|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri October 01, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041001 |
529.00 |
539.50 |
528.00 |
534.50 |
+7.50 |
32,973 |
135,030 |
-2,217 |
| Jan05 |
041001 |
536.00 |
545.75 |
535.00 |
542.00 |
+7.25 |
5,685 |
28,724 |
+724 |
| Mar05 |
041001 |
541.00 |
551.50 |
540.25 |
547.75 |
+8.00 |
5,606 |
23,576 |
+2,610 |
| May05 |
041001 |
548.50 |
557.50 |
548.50 |
553.50 |
+5.75 |
1,551 |
12,747 |
-7 |
| Jul05 |
041001 |
556.50 |
564.75 |
554.50 |
560.25 |
+5.25 |
2,321 |
9,338 |
+97 |
| Aug05 |
041001 |
560.50 |
562.00 |
560.25 |
560.25 |
+5.25 |
300 |
288 |
+58 |
| Sep05 |
041001 |
562.00 |
563.50 |
562.00 |
562.00 |
+8.00 |
3 |
128 |
+0 |
| Total Volume and Open Interest |
49,927 |
214,893 |
+1,991 |
| Soybean Meal(CBOT) |
| Oct04 |
041001 |
157.00 |
158.40 |
156.20 |
157.70 |
+1.50 |
4,308 |
8,011 |
-1,449 |
| Dec04 |
041001 |
160.80 |
162.30 |
159.70 |
161.70 |
+2.00 |
13,654 |
56,404 |
+176 |
| Jan05 |
041001 |
162.30 |
163.20 |
161.10 |
162.70 |
+1.60 |
2,611 |
14,397 |
+644 |
| Mar05 |
041001 |
164.70 |
166.20 |
164.00 |
165.30 |
+1.20 |
2,410 |
13,770 |
+269 |
| May05 |
041001 |
166.50 |
169.50 |
166.40 |
168.20 |
+1.80 |
1,548 |
13,199 |
+161 |
| Jul05 |
041001 |
169.70 |
172.50 |
169.70 |
171.70 |
+2.00 |
1,750 |
14,423 |
+187 |
| Aug05 |
041001 |
171.50 |
173.60 |
171.50 |
172.20 |
+1.40 |
419 |
4,646 |
-47 |
| Sep05 |
041001 |
172.00 |
174.70 |
172.00 |
172.90 |
+1.30 |
111 |
3,264 |
+60 |
| Total Volume and Open Interest |
27,102 |
132,109 |
+17 |
| Soybean Oil(CBOT) |
| Oct04 |
041001 |
20.60 |
21.05 |
20.60 |
20.77 |
+0.25 |
2,888 |
3,679 |
-1,702 |
| Dec04 |
041001 |
20.80 |
21.24 |
20.78 |
20.90 |
+0.16 |
13,376 |
63,614 |
-264 |
| Jan05 |
041001 |
20.88 |
21.27 |
20.85 |
20.95 |
+0.19 |
2,135 |
16,972 |
+493 |
| Mar05 |
041001 |
20.95 |
21.36 |
20.91 |
21.04 |
+0.25 |
2,012 |
16,797 |
+561 |
| May05 |
041001 |
21.00 |
21.40 |
21.00 |
21.08 |
+0.28 |
1,223 |
9,648 |
+22 |
| Jul05 |
041001 |
21.05 |
21.45 |
21.05 |
21.15 |
+0.17 |
1,754 |
10,547 |
+31 |
| Aug05 |
041001 |
21.30 |
21.40 |
21.15 |
21.15 |
+0.25 |
564 |
4,175 |
+281 |
| Sep05 |
041001 |
21.25 |
21.40 |
21.15 |
21.15 |
+0.25 |
128 |
2,243 |
+23 |
| Total Volume and Open Interest |
24,429 |
132,192 |
-618 |
| Canola(WCE) |
| Nov04 |
041001 |
308.0 |
311.0 |
307.5 |
310.1 |
+2.9 |
3,194 |
35,146 |
+538 |
| Jan05 |
041001 |
312.7 |
316.2 |
312.7 |
315.4 |
+3.1 |
907 |
7,090 |
+381 |
| Mar05 |
041001 |
320.0 |
321.2 |
320.0 |
320.3 |
+3.6 |
92 |
4,881 |
-17 |
| May05 |
041001 |
324.8 |
324.8 |
324.8 |
324.8 |
+3.8 |
0 |
341 |
+0 |
| Jul05 |
041001 |
329.5 |
329.5 |
329.5 |
329.5 |
+1.8 |
0 |
263 |
+0 |
| Total Volume and Open Interest |
4,258 |
50,166 |
+975 |
| Corn(CBOT) |
| Dec04 |
041001 |
206.25 |
207.25 |
205.50 |
206.00 |
+0.50 |
44,560 |
347,784 |
+3,621 |
| Mar05 |
041001 |
217.00 |
218.00 |
216.25 |
217.00 |
+0.75 |
10,125 |
116,218 |
+871 |
| May05 |
041001 |
224.25 |
225.25 |
223.75 |
224.25 |
+0.75 |
3,086 |
38,256 |
+578 |
| Jul05 |
041001 |
230.50 |
231.50 |
230.00 |
230.25 |
+0.50 |
2,305 |
42,833 |
+368 |
| Sep05 |
041001 |
237.50 |
238.00 |
237.25 |
237.50 |
+1.00 |
609 |
10,829 |
+95 |
| Dec05 |
041001 |
245.25 |
246.25 |
245.25 |
245.75 |
+0.25 |
2,048 |
20,406 |
+714 |
| Total Volume and Open Interest |
62,766 |
578,055 |
+6,252 |
| Wheat(CBOT) |
| Dec04 |
041001 |
307.00 |
308.50 |
300.50 |
303.75 |
-3.00 |
30,672 |
121,527 |
+885 |
| Mar05 |
041001 |
320.00 |
320.50 |
313.00 |
316.00 |
-2.75 |
3,776 |
19,865 |
-415 |
| May05 |
041001 |
326.00 |
326.00 |
320.00 |
321.00 |
-3.50 |
893 |
3,625 |
-150 |
| Jul05 |
041001 |
330.50 |
331.00 |
325.25 |
325.75 |
-3.50 |
1,157 |
6,292 |
+165 |
| Sep05 |
041001 |
335.00 |
335.00 |
333.00 |
333.00 |
-4.00 |
51 |
135 |
-20 |
| Total Volume and Open Interest |
36,556 |
151,582 |
+470 |
| Wheat(KCBT) |
| Dec04 |
041001 |
334.50 |
338.50 |
332.00 |
334.50 |
-2.25 |
10,229 |
49,964 |
-401 |
| Mar05 |
041001 |
344.00 |
345.00 |
340.00 |
342.00 |
-2.00 |
1,667 |
13,433 |
+509 |
| May05 |
041001 |
347.50 |
347.50 |
343.00 |
344.00 |
-2.25 |
207 |
3,055 |
+119 |
| Jul05 |
041001 |
345.00 |
346.50 |
342.50 |
344.50 |
-2.50 |
530 |
3,578 |
+167 |
| Sep05 |
041001 |
349.00 |
349.00 |
349.00 |
349.00 |
-4.00 |
1 |
48 |
-1 |
| Total Volume and Open Interest |
12,634 |
70,092 |
+393 |
| Wheat(MGE) |
| Dec04 |
041001 |
359.00 |
359.50 |
352.50 |
355.00 |
-3.25 |
7,949 |
22,006 |
-923 |
| Mar05 |
041001 |
369.50 |
369.75 |
363.50 |
365.50 |
-3.00 |
1,685 |
8,038 |
+629 |
| May05 |
041001 |
375.00 |
375.00 |
370.00 |
371.00 |
-1.75 |
583 |
3,393 |
+115 |
| Jul05 |
041001 |
375.00 |
375.00 |
371.00 |
372.00 |
-2.00 |
366 |
2,159 |
+0 |
| Sep05 |
041001 |
371.50 |
371.50 |
367.00 |
369.00 |
-3.50 |
286 |
388 |
+163 |
| Total Volume and Open Interest |
10,870 |
36,049 |
-16 |
| Oats(CBOT) |
| Dec04 |
041001 |
145.00 |
145.75 |
141.75 |
144.00 |
-0.25 |
1,472 |
4,743 |
-7 |
| Mar05 |
041001 |
152.00 |
153.00 |
150.00 |
151.50 |
+0.25 |
103 |
1,422 |
+17 |
| May05 |
041001 |
157.50 |
157.50 |
157.50 |
157.50 |
+1.50 |
3 |
93 |
-2 |
| Jul05 |
041001 |
161.50 |
161.50 |
161.50 |
161.50 |
unch |
0 |
32 |
+0 |
| Total Volume and Open Interest |
1,578 |
6,290 |
+8 |
