|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed October 13, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041013 |
509.00 |
513.50 |
507.00 |
509.50 |
-3.50 |
79,163 |
128,150 |
+1,243 |
| Jan05 |
041013 |
517.50 |
521.00 |
514.00 |
517.25 |
-4.50 |
18,125 |
52,629 |
+3,524 |
| Mar05 |
041013 |
525.00 |
528.00 |
521.00 |
523.50 |
-4.50 |
7,041 |
28,263 |
+75 |
| May05 |
041013 |
533.00 |
536.00 |
528.50 |
530.75 |
-5.25 |
4,373 |
17,114 |
+1,120 |
| Jul05 |
041013 |
541.00 |
544.00 |
536.00 |
537.75 |
-6.00 |
4,479 |
13,120 |
+1,141 |
| Aug05 |
041013 |
540.00 |
540.00 |
540.00 |
540.00 |
-4.00 |
56 |
480 |
+30 |
| Sep05 |
041013 |
546.00 |
546.00 |
542.00 |
542.00 |
-4.00 |
10 |
185 |
+7 |
| Total Volume and Open Interest |
114,556 |
245,297 |
+7,127 |
| Soybean Meal(CBOT) |
| Oct04 |
041013 |
153.00 |
153.90 |
150.60 |
151.20 |
-2.10 |
1,589 |
617 |
-814 |
| Dec04 |
041013 |
155.00 |
155.80 |
152.60 |
152.90 |
-2.50 |
18,660 |
55,947 |
+1,966 |
| Jan05 |
041013 |
156.50 |
156.90 |
153.80 |
154.30 |
-1.90 |
2,663 |
15,969 |
+512 |
| Mar05 |
041013 |
159.80 |
159.80 |
156.00 |
156.60 |
-2.40 |
4,231 |
17,305 |
+927 |
| May05 |
041013 |
161.30 |
161.50 |
157.80 |
158.10 |
-2.80 |
4,110 |
13,955 |
+413 |
| Jul05 |
041013 |
163.80 |
163.80 |
160.00 |
160.70 |
-2.90 |
3,907 |
18,597 |
+1,331 |
| Aug05 |
041013 |
165.00 |
165.00 |
161.20 |
161.20 |
-3.30 |
727 |
5,570 |
+216 |
| Sep05 |
041013 |
165.50 |
166.00 |
161.70 |
161.70 |
-3.40 |
333 |
3,944 |
+205 |
| Total Volume and Open Interest |
36,677 |
136,309 |
+4,829 |
| Soybean Oil(CBOT) |
| Oct04 |
041013 |
19.70 |
19.95 |
19.50 |
19.90 |
+0.10 |
683 |
462 |
-604 |
| Dec04 |
041013 |
19.60 |
20.20 |
19.50 |
20.05 |
+0.07 |
25,062 |
63,180 |
+791 |
| Jan05 |
041013 |
19.85 |
20.40 |
19.80 |
20.29 |
+0.10 |
7,971 |
27,604 |
+2,316 |
| Mar05 |
041013 |
20.20 |
20.55 |
20.10 |
20.45 |
+0.09 |
5,321 |
19,179 |
+411 |
| May05 |
041013 |
20.40 |
20.70 |
20.30 |
20.60 |
+0.01 |
4,424 |
13,937 |
+1,701 |
| Jul05 |
041013 |
20.60 |
20.85 |
20.47 |
20.74 |
-0.03 |
4,087 |
12,708 |
+229 |
| Aug05 |
041013 |
20.75 |
20.80 |
20.54 |
20.80 |
unch |
203 |
4,773 |
+91 |
| Sep05 |
041013 |
20.85 |
20.85 |
20.60 |
20.83 |
+0.08 |
157 |
2,707 |
+58 |
| Total Volume and Open Interest |
48,480 |
150,527 |
+5,456 |
| Canola(WCE) |
| Nov04 |
041013 |
288.0 |
289.4 |
286.0 |
288.1 |
+0.1 |
5,424 |
31,104 |
-535 |
| Jan05 |
041013 |
294.3 |
295.3 |
292.1 |
294.3 |
unch |
3,655 |
12,457 |
+1,952 |
| Mar05 |
041013 |
300.0 |
300.3 |
298.5 |
300.3 |
+0.3 |
27 |
5,041 |
+2 |
| May05 |
041013 |
305.5 |
305.5 |
305.5 |
305.5 |
-1.0 |
57 |
401 |
+57 |
| Jul05 |
041013 |
309.0 |
309.0 |
309.0 |
309.0 |
unch |
0 |
195 |
+0 |
| Total Volume and Open Interest |
9,210 |
52,294 |
+1,458 |
| Corn(CBOT) |
| Dec04 |
041013 |
202.50 |
205.75 |
202.25 |
205.25 |
+2.75 |
90,184 |
350,462 |
+4,866 |
| Mar05 |
041013 |
213.25 |
216.00 |
212.75 |
215.75 |
+2.50 |
20,445 |
129,336 |
+2,456 |
| May05 |
041013 |
220.75 |
223.25 |
220.25 |
223.00 |
+2.25 |
4,561 |
42,188 |
+478 |
| Jul05 |
041013 |
227.00 |
229.75 |
226.75 |
229.50 |
+2.50 |
6,498 |
49,252 |
+2,284 |
| Sep05 |
041013 |
233.75 |
236.00 |
233.25 |
235.00 |
+2.00 |
837 |
11,977 |
+209 |
| Dec05 |
041013 |
242.00 |
244.75 |
241.25 |
244.25 |
+2.00 |
4,763 |
23,967 |
+1,132 |
| Total Volume and Open Interest |
127,588 |
609,002 |
+11,476 |
| Wheat(CBOT) |
| Dec04 |
041013 |
311.50 |
313.00 |
308.00 |
312.00 |
+1.00 |
34,534 |
126,461 |
+3,922 |
| Mar05 |
041013 |
321.50 |
323.75 |
319.25 |
323.25 |
+1.50 |
3,984 |
23,010 |
+229 |
| May05 |
041013 |
327.00 |
328.00 |
324.00 |
326.75 |
+0.75 |
505 |
4,097 |
-15 |
| Jul05 |
041013 |
329.00 |
331.00 |
327.00 |
328.75 |
-0.25 |
655 |
7,295 |
+35 |
| Sep05 |
041013 |
335.25 |
336.00 |
335.00 |
335.00 |
unch |
0 |
133 |
+0 |
| Total Volume and Open Interest |
39,693 |
161,160 |
+4,176 |
| Wheat(KCBT) |
| Dec04 |
041013 |
339.75 |
342.00 |
336.50 |
340.50 |
+0.75 |
5,679 |
52,153 |
+252 |
| Mar05 |
041013 |
345.50 |
347.75 |
343.00 |
347.00 |
+1.00 |
2,309 |
12,990 |
-379 |
| May05 |
041013 |
347.00 |
349.00 |
346.00 |
348.50 |
+1.00 |
302 |
3,176 |
+8 |
| Jul05 |
041013 |
346.50 |
348.50 |
345.25 |
347.00 |
-0.75 |
476 |
4,411 |
+107 |
| Sep05 |
041013 |
349.00 |
349.00 |
349.00 |
349.00 |
+3.00 |
0 |
286 |
+0 |
| Total Volume and Open Interest |
8,766 |
73,065 |
-12 |
| Wheat(MGE) |
| Dec04 |
041013 |
363.00 |
365.00 |
360.50 |
364.50 |
+1.00 |
2,587 |
19,661 |
-1,844 |
| Mar05 |
041013 |
373.00 |
374.75 |
370.50 |
373.75 |
+1.25 |
1,495 |
9,514 |
+183 |
| May05 |
041013 |
380.00 |
381.00 |
376.50 |
380.00 |
+1.25 |
233 |
3,504 |
+153 |
| Jul05 |
041013 |
380.00 |
380.00 |
380.00 |
380.00 |
unch |
11 |
2,063 |
-3 |
| Sep05 |
041013 |
377.00 |
377.00 |
377.00 |
377.00 |
+1.25 |
10 |
694 |
+10 |
| Total Volume and Open Interest |
4,336 |
35,503 |
-1,501 |
| Oats(CBOT) |
| Dec04 |
041013 |
144.75 |
145.25 |
142.00 |
143.75 |
+0.25 |
1,180 |
5,081 |
+289 |
| Mar05 |
041013 |
151.00 |
151.00 |
149.00 |
150.50 |
+0.50 |
128 |
1,614 |
+27 |
| May05 |
041013 |
155.25 |
155.25 |
155.25 |
155.25 |
+0.75 |
20 |
107 |
+5 |
| Jul05 |
041013 |
160.00 |
160.00 |
160.00 |
160.00 |
+0.50 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
1,328 |
6,834 |
