|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon January 09, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan06 |
060109 |
587.00 |
587.50 |
580.00 |
584.00 |
-16.50 |
5,241 |
4,659 |
-994 |
| Mar06 |
060109 |
598.00 |
599.00 |
589.50 |
594.00 |
-17.00 |
35,796 |
169,636 |
+1,606 |
| May06 |
060109 |
609.00 |
609.00 |
600.00 |
603.00 |
-18.00 |
4,002 |
35,116 |
+426 |
| Jul06 |
060109 |
616.00 |
617.00 |
609.00 |
612.50 |
-17.00 |
3,797 |
43,293 |
+5 |
| Aug06 |
060109 |
617.00 |
619.00 |
611.00 |
614.00 |
-19.00 |
407 |
3,486 |
+78 |
| Sep06 |
060109 |
619.00 |
619.00 |
611.00 |
613.00 |
-17.00 |
2 |
1,488 |
+0 |
| Nov06 |
060109 |
623.00 |
624.00 |
616.00 |
619.50 |
-14.00 |
3,340 |
32,945 |
+1,054 |
| Total Volume and Open Interest |
53,084 |
293,634 |
+2,288 |
| Soybean Meal(CBOT) |
| Jan06 |
060109 |
183.00 |
183.80 |
180.50 |
183.30 |
-3.60 |
1,240 |
3,548 |
-145 |
| Mar06 |
060109 |
184.00 |
185.90 |
182.80 |
184.60 |
-4.10 |
12,606 |
59,241 |
-1,497 |
| May06 |
060109 |
186.00 |
187.80 |
185.20 |
186.50 |
-4.40 |
2,885 |
22,674 |
-106 |
| Jul06 |
060109 |
188.50 |
190.00 |
187.20 |
188.50 |
-4.50 |
1,653 |
22,244 |
+24 |
| Aug06 |
060109 |
189.00 |
191.40 |
189.00 |
189.50 |
-4.80 |
200 |
6,271 |
+22 |
| Sep06 |
060109 |
192.00 |
192.00 |
189.80 |
190.00 |
-4.70 |
176 |
5,480 |
+16 |
| Oct06 |
060109 |
190.50 |
191.20 |
190.00 |
190.50 |
-4.00 |
68 |
3,378 |
+17 |
| Dec06 |
060109 |
191.00 |
192.50 |
190.00 |
191.60 |
-3.70 |
392 |
7,728 |
+93 |
| Total Volume and Open Interest |
19,236 |
130,713 |
-1,560 |
| Soybean Oil(CBOT) |
| Jan06 |
060109 |
22.30 |
22.30 |
22.05 |
22.20 |
-0.55 |
4,712 |
3,607 |
-495 |
| Mar06 |
060109 |
22.72 |
22.75 |
22.35 |
22.59 |
-0.40 |
13,639 |
89,871 |
+532 |
| May06 |
060109 |
22.95 |
22.98 |
22.71 |
22.97 |
-0.35 |
5,119 |
26,836 |
+564 |
| Jul06 |
060109 |
23.25 |
23.32 |
23.06 |
23.31 |
-0.34 |
2,144 |
25,956 |
+146 |
| Aug06 |
060109 |
23.35 |
23.40 |
23.35 |
23.40 |
-0.35 |
63 |
4,002 |
-20 |
| Sep06 |
060109 |
23.50 |
23.50 |
23.40 |
23.50 |
-0.35 |
26 |
3,080 |
+1 |
| Oct06 |
060109 |
23.45 |
23.65 |
23.45 |
23.65 |
-0.35 |
120 |
1,879 |
+86 |
| Dec06 |
060109 |
23.85 |
23.90 |
23.69 |
23.90 |
-0.28 |
748 |
13,024 |
-171 |
| Total Volume and Open Interest |
26,592 |
168,424 |
+661 |
| Canola(WCE) |
| Jan06 |
060109 |
233.7 |
233.8 |
231.9 |
233.0 |
-1.9 |
34 |
288 |
-34 |
| Mar06 |
060109 |
240.9 |
240.9 |
238.2 |
239.0 |
-3.6 |
4,225 |
53,908 |
-479 |
| May06 |
060109 |
248.0 |
248.0 |
246.0 |
246.7 |
-2.9 |
97 |
11,247 |
+57 |
| Jul06 |
060109 |
255.0 |
255.4 |
254.1 |
255.3 |
-2.4 |
103 |
3,785 |
-12 |
| 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 |
060109 |
212.00 |
212.00 |
209.75 |
211.00 |
-3.25 |
43,495 |
456,789 |
-1,873 |
| May06 |
060109 |
220.50 |
221.00 |
219.25 |
220.50 |
-3.00 |
6,091 |
108,296 |
+808 |
| Jul06 |
060109 |
229.50 |
229.50 |
227.75 |
229.00 |
-2.75 |
5,523 |
104,233 |
+286 |
| Sep06 |
060109 |
236.00 |
236.00 |
235.00 |
235.75 |
-3.00 |
481 |
22,297 |
-87 |
| Dec06 |
060109 |
245.75 |
246.00 |
244.50 |
245.75 |
-2.50 |
5,898 |
107,779 |
-20 |
| Mar07 |
060109 |
252.00 |
252.75 |
251.25 |
252.75 |
-2.25 |
400 |
7,896 |
+116 |
| Total Volume and Open Interest |
62,632 |
825,061 |
-411 |
| Wheat(CBOT) |
| Mar06 |
060109 |
328.00 |
328.25 |
323.75 |
326.50 |
-4.25 |
26,812 |
210,661 |
-3,030 |
| May06 |
060109 |
338.00 |
338.00 |
333.75 |
337.00 |
-3.75 |
3,296 |
19,004 |
+347 |
| Jul06 |
060109 |
346.50 |
347.00 |
342.75 |
346.25 |
-3.75 |
8,049 |
43,413 |
-198 |
| Sep06 |
060109 |
354.50 |
355.50 |
351.50 |
355.00 |
-3.50 |
174 |
4,128 |
-85 |
| Dec06 |
060109 |
367.00 |
368.00 |
363.75 |
366.00 |
-4.00 |
1,943 |
28,893 |
+36 |
| Total Volume and Open Interest |
40,361 |
307,993 |
-2,884 |
| Wheat(KCBT) |
| Mar06 |
060109 |
373.00 |
374.50 |
368.00 |
370.50 |
-8.25 |
9,045 |
70,482 |
-1,298 |
| May06 |
060109 |
372.50 |
374.00 |
367.50 |
369.25 |
-7.75 |
1,728 |
13,619 |
+110 |
| Jul06 |
060109 |
371.00 |
373.00 |
366.50 |
368.00 |
-7.75 |
3,482 |
35,933 |
+744 |
| Sep06 |
060109 |
374.00 |
376.00 |
372.00 |
372.50 |
-6.50 |
296 |
4,986 |
-100 |
| Dec06 |
060109 |
382.50 |
385.50 |
380.50 |
382.50 |
-3.75 |
515 |
6,092 |
+189 |
| Total Volume and Open Interest |
15,069 |
131,174 |
-354 |
| Wheat(MGE) |
| Mar06 |
060109 |
381.50 |
382.50 |
377.50 |
380.50 |
-3.00 |
3,372 |
22,492 |
-760 |
| May06 |
060109 |
381.00 |
383.25 |
378.00 |
379.25 |
-5.25 |
849 |
6,328 |
+54 |
| Jul06 |
060109 |
381.00 |
382.00 |
378.00 |
379.00 |
-5.00 |
1,042 |
9,556 |
-339 |
| Sep06 |
060109 |
379.75 |
381.00 |
378.00 |
379.50 |
-3.00 |
333 |
3,996 |
-18 |
| Dec06 |
060109 |
388.50 |
389.00 |
384.75 |
386.00 |
-4.50 |
336 |
1,893 |
-43 |
| Total Volume and Open Interest |
5,940 |
44,294 |
-1,098 |
| Oats(CBOT) |
| Mar06 |
060109 |
186.75 |
188.00 |
185.00 |
185.25 |
-6.00 |
790 |
8,272 |
-116 |
| May06 |
060109 |
182.50 |
183.75 |
179.50 |
179.75 |
-5.25 |
75 |
474 |
+32 |
| Jul06 |
060109 |
175.00 |
175.00 |
172.00 |
172.50 |
-4.50 |
48 |
365 |
+30 |
| Sep06 |
060109 |
