|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon December 05, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan06 |
051205 |
566.00 |
575.50 |
563.50 |
573.25 |
+10.50 |
31,573 |
152,181 |
-3,093 |
| Mar06 |
051205 |
572.50 |
580.75 |
571.00 |
579.50 |
+9.00 |
12,949 |
57,771 |
+2,954 |
| May06 |
051205 |
577.50 |
584.75 |
576.50 |
583.50 |
+8.75 |
2,430 |
25,955 |
+171 |
| Jul06 |
051205 |
584.00 |
589.50 |
582.00 |
588.25 |
+8.25 |
2,108 |
31,772 |
-115 |
| Aug06 |
051205 |
587.00 |
591.50 |
585.50 |
590.25 |
+9.25 |
82 |
2,798 |
+5 |
| Sep06 |
051205 |
587.00 |
591.00 |
587.00 |
590.50 |
+8.50 |
3 |
1,451 |
+2 |
| Nov06 |
051205 |
591.00 |
594.50 |
588.50 |
593.75 |
+6.75 |
336 |
15,255 |
-41 |
| Total Volume and Open Interest |
49,732 |
288,700 |
-12 |
| Soybean Meal(CBOT) |
| Dec05 |
051205 |
174.00 |
177.00 |
172.70 |
175.60 |
+1.80 |
3,619 |
5,866 |
-1,030 |
| Jan06 |
051205 |
174.30 |
176.80 |
172.60 |
175.40 |
+1.70 |
11,916 |
43,953 |
+706 |
| Mar06 |
051205 |
175.00 |
178.00 |
173.90 |
176.40 |
+1.60 |
4,426 |
34,485 |
+831 |
| May06 |
051205 |
176.50 |
178.80 |
175.50 |
177.70 |
+2.40 |
2,424 |
21,219 |
+290 |
| Jul06 |
051205 |
178.50 |
180.70 |
177.50 |
179.80 |
+2.40 |
2,366 |
20,729 |
+27 |
| Aug06 |
051205 |
179.50 |
181.50 |
179.00 |
181.00 |
+3.00 |
307 |
5,153 |
+64 |
| Sep06 |
051205 |
181.00 |
182.50 |
179.50 |
181.20 |
+3.20 |
269 |
4,886 |
+30 |
| Oct06 |
051205 |
181.00 |
181.00 |
179.50 |
180.70 |
+2.40 |
178 |
2,746 |
+60 |
| Total Volume and Open Interest |
25,791 |
144,897 |
+990 |
| Soybean Oil(CBOT) |
| Dec05 |
051205 |
21.30 |
21.73 |
21.30 |
21.66 |
+0.37 |
2,153 |
1,895 |
-966 |
| Jan06 |
051205 |
21.65 |
22.02 |
21.65 |
21.91 |
+0.35 |
14,893 |
72,153 |
-3,212 |
| Mar06 |
051205 |
21.96 |
22.35 |
21.96 |
22.24 |
+0.33 |
7,374 |
48,457 |
+4,342 |
| May06 |
051205 |
22.25 |
22.60 |
22.25 |
22.54 |
+0.34 |
1,222 |
18,615 |
+346 |
| Jul06 |
051205 |
22.55 |
22.85 |
22.55 |
22.79 |
+0.27 |
960 |
24,587 |
+341 |
| Aug06 |
051205 |
22.82 |
22.87 |
22.82 |
22.87 |
+0.27 |
24 |
2,930 |
+6 |
| Sep06 |
051205 |
22.80 |
22.96 |
22.80 |
22.96 |
+0.28 |
17 |
3,041 |
+6 |
| Oct06 |
051205 |
23.00 |
23.08 |
23.00 |
23.08 |
+0.25 |
39 |
1,610 |
+16 |
| Total Volume and Open Interest |
26,944 |
184,803 |
+913 |
| Canola(WCE) |
| Jan06 |
051205 |
244.9 |
247.7 |
244.7 |
246.3 |
+0.8 |
8,502 |
49,539 |
-5,080 |
| Mar06 |
051205 |
253.0 |
255.0 |
252.3 |
253.5 |
+0.4 |
4,317 |
17,129 |
+1,783 |
| May06 |
051205 |
259.3 |
261.8 |
259.3 |
260.9 |
+0.1 |
426 |
3,368 |
-146 |
| Jul06 |
051205 |
265.3 |
269.5 |
265.3 |
268.8 |
-0.7 |
342 |
3,136 |
+36 |
| 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 |
051205 |
190.25 |
194.75 |
189.50 |
193.50 |
+3.75 |
16,522 |
9,762 |
-4,810 |
| Mar06 |
051205 |
203.50 |
208.25 |
203.25 |
206.75 |
+3.50 |
38,304 |
482,891 |
-4,157 |
| May06 |
051205 |
212.00 |
217.00 |
212.00 |
215.50 |
+3.75 |
7,233 |
75,400 |
+298 |
| Jul06 |
051205 |
220.00 |
225.00 |
220.00 |
223.75 |
+3.75 |
4,371 |
90,040 |
-308 |
| Sep06 |
051205 |
229.50 |
233.00 |
229.25 |
231.75 |
+3.75 |
426 |
17,092 |
+106 |
| Dec06 |
051205 |
239.00 |
245.00 |
239.00 |
242.75 |
+3.75 |
2,616 |
79,704 |
+345 |
| Total Volume and Open Interest |
70,032 |
768,336 |
-8,233 |
| Wheat(CBOT) |
| Dec05 |
051205 |
304.00 |
308.50 |
303.00 |
304.50 |
+1.00 |
2,562 |
1,785 |
-872 |
| Mar06 |
051205 |
318.00 |
324.50 |
318.00 |
320.25 |
+0.50 |
16,065 |
218,911 |
-150 |
| May06 |
051205 |
328.50 |
334.00 |
328.00 |
329.50 |
+0.75 |
210 |
11,420 |
-19 |
| Jul06 |
051205 |
337.00 |
343.00 |
336.50 |
338.50 |
+1.25 |
2,382 |
38,593 |
-112 |
| Sep06 |
051205 |
345.75 |
349.50 |
345.75 |
347.00 |
+1.50 |
83 |
2,810 |
+5 |
| Total Volume and Open Interest |
22,094 |
292,755 |
-1,103 |
| Wheat(KCBT) |
| Dec05 |
051205 |
367.00 |
370.50 |
366.50 |
367.00 |
+1.00 |
808 |
850 |
-429 |
| Mar06 |
051205 |
372.00 |
374.50 |
370.00 |
370.75 |
+0.50 |
10,295 |
67,943 |
+776 |
| May06 |
051205 |
361.00 |
364.75 |
359.50 |
359.75 |
+0.75 |
1,067 |
10,148 |
+198 |
| Jul06 |
051205 |
356.00 |
359.75 |
355.00 |
355.00 |
unch |
2,226 |
31,336 |
+314 |
| Sep06 |
051205 |
360.00 |
363.00 |
357.00 |
358.00 |
unch |
54 |
2,876 |
+14 |
| Total Volume and Open Interest |
14,583 |
115,223 |
+799 |
| Wheat(MGE) |
| Dec05 |
051205 |
370.00 |
372.00 |
369.00 |
369.00 |
-2.50 |
105 |
778 |
-44 |
| Mar06 |
051205 |
374.00 |
378.00 |
374.00 |
374.50 |
-0.50 |
3,084 |
23,052 |
-136 |
| May06 |
051205 |
374.00 |
376.00 |
372.50 |
372.75 |
-0.25 |
268 |
2,756 |
+55 |
| Jul06 |
051205 |
369.00 |
372.00 |
369.00 |
370.00 |
+0.75 |
56 |
9,338 |
-17 |
| Sep06 |
051205 |
365.00 |
370.00 |
365.00 |
367.50 |
+3.00 |
137 |
3,049 |
+6 |
| Total Volume and Open Interest |
3,760 |
40,331 |
-85 |
| Oats(CBOT) |
| Dec05 |
051205 |
207.00 |
211.00 |
207.00 |
210.00 |
+6.00 |
363 |
289 |
-324 |
| Mar06 |
051205 |
191.50 |
196.00 |
191.25 |
195.75 |
+5.00 |
1,579 |
8,019 |
+169 |
| May06 |
051205 |
188.50 |
192.00 |
188.50 |
192.00 |
+5.50 |
68 |
315 |
+53 |
| Jul06 |
051205 |
185.00 |
185.00 |
