|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu October 14, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041014 |
510.50 |
516.50 |
509.50 |
515.50 |
+6.00 |
42,086 |
124,083 |
-4,067 |
| Jan05 |
041014 |
518.00 |
522.00 |
516.50 |
521.25 |
+4.00 |
14,019 |
55,668 |
+3,039 |
| Mar05 |
041014 |
525.50 |
528.00 |
523.00 |
527.75 |
+4.25 |
5,405 |
29,273 |
+1,010 |
| May05 |
041014 |
533.00 |
535.00 |
530.50 |
533.75 |
+3.00 |
3,109 |
17,380 |
+266 |
| Jul05 |
041014 |
540.50 |
541.50 |
537.50 |
539.75 |
+2.00 |
3,261 |
14,292 |
+1,172 |
| Aug05 |
041014 |
542.00 |
542.00 |
542.00 |
542.00 |
+2.00 |
189 |
569 |
+89 |
| Sep05 |
041014 |
545.00 |
545.00 |
545.00 |
545.00 |
+3.00 |
2 |
186 |
+1 |
| Total Volume and Open Interest |
68,588 |
246,763 |
+1,466 |
| Soybean Meal(CBOT) |
| Oct04 |
041014 |
151.00 |
152.50 |
149.00 |
152.50 |
+1.30 |
633 |
259 |
-358 |
| Dec04 |
041014 |
153.50 |
153.50 |
152.10 |
152.50 |
-0.40 |
11,872 |
55,310 |
-637 |
| Jan05 |
041014 |
154.70 |
154.80 |
153.50 |
154.00 |
-0.30 |
2,546 |
16,652 |
+683 |
| Mar05 |
041014 |
156.80 |
157.30 |
155.70 |
156.40 |
-0.20 |
3,620 |
17,140 |
-165 |
| May05 |
041014 |
158.30 |
159.20 |
157.50 |
158.50 |
+0.40 |
3,484 |
13,518 |
-437 |
| Jul05 |
041014 |
160.70 |
161.90 |
160.00 |
161.20 |
+0.50 |
3,390 |
19,404 |
+807 |
| Aug05 |
041014 |
161.70 |
163.20 |
160.90 |
162.50 |
+1.30 |
380 |
5,652 |
+82 |
| Sep05 |
041014 |
161.70 |
164.50 |
161.70 |
163.20 |
+1.50 |
260 |
4,062 |
+118 |
| Total Volume and Open Interest |
26,671 |
136,586 |
+277 |
| Soybean Oil(CBOT) |
| Oct04 |
041014 |
20.07 |
20.24 |
20.07 |
20.20 |
+0.30 |
174 |
179 |
-283 |
| Dec04 |
041014 |
20.07 |
20.57 |
20.07 |
20.50 |
+0.45 |
17,366 |
64,001 |
+821 |
| Jan05 |
041014 |
20.38 |
20.70 |
20.36 |
20.67 |
+0.38 |
5,611 |
28,430 |
+826 |
| Mar05 |
041014 |
20.55 |
20.87 |
20.53 |
20.85 |
+0.40 |
2,595 |
20,096 |
+917 |
| May05 |
041014 |
20.75 |
21.02 |
20.72 |
21.00 |
+0.40 |
3,002 |
14,680 |
+743 |
| Jul05 |
041014 |
20.90 |
21.15 |
20.86 |
21.13 |
+0.39 |
2,481 |
13,224 |
+516 |
| Aug05 |
041014 |
20.95 |
21.15 |
20.88 |
21.15 |
+0.35 |
244 |
4,858 |
+85 |
| Sep05 |
041014 |
21.00 |
21.17 |
20.95 |
21.17 |
+0.34 |
122 |
2,779 |
+72 |
| Total Volume and Open Interest |
31,971 |
154,296 |
+3,769 |
| Canola(WCE) |
| Nov04 |
041014 |
289.0 |
296.0 |
288.7 |
295.0 |
+6.9 |
4,065 |
28,526 |
-2,578 |
| Jan05 |
041014 |
295.0 |
302.0 |
294.8 |
302.0 |
+7.7 |
4,849 |
14,312 |
+1,855 |
| Mar05 |
041014 |
301.0 |
307.5 |
301.0 |
307.5 |
+7.2 |
55 |
5,053 |
+12 |
| May05 |
041014 |
309.0 |
309.0 |
309.0 |
309.0 |
+3.5 |
57 |
401 |
+0 |
| Jul05 |
041014 |
314.6 |
314.6 |
314.6 |
314.6 |
+5.6 |
0 |
195 |
+0 |
| Total Volume and Open Interest |
9,041 |
51,631 |
-663 |
| Corn(CBOT) |
| Dec04 |
041014 |
207.25 |
207.25 |
203.00 |
204.25 |
-1.00 |
47,052 |
348,788 |
-1,674 |
| Mar05 |
041014 |
217.00 |
217.25 |
213.25 |
214.50 |
-1.25 |
13,747 |
129,975 |
+639 |
| May05 |
041014 |
224.50 |
225.00 |
220.75 |
221.50 |
-1.50 |
2,395 |
42,638 |
+450 |
| Jul05 |
041014 |
231.25 |
231.50 |
227.00 |
228.75 |
-0.75 |
5,521 |
50,290 |
+1,038 |
| Sep05 |
041014 |
236.50 |
236.50 |
234.25 |
235.00 |
unch |
1,070 |
12,354 |
+377 |
| Dec05 |
041014 |
244.75 |
244.75 |
243.00 |
244.00 |
-0.25 |
1,541 |
23,973 |
+6 |
| Total Volume and Open Interest |
71,384 |
609,838 |
+836 |
| Wheat(CBOT) |
| Dec04 |
041014 |
314.50 |
315.50 |
310.75 |
314.00 |
+2.00 |
15,738 |
125,670 |
-791 |
| Mar05 |
041014 |
325.50 |
325.75 |
321.50 |
324.75 |
+1.50 |
1,920 |
22,648 |
-362 |
| May05 |
041014 |
330.00 |
330.00 |
325.50 |
328.50 |
+1.75 |
272 |
4,090 |
-7 |
| Jul05 |
041014 |
330.00 |
331.50 |
327.00 |
331.25 |
+2.50 |
490 |
7,355 |
+60 |
| Sep05 |
041014 |
337.50 |
337.50 |
337.50 |
337.50 |
+2.50 |
5 |
129 |
-4 |
| Total Volume and Open Interest |
18,482 |
160,081 |
-1,079 |
| Wheat(KCBT) |
| Dec04 |
041014 |
341.50 |
344.50 |
340.50 |
343.75 |
+3.25 |
3,592 |
51,526 |
-627 |
| Mar05 |
041014 |
348.50 |
350.00 |
346.00 |
349.00 |
+2.00 |
900 |
12,789 |
-201 |
| May05 |
041014 |
350.50 |
351.00 |
348.00 |
351.00 |
+2.50 |
175 |
3,275 |
+99 |
| Jul05 |
041014 |
349.50 |
350.00 |
346.50 |
348.75 |
+1.75 |
177 |
4,406 |
-5 |
| Sep05 |
041014 |
351.00 |
351.00 |
351.00 |
351.00 |
+2.00 |
0 |
286 |
+0 |
| Total Volume and Open Interest |
4,844 |
72,331 |
-734 |
| Wheat(MGE) |
| Dec04 |
041014 |
366.00 |
369.00 |
363.75 |
369.00 |
+4.50 |
2,288 |
19,340 |
-321 |
| Mar05 |
041014 |
375.00 |
378.25 |
373.75 |
378.00 |
+4.25 |
1,263 |
9,958 |
+444 |
| May05 |
041014 |
382.00 |
384.00 |
380.00 |
384.00 |
+4.00 |
73 |
3,519 |
+15 |
| Jul05 |
041014 |
384.50 |
384.50 |
381.50 |
383.50 |
+3.50 |
11 |
2,058 |
-5 |
| Sep05 |
041014 |
377.00 |
379.50 |
377.00 |
379.50 |
+2.50 |
5 |
698 |
+4 |
| Total Volume and Open Interest |
3,629 |
35,640 |
+137 |
| Oats(CBOT) |
| Dec04 |
041014 |
144.50 |
144.75 |
141.50 |
143.75 |
unch |
760 |
5,168 |
+87 |
| Mar05 |
041014 |
151.75 |
151.75 |
149.00 |
150.50 |
unch |
67 |
1,647 |
+33 |
| May05 |
041014 |
155.25 |
155.25 |
155.25 |
155.25 |
unch |
20 |
107 |
+0 |
| Jul05 |
041014 |
160.00 |
160.00 |
160.00 |
160.00 |
unch |
0 |
32 |
+0 |
| Total Volume and Open Interest |
827 |
6,954 |
+120 |
| Rough Rice(CBOT) |