169.00 |
169.00 |
169.00 |
169.00 |
-4.00 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
934 |
9,722 |
-44 |
| Rough Rice(CBOT) |
| Jan06 |
060109 |
8.07 |
8.12 |
8.07 |
8.12 |
-0.03 |
5 |
36 |
-9 |
| Mar06 |
060109 |
8.31 |
8.38 |
8.26 |
8.34 |
-0.03 |
866 |
7,754 |
+174 |
| May06 |
060109 |
8.50 |
8.59 |
8.50 |
8.56 |
-0.04 |
588 |
1,141 |
+123 |
| Jul06 |
060109 |
8.80 |
8.82 |
8.73 |
8.79 |
-0.04 |
112 |
207 |
+40 |
| Total Volume and Open Interest |
1,622 |
9,674 |
+337 |
| Live Cattle(CME) |
| Feb06 |
060109 |
95.900 |
96.650 |
95.650 |
96.475 |
+0.425 |
14,435 |
113,961 |
-939 |
| Apr06 |
060109 |
94.450 |
95.400 |
94.250 |
95.375 |
+0.825 |
9,049 |
47,682 |
+1,383 |
| Jun06 |
060109 |
87.200 |
87.800 |
87.050 |
87.725 |
+0.325 |
3,586 |
23,727 |
+592 |
| Aug06 |
060109 |
86.050 |
86.500 |
86.050 |
86.375 |
+0.100 |
1,939 |
12,447 |
+936 |
| Oct06 |
060109 |
88.900 |
89.200 |
88.900 |
89.175 |
+0.075 |
151 |
5,985 |
+86 |
| Dec06 |
060109 |
89.900 |
90.100 |
89.900 |
90.000 |
+0.075 |
240 |
4,158 |
+85 |
| Total Volume and Open Interest |
29,460 |
208,148 |
+2,186 |
| Feeder Cattle(CME) |
| Jan06 |
060109 |
114.550 |
114.850 |
114.350 |
114.525 |
+0.025 |
1,036 |
8,021 |
-323 |
| Mar06 |
060109 |
114.100 |
114.500 |
113.900 |
114.250 |
+0.275 |
1,238 |
16,003 |
+116 |
| Apr06 |
060109 |
114.100 |
114.575 |
114.000 |
114.450 |
+0.175 |
851 |
4,887 |
+123 |
| May06 |
060109 |
113.800 |
114.300 |
113.650 |
114.200 |
+0.250 |
316 |
2,776 |
+68 |
| Aug06 |
060109 |
114.300 |
114.750 |
114.200 |
114.750 |
+0.275 |
224 |
2,404 |
+49 |
| Sep06 |
060109 |
113.500 |
113.750 |
113.500 |
113.750 |
+0.300 |
12 |
212 |
+11 |
| Oct06 |
060109 |
112.300 |
112.900 |
112.300 |
112.850 |
+0.400 |
7 |
60 |
+7 |
| Total Volume and Open Interest |
3,688 |
34,444 |
+55 |
| Lean Hogs(CME) |
| Feb06 |
060109 |
64.700 |
64.850 |
64.300 |
64.675 |
+0.200 |
10,075 |
66,022 |
-1,343 |
| Apr06 |
060109 |
68.200 |
68.900 |
67.850 |
68.800 |
+0.750 |
8,808 |
34,638 |
+1,726 |
| May06 |
060109 |
70.300 |
70.450 |
70.200 |
70.325 |
-0.050 |
91 |
4,082 |
+51 |
| Jun06 |
060109 |
72.750 |
73.000 |
72.500 |
72.900 |
+0.150 |
1,958 |
15,567 |
+564 |
| Jul06 |
060109 |
69.800 |
70.100 |
69.500 |
70.100 |
+0.500 |
767 |
5,323 |
+329 |
| Aug06 |
060109 |
66.650 |
67.050 |
66.450 |
67.000 |
+0.450 |
362 |
2,490 |
+62 |
| Oct06 |
060109 |
57.600 |
57.600 |
57.000 |
57.375 |
-0.125 |
187 |
1,338 |
+10 |
| Dec06 |
060109 |
55.000 |
55.150 |
54.950 |
54.950 |
-0.050 |
62 |
710 |
+50 |
| Total Volume and Open Interest |
22,314 |
130,192 |
+1,453 |
| Pork Bellies(CME) |
| Feb06 |
060109 |
87.500 |
88.250 |
87.100 |
88.250 |
+0.650 |
608 |
1,241 |
-101 |
| Mar06 |
060109 |
87.400 |
88.000 |
87.200 |
87.800 |
+1.000 |
77 |
377 |
+23 |
| May06 |
060109 |
88.600 |
89.500 |
88.600 |
89.300 |
+1.000 |
27 |
279 |
-6 |
| Jul06 |
060109 |
91.000 |
91.000 |
91.000 |
91.000 |
+0.700 |
22 |
140 |
-22 |
| Aug06 |
060109 |
89.000 |
89.000 |
89.000 |
89.000 |
+1.000 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
734 |
2,048 |
-106 |
| Class III Milk(CME) |
| Jan06 |
060109 |
13.35 |
13.37 |
13.35 |
13.37 |
unch |
9 |
2,507 |
-44 |
| Feb06 |
060109 |
13.05 |
13.10 |
13.05 |
13.08 |
+0.03 |
101 |
2,636 |
-3 |
| Mar06 |
060109 |
12.98 |
13.10 |
12.98 |
13.10 |
+0.10 |
75 |
2,249 |
+7 |
| Apr06 |
060109 |
12.88 |
13.00 |
12.86 |
12.95 |
+0.07 |
101 |
2,123 |
+45 |
| May06 |
060109 |
12.80 |
12.90 |
12.80 |
12.90 |
+0.10 |
88 |
1,907 |
+40 |
| Total Volume and Open Interest |
477 |
22,362 |
+100 |
| Cocoa(NYBOT) |
| Mar06 |
060109 |
1545 |
1554 |
1501 |
1505 |
-46 |
8,288 |
58,048 |
+295 |
| May06 |
060109 |
1570 |
1574 |
1523 |
1527 |
-44 |
1,198 |
18,515 |
+291 |
| Jul06 |
060109 |
1590 |
1591 |
1547 |
1547 |
-44 |
796 |
13,701 |
+49 |
| Sep06 |
060109 |
1611 |
1611 |
1567 |
1567 |
-45 |
138 |
13,132 |
+5 |
| Dec06 |
060109 |
1596 |
1596 |
1596 |
1596 |
-44 |
141 |
10,967 |
+108 |
| Mar07 |
060109 |
1617 |
1617 |
1617 |
1617 |
-46 |
60 |
11,475 |
-38 |
| May07 |
060109 |
1639 |
1639 |
1639 |
1639 |
-44 |
361 |
2,362 |
+289 |
| Total Volume and Open Interest |
10,982 |
132,124 |
+999 |
| Coffee "C"(NYBOT) |
| Mar06 |
060109 |
119.00 |
121.50 |
117.25 |
120.15 |
+0.60 |
16,642 |
64,064 |
+787 |
| May06 |
060109 |
120.75 |
123.60 |
119.50 |
122.45 |
+0.75 |
2,953 |
14,713 |
+942 |
| Jul06 |
060109 |
122.50 |
125.00 |
122.00 |
124.30 |
+0.80 |
814 |
4,772 |
-293 |
| Sep06 |
060109 |
124.20 |
127.00 |
123.30 |
126.00 |
+0.80 |
475 |
2,288 |
+23 |
| Dec06 |
060109 |
126.60 |
129.40 |
125.75 |
128.50 |
+0.85 |
154 |
2,090 |
+20 |
| Mar07 |
060109 |
128.80 |
131.50 |
128.80 |
130.95 |
+0.95 |
123 |
1,025 |
+68 |
| Total Volume and Open Interest |
21,217 |
89,608 |
+1,577 |
| Orange Juice(NYBOT) |
| Jan06 |
060109 |
128.95 |
133.40 |
127.40 |
133.40 |
+4.95 |
235 |
819 |
-177 |
| Mar06 |
060109 |
125.60 |
127.50 |
124.55 |
127.40 |
+1.90 |
2,268 |
22,091 |
+278 |
| May06 |
060109 |
125.20 |
127.90 |
124.90 |
127.90 |
+2.10 |
256 |
4,900 |
+144 |
| Jul06 |
060109 |
126.30 |
128.30 |
126.00 |