183.50 |
185.00 |
+1.00 |
9 |
92 |
+2 |
| Total Volume and Open Interest |
2,019 |
8,758 |
-100 |
| Rough Rice(CBOT) |
| Jan06 |
051205 |
7.37 |
7.75 |
7.34 |
7.68 |
+0.28 |
598 |
4,837 |
-13 |
| Mar06 |
051205 |
7.66 |
8.00 |
7.61 |
7.93 |
+0.26 |
151 |
2,871 |
+89 |
| May06 |
051205 |
8.00 |
8.16 |
8.00 |
8.16 |
+0.27 |
30 |
297 |
+18 |
| Jul06 |
051205 |
8.18 |
8.40 |
8.18 |
8.40 |
+0.26 |
3 |
35 |
+2 |
| Total Volume and Open Interest |
783 |
8,103 |
+96 |
| Live Cattle(CME) |
| Dec05 |
051205 |
92.950 |
93.325 |
92.750 |
92.850 |
-0.175 |
8,133 |
19,577 |
-5,274 |
| Feb06 |
051205 |
95.900 |
96.250 |
95.550 |
95.750 |
-0.075 |
14,936 |
119,229 |
-557 |
| Apr06 |
051205 |
93.350 |
94.000 |
93.300 |
93.800 |
+0.325 |
4,808 |
32,420 |
+1,020 |
| Jun06 |
051205 |
87.100 |
87.550 |
87.000 |
87.375 |
+0.175 |
1,808 |
14,304 |
+171 |
| Aug06 |
051205 |
86.250 |
86.600 |
86.150 |
86.375 |
+0.125 |
1,009 |
5,522 |
+189 |
| Oct06 |
051205 |
87.400 |
87.625 |
87.400 |
87.550 |
+0.050 |
192 |
2,248 |
+107 |
| Total Volume and Open Interest |
31,064 |
194,567 |
-4,248 |
| Feeder Cattle(CME) |
| Jan06 |
051205 |
116.400 |
116.975 |
116.200 |
116.375 |
-0.300 |
1,173 |
18,425 |
-196 |
| Mar06 |
051205 |
114.800 |
115.325 |
114.600 |
114.925 |
-0.075 |
821 |
6,437 |
+105 |
| Apr06 |
051205 |
112.800 |
113.400 |
112.800 |
113.100 |
-0.125 |
312 |
1,733 |
+111 |
| May06 |
051205 |
112.150 |
112.450 |
112.050 |
112.450 |
unch |
101 |
1,868 |
+8 |
| Aug06 |
051205 |
112.200 |
112.650 |
112.200 |
112.600 |
-0.150 |
114 |
1,067 |
+24 |
| Sep06 |
051205 |
111.200 |
111.200 |
111.200 |
111.200 |
unch |
3 |
118 |
+0 |
| Oct06 |
051205 |
110.500 |
110.500 |
110.500 |
110.500 |
unch |
1 |
25 |
+1 |
| Total Volume and Open Interest |
2,526 |
29,675 |
+54 |
| Lean Hogs(CME) |
| Dec05 |
051205 |
62.850 |
63.050 |
62.500 |
63.000 |
+0.200 |
6,219 |
12,863 |
-2,286 |
| Feb06 |
051205 |
66.450 |
66.525 |
65.750 |
66.325 |
+0.100 |
14,744 |
76,320 |
-427 |
| Apr06 |
051205 |
69.050 |
69.400 |
68.450 |
69.300 |
+0.400 |
4,458 |
20,536 |
+164 |
| May06 |
051205 |
69.900 |
70.700 |
69.700 |
70.700 |
+0.475 |
365 |
3,642 |
+174 |
| Jun06 |
051205 |
72.675 |
72.900 |
71.950 |
72.825 |
+0.150 |
1,019 |
9,837 |
+20 |
| Jul06 |
051205 |
69.500 |
69.600 |
69.000 |
69.500 |
unch |
266 |
3,168 |
+40 |
| Aug06 |
051205 |
65.700 |
65.900 |
65.500 |
65.900 |
+0.200 |
79 |
1,457 |
+41 |
| Oct06 |
051205 |
57.200 |
57.900 |
57.100 |
57.900 |
+0.400 |
10 |
559 |
-1 |
| Total Volume and Open Interest |
27,163 |
128,557 |
-2,274 |
| Pork Bellies(CME) |
| Feb06 |
051205 |
88.775 |
89.550 |
88.400 |
89.025 |
+0.250 |
225 |
1,168 |
+35 |
| Mar06 |
051205 |
88.000 |
89.200 |
88.000 |
88.000 |
+0.200 |
5 |
124 |
+5 |
| May06 |
051205 |
88.800 |
88.800 |
88.800 |
88.800 |
unch |
3 |
98 |
+1 |
| Jul06 |
051205 |
92.500 |
92.500 |
92.500 |
92.500 |
unch |
0 |
26 |
+0 |
| Aug06 |
051205 |
93.400 |
93.400 |
93.400 |
93.400 |
+0.100 |
10 |
17 |
-10 |
| Total Volume and Open Interest |
243 |
1,433 |
+31 |
| Class III Milk(CME) |
| Dec05 |
051205 |
13.33 |
13.35 |
13.33 |
13.35 |
+0.05 |
206 |
2,196 |
+20 |
| Jan06 |
051205 |
12.90 |
13.05 |
12.90 |
12.93 |
+0.06 |
91 |
1,952 |
-4 |
| Feb06 |
051205 |
12.52 |
12.60 |
12.52 |
12.54 |
+0.02 |
122 |
1,726 |
+18 |
| Mar06 |
051205 |
12.50 |
12.55 |
12.50 |
12.53 |
+0.05 |
24 |
1,627 |
-3 |
| Apr06 |
051205 |
12.43 |
12.45 |
12.43 |
12.45 |
+0.03 |
10 |
1,556 |
+5 |
| Total Volume and Open Interest |
530 |
18,990 |
+62 |
| Cocoa(NYBOT) |
| Dec05 |
051205 |
1445 |
1450 |
1433 |
1433 |
-40 |
66 |
1,130 |
-67 |
| Mar06 |
051205 |
1448 |
1460 |
1435 |
1440 |
-38 |
10,777 |
54,554 |
-2,425 |
| May06 |
051205 |
1468 |
1479 |
1453 |
1460 |
-38 |
511 |
13,960 |
+137 |
| Jul06 |
051205 |
1493 |
1500 |
1480 |
1480 |
-38 |
283 |
11,715 |
-26 |
| Sep06 |
051205 |
1516 |
1516 |
1500 |
1500 |
-37 |
294 |
11,646 |
+257 |
| Dec06 |
051205 |
1530 |
1542 |
1526 |
1526 |
-40 |
35 |
10,173 |
+10 |
| Mar07 |
051205 |
1554 |
1554 |
1554 |
1554 |
-36 |
261 |
11,107 |
-119 |
| Total Volume and Open Interest |
12,247 |
119,913 |
-2,238 |
| Coffee "C"(NYBOT) |
| Dec05 |
051205 |
92.00 |
92.00 |
91.30 |
91.85 |
+1.10 |
128 |
232 |
-12 |
| Mar06 |
051205 |
95.25 |
96.20 |
94.00 |
95.85 |
+1.10 |
9,402 |
59,092 |
+913 |
| May06 |
051205 |
97.40 |
98.25 |
96.30 |
98.00 |
+1.05 |
1,374 |
9,730 |
+333 |
| Jul06 |
051205 |
99.45 |
99.90 |
98.10 |
99.80 |
+1.05 |
394 |
4,369 |
+67 |
| Sep06 |
051205 |
101.25 |
101.50 |
99.70 |
101.50 |
+1.10 |
170 |
2,484 |
+106 |
| Dec06 |
051205 |
103.40 |
104.25 |
102.60 |
104.25 |
+1.25 |
80 |
1,568 |
+41 |
| Total Volume and Open Interest |
11,549 |
78,730 |
+1,448 |
| Orange Juice(NYBOT) |
| Jan06 |
051205 |
125.50 |
125.50 |
120.50 |
120.55 |
-5.95 |
3,026 |
23,111 |
+303 |
| Mar06 |
051205 |
127.00 |
127.50 |
122.30 |
122.60 |
-5.80 |
1,303 |
9,281 |
+266 |
| May06 |
051205 |
127.30 |
127.30 |
124.20 |
124.20 |
-5.00 |
62 |
1,612 |
+25 |
| Jul06 |
051205 |
125.10 |
125.10 |
125.10 |
125.10 |
-5.00 |
218 |
735 |
+162 |
| Sep06 |
051205 |
125.90 |
125.90 |
125.90 |
125.90 |
