 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue January 24, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar06 |
060124 |
571.00 |
577.75 |
569.50 |
571.25 |
-3.25 |
37,402 |
175,670 |
+161 |
May06 |
060124 |
582.00 |
587.75 |
580.00 |
581.00 |
-4.00 |
7,859 |
52,211 |
+1,396 |
Jul06 |
060124 |
591.50 |
597.50 |
589.50 |
591.50 |
-3.75 |
7,852 |
52,977 |
+715 |
Aug06 |
060124 |
595.50 |
600.00 |
594.00 |
594.00 |
-3.00 |
27 |
3,619 |
-39 |
Sep06 |
060124 |
596.50 |
600.00 |
595.00 |
595.00 |
-1.00 |
10 |
1,706 |
+0 |
Nov06 |
060124 |
602.00 |
607.75 |
600.50 |
602.25 |
-2.50 |
3,604 |
37,742 |
+984 |
Jan07 |
060124 |
607.00 |
611.00 |
606.00 |
607.50 |
-3.00 |
15 |
926 |
+15 |
Total Volume and Open Interest |
56,840 |
327,722 |
+3,251 |
Soybean Meal(CBOT) |
Mar06 |
060124 |
179.80 |
181.80 |
179.40 |
179.90 |
-0.60 |
13,209 |
50,612 |
-111 |
May06 |
060124 |
181.20 |
183.20 |
181.00 |
181.50 |
-0.90 |
2,281 |
24,942 |
+84 |
Jul06 |
060124 |
184.00 |
186.20 |
183.80 |
184.10 |
-1.10 |
1,531 |
24,369 |
+195 |
Aug06 |
060124 |
185.00 |
187.30 |
185.00 |
185.10 |
-1.00 |
195 |
7,963 |
+76 |
Sep06 |
060124 |
186.00 |
187.80 |
186.00 |
186.00 |
-0.90 |
46 |
5,851 |
+7 |
Oct06 |
060124 |
186.00 |
187.00 |
185.30 |
185.30 |
-1.20 |
97 |
3,955 |
+81 |
Dec06 |
060124 |
187.50 |
188.80 |
187.00 |
187.00 |
-1.30 |
343 |
9,025 |
+121 |
Jan07 |
060124 |
188.30 |
188.30 |
188.30 |
188.30 |
-1.20 |
0 |
98 |
+0 |
Total Volume and Open Interest |
17,702 |
126,887 |
+453 |
Soybean Oil(CBOT) |
Mar06 |
060124 |
21.53 |
21.72 |
21.30 |
21.52 |
unch |
11,462 |
93,231 |
+410 |
May06 |
060124 |
21.85 |
22.10 |
21.67 |
21.85 |
unch |
2,420 |
28,932 |
+544 |
Jul06 |
060124 |
22.22 |
22.45 |
22.01 |
22.24 |
+0.02 |
1,781 |
28,801 |
+364 |
Aug06 |
060124 |
22.28 |
22.50 |
22.25 |
22.38 |
+0.02 |
38 |
4,090 |
+6 |
Sep06 |
060124 |
22.48 |
22.52 |
22.41 |
22.52 |
+0.01 |
14 |
3,059 |
+0 |
Oct06 |
060124 |
22.65 |
22.68 |
22.58 |
22.68 |
+0.04 |
0 |
1,860 |
+0 |
Dec06 |
060124 |
22.92 |
23.10 |
22.80 |
22.95 |
+0.03 |
319 |
14,196 |
-12 |
Jan07 |
060124 |
23.15 |
23.15 |
23.15 |
23.15 |
+0.03 |
0 |
224 |
+0 |
Total Volume and Open Interest |
16,057 |
175,217 |
+1,327 |
Canola(WCE) |
Mar06 |
060124 |
242.1 |
242.1 |
239.5 |
239.9 |
-1.5 |
4,298 |
50,971 |
-1,430 |
May06 |
060124 |
247.7 |
248.7 |
246.2 |
246.8 |
-0.9 |
651 |
14,634 |
+207 |
Jul06 |
060124 |
254.3 |
254.5 |
252.6 |
253.0 |
-1.3 |
469 |
4,721 |
+0 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
-2.7 |
|
|
|
Nov06 |
060124 |
269.1 |
269.5 |
267.6 |
268.5 |
-2.2 |
410 |
9,733 |
+341 |
Total Volume and Open Interest |
5,828 |
80,437 |
-882 |
Corn(CBOT) |
Mar06 |
060124 |
208.25 |
213.50 |
207.75 |
213.25 |
+5.00 |
60,283 |
447,723 |
+755 |
May06 |
060124 |
218.25 |
223.50 |
217.50 |
223.25 |
+5.00 |
12,027 |
145,951 |
+2,670 |
Jul06 |
060124 |
227.25 |
232.25 |
226.75 |
232.00 |
+4.75 |
9,821 |
115,836 |
+1,851 |
Sep06 |
060124 |
235.50 |
240.00 |
235.50 |
239.75 |
+4.25 |
969 |
26,645 |
+190 |
Dec06 |
060124 |
246.25 |
250.25 |
245.75 |
249.50 |
+3.50 |
10,064 |
119,631 |
+3,766 |
Mar07 |
060124 |
252.75 |
256.50 |
252.75 |
256.25 |
+3.25 |
159 |
9,118 |
+139 |
Total Volume and Open Interest |
94,373 |
886,804 |
+9,762 |
Wheat(CBOT) |
Mar06 |
060124 |
327.25 |
333.50 |
324.75 |
332.50 |
+6.50 |
24,769 |
203,422 |
-2,840 |
May06 |
060124 |
338.00 |
343.50 |
335.75 |
343.25 |
+6.25 |
7,062 |
34,342 |
+3,185 |
Jul06 |
060124 |
347.00 |
353.75 |
345.25 |
353.25 |
+6.75 |
4,573 |
46,677 |
+766 |
Sep06 |
060124 |
357.50 |
363.50 |
355.25 |
363.25 |
+6.75 |
214 |
4,419 |
+96 |
Dec06 |
060124 |
369.00 |
376.00 |
367.50 |
375.50 |
+6.50 |
776 |
31,067 |
+54 |
Total Volume and Open Interest |
37,473 |
322,360 |
+1,309 |
Wheat(KCBT) |
Mar06 |
060124 |
380.50 |
386.00 |
378.00 |
385.50 |
+5.50 |
5,811 |
63,290 |
+1,145 |
May06 |
060124 |
381.00 |
388.00 |
380.00 |
387.00 |
+6.00 |
1,325 |
16,767 |
+17 |
Jul06 |
060124 |
379.00 |
385.75 |
377.50 |
384.50 |
+5.50 |
3,543 |
38,755 |
+327 |
Sep06 |
060124 |
384.00 |
391.00 |
383.50 |
390.75 |
+6.75 |
176 |
5,114 |
-198 |
Dec06 |
060124 |
394.00 |
400.50 |
392.50 |
399.00 |
+6.00 |
535 |
8,212 |
+279 |
Total Volume and Open Interest |
11,397 |
132,516 |
+1,575 |
Wheat(MGE) |
Mar06 |
060124 |
387.75 |
393.00 |
385.50 |
392.50 |
+4.75 |
1,724 |
19,071 |
-590 |
May06 |
060124 |
388.75 |
395.00 |
388.00 |
395.00 |
+4.00 |
403 |
7,226 |
+205 |
Jul06 |
060124 |
389.50 |
395.00 |
389.00 |
395.00 |
+4.75 |
347 |
8,840 |
-145 |
Sep06 |
060124 |
390.00 |
394.75 |
390.00 |
394.50 |
+5.00 |
197 |
4,152 |
+102 |
Dec06 |
060124 |
396.00 |
401.00 |
395.50 |
401.00 |
+5.00 |
689 |
2,026 |
+244 |
Total Volume and Open Interest |
3,372 |
41,354 |
-192 |
Oats(CBOT) |
Mar06 |
060124 |
189.75 |
191.00 |
189.50 |
190.75 |
+1.00 |
609 |
8,329 |
+54 |
May06 |
060124 |
183.50 |
184.00 |
183.50 |
184.00 |
+1.25 |
74 |
615 |
+30 |
Jul06 |
060124 |
173.50 |
173.50 |
173.50 |
