|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 12, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041012 |
516.00 |
517.00 |
506.00 |
513.00 |
-26.00 |
39,728 |
126,907 |
-4,827 |
| Jan05 |
041012 |
522.00 |
524.00 |
514.50 |
521.75 |
-26.00 |
11,129 |
49,105 |
+2,741 |
| Mar05 |
041012 |
531.00 |
531.50 |
523.00 |
528.00 |
-25.75 |
4,824 |
28,188 |
+900 |
| May05 |
041012 |
536.00 |
539.00 |
530.00 |
536.00 |
-24.50 |
1,954 |
15,994 |
+63 |
| Jul05 |
041012 |
545.00 |
545.50 |
538.00 |
543.75 |
-23.50 |
1,836 |
11,979 |
+354 |
| Aug05 |
041012 |
544.00 |
544.00 |
541.00 |
544.00 |
-22.00 |
1 |
450 |
+0 |
| Sep05 |
041012 |
550.00 |
550.00 |
542.00 |
546.00 |
-16.00 |
0 |
178 |
+0 |
| Total Volume and Open Interest |
59,992 |
238,170 |
-927 |
| Soybean Meal(CBOT) |
| Oct04 |
041012 |
153.80 |
154.00 |
151.00 |
153.30 |
-7.50 |
1,326 |
1,431 |
-643 |
| Dec04 |
041012 |
156.00 |
156.50 |
153.40 |
155.40 |
-7.90 |
10,484 |
53,981 |
-1,673 |
| Jan05 |
041012 |
157.50 |
157.50 |
154.80 |
156.20 |
-8.30 |
2,108 |
15,457 |
-60 |
| Mar05 |
041012 |
161.00 |
161.00 |
157.50 |
159.00 |
-8.10 |
1,562 |
16,378 |
-120 |
| May05 |
041012 |
163.00 |
163.50 |
160.00 |
160.90 |
-8.70 |
1,721 |
13,542 |
-386 |
| Jul05 |
041012 |
166.00 |
166.00 |
162.80 |
163.60 |
-8.40 |
1,262 |
17,266 |
-44 |
| Aug05 |
041012 |
168.00 |
168.00 |
163.80 |
164.50 |
-8.50 |
55 |
5,354 |
+18 |
| Sep05 |
041012 |
169.00 |
169.00 |
164.80 |
165.10 |
-8.40 |
16 |
3,739 |
+15 |
| Total Volume and Open Interest |
18,767 |
131,480 |
-2,873 |
| Soybean Oil(CBOT) |
| Oct04 |
041012 |
20.30 |
20.30 |
19.70 |
19.80 |
-1.15 |
479 |
1,066 |
-107 |
| Dec04 |
041012 |
20.00 |
20.19 |
19.80 |
19.98 |
-0.97 |
11,611 |
62,389 |
+1,023 |
| Jan05 |
041012 |
20.10 |
20.35 |
20.00 |
20.19 |
-0.97 |
4,487 |
25,288 |
+1,800 |
| Mar05 |
041012 |
20.55 |
20.59 |
20.25 |
20.36 |
-0.95 |
1,185 |
18,768 |
+356 |
| May05 |
041012 |
20.65 |
20.80 |
20.50 |
20.59 |
-0.83 |
1,233 |
12,236 |
+328 |
| Jul05 |
041012 |
20.90 |
20.97 |
20.55 |
20.77 |
-0.70 |
954 |
12,479 |
+220 |
| Aug05 |
041012 |
20.90 |
21.00 |
20.80 |
20.80 |
-0.65 |
129 |
4,682 |
+73 |
| Sep05 |
041012 |
20.80 |
20.95 |
20.75 |
20.75 |
-0.70 |
29 |
2,649 |
+29 |
| Total Volume and Open Interest |
20,311 |
145,071 |
+3,849 |
| Canola(WCE) |
| Nov04 |
041012 |
290.0 |
290.0 |
282.0 |
288.0 |
-9.2 |
3,518 |
31,639 |
+0 |
| Jan05 |
041012 |
294.0 |
294.4 |
289.0 |
294.3 |
-8.7 |
1,589 |
10,505 |
+0 |
| Mar05 |
041012 |
296.3 |
300.0 |
296.3 |
300.0 |
-8.0 |
25 |
5,039 |
+0 |
| May05 |
041012 |
303.0 |
306.5 |
303.0 |
306.5 |
-7.5 |
0 |
344 |
+0 |
| Jul05 |
041012 |
309.0 |
309.0 |
309.0 |
309.0 |
-10.5 |
0 |
195 |
+0 |
| Total Volume and Open Interest |
5,204 |
50,836 |
+0 |
| Corn(CBOT) |
| Dec04 |
041012 |
199.00 |
204.50 |
197.00 |
202.50 |
-2.25 |
25,059 |
345,596 |
+288 |
| Mar05 |
041012 |
209.00 |
215.00 |
208.50 |
213.25 |
-2.00 |
6,647 |
126,880 |
+1,592 |
| May05 |
041012 |
215.50 |
222.75 |
215.50 |
220.75 |
-2.00 |
1,368 |
41,710 |
+392 |
| Jul05 |
041012 |
221.50 |
228.75 |
221.00 |
227.00 |
-1.75 |
1,290 |
46,968 |
+282 |
| Sep05 |
041012 |
231.00 |
234.00 |
230.00 |
233.00 |
-1.50 |
540 |
11,768 |
+308 |
| Dec05 |
041012 |
240.00 |
242.50 |
238.00 |
242.25 |
-0.75 |
751 |
22,835 |
+20 |
| Total Volume and Open Interest |
35,660 |
597,526 |
+2,887 |
| Wheat(CBOT) |
| Dec04 |
041012 |
300.00 |
311.50 |
297.00 |
311.00 |
+8.00 |
9,188 |
122,539 |
-995 |
| Mar05 |
041012 |
313.00 |
322.00 |
308.50 |
321.75 |
+6.75 |
2,454 |
22,781 |
+122 |
| May05 |
041012 |
318.50 |
326.50 |
315.00 |
326.00 |
+7.50 |
71 |
4,112 |
+11 |
| Jul05 |
041012 |
321.50 |
329.50 |
318.50 |
329.00 |
+6.75 |
195 |
7,260 |
-24 |
| Sep05 |
041012 |
335.00 |
335.00 |
335.00 |
335.00 |
+6.50 |
0 |
133 |
+0 |
| Total Volume and Open Interest |
11,908 |
156,984 |
-886 |
| Wheat(KCBT) |
| Dec04 |
041012 |
330.00 |
341.50 |
328.50 |
339.75 |
+5.75 |
2,013 |
51,901 |
-304 |
| Mar05 |
041012 |
336.00 |
347.00 |
335.50 |
346.00 |
+5.25 |
214 |
13,369 |
+71 |
| May05 |
041012 |
339.50 |
348.00 |
339.50 |
347.50 |
+4.00 |
56 |
3,168 |
+31 |
| Jul05 |
041012 |
338.00 |
348.00 |
337.50 |
347.75 |
+5.75 |
60 |
4,304 |
+21 |
| Sep05 |
041012 |
346.00 |
346.00 |
346.00 |
346.00 |
unch |
11 |
286 |
+11 |
| Total Volume and Open Interest |
2,354 |
73,077 |
-170 |
| Wheat(MGE) |
| Dec04 |
041012 |
353.00 |
364.00 |
352.00 |
363.50 |
+6.50 |
1,533 |
21,505 |
+119 |
| Mar05 |
041012 |
364.00 |
373.00 |
362.50 |
372.50 |
+5.50 |
411 |
9,331 |
+86 |
| May05 |
041012 |
370.50 |
379.00 |
370.00 |
378.75 |
+5.75 |
84 |
3,351 |
+3 |
| Jul05 |
041012 |
372.00 |
380.00 |
372.00 |
380.00 |
+6.00 |
32 |
2,066 |
-20 |
| Sep05 |
041012 |
375.75 |
375.75 |
375.75 |
375.75 |
+3.75 |
10 |
684 |
+7 |
| Total Volume and Open Interest |
2,070 |
37,004 |
+195 |
| Oats(CBOT) |
| Dec04 |
041012 |
138.75 |
144.50 |
138.75 |
143.50 |
+0.75 |
528 |
4,792 |
+1 |
| Mar05 |
041012 |
145.25 |
150.50 |
145.00 |
150.00 |
+1.50 |
75 |
1,587 |
+33 |
| May05 |
041012 |
153.50 |
154.50 |
153.50 |
154.50 |
+1.00 |
20 |
102 |
+8 |
| Jul05 |
041012 |
159.50 |
159.50 |
159.50 |
159.50 |
+0.50 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
