 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon January 23, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar06 |
060123 |
574.50 |
576.50 |
570.00 |
574.50 |
+6.50 |
40,591 |
175,509 |
-2,347 |
May06 |
060123 |
584.00 |
587.00 |
580.75 |
585.00 |
+7.25 |
7,431 |
50,815 |
+3,217 |
Jul06 |
060123 |
594.00 |
597.00 |
590.75 |
595.25 |
+7.75 |
9,249 |
52,262 |
+4,415 |
Aug06 |
060123 |
597.00 |
600.00 |
594.00 |
597.00 |
+7.00 |
133 |
3,658 |
-35 |
Sep06 |
060123 |
598.00 |
598.00 |
596.00 |
596.00 |
+4.50 |
158 |
1,706 |
+126 |
Nov06 |
060123 |
604.00 |
607.00 |
601.00 |
604.75 |
+7.25 |
1,987 |
36,758 |
+288 |
Jan07 |
060123 |
610.00 |
612.00 |
606.50 |
610.50 |
+7.50 |
42 |
911 |
+38 |
Total Volume and Open Interest |
59,669 |
324,471 |
+5,728 |
Soybean Meal(CBOT) |
Mar06 |
060123 |
181.30 |
182.10 |
179.50 |
180.50 |
+1.10 |
12,014 |
50,723 |
-1,645 |
May06 |
060123 |
182.50 |
183.70 |
181.00 |
182.40 |
+1.50 |
3,704 |
24,858 |
+870 |
Jul06 |
060123 |
185.30 |
185.80 |
183.40 |
185.20 |
+1.90 |
2,418 |
24,174 |
+1,207 |
Aug06 |
060123 |
186.50 |
187.00 |
184.90 |
186.10 |
+1.80 |
324 |
7,887 |
+318 |
Sep06 |
060123 |
188.00 |
188.00 |
185.80 |
186.90 |
+1.90 |
291 |
5,844 |
-87 |
Oct06 |
060123 |
186.50 |
186.50 |
185.00 |
186.50 |
+2.10 |
15 |
3,874 |
+49 |
Dec06 |
060123 |
187.50 |
188.50 |
186.70 |
188.30 |
+2.30 |
393 |
8,904 |
+148 |
Jan07 |
060123 |
189.50 |
189.50 |
189.50 |
189.50 |
+2.70 |
0 |
98 |
+0 |
Total Volume and Open Interest |
19,159 |
126,434 |
+860 |
Soybean Oil(CBOT) |
Mar06 |
060123 |
21.45 |
21.69 |
21.40 |
21.52 |
+0.24 |
12,367 |
92,821 |
+2,333 |
May06 |
060123 |
21.83 |
22.03 |
21.77 |
21.85 |
+0.22 |
3,478 |
28,388 |
+1,502 |
Jul06 |
060123 |
22.20 |
22.36 |
22.15 |
22.22 |
+0.22 |
2,969 |
28,437 |
+1,665 |
Aug06 |
060123 |
22.30 |
22.36 |
22.30 |
22.36 |
+0.23 |
111 |
4,084 |
-16 |
Sep06 |
060123 |
22.68 |
22.68 |
22.50 |
22.51 |
+0.23 |
297 |
3,059 |
+61 |
Oct06 |
060123 |
22.64 |
22.64 |
22.64 |
22.64 |
+0.20 |
153 |
1,860 |
+71 |
Dec06 |
060123 |
22.85 |
23.07 |
22.85 |
22.92 |
+0.17 |
1,049 |
14,208 |
+773 |
Jan07 |
060123 |
23.12 |
23.12 |
23.12 |
23.12 |
+0.17 |
100 |
224 |
+99 |
Total Volume and Open Interest |
21,167 |
173,890 |
+7,086 |
Canola(WCE) |
Jan06 |
060113 |
236.3 |
236.3 |
236.3 |
236.3 |
-0.4 |
|
|
|
Mar06 |
060123 |
242.1 |
242.1 |
239.9 |
241.4 |
+2.1 |
4,237 |
52,401 |
-2,072 |
May06 |
060123 |
248.0 |
248.5 |
246.6 |
247.7 |
+2.4 |
919 |
14,427 |
+1,012 |
Jul06 |
060123 |
254.0 |
255.7 |
253.7 |
254.3 |
+1.1 |
774 |
4,721 |
+706 |
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 |
060123 |
206.50 |
208.50 |
205.50 |
208.25 |
+3.25 |
73,534 |
446,968 |
-11,587 |
May06 |
060123 |
216.00 |
218.50 |
215.25 |
218.25 |
+3.25 |
22,664 |
143,281 |
+10,760 |
Jul06 |
060123 |
225.75 |
227.50 |
224.25 |
227.25 |
+3.50 |
8,260 |
113,985 |
+1,949 |
Sep06 |
060123 |
233.50 |
235.50 |
233.25 |
235.50 |
+3.25 |
965 |
26,455 |
+1,554 |
Dec06 |
060123 |
243.75 |
246.25 |
243.50 |
246.00 |
+3.50 |
7,222 |
115,865 |
+527 |
Mar07 |
060123 |
250.50 |
253.25 |
250.25 |
253.00 |
+3.50 |
159 |
8,979 |
+115 |
Total Volume and Open Interest |
114,492 |
877,042 |
+4,198 |
Wheat(CBOT) |
Mar06 |
060123 |
327.00 |
331.00 |
324.50 |
326.00 |
-0.50 |
16,267 |
206,262 |
-1,550 |
May06 |
060123 |
338.50 |
341.50 |
335.75 |
337.00 |
-0.25 |
3,768 |
31,157 |
+3,089 |
Jul06 |
060123 |
348.00 |
351.50 |
345.00 |
346.50 |
-0.25 |
5,487 |
45,911 |
+776 |
Sep06 |
060123 |
357.00 |
359.50 |
355.00 |
356.50 |
unch |
182 |
4,323 |
+168 |
Dec06 |
060123 |
370.00 |
372.50 |
367.50 |
369.00 |
-0.25 |
1,699 |
31,013 |
+598 |
Total Volume and Open Interest |
27,457 |
321,051 |
+3,201 |
Wheat(KCBT) |
Mar06 |
060123 |
386.00 |
389.00 |
379.50 |
380.00 |
-4.00 |
5,781 |
62,145 |
-198 |
May06 |
060123 |
384.50 |
388.50 |
381.00 |
381.00 |
-3.00 |
1,784 |
16,750 |
+969 |
Jul06 |
060123 |
381.50 |
385.50 |
378.00 |
379.00 |
-2.50 |
5,039 |
38,428 |
+812 |
Sep06 |
060123 |
389.00 |
389.00 |
384.00 |
384.00 |
-2.00 |
172 |
5,312 |
+103 |
Dec06 |
060123 |
396.00 |
398.50 |
393.00 |
393.00 |
-2.75 |
1,301 |
7,933 |
+348 |
Total Volume and Open Interest |
14,079 |
130,941 |
+2,045 |
Wheat(MGE) |
Mar06 |
060123 |
391.50 |
394.00 |
385.00 |
387.75 |
-2.00 |
1,975 |
19,661 |
-70 |
May06 |
060123 |
392.50 |
395.00 |
388.00 |
391.00 |
-0.50 |
258 |
7,021 |
+167 |
Jul06 |
060123 |
391.00 |
395.00 |
389.00 |
390.25 |
-0.75 |
698 |
8,985 |
-158 |
Sep06 |
060123 |
392.00 |
394.50 |
389.50 |
389.50 |
unch |
305 |
4,050 |
+168 |
Dec06 |
060123 |
398.00 |
401.50 |
395.00 |
396.00 |
unch |
215 |
1,782 |
+173 |
Total Volume and Open Interest |
3,456 |
41,546 |
+287 |
Oats(CBOT) |
Mar06 |
060123 |
191.75 |
192.00 |
189.00 |
189.75 |
-1.00 |
668 |
8,275 |
+32 |
May06 |
060123 |
185.00 |
185.00 |
182.75 |
182.75 |
-1.25 |
135 |
585 |
+37 |
Jul06 |
060123 |
173.50 |
173.50 |
172.50 |
173.50 |
+0.25 |
47 |
394 |
+4 |
Sep06 |
060123 |
165.00 |
165.00 |
165.00 |
165.00 |
unch |
0 |
20 |
+0 |
Total Volume and Open Interest |
