 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri January 27, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar06 |
060127 |
585.00 |
590.50 |
580.00 |
589.25 |
+16.25 |
32,799 |
176,234 |
-835 |
May06 |
060127 |
597.00 |
601.50 |
591.50 |
599.75 |
+15.25 |
8,236 |
56,882 |
+2,103 |
Jul06 |
060127 |
607.00 |
611.25 |
601.00 |
609.50 |
+14.75 |
5,388 |
54,605 |
+160 |
Aug06 |
060127 |
609.00 |
612.50 |
605.50 |
612.50 |
+15.50 |
372 |
3,784 |
+167 |
Sep06 |
060127 |
610.00 |
614.00 |
606.00 |
614.00 |
+15.00 |
65 |
1,729 |
+31 |
Nov06 |
060127 |
617.00 |
622.50 |
612.00 |
621.00 |
+15.00 |
2,465 |
39,489 |
+295 |
Jan07 |
060127 |
620.50 |
624.50 |
617.00 |
624.50 |
+13.00 |
52 |
957 |
-8 |
Total Volume and Open Interest |
77,162 |
334,678 |
+0 |
Soybean Meal(CBOT) |
Mar06 |
060127 |
183.00 |
186.80 |
182.30 |
186.40 |
+6.10 |
9,021 |
48,910 |
-361 |
May06 |
060127 |
184.20 |
187.80 |
184.20 |
187.40 |
+5.50 |
3,627 |
25,847 |
+198 |
Jul06 |
060127 |
188.00 |
190.50 |
187.00 |
190.30 |
+5.80 |
2,666 |
24,648 |
+397 |
Aug06 |
060127 |
189.30 |
192.00 |
188.40 |
191.20 |
+5.30 |
467 |
8,285 |
+196 |
Sep06 |
060127 |
190.30 |
193.00 |
189.40 |
192.20 |
+5.50 |
214 |
6,050 |
+26 |
Oct06 |
060127 |
189.50 |
192.50 |
189.10 |
192.00 |
+5.80 |
83 |
4,154 |
+51 |
Dec06 |
060127 |
191.00 |
194.00 |
190.60 |
194.00 |
+5.80 |
719 |
9,616 |
+71 |
Jan07 |
060127 |
194.70 |
194.70 |
194.70 |
194.70 |
+6.00 |
19 |
95 |
+0 |
Total Volume and Open Interest |
24,711 |
127,097 |
+0 |
Soybean Oil(CBOT) |
Mar06 |
060127 |
21.80 |
22.10 |
21.75 |
22.05 |
+0.54 |
10,476 |
92,499 |
+1,150 |
May06 |
060127 |
22.15 |
22.45 |
22.12 |
22.39 |
+0.51 |
2,852 |
28,900 |
-78 |
Jul06 |
060127 |
22.55 |
22.83 |
22.53 |
22.79 |
+0.55 |
2,798 |
30,610 |
+657 |
Aug06 |
060127 |
22.70 |
22.95 |
22.70 |
22.91 |
+0.56 |
89 |
4,178 |
-15 |
Sep06 |
060127 |
22.85 |
23.03 |
22.85 |
23.03 |
+0.53 |
112 |
3,054 |
-10 |
Oct06 |
060127 |
22.90 |
23.20 |
22.90 |
23.17 |
+0.52 |
298 |
2,091 |
+223 |
Dec06 |
060127 |
23.25 |
23.50 |
23.25 |
23.49 |
+0.51 |
792 |
14,710 |
+79 |
Jan07 |
060127 |
23.67 |
23.67 |
23.67 |
23.67 |
+0.50 |
0 |
224 |
+0 |
Total Volume and Open Interest |
20,083 |
175,085 |
+0 |
Canola(WCE) |
Mar06 |
060127 |
241.2 |
242.5 |
240.5 |
241.1 |
+2.7 |
6,388 |
48,337 |
-705 |
May06 |
060127 |
249.0 |
249.8 |
248.1 |
248.5 |
+2.9 |
4,454 |
17,369 |
+943 |
Jul06 |
060127 |
256.5 |
257.5 |
255.6 |
257.2 |
+3.3 |
1,819 |
7,134 |
+1,429 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
-2.7 |
|
|
|
Nov06 |
060127 |
271.0 |
272.0 |
268.0 |
271.9 |
+3.2 |
49 |
9,953 |
+17 |
Total Volume and Open Interest |
13,821 |
81,487 |
+0 |
Corn(CBOT) |
Mar06 |
060127 |
219.00 |
220.75 |
216.75 |
218.75 |
+1.75 |
53,983 |
430,112 |
-14,253 |
May06 |
060127 |
228.50 |
230.25 |
226.50 |
228.50 |
+1.75 |
13,654 |
161,384 |
+4,373 |
Jul06 |
060127 |
238.00 |
239.00 |
235.25 |
237.50 |
+1.75 |
12,316 |
120,390 |
+703 |
Sep06 |
060127 |
245.00 |
245.75 |
243.50 |
244.50 |
+1.25 |
1,728 |
27,586 |
+507 |
Dec06 |
060127 |
253.75 |
255.00 |
252.25 |
254.25 |
+1.50 |
12,021 |
133,152 |
+3,538 |
Mar07 |
060127 |
259.50 |
260.25 |
258.00 |
259.75 |
+1.00 |
1,179 |
11,438 |
+345 |
Total Volume and Open Interest |
205,864 |
914,677 |
+0 |
Wheat(CBOT) |
Mar06 |
060127 |
346.50 |
350.00 |
341.50 |
343.50 |
-1.00 |
23,545 |
203,498 |
-716 |
May06 |
060127 |
356.50 |
360.50 |
353.00 |
354.75 |
-1.00 |
4,145 |
37,749 |
+1,457 |
Jul06 |
060127 |
366.50 |
370.00 |
362.00 |
364.00 |
-1.00 |
8,722 |
50,632 |
+2,087 |
Sep06 |
060127 |
375.50 |
378.50 |
372.00 |
374.00 |
-0.50 |
428 |
4,772 |
+161 |
Dec06 |
060127 |
387.50 |
391.50 |
384.00 |
386.25 |
-0.75 |
2,312 |
33,811 |
+841 |
Total Volume and Open Interest |
71,397 |
329,690 |
+0 |
Wheat(KCBT) |
Mar06 |
060127 |
396.00 |
402.00 |
393.75 |
393.75 |
-1.75 |
11,971 |
63,659 |
+92 |
May06 |
060127 |
397.50 |
403.50 |
397.00 |
398.50 |
unch |
3,092 |
18,030 |
+477 |
Jul06 |
060127 |
400.00 |
404.00 |
397.00 |
398.00 |
-0.75 |
9,122 |
41,707 |
+3,390 |
Sep06 |
060127 |
405.50 |
408.50 |
401.00 |
402.00 |
-1.00 |
304 |
5,308 |
+72 |
Dec06 |
060127 |
413.00 |
418.00 |
411.00 |
412.50 |
+0.50 |
1,087 |
11,430 |
+340 |
Total Volume and Open Interest |
26,309 |
136,262 |
+0 |
Wheat(MGE) |
Mar06 |
060127 |
400.00 |
404.00 |
398.00 |
399.75 |
+0.50 |
2,885 |
18,757 |
+316 |
May06 |
060127 |
403.50 |
407.00 |
402.50 |
404.00 |
+0.75 |
593 |
7,767 |
+96 |
Jul06 |
060127 |
405.00 |
408.50 |
403.00 |
405.00 |
+0.75 |
751 |
8,581 |
-280 |
Sep06 |
060127 |
404.00 |
407.50 |
402.00 |
404.00 |
+0.50 |
237 |
5,009 |
+92 |
Dec06 |
060127 |
410.00 |
415.00 |
409.00 |
412.75 |
+2.25 |
1,029 |
2,766 |
+343 |
Total Volume and Open Interest |
9,095 |
42,369 |
+0 |
Oats(CBOT) |
Mar06 |
060127 |
190.00 |
192.00 |
187.50 |
190.75 |
+1.50 |
1,147 |
8,752 |
-36 |
May06 |
060127 |
182.00 |
186.75 |
182.00 |
184.00 |
+1.25 |