| Rough Rice(CBOT) |
| Nov04 |
041001 |
7.05 |
7.12 |
7.00 |
7.09 |
+0.05 |
62 |
3,014 |
-21 |
| Jan05 |
041001 |
7.28 |
7.34 |
7.25 |
7.33 |
+0.08 |
22 |
827 |
-98 |
| Mar05 |
041001 |
7.57 |
7.58 |
7.53 |
7.53 |
+0.07 |
6 |
674 |
+1 |
| May05 |
041001 |
7.74 |
7.74 |
7.74 |
7.74 |
+0.07 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
90 |
4,548 |
-118 |
| Live Cattle(CME) |
| Oct04 |
041001 |
84.950 |
85.950 |
84.700 |
85.875 |
+0.800 |
4,713 |
18,576 |
-379 |
| Dec04 |
041001 |
87.100 |
88.400 |
87.000 |
88.275 |
+1.000 |
7,500 |
61,248 |
+535 |
| Feb05 |
041001 |
88.900 |
89.900 |
88.600 |
89.850 |
+0.950 |
1,570 |
15,449 |
-40 |
| Apr05 |
041001 |
86.775 |
87.500 |
86.550 |
87.225 |
+0.450 |
576 |
7,065 |
+159 |
| Jun05 |
041001 |
82.750 |
83.500 |
82.550 |
83.175 |
+0.275 |
527 |
4,422 |
+267 |
| Aug05 |
041001 |
82.500 |
83.100 |
82.500 |
83.050 |
+0.225 |
217 |
2,242 |
-3 |
| Total Volume and Open Interest |
15,225 |
109,263 |
+559 |
| Feeder Cattle(CME) |
| Oct04 |
041001 |
111.650 |
112.600 |
111.250 |
112.525 |
+0.750 |
1,271 |
5,710 |
-216 |
| Nov04 |
041001 |
109.000 |
110.500 |
108.900 |
110.200 |
+0.700 |
1,040 |
7,554 |
+250 |
| Jan05 |
041001 |
106.050 |
107.000 |
105.600 |
106.900 |
+0.525 |
368 |
3,354 |
+91 |
| Mar05 |
041001 |
102.300 |
102.900 |
102.250 |
102.800 |
+0.400 |
40 |
841 |
-8 |
| Apr05 |
041001 |
101.700 |
102.350 |
101.700 |
102.350 |
+0.550 |
7 |
243 |
+3 |
| May05 |
041001 |
101.425 |
102.350 |
101.425 |
102.350 |
+0.550 |
1 |
257 |
+0 |
| Total Volume and Open Interest |
2,879 |
17,959 |
-1,257 |
| Lean Hogs(CME) |
| Oct04 |
041001 |
74.850 |
75.000 |
74.325 |
74.750 |
-0.250 |
3,032 |
10,641 |
-277 |
| Dec04 |
041001 |
68.900 |
69.150 |
68.550 |
68.675 |
-0.450 |
5,991 |
57,948 |
+2,038 |
| Feb05 |
041001 |
67.600 |
67.950 |
67.350 |
67.825 |
+0.025 |
2,138 |
16,044 |
+163 |
| Apr05 |
041001 |
64.600 |
65.000 |
64.500 |
64.900 |
+0.125 |
766 |
6,110 |
+190 |
| May05 |
041001 |
63.250 |
63.600 |
63.250 |
63.600 |
+0.300 |
82 |
965 |
+40 |
| Jun05 |
041001 |
67.900 |
68.250 |
67.800 |
68.125 |
+0.250 |
260 |
2,942 |
+100 |
| Jul05 |
041001 |
63.500 |
63.700 |
63.500 |
63.700 |
+0.150 |
36 |
655 |
+27 |
| Aug05 |
041001 |
59.625 |
59.650 |
59.550 |
59.550 |
-0.075 |
46 |
352 |
+5 |
| Total Volume and Open Interest |
12,362 |
95,733 |
+2,290 |
| Pork Bellies(CME) |
| Feb05 |
041001 |
97.000 |
98.000 |
96.400 |
96.950 |
-0.425 |
296 |
1,142 |
-26 |
| Mar05 |
041001 |
96.500 |
96.500 |
96.500 |
96.500 |
unch |
1 |
15 |
+1 |
| May05 |
041001 |
96.550 |
96.550 |
96.550 |
96.550 |
+0.025 |
0 |
5 |
+0 |
| Jul05 |
041001 |
100.900 |
100.900 |
100.900 |
100.900 |
unch |
0 |
7 |
+0 |
| Total Volume and Open Interest |
297 |
1,169 |
-25 |
| Class III Milk(CME) |
| Oct04 |
041001 |
14.22 |
14.22 |
13.95 |
13.95 |
-0.28 |
209 |
4,101 |
-49 |
| Nov04 |
041001 |
13.10 |
13.12 |
12.90 |
12.94 |
-0.23 |
203 |
3,000 |
-28 |
| Dec04 |
041001 |
12.45 |
12.45 |
12.25 |
12.30 |
-0.19 |
116 |
2,398 |
+39 |
| Jan05 |
041001 |
12.05 |
12.05 |
11.95 |
12.00 |
-0.10 |
53 |
1,259 |
+43 |
| Feb05 |
041001 |
12.05 |
12.05 |
11.95 |
12.00 |
-0.05 |
26 |
1,282 |
+20 |
| Total Volume and Open Interest |
635 |
18,015 |
-5,518 |
| Cocoa(ICE) |
| Dec04 |
041001 |
1440 |
1460 |
1438 |
1450 |
-3 |
6,395 |
44,924 |
+34 |
| Mar05 |
041001 |
1461 |
1475 |
1458 |
1467 |
-2 |
1,378 |
16,764 |
+17 |
| May05 |
041001 |
1475 |
1485 |
1475 |
1479 |
unch |
136 |
11,174 |
-43 |
| Jul05 |
041001 |
1490 |
1490 |
1488 |
1488 |
unch |
1,053 |
10,404 |
-233 |
| Sep05 |
041001 |
1500 |
1500 |
1498 |
1500 |
unch |
36 |
6,572 |
+17 |
| Dec05 |
041001 |
1515 |
1515 |
1515 |
1515 |
unch |
402 |
7,499 |
+400 |
| Mar06 |
041001 |
1526 |
1526 |
1526 |
1526 |
unch |
0 |
3,684 |
+0 |
| Total Volume and Open Interest |
10,290 |
104,753 |
+1,072 |
| Coffee "C"(ICE) |
| Dec04 |
041001 |
81.25 |
81.30 |
79.35 |
80.15 |
-2.20 |
13,654 |
67,901 |
+704 |
| Mar05 |
041001 |
84.25 |
84.25 |
82.40 |
83.20 |
-2.15 |
2,319 |
14,055 |
+310 |
| May05 |
041001 |
86.10 |
86.10 |
84.50 |
85.25 |
-2.05 |
586 |
4,019 |
+20 |
| Jul05 |
041001 |
88.00 |
88.00 |
86.25 |
87.15 |
-2.00 |
198 |
1,531 |
-102 |
| Sep05 |
041001 |
89.50 |
89.60 |
88.35 |
89.00 |
-2.05 |
24 |
578 |
+4 |
| Dec05 |
041001 |
91.75 |
91.75 |
91.75 |
91.75 |
-2.00 |
75 |
604 |
+43 |
| Total Volume and Open Interest |
16,856 |
88,838 |
+979 |
| Orange Juice(ICE) |
| Nov04 |
041001 |
87.00 |
89.40 |
85.40 |
89.20 |
+1.70 |
1,823 |
19,759 |
+90 |
| Jan05 |
041001 |
89.50 |
91.75 |
87.50 |
91.50 |
+1.65 |
612 |
6,773 |
+116 |
| Mar05 |
041001 |
91.50 |
93.50 |
89.00 |
93.50 |
+1.50 |
298 |
8,432 |
+172 |
| May05 |
041001 |
95.00 |
96.00 |
95.00 |
96.00 |
+1.40 |
85 |
4,603 |
+0 |
| Jul05 |
041001 |
96.00 |
98.00 |
96.00 |
98.00 |
+1.60 |
0 |
529 |
+0 |
| Sep05 |
041001 |
97.25 |
99.50 |
96.60 |
99.50 |
+1.60 |
5 |
92 |
+0 |
| Total Volume and Open Interest |
2,973 |
40,667 |
+483 |
| Sugar #11(ICE) |
| Mar05 |
041001 |
9.10 |
9.10 |
8.87 |
8.90 |
-0.16 |
26,217 |
205,504 |
+4,164 |
| May05 |
041001 |
9.06 |
9.07 |
8.92 |
8.96 |
-0.11 |
6,085 |
36,301 |
+1,542 |
| Jul05 |
041001 |
8.75 |
8.76 |
8.62 |
8.68 |
-0.07 |
2,254 |
22,336 |
+52 |
| Oct05 |
041001 |
8.65 |
8.65 |
8.52 |
8.60 |
-0.05 |
1,125 |
21,464 |
