|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue November 29, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan06 |
051129 |
555.00 |
558.50 |
550.50 |
554.00 |
-4.25 |
44,629 |
160,651 |
+702 |
| Mar06 |
051129 |
563.00 |
565.50 |
558.00 |
561.50 |
-4.25 |
13,292 |
48,875 |
+1,049 |
| May06 |
051129 |
568.00 |
571.00 |
563.00 |
567.25 |
-3.75 |
4,487 |
25,909 |
+418 |
| Jul06 |
051129 |
574.00 |
576.50 |
569.00 |
573.00 |
-4.25 |
4,025 |
31,113 |
+683 |
| Aug06 |
051129 |
579.00 |
579.00 |
573.00 |
575.00 |
-4.50 |
312 |
2,519 |
+111 |
| Sep06 |
051129 |
577.00 |
577.00 |
574.50 |
576.50 |
-3.50 |
56 |
1,444 |
+45 |
| Nov06 |
051129 |
584.00 |
585.50 |
579.00 |
582.50 |
-3.00 |
1,881 |
15,204 |
+277 |
| Total Volume and Open Interest |
68,698 |
286,820 |
+3,294 |
| Soybean Meal(CBOT) |
| Dec05 |
051129 |
170.50 |
171.70 |
168.60 |
170.30 |
-1.40 |
17,550 |
15,648 |
-5,861 |
| Jan06 |
051129 |
171.00 |
171.80 |
169.20 |
170.80 |
-0.90 |
19,316 |
40,933 |
+5,918 |
| Mar06 |
051129 |
172.60 |
173.80 |
171.20 |
172.20 |
-1.40 |
7,576 |
32,934 |
+1,244 |
| May06 |
051129 |
174.30 |
175.50 |
173.10 |
173.90 |
-1.20 |
2,099 |
20,040 |
+78 |
| Jul06 |
051129 |
176.70 |
177.50 |
175.20 |
175.90 |
-1.30 |
1,963 |
20,282 |
+699 |
| Aug06 |
051129 |
178.00 |
178.50 |
176.50 |
177.00 |
-1.60 |
513 |
5,060 |
+3 |
| Sep06 |
051129 |
179.50 |
179.50 |
177.50 |
178.10 |
-1.10 |
161 |
4,713 |
+137 |
| Oct06 |
051129 |
178.00 |
178.50 |
177.70 |
177.80 |
-1.00 |
188 |
2,569 |
+121 |
| Total Volume and Open Interest |
50,051 |
147,838 |
+2,647 |
| Soybean Oil(CBOT) |
| Dec05 |
051129 |
21.08 |
21.15 |
20.93 |
20.95 |
-0.29 |
11,315 |
9,257 |
-5,979 |
| Jan06 |
051129 |
21.33 |
21.38 |
21.15 |
21.17 |
-0.29 |
17,226 |
75,664 |
+4,325 |
| Mar06 |
051129 |
21.65 |
21.67 |
21.42 |
21.44 |
-0.34 |
6,607 |
36,421 |
+1,172 |
| May06 |
051129 |
21.95 |
21.95 |
21.72 |
21.73 |
-0.30 |
2,149 |
18,450 |
+392 |
| Jul06 |
051129 |
22.20 |
22.25 |
21.96 |
21.98 |
-0.31 |
1,458 |
23,746 |
+246 |
| Aug06 |
051129 |
22.35 |
22.35 |
22.10 |
22.10 |
-0.32 |
239 |
2,652 |
+22 |
| Sep06 |
051129 |
22.50 |
22.50 |
22.20 |
22.20 |
-0.33 |
156 |
2,726 |
-3 |
| Oct06 |
051129 |
22.60 |
22.60 |
22.31 |
22.31 |
-0.29 |
313 |
1,612 |
+268 |
| Total Volume and Open Interest |
40,041 |
181,414 |
+458 |
| Canola(WCE) |
| Jan06 |
051129 |
250.7 |
252.5 |
249.8 |
250.2 |
-2.8 |
3,980 |
50,269 |
+426 |
| Mar06 |
051129 |
256.5 |
257.4 |
255.6 |
256.3 |
-2.3 |
1,691 |
10,230 |
+1,447 |
| May06 |
051129 |
263.0 |
264.0 |
262.1 |
263.0 |
-1.8 |
238 |
3,389 |
+377 |
| Jul06 |
051129 |
267.7 |
269.4 |
267.5 |
269.4 |
-1.6 |
291 |
2,928 |
+115 |
| 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 |
051129 |
186.50 |
187.50 |
186.00 |
186.25 |
-1.50 |
74,367 |
72,093 |
-35,268 |
| Mar06 |
051129 |
201.00 |
201.75 |
200.25 |
200.50 |
-1.25 |
79,838 |
475,762 |
+10,949 |
| May06 |
051129 |
209.75 |
210.50 |
209.00 |
209.25 |
-1.25 |
8,169 |
69,766 |
+2,997 |
| Jul06 |
051129 |
218.50 |
219.00 |
217.25 |
217.50 |
-1.25 |
7,969 |
95,755 |
+1,338 |
| Sep06 |
051129 |
227.75 |
228.00 |
226.50 |
226.75 |
-0.75 |
1,199 |
15,401 |
+53 |
| Dec06 |
051129 |
238.50 |
239.50 |
237.75 |
238.00 |
-1.00 |
4,855 |
77,927 |
+1,637 |
| Total Volume and Open Interest |
177,328 |
819,259 |
-17,829 |
| Wheat(CBOT) |
| Dec05 |
051129 |
299.50 |
302.00 |
299.00 |
300.50 |
+3.00 |
16,691 |
22,297 |
-9,134 |
| Mar06 |
051129 |
314.25 |
318.00 |
313.50 |
316.75 |
+3.50 |
24,579 |
206,943 |
+6,788 |
| May06 |
051129 |
324.00 |
326.50 |
324.00 |
325.50 |
+2.50 |
1,682 |
9,650 |
+804 |
| Jul06 |
051129 |
333.50 |
335.50 |
332.50 |
334.50 |
+2.25 |
2,558 |
37,660 |
-33 |
| Sep06 |
051129 |
343.00 |
343.50 |
342.00 |
343.00 |
+2.50 |
115 |
2,328 |
+26 |
| Total Volume and Open Interest |
47,752 |
298,482 |
-311 |
| Wheat(KCBT) |
| Dec05 |
051129 |
350.50 |
359.50 |
350.50 |
359.25 |
+11.75 |
6,680 |
10,395 |
-5,902 |
| Mar06 |
051129 |
358.00 |
364.00 |
357.00 |
363.50 |
+8.75 |
8,103 |
62,222 |
+598 |
| May06 |
051129 |
351.00 |
355.00 |
350.50 |
354.75 |
+6.25 |
728 |
8,031 |
+217 |
| Jul06 |
051129 |
348.00 |
352.00 |
347.00 |
350.00 |
+4.75 |
1,777 |
31,121 |
-10 |
| Sep06 |
051129 |
352.00 |
354.50 |
351.50 |
354.00 |
+5.50 |
217 |
2,430 |
+181 |
| Total Volume and Open Interest |
17,532 |
116,356 |
-4,891 |
| Wheat(MGE) |
| Dec05 |
051129 |
363.50 |
366.50 |
362.50 |
364.50 |
+2.50 |
3,293 |
3,464 |
-1,018 |
| Mar06 |
051129 |
367.00 |
373.50 |
367.00 |
372.25 |
+6.50 |
3,759 |
20,057 |
+1,250 |
| May06 |
051129 |
365.50 |
370.50 |
365.50 |
369.50 |
+6.00 |
221 |
2,463 |
+57 |
| Jul06 |
051129 |
361.00 |
365.50 |
360.50 |
365.50 |
+5.50 |
526 |
9,063 |
+161 |
| Sep06 |
051129 |
362.50 |
363.50 |
361.00 |
363.50 |
+5.00 |
213 |
2,984 |
+73 |
| Total Volume and Open Interest |
8,068 |
39,256 |
+491 |
| Oats(CBOT) |
| Dec05 |
051129 |
183.00 |
197.00 |
181.00 |
181.50 |
-2.50 |
587 |
1,643 |
-182 |
| Mar06 |
051129 |
185.00 |
189.00 |
184.25 |
184.50 |
-3.75 |
1,686 |
7,345 |
+577 |
| May06 |
051129 |
184.50 |
186.00 |
184.50 |
185.00 |
-2.00 |
15 |
268 |