623 |
6,513 |
+42 |
| Rough Rice(CBOT) |
| Nov04 |
041012 |
6.78 |
6.80 |
6.60 |
6.70 |
-0.19 |
238 |
3,112 |
+132 |
| Jan05 |
041012 |
6.87 |
7.01 |
6.85 |
6.92 |
-0.20 |
31 |
1,718 |
+22 |
| Mar05 |
041012 |
7.06 |
7.15 |
7.06 |
7.15 |
-0.19 |
12 |
799 |
+10 |
| May05 |
041012 |
7.25 |
7.40 |
7.25 |
7.35 |
-0.19 |
13 |
142 |
+6 |
| Total Volume and Open Interest |
294 |
5,775 |
+170 |
| Live Cattle(CME) |
| Oct04 |
041012 |
86.875 |
87.400 |
86.650 |
86.775 |
+0.375 |
3,490 |
11,195 |
-1,163 |
| Dec04 |
041012 |
88.850 |
89.475 |
88.650 |
88.725 |
+0.050 |
5,694 |
63,242 |
-250 |
| Feb05 |
041012 |
90.200 |
90.725 |
90.150 |
90.200 |
+0.050 |
1,265 |
18,122 |
-112 |
| Apr05 |
041012 |
87.925 |
88.275 |
87.800 |
88.000 |
+0.225 |
286 |
7,971 |
+76 |
| Jun05 |
041012 |
83.800 |
84.200 |
83.800 |
83.925 |
+0.175 |
253 |
5,433 |
+131 |
| Aug05 |
041012 |
83.500 |
83.600 |
83.350 |
83.450 |
+0.075 |
51 |
2,517 |
+32 |
| Total Volume and Open Interest |
11,078 |
108,833 |
-1,279 |
| Feeder Cattle(CME) |
| Oct04 |
041012 |
114.000 |
114.750 |
113.900 |
114.250 |
+0.775 |
421 |
4,830 |
-103 |
| Nov04 |
041012 |
113.000 |
113.500 |
112.750 |
113.000 |
+1.000 |
863 |
8,051 |
+12 |
| Jan05 |
041012 |
109.800 |
110.150 |
109.550 |
109.700 |
+0.800 |
726 |
4,821 |
+257 |
| Mar05 |
041012 |
104.675 |
105.000 |
104.600 |
104.750 |
+0.750 |
65 |
1,061 |
+32 |
| Apr05 |
041012 |
104.000 |
104.000 |
103.700 |
103.800 |
+0.500 |
19 |
311 |
+7 |
| May05 |
041012 |
103.500 |
103.800 |
103.500 |
103.600 |
+0.500 |
14 |
292 |
+7 |
| Total Volume and Open Interest |
2,108 |
19,366 |
+212 |
| Lean Hogs(CME) |
| Oct04 |
041012 |
71.850 |
72.100 |
71.400 |
71.700 |
-0.400 |
2,753 |
5,798 |
-775 |
| Dec04 |
041012 |
65.700 |
66.000 |
64.300 |
64.300 |
-2.000 |
5,356 |
56,131 |
+781 |
| Feb05 |
041012 |
64.950 |
65.300 |
63.850 |
64.050 |
-1.575 |
514 |
16,832 |
+56 |
| Apr05 |
041012 |
63.100 |
63.350 |
61.950 |
61.975 |
-1.775 |
556 |
6,333 |
+132 |
| May05 |
041012 |
63.800 |
63.800 |
62.000 |
62.700 |
-1.225 |
32 |
1,155 |
+4 |
| Jun05 |
041012 |
67.500 |
67.750 |
66.400 |
66.900 |
-1.275 |
92 |
3,153 |
+33 |
| Jul05 |
041012 |
64.000 |
64.200 |
63.700 |
64.025 |
-0.850 |
98 |
817 |
+31 |
| Aug05 |
041012 |
59.775 |
59.775 |
59.775 |
59.775 |
-0.025 |
63 |
479 |
+42 |
| Total Volume and Open Interest |
9,466 |
90,781 |
+305 |
| Pork Bellies(CME) |
| Feb05 |
041012 |
94.700 |
96.200 |
94.050 |
94.200 |
-1.300 |
140 |
1,162 |
-22 |
| Mar05 |
041012 |
95.600 |
95.600 |
95.000 |
95.000 |
-1.000 |
0 |
15 |
+0 |
| May05 |
041012 |
97.500 |
97.500 |
97.500 |
97.500 |
unch |
2 |
5 |
+0 |
| Jul05 |
041012 |
98.600 |
98.600 |
98.600 |
98.600 |
unch |
0 |
7 |
+0 |
| Aug05 |
041012 |
96.000 |
96.000 |
95.000 |
95.000 |
|
|
|
|
| Class III Milk(CME) |
| Oct04 |
041012 |
14.00 |
14.02 |
13.90 |
14.00 |
+0.08 |
123 |
4,433 |
-98 |
| Nov04 |
041012 |
12.65 |
12.88 |
12.65 |
12.87 |
+0.22 |
79 |
3,373 |
+0 |
| Dec04 |
041012 |
12.25 |
12.44 |
12.25 |
12.44 |
+0.19 |
63 |
2,628 |
-22 |
| Jan05 |
041012 |
12.02 |
12.18 |
12.02 |
12.18 |
+0.16 |
68 |
1,459 |
+23 |
| Feb05 |
041012 |
11.95 |
12.05 |
11.95 |
12.01 |
+0.11 |
69 |
1,435 |
+49 |
| Total Volume and Open Interest |
927 |
20,127 |
+261 |
| Cocoa(ICE) |
| Dec04 |
041012 |
1445 |
1459 |
1426 |
1440 |
-20 |
4,596 |
45,934 |
+401 |
| Mar05 |
041012 |
1465 |
1472 |
1445 |
1456 |
-20 |
1,041 |
19,243 |
+323 |
| May05 |
041012 |
1468 |
1468 |
1468 |
1468 |
-20 |
169 |
11,710 |
+6 |
| Jul05 |
041012 |
1479 |
1479 |
1479 |
1479 |
-21 |
21 |
10,499 |
+10 |
| Sep05 |
041012 |
1490 |
1490 |
1490 |
1490 |
-21 |
3 |
7,215 |
-3 |
| Dec05 |
041012 |
1500 |
1505 |
1500 |
1505 |
-22 |
100 |
7,355 |
-67 |
| Mar06 |
041012 |
1514 |
1514 |
1514 |
1514 |
-22 |
0 |
9,737 |
+0 |
| Total Volume and Open Interest |
5,930 |
119,971 |
+670 |
| Coffee "C"(ICE) |
| Dec04 |
041012 |
76.00 |
76.55 |
74.50 |
74.50 |
-1.35 |
9,809 |
59,619 |
-1,712 |
| Mar05 |
041012 |
79.00 |
79.60 |
77.70 |
77.75 |
-1.25 |
1,745 |
13,616 |
-107 |
| May05 |
041012 |
81.00 |
81.50 |
79.60 |
79.75 |
-1.25 |
795 |
4,147 |
+239 |
| Jul05 |
041012 |
82.70 |
82.80 |
81.55 |
81.55 |
-1.25 |
151 |
1,453 |
+0 |
| Sep05 |
041012 |
83.50 |
83.50 |
83.40 |
83.40 |
-1.25 |
79 |
618 |
-47 |
| Dec05 |
041012 |
86.50 |
86.50 |
86.15 |
86.15 |
-1.20 |
28 |
707 |
+2 |
| Total Volume and Open Interest |
12,608 |
80,281 |
-1,625 |
| Orange Juice(ICE) |
| Nov04 |
041012 |
85.05 |
86.30 |
84.95 |
85.35 |
+1.60 |
1,664 |
19,608 |
+285 |
| Jan05 |
041012 |
87.85 |
88.65 |
87.40 |
87.75 |
+1.45 |
1,303 |
8,454 |
+622 |
| Mar05 |
041012 |
89.90 |
90.50 |
89.60 |
89.90 |
+1.80 |
252 |
8,952 |
+65 |
| May05 |
041012 |
92.10 |
92.80 |
92.10 |
92.60 |
+1.75 |
12 |
4,632 |
-5 |
| Jul05 |
041012 |
94.35 |
94.35 |
94.35 |
94.35 |
+1.80 |
1 |
575 |
+1 |
| Sep05 |
041012 |
96.35 |
96.35 |
96.35 |
96.35 |
+1.80 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
3,232 |
42,791 |
+968 |
| Sugar #11(ICE) |
| Mar05 |
041012 |
9.35 |
9.37 |
9.25 |
9.32 |
+0.05 |
37,419 |
224,555 |
+12,005 |
| May05 |
041012 |
9.31 |
9.37 |
9.30 |
9.36 |
+0.08 |
9,281 |
38,271 |
+179 |
| Jul05 |
041012 |
9.08 |
9.15 |
9.07 |
9.14 |
+0.09 |
2,065 |
23,787 |
