|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue December 05, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan07 |
061205 |
658.50 |
665.50 |
656.25 |
664.25 |
+5.00 |
44,940 |
195,524 |
-7,570 |
| Mar07 |
061205 |
671.50 |
679.00 |
670.00 |
677.75 |
+4.25 |
16,228 |
86,898 |
+5,664 |
| May07 |
061205 |
682.00 |
688.50 |
680.00 |
687.50 |
+4.25 |
4,085 |
35,980 |
-838 |
| Jul07 |
061205 |
692.00 |
697.50 |
690.00 |
695.75 |
+2.25 |
6,669 |
32,215 |
+670 |
| Aug07 |
061205 |
695.00 |
699.00 |
695.00 |
699.00 |
+1.50 |
6 |
1,428 |
+112 |
| Sep07 |
061205 |
701.00 |
701.00 |
701.00 |
701.00 |
unch |
10 |
480 |
+6 |
| Nov07 |
061205 |
707.50 |
712.00 |
705.00 |
709.25 |
+0.75 |
6,222 |
54,617 |
+1,585 |
| Total Volume and Open Interest |
78,421 |
417,831 |
-228 |
| Soybean Meal(CBOT) |
| Dec06 |
061205 |
183.30 |
185.20 |
182.80 |
184.30 |
+1.00 |
5,763 |
4,879 |
-1,297 |
| Jan07 |
061205 |
186.00 |
188.20 |
185.50 |
187.80 |
+2.10 |
24,116 |
57,296 |
-2,025 |
| Mar07 |
061205 |
189.20 |
191.40 |
189.00 |
190.90 |
+1.50 |
10,666 |
53,966 |
-280 |
| May07 |
061205 |
192.30 |
194.00 |
191.80 |
193.60 |
+1.30 |
4,324 |
32,310 |
+578 |
| Jul07 |
061205 |
195.50 |
196.70 |
194.70 |
196.00 |
+0.70 |
3,499 |
35,351 |
+382 |
| Aug07 |
061205 |
198.20 |
198.20 |
196.20 |
197.20 |
+0.80 |
261 |
9,676 |
+123 |
| Sep07 |
061205 |
199.60 |
199.60 |
197.50 |
198.50 |
+0.50 |
306 |
6,603 |
+179 |
| Oct07 |
061205 |
199.00 |
200.00 |
198.50 |
199.00 |
unch |
16 |
2,591 |
+18 |
| Total Volume and Open Interest |
49,627 |
214,368 |
-2,472 |
| Soybean Oil(CBOT) |
| Dec06 |
061205 |
28.80 |
28.92 |
28.62 |
28.92 |
+0.02 |
5,490 |
5,440 |
-410 |
| Jan07 |
061205 |
29.16 |
29.39 |
29.05 |
29.34 |
unch |
15,924 |
116,212 |
-2,484 |
| Mar07 |
061205 |
29.52 |
29.80 |
29.47 |
29.74 |
-0.04 |
5,908 |
66,418 |
+689 |
| May07 |
061205 |
29.80 |
30.06 |
29.80 |
30.06 |
-0.02 |
3,385 |
38,816 |
-13 |
| Jul07 |
061205 |
30.10 |
30.38 |
30.10 |
30.38 |
+0.02 |
1,964 |
25,930 |
-92 |
| Aug07 |
061205 |
30.25 |
30.44 |
30.25 |
30.44 |
+0.03 |
81 |
5,443 |
+23 |
| Sep07 |
061205 |
30.30 |
30.50 |
30.30 |
30.50 |
+0.01 |
2 |
2,581 |
+2 |
| Oct07 |
061205 |
30.45 |
30.60 |
30.45 |
30.60 |
+0.02 |
2 |
3,164 |
+2 |
| Total Volume and Open Interest |
33,035 |
285,738 |
-2,348 |
| Canola(WCE) |
| Jan07 |
061205 |
367.5 |
368.9 |
364.2 |
368.4 |
-0.4 |
11,384 |
45,917 |
-6,044 |
| Mar07 |
061205 |
377.0 |
377.9 |
372.9 |
377.3 |
-0.9 |
10,398 |
28,461 |
+7,026 |
| May07 |
061205 |
381.7 |
384.0 |
380.8 |
383.8 |
-0.7 |
457 |
4,903 |
+154 |
| Jul07 |
061205 |
383.2 |
387.4 |
383.2 |
387.0 |
-1.1 |
158 |
8,561 |
+49 |
| Total Volume and Open Interest |
22,688 |
100,821 |
+1,333 |
| Corn(CBOT) |
| Dec06 |
061205 |
361.00 |
367.00 |
358.75 |
366.25 |
+3.50 |
12,756 |
22,656 |
-6,473 |
| Mar07 |
061205 |
373.50 |
379.00 |
371.25 |
378.00 |
+2.50 |
60,404 |
612,668 |
-9,603 |
| May07 |
061205 |
380.00 |
384.25 |
377.25 |
383.75 |
+2.75 |
6,347 |
96,943 |
+2,479 |
| Jul07 |
061205 |
383.50 |
388.25 |
381.00 |
387.50 |
+2.75 |
14,829 |
202,157 |
-1,491 |
| Sep07 |
061205 |
363.00 |
368.00 |
360.50 |
367.50 |
+2.00 |
908 |
40,719 |
+235 |
| Dec07 |
061205 |
352.00 |
358.00 |
349.50 |
357.50 |
+2.75 |
13,111 |
286,315 |
+4,601 |
| Total Volume and Open Interest |
110,589 |
1,377,663 |
-9,570 |
| Wheat(CBOT) |
| Dec06 |
061205 |
498.00 |
498.50 |
493.50 |
498.00 |
-1.50 |
2,348 |
2,789 |
-1,482 |
| Mar07 |
061205 |
515.50 |
518.50 |
511.00 |
517.25 |
-0.75 |
12,829 |
244,298 |
+1,340 |
| May07 |
061205 |
521.50 |
523.00 |
516.00 |
520.50 |
-1.50 |
491 |
17,578 |
+317 |
| Jul07 |
061205 |
499.00 |
501.00 |
493.50 |
499.00 |
-1.50 |
2,930 |
73,997 |
+232 |
| Sep07 |
061205 |
499.50 |
499.50 |
495.00 |
497.50 |
-3.50 |
234 |
4,081 |
+117 |
| Total Volume and Open Interest |
20,441 |
423,374 |
+1,480 |
| Wheat(KCBT) |
| Dec06 |
061205 |
521.00 |
523.00 |
515.25 |
518.00 |
-2.50 |
350 |
1,445 |
-579 |
| Mar07 |
061205 |
538.00 |
538.00 |
530.00 |
534.25 |
-3.25 |
6,594 |
76,138 |
+415 |
| May07 |
061205 |
539.00 |
539.00 |
533.50 |
538.00 |
+1.00 |
751 |
3,465 |
-180 |
| Jul07 |
061205 |
514.00 |
516.00 |
511.00 |
514.50 |
unch |
959 |
28,637 |
+168 |
| Sep07 |
061205 |
512.00 |
514.00 |
509.00 |
512.50 |
unch |
165 |
3,602 |
+101 |
| Total Volume and Open Interest |
9,502 |
122,350 |
-71 |
| Wheat(MGE) |
| Dec06 |
061205 |
507.00 |
507.00 |
502.00 |
506.50 |
-2.00 |
37 |
173 |
-145 |
| Mar07 |
061205 |
523.00 |
524.00 |
517.50 |
522.75 |
-2.50 |
1,707 |
32,683 |
+298 |
| May07 |
061205 |
529.00 |
529.00 |
524.50 |
528.00 |
-3.00 |
149 |
1,977 |
+20 |
| Jul07 |
061205 |
525.00 |
525.00 |
521.00 |
523.50 |
-3.50 |
43 |
1,104 |
+29 |
| Sep07 |
061205 |
509.00 |
513.00 |
507.00 |
513.00 |
-1.50 |
98 |
3,854 |
+27 |
| Total Volume and Open Interest |
2,096 |
48,247 |
+228 |
| Oats(CBOT) |
| Dec06 |
061205 |
251.75 |
254.00 |
251.75 |
254.00 |
+2.00 |
81 |
148 |
-98 |
| Mar07 |
061205 |
263.25 |
264.75 |
262.25 |
264.75 |
+0.50 |
341 |
9,885 |
-72 |
| May07 |
061205 |
269.00 |
271.00 |
269.00 |
271.00 |
+0.50 |
157 |
563 |
+72 |
| Jul07 |
061205 |
269.00 |
272.50 |
269.00 |
272.50 |