-5.00 |
0 |
441 |
+0 |
| Total Volume and Open Interest |
4,631 |
35,490 |
+776 |
| Sugar #11(NYBOT) |
| Mar06 |
051205 |
12.98 |
13.29 |
12.97 |
13.26 |
+0.40 |
32,938 |
299,178 |
+629 |
| May06 |
051205 |
12.89 |
13.25 |
12.89 |
13.22 |
+0.43 |
10,001 |
75,241 |
-545 |
| Jul06 |
051205 |
12.62 |
12.94 |
12.62 |
12.93 |
+0.44 |
3,563 |
48,564 |
-226 |
| Oct06 |
051205 |
12.56 |
12.85 |
12.55 |
12.85 |
+0.41 |
4,181 |
33,309 |
+1,398 |
| Mar07 |
051205 |
12.57 |
12.80 |
12.53 |
12.80 |
+0.39 |
3,853 |
32,299 |
+870 |
| Total Volume and Open Interest |
56,857 |
508,319 |
+2,563 |
| Sugar #14(NYBOT) |
| Jan06 |
051205 |
21.50 |
22.35 |
21.50 |
22.25 |
+0.90 |
6 |
1,699 |
+0 |
| Mar06 |
051205 |
21.40 |
21.90 |
21.40 |
21.90 |
+0.59 |
32 |
3,134 |
+20 |
| May06 |
051205 |
21.60 |
21.77 |
21.60 |
21.77 |
+0.57 |
2 |
3,058 |
+2 |
| Jul06 |
051205 |
21.80 |
22.00 |
21.80 |
21.99 |
+0.44 |
4 |
3,486 |
+4 |
| Sep06 |
051205 |
21.95 |
22.05 |
21.95 |
22.02 |
+0.27 |
2 |
1,543 |
+2 |
| Total Volume and Open Interest |
46 |
13,691 |
+28 |
| London Cocoa(LCE) |
| Dec05 |
051205 |
853 |
853 |
835 |
835 |
-26 |
3,885 |
24,239 |
-2,123 |
| Mar06 |
051205 |
884 |
884 |
864 |
864 |
-26 |
7,357 |
66,698 |
-1,173 |
| May06 |
051205 |
894 |
896 |
875 |
875 |
-26 |
1,757 |
21,127 |
+106 |
| Jul06 |
051205 |
904 |
905 |
889 |
889 |
-26 |
127 |
27,641 |
+36 |
| Sep06 |
051205 |
920 |
920 |
901 |
901 |
-26 |
295 |
14,724 |
+124 |
| Dec06 |
051205 |
927 |
927 |
912 |
912 |
-26 |
679 |
18,532 |
+270 |
| Mar07 |
051205 |
940 |
940 |
923 |
923 |
-24 |
491 |
4,746 |
+368 |
| Total Volume and Open Interest |
14,591 |
178,107 |
-2,392 |
| London Coffee(LCE) |
| Jan06 |
051205 |
1058.00 |
1063.00 |
1045.00 |
1053.00 |
-5.00 |
4,783 |
61,483 |
+13 |
| Mar06 |
051205 |
1076.00 |
1080.00 |
1063.00 |
1070.00 |
-6.00 |
2,076 |
36,672 |
-514 |
| May06 |
051205 |
1080.00 |
1089.00 |
1079.00 |
1082.00 |
-6.00 |
640 |
13,387 |
+291 |
| Jul06 |
051205 |
1091.00 |
1104.00 |
1091.00 |
1094.00 |
-7.00 |
136 |
5,502 |
+35 |
| Sep06 |
051205 |
1105.00 |
1109.00 |
1105.00 |
1109.00 |
-7.00 |
16 |
2,144 |
+4 |
| Nov06 |
051205 |
1122.00 |
1122.00 |
1122.00 |
1122.00 |
-8.00 |
0 |
230 |
+0 |
| Total Volume and Open Interest |
7,651 |
119,553 |
-171 |
| London Sugar(LCE) |
| Dec05 |
051115 |
277.40 |
286.80 |
277.10 |
286.80 |
+9.30 |
2,312 |
700 |
-1,217 |
| Mar06 |
051205 |
321.40 |
330.50 |
320.00 |
329.50 |
+10.30 |
4,145 |
37,045 |
+1,285 |
| May06 |
051205 |
329.60 |
338.80 |
329.00 |
337.50 |
+8.90 |
464 |
7,833 |
+31 |
| Aug06 |
051205 |
338.50 |
347.30 |
338.00 |
347.30 |
+10.10 |
598 |
7,982 |
+427 |
| Oct06 |
051205 |
339.10 |
350.00 |
339.10 |
350.00 |
+11.00 |
456 |
6,119 |
+281 |
| Total Volume and Open Interest |
5,665 |
64,464 |
+2,022 |
| Cotton(NYBOT) |
| Dec05 |
051205 |
49.20 |
49.20 |
49.00 |
49.05 |
+0.75 |
11 |
845 |
-48 |
| Mar06 |
051205 |
52.25 |
52.59 |
52.00 |
52.27 |
+0.50 |
5,511 |
76,113 |
+409 |
| May06 |
051205 |
53.45 |
53.61 |
53.20 |
53.31 |
+0.41 |
1,541 |
11,947 |
+377 |
| Jul06 |
051205 |
54.30 |
54.40 |
54.10 |
54.15 |
+0.29 |
377 |
3,916 |
+114 |
| Oct06 |
051205 |
54.85 |
54.85 |
54.85 |
54.85 |
+0.35 |
0 |
93 |
+5 |
| Dec06 |
051205 |
56.10 |
56.43 |
55.95 |
55.95 |
+0.27 |
181 |
2,267 |
+74 |
| Total Volume and Open Interest |
7,621 |
95,268 |
+931 |
| Lumber(CME) |
| Jan06 |
051205 |
334.0 |
335.3 |
329.5 |
329.5 |
-10.0 |
462 |
2,932 |
-41 |
| Mar06 |
051205 |
346.5 |
347.5 |
342.8 |
342.8 |
-10.0 |
216 |
1,629 |
+2 |
| May06 |
051205 |
342.1 |
342.1 |
336.7 |
336.7 |
-8.8 |
32 |
407 |
-1 |
| Jul06 |
051205 |
341.9 |
342.7 |
337.6 |
337.6 |
-5.7 |
6 |
0 |
-99 |
| Total Volume and Open Interest |
721 |
5,098 |
-40 |
| Crude Oil(NYM) |
| Jan06 |
051205 |
60.00 |
60.80 |
59.65 |
59.91 |
+0.59 |
114,720 |
248,067 |
-12,716 |
| Feb06 |
051205 |
60.90 |
61.70 |
60.60 |
60.85 |
+0.64 |
67,907 |
107,941 |
+5,444 |
| Mar06 |
051205 |
61.50 |
62.40 |
61.25 |
61.49 |
+0.73 |
29,231 |
60,574 |
+2,555 |
| Apr06 |
051205 |
61.75 |
62.50 |
61.65 |
61.84 |
+0.77 |
12,702 |
32,585 |
+2,548 |
| May06 |
051205 |
61.80 |
62.75 |
61.80 |
62.06 |
+0.75 |
6,842 |
22,342 |
+427 |
| Jun06 |
051205 |
62.15 |
62.85 |
61.90 |
62.24 |
+0.73 |
10,363 |
56,622 |
-67 |
| Jul06 |
051205 |
62.50 |
63.00 |
62.40 |
62.40 |
+0.72 |
4,161 |
13,442 |
+1,335 |
| Aug06 |
051205 |
62.30 |
62.55 |
62.30 |
62.55 |
+0.72 |
699 |
10,381 |
+263 |
| Sep06 |
051205 |
62.75 |
62.75 |
62.68 |
62.68 |
+0.73 |
881 |
27,057 |
+4,238 |
| Oct06 |
051205 |
62.76 |
62.76 |
62.76 |
62.76 |
+0.74 |
530 |
5,796 |
+62 |
| Nov06 |
051205 |
62.82 |
62.82 |
62.82 |
62.82 |
+0.75 |
1,125 |
11,566 |
+780 |
| Dec06 |
051205 |
62.80 |
63.40 |
62.40 |
62.84 |
+0.75 |
4,228 |
50,872 |
+1,454 |
| Jan07 |
051205 |
62.82 |
62.82 |
62.82 |
62.82 |
+0.75 |
1,103 |
13,338 |
+1,172 |
| Feb07 |
051205 |
62.82 |
62.82 |
62.82 |
62.82 |
+0.76 |
0 |
4,247 |
+0 |
| Mar07 |
051205 |
62.81 |
62.81 |
62.81 |
62.81 |
+0.77 |
0 |
6,808 |
+0 |
| Apr07 |
051205 |
62.80 |
62.80 |
62.80 |
62.80 |
+0.78 |
300 |
4,625 |
+201 |
| Total Volume and Open Interest |
