 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu February 02, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar06 |
060202 |
581.00 |
585.00 |
577.50 |
584.00 |
+4.50 |
53,493 |
164,103 |
-2,119 |
May06 |
060202 |
593.00 |
597.00 |
590.00 |
596.75 |
+4.50 |
16,609 |
65,790 |
+2,664 |
Jul06 |
060202 |
604.00 |
608.00 |
601.00 |
607.00 |
+4.00 |
8,108 |
58,647 |
+910 |
Aug06 |
060202 |
609.00 |
611.00 |
605.00 |
610.50 |
+4.50 |
194 |
4,161 |
+126 |
Sep06 |
060202 |
610.00 |
613.50 |
609.50 |
613.50 |
+3.50 |
68 |
1,863 |
+28 |
Nov06 |
060202 |
617.50 |
621.50 |
615.00 |
621.00 |
+4.25 |
5,526 |
45,871 |
+1,228 |
Jan07 |
060202 |
624.00 |
627.00 |
622.00 |
625.50 |
+2.00 |
168 |
1,385 |
+150 |
Total Volume and Open Interest |
84,860 |
345,373 |
+3,398 |
Soybean Meal(CBOT) |
Mar06 |
060202 |
181.60 |
182.50 |
180.00 |
181.90 |
+0.70 |
13,849 |
45,144 |
-36 |
May06 |
060202 |
184.00 |
185.20 |
183.00 |
184.70 |
+1.00 |
5,197 |
28,797 |
+1,193 |
Jul06 |
060202 |
187.00 |
188.10 |
186.00 |
187.80 |
+1.00 |
4,329 |
25,276 |
+326 |
Aug06 |
060202 |
188.30 |
189.30 |
187.80 |
189.10 |
+0.90 |
1,044 |
8,273 |
-177 |
Sep06 |
060202 |
189.30 |
190.00 |
188.50 |
189.90 |
+0.60 |
425 |
5,914 |
-32 |
Oct06 |
060202 |
189.00 |
190.00 |
188.50 |
190.00 |
+1.20 |
141 |
4,326 |
+118 |
Dec06 |
060202 |
191.00 |
192.80 |
190.50 |
192.50 |
+1.30 |
980 |
10,685 |
+327 |
Jan07 |
060202 |
192.70 |
192.70 |
192.70 |
192.70 |
+0.90 |
0 |
99 |
+0 |
Total Volume and Open Interest |
25,965 |
128,584 |
+1,719 |
Soybean Oil(CBOT) |
Mar06 |
060202 |
21.82 |
21.98 |
21.71 |
21.95 |
+0.13 |
17,609 |
85,483 |
-745 |
May06 |
060202 |
22.27 |
22.40 |
22.10 |
22.39 |
+0.14 |
6,557 |
37,694 |
+1,533 |
Jul06 |
060202 |
22.68 |
22.75 |
22.48 |
22.74 |
+0.09 |
3,533 |
32,979 |
+650 |
Aug06 |
060202 |
22.84 |
22.88 |
22.78 |
22.88 |
+0.10 |
506 |
4,052 |
-171 |
Sep06 |
060202 |
22.98 |
23.00 |
22.95 |
22.99 |
+0.07 |
36 |
3,123 |
-35 |
Oct06 |
060202 |
23.10 |
23.12 |
23.08 |
23.12 |
unch |
3 |
2,090 |
+1 |
Dec06 |
060202 |
23.45 |
23.50 |
23.30 |
23.48 |
+0.05 |
1,368 |
15,918 |
+331 |
Jan07 |
060202 |
23.70 |
23.70 |
23.70 |
23.70 |
+0.07 |
325 |
524 |
+300 |
Total Volume and Open Interest |
29,942 |
183,159 |
+1,864 |
Canola(WCE) |
Mar06 |
060202 |
238.5 |
240.9 |
238.2 |
240.3 |
+1.9 |
4,474 |
42,568 |
-267 |
May06 |
060202 |
246.4 |
248.0 |
246.0 |
247.9 |
+1.6 |
2,177 |
24,941 |
+478 |
Jul06 |
060202 |
254.7 |
255.3 |
253.7 |
254.8 |
+1.2 |
976 |
10,725 |
+765 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060202 |
269.3 |
271.0 |
269.0 |
270.6 |
+1.3 |
673 |
10,044 |
+129 |
Total Volume and Open Interest |
8,314 |
88,665 |
+1,110 |
Corn(CBOT) |
Mar06 |
060202 |
217.00 |
221.00 |
215.50 |
220.50 |
+4.00 |
70,329 |
405,021 |
-6,166 |
May06 |
060202 |
226.75 |
230.75 |
225.75 |
230.25 |
+3.75 |
30,134 |
211,998 |
+7,389 |
Jul06 |
060202 |
236.00 |
239.50 |
234.75 |
239.25 |
+3.25 |
9,762 |
132,172 |
+2,932 |
Sep06 |
060202 |
243.75 |
247.00 |
243.25 |
246.75 |
+3.00 |
899 |
29,535 |
+272 |
Dec06 |
060202 |
254.25 |
257.00 |
253.00 |
256.75 |
+2.75 |
12,251 |
156,415 |
+3,214 |
Mar07 |
060202 |
259.75 |
263.00 |
259.25 |
262.75 |
+2.50 |
1,559 |
14,681 |
+544 |
Total Volume and Open Interest |
127,072 |
983,507 |
+8,727 |
Wheat(CBOT) |
Mar06 |
060202 |
338.75 |
348.00 |
338.50 |
347.25 |
+8.00 |
26,908 |
171,129 |
-6,578 |
May06 |
060202 |
349.75 |
359.50 |
349.50 |
358.50 |
+8.25 |
10,156 |
74,208 |
+2,964 |
Jul06 |
060202 |
360.00 |
369.50 |
359.50 |
368.75 |
+8.50 |
6,415 |
53,259 |
+757 |
Sep06 |
060202 |
369.00 |
379.00 |
368.50 |
378.50 |
+8.00 |
865 |
5,826 |
+500 |
Dec06 |
060202 |
382.00 |
391.50 |
382.00 |
390.75 |
+8.00 |
2,108 |
37,168 |
+435 |
Total Volume and Open Interest |
47,245 |
347,522 |
-1,728 |
Wheat(KCBT) |
Mar06 |
060202 |
396.00 |
405.00 |
396.00 |
402.75 |
+9.75 |
7,015 |
56,084 |
-2,163 |
May06 |
060202 |
398.50 |
408.50 |
398.50 |
408.00 |
+10.50 |
3,112 |
21,101 |
+850 |
Jul06 |
060202 |
398.00 |
408.00 |
398.00 |
407.25 |
+11.00 |
5,495 |
43,954 |
+116 |
Sep06 |
060202 |
401.00 |
412.00 |
401.00 |
411.50 |
+10.75 |
350 |
5,401 |
+137 |
Dec06 |
060202 |
412.50 |
421.50 |
412.50 |
420.25 |
+9.50 |
1,171 |
12,350 |
+353 |
Total Volume and Open Interest |
17,143 |
139,626 |
-707 |
Wheat(MGE) |
Mar06 |
060202 |
392.00 |
401.00 |
392.00 |
400.00 |
+7.75 |
2,376 |
18,271 |
-236 |
May06 |
060202 |
398.00 |
405.00 |
397.00 |
405.00 |
+8.00 |
1,223 |
8,237 |
+162 |
Jul06 |
060202 |
402.00 |
409.00 |
402.00 |
409.00 |
+8.75 |
1,829 |
9,045 |
+87 |
Sep06 |
060202 |
400.00 |
409.00 |
400.00 |
408.75 |
+9.75 |
326 |
5,185 |
-26 |
Dec06 |
060202 |
407.50 |
417.00 |
407.50 |
417.00 |
+10.00 |
1,265 |
4,059 |
+520 |
Total Volume and Open Interest |
7,021 |
44,895 |
+508 |
Oats(CBOT) |
Mar06 |
060202 |
192.50 |
196.25 |
192.50 |
196.00 |
+4.00 |
1,657 |
7,081 |
-781 |
May06 |
060202 |
191.00 |
194.00 |
191.00 |
193.75 |
+4.25 |
1,347 |
