|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 19, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041019 |
516.00 |
529.00 |
514.50 |
527.75 |
+13.00 |
31,581 |
118,510 |
-5,729 |
| Jan05 |
041019 |
521.00 |
533.50 |
519.50 |
532.25 |
+12.00 |
10,383 |
67,522 |
+2,819 |
| Mar05 |
041019 |
527.00 |
538.00 |
525.00 |
537.75 |
+11.50 |
4,286 |
31,505 |
+365 |
| May05 |
041019 |
533.00 |
544.00 |
532.00 |
543.25 |
+11.00 |
2,390 |
18,497 |
+410 |
| Jul05 |
041019 |
539.00 |
550.00 |
538.00 |
549.00 |
+11.50 |
2,077 |
15,687 |
+462 |
| Aug05 |
041019 |
550.50 |
550.50 |
550.50 |
550.50 |
+11.50 |
0 |
574 |
+0 |
| Sep05 |
041019 |
544.00 |
546.00 |
544.00 |
546.00 |
+2.00 |
0 |
188 |
+0 |
| Total Volume and Open Interest |
51,185 |
258,166 |
-1,425 |
| Soybean Meal(CBOT) |
| Dec04 |
041019 |
154.50 |
157.30 |
154.30 |
156.80 |
+2.70 |
8,275 |
54,205 |
+673 |
| Jan05 |
041019 |
155.80 |
158.50 |
155.50 |
158.10 |
+2.90 |
1,672 |
16,659 |
+223 |
| Mar05 |
041019 |
157.50 |
160.70 |
157.30 |
160.30 |
+3.10 |
1,982 |
17,870 |
+91 |
| May05 |
041019 |
159.70 |
162.50 |
159.40 |
162.50 |
+3.00 |
2,192 |
13,981 |
+283 |
| Jul05 |
041019 |
162.50 |
165.10 |
162.00 |
164.80 |
+2.80 |
2,744 |
19,010 |
-391 |
| Aug05 |
041019 |
164.00 |
166.30 |
164.00 |
166.00 |
+2.70 |
281 |
6,470 |
+74 |
| Sep05 |
041019 |
165.50 |
167.50 |
165.00 |
167.00 |
+2.70 |
175 |
4,320 |
+15 |
| Oct05 |
041019 |
166.50 |
168.20 |
166.50 |
167.50 |
+2.90 |
131 |
2,302 |
+112 |
| Total Volume and Open Interest |
17,923 |
138,239 |
+1,336 |
| Soybean Oil(CBOT) |
| Dec04 |
041019 |
20.08 |
20.72 |
19.96 |
20.67 |
+0.58 |
6,597 |
62,411 |
-1,199 |
| Jan05 |
041019 |
20.31 |
20.88 |
20.19 |
20.83 |
+0.54 |
3,622 |
28,820 |
-15 |
| Mar05 |
041019 |
20.43 |
20.99 |
20.30 |
20.91 |
+0.49 |
1,723 |
20,542 |
+2 |
| May05 |
041019 |
20.62 |
21.10 |
20.50 |
21.01 |
+0.40 |
1,142 |
15,213 |
+276 |
| Jul05 |
041019 |
20.73 |
21.15 |
20.62 |
21.12 |
+0.41 |
2,093 |
13,108 |
-163 |
| Aug05 |
041019 |
20.77 |
21.12 |
20.68 |
21.12 |
+0.38 |
41 |
4,945 |
+28 |
| Sep05 |
041019 |
20.80 |
21.00 |
20.80 |
21.00 |
+0.25 |
11 |
2,874 |
+11 |
| Oct05 |
041019 |
20.80 |
21.10 |
20.80 |
20.97 |
+0.24 |
37 |
1,940 |
+36 |
| Total Volume and Open Interest |
15,722 |
154,289 |
-1,034 |
| Canola(WCE) |
| Nov04 |
041019 |
294.8 |
298.0 |
294.0 |
297.5 |
+3.1 |
3,411 |
25,007 |
-2,751 |
| Jan05 |
041019 |
300.5 |
304.0 |
299.8 |
303.2 |
+3.2 |
3,209 |
17,726 |
+1,958 |
| Mar05 |
041019 |
306.5 |
309.2 |
306.0 |
309.2 |
+2.7 |
789 |
5,517 |
+346 |
| May05 |
041019 |
312.5 |
312.5 |
312.5 |
312.5 |
+3.0 |
15 |
381 |
-15 |
| Jul05 |
041019 |
315.0 |
316.0 |
315.0 |
316.0 |
+1.0 |
0 |
205 |
+0 |
| Total Volume and Open Interest |
8,307 |
53,090 |
+293 |
| Corn(CBOT) |
| Dec04 |
041019 |
203.75 |
208.00 |
202.75 |
207.00 |
+3.00 |
35,963 |
338,145 |
-3,780 |
| Mar05 |
041019 |
214.00 |
218.00 |
213.50 |
217.00 |
+2.50 |
10,290 |
133,064 |
+1,754 |
| May05 |
041019 |
221.50 |
225.00 |
220.75 |
224.00 |
+2.25 |
2,334 |
42,244 |
+232 |
| Jul05 |
041019 |
227.75 |
230.75 |
227.25 |
230.25 |
+2.00 |
1,824 |
50,937 |
+18 |
| Sep05 |
041019 |
235.75 |
237.50 |
235.25 |
236.75 |
+1.50 |
392 |
12,514 |
+40 |
| Dec05 |
041019 |
243.25 |
245.50 |
243.00 |
245.25 |
+1.00 |
1,074 |
25,817 |
+608 |
| Total Volume and Open Interest |
51,940 |
604,636 |
-1,081 |
| Wheat(CBOT) |
| Dec04 |
041019 |
314.25 |
320.75 |
313.25 |
319.25 |
+4.50 |
16,132 |
119,522 |
-1,449 |
| Mar05 |
041019 |
325.00 |
331.50 |
324.50 |
329.75 |
+3.25 |
2,606 |
24,040 |
-463 |
| May05 |
041019 |
330.00 |
335.25 |
329.50 |
334.00 |
+3.50 |
422 |
4,918 |
+64 |
| Jul05 |
041019 |
333.00 |
338.50 |
332.50 |
337.75 |
+4.25 |
632 |
7,232 |
-235 |
| Sep05 |
041019 |
339.00 |
343.50 |
339.00 |
343.25 |
+3.75 |
40 |
153 |
+24 |
| Total Volume and Open Interest |
19,844 |
156,056 |
-2,056 |
| Wheat(KCBT) |
| Dec04 |
041019 |
341.50 |
348.50 |
341.25 |
346.25 |
+2.25 |
3,434 |
49,263 |
+74 |
| Mar05 |
041019 |
347.00 |
354.50 |
346.50 |
352.00 |
+2.50 |
720 |
12,597 |
+67 |
| May05 |
041019 |
355.00 |
355.50 |
354.00 |
354.00 |
+2.50 |
160 |
3,475 |
+117 |
| Jul05 |
041019 |
346.50 |
352.00 |
346.50 |
349.50 |
+2.50 |
159 |
4,756 |
+73 |
| Sep05 |
041019 |
353.00 |
353.00 |
353.00 |
353.00 |
unch |
101 |
386 |
+100 |
| Total Volume and Open Interest |
4,574 |
70,528 |
+431 |
| Wheat(MGE) |
| Dec04 |
041019 |
366.00 |
370.25 |
365.00 |
369.00 |
+1.75 |
3,165 |
18,547 |
-461 |
| Mar05 |
041019 |
375.00 |
379.50 |
374.75 |
378.00 |
+2.00 |
857 |
10,741 |
+147 |
| May05 |
041019 |
384.50 |
385.00 |
384.00 |
384.00 |
+1.50 |
21 |
3,592 |
+9 |
| Jul05 |
041019 |
384.50 |
385.00 |
384.50 |
385.00 |
+1.50 |
26 |
2,064 |
+21 |
| Sep05 |
041019 |
380.00 |
380.00 |
379.00 |
379.00 |
+0.50 |
9 |
684 |
+3 |
| Total Volume and Open Interest |
4,090 |
35,696 |
-280 |
| Oats(CBOT) |
| Dec04 |
041019 |
143.00 |
148.00 |
143.00 |
145.50 |
+2.25 |
497 |
5,339 |
+31 |
| Mar05 |
041019 |
152.00 |
153.50 |
152.00 |
152.50 |
+2.25 |
16 |
1,690 |
+7 |
| May05 |
041019 |
156.50 |
156.50 |
156.50 |
156.50 |
