|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed November 23, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan06 |
051123 |
570.00 |
571.25 |
561.00 |
562.00 |
-10.25 |
22,697 |
154,258 |
-2,375 |
| Mar06 |
051123 |
577.00 |
579.50 |
567.00 |
568.75 |
-11.25 |
3,086 |
44,498 |
+296 |
| May06 |
051123 |
585.00 |
585.00 |
576.00 |
576.50 |
-9.75 |
1,380 |
24,704 |
+487 |
| Jul06 |
051123 |
589.00 |
589.50 |
581.50 |
582.25 |
-9.00 |
1,408 |
29,306 |
-30 |
| Aug06 |
051123 |
589.75 |
589.75 |
585.00 |
585.00 |
-8.50 |
8 |
2,263 |
+4 |
| Sep06 |
051123 |
593.00 |
593.00 |
585.00 |
585.00 |
-7.00 |
2 |
1,351 |
+2 |
| Nov06 |
051123 |
595.00 |
595.50 |
589.25 |
590.00 |
-6.75 |
640 |
14,813 |
+48 |
| Total Volume and Open Interest |
29,223 |
272,264 |
-1,566 |
| Soybean Meal(CBOT) |
| Dec05 |
051123 |
173.40 |
173.40 |
170.50 |
170.70 |
-2.90 |
13,766 |
25,376 |
-4,498 |
| Jan06 |
051123 |
174.30 |
174.50 |
171.70 |
171.80 |
-3.10 |
9,902 |
29,620 |
+1,899 |
| Mar06 |
051123 |
176.00 |
176.00 |
173.70 |
174.00 |
-2.50 |
4,568 |
26,917 |
-380 |
| May06 |
051123 |
177.80 |
177.80 |
175.60 |
175.80 |
-2.30 |
757 |
19,538 |
+178 |
| Jul06 |
051123 |
180.30 |
180.30 |
178.20 |
178.40 |
-2.20 |
1,723 |
18,592 |
-73 |
| Aug06 |
051123 |
181.50 |
181.50 |
179.00 |
179.00 |
-2.50 |
374 |
4,806 |
+49 |
| Sep06 |
051123 |
182.50 |
182.50 |
180.10 |
180.10 |
-1.90 |
8 |
4,198 |
+5 |
| Oct06 |
051123 |
181.00 |
181.30 |
180.00 |
180.00 |
-1.30 |
64 |
2,238 |
+28 |
| Total Volume and Open Interest |
31,354 |
136,280 |
-2,700 |
| Soybean Oil(CBOT) |
| Dec05 |
051123 |
21.92 |
21.92 |
21.57 |
21.63 |
-0.35 |
10,085 |
18,680 |
-3,893 |
| Jan06 |
051123 |
22.05 |
22.07 |
21.73 |
21.82 |
-0.31 |
13,202 |
67,487 |
+287 |
| Mar06 |
051123 |
22.33 |
22.34 |
22.01 |
22.04 |
-0.33 |
4,453 |
30,768 |
+1,575 |
| May06 |
051123 |
22.62 |
22.66 |
22.32 |
22.34 |
-0.33 |
1,310 |
17,320 |
+20 |
| Jul06 |
051123 |
22.83 |
22.88 |
22.60 |
22.63 |
-0.43 |
2,943 |
21,757 |
+468 |
| Aug06 |
051123 |
23.00 |
23.00 |
22.75 |
22.75 |
-0.40 |
349 |
2,335 |
+288 |
| Sep06 |
051123 |
23.10 |
23.10 |
22.90 |
22.90 |
-0.30 |
13 |
2,464 |
+7 |
| Oct06 |
051123 |
23.00 |
23.10 |
23.00 |
23.06 |
-0.19 |
11 |
1,153 |
+9 |
| Total Volume and Open Interest |
33,641 |
171,699 |
-1,098 |
| Canola(WCE) |
| Jan06 |
051123 |
256.8 |
256.8 |
254.0 |
254.2 |
-2.8 |
5,771 |
49,476 |
-387 |
| Mar06 |
051123 |
264.0 |
264.0 |
261.1 |
261.3 |
-2.9 |
1,932 |
9,247 |
+747 |
| May06 |
051123 |
272.0 |
272.0 |
268.3 |
268.3 |
-4.5 |
121 |
2,120 |
+61 |
| Jul06 |
051123 |
275.6 |
278.0 |
275.3 |
276.1 |
-2.2 |
101 |
2,477 |
+70 |
| Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
-2.7 |
|
|
|
| Total Volume and Open Interest |
4,325 |
63,425 |
-1,198 |
| Corn(CBOT) |
| Dec05 |
051123 |
191.25 |
191.75 |
190.50 |
190.75 |
-0.75 |
54,463 |
140,216 |
-42,925 |
| Mar06 |
051123 |
205.25 |
205.25 |
204.00 |
204.25 |
-1.00 |
43,360 |
455,034 |
+15,520 |
| May06 |
051123 |
213.25 |
213.50 |
212.00 |
212.50 |
-1.00 |
5,324 |
60,125 |
+2,130 |
| Jul06 |
051123 |
221.00 |
221.25 |
220.00 |
220.25 |
-1.00 |
4,885 |
92,620 |
+360 |
| Sep06 |
051123 |
230.00 |
230.25 |
229.00 |
229.25 |
-1.00 |
604 |
14,072 |
+138 |
| Dec06 |
051123 |
240.75 |
241.00 |
240.00 |
240.25 |
-0.75 |
3,861 |
74,092 |
+998 |
| Total Volume and Open Interest |
112,879 |
847,996 |
-23,648 |
| Wheat(CBOT) |
| Dec05 |
051123 |
298.50 |
299.00 |
296.50 |
297.00 |
unch |
16,763 |
40,697 |
-9,654 |
| Mar06 |
051123 |
314.50 |
315.00 |
312.25 |
312.75 |
unch |
20,297 |
191,074 |
+1,849 |
| May06 |
051123 |
322.00 |
323.50 |
321.50 |
321.50 |
-0.25 |
1,742 |
8,151 |
+654 |
| Jul06 |
051123 |
332.00 |
332.50 |
329.50 |
330.75 |
unch |
2,122 |
36,987 |
-808 |
| Sep06 |
051123 |
340.50 |
340.50 |
338.00 |
339.00 |
-0.25 |
5 |
2,180 |
+0 |
| Total Volume and Open Interest |
42,017 |
296,772 |
-7,498 |
| Wheat(KCBT) |
| Dec05 |
051123 |
352.50 |
352.75 |
345.00 |
347.50 |
-4.00 |
7,481 |
22,302 |
-3,239 |
| Mar06 |
051123 |
356.00 |
356.50 |
350.00 |
352.50 |
-3.25 |
7,530 |
58,593 |
+1,459 |
| May06 |
051123 |
352.00 |
352.00 |
347.50 |
348.25 |
-2.75 |
860 |
7,205 |
+267 |
| Jul06 |
051123 |
346.00 |
348.00 |
343.00 |
345.00 |
-0.75 |
1,654 |
30,640 |
+256 |
| Sep06 |
051123 |
350.00 |
350.25 |
348.00 |
348.25 |
+0.25 |
71 |
2,230 |
+60 |
| Total Volume and Open Interest |
17,737 |
123,044 |
-1,095 |
| Wheat(MGE) |
| Dec05 |
051123 |
363.50 |
363.50 |
359.50 |
362.00 |
-0.50 |
4,945 |
6,697 |
-515 |
| Mar06 |
051123 |
366.50 |
366.50 |
362.50 |
364.75 |
-1.75 |
4,020 |
17,766 |
+359 |
| May06 |
051123 |
364.00 |
364.00 |
361.00 |
362.25 |
-1.75 |
215 |
2,279 |
-114 |
| Jul06 |
051123 |
361.00 |
361.50 |
359.50 |
359.50 |
-1.50 |
706 |
8,518 |
+203 |
| Sep06 |
051123 |
359.00 |
360.00 |
359.00 |
359.00 |
-0.25 |
506 |
2,514 |
+254 |
| Total Volume and Open Interest |
10,482 |
39,030 |
+181 |
| Oats(CBOT) |
| Dec05 |
051123 |
176.00 |
178.25 |
175.75 |
176.00 |
+0.25 |
1,396 |
2,217 |
-405 |
| Mar06 |
051123 |
183.50 |
185.00 |
180.25 |
181.50 |