3,057 |
+27 |
Jul06 |
060202 |
181.00 |
182.50 |
181.00 |
182.00 |
+2.50 |
75 |
611 |
+54 |
Sep06 |
060202 |
169.00 |
169.00 |
169.00 |
169.00 |
unch |
0 |
20 |
+0 |
Total Volume and Open Interest |
3,157 |
11,650 |
-679 |
Rough Rice(CBOT) |
Mar06 |
060202 |
8.45 |
8.59 |
8.43 |
8.59 |
+0.19 |
451 |
6,391 |
-127 |
May06 |
060202 |
8.72 |
8.85 |
8.72 |
8.85 |
+0.18 |
141 |
3,155 |
+90 |
Jul06 |
060202 |
9.00 |
9.06 |
9.00 |
9.06 |
+0.18 |
195 |
1,228 |
-46 |
Sep06 |
060202 |
9.02 |
9.12 |
9.02 |
9.12 |
+0.13 |
17 |
311 |
+10 |
Total Volume and Open Interest |
994 |
12,310 |
-17 |
Live Cattle(CME) |
Feb06 |
060202 |
92.650 |
92.950 |
92.000 |
92.600 |
-0.450 |
9,480 |
34,769 |
-2,859 |
Apr06 |
060202 |
90.500 |
90.750 |
89.675 |
90.400 |
-0.525 |
17,680 |
120,488 |
+1,148 |
Jun06 |
060202 |
84.550 |
84.650 |
83.750 |
84.450 |
-0.275 |
5,183 |
45,403 |
+159 |
Aug06 |
060202 |
83.850 |
83.850 |
82.900 |
83.550 |
-0.425 |
2,301 |
21,715 |
+1,012 |
Oct06 |
060202 |
86.950 |
86.950 |
86.200 |
86.675 |
-0.350 |
514 |
9,386 |
+245 |
Dec06 |
060202 |
87.850 |
87.850 |
87.200 |
87.550 |
-0.200 |
109 |
4,249 |
+24 |
Total Volume and Open Interest |
35,308 |
236,949 |
-245 |
Feeder Cattle(CME) |
Mar06 |
060202 |
108.650 |
108.900 |
108.050 |
108.700 |
-0.575 |
2,234 |
15,188 |
+170 |
Apr06 |
060202 |
109.750 |
109.900 |
109.100 |
109.675 |
-0.675 |
1,001 |
7,756 |
+448 |
May06 |
060202 |
110.100 |
110.200 |
109.250 |
109.625 |
-1.000 |
400 |
4,780 |
+135 |
Aug06 |
060202 |
110.500 |
110.500 |
109.650 |
109.950 |
-0.800 |
181 |
3,750 |
+6 |
Sep06 |
060202 |
109.700 |
109.800 |
109.200 |
109.550 |
-0.750 |
23 |
369 |
+7 |
Oct06 |
060202 |
109.925 |
109.925 |
108.800 |
108.900 |
-1.125 |
10 |
287 |
+0 |
Nov06 |
060202 |
108.500 |
108.500 |
108.000 |
108.350 |
-1.150 |
14 |
187 |
+5 |
Total Volume and Open Interest |
3,863 |
32,319 |
+771 |
Lean Hogs(CME) |
Feb06 |
060202 |
55.250 |
55.500 |
54.225 |
54.550 |
-1.675 |
2,796 |
9,857 |
-870 |
Apr06 |
060202 |
61.700 |
61.700 |
60.025 |
60.075 |
-1.950 |
9,694 |
84,985 |
+142 |
May06 |
060202 |
66.150 |
66.150 |
64.600 |
65.500 |
-0.850 |
164 |
3,982 |
+20 |
Jun06 |
060202 |
68.500 |
68.700 |
67.100 |
67.675 |
-1.425 |
4,326 |
25,055 |
+2,389 |
Jul06 |
060202 |
66.250 |
66.450 |
65.050 |
65.650 |
-1.200 |
502 |
8,582 |
+76 |
Aug06 |
060202 |
64.100 |
64.150 |
62.750 |
63.200 |
-1.350 |
204 |
4,502 |
+67 |
Oct06 |
060202 |
55.000 |
55.000 |
53.900 |
54.075 |
-1.425 |
54 |
2,393 |
-21 |
Dec06 |
060202 |
52.800 |
52.800 |
51.950 |
52.300 |
-0.600 |
96 |
1,317 |
+27 |
Total Volume and Open Interest |
17,848 |
140,765 |
+1,839 |
Pork Bellies(CME) |
Feb06 |
060202 |
74.500 |
74.500 |
73.125 |
74.425 |
-0.200 |
277 |
588 |
-126 |
Mar06 |
060202 |
73.700 |
73.800 |
72.500 |
73.100 |
-0.725 |
429 |
1,143 |
+151 |
May06 |
060202 |
75.400 |
75.450 |
73.850 |
74.400 |
-1.000 |
108 |
639 |
+46 |
Jul06 |
060202 |
77.000 |
77.000 |
75.300 |
75.300 |
-1.200 |
28 |
235 |
+15 |
Aug06 |
060202 |
76.900 |
76.900 |
75.775 |
75.775 |
-1.225 |
10 |
13 |
+7 |
Total Volume and Open Interest |
852 |
2,618 |
+93 |
Class III Milk(CME) |
Feb06 |
060202 |
12.37 |
12.39 |
12.30 |
12.32 |
-0.06 |
110 |
2,454 |
-39 |
Mar06 |
060202 |
12.15 |
12.17 |
12.01 |
12.01 |
-0.14 |
251 |
2,890 |
+3 |
Apr06 |
060202 |
12.21 |
12.22 |
11.90 |
12.06 |
-0.16 |
148 |
2,628 |
+5 |
May06 |
060202 |
12.32 |
12.34 |
12.00 |
12.16 |
-0.21 |
102 |
2,395 |
+12 |
Jun06 |
060202 |
12.42 |
12.42 |
12.16 |
12.16 |
-0.27 |
61 |
2,341 |
-9 |
Total Volume and Open Interest |
953 |
25,583 |
+61 |
Cocoa(NYBOT) |
Mar06 |
060202 |
1470 |
1475 |
1451 |
1453 |
-14 |
8,491 |
37,415 |
-263 |
May06 |
060202 |
1500 |
1502 |
1480 |
1481 |
-14 |
2,941 |
32,002 |
+1,166 |
Jul06 |
060202 |
1517 |
1523 |
1502 |
1503 |
-14 |
895 |
15,468 |
+187 |
Sep06 |
060202 |
1542 |
1542 |
1523 |
1523 |
-14 |
640 |
14,995 |
+92 |
Dec06 |
060202 |
1571 |
1571 |
1551 |
1551 |
-14 |
18 |
9,844 |
+2 |
Mar07 |
060202 |
1582 |
1582 |
1576 |
1576 |
-14 |
224 |
12,260 |
+61 |
May07 |
060202 |
1594 |
1594 |
1594 |
1594 |
-14 |
25 |
2,428 |
+0 |
Total Volume and Open Interest |
13,487 |
134,792 |
+1,404 |
Coffee "C"(NYBOT) |
Mar06 |
060202 |
117.00 |
119.20 |
114.80 |
118.00 |
+0.75 |
12,176 |
59,739 |
-2,443 |
May06 |
060202 |
119.50 |
122.10 |
117.75 |
120.85 |
+0.75 |
5,923 |
34,475 |
+1,466 |
Jul06 |
060202 |
121.70 |
124.00 |
120.00 |
123.15 |
+0.80 |
1,033 |
8,138 |
+212 |
Sep06 |
060202 |
123.50 |
124.95 |
121.75 |
124.95 |
+0.80 |
319 |
4,157 |
+7 |
Dec06 |
060202 |
126.00 |
128.00 |
124.50 |
127.45 |
+0.70 |
227 |
3,927 |
+41 |
Mar07 |
060202 |
129.50 |
130.00 |
129.50 |
129.95 |
+0.60 |
25 |
1,985 |
+0 |
Total Volume and Open Interest |
19,703 |
113,300 |
-717 |
Orange Juice(NYBOT) |
Mar06 |
060202 |
125.00 |
125.40 |
123.60 |
124.20 |
-1.30 |
2,440 |
17,391 |
+174 |
May06 |
060202 |
124.60 |
124.70 |
123.50 |
124.00 |
-1.50 |
1,868 |
10,193 |
+805 |
Jul06 |
060202 |
123.85 |
124.00 |