950 |
9,946 |
+47 |
Rough Rice(CBOT) |
Mar06 |
060123 |
8.39 |
8.50 |
8.38 |
8.44 |
+0.06 |
288 |
7,649 |
-9 |
May06 |
060123 |
8.65 |
8.73 |
8.62 |
8.68 |
+0.07 |
18 |
1,386 |
+45 |
Jul06 |
060123 |
8.84 |
8.91 |
8.84 |
8.91 |
+0.08 |
35 |
555 |
+67 |
Sep06 |
060123 |
8.92 |
8.95 |
8.92 |
8.95 |
+0.08 |
0 |
240 |
+6 |
Total Volume and Open Interest |
386 |
10,457 |
+161 |
Live Cattle(CME) |
Feb06 |
060123 |
95.800 |
96.450 |
95.500 |
95.575 |
-0.200 |
18,888 |
56,988 |
+56,988 |
Apr06 |
060123 |
94.050 |
94.700 |
93.800 |
93.950 |
-0.175 |
17,111 |
110,761 |
+110,761 |
Jun06 |
060123 |
87.050 |
87.575 |
86.950 |
87.225 |
+0.175 |
7,229 |
39,681 |
+39,681 |
Aug06 |
060123 |
85.750 |
86.000 |
85.500 |
85.600 |
-0.075 |
1,386 |
17,048 |
+17,048 |
Oct06 |
060123 |
88.700 |
88.900 |
88.550 |
88.675 |
-0.025 |
973 |
7,782 |
+7,782 |
Dec06 |
060123 |
89.550 |
89.675 |
89.500 |
89.500 |
-0.050 |
262 |
4,126 |
+4,126 |
Total Volume and Open Interest |
45,963 |
237,095 |
+4,215 |
Feeder Cattle(CME) |
Jan06 |
060123 |
112.800 |
113.100 |
112.800 |
113.050 |
+0.450 |
803 |
3,650 |
+3,650 |
Mar06 |
060123 |
111.800 |
112.600 |
111.550 |
111.775 |
+0.300 |
2,601 |
15,568 |
+15,568 |
Apr06 |
060123 |
112.200 |
113.000 |
112.150 |
112.425 |
+0.300 |
705 |
6,439 |
+6,439 |
May06 |
060123 |
112.650 |
113.300 |
112.550 |
112.825 |
+0.325 |
456 |
3,719 |
+3,719 |
Aug06 |
060123 |
113.200 |
113.800 |
113.050 |
113.475 |
+0.300 |
195 |
3,423 |
+3,423 |
Sep06 |
060123 |
112.800 |
112.800 |
112.300 |
112.700 |
+0.100 |
9 |
282 |
+282 |
Oct06 |
060123 |
112.100 |
112.300 |
111.900 |
112.100 |
+0.100 |
21 |
205 |
+205 |
Total Volume and Open Interest |
4,807 |
33,431 |
+470 |
Lean Hogs(CME) |
Feb06 |
060123 |
59.250 |
59.350 |
58.300 |
59.100 |
-0.150 |
6,292 |
19,486 |
+19,486 |
Apr06 |
060123 |
63.850 |
64.100 |
62.950 |
63.775 |
-0.125 |
10,130 |
74,786 |
+74,786 |
May06 |
060123 |
67.500 |
67.650 |
66.500 |
67.125 |
-0.300 |
148 |
4,106 |
+4,106 |
Jun06 |
060123 |
70.200 |
70.250 |
69.050 |
70.000 |
-0.325 |
2,500 |
20,603 |
+20,603 |
Jul06 |
060123 |
67.950 |
67.950 |
66.800 |
67.450 |
-0.450 |
860 |
8,053 |
+8,053 |
Aug06 |
060123 |
65.250 |
65.250 |
64.200 |
64.850 |
-0.350 |
206 |
3,119 |
+3,119 |
Oct06 |
060123 |
55.700 |
55.700 |
54.550 |
55.075 |
-0.475 |
91 |
2,022 |
+2,022 |
Dec06 |
060123 |
52.700 |
52.700 |
52.200 |
52.225 |
-0.625 |
29 |
998 |
+998 |
Total Volume and Open Interest |
20,262 |
133,213 |
-1,249 |
Pork Bellies(CME) |
Feb06 |
060123 |
80.750 |
81.100 |
78.550 |
80.550 |
-0.725 |
437 |
1,105 |
+1,105 |
Mar06 |
060123 |
80.075 |
80.150 |
78.150 |
79.050 |
-0.650 |
266 |
581 |
+581 |
May06 |
060123 |
81.500 |
82.100 |
79.650 |
80.250 |
-1.150 |
107 |
431 |
+431 |
Jul06 |
060123 |
82.300 |
83.400 |
82.300 |
82.700 |
-1.200 |
5 |
154 |
+154 |
Aug06 |
060123 |
85.000 |
85.000 |
85.000 |
85.000 |
-1.600 |
0 |
7 |
+7 |
Total Volume and Open Interest |
815 |
2,278 |
-53 |
Class III Milk(CME) |
Jan06 |
060123 |
13.35 |
13.38 |
13.35 |
13.38 |
unch |
28 |
2,427 |
+2,427 |
Feb06 |
060123 |
12.65 |
12.65 |
12.58 |
12.59 |
-0.08 |
163 |
2,538 |
+2,538 |
Mar06 |
060123 |
12.48 |
12.48 |
12.38 |
12.40 |
-0.08 |
122 |
2,575 |
+2,575 |
Apr06 |
060123 |
12.48 |
12.48 |
12.37 |
12.38 |
-0.10 |
137 |
2,526 |
+2,526 |
May06 |
060123 |
12.56 |
12.56 |
12.42 |
12.42 |
-0.14 |
66 |
2,059 |
+2,059 |
Total Volume and Open Interest |
1,207 |
24,588 |
+705 |
Cocoa(NYBOT) |
Mar06 |
060123 |
1560 |
1566 |
1530 |
1531 |
-17 |
7,035 |
50,312 |
-1,192 |
May06 |
060123 |
1582 |
1590 |
1553 |
1556 |
-13 |
2,565 |
25,892 |
+2,087 |
Jul06 |
060123 |
1605 |
1605 |
1575 |
1576 |
-14 |
687 |
13,739 |
+365 |
Sep06 |
060123 |
1596 |
1596 |
1596 |
1596 |
-14 |
369 |
13,423 |
+266 |
Dec06 |
060123 |
1623 |
1623 |
1623 |
1623 |
-14 |
144 |
11,176 |
-35 |
Mar07 |
060123 |
1662 |
1662 |
1647 |
1647 |
-16 |
62 |
11,826 |
+107 |
May07 |
060123 |
1669 |
1669 |
1669 |
1669 |
-13 |
20 |
2,378 |
+19 |
Total Volume and Open Interest |
10,882 |
132,768 |
+1,617 |
Coffee "C"(NYBOT) |
Mar06 |
060123 |
119.50 |
122.00 |
116.05 |
120.45 |
+2.05 |
9,986 |
68,619 |
-1,259 |
May06 |
060123 |
121.00 |
124.25 |
118.90 |
123.00 |
+2.05 |
3,474 |
22,955 |
+1,240 |
Jul06 |
060123 |
123.00 |
125.50 |
121.50 |
125.10 |
+2.05 |
1,808 |
6,617 |
+889 |
Sep06 |
060123 |
124.80 |
126.85 |
123.50 |
126.85 |
+2.05 |
576 |
3,551 |
+349 |
Dec06 |
060123 |
127.25 |
130.25 |
125.90 |
129.50 |
+2.05 |
117 |
3,424 |
+546 |
Mar07 |
060123 |
130.10 |
132.15 |
128.80 |
132.15 |
+2.05 |
58 |
1,790 |
+28 |
Total Volume and Open Interest |
16,035 |
107,780 |
+1,808 |
Orange Juice(NYBOT) |
Mar06 |
060123 |
116.30 |
118.45 |
115.95 |
118.35 |
+1.80 |
3,084 |
19,428 |
-319 |
May06 |
060123 |
117.15 |
118.70 |
116.90 |
118.40 |
+1.30 |
344 |
5,845 |
+249 |
Jul06 |
060123 |
117.00 |
119.50 |
117.00 |
119.15 |
+1.35 |
26 |
1,239 |
-95 |
Sep06 |
060123 |
118.50 |
119.65 |
118.50 |
119.65 |
+1.35 |
0 |
819 |
+0 |
Nov06 |
060123 |
119.50 |
120.15 |
119.50 |
120.15 |
+1.35 |
0 |