260,715 |
870,305 |
+8,688 |
| Heating Oil(NYM) |
| Jan06 |
051205 |
180.00 |
183.30 |
178.25 |
178.96 |
+1.76 |
31,404 |
77,068 |
-3,590 |
| Feb06 |
051205 |
182.50 |
186.10 |
181.70 |
182.33 |
+1.73 |
15,079 |
38,220 |
+2,160 |
| Mar06 |
051205 |
181.75 |
185.50 |
181.75 |
182.23 |
+1.83 |
5,282 |
21,161 |
+603 |
| Apr06 |
051205 |
179.30 |
182.75 |
178.70 |
179.18 |
+1.83 |
1,696 |
10,665 |
+210 |
| May06 |
051205 |
176.40 |
179.40 |
175.88 |
175.88 |
+1.83 |
724 |
6,333 |
+167 |
| Jun06 |
051205 |
173.50 |
177.25 |
173.50 |
174.23 |
+1.83 |
374 |
7,896 |
-52 |
| Jul06 |
051205 |
175.30 |
178.00 |
174.50 |
174.68 |
+1.83 |
380 |
4,771 |
+279 |
| Aug06 |
051205 |
176.40 |
179.50 |
175.88 |
175.88 |
+1.83 |
34 |
2,806 |
+8 |
| Sep06 |
051205 |
178.50 |
180.00 |
177.50 |
177.83 |
+1.83 |
8 |
1,910 |
+4 |
| Oct06 |
051205 |
181.40 |
183.65 |
180.08 |
180.08 |
+1.83 |
72 |
620 |
+36 |
| Nov06 |
051205 |
182.95 |
185.50 |
182.48 |
182.48 |
+1.83 |
187 |
987 |
+54 |
| Dec06 |
051205 |
186.00 |
187.00 |
185.03 |
185.03 |
+1.83 |
291 |
4,839 |
+2 |
| Total Volume and Open Interest |
55,828 |
181,550 |
+83 |
| Unleaded Gas(NYM) |
| Jan06 |
051205 |
162.50 |
163.90 |
158.50 |
158.98 |
-2.15 |
36,004 |
66,874 |
-3,474 |
| Feb06 |
051205 |
165.50 |
167.60 |
163.00 |
163.43 |
-0.79 |
16,322 |
20,241 |
+1,461 |
| Mar06 |
051205 |
168.00 |
168.25 |
165.60 |
165.98 |
-0.12 |
3,844 |
14,382 |
+515 |
| Apr06 |
051205 |
175.00 |
176.00 |
174.03 |
174.03 |
+0.03 |
1,415 |
13,374 |
+606 |
| May06 |
051205 |
177.30 |
178.00 |
174.75 |
175.48 |
+0.18 |
1,028 |
9,781 |
+505 |
| Jun06 |
051205 |
178.00 |
178.30 |
176.38 |
176.38 |
+0.28 |
123 |
6,532 |
+57 |
| Jul06 |
051205 |
177.00 |
178.50 |
176.58 |
176.58 |
+0.28 |
114 |
3,029 |
+23 |
| Aug06 |
051205 |
177.00 |
178.25 |
176.18 |
176.18 |
+0.28 |
4 |
2,682 |
+1 |
| Sep06 |
051205 |
176.00 |
176.00 |
174.63 |
174.63 |
+0.28 |
23 |
2,665 |
+8 |
| Oct06 |
051205 |
169.40 |
169.40 |
166.43 |
166.43 |
+0.33 |
51 |
893 |
+19 |
| Nov06 |
051205 |
164.00 |
164.00 |
163.98 |
163.98 |
+0.33 |
0 |
523 |
+0 |
| Dec06 |
051205 |
163.00 |
163.00 |
162.68 |
162.68 |
+0.33 |
0 |
258 |
-66 |
| Total Volume and Open Interest |
58,928 |
141,318 |
-345 |
| Natural Gas(NYM) |
| Jan06 |
051205 |
14.180 |
14.450 |
13.500 |
13.660 |
-0.271 |
37,286 |
96,970 |
-1,983 |
| Feb06 |
051205 |
14.170 |
14.430 |
13.700 |
13.743 |
-0.208 |
11,218 |
36,881 |
+887 |
| Mar06 |
051205 |
13.950 |
14.150 |
13.430 |
13.583 |
-0.182 |
15,578 |
59,521 |
+1,068 |
| Apr06 |
051205 |
11.150 |
11.170 |
10.850 |
10.983 |
-0.022 |
7,669 |
34,523 |
+300 |
| May06 |
051205 |
10.820 |
10.860 |
10.700 |
10.713 |
-0.037 |
5,872 |
27,116 |
+1,151 |
| Jun06 |
051205 |
10.800 |
10.880 |
10.744 |
10.744 |
-0.036 |
1,260 |
11,267 |
+211 |
| Jul06 |
051205 |
10.800 |
10.910 |
10.750 |
10.784 |
-0.034 |
2,658 |
16,159 |
+434 |
| Aug06 |
051205 |
10.910 |
10.950 |
10.750 |
10.828 |
-0.032 |
531 |
17,667 |
-73 |
| Sep06 |
051205 |
10.852 |
10.970 |
10.700 |
10.820 |
-0.032 |
599 |
15,291 |
+342 |
| Oct06 |
051205 |
10.895 |
11.000 |
10.865 |
10.865 |
-0.030 |
1,685 |
25,640 |
-309 |
| Nov06 |
051205 |
11.480 |
11.480 |
11.330 |
11.330 |
-0.028 |
1,863 |
10,513 |
-797 |
| Dec06 |
051205 |
11.900 |
11.915 |
11.790 |
11.790 |
-0.025 |
583 |
13,077 |
+144 |
| Jan07 |
051205 |
12.240 |
12.290 |
12.165 |
12.165 |
-0.025 |
722 |
13,126 |
-342 |
| Feb07 |
051205 |
12.190 |
12.225 |
12.100 |
12.100 |
-0.025 |
81 |
5,960 |
-20 |
| Mar07 |
051205 |
11.880 |
11.920 |
11.795 |
11.795 |
-0.025 |
1,266 |
11,668 |
+410 |
| Apr07 |
051205 |
9.600 |
9.600 |
9.495 |
9.495 |
-0.025 |
1,161 |
11,117 |
-15 |
| Total Volume and Open Interest |
92,924 |
543,646 |
+2,023 |
| Brent Crude Oil(ICE) |
| Jan06 |
051205 |
57.22 |
58.57 |
57.22 |
57.73 |
+0.68 |
64,013 |
87,069 |
-4,788 |
| Feb06 |
051205 |
58.44 |
59.44 |
58.22 |
58.64 |
+0.71 |
36,697 |
100,128 |
+4,292 |
| Mar06 |
051205 |
59.12 |
60.12 |
58.87 |
59.34 |
+0.73 |
16,842 |
37,656 |
+2,710 |
| Apr06 |
051205 |
59.41 |
60.52 |
59.41 |
59.82 |
+0.76 |
7,055 |
15,797 |
+1,476 |
| May06 |
051205 |
59.94 |
60.88 |
59.79 |
60.21 |
+0.79 |
1,668 |
11,291 |
+202 |
| Jun06 |
051205 |
60.07 |
61.29 |
60.07 |
60.53 |
+0.80 |
3,657 |
34,464 |
-439 |
| Jul06 |
051205 |
60.65 |
61.14 |
60.65 |
60.80 |
+0.79 |
12 |
8,241 |
+6 |
| Aug06 |
051205 |
61.00 |
61.00 |
61.00 |
61.00 |
+0.80 |
0 |
2,253 |
+0 |
| Sep06 |
051205 |
61.15 |
61.15 |
61.14 |
61.14 |
+0.80 |
0 |
20,209 |
-50 |
| Oct06 |
051205 |
61.23 |
61.23 |
61.23 |
61.23 |
+0.80 |
0 |
4,477 |
+0 |
| Nov06 |
051205 |
61.29 |
61.29 |
61.29 |
61.29 |
+0.82 |
350 |
3,735 |
+100 |
| Dec06 |
051205 |
61.03 |
61.94 |
61.03 |
61.33 |
+0.82 |
1,419 |
32,637 |
+342 |
| Jan07 |
051205 |
61.35 |
61.35 |
61.35 |
61.35 |
+0.82 |
0 |
2,948 |
+0 |
| Feb07 |
051205 |
61.34 |
61.34 |
61.34 |
61.34 |
+0.82 |
500 |
1,560 |
-50 |
| Total Volume and Open Interest |
134,489 |
407,797 |
+4,902 |
| Gas Oil(ICE) |
| Dec05 |
051205 |
518.00 |
525.75 |
515.75 |
520.50 |
+12.75 |
25,163 |
0 |
-25,790 |
| Jan06 |
051205 |
535.50 |
543.00 |
