|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu October 07, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041007 |
529.50 |
532.00 |
524.00 |
525.75 |
-0.50 |
35,187 |
138,171 |
-793 |
| Jan05 |
041007 |
538.00 |
539.50 |
532.00 |
535.25 |
+1.25 |
8,168 |
38,437 |
+2,303 |
| Mar05 |
041007 |
544.00 |
546.50 |
539.50 |
541.25 |
+0.25 |
3,208 |
25,138 |
+187 |
| May05 |
041007 |
552.00 |
553.00 |
546.50 |
547.75 |
unch |
1,515 |
14,926 |
-67 |
| Jul05 |
041007 |
559.00 |
560.00 |
551.50 |
554.00 |
-0.25 |
1,848 |
10,780 |
+308 |
| Aug05 |
041007 |
557.00 |
557.00 |
552.00 |
553.00 |
-3.00 |
25 |
476 |
-23 |
| Sep05 |
041007 |
555.00 |
555.00 |
555.00 |
555.00 |
unch |
50 |
178 |
+1 |
| Total Volume and Open Interest |
50,401 |
233,565 |
+1,998 |
| Soybean Meal(CBOT) |
| Oct04 |
041007 |
155.00 |
155.50 |
153.80 |
155.10 |
+1.60 |
3,647 |
3,626 |
-1,023 |
| Dec04 |
041007 |
158.30 |
158.80 |
157.00 |
158.40 |
+1.70 |
13,700 |
58,727 |
-150 |
| Jan05 |
041007 |
160.00 |
160.30 |
158.60 |
159.90 |
+1.90 |
2,444 |
15,896 |
+338 |
| Mar05 |
041007 |
162.50 |
163.20 |
162.00 |
162.80 |
+1.40 |
2,362 |
16,181 |
+737 |
| May05 |
041007 |
166.50 |
166.50 |
164.80 |
165.60 |
+1.40 |
1,612 |
14,140 |
-85 |
| Jul05 |
041007 |
169.50 |
169.50 |
167.90 |
168.50 |
+1.50 |
1,954 |
16,337 |
+608 |
| Aug05 |
041007 |
170.00 |
170.20 |
169.10 |
169.30 |
+1.10 |
250 |
5,469 |
+123 |
| Sep05 |
041007 |
171.00 |
171.00 |
170.00 |
170.00 |
+1.30 |
25 |
3,612 |
+24 |
| Total Volume and Open Interest |
26,492 |
138,314 |
+705 |
| Soybean Oil(CBOT) |
| Oct04 |
041007 |
21.05 |
21.10 |
20.51 |
20.64 |
-0.36 |
1,079 |
1,797 |
-578 |
| Dec04 |
041007 |
21.12 |
21.27 |
20.65 |
20.73 |
-0.36 |
13,762 |
63,633 |
+1,524 |
| Jan05 |
041007 |
21.13 |
21.25 |
20.70 |
20.90 |
-0.23 |
2,782 |
19,243 |
+60 |
| Mar05 |
041007 |
21.15 |
21.27 |
20.82 |
20.98 |
-0.18 |
2,271 |
18,317 |
-242 |
| May05 |
041007 |
21.18 |
21.20 |
20.90 |
21.07 |
-0.08 |
1,420 |
10,588 |
+188 |
| Jul05 |
041007 |
21.20 |
21.20 |
20.90 |
21.15 |
-0.04 |
2,382 |
11,424 |
+417 |
| Aug05 |
041007 |
21.12 |
21.15 |
21.05 |
21.13 |
-0.02 |
476 |
4,562 |
+157 |
| Sep05 |
041007 |
21.00 |
21.10 |
21.00 |
21.08 |
unch |
69 |
2,569 |
+30 |
| Total Volume and Open Interest |
24,530 |
137,075 |
+1,614 |
| Canola(WCE) |
| Nov04 |
041007 |
308.0 |
309.3 |
300.0 |
300.2 |
-6.7 |
2,101 |
32,560 |
-1,889 |
| Jan05 |
041007 |
314.5 |
314.5 |
307.0 |
307.2 |
-5.0 |
234 |
9,531 |
-35 |
| Mar05 |
041007 |
316.0 |
316.0 |
313.0 |
313.0 |
-4.2 |
111 |
5,020 |
-1 |
| May05 |
041007 |
318.5 |
318.5 |
318.5 |
318.5 |
-3.6 |
0 |
344 |
+0 |
| Jul05 |
041007 |
325.0 |
325.0 |
325.0 |
325.0 |
-3.8 |
68 |
195 |
+0 |
| Total Volume and Open Interest |
2,506 |
50,692 |
-1,875 |
| Corn(CBOT) |
| Dec04 |
041007 |
208.50 |
209.50 |
205.75 |
206.00 |
-1.25 |
47,020 |
348,454 |
+1,942 |
| Mar05 |
041007 |
219.50 |
220.00 |
216.75 |
217.00 |
-1.00 |
12,080 |
123,629 |
+1,252 |
| May05 |
041007 |
225.75 |
226.75 |
223.50 |
223.75 |
-1.00 |
2,618 |
40,360 |
+447 |
| Jul05 |
041007 |
232.75 |
233.00 |
230.00 |
230.25 |
-1.25 |
2,868 |
45,297 |
+831 |
| Sep05 |
041007 |
239.25 |
239.50 |
236.50 |
236.50 |
-1.00 |
926 |
11,331 |
+55 |
| Dec05 |
041007 |
245.50 |
246.00 |
244.00 |
244.25 |
-0.75 |
1,215 |
22,300 |
+241 |
| Total Volume and Open Interest |
66,745 |
593,155 |
+4,783 |
| Wheat(CBOT) |
| Dec04 |
041007 |
304.25 |
306.50 |
302.50 |
302.75 |
+0.75 |
13,144 |
120,248 |
-888 |
| Mar05 |
041007 |
316.50 |
318.50 |
314.00 |
315.00 |
+1.00 |
1,722 |
20,930 |
-771 |
| May05 |
041007 |
322.00 |
323.25 |
320.00 |
320.50 |
+1.00 |
234 |
3,837 |
-43 |
| Jul05 |
041007 |
326.00 |
327.50 |
324.50 |
324.50 |
+0.50 |
347 |
7,338 |
-7 |
| Sep05 |
041007 |
333.50 |
334.00 |
331.00 |
331.00 |
unch |
0 |
135 |
+0 |
| Total Volume and Open Interest |
15,454 |
152,637 |
-1,704 |
| Wheat(KCBT) |
| Dec04 |
041007 |
334.00 |
336.00 |
332.00 |
332.50 |
+1.50 |
6,234 |
51,259 |
+885 |
| Mar05 |
041007 |
342.50 |
343.00 |
339.75 |
340.50 |
+2.00 |
1,456 |
13,149 |
-295 |
| May05 |
041007 |
345.00 |
345.00 |
342.00 |
342.00 |
+0.50 |
74 |
3,126 |
+46 |
| Jul05 |
041007 |
344.00 |
345.00 |
340.00 |
340.50 |
+0.50 |
390 |
4,246 |
+291 |
| Sep05 |
041007 |
350.00 |
351.00 |
347.00 |
347.00 |
-1.00 |
2 |
50 |
+0 |
| Total Volume and Open Interest |
8,194 |
71,879 |
+963 |
| Wheat(MGE) |
| Dec04 |
041007 |
357.50 |
360.00 |
356.00 |
356.25 |
+0.50 |
3,185 |
20,647 |
-257 |
| Mar05 |
041007 |
369.00 |
370.50 |
367.00 |
367.00 |
+1.00 |
809 |
8,727 |
-59 |
| May05 |
041007 |
375.00 |
375.00 |
373.00 |
373.00 |
+2.00 |
105 |
3,320 |
+4 |
| Jul05 |
041007 |
376.50 |
376.50 |
375.00 |
375.00 |
+3.50 |
35 |
2,068 |
-8 |
| Sep05 |
041007 |
374.50 |
374.50 |
371.50 |
372.00 |
+3.00 |
99 |
628 |
+38 |
| Total Volume and Open Interest |
4,233 |
35,457 |
-283 |
| Oats(CBOT) |
| Dec04 |
041007 |
146.50 |
147.00 |
143.50 |
144.75 |
unch |
1,082 |
4,768 |
+77 |
| Mar05 |
041007 |
153.00 |
153.00 |
150.75 |
151.25 |
-0.25 |
69 |
1,510 |
+52 |
| May05 |
041007 |
156.00 |
156.00 |
156.00 |
156.00 |
-0.50 |
0 |
94 |
+0 |
| Jul05 |
041007 |
161.00 |
161.00 |
161.00 |
161.00 |
-1.00 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
1,151 |
6,404 |