+361 |
| Oct05 |
041012 |
8.99 |
9.05 |
8.98 |
9.05 |
+0.08 |
1,248 |
21,513 |
-68 |
| Mar06 |
041012 |
8.83 |
8.89 |
8.83 |
8.89 |
+0.07 |
190 |
7,564 |
+125 |
| Total Volume and Open Interest |
50,233 |
318,508 |
+12,612 |
| Sugar #14(ICE) |
| Jan05 |
041012 |
20.11 |
20.14 |
20.11 |
20.12 |
+0.01 |
2 |
2,712 |
+2 |
| Mar05 |
041012 |
20.31 |
20.33 |
20.31 |
20.33 |
unch |
2 |
2,778 |
+2 |
| May05 |
041012 |
20.47 |
20.47 |
20.47 |
20.47 |
unch |
14 |
1,903 |
+12 |
| Jul05 |
041012 |
20.72 |
20.72 |
20.72 |
20.72 |
+0.01 |
12 |
1,240 |
+10 |
| Sep05 |
041012 |
20.84 |
20.86 |
20.84 |
20.86 |
unch |
150 |
1,060 |
+4 |
| Total Volume and Open Interest |
182 |
10,196 |
-695 |
| London Cocoa(LCE) |
| Dec04 |
041012 |
850 |
854 |
831 |
839 |
-10 |
2,675 |
83,401 |
-185 |
| Mar05 |
041012 |
869 |
872 |
852 |
861 |
-8 |
2,528 |
35,622 |
-150 |
| May05 |
041012 |
883 |
884 |
873 |
876 |
-7 |
484 |
17,225 |
+12 |
| Jul05 |
041012 |
899 |
899 |
885 |
891 |
-7 |
196 |
15,206 |
-4 |
| Sep05 |
041012 |
916 |
918 |
906 |
907 |
-7 |
579 |
26,300 |
-110 |
| Dec05 |
041012 |
917 |
917 |
911 |
912 |
-6 |
19 |
10,402 |
+5 |
| Mar06 |
041012 |
926 |
926 |
919 |
920 |
-6 |
193 |
3,187 |
+59 |
| Total Volume and Open Interest |
6,679 |
191,811 |
-373 |
| London Coffee(LCE) |
| Nov04 |
041012 |
609.00 |
609.00 |
597.00 |
600.00 |
-4.00 |
4,748 |
59,715 |
-1,619 |
| Jan05 |
041012 |
627.00 |
629.00 |
618.00 |
620.00 |
-3.00 |
5,055 |
39,677 |
+1,872 |
| Mar05 |
041012 |
640.00 |
649.00 |
638.00 |
640.00 |
-2.00 |
981 |
24,728 |
+127 |
| May05 |
041012 |
667.00 |
667.00 |
656.00 |
658.00 |
-2.00 |
583 |
16,373 |
+438 |
| Jul05 |
041012 |
680.00 |
680.00 |
672.00 |
674.00 |
-2.00 |
75 |
5,732 |
+46 |
| Sep05 |
041012 |
696.00 |
698.00 |
686.00 |
689.00 |
-2.00 |
100 |
3,620 |
+60 |
| Total Volume and Open Interest |
11,580 |
151,118 |
+952 |
| London Sugar(LCE) |
| Dec04 |
041012 |
247.00 |
252.20 |
244.70 |
249.50 |
+2.50 |
2,663 |
14,456 |
+71 |
| Mar05 |
041012 |
263.00 |
265.60 |
259.50 |
263.10 |
+0.70 |
1,697 |
20,207 |
+118 |
| May05 |
041012 |
266.20 |
269.00 |
265.50 |
267.00 |
+0.90 |
773 |
9,152 |
-94 |
| Aug05 |
041012 |
262.80 |
265.00 |
262.80 |
263.40 |
+0.60 |
527 |
4,477 |
+148 |
| Oct05 |
041012 |
262.50 |
263.20 |
260.00 |
261.40 |
+1.10 |
69 |
3,046 |
+2 |
| Total Volume and Open Interest |
5,867 |
53,649 |
+258 |
| Cotton(ICE) |
| Dec04 |
041012 |
44.60 |
45.50 |
43.75 |
44.79 |
-1.73 |
4,026 |
42,669 |
+424 |
| Mar05 |
041012 |
46.00 |
47.50 |
45.85 |
46.70 |
-1.90 |
1,166 |
17,390 |
+63 |
| May05 |
041012 |
47.20 |
48.10 |
47.05 |
47.90 |
-1.85 |
195 |
4,228 |
+24 |
| Jul05 |
041012 |
48.50 |
49.35 |
48.40 |
48.90 |
-2.00 |
117 |
5,359 |
+39 |
| Oct05 |
041012 |
50.50 |
50.50 |
50.15 |
50.15 |
-1.50 |
0 |
33 |
+0 |
| Dec05 |
041012 |
51.50 |
51.50 |
50.40 |
51.10 |
-1.30 |
78 |
2,099 |
+27 |
| Total Volume and Open Interest |
5,582 |
71,921 |
+577 |
| Lumber(CME) |
| Nov04 |
041012 |
309.2 |
314.3 |
309.0 |
309.1 |
-1.3 |
565 |
2,434 |
-28 |
| Jan05 |
041012 |
320.7 |
324.5 |
320.0 |
320.1 |
-1.8 |
156 |
1,004 |
+41 |
| Mar05 |
041012 |
331.0 |
333.8 |
329.2 |
329.2 |
-1.5 |
7 |
206 |
-8 |
| May05 |
041012 |
342.0 |
342.0 |
342.0 |
342.0 |
+3.1 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
730 |
3,699 |
+6 |
| Crude Oil(NYM) |
| Nov04 |
041012 |
53.95 |
54.05 |
52.37 |
52.51 |
-1.13 |
79,552 |
151,639 |
-10,727 |
| Dec04 |
041012 |
53.62 |
53.70 |
52.10 |
52.18 |
-1.16 |
64,014 |
178,088 |
+12,938 |
| Jan05 |
041012 |
53.10 |
53.20 |
51.40 |
51.67 |
-1.12 |
11,328 |
55,777 |
+423 |
| Feb05 |
041012 |
52.45 |
52.50 |
51.00 |
51.06 |
-1.08 |
4,195 |
31,392 |
-326 |
| Mar05 |
041012 |
51.70 |
51.80 |
50.41 |
50.41 |
-1.03 |
2,070 |
27,095 |
+520 |
| Apr05 |
041012 |
50.80 |
50.80 |
49.74 |
49.74 |
-0.99 |
1,198 |
17,650 |
+245 |
| May05 |
041012 |
50.20 |
50.20 |
49.08 |
49.08 |
-0.95 |
161 |
13,333 |
+74 |
| Jun05 |
041012 |
49.60 |
49.95 |
48.43 |
48.43 |
-0.91 |
3,820 |
28,104 |
+167 |
| Jul05 |
041012 |
47.80 |
47.80 |
47.80 |
47.80 |
-0.88 |
587 |
12,432 |
+36 |
| Aug05 |
041012 |
47.22 |
47.22 |
47.22 |
47.22 |
-0.86 |
167 |
7,655 |
+94 |
| Sep05 |
041012 |
46.40 |
46.70 |
46.40 |
46.70 |
-0.83 |
346 |
11,056 |
-97 |
| Oct05 |
041012 |
46.90 |
46.90 |
46.24 |
46.24 |
-0.80 |
80 |
5,259 |
-20 |
| Nov05 |
041012 |
45.50 |
45.82 |
45.50 |
45.82 |
-0.77 |
113 |
6,954 |
-100 |
| Dec05 |
041012 |
46.30 |
46.45 |
45.43 |
45.43 |
-0.76 |
4,443 |
50,558 |
+18 |
| Jan06 |
041012 |
45.05 |
45.05 |
45.05 |
45.05 |
-0.74 |
130 |
6,727 |
-50 |
| Feb06 |
041012 |
44.70 |
44.70 |
44.70 |
44.70 |
-0.72 |
0 |
2,579 |
+0 |
| Total Volume and Open Interest |
175,482 |
734,249 |
+4,265 |
| Heating Oil(NYM) |
| Nov04 |
041012 |
148.00 |
148.70 |
145.00 |
145.45 |
-1.62 |
23,765 |
55,470 |
-4,458 |
| Dec04 |
041012 |
148.30 |
149.20 |
145.50 |
145.83 |
-1.77 |
15,348 |
45,530 |
+4,074 |
| Jan05 |
041012 |
148.30 |
148.75 |
145.50 |
145.68 |
-1.87 |
4,645 |
23,270 |
+422 |
| Feb05 |
041012 |
146.40 |
146.75 |
143.00 |
143.63 |
-1.87 |
1,295 |
15,665 |
+248 |
| Mar05 |
041012 |
142.50 |
142.60 |
139.33 |
139.33 |
-1.92 |
223 |
15,714 |
+106 |
| Apr05 |
041012 |
137.00 |
137.00 |
133.73 |
133.73 |