123.85 |
124.00 |
-1.50 |
164 |
1,388 |
+90 |
Sep06 |
060202 |
124.00 |
124.00 |
124.00 |
124.00 |
-1.50 |
2 |
873 |
+0 |
Nov06 |
060202 |
124.50 |
124.50 |
123.50 |
124.00 |
-1.50 |
0 |
813 |
+0 |
Total Volume and Open Interest |
4,474 |
32,021 |
+1,069 |
Sugar #11(NYBOT) |
Mar06 |
060202 |
18.65 |
19.20 |
18.55 |
19.15 |
+0.86 |
39,265 |
184,287 |
-2,930 |
May06 |
060202 |
18.70 |
19.15 |
18.40 |
19.02 |
+0.82 |
21,729 |
140,759 |
+5,429 |
Jul06 |
060202 |
17.85 |
18.07 |
17.55 |
18.02 |
+0.65 |
9,448 |
72,720 |
+1,296 |
Oct06 |
060202 |
17.42 |
17.62 |
17.18 |
17.62 |
+0.60 |
5,641 |
52,723 |
+401 |
Mar07 |
060202 |
17.20 |
17.40 |
16.95 |
17.32 |
+0.52 |
3,422 |
40,081 |
-637 |
Total Volume and Open Interest |
80,876 |
522,368 |
+3,575 |
Sugar #14(NYBOT) |
Mar06 |
060202 |
24.50 |
25.40 |
24.50 |
25.40 |
+0.74 |
223 |
1,064 |
-221 |
May06 |
060202 |
24.30 |
24.50 |
24.30 |
24.40 |
+0.10 |
195 |
4,048 |
+128 |
Jul06 |
060202 |
24.60 |
24.60 |
24.50 |
24.60 |
unch |
57 |
3,863 |
+10 |
Sep06 |
060202 |
24.41 |
24.80 |
24.41 |
24.80 |
+0.40 |
21 |
2,010 |
+12 |
Nov06 |
060202 |
23.00 |
23.10 |
23.00 |
23.10 |
+0.20 |
0 |
858 |
+0 |
Total Volume and Open Interest |
500 |
14,092 |
-69 |
London Cocoa(LCE) |
Mar06 |
060202 |
862 |
873 |
857 |
859 |
-10 |
6,645 |
62,008 |
-218 |
May06 |
060202 |
881 |
888 |
872 |
873 |
-10 |
3,810 |
33,761 |
+2,628 |
Jul06 |
060202 |
895 |
902 |
886 |
887 |
-10 |
1,303 |
34,889 |
-211 |
Sep06 |
060202 |
907 |
914 |
900 |
900 |
-10 |
506 |
20,960 |
+15 |
Dec06 |
060202 |
917 |
925 |
911 |
911 |
-9 |
165 |
21,912 |
-150 |
Mar07 |
060202 |
926 |
928 |
917 |
917 |
-10 |
208 |
9,347 |
+110 |
May07 |
060202 |
927 |
927 |
927 |
927 |
-10 |
0 |
554 |
+0 |
Total Volume and Open Interest |
12,637 |
183,511 |
+2,174 |
London Coffee(LCE) |
Mar06 |
060202 |
1264.00 |
1286.00 |
1257.00 |
1285.00 |
+11.00 |
9,212 |
65,106 |
-1,662 |
May06 |
060202 |
1281.00 |
1304.00 |
1276.00 |
1303.00 |
+11.00 |
2,914 |
56,907 |
+1,260 |
Jul06 |
060202 |
1296.00 |
1317.00 |
1296.00 |
1317.00 |
+11.00 |
302 |
10,423 |
+132 |
Sep06 |
060202 |
1314.00 |
1329.00 |
1314.00 |
1329.00 |
+11.00 |
0 |
4,021 |
+0 |
Nov06 |
060202 |
1325.00 |
1341.00 |
1325.00 |
1341.00 |
+11.00 |
5 |
448 |
+0 |
Jan07 |
060202 |
1351.00 |
1351.00 |
1351.00 |
1351.00 |
+11.00 |
6 |
183 |
+6 |
Total Volume and Open Interest |
12,439 |
137,134 |
-264 |
London Sugar(LCE) |
Mar06 |
060202 |
429.50 |
447.50 |
429.50 |
447.10 |
+18.10 |
10,933 |
18,444 |
-3,999 |
May06 |
060202 |
440.40 |
457.20 |
439.60 |
457.00 |
+18.00 |
2,203 |
25,758 |
+1,121 |
Aug06 |
060202 |
448.50 |
461.00 |
448.50 |
460.00 |
+14.90 |
984 |
12,592 |
+349 |
Oct06 |
060202 |
450.90 |
460.00 |
449.00 |
459.00 |
+13.90 |
291 |
9,326 |
-5 |
Dec06 |
060202 |
445.00 |
458.20 |
445.00 |
455.50 |
+13.30 |
120 |
3,687 |
+6 |
Total Volume and Open Interest |
14,585 |
73,912 |
-2,526 |
Cotton(NYBOT) |
Mar06 |
060202 |
55.80 |
57.30 |
55.65 |
57.23 |
+1.36 |
9,949 |
75,397 |
-4,413 |
May06 |
060202 |
57.29 |
58.40 |
57.00 |
58.40 |
+1.11 |
6,413 |
34,619 |
+1,639 |
Jul06 |
060202 |
58.05 |
59.30 |
57.90 |
59.30 |
+1.13 |
1,010 |
7,812 |
+305 |
Oct06 |
060202 |
59.25 |
60.40 |
59.25 |
60.40 |
+0.88 |
7 |
162 |
+7 |
Dec06 |
060202 |
60.40 |
61.50 |
60.35 |
61.50 |
+1.00 |
492 |
6,201 |
+85 |
Mar07 |
060202 |
62.00 |
62.55 |
62.00 |
62.55 |
+0.70 |
38 |
1,269 |
+3 |
Total Volume and Open Interest |
17,996 |
126,316 |
-2,350 |
Lumber(CME) |
Mar06 |
060202 |
368.1 |
371.3 |
360.6 |
365.5 |
+1.1 |
888 |
3,195 |
-67 |
May06 |
060202 |
367.5 |
370.0 |
360.6 |
367.5 |
+3.0 |
368 |
2,005 |
+91 |
Jul06 |
060202 |
355.6 |
360.9 |
355.5 |
357.5 |
unch |
22 |
404 |
+4 |
Sep06 |
060202 |
358.5 |
359.4 |
358.1 |
358.9 |
+1.0 |
12 |
141 |
+3 |
Total Volume and Open Interest |
1,292 |
5,751 |
+32 |
Crude Oil(NYM) |
Mar06 |
060202 |
66.25 |
66.40 |
64.40 |
64.68 |
-1.88 |
140,025 |
277,922 |
-7,393 |
Apr06 |
060202 |
67.00 |
67.15 |
65.20 |
65.49 |
-1.93 |
61,647 |
137,659 |
+2,679 |
May06 |
060202 |
67.75 |
67.75 |
65.90 |
66.17 |
-1.85 |
23,107 |
56,536 |
+124 |
Jun06 |
060202 |
68.15 |
68.20 |
66.50 |
66.70 |
-1.77 |
21,654 |
68,045 |
+1,546 |
Jul06 |
060202 |
68.50 |
68.75 |
67.11 |
67.11 |
-1.70 |
6,579 |
25,380 |
+1,454 |
Aug06 |
060202 |
68.75 |
68.75 |
67.42 |
67.42 |
-1.64 |
1,704 |
15,520 |
+342 |
Sep06 |
060202 |
68.50 |
68.50 |
67.64 |
67.64 |
-1.60 |
1,126 |
16,490 |
+108 |
Oct06 |
060202 |
68.55 |
68.60 |
67.81 |
67.81 |
-1.56 |
642 |
10,289 |
+247 |
Nov06 |
060202 |
67.95 |
67.95 |
67.95 |
67.95 |
-1.52 |
270 |
14,078 |
+15 |
Dec06 |
060202 |
69.30 |
69.30 |
68.05 |
68.05 |
-1.50 |
17,132 |
68,295 |
+1,434 |
Jan07 |
060202 |
69.56 |
69.57 |
68.13 |
68.13 |
-1.48 |
3,605 |
15,185 |
-1,171 |
Feb07 |
060202 |
68.16 |
68.16 |
68.16 |
68.16 |
-1.46 |
753 |
5,106 |
-42 |
Mar07 |
060202 |
68.17 |
68.17 |
68.17 |
68.17 |
-1.44 |
705 |
8,193 |
+295 |
Apr07 |
060202 |
68.17 |
68.17 |
68.17 |
68.17 |
-1.42 |