+1.75 |
0 |
107 |
+0 |
| Jul05 |
041019 |
160.50 |
160.50 |
160.50 |
160.50 |
+1.00 |
4 |
33 |
+1 |
| Total Volume and Open Interest |
517 |
7,169 |
+39 |
| Rough Rice(CBOT) |
| Nov04 |
041019 |
7.00 |
7.05 |
6.92 |
6.96 |
unch |
504 |
2,938 |
-140 |
| Jan05 |
041019 |
7.14 |
7.23 |
7.10 |
7.12 |
+0.04 |
337 |
1,842 |
+36 |
| Mar05 |
041019 |
7.33 |
7.33 |
7.33 |
7.33 |
+0.06 |
63 |
809 |
+32 |
| May05 |
041019 |
7.47 |
7.52 |
7.47 |
7.52 |
+0.05 |
0 |
165 |
+0 |
| Total Volume and Open Interest |
904 |
5,758 |
-72 |
| Live Cattle(CME) |
| Oct04 |
041019 |
87.800 |
87.900 |
87.350 |
87.850 |
+0.225 |
2,484 |
6,317 |
-866 |
| Dec04 |
041019 |
89.050 |
89.150 |
88.575 |
89.050 |
unch |
6,105 |
65,905 |
+1,273 |
| Feb05 |
041019 |
90.650 |
90.650 |
90.050 |
90.575 |
+0.025 |
2,834 |
20,627 |
+661 |
| Apr05 |
041019 |
87.850 |
87.900 |
87.500 |
87.825 |
-0.175 |
1,132 |
9,110 |
+78 |
| Jun05 |
041019 |
84.100 |
84.250 |
83.700 |
84.150 |
+0.050 |
366 |
6,366 |
+56 |
| Aug05 |
041019 |
83.650 |
83.700 |
83.250 |
83.675 |
+0.025 |
106 |
2,689 |
+83 |
| Total Volume and Open Interest |
13,030 |
111,379 |
+1,282 |
| Feeder Cattle(CME) |
| Oct04 |
041019 |
113.600 |
113.700 |
113.300 |
113.400 |
-0.375 |
481 |
3,264 |
-396 |
| Nov04 |
041019 |
112.200 |
112.550 |
111.800 |
112.300 |
+0.025 |
1,360 |
7,366 |
-169 |
| Jan05 |
041019 |
109.350 |
109.800 |
109.175 |
109.700 |
+0.375 |
731 |
6,264 |
+139 |
| Mar05 |
041019 |
104.400 |
104.900 |
104.400 |
104.900 |
+0.400 |
106 |
1,162 |
+51 |
| Apr05 |
041019 |
103.700 |
103.900 |
103.450 |
103.900 |
+0.300 |
22 |
423 |
+8 |
| May05 |
041019 |
103.500 |
103.900 |
103.450 |
103.900 |
+0.400 |
9 |
359 |
+1 |
| Aug05 |
041019 |
102.000 |
103.000 |
102.000 |
103.000 |
+2.000 |
1 |
1 |
|
| Total Volume and Open Interest |
2,710 |
18,839 |
|
| Lean Hogs(CME) |
| Dec04 |
041019 |
65.250 |
66.750 |
65.100 |
66.500 |
+1.400 |
9,588 |
50,952 |
-699 |
| Feb05 |
041019 |
65.500 |
67.000 |
65.425 |
66.900 |
+1.400 |
4,229 |
17,652 |
+544 |
| Apr05 |
041019 |
63.500 |
64.975 |
63.450 |
64.650 |
+1.200 |
1,528 |
6,162 |
-55 |
| May05 |
041019 |
64.500 |
65.200 |
64.350 |
65.150 |
+1.225 |
105 |
1,308 |
+53 |
| Jun05 |
041019 |
68.650 |
69.900 |
68.400 |
69.800 |
+1.325 |
346 |
3,338 |
+86 |
| Jul05 |
041019 |
64.900 |
66.100 |
64.900 |
66.050 |
+1.050 |
75 |
925 |
+24 |
| Aug05 |
041019 |
60.500 |
61.450 |
60.500 |
61.450 |
+0.975 |
21 |
540 |
+4 |
| Oct05 |
041019 |
53.250 |
53.850 |
53.250 |
53.600 |
+0.975 |
16 |
104 |
+8 |
| Total Volume and Open Interest |
15,908 |
80,981 |
-35 |
| Pork Bellies(CME) |
| Feb05 |
041019 |
94.250 |
94.650 |
92.650 |
94.525 |
+0.275 |
412 |
1,129 |
-36 |
| Mar05 |
041019 |
93.900 |
94.150 |
93.000 |
94.000 |
+0.300 |
6 |
19 |
+3 |
| May05 |
041019 |
95.800 |
95.800 |
95.800 |
95.800 |
+0.100 |
3 |
32 |
+1 |
| Jul05 |
041019 |
97.500 |
97.900 |
97.500 |
97.900 |
-2.600 |
0 |
7 |
+0 |
| Aug05 |
041019 |
94.900 |
94.900 |
94.900 |
94.900 |
-0.050 |
|
|
|
| Total Volume and Open Interest |
421 |
1,187 |
-32 |
| Class III Milk(CME) |
| Oct04 |
041019 |
14.18 |
14.18 |
14.17 |
14.18 |
unch |
79 |
4,434 |
-13 |
| Nov04 |
041019 |
13.19 |
13.45 |
13.19 |
13.30 |
+0.15 |
163 |
3,536 |
-26 |
| Dec04 |
041019 |
12.55 |
12.65 |
12.50 |
12.54 |
+0.01 |
28 |
2,593 |
+3 |
| Jan05 |
041019 |
12.33 |
12.34 |
12.20 |
12.20 |
-0.14 |
12 |
1,673 |
+3 |
| Feb05 |
041019 |
12.15 |
12.20 |
12.15 |
12.17 |
+0.01 |
14 |
1,695 |
+2 |
| Total Volume and Open Interest |
418 |
21,873 |
-4 |
| Cocoa(ICE) |
| Dec04 |
041019 |
1470 |
1478 |
1434 |
1440 |
-16 |
2,297 |
44,673 |
+58 |
| Mar05 |
041019 |
1485 |
1492 |
1452 |
1456 |
-15 |
665 |
20,716 |
+44 |
| May05 |
041019 |
1494 |
1503 |
1462 |
1467 |
-15 |
0 |
11,698 |
+17 |
| Jul05 |
041019 |
1504 |
1504 |
1478 |
1478 |
-14 |
50 |
10,507 |
+0 |
| Sep05 |
041019 |
1489 |
1489 |
1489 |
1489 |
-13 |
0 |
7,333 |
+0 |
| Dec05 |
041019 |
1520 |
1520 |
1503 |
1503 |
-14 |
0 |
7,459 |
+0 |
| Mar06 |
041019 |
1515 |
1515 |
1515 |
1515 |
-13 |
0 |
9,838 |
+0 |
| Total Volume and Open Interest |
3,012 |
120,632 |
+119 |
| Coffee "C"(ICE) |
| Dec04 |
041019 |
73.70 |
73.70 |
72.85 |
72.95 |
-0.90 |
4,936 |
54,269 |
-358 |
| Mar05 |
041019 |
76.75 |
76.75 |
76.15 |
76.15 |
-0.95 |
1,439 |
15,846 |
+408 |
| May05 |
041019 |
78.40 |
78.65 |
78.10 |
78.10 |
-0.90 |
133 |
4,055 |
+23 |
| Jul05 |
041019 |
80.10 |
80.40 |
80.00 |
80.00 |
-0.80 |
56 |
1,548 |
+29 |
| Sep05 |
041019 |
82.00 |
82.25 |
81.80 |
81.80 |
-0.80 |
97 |
643 |
+15 |
| Dec05 |
041019 |
84.25 |
84.85 |
84.25 |
84.50 |
-0.80 |
67 |
631 |
+14 |
| Total Volume and Open Interest |
6,728 |
77,115 |
+131 |
| Orange Juice(ICE) |
| Nov04 |
041019 |
84.35 |
85.00 |
84.30 |
84.75 |
+0.40 |
2,123 |
14,026 |
-1,239 |
| Jan05 |
041019 |
86.90 |
87.40 |
86.80 |
87.00 |
+0.25 |
1,283 |
9,895 |
+690 |
| Mar05 |
041019 |
89.25 |
89.65 |
89.10 |
89.10 |
unch |
160 |
9,215 |
-96 |
| May05 |
041019 |
92.00 |
92.00 |
91.80 |
91.80 |
unch |
0 |
4,647 |
+0 |
| Jul05 |
041019 |
93.00 |
93.15 |
93.00 |
93.15 |
-0.15 |
0 |
569 |
+0 |
| Sep05 |