| Nov04 |
041014 |
6.68 |
6.74 |
6.66 |
6.66 |
+0.02 |
519 |
3,225 |
+62 |
| Jan05 |
041014 |
6.92 |
6.92 |
6.86 |
6.86 |
+0.03 |
347 |
1,791 |
+52 |
| Mar05 |
041014 |
7.06 |
7.06 |
7.06 |
7.06 |
+0.02 |
41 |
774 |
-40 |
| May05 |
041014 |
7.26 |
7.26 |
7.26 |
7.26 |
+0.02 |
10 |
163 |
+5 |
| Total Volume and Open Interest |
917 |
5,957 |
+79 |
| Live Cattle(CME) |
| Oct04 |
041014 |
86.550 |
86.600 |
85.750 |
86.250 |
+0.200 |
6,638 |
8,588 |
-1,033 |
| Dec04 |
041014 |
88.400 |
88.600 |
87.650 |
88.100 |
-0.250 |
7,968 |
63,638 |
-695 |
| Feb05 |
041014 |
89.950 |
89.950 |
89.050 |
89.525 |
-0.400 |
2,608 |
19,484 |
+783 |
| Apr05 |
041014 |
87.650 |
87.650 |
86.750 |
87.300 |
-0.400 |
445 |
8,251 |
+206 |
| Jun05 |
041014 |
83.650 |
83.650 |
83.000 |
83.300 |
-0.550 |
518 |
5,754 |
+158 |
| Aug05 |
041014 |
83.175 |
83.175 |
82.700 |
83.000 |
-0.275 |
74 |
2,576 |
+19 |
| Total Volume and Open Interest |
18,260 |
108,652 |
-564 |
| Feeder Cattle(CME) |
| Oct04 |
041014 |
114.250 |
114.300 |
113.550 |
114.125 |
+0.025 |
737 |
4,109 |
-319 |
| Nov04 |
041014 |
112.700 |
112.750 |
111.750 |
112.200 |
-0.225 |
1,494 |
8,036 |
-43 |
| Jan05 |
041014 |
109.450 |
109.650 |
108.450 |
108.850 |
-0.650 |
786 |
5,488 |
+328 |
| Mar05 |
041014 |
104.500 |
104.500 |
103.900 |
104.200 |
-0.400 |
44 |
1,127 |
+12 |
| Apr05 |
041014 |
103.500 |
103.500 |
103.000 |
103.400 |
-0.350 |
23 |
402 |
+15 |
| May05 |
041014 |
103.350 |
103.400 |
103.000 |
103.100 |
-0.375 |
39 |
347 |
+15 |
| Total Volume and Open Interest |
3,123 |
19,509 |
+8 |
| Lean Hogs(CME) |
| Oct04 |
041014 |
71.900 |
72.125 |
71.700 |
71.950 |
unch |
1,411 |
4,127 |
-821 |
| Dec04 |
041014 |
64.375 |
65.250 |
64.300 |
64.850 |
+0.175 |
9,944 |
52,271 |
-2,068 |
| Feb05 |
041014 |
64.450 |
65.250 |
64.300 |
64.875 |
+0.200 |
2,270 |
17,173 |
-18 |
| Apr05 |
041014 |
62.450 |
63.100 |
62.250 |
62.850 |
+0.150 |
709 |
6,296 |
-45 |
| May05 |
041014 |
62.750 |
63.400 |
62.750 |
63.400 |
+0.175 |
49 |
1,185 |
+11 |
| Jun05 |
041014 |
67.000 |
67.750 |
67.000 |
67.725 |
+0.400 |
306 |
3,160 |
+18 |
| Jul05 |
041014 |
64.200 |
64.400 |
64.150 |
64.350 |
+0.125 |
21 |
828 |
+4 |
| Aug05 |
041014 |
59.800 |
59.900 |
59.800 |
59.900 |
+0.100 |
39 |
514 |
+30 |
| Total Volume and Open Interest |
14,755 |
85,651 |
-2,889 |
| Pork Bellies(CME) |
| Feb05 |
041014 |
93.700 |
94.300 |
93.350 |
93.600 |
-0.700 |
308 |
1,180 |
-12 |
| Mar05 |
041014 |
94.000 |
94.000 |
94.000 |
94.000 |
-0.500 |
0 |
16 |
+0 |
| May05 |
041014 |
96.000 |
96.000 |
96.000 |
96.000 |
-0.600 |
15 |
18 |
+13 |
| Jul05 |
041014 |
98.575 |
98.575 |
98.575 |
98.575 |
-0.025 |
0 |
7 |
+0 |
| Aug05 |
041014 |
95.000 |
95.000 |
95.000 |
95.000 |
unch |
|
|
|
| Total Volume and Open Interest |
323 |
1,221 |
+1 |
| Class III Milk(CME) |
| Oct04 |
041014 |
14.09 |
14.20 |
14.07 |
14.11 |
+0.01 |
70 |
4,417 |
+9 |
| Nov04 |
041014 |
13.09 |
13.26 |
13.00 |
13.01 |
-0.08 |
499 |
3,376 |
+0 |
| Dec04 |
041014 |
12.55 |
12.65 |
12.45 |
12.45 |
-0.14 |
110 |
2,577 |
-12 |
| Jan05 |
041014 |
12.30 |
12.34 |
12.22 |
12.22 |
-0.12 |
225 |
1,615 |
+125 |
| Feb05 |
041014 |
12.15 |
12.15 |
12.05 |
12.05 |
-0.10 |
117 |
1,557 |
+74 |
| Total Volume and Open Interest |
1,725 |
21,056 |
+555 |
| Cocoa(ICE) |
| Dec04 |
041014 |
1451 |
1480 |
1444 |
1457 |
+22 |
2,996 |
45,985 |
-531 |
| Mar05 |
041014 |
1468 |
1490 |
1464 |
1472 |
+23 |
523 |
19,504 |
+123 |
| May05 |
041014 |
1480 |
1496 |
1480 |
1483 |
+23 |
155 |
11,670 |
+14 |
| Jul05 |
041014 |
1494 |
1494 |
1494 |
1494 |
+23 |
50 |
10,507 |
+0 |
| Sep05 |
041014 |
1500 |
1505 |
1500 |
1505 |
+23 |
1 |
7,239 |
+1 |
| Dec05 |
041014 |
1515 |
1530 |
1512 |
1526 |
+28 |
135 |
7,321 |
+12 |
| Mar06 |
041014 |
1540 |
1540 |
1535 |
1538 |
+31 |
0 |
9,737 |
+0 |
| Total Volume and Open Interest |
3,860 |
120,241 |
-381 |
| Coffee "C"(ICE) |
| Dec04 |
041014 |
74.20 |
74.40 |
72.90 |
73.25 |
-0.55 |
11,126 |
54,890 |
-1,780 |
| Mar05 |
041014 |
77.40 |
77.50 |
76.20 |
76.45 |
-0.50 |
1,779 |
15,322 |
-66 |
| May05 |
041014 |
79.40 |
79.50 |
78.40 |
78.40 |
-0.60 |
286 |
4,158 |
-56 |
| Jul05 |
041014 |
81.10 |
81.15 |
80.00 |
80.20 |
-0.60 |
90 |
1,481 |
+32 |
| Sep05 |
041014 |
82.90 |
82.90 |
82.00 |
82.00 |
-0.65 |
32 |
623 |
+0 |
| Dec05 |
041014 |
85.60 |
85.60 |
84.70 |
84.70 |
-0.70 |
85 |
620 |
-47 |
| Total Volume and Open Interest |
13,398 |
77,215 |
-1,917 |
| Orange Juice(ICE) |
| Nov04 |
041014 |
83.60 |
85.40 |
83.50 |
85.25 |
+1.45 |
2,138 |
19,465 |
-561 |
| Jan05 |
041014 |
85.80 |
87.70 |
85.80 |
87.50 |
+1.45 |
946 |
8,711 |
+164 |
| Mar05 |
041014 |
88.10 |
89.70 |
88.10 |
89.70 |
+1.10 |
94 |
8,969 |
-4 |
| May05 |
041014 |
91.50 |
92.40 |
91.30 |
92.40 |
+1.10 |
20 |
4,642 |
+9 |
| Jul05 |
041014 |
93.75 |
93.90 |
93.75 |
93.90 |
+0.90 |
0 |
575 |
+0 |
| Sep05 |
041014 |
95.60 |
95.60 |
95.60 |
95.60 |
+0.60 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
3,199 |
42,943 |
-391 |
| Sugar #11(ICE) |
| Mar05 |
041014 |
9.12 |
9.26 |
9.08 |
9.25 |
+0.13 |
24,682 |
234,757 |
+3,121 |
| May05 |
041014 |
9.20 |
9.31 |
9.16 |
9.31 |
+0.11 |
6,526 |
38,918 |
+467 |
| Jul05 |
041014 |
8.99 |
9.07 |
8.95 |
9.07 |
+0.07 |
2,082 |
23,587 |
-155 |
| Oct05 |
041014 |
8.90 |
9.00 |