209 |
864 |
+50 |
Jul06 |
060127 |
173.00 |
176.50 |
173.00 |
175.50 |
+3.50 |
23 |
443 |
+2 |
Sep06 |
060127 |
165.00 |
165.00 |
165.00 |
165.00 |
unch |
0 |
20 |
+0 |
Total Volume and Open Interest |
2,442 |
10,829 |
+0 |
Rough Rice(CBOT) |
Mar06 |
060127 |
8.35 |
8.39 |
8.33 |
8.38 |
+0.05 |
806 |
7,897 |
+134 |
May06 |
060127 |
8.60 |
8.63 |
8.59 |
8.63 |
+0.04 |
185 |
1,575 |
-3 |
Jul06 |
060127 |
8.81 |
8.84 |
8.81 |
8.84 |
+0.04 |
168 |
872 |
+103 |
Sep06 |
060127 |
8.90 |
8.90 |
8.90 |
8.90 |
unch |
6 |
247 |
+5 |
Total Volume and Open Interest |
427 |
11,147 |
+0 |
Live Cattle(CME) |
Feb06 |
060127 |
95.050 |
95.275 |
93.675 |
93.900 |
-1.050 |
7,556 |
45,352 |
-1,481 |
Apr06 |
060127 |
93.200 |
93.400 |
91.600 |
91.775 |
-1.300 |
10,614 |
120,562 |
+2,082 |
Jun06 |
060127 |
86.600 |
86.800 |
85.350 |
85.475 |
-1.100 |
2,696 |
42,710 |
+28 |
Aug06 |
060127 |
85.600 |
85.700 |
84.400 |
84.475 |
-1.075 |
896 |
18,445 |
+477 |
Oct06 |
060127 |
88.500 |
88.550 |
87.700 |
87.725 |
-0.850 |
314 |
8,483 |
+106 |
Dec06 |
060127 |
89.200 |
89.200 |
88.550 |
88.800 |
-0.525 |
167 |
4,201 |
+37 |
Total Volume and Open Interest |
30,508 |
239,305 |
+0 |
Feeder Cattle(CME) |
Mar06 |
060127 |
111.600 |
111.850 |
110.100 |
110.625 |
-0.850 |
1,246 |
15,518 |
+116 |
Apr06 |
060127 |
112.150 |
112.300 |
110.800 |
111.475 |
-0.700 |
237 |
6,655 |
+20 |
May06 |
060127 |
112.650 |
112.800 |
111.500 |
111.975 |
-0.675 |
289 |
4,117 |
+113 |
Aug06 |
060127 |
112.850 |
113.000 |
111.850 |
112.375 |
-0.575 |
113 |
3,532 |
+42 |
Sep06 |
060127 |
112.300 |
112.300 |
111.750 |
112.000 |
-0.450 |
22 |
320 |
+10 |
Oct06 |
060127 |
111.550 |
111.550 |
111.000 |
111.400 |
-0.400 |
8 |
233 |
+2 |
Nov06 |
060127 |
110.750 |
110.750 |
110.300 |
110.700 |
-0.200 |
1 |
156 |
+1 |
Total Volume and Open Interest |
2,636 |
33,038 |
+0 |
Lean Hogs(CME) |
Feb06 |
060127 |
56.900 |
57.050 |
56.050 |
56.250 |
-0.925 |
5,404 |
13,894 |
-538 |
Apr06 |
060127 |
61.700 |
61.850 |
61.150 |
61.325 |
-0.600 |
9,627 |
81,199 |
+1,623 |
May06 |
060127 |
65.975 |
65.975 |
65.500 |
65.725 |
-0.400 |
271 |
3,932 |
+41 |
Jun06 |
060127 |
68.400 |
68.700 |
68.200 |
68.650 |
-0.025 |
2,393 |
21,501 |
+345 |
Jul06 |
060127 |
66.400 |
66.800 |
66.150 |
66.700 |
+0.300 |
368 |
7,908 |
-44 |
Aug06 |
060127 |
63.850 |
64.400 |
63.600 |
64.300 |
+0.500 |
205 |
3,450 |
+62 |
Oct06 |
060127 |
54.100 |
55.000 |
54.100 |
54.800 |
+0.500 |
199 |
2,299 |
-3 |
Dec06 |
060127 |
52.300 |
52.400 |
51.900 |
52.400 |
+0.250 |
110 |
1,259 |
+69 |
Total Volume and Open Interest |
25,309 |
133,931 |
+0 |
Pork Bellies(CME) |
Feb06 |
060127 |
78.225 |
78.225 |
75.300 |
76.000 |
-2.225 |
163 |
873 |
-85 |
Mar06 |
060127 |
76.750 |
76.950 |
75.600 |
75.625 |
-1.100 |
122 |
769 |
+21 |
May06 |
060127 |
78.700 |
78.700 |
77.200 |
77.350 |
-1.150 |
54 |
535 |
+17 |
Jul06 |
060127 |
79.950 |
79.950 |
78.750 |
78.750 |
-0.500 |
20 |
207 |
+5 |
Aug06 |
060127 |
80.000 |
80.000 |
80.000 |
80.000 |
-3.000 |
0 |
7 |
+0 |
Total Volume and Open Interest |
603 |
2,433 |
+0 |
Class III Milk(CME) |
Jan06 |
060127 |
13.40 |
13.42 |
13.38 |
13.42 |
+0.04 |
0 |
2,409 |
+0 |
Feb06 |
060127 |
12.38 |
12.40 |
12.32 |
12.39 |
-0.02 |
80 |
2,520 |
-26 |
Mar06 |
060127 |
12.13 |
12.17 |
12.10 |
12.16 |
-0.01 |
242 |
2,761 |
+75 |
Apr06 |
060127 |
12.15 |
12.20 |
12.10 |
12.16 |
-0.02 |
146 |
2,547 |
+62 |
May06 |
060127 |
12.27 |
12.35 |
12.24 |
12.35 |
+0.05 |
81 |
2,252 |
+22 |
Total Volume and Open Interest |
1,171 |
26,065 |
+0 |
Cocoa(NYBOT) |
Mar06 |
060127 |
1478 |
1494 |
1452 |
1455 |
-30 |
4,302 |
42,902 |
-587 |
May06 |
060127 |
1500 |
1515 |
1478 |
1480 |
-29 |
1,559 |
27,044 |
-89 |
Jul06 |
060127 |
1527 |
1538 |
1500 |
1502 |
-29 |
386 |
15,054 |
+251 |
Sep06 |
060127 |
1558 |
1558 |
1522 |
1522 |
-29 |
133 |
14,598 |
+6 |
Dec06 |
060127 |
1574 |
1581 |
1549 |
1549 |
-30 |
45 |
11,182 |
-10 |
Mar07 |
060127 |
1591 |
1591 |
1574 |
1574 |
-29 |
50 |
12,077 |
+30 |
May07 |
060127 |
1593 |
1593 |
1593 |
1593 |
-29 |
0 |
2,418 |
+0 |
Total Volume and Open Interest |
13,464 |
129,797 |
+0 |
Coffee "C"(NYBOT) |
Mar06 |
060127 |
123.05 |
124.60 |
121.55 |
124.30 |
+1.45 |
10,431 |
68,143 |
-834 |
May06 |
060127 |
125.50 |
127.00 |
124.35 |
126.95 |
+1.45 |
4,491 |
27,733 |
+650 |
Jul06 |
060127 |
127.10 |
128.90 |
126.50 |
128.90 |
+1.45 |
1,522 |
7,289 |
+240 |
Sep06 |
060127 |
128.50 |
130.55 |
128.00 |
130.55 |
+1.45 |
879 |
4,233 |
-112 |
Dec06 |
060127 |
130.90 |
132.65 |
130.25 |
132.65 |
+1.40 |
972 |
3,833 |
-66 |
Mar07 |
060127 |
133.50 |
135.00 |
133.50 |
134.90 |
+1.35 |
484 |
1,972 |
+35 |
Total Volume and Open Interest |
20,291 |
114,171 |
+0 |
Orange Juice(NYBOT) |
Mar06 |
060127 |
119.90 |
122.00 |
119.20 |
121.95 |
+2.05 |
1,347 |
19,223 |
-127 |
May06 |
060127 |
120.50 |
122.40 |
120.25 |
122.35 |
+1.85 |
410 |
7,097 |
+130 |
Jul06 |
060127 |
121.00 |
122.45 |
