165.50 |
166.50 |
165.00 |
166.00 |
+0.50 |
430 |
3,986 |
-93 |
| Mar06 |
051108 |
172.50 |
173.50 |
172.25 |
172.75 |
unch |
220 |
2,838 |
+100 |
| May06 |
051108 |
177.00 |
177.00 |
177.00 |
177.00 |
unch |
0 |
98 |
+0 |
| Jul06 |
051108 |
176.00 |
176.00 |
176.00 |
176.00 |
unch |
6 |
7 |
+4 |
| Total Volume and Open Interest |
656 |
6,942 |
+11 |
| Rough Rice(CBOT) |
| Nov05 |
051108 |
7.44 |
7.49 |
7.44 |
7.49 |
-0.01 |
14 |
99 |
-12 |
| Jan06 |
051108 |
7.73 |
7.75 |
7.66 |
7.71 |
-0.03 |
412 |
5,307 |
-115 |
| Mar06 |
051108 |
7.95 |
7.99 |
7.94 |
7.95 |
-0.04 |
55 |
1,777 |
+11 |
| May06 |
051108 |
8.15 |
8.15 |
8.15 |
8.15 |
-0.05 |
0 |
209 |
+0 |
| Total Volume and Open Interest |
481 |
7,428 |
-116 |
| Live Cattle(CME) |
| Dec05 |
051108 |
91.850 |
92.100 |
91.225 |
91.725 |
-0.075 |
18,636 |
79,587 |
-8,010 |
| Feb06 |
051108 |
94.650 |
94.775 |
93.975 |
94.350 |
-0.300 |
16,529 |
56,134 |
+3,990 |
| Apr06 |
051108 |
91.800 |
91.950 |
91.200 |
91.500 |
-0.350 |
3,022 |
18,118 |
+549 |
| Jun06 |
051108 |
86.050 |
86.150 |
85.700 |
85.825 |
-0.300 |
495 |
8,602 |
+204 |
| Aug06 |
051108 |
85.625 |
85.650 |
85.275 |
85.550 |
-0.175 |
188 |
3,007 |
+27 |
| Oct06 |
051108 |
86.475 |
86.500 |
86.050 |
86.500 |
unch |
74 |
794 |
+43 |
| Total Volume and Open Interest |
38,958 |
166,540 |
-3,197 |
| Feeder Cattle(CME) |
| Nov05 |
051108 |
115.950 |
116.100 |
115.450 |
115.700 |
-0.325 |
516 |
6,616 |
-267 |
| Jan06 |
051108 |
114.775 |
115.200 |
114.200 |
114.650 |
-0.125 |
1,012 |
16,242 |
+27 |
| Mar06 |
051108 |
112.050 |
112.400 |
111.750 |
112.250 |
-0.050 |
369 |
2,583 |
+154 |
| Apr06 |
051108 |
110.350 |
110.600 |
109.825 |
110.400 |
+0.200 |
156 |
935 |
+88 |
| May06 |
051108 |
109.950 |
110.150 |
109.550 |
110.000 |
+0.150 |
148 |
1,059 |
+85 |
| Aug06 |
051108 |
110.050 |
110.250 |
109.800 |
110.250 |
+0.100 |
27 |
508 |
+25 |
| Sep06 |
051108 |
108.750 |
108.900 |
108.750 |
108.900 |
+0.050 |
2 |
33 |
+1 |
| Total Volume and Open Interest |
2,233 |
27,981 |
+116 |
| Lean Hogs(CME) |
| Dec05 |
051108 |
63.450 |
63.700 |
63.150 |
63.225 |
-0.525 |
16,626 |
55,079 |
-4,730 |
| Feb06 |
051108 |
67.000 |
67.300 |
66.600 |
66.675 |
-1.075 |
12,413 |
35,285 |
+3,900 |
| Apr06 |
051108 |
68.200 |
68.400 |
67.800 |
67.925 |
-0.800 |
2,146 |
12,148 |
+871 |
| May06 |
051108 |
68.750 |
68.950 |
68.600 |
68.750 |
-0.425 |
212 |
2,286 |
+121 |
| Jun06 |
051108 |
71.750 |
71.750 |
71.350 |
71.650 |
-0.550 |
927 |
4,822 |
+360 |
| Jul06 |
051108 |
68.550 |
68.725 |
68.300 |
68.350 |
-0.575 |
519 |
1,925 |
+195 |
| Aug06 |
051108 |
64.575 |
64.675 |
64.400 |
64.450 |
-0.325 |
53 |
830 |
+24 |
| Oct06 |
051108 |
57.000 |
57.000 |
56.600 |
56.900 |
-0.400 |
46 |
539 |
+26 |
| Total Volume and Open Interest |
32,971 |
113,046 |
+787 |
| Pork Bellies(CME) |
| Feb06 |
051108 |
90.900 |
91.850 |
90.100 |
91.125 |
-0.050 |
436 |
1,018 |
-34 |
| Mar06 |
051108 |
91.000 |
91.000 |
90.450 |
90.450 |
-0.050 |
4 |
107 |
+0 |
| May06 |
051108 |
91.300 |
91.300 |
91.300 |
91.300 |
-0.200 |
2 |
77 |
-2 |
| Jul06 |
051108 |
94.000 |
94.000 |
94.000 |
94.000 |
unch |
1 |
23 |
+1 |
| Aug06 |
051108 |
94.200 |
94.200 |
94.200 |
94.200 |
unch |
0 |
26 |
+0 |
| Total Volume and Open Interest |
443 |
1,251 |
-35 |
| Class III Milk(CME) |
| Nov05 |
051108 |
13.35 |
13.41 |
13.35 |
13.41 |
unch |
28 |
2,194 |
-4 |
| Dec05 |
051108 |
13.11 |
13.15 |
13.05 |
13.05 |
-0.09 |
165 |
2,177 |
+28 |
| Jan06 |
051108 |
12.96 |
12.96 |
12.90 |
12.93 |
-0.02 |
68 |
1,795 |
+50 |
| Feb06 |
051108 |
12.68 |
12.68 |
12.65 |
12.65 |
unch |
51 |
1,393 |
+23 |
| Mar06 |
051108 |
12.59 |
12.59 |
12.57 |
12.57 |
-0.01 |
54 |
1,366 |
+30 |
| Total Volume and Open Interest |
904 |
18,719 |
+406 |
| Cocoa(NYBOT) |
| Dec05 |
051108 |
1326 |
1336 |
1319 |
1334 |
+12 |
12,653 |
41,187 |
-8,404 |
| Mar06 |
051108 |
1360 |
1364 |
1351 |
1364 |
+8 |
11,908 |
47,070 |
+4,484 |
| May06 |
051108 |
1380 |
1385 |
1375 |
1385 |
+7 |
849 |
11,562 |
-305 |
| Jul06 |
051108 |
1400 |
1406 |
1395 |
1406 |
+8 |
168 |
9,484 |
+90 |
| Sep06 |
051108 |
1421 |
1425 |
1415 |
1425 |
+7 |
147 |
11,430 |
+139 |
| Dec06 |
051108 |
1445 |
1457 |
1445 |
1453 |
+7 |
0 |
9,154 |
+1 |
| Mar07 |
051108 |
1477 |
1477 |
1477 |
1477 |
+7 |
337 |
9,414 |
+103 |
| Total Volume and Open Interest |
26,062 |
140,151 |
-3,892 |
