|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri November 25, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan06 |
051125 |
557.00 |
557.50 |
552.25 |
554.25 |
-7.75 |
39,347 |
157,574 |
+3,316 |
| Mar06 |
051125 |
564.00 |
564.50 |
560.00 |
562.25 |
-6.50 |
6,241 |
46,108 |
+1,610 |
| May06 |
051125 |
568.00 |
571.00 |
567.00 |
568.00 |
-8.50 |
3,417 |
25,117 |
+413 |
| Jul06 |
051125 |
577.50 |
577.50 |
572.50 |
574.25 |
-8.00 |
3,112 |
30,228 |
+922 |
| Aug06 |
051125 |
577.00 |
578.00 |
576.50 |
577.00 |
-8.00 |
36 |
2,293 |
+30 |
| Sep06 |
051125 |
578.00 |
578.50 |
577.00 |
577.00 |
-8.00 |
83 |
1,399 |
+48 |
| Nov06 |
051125 |
586.50 |
586.50 |
582.00 |
583.50 |
-6.50 |
1,366 |
14,964 |
+151 |
| Total Volume and Open Interest |
53,690 |
278,781 |
+6,517 |
| Soybean Meal(CBOT) |
| Dec05 |
051125 |
168.70 |
170.70 |
168.70 |
170.10 |
-0.60 |
12,356 |
21,995 |
-3,381 |
| Jan06 |
051125 |
171.00 |
171.50 |
169.70 |
170.70 |
-1.10 |
11,771 |
32,767 |
+3,147 |
| Mar06 |
051125 |
173.00 |
173.50 |
172.00 |
172.90 |
-1.10 |
4,245 |
28,675 |
+1,758 |
| May06 |
051125 |
174.50 |
175.80 |
174.50 |
174.80 |
-1.00 |
1,102 |
19,557 |
+19 |
| Jul06 |
051125 |
177.80 |
178.00 |
176.70 |
176.80 |
-1.60 |
1,376 |
18,810 |
+218 |
| Aug06 |
051125 |
178.60 |
179.50 |
178.00 |
178.00 |
-1.00 |
173 |
4,944 |
+138 |
| Sep06 |
051125 |
180.00 |
180.50 |
178.60 |
178.60 |
-1.50 |
254 |
4,312 |
+114 |
| Oct06 |
051125 |
181.00 |
181.00 |
178.70 |
179.00 |
-1.00 |
48 |
2,268 |
+30 |
| Total Volume and Open Interest |
31,724 |
138,422 |
+2,142 |
| Soybean Oil(CBOT) |
| Dec05 |
051125 |
21.50 |
21.53 |
21.10 |
21.13 |
-0.50 |
6,923 |
16,713 |
-1,967 |
| Jan06 |
051125 |
21.70 |
21.70 |
21.25 |
21.28 |
-0.54 |
10,257 |
69,656 |
+2,169 |
| Mar06 |
051125 |
21.90 |
21.92 |
21.56 |
21.56 |
-0.48 |
5,952 |
32,899 |
+2,131 |
| May06 |
051125 |
22.18 |
22.20 |
21.85 |
21.88 |
-0.46 |
1,467 |
17,955 |
+635 |
| Jul06 |
051125 |
22.50 |
22.52 |
22.10 |
22.11 |
-0.52 |
2,869 |
22,871 |
+1,114 |
| Aug06 |
051125 |
22.50 |
22.50 |
22.25 |
22.28 |
-0.47 |
241 |
2,463 |
+128 |
| Sep06 |
051125 |
22.80 |
22.80 |
22.43 |
22.43 |
-0.47 |
235 |
2,596 |
+132 |
| Oct06 |
051125 |
22.93 |
22.93 |
22.60 |
22.60 |
-0.46 |
73 |
1,190 |
+37 |
| Total Volume and Open Interest |
29,151 |
176,685 |
+4,986 |
| Canola(WCE) |
| Jan06 |
051125 |
253.2 |
253.2 |
251.1 |
252.2 |
-1.0 |
2,421 |
49,662 |
+0 |
| Mar06 |
051125 |
260.0 |
260.8 |
258.2 |
259.1 |
-1.2 |
384 |
9,128 |
+0 |
| May06 |
051125 |
268.0 |
268.0 |
265.4 |
266.4 |
-1.3 |
543 |
2,202 |
+0 |
| Jul06 |
051125 |
275.0 |
275.0 |
270.9 |
272.7 |
-2.1 |
478 |
2,621 |
+0 |
| 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 |
051125 |
190.50 |
190.75 |
189.25 |
189.75 |
-1.00 |
36,452 |
122,546 |
-17,670 |
| Mar06 |
051125 |
203.75 |
204.25 |
202.50 |
202.75 |
-1.50 |
40,544 |
459,410 |
+4,376 |
| May06 |
051125 |
212.00 |
212.50 |
211.00 |
211.25 |
-1.25 |
11,373 |
65,316 |
+5,191 |
| Jul06 |
051125 |
220.25 |
220.50 |
219.00 |
219.25 |
-1.00 |
4,463 |
94,109 |
+1,489 |
| Sep06 |
051125 |
229.00 |
229.25 |
227.75 |
228.00 |
-1.25 |
1,314 |
14,636 |
+564 |
| Dec06 |
051125 |
240.25 |
240.25 |
239.00 |
239.25 |
-1.00 |
1,624 |
73,985 |
-107 |
| Total Volume and Open Interest |
96,081 |
841,961 |
-6,035 |
| Wheat(CBOT) |
| Dec05 |
051125 |
297.00 |
297.50 |
295.50 |
297.00 |
unch |
16,325 |
36,178 |
-4,519 |
| Mar06 |
051125 |
313.00 |
313.50 |
311.00 |
312.25 |
-0.50 |
18,492 |
195,343 |
+4,269 |
| May06 |
051125 |
321.50 |
321.50 |
320.00 |
320.75 |
-0.75 |
1,076 |
8,637 |
