|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu March 02, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar06 |
060302 |
575.00 |
593.00 |
572.50 |
591.00 |
+13.50 |
11,564 |
8,131 |
-10,618 |
| May06 |
060302 |
588.00 |
607.50 |
585.50 |
604.00 |
+13.00 |
43,141 |
187,315 |
+2,969 |
| Jul06 |
060302 |
598.00 |
618.50 |
597.00 |
614.75 |
+12.75 |
9,658 |
80,823 |
-357 |
| Aug06 |
060302 |
604.00 |
620.00 |
603.50 |
619.50 |
+14.50 |
849 |
5,246 |
+366 |
| Sep06 |
060302 |
609.25 |
622.50 |
609.25 |
622.50 |
+14.50 |
467 |
2,695 |
-214 |
| Nov06 |
060302 |
611.00 |
630.00 |
609.25 |
626.75 |
+12.25 |
5,006 |
58,742 |
+1,255 |
| Jan07 |
060302 |
617.00 |
634.00 |
617.00 |
631.50 |
+9.50 |
146 |
2,035 |
+107 |
| Total Volume and Open Interest |
71,182 |
349,937 |
-6,321 |
| Soybean Meal(CBOT) |
| Mar06 |
060302 |
171.80 |
176.90 |
171.40 |
176.20 |
+3.80 |
3,834 |
5,503 |
-2,824 |
| May06 |
060302 |
174.00 |
179.00 |
173.50 |
178.10 |
+3.50 |
16,759 |
59,000 |
+3,980 |
| Jul06 |
060302 |
176.00 |
181.70 |
176.00 |
180.70 |
+3.10 |
3,400 |
33,818 |
+1,542 |
| Aug06 |
060302 |
177.80 |
183.00 |
177.20 |
182.20 |
+3.40 |
844 |
9,657 |
+222 |
| Sep06 |
060302 |
179.00 |
184.00 |
178.50 |
183.00 |
+3.10 |
559 |
7,489 |
+294 |
| Oct06 |
060302 |
178.50 |
183.50 |
178.20 |
182.90 |
+3.20 |
103 |
5,535 |
+145 |
| Dec06 |
060302 |
180.00 |
185.50 |
180.00 |
184.70 |
+3.00 |
852 |
16,120 |
+492 |
| Jan07 |
060302 |
185.20 |
185.20 |
185.20 |
185.20 |
+2.70 |
11 |
458 |
+36 |
| Total Volume and Open Interest |
26,383 |
137,980 |
+3,897 |
| Soybean Oil(CBOT) |
| Mar06 |
060302 |
23.80 |
24.39 |
23.60 |
24.37 |
+0.57 |
5,559 |
4,638 |
-4,297 |
| May06 |
060302 |
24.08 |
24.80 |
23.99 |
24.75 |
+0.60 |
23,639 |
103,423 |
+4,578 |
| Jul06 |
060302 |
24.48 |
25.16 |
24.37 |
25.13 |
+0.56 |
3,709 |
40,901 |
+927 |
| Aug06 |
060302 |
24.53 |
25.25 |
24.50 |
25.25 |
+0.55 |
416 |
4,468 |
-95 |
| Sep06 |
060302 |
24.70 |
25.40 |
24.70 |
25.37 |
+0.55 |
124 |
4,468 |
+14 |
| Oct06 |
060302 |
24.88 |
25.55 |
24.88 |
25.55 |
+0.60 |
284 |
3,353 |
+111 |
| Dec06 |
060302 |
25.15 |
25.85 |
25.15 |
25.80 |
+0.55 |
628 |
16,842 |
+7 |
| Jan07 |
060302 |
25.97 |
25.97 |
25.97 |
25.97 |
+0.57 |
0 |
776 |
+14 |
| Total Volume and Open Interest |
34,366 |
180,197 |
+1,254 |
| Canola(WCE) |
| Mar06 |
060302 |
240.6 |
245.2 |
240.6 |
243.2 |
+0.3 |
571 |
1,020 |
-2,239 |
| May06 |
060302 |
250.8 |
253.7 |
249.3 |
252.6 |
+1.7 |
3,859 |
55,815 |
+961 |
| Jul06 |
060302 |
259.8 |
262.0 |
257.9 |
260.4 |
+1.4 |
796 |
19,643 |
+524 |
| Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
| Nov06 |
060302 |
275.4 |
279.3 |
275.0 |
278.3 |
+2.5 |
754 |
9,569 |
-170 |
| Total Volume and Open Interest |
5,987 |
86,673 |
-918 |
| Corn(CBOT) |
| Mar06 |
060302 |
223.50 |
229.00 |
222.50 |
228.50 |
+4.25 |
27,763 |
24,866 |
-22,337 |
| May06 |
060302 |
233.75 |
239.75 |
233.00 |
239.25 |
+4.50 |
87,884 |
513,827 |
+1,473 |
| Jul06 |
060302 |
243.50 |
249.50 |
242.75 |
249.25 |
+4.75 |
20,353 |
184,940 |
+3,163 |
| Sep06 |
060302 |
251.25 |
256.00 |
250.50 |
255.50 |
+3.75 |
3,071 |
38,954 |
+793 |
| Dec06 |
060302 |
260.75 |
265.50 |
260.00 |
265.00 |
+3.50 |
17,527 |
228,639 |
+4,972 |
| Mar07 |
060302 |
266.00 |
271.25 |
266.00 |
270.75 |
+3.00 |
1,161 |
24,401 |
+383 |
| Total Volume and Open Interest |
158,971 |
1,064,700 |
-10,290 |
| Wheat(CBOT) |
| Mar06 |
060302 |
361.00 |
369.00 |
359.00 |
369.00 |
+6.25 |
2,119 |
3,099 |
-4,426 |
| May06 |
060302 |
373.50 |
382.00 |
371.00 |
380.50 |
+6.50 |
29,270 |
229,036 |
-1,620 |
| Jul06 |
060302 |
384.00 |
392.00 |
382.00 |
391.75 |
+6.50 |
13,659 |
80,062 |
+1,412 |
| Sep06 |
060302 |
394.00 |
402.00 |
392.50 |
401.75 |
+5.50 |
1,090 |
10,351 |
+569 |
| Dec06 |
060302 |
406.50 |
414.50 |
405.00 |
414.00 |
+7.00 |
2,781 |
51,436 |
+714 |
| Total Volume and Open Interest |
49,914 |
391,970 |
-2,068 |
| Wheat(KCBT) |
| Mar06 |
060302 |
428.00 |
436.50 |
428.00 |
436.50 |
+3.50 |
1,780 |
2,094 |
-4,333 |
| May06 |
060302 |
433.00 |
440.00 |
430.50 |
439.75 |
+5.00 |
10,615 |
56,505 |
-1,473 |
| Jul06 |
060302 |
434.00 |
443.50 |
432.00 |
443.00 |
+6.25 |
9,673 |
43,709 |
-3,388 |
| Sep06 |
060302 |
439.50 |
447.00 |
438.00 |
446.00 |
+4.25 |
1,072 |
8,021 |
+445 |
| Dec06 |
060302 |
445.00 |
452.50 |
443.00 |
452.50 |
+5.00 |
1,693 |
19,406 |
+1,535 |
| Total Volume and Open Interest |
24,987 |
132,024 |
-7,006 |
| Wheat(MGE) |
| Mar06 |
060302 |
409.00 |
423.00 |
408.00 |
423.00 |
+13.00 |
294 |
291 |
-934 |
| May06 |
060302 |
416.00 |
428.00 |
414.00 |
425.50 |
+9.50 |
3,209 |
18,968 |
+357 |
| Jul06 |
060302 |
422.50 |
434.00 |
421.50 |
432.75 |
+10.25 |
2,214 |
11,391 |
+699 |
| Sep06 |
060302 |
428.50 |
438.00 |
426.50 |
436.50 |
+6.75 |
589 |
6,838 |
+309 |
| Dec06 |
060302 |
431.00 |
441.75 |
430.00 |
441.25 |
+9.25 |
675 |
8,710 |
+446 |
| Total Volume and Open Interest |
7,010 |
46,565 |
+896 |
| Oats(CBOT) |
| Mar06 |
060302 |
178.50 |
183.25 |
178.50 |
182.50 |
+3.00 |
144 |
159 |
-280 |
| May06 |
060302 |
185.50 |
189.50 |
185.25 |
188.50 |
+2.25 |
1,021 |