484 |
+0 |
Total Volume and Open Interest |
3,455 |
29,170 |
-164 |
Sugar #11(NYBOT) |
Mar06 |
060123 |
18.30 |
18.75 |
17.30 |
17.35 |
+0.20 |
66,096 |
226,084 |
-22,938 |
May06 |
060123 |
18.30 |
18.60 |
17.20 |
17.27 |
+0.37 |
42,238 |
113,577 |
+11,063 |
Jul06 |
060123 |
17.20 |
17.45 |
16.42 |
16.42 |
+0.46 |
24,984 |
67,309 |
+1,246 |
Oct06 |
060123 |
16.85 |
17.00 |
16.00 |
16.25 |
+0.50 |
9,736 |
47,077 |
+271 |
Mar07 |
060123 |
16.60 |
16.80 |
16.10 |
16.10 |
+0.57 |
7,031 |
40,272 |
-76 |
Total Volume and Open Interest |
153,201 |
521,038 |
-8,734 |
Sugar #14(NYBOT) |
Jan06 |
051208 |
22.00 |
22.02 |
22.00 |
22.02 |
-0.03 |
344 |
932 |
-304 |
Mar06 |
060123 |
23.25 |
23.60 |
23.25 |
23.60 |
+0.60 |
119 |
2,355 |
-38 |
May06 |
060123 |
23.00 |
23.61 |
23.00 |
23.60 |
+0.90 |
10 |
3,594 |
+7 |
Jul06 |
060123 |
23.00 |
23.60 |
23.00 |
23.60 |
+0.66 |
24 |
3,750 |
+2 |
Sep06 |
060123 |
23.05 |
23.65 |
23.01 |
23.63 |
+0.68 |
40 |
1,879 |
-140 |
Total Volume and Open Interest |
272 |
14,610 |
+366 |
London Cocoa(LCE) |
Mar06 |
060123 |
907 |
915 |
895 |
896 |
-16 |
9,764 |
69,879 |
+69,879 |
May06 |
060123 |
920 |
927 |
909 |
910 |
-15 |
4,415 |
29,791 |
+29,791 |
Jul06 |
060123 |
931 |
940 |
923 |
923 |
-15 |
3,280 |
35,164 |
+35,164 |
Sep06 |
060123 |
943 |
949 |
936 |
936 |
-15 |
278 |
18,164 |
+18,164 |
Dec06 |
060123 |
952 |
964 |
947 |
947 |
-16 |
274 |
21,665 |
+21,665 |
Mar07 |
060123 |
964 |
971 |
957 |
957 |
-17 |
447 |
7,198 |
+7,198 |
May07 |
060123 |
967 |
967 |
967 |
967 |
-17 |
85 |
533 |
+533 |
Total Volume and Open Interest |
18,578 |
182,450 |
+3,761 |
London Coffee(LCE) |
Jan06 |
060123 |
1230.00 |
1246.00 |
1229.00 |
1243.00 |
-4.00 |
61 |
474 |
+474 |
Mar06 |
060123 |
1231.00 |
1264.00 |
1230.00 |
1253.00 |
-6.00 |
7,079 |
74,911 |
+74,911 |
May06 |
060123 |
1255.00 |
1281.00 |
1248.00 |
1272.00 |
-5.00 |
4,540 |
49,538 |
+49,538 |
Jul06 |
060123 |
1274.00 |
1290.00 |
1266.00 |
1284.00 |
-6.00 |
60 |
7,600 |
+7,600 |
Sep06 |
060123 |
1284.00 |
1305.00 |
1284.00 |
1298.00 |
-6.00 |
0 |
4,016 |
+4,016 |
Nov06 |
060123 |
1317.00 |
1317.00 |
1310.00 |
1310.00 |
-6.00 |
3 |
560 |
+560 |
Total Volume and Open Interest |
11,743 |
137,311 |
-303 |
London Sugar(LCE) |
Mar06 |
060123 |
402.00 |
431.00 |
400.00 |
403.60 |
+2.50 |
6,188 |
32,841 |
+32,841 |
May06 |
060123 |
409.00 |
437.00 |
408.00 |
412.00 |
+3.50 |
4,218 |
18,167 |
+18,167 |
Aug06 |
060123 |
418.00 |
441.00 |
414.00 |
418.40 |
+0.90 |
980 |
10,091 |
+10,091 |
Oct06 |
060123 |
420.00 |
441.00 |
418.50 |
421.30 |
+3.30 |
922 |
8,227 |
+8,227 |
Dec06 |
060123 |
422.00 |
439.50 |
418.00 |
420.30 |
+1.80 |
346 |
3,288 |
+3,288 |
Total Volume and Open Interest |
12,663 |
76,665 |
+3,285 |
Cotton(NYBOT) |
Mar06 |
060123 |
56.80 |
56.85 |
56.05 |
56.78 |
+0.21 |
14,152 |
86,011 |
+5,460 |
May06 |
060123 |
57.65 |
57.75 |
57.10 |
57.74 |
+0.15 |
5,181 |
24,059 |
+1,609 |
Jul06 |
060123 |
58.20 |
58.50 |
58.00 |
58.41 |
+0.11 |
818 |
5,842 |
+233 |
Oct06 |
060123 |
59.23 |
59.23 |
59.23 |
59.23 |
+0.23 |
23 |
121 |
+17 |
Dec06 |
060123 |
59.95 |
60.25 |
59.80 |
60.21 |
+0.23 |
683 |
4,681 |
+268 |
Mar07 |
060123 |
61.80 |
61.80 |
61.80 |
61.80 |
+0.15 |
182 |
654 |
+207 |
Total Volume and Open Interest |
21,086 |
121,816 |
+7,857 |
Lumber(CME) |
Mar06 |
060123 |
367.8 |
372.9 |
365.1 |
370.6 |
+6.8 |
638 |
3,847 |
+3,847 |
May06 |
060123 |
362.7 |
368.0 |
361.8 |
365.1 |
+3.3 |
396 |
1,096 |
+1,096 |
Jul06 |
060123 |
353.0 |
358.0 |
353.0 |
357.5 |
+5.3 |
48 |
344 |
+344 |
Sep06 |
060123 |
352.9 |
356.4 |
352.9 |
355.4 |
+3.4 |
29 |
137 |
+137 |
Total Volume and Open Interest |
1,111 |
5,426 |
-389 |
Crude Oil(NYM) |
Mar06 |
060123 |
67.80 |
68.65 |
67.70 |
68.10 |
-0.38 |
149,990 |
301,596 |
+22,164 |
Apr06 |
060123 |
68.45 |
69.20 |
68.35 |
68.67 |
-0.29 |
54,928 |
82,600 |
+659 |
May06 |
060123 |
68.80 |
69.45 |
68.75 |
69.06 |
-0.23 |
17,367 |
44,081 |
+1,704 |
Jun06 |
060123 |
69.00 |
69.90 |
68.95 |
69.33 |
-0.21 |
21,492 |
66,472 |
+5,435 |
Jul06 |
060123 |
69.00 |
69.90 |
69.00 |
69.54 |
-0.20 |
5,144 |
17,557 |
+252 |
Aug06 |
060123 |
69.70 |
69.70 |
69.69 |
69.69 |
-0.19 |
1,288 |
14,320 |
+795 |
Sep06 |
060123 |
70.00 |
70.15 |
69.80 |
69.81 |
-0.18 |
831 |
22,253 |
+1,207 |
Oct06 |
060123 |
69.90 |
69.90 |
69.90 |
69.90 |
-0.17 |
1,685 |
8,841 |
+497 |
Nov06 |
060123 |
69.96 |
69.96 |
69.96 |
69.96 |
-0.16 |
1,400 |
13,456 |
-358 |
Dec06 |
060123 |
69.75 |
70.25 |
69.65 |
70.00 |
-0.15 |
16,348 |
63,372 |
+3,050 |
Jan07 |
060123 |
69.75 |
70.15 |
69.75 |
70.02 |
-0.14 |
1,284 |
16,933 |
+686 |
Feb07 |
060123 |
70.01 |
70.01 |
70.01 |
70.01 |
-0.14 |
4 |
5,079 |
+43 |
Mar07 |
060123 |
69.99 |
69.99 |
69.99 |
69.99 |
-0.14 |
380 |
8,093 |
+134 |
Apr07 |
060123 |
69.96 |
69.96 |
69.96 |
69.96 |
-0.14 |
1,743 |
5,781 |
-41 |
May07 |
060123 |
69.91 |
69.91 |
69.91 |
69.91 |
-0.14 |
275 |
3,036 |
+75 |
Jun07 |
060123 |
69.85 |
69.90 |
69.85 |
69.85 |
-0.14 |
1,533 |
23,444 |
+759 |
Total Volume and Open Interest |
330,445 |