-0.75 |
1,384 |
5,724 |
+661 |
| May06 |
051123 |
182.00 |
182.00 |
181.00 |
181.50 |
+0.50 |
144 |
249 |
+104 |
| Jul06 |
051123 |
180.50 |
183.00 |
180.50 |
181.50 |
+1.25 |
3 |
62 |
+1 |
| Total Volume and Open Interest |
2,927 |
8,269 |
+361 |
| Rough Rice(CBOT) |
| Jan06 |
051123 |
7.46 |
7.68 |
7.46 |
7.58 |
+0.09 |
307 |
5,085 |
-86 |
| Mar06 |
051123 |
7.72 |
7.92 |
7.72 |
7.84 |
+0.11 |
189 |
1,793 |
-34 |
| May06 |
051123 |
8.11 |
8.11 |
8.05 |
8.05 |
+0.11 |
0 |
207 |
+0 |
| Jul06 |
051123 |
8.24 |
8.27 |
8.24 |
8.25 |
+0.11 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
498 |
7,129 |
-118 |
| Live Cattle(CME) |
| Dec05 |
051123 |
91.450 |
92.150 |
91.450 |
91.950 |
+0.925 |
7,452 |
35,745 |
-497 |
| Feb06 |
051123 |
93.750 |
94.600 |
93.730 |
94.300 |
+0.800 |
11,259 |
99,763 |
+1,822 |
| Apr06 |
051123 |
91.000 |
91.875 |
91.000 |
91.700 |
+0.750 |
2,075 |
25,524 |
+496 |
| Jun06 |
051123 |
85.525 |
86.100 |
85.525 |
86.050 |
+0.525 |
1,076 |
11,092 |
+258 |
| Aug06 |
051123 |
84.800 |
85.400 |
84.800 |
85.375 |
+0.600 |
439 |
4,100 |
+161 |
| Oct06 |
051123 |
86.600 |
86.750 |
86.475 |
86.700 |
+0.175 |
96 |
1,393 |
+89 |
| Total Volume and Open Interest |
22,420 |
178,002 |
+2,329 |
| Feeder Cattle(CME) |
| Jan06 |
051123 |
113.750 |
114.550 |
113.750 |
114.400 |
+1.225 |
885 |
16,442 |
-36 |
| Mar06 |
051123 |
111.700 |
112.800 |
111.700 |
112.775 |
+1.250 |
517 |
4,153 |
+154 |
| Apr06 |
051123 |
110.650 |
111.200 |
110.650 |
111.100 |
+0.900 |
58 |
1,218 |
+44 |
| May06 |
051123 |
109.900 |
110.500 |
109.900 |
110.350 |
+0.600 |
181 |
1,572 |
+96 |
| Aug06 |
051123 |
110.300 |
110.700 |
110.200 |
110.700 |
+0.550 |
18 |
785 |
+12 |
| Sep06 |
051123 |
109.500 |
109.600 |
109.350 |
109.600 |
+0.600 |
5 |
60 |
+3 |
| Oct06 |
051123 |
109.000 |
109.000 |
109.000 |
109.000 |
+0.200 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,664 |
24,242 |
+273 |
| Lean Hogs(CME) |
| Dec05 |
051123 |
61.450 |
62.200 |
61.400 |
61.850 |
+0.525 |
5,830 |
22,308 |
-383 |
| Feb06 |
051123 |
65.500 |
66.350 |
65.400 |
65.650 |
+0.275 |
6,768 |
64,851 |
+612 |
| Apr06 |
051123 |
67.400 |
68.200 |
67.400 |
67.700 |
+0.375 |
1,805 |
15,887 |
-228 |
| May06 |
051123 |
68.700 |
69.650 |
68.700 |
69.650 |
+0.925 |
95 |
2,884 |
-4 |
| Jun06 |
051123 |
71.100 |
71.700 |
71.100 |
71.425 |
+0.500 |
601 |
6,987 |
+105 |
| Jul06 |
051123 |
68.100 |
68.600 |
68.100 |
68.400 |
+0.600 |
151 |
2,851 |
+36 |
| Aug06 |
051123 |
64.500 |
64.950 |
64.500 |
64.900 |
+0.475 |
91 |
988 |
+37 |
| Oct06 |
051123 |
56.800 |
56.900 |
56.700 |
56.900 |
+0.300 |
29 |
545 |
+0 |
| Total Volume and Open Interest |
15,376 |
117,449 |
+177 |
| Pork Bellies(CME) |
| Feb06 |
051123 |
88.225 |
88.700 |
86.600 |
88.150 |
-0.075 |
219 |
1,076 |
+20 |
| Mar06 |
051123 |
86.825 |
87.100 |
86.825 |
87.100 |
-0.300 |
0 |
110 |
+0 |
| May06 |
051123 |
89.000 |
89.000 |
89.000 |
89.000 |
-0.500 |
0 |
89 |
+0 |
| Jul06 |
051123 |
91.250 |
91.250 |
91.250 |
91.250 |
unch |
0 |
41 |
+0 |
| Aug06 |
051123 |
92.650 |
92.650 |
92.650 |
92.650 |
unch |
0 |
27 |
+0 |
| Total Volume and Open Interest |
219 |
1,343 |
+20 |
| Class III Milk(CME) |
| Nov05 |
051123 |
13.36 |
13.36 |
13.34 |
13.36 |
-0.01 |
0 |
2,201 |
-5 |
| Dec05 |
051123 |
12.97 |
13.10 |
12.95 |
13.05 |
+0.05 |
125 |
2,139 |
-53 |
| Jan06 |
051123 |
12.70 |
12.80 |
12.68 |
12.77 |
+0.04 |
36 |
1,946 |
-16 |
| Feb06 |
051123 |
12.52 |
12.55 |
12.47 |
12.55 |
+0.01 |
11 |
1,668 |
+4 |
| Mar06 |
051123 |
12.48 |
12.53 |
12.46 |
12.51 |
unch |
77 |
1,591 |
+46 |
| Total Volume and Open Interest |
343 |
20,706 |
+5 |
| Cocoa(NYBOT) |
| Dec05 |
051123 |
1440 |
1440 |
1408 |
1410 |
-15 |
44 |
1,567 |
-97 |
| Mar06 |
051123 |
1446 |
1446 |
1406 |
1413 |
-16 |
8,220 |
60,328 |
-1,277 |
| May06 |
051123 |
1460 |
1460 |
1431 |
1432 |
-17 |
1,334 |
13,043 |
-384 |
| Jul06 |
051123 |
1472 |
1480 |
1448 |
1452 |
-17 |
236 |
11,384 |
-57 |
| Sep06 |
051123 |
1471 |
1471 |
1471 |
1471 |
-18 |
25 |
11,842 |
-25 |
| Dec06 |
051123 |
1503 |
1503 |
1500 |
1500 |
-16 |
400 |
9,997 |
+243 |
| Mar07 |
051123 |
1525 |
1525 |
1525 |
1525 |
-17 |
0 |
11,064 |
+0 |
| Total Volume and Open Interest |
10,259 |
120,710 |
-1,597 |
| Coffee "C"(NYBOT) |
| Dec05 |
051123 |
99.00 |
99.00 |
96.50 |
97.40 |
-1.25 |
630 |
1,131 |
-128 |
| Mar06 |
051123 |
102.00 |
102.25 |
100.60 |
101.30 |
-1.10 |
6,686 |
56,674 |
+47 |
| May06 |
051123 |
104.00 |
104.00 |
102.70 |
103.40 |
-1.20 |
856 |
7,435 |
-145 |
| Jul06 |
051123 |
105.10 |
105.25 |
104.80 |
105.15 |
-1.20 |
216 |
3,864 |
-177 |
| Sep06 |
051123 |
107.00 |
107.10 |
106.60 |
106.85 |
-1.25 |
263 |
2,224 |
+171 |
| Dec06 |
051123 |
109.50 |
109.50 |
109.25 |
109.25 |
-1.40 |
32 |
1,432 |
+26 |
| Total Volume and Open Interest |
8,703 |
74,016 |
-199 |
| Orange Juice(NYBOT) |
| Jan06 |
051123 |
116.60 |
118.25 |
116.00 |
116.50 |
+0.40 |
2,982 |
24,685 |
-935 |
| Mar06 |
051123 |
118.30 |
119.60 |
118.10 |
118.40 |
+0.40 |
331 |
7,534 |
+41 |
| May06 |
051123 |
119.00 |
119.40 |
119.00 |
119.40 |
+0.40 |