+278 |
| Mar06 |
041001 |
8.50 |
8.50 |
8.40 |
8.46 |
-0.04 |
328 |
7,288 |
+172 |
| Total Volume and Open Interest |
47,833 |
303,134 |
-177 |
| Sugar #14(ICE) |
| Nov04 |
041001 |
20.40 |
20.40 |
20.40 |
20.40 |
-0.02 |
280 |
2,032 |
-140 |
| Jan05 |
041001 |
20.40 |
20.40 |
20.39 |
20.39 |
-0.03 |
253 |
2,620 |
+85 |
| Mar05 |
041001 |
20.56 |
20.56 |
20.55 |
20.55 |
-0.03 |
45 |
2,620 |
+10 |
| May05 |
041001 |
20.63 |
20.65 |
20.63 |
20.64 |
-0.01 |
137 |
1,667 |
+107 |
| Jul05 |
041001 |
20.90 |
20.94 |
20.89 |
20.94 |
+0.03 |
70 |
1,207 |
+26 |
| Total Volume and Open Interest |
892 |
11,642 |
+98 |
| London Cocoa(LCE) |
| Dec04 |
041001 |
830 |
844 |
828 |
835 |
unch |
3,452 |
81,967 |
-547 |
| Mar05 |
041001 |
854 |
865 |
853 |
859 |
unch |
1,439 |
34,340 |
+8 |
| May05 |
041001 |
871 |
874 |
871 |
874 |
unch |
173 |
16,633 |
+4 |
| Jul05 |
041001 |
884 |
893 |
884 |
889 |
unch |
74 |
13,683 |
+57 |
| Sep05 |
041001 |
900 |
910 |
899 |
905 |
unch |
216 |
23,952 |
+145 |
| Dec05 |
041001 |
908 |
917 |
907 |
913 |
unch |
57 |
10,269 |
-5 |
| Mar06 |
041001 |
915 |
927 |
912 |
920 |
-2 |
15 |
2,958 |
-3 |
| Total Volume and Open Interest |
5,426 |
184,261 |
-341 |
| London Coffee(LCE) |
| Nov04 |
041001 |
660.00 |
668.00 |
631.00 |
636.00 |
-26.00 |
5,246 |
66,056 |
-776 |
| Jan05 |
041001 |
677.00 |
680.00 |
651.00 |
656.00 |
-24.00 |
3,403 |
34,470 |
-513 |
| Mar05 |
041001 |
695.00 |
695.00 |
670.00 |
674.00 |
-23.00 |
2,182 |
22,951 |
+1,500 |
| May05 |
041001 |
713.00 |
714.00 |
690.00 |
690.00 |
-23.00 |
159 |
14,824 |
+121 |
| Jul05 |
041001 |
725.00 |
725.00 |
701.00 |
705.00 |
-23.00 |
669 |
5,151 |
+514 |
| Sep05 |
041001 |
740.00 |
745.00 |
721.00 |
721.00 |
-24.00 |
208 |
2,216 |
+127 |
| Total Volume and Open Interest |
11,875 |
145,792 |
-1,549 |
| London Sugar(LCE) |
| Dec04 |
041001 |
239.40 |
242.20 |
238.50 |
239.70 |
+0.30 |
3,194 |
12,806 |
-493 |
| Mar05 |
041001 |
256.00 |
257.00 |
253.20 |
254.40 |
-0.60 |
2,309 |
19,090 |
+880 |
| May05 |
041001 |
262.00 |
262.00 |
258.50 |
259.50 |
-0.50 |
477 |
9,088 |
+25 |
| Aug05 |
041001 |
255.50 |
256.00 |
254.30 |
255.60 |
-0.40 |
361 |
4,338 |
-250 |
| Oct05 |
041001 |
252.50 |
252.50 |
252.50 |
252.50 |
unch |
4 |
3,044 |
+0 |
| Total Volume and Open Interest |
6,357 |
50,633 |
+165 |
| Cotton(ICE) |
| Oct04 |
041001 |
48.10 |
48.50 |
47.50 |
48.00 |
-0.10 |
21 |
423 |
-118 |
| Dec04 |
041001 |
46.60 |
47.03 |
46.10 |
46.98 |
+0.63 |
8,246 |
43,795 |
+615 |
| Mar05 |
041001 |
48.55 |
49.10 |
48.10 |
49.08 |
+0.56 |
2,059 |
16,153 |
+80 |
| May05 |
041001 |
49.45 |
50.10 |
49.35 |
50.10 |
+0.50 |
206 |
4,166 |
+41 |
| Jul05 |
041001 |
50.25 |
51.00 |
50.25 |
51.00 |
+0.60 |
321 |
5,170 |
+159 |
| Oct05 |
041001 |
51.80 |
51.80 |
51.80 |
51.80 |
+0.10 |
1 |
33 |
+0 |
| Total Volume and Open Interest |
10,996 |
71,920 |
+784 |
| Lumber(CME) |
| Nov04 |
041001 |
340.0 |
342.4 |
330.5 |
332.0 |
-4.2 |
572 |
2,679 |
+21 |
| Jan05 |
041001 |
341.9 |
343.0 |
335.0 |
335.5 |
-4.2 |
172 |
831 |
+19 |
| Mar05 |
041001 |
344.8 |
344.8 |
340.5 |
340.5 |
+0.2 |
13 |
217 |
+2 |
| May05 |
041001 |
341.0 |
343.0 |
340.8 |
343.0 |
+6.0 |
5 |
48 |
-5 |
| Total Volume and Open Interest |
763 |
3,776 |
+38 |
| Crude Oil(NYM) |
| Nov04 |
041001 |
49.42 |
50.15 |
49.20 |
50.12 |
+0.48 |
82,583 |
214,789 |
-3,444 |
| Dec04 |
041001 |
49.05 |
49.75 |
48.80 |
49.69 |
+0.48 |
59,226 |
120,605 |
+5,562 |
| Jan05 |
041001 |
48.48 |
49.10 |
48.20 |
49.06 |
+0.48 |
13,706 |
46,589 |
+933 |
| Feb05 |
041001 |
47.95 |
48.44 |
47.70 |
48.44 |
+0.48 |
5,791 |
27,307 |
+1,768 |
| Mar05 |
041001 |
47.18 |
47.78 |
47.15 |
47.78 |
+0.48 |
4,738 |
24,936 |
+652 |
| Apr05 |
041001 |
46.50 |
47.12 |
46.45 |
47.12 |
+0.48 |
5,731 |
14,293 |
-725 |
| May05 |
041001 |
46.47 |
46.47 |
46.47 |
46.47 |
+0.48 |
2,757 |
13,036 |
-1,563 |
| Jun05 |
041001 |
45.25 |
45.84 |
45.18 |
45.84 |
+0.48 |
6,658 |
26,449 |
+2,739 |
| Jul05 |
041001 |
44.65 |
45.24 |
44.65 |
45.24 |
+0.48 |
898 |
12,108 |
+102 |
| Aug05 |
041001 |
44.70 |
44.70 |
44.70 |
44.70 |
+0.48 |
1,000 |
6,940 |
-266 |
| Sep05 |
041001 |
44.21 |
44.21 |
44.21 |
44.21 |
+0.48 |
777 |
10,806 |
-372 |
| Oct05 |
041001 |
43.05 |
43.75 |
43.05 |
43.75 |
+0.48 |
49 |
5,029 |
+0 |
| Nov05 |
041001 |
43.31 |
43.31 |
43.31 |
43.31 |
+0.48 |
208 |
6,853 |
+173 |
| Dec05 |
041001 |
42.50 |
42.90 |
42.30 |
42.90 |
+0.48 |
6,073 |
43,659 |
+1,135 |
| Jan06 |
041001 |
42.50 |
42.50 |
42.50 |
42.50 |
+0.48 |
33 |
5,458 |
-13 |
| Feb06 |
041001 |
42.11 |
42.11 |
42.11 |
42.11 |
+0.48 |
16 |
2,495 |
+0 |
| Total Volume and Open Interest |
199,071 |
702,652 |
+8,288 |
| Heating Oil(NYM) |
| Nov04 |
041001 |
138.10 |
139.80 |
137.00 |
139.58 |
+0.97 |
25,741 |
76,668 |
+1,375 |
| Dec04 |
041001 |
138.30 |
139.90 |
137.20 |
139.76 |
+1.05 |
6,101 |
34,026 |
-590 |
| Jan05 |
041001 |
138.20 |
139.46 |
137.30 |
139.46 |
+1.05 |
2,807 |
19,103 |
+1,056 |
| Feb05 |
041001 |
136.25 |
137.51 |
135.95 |
137.51 |
+1.05 |
616 |
15,004 |
+88 |
| Mar05 |
041001 |
132.20 |
133.11 |
131.50 |
133.11 |
+1.05 |
686 |
14,964 |
+26 |
| Apr05 |
041001 |
126.20 |
127.46 |
126.00 |
127.46 |
+1.05 |
281 |
4,377 |
-208 |
| May05 |
041001 |
120.85 |
122.21 |
120.80 |
122.21 |
+1.05 |
174 |