896,975 |
-7,682 |
Heating Oil(NYM) |
Feb06 |
060123 |
184.00 |
187.25 |
183.25 |
184.09 |
-2.63 |
26,923 |
30,365 |
-6,449 |
Mar06 |
060123 |
187.50 |
190.00 |
187.05 |
187.22 |
-2.55 |
24,153 |
70,553 |
+3,734 |
Apr06 |
060123 |
188.00 |
190.00 |
187.50 |
188.47 |
-2.35 |
7,486 |
20,895 |
+1,293 |
May06 |
060123 |
190.25 |
191.20 |
189.32 |
189.32 |
-2.25 |
5,120 |
9,728 |
+931 |
Jun06 |
060123 |
191.75 |
192.45 |
189.75 |
190.17 |
-2.30 |
4,964 |
10,962 |
+929 |
Jul06 |
060123 |
192.00 |
193.00 |
191.00 |
191.32 |
-2.25 |
1,543 |
6,629 |
+753 |
Aug06 |
060123 |
195.30 |
195.30 |
193.07 |
193.07 |
-2.30 |
833 |
4,086 |
+120 |
Sep06 |
060123 |
196.75 |
196.75 |
195.22 |
195.22 |
-2.30 |
92 |
2,833 |
+171 |
Oct06 |
060123 |
199.25 |
199.25 |
197.72 |
197.72 |
-2.30 |
30 |
1,371 |
+0 |
Nov06 |
060123 |
202.40 |
202.40 |
200.17 |
200.17 |
-2.30 |
6 |
1,517 |
-23 |
Dec06 |
060123 |
204.00 |
204.00 |
202.57 |
202.57 |
-2.30 |
599 |
6,789 |
-78 |
Jan07 |
060123 |
207.00 |
207.00 |
204.27 |
204.27 |
-2.30 |
297 |
2,628 |
+349 |
Total Volume and Open Interest |
72,737 |
171,734 |
+1,556 |
Unleaded Gas(NYM) |
Feb06 |
060123 |
179.10 |
181.30 |
178.10 |
179.32 |
-2.38 |
21,265 |
31,883 |
-3,644 |
Mar06 |
060123 |
183.50 |
186.50 |
183.25 |
184.85 |
-1.89 |
15,345 |
60,461 |
+4,129 |
Apr06 |
060123 |
195.50 |
197.30 |
195.00 |
196.00 |
-1.44 |
4,622 |
21,191 |
-555 |
May06 |
060123 |
196.25 |
198.50 |
196.25 |
197.95 |
-1.39 |
2,573 |
17,203 |
+1,479 |
Jun06 |
060123 |
199.50 |
200.50 |
199.25 |
199.40 |
-1.34 |
2,018 |
11,116 |
+1,818 |
Jul06 |
060123 |
199.90 |
200.70 |
199.80 |
199.80 |
-1.24 |
1,642 |
4,419 |
-205 |
Aug06 |
060123 |
199.35 |
199.35 |
199.35 |
199.35 |
-1.19 |
1,257 |
4,662 |
+1,047 |
Sep06 |
060123 |
197.80 |
197.80 |
197.80 |
197.80 |
-1.09 |
115 |
5,245 |
+144 |
Oct06 |
060123 |
189.80 |
189.80 |
189.80 |
189.80 |
-0.99 |
118 |
1,208 |
+109 |
Nov06 |
060123 |
187.80 |
187.80 |
187.80 |
187.80 |
-0.89 |
9 |
566 |
+11 |
Dec06 |
060123 |
186.75 |
186.90 |
186.75 |
186.90 |
-0.84 |
20 |
470 |
+37 |
Jan07 |
060123 |
187.65 |
187.65 |
187.65 |
187.65 |
-0.79 |
13 |
198 |
+12 |
Total Volume and Open Interest |
48,997 |
158,622 |
+4,382 |
Natural Gas(NYM) |
Feb06 |
060123 |
8.440 |
8.620 |
8.310 |
8.574 |
-0.706 |
28,405 |
33,933 |
-7,423 |
Mar06 |
060123 |
8.600 |
8.800 |
8.500 |
8.757 |
-0.684 |
17,796 |
92,994 |
+1,666 |
Apr06 |
060123 |
8.650 |
8.850 |
8.620 |
8.847 |
-0.604 |
7,896 |
34,643 |
+714 |
May06 |
060123 |
8.720 |
8.950 |
8.700 |
8.947 |
-0.569 |
4,626 |
31,802 |
-868 |
Jun06 |
060123 |
8.850 |
9.050 |
8.810 |
9.042 |
-0.559 |
2,685 |
20,425 |
+885 |
Jul06 |
060123 |
9.000 |
9.150 |
8.940 |
9.132 |
-0.544 |
937 |
20,337 |
-172 |
Aug06 |
060123 |
9.070 |
9.212 |
8.980 |
9.212 |
-0.533 |
1,514 |
20,032 |
+469 |
Sep06 |
060123 |
9.100 |
9.257 |
9.040 |
9.257 |
-0.523 |
738 |
14,400 |
-414 |
Oct06 |
060123 |
9.200 |
9.340 |
9.150 |
9.337 |
-0.513 |
2,567 |
29,886 |
+745 |
Nov06 |
060123 |
10.000 |
10.142 |
10.000 |
10.142 |
-0.423 |
947 |
12,479 |
-593 |
Dec06 |
060123 |
10.800 |
10.870 |
10.600 |
10.852 |
-0.358 |
1,220 |
16,298 |
-33 |
Jan07 |
060123 |
11.100 |
11.347 |
11.100 |
11.347 |
-0.328 |
1,108 |
16,306 |
+401 |
Feb07 |
060123 |
11.320 |
11.362 |
11.230 |
11.362 |
-0.323 |
229 |
9,352 |
+506 |
Mar07 |
060123 |
11.150 |
11.192 |
11.100 |
11.192 |
-0.308 |
647 |
15,633 |
+56 |
Apr07 |
060123 |
9.350 |
9.402 |
9.300 |
9.402 |
-0.228 |
742 |
13,344 |
-240 |
May07 |
060123 |
9.217 |
9.217 |
9.217 |
9.217 |
-0.213 |
288 |
12,774 |
+78 |
Total Volume and Open Interest |
77,439 |
545,889 |
-2,088 |
Brent Crude Oil(ICE) |
Mar06 |
060123 |
67.05 |
67.07 |
65.63 |
66.16 |
-0.27 |
71,044 |
118,733 |
+118,733 |
Apr06 |
060123 |
67.45 |
67.50 |
66.04 |
66.59 |
-0.25 |
40,376 |
104,192 |
+104,192 |
May06 |
060123 |
67.80 |
67.80 |
66.43 |
67.00 |
-0.18 |
11,021 |
23,728 |
+23,728 |
Jun06 |
060123 |
67.54 |
67.82 |
66.72 |
67.34 |
-0.08 |
5,830 |
28,225 |
+28,225 |
Jul06 |
060123 |
67.50 |
67.82 |
67.01 |
67.66 |
unch |
1,343 |
14,591 |
+14,591 |
Aug06 |
060123 |
67.61 |
67.88 |
67.61 |
67.88 |
+0.04 |
211 |
3,748 |
+3,748 |
Sep06 |
060123 |
67.88 |
68.25 |
67.75 |
68.04 |
+0.05 |
681 |
16,372 |
+16,372 |
Oct06 |
060123 |
68.02 |
68.35 |
67.94 |
68.14 |
+0.01 |
1,054 |
6,165 |
+6,165 |
Nov06 |
060123 |
68.01 |
68.23 |
68.01 |
68.23 |
+0.02 |
553 |
4,894 |
+4,894 |
Dec06 |
060123 |
68.11 |
68.49 |
67.67 |
68.29 |
+0.03 |
4,460 |
29,840 |
+29,840 |
Jan07 |
060123 |
68.21 |
68.33 |
68.21 |
68.33 |
unch |
0 |
3,195 |
+3,195 |
Feb07 |
060123 |
68.23 |
68.35 |
68.23 |
68.35 |
unch |
0 |
2,105 |
+2,105 |
Mar07 |
060123 |
68.33 |
68.33 |
68.33 |
68.33 |
unch |
0 |
3,785 |
+3,785 |
Apr07 |
060123 |
68.31 |
68.31 |
68.31 |
68.31 |
unch |
0 |
200 |
+200 |
Total Volume and Open Interest |
138,988 |
406,681 |
+31,768 |
Gas Oil(ICE) |
Feb06 |
060123 |
568.00 |
576.00 |
562.25 |
569.25 |
+4.00 |
25,975 |
52,379 |
+52,379 |
Mar06 |
060123 |
577.00 |
585.00 |
572.00 |
578.75 |
+3.50 |
18,482 |
57,089 |