110 |
1,582 |
+91 |
| Jul06 |
051123 |
121.25 |
121.25 |
120.40 |
120.40 |
+0.40 |
3 |
500 |
+1 |
| Sep06 |
051123 |
121.50 |
121.50 |
121.40 |
121.40 |
+0.40 |
0 |
441 |
+0 |
| Total Volume and Open Interest |
3,446 |
35,024 |
-782 |
| Sugar #11(NYBOT) |
| Mar06 |
051123 |
12.05 |
12.17 |
12.02 |
12.15 |
+0.10 |
17,029 |
300,274 |
+2,229 |
| May06 |
051123 |
11.95 |
12.04 |
11.91 |
12.02 |
+0.07 |
4,227 |
70,499 |
+310 |
| Jul06 |
051123 |
11.63 |
11.70 |
11.60 |
11.69 |
+0.07 |
1,570 |
44,701 |
-154 |
| Oct06 |
051123 |
11.50 |
11.56 |
11.48 |
11.56 |
+0.06 |
2,260 |
26,642 |
+398 |
| Mar07 |
051123 |
11.50 |
11.56 |
11.48 |
11.55 |
+0.08 |
1,140 |
28,571 |
-247 |
| Total Volume and Open Interest |
26,823 |
488,989 |
+2,985 |
| Sugar #14(NYBOT) |
| Nov05 |
051010 |
21.45 |
21.45 |
21.45 |
21.45 |
+0.16 |
256 |
1,302 |
-865 |
| Jan06 |
051123 |
22.00 |
22.05 |
21.97 |
21.97 |
-0.09 |
391 |
2,072 |
+95 |
| Mar06 |
051123 |
21.70 |
21.70 |
21.65 |
21.65 |
unch |
42 |
3,138 |
+22 |
| May06 |
051123 |
21.55 |
21.56 |
21.55 |
21.56 |
-0.02 |
120 |
2,966 |
+91 |
| Jul06 |
051123 |
21.75 |
21.75 |
21.75 |
21.75 |
-0.05 |
45 |
3,486 |
+45 |
| Total Volume and Open Interest |
622 |
13,896 |
+248 |
| London Cocoa(LCE) |
| Dec05 |
051123 |
858 |
874 |
841 |
841 |
-17 |
3,869 |
54,118 |
-236 |
| Mar06 |
051123 |
880 |
894 |
861 |
861 |
-19 |
5,788 |
63,556 |
-62 |
| May06 |
051123 |
888 |
902 |
871 |
871 |
-18 |
1,344 |
19,013 |
-333 |
| Jul06 |
051123 |
910 |
913 |
885 |
885 |
-18 |
223 |
27,159 |
-69 |
| Sep06 |
051123 |
922 |
922 |
897 |
897 |
-18 |
31 |
14,280 |
-16 |
| Dec06 |
051123 |
934 |
937 |
909 |
909 |
-18 |
256 |
17,304 |
-57 |
| Mar07 |
051123 |
945 |
949 |
923 |
923 |
-18 |
20 |
3,724 |
+0 |
| Total Volume and Open Interest |
11,531 |
199,554 |
-773 |
| London Coffee(LCE) |
| Nov05 |
051123 |
1042.00 |
1042.00 |
1031.00 |
1035.00 |
-1.00 |
5 |
565 |
+0 |
| Jan06 |
051123 |
1031.00 |
1040.00 |
1028.00 |
1033.00 |
-4.00 |
2,688 |
66,794 |
-598 |
| Mar06 |
051123 |
1053.00 |
1060.00 |
1048.00 |
1053.00 |
-4.00 |
1,170 |
37,523 |
+0 |
| May06 |
051123 |
1072.00 |
1072.00 |
1065.00 |
1067.00 |
-4.00 |
129 |
11,045 |
+46 |
| Jul06 |
051123 |
1076.00 |
1080.00 |
1076.00 |
1080.00 |
-4.00 |
51 |
5,475 |
+30 |
| Sep06 |
051123 |
1095.00 |
1096.00 |
1095.00 |
1096.00 |
-4.00 |
2 |
2,124 |
+0 |
| Total Volume and Open Interest |
4,046 |
123,861 |
-522 |
| London Sugar(LCE) |
| Dec05 |
051115 |
277.40 |
286.80 |
277.10 |
286.80 |
+9.30 |
2,312 |
700 |
-1,217 |
| Mar06 |
051123 |
298.00 |
299.30 |
297.10 |
298.10 |
-0.90 |
1,830 |
27,952 |
+848 |
| May06 |
051123 |
306.00 |
306.50 |
305.20 |
305.60 |
-0.40 |
597 |
7,453 |
-295 |
| Aug06 |
051123 |
313.00 |
313.00 |
311.50 |
312.00 |
-0.50 |
403 |
6,754 |
+179 |
| Oct06 |
051123 |
314.10 |
316.00 |
314.10 |
316.00 |
+0.60 |
10 |
5,650 |
-3 |
| Total Volume and Open Interest |
2,858 |
53,272 |
+734 |
| Cotton(NYBOT) |
| Dec05 |
051123 |
50.10 |
50.10 |
48.65 |
48.95 |
-0.95 |
1,388 |
1,551 |
-859 |
| Mar06 |
051123 |
53.16 |
53.16 |
52.21 |
52.61 |
-0.70 |
10,285 |
71,730 |
+64 |
| May06 |
051123 |
54.15 |
54.30 |
53.55 |
53.90 |
-0.60 |
1,530 |
10,330 |
+840 |
| Jul06 |
051123 |
55.00 |
55.00 |
54.45 |
54.75 |
-0.55 |
171 |
3,564 |
-22 |
| Oct06 |
051123 |
55.00 |
55.00 |
55.00 |
55.00 |
-1.00 |
0 |
63 |
+0 |
| Dec06 |
051123 |
56.60 |
56.60 |
56.00 |
56.00 |
-1.00 |
31 |
1,793 |
-2 |
| Total Volume and Open Interest |
13,405 |
89,118 |
+21 |
| Lumber(CME) |
| Jan06 |
051123 |
322.0 |
326.0 |
321.2 |
323.3 |
-5.7 |
672 |
3,684 |
-206 |
| Mar06 |
051123 |
337.5 |
337.5 |
334.5 |
336.3 |
-5.6 |
169 |
953 |
+47 |
| May06 |
051123 |
333.3 |
333.8 |
330.0 |
333.8 |
-4.6 |
61 |
404 |
+39 |
| Jul06 |
051123 |
334.9 |
334.9 |
334.9 |
334.9 |
-3.8 |
7 |
103 |
+1 |
| Total Volume and Open Interest |
911 |
5,175 |
-119 |
| Crude Oil(NYM) |
| Jan06 |
051123 |
58.40 |
58.80 |
57.95 |
58.71 |
-0.13 |
81,621 |
281,735 |
-6,900 |
| Feb06 |
051123 |
59.05 |
59.30 |
58.50 |
59.25 |
-0.16 |
27,037 |
71,862 |
+352 |
| Mar06 |
051123 |
59.40 |
59.60 |
59.00 |
59.60 |
-0.18 |
13,286 |
48,172 |
-732 |
| Apr06 |
051123 |
59.70 |
59.86 |
59.25 |
59.86 |
-0.21 |
5,839 |
22,245 |
+1,110 |
| May06 |
051123 |
59.95 |
60.05 |
59.45 |
60.05 |
-0.22 |
1,360 |
18,296 |
-180 |
| Jun06 |
051123 |
59.98 |
60.20 |
59.55 |
60.20 |
-0.22 |
6,501 |
48,325 |
-453 |
| Jul06 |
051123 |
60.29 |
60.29 |
60.29 |
60.29 |
-0.22 |
1,504 |
12,129 |
+141 |
| Aug06 |
051123 |
60.45 |
60.45 |
60.37 |
60.37 |
-0.22 |
978 |
10,051 |
+431 |
| Sep06 |
051123 |
60.42 |
60.42 |
60.42 |
60.42 |
-0.22 |
1,295 |
10,055 |
-321 |
| Oct06 |
051123 |
60.45 |
60.45 |
60.45 |
60.45 |
-0.22 |
230 |
4,966 |
-10 |
| Nov06 |
051123 |
60.44 |
60.44 |
60.44 |
60.44 |
-0.22 |
609 |
10,819 |
+397 |
| Dec06 |
051123 |
60.40 |
60.50 |
59.95 |
60.41 |
-0.22 |
6,706 |
48,311 |
+146 |
| Jan07 |
051123 |
60.20 |
60.34 |
60.20 |
60.34 |
-0.21 |
1,544 |
12,878 |
+292 |
| Feb07 |
051123 |
60.29 |
60.29 |
60.29 |
60.29 |
-0.20 |
0 |
4,264 |
+0 |
| Mar07 |
051123 |
60.23 |
60.23 |
60.23 |