120.50 |
122.45 |
+1.45 |
31 |
1,296 |
+9 |
Sep06 |
060127 |
121.10 |
122.80 |
121.10 |
122.80 |
+1.30 |
0 |
835 |
+0 |
Nov06 |
060127 |
123.15 |
123.15 |
123.15 |
123.15 |
+1.15 |
0 |
485 |
+0 |
Total Volume and Open Interest |
2,759 |
30,283 |
+0 |
Sugar #11(NYBOT) |
Mar06 |
060127 |
18.50 |
18.82 |
18.41 |
18.61 |
+0.13 |
26,584 |
201,467 |
+3,094 |
May06 |
060127 |
18.34 |
18.70 |
18.30 |
18.49 |
+0.15 |
14,020 |
123,554 |
+2,172 |
Jul06 |
060127 |
17.32 |
17.60 |
17.27 |
17.48 |
+0.16 |
7,735 |
67,846 |
+2,302 |
Oct06 |
060127 |
16.98 |
17.15 |
16.96 |
17.07 |
+0.07 |
5,520 |
49,274 |
+496 |
Mar07 |
060127 |
16.78 |
16.82 |
16.75 |
16.78 |
unch |
2,882 |
42,378 |
-69 |
Total Volume and Open Interest |
64,280 |
506,515 |
+0 |
Sugar #14(NYBOT) |
Jan06 |
051208 |
22.00 |
22.02 |
22.00 |
22.02 |
-0.03 |
344 |
932 |
-304 |
Mar06 |
060127 |
25.50 |
25.50 |
25.50 |
25.50 |
unch |
10 |
1,215 |
-6 |
May06 |
060127 |
25.00 |
25.25 |
25.00 |
25.20 |
+0.30 |
380 |
3,762 |
-70 |
Jul06 |
060127 |
25.00 |
25.20 |
25.00 |
25.17 |
+0.19 |
113 |
3,794 |
+3 |
Sep06 |
060127 |
25.00 |
25.08 |
25.00 |
25.08 |
+0.13 |
103 |
2,013 |
+20 |
Total Volume and Open Interest |
666 |
13,877 |
-8 |
London Cocoa(LCE) |
Mar06 |
060127 |
875 |
880 |
859 |
864 |
-11 |
4,935 |
63,051 |
-566 |
May06 |
060127 |
889 |
894 |
874 |
877 |
-11 |
767 |
30,495 |
+173 |
Jul06 |
060127 |
900 |
907 |
887 |
891 |
-11 |
1,081 |
34,940 |
-298 |
Sep06 |
060127 |
912 |
919 |
900 |
905 |
-11 |
741 |
19,841 |
+453 |
Dec06 |
060127 |
925 |
930 |
913 |
916 |
-10 |
51 |
21,664 |
+15 |
Mar07 |
060127 |
925 |
929 |
921 |
924 |
-11 |
261 |
8,516 |
+3 |
May07 |
060127 |
929 |
938 |
929 |
933 |
-12 |
13 |
540 |
+4 |
Total Volume and Open Interest |
10,606 |
179,343 |
+0 |
London Coffee(LCE) |
Jan06 |
060127 |
1275.00 |
1286.00 |
1273.00 |
1286.00 |
+14.00 |
135 |
179 |
-145 |
Mar06 |
060127 |
1289.00 |
1300.00 |
1275.00 |
1298.00 |
+18.00 |
9,024 |
69,975 |
-3,890 |
May06 |
060127 |
1305.00 |
1318.00 |
1292.00 |
1315.00 |
+18.00 |
5,029 |
53,442 |
+2,655 |
Jul06 |
060127 |
1317.00 |
1331.00 |
1308.00 |
1330.00 |
+20.00 |
1,776 |
9,673 |
+1,188 |
Sep06 |
060127 |
1325.00 |
1343.00 |
1325.00 |
1343.00 |
+21.00 |
16 |
3,985 |
+7 |
Nov06 |
060127 |
1337.00 |
1355.00 |
1334.00 |
1355.00 |
+21.00 |
13 |
631 |
+1 |
Total Volume and Open Interest |
8,694 |
138,281 |
+0 |
London Sugar(LCE) |
Mar06 |
060127 |
433.00 |
439.00 |
432.10 |
437.50 |
+2.00 |
5,722 |
26,782 |
-1,765 |
May06 |
060127 |
444.50 |
449.00 |
442.50 |
446.40 |
+1.90 |
3,283 |
23,007 |
+1,678 |
Aug06 |
060127 |
448.00 |
452.00 |
444.60 |
449.50 |
+1.50 |
531 |
11,080 |
-61 |
Oct06 |
060127 |
448.20 |
452.00 |
445.30 |
450.60 |
+2.10 |
1,036 |
8,543 |
+433 |
Dec06 |
060127 |
444.00 |
448.00 |
444.00 |
448.00 |
+2.00 |
160 |
3,564 |
+90 |
Total Volume and Open Interest |
7,973 |
76,696 |
+0 |
Cotton(NYBOT) |
Mar06 |
060127 |
56.48 |
56.48 |
54.92 |
55.53 |
-0.95 |
7,272 |
88,453 |
+1,165 |
May06 |
060127 |
57.61 |
57.70 |
56.30 |
56.83 |
-0.91 |
2,892 |
27,005 |
+781 |
Jul06 |
060127 |
58.50 |
58.50 |
57.25 |
57.87 |
-0.83 |
1,101 |
6,602 |
+311 |
Oct06 |
060127 |
59.05 |
59.05 |
59.05 |
59.05 |
-0.85 |
40 |
162 |
+40 |
Dec06 |
060127 |
60.65 |
60.75 |
59.70 |
60.09 |
-0.80 |
493 |
5,638 |
+179 |
Mar07 |
060127 |
61.50 |
61.50 |
61.50 |
61.50 |
-0.83 |
111 |
1,162 |
+67 |
Total Volume and Open Interest |
13,918 |
127,098 |
+0 |
Lumber(CME) |
Mar06 |
060127 |
366.1 |
367.1 |
362.3 |
365.5 |
+1.9 |
712 |
3,922 |
-73 |
May06 |
060127 |
366.0 |
366.0 |
362.5 |
365.3 |
+1.4 |
292 |
1,210 |
+45 |
Jul06 |
060127 |
353.5 |
355.4 |
353.5 |
355.4 |
+0.9 |
169 |
380 |
-20 |
Sep06 |
060127 |
354.0 |
355.8 |
354.0 |
355.8 |
+1.1 |
13 |
142 |
+1 |
Total Volume and Open Interest |
1,009 |
5,705 |
+0 |
Crude Oil(NYM) |
Mar06 |
060127 |
67.30 |
67.95 |
66.95 |
67.76 |
+1.50 |
124,697 |
299,250 |
-2,068 |
Apr06 |
060127 |
68.10 |
68.67 |
67.80 |
68.52 |
+1.53 |
75,680 |
104,321 |
+12,489 |
May06 |
060127 |
68.50 |
69.15 |
68.50 |
69.02 |
+1.54 |
27,221 |
54,523 |
+4,878 |
Jun06 |
060127 |
69.00 |
69.50 |
68.65 |
69.38 |
+1.54 |
17,715 |
66,264 |
-1,791 |
Jul06 |
060127 |
69.10 |
69.63 |
69.00 |
69.63 |
+1.53 |
3,658 |
23,046 |
+1,287 |
Aug06 |
060127 |
69.82 |
69.82 |
69.82 |
69.82 |
+1.52 |
2,567 |
14,876 |
-415 |
Sep06 |
060127 |
69.60 |
69.96 |
69.60 |
69.96 |
+1.51 |
3,170 |
16,414 |
-3,239 |
Oct06 |
060127 |
69.95 |
70.06 |
69.95 |
70.06 |
+1.50 |
754 |
9,199 |
-165 |
Nov06 |
060127 |
70.13 |
70.13 |
70.13 |
70.13 |
+1.49 |
291 |
13,675 |
-5 |
Dec06 |
060127 |
69.65 |
70.17 |
69.65 |
70.17 |
+1.47 |
14,433 |
61,359 |
-3,254 |
Jan07 |
060127 |
69.80 |
70.19 |
69.80 |
70.19 |
+1.45 |
2,984 |
15,492 |
+696 |
Feb07 |
060127 |
70.18 |
70.18 |
70.18 |
70.18 |
+1.44 |
9 |
5,249 |
+0 |
Mar07 |
060127 |
69.80 |
70.16 |
69.80 |
70.16 |
+1.43 |
25 |
7,977 |
-10 |
Apr07 |
060127 |
69.75 |
70.13 |
69.75 |