-1.97 |
1,256 |
4,277 |
-670 |
| May05 |
041012 |
131.85 |
131.85 |
128.58 |
128.58 |
-1.97 |
283 |
3,625 |
+86 |
| Jun05 |
041012 |
128.30 |
128.30 |
125.03 |
125.03 |
-1.97 |
144 |
4,811 |
+44 |
| Jul05 |
041012 |
126.35 |
126.35 |
123.13 |
123.13 |
-1.97 |
490 |
4,398 |
+284 |
| Aug05 |
041012 |
125.70 |
125.90 |
122.93 |
122.93 |
-1.97 |
3 |
680 |
+0 |
| Sep05 |
041012 |
126.05 |
126.05 |
123.33 |
123.33 |
-1.97 |
4 |
2,306 |
+1 |
| Oct05 |
041012 |
126.65 |
126.65 |
123.93 |
123.93 |
-1.97 |
0 |
215 |
+0 |
| Total Volume and Open Interest |
47,502 |
185,078 |
+167 |
| Gasoline(NYMEX) |
| Nov04 |
041012 |
141.00 |
141.45 |
137.50 |
138.03 |
-2.47 |
20,759 |
56,338 |
-4,606 |
| Dec04 |
041012 |
141.00 |
141.00 |
137.60 |
137.99 |
-2.31 |
11,436 |
37,191 |
+3,122 |
| Jan05 |
041012 |
140.60 |
140.60 |
137.70 |
137.82 |
-2.25 |
1,938 |
15,669 |
+601 |
| Feb05 |
041012 |
140.70 |
140.70 |
138.22 |
138.22 |
-2.23 |
569 |
8,276 |
+198 |
| Mar05 |
041012 |
140.00 |
140.00 |
138.65 |
138.65 |
-2.20 |
250 |
5,654 |
+75 |
| Apr05 |
041012 |
147.25 |
147.25 |
145.05 |
145.05 |
-2.20 |
240 |
9,592 |
-13 |
| May05 |
041012 |
146.55 |
146.55 |
144.38 |
144.38 |
-2.17 |
150 |
9,538 |
-110 |
| Jun05 |
041012 |
144.30 |
144.30 |
142.75 |
142.75 |
-2.15 |
70 |
3,146 |
+20 |
| Jul05 |
041012 |
142.00 |
142.00 |
140.25 |
140.25 |
-2.15 |
50 |
2,355 |
-18 |
| Aug05 |
041012 |
138.80 |
138.80 |
137.15 |
137.15 |
-2.10 |
0 |
1,374 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041012 |
6.860 |
6.870 |
6.610 |
6.636 |
-0.357 |
25,031 |
52,152 |
-2,964 |
| Dec04 |
041012 |
8.020 |
8.050 |
7.850 |
7.901 |
-0.263 |
17,410 |
47,670 |
+3,167 |
| Jan05 |
041012 |
8.540 |
8.540 |
8.370 |
8.439 |
-0.230 |
8,033 |
46,110 |
+2,426 |
| Feb05 |
041012 |
8.505 |
8.510 |
8.370 |
8.439 |
-0.170 |
1,754 |
22,802 |
+339 |
| Mar05 |
041012 |
8.170 |
8.170 |
8.010 |
8.104 |
-0.160 |
2,343 |
22,790 |
+358 |
| Apr05 |
041012 |
6.870 |
6.940 |
6.850 |
6.924 |
-0.030 |
1,126 |
16,850 |
+46 |
| May05 |
041012 |
6.650 |
6.700 |
6.620 |
6.684 |
-0.020 |
453 |
15,230 |
+149 |
| Jun05 |
041012 |
6.665 |
6.725 |
6.650 |
6.701 |
-0.020 |
203 |
11,103 |
+129 |
| Jul05 |
041012 |
6.720 |
6.724 |
6.670 |
6.724 |
-0.020 |
244 |
13,851 |
+10 |
| Aug05 |
041012 |
6.710 |
6.744 |
6.680 |
6.744 |
-0.017 |
61 |
10,756 |
+26 |
| Sep05 |
041012 |
6.670 |
6.709 |
6.640 |
6.709 |
-0.017 |
159 |
10,038 |
+85 |
| Oct05 |
041012 |
6.755 |
6.755 |
6.690 |
6.732 |
-0.017 |
392 |
14,894 |
+147 |
| Nov05 |
041012 |
6.990 |
7.042 |
6.990 |
7.042 |
-0.002 |
33 |
7,887 |
-12 |
| Dec05 |
041012 |
7.285 |
7.324 |
7.250 |
7.324 |
+0.010 |
132 |
9,086 |
+7 |
| Jan06 |
041012 |
7.460 |
7.504 |
7.440 |
7.504 |
+0.020 |
366 |
10,867 |
+119 |
| Feb06 |
041012 |
7.400 |
7.449 |
7.395 |
7.449 |
+0.020 |
217 |
7,142 |
+91 |
| Total Volume and Open Interest |
59,836 |
391,782 |
+4,897 |
| Brent Crude Oil(ICE) |
| Nov04 |
041012 |
50.55 |
51.50 |
49.60 |
49.60 |
-1.06 |
28,063 |
30,273 |
-15,763 |
| Dec04 |
041012 |
49.64 |
50.40 |
48.55 |
48.59 |
-1.04 |
55,078 |
88,778 |
-1,231 |
| Jan05 |
041012 |
49.25 |
49.65 |
48.05 |
48.08 |
-0.85 |
16,331 |
56,189 |
+5,541 |
| Feb05 |
041012 |
48.74 |
48.90 |
47.45 |
47.49 |
-0.81 |
4,271 |
14,146 |
+1,837 |
| Mar05 |
041012 |
48.03 |
48.39 |
46.94 |
46.94 |
-0.80 |
2,760 |
16,690 |
+556 |
| Apr05 |
041012 |
47.48 |
47.57 |
46.40 |
46.40 |
-0.80 |
99 |
14,383 |
+75 |
| May05 |
041012 |
47.22 |
47.22 |
45.87 |
45.87 |
-0.81 |
137 |
3,887 |
+60 |
| Jun05 |
041012 |
46.80 |
46.80 |
45.38 |
45.38 |
-0.82 |
1,720 |
16,987 |
+230 |
| Jul05 |
041012 |
45.50 |
46.11 |
44.92 |
44.92 |
-0.81 |
167 |
5,442 |
+0 |
| Aug05 |
041012 |
45.50 |
45.50 |
44.46 |
44.46 |
-0.81 |
50 |
1,887 |
+0 |
| Sep05 |
041012 |
44.52 |
44.52 |
44.03 |
44.03 |
-0.81 |
500 |
5,080 |
+21 |
| Oct05 |
041012 |
43.63 |
43.63 |
43.63 |
43.63 |
-0.81 |
0 |
700 |
+200 |
| Dec05 |
041012 |
43.45 |
44.30 |
42.78 |
42.78 |
-0.79 |
6,740 |
43,491 |
+866 |
| Total Volume and Open Interest |
|
|
|
| Gas Oil(ICE) |
| Oct04 |
041012 |
491.00 |
508.00 |
489.25 |
489.25 |
unch |
8,121 |
8,671 |
-7,544 |
| Nov04 |
041012 |
466.25 |
477.75 |
460.00 |
465.00 |
-0.25 |
29,295 |
46,631 |
-2,981 |
| Dec04 |
041012 |
453.00 |
462.50 |
448.00 |
458.50 |
+8.00 |
16,207 |
34,677 |
+2,523 |
| Jan05 |
041012 |
444.00 |
452.50 |
438.75 |
449.00 |
+8.25 |
4,985 |
14,981 |
+124 |
| Feb05 |
041012 |
438.00 |
440.50 |
429.50 |
438.75 |
+8.00 |
1,292 |
5,066 |
+30 |
| Mar05 |
041012 |
430.50 |
430.50 |
428.25 |
428.25 |
+7.50 |
268 |
4,564 |
+200 |
| Apr05 |
041012 |
419.00 |
419.00 |
413.00 |
417.75 |
+7.00 |
764 |
4,331 |
+200 |
| May05 |
041012 |
407.00 |
410.00 |
407.00 |
409.00 |
+7.00 |
900 |
2,400 |
-100 |
| Jun05 |
041012 |
400.25 |
404.00 |
398.75 |
402.25 |
+6.75 |
691 |
10,831 |
+350 |
| Jul05 |
041012 |
399.00 |
399.00 |
399.00 |
399.00 |
+7.00 |
0 |
825 |
+0 |
| Total Volume and Open Interest |
63,373 |
158,042 |
-6,598 |
| US Dollar Index(ICE) |
| Dec04 |
041012 |
87.730 |
88.320 |
87.730 |
88.150 |
+0.480 |
1,235 |
22,405 |
+1,164 |
| Mar05 |
041012 |
88.430 |
88.430 |
88.300 |
88.350 |
+0.460 |
0 |
2,345 |
+0 |
| Jun05 |
041012 |
88.550 |
88.550 |
88.550 |
88.550 |