173.50 |
unch |
136 |
402 |
+8 |
Sep06 |
060124 |
165.00 |
165.00 |
165.00 |
165.00 |
unch |
0 |
20 |
+0 |
Total Volume and Open Interest |
859 |
10,055 |
+109 |
Rough Rice(CBOT) |
Mar06 |
060124 |
8.44 |
8.48 |
8.43 |
8.47 |
+0.03 |
617 |
7,680 |
+31 |
May06 |
060124 |
8.69 |
8.71 |
8.68 |
8.71 |
+0.03 |
245 |
1,543 |
+157 |
Jul06 |
060124 |
8.91 |
8.92 |
8.91 |
8.92 |
+0.01 |
115 |
669 |
+114 |
Sep06 |
060124 |
8.96 |
8.96 |
8.96 |
8.96 |
+0.01 |
1 |
240 |
+0 |
Total Volume and Open Interest |
1,110 |
10,820 |
+363 |
Live Cattle(CME) |
Feb06 |
060124 |
95.450 |
95.825 |
94.900 |
94.950 |
-0.625 |
13,305 |
53,961 |
-3,027 |
Apr06 |
060124 |
93.800 |
94.050 |
93.150 |
93.200 |
-0.750 |
15,561 |
114,343 |
+3,582 |
Jun06 |
060124 |
87.225 |
87.225 |
86.450 |
86.650 |
-0.575 |
5,822 |
40,236 |
+555 |
Aug06 |
060124 |
85.600 |
85.700 |
85.275 |
85.350 |
-0.250 |
740 |
17,220 |
+172 |
Oct06 |
060124 |
88.525 |
88.725 |
88.300 |
88.425 |
-0.250 |
421 |
7,833 |
+51 |
Dec06 |
060124 |
89.500 |
89.500 |
89.200 |
89.350 |
-0.150 |
74 |
4,125 |
-1 |
Total Volume and Open Interest |
35,989 |
238,467 |
+1,372 |
Feeder Cattle(CME) |
Jan06 |
060124 |
113.075 |
113.225 |
113.050 |
113.150 |
+0.100 |
478 |
3,490 |
-160 |
Mar06 |
060124 |
111.800 |
112.050 |
111.450 |
111.450 |
-0.325 |
1,470 |
15,566 |
-2 |
Apr06 |
060124 |
112.350 |
112.500 |
112.050 |
112.275 |
-0.150 |
604 |
6,425 |
-14 |
May06 |
060124 |
112.600 |
112.750 |
112.350 |
112.750 |
-0.075 |
650 |
3,888 |
+169 |
Aug06 |
060124 |
113.400 |
113.400 |
112.900 |
113.050 |
-0.425 |
256 |
3,429 |
+6 |
Sep06 |
060124 |
112.500 |
112.550 |
112.400 |
112.550 |
-0.150 |
21 |
298 |
+16 |
Oct06 |
060124 |
111.850 |
111.850 |
111.850 |
111.850 |
-0.250 |
40 |
211 |
+6 |
Total Volume and Open Interest |
3,523 |
33,455 |
+24 |
Lean Hogs(CME) |
Feb06 |
060124 |
58.850 |
58.900 |
57.575 |
57.775 |
-1.325 |
6,332 |
17,590 |
-1,896 |
Apr06 |
060124 |
63.600 |
63.600 |
61.900 |
62.100 |
-1.675 |
10,337 |
76,048 |
+1,262 |
May06 |
060124 |
67.250 |
67.250 |
65.550 |
65.725 |
-1.400 |
161 |
4,164 |
+58 |
Jun06 |
060124 |
69.900 |
69.900 |
68.500 |
69.075 |
-0.925 |
2,033 |
20,786 |
+183 |
Jul06 |
060124 |
67.400 |
67.400 |
66.300 |
66.475 |
-0.975 |
867 |
8,015 |
-38 |
Aug06 |
060124 |
64.450 |
64.650 |
63.850 |
63.900 |
-0.950 |
226 |
3,168 |
+49 |
Oct06 |
060124 |
55.000 |
55.000 |
53.900 |
54.050 |
-1.025 |
173 |
2,162 |
+140 |
Dec06 |
060124 |
52.300 |
52.350 |
51.875 |
51.875 |
-0.350 |
39 |
1,031 |
+33 |
Total Volume and Open Interest |
20,168 |
133,004 |
-209 |
Pork Bellies(CME) |
Feb06 |
060124 |
80.750 |
81.200 |
79.500 |
79.675 |
-0.875 |
410 |
1,069 |
-36 |
Mar06 |
060124 |
79.600 |
80.000 |
78.300 |
78.300 |
-0.750 |
171 |
638 |
+57 |
May06 |
060124 |
80.750 |
81.000 |
80.275 |
80.275 |
+0.025 |
62 |
467 |
+36 |
Jul06 |
060124 |
82.700 |
83.100 |
81.900 |
81.900 |
-0.800 |
45 |
164 |
+10 |
Aug06 |
060124 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
7 |
+0 |
Total Volume and Open Interest |
688 |
2,345 |
+67 |
Class III Milk(CME) |
Jan06 |
060124 |
13.35 |
13.38 |
13.35 |
13.38 |
unch |
19 |
2,400 |
-27 |
Feb06 |
060124 |
12.58 |
12.59 |
12.52 |
12.55 |
-0.04 |
129 |
2,511 |
-27 |
Mar06 |
060124 |
12.34 |
12.38 |
12.26 |
12.32 |
-0.08 |
162 |
2,628 |
+53 |
Apr06 |
060124 |
12.35 |
12.36 |
12.26 |
12.33 |
-0.05 |
90 |
2,579 |
+53 |
May06 |
060124 |
12.38 |
12.42 |
12.32 |
12.39 |
-0.03 |
70 |
2,093 |
+34 |
Total Volume and Open Interest |
1,370 |
25,088 |
+500 |
Cocoa(NYBOT) |
Mar06 |
060124 |
1510 |
1510 |
1446 |
1451 |
-80 |
3,929 |
50,042 |
-270 |
May06 |
060124 |
1531 |
1531 |
1475 |
1476 |
-80 |
1,670 |
26,510 |
+618 |
Jul06 |
060124 |
1552 |
1552 |
1498 |
1499 |
-77 |
483 |
14,023 |
+284 |
Sep06 |
060124 |
1573 |
1573 |
1518 |
1518 |
-78 |
93 |
13,470 |
+47 |
Dec06 |
060124 |
1555 |
1555 |
1545 |
1545 |
-78 |
143 |
11,200 |
+24 |
Mar07 |
060124 |
1605 |
1605 |
1570 |
1570 |
-77 |
101 |
11,863 |
+37 |
May07 |
060124 |
1589 |
1589 |
1589 |
1589 |
-80 |
10 |
2,383 |
+5 |
Total Volume and Open Interest |
6,533 |
133,613 |
+845 |
Coffee "C"(NYBOT) |
Mar06 |
060124 |
121.10 |
122.70 |
120.50 |
122.40 |
+1.95 |
10,413 |
68,462 |
-157 |
May06 |
060124 |
123.80 |
125.00 |
123.00 |
125.00 |
+2.00 |
2,712 |
23,755 |
+800 |
Jul06 |
060124 |
125.80 |
127.25 |
125.30 |
127.10 |
+2.00 |
489 |
6,606 |
-11 |
Sep06 |
060124 |
128.75 |
128.85 |
127.80 |
128.85 |
+2.00 |
284 |
3,725 |
+174 |
Dec06 |
060124 |
130.30 |
131.50 |
130.30 |
131.45 |
+1.95 |
165 |
3,477 |
+53 |
Mar07 |
060124 |
133.00 |
133.95 |
133.00 |
133.95 |
+1.80 |
17 |
1,791 |
+1 |
Total Volume and Open Interest |
14,136 |
108,679 |
+899 |
Orange Juice(NYBOT) |
Mar06 |
060124 |
118.80 |
120.40 |
118.60 |
120.35 |
+2.00 |
1,239 |
19,412 |
-16 |
May06 |
060124 |
119.20 |
120.60 |
119.15 |
120.55 |
+2.15 |
363 |
6,124 |
+279 |
Jul06 |
060124 |
119.80 |
121.25 |
119.80 |
121.05 |
+1.90 |
10 |
1,245 |
+6 |
Sep06 |
060124 |
120.75 |
