|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri October 15, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041015 |
514.00 |
518.00 |
513.00 |
514.00 |
-1.50 |
37,074 |
124,968 |
+885 |
| Jan05 |
041015 |
519.00 |
523.50 |
518.00 |
518.75 |
-2.50 |
16,492 |
59,825 |
+4,157 |
| Mar05 |
041015 |
526.50 |
529.50 |
524.50 |
525.50 |
-2.25 |
4,122 |
29,869 |
+596 |
| May05 |
041015 |
532.50 |
536.00 |
531.00 |
532.50 |
-1.25 |
2,048 |
17,569 |
+189 |
| Jul05 |
041015 |
539.00 |
542.50 |
537.50 |
538.50 |
-1.25 |
3,274 |
14,844 |
+552 |
| Aug05 |
041015 |
540.00 |
542.00 |
540.00 |
540.00 |
-2.00 |
1 |
570 |
+1 |
| Sep05 |
041015 |
545.50 |
545.50 |
545.50 |
545.50 |
+0.50 |
2 |
186 |
+0 |
| Total Volume and Open Interest |
63,322 |
253,229 |
+6,466 |
| Soybean Meal(CBOT) |
| Dec04 |
041015 |
152.50 |
153.80 |
152.10 |
152.70 |
+0.20 |
12,547 |
53,899 |
-1,411 |
| Jan05 |
041015 |
154.00 |
154.80 |
153.40 |
153.90 |
-0.10 |
2,806 |
16,515 |
-137 |
| Mar05 |
041015 |
156.00 |
157.00 |
155.80 |
156.10 |
-0.30 |
3,368 |
17,477 |
+337 |
| May05 |
041015 |
158.50 |
159.20 |
157.80 |
158.30 |
-0.20 |
2,965 |
13,708 |
+190 |
| Jul05 |
041015 |
160.80 |
161.70 |
160.30 |
161.20 |
unch |
3,847 |
19,909 |
+505 |
| Aug05 |
041015 |
162.50 |
163.00 |
161.60 |
162.70 |
+0.20 |
671 |
6,102 |
+450 |
| Sep05 |
041015 |
163.80 |
164.80 |
163.40 |
163.60 |
+0.40 |
492 |
4,229 |
+167 |
| Oct05 |
041015 |
165.00 |
165.80 |
164.00 |
164.00 |
-0.10 |
104 |
1,997 |
+64 |
| Total Volume and Open Interest |
27,986 |
136,924 |
+338 |
| Soybean Oil(CBOT) |
| Dec04 |
041015 |
20.47 |
20.64 |
20.30 |
20.32 |
-0.18 |
10,828 |
63,427 |
-574 |
| Jan05 |
041015 |
20.67 |
20.80 |
20.45 |
20.47 |
-0.20 |
5,031 |
28,709 |
+279 |
| Mar05 |
041015 |
20.85 |
20.91 |
20.57 |
20.59 |
-0.26 |
1,609 |
20,214 |
+118 |
| May05 |
041015 |
20.96 |
21.00 |
20.68 |
20.72 |
-0.28 |
1,448 |
15,028 |
+348 |
| Jul05 |
041015 |
21.12 |
21.13 |
20.82 |
20.85 |
-0.28 |
2,979 |
13,661 |
+437 |
| Aug05 |
041015 |
21.10 |
21.10 |
20.90 |
20.90 |
-0.25 |
104 |
4,917 |
+59 |
| Sep05 |
041015 |
21.15 |
21.15 |
20.90 |
20.90 |
-0.27 |
125 |
2,842 |
+63 |
| Oct05 |
041015 |
21.15 |
21.15 |
20.80 |
20.80 |
-0.35 |
90 |
1,887 |
+49 |
| Total Volume and Open Interest |
22,670 |
155,206 |
+910 |
| Canola(WCE) |
| Nov04 |
041015 |
295.5 |
296.0 |
291.8 |
292.1 |
-2.9 |
3,491 |
27,198 |
-1,328 |
| Jan05 |
041015 |
302.0 |
302.0 |
298.1 |
299.0 |
-3.0 |
3,681 |
15,449 |
+1,137 |
| Mar05 |
041015 |
308.0 |
308.0 |
304.0 |
305.9 |
-1.6 |
83 |
5,082 |
+29 |
| May05 |
041015 |
312.0 |
312.0 |
309.0 |
309.0 |
unch |
0 |
401 |
+0 |
| Jul05 |
041015 |
318.0 |
318.0 |
315.0 |
315.0 |
+0.4 |
0 |
195 |
+0 |
| Total Volume and Open Interest |
7,394 |
51,576 |
-55 |
| Corn(CBOT) |
| Dec04 |
041015 |
204.50 |
207.50 |
204.25 |
206.75 |
+2.50 |
43,131 |
344,358 |
-4,430 |
| Mar05 |
041015 |
215.00 |
217.00 |
214.00 |
216.75 |
+2.25 |
15,001 |
129,899 |
-76 |
| May05 |
041015 |
221.50 |
224.00 |
221.00 |
223.75 |
+2.25 |
1,633 |
43,031 |
+393 |
| Jul05 |
041015 |
228.75 |
231.00 |
228.00 |
230.75 |
+2.00 |
4,096 |
51,360 |
+1,070 |
| Sep05 |
041015 |
234.50 |
237.25 |
234.25 |
237.00 |
+2.00 |
412 |
12,378 |
+24 |
| Dec05 |
041015 |
243.50 |
246.00 |
243.00 |
245.75 |
+1.75 |
1,505 |
24,568 |
+595 |
| Total Volume and Open Interest |
65,809 |
607,435 |
-2,403 |
| Wheat(CBOT) |
| Dec04 |
041015 |
315.00 |
319.50 |
314.50 |
319.25 |
+5.25 |
14,623 |
123,493 |
-2,177 |
| Mar05 |
041015 |
325.50 |
331.00 |
325.50 |
330.75 |
+6.00 |
2,836 |
23,032 |
+384 |
| May05 |
041015 |
331.50 |
335.00 |
330.50 |
334.00 |
+5.50 |
337 |
4,541 |
+451 |
| Jul05 |
041015 |
331.00 |
337.00 |
331.00 |
336.25 |
+5.00 |
658 |
7,343 |
-12 |
| Sep05 |
041015 |
342.50 |
342.50 |
342.50 |
342.50 |
+5.00 |
5 |
129 |
+0 |
| Total Volume and Open Interest |
18,458 |
158,726 |
-1,355 |
| Wheat(KCBT) |
| Dec04 |
041015 |
345.50 |
348.75 |
345.00 |
348.50 |
+4.75 |
3,890 |
51,091 |
-435 |
| Mar05 |
041015 |
351.50 |
354.50 |
350.50 |
353.50 |
+4.50 |
831 |
12,841 |
+52 |
| May05 |
041015 |
353.00 |
355.50 |
352.00 |
355.50 |
+4.50 |
176 |
3,321 |
+46 |
| Jul05 |
041015 |
351.00 |
352.50 |
349.00 |
351.75 |
+3.00 |
304 |
4,539 |
+133 |
| Sep05 |
041015 |
355.00 |
355.00 |
355.00 |
355.00 |
+4.00 |
0 |
286 |
+0 |
| Total Volume and Open Interest |
5,202 |
72,128 |
-203 |
| Wheat(MGE) |
| Dec04 |
041015 |
369.00 |
372.50 |
368.50 |
371.75 |
+2.75 |
2,245 |
19,296 |
-44 |
| Mar05 |
041015 |
379.00 |
381.50 |
378.75 |
381.00 |
+3.00 |
971 |
10,064 |
+106 |
| May05 |
041015 |
385.50 |
387.50 |
385.50 |
387.50 |
+3.50 |
226 |
3,565 |
+46 |
| Jul05 |
041015 |
386.00 |
386.00 |
386.00 |
386.00 |
+2.50 |
89 |
2,043 |
-15 |
| Sep05 |
041015 |
380.00 |
382.50 |
380.00 |
382.50 |
+3.00 |
24 |
678 |
-20 |
| Total Volume and Open Interest |
3,565 |
35,713 |
+73 |
| Oats(CBOT) |
| Dec04 |
041015 |
143.50 |
146.00 |
143.50 |
145.00 |
+1.25 |
505 |
5,244 |
+76 |
| Mar05 |
041015 |
150.50 |
152.50 |
150.50 |
152.00 |
+1.50 |
73 |
1,674 |
+27 |
| May05 |
041015 |
156.25 |
156.25 |
156.25 |
156.25 |
+1.00 |
0 |
107 |
+0 |
| Jul05 |
041015 |
160.75 |
160.75 |
160.75 |
160.75 |
+0.75 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
578 |