| Coffee "C"(NYBOT) |
| Dec05 |
051108 |
104.00 |
108.00 |
104.00 |
107.85 |
+4.90 |
11,807 |
39,672 |
-3,331 |
| Mar06 |
051108 |
107.80 |
111.80 |
107.70 |
111.65 |
+4.90 |
8,794 |
32,877 |
+2,962 |
| May06 |
051108 |
109.75 |
113.50 |
109.60 |
113.20 |
+4.80 |
135 |
5,642 |
-44 |
| Jul06 |
051108 |
111.10 |
114.80 |
111.00 |
114.65 |
+4.80 |
177 |
4,026 |
+171 |
| Sep06 |
051108 |
112.70 |
116.05 |
112.40 |
116.05 |
+4.80 |
22 |
1,493 |
-7 |
| Dec06 |
051108 |
114.45 |
118.00 |
114.45 |
117.95 |
+4.80 |
17 |
1,313 |
+10 |
| Total Volume and Open Interest |
20,957 |
86,217 |
-216 |
| Orange Juice(NYBOT) |
| Nov05 |
051108 |
123.00 |
124.55 |
122.75 |
122.75 |
-0.75 |
155 |
126 |
-105 |
| Jan06 |
051108 |
123.30 |
124.90 |
122.50 |
123.75 |
-0.50 |
1,655 |
25,167 |
+199 |
| Mar06 |
051108 |
125.95 |
126.65 |
125.65 |
125.65 |
-0.30 |
118 |
7,161 |
+58 |
| May06 |
051108 |
127.30 |
127.30 |
125.00 |
126.25 |
-0.25 |
38 |
1,492 |
+26 |
| Jul06 |
051108 |
127.25 |
127.25 |
126.85 |
126.85 |
-0.25 |
16 |
480 |
+16 |
| Total Volume and Open Interest |
2,040 |
34,896 |
+251 |
| Sugar #11(NYBOT) |
| Mar06 |
051108 |
11.30 |
11.36 |
11.25 |
11.28 |
-0.09 |
14,799 |
296,036 |
+473 |
| May06 |
051108 |
11.30 |
11.34 |
11.25 |
11.28 |
-0.07 |
2,777 |
60,704 |
-1,282 |
| Jul06 |
051108 |
11.02 |
11.05 |
10.98 |
11.00 |
-0.07 |
691 |
39,431 |
-375 |
| Oct06 |
051108 |
11.00 |
11.01 |
10.95 |
10.96 |
-0.07 |
484 |
25,283 |
+18 |
| Mar07 |
051108 |
11.01 |
11.04 |
10.98 |
10.99 |
-0.07 |
560 |
25,848 |
-677 |
| Total Volume and Open Interest |
19,509 |
464,582 |
-1,672 |
| Sugar #14(NYBOT) |
| Nov05 |
051010 |
21.45 |
21.45 |
21.45 |
21.45 |
+0.16 |
256 |
1,302 |
-865 |
| Jan06 |
051108 |
21.60 |
21.75 |
21.60 |
21.75 |
+0.15 |
535 |
2,162 |
-576 |
| Mar06 |
051108 |
21.35 |
21.38 |
21.35 |
21.38 |
+0.01 |
15 |
3,075 |
-2 |
| May06 |
051108 |
21.41 |
21.41 |
21.41 |
21.41 |
-0.01 |
35 |
2,806 |
-5 |
| Jul06 |
051108 |
21.52 |
21.55 |
21.50 |
21.55 |
unch |
55 |
3,319 |
+29 |
| Total Volume and Open Interest |
645 |
13,242 |
-549 |
| London Cocoa(LCE) |
| Dec05 |
051108 |
797 |
805 |
795 |
803 |
+5 |
3,606 |
64,497 |
-478 |
| Mar06 |
051108 |
820 |
827 |
818 |
825 |
+5 |
2,459 |
58,746 |
+943 |
| May06 |
051108 |
832 |
838 |
831 |
837 |
+5 |
936 |
17,902 |
+306 |
| Jul06 |
051108 |
846 |
852 |
845 |
852 |
+5 |
506 |
27,103 |
+188 |
| Sep06 |
051108 |
858 |
864 |
856 |
863 |
+5 |
241 |
13,673 |
+55 |
| Dec06 |
051108 |
869 |
875 |
869 |
875 |
+6 |
487 |
15,975 |
+1 |
| Mar07 |
051108 |
881 |
886 |
880 |
886 |
+5 |
12 |
3,630 |
+4 |
| Total Volume and Open Interest |
8,260 |
201,667 |
+1,032 |
| London Coffee(LCE) |
| Nov05 |
051108 |
982.00 |
1030.00 |
981.00 |
1025.00 |
+42.00 |
65 |
2,065 |
-40 |
| Jan06 |
051108 |
987.00 |
1044.00 |
983.00 |
1030.00 |
+42.00 |
3,856 |
73,268 |
-1,107 |
| Mar06 |
051108 |
1000.00 |
1050.00 |
998.00 |
1045.00 |
+42.00 |
900 |
37,991 |
+280 |
| May06 |
051108 |
1016.00 |
1070.00 |
1015.00 |
1058.00 |
+42.00 |
34 |
10,040 |
+19 |
| Jul06 |
051108 |
1069.00 |
1072.00 |
1069.00 |
1072.00 |
+42.00 |
36 |
5,037 |
+4 |
| Sep06 |
051108 |
1081.00 |
1087.00 |
1081.00 |
1087.00 |
+42.00 |
16 |
2,057 |
+16 |
| Total Volume and Open Interest |
4,907 |
130,771 |
-828 |
| London Sugar(LCE) |
| Dec05 |
051108 |
276.50 |
276.50 |
271.50 |
273.00 |
-3.00 |
3,619 |
5,929 |
-141 |
| Mar06 |
051108 |
286.50 |
286.50 |
282.00 |
283.00 |
-4.10 |
2,830 |
26,582 |
-266 |
| May06 |
051108 |
298.60 |
298.70 |
296.00 |
296.90 |
-3.20 |
204 |
6,301 |
+125 |
| Aug06 |
051108 |
311.50 |
311.50 |
310.00 |
310.50 |
-2.60 |
80 |
5,651 |
+1 |
| Oct06 |
051108 |
312.40 |
313.10 |
311.50 |
311.50 |
-2.10 |
82 |
5,343 |
-20 |
| Total Volume and Open Interest |
7,048 |
54,741 |
-292 |
| Cotton(NYBOT) |
| Dec05 |
051108 |
51.18 |
51.45 |
50.90 |
50.96 |
-0.30 |
15,488 |
60,791 |
-4,860 |
| Mar06 |
051108 |
54.15 |
54.55 |
53.85 |
54.01 |
-0.28 |
12,948 |
44,249 |
+3,060 |
| May06 |
051108 |
55.30 |
55.50 |
55.05 |
55.22 |
-0.33 |
952 |
5,941 |
+669 |
| Jul06 |
051108 |
56.50 |
56.60 |
56.19 |
56.19 |
-0.09 |
15 |
3,199 |
-12 |
| Oct06 |
051108 |
56.40 |
56.40 |
56.40 |
56.40 |
+0.15 |
0 |
63 |
+0 |
| Dec06 |
051108 |
57.50 |
57.50 |
57.30 |
57.35 |
+0.10 |
18 |
1,489 |
+11 |
| Total Volume and Open Interest |
29,421 |
115,741 |
-1,132 |
| Lumber(CME) |
| Nov05 |