+0.470 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
1,235 |
24,764 |
+1,164 |
| Australian Dollar(CME) |
| Dec04 |
041012 |
72.64 |
72.75 |
72.45 |
72.71 |
-0.44 |
10,854 |
0 |
-46,579 |
| Mar05 |
041012 |
72.16 |
72.16 |
72.16 |
72.16 |
-0.44 |
2 |
0 |
-171 |
| Jun05 |
041012 |
71.66 |
71.66 |
71.66 |
71.66 |
-0.44 |
1 |
0 |
-81 |
| Total Volume and Open Interest |
10,857 |
|
|
| British Pound(CME) |
| Dec04 |
041012 |
177.85 |
178.16 |
177.70 |
177.97 |
-0.69 |
19,712 |
0 |
-62,526 |
| Mar05 |
041012 |
176.82 |
176.82 |
176.82 |
176.82 |
-0.69 |
5 |
0 |
-27 |
| Jun05 |
041012 |
175.82 |
175.82 |
175.82 |
175.82 |
-0.69 |
|
|
|
| Total Volume and Open Interest |
19,717 |
|
|
| Canadian Dollar(CME) |
| Dec04 |
041012 |
79.83 |
79.86 |
79.29 |
79.49 |
-0.35 |
19,578 |
0 |
-106,847 |
| Mar05 |
041012 |
79.37 |
79.39 |
79.32 |
79.39 |
-0.35 |
94 |
0 |
-1,904 |
| Jun05 |
041012 |
79.15 |
79.31 |
79.15 |
79.31 |
-0.35 |
5 |
0 |
-921 |
| Sep05 |
041012 |
79.23 |
79.23 |
79.23 |
79.23 |
-0.35 |
25 |
0 |
-356 |
| Total Volume and Open Interest |
19,712 |
|
|
| Japanese Yen(CME) |
| Dec04 |
041012 |
91.63 |
91.94 |
91.30 |
91.42 |
-0.25 |
50,450 |
0 |
-113,116 |
| Mar05 |
041012 |
91.93 |
91.93 |
91.93 |
91.93 |
-0.25 |
39 |
0 |
-477 |
| Jun05 |
041012 |
92.53 |
92.53 |
92.53 |
92.53 |
-0.25 |
|
|
|
| Total Volume and Open Interest |
50,489 |
|
|
| Swiss Franc(CME) |
| Dec04 |
041012 |
80.12 |
80.27 |
79.55 |
79.74 |
-0.49 |
24,795 |
0 |
-30,696 |
| Mar05 |
041012 |
80.01 |
80.01 |
80.01 |
80.01 |
-0.49 |
2 |
0 |
-18 |
| Jun05 |
041012 |
80.31 |
80.31 |
80.31 |
80.31 |
-0.49 |
|
|
|
| Total Volume and Open Interest |
24,797 |
|
|
| EuroFX(CME) |
| Dec04 |
041012 |
123.10 |
123.25 |
122.87 |
123.17 |
-0.96 |
103,066 |
0 |
-123,699 |
| Mar05 |
041012 |
123.14 |
123.20 |
122.98 |
123.19 |
-0.96 |
322 |
0 |
-1,488 |
| Jun05 |
041012 |
123.23 |
123.23 |
123.23 |
123.23 |
-0.96 |
49 |
0 |
-136 |
| Total Volume and Open Interest |
103,437 |
|
|
| Mexican Peso(CME) |
| Oct04 |
041012 |
888.5 |
888.5 |
888.5 |
888.5 |
unch |
|
|
|
| Nov04 |
041012 |
884.2 |
884.2 |
884.2 |
884.2 |
unch |
0 |
9 |
+0 |
| Total Volume and Open Interest |
937 |
87,765 |
+2,279 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041012 |
112~030 |
112~230 |
112~020 |
112~150 |
+0~100 |
236,005 |
550,275 |
+0 |
| Mar05 |
041012 |
111~150 |
111~190 |
111~100 |
111~130 |
+0~100 |
435 |
10,984 |
+0 |
| Jun05 |
041012 |
110~100 |
110~180 |
110~100 |
110~120 |
+0~100 |
0 |
94 |
+0 |
| Total Volume and Open Interest |
236,440 |
561,353 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041012 |
112~185 |
112~315 |
112~175 |
112~265 |
+0~080 |
740,460 |
1,467,251 |
+0 |
| Mar05 |
041012 |
112~060 |
112~090 |
112~035 |
112~045 |
+0~085 |
3,862 |
67,951 |
+0 |
| Jun05 |
041012 |
111~055 |
111~055 |
111~055 |
111~055 |
+0~095 |
0 |
457 |
+0 |
| Total Volume and Open Interest |
744,322 |
1,535,659 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041012 |
111~006 |
111~012 |
110~120 |
110~122 |
+0~020 |
17,974 |
1,032,390 |
+18,154 |
| Mar05 |
041012 |
110~016 |
110~016 |
110~010 |
110~010 |
+0~024 |
2,899 |
55,223 |
+0 |
| Jun05 |
041012 |
109~038 |
109~038 |
109~038 |
109~038 |
+0~024 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
20,873 |
1,087,623 |
+1,032,390 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041012 |
105~102 |
105~104 |
105~098 |
105~100 |
+0~008 |
5,146 |
196,282 |
+0 |
| Total Volume and Open Interest |
5,146 |
196,282 |
+0 |
| Eurodollars(CME) |
| Dec04 |
041012 |
97.735 |
97.750 |
97.730 |
97.730 |
+0.015 |
184,000 |
0 |
-963,898 |
| Mar05 |
041012 |
97.530 |
97.550 |
97.520 |
97.520 |
+0.030 |
252,000 |
0 |
-822,577 |
| Jun05 |
041012 |
97.340 |
97.365 |
97.330 |
97.335 |
+0.050 |
358,000 |
0 |
-794,343 |
| Sep05 |
041012 |
97.130 |
97.155 |
97.110 |
97.120 |
+0.055 |
418,000 |
0 |
-637,989 |
| Dec05 |
041012 |
96.875 |
96.900 |
96.860 |
96.860 |
+0.055 |
250,000 |
0 |
-489,987 |
| Mar06 |
041012 |
96.655 |
96.680 |
96.635 |
96.635 |
+0.050 |
91,000 |
0 |
-387,264 |
| Jun06 |
041012 |
96.465 |
96.485 |
96.440 |
96.440 |
+0.050 |
59,000 |
0 |
-276,381 |
| Sep06 |
041012 |
96.305 |
96.315 |
96.275 |
96.280 |
+0.050 |
35,000 |
0 |
-215,654 |
| Dec06 |
041012 |
96.155 |
96.160 |
96.125 |
96.125 |
+0.050 |
18,000 |
0 |
-173,386 |
| Mar07 |
041012 |
96.020 |
96.025 |
95.990 |
95.990 |
+0.045 |
18,000 |
0 |
-149,645 |
| Jun07 |
041012 |
95.890 |
95.890 |
95.860 |
95.860 |
+0.045 |
11,000 |
0 |
-142,369 |
| Sep07 |
041012 |
95.770 |
95.770 |
95.730 |
95.735 |
+0.040 |
11,000 |
0 |
-99,504 |
| Dec07 |
041012 |
95.650 |
95.650 |
95.610 |
95.615 |
+0.040 |
6,508 |
0 |
-88,720 |
| Mar08 |
041012 |
95.550 |
95.550 |
95.505 |
95.505 |
+0.035 |
13,000 |
0 |
-79,841 |
| Jun08 |
041012 |
95.440 |
95.440 |
95.390 |
95.390 |
+0.030 |
5,698 |
0 |
-75,802 |
| Sep08 |
041012 |
95.330 |
95.330 |
95.285 |
95.285 |
+0.030 |
7,371 |
0 |
-64,138 |
| Dec08 |
041012 |
95.225 |
95.225 |
95.170 |
95.170 |
+0.025 |
3,011 |
0 |
-53,871 |
| Mar09 |
041012 |
95.135 |
95.135 |
95.080 |
95.080 |
+0.025 |
4,604 |
0 |
-41,623 |
| Total Volume and Open Interest |
1,756,109 |
|
|
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041012 |