+129 |
| Rough Rice(CBOT) |
| Nov04 |
041007 |
7.13 |
7.13 |
7.00 |
7.01 |
-0.12 |
239 |
2,931 |
+59 |
| Jan05 |
041007 |
7.35 |
7.35 |
7.24 |
7.24 |
-0.12 |
37 |
1,561 |
+21 |
| Mar05 |
041007 |
7.52 |
7.52 |
7.47 |
7.47 |
-0.13 |
43 |
760 |
+29 |
| May05 |
041007 |
7.72 |
7.72 |
7.70 |
7.70 |
-0.10 |
3 |
31 |
+0 |
| Total Volume and Open Interest |
319 |
5,287 |
+109 |
| Live Cattle(CME) |
| Oct04 |
041007 |
86.200 |
86.225 |
85.400 |
85.450 |
-0.775 |
3,235 |
15,524 |
-449 |
| Dec04 |
041007 |
88.900 |
89.200 |
88.100 |
88.200 |
-0.675 |
5,916 |
63,128 |
+299 |
| Feb05 |
041007 |
89.850 |
90.150 |
89.425 |
89.575 |
-0.375 |
2,592 |
17,435 |
+455 |
| Apr05 |
041007 |
87.200 |
87.825 |
87.150 |
87.200 |
-0.200 |
677 |
7,461 |
-24 |
| Jun05 |
041007 |
83.150 |
83.575 |
83.000 |
83.100 |
-0.075 |
700 |
4,946 |
+215 |
| Aug05 |
041007 |
82.850 |
82.975 |
82.700 |
82.950 |
unch |
161 |
2,399 |
-11 |
| Total Volume and Open Interest |
13,285 |
111,224 |
+485 |
| Feeder Cattle(CME) |
| Oct04 |
041007 |
113.100 |
113.700 |
112.800 |
113.125 |
+0.025 |
929 |
5,182 |
-359 |
| Nov04 |
041007 |
111.850 |
112.500 |
111.550 |
111.650 |
-0.175 |
1,398 |
8,315 |
+410 |
| Jan05 |
041007 |
108.250 |
108.900 |
107.900 |
108.275 |
+0.025 |
758 |
4,045 |
+235 |
| Mar05 |
041007 |
103.250 |
104.000 |
103.250 |
103.500 |
-0.025 |
102 |
971 |
+17 |
| Apr05 |
041007 |
102.700 |
103.400 |
102.700 |
102.900 |
+0.100 |
18 |
291 |
+0 |
| May05 |
041007 |
102.500 |
102.975 |
102.500 |
102.900 |
+0.150 |
0 |
278 |
+0 |
| Total Volume and Open Interest |
3,205 |
19,082 |
+303 |
| Lean Hogs(CME) |
| Oct04 |
041007 |
73.800 |
73.950 |
72.950 |
73.125 |
-0.775 |
3,863 |
7,780 |
-297 |
| Dec04 |
041007 |
66.750 |
67.350 |
65.950 |
66.075 |
-0.725 |
7,203 |
55,780 |
-606 |
| Feb05 |
041007 |
65.500 |
66.150 |
64.900 |
65.350 |
-0.200 |
1,354 |
16,310 |
+347 |
| Apr05 |
041007 |
63.300 |
63.850 |
62.800 |
63.500 |
+0.175 |
544 |
6,086 |
-149 |
| May05 |
041007 |
63.150 |
63.400 |
62.600 |
63.400 |
+0.225 |
73 |
1,128 |
+41 |
| Jun05 |
041007 |
67.300 |
67.800 |
67.300 |
67.600 |
+0.275 |
196 |
3,053 |
+47 |
| Jul05 |
041007 |
63.550 |
64.375 |
63.550 |
64.375 |
+0.425 |
59 |
763 |
+11 |
| Aug05 |
041007 |
59.300 |
59.425 |
59.250 |
59.425 |
+0.050 |
5 |
409 |
-2 |
| Total Volume and Open Interest |
13,313 |
91,392 |
-605 |
| Pork Bellies(CME) |
| Feb05 |
041007 |
97.950 |
97.975 |
96.500 |
96.625 |
-1.350 |
298 |
1,181 |
-10 |
| Mar05 |
041007 |
96.500 |
96.500 |
96.500 |
96.500 |
unch |
0 |
15 |
+0 |
| May05 |
041007 |
98.400 |
98.400 |
98.400 |
98.400 |
unch |
0 |
5 |
+0 |
| Jul05 |
041007 |
98.900 |
98.900 |
98.900 |
98.900 |
unch |
0 |
7 |
+0 |
| Total Volume and Open Interest |
298 |
1,208 |
-10 |
| Class III Milk(CME) |
| Oct04 |
041007 |
13.90 |
13.95 |
13.75 |
13.77 |
-0.18 |
277 |
4,616 |
+18 |
| Nov04 |
041007 |
12.55 |
12.55 |
12.31 |
12.32 |
-0.29 |
199 |
3,422 |
+2 |
| Dec04 |
041007 |
12.01 |
12.01 |
11.85 |
11.90 |
-0.16 |
278 |
2,828 |
+183 |
| Jan05 |
041007 |
11.95 |
12.00 |
11.90 |
11.90 |
-0.05 |
90 |
1,365 |
+61 |
| Feb05 |
041007 |
12.02 |
12.02 |
11.95 |
11.98 |
-0.09 |
22 |
1,359 |
-2 |
| Total Volume and Open Interest |
943 |
19,988 |
+280 |
| Cocoa(ICE) |
| Dec04 |
041007 |
1396 |
1408 |
1390 |
1391 |
-15 |
4,744 |
45,386 |
+419 |
| Mar05 |
041007 |
1410 |
1426 |
1408 |
1410 |
-14 |
1,311 |
17,457 |
+338 |
| May05 |
041007 |
1432 |
1432 |
1423 |
1423 |
-14 |
317 |
11,547 |
+115 |
| Jul05 |
041007 |
1445 |
1448 |
1436 |
1436 |
-15 |
520 |
10,476 |
+65 |
| Sep05 |
041007 |
1453 |
1453 |
1446 |
1446 |
-14 |
270 |
7,096 |
+220 |
| Dec05 |
041007 |
1460 |
1460 |
1460 |
1460 |
-14 |
7 |
7,467 |
+1 |
| Mar06 |
041007 |
1475 |
1475 |
1470 |
1470 |
-14 |
0 |
3,684 |
+0 |
| Total Volume and Open Interest |
7,169 |
111,391 |
+1,158 |
| Coffee "C"(ICE) |
| Dec04 |
041007 |
77.25 |
78.25 |
75.80 |
78.15 |
+0.50 |
7,137 |
60,773 |
-990 |
| Mar05 |
041007 |
80.00 |
81.30 |
79.10 |
81.20 |
+0.50 |
533 |
13,409 |
-142 |
| May05 |
041007 |
82.10 |
83.20 |
81.25 |
83.20 |
+0.45 |
110 |
3,880 |
+32 |
| Jul05 |
041007 |
83.75 |
85.00 |
83.25 |
85.00 |
+0.45 |
121 |
1,436 |
+21 |
| Sep05 |
041007 |
85.75 |
86.80 |
85.75 |
86.80 |
+0.40 |
118 |
664 |
+15 |
| Dec05 |
041007 |
88.55 |
89.45 |
88.10 |
89.45 |
+0.35 |
3 |
636 |
+0 |
| Total Volume and Open Interest |
8,022 |
80,919 |
-1,064 |
| Orange Juice(ICE) |
| Nov04 |
041007 |
83.90 |
84.05 |
82.60 |
82.80 |
-1.40 |
1,280 |
19,323 |
-306 |
| Jan05 |
041007 |
86.35 |
86.40 |
85.15 |
85.15 |
-1.35 |
522 |
7,923 |
+140 |
| Mar05 |
041007 |
88.25 |
88.40 |
87.25 |
87.50 |
-1.00 |
460 |
8,795 |
+377 |
| May05 |
041007 |
91.00 |
91.00 |
90.50 |
90.50 |
-0.80 |
129 |
4,634 |
+34 |
| Jul05 |
041007 |
92.00 |
92.00 |
92.00 |
92.00 |
-1.30 |
0 |
603 |
+0 |
| Sep05 |
041007 |
94.00 |
94.00 |
94.00 |
94.00 |
-1.30 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
2,391 |
41,848 |
+245 |
| Sugar #11(ICE) |
| Mar05 |
041007 |
8.87 |
9.07 |
8.86 |
8.90 |
-0.05 |
11,810 |
206,938 |
-630 |
| May05 |
041007 |
8.95 |
9.10 |
8.92 |
8.97 |
-0.02 |
2,252 |
36,771 |
-116 |
| Jul05 |
041007 |
8.77 |
8.89 |
8.77 |
8.80 |
-0.01 |
1,458 |
22,636 |
+43 |
| Oct05 |
041007 |
8.69 |
8.81 |
8.69 |
8.73 |
unch |
394 |
21,420 |