70.13 |
+1.42 |
0 |
5,981 |
+0 |
May07 |
060127 |
69.70 |
70.08 |
69.70 |
70.08 |
+1.42 |
50 |
3,035 |
+0 |
Jun07 |
060127 |
69.60 |
70.01 |
69.60 |
70.01 |
+1.41 |
1,845 |
24,148 |
-556 |
Total Volume and Open Interest |
279,455 |
912,835 |
+0 |
Heating Oil(NYM) |
Feb06 |
060127 |
181.00 |
181.90 |
179.40 |
180.69 |
+2.89 |
18,886 |
21,427 |
-3,022 |
Mar06 |
060127 |
184.00 |
185.50 |
182.00 |
183.75 |
+3.24 |
24,372 |
71,969 |
-692 |
Apr06 |
060127 |
185.50 |
187.50 |
184.30 |
185.75 |
+3.54 |
4,644 |
23,058 |
+377 |
May06 |
060127 |
186.50 |
188.00 |
186.30 |
187.40 |
+3.79 |
2,731 |
11,419 |
+311 |
Jun06 |
060127 |
188.50 |
189.50 |
187.00 |
188.75 |
+3.89 |
1,452 |
11,604 |
+382 |
Jul06 |
060127 |
190.15 |
190.20 |
189.00 |
190.20 |
+3.94 |
294 |
6,975 |
+0 |
Aug06 |
060127 |
191.55 |
193.50 |
191.40 |
192.15 |
+3.94 |
195 |
4,074 |
+11 |
Sep06 |
060127 |
195.75 |
196.25 |
194.45 |
194.45 |
+3.94 |
315 |
2,774 |
-185 |
Oct06 |
060127 |
197.10 |
197.10 |
197.10 |
197.10 |
+3.94 |
219 |
1,431 |
+19 |
Nov06 |
060127 |
199.65 |
199.65 |
199.65 |
199.65 |
+3.94 |
21 |
1,777 |
+16 |
Dec06 |
060127 |
203.50 |
203.50 |
202.10 |
202.10 |
+3.94 |
989 |
7,685 |
-125 |
Jan07 |
060127 |
203.00 |
204.00 |
203.00 |
203.85 |
+3.94 |
924 |
3,602 |
+371 |
Total Volume and Open Interest |
50,288 |
173,750 |
+0 |
Unleaded Gas(NYM) |
Feb06 |
060127 |
172.00 |
174.30 |
170.00 |
173.64 |
+5.21 |
17,396 |
15,219 |
-5,114 |
Mar06 |
060127 |
179.00 |
181.50 |
177.50 |
181.00 |
+4.84 |
22,353 |
68,273 |
+1,538 |
Apr06 |
060127 |
192.10 |
194.00 |
191.50 |
193.60 |
+4.39 |
8,198 |
23,045 |
-527 |
May06 |
060127 |
195.50 |
196.80 |
195.40 |
196.65 |
+4.19 |
5,843 |
17,774 |
+589 |
Jun06 |
060127 |
197.40 |
199.00 |
196.00 |
198.70 |
+4.19 |
2,277 |
13,798 |
+488 |
Jul06 |
060127 |
198.60 |
200.00 |
198.00 |
199.65 |
+4.19 |
905 |
5,617 |
+330 |
Aug06 |
060127 |
198.25 |
200.00 |
198.25 |
199.65 |
+4.19 |
732 |
4,621 |
+99 |
Sep06 |
060127 |
196.30 |
198.20 |
196.30 |
198.20 |
+4.09 |
593 |
5,448 |
+86 |
Oct06 |
060127 |
190.15 |
190.15 |
190.15 |
190.15 |
+3.99 |
55 |
1,548 |
+55 |
Nov06 |
060127 |
188.15 |
188.15 |
188.15 |
188.15 |
+3.89 |
110 |
662 |
+88 |
Dec06 |
060127 |
187.30 |
187.30 |
187.30 |
187.30 |
+3.79 |
135 |
587 |
-103 |
Jan07 |
060127 |
188.05 |
188.05 |
188.05 |
188.05 |
+3.74 |
0 |
199 |
+0 |
Total Volume and Open Interest |
79,693 |
159,262 |
+0 |
Natural Gas(NYM) |
Feb06 |
060127 |
8.550 |
8.640 |
8.000 |
8.400 |
+0.171 |
35,541 |
15,198 |
-9,334 |
Mar06 |
060127 |
8.830 |
8.850 |
8.300 |
8.507 |
+0.086 |
27,496 |
103,552 |
+3,728 |
Apr06 |
060127 |
8.900 |
8.920 |
8.480 |
8.652 |
+0.101 |
9,927 |
34,487 |
-425 |
May06 |
060127 |
8.980 |
8.980 |
8.640 |
8.752 |
+0.101 |
5,948 |
33,281 |
+289 |
Jun06 |
060127 |
9.050 |
9.090 |
8.730 |
8.855 |
+0.100 |
3,186 |
20,217 |
-383 |
Jul06 |
060127 |
9.140 |
9.200 |
8.850 |
8.950 |
+0.100 |
1,966 |
20,319 |
-123 |
Aug06 |
060127 |
9.250 |
9.310 |
8.920 |
9.035 |
+0.100 |
1,689 |
19,820 |
-367 |
Sep06 |
060127 |
9.200 |
9.350 |
9.000 |
9.085 |
+0.100 |
1,370 |
14,590 |
-3 |
Oct06 |
060127 |
9.380 |
9.450 |
9.100 |
9.170 |
+0.100 |
3,588 |
27,858 |
-287 |
Nov06 |
060127 |
10.300 |
10.300 |
10.080 |
10.090 |
+0.100 |
1,786 |
12,852 |
-484 |
Dec06 |
060127 |
11.100 |
11.100 |
10.800 |
10.900 |
+0.100 |
1,289 |
15,796 |
-280 |
Jan07 |
060127 |
11.700 |
11.700 |
11.400 |
11.455 |
+0.095 |
2,181 |
17,970 |
+862 |
Feb07 |
060127 |
11.720 |
11.720 |
11.400 |
11.465 |
+0.090 |
1,143 |
12,211 |
+277 |
Mar07 |
060127 |
11.570 |
11.570 |
11.280 |
11.300 |
+0.090 |
1,965 |
14,327 |
+358 |
Apr07 |
060127 |
9.700 |
9.700 |
9.340 |
9.340 |
unch |
1,894 |
12,001 |
+267 |
May07 |
060127 |
9.500 |
9.500 |
9.155 |
9.155 |
+0.005 |
47 |
12,801 |
+31 |
Total Volume and Open Interest |
67,691 |
547,012 |
+0 |
Brent Crude Oil(ICE) |
Mar06 |
060127 |
65.31 |
66.43 |
65.25 |
66.24 |
+1.32 |
82,600 |
82,280 |
-8,155 |
Apr06 |
060127 |
65.64 |
66.75 |
65.50 |
66.60 |
+1.41 |
47,213 |
113,977 |
+9,110 |
May06 |
060127 |
66.00 |
67.19 |
66.00 |
67.05 |
+1.43 |
17,826 |
30,186 |
+4,034 |
Jun06 |
060127 |
66.30 |
67.55 |
65.71 |
67.41 |
+1.44 |
9,023 |
28,327 |
-463 |
Jul06 |
060127 |
66.60 |
67.78 |
66.60 |
67.71 |
+1.44 |
2,868 |
17,020 |
-195 |
Aug06 |
060127 |
67.20 |
68.04 |
67.20 |
67.99 |
+1.45 |
1,374 |
4,960 |
+252 |
Sep06 |
060127 |
67.36 |
68.16 |
67.36 |
68.16 |
+1.45 |
2,720 |
9,222 |
+351 |
Oct06 |
060127 |
67.81 |
68.28 |
67.81 |
68.28 |
+1.44 |
1,049 |
7,225 |
-22 |
Nov06 |
060127 |
67.90 |
68.36 |
67.81 |
68.36 |
+1.42 |
49 |
4,708 |
+0 |
Dec06 |
060127 |
67.30 |
68.53 |
67.30 |
68.42 |
+1.41 |
3,014 |
28,718 |
-174 |
Jan07 |
060127 |
68.46 |
68.46 |
68.46 |
68.46 |
+1.40 |
250 |
3,209 |
+64 |
Feb07 |
060127 |
68.48 |
68.48 |
68.48 |
68.48 |
+1.39 |
0 |
2,155 |
+0 |
Mar07 |
060127 |
68.47 |
68.47 |
68.47 |
68.47 |
+1.38 |
0 |
4,785 |
+0 |
Apr07 |
060127 |
68.45 |