531.25 |
538.50 |
+14.75 |
25,182 |
0 |
-69,851 |
| Feb06 |
051205 |
542.25 |
554.25 |
540.50 |
550.50 |
+17.25 |
6,914 |
0 |
-30,550 |
| Mar06 |
051205 |
544.75 |
560.00 |
544.75 |
557.00 |
+19.00 |
1,872 |
0 |
-20,933 |
| Apr06 |
051205 |
554.25 |
560.25 |
554.25 |
560.00 |
+19.00 |
35 |
0 |
-8,789 |
| May06 |
051205 |
562.25 |
562.25 |
562.00 |
562.00 |
+19.00 |
|
|
|
| Jun06 |
051205 |
558.50 |
565.50 |
558.50 |
564.00 |
+19.25 |
632 |
0 |
-22,867 |
| Jul06 |
051205 |
567.25 |
567.25 |
567.25 |
567.25 |
+19.50 |
|
|
|
| Aug06 |
051205 |
570.25 |
570.25 |
570.25 |
570.25 |
+19.75 |
|
|
|
| Sep06 |
051205 |
573.00 |
573.00 |
573.00 |
573.00 |
+20.00 |
|
|
|
| Total Volume and Open Interest |
60,918 |
|
|
| US Dollar Index(NYBOT) |
| Dec05 |
051205 |
91.93 |
92.10 |
91.25 |
91.45 |
-0.43 |
9,154 |
31,438 |
+876 |
| Mar06 |
051205 |
91.70 |
91.70 |
90.96 |
91.18 |
-0.42 |
298 |
3,107 |
+121 |
| Jun06 |
051205 |
90.90 |
90.90 |
90.90 |
90.90 |
-0.41 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
9,452 |
34,559 |
+997 |
| Australian Dollar(CME) |
| Dec05 |
051205 |
74.94 |
75.25 |
74.94 |
75.13 |
+0.28 |
5,836 |
66,561 |
-4,176 |
| Mar06 |
051205 |
74.78 |
75.00 |
74.72 |
74.94 |
+0.28 |
1,065 |
3,204 |
+2,320 |
| Jun06 |
051205 |
74.68 |
74.77 |
74.68 |
74.77 |
+0.28 |
0 |
86 |
+5 |
| Total Volume and Open Interest |
6,901 |
69,861 |
-1,851 |
| British Pound(CME) |
| Dec05 |
051205 |
173.81 |
174.41 |
173.50 |
174.26 |
+0.90 |
4,087 |
93,367 |
-156 |
| Mar06 |
051205 |
173.80 |
174.23 |
173.68 |
174.23 |
+0.90 |
2,453 |
15,307 |
+2,489 |
| Jun06 |
051205 |
174.43 |
174.43 |
174.43 |
174.43 |
+0.90 |
0 |
15 |
+7 |
| Total Volume and Open Interest |
6,540 |
108,705 |
+2,340 |
| Canadian Dollar(CME) |
| Dec05 |
051205 |
86.58 |
86.60 |
86.29 |
86.45 |
+0.31 |
4,979 |
117,326 |
+3,394 |
| Mar06 |
051205 |
86.78 |
86.81 |
86.50 |
86.66 |
+0.31 |
208 |
6,904 |
+303 |
| Jun06 |
051205 |
86.87 |
86.87 |
86.82 |
86.87 |
+0.31 |
14 |
775 |
+6 |
| Sep06 |
051205 |
87.08 |
87.08 |
87.08 |
87.08 |
+0.31 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
5,203 |
125,276 |
+3,702 |
| Japanese Yen(CME) |
| Dec05 |
051205 |
82.90 |
82.98 |
82.78 |
82.93 |
-0.16 |
4,558 |
189,954 |
-3,294 |
| Mar06 |
051205 |
83.74 |
83.86 |
83.65 |
83.80 |
-0.16 |
1,030 |
34,004 |
+1,437 |
| Jun06 |
051205 |
84.85 |
84.85 |
84.85 |
84.85 |
-0.16 |
11 |
69 |
+1 |
| Total Volume and Open Interest |
5,599 |
224,073 |
-1,856 |
| Swiss Franc(CME) |
| Dec05 |
051205 |
76.34 |
76.82 |
76.22 |
76.67 |
+0.66 |
5,888 |
113,877 |
+616 |
| Mar06 |
051205 |
76.97 |
77.38 |
76.87 |
77.28 |
+0.66 |
217 |
4,008 |
+220 |
| Jun06 |
051205 |
77.92 |
77.92 |
77.92 |
77.92 |
+0.66 |
0 |
36 |
+16 |
| Total Volume and Open Interest |
6,105 |
117,986 |
+868 |
| EuroFX(CME) |
| Dec05 |
051205 |
117.83 |
118.30 |
117.51 |
118.01 |
+0.79 |
10,032 |
180,085 |
-125 |
| Mar06 |
051205 |
118.36 |
118.83 |
118.19 |
118.56 |
+0.79 |
1,057 |
6,217 |
+1,257 |
| Jun06 |
051205 |
119.22 |
119.22 |
119.22 |
119.22 |
+0.79 |
45 |
1,642 |
+37 |
| Total Volume and Open Interest |
11,134 |
188,212 |
+1,169 |
| Mexican Peso(CME) |
| Dec05 |
051205 |
9540.0 |
9540.0 |
9517.0 |
9530.0 |
-2.0 |
4,798 |
103,418 |
-8,069 |
| Mar06 |
051205 |
9455.0 |
9455.0 |
9430.0 |
9437.0 |
-3.0 |
1,187 |
7,996 |
+3,104 |
| Total Volume and Open Interest |
6,048 |
136,980 |
-4,902 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051205 |
112~07 |
112~07 |
111~15 |
111~23 |
-0~14 |
40,449 |
125,187 |
-26,535 |
| Mar06 |
051205 |
111~30 |
112~00 |
111~08 |
111~15 |
-0~14 |
348,454 |
469,138 |
+14,708 |
| Jun06 |
051205 |
111~10 |
111~10 |
111~10 |
111~10 |
-0~14 |
16 |
967 |
+8 |
| Total Volume and Open Interest |
388,919 |
595,294 |
-11,819 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051205 |
108~185 |
108~185 |
108~065 |
108~100 |
-0~090 |
187,258 |
260,966 |
-71,835 |
| Mar06 |
051205 |
108~115 |
108~125 |
107~295 |
108~015 |
-0~095 |
873,234 |
1,406,364 |
+72,406 |
| Total Volume and Open Interest |
1,060,744 |
1,671,144 |
+679 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051205 |
105~280 |
105~290 |
105~250 |
105~270 |
-0~060 |
70,519 |
0 |
+0 |
| Mar06 |
051205 |
105~225 |
105~245 |
105~185 |
105~205 |
-0~065 |
464,852 |
0 |
+0 |
| Jun06 |
051205 |
105~180 |
105~180 |
105~180 |
105~180 |
-0~065 |
|
|
|
| Total Volume and Open Interest |
535,371 |
1 |
+1 |
| 2 Year T-Notes(CBOT) |
| Dec05 |
051205 |
102~069 |
102~069 |
102~066 |
102~068 |
-0~008 |
5,454 |
72,963 |
-12,535 |
| Mar06 |
051205 |
102~057 |
102~057 |
102~052 |
102~056 |
-0~008 |
7,742 |
265,705 |
+4,271 |
| Total Volume and Open Interest |
13,196 |
338,668 |
-8,264 |
| Eurodollars(CME) |
| Dec05 |
051205 |
95.497 |
95.500 |
95.495 |
95.497 |
-0.003 |
33,587 |
1,199,618 |
-16,079 |
| Mar06 |
051205 |
95.185 |
95.195 |
95.180 |
95.195 |
-0.010 |
27,276 |
1,187,114 |
+2,330 |
| Jun06 |
051205 |
95.060 |
95.070 |
95.045 |
95.065 |
-0.020 |
25,910 |
1,380,260 |
+24,979 |
| Sep06 |
051205 |
95.105 |
95.105 |
95.045 |
95.070 |
-0.035 |
435,030 |
964,958 |
+36,699 |
