|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu December 29, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan06 |
051229 |
609.50 |
613.00 |
597.00 |
597.75 |
-13.25 |
15,937 |
30,669 |
-10,061 |
| Mar06 |
051229 |
621.50 |
625.00 |
607.50 |
608.75 |
-13.50 |
34,184 |
158,630 |
+5,362 |
| May06 |
051229 |
629.50 |
633.50 |
616.00 |
617.75 |
-12.50 |
3,218 |
31,779 |
+1,157 |
| Jul06 |
051229 |
635.00 |
640.00 |
625.50 |
626.25 |
-10.25 |
3,575 |
38,143 |
-90 |
| Aug06 |
051229 |
639.00 |
639.50 |
627.00 |
627.50 |
-10.00 |
8 |
3,357 |
+5 |
| Sep06 |
051229 |
634.50 |
636.50 |
622.00 |
622.00 |
-10.00 |
108 |
1,268 |
-48 |
| Nov06 |
051229 |
634.00 |
637.50 |
624.50 |
625.50 |
-9.75 |
1,930 |
25,778 |
+499 |
| Total Volume and Open Interest |
71,144 |
292,047 |
-3,159 |
| Soybean Meal(CBOT) |
| Jan06 |
051229 |
202.50 |
203.30 |
197.70 |
198.10 |
-4.30 |
9,010 |
19,272 |
-2,771 |
| Mar06 |
051229 |
202.90 |
203.40 |
197.60 |
197.80 |
-4.80 |
11,701 |
53,002 |
+2,529 |
| May06 |
051229 |
203.50 |
204.00 |
199.20 |
199.40 |
-4.10 |
1,821 |
23,912 |
-51 |
| Jul06 |
051229 |
204.70 |
205.30 |
200.80 |
201.00 |
-3.70 |
1,246 |
23,663 |
-386 |
| Aug06 |
051229 |
205.00 |
205.00 |
202.00 |
202.00 |
-3.40 |
417 |
6,165 |
+48 |
| Sep06 |
051229 |
205.00 |
205.00 |
201.50 |
201.50 |
-3.20 |
385 |
5,527 |
+147 |
| Oct06 |
051229 |
201.80 |
202.00 |
200.00 |
200.00 |
-3.20 |
218 |
3,227 |
-49 |
| Dec06 |
051229 |
202.80 |
202.80 |
199.70 |
199.80 |
-3.00 |
225 |
6,979 |
-10 |
| Total Volume and Open Interest |
27,832 |
141,831 |
-550 |
| Soybean Oil(CBOT) |
| Jan06 |
051229 |
20.77 |
21.45 |
20.75 |
20.90 |
+0.06 |
5,805 |
15,948 |
-2,694 |
| Mar06 |
051229 |
21.18 |
21.80 |
21.08 |
21.16 |
-0.06 |
12,747 |
89,549 |
+3,652 |
| May06 |
051229 |
21.52 |
22.00 |
21.45 |
21.55 |
+0.10 |
1,094 |
22,975 |
+346 |
| Jul06 |
051229 |
21.85 |
22.33 |
21.82 |
21.85 |
+0.03 |
641 |
27,472 |
+163 |
| Aug06 |
051229 |
22.00 |
22.40 |
22.00 |
22.01 |
+0.08 |
214 |
3,892 |
+207 |
| Sep06 |
051229 |
22.15 |
22.55 |
22.10 |
22.11 |
+0.04 |
9 |
3,011 |
+6 |
| Oct06 |
051229 |
22.50 |
22.50 |
22.35 |
22.35 |
+0.07 |
16 |
1,716 |
+0 |
| Dec06 |
051229 |
22.60 |
22.85 |
22.55 |
22.60 |
+0.14 |
216 |
13,385 |
+91 |
| Total Volume and Open Interest |
21,503 |
178,007 |
+1,771 |
| Canola(WCE) |
| Jan06 |
051229 |
233.0 |
233.0 |
230.0 |
231.5 |
-2.3 |
3,698 |
0 |
-13,067 |
| Mar06 |
051229 |
240.0 |
240.9 |
237.2 |
238.8 |
-2.6 |
3,872 |
0 |
-56,472 |
| May06 |
051229 |
248.0 |
248.9 |
245.0 |
246.1 |
-2.4 |
223 |
0 |
-6,736 |
| Jul06 |
051229 |
256.2 |
256.6 |
252.7 |
254.9 |
-0.7 |
63 |
0 |
-3,890 |
| 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) |
| Mar06 |
051229 |
215.50 |
215.50 |
210.25 |
211.00 |
-5.25 |
45,611 |
453,325 |
-3,324 |
| May06 |
051229 |
224.00 |
224.50 |
219.50 |
220.00 |
-5.00 |
7,067 |
89,939 |
+1,596 |
| Jul06 |
051229 |
231.75 |
232.25 |
227.50 |
228.50 |
-4.50 |
6,570 |
99,331 |
+566 |
| Sep06 |
051229 |
239.25 |
239.50 |
236.00 |
236.00 |
-4.00 |
1,704 |
21,189 |
+868 |
| Dec06 |
051229 |
248.25 |
248.50 |
245.25 |
246.25 |
-2.75 |
4,431 |
93,251 |
+279 |
| Mar07 |
051229 |
254.50 |
255.00 |
252.75 |
253.00 |
-2.75 |
152 |
6,002 |
+102 |
| Total Volume and Open Interest |
77,845 |
777,092 |
+248 |
| Wheat(CBOT) |
| Mar06 |
051229 |
345.50 |
347.00 |
337.00 |
337.25 |
-8.25 |
21,078 |
215,961 |
-970 |
| May06 |
051229 |
354.50 |
355.00 |
347.00 |
347.25 |
-7.00 |
1,488 |
14,075 |
+696 |
| Jul06 |
051229 |
363.00 |
364.25 |
355.75 |
356.00 |
-7.75 |
3,101 |
38,913 |
-20 |
| Sep06 |
051229 |
370.50 |
371.50 |
363.50 |
363.50 |
-8.00 |
57 |
3,533 |
+47 |
| Dec06 |
051229 |
382.50 |
383.00 |
374.50 |
374.75 |
-8.50 |
768 |
24,079 |
+247 |
| Total Volume and Open Interest |
27,331 |
297,278 |
+73 |
| Wheat(KCBT) |
| Mar06 |
051229 |
386.50 |
390.25 |
384.50 |
385.25 |
-5.00 |
7,348 |
70,219 |
-257 |
| May06 |
051229 |
380.50 |
383.50 |
379.00 |
379.00 |
-4.75 |
863 |
11,730 |
-523 |
| Jul06 |
051229 |
378.00 |
380.50 |
375.00 |
375.25 |
-5.75 |
2,183 |
33,417 |
-308 |
| Sep06 |
051229 |
384.00 |
385.00 |
380.00 |
380.00 |
-5.50 |
87 |
5,011 |
-20 |
| Dec06 |
051229 |
393.00 |
395.00 |
390.00 |
390.50 |
-4.50 |
295 |
4,705 |
-68 |
| Total Volume and Open Interest |
10,776 |
125,103 |
-1,176 |
| Wheat(MGE) |
| Mar06 |
051229 |
392.00 |
393.00 |
387.00 |
388.00 |
-4.50 |
2,048 |
22,035 |
+365 |
| May06 |
051229 |
388.50 |
391.00 |
385.50 |
386.00 |
-4.00 |
343 |
4,799 |
+119 |
| Jul06 |
051229 |
388.00 |
390.00 |
384.50 |
385.00 |
-4.00 |
247 |
9,709 |
-52 |
| Sep06 |
051229 |
386.00 |
389.00 |
383.00 |
383.00 |
-4.50 |
277 |
3,668 |
+131 |
| Dec06 |
051229 |
394.00 |
396.25 |
390.00 |
390.00 |
-5.75 |
52 |
1,481 |
+23 |
| Total Volume and Open Interest |
2,967 |
41,703 |
+586 |
| Oats(CBOT) |
| Mar06 |
051229 |
198.00 |
198.00 |
195.25 |
195.50 |
-2.00 |
256 |
8,056 |
+33 |
| May06 |
051229 |
192.00 |