+486 |
| Jul06 |
051125 |
330.00 |
330.50 |
328.50 |
330.50 |
-0.25 |
2,319 |
37,635 |
+648 |
| Sep06 |
051125 |
337.75 |
339.50 |
337.00 |
339.00 |
unch |
133 |
2,307 |
+127 |
| Total Volume and Open Interest |
39,210 |
298,371 |
+1,599 |
| Wheat(KCBT) |
| Dec05 |
051125 |
345.50 |
348.00 |
345.25 |
347.75 |
+0.25 |
8,798 |
17,653 |
-4,649 |
| Mar06 |
051125 |
351.00 |
353.50 |
350.25 |
352.75 |
+0.25 |
12,226 |
60,507 |
+1,914 |
| May06 |
051125 |
348.00 |
348.50 |
346.50 |
347.50 |
-0.75 |
1,319 |
7,331 |
+126 |
| Jul06 |
051125 |
344.00 |
345.00 |
343.25 |
344.50 |
-0.50 |
2,869 |
31,222 |
+582 |
| Sep06 |
051125 |
349.00 |
349.00 |
347.75 |
347.75 |
-0.50 |
78 |
2,247 |
+17 |
| Total Volume and Open Interest |
25,330 |
121,073 |
-1,971 |
| Wheat(MGE) |
| Dec05 |
051125 |
363.00 |
364.00 |
361.25 |
364.00 |
+2.00 |
2,233 |
5,482 |
-1,215 |
| Mar06 |
051125 |
365.50 |
366.25 |
364.00 |
365.50 |
+0.75 |
2,575 |
17,722 |
-44 |
| May06 |
051125 |
363.50 |
363.50 |
361.50 |
361.75 |
-0.50 |
347 |
2,382 |
+103 |
| Jul06 |
051125 |
360.00 |
360.00 |
359.25 |
359.75 |
+0.25 |
481 |
8,849 |
+331 |
| Sep06 |
051125 |
359.00 |
360.00 |
357.00 |
358.50 |
-0.50 |
409 |
2,796 |
+282 |
| Total Volume and Open Interest |
6,078 |
38,494 |
-536 |
| Oats(CBOT) |
| Dec05 |
051125 |
176.25 |
182.00 |
176.25 |
180.50 |
+4.50 |
841 |
1,908 |
-309 |
| Mar06 |
051125 |
181.50 |
186.00 |
181.50 |
184.75 |
+3.25 |
1,546 |
6,387 |
+663 |
| May06 |
051125 |
185.00 |
185.00 |
185.00 |
185.00 |
+3.50 |
15 |
259 |
+10 |
| Jul06 |
051125 |
181.50 |
183.00 |
181.50 |
183.00 |
+1.50 |
10 |
60 |
-2 |
| Total Volume and Open Interest |
2,414 |
8,633 |
+364 |
| Rough Rice(CBOT) |
| Jan06 |
051125 |
7.63 |
7.69 |
7.61 |
7.66 |
+0.09 |
528 |
5,012 |
-73 |
| Mar06 |
051125 |
7.89 |
7.92 |
7.89 |
7.92 |
+0.08 |
134 |
1,826 |
+33 |
| May06 |
051125 |
8.12 |
8.12 |
8.12 |
8.12 |
+0.07 |
2 |
208 |
+1 |
| Jul06 |
051125 |
8.32 |
8.32 |
8.32 |
8.32 |
+0.07 |
14 |
19 |
+14 |
| Total Volume and Open Interest |
686 |
7,111 |
-18 |
| Live Cattle(CME) |
| Dec05 |
051125 |
92.250 |
92.750 |
92.200 |
92.625 |
+0.675 |
10,298 |
34,704 |
-1,041 |
| Feb06 |
051125 |
94.550 |
94.975 |
94.550 |
94.850 |
+0.550 |
13,411 |
103,879 |
+4,116 |
| Apr06 |
051125 |
92.000 |
92.600 |
91.950 |
92.550 |
+0.850 |
2,282 |
25,826 |
+302 |
| Jun06 |
051125 |
86.150 |
86.650 |
86.150 |
86.625 |
+0.575 |
1,242 |
11,771 |
+679 |
| Aug06 |
051125 |
85.500 |
85.950 |
85.500 |
85.850 |
+0.475 |
437 |
4,236 |
+136 |
| Oct06 |
051125 |
86.800 |
87.350 |
86.800 |
87.225 |
+0.525 |
141 |
1,462 |
+69 |
| Total Volume and Open Interest |
27,863 |
182,266 |
+4,264 |
| Feeder Cattle(CME) |
| Jan06 |
051125 |
114.900 |
116.250 |
114.750 |
116.025 |
+1.625 |
1,524 |
16,738 |
+296 |
| Mar06 |
051125 |
112.950 |
114.500 |
112.950 |
114.400 |
+1.625 |
447 |
4,334 |
+181 |
| Apr06 |
051125 |
111.250 |
112.500 |
111.250 |
112.500 |
+1.400 |
108 |
1,235 |
+17 |
| May06 |
051125 |
110.350 |
111.900 |
110.250 |
111.900 |
+1.550 |
92 |
1,616 |
+44 |
| Aug06 |
051125 |
110.600 |
111.900 |
110.600 |
111.900 |
+1.200 |
18 |
802 |
+17 |
| Sep06 |
051125 |
109.700 |
110.400 |
109.700 |
110.400 |
+0.800 |
4 |
63 |
+3 |
| Oct06 |
051125 |
109.500 |
109.500 |
109.500 |
109.500 |
+0.500 |
1 |
13 |
+1 |
| Total Volume and Open Interest |
2,194 |
24,801 |
+559 |
| Lean Hogs(CME) |
| Dec05 |
051125 |
62.100 |
62.625 |
61.950 |
62.550 |
+0.700 |
3,447 |
21,664 |
-644 |
| Feb06 |
051125 |
65.900 |
66.600 |
65.825 |
66.550 |
+0.900 |
5,008 |
64,862 |
+11 |
| Apr06 |
051125 |
67.800 |
68.500 |