+1.50 |
12 |
423 |
+2 |
| Total Volume and Open Interest |
1,136 |
13,494 |
+182 |
| Rough Rice(CBOT) |
| Jan07 |
061205 |
10.03 |
10.04 |
9.84 |
9.93 |
-0.11 |
124 |
5,943 |
+9 |
| Mar07 |
061205 |
10.33 |
10.35 |
10.18 |
10.20 |
-0.14 |
63 |
5,543 |
+27 |
| May07 |
061205 |
10.54 |
10.54 |
10.45 |
10.48 |
-0.09 |
13 |
1,106 |
-36 |
| Jul07 |
061205 |
10.64 |
10.64 |
10.55 |
10.55 |
-0.09 |
3 |
708 |
+2 |
| Total Volume and Open Interest |
210 |
14,472 |
+4 |
| Live Cattle(CME) |
| Dec06 |
061205 |
85.350 |
86.575 |
85.300 |
86.500 |
+1.300 |
6,886 |
17,567 |
+2 |
| Feb07 |
061205 |
88.300 |
89.700 |
88.300 |
89.575 |
+1.450 |
15,985 |
127,726 |
+1,419 |
| Apr07 |
061205 |
89.900 |
91.000 |
89.900 |
90.700 |
+0.850 |
4,801 |
39,005 |
+414 |
| Jun07 |
061205 |
86.750 |
87.850 |
86.750 |
87.800 |
+0.975 |
1,186 |
16,895 |
-392 |
| Aug07 |
061205 |
86.250 |
86.925 |
86.150 |
86.875 |
+0.775 |
839 |
10,128 |
+274 |
| Oct07 |
061205 |
88.850 |
89.650 |
88.850 |
89.600 |
+0.725 |
146 |
4,741 |
+19 |
| Total Volume and Open Interest |
29,864 |
219,152 |
+1,741 |
| Feeder Cattle(CME) |
| Jan07 |
061205 |
97.150 |
98.275 |
97.150 |
98.200 |
+0.925 |
3,103 |
13,327 |
-104 |
| Mar07 |
061205 |
96.800 |
97.750 |
96.700 |
97.700 |
+0.825 |
2,310 |
6,103 |
+439 |
| Apr07 |
061205 |
97.150 |
98.300 |
97.150 |
98.300 |
+0.950 |
86 |
2,186 |
+24 |
| May07 |
061205 |
97.750 |
98.850 |
97.750 |
98.825 |
+1.000 |
201 |
3,411 |
+64 |
| Aug07 |
061205 |
101.000 |
101.900 |
101.000 |
101.850 |
+0.850 |
88 |
1,071 |
+12 |
| Sep07 |
061205 |
102.000 |
102.000 |
101.300 |
101.300 |
+0.575 |
19 |
879 |
+3 |
| Oct07 |
061205 |
101.000 |
101.050 |
101.000 |
101.050 |
-0.050 |
3 |
56 |
+0 |
| Total Volume and Open Interest |
5,810 |
27,033 |
+438 |
| Lean Hogs(CME) |
| Dec06 |
061205 |
61.250 |
61.950 |
61.250 |
61.850 |
+1.100 |
5,737 |
11,506 |
-1,523 |
| Feb07 |
061205 |
63.250 |
64.400 |
63.250 |
63.925 |
+1.075 |
17,924 |
97,445 |
-2,786 |
| Apr07 |
061205 |
66.250 |
67.125 |
66.250 |
66.850 |
+0.750 |
3,592 |
35,580 |
-47 |
| May07 |
061205 |
71.500 |
72.325 |
71.500 |
72.300 |
+0.725 |
37 |
2,829 |
+3 |
| Jun07 |
061205 |
73.050 |
73.600 |
72.950 |
73.500 |
+0.575 |
1,588 |
19,536 |
+146 |
| Jul07 |
061205 |
72.000 |
72.200 |
71.600 |
71.900 |
+0.600 |
129 |
5,350 |
+32 |
| Aug07 |
061205 |
70.675 |
71.000 |
70.500 |
70.700 |
+0.150 |
87 |
4,478 |
+27 |
| Oct07 |
061205 |
64.700 |
65.200 |
64.700 |
64.900 |
+0.075 |
135 |
4,408 |
+54 |
| Total Volume and Open Interest |
29,300 |
183,221 |
-4,066 |
| Pork Bellies(CME) |
| Feb07 |
061205 |
91.700 |
92.300 |
91.700 |
91.975 |
+0.675 |
175 |
867 |
-15 |
| Mar07 |
061205 |
91.900 |
91.900 |
91.900 |
91.900 |
+0.750 |
1 |
64 |
+0 |
| May07 |
061205 |
91.900 |
91.900 |
91.900 |
91.900 |
+1.100 |
1 |
81 |
+1 |
| Jul07 |
061205 |
92.650 |
92.650 |
92.650 |
92.650 |
unch |
0 |
88 |
+0 |
| Aug07 |
061205 |
93.250 |
93.250 |
93.250 |
93.250 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
177 |
1,105 |
-14 |
| Class III Milk(CME) |
| Dec06 |
061205 |
13.30 |
13.38 |
13.30 |
13.38 |
+0.03 |
128 |
4,099 |
-36 |
| Jan07 |
061205 |
12.93 |
13.19 |
12.93 |
13.09 |
+0.13 |
136 |
2,641 |
-10 |
| Feb07 |
061205 |
12.95 |
13.15 |
12.95 |
13.15 |
+0.15 |
87 |
2,413 |
-10 |
| Mar07 |
061205 |
13.10 |
13.30 |
13.05 |
13.20 |
+0.10 |
60 |
2,289 |
+11 |
| Apr07 |
061205 |
13.38 |
13.50 |
13.38 |
13.39 |
+0.01 |
103 |
2,063 |
+23 |
| Total Volume and Open Interest |
1,010 |
26,087 |
+128 |
| Cocoa(NYBOT) |
| Dec06 |
061205 |
1491 |
1491 |
1491 |
1491 |
+23 |
0 |
31 |
+0 |
| Mar07 |
061205 |
1560 |
1575 |
1558 |
1571 |
+15 |
6,434 |
73,669 |
-7 |
| May07 |
061205 |
1581 |
1597 |
1580 |
1592 |
+14 |
1,060 |
16,743 |
+53 |
| Jul07 |
061205 |
1605 |
1616 |
1605 |
1612 |
+13 |
33 |
10,552 |
-18 |
| Sep07 |
061205 |
1629 |
1637 |
1625 |
1633 |
+13 |
145 |
14,477 |
-7 |
| Dec07 |
061205 |
1666 |
1666 |
1653 |
1660 |
+12 |
350 |
11,608 |
+100 |
| Mar08 |
061205 |
1687 |
1687 |
1687 |
1687 |
+12 |
15 |
3,600 |
+0 |
| Total Volume and Open Interest |
8,037 |
134,407 |
+121 |
| Coffee "C"(NYBOT) |
| Dec06 |
061205 |
122.50 |
125.00 |
119.00 |
123.40 |
+3.20 |
216 |
629 |
-211 |
| Mar07 |
061205 |
125.00 |
128.90 |
122.65 |
127.25 |
+3.05 |
16,720 |
88,891 |
-574 |
| May07 |
061205 |
128.00 |
131.80 |
125.50 |
130.10 |
+3.05 |
1,785 |
12,762 |
+275 |
| Jul07 |
061205 |
129.75 |
133.10 |
128.50 |
132.85 |
+3.05 |
1,205 |
4,977 |
+133 |
| Sep07 |
061205 |
133.25 |
135.45 |
132.00 |
135.45 |
+3.00 |
405 |
2,668 |
+137 |
| Dec07 |
061205 |
136.00 |
138.00 |
134.50 |
138.00 |
+2.50 |
282 |
2,148 |
+20 |
| Total Volume and Open Interest |
20,865 |
119,736 |
-160 |
| Orange Juice(NYBOT) |
| Jan07 |
061205 |
203.10 |
204.70 |
203.10 |
204.25 |
+0.15 |
2,389 |
16,302 |
-914 |
| Mar07 |
061205 |
202.10 |
203.45 |
202.10 |
202.95 |
-0.85 |
2,084 |
9,653 |
+721 |
| May07 |
061205 |
200.80 |
201.00 |
200.60 |
200.60 |
-1.20 |
11 |
1,751 |
+2 |
| Jul07 |
061205 |
200.05 |
200.05 |
200.05 |
200.05 |
-0.75 |
13 |
487 |
+13 |
| Sep07 |
061205 |
199.05 |
199.05 |
199.05 |
199.05 |
-0.75 |
0 |
215 |
+0 |
| Total Volume and Open Interest |
4,497 |
29,371 |
-178 |