| Dec06 |
051205 |
95.105 |
95.120 |
95.085 |
95.105 |
-0.040 |
22,883 |
0 |
-1,076,073 |
| Mar07 |
051205 |
95.140 |
95.150 |
95.120 |
95.135 |
-0.045 |
24,973 |
900,442 |
+14,291 |
| Jun07 |
051205 |
95.130 |
95.145 |
95.115 |
95.130 |
-0.045 |
18,561 |
684,041 |
+3,991 |
| Sep07 |
051205 |
95.125 |
95.135 |
95.105 |
95.120 |
-0.045 |
22,327 |
381,254 |
+2,810 |
| Dec07 |
051205 |
95.100 |
95.115 |
95.080 |
95.095 |
-0.045 |
6,425 |
290,978 |
-992 |
| Mar08 |
051205 |
95.090 |
95.105 |
95.070 |
95.080 |
-0.050 |
5,348 |
255,425 |
-1,524 |
| Jun08 |
051205 |
95.065 |
95.080 |
95.045 |
95.055 |
-0.050 |
8,454 |
271,109 |
-1,129 |
| Sep08 |
051205 |
95.030 |
95.040 |
95.010 |
95.025 |
-0.050 |
10,195 |
223,895 |
+365 |
| Dec08 |
051205 |
94.995 |
95.005 |
94.970 |
94.985 |
-0.050 |
4,294 |
158,514 |
+1,174 |
| Mar09 |
051205 |
94.975 |
94.980 |
94.950 |
94.965 |
-0.050 |
5,878 |
131,494 |
-314 |
| Jun09 |
051205 |
94.945 |
94.950 |
94.920 |
94.935 |
-0.050 |
2,954 |
108,019 |
+351 |
| Sep09 |
051205 |
94.885 |
94.900 |
94.885 |
94.900 |
-0.050 |
6,730 |
104,560 |
+44 |
| Dec09 |
051205 |
94.870 |
94.880 |
94.840 |
94.860 |
-0.050 |
2,270 |
80,737 |
-830 |
| Mar10 |
051205 |
94.850 |
94.855 |
94.820 |
94.840 |
-0.050 |
1,778 |
53,141 |
+208 |
| Total Volume and Open Interest |
259,983 |
9,690,427 |
+43,942 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051205 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
602 |
6,446 |
-3 |
| Mar06 |
051205 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
180 |
5,518 |
-197 |
| Jun06 |
051205 |
99.78 |
99.78 |
99.78 |
99.78 |
-0.02 |
10 |
8,631 |
+62 |
| Sep06 |
051205 |
99.69 |
99.69 |
99.68 |
99.68 |
-0.02 |
0 |
7,334 |
-1 |
| Dec06 |
051205 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.02 |
0 |
7,396 |
-38 |
| Mar07 |
051205 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.01 |
0 |
2,091 |
+0 |
| Jun07 |
051205 |
99.38 |
99.38 |
99.37 |
99.37 |
-0.02 |
0 |
2,767 |
+0 |
| Sep07 |
051205 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
1 |
730 |
+47 |
| Dec07 |
051205 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.02 |
1 |
37 |
-1 |
| Mar08 |
051205 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.01 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
794 |
41,253 |
-131 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051205 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
571 |
82,591 |
+384 |
| Mar06 |
051205 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
1,380 |
65,772 |
+354 |
| Jun06 |
051205 |
99.80 |
99.80 |
99.79 |
99.79 |
unch |
1,106 |
65,416 |
+252 |
| Sep06 |
051205 |
99.70 |
99.70 |
99.68 |
99.69 |
-0.01 |
1,279 |
35,634 |
+57 |
| Dec06 |
051205 |
99.60 |
99.60 |
99.58 |
99.59 |
unch |
971 |
49,310 |
-95 |
| Mar07 |
051205 |
99.48 |
99.48 |
99.47 |
99.48 |
unch |
253 |
28,957 |
+221 |
| Jun07 |
051205 |
99.38 |
99.38 |
99.36 |
99.37 |
-0.01 |
413 |
17,258 |
-572 |
| Sep07 |
051205 |
99.28 |
99.28 |
99.26 |
99.26 |
-0.02 |
427 |
2,626 |
+128 |
| Total Volume and Open Interest |
6,400 |
376,120 |
+729 |
| German Euro-Bund(EUREX) |
| Dec05 |
051205 |
120.64 |
120.69 |
120.32 |
120.57 |
-0.21 |
1,169,311 |
1,193,329 |
-80,869 |
| Mar06 |
051205 |
120.95 |
120.98 |
120.61 |
120.86 |
-0.21 |
242,929 |
285,944 |
+59,354 |
| Jun06 |
051205 |
119.85 |
119.97 |
119.85 |
119.97 |
-0.33 |
600 |
6 |
+0 |
| Total Volume and Open Interest |
1,413,925 |
1,479,279 |
-21,515 |
| German Euro-Bobl(EUREX) |
| Dec05 |
051111 |
112.18 |
112.21 |
112.10 |
112.15 |
+0.02 |
729,964 |
1,176,714 |
+12,406 |
| Mar06 |
051205 |
113.05 |
113.07 |
112.82 |
113.00 |
-0.12 |
124,427 |
205,783 |
+59,857 |
| Jun06 |
051205 |
112.35 |
112.35 |
112.30 |
112.30 |
-0.10 |
655 |
2 |
+0 |
| Total Volume and Open Interest |
819,207 |
1,021,622 |
-35,123 |
| Long Gilt(LIFFE) |
| Dec05 |
051205 |
113~01 |
113~01 |
112~21 |
112~25 |
-0~12 |
16,045 |
28,683 |
-4,455 |
| Mar06 |
051205 |
113~08 |
113~11 |
112~27 |
113~00 |
-0~15 |
61,086 |
190,393 |
+2,945 |
| Total Volume and Open Interest |
77,131 |
219,076 |
-1,510 |
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051205 |
95.38 |
95.38 |
95.38 |
95.38 |
unch |
19,964 |
277,803 |
+5,484 |
| Mar06 |
051205 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.02 |
33,757 |
355,742 |
+4,809 |
| Jun06 |
051205 |
95.37 |
95.37 |
95.37 |
95.37 |
-0.04 |
49,565 |
317,148 |
+7,335 |
| Total Volume and Open Interest |
210,402 |
1,796,775 |
+10,559 |
| 3-Mth Euribor(LIFFE) |
| Dec05 |
051205 |
97.535 |
97.540 |
97.525 |
97.530 |
-0.005 |
231,917 |
673,652 |
-45,370 |
| Mar06 |
051205 |
97.370 |
97.370 |
97.335 |
97.350 |
-0.020 |
227,627 |
675,225 |
-2,331 |
| Jun06 |
051205 |
97.225 |
97.230 |
97.180 |
97.205 |
-0.025 |
239,938 |
629,965 |
+1,865 |
| Total Volume and Open Interest |
1,237,625 |
3,697,494 |
-55,278 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
051205 |
94.38 |
94.39 |
94.38 |
94.39 |
unch |
3,543 |
58,849 |
-2,604 |
| Mar06 |
051205 |
94.42 |
94.42 |
94.39 |
94.40 |
-0.02 |
15,224 |
178,039 |
+4,867 |
| Jun06 |
051205 |
94.40 |