7,057 |
+103 |
| Rough Rice(CBOT) |
| Nov04 |
041015 |
6.66 |
6.80 |
6.60 |
6.80 |
+0.14 |
212 |
3,203 |
-22 |
| Jan05 |
041015 |
6.87 |
7.01 |
6.86 |
6.99 |
+0.13 |
142 |
1,835 |
+44 |
| Mar05 |
041015 |
7.07 |
7.18 |
7.07 |
7.18 |
+0.12 |
1 |
774 |
+0 |
| May05 |
041015 |
7.28 |
7.36 |
7.28 |
7.36 |
+0.10 |
5 |
164 |
+1 |
| Total Volume and Open Interest |
360 |
5,980 |
+23 |
| Live Cattle(CME) |
| Oct04 |
041015 |
86.350 |
87.050 |
86.200 |
86.925 |
+0.675 |
4,250 |
8,057 |
-531 |
| Dec04 |
041015 |
88.150 |
88.800 |
87.925 |
88.750 |
+0.650 |
10,175 |
63,760 |
+122 |
| Feb05 |
041015 |
89.525 |
90.075 |
89.000 |
90.025 |
+0.500 |
4,195 |
19,810 |
+326 |
| Apr05 |
041015 |
87.300 |
87.900 |
86.900 |
87.850 |
+0.550 |
577 |
8,575 |
+324 |
| Jun05 |
041015 |
83.300 |
83.850 |
83.000 |
83.850 |
+0.550 |
497 |
6,000 |
+246 |
| Aug05 |
041015 |
83.000 |
83.450 |
82.925 |
83.375 |
+0.375 |
57 |
2,556 |
-20 |
| Total Volume and Open Interest |
19,776 |
109,113 |
+461 |
| Feeder Cattle(CME) |
| Oct04 |
041015 |
114.100 |
114.200 |
113.950 |
114.125 |
unch |
820 |
3,901 |
-208 |
| Nov04 |
041015 |
112.500 |
112.750 |
112.250 |
112.375 |
+0.175 |
1,603 |
7,786 |
-250 |
| Jan05 |
041015 |
109.000 |
109.050 |
108.550 |
108.925 |
+0.075 |
1,123 |
5,798 |
+310 |
| Mar05 |
041015 |
104.100 |
104.300 |
103.950 |
104.075 |
-0.125 |
113 |
1,134 |
+7 |
| Apr05 |
041015 |
103.300 |
103.450 |
103.150 |
103.425 |
+0.025 |
6 |
403 |
+1 |
| May05 |
041015 |
103.000 |
103.200 |
103.000 |
103.100 |
unch |
47 |
350 |
+3 |
| Total Volume and Open Interest |
3,712 |
19,372 |
-137 |
| Lean Hogs(CME) |
| Dec04 |
041015 |
65.050 |
66.850 |
65.000 |
66.850 |
+2.000 |
5,672 |
51,538 |
-733 |
| Feb05 |
041015 |
65.100 |
66.875 |
64.925 |
66.875 |
+2.000 |
1,923 |
17,552 |
+379 |
| Apr05 |
041015 |
62.900 |
64.850 |
62.900 |
64.850 |
+2.000 |
698 |
6,316 |
+20 |
| May05 |
041015 |
63.475 |
65.400 |
63.350 |
65.400 |
+2.000 |
44 |
1,204 |
+19 |
| Jun05 |
041015 |
67.700 |
69.725 |
67.550 |
69.725 |
+2.000 |
91 |
3,197 |
+37 |
| Jul05 |
041015 |
64.400 |
66.350 |
64.400 |
66.350 |
+2.000 |
13 |
835 |
+7 |
| Aug05 |
041015 |
59.900 |
61.775 |
59.850 |
61.775 |
+1.875 |
4 |
515 |
+1 |
| Oct05 |
041015 |
52.300 |
53.025 |
52.300 |
53.025 |
+0.725 |
3 |
97 |
+0 |
| Total Volume and Open Interest |
9,527 |
85,053 |
-598 |
| Pork Bellies(CME) |
| Feb05 |
041015 |
93.600 |
96.600 |
93.300 |
96.525 |
+2.925 |
260 |
1,137 |
-43 |
| Mar05 |
041015 |
93.350 |
96.350 |
93.350 |
96.350 |
+2.350 |
3 |
18 |
+2 |
| May05 |
041015 |
95.950 |
98.100 |
95.550 |
98.000 |
+2.000 |
0 |
24 |
+6 |
| Jul05 |
041015 |
100.500 |
100.500 |
100.500 |
100.500 |
+1.925 |
0 |
7 |
+0 |
| Aug05 |
041015 |
94.950 |
94.950 |
94.950 |
94.950 |
-0.050 |
|
|
|
| Total Volume and Open Interest |
263 |
1,186 |
-35 |
| Class III Milk(CME) |
| Oct04 |
041015 |
14.13 |
14.15 |
14.11 |
14.14 |
+0.03 |
43 |
4,427 |
+10 |
| Nov04 |
041015 |
12.97 |
13.10 |
12.90 |
13.02 |
+0.01 |
365 |
3,454 |
+78 |
| Dec04 |
041015 |
12.40 |
12.48 |
12.27 |
12.40 |
-0.05 |
171 |
2,554 |
-23 |
| Jan05 |
041015 |
12.17 |
12.23 |
12.15 |
12.16 |
-0.06 |
34 |
1,625 |
+10 |
| Feb05 |
041015 |
12.00 |
12.18 |
12.00 |
12.09 |
+0.04 |
36 |
1,572 |
+15 |
| Total Volume and Open Interest |
807 |
21,215 |
+159 |
| Cocoa(ICE) |
| Dec04 |
041015 |
1452 |
1469 |
1440 |
1447 |
-10 |
5,698 |
45,198 |
-787 |
| Mar05 |
041015 |
1465 |
1483 |
1458 |
1463 |
-9 |
1,796 |
19,834 |
+330 |
| May05 |
041015 |
1483 |
1494 |
1472 |
1475 |
-8 |
40 |
11,675 |
+5 |
| Jul05 |
041015 |
1495 |
1495 |
1486 |
1486 |
-8 |
50 |
10,507 |
+0 |
| Sep05 |
041015 |
1503 |
1503 |
1495 |
1497 |
-8 |
102 |
7,241 |
+2 |
| Dec05 |
041015 |
1531 |
1531 |
1512 |
1512 |
-14 |
433 |
7,409 |
+88 |
| Mar06 |
041015 |
1523 |
1523 |
1523 |
1523 |
-15 |
100 |
9,837 |
+100 |
| Total Volume and Open Interest |
8,269 |
120,079 |
-162 |
| Coffee "C"(ICE) |
| Dec04 |
041015 |
73.50 |
74.90 |
72.85 |
74.65 |
+1.40 |
7,648 |
54,740 |
-150 |
| Mar05 |
041015 |
76.60 |
78.05 |
76.20 |
77.80 |
+1.35 |
1,365 |
15,379 |
+57 |
| May05 |
041015 |
78.30 |
79.90 |
78.25 |
79.60 |
+1.20 |
319 |
4,020 |
-138 |
| Jul05 |
041015 |
80.10 |
81.35 |
80.00 |
81.35 |
+1.15 |
56 |
1,491 |
+10 |
| Sep05 |
041015 |
82.10 |
83.15 |
82.10 |
83.15 |
+1.15 |
19 |
627 |
+4 |
| Dec05 |
041015 |
84.50 |
85.85 |
84.50 |
85.85 |
+1.15 |
6 |
620 |
+0 |
| Total Volume and Open Interest |
9,416 |
76,999 |
-216 |
| Orange Juice(ICE) |
| Nov04 |
041015 |
85.10 |
85.60 |
84.90 |
85.00 |
-0.25 |
1,853 |
18,659 |
-806 |
| Jan05 |
041015 |
87.50 |
88.10 |
87.30 |
87.30 |
-0.20 |
1,052 |
8,755 |
+44 |
| Mar05 |
041015 |
89.90 |
90.10 |
89.65 |
89.65 |
-0.05 |
110 |
8,971 |
+2 |
| May05 |
041015 |
92.70 |
92.70 |
92.35 |
92.35 |
-0.05 |
187 |
4,647 |
+5 |
| Jul05 |
041015 |
94.25 |
94.25 |
93.85 |
93.85 |
-0.05 |
7 |
568 |
-7 |
| Sep05 |
041015 |
95.35 |
95.35 |
95.35 |
95.35 |
-0.25 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
3,209 |
42,181 |
-762 |
| Sugar #11(ICE) |
| Mar05 |
041015 |
9.23 |
9.26 |
9.14 |
9.15 |
-0.10 |
18,346 |
239,023 |
+4,266 |
| May05 |
041015 |
9.25 |
9.36 |
9.23 |
9.28 |
-0.03 |
4,793 |
38,485 |
-433 |
| Jul05 |
041015 |
9.02 |
9.12 |
9.01 |
9.08 |
+0.01 |
2,298 |