+7 |
| Jul06 |
051129 |
183.00 |
183.00 |
179.00 |
180.00 |
-4.00 |
10 |
71 |
+5 |
| Total Volume and Open Interest |
2,312 |
9,360 |
+420 |
| Rough Rice(CBOT) |
| Jan06 |
051129 |
7.65 |
7.65 |
7.57 |
7.59 |
-0.05 |
240 |
5,090 |
+69 |
| Mar06 |
051129 |
7.90 |
7.90 |
7.84 |
7.86 |
-0.06 |
61 |
1,869 |
+24 |
| May06 |
051129 |
8.14 |
8.14 |
8.08 |
8.08 |
-0.04 |
0 |
208 |
+0 |
| Jul06 |
051129 |
8.28 |
8.28 |
8.28 |
8.28 |
-0.04 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
301 |
7,232 |
+93 |
| Live Cattle(CME) |
| Dec05 |
051129 |
92.725 |
92.900 |
92.575 |
92.850 |
+0.100 |
7,020 |
30,109 |
-2,982 |
| Feb06 |
051129 |
95.200 |
95.250 |
94.900 |
95.175 |
-0.025 |
10,446 |
109,508 |
+2,571 |
| Apr06 |
051129 |
92.800 |
92.900 |
92.550 |
92.875 |
-0.025 |
3,887 |
27,902 |
+1,573 |
| Jun06 |
051129 |
86.900 |
86.950 |
86.650 |
86.850 |
-0.150 |
1,073 |
12,442 |
+340 |
| Aug06 |
051129 |
85.950 |
85.950 |
85.800 |
85.950 |
unch |
227 |
4,502 |
+82 |
| Oct06 |
051129 |
87.300 |
87.400 |
87.250 |
87.400 |
-0.100 |
269 |
1,716 |
+139 |
| Total Volume and Open Interest |
23,004 |
187,190 |
+1,725 |
| Feeder Cattle(CME) |
| Jan06 |
051129 |
116.850 |
117.300 |
116.600 |
117.200 |
+0.250 |
2,499 |
18,062 |
+580 |
| Mar06 |
051129 |
115.100 |
115.600 |
114.700 |
115.450 |
+0.300 |
999 |
5,215 |
+399 |
| Apr06 |
051129 |
113.200 |
113.550 |
112.900 |
113.550 |
+0.225 |
183 |
1,381 |
+65 |
| May06 |
051129 |
112.400 |
112.450 |
111.950 |
112.450 |
-0.050 |
154 |
1,733 |
+67 |
| Aug06 |
051129 |
112.400 |
112.550 |
112.100 |
112.550 |
+0.150 |
70 |
882 |
+55 |
| Sep06 |
051129 |
110.950 |
111.300 |
110.900 |
111.300 |
+0.500 |
12 |
76 |
+3 |
| Oct06 |
051129 |
109.800 |
110.150 |
109.800 |
110.150 |
+0.350 |
1 |
17 |
+0 |
| Total Volume and Open Interest |
3,918 |
27,366 |
+1,169 |
| Lean Hogs(CME) |
| Dec05 |
051129 |
62.900 |
62.900 |
61.850 |
62.350 |
-0.650 |
6,484 |
18,056 |
-3,386 |
| Feb06 |
051129 |
67.650 |
67.650 |
66.625 |
66.825 |
-0.925 |
11,797 |
69,948 |
+4,241 |
| Apr06 |
051129 |
69.400 |
69.400 |
68.750 |
68.825 |
-0.625 |
2,344 |
17,067 |
+1,181 |
| May06 |
051129 |
69.925 |
70.200 |
69.750 |
70.200 |
-0.175 |
220 |
3,109 |
+181 |
| Jun06 |
051129 |
72.650 |
72.650 |
72.100 |
72.350 |
-0.325 |
934 |
7,930 |
+728 |
| Jul06 |
051129 |
69.100 |
69.300 |
68.800 |
69.200 |
-0.125 |
303 |
2,958 |
+110 |
| Aug06 |
051129 |
65.250 |
65.400 |
65.050 |
65.200 |
-0.550 |
146 |
1,091 |
+50 |
| Oct06 |
051129 |
57.250 |
57.325 |
56.950 |
57.325 |
-0.225 |
24 |
562 |
+22 |
| Total Volume and Open Interest |
22,269 |
120,887 |
+3,141 |
| Pork Bellies(CME) |
| Feb06 |
051129 |
88.400 |
88.400 |
87.250 |
87.500 |
-0.850 |
272 |
1,045 |
-85 |
| Mar06 |
051129 |
87.900 |
87.900 |
87.350 |
87.350 |
-0.550 |
4 |
111 |
+0 |
| May06 |
051129 |
89.400 |
89.400 |
88.700 |
88.700 |
-0.700 |
0 |
89 |
+0 |
| Jul06 |
051129 |
91.650 |
91.650 |
91.650 |
91.650 |
-0.350 |
0 |
34 |
+0 |
| Aug06 |
051129 |
92.550 |
92.550 |
92.550 |
92.550 |
-0.100 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
276 |
1,306 |
-85 |
| Class III Milk(CME) |
| Nov05 |
051129 |
13.34 |
13.35 |
13.34 |
13.35 |
-0.01 |
0 |
2,092 |
+2,092 |
| Dec05 |
051129 |
13.15 |
13.28 |
13.15 |
13.17 |
+0.03 |
125 |
2,122 |
+2,122 |
| Jan06 |
051129 |
12.82 |
12.90 |
12.78 |
12.81 |
+0.01 |
74 |
1,989 |
+1,989 |
| Feb06 |
051129 |
12.57 |
12.57 |
12.52 |
12.52 |
-0.03 |
11 |
1,693 |
+1,693 |
| Mar06 |
051129 |
12.55 |
12.55 |
12.50 |
12.50 |
-0.02 |
24 |
1,619 |
+1,619 |
| Total Volume and Open Interest |
499 |
20,810 |
+20,810 |
| Cocoa(NYBOT) |
| Dec05 |
051129 |
1398 |
1410 |
1396 |
1403 |
-6 |
20 |
1,458 |
-109 |
| Mar06 |
051129 |
1402 |
1416 |
1393 |
1404 |
-5 |
5,345 |
58,720 |
-1,608 |
| May06 |
051129 |
1421 |
1435 |
1415 |
1425 |
-5 |
767 |
13,607 |
+564 |
| Jul06 |
051129 |
1438 |
1452 |
1438 |
1444 |
-5 |
60 |
11,531 |
+147 |
| Sep06 |
051129 |
1470 |
1471 |
1464 |
1464 |
-4 |
144 |
10,977 |
-865 |
| Dec06 |
051129 |
1493 |
1493 |
1493 |
1493 |
-4 |
17 |
10,147 |
+150 |
| Mar07 |
051129 |
1518 |
1518 |
1518 |
1518 |
-4 |
0 |
11,164 |
+100 |
| Total Volume and Open Interest |
6,353 |
123,139 |
+2,429 |
| Coffee "C"(NYBOT) |
| Dec05 |
051129 |
96.50 |
96.50 |
94.50 |
95.70 |
-0.45 |
404 |
448 |
-683 |
| Mar06 |
051129 |
100.50 |
100.50 |
98.50 |
99.95 |
-0.20 |
8,024 |
57,421 |
+747 |
| May06 |
051129 |
102.25 |
102.30 |
100.90 |
102.05 |
-0.25 |
734 |
7,950 |
+515 |
| Jul06 |
051129 |
104.10 |
104.10 |
102.50 |
103.70 |
-0.35 |
136 |
4,028 |
+164 |
| Sep06 |
051129 |
105.00 |
105.30 |
104.00 |
105.30 |
-0.35 |
362 |
2,396 |
+172 |
| Dec06 |
051129 |
107.20 |
107.85 |
106.75 |
107.85 |
-0.35 |
51 |
1,449 |
+17 |
| Total Volume and Open Interest |
9,712 |
74,949 |
+933 |
| Orange Juice(NYBOT) |
| Jan06 |
051129 |
117.40 |
118.85 |
117.30 |
118.20 |
+0.55 |
1,955 |
24,173 |
-512 |
| Mar06 |
051129 |
119.60 |
120.80 |
119.25 |
120.20 |
+0.55 |
781 |
7,892 |
+358 |
| May06 |
051129 |
121.20 |
121.20 |
121.20 |
121.20 |
+0.55 |
7 |
1,600 |
+18 |
| Jul06 |
051129 |
122.20 |
122.20 |
122.20 |
122.20 |
+0.55 |
0 |
500 |
+0 |