98.250 |
98.250 |
98.240 |
98.250 |
unch |
1,253 |
98,807 |
+0 |
| Nov04 |
041012 |
98.110 |
98.110 |
98.100 |
98.100 |
unch |
2,240 |
120,855 |
+0 |
| Dec04 |
041012 |
97.980 |
97.980 |
97.970 |
97.970 |
unch |
5,858 |
117,314 |
+0 |
| Jan05 |
041012 |
97.930 |
97.940 |
97.930 |
97.930 |
+0.010 |
6,174 |
94,266 |
+0 |
| Feb05 |
041012 |
97.790 |
97.790 |
97.780 |
97.780 |
+0.030 |
2,657 |
21,315 |
+0 |
| Mar05 |
041012 |
97.730 |
97.730 |
97.720 |
97.730 |
+0.030 |
80 |
5,226 |
+0 |
| Total Volume and Open Interest |
18,327 |
457,955 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041012 |
98.245 |
98.245 |
98.240 |
98.240 |
-0.005 |
640 |
0 |
+0 |
| Nov04 |
041012 |
98.105 |
98.110 |
98.100 |
98.100 |
-0.005 |
9,386 |
0 |
+0 |
| Dec04 |
041012 |
97.970 |
97.980 |
97.970 |
97.970 |
unch |
11,415 |
0 |
+0 |
| Jan05 |
041012 |
97.925 |
97.935 |
97.925 |
97.925 |
+0.005 |
13,173 |
0 |
+0 |
| Feb05 |
041012 |
97.755 |
97.785 |
97.755 |
97.770 |
+0.020 |
2,269 |
0 |
+0 |
| Mar05 |
041008 |
97.640 |
97.710 |
97.640 |
97.700 |
+0.065 |
236 |
0 |
+0 |
| Total Volume and Open Interest |
37,219 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041012 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
100 |
0 |
-10,771 |
| Mar05 |
041012 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
200 |
0 |
-31,628 |
| Jun05 |
041012 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.01 |
81 |
0 |
-18,583 |
| Sep05 |
041012 |
99.82 |
99.82 |
99.81 |
99.82 |
+0.02 |
10 |
0 |
-8,346 |
| Dec05 |
041012 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.04 |
|
|
|
| Mar06 |
041012 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.05 |
|
|
|
| Jun06 |
041012 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.04 |
|
|
|
| Sep06 |
041012 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.04 |
|
|
|
| Dec06 |
041012 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.05 |
|
|
|
| Mar07 |
041012 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
391 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041012 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
249 |
59,051 |
-135 |
| Mar05 |
041012 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
1,056 |
86,360 |
-440 |
| Jun05 |
041012 |
99.86 |
99.86 |
99.85 |
99.86 |
+0.01 |
1,859 |
77,394 |
-1,557 |
| Sep05 |
041012 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.01 |
1,919 |
42,419 |
-217 |
| Dec05 |
041012 |
99.74 |
99.76 |
99.74 |
99.75 |
+0.02 |
2,327 |
34,985 |
+247 |
| Mar06 |
041012 |
99.64 |
99.68 |
99.64 |
99.67 |
+0.03 |
4,364 |
34,034 |
-30 |
| Jun06 |
041012 |
99.54 |
99.57 |
99.54 |
99.57 |
+0.04 |
2,712 |
15,335 |
+0 |
| Sep06 |
041012 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.04 |
85 |
6,033 |
+0 |
| Total Volume and Open Interest |
14,581 |
368,972 |
-2,132 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041012 |
137.60 |
138.18 |
137.50 |
138.18 |
+0.97 |
5,159 |
25,988 |
-512 |
| Mar05 |
041012 |
137.23 |
137.23 |
137.23 |
137.23 |
+0.97 |
|
|
|
| Jun05 |
041012 |
137.23 |
137.23 |
137.23 |
137.23 |
+0.97 |
|
|
|
| Total Volume and Open Interest |
5,159 |
25,988 |
-512 |
| Euro-Bund(EUREX) |
| Dec04 |
041012 |
116.13 |
116.49 |
116.07 |
116.44 |
+0.39 |
867,582 |
1,318,323 |
-21,486 |
| Mar05 |
041012 |
115.39 |
115.74 |
115.39 |
115.71 |
+0.38 |
638 |
15,844 |
+430 |
| Jun05 |
041012 |
114.94 |
114.94 |
114.94 |
114.94 |
+0.39 |
266 |
240 |
+0 |
| Total Volume and Open Interest |
868,486 |
1,334,407 |
-21,056 |
| Euro-Bobl(EUREX) |
| Dec04 |
041012 |
111.87 |
112.11 |
111.85 |
112.06 |
+0.25 |
561,967 |
827,468 |
-16,743 |
| Mar05 |
041012 |
111.75 |
111.75 |
111.74 |
111.74 |
+0.27 |
565 |
4,379 |
+0 |
| Jun05 |
041012 |
110.94 |
110.94 |
110.94 |
110.94 |
+0.25 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
562,532 |
832,247 |
-16,743 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041012 |
97.815 |
97.820 |
97.810 |
97.820 |
+0.015 |
701 |
8,538 |
+239 |
| Mar05 |
041012 |
97.705 |
97.725 |
97.705 |
97.720 |
+0.030 |
479 |
6,431 |
+120 |
| Jun05 |
041012 |
97.565 |
97.595 |
97.565 |
97.590 |
+0.040 |
758 |
4,077 |
+63 |
| Total Volume and Open Interest |
2,392 |
25,720 |
+726 |
| Long Gilt(LIFFE) |
| Dec04 |
041012 |
107~31 |
108~16 |
107~30 |
108~09 |
+0~12 |
15,942 |
214,242 |
-918 |
| Mar05 |
041012 |
109~24 |
109~24 |
109~24 |
109~24 |
+0~12 |
|
|
|
| Total Volume and Open Interest |
15,942 |
214,242 |
-918 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041012 |
95.04 |
95.09 |
95.02 |
95.08 |
+0.03 |
16,562 |
242,982 |
-1,814 |
| Mar05 |
041012 |
95.00 |
95.07 |
94.99 |
95.05 |
+0.04 |
19,524 |
263,727 |
+3,227 |
| Jun05 |
041012 |
95.02 |
95.10 |
95.01 |
95.07 |
+0.05 |
16,369 |
211,574 |
+645 |
| Sep05 |
041012 |
95.03 |
95.11 |
95.00 |
95.09 |
+0.06 |
13,023 |
155,246 |
+3,671 |
| Dec05 |
041012 |
95.02 |
95.11 |
95.00 |
95.09 |
+0.07 |
7,877 |
143,821 |
-2,424 |
| Mar06 |
041012 |
95.02 |
95.09 |
94.97 |
95.06 |
+0.07 |
5,697 |
85,628 |
+593 |
| Total Volume and Open Interest |
88,295 |
1,260,771 |
+4,371 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041012 |
97.815 |
97.820 |
97.805 |
97.820 |
+0.015 |