68.45 |
68.45 |
68.45 |
+1.36 |
0 |
200 |
+0 |
Total Volume and Open Interest |
168,829 |
377,943 |
+0 |
Gas Oil(ICE) |
Feb06 |
060127 |
552.00 |
564.00 |
552.00 |
554.50 |
+4.75 |
20,008 |
40,087 |
-1,978 |
Mar06 |
060127 |
559.50 |
573.25 |
559.50 |
564.50 |
+7.00 |
16,596 |
57,174 |
+2,852 |
Apr06 |
060127 |
570.25 |
580.25 |
567.25 |
572.00 |
+8.00 |
5,452 |
28,438 |
+1,210 |
May06 |
060127 |
574.75 |
586.75 |
574.25 |
578.75 |
+8.50 |
1,588 |
10,921 |
+213 |
Jun06 |
060127 |
586.75 |
592.00 |
585.50 |
585.50 |
+9.00 |
901 |
22,227 |
-447 |
Jul06 |
060127 |
593.25 |
596.75 |
591.00 |
592.00 |
+9.25 |
682 |
9,919 |
-27 |
Aug06 |
060127 |
600.50 |
600.50 |
597.00 |
598.25 |
+9.50 |
662 |
2,668 |
+57 |
Sep06 |
060127 |
603.50 |
604.25 |
603.25 |
604.25 |
+9.50 |
310 |
3,219 |
+305 |
Oct06 |
060127 |
614.75 |
614.75 |
608.50 |
609.50 |
+9.75 |
160 |
4,367 |
+155 |
Nov06 |
060127 |
612.50 |
612.50 |
612.50 |
612.50 |
+9.50 |
0 |
2,450 |
+0 |
Total Volume and Open Interest |
47,219 |
219,762 |
+1,008 |
US Dollar Index(NYBOT) |
Mar06 |
060127 |
88.41 |
89.26 |
88.27 |
89.19 |
+0.73 |
2,071 |
26,310 |
-256 |
Jun06 |
060127 |
88.30 |
88.86 |
88.00 |
88.86 |
+0.73 |
19 |
2,149 |
+9 |
Sep06 |
060127 |
88.57 |
88.57 |
88.57 |
88.57 |
+0.73 |
0 |
9 |
+0 |
Total Volume and Open Interest |
4,701 |
28,723 |
+0 |
Australian Dollar(CME) |
Mar06 |
060127 |
75.05 |
75.33 |
74.92 |
75.09 |
-0.08 |
1,222 |
64,992 |
+673 |
Jun06 |
060127 |
74.92 |
74.92 |
74.92 |
74.92 |
-0.08 |
0 |
447 |
+20 |
Sep06 |
060127 |
74.77 |
74.77 |
74.77 |
74.77 |
-0.08 |
0 |
11 |
+0 |
Total Volume and Open Interest |
19,698 |
64,886 |
+0 |
British Pound(CME) |
Mar06 |
060127 |
177.86 |
178.76 |
176.70 |
176.77 |
-1.34 |
1,518 |
88,580 |
-914 |
Jun06 |
060127 |
176.92 |
176.92 |
176.92 |
176.92 |
-1.34 |
5 |
356 |
-118 |
Sep06 |
060127 |
177.80 |
177.80 |
177.07 |
177.07 |
-1.34 |
1 |
24 |
+4 |
Total Volume and Open Interest |
43,937 |
89,991 |
+0 |
Canadian Dollar(CME) |
Mar06 |
060127 |
87.32 |
87.41 |
86.96 |
87.08 |
+0.02 |
2,318 |
102,567 |
+480 |
Jun06 |
060127 |
87.45 |
87.54 |
87.30 |
87.31 |
+0.02 |
13 |
2,280 |
+51 |
Sep06 |
060127 |
87.67 |
87.67 |
87.51 |
87.51 |
+0.02 |
6 |
390 |
+4 |
Dec06 |
060127 |
87.71 |
87.71 |
87.71 |
87.71 |
+0.02 |
0 |
160 |
+0 |
Total Volume and Open Interest |
29,992 |
104,964 |
+0 |
Japanese Yen(CME) |
Mar06 |
060127 |
86.08 |
86.45 |
85.60 |
85.72 |
-0.71 |
5,403 |
148,890 |
-338 |
Jun06 |
060127 |
87.00 |
87.00 |
86.81 |
86.81 |
-0.71 |
12 |
21,196 |
+6 |
Sep06 |
060127 |
87.82 |
87.82 |
87.82 |
87.82 |
-0.71 |
0 |
34 |
+0 |
Total Volume and Open Interest |
82,741 |
170,485 |
+0 |
Swiss Franc(CME) |
Mar06 |
060127 |
78.69 |
79.20 |
78.15 |
78.27 |
-0.88 |
1,364 |
85,812 |
+136 |
Jun06 |
060127 |
79.01 |
79.01 |
79.01 |
79.01 |
-0.88 |
3 |
540 |
+105 |
Sep06 |
060127 |
79.65 |
79.65 |
79.65 |
79.65 |
-0.88 |
0 |
25 |
+0 |
Total Volume and Open Interest |
26,613 |
86,179 |
+0 |
EuroFX(CME) |
Mar06 |
060127 |
121.98 |
122.66 |
121.20 |
121.35 |
-1.09 |
5,322 |
137,272 |
-985 |
Jun06 |
060127 |
122.68 |
123.23 |
121.96 |
122.04 |
-1.09 |
16 |
3,031 |
-37 |
Sep06 |
060127 |
123.85 |
123.85 |
122.65 |
122.65 |
-1.09 |
0 |
1,469 |
+3 |
Total Volume and Open Interest |
132,559 |
142,916 |
+0 |
Mexican Peso(CME) |
Mar06 |
060127 |
9512.0 |
9550.0 |
9495.0 |
9545.0 |
+58.0 |
2,911 |
77,098 |
+2,239 |
Jun06 |
060127 |
9455.0 |
9467.0 |
9455.0 |
9467.0 |
+57.0 |
0 |
619 |
+0 |
Total Volume and Open Interest |
6,296 |
100,936 |
+0 |
30-Year T-Bonds(CBOT) |
Mar06 |
060127 |
112~22 |
113~05 |
112~11 |
112~29 |
+0~08 |
397,656 |
592,696 |
-11,763 |
Jun06 |
060127 |
112~22 |
113~00 |
112~10 |
112~27 |
+0~09 |
3,860 |
11,203 |
+2,304 |
Sep06 |
060127 |
113~24 |
113~24 |
112~27 |
112~27 |
+0~09 |
1 |
54 |
+0 |
Total Volume and Open Interest |
453,100 |
613,426 |
+0 |
10-Year T-Notes(CBOT) |
Mar06 |
060127 |
108~200 |
108~285 |
108~125 |
108~210 |
+0~035 |
1,158,047 |
1,821,792 |
+34,551 |
Jun06 |
060127 |
108~185 |
108~250 |
108~115 |
108~180 |
+0~035 |
12,667 |
66,934 |
+4,936 |
Total Volume and Open Interest |
1,221,451 |
1,849,878 |
+0 |
5-Year T-Notes(CBOT) |
Mar06 |
060127 |
105~295 |
106~020 |
105~245 |
105~280 |
unch |
537,463 |
0 |
+0 |
Jun06 |
060127 |
105~285 |
105~285 |
105~265 |
105~265 |
unch |
2,082 |
0 |
+0 |
Sep06 |
060127 |
105~285 |
105~285 |
105~285 |
105~285 |
unch |
|
|
|
Total Volume and Open Interest |
652,691 |
1,139,484 |
+1,139,483 |
2 Year T-Notes(CBOT) |
Mar06 |
060127 |
102~068 |
102~074 |
102~058 |
102~064 |
unch |
4,556 |
452,336 |
-6,522 |
Jun06 |
060127 |
102~076 |
102~076 |
102~064 |
102~065 |
-0~001 |
515 |
592 |
+565 |
Total Volume and Open Interest |
114,476 |
458,885 |
+0 |
Eurodollars(CME) |
Mar06 |
060127 |
95.205 |
95.230 |
95.190 |
95.200 |
-0.010 |
43,451 |
1,197,962 |
-8,273 |
Jun06 |
060127 |
95.125 |
95.150 |
95.095 |
95.100 |
-0.015 |
67,652 |
1,291,389 |