192.00 |
188.25 |
188.25 |
-2.75 |
13 |
435 |
+3 |
| Jul06 |
051229 |
182.00 |
182.25 |
181.75 |
182.00 |
-2.00 |
4 |
299 |
+0 |
| Sep06 |
051229 |
173.00 |
173.00 |
173.00 |
173.00 |
unch |
0 |
20 |
+0 |
| Total Volume and Open Interest |
283 |
9,344 |
+36 |
| Rough Rice(CBOT) |
| Jan06 |
051229 |
7.98 |
7.98 |
7.90 |
7.92 |
-0.07 |
400 |
1,372 |
-409 |
| Mar06 |
051229 |
8.25 |
8.25 |
8.14 |
8.15 |
-0.12 |
541 |
6,202 |
+207 |
| May06 |
051229 |
8.42 |
8.45 |
8.39 |
8.40 |
-0.07 |
18 |
628 |
+8 |
| Jul06 |
051229 |
8.63 |
8.63 |
8.63 |
8.63 |
-0.05 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
967 |
8,467 |
-193 |
| Live Cattle(CME) |
| Dec05 |
051229 |
94.950 |
95.000 |
94.650 |
94.900 |
-0.325 |
2,217 |
0 |
-4,271 |
| Feb06 |
051229 |
96.250 |
96.575 |
96.000 |
96.400 |
-0.150 |
9,628 |
0 |
-115,064 |
| Apr06 |
051229 |
94.550 |
94.750 |
94.300 |
94.675 |
-0.125 |
3,570 |
0 |
-38,107 |
| Jun06 |
051229 |
86.600 |
86.950 |
86.450 |
86.950 |
+0.025 |
1,221 |
0 |
-19,772 |
| Aug06 |
051229 |
85.550 |
86.000 |
85.500 |
85.825 |
+0.025 |
1,454 |
0 |
-9,851 |
| Oct06 |
051229 |
88.700 |
88.750 |
88.550 |
88.725 |
-0.100 |
369 |
0 |
-5,530 |
| Total Volume and Open Interest |
7,522 |
195,778 |
+415 |
| Feeder Cattle(CME) |
| Jan06 |
051229 |
114.500 |
114.875 |
114.175 |
114.725 |
-0.275 |
1,151 |
0 |
-9,641 |
| Mar06 |
051229 |
113.800 |
114.250 |
113.625 |
113.975 |
-0.275 |
1,092 |
0 |
-14,029 |
| Apr06 |
051229 |
113.650 |
114.000 |
113.350 |
113.850 |
-0.025 |
164 |
0 |
-3,944 |
| May06 |
051229 |
112.900 |
113.100 |
112.750 |
113.100 |
unch |
106 |
0 |
-2,463 |
| Aug06 |
051229 |
113.575 |
113.925 |
113.350 |
113.900 |
+0.050 |
79 |
0 |
-1,805 |
| Sep06 |
051229 |
112.750 |
112.750 |
112.750 |
112.750 |
+0.150 |
2 |
0 |
-176 |
| Oct06 |
051229 |
111.800 |
111.800 |
111.800 |
111.800 |
+0.200 |
|
|
|
| Total Volume and Open Interest |
2,280 |
32,042 |
-104 |
| Lean Hogs(CME) |
| Feb06 |
051229 |
65.250 |
65.250 |
64.550 |
65.025 |
-0.100 |
5,581 |
0 |
-69,327 |
| Apr06 |
051229 |
67.400 |
68.175 |
67.350 |
68.125 |
+0.725 |
3,648 |
0 |
-27,229 |
| May06 |
051229 |
69.400 |
70.200 |
69.400 |
70.075 |
+0.750 |
125 |
0 |
-3,970 |
| Jun06 |
051229 |
70.975 |
71.800 |
70.975 |
71.775 |
+0.800 |
901 |
0 |
-13,020 |
| Jul06 |
051229 |
68.000 |
68.600 |
67.850 |
68.575 |
+1.125 |
481 |
0 |
-4,310 |
| Aug06 |
051229 |
65.100 |
65.550 |
65.100 |
65.550 |
+0.750 |
113 |
0 |
-1,817 |
| Oct06 |
051229 |
57.800 |
57.950 |
57.750 |
57.925 |
+0.425 |
117 |
0 |
-900 |
| Dec06 |
051229 |
55.575 |
55.750 |
55.575 |
55.650 |
+0.575 |
32 |
0 |
-389 |
| Total Volume and Open Interest |
6,488 |
121,168 |
+200 |
| Pork Bellies(CME) |
| Feb06 |
051229 |
83.200 |
83.350 |
82.200 |
82.725 |
-0.175 |
179 |
0 |
-1,474 |
| Mar06 |
051229 |
83.200 |
83.300 |
82.550 |
82.625 |
-0.075 |
11 |
0 |
-276 |
| May06 |
051229 |
85.650 |
85.650 |
84.825 |
84.900 |
-0.100 |
6 |
0 |
-241 |
| Jul06 |
051229 |
86.900 |
86.900 |
86.900 |
86.900 |
+0.200 |
19 |
0 |
-101 |
| Aug06 |
051229 |
84.000 |
84.000 |
84.000 |
84.000 |
-2.200 |
|
|
|
| Total Volume and Open Interest |
420 |
2,159 |
+60 |
| Class III Milk(CME) |
| Dec05 |
051229 |
13.40 |
13.40 |
13.40 |
13.40 |
unch |
|
|
|
| Jan06 |
051229 |
13.15 |
13.18 |
13.15 |
13.18 |
+0.03 |
49 |
0 |
-2,443 |
| Feb06 |
051229 |
12.79 |
12.85 |
12.79 |
12.85 |
+0.07 |
63 |
0 |
-2,026 |
| Mar06 |
051229 |
12.69 |
12.75 |
12.69 |
12.75 |
+0.07 |
51 |
0 |
-1,891 |
| Apr06 |
051229 |
12.63 |
12.66 |
12.62 |
12.62 |
+0.02 |
47 |
0 |
-1,788 |
| Total Volume and Open Interest |
442 |
21,720 |
+74 |
| Cocoa(NYBOT) |
| Mar06 |
051229 |
1470 |
1505 |
1470 |
1501 |
+32 |
3,256 |
55,688 |
+55,688 |
| May06 |
051229 |
1497 |
1520 |
1493 |
1520 |
+29 |
414 |
16,168 |
+154 |
| Jul06 |
051229 |
1513 |
1540 |
1513 |
1540 |
+30 |
36 |
13,449 |
+13,449 |
| Sep06 |
051229 |
1536 |
1561 |
1535 |
1561 |
+30 |
201 |
12,612 |
+12,612 |
| Dec06 |
051229 |
1579 |
1587 |
1579 |
1587 |
+29 |
5 |
10,705 |
+10,705 |
| Mar07 |
051229 |
1590 |
1611 |
1590 |
1611 |
+30 |
321 |
11,418 |
+54 |
| May07 |
051229 |
1613 |
1626 |
1608 |
1626 |
+24 |
0 |
1,949 |
+1,949 |
| Total Volume and Open Interest |
4,233 |
125,901 |
-263 |
| Coffee "C"(NYBOT) |
| Mar06 |
051229 |
107.00 |
108.40 |
106.40 |
106.90 |
-0.10 |
10,282 |
60,712 |
-269 |
| May06 |
051229 |
108.50 |
110.50 |
108.40 |
109.10 |
unch |
2,047 |
11,507 |
+11,507 |
| Jul06 |
051229 |
110.50 |
112.00 |
110.40 |
110.80 |
+0.05 |
227 |
4,828 |
+4,828 |
| Sep06 |
051229 |
112.65 |
113.25 |
112.40 |
112.40 |
+0.10 |
146 |
2,210 |
+2,210 |
| Dec06 |
051229 |
115.00 |
115.00 |
114.85 |
114.85 |
+0.25 |
61 |
1,959 |
+49 |
| Mar07 |
051229 |
116.10 |
117.30 |
116.10 |
117.30 |
+0.40 |
112 |
872 |
+872 |
| Total Volume and Open Interest |
12,977 |
82,702 |
+263 |
| Orange Juice(NYBOT) |
| Jan06 |
051229 |
119.30 |
124.50 |
119.30 |
124.00 |
+3.40 |
4,126 |
7,621 |
+7,621 |
| Mar06 |