23,881 |
+294 |
| Oct05 |
041015 |
8.93 |
9.02 |
8.93 |
8.98 |
-0.01 |
447 |
21,556 |
-30 |
| Mar06 |
041015 |
8.85 |
8.85 |
8.80 |
8.84 |
-0.01 |
62 |
7,487 |
+11 |
| Total Volume and Open Interest |
26,009 |
333,293 |
+4,061 |
| Sugar #14(ICE) |
| Jan05 |
041015 |
20.21 |
20.28 |
20.21 |
20.27 |
+0.04 |
678 |
2,270 |
-487 |
| Mar05 |
041015 |
20.37 |
20.40 |
20.37 |
20.40 |
+0.02 |
35 |
2,899 |
+35 |
| May05 |
041015 |
20.47 |
20.50 |
20.47 |
20.50 |
+0.04 |
4 |
1,931 |
+2 |
| Jul05 |
041015 |
20.72 |
20.72 |
20.72 |
20.72 |
unch |
25 |
1,268 |
+21 |
| Sep05 |
041015 |
20.85 |
20.85 |
20.85 |
20.85 |
unch |
2 |
1,149 |
+2 |
| Total Volume and Open Interest |
748 |
10,022 |
-427 |
| London Cocoa(LCE) |
| Dec04 |
041015 |
842 |
844 |
827 |
832 |
-8 |
2,481 |
82,928 |
-130 |
| Mar05 |
041015 |
862 |
867 |
851 |
855 |
-7 |
2,141 |
36,079 |
+331 |
| May05 |
041015 |
877 |
881 |
870 |
870 |
-7 |
252 |
17,568 |
+66 |
| Jul05 |
041015 |
893 |
897 |
886 |
886 |
-7 |
196 |
15,305 |
+45 |
| Sep05 |
041015 |
907 |
912 |
902 |
902 |
-6 |
51 |
26,327 |
+32 |
| Dec05 |
041015 |
910 |
910 |
908 |
908 |
-6 |
143 |
10,684 |
+68 |
| Mar06 |
041015 |
915 |
915 |
915 |
915 |
-6 |
17 |
3,199 |
-15 |
| Total Volume and Open Interest |
5,281 |
192,558 |
+397 |
| London Coffee(LCE) |
| Nov04 |
041015 |
593.00 |
604.00 |
592.00 |
603.00 |
+9.00 |
6,949 |
51,521 |
-3,275 |
| Jan05 |
041015 |
615.00 |
626.00 |
614.00 |
625.00 |
+8.00 |
3,850 |
40,397 |
+860 |
| Mar05 |
041015 |
635.00 |
645.00 |
632.00 |
644.00 |
+7.00 |
805 |
25,499 |
+327 |
| May05 |
041015 |
654.00 |
665.00 |
654.00 |
664.00 |
+8.00 |
2,984 |
20,187 |
+2,853 |
| Jul05 |
041015 |
675.00 |
680.00 |
672.00 |
680.00 |
+7.00 |
153 |
5,974 |
+45 |
| Sep05 |
041015 |
685.00 |
696.00 |
685.00 |
696.00 |
+8.00 |
156 |
4,308 |
+78 |
| Total Volume and Open Interest |
14,897 |
149,160 |
+888 |
| London Sugar(LCE) |
| Dec04 |
041015 |
244.60 |
245.50 |
242.10 |
243.50 |
-1.10 |
1,696 |
14,866 |
+204 |
| Mar05 |
041015 |
257.00 |
258.70 |
256.00 |
257.40 |
-1.00 |
1,446 |
21,187 |
+76 |
| May05 |
041015 |
263.60 |
264.50 |
262.60 |
263.00 |
-0.60 |
294 |
9,351 |
+39 |
| Aug05 |
041015 |
260.00 |
261.00 |
259.50 |
259.80 |
-0.10 |
3 |
4,570 |
+3 |
| Oct05 |
041015 |
257.10 |
257.10 |
256.80 |
256.80 |
-0.20 |
0 |
3,051 |
+0 |
| Total Volume and Open Interest |
3,453 |
55,343 |
+330 |
| Cotton(ICE) |
| Dec04 |
041015 |
46.80 |
47.13 |
45.65 |
45.82 |
-0.70 |
12,018 |
44,142 |
-896 |
| Mar05 |
041015 |
47.70 |
47.80 |
46.30 |
46.41 |
-1.05 |
3,660 |
18,675 |
-40 |
| May05 |
041015 |
48.65 |
48.70 |
47.40 |
47.40 |
-1.00 |
608 |
4,704 |
+123 |
| Jul05 |
041015 |
49.60 |
49.60 |
48.40 |
48.41 |
-1.04 |
385 |
5,719 |
+47 |
| Oct05 |
041015 |
50.30 |
50.30 |
50.30 |
50.30 |
-0.65 |
0 |
34 |
+0 |
| Dec05 |
041015 |
51.80 |
51.80 |
50.98 |
51.00 |
-0.65 |
160 |
2,467 |
+90 |
| Total Volume and Open Interest |
16,831 |
75,884 |
-676 |
| Lumber(CME) |
| Nov04 |
041015 |
302.5 |
310.0 |
301.5 |
310.0 |
+10.0 |
761 |
2,496 |
-5 |
| Jan05 |
041015 |
310.0 |
318.0 |
310.0 |
318.0 |
+10.0 |
310 |
1,135 |
+75 |
| Mar05 |
041015 |
323.0 |
323.1 |
320.0 |
323.1 |
+10.0 |
30 |
210 |
-2 |
| May05 |
041015 |
329.9 |
332.0 |
327.6 |
327.6 |
+5.6 |
13 |
59 |
+8 |
| Total Volume and Open Interest |
1,114 |
3,903 |
+76 |
| Crude Oil(NYM) |
| Nov04 |
041015 |
54.60 |
55.00 |
54.14 |
54.93 |
+0.17 |
114,720 |
107,189 |
-15,020 |
| Dec04 |
041015 |
53.80 |
54.05 |
53.25 |
53.97 |
-0.09 |
114,449 |
221,038 |
+17,306 |
| Jan05 |
041015 |
53.05 |
53.45 |
52.80 |
53.40 |
-0.07 |
17,707 |
60,122 |
+2,751 |
| Feb05 |
041015 |
52.50 |
52.75 |
52.10 |
52.72 |
-0.05 |
6,021 |
33,310 |
-116 |
| Mar05 |
041015 |
51.80 |
52.01 |
51.50 |
52.01 |
-0.05 |
4,325 |
27,324 |
-236 |
| Apr05 |
041015 |
50.84 |
51.29 |
50.84 |
51.29 |
-0.05 |
2,244 |
18,229 |
-406 |
| May05 |
041015 |
49.95 |
50.58 |
49.95 |
50.58 |
-0.05 |
3,158 |
14,122 |
-53 |
| Jun05 |
041015 |
49.40 |
49.90 |
49.20 |
49.88 |
-0.04 |
7,664 |
28,593 |
+896 |
| Jul05 |
041015 |
48.90 |
49.20 |
48.90 |
49.20 |
-0.02 |
1,033 |
11,624 |
-214 |
| Aug05 |
041015 |
48.55 |
48.55 |
48.55 |
48.55 |
-0.02 |
375 |
7,784 |
+155 |
| Sep05 |
041015 |
47.45 |
47.97 |
47.45 |
47.97 |
-0.02 |
230 |
11,662 |
+44 |
| Oct05 |
041015 |
47.20 |
47.46 |
47.20 |
47.46 |
unch |
204 |
5,371 |
+159 |
| Nov05 |
041015 |
47.01 |
47.01 |
47.01 |
47.01 |
+0.02 |
1,343 |
7,600 |
+633 |
| Dec05 |
041015 |
46.20 |
46.62 |
46.20 |
46.62 |
+0.03 |
10,390 |
50,307 |
+985 |
| Jan06 |
041015 |
46.23 |
46.23 |
46.23 |
46.23 |
+0.03 |
200 |
7,398 |
+220 |
| Feb06 |
041015 |
45.87 |
45.87 |
45.87 |
45.87 |
+0.03 |
0 |
2,584 |
+20 |
| Total Volume and Open Interest |
288,585 |
743,662 |
+7,287 |
| Heating Oil(NYM) |
| Nov04 |
041015 |
153.75 |
155.00 |
152.00 |
154.91 |
unch |
29,257 |
41,583 |
-3,108 |
| Dec04 |
041015 |
153.50 |
155.10 |
152.50 |
154.97 |
-0.13 |
24,431 |
59,047 |
+1,065 |
| Jan05 |
041015 |
152.80 |
154.07 |
152.00 |
154.07 |
-0.28 |
7,419 |
26,314 |
+1,009 |
| Feb05 |
041015 |
150.10 |
151.00 |
149.00 |
150.62 |
-0.58 |
1,699 |
16,814 |
+422 |
| Mar05 |
041015 |
145.20 |
145.60 |
144.30 |
145.17 |
-0.73 |
3,199 |
15,561 |
+413 |
| Apr05 |
041015 |
139.25 |
139.25 |
138.00 |
138.52 |