+6,654 |
Sep06 |
060127 |
95.120 |
95.155 |
95.080 |
95.100 |
-0.005 |
436,562 |
1,074,130 |
+8,863 |
Dec06 |
060127 |
95.150 |
95.200 |
95.120 |
95.145 |
unch |
32,529 |
1,192,579 |
+23,240 |
Mar07 |
060127 |
95.220 |
95.255 |
95.185 |
95.205 |
unch |
44,873 |
898,289 |
-468 |
Jun07 |
060127 |
95.250 |
95.280 |
95.220 |
95.235 |
unch |
46,326 |
694,399 |
-11,435 |
Sep07 |
060127 |
95.265 |
95.295 |
95.225 |
95.245 |
-0.005 |
31,524 |
441,178 |
-2,858 |
Dec07 |
060127 |
95.245 |
95.285 |
95.230 |
95.235 |
-0.005 |
21,928 |
342,673 |
-220 |
Mar08 |
060127 |
95.235 |
95.255 |
95.205 |
95.225 |
-0.005 |
22,495 |
260,367 |
-7,280 |
Jun08 |
060127 |
95.215 |
95.240 |
95.200 |
95.205 |
unch |
29,382 |
252,963 |
-7,269 |
Sep08 |
060127 |
95.185 |
95.185 |
95.170 |
95.180 |
+0.005 |
16,595 |
206,319 |
+3,092 |
Dec08 |
060127 |
95.155 |
95.175 |
95.125 |
95.135 |
+0.005 |
13,225 |
149,738 |
-1,578 |
Mar09 |
060127 |
95.135 |
95.135 |
95.105 |
95.115 |
+0.010 |
5,743 |
130,017 |
-897 |
Jun09 |
060127 |
95.110 |
95.120 |
95.065 |
95.080 |
+0.010 |
6,915 |
106,114 |
-1,338 |
Sep09 |
060127 |
95.055 |
95.065 |
95.050 |
95.050 |
+0.010 |
4,015 |
96,379 |
-430 |
Dec09 |
060127 |
95.010 |
95.045 |
94.995 |
95.010 |
+0.015 |
4,494 |
91,110 |
+108 |
Mar10 |
060127 |
95.015 |
95.020 |
94.995 |
94.995 |
+0.020 |
2,565 |
66,108 |
-102 |
Jun10 |
060127 |
94.990 |
94.995 |
94.970 |
94.970 |
+0.020 |
3,102 |
67,186 |
+291 |
Total Volume and Open Interest |
2,173,216 |
8,752,225 |
+0 |
3-Mth Euro-Yen(CME) |
Mar06 |
060127 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
3,062 |
8,710 |
+2,222 |
Jun06 |
060127 |
99.81 |
99.82 |
99.81 |
99.81 |
unch |
1,752 |
10,822 |
+1,618 |
Sep06 |
060127 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
1,918 |
8,060 |
+1,435 |
Dec06 |
060127 |
99.58 |
99.59 |
99.58 |
99.58 |
-0.01 |
811 |
7,613 |
-46 |
Mar07 |
060127 |
99.46 |
99.47 |
99.46 |
99.47 |
-0.01 |
163 |
703 |
+33 |
Jun07 |
060127 |
99.36 |
99.37 |
99.36 |
99.36 |
-0.01 |
1,396 |
3,590 |
+354 |
Sep07 |
060127 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
1,708 |
+0 |
Dec07 |
060127 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.02 |
0 |
71 |
+0 |
Mar08 |
060127 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.03 |
0 |
51 |
+0 |
Jun08 |
060127 |
98.95 |
98.95 |
98.95 |
98.95 |
+0.03 |
0 |
252 |
+0 |
Total Volume and Open Interest |
9,102 |
41,580 |
+5,616 |
3-Mth Euro-Yen(SIMEX) |
Mar06 |
060127 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
549 |
68,335 |
-631 |
Jun06 |
060127 |
99.81 |
99.82 |
99.81 |
99.81 |
-0.01 |
2,437 |
64,723 |
+848 |
Sep06 |
060127 |
99.70 |
99.70 |
99.69 |
99.70 |
-0.02 |
1,534 |
39,844 |
+404 |
Dec06 |
060127 |
99.59 |
99.59 |
99.58 |
99.59 |
-0.02 |
6,995 |
72,140 |
+5,854 |
Mar07 |
060127 |
99.47 |
99.47 |
99.46 |
99.47 |
-0.03 |
2,133 |
31,628 |
+369 |
Jun07 |
060127 |
99.34 |
99.37 |
99.34 |
99.36 |
-0.04 |
705 |
19,597 |
+9 |
Sep07 |
060127 |
99.25 |
99.26 |
99.24 |
99.26 |
-0.03 |
120 |
4,972 |
+56 |
Dec07 |
060127 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.04 |
21 |
13,189 |
-20 |
Total Volume and Open Interest |
14,494 |
324,826 |
-50 |
German Euro-Bund(EUREX) |
Mar06 |
060127 |
120.18 |
120.58 |
120.08 |
120.22 |
-0.04 |
1,854,051 |
1,351,405 |
-43,203 |
Jun06 |
060127 |
119.34 |
119.74 |
119.32 |
119.40 |
-0.05 |
8,021 |
7,745 |
+571 |
Sep06 |
060127 |
119.82 |
119.82 |
119.82 |
119.82 |
-0.06 |
1,441 |
3 |
+1 |
Total Volume and Open Interest |
1,863,513 |
1,359,153 |
-42,631 |
German Euro-Bobl(EUREX) |
Mar06 |
051219 |
112.95 |
113.08 |
112.85 |
112.96 |
-0.12 |
558,597 |
846,690 |
+165,225 |
Jun06 |
060127 |
111.45 |
111.48 |
111.34 |
111.34 |
-0.06 |
1,945 |
2,798 |
+162 |
Sep06 |
060127 |
111.77 |
111.77 |
111.77 |
111.77 |
-0.05 |
1,562 |
0 |
+0 |
Total Volume and Open Interest |
775,328 |
1,080,442 |
+20,668 |
Long Gilt(LIFFE) |
Mar06 |
060127 |
113~27 |
113~32 |
113~15 |
113~22 |
-0~05 |
104,028 |
261,154 |
-2,444 |
Jun06 |
060127 |
113~10 |
113~10 |
113~10 |
113~10 |
-0~09 |
|
|
|
Total Volume and Open Interest |
77,946 |
263,598 |
+0 |
3-Mth Short Sterling(LIFFE) |
Mar06 |
060127 |
95.41 |
95.41 |
95.41 |
95.41 |
unch |
45,733 |
346,086 |
+9,368 |
Jun06 |
060127 |
95.42 |
95.42 |
95.42 |
95.42 |
unch |
74,773 |
364,408 |
+10,978 |
Sep06 |
060127 |
95.39 |
95.39 |
95.39 |
95.39 |
unch |
69,973 |
286,055 |
+13,515 |
Total Volume and Open Interest |
388,435 |
1,723,833 |
+0 |
3-Mth Euribor(LIFFE) |
Mar06 |
060127 |
97.315 |
97.325 |
97.310 |
97.315 |
unch |
91,746 |
668,920 |
+6,422 |
Jun06 |
060127 |
97.115 |
97.140 |
97.105 |
97.115 |
-0.010 |
154,738 |
570,742 |
+8,126 |
Sep06 |
060127 |
96.980 |
97.010 |
96.965 |
96.970 |
-0.020 |
184,889 |
453,121 |
-684 |
Total Volume and Open Interest |
818,604 |
3,188,446 |
+44,864 |
3-Mth Aus T-Bills(SFE) |
Mar06 |
060127 |
94.36 |
94.38 |
94.36 |
94.38 |
unch |
15,805 |
0 |
+0 |
Jun06 |