3,414 |
+6 |
| Jun05 |
041001 |
117.45 |
118.71 |
117.45 |
118.71 |
+1.05 |
192 |
4,815 |
+94 |
| Jul05 |
041001 |
115.60 |
116.91 |
115.60 |
116.91 |
+1.05 |
191 |
3,871 |
+9 |
| Aug05 |
041001 |
115.25 |
116.76 |
115.25 |
116.76 |
+1.05 |
0 |
622 |
+0 |
| Sep05 |
041001 |
117.16 |
117.16 |
117.16 |
117.16 |
+1.05 |
55 |
2,226 |
+50 |
| Oct05 |
041001 |
117.71 |
117.71 |
117.71 |
117.71 |
+1.05 |
1 |
177 |
+1 |
| Total Volume and Open Interest |
51,647 |
190,102 |
-5,253 |
| Gasoline(NYMEX) |
| Nov04 |
041001 |
133.25 |
135.50 |
132.30 |
135.22 |
+2.46 |
22,755 |
71,042 |
+3,110 |
| Dec04 |
041001 |
131.50 |
133.40 |
130.50 |
133.25 |
+2.29 |
5,505 |
23,696 |
+262 |
| Jan05 |
041001 |
130.90 |
132.65 |
130.10 |
132.58 |
+2.07 |
1,530 |
14,347 |
+357 |
| Feb05 |
041001 |
130.80 |
132.88 |
130.50 |
132.88 |
+2.07 |
490 |
7,160 |
+248 |
| Mar05 |
041001 |
133.08 |
133.08 |
133.08 |
133.08 |
+2.02 |
280 |
5,911 |
+190 |
| Apr05 |
041001 |
139.40 |
139.40 |
139.25 |
139.28 |
+1.92 |
341 |
9,337 |
-92 |
| May05 |
041001 |
137.70 |
138.63 |
137.70 |
138.63 |
+1.87 |
194 |
9,154 |
-60 |
| Jun05 |
041001 |
137.03 |
137.03 |
137.03 |
137.03 |
+1.82 |
26 |
3,502 |
+26 |
| Jul05 |
041001 |
134.78 |
134.78 |
134.78 |
134.78 |
+1.77 |
10 |
2,273 |
+5 |
| Aug05 |
041001 |
131.73 |
131.73 |
131.73 |
131.73 |
+1.72 |
1 |
1,172 |
+1 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041001 |
6.620 |
6.790 |
6.605 |
6.772 |
-0.023 |
36,522 |
63,234 |
+27 |
| Dec04 |
041001 |
7.530 |
7.580 |
7.430 |
7.572 |
-0.063 |
13,364 |
35,036 |
+541 |
| Jan05 |
041001 |
7.900 |
7.942 |
7.825 |
7.942 |
-0.088 |
12,525 |
37,768 |
+1,933 |
| Feb05 |
041001 |
7.850 |
7.900 |
7.790 |
7.892 |
-0.098 |
4,934 |
21,769 |
+662 |
| Mar05 |
041001 |
7.550 |
7.620 |
7.510 |
7.612 |
-0.113 |
6,496 |
22,668 |
-117 |
| Apr05 |
041001 |
6.510 |
6.540 |
6.450 |
6.538 |
-0.077 |
4,744 |
16,572 |
+1,097 |
| May05 |
041001 |
6.300 |
6.338 |
6.280 |
6.338 |
-0.081 |
4,159 |
14,000 |
+366 |
| Jun05 |
041001 |
6.320 |
6.355 |
6.300 |
6.355 |
-0.081 |
2,426 |
10,401 |
-246 |
| Jul05 |
041001 |
6.350 |
6.375 |
6.280 |
6.375 |
-0.081 |
1,594 |
13,426 |
+396 |
| Aug05 |
041001 |
6.360 |
6.394 |
6.300 |
6.394 |
-0.081 |
747 |
10,328 |
-3 |
| Sep05 |
041001 |
6.330 |
6.364 |
6.310 |
6.364 |
-0.081 |
638 |
10,005 |
+112 |
| Oct05 |
041001 |
6.330 |
6.388 |
6.300 |
6.388 |
-0.077 |
3,013 |
14,617 |
+694 |
| Nov05 |
041001 |
6.650 |
6.650 |
6.560 |
6.638 |
-0.072 |
2,014 |
8,098 |
-92 |
| Dec05 |
041001 |
6.850 |
6.868 |
6.780 |
6.868 |
-0.062 |
350 |
9,036 |
+26 |
| Jan06 |
041001 |
7.050 |
7.050 |
6.900 |
7.003 |
-0.062 |
541 |
10,581 |
-72 |
| Feb06 |
041001 |
6.870 |
6.963 |
6.870 |
6.963 |
-0.057 |
125 |
7,808 |
+206 |
| Total Volume and Open Interest |
97,035 |
376,370 |
+5,744 |
| Brent Crude Oil(ICE) |
| Nov04 |
041001 |
46.20 |
46.73 |
45.90 |
46.62 |
+0.24 |
34,474 |
57,215 |
-3,150 |
| Dec04 |
041001 |
45.35 |
46.00 |
45.16 |
45.97 |
+0.47 |
36,719 |
95,722 |
-1,194 |
| Jan05 |
041001 |
44.57 |
45.42 |
44.57 |
45.42 |
+0.56 |
10,341 |
30,971 |
+2,908 |
| Feb05 |
041001 |
44.13 |
44.83 |
44.07 |
44.83 |
+0.58 |
1,861 |
11,622 |
+722 |
| Mar05 |
041001 |
43.56 |
44.25 |
43.50 |
44.25 |
+0.60 |
2,324 |
12,122 |
-270 |
| Apr05 |
041001 |
43.21 |
43.72 |
43.00 |
43.72 |
+0.60 |
3,732 |
14,974 |
+687 |
| May05 |
041001 |
42.82 |
43.21 |
42.82 |
43.21 |
+0.59 |
600 |
3,676 |
+151 |
| Jun05 |
041001 |
42.14 |
42.75 |
42.13 |
42.75 |
+0.58 |
2,050 |
18,172 |
+12 |
| Jul05 |
041001 |
41.83 |
42.30 |
41.70 |
42.30 |
+0.55 |
400 |
4,554 |
+275 |
| Aug05 |
041001 |
41.87 |
41.87 |
41.87 |
41.87 |
+0.54 |
800 |
2,137 |
+530 |
| Sep05 |
041001 |
41.46 |
41.46 |
41.46 |
41.46 |
+0.53 |
0 |
3,909 |
+0 |
| Oct05 |
041001 |
41.05 |
41.05 |
41.05 |
41.05 |
+0.52 |
0 |
400 |
+0 |
| Dec05 |
041001 |
39.61 |
40.25 |
39.50 |
40.25 |
+0.49 |
3,100 |
40,042 |
+1,113 |
| Total Volume and Open Interest |
97,951 |
335,267 |
+1,659 |
| Gas Oil(ICE) |
| Oct04 |
041001 |
444.00 |
444.00 |
436.00 |
441.00 |
-5.75 |
18,213 |
44,338 |
-232 |
| Nov04 |
041001 |
427.00 |
429.00 |
423.00 |
424.75 |
-4.50 |
13,792 |
38,819 |
+845 |
| Dec04 |
041001 |
417.00 |
417.25 |
413.00 |
414.75 |
-6.50 |
3,746 |
25,730 |
+1,249 |
| Jan05 |
041001 |
406.75 |
407.50 |
406.00 |
406.00 |
-6.25 |
432 |
11,558 |
+110 |
| Feb05 |
041001 |
397.50 |
398.00 |
397.00 |
397.00 |
-6.50 |
224 |
4,575 |
+0 |
| Mar05 |
041001 |
387.75 |
387.75 |
387.25 |
387.25 |
-7.00 |
100 |
4,464 |
-109 |
| Apr05 |
041001 |
379.50 |
379.50 |
377.00 |
377.00 |
-7.75 |
50 |
3,421 |
+759 |
| May05 |
041001 |
369.50 |
369.50 |
369.50 |
369.50 |
-7.75 |
0 |
2,500 |
+0 |
| Jun05 |
041001 |
364.25 |
364.25 |
364.25 |
364.25 |
-7.75 |
0 |
10,746 |
+969 |
| Jul05 |
041001 |
361.75 |
361.75 |
361.75 |
361.75 |
-7.75 |
0 |
825 |
+0 |
| Total Volume and Open Interest |
38,257 |
169,585 |
+3,591 |
| US Dollar Index(ICE) |
| Dec04 |
041001 |
87.520 |
87.920 |
87.470 |
87.760 |
+0.250 |
5,402 |
21,850 |
+4,048 |
| Mar05 |
041001 |
87.980 |
87.980 |
87.950 |
87.950 |
+0.250 |
1 |
2,304 |
+0 |
| Jun05 |
041001 |
88.140 |
88.140 |
88.140 |
88.140 |
+0.250 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
5,403 |
24,166 |
+4,048 |
| Australian Dollar(CME) |
| Dec04 |
041001 |