-0.88 |
1,073 |
4,981 |
+619 |
| May05 |
041015 |
132.90 |
132.90 |
132.30 |
132.72 |
-0.93 |
249 |
4,231 |
-22 |
| Jun05 |
041015 |
128.20 |
129.00 |
128.20 |
128.67 |
-0.93 |
369 |
4,975 |
-260 |
| Jul05 |
041015 |
126.00 |
126.37 |
126.00 |
126.37 |
-1.03 |
306 |
4,216 |
-108 |
| Aug05 |
041015 |
126.10 |
126.40 |
126.02 |
126.02 |
-1.03 |
12 |
695 |
+11 |
| Sep05 |
041015 |
127.00 |
127.00 |
126.37 |
126.37 |
-1.03 |
725 |
3,081 |
+725 |
| Oct05 |
041015 |
126.95 |
126.95 |
126.92 |
126.92 |
-1.03 |
1 |
218 |
+1 |
| Total Volume and Open Interest |
69,240 |
190,999 |
+556 |
| Gasoline(NYMEX) |
| Nov04 |
041015 |
141.00 |
142.00 |
139.50 |
140.94 |
-1.02 |
23,614 |
43,356 |
-3,372 |
| Dec04 |
041015 |
141.00 |
141.80 |
139.70 |
140.99 |
-0.98 |
14,524 |
47,718 |
+2,300 |
| Jan05 |
041015 |
141.00 |
141.75 |
140.70 |
140.95 |
-0.97 |
3,539 |
18,518 |
+255 |
| Feb05 |
041015 |
141.30 |
141.80 |
141.20 |
141.20 |
-1.02 |
777 |
8,180 |
-475 |
| Mar05 |
041015 |
141.85 |
142.20 |
141.55 |
141.55 |
-1.02 |
1,379 |
5,697 |
-230 |
| Apr05 |
041015 |
148.85 |
148.85 |
147.90 |
147.90 |
-0.97 |
2,338 |
8,920 |
-269 |
| May05 |
041015 |
148.05 |
148.05 |
147.10 |
147.10 |
-0.97 |
298 |
8,318 |
-53 |
| Jun05 |
041015 |
145.35 |
145.35 |
145.35 |
145.35 |
-0.97 |
5 |
3,292 |
+5 |
| Jul05 |
041015 |
143.70 |
143.70 |
142.70 |
142.70 |
-0.97 |
15 |
2,373 |
+13 |
| Aug05 |
041015 |
140.00 |
140.00 |
139.50 |
139.50 |
-0.97 |
5 |
1,484 |
+5 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041015 |
6.720 |
6.780 |
6.660 |
6.709 |
-0.094 |
31,270 |
45,502 |
-3,832 |
| Dec04 |
041015 |
7.940 |
7.990 |
7.890 |
7.956 |
-0.038 |
18,954 |
54,720 |
+503 |
| Jan05 |
041015 |
8.400 |
8.480 |
8.380 |
8.440 |
-0.009 |
11,944 |
43,154 |
-1,046 |
| Feb05 |
041015 |
8.430 |
8.500 |
8.380 |
8.460 |
-0.009 |
4,208 |
23,146 |
+431 |
| Mar05 |
041015 |
8.090 |
8.115 |
8.050 |
8.095 |
-0.019 |
2,613 |
22,915 |
-162 |
| Apr05 |
041015 |
6.850 |
6.865 |
6.830 |
6.845 |
-0.028 |
1,772 |
17,690 |
-71 |
| May05 |
041015 |
6.580 |
6.620 |
6.580 |
6.605 |
-0.018 |
782 |
15,630 |
+46 |
| Jun05 |
041015 |
6.620 |
6.630 |
6.600 |
6.625 |
-0.015 |
370 |
11,221 |
+6 |
| Jul05 |
041015 |
6.680 |
6.680 |
6.630 |
6.650 |
-0.015 |
491 |
13,996 |
+115 |
| Aug05 |
041015 |
6.680 |
6.680 |
6.650 |
6.675 |
-0.015 |
466 |
11,368 |
+148 |
| Sep05 |
041015 |
6.620 |
6.660 |
6.620 |
6.637 |
-0.023 |
379 |
10,341 |
+68 |
| Oct05 |
041015 |
6.700 |
6.700 |
6.650 |
6.660 |
-0.023 |
732 |
15,394 |
+104 |
| Nov05 |
041015 |
6.970 |
6.980 |
6.930 |
6.960 |
-0.033 |
636 |
8,093 |
+297 |
| Dec05 |
041015 |
7.220 |
7.250 |
7.220 |
7.240 |
-0.043 |
837 |
8,530 |
-469 |
| Jan06 |
041015 |
7.460 |
7.460 |
7.420 |
7.440 |
-0.033 |
809 |
11,007 |
+131 |
| Feb06 |
041015 |
7.390 |
7.400 |
7.390 |
7.400 |
-0.023 |
48 |
7,184 |
+20 |
| Total Volume and Open Interest |
78,321 |
393,934 |
-4,018 |
| Brent Crude Oil(ICE) |
| Dec04 |
041015 |
49.95 |
50.15 |
49.44 |
49.93 |
-0.16 |
37,817 |
92,119 |
-406 |
| Jan05 |
041015 |
49.35 |
49.55 |
48.90 |
49.35 |
-0.15 |
10,599 |
74,949 |
+548 |
| Feb05 |
041015 |
48.77 |
48.80 |
48.35 |
48.78 |
-0.12 |
2,947 |
16,113 |
+659 |
| Mar05 |
041015 |
48.14 |
48.21 |
47.85 |
48.21 |
-0.10 |
1,128 |
18,046 |
+448 |
| Apr05 |
041015 |
47.50 |
47.65 |
47.31 |
47.65 |
-0.07 |
523 |
14,142 |
-181 |
| May05 |
041015 |
46.98 |
47.10 |
46.77 |
47.10 |
-0.03 |
310 |
4,454 |
+136 |
| Jun05 |
041015 |
46.46 |
46.56 |
46.25 |
46.56 |
+0.01 |
1,683 |
17,487 |
-250 |
| Jul05 |
041015 |
45.70 |
46.06 |
45.70 |
46.06 |
+0.01 |
150 |
5,621 |
+0 |
| Aug05 |
041015 |
45.17 |
45.57 |
45.14 |
45.57 |
+0.01 |
179 |
1,862 |
-75 |
| Sep05 |
041015 |
44.79 |
45.08 |
44.79 |
45.08 |
unch |
50 |
5,546 |
+0 |
| Oct05 |
041015 |
44.60 |
44.60 |
44.60 |
44.60 |
-0.03 |
0 |
650 |
-150 |
| Nov05 |
041015 |
44.00 |
44.10 |
44.00 |
44.10 |
|
|
|
|
| Dec05 |
041015 |
43.80 |
43.80 |
43.45 |
43.68 |
-0.04 |
2,198 |
44,026 |
+202 |
| Total Volume and Open Interest |
90,595 |
349,581 |
-982 |
| Gas Oil(ICE) |
| Nov04 |
041015 |
483.00 |
487.50 |
479.00 |
480.50 |
-1.00 |
13,213 |
43,274 |
-682 |
| Dec04 |
041015 |
465.25 |
469.50 |
462.50 |
463.75 |
-1.25 |
11,475 |
37,931 |
-1,906 |
| Jan05 |
041015 |
455.00 |
458.50 |
453.00 |
453.50 |
-1.25 |
2,456 |
16,148 |
-819 |
| Feb05 |
041015 |
444.50 |
444.50 |
441.75 |
441.75 |
-1.50 |
184 |
4,030 |
-192 |
| Mar05 |
041015 |
431.50 |
431.75 |
429.25 |
429.25 |
-1.50 |
266 |
4,730 |
-14 |
| Apr05 |
041015 |
421.00 |
421.00 |
416.75 |
416.75 |
-1.75 |
234 |
5,097 |
+450 |
| May05 |
041015 |
406.75 |
406.75 |
406.75 |
406.75 |
-2.25 |
0 |
3,219 |
+144 |
| Jun05 |
041015 |
401.50 |
401.50 |
399.00 |
399.25 |
-2.25 |
450 |
10,627 |
-50 |
| Jul05 |
041015 |
397.50 |
397.50 |
395.50 |
395.50 |
-2.00 |
400 |
825 |
-268 |
| Aug05 |
041015 |
392.75 |
392.75 |
392.75 |
392.75 |
-1.50 |
0 |
1,126 |
+0 |
| Total Volume and Open Interest |
29,778 |
151,246 |
-2,837 |
| US Dollar Index(ICE) |
| Dec04 |
041015 |
87.680 |
87.820 |
86.980 |
87.220 |
-0.430 |
1,801 |
19,199 |
+808 |
| Mar05 |
041015 |
87.750 |
87.750 |
87.390 |
87.390 |
-0.430 |
55 |
2,513 |
+51 |
| Jun05 |
041015 |
87.570 |
87.570 |
87.570 |
87.570 |
-0.430 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