60.23 |
-0.20 |
200 |
6,714 |
-150 |
| Apr07 |
051123 |
60.17 |
60.17 |
60.17 |
60.17 |
-0.20 |
0 |
4,424 |
+0 |
| Total Volume and Open Interest |
163,700 |
805,527 |
-2,372 |
| Heating Oil(NYM) |
| Dec05 |
051123 |
172.00 |
172.00 |
168.00 |
168.92 |
-4.69 |
17,401 |
24,721 |
-3,885 |
| Jan06 |
051123 |
176.50 |
177.50 |
174.25 |
174.88 |
-4.70 |
16,796 |
72,660 |
+891 |
| Feb06 |
051123 |
180.00 |
180.50 |
177.75 |
178.18 |
-4.30 |
3,359 |
28,978 |
+603 |
| Mar06 |
051123 |
179.00 |
180.00 |
177.50 |
177.73 |
-3.75 |
2,322 |
17,067 |
-296 |
| Apr06 |
051123 |
176.00 |
176.75 |
174.58 |
174.58 |
-3.20 |
541 |
8,964 |
-720 |
| May06 |
051123 |
173.10 |
173.10 |
170.98 |
170.98 |
-2.80 |
322 |
5,957 |
-40 |
| Jun06 |
051123 |
169.50 |
170.40 |
168.98 |
168.98 |
-2.45 |
559 |
7,689 |
-89 |
| Jul06 |
051123 |
171.25 |
171.25 |
169.23 |
169.23 |
-2.45 |
345 |
4,322 |
+4 |
| Aug06 |
051123 |
171.75 |
171.75 |
170.38 |
170.38 |
-2.40 |
14 |
2,624 |
+3 |
| Sep06 |
051123 |
172.13 |
172.13 |
172.13 |
172.13 |
-2.35 |
104 |
1,896 |
+1 |
| Oct06 |
051123 |
174.90 |
174.90 |
174.23 |
174.23 |
-2.30 |
4 |
486 |
+3 |
| Nov06 |
051123 |
177.75 |
177.75 |
176.53 |
176.53 |
-2.30 |
70 |
635 |
+27 |
| Total Volume and Open Interest |
42,262 |
184,489 |
-3,378 |
| Unleaded Gas(NYM) |
| Dec05 |
051123 |
148.00 |
148.50 |
145.50 |
145.76 |
-2.99 |
22,970 |
24,326 |
-4,984 |
| Jan06 |
051123 |
154.25 |
155.00 |
152.50 |
152.78 |
-2.04 |
17,357 |
61,699 |
+3,016 |
| Feb06 |
051123 |
159.00 |
159.00 |
157.00 |
157.53 |
-1.99 |
2,671 |
14,698 |
+66 |
| Mar06 |
051123 |
160.97 |
160.97 |
160.00 |
160.03 |
-1.94 |
1,735 |
12,191 |
+497 |
| Apr06 |
051123 |
170.67 |
170.70 |
169.93 |
169.93 |
-1.99 |
2,005 |
9,164 |
+631 |
| May06 |
051123 |
171.50 |
172.00 |
171.33 |
171.33 |
-1.99 |
1,011 |
6,465 |
+459 |
| Jun06 |
051123 |
173.07 |
173.07 |
172.33 |
172.33 |
-1.99 |
1,120 |
6,515 |
+103 |
| Jul06 |
051123 |
172.63 |
172.63 |
172.63 |
172.63 |
-1.99 |
395 |
2,829 |
+132 |
| Aug06 |
051123 |
172.87 |
172.87 |
172.13 |
172.13 |
-1.99 |
125 |
2,352 |
+75 |
| Sep06 |
051123 |
170.53 |
170.53 |
170.53 |
170.53 |
-1.99 |
500 |
1,836 |
+270 |
| Oct06 |
051123 |
162.77 |
162.77 |
162.03 |
162.03 |
-1.99 |
75 |
429 |
+75 |
| Nov06 |
051123 |
160.22 |
160.22 |
159.48 |
159.48 |
-1.99 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
49,972 |
142,891 |
+344 |
| Natural Gas(NYM) |
| Dec05 |
051123 |
11.490 |
11.750 |
11.355 |
11.620 |
+0.006 |
0 |
26,608 |
-3,874 |
| Jan06 |
051123 |
11.930 |
12.220 |
11.800 |
12.050 |
-0.009 |
0 |
97,164 |
+165 |
| Feb06 |
051123 |
12.050 |
12.280 |
11.980 |
12.130 |
-0.029 |
0 |
31,130 |
+658 |
| Mar06 |
051123 |
11.890 |
12.100 |
11.800 |
11.950 |
-0.049 |
0 |
55,675 |
-342 |
| Apr06 |
051123 |
10.210 |
10.270 |
10.080 |
10.220 |
-0.029 |
0 |
32,272 |
-52 |
| May06 |
051123 |
10.050 |
10.140 |
9.980 |
10.080 |
-0.029 |
0 |
25,129 |
+375 |
| Jun06 |
051123 |
10.100 |
10.180 |
9.950 |
10.115 |
-0.029 |
0 |
11,011 |
-35 |
| Jul06 |
051123 |
10.150 |
10.180 |
10.060 |
10.160 |
-0.029 |
0 |
15,615 |
+260 |
| Aug06 |
051123 |
10.200 |
10.200 |
10.120 |
10.200 |
-0.029 |
0 |
17,287 |
-161 |
| Sep06 |
051123 |
10.200 |
10.200 |
10.100 |
10.197 |
-0.032 |
0 |
14,813 |
+28 |
| Oct06 |
051123 |
10.250 |
10.250 |
10.185 |
10.245 |
-0.032 |
0 |
25,269 |
-79 |
| Nov06 |
051123 |
10.700 |
10.750 |
10.640 |
10.720 |
-0.032 |
0 |
11,162 |
+71 |
| Dec06 |
051123 |
11.250 |
11.250 |
11.100 |
11.195 |
-0.032 |
0 |
12,635 |
+29 |
| Jan07 |
051123 |
11.450 |
11.600 |
11.450 |
11.575 |
-0.032 |
108 |
13,634 |
-16 |
| Feb07 |
051123 |
11.515 |
11.515 |
11.515 |
11.515 |
-0.032 |
152 |
5,744 |
+17 |
| Mar07 |
051123 |
11.200 |
11.240 |
11.140 |
11.210 |
-0.032 |
1,293 |
11,211 |
+233 |
| Total Volume and Open Interest |
6,077 |
550,058 |
-2,405 |
| Brent Crude Oil(ICE) |
| Jan06 |
051123 |
56.50 |
56.60 |
55.50 |
56.21 |
-0.45 |
55,382 |
88,500 |
-6,345 |
| Feb06 |
051123 |
57.26 |
57.41 |
56.31 |
56.97 |
-0.29 |
23,848 |
83,570 |
+2,294 |
| Mar06 |
051123 |
57.91 |
57.91 |
56.91 |
57.56 |
-0.26 |
9,930 |
25,986 |
+1,532 |
| Apr06 |
051123 |
58.37 |
58.37 |
57.47 |
58.00 |
-0.26 |
3,351 |
12,688 |
-31 |
| May06 |
051123 |
58.47 |
58.47 |
57.71 |
58.31 |
-0.26 |
2,453 |
8,818 |
-158 |
| Jun06 |
051123 |
58.70 |
58.70 |
57.97 |
58.55 |
-0.25 |
2,372 |
32,836 |
-294 |
| Jul06 |
051123 |
58.64 |
58.75 |
58.19 |
58.75 |
-0.25 |
221 |
5,165 |
+70 |
| Aug06 |
051123 |
58.85 |
58.87 |
58.85 |
58.87 |
-0.25 |
176 |
1,716 |
+35 |
| Sep06 |
051123 |
58.95 |
58.99 |
58.95 |
58.99 |
-0.25 |
300 |
7,129 |
+250 |
| Oct06 |
051123 |
59.02 |
59.02 |
59.02 |
59.02 |
-0.25 |
0 |
6,427 |
+0 |
| Nov06 |
051123 |
59.05 |
59.05 |
59.05 |
59.05 |
-0.25 |
0 |
1,306 |
+0 |
| Dec06 |
051123 |
59.38 |
59.38 |
58.55 |
59.05 |
-0.25 |
3,614 |
32,343 |
-830 |
| Jan07 |
051123 |
59.33 |
59.33 |
58.65 |
59.02 |
-0.24 |
0 |
2,898 |
+0 |
| Feb07 |
051123 |
58.65 |
58.98 |
58.65 |
58.98 |
-0.24 |
0 |
528 |
+0 |
| Total Volume and Open Interest |
103,972 |
353,016 |
-2,915 |
| Gas Oil(ICE) |