051108 |
312.3 |
334.5 |
312.3 |
320.0 |
+5.5 |
228 |
532 |
-114 |
| Jan06 |
051108 |
330.7 |
342.3 |
329.3 |
338.5 |
+6.2 |
607 |
2,792 |
+134 |
| Mar06 |
051108 |
338.6 |
350.6 |
338.1 |
346.0 |
+5.3 |
102 |
529 |
+9 |
| May06 |
051108 |
344.0 |
350.0 |
344.0 |
345.5 |
+4.8 |
15 |
108 |
+4 |
| Total Volume and Open Interest |
965 |
4,017 |
+36 |
| Crude Oil(NYM) |
| Dec05 |
051108 |
59.45 |
59.85 |
58.90 |
59.71 |
+0.24 |
126,389 |
184,345 |
-30,557 |
| Jan06 |
051108 |
60.50 |
60.85 |
59.90 |
60.73 |
+0.20 |
97,156 |
163,427 |
+23,089 |
| Feb06 |
051108 |
61.00 |
61.40 |
60.55 |
61.28 |
+0.24 |
19,980 |
52,634 |
-621 |
| Mar06 |
051108 |
61.25 |
61.50 |
61.00 |
61.50 |
+0.23 |
7,346 |
35,493 |
+629 |
| Apr06 |
051108 |
61.40 |
61.70 |
61.00 |
61.66 |
+0.22 |
2,207 |
17,261 |
+35 |
| May06 |
051108 |
61.80 |
61.80 |
61.75 |
61.75 |
+0.21 |
1,555 |
13,333 |
+62 |
| Jun06 |
051108 |
61.35 |
61.85 |
61.35 |
61.78 |
+0.20 |
4,491 |
50,419 |
-77 |
| Jul06 |
051108 |
61.50 |
61.85 |
61.50 |
61.80 |
+0.20 |
444 |
12,834 |
+355 |
| Aug06 |
051108 |
61.45 |
61.85 |
61.45 |
61.79 |
+0.20 |
65 |
9,430 |
-51 |
| Sep06 |
051108 |
61.78 |
61.78 |
61.78 |
61.78 |
+0.20 |
721 |
9,785 |
-17 |
| Oct06 |
051108 |
61.45 |
61.77 |
61.15 |
61.77 |
+0.20 |
85 |
4,979 |
+38 |
| Nov06 |
051108 |
61.70 |
61.70 |
61.70 |
61.70 |
+0.20 |
200 |
10,251 |
+158 |
| Dec06 |
051108 |
61.50 |
61.62 |
60.90 |
61.62 |
+0.20 |
6,090 |
51,259 |
-16 |
| Jan07 |
051108 |
61.49 |
61.49 |
61.49 |
61.49 |
+0.22 |
100 |
10,409 |
+100 |
| Feb07 |
051108 |
61.38 |
61.38 |
61.38 |
61.38 |
+0.22 |
0 |
4,079 |
+0 |
| Mar07 |
051108 |
61.28 |
61.28 |
61.28 |
61.28 |
+0.22 |
0 |
6,484 |
+0 |
| Total Volume and Open Interest |
275,605 |
830,976 |
-7,075 |
| Heating Oil(NYM) |
| Dec05 |
051108 |
177.65 |
178.50 |
175.30 |
177.85 |
-0.76 |
27,891 |
49,229 |
-4,610 |
| Jan06 |
051108 |
183.20 |
184.00 |
180.70 |
183.26 |
-0.69 |
16,844 |
44,333 |
+3,942 |
| Feb06 |
051108 |
185.40 |
186.25 |
183.00 |
185.46 |
-0.64 |
4,272 |
21,340 |
+131 |
| Mar06 |
051108 |
183.50 |
185.00 |
182.00 |
184.26 |
-0.49 |
1,104 |
16,222 |
-123 |
| Apr06 |
051108 |
180.75 |
181.06 |
179.40 |
181.06 |
-0.44 |
806 |
8,058 |
+220 |
| May06 |
051108 |
176.00 |
178.20 |
175.75 |
177.61 |
-0.24 |
556 |
5,441 |
+210 |
| Jun06 |
051108 |
174.00 |
175.31 |
173.50 |
175.31 |
-0.09 |
959 |
6,563 |
+264 |
| Jul06 |
051108 |
175.56 |
175.56 |
175.56 |
175.56 |
-0.04 |
217 |
4,092 |
+99 |
| Aug06 |
051108 |
175.00 |
176.61 |
175.00 |
176.61 |
-0.04 |
65 |
2,374 |
+10 |
| Sep06 |
051108 |
178.06 |
178.06 |
178.06 |
178.06 |
+0.01 |
10 |
1,436 |
+3 |
| Oct06 |
051108 |
179.86 |
179.86 |
179.86 |
179.86 |
+0.01 |
9 |
448 |
+5 |
| Nov06 |
051108 |
180.50 |
182.11 |
180.50 |
182.11 |
+0.01 |
8 |
429 |
+7 |
| Total Volume and Open Interest |
52,941 |
167,254 |
+252 |
| Unleaded Gas(NYM) |
| Dec05 |
051108 |
155.70 |
156.75 |
153.25 |
156.23 |
+0.62 |
32,180 |
55,829 |
-3,964 |
| Jan06 |
051108 |
162.25 |
163.00 |
160.00 |
162.74 |
+0.59 |
19,527 |
32,682 |
+2,732 |
| Feb06 |
051108 |
164.50 |
164.99 |
162.75 |
164.99 |
+0.59 |
3,481 |
11,394 |
+403 |
| Mar06 |
051108 |
165.55 |
166.09 |
163.25 |
166.09 |
+0.54 |
624 |
9,419 |
+46 |
| Apr06 |
051108 |
173.75 |
176.29 |
173.75 |
176.29 |
+0.54 |
556 |
7,578 |
+152 |
| May06 |
051108 |
176.80 |
177.34 |
176.80 |
177.34 |
+0.54 |
982 |
4,853 |
+163 |
| Jun06 |
051108 |
177.60 |
178.04 |
177.50 |
178.04 |
+0.54 |
298 |
5,458 |
+7 |
| Jul06 |
051108 |
178.00 |
178.04 |
177.50 |
178.04 |
+0.54 |
51 |
2,208 |
+50 |
| Aug06 |
051108 |
177.39 |
177.39 |
177.39 |
177.39 |
+0.54 |
0 |
1,976 |
+0 |
| Sep06 |
051108 |
175.50 |
175.69 |
175.50 |
175.69 |
+0.54 |
66 |
1,106 |
-59 |
| Oct06 |
051108 |
166.89 |
166.89 |
166.89 |
166.89 |
+0.54 |
50 |
194 |
-47 |
| Nov06 |
051108 |
164.59 |
164.59 |
164.59 |
164.59 |
+1.04 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
57,815 |
132,752 |
-517 |
| Natural Gas(NYM) |
| Dec05 |
051108 |
11.780 |
11.980 |
11.500 |
11.793 |
-0.080 |
30,847 |
64,688 |
-3,899 |
| Jan06 |
051108 |
12.540 |
12.750 |
12.290 |
12.556 |
-0.052 |
16,088 |
76,533 |
+2,961 |
| Feb06 |
051108 |
12.520 |
12.730 |
12.360 |
12.591 |
+0.023 |
3,219 |
31,308 |
+360 |
| Mar06 |
051108 |
12.250 |
12.400 |
12.000 |
12.341 |
+0.073 |
6,144 |
53,207 |
+1,693 |
| Apr06 |
051108 |
10.100 |