1,856 |
21,726 |
+859 |
| Australian Dollar(CME) |
| Dec04 |
041015 |
72.60 |
72.98 |
72.28 |
72.68 |
+0.04 |
2,435 |
52,209 |
+955 |
| Mar05 |
041015 |
72.13 |
72.13 |
72.13 |
72.13 |
+0.04 |
34 |
286 |
+35 |
| Jun05 |
041015 |
71.63 |
71.63 |
71.63 |
71.63 |
+0.04 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
2,469 |
52,615 |
+990 |
| British Pound(CME) |
| Dec04 |
041015 |
179.26 |
179.86 |
178.88 |
179.55 |
+0.64 |
4,616 |
64,842 |
+2,039 |
| Mar05 |
041015 |
178.40 |
178.40 |
178.40 |
178.40 |
+0.64 |
4 |
36 |
+9 |
| Jun05 |
041015 |
177.40 |
177.40 |
177.40 |
177.40 |
+0.64 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,620 |
64,881 |
+2,048 |
| Canadian Dollar(CME) |
| Dec04 |
041015 |
79.29 |
79.88 |
79.15 |
79.77 |
+0.13 |
3,680 |
109,500 |
-817 |
| Mar05 |
041015 |
79.35 |
79.70 |
79.35 |
79.67 |
+0.13 |
60 |
2,006 |
+11 |
| Jun05 |
041015 |
79.59 |
79.59 |
79.59 |
79.59 |
+0.13 |
11 |
994 |
+6 |
| Sep05 |
041015 |
79.55 |
79.55 |
79.51 |
79.51 |
+0.13 |
0 |
394 |
+0 |
| Total Volume and Open Interest |
3,751 |
113,074 |
-800 |
| Japanese Yen(CME) |
| Dec04 |
041015 |
91.79 |
92.20 |
91.65 |
91.86 |
+0.33 |
5,289 |
120,822 |
+4,101 |
| Mar05 |
041015 |
92.67 |
92.67 |
92.37 |
92.37 |
+0.33 |
12 |
467 |
-4 |
| Jun05 |
041015 |
92.99 |
92.99 |
92.97 |
92.97 |
+0.33 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
5,301 |
121,293 |
+4,097 |
| Swiss Franc(CME) |
| Dec04 |
041015 |
80.72 |
81.39 |
80.47 |
81.28 |
+0.72 |
5,734 |
37,746 |
+4,249 |
| Mar05 |
041015 |
81.51 |
81.55 |
81.45 |
81.55 |
+0.72 |
0 |
17 |
+0 |
| Jun05 |
041015 |
81.85 |
81.85 |
81.85 |
81.85 |
+0.72 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
5,734 |
37,823 |
+4,249 |
| EuroFX(CME) |
| Dec04 |
041015 |
124.07 |
125.03 |
123.75 |
124.72 |
+0.77 |
8,030 |
121,543 |
-8,183 |
| Mar05 |
041015 |
124.12 |
124.85 |
124.12 |
124.74 |
+0.77 |
146 |
1,830 |
+80 |
| Jun05 |
041015 |
124.78 |
124.78 |
124.78 |
124.78 |
+0.77 |
1 |
135 |
-1 |
| Total Volume and Open Interest |
8,176 |
123,519 |
-8,104 |
| Mexican Peso(CME) |
| Oct04 |
041015 |
872.2 |
878.8 |
872.2 |
872.2 |
-6.5 |
|
|
|
| Nov04 |
041015 |
868.0 |
874.5 |
868.0 |
868.0 |
-6.5 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
11,454 |
93,597 |
-2,692 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041015 |
113~130 |
114~080 |
112~130 |
113~000 |
-0~130 |
234,439 |
568,454 |
+7,181 |
| Mar05 |
041015 |
112~150 |
112~220 |
111~140 |
111~300 |
-0~130 |
593 |
16,682 |
+387 |
| Jun05 |
041015 |
111~150 |
111~150 |
110~290 |
110~290 |
-0~130 |
1 |
116 |
+1 |
| Total Volume and Open Interest |
235,033 |
585,252 |
+7,569 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041015 |
113~170 |
113~240 |
112~250 |
113~070 |
-0~100 |
683,897 |
1,524,386 |
+23,631 |
| Mar05 |
041015 |
112~280 |
113~000 |
112~065 |
112~170 |
-0~110 |
5,022 |
70,506 |
+1,366 |
| Jun05 |
041015 |
111~170 |
111~170 |
111~170 |
111~170 |
-0~105 |
487 |
1,061 |
+277 |
| Total Volume and Open Interest |
689,406 |
1,595,953 |
+25,274 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041015 |
111~060 |
111~066 |
110~118 |
111~026 |
-0~032 |
338,672 |
1,030,322 |
+620 |
| Mar05 |
041015 |
110~080 |
110~080 |
110~040 |
110~042 |
-0~034 |
609 |
56,276 |
+1,330 |
| Jun05 |
041015 |
109~074 |
109~074 |
109~074 |
109~074 |
-0~030 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
339,281 |
56,286 |
+56,276 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041015 |
105~125 |
105~127 |
105~100 |
105~113 |
-0~013 |
1,673 |
206,695 |
+3,745 |
| Total Volume and Open Interest |
1,673 |
206,695 |
+3,745 |
| Eurodollars(CME) |
| Dec04 |
041015 |
97.760 |
97.765 |
97.735 |
97.755 |
-0.005 |
41,169 |
979,083 |
-8,439 |
| Mar05 |
041015 |
97.595 |
97.595 |
97.530 |
97.570 |
-0.025 |
43,885 |
868,538 |
+30,222 |
| Jun05 |
041015 |
97.420 |
97.425 |
97.330 |
97.375 |
-0.050 |
50,037 |
819,920 |
+15,077 |
| Sep05 |
041015 |
97.220 |
97.220 |
97.100 |
97.160 |
-0.060 |
52,400 |
687,601 |
-5,743 |
| Dec05 |
041015 |
96.975 |
96.985 |
96.850 |
96.905 |
-0.070 |
41,948 |
505,782 |
-2,358 |
| Mar06 |
041015 |
96.775 |
96.775 |
96.630 |
96.690 |
-0.070 |
22,699 |
399,551 |
-2,885 |
| Jun06 |
041015 |
96.585 |
96.590 |
96.450 |
96.500 |
-0.075 |
21,164 |
281,138 |
+621 |
| Sep06 |
041015 |
96.425 |
96.430 |
96.285 |
96.345 |
-0.065 |
14,454 |
223,238 |
-109 |
| Dec06 |
041015 |
96.275 |
96.280 |
96.140 |
96.195 |
-0.065 |
8,942 |
174,623 |
-533 |
| Mar07 |
041015 |
96.140 |
96.145 |
96.010 |
96.060 |
-0.065 |
5,054 |
157,470 |
+1,165 |
| Jun07 |
041015 |
96.010 |
96.010 |
95.875 |
95.935 |
-0.060 |
9,509 |
145,013 |
+502 |
| Sep07 |
041015 |
95.890 |
95.895 |
95.755 |
95.815 |
-0.060 |
9,481 |
105,584 |
+2,071 |
| Dec07 |
041015 |
95.770 |
95.780 |
95.635 |
95.695 |
-0.060 |
5,981 |
90,306 |
+1,519 |
| Mar08 |
041015 |
95.660 |
95.670 |
95.525 |
95.585 |
-0.060 |
3,114 |
81,870 |
-627 |
| Jun08 |
041015 |
95.545 |
95.560 |
95.395 |
95.475 |
-0.055 |
4,070 |
76,358 |
-1,030 |
| Sep08 |
041015 |
95.440 |
95.450 |
95.305 |
95.370 |
-0.055 |
4,862 |
67,576 |
+1,087 |
| Dec08 |
041015 |
95.330 |
95.345 |
95.190 |
95.260 |
-0.055 |
4,808 |
53,426 |
-318 |
| Mar09 |
041015 |