| Sep06 |
051129 |
123.20 |
123.20 |
123.20 |
123.20 |
+0.55 |
0 |
441 |
+0 |
| Total Volume and Open Interest |
2,743 |
34,890 |
-134 |
| Sugar #11(NYBOT) |
| Mar06 |
051129 |
12.43 |
12.54 |
12.42 |
12.45 |
unch |
51,066 |
300,841 |
+567 |
| May06 |
051129 |
12.34 |
12.46 |
12.32 |
12.39 |
+0.05 |
9,320 |
72,895 |
+2,396 |
| Jul06 |
051129 |
12.03 |
12.17 |
12.02 |
12.10 |
+0.08 |
4,786 |
45,948 |
+1,247 |
| Oct06 |
051129 |
11.94 |
12.08 |
11.93 |
12.04 |
+0.12 |
6,770 |
29,106 |
+2,464 |
| Mar07 |
051129 |
11.92 |
12.05 |
11.90 |
12.01 |
+0.13 |
1,618 |
29,642 |
+1,071 |
| Total Volume and Open Interest |
74,770 |
496,979 |
+7,990 |
| Sugar #14(NYBOT) |
| Nov05 |
051010 |
21.45 |
21.45 |
21.45 |
21.45 |
+0.16 |
256 |
1,302 |
-865 |
| Jan06 |
051129 |
21.85 |
21.85 |
21.73 |
21.73 |
-0.14 |
127 |
2,187 |
+115 |
| Mar06 |
051129 |
21.40 |
21.40 |
21.25 |
21.25 |
-0.20 |
110 |
3,175 |
+37 |
| May06 |
051129 |
21.30 |
21.30 |
21.25 |
21.25 |
-0.15 |
130 |
3,024 |
+58 |
| Jul06 |
051129 |
21.35 |
21.51 |
21.35 |
21.51 |
-0.10 |
30 |
3,525 |
+39 |
| Total Volume and Open Interest |
437 |
14,191 |
+295 |
| London Cocoa(LCE) |
| Dec05 |
051129 |
843 |
849 |
834 |
839 |
-6 |
4,983 |
41,243 |
-2,439 |
| Mar06 |
051129 |
859 |
866 |
852 |
856 |
-4 |
7,535 |
60,343 |
-399 |
| May06 |
051129 |
871 |
876 |
863 |
866 |
-4 |
1,017 |
20,234 |
+240 |
| Jul06 |
051129 |
887 |
889 |
878 |
880 |
-4 |
454 |
27,172 |
-66 |
| Sep06 |
051129 |
896 |
896 |
891 |
891 |
-4 |
26 |
14,215 |
+5 |
| Dec06 |
051129 |
908 |
909 |
902 |
902 |
-4 |
81 |
17,284 |
+7 |
| Mar07 |
051129 |
915 |
915 |
913 |
913 |
-5 |
70 |
3,942 |
+50 |
| Total Volume and Open Interest |
14,166 |
184,833 |
-2,602 |
| London Coffee(LCE) |
| Nov05 |
051129 |
1060.00 |
1061.00 |
1045.00 |
1047.00 |
-6.00 |
468 |
58 |
-468 |
| Jan06 |
051129 |
1059.00 |
1059.00 |
1048.00 |
1050.00 |
-9.00 |
3,582 |
65,484 |
-444 |
| Mar06 |
051129 |
1070.00 |
1076.00 |
1065.00 |
1067.00 |
-10.00 |
1,587 |
37,363 |
+150 |
| May06 |
051129 |
1089.00 |
1090.00 |
1080.00 |
1080.00 |
-11.00 |
83 |
11,091 |
+39 |
| Jul06 |
051129 |
1099.00 |
1099.00 |
1092.00 |
1092.00 |
-11.00 |
10 |
5,447 |
-1 |
| Sep06 |
051129 |
1108.00 |
1108.00 |
1108.00 |
1108.00 |
-12.00 |
10 |
2,124 |
+0 |
| Total Volume and Open Interest |
5,750 |
121,916 |
-719 |
| London Sugar(LCE) |
| Dec05 |
051115 |
277.40 |
286.80 |
277.10 |
286.80 |
+9.30 |
2,312 |
700 |
-1,217 |
| Mar06 |
051129 |
310.80 |
313.50 |
309.20 |
310.40 |
+0.10 |
5,373 |
32,988 |
+1,353 |
| May06 |
051129 |
317.50 |
319.00 |
316.00 |
317.40 |
+0.50 |
659 |
7,429 |
+223 |
| Aug06 |
051129 |
325.00 |
325.00 |
322.70 |
323.90 |
+1.30 |
612 |
7,164 |
+303 |
| Oct06 |
051129 |
326.00 |
327.50 |
326.00 |
327.50 |
+0.80 |
167 |
5,582 |
-100 |
| Total Volume and Open Interest |
6,855 |
58,612 |
+1,765 |
| Cotton(NYBOT) |
| Dec05 |
051129 |
49.75 |
49.75 |
48.98 |
48.98 |
+0.13 |
91 |
1,083 |
-468 |
| Mar06 |
051129 |
52.40 |
52.65 |
52.15 |
52.31 |
+0.16 |
6,742 |
72,939 |
+1,209 |
| May06 |
051129 |
53.50 |
53.55 |
53.30 |
53.50 |
+0.10 |
576 |
10,606 |
+276 |
| Jul06 |
051129 |
54.40 |
54.40 |
54.30 |
54.38 |
+0.28 |
77 |
3,573 |
+9 |
| Oct06 |
051129 |
54.90 |
54.90 |
54.80 |
54.80 |
+0.25 |
0 |
63 |
+0 |
| Dec06 |
051129 |
55.90 |
55.90 |
55.90 |
55.90 |
+0.29 |
89 |
1,884 |
+91 |
| Total Volume and Open Interest |
7,576 |
90,235 |
+1,117 |
| Lumber(CME) |
| Jan06 |
051129 |
323.5 |
332.5 |
323.5 |
324.8 |
+1.3 |
347 |
3,576 |
+16 |
| Mar06 |
051129 |
340.0 |
345.6 |
340.0 |
344.6 |
+3.8 |
100 |
992 |
+30 |
| May06 |
051129 |
335.1 |
341.4 |
335.0 |
339.3 |
+1.6 |
20 |
403 |
-3 |
| Jul06 |
051129 |
339.0 |
339.1 |
336.7 |
336.7 |
+0.7 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
467 |
5,105 |
+43 |
| Crude Oil(NYM) |
| Jan06 |
051129 |
57.55 |
57.75 |
56.25 |
56.50 |
-0.86 |
98,709 |
281,509 |
-226 |
| Feb06 |
051129 |
58.20 |
58.40 |
57.15 |
57.29 |
-0.70 |
25,845 |
78,636 |
+6,774 |
| Mar06 |
051129 |
58.65 |
58.75 |
57.74 |
57.74 |
-0.66 |
8,477 |
50,078 |
+1,906 |
| Apr06 |
051129 |
58.90 |
59.00 |
58.06 |
58.06 |
-0.64 |
7,415 |
24,762 |
+2,517 |
| May06 |
051129 |
58.95 |
58.95 |
58.31 |
58.31 |
-0.62 |
5,899 |
21,421 |
+3,125 |
| Jun06 |
051129 |
59.40 |
59.40 |
58.51 |
58.51 |
-0.60 |
5,321 |
48,077 |
-248 |
| Jul06 |
051129 |
59.30 |
59.30 |
58.66 |
58.66 |
-0.56 |
1,033 |
12,304 |
+175 |
| Aug06 |
051129 |
58.70 |
58.79 |
58.70 |
58.79 |
-0.53 |
390 |
10,013 |
-38 |
| Sep06 |
051129 |
59.20 |
59.20 |
58.88 |
58.88 |
-0.51 |
1,490 |
11,122 |
+1,067 |
| Oct06 |
051129 |
58.95 |
58.95 |
58.95 |
58.95 |
-0.49 |
388 |
5,076 |
+110 |
| Nov06 |
051129 |
58.98 |
58.98 |
58.98 |
58.98 |
-0.47 |
0 |
10,651 |
-168 |
| Dec06 |
051129 |
59.50 |
59.80 |
58.90 |
58.99 |
-0.45 |
7,082 |
48,608 |
+297 |
| Jan07 |
051129 |
58.97 |
58.97 |
58.97 |
58.97 |
-0.42 |
75 |
12,930 |
+52 |
| Feb07 |
051129 |
58.96 |
58.96 |
58.96 |
58.96 |
-0.40 |
0 |
4,264 |
+0 |
| Mar07 |
051129 |
58.94 |
58.94 |
58.94 |
58.94 |
-0.38 |
75 |
6,789 |
+75 |
| Apr07 |
051129 |
58.92 |
58.92 |
58.92 |
58.92 |
-0.36 |
0 |
4,424 |
+0 |