060127 |
94.38 |
94.40 |
94.37 |
94.39 |
-0.02 |
44,155 |
0 |
+0 |
Sep06 |
060127 |
94.36 |
94.39 |
94.36 |
94.39 |
-0.03 |
13,035 |
0 |
+0 |
Dec06 |
060127 |
94.37 |
94.38 |
94.36 |
94.37 |
-0.06 |
2,206 |
0 |
+0 |
Mar07 |
060127 |
94.36 |
94.36 |
94.33 |
94.34 |
-0.07 |
1,881 |
0 |
+0 |
Jun07 |
060127 |
94.31 |
94.31 |
94.30 |
94.31 |
-0.09 |
883 |
0 |
+0 |
Sep07 |
060127 |
94.29 |
94.29 |
94.27 |
94.28 |
-0.10 |
666 |
0 |
+0 |
Dec07 |
060127 |
94.27 |
94.27 |
94.25 |
94.26 |
-0.10 |
260 |
0 |
+0 |
Mar08 |
060127 |
94.23 |
94.25 |
94.23 |
94.24 |
-0.11 |
|
|
|
Jun08 |
060127 |
94.24 |
94.24 |
94.23 |
94.23 |
-0.11 |
|
|
|
Total Volume and Open Interest |
78,891 |
|
|
10-Year Aus T-Bonds(SFE) |
Mar06 |
060127 |
94.64 |
94.65 |
94.62 |
94.63 |
-0.11 |
46,890 |
0 |
+0 |
Jun06 |
060127 |
94.63 |
94.63 |
94.63 |
94.63 |
-0.11 |
|
|
|
Total Volume and Open Interest |
46,890 |
|
|
3-Year Aus T-Bonds(SFE) |
Mar06 |
060127 |
94.67 |
94.70 |
94.67 |
94.70 |
-0.08 |
145,103 |
0 |
-448,353 |
Jun06 |
060127 |
94.70 |
94.70 |
94.70 |
94.70 |
-0.08 |
|
|
|
Total Volume and Open Interest |
145,103 |
|
|
Gold(CMX) |
Feb06 |
060127 |
560.7 |
564.5 |
556.5 |
558.8 |
-1.1 |
81,790 |
71,774 |
-34,240 |
Apr06 |
060127 |
567.5 |
570.0 |
561.5 |
563.7 |
-1.3 |
47,509 |
191,477 |
+24,157 |
Jun06 |
060127 |
571.0 |
574.0 |
567.0 |
568.6 |
-1.3 |
860 |
29,033 |
+72 |
Aug06 |
060127 |
577.0 |
577.0 |
572.7 |
573.5 |
-1.3 |
92 |
5,428 |
-12 |
Oct06 |
060127 |
578.4 |
578.4 |
578.4 |
578.4 |
-1.3 |
44 |
7,074 |
+36 |
Dec06 |
060127 |
587.0 |
590.5 |
581.0 |
583.3 |
-1.3 |
453 |
14,061 |
-17 |
Feb07 |
060127 |
587.7 |
588.5 |
587.7 |
588.2 |
-1.3 |
8 |
7,002 |
+0 |
Apr07 |
060127 |
593.0 |
593.0 |
593.0 |
593.0 |
-1.3 |
0 |
1,332 |
+0 |
Jun07 |
060127 |
597.8 |
597.8 |
597.8 |
597.8 |
-1.3 |
2 |
7,988 |
+1 |
Aug07 |
060127 |
602.7 |
602.7 |
602.7 |
602.7 |
-1.3 |
0 |
212 |
+0 |
Oct07 |
060127 |
607.5 |
607.5 |
607.5 |
607.5 |
-1.3 |
0 |
2 |
+0 |
Dec07 |
060127 |
616.0 |
618.0 |
612.4 |
612.4 |
-1.3 |
98 |
8,743 |
+7 |
Total Volume and Open Interest |
130,893 |
351,369 |
-9,987 |
Silver(CMX) |
Mar06 |
060127 |
971.0 |
975.0 |
955.0 |
960.5 |
unch |
27,839 |
93,221 |
+1,167 |
May06 |
060127 |
980.0 |
982.0 |
965.0 |
967.3 |
-0.7 |
896 |
6,881 |
+13 |
Jul06 |
060127 |
986.0 |
989.0 |
970.0 |
973.0 |
-1.5 |
706 |
10,538 |
-604 |
Sep06 |
060127 |
977.0 |
977.0 |
977.0 |
977.0 |
-2.5 |
313 |
4,659 |
+10 |
Dec06 |
060127 |
999.0 |
1000.0 |
982.0 |
982.0 |
-4.5 |
403 |
11,771 |
+84 |
Mar07 |
060127 |
986.3 |
986.3 |
986.3 |
986.3 |
-5.5 |
246 |
481 |
+119 |
May07 |
060127 |
988.0 |
988.0 |
988.0 |
988.0 |
-6.3 |
0 |
3 |
+0 |
Total Volume and Open Interest |
32,032 |
132,106 |
+0 |
Platinum(NYM) |
Apr06 |
060127 |
1064.0 |
1078.9 |
1062.5 |
1072.7 |
+7.6 |
773 |
11,108 |
+28 |
Jul06 |
060127 |
1081.0 |
1081.0 |
1078.2 |
1078.2 |
+7.6 |
114 |
158 |
+99 |
Total Volume and Open Interest |
771 |
11,159 |
+0 |
Palladium(NYME) |
Mar06 |
060127 |
278.75 |
280.00 |
275.50 |
278.00 |
-0.50 |
1,767 |
14,263 |
+729 |
Jun06 |
060127 |
282.00 |
285.00 |
281.90 |
281.90 |
-0.10 |
165 |
1,359 |
+80 |
Sep06 |
060127 |
283.90 |
283.90 |
283.90 |
283.90 |
-0.10 |
0 |
27 |
+0 |
Total Volume and Open Interest |
1,238 |
14,874 |
+0 |
Copper(CMX) |
Mar06 |
060127 |
221.80 |
223.75 |
221.40 |
223.30 |
+3.15 |
7,815 |
69,266 |
+652 |
May06 |
060127 |
218.00 |
220.00 |
217.50 |
219.75 |
+3.40 |
2,131 |
17,564 |
+914 |
Jul06 |
060127 |
215.00 |
215.30 |
214.00 |
215.10 |
+3.45 |
103 |
4,809 |
-133 |
Sep06 |
060127 |
209.50 |
210.80 |
209.50 |
210.80 |
+4.05 |
2 |
2,450 |
+0 |
Dec06 |
060127 |
201.80 |
204.80 |
201.80 |
204.80 |
+4.65 |
95 |
2,191 |
+19 |
Total Volume and Open Interest |
17,912 |
102,661 |
+0 |
Aluminum(CMX) |
Jan06 |
060127 |
114.00 |
114.00 |
114.00 |
114.00 |
+1.00 |
|
|
|
Feb06 |
060127 |
114.75 |
114.75 |
114.50 |
114.50 |
+1.00 |
39 |
705 |
+10 |
Mar06 |
060127 |
115.00 |
115.00 |
115.00 |
115.00 |
+1.00 |
12 |
83 |
+6 |
Apr06 |
060127 |
115.10 |
115.10 |
115.10 |
115.10 |
+1.00 |
0 |
50 |
+0 |
May06 |
060127 |
115.10 |
115.10 |
115.10 |
115.10 |
+1.00 |
0 |
50 |
+0 |
Jun06 |
060127 |
115.10 |
115.10 |
115.10 |
115.10 |
+1.00 |
0 |
50 |
+0 |
Total Volume and Open Interest |
51 |
1,103 |
+6 |
DJIA Index(CBOT) |
Mar06 |
060127 |
10870 |
10955 |
10825 |
10943 |
+111 |
5,037 |
39,782 |
-78 |
Jun06 |
060127 |
10980 |
11012 |
10965 |
11012 |
+111 |
4 |
51 |
+0 |
Sep06 |
060127 |
11079 |
11079 |
11079 |
11079 |
+111 |
0 |
1 |
+0 |
Dec06 |
060127 |
11114 |
11114 |
11114 |
11114 |
+111 |
0 |
6 |
+0 |
Total Volume and Open Interest |
6,049 |
39,918 |
+0 |
S & P 500(CME) |
Mar06 |
060127 |
1280.30 |
1290.50 |
1278.50 |
1289.20 |
+11.40 |
29,525 |
649,445 |
+1,049 |
Jun06 |
060127 |
1291.70 |
1299.00 |
1291.70 |
1299.00 |
+11.50 |
190 |
6,798 |
+33 |
Sep06 |
060127 |
1308.70 |
1308.70 |
1308.70 |
1308.70 |
+11.60 |
10 |
5,710 |
+0 |
Dec06 |