121.55 |
120.75 |
121.55 |
+1.90 |
1 |
819 |
+0 |
Nov06 |
060124 |
122.05 |
122.05 |
122.05 |
122.05 |
+1.90 |
1 |
484 |
+0 |
Total Volume and Open Interest |
1,618 |
29,443 |
+273 |
Sugar #11(NYBOT) |
Mar06 |
060124 |
17.00 |
18.08 |
16.82 |
17.89 |
+0.54 |
70,640 |
211,491 |
-14,593 |
May06 |
060124 |
17.00 |
17.80 |
16.72 |
17.72 |
+0.45 |
36,884 |
118,975 |
+5,398 |
Jul06 |
060124 |
16.05 |
16.90 |
15.73 |
16.85 |
+0.43 |
17,772 |
66,731 |
-578 |
Oct06 |
060124 |
15.85 |
16.70 |
15.70 |
16.63 |
+0.38 |
11,270 |
47,928 |
+851 |
Mar07 |
060124 |
15.60 |
16.58 |
15.60 |
16.50 |
+0.40 |
7,762 |
41,650 |
+1,378 |
Total Volume and Open Interest |
145,805 |
514,151 |
-6,887 |
Sugar #14(NYBOT) |
Jan06 |
051208 |
22.00 |
22.02 |
22.00 |
22.02 |
-0.03 |
344 |
932 |
-304 |
Mar06 |
060124 |
23.65 |
23.65 |
23.65 |
23.65 |
+0.05 |
285 |
2,082 |
-273 |
May06 |
060124 |
23.60 |
23.60 |
23.50 |
23.60 |
unch |
201 |
3,660 |
+66 |
Jul06 |
060124 |
23.60 |
23.60 |
23.50 |
23.60 |
unch |
34 |
3,779 |
+29 |
Sep06 |
060124 |
23.55 |
23.64 |
23.55 |
23.64 |
+0.01 |
86 |
1,943 |
+64 |
Total Volume and Open Interest |
621 |
14,510 |
-100 |
London Cocoa(LCE) |
Mar06 |
060124 |
893 |
894 |
849 |
854 |
-42 |
3,448 |
69,162 |
-717 |
May06 |
060124 |
911 |
911 |
863 |
868 |
-42 |
959 |
30,088 |
+297 |
Jul06 |
060124 |
920 |
920 |
876 |
882 |
-41 |
259 |
35,263 |
+99 |
Sep06 |
060124 |
931 |
931 |
890 |
895 |
-41 |
853 |
18,805 |
+641 |
Dec06 |
060124 |
945 |
945 |
900 |
906 |
-41 |
150 |
21,694 |
+29 |
Mar07 |
060124 |
950 |
950 |
917 |
917 |
-40 |
181 |
7,271 |
+73 |
May07 |
060124 |
930 |
930 |
927 |
927 |
-40 |
0 |
533 |
+0 |
Total Volume and Open Interest |
5,855 |
182,877 |
+427 |
London Coffee(LCE) |
Jan06 |
060124 |
1256.00 |
1265.00 |
1252.00 |
1252.00 |
+9.00 |
56 |
418 |
-56 |
Mar06 |
060124 |
1258.00 |
1276.00 |
1256.00 |
1271.00 |
+18.00 |
4,691 |
74,015 |
-896 |
May06 |
060124 |
1275.00 |
1293.00 |
1275.00 |
1289.00 |
+17.00 |
1,766 |
49,800 |
+262 |
Jul06 |
060124 |
1298.00 |
1305.00 |
1295.00 |
1302.00 |
+18.00 |
166 |
7,604 |
+4 |
Sep06 |
060124 |
1309.00 |
1316.00 |
1309.00 |
1316.00 |
+18.00 |
60 |
4,016 |
+0 |
Nov06 |
060124 |
1321.00 |
1330.00 |
1321.00 |
1327.00 |
+17.00 |
10 |
565 |
+5 |
Total Volume and Open Interest |
6,749 |
136,630 |
-681 |
London Sugar(LCE) |
Mar06 |
060124 |
403.00 |
426.10 |
395.00 |
426.00 |
+22.40 |
7,136 |
30,792 |
-2,049 |
May06 |
060124 |
411.30 |
435.50 |
405.50 |
435.50 |
+23.50 |
3,815 |
20,047 |
+1,880 |
Aug06 |
060124 |
418.00 |
441.10 |
412.00 |
440.50 |
+22.10 |
1,877 |
10,506 |
+415 |
Oct06 |
060124 |
422.90 |
442.00 |
413.90 |
441.50 |
+20.20 |
909 |
8,022 |
-205 |
Dec06 |
060124 |
418.20 |
442.60 |
415.00 |
440.00 |
+19.70 |
270 |
3,418 |
+130 |
Total Volume and Open Interest |
14,054 |
76,847 |
+182 |
Cotton(NYBOT) |
Mar06 |
060124 |
56.36 |
56.70 |
56.01 |
56.60 |
-0.18 |
9,028 |
86,842 |
+831 |
May06 |
060124 |
57.40 |
57.70 |
57.10 |
57.66 |
-0.08 |
3,083 |
24,663 |
+604 |
Jul06 |
060124 |
58.00 |
58.30 |
57.85 |
58.25 |
-0.16 |
628 |
5,940 |
+98 |
Oct06 |
060124 |
59.05 |
59.27 |
59.05 |
59.27 |
+0.04 |
1 |
121 |
+0 |
Dec06 |
060124 |
59.95 |
60.25 |
59.85 |
60.25 |
+0.04 |
687 |
4,915 |
+234 |
Mar07 |
060124 |
61.75 |
61.85 |
61.60 |
61.85 |
+0.05 |
250 |
904 |
+250 |
Total Volume and Open Interest |
13,762 |
123,911 |
+2,095 |
Lumber(CME) |
Mar06 |
060124 |
371.0 |
376.4 |
370.1 |
375.3 |
+4.7 |
638 |
3,902 |
+55 |
May06 |
060124 |
367.0 |
371.0 |
365.5 |
369.8 |
+4.7 |
226 |
1,104 |
+8 |
Jul06 |
060124 |
359.7 |
363.4 |
359.7 |
362.0 |
+4.5 |
98 |
367 |
+23 |
Sep06 |
060124 |
357.4 |
360.7 |
356.0 |
359.8 |
+4.4 |
17 |
138 |
+1 |
Total Volume and Open Interest |
979 |
5,513 |
+87 |
Crude Oil(NYM) |
Mar06 |
060124 |
67.40 |
68.10 |
67.00 |
67.06 |
-1.04 |
84,184 |
302,974 |
+1,378 |
Apr06 |
060124 |
68.00 |
68.70 |
67.60 |
67.65 |
-1.02 |
35,727 |
88,053 |
+5,453 |
May06 |
060124 |
68.45 |
69.05 |
68.00 |
68.07 |
-0.99 |
13,475 |
45,932 |
+1,851 |
Jun06 |
060124 |
68.70 |
69.33 |
68.39 |
68.39 |
-0.94 |
18,431 |
66,202 |
-270 |
Jul06 |
060124 |
69.20 |
69.20 |
68.45 |
68.63 |
-0.91 |
3,948 |
19,457 |
+1,900 |
Aug06 |
060124 |
69.40 |
69.40 |
68.81 |
68.81 |
-0.88 |
795 |
14,547 |
+227 |
Sep06 |
060124 |
69.60 |
69.65 |
68.94 |
68.94 |
-0.87 |
2,051 |
22,566 |
+313 |
Oct06 |
060124 |
69.80 |
69.80 |
69.04 |
69.04 |
-0.86 |
1,183 |
8,688 |
-153 |
Nov06 |
060124 |
69.95 |
69.95 |
69.11 |
69.11 |
-0.85 |
1,808 |
13,426 |
-30 |
Dec06 |
060124 |
69.60 |
69.90 |
69.16 |
69.16 |
-0.84 |
8,149 |
61,777 |
-1,595 |
Jan07 |
060124 |
69.90 |
69.90 |
69.19 |
69.19 |
-0.83 |
1,076 |
16,423 |
-510 |
Feb07 |
060124 |
69.19 |
69.19 |
69.19 |
69.19 |
-0.82 |
160 |
5,149 |
+70 |
Mar07 |
060124 |
69.95 |
69.95 |
69.18 |
69.18 |
-0.81 |
0 |
8,093 |
+0 |
Apr07 |
060124 |
69.90 |
69.90 |
69.16 |
69.16 |
-0.80 |
0 |
5,781 |
+0 |
May07 |
060124 |
69.40 |
69.90 |
69.11 |
69.11 |
-0.80 |
1 |
3,036 |
+0 |
Jun07 |