128.30 |
+2.10 |
74 |
1,159 |
+51 |
| Sep06 |
060109 |
126.90 |
127.80 |
126.80 |
127.75 |
+1.15 |
9 |
879 |
+7 |
| Total Volume and Open Interest |
2,842 |
31,300 |
+303 |
| Sugar #11(NYBOT) |
| Mar06 |
060109 |
14.80 |
14.89 |
14.55 |
14.60 |
-0.28 |
28,222 |
271,202 |
-5,552 |
| May06 |
060109 |
14.85 |
14.93 |
14.58 |
14.66 |
-0.31 |
9,969 |
92,853 |
-930 |
| Jul06 |
060109 |
14.36 |
14.47 |
14.05 |
14.19 |
-0.32 |
7,032 |
63,441 |
+1,962 |
| Oct06 |
060109 |
14.20 |
14.35 |
14.02 |
14.08 |
-0.31 |
3,876 |
44,761 |
+635 |
| Mar07 |
060109 |
14.17 |
14.31 |
13.65 |
14.04 |
-0.34 |
1,288 |
38,739 |
+303 |
| Total Volume and Open Interest |
51,164 |
535,325 |
-3,781 |
| Sugar #14(NYBOT) |
| Jan06 |
051208 |
22.00 |
22.02 |
22.00 |
22.02 |
-0.03 |
344 |
932 |
-304 |
| Mar06 |
060109 |
23.55 |
23.58 |
23.35 |
23.35 |
-0.20 |
207 |
3,027 |
+85 |
| May06 |
060109 |
23.30 |
23.30 |
23.21 |
23.23 |
-0.19 |
136 |
3,514 |
+104 |
| Jul06 |
060109 |
23.30 |
23.30 |
23.30 |
23.30 |
-0.25 |
231 |
3,702 |
+226 |
| Sep06 |
060109 |
23.20 |
23.20 |
23.20 |
23.20 |
-0.20 |
246 |
1,962 |
+174 |
| Total Volume and Open Interest |
1,287 |
14,387 |
+939 |
| London Cocoa(LCE) |
| Mar06 |
060109 |
919 |
922 |
893 |
894 |
-23 |
5,633 |
68,195 |
-808 |
| May06 |
060109 |
930 |
930 |
905 |
906 |
-22 |
990 |
27,431 |
+219 |
| Jul06 |
060109 |
938 |
944 |
917 |
917 |
-22 |
754 |
34,194 |
+199 |
| Sep06 |
060109 |
950 |
952 |
930 |
930 |
-22 |
96 |
17,555 |
+61 |
| Dec06 |
060109 |
959 |
966 |
940 |
940 |
-23 |
144 |
19,207 |
+135 |
| Mar07 |
060109 |
967 |
967 |
951 |
951 |
-23 |
117 |
7,008 |
+77 |
| May07 |
060109 |
966 |
966 |
961 |
961 |
-23 |
3 |
452 |
+0 |
| Total Volume and Open Interest |
7,737 |
174,111 |
-117 |
| London Coffee(LCE) |
| Jan06 |
060109 |
1205.00 |
1236.00 |
1090.00 |
1230.00 |
-2.00 |
213 |
1,185 |
-149 |
| Mar06 |
060109 |
1250.00 |
1258.00 |
1080.00 |
1247.00 |
-2.00 |
7,760 |
81,358 |
+659 |
| May06 |
060109 |
1263.00 |
1271.00 |
1243.00 |
1262.00 |
-1.00 |
1,582 |
21,013 |
+369 |
| Jul06 |
060109 |
1267.00 |
1278.00 |
1267.00 |
1274.00 |
-2.00 |
108 |
6,385 |
+22 |
| Sep06 |
060109 |
1160.00 |
1291.00 |
1160.00 |
1287.00 |
-1.00 |
37 |
3,779 |
-3 |
| Nov06 |
060109 |
1300.00 |
1300.00 |
1300.00 |
1300.00 |
-1.00 |
10 |
282 |
-1 |
| Total Volume and Open Interest |
9,714 |
114,177 |
+897 |
| London Sugar(LCE) |
| Mar06 |
060109 |
358.70 |
359.00 |
350.60 |
351.00 |
-6.70 |
1,623 |
38,752 |
-260 |
| May06 |
060109 |
368.50 |
368.80 |
361.00 |
361.50 |
-5.70 |
1,033 |
11,028 |
+353 |
| Aug06 |
060109 |
380.40 |
381.50 |
376.00 |
376.50 |
-5.00 |
799 |
8,205 |
+287 |
| Oct06 |
060109 |
385.00 |
385.00 |
379.00 |
379.50 |
-5.00 |
58 |
7,155 |
+22 |
| Dec06 |
060109 |
382.70 |
382.70 |
379.50 |
379.50 |
-5.20 |
4 |
2,646 |
+0 |
| Total Volume and Open Interest |
3,549 |
71,810 |
+398 |
| Cotton(NYBOT) |
| Mar06 |
060109 |
55.70 |
56.00 |
55.50 |
55.70 |
+0.65 |
5,919 |
83,447 |
-16 |
| May06 |
060109 |
56.90 |
56.94 |
56.45 |
56.76 |
+0.66 |
1,827 |
17,885 |
-6 |
| Jul06 |
060109 |
57.80 |
57.90 |
57.50 |
57.65 |
+0.66 |
210 |
5,200 |
+34 |
| Oct06 |
060109 |
58.00 |
58.00 |
57.93 |
57.93 |
+0.88 |
0 |
85 |
+0 |
| Dec06 |
060109 |
58.50 |
58.85 |
58.50 |
58.51 |
+0.51 |
170 |
3,627 |
+29 |
| Mar07 |
060109 |
60.20 |
60.20 |
60.20 |
60.20 |
+0.45 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
8,127 |
110,374 |
+40 |
| Lumber(CME) |
| Jan06 |
060109 |
362.0 |
363.0 |
356.0 |
362.0 |
-5.4 |
243 |
481 |
-46 |
| Mar06 |
060109 |
382.0 |
383.0 |
376.2 |
381.8 |
-3.8 |
538 |
4,508 |
+145 |
| May06 |
060109 |
371.7 |
373.6 |
368.8 |
373.6 |
-0.4 |
221 |
894 |
+53 |
| Jul06 |
060109 |
360.5 |
365.0 |
360.5 |
364.5 |
+1.3 |
55 |
196 |
+25 |
| Total Volume and Open Interest |
1,058 |
6,158 |
+178 |
| Crude Oil(NYM) |
| Feb06 |
060109 |
64.20 |
64.25 |
62.90 |
63.50 |
-0.71 |
110,763 |
200,544 |
-3,506 |
| Mar06 |
060109 |
65.00 |
65.10 |
63.75 |
64.35 |
-0.62 |
72,737 |
161,288 |
+8,130 |
| Apr06 |
060109 |
65.60 |
65.60 |
64.35 |
64.91 |
-0.57 |
24,951 |
60,427 |
+3,567 |
| May06 |
060109 |
65.90 |
65.90 |
64.95 |
65.26 |
-0.53 |
10,332 |
34,140 |
+544 |
| Jun06 |
060109 |
66.05 |
66.05 |
65.01 |
65.52 |
-0.48 |
16,625 |
57,868 |
+1,939 |
| Jul06 |
060109 |
65.40 |
65.70 |
65.40 |
65.70 |
-0.44 |
2,883 |
16,014 |
+395 |
| Aug06 |
060109 |
65.90 |
65.90 |
65.00 |
65.86 |
-0.40 |
753 |
13,115 |
-179 |
| Sep06 |
060109 |
65.90 |
65.98 |
65.85 |
65.98 |
-0.37 |
2,701 |
25,497 |
-461 |
| Oct06 |
060109 |
66.08 |
66.08 |
66.08 |
66.08 |
-0.34 |
480 |
8,535 |
+354 |
| Nov06 |
060109 |
66.15 |
66.15 |
66.15 |
66.15 |
-0.32 |
769 |
13,462 |
+111 |
| Dec06 |
060109 |
66.35 |
66.35 |
65.70 |
66.20 |
-0.30 |
10,748 |
60,081 |
+1,765 |
| Jan07 |
060109 |
66.25 |
66.25 |
66.22 |
66.22 |
-0.28 |
420 |
14,525 |
+265 |
| Feb07 |
060109 |
66.24 |
66.24 |
66.24 |
66.24 |
-0.25 |
290 |
4,552 |
+100 |
| Mar07 |
060109 |
66.24 |
66.24 |
66.24 |
66.24 |
-0.22 |
31 |
7,949 |
+0 |
| Apr07 |
060109 |
66.23 |
66.23 |
66.23 |
66.23 |
-0.19 |
103 |
5,091 |
+103 |
| May07 |
060109 |