67.750 |
68.500 |
+0.800 |
1,326 |
15,799 |
-88 |
| May06 |
051125 |
69.200 |
70.000 |
69.150 |
69.975 |
+0.325 |
132 |
2,880 |
-4 |
| Jun06 |
051125 |
71.300 |
72.200 |
71.200 |
72.150 |
+0.725 |
445 |
7,109 |
+122 |
| Jul06 |
051125 |
68.050 |
69.000 |
68.000 |
68.900 |
+0.500 |
88 |
2,883 |
+32 |
| Aug06 |
051125 |
64.400 |
65.200 |
64.400 |
65.200 |
+0.300 |
62 |
1,006 |
+18 |
| Oct06 |
051125 |
56.950 |
57.250 |
56.950 |
57.250 |
+0.350 |
32 |
541 |
-4 |
| Total Volume and Open Interest |
10,551 |
116,894 |
-555 |
| Pork Bellies(CME) |
| Feb06 |
051125 |
88.150 |
88.900 |
88.000 |
88.450 |
+0.300 |
193 |
1,168 |
+92 |
| Mar06 |
051125 |
87.600 |
87.600 |
87.600 |
87.600 |
+0.500 |
1 |
111 |
+1 |
| May06 |
051125 |
89.400 |
89.400 |
89.400 |
89.400 |
+0.400 |
0 |
89 |
+0 |
| Jul06 |
051125 |
91.700 |
91.700 |
91.700 |
91.700 |
+0.450 |
7 |
34 |
-7 |
| Aug06 |
051125 |
92.650 |
92.650 |
92.650 |
92.650 |
unch |
0 |
27 |
+0 |
| Total Volume and Open Interest |
201 |
1,429 |
+86 |
| Class III Milk(CME) |
| Nov05 |
051125 |
13.36 |
13.36 |
13.36 |
13.36 |
unch |
23 |
0 |
-2,201 |
| Dec05 |
051125 |
13.05 |
13.05 |
13.05 |
13.05 |
unch |
48 |
0 |
-2,139 |
| Jan06 |
051125 |
12.77 |
12.77 |
12.77 |
12.77 |
unch |
70 |
0 |
-1,946 |
| Feb06 |
051125 |
12.55 |
12.55 |
12.55 |
12.55 |
unch |
44 |
0 |
-1,668 |
| Mar06 |
051125 |
12.51 |
12.51 |
12.51 |
12.51 |
unch |
44 |
0 |
-1,591 |
| Total Volume and Open Interest |
343 |
20,706 |
+0 |
| 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 |
051125 |
845 |
861 |
838 |
845 |
+4 |
4,990 |
53,625 |
-493 |
| Mar06 |
051125 |
865 |
873 |
856 |
857 |
-3 |
7,634 |
61,466 |
+0 |
| May06 |
051125 |
874 |
881 |
867 |
867 |
-4 |
1,312 |
19,312 |
+0 |
| Jul06 |
051125 |
883 |
889 |
880 |
880 |
-5 |
164 |
27,141 |
+0 |
| Sep06 |
051125 |
895 |
902 |
892 |
892 |
-5 |
115 |
14,233 |
+0 |
| Dec06 |
051125 |
905 |
916 |
903 |
903 |
-6 |
333 |
17,195 |
+0 |
| Mar07 |
051125 |
918 |
923 |
915 |
915 |
-6 |
61 |
3,757 |
+0 |
| Total Volume and Open Interest |
14,610 |
197,128 |
+0 |
| London Coffee(LCE) |
| Nov05 |
051125 |
1054.00 |
1054.00 |
1054.00 |
1054.00 |
+20.00 |
15 |
545 |
+0 |
| Jan06 |
051125 |
1036.00 |
1060.00 |
1036.00 |
1055.00 |
+20.00 |
2,926 |
66,306 |
+0 |
| Mar06 |
051125 |
1064.00 |
1079.00 |
1056.00 |
1074.00 |
+19.00 |
776 |
37,374 |
+0 |
| May06 |
051125 |
1072.00 |
1088.00 |
1072.00 |
1088.00 |
+19.00 |
65 |
11,060 |
+0 |
| Jul06 |
051125 |
1090.00 |
1100.00 |
1087.00 |
1100.00 |
+18.00 |
10 |
5,475 |
+0 |
| Sep06 |
051125 |
1116.00 |
1116.00 |
1116.00 |
1116.00 |
+18.00 |
1 |
2,124 |
+0 |
| Total Volume and Open Interest |
3,793 |
123,219 |
+0 |
| London Sugar(LCE) |
| Dec05 |
051115 |
277.40 |
286.80 |
277.10 |
286.80 |
+9.30 |
2,312 |
700 |
-1,217 |
| Mar06 |
051125 |
298.50 |
306.50 |
298.00 |
305.00 |
+7.80 |
841 |
28,254 |
+0 |
| May06 |
051125 |
306.90 |
313.50 |
306.50 |
312.50 |
+7.30 |
27 |
7,469 |
+0 |
| Aug06 |
051125 |
315.90 |
319.00 |
315.90 |
318.10 |
+6.50 |
88 |
6,815 |
+0 |
| Oct06 |
051125 |
319.00 |
323.00 |
319.00 |
322.20 |
+6.10 |
39 |
5,652 |
+0 |
| Total Volume and Open Interest |
1,000 |
53,654 |
+0 |
| 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 |
051125 |
328.8 |
329.0 |
321.5 |
321.9 |
-1.4 |
473 |
3,560 |
-124 |
| Mar06 |
051125 |
338.3 |
339.0 |
334.4 |
335.5 |
-0.8 |
136 |
969 |
+16 |
| May06 |
051125 |
335.0 |
337.8 |
331.1 |
337.8 |
+4.0 |
10 |
404 |
+0 |
| Jul06 |
051125 |
331.0 |
331.0 |
331.0 |
331.0 |
-3.9 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
619 |
5,067 |
-108 |