10.100 |
9.850 |
10.041 |
-0.077 |
3,640 |
31,063 |
+731 |
| May06 |
051108 |
9.840 |
9.840 |
9.660 |
9.821 |
-0.067 |
927 |
24,876 |
+165 |
| Jun06 |
051108 |
9.890 |
9.890 |
9.670 |
9.851 |
-0.067 |
410 |
10,873 |
+75 |
| Jul06 |
051108 |
9.750 |
9.901 |
9.730 |
9.901 |
-0.067 |
244 |
14,839 |
-30 |
| Aug06 |
051108 |
9.750 |
9.946 |
9.750 |
9.946 |
-0.067 |
1,052 |
16,590 |
+489 |
| Sep06 |
051108 |
9.850 |
9.931 |
9.780 |
9.931 |
-0.065 |
719 |
13,939 |
+487 |
| Oct06 |
051108 |
9.950 |
10.020 |
9.820 |
9.976 |
-0.065 |
1,282 |
23,648 |
+290 |
| Nov06 |
051108 |
10.400 |
10.510 |
10.300 |
10.446 |
-0.065 |
526 |
10,644 |
-129 |
| Dec06 |
051108 |
10.900 |
10.980 |
10.750 |
10.906 |
-0.060 |
405 |
12,099 |
-269 |
| Jan07 |
051108 |
11.150 |
11.300 |
11.150 |
11.271 |
-0.055 |
531 |
13,061 |
+370 |
| Feb07 |
051108 |
11.120 |
11.240 |
11.120 |
11.196 |
-0.055 |
79 |
5,382 |
+12 |
| Mar07 |
051108 |
10.886 |
10.886 |
10.886 |
10.886 |
-0.060 |
747 |
9,729 |
-457 |
| Total Volume and Open Interest |
79,458 |
544,341 |
+9,679 |
| Brent Crude Oil(IPE) |
| Dec05 |
051108 |
58.20 |
58.28 |
57.24 |
57.81 |
-0.23 |
63,560 |
49,343 |
-1,759 |
| Jan06 |
051108 |
58.80 |
58.86 |
58.02 |
58.66 |
+0.04 |
53,673 |
106,393 |
-1,140 |
| Feb06 |
051108 |
59.42 |
59.54 |
58.76 |
59.42 |
+0.15 |
26,926 |
36,717 |
+5,859 |
| Mar06 |
051108 |
59.84 |
60.00 |
59.22 |
59.89 |
+0.23 |
9,308 |
17,099 |
+1,085 |
| Apr06 |
051108 |
60.00 |
60.27 |
59.43 |
60.14 |
+0.25 |
5,266 |
9,575 |
+1,191 |
| May06 |
051108 |
59.80 |
60.41 |
59.56 |
60.26 |
+0.27 |
2,375 |
6,351 |
-137 |
| Jun06 |
051108 |
59.87 |
60.47 |
59.69 |
60.32 |
+0.28 |
2,357 |
30,286 |
+754 |
| Jul06 |
051108 |
59.98 |
60.39 |
59.97 |
60.39 |
+0.28 |
152 |
3,987 |
+100 |
| Aug06 |
051108 |
60.06 |
60.46 |
60.04 |
60.46 |
+0.27 |
0 |
1,103 |
+0 |
| Sep06 |
051108 |
60.45 |
60.45 |
60.45 |
60.45 |
+0.24 |
0 |
6,807 |
+0 |
| Oct06 |
051108 |
60.22 |
60.41 |
60.22 |
60.41 |
+0.20 |
4,850 |
5,777 |
+2,850 |
| Nov06 |
051108 |
60.37 |
60.37 |
60.37 |
60.37 |
+0.15 |
100 |
1,056 |
+50 |
| Dec06 |
051108 |
59.99 |
60.46 |
59.71 |
60.33 |
+0.10 |
8,889 |
35,527 |
+3,750 |
| Jan07 |
051108 |
59.90 |
60.34 |
59.90 |
60.21 |
+0.13 |
0 |
4,280 |
+0 |
| Total Volume and Open Interest |
180,124 |
354,627 |
+14,103 |
| Gas Oil(IPE) |
| Nov05 |
051108 |
529.50 |
531.50 |
518.00 |
518.50 |
-5.50 |
20,229 |
20,642 |
-3,644 |
| Dec05 |
051108 |
540.00 |
544.00 |
530.00 |
530.50 |
-3.50 |
24,011 |
56,728 |
-885 |
| Jan06 |
051108 |
553.00 |
553.75 |
540.50 |
541.00 |
-3.00 |
13,024 |
35,613 |
+3,234 |
| Feb06 |
051108 |
553.00 |
553.00 |
546.75 |
547.25 |
-2.50 |
3,511 |
18,667 |
+664 |
| Mar06 |
051108 |
554.00 |
557.75 |
549.50 |
549.50 |
-2.00 |
1,680 |
13,036 |
+748 |
| Apr06 |
051108 |
550.75 |
560.00 |
544.00 |
549.00 |
-1.75 |
0 |
6,803 |
+0 |
| May06 |
051108 |
553.25 |
553.25 |
548.75 |
548.75 |
-1.50 |
0 |
1,414 |
+0 |
| Jun06 |
051108 |
550.25 |
553.25 |
548.50 |
549.00 |
-1.25 |
875 |
19,043 |
+505 |
| Jul06 |
051108 |
550.50 |
550.50 |
550.50 |
550.50 |
-1.00 |
0 |
868 |
+0 |
| Aug06 |
051108 |
552.50 |
552.50 |
552.50 |
552.50 |
-0.75 |
0 |
157 |
+0 |
| Total Volume and Open Interest |
63,795 |
201,416 |
+765 |
| US Dollar Index(NYBOT) |
| Dec05 |
051108 |
91.30 |
91.83 |
91.21 |
91.24 |
+0.07 |
2,010 |
35,638 |
+60 |
| Mar06 |
051108 |
91.38 |
91.38 |
90.95 |
90.95 |
+0.07 |
76 |
2,228 |
+35 |
| Jun06 |
051108 |
90.66 |
90.66 |
90.66 |
90.66 |
+0.07 |
1 |
6 |
+1 |
| Total Volume and Open Interest |
2,087 |
37,874 |
+96 |
| Australian Dollar(CME) |
| Dec05 |
051108 |
73.00 |
73.47 |
72.92 |
73.42 |
+0.16 |
955 |
66,155 |
+2,128 |
| Mar06 |
051108 |
73.07 |
73.23 |
73.07 |
73.23 |
+0.16 |
1 |
65 |
+5 |
| Jun06 |
051108 |
73.06 |
73.06 |
73.06 |
73.06 |
+0.16 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
956 |
66,247 |
+2,133 |
| British Pound(CME) |
| Dec05 |
051108 |
173.65 |
174.36 |
173.64 |
174.32 |
-0.13 |
2,937 |
78,658 |
+3,554 |
| Mar06 |
051108 |
174.23 |
174.23 |
174.23 |
174.23 |
-0.16 |
0 |
321 |
-1 |
| Jun06 |
051108 |
174.33 |
174.33 |
174.33 |
174.33 |
-0.16 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,937 |
78,987 |
+3,553 |
| Canadian Dollar(CME) |
| Dec05 |
051108 |
83.74 |
84.48 |
83.60 |
84.45 |
+0.10 |
7,145 |
103,409 |
+1,472 |
| Mar06 |
051108 |
83.95 |
84.66 |
83.95 |
84.66 |