8.89 |
8.99 |
+0.07 |
807 |
21,586 |
-102 |
| Mar06 |
041014 |
8.77 |
8.85 |
8.76 |
8.85 |
+0.07 |
222 |
7,476 |
-104 |
| Total Volume and Open Interest |
34,319 |
329,232 |
+3,227 |
| Sugar #14(ICE) |
| Jan05 |
041014 |
20.17 |
20.24 |
20.17 |
20.23 |
+0.04 |
173 |
2,757 |
+42 |
| Mar05 |
041014 |
20.35 |
20.38 |
20.35 |
20.38 |
+0.01 |
63 |
2,864 |
+50 |
| May05 |
041014 |
20.46 |
20.46 |
20.46 |
20.46 |
-0.01 |
25 |
1,929 |
+22 |
| Jul05 |
041014 |
20.70 |
20.72 |
20.68 |
20.72 |
unch |
11 |
1,247 |
+3 |
| Sep05 |
041014 |
20.85 |
20.85 |
20.85 |
20.85 |
unch |
174 |
1,147 |
+31 |
| Total Volume and Open Interest |
452 |
10,449 |
+150 |
| London Cocoa(LCE) |
| Dec04 |
041014 |
827 |
847 |
822 |
840 |
+12 |
2,583 |
83,058 |
-62 |
| Mar05 |
041014 |
849 |
869 |
844 |
862 |
+12 |
1,015 |
35,748 |
+37 |
| May05 |
041014 |
863 |
880 |
862 |
877 |
+12 |
387 |
17,502 |
+119 |
| Jul05 |
041014 |
879 |
899 |
875 |
893 |
+13 |
79 |
15,260 |
+76 |
| Sep05 |
041014 |
890 |
911 |
890 |
908 |
+12 |
56 |
26,295 |
-3 |
| Dec05 |
041014 |
900 |
918 |
897 |
914 |
+13 |
320 |
10,616 |
+213 |
| Mar06 |
041014 |
912 |
925 |
912 |
921 |
+12 |
28 |
3,214 |
+28 |
| Total Volume and Open Interest |
4,468 |
192,161 |
+408 |
| London Coffee(LCE) |
| Nov04 |
041014 |
595.00 |
602.00 |
592.00 |
594.00 |
+4.00 |
5,259 |
54,796 |
-2,048 |
| Jan05 |
041014 |
616.00 |
624.00 |
614.00 |
617.00 |
+5.00 |
6,791 |
39,537 |
-33 |
| Mar05 |
041014 |
638.00 |
643.00 |
634.00 |
637.00 |
+4.00 |
2,234 |
25,172 |
+341 |
| May05 |
041014 |
655.00 |
662.00 |
654.00 |
656.00 |
+5.00 |
1,031 |
17,334 |
+803 |
| Jul05 |
041014 |
674.00 |
677.00 |
671.00 |
673.00 |
+5.00 |
164 |
5,929 |
+120 |
| Sep05 |
041014 |
689.00 |
694.00 |
685.00 |
688.00 |
+6.00 |
251 |
4,230 |
+201 |
| Total Volume and Open Interest |
15,731 |
148,272 |
-615 |
| London Sugar(LCE) |
| Dec04 |
041014 |
240.80 |
245.00 |
240.80 |
244.60 |
+2.40 |
1,870 |
14,662 |
+202 |
| Mar05 |
041014 |
255.20 |
258.50 |
255.10 |
258.40 |
+2.20 |
1,392 |
21,111 |
+384 |
| May05 |
041014 |
261.00 |
264.40 |
261.00 |
263.60 |
+2.10 |
415 |
9,312 |
+178 |
| Aug05 |
041014 |
259.40 |
259.90 |
259.40 |
259.90 |
+2.30 |
10 |
4,567 |
+2 |
| Oct05 |
041014 |
257.00 |
257.00 |
257.00 |
257.00 |
+2.00 |
5 |
3,051 |
-5 |
| Total Volume and Open Interest |
3,694 |
55,013 |
+763 |
| Cotton(ICE) |
| Dec04 |
041014 |
46.80 |
48.50 |
46.45 |
46.52 |
+0.57 |
10,417 |
45,038 |
+272 |
| Mar05 |
041014 |
48.50 |
48.50 |
47.30 |
47.46 |
+0.18 |
4,982 |
18,715 |
+754 |
| May05 |
041014 |
49.70 |
49.70 |
48.35 |
48.40 |
+0.05 |
263 |
4,581 |
+15 |
| Jul05 |
041014 |
50.80 |
50.80 |
49.35 |
49.45 |
-0.11 |
427 |
5,672 |
+146 |
| Oct05 |
041014 |
50.95 |
50.95 |
50.95 |
50.95 |
-0.20 |
1 |
34 |
+0 |
| Dec05 |
041014 |
52.75 |
52.75 |
51.65 |
51.65 |
-0.55 |
46 |
2,377 |
+7 |
| Total Volume and Open Interest |
16,135 |
76,560 |
+1,194 |
| Lumber(CME) |
| Nov04 |
041014 |
299.0 |
301.0 |
293.3 |
300.0 |
-2.9 |
681 |
2,501 |
+90 |
| Jan05 |
041014 |
303.3 |
308.0 |
301.7 |
308.0 |
-3.7 |
192 |
1,060 |
+41 |
| Mar05 |
041014 |
321.1 |
321.1 |
313.1 |
313.1 |
-10.0 |
50 |
212 |
+5 |
| May05 |
041014 |
329.5 |
330.0 |
322.0 |
322.0 |
-10.0 |
18 |
51 |
-2 |
| Total Volume and Open Interest |
945 |
3,827 |
+135 |
| Crude Oil(NYM) |
| Nov04 |
041014 |
53.85 |
54.88 |
53.35 |
54.76 |
+1.12 |
122,256 |
122,209 |
-12,134 |
| Dec04 |
041014 |
53.20 |
54.15 |
52.70 |
54.06 |
+0.92 |
110,918 |
203,732 |
+14,238 |
| Jan05 |
041014 |
52.75 |
53.50 |
52.35 |
53.47 |
+0.85 |
21,322 |
57,371 |
-356 |
| Feb05 |
041014 |
52.00 |
52.77 |
51.95 |
52.77 |
+0.78 |
6,893 |
33,426 |
+836 |
| Mar05 |
041014 |
51.45 |
52.06 |
51.15 |
52.06 |
+0.74 |
5,179 |
27,560 |
+163 |
| Apr05 |
041014 |
50.75 |
51.34 |
50.65 |
51.34 |
+0.70 |
4,358 |
18,635 |
+681 |
| May05 |
041014 |
50.00 |
50.63 |
50.00 |
50.63 |
+0.67 |
3,063 |
14,175 |
+1,156 |
| Jun05 |
041014 |
49.25 |
49.95 |
49.00 |
49.92 |
+0.63 |
2,438 |
27,697 |
+668 |
| Jul05 |
041014 |
49.22 |
49.22 |
49.22 |
49.22 |
+0.58 |
290 |
11,838 |
-55 |
| Aug05 |
041014 |
48.57 |
48.57 |
48.57 |
48.57 |
+0.53 |
106 |
7,629 |
+24 |
| Sep05 |
041014 |
47.60 |
47.99 |
47.60 |
47.99 |
+0.49 |
590 |
11,618 |
+139 |
| Oct05 |
041014 |
47.10 |
47.46 |
47.10 |
47.46 |
+0.45 |
131 |
5,212 |
+9 |
| Nov05 |
041014 |
46.99 |
46.99 |
46.99 |
46.99 |
+0.43 |
156 |
6,967 |
+1 |
| Dec05 |
041014 |
46.00 |
46.59 |
45.90 |
46.59 |
+0.45 |
7,219 |
49,322 |
-2,924 |
| Jan06 |
041014 |
46.20 |
46.20 |
46.20 |
46.20 |
+0.44 |
172 |
7,178 |
+63 |
| Feb06 |
041014 |
45.84 |
45.84 |
45.84 |
45.84 |
+0.43 |
25 |
2,564 |
+0 |
| Total Volume and Open Interest |
289,858 |
736,375 |
+1,383 |
| Heating Oil(NYM) |
| Nov04 |
041014 |
149.70 |
155.00 |
149.40 |
154.91 |
+5.00 |
34,620 |
44,691 |
-6,841 |
| Dec04 |
041014 |
149.90 |
155.20 |
149.80 |
155.10 |
+4.70 |
27,562 |
57,982 |
+9,446 |
| Jan05 |
041014 |
149.70 |
154.50 |
149.65 |
154.35 |
+4.30 |
7,025 |
25,305 |
+663 |
| Feb05 |
041014 |
147.70 |
151.20 |
147.45 |
151.20 |
+3.55 |
1,880 |
16,392 |
+233 |
| Mar05 |
041014 |
143.30 |
145.90 |
142.60 |
145.90 |
+2.85 |
1,339 |
15,148 |
-120 |
| Apr05 |
041014 |
138.50 |
139.40 |
138.00 |
139.40 |
+2.25 |
732 |
4,362 |
+384 |
| May05 |
041014 |
132.50 |
134.10 |