+321 |
| Rough Rice(CBOT) |
| Nov04 |
041013 |
6.68 |
6.68 |
6.58 |
6.64 |
-0.06 |
681 |
3,163 |
+51 |
| Jan05 |
041013 |
6.88 |
6.88 |
6.79 |
6.83 |
-0.09 |
403 |
1,739 |
+21 |
| Mar05 |
041013 |
7.08 |
7.08 |
7.04 |
7.04 |
-0.11 |
27 |
814 |
+15 |
| May05 |
041013 |
7.28 |
7.28 |
7.24 |
7.24 |
-0.11 |
36 |
158 |
+16 |
| Total Volume and Open Interest |
1,147 |
5,878 |
+103 |
| Live Cattle(CME) |
| Oct04 |
041013 |
86.150 |
86.400 |
85.650 |
86.050 |
-0.725 |
4,478 |
9,621 |
-1,574 |
| Dec04 |
041013 |
88.200 |
88.500 |
87.850 |
88.350 |
-0.375 |
9,439 |
64,333 |
+1,091 |
| Feb05 |
041013 |
89.900 |
90.000 |
89.500 |
89.925 |
-0.275 |
2,879 |
18,701 |
+579 |
| Apr05 |
041013 |
87.500 |
87.800 |
87.400 |
87.700 |
-0.300 |
653 |
8,045 |
+74 |
| Jun05 |
041013 |
83.525 |
83.900 |
83.450 |
83.850 |
-0.075 |
591 |
5,596 |
+163 |
| Aug05 |
041013 |
83.300 |
83.350 |
83.150 |
83.275 |
-0.175 |
124 |
2,557 |
+40 |
| Total Volume and Open Interest |
18,197 |
109,216 |
+383 |
| Feeder Cattle(CME) |
| Oct04 |
041013 |
114.150 |
114.200 |
113.850 |
114.100 |
-0.150 |
1,036 |
4,428 |
-402 |
| Nov04 |
041013 |
112.850 |
112.900 |
112.250 |
112.425 |
-0.575 |
1,976 |
8,079 |
+28 |
| Jan05 |
041013 |
109.600 |
109.650 |
109.000 |
109.500 |
-0.200 |
1,665 |
5,160 |
+339 |
| Mar05 |
041013 |
104.200 |
104.600 |
104.200 |
104.600 |
-0.150 |
221 |
1,115 |
+54 |
| Apr05 |
041013 |
103.500 |
103.750 |
103.250 |
103.750 |
-0.050 |
104 |
387 |
+76 |
| May05 |
041013 |
103.400 |
103.500 |
103.150 |
103.475 |
-0.125 |
65 |
332 |
+40 |
| Total Volume and Open Interest |
5,067 |
19,501 |
+135 |
| Lean Hogs(CME) |
| Oct04 |
041013 |
71.950 |
72.050 |
71.400 |
71.950 |
+0.250 |
2,217 |
4,948 |
-850 |
| Dec04 |
041013 |
64.200 |
64.800 |
63.500 |
64.675 |
+0.375 |
10,431 |
54,339 |
-1,792 |
| Feb05 |
041013 |
63.700 |
64.750 |
63.300 |
64.675 |
+0.625 |
1,509 |
17,191 |
+359 |
| Apr05 |
041013 |
61.750 |
62.800 |
61.350 |
62.700 |
+0.725 |
1,033 |
6,341 |
+8 |
| May05 |
041013 |
62.400 |
63.250 |
62.025 |
63.225 |
+0.525 |
63 |
1,174 |
+19 |
| Jun05 |
041013 |
66.400 |
67.400 |
66.250 |
67.325 |
+0.425 |
283 |
3,142 |
-11 |
| Jul05 |
041013 |
63.400 |
64.225 |
63.400 |
64.225 |
+0.200 |
31 |
824 |
+7 |
| Aug05 |
041013 |
59.100 |
59.800 |
59.100 |
59.800 |
+0.025 |
17 |
484 |
+5 |
| Total Volume and Open Interest |
15,603 |
88,540 |
-2,241 |
| Pork Bellies(CME) |
| Feb05 |
041013 |
94.200 |
94.650 |
93.150 |
94.300 |
+0.100 |
396 |
1,192 |
+30 |
| Mar05 |
041013 |
94.500 |
94.500 |
94.500 |
94.500 |
-0.500 |
1 |
16 |
+1 |
| May05 |
041013 |
96.500 |
96.600 |
96.500 |
96.600 |
-0.900 |
0 |
5 |
+0 |
| Jul05 |
041013 |
98.600 |
98.600 |
98.600 |
98.600 |
unch |
0 |
7 |
+0 |
| Aug05 |
041013 |
95.000 |
95.000 |
95.000 |
95.000 |
unch |
2 |
0 |
|
| Total Volume and Open Interest |
399 |
1,220 |
|
| Class III Milk(CME) |
| Oct04 |
041013 |
13.98 |
14.10 |
13.98 |
14.10 |
+0.10 |
123 |
4,408 |
-25 |
| Nov04 |
041013 |
12.85 |
13.10 |
12.85 |
13.09 |
+0.22 |
172 |
3,376 |
+3 |
| Dec04 |
041013 |
12.38 |
12.60 |
12.38 |
12.59 |
+0.15 |
70 |
2,589 |
-39 |
| Jan05 |
041013 |
12.18 |
12.35 |
12.18 |
12.34 |
+0.16 |
72 |
1,490 |
+31 |
| Feb05 |
041013 |
12.06 |
12.15 |
12.06 |
12.15 |
+0.14 |
83 |
1,483 |
+48 |
| Total Volume and Open Interest |
1,065 |
20,501 |
+374 |
| Cocoa(ICE) |
| Dec04 |
041013 |
1440 |
1450 |
1427 |
1435 |
-5 |
4,166 |
46,516 |
+582 |
| Mar05 |
041013 |
1458 |
1465 |
1445 |
1449 |
-7 |
614 |
19,381 |
+138 |
| May05 |
041013 |
1475 |
1475 |
1460 |
1460 |
-8 |
80 |
11,656 |
-54 |
| Jul05 |
041013 |
1471 |
1471 |
1471 |
1471 |
-8 |
50 |
10,507 |
+8 |
| Sep05 |
041013 |
1485 |
1485 |
1482 |
1482 |
-8 |
70 |
7,238 |
+23 |
| Dec05 |
041013 |
1498 |
1498 |
1498 |
1498 |
-7 |
354 |
7,309 |
-46 |
| Mar06 |
041013 |
1507 |
1507 |
1507 |
1507 |
-7 |
0 |
9,737 |
+0 |
| Total Volume and Open Interest |
5,334 |
120,622 |
+651 |
| Coffee "C"(ICE) |
| Dec04 |
041013 |
73.50 |
74.20 |
72.75 |
73.80 |
-0.70 |
11,307 |
56,670 |
-2,949 |
| Mar05 |
041013 |
76.90 |
77.25 |
76.00 |
76.95 |
-0.80 |
5,242 |
15,388 |
+1,772 |
| May05 |
041013 |
79.00 |
79.10 |
78.15 |
79.00 |
-0.75 |
382 |
4,214 |
+67 |
| Jul05 |
041013 |
80.80 |
80.90 |
80.00 |
80.80 |
-0.75 |
73 |
1,449 |
-4 |
| Sep05 |
041013 |
82.25 |
83.00 |
82.00 |
82.65 |
-0.75 |
5 |
623 |
+5 |
| Dec05 |
041013 |
85.60 |
85.75 |
85.00 |
85.40 |
-0.75 |
45 |
667 |
-40 |
| Total Volume and Open Interest |
17,054 |
79,132 |
-1,149 |
| Orange Juice(ICE) |
| Nov04 |
041013 |
84.90 |
85.00 |
83.40 |
83.80 |
-1.55 |
2,295 |
20,026 |
+418 |
| Jan05 |
041013 |
87.00 |
87.25 |
85.90 |
86.05 |
-1.70 |
935 |
8,547 |
+93 |
| Mar05 |
041013 |
89.75 |
89.75 |
88.60 |
88.60 |
-1.30 |
187 |
8,973 |
+21 |
| May05 |
041013 |
92.50 |
92.50 |
91.30 |
91.30 |
-1.30 |
274 |
4,633 |
+1 |
| Jul05 |
041013 |
93.00 |
93.00 |
93.00 |
93.00 |
-1.35 |
0 |
575 |
+0 |
| Sep05 |
041013 |
95.00 |
95.00 |
95.00 |
95.00 |
-1.35 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
3,701 |
43,334 |
+543 |
| Sugar #11(ICE) |
| Mar05 |
041013 |
9.10 |
9.23 |
9.03 |
9.12 |
-0.20 |
28,934 |
231,636 |
+7,081 |
| May05 |
041013 |
9.16 |
9.27 |
9.14 |
9.20 |
-0.16 |
7,918 |
38,451 |
+180 |
| Jul05 |
041013 |
9.02 |
9.06 |
8.99 |
9.00 |
-0.14 |
2,563 |
23,742 |
-45 |
| Oct05 |
041013 |
8.95 |