| Total Volume and Open Interest |
172,847 |
822,214 |
+16,687 |
| Heating Oil(NYM) |
| Dec05 |
051129 |
165.00 |
167.50 |
160.50 |
160.97 |
-2.59 |
19,101 |
16,163 |
-8,558 |
| Jan06 |
051129 |
172.50 |
172.75 |
166.50 |
167.20 |
-2.06 |
27,020 |
78,112 |
+5,452 |
| Feb06 |
051129 |
175.00 |
176.00 |
170.25 |
170.65 |
-2.16 |
8,615 |
29,829 |
+851 |
| Mar06 |
051129 |
175.00 |
175.85 |
170.60 |
170.60 |
-2.16 |
5,818 |
18,038 |
+971 |
| Apr06 |
051129 |
173.00 |
173.00 |
167.85 |
167.85 |
-2.16 |
2,707 |
9,915 |
+951 |
| May06 |
051129 |
170.00 |
170.00 |
164.80 |
164.80 |
-2.16 |
829 |
6,437 |
+480 |
| Jun06 |
051129 |
168.20 |
168.20 |
163.00 |
163.00 |
-2.16 |
252 |
7,771 |
+82 |
| Jul06 |
051129 |
168.50 |
168.50 |
163.40 |
163.40 |
-2.11 |
457 |
4,343 |
+21 |
| Aug06 |
051129 |
167.00 |
168.00 |
164.60 |
164.60 |
-2.11 |
28 |
2,649 |
+25 |
| Sep06 |
051129 |
169.60 |
169.60 |
166.45 |
166.45 |
-2.06 |
174 |
1,920 |
+24 |
| Oct06 |
051129 |
170.75 |
171.80 |
168.70 |
168.70 |
-2.01 |
28 |
502 |
+16 |
| Nov06 |
051129 |
173.40 |
174.50 |
171.10 |
171.10 |
-1.96 |
28 |
653 |
+18 |
| Total Volume and Open Interest |
65,340 |
184,843 |
+354 |
| Unleaded Gas(NYM) |
| Dec05 |
051129 |
142.50 |
144.70 |
139.00 |
139.51 |
-2.31 |
23,057 |
14,984 |
-9,342 |
| Jan06 |
051129 |
149.00 |
150.50 |
145.00 |
145.56 |
-2.13 |
25,357 |
68,253 |
+6,554 |
| Feb06 |
051129 |
153.50 |
154.50 |
149.50 |
150.11 |
-2.38 |
4,956 |
15,823 |
+1,125 |
| Mar06 |
051129 |
155.50 |
156.00 |
153.06 |
153.06 |
-2.13 |
2,059 |
12,990 |
+799 |
| Apr06 |
051129 |
162.91 |
162.91 |
162.91 |
162.91 |
-2.18 |
3,524 |
11,742 |
+2,578 |
| May06 |
051129 |
167.00 |
167.00 |
164.46 |
164.46 |
-2.08 |
2,750 |
8,651 |
+2,186 |
| Jun06 |
051129 |
168.50 |
168.50 |
165.61 |
165.61 |
-1.93 |
340 |
6,542 |
+27 |
| Jul06 |
051129 |
165.96 |
165.96 |
165.96 |
165.96 |
-1.88 |
15 |
2,851 |
+22 |
| Aug06 |
051129 |
168.50 |
168.50 |
165.66 |
165.66 |
-1.73 |
184 |
2,488 |
+136 |
| Sep06 |
051129 |
167.00 |
167.00 |
164.26 |
164.26 |
-1.58 |
629 |
2,210 |
+374 |
| Oct06 |
051129 |
156.06 |
156.06 |
156.06 |
156.06 |
-1.33 |
153 |
552 |
+123 |
| Nov06 |
051129 |
156.25 |
156.25 |
153.76 |
153.76 |
-1.13 |
204 |
302 |
+180 |
| Total Volume and Open Interest |
63,341 |
147,727 |
+4,836 |
| Natural Gas(NYM) |
| Jan06 |
051129 |
11.900 |
12.150 |
11.670 |
11.736 |
+0.102 |
35,451 |
100,748 |
+3,584 |
| Feb06 |
051129 |
12.030 |
12.200 |
11.800 |
11.841 |
+0.102 |
6,796 |
31,794 |
+664 |
| Mar06 |
051129 |
11.830 |
12.020 |
11.630 |
11.657 |
+0.103 |
11,721 |
60,150 |
+4,475 |
| Apr06 |
051129 |
10.200 |
10.230 |
10.000 |
10.017 |
+0.013 |
5,310 |
32,815 |
+543 |
| May06 |
051129 |
10.100 |
10.100 |
9.900 |
9.902 |
+0.013 |
3,388 |
25,273 |
+144 |
| Jun06 |
051129 |
10.100 |
10.100 |
9.937 |
9.937 |
+0.013 |
931 |
10,877 |
-134 |
| Jul06 |
051129 |
10.140 |
10.140 |
9.950 |
9.984 |
+0.015 |
518 |
15,664 |
+49 |
| Aug06 |
051129 |
10.180 |
10.180 |
10.025 |
10.025 |
+0.016 |
1,127 |
17,492 |
+205 |
| Sep06 |
051129 |
10.130 |
10.150 |
10.027 |
10.027 |
+0.018 |
370 |
14,881 |
+68 |
| Oct06 |
051129 |
10.150 |
10.150 |
10.075 |
10.075 |
+0.018 |
992 |
25,511 |
+242 |
| Nov06 |
051129 |
10.580 |
10.650 |
10.555 |
10.555 |
+0.018 |
305 |
11,320 |
+158 |
| Dec06 |
051129 |
11.080 |
11.090 |
11.035 |
11.035 |
+0.018 |
184 |
12,599 |
-36 |
| Jan07 |
051129 |
11.500 |
11.500 |
11.420 |
11.420 |
+0.018 |
737 |
13,415 |
-219 |
| Feb07 |
051129 |
11.368 |
11.368 |
11.368 |
11.368 |
+0.016 |
77 |
5,751 |
+7 |
| Mar07 |
051129 |
11.105 |
11.105 |
11.068 |
11.068 |
+0.016 |
1,097 |
10,951 |
-260 |
| Apr07 |
051129 |
9.050 |
9.050 |
8.938 |
8.938 |
-0.004 |
672 |
11,162 |
-337 |
| Total Volume and Open Interest |
102,523 |
536,144 |
-13,914 |
| Brent Crude Oil(ICE) |
| Jan06 |
051129 |
54.55 |
55.39 |
53.92 |
54.32 |
-0.56 |
59,046 |
100,078 |
+7,867 |
| Feb06 |
051129 |
55.40 |
56.22 |
54.80 |
55.15 |
-0.54 |
27,731 |
89,566 |
+3,416 |
| Mar06 |
051129 |
55.99 |
56.83 |
55.55 |
55.81 |
-0.48 |
15,411 |
28,915 |
+2,801 |
| Apr06 |
051129 |
56.27 |
57.19 |
56.18 |
56.28 |
-0.47 |
5,981 |
12,653 |
+150 |
| May06 |
051129 |
56.67 |
57.52 |
56.52 |
56.63 |
-0.46 |
2,714 |
8,712 |
+601 |
| Jun06 |
051129 |
57.11 |
57.79 |
56.84 |
56.92 |
-0.45 |
3,366 |
33,067 |
+597 |
| Jul06 |
051129 |
57.25 |
58.03 |
57.14 |
57.18 |
-0.44 |
1,127 |
5,690 |
+670 |
| Aug06 |
051129 |
57.24 |
57.37 |
57.24 |
57.37 |
-0.43 |
0 |
2,176 |
+0 |
| Sep06 |
051129 |
58.21 |
58.21 |
57.38 |
57.49 |
-0.42 |
338 |
7,107 |
+13 |
| Oct06 |
051129 |
57.71 |
57.99 |
57.56 |
57.56 |
-0.40 |
125 |
4,327 |
-100 |
| Nov06 |
051129 |
57.53 |
57.60 |
57.53 |
57.60 |
-0.38 |
13 |
3,735 |
-13 |
| Dec06 |
051129 |
57.65 |
58.30 |
57.55 |
57.62 |
-0.38 |
1,324 |
31,322 |
+366 |
| Jan07 |
051129 |
57.62 |
57.62 |
57.62 |
57.62 |
-0.35 |
0 |
2,948 |
+0 |
| Feb07 |
051129 |
57.60 |
57.60 |
57.60 |
57.60 |
-0.35 |
0 |
1,610 |
+0 |
| Total Volume and Open Interest |
118,246 |
375,069 |
+16,936 |
| Gas Oil(ICE) |
| Dec05 |
051129 |
493.50 |
504.50 |
489.50 |
496.75 |
+2.50 |
21,795 |
31,597 |
+695 |
| Jan06 |
051129 |