051229 |
121.00 |
123.40 |
120.50 |
123.00 |
+1.10 |
5,510 |
22,133 |
+22,133 |
| May06 |
051229 |
122.50 |
124.50 |
122.00 |
123.90 |
+1.00 |
85 |
1,927 |
-5 |
| Jul06 |
051229 |
123.90 |
124.80 |
123.90 |
124.80 |
+0.90 |
50 |
1,179 |
+1,179 |
| Sep06 |
051229 |
125.00 |
125.70 |
125.00 |
125.70 |
+0.80 |
1 |
843 |
+843 |
| Total Volume and Open Interest |
9,873 |
34,711 |
-2,514 |
| Sugar #11(NYBOT) |
| Mar06 |
051229 |
14.70 |
14.80 |
14.66 |
14.79 |
+0.18 |
10,334 |
285,992 |
+285,992 |
| May06 |
051229 |
14.83 |
14.85 |
14.72 |
14.80 |
+0.14 |
2,468 |
91,057 |
+525 |
| Jul06 |
051229 |
14.30 |
14.32 |
14.24 |
14.30 |
+0.16 |
2,494 |
54,114 |
+54,114 |
| Oct06 |
051229 |
14.13 |
14.15 |
14.10 |
14.15 |
+0.16 |
1,041 |
41,284 |
+41,284 |
| Mar07 |
051229 |
14.09 |
14.15 |
14.09 |
14.15 |
+0.16 |
615 |
37,616 |
+37,616 |
| Total Volume and Open Interest |
17,589 |
532,810 |
-830 |
| Sugar #14(NYBOT) |
| Jan06 |
051208 |
22.00 |
22.02 |
22.00 |
22.02 |
-0.03 |
344 |
932 |
-304 |
| Mar06 |
051229 |
22.25 |
22.27 |
22.25 |
22.27 |
+0.07 |
31 |
2,772 |
+60 |
| May06 |
051229 |
22.15 |
22.15 |
22.10 |
22.10 |
unch |
57 |
3,389 |
+1 |
| Jul06 |
051229 |
22.15 |
22.19 |
22.15 |
22.19 |
+0.04 |
2 |
3,540 |
+3 |
| Sep06 |
051229 |
22.01 |
22.07 |
22.01 |
22.07 |
+0.01 |
12 |
1,579 |
-28 |
| Total Volume and Open Interest |
102 |
12,318 |
+31 |
| London Cocoa(LCE) |
| Dec05 |
051213 |
837 |
843 |
830 |
843 |
+6 |
9,125 |
8,584 |
-6,098 |
| Mar06 |
051229 |
900 |
912 |
888 |
911 |
+16 |
4,447 |
0 |
+0 |
| May06 |
051229 |
908 |
919 |
900 |
919 |
+16 |
768 |
0 |
+0 |
| Jul06 |
051229 |
917 |
929 |
908 |
929 |
+16 |
824 |
0 |
+0 |
| Sep06 |
051229 |
931 |
942 |
923 |
942 |
+16 |
289 |
0 |
+0 |
| Dec06 |
051229 |
938 |
954 |
935 |
954 |
+16 |
5 |
0 |
+0 |
| Mar07 |
051229 |
955 |
964 |
953 |
964 |
+17 |
|
|
|
| Total Volume and Open Interest |
2,999 |
171,681 |
+171,681 |
| London Coffee(LCE) |
| Jan06 |
051229 |
1170.00 |
1170.00 |
1155.00 |
1163.00 |
-2.00 |
8,409 |
0 |
+0 |
| Mar06 |
051229 |
1195.00 |
1195.00 |
1178.00 |
1185.00 |
-3.00 |
10,209 |
0 |
+0 |
| May06 |
051229 |
1204.00 |
1207.00 |
1194.00 |
1198.00 |
-1.00 |
4,244 |
0 |
+0 |
| Jul06 |
051229 |
1211.00 |
1212.00 |
1210.00 |
1210.00 |
-1.00 |
641 |
0 |
+0 |
| Sep06 |
051229 |
1222.00 |
1223.00 |
1222.00 |
1223.00 |
-1.00 |
8 |
0 |
+0 |
| Nov06 |
051229 |
1234.00 |
1235.00 |
1234.00 |
1235.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
10,751 |
129,456 |
+129,456 |
| London Sugar(LCE) |
| Dec05 |
051115 |
277.40 |
286.80 |
277.10 |
286.80 |
+9.30 |
2,312 |
700 |
-1,217 |
| Mar06 |
051229 |
351.00 |
353.00 |
350.50 |
351.60 |
+1.40 |
1,670 |
0 |
+0 |
| May06 |
051229 |
357.00 |
359.50 |
356.80 |
358.40 |
+1.80 |
180 |
0 |
+0 |
| Aug06 |
051229 |
371.00 |
374.00 |
368.80 |
372.00 |
+1.90 |
301 |
0 |
+0 |
| Oct06 |
051229 |
376.50 |
379.00 |
376.50 |
377.00 |
+1.90 |
13 |
0 |
+0 |
| Total Volume and Open Interest |
2,611 |
75,448 |
+75,448 |
| Cotton(NYBOT) |
| Mar06 |
051229 |
54.25 |
54.55 |
53.50 |
53.65 |
-0.42 |
5,790 |
80,263 |
+638 |
| May06 |
051229 |
54.80 |
55.07 |
54.10 |
54.34 |
-0.32 |
943 |
15,863 |
+15,863 |
| Jul06 |
051229 |
55.75 |
56.00 |
55.10 |
55.20 |
-0.40 |
406 |
4,595 |
+4,595 |
| Oct06 |
051229 |
55.90 |
55.90 |
55.90 |
55.90 |
-0.40 |
27 |
89 |
-9 |
| Dec06 |
051229 |
57.50 |
57.80 |
57.00 |
57.00 |
-0.40 |
54 |
3,357 |
+2 |
| Mar07 |
051229 |
58.90 |
58.90 |
58.90 |
58.90 |
-0.40 |
0 |
28 |
+28 |
| Total Volume and Open Interest |
7,220 |
104,251 |
+917 |
| Lumber(CME) |
| Jan06 |
051229 |
357.9 |
362.0 |
355.1 |
362.0 |
+3.5 |
711 |
0 |
-2,331 |
| Mar06 |
051229 |
366.0 |
373.5 |
366.0 |
372.5 |
+4.1 |
623 |
0 |
-2,591 |
| May06 |
051229 |
355.6 |
359.9 |
355.0 |
359.9 |
unch |
106 |
0 |
-515 |
| Jul06 |
051229 |
355.5 |
357.1 |
355.5 |
356.5 |
+0.7 |
17 |
0 |
-114 |
| Total Volume and Open Interest |
1,086 |
5,493 |
-107 |
| Crude Oil(NYM) |
| Feb06 |
051229 |
59.50 |
60.85 |
59.40 |
60.32 |
+0.50 |
55,477 |
238,420 |
+3,402 |
| Mar06 |
051229 |
60.00 |
61.45 |
59.95 |
60.92 |
+0.56 |
19,040 |
103,982 |
+5,964 |
| Apr06 |
051229 |
60.50 |
61.60 |
60.50 |
61.37 |
+0.59 |
4,467 |
48,145 |
+211 |
| May06 |
051229 |
60.85 |
62.20 |
60.85 |
61.72 |
+0.60 |
1,293 |
31,186 |
-671 |
| Jun06 |
051229 |
61.15 |
62.20 |
61.15 |
62.02 |
+0.61 |
1,926 |
50,713 |
+134 |
| Jul06 |
051229 |
62.60 |
62.60 |
62.28 |
62.28 |
+0.60 |
238 |
14,705 |
-117 |
| Aug06 |
051229 |
62.51 |
62.51 |
62.51 |
62.51 |
+0.59 |
345 |
10,567 |
+120 |
| Sep06 |
051229 |
62.75 |
62.75 |
62.50 |
62.70 |
+0.59 |
129 |
23,823 |
+44 |
| Oct06 |
051229 |
62.85 |
63.00 |
62.85 |
62.85 |
+0.59 |
0 |
6,287 |
+0 |
| Nov06 |
051229 |
62.95 |
62.97 |
62.95 |
62.97 |
+0.59 |
0 |
11,914 |
+0 |
| Dec06 |
051229 |
62.65 |
63.20 |
62.40 |
63.05 |
+0.59 |
1,595 |
52,664 |
+222 |
| Jan07 |
051229 |
63.11 |
63.11 |
63.11 |
63.11 |
+0.60 |
0 |
13,390 |
+0 |
| Feb07 |
051229 |