8.98 |
8.90 |
8.92 |
-0.13 |
1,854 |
21,688 |
+175 |
| Mar06 |
041013 |
8.83 |
8.83 |
8.77 |
8.78 |
-0.11 |
193 |
7,580 |
+16 |
| Total Volume and Open Interest |
41,656 |
326,005 |
+7,497 |
| Sugar #14(ICE) |
| Jan05 |
041013 |
20.14 |
20.20 |
20.14 |
20.19 |
+0.07 |
86 |
2,715 |
+3 |
| Mar05 |
041013 |
20.32 |
20.37 |
20.32 |
20.37 |
+0.04 |
36 |
2,814 |
+36 |
| May05 |
041013 |
20.47 |
20.49 |
20.47 |
20.47 |
unch |
6 |
1,907 |
+4 |
| Jul05 |
041013 |
20.70 |
20.72 |
20.70 |
20.72 |
unch |
14 |
1,244 |
+4 |
| Sep05 |
041013 |
20.84 |
20.85 |
20.82 |
20.85 |
-0.01 |
83 |
1,116 |
+56 |
| Total Volume and Open Interest |
225 |
10,299 |
+103 |
| London Cocoa(LCE) |
| Dec04 |
041013 |
835 |
842 |
827 |
828 |
-11 |
2,024 |
83,120 |
-281 |
| Mar05 |
041013 |
860 |
862 |
849 |
850 |
-11 |
1,082 |
35,711 |
+89 |
| May05 |
041013 |
868 |
875 |
864 |
865 |
-11 |
398 |
17,383 |
+158 |
| Jul05 |
041013 |
883 |
889 |
880 |
880 |
-11 |
147 |
15,184 |
-22 |
| Sep05 |
041013 |
900 |
902 |
895 |
896 |
-11 |
70 |
26,298 |
-2 |
| Dec05 |
041013 |
902 |
908 |
901 |
901 |
-11 |
2 |
10,403 |
+1 |
| Mar06 |
041013 |
915 |
921 |
909 |
909 |
-11 |
9 |
3,186 |
-1 |
| Total Volume and Open Interest |
3,732 |
191,753 |
-58 |
| London Coffee(LCE) |
| Nov04 |
041013 |
594.00 |
597.00 |
583.00 |
590.00 |
-10.00 |
3,527 |
56,844 |
-2,871 |
| Jan05 |
041013 |
613.00 |
618.00 |
604.00 |
612.00 |
-8.00 |
3,605 |
39,570 |
-107 |
| Mar05 |
041013 |
635.00 |
637.00 |
624.00 |
633.00 |
-7.00 |
1,283 |
24,831 |
+103 |
| May05 |
041013 |
655.00 |
657.00 |
646.00 |
651.00 |
-7.00 |
358 |
16,531 |
+158 |
| Jul05 |
041013 |
667.00 |
671.00 |
665.00 |
668.00 |
-6.00 |
107 |
5,809 |
+77 |
| Sep05 |
041013 |
682.00 |
688.00 |
677.00 |
682.00 |
-7.00 |
483 |
4,029 |
+409 |
| Total Volume and Open Interest |
9,363 |
148,887 |
-2,231 |
| London Sugar(LCE) |
| Dec04 |
041013 |
249.00 |
249.10 |
242.00 |
242.20 |
-7.30 |
4,979 |
14,460 |
+4 |
| Mar05 |
041013 |
264.50 |
264.50 |
256.00 |
256.20 |
-6.90 |
2,519 |
20,727 |
+520 |
| May05 |
041013 |
266.50 |
266.50 |
261.50 |
261.50 |
-5.50 |
163 |
9,134 |
-18 |
| Aug05 |
041013 |
260.00 |
260.40 |
257.60 |
257.60 |
-5.80 |
112 |
4,565 |
+88 |
| Oct05 |
041013 |
256.60 |
256.60 |
255.00 |
255.00 |
-6.40 |
28 |
3,056 |
+10 |
| Total Volume and Open Interest |
7,811 |
54,250 |
+601 |
| Cotton(ICE) |
| Dec04 |
041013 |
44.53 |
46.25 |
44.50 |
45.95 |
+1.16 |
12,406 |
44,766 |
+2,097 |
| Mar05 |
041013 |
46.60 |
47.50 |
46.50 |
47.28 |
+0.58 |
3,489 |
17,961 |
+571 |
| May05 |
041013 |
47.70 |
48.35 |
47.60 |
48.35 |
+0.45 |
1,001 |
4,566 |
+338 |
| Jul05 |
041013 |
48.90 |
49.60 |
48.85 |
49.56 |
+0.66 |
900 |
5,526 |
+167 |
| Oct05 |
041013 |
51.15 |
51.15 |
51.15 |
51.15 |
+1.00 |
1 |
34 |
+1 |
| Dec05 |
041013 |
52.20 |
52.20 |
52.00 |
52.20 |
+1.10 |
635 |
2,370 |
+271 |
| Total Volume and Open Interest |
18,432 |
75,366 |
+3,445 |
| Lumber(CME) |
| Nov04 |
041013 |
310.0 |
310.0 |
299.9 |
302.9 |
-6.2 |
337 |
2,411 |
-23 |
| Jan05 |
041013 |
318.0 |
318.0 |
311.0 |
311.7 |
-8.4 |
169 |
1,019 |
+15 |
| Mar05 |
041013 |
330.0 |
330.0 |
320.1 |
323.1 |
-6.1 |
8 |
207 |
+1 |
| May05 |
041013 |
332.8 |
332.8 |
332.0 |
332.0 |
-10.0 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
514 |
3,692 |
-7 |
| Crude Oil(NYM) |
| Nov04 |
041013 |
51.80 |
53.95 |
51.50 |
53.64 |
+1.13 |
137,494 |
134,343 |
-17,296 |
| Dec04 |
041013 |
51.50 |
53.50 |
51.25 |
53.14 |
+0.96 |
116,403 |
189,494 |
+11,406 |
| Jan05 |
041013 |
50.90 |
52.80 |
50.80 |
52.62 |
+0.95 |
18,122 |
57,727 |
+1,950 |
| Feb05 |
041013 |
50.30 |
52.15 |
50.30 |
51.99 |
+0.93 |
6,853 |
32,590 |
+1,198 |
| Mar05 |
041013 |
49.70 |
51.32 |
49.70 |
51.32 |
+0.91 |
3,213 |
27,397 |
+302 |
| Apr05 |
041013 |
49.30 |
50.64 |
49.30 |
50.64 |
+0.90 |
1,752 |
17,954 |
+304 |
| May05 |
041013 |
48.55 |
49.96 |
48.50 |
49.96 |
+0.88 |
1,948 |
13,019 |
-314 |
| Jun05 |
041013 |
47.70 |
49.29 |
47.70 |
49.29 |
+0.86 |
5,169 |
27,029 |
-1,075 |
| Jul05 |
041013 |
48.30 |
48.64 |
48.30 |
48.64 |
+0.84 |
923 |
11,893 |
-539 |
| Aug05 |
041013 |
46.75 |
48.04 |
46.75 |
48.04 |
+0.82 |
620 |
7,605 |
-50 |
| Sep05 |
041013 |
46.50 |
47.50 |
46.50 |
47.50 |
+0.80 |
784 |
11,479 |
+423 |
| Oct05 |
041013 |
45.60 |
47.01 |
45.60 |
47.01 |
+0.77 |
165 |
5,203 |
-56 |
| Nov05 |
041013 |
45.60 |
46.56 |
45.60 |
46.56 |
+0.74 |
52 |
6,966 |
+12 |
| Dec05 |
041013 |
45.00 |
46.15 |
44.95 |
46.14 |
+0.71 |
10,832 |
52,246 |
+1,688 |
| Jan06 |
041013 |
45.76 |
45.76 |
45.76 |
45.76 |
+0.71 |
800 |
7,115 |
+388 |
| Feb06 |
041013 |
45.41 |
45.41 |
45.41 |
45.41 |
+0.71 |
25 |
2,564 |
-15 |
| Total Volume and Open Interest |
316,027 |
734,992 |
+743 |
| Heating Oil(NYM) |
| Nov04 |
041013 |
145.00 |
150.00 |
143.50 |
149.91 |
+4.46 |
27,228 |
51,532 |
-3,938 |
| Dec04 |
041013 |
145.50 |
150.50 |
144.20 |
150.40 |
+4.57 |
21,598 |
48,536 |
+3,006 |
| Jan05 |
041013 |
144.95 |
150.25 |
144.50 |
150.05 |
+4.37 |
6,310 |
24,642 |
+1,372 |
| Feb05 |
041013 |
142.70 |
147.65 |
142.10 |
147.65 |
+4.02 |
1,257 |
16,159 |
+494 |
| Mar05 |
041013 |
138.50 |
143.30 |
137.50 |
143.05 |
+3.72 |
2,245 |
15,268 |
-446 |
| Apr05 |
041013 |
133.00 |
137.60 |
132.80 |
137.15 |
+3.42 |
850 |
3,978 |
-299 |
| May05 |
041013 |
127.60 |
132.40 |
127.55 |