372 |
5,948 |
-33 |
May07 |
060202 |
68.15 |
68.15 |
68.15 |
68.15 |
-1.40 |
42 |
3,048 |
+35 |
Jun07 |
060202 |
69.45 |
69.45 |
68.12 |
68.12 |
-1.38 |
6,326 |
28,167 |
+3,519 |
Total Volume and Open Interest |
298,285 |
951,218 |
+206 |
Heating Oil(NYM) |
Mar06 |
060202 |
181.00 |
182.20 |
176.70 |
177.08 |
-5.32 |
33,807 |
73,060 |
-2,114 |
Apr06 |
060202 |
183.50 |
184.80 |
179.80 |
180.29 |
-4.78 |
11,423 |
28,328 |
+1,613 |
May06 |
060202 |
186.00 |
186.50 |
182.00 |
182.29 |
-4.48 |
3,215 |
13,209 |
+793 |
Jun06 |
060202 |
186.60 |
187.50 |
183.60 |
183.79 |
-4.38 |
2,149 |
12,739 |
+401 |
Jul06 |
060202 |
187.75 |
187.75 |
185.20 |
185.54 |
-4.23 |
1,078 |
7,539 |
+39 |
Aug06 |
060202 |
189.00 |
189.00 |
187.00 |
187.69 |
-4.18 |
271 |
4,082 |
+24 |
Sep06 |
060202 |
191.50 |
191.50 |
190.00 |
190.14 |
-4.13 |
340 |
2,996 |
+192 |
Oct06 |
060202 |
194.80 |
194.80 |
192.89 |
192.89 |
-4.08 |
16 |
1,393 |
+5 |
Nov06 |
060202 |
198.25 |
198.25 |
195.44 |
195.44 |
-4.08 |
67 |
1,755 |
-34 |
Dec06 |
060202 |
201.00 |
201.20 |
197.89 |
197.89 |
-4.08 |
421 |
8,231 |
-37 |
Jan07 |
060202 |
202.75 |
202.75 |
199.64 |
199.64 |
-4.08 |
352 |
4,081 |
+25 |
Feb07 |
060202 |
200.04 |
200.04 |
200.04 |
200.04 |
-4.08 |
5 |
934 |
+2 |
Total Volume and Open Interest |
53,170 |
161,005 |
-3,506 |
Unleaded Gas(NYM) |
Mar06 |
060202 |
171.50 |
171.50 |
165.55 |
166.56 |
-6.32 |
34,274 |
69,571 |
-1,504 |
Apr06 |
060202 |
187.00 |
187.50 |
181.50 |
182.58 |
-5.77 |
17,672 |
28,125 |
+1,686 |
May06 |
060202 |
191.75 |
191.75 |
186.50 |
187.38 |
-5.12 |
4,849 |
19,179 |
+159 |
Jun06 |
060202 |
194.00 |
194.20 |
190.00 |
190.18 |
-4.72 |
4,627 |
13,262 |
-244 |
Jul06 |
060202 |
197.00 |
197.00 |
191.68 |
191.68 |
-4.37 |
751 |
6,192 |
+167 |
Aug06 |
060202 |
193.25 |
193.25 |
192.03 |
192.03 |
-4.17 |
371 |
4,811 |
+66 |
Sep06 |
060202 |
191.75 |
191.75 |
190.73 |
190.73 |
-4.07 |
488 |
6,064 |
+186 |
Oct06 |
060202 |
182.83 |
182.83 |
182.83 |
182.83 |
-4.02 |
411 |
1,824 |
+276 |
Nov06 |
060202 |
180.83 |
180.83 |
180.83 |
180.83 |
-4.02 |
209 |
792 |
+133 |
Dec06 |
060202 |
180.08 |
180.08 |
180.08 |
180.08 |
-3.97 |
363 |
935 |
+273 |
Jan07 |
060202 |
180.93 |
180.93 |
180.93 |
180.93 |
-3.92 |
208 |
457 |
+208 |
Total Volume and Open Interest |
64,223 |
151,212 |
-334 |
Natural Gas(NYM) |
Mar06 |
060202 |
8.430 |
8.500 |
8.170 |
8.347 |
-0.376 |
40,173 |
101,657 |
-1,077 |
Apr06 |
060202 |
8.560 |
8.610 |
8.350 |
8.487 |
-0.386 |
19,850 |
37,622 |
+2,080 |
May06 |
060202 |
8.670 |
8.720 |
8.450 |
8.602 |
-0.366 |
9,902 |
34,256 |
+1,221 |
Jun06 |
060202 |
8.770 |
8.790 |
8.550 |
8.702 |
-0.356 |
4,935 |
20,075 |
-56 |
Jul06 |
060202 |
8.830 |
8.950 |
8.650 |
8.802 |
-0.346 |
1,968 |
19,694 |
-382 |
Aug06 |
060202 |
8.980 |
9.050 |
8.770 |
8.887 |
-0.346 |
974 |
20,398 |
+88 |
Sep06 |
060202 |
9.050 |
9.110 |
8.780 |
8.942 |
-0.346 |
618 |
14,621 |
+143 |
Oct06 |
060202 |
9.110 |
9.190 |
8.880 |
9.027 |
-0.346 |
7,972 |
30,128 |
+672 |
Nov06 |
060202 |
9.970 |
9.970 |
9.780 |
9.877 |
-0.326 |
4,993 |
13,163 |
-245 |
Dec06 |
060202 |
10.770 |
10.770 |
10.550 |
10.637 |
-0.306 |
2,502 |
16,482 |
+1,472 |
Jan07 |
060202 |
11.260 |
11.260 |
11.070 |
11.157 |
-0.286 |
3,847 |
19,736 |
-430 |
Feb07 |
060202 |
11.200 |
11.250 |
11.130 |
11.172 |
-0.276 |
489 |
12,434 |
+5 |
Mar07 |
060202 |
11.050 |
11.100 |
10.980 |
11.012 |
-0.266 |
2,354 |
14,610 |
+628 |
Apr07 |
060202 |
9.150 |
9.150 |
9.090 |
9.132 |
-0.106 |
1,686 |
11,172 |
+407 |
May07 |
060202 |
9.000 |
9.000 |
8.900 |
8.957 |
-0.091 |
1,258 |
13,010 |
+31 |
Jun07 |
060202 |
9.050 |
9.100 |
9.022 |
9.022 |
-0.091 |
718 |
6,450 |
+18 |
Total Volume and Open Interest |
113,310 |
539,475 |
+6,263 |
Brent Crude Oil(ICE) |
Mar06 |
060202 |
64.90 |
65.52 |
62.53 |
62.85 |
-2.18 |
80,822 |
74,217 |
-1,540 |
Apr06 |
060202 |
65.80 |
66.16 |
63.31 |
63.63 |
-2.07 |
50,952 |
121,349 |
+1,086 |
May06 |
060202 |
66.50 |
66.74 |
63.99 |
64.31 |
-1.98 |
23,372 |
32,159 |
+1,143 |
Jun06 |
060202 |
67.00 |
67.08 |
64.44 |
64.83 |
-1.93 |
12,725 |
30,441 |
+738 |
Jul06 |
060202 |
67.40 |
67.40 |
65.27 |
65.27 |
-1.87 |
2,626 |
16,396 |
-146 |
Aug06 |
060202 |
66.56 |
66.91 |
65.63 |
65.63 |
-1.82 |
2,080 |
5,354 |
+578 |
Sep06 |
060202 |
67.54 |
67.55 |
65.88 |
65.88 |
-1.79 |
706 |
7,370 |
-335 |
Oct06 |
060202 |
67.76 |
67.76 |
66.08 |
66.08 |
-1.78 |
200 |
8,685 |
+81 |
Nov06 |
060202 |
67.76 |
67.89 |
66.24 |
66.24 |
-1.77 |
575 |
3,440 |
+275 |
Dec06 |
060202 |
68.28 |
68.34 |
66.30 |
66.37 |
-1.74 |
4,896 |
29,269 |
-1,391 |
Jan07 |
060202 |
68.41 |
68.41 |
66.46 |
66.46 |
-1.70 |
250 |
3,789 |
+180 |
Feb07 |
060202 |
67.51 |
67.51 |
66.51 |
66.51 |
-1.70 |
130 |
2,215 |
+60 |
Mar07 |
060202 |
66.53 |
66.53 |
66.53 |
66.53 |
-1.70 |
500 |
5,285 |
+500 |
Apr07 |
060202 |
66.49 |
66.49 |
66.49 |
66.49 |
-1.71 |
0 |
200 |
+0 |
Total Volume and Open Interest |
182,326 |
387,045 |
+2,216 |
Gas Oil(ICE) |