| 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 |
051125 |
55.41 |
55.66 |
54.89 |
55.01 |
-0.29 |
30,857 |
91,331 |
+0 |
| Feb06 |
051125 |
56.35 |
56.38 |
55.61 |
55.67 |
-0.39 |
10,323 |
85,101 |
+0 |
| Mar06 |
051125 |
56.91 |
56.96 |
56.17 |
56.19 |
-0.47 |
5,393 |
25,793 |
+0 |
| Apr06 |
051125 |
57.39 |
57.39 |
56.57 |
56.57 |
-0.53 |
2,186 |
13,532 |
+0 |
| May06 |
051125 |
57.25 |
57.51 |
56.85 |
56.85 |
-0.56 |
1,093 |
8,433 |
+0 |
| Jun06 |
051125 |
57.53 |
57.53 |
57.10 |
57.10 |
-0.56 |
562 |
32,702 |
+0 |
| Jul06 |
051125 |
57.34 |
57.34 |
57.34 |
57.34 |
-0.57 |
37 |
5,049 |
+0 |
| Aug06 |
051125 |
57.48 |
57.48 |
57.48 |
57.48 |
-0.59 |
571 |
1,716 |
+0 |
| Sep06 |
051125 |
57.60 |
57.60 |
57.60 |
57.60 |
-0.59 |
12 |
7,082 |
+0 |
| Oct06 |
051125 |
57.66 |
57.66 |
57.66 |
57.66 |
-0.57 |
3,000 |
6,427 |
+0 |
| Nov06 |
051125 |
57.68 |
57.68 |
57.68 |
57.68 |
-0.56 |
3,000 |
1,306 |
+0 |
| Dec06 |
051125 |
58.25 |
58.25 |
57.70 |
57.70 |
-0.55 |
805 |
31,610 |
+0 |
| Jan07 |
051125 |
57.67 |
57.67 |
57.67 |
57.67 |
-0.55 |
0 |
2,948 |
+0 |
| Feb07 |
051125 |
57.65 |
57.65 |
57.65 |
57.65 |
-0.53 |
0 |
1,610 |
+0 |
| Total Volume and Open Interest |
58,089 |
357,510 |
+0 |
| Gas Oil(ICE) |
| Dec05 |
051125 |
502.25 |
502.50 |
492.00 |
493.75 |
-12.00 |
19,726 |
31,322 |
-237 |
| Jan06 |
051125 |
518.00 |
518.25 |
509.25 |
510.75 |
-13.75 |
16,428 |
64,933 |
+3,176 |
| Feb06 |
051125 |
526.75 |
526.75 |
518.25 |
519.75 |
-14.75 |
5,624 |
26,499 |
+1,868 |
| Mar06 |
051125 |
531.50 |
531.50 |
523.50 |
524.75 |
-14.00 |
3,001 |
15,773 |
-287 |
| Apr06 |
051125 |
529.50 |
529.50 |
526.25 |
526.25 |
-12.75 |
2,001 |
9,040 |
+709 |
| May06 |
051125 |
530.00 |
531.00 |
527.75 |
527.75 |
-11.75 |
416 |
2,679 |
+200 |
| Jun06 |
051125 |
530.75 |
532.50 |
529.00 |
529.00 |
-10.75 |
534 |
22,578 |
+285 |
| Jul06 |
051125 |
531.25 |
531.25 |
531.25 |
531.25 |
-10.75 |
150 |
949 |
-24 |
| Aug06 |
051125 |
533.50 |
533.50 |
533.50 |
533.50 |
-11.00 |
0 |
164 |
+0 |
| Sep06 |
051125 |
535.50 |
535.50 |
535.50 |
535.50 |
-11.25 |
0 |
1,567 |
+0 |
| Total Volume and Open Interest |
48,380 |
202,691 |
+5,921 |
| US Dollar Index(NYBOT) |
| Dec05 |
051125 |
91.74 |
92.00 |
91.55 |
91.98 |
+0.55 |
22 |
34,029 |
-1,424 |
| Mar06 |
051125 |
91.45 |
91.72 |
91.32 |
91.70 |
+0.55 |
0 |
2,680 |
+27 |
| Jun06 |
051125 |
91.41 |
91.41 |
91.41 |
91.41 |
+0.55 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
22 |
36,723 |
-1,397 |
| Australian Dollar(CME) |
| Dec05 |
051125 |
73.59 |
73.63 |
73.44 |
73.48 |
-0.23 |
1,971 |
79,578 |
-55 |
| Mar06 |
051125 |
73.41 |
73.45 |
73.29 |
73.29 |
-0.23 |
0 |
119 |
+14 |
| Jun06 |
051125 |
73.12 |
73.12 |
73.12 |
73.12 |
-0.23 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
1,971 |
79,788 |
-41 |
| British Pound(CME) |
| Dec05 |
051125 |
172.15 |
172.15 |
171.26 |
171.28 |
-0.80 |
1,714 |
90,533 |
+1,328 |
| Mar06 |
051125 |
172.20 |
172.20 |
171.13 |
171.21 |
-0.80 |
6 |
623 |
+14 |
| Jun06 |
051125 |
171.41 |
171.41 |
171.41 |
171.41 |
-0.80 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
1,720 |
91,179 |
+1,342 |
| Canadian Dollar(CME) |
| Dec05 |
051125 |
85.56 |
85.72 |
85.52 |
85.67 |
+0.27 |
2,750 |
102,898 |
+754 |
| Mar06 |
051125 |
85.75 |
85.88 |
85.75 |
85.88 |
+0.27 |
120 |
2,957 |
+88 |
| Jun06 |
051125 |
86.11 |
86.11 |
86.11 |
86.11 |
+0.27 |
0 |
734 |
+0 |
| Sep06 |
051125 |
86.34 |
86.34 |
86.34 |
86.34 |
+0.27 |
21 |
122 |
+15 |
| Total Volume and Open Interest |
2,891 |
106,863 |
+857 |
| Japanese Yen(CME) |
| Dec05 |
051125 |
83.99 |
84.03 |