| Dec05 |
051123 |
526.50 |
526.75 |
505.25 |
505.75 |
-19.25 |
21,088 |
31,559 |
-5,906 |
| Jan06 |
051123 |
542.00 |
542.00 |
524.00 |
524.50 |
-16.50 |
17,829 |
61,757 |
-100 |
| Feb06 |
051123 |
547.00 |
550.00 |
534.25 |
534.50 |
-14.25 |
3,388 |
24,631 |
-177 |
| Mar06 |
051123 |
551.25 |
552.50 |
538.75 |
538.75 |
-12.50 |
520 |
16,060 |
-12 |
| Apr06 |
051123 |
551.50 |
551.50 |
539.00 |
539.00 |
-12.00 |
241 |
8,331 |
+21 |
| May06 |
051123 |
551.25 |
551.25 |
539.50 |
539.50 |
-11.50 |
173 |
2,479 |
+69 |
| Jun06 |
051123 |
551.75 |
551.75 |
539.75 |
539.75 |
-11.25 |
553 |
22,293 |
+321 |
| Jul06 |
051123 |
545.75 |
545.75 |
542.00 |
542.00 |
-11.00 |
0 |
973 |
+0 |
| Aug06 |
051123 |
544.50 |
544.50 |
544.50 |
544.50 |
-10.75 |
0 |
164 |
+0 |
| Sep06 |
051123 |
546.75 |
546.75 |
546.75 |
546.75 |
-10.50 |
0 |
1,567 |
+0 |
| Total Volume and Open Interest |
44,512 |
196,770 |
-5,749 |
| US Dollar Index(NYBOT) |
| Dec05 |
051123 |
91.45 |
91.62 |
91.18 |
91.43 |
+0.03 |
7,284 |
35,453 |
-885 |
| Mar06 |
051123 |
91.10 |
91.37 |
90.87 |
91.15 |
+0.03 |
54 |
2,653 |
+17 |
| Jun06 |
051123 |
90.86 |
90.86 |
90.86 |
90.86 |
+0.03 |
1 |
12 |
+1 |
| Total Volume and Open Interest |
7,339 |
38,120 |
-867 |
| Australian Dollar(CME) |
| Dec05 |
051123 |
73.57 |
73.82 |
73.57 |
73.71 |
-0.03 |
862 |
79,633 |
+226 |
| Mar06 |
051123 |
73.52 |
73.52 |
73.52 |
73.52 |
-0.03 |
20 |
105 |
-13 |
| Jun06 |
051123 |
73.35 |
73.35 |
73.35 |
73.35 |
-0.03 |
60 |
81 |
+4 |
| Total Volume and Open Interest |
942 |
79,829 |
+217 |
| British Pound(CME) |
| Dec05 |
051123 |
171.93 |
172.42 |
171.93 |
172.08 |
-0.05 |
2,150 |
89,205 |
+544 |
| Mar06 |
051123 |
172.33 |
172.33 |
172.01 |
172.01 |
-0.05 |
9 |
609 |
+63 |
| Jun06 |
051123 |
172.21 |
172.21 |
172.21 |
172.21 |
-0.05 |
1 |
8 |
+1 |
| Total Volume and Open Interest |
2,160 |
89,837 |
+608 |
| Canadian Dollar(CME) |
| Dec05 |
051123 |
85.32 |
85.50 |
85.28 |
85.40 |
+0.14 |
6,505 |
102,144 |
+1,918 |
| Mar06 |
051123 |
85.51 |
85.70 |
85.50 |
85.61 |
+0.14 |
103 |
2,869 |
+61 |
| Jun06 |
051123 |
85.84 |
85.84 |
85.84 |
85.84 |
+0.14 |
51 |
734 |
+49 |
| Sep06 |
051123 |
85.90 |
86.07 |
85.90 |
86.07 |
+0.14 |
0 |
107 |
+0 |
| Total Volume and Open Interest |
6,659 |
106,006 |
+2,028 |
| Japanese Yen(CME) |
| Dec05 |
051123 |
84.50 |
84.85 |
84.40 |
84.43 |
+0.04 |
7,326 |
183,741 |
-3,063 |
| Mar06 |
051123 |
85.47 |
85.74 |
85.28 |
85.31 |
+0.04 |
1,742 |
20,970 |
+1,772 |
| Jun06 |
051123 |
86.36 |
86.36 |
86.36 |
86.36 |
+0.04 |
1 |
65 |
+1 |
| Total Volume and Open Interest |
9,069 |
204,816 |
-1,282 |
| Swiss Franc(CME) |
| Dec05 |
051123 |
76.20 |
76.44 |
76.20 |
76.27 |
-0.18 |
4,485 |
100,390 |
-1,543 |
| Mar06 |
051123 |
77.03 |
77.03 |
76.85 |
76.88 |
-0.18 |
17 |
445 |
+21 |
| Jun06 |
051123 |
77.52 |
77.52 |
77.52 |
77.52 |
-0.18 |
2 |
26 |
+8 |
| Total Volume and Open Interest |
4,504 |
100,881 |
-1,509 |
| EuroFX(CME) |
| Dec05 |
051123 |
117.92 |
118.32 |
117.88 |
118.16 |
-0.06 |
9,579 |
180,004 |
-1,064 |
| Mar06 |
051123 |
118.75 |
118.75 |
118.51 |
118.70 |
-0.06 |
153 |
3,824 |
-41 |
| Jun06 |
051123 |
119.34 |
119.34 |
119.34 |
119.34 |
-0.06 |
81 |
1,589 |
+52 |
| Total Volume and Open Interest |
9,833 |
185,618 |
-1,073 |
| Mexican Peso(CME) |
| Dec05 |
051123 |
9382.0 |
9400.0 |
9375.0 |
9387.0 |
+22.0 |
20,967 |
110,313 |
+8,150 |
| Mar06 |
051123 |
9292.0 |
9295.0 |
9292.0 |
9292.0 |
+22.0 |
0 |
638 |
+0 |
| Total Volume and Open Interest |
30,472 |
129,683 |
+17,052 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051123 |
113~00 |
113~02 |
112~09 |
112~11 |
-0~20 |
302,593 |
500,304 |
-81,779 |
| Mar06 |
051123 |
112~24 |
112~26 |
112~01 |
112~03 |
-0~20 |
54,028 |
94,507 |
+27,900 |
| Jun06 |
051123 |
111~30 |
111~30 |
111~30 |
111~30 |
-0~20 |
88 |
842 |
+6 |
| Total Volume and Open Interest |
356,709 |
595,654 |
-53,873 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051123 |
109~090 |
109~110 |
108~285 |
108~305 |
-0~105 |
788,393 |
1,441,224 |
-148,117 |
| Mar06 |
051123 |
109~050 |
109~060 |
108~235 |
108~250 |
-0~115 |
147,514 |
271,684 |
+62,487 |
| Total Volume and Open Interest |
935,926 |
1,714,345 |
-85,620 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051123 |
106~140 |
106~160 |
106~095 |
106~105 |
-0~060 |
595,355 |
0 |
+0 |
| Mar06 |
051123 |
106~095 |
106~115 |
106~055 |
106~060 |
-0~060 |
102,325 |
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 |
051123 |
102~100 |
102~104 |
102~096 |
102~096 |
-0~012 |
6,232 |
305,437 |
-17,638 |
| Mar06 |
051123 |
102~090 |
102~093 |
102~084 |
102~085 |
-0~013 |
5,301 |
37,953 |
+8,189 |
| Total Volume and Open Interest |
11,533 |
343,390 |
-9,449 |
| Eurodollars(CME) |
| Dec05 |
051123 |
95.505 |
95.512 |
95.503 |
95.505 |
-0.010 |
84,166 |
1,279,505 |
+14,914 |
| Mar06 |
051123 |
95.280 |
95.290 |
95.260 |
95.270 |
-0.040 |
33,121 |
1,220,627 |
-10,657 |
| Jun06 |
051123 |
95.225 |
95.240 |
95.205 |
95.210 |
-0.055 |
35,429 |
1,331,672 |
+8,457 |
| Sep06 |
051123 |
95.285 |
95.315 |
95.230 |
95.235 |