95.235 |
95.255 |
95.095 |
95.165 |
-0.055 |
3,035 |
42,497 |
-139 |
| Total Volume and Open Interest |
357,530 |
5,979,193 |
+31,843 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041015 |
98.240 |
98.250 |
98.240 |
98.250 |
unch |
1,932 |
100,614 |
+431 |
| Nov04 |
041015 |
98.110 |
98.110 |
98.100 |
98.100 |
unch |
6,037 |
128,152 |
+3,316 |
| Dec04 |
041015 |
97.980 |
97.980 |
97.970 |
97.980 |
unch |
7,349 |
128,798 |
+7,040 |
| Jan05 |
041015 |
97.930 |
97.940 |
97.930 |
97.940 |
unch |
4,082 |
103,500 |
+1,249 |
| Feb05 |
041015 |
97.800 |
97.810 |
97.790 |
97.810 |
unch |
1,563 |
20,941 |
-532 |
| Mar05 |
041015 |
97.750 |
97.750 |
97.740 |
97.750 |
-0.010 |
110 |
5,112 |
-79 |
| Total Volume and Open Interest |
21,073 |
487,289 |
+11,425 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041015 |
98.240 |
98.245 |
98.240 |
98.240 |
-0.005 |
301 |
0 |
+0 |
| Nov04 |
041015 |
98.100 |
98.110 |
98.100 |
98.100 |
unch |
5,965 |
0 |
+0 |
| Dec04 |
041015 |
97.985 |
97.985 |
97.970 |
97.975 |
-0.005 |
13,518 |
0 |
+0 |
| Jan05 |
041015 |
97.940 |
97.940 |
97.925 |
97.935 |
-0.005 |
7,738 |
0 |
+0 |
| Feb05 |
041015 |
97.810 |
97.810 |
97.780 |
97.795 |
-0.015 |
2,067 |
0 |
+0 |
| Mar05 |
041015 |
97.735 |
97.755 |
97.735 |
97.755 |
-0.010 |
250 |
0 |
+0 |
| Total Volume and Open Interest |
29,839 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041015 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
0 |
10,637 |
+60 |
| Mar05 |
041015 |
99.88 |
99.89 |
99.88 |
99.89 |
unch |
0 |
34,858 |
-49 |
| Jun05 |
041015 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
250 |
21,573 |
-181 |
| Sep05 |
041015 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
8,012 |
-8 |
| Dec05 |
041015 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
263 |
6,459 |
+694 |
| Mar06 |
041015 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
11,312 |
+0 |
| Jun06 |
041015 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
2,741 |
+0 |
| Sep06 |
041015 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
0 |
2,181 |
+0 |
| Dec06 |
041015 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041015 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
513 |
99,127 |
+516 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041015 |
99.92 |
99.92 |
99.91 |
99.91 |
0.00 |
169 |
58,957 |
+13 |
| Mar05 |
041015 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
1,723 |
86,115 |
-17 |
| Jun05 |
041015 |
99.86 |
99.86 |
99.86 |
99.86 |
0.00 |
629 |
77,485 |
+43 |
| Sep05 |
041015 |
99.82 |
99.82 |
99.81 |
99.81 |
0.00 |
568 |
42,530 |
-35 |
| Dec05 |
041015 |
99.76 |
99.76 |
99.74 |
99.74 |
-0.01 |
112 |
35,296 |
+389 |
| Mar06 |
041015 |
99.67 |
99.67 |
99.65 |
99.65 |
0.00 |
848 |
33,570 |
-898 |
| Jun06 |
041015 |
99.56 |
99.57 |
99.56 |
99.56 |
+0.00 |
290 |
15,267 |
-10 |
| Sep06 |
041015 |
99.46 |
99.47 |
99.46 |
99.46 |
+0.00 |
10 |
5,953 |
-100 |
| Total Volume and Open Interest |
4,349 |
368,534 |
-615 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041015 |
138.33 |
138.47 |
138.26 |
138.27 |
+0.04 |
1,514 |
30,758 |
+447 |
| Mar05 |
041015 |
137.31 |
137.31 |
137.31 |
137.31 |
+0.04 |
|
|
|
| Jun05 |
041015 |
137.31 |
137.31 |
137.31 |
137.31 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
1,514 |
30,758 |
+447 |
| Euro-Bund(EUREX) |
| Dec04 |
041015 |
116.68 |
116.82 |
116.32 |
116.37 |
-0.31 |
1,304,339 |
1,330,426 |
-8,007 |
| Mar05 |
041015 |
115.96 |
116.05 |
115.66 |
115.66 |
-0.29 |
1,212 |
17,173 |
+554 |
| Jun05 |
041015 |
114.87 |
114.87 |
114.87 |
114.87 |
-0.31 |
305 |
240 |
+0 |
| Total Volume and Open Interest |
1,305,856 |
1,347,839 |
-7,453 |
| Euro-Bobl(EUREX) |
| Dec04 |
041015 |
112.19 |
112.31 |
112.02 |
112.04 |
-0.15 |
870,275 |
827,697 |
+870 |
| Mar05 |
041015 |
111.95 |
111.95 |
111.73 |
111.73 |
-0.15 |
1,110 |
5,699 |
+1,191 |
| Jun05 |
041015 |
110.92 |
110.92 |
110.92 |
110.92 |
-0.15 |
3,300 |
400 |
+0 |
| Total Volume and Open Interest |
874,685 |
833,796 |
+2,061 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041015 |
97.820 |
97.835 |
97.820 |
97.830 |
+0.005 |
547 |
8,641 |
-241 |
| Mar05 |
041015 |
97.740 |
97.765 |
97.735 |
97.755 |
+0.025 |
118 |
6,484 |
-27 |
| Jun05 |
041015 |
97.610 |
97.655 |
97.610 |
97.645 |
+0.030 |
477 |
3,568 |
+27 |
| Total Volume and Open Interest |
1,412 |
24,947 |
-194 |
| Long Gilt(LIFFE) |
| Dec04 |
041015 |
108~13 |
108~21 |
108~05 |
108~12 |
-0~01 |
70,041 |
215,609 |
+1,409 |
| Mar05 |
041015 |
109~27 |
109~27 |
109~27 |
109~27 |
-0~01 |
|
|
|
| Total Volume and Open Interest |
70,041 |
215,609 |
+1,409 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041015 |
95.07 |
95.09 |
95.06 |
95.07 |
unch |
20,901 |
242,106 |
-1,998 |
| Mar05 |
041015 |
95.05 |
95.07 |
95.03 |
95.04 |
unch |
19,783 |
253,635 |
-3,122 |
| Jun05 |
041015 |
95.06 |
95.09 |
95.03 |
95.05 |
-0.01 |
25,726 |
206,509 |
+13 |
| Sep05 |
041015 |
95.08 |
95.11 |
95.04 |
95.06 |
-0.02 |
25,044 |
162,640 |
+49 |
| Dec05 |
041015 |
95.07 |
95.10 |
95.03 |
95.05 |
-0.03 |
19,592 |
138,174 |
-773 |
| Mar06 |
041015 |
95.05 |
95.09 |
95.02 |
95.03 |
-0.03 |
12,180 |
86,294 |
+91 |
| Total Volume and Open Interest |
133,096 |
1,251,698 |