72.02 |
72.12 |
71.84 |
72.12 |
-0.21 |
14,005 |
40,948 |
+11,014 |
| Mar05 |
041001 |
71.53 |
71.57 |
71.53 |
71.57 |
-0.21 |
3 |
143 |
+5 |
| Jun05 |
041001 |
71.07 |
71.07 |
71.07 |
71.07 |
-0.21 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
14,009 |
41,211 |
+11,018 |
| British Pound(CME) |
| Dec04 |
041001 |
178.69 |
178.91 |
178.40 |
178.79 |
-1.44 |
3,683 |
55,674 |
+2,183 |
| Mar05 |
041001 |
177.35 |
177.64 |
177.35 |
177.64 |
-1.44 |
0 |
23 |
+0 |
| Jun05 |
041001 |
176.64 |
176.64 |
176.64 |
176.64 |
-1.44 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
3,684 |
55,700 |
+2,184 |
| Canadian Dollar(CME) |
| Dec04 |
041001 |
79.23 |
79.23 |
78.98 |
79.13 |
-0.07 |
10,448 |
103,770 |
+1,053 |
| Mar05 |
041001 |
79.00 |
79.04 |
79.00 |
79.03 |
-0.08 |
81 |
1,584 |
+52 |
| Jun05 |
041001 |
78.93 |
78.95 |
78.93 |
78.95 |
-0.08 |
64 |
913 |
+11 |
| Sep05 |
041001 |
78.80 |
78.87 |
78.80 |
78.87 |
-0.08 |
7 |
354 |
-2 |
| Total Volume and Open Interest |
10,600 |
106,792 |
+1,115 |
| Japanese Yen(CME) |
| Dec04 |
041001 |
91.08 |
91.15 |
90.85 |
90.93 |
-0.34 |
13,435 |
105,089 |
+2,127 |
| Mar05 |
041001 |
91.53 |
91.53 |
91.44 |
91.44 |
-0.34 |
8 |
448 |
+2 |
| Jun05 |
041001 |
92.04 |
92.04 |
92.04 |
92.04 |
-0.34 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
13,443 |
105,541 |
+2,129 |
| Swiss Franc(CME) |
| Dec04 |
041001 |
80.36 |
80.37 |
80.13 |
80.21 |
-0.33 |
12,605 |
36,848 |
+7,548 |
| Mar05 |
041001 |
80.48 |
80.48 |
80.48 |
80.48 |
-0.33 |
2 |
19 |
+2 |
| Jun05 |
041001 |
80.78 |
80.78 |
80.78 |
80.78 |
-0.33 |
1 |
61 |
+1 |
| Total Volume and Open Interest |
12,608 |
36,928 |
+7,551 |
| EuroFX(CME) |
| Dec04 |
041001 |
124.14 |
124.17 |
123.85 |
124.06 |
-0.26 |
18,067 |
122,586 |
+12,185 |
| Mar05 |
041001 |
124.04 |
124.07 |
124.04 |
124.07 |
-0.26 |
195 |
1,447 |
+120 |
| Jun05 |
041001 |
124.11 |
124.11 |
124.11 |
124.11 |
-0.26 |
0 |
134 |
+0 |
| Total Volume and Open Interest |
18,264 |
124,178 |
+12,305 |
| Mexican Peso(CME) |
| Oct04 |
041001 |
880.2 |
880.2 |
876.8 |
880.2 |
+3.5 |
|
|
|
| Nov04 |
041001 |
876.0 |
876.0 |
872.5 |
876.0 |
+3.5 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
14,668 |
65,001 |
+5,814 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041001 |
112~050 |
112~050 |
111~070 |
111~150 |
-0~240 |
422,227 |
570,392 |
+9,640 |
| Mar05 |
041001 |
110~200 |
110~210 |
110~110 |
110~130 |
-0~240 |
1,136 |
10,098 |
-79 |
| Jun05 |
041001 |
109~150 |
109~150 |
109~120 |
109~120 |
-0~240 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
423,363 |
580,581 |
+9,561 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041001 |
112~190 |
112~190 |
112~010 |
112~050 |
-0~150 |
1,097,566 |
1,445,248 |
-21,659 |
| Mar05 |
041001 |
111~170 |
111~190 |
111~100 |
111~140 |
-0~160 |
8,009 |
53,279 |
+3,760 |
| Jun05 |
041001 |
110~105 |
110~170 |
110~105 |
110~145 |
-0~165 |
85 |
475 |
+50 |
| Total Volume and Open Interest |
1,105,660 |
1,499,002 |
-17,849 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041001 |
110~072 |
110~078 |
110~054 |
110~062 |
-0~034 |
481,602 |
1,050,431 |
+1,050,431 |
| Mar05 |
041001 |
109~084 |
109~084 |
109~074 |
109~074 |
-0~036 |
2,577 |
44,222 |
+44,222 |
| Jun05 |
041001 |
108~074 |
108~074 |
108~074 |
108~074 |
-0~036 |
|
|
|
| Total Volume and Open Interest |
484,179 |
44,222 |
+44,222 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041001 |
105~072 |
105~080 |
105~068 |
105~076 |
-0~003 |
9,029 |
192,661 |
+5,192 |
| Total Volume and Open Interest |
9,051 |
208,174 |
+5,192 |
| Eurodollars(CME) |
| Dec04 |
041001 |
97.680 |
97.705 |
97.675 |
97.695 |
unch |
48,245 |
932,536 |
+16,876 |
| Mar05 |
041001 |
97.420 |
97.445 |
97.410 |
97.440 |
unch |
44,853 |
818,422 |
-13,505 |
| Jun05 |
041001 |
97.190 |
97.225 |
97.175 |
97.210 |
-0.010 |
58,867 |
820,901 |
-1,689 |
| Sep05 |
041001 |
96.955 |
96.995 |
96.930 |
96.965 |
-0.025 |
46,195 |
641,767 |
-11,884 |
| Dec05 |
041001 |
96.710 |
96.750 |
96.690 |
96.715 |
-0.035 |
42,186 |
523,643 |
+7,937 |
| Mar06 |
041001 |
96.495 |
96.535 |
96.475 |
96.500 |
-0.040 |
32,768 |
393,534 |
-4,247 |
| Jun06 |
041001 |
96.315 |
96.345 |
96.295 |
96.310 |
-0.050 |
26,162 |
270,463 |
+1,267 |
| Sep06 |
041001 |
96.160 |
96.200 |
96.145 |
96.160 |
-0.050 |
36,432 |
214,241 |
-300 |
| Dec06 |
041001 |
96.020 |
96.045 |
96.000 |
96.010 |
-0.060 |
16,277 |
175,840 |
+2,086 |
| Mar07 |
041001 |
95.910 |
95.915 |
95.865 |
95.880 |
-0.070 |
18,058 |
147,172 |
+1,964 |
| Jun07 |
041001 |
95.770 |
95.785 |
95.735 |
95.745 |
-0.080 |
16,023 |
133,111 |
-724 |
| Sep07 |
041001 |
95.650 |
95.665 |
95.610 |
95.620 |
-0.085 |
12,912 |
101,920 |
+2,213 |
| Dec07 |
041001 |
95.530 |
95.530 |
95.485 |
95.495 |
-0.095 |
5,210 |
84,435 |
+1,055 |
| Mar08 |
041001 |
95.430 |
95.430 |
95.390 |
95.390 |
-0.100 |
5,712 |
77,768 |
+220 |
| Jun08 |
041001 |
95.325 |
95.325 |
95.270 |
95.275 |
-0.110 |
9,296 |
72,233 |
+1,209 |
| Sep08 |
041001 |
95.205 |
95.205 |
95.170 |
95.170 |
-0.115 |
8,332 |
63,232 |
+1,640 |
| Dec08 |
041001 |
95.080 |
95.110 |
95.055 |
95.060 |
-0.120 |
5,319 |
55,565 |
+946 |
| Mar09 |
041001 |
95.000 |
95.005 |
94.965 |
94.970 |
-0.120 |
5,710 |
42,855 |
+1,186 |