-0.060 |
272,456 |
928,906 |
-8,357 |
| Dec06 |
051123 |
95.300 |
95.315 |
95.275 |
95.275 |
-0.060 |
55,882 |
997,124 |
-18,558 |
| Mar07 |
051123 |
95.340 |
95.350 |
95.310 |
95.310 |
-0.055 |
33,210 |
844,712 |
-26,441 |
| Jun07 |
051123 |
95.330 |
95.345 |
95.305 |
95.305 |
-0.050 |
49,449 |
625,395 |
+15,140 |
| Sep07 |
051123 |
95.310 |
95.325 |
95.280 |
95.280 |
-0.050 |
32,363 |
350,327 |
-3,555 |
| Dec07 |
051123 |
95.280 |
95.290 |
95.245 |
95.245 |
-0.050 |
25,615 |
301,314 |
+2,894 |
| Mar08 |
051123 |
95.265 |
95.270 |
95.225 |
95.225 |
-0.050 |
15,158 |
253,880 |
-2,039 |
| Jun08 |
051123 |
95.240 |
95.240 |
95.190 |
95.190 |
-0.050 |
16,029 |
258,130 |
-5,149 |
| Sep08 |
051123 |
95.200 |
95.210 |
95.160 |
95.160 |
-0.045 |
11,245 |
218,355 |
+226 |
| Dec08 |
051123 |
95.160 |
95.165 |
95.115 |
95.115 |
-0.045 |
7,397 |
150,680 |
+241 |
| Mar09 |
051123 |
95.140 |
95.150 |
95.090 |
95.090 |
-0.050 |
4,943 |
133,099 |
+949 |
| Jun09 |
051123 |
95.110 |
95.120 |
95.060 |
95.060 |
-0.050 |
6,141 |
106,809 |
+1,230 |
| Sep09 |
051123 |
95.065 |
95.085 |
95.025 |
95.025 |
-0.050 |
5,676 |
99,750 |
-384 |
| Dec09 |
051123 |
95.020 |
95.045 |
94.980 |
94.980 |
-0.050 |
3,698 |
81,632 |
+1,795 |
| Mar10 |
051123 |
95.000 |
95.025 |
94.960 |
94.960 |
-0.050 |
3,401 |
52,518 |
+882 |
| Total Volume and Open Interest |
457,735 |
9,455,007 |
-16,027 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051123 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
11 |
6,607 |
+0 |
| Mar06 |
051123 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
5 |
4,892 |
-690 |
| Jun06 |
051123 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.02 |
3 |
7,553 |
-17 |
| Sep06 |
051123 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
200 |
4,694 |
-171 |
| Dec06 |
051123 |
99.59 |
99.60 |
99.59 |
99.60 |
+0.01 |
195 |
7,036 |
-100 |
| Mar07 |
051123 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
250 |
2,051 |
+180 |
| Jun07 |
051123 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.02 |
0 |
1,733 |
+30 |
| Sep07 |
051123 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
633 |
+0 |
| Dec07 |
051123 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
0 |
38 |
+0 |
| Mar08 |
051123 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.02 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
664 |
35,540 |
-768 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051123 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
400 |
84,199 |
-590 |
| Mar06 |
051123 |
99.86 |
99.87 |
99.86 |
99.87 |
unch |
2,048 |
60,878 |
+425 |
| Jun06 |
051123 |
99.79 |
99.80 |
99.79 |
99.80 |
+0.02 |
1,890 |
62,877 |
-1,384 |
| Sep06 |
051123 |
99.69 |
99.71 |
99.69 |
99.71 |
+0.03 |
3,840 |
33,775 |
-1,634 |
| Dec06 |
051123 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.02 |
1,887 |
46,721 |
-237 |
| Mar07 |
051123 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.02 |
268 |
27,772 |
+195 |
| Jun07 |
051123 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.02 |
274 |
16,835 |
+144 |
| Sep07 |
051123 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.02 |
260 |
2,095 |
+150 |
| Total Volume and Open Interest |
10,892 |
363,258 |
-2,906 |
| German Euro-Bund(EUREX) |
| Dec05 |
051123 |
119.83 |
119.94 |
119.72 |
119.85 |
+0.17 |
1,000,847 |
1,493,424 |
-23,275 |
| Mar06 |
051123 |
120.06 |
120.14 |
119.96 |
120.08 |
+0.18 |
24,813 |
94,312 |
+4,665 |
| Jun06 |
051123 |
119.30 |
119.30 |
119.30 |
119.30 |
+0.17 |
863 |
3 |
-948 |
| Total Volume and Open Interest |
1,026,523 |
1,587,739 |
-19,558 |
| German Euro-Bobl(EUREX) |
| Dec05 |
051111 |
112.18 |
112.21 |
112.10 |
112.15 |
+0.02 |
729,964 |
1,176,714 |
+12,406 |
| Mar06 |
051123 |
112.62 |
112.62 |
112.52 |
112.56 |
+0.10 |
15,272 |
66,063 |
+554 |
| Jun06 |
051123 |
112.04 |
112.04 |
112.04 |
112.04 |
+0.09 |
0 |
694 |
-94 |
| Total Volume and Open Interest |
609,979 |
1,208,305 |
-51,115 |
| Long Gilt(LIFFE) |
| Dec05 |
051123 |
113~03 |
113~10 |
112~28 |
112~31 |
-0~01 |
68,279 |
230,102 |
-3,157 |
| Mar06 |
051123 |
113~17 |
113~20 |
113~09 |
113~12 |
-0~01 |
17,672 |
15,513 |
+12,678 |
| Total Volume and Open Interest |
85,951 |
245,615 |
+9,521 |
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051123 |
95.40 |
95.40 |
95.40 |
95.40 |
unch |
18,983 |
286,581 |
+194 |
| Mar06 |
051123 |
95.47 |
95.47 |
95.47 |
95.47 |
-0.01 |
82,078 |
382,053 |
-18,654 |
| Jun06 |
051123 |
95.48 |
95.48 |
95.48 |
95.48 |
-0.02 |
64,442 |
307,975 |
-1,793 |
| Total Volume and Open Interest |
309,578 |
1,808,657 |
-19,877 |
| 3-Mth Euribor(LIFFE) |
| Dec05 |
051123 |
97.490 |
97.500 |
97.485 |
97.490 |
unch |
227,190 |
735,459 |
-37,636 |
| Mar06 |
051123 |
97.305 |
97.305 |
97.275 |
97.285 |
+0.010 |
261,873 |
676,280 |
-12,024 |
| Jun06 |
051123 |
97.175 |
97.180 |
97.135 |
97.150 |
+0.015 |
246,270 |
600,409 |
-12,257 |
| Total Volume and Open Interest |
1,271,788 |
3,724,694 |
-74,825 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
051123 |
94.38 |
94.38 |
94.37 |
94.38 |