+87 |
| Mar06 |
041007 |
8.58 |
8.64 |
8.58 |
8.64 |
+0.02 |
152 |
7,363 |
+42 |
| Total Volume and Open Interest |
16,066 |
297,936 |
-578 |
| Sugar #14(ICE) |
| Nov04 |
041007 |
20.26 |
20.26 |
20.00 |
20.05 |
-0.38 |
567 |
860 |
-564 |
| Jan05 |
041007 |
20.21 |
20.22 |
20.15 |
20.16 |
-0.07 |
177 |
2,667 |
+11 |
| Mar05 |
041007 |
20.40 |
20.40 |
20.30 |
20.38 |
-0.07 |
95 |
2,712 |
+49 |
| May05 |
041007 |
20.57 |
20.58 |
20.49 |
20.49 |
-0.10 |
48 |
1,791 |
+40 |
| Jul05 |
041007 |
20.80 |
20.80 |
20.72 |
20.76 |
-0.09 |
30 |
1,250 |
-4 |
| Total Volume and Open Interest |
950 |
10,795 |
-467 |
| London Cocoa(LCE) |
| Dec04 |
041007 |
813 |
818 |
803 |
810 |
-6 |
3,760 |
82,808 |
+935 |
| Mar05 |
041007 |
840 |
841 |
828 |
835 |
-5 |
1,558 |
34,501 |
+362 |
| May05 |
041007 |
855 |
855 |
845 |
850 |
-5 |
157 |
16,877 |
+39 |
| Jul05 |
041007 |
870 |
875 |
861 |
866 |
-5 |
369 |
15,452 |
-71 |
| Sep05 |
041007 |
887 |
889 |
877 |
883 |
-4 |
994 |
24,877 |
+529 |
| Dec05 |
041007 |
894 |
894 |
885 |
890 |
-5 |
152 |
10,328 |
+115 |
| Mar06 |
041007 |
899 |
899 |
897 |
897 |
-4 |
39 |
3,128 |
+0 |
| Total Volume and Open Interest |
7,029 |
188,439 |
+1,909 |
| London Coffee(LCE) |
| Nov04 |
041007 |
620.00 |
621.00 |
613.00 |
617.00 |
unch |
1,372 |
61,641 |
-776 |
| Jan05 |
041007 |
640.00 |
640.00 |
630.00 |
635.00 |
-1.00 |
2,530 |
36,604 |
+584 |
| Mar05 |
041007 |
658.00 |
658.00 |
650.00 |
654.00 |
-1.00 |
64 |
24,548 |
+7 |
| May05 |
041007 |
670.00 |
673.00 |
670.00 |
671.00 |
-1.00 |
128 |
15,745 |
+1 |
| Jul05 |
041007 |
689.00 |
689.00 |
684.00 |
686.00 |
-1.00 |
96 |
5,397 |
+43 |
| Sep05 |
041007 |
702.00 |
703.00 |
698.00 |
701.00 |
unch |
0 |
3,434 |
+0 |
| Total Volume and Open Interest |
4,190 |
148,527 |
-141 |
| London Sugar(LCE) |
| Dec04 |
041007 |
237.50 |
238.50 |
235.00 |
236.50 |
-0.60 |
1,370 |
13,174 |
+60 |
| Mar05 |
041007 |
253.20 |
254.00 |
251.00 |
252.20 |
-0.80 |
593 |
19,858 |
-84 |
| May05 |
041007 |
259.40 |
259.80 |
256.90 |
258.20 |
-0.30 |
97 |
9,213 |
-18 |
| Aug05 |
041007 |
255.70 |
256.90 |
255.20 |
255.20 |
-0.30 |
14 |
4,329 |
+0 |
| Oct05 |
041007 |
253.00 |
254.00 |
252.70 |
252.70 |
-0.30 |
0 |
3,044 |
+0 |
| Total Volume and Open Interest |
2,079 |
51,902 |
-37 |
| Cotton(ICE) |
| Oct04 |
041007 |
50.50 |
50.50 |
46.87 |
46.87 |
-3.48 |
32 |
297 |
-37 |
| Dec04 |
041007 |
48.50 |
48.70 |
47.30 |
47.37 |
-1.10 |
4,669 |
43,146 |
+67 |
| Mar05 |
041007 |
50.40 |
50.50 |
49.20 |
49.29 |
-0.99 |
1,087 |
17,042 |
+280 |
| May05 |
041007 |
51.45 |
51.45 |
50.50 |
50.50 |
-0.85 |
47 |
4,162 |
+26 |
| Jul05 |
041007 |
52.45 |
52.45 |
51.55 |
51.55 |
-0.82 |
41 |
5,290 |
+6 |
| Oct05 |
041007 |
52.25 |
52.25 |
52.25 |
52.25 |
-0.55 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
5,884 |
72,205 |
+346 |
| Lumber(CME) |
| Nov04 |
041007 |
333.8 |
333.8 |
324.0 |
324.1 |
-6.4 |
248 |
2,602 |
-40 |
| Jan05 |
041007 |
335.5 |
335.5 |
329.6 |
332.8 |
-0.5 |
79 |
927 |
+17 |
| Mar05 |
041007 |
336.2 |
336.2 |
336.2 |
336.2 |
-3.4 |
71 |
228 |
-6 |
| May05 |
041007 |
344.0 |
344.0 |
344.0 |
344.0 |
-3.9 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
399 |
3,812 |
-29 |
| Crude Oil(NYM) |
| Nov04 |
041007 |
52.95 |
53.00 |
52.25 |
52.67 |
+0.65 |
109,985 |
196,936 |
-4,507 |
| Dec04 |
041007 |
52.40 |
52.50 |
51.80 |
52.24 |
+0.71 |
75,902 |
138,045 |
+9,079 |
| Jan05 |
041007 |
51.60 |
51.80 |
51.20 |
51.61 |
+0.72 |
12,929 |
49,019 |
+1,852 |
| Feb05 |
041007 |
50.90 |
51.25 |
50.55 |
50.96 |
+0.71 |
8,201 |
31,197 |
+1,020 |
| Mar05 |
041007 |
50.00 |
50.23 |
49.80 |
50.23 |
+0.69 |
4,090 |
25,346 |
+578 |
| Apr05 |
041007 |
49.35 |
49.49 |
49.15 |
49.49 |
+0.67 |
3,480 |
15,379 |
-98 |
| May05 |
041007 |
48.35 |
48.80 |
48.35 |
48.75 |
+0.65 |
3,263 |
13,975 |
-118 |
| Jun05 |
041007 |
48.20 |
48.20 |
47.55 |
48.04 |
+0.63 |
4,298 |
26,154 |
-363 |
| Jul05 |
041007 |
47.00 |
47.36 |
47.00 |
47.36 |
+0.61 |
485 |
11,788 |
-78 |
| Aug05 |
041007 |
46.51 |
46.75 |
46.51 |
46.75 |
+0.59 |
1,361 |
7,924 |
+658 |
| Sep05 |
041007 |
45.97 |
46.19 |
45.97 |
46.19 |
+0.57 |
392 |
11,207 |
+4 |
| Oct05 |
041007 |
45.46 |
45.66 |
45.46 |
45.66 |
+0.55 |
56 |
5,035 |
+15 |
| Nov05 |
041007 |
44.97 |
45.16 |
44.97 |
45.16 |
+0.54 |
31 |
6,924 |
+9 |
| Dec05 |
041007 |
44.50 |
44.90 |
44.44 |
44.72 |
+0.54 |
11,380 |
48,267 |
+1,301 |
| Jan06 |
041007 |
44.30 |
44.30 |
44.30 |
44.30 |
+0.54 |
900 |
6,318 |
+0 |
| Feb06 |
041007 |
43.91 |
43.91 |
43.91 |
43.91 |
+0.54 |
55 |
2,577 |
+55 |
| Total Volume and Open Interest |
244,761 |
721,288 |
+11,968 |
| Heating Oil(NYM) |
| Nov04 |
041007 |
143.50 |
143.70 |
141.70 |
143.09 |
+1.00 |
25,916 |
68,622 |
-180 |
| Dec04 |
041007 |
143.50 |
144.20 |
142.25 |
143.56 |
+1.18 |
12,905 |
36,980 |
+911 |
| Jan05 |
041007 |
143.30 |
144.30 |
142.40 |
143.56 |
+1.33 |
3,705 |
21,206 |
+1,152 |
| Feb05 |
041007 |
141.00 |
142.00 |
140.70 |
141.61 |
+1.33 |
1,014 |
15,196 |
+174 |
| Mar05 |
041007 |
137.50 |
138.00 |
136.20 |
137.41 |
+1.38 |
1,038 |
15,658 |
+170 |
| Apr05 |
041007 |
132.00 |
132.20 |
131.00 |
131.91 |
+1.43 |
28 |
4,720 |
+14 |
| May05 |
041007 |
126.80 |
127.40 |
126.00 |
126.81 |
+1.48 |
58 |
3,445 |
+45 |
| Jun05 |
041007 |