-4,782 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041015 |
97.825 |
97.845 |
97.815 |
97.830 |
+0.005 |
89,778 |
624,436 |
+2,859 |
| Mar05 |
041015 |
97.740 |
97.775 |
97.725 |
97.750 |
+0.015 |
119,785 |
575,186 |
+5,532 |
| Jun05 |
041015 |
97.630 |
97.670 |
97.600 |
97.630 |
+0.015 |
122,920 |
517,130 |
+8,794 |
| Total Volume and Open Interest |
630,512 |
3,105,249 |
+55,433 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041015 |
94.61 |
94.63 |
94.61 |
94.63 |
+0.01 |
14,030 |
222,551 |
-3,880 |
| Mar05 |
041015 |
94.59 |
94.61 |
94.57 |
94.61 |
+0.02 |
25,498 |
150,830 |
+4,726 |
| Jun05 |
041015 |
94.56 |
94.59 |
94.55 |
94.58 |
+0.02 |
5,889 |
58,805 |
+1,343 |
| Sep05 |
041015 |
94.53 |
94.57 |
94.53 |
94.57 |
+0.04 |
1,404 |
34,878 |
+584 |
| Dec05 |
041015 |
94.51 |
94.54 |
94.51 |
94.54 |
+0.04 |
600 |
18,039 |
+300 |
| Mar06 |
041015 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.04 |
0 |
10,202 |
+0 |
| Jun06 |
041015 |
94.44 |
94.47 |
94.44 |
94.47 |
+0.05 |
30 |
8,650 |
+0 |
| Sep06 |
041015 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.05 |
0 |
4,328 |
+0 |
| Dec06 |
041015 |
94.39 |
94.39 |
94.38 |
94.38 |
+0.04 |
10 |
3,104 |
+0 |
| Mar07 |
041015 |
94.34 |
94.35 |
94.34 |
94.35 |
+0.05 |
30 |
2,002 |
+0 |
| Total Volume and Open Interest |
47,541 |
516,433 |
+3,123 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041015 |
94.62 |
94.71 |
94.62 |
94.67 |
+0.04 |
32,708 |
248,052 |
-5,129 |
| Mar05 |
041015 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
32,708 |
248,052 |
-5,129 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041015 |
94.83 |
94.89 |
94.82 |
94.88 |
+0.05 |
79,518 |
397,535 |
+15,960 |
| Mar05 |
041015 |
94.88 |
94.88 |
94.88 |
94.88 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
79,518 |
397,535 |
+15,960 |
| Gold(CMX) |
| Oct04 |
041015 |
419.7 |
419.7 |
417.8 |
418.7 |
+0.6 |
101 |
448 |
-66 |
| Dec04 |
041015 |
421.5 |
423.0 |
419.0 |
420.1 |
+0.6 |
52,365 |
232,574 |
+1,817 |
| Feb05 |
041015 |
423.3 |
424.0 |
421.0 |
421.7 |
+0.6 |
2,089 |
11,843 |
-813 |
| Apr05 |
041015 |
425.0 |
426.0 |
423.3 |
423.3 |
+0.6 |
120 |
4,485 |
+0 |
| Jun05 |
041015 |
426.9 |
427.5 |
425.0 |
425.1 |
+0.6 |
47 |
12,608 |
+27 |
| Aug05 |
041015 |
427.1 |
427.1 |
427.1 |
427.1 |
+0.7 |
100 |
6,885 |
+9 |
| Oct05 |
041015 |
429.1 |
429.1 |
429.1 |
429.1 |
+0.8 |
0 |
1,744 |
+0 |
| Dec05 |
041015 |
433.3 |
433.3 |
430.5 |
431.1 |
+0.8 |
69 |
8,645 |
-69 |
| Feb06 |
041015 |
433.3 |
433.3 |
433.3 |
433.3 |
+0.9 |
0 |
844 |
+0 |
| Apr06 |
041015 |
435.5 |
435.5 |
435.5 |
435.5 |
+0.9 |
0 |
486 |
+0 |
| Jun06 |
041015 |
439.0 |
439.0 |
437.8 |
437.8 |
+1.0 |
110 |
8,319 |
+0 |
| Aug06 |
041015 |
440.2 |
440.2 |
440.2 |
440.2 |
+1.0 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
54,891 |
296,201 |
+905 |
| Silver(CMX) |
| Dec04 |
041015 |
715.0 |
717.0 |
703.5 |
711.0 |
+5.5 |
14,339 |
86,669 |
+313 |
| Mar05 |
041015 |
716.0 |
718.5 |
713.0 |
714.7 |
+5.5 |
266 |
12,058 |
+117 |
| May05 |
041015 |
718.0 |
718.0 |
716.0 |
717.1 |
+5.6 |
35 |
1,995 |
+0 |
| Jul05 |
041015 |
719.0 |
722.0 |
719.0 |
719.8 |
+5.6 |
12 |
1,957 |
+6 |
| Sep05 |
041015 |
722.3 |
722.3 |
722.3 |
722.3 |
+5.6 |
12 |
511 |
+0 |
| Dec05 |
041015 |
724.0 |
727.0 |
722.0 |
726.1 |
+5.6 |
80 |
3,270 |
+56 |
| Mar06 |
041015 |
729.3 |
729.3 |
729.3 |
729.3 |
+5.6 |
|
|
|
| Total Volume and Open Interest |
14,736 |
108,134 |
+494 |
| Platinum(NYMEX) |
| Oct04 |
041015 |
852.0 |
852.0 |
850.0 |
850.0 |
+4.1 |
18 |
103 |
-5 |
| Jan05 |
041015 |
842.0 |
849.7 |
839.0 |
847.0 |
+4.1 |
769 |
5,688 |
-138 |
| Apr05 |
041015 |
841.0 |
841.0 |
841.0 |
841.0 |
+4.1 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
787 |
5,793 |
-143 |
| Palladium(NYMEX) |
| Dec04 |
041015 |
224.00 |
224.00 |
218.00 |
218.35 |
-1.15 |
421 |
9,871 |
-117 |
| Mar05 |
041015 |
223.50 |
223.50 |
220.35 |
220.35 |
-1.15 |
1 |
88 |
+0 |
| Total Volume and Open Interest |
422 |
9,959 |
-117 |
| Copper(CMX) |
| Dec04 |
041015 |
129.10 |
131.40 |
128.80 |
130.90 |
+3.95 |
20,127 |
57,987 |
-8,156 |
| Mar05 |
041015 |
123.50 |
126.50 |
123.20 |
126.25 |
+4.35 |
1,033 |
8,620 |
+311 |
| May05 |
041015 |
119.00 |
121.65 |
119.00 |
121.65 |
+4.05 |
285 |
2,633 |
+81 |
| Jul05 |
041015 |
117.00 |
117.80 |
117.00 |
117.65 |
+4.05 |
96 |
1,592 |
+22 |
| Sep05 |
041015 |
113.00 |
114.80 |
113.00 |
114.65 |
+4.05 |
106 |
1,518 |
+82 |
| Total Volume and Open Interest |
23,040 |
84,112 |
-7,498 |
| Aluminum(CMX) |
| Oct04 |
041015 |
89.35 |
89.35 |
89.35 |
89.35 |
+1.95 |
9 |
180 |
+0 |
| Nov04 |
041015 |
88.00 |
88.35 |
88.00 |
88.35 |
+1.45 |
0 |
958 |
+0 |
| Dec04 |
041015 |
87.50 |
87.50 |
87.50 |
87.50 |
+1.30 |
107 |
1,278 |
-1 |
| Jan05 |
041015 |
86.55 |
86.55 |
86.55 |
86.55 |
+1.20 |
0 |
685 |
+0 |
| Feb05 |
041015 |
85.45 |
85.45 |
85.45 |
85.45 |
+1.00 |
0 |
636 |
+0 |
| Mar05 |
041015 |
84.70 |
84.70 |
84.70 |
84.70 |
+1.00 |
0 |
651 |
+0 |
| Total Volume and Open Interest |
116 |
10,075 |
-1 |
| DJIA Index(CBOT) |
| Dec04 |
041015 |
9890 |
9973 |
9887 |
9925 |
+37 |
8,716 |
38,852 |
+196 |
| Mar05 |
041015 |
9922 |
9922 |
9922 |
9922 |
+36 |
9 |
16 |
-4 |
| Jun05 |
041015 |
9932 |
9932 |
9932 |
9932 |