| Sugar #11(NYBOT) |
| Mar07 |
061205 |
11.85 |
11.87 |
11.67 |
11.76 |
unch |
40,288 |
268,192 |
-1,105 |
| May07 |
061205 |
11.83 |
11.92 |
11.73 |
11.80 |
+0.04 |
8,900 |
79,576 |
-1,106 |
| Jul07 |
061205 |
11.68 |
11.76 |
11.58 |
11.65 |
+0.03 |
5,899 |
75,311 |
+263 |
| Oct07 |
061205 |
11.85 |
11.90 |
11.79 |
11.82 |
+0.02 |
2,293 |
51,605 |
+621 |
| Mar08 |
061205 |
12.39 |
12.40 |
12.30 |
12.30 |
-0.02 |
2,329 |
40,659 |
+1,074 |
| Total Volume and Open Interest |
61,624 |
546,113 |
+511 |
| Sugar #14(NYBOT) |
| Jan07 |
061205 |
20.10 |
20.16 |
19.90 |
19.90 |
-0.28 |
279 |
982 |
+155 |
| Mar07 |
061205 |
19.88 |
19.91 |
19.80 |
19.85 |
-0.08 |
221 |
3,317 |
+60 |
| May07 |
061205 |
19.90 |
19.95 |
19.83 |
19.83 |
-0.10 |
18 |
2,506 |
+0 |
| Jul07 |
061205 |
19.98 |
19.98 |
19.98 |
19.98 |
-0.12 |
12 |
2,173 |
+12 |
| Sep07 |
061205 |
19.98 |
19.98 |
19.98 |
19.98 |
-0.12 |
6 |
1,756 |
+3 |
| Total Volume and Open Interest |
540 |
12,168 |
+230 |
| London Cocoa(LCE) |
| Dec06 |
061205 |
814 |
826 |
811 |
823 |
+11 |
4,980 |
55,699 |
-3,651 |
| Mar07 |
061205 |
841 |
851 |
838 |
850 |
+10 |
3,309 |
62,000 |
-118 |
| May07 |
061205 |
852 |
862 |
851 |
861 |
+10 |
819 |
26,593 |
+442 |
| Jul07 |
061205 |
863 |
871 |
862 |
871 |
+9 |
505 |
22,978 |
+245 |
| Sep07 |
061205 |
874 |
882 |
872 |
881 |
+8 |
408 |
14,700 |
-180 |
| Dec07 |
061205 |
882 |
889 |
882 |
888 |
+6 |
228 |
15,750 |
+226 |
| Mar08 |
061205 |
894 |
904 |
894 |
901 |
+6 |
81 |
6,372 |
+25 |
| Total Volume and Open Interest |
10,344 |
205,864 |
-3,003 |
| London Coffee(LCE) |
| Jan07 |
061205 |
1415.00 |
1449.00 |
1412.00 |
1445.00 |
+23.00 |
4,975 |
36,231 |
-1,232 |
| Mar07 |
061205 |
1429.00 |
1463.00 |
1425.00 |
1459.00 |
+22.00 |
4,055 |
38,263 |
+296 |
| May07 |
061205 |
1438.00 |
1472.00 |
1437.00 |
1469.00 |
+23.00 |
935 |
13,250 |
+108 |
| Jul07 |
061205 |
1438.00 |
1463.00 |
1438.00 |
1461.00 |
+20.00 |
97 |
4,909 |
-9 |
| Sep07 |
061205 |
1430.00 |
1456.00 |
1430.00 |
1453.00 |
+18.00 |
72 |
5,887 |
+37 |
| Nov07 |
061205 |
1427.00 |
1450.00 |
1427.00 |
1447.00 |
+16.00 |
56 |
1,567 |
+42 |
| Total Volume and Open Interest |
10,237 |
102,534 |
-730 |
| London Sugar(LCE) |
| Dec06 |
061115 |
420.00 |
421.00 |
410.20 |
418.00 |
-1.40 |
5,465 |
7,419 |
-2,217 |
| Mar07 |
061205 |
360.00 |
368.00 |
360.00 |
367.50 |
+4.50 |
2,755 |
27,086 |
+132 |
| May07 |
061205 |
360.00 |
364.50 |
358.10 |
363.00 |
+2.10 |
312 |
11,520 |
+35 |
| Aug07 |
061205 |
353.00 |
356.00 |
351.00 |
355.50 |
+1.80 |
41 |
5,445 |
-26 |
| Oct07 |
061205 |
349.40 |
350.80 |
348.70 |
350.80 |
+1.50 |
40 |
2,830 |
+26 |
| Total Volume and Open Interest |
3,209 |
50,135 |
+217 |
| Cotton(NYBOT) |
| Dec06 |
061205 |
50.00 |
50.00 |
49.00 |
49.00 |
-0.35 |
28 |
570 |
-193 |
| Mar07 |
061205 |
53.65 |
53.75 |
53.35 |
53.39 |
-0.07 |
6,159 |
112,007 |
+199 |
| May07 |
061205 |
54.80 |
54.90 |
54.65 |
54.70 |
-0.11 |
435 |
18,580 |
+37 |
| Jul07 |
061205 |
56.00 |
56.10 |
55.70 |
55.76 |
-0.04 |
203 |
10,415 |
+39 |
| Oct07 |
061205 |
58.20 |
58.20 |
57.65 |
57.65 |
-0.10 |
1 |
166 |
+1 |
| Dec07 |
061205 |
59.20 |
59.25 |
58.75 |
58.77 |
-0.18 |
343 |
16,985 |
-67 |
| Total Volume and Open Interest |
7,179 |
160,306 |
+16 |
| Lumber(CME) |
| Jan07 |
061205 |
263.0 |
263.0 |
256.6 |
259.4 |
-4.9 |
336 |
4,202 |
-18 |
| Mar07 |
061205 |
286.0 |
286.0 |
279.4 |
279.5 |
-5.8 |
283 |
3,120 |
+74 |
| May07 |
061205 |
298.0 |
298.9 |
293.9 |
296.7 |
-3.0 |
42 |
162 |
+16 |
| Jul07 |
061205 |
304.0 |
304.0 |
304.0 |
304.0 |
-3.1 |
1 |
61 |
+0 |
| Total Volume and Open Interest |
685 |
7,567 |
+91 |
| Crude Oil(NYM) |
| Jan07 |
061205 |
63.00 |
63.20 |
61.55 |
62.43 |
-0.01 |
162,006 |
295,729 |
-9,352 |
| Feb07 |
061205 |
64.65 |
64.70 |
63.15 |
63.92 |
-0.11 |
67,370 |
140,674 |
+12,162 |
| Mar07 |
061205 |
65.65 |
65.70 |
64.40 |
64.98 |
-0.17 |
18,475 |
82,045 |
+2,369 |
| Apr07 |
061205 |
66.60 |
66.60 |
65.79 |
65.79 |
-0.20 |
7,848 |
50,647 |
-579 |
| May07 |
061205 |
66.45 |
66.80 |
66.44 |
66.44 |
-0.21 |
4,657 |
37,313 |
+466 |
| Jun07 |
061205 |
67.75 |
67.75 |
66.45 |
66.99 |
-0.22 |
4,816 |
73,594 |
+118 |
| Jul07 |
061205 |
67.40 |
67.50 |
67.40 |
67.48 |
-0.21 |
4,948 |
19,934 |
+2,104 |
| Aug07 |
061205 |
67.93 |
67.93 |
67.91 |
67.91 |
-0.20 |
6,288 |
14,623 |
-1,763 |
| Sep07 |
061205 |
68.27 |
68.27 |
68.27 |
68.27 |
-0.20 |
3,476 |
25,088 |
-497 |
| Oct07 |
061205 |
68.60 |
68.60 |
68.60 |
68.60 |
-0.18 |
2,197 |
19,203 |
+186 |
| Nov07 |
061205 |
68.87 |
68.87 |
68.87 |
68.87 |
-0.18 |
782 |
12,637 |
+264 |
| Dec07 |
061205 |
69.00 |
69.50 |
68.70 |
69.10 |
-0.18 |
5,846 |
134,568 |
-124 |
| Jan08 |
061205 |
69.25 |
69.30 |
69.25 |
69.30 |
-0.18 |
751 |
20,845 |
+61 |
| Feb08 |
061205 |
69.45 |
69.47 |
69.45 |
69.47 |
-0.17 |
626 |
11,461 |
-49 |
| Mar08 |
061205 |
69.60 |
69.60 |
69.60 |
69.60 |
-0.16 |
1,801 |
17,818 |
-1,329 |
| Apr08 |
061205 |
69.71 |
69.71 |
69.71 |
69.71 |
-0.14 |
450 |
10,758 |
+450 |
| Total Volume and Open Interest |
304,962 |
1,226,765 |
+3,773 |
| Heating Oil(NYM) |
| Jan07 |
061205 |
181.90 |
182.50 |
178.20 |
179.83 |
-1.06 |
32,276 |
94,524 |