060124 |
69.45 |
69.45 |
69.05 |
69.05 |
-0.80 |
1,577 |
24,309 |
+865 |
Total Volume and Open Interest |
178,032 |
900,966 |
+3,991 |
Heating Oil(NYM) |
Feb06 |
060124 |
184.39 |
185.25 |
181.50 |
181.71 |
-2.38 |
15,797 |
28,534 |
-1,831 |
Mar06 |
060124 |
185.25 |
187.50 |
184.25 |
184.39 |
-2.83 |
15,500 |
71,913 |
+1,360 |
Apr06 |
060124 |
186.60 |
188.30 |
185.30 |
185.69 |
-2.78 |
3,766 |
21,231 |
+336 |
May06 |
060124 |
187.80 |
189.85 |
186.00 |
186.74 |
-2.58 |
2,694 |
10,259 |
+531 |
Jun06 |
060124 |
188.00 |
190.80 |
187.00 |
187.64 |
-2.53 |
3,106 |
10,720 |
-242 |
Jul06 |
060124 |
191.50 |
191.80 |
188.79 |
188.79 |
-2.53 |
1,207 |
6,790 |
+161 |
Aug06 |
060124 |
193.70 |
193.70 |
190.59 |
190.59 |
-2.48 |
486 |
4,075 |
-11 |
Sep06 |
060124 |
193.75 |
193.75 |
192.74 |
192.74 |
-2.48 |
813 |
3,087 |
+254 |
Oct06 |
060124 |
195.24 |
195.24 |
195.24 |
195.24 |
-2.48 |
12 |
1,371 |
+0 |
Nov06 |
060124 |
200.75 |
200.75 |
197.69 |
197.69 |
-2.48 |
332 |
1,819 |
+302 |
Dec06 |
060124 |
202.25 |
202.25 |
200.09 |
200.09 |
-2.48 |
1,501 |
7,121 |
+332 |
Jan07 |
060124 |
204.25 |
204.25 |
201.84 |
201.84 |
-2.43 |
201 |
2,828 |
+200 |
Total Volume and Open Interest |
45,545 |
173,140 |
+1,406 |
Unleaded Gas(NYM) |
Feb06 |
060124 |
176.25 |
178.00 |
173.50 |
174.44 |
-4.88 |
17,570 |
29,534 |
-2,349 |
Mar06 |
060124 |
182.50 |
183.70 |
179.80 |
180.70 |
-4.15 |
15,840 |
63,105 |
+2,644 |
Apr06 |
060124 |
193.75 |
195.10 |
192.00 |
192.90 |
-3.10 |
5,141 |
21,444 |
+253 |
May06 |
060124 |
196.25 |
197.25 |
194.70 |
195.15 |
-2.80 |
1,744 |
17,212 |
+9 |
Jun06 |
060124 |
198.50 |
199.00 |
196.70 |
196.75 |
-2.65 |
1,622 |
11,875 |
+759 |
Jul06 |
060124 |
199.70 |
199.70 |
197.30 |
197.30 |
-2.50 |
412 |
4,570 |
+151 |
Aug06 |
060124 |
198.90 |
198.90 |
197.00 |
197.00 |
-2.35 |
392 |
4,559 |
-103 |
Sep06 |
060124 |
196.25 |
197.00 |
195.55 |
195.55 |
-2.25 |
243 |
5,323 |
+78 |
Oct06 |
060124 |
187.65 |
187.65 |
187.65 |
187.65 |
-2.15 |
35 |
1,211 |
+3 |
Nov06 |
060124 |
185.75 |
185.75 |
185.75 |
185.75 |
-2.05 |
0 |
566 |
+0 |
Dec06 |
060124 |
184.95 |
184.95 |
184.95 |
184.95 |
-1.95 |
9 |
471 |
+1 |
Jan07 |
060124 |
185.70 |
185.70 |
185.70 |
185.70 |
-1.95 |
0 |
198 |
+0 |
Total Volume and Open Interest |
43,008 |
160,068 |
+1,446 |
Natural Gas(NYM) |
Feb06 |
060124 |
8.470 |
8.940 |
8.470 |
8.682 |
+0.108 |
25,422 |
31,316 |
-2,617 |
Mar06 |
060124 |
8.700 |
9.100 |
8.690 |
8.844 |
+0.087 |
15,751 |
95,952 |
+2,958 |
Apr06 |
060124 |
8.810 |
9.110 |
8.800 |
8.914 |
+0.067 |
8,364 |
35,522 |
+879 |
May06 |
060124 |
8.910 |
9.150 |
8.910 |
9.004 |
+0.057 |
4,266 |
31,804 |
+2 |
Jun06 |
060124 |
8.970 |
9.280 |
8.970 |
9.099 |
+0.057 |
2,002 |
20,166 |
-259 |
Jul06 |
060124 |
9.090 |
9.360 |
9.090 |
9.189 |
+0.057 |
1,466 |
20,642 |
+305 |
Aug06 |
060124 |
9.170 |
9.420 |
9.160 |
9.269 |
+0.057 |
1,632 |
20,234 |
+202 |
Sep06 |
060124 |
9.180 |
9.470 |
9.170 |
9.314 |
+0.057 |
1,501 |
14,479 |
+79 |
Oct06 |
060124 |
9.300 |
9.520 |
9.300 |
9.394 |
+0.057 |
4,703 |
28,261 |
-1,625 |
Nov06 |
060124 |
10.070 |
10.350 |
10.070 |
10.244 |
+0.102 |
1,531 |
12,439 |
-40 |
Dec06 |
060124 |
10.800 |
11.050 |
10.800 |
10.984 |
+0.132 |
1,069 |
15,914 |
-384 |
Jan07 |
060124 |
11.270 |
11.600 |
11.270 |
11.499 |
+0.152 |
2,090 |
17,049 |
+743 |
Feb07 |
060124 |
11.330 |
11.600 |
11.330 |
11.519 |
+0.157 |
2,121 |
10,295 |
+943 |
Mar07 |
060124 |
11.150 |
11.400 |
11.140 |
11.349 |
+0.157 |
1,346 |
15,138 |
-495 |
Apr07 |
060124 |
9.350 |
9.550 |
9.350 |
9.499 |
+0.097 |
871 |
12,975 |
-369 |
May07 |
060124 |
9.200 |
9.380 |
9.200 |
9.314 |
+0.097 |
151 |
12,749 |
-25 |
Total Volume and Open Interest |
81,178 |
546,753 |
+864 |
Brent Crude Oil(ICE) |
Mar06 |
060124 |
65.90 |
66.35 |
65.05 |
65.34 |
-0.82 |
72,892 |
113,546 |
-5,187 |
Apr06 |
060124 |
66.32 |
66.68 |
65.43 |
65.70 |
-0.89 |
34,962 |
101,995 |
-2,197 |
May06 |
060124 |
66.80 |
67.07 |
66.00 |
66.12 |
-0.88 |
11,848 |
24,423 |
+695 |
Jun06 |
060124 |
66.98 |
67.44 |
66.23 |
66.48 |
-0.86 |
8,722 |
28,184 |
-41 |
Jul06 |
060124 |
67.40 |
67.69 |
66.81 |
66.81 |
-0.85 |
2,475 |
15,435 |
+844 |
Aug06 |
060124 |
67.70 |
67.91 |
67.04 |
67.04 |
-0.84 |
1,191 |
4,213 |
+465 |
Sep06 |
060124 |
67.49 |
68.06 |
67.20 |
67.20 |
-0.84 |
784 |
15,876 |
-496 |
Oct06 |
060124 |
68.17 |
68.17 |
67.34 |
67.34 |
-0.80 |
354 |
6,215 |
+50 |
Nov06 |
060124 |
67.92 |
67.92 |
67.47 |
67.47 |
-0.76 |
362 |
4,644 |
-250 |
Dec06 |
060124 |
67.98 |
68.33 |
67.44 |
67.58 |
-0.71 |
5,116 |
27,600 |
-2,240 |
Jan07 |
060124 |
67.62 |
67.62 |
67.62 |
67.62 |
-0.71 |
550 |
3,395 |
+200 |
Feb07 |
060124 |
67.64 |
67.64 |
67.64 |
67.64 |
-0.71 |
50 |
2,155 |
+50 |
Mar07 |
060124 |
67.62 |
67.62 |
67.62 |
67.62 |
-0.71 |
1,200 |
4,785 |
+1,000 |
Apr07 |
060124 |
67.60 |
67.60 |
67.60 |
67.60 |
-0.71 |
0 |
200 |
+0 |
Total Volume and Open Interest |
140,806 |
398,664 |
-8,017 |
Gas Oil(ICE) |
Feb06 |
060124 |