66.21 |
66.21 |
66.21 |
66.21 |
-0.16 |
0 |
2,905 |
+0 |
| Total Volume and Open Interest |
263,910 |
887,927 |
+15,619 |
| Heating Oil(NYM) |
| Feb06 |
060109 |
179.00 |
179.00 |
174.00 |
176.77 |
-3.29 |
25,294 |
66,903 |
-3,606 |
| Mar06 |
060109 |
181.00 |
181.00 |
177.50 |
179.89 |
-2.78 |
11,505 |
45,336 |
+1,892 |
| Apr06 |
060109 |
181.75 |
182.25 |
178.60 |
180.74 |
-2.33 |
3,890 |
14,815 |
+503 |
| May06 |
060109 |
181.00 |
181.50 |
179.40 |
180.44 |
-1.48 |
2,147 |
9,107 |
-351 |
| Jun06 |
060109 |
180.75 |
180.75 |
178.40 |
180.24 |
-1.23 |
1,442 |
9,080 |
-184 |
| Jul06 |
060109 |
181.25 |
182.20 |
181.14 |
181.14 |
-1.18 |
139 |
5,874 |
+30 |
| Aug06 |
060109 |
183.50 |
183.50 |
182.69 |
182.69 |
-1.13 |
102 |
3,375 |
+31 |
| Sep06 |
060109 |
184.84 |
184.84 |
184.84 |
184.84 |
-1.13 |
163 |
2,364 |
+44 |
| Oct06 |
060109 |
187.50 |
188.00 |
187.44 |
187.44 |
-1.13 |
79 |
983 |
-6 |
| Nov06 |
060109 |
188.75 |
189.89 |
188.75 |
189.89 |
-1.13 |
13 |
1,308 |
+10 |
| Dec06 |
060109 |
190.50 |
192.34 |
190.50 |
192.34 |
-1.13 |
372 |
5,774 |
+114 |
| Jan07 |
060109 |
194.75 |
194.75 |
194.09 |
194.09 |
-1.13 |
80 |
2,079 |
+16 |
| Total Volume and Open Interest |
45,792 |
169,816 |
-1,202 |
| Unleaded Gas(NYM) |
| Feb06 |
060109 |
180.50 |
180.50 |
175.80 |
176.77 |
-4.78 |
29,885 |
61,255 |
-999 |
| Mar06 |
060109 |
183.00 |
183.00 |
180.00 |
181.07 |
-3.61 |
12,833 |
31,374 |
+3,147 |
| Apr06 |
060109 |
190.50 |
190.50 |
188.00 |
188.77 |
-2.96 |
2,285 |
19,512 |
+126 |
| May06 |
060109 |
191.50 |
191.50 |
189.75 |
190.17 |
-2.76 |
2,533 |
13,160 |
+298 |
| Jun06 |
060109 |
190.40 |
190.89 |
190.40 |
190.89 |
-2.61 |
1,287 |
7,922 |
+325 |
| Jul06 |
060109 |
190.84 |
190.84 |
190.84 |
190.84 |
-2.51 |
362 |
3,750 |
+128 |
| Aug06 |
060109 |
190.04 |
190.04 |
190.04 |
190.04 |
-2.41 |
234 |
2,677 |
+37 |
| Sep06 |
060109 |
189.00 |
189.00 |
188.24 |
188.24 |
-2.36 |
518 |
3,710 |
-21 |
| Oct06 |
060109 |
180.04 |
180.04 |
180.04 |
180.04 |
-2.26 |
25 |
1,086 |
+6 |
| Nov06 |
060109 |
177.74 |
177.74 |
177.74 |
177.74 |
-2.16 |
25 |
579 |
+24 |
| Dec06 |
060109 |
177.50 |
177.50 |
176.74 |
176.74 |
-2.06 |
45 |
364 |
+19 |
| Jan07 |
060109 |
177.39 |
177.39 |
177.39 |
177.39 |
-2.01 |
0 |
186 |
+0 |
| Total Volume and Open Interest |
50,032 |
145,575 |
+3,090 |
| Natural Gas(NYM) |
| Feb06 |
060109 |
9.410 |
9.420 |
9.150 |
9.360 |
-0.272 |
17,735 |
73,176 |
-2,204 |
| Mar06 |
060109 |
9.520 |
9.530 |
9.280 |
9.490 |
-0.252 |
14,129 |
74,778 |
-208 |
| Apr06 |
060109 |
9.250 |
9.320 |
9.140 |
9.290 |
-0.112 |
9,791 |
33,787 |
-912 |
| May06 |
060109 |
9.290 |
9.305 |
9.160 |
9.305 |
-0.087 |
5,405 |
30,414 |
-574 |
| Jun06 |
060109 |
9.280 |
9.360 |
9.225 |
9.360 |
-0.082 |
634 |
16,683 |
-19 |
| Jul06 |
060109 |
9.400 |
9.425 |
9.250 |
9.425 |
-0.077 |
430 |
19,871 |
+0 |
| Aug06 |
060109 |
9.450 |
9.480 |
9.350 |
9.480 |
-0.072 |
1,988 |
20,022 |
+1,231 |
| Sep06 |
060109 |
9.400 |
9.500 |
9.350 |
9.500 |
-0.072 |
1,143 |
15,239 |
+587 |
| Oct06 |
060109 |
9.500 |
9.560 |
9.430 |
9.560 |
-0.072 |
1,766 |
29,966 |
+163 |
| Nov06 |
060109 |
10.100 |
10.195 |
10.070 |
10.195 |
-0.052 |
1,228 |
11,140 |
+111 |
| Dec06 |
060109 |
10.720 |
10.805 |
10.680 |
10.805 |
-0.037 |
1,626 |
15,650 |
+676 |
| Jan07 |
060109 |
11.150 |
11.245 |
11.120 |
11.245 |
-0.037 |
2,837 |
14,612 |
-1,494 |
| Feb07 |
060109 |
11.120 |
11.265 |
11.120 |
11.265 |
-0.037 |
228 |
5,837 |
-53 |
| Mar07 |
060109 |
10.920 |
11.085 |
10.920 |
11.085 |
-0.017 |
1,069 |
15,369 |
-511 |
| Apr07 |
060109 |
9.110 |
9.245 |
9.110 |
9.245 |
+0.033 |
595 |
13,247 |
-79 |
| May07 |
060109 |
8.950 |
9.040 |
8.950 |
9.040 |
+0.038 |
249 |
12,547 |
-38 |
| Total Volume and Open Interest |
61,889 |
547,376 |
-4,876 |
| Brent Crude Oil(ICE) |
| Feb06 |
060109 |
62.70 |
63.21 |
61.41 |
62.01 |
-0.71 |
69,378 |
49,559 |
-8,173 |
| Mar06 |
060109 |
62.91 |
63.37 |
61.70 |
62.32 |
-0.59 |
53,910 |
128,784 |
+744 |
| Apr06 |
060109 |
63.40 |
63.86 |
62.30 |
62.93 |
-0.43 |
27,684 |
42,587 |
+3,152 |
| May06 |
060109 |
63.98 |
64.26 |
62.72 |
63.42 |
-0.34 |
11,980 |
19,032 |
+1,108 |
| Jun06 |
060109 |
64.14 |
64.57 |
63.09 |
63.77 |
-0.32 |
7,845 |
21,345 |
-2,364 |
| Jul06 |
060109 |
64.50 |
64.75 |
63.45 |
64.05 |
-0.30 |
2,722 |
12,452 |
-5 |
| Aug06 |
060109 |
64.68 |
64.93 |
63.65 |
64.23 |
-0.33 |
1,238 |
4,279 |
+440 |
| Sep06 |
060109 |
64.82 |
64.82 |
64.06 |
64.36 |
-0.35 |
1,962 |
19,731 |
-1,286 |
| Oct06 |
060109 |
64.35 |
64.48 |
63.89 |
64.48 |
-0.32 |
1,266 |
5,719 |
+769 |
| Nov06 |
060109 |
64.23 |
64.56 |
64.23 |
64.56 |
-0.32 |
1,924 |
4,930 |
-305 |
| Dec06 |
060109 |
64.94 |
65.30 |
64.03 |
64.64 |
-0.28 |
5,930 |
27,775 |
+533 |
| Jan07 |
060109 |
64.20 |
64.69 |
64.08 |
64.69 |
-0.30 |
0 |
3,295 |
+0 |
| Feb07 |
060109 |
64.70 |
64.70 |
64.70 |
64.70 |
-0.29 |
0 |
2,055 |
+0 |
| Mar07 |
060109 |
64.71 |
64.71 |
64.71 |
64.71 |
-0.29 |
0 |
3,785 |
+0 |
| Total Volume and Open Interest |
188,732 |
389,663 |
-4,169 |
| Gas Oil(ICE) |
| Jan06 |
060109 |
542.75 |