+57,089 |
Apr06 |
060123 |
584.25 |
591.50 |
579.00 |
585.50 |
+3.25 |
7,986 |
24,952 |
+24,952 |
May06 |
060123 |
591.50 |
593.25 |
585.25 |
591.50 |
+2.50 |
3,820 |
9,806 |
+9,806 |
Jun06 |
060123 |
597.75 |
601.50 |
591.50 |
597.75 |
+2.75 |
2,312 |
23,779 |
+23,779 |
Jul06 |
060123 |
598.75 |
603.50 |
597.25 |
603.50 |
+2.50 |
1,343 |
9,583 |
+9,583 |
Aug06 |
060123 |
606.00 |
608.75 |
606.00 |
608.75 |
+2.00 |
1,000 |
2,111 |
+2,111 |
Sep06 |
060123 |
611.25 |
614.00 |
611.00 |
614.00 |
+1.50 |
500 |
2,289 |
+2,289 |
Oct06 |
060123 |
615.50 |
618.75 |
615.50 |
618.75 |
+1.50 |
0 |
4,192 |
+4,192 |
Nov06 |
060123 |
621.50 |
621.50 |
621.50 |
621.50 |
+1.75 |
0 |
2,450 |
+2,450 |
Total Volume and Open Interest |
62,678 |
225,942 |
+225,942 |
US Dollar Index(NYBOT) |
Mar06 |
060123 |
88.57 |
88.60 |
87.75 |
87.77 |
-1.01 |
2,012 |
23,994 |
-435 |
Jun06 |
060123 |
87.84 |
87.90 |
87.40 |
87.44 |
-1.02 |
6 |
2,066 |
+10 |
Sep06 |
060123 |
87.15 |
87.15 |
87.15 |
87.15 |
-1.02 |
0 |
8 |
+0 |
Total Volume and Open Interest |
2,018 |
26,075 |
-423 |
Australian Dollar(CME) |
Mar06 |
060123 |
75.32 |
75.32 |
75.11 |
75.21 |
+0.44 |
1,010 |
61,568 |
+61,568 |
Jun06 |
060123 |
74.95 |
75.04 |
74.95 |
75.04 |
+0.44 |
0 |
436 |
+436 |
Sep06 |
060123 |
74.89 |
74.89 |
74.89 |
74.89 |
+0.44 |
0 |
11 |
+11 |
Total Volume and Open Interest |
1,010 |
62,143 |
-626 |
British Pound(CME) |
Mar06 |
060123 |
178.64 |
178.76 |
178.38 |
178.72 |
+1.55 |
3,615 |
84,921 |
+84,921 |
Jun06 |
060123 |
178.87 |
178.87 |
178.87 |
178.87 |
+1.55 |
0 |
257 |
+257 |
Sep06 |
060123 |
178.88 |
179.02 |
178.88 |
179.02 |
+1.55 |
0 |
17 |
+17 |
Total Volume and Open Interest |
3,615 |
85,198 |
+1,241 |
Canadian Dollar(CME) |
Mar06 |
060123 |
87.08 |
87.30 |
86.89 |
87.09 |
+0.25 |
8,172 |
95,865 |
+95,865 |
Jun06 |
060123 |
87.28 |
87.50 |
87.16 |
87.31 |
+0.25 |
41 |
2,169 |
+2,169 |
Sep06 |
060123 |
87.48 |
87.53 |
87.47 |
87.50 |
+0.25 |
2 |
374 |
+374 |
Dec06 |
060123 |
87.43 |
87.69 |
87.43 |
87.69 |
+0.25 |
42 |
149 |
+149 |
Total Volume and Open Interest |
8,257 |
98,657 |
-397 |
Japanese Yen(CME) |
Mar06 |
060123 |
88.08 |
88.10 |
87.69 |
87.89 |
+0.58 |
3,011 |
147,142 |
+147,142 |
Jun06 |
060123 |
89.15 |
89.15 |
88.72 |
88.98 |
+0.58 |
0 |
21,197 |
+21,197 |
Sep06 |
060123 |
89.99 |
89.99 |
89.99 |
89.99 |
+0.58 |
0 |
34 |
+34 |
Total Volume and Open Interest |
3,011 |
168,405 |
+3,380 |
Swiss Franc(CME) |
Mar06 |
060123 |
79.83 |
79.97 |
79.69 |
79.92 |
+1.21 |
2,417 |
80,881 |
+80,881 |
Jun06 |
060123 |
80.62 |
80.66 |
80.62 |
80.66 |
+1.23 |
1 |
404 |
+404 |
Sep06 |
060123 |
81.30 |
81.30 |
81.30 |
81.30 |
+1.23 |
0 |
25 |
+25 |
Total Volume and Open Interest |
2,418 |
81,353 |
+1,877 |
EuroFX(CME) |
Mar06 |
060123 |
123.20 |
123.41 |
123.00 |
123.36 |
+1.62 |
6,161 |
134,675 |
+134,675 |
Jun06 |
060123 |
123.85 |
124.04 |
123.82 |
124.04 |
+1.63 |
2 |
3,152 |
+3,152 |
Sep06 |
060123 |
124.64 |
124.64 |
124.64 |
124.64 |
+1.63 |
0 |
1,467 |
+1,467 |
Total Volume and Open Interest |
6,163 |
139,420 |
+4,430 |
Mexican Peso(CME) |
Mar06 |
060123 |
9460.0 |
9470.0 |
9445.0 |
9455.0 |
+13.0 |
3,413 |
72,325 |
+72,325 |
Jun06 |
060123 |
9377.0 |
9377.0 |
9377.0 |
9377.0 |
+17.0 |
0 |
521 |
+521 |
Total Volume and Open Interest |
3,533 |
98,298 |
-1,668 |
30-Year T-Bonds(CBOT) |
Mar06 |
060123 |
114~23 |
114~27 |
114~01 |
114~21 |
+0~01 |
260,102 |
606,810 |
+3,398 |
Jun06 |
060123 |
114~22 |
114~24 |
114~01 |
114~19 |
+0~01 |
1,090 |
5,052 |
+537 |
Sep06 |
060123 |
114~19 |
114~19 |
114~19 |
114~19 |
+0~01 |
0 |
54 |
+0 |
Total Volume and Open Interest |
261,192 |
611,926 |
+3,935 |
10-Year T-Notes(CBOT) |
Mar06 |
060123 |
109~205 |
109~235 |
109~090 |
109~200 |
+0~015 |
809,574 |
1,706,973 |
+31,000 |
Jun06 |
060123 |
109~075 |
109~210 |
109~075 |
109~185 |
+0~020 |
10,078 |
39,302 |
+11,335 |
Total Volume and Open Interest |
819,652 |
1,746,513 |
+42,435 |
5-Year T-Notes(CBOT) |
Mar06 |
060123 |
106~140 |
106~195 |
106~110 |
106~175 |
+0~015 |
393,699 |
0 |
-1,084,823 |
Jun06 |
060123 |
106~130 |
106~165 |
106~130 |
106~165 |
+0~015 |
746 |
33,419 |
+14,495 |
Sep06 |
060123 |
106~155 |
106~155 |
106~155 |
106~155 |
-0~015 |
|
|
|
Total Volume and Open Interest |
394,445 |
33,420 |
-1,070,328 |
2 Year T-Notes(CBOT) |
Mar06 |
060123 |
102~089 |
102~097 |
102~086 |
102~094 |
+0~002 |
4,761 |
458,955 |
+4,948 |
Jun06 |
060123 |
102~094 |
102~094 |
102~094 |
102~094 |
+0~006 |
0 |
25 |
+0 |
Total Volume and Open Interest |
4,761 |
458,980 |
+4,948 |
Eurodollars(CME) |
Mar06 |
060123 |
95.250 |
95.260 |
95.245 |
95.250 |
unch |
40,384 |
1,212,781 |
+1,212,781 |
Jun06 |
060123 |
95.190 |
95.210 |
95.185 |
95.200 |
+0.005 |
39,037 |
1,273,108 |
+1,273,108 |
Sep06 |
060123 |
95.235 |
95.255 |
95.200 |
95.230 |
+0.010 |
346,687 |
1,098,021 |
-39,039 |
Dec06 |
060123 |
95.280 |
95.305 |
95.260 |
95.295 |
+0.010 |
36,873 |
1,119,142 |
+1,119,142 |
Mar07 |
060123 |
95.345 |
95.380 |
95.330 |
95.365 |
+0.005 |
30,874 |
888,093 |
+888,093 |