32,409 |
619,277 |
+968 |
| Mar05 |
041012 |
97.700 |
97.730 |
97.695 |
97.725 |
+0.035 |
39,654 |
573,963 |
-448 |
| Jun05 |
041012 |
97.565 |
97.605 |
97.560 |
97.595 |
+0.045 |
51,575 |
478,237 |
+2,562 |
| Total Volume and Open Interest |
217,201 |
3,011,522 |
+4,923 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041012 |
94.60 |
94.60 |
94.58 |
94.60 |
unch |
13,434 |
221,355 |
+5,884 |
| Mar05 |
041012 |
94.57 |
94.57 |
94.55 |
94.57 |
unch |
14,586 |
132,569 |
+7,140 |
| Jun05 |
041012 |
94.53 |
94.53 |
94.51 |
94.53 |
unch |
2,319 |
54,477 |
+270 |
| Sep05 |
041012 |
94.48 |
94.49 |
94.47 |
94.49 |
+0.01 |
1,765 |
31,990 |
+489 |
| Dec05 |
041012 |
94.44 |
94.45 |
94.44 |
94.45 |
+0.01 |
400 |
17,991 |
-10 |
| Mar06 |
041012 |
94.38 |
94.40 |
94.38 |
94.40 |
+0.01 |
124 |
10,306 |
-144 |
| Jun06 |
041012 |
94.34 |
94.36 |
94.34 |
94.36 |
+0.01 |
300 |
8,710 |
-55 |
| Sep06 |
041012 |
94.31 |
94.32 |
94.31 |
94.32 |
unch |
10 |
4,343 |
+0 |
| Dec06 |
041012 |
94.27 |
94.29 |
94.27 |
94.27 |
unch |
60 |
2,984 |
+60 |
| Mar07 |
041012 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.01 |
0 |
2,032 |
+0 |
| Total Volume and Open Interest |
32,998 |
489,609 |
+13,634 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041012 |
94.53 |
94.55 |
94.51 |
94.55 |
+0.02 |
16,882 |
234,524 |
+4,876 |
| Mar05 |
041012 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
16,882 |
234,524 |
+4,876 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041012 |
94.76 |
94.77 |
94.75 |
94.77 |
+0.01 |
20,817 |
362,665 |
-17,489 |
| Mar05 |
041012 |
94.77 |
94.77 |
94.77 |
94.77 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
20,817 |
362,665 |
-17,489 |
| Gold(CMX) |
| Oct04 |
041012 |
414.5 |
415.1 |
413.5 |
415.1 |
-6.9 |
20 |
318 |
-18 |
| Dec04 |
041012 |
420.5 |
421.1 |
414.2 |
416.6 |
-6.8 |
23,556 |
247,235 |
-586 |
| Feb05 |
041012 |
422.5 |
422.7 |
416.0 |
418.2 |
-6.8 |
183 |
12,335 |
-13 |
| Apr05 |
041012 |
420.0 |
420.5 |
417.0 |
419.9 |
-6.8 |
0 |
4,542 |
+0 |
| Jun05 |
041012 |
427.0 |
427.5 |
419.8 |
421.7 |
-6.8 |
47 |
12,226 |
+32 |
| Aug05 |
041012 |
423.6 |
423.6 |
423.6 |
423.6 |
-6.9 |
0 |
6,876 |
+0 |
| Oct05 |
041012 |
425.6 |
425.6 |
425.6 |
425.6 |
-6.9 |
0 |
1,392 |
+0 |
| Dec05 |
041012 |
431.0 |
431.0 |
425.1 |
427.6 |
-7.0 |
132 |
8,544 |
+74 |
| Feb06 |
041012 |
429.8 |
429.8 |
429.8 |
429.8 |
-7.0 |
0 |
844 |
+0 |
| Apr06 |
041012 |
432.0 |
432.0 |
432.0 |
432.0 |
-7.1 |
0 |
486 |
+0 |
| Jun06 |
041012 |
434.3 |
434.3 |
434.3 |
434.3 |
-7.1 |
17 |
8,277 |
+15 |
| Aug06 |
041012 |
436.7 |
436.7 |
436.7 |
436.7 |
-7.2 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
23,956 |
310,395 |
-496 |
| Silver(CMX) |
| Dec04 |
041012 |
716.0 |
720.0 |
696.0 |
705.5 |
-19.7 |
6,577 |
86,469 |
-707 |
| Mar05 |
041012 |
718.0 |
723.0 |
701.0 |
709.2 |
-19.6 |
493 |
9,182 |
+416 |
| May05 |
041012 |
722.0 |
725.0 |
711.4 |
711.4 |
-19.6 |
35 |
1,965 |
+8 |
| Jul05 |
041012 |
725.0 |
725.0 |
708.0 |
714.0 |
-19.5 |
2 |
1,868 |
-1 |
| Sep05 |
041012 |
716.3 |
716.3 |
716.3 |
716.3 |
-19.4 |
0 |
507 |
+0 |
| Dec05 |
041012 |
726.0 |
729.0 |
717.0 |
720.0 |
-19.3 |
5 |
3,164 |
+0 |
| Mar06 |
041012 |
723.2 |
723.2 |
723.2 |
723.2 |
-19.3 |
|
|
|
| Total Volume and Open Interest |
7,145 |
104,831 |
-253 |
| Platinum(NYMEX) |
| Oct04 |
041012 |
839.0 |
842.9 |
839.0 |
842.9 |
-6.1 |
6 |
109 |
-11 |
| Jan05 |
041012 |
845.0 |
845.0 |
831.0 |
842.9 |
-6.1 |
674 |
5,996 |
+99 |
| Apr05 |
041012 |
828.0 |
836.9 |
828.0 |
836.9 |
-6.1 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
680 |
6,108 |
+88 |
| Palladium(NYMEX) |
| Dec04 |
041012 |
223.50 |
224.50 |
216.50 |
223.20 |
-7.80 |
590 |
10,390 |
+0 |
| Mar05 |
041012 |
226.00 |
227.00 |
225.20 |
225.20 |
-7.80 |
7 |
76 |
+1 |
| Total Volume and Open Interest |
597 |
10,466 |
+1 |
| Copper(CMX) |
| Dec04 |
041012 |
143.90 |
144.90 |
142.30 |
144.80 |
-2.05 |
4,787 |
78,050 |
-94 |
| Mar05 |
041012 |
137.00 |
137.30 |
135.40 |
137.20 |
-1.65 |
401 |
8,240 |
+70 |
| May05 |
041012 |
129.00 |
130.10 |
128.70 |
130.00 |
-1.10 |
53 |
2,488 |
+15 |
| Jul05 |
041012 |
124.20 |
124.70 |
124.20 |
124.70 |
-0.90 |
3 |
1,562 |
+1 |
| Sep05 |
041012 |
120.00 |
121.35 |
120.00 |
121.35 |
+0.25 |
8 |
1,410 |
+1 |
| Total Volume and Open Interest |
5,539 |
103,186 |
-43 |
| Aluminum(CMX) |
| Oct04 |
041012 |
90.00 |
90.00 |
90.00 |
90.00 |
-0.50 |
10 |
235 |
-4 |
| Nov04 |
041012 |
88.60 |
89.50 |
88.60 |
89.50 |
-0.80 |
1 |
940 |
+0 |
| Dec04 |
041012 |
88.30 |
89.20 |
88.30 |
89.00 |
-0.90 |
24 |
1,268 |
+20 |
| Jan05 |
041012 |
88.10 |
88.10 |
88.10 |
88.10 |
-1.00 |
1 |
685 |
-1 |
| Feb05 |
041012 |
87.10 |
87.10 |
87.10 |
87.10 |
-1.05 |
25 |
636 |
+1 |
| Mar05 |
041012 |
85.80 |
86.30 |
85.80 |
86.30 |
-1.10 |
0 |
651 |
+0 |
| Total Volume and Open Interest |
61 |
10,102 |
+16 |
| DJIA Index(CBOT) |
| Dec04 |
041012 |
10025 |
10097 |
10010 |
10068 |
-18 |
2,794 |
40,305 |
-175 |
| Mar05 |
041012 |
10040 |
10085 |
10030 |
10066 |
-18 |
0 |
17 |
+0 |
| Jun05 |
041012 |
10077 |
10077 |
10077 |
10077 |
-19 |
|
|
|
| Total Volume and Open Interest |
2,794 |
40,323 |
-175 |
| S & P 500(CME) |
| Dec04 |
041012 |