131.80 |
+3.22 |
282 |
3,552 |
-73 |
| Jun05 |
041013 |
123.75 |
128.05 |
123.75 |
128.05 |
+3.02 |
390 |
4,841 |
+30 |
| Jul05 |
041013 |
122.00 |
126.05 |
122.00 |
126.05 |
+2.92 |
32 |
4,384 |
-14 |
| Aug05 |
041013 |
123.40 |
125.80 |
123.40 |
125.80 |
+2.87 |
7 |
683 |
+3 |
| Sep05 |
041013 |
127.00 |
127.00 |
126.20 |
126.20 |
+2.87 |
1 |
2,306 |
+0 |
| Oct05 |
041013 |
124.00 |
126.80 |
124.00 |
126.80 |
+2.87 |
1 |
216 |
+1 |
| Total Volume and Open Interest |
60,345 |
185,197 |
+119 |
| Gasoline(NYMEX) |
| Nov04 |
041013 |
136.80 |
141.20 |
136.00 |
140.83 |
+2.80 |
25,596 |
51,964 |
-4,374 |
| Dec04 |
041013 |
136.50 |
141.30 |
135.90 |
140.87 |
+2.88 |
14,054 |
40,156 |
+2,965 |
| Jan05 |
041013 |
136.80 |
140.90 |
136.50 |
140.72 |
+2.90 |
3,840 |
16,879 |
+1,210 |
| Feb05 |
041013 |
137.40 |
141.10 |
137.40 |
141.10 |
+2.88 |
1,101 |
8,450 |
+174 |
| Mar05 |
041013 |
137.10 |
141.48 |
137.10 |
141.48 |
+2.83 |
927 |
5,852 |
+198 |
| Apr05 |
041013 |
144.05 |
147.83 |
144.05 |
147.83 |
+2.78 |
239 |
9,627 |
+35 |
| May05 |
041013 |
144.35 |
147.25 |
144.35 |
147.11 |
+2.73 |
313 |
9,535 |
-3 |
| Jun05 |
041013 |
142.60 |
145.41 |
142.60 |
145.41 |
+2.66 |
184 |
3,227 |
+81 |
| Jul05 |
041013 |
140.00 |
142.81 |
140.00 |
142.81 |
+2.56 |
14 |
2,359 |
+4 |
| Aug05 |
041013 |
137.00 |
139.71 |
137.00 |
139.71 |
+2.56 |
2 |
1,374 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041013 |
6.530 |
6.950 |
6.505 |
6.851 |
+0.215 |
36,311 |
48,372 |
-3,780 |
| Dec04 |
041013 |
7.700 |
8.130 |
7.690 |
8.032 |
+0.131 |
19,973 |
49,829 |
+2,159 |
| Jan05 |
041013 |
8.200 |
8.550 |
8.160 |
8.464 |
+0.025 |
13,282 |
46,356 |
+246 |
| Feb05 |
041013 |
8.230 |
8.530 |
8.200 |
8.469 |
+0.030 |
5,557 |
22,786 |
-16 |
| Mar05 |
041013 |
7.910 |
8.180 |
7.850 |
8.124 |
+0.020 |
5,208 |
23,501 |
+711 |
| Apr05 |
041013 |
6.780 |
6.890 |
6.770 |
6.859 |
-0.065 |
2,677 |
17,067 |
+217 |
| May05 |
041013 |
6.540 |
6.650 |
6.540 |
6.609 |
-0.075 |
719 |
15,344 |
+114 |
| Jun05 |
041013 |
6.620 |
6.660 |
6.560 |
6.626 |
-0.075 |
377 |
11,154 |
+51 |
| Jul05 |
041013 |
6.640 |
6.680 |
6.600 |
6.651 |
-0.073 |
282 |
13,836 |
-15 |
| Aug05 |
041013 |
6.680 |
6.700 |
6.630 |
6.676 |
-0.068 |
856 |
11,046 |
+290 |
| Sep05 |
041013 |
6.670 |
6.670 |
6.620 |
6.646 |
-0.063 |
793 |
10,271 |
+233 |
| Oct05 |
041013 |
6.690 |
6.690 |
6.650 |
6.669 |
-0.063 |
1,174 |
15,269 |
+375 |
| Nov05 |
041013 |
6.990 |
6.990 |
6.960 |
6.979 |
-0.063 |
266 |
7,774 |
-113 |
| Dec05 |
041013 |
7.280 |
7.280 |
7.230 |
7.269 |
-0.055 |
539 |
9,074 |
-12 |
| Jan06 |
041013 |
7.440 |
7.451 |
7.440 |
7.451 |
-0.053 |
677 |
10,889 |
+22 |
| Feb06 |
041013 |
7.409 |
7.409 |
7.401 |
7.401 |
-0.048 |
147 |
7,163 |
+21 |
| Total Volume and Open Interest |
89,189 |
392,282 |
+500 |
| Brent Crude Oil(ICE) |
| Nov04 |
041013 |
49.62 |
50.37 |
48.50 |
50.05 |
+0.45 |
32,113 |
21,126 |
-9,147 |
| Dec04 |
041013 |
48.30 |
49.60 |
47.55 |
49.28 |
+0.69 |
88,797 |
87,073 |
-1,705 |
| Jan05 |
041013 |
47.90 |
49.00 |
47.00 |
48.78 |
+0.70 |
24,233 |
62,213 |
+6,024 |
| Feb05 |
041013 |
47.70 |
48.19 |
46.60 |
48.19 |
+0.70 |
5,401 |
13,579 |
-567 |
| Mar05 |
041013 |
47.04 |
47.60 |
46.05 |
47.60 |
+0.66 |
2,350 |
17,105 |
+415 |
| Apr05 |
041013 |
46.40 |
47.04 |
45.48 |
47.04 |
+0.64 |
609 |
14,176 |
-207 |
| May05 |
041013 |
45.80 |
46.48 |
45.00 |
46.48 |
+0.61 |
671 |
3,972 |
+85 |
| Jun05 |
041013 |
45.05 |
45.94 |
44.60 |
45.94 |
+0.56 |
1,824 |
17,047 |
+60 |
| Jul05 |
041013 |
44.91 |
45.44 |
44.91 |
45.44 |
+0.52 |
192 |
5,529 |
+87 |
| Aug05 |
041013 |
44.95 |
44.95 |
44.95 |
44.95 |
+0.49 |
0 |
1,937 |
+50 |
| Sep05 |
041013 |
44.48 |
44.48 |
44.48 |
44.48 |
+0.45 |
0 |
5,546 |
+466 |
| Oct05 |
041013 |
44.05 |
44.05 |
44.05 |
44.05 |
+0.42 |
0 |
700 |
+0 |
| Dec05 |
041013 |
42.79 |
43.34 |
42.10 |
43.16 |
+0.38 |
6,148 |
45,416 |
+1,925 |
| Total Volume and Open Interest |
|
|
|
| Gas Oil(ICE) |
| Nov04 |
041013 |
463.00 |
466.50 |
454.50 |
466.50 |
+1.50 |
22,673 |
48,333 |
+1,702 |
| Dec04 |
041013 |
449.00 |
452.50 |
442.00 |
448.75 |
-9.75 |
19,181 |
34,600 |
-77 |
| Jan05 |
041013 |
440.50 |
442.50 |
433.50 |
440.00 |
-9.00 |
5,639 |
15,840 |
+859 |
| Feb05 |
041013 |
431.00 |
431.00 |
425.00 |
430.00 |
-8.75 |
1,097 |
4,466 |
-600 |
| Mar05 |
041013 |
413.50 |
420.50 |
413.00 |
419.25 |
-9.00 |
1,040 |
4,564 |
+0 |
| Apr05 |
041013 |
410.00 |
410.00 |
404.00 |
408.50 |
-9.25 |
630 |
4,417 |
+86 |
| May05 |
041013 |
394.25 |
399.00 |
394.25 |
399.00 |
-10.00 |
300 |
2,900 |
+500 |
| Jun05 |
041013 |
393.00 |
394.00 |
388.00 |
392.00 |
-10.25 |
563 |
10,672 |
-159 |
| Jul05 |
041013 |
386.00 |
388.00 |
386.00 |
388.00 |
-11.00 |
268 |
825 |
+0 |
| Aug05 |
041013 |
384.75 |
384.75 |
384.75 |
384.75 |
-11.75 |
0 |
1,126 |
+0 |
| Total Volume and Open Interest |
51,391 |
151,682 |
-6,360 |
| US Dollar Index(ICE) |
| Dec04 |
041013 |
88.140 |
88.720 |
87.840 |
88.020 |
-0.130 |
2,080 |
22,002 |
-403 |
| Mar05 |
041013 |
88.320 |
88.830 |
88.150 |
88.210 |
-0.140 |
23 |
2,365 |
+20 |
| Jun05 |
041013 |
88.600 |
88.600 |
88.400 |
88.400 |
-0.150 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
2,104 |
24,382 |
-382 |
| Australian Dollar(CME) |
| Dec04 |
041013 |
71.82 |
72.25 |
71.78 |
72.23 |