123.50 |
123.50 |
123.26 |
123.26 |
+1.48 |
40 |
4,856 |
+16 |
| Jul05 |
041007 |
121.40 |
121.40 |
120.50 |
121.36 |
+1.48 |
145 |
4,119 |
+73 |
| Aug05 |
041007 |
121.20 |
121.20 |
121.16 |
121.16 |
+1.48 |
17 |
637 |
+6 |
| Sep05 |
041007 |
121.60 |
121.60 |
121.56 |
121.56 |
+1.48 |
4 |
2,276 |
+2 |
| Oct05 |
041007 |
122.20 |
122.50 |
122.16 |
122.16 |
+1.53 |
2 |
186 |
+2 |
| Total Volume and Open Interest |
45,071 |
187,025 |
+2,388 |
| Gasoline(NYMEX) |
| Nov04 |
041007 |
141.30 |
141.50 |
139.00 |
140.19 |
+1.44 |
26,092 |
68,849 |
-1,306 |
| Dec04 |
041007 |
139.50 |
139.75 |
138.10 |
139.26 |
+1.79 |
11,823 |
29,222 |
+1,776 |
| Jan05 |
041007 |
138.90 |
139.00 |
137.80 |
138.71 |
+1.82 |
2,576 |
14,507 |
+735 |
| Feb05 |
041007 |
139.00 |
139.00 |
138.96 |
138.96 |
+1.82 |
70 |
7,776 |
+27 |
| Mar05 |
041007 |
138.25 |
139.21 |
138.25 |
139.21 |
+1.82 |
27 |
6,161 |
+19 |
| Apr05 |
041007 |
145.00 |
145.41 |
145.00 |
145.41 |
+1.82 |
476 |
9,412 |
+149 |
| May05 |
041007 |
143.60 |
144.66 |
143.60 |
144.66 |
+1.82 |
429 |
9,680 |
+5 |
| Jun05 |
041007 |
142.91 |
142.91 |
142.91 |
142.91 |
+1.72 |
443 |
3,225 |
-73 |
| Jul05 |
041007 |
140.31 |
140.31 |
140.31 |
140.31 |
+1.57 |
258 |
2,373 |
+150 |
| Aug05 |
041007 |
137.11 |
137.11 |
137.11 |
137.11 |
+1.47 |
200 |
1,324 |
+152 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041007 |
7.200 |
7.440 |
6.950 |
7.255 |
+0.210 |
25,244 |
59,894 |
-901 |
| Dec04 |
041007 |
8.210 |
8.420 |
7.960 |
8.297 |
+0.261 |
13,306 |
39,804 |
+1,607 |
| Jan05 |
041007 |
8.580 |
8.780 |
8.400 |
8.712 |
+0.273 |
9,234 |
40,270 |
+2,145 |
| Feb05 |
041007 |
8.490 |
8.680 |
8.350 |
8.627 |
+0.263 |
2,866 |
22,226 |
+23 |
| Mar05 |
041007 |
8.150 |
8.350 |
8.040 |
8.297 |
+0.253 |
3,352 |
22,067 |
-180 |
| Apr05 |
041007 |
6.900 |
7.030 |
6.820 |
6.978 |
+0.159 |
2,192 |
16,333 |
-264 |
| May05 |
041007 |
6.630 |
6.770 |
6.580 |
6.728 |
+0.149 |
1,274 |
15,262 |
+751 |
| Jun05 |
041007 |
6.595 |
6.790 |
6.595 |
6.743 |
+0.149 |
1,336 |
10,955 |
+321 |
| Jul05 |
041007 |
6.695 |
6.850 |
6.610 |
6.763 |
+0.149 |
449 |
13,877 |
+20 |
| Aug05 |
041007 |
6.690 |
6.820 |
6.680 |
6.780 |
+0.149 |
877 |
10,639 |
+162 |
| Sep05 |
041007 |
6.680 |
6.800 |
6.650 |
6.740 |
+0.144 |
562 |
10,124 |
-70 |
| Oct05 |
041007 |
6.700 |
6.800 |
6.700 |
6.760 |
+0.141 |
1,688 |
14,582 |
-16 |
| Nov05 |
041007 |
6.985 |
7.060 |
6.985 |
7.035 |
+0.146 |
810 |
8,131 |
+39 |
| Dec05 |
041007 |
7.200 |
7.320 |
7.200 |
7.295 |
+0.156 |
598 |
9,268 |
-246 |
| Jan06 |
041007 |
7.400 |
7.455 |
7.400 |
7.455 |
+0.161 |
736 |
10,734 |
-6 |
| Feb06 |
041007 |
7.330 |
7.405 |
7.330 |
7.405 |
+0.156 |
185 |
7,067 |
-2 |
| Total Volume and Open Interest |
67,094 |
382,614 |
+4,312 |
| Brent Crude Oil(ICE) |
| Nov04 |
041007 |
48.10 |
49.20 |
48.10 |
48.90 |
+0.91 |
40,203 |
52,727 |
-89 |
| Dec04 |
041007 |
47.70 |
48.35 |
47.63 |
48.17 |
+0.79 |
50,410 |
96,030 |
-3,612 |
| Jan05 |
041007 |
47.17 |
47.65 |
47.05 |
47.57 |
+0.77 |
18,482 |
39,010 |
+2,109 |
| Feb05 |
041007 |
46.52 |
47.06 |
46.50 |
46.97 |
+0.74 |
5,775 |
11,052 |
-1,498 |
| Mar05 |
041007 |
46.03 |
46.45 |
45.96 |
46.37 |
+0.71 |
2,122 |
14,353 |
-852 |
| Apr05 |
041007 |
45.47 |
45.80 |
45.30 |
45.77 |
+0.67 |
551 |
14,870 |
-98 |
| May05 |
041007 |
44.90 |
45.20 |
44.90 |
45.20 |
+0.66 |
100 |
3,927 |
+122 |
| Jun05 |
041007 |
44.43 |
44.80 |
44.38 |
44.67 |
+0.64 |
3,390 |
18,290 |
-233 |
| Jul05 |
041007 |
44.17 |
44.17 |
44.17 |
44.17 |
+0.62 |
0 |
5,442 |
+350 |
| Aug05 |
041007 |
43.68 |
43.68 |
43.68 |
43.68 |
+0.60 |
0 |
1,837 |
+0 |
| Sep05 |
041007 |
43.20 |
43.40 |
43.20 |
43.22 |
+0.58 |
250 |
4,125 |
+0 |
| Oct05 |
041007 |
42.79 |
42.79 |
42.79 |
42.79 |
+0.56 |
0 |
400 |
+0 |
| Dec05 |
041007 |
41.62 |
42.10 |
41.56 |
41.92 |
+0.54 |
7,070 |
39,748 |
-884 |
| Total Volume and Open Interest |
|
|
|
| Gas Oil(ICE) |
| Oct04 |
041007 |
455.00 |
462.00 |
454.25 |
460.50 |
+10.50 |
17,608 |
27,016 |
-5,101 |
| Nov04 |
041007 |
439.00 |
447.25 |
439.00 |
445.00 |
+10.00 |
21,851 |
44,038 |
+855 |
| Dec04 |
041007 |
430.00 |
435.50 |
429.75 |
433.50 |
+8.00 |
12,517 |
27,874 |
+40 |
| Jan05 |
041007 |
422.25 |
426.00 |
421.25 |
424.50 |
+7.75 |
4,070 |
12,329 |
-508 |
| Feb05 |
041007 |
412.50 |
415.50 |
412.50 |
415.50 |
+7.50 |
541 |
4,602 |
-493 |
| Mar05 |
041007 |
406.00 |
406.00 |
406.00 |
406.00 |
+7.25 |
0 |
4,364 |
-200 |
| Apr05 |
041007 |
394.00 |
396.50 |
394.00 |
396.50 |
+6.50 |
800 |
3,871 |
+0 |
| May05 |
041007 |
388.50 |
388.50 |
388.50 |
388.50 |
+6.00 |
0 |
2,500 |
+0 |
| Jun05 |
041007 |
383.00 |
383.00 |
382.50 |
382.50 |
+5.75 |
25 |
10,431 |
-715 |
| Jul05 |
041007 |
379.75 |
379.75 |
379.75 |
379.75 |
+5.50 |
0 |
825 |
+0 |
| Total Volume and Open Interest |
58,062 |
162,215 |
-4,222 |
| US Dollar Index(ICE) |
| Dec04 |
041007 |
88.570 |
88.610 |
88.350 |
88.510 |
-0.140 |
1,746 |
20,415 |
-946 |
| Mar05 |
041007 |
88.660 |
88.710 |
88.650 |
88.700 |
-0.140 |
2 |
2,344 |
+2 |
| Jun05 |
041007 |
88.890 |
88.890 |
88.890 |
88.890 |
-0.140 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
1,748 |
22,773 |
-944 |
| Australian Dollar(CME) |
| Dec04 |
041007 |
72.26 |
72.43 |
72.11 |
72.35 |
+0.48 |
709 |