041019 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.15 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
3,566 |
38,936 |
-645 |
| Sugar #11(ICE) |
| Mar05 |
041019 |
8.95 |
9.05 |
8.85 |
8.93 |
-0.02 |
28,603 |
240,335 |
-1,383 |
| May05 |
041019 |
9.15 |
9.18 |
8.98 |
9.06 |
-0.03 |
7,153 |
41,864 |
+751 |
| Jul05 |
041019 |
8.95 |
8.96 |
8.78 |
8.88 |
-0.02 |
2,254 |
24,136 |
+112 |
| Oct05 |
041019 |
8.90 |
8.91 |
8.75 |
8.83 |
unch |
1,836 |
21,943 |
+566 |
| Mar06 |
041019 |
8.75 |
8.75 |
8.65 |
8.71 |
+0.01 |
306 |
7,457 |
+69 |
| Total Volume and Open Interest |
40,163 |
338,615 |
+120 |
| Sugar #14(ICE) |
| Jan05 |
041019 |
20.27 |
20.31 |
20.27 |
20.29 |
unch |
43 |
2,129 |
-12 |
| Mar05 |
041019 |
20.40 |
20.40 |
20.40 |
20.40 |
-0.01 |
13 |
2,902 |
+0 |
| May05 |
041019 |
20.48 |
20.50 |
20.48 |
20.50 |
unch |
4 |
1,947 |
+4 |
| Jul05 |
041019 |
20.68 |
20.71 |
20.68 |
20.71 |
unch |
7 |
1,277 |
+7 |
| Sep05 |
041019 |
20.84 |
20.84 |
20.84 |
20.84 |
-0.01 |
2 |
1,153 |
+2 |
| Total Volume and Open Interest |
73 |
9,919 |
+5 |
| London Cocoa(LCE) |
| Dec04 |
041019 |
845 |
850 |
824 |
830 |
-8 |
2,566 |
82,595 |
+144 |
| Mar05 |
041019 |
867 |
870 |
847 |
852 |
-9 |
1,475 |
36,234 |
+111 |
| May05 |
041019 |
877 |
884 |
862 |
867 |
-9 |
356 |
17,559 |
+12 |
| Jul05 |
041019 |
897 |
897 |
880 |
883 |
-9 |
101 |
15,113 |
+0 |
| Sep05 |
041019 |
913 |
915 |
897 |
900 |
-9 |
149 |
26,411 |
+101 |
| Dec05 |
041019 |
913 |
922 |
905 |
906 |
-9 |
465 |
10,997 |
+303 |
| Mar06 |
041019 |
913 |
913 |
913 |
913 |
-9 |
0 |
3,199 |
+0 |
| Total Volume and Open Interest |
5,112 |
192,576 |
+671 |
| London Coffee(LCE) |
| Nov04 |
041019 |
591.00 |
600.00 |
581.00 |
583.00 |
-12.00 |
4,417 |
45,736 |
-3,313 |
| Jan05 |
041019 |
611.00 |
621.00 |
603.00 |
605.00 |
-10.00 |
4,887 |
43,929 |
+1,758 |
| Mar05 |
041019 |
633.00 |
640.00 |
623.00 |
624.00 |
-11.00 |
231 |
25,872 |
-5 |
| May05 |
041019 |
654.00 |
657.00 |
643.00 |
644.00 |
-11.00 |
998 |
21,759 |
+740 |
| Jul05 |
041019 |
670.00 |
671.00 |
660.00 |
660.00 |
-11.00 |
67 |
6,025 |
+27 |
| Sep05 |
041019 |
677.00 |
677.00 |
677.00 |
677.00 |
-11.00 |
104 |
4,349 |
+4 |
| Total Volume and Open Interest |
10,741 |
148,948 |
-785 |
| London Sugar(LCE) |
| Dec04 |
041019 |
239.00 |
242.00 |
238.00 |
240.00 |
+1.20 |
3,121 |
14,925 |
+280 |
| Mar05 |
041019 |
249.10 |
253.00 |
249.00 |
250.60 |
-0.20 |
3,507 |
21,947 |
+917 |
| May05 |
041019 |
258.00 |
260.40 |
256.90 |
257.60 |
+0.10 |
813 |
9,685 |
+255 |
| Aug05 |
041019 |
256.40 |
258.90 |
256.00 |
256.60 |
+0.80 |
307 |
4,818 |
+98 |
| Oct05 |
041019 |
255.00 |
257.00 |
255.00 |
255.60 |
+1.10 |
21 |
3,051 |
+0 |
| Total Volume and Open Interest |
7,777 |
56,755 |
+1,551 |
| Cotton(ICE) |
| Dec04 |
041019 |
46.20 |
47.75 |
46.00 |
47.54 |
+1.12 |
5,094 |
44,478 |
-200 |
| Mar05 |
041019 |
46.50 |
47.20 |
46.50 |
47.00 |
+0.26 |
2,657 |
20,155 |
+70 |
| May05 |
041019 |
47.55 |
48.10 |
47.55 |
48.00 |
+0.20 |
332 |
4,856 |
+57 |
| Jul05 |
041019 |
48.70 |
49.00 |
48.55 |
48.95 |
+0.10 |
442 |
6,034 |
+105 |
| Oct05 |
041019 |
51.10 |
51.10 |
51.10 |
51.10 |
+0.45 |
0 |
34 |
+0 |
| Dec05 |
041019 |
51.30 |
51.70 |
51.00 |
51.65 |
+0.30 |
232 |
2,578 |
+18 |
| Total Volume and Open Interest |
8,757 |
78,283 |
+50 |
| Lumber(CME) |
| Nov04 |
041019 |
301.3 |
303.0 |
294.3 |
294.3 |
-10.0 |
610 |
2,322 |
-42 |
| Jan05 |
041019 |
310.7 |
313.5 |
306.0 |
306.0 |
-8.8 |
181 |
1,177 |
+42 |
| Mar05 |
041019 |
323.3 |
327.0 |
316.0 |
316.0 |
-8.4 |
12 |
194 |
-4 |
| May05 |
041019 |
327.5 |
329.0 |
322.6 |
322.6 |
-3.7 |
3 |
63 |
+2 |
| Total Volume and Open Interest |
808 |
3,762 |
-2 |
| Crude Oil(NYM) |
| Nov04 |
041019 |
52.60 |
53.55 |
52.60 |
53.29 |
-0.38 |
76,096 |
53,960 |
-34,351 |
| Dec04 |
041019 |
52.00 |
52.80 |
51.95 |
52.64 |
-0.20 |
118,982 |
231,942 |
+5,901 |
| Jan05 |
041019 |
51.50 |
52.20 |
51.40 |
52.14 |
-0.17 |
21,962 |
66,996 |
+4,446 |
| Feb05 |
041019 |
50.85 |
51.60 |
50.80 |
51.56 |
-0.14 |
8,384 |
36,108 |
+1,757 |
| Mar05 |
041019 |
50.15 |
50.92 |
50.15 |
50.92 |
-0.12 |
5,085 |
28,219 |
+662 |
| Apr05 |
041019 |
49.80 |
50.28 |
49.80 |
50.28 |
-0.10 |
2,537 |
18,223 |
-32 |
| May05 |
041019 |
49.64 |
49.64 |
49.64 |
49.64 |
-0.08 |
2,602 |
13,556 |
+132 |
| Jun05 |
041019 |
48.55 |
49.01 |
48.50 |
49.01 |
-0.06 |
5,160 |
27,921 |
+67 |
| Jul05 |
041019 |
48.40 |
48.40 |
48.40 |
48.40 |
-0.04 |
712 |
10,733 |
-345 |
| Aug05 |
041019 |
47.40 |
47.82 |
47.40 |
47.82 |
-0.03 |
440 |
9,615 |
+22 |
| Sep05 |
041019 |
46.85 |
47.30 |
46.80 |
47.30 |
-0.02 |
1,367 |
12,068 |
+547 |
| Oct05 |
041019 |
46.70 |
46.85 |
46.70 |
46.85 |
unch |
50 |
5,503 |
+20 |
| Nov05 |
041019 |
46.45 |
46.45 |
46.45 |
46.45 |
+0.02 |
100 |
7,530 |
-100 |
| Dec05 |
041019 |
45.45 |
46.08 |
45.45 |
46.08 |
+0.02 |
6,653 |
50,597 |
-538 |
| Jan06 |
041019 |
45.70 |
45.70 |
45.70 |
45.70 |
+0.02 |
33 |
7,412 |
+33 |
| Feb06 |
041019 |
45.35 |
45.35 |
45.35 |
45.35 |
+0.02 |
178 |
2,567 |
+3 |
| Total Volume and Open Interest |
254,550 |
716,209 |
-20,191 |