544.50 |
521.50 |
529.25 |
-9.50 |
21,910 |
25,808 |
-5,928 |
| Feb06 |
060109 |
549.00 |
551.00 |
528.50 |
536.75 |
-8.25 |
23,933 |
71,023 |
+2,378 |
| Mar06 |
060109 |
553.75 |
557.50 |
536.00 |
544.00 |
-6.00 |
6,346 |
30,000 |
+1,414 |
| Apr06 |
060109 |
557.75 |
562.00 |
542.75 |
549.75 |
-4.25 |
1,583 |
16,420 |
+187 |
| May06 |
060109 |
563.25 |
565.50 |
550.50 |
554.75 |
-3.00 |
299 |
5,963 |
-29 |
| Jun06 |
060109 |
565.75 |
570.00 |
555.50 |
560.25 |
-1.25 |
955 |
23,943 |
+382 |
| Jul06 |
060109 |
571.25 |
571.50 |
561.50 |
565.25 |
-0.50 |
828 |
5,782 |
+800 |
| Aug06 |
060109 |
570.25 |
570.25 |
569.50 |
569.50 |
-0.75 |
45 |
1,294 |
-10 |
| Sep06 |
060109 |
573.50 |
573.50 |
573.50 |
573.50 |
-1.00 |
0 |
1,537 |
+0 |
| Oct06 |
060109 |
578.25 |
578.25 |
573.75 |
577.50 |
-1.00 |
245 |
2,037 |
+195 |
| Total Volume and Open Interest |
58,784 |
218,190 |
-60 |
| US Dollar Index(NYBOT) |
| Mar06 |
060109 |
88.72 |
89.23 |
88.60 |
89.00 |
+0.38 |
4,440 |
23,808 |
+815 |
| Jun06 |
060109 |
88.72 |
88.83 |
88.67 |
88.67 |
+0.38 |
10 |
2,032 |
+5 |
| Sep06 |
060109 |
88.40 |
88.40 |
88.40 |
88.40 |
+0.38 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
4,451 |
25,845 |
+821 |
| Australian Dollar(CME) |
| Mar06 |
060109 |
75.06 |
75.31 |
74.91 |
75.31 |
-0.04 |
7,075 |
54,054 |
-545 |
| Jun06 |
060109 |
75.14 |
75.14 |
75.14 |
75.14 |
-0.04 |
0 |
292 |
+1 |
| Sep06 |
060109 |
74.99 |
74.99 |
74.99 |
74.99 |
-0.04 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
7,195 |
54,480 |
-424 |
| British Pound(CME) |
| Mar06 |
060109 |
176.78 |
176.80 |
176.35 |
176.50 |
-0.57 |
5,602 |
76,243 |
+1,371 |
| Jun06 |
060109 |
176.86 |
176.86 |
176.65 |
176.65 |
-0.57 |
1 |
259 |
+36 |
| Sep06 |
060109 |
176.85 |
176.85 |
176.85 |
176.85 |
-0.57 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
5,603 |
76,520 |
+1,407 |
| Canadian Dollar(CME) |
| Mar06 |
060109 |
85.54 |
85.86 |
85.27 |
85.81 |
-0.07 |
6,533 |
100,026 |
-2,424 |
| Jun06 |
060109 |
85.77 |
86.03 |
85.52 |
86.03 |
-0.07 |
18 |
1,825 |
+1 |
| Sep06 |
060109 |
85.90 |
86.22 |
85.90 |
86.22 |
-0.07 |
1 |
301 |
+2 |
| Dec06 |
060109 |
86.41 |
86.41 |
86.41 |
86.41 |
-0.07 |
30 |
115 |
+18 |
| Total Volume and Open Interest |
6,582 |
102,367 |
-2,403 |
| Japanese Yen(CME) |
| Mar06 |
060109 |
88.32 |
88.38 |
87.81 |
88.07 |
-0.03 |
17,029 |
142,055 |
+3,622 |
| Jun06 |
060109 |
89.15 |
89.15 |
89.15 |
89.15 |
-0.01 |
17 |
20,670 |
+325 |
| Sep06 |
060109 |
90.15 |
90.15 |
90.15 |
90.15 |
-0.01 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
17,046 |
162,783 |
+3,948 |
| Swiss Franc(CME) |
| Mar06 |
060109 |
78.82 |
78.92 |
78.60 |
78.88 |
-0.42 |
3,398 |
75,695 |
+1,644 |
| Jun06 |
060109 |
79.56 |
79.57 |
79.49 |
79.57 |
-0.42 |
0 |
120 |
-34 |
| Sep06 |
060109 |
80.21 |
80.21 |
80.21 |
80.21 |
-0.42 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
3,398 |
75,886 |
+1,610 |
| EuroFX(CME) |
| Mar06 |
060109 |
121.27 |
121.38 |
120.96 |
121.31 |
-0.72 |
8,484 |
119,681 |
+1,847 |
| Jun06 |
060109 |
121.95 |
121.97 |
121.95 |
121.97 |
-0.72 |
11 |
3,016 |
-54 |
| Sep06 |
060109 |
122.55 |
122.55 |
122.55 |
122.55 |
-0.72 |
6 |
1,188 |
-8 |
| Total Volume and Open Interest |
8,501 |
124,010 |
+1,785 |
| Mexican Peso(CME) |
| Mar06 |
060109 |
9435.0 |
9440.0 |
9390.0 |
9392.0 |
unch |
12,606 |
71,961 |
+3,166 |
| Jun06 |
060109 |
9307.0 |
9307.0 |
9307.0 |
9307.0 |
+10.0 |
0 |
516 |
+0 |
| Total Volume and Open Interest |
12,606 |
97,896 |
+3,233 |
| 30-Year T-Bonds(CBOT) |
| Mar06 |
060109 |
114~04 |
114~12 |
113~30 |
114~04 |
unch |
382,910 |
597,513 |
+1,633 |
| Jun06 |
060109 |
114~05 |
114~07 |
113~28 |
114~01 |
+0~01 |
162 |
3,146 |
+52 |
| Sep06 |
060109 |
114~01 |
114~01 |
114~01 |
114~01 |
+0~01 |
0 |
67 |
+0 |
| Total Volume and Open Interest |
383,072 |
600,731 |
+1,685 |
| 10-Year T-Notes(CBOT) |
| Mar06 |
060109 |
109~180 |
109~225 |
109~155 |
109~190 |
unch |
770,523 |
1,541,431 |
+6,807 |
| Jun06 |
060109 |
109~160 |
109~190 |
109~135 |
109~165 |
unch |
955 |
18,583 |
+301 |
| Total Volume and Open Interest |
771,478 |
1,560,059 |
+7,108 |
| 5-Year T-Notes(CBOT) |
| Mar06 |
060109 |
106~165 |
106~170 |
106~135 |
106~155 |
unch |
570,906 |
0 |
+0 |
| Jun06 |
060109 |
106~135 |
106~150 |
106~135 |
106~150 |
unch |
2 |
5,568 |
+1,232 |
| Sep06 |
060109 |
106~170 |
106~170 |
106~170 |
106~170 |
unch |
|
|
|
| Total Volume and Open Interest |
570,908 |
5,569 |
+1,232 |
| 2 Year T-Notes(CBOT) |
| Mar06 |
060109 |
102~092 |
102~092 |
102~086 |
102~089 |
+0~001 |
5,924 |
425,191 |
+15,209 |
| Total Volume and Open Interest |
5,924 |
425,191 |
+15,209 |
| Eurodollars(CME) |
| Mar06 |
060109 |
95.280 |
95.280 |
95.255 |
95.265 |
unch |
39,008 |
1,293,577 |
+16,054 |
| Jun06 |
060109 |
95.225 |
95.235 |
95.205 |
95.215 |
unch |
34,433 |
1,329,522 |
-4,700 |
| Sep06 |
060109 |
95.235 |
95.260 |
95.225 |
95.240 |
+0.005 |
253,900 |
1,189,970 |
+32,389 |
| Dec06 |
060109 |
95.305 |
95.310 |
95.285 |
95.300 |
+0.010 |
27,585 |
1,121,124 |
+5,325 |
| Mar07 |
060109 |