8,356 |
-373 |
| Jul06 |
060302 |
184.75 |
188.00 |
184.50 |
185.75 |
+0.75 |
83 |
866 |
+21 |
| Sep06 |
060302 |
174.50 |
174.50 |
174.50 |
174.50 |
unch |
0 |
128 |
+0 |
| Total Volume and Open Interest |
1,296 |
11,125 |
-560 |
| Rough Rice(CBOT) |
| Mar06 |
060302 |
8.08 |
8.20 |
8.08 |
8.20 |
+0.11 |
100 |
150 |
-336 |
| May06 |
060302 |
8.34 |
8.48 |
8.33 |
8.47 |
+0.08 |
624 |
7,075 |
+52 |
| Jul06 |
060302 |
8.64 |
8.73 |
8.64 |
8.73 |
+0.09 |
60 |
1,965 |
+8 |
| Sep06 |
060302 |
8.76 |
8.87 |
8.76 |
8.87 |
+0.08 |
35 |
623 |
+12 |
| Total Volume and Open Interest |
875 |
11,777 |
-236 |
| Live Cattle(CME) |
| Apr06 |
060302 |
86.900 |
86.900 |
86.300 |
86.800 |
-0.225 |
12,034 |
99,940 |
+99,940 |
| Jun06 |
060302 |
82.400 |
82.450 |
81.700 |
82.350 |
-0.275 |
8,921 |
57,106 |
+57,106 |
| Aug06 |
060302 |
82.400 |
82.650 |
81.900 |
82.575 |
+0.025 |
3,903 |
30,633 |
+30,633 |
| Oct06 |
060302 |
85.750 |
85.900 |
85.250 |
85.875 |
unch |
979 |
14,361 |
+14,361 |
| Dec06 |
060302 |
87.400 |
87.400 |
87.000 |
87.300 |
-0.075 |
498 |
6,815 |
+6,815 |
| Feb07 |
060302 |
88.500 |
88.575 |
88.150 |
88.575 |
-0.100 |
124 |
2,151 |
+2,151 |
| Total Volume and Open Interest |
26,497 |
211,046 |
+870 |
| Feeder Cattle(CME) |
| Mar06 |
060302 |
106.900 |
107.200 |
106.550 |
107.150 |
+0.025 |
1,520 |
6,409 |
+6,409 |
| Apr06 |
060302 |
107.700 |
107.800 |
106.900 |
107.500 |
-0.375 |
2,226 |
14,350 |
+14,350 |
| May06 |
060302 |
108.500 |
108.500 |
107.550 |
108.475 |
-0.100 |
1,536 |
8,696 |
+8,696 |
| Aug06 |
060302 |
109.425 |
109.750 |
108.750 |
109.675 |
+0.050 |
476 |
4,994 |
+4,994 |
| Sep06 |
060302 |
108.200 |
108.400 |
107.900 |
108.400 |
unch |
44 |
638 |
+638 |
| Oct06 |
060302 |
107.400 |
107.600 |
107.150 |
107.600 |
unch |
56 |
575 |
+575 |
| Nov06 |
060302 |
106.800 |
107.000 |
106.800 |
107.000 |
-0.150 |
30 |
237 |
+237 |
| Total Volume and Open Interest |
5,888 |
35,909 |
+221 |
| Lean Hogs(CME) |
| Apr06 |
060302 |
62.650 |
63.250 |
61.900 |
62.000 |
-0.700 |
14,820 |
80,928 |
+80,928 |
| May06 |
060302 |
68.900 |
69.200 |
68.450 |
68.725 |
-0.175 |
826 |
4,925 |
+4,925 |
| Jun06 |
060302 |
71.400 |
71.675 |
70.600 |
70.825 |
-0.525 |
12,871 |
41,144 |
+41,144 |
| Jul06 |
060302 |
69.300 |
69.750 |
68.750 |
68.925 |
-0.300 |
2,833 |
13,074 |
+13,074 |
| Aug06 |
060302 |
66.350 |
66.750 |
66.250 |
66.375 |
-0.075 |
1,263 |
7,901 |
+7,901 |
| Oct06 |
060302 |
57.250 |
57.550 |
56.900 |
57.100 |
-0.100 |
425 |
3,181 |
+3,181 |
| Dec06 |
060302 |
54.800 |
55.500 |
54.800 |
54.975 |
+0.225 |
103 |
2,248 |
+2,248 |
| Feb07 |
060302 |
56.900 |
57.175 |
56.900 |
57.175 |
+0.300 |
21 |
309 |
+309 |
| Total Volume and Open Interest |
33,162 |
153,723 |
+4,045 |
| Pork Bellies(CME) |
| Mar06 |
060302 |
90.700 |
90.875 |
89.150 |
89.425 |
-0.975 |
88 |
347 |
+347 |
| May06 |
060302 |
91.000 |
91.850 |
90.500 |
90.875 |
+0.150 |
378 |
1,199 |
+1,199 |
| Jul06 |
060302 |
91.500 |
91.900 |
91.500 |
91.500 |
+0.050 |
17 |
369 |
+369 |
| Aug06 |
060302 |
87.050 |
87.050 |
87.050 |
87.050 |
unch |
0 |
40 |
+40 |
| Feb07 |
060302 |
86.000 |
86.000 |
86.000 |
86.000 |
+0.500 |
0 |
6 |
+6 |
| Total Volume and Open Interest |
483 |
1,967 |
+72 |
| Class III Milk(CME) |
| Mar06 |
060302 |
11.16 |
11.31 |
11.16 |
11.19 |
-0.01 |
44 |
2,696 |
+2,696 |
| Apr06 |
060302 |
11.15 |
11.20 |
11.03 |
11.08 |
-0.09 |
105 |
3,043 |
+3,043 |
| May06 |
060302 |
11.02 |
11.11 |
11.00 |
11.11 |
+0.11 |
65 |
2,756 |
+2,756 |
| Jun06 |
060302 |
11.15 |
11.21 |
11.05 |
11.11 |
+0.01 |
47 |
2,749 |
+2,749 |
| Jul06 |
060302 |
11.35 |
11.35 |
11.21 |
11.30 |
+0.11 |
66 |
2,644 |
+2,644 |
| Total Volume and Open Interest |
824 |
28,973 |
-1,892 |
| Cocoa(NYBOT) |
| Mar06 |
060302 |
1455 |
1455 |
1425 |
1425 |
-9 |
6 |
75 |
-116 |
| May06 |
060302 |
1457 |
1475 |
1435 |
1437 |
-9 |
6,710 |
55,137 |
+2,156 |
| Jul06 |
060302 |
1480 |
1496 |
1458 |
1460 |
-9 |
469 |
18,154 |
+327 |
| Sep06 |
060302 |
1510 |
1512 |
1480 |
1480 |
-9 |
701 |
17,088 |
+230 |
| Dec06 |
060302 |
1535 |
1536 |
1509 |
1509 |
-9 |
200 |
12,323 |
+221 |
| Mar07 |
060302 |
1533 |
1533 |
1533 |
1533 |
-9 |
123 |
12,924 |
-167 |
| May07 |
060302 |
1552 |
1552 |
1552 |
1552 |
-9 |
119 |
2,932 |
+195 |
| Total Volume and Open Interest |
8,328 |
128,455 |
+2,846 |
| Coffee "C"(NYBOT) |
| Mar06 |
060302 |
111.50 |
112.20 |
110.00 |
110.10 |
-2.10 |
46 |
573 |
-90 |
| May06 |
060302 |
113.00 |
114.30 |
111.60 |
112.00 |
-2.05 |
9,706 |
65,056 |
+123 |
| Jul06 |
060302 |
116.00 |
116.80 |
114.20 |
114.55 |
-2.10 |
2,524 |
15,117 |
+1,389 |
| Sep06 |
060302 |
118.10 |
118.25 |
116.60 |
116.60 |
-2.25 |
293 |
7,231 |
+453 |
| Dec06 |
060302 |
120.70 |
121.50 |
119.20 |
119.20 |
-2.25 |
64 |
4,574 |
+16 |
| Mar07 |
060302 |
123.75 |
123.75 |
122.00 |
122.00 |
-2.35 |
0 |
2,375 |
+124 |
| Total Volume and Open Interest |
12,874 |
96,098 |
+2,096 |
| Orange Juice(NYBOT) |
| Mar06 |
060302 |
130.10 |
132.70 |
130.00 |
132.05 |
+0.75 |
946 |
2,268 |
-2,996 |
| May06 |
060302 |
130.60 |
132.80 |
129.60 |
132.05 |
+0.50 |
3,495 |
22,905 |
+1,103 |
| Jul06 |