| Total Volume and Open Interest |
457,068 |
5,783,334 |
+10,847 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041001 |
98.250 |
98.260 |
98.250 |
98.250 |
unch |
3,178 |
100,659 |
-2,814 |
| Nov04 |
041001 |
98.100 |
98.110 |
98.100 |
98.110 |
unch |
2,964 |
102,357 |
+4,292 |
| Dec04 |
041001 |
97.950 |
97.950 |
97.940 |
97.950 |
unch |
1,819 |
111,612 |
+944 |
| Jan05 |
041001 |
97.880 |
97.900 |
97.880 |
97.900 |
unch |
849 |
79,236 |
+79 |
| Feb05 |
041001 |
97.720 |
97.750 |
97.720 |
97.750 |
unch |
12 |
17,117 |
-116 |
| Mar05 |
041001 |
97.650 |
97.680 |
97.650 |
97.670 |
unch |
22 |
4,388 |
+252 |
| Total Volume and Open Interest |
9,308 |
485,513 |
+2,637 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041001 |
98.250 |
98.255 |
98.245 |
98.245 |
-0.005 |
5,496 |
0 |
+0 |
| Nov04 |
041001 |
98.100 |
98.105 |
98.100 |
98.105 |
+0.005 |
9,476 |
0 |
+0 |
| Dec04 |
041001 |
97.950 |
97.950 |
97.940 |
97.950 |
unch |
12,147 |
0 |
+0 |
| Jan05 |
041001 |
97.895 |
97.895 |
97.880 |
97.895 |
unch |
6,394 |
0 |
+0 |
| Feb05 |
041001 |
97.725 |
97.740 |
97.720 |
97.740 |
-0.005 |
995 |
0 |
+0 |
| Mar05 |
041001 |
97.650 |
97.675 |
97.650 |
97.675 |
+0.010 |
360 |
0 |
+0 |
| Total Volume and Open Interest |
34,888 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041001 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
806 |
10,876 |
+739 |
| Mar05 |
041001 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
8 |
27,300 |
+898 |
| Jun05 |
041001 |
99.85 |
99.85 |
99.85 |
99.85 |
-0.01 |
179 |
15,699 |
+175 |
| Sep05 |
041001 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.02 |
18 |
8,502 |
+0 |
| Dec05 |
041001 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
0 |
4,669 |
+8 |
| Mar06 |
041001 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.02 |
57 |
10,110 |
-350 |
| Jun06 |
041001 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
4 |
2,256 |
+0 |
| Sep06 |
041001 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.01 |
0 |
1,654 |
+0 |
| Dec06 |
041001 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.05 |
8 |
421 |
-5 |
| Mar07 |
041001 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.02 |
0 |
7 |
-1 |
| Total Volume and Open Interest |
1,080 |
82,431 |
+1,464 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041001 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
637 |
58,328 |
+893 |
| Mar05 |
041001 |
99.89 |
99.89 |
99.88 |
99.89 |
unch |
1,512 |
79,493 |
+800 |
| Jun05 |
041001 |
99.85 |
99.85 |
99.84 |
99.84 |
-0.01 |
1,205 |
70,638 |
+303 |
| Sep05 |
041001 |
99.79 |
99.79 |
99.77 |
99.77 |
-0.02 |
2,177 |
40,180 |
+74 |
| Dec05 |
041001 |
99.71 |
99.71 |
99.69 |
99.69 |
-0.01 |
3,977 |
33,528 |
-98 |
| Mar06 |
041001 |
99.60 |
99.60 |
99.59 |
99.59 |
-0.02 |
659 |
32,748 |
+519 |
| Jun06 |
041001 |
99.50 |
99.50 |
99.49 |
99.49 |
-0.01 |
153 |
15,519 |
+124 |
| Sep06 |
041001 |
99.40 |
99.40 |
99.39 |
99.39 |
-0.01 |
766 |
5,489 |
+0 |
| Total Volume and Open Interest |
11,141 |
348,743 |
+2,619 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041001 |
138.06 |
138.07 |
137.63 |
137.69 |
-0.35 |
5,357 |
29,864 |
+670 |
| Mar05 |
041001 |
136.77 |
136.77 |
136.77 |
136.77 |
-0.37 |
|
|
|
| Jun05 |
041001 |
136.77 |
136.77 |
136.77 |
136.77 |
-0.37 |
|
|
|
| Total Volume and Open Interest |
5,357 |
29,864 |
+670 |
| Euro-Bund(EUREX) |
| Dec04 |
041001 |
115.68 |
115.75 |
115.23 |
115.36 |
-0.29 |
963,987 |
1,250,108 |
+1,002 |
| Mar05 |
041001 |
114.88 |
114.89 |
114.62 |
114.64 |
-0.30 |
746 |
9,939 |
+1,497 |
| Jun05 |
041001 |
113.86 |
113.86 |
113.86 |
113.86 |
-0.29 |
241 |
240 |
+0 |
| Total Volume and Open Interest |
964,974 |
1,260,287 |
+2,499 |
| Euro-Bobl(EUREX) |
| Dec04 |
041001 |
111.50 |
111.55 |
111.26 |
111.36 |
-0.13 |
548,693 |
793,974 |
+8,246 |
| Mar05 |
041001 |
111.14 |
111.14 |
111.01 |
111.01 |
-0.16 |
4,122 |
484 |
+20 |
| Jun05 |
041001 |
110.36 |
110.36 |
110.36 |
110.36 |
-0.08 |
1,055 |
400 |
+0 |
| Total Volume and Open Interest |
553,870 |
794,858 |
+8,266 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041001 |
97.775 |
97.780 |
97.770 |
97.780 |
+0.010 |
1,510 |
8,386 |
-79 |
| Mar05 |
041001 |
97.625 |
97.625 |
97.615 |
97.615 |
+0.010 |
121 |
6,005 |
+142 |
| Jun05 |
041001 |
97.465 |
97.465 |
97.445 |
97.445 |
-0.010 |
27 |
4,060 |
+315 |
| Total Volume and Open Interest |
1,707 |
24,668 |
+369 |
| Long Gilt(LIFFE) |
| Dec04 |
041001 |
107~22 |
107~22 |
107~07 |
107~14 |
-0~07 |
62,020 |
227,167 |
-3,233 |
| Mar05 |
041001 |
108~18 |
108~18 |
108~18 |
108~18 |
-0~04 |
|
|
|
| Total Volume and Open Interest |
62,020 |
227,167 |
-3,233 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041001 |
95.03 |
95.03 |
95.00 |
95.02 |
-0.01 |
30,529 |
252,869 |
-2,683 |
| Mar05 |
041001 |
94.99 |
95.00 |
94.96 |
94.98 |
-0.01 |
30,879 |
235,027 |
+1,066 |
| Jun05 |
041001 |
94.99 |
95.00 |
94.95 |
94.97 |
-0.01 |
41,721 |
195,355 |
+8,391 |
| Sep05 |
041001 |
94.99 |
94.99 |
94.94 |
94.96 |
-0.01 |
18,857 |
136,686 |
-154 |
| Dec05 |
041001 |
94.99 |
94.99 |
94.92 |
94.94 |
-0.01 |
22,495 |
140,312 |
+4,365 |
| Mar06 |
041001 |
94.94 |
94.95 |
94.89 |
94.92 |
-0.01 |
13,592 |
80,767 |
+4,530 |
| Total Volume and Open Interest |
166,633 |
1,186,019 |