83.75 |
83.80 |
-0.63 |
3,369 |
182,330 |
-1,411 |
| Mar06 |
051125 |
84.88 |
84.88 |
84.62 |
84.68 |
-0.63 |
68 |
21,123 |
+153 |
| Jun06 |
051125 |
85.73 |
85.73 |
85.73 |
85.73 |
-0.63 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
3,437 |
203,558 |
-1,258 |
| Swiss Franc(CME) |
| Dec05 |
051125 |
76.17 |
76.26 |
75.88 |
75.89 |
-0.38 |
1,161 |
101,528 |
+1,138 |
| Mar06 |
051125 |
76.75 |
76.75 |
76.50 |
76.50 |
-0.38 |
6 |
448 |
+3 |
| Jun06 |
051125 |
77.14 |
77.14 |
77.14 |
77.14 |
-0.38 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
1,167 |
102,022 |
+1,141 |
| EuroFX(CME) |
| Dec05 |
051125 |
117.80 |
117.94 |
117.24 |
117.29 |
-0.87 |
7,013 |
178,376 |
-1,628 |
| Mar06 |
051125 |
118.40 |
118.40 |
117.77 |
117.83 |
-0.87 |
200 |
3,910 |
+86 |
| Jun06 |
051125 |
118.47 |
118.47 |
118.47 |
118.47 |
-0.87 |
2 |
1,597 |
+8 |
| Total Volume and Open Interest |
7,215 |
184,092 |
-1,526 |
| Mexican Peso(CME) |
| Dec05 |
051125 |
9385.0 |
9410.0 |
9385.0 |
9402.0 |
+15.0 |
6,780 |
106,025 |
-4,288 |
| Mar06 |
051125 |
9315.0 |
9315.0 |
9307.0 |
9307.0 |
+15.0 |
9 |
647 |
+9 |
| Total Volume and Open Interest |
6,854 |
125,457 |
-4,226 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051125 |
112~18 |
112~31 |
112~17 |
112~29 |
+0~18 |
265,290 |
493,350 |
-6,954 |
| Mar06 |
051125 |
112~07 |
112~24 |
112~07 |
112~22 |
+0~19 |
45,915 |
115,440 |
+20,933 |
| Jun06 |
051125 |
112~17 |
112~17 |
112~17 |
112~17 |
+0~19 |
0 |
842 |
+0 |
| Total Volume and Open Interest |
311,205 |
609,633 |
+13,979 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051125 |
109~050 |
109~110 |
109~035 |
109~085 |
+0~100 |
650,494 |
1,395,503 |
-45,721 |
| Mar06 |
051125 |
109~005 |
109~055 |
108~310 |
109~030 |
+0~100 |
146,828 |
337,003 |
+65,319 |
| Total Volume and Open Interest |
797,322 |
1,733,943 |
+19,598 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051125 |
106~150 |
106~165 |
106~130 |
106~160 |
+0~055 |
377,722 |
0 |
+0 |
| Mar06 |
051125 |
106~100 |
106~120 |
106~100 |
106~115 |
+0~055 |
74,179 |
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 |
051125 |
102~101 |
102~104 |
102~097 |
102~104 |
+0~008 |
17,837 |
282,983 |
-22,454 |
| Mar06 |
051125 |
102~092 |
102~093 |
102~088 |
102~093 |
+0~008 |
16,477 |
63,978 |
+26,025 |
| Total Volume and Open Interest |
34,314 |
346,961 |
+3,571 |
| Eurodollars(CME) |
| Dec05 |
051125 |
95.512 |
95.515 |
95.510 |
95.512 |
+0.007 |
24,349 |
1,253,706 |
-25,799 |
| Mar06 |
051125 |
95.275 |
95.300 |
95.270 |
95.290 |
+0.020 |
41,490 |
1,193,414 |
-27,213 |
| Jun06 |
051125 |
95.225 |
95.240 |
95.220 |
95.235 |
+0.025 |
28,110 |
1,309,802 |
-21,870 |
| Sep06 |
051125 |
95.265 |
95.285 |
95.240 |
95.265 |
+0.030 |
426,376 |
932,532 |
+3,626 |
| Dec06 |
051125 |
95.300 |
95.310 |
95.285 |
95.305 |
+0.030 |
27,348 |
980,312 |
-16,812 |
| Mar07 |
051125 |
95.340 |
95.345 |
95.325 |
95.345 |
+0.035 |
19,771 |
826,636 |
-18,076 |
| Jun07 |
051125 |
95.335 |
95.345 |
95.320 |
95.340 |
+0.035 |
21,159 |
620,260 |
-5,135 |
| Sep07 |
051125 |
95.310 |
95.320 |
95.295 |
95.320 |
+0.040 |
19,454 |
356,369 |
+6,042 |
| Dec07 |
051125 |
95.275 |
95.290 |
95.265 |
95.290 |
+0.045 |
7,285 |
297,354 |
-3,960 |
| Mar08 |
051125 |
95.250 |
95.270 |
95.250 |
95.270 |
+0.045 |
7,516 |
255,218 |
+1,338 |
| Jun08 |
051125 |
95.225 |
95.240 |
95.225 |
95.240 |
+0.050 |
6,048 |
258,422 |
+292 |
| Sep08 |
051125 |
95.195 |
95.210 |
95.195 |
95.210 |
+0.050 |
5,729 |
219,199 |
+844 |
| Dec08 |
051125 |
95.160 |
95.165 |
95.160 |
95.165 |
+0.050 |
5,624 |