95.350 |
95.355 |
95.335 |
95.350 |
+0.015 |
43,225 |
867,933 |
-3,522 |
| Jun07 |
060109 |
95.360 |
95.365 |
95.340 |
95.360 |
+0.020 |
36,926 |
707,624 |
+4,195 |
| Sep07 |
060109 |
95.360 |
95.365 |
95.340 |
95.360 |
+0.020 |
29,254 |
425,211 |
+128 |
| Dec07 |
060109 |
95.350 |
95.355 |
95.330 |
95.345 |
+0.015 |
27,642 |
323,080 |
+4,707 |
| Mar08 |
060109 |
95.350 |
95.350 |
95.325 |
95.345 |
+0.020 |
6,309 |
267,290 |
-485 |
| Jun08 |
060109 |
95.330 |
95.330 |
95.305 |
95.325 |
+0.020 |
6,334 |
278,680 |
-1,613 |
| Sep08 |
060109 |
95.310 |
95.310 |
95.285 |
95.300 |
+0.015 |
5,402 |
220,988 |
-1,142 |
| Dec08 |
060109 |
95.270 |
95.270 |
95.250 |
95.260 |
+0.015 |
8,856 |
168,190 |
+785 |
| Mar09 |
060109 |
95.250 |
95.250 |
95.230 |
95.245 |
+0.020 |
3,339 |
124,229 |
-1,571 |
| Jun09 |
060109 |
95.225 |
95.225 |
95.200 |
95.220 |
+0.020 |
2,097 |
107,743 |
+501 |
| Sep09 |
060109 |
95.200 |
95.200 |
95.180 |
95.195 |
+0.020 |
1,831 |
96,505 |
+179 |
| Dec09 |
060109 |
95.165 |
95.165 |
95.145 |
95.160 |
+0.020 |
1,942 |
80,338 |
+523 |
| Mar10 |
060109 |
95.150 |
95.150 |
95.130 |
95.145 |
+0.020 |
2,171 |
60,648 |
+51 |
| Jun10 |
060109 |
95.130 |
95.130 |
95.110 |
95.125 |
+0.020 |
2,324 |
63,830 |
-351 |
| Total Volume and Open Interest |
322,870 |
8,895,419 |
-6,254 |
| 3-Mth Euro-Yen(CME) |
| Mar06 |
060109 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
106 |
6,056 |
-281 |
| Jun06 |
060109 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
9,306 |
-150 |
| Sep06 |
060109 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
5,818 |
-68 |
| Dec06 |
060109 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
107 |
6,438 |
-209 |
| Mar07 |
060109 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
67 |
557 |
-297 |
| Jun07 |
060109 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
114 |
3,309 |
+153 |
| Sep07 |
060109 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
1,708 |
-55 |
| Dec07 |
060109 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
0 |
80 |
-40 |
| Mar08 |
060109 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
0 |
51 |
+0 |
| Jun08 |
060109 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.01 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
394 |
33,575 |
-947 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar06 |
060109 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
522 |
67,078 |
+146 |
| Jun06 |
060109 |
99.79 |
99.80 |
99.79 |
99.80 |
unch |
1,140 |
61,189 |
-753 |
| Sep06 |
060109 |
99.70 |
99.70 |
99.69 |
99.70 |
unch |
418 |
36,718 |
+116 |
| Dec06 |
060109 |
99.60 |
99.60 |
99.59 |
99.60 |
unch |
2,335 |
57,207 |
-935 |
| Mar07 |
060109 |
99.48 |
99.49 |
99.48 |
99.49 |
unch |
908 |
31,585 |
+399 |
| Jun07 |
060109 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
397 |
18,370 |
-119 |
| Sep07 |
060109 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
123 |
3,706 |
+53 |
| Dec07 |
060109 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
742 |
12,637 |
+549 |
| Total Volume and Open Interest |
6,585 |
305,827 |
-544 |
| German Euro-Bund(EUREX) |
| Mar06 |
060109 |
122.28 |
122.46 |
122.23 |
122.35 |
+0.01 |
896,869 |
1,303,409 |
-21,355 |
| Jun06 |
060109 |
121.45 |
121.60 |
121.45 |
121.54 |
+0.02 |
295 |
1,344 |
+238 |
| Sep06 |
060109 |
122.03 |
122.03 |
122.03 |
122.03 |
-0.01 |
110 |
1 |
+0 |
| Total Volume and Open Interest |
897,274 |
1,304,754 |
-21,117 |
| German Euro-Bobl(EUREX) |
| Mar06 |
051219 |
112.95 |
113.08 |
112.85 |
112.96 |
-0.12 |
558,597 |
846,690 |
+165,225 |
| Jun06 |
060109 |
112.53 |
112.53 |
112.46 |
112.46 |
-0.10 |
328 |
11 |
+0 |
| Sep06 |
060109 |
112.77 |
112.77 |
112.77 |
112.77 |
-0.09 |
150 |
0 |
+0 |
| Total Volume and Open Interest |
534,778 |
930,220 |
-27,997 |
| Long Gilt(LIFFE) |
| Mar06 |
060109 |
114~22 |
114~25 |
114~13 |
114~14 |
-0~07 |
51,441 |
234,320 |
+5,457 |
| Jun06 |
060109 |
114~06 |
114~06 |
114~06 |
114~06 |
-0~07 |
|
|
|
| Total Volume and Open Interest |
51,441 |
234,320 |
+5,457 |
| 3-Mth Short Sterling(LIFFE) |
| Mar06 |
060109 |
95.43 |
95.43 |
95.43 |
95.43 |
-0.02 |
101,399 |
370,007 |
+16,775 |
| Jun06 |
060109 |
95.46 |
95.46 |
95.46 |
95.46 |
-0.02 |
118,618 |
366,777 |
+2,666 |
| Sep06 |
060109 |
95.45 |
95.45 |
95.45 |
95.45 |
-0.02 |
104,022 |
296,326 |
-3,637 |
| Total Volume and Open Interest |
532,829 |
1,729,376 |
+31,356 |
| 3-Mth Euribor(LIFFE) |
| Mar06 |
060109 |
97.345 |
97.355 |
97.330 |
97.335 |
-0.015 |
139,293 |
648,089 |
-25,699 |
| Jun06 |
060109 |
97.220 |
97.220 |
97.180 |
97.195 |
-0.025 |
192,543 |
561,385 |
-11,753 |
| Sep06 |
060109 |
97.110 |
97.120 |
97.075 |
97.090 |
-0.035 |
188,654 |
442,765 |
-5,425 |
| Total Volume and Open Interest |
877,966 |
2,992,581 |
-47,084 |
| 3-Mth Aus T-Bills(SFE) |
| Mar06 |
060109 |
94.37 |
94.37 |
94.35 |
94.37 |
unch |
3,916 |
153,042 |
-55 |
| Jun06 |
060109 |
94.37 |
94.40 |
94.37 |
94.40 |
+0.01 |
13,850 |
165,138 |
+5,085 |
| Sep06 |
060109 |
94.40 |
94.44 |
94.39 |
94.44 |
+0.01 |
4,119 |
58,813 |
+147 |
| Dec06 |