unch |
796 |
74,000 |
-3,285 |
| Mar06 |
051123 |
94.40 |
94.40 |
94.38 |
94.40 |
+0.02 |
28,334 |
176,318 |
+3,293 |
| Jun06 |
051123 |
94.41 |
94.42 |
94.38 |
94.40 |
+0.03 |
17,081 |
88,902 |
+6,034 |
| Sep06 |
051123 |
94.41 |
94.41 |
94.36 |
94.39 |
+0.03 |
3,355 |
35,110 |
-381 |
| Dec06 |
051123 |
94.37 |
94.37 |
94.35 |
94.37 |
+0.04 |
1,535 |
35,340 |
+709 |
| Mar07 |
051123 |
94.31 |
94.33 |
94.31 |
94.33 |
+0.04 |
552 |
18,237 |
-1,330 |
| Jun07 |
051123 |
94.28 |
94.28 |
94.27 |
94.28 |
+0.04 |
820 |
35,361 |
+145 |
| Sep07 |
051123 |
94.24 |
94.25 |
94.24 |
94.25 |
+0.03 |
307 |
8,470 |
+314 |
| Dec07 |
051123 |
94.21 |
94.22 |
94.21 |
94.22 |
+0.03 |
0 |
4,624 |
+0 |
| Mar08 |
051123 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.03 |
0 |
2,494 |
+25 |
| Total Volume and Open Interest |
52,800 |
480,990 |
+5,544 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051123 |
94.64 |
94.65 |
94.63 |
94.65 |
+0.03 |
11,967 |
308,831 |
-2,347 |
| Mar06 |
051123 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
11,967 |
308,831 |
-2,347 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051123 |
94.74 |
94.75 |
94.71 |
94.73 |
+0.03 |
35,053 |
416,110 |
-16,491 |
| Mar06 |
051123 |
94.72 |
94.72 |
94.72 |
94.72 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
35,053 |
416,110 |
-16,491 |
| Gold(CMX) |
| Dec05 |
051123 |
490.0 |
493.0 |
487.5 |
492.3 |
-0.6 |
98,163 |
117,416 |
-36,732 |
| Feb06 |
051123 |
493.8 |
496.9 |
491.5 |
496.4 |
-0.6 |
56,700 |
164,885 |
+36,251 |
| Apr06 |
051123 |
498.7 |
501.5 |
496.0 |
500.6 |
-0.6 |
1,289 |
7,993 |
+428 |
| Jun06 |
051123 |
501.5 |
505.3 |
500.1 |
504.7 |
-0.7 |
2,005 |
17,750 |
+558 |
| Aug06 |
051123 |
508.0 |
509.5 |
508.0 |
508.9 |
-0.8 |
36 |
2,364 |
-2 |
| Oct06 |
051123 |
513.2 |
513.2 |
513.2 |
513.2 |
-0.8 |
1 |
5,327 |
+0 |
| Dec06 |
051123 |
515.6 |
517.4 |
512.5 |
517.4 |
-0.8 |
1,281 |
9,337 |
+454 |
| Feb07 |
051123 |
521.6 |
521.6 |
521.6 |
521.6 |
-0.8 |
0 |
5,500 |
+0 |
| Apr07 |
051123 |
525.7 |
525.7 |
525.7 |
525.7 |
-0.8 |
0 |
1,328 |
+0 |
| Jun07 |
051123 |
529.9 |
529.9 |
529.9 |
529.9 |
-0.7 |
0 |
6,248 |
+0 |
| Aug07 |
051123 |
533.9 |
533.9 |
533.9 |
533.9 |
-0.7 |
15 |
20 |
+15 |
| Total Volume and Open Interest |
159,501 |
350,603 |
+966 |
| Silver(CMX) |
| Dec05 |
051123 |
809.0 |
814.0 |
805.0 |
813.0 |
-4.0 |
38,126 |
47,629 |
-15,790 |
| Mar06 |
051123 |
820.0 |
824.0 |
815.0 |
822.9 |
-3.9 |
24,508 |
71,887 |
+10,351 |
| May06 |
051123 |
827.5 |
827.5 |
827.5 |
827.5 |
-3.7 |
70 |
2,749 |
+3 |
| Jul06 |
051123 |
833.0 |
833.0 |
831.0 |
831.8 |
-3.5 |
255 |
8,736 |
+39 |
| Sep06 |
051123 |
836.0 |
836.0 |
836.0 |
836.0 |
-3.4 |
40 |
3,224 |
-40 |
| Dec06 |
051123 |
835.0 |
843.0 |
831.0 |
840.2 |
-3.3 |
670 |
10,567 |
+54 |
| Mar07 |
051123 |
845.3 |
845.3 |
845.3 |
845.3 |
-4.0 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
64,116 |
149,698 |
-5,375 |
| Platinum(NYM) |
| Jan06 |
051123 |
977.0 |
984.8 |
972.5 |
984.3 |
+4.3 |
795 |
13,249 |
+121 |
| Apr06 |
051123 |
984.3 |
984.3 |
984.3 |
984.3 |
+4.3 |
1 |
242 |
+0 |
| Total Volume and Open Interest |
796 |
13,491 |
+121 |
| Palladium(NYME) |
| Dec05 |
051123 |
257.00 |
261.95 |
252.00 |
261.95 |
+1.70 |
2,634 |
7,175 |
-1,598 |
| Mar06 |
051123 |
260.00 |
266.80 |
255.00 |
265.70 |
+2.05 |
2,617 |
7,737 |
+1,660 |
| Jun06 |
051123 |
267.70 |
267.70 |
267.70 |
267.70 |
+2.05 |
5 |
44 |
+3 |
| Total Volume and Open Interest |
5,260 |
14,981 |
+65 |
| Copper(CMX) |
| Dec05 |
051123 |
190.50 |
197.00 |
190.00 |
196.85 |
+5.10 |
18,506 |
24,548 |
-3,664 |
| Mar06 |
051123 |
183.30 |
186.40 |
182.75 |
186.10 |
+1.35 |
20,465 |
65,931 |
+4,536 |
| May06 |
051123 |
177.50 |
181.00 |
177.50 |
180.10 |
+1.35 |
468 |
5,025 |
+45 |
| Jul06 |
051123 |
173.00 |
174.35 |
173.00 |
174.35 |
+1.35 |
278 |
3,984 |
+135 |
| Sep06 |
051123 |
167.50 |
168.45 |
167.50 |
168.45 |
+1.35 |
18 |
2,098 |
-1 |
| Total Volume and Open Interest |
41,754 |
113,630 |
+1,129 |
| Aluminum(CMX) |
| Nov05 |
051123 |
95.05 |
95.05 |
95.05 |
95.05 |
+0.10 |
2 |
7 |
+2 |
| Dec05 |
051123 |
95.35 |
95.35 |
95.35 |
95.35 |
+0.10 |
160 |
1,524 |
-150 |
| Jan06 |
051123 |
95.95 |
95.95 |
95.95 |
95.95 |
+0.10 |
10 |
148 |
+10 |
| Feb06 |
051123 |
95.60 |
95.60 |
95.60 |
95.60 |
+0.05 |
0 |
70 |
+0 |
| Mar06 |
051123 |
95.25 |
95.25 |
95.25 |
95.25 |
unch |
0 |
70 |
+0 |
| Apr06 |
051123 |
94.75 |
94.75 |
94.75 |
94.75 |
-0.05 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
172 |
2,014 |
-138 |
| DJIA Index(CBOT) |
| Dec05 |
051123 |
10882 |
10968 |
10861 |
10942 |
+58 |
3,859 |
36,752 |
+998 |
| Mar06 |
051123 |
10930 |
11019 |
10929 |
10996 |
+58 |
324 |
1,053 |
+262 |
| Jun06 |
051123 |
11029 |
11029 |
11029 |
11029 |
+58 |
1 |
5 |
-1 |
| Total Volume and Open Interest |
4,184 |
37,815 |
+1,259 |
| S & P 500(CME) |
| Dec05 |
051123 |
1261.10 |
1272.70 |
1261.00 |
1268.60 |
+6.50 |
34,767 |
609,963 |
-6,236 |
| Mar06 |
051123 |
1269.10 |
1280.00 |
1269.00 |
1276.80 |
+6.60 |
9,414 |
46,188 |
+8,294 |
| Jun06 |
051123 |