Jun07 |
060123 |
95.385 |
95.415 |
95.375 |
95.405 |
+0.005 |
24,494 |
714,110 |
+714,110 |
Sep07 |
060123 |
95.405 |
95.435 |
95.385 |
95.425 |
+0.005 |
21,198 |
448,520 |
+448,520 |
Dec07 |
060123 |
95.400 |
95.435 |
95.380 |
95.420 |
+0.005 |
22,980 |
331,591 |
+331,591 |
Mar08 |
060123 |
95.400 |
95.425 |
95.380 |
95.415 |
+0.005 |
29,890 |
270,061 |
+270,061 |
Jun08 |
060123 |
95.375 |
95.405 |
95.355 |
95.395 |
+0.005 |
15,107 |
265,631 |
+265,631 |
Sep08 |
060123 |
95.345 |
95.375 |
95.325 |
95.365 |
+0.005 |
11,677 |
206,494 |
+206,494 |
Dec08 |
060123 |
95.300 |
95.330 |
95.290 |
95.320 |
+0.005 |
11,677 |
154,173 |
+154,173 |
Mar09 |
060123 |
95.260 |
95.305 |
95.255 |
95.295 |
unch |
11,810 |
131,976 |
+131,976 |
Jun09 |
060123 |
95.225 |
95.270 |
95.220 |
95.260 |
unch |
8,374 |
107,084 |
+107,084 |
Sep09 |
060123 |
95.195 |
95.240 |
95.190 |
95.230 |
unch |
2,777 |
97,204 |
+97,204 |
Dec09 |
060123 |
95.160 |
95.190 |
95.140 |
95.185 |
unch |
2,927 |
88,230 |
+88,230 |
Mar10 |
060123 |
95.135 |
95.175 |
95.135 |
95.165 |
unch |
2,133 |
65,513 |
+65,513 |
Jun10 |
060123 |
95.110 |
95.145 |
95.105 |
95.140 |
unch |
2,522 |
66,282 |
+66,282 |
Total Volume and Open Interest |
370,338 |
8,712,155 |
-166,027 |
3-Mth Euro-Yen(CME) |
Mar06 |
060123 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
0 |
6,180 |
+6,180 |
Jun06 |
060123 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
310 |
9,087 |
+9,087 |
Sep06 |
060123 |
99.74 |
99.74 |
99.73 |
99.74 |
+0.01 |
1 |
5,884 |
+5,884 |
Dec06 |
060123 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
25 |
7,634 |
+7,634 |
Mar07 |
060123 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
10 |
660 |
+660 |
Jun07 |
060123 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
2 |
3,297 |
+3,297 |
Sep07 |
060123 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
100 |
1,708 |
+1,708 |
Dec07 |
060123 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
0 |
303 |
+303 |
Mar08 |
060123 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.02 |
0 |
51 |
+51 |
Jun08 |
060123 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.02 |
0 |
252 |
+252 |
Total Volume and Open Interest |
448 |
35,056 |
+35,056 |
3-Mth Euro-Yen(SIMEX) |
Mar06 |
060123 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
83 |
67,527 |
+67,527 |
Jun06 |
060123 |
99.83 |
99.84 |
99.83 |
99.84 |
+0.02 |
1,745 |
64,162 |
+64,162 |
Sep06 |
060123 |
99.73 |
99.74 |
99.73 |
99.74 |
+0.02 |
2,198 |
38,984 |
+38,984 |
Dec06 |
060123 |
99.63 |
99.64 |
99.63 |
99.64 |
+0.02 |
1,879 |
65,274 |
+65,274 |
Mar07 |
060123 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.02 |
559 |
32,355 |
+32,355 |
Jun07 |
060123 |
99.43 |
99.44 |
99.43 |
99.44 |
+0.02 |
296 |
19,527 |
+19,527 |
Sep07 |
060123 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.02 |
750 |
4,124 |
+4,124 |
Dec07 |
060123 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.02 |
5 |
13,069 |
+13,069 |
Total Volume and Open Interest |
7,515 |
322,359 |
-7,353 |
German Euro-Bund(EUREX) |
Mar06 |
060123 |
121.53 |
121.59 |
121.09 |
121.17 |
-0.14 |
1,130,645 |
1,451,913 |
-17,440 |
Jun06 |
060123 |
120.66 |
120.70 |
120.29 |
120.36 |
-0.14 |
1,788 |
5,140 |
+474 |
Sep06 |
060123 |
120.84 |
120.84 |
120.84 |
120.84 |
-0.15 |
1,928 |
2 |
+2 |
Total Volume and Open Interest |
1,134,361 |
1,457,055 |
-16,964 |
German Euro-Bobl(EUREX) |
Mar06 |
051219 |
112.95 |
113.08 |
112.85 |
112.96 |
-0.12 |
558,597 |
846,690 |
+165,225 |
Jun06 |
060123 |
111.97 |
111.98 |
111.74 |
111.74 |
-0.08 |
2,039 |
1,100 |
+0 |
Sep06 |
060123 |
112.06 |
112.06 |
112.06 |
112.06 |
-0.08 |
25 |
0 |
+0 |
Total Volume and Open Interest |
602,361 |
1,040,835 |
+88,606 |
Long Gilt(LIFFE) |
Mar06 |
060123 |
115~09 |
115~16 |
115~01 |
115~06 |
+0~06 |
66,612 |
264,669 |
+264,669 |
Jun06 |
060123 |
114~29 |
114~29 |
114~29 |
114~29 |
+0~06 |
|
|
|
Total Volume and Open Interest |
66,612 |
264,669 |
+10,923 |
3-Mth Short Sterling(LIFFE) |
Mar06 |
060123 |
95.45 |
95.45 |
95.45 |
95.45 |
+0.01 |
41,971 |
345,678 |
+345,678 |
Jun06 |
060123 |
95.49 |
95.49 |
95.49 |
95.49 |
unch |
58,401 |
364,146 |
+364,146 |
Sep06 |
060123 |
95.48 |
95.48 |
95.48 |
95.48 |
unch |
55,524 |
294,747 |
+294,747 |
Total Volume and Open Interest |
283,712 |
1,775,252 |
+13,202 |
3-Mth Euribor(LIFFE) |
Mar06 |
060123 |
97.315 |
97.335 |
97.310 |
97.315 |
+0.005 |
125,547 |
642,733 |
+6,630 |
Jun06 |
060123 |
97.145 |
97.160 |
97.125 |
97.130 |
unch |
201,757 |
557,011 |
-20,348 |
Sep06 |
060123 |
97.025 |
97.040 |
96.990 |
97.000 |
-0.005 |
220,405 |
452,355 |
-3,080 |
Total Volume and Open Interest |
1,093,313 |
3,059,290 |
-19,061 |
3-Mth Aus T-Bills(SFE) |
Mar06 |
060123 |
94.38 |
94.39 |
94.38 |
94.39 |
+0.01 |
1,584 |
136,998 |
+136,998 |
Jun06 |
060123 |
94.44 |
94.46 |
94.44 |
94.46 |
+0.03 |
12,168 |
246,103 |
+246,103 |
Sep06 |
060123 |
94.47 |
94.49 |
94.46 |
94.48 |
+0.03 |
4,002 |
72,901 |
+72,901 |
Dec06 |
060123 |
94.48 |
94.50 |
94.47 |
94.50 |
+0.04 |
900 |