060302 |
129.50 |
130.80 |
129.00 |
130.80 |
+0.50 |
443 |
4,709 |
+403 |
| Sep06 |
060302 |
128.00 |
129.00 |
128.00 |
128.75 |
-0.30 |
230 |
2,738 |
+298 |
| Nov06 |
060302 |
127.50 |
127.50 |
127.50 |
127.50 |
-0.55 |
10 |
1,199 |
+10 |
| Total Volume and Open Interest |
5,124 |
35,456 |
-1,180 |
| Sugar #11(NYBOT) |
| May06 |
060302 |
16.50 |
16.93 |
16.46 |
16.88 |
+0.09 |
26,247 |
230,337 |
-3,348 |
| Jul06 |
060302 |
16.40 |
16.60 |
16.35 |
16.60 |
+0.11 |
12,166 |
85,265 |
+234 |
| Oct06 |
060302 |
16.23 |
16.49 |
16.17 |
16.48 |
+0.15 |
5,556 |
60,280 |
+552 |
| Mar07 |
060302 |
16.10 |
16.36 |
16.05 |
16.36 |
+0.16 |
3,456 |
42,929 |
-939 |
| May07 |
060302 |
15.95 |
16.17 |
15.94 |
16.17 |
+0.16 |
1,887 |
18,389 |
+578 |
| Total Volume and Open Interest |
49,763 |
458,458 |
-11,749 |
| Sugar #14(NYBOT) |
| Mar06 |
060208 |
24.20 |
24.40 |
24.20 |
24.40 |
-0.38 |
306 |
848 |
-287 |
| May06 |
060302 |
22.50 |
22.86 |
22.48 |
22.84 |
+0.35 |
91 |
3,615 |
-414 |
| Jul06 |
060302 |
22.50 |
22.85 |
22.50 |
22.85 |
+0.35 |
34 |
4,071 |
+81 |
| Sep06 |
060302 |
22.55 |
22.90 |
22.55 |
22.90 |
+0.30 |
37 |
2,617 |
+375 |
| Nov06 |
060302 |
22.30 |
22.45 |
22.30 |
22.45 |
+0.05 |
1 |
918 |
+1 |
| Total Volume and Open Interest |
165 |
13,546 |
+58 |
| London Cocoa(LCE) |
| Mar06 |
060302 |
856 |
868 |
847 |
848 |
-4 |
1,743 |
49,676 |
+49,676 |
| May06 |
060302 |
877 |
887 |
866 |
867 |
-3 |
5,530 |
36,449 |
+36,449 |
| Jul06 |
060302 |
886 |
897 |
878 |
879 |
-4 |
2,327 |
46,502 |
+46,502 |
| Sep06 |
060302 |
903 |
910 |
895 |
895 |
-4 |
1,011 |
26,262 |
+26,262 |
| Dec06 |
060302 |
918 |
924 |
910 |
910 |
-4 |
2,365 |
26,404 |
+26,404 |
| Mar07 |
060302 |
925 |
937 |
918 |
919 |
-2 |
188 |
10,067 |
+10,067 |
| May07 |
060302 |
929 |
929 |
929 |
929 |
-2 |
0 |
768 |
+768 |
| Total Volume and Open Interest |
13,164 |
196,227 |
+12,355 |
| London Coffee(LCE) |
| Mar06 |
060302 |
1202.00 |
1203.00 |
1197.00 |
1200.00 |
-2.00 |
765 |
2,720 |
+2,720 |
| May06 |
060302 |
1228.00 |
1228.00 |
1213.00 |
1220.00 |
-5.00 |
11,762 |
74,828 |
+74,828 |
| Jul06 |
060302 |
1235.00 |
1236.00 |
1222.00 |
1230.00 |
-2.00 |
1,072 |
22,372 |
+22,372 |
| Sep06 |
060302 |
1235.00 |
1238.00 |
1229.00 |
1237.00 |
unch |
448 |
9,990 |
+9,990 |
| Nov06 |
060302 |
1235.00 |
1241.00 |
1234.00 |
1241.00 |
-4.00 |
21 |
835 |
+835 |
| Jan07 |
060302 |
1241.00 |
1247.00 |
1236.00 |
1247.00 |
-4.00 |
0 |
223 |
+223 |
| Total Volume and Open Interest |
14,068 |
111,022 |
-6,723 |
| London Sugar(LCE) |
| Mar06 |
060213 |
438.90 |
447.00 |
431.50 |
446.20 |
+8.90 |
2,044 |
3,042 |
-914 |
| May06 |
060302 |
434.00 |
438.80 |
431.50 |
437.30 |
+1.60 |
2,666 |
31,406 |
+31,406 |
| Aug06 |
060302 |
431.90 |
434.00 |
429.00 |
433.80 |
+1.60 |
482 |
16,810 |
+16,810 |
| Oct06 |
060302 |
426.10 |
431.30 |
425.50 |
430.80 |
+1.80 |
416 |
10,484 |
+10,484 |
| Dec06 |
060302 |
422.40 |
424.00 |
420.10 |
424.00 |
+2.00 |
8 |
3,959 |
+3,959 |
| Total Volume and Open Interest |
3,626 |
68,051 |
+183 |
| Cotton(NYBOT) |
| Mar06 |
060302 |
55.10 |
55.50 |
55.00 |
55.18 |
-0.42 |
57 |
2,569 |
-128 |
| May06 |
060302 |
55.15 |
55.40 |
54.65 |
54.71 |
-0.65 |
7,000 |
93,267 |
+8 |
| Jul06 |
060302 |
56.40 |
56.60 |
56.00 |
56.00 |
-0.57 |
2,208 |
14,364 |
+1,278 |
| Oct06 |
060302 |
57.70 |
57.70 |
57.70 |
57.70 |
-0.50 |
3 |
396 |
+123 |
| Dec06 |
060302 |
58.95 |
59.15 |
58.60 |
58.65 |
-0.53 |
883 |
9,375 |
+223 |
| Mar07 |
060302 |
60.50 |
60.50 |
60.20 |
60.22 |
-0.33 |
57 |
1,778 |
+41 |
| Total Volume and Open Interest |
10,208 |
123,399 |
+1,546 |
| Lumber(CME) |
| Mar06 |
060302 |
337.0 |
339.0 |
333.5 |
338.6 |
+6.4 |
415 |
1,132 |
+1,132 |
| May06 |
060302 |
337.3 |
341.5 |
337.0 |
341.4 |
+4.9 |
415 |
2,829 |
+2,829 |
| Jul06 |
060302 |
341.1 |
343.6 |
339.6 |
343.0 |
+3.2 |
44 |
459 |
+459 |
| Sep06 |
060302 |
349.9 |
350.0 |
349.9 |
349.9 |
+3.0 |
3 |
139 |
+139 |
| Total Volume and Open Interest |
877 |
4,573 |
-175 |
| Crude Oil(NYM) |
| Apr06 |
060302 |
62.48 |
63.50 |
62.35 |
63.36 |
+1.39 |
91,941 |
236,594 |
-22,551 |
| May06 |
060302 |
64.15 |
65.25 |
64.00 |
65.07 |
+1.45 |
62,366 |
140,495 |
+26,682 |
| Jun06 |
060302 |
65.15 |
66.15 |
65.00 |
66.05 |
+1.39 |
37,532 |
91,768 |
+1,675 |
| Jul06 |
060302 |
66.10 |
66.80 |
65.90 |
66.80 |
+1.37 |
7,642 |
37,734 |
+2,000 |
| Aug06 |
060302 |
66.50 |
67.38 |
66.50 |
67.38 |
+1.36 |
4,558 |
21,771 |
-289 |
| Sep06 |
060302 |
67.25 |
67.84 |
67.00 |
67.84 |
+1.35 |
2,812 |
26,897 |
+1,358 |
| Oct06 |
060302 |
67.45 |
68.21 |
67.45 |
68.21 |
+1.33 |
3,012 |
23,939 |
+840 |
| Nov06 |
060302 |
67.70 |
68.49 |
67.70 |
68.49 |
+1.31 |
3,425 |
14,152 |
-580 |
| Dec06 |
060302 |
67.75 |
68.72 |
67.75 |
68.72 |
+1.29 |
13,253 |
76,184 |
+2,975 |
| Jan07 |
060302 |
68.50 |
68.90 |
68.50 |
68.90 |
+1.27 |
1,228 |
17,593 |
+474 |
| Feb07 |
060302 |
69.06 |
69.06 |
69.06 |
69.06 |
+1.24 |
421 |
5,539 |
+372 |
| Mar07 |
060302 |
68.50 |
69.17 |
68.50 |
69.17 |
+1.21 |
50 |
8,357 |
+381 |
| Apr07 |
060302 |
69.26 |
69.26 |
69.26 |
69.26 |
+1.18 |
1 |
8,175 |
+640 |
| May07 |