150,445 |
-235 |
| Mar09 |
051125 |
95.135 |
95.145 |
95.135 |
95.145 |
+0.055 |
4,012 |
132,145 |
-954 |
| Jun09 |
051125 |
95.105 |
95.115 |
95.105 |
95.115 |
+0.055 |
5,022 |
107,010 |
+201 |
| Sep09 |
051125 |
95.070 |
95.080 |
95.070 |
95.080 |
+0.055 |
3,611 |
101,681 |
+1,931 |
| Dec09 |
051125 |
95.025 |
95.035 |
95.025 |
95.035 |
+0.055 |
3,615 |
81,976 |
+344 |
| Mar10 |
051125 |
95.010 |
95.015 |
95.010 |
95.015 |
+0.055 |
3,024 |
52,937 |
+419 |
| Total Volume and Open Interest |
259,760 |
9,328,150 |
-126,857 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051125 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
4 |
6,611 |
+4 |
| Mar06 |
051125 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
1 |
4,895 |
+3 |
| Jun06 |
051125 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
2 |
7,515 |
-38 |
| Sep06 |
051125 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
4 |
4,746 |
+52 |
| Dec06 |
051125 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
10 |
6,847 |
-189 |
| Mar07 |
051125 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
0 |
2,151 |
+100 |
| Jun07 |
051125 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
1,000 |
2,722 |
+989 |
| Sep07 |
051125 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
633 |
+0 |
| Dec07 |
051125 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
0 |
38 |
+0 |
| Mar08 |
051125 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
0 |
51 |
+0 |
| Total Volume and Open Interest |
1,021 |
36,461 |
+921 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051125 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
4,775 |
84,213 |
+0 |
| Mar06 |
051125 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
2,632 |
60,578 |
+0 |
| Jun06 |
051125 |
99.80 |
99.80 |
99.79 |
99.79 |
unch |
4,933 |
62,724 |
+0 |
| Sep06 |
051125 |
99.72 |
99.72 |
99.70 |
99.70 |
unch |
3,695 |
33,900 |
+0 |
| Dec06 |
051125 |
99.62 |
99.62 |
99.60 |
99.60 |
unch |
1,446 |
47,243 |
+0 |
| Mar07 |
051125 |
99.52 |
99.52 |
99.49 |
99.49 |
-0.01 |
947 |
27,812 |
+0 |
| Jun07 |
051125 |
99.41 |
99.41 |
99.40 |
99.40 |
unch |
796 |
16,784 |
+0 |
| Sep07 |
051125 |
99.29 |
99.31 |
99.29 |
99.29 |
unch |
238 |
2,095 |
+0 |
| Total Volume and Open Interest |
19,622 |
363,405 |
+70 |
| German Euro-Bund(EUREX) |
| Dec05 |
051125 |
120.50 |
120.85 |
120.42 |
120.50 |
+0.65 |
1,064,253 |
1,485,923 |
-7,501 |
| Mar06 |
051125 |
120.72 |
121.10 |
120.70 |
120.76 |
-0.09 |
34,109 |
109,813 |
+9,923 |
| Jun06 |
051125 |
119.91 |
119.91 |
119.91 |
119.91 |
-0.09 |
701 |
7 |
+1 |
| Total Volume and Open Interest |
1,088,790 |
1,529,228 |
-56,591 |
| German Euro-Bobl(EUREX) |
| Dec05 |
051111 |
112.18 |
112.21 |
112.10 |
112.15 |
+0.02 |
729,964 |
1,176,714 |
+12,406 |
| Mar06 |
051125 |
112.96 |
113.09 |
112.92 |
112.93 |
-0.11 |
19,551 |
76,563 |
+4,360 |
| Jun06 |
051125 |
112.31 |
112.31 |
112.31 |
112.31 |
-0.10 |
1,007 |
694 |
+0 |
| Total Volume and Open Interest |
751,497 |
1,265,746 |
+20,500 |
| Long Gilt(LIFFE) |
| Dec05 |
051125 |
113~09 |
113~22 |
113~05 |
113~10 |
unch |
67,031 |
223,115 |
+0 |
| Mar06 |
051125 |
113~20 |
114~03 |
113~20 |
113~24 |
+0~01 |
13,886 |
22,507 |
+0 |
| Total Volume and Open Interest |
80,917 |
245,622 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051125 |
95.40 |
95.40 |
95.40 |
95.40 |
unch |
24,908 |
283,324 |
+0 |
| Mar06 |
051125 |
95.49 |
95.49 |
95.49 |
95.49 |
unch |
77,896 |
371,942 |
+0 |
| Jun06 |
051125 |
95.51 |
95.51 |
95.51 |
95.51 |
+0.01 |
52,145 |
305,745 |
+0 |
| Total Volume and Open Interest |