Feb06 |
060202 |
553.00 |
553.00 |
532.25 |
543.75 |
-14.25 |
22,894 |
36,074 |
-287 |
Mar06 |
060202 |
565.00 |
565.00 |
542.25 |
554.50 |
-15.00 |
24,009 |
60,323 |
-609 |
Apr06 |
060202 |
574.75 |
574.75 |
555.50 |
565.00 |
-14.75 |
10,259 |
33,798 |
+2,935 |
May06 |
060202 |
580.25 |
583.00 |
564.50 |
574.00 |
-14.75 |
2,392 |
11,603 |
+325 |
Jun06 |
060202 |
590.50 |
590.75 |
582.00 |
582.50 |
-14.25 |
2,288 |
22,835 |
+361 |
Jul06 |
060202 |
596.25 |
596.25 |
591.00 |
591.00 |
-13.50 |
796 |
10,562 |
+496 |
Aug06 |
060202 |
601.25 |
601.25 |
598.25 |
598.25 |
-14.00 |
340 |
3,152 |
+185 |
Sep06 |
060202 |
610.25 |
610.25 |
605.50 |
605.50 |
-13.00 |
222 |
3,408 |
+194 |
Oct06 |
060202 |
611.50 |
611.50 |
611.50 |
611.50 |
-13.00 |
0 |
4,582 |
+0 |
Nov06 |
060202 |
614.50 |
614.50 |
614.50 |
614.50 |
-12.75 |
300 |
2,750 |
+300 |
Total Volume and Open Interest |
65,996 |
227,857 |
+3,520 |
US Dollar Index(NYBOT) |
Mar06 |
060202 |
89.39 |
89.58 |
89.16 |
89.25 |
-0.12 |
6,233 |
24,518 |
-668 |
Jun06 |
060202 |
89.18 |
89.20 |
88.80 |
88.89 |
-0.15 |
24 |
2,186 |
+11 |
Sep06 |
060202 |
88.63 |
88.63 |
88.63 |
88.63 |
-0.12 |
1 |
9 |
+1 |
Total Volume and Open Interest |
6,259 |
26,728 |
-655 |
Australian Dollar(CME) |
Mar06 |
060202 |
75.17 |
75.50 |
75.05 |
75.35 |
+0.12 |
3,727 |
73,185 |
-7 |
Jun06 |
060202 |
75.18 |
75.18 |
75.18 |
75.18 |
+0.12 |
1 |
475 |
+0 |
Sep06 |
060202 |
75.03 |
75.03 |
75.03 |
75.03 |
+0.12 |
0 |
11 |
+0 |
Total Volume and Open Interest |
3,728 |
73,807 |
-6 |
British Pound(CME) |
Mar06 |
060202 |
177.87 |
178.10 |
177.45 |
177.98 |
+0.64 |
3,138 |
94,463 |
+812 |
Jun06 |
060202 |
178.13 |
178.13 |
178.13 |
178.13 |
+0.64 |
7 |
411 |
+1 |
Sep06 |
060202 |
178.52 |
178.52 |
178.28 |
178.28 |
+0.64 |
1 |
28 |
+1 |
Total Volume and Open Interest |
3,146 |
94,905 |
+814 |
Canadian Dollar(CME) |
Mar06 |
060202 |
87.68 |
87.69 |
87.33 |
87.51 |
-0.28 |
2,993 |
117,318 |
+3,007 |
Jun06 |
060202 |
87.70 |
87.85 |
87.68 |
87.74 |
-0.28 |
45 |
2,360 |
+44 |
Sep06 |
060202 |
87.88 |
87.95 |
87.82 |
87.94 |
-0.28 |
5 |
399 |
+3 |
Dec06 |
060202 |
88.16 |
88.16 |
88.14 |
88.14 |
-0.28 |
5 |
174 |
-5 |
Total Volume and Open Interest |
3,049 |
120,364 |
+3,050 |
Japanese Yen(CME) |
Mar06 |
060202 |
84.77 |
85.00 |
84.68 |
84.81 |
-0.40 |
7,967 |
172,305 |
+4,922 |
Jun06 |
060202 |
85.90 |
86.10 |
85.90 |
85.90 |
-0.40 |
0 |
21,203 |
-71 |
Sep06 |
060202 |
86.91 |
86.91 |
86.91 |
86.91 |
-0.40 |
0 |
34 |
+0 |
Total Volume and Open Interest |
7,967 |
193,575 |
+4,851 |
Swiss Franc(CME) |
Mar06 |
060202 |
77.88 |
78.18 |
77.66 |
78.13 |
+0.27 |
8,034 |
85,258 |
+2,426 |
Jun06 |
060202 |
78.87 |
78.87 |
78.87 |
78.87 |
+0.27 |
7 |
1,295 |
+73 |
Sep06 |
060202 |
79.51 |
79.51 |
79.51 |
79.51 |
+0.27 |
0 |
25 |
+0 |
Total Volume and Open Interest |
8,042 |
86,622 |
+2,500 |
EuroFX(CME) |
Mar06 |
060202 |
120.96 |
121.35 |
120.68 |
121.26 |
+0.39 |
7,589 |
139,899 |
-3,397 |
Jun06 |
060202 |
121.44 |
121.95 |
121.44 |
121.95 |
+0.39 |
306 |
2,931 |
-123 |
Sep06 |
060202 |
122.56 |
122.56 |
122.56 |
122.56 |
+0.39 |
0 |
1,470 |
+0 |
Total Volume and Open Interest |
7,895 |
144,430 |
-3,523 |
Mexican Peso(CME) |
Mar06 |
060202 |
9550.0 |
9550.0 |
9490.0 |
9500.0 |
-25.0 |
8,513 |
91,499 |
+0 |
Jun06 |
060202 |
9440.0 |
9440.0 |
9415.0 |
9422.0 |
-25.0 |
5 |
625 |
+4 |
Total Volume and Open Interest |
8,546 |
117,640 |
+0 |
30-Year T-Bonds(CBOT) |
Mar06 |
060202 |
112~19 |
112~30 |
112~12 |
112~22 |
+0~03 |
373,976 |
592,038 |
-1,466 |
Jun06 |
060202 |
112~00 |
112~26 |
112~00 |
112~20 |
+0~03 |
2,244 |
13,191 |
-342 |
Sep06 |
060202 |
112~20 |
112~20 |
112~20 |
112~20 |
+0~03 |
3 |
58 |
+3 |
Total Volume and Open Interest |
376,231 |
605,314 |
-1,797 |
10-Year T-Notes(CBOT) |
Mar06 |
060202 |
108~055 |
108~115 |
108~015 |
108~060 |
unch |
935,213 |
1,895,483 |
+25,588 |
Jun06 |
060202 |
108~035 |
108~070 |
108~005 |
108~030 |
+0~005 |
33,728 |
93,246 |
+16,991 |
Total Volume and Open Interest |
968,942 |
1,989,374 |
+42,580 |
5-Year T-Notes(CBOT) |
Mar06 |
060202 |
105~170 |
105~185 |
105~140 |
105~160 |
-0~005 |
523,016 |
0 |
+0 |
Jun06 |
060202 |
105~150 |
105~150 |
105~145 |
105~145 |
-0~005 |
10,048 |
0 |
+0 |
Sep06 |
060202 |
105~165 |
105~165 |
105~165 |
105~165 |
-0~005 |
|
|
|
Total Volume and Open Interest |
533,064 |
1 |
+0 |
2 Year T-Notes(CBOT) |
Mar06 |
060202 |
102~041 |
102~045 |
102~040 |
102~040 |
unch |
3,345 |
494,395 |
+16,615 |
Jun06 |
060202 |
102~038 |
102~038 |
102~038 |
102~038 |
unch |
1,675 |
2,446 |
+1,849 |
Total Volume and Open Interest |
5,020 |
496,841 |
+18,464 |
Eurodollars(CME) |
Mar06 |
060202 |
95.160 |
95.165 |
95.145 |
95.155 |
unch |
25,499 |
1,225,120 |
+34 |
Jun06 |
060202 |
95.020 |
95.030 |
95.005 |
95.015 |
unch |
43,915 |
1,352,654 |
+12,748 |
Sep06 |
060202 |
95.005 |
95.030 |
94.995 |
95.010 |
unch |
342,868 |
1,146,527 |
+16,353 |
Dec06 |
060202 |
95.060 |
95.065 |