060302 |
69.30 |
69.30 |
69.30 |
69.30 |
+1.15 |
745 |
3,412 |
-20 |
| Jun07 |
060302 |
69.33 |
69.33 |
69.33 |
69.33 |
+1.13 |
2,625 |
31,857 |
+1,261 |
| Jul07 |
060302 |
69.33 |
69.33 |
69.33 |
69.33 |
+1.12 |
1 |
3,856 |
+150 |
| Total Volume and Open Interest |
238,774 |
949,090 |
+17,276 |
| Heating Oil(NYM) |
| Apr06 |
060302 |
176.20 |
180.80 |
175.70 |
180.49 |
+5.83 |
24,879 |
65,331 |
-3,085 |
| May06 |
060302 |
177.80 |
182.50 |
177.50 |
182.24 |
+5.78 |
11,122 |
34,427 |
+6,489 |
| Jun06 |
060302 |
179.25 |
183.49 |
179.25 |
183.49 |
+5.38 |
2,080 |
15,457 |
+114 |
| Jul06 |
060302 |
180.50 |
185.50 |
180.50 |
185.09 |
+5.18 |
1,644 |
10,573 |
+844 |
| Aug06 |
060302 |
184.00 |
187.29 |
184.00 |
187.29 |
+5.03 |
375 |
6,084 |
+138 |
| Sep06 |
060302 |
186.50 |
189.49 |
186.50 |
189.49 |
+4.93 |
304 |
4,231 |
+255 |
| Oct06 |
060302 |
189.00 |
191.94 |
189.00 |
191.94 |
+4.78 |
140 |
2,304 |
+77 |
| Nov06 |
060302 |
191.70 |
194.54 |
191.70 |
194.54 |
+4.63 |
90 |
1,981 |
+45 |
| Dec06 |
060302 |
194.50 |
196.74 |
193.25 |
196.74 |
+4.53 |
293 |
9,459 |
+279 |
| Jan07 |
060302 |
196.40 |
198.74 |
195.60 |
198.74 |
+4.38 |
158 |
6,574 |
+27 |
| Feb07 |
060302 |
197.10 |
199.75 |
197.10 |
199.34 |
+4.28 |
198 |
1,215 |
+45 |
| Mar07 |
060302 |
195.85 |
197.99 |
195.85 |
197.99 |
+4.13 |
26 |
2,174 |
+134 |
| Total Volume and Open Interest |
41,339 |
163,016 |
-4,109 |
| Unleaded Gas(NYM) |
| Apr06 |
060302 |
162.25 |
169.50 |
161.70 |
169.25 |
+7.01 |
25,371 |
68,028 |
-2,375 |
| May06 |
060302 |
169.60 |
174.50 |
169.00 |
174.05 |
+6.61 |
10,780 |
38,299 |
+5,377 |
| Jun06 |
060302 |
172.50 |
177.25 |
172.50 |
177.20 |
+6.16 |
3,373 |
16,348 |
-250 |
| Jul06 |
060302 |
177.50 |
180.00 |
176.40 |
180.00 |
+5.61 |
1,027 |
6,391 |
-54 |
| Aug06 |
060302 |
181.00 |
181.80 |
181.00 |
181.80 |
+5.41 |
514 |
5,579 |
-125 |
| Sep06 |
060302 |
178.00 |
182.05 |
178.00 |
182.05 |
+5.26 |
647 |
6,414 |
-580 |
| Oct06 |
060302 |
174.25 |
176.65 |
174.25 |
176.65 |
+5.11 |
151 |
3,594 |
+53 |
| Nov06 |
060302 |
174.20 |
175.05 |
173.00 |
175.05 |
+5.01 |
107 |
1,328 |
+3 |
| Dec06 |
060302 |
173.60 |
174.45 |
172.50 |
174.45 |
+4.91 |
100 |
1,420 |
-110 |
| Jan07 |
060302 |
175.65 |
175.65 |
175.65 |
175.65 |
+4.81 |
0 |
1,014 |
+0 |
| Total Volume and Open Interest |
42,070 |
148,415 |
-5,736 |
| Natural Gas(NYM) |
| Apr06 |
060302 |
6.770 |
6.920 |
6.540 |
6.760 |
+0.027 |
21,974 |
79,499 |
-2,222 |
| May06 |
060302 |
6.985 |
7.110 |
6.760 |
6.960 |
+0.020 |
10,133 |
55,960 |
+1,901 |
| Jun06 |
060302 |
7.170 |
7.290 |
6.980 |
7.150 |
+0.035 |
3,737 |
26,279 |
+377 |
| Jul06 |
060302 |
7.330 |
7.500 |
7.190 |
7.335 |
+0.045 |
4,228 |
20,755 |
-822 |
| Aug06 |
060302 |
7.460 |
7.600 |
7.320 |
7.468 |
+0.051 |
3,020 |
21,862 |
+407 |
| Sep06 |
060302 |
7.570 |
7.700 |
7.390 |
7.561 |
+0.059 |
1,700 |
18,268 |
+500 |
| Oct06 |
060302 |
7.680 |
7.790 |
7.500 |
7.673 |
+0.066 |
5,679 |
38,979 |
+3,559 |
| Nov06 |
060302 |
8.850 |
8.900 |
8.630 |
8.763 |
+0.041 |
2,107 |
34,820 |
-1,244 |
| Dec06 |
060302 |
9.790 |
9.860 |
9.620 |
9.768 |
+0.026 |
2,021 |
19,819 |
-313 |
| Jan07 |
060302 |
10.470 |
10.530 |
10.330 |
10.453 |
+0.021 |
4,889 |
41,772 |
+2,611 |
| Feb07 |
060302 |
10.470 |
10.480 |
10.330 |
10.458 |
+0.021 |
215 |
15,367 |
+325 |
| Mar07 |
060302 |
10.270 |
10.270 |
10.150 |
10.263 |
+0.021 |
1,159 |
21,955 |
+571 |
| Apr07 |
060302 |
8.520 |
8.550 |
8.430 |
8.523 |
+0.021 |
1,051 |
16,011 |
+870 |
| May07 |
060302 |
8.360 |
8.360 |
8.230 |
8.343 |
+0.021 |
659 |
15,087 |
+304 |
| Jun07 |
060302 |
8.415 |
8.420 |
8.380 |
8.403 |
+0.021 |
11 |
7,034 |
+42 |
| Jul07 |
060302 |
8.440 |
8.478 |
8.440 |
8.478 |
+0.021 |
11 |
4,631 |
+141 |
| Total Volume and Open Interest |
65,747 |
605,531 |
+10,752 |
| Brent Crude Oil(ICE) |
| Apr06 |
060302 |
62.55 |
64.35 |
62.55 |
64.07 |
+1.62 |
|
|
|
| May06 |
060302 |
63.27 |
64.91 |
63.27 |
64.67 |
+1.55 |
|
|
|
| Jun06 |
060302 |
64.06 |
65.51 |
64.06 |
65.32 |
+1.48 |
|
|
|
| Jul06 |
060302 |
64.90 |
65.96 |
64.70 |
65.84 |
+1.42 |
|
|
|
| Aug06 |
060302 |
65.50 |
66.37 |
65.20 |
66.27 |
+1.37 |
|
|
|
| Sep06 |
060302 |
65.80 |
66.71 |
65.56 |
66.58 |
+1.32 |
|
|
|
| Oct06 |
060302 |
65.93 |
66.95 |
65.88 |
66.81 |
+1.27 |
|
|
|
| Nov06 |
060302 |
66.15 |
67.17 |
66.10 |
67.02 |
+1.24 |
|
|
|
| Dec06 |
060302 |
66.45 |
67.40 |
66.20 |
67.21 |
+1.21 |
|
|
|
| Jan07 |
060302 |
66.88 |
67.39 |
66.88 |
67.37 |
+1.16 |
|
|
|
| Feb07 |
060302 |
67.04 |
67.52 |
67.04 |
67.52 |
+1.12 |
|
|
|
| Mar07 |
060302 |
67.67 |
67.67 |
67.67 |
67.67 |
+1.10 |
|
|
|
| Apr07 |
060302 |
67.81 |
67.81 |
67.81 |
67.81 |
+1.10 |
|
|
|
| May07 |
060302 |
67.86 |
67.86 |
67.86 |
67.86 |
+1.08 |
|
|
|
| Total Volume and Open Interest |
0 |
10 |
-404,095 |
| Gas Oil(ICE) |
| Mar06 |
060302 |
549.75 |
566.50 |
549.75 |
558.50 |
+12.50 |
20,408 |
40,505 |
-4,393 |
| Apr06 |
060302 |
550.50 |
570.00 |
550.50 |
561.50 |
+11.75 |
26,758 |
67,288 |
+7,024 |
| May06 |
060302 |
559.75 |
572.00 |
557.25 |
565.25 |
+10.50 |
9,345 |
23,779 |
+986 |
| Jun06 |
060302 |
565.00 |