-0.48 |
3,497 |
53,251 |
+53,251 |
| Mar05 |
041013 |
71.25 |
71.69 |
71.25 |
71.68 |
-0.48 |
61 |
220 |
+220 |
| Jun05 |
041013 |
71.18 |
71.18 |
71.18 |
71.18 |
-0.48 |
0 |
81 |
+81 |
| Total Volume and Open Interest |
3,558 |
53,591 |
+53,591 |
| British Pound(CME) |
| Dec04 |
041013 |
177.98 |
178.70 |
177.61 |
178.51 |
+0.54 |
2,467 |
64,510 |
+64,510 |
| Mar05 |
041013 |
177.36 |
177.36 |
177.36 |
177.36 |
+0.54 |
0 |
26 |
+26 |
| Jun05 |
041013 |
176.36 |
176.36 |
176.36 |
176.36 |
+0.54 |
0 |
1 |
+1 |
| Total Volume and Open Interest |
2,467 |
64,539 |
+64,539 |
| Canadian Dollar(CME) |
| Dec04 |
041013 |
78.86 |
79.56 |
78.71 |
79.46 |
-0.03 |
1,641 |
113,660 |
+113,660 |
| Mar05 |
041013 |
78.74 |
79.36 |
78.63 |
79.36 |
-0.03 |
33 |
1,927 |
+1,927 |
| Jun05 |
041013 |
78.63 |
79.28 |
78.63 |
79.28 |
-0.03 |
90 |
953 |
+953 |
| Sep05 |
041013 |
79.20 |
79.20 |
79.20 |
79.20 |
-0.03 |
33 |
394 |
+394 |
| Total Volume and Open Interest |
1,798 |
117,114 |
+117,114 |
| Japanese Yen(CME) |
| Dec04 |
041013 |
91.26 |
91.60 |
91.02 |
91.45 |
+0.03 |
3,965 |
116,810 |
+116,810 |
| Mar05 |
041013 |
91.96 |
91.96 |
91.96 |
91.96 |
+0.03 |
13 |
472 |
+472 |
| Jun05 |
041013 |
92.56 |
92.56 |
92.56 |
92.56 |
+0.03 |
0 |
4 |
+4 |
| Total Volume and Open Interest |
3,978 |
117,286 |
+117,286 |
| Swiss Franc(CME) |
| Dec04 |
041013 |
79.50 |
80.20 |
79.13 |
79.98 |
+0.24 |
2,687 |
35,355 |
+35,355 |
| Mar05 |
041013 |
80.25 |
80.25 |
80.25 |
80.25 |
+0.24 |
0 |
17 |
+17 |
| Jun05 |
041013 |
80.55 |
80.55 |
80.55 |
80.55 |
+0.24 |
0 |
60 |
+60 |
| Total Volume and Open Interest |
2,687 |
35,432 |
+35,432 |
| EuroFX(CME) |
| Dec04 |
041013 |
122.63 |
123.55 |
122.21 |
123.34 |
+0.17 |
11,490 |
130,516 |
+130,516 |
| Mar05 |
041013 |
122.68 |
123.42 |
122.42 |
123.36 |
+0.17 |
191 |
1,734 |
+1,734 |
| Jun05 |
041013 |
123.40 |
123.40 |
123.40 |
123.40 |
+0.17 |
0 |
136 |
+136 |
| Total Volume and Open Interest |
11,681 |
132,397 |
+132,397 |
| Mexican Peso(CME) |
| Oct04 |
041013 |
886.2 |
888.5 |
886.2 |
886.2 |
-2.2 |
|
|
|
| Nov04 |
041013 |
882.0 |
884.2 |
882.0 |
882.0 |
-2.2 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
8,995 |
90,268 |
+2,503 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041013 |
112~130 |
112~310 |
112~010 |
112~230 |
+0~080 |
181,068 |
559,743 |
+9,468 |
| Mar05 |
041013 |
111~100 |
111~250 |
111~000 |
111~210 |
+0~080 |
1,725 |
14,190 |
+3,206 |
| Jun05 |
041013 |
110~040 |
110~200 |
110~040 |
110~200 |
+0~080 |
21 |
115 |
+21 |
| Total Volume and Open Interest |
182,814 |
574,048 |
+12,695 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041013 |
112~260 |
113~075 |
112~170 |
113~030 |
+0~085 |
544,445 |
1,502,321 |
+35,070 |
| Mar05 |
041013 |
112~100 |
112~145 |
111~285 |
112~135 |
+0~090 |
5,104 |
66,934 |
-1,017 |
| Jun05 |
041013 |
110~275 |
111~140 |
110~275 |
111~140 |
+0~085 |
135 |
568 |
+111 |
| Total Volume and Open Interest |
549,684 |
1,569,823 |
+34,164 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041013 |
110~106 |
111~028 |
110~098 |
111~020 |
+0~026 |
272,168 |
0 |
-1,032,390 |
| Mar05 |
041013 |
109~116 |
110~036 |
109~116 |
110~036 |
+0~026 |
1,066 |
54,946 |
-277 |
| Jun05 |
041013 |
109~064 |
109~064 |
109~064 |
109~064 |
+0~026 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
273,234 |
54,956 |
-1,032,667 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041013 |
105~093 |
105~114 |
105~091 |
105~110 |
+0~010 |
2,035 |
200,659 |
+4,377 |
| Total Volume and Open Interest |
2,035 |
200,659 |
+4,377 |
| Eurodollars(CME) |
| Dec04 |
041013 |
97.710 |
97.760 |
97.710 |
97.745 |
+0.015 |
36,941 |
972,484 |
+972,484 |
| Mar05 |
041013 |
97.495 |
97.575 |
97.485 |
97.555 |
+0.035 |
30,818 |
823,311 |
+823,311 |
| Jun05 |
041013 |
97.300 |
97.400 |
97.290 |
97.370 |
+0.035 |
40,333 |
791,311 |
+791,311 |
| Sep05 |
041013 |
97.080 |
97.190 |
97.070 |
97.160 |
+0.040 |
53,622 |
688,273 |
+688,273 |
| Dec05 |
041013 |
96.825 |
96.935 |
96.820 |
96.915 |
+0.055 |
35,887 |
508,631 |
+508,631 |
| Mar06 |
041013 |
96.600 |
96.710 |
96.595 |
96.695 |
+0.060 |
26,551 |
396,233 |
+396,233 |
| Jun06 |
041013 |
96.405 |
96.515 |
96.400 |
96.500 |
+0.060 |
18,481 |
277,434 |
+277,434 |
| Sep06 |
041013 |
96.245 |
96.345 |
96.240 |
96.335 |
+0.055 |
17,445 |
219,734 |
+219,734 |
| Dec06 |
041013 |
96.095 |
96.185 |
96.085 |
96.180 |
+0.055 |
7,212 |
174,972 |
+174,972 |
| Mar07 |
041013 |
95.960 |
96.055 |
95.950 |
96.045 |
+0.055 |
8,900 |
156,147 |
+156,147 |
| Jun07 |
041013 |
95.830 |
95.910 |
95.820 |
95.910 |
+0.050 |
5,035 |
143,127 |
+143,127 |
| Sep07 |
041013 |
95.710 |
95.790 |
95.695 |
95.785 |
+0.050 |
8,169 |
102,959 |
+102,959 |
| Dec07 |
041013 |
95.580 |
95.665 |
95.580 |
95.665 |
+0.050 |
2,920 |
87,668 |
+87,668 |
| Mar08 |
041013 |
95.545 |
95.550 |
95.545 |
95.550 |
+0.045 |
2,849 |
82,475 |
+82,475 |
| Jun08 |
041013 |
95.430 |
95.435 |
95.430 |
95.435 |
+0.045 |
3,061 |
77,045 |
+77,045 |
| Sep08 |
041013 |
95.260 |
95.330 |
95.260 |
95.330 |
+0.045 |
3,330 |
66,443 |
+66,443 |
| Dec08 |
041013 |
95.140 |
95.215 |
95.140 |
95.215 |
+0.045 |
2,149 |
54,368 |
+54,368 |
| Mar09 |
041013 |
95.050 |
95.120 |
95.050 |
95.120 |
+0.040 |
2,099 |
41,957 |
+41,957 |
| Total Volume and Open Interest |