95.030 |
95.045 |
-0.005 |
25,000 |
1,160,116 |
-49,893 |
Mar07 |
060202 |
95.110 |
95.110 |
95.085 |
95.095 |
-0.010 |
26,246 |
950,613 |
+15,449 |
Jun07 |
060202 |
95.130 |
95.130 |
95.105 |
95.115 |
-0.010 |
27,664 |
733,341 |
+18,913 |
Sep07 |
060202 |
95.135 |
95.140 |
95.125 |
95.125 |
-0.010 |
13,432 |
464,620 |
+3,623 |
Dec07 |
060202 |
95.125 |
95.130 |
95.110 |
95.120 |
-0.005 |
13,844 |
351,095 |
-1,434 |
Mar08 |
060202 |
95.125 |
95.135 |
95.115 |
95.120 |
-0.005 |
10,153 |
262,414 |
+2,435 |
Jun08 |
060202 |
95.100 |
95.120 |
95.095 |
95.105 |
unch |
13,152 |
255,319 |
+4,424 |
Sep08 |
060202 |
95.075 |
95.095 |
95.070 |
95.085 |
unch |
7,231 |
207,423 |
-757 |
Dec08 |
060202 |
95.035 |
95.055 |
95.035 |
95.045 |
unch |
7,191 |
149,212 |
+1,187 |
Mar09 |
060202 |
95.035 |
95.040 |
95.020 |
95.030 |
unch |
3,403 |
131,411 |
+482 |
Jun09 |
060202 |
95.005 |
95.020 |
94.990 |
95.005 |
+0.005 |
4,703 |
106,451 |
-1,543 |
Sep09 |
060202 |
94.980 |
94.985 |
94.965 |
94.980 |
+0.005 |
4,926 |
98,545 |
+2,624 |
Dec09 |
060202 |
94.940 |
94.945 |
94.925 |
94.940 |
+0.005 |
4,577 |
89,931 |
+381 |
Mar10 |
060202 |
94.935 |
94.935 |
94.925 |
94.930 |
+0.005 |
3,335 |
61,269 |
-727 |
Jun10 |
060202 |
94.910 |
94.910 |
94.905 |
94.905 |
+0.005 |
4,970 |
65,269 |
-1,882 |
Total Volume and Open Interest |
285,353 |
9,035,620 |
+34,605 |
3-Mth Euro-Yen(CME) |
Mar06 |
060202 |
99.88 |
99.88 |
99.87 |
99.87 |
-0.01 |
0 |
8,608 |
+0 |
Jun06 |
060202 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
301 |
10,290 |
+311 |
Sep06 |
060202 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
30 |
7,210 |
-35 |
Dec06 |
060202 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
531 |
7,328 |
-263 |
Mar07 |
060202 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
18 |
859 |
-88 |
Jun07 |
060202 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
73 |
4,005 |
+278 |
Sep07 |
060202 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
0 |
1,708 |
+0 |
Dec07 |
060202 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.01 |
500 |
653 |
+582 |
Mar08 |
060202 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.02 |
0 |
51 |
+0 |
Jun08 |
060202 |
98.92 |
98.92 |
98.92 |
98.92 |
-0.02 |
0 |
252 |
+0 |
Total Volume and Open Interest |
1,453 |
40,964 |
+785 |
3-Mth Euro-Yen(SIMEX) |
Mar06 |
060202 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
4,383 |
67,126 |
-2,558 |
Jun06 |
060202 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
3,059 |
64,157 |
+724 |
Sep06 |
060202 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
300 |
39,618 |
-491 |
Dec06 |
060202 |
99.59 |
99.59 |
99.58 |
99.58 |
-0.01 |
5,285 |
62,927 |
+824 |
Mar07 |
060202 |
99.46 |
99.46 |
99.45 |
99.46 |
-0.01 |
448 |
31,432 |
+23 |
Jun07 |
060202 |
99.35 |
99.35 |
99.34 |
99.35 |
-0.01 |
2,428 |
18,238 |
-912 |
Sep07 |
060202 |
99.25 |
99.25 |
99.24 |
99.24 |
-0.01 |
180 |
5,108 |
-100 |
Dec07 |
060202 |
99.14 |
99.14 |
99.12 |
99.13 |
-0.02 |
822 |
13,678 |
+167 |
Total Volume and Open Interest |
16,905 |
319,623 |
-2,323 |
German Euro-Bund(EUREX) |
Mar06 |
060202 |
119.94 |
120.12 |
119.77 |
119.92 |
-0.03 |
1,710,821 |
1,409,701 |
+59,008 |
Jun06 |
060202 |
119.24 |
119.24 |
118.95 |
119.09 |
-0.03 |
1,359 |
20,321 |
+559 |
Sep06 |
060202 |
119.42 |
119.42 |
119.42 |
119.42 |
-0.10 |
300 |
12 |
+10 |
Total Volume and Open Interest |
1,712,480 |
1,430,034 |
+37,825 |
German Euro-Bobl(EUREX) |
Mar06 |
051219 |
112.95 |
113.08 |
112.85 |
112.96 |
-0.12 |
558,597 |
846,690 |
+165,225 |
Jun06 |
060202 |
111.13 |
111.25 |
111.13 |
111.15 |
+0.01 |
22,180 |
17,362 |
+4,019 |
Sep06 |
060202 |
111.57 |
111.57 |
111.57 |
111.57 |
unch |
1,981 |
0 |
+0 |
Total Volume and Open Interest |
884,867 |
1,132,624 |
+21,164 |
Long Gilt(LIFFE) |
Mar06 |
060202 |
113~25 |
113~28 |
113~16 |
113~17 |
-0~07 |
81,412 |
250,657 |
+1,544 |
Jun06 |
060202 |
113~05 |
113~05 |
113~05 |
113~05 |
-0~07 |
|
|
|
Total Volume and Open Interest |
81,412 |
250,657 |
+1,544 |
3-Mth Short Sterling(LIFFE) |
Mar06 |
060202 |
95.40 |
95.40 |
95.40 |
95.40 |
unch |
27,930 |
340,249 |
+115 |
Jun06 |
060202 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.01 |
101,221 |
407,737 |
+29,736 |
Sep06 |
060202 |
95.35 |
95.35 |
95.35 |
95.35 |
-0.01 |
79,549 |
285,541 |
+1,642 |
Total Volume and Open Interest |
404,429 |
1,854,149 |
+78,307 |
3-Mth Euribor(LIFFE) |
Mar06 |
060202 |
97.310 |
97.320 |
97.300 |
97.310 |
+0.005 |
80,157 |
664,114 |
-1 |
Jun06 |
060202 |
97.085 |
97.120 |
97.085 |
97.100 |
+0.015 |
97,481 |
618,591 |
+10,188 |
Sep06 |
060202 |
96.925 |
96.970 |
96.920 |
96.945 |
+0.015 |
76,070 |
469,402 |
+7,897 |
Total Volume and Open Interest |
464,498 |
3,291,829 |
+32,396 |
3-Mth Aus T-Bills(SFE) |
Mar06 |
060202 |
94.38 |
94.38 |
94.37 |
94.38 |
-0.01 |
4,276 |
128,590 |
-482 |
Jun06 |
060202 |
94.40 |
94.41 |
94.39 |
94.40 |
-0.03 |
39,156 |
250,746 |
+9,162 |
Sep06 |
060202 |