43,300 |
+254 |
| Mar05 |
041007 |
71.60 |
71.80 |
71.60 |
71.80 |
+0.48 |
1 |
160 |
+2 |
| Jun05 |
041007 |
71.30 |
71.30 |
71.30 |
71.30 |
+0.48 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
710 |
43,580 |
+256 |
| British Pound(CME) |
| Dec04 |
041007 |
177.15 |
177.58 |
176.99 |
177.33 |
+0.75 |
4,604 |
62,620 |
+2,759 |
| Mar05 |
041007 |
176.40 |
176.40 |
176.18 |
176.18 |
+0.75 |
0 |
28 |
+0 |
| Jun05 |
041007 |
175.18 |
175.18 |
175.18 |
175.18 |
+0.75 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,604 |
62,651 |
+2,759 |
| Canadian Dollar(CME) |
| Dec04 |
041007 |
79.53 |
79.57 |
79.24 |
79.29 |
-0.01 |
3,177 |
106,901 |
-979 |
| Mar05 |
041007 |
79.45 |
79.45 |
79.19 |
79.19 |
-0.01 |
28 |
1,875 |
+1 |
| Jun05 |
041007 |
79.20 |
79.20 |
79.11 |
79.11 |
-0.01 |
7 |
916 |
+0 |
| Sep05 |
041007 |
79.03 |
79.03 |
79.03 |
79.03 |
-0.01 |
5 |
356 |
-5 |
| Total Volume and Open Interest |
3,217 |
110,219 |
-983 |
| Japanese Yen(CME) |
| Dec04 |
041007 |
90.20 |
90.38 |
90.13 |
90.25 |
+0.18 |
2,503 |
112,445 |
+1,608 |
| Mar05 |
041007 |
90.65 |
90.76 |
90.65 |
90.76 |
+0.18 |
24 |
478 |
+11 |
| Jun05 |
041007 |
91.36 |
91.36 |
91.36 |
91.36 |
+0.18 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,527 |
112,927 |
+1,619 |
| Swiss Franc(CME) |
| Dec04 |
041007 |
79.41 |
79.47 |
79.25 |
79.30 |
+0.17 |
2,849 |
30,815 |
-197 |
| Mar05 |
041007 |
79.57 |
79.57 |
79.57 |
79.57 |
+0.17 |
1 |
18 |
-1 |
| Jun05 |
041007 |
79.87 |
79.87 |
79.87 |
79.87 |
+0.17 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
2,850 |
30,894 |
-198 |
| EuroFX(CME) |
| Dec04 |
041007 |
122.98 |
123.07 |
122.76 |
122.89 |
+0.18 |
7,618 |
130,001 |
-652 |
| Mar05 |
041007 |
123.05 |
123.05 |
122.84 |
122.91 |
+0.18 |
81 |
1,470 |
-32 |
| Jun05 |
041007 |
122.95 |
122.95 |
122.95 |
122.95 |
+0.18 |
0 |
134 |
+0 |
| Total Volume and Open Interest |
7,699 |
131,616 |
-684 |
| Mexican Peso(CME) |
| Oct04 |
041007 |
886.8 |
886.8 |
884.5 |
886.8 |
+2.2 |
|
|
|
| Nov04 |
041007 |
882.5 |
882.5 |
880.2 |
882.5 |
+2.2 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
12,890 |
84,693 |
+6,130 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041007 |
111~040 |
111~100 |
110~210 |
110~270 |
-0~100 |
195,116 |
545,067 |
-8,138 |
| Mar05 |
041007 |
109~310 |
110~040 |
109~230 |
109~250 |
-0~100 |
745 |
11,066 |
-134 |
| Jun05 |
041007 |
108~240 |
108~240 |
108~240 |
108~240 |
-0~100 |
0 |
94 |
+0 |
| Total Volume and Open Interest |
195,861 |
556,227 |
-8,272 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041007 |
111~285 |
112~010 |
111~210 |
111~250 |
-0~050 |
619,411 |
1,478,800 |
+12,057 |
| Mar05 |
041007 |
111~030 |
111~075 |
110~300 |
111~010 |
-0~055 |
8,744 |
69,182 |
+2,046 |
| Jun05 |
041007 |
110~025 |
110~025 |
110~000 |
110~015 |
-0~055 |
0 |
457 |
+0 |
| Total Volume and Open Interest |
628,155 |
1,548,439 |
+14,103 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041007 |
110~036 |
110~036 |
110~010 |
110~024 |
-0~012 |
272,926 |
1,018,768 |
+3,003 |
| Mar05 |
041007 |
109~036 |
109~036 |
109~036 |
109~036 |
-0~012 |
4,138 |
53,264 |
+2,453 |
| Jun05 |
041007 |
108~064 |
108~064 |
108~064 |
108~064 |
-0~012 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
277,064 |
53,274 |
+2,453 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041007 |
105~062 |
105~062 |
105~053 |
105~061 |
-0~001 |
239 |
194,594 |
-77 |
| Total Volume and Open Interest |
239 |
194,594 |
-77 |
| Eurodollars(CME) |
| Dec04 |
041007 |
97.665 |
97.675 |
97.655 |
97.670 |
unch |
35,551 |
943,815 |
+2,062 |
| Mar05 |
041007 |
97.385 |
97.400 |
97.365 |
97.390 |
-0.005 |
44,475 |
816,832 |
+8,702 |
| Jun05 |
041007 |
97.135 |
97.160 |
97.115 |
97.150 |
unch |
52,165 |
812,310 |
+377 |
| Sep05 |
041007 |
96.890 |
96.910 |
96.860 |
96.895 |
-0.005 |
42,454 |
639,866 |
+10,107 |
| Dec05 |
041007 |
96.630 |
96.650 |
96.600 |
96.635 |
-0.005 |
34,996 |
491,221 |
-10,188 |
| Mar06 |
041007 |
96.415 |
96.435 |
96.385 |
96.415 |
-0.005 |
21,849 |
387,093 |
-2,249 |
| Jun06 |
041007 |
96.225 |
96.240 |
96.195 |
96.225 |
-0.010 |
31,086 |
276,637 |
+3,993 |
| Sep06 |
041007 |
96.075 |
96.080 |
96.040 |
96.070 |
-0.005 |
23,232 |
217,058 |
-1,440 |
| Dec06 |
041007 |
95.930 |
95.935 |
95.895 |
95.915 |
-0.015 |
6,751 |
176,432 |
-514 |
| Mar07 |
041007 |
95.800 |
95.805 |
95.765 |
95.785 |
-0.015 |
10,194 |
151,665 |
-169 |
| Jun07 |
041007 |
95.675 |
95.680 |
95.640 |
95.660 |
-0.015 |
7,917 |
142,532 |
-10 |
| Sep07 |
041007 |
95.545 |
95.560 |
95.520 |
95.540 |
-0.015 |
9,045 |
99,114 |
+677 |
| Dec07 |
041007 |
95.435 |
95.450 |
95.405 |
95.420 |
-0.015 |
3,594 |
87,830 |
+1,817 |
| Mar08 |
041007 |
95.330 |
95.350 |
95.305 |
95.320 |
-0.015 |
3,569 |
77,105 |
+21 |
| Jun08 |
041007 |
95.225 |
95.240 |
95.195 |
95.210 |
-0.015 |
1,745 |
73,906 |
-422 |
| Sep08 |
041007 |
95.120 |
95.135 |
95.095 |
95.105 |
-0.020 |
5,680 |
65,417 |
+925 |
| Dec08 |
041007 |
95.005 |
95.010 |
94.985 |
94.995 |
-0.015 |
2,969 |
54,336 |
-970 |
| Mar09 |
041007 |
94.910 |
94.920 |
94.895 |
94.905 |
-0.015 |
2,749 |
42,976 |
+550 |
| Total Volume and Open Interest |
349,883 |
5,768,985 |
+12,711 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041007 |