63.17 |
63.17 |
63.17 |
63.17 |
+0.61 |
95 |
4,314 |
-44 |
| Mar07 |
051229 |
63.00 |
63.22 |
63.00 |
63.22 |
+0.62 |
49 |
7,634 |
-49 |
| Apr07 |
051229 |
63.26 |
63.26 |
63.26 |
63.26 |
+0.63 |
49 |
5,117 |
-10 |
| May07 |
051229 |
63.29 |
63.29 |
63.29 |
63.29 |
+0.64 |
0 |
2,769 |
+0 |
| Total Volume and Open Interest |
85,553 |
818,841 |
+9,045 |
| Heating Oil(NYM) |
| Jan06 |
051229 |
168.25 |
172.00 |
168.05 |
170.29 |
+2.04 |
19,888 |
15,137 |
-3,983 |
| Feb06 |
051229 |
170.75 |
175.00 |
170.50 |
173.31 |
+2.31 |
20,683 |
71,880 |
+3,553 |
| Mar06 |
051229 |
173.30 |
177.00 |
173.00 |
175.61 |
+2.31 |
6,179 |
31,883 |
+938 |
| Apr06 |
051229 |
171.00 |
176.75 |
171.00 |
175.21 |
+3.06 |
2,097 |
13,761 |
+82 |
| May06 |
051229 |
169.10 |
175.00 |
169.10 |
172.96 |
+3.21 |
1,359 |
7,495 |
-115 |
| Jun06 |
051229 |
169.00 |
173.25 |
169.00 |
172.31 |
+3.21 |
632 |
8,340 |
+53 |
| Jul06 |
051229 |
171.80 |
174.50 |
171.80 |
173.36 |
+3.21 |
706 |
5,458 |
-49 |
| Aug06 |
051229 |
172.80 |
176.05 |
172.80 |
174.96 |
+3.16 |
309 |
3,206 |
+107 |
| Sep06 |
051229 |
175.25 |
177.36 |
175.25 |
177.36 |
+3.11 |
30 |
2,026 |
+2 |
| Oct06 |
051229 |
178.15 |
180.21 |
178.15 |
180.21 |
+3.06 |
29 |
929 |
+19 |
| Nov06 |
051229 |
181.00 |
183.25 |
181.00 |
183.01 |
+3.06 |
26 |
1,201 |
+3 |
| Dec06 |
051229 |
185.00 |
185.86 |
185.00 |
185.86 |
+3.06 |
360 |
5,508 |
+216 |
| Total Volume and Open Interest |
52,309 |
171,839 |
+833 |
| Unleaded Gas(NYM) |
| Jan06 |
051229 |
159.50 |
166.50 |
159.10 |
165.24 |
+6.13 |
17,018 |
15,830 |
-3,288 |
| Feb06 |
051229 |
162.50 |
169.25 |
162.25 |
167.32 |
+5.44 |
12,060 |
59,569 |
+1,907 |
| Mar06 |
051229 |
166.00 |
170.40 |
165.50 |
169.75 |
+4.75 |
2,176 |
20,954 |
+286 |
| Apr06 |
051229 |
175.00 |
179.50 |
175.00 |
178.05 |
+4.25 |
830 |
16,146 |
-59 |
| May06 |
051229 |
177.00 |
182.00 |
177.00 |
180.00 |
+4.20 |
848 |
11,834 |
+347 |
| Jun06 |
051229 |
178.75 |
182.45 |
178.00 |
181.35 |
+4.15 |
472 |
6,797 |
+149 |
| Jul06 |
051229 |
179.50 |
183.00 |
179.50 |
182.00 |
+4.10 |
42 |
3,165 |
+11 |
| Aug06 |
051229 |
183.25 |
183.25 |
182.00 |
182.00 |
+4.05 |
205 |
2,924 |
-24 |
| Sep06 |
051229 |
182.00 |
182.00 |
180.80 |
180.80 |
+4.00 |
90 |
3,999 |
-25 |
| Oct06 |
051229 |
172.95 |
172.95 |
172.95 |
172.95 |
+3.95 |
25 |
998 |
+0 |
| Nov06 |
051229 |
170.90 |
170.90 |
170.90 |
170.90 |
+3.95 |
0 |
539 |
+0 |
| Dec06 |
051229 |
170.15 |
170.15 |
170.15 |
170.15 |
+3.95 |
0 |
345 |
+0 |
| Total Volume and Open Interest |
33,766 |
143,248 |
-696 |
| Natural Gas(NYM) |
| Feb06 |
051229 |
11.310 |
11.660 |
11.180 |
11.223 |
-0.414 |
20,955 |
73,597 |
+2,238 |
| Mar06 |
051229 |
11.350 |
11.720 |
11.320 |
11.346 |
-0.351 |
11,618 |
74,641 |
-924 |
| Apr06 |
051229 |
10.150 |
10.450 |
10.150 |
10.306 |
-0.091 |
10,985 |
37,266 |
-2,227 |
| May06 |
051229 |
10.100 |
10.300 |
10.100 |
10.211 |
-0.071 |
6,122 |
26,748 |
+996 |
| Jun06 |
051229 |
10.160 |
10.330 |
10.160 |
10.249 |
-0.068 |
371 |
14,266 |
+200 |
| Jul06 |
051229 |
10.170 |
10.380 |
10.170 |
10.297 |
-0.065 |
420 |
18,507 |
-42 |
| Aug06 |
051229 |
10.240 |
10.420 |
10.240 |
10.342 |
-0.065 |
208 |
18,460 |
+154 |
| Sep06 |
051229 |
10.260 |
10.420 |
10.260 |
10.352 |
-0.065 |
319 |
14,614 |
-18 |
| Oct06 |
051229 |
10.390 |
10.490 |
10.390 |
10.407 |
-0.065 |
1,014 |
28,814 |
-389 |
| Nov06 |
051229 |
10.850 |
10.980 |
10.850 |
10.902 |
-0.065 |
105 |
10,821 |
+0 |
| Dec06 |
051229 |
11.380 |
11.480 |
11.380 |
11.382 |
-0.065 |
138 |
13,415 |
+25 |
| Jan07 |
051229 |
11.770 |
11.820 |
11.767 |
11.767 |
-0.065 |
985 |
13,787 |
-401 |
| Feb07 |
051229 |
11.650 |
11.780 |
11.650 |
11.752 |
-0.050 |
116 |
5,703 |
-4 |
| Mar07 |
051229 |
11.452 |
11.540 |
11.452 |
11.512 |
-0.040 |
1,685 |
12,614 |
+784 |
| Apr07 |
051229 |
9.630 |
9.630 |
9.552 |
9.552 |
-0.020 |
1,895 |
12,757 |
+696 |
| May07 |
051229 |
9.380 |
9.380 |
9.332 |
9.332 |
-0.020 |
658 |
12,437 |
+114 |
| Total Volume and Open Interest |
99,801 |
543,982 |
-12,873 |
| Brent Crude Oil(ICE) |
| Feb06 |
051229 |
57.69 |
58.52 |
57.20 |
58.07 |
+0.43 |
46,433 |
0 |
+0 |
| Mar06 |
051229 |
58.09 |
59.00 |
57.74 |
58.55 |
+0.41 |
18,263 |
0 |
+0 |
| Apr06 |
051229 |
58.72 |
59.55 |
58.37 |
59.18 |
+0.44 |
9,394 |
0 |
+0 |
| May06 |
051229 |
59.20 |
60.08 |
58.89 |
59.71 |
+0.47 |
4,562 |
0 |
+0 |
| Jun06 |
051229 |
59.52 |
60.54 |
59.33 |
60.18 |
+0.49 |
6,221 |
0 |
+0 |
| Jul06 |
051229 |
59.87 |
60.58 |
59.87 |
60.58 |
+0.52 |
402 |
0 |
+0 |
| Aug06 |
051229 |
60.16 |
60.87 |
60.16 |
60.87 |
+0.52 |
|
|
|
| Sep06 |
051229 |
61.07 |
61.07 |
61.07 |
61.07 |
+0.54 |
50 |
0 |
+0 |
| Oct06 |
051229 |
60.54 |
61.45 |
60.54 |
61.22 |
+0.55 |
100 |
0 |
+0 |
| Nov06 |
051229 |
60.50 |
61.37 |
60.50 |
61.37 |
+0.58 |
|
|
|
| Dec06 |
051229 |
60.66 |
61.65 |
60.59 |
61.48 |
+0.60 |
1,947 |
0 |
+0 |
| Jan07 |
051229 |
61.56 |
61.56 |
61.56 |
61.56 |
+0.61 |