| Heating Oil(NYM) |
| Nov04 |
041019 |
148.80 |
151.20 |
148.70 |
150.85 |
-0.12 |
17,402 |
37,212 |
-989 |
| Dec04 |
041019 |
149.10 |
151.50 |
149.00 |
151.03 |
-0.17 |
16,026 |
64,149 |
+1,772 |
| Jan05 |
041019 |
148.80 |
150.80 |
148.25 |
150.48 |
-0.02 |
3,960 |
27,004 |
-56 |
| Feb05 |
041019 |
145.80 |
147.80 |
145.80 |
147.38 |
+0.18 |
2,192 |
16,673 |
+99 |
| Mar05 |
041019 |
140.50 |
143.00 |
140.50 |
142.33 |
+0.48 |
1,060 |
15,744 |
+387 |
| Apr05 |
041019 |
134.80 |
136.70 |
134.00 |
136.18 |
+0.83 |
599 |
5,409 |
+240 |
| May05 |
041019 |
130.70 |
131.30 |
129.00 |
130.73 |
+1.03 |
123 |
4,225 |
-37 |
| Jun05 |
041019 |
126.10 |
127.50 |
124.50 |
127.03 |
+1.23 |
478 |
5,326 |
+271 |
| Jul05 |
041019 |
124.80 |
124.98 |
124.75 |
124.98 |
+1.38 |
294 |
4,135 |
-177 |
| Aug05 |
041019 |
123.80 |
124.78 |
123.80 |
124.78 |
+1.48 |
4 |
699 |
+2 |
| Sep05 |
041019 |
124.25 |
125.23 |
124.20 |
125.23 |
+1.53 |
367 |
3,309 |
+128 |
| Oct05 |
041019 |
124.90 |
125.83 |
124.90 |
125.83 |
+1.53 |
3 |
215 |
-4 |
| Total Volume and Open Interest |
42,517 |
193,439 |
+1,604 |
| Gasoline(NYMEX) |
| Nov04 |
041019 |
133.20 |
136.00 |
133.00 |
135.73 |
+0.69 |
33,409 |
36,750 |
-5,559 |
| Dec04 |
041019 |
134.50 |
136.40 |
133.90 |
136.19 |
+0.60 |
27,889 |
52,052 |
+3,169 |
| Jan05 |
041019 |
135.40 |
136.90 |
134.70 |
136.84 |
+0.60 |
6,061 |
20,067 |
+1,193 |
| Feb05 |
041019 |
136.20 |
137.34 |
136.20 |
137.34 |
+0.60 |
1,051 |
8,564 |
+493 |
| Mar05 |
041019 |
137.50 |
137.94 |
137.50 |
137.94 |
+0.60 |
734 |
5,645 |
+2 |
| Apr05 |
041019 |
144.25 |
144.64 |
144.25 |
144.64 |
+0.55 |
1,116 |
9,486 |
+400 |
| May05 |
041019 |
143.80 |
144.09 |
143.80 |
144.09 |
+0.55 |
420 |
8,379 |
+47 |
| Jun05 |
041019 |
142.35 |
142.59 |
142.35 |
142.59 |
+0.55 |
193 |
3,215 |
+143 |
| Jul05 |
041019 |
139.95 |
140.24 |
139.95 |
140.24 |
+0.60 |
150 |
2,720 |
+150 |
| Aug05 |
041019 |
137.29 |
137.29 |
137.29 |
137.29 |
+0.65 |
0 |
1,486 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041019 |
6.850 |
7.155 |
6.850 |
7.123 |
+0.317 |
30,577 |
44,889 |
+1,037 |
| Dec04 |
041019 |
8.060 |
8.350 |
8.050 |
8.315 |
+0.250 |
14,571 |
56,744 |
+2,208 |
| Jan05 |
041019 |
8.570 |
8.780 |
8.540 |
8.758 |
+0.183 |
5,884 |
44,055 |
+627 |
| Feb05 |
041019 |
8.600 |
8.770 |
8.560 |
8.763 |
+0.166 |
2,189 |
23,517 |
+253 |
| Mar05 |
041019 |
8.200 |
8.360 |
8.170 |
8.353 |
+0.139 |
2,280 |
22,907 |
+27 |
| Apr05 |
041019 |
6.890 |
7.033 |
6.870 |
7.033 |
+0.129 |
1,304 |
18,224 |
+498 |
| May05 |
041019 |
6.650 |
6.763 |
6.650 |
6.763 |
+0.109 |
656 |
15,976 |
+298 |
| Jun05 |
041019 |
6.670 |
6.790 |
6.670 |
6.783 |
+0.109 |
97 |
11,281 |
+14 |
| Jul05 |
041019 |
6.700 |
6.808 |
6.700 |
6.808 |
+0.109 |
128 |
14,022 |
+19 |
| Aug05 |
041019 |
6.720 |
6.833 |
6.710 |
6.833 |
+0.109 |
154 |
11,145 |
-93 |
| Sep05 |
041019 |
6.690 |
6.800 |
6.690 |
6.795 |
+0.109 |
21 |
10,348 |
-14 |
| Oct05 |
041019 |
6.710 |
6.850 |
6.700 |
6.818 |
+0.109 |
256 |
15,932 |
+31 |
| Nov05 |
041019 |
7.000 |
7.120 |
7.000 |
7.118 |
+0.109 |
22 |
8,002 |
+10 |
| Dec05 |
041019 |
7.285 |
7.400 |
7.280 |
7.398 |
+0.109 |
1,569 |
9,260 |
+559 |
| Jan06 |
041019 |
7.490 |
7.593 |
7.480 |
7.593 |
+0.104 |
63 |
10,983 |
+31 |
| Feb06 |
041019 |
7.460 |
7.553 |
7.460 |
7.553 |
+0.104 |
660 |
7,699 |
+540 |
| Total Volume and Open Interest |
62,171 |
400,372 |
+6,121 |
| Brent Crude Oil(ICE) |
| Dec04 |
041019 |
48.85 |
48.86 |
47.90 |
48.77 |
-0.14 |
57,445 |
91,415 |
+1,811 |
| Jan05 |
041019 |
47.89 |
48.34 |
47.57 |
48.28 |
-0.17 |
22,247 |
80,431 |
+3,074 |
| Feb05 |
041019 |
47.18 |
47.86 |
47.18 |
47.81 |
-0.17 |
7,274 |
15,565 |
+231 |
| Mar05 |
041019 |
46.95 |
47.32 |
46.86 |
47.32 |
-0.15 |
3,116 |
19,059 |
+753 |
| Apr05 |
041019 |
46.84 |
46.84 |
46.33 |
46.83 |
-0.12 |
1,970 |
14,563 |
+885 |
| May05 |
041019 |
46.31 |
46.34 |
46.31 |
46.34 |
-0.07 |
260 |
4,754 |
+100 |
| Jun05 |
041019 |
45.84 |
45.87 |
45.35 |
45.87 |
-0.01 |
1,791 |
18,347 |
+351 |
| Jul05 |
041019 |
45.36 |
45.36 |
45.36 |
45.36 |
-0.02 |
0 |
5,629 |
+0 |
| Aug05 |
041019 |
44.58 |
44.88 |
44.58 |
44.88 |
-0.03 |
443 |
1,862 |
+0 |
| Sep05 |
041019 |
44.05 |
44.43 |
44.05 |
44.43 |
-0.02 |
850 |
5,946 |
+350 |
| Oct05 |
041019 |
44.01 |
44.01 |
44.01 |
44.01 |
unch |
0 |
650 |
+0 |
| Nov05 |
041019 |
43.60 |
43.60 |
43.60 |
43.60 |
+0.02 |
0 |
100 |
+0 |
| Dec05 |
041019 |
43.18 |
43.25 |
42.75 |
43.22 |
+0.04 |
7,762 |
43,794 |
-287 |
| Total Volume and Open Interest |
80,312 |
346,118 |
+8,068 |
| Gas Oil(ICE) |
| Nov04 |
041019 |
466.00 |
467.00 |
457.00 |
461.75 |
-6.50 |
18,634 |
43,360 |
-44 |
| Dec04 |
041019 |
451.50 |
451.50 |
445.00 |
448.75 |
-5.50 |
14,074 |
39,466 |
+1,301 |
| Jan05 |
041019 |
441.00 |
442.00 |
437.25 |
440.75 |
-5.00 |
4,134 |
17,828 |
+1,676 |
| Feb05 |
041019 |
430.25 |
432.50 |
427.75 |
431.50 |
-4.50 |
1,015 |
4,385 |
+370 |
| Mar05 |
041019 |
429.00 |
429.00 |
417.25 |
420.75 |
-3.25 |
1,107 |
4,522 |
-163 |
| Apr05 |
041019 |
410.00 |
410.00 |
410.00 |
410.00 |
-2.00 |
0 |
5,415 |
+443 |
| May05 |