98.250 |
98.250 |
98.240 |
98.250 |
unch |
600 |
98,554 |
-217 |
| Nov04 |
041007 |
98.100 |
98.100 |
98.100 |
98.100 |
unch |
4,366 |
118,029 |
+5,324 |
| Dec04 |
041007 |
97.940 |
97.940 |
97.940 |
97.940 |
unch |
3,619 |
113,287 |
-1,240 |
| Jan05 |
041007 |
97.890 |
97.890 |
97.870 |
97.880 |
-0.010 |
2,882 |
87,979 |
+1,902 |
| Feb05 |
041007 |
97.690 |
97.710 |
97.690 |
97.700 |
-0.010 |
627 |
19,028 |
+564 |
| Mar05 |
041007 |
97.630 |
97.640 |
97.630 |
97.640 |
unch |
62 |
5,124 |
+1 |
| Total Volume and Open Interest |
12,156 |
442,048 |
+6,334 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041007 |
98.245 |
98.245 |
98.240 |
98.245 |
unch |
585 |
0 |
+0 |
| Nov04 |
041007 |
98.100 |
98.100 |
98.095 |
98.100 |
unch |
12,554 |
0 |
+0 |
| Dec04 |
041007 |
97.940 |
97.945 |
97.940 |
97.945 |
unch |
6,113 |
0 |
+0 |
| Jan05 |
041007 |
97.875 |
97.885 |
97.870 |
97.880 |
-0.005 |
10,587 |
0 |
+0 |
| Feb05 |
041007 |
97.700 |
97.705 |
97.690 |
97.700 |
-0.015 |
1,240 |
0 |
+0 |
| Mar05 |
041007 |
97.635 |
97.640 |
97.625 |
97.635 |
-0.010 |
35 |
0 |
+0 |
| Total Volume and Open Interest |
31,114 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041007 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
263 |
10,739 |
+202 |
| Mar05 |
041007 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
112 |
31,232 |
+43 |
| Jun05 |
041007 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
18,442 |
+483 |
| Sep05 |
041007 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.01 |
247 |
8,360 |
+176 |
| Dec05 |
041007 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.02 |
31 |
4,950 |
+31 |
| Mar06 |
041007 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.02 |
0 |
10,154 |
+0 |
| Jun06 |
041007 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.03 |
0 |
2,246 |
+0 |
| Sep06 |
041007 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
2,154 |
+0 |
| Dec06 |
041007 |
99.27 |
99.27 |
99.27 |
99.27 |
+0.02 |
0 |
411 |
+0 |
| Mar07 |
041007 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.02 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
653 |
89,631 |
+935 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041007 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
16 |
59,250 |
+707 |
| Mar05 |
041007 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
2,362 |
83,371 |
+715 |
| Jun05 |
041007 |
99.84 |
99.85 |
99.84 |
99.84 |
unch |
1,489 |
73,474 |
-797 |
| Sep05 |
041007 |
99.77 |
99.78 |
99.77 |
99.78 |
+0.01 |
783 |
42,137 |
+138 |
| Dec05 |
041007 |
99.68 |
99.71 |
99.68 |
99.70 |
+0.01 |
626 |
34,791 |
+0 |
| Mar06 |
041007 |
99.58 |
99.60 |
99.58 |
99.60 |
+0.01 |
356 |
33,835 |
-391 |
| Jun06 |
041007 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
15,303 |
+19 |
| Sep06 |
041007 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
6,033 |
-512 |
| Total Volume and Open Interest |
5,632 |
361,555 |
+404 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041007 |
136.98 |
137.09 |
136.85 |
137.09 |
-0.03 |
1,730 |
26,860 |
-778 |
| Mar05 |
041007 |
136.14 |
136.14 |
136.14 |
136.14 |
-0.02 |
|
|
|
| Jun05 |
041007 |
136.14 |
136.14 |
136.14 |
136.14 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
1,730 |
26,860 |
-778 |
| Euro-Bund(EUREX) |
| Dec04 |
041007 |
115.56 |
115.58 |
115.32 |
115.46 |
-0.18 |
965,081 |
1,289,586 |
+13,503 |
| Mar05 |
041007 |
114.85 |
114.85 |
114.69 |
114.73 |
-0.18 |
1,674 |
11,644 |
+576 |
| Jun05 |
041007 |
113.96 |
113.96 |
113.96 |
113.96 |
-0.18 |
229 |
240 |
+0 |
| Total Volume and Open Interest |
966,984 |
1,301,470 |
+14,079 |
| Euro-Bobl(EUREX) |
| Dec04 |
041007 |
111.42 |
111.48 |
111.30 |
111.42 |
-0.04 |
640,810 |
810,521 |
+8,896 |
| Mar05 |
041007 |
111.05 |
111.08 |
111.05 |
111.08 |
-0.04 |
16 |
4,378 |
+2,345 |
| Jun05 |
041007 |
110.27 |
110.27 |
110.27 |
110.27 |
-0.04 |
2,332 |
400 |
+0 |
| Total Volume and Open Interest |
643,158 |
815,299 |
+11,241 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041007 |
97.770 |
97.785 |
97.765 |
97.785 |
+0.010 |
1,115 |
8,317 |
-111 |
| Mar05 |
041007 |
97.610 |
97.625 |
97.605 |
97.625 |
+0.005 |
198 |
6,321 |
-54 |
| Jun05 |
041007 |
97.440 |
97.460 |
97.440 |
97.455 |
-0.005 |
86 |
3,980 |
+7 |
| Total Volume and Open Interest |
1,463 |
24,883 |
-179 |
| Long Gilt(LIFFE) |
| Dec04 |
041007 |
107~16 |
107~18 |
107~10 |
107~15 |
-0~06 |
38,337 |
219,572 |
-2,950 |
| Mar05 |
041007 |
108~29 |
108~29 |
108~29 |
108~29 |
-0~06 |
|
|
|
| Total Volume and Open Interest |
38,337 |
219,572 |
-2,950 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041007 |
95.03 |
95.04 |
95.02 |
95.03 |
unch |
59,267 |
250,241 |
-1,665 |
| Mar05 |
041007 |
94.97 |
94.99 |
94.96 |
94.98 |
unch |
41,204 |
245,143 |
+3,617 |
| Jun05 |
041007 |
94.96 |
94.99 |
94.95 |
94.97 |
unch |
38,510 |
203,532 |
+3,498 |
| Sep05 |
041007 |
94.95 |
94.98 |
94.94 |
94.96 |
unch |
26,389 |
139,654 |
+2,483 |
| Dec05 |
041007 |
94.94 |
94.95 |
94.92 |
94.94 |
unch |
18,489 |
140,998 |
-1,515 |
| Mar06 |
041007 |
94.91 |
94.93 |
94.89 |
94.91 |
-0.01 |
4,506 |
83,239 |
+1,237 |
| Total Volume and Open Interest |
199,077 |
1,215,587 |
+11,306 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041007 |
97.775 |