575.25 |
562.50 |
569.75 |
+9.75 |
4,553 |
23,625 |
-647 |
| Jul06 |
060302 |
574.25 |
576.25 |
572.75 |
575.25 |
+8.75 |
385 |
12,935 |
+137 |
| Aug06 |
060302 |
579.75 |
581.50 |
579.75 |
581.50 |
+8.25 |
1,546 |
6,663 |
+704 |
| Sep06 |
060302 |
587.25 |
588.00 |
587.25 |
587.50 |
+7.75 |
546 |
7,489 |
+513 |
| Oct06 |
060302 |
591.75 |
594.00 |
591.75 |
593.75 |
+7.50 |
23 |
8,157 |
+0 |
| Nov06 |
060302 |
597.25 |
597.25 |
597.25 |
597.25 |
+6.75 |
0 |
3,440 |
+0 |
| Dec06 |
060302 |
598.00 |
605.50 |
596.50 |
600.50 |
+6.50 |
828 |
26,569 |
-65 |
| Total Volume and Open Interest |
64,712 |
241,435 |
+4,539 |
| US Dollar Index(NYBOT) |
| Mar06 |
060302 |
90.22 |
90.24 |
89.47 |
89.50 |
-0.68 |
3,946 |
27,474 |
-722 |
| Jun06 |
060302 |
89.76 |
89.84 |
89.08 |
89.11 |
-0.68 |
232 |
2,618 |
+170 |
| Sep06 |
060302 |
88.73 |
88.73 |
88.73 |
88.73 |
-0.68 |
0 |
12 |
+4 |
| Total Volume and Open Interest |
4,178 |
30,126 |
-546 |
| Australian Dollar(CME) |
| Mar06 |
060302 |
74.63 |
74.84 |
74.59 |
74.82 |
+0.40 |
4,516 |
55,573 |
+55,573 |
| Jun06 |
060302 |
74.50 |
74.69 |
74.50 |
74.69 |
+0.40 |
159 |
2,036 |
+2,036 |
| Sep06 |
060302 |
74.61 |
74.61 |
74.61 |
74.61 |
+0.40 |
0 |
19 |
+19 |
| Total Volume and Open Interest |
4,675 |
57,771 |
-6,613 |
| British Pound(CME) |
| Mar06 |
060302 |
174.55 |
175.43 |
174.35 |
175.39 |
+0.38 |
4,862 |
98,144 |
+98,144 |
| Jun06 |
060302 |
174.73 |
175.63 |
174.73 |
175.59 |
+0.38 |
68 |
2,674 |
+2,674 |
| Sep06 |
060302 |
175.79 |
175.79 |
175.79 |
175.79 |
+0.38 |
0 |
53 |
+53 |
| Total Volume and Open Interest |
4,930 |
100,874 |
-876 |
| Canadian Dollar(CME) |
| Mar06 |
060302 |
88.14 |
88.54 |
88.12 |
88.43 |
+0.32 |
5,546 |
119,730 |
+119,730 |
| Jun06 |
060302 |
88.43 |
88.77 |
88.41 |
88.67 |
+0.32 |
247 |
5,544 |
+5,544 |
| Sep06 |
060302 |
88.86 |
88.89 |
88.80 |
88.88 |
+0.32 |
553 |
1,375 |
+1,375 |
| Dec06 |
060302 |
88.85 |
89.09 |
88.85 |
89.09 |
+0.32 |
2 |
250 |
+250 |
| Total Volume and Open Interest |
6,348 |
127,019 |
+10,816 |
| Japanese Yen(CME) |
| Mar06 |
060302 |
86.07 |
86.44 |
86.03 |
86.43 |
+0.20 |
5,909 |
173,736 |
+173,736 |
| Jun06 |
060302 |
87.21 |
87.63 |
87.11 |
87.56 |
+0.20 |
290 |
29,130 |
+29,130 |
| Sep06 |
060302 |
88.40 |
88.62 |
88.40 |
88.62 |
+0.20 |
0 |
300 |
+300 |
| Total Volume and Open Interest |
6,199 |
203,240 |
+1,571 |
| Swiss Franc(CME) |
| Mar06 |
060302 |
76.30 |
77.09 |
76.27 |
77.04 |
+0.77 |
6,057 |
133,375 |
+133,375 |
| Jun06 |
060302 |
77.04 |
77.87 |
77.04 |
77.81 |
+0.78 |
47 |
3,880 |
+3,880 |
| Sep06 |
060302 |
78.45 |
78.45 |
78.45 |
78.45 |
+0.78 |
0 |
25 |
+25 |
| Total Volume and Open Interest |
6,104 |
137,326 |
+2,865 |
| EuroFX(CME) |
| Mar06 |
060302 |
119.30 |
120.44 |
119.24 |
120.40 |
+1.15 |
8,751 |
151,636 |
+151,636 |
| Jun06 |
060302 |
120.01 |
121.14 |
120.01 |
121.11 |
+1.16 |
843 |
6,946 |
+6,946 |
| Sep06 |
060302 |
121.49 |
121.79 |
121.49 |
121.76 |
+1.16 |
0 |
1,652 |
+1,652 |
| Total Volume and Open Interest |
9,622 |
160,380 |
-7,874 |
| Mexican Peso(CME) |
| Mar06 |
060302 |
9550.0 |
9550.0 |
9455.0 |
9490.0 |
-52.0 |
2,205 |
86,898 |
+86,898 |
| Jun06 |
060302 |
9445.0 |
9445.0 |
9420.0 |
9425.0 |
-50.0 |
45 |
696 |
+696 |
| Total Volume and Open Interest |
2,292 |
113,347 |
-2,139 |
| 30-Year T-Bonds(CBOT) |
| Mar06 |
060302 |
112~18 |
112~20 |
111~18 |
111~30 |
-0~20 |
114,709 |
141,177 |
-172,664 |
| Jun06 |
060302 |
112~18 |
112~21 |
111~16 |
111~30 |
-0~20 |
484,945 |
500,364 |
+140,123 |
| Sep06 |
060302 |
111~27 |
112~18 |
111~21 |
112~00 |
-0~20 |
192 |
469 |
+83 |
| Total Volume and Open Interest |
599,996 |
642,470 |
-32,298 |
| 10-Year T-Notes(CBOT) |
| Mar06 |
060302 |
107~255 |
107~275 |
107~090 |
107~145 |
-0~110 |
236,976 |
364,042 |
-334,301 |
| Jun06 |
060302 |
107~235 |
107~250 |
107~055 |
107~120 |
-0~110 |
1,068,682 |
1,687,685 |
+339,954 |
| Total Volume and Open Interest |
1,305,899 |
2,055,120 |
+5,738 |
| 5-Year T-Notes(CBOT) |
| Mar06 |
060302 |
105~060 |
105~060 |
104~290 |
105~000 |
-0~050 |
163,147 |
0 |
-654,861 |
| Jun06 |
060302 |
105~035 |
105~045 |
104~260 |
104~295 |
-0~055 |
573,724 |
0 |
-848,881 |
| Sep06 |
060302 |
105~010 |
105~010 |
104~275 |
104~275 |
-0~055 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
736,871 |
3 |
-1,503,742 |
| 2 Year T-Notes(CBOT) |
| Mar06 |
060302 |
102~017 |
102~017 |
102~009 |
102~013 |
-0~003 |
20,464 |
74,361 |
-100,335 |
| Jun06 |
060302 |
102~018 |
102~020 |
102~008 |
102~012 |
-0~005 |
22,373 |
407,429 |
+96,855 |
| Total Volume and Open Interest |
42,837 |
481,790 |
-3,480 |
| Eurodollars(CME) |
| Mar06 |
060302 |
95.115 |
95.118 |
95.110 |
95.113 |
-0.005 |
36,321 |
1,227,509 |
+1,227,509 |
| Jun06 |
060302 |
94.915 |
94.925 |
94.880 |
94.900 |
-0.010 |
57,967 |
1,370,024 |
+1,370,024 |
| Sep06 |
060302 |
94.850 |
94.865 |
94.815 |
94.835 |
-0.010 |
365,163 |
1,503,210 |
+4,041 |
| Dec06 |
060302 |
94.900 |
94.910 |
94.845 |
94.870 |
-0.020 |
40,613 |
1,267,615 |
-1,783 |
| Mar07 |
060302 |
94.975 |
94.980 |
94.920 |
94.945 |
-0.020 |
35,465 |
1,092,002 |
+1,092,002 |