507.00 |
518.00 |
504.75 |
512.50 |
+2.75 |
18,817 |
71,523 |
+3,962 |
| Feb06 |
051129 |
514.00 |
526.50 |
514.00 |
521.50 |
+3.25 |
6,374 |
29,114 |
+1,045 |
| Mar06 |
051129 |
519.50 |
530.50 |
519.50 |
526.25 |
+3.50 |
2,686 |
17,268 |
+616 |
| Apr06 |
051129 |
524.00 |
532.25 |
523.00 |
528.00 |
+3.75 |
667 |
9,009 |
-475 |
| May06 |
051129 |
525.50 |
533.00 |
525.25 |
529.75 |
+4.50 |
1,121 |
3,415 |
+525 |
| Jun06 |
051129 |
526.50 |
534.25 |
526.50 |
531.25 |
+5.00 |
525 |
22,600 |
+199 |
| Jul06 |
051129 |
528.50 |
533.50 |
528.50 |
533.50 |
+5.00 |
0 |
949 |
+0 |
| Aug06 |
051129 |
535.75 |
535.75 |
535.75 |
535.75 |
+5.00 |
0 |
164 |
+0 |
| Sep06 |
051129 |
538.00 |
538.00 |
538.00 |
538.00 |
+5.25 |
0 |
1,567 |
+0 |
| Total Volume and Open Interest |
53,695 |
216,281 |
+8,105 |
| US Dollar Index(NYBOT) |
| Dec05 |
051129 |
91.11 |
91.89 |
91.08 |
91.59 |
+0.69 |
18,222 |
26,621 |
-7,674 |
| Mar06 |
051129 |
90.80 |
91.57 |
90.77 |
91.32 |
+0.70 |
150 |
2,779 |
+80 |
| Jun06 |
051129 |
91.04 |
91.04 |
91.04 |
91.04 |
+0.71 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
18,372 |
29,414 |
-7,594 |
| Australian Dollar(CME) |
| Dec05 |
051129 |
73.98 |
73.98 |
73.71 |
73.74 |
-0.51 |
3,469 |
78,693 |
-29 |
| Mar06 |
051129 |
73.74 |
73.74 |
73.55 |
73.55 |
-0.51 |
7 |
144 |
+4 |
| Jun06 |
051129 |
73.38 |
73.38 |
73.38 |
73.38 |
-0.51 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
3,476 |
78,928 |
-25 |
| British Pound(CME) |
| Dec05 |
051129 |
172.26 |
172.30 |
171.49 |
171.96 |
-1.30 |
11,976 |
88,915 |
-2,709 |
| Mar06 |
051129 |
172.30 |
172.30 |
171.65 |
171.92 |
-1.30 |
5,103 |
5,800 |
+5,146 |
| Jun06 |
051129 |
172.05 |
172.12 |
172.05 |
172.12 |
-1.30 |
4 |
6 |
-2 |
| Total Volume and Open Interest |
17,083 |
94,736 |
+2,435 |
| Canadian Dollar(CME) |
| Dec05 |
051129 |
85.63 |
85.78 |
85.44 |
85.65 |
-0.12 |
5,787 |
108,124 |
+2,598 |
| Mar06 |
051129 |
85.84 |
85.93 |
85.70 |
85.86 |
-0.12 |
2,365 |
5,328 |
+2,327 |
| Jun06 |
051129 |
85.90 |
86.10 |
85.90 |
86.09 |
-0.12 |
1 |
735 |
+5 |
| Sep06 |
051129 |
86.32 |
86.32 |
86.32 |
86.32 |
-0.12 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
8,154 |
114,461 |
+4,930 |
| Japanese Yen(CME) |
| Dec05 |
051129 |
84.02 |
84.05 |
83.74 |
83.84 |
-0.68 |
8,592 |
181,239 |
-4,245 |
| Mar06 |
051129 |
84.72 |
84.90 |
84.67 |
84.72 |
-0.68 |
1,677 |
24,131 |
+1,843 |
| Jun06 |
051129 |
85.77 |
85.77 |
85.77 |
85.77 |
-0.68 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
10,269 |
205,478 |
-2,401 |
| Swiss Franc(CME) |
| Dec05 |
051129 |
76.27 |
76.42 |
75.94 |
76.32 |
-0.58 |
7,421 |
96,984 |
-6,802 |
| Mar06 |
051129 |
76.88 |
76.93 |
76.65 |
76.93 |
-0.58 |
66 |
568 |
+79 |
| Jun06 |
051129 |
77.57 |
77.57 |
77.57 |
77.57 |
-0.58 |
0 |
20 |
-6 |
| Total Volume and Open Interest |
7,487 |
97,586 |
-6,735 |
| EuroFX(CME) |
| Dec05 |
051129 |
118.00 |
118.12 |
117.50 |
118.02 |
-0.85 |
10,687 |
179,226 |
+4,702 |
| Mar06 |
051129 |
118.55 |
118.55 |
118.12 |
118.55 |
-0.85 |
242 |
4,077 |
+45 |
| Jun06 |
051129 |
119.19 |
119.19 |
119.19 |
119.19 |
-0.85 |
7 |
1,605 |
+8 |
| Total Volume and Open Interest |
10,936 |
185,118 |
+4,755 |
| Mexican Peso(CME) |
| Dec05 |
051129 |
9450.0 |
9450.0 |
9420.0 |
9425.0 |
-20.0 |
5,629 |
110,908 |
+4,375 |
| Mar06 |
051129 |
9342.0 |
9342.0 |
9330.0 |
9330.0 |
-20.0 |
121 |
780 |
+133 |
| Total Volume and Open Interest |
6,121 |
132,679 |
+4,607 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051129 |
113~11 |
113~19 |
112~11 |
112~14 |
-0~29 |
467,566 |
379,018 |
-73,268 |
| Mar06 |
051129 |
113~05 |
113~12 |
112~03 |
112~06 |
-0~30 |
188,704 |
229,032 |
+88,585 |
| Jun06 |
051129 |
112~05 |
112~09 |
112~01 |
112~01 |
-0~30 |
6 |
848 |
+6 |
| Total Volume and Open Interest |
656,277 |
608,900 |
+15,324 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051129 |
109~130 |
109~170 |
108~270 |
108~285 |
-0~165 |
1,047,871 |
1,030,000 |
-240,291 |
| Mar06 |
051129 |
109~075 |
109~115 |
108~205 |
108~220 |
-0~175 |
467,697 |
675,095 |
+259,673 |
| Total Volume and Open Interest |
1,515,599 |
1,706,543 |
+19,393 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051129 |
106~185 |
106~185 |
106~050 |
106~065 |
-0~110 |
514,252 |
0 |
+0 |
| Mar06 |
051129 |
106~140 |
106~140 |
105~315 |
106~005 |
-0~130 |
215,882 |
0 |
+0 |
| Jun06 |
051129 |
106~110 |
106~110 |
105~300 |
105~300 |
-0~130 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
730,136 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec05 |
051129 |
102~104 |
102~104 |
102~085 |
102~085 |
-0~019 |
53,500 |
202,883 |
-65,932 |
| Mar06 |
051129 |
102~093 |
102~094 |
102~076 |
102~076 |
-0~016 |
48,695 |
139,454 |
+67,592 |
| Total Volume and Open Interest |
102,195 |
342,337 |
+1,660 |
| Eurodollars(CME) |
| Dec05 |
051129 |
95.512 |
95.512 |
95.503 |
95.507 |
-0.005 |
35,468 |
1,242,307 |
-21,708 |
| Mar06 |
051129 |
95.295 |
95.295 |
95.225 |
95.245 |
-0.045 |
29,022 |
1,183,412 |
-7,374 |
| Jun06 |
051129 |
95.230 |
95.235 |
95.140 |
95.150 |
-0.080 |
29,571 |
1,315,530 |
+8,992 |
| Sep06 |