132.50 |
133.65 |
+1.85 |
1,085 |
4,253 |
+701 |
| Jun05 |
041014 |
129.00 |
129.60 |
129.00 |
129.60 |
+1.55 |
745 |
5,235 |
+394 |
| Jul05 |
041014 |
126.80 |
127.40 |
125.70 |
127.40 |
+1.35 |
576 |
4,324 |
-60 |
| Aug05 |
041014 |
125.45 |
127.05 |
125.45 |
127.05 |
+1.25 |
2 |
684 |
+1 |
| Sep05 |
041014 |
127.40 |
127.40 |
127.40 |
127.40 |
+1.20 |
51 |
2,356 |
+50 |
| Oct05 |
041014 |
127.50 |
127.95 |
127.50 |
127.95 |
+1.15 |
1 |
217 |
+1 |
| Total Volume and Open Interest |
76,367 |
190,443 |
+5,246 |
| Gasoline(NYMEX) |
| Nov04 |
041014 |
141.00 |
142.50 |
139.00 |
141.96 |
+1.13 |
33,304 |
46,728 |
-5,236 |
| Dec04 |
041014 |
140.70 |
142.40 |
139.30 |
141.97 |
+1.10 |
18,733 |
45,418 |
+5,262 |
| Jan05 |
041014 |
140.30 |
142.20 |
139.80 |
141.92 |
+1.20 |
4,085 |
18,263 |
+1,384 |
| Feb05 |
041014 |
140.50 |
142.40 |
140.50 |
142.22 |
+1.12 |
1,032 |
8,655 |
+205 |
| Mar05 |
041014 |
141.85 |
142.57 |
141.85 |
142.57 |
+1.09 |
669 |
5,927 |
+75 |
| Apr05 |
041014 |
148.00 |
148.87 |
148.00 |
148.87 |
+1.04 |
2,028 |
9,189 |
-438 |
| May05 |
041014 |
146.50 |
148.25 |
146.50 |
148.07 |
+0.96 |
1,317 |
8,371 |
-1,164 |
| Jun05 |
041014 |
146.32 |
146.32 |
146.32 |
146.32 |
+0.91 |
110 |
3,287 |
+60 |
| Jul05 |
041014 |
143.67 |
143.67 |
143.67 |
143.67 |
+0.86 |
6 |
2,360 |
+1 |
| Aug05 |
041014 |
140.47 |
140.47 |
140.47 |
140.47 |
+0.76 |
120 |
1,479 |
+105 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041014 |
6.850 |
6.960 |
6.650 |
6.803 |
-0.048 |
45,325 |
49,334 |
+962 |
| Dec04 |
041014 |
8.050 |
8.060 |
7.830 |
7.994 |
-0.038 |
26,251 |
54,217 |
+4,388 |
| Jan05 |
041014 |
8.450 |
8.470 |
8.300 |
8.449 |
-0.015 |
12,423 |
44,200 |
-2,156 |
| Feb05 |
041014 |
8.470 |
8.470 |
8.340 |
8.469 |
unch |
4,479 |
22,715 |
-71 |
| Mar05 |
041014 |
8.140 |
8.140 |
8.000 |
8.114 |
-0.010 |
3,323 |
23,077 |
-424 |
| Apr05 |
041014 |
6.870 |
6.873 |
6.750 |
6.873 |
+0.014 |
2,234 |
17,761 |
+694 |
| May05 |
041014 |
6.620 |
6.623 |
6.520 |
6.623 |
+0.014 |
933 |
15,584 |
+240 |
| Jun05 |
041014 |
6.630 |
6.640 |
6.570 |
6.640 |
+0.014 |
437 |
11,215 |
+61 |
| Jul05 |
041014 |
6.670 |
6.670 |
6.590 |
6.665 |
+0.014 |
309 |
13,881 |
+45 |
| Aug05 |
041014 |
6.650 |
6.690 |
6.630 |
6.690 |
+0.014 |
313 |
11,220 |
+174 |
| Sep05 |
041014 |
6.610 |
6.660 |
6.580 |
6.660 |
+0.014 |
83 |
10,273 |
+2 |
| Oct05 |
041014 |
6.700 |
6.700 |
6.620 |
6.683 |
+0.014 |
577 |
15,290 |
+21 |
| Nov05 |
041014 |
6.950 |
6.993 |
6.950 |
6.993 |
+0.014 |
120 |
7,796 |
+22 |
| Dec05 |
041014 |
7.240 |
7.283 |
7.240 |
7.283 |
+0.014 |
283 |
8,999 |
-75 |
| Jan06 |
041014 |
7.430 |
7.473 |
7.425 |
7.473 |
+0.022 |
157 |
10,876 |
-13 |
| Feb06 |
041014 |
7.390 |
7.423 |
7.380 |
7.423 |
+0.022 |
22 |
7,164 |
+1 |
| Total Volume and Open Interest |
100,115 |
397,952 |
+5,670 |
| Brent Crude Oil(ICE) |
| Nov04 |
041014 |
50.25 |
50.90 |
50.00 |
50.84 |
+0.79 |
11,017 |
15,016 |
-6,110 |
| Dec04 |
041014 |
49.73 |
50.12 |
48.90 |
50.09 |
+0.81 |
60,300 |
92,525 |
+5,452 |
| Jan05 |
041014 |
49.15 |
49.50 |
48.44 |
49.50 |
+0.72 |
11,301 |
74,401 |
+12,188 |
| Feb05 |
041014 |
48.42 |
48.95 |
48.22 |
48.90 |
+0.71 |
3,308 |
15,454 |
+1,875 |
| Mar05 |
041014 |
47.90 |
48.31 |
47.84 |
48.31 |
+0.71 |
1,751 |
17,598 |
+493 |
| Apr05 |
041014 |
47.34 |
47.72 |
47.25 |
47.72 |
+0.68 |
1,836 |
14,323 |
+147 |
| May05 |
041014 |
46.77 |
47.13 |
46.77 |
47.13 |
+0.65 |
252 |
4,318 |
+346 |
| Jun05 |
041014 |
46.15 |
46.55 |
46.15 |
46.55 |
+0.61 |
919 |
17,737 |
+690 |
| Jul05 |
041014 |
46.05 |
46.05 |
46.05 |
46.05 |
+0.61 |
0 |
5,621 |
+92 |
| Aug05 |
041014 |
45.32 |
45.56 |
45.32 |
45.56 |
+0.61 |
75 |
1,937 |
+0 |
| Sep05 |
041014 |
45.08 |
45.08 |
45.08 |
45.08 |
+0.60 |
0 |
5,546 |
+0 |
| Oct05 |
041014 |
44.31 |
44.63 |
44.31 |
44.63 |
+0.58 |
50 |
800 |
+100 |
| Dec05 |
041014 |
43.35 |
43.72 |
43.30 |
43.72 |
+0.56 |
2,812 |
43,824 |
-1,592 |
| Total Volume and Open Interest |
157,708 |
350,563 |
+350,563 |
| Gas Oil(ICE) |
| Nov04 |
041014 |
473.00 |
482.00 |
471.75 |
481.50 |
+15.00 |
18,624 |
43,956 |
-4,377 |
| Dec04 |
041014 |
457.00 |
465.75 |
456.50 |
465.00 |
+16.25 |
16,026 |
39,837 |
+5,237 |
| Jan05 |
041014 |
448.00 |
455.25 |
447.50 |
454.75 |
+14.75 |
7,482 |
16,967 |
+1,127 |
| Feb05 |
041014 |
439.00 |
444.00 |
438.00 |
443.25 |
+13.25 |
2,761 |
4,222 |
-244 |
| Mar05 |
041014 |
426.50 |
432.50 |
426.00 |
430.75 |
+11.50 |
750 |
4,744 |
+180 |
| Apr05 |
041014 |
415.00 |
418.50 |
414.00 |
418.50 |
+10.00 |
882 |
4,647 |
+230 |
| May05 |
041014 |
404.00 |
409.00 |
404.00 |
409.00 |
+10.00 |
144 |
3,075 |
+175 |
| Jun05 |
041014 |
396.50 |
401.50 |
396.50 |
401.50 |
+9.50 |
144 |
10,677 |
+5 |
| Jul05 |
041014 |
386.00 |
397.50 |
386.00 |
397.50 |
+9.50 |
268 |
1,093 |
+268 |
| Aug05 |
041014 |
394.25 |
394.25 |
394.25 |
394.25 |
+9.50 |
0 |
1,126 |
+0 |
| Total Volume and Open Interest |
48,081 |
154,083 |
+2,401 |
| US Dollar Index(ICE) |
| Dec04 |
041014 |
87.930 |
88.040 |
87.410 |
87.650 |
-0.370 |
5,703 |
18,391 |
-3,611 |
| Mar05 |
041014 |
88.000 |
88.000 |
87.760 |
87.820 |
-0.390 |
127 |
2,462 |
+97 |
| Jun05 |
041014 |
88.000 |
88.000 |
88.000 |
88.000 |
-0.400 |
1 |
13 |
-1 |
| Total Volume and Open Interest |
5,831 |
20,867 |