|
|
|
| Feb07 |
051229 |
61.62 |
61.62 |
61.62 |
61.62 |
+0.62 |
|
|
|
| Mar07 |
051229 |
61.68 |
61.68 |
61.68 |
61.68 |
+0.65 |
|
|
|
| Total Volume and Open Interest |
87,567 |
391,738 |
+391,738 |
| Gas Oil(ICE) |
| Jan06 |
051229 |
508.50 |
513.25 |
503.75 |
506.50 |
+6.25 |
12,973 |
0 |
+0 |
| Feb06 |
051229 |
516.50 |
521.25 |
512.25 |
514.25 |
+5.75 |
9,841 |
0 |
+0 |
| Mar06 |
051229 |
522.50 |
527.75 |
518.75 |
520.75 |
+6.25 |
4,495 |
0 |
+0 |
| Apr06 |
051229 |
528.75 |
532.00 |
524.25 |
526.25 |
+6.25 |
2,469 |
0 |
+0 |
| May06 |
051229 |
529.75 |
536.25 |
529.75 |
531.25 |
+6.75 |
302 |
0 |
+0 |
| Jun06 |
051229 |
534.50 |
541.25 |
534.50 |
536.25 |
+7.00 |
682 |
0 |
+0 |
| Jul06 |
051229 |
541.00 |
541.00 |
540.75 |
540.75 |
+7.25 |
|
|
|
| Aug06 |
051229 |
545.25 |
545.25 |
545.25 |
545.25 |
+7.50 |
|
|
|
| Sep06 |
051229 |
546.25 |
556.50 |
546.25 |
549.75 |
+7.50 |
|
|
|
| Oct06 |
051229 |
549.25 |
560.00 |
549.25 |
553.50 |
+7.75 |
|
|
|
| Total Volume and Open Interest |
31,546 |
|
|
| US Dollar Index(NYBOT) |
| Mar06 |
051229 |
90.93 |
91.08 |
90.78 |
90.85 |
-0.20 |
1,704 |
22,434 |
-289 |
| Jun06 |
051229 |
90.52 |
90.52 |
90.52 |
90.52 |
-0.20 |
8 |
2,026 |
+2,026 |
| Sep06 |
051229 |
90.25 |
90.25 |
90.25 |
90.25 |
-0.20 |
1 |
3 |
-1 |
| Total Volume and Open Interest |
1,713 |
24,463 |
-290 |
| Australian Dollar(CME) |
| Mar06 |
051229 |
72.87 |
73.19 |
72.80 |
73.16 |
+0.43 |
17,748 |
0 |
-53,560 |
| Jun06 |
051229 |
72.99 |
72.99 |
72.99 |
72.99 |
+0.43 |
1 |
0 |
-285 |
| Sep06 |
051229 |
72.84 |
72.84 |
72.84 |
72.84 |
+0.43 |
|
|
|
| Total Volume and Open Interest |
13,550 |
57,071 |
+3,214 |
| British Pound(CME) |
| Mar06 |
051229 |
171.90 |
172.80 |
171.76 |
172.33 |
+0.87 |
50,042 |
0 |
-63,303 |
| Jun06 |
051229 |
172.50 |
172.90 |
172.48 |
172.48 |
+0.87 |
139 |
0 |
-208 |
| Sep06 |
051229 |
172.68 |
172.68 |
172.68 |
172.68 |
+0.87 |
|
|
|
| Total Volume and Open Interest |
14,945 |
62,736 |
-793 |
| Canadian Dollar(CME) |
| Mar06 |
051229 |
85.90 |
86.21 |
85.84 |
86.04 |
+0.10 |
27,564 |
0 |
-104,220 |
| Jun06 |
051229 |
86.27 |
86.27 |
86.25 |
86.25 |
+0.10 |
66 |
0 |
-1,833 |
| Sep06 |
051229 |
86.50 |
86.50 |
86.46 |
86.46 |
+0.10 |
2 |
0 |
-319 |
| Dec06 |
051229 |
86.67 |
86.67 |
86.67 |
86.67 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
17,974 |
103,040 |
-3,524 |
| Japanese Yen(CME) |
| Mar06 |
051229 |
85.58 |
85.68 |
85.50 |
85.60 |
-0.04 |
44,537 |
0 |
-129,484 |
| Jun06 |
051229 |
86.67 |
86.67 |
86.67 |
86.67 |
-0.04 |
3 |
0 |
-20,041 |
| Sep06 |
051229 |
87.67 |
87.67 |
87.67 |
87.67 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
23,993 |
148,945 |
-634 |
| Swiss Franc(CME) |
| Mar06 |
051229 |
76.43 |
76.66 |
76.38 |
76.63 |
+0.15 |
39,652 |
0 |
-85,065 |
| Jun06 |
051229 |
77.30 |
77.30 |
77.30 |
77.30 |
+0.15 |
20 |
0 |
-132 |
| Sep06 |
051229 |
77.94 |
77.94 |
77.94 |
77.94 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
10,664 |
86,551 |
+1,283 |
| EuroFX(CME) |
| Mar06 |
051229 |
118.75 |
118.98 |
118.70 |
118.91 |
+0.15 |
109,988 |
0 |
-110,126 |
| Jun06 |
051229 |
119.57 |
119.57 |
119.57 |
119.57 |
+0.15 |
154 |
0 |
-3,105 |
| Sep06 |
051229 |
120.13 |
120.15 |
120.04 |
120.15 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
33,784 |
112,370 |
-2,148 |
| Mexican Peso(CME) |
| Dec05 |
051219 |
9290.0 |
9315.0 |
9290.0 |
9302.0 |
-8.0 |
1,548 |
29,348 |
-1,712 |
| Mar06 |
051229 |
9225.0 |
9315.0 |
9217.0 |
9307.0 |
+100.0 |
8,097 |
0 |
-66,651 |
| Total Volume and Open Interest |
10,196 |
91,636 |
-845 |
| 30-Year T-Bonds(CBOT) |
| Mar06 |
051229 |
114~13 |
114~20 |
114~05 |
114~14 |
+0~04 |
115,273 |
599,717 |
+23,034 |
| Jun06 |
051229 |
114~10 |
114~10 |
113~29 |
114~10 |
+0~04 |
165 |
1,490 |
+77 |
| Sep06 |
051229 |
114~10 |
114~10 |
114~10 |
114~10 |
+0~05 |
1 |
7 |
+1 |
| Total Volume and Open Interest |
126,889 |
601,218 |
+23,112 |
| 10-Year T-Notes(CBOT) |
| Mar06 |
051229 |
109~190 |
109~215 |
109~140 |
109~185 |
unch |
237,261 |
1,553,976 |
+790 |
| Jun06 |
051229 |
109~150 |
109~150 |
109~150 |
109~150 |
unch |
1,613 |
13,286 |
+639 |
| Total Volume and Open Interest |
254,041 |
1,567,297 |
+1,429 |
| 5-Year T-Notes(CBOT) |
| Mar06 |
051229 |
106~140 |
106~145 |
106~090 |
106~125 |
-0~005 |
4,673 |
1,087,449 |
+1,087,449 |
| Jun06 |
051229 |
106~135 |
106~135 |
106~120 |
106~120 |
-0~005 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
140,202 |
1,087,459 |
-6,288 |
| 2 Year T-Notes(CBOT) |
| Mar06 |
051229 |
102~082 |
102~084 |
102~073 |
102~080 |
-0~002 |
4,777 |
380,413 |
+2,949 |
| Total Volume and Open Interest |
36,952 |
392,658 |
+2,213 |
| Eurodollars(CME) |
| Mar06 |
051229 |
95.245 |
95.250 |
95.220 |
95.235 |
-0.015 |
88,000 |
0 |
-1,238,936 |
| Jun06 |
051229 |
95.185 |
95.185 |
95.150 |
95.165 |
-0.025 |
162,000 |
0 |
-1,273,759 |
| Sep06 |
051229 |
95.205 |
95.215 |
95.160 |
95.175 |