041019 |
400.50 |
400.50 |
400.50 |
400.50 |
-2.00 |
0 |
3,219 |
+0 |
| Jun05 |
041019 |
391.00 |
393.75 |
391.00 |
393.75 |
-1.25 |
492 |
10,552 |
+0 |
| Jul05 |
041019 |
390.75 |
390.75 |
390.75 |
390.75 |
-0.75 |
0 |
1,025 |
+0 |
| Aug05 |
041019 |
388.25 |
388.25 |
388.25 |
388.25 |
-0.25 |
0 |
1,126 |
+0 |
| Total Volume and Open Interest |
40,556 |
155,812 |
+3,583 |
| US Dollar Index(ICE) |
| Dec04 |
041019 |
87.270 |
87.440 |
86.870 |
86.930 |
-0.220 |
1,373 |
21,776 |
+829 |
| Mar05 |
041019 |
87.120 |
87.150 |
87.060 |
87.100 |
-0.220 |
60 |
2,551 |
+29 |
| Jun05 |
041019 |
87.280 |
87.280 |
87.280 |
87.280 |
-0.220 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
1,433 |
24,341 |
+858 |
| Australian Dollar(CME) |
| Dec04 |
041019 |
72.49 |
72.60 |
72.30 |
72.33 |
+0.12 |
1,946 |
54,101 |
+250 |
| Mar05 |
041019 |
71.90 |
71.95 |
71.78 |
71.78 |
+0.12 |
1 |
282 |
+4 |
| Jun05 |
041019 |
71.28 |
71.28 |
71.28 |
71.28 |
+0.12 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
1,947 |
54,503 |
+254 |
| British Pound(CME) |
| Dec04 |
041019 |
179.47 |
179.80 |
179.10 |
179.55 |
+0.31 |
2,478 |
65,716 |
-733 |
| Mar05 |
041019 |
178.50 |
178.50 |
178.30 |
178.40 |
+0.31 |
5 |
33 |
-2 |
| Jun05 |
041019 |
177.40 |
177.40 |
177.40 |
177.40 |
+0.31 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,483 |
65,752 |
-735 |
| Canadian Dollar(CME) |
| Dec04 |
041019 |
79.38 |
79.76 |
79.15 |
79.46 |
-0.07 |
2,464 |
111,895 |
-864 |
| Mar05 |
041019 |
79.15 |
79.59 |
79.15 |
79.36 |
-0.07 |
81 |
2,016 |
-26 |
| Jun05 |
041019 |
79.46 |
79.52 |
79.28 |
79.28 |
-0.07 |
51 |
1,044 |
+40 |
| Sep05 |
041019 |
79.20 |
79.20 |
79.20 |
79.20 |
-0.07 |
50 |
454 |
+50 |
| Total Volume and Open Interest |
2,717 |
115,645 |
-744 |
| Japanese Yen(CME) |
| Dec04 |
041019 |
92.42 |
92.65 |
92.28 |
92.51 |
+0.73 |
3,324 |
123,188 |
+379 |
| Mar05 |
041019 |
92.80 |
93.02 |
92.80 |
93.02 |
+0.73 |
18 |
479 |
+10 |
| Jun05 |
041019 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.73 |
1 |
4 |
+1 |
| Total Volume and Open Interest |
3,343 |
123,671 |
+390 |
| Swiss Franc(CME) |
| Dec04 |
041019 |
81.54 |
81.60 |
81.32 |
81.57 |
+0.11 |
4,665 |
48,479 |
+1,084 |
| Mar05 |
041019 |
81.85 |
81.85 |
81.85 |
81.85 |
+0.12 |
0 |
28 |
-38 |
| Jun05 |
041019 |
82.16 |
82.16 |
82.16 |
82.16 |
+0.13 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
4,665 |
48,567 |
+1,046 |
| EuroFX(CME) |
| Dec04 |
041019 |
125.11 |
125.26 |
124.84 |
125.16 |
+0.17 |
10,343 |
126,830 |
+1,991 |
| Mar05 |
041019 |
124.92 |
125.18 |
124.92 |
125.18 |
+0.17 |
189 |
2,076 |
+76 |
| Jun05 |
041019 |
125.22 |
125.22 |
125.22 |
125.22 |
+0.17 |
0 |
135 |
+0 |
| Total Volume and Open Interest |
10,536 |
129,055 |
+2,070 |
| Mexican Peso(CME) |
| Oct04 |
041018 |
872.2 |
872.2 |
872.2 |
872.2 |
unch |
|
|
|
| Nov04 |
041019 |
870.5 |
870.5 |
868.8 |
870.5 |
+1.8 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
18,291 |
70,143 |
-5,641 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041019 |
113~040 |
113~160 |
112~170 |
113~120 |
+0~090 |
175,133 |
566,692 |
-12,333 |
| Mar05 |
041019 |
111~270 |
112~120 |
111~160 |
112~100 |
+0~090 |
144 |
20,656 |
+87 |
| Jun05 |
041019 |
111~090 |
111~090 |
111~090 |
111~090 |
+0~090 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
175,277 |
587,464 |
-12,246 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041019 |
113~080 |
113~115 |
112~250 |
113~090 |
+0~015 |
461,313 |
1,528,118 |
-22,306 |
| Mar05 |
041019 |
112~060 |
112~215 |
112~045 |
112~205 |
+0~020 |
12,520 |
82,051 |
+4,508 |
| Jun05 |
041019 |
111~180 |
111~200 |
111~180 |
111~200 |
+0~020 |
305 |
1,366 |
+305 |
| Total Volume and Open Interest |
474,138 |
1,611,535 |
-17,493 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041019 |
111~018 |
111~034 |
110~114 |
111~028 |
unch |
212,091 |
0 |
-1,040,656 |
| Mar05 |
041019 |
110~044 |
110~044 |
110~044 |
110~044 |
unch |
132 |
0 |
-56,276 |
| Jun05 |
041019 |
109~076 |
109~076 |
109~076 |
109~076 |
unch |
0 |
10 |
+0 |
| Total Volume and Open Interest |
212,223 |
10 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041019 |
105~106 |
105~109 |
105~094 |
105~108 |
-0~004 |
805 |
208,311 |
+91 |
| Total Volume and Open Interest |
805 |
208,311 |
+91 |
| Eurodollars(CME) |
| Dec04 |
041019 |
97.735 |
97.740 |
97.710 |
97.740 |
-0.010 |
19,756 |
978,570 |
+12,871 |
| Mar05 |
041019 |
97.545 |
97.560 |
97.505 |
97.560 |
-0.005 |
21,998 |
868,724 |
+1,941 |
| Jun05 |
041019 |
97.350 |
97.365 |
97.295 |
97.365 |
-0.005 |
20,921 |
820,129 |
-11,691 |
| Sep05 |
041019 |
97.135 |
97.145 |
97.070 |
97.145 |
-0.010 |
24,888 |
712,822 |
-5,030 |
| Dec05 |
041019 |
96.885 |
96.895 |
96.820 |
96.895 |
-0.010 |
19,829 |
501,405 |
+7,081 |
| Mar06 |
041019 |
96.670 |
96.680 |
96.610 |
96.680 |
-0.010 |
15,689 |
403,054 |
+1,124 |
| Jun06 |
041019 |
96.480 |
96.490 |
96.415 |
96.490 |
-0.010 |
11,389 |
282,783 |
+329 |
| Sep06 |
041019 |
96.330 |
96.340 |
96.265 |
96.340 |
-0.005 |
7,846 |
227,999 |
+3,018 |
| Dec06 |
041019 |
96.185 |
96.200 |