051129 |
95.275 |
95.280 |
95.170 |
95.180 |
-0.085 |
63,933 |
919,977 |
+6,863 |
| Dec06 |
051129 |
95.315 |
95.315 |
95.220 |
95.225 |
-0.085 |
22,493 |
979,546 |
+10,728 |
| Mar07 |
051129 |
95.360 |
95.360 |
95.265 |
95.265 |
-0.090 |
17,788 |
854,179 |
+20,782 |
| Jun07 |
051129 |
95.355 |
95.355 |
95.260 |
95.260 |
-0.090 |
21,420 |
631,904 |
+10,616 |
| Sep07 |
051129 |
95.340 |
95.340 |
95.240 |
95.240 |
-0.090 |
18,374 |
357,736 |
+1,119 |
| Dec07 |
051129 |
95.315 |
95.315 |
95.210 |
95.210 |
-0.090 |
10,089 |
296,081 |
-1,279 |
| Mar08 |
051129 |
95.300 |
95.300 |
95.190 |
95.190 |
-0.095 |
11,299 |
256,434 |
+914 |
| Jun08 |
051129 |
95.270 |
95.270 |
95.160 |
95.160 |
-0.095 |
11,855 |
256,978 |
-1,759 |
| Sep08 |
051129 |
95.240 |
95.240 |
95.130 |
95.130 |
-0.095 |
9,730 |
215,915 |
-3,261 |
| Dec08 |
051129 |
95.200 |
95.200 |
95.085 |
95.090 |
-0.095 |
22,219 |
158,243 |
+7,362 |
| Mar09 |
051129 |
95.175 |
95.175 |
95.070 |
95.075 |
-0.095 |
3,067 |
132,443 |
+417 |
| Jun09 |
051129 |
95.145 |
95.145 |
95.040 |
95.045 |
-0.095 |
4,066 |
106,689 |
-281 |
| Sep09 |
051129 |
95.110 |
95.110 |
95.005 |
95.010 |
-0.095 |
3,064 |
101,257 |
+104 |
| Dec09 |
051129 |
95.070 |
95.070 |
94.965 |
94.970 |
-0.095 |
2,204 |
80,990 |
-790 |
| Mar10 |
051129 |
95.050 |
95.050 |
94.945 |
94.950 |
-0.095 |
2,434 |
52,857 |
-142 |
| Total Volume and Open Interest |
277,787 |
9,347,439 |
+11,068 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051129 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,938 |
6,449 |
-160 |
| Mar06 |
051129 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
1,538 |
6,053 |
+1,136 |
| Jun06 |
051129 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
30 |
7,820 |
+0 |
| Sep06 |
051129 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
39 |
6,349 |
+1,605 |
| Dec06 |
051129 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.01 |
0 |
7,134 |
-17 |
| Mar07 |
051129 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
2,151 |
+0 |
| Jun07 |
051129 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
2,742 |
+0 |
| Sep07 |
051129 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.01 |
0 |
683 |
+0 |
| Dec07 |
051129 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
0 |
38 |
+0 |
| Mar08 |
051129 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
0 |
51 |
+0 |
| Total Volume and Open Interest |
3,545 |
39,722 |
+2,564 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051129 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
650 |
83,384 |
-5,948 |
| Mar06 |
051129 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
3,844 |
64,845 |
-1,868 |
| Jun06 |
051129 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
1,410 |
63,444 |
+403 |
| Sep06 |
051129 |
99.69 |
99.70 |
99.69 |
99.69 |
unch |
4,162 |
35,272 |
-186 |
| Dec06 |
051129 |
99.60 |
99.60 |
99.59 |
99.59 |
unch |
1,498 |
48,142 |
+462 |
| Mar07 |
051129 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
175 |
28,735 |
+88 |
| Jun07 |
051129 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
218 |
17,534 |
+37 |
| Sep07 |
051129 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
145 |
2,621 |
+9 |
| Total Volume and Open Interest |
12,102 |
372,533 |
-7,003 |
| German Euro-Bund(EUREX) |
| Dec05 |
051129 |
120.67 |
120.83 |
120.00 |
120.13 |
-0.40 |
850,463 |
1,375,708 |
-70,272 |
| Mar06 |
051129 |
120.93 |
121.12 |
120.28 |
120.41 |
-0.40 |
68,914 |
130,850 |
+6,696 |
| Jun06 |
051129 |
119.58 |
119.58 |
119.58 |
119.58 |
-0.35 |
100 |
6 |
+0 |
| Total Volume and Open Interest |
919,477 |
1,506,564 |
-63,576 |
| German Euro-Bobl(EUREX) |
| Dec05 |
051111 |
112.18 |
112.21 |
112.10 |
112.15 |
+0.02 |
729,964 |
1,176,714 |
+12,406 |
| Mar06 |
051129 |
112.98 |
113.09 |
112.64 |
112.70 |
-0.22 |
35,058 |
77,774 |
+1,367 |
| Jun06 |
051129 |
112.06 |
112.06 |
112.06 |
112.06 |
-0.19 |
3,118 |
578 |
+0 |
| Total Volume and Open Interest |
524,892 |
1,134,665 |
-43,638 |
| Long Gilt(LIFFE) |
| Dec05 |
051129 |
113~08 |
113~14 |
112~28 |
112~30 |
-0~10 |
229,608 |
96,888 |
-92,105 |
| Mar06 |
051129 |
113~21 |
113~27 |
113~09 |
113~11 |
-0~11 |
185,545 |
162,467 |
+89,755 |
| Total Volume and Open Interest |
415,153 |
259,355 |
-2,350 |
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051129 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.01 |
5,726 |
278,573 |
-490 |
| Mar06 |
051129 |
95.45 |
95.45 |
95.45 |
95.45 |
-0.04 |
34,258 |
361,549 |
+2,091 |
| Jun06 |
051129 |
95.46 |
95.46 |
95.46 |
95.46 |
-0.05 |
31,444 |
318,227 |
+5,746 |
| Total Volume and Open Interest |
141,896 |
1,816,053 |
+3,457 |
| 3-Mth Euribor(LIFFE) |
| Dec05 |
051129 |
97.485 |
97.490 |
97.480 |
97.485 |
unch |
66,526 |
711,247 |
-6 |
| Mar06 |
051129 |
97.300 |
97.305 |
97.270 |
97.280 |
-0.015 |
93,991 |
689,173 |
+8,665 |
| Jun06 |
051129 |
97.180 |
97.185 |
97.125 |
97.140 |
-0.030 |
83,901 |
612,550 |
+7,397 |
| Total Volume and Open Interest |
467,959 |
3,710,736 |
+957 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
051129 |
94.39 |
94.39 |
94.38 |
94.39 |
unch |