+0.09 |
66 |
2,387 |
+202 |
| Jun06 |
051108 |
84.20 |
84.89 |
84.20 |
84.89 |
+0.09 |
0 |
436 |
+0 |
| Sep06 |
051108 |
85.12 |
85.12 |
85.12 |
85.12 |
+0.09 |
0 |
98 |
+0 |
| Total Volume and Open Interest |
7,213 |
106,483 |
+1,675 |
| Japanese Yen(CME) |
| Dec05 |
051108 |
85.37 |
85.80 |
85.34 |
85.70 |
+0.22 |
3,668 |
178,242 |
+169 |
| Mar06 |
051108 |
86.64 |
86.64 |
86.53 |
86.58 |
+0.22 |
0 |
18,832 |
+9 |
| Jun06 |
051108 |
87.58 |
87.58 |
87.58 |
87.58 |
+0.22 |
0 |
58 |
+0 |
| Total Volume and Open Interest |
3,668 |
197,158 |
+178 |
| Swiss Franc(CME) |
| Dec05 |
051108 |
76.48 |
76.70 |
76.40 |
76.64 |
-0.28 |
4,324 |
80,768 |
+2,186 |
| Mar06 |
051108 |
77.27 |
77.27 |
77.27 |
77.27 |
-0.28 |
1 |
316 |
+26 |
| Jun06 |
051108 |
77.93 |
77.93 |
77.93 |
77.93 |
-0.28 |
0 |
18 |
+1 |
| Total Volume and Open Interest |
4,325 |
81,112 |
+2,213 |
| EuroFX(CME) |
| Dec05 |
051108 |
117.71 |
118.20 |
117.59 |
118.12 |
-0.30 |
15,766 |
159,160 |
-1,868 |
| Mar06 |
051108 |
118.23 |
118.69 |
118.23 |
118.69 |
-0.31 |
71 |
2,997 |
+81 |
| Jun06 |
051108 |
118.90 |
119.36 |
118.90 |
119.36 |
-0.34 |
1 |
779 |
+0 |
| Total Volume and Open Interest |
15,838 |
163,137 |
-1,786 |
| Mexican Peso(CME) |
| Dec05 |
051108 |
9282.0 |
9287.0 |
9250.0 |
9272.0 |
-13.0 |
4,348 |
82,004 |
+1,239 |
| Mar06 |
051108 |
9177.0 |
9177.0 |
9167.0 |
9175.0 |
-12.0 |
65 |
572 |
+32 |
| Total Volume and Open Interest |
7,440 |
85,566 |
+3,736 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051108 |
110~31 |
111~29 |
110~31 |
111~24 |
+0~27 |
182,772 |
578,383 |
-16,155 |
| Mar06 |
051108 |
110~23 |
111~18 |
110~23 |
111~15 |
+0~28 |
1,921 |
26,338 |
-641 |
| Jun06 |
051108 |
110~25 |
111~09 |
110~25 |
111~09 |
+0~28 |
0 |
784 |
+0 |
| Total Volume and Open Interest |
184,693 |
605,506 |
-16,796 |
| Municipal Bonds(CBOT) |
| Dec05 |
051108 |
103~29 |
104~01 |
103~29 |
104~01 |
+0~18 |
25 |
413 |
-7 |
| Total Volume and Open Interest |
25 |
413 |
-7 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051108 |
107~285 |
108~140 |
107~285 |
108~100 |
+0~150 |
529,169 |
1,681,332 |
-35,153 |
| Mar06 |
051108 |
107~250 |
108~065 |
107~250 |
108~035 |
+0~160 |
12,088 |
84,722 |
+4,503 |
| Total Volume and Open Interest |
541,292 |
1,766,636 |
-30,664 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051108 |
105~225 |
105~280 |
105~225 |
105~260 |
+0~095 |
258,862 |
0 |
+0 |
| Mar06 |
051108 |
105~150 |
105~200 |
105~150 |
105~190 |
+0~100 |
2,303 |
0 |
+0 |
| Jun06 |
051102 |
105~080 |
105~080 |
105~080 |
105~080 |
-0~035 |
|
|
|
| Total Volume and Open Interest |
441,596 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec05 |
051108 |
102~068 |
102~074 |
102~068 |
102~070 |
+0~010 |
2,682 |
365,634 |
+3,835 |
| Mar06 |
051108 |
102~053 |
102~053 |
102~053 |
102~053 |
+0~009 |
0 |
215 |
+0 |
| Total Volume and Open Interest |
2,682 |
365,849 |
+3,835 |
| Eurodollars(CME) |
| Dec05 |
051108 |
95.500 |
95.510 |
95.500 |
95.505 |
+0.005 |
26,336 |
1,204,808 |
+9,193 |
| Mar06 |
051108 |
95.205 |
95.225 |
95.195 |
95.200 |
+0.020 |
19,236 |
1,164,881 |
+5,407 |
| Jun06 |
051108 |
95.100 |
95.135 |
95.100 |
95.105 |
+0.040 |
24,280 |
1,244,942 |
-8,916 |
| Sep06 |
051108 |
95.100 |
95.130 |
95.100 |
95.100 |
+0.050 |
17,965 |
945,497 |
+11,386 |
| Dec06 |
051108 |
95.115 |
95.145 |
95.115 |
95.120 |
+0.055 |
28,092 |
954,455 |
+19,471 |
| Mar07 |
051108 |
95.140 |
95.170 |
95.135 |
95.150 |
+0.065 |
16,036 |
812,202 |
+1,997 |
| Jun07 |
051108 |
95.130 |
95.165 |
95.130 |
95.145 |
+0.070 |
15,897 |
581,829 |
+2,563 |
| Sep07 |
051108 |
95.110 |
95.150 |
95.110 |
95.130 |
+0.080 |
18,373 |
356,979 |
-270 |
| Dec07 |
051108 |
95.085 |
95.110 |
95.080 |
95.100 |
+0.080 |
7,941 |
289,294 |
+1,010 |
| Mar08 |
051108 |
95.070 |
95.095 |
95.070 |
95.090 |
+0.085 |
6,942 |
251,907 |
+1,478 |
| Jun08 |
051108 |
95.045 |
95.075 |
95.045 |
95.065 |
+0.085 |
5,973 |
241,599 |
+319 |
| Sep08 |
051108 |
95.025 |
95.055 |
95.020 |
95.040 |
+0.090 |
8,570 |
222,417 |
+336 |
| Total Volume and Open Interest |
220,857 |
9,101,494 |
+47,886 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051108 |
99.90 |
99.91 |
99.90 |
99.91 |
+0.01 |
33 |
6,483 |
+1 |
| Mar06 |
051108 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.01 |
1 |
7,755 |
+2 |
| Jun06 |