060109 |
94.41 |
94.45 |
94.41 |
94.45 |
+0.01 |
1,171 |
41,791 |
-2,626 |
| Mar07 |
060109 |
94.41 |
94.45 |
94.41 |
94.45 |
+0.01 |
634 |
23,532 |
-66 |
| Jun07 |
060109 |
94.41 |
94.43 |
94.41 |
94.43 |
+0.01 |
643 |
35,572 |
-1,647 |
| Sep07 |
060109 |
94.40 |
94.41 |
94.40 |
94.41 |
+0.01 |
253 |
15,070 |
-536 |
| Dec07 |
060109 |
94.39 |
94.40 |
94.39 |
94.40 |
+0.01 |
227 |
6,307 |
+123 |
| Mar08 |
060109 |
94.38 |
94.39 |
94.38 |
94.39 |
+0.01 |
405 |
3,676 |
+405 |
| Jun08 |
060109 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.01 |
400 |
1,544 |
+26 |
| Total Volume and Open Interest |
25,724 |
505,979 |
+912 |
| 10-Year Aus T-Bonds(SFE) |
| Mar06 |
060109 |
94.79 |
94.82 |
94.78 |
94.81 |
unch |
13,603 |
310,582 |
-917 |
| Jun06 |
060109 |
94.81 |
94.81 |
94.81 |
94.81 |
unch |
|
|
|
| Total Volume and Open Interest |
13,603 |
310,582 |
-917 |
| 3-Year Aus T-Bonds(SFE) |
| Mar06 |
060109 |
94.83 |
94.86 |
94.82 |
94.86 |
+0.01 |
54,470 |
396,701 |
+8,702 |
| Jun06 |
060109 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
54,470 |
396,701 |
+8,702 |
| Gold(CMX) |
| Feb06 |
060109 |
540.8 |
551.4 |
536.5 |
550.5 |
+9.3 |
70,073 |
238,821 |
+3,767 |
| Apr06 |
060109 |
546.0 |
556.0 |
541.0 |
555.3 |
+9.4 |
5,496 |
21,492 |
+2,025 |
| Jun06 |
060109 |
550.5 |
561.0 |
545.9 |
559.9 |
+9.5 |
1,610 |
22,452 |
+242 |
| Aug06 |
060109 |
552.0 |
565.0 |
552.0 |
564.5 |
+9.5 |
1,374 |
3,215 |
+932 |
| Oct06 |
060109 |
569.3 |
569.3 |
569.3 |
569.3 |
+9.6 |
209 |
5,962 |
+205 |
| Dec06 |
060109 |
565.0 |
574.0 |
560.0 |
574.0 |
+9.8 |
428 |
12,850 |
+169 |
| Feb07 |
060109 |
578.8 |
578.8 |
578.8 |
578.8 |
+9.9 |
163 |
6,751 |
+102 |
| Apr07 |
060109 |
583.4 |
583.4 |
583.4 |
583.4 |
+10.0 |
0 |
1,332 |
+0 |
| Jun07 |
060109 |
588.1 |
588.1 |
588.1 |
588.1 |
+10.1 |
0 |
7,805 |
+0 |
| Aug07 |
060109 |
592.7 |
592.7 |
592.7 |
592.7 |
+10.3 |
5 |
221 |
-5 |
| Oct07 |
060109 |
597.3 |
597.3 |
597.3 |
597.3 |
+10.4 |
0 |
2 |
+0 |
| Dec07 |
060109 |
594.0 |
602.0 |
594.0 |
602.0 |
+10.5 |
67 |
8,477 |
+60 |
| Total Volume and Open Interest |
79,476 |
336,463 |
+7,547 |
| Silver(CMX) |
| Mar06 |
060109 |
915.0 |
929.5 |
901.5 |
928.3 |
+11.0 |
22,590 |
97,864 |
+1,306 |
| May06 |
060109 |
923.0 |
935.5 |
913.0 |
935.5 |
+11.1 |
413 |
3,620 |
+0 |
| Jul06 |
060109 |
931.0 |
944.5 |
916.0 |
942.6 |
+11.2 |
165 |
10,159 |
+7 |
| Sep06 |
060109 |
948.6 |
948.6 |
948.6 |
948.6 |
+11.3 |
125 |
4,397 |
+100 |
| Dec06 |
060109 |
945.0 |
960.0 |
931.0 |
956.3 |
+11.7 |
223 |
11,652 |
+23 |
| Mar07 |
060109 |
962.7 |
962.7 |
962.7 |
962.7 |
+11.7 |
4 |
242 |
+3 |
| May07 |
060109 |
966.7 |
966.7 |
966.7 |
966.7 |
+11.7 |
3 |
4 |
-1 |
| Total Volume and Open Interest |
23,531 |
132,978 |
+1,436 |
| Platinum(NYM) |
| Jan06 |
060109 |
1005.0 |
1012.3 |
1005.0 |
1012.3 |
+15.5 |
2 |
87 |
-37 |
| Apr06 |
060109 |
1004.0 |
1021.9 |
1001.5 |
1018.3 |
+13.7 |
725 |
9,400 |
-47 |
| Jul06 |
060109 |
1024.3 |
1024.3 |
1024.3 |
1024.3 |
+13.7 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
727 |
9,494 |
-84 |
| Palladium(NYME) |
| Mar06 |
060109 |
275.00 |
281.00 |
273.60 |
280.60 |
+7.20 |
2,131 |
13,485 |
+102 |
| Jun06 |
060109 |
281.00 |
284.35 |
280.00 |
284.35 |
+7.45 |
21 |
311 |
+2 |
| Sep06 |
060109 |
286.35 |
286.35 |
286.35 |
286.35 |
+7.45 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
2,152 |
13,857 |
+104 |
| Copper(CMX) |
| Mar06 |
060109 |
210.20 |
212.00 |
209.30 |
209.70 |
+1.10 |
8,696 |
76,938 |
+676 |
| May06 |
060109 |
205.30 |
206.70 |
204.60 |
204.70 |
+1.40 |
1,013 |
8,354 |
+271 |
| Jul06 |
060109 |
199.00 |
201.00 |
199.00 |
199.50 |
+1.50 |
446 |
4,742 |
+275 |
| Sep06 |
060109 |
195.00 |
196.00 |
194.40 |
194.40 |
+1.50 |
16 |
2,472 |
+5 |
| Dec06 |
060109 |
190.00 |
190.00 |
187.90 |
187.90 |
+1.50 |
136 |
1,809 |
+15 |
| Total Volume and Open Interest |
11,369 |
103,857 |
+1,126 |
| Aluminum(CMX) |
| Jan06 |
060109 |
106.50 |
106.50 |
106.50 |
106.50 |
+1.15 |
10 |
110 |
-10 |
| Feb06 |
060109 |
107.10 |
107.10 |
107.10 |
107.10 |
+1.00 |
10 |
718 |
+9 |
| Mar06 |
060109 |
107.20 |
107.20 |
107.20 |
107.20 |
+1.00 |
0 |
75 |
+0 |
| Apr06 |
060109 |
106.60 |
106.60 |
106.60 |
106.60 |
+1.00 |
0 |
50 |
+0 |
| May06 |
060109 |
106.00 |
106.00 |
106.00 |
106.00 |
+1.00 |
0 |
50 |
+0 |
| Jun06 |
060109 |
105.10 |
105.10 |
105.10 |
105.10 |
+1.00 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
20 |
1,098 |
-1 |
| DJIA Index(CBOT) |
| Mar06 |
060109 |
10993 |
11065 |
10991 |
11045 |
+47 |
5,353 |
38,182 |
+0 |
| Jun06 |
060109 |
11085 |
11115 |
11085 |
11115 |
+49 |
12 |
20 |
-4 |
| Sep06 |
060109 |
11181 |
11181 |
11181 |
11181 |
+47 |
1 |
1 |
+1 |
| Dec06 |
060109 |
11216 |
11216 |
11216 |
11216 |
+47 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
5,366 |
38,209 |
-3 |
| S & P 500(CME) |
| Mar06 |
060109 |
1291.30 |
1297.50 |
1290.80 |
1294.90 |
+3.10 |
29,394 |
635,971 |
+296 |
| Jun06 |
060109 |
1300.50 |
1305.60 |
1300.50 |
1304.80 |
+3.30 |
106 |
7,017 |
-25 |
| Sep06 |
060109 |
1312.50 |
1314.50 |
1312.50 |