260 |
66,475 |
-5,278 |
| Mar06 |
051129 |
94.40 |
94.41 |
94.39 |
94.41 |
+0.01 |
9,069 |
161,794 |
+5,876 |
| Jun06 |
051129 |
94.39 |
94.40 |
94.39 |
94.40 |
unch |
4,239 |
89,596 |
+1,967 |
| Sep06 |
051129 |
94.38 |
94.39 |
94.37 |
94.39 |
+0.01 |
555 |
34,135 |
+312 |
| Dec06 |
051129 |
94.35 |
94.36 |
94.34 |
94.36 |
+0.01 |
614 |
36,558 |
+643 |
| Mar07 |
051129 |
94.32 |
94.32 |
94.32 |
94.32 |
+0.01 |
315 |
18,732 |
+300 |
| Jun07 |
051129 |
94.26 |
94.27 |
94.26 |
94.27 |
+0.01 |
2 |
35,603 |
+0 |
| Sep07 |
051129 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.01 |
0 |
9,099 |
+0 |
| Dec07 |
051129 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.01 |
0 |
4,505 |
+0 |
| Mar08 |
051129 |
94.19 |
94.19 |
94.19 |
94.19 |
+0.01 |
0 |
2,451 |
+0 |
| Total Volume and Open Interest |
15,054 |
461,082 |
+3,820 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051129 |
94.64 |
94.64 |
94.61 |
94.64 |
+0.02 |
17,649 |
302,571 |
+4,671 |
| Mar06 |
051129 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
17,649 |
302,571 |
+4,671 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051129 |
94.70 |
94.71 |
94.68 |
94.71 |
+0.01 |
34,279 |
378,145 |
-2,215 |
| Mar06 |
051129 |
94.71 |
94.71 |
94.71 |
94.71 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
34,279 |
378,145 |
-2,215 |
| Gold(CMX) |
| Dec05 |
051129 |
495.3 |
499.5 |
495.0 |
499.1 |
+0.8 |
109,050 |
46,035 |
-71,381 |
| Feb06 |
051129 |
500.0 |
504.2 |
499.3 |
503.5 |
+0.9 |
97,698 |
234,140 |
+69,255 |
| Apr06 |
051129 |
505.0 |
508.5 |
504.5 |
507.9 |
+1.0 |
2,370 |
8,780 |
+787 |
| Jun06 |
051129 |
507.0 |
513.0 |
507.0 |
512.2 |
+1.1 |
915 |
18,541 |
+791 |
| Aug06 |
051129 |
516.5 |
516.5 |
516.5 |
516.5 |
+1.1 |
7 |
2,362 |
-2 |
| Oct06 |
051129 |
520.8 |
520.8 |
520.8 |
520.8 |
+1.1 |
121 |
5,292 |
-35 |
| Dec06 |
051129 |
522.5 |
526.0 |
521.2 |
525.1 |
+1.1 |
1,100 |
10,440 |
+1,103 |
| Feb07 |
051129 |
529.4 |
529.4 |
529.4 |
529.4 |
+1.1 |
9 |
5,509 |
+9 |
| Apr07 |
051129 |
533.7 |
533.7 |
533.7 |
533.7 |
+1.2 |
0 |
1,328 |
+0 |
| Jun07 |
051129 |
537.9 |
537.9 |
537.9 |
537.9 |
+1.2 |
511 |
6,758 |
+510 |
| Aug07 |
051129 |
542.2 |
542.2 |
542.2 |
542.2 |
+1.3 |
10 |
48 |
+28 |
| Total Volume and Open Interest |
212,848 |
352,470 |
+1,867 |
| Silver(CMX) |
| Dec05 |
051129 |
829.5 |
834.5 |
823.0 |
829.6 |
-5.7 |
23,826 |
19,252 |
-28,377 |
| Mar06 |
051129 |
840.0 |
845.0 |
833.5 |
840.5 |
-5.2 |
28,073 |
95,715 |
+23,828 |
| May06 |
051129 |
847.0 |
850.0 |
841.5 |
845.5 |
-4.9 |
151 |
2,942 |
+193 |
| Jul06 |
051129 |
852.0 |
854.5 |
845.0 |
849.9 |
-4.9 |
246 |
8,997 |
+261 |
| Sep06 |
051129 |
854.2 |
854.2 |
854.2 |
854.2 |
-4.9 |
175 |
3,391 |
+167 |
| Dec06 |
051129 |
862.0 |
863.0 |
855.0 |
859.2 |
-4.3 |
373 |
10,598 |
+31 |
| Mar07 |
051129 |
864.3 |
864.3 |
864.3 |
864.3 |
-4.3 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
52,902 |
145,740 |
-3,958 |
| Platinum(NYM) |
| Jan06 |
051129 |
1001.0 |
1003.5 |
997.0 |
1003.2 |
+2.1 |
1,894 |
12,908 |
-341 |
| Apr06 |
051129 |
1004.0 |
1005.2 |
1004.0 |
1005.2 |
+4.1 |
48 |
245 |
+3 |
| Total Volume and Open Interest |
1,942 |
13,153 |
-338 |
| Palladium(NYME) |
| Dec05 |
051129 |
258.50 |
264.95 |
258.50 |
263.40 |
+0.70 |
4,273 |
3,931 |
-3,244 |
| Mar06 |
051129 |
262.50 |
270.00 |
262.50 |
268.10 |
+1.20 |
4,486 |
11,774 |
+4,037 |
| Jun06 |
051129 |
271.00 |
271.00 |
270.10 |
270.10 |
+1.20 |
2 |
45 |
+1 |
| Total Volume and Open Interest |
8,761 |
15,777 |
+796 |
| Copper(CMX) |
| Dec05 |
051129 |
201.80 |
204.80 |
201.50 |
204.05 |
+2.45 |
9,819 |
14,093 |
-10,455 |
| Mar06 |
051129 |
190.60 |
192.70 |
189.90 |
191.15 |
+0.05 |
14,819 |
72,743 |
+6,812 |
| May06 |
051129 |
184.80 |
186.50 |
184.40 |
185.05 |
+0.25 |
424 |
5,483 |
+458 |
| Jul06 |
051129 |
178.95 |
178.95 |
178.95 |
178.95 |
+0.15 |
16 |
3,992 |
+8 |
| Sep06 |
051129 |
173.05 |
173.05 |
173.05 |
173.05 |
+0.15 |
17 |
2,093 |
-5 |
| Total Volume and Open Interest |
26,398 |
109,441 |
-4,189 |
| Aluminum(CMX) |
| Dec05 |
051129 |
97.95 |
97.95 |
97.95 |
97.95 |
+0.30 |
677 |
1,359 |
-165 |
| Jan06 |
051129 |
98.70 |
98.70 |
98.70 |
98.70 |
+0.25 |
829 |
1,123 |
+975 |
| Feb06 |
051129 |
98.45 |
98.45 |
98.45 |
98.45 |
+0.30 |
0 |
70 |
+0 |
| Mar06 |
051129 |
98.20 |
98.20 |
98.20 |
98.20 |
+0.35 |
0 |
70 |
+0 |
| Apr06 |
051129 |
97.80 |
97.80 |
97.80 |
97.80 |
+0.40 |
0 |
50 |
+0 |
| May06 |
051129 |
97.40 |
97.40 |
97.40 |
97.40 |
+0.45 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
1,506 |
2,821 |
+807 |
| DJIA Index(CBOT) |
| Dec05 |
051129 |
10958 |
10978 |
10905 |
10909 |
-14 |
5,125 |
36,330 |
-259 |
| Mar06 |
051129 |
11015 |
11020 |
10960 |
10963 |
-14 |
1,275 |
2,103 |
+1,015 |
| Jun06 |
051129 |
10996 |
10996 |
10996 |
10996 |
-14 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
6,400 |
38,443 |
+756 |
| S & P 500(CME) |
| Dec05 |
051129 |
1264.80 |
1267.80 |
1259.00 |
1259.30 |
-1.60 |
42,736 |
591,842 |
-14,267 |
| Mar06 |
051129 |
1272.50 |
1275.70 |
1267.30 |
1267.40 |
-1.60 |
20,175 |
62,979 |
+15,762 |
| Jun06 |
051129 |