276,756 |
1,798,767 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Dec05 |
051125 |
97.495 |
97.505 |
97.485 |
97.495 |
+0.005 |
92,731 |
721,208 |
-14,251 |
| Mar06 |
051125 |
97.310 |
97.335 |
97.305 |
97.315 |
-0.005 |
83,366 |
668,639 |
+3,813 |
| Jun06 |
051125 |
97.205 |
97.235 |
97.190 |
97.200 |
-0.010 |
106,164 |
601,999 |
-295 |
| Total Volume and Open Interest |
478,178 |
3,720,548 |
+3,995 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
051125 |
94.38 |
94.39 |
94.38 |
94.39 |
+0.01 |
994 |
74,319 |
+319 |
| Mar06 |
051125 |
94.39 |
94.40 |
94.39 |
94.40 |
unch |
14,615 |
177,323 |
+1,005 |
| Jun06 |
051125 |
94.39 |
94.40 |
94.38 |
94.39 |
-0.01 |
10,343 |
91,243 |
+2,341 |
| Sep06 |
051125 |
94.37 |
94.38 |
94.36 |
94.37 |
-0.02 |
3,053 |
35,526 |
+416 |
| Dec06 |
051125 |
94.34 |
94.35 |
94.33 |
94.35 |
-0.02 |
843 |
35,626 |
+286 |
| Mar07 |
051125 |
94.29 |
94.30 |
94.28 |
94.30 |
-0.03 |
215 |
18,435 |
+198 |
| Jun07 |
051125 |
94.24 |
94.25 |
94.23 |
94.25 |
-0.03 |
1,562 |
35,155 |
-206 |
| Sep07 |
051125 |
94.20 |
94.21 |
94.20 |
94.21 |
-0.04 |
606 |
9,071 |
+601 |
| Dec07 |
051125 |
94.16 |
94.17 |
94.16 |
94.17 |
-0.05 |
200 |
4,580 |
-44 |
| Mar08 |
051125 |
94.14 |
94.14 |
94.14 |
94.14 |
-0.06 |
0 |
2,476 |
-18 |
| Total Volume and Open Interest |
32,431 |
485,888 |
+4,898 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051125 |
94.61 |
94.62 |
94.59 |
94.60 |
-0.05 |
11,662 |
311,516 |
+2,685 |
| Mar06 |
051125 |
94.60 |
94.60 |
94.60 |
94.60 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
11,662 |
311,516 |
+2,685 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051125 |
94.69 |
94.70 |
94.67 |
94.68 |
-0.05 |
47,315 |
429,344 |
+13,234 |
| Mar06 |
051125 |
94.67 |
94.67 |
94.67 |
94.67 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
47,315 |
429,344 |
+13,234 |
| 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 |
051125 |
10942 |
10971 |
10940 |
10957 |
+15 |
4,103 |
36,379 |
-373 |
| Mar06 |
051125 |
11000 |
11020 |
11000 |
11010 |
+14 |
92 |
1,084 |
+31 |
| Jun06 |
051125 |
11044 |
11044 |
11044 |
11044 |
+15 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
4,195 |
37,473 |
-342 |
| S & P 500(CME) |
| Dec05 |
051125 |
1268.50 |
1270.60 |
1267.00 |
1270.10 |
+1.50 |
26,054 |
605,898 |
-4,065 |
| Mar06 |
051125 |
1276.70 |
1279.00 |
1276.20 |
1278.30 |
+1.50 |
1,487 |
47,045 |
+857 |
| Jun06 |
051125 |
1287.60 |
1287.60 |
1287.60 |
1287.60 |
+1.50 |
275 |
3,688 |
-67 |
| Sep06 |
051125 |
1296.90 |
1296.90 |
1296.90 |
1296.90 |
+1.50 |
145 |
664 |
+99 |
| Total Volume and Open Interest |
27,961 |
657,337 |
-3,176 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
051125 |
1268.50 |
1270.00 |
1265.75 |
1270.00 |
+1.50 |
635,533 |
1,153,035 |
+4,363 |
| Mar06 |
051125 |
1278.50 |
1279.75 |
1275.25 |
1278.25 |
+1.50 |
5,051 |
66,655 |
+4,786 |
| Total Volume and Open Interest |
640,584 |
1,219,690 |
+9,149 |
| NASDAQ 100(CME) |
| Dec05 |
051125 |
1700.50 |
1705.00 |
1696.50 |
1704.50 |
+4.00 |
5,495 |
58,380 |
-377 |
| Mar06 |
051125 |
1720.50 |
1720.50 |
1720.50 |
1720.50 |
+4.00 |
0 |
55 |
+0 |
| Jun06 |
051125 |
1735.50 |
1735.50 |
1735.50 |
1735.50 |
+4.00 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
5,495 |
58,452 |
-377 |
| NASDAQ 100 E-Mini(Globex) |
| Dec05 |
051125 |
1701.50 |
1704.50 |
1696.50 |
1704.50 |
+4.00 |
176,526 |
428,013 |
+6,543 |
| Mar06 |
051125 |
1717.50 |
1720.50 |
1710.00 |
1720.50 |
+4.00 |
106 |
529 |
+28 |
| Total Volume and Open Interest |
176,632 |
428,542 |
+6,571 |