+17,851 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041001 |
97.780 |
97.785 |
97.770 |
97.775 |
unch |
135,057 |
574,705 |
-14,347 |
| Mar05 |
041001 |
97.630 |
97.635 |
97.605 |
97.625 |
+0.010 |
128,177 |
539,806 |
+7,096 |
| Jun05 |
041001 |
97.475 |
97.480 |
97.440 |
97.465 |
+0.010 |
207,017 |
443,389 |
+21,397 |
| Total Volume and Open Interest |
877,801 |
2,827,657 |
+54,533 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041001 |
94.57 |
94.59 |
94.56 |
94.59 |
+0.01 |
18,350 |
214,920 |
-293 |
| Mar05 |
041001 |
94.51 |
94.55 |
94.50 |
94.55 |
+0.03 |
9,990 |
121,932 |
+1,082 |
| Jun05 |
041001 |
94.46 |
94.51 |
94.45 |
94.50 |
+0.03 |
3,817 |
52,487 |
-1,349 |
| Sep05 |
041001 |
94.43 |
94.45 |
94.43 |
94.45 |
+0.04 |
1,173 |
31,526 |
+243 |
| Dec05 |
041001 |
94.38 |
94.42 |
94.38 |
94.42 |
+0.04 |
411 |
17,806 |
+269 |
| Mar06 |
041001 |
94.37 |
94.37 |
94.37 |
94.37 |
+0.03 |
526 |
10,807 |
+50 |
| Jun06 |
041001 |
94.33 |
94.34 |
94.33 |
94.34 |
+0.04 |
50 |
8,701 |
-14 |
| Sep06 |
041001 |
94.28 |
94.29 |
94.28 |
94.29 |
+0.03 |
180 |
4,268 |
+30 |
| Dec06 |
041001 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.05 |
0 |
2,948 |
+0 |
| Mar07 |
041001 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.05 |
0 |
1,972 |
+0 |
| Total Volume and Open Interest |
34,502 |
470,228 |
+20 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041001 |
94.52 |
94.56 |
94.48 |
94.54 |
+0.02 |
29,181 |
235,921 |
+1,580 |
| Mar05 |
041001 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
29,181 |
235,921 |
+1,580 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041001 |
94.72 |
94.77 |
94.69 |
94.76 |
+0.04 |
65,901 |
370,643 |
-11,954 |
| Mar05 |
041001 |
94.76 |
94.76 |
94.76 |
94.76 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
65,901 |
370,643 |
-11,954 |
| Gold(CMX) |
| Oct04 |
041001 |
417.4 |
419.5 |
417.0 |
419.5 |
+0.8 |
1,162 |
1,211 |
-5,658 |
| Dec04 |
041001 |
420.2 |
421.4 |
418.5 |
421.2 |
+0.8 |
76,934 |
227,281 |
+23,775 |
| Feb05 |
041001 |
421.0 |
423.0 |
420.0 |
422.8 |
+0.8 |
975 |
12,387 |
+593 |
| Apr05 |
041001 |
422.9 |
424.4 |
422.0 |
424.4 |
+0.8 |
29 |
4,422 |
-2 |
| Jun05 |
041001 |
424.0 |
426.2 |
424.0 |
426.2 |
+0.8 |
112 |
12,390 |
+33 |
| Aug05 |
041001 |
428.1 |
428.1 |
428.1 |
428.1 |
+0.8 |
34 |
6,864 |
+14 |
| Oct05 |
041001 |
430.1 |
430.1 |
430.1 |
430.1 |
+0.8 |
145 |
979 |
+100 |
| Dec05 |
041001 |
430.2 |
432.3 |
430.0 |
432.1 |
+0.9 |
172 |
7,887 |
+25 |
| Feb06 |
041001 |
434.3 |
434.3 |
434.3 |
434.3 |
+0.9 |
0 |
844 |
+0 |
| Apr06 |
041001 |
436.6 |
436.6 |
436.6 |
436.6 |
+1.0 |
0 |
485 |
+0 |
| Jun06 |
041001 |
437.5 |
438.9 |
437.5 |
438.9 |
+1.0 |
178 |
8,464 |
-147 |
| Aug06 |
041001 |
441.4 |
441.4 |
441.4 |
441.4 |
+1.1 |
100 |
8,611 |
|
| Total Volume and Open Interest |
79,941 |
290,336 |
|
| Silver(CMX) |
| Dec04 |
041001 |
694.5 |
698.0 |
688.0 |
694.3 |
+0.5 |
29,979 |
76,269 |
+7,103 |
| Mar05 |
041001 |
697.0 |
700.0 |
693.0 |
698.0 |
+0.4 |
1,191 |
7,969 |
+377 |
| May05 |
041001 |
702.0 |
702.0 |
700.5 |
700.5 |
+0.4 |
105 |
2,010 |
+1 |
| Jul05 |
041001 |
706.0 |
706.0 |
703.2 |
703.2 |
+0.4 |
2 |
1,812 |
+1 |
| Sep05 |
041001 |
705.7 |
705.7 |
705.7 |
705.7 |
+0.4 |
0 |
506 |
+0 |
| Dec05 |
041001 |
715.0 |
715.0 |
710.0 |
710.0 |
+0.8 |
5 |
2,986 |
+3 |
| Mar06 |
041001 |
715.1 |
715.1 |
715.1 |
715.1 |
+0.8 |
|
|
|
| Total Volume and Open Interest |
31,286 |
93,209 |
+7,485 |
| Platinum(NYMEX) |
| Oct04 |
041001 |
854.0 |
863.0 |
852.0 |
861.4 |
+0.4 |
272 |
463 |
-58 |
| Jan05 |
041001 |
867.0 |
868.0 |
853.0 |
860.4 |
-1.1 |
944 |
6,309 |
+158 |
| Total Volume and Open Interest |
1,216 |
6,772 |
+100 |
| Palladium(NYMEX) |
| Dec04 |
041001 |
224.00 |
226.00 |
221.20 |
222.80 |
-1.95 |
803 |
9,693 |
+246 |
| Mar05 |
041001 |
224.55 |
224.55 |
224.55 |
224.55 |
-1.95 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
803 |
9,736 |
+246 |
| Copper(CMX) |
| Dec04 |
041001 |
139.30 |
140.40 |
138.70 |
140.40 |
+0.80 |
10,580 |
73,960 |
+1,569 |
| Mar05 |
041001 |
133.80 |
134.50 |
133.00 |
134.40 |
+0.75 |
996 |
6,901 |
-51 |
| May05 |
041001 |
127.50 |
128.40 |
127.50 |
128.40 |
+0.75 |
2 |
1,687 |
+10 |
| Jul05 |
041001 |
123.25 |
123.25 |
123.25 |
123.25 |
+0.65 |
30 |
1,491 |
-12 |
| Sep05 |
041001 |
120.00 |
120.00 |
119.85 |
119.85 |
+0.25 |
212 |
1,336 |
+206 |
| Total Volume and Open Interest |
12,653 |
96,681 |
+1,926 |
| Aluminum(CMX) |
| Oct04 |
041001 |
89.30 |
89.30 |
89.30 |
89.30 |
-1.65 |
143 |
307 |
-56 |
| Nov04 |
041001 |
88.30 |
89.00 |
88.30 |
89.00 |
-1.00 |
200 |
846 |
+0 |
| Dec04 |
041001 |
88.50 |
88.50 |
88.50 |
88.50 |
-1.00 |
15 |
1,247 |
-10 |
| Jan05 |
041001 |
87.40 |
88.00 |
87.40 |
87.90 |
-0.80 |
25 |
675 |
+25 |
| Feb05 |
041001 |
87.10 |
87.20 |
87.10 |
87.20 |
-0.70 |
0 |
635 |
+0 |
| Mar05 |
041001 |
86.60 |
86.60 |
86.60 |
86.60 |
-0.60 |
10 |
645 |
+0 |
| Total Volume and Open Interest |
393 |
10,018 |
-41 |
| DJIA Index(CBOT) |
| Dec04 |
041001 |
10114 |
10195 |
10095 |
10192 |
+127 |
6,345 |
41,009 |
+204 |
| Mar05 |
041001 |
10180 |
10187 |
10180 |
10187 |
+127 |
11 |
16 |
-5 |
| Jun05 |
041001 |
10187 |
10187 |
10187 |
10187 |
+127 |
|
|
|
| Total Volume and Open Interest |
6,356 |