96.140 |
96.195 |
unch |
5,111 |
178,987 |
+2,149 |
| Mar07 |
041019 |
96.055 |
96.075 |
95.995 |
96.070 |
+0.005 |
7,338 |
157,656 |
-568 |
| Jun07 |
041019 |
95.885 |
95.950 |
95.880 |
95.950 |
+0.010 |
5,431 |
145,211 |
-492 |
| Sep07 |
041019 |
95.770 |
95.840 |
95.765 |
95.835 |
+0.015 |
5,289 |
106,443 |
+66 |
| Dec07 |
041019 |
95.650 |
95.720 |
95.640 |
95.715 |
+0.015 |
3,093 |
90,594 |
+291 |
| Mar08 |
041019 |
95.550 |
95.620 |
95.535 |
95.610 |
+0.015 |
2,695 |
81,227 |
-245 |
| Jun08 |
041019 |
95.435 |
95.510 |
95.430 |
95.505 |
+0.020 |
2,332 |
75,737 |
+306 |
| Sep08 |
041019 |
95.370 |
95.405 |
95.330 |
95.405 |
+0.025 |
4,742 |
68,575 |
+368 |
| Dec08 |
041019 |
95.230 |
95.295 |
95.210 |
95.295 |
+0.025 |
2,462 |
54,292 |
-131 |
| Mar09 |
041019 |
95.135 |
95.200 |
95.135 |
95.200 |
+0.025 |
2,518 |
43,224 |
-109 |
| Total Volume and Open Interest |
198,322 |
6,025,546 |
+19,127 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041019 |
98.240 |
98.250 |
98.240 |
98.240 |
unch |
909 |
98,250 |
+4,005 |
| Nov04 |
041019 |
98.100 |
98.100 |
98.080 |
98.100 |
unch |
2,635 |
139,808 |
+7,377 |
| Dec04 |
041019 |
97.960 |
97.970 |
97.940 |
97.960 |
-0.020 |
2,110 |
124,351 |
-1,769 |
| Jan05 |
041019 |
97.930 |
97.930 |
97.900 |
97.920 |
-0.020 |
3,253 |
102,549 |
-1,849 |
| Feb05 |
041019 |
97.750 |
97.780 |
97.750 |
97.780 |
-0.020 |
1,034 |
21,468 |
-123 |
| Mar05 |
041019 |
97.720 |
97.730 |
97.710 |
97.720 |
-0.030 |
152 |
5,342 |
+170 |
| Total Volume and Open Interest |
10,093 |
491,960 |
+7,811 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041019 |
98.240 |
98.245 |
98.235 |
98.240 |
unch |
7,578 |
0 |
+0 |
| Nov04 |
041019 |
98.100 |
98.100 |
98.085 |
98.090 |
-0.015 |
10,780 |
0 |
+0 |
| Dec04 |
041019 |
97.970 |
97.970 |
97.945 |
97.955 |
-0.020 |
7,679 |
0 |
+0 |
| Jan05 |
041019 |
97.930 |
97.930 |
97.900 |
97.915 |
-0.020 |
7,474 |
0 |
+0 |
| Feb05 |
041019 |
97.790 |
97.795 |
97.755 |
97.780 |
-0.020 |
1,502 |
0 |
+0 |
| Mar05 |
041019 |
97.750 |
97.750 |
97.705 |
97.730 |
-0.020 |
20 |
0 |
+0 |
| Total Volume and Open Interest |
35,034 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041019 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
0 |
10,547 |
-40 |
| Mar05 |
041019 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
35,383 |
+50 |
| Jun05 |
041019 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
21,572 |
+0 |
| Sep05 |
041019 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
8,002 |
+0 |
| Dec05 |
041019 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.02 |
0 |
6,269 |
-497 |
| Mar06 |
041019 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
11,205 |
-135 |
| Jun06 |
041019 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.01 |
0 |
2,741 |
+0 |
| Sep06 |
041019 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
0 |
2,174 |
-7 |
| Dec06 |
041019 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.02 |
0 |
411 |
+0 |
| Mar07 |
041019 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.02 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
0 |
99,247 |
-629 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041019 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,533 |
58,597 |
-382 |
| Mar05 |
041019 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
133 |
85,995 |
-930 |
| Jun05 |
041019 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
3,027 |
77,508 |
-76 |
| Sep05 |
041019 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
114 |
42,455 |
-100 |
| Dec05 |
041019 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.01 |
377 |
34,440 |
-799 |
| Mar06 |
041019 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
247 |
33,410 |
-270 |
| Jun06 |
041019 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.01 |
605 |
15,270 |
+0 |
| Sep06 |
041019 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
5 |
5,953 |
+0 |
| Total Volume and Open Interest |
6,041 |
366,989 |
-2,557 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041019 |
138.03 |
138.03 |
137.84 |
137.87 |
-0.18 |
2,233 |
32,501 |
+1,240 |
| Mar05 |
041019 |
136.91 |
136.91 |
136.91 |
136.91 |
-0.18 |
|
|
|
| Jun05 |
041019 |
136.91 |
136.91 |
136.91 |
136.91 |
-0.18 |
|
|
|
| Total Volume and Open Interest |
2,233 |
32,501 |
+1,240 |
| Euro-Bund(EUREX) |
| Dec04 |
041019 |
116.65 |
116.65 |
116.29 |
116.53 |
-0.12 |
1,043,638 |
1,346,343 |
+10,974 |
| Mar05 |
041019 |
115.86 |
115.86 |
115.58 |
115.80 |
-0.13 |
1,508 |
18,284 |
+550 |
| Jun05 |
041019 |
115.03 |
115.03 |
115.03 |
115.03 |
-0.12 |
913 |
240 |
+0 |
| Total Volume and Open Interest |
1,046,059 |
1,364,867 |
+11,524 |
| Euro-Bobl(EUREX) |
| Dec04 |
041019 |
112.24 |
112.25 |
112.03 |
112.21 |
-0.03 |
665,659 |
840,372 |
-3,920 |
| Mar05 |
041019 |
111.85 |
111.88 |
111.85 |
111.88 |
-0.05 |
585 |
7,178 |
+382 |
| Jun05 |
041019 |
111.09 |
111.09 |
111.09 |
111.09 |
-0.03 |
1,600 |
800 |
+400 |
| Total Volume and Open Interest |
667,844 |
848,350 |
-3,138 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041019 |
97.830 |
97.835 |