1286.10 |
1286.10 |
1286.10 |
1286.10 |
+6.70 |
101 |
3,755 |
+100 |
| Sep06 |
051123 |
1295.40 |
1295.40 |
1295.40 |
1295.40 |
+6.70 |
19 |
565 |
-6 |
| Total Volume and Open Interest |
44,301 |
660,513 |
+2,152 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
051123 |
1261.75 |
1273.00 |
1260.75 |
1268.50 |
+6.50 |
809,153 |
1,148,672 |
+20,589 |
| Mar06 |
051123 |
1269.25 |
1280.50 |
1269.00 |
1276.75 |
+6.50 |
5,317 |
61,869 |
+4,399 |
| Total Volume and Open Interest |
814,470 |
1,210,541 |
+24,988 |
| NASDAQ 100(CME) |
| Dec05 |
051123 |
1695.00 |
1709.00 |
1695.00 |
1700.50 |
+4.00 |
4,842 |
58,757 |
+274 |
| Mar06 |
051123 |
1716.50 |
1716.50 |
1716.50 |
1716.50 |
+4.00 |
1 |
55 |
+1 |
| Jun06 |
051123 |
1731.50 |
1731.50 |
1731.50 |
1731.50 |
+4.00 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
4,843 |
58,829 |
+275 |
| NASDAQ 100 E-Mini(Globex) |
| Dec05 |
051123 |
1696.00 |
1709.00 |
1694.50 |
1700.50 |
+4.00 |
245,359 |
421,470 |
-1,358 |
| Mar06 |
051123 |
1711.00 |
1723.00 |
1711.00 |
1716.50 |
+4.00 |
146 |
501 |
+23 |
| Total Volume and Open Interest |
245,505 |
421,971 |
-1,335 |
| S & P Midcap 400(CME) |
| Dec05 |
051123 |
740.00 |
746.00 |
740.00 |
742.90 |
+2.30 |
197 |
12,955 |
-57 |
| Mar06 |
051123 |
748.40 |
748.40 |
748.40 |
748.40 |
+2.40 |
|
|
|
| Jun06 |
051123 |
751.40 |
751.40 |
751.40 |
751.40 |
+2.40 |
|
|
|
| Total Volume and Open Interest |
244 |
12,914 |
-41 |
| Russell 2000(CME) |
| Dec05 |
051123 |
681.50 |
687.25 |
681.50 |
683.90 |
+1.30 |
906 |
36,857 |
-317 |
| Mar06 |
051123 |
688.40 |
688.40 |
688.40 |
688.40 |
+1.30 |
0 |
35 |
+0 |
| Jun06 |
051123 |
692.40 |
692.40 |
692.40 |
692.40 |
+1.30 |
|
|
|
| Total Volume and Open Interest |
906 |
36,897 |
-317 |
| Russell 2000 E-Mini(Globex) |
| Dec05 |
051123 |
682.70 |
687.50 |
681.50 |
683.90 |
+1.30 |
87,268 |
288,054 |
+1,602 |
| Mar06 |
051123 |
686.60 |
692.00 |
686.60 |
688.40 |
+1.30 |
186 |
2,095 |
+111 |
| Total Volume and Open Interest |
87,454 |
290,149 |
+1,713 |
| Value Line(KCBT) |
| Dec05 |
051123 |
1915.50 |
1933.00 |
1915.50 |
1925.00 |
+7.00 |
89 |
173 |
+0 |
| Total Volume and Open Interest |
89 |
185 |
-1 |
| Nikkei 225(CME) |
| Dec05 |
051122 |
14765 |
14770 |
14650 |
14680 |
-20 |
63,164 |
243,511 |
+4,062 |
| Mar06 |
051122 |
14680 |
14755 |
14650 |
14700 |
+25 |
38 |
621 |
+97 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
051122 |
14765 |
14770 |
14650 |
14680 |
-20 |
63,164 |
243,511 |
+4,062 |
| Mar06 |
051122 |
14680 |
14755 |
14650 |
14700 |
+25 |
38 |
621 |
+97 |
| Jun06 |
051122 |
14635 |
14635 |
14635 |
14635 |
+25 |
|
|
|
| Total Volume and Open Interest |
63,203 |
244,271 |
+4,159 |
| CAC 40(MATIF) |
| Nov05 |
051118 |
4548.5 |
4575.5 |
4547.5 |
4555.0 |
+34.5 |
277,432 |
385,171 |
-43,597 |
| Dec05 |
051123 |
4596.0 |
4614.0 |
4586.0 |
4607.0 |
+24.0 |
43,785 |
412,669 |
+3,939 |
| Jan06 |
051123 |
4599.0 |
4620.0 |
4599.0 |
4615.5 |
+23.5 |
402 |
1,825 |
+266 |
| Total Volume and Open Interest |
44,187 |
419,628 |
+4,205 |
| Hang Seng Index(HKFE) |
| Nov05 |
051123 |
14944 |
15075 |
14925 |
15020 |
+188 |
30,196 |
89,259 |
-1,527 |
| Dec05 |
051123 |
14975 |
15115 |
14969 |
15066 |
+183 |
2,511 |
7,148 |
+926 |
| Total Volume and Open Interest |
32,715 |
97,201 |
-607 |
| DAX Index(EUREX) |
| Dec05 |
051123 |
5210.5 |
5218.0 |
5181.0 |
5203.5 |
+19.5 |
105,089 |
222,068 |
+3,689 |
| Mar06 |
051123 |
5245.0 |
5250.0 |
5216.0 |
5236.0 |
+19.5 |
536 |
10,842 |
+176 |
| Jun06 |
051123 |
5282.0 |
5284.5 |
5252.0 |
5272.5 |
+19.5 |
605 |
3,291 |
+160 |
| Total Volume and Open Interest |
106,230 |
236,201 |
+4,025 |
| FT-SE 100(LIFFE) |
| Dec05 |
051123 |
5538.00 |
5552.50 |
5520.00 |
5545.00 |
+23.00 |
40,417 |
464,748 |
+3,658 |
| Mar06 |
051123 |
5534.50 |
5560.00 |
5531.50 |
5555.00 |
+23.00 |
100 |
31,829 |
+94 |
| Jun06 |
051123 |
5555.00 |
5565.50 |
5555.00 |
5565.50 |
+22.50 |
42 |
13,585 |
+0 |
| Total Volume and Open Interest |
40,559 |
510,912 |
+3,752 |
| SPI 200(SFE) |
| Dec05 |
051123 |
4652.0 |
4661.0 |
4620.0 |
4621.0 |
-29.0 |
18,438 |
208,253 |
+6,888 |
| Mar06 |
051123 |
4655.0 |
4655.0 |
4622.0 |
4622.0 |
-29.0 |
84 |
5,314 |
-23 |
| Jun06 |
051123 |
4661.0 |
4661.0 |
4648.0 |
4648.0 |
-29.0 |
7 |
3,146 |
+0 |
| Total Volume and Open Interest |
18,546 |
219,503 |
+6,864 |
| GSCI(CME) |
| Dec05 |
051123 |
417.40 |
418.40 |
414.80 |
417.30 |
-3.20 |
424 |
17,274 |
-2 |
| Jan06 |
051123 |
421.50 |
421.50 |
421.50 |
421.50 |
-2.00 |
0 |
2 |
+0 |
| Feb06 |
051123 |
422.00 |
422.00 |
422.00 |
422.00 |
-3.00 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
425 |
17,277 |
-2 |
| Reuters CRB Index(NYBOT) |
| Jan06 |
051123 |
331.50 |
332.00 |
331.00 |
331.00 |
-1.75 |
10 |
572 |
+1 |
| Feb06 |
051123 |
329.00 |
329.00 |
328.25 |
328.50 |
-2.25 |
7 |
12 |
+4 |
| Apr06 |
051123 |
328.75 |
328.75 |
328.75 |
328.75 |
-2.25 |
0 |
413 |
+0 |
| Total Volume and Open Interest |
17 |
997 |
+5 |
|
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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