46,395 |
+46,395 |
Mar07 |
060123 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.04 |
808 |
24,917 |
+24,917 |
Jun07 |
060123 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.03 |
630 |
32,880 |
+32,880 |
Sep07 |
060123 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.02 |
0 |
18,847 |
+18,847 |
Dec07 |
060123 |
94.44 |
94.45 |
94.44 |
94.45 |
+0.03 |
273 |
7,400 |
+7,400 |
Mar08 |
060123 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.02 |
0 |
4,248 |
+4,248 |
Jun08 |
060123 |
94.41 |
94.41 |
94.41 |
94.41 |
+0.02 |
0 |
1,571 |
+1,571 |
Total Volume and Open Interest |
20,365 |
593,775 |
+593,775 |
10-Year Aus T-Bonds(SFE) |
Mar06 |
060123 |
94.84 |
94.86 |
94.83 |
94.86 |
+0.05 |
19,787 |
336,682 |
+336,682 |
Jun06 |
060123 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.05 |
|
|
|
Total Volume and Open Interest |
19,787 |
336,682 |
+336,682 |
3-Year Aus T-Bonds(SFE) |
Mar06 |
060123 |
94.86 |
94.89 |
94.86 |
94.89 |
+0.05 |
55,509 |
458,025 |
-8,015 |
Jun06 |
060123 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.05 |
|
|
|
Total Volume and Open Interest |
55,509 |
458,025 |
-8,015 |
Gold(CMX) |
Feb06 |
060123 |
557.5 |
561.0 |
554.7 |
558.7 |
+4.7 |
101,037 |
213,602 |
-16,488 |
Apr06 |
060123 |
562.0 |
566.0 |
559.5 |
563.7 |
+4.8 |
27,614 |
65,798 |
+19,627 |
Jun06 |
060123 |
568.0 |
571.0 |
564.5 |
568.5 |
+4.7 |
1,601 |
26,852 |
+1,127 |
Aug06 |
060123 |
573.0 |
573.4 |
573.0 |
573.4 |
+4.7 |
196 |
5,360 |
+304 |
Oct06 |
060123 |
578.2 |
578.2 |
578.2 |
578.2 |
+4.7 |
1 |
6,933 |
+118 |
Dec06 |
060123 |
582.5 |
585.0 |
580.0 |
583.1 |
+4.8 |
803 |
13,933 |
+94 |
Feb07 |
060123 |
586.0 |
587.9 |
583.5 |
587.9 |
+4.8 |
196 |
7,008 |
+214 |
Apr07 |
060123 |
592.6 |
592.6 |
592.6 |
592.6 |
+4.8 |
0 |
1,332 |
+0 |
Jun07 |
060123 |
597.3 |
597.3 |
597.3 |
597.3 |
+4.8 |
51 |
7,873 |
+138 |
Aug07 |
060123 |
602.0 |
602.0 |
602.0 |
602.0 |
+4.8 |
12 |
217 |
+10 |
Oct07 |
060123 |
606.6 |
606.6 |
606.6 |
606.6 |
+4.8 |
0 |
2 |
+0 |
Dec07 |
060123 |
610.0 |
611.3 |
610.0 |
611.3 |
+4.8 |
54 |
8,731 |
+79 |
Total Volume and Open Interest |
131,595 |
364,846 |
+5,233 |
Silver(CMX) |
Mar06 |
060123 |
904.0 |
908.0 |
891.0 |
907.3 |
+14.3 |
31,963 |
91,905 |
-110 |
May06 |
060123 |
910.0 |
916.0 |
899.0 |
915.0 |
+14.4 |
590 |
5,748 |
+76 |
Jul06 |
060123 |
921.0 |
923.0 |
904.0 |
923.0 |
+14.5 |
348 |
10,425 |
+55 |
Sep06 |
060123 |
922.0 |
929.9 |
921.0 |
929.9 |
+14.6 |
28 |
4,623 |
+19 |
Dec06 |
060123 |
934.0 |
938.3 |
924.0 |
938.3 |
+14.2 |
62 |
11,736 |
-9 |
Mar07 |
060123 |
945.1 |
945.1 |
945.1 |
945.1 |
+14.2 |
0 |
251 |
+0 |
May07 |
060123 |
949.3 |
949.3 |
949.3 |
949.3 |
+14.2 |
0 |
4 |
+0 |
Total Volume and Open Interest |
33,007 |
129,862 |
-46 |
Platinum(NYM) |
Jan06 |
060123 |
1058.0 |
1058.0 |
1047.8 |
1047.8 |
+20.1 |
2 |
40 |
-2 |
Apr06 |
060123 |
1051.0 |
1054.0 |
1048.0 |
1053.8 |
+17.6 |
888 |
10,891 |
+34 |
Jul06 |
060123 |
1047.0 |
1058.8 |
1047.0 |
1058.8 |
+17.6 |
2 |
50 |
+2 |
Total Volume and Open Interest |
892 |
10,981 |
+34 |
Palladium(NYME) |
Mar06 |
060123 |
279.00 |
282.00 |
276.50 |
279.30 |
+1.60 |
1,812 |
13,374 |
-43 |
Jun06 |
060123 |
282.00 |
284.95 |
282.00 |
282.80 |
+1.50 |
914 |
1,271 |
+618 |
Sep06 |
060123 |
284.80 |
284.80 |
284.80 |
284.80 |
+1.50 |
0 |
27 |
+0 |
Total Volume and Open Interest |
2,727 |
14,707 |
+576 |
Copper(CMX) |
Mar06 |
060123 |
210.90 |
212.50 |
210.80 |
211.95 |
+2.95 |
9,866 |
68,709 |
-2,079 |
May06 |
060123 |
207.10 |
208.50 |
206.60 |
207.95 |
+3.10 |
966 |
13,671 |
+1,108 |
Jul06 |
060123 |
201.50 |
203.20 |
201.50 |
203.10 |
+3.10 |
67 |
4,879 |
-7 |
Sep06 |
060123 |
196.00 |
197.95 |
196.00 |
197.95 |
+3.10 |
11 |
2,579 |
+10 |
Dec06 |
060123 |
191.40 |
191.45 |
191.40 |
191.45 |
+2.85 |
252 |
2,056 |
+65 |
Total Volume and Open Interest |
12,103 |
100,309 |
-1,162 |
Aluminum(CMX) |
Jan06 |
060123 |
111.25 |
111.25 |
111.25 |
111.25 |
+2.15 |
0 |
15 |
-60 |
Feb06 |
060123 |
111.00 |
111.75 |
111.00 |
111.75 |
+2.15 |
0 |
695 |
+0 |
Mar06 |
060123 |
112.25 |
112.25 |
112.25 |
112.25 |
+2.65 |
0 |
75 |
+0 |
Apr06 |
060123 |
112.35 |
112.35 |
112.35 |
112.35 |
+2.75 |
0 |
50 |
+0 |
May06 |
060123 |
112.45 |
112.45 |
112.45 |
112.45 |
+2.85 |
0 |
50 |
+0 |
Jun06 |
060123 |
112.55 |
112.55 |
112.55 |
112.55 |
+2.95 |
0 |
50 |
+0 |
Total Volume and Open Interest |
0 |
1,010 |
-60 |
DJIA Index(CBOT) |
Mar06 |
060123 |
10706 |
10761 |
10692 |
10719 |
+35 |
8,332 |
39,209 |
-1,370 |
Jun06 |
060123 |
10770 |
10810 |
10765 |
10787 |
+35 |
14 |
53 |
+23 |
Sep06 |
060123 |
10855 |
10855 |
10855 |
10855 |
+35 |
0 |
1 |
+0 |
Dec06 |
060123 |
10890 |
10890 |
10890 |
10890 |
+35 |
0 |
6 |
+0 |
Total Volume and Open Interest |
8,346 |
39,269 |
-1,347 |
S & P 500(CME) |
Mar06 |
060123 |
1266.80 |
1273.00 |
1266.00 |
1269.20 |
+4.40 |
42,432 |
645,752 |
+645,752 |
Jun06 |
060123 |
1281.00 |
1281.20 |
1278.70 |
1278.70 |
+4.40 |
171 |
6,928 |
+6,928 |
Sep06 |
060123 |
1287.00 |
1288.20 |
1287.00 |
1288.20 |
+4.40 |