-0.035 |
107,353 |
1,095,251 |
-6,524 |
| Dec06 |
051229 |
95.250 |
95.255 |
95.205 |
95.220 |
-0.035 |
121,000 |
0 |
-1,057,468 |
| Mar07 |
051229 |
95.290 |
95.290 |
95.250 |
95.265 |
-0.030 |
84,000 |
0 |
-847,602 |
| Jun07 |
051229 |
95.295 |
95.300 |
95.260 |
95.280 |
-0.020 |
63,000 |
0 |
-635,558 |
| Sep07 |
051229 |
95.290 |
95.290 |
95.255 |
95.280 |
-0.010 |
32,000 |
0 |
-417,013 |
| Dec07 |
051229 |
95.270 |
95.280 |
95.240 |
95.270 |
unch |
29,000 |
0 |
-300,797 |
| Mar08 |
051229 |
95.270 |
95.270 |
95.245 |
95.270 |
unch |
9,927 |
0 |
-258,569 |
| Jun08 |
051229 |
95.250 |
95.255 |
95.230 |
95.255 |
+0.005 |
6,948 |
0 |
-273,893 |
| Sep08 |
051229 |
95.230 |
95.235 |
95.210 |
95.235 |
+0.005 |
6,125 |
0 |
-219,533 |
| Dec08 |
051229 |
95.190 |
95.195 |
95.170 |
95.195 |
+0.005 |
6,674 |
0 |
-168,371 |
| Mar09 |
051229 |
95.170 |
95.175 |
95.160 |
95.175 |
+0.005 |
4,417 |
0 |
-126,771 |
| Jun09 |
051229 |
95.145 |
95.150 |
95.135 |
95.150 |
+0.005 |
3,458 |
0 |
-104,696 |
| Sep09 |
051229 |
95.135 |
95.135 |
95.110 |
95.130 |
+0.010 |
2,533 |
0 |
-98,144 |
| Dec09 |
051229 |
95.095 |
95.095 |
95.070 |
95.095 |
+0.010 |
4,870 |
0 |
-84,099 |
| Mar10 |
051229 |
95.075 |
95.080 |
95.065 |
95.080 |
+0.010 |
1,840 |
0 |
-56,782 |
| Jun10 |
051229 |
95.060 |
95.060 |
95.045 |
95.060 |
+0.010 |
1,325 |
0 |
-66,802 |
| Total Volume and Open Interest |
713,130 |
8,505,743 |
-16 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051219 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,802 |
8,222 |
+1,260 |
| Mar06 |
051229 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.01 |
|
|
|
| Jun06 |
051229 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.01 |
2 |
0 |
+0 |
| Sep06 |
051229 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
|
|
|
| Dec06 |
051229 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.01 |
100 |
0 |
+0 |
| Mar07 |
051229 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.02 |
|
|
|
| Jun07 |
051229 |
99.34 |
99.34 |
99.33 |
99.33 |
-0.03 |
|
|
|
| Sep07 |
051229 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.01 |
|
|
|
| Dec07 |
051229 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
|
|
|
| Mar08 |
051229 |
99.02 |
99.02 |
99.02 |
99.02 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
102 |
|
|
| 3-Mth Euro-Yen(SIMEX) |
| Mar06 |
051229 |
99.87 |
99.87 |
99.86 |
99.87 |
unch |
444 |
0 |
-66,493 |
| Jun06 |
051229 |
99.78 |
99.78 |
99.77 |
99.78 |
unch |
759 |
0 |
-63,837 |
| Sep06 |
051229 |
99.67 |
99.67 |
99.66 |
99.67 |
unch |
1,824 |
0 |
-37,739 |
| Dec06 |
051229 |
99.57 |
99.57 |
99.55 |
99.56 |
-0.01 |
2,734 |
0 |
-56,280 |
| Mar07 |
051229 |
99.44 |
99.45 |
99.44 |
99.45 |
-0.01 |
849 |
0 |
-31,818 |
| Jun07 |
051229 |
99.34 |
99.34 |
99.33 |
99.34 |
-0.01 |
436 |
0 |
-17,462 |
| Sep07 |
051229 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.01 |
|
|
|
| Dec07 |
051229 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
|
|
|
| Total Volume and Open Interest |
7,046 |
307,606 |
+1,504 |
| German Euro-Bund(EUREX) |
| Mar06 |
051228 |
121.65 |
121.97 |
121.50 |
121.87 |
+0.28 |
103,687 |
1,255,746 |
-23,873 |
| Jun06 |
051229 |
120.89 |
120.94 |
120.85 |
120.87 |
-0.18 |
45 |
1,041 |
+10 |
| Sep06 |
051229 |
121.34 |
121.34 |
121.34 |
121.34 |
-0.18 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
254,094 |
1,262,794 |
+6,016 |
| German Euro-Bobl(EUREX) |
| Mar06 |
051219 |
112.95 |
113.08 |
112.85 |
112.96 |
-0.12 |
558,597 |
846,690 |
+165,225 |
| Jun06 |
051229 |
112.00 |
112.00 |
112.00 |
112.00 |
-0.17 |
0 |
9 |
+0 |
| Sep06 |
051229 |
112.41 |
112.41 |
112.41 |
112.41 |
-0.18 |
|
|
|
| Total Volume and Open Interest |
156,498 |
960,939 |
-350 |
| Long Gilt(LIFFE) |
| Mar06 |
051229 |
114~10 |
114~12 |
114~03 |
114~08 |
-0~02 |
24,081 |
0 |
+0 |
| Jun06 |
051229 |
113~32 |
113~32 |
113~32 |
113~32 |
-0~02 |
|
|
|
| Total Volume and Open Interest |
9,016 |
226,166 |
+226,166 |
| 3-Mth Short Sterling(LIFFE) |
| Mar06 |
051229 |
95.50 |
95.50 |
95.50 |
95.50 |
-0.03 |
|
|
|
| Jun06 |
051229 |
95.57 |
95.57 |
95.57 |
95.57 |
-0.04 |
|
|
|
| Sep06 |
051229 |
95.57 |
95.57 |
95.57 |
95.57 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
78,537 |
1,672,936 |
+1,672,936 |
| 3-Mth Euribor(LIFFE) |
| Mar06 |
051229 |
97.305 |
97.305 |
97.290 |
97.290 |
-0.010 |
11,258 |
684,023 |
+2,476 |
| Jun06 |
051229 |
97.100 |
97.110 |
97.070 |
97.075 |
-0.025 |
8,646 |
618,361 |
-1,884 |
| Sep06 |
051229 |
96.990 |
97.000 |
96.955 |
96.965 |
-0.035 |
11,546 |
431,797 |
+3,993 |
| Total Volume and Open Interest |
53,613 |
3,122,060 |
+17 |
| 3-Mth Aus T-Bills(SFE) |
| Mar06 |
051229 |
94.37 |
94.38 |
94.36 |
94.38 |
+0.01 |
7,796 |
0 |
+0 |
| Jun06 |
051229 |
94.37 |
94.39 |
94.37 |
94.39 |
unch |
13,125 |
0 |
+0 |
| Sep06 |
051229 |
94.38 |
94.40 |
94.37 |
94.40 |
unch |
582 |
0 |
+0 |
| Dec06 |
051229 |
94.39 |
94.40 |
94.37 |
94.40 |