051108 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.02 |
32 |
7,722 |
-30 |
| Sep06 |
051108 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.02 |
30 |
3,500 |
-41 |
| Dec06 |
051108 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.02 |
30 |
6,546 |
+34 |
| Mar07 |
051108 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.03 |
0 |
1,732 |
+0 |
| Jun07 |
051108 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.02 |
2 |
1,472 |
+1 |
| Sep07 |
051108 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.02 |
0 |
510 |
+0 |
| Dec07 |
051108 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.03 |
0 |
38 |
+0 |
| Mar08 |
051108 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.02 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
128 |
36,061 |
-33 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051108 |
99.90 |
99.91 |
99.90 |
99.90 |
unch |
306 |
83,272 |
+42 |
| Mar06 |
051108 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.01 |
488 |
59,809 |
+231 |
| Jun06 |
051108 |
99.69 |
99.70 |
99.69 |
99.70 |
+0.01 |
2,304 |
61,627 |
+718 |
| Sep06 |
051108 |
99.57 |
99.59 |
99.57 |
99.59 |
+0.02 |
1,829 |
40,102 |
-1,523 |
| Dec06 |
051108 |
99.46 |
99.47 |
99.45 |
99.47 |
+0.02 |
2,520 |
48,525 |
-126 |
| Mar07 |
051108 |
99.34 |
99.35 |
99.34 |
99.35 |
+0.02 |
674 |
25,624 |
+494 |
| Jun07 |
051108 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.02 |
1,033 |
14,612 |
-111 |
| Sep07 |
051108 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.03 |
0 |
1,784 |
+0 |
| Total Volume and Open Interest |
9,154 |
363,314 |
-275 |
| German Euro-Bund(EUREX) |
| Dec05 |
051108 |
119.55 |
119.93 |
119.32 |
119.85 |
+0.39 |
755,328 |
1,626,549 |
+113,591 |
| Mar06 |
051108 |
119.75 |
120.10 |
119.55 |
120.06 |
+0.41 |
5,754 |
61,627 |
+3,516 |
| Jun06 |
051108 |
119.40 |
119.40 |
119.40 |
119.40 |
+0.42 |
100 |
1 |
+0 |
| Total Volume and Open Interest |
761,182 |
1,688,177 |
+117,107 |
| German Euro-Bobl(EUREX) |
| Dec05 |
050908 |
114.76 |
114.94 |
114.73 |
114.88 |
+0.12 |
642,061 |
620,500 |
+251,913 |
| Mar06 |
051108 |
112.37 |
112.55 |
112.24 |
112.55 |
+0.21 |
675 |
35,946 |
+3,826 |
| Jun06 |
051108 |
112.06 |
112.06 |
112.06 |
112.06 |
+0.20 |
0 |
1,093 |
+1,093 |
| Total Volume and Open Interest |
544,690 |
1,315,489 |
+177,670 |
| Long Gilt(LIFFE) |
| Dec05 |
051108 |
111~21 |
111~26 |
111~09 |
111~25 |
+0~07 |
33,452 |
237,125 |
-28 |
| Mar06 |
051108 |
112~05 |
112~05 |
112~05 |
112~05 |
+0~07 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
33,452 |
237,131 |
-28 |
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051108 |
95.39 |
95.39 |
95.39 |
95.39 |
+0.01 |
25,293 |
298,173 |
-16 |
| Mar06 |
051108 |
95.40 |
95.40 |
95.40 |
95.40 |
+0.03 |
61,027 |
400,888 |
-1,657 |
| Jun06 |
051108 |
95.38 |
95.38 |
95.38 |
95.38 |
+0.03 |
45,812 |
307,451 |
-2,314 |
| Total Volume and Open Interest |
218,390 |
1,877,667 |
-10,892 |
| 3-Mth Euribor(LIFFE) |
| Dec05 |
050309 |
97.555 |
97.565 |
97.500 |
97.510 |
unch |
207,935 |
0 |
|
| Mar06 |
050309 |
97.415 |
97.435 |
97.360 |
97.370 |
unch |
159,720 |
0 |
|
| Jun06 |
050309 |
97.270 |
97.285 |
97.205 |
97.220 |
unch |
77,371 |
0 |
|
| Total Volume and Open Interest |
920,994 |
|
|
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
051108 |
94.36 |
94.36 |
94.35 |
94.36 |
unch |
4,785 |
106,129 |
-1,169 |
| Mar06 |
051108 |
94.30 |
94.32 |
94.28 |
94.30 |
-0.01 |
30,190 |
182,819 |
+6,955 |
| Jun06 |
051108 |
94.25 |
94.27 |
94.22 |
94.25 |
unch |
10,569 |
90,092 |
+336 |
| Sep06 |
051108 |
94.20 |
94.23 |
94.19 |
94.21 |
unch |
1,683 |
33,405 |
-767 |
| Dec06 |
051108 |
94.16 |
94.19 |
94.16 |
94.18 |
+0.02 |
601 |
35,563 |
-164 |
| Mar07 |
051108 |
94.15 |
94.15 |
94.13 |
94.14 |
+0.02 |
47 |
20,154 |
-456 |
| Jun07 |
051108 |
94.09 |
94.11 |
94.09 |
94.10 |
+0.02 |
573 |
33,927 |
-1,966 |
| Sep07 |
051108 |
94.07 |
94.07 |
94.07 |
94.07 |
+0.02 |
250 |
7,099 |
-1,098 |
| Dec07 |
051108 |
94.07 |
94.07 |
94.05 |
94.05 |
+0.01 |
0 |
4,421 |
-150 |
| Mar08 |
051108 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.01 |
0 |
1,916 |
+0 |
| Total Volume and Open Interest |
48,703 |
517,589 |
+1,520 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051108 |
94.44 |
94.46 |
94.43 |
94.46 |
+0.03 |
21,750 |
308,339 |
-3,657 |
| Mar06 |