311,281 |
5,879,202 |
+5,879,202 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041013 |
98.250 |
98.250 |
98.240 |
98.250 |
unch |
103 |
100,336 |
+1,529 |
| Nov04 |
041013 |
98.110 |
98.110 |
98.100 |
98.100 |
unch |
2,720 |
124,576 |
+3,721 |
| Dec04 |
041013 |
97.960 |
97.980 |
97.960 |
97.970 |
unch |
1,811 |
121,689 |
+4,375 |
| Jan05 |
041013 |
97.920 |
97.930 |
97.920 |
97.930 |
unch |
1,568 |
98,809 |
+4,543 |
| Feb05 |
041013 |
97.750 |
97.790 |
97.750 |
97.790 |
+0.010 |
1,414 |
20,693 |
-622 |
| Mar05 |
041013 |
97.750 |
97.750 |
97.750 |
97.750 |
+0.020 |
30 |
5,385 |
+159 |
| Total Volume and Open Interest |
7,646 |
471,660 |
+13,705 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041013 |
98.245 |
98.245 |
98.245 |
98.245 |
+0.005 |
5,142 |
0 |
+0 |
| Nov04 |
041013 |
98.100 |
98.105 |
98.100 |
98.100 |
unch |
7,504 |
0 |
+0 |
| Dec04 |
041013 |
97.970 |
97.980 |
97.965 |
97.975 |
+0.005 |
10,043 |
0 |
+0 |
| Jan05 |
041013 |
97.920 |
97.940 |
97.915 |
97.940 |
+0.015 |
7,243 |
0 |
+0 |
| Feb05 |
041013 |
97.770 |
97.805 |
97.755 |
97.805 |
+0.035 |
1,249 |
0 |
+0 |
| Mar05 |
041013 |
97.710 |
97.750 |
97.705 |
97.750 |
+0.050 |
236 |
0 |
+0 |
| Total Volume and Open Interest |
37,119 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041013 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1 |
10,567 |
+10,567 |
| Mar05 |
041013 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
85 |
34,906 |
+34,906 |
| Jun05 |
041013 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
38 |
21,563 |
+21,563 |
| Sep05 |
041013 |
99.80 |
99.80 |
99.80 |
99.80 |
-0.02 |
72 |
7,957 |
+7,957 |
| Dec05 |
041013 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.02 |
250 |
5,961 |
+5,961 |
| Mar06 |
041013 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
20 |
11,652 |
+11,652 |
| Jun06 |
041013 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
20 |
2,741 |
+2,741 |
| Sep06 |
041013 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
20 |
2,174 |
+2,174 |
| Dec06 |
041013 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.03 |
0 |
411 |
+411 |
| Mar07 |
041013 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.03 |
0 |
6 |
+6 |
| Total Volume and Open Interest |
506 |
98,875 |
+98,875 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041013 |
99.92 |
99.92 |
99.91 |
99.91 |
0.00 |
66 |
59,055 |
+4 |
| Mar05 |
041013 |
99.89 |
99.89 |
99.88 |
99.88 |
-0.01 |
187 |
86,362 |
+2 |
| Jun05 |
041013 |
99.86 |
99.86 |
99.85 |
99.85 |
-0.01 |
575 |
77,771 |
+377 |
| Sep05 |
041013 |
99.81 |
99.82 |
99.80 |
99.80 |
-0.02 |
1,321 |
43,037 |
+618 |
| Dec05 |
041013 |
99.76 |
99.76 |
99.73 |
99.74 |
-0.02 |
2,137 |
36,089 |
+1,104 |
| Mar06 |
041013 |
99.66 |
99.67 |
99.64 |
99.64 |
-0.03 |
778 |
35,053 |
+1,019 |
| Jun06 |
041013 |
99.57 |
99.57 |
99.54 |
99.54 |
-0.03 |
556 |
15,690 |
+355 |
| Sep06 |
041013 |
99.46 |
99.46 |
99.44 |
99.44 |
-0.03 |
26 |
6,103 |
+70 |
| Total Volume and Open Interest |
5,646 |
372,526 |
+3,554 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041013 |
138.13 |
138.13 |
137.82 |
137.90 |
-0.28 |
2,607 |
30,173 |
+4,185 |
| Mar05 |
041013 |
136.94 |
136.94 |
136.94 |
136.94 |
-0.29 |
|
|
|
| Jun05 |
041013 |
136.94 |
136.94 |
136.94 |
136.94 |
-0.29 |
|
|
|
| Total Volume and Open Interest |
2,607 |
30,173 |
+4,185 |
| Euro-Bund(EUREX) |
| Dec04 |
041013 |
116.31 |
116.46 |
116.17 |
116.42 |
-0.02 |
927,788 |
1,336,406 |
+18,083 |
| Mar05 |
041013 |
115.56 |
115.70 |
115.46 |
115.70 |
-0.01 |
779 |
16,173 |
+329 |
| Jun05 |
041013 |
114.92 |
114.92 |
114.92 |
114.92 |
-0.02 |
949 |
240 |
+0 |
| Total Volume and Open Interest |
929,516 |
1,352,819 |
+18,412 |
| Euro-Bobl(EUREX) |
| Dec04 |
041013 |
111.98 |
112.05 |
111.85 |
112.04 |
-0.02 |
540,311 |
835,213 |
+7,745 |
| Mar05 |
041013 |
111.66 |
111.71 |
111.66 |
111.71 |
-0.03 |
936 |
4,379 |
+0 |
| Jun05 |
041013 |
110.92 |
110.92 |
110.92 |
110.92 |
-0.02 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
541,247 |
839,992 |
+7,745 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041013 |
97.815 |
97.815 |
97.810 |
97.815 |
-0.005 |
1,160 |
8,516 |
-22 |
| Mar05 |
041013 |
97.710 |
97.715 |
97.705 |
97.715 |
-0.005 |
405 |
6,469 |
+38 |
| Jun05 |
041013 |
97.575 |
97.590 |
97.565 |
97.590 |
unch |
262 |
3,413 |
-664 |
| Total Volume and Open Interest |
1,912 |
24,672 |
-1,048 |
| Long Gilt(LIFFE) |
| Dec04 |
041013 |
108~07 |
108~10 |
108~01 |
108~08 |
-0~01 |
52,128 |
217,314 |
+3,072 |
| Mar05 |
041013 |
109~23 |
109~23 |
109~23 |
109~23 |
-0~01 |
|
|
|
| Total Volume and Open Interest |
52,128 |
217,314 |
+3,072 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041013 |
95.05 |
95.08 |
95.04 |
95.07 |
-0.01 |
50,318 |
244,882 |
+1,900 |
| Mar05 |
041013 |
95.03 |
95.06 |
95.01 |
95.05 |
unch |
59,878 |
257,695 |
-6,032 |
| Jun05 |
041013 |
95.04 |
95.08 |
95.03 |
95.06 |
-0.01 |
57,911 |
203,387 |
-8,187 |
| Sep05 |
041013 |
95.05 |
95.10 |
95.04 |
95.08 |
-0.01 |
38,993 |
160,585 |
+5,339 |
| Dec05 |
041013 |
95.05 |
95.09 |
95.04 |
95.08 |
-0.01 |
35,661 |
139,784 |
-4,037 |
| Mar06 |
041013 |
95.02 |
95.07 |
95.02 |
95.05 |
-0.01 |
16,871 |
85,859 |
+231 |
| Total Volume and Open Interest |
287,747 |
1,254,804 |