unch |
2,585 |
0 |
+0 |
| Mar07 |
051229 |
94.35 |
94.37 |
94.35 |
94.37 |
unch |
413 |
0 |
+0 |
| Jun07 |
051229 |
94.32 |
94.35 |
94.31 |
94.35 |
+0.01 |
678 |
0 |
+0 |
| Sep07 |
051229 |
94.30 |
94.32 |
94.30 |
94.32 |
+0.01 |
7 |
0 |
+0 |
| Dec07 |
051229 |
94.28 |
94.29 |
94.28 |
94.29 |
+0.01 |
3 |
0 |
+0 |
| Mar08 |
051229 |
94.28 |
94.28 |
94.28 |
94.28 |
+0.02 |
1 |
0 |
+0 |
| Jun08 |
051229 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
25,190 |
|
|
| 10-Year Aus T-Bonds(SFE) |
| Mar06 |
051229 |
94.77 |
94.78 |
94.75 |
94.78 |
-0.01 |
34,989 |
0 |
+0 |
| Jun06 |
051229 |
94.78 |
94.78 |
94.78 |
94.78 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
34,989 |
|
|
| 3-Year Aus T-Bonds(SFE) |
| Mar06 |
051229 |
94.75 |
94.78 |
94.74 |
94.78 |
+0.01 |
53,896 |
0 |
+0 |
| Jun06 |
051229 |
94.78 |
94.78 |
94.78 |
94.78 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
53,896 |
|
|
| Gold(CMX) |
| Feb06 |
051229 |
519.0 |
519.4 |
512.8 |
517.5 |
+1.2 |
26,598 |
235,245 |
-1,170 |
| Apr06 |
051229 |
524.0 |
524.0 |
517.0 |
521.9 |
+1.2 |
376 |
13,552 |
-105 |
| Jun06 |
051229 |
528.0 |
528.0 |
521.5 |
526.2 |
+1.2 |
346 |
21,236 |
-7 |
| Aug06 |
051229 |
530.6 |
530.6 |
530.6 |
530.6 |
+1.2 |
13 |
2,282 |
+0 |
| Oct06 |
051229 |
535.1 |
535.1 |
535.1 |
535.1 |
+1.2 |
0 |
5,618 |
+0 |
| Dec06 |
051229 |
542.0 |
542.0 |
536.1 |
539.5 |
+1.2 |
101 |
12,031 |
+32 |
| Feb07 |
051229 |
544.0 |
544.0 |
544.0 |
544.0 |
+1.3 |
42 |
5,981 |
+10 |
| Apr07 |
051229 |
548.4 |
548.4 |
548.4 |
548.4 |
+1.4 |
0 |
1,332 |
+0 |
| Jun07 |
051229 |
552.8 |
552.8 |
552.8 |
552.8 |
+1.4 |
10 |
7,509 |
+10 |
| Aug07 |
051229 |
557.1 |
557.1 |
557.1 |
557.1 |
+1.4 |
0 |
106 |
+0 |
| Oct07 |
051229 |
561.5 |
561.5 |
561.5 |
561.5 |
+1.4 |
0 |
2 |
+0 |
| Dec07 |
051229 |
570.5 |
570.5 |
564.5 |
565.9 |
+1.4 |
1 |
8,106 |
+8 |
| Total Volume and Open Interest |
27,545 |
320,115 |
-7,100 |
| Silver(CMX) |
| Mar06 |
051229 |
897.0 |
901.5 |
874.0 |
888.2 |
-5.3 |
9,628 |
99,720 |
+256 |
| May06 |
051229 |
900.0 |
905.0 |
880.0 |
895.2 |
-5.0 |
80 |
3,612 |
+7 |
| Jul06 |
051229 |
909.0 |
911.0 |
890.0 |
902.0 |
-4.9 |
101 |
9,809 |
+54 |
| Sep06 |
051229 |
908.1 |
908.1 |
908.1 |
908.1 |
-4.7 |
0 |
4,289 |
+0 |
| Dec06 |
051229 |
920.5 |
926.0 |
903.5 |
915.8 |
-4.7 |
49 |
11,589 |
-4 |
| Mar07 |
051229 |
922.0 |
922.0 |
922.0 |
922.0 |
-4.4 |
0 |
239 |
+0 |
| May07 |
051229 |
940.0 |
940.0 |
925.9 |
925.9 |
-4.3 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
10,287 |
135,028 |
+2,152 |
| Platinum(NYM) |
| Jan06 |
051229 |
968.0 |
968.0 |
961.0 |
964.2 |
-6.9 |
1,172 |
4,348 |
-596 |
| Apr06 |
051229 |
980.0 |
980.0 |
971.0 |
973.2 |
-6.9 |
894 |
5,973 |
+516 |
| Jul06 |
051229 |
979.2 |
979.2 |
979.2 |
979.2 |
-6.9 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,066 |
10,323 |
-42 |
| Palladium(NYME) |
| Mar06 |
051229 |
266.50 |
266.50 |
254.00 |
256.80 |
-8.20 |
497 |
13,664 |
-46 |
| Jun06 |
051229 |
268.00 |
268.00 |
260.30 |
260.30 |
-8.20 |
62 |
264 |
+52 |
| Sep06 |
051229 |
262.30 |
262.30 |
262.30 |
262.30 |
-8.20 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
562 |
13,997 |
-157 |
| Copper(CMX) |
| Mar06 |
051229 |
204.40 |
204.60 |
202.60 |
204.55 |
-2.35 |
5,564 |
75,815 |
+504 |
| May06 |
051229 |
198.80 |
198.80 |
196.80 |
198.55 |
-2.15 |
180 |
7,518 |
+27 |
| Jul06 |
051229 |
193.30 |
193.30 |
193.20 |
193.20 |
-2.10 |
116 |
4,672 |
-5 |
| Sep06 |
051229 |
188.00 |
188.30 |
188.00 |
188.05 |
-1.75 |
26 |
2,091 |
-3 |
| Dec06 |
051229 |
181.80 |
181.80 |
180.00 |
180.75 |
-1.75 |
27 |
1,837 |
+0 |
| Total Volume and Open Interest |
8,028 |
103,119 |
-282 |
| Aluminum(CMX) |
| Jan06 |
051229 |
104.80 |
104.80 |
104.80 |
104.80 |
+0.05 |
19 |
984 |
-19 |
| Feb06 |
051229 |
105.55 |
105.55 |
105.55 |
105.55 |
+0.20 |
0 |
709 |
-1 |
| Mar06 |
051229 |
105.65 |
105.65 |
105.65 |
105.65 |
+0.20 |
0 |
75 |
+0 |
| Apr06 |
051229 |
105.05 |
105.05 |
105.05 |
105.05 |
+0.20 |
0 |
50 |
+0 |
| May06 |
051229 |
104.45 |
104.45 |
104.45 |
104.45 |
+0.20 |
0 |
50 |
+0 |
| Jun06 |
051229 |
103.55 |
103.55 |
103.55 |
103.55 |
+0.20 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
19 |
2,011 |
-20 |
| DJIA Index(CBOT) |
| Dec05 |
051215 |
10893 |
10940 |
10870 |
10875 |
-21 |
7,447 |
35,794 |
+1,366 |
| Mar06 |
051229 |
10840 |
10868 |
10805 |
10820 |
-18 |
3,696 |
37,935 |
-19 |
| Jun06 |
051229 |
10905 |
10915 |
10888 |
10888 |
-17 |
0 |
21 |
+0 |
| Sep06 |
051229 |
10956 |
10956 |
10956 |
10956 |
-18 |
|
|
|
| Total Volume and Open Interest |
3,793 |
37,962 |
-19 |
| S & P 500(CME) |
| Mar06 |
051229 |
1265.30 |
1267.70 |
1258.50 |
1260.10 |
-5.10 |
18,011 |
0 |
-630,886 |
| Jun06 |
051229 |
1276.40 |
1276.40 |
1269.70 |
1269.70 |
-5.10 |
1,848 |
0 |
-8,608 |
| Sep06 |
051229 |
1279.30 |
1279.30 |
1279.30 |
1279.30 |
-5.10 |
2,887 |
0 |
-1,109 |
| Dec06 |
051229 |
1288.80 |
1288.80 |