1118.50 |
1124.80 |
1116.00 |
1122.40 |
-3.60 |
13,961 |
611,373 |
+161 |
| Mar05 |
041012 |
1123.50 |
1123.50 |
1123.50 |
1123.50 |
-3.70 |
82 |
12,137 |
+0 |
| Jun05 |
041012 |
1125.80 |
1125.80 |
1125.80 |
1125.80 |
-3.70 |
0 |
598 |
+0 |
| Sep05 |
041012 |
1128.60 |
1128.60 |
1128.60 |
1128.60 |
-3.70 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
14,043 |
624,264 |
+161 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041012 |
1125.75 |
1126.75 |
1116.00 |
1122.50 |
-3.50 |
285,971 |
669,151 |
+239 |
| Mar05 |
041012 |
1126.50 |
1126.50 |
1117.75 |
1123.50 |
-3.75 |
235 |
2,990 |
-25 |
| Total Volume and Open Interest |
286,206 |
672,141 |
+214 |
| NASDAQ 100(CME) |
| Dec04 |
041012 |
1429.00 |
1443.00 |
1419.00 |
1439.50 |
-3.00 |
5,217 |
71,791 |
-602 |
| Mar05 |
041012 |
1447.50 |
1447.50 |
1447.50 |
1447.50 |
-3.00 |
0 |
36 |
+0 |
| Jun05 |
041012 |
1454.50 |
1454.50 |
1454.50 |
1454.50 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
5,217 |
71,827 |
-602 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041012 |
1443.00 |
1443.00 |
1419.00 |
1439.50 |
-3.00 |
123,764 |
263,875 |
-1,358 |
| Mar05 |
041012 |
1435.50 |
1449.00 |
1429.00 |
1447.50 |
-3.00 |
11 |
1,828 |
+9 |
| Total Volume and Open Interest |
123,775 |
265,703 |
-1,349 |
| S & P Midcap 400(CME) |
| Dec04 |
041012 |
592.00 |
594.75 |
588.60 |
592.00 |
-3.75 |
105 |
13,113 |
-56 |
| Mar05 |
041012 |
593.00 |
593.00 |
593.00 |
593.00 |
-3.75 |
0 |
1 |
+0 |
| Jun05 |
041012 |
593.00 |
593.00 |
593.00 |
593.00 |
-3.75 |
|
|
|
| Total Volume and Open Interest |
105 |
13,114 |
-56 |
| Russell 2000(CME) |
| Dec04 |
041012 |
572.75 |
579.00 |
570.25 |
576.50 |
-1.35 |
350 |
26,849 |
-15 |
| Mar05 |
041012 |
576.50 |
576.50 |
576.50 |
576.50 |
-1.35 |
|
|
|
| Jun05 |
041012 |
576.50 |
576.50 |
576.50 |
576.50 |
-1.35 |
|
|
|
| Total Volume and Open Interest |
350 |
26,849 |
-15 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041012 |
578.20 |
578.90 |
570.10 |
576.50 |
-1.40 |
27,888 |
84,186 |
-625 |
| Mar05 |
041012 |
573.10 |
578.00 |
573.10 |
576.50 |
-1.40 |
0 |
64 |
+0 |
| Total Volume and Open Interest |
27,888 |
84,250 |
-625 |
| Nikkei 225(CME) |
| Dec04 |
041012 |
11265 |
11330 |
11180 |
11220 |
-120 |
29,127 |
161,183 |
-1,350 |
| Mar05 |
041012 |
11220 |
11220 |
11220 |
11220 |
-120 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
29,127 |
161,190 |
-1,350 |
| Nikkei 225(SGX) |
| Dec04 |
041012 |
11265 |
11330 |
11180 |
11220 |
-120 |
29,127 |
161,183 |
-1,350 |
| Mar05 |
041012 |
11220 |
11220 |
11220 |
11220 |
-120 |
0 |
4 |
+0 |
| Jun05 |
041012 |
11175 |
11175 |
11175 |
11175 |
-120 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
29,127 |
161,190 |
-1,350 |
| CAC 40(EURONEXT) |
| Oct04 |
041012 |
3723.0 |
3728.0 |
3672.0 |
3690.5 |
-36.0 |
49,546 |
398,683 |
+3,453 |
| Nov04 |
041012 |
3727.5 |
3735.0 |
3680.5 |
3697.5 |
-36.0 |
11,383 |
12,210 |
+1,334 |
| Dec04 |
041012 |
3726.5 |
3726.5 |
3678.0 |
3694.5 |
-36.5 |
1,769 |
128,226 |
+1,259 |
| Total Volume and Open Interest |
62,698 |
548,146 |
+6,046 |
| Hang Seng Index(HKFE) |
| Oct04 |
041012 |
13228 |
13278 |
13177 |
13194 |
-75 |
22,999 |
113,283 |
+243 |
| Nov04 |
041012 |
13213 |
13240 |
13140 |
13160 |
-70 |
294 |
1,416 |
+37 |
| Dec04 |
041012 |
13210 |
13220 |
13153 |
13153 |
-75 |
33 |
1,001 |
+5 |
| Total Volume and Open Interest |
23,340 |
118,375 |
+265 |
| DAX(EUREX) |
| Dec04 |
041012 |
4025.0 |
4025.0 |
3959.0 |
3983.5 |
-60.0 |
126,687 |
166,821 |
+1,104 |
| Mar05 |
041012 |
4045.0 |
4045.5 |
3986.0 |
4005.5 |
-60.5 |
318 |
9,471 |
-14 |
| Jun05 |
041012 |
4065.0 |
4065.0 |
4010.0 |
4028.5 |
-61.0 |
98 |
1,032 |
+122 |
| Total Volume and Open Interest |
127,103 |
177,324 |
+1,212 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041012 |
4712.00 |
4712.00 |
4655.00 |
4672.00 |
-35.50 |
44,928 |
449,391 |
-2,202 |
| Mar05 |
041012 |
4710.50 |
4710.50 |
4662.50 |
4678.00 |
-36.50 |
952 |
13,121 |
-260 |
| Jun05 |
041012 |
4717.50 |
4717.50 |
4695.00 |
4695.00 |
-38.00 |
570 |
9,090 |
+550 |
| Total Volume and Open Interest |
46,450 |
471,602 |
-1,912 |
| SPI 200(SFE) |
| Dec04 |
041012 |
3720.0 |
3738.0 |
3714.0 |
3737.0 |
+16.0 |
8,332 |
162,701 |
+778 |
| Mar05 |
041012 |
3724.0 |
3746.0 |
3724.0 |
3746.0 |
+16.0 |
55 |
2,608 |
+10 |
| Jun05 |
041012 |
3755.0 |
3755.0 |
3755.0 |
3755.0 |
+16.0 |
70 |
3,016 |
+56 |
| Total Volume and Open Interest |
8,460 |
171,018 |
+787 |
| GSCI(CME) |
| Oct04 |
041012 |
355.05 |
355.05 |
348.40 |
350.25 |
-4.95 |
3,580 |
6,665 |
-3,389 |
| Nov04 |
041012 |
360.20 |
360.20 |
354.00 |
355.00 |
-4.30 |
3,369 |
10,403 |
+3,217 |
| Dec04 |
041012 |
357.00 |
357.00 |
357.00 |
357.00 |
-2.25 |
|
|
|
| Total Volume and Open Interest |
6,949 |
17,068 |
-172 |
| RJ/CRB Index(ICE) |
| Nov04 |
041012 |
284.50 |
285.50 |
283.25 |
284.75 |
-3.55 |
13 |
242 |
+4 |
| Jan05 |
041012 |
284.25 |
284.25 |
284.25 |
284.25 |
-3.05 |
2 |
208 |
+0 |
| Feb05 |
041012 |
282.50 |
282.50 |
282.50 |
282.50 |
-2.20 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
15 |
584 |
+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. |
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