94.41 |
94.37 |
94.38 |
-0.03 |
7,136 |
98,160 |
+2,311 |
| Sep06 |
051205 |
94.38 |
94.39 |
94.34 |
94.35 |
-0.04 |
3,125 |
36,700 |
+796 |
| Dec06 |
051205 |
94.36 |
94.36 |
94.30 |
94.31 |
-0.05 |
770 |
37,177 |
+193 |
| Mar07 |
051205 |
94.26 |
94.27 |
94.24 |
94.24 |
-0.07 |
1 |
19,533 |
+201 |
| Jun07 |
051205 |
94.23 |
94.23 |
94.18 |
94.18 |
-0.08 |
376 |
36,274 |
+325 |
| Sep07 |
051205 |
94.20 |
94.20 |
94.14 |
94.14 |
-0.08 |
251 |
8,477 |
-300 |
| Dec07 |
051205 |
94.10 |
94.10 |
94.10 |
94.10 |
-0.09 |
50 |
4,455 |
-50 |
| Mar08 |
051205 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.08 |
50 |
2,451 |
+0 |
| Total Volume and Open Interest |
30,576 |
482,214 |
+5,689 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051205 |
94.61 |
94.63 |
94.54 |
94.55 |
-0.08 |
29,787 |
322,406 |
+5,824 |
| Mar06 |
051205 |
94.61 |
94.61 |
94.54 |
94.54 |
-0.08 |
299 |
565 |
+374 |
| Total Volume and Open Interest |
30,086 |
322,971 |
+6,198 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051205 |
94.69 |
94.69 |
94.61 |
94.63 |
-0.06 |
53,846 |
360,030 |
-2,129 |
| Mar06 |
051205 |
94.68 |
94.68 |
94.61 |
94.61 |
-0.07 |
150 |
176 |
+175 |
| Total Volume and Open Interest |
53,996 |
360,206 |
-1,954 |
| Gold(CMX) |
| Dec05 |
051205 |
507.0 |
509.7 |
503.5 |
508.9 |
+5.6 |
1,610 |
3,780 |
-4,572 |
| Feb06 |
051205 |
510.0 |
512.9 |
507.4 |
512.6 |
+5.6 |
49,562 |
257,010 |
-1,889 |
| Apr06 |
051205 |
513.2 |
517.5 |
511.6 |
516.9 |
+5.6 |
527 |
9,254 |
+154 |
| Jun06 |
051205 |
518.0 |
522.0 |
516.3 |
521.3 |
+5.7 |
496 |
19,159 |
+104 |
| Aug06 |
051205 |
522.6 |
525.7 |
522.6 |
525.7 |
+5.8 |
73 |
2,339 |
+2 |
| Oct06 |
051205 |
530.1 |
530.1 |
530.1 |
530.1 |
+5.8 |
19 |
5,680 |
-1 |
| Dec06 |
051205 |
532.0 |
535.0 |
529.3 |
534.5 |
+5.8 |
169 |
10,808 |
-16 |
| Feb07 |
051205 |
538.9 |
538.9 |
538.9 |
538.9 |
+5.8 |
0 |
5,521 |
+0 |
| Apr07 |
051205 |
537.5 |
543.3 |
537.5 |
543.3 |
+5.8 |
0 |
1,328 |
+0 |
| Jun07 |
051205 |
547.7 |
547.7 |
547.7 |
547.7 |
+5.9 |
0 |
6,866 |
+0 |
| Aug07 |
051205 |
551.1 |
551.1 |
551.1 |
551.1 |
+5.0 |
5 |
58 |
+0 |
| Oct07 |
051205 |
556.5 |
556.5 |
556.5 |
556.5 |
+6.1 |
|
|
|
| Total Volume and Open Interest |
64,924 |
341,290 |
+0 |
| Silver(CMX) |
| Dec05 |
051205 |
859.0 |
864.0 |
853.0 |
863.2 |
+8.8 |
799 |
2,178 |
-2,092 |
| Mar06 |
051205 |
867.0 |
874.0 |
863.0 |
873.5 |
+8.8 |
16,351 |
107,524 |
+11 |
| May06 |
051205 |
872.0 |
879.0 |
872.0 |
878.6 |
+9.1 |
25 |
3,092 |
+9 |
| Jul06 |
051205 |
873.0 |
882.5 |
873.0 |
882.5 |
+8.8 |
135 |
9,241 |
+83 |
| Sep06 |
051205 |
886.7 |
886.7 |
886.7 |
886.7 |
+9.0 |
23 |
3,422 |
-19 |
| Dec06 |
051205 |
884.0 |
892.0 |
882.0 |
891.5 |
+9.2 |
560 |
10,935 |
+300 |
| Mar07 |
051205 |
896.9 |
896.9 |
896.9 |
896.9 |
+9.2 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
18,115 |
141,431 |
-1,560 |
| Platinum(NYM) |
| Jan06 |
051205 |
1003.0 |
1010.0 |
1003.0 |
1004.3 |
-3.6 |
1,092 |
11,019 |
-221 |
| Apr06 |
051205 |
1013.0 |
1016.0 |
1008.8 |
1008.8 |
-3.6 |
137 |
1,381 |
+39 |
| Total Volume and Open Interest |
1,229 |
12,400 |
-182 |
| Palladium(NYME) |
| Dec05 |
051205 |
272.00 |
274.75 |
272.00 |
274.75 |
+5.65 |
27 |
733 |
-149 |
| Mar06 |
051205 |
275.00 |
278.70 |
273.75 |
278.50 |
+5.90 |
828 |
13,833 |
+16 |
| Jun06 |
051205 |
280.00 |
281.50 |
280.00 |
281.50 |
+6.40 |
33 |
56 |
+9 |
| Total Volume and Open Interest |
888 |
14,648 |
-124 |
| Copper(CMX) |
| Dec05 |
051205 |
215.00 |
216.60 |
215.00 |
216.60 |
+1.35 |
1,609 |
7,268 |
-1,223 |
| Mar06 |
051205 |
198.40 |
200.80 |
197.90 |
200.75 |
+2.65 |
9,735 |
74,559 |
-935 |
| May06 |
051205 |
192.70 |
194.80 |
192.50 |
194.65 |
+2.75 |
412 |
6,210 |
+65 |
| Jul06 |
051205 |
188.40 |
189.00 |
188.40 |
188.95 |
+3.05 |
135 |
4,028 |
-26 |
| Sep06 |
051205 |
183.45 |
183.45 |
183.45 |
183.45 |
+3.25 |
79 |
2,195 |
+34 |
| Total Volume and Open Interest |
13,595 |
106,027 |
-2,037 |
| Aluminum(CMX) |
| Dec05 |
051205 |
102.40 |
102.40 |
102.40 |
102.40 |
+1.30 |
52 |
111 |
-63 |
| Jan06 |
051205 |
103.10 |
103.10 |
103.00 |
103.00 |
+1.40 |
0 |
1,217 |
-2 |
| Feb06 |
051205 |
102.60 |
102.60 |
102.60 |
102.60 |
+1.40 |
0 |
70 |
+0 |
| Mar06 |
051205 |
102.20 |
102.20 |
102.20 |
102.20 |
+1.40 |
0 |
71 |
+0 |
| Apr06 |
051205 |
101.65 |
101.65 |
101.65 |
101.65 |
+1.40 |
54 |
50 |
+0 |
| May06 |
051205 |
101.10 |
101.10 |
101.10 |
101.10 |
+1.40 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
106 |
1,664 |
-65 |
| DJIA Index(CBOT) |
| Dec05 |
051205 |
10888 |
10889 |
10820 |
10853 |
-36 |
4,712 |
36,696 |
-1,056 |
| Mar06 |
051205 |
10945 |
10945 |
10880 |
10906 |
-37 |
872 |
3,338 |
+924 |
| Jun06 |
051205 |
10971 |
10971 |
10971 |
10971 |
-36 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
5,586 |
40,044 |
-132 |
| S & P 500(CME) |
| Dec05 |
051205 |
1264.00 |
1264.70 |
1259.20 |
1263.40 |
-2.60 |
67,540 |
519,249 |
-31,586 |
| Mar06 |
051205 |
1272.00 |
1272.50 |
1268.00 |
1271.60 |
-2.60 |
45,425 |
150,877 |
+36,042 |
| Jun06 |
051205 |
1281.40 |
1281.40 |
1281.40 |
1281.40 |