-5,967 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041013 |
97.810 |
97.820 |
97.805 |
97.815 |
-0.005 |
95,279 |
623,615 |
+4,338 |
| Mar05 |
041013 |
97.715 |
97.725 |
97.695 |
97.715 |
-0.010 |
169,965 |
562,994 |
-10,969 |
| Jun05 |
041013 |
97.580 |
97.600 |
97.560 |
97.585 |
-0.010 |
184,542 |
500,206 |
+21,969 |
| Total Volume and Open Interest |
721,034 |
3,040,918 |
+29,396 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041013 |
94.60 |
94.60 |
94.59 |
94.60 |
unch |
4,559 |
205,429 |
-15,926 |
| Mar05 |
041013 |
94.57 |
94.57 |
94.55 |
94.56 |
-0.01 |
6,602 |
130,462 |
-2,107 |
| Jun05 |
041013 |
94.53 |
94.54 |
94.51 |
94.53 |
unch |
2,159 |
54,501 |
+24 |
| Sep05 |
041013 |
94.49 |
94.49 |
94.47 |
94.49 |
unch |
1,565 |
33,406 |
+1,416 |
| Dec05 |
041013 |
94.45 |
94.45 |
94.45 |
94.45 |
unch |
57 |
17,847 |
-144 |
| Mar06 |
041013 |
94.39 |
94.40 |
94.39 |
94.40 |
unch |
9 |
10,033 |
-273 |
| Jun06 |
041013 |
94.35 |
94.37 |
94.35 |
94.37 |
+0.01 |
5 |
8,625 |
-85 |
| Sep06 |
041013 |
94.32 |
94.32 |
94.32 |
94.32 |
unch |
0 |
4,328 |
-15 |
| Dec06 |
041013 |
94.27 |
94.27 |
94.27 |
94.27 |
unch |
0 |
2,984 |
+0 |
| Mar07 |
041013 |
94.23 |
94.23 |
94.23 |
94.23 |
unch |
10 |
1,992 |
-40 |
| Total Volume and Open Interest |
15,098 |
472,591 |
-17,018 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041013 |
94.55 |
94.58 |
94.54 |
94.55 |
unch |
23,548 |
239,555 |
+5,031 |
| Mar05 |
041013 |
94.55 |
94.55 |
94.55 |
94.55 |
unch |
|
|
|
| Total Volume and Open Interest |
23,548 |
239,555 |
+5,031 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041013 |
94.77 |
94.79 |
94.75 |
94.77 |
unch |
44,758 |
353,307 |
-9,358 |
| Mar05 |
041013 |
94.77 |
94.77 |
94.77 |
94.77 |
unch |
|
|
|
| Total Volume and Open Interest |
44,758 |
353,307 |
-9,358 |
| Gold(CMX) |
| Oct04 |
041013 |
411.0 |
413.2 |
410.3 |
413.2 |
-1.9 |
299 |
498 |
+180 |
| Dec04 |
041013 |
412.5 |
415.0 |
410.5 |
414.6 |
-2.0 |
74,085 |
238,050 |
-9,185 |
| Feb05 |
041013 |
415.0 |
416.3 |
412.5 |
416.2 |
-2.0 |
1,119 |
12,550 |
+215 |
| Apr05 |
041013 |
416.3 |
417.8 |
413.5 |
417.8 |
-2.1 |
418 |
4,452 |
-90 |
| Jun05 |
041013 |
418.5 |
419.6 |
415.5 |
419.6 |
-2.1 |
1,630 |
12,585 |
+359 |
| Aug05 |
041013 |
421.5 |
421.5 |
421.5 |
421.5 |
-2.1 |
0 |
6,876 |
+0 |
| Oct05 |
041013 |
423.4 |
423.4 |
423.4 |
423.4 |
-2.2 |
555 |
1,744 |
+352 |
| Dec05 |
041013 |
424.5 |
425.4 |
421.5 |
425.4 |
-2.2 |
196 |
8,515 |
-29 |
| Feb06 |
041013 |
427.5 |
427.5 |
427.5 |
427.5 |
-2.3 |
0 |
844 |
+0 |
| Apr06 |
041013 |
429.7 |
429.7 |
429.7 |
429.7 |
-2.3 |
0 |
486 |
+0 |
| Jun06 |
041013 |
431.9 |
431.9 |
431.9 |
431.9 |
-2.4 |
20 |
8,277 |
+0 |
| Aug06 |
041013 |
434.3 |
434.3 |
434.3 |
434.3 |
-2.4 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
78,326 |
302,197 |
-8,198 |
| Silver(CMX) |
| Dec04 |
041013 |
684.0 |
695.5 |
681.0 |
690.0 |
-15.5 |
20,639 |
87,857 |
+1,388 |
| Mar05 |
041013 |
691.5 |
698.0 |
685.0 |
693.7 |
-15.5 |
2,025 |
10,718 |
+1,536 |
| May05 |
041013 |
694.0 |
697.0 |
688.0 |
696.0 |
-15.4 |
5 |
1,962 |
-3 |
| Jul05 |
041013 |
696.0 |
704.0 |
690.0 |
698.7 |
-15.3 |
155 |
1,959 |
+91 |
| Sep05 |
041013 |
696.0 |
701.2 |
696.0 |
701.2 |
-15.1 |
0 |
507 |
+0 |
| Dec05 |
041013 |
702.0 |
707.0 |
698.0 |
705.0 |
-15.0 |
46 |
3,192 |
+28 |
| Mar06 |
041013 |
708.2 |
708.2 |
708.2 |
708.2 |
-15.0 |
|
|
|
| Total Volume and Open Interest |
22,872 |
107,869 |
+3,038 |
| Platinum(NYMEX) |
| Oct04 |
041013 |
840.0 |
840.0 |
835.8 |
835.8 |
-7.1 |
1 |
108 |
-1 |
| Jan05 |
041013 |
831.0 |
834.5 |
823.0 |
833.8 |
-9.1 |
1,244 |
5,953 |
-43 |
| Apr05 |
041013 |
827.8 |
827.8 |
827.8 |
827.8 |
-9.1 |
1 |
2 |
-1 |
| Total Volume and Open Interest |
1,246 |
6,063 |
-45 |
| Palladium(NYMEX) |
| Dec04 |
041013 |
215.00 |
217.75 |
209.60 |
217.45 |
-5.75 |
1,396 |
10,252 |
-138 |
| Mar05 |
041013 |
220.00 |
220.00 |
215.00 |
219.45 |
-5.75 |
5 |
80 |
+4 |
| Total Volume and Open Interest |
1,401 |
10,332 |
-134 |
| Copper(CMX) |
| Dec04 |
041013 |
133.50 |
134.25 |
127.00 |
128.80 |
-16.00 |
7,399 |
78,152 |
+102 |
| Mar05 |
041013 |
127.50 |
128.00 |
121.40 |
123.30 |
-13.90 |
406 |
8,241 |
+1 |
| May05 |
041013 |
118.10 |
122.30 |
117.00 |
117.80 |
-12.20 |
26 |
2,506 |
+18 |
| Jul05 |
041013 |
119.00 |
120.00 |
113.80 |
113.80 |
-10.90 |
11 |
1,555 |
-7 |
| Sep05 |
041013 |
118.00 |
119.00 |
110.80 |
110.80 |
-10.55 |
34 |
1,408 |
-2 |
| Total Volume and Open Interest |
8,370 |
103,422 |
+236 |
| Aluminum(CMX) |
| Oct04 |
041013 |
84.60 |
84.60 |
84.60 |
84.60 |
-5.40 |
14 |
228 |
-7 |
| Nov04 |
041013 |
84.10 |
84.10 |
84.10 |
84.10 |
-5.40 |
127 |
938 |
-2 |
| Dec04 |
041013 |
83.50 |
84.00 |
83.50 |
83.60 |
-5.40 |
62 |
1,278 |
+10 |
| Jan05 |
041013 |
82.85 |
82.85 |
82.85 |
82.85 |
-5.25 |
0 |
685 |
+0 |
| Feb05 |
041013 |
82.05 |
82.05 |
82.05 |
82.05 |
-5.05 |
0 |
636 |
+0 |
| Mar05 |
041013 |
81.40 |
81.40 |
81.40 |
81.40 |
-4.90 |
10 |
651 |
+0 |
| Total Volume and Open Interest |
213 |
10,103 |
+1 |
| DJIA Index(CBOT) |
| Dec04 |
041013 |
10105 |
10125 |
9947 |
9981 |
-87 |
4,553 |
40,672 |
+367 |
| Mar05 |
041013 |
10030 |
10030 |
9975 |
9979 |
-87 |
4 |
17 |
+0 |
| Jun05 |
041013 |
9990 |
9990 |
9990 |
9990 |
-87 |
|
|
|
| Total Volume and Open Interest |