567.50 |
568.75 |
559.75 |
564.25 |
-5.00 |
24,439 |
48,972 |
-3,407 |
Mar06 |
060124 |
575.50 |
578.00 |
568.75 |
573.00 |
-5.75 |
17,895 |
56,005 |
-1,084 |
Apr06 |
060124 |
581.75 |
584.25 |
575.25 |
579.25 |
-6.25 |
7,314 |
25,555 |
+603 |
May06 |
060124 |
588.50 |
589.50 |
581.75 |
585.50 |
-6.00 |
1,836 |
9,604 |
-202 |
Jun06 |
060124 |
592.25 |
596.00 |
587.75 |
592.00 |
-5.75 |
1,239 |
23,743 |
-36 |
Jul06 |
060124 |
600.50 |
600.50 |
594.25 |
598.00 |
-5.50 |
741 |
9,446 |
-137 |
Aug06 |
060124 |
605.50 |
605.50 |
603.75 |
603.75 |
-5.00 |
908 |
2,269 |
+158 |
Sep06 |
060124 |
609.00 |
609.00 |
609.00 |
609.00 |
-5.00 |
500 |
2,789 |
+500 |
Oct06 |
060124 |
613.75 |
613.75 |
613.75 |
613.75 |
-5.00 |
20 |
4,212 |
+20 |
Nov06 |
060124 |
616.50 |
616.50 |
616.50 |
616.50 |
-5.00 |
0 |
2,450 |
+0 |
Total Volume and Open Interest |
56,145 |
222,717 |
-3,225 |
US Dollar Index(NYBOT) |
Mar06 |
060124 |
87.74 |
88.04 |
87.74 |
87.88 |
+0.11 |
6,201 |
24,577 |
+583 |
Jun06 |
060124 |
87.57 |
87.70 |
87.55 |
87.55 |
+0.11 |
26 |
2,071 |
+5 |
Sep06 |
060124 |
87.40 |
87.40 |
87.26 |
87.26 |
+0.11 |
0 |
8 |
+0 |
Total Volume and Open Interest |
6,227 |
26,663 |
+588 |
Australian Dollar(CME) |
Mar06 |
060124 |
74.89 |
75.10 |
74.85 |
75.06 |
-0.15 |
2,786 |
62,191 |
+623 |
Jun06 |
060124 |
74.67 |
74.89 |
74.67 |
74.89 |
-0.15 |
1 |
436 |
+0 |
Sep06 |
060124 |
74.74 |
74.74 |
74.74 |
74.74 |
-0.15 |
0 |
11 |
+0 |
Total Volume and Open Interest |
2,787 |
62,766 |
+623 |
British Pound(CME) |
Mar06 |
060124 |
178.51 |
179.00 |
178.45 |
178.61 |
-0.11 |
2,199 |
86,681 |
+1,760 |
Jun06 |
060124 |
178.76 |
178.76 |
178.76 |
178.76 |
-0.11 |
0 |
273 |
+16 |
Sep06 |
060124 |
179.40 |
179.40 |
178.91 |
178.91 |
-0.11 |
1 |
18 |
+1 |
Total Volume and Open Interest |
2,200 |
86,975 |
+1,777 |
Canadian Dollar(CME) |
Mar06 |
060124 |
87.09 |
87.13 |
86.44 |
86.83 |
-0.26 |
5,381 |
97,781 |
+1,916 |
Jun06 |
060124 |
87.31 |
87.31 |
86.74 |
87.05 |
-0.26 |
29 |
2,214 |
+45 |
Sep06 |
060124 |
87.00 |
87.24 |
87.00 |
87.24 |
-0.26 |
8 |
385 |
+11 |
Dec06 |
060124 |
87.43 |
87.43 |
87.43 |
87.43 |
-0.26 |
16 |
156 |
+7 |
Total Volume and Open Interest |
5,434 |
100,637 |
+1,980 |
Japanese Yen(CME) |
Mar06 |
060124 |
87.89 |
87.94 |
87.70 |
87.82 |
-0.07 |
6,105 |
147,763 |
+621 |
Jun06 |
060124 |
88.99 |
88.99 |
88.91 |
88.91 |
-0.07 |
2 |
21,202 |
+5 |
Sep06 |
060124 |
89.92 |
89.92 |
89.92 |
89.92 |
-0.07 |
0 |
34 |
+0 |
Total Volume and Open Interest |
6,107 |
169,031 |
+626 |
Swiss Franc(CME) |
Mar06 |
060124 |
79.65 |
79.87 |
79.52 |
79.76 |
-0.16 |
5,856 |
84,297 |
+3,416 |
Jun06 |
060124 |
80.52 |
80.52 |
80.50 |
80.50 |
-0.16 |
2 |
414 |
+10 |
Sep06 |
060124 |
81.14 |
81.14 |
81.14 |
81.14 |
-0.16 |
0 |
25 |
+0 |
Total Volume and Open Interest |
5,865 |
84,786 |
+3,433 |
EuroFX(CME) |
Mar06 |
060124 |
123.10 |
123.36 |
122.93 |
123.24 |
-0.12 |
12,241 |
135,760 |
+1,085 |
Jun06 |
060124 |
123.77 |
123.96 |
123.70 |
123.92 |
-0.12 |
33 |
3,081 |
-71 |
Sep06 |
060124 |
124.55 |
124.55 |
124.52 |
124.52 |
-0.12 |
0 |
1,467 |
+0 |
Total Volume and Open Interest |
12,274 |
140,430 |
+1,010 |
Mexican Peso(CME) |
Mar06 |
060124 |
9470.0 |
9495.0 |
9465.0 |
9475.0 |
+20.0 |
1,735 |
71,473 |
-852 |
Jun06 |
060124 |
9402.0 |
9405.0 |
9397.0 |
9397.0 |
+20.0 |
0 |
521 |
+0 |
Total Volume and Open Interest |
1,744 |
97,446 |
-852 |
30-Year T-Bonds(CBOT) |
Mar06 |
060124 |
114~20 |
114~22 |
114~02 |
114~09 |
-0~12 |
338,174 |
610,362 |
+3,552 |
Jun06 |
060124 |
114~14 |
114~15 |
114~00 |
114~06 |
-0~13 |
818 |
4,866 |
-186 |
Sep06 |
060124 |
114~06 |
114~06 |
114~06 |
114~06 |
-0~13 |
0 |
54 |
+0 |
Total Volume and Open Interest |
338,996 |
615,296 |
+3,370 |
10-Year T-Notes(CBOT) |
Mar06 |
060124 |
109~200 |
109~210 |
109~110 |
109~140 |
-0~060 |
783,138 |
1,735,792 |
+28,819 |
Jun06 |
060124 |
109~160 |
109~160 |
109~105 |
109~120 |
-0~065 |
14,875 |
45,587 |
+6,285 |
Total Volume and Open Interest |
798,015 |
1,781,617 |
+35,104 |
5-Year T-Notes(CBOT) |
Mar06 |
060124 |
106~150 |
106~165 |
106~125 |
106~140 |
-0~035 |
347,606 |
0 |
+0 |
Jun06 |
060124 |
106~140 |
106~140 |
106~130 |
106~130 |
-0~035 |
1,156 |
34,351 |
+932 |
Sep06 |
060124 |
106~150 |
106~150 |
106~150 |
106~150 |
-0~005 |
|
|
|
Total Volume and Open Interest |
348,762 |
34,352 |
+932 |
2 Year T-Notes(CBOT) |
Mar06 |
060124 |
102~090 |
102~093 |
102~088 |
102~090 |
-0~004 |
1,156 |
465,893 |
+6,938 |
Jun06 |
060124 |
102~092 |
102~092 |
102~092 |
102~092 |
-0~002 |
0 |
25 |
+0 |
Total Volume and Open Interest |
1,156 |
465,918 |
+6,938 |
Eurodollars(CME) |
Mar06 |
060124 |
95.245 |
95.255 |
95.245 |
95.250 |
unch |
21,847 |
1,209,028 |
-3,753 |
Jun06 |
060124 |
95.195 |
95.205 |
95.185 |
95.190 |
-0.010 |
28,776 |
1,281,911 |
+8,803 |
Sep06 |
060124 |
95.230 |
95.235 |
95.200 |
95.210 |
-0.020 |
280,018 |
1,095,139 |
-2,882 |
Dec06 |
060124 |
95.275 |
95.295 |
95.265 |
95.275 |
-0.020 |