1288.80 |
1288.80 |
-5.00 |
150 |
0 |
-36 |
| Total Volume and Open Interest |
23,186 |
633,845 |
-6,811 |
| S & P 500 E-Mini(Globex) |
| Mar06 |
051229 |
1265.25 |
1267.75 |
1258.50 |
1260.00 |
-5.25 |
391,511 |
0 |
-1,042,598 |
| Jun06 |
051229 |
1275.75 |
1281.25 |
1268.50 |
1269.75 |
-5.00 |
19 |
0 |
-1,384 |
| Total Volume and Open Interest |
596,018 |
1,039,230 |
-4,752 |
| NASDAQ 100(CME) |
| Mar06 |
051229 |
1682.50 |
1686.00 |
1666.00 |
1668.00 |
-13.00 |
2,531 |
0 |
-54,312 |
| Jun06 |
051229 |
1686.00 |
1686.00 |
1686.00 |
1686.00 |
-9.50 |
|
|
|
| Sep06 |
051229 |
1704.00 |
1704.00 |
1704.00 |
1704.00 |
-6.00 |
|
|
|
| Total Volume and Open Interest |
5,843 |
55,255 |
+921 |
| NASDAQ 100 E-Mini(Globex) |
| Mar06 |
051229 |
1681.50 |
1686.00 |
1665.50 |
1668.00 |
-13.00 |
126,330 |
0 |
-265,709 |
| Jun06 |
051229 |
1699.00 |
1699.00 |
1685.50 |
1686.00 |
-9.50 |
8 |
0 |
-52 |
| Total Volume and Open Interest |
157,020 |
274,778 |
+9,017 |
| S & P Midcap 400(CME) |
| Mar06 |
051229 |
749.00 |
751.25 |
745.50 |
745.70 |
-3.00 |
120 |
0 |
-12,200 |
| Jun06 |
051229 |
752.20 |
752.20 |
752.20 |
752.20 |
-3.00 |
|
|
|
| Sep06 |
051229 |
100.84 |
100.84 |
100.84 |
100.84 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
179 |
12,178 |
-23 |
| Russell 2000(CME) |
| Mar06 |
051229 |
683.00 |
685.60 |
679.75 |
680.20 |
-2.60 |
634 |
0 |
-29,240 |
| Jun06 |
051229 |
685.20 |
685.20 |
685.20 |
685.20 |
-2.60 |
|
|
|
| Sep06 |
051229 |
689.45 |
689.45 |
689.45 |
689.45 |
-2.60 |
|
|
|
| Total Volume and Open Interest |
962 |
29,119 |
+29,119 |
| Russell 2000 E-Mini(Globex) |
| Dec05 |
051216 |
683.40 |
686.10 |
683.40 |
686.10 |
+1.80 |
24,687 |
147,617 |
-12,601 |
| Mar06 |
051229 |
682.90 |
685.90 |
679.50 |
680.20 |
-2.60 |
63,186 |
0 |
-267,019 |
| Jun06 |
051229 |
687.50 |
690.00 |
684.00 |
685.20 |
-2.60 |
83 |
0 |
+0 |
| Total Volume and Open Interest |
76,972 |
268,723 |
+268,723 |
| Value Line(KCBT) |
| Mar06 |
051229 |
1942.50 |
1954.00 |
1941.50 |
1941.50 |
-2.00 |
30 |
192 |
-9 |
| Total Volume and Open Interest |
32 |
194 |
-11 |
| Nikkei 225(CME) |
| Mar06 |
051229 |
16270 |
16450 |
16245 |
16350 |
+95 |
43,129 |
208,365 |
+825 |
| Jun06 |
051229 |
16330 |
16330 |
16275 |
16275 |
+150 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Mar06 |
051229 |
16270 |
16450 |
16245 |
16350 |
+95 |
43,129 |
208,365 |
+825 |
| Jun06 |
051229 |
16330 |
16330 |
16275 |
16275 |
+150 |
|
|
|
| Sep06 |
051229 |
16275 |
16275 |
16275 |
16275 |
+150 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
43,140 |
208,729 |
+826 |
| CAC 40(MATIF) |
| Dec05 |
051216 |
4684.0 |
4720.5 |
4673.0 |
4704.5 |
+32.0 |
191,881 |
376,699 |
-83,247 |
| Jan06 |
051229 |
4775.5 |
4785.0 |
4767.5 |
4777.0 |
+13.0 |
22,541 |
0 |
-353,991 |
| Feb06 |
051229 |
4782.5 |
4789.0 |
4778.5 |
4785.0 |
+12.0 |
157 |
0 |
-1,009 |
| Total Volume and Open Interest |
16,059 |
418,747 |
+1,446 |
| Hang Seng Index(HKFE) |
| Dec05 |
051229 |
15168 |
15184 |
15104 |
15106 |
-23 |
42,567 |
53,135 |
-13,803 |
| Jan06 |
051229 |
15219 |
15235 |
15055 |
15090 |
-85 |
34,163 |
73,407 |
+26,684 |
| Total Volume and Open Interest |
76,875 |
128,346 |
+13,008 |
| DAX Index(EUREX) |
| Mar06 |
051229 |
5497.5 |
5499.0 |
5467.5 |
5488.0 |
+8.5 |
41,443 |
193,506 |
+3,294 |
| Jun06 |
051229 |
5531.5 |
5536.0 |
5511.0 |
5525.5 |
+8.5 |
948 |
8,100 |
+260 |
| Sep06 |
051229 |
5573.0 |
5573.0 |
5563.0 |
5566.0 |
+9.0 |
175 |
914 |
+175 |
| Total Volume and Open Interest |
43,518 |
202,520 |
+3,729 |
| FT-SE 100(LIFFE) |
| Mar06 |
051229 |
5629.50 |
5648.00 |
5629.50 |
5638.50 |
+13.50 |
24,135 |
0 |
+0 |
| Jun06 |
051229 |
5650.00 |
5655.50 |
5642.50 |
5649.00 |
+13.50 |
22 |
0 |
+0 |
| Sep06 |
051229 |
5658.00 |
5661.50 |
5655.00 |
5661.50 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
10,937 |
412,316 |
+412,316 |
| SPI 200(SFE) |
| Dec05 |
051215 |
4630.0 |
4647.0 |
4620.0 |
4647.0 |
+32.0 |
50,111 |
236,759 |
+17,914 |
| Mar06 |
051229 |
4771.0 |
4774.0 |
4752.0 |
4764.0 |
+1.0 |
5,883 |
0 |
+0 |
| Jun06 |
051229 |
4783.0 |
4796.0 |
4781.0 |
4791.0 |
+3.0 |
50 |
0 |
+0 |
| Total Volume and Open Interest |
6,189 |
170,931 |
+170,931 |
| GSCI(CME) |
| Jan06 |
051229 |
425.40 |
431.00 |
424.90 |
427.50 |
+0.60 |
100 |
0 |
-18,282 |
| Feb06 |
051229 |
428.00 |
431.00 |
428.00 |
431.00 |
+1.00 |
6 |
0 |
-2 |
| Mar06 |
051229 |
430.00 |
430.00 |
430.00 |
430.00 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
497 |
18,627 |
+343 |
| Reuters CRB Index(NYBOT) |
| Jan06 |
051229 |
348.25 |
349.25 |
346.00 |
349.00 |
+1.00 |
8 |
548 |
+1 |
| Feb06 |
051229 |
345.50 |
347.40 |
345.50 |
347.25 |
+1.00 |
10 |
62 |
-7 |
| Apr06 |
051229 |
347.00 |
347.25 |
347.00 |
347.25 |
+1.00 |
1 |
422 |
-1 |
| Total Volume and Open Interest |
0 |
2 |
-1,042 |
|
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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