41,026 |
+199 |
| S & P 500(CME) |
| Dec04 |
041001 |
1119.70 |
1133.50 |
1119.20 |
1133.20 |
+18.30 |
43,982 |
606,637 |
+3,913 |
| Mar05 |
041001 |
1122.50 |
1134.50 |
1122.50 |
1134.50 |
+18.40 |
99 |
11,706 |
+76 |
| Jun05 |
041001 |
1136.90 |
1136.90 |
1136.90 |
1136.90 |
+18.40 |
50 |
616 |
+50 |
| Sep05 |
041001 |
1139.90 |
1139.90 |
1139.90 |
1139.90 |
+18.40 |
1 |
44 |
+0 |
| Total Volume and Open Interest |
44,131 |
619,114 |
+4,039 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041001 |
1114.75 |
1133.50 |
1111.75 |
1133.25 |
+18.25 |
593,430 |
593,528 |
+3,685 |
| Mar05 |
041001 |
1122.50 |
1134.50 |
1122.50 |
1134.50 |
+18.50 |
134 |
2,557 |
+60 |
| Total Volume and Open Interest |
593,564 |
596,085 |
+3,745 |
| NASDAQ 100(CME) |
| Dec04 |
041001 |
1430.00 |
1458.00 |
1427.00 |
1456.50 |
+39.00 |
11,823 |
75,318 |
-375 |
| Mar05 |
041001 |
1463.50 |
1463.50 |
1463.50 |
1463.50 |
+39.00 |
25 |
36 |
+24 |
| Jun05 |
041001 |
1469.50 |
1469.50 |
1469.50 |
1469.50 |
+39.00 |
|
|
|
| Total Volume and Open Interest |
11,848 |
75,354 |
-351 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041001 |
1416.00 |
1458.00 |
1412.00 |
1456.50 |
+39.00 |
246,324 |
234,886 |
-15,022 |
| Mar05 |
041001 |
1436.50 |
1464.50 |
1436.50 |
1463.50 |
+39.00 |
143 |
1,172 |
+117 |
| Total Volume and Open Interest |
246,467 |
236,058 |
-14,905 |
| S & P Midcap 400(CME) |
| Dec04 |
041001 |
595.00 |
603.90 |
593.50 |
603.25 |
+9.15 |
558 |
12,902 |
+127 |
| Mar05 |
041001 |
604.25 |
604.25 |
604.25 |
604.25 |
+9.15 |
0 |
1 |
+0 |
| Jun05 |
041001 |
604.25 |
604.25 |
604.25 |
604.25 |
+9.15 |
|
|
|
| Total Volume and Open Interest |
558 |
12,903 |
+127 |
| Russell 2000(CME) |
| Dec04 |
041001 |
574.50 |
586.25 |
574.50 |
586.10 |
+12.10 |
1,455 |
26,737 |
-45 |
| Mar05 |
041001 |
586.10 |
586.10 |
586.10 |
586.10 |
+12.10 |
|
|
|
| Jun05 |
041001 |
586.10 |
586.10 |
586.10 |
586.10 |
+12.10 |
|
|
|
| Total Volume and Open Interest |
1,455 |
26,737 |
-45 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041001 |
572.20 |
586.20 |
571.00 |
586.10 |
+12.10 |
68,814 |
84,358 |
+3,532 |
| Mar05 |
041001 |
586.10 |
586.10 |
586.10 |
586.10 |
+12.10 |
11 |
62 |
+1 |
| Total Volume and Open Interest |
68,825 |
84,420 |
+3,533 |
| Nikkei 225(CME) |
| Dec04 |
041001 |
10900 |
10990 |
10890 |
10975 |
+100 |
15,519 |
141,746 |
+0 |
| Mar05 |
041001 |
10970 |
10970 |
10970 |
10970 |
+100 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
15,519 |
141,753 |
+0 |
| Nikkei 225(SGX) |
| Dec04 |
041001 |
10900 |
10990 |
10890 |
10975 |
+100 |
15,519 |
141,746 |
+0 |
| Mar05 |
041001 |
10970 |
10970 |
10970 |
10970 |
+100 |
0 |
4 |
+0 |
| Jun05 |
041001 |
10925 |
10925 |
10925 |
10925 |
+100 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
15,519 |
141,753 |
+0 |
| CAC 40(EURONEXT) |
| Oct04 |
041001 |
3658.0 |
3739.5 |
3653.5 |
3732.5 |
+87.5 |
105,865 |
318,293 |
+45,907 |
| Nov04 |
041001 |
3675.5 |
3742.5 |
3675.5 |
3739.5 |
+87.0 |
443 |
7,670 |
+94 |
| Dec04 |
041001 |
3669.0 |
3740.0 |
3667.5 |
3737.5 |
+87.5 |
10,558 |
122,599 |
+4,615 |
| Total Volume and Open Interest |
116,866 |
457,589 |
-417,433 |
| Hang Seng Index(HKFE) |
| Oct04 |
041001 |
12985 |
13185 |
12985 |
13123 |
unch |
31,916 |
105,825 |
+445 |
| Nov04 |
041001 |
13020 |
13130 |
13020 |
13087 |
unch |
221 |
0 |
|
| Dec04 |
041001 |
12922 |
13120 |
12922 |
13081 |
unch |
44 |
935 |
+5 |
| Total Volume and Open Interest |
32,216 |
109,533 |
+569 |
| DAX(EUREX) |
| Dec04 |
041001 |
3922.5 |
4014.0 |
3922.0 |
4011.5 |
+101.5 |
115,946 |
148,372 |
-5,564 |
| Mar05 |
041001 |
3946.0 |
4036.5 |
3946.0 |
4034.0 |
+102.0 |
292 |
9,331 |
+113 |
| Jun05 |
041001 |
4059.0 |
4059.0 |
4059.0 |
4059.0 |
+102.0 |
206 |
529 |
+0 |
| Total Volume and Open Interest |
116,444 |
158,232 |
-5,451 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041001 |
4609.50 |
4692.00 |
4609.00 |
4685.50 |
+81.50 |
57,965 |
438,272 |
+329 |
| Mar05 |
041001 |
4640.50 |
4694.50 |
4640.50 |
4692.50 |
+82.00 |
1 |
11,590 |
+0 |
| Jun05 |
041001 |
4659.00 |
4711.00 |
4659.00 |
4711.00 |
+82.00 |
0 |
6,250 |
+0 |
| Total Volume and Open Interest |
57,966 |
456,112 |
+329 |
| SPI 200(SFE) |
| Dec04 |
041001 |
3669.0 |
3689.0 |
3664.0 |
3678.0 |
-1.0 |
10,157 |
161,315 |
+2,044 |
| Mar05 |
041001 |
3695.0 |
3695.0 |
3675.0 |
3686.0 |
-2.0 |
87 |
2,485 |
-38 |
| Jun05 |
041001 |
3693.0 |
3696.0 |
3693.0 |
3696.0 |
-2.0 |
7 |
2,805 |
-12 |
| Total Volume and Open Interest |
10,657 |
169,119 |
+2,255 |
| GSCI(CME) |
| Oct04 |
041001 |
335.75 |
340.00 |
335.75 |
339.95 |
+3.00 |
429 |
17,019 |
-275 |
| Nov04 |
041001 |
337.60 |
340.00 |
337.60 |
340.00 |
+0.50 |
236 |
239 |
+236 |
| Dec04 |
041001 |
341.00 |
341.00 |
341.00 |
341.00 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
665 |
17,258 |
-39 |
| RJ/CRB Index(ICE) |
| Nov04 |
041001 |
284.25 |
285.00 |
282.75 |
284.75 |
-0.35 |
27 |
242 |
-6 |
| Jan05 |
041001 |
284.25 |
284.25 |
284.25 |
284.25 |
-0.35 |
2 |
207 |
+0 |
| Feb05 |
041001 |
281.00 |
281.90 |
281.00 |
281.90 |
-0.35 |
1 |
26 |
+1 |
| Total Volume and Open Interest |
28 |
575 |
-5 |
|
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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