97.790 |
97.765 |
97.785 |
+0.005 |
53,861 |
600,243 |
+6,666 |
| Mar05 |
041007 |
97.610 |
97.630 |
97.595 |
97.625 |
unch |
69,832 |
551,176 |
+4,587 |
| Jun05 |
041007 |
97.450 |
97.470 |
97.420 |
97.455 |
-0.010 |
84,004 |
439,154 |
+5,916 |
| Total Volume and Open Interest |
383,306 |
2,878,772 |
+26,838 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041007 |
94.60 |
94.61 |
94.56 |
94.58 |
-0.03 |
40,181 |
232,404 |
+11,830 |
| Mar05 |
041007 |
94.55 |
94.56 |
94.50 |
94.53 |
-0.02 |
25,610 |
126,256 |
+8,156 |
| Jun05 |
041007 |
94.51 |
94.52 |
94.46 |
94.48 |
-0.03 |
4,685 |
52,972 |
+1,439 |
| Sep05 |
041007 |
94.48 |
94.48 |
94.41 |
94.44 |
-0.03 |
3,283 |
32,198 |
+150 |
| Dec05 |
041007 |
94.38 |
94.40 |
94.37 |
94.40 |
-0.03 |
1,166 |
18,203 |
+276 |
| Mar06 |
041007 |
94.38 |
94.38 |
94.32 |
94.35 |
-0.03 |
1,437 |
11,250 |
+378 |
| Jun06 |
041007 |
94.33 |
94.33 |
94.28 |
94.30 |
-0.03 |
376 |
8,832 |
+131 |
| Sep06 |
041007 |
94.24 |
94.26 |
94.24 |
94.26 |
-0.04 |
350 |
4,343 |
+290 |
| Dec06 |
041007 |
94.21 |
94.21 |
94.21 |
94.21 |
-0.04 |
15 |
2,929 |
+0 |
| Mar07 |
041007 |
94.19 |
94.19 |
94.17 |
94.17 |
-0.04 |
50 |
2,032 |
+50 |
| Total Volume and Open Interest |
77,153 |
494,271 |
+22,699 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041007 |
94.49 |
94.52 |
94.42 |
94.46 |
-0.04 |
26,751 |
236,176 |
+10,727 |
| Mar05 |
041007 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
26,751 |
236,176 |
+10,727 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041007 |
94.74 |
94.76 |
94.65 |
94.70 |
-0.04 |
103,825 |
363,085 |
+26,688 |
| Mar05 |
041007 |
94.70 |
94.70 |
94.70 |
94.70 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
103,825 |
363,085 |
+26,688 |
| Gold(CMX) |
| Oct04 |
041007 |
418.0 |
419.0 |
417.5 |
418.0 |
-0.4 |
186 |
354 |
-94 |
| Dec04 |
041007 |
421.1 |
421.7 |
418.8 |
419.5 |
-0.5 |
50,608 |
235,439 |
+1,363 |
| Feb05 |
041007 |
422.1 |
423.0 |
420.5 |
421.1 |
-0.5 |
830 |
12,390 |
+12 |
| Apr05 |
041007 |
422.9 |
422.9 |
422.9 |
422.9 |
-0.5 |
395 |
4,533 |
-4 |
| Jun05 |
041007 |
425.0 |
426.0 |
424.0 |
424.7 |
-0.5 |
135 |
12,212 |
-75 |
| Aug05 |
041007 |
426.7 |
426.7 |
426.7 |
426.7 |
-0.5 |
64 |
6,875 |
+4 |
| Oct05 |
041007 |
428.7 |
428.7 |
428.7 |
428.7 |
-0.5 |
176 |
1,289 |
+176 |
| Dec05 |
041007 |
433.5 |
433.5 |
430.0 |
430.8 |
-0.4 |
345 |
8,137 |
+173 |
| Feb06 |
041007 |
433.0 |
433.0 |
433.0 |
433.0 |
-0.4 |
0 |
844 |
+0 |
| Apr06 |
041007 |
435.3 |
435.3 |
435.3 |
435.3 |
-0.4 |
0 |
486 |
+0 |
| Jun06 |
041007 |
437.6 |
437.6 |
437.6 |
437.6 |
-0.4 |
2 |
8,262 |
-2 |
| Aug06 |
041007 |
440.1 |
440.1 |
440.1 |
440.1 |
-0.4 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
52,741 |
298,141 |
+1,549 |
| Silver(CMX) |
| Dec04 |
041007 |
724.5 |
730.0 |
716.5 |
721.7 |
-2.8 |
25,870 |
83,998 |
+3,656 |
| Mar05 |
041007 |
726.5 |
730.5 |
720.0 |
725.3 |
-2.8 |
2,207 |
8,709 |
-1,324 |
| May05 |
041007 |
725.0 |
727.6 |
725.0 |
727.6 |
-2.8 |
17 |
2,010 |
+2 |
| Jul05 |
041007 |
735.0 |
738.0 |
730.1 |
730.1 |
-2.8 |
74 |
1,848 |
+6 |
| Sep05 |
041007 |
732.3 |
732.3 |
732.3 |
732.3 |
-2.8 |
2 |
507 |
+1 |
| Dec05 |
041007 |
744.0 |
747.0 |
733.0 |
736.0 |
-3.0 |
236 |
3,178 |
+46 |
| Mar06 |
041007 |
739.2 |
739.2 |
739.2 |
739.2 |
-3.5 |
|
|
|
| Total Volume and Open Interest |
28,490 |
101,879 |
+2,361 |
| Platinum(NYMEX) |
| Oct04 |
041007 |
840.3 |
840.3 |
840.3 |
840.3 |
-7.5 |
79 |
313 |
-22 |
| Jan05 |
041007 |
848.0 |
850.5 |
837.0 |
838.3 |
-7.5 |
777 |
5,894 |
-9 |
| Apr05 |
041007 |
832.3 |
832.3 |
832.3 |
832.3 |
-7.5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
856 |
6,210 |
-31 |
| Palladium(NYMEX) |
| Dec04 |
041007 |
231.00 |
236.00 |
228.50 |
233.45 |
+5.95 |
1,223 |
9,711 |
+125 |
| Mar05 |
041007 |
235.00 |
237.00 |
235.00 |
235.45 |
+5.95 |
14 |
64 |
+9 |
| Total Volume and Open Interest |
1,237 |
9,775 |
+134 |
| Copper(CMX) |
| Dec04 |
041007 |
142.10 |
143.85 |
141.95 |
142.75 |
+0.45 |
7,970 |
76,644 |
+506 |
| Mar05 |
041007 |
135.60 |
136.50 |
135.60 |
136.25 |
+0.55 |
1,281 |
8,128 |
+284 |
| May05 |
041007 |
129.00 |
130.00 |
129.00 |
129.95 |
+0.55 |
784 |
2,468 |
+593 |
| Jul05 |
041007 |
125.50 |
125.50 |
125.35 |
125.35 |
+0.55 |
35 |
1,546 |
+0 |
| Sep05 |
041007 |
121.25 |
121.25 |
121.25 |
121.25 |
+0.25 |
1 |
1,409 |
+0 |
| Total Volume and Open Interest |
10,451 |
101,748 |
+1,456 |
| Aluminum(CMX) |
| Oct04 |
041007 |
90.30 |
90.30 |
90.30 |
90.30 |
-0.40 |
9 |
249 |
-37 |
| Nov04 |
041007 |
90.10 |
90.10 |
90.10 |
90.10 |
-0.30 |
2 |
940 |
-1 |
| Dec04 |
041007 |
89.70 |
89.70 |
89.70 |
89.70 |
-0.30 |
10 |
1,248 |
+0 |
| Jan05 |
041007 |
88.95 |
88.95 |
88.95 |
88.95 |
-0.30 |
25 |
686 |
-25 |
| Feb05 |
041007 |
88.70 |
88.70 |
88.15 |
88.15 |
-0.30 |
0 |
634 |
+0 |
| Mar05 |
041007 |
87.50 |
87.50 |
87.50 |
87.50 |
-0.30 |
0 |
651 |
+0 |
| Total Volume and Open Interest |
72 |
10,095 |
-39 |
| DJIA Index(CBOT) |
| Dec04 |
041007 |
10220 |
10232 |
10115 |
10123 |
-114 |
4,064 |
40,215 |
-369 |
| Mar05 |
041007 |
10230 |
10230 |
10121 |
10121 |
-112 |
0 |
17 |
+0 |
| Jun05 |
041007 |
10133 |
10133 |
10133 |
10133 |
-100 |
|
|
|
| Total Volume and Open Interest |
4,064 |
40,233 |
-369 |