-3,131 |
| Feb07 |
061205 |
185.60 |
185.60 |
182.00 |
183.28 |
-1.01 |
7,907 |
37,555 |
+130 |
| Mar07 |
061205 |
184.40 |
186.00 |
184.00 |
185.18 |
-0.96 |
4,289 |
18,910 |
+960 |
| Apr07 |
061205 |
185.80 |
186.30 |
183.70 |
184.88 |
-0.66 |
1,405 |
14,236 |
-128 |
| May07 |
061205 |
186.50 |
186.50 |
184.00 |
184.28 |
-0.61 |
380 |
6,913 |
+71 |
| Jun07 |
061205 |
185.25 |
185.25 |
182.70 |
184.33 |
-0.66 |
1,023 |
20,622 |
-51 |
| Jul07 |
061205 |
185.00 |
186.20 |
185.00 |
185.23 |
-0.61 |
713 |
3,220 |
-334 |
| Aug07 |
061205 |
187.00 |
188.50 |
187.00 |
187.03 |
-0.56 |
45 |
2,588 |
-8 |
| Sep07 |
061205 |
189.18 |
189.18 |
189.18 |
189.18 |
-0.46 |
14 |
4,867 |
+7 |
| Oct07 |
061205 |
192.45 |
192.45 |
191.58 |
191.58 |
-0.36 |
14 |
1,578 |
+7 |
| Nov07 |
061205 |
194.28 |
194.28 |
194.28 |
194.28 |
-0.31 |
127 |
1,132 |
+103 |
| Dec07 |
061205 |
197.13 |
197.13 |
197.13 |
197.13 |
-0.26 |
575 |
9,972 |
+113 |
| Total Volume and Open Interest |
48,790 |
221,107 |
-2,256 |
| Unleaded Gas(NYM) |
| Jan07 |
061205 |
170.00 |
170.00 |
162.00 |
163.64 |
-3.10 |
1,529 |
4,942 |
-603 |
| Total Volume and Open Interest |
1,529 |
4,942 |
-603 |
| RBOB Gasoline(NYMEX) |
| Jan07 |
061205 |
166.31 |
168.75 |
160.75 |
164.39 |
-2.35 |
20,591 |
58,372 |
-568 |
| Feb07 |
061205 |
169.40 |
171.25 |
164.49 |
167.59 |
-1.71 |
8,303 |
14,711 |
+1,302 |
| Mar07 |
061205 |
172.51 |
172.59 |
168.85 |
171.27 |
-1.57 |
1,996 |
13,010 |
+405 |
| Apr07 |
061205 |
186.50 |
188.10 |
186.00 |
186.07 |
-2.34 |
524 |
8,918 |
+29 |
| May07 |
061205 |
189.65 |
189.65 |
188.00 |
188.82 |
-0.33 |
711 |
8,592 |
+208 |
| Jun07 |
061205 |
191.10 |
191.10 |
190.00 |
191.07 |
-1.53 |
120 |
4,457 |
+110 |
| Jul07 |
061205 |
192.10 |
192.32 |
192.10 |
192.32 |
-1.07 |
206 |
3,005 |
+131 |
| Aug07 |
061205 |
192.10 |
192.42 |
192.10 |
192.42 |
-1.58 |
235 |
1,837 |
+50 |
| Sep07 |
061205 |
192.00 |
192.00 |
191.17 |
191.17 |
-1.17 |
116 |
5,604 |
-5 |
| Oct07 |
061205 |
179.92 |
179.92 |
179.92 |
179.92 |
-1.07 |
6 |
825 |
-1 |
| Total Volume and Open Interest |
32,812 |
119,730 |
+1,665 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan07 |
061129 |
163.70 |
167.90 |
163.70 |
167.50 |
+3.77 |
0 |
1 |
+0 |
| Feb07 |
061205 |
167.59 |
167.59 |
167.59 |
167.59 |
-1.75 |
|
|
|
| Mar07 |
061205 |
171.27 |
171.27 |
171.27 |
171.27 |
-1.32 |
|
|
|
| Apr07 |
061205 |
186.07 |
186.07 |
186.07 |
186.07 |
-1.22 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Jan07 |
061205 |
7.720 |
7.860 |
7.670 |
7.685 |
-0.121 |
58,912 |
98,036 |
+924 |
| Feb07 |
061205 |
7.800 |
7.910 |
7.720 |
7.758 |
-0.118 |
17,734 |
43,221 |
+20 |
| Mar07 |
061205 |
7.750 |
7.850 |
7.695 |
7.720 |
-0.099 |
16,539 |
110,194 |
+1,223 |
| Apr07 |
061205 |
7.590 |
7.680 |
7.560 |
7.565 |
-0.079 |
8,435 |
98,253 |
-960 |
| May07 |
061205 |
7.600 |
7.690 |
7.575 |
7.575 |
-0.074 |
3,618 |
40,651 |
+1,039 |
| Jun07 |
061205 |
7.680 |
7.770 |
7.650 |
7.652 |
-0.067 |
1,726 |
13,440 |
+323 |
| Jul07 |
061205 |
7.750 |
7.840 |
7.747 |
7.747 |
-0.063 |
577 |
12,947 |
-25 |
| Aug07 |
061205 |
7.850 |
7.925 |
7.822 |
7.822 |
-0.063 |
1,218 |
14,731 |
+262 |
| Sep07 |
061205 |
7.910 |
7.920 |
7.882 |
7.882 |
-0.060 |
1,160 |
14,899 |
+205 |
| Oct07 |
061205 |
8.010 |
8.100 |
7.987 |
7.987 |
-0.057 |
918 |
39,864 |
-204 |
| Nov07 |
061205 |
8.500 |
8.585 |
8.470 |
8.492 |
-0.052 |
1,236 |
22,609 |
-539 |
| Dec07 |
061205 |
8.940 |
9.030 |
8.940 |
8.947 |
-0.052 |
1,552 |
34,296 |
+191 |
| Jan08 |
061205 |
9.190 |
9.300 |
9.190 |
9.222 |
-0.042 |
603 |
29,093 |
+38 |
| Feb08 |
061205 |
9.190 |
9.300 |
9.190 |
9.227 |
-0.042 |
403 |
15,173 |
-359 |
| Mar08 |
061205 |
9.000 |
9.040 |
9.000 |
9.007 |
-0.042 |
1,126 |
37,633 |
+636 |
| Apr08 |
061205 |
7.789 |
7.830 |
7.725 |
7.737 |
-0.052 |
726 |
27,621 |
-79 |
| Total Volume and Open Interest |
120,334 |
892,173 |
+3,391 |
| Brent Crude Oil(ICE) |
| Jan07 |
061205 |
63.59 |
64.20 |
62.61 |
63.32 |
-0.13 |
64,729 |
83,915 |
-5,468 |
| Feb07 |
061205 |
64.30 |
64.86 |
63.25 |
64.01 |
-0.23 |
46,894 |
183,627 |
+5,638 |
| Mar07 |
061205 |
65.28 |
65.76 |
64.21 |
64.96 |
-0.23 |
22,245 |
51,152 |
+729 |
| Apr07 |
061205 |
66.34 |
66.37 |
65.75 |
65.79 |
-0.23 |
11,305 |
29,054 |
-2,138 |
| May07 |
061205 |
66.70 |
67.06 |
65.80 |
66.44 |
-0.25 |
9,055 |
26,607 |
+764 |
| Jun07 |
061205 |
67.19 |
67.78 |
66.56 |
66.99 |
-0.27 |
10,053 |
41,966 |
-1,823 |
| Jul07 |
061205 |
67.49 |
67.49 |
67.49 |
67.49 |
-0.23 |
1,267 |
11,251 |
-113 |
| Aug07 |
061205 |
67.86 |
67.86 |
67.86 |
67.86 |
-0.24 |
0 |
4,886 |
+64 |
| Sep07 |
061205 |
68.17 |
68.17 |
68.17 |
68.17 |
-0.25 |
0 |
12,146 |
+129 |
| Oct07 |
061205 |
68.45 |
68.45 |
68.45 |
68.45 |
-0.25 |
416 |
9,146 |
+62 |
| Nov07 |
061205 |
68.72 |
68.72 |
68.72 |
68.72 |
-0.24 |
0 |
14,598 |
+20 |
| Dec07 |
061205 |
69.25 |
69.25 |
68.56 |
68.97 |
-0.24 |
6,087 |
44,617 |
+181 |
| Jan08 |
061205 |
69.17 |
69.17 |
69.17 |
69.17 |
-0.24 |
895 |
6,306 |
+30 |
| Feb08 |
061205 |
69.34 |
69.34 |
69.34 |
69.34 |
-0.25 |
0 |
1,014 |
+40 |
| Total Volume and Open Interest |
172,997 |
587,994 |
+165 |
| Gas Oil(ICE) |
| Dec06 |