060127 |
1318.30 |
1318.30 |
1318.30 |
1318.30 |
+11.80 |
10 |
405 |
+0 |
Total Volume and Open Interest |
36,402 |
661,353 |
+0 |
S & P 500 E-Mini(Globex) |
Mar06 |
060127 |
1278.25 |
1290.50 |
1277.25 |
1289.25 |
+11.50 |
968,935 |
1,202,944 |
+32,481 |
Jun06 |
060127 |
1291.50 |
1300.00 |
1287.50 |
1299.00 |
+11.50 |
252 |
4,457 |
+116 |
Total Volume and Open Interest |
1,262,825 |
1,174,804 |
+0 |
NASDAQ 100(CME) |
Mar06 |
060127 |
1710.00 |
1733.00 |
1707.00 |
1722.50 |
+24.00 |
5,493 |
62,591 |
+134 |
Jun06 |
060127 |
1741.50 |
1741.50 |
1741.00 |
1741.00 |
+24.00 |
0 |
27 |
+0 |
Sep06 |
060127 |
1759.50 |
1759.50 |
1759.50 |
1759.50 |
+24.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,934 |
62,485 |
+0 |
NASDAQ 100 E-Mini(Globex) |
Mar06 |
060127 |
1700.50 |
1733.00 |
1699.50 |
1722.50 |
+24.00 |
341,905 |
356,079 |
-5,836 |
Jun06 |
060127 |
1723.50 |
1750.50 |
1723.50 |
1741.00 |
+24.00 |
29 |
147 |
-4 |
Total Volume and Open Interest |
389,387 |
362,066 |
+0 |
S & P Midcap 400(CME) |
Mar06 |
060127 |
777.00 |
781.25 |
775.25 |
778.90 |
+3.10 |
245 |
12,313 |
-83 |
Jun06 |
060127 |
785.40 |
785.40 |
785.40 |
785.40 |
+3.10 |
0 |
7 |
+0 |
Sep06 |
060127 |
134.04 |
134.04 |
134.04 |
134.04 |
+3.10 |
|
|
|
Total Volume and Open Interest |
245 |
12,320 |
-83 |
Russell 2000(CME) |
Mar06 |
060127 |
733.20 |
740.00 |
730.50 |
735.20 |
+3.40 |
866 |
28,781 |
+59 |
Jun06 |
060127 |
740.80 |
740.80 |
740.80 |
740.80 |
+3.40 |
0 |
7 |
-1 |
Sep06 |
060127 |
746.30 |
746.30 |
746.30 |
746.30 |
+3.40 |
0 |
5 |
+0 |
Total Volume and Open Interest |
434 |
28,735 |
+0 |
Russell 2000 E-Mini(Globex) |
Mar06 |
060127 |
731.90 |
740.10 |
730.10 |
735.20 |
+3.40 |
117,817 |
269,273 |
+262 |
Jun06 |
060127 |
737.00 |
744.70 |
734.60 |
740.80 |
+3.40 |
79 |
210 |
+3 |
Total Volume and Open Interest |
130,057 |
269,218 |
+0 |
Value Line(KCBT) |
Mar06 |
060127 |
2044.00 |
2061.50 |
2044.00 |
2051.00 |
+10.00 |
26 |
170 |
+9 |
Total Volume and Open Interest |
69 |
164 |
+0 |
Nikkei 225(CME) |
Mar06 |
060127 |
16170 |
16510 |
16165 |
16480 |
+525 |
50,575 |
222,786 |
+2,713 |
Jun06 |
060127 |
16370 |
16435 |
16365 |
16390 |
+570 |
0 |
1,280 |
+53 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Mar06 |
060127 |
16170 |
16510 |
16165 |
16480 |
+525 |
50,575 |
222,786 |
+2,713 |
Jun06 |
060127 |
16370 |
16435 |
16365 |
16390 |
+570 |
0 |
1,280 |
+53 |
Sep06 |
060127 |
16390 |
16390 |
16390 |
16390 |
+570 |
0 |
3 |
+0 |
Total Volume and Open Interest |
50,580 |
224,224 |
+2,765 |
CAC 40(MATIF) |
Jan06 |
060120 |
4824.0 |
4841.5 |
4819.5 |
4834.5 |
+20.0 |
326,650 |
0 |
-493,010 |
Feb06 |
060127 |
4916.0 |
4964.5 |
4912.5 |
4962.5 |
+84.5 |
108,436 |
360,288 |
+20,641 |
Mar06 |
060127 |
4926.0 |
4971.5 |
4924.0 |
4971.5 |
+84.5 |
6,939 |
99,029 |
+3,028 |
Total Volume and Open Interest |
77,375 |
435,832 |
+0 |
Hang Seng Index(HKFE) |
Jan06 |
060126 |
15588 |
15597 |
15472 |
15504 |
-58 |
51,879 |
63,785 |
-27,816 |
Feb06 |
060127 |
15727 |
15879 |
15725 |
15863 |
+264 |
28,704 |
102,773 |
+35,733 |
Mar06 |
060127 |
15693 |
15811 |
15667 |
15810 |
+273 |
258 |
2,210 |
+50 |
Total Volume and Open Interest |
38,119 |
142,293 |
+8,839 |
DAX Index(EUREX) |
Mar06 |
060127 |
5634.0 |
5671.0 |
5603.5 |
5667.5 |
+104.5 |
265,174 |
234,893 |
+33,692 |
Jun06 |
060127 |
5668.5 |
5708.0 |
5643.5 |
5705.5 |
+105.0 |
819 |
10,607 |
-44 |
Sep06 |
060127 |
5712.5 |
5749.5 |
5684.5 |
5747.5 |
+106.0 |
576 |
1,264 |
+238 |
Total Volume and Open Interest |
266,569 |
212,878 |
+0 |
FT-SE 100(LIFFE) |
Mar06 |
060127 |
5745.00 |
5778.50 |
5743.50 |
5770.00 |
+64.00 |
79,447 |
457,009 |
+4,365 |
Jun06 |
060127 |
5749.00 |
5785.00 |
5749.00 |
5781.50 |
+64.00 |
2,035 |
21,656 |
+170 |
Sep06 |
060127 |
5771.00 |
5795.50 |
5771.00 |
5795.50 |
+65.00 |
0 |
2,308 |
+0 |
Total Volume and Open Interest |
90,377 |
480,288 |
+0 |
SPI 200(SFE) |
Mar06 |
060127 |
4898.0 |
4905.0 |
4889.0 |
4903.0 |
+55.0 |
15,627 |
0 |
+0 |
Jun06 |
060127 |
4914.0 |
4927.0 |
4914.0 |
4927.0 |
+55.0 |
25 |
0 |
+0 |
Sep06 |
060127 |
4926.0 |
4931.0 |
4926.0 |
4931.0 |
+57.0 |
15 |
0 |
+0 |
Total Volume and Open Interest |
16,362 |
193,807 |
-184 |
GSCI(CME) |
Feb06 |
060127 |
449.00 |
450.70 |
446.55 |
449.50 |
+6.90 |
261 |
19,614 |
+100 |
Mar06 |
060127 |
454.50 |
455.50 |
454.50 |
455.50 |
+6.00 |
2 |
109 |
+0 |
Apr06 |
060127 |
458.35 |
458.35 |
458.35 |
458.35 |
+6.00 |
0 |
100 |
+0 |
Total Volume and Open Interest |
365 |
19,723 |
+0 |
Reuters CRB Index(NYBOT) |
Feb06 |
060127 |
359.00 |
359.00 |
358.85 |
358.85 |
+1.60 |
14 |
88 |
+1 |
Apr06 |
060127 |
363.00 |
363.00 |
361.50 |
362.10 |
+1.60 |
228 |
328 |
-201 |
Jun06 |
060127 |
365.35 |
365.35 |
365.35 |
365.35 |
+1.60 |
0 |
410 |
+0 |
Total Volume and Open Interest |
0 |
1 |
-1,026 |
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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