| Jun07 |
060302 |
95.025 |
95.030 |
94.970 |
94.995 |
-0.020 |
43,361 |
795,062 |
+795,062 |
| Sep07 |
060302 |
95.050 |
95.050 |
94.990 |
95.020 |
-0.025 |
42,336 |
623,665 |
+623,665 |
| Dec07 |
060302 |
95.055 |
95.055 |
94.995 |
95.015 |
-0.030 |
35,386 |
434,500 |
+434,500 |
| Mar08 |
060302 |
95.045 |
95.050 |
94.990 |
95.005 |
-0.035 |
16,843 |
296,884 |
+296,884 |
| Jun08 |
060302 |
95.020 |
95.020 |
94.970 |
94.985 |
-0.040 |
17,705 |
257,285 |
+257,285 |
| Sep08 |
060302 |
95.005 |
95.005 |
94.940 |
94.965 |
-0.045 |
12,012 |
223,978 |
+223,978 |
| Dec08 |
060302 |
94.975 |
94.975 |
94.905 |
94.930 |
-0.050 |
9,672 |
171,543 |
+171,543 |
| Mar09 |
060302 |
94.970 |
94.970 |
94.905 |
94.920 |
-0.055 |
7,399 |
119,996 |
+119,996 |
| Jun09 |
060302 |
94.945 |
94.945 |
94.885 |
94.895 |
-0.060 |
9,136 |
114,094 |
+114,094 |
| Sep09 |
060302 |
94.925 |
94.925 |
94.860 |
94.870 |
-0.065 |
11,159 |
104,802 |
+104,802 |
| Dec09 |
060302 |
94.900 |
94.900 |
94.835 |
94.840 |
-0.070 |
8,337 |
90,377 |
+90,377 |
| Mar10 |
060302 |
94.880 |
94.880 |
94.795 |
94.830 |
-0.075 |
14,440 |
68,721 |
+68,721 |
| Jun10 |
060302 |
94.865 |
94.865 |
94.780 |
94.810 |
-0.080 |
8,476 |
61,045 |
+61,045 |
| Total Volume and Open Interest |
499,448 |
10,007,892 |
+10,007,892 |
| 3-Mth Euro-Yen(CME) |
| Mar06 |
060302 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.01 |
301 |
8,142 |
+8,142 |
| Jun06 |
060302 |
99.76 |
99.76 |
99.75 |
99.75 |
-0.01 |
1,402 |
11,244 |
+11,244 |
| Sep06 |
060302 |
99.60 |
99.60 |
99.58 |
99.58 |
-0.01 |
273 |
6,288 |
+6,288 |
| Dec06 |
060302 |
99.42 |
99.42 |
99.41 |
99.41 |
-0.01 |
60 |
5,125 |
+5,125 |
| Mar07 |
060302 |
99.24 |
99.24 |
99.22 |
99.22 |
-0.03 |
0 |
1,627 |
+1,627 |
| Jun07 |
060302 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.02 |
500 |
3,194 |
+3,194 |
| Sep07 |
060302 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.03 |
0 |
1,899 |
+1,899 |
| Dec07 |
060302 |
98.79 |
98.79 |
98.78 |
98.78 |
-0.01 |
221 |
300 |
+300 |
| Mar08 |
060302 |
98.69 |
98.69 |
98.69 |
98.69 |
+0.01 |
0 |
50 |
+50 |
| Jun08 |
060302 |
98.57 |
98.57 |
98.57 |
98.57 |
unch |
0 |
252 |
+252 |
| Total Volume and Open Interest |
2,757 |
38,121 |
+38,121 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar06 |
060302 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
1,581 |
66,129 |
+66,129 |
| Jun06 |
060302 |
99.76 |
99.76 |
99.75 |
99.76 |
unch |
10,425 |
74,248 |
+74,248 |
| Sep06 |
060302 |
99.58 |
99.60 |
99.58 |
99.60 |
+0.01 |
11,621 |
52,644 |
+52,644 |
| Dec06 |
060302 |
99.42 |
99.43 |
99.41 |
99.43 |
+0.01 |
6,613 |
67,540 |
+67,540 |
| Mar07 |
060302 |
99.24 |
99.25 |
99.22 |
99.25 |
+0.01 |
2,605 |
34,907 |
+34,907 |
| Jun07 |
060302 |
99.08 |
99.09 |
99.06 |
99.09 |
unch |
1,946 |
20,736 |
+20,736 |
| Sep07 |
060302 |
98.93 |
98.93 |
98.93 |
98.93 |
unch |
468 |
11,914 |
+11,914 |
| Dec07 |
060302 |
98.78 |
98.79 |
98.78 |
98.79 |
unch |
592 |
15,013 |
+15,013 |
| Total Volume and Open Interest |
35,851 |
360,582 |
+9,925 |
| German Euro-Bund(EUREX) |
| Mar06 |
060302 |
120.12 |
120.21 |
119.48 |
119.55 |
-0.92 |
1,389,267 |
1,376,374 |
-22,415 |
| Jun06 |
060302 |
119.30 |
119.37 |
118.65 |
118.71 |
-0.58 |
116,505 |
242,374 |
+46,043 |
| Sep06 |
060302 |
119.74 |
119.74 |
119.11 |
119.11 |
-0.59 |
2,096 |
65 |
-3 |
| Total Volume and Open Interest |
1,337,637 |
1,583,888 |
+60,535 |
| German Euro-Bobl(EUREX) |
| Mar06 |
051219 |
112.95 |
113.08 |
112.85 |
112.96 |
-0.12 |
558,597 |
846,690 |
+165,225 |
| Jun06 |
060302 |
111.19 |
111.28 |
110.79 |
110.84 |
-0.36 |
112,390 |
273,029 |
+28,931 |
| Sep06 |
060302 |
111.06 |
111.06 |
111.06 |
111.06 |
-0.42 |
867 |
0 |
+0 |
| Total Volume and Open Interest |
863,877 |
1,326,672 |
+30,323 |
| Long Gilt(LIFFE) |
| Mar06 |
060302 |
113~29 |
114~00 |
113~08 |
113~12 |
-0~15 |
43,379 |
72,662 |
+72,662 |
| Jun06 |
060302 |
113~20 |
113~23 |
112~29 |
113~03 |
-0~15 |
81,564 |
233,239 |
+233,239 |
| Total Volume and Open Interest |
124,943 |
305,901 |
+6,130 |
| 3-Mth Short Sterling(LIFFE) |
| Mar06 |
060302 |
95.42 |
95.42 |
95.42 |
95.42 |
unch |
19,307 |
333,805 |
+333,805 |
| Jun06 |
060302 |
95.42 |
95.42 |
95.42 |
95.42 |
-0.01 |
47,052 |
403,393 |
+403,393 |
| Sep06 |
060302 |
95.38 |
95.38 |
95.38 |
95.38 |
-0.03 |
49,490 |
314,288 |
+314,288 |
| Total Volume and Open Interest |
270,277 |
2,014,365 |
+27,041 |
| 3-Mth Euribor(LIFFE) |
| Mar06 |
060302 |
97.310 |
97.320 |
97.300 |
97.305 |
unch |
25,065 |
678,244 |
-2,333 |
| Jun06 |
060302 |
97.070 |
97.090 |
97.045 |
97.050 |
-0.025 |
150,103 |
663,487 |
-20,978 |
| Sep06 |
060302 |
96.895 |
96.920 |
96.855 |
96.860 |
-0.040 |
171,042 |
568,334 |
+14,566 |
| Total Volume and Open Interest |
752,319 |
3,682,497 |
+7,565 |
| 3-Mth Aus T-Bills(SFE) |
| Mar06 |
060302 |
94.39 |
94.40 |
94.38 |
94.39 |
-0.01 |
1,858 |
88,134 |
+88,134 |
| Jun06 |
060302 |
94.41 |
94.42 |
94.40 |
94.42 |
unch |
14,039 |
253,636 |
+253,636 |
| Sep06 |
060302 |
94.43 |
94.43 |
94.41 |
94.43 |
unch |
9,324 |
118,178 |
+118,178 |
| Dec06 |
060302 |
94.43 |