061205 |
554.75 |
560.25 |
546.75 |
553.50 |
+0.25 |
19,787 |
36,503 |
-2,634 |
| Jan07 |
061205 |
556.50 |
563.75 |
550.25 |
557.25 |
+0.50 |
28,902 |
74,446 |
-2,678 |
| Feb07 |
061205 |
563.00 |
569.75 |
557.25 |
564.00 |
+0.50 |
14,478 |
48,869 |
+1,291 |
| Mar07 |
061205 |
567.75 |
575.25 |
565.50 |
570.50 |
+0.50 |
6,327 |
22,041 |
+824 |
| Apr07 |
061205 |
576.25 |
576.25 |
572.00 |
576.00 |
+0.50 |
2,318 |
13,769 |
-275 |
| May07 |
061205 |
581.25 |
581.25 |
577.25 |
581.00 |
+0.75 |
1,010 |
9,787 |
+23 |
| Jun07 |
061205 |
586.25 |
586.25 |
582.50 |
586.25 |
+1.00 |
2,561 |
34,800 |
+351 |
| Jul07 |
061205 |
590.25 |
592.50 |
589.00 |
592.50 |
+1.25 |
0 |
5,551 |
+105 |
| Aug07 |
061205 |
597.75 |
597.75 |
597.75 |
597.75 |
+1.50 |
0 |
806 |
+0 |
| Sep07 |
061205 |
603.50 |
603.50 |
603.50 |
603.50 |
+1.50 |
0 |
7,058 |
+0 |
| Total Volume and Open Interest |
76,528 |
301,074 |
-2,322 |
| US Dollar Index(NYBOT) |
| Dec06 |
061205 |
82.37 |
82.65 |
82.18 |
82.40 |
-0.02 |
5,109 |
34,896 |
-1,715 |
| Mar07 |
061205 |
82.15 |
82.31 |
81.90 |
82.09 |
-0.02 |
3,292 |
5,149 |
+2,507 |
| Jun07 |
061205 |
82.00 |
82.10 |
81.79 |
81.79 |
-0.02 |
43 |
66 |
+41 |
| Total Volume and Open Interest |
8,444 |
40,137 |
+833 |
| Australian Dollar(CME) |
| Dec06 |
061205 |
78.62 |
78.74 |
78.47 |
78.64 |
-0.33 |
7,677 |
125,745 |
-3,181 |
| Mar07 |
061205 |
78.39 |
78.45 |
78.39 |
78.45 |
-0.33 |
112 |
5,917 |
+3,296 |
| Jun07 |
061205 |
78.22 |
78.22 |
78.22 |
78.22 |
-0.33 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
7,789 |
131,793 |
+115 |
| British Pound(CME) |
| Dec06 |
061205 |
197.72 |
197.72 |
196.80 |
197.45 |
-0.55 |
1,482 |
146,161 |
-3,160 |
| Mar07 |
061205 |
197.78 |
197.78 |
196.93 |
197.52 |
-0.55 |
77 |
7,374 |
+2,962 |
| Jun07 |
061205 |
197.44 |
197.44 |
197.44 |
197.44 |
-0.55 |
0 |
33 |
+1 |
| Total Volume and Open Interest |
1,559 |
153,570 |
-200 |
| Canadian Dollar(CME) |
| Dec06 |
061205 |
87.78 |
87.93 |
87.55 |
87.68 |
+0.02 |
1,959 |
114,734 |
-1,513 |
| Mar07 |
061205 |
88.04 |
88.14 |
87.71 |
87.92 |
+0.02 |
1,761 |
12,494 |
+1,964 |
| Jun07 |
061205 |
88.19 |
88.19 |
88.19 |
88.19 |
+0.02 |
0 |
667 |
+0 |
| Sep07 |
061205 |
88.46 |
88.46 |
88.46 |
88.46 |
+0.02 |
6 |
345 |
+6 |
| Total Volume and Open Interest |
3,727 |
128,295 |
+457 |
| Japanese Yen(CME) |
| Dec06 |
061205 |
87.44 |
87.50 |
87.01 |
87.25 |
+0.39 |
12,419 |
201,747 |
-12,611 |
| Mar07 |
061205 |
88.55 |
88.55 |
88.00 |
88.31 |
+0.40 |
367 |
62,313 |
+4,004 |
| Jun07 |
061205 |
89.30 |
89.31 |
89.30 |
89.31 |
+0.40 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
12,786 |
264,288 |
-8,607 |
| Swiss Franc(CME) |
| Dec06 |
061205 |
84.02 |
84.25 |
83.84 |
84.04 |
+0.19 |
1,700 |
76,356 |
+1,759 |
| Mar07 |
061205 |
84.71 |
84.80 |
84.49 |
84.74 |
+0.19 |
102 |
3,844 |
+1,151 |
| Jun07 |
061205 |
85.37 |
85.37 |
85.37 |
85.37 |
+0.19 |
15 |
74 |
+15 |
| Total Volume and Open Interest |
1,817 |
80,364 |
+2,925 |
| EuroFX(CME) |
| Dec06 |
061205 |
133.40 |
133.72 |
132.97 |
133.37 |
unch |
3,166 |
198,387 |
-7,297 |
| Mar07 |
061205 |
134.09 |
134.15 |
133.55 |
133.92 |
unch |
5,263 |
20,284 |
+7,593 |
| Jun07 |
061205 |
134.14 |
134.35 |
134.14 |
134.35 |
unch |
22 |
689 |
-34 |
| Total Volume and Open Interest |
8,551 |
219,656 |
+362 |
| Mexican Peso(CME) |
| Dec06 |
061205 |
9175.0 |
9210.0 |
9160.0 |
9205.0 |
+70.0 |
24,019 |
62,296 |
-4,712 |
| Jan07 |
061205 |
9192.0 |
9192.0 |
9192.0 |
9192.0 |
+70.0 |
|
|
|
| Total Volume and Open Interest |
27,917 |
71,609 |
-877 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061205 |
114~22 |
114~28 |
114~05 |
114~15 |
-0~04 |
38,181 |
123,234 |
-24,208 |
| Mar07 |
061205 |
114~23 |
114~29 |
114~04 |
114~16 |
-0~04 |
290,373 |
738,267 |
+5,844 |
| Jun07 |
061205 |
114~22 |
114~22 |
114~13 |
114~14 |
-0~04 |
41 |
371 |
-24 |
| Total Volume and Open Interest |
328,595 |
861,880 |
-18,388 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061205 |
109~130 |
109~180 |
109~040 |
109~110 |
-0~010 |
121,300 |
172,526 |
-69,487 |
| Mar07 |
061205 |
109~155 |
109~205 |
109~065 |
109~135 |
-0~010 |
645,959 |
2,077,142 |
+28,047 |
| Total Volume and Open Interest |
769,537 |
2,253,553 |
-40,148 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061205 |
106~120 |
106~120 |
106~075 |
106~095 |
-0~005 |
89,956 |
0 |
+0 |
| Mar07 |
061205 |
106~165 |
106~195 |
106~100 |
106~140 |
-0~005 |
315,312 |
0 |
+0 |
| Jun07 |
061205 |
106~220 |
106~220 |
106~220 |
106~220 |
-0~005 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
405,268 |
10 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec06 |
061205 |
102~064 |
102~068 |
102~056 |
102~060 |
+0~003 |
2,425 |
63,650 |
-25,729 |
| Mar07 |
061205 |
102~093 |
102~100 |
102~081 |
102~088 |
unch |
4,193 |
673,597 |
+15,990 |
| Total Volume and Open Interest |
6,618 |
737,247 |
-9,739 |
| Eurodollars(CME) |
| Dec06 |
061205 |
94.662 |
94.668 |
94.652 |
94.658 |
-0.003 |
18,333 |
1,409,884 |
+24,117 |
| Mar07 |
061205 |
94.885 |
94.895 |
94.840 |
94.865 |
-0.005 |
34,129 |
1,434,828 |
+13,207 |
| Jun07 |
061205 |
95.190 |
95.225 |
95.125 |
95.160 |
-0.010 |