-3,515 |
| Australian Dollar(CME) |
| Dec04 |
041014 |
72.49 |
72.90 |
72.44 |
72.64 |
+0.41 |
1,910 |
51,254 |
-1,997 |
| Mar05 |
041014 |
72.20 |
72.20 |
72.09 |
72.09 |
+0.41 |
36 |
251 |
+31 |
| Jun05 |
041014 |
71.59 |
71.59 |
71.59 |
71.59 |
+0.41 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
1,946 |
51,625 |
-1,966 |
| British Pound(CME) |
| Dec04 |
041014 |
179.21 |
179.64 |
178.60 |
178.91 |
+0.40 |
3,218 |
62,803 |
-1,707 |
| Mar05 |
041014 |
178.10 |
178.10 |
177.60 |
177.76 |
+0.40 |
0 |
27 |
+1 |
| Jun05 |
041014 |
176.76 |
176.76 |
176.76 |
176.76 |
+0.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,218 |
62,833 |
-1,706 |
| Canadian Dollar(CME) |
| Dec04 |
041014 |
79.57 |
79.90 |
79.55 |
79.64 |
+0.18 |
4,563 |
110,317 |
-3,343 |
| Mar05 |
041014 |
79.59 |
79.70 |
79.50 |
79.54 |
+0.18 |
117 |
1,995 |
+68 |
| Jun05 |
041014 |
79.38 |
79.47 |
79.38 |
79.46 |
+0.18 |
73 |
988 |
+35 |
| Sep05 |
041014 |
79.38 |
79.38 |
79.38 |
79.38 |
+0.18 |
0 |
394 |
+0 |
| Total Volume and Open Interest |
4,753 |
113,874 |
-3,240 |
| Japanese Yen(CME) |
| Dec04 |
041014 |
91.73 |
91.90 |
91.45 |
91.53 |
+0.08 |
4,589 |
116,721 |
-89 |
| Mar05 |
041014 |
92.20 |
92.20 |
92.01 |
92.04 |
+0.08 |
0 |
471 |
-1 |
| Jun05 |
041014 |
92.64 |
92.64 |
92.64 |
92.64 |
+0.08 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
4,589 |
117,196 |
-90 |
| Swiss Franc(CME) |
| Dec04 |
041014 |
80.29 |
80.65 |
80.22 |
80.56 |
+0.58 |
10,894 |
33,497 |
-1,858 |
| Mar05 |
041014 |
80.83 |
80.83 |
80.83 |
80.83 |
+0.58 |
0 |
17 |
+0 |
| Jun05 |
041014 |
81.13 |
81.13 |
81.13 |
81.13 |
+0.58 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
10,894 |
33,574 |
-1,858 |
| EuroFX(CME) |
| Dec04 |
041014 |
123.73 |
124.18 |
123.57 |
123.95 |
+0.61 |
18,226 |
129,726 |
-790 |
| Mar05 |
041014 |
123.76 |
124.00 |
123.70 |
123.97 |
+0.61 |
178 |
1,750 |
+16 |
| Jun05 |
041014 |
124.01 |
124.01 |
124.01 |
124.01 |
+0.61 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
18,405 |
131,623 |
-774 |
| Mexican Peso(CME) |
| Oct04 |
041014 |
878.8 |
886.2 |
878.8 |
878.8 |
-7.5 |
|
|
|
| Nov04 |
041014 |
874.5 |
882.0 |
874.5 |
874.5 |
-7.5 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
15,347 |
96,289 |
+6,021 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041014 |
112~290 |
113~160 |
112~230 |
113~130 |
+0~220 |
245,088 |
561,273 |
+1,530 |
| Mar05 |
041014 |
111~270 |
112~130 |
111~220 |
112~110 |
+0~220 |
3,099 |
16,295 |
+2,105 |
| Jun05 |
041014 |
110~250 |
111~100 |
110~250 |
111~100 |
+0~220 |
6 |
115 |
+0 |
| Total Volume and Open Interest |
248,193 |
577,683 |
+3,635 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041014 |
113~075 |
113~190 |
113~030 |
113~170 |
+0~140 |
751,139 |
1,500,755 |
-1,566 |
| Mar05 |
041014 |
112~180 |
112~285 |
112~155 |
112~280 |
+0~145 |
5,656 |
69,140 |
+2,206 |
| Jun05 |
041014 |
111~225 |
111~280 |
111~225 |
111~275 |
+0~135 |
291 |
784 |
+216 |
| Total Volume and Open Interest |
757,086 |
1,570,679 |
+856 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041014 |
111~036 |
111~062 |
111~018 |
111~058 |
+0~038 |
297,843 |
1,029,702 |
+1,029,702 |
| Mar05 |
041014 |
110~054 |
110~076 |
110~054 |
110~076 |
+0~040 |
744 |
54,946 |
+0 |
| Jun05 |
041014 |
109~104 |
109~104 |
109~104 |
109~104 |
+0~040 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
298,587 |
10 |
-54,946 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041014 |
105~117 |
105~126 |
105~112 |
105~126 |
+0~016 |
680 |
202,950 |
+2,291 |
| Total Volume and Open Interest |
680 |
202,950 |
+2,291 |
| Eurodollars(CME) |
| Dec04 |
041014 |
97.755 |
97.765 |
97.745 |
97.760 |
+0.015 |
49,287 |
987,522 |
+15,038 |
| Mar05 |
041014 |
97.575 |
97.605 |
97.555 |
97.595 |
+0.040 |
56,642 |
838,316 |
+15,005 |
| Jun05 |
041014 |
97.390 |
97.435 |
97.360 |
97.425 |
+0.055 |
35,515 |
804,843 |
+13,532 |
| Sep05 |
041014 |
97.190 |
97.230 |
97.150 |
97.220 |
+0.060 |
71,101 |
693,344 |
+5,071 |
| Dec05 |
041014 |
96.950 |
96.990 |
96.905 |
96.975 |
+0.060 |
28,359 |
508,140 |
-491 |
| Mar06 |
041014 |
96.740 |
96.775 |
96.700 |
96.760 |
+0.065 |
35,885 |
402,436 |
+6,203 |
| Jun06 |
041014 |
96.545 |
96.585 |
96.515 |
96.575 |
+0.075 |
16,181 |
280,517 |
+3,083 |
| Sep06 |
041014 |
96.380 |
96.420 |
96.355 |
96.410 |
+0.075 |
17,645 |
223,347 |
+3,613 |
| Dec06 |
041014 |
96.225 |
96.265 |
96.210 |
96.260 |
+0.080 |
10,223 |
175,156 |
+184 |
| Mar07 |
041014 |
96.090 |
96.135 |
96.065 |
96.125 |
+0.080 |
9,425 |
156,305 |
+158 |
| Jun07 |
041014 |
95.950 |
96.000 |
95.930 |
95.995 |
+0.085 |
7,901 |
144,511 |
+1,384 |
| Sep07 |
041014 |
95.825 |
95.885 |
95.815 |
95.875 |
+0.090 |
7,358 |
103,513 |
+554 |
| Dec07 |
041014 |
95.705 |
95.765 |
95.705 |
95.755 |
+0.090 |
4,514 |
88,787 |
+1,119 |
| Mar08 |
041014 |
95.605 |
95.650 |
95.600 |
95.645 |
+0.095 |
3,118 |
82,497 |
+22 |
| Jun08 |
041014 |
95.470 |
95.530 |
95.470 |
95.530 |
+0.095 |
2,731 |
77,388 |
+343 |
| Sep08 |
041014 |
95.400 |
95.425 |
95.400 |
95.425 |
+0.095 |
2,936 |
66,489 |
+46 |
| Dec08 |
041014 |
95.275 |
95.315 |
95.275 |
95.315 |
+0.100 |
2,528 |
53,744 |
-624 |
| Mar09 |
041014 |
95.155 |
95.220 |
95.155 |
95.220 |
+0.100 |
3,686 |
42,636 |
+679 |