| S & P Midcap 400(CME) |
| Dec05 |
051125 |
742.75 |
744.25 |
740.80 |
743.80 |
+0.90 |
244 |
12,914 |
-41 |
| Mar06 |
051125 |
749.30 |
749.30 |
749.30 |
749.30 |
+0.90 |
|
|
|
| Jun06 |
051125 |
752.30 |
752.30 |
752.30 |
752.30 |
+0.90 |
|
|
|
| Total Volume and Open Interest |
259 |
12,961 |
+47 |
| Russell 2000(CME) |
| Dec05 |
051125 |
683.00 |
685.30 |
681.90 |
684.00 |
+0.10 |
940 |
36,989 |
+132 |
| Mar06 |
051125 |
688.50 |
688.50 |
688.50 |
688.50 |
+0.10 |
0 |
35 |
+0 |
| Jun06 |
051125 |
692.50 |
692.50 |
692.50 |
692.50 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
940 |
37,029 |
+132 |
| Russell 2000 E-Mini(Globex) |
| Dec05 |
051125 |
683.50 |
684.00 |
675.80 |
684.00 |
+0.10 |
69,905 |
290,505 |
+2,451 |
| Mar06 |
051125 |
691.00 |
691.00 |
683.70 |
688.50 |
+0.10 |
244 |
2,218 |
+123 |
| Total Volume and Open Interest |
70,149 |
292,723 |
+2,574 |
| Value Line(KCBT) |
| Dec05 |
051125 |
1924.00 |
1929.00 |
1921.00 |
1926.50 |
+1.50 |
117 |
167 |
-6 |
| Total Volume and Open Interest |
117 |
182 |
-3 |
| Nikkei 225(CME) |
| Dec05 |
051125 |
14695 |
14785 |
14615 |
14775 |
+60 |
44,676 |
246,291 |
-20 |
| Mar06 |
051125 |
14655 |
14775 |
14615 |
14775 |
+40 |
175 |
2,646 |
+2,024 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
051125 |
14695 |
14785 |
14615 |
14775 |
+60 |
44,676 |
246,291 |
-20 |
| Mar06 |
051125 |
14655 |
14775 |
14615 |
14775 |
+40 |
175 |
2,646 |
+2,024 |
| Jun06 |
051125 |
14710 |
14710 |
14710 |
14710 |
+40 |
|
|
|
| Total Volume and Open Interest |
44,853 |
249,077 |
+2,004 |
| CAC 40(MATIF) |
| Nov05 |
051118 |
4548.5 |
4575.5 |
4547.5 |
4555.0 |
+34.5 |
277,432 |
385,171 |
-43,597 |
| Dec05 |
051125 |
4594.5 |
4613.0 |
4587.5 |
4605.0 |
+9.0 |
44,983 |
417,620 |
+0 |
| Jan06 |
051125 |
4598.5 |
4616.5 |
4598.5 |
4614.5 |
+9.0 |
321 |
1,884 |
+0 |
| Total Volume and Open Interest |
45,304 |
424,638 |
+0 |
| Hang Seng Index(HKFE) |
| Nov05 |
051125 |
15049 |
15100 |
15025 |
15058 |
-6 |
38,986 |
88,311 |
-1,613 |
| Dec05 |
051125 |
15090 |
15140 |
15068 |
15097 |
-9 |
17,210 |
17,522 |
+8,732 |
| Total Volume and Open Interest |
56,206 |
106,659 |
+7,146 |
| DAX Index(EUREX) |
| Dec05 |
051125 |
5194.0 |
5213.0 |
5186.5 |
5196.5 |
-3.0 |
58,102 |
224,769 |
+0 |
| Mar06 |
051125 |
5228.5 |
5245.0 |
5219.5 |
5229.0 |
-3.0 |
2,113 |
11,216 |
+0 |
| Jun06 |
051125 |
5261.5 |
5280.5 |
5256.5 |
5264.5 |
-3.0 |
1,301 |
3,790 |
+0 |
| Total Volume and Open Interest |
61,516 |
239,775 |
+0 |
| FT-SE 100(LIFFE) |
| Dec05 |
051125 |
5534.00 |
5544.50 |
5527.50 |
5538.50 |
+7.50 |
42,927 |
464,858 |
+0 |
| Mar06 |
051125 |
5539.00 |
5553.00 |
5539.00 |
5548.50 |
+7.50 |
35 |
31,844 |
+0 |
| Jun06 |
051125 |
5559.50 |
5559.50 |
5559.50 |
5559.50 |
+7.50 |
250 |
13,835 |
+0 |
| Total Volume and Open Interest |
43,212 |
511,287 |
+0 |
| SPI 200(SFE) |
| Dec05 |
051125 |
4658.0 |
4678.0 |
4649.0 |
4652.0 |
-10.0 |
22,875 |
215,277 |
+7,277 |
| Mar06 |
051125 |
4671.0 |
4671.0 |
4654.0 |
4654.0 |
-10.0 |
97 |
5,315 |
+3 |
| Jun06 |
051125 |
4679.0 |
4679.0 |
4679.0 |
4679.0 |
-10.0 |
7 |
3,149 |
+4 |
| Total Volume and Open Interest |
22,984 |
226,574 |
+7,284 |
| GSCI(CME) |
| Dec05 |
051125 |
415.80 |
416.50 |
414.00 |
416.50 |
-0.80 |
183 |
17,281 |
+7 |
| Jan06 |
051125 |
420.00 |
420.00 |
420.00 |
420.00 |
-1.50 |
0 |
2 |
+0 |
| Feb06 |
051125 |
420.50 |
420.50 |
420.50 |
420.50 |
-1.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
183 |
17,284 |
+7 |
| 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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