+35 |
|
|
|
| Total Volume and Open Interest |
8,725 |
38,869 |
+192 |
| S & P 500(CME) |
| Dec04 |
041015 |
1106.30 |
1113.70 |
1102.20 |
1108.30 |
+5.20 |
36,500 |
615,466 |
+156 |
| Mar05 |
041015 |
1107.50 |
1110.80 |
1106.30 |
1109.30 |
+5.20 |
131 |
13,144 |
-2 |
| Jun05 |
041015 |
1111.30 |
1111.30 |
1111.30 |
1111.30 |
+5.20 |
15 |
613 |
+5 |
| Sep05 |
041015 |
1113.30 |
1113.30 |
1113.30 |
1113.30 |
+5.20 |
5 |
50 |
+5 |
| Total Volume and Open Interest |
36,651 |
629,409 |
+164 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041015 |
1103.00 |
1113.75 |
1102.00 |
1108.25 |
+5.25 |
830,879 |
679,634 |
+2,882 |
| Mar05 |
041015 |
1105.25 |
1114.00 |
1103.50 |
1109.25 |
+5.25 |
751 |
2,495 |
-113 |
| Total Volume and Open Interest |
831,630 |
682,129 |
+2,769 |
| NASDAQ 100(CME) |
| Dec04 |
041015 |
1431.50 |
1446.00 |
1422.00 |
1436.00 |
+5.50 |
9,245 |
72,101 |
-407 |
| Mar05 |
041015 |
1443.50 |
1443.50 |
1443.50 |
1443.50 |
+5.50 |
5 |
41 |
+5 |
| Jun05 |
041015 |
1450.50 |
1450.50 |
1450.50 |
1450.50 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
9,250 |
72,142 |
-402 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041015 |
1428.50 |
1446.00 |
1422.00 |
1436.00 |
+5.50 |
368,478 |
265,489 |
-319 |
| Mar05 |
041015 |
1437.00 |
1452.00 |
1430.50 |
1443.50 |
+5.50 |
202 |
1,712 |
+24 |
| Total Volume and Open Interest |
368,680 |
267,201 |
-295 |
| S & P Midcap 400(CME) |
| Dec04 |
041015 |
585.50 |
588.75 |
581.80 |
586.00 |
+2.20 |
366 |
13,406 |
+48 |
| Mar05 |
041015 |
587.25 |
587.25 |
586.75 |
586.75 |
+2.20 |
0 |
1 |
+0 |
| Jun05 |
041015 |
587.25 |
587.25 |
586.75 |
586.75 |
+2.20 |
|
|
|
| Total Volume and Open Interest |
366 |
13,407 |
+48 |
| Russell 2000(CME) |
| Dec04 |
041015 |
566.50 |
573.10 |
563.50 |
570.00 |
+5.50 |
1,191 |
27,243 |
+137 |
| Mar05 |
041015 |
570.00 |
570.00 |
570.00 |
570.00 |
+5.50 |
|
|
|
| Jun05 |
041015 |
570.00 |
570.00 |
570.00 |
570.00 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
1,191 |
27,243 |
+137 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041015 |
564.60 |
573.40 |
563.30 |
570.00 |
+5.50 |
74,479 |
82,272 |
-1,689 |
| Mar05 |
041015 |
571.20 |
571.20 |
569.20 |
570.00 |
+5.50 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
74,479 |
82,338 |
-1,689 |
| Nikkei 225(CME) |
| Dec04 |
041015 |
10970 |
11015 |
10905 |
10980 |
-90 |
19,538 |
161,344 |
-3,174 |
| Mar05 |
041015 |
10980 |
10980 |
10980 |
10980 |
-90 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
19,538 |
161,351 |
-3,195 |
| Nikkei 225(SGX) |
| Dec04 |
041015 |
10970 |
11015 |
10905 |
10980 |
-90 |
19,538 |
161,344 |
-3,174 |
| Mar05 |
041015 |
10980 |
10980 |
10980 |
10980 |
-90 |
0 |
4 |
+0 |
| Jun05 |
041015 |
10935 |
10935 |
10935 |
10935 |
-90 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
19,538 |
161,351 |
-3,195 |
| CAC 40(EURONEXT) |
| Oct04 |
041015 |
3649.0 |
3663.0 |
3638.0 |
3657.5 |
-6.5 |
175,075 |
370,248 |
-26,757 |
| Nov04 |
041015 |
3655.0 |
3705.0 |
3645.5 |
3676.5 |
+5.0 |
114,789 |
226,467 |
+98,102 |
| Dec04 |
041015 |
3652.0 |
3684.0 |
3643.5 |
3674.0 |
+6.0 |
9,948 |
134,751 |
+6,068 |
| Total Volume and Open Interest |
299,812 |
740,493 |
+77,413 |
| Hang Seng Index(HKFE) |
| Oct04 |
041015 |
12975 |
13107 |
12970 |
13083 |
+32 |
18,996 |
112,051 |
-1,298 |
| Nov04 |
041015 |
12901 |
13060 |
12901 |
13042 |
+37 |
449 |
1,730 |
+64 |
| Dec04 |
041015 |
12940 |
13050 |
12940 |
13040 |
+29 |
21 |
1,059 |
+20 |
| Total Volume and Open Interest |
19,491 |
117,520 |
-1,212 |
| DAX(EUREX) |
| Dec04 |
041015 |
3928.5 |
3976.5 |
3911.5 |
3969.0 |
+31.0 |
143,034 |
169,521 |
+3,066 |
| Mar05 |
041015 |
3948.0 |
3996.0 |
3935.0 |
3991.0 |
+31.0 |
134 |
4,371 |
-86 |
| Jun05 |
041015 |
3965.0 |
4013.5 |
3958.0 |
4013.5 |
+31.0 |
74 |
1,152 |
+36 |
| Total Volume and Open Interest |
143,242 |
175,044 |
+3,016 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041015 |
4640.00 |
4667.00 |
4621.00 |
4641.50 |
-9.50 |
75,236 |
450,652 |
+600 |
| Mar05 |
041015 |
4642.50 |
4652.50 |
4634.00 |
4647.00 |
-9.50 |
117 |
13,047 |
+77 |
| Jun05 |
041015 |
4670.00 |
4670.00 |
4659.50 |
4664.00 |
-9.50 |
50 |
10,160 |
+50 |
| Total Volume and Open Interest |
75,403 |
473,859 |
+727 |
| SPI 200(SFE) |
| Dec04 |
041015 |
3707.0 |
3735.0 |
3707.0 |
3724.0 |
+4.0 |
12,882 |
165,177 |
+2,199 |
| Mar05 |
041015 |
3733.0 |
3734.0 |
3731.0 |
3734.0 |
+5.0 |
5 |
2,567 |
-11 |
| Jun05 |
041015 |
3752.0 |
3752.0 |
3744.0 |
3744.0 |
+5.0 |
7 |
3,014 |
-5 |
| Total Volume and Open Interest |
13,057 |
173,620 |
+2,223 |
| GSCI(CME) |
| Nov04 |
041015 |
360.70 |
361.65 |
359.00 |
361.60 |
+0.60 |
157 |
16,774 |
+101 |
| Dec04 |
041015 |
362.25 |
362.25 |
362.25 |
362.25 |
+0.75 |
|
|
|
| Total Volume and Open Interest |
271 |
18,075 |
-161 |
| RJ/CRB Index(ICE) |
| Nov04 |
041015 |
284.50 |
286.50 |
284.50 |
286.45 |
+2.20 |
40 |
247 |
+0 |
| Jan05 |
041015 |
285.75 |
285.75 |
285.75 |
285.75 |
+2.00 |
3 |
209 |
+0 |
| Feb05 |
041015 |
284.20 |
284.20 |
284.20 |
284.20 |
+2.20 |
13 |
34 |
+0 |
| Total Volume and Open Interest |
40 |
591 |
+0 |
|
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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