| S & P 500(CME) |
| Dec04 |
041007 |
1140.50 |
1140.60 |
1130.70 |
1131.40 |
-11.40 |
25,431 |
613,026 |
-513 |
| Mar05 |
041007 |
1132.50 |
1132.70 |
1132.50 |
1132.70 |
-11.40 |
335 |
11,969 |
+249 |
| Jun05 |
041007 |
1135.10 |
1135.10 |
1135.10 |
1135.10 |
-11.40 |
75 |
598 |
-22 |
| Sep05 |
041007 |
1138.10 |
1138.10 |
1138.10 |
1138.10 |
-11.40 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
25,841 |
625,749 |
-286 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041007 |
1143.00 |
1143.00 |
1130.50 |
1131.50 |
-11.25 |
590,808 |
678,693 |
+13,140 |
| Mar05 |
041007 |
1143.50 |
1143.50 |
1132.75 |
1132.75 |
-11.25 |
458 |
2,771 |
+3 |
| Total Volume and Open Interest |
591,266 |
681,464 |
+13,143 |
| NASDAQ 100(CME) |
| Dec04 |
041007 |
1473.50 |
1479.00 |
1458.50 |
1462.50 |
-16.50 |
11,008 |
75,806 |
-1,841 |
| Mar05 |
041007 |
1470.50 |
1470.50 |
1470.50 |
1470.50 |
-15.50 |
0 |
36 |
+0 |
| Jun05 |
041007 |
1477.50 |
1477.50 |
1477.50 |
1477.50 |
-14.50 |
|
|
|
| Total Volume and Open Interest |
11,008 |
75,842 |
-1,841 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041007 |
1479.00 |
1479.50 |
1458.50 |
1462.50 |
-16.50 |
303,243 |
270,788 |
+9,055 |
| Mar05 |
041007 |
1484.00 |
1486.00 |
1469.00 |
1470.50 |
-15.50 |
169 |
1,789 |
+51 |
| Total Volume and Open Interest |
303,412 |
272,577 |
+9,106 |
| S & P Midcap 400(CME) |
| Dec04 |
041007 |
605.50 |
605.50 |
598.75 |
599.75 |
-7.00 |
388 |
13,323 |
+403 |
| Mar05 |
041007 |
600.75 |
600.75 |
600.75 |
600.75 |
-7.00 |
0 |
1 |
+0 |
| Jun05 |
041007 |
600.75 |
600.75 |
600.75 |
600.75 |
-7.00 |
|
|
|
| Total Volume and Open Interest |
388 |
13,324 |
+403 |
| Russell 2000(CME) |
| Dec04 |
041007 |
591.00 |
591.50 |
582.25 |
582.75 |
-9.75 |
1,209 |
27,502 |
-24 |
| Mar05 |
041007 |
582.75 |
582.75 |
582.75 |
582.75 |
-9.75 |
|
|
|
| Jun05 |
041007 |
582.75 |
582.75 |
582.75 |
582.75 |
-9.75 |
|
|
|
| Total Volume and Open Interest |
1,209 |
27,502 |
-24 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041007 |
592.70 |
592.80 |
582.30 |
582.80 |
-9.70 |
65,770 |
92,666 |
+3,281 |
| Mar05 |
041007 |
582.80 |
582.80 |
582.80 |
582.80 |
-9.70 |
10 |
64 |
+0 |
| Total Volume and Open Interest |
65,780 |
92,730 |
+3,281 |
| Nikkei 225(CME) |
| Dec04 |
041007 |
11440 |
11450 |
11345 |
11345 |
-25 |
20,521 |
160,366 |
+5,578 |
| Mar05 |
041007 |
11340 |
11340 |
11340 |
11340 |
-25 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
20,521 |
160,373 |
+5,578 |
| Nikkei 225(SGX) |
| Dec04 |
041007 |
11440 |
11450 |
11345 |
11345 |
-25 |
20,521 |
160,366 |
+5,578 |
| Mar05 |
041007 |
11340 |
11340 |
11340 |
11340 |
-25 |
0 |
4 |
+0 |
| Jun05 |
041007 |
11295 |
11295 |
11295 |
11295 |
-25 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
20,521 |
160,373 |
+5,578 |
| CAC 40(EURONEXT) |
| Oct04 |
041007 |
3781.0 |
3787.5 |
3752.0 |
3758.5 |
-10.0 |
49,303 |
355,856 |
+4,288 |
| Nov04 |
041007 |
3786.5 |
3787.0 |
3760.0 |
3765.5 |
-10.5 |
255 |
9,100 |
+225 |
| Dec04 |
041007 |
3787.0 |
3790.5 |
3758.0 |
3763.0 |
-10.5 |
689 |
126,371 |
-204 |
| Total Volume and Open Interest |
50,247 |
500,354 |
+4,309 |
| Hang Seng Index(HKFE) |
| Oct04 |
041007 |
13348 |
13370 |
13307 |
13365 |
+51 |
14,232 |
113,722 |
+1,476 |
| Nov04 |
041007 |
13290 |
13331 |
13280 |
13327 |
+52 |
527 |
841 |
+358 |
| Dec04 |
041007 |
13300 |
13324 |
13276 |
13324 |
+51 |
23 |
962 |
+13 |
| Total Volume and Open Interest |
14,830 |
118,172 |
+1,857 |
| DAX(EUREX) |
| Dec04 |
041007 |
4081.0 |
4093.0 |
4050.5 |
4063.0 |
-10.0 |
116,137 |
159,486 |
-610 |
| Mar05 |
041007 |
4110.0 |
4110.0 |
4075.0 |
4085.5 |
-10.0 |
102 |
9,441 |
-22 |
| Jun05 |
041007 |
4125.0 |
4125.0 |
4111.0 |
4111.0 |
-9.5 |
6 |
905 |
+101 |
| Total Volume and Open Interest |
116,245 |
169,832 |
-531 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041007 |
4745.50 |
4750.50 |
4710.50 |
4711.50 |
-15.50 |
64,989 |
454,329 |
+2,385 |
| Mar05 |
041007 |
4746.50 |
4746.50 |
4719.00 |
4719.00 |
-15.50 |
4 |
13,032 |
+3 |
| Jun05 |
041007 |
4749.00 |
4751.00 |
4737.50 |
4737.50 |
-15.50 |
1,005 |
8,540 |
+541 |
| Total Volume and Open Interest |
65,998 |
475,901 |
+2,929 |
| SPI 200(SFE) |
| Dec04 |
041007 |
3711.0 |
3720.0 |
3700.0 |
3709.0 |
+7.0 |
10,452 |
158,472 |
+283 |
| Mar05 |
041007 |
3721.0 |
3723.0 |
3716.0 |
3718.0 |
+6.0 |
15 |
2,596 |
-1 |
| Jun05 |
041007 |
3727.0 |
3727.0 |
3727.0 |
3727.0 |
+6.0 |
5 |
3,000 |
+5 |
| Total Volume and Open Interest |
10,506 |
166,555 |
+305 |
| GSCI(CME) |
| Oct04 |
041007 |
352.50 |
352.85 |
349.50 |
351.65 |
+4.15 |
405 |
16,702 |
-320 |
| Nov04 |
041007 |
355.50 |
355.50 |
352.80 |
355.50 |
+5.00 |
313 |
553 |
+313 |
| Dec04 |
041007 |
355.50 |
355.50 |
355.50 |
355.50 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
718 |
17,255 |
-7 |
| RJ/CRB Index(ICE) |
| Nov04 |
041007 |
285.75 |
286.25 |
285.00 |
285.00 |
-1.00 |
15 |
247 |
-7 |
| Jan05 |
041007 |
284.00 |
284.00 |
284.00 |
284.00 |
-1.00 |
1 |
208 |
+1 |
| Feb05 |
041007 |
282.00 |
282.00 |
282.00 |
282.00 |
-1.00 |
1 |
33 |
+0 |
| Total Volume and Open Interest |
16 |
588 |
-6 |
|
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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