| Total Volume and Open Interest |
374,032 |
5,947,350 |
+68,148 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041014 |
98.240 |
98.250 |
98.240 |
98.250 |
unch |
306 |
100,183 |
-153 |
| Nov04 |
041014 |
98.110 |
98.110 |
98.100 |
98.100 |
unch |
2,266 |
124,836 |
+260 |
| Dec04 |
041014 |
97.980 |
97.990 |
97.970 |
97.980 |
+0.010 |
6,486 |
121,758 |
+69 |
| Jan05 |
041014 |
97.930 |
97.940 |
97.930 |
97.940 |
+0.010 |
6,457 |
102,251 |
+3,442 |
| Feb05 |
041014 |
97.790 |
97.820 |
97.790 |
97.810 |
+0.020 |
2,176 |
21,473 |
+780 |
| Mar05 |
041014 |
97.760 |
97.770 |
97.760 |
97.760 |
+0.010 |
22 |
5,191 |
-194 |
| Total Volume and Open Interest |
17,713 |
475,864 |
+4,204 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041014 |
98.240 |
98.245 |
98.240 |
98.245 |
unch |
162 |
0 |
+0 |
| Nov04 |
041014 |
98.105 |
98.105 |
98.100 |
98.100 |
unch |
2,169 |
0 |
+0 |
| Dec04 |
041014 |
97.980 |
97.985 |
97.975 |
97.980 |
+0.005 |
6,756 |
0 |
+0 |
| Jan05 |
041014 |
97.935 |
97.945 |
97.930 |
97.940 |
unch |
8,632 |
0 |
+0 |
| Feb05 |
041014 |
97.800 |
97.810 |
97.795 |
97.810 |
+0.005 |
4,390 |
0 |
+0 |
| Mar05 |
041014 |
97.760 |
97.765 |
97.760 |
97.765 |
+0.015 |
228 |
0 |
+0 |
| Total Volume and Open Interest |
22,337 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041014 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,577 |
+10 |
| Mar05 |
041014 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
34,907 |
+1 |
| Jun05 |
041014 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
289 |
21,754 |
+191 |
| Sep05 |
041014 |
99.81 |
99.81 |
99.81 |
99.81 |
+0.01 |
10 |
8,020 |
+63 |
| Dec05 |
041014 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
244 |
5,765 |
-196 |
| Mar06 |
041014 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
11,312 |
-340 |
| Jun06 |
041014 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
0 |
2,741 |
+0 |
| Sep06 |
041014 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.01 |
0 |
2,181 |
+7 |
| Dec06 |
041014 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041014 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
543 |
98,611 |
-264 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041014 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
260 |
58,944 |
-111 |
| Mar05 |
041014 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
26 |
86,132 |
-230 |
| Jun05 |
041014 |
99.85 |
99.86 |
99.85 |
99.86 |
+0.01 |
181 |
77,442 |
-329 |
| Sep05 |
041014 |
99.81 |
99.82 |
99.81 |
99.81 |
+0.01 |
519 |
42,565 |
-472 |
| Dec05 |
041014 |
99.74 |
99.75 |
99.74 |
99.75 |
+0.01 |
978 |
34,907 |
-1,182 |
| Mar06 |
041014 |
99.66 |
99.66 |
99.65 |
99.65 |
+0.01 |
1,283 |
34,468 |
-585 |
| Jun06 |
041014 |
99.57 |
99.57 |
99.56 |
99.56 |
+0.01 |
10 |
15,277 |
-413 |
| Sep06 |
041014 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
100 |
6,053 |
-50 |
| Total Volume and Open Interest |
3,357 |
369,149 |
-3,377 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041014 |
138.03 |
138.30 |
137.93 |
138.23 |
+0.33 |
1,402 |
30,311 |
+138 |
| Mar05 |
041014 |
137.27 |
137.27 |
137.27 |
137.27 |
+0.33 |
|
|
|
| Jun05 |
041014 |
137.27 |
137.27 |
137.27 |
137.27 |
+0.33 |
|
|
|
| Total Volume and Open Interest |
1,402 |
30,311 |
+138 |
| Euro-Bund(EUREX) |
| Dec04 |
041014 |
116.53 |
116.70 |
116.43 |
116.68 |
+0.26 |
1,084,858 |
1,338,433 |
+2,027 |
| Mar05 |
041014 |
115.85 |
115.95 |
115.73 |
115.95 |
+0.25 |
927 |
16,619 |
+446 |
| Jun05 |
041014 |
115.18 |
115.18 |
115.18 |
115.18 |
+0.26 |
1,136 |
240 |
+0 |
| Total Volume and Open Interest |
1,086,921 |
1,355,292 |
+2,473 |
| Euro-Bobl(EUREX) |
| Dec04 |
041014 |
112.09 |
112.19 |
112.03 |
112.19 |
+0.15 |
678,034 |
826,827 |
-8,386 |
| Mar05 |
041014 |
111.81 |
111.88 |
111.81 |
111.88 |
+0.17 |
5,295 |
4,508 |
+129 |
| Jun05 |
041014 |
111.07 |
111.07 |
111.07 |
111.07 |
+0.15 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
683,329 |
831,735 |
-8,257 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041014 |
97.820 |
97.825 |
97.815 |
97.825 |
+0.010 |
1,458 |
8,882 |
+366 |
| Mar05 |
041014 |
97.730 |
97.730 |
97.730 |
97.730 |
+0.015 |
149 |
6,511 |
+42 |
| Jun05 |
041014 |
97.615 |
97.620 |
97.615 |
97.615 |
+0.025 |
31 |
3,541 |
+128 |
| Total Volume and Open Interest |
1,697 |
25,141 |
+469 |
| Long Gilt(LIFFE) |
| Dec04 |
041014 |
108~11 |
108~16 |
108~08 |
108~13 |
+0~05 |
56,912 |
214,200 |
-3,114 |
| Mar05 |
041014 |
109~28 |
109~28 |
109~28 |
109~28 |
+0~05 |
|
|
|
| Total Volume and Open Interest |
56,912 |
214,200 |
-3,114 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041014 |
95.07 |
95.08 |
95.06 |
95.07 |
unch |
47,700 |
244,104 |
-778 |
| Mar05 |
041014 |
95.06 |
95.06 |
95.03 |
95.04 |
-0.01 |
46,805 |
256,757 |
-938 |
| Jun05 |
041014 |
95.08 |
95.08 |
95.04 |
95.06 |
unch |
35,458 |
206,496 |
+3,109 |
| Sep05 |
041014 |
95.09 |
95.10 |
95.05 |
95.08 |
unch |
25,328 |
162,591 |
+2,006 |
| Dec05 |
041014 |
95.08 |
95.10 |
95.06 |
95.08 |
unch |
16,202 |
138,947 |
-837 |
| Mar06 |
041014 |
95.06 |
95.07 |
95.04 |
95.06 |
+0.01 |
4,606 |
86,203 |
+344 |
| Total Volume and Open Interest |
184,440 |
1,256,480 |
+1,676 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041014 |
97.820 |
97.825 |