051108 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
21,750 |
308,339 |
-3,657 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051108 |
94.53 |
94.56 |
94.52 |
94.55 |
+0.02 |
94,318 |
421,603 |
+27,492 |
| Mar06 |
051108 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
94,318 |
421,603 |
+27,492 |
| Gold(CMX) |
| Dec05 |
051108 |
460.1 |
463.8 |
459.8 |
462.3 |
+1.9 |
45,717 |
234,049 |
-8,569 |
| Feb06 |
051108 |
464.0 |
467.5 |
463.0 |
466.1 |
+1.9 |
9,710 |
30,180 |
+5,357 |
| Apr06 |
051108 |
468.0 |
470.5 |
467.6 |
470.0 |
+1.9 |
87 |
6,465 |
-11 |
| Jun06 |
051108 |
472.3 |
474.8 |
472.0 |
473.9 |
+1.9 |
549 |
12,168 |
+371 |
| Aug06 |
051108 |
477.9 |
477.9 |
477.9 |
477.9 |
+2.0 |
24 |
2,180 |
+24 |
| Oct06 |
051108 |
481.9 |
481.9 |
481.9 |
481.9 |
+2.0 |
40 |
4,765 |
+10 |
| Dec06 |
051108 |
484.5 |
486.5 |
484.5 |
485.9 |
+2.0 |
456 |
5,962 |
+19 |
| Feb07 |
051108 |
489.9 |
489.9 |
489.9 |
489.9 |
+2.0 |
3 |
5,281 |
+0 |
| Apr07 |
051108 |
493.9 |
493.9 |
493.9 |
493.9 |
+2.0 |
0 |
1,328 |
+0 |
| Jun07 |
051108 |
497.9 |
497.9 |
497.9 |
497.9 |
+2.0 |
0 |
5,431 |
+0 |
| Aug07 |
051108 |
501.8 |
501.8 |
501.8 |
501.8 |
+2.0 |
|
|
|
| Total Volume and Open Interest |
56,994 |
317,670 |
-2,398 |
| Silver(CMX) |
| Dec05 |
051108 |
760.5 |
768.0 |
759.0 |
762.5 |
+2.0 |
17,920 |
94,555 |
-1,497 |
| Mar06 |
051108 |
768.5 |
775.5 |
767.0 |
770.9 |
+2.0 |
4,234 |
20,913 |
+3,017 |
| May06 |
051108 |
777.0 |
777.0 |
775.2 |
775.2 |
+2.1 |
3 |
2,314 |
+3 |
| Jul06 |
051108 |
779.0 |
785.0 |
779.0 |
779.0 |
+2.3 |
23 |
6,774 |
+3 |
| Sep06 |
051108 |
800.0 |
800.0 |
782.7 |
782.7 |
+2.3 |
0 |
3,001 |
+0 |
| Dec06 |
051108 |
788.0 |
788.0 |
786.0 |
786.5 |
+2.0 |
603 |
9,526 |
+222 |
| Mar07 |
051108 |
134.6 |
134.6 |
134.6 |
134.6 |
+2.0 |
1 |
51 |
+1 |
| Total Volume and Open Interest |
22,808 |
141,133 |
+1,750 |
| Platinum(NYM) |
| Jan06 |
051108 |
936.0 |
945.0 |
936.0 |
943.7 |
+8.9 |
575 |
10,953 |
+34 |
| Apr06 |
051108 |
941.0 |
944.0 |
940.0 |
943.7 |
+8.9 |
17 |
217 |
+15 |
| Total Volume and Open Interest |
592 |
11,170 |
+49 |
| Palladium(NYME) |
| Dec05 |
051108 |
231.90 |
233.90 |
231.10 |
233.00 |
+3.00 |
429 |
12,558 |
-93 |
| Mar06 |
051108 |
235.50 |
237.00 |
234.50 |
235.50 |
+3.00 |
22 |
1,576 |
-9 |
| Jun06 |
051108 |
237.50 |
237.50 |
237.50 |
237.50 |
+3.00 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
451 |
14,158 |
-102 |
| Copper(CMX) |
| Dec05 |
051108 |
182.65 |
184.10 |
182.65 |
183.80 |
-0.95 |
12,061 |
61,835 |
-2,756 |
| Mar06 |
051108 |
177.50 |
178.50 |
177.20 |
178.45 |
-0.85 |
7,189 |
28,882 |
+3,178 |
| May06 |
051108 |
172.75 |
172.75 |
172.70 |
172.70 |
-0.70 |
236 |
4,686 |
+69 |
| Jul06 |
051108 |
167.00 |
167.00 |
167.00 |
167.00 |
-0.70 |
179 |
2,623 |
+80 |
| Sep06 |
051108 |
161.10 |
161.10 |
161.10 |
161.10 |
-0.70 |
349 |
1,571 |
-107 |
| Total Volume and Open Interest |
21,054 |
110,371 |
+654 |
| Aluminum(CMX) |
| Nov05 |
051108 |
93.10 |
93.10 |
93.10 |
93.10 |
-0.15 |
4 |
112 |
+2 |
| Dec05 |
051108 |
93.10 |
93.10 |
93.10 |
93.10 |
-0.15 |
4 |
1,679 |
-2 |
| Jan06 |
051108 |
93.50 |
93.50 |
93.50 |
93.50 |
unch |
0 |
111 |
+0 |
| Feb06 |
051108 |
93.30 |
93.30 |
93.30 |
93.30 |
+0.05 |
0 |
70 |
+0 |
| Mar06 |
051108 |
93.10 |
93.10 |
93.10 |
93.10 |
+0.10 |
0 |
70 |
+0 |
| Apr06 |
051108 |
92.75 |
92.75 |
92.75 |
92.75 |
+0.20 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
8 |
2,237 |
+0 |
| DJIA Index(CBOT) |
| Dec05 |
051108 |
10565 |
10581 |
10536 |
10570 |
-5 |
2,860 |
37,303 |
+110 |
| Mar06 |
051108 |
10615 |
10620 |
10610 |
10620 |
unch |
4 |
80 |
+2 |
| Jun06 |
051108 |
10657 |
10657 |
10657 |
10657 |
-5 |
|
|
|
| Total Volume and Open Interest |
2,864 |
37,388 |
+112 |
| S & P 500(CME) |
| Dec05 |
051108 |
1220.00 |
1224.30 |
1218.50 |
1222.80 |
unch |
19,451 |
633,924 |
-1,241 |
| Mar06 |
051108 |
1230.40 |
1230.40 |
1230.40 |
1230.40 |
unch |
27 |
10,422 |
-3 |
| Jun06 |
051108 |
1239.30 |
1239.30 |
1239.30 |
1239.30 |
-0.20 |
0 |
3,339 |
-5 |
| Sep06 |
051108 |
1248.30 |
1248.30 |
1248.30 |
1248.30 |
-0.20 |
0 |
543 |
+0 |
| Total Volume and Open Interest |
19,478 |
648,268 |
-1,249 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
051108 |
1222.50 |
1224.50 |
1218.50 |
1222.75 |
unch |
667,652 |
1,120,642 |
+28,951 |
| Mar06 |
051108 |
573.64 |
575.89 |
571.64 |