94.38 |
94.40 |
94.37 |
94.38 |
-0.04 |
11,042 |
75,453 |
-369 |
Dec06 |
060202 |
94.35 |
94.37 |
94.33 |
94.35 |
-0.06 |
8,017 |
52,471 |
+3,425 |
Mar07 |
060202 |
94.33 |
94.33 |
94.30 |
94.31 |
-0.07 |
3,296 |
25,753 |
+1,608 |
Jun07 |
060202 |
94.30 |
94.30 |
94.28 |
94.28 |
-0.07 |
4,104 |
31,080 |
-2,442 |
Sep07 |
060202 |
94.25 |
94.26 |
94.25 |
94.25 |
-0.07 |
631 |
20,460 |
+516 |
Dec07 |
060202 |
94.23 |
94.23 |
94.22 |
94.22 |
-0.07 |
452 |
8,525 |
+245 |
Mar08 |
060202 |
94.19 |
94.19 |
94.19 |
94.19 |
-0.07 |
0 |
4,235 |
+0 |
Jun08 |
060202 |
94.17 |
94.17 |
94.17 |
94.17 |
-0.07 |
0 |
1,526 |
+0 |
Total Volume and Open Interest |
70,974 |
600,364 |
+11,663 |
10-Year Aus T-Bonds(SFE) |
Mar06 |
060202 |
94.58 |
94.60 |
94.57 |
94.58 |
-0.04 |
36,165 |
336,555 |
+3,416 |
Jun06 |
060202 |
94.58 |
94.58 |
94.58 |
94.58 |
-0.04 |
|
|
|
Total Volume and Open Interest |
36,165 |
336,555 |
+3,416 |
3-Year Aus T-Bonds(SFE) |
Mar06 |
060202 |
94.66 |
94.67 |
94.65 |
94.66 |
-0.06 |
75,224 |
412,588 |
+1,588 |
Jun06 |
060202 |
94.66 |
94.66 |
94.66 |
94.66 |
-0.06 |
|
|
|
Total Volume and Open Interest |
75,224 |
412,588 |
+1,588 |
Gold(CMX) |
Feb06 |
060202 |
572.6 |
575.3 |
568.0 |
572.5 |
+3.1 |
3,768 |
3,730 |
-2,358 |
Apr06 |
060202 |
576.8 |
579.5 |
573.3 |
576.8 |
+2.8 |
62,820 |
248,300 |
+5,110 |
Jun06 |
060202 |
581.5 |
585.0 |
578.5 |
581.9 |
+2.9 |
2,303 |
31,241 |
+143 |
Aug06 |
060202 |
587.0 |
589.0 |
584.0 |
587.0 |
+2.9 |
456 |
5,266 |
+205 |
Oct06 |
060202 |
591.5 |
592.3 |
590.5 |
592.3 |
+3.0 |
161 |
7,221 |
+130 |
Dec06 |
060202 |
597.0 |
600.5 |
595.0 |
597.5 |
+3.2 |
248 |
14,376 |
-35 |
Feb07 |
060202 |
602.5 |
602.7 |
602.5 |
602.7 |
+3.3 |
10 |
7,178 |
+10 |
Apr07 |
060202 |
608.1 |
608.1 |
607.8 |
607.8 |
+3.4 |
0 |
1,332 |
+0 |
Jun07 |
060202 |
612.9 |
612.9 |
612.9 |
612.9 |
+3.5 |
0 |
7,990 |
+0 |
Aug07 |
060202 |
618.0 |
618.0 |
618.0 |
618.0 |
+3.6 |
10 |
195 |
-5 |
Oct07 |
060202 |
623.1 |
623.1 |
623.1 |
623.1 |
+3.7 |
0 |
2 |
+0 |
Dec07 |
060202 |
629.0 |
630.0 |
628.0 |
628.2 |
+3.8 |
9 |
8,769 |
+0 |
Total Volume and Open Interest |
69,821 |
342,844 |
+3,199 |
Silver(CMX) |
Mar06 |
060202 |
988.0 |
991.5 |
973.0 |
987.7 |
+8.2 |
25,512 |
84,548 |
-4,878 |
May06 |
060202 |
995.5 |
1001.0 |
982.0 |
995.8 |
+8.2 |
2,121 |
10,140 |
+1,164 |
Jul06 |
060202 |
1001.0 |
1006.5 |
985.0 |
1001.5 |
+8.4 |
922 |
11,015 |
+188 |
Sep06 |
060202 |
997.0 |
1005.2 |
997.0 |
1005.2 |
+7.5 |
0 |
4,761 |
+0 |
Dec06 |
060202 |
1005.0 |
1020.0 |
1000.0 |
1010.2 |
+6.9 |
567 |
13,196 |
+323 |
Mar07 |
060202 |
1012.0 |
1012.0 |
1012.0 |
1012.0 |
+6.5 |
75 |
953 |
+69 |
May07 |
060202 |
1005.0 |
1013.7 |
1005.0 |
1013.7 |
+6.3 |
0 |
3 |
+0 |
Total Volume and Open Interest |
29,347 |
130,206 |
-3,053 |
Platinum(NYM) |
Apr06 |
060202 |
1087.0 |
1091.0 |
1082.0 |
1089.3 |
+9.2 |
1,405 |
11,663 |
+134 |
Jul06 |
060202 |
1094.3 |
1094.3 |
1094.3 |
1094.3 |
+9.2 |
100 |
257 |
+100 |
Total Volume and Open Interest |
1,505 |
11,920 |
+234 |
Palladium(NYME) |
Mar06 |
060202 |
300.00 |
311.90 |
299.00 |
308.85 |
+12.25 |
1,452 |
13,957 |
+331 |
Jun06 |
060202 |
302.00 |
315.95 |
302.00 |
312.65 |
+12.15 |
214 |
2,385 |
+134 |
Sep06 |
060202 |
313.00 |
320.00 |
313.00 |
314.65 |
+12.15 |
0 |
27 |
+0 |
Total Volume and Open Interest |
1,668 |
16,404 |
+465 |
Copper(CMX) |
Mar06 |
060202 |
225.90 |
231.50 |
225.20 |
230.90 |
+6.00 |
11,808 |
65,303 |
-727 |
May06 |
060202 |
223.50 |
228.70 |
223.10 |
228.15 |
+5.50 |
4,128 |
20,207 |
+1,270 |
Jul06 |
060202 |
218.80 |
224.50 |
218.80 |
224.15 |
+5.70 |
495 |
4,883 |
+124 |
Sep06 |
060202 |
215.80 |
220.15 |
215.80 |
220.15 |
+5.80 |
240 |
2,727 |
+222 |
Dec06 |
060202 |
209.80 |
215.00 |
209.80 |
213.90 |
+5.45 |
114 |
2,196 |
-23 |
Total Volume and Open Interest |
17,326 |
102,073 |
+779 |
Aluminum(CMX) |
Feb06 |
060202 |
119.85 |
119.85 |
119.85 |
119.85 |
+0.50 |
10 |
256 |
-10 |
Mar06 |
060202 |
120.50 |
120.50 |
120.50 |
120.50 |
+0.50 |
24 |
200 |
+20 |
Apr06 |
060202 |
120.60 |
120.60 |
120.60 |
120.60 |
+0.50 |
0 |
50 |
+0 |
May06 |
060202 |
120.75 |
120.75 |
120.75 |
120.75 |
+0.50 |
0 |
69 |
+0 |
Jun06 |
060202 |
120.70 |
120.70 |
120.70 |
120.70 |
+0.50 |
0 |
50 |
+0 |
Jul06 |
060202 |
120.45 |
120.45 |
120.45 |
120.45 |
+0.50 |
0 |
20 |
+0 |
Total Volume and Open Interest |
34 |
790 |
+10 |
DJIA Index(CBOT) |
Mar06 |
060202 |
10952 |
10960 |
10840 |
10859 |
-126 |
6,591 |
39,029 |
-78 |
Jun06 |
060202 |
10995 |
10995 |
10915 |
10929 |
-127 |
9 |
86 |
+3 |
Sep06 |
060202 |
10995 |
10995 |
10995 |
10995 |
-126 |
0 |
1 |
+0 |
Dec06 |
060202 |
11030 |
11030 |
11030 |
11030 |
-126 |
0 |
6 |
+0 |
Total Volume and Open Interest |
6,600 |
39,122 |
-75 |
S & P 500(CME) |
Mar06 |
060202 |
1284.00 |
1284.20 |
1270.80 |
1271.90 |
-15.40 |
32,178 |
647,702 |
+11 |
Jun06 |
060202 |
1285.00 |
1285.00 |
1281.80 |
1281.80 |
-15.50 |
4,462 |
10,206 |
+3,429 |
Sep06 |
060202 |