97.815 |
97.825 |
+0.010 |
78,233 |
621,577 |
-2,038 |
| Mar05 |
041014 |
97.730 |
97.745 |
97.720 |
97.735 |
+0.020 |
126,356 |
569,654 |
+6,660 |
| Jun05 |
041014 |
97.600 |
97.635 |
97.595 |
97.615 |
+0.030 |
111,856 |
508,336 |
+8,130 |
| Total Volume and Open Interest |
529,241 |
3,049,816 |
+8,898 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041014 |
94.60 |
94.62 |
94.59 |
94.62 |
+0.02 |
30,427 |
226,431 |
+21,002 |
| Mar05 |
041014 |
94.56 |
94.59 |
94.55 |
94.59 |
+0.03 |
25,032 |
146,104 |
+15,642 |
| Jun05 |
041014 |
94.53 |
94.56 |
94.51 |
94.56 |
+0.03 |
6,481 |
57,462 |
+2,961 |
| Sep05 |
041014 |
94.48 |
94.54 |
94.47 |
94.53 |
+0.04 |
1,939 |
34,294 |
+888 |
| Dec05 |
041014 |
94.43 |
94.50 |
94.43 |
94.50 |
+0.05 |
401 |
17,739 |
-108 |
| Mar06 |
041014 |
94.38 |
94.46 |
94.38 |
94.46 |
+0.06 |
484 |
10,202 |
+169 |
| Jun06 |
041014 |
94.42 |
94.42 |
94.41 |
94.42 |
+0.05 |
31 |
8,650 |
+25 |
| Sep06 |
041014 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.06 |
12 |
4,328 |
+0 |
| Dec06 |
041014 |
94.33 |
94.36 |
94.33 |
94.34 |
+0.07 |
160 |
3,104 |
+120 |
| Mar07 |
041014 |
94.31 |
94.31 |
94.30 |
94.30 |
+0.07 |
10 |
2,002 |
+10 |
| Total Volume and Open Interest |
64,987 |
513,310 |
+40,719 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041014 |
94.55 |
94.65 |
94.52 |
94.63 |
+0.08 |
44,062 |
253,181 |
+13,626 |
| Mar05 |
041014 |
94.63 |
94.63 |
94.63 |
94.63 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
44,062 |
253,181 |
+13,626 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041014 |
94.77 |
94.84 |
94.75 |
94.83 |
+0.06 |
76,097 |
381,575 |
+28,268 |
| Mar05 |
041014 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
76,097 |
381,575 |
+28,268 |
| Gold(CMX) |
| Oct04 |
041014 |
418.8 |
418.8 |
415.2 |
418.1 |
+4.9 |
74 |
514 |
+16 |
| Dec04 |
041014 |
417.5 |
420.5 |
415.6 |
419.5 |
+4.9 |
56,534 |
230,757 |
-7,293 |
| Feb05 |
041014 |
419.0 |
422.0 |
417.5 |
421.1 |
+4.9 |
1,318 |
12,656 |
+106 |
| Apr05 |
041014 |
422.7 |
422.7 |
422.7 |
422.7 |
+4.9 |
228 |
4,485 |
+33 |
| Jun05 |
041014 |
424.5 |
425.5 |
422.0 |
424.5 |
+4.9 |
256 |
12,581 |
-4 |
| Aug05 |
041014 |
425.0 |
426.4 |
425.0 |
426.4 |
+4.9 |
28 |
6,876 |
+0 |
| Oct05 |
041014 |
428.3 |
428.3 |
428.3 |
428.3 |
+4.9 |
555 |
1,744 |
+0 |
| Dec05 |
041014 |
429.0 |
430.3 |
428.2 |
430.3 |
+4.9 |
465 |
8,714 |
+199 |
| Feb06 |
041014 |
432.4 |
432.4 |
432.4 |
432.4 |
+4.9 |
0 |
844 |
+0 |
| Apr06 |
041014 |
434.6 |
434.6 |
434.6 |
434.6 |
+4.9 |
0 |
486 |
+0 |
| Jun06 |
041014 |
436.8 |
436.8 |
436.8 |
436.8 |
+4.9 |
110 |
8,319 |
+42 |
| Aug06 |
041014 |
439.2 |
439.2 |
439.2 |
439.2 |
+4.9 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
59,013 |
295,296 |
-6,901 |
| Silver(CMX) |
| Dec04 |
041014 |
704.0 |
711.0 |
695.5 |
705.5 |
+15.5 |
23,220 |
86,356 |
-1,501 |
| Mar05 |
041014 |
711.0 |
715.0 |
700.0 |
709.2 |
+15.5 |
2,185 |
11,941 |
+1,223 |
| May05 |
041014 |
711.5 |
711.5 |
711.5 |
711.5 |
+15.5 |
106 |
1,995 |
+33 |
| Jul05 |
041014 |
709.0 |
714.2 |
706.0 |
714.2 |
+15.5 |
37 |
1,951 |
-8 |
| Sep05 |
041014 |
716.7 |
716.7 |
716.7 |
716.7 |
+15.5 |
12 |
511 |
+4 |
| Dec05 |
041014 |
718.0 |
721.0 |
718.0 |
720.5 |
+15.5 |
103 |
3,214 |
+22 |
| Mar06 |
041014 |
723.7 |
723.7 |
723.7 |
723.7 |
+15.5 |
|
|
|
| Total Volume and Open Interest |
25,670 |
107,640 |
-229 |
| Platinum(NYMEX) |
| Oct04 |
041014 |
845.0 |
845.9 |
845.0 |
845.9 |
+10.1 |
53 |
108 |
+0 |
| Jan05 |
041014 |
838.0 |
846.0 |
833.0 |
842.9 |
+9.1 |
1,777 |
5,826 |
-127 |
| Apr05 |
041014 |
836.9 |
836.9 |
836.9 |
836.9 |
+9.1 |
1 |
2 |
+0 |
| Total Volume and Open Interest |
1,830 |
5,936 |
-127 |
| Palladium(NYMEX) |
| Dec04 |
041014 |
217.50 |
220.50 |
216.00 |
219.50 |
+2.05 |
1,333 |
9,988 |
-264 |
| Mar05 |
041014 |
222.50 |
222.50 |
221.50 |
221.50 |
+2.05 |
12 |
88 |
+8 |
| Total Volume and Open Interest |
1,345 |
10,076 |
-256 |
| Copper(CMX) |
| Dec04 |
041014 |
127.00 |
128.80 |
125.30 |
126.95 |
-1.85 |
30,463 |
66,143 |
-12,009 |
| Mar05 |
041014 |
122.00 |
123.20 |
120.50 |
121.90 |
-1.40 |
1,065 |
8,309 |
+68 |
| May05 |
041014 |
118.00 |
118.80 |
117.00 |
117.60 |
-0.20 |
133 |
2,552 |
+46 |
| Jul05 |
041014 |
114.00 |
115.00 |
113.60 |
113.60 |
-0.20 |
20 |
1,570 |
+15 |
| Sep05 |
041014 |
113.00 |
113.00 |
110.60 |
110.60 |
-0.20 |
33 |
1,436 |
+28 |
| Total Volume and Open Interest |
32,590 |
91,610 |
-11,812 |
| Aluminum(CMX) |
| Oct04 |
041014 |
87.40 |
87.40 |
87.40 |
87.40 |
+2.80 |
44 |
180 |
-48 |
| Nov04 |
041014 |
86.90 |
86.90 |
86.90 |
86.90 |
+2.80 |
63 |
958 |
+20 |
| Dec04 |
041014 |
85.70 |
86.30 |
85.70 |
86.20 |
+2.60 |
131 |
1,279 |
+1 |
| Jan05 |
041014 |
85.35 |
85.35 |
85.35 |
85.35 |
+2.50 |
0 |
685 |
+0 |
| Feb05 |
041014 |
84.45 |
84.45 |
84.45 |
84.45 |
+2.40 |
0 |
636 |
+0 |
| Mar05 |
041014 |
83.70 |
83.70 |
83.70 |
83.70 |
+2.30 |
0 |
651 |
+0 |
| Total Volume and Open Interest |
238 |
10,076 |
-27 |
| DJIA Index(CBOT) |
| Dec04 |
041014 |
9980 |
9993 |
9870 |
9888 |
-93 |
9,116 |
38,656 |
-2,016 |
| Mar05 |
041014 |
9882 |
9890 |
9882 |
9886 |
-93 |
4 |
20 |
+3 |
| Jun05 |
041014 |
9897 |
9897 |
9897 |
9897 |
-93 |
|
|
|
| Total Volume and Open Interest |
9,120 |
38,677 |
-2,013 |