94.44 |
94.42 |
94.42 |
-0.01 |
3,060 |
49,746 |
+49,746 |
| Mar07 |
060302 |
94.42 |
94.42 |
94.41 |
94.41 |
-0.01 |
1,093 |
27,401 |
+27,401 |
| Jun07 |
060302 |
94.40 |
94.40 |
94.39 |
94.39 |
-0.01 |
474 |
29,952 |
+29,952 |
| Sep07 |
060302 |
94.39 |
94.39 |
94.37 |
94.37 |
-0.01 |
684 |
21,228 |
+21,228 |
| Dec07 |
060302 |
94.36 |
94.36 |
94.35 |
94.35 |
-0.01 |
173 |
8,213 |
+8,213 |
| Mar08 |
060302 |
94.34 |
94.34 |
94.33 |
94.33 |
-0.01 |
57 |
4,155 |
+4,155 |
| Jun08 |
060302 |
94.32 |
94.32 |
94.31 |
94.31 |
-0.01 |
0 |
1,652 |
+1,652 |
| Total Volume and Open Interest |
30,770 |
603,948 |
+603,948 |
| 10-Year Aus T-Bonds(SFE) |
| Mar06 |
060302 |
94.76 |
94.76 |
94.72 |
94.72 |
-0.03 |
29,815 |
318,087 |
+318,087 |
| Jun06 |
060302 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.03 |
0 |
41 |
+41 |
| Total Volume and Open Interest |
29,815 |
318,128 |
+318,128 |
| 3-Year Aus T-Bonds(SFE) |
| Mar06 |
060302 |
94.78 |
94.79 |
94.75 |
94.76 |
-0.02 |
97,497 |
394,584 |
+5,949 |
| Jun06 |
060302 |
94.77 |
94.77 |
94.76 |
94.76 |
-0.02 |
2,608 |
7,134 |
+7,108 |
| Total Volume and Open Interest |
100,105 |
401,718 |
+13,057 |
| Gold(CMX) |
| Apr06 |
060302 |
565.0 |
570.8 |
564.0 |
570.4 |
+4.6 |
60,191 |
225,934 |
-407 |
| Jun06 |
060302 |
571.0 |
576.0 |
569.8 |
575.7 |
+4.6 |
4,743 |
44,224 |
+3,442 |
| Aug06 |
060302 |
578.0 |
582.0 |
575.0 |
580.9 |
+4.7 |
292 |
6,625 |
+358 |
| Oct06 |
060302 |
580.5 |
586.1 |
580.5 |
586.1 |
+4.8 |
216 |
9,779 |
+21 |
| Dec06 |
060302 |
586.5 |
592.0 |
586.0 |
591.3 |
+4.9 |
322 |
15,734 |
+113 |
| Feb07 |
060302 |
592.0 |
596.5 |
592.0 |
596.5 |
+5.0 |
54 |
8,806 |
+54 |
| Apr07 |
060302 |
601.6 |
601.6 |
601.6 |
601.6 |
+5.1 |
0 |
1,342 |
+0 |
| Jun07 |
060302 |
606.7 |
606.7 |
606.7 |
606.7 |
+5.2 |
0 |
8,824 |
+0 |
| Aug07 |
060302 |
611.8 |
611.8 |
611.8 |
611.8 |
+5.3 |
0 |
180 |
+0 |
| Oct07 |
060302 |
616.9 |
616.9 |
616.9 |
616.9 |
+5.4 |
0 |
4 |
+0 |
| Dec07 |
060302 |
618.0 |
622.0 |
618.0 |
622.0 |
+5.5 |
22 |
10,003 |
+9 |
| Total Volume and Open Interest |
65,943 |
339,193 |
-666 |
| Silver(CMX) |
| Mar06 |
060302 |
974.0 |
1019.0 |
974.0 |
1012.8 |
+41.8 |
960 |
2,337 |
-3,975 |
| May06 |
060302 |
980.5 |
1022.5 |
979.0 |
1020.8 |
+41.8 |
17,660 |
80,010 |
+3,249 |
| Jul06 |
060302 |
984.0 |
1030.0 |
983.5 |
1026.4 |
+41.3 |
1,329 |
16,767 |
+576 |
| Sep06 |
060302 |
1031.7 |
1031.7 |
1031.7 |
1031.7 |
+41.1 |
46 |
4,788 |
+98 |
| Dec06 |
060302 |
999.5 |
1037.0 |
998.0 |
1035.5 |
+40.7 |
165 |
13,816 |
-11 |
| Mar07 |
060302 |
1038.3 |
1038.3 |
1038.3 |
1038.3 |
+40.5 |
126 |
3,595 |
+11 |
| May07 |
060302 |
1038.8 |
1038.8 |
1038.8 |
1038.8 |
+39.0 |
50 |
226 |
+0 |
| Total Volume and Open Interest |
20,462 |
128,102 |
+63 |
| Platinum(NYM) |
| Apr06 |
060302 |
1057.0 |
1057.8 |
1052.5 |
1054.8 |
+3.0 |
683 |
7,184 |
-824 |
| Jul06 |
060302 |
1063.0 |
1068.0 |
1061.0 |
1062.8 |
+3.0 |
138 |
1,410 |
+19 |
| Oct06 |
060302 |
1067.8 |
1067.8 |
1067.8 |
1067.8 |
+3.0 |
3 |
6 |
+3 |
| Total Volume and Open Interest |
824 |
8,600 |
+250 |
| Palladium(NYME) |
| Mar06 |
060302 |
293.00 |
301.00 |
293.00 |
298.70 |
+3.25 |
100 |
572 |
-2,207 |
| Jun06 |
060302 |
296.55 |
303.00 |
295.50 |
303.00 |
+3.05 |
1,170 |
14,596 |
+881 |
| Sep06 |
060302 |
306.00 |
306.00 |
306.00 |
306.00 |
+3.05 |
0 |
113 |
+0 |
| Total Volume and Open Interest |
1,270 |
15,661 |
-1,324 |
| Copper(CMX) |
| Mar06 |
060302 |
226.70 |
227.80 |
226.00 |
227.55 |
+3.20 |
1,209 |
6,262 |
-1,337 |
| May06 |
060302 |
225.70 |
227.30 |
225.00 |
226.75 |
+3.20 |
9,795 |
59,502 |
+573 |
| Jul06 |
060302 |
222.00 |
224.00 |
222.00 |
223.65 |
+3.20 |
1,077 |
8,604 |
+348 |
| Sep06 |
060302 |
219.70 |
220.55 |
219.70 |
220.55 |
+3.20 |
130 |
3,101 |
+8 |
| Dec06 |
060302 |
215.00 |
215.50 |
214.50 |
215.50 |
+3.20 |
538 |
2,719 |
+374 |
| Total Volume and Open Interest |
13,232 |
86,468 |
-206 |
| Aluminum(CMX) |
| Mar06 |
060302 |
112.15 |
112.15 |
112.15 |
112.15 |
+2.60 |
0 |
144 |
-60 |
| Apr06 |
060302 |
112.15 |
112.15 |
112.15 |
112.15 |
+2.60 |
0 |
51 |
+0 |
| May06 |
060302 |
112.30 |
112.30 |
112.30 |
112.30 |
+2.60 |
18 |
53 |
-16 |
| Jun06 |
060302 |
112.20 |
112.20 |
112.20 |
112.20 |
+2.60 |
0 |
52 |
+0 |
| Jul06 |
060302 |
112.10 |
112.10 |
112.10 |
112.10 |
+2.60 |
0 |
20 |
+0 |
| Aug06 |
060302 |
112.05 |
112.05 |
112.05 |
112.05 |
+2.60 |
|
|
|
| Total Volume and Open Interest |
18 |
465 |
-76 |
| DJIA Index(CBOT) |
| Mar06 |
060302 |
11037 |
11053 |
10991 |
11045 |
-11 |
4,357 |
41,712 |
+352 |
| Jun06 |
060302 |
11090 |
11120 |
11070 |
11118 |
-11 |
57 |
540 |
-21 |
| Sep06 |
060302 |
11169 |
11169 |
11169 |
11169 |
-11 |
0 |
3 |
+0 |
| Dec06 |
060302 |
11204 |
11204 |
11204 |
11204 |
-11 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
4,414 |
42,262 |
+331 |
| S & P 500(CME) |
| Mar06 |
060302 |
1287.20 |
1292.50 |
1284.40 |
1291.60 |
-0.30 |
56,233 |
567,425 |
+567,425 |
| Jun06 |
060302 |
1297.50 |
1302.00 |
1294.50 |
1301.90 |
-0.30 |
18,783 |
95,439 |
+95,439 |
| Sep06 |
060302 |
1308.50 |
1312.40 |
1308.50 |
1312.40 |
-0.30 |