-2.50 |
309 |
4,358 |
+499 |
| Sep06 |
051205 |
1291.00 |
1291.40 |
1290.50 |
1291.40 |
-2.30 |
3 |
852 |
+3 |
| Total Volume and Open Interest |
113,277 |
675,389 |
+4,958 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
051205 |
1266.00 |
1267.00 |
1259.00 |
1263.50 |
-2.50 |
691,895 |
1,154,443 |
-16,429 |
| Mar06 |
051205 |
1274.25 |
1274.50 |
1267.75 |
1271.50 |
-2.75 |
9,957 |
0 |
-105,844 |
| Total Volume and Open Interest |
701,852 |
1,267,005 |
-9,711 |
| NASDAQ 100(CME) |
| Dec05 |
051205 |
1707.50 |
1708.00 |
1690.00 |
1699.50 |
-10.50 |
5,085 |
53,304 |
-939 |
| Mar06 |
051205 |
1725.00 |
1725.00 |
1711.00 |
1716.50 |
-10.50 |
869 |
5,518 |
-5 |
| Jun06 |
051205 |
1731.00 |
1731.00 |
1731.00 |
1731.00 |
-10.50 |
|
|
|
| Total Volume and Open Interest |
5,954 |
58,839 |
-944 |
| NASDAQ 100 E-Mini(Globex) |
| Dec05 |
051205 |
1710.00 |
1714.00 |
1691.00 |
1699.50 |
-10.50 |
194,324 |
415,965 |
-8,106 |
| Mar06 |
051205 |
1726.50 |
1731.00 |
1708.50 |
1716.50 |
-10.50 |
2,208 |
0 |
-4,797 |
| Total Volume and Open Interest |
196,532 |
422,513 |
-6,355 |
| S & P Midcap 400(CME) |
| Dec05 |
051205 |
745.50 |
745.50 |
739.00 |
742.40 |
-3.80 |
680 |
12,733 |
-166 |
| Mar06 |
051205 |
751.50 |
751.50 |
748.35 |
748.35 |
-3.75 |
47 |
353 |
+2 |
| Jun06 |
051205 |
751.35 |
751.35 |
751.35 |
751.35 |
-3.75 |
|
|
|
| Total Volume and Open Interest |
248 |
13,119 |
+35 |
| Russell 2000(CME) |
| Dec05 |
051205 |
690.50 |
690.75 |
682.80 |
686.90 |
-4.40 |
2,103 |
35,327 |
+137 |
| Mar06 |
051205 |
694.75 |
694.75 |
688.50 |
691.45 |
-4.40 |
468 |
1,651 |
+318 |
| Jun06 |
051205 |
696.20 |
696.20 |
696.20 |
696.20 |
-4.40 |
|
|
|
| Total Volume and Open Interest |
2,571 |
36,983 |
+455 |
| Russell 2000 E-Mini(Globex) |
| Dec05 |
051205 |
691.30 |
692.40 |
682.60 |
686.90 |
-4.40 |
108,838 |
284,566 |
-3,561 |
| Mar06 |
051205 |
695.40 |
696.70 |
687.40 |
691.50 |
-4.40 |
4,831 |
10,812 |
+2,708 |
| Total Volume and Open Interest |
113,669 |
295,378 |
-853 |
| Value Line(KCBT) |
| Dec05 |
051205 |
1939.00 |
1939.00 |
1926.00 |
1933.50 |
-8.50 |
72 |
131 |
+14 |
| Total Volume and Open Interest |
81 |
161 |
+18 |
| Nikkei 225(CME) |
| Dec05 |
051205 |
15355 |
15580 |
15355 |
15565 |
+175 |
78,295 |
257,014 |
+3,822 |
| Mar06 |
051205 |
15370 |
15575 |
15340 |
15570 |
+155 |
6,000 |
13,770 |
+1,779 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
051205 |
15355 |
15580 |
15355 |
15565 |
+175 |
78,295 |
257,014 |
+3,822 |
| Mar06 |
051205 |
15370 |
15575 |
15340 |
15570 |
+155 |
6,000 |
13,770 |
+1,779 |
| Jun06 |
051205 |
15480 |
15480 |
15480 |
15480 |
+130 |
|
|
|
| Total Volume and Open Interest |
84,299 |
270,927 |
+5,602 |
| CAC 40(MATIF) |
| Dec05 |
051205 |
4670.0 |
4679.5 |
4640.0 |
4653.5 |
-13.5 |
48,504 |
470,527 |
+1,161 |
| Jan06 |
051205 |
4673.5 |
4676.0 |
4651.5 |
4663.0 |
-13.5 |
236 |
4,275 |
+76 |
| Feb06 |
051205 |
4671.0 |
4671.0 |
4671.0 |
4671.0 |
-13.5 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
48,752 |
480,158 |
+1,247 |
| Hang Seng Index(HKFE) |
| Dec05 |
051205 |
15250 |
15268 |
15192 |
15198 |
-60 |
37,238 |
98,305 |
+4,737 |
| Jan06 |
051205 |
15303 |
15315 |
15242 |
15245 |
-65 |
353 |
321 |
+200 |
| Total Volume and Open Interest |
37,715 |
99,579 |
+5,014 |
| DAX Index(EUREX) |
| Dec05 |
051205 |
5310.0 |
5311.5 |
5256.0 |
5272.0 |
-35.5 |
106,333 |
241,704 |
+1,642 |
| Mar06 |
051205 |
5345.5 |
5345.5 |
5291.5 |
5304.5 |
-36.0 |
1,866 |
13,601 |
+1,228 |
| Jun06 |
051205 |
5371.0 |
5379.5 |
5327.5 |
5340.5 |
-35.5 |
488 |
4,906 |
+71 |
| Total Volume and Open Interest |
108,687 |
260,211 |
+2,941 |
| FT-SE 100(LIFFE) |
| Dec05 |
051205 |
5543.00 |
5543.00 |
5506.00 |
5515.00 |
-20.50 |
82,418 |
465,787 |
-2,204 |
| Mar06 |
051205 |
5553.00 |
5553.00 |
5517.50 |
5524.50 |
-20.50 |
25,226 |
37,217 |
-5,661 |
| Jun06 |
051205 |
5538.00 |
5538.00 |
5535.50 |
5535.50 |
-20.50 |
103 |
13,835 |
-19 |
| Total Volume and Open Interest |
107,747 |
517,589 |
-7,884 |
| SPI 200(SFE) |
| Dec05 |
051205 |
4629.0 |
4639.0 |
4614.0 |
4634.0 |
+10.0 |
14,174 |
194,708 |
-1,468 |
| Mar06 |
051205 |
4631.0 |
4638.0 |
4615.0 |
4635.0 |
+11.0 |
1,383 |
7,075 |
+1,075 |
| Jun06 |
051205 |
4653.0 |
4660.0 |
4653.0 |
4660.0 |
+11.0 |
1 |
3,172 |
+0 |
| Total Volume and Open Interest |
15,624 |
207,899 |
-371 |
| GSCI(CME) |
| Dec05 |
051205 |
440.40 |
444.10 |
436.00 |
436.00 |
+1.10 |
704 |
17,078 |
-112 |
| Jan06 |
051205 |
442.70 |
448.10 |
441.00 |
441.20 |
+1.85 |
69 |
388 |
+51 |
| Feb06 |
051205 |
442.50 |
442.50 |
442.50 |
442.50 |
+3.00 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
774 |
17,469 |
-60 |
| Reuters CRB Index(NYBOT) |
| Jan06 |
051205 |
342.40 |
344.00 |
342.05 |
342.75 |
+2.00 |
73 |
542 |
-14 |
| Feb06 |
051205 |
340.25 |
342.50 |
340.25 |
341.75 |
+3.00 |
9 |
21 |
+2 |
| Apr06 |
051205 |
340.00 |
341.00 |
340.00 |
341.00 |
+2.00 |
0 |
413 |
+0 |
| Total Volume and Open Interest |
82 |
977 |
-12 |
|
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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