1314.50 |
+3.30 |
236 |
5,385 |
+26 |
| Dec06 |
060109 |
1324.20 |
1324.20 |
1324.20 |
1324.20 |
+3.30 |
133 |
357 |
+108 |
| Total Volume and Open Interest |
29,869 |
648,807 |
+405 |
| S & P 500 E-Mini(Globex) |
| Mar06 |
060109 |
1291.25 |
1297.50 |
1290.25 |
1295.00 |
+3.25 |
899,155 |
1,119,016 |
+36,994 |
| Jun06 |
060109 |
1301.00 |
1307.00 |
1301.00 |
1304.75 |
+3.25 |
274 |
2,039 |
+157 |
| Total Volume and Open Interest |
899,429 |
1,121,055 |
+37,151 |
| NASDAQ 100(CME) |
| Mar06 |
060109 |
1747.00 |
1759.00 |
1742.00 |
1754.50 |
+6.50 |
11,301 |
60,440 |
+594 |
| Jun06 |
060109 |
1773.00 |
1773.00 |
1773.00 |
1773.00 |
+6.50 |
0 |
23 |
+0 |
| Sep06 |
060109 |
1791.50 |
1791.50 |
1791.50 |
1791.50 |
+6.50 |
|
|
|
| Total Volume and Open Interest |
11,301 |
60,463 |
+594 |
| NASDAQ 100 E-Mini(Globex) |
| Mar06 |
060109 |
1747.50 |
1758.50 |
1742.00 |
1754.50 |
+6.50 |
350,719 |
345,745 |
+9,359 |
| Jun06 |
060109 |
1772.00 |
1777.00 |
1761.00 |
1773.00 |
+6.50 |
96 |
140 |
+55 |
| Total Volume and Open Interest |
350,815 |
345,885 |
+9,414 |
| S & P Midcap 400(CME) |
| Mar06 |
060109 |
768.00 |
773.50 |
768.00 |
771.90 |
+3.40 |
110 |
12,223 |
-22 |
| Jun06 |
060109 |
778.40 |
778.40 |
778.40 |
778.40 |
+3.40 |
0 |
7 |
+0 |
| Sep06 |
060109 |
127.04 |
127.04 |
127.04 |
127.04 |
+3.40 |
|
|
|
| Total Volume and Open Interest |
110 |
12,230 |
-22 |
| Russell 2000(CME) |
| Mar06 |
060109 |
703.50 |
711.25 |
703.50 |
708.10 |
+4.30 |
773 |
28,717 |
-2 |
| Jun06 |
060109 |
713.45 |
713.45 |
713.45 |
713.45 |
+4.30 |
0 |
4 |
+0 |
| Sep06 |
060109 |
717.70 |
717.70 |
717.70 |
717.70 |
+4.30 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
773 |
28,726 |
-2 |
| Russell 2000 E-Mini(Globex) |
| Mar06 |
060109 |
703.70 |
711.80 |
703.20 |
708.10 |
+4.30 |
105,152 |
277,767 |
+2,741 |
| Jun06 |
060109 |
714.60 |
714.60 |
713.50 |
713.50 |
+4.30 |
10 |
157 |
+1 |
| Total Volume and Open Interest |
105,162 |
277,924 |
+2,742 |
| Value Line(KCBT) |
| Mar06 |
060109 |
1999.50 |
2017.50 |
1999.50 |
2009.00 |
+8.50 |
92 |
183 |
-1 |
| Total Volume and Open Interest |
94 |
183 |
-3 |
| Nikkei 225(CME) |
| Mar06 |
060106 |
16355 |
16480 |
16315 |
16430 |
+60 |
58,805 |
208,359 |
+3,100 |
| Jun06 |
060106 |
16360 |
16360 |
16360 |
16360 |
+5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Mar06 |
060106 |
16355 |
16480 |
16315 |
16430 |
+60 |
58,805 |
208,359 |
+3,100 |
| Jun06 |
060106 |
16360 |
16360 |
16360 |
16360 |
+5 |
0 |
3 |
+0 |
| Sep06 |
060106 |
16355 |
16355 |
16355 |
16355 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
58,824 |
208,723 |
+3,099 |
| CAC 40(MATIF) |
| Jan06 |
060109 |
4869.5 |
4890.5 |
4869.5 |
4883.0 |
+19.0 |
48,130 |
399,954 |
+7,693 |
| Feb06 |
060109 |
4883.5 |
4895.5 |
4882.0 |
4891.5 |
+19.0 |
150 |
1,722 |
-64 |
| Mar06 |
060109 |
4889.5 |
4904.0 |
4889.5 |
4900.5 |
+19.0 |
2,412 |
65,698 |
+825 |
| Total Volume and Open Interest |
50,692 |
467,545 |
+8,454 |
| Hang Seng Index(HKFE) |
| Jan06 |
060109 |
15510 |
15686 |
15500 |
15614 |
+210 |
28,496 |
100,769 |
+1,158 |
| Feb06 |
060109 |
15560 |
15733 |
15549 |
15663 |
+211 |
438 |
909 |
+101 |
| Mar06 |
060109 |
15498 |
15672 |
15498 |
15605 |
+210 |
127 |
1,832 |
+31 |
| Total Volume and Open Interest |
29,116 |
103,777 |
+1,293 |
| DAX Index(EUREX) |
| Mar06 |
060109 |
5565.0 |
5579.0 |
5558.5 |
5568.0 |
+11.5 |
101,030 |
204,515 |
+6,717 |
| Jun06 |
060109 |
5607.5 |
5615.0 |
5599.0 |
5605.5 |
+12.0 |
572 |
9,419 |
+298 |
| Sep06 |
060109 |
5647.0 |
5649.0 |
5642.0 |
5645.5 |
+12.5 |
7 |
927 |
-3 |
| Total Volume and Open Interest |
101,609 |
214,861 |
+7,012 |
| FT-SE 100(LIFFE) |
| Mar06 |
060109 |
5736.00 |
5752.00 |
5722.50 |
5725.50 |
+2.00 |
65,494 |
424,809 |
+3,349 |
| Jun06 |
060109 |
5747.00 |
5758.00 |
5736.00 |
5737.00 |
+2.50 |
42 |
14,545 |
+10 |
| Sep06 |
060109 |
5750.00 |
5751.50 |
5750.00 |
5751.50 |
+2.50 |
0 |
752 |
+0 |
| Total Volume and Open Interest |
65,536 |
440,606 |
+3,359 |
| SPI 200(SFE) |
| Mar06 |
060109 |
4820.0 |
4831.0 |
4809.0 |
4823.0 |
+35.0 |
8,825 |
173,669 |
+847 |
| Jun06 |
060109 |
4842.0 |
4854.0 |
4841.0 |
4850.0 |
+34.0 |
11 |
4,822 |
+4 |
| Sep06 |
060109 |
4842.0 |
4852.0 |
4842.0 |
4852.0 |
+34.0 |
0 |
2,064 |
+0 |
| Total Volume and Open Interest |
8,836 |
182,171 |
+851 |
| GSCI(CME) |
| Jan06 |
060109 |
436.50 |
436.50 |
429.40 |
432.50 |
-5.50 |
740 |
18,776 |
-193 |
| Feb06 |
060109 |
441.00 |
441.00 |
437.00 |
437.60 |
-4.85 |
66 |
365 |
+20 |
| Mar06 |
060109 |
440.50 |
440.50 |
440.50 |
440.50 |
-3.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
806 |
19,142 |
-173 |
| Reuters CRB Index(NYBOT) |
| Feb06 |
060109 |
352.00 |
352.00 |
352.00 |
352.00 |
-1.50 |
11 |
70 |
+4 |
| Apr06 |
060109 |
354.50 |
354.50 |
352.50 |
353.00 |
-1.50 |
21 |
490 |
+1 |
| Jun06 |
060109 |
358.00 |
358.00 |
355.75 |
355.75 |
-1.50 |
100 |
304 |
+100 |
| Total Volume and Open Interest |
246 |
1,083 |
+1 |
|
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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