4,557 |
40,690 |
+367 |
| S & P 500(CME) |
| Dec04 |
041013 |
1126.70 |
1127.20 |
1109.60 |
1112.20 |
-10.20 |
35,435 |
615,052 |
+3,679 |
| Mar05 |
041013 |
1128.00 |
1128.00 |
1113.00 |
1113.30 |
-10.20 |
250 |
12,192 |
+55 |
| Jun05 |
041013 |
1115.40 |
1115.40 |
1115.40 |
1115.40 |
-10.40 |
0 |
598 |
+0 |
| Sep05 |
041013 |
1117.60 |
1117.60 |
1117.60 |
1117.60 |
-11.00 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
35,685 |
627,998 |
+3,734 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041013 |
1125.75 |
1127.50 |
1109.50 |
1112.00 |
-10.50 |
712,789 |
685,613 |
+16,462 |
| Mar05 |
041013 |
1126.00 |
1128.00 |
1111.25 |
1113.25 |
-10.25 |
857 |
2,729 |
-261 |
| Total Volume and Open Interest |
713,646 |
688,342 |
+16,201 |
| NASDAQ 100(CME) |
| Dec04 |
041013 |
1454.00 |
1457.00 |
1428.50 |
1437.00 |
-2.50 |
12,411 |
71,829 |
+38 |
| Mar05 |
041013 |
1445.00 |
1445.00 |
1445.00 |
1445.00 |
-2.50 |
0 |
36 |
+0 |
| Jun05 |
041013 |
1452.00 |
1452.00 |
1452.00 |
1452.00 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
12,411 |
71,865 |
+38 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041013 |
1443.00 |
1457.50 |
1428.50 |
1437.00 |
-2.50 |
363,557 |
272,080 |
+8,205 |
| Mar05 |
041013 |
1458.00 |
1464.00 |
1441.00 |
1445.00 |
-2.50 |
233 |
1,709 |
-119 |
| Total Volume and Open Interest |
363,790 |
273,789 |
+8,086 |
| S & P Midcap 400(CME) |
| Dec04 |
041013 |
596.00 |
596.25 |
586.50 |
586.75 |
-5.25 |
264 |
13,121 |
+8 |
| Mar05 |
041013 |
587.50 |
587.50 |
587.50 |
587.50 |
-5.50 |
0 |
1 |
+0 |
| Jun05 |
041013 |
587.50 |
587.50 |
587.50 |
587.50 |
-5.50 |
|
|
|
| Total Volume and Open Interest |
264 |
13,122 |
+8 |
| Russell 2000(CME) |
| Dec04 |
041013 |
581.00 |
581.25 |
567.50 |
568.00 |
-8.50 |
707 |
26,804 |
-45 |
| Mar05 |
041013 |
568.00 |
568.00 |
568.00 |
568.00 |
-8.50 |
|
|
|
| Jun05 |
041013 |
568.00 |
568.00 |
568.00 |
568.00 |
-8.50 |
|
|
|
| Total Volume and Open Interest |
707 |
26,804 |
-45 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041013 |
577.10 |
581.90 |
567.50 |
568.00 |
-8.50 |
71,697 |
85,747 |
+1,561 |
| Mar05 |
041013 |
577.00 |
577.00 |
568.00 |
568.00 |
-8.50 |
3 |
65 |
+1 |
| Total Volume and Open Interest |
71,700 |
85,812 |
+1,562 |
| Nikkei 225(CME) |
| Dec04 |
041013 |
11215 |
11310 |
11195 |
11200 |
-20 |
18,220 |
164,108 |
+2,925 |
| Mar05 |
041013 |
11200 |
11200 |
11200 |
11200 |
-20 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
18,220 |
164,115 |
+2,925 |
| Nikkei 225(SGX) |
| Dec04 |
041013 |
11215 |
11310 |
11195 |
11200 |
-20 |
18,220 |
164,108 |
+2,925 |
| Mar05 |
041013 |
11200 |
11200 |
11200 |
11200 |
-20 |
0 |
4 |
+0 |
| Jun05 |
041013 |
11155 |
11155 |
11155 |
11155 |
-20 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
18,220 |
164,115 |
+2,925 |
| CAC 40(EURONEXT) |
| Oct04 |
041013 |
3708.5 |
3720.0 |
3685.5 |
3694.0 |
+3.5 |
121,841 |
435,861 |
+37,178 |
| Nov04 |
041013 |
3715.0 |
3725.5 |
3693.5 |
3701.0 |
+3.5 |
59,684 |
75,148 |
+62,938 |
| Dec04 |
041013 |
3717.0 |
3721.5 |
3692.0 |
3698.5 |
+4.0 |
463 |
128,224 |
-2 |
| Total Volume and Open Interest |
181,989 |
648,260 |
+100,114 |
| Hang Seng Index(HKFE) |
| Oct04 |
041013 |
13250 |
13345 |
13112 |
13166 |
-28 |
31,607 |
113,318 |
+35 |
| Nov04 |
041013 |
13200 |
13300 |
13078 |
13123 |
-37 |
472 |
1,509 |
+93 |
| Dec04 |
041013 |
13162 |
13291 |
13083 |
13125 |
-28 |
54 |
1,012 |
+11 |
| Total Volume and Open Interest |
32,151 |
118,515 |
+140 |
| DAX(EUREX) |
| Dec04 |
041013 |
4003.0 |
4035.5 |
3942.0 |
3956.5 |
-27.0 |
123,579 |
167,261 |
+440 |
| Mar05 |
041013 |
4023.0 |
4054.0 |
3978.5 |
3978.5 |
-27.0 |
5,215 |
9,547 |
+76 |
| Jun05 |
041013 |
4045.5 |
4072.0 |
3995.0 |
4002.0 |
-26.5 |
32 |
1,101 |
+69 |
| Total Volume and Open Interest |
128,826 |
177,909 |
+585 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041013 |
4695.00 |
4696.50 |
4648.50 |
4659.50 |
-12.50 |
66,258 |
447,534 |
-1,857 |
| Mar05 |
041013 |
4695.00 |
4696.00 |
4653.50 |
4665.50 |
-12.50 |
511 |
12,867 |
-254 |
| Jun05 |
041013 |
4707.50 |
4707.50 |
4683.00 |
4683.00 |
-12.00 |
750 |
9,815 |
+725 |
| Total Volume and Open Interest |
67,519 |
470,216 |
-1,386 |
| SPI 200(SFE) |
| Dec04 |
041013 |
3732.0 |
3738.0 |
3724.0 |
3735.0 |
-2.0 |
12,656 |
163,334 |
+633 |
| Mar05 |
041013 |
3735.0 |
3744.0 |
3735.0 |
3744.0 |
-2.0 |
28 |
2,561 |
-47 |
| Jun05 |
041013 |
3754.0 |
3754.0 |
3754.0 |
3754.0 |
-1.0 |
3 |
3,019 |
+3 |
| Total Volume and Open Interest |
12,695 |
171,607 |
+589 |
| GSCI(CME) |
| Oct04 |
041013 |
343.00 |
352.60 |
343.00 |
352.20 |
+1.95 |
3,212 |
4,965 |
-1,700 |
| Nov04 |
041013 |
347.75 |
356.55 |
347.75 |
356.55 |
+1.55 |
3,232 |
13,575 |
+3,172 |
| Dec04 |
041013 |
358.00 |
358.00 |
358.00 |
358.00 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
6,444 |
18,540 |
+1,472 |
| RJ/CRB Index(ICE) |
| Nov04 |
041013 |
281.75 |
282.00 |
279.50 |
281.50 |
-3.25 |
49 |
250 |
+8 |
| Jan05 |
041013 |
281.00 |
281.00 |
280.00 |
281.00 |
-3.25 |
0 |
208 |
+0 |
| Feb05 |
041013 |
279.50 |
279.50 |
279.00 |
279.25 |
-3.25 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
50 |
592 |
+8 |
|
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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