356 |
5,637 |
+5,637 |
| Dec06 |
060302 |
1323.00 |
1323.00 |
1323.00 |
1323.00 |
-0.30 |
2 |
409 |
+409 |
| Total Volume and Open Interest |
75,386 |
669,002 |
-12,456 |
| S & P 500 E-Mini(Globex) |
| Mar06 |
060302 |
1291.75 |
1293.00 |
1284.25 |
1291.50 |
-0.50 |
717,804 |
1,143,358 |
+1,143,358 |
| Jun06 |
060302 |
1301.50 |
1303.00 |
1294.75 |
1302.00 |
-0.25 |
9,806 |
96,612 |
+96,612 |
| Total Volume and Open Interest |
727,610 |
1,239,970 |
-15,778 |
| NASDAQ 100(CME) |
| Mar06 |
060302 |
1692.00 |
1704.00 |
1686.00 |
1699.50 |
+1.50 |
8,161 |
61,209 |
+61,209 |
| Jun06 |
060302 |
1710.50 |
1718.00 |
1705.00 |
1718.00 |
+1.50 |
2,437 |
8,546 |
+8,546 |
| Sep06 |
060302 |
1736.00 |
1736.00 |
1736.00 |
1736.00 |
+1.50 |
0 |
1 |
+1 |
| Total Volume and Open Interest |
10,598 |
69,756 |
+2,414 |
| NASDAQ 100 E-Mini(Globex) |
| Mar06 |
060302 |
1698.00 |
1703.50 |
1686.00 |
1699.50 |
+1.50 |
275,296 |
373,170 |
+373,170 |
| Jun06 |
060302 |
1716.50 |
1722.00 |
1706.00 |
1718.00 |
+1.50 |
2,630 |
4,743 |
+4,743 |
| Total Volume and Open Interest |
277,926 |
377,913 |
-250 |
| S & P Midcap 400(CME) |
| Mar06 |
060302 |
783.50 |
785.50 |
780.25 |
785.00 |
-1.70 |
213 |
12,154 |
+49 |
| Jun06 |
060302 |
792.00 |
792.00 |
792.00 |
792.00 |
-1.65 |
15 |
12 |
+5 |
| Sep06 |
060302 |
140.64 |
140.64 |
140.64 |
140.64 |
-1.65 |
|
|
|
| Total Volume and Open Interest |
228 |
12,166 |
+54 |
| Russell 2000(CME) |
| Mar06 |
060302 |
741.75 |
744.00 |
736.00 |
741.60 |
-2.50 |
919 |
29,096 |
+29,096 |
| Jun06 |
060302 |
747.00 |
747.05 |
747.00 |
747.05 |
-2.45 |
50 |
2,442 |
+2,442 |
| Sep06 |
060302 |
751.55 |
751.55 |
751.55 |
751.55 |
-2.50 |
2 |
16 |
+2 |
| Total Volume and Open Interest |
971 |
31,554 |
+467 |
| Russell 2000 E-Mini(Globex) |
| Mar06 |
060302 |
744.00 |
744.60 |
735.90 |
741.60 |
-2.50 |
110,748 |
280,734 |
+280,734 |
| Jun06 |
060302 |
749.00 |
749.80 |
742.00 |
747.00 |
-2.50 |
4,996 |
9,118 |
+9,118 |
| Total Volume and Open Interest |
115,744 |
289,852 |
+6,221 |
| Value Line(KCBT) |
| Mar06 |
060302 |
2067.00 |
2067.00 |
2051.00 |
2059.00 |
-6.50 |
91 |
133 |
+10 |
| Total Volume and Open Interest |
138 |
217 |
+35 |
| Nikkei 225(CME) |
| Mar06 |
060302 |
16105 |
16115 |
15865 |
15935 |
unch |
69,411 |
233,357 |
+4,586 |
| Jun06 |
060302 |
16040 |
16040 |
15810 |
15845 |
-55 |
488 |
2,425 |
+150 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Mar06 |
060302 |
16105 |
16115 |
15865 |
15935 |
unch |
69,411 |
233,357 |
+4,586 |
| Jun06 |
060302 |
16040 |
16040 |
15810 |
15845 |
-55 |
488 |
2,425 |
+150 |
| Sep06 |
060302 |
15840 |
15840 |
15840 |
15840 |
-55 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
69,899 |
235,789 |
+4,736 |
| CAC 40(MATIF) |
| Mar06 |
060302 |
5058.0 |
5083.0 |
4994.5 |
5011.0 |
-53.0 |
68,223 |
481,246 |
+481,246 |
| Apr06 |
060302 |
5069.0 |
5094.5 |
5009.5 |
5023.5 |
-53.0 |
325 |
2,627 |
+2,627 |
| May06 |
060302 |
4975.0 |
4975.0 |
4975.0 |
4975.0 |
-53.5 |
|
|
|
| Total Volume and Open Interest |
68,739 |
485,383 |
+27,152 |
| Hang Seng Index(HKFE) |
| Mar06 |
060302 |
15797 |
15885 |
15779 |
15833 |
+110 |
35,378 |
118,396 |
+1,638 |
| Apr06 |
060302 |
15809 |
15900 |
15809 |
15860 |
+106 |
728 |
368 |
+368 |
| Total Volume and Open Interest |
36,434 |
119,523 |
+2,132 |
| DAX Index(EUREX) |
| Mar06 |
060302 |
5882.5 |
5892.5 |
5754.0 |
5782.0 |
-91.5 |
126,590 |
239,369 |
-1,375 |
| Jun06 |
060302 |
5919.5 |
5931.0 |
5795.0 |
5821.0 |
-92.5 |
653 |
17,955 |
-524 |
| Sep06 |
060302 |
5971.0 |
5974.0 |
5838.0 |
5864.0 |
-93.0 |
284 |
6,373 |
-474 |
| Total Volume and Open Interest |
127,527 |
263,697 |
-2,373 |
| FT-SE 100(LIFFE) |
| Mar06 |
060302 |
5830.00 |
5866.00 |
5786.50 |
5811.50 |
-14.00 |
64,643 |
468,508 |
+468,508 |
| Jun06 |
060302 |
5841.50 |
5875.00 |
5802.00 |
5823.00 |
-14.00 |
181 |
37,440 |
+37,440 |
| Sep06 |
060302 |
5853.50 |
5853.50 |
5836.50 |
5836.50 |
-14.00 |
3 |
2,322 |
+2,322 |
| Total Volume and Open Interest |
64,827 |
516,995 |
-2,371 |
| SPI 200(SFE) |
| Mar06 |
060302 |
4843.0 |
4911.0 |
4835.0 |
4903.0 |
+73.0 |
25,168 |
206,865 |
+206,865 |
| Jun06 |
060302 |
4874.0 |
4926.0 |
4873.0 |
4920.0 |
+72.0 |
325 |
7,209 |
+7,209 |
| Sep06 |
060302 |
4900.0 |
4922.0 |
4900.0 |
4922.0 |
+73.0 |
76 |
2,803 |
+2,803 |
| Total Volume and Open Interest |
25,569 |
220,488 |
+5,585 |
| GSCI(CME) |
| Mar06 |
060302 |
421.40 |
427.30 |
421.10 |
427.25 |
+9.20 |
266 |
22,908 |
+22,908 |
| Apr06 |
060302 |
434.70 |
434.80 |
434.70 |
434.80 |
+9.40 |
130 |
326 |
+326 |
| May06 |
060302 |
439.50 |
439.50 |
439.50 |
439.50 |
+8.20 |
|
|
|
| Total Volume and Open Interest |
396 |
23,234 |
+236 |
| Reuters CRB Index(NYBOT) |
| Apr06 |
060302 |
353.50 |
357.00 |
353.50 |
357.00 |
+5.00 |
42 |
357 |
-1 |
| Jun06 |
060302 |
359.50 |
361.60 |
359.50 |
361.00 |
+5.00 |
9 |
428 |
+2 |
| Aug06 |
060302 |
365.00 |
365.00 |
365.00 |
365.00 |
+5.00 |
0 |
202 |
+0 |
| Total Volume and Open Interest |
51 |
987 |
+982 |
|
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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