575.14 |
unch |
1,570 |
5,080 |
+1,217 |
| Total Volume and Open Interest |
669,222 |
1,125,722 |
+30,168 |
| NASDAQ 100(CME) |
| Dec05 |
051108 |
1631.50 |
1643.00 |
1628.00 |
1636.50 |
+3.50 |
5,152 |
61,981 |
-59 |
| Mar06 |
051108 |
1651.50 |
1651.50 |
1651.50 |
1651.50 |
+3.50 |
0 |
38 |
+0 |
| Jun06 |
051108 |
353.78 |
353.78 |
353.78 |
353.78 |
+3.50 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
5,152 |
62,036 |
-59 |
| NASDAQ 100 E-Mini(GLOBEX) |
| S & P Midcap 400(CME) |
| Dec05 |
051108 |
714.50 |
714.60 |
711.00 |
714.60 |
-1.30 |
154 |
12,842 |
+9 |
| Mar06 |
051108 |
719.60 |
719.60 |
719.60 |
719.60 |
-1.30 |
|
|
|
| Jun06 |
051108 |
722.60 |
722.60 |
722.60 |
722.60 |
-1.30 |
|
|
|
| Total Volume and Open Interest |
154 |
12,842 |
+9 |
| Russell 2000(CME) |
| Dec05 |
051108 |
659.50 |
660.50 |
655.90 |
660.40 |
-1.30 |
494 |
37,471 |
-63 |
| Mar06 |
051108 |
664.90 |
664.90 |
664.90 |
664.90 |
-1.30 |
0 |
38 |
+0 |
| Jun06 |
051108 |
668.90 |
668.90 |
668.90 |
668.90 |
-1.30 |
|
|
|
| Total Volume and Open Interest |
499 |
37,514 |
-58 |
| Russell 2000 E-Mini(Globex) |
| Dec05 |
051108 |
661.60 |
662.30 |
655.60 |
660.40 |
-1.30 |
110,907 |
283,919 |
-2,496 |
| Mar06 |
051108 |
664.00 |
668.80 |
660.50 |
664.90 |
-1.30 |
67 |
1,555 |
+48 |
| Total Volume and Open Interest |
110,974 |
285,474 |
-2,448 |
| Value Line(KCBT) |
| Dec05 |
051108 |
1858.00 |
1859.00 |
1850.00 |
1857.00 |
-5.50 |
154 |
174 |
+24 |
| Total Volume and Open Interest |
154 |
184 |
+24 |
| Nikkei 225(CME) |
| Dec05 |
051108 |
14000 |
14005 |
13950 |
13980 |
-105 |
|
|
|
| Mar06 |
051108 |
13980 |
13980 |
13980 |
13980 |
-105 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
051108 |
14070 |
14085 |
13980 |
14045 |
+10 |
32,366 |
238,511 |
+5,518 |
| Mar06 |
051108 |
14030 |
14070 |
13985 |
14030 |
-25 |
22 |
160 |
+0 |
| Jun06 |
051108 |
13965 |
13965 |
13965 |
13965 |
-25 |
|
|
|
| Total Volume and Open Interest |
32,390 |
239,205 |
+5,518 |
| CAC 40(MATIF) |
| Nov05 |
051108 |
4514.5 |
4536.0 |
4495.0 |
4506.0 |
unch |
51,946 |
427,571 |
+3,246 |
| Dec05 |
051108 |
4512.0 |
4532.0 |
4495.5 |
4503.0 |
unch |
3,231 |
125,066 |
+1,167 |
| Jan06 |
051108 |
4511.5 |
4511.5 |
4511.5 |
4511.5 |
unch |
|
|
|
| Total Volume and Open Interest |
55,443 |
556,821 |
+4,397 |
| Hang Seng Index(HKFE) |
| Nov05 |
051108 |
14370 |
14398 |
14255 |
14388 |
+76 |
33,850 |
87,653 |
+1,663 |
| Dec05 |
051108 |
14439 |
14439 |
14300 |
14431 |
+73 |
1,023 |
4,007 |
+102 |
| Total Volume and Open Interest |
34,892 |
92,416 |
+1,767 |
| DAX Index(EUREX) |
| Dec05 |
051108 |
5043.5 |
5059.0 |
5003.5 |
5022.5 |
-15.0 |
108,150 |
200,522 |
-3,762 |
| Mar06 |
051108 |
5076.5 |
5087.5 |
5036.0 |
5053.5 |
-14.5 |
1,422 |
12,413 |
+532 |
| Jun06 |
051108 |
5116.5 |
5122.5 |
5070.0 |
5087.5 |
-15.0 |
122 |
2,660 |
+5 |
| Total Volume and Open Interest |
109,694 |
215,595 |
-3,225 |
| FT-SE 100(LIFFE) |
| Dec05 |
051108 |
5476.50 |
5490.50 |
5456.00 |
5463.00 |
+1.50 |
67,232 |
468,560 |
-2,097 |
| Mar06 |
051108 |
5485.00 |
5499.00 |
5470.00 |
5472.50 |
+1.50 |
1,017 |
28,910 |
+1,001 |
| Jun06 |
051108 |
5496.00 |
5501.50 |
5482.00 |
5483.50 |
+1.50 |
0 |
14,021 |
+0 |
| Total Volume and Open Interest |
68,249 |
511,491 |
-1,096 |
| SPI 200(SFE) |
| Dec05 |
051108 |
4539.0 |
4562.0 |
4528.0 |
4560.0 |
+37.0 |
7,417 |
197,474 |
+79 |
| Mar06 |
051108 |
4537.0 |
4560.0 |
4535.0 |
4560.0 |
+38.0 |
32 |
5,240 |
+8 |
| Jun06 |
051108 |
4584.0 |
4584.0 |
4584.0 |
4584.0 |
+38.0 |
202 |
3,107 |
+30 |
| Total Volume and Open Interest |
7,651 |
208,525 |
+117 |
| GSCI(CME) |
| Nov05 |
051108 |
417.30 |
419.20 |
414.95 |
418.80 |
unch |
3,672 |
14,715 |
-3,302 |
| Dec05 |
051108 |
430.35 |
430.35 |
430.35 |
430.35 |
+0.10 |
3,643 |
3,603 |
+3,550 |
| Jan06 |
051108 |
432.50 |
432.50 |
432.50 |
432.50 |
unch |
|
|
|
| Total Volume and Open Interest |
7,315 |
18,318 |
+248 |
| Reuters CRB Index(NYBOT) |
| Jan06 |
051108 |
329.50 |
332.25 |
329.50 |
332.00 |
+2.50 |
31 |
524 |
+10 |
| Feb06 |
051108 |
330.00 |
330.00 |
330.00 |
330.00 |
+0.50 |
0 |
6 |
+0 |
| Apr06 |
051108 |
330.25 |
330.25 |
330.25 |
330.25 |
+2.70 |
53 |
410 |
+51 |
| Total Volume and Open Interest |
141 |
1,079 |
+26 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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