38,310 |
1,368,718 |
-8,175 |
| Sep07 |
061205 |
95.385 |
95.420 |
95.325 |
95.365 |
unch |
84,749 |
1,282,413 |
-22,516 |
| Dec07 |
061205 |
95.500 |
95.530 |
95.445 |
95.480 |
+0.005 |
30,756 |
1,359,183 |
-7,466 |
| Mar08 |
061205 |
95.560 |
95.580 |
95.500 |
95.540 |
+0.005 |
17,825 |
901,561 |
+13,183 |
| Jun08 |
061205 |
95.570 |
95.590 |
95.520 |
95.555 |
+0.005 |
15,014 |
655,482 |
-10,227 |
| Sep08 |
061205 |
95.565 |
95.575 |
95.520 |
95.545 |
+0.005 |
22,887 |
481,979 |
+4,370 |
| Dec08 |
061205 |
95.535 |
95.560 |
95.480 |
95.515 |
+0.005 |
14,710 |
346,937 |
+1,000 |
| Mar09 |
061205 |
95.505 |
95.510 |
95.455 |
95.485 |
+0.005 |
9,415 |
362,385 |
+3,544 |
| Jun09 |
061205 |
95.465 |
95.465 |
95.420 |
95.440 |
unch |
6,311 |
279,907 |
-3,470 |
| Sep09 |
061205 |
95.430 |
95.430 |
95.385 |
95.405 |
unch |
24,045 |
179,703 |
+8,891 |
| Dec09 |
061205 |
95.375 |
95.380 |
95.335 |
95.355 |
unch |
4,856 |
131,702 |
-533 |
| Mar10 |
061205 |
95.350 |
95.350 |
95.310 |
95.330 |
unch |
3,953 |
123,319 |
-517 |
| Jun10 |
061205 |
95.310 |
95.310 |
95.265 |
95.285 |
-0.005 |
3,712 |
107,101 |
-987 |
| Sep10 |
061205 |
95.270 |
95.270 |
95.230 |
95.245 |
-0.005 |
2,837 |
78,919 |
-1,410 |
| Dec10 |
061205 |
95.225 |
95.225 |
95.175 |
95.200 |
-0.005 |
7,791 |
103,124 |
-326 |
| Mar11 |
061205 |
95.195 |
95.195 |
95.155 |
95.170 |
-0.005 |
5,077 |
67,869 |
+2,297 |
| Total Volume and Open Interest |
359,922 |
10,912,157 |
+20,322 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061205 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
826 |
19,269 |
-789 |
| Mar07 |
061205 |
99.31 |
99.32 |
99.30 |
99.30 |
-0.01 |
1,156 |
11,751 |
+460 |
| Jun07 |
061205 |
99.20 |
99.20 |
99.18 |
99.19 |
unch |
65 |
8,236 |
-54 |
| Sep07 |
061205 |
99.08 |
99.08 |
99.07 |
99.07 |
-0.01 |
72 |
3,386 |
+165 |
| Dec07 |
061205 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.01 |
17 |
7,480 |
+7 |
| Mar08 |
061205 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
0 |
3,568 |
+0 |
| Jun08 |
061205 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
0 |
401 |
+0 |
| Sep08 |
061205 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
0 |
11 |
+0 |
| Dec08 |
061205 |
98.65 |
98.65 |
98.65 |
98.65 |
unch |
0 |
6 |
+0 |
| Mar09 |
061205 |
98.54 |
98.54 |
98.54 |
98.54 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
2,136 |
54,128 |
-231 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061205 |
99.44 |
99.44 |
99.42 |
99.43 |
-0.01 |
1,964 |
79,722 |
+57 |
| Mar07 |
061205 |
99.31 |
99.32 |
99.31 |
99.31 |
-0.01 |
4,349 |
79,218 |
+1,753 |
| Jun07 |
061205 |
99.20 |
99.21 |
99.19 |
99.19 |
-0.01 |
5,419 |
45,733 |
+1,828 |
| Sep07 |
061205 |
99.08 |
99.09 |
99.07 |
99.08 |
unch |
1,007 |
32,436 |
+367 |
| Dec07 |
061205 |
98.98 |
98.99 |
98.97 |
98.98 |
unch |
87 |
43,124 |
-10 |
| Mar08 |
061205 |
98.89 |
98.89 |
98.88 |
98.88 |
unch |
77 |
31,553 |
+75 |
| Jun08 |
061205 |
98.81 |
98.81 |
98.81 |
98.81 |
unch |
2 |
8,339 |
+0 |
| Sep08 |
061205 |
98.73 |
98.73 |
98.73 |
98.73 |
unch |
2 |
1,681 |
+0 |
| Total Volume and Open Interest |
12,909 |
323,644 |
+4,072 |
| German Euro-Bund(EUREX) |
| Dec06 |
061205 |
118.69 |
118.80 |
118.43 |
118.54 |
-0.15 |
1,614,615 |
1,316,407 |
-57,900 |
| Mar07 |
061205 |
118.91 |
119.00 |
118.64 |
118.74 |
-0.16 |
441,409 |
502,522 |
+227,340 |
| Jun07 |
061205 |
118.47 |
118.52 |
118.19 |
118.28 |
-0.17 |
3,473 |
346 |
-22 |
| Total Volume and Open Interest |
2,059,497 |
1,819,275 |
+169,418 |
| German Euro-Bobl(EUREX) |
| Dec06 |
061205 |
110.13 |
110.17 |
109.93 |
110.01 |
-0.10 |
744,193 |
919,725 |
-90,540 |
| Mar07 |
061205 |
110.44 |
110.45 |
110.23 |
110.31 |
-0.09 |
175,158 |
229,403 |
+110,534 |
| Jun07 |
061205 |
110.05 |
110.06 |
109.86 |
109.93 |
-0.09 |
1,401 |
0 |
-98 |
| Total Volume and Open Interest |
920,752 |
1,149,128 |
+105,041 |
| Long Gilt(LIFFE) |
| Dec06 |
061205 |
110~13 |
110~14 |
110~01 |
110~04 |
-0~07 |
13,988 |
67,799 |
-6,129 |
| Mar07 |
061205 |
110~12 |
110~12 |
109~30 |
110~01 |
-0~07 |
69,034 |
245,156 |
+2,419 |
| Total Volume and Open Interest |
83,022 |
312,983 |
-3,710 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061205 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.01 |
37,507 |
391,623 |
-10,829 |
| Mar07 |
061205 |
94.68 |
94.68 |
94.68 |
94.68 |
-0.02 |
102,846 |
447,951 |
-10,339 |
| Jun07 |
061205 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.03 |
108,779 |
431,858 |
-22,204 |
| Total Volume and Open Interest |
473,147 |
2,376,245 |
-25,441 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061205 |
96.330 |
96.335 |
96.315 |
96.315 |
-0.015 |
72,643 |
614,957 |
+3,136 |
| Mar07 |
061205 |
96.260 |
96.265 |
96.210 |
96.225 |
-0.030 |
210,045 |
751,529 |
-14,200 |
| Jun07 |
061205 |
96.240 |
96.245 |
96.170 |
96.190 |
-0.040 |
194,427 |
615,840 |
-7,386 |
| Total Volume and Open Interest |
952,748 |
3,725,911 |
-3,684 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061205 |
93.63 |
93.63 |
93.62 |
93.63 |
unch |
28,623 |
112,602 |
+2,283 |
| Mar07 |
061205 |
93.62 |
93.63 |
93.61 |
93.62 |
unch |
103,435 |
354,118 |