97.825 |
97.835 |
unch |
2,195 |
8,879 |
+15 |
| Mar05 |
041019 |
97.750 |
97.750 |
97.740 |
97.740 |
-0.025 |
81 |
6,454 |
-4 |
| Jun05 |
041019 |
97.640 |
97.640 |
97.615 |
97.615 |
-0.030 |
50 |
3,535 |
+13 |
| Total Volume and Open Interest |
2,370 |
25,139 |
-80 |
| Long Gilt(LIFFE) |
| Dec04 |
041019 |
108~12 |
108~13 |
108~03 |
108~08 |
-0~07 |
31,969 |
210,822 |
+113 |
| Mar05 |
041019 |
109~23 |
109~23 |
109~23 |
109~23 |
-0~07 |
|
|
|
| Total Volume and Open Interest |
31,969 |
210,822 |
+113 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041019 |
95.08 |
95.09 |
95.05 |
95.07 |
-0.02 |
25,031 |
240,958 |
-1,243 |
| Mar05 |
041019 |
95.06 |
95.07 |
95.03 |
95.05 |
-0.02 |
28,482 |
247,830 |
-127 |
| Jun05 |
041019 |
95.08 |
95.09 |
95.05 |
95.07 |
-0.02 |
28,161 |
214,435 |
+4,453 |
| Sep05 |
041019 |
95.09 |
95.10 |
95.06 |
95.08 |
-0.02 |
27,488 |
160,454 |
-2,105 |
| Dec05 |
041019 |
95.09 |
95.11 |
95.06 |
95.08 |
-0.02 |
25,030 |
143,054 |
+4,839 |
| Mar06 |
041019 |
95.12 |
95.12 |
95.05 |
95.07 |
-0.02 |
11,574 |
89,292 |
+3,850 |
| Total Volume and Open Interest |
158,365 |
1,262,187 |
+11,861 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041019 |
97.835 |
97.835 |
97.825 |
97.835 |
+0.005 |
34,522 |
629,654 |
+14,276 |
| Mar05 |
041019 |
97.750 |
97.760 |
97.730 |
97.755 |
-0.005 |
78,835 |
552,475 |
-17,916 |
| Jun05 |
041019 |
97.645 |
97.650 |
97.615 |
97.640 |
-0.015 |
85,209 |
526,206 |
+5,127 |
| Total Volume and Open Interest |
354,770 |
3,081,258 |
-11,299 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041019 |
94.62 |
94.63 |
94.61 |
94.62 |
-0.01 |
7,976 |
223,684 |
+758 |
| Mar05 |
041019 |
94.59 |
94.61 |
94.59 |
94.60 |
unch |
12,147 |
153,737 |
+4,893 |
| Jun05 |
041019 |
94.57 |
94.58 |
94.56 |
94.57 |
-0.01 |
2,933 |
57,897 |
+143 |
| Sep05 |
041019 |
94.56 |
94.56 |
94.55 |
94.55 |
-0.01 |
2,231 |
34,604 |
-736 |
| Dec05 |
041019 |
94.53 |
94.53 |
94.52 |
94.52 |
-0.01 |
1,418 |
17,928 |
-124 |
| Mar06 |
041019 |
94.49 |
94.49 |
94.49 |
94.49 |
unch |
1,095 |
10,120 |
-160 |
| Jun06 |
041019 |
94.46 |
94.46 |
94.46 |
94.46 |
unch |
451 |
8,227 |
-424 |
| Sep06 |
041019 |
94.43 |
94.43 |
94.43 |
94.43 |
unch |
111 |
4,337 |
-6 |
| Dec06 |
041019 |
94.39 |
94.39 |
94.39 |
94.39 |
unch |
0 |
3,124 |
-76 |
| Mar07 |
041019 |
94.35 |
94.35 |
94.35 |
94.35 |
-0.01 |
0 |
2,002 |
+0 |
| Total Volume and Open Interest |
28,362 |
518,705 |
+4,268 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041019 |
94.64 |
94.67 |
94.63 |
94.65 |
unch |
19,414 |
237,477 |
-9,671 |
| Mar05 |
041019 |
94.65 |
94.65 |
94.65 |
94.65 |
unch |
|
|
|
| Total Volume and Open Interest |
19,414 |
237,477 |
-9,671 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041019 |
94.87 |
94.89 |
94.85 |
94.87 |
unch |
41,359 |
391,580 |
-11,937 |
| Mar05 |
041019 |
94.87 |
94.87 |
94.87 |
94.87 |
unch |
|
|
|
| Total Volume and Open Interest |
41,359 |
391,580 |
-11,937 |
| Gold(CMX) |
| Oct04 |
041019 |
420.7 |
420.7 |
420.3 |
420.3 |
+4.1 |
6 |
303 |
-158 |
| Dec04 |
041019 |
418.4 |
422.2 |
417.8 |
421.6 |
+4.0 |
36,815 |
237,568 |
+1,730 |
| Feb05 |
041019 |
419.5 |
424.0 |
419.5 |
423.2 |
+4.0 |
1,198 |
12,537 |
+624 |
| Apr05 |
041019 |
421.7 |
424.8 |
421.7 |
424.8 |
+4.0 |
55 |
4,502 |
+4 |
| Jun05 |
041019 |
426.5 |
426.6 |
425.6 |
426.6 |
+4.0 |
145 |
12,673 |
+59 |
| Aug05 |
041019 |
428.6 |
428.6 |
428.6 |
428.6 |
+4.0 |
2 |
6,977 |
+2 |
| Oct05 |
041019 |
430.6 |
430.6 |
430.6 |
430.6 |
+4.0 |
104 |
1,848 |
+104 |
| Dec05 |
041019 |
432.0 |
434.8 |
432.0 |
432.6 |
+4.0 |
2 |
8,865 |
+1 |
| Feb06 |
041019 |
434.8 |
434.8 |
434.8 |
434.8 |
+4.0 |
0 |
844 |
+0 |
| Apr06 |
041019 |
437.0 |
437.0 |
437.0 |
437.0 |
+4.0 |
0 |
486 |
+0 |
| Jun06 |
041019 |
439.3 |
439.3 |
439.3 |
439.3 |
+4.0 |
0 |
8,324 |
+0 |
| Aug06 |
041019 |
441.7 |
441.7 |
441.7 |
441.7 |
+4.0 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
38,328 |
302,246 |
+2,365 |
| Silver(CMX) |
| Dec04 |
041019 |
699.0 |
721.0 |
699.0 |
719.5 |
+20.8 |
11,063 |
86,616 |
+275 |
| Mar05 |
041019 |
705.0 |
725.0 |
705.0 |
723.2 |
+20.8 |
1,013 |
13,662 |
+856 |
| May05 |
041019 |
725.6 |
725.6 |
725.6 |
725.6 |
+20.8 |
3 |
2,102 |
-2 |
| Jul05 |
041019 |
728.1 |
728.1 |
728.1 |
728.1 |
+20.7 |
6 |
1,966 |
+2 |
| Sep05 |
041019 |
730.4 |
730.4 |
730.4 |
730.4 |
+20.6 |
0 |
511 |
+0 |
| Dec05 |
041019 |
734.0 |
734.0 |
734.0 |
734.0 |
+20.4 |
150 |
3,306 |
+34 |
| Mar06 |
041019 |
736.6 |
736.6 |
736.6 |
736.6 |
+19.8 |
|
|
|
| Total Volume and Open Interest |
12,238 |
109,828 |
+1,169 |
| Platinum(NYMEX) |
| Oct04 |
041019 |
841.9 |
841.9 |
841.9 |
841.9 |
-0.1 |
26 |
66 |
-24 |
| Jan05 |
041019 |
840.0 |
840.7 |
835.0 |
838.9 |
-0.1 |
874 |
5,947 |
+112 |
| Apr05 |
041019 |
832.9 |
832.9 |
832.9 |
832.9 |
-0.1 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
900 |
6,015 |
+88 |
| Palladium(NYMEX) |
| Dec04 |
041019 |
214.00 |
216.90 |
213.50 |
216.65 |
+3.35 |
435 |
9,712 |
-114 |
| Mar05 |
041019 |
215.50 |
218.65 |
215.50 |
218.65 |
+3.35 |
8 |
96 |
+7 |
| Jun05 |