22,001 |
1,109,588 |
-9,554 |
Mar07 |
060124 |
95.345 |
95.360 |
95.340 |
95.345 |
-0.020 |
15,610 |
895,591 |
+7,498 |
Jun07 |
060124 |
95.385 |
95.400 |
95.370 |
95.380 |
-0.025 |
14,999 |
725,831 |
+11,721 |
Sep07 |
060124 |
95.400 |
95.420 |
95.390 |
95.395 |
-0.030 |
15,584 |
449,959 |
+1,439 |
Dec07 |
060124 |
95.400 |
95.410 |
95.385 |
95.390 |
-0.030 |
11,967 |
333,439 |
+1,848 |
Mar08 |
060124 |
95.390 |
95.400 |
95.375 |
95.380 |
-0.035 |
8,970 |
274,582 |
+4,521 |
Jun08 |
060124 |
95.370 |
95.380 |
95.355 |
95.355 |
-0.040 |
7,370 |
266,937 |
+1,306 |
Sep08 |
060124 |
95.340 |
95.350 |
95.325 |
95.325 |
-0.040 |
8,425 |
205,990 |
-504 |
Dec08 |
060124 |
95.295 |
95.305 |
95.280 |
95.280 |
-0.040 |
5,379 |
154,447 |
+274 |
Mar09 |
060124 |
95.270 |
95.280 |
95.250 |
95.255 |
-0.040 |
2,354 |
131,636 |
-340 |
Jun09 |
060124 |
95.230 |
95.240 |
95.215 |
95.220 |
-0.040 |
2,525 |
106,958 |
-126 |
Sep09 |
060124 |
95.205 |
95.205 |
95.185 |
95.190 |
-0.040 |
1,825 |
97,579 |
+375 |
Dec09 |
060124 |
95.150 |
95.160 |
95.140 |
95.145 |
-0.040 |
3,059 |
89,424 |
+1,194 |
Mar10 |
060124 |
95.140 |
95.145 |
95.120 |
95.125 |
-0.040 |
564 |
65,519 |
+6 |
Jun10 |
060124 |
95.115 |
95.120 |
95.090 |
95.095 |
-0.045 |
1,003 |
66,200 |
-82 |
Total Volume and Open Interest |
205,226 |
8,721,227 |
+9,072 |
3-Mth Euro-Yen(CME) |
Mar06 |
060124 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
260 |
5,938 |
-242 |
Jun06 |
060124 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
26 |
9,008 |
-79 |
Sep06 |
060124 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
521 |
6,234 |
+350 |
Dec06 |
060124 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
342 |
7,807 |
+173 |
Mar07 |
060124 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
641 |
-19 |
Jun07 |
060124 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
0 |
3,297 |
+0 |
Sep07 |
060124 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
1,733 |
+25 |
Dec07 |
060124 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
0 |
371 |
+68 |
Mar08 |
060124 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
51 |
+0 |
Jun08 |
060124 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
0 |
252 |
+0 |
Total Volume and Open Interest |
1,149 |
35,332 |
+276 |
3-Mth Euro-Yen(SIMEX) |
Mar06 |
060124 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,258 |
68,141 |
+614 |
Jun06 |
060124 |
99.83 |
99.84 |
99.83 |
99.84 |
unch |
201 |
64,757 |
+595 |
Sep06 |
060124 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
1,407 |
38,969 |
-15 |
Dec06 |
060124 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
584 |
64,978 |
-296 |
Mar07 |
060124 |
99.54 |
99.54 |
99.53 |
99.54 |
unch |
198 |
31,199 |
-1,156 |
Jun07 |
060124 |
99.43 |
99.44 |
99.43 |
99.44 |
unch |
167 |
19,562 |
+35 |
Sep07 |
060124 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
10 |
4,159 |
+35 |
Dec07 |
060124 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
72 |
13,209 |
+140 |
Total Volume and Open Interest |
3,897 |
322,311 |
-48 |
German Euro-Bund(EUREX) |
Mar06 |
060124 |
121.26 |
121.40 |
121.12 |
121.27 |
+0.10 |
1,319,510 |
1,507,537 |
+55,624 |
Jun06 |
060124 |
120.43 |
120.58 |
120.31 |
120.45 |
+0.09 |
1,689 |
5,919 |
+779 |
Sep06 |
060124 |
120.92 |
120.92 |
120.92 |
120.92 |
+0.08 |
50 |
3 |
+1 |
Total Volume and Open Interest |
1,321,249 |
1,513,459 |
+56,404 |
German Euro-Bobl(EUREX) |
Mar06 |
051219 |
112.95 |
113.08 |
112.85 |
112.96 |
-0.12 |
558,597 |
846,690 |
+165,225 |
Jun06 |
060124 |
111.79 |
111.83 |
111.79 |
111.82 |
+0.08 |
65 |
2,405 |
+1,305 |
Sep06 |
060124 |
112.14 |
112.14 |
112.14 |
112.14 |
+0.08 |
100 |
0 |
+0 |
Total Volume and Open Interest |
635,626 |
1,061,361 |
+20,526 |
Long Gilt(LIFFE) |
Mar06 |
060124 |
115~07 |
115~15 |
114~27 |
115~01 |
-0~05 |
58,411 |
273,003 |
+8,334 |
Jun06 |
060124 |
114~25 |
114~25 |
114~25 |
114~25 |
-0~05 |
|
|
|
Total Volume and Open Interest |
58,411 |
273,003 |
+8,334 |
3-Mth Short Sterling(LIFFE) |
Mar06 |
060124 |
95.44 |
95.44 |
95.44 |
95.44 |
-0.01 |
26,128 |
349,137 |
+3,459 |
Jun06 |
060124 |
95.47 |
95.47 |
95.47 |
95.47 |
-0.02 |
35,621 |
357,617 |
-6,529 |
Sep06 |
060124 |
95.45 |
95.45 |
95.45 |
95.45 |
-0.03 |
34,474 |
289,164 |
-5,583 |
Total Volume and Open Interest |
175,644 |
1,759,754 |
-15,498 |
3-Mth Euribor(LIFFE) |
Mar06 |
060124 |
97.320 |
97.325 |
97.315 |
97.320 |
+0.005 |
83,720 |
661,010 |
+18,277 |
Jun06 |
060124 |
97.135 |
97.155 |
97.125 |
97.140 |
+0.010 |
103,599 |
558,931 |
+1,920 |
Sep06 |
060124 |
97.005 |
97.030 |
96.995 |
97.015 |
+0.015 |
118,753 |
448,252 |
-4,103 |
Total Volume and Open Interest |
604,904 |
3,088,045 |
+28,755 |
3-Mth Aus T-Bills(SFE) |
Mar06 |
060124 |
94.39 |
94.40 |
94.38 |
94.40 |
+0.01 |
3,705 |
136,219 |
-779 |
Jun06 |
060124 |
94.46 |
94.47 |
94.45 |
94.45 |
-0.01 |
16,472 |
250,023 |
+3,920 |
Sep06 |
060124 |
94.49 |
94.49 |
94.46 |
94.47 |
-0.01 |
7,339 |