+56,800 |
| Jun07 |
061205 |
93.67 |
93.70 |
93.66 |
93.67 |
unch |
47,288 |
182,443 |
+33,621 |
| Sep07 |
061205 |
93.73 |
93.76 |
93.72 |
93.73 |
+0.01 |
6,308 |
56,879 |
+3,831 |
| Dec07 |
061205 |
93.77 |
93.81 |
93.76 |
93.77 |
unch |
3,769 |
43,527 |
+2,238 |
| Mar08 |
061205 |
93.80 |
93.83 |
93.80 |
93.81 |
+0.01 |
2,599 |
26,388 |
+2,123 |
| Jun08 |
061205 |
93.83 |
93.86 |
93.83 |
93.84 |
+0.01 |
1,408 |
19,343 |
+1,277 |
| Sep08 |
061205 |
93.86 |
93.89 |
93.86 |
93.86 |
unch |
543 |
10,929 |
+502 |
| Dec08 |
061205 |
93.88 |
93.88 |
93.88 |
93.88 |
+0.01 |
344 |
5,171 |
+204 |
| Mar09 |
061205 |
93.89 |
93.91 |
93.89 |
93.89 |
unch |
50 |
1,589 |
+50 |
| Total Volume and Open Interest |
194,467 |
814,960 |
+103,029 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061205 |
94.50 |
94.53 |
94.50 |
94.50 |
+0.00 |
43,887 |
531,952 |
+32,988 |
| Mar07 |
061205 |
94.53 |
94.54 |
94.53 |
94.53 |
+0.01 |
62 |
1,025 |
+107 |
| Total Volume and Open Interest |
43,949 |
532,977 |
+33,095 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061205 |
94.25 |
94.28 |
94.24 |
94.26 |
+0.01 |
202,962 |
839,997 |
+143,735 |
| Mar07 |
061205 |
94.30 |
94.30 |
94.29 |
94.29 |
+0.01 |
18,619 |
18,619 |
+18,619 |
| Total Volume and Open Interest |
221,581 |
858,616 |
+162,354 |
| Gold(CMX) |
| Dec06 |
061205 |
644.5 |
648.0 |
640.5 |
642.3 |
-2.9 |
562 |
1,495 |
-3,297 |
| Feb07 |
061205 |
650.0 |
654.2 |
644.0 |
647.9 |
-3.0 |
36,340 |
194,195 |
-13,632 |
| Apr07 |
061205 |
658.5 |
661.0 |
650.0 |
654.2 |
-3.0 |
520 |
23,975 |
+18 |
| Jun07 |
061205 |
663.0 |
665.0 |
658.0 |
660.3 |
-3.0 |
515 |
22,721 |
+232 |
| Aug07 |
061205 |
666.2 |
666.2 |
666.2 |
666.2 |
-3.0 |
10 |
3,930 |
+1 |
| Oct07 |
061205 |
677.5 |
677.5 |
672.0 |
672.0 |
-3.0 |
656 |
15,379 |
+536 |
| Dec07 |
061205 |
678.0 |
678.0 |
677.2 |
677.7 |
-3.1 |
1,831 |
35,352 |
+1,177 |
| Feb08 |
061205 |
683.2 |
683.2 |
683.2 |
683.2 |
-3.2 |
334 |
2,415 |
+220 |
| Apr08 |
061205 |
688.7 |
688.7 |
688.7 |
688.7 |
-3.2 |
0 |
1,689 |
+0 |
| Jun08 |
061205 |
694.3 |
694.3 |
694.3 |
694.3 |
-3.2 |
100 |
3,790 |
+69 |
| Aug08 |
061205 |
699.8 |
699.8 |
699.8 |
699.8 |
-3.3 |
0 |
220 |
+0 |
| Oct08 |
061205 |
705.4 |
705.4 |
705.4 |
705.4 |
-3.3 |
0 |
500 |
+0 |
| Total Volume and Open Interest |
41,192 |
324,353 |
-14,403 |
| Silver(CMX) |
| Dec06 |
061205 |
1407.0 |
1412.0 |
1383.0 |
1384.5 |
-21.6 |
303 |
1,432 |
-1,023 |
| Mar07 |
061205 |
1428.0 |
1437.0 |
1400.5 |
1402.5 |
-22.0 |
10,099 |
71,936 |
+1,173 |
| May07 |
061205 |
1446.0 |
1446.0 |
1414.0 |
1414.0 |
-22.2 |
208 |
4,620 |
+109 |
| Jul07 |
061205 |
1445.0 |
1445.0 |
1425.2 |
1425.2 |
-22.6 |
41 |
9,798 |
+9 |
| Sep07 |
061205 |
1438.0 |
1462.0 |
1436.5 |
1436.5 |
-23.0 |
10 |
2,383 |
+5 |
| Dec07 |
061205 |
1472.0 |
1485.0 |
1445.0 |
1448.5 |
-23.4 |
83 |
11,476 |
+11 |
| Mar08 |
061205 |
1505.0 |
1505.0 |
1461.0 |
1461.0 |
-23.4 |
5 |
112 |
+3 |
| Total Volume and Open Interest |
10,889 |
107,176 |
+322 |
| Platinum(NYM) |
| Jan07 |
061205 |
1144.8 |
1144.8 |
1123.0 |
1133.7 |
-26.3 |
883 |
6,137 |
-126 |
| Apr07 |
061205 |
1149.0 |
1150.0 |
1141.0 |
1141.2 |
-26.8 |
110 |
2,030 |
+36 |
| Jul07 |
061205 |
1146.2 |
1146.2 |
1146.2 |
1146.2 |
-26.8 |
4 |
21 |
+4 |
| Oct07 |
061205 |
1151.2 |
1151.2 |
1151.2 |
1151.2 |
-26.8 |
|
|
|
| Total Volume and Open Interest |
997 |
8,188 |
-86 |
| Palladium(NYME) |
| Dec06 |
061205 |
330.00 |
332.00 |
330.00 |
332.00 |
+0.55 |
30 |
95 |
+12 |
| Mar07 |
061205 |
333.00 |
337.00 |
332.50 |
336.40 |
-0.05 |
518 |
10,983 |
+141 |
| Jun07 |
061205 |
342.70 |
342.70 |
342.70 |
342.70 |
-0.05 |
2 |
41 |
+2 |
| Total Volume and Open Interest |
550 |
11,178 |
+155 |
| Copper(CMX) |
| Dec06 |
061205 |
320.00 |
326.00 |
320.00 |
323.45 |
+7.75 |
1,008 |
4,906 |
-729 |
| Mar07 |
061205 |
321.50 |
329.00 |
321.25 |
324.70 |
+7.10 |
4,028 |
48,206 |
+29 |
| May07 |
061205 |
321.50 |
327.00 |
321.50 |
325.10 |
+7.20 |
105 |
4,270 |
+22 |
| Jul07 |
061205 |
324.60 |
325.00 |
324.50 |
324.50 |
+6.95 |
77 |
1,559 |
-12 |
| Sep07 |
061205 |
323.70 |
323.70 |
323.70 |
323.70 |
+6.95 |
5 |
1,115 |
+5 |
| Total Volume and Open Interest |
5,578 |
68,721 |
-519 |
| Aluminum(CMX) |
| Dec06 |
061205 |
127.00 |
127.00 |
127.00 |
127.00 |
+1.50 |
1 |
497 |
+0 |
| Jan07 |
061205 |
128.00 |
128.00 |
128.00 |
128.00 |
+1.50 |
1 |
106 |
+3 |
| Feb07 |
061205 |
126.00 |
126.00 |
126.00 |
126.00 |
+0.50 |
0 |
40 |
+0 |
| Mar07 |
061205 |
125.45 |
125.45 |
125.45 |
125.45 |
+0.50 |
0 |
40 |
+0 |
| Apr07 |
061205 |
124.90 |
124.90 |
124.90 |
124.90 |
+0.50 |
0 |
40 |
+0 |
| May07 |
061205 |
124.35 |
124.35 |
124.35 |
124.35 |
+0.50 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
3 |
1,114 |
+4 |
| DJIA Index(CBOT) |
| Dec06 |
061205 |
12305 |
12354 |
12289 |
12348 |
+51 |
6,285 |
61,042 |
-473 |
| Mar07 |
061205 |
12398 |
12435 |
12390 |
12435 |
+52 |
1,069 |
2,686 |
+405 |
| Jun07 |
061205 |
12518 |
12518 |
12518 |
12518 |
+51 |
0 |
53 |
+0 |
| Sep07 |
061205 |
12603 |
12603 |
12603 |
12603 |
+51 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
7,354 |
63,784 |
-68 |
| S & P 500(CME) |
| Dec06 |
061205 |