1276.70 |
1276.70 |
1276.70 |
1276.70 |
-1.50 |
324 |
3,713 |
+25 |
| Sep06 |
051129 |
1286.20 |
1286.20 |
1286.20 |
1286.20 |
-1.30 |
181 |
797 |
+121 |
| Total Volume and Open Interest |
63,416 |
659,373 |
+1,641 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
051129 |
1260.75 |
1268.00 |
1258.75 |
1259.25 |
-1.75 |
791,851 |
1,146,661 |
-2,153 |
| Mar06 |
051129 |
1269.00 |
1275.75 |
1267.25 |
1267.50 |
-1.50 |
9,594 |
75,917 |
+8,066 |
| Total Volume and Open Interest |
801,445 |
1,222,578 |
+5,913 |
| NASDAQ 100(CME) |
| Dec05 |
051129 |
1697.50 |
1701.50 |
1679.50 |
1681.00 |
-11.50 |
8,921 |
57,945 |
-859 |
| Mar06 |
051129 |
1706.50 |
1706.50 |
1697.50 |
1697.50 |
-11.50 |
3 |
58 |
+3 |
| Jun06 |
051129 |
1712.00 |
1712.00 |
1712.00 |
1712.00 |
-11.50 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
8,924 |
58,020 |
-856 |
| NASDAQ 100 E-Mini(Globex) |
| Dec05 |
051129 |
1691.50 |
1701.50 |
1679.50 |
1681.00 |
-11.50 |
233,991 |
415,576 |
-10,129 |
| Mar06 |
051129 |
1710.50 |
1717.50 |
1697.50 |
1697.50 |
-11.50 |
154 |
575 |
+49 |
| Total Volume and Open Interest |
234,145 |
416,151 |
-10,080 |
| S & P Midcap 400(CME) |
| Dec05 |
051129 |
734.30 |
739.25 |
733.20 |
735.40 |
+2.00 |
227 |
12,969 |
+8 |
| Mar06 |
051129 |
741.15 |
741.15 |
741.15 |
741.15 |
+2.15 |
|
|
|
| Jun06 |
051129 |
744.15 |
744.15 |
744.15 |
744.15 |
+2.15 |
|
|
|
| Total Volume and Open Interest |
493 |
12,924 |
-45 |
| Russell 2000(CME) |
| Dec05 |
051129 |
675.00 |
679.25 |
672.25 |
675.30 |
+1.30 |
1,531 |
36,594 |
-422 |
| Mar06 |
051129 |
679.50 |
682.00 |
679.50 |
679.75 |
+1.35 |
410 |
485 |
+450 |
| Jun06 |
051129 |
683.75 |
683.75 |
683.75 |
683.75 |
+1.35 |
|
|
|
| Total Volume and Open Interest |
1,941 |
37,084 |
+28 |
| Russell 2000 E-Mini(Globex) |
| Dec05 |
051129 |
674.00 |
679.40 |
672.20 |
675.30 |
+1.30 |
114,340 |
296,573 |
+5,892 |
| Mar06 |
051129 |
680.70 |
683.70 |
676.50 |
679.80 |
+1.40 |
1,097 |
2,665 |
+452 |
| Total Volume and Open Interest |
115,437 |
299,238 |
+6,344 |
| Value Line(KCBT) |
| Dec05 |
051129 |
1909.00 |
1921.50 |
1903.50 |
1909.50 |
+2.50 |
99 |
170 |
-4 |
| Total Volume and Open Interest |
102 |
189 |
+7 |
| Nikkei 225(CME) |
| Dec05 |
051129 |
14875 |
15000 |
14860 |
14920 |
-50 |
43,998 |
252,427 |
+2,127 |
| Mar06 |
051129 |
14870 |
14985 |
14860 |
14920 |
-60 |
395 |
4,821 |
+2,059 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
051129 |
14875 |
15000 |
14860 |
14920 |
-50 |
43,998 |
252,427 |
+2,127 |
| Mar06 |
051129 |
14870 |
14985 |
14860 |
14920 |
-60 |
395 |
4,821 |
+2,059 |
| Jun06 |
051129 |
14855 |
14855 |
14855 |
14855 |
-60 |
|
|
|
| Total Volume and Open Interest |
44,396 |
257,389 |
+4,186 |
| CAC 40(MATIF) |
| Nov05 |
051118 |
4548.5 |
4575.5 |
4547.5 |
4555.0 |
+34.5 |
277,432 |
385,171 |
-43,597 |
| Dec05 |
051129 |
4574.0 |
4612.5 |
4562.5 |
4590.5 |
+8.5 |
63,876 |
441,244 |
+21,443 |
| Jan06 |
051129 |
4582.0 |
4621.5 |
4573.5 |
4600.0 |
+8.5 |
1,334 |
3,065 |
+833 |
| Total Volume and Open Interest |
65,240 |
449,444 |
+22,268 |
| Hang Seng Index(HKFE) |
| Nov05 |
051129 |
15086 |
15092 |
14976 |
14991 |
-133 |
49,678 |
57,877 |
-24,053 |
| Dec05 |
051129 |
15130 |
15131 |
15001 |
15070 |
-88 |
44,081 |
55,202 |
+24,256 |
| Total Volume and Open Interest |
93,797 |
113,911 |
+208 |
| DAX Index(EUREX) |
| Dec05 |
051129 |
5175.0 |
5226.5 |
5161.0 |
5195.5 |
+14.0 |
138,499 |
230,365 |
+6,127 |
| Mar06 |
051129 |
5207.0 |
5257.0 |
5195.0 |
5228.0 |
+14.0 |
935 |
10,949 |
+330 |
| Jun06 |
051129 |
5242.0 |
5291.0 |
5230.5 |
5264.0 |
+14.5 |
860 |
4,318 |
+244 |
| Total Volume and Open Interest |
140,294 |
245,632 |
+6,701 |
| FT-SE 100(LIFFE) |
| Dec05 |
051129 |
5488.00 |
5519.50 |
5463.50 |
5499.00 |
+9.00 |
64,278 |
471,467 |
+1,597 |
| Mar06 |
051129 |
5489.00 |
5519.50 |
5476.00 |
5508.50 |
+8.50 |
6,710 |
35,518 |
+3,593 |
| Jun06 |
051129 |
5505.00 |
5531.50 |
5505.00 |
5519.50 |
+9.00 |
0 |
13,834 |
+0 |
| Total Volume and Open Interest |
70,988 |
521,569 |
+5,190 |
| SPI 200(SFE) |
| Dec05 |
051129 |
4666.0 |
4669.0 |
4629.0 |
4649.0 |
-36.0 |
10,986 |
189,994 |
+1,262 |
| Mar06 |
051129 |
4657.0 |
4657.0 |
4640.0 |
4651.0 |
-36.0 |
88 |
5,303 |
+0 |
| Jun06 |
051129 |
4678.0 |
4678.0 |
4678.0 |
4678.0 |
-36.0 |
6 |
3,149 |
+0 |
| Total Volume and Open Interest |
11,080 |
201,279 |
+1,262 |
| GSCI(CME) |
| Dec05 |
051129 |
413.25 |
414.50 |
407.80 |
408.00 |
-1.60 |
322 |
17,304 |
+11 |
| Jan06 |
051129 |
412.50 |
412.50 |
412.50 |
412.50 |
-1.50 |
141 |
141 |
+139 |
| Feb06 |
051129 |
414.00 |
414.00 |
414.00 |
414.00 |
-0.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
463 |
17,446 |
+150 |
| Reuters CRB Index(NYBOT) |
| Jan06 |
051129 |
331.75 |
331.95 |
331.50 |
331.50 |
+0.25 |
10 |
569 |
-3 |
| Feb06 |
051129 |
328.75 |
328.75 |
328.75 |
328.75 |
+0.75 |
8 |
8 |
-4 |
| Apr06 |
051129 |
329.75 |
329.75 |
329.75 |
329.75 |
+0.75 |
0 |
413 |
+0 |
| Total Volume and Open Interest |
18 |
990 |
+983 |
|
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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