74,578 |
+1,677 |
Dec06 |
060124 |
94.50 |
94.50 |
94.48 |
94.49 |
-0.01 |
1,829 |
47,283 |
+888 |
Mar07 |
060124 |
94.49 |
94.49 |
94.49 |
94.49 |
unch |
257 |
24,910 |
-7 |
Jun07 |
060124 |
94.46 |
94.47 |
94.46 |
94.47 |
unch |
351 |
33,230 |
+350 |
Sep07 |
060124 |
94.46 |
94.46 |
94.45 |
94.46 |
+0.01 |
276 |
18,853 |
+6 |
Dec07 |
060124 |
94.45 |
94.45 |
94.44 |
94.45 |
unch |
20 |
7,420 |
+20 |
Mar08 |
060124 |
94.42 |
94.43 |
94.42 |
94.43 |
unch |
3 |
4,251 |
+3 |
Jun08 |
060124 |
94.41 |
94.41 |
94.41 |
94.41 |
unch |
0 |
1,571 |
+0 |
Total Volume and Open Interest |
30,252 |
599,853 |
+6,078 |
10-Year Aus T-Bonds(SFE) |
Mar06 |
060124 |
94.85 |
94.85 |
94.82 |
94.82 |
-0.03 |
15,832 |
337,544 |
+862 |
Jun06 |
060124 |
94.82 |
94.82 |
94.82 |
94.82 |
-0.03 |
|
|
|
Total Volume and Open Interest |
15,832 |
337,544 |
+862 |
3-Year Aus T-Bonds(SFE) |
Mar06 |
060124 |
94.88 |
94.88 |
94.86 |
94.87 |
-0.02 |
48,017 |
472,051 |
+14,026 |
Jun06 |
060124 |
94.87 |
94.87 |
94.87 |
94.87 |
-0.02 |
|
|
|
Total Volume and Open Interest |
48,017 |
472,051 |
+14,026 |
Gold(CMX) |
Feb06 |
060124 |
556.0 |
559.0 |
553.1 |
558.1 |
-0.6 |
81,131 |
187,684 |
-25,918 |
Apr06 |
060124 |
561.0 |
564.2 |
558.0 |
563.1 |
-0.6 |
37,632 |
86,746 |
+20,948 |
Jun06 |
060124 |
565.0 |
568.5 |
563.0 |
568.0 |
-0.5 |
2,005 |
27,772 |
+920 |
Aug06 |
060124 |
571.5 |
572.9 |
571.5 |
572.9 |
-0.5 |
187 |
5,484 |
+124 |
Oct06 |
060124 |
577.7 |
577.7 |
577.7 |
577.7 |
-0.5 |
136 |
7,034 |
+101 |
Dec06 |
060124 |
581.2 |
583.5 |
581.0 |
582.6 |
-0.5 |
368 |
13,952 |
+19 |
Feb07 |
060124 |
587.4 |
587.4 |
587.4 |
587.4 |
-0.5 |
57 |
6,999 |
-9 |
Apr07 |
060124 |
592.1 |
592.1 |
592.1 |
592.1 |
-0.5 |
0 |
1,332 |
+0 |
Jun07 |
060124 |
593.0 |
597.0 |
593.0 |
596.8 |
-0.5 |
125 |
7,978 |
+105 |
Aug07 |
060124 |
601.5 |
601.5 |
601.5 |
601.5 |
-0.5 |
0 |
217 |
+0 |
Oct07 |
060124 |
606.1 |
606.1 |
606.1 |
606.1 |
-0.5 |
0 |
2 |
+0 |
Dec07 |
060124 |
607.0 |
611.5 |
607.0 |
610.8 |
-0.5 |
137 |
8,732 |
+1 |
Total Volume and Open Interest |
121,872 |
361,126 |
-3,720 |
Silver(CMX) |
Mar06 |
060124 |
900.5 |
926.0 |
894.5 |
922.8 |
+15.5 |
19,131 |
92,351 |
+446 |
May06 |
060124 |
905.0 |
933.0 |
905.0 |
930.5 |
+15.5 |
1,009 |
5,626 |
-122 |
Jul06 |
060124 |
913.5 |
945.0 |
912.5 |
938.0 |
+15.0 |
2,565 |
10,356 |
-69 |
Sep06 |
060124 |
930.0 |
944.0 |
930.0 |
944.0 |
+14.1 |
162 |
4,644 |
+21 |
Dec06 |
060124 |
933.0 |
951.4 |
933.0 |
951.4 |
+13.1 |
114 |
11,717 |
-19 |
Mar07 |
060124 |
957.4 |
957.4 |
957.4 |
957.4 |
+12.3 |
0 |
251 |
+0 |
May07 |
060124 |
960.7 |
960.7 |
960.7 |
960.7 |
+11.4 |
0 |
4 |
+0 |
Total Volume and Open Interest |
23,109 |
130,240 |
+378 |
Platinum(NYM) |
Jan06 |
060124 |
1054.0 |
1054.0 |
1052.0 |
1052.0 |
+4.2 |
24 |
40 |
+0 |
Apr06 |
060124 |
1053.0 |
1058.0 |
1046.0 |
1058.0 |
+4.2 |
596 |
11,148 |
+257 |
Jul06 |
060124 |
1063.0 |
1063.0 |
1063.0 |
1063.0 |
+4.2 |
13 |
58 |
+8 |
Total Volume and Open Interest |
633 |
11,246 |
+265 |
Palladium(NYME) |
Mar06 |
060124 |
278.00 |
279.00 |
275.25 |
276.10 |
-3.20 |
483 |
13,437 |
+63 |
Jun06 |
060124 |
283.00 |
283.00 |
279.60 |
279.60 |
-3.20 |
57 |
1,271 |
+0 |
Sep06 |
060124 |
281.60 |
281.60 |
281.60 |
281.60 |
-3.20 |
0 |
27 |
+0 |
Total Volume and Open Interest |
540 |
14,769 |
+62 |
Copper(CMX) |
Mar06 |
060124 |
210.80 |
215.30 |
210.10 |
215.25 |
+3.30 |
7,498 |
69,470 |
+761 |
May06 |
060124 |
207.00 |
211.30 |
206.00 |
211.30 |
+3.35 |
1,317 |
14,228 |
+557 |
Jul06 |
060124 |
202.50 |
206.55 |
202.50 |
206.55 |
+3.45 |
300 |
5,020 |
+141 |
Sep06 |
060124 |
201.00 |
201.50 |
201.00 |
201.50 |
+3.55 |
112 |
2,525 |
-54 |
Dec06 |
060124 |
193.80 |
194.75 |
193.80 |
194.75 |
+3.30 |
117 |
2,034 |
-22 |
Total Volume and Open Interest |
10,477 |
101,388 |
+1,079 |
Aluminum(CMX) |
Jan06 |
060124 |
112.00 |
112.00 |
112.00 |
112.00 |
+0.75 |
0 |
15 |
+0 |
Feb06 |
060124 |
111.00 |
112.50 |
111.00 |
112.50 |
+0.75 |
20 |
695 |
+0 |
Mar06 |
060124 |
112.20 |
112.90 |
112.20 |
112.90 |
+0.65 |
0 |
75 |
+0 |
Apr06 |
060124 |
113.00 |
113.00 |
113.00 |
113.00 |
+0.65 |
0 |
50 |
+0 |
May06 |
060124 |
113.00 |
113.00 |
113.00 |
113.00 |
+0.55 |
0 |
50 |
+0 |
Jun06 |
060124 |
113.00 |
113.00 |
113.00 |
113.00 |
+0.45 |
0 |
50 |
+0 |
Total Volume and Open Interest |
20 |
1,010 |
+0 |
DJIA Index(CBOT) |
Mar06 |
060124 |
10742 |
10775 |
10710 |
10732 |
+13 |
5,169 |
38,949 |
-260 |
Jun06 |
060124 |
10800 |
10815 |
10800 |
10801 |
+14 |
40 |
45 |
-8 |
Sep06 |
060124 |
10868 |
10868 |
10868 |
10868 |
+13 |
0 |
1 |
+0 |
Dec06 |
060124 |
10903 |
10903 |
10903 |
10903 |
+13 |
0 |
6 |
+0 |
Total Volume and Open Interest |
5,209 |
39,001 |
-268 |
S & P 500(CME) |
Mar06 |
060124 |
1270.70 |
1276.20 |
1268.70 |
1270.40 |
+1.20 |
26,660 |
646,088 |
+336 |
Jun06 |
060124 |
1284.80 |
1284.80 |
1279.90 |
1279.90 |
+1.20 |
83 |
6,899 |
-29 |
Sep06 |
060124 |
1289.30 |
1289.30 |
1289.30 |
1289.30 |
+1.10 |