1413.00 |
1417.20 |
1410.50 |
1416.70 |
+6.00 |
61,005 |
490,408 |
-20,285 |
| Mar07 |
061205 |
1425.20 |
1429.00 |
1422.80 |
1428.80 |
+6.10 |
34,967 |
188,780 |
+24,887 |
| Jun07 |
061205 |
1440.80 |
1440.80 |
1440.80 |
1440.80 |
+6.10 |
1,914 |
10,144 |
+1,391 |
| Sep07 |
061205 |
1450.00 |
1453.00 |
1450.00 |
1453.00 |
+6.10 |
0 |
3,917 |
+0 |
| Total Volume and Open Interest |
97,886 |
695,231 |
+5,993 |
| S & P 500 E-Mini(Globex) |
| Dec06 |
061205 |
1410.25 |
1417.50 |
1409.50 |
1416.75 |
+6.00 |
1,168,851 |
1,773,659 |
+33,919 |
| Mar07 |
061205 |
1422.00 |
1429.25 |
1421.75 |
1428.75 |
+6.00 |
17,852 |
174,372 |
+10,409 |
| Total Volume and Open Interest |
1,186,703 |
1,948,031 |
+44,328 |
| NASDAQ 100(CME) |
| Dec06 |
061205 |
1808.00 |
1814.30 |
1799.50 |
1808.00 |
+4.50 |
5,155 |
70,471 |
-106 |
| Mar07 |
061205 |
1830.00 |
1835.00 |
1828.00 |
1829.80 |
+4.50 |
430 |
755 |
+269 |
| Jun07 |
061205 |
1847.80 |
1847.80 |
1847.80 |
1847.80 |
+4.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
5,585 |
71,236 |
+163 |
| NASDAQ 100 E-Mini(Globex) |
| Dec06 |
061205 |
1803.50 |
1814.30 |
1799.30 |
1808.00 |
+4.50 |
319,049 |
525,017 |
+15,793 |
| Mar07 |
061205 |
1825.00 |
1835.50 |
1821.30 |
1829.80 |
+4.50 |
4,371 |
8,428 |
+2,181 |
| Total Volume and Open Interest |
323,420 |
533,445 |
+17,974 |
| S & P Midcap 400(CME) |
| Dec06 |
061205 |
820.50 |
822.50 |
818.75 |
822.00 |
-7.60 |
398 |
10,524 |
-93 |
| Mar07 |
061205 |
830.00 |
830.25 |
830.00 |
830.25 |
-7.55 |
192 |
145 |
+132 |
| Jun07 |
061205 |
838.45 |
838.45 |
838.45 |
838.45 |
-7.55 |
|
|
|
| Total Volume and Open Interest |
590 |
10,669 |
+39 |
| Russell 2000(CME) |
| Dec06 |
061205 |
798.50 |
802.75 |
796.25 |
798.30 |
+0.40 |
3,645 |
41,315 |
-1,165 |
| Mar07 |
061205 |
806.00 |
809.00 |
803.25 |
805.40 |
+0.50 |
505 |
1,122 |
+364 |
| Jun07 |
061205 |
812.40 |
812.40 |
812.40 |
812.40 |
+0.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,150 |
42,446 |
-801 |
| Russell 2000 E-Mini(Globex) |
| Dec06 |
061205 |
797.80 |
802.70 |
795.70 |
798.30 |
+0.40 |
203,743 |
396,636 |
-4,329 |
| Mar07 |
061205 |
805.10 |
809.50 |
803.00 |
805.40 |
+0.50 |
16,743 |
30,052 |
+13,916 |
| Jun07 |
061205 |
812.40 |
812.40 |
812.40 |
812.40 |
|
|
|
|
| Value Line(KCBT) |
| Dec06 |
061205 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec06 |
061205 |
16290 |
16355 |
16270 |
16335 |
-15 |
|
|
|
| Mar07 |
061205 |
16320 |
16360 |
16290 |
16360 |
-15 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SGX) |
| Dec06 |
061205 |
16380 |
16405 |
16230 |
16300 |
+45 |
55,997 |
250,970 |
+1,190 |
| Mar07 |
061205 |
16380 |
16410 |
16245 |
16310 |
+50 |
4,240 |
4,030 |
+1,965 |
| Jun07 |
061205 |
16210 |
16210 |
16210 |
16210 |
-40 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
60,245 |
255,442 |
+3,155 |
| CAC 40(EURONEXT) |
| Dec06 |
061205 |
5315.5 |
5382.0 |
5302.5 |
5367.0 |
+64.5 |
89,985 |
492,916 |
-5,234 |
| Jan07 |
061205 |
5330.5 |
5394.5 |
5321.5 |
5384.0 |
+64.5 |
865 |
2,016 |
+40 |
| Feb07 |
061205 |
5398.5 |
5398.5 |
5398.5 |
5398.5 |
+64.5 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
91,610 |
495,017 |
-5,154 |
| Hang Seng Index(HKFE) |
| Dec06 |
061205 |
18898 |
19081 |
18825 |
19072 |
+326 |
42,381 |
120,764 |
-1,609 |
| Jan07 |
061205 |
18938 |
19136 |
18890 |
19136 |
+327 |
661 |
1,130 |
+147 |
| Total Volume and Open Interest |
43,216 |
123,546 |
-1,384 |
| DAX(EUREX) |
| Dec06 |
061205 |
6314.0 |
6390.0 |
6294.0 |
6379.5 |
+74.5 |
154,063 |
264,913 |
+1,465 |
| Mar07 |
061205 |
6369.0 |
6448.0 |
6352.0 |
6437.5 |
+75.0 |
2,017 |
16,626 |
+1,130 |
| Jun07 |
061205 |
6437.5 |
6509.0 |
6412.0 |
6499.0 |
+76.0 |
548 |
6,185 |
+151 |
| Total Volume and Open Interest |
156,628 |
287,724 |
+2,746 |
| FT-SE 100(EURONEXT) |
| Dec06 |
061205 |
6066.50 |
6107.00 |
6055.00 |
6098.50 |
+41.50 |
73,806 |
523,765 |
-45 |
| Mar07 |
061205 |
6088.00 |
6125.00 |
6075.00 |
6117.50 |
+42.00 |
4,017 |
16,590 |
+1,345 |
| Jun07 |
061205 |
6102.00 |
6136.00 |
6101.50 |
6136.00 |
+42.00 |
1,011 |
8,251 |
+1,001 |
| Total Volume and Open Interest |
78,839 |
549,129 |
+2,301 |
| SPI 200(SFE) |
| Dec06 |
061205 |
5456.0 |
5472.0 |
5417.0 |
5434.0 |
-7.0 |
14,454 |
301,608 |
+4,059 |
| Mar07 |
061205 |
5470.0 |
5470.0 |
5428.0 |
5440.0 |
-7.0 |
165 |
6,098 |
+86 |
| Jun07 |
061205 |
5476.0 |
5476.0 |
5476.0 |
5476.0 |
-7.0 |
0 |
4,354 |
+0 |
| Total Volume and Open Interest |
14,739 |
316,116 |
+4,272 |
| GSCI(CME) |
| Dec06 |
061205 |
454.50 |
455.80 |
449.30 |
453.00 |
-0.30 |
388 |
21,676 |
-67 |
| Jan07 |
061205 |
459.20 |
459.20 |
459.20 |
459.20 |
+0.20 |
10 |
302 |
+10 |
| Feb07 |
061205 |
462.70 |
462.70 |
462.70 |
462.70 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
398 |
21,978 |
-57 |
| Reuters CRB Index(NYBOT) |
| Jan07 |
061205 |
404.75 |
405.75 |
403.50 |
405.25 |
+0.25 |
19 |
555 |
-4 |
| Feb07 |
061205 |
405.00 |
405.25 |
405.00 |
405.25 |
+0.25 |
0 |
6 |
+0 |
| Apr07 |
061205 |
407.25 |
407.25 |
407.25 |
407.25 |
+0.25 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
19 |
973 |
-4 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