| S & P 500(CME) |
| Dec04 |
041014 |
1113.50 |
1115.50 |
1102.00 |
1103.10 |
-9.10 |
38,967 |
615,310 |
+258 |
| Mar05 |
041014 |
1115.50 |
1115.50 |
1103.50 |
1104.10 |
-9.20 |
1,181 |
13,146 |
+954 |
| Jun05 |
041014 |
1106.10 |
1106.10 |
1106.10 |
1106.10 |
-9.30 |
10 |
608 |
+10 |
| Sep05 |
041014 |
1108.10 |
1108.10 |
1108.10 |
1108.10 |
-9.50 |
10 |
45 |
+1 |
| Total Volume and Open Interest |
40,192 |
629,245 |
+1,247 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041014 |
1112.00 |
1115.50 |
1102.00 |
1103.00 |
-9.00 |
785,662 |
676,752 |
-8,861 |
| Mar05 |
041014 |
1112.75 |
1116.25 |
1103.75 |
1104.00 |
-9.25 |
672 |
2,608 |
-121 |
| Total Volume and Open Interest |
786,334 |
679,360 |
-8,982 |
| NASDAQ 100(CME) |
| Dec04 |
041014 |
1439.00 |
1441.50 |
1424.50 |
1430.50 |
-6.50 |
12,591 |
72,508 |
+679 |
| Mar05 |
041014 |
1438.00 |
1438.00 |
1438.00 |
1438.00 |
-7.00 |
0 |
36 |
+0 |
| Jun05 |
041014 |
1445.00 |
1445.00 |
1445.00 |
1445.00 |
-7.00 |
|
|
|
| Total Volume and Open Interest |
12,591 |
72,544 |
+679 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041014 |
1435.00 |
1441.50 |
1424.50 |
1430.50 |
-6.50 |
448,917 |
265,808 |
-6,272 |
| Mar05 |
041014 |
1445.00 |
1446.00 |
1433.50 |
1438.00 |
-7.00 |
119 |
1,688 |
-21 |
| Total Volume and Open Interest |
449,036 |
267,496 |
-6,293 |
| S & P Midcap 400(CME) |
| Dec04 |
041014 |
588.25 |
589.00 |
583.50 |
583.80 |
-2.95 |
715 |
13,358 |
+237 |
| Mar05 |
041014 |
584.55 |
584.55 |
584.55 |
584.55 |
-2.95 |
0 |
1 |
+0 |
| Jun05 |
041014 |
584.55 |
584.55 |
584.55 |
584.55 |
-2.95 |
|
|
|
| Total Volume and Open Interest |
715 |
13,359 |
+237 |
| Russell 2000(CME) |
| Dec04 |
041014 |
568.50 |
570.20 |
564.25 |
564.50 |
-3.50 |
1,891 |
27,106 |
+302 |
| Mar05 |
041014 |
564.50 |
564.50 |
564.50 |
564.50 |
-3.50 |
|
|
|
| Jun05 |
041014 |
564.50 |
564.50 |
564.50 |
564.50 |
-3.50 |
|
|
|
| Total Volume and Open Interest |
1,891 |
27,106 |
+302 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041014 |
568.70 |
570.60 |
564.30 |
564.50 |
-3.50 |
83,065 |
83,961 |
-1,786 |
| Mar05 |
041014 |
564.50 |
564.50 |
564.50 |
564.50 |
-3.50 |
6 |
66 |
+1 |
| Total Volume and Open Interest |
83,071 |
84,027 |
-1,785 |
| Nikkei 225(CME) |
| Dec04 |
041014 |
11125 |
11150 |
11030 |
11070 |
-130 |
25,680 |
164,518 |
+410 |
| Mar05 |
041014 |
11070 |
11070 |
11070 |
11070 |
-130 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
25,680 |
164,546 |
+431 |
| Nikkei 225(SGX) |
| Dec04 |
041014 |
11125 |
11150 |
11030 |
11070 |
-130 |
25,680 |
164,518 |
+410 |
| Mar05 |
041014 |
11070 |
11070 |
11070 |
11070 |
-130 |
0 |
4 |
+0 |
| Jun05 |
041014 |
11025 |
11025 |
11025 |
11025 |
-130 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
25,680 |
164,546 |
+431 |
| CAC 40(EURONEXT) |
| Oct04 |
041014 |
3667.5 |
3686.0 |
3646.0 |
3664.0 |
-30.0 |
111,793 |
397,005 |
-38,856 |
| Nov04 |
041014 |
3676.5 |
3692.5 |
3654.0 |
3671.5 |
-29.5 |
55,195 |
128,365 |
+53,217 |
| Dec04 |
041014 |
3682.0 |
3688.0 |
3654.0 |
3668.0 |
-30.5 |
909 |
128,683 |
+459 |
| Total Volume and Open Interest |
167,897 |
663,080 |
+14,820 |
| Hang Seng Index(HKFE) |
| Oct04 |
041014 |
13040 |
13067 |
12950 |
13051 |
-115 |
25,135 |
113,349 |
+31 |
| Nov04 |
041014 |
12988 |
13015 |
12924 |
13005 |
-118 |
304 |
1,666 |
+157 |
| Dec04 |
041014 |
12929 |
13011 |
12929 |
13011 |
-114 |
28 |
1,039 |
+27 |
| Total Volume and Open Interest |
25,481 |
118,732 |
+217 |
| DAX(EUREX) |
| Dec04 |
041014 |
3957.0 |
3976.0 |
3933.5 |
3938.0 |
-18.5 |
144,646 |
166,455 |
-806 |
| Mar05 |
041014 |
3978.5 |
3996.0 |
3956.0 |
3960.0 |
-18.5 |
221 |
4,457 |
-5,090 |
| Jun05 |
041014 |
4005.0 |
4019.0 |
3982.5 |
3982.5 |
-19.5 |
150 |
1,116 |
+15 |
| Total Volume and Open Interest |
145,017 |
172,028 |
-5,881 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041014 |
4647.00 |
4663.50 |
4625.00 |
4651.00 |
-8.50 |
51,181 |
450,052 |
+2,518 |
| Mar05 |
041014 |
4648.50 |
4656.50 |
4642.00 |
4656.50 |
-9.00 |
127 |
12,970 |
+103 |
| Jun05 |
041014 |
4674.00 |
4674.00 |
4671.00 |
4673.50 |
-9.50 |
295 |
10,110 |
+295 |
| Total Volume and Open Interest |
51,603 |
473,132 |
+2,916 |
| SPI 200(SFE) |
| Dec04 |
041014 |
3717.0 |
3724.0 |
3710.0 |
3720.0 |
-15.0 |
8,836 |
162,978 |
-356 |
| Mar05 |
041014 |
3728.0 |
3730.0 |
3728.0 |
3729.0 |
-15.0 |
24 |
2,578 |
+17 |
| Jun05 |
041014 |
3739.0 |
3739.0 |
3739.0 |
3739.0 |
-15.0 |
0 |
3,019 |
+0 |
| Total Volume and Open Interest |
9,001 |
171,397 |
-210 |
| GSCI(CME) |
| Oct04 |
041014 |
354.00 |
357.30 |
353.20 |
357.00 |
+4.80 |
3,288 |
1,563 |
-3,402 |
| Nov04 |
041014 |
358.50 |
361.30 |
357.00 |
361.00 |
+4.45 |
3,309 |
16,673 |
+3,098 |
| Dec04 |
041014 |
361.50 |
361.50 |
361.50 |
361.50 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
6,597 |
18,236 |
-304 |
| RJ/CRB Index(ICE) |
| Nov04 |
041014 |
283.75 |
284.50 |
283.25 |
284.25 |
+2.75 |
99 |
247 |
-3 |
| Jan05 |
041014 |
283.75 |
283.75 |
283.75 |
283.75 |
+2.75 |
3 |
209 |
+1 |
| Feb05 |
041014 |
282.00 |
282.00 |
282.00 |
282.00 |
+2.75 |
13 |
34 |
+1 |
| Total Volume and Open Interest |
115 |
591 |
-1 |
|
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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