1302.50 |
1302.50 |
1291.70 |
1291.70 |
-15.40 |
10 |
5,906 |
-4 |
Dec06 |
060202 |
1301.60 |
1301.60 |
1301.60 |
1301.60 |
-15.20 |
0 |
405 |
+0 |
Total Volume and Open Interest |
36,650 |
664,296 |
+3,436 |
S & P 500 E-Mini(Globex) |
Mar06 |
060202 |
1286.75 |
1287.25 |
1270.50 |
1272.00 |
-15.25 |
997,495 |
1,219,717 |
+7,613 |
Jun06 |
060202 |
1295.50 |
1295.50 |
1281.25 |
1281.75 |
-15.50 |
505 |
4,638 |
+23 |
Total Volume and Open Interest |
998,000 |
1,224,355 |
+7,636 |
NASDAQ 100(CME) |
Mar06 |
060202 |
1716.50 |
1719.00 |
1688.50 |
1689.00 |
-34.50 |
6,969 |
62,258 |
-476 |
Jun06 |
060202 |
1707.50 |
1707.50 |
1707.50 |
1707.50 |
-34.50 |
0 |
27 |
+0 |
Sep06 |
060202 |
1726.00 |
1726.00 |
1726.00 |
1726.00 |
-34.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,969 |
62,286 |
-476 |
NASDAQ 100 E-Mini(Globex) |
Mar06 |
060202 |
1723.50 |
1723.50 |
1688.50 |
1689.00 |
-34.50 |
338,929 |
365,270 |
+6,542 |
Jun06 |
060202 |
1741.50 |
1741.50 |
1707.50 |
1707.50 |
-34.50 |
34 |
116 |
-10 |
Total Volume and Open Interest |
338,963 |
365,386 |
+6,532 |
S & P Midcap 400(CME) |
Mar06 |
060202 |
784.00 |
784.75 |
775.00 |
775.90 |
-9.90 |
488 |
11,959 |
+182 |
Jun06 |
060202 |
782.40 |
782.40 |
782.40 |
782.40 |
-9.90 |
0 |
7 |
+0 |
Sep06 |
060202 |
131.04 |
131.04 |
131.04 |
131.04 |
-9.90 |
|
|
|
Total Volume and Open Interest |
488 |
11,966 |
+182 |
Russell 2000(CME) |
Mar06 |
060202 |
737.00 |
738.00 |
724.75 |
727.60 |
-10.80 |
1,644 |
28,562 |
+16 |
Jun06 |
060202 |
733.20 |
733.20 |
733.20 |
733.20 |
-10.80 |
0 |
7 |
+0 |
Sep06 |
060202 |
738.70 |
738.70 |
738.70 |
738.70 |
-10.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,644 |
28,574 |
+16 |
Russell 2000 E-Mini(Globex) |
Mar06 |
060202 |
738.40 |
739.00 |
723.80 |
727.60 |
-10.80 |
117,143 |
266,377 |
-382 |
Jun06 |
060202 |
740.30 |
740.30 |
731.20 |
733.20 |
-10.80 |
13 |
240 |
+1 |
Total Volume and Open Interest |
117,156 |
266,617 |
-381 |
Value Line(KCBT) |
Mar06 |
060202 |
2055.50 |
2055.50 |
2023.00 |
2031.00 |
-27.00 |
71 |
193 |
+6 |
Total Volume and Open Interest |
71 |
195 |
+6 |
Nikkei 225(CME) |
Mar06 |
060202 |
16645 |
16740 |
16620 |
16705 |
+215 |
66,289 |
213,065 |
-5,504 |
Jun06 |
060202 |
16575 |
16660 |
16565 |
16640 |
+230 |
34 |
1,294 |
+2 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Mar06 |
060202 |
16645 |
16740 |
16620 |
16705 |
+215 |
66,289 |
213,065 |
-5,504 |
Jun06 |
060202 |
16575 |
16660 |
16565 |
16640 |
+230 |
34 |
1,294 |
+2 |
Sep06 |
060202 |
16640 |
16640 |
16640 |
16640 |
+230 |
0 |
3 |
+0 |
Total Volume and Open Interest |
66,370 |
214,518 |
-5,502 |
CAC 40(MATIF) |
Feb06 |
060202 |
5007.5 |
5019.0 |
4931.5 |
4936.0 |
-62.5 |
86,574 |
372,205 |
+17,951 |
Mar06 |
060202 |
5019.5 |
5027.0 |
4943.5 |
4945.5 |
-62.5 |
2,118 |
114,812 |
+118 |
Apr06 |
060202 |
5025.5 |
5026.0 |
4957.5 |
4957.5 |
-62.5 |
242 |
894 |
+66 |
Total Volume and Open Interest |
88,934 |
488,095 |
+18,135 |
Hang Seng Index(HKFE) |
Feb06 |
060202 |
15825 |
15835 |
15690 |
15701 |
-80 |
39,263 |
112,500 |
+6,137 |
Mar06 |
060202 |
15800 |
15800 |
15630 |
15648 |
-73 |
647 |
2,418 |
+174 |
Total Volume and Open Interest |
39,981 |
115,475 |
+6,348 |
DAX Index(EUREX) |
Mar06 |
060202 |
5750.5 |
5777.0 |
5647.0 |
5663.5 |
-76.5 |
153,490 |
237,773 |
+214 |
Jun06 |
060202 |
5792.5 |
5814.0 |
5689.5 |
5702.0 |
-77.0 |
3,041 |
17,236 |
+2,471 |
Sep06 |
060202 |
5840.0 |
5858.0 |
5738.0 |
5744.5 |
-77.5 |
678 |
1,424 |
+17 |
Total Volume and Open Interest |
157,209 |
256,433 |
+2,702 |
FT-SE 100(LIFFE) |
Mar06 |
060202 |
5779.00 |
5794.50 |
5715.00 |
5721.00 |
-57.50 |
70,036 |
470,951 |
-1,847 |
Jun06 |
060202 |
5787.00 |
5793.50 |
5727.00 |
5732.50 |
-57.50 |
79 |
21,697 |
+9 |
Sep06 |
060202 |
5782.00 |
5782.00 |
5745.50 |
5745.50 |
-59.00 |
2 |
2,315 |
+0 |
Total Volume and Open Interest |
71,992 |
500,193 |
-1,963 |
SPI 200(SFE) |
Mar06 |
060202 |
4944.0 |
4954.0 |
4865.0 |
4875.0 |
-62.0 |
15,136 |
188,300 |
+2,864 |
Jun06 |
060202 |
4911.0 |
4911.0 |
4895.0 |
4895.0 |
-63.0 |
88 |
5,213 |
+11 |
Sep06 |
060202 |
4898.0 |
4898.0 |
4898.0 |
4898.0 |
-62.0 |
30 |
2,269 |
+13 |
Total Volume and Open Interest |
15,311 |
198,574 |
+2,873 |
GSCI(CME) |
Feb06 |
060202 |
443.40 |
443.40 |
434.90 |
436.70 |
-9.10 |
1,314 |
20,682 |
+940 |
Mar06 |
060202 |
446.60 |
448.15 |
443.60 |
444.60 |
-9.00 |
118 |
324 |
+107 |
Apr06 |
060202 |
453.50 |
453.50 |
448.60 |
448.60 |
-8.70 |
71 |
161 |
+61 |
Total Volume and Open Interest |
1,503 |
21,167 |
+1,108 |
Reuters CRB Index(NYBOT) |
Feb06 |
060202 |
359.25 |
359.35 |
359.25 |
359.35 |
-0.90 |
4 |
69 |
-1 |
Apr06 |
060202 |
363.10 |
363.10 |
362.00 |
362.60 |
-0.90 |
12 |
345 |
+2 |
Jun06 |
060202 |
365.85 |
365.85 |
365.85 |
365.85 |
-0.90 |
1 |
412 |
+0 |
Total Volume and Open Interest |
17 |
1,029 |
+1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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