25 |
5,610 |
-10 |
Dec06 |
060124 |
1299.50 |
1300.00 |
1298.30 |
1298.30 |
+0.70 |
0 |
355 |
+0 |
Total Volume and Open Interest |
26,768 |
659,029 |
+297 |
S & P 500 E-Mini(Globex) |
Mar06 |
060124 |
1269.25 |
1276.25 |
1267.25 |
1270.50 |
+1.25 |
892,100 |
1,140,623 |
+13,804 |
Jun06 |
060124 |
1281.00 |
1285.50 |
1278.25 |
1280.00 |
+1.25 |
55 |
4,342 |
+44 |
Total Volume and Open Interest |
892,155 |
1,144,965 |
+13,848 |
NASDAQ 100(CME) |
Mar06 |
060124 |
1691.00 |
1706.00 |
1690.00 |
1693.00 |
+5.00 |
8,091 |
62,292 |
-1,342 |
Jun06 |
060124 |
1711.50 |
1711.50 |
1711.50 |
1711.50 |
+5.00 |
0 |
27 |
+0 |
Sep06 |
060124 |
1728.00 |
1730.00 |
1728.00 |
1730.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
8,091 |
62,319 |
-1,342 |
NASDAQ 100 E-Mini(Globex) |
Mar06 |
060124 |
1687.50 |
1706.00 |
1681.50 |
1693.00 |
+5.00 |
329,601 |
359,610 |
+16,371 |
Jun06 |
060124 |
1702.50 |
1722.00 |
1700.50 |
1711.50 |
+5.00 |
92 |
142 |
+26 |
Total Volume and Open Interest |
329,693 |
359,752 |
+16,397 |
S & P Midcap 400(CME) |
Mar06 |
060124 |
765.30 |
771.70 |
765.30 |
770.70 |
+6.20 |
101 |
12,137 |
-23 |
Jun06 |
060124 |
777.20 |
777.20 |
777.20 |
777.20 |
+6.20 |
0 |
7 |
+0 |
Sep06 |
060124 |
125.84 |
125.84 |
125.84 |
125.84 |
+6.20 |
|
|
|
Total Volume and Open Interest |
101 |
12,144 |
-23 |
Russell 2000(CME) |
Mar06 |
060124 |
712.00 |
722.25 |
712.00 |
719.90 |
+8.30 |
987 |
28,592 |
-2 |
Jun06 |
060124 |
725.50 |
725.50 |
725.50 |
725.50 |
+8.30 |
0 |
9 |
+0 |
Sep06 |
060124 |
731.00 |
731.00 |
731.00 |
731.00 |
+8.30 |
0 |
5 |
+0 |
Total Volume and Open Interest |
987 |
28,606 |
-2 |
Russell 2000 E-Mini(Globex) |
Mar06 |
060124 |
711.20 |
722.30 |
710.10 |
719.90 |
+8.30 |
127,837 |
267,937 |
-3,615 |
Jun06 |
060124 |
719.50 |
725.50 |
717.00 |
725.50 |
+8.30 |
11 |
206 |
+5 |
Total Volume and Open Interest |
127,848 |
268,143 |
-3,610 |
Value Line(KCBT) |
Mar06 |
060124 |
1997.00 |
2020.00 |
1997.00 |
2015.00 |
+20.50 |
99 |
156 |
+2 |
Total Volume and Open Interest |
101 |
161 |
+4 |
Nikkei 225(CME) |
Mar06 |
060124 |
15385 |
15685 |
15365 |
15685 |
+290 |
107,412 |
236,700 |
+1,005 |
Jun06 |
060124 |
15455 |
15605 |
15450 |
15580 |
+290 |
182 |
967 |
+143 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Mar06 |
060124 |
15385 |
15685 |
15365 |
15685 |
+290 |
107,412 |
236,700 |
+1,005 |
Jun06 |
060124 |
15455 |
15605 |
15450 |
15580 |
+290 |
182 |
967 |
+143 |
Sep06 |
060124 |
15575 |
15575 |
15575 |
15575 |
+285 |
0 |
3 |
+0 |
Total Volume and Open Interest |
107,597 |
237,824 |
+1,148 |
CAC 40(MATIF) |
Jan06 |
060120 |
4824.0 |
4841.5 |
4819.5 |
4834.5 |
+20.0 |
326,650 |
0 |
-493,010 |
Feb06 |
060124 |
4756.5 |
4775.5 |
4746.0 |
4753.5 |
-5.5 |
71,641 |
337,573 |
+13,411 |
Mar06 |
060124 |
4765.5 |
4782.0 |
4758.0 |
4762.5 |
-5.5 |
1,951 |
95,779 |
+649 |
Total Volume and Open Interest |
73,592 |
433,536 |
+14,060 |
Hang Seng Index(HKFE) |
Jan06 |
060124 |
15510 |
15547 |
15456 |
15522 |
+95 |
55,377 |
110,011 |
-2,725 |
Feb06 |
060124 |
15540 |
15595 |
15500 |
15560 |
+95 |
21,944 |
8,610 |
+4,040 |
Mar06 |
060124 |
15547 |
15547 |
15460 |
15499 |
+85 |
236 |
1,982 |
+36 |
Total Volume and Open Interest |
77,593 |
121,023 |
+1,356 |
DAX Index(EUREX) |
Mar06 |
060124 |
5369.5 |
5389.5 |
5340.0 |
5355.0 |
-13.5 |
144,331 |
198,558 |
+1,397 |
Jun06 |
060124 |
5408.0 |
5422.5 |
5377.0 |
5392.0 |
-12.5 |
307 |
10,392 |
+78 |
Sep06 |
060124 |
5449.0 |
5463.0 |
5431.0 |
5431.0 |
-13.0 |
58 |
1,017 |
-9 |
Total Volume and Open Interest |
144,696 |
209,967 |
+1,466 |
FT-SE 100(LIFFE) |
Mar06 |
060124 |
5652.00 |
5664.50 |
5616.00 |
5628.00 |
-20.00 |
69,974 |
427,984 |
-2,109 |
Jun06 |
060124 |
5660.50 |
5660.50 |
5630.00 |
5639.00 |
-20.00 |
59 |
17,100 |
+0 |
Sep06 |
060124 |
5652.00 |
5652.00 |
5652.00 |
5652.00 |
-19.50 |
0 |
2,308 |
+0 |
Total Volume and Open Interest |
70,033 |
448,742 |
-2,109 |
SPI 200(SFE) |
Mar06 |
060124 |
4777.0 |
4807.0 |
4772.0 |
4798.0 |
+13.0 |
19,122 |
184,741 |
+6,498 |
Jun06 |
060124 |
4811.0 |
4825.0 |
4806.0 |
4822.0 |
+14.0 |
13 |
5,148 |
+3 |
Sep06 |
060124 |
4823.0 |
4823.0 |
4823.0 |
4823.0 |
+13.0 |
0 |
2,231 |
+0 |
Total Volume and Open Interest |
19,135 |
193,967 |
+6,501 |
GSCI(CME) |
Feb06 |
060124 |
446.70 |
451.90 |
446.70 |
447.50 |
-3.40 |
275 |
19,450 |
+145 |
Mar06 |
060124 |
456.00 |
456.00 |
453.00 |
453.00 |
-3.30 |
2 |
13 |
+2 |
Apr06 |
060124 |
455.00 |
455.00 |
455.00 |
455.00 |
-3.00 |
1 |
0 |
-1 |
Total Volume and Open Interest |
278 |
19,463 |
+146 |
Reuters CRB Index(NYBOT) |
Feb06 |
060124 |
355.25 |
356.00 |
354.50 |
356.00 |
+1.75 |
2 |
89 |
+0 |
Apr06 |
060124 |
356.50 |
358.50 |
356.50 |
358.00 |
+2.25 |
13 |
528 |
+3 |
Jun06 |
060124 |
360.00 |
360.00 |
360.00 |
360.00 |
+2.25 |
0 |
410 |
+0 |
Total Volume and Open Interest |
15 |
1,028 |
+3 |
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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