242 |
5,620 |
+5,620 |
Dec06 |
060123 |
1297.60 |
1297.60 |
1297.60 |
1297.60 |
+4.40 |
0 |
355 |
+355 |
Total Volume and Open Interest |
42,845 |
658,732 |
-1,618 |
S & P 500 E-Mini(Globex) |
Mar06 |
060123 |
1265.25 |
1272.75 |
1263.75 |
1269.25 |
+4.50 |
1,586,186 |
1,126,819 |
+1,126,819 |
Jun06 |
060123 |
1275.75 |
1281.50 |
1274.50 |
1278.75 |
+4.50 |
1,332 |
4,298 |
+4,298 |
Total Volume and Open Interest |
1,587,518 |
1,131,117 |
-16,071 |
NASDAQ 100(CME) |
Mar06 |
060123 |
1691.50 |
1696.00 |
1680.00 |
1688.00 |
+2.50 |
17,867 |
63,634 |
+63,634 |
Jun06 |
060123 |
1706.50 |
1706.50 |
1706.50 |
1706.50 |
+2.50 |
2 |
27 |
+27 |
Sep06 |
060123 |
1725.00 |
1725.00 |
1725.00 |
1725.00 |
+2.50 |
|
|
|
Total Volume and Open Interest |
17,869 |
63,661 |
+844 |
NASDAQ 100 E-Mini(Globex) |
Mar06 |
060123 |
1684.50 |
1696.00 |
1680.00 |
1688.00 |
+2.50 |
556,657 |
343,239 |
+343,239 |
Jun06 |
060123 |
1706.00 |
1712.50 |
1699.00 |
1706.50 |
+2.50 |
102 |
116 |
+116 |
Total Volume and Open Interest |
556,759 |
343,355 |
-25,225 |
S & P Midcap 400(CME) |
Mar06 |
060123 |
762.80 |
765.80 |
762.20 |
764.50 |
+2.70 |
132 |
12,160 |
+12,160 |
Jun06 |
060123 |
771.00 |
771.00 |
771.00 |
771.00 |
+2.70 |
0 |
7 |
+7 |
Sep06 |
060123 |
119.64 |
119.64 |
119.64 |
119.64 |
+2.70 |
|
|
|
Total Volume and Open Interest |
132 |
12,167 |
+12,167 |
Russell 2000(CME) |
Mar06 |
060123 |
710.50 |
713.10 |
707.50 |
711.60 |
+2.00 |
470 |
28,594 |
+28,594 |
Jun06 |
060123 |
717.20 |
717.20 |
717.20 |
717.20 |
+2.00 |
0 |
9 |
+9 |
Sep06 |
060123 |
722.70 |
722.70 |
722.70 |
722.70 |
+3.30 |
0 |
5 |
+5 |
Total Volume and Open Interest |
470 |
28,608 |
+67 |
Russell 2000 E-Mini(Globex) |
Mar06 |
060123 |
708.80 |
713.40 |
706.40 |
711.60 |
+2.00 |
165,846 |
271,552 |
+271,552 |
Jun06 |
060123 |
714.00 |
721.10 |
714.00 |
717.20 |
+2.00 |
10 |
201 |
+201 |
Total Volume and Open Interest |
165,856 |
271,753 |
-5,977 |
Value Line(KCBT) |
Mar06 |
060123 |
1992.00 |
1998.50 |
1986.50 |
1994.50 |
+3.00 |
53 |
154 |
-12 |
Total Volume and Open Interest |
55 |
157 |
-10 |
Nikkei 225(CME) |
Mar06 |
060123 |
15300 |
15565 |
15270 |
15395 |
-345 |
83,822 |
235,695 |
+726 |
Jun06 |
060123 |
15245 |
15480 |
15220 |
15290 |
-335 |
143 |
824 |
+236 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Mar06 |
060123 |
15300 |
15565 |
15270 |
15395 |
-345 |
83,822 |
235,695 |
+726 |
Jun06 |
060123 |
15245 |
15480 |
15220 |
15290 |
-335 |
143 |
824 |
+236 |
Sep06 |
060123 |
15290 |
15290 |
15290 |
15290 |
-335 |
0 |
3 |
+0 |
Total Volume and Open Interest |
83,978 |
236,676 |
+884 |
CAC 40(MATIF) |
Jan06 |
060120 |
4824.0 |
4841.5 |
4819.5 |
4834.5 |
+20.0 |
326,650 |
0 |
-493,010 |
Feb06 |
060123 |
4733.0 |
4764.5 |
4711.0 |
4759.0 |
-23.0 |
123,171 |
324,162 |
+324,162 |
Mar06 |
060123 |
4750.0 |
4772.0 |
4723.5 |
4768.0 |
-23.0 |
2,453 |
95,130 |
+95,130 |
Total Volume and Open Interest |
196,418 |
419,476 |
-334,925 |
Hang Seng Index(HKFE) |
Jan06 |
060123 |
15420 |
15485 |
15390 |
15427 |
-224 |
45,407 |
112,736 |
+453 |
Feb06 |
060123 |
15465 |
15529 |
15437 |
15465 |
-230 |
6,321 |
4,570 |
+891 |
Mar06 |
060123 |
15418 |
15470 |
15395 |
15414 |
-211 |
296 |
1,946 |
+5 |
Total Volume and Open Interest |
52,047 |
119,667 |
+1,363 |
DAX Index(EUREX) |
Mar06 |
060123 |
5320.0 |
5370.5 |
5312.5 |
5368.5 |
-3.0 |
198,303 |
197,161 |
+1,160 |
Jun06 |
060123 |
5355.0 |
5406.0 |
5355.0 |
5404.5 |
-4.0 |
1,773 |
10,314 |
+154 |
Sep06 |
060123 |
5412.0 |
5446.0 |
5412.0 |
5444.0 |
-3.0 |
206 |
1,026 |
+60 |
Total Volume and Open Interest |
200,282 |
208,501 |
+1,374 |
FT-SE 100(LIFFE) |
Mar06 |
060123 |
5626.50 |
5657.00 |
5610.50 |
5648.00 |
-14.00 |
81,068 |
430,093 |
+430,093 |
Jun06 |
060123 |
5630.00 |
5660.00 |
5627.00 |
5659.00 |
-14.00 |
1,067 |
17,100 |
+17,100 |
Sep06 |
060123 |
5671.50 |
5671.50 |
5671.50 |
5671.50 |
-15.00 |
0 |
2,308 |
+2,308 |
Total Volume and Open Interest |
82,135 |
450,851 |
+13,145 |
SPI 200(SFE) |
Mar06 |
060123 |
4760.0 |
4792.0 |
4742.0 |
4785.0 |
-39.0 |
10,214 |
178,243 |
+178,243 |
Jun06 |
060123 |
4777.0 |
4808.0 |
4768.0 |
4808.0 |
-40.0 |
167 |
5,145 |
+5,145 |
Sep06 |
060123 |
4810.0 |
4810.0 |
4810.0 |
4810.0 |
-40.0 |
0 |
2,231 |
+2,231 |
Total Volume and Open Interest |
10,381 |
187,466 |
-1,307 |
GSCI(CME) |
Feb06 |
060123 |
450.30 |
453.30 |
449.25 |
450.90 |
-4.10 |
360 |
19,305 |
+19,305 |
Mar06 |
060123 |
455.00 |
456.30 |
454.50 |
456.30 |
-2.70 |
1 |
11 |
+11 |
Apr06 |
060123 |
456.50 |
458.00 |
456.50 |
458.00 |
-3.25 |
0 |
1 |
+1 |
Total Volume and Open Interest |
361 |
19,317 |
+95 |
Reuters CRB Index(NYBOT) |
Feb06 |
060123 |
354.50 |
354.50 |
353.00 |
354.25 |
+1.00 |
4 |
89 |
-1 |
Apr06 |
060123 |
356.00 |
356.25 |
355.50 |
355.75 |
+1.00 |
33 |
525 |
-1 |
Jun06 |
060123 |
357.75 |
357.75 |
357.75 |
357.75 |
+1.00 |
0 |
410 |
+2 |
Total Volume and Open Interest |
38 |
1,025 |
+1,024 |
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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