041019 |
221.65 |
221.65 |
221.65 |
221.65 |
+3.35 |
5 |
5 |
|
| Total Volume and Open Interest |
448 |
9,813 |
|
| Copper(CMX) |
| Dec04 |
041019 |
129.50 |
130.80 |
128.90 |
129.70 |
+1.30 |
9,097 |
50,208 |
-2,821 |
| Mar05 |
041019 |
125.80 |
126.90 |
125.50 |
126.50 |
+1.90 |
751 |
8,361 |
-77 |
| May05 |
041019 |
122.20 |
122.50 |
121.40 |
122.10 |
+1.80 |
494 |
2,714 |
+97 |
| Jul05 |
041019 |
118.20 |
118.20 |
118.10 |
118.10 |
+1.80 |
20 |
1,605 |
+11 |
| Sep05 |
041019 |
115.30 |
115.30 |
115.10 |
115.10 |
+1.80 |
20 |
1,515 |
+19 |
| Total Volume and Open Interest |
11,435 |
75,683 |
-3,383 |
| Aluminum(CMX) |
| Oct04 |
041019 |
88.35 |
88.35 |
88.35 |
88.35 |
+1.55 |
9 |
166 |
+0 |
| Nov04 |
041019 |
88.10 |
88.20 |
88.10 |
88.15 |
+1.15 |
50 |
900 |
-25 |
| Dec04 |
041019 |
87.10 |
87.40 |
87.10 |
87.40 |
+1.15 |
8 |
1,270 |
-8 |
| Jan05 |
041019 |
86.65 |
86.65 |
86.65 |
86.65 |
+1.10 |
10 |
683 |
+0 |
| Feb05 |
041019 |
85.85 |
85.85 |
85.85 |
85.85 |
+1.20 |
10 |
634 |
-2 |
| Mar05 |
041019 |
85.30 |
85.30 |
85.30 |
85.30 |
+1.25 |
35 |
676 |
+25 |
| Total Volume and Open Interest |
182 |
10,043 |
+17 |
| DJIA Index(CBOT) |
| Dec04 |
041019 |
9980 |
10011 |
9880 |
9887 |
-58 |
7,880 |
39,753 |
-277 |
| Mar05 |
041019 |
9985 |
9985 |
9900 |
9984 |
+42 |
20 |
35 |
+19 |
| Jun05 |
041019 |
9994 |
9994 |
9994 |
9994 |
+42 |
|
|
|
| Total Volume and Open Interest |
7,900 |
39,789 |
-258 |
| S & P 500(CME) |
| Dec04 |
041019 |
1116.50 |
1118.30 |
1102.00 |
1103.50 |
-9.60 |
33,771 |
626,376 |
+4,000 |
| Mar05 |
041019 |
1117.00 |
1119.10 |
1103.20 |
1104.60 |
-9.60 |
110 |
13,152 |
+24 |
| Jun05 |
041019 |
1106.60 |
1106.60 |
1106.60 |
1106.60 |
-9.60 |
50 |
904 |
+50 |
| Sep05 |
041019 |
1108.60 |
1108.60 |
1108.60 |
1108.60 |
-9.60 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
33,931 |
640,618 |
+4,074 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041019 |
1113.50 |
1118.50 |
1102.00 |
1103.50 |
-9.50 |
660,608 |
740,902 |
+16,099 |
| Mar05 |
041019 |
1114.50 |
1119.50 |
1104.50 |
1104.50 |
-9.75 |
338 |
2,764 |
+17 |
| Total Volume and Open Interest |
660,946 |
743,666 |
+16,116 |
| NASDAQ 100(CME) |
| Dec04 |
041019 |
1466.50 |
1474.00 |
1443.00 |
1446.00 |
-11.00 |
14,320 |
73,981 |
+1,431 |
| Mar05 |
041019 |
1453.50 |
1453.50 |
1453.50 |
1453.50 |
-11.00 |
0 |
41 |
+0 |
| Jun05 |
041019 |
1460.50 |
1460.50 |
1460.50 |
1460.50 |
-11.00 |
|
|
|
| Total Volume and Open Interest |
14,320 |
74,022 |
+1,431 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041019 |
1457.50 |
1474.00 |
1443.00 |
1446.00 |
-11.00 |
375,694 |
281,764 |
+13,471 |
| Mar05 |
041019 |
1460.00 |
1479.00 |
1453.50 |
1453.50 |
-11.00 |
209 |
1,622 |
-148 |
| Total Volume and Open Interest |
375,903 |
283,386 |
+13,323 |
| S & P Midcap 400(CME) |
| Dec04 |
041019 |
590.00 |
592.00 |
584.25 |
584.70 |
-3.15 |
420 |
13,433 |
-14 |
| Mar05 |
041019 |
585.20 |
585.20 |
585.20 |
585.20 |
-3.15 |
0 |
1 |
+0 |
| Jun05 |
041019 |
585.20 |
585.20 |
585.20 |
585.20 |
-3.15 |
|
|
|
| Total Volume and Open Interest |
420 |
13,434 |
-14 |
| Russell 2000(CME) |
| Dec04 |
041019 |
575.00 |
577.25 |
566.00 |
566.00 |
-6.00 |
807 |
27,015 |
-153 |
| Mar05 |
041019 |
566.00 |
566.00 |
566.00 |
566.00 |
-6.00 |
|
|
|
| Jun05 |
041019 |
566.00 |
566.00 |
566.00 |
566.00 |
-6.00 |
|
|
|
| Total Volume and Open Interest |
807 |
27,015 |
-153 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041019 |
572.10 |
578.70 |
565.50 |
566.00 |
-6.00 |
77,702 |
83,747 |
-1,015 |
| Mar05 |
041019 |
577.50 |
577.50 |
566.00 |
566.00 |
-6.00 |
47 |
110 |
+43 |
| Total Volume and Open Interest |
77,749 |
83,857 |
-972 |
| Nikkei 225(CME) |
| Dec04 |
041019 |
11055 |
11110 |
11025 |
11040 |
+65 |
21,114 |
155,371 |
-4,527 |
| Mar05 |
041019 |
11040 |
11040 |
11040 |
11040 |
+65 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
21,114 |
155,378 |
-4,527 |
| Nikkei 225(SGX) |
| Dec04 |
041019 |
11055 |
11110 |
11025 |
11040 |
+65 |
21,114 |
155,371 |
-4,527 |
| Mar05 |
041019 |
11040 |
11040 |
11040 |
11040 |
+65 |
0 |
4 |
+0 |
| Jun05 |
041019 |
10995 |
10995 |
10995 |
10995 |
+65 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
21,114 |
155,378 |
-4,527 |
| CAC 40(EURONEXT) |
| Nov04 |
041019 |
3685.0 |
3731.0 |
3685.0 |
3706.0 |
+37.5 |
46,693 |
288,570 |
+7,144 |
| Dec04 |
041019 |
3687.5 |
3728.5 |
3687.5 |
3704.0 |
+38.5 |
536 |
134,006 |
-219 |
| Jan05 |
041019 |
3709.5 |
3709.5 |
3709.5 |
3709.5 |
|
|
|
|
| Hang Seng Index(HKFE) |
| Oct04 |
041019 |
13130 |
13220 |
13057 |
13200 |
+183 |
21,765 |
108,213 |
-2,127 |
| Nov04 |
041019 |
13117 |
13179 |
13022 |
13160 |
+187 |
859 |
2,126 |
+267 |
| Dec04 |
041019 |
13090 |
13158 |
13034 |
13158 |
+182 |
56 |
1,071 |
+8 |
| Total Volume and Open Interest |
22,694 |
114,094 |
-1,852 |
| DAX(EUREX) |
| Dec04 |
041019 |
3973.0 |
3999.0 |
3963.5 |
3965.0 |
+10.0 |
119,550 |
164,856 |
-980 |
| Mar05 |
041019 |
3995.0 |
4018.0 |
3986.5 |
3986.5 |
+10.0 |
137 |
9,425 |
+5,002 |
| Jun05 |
041019 |
4028.0 |
4042.0 |
4009.0 |
4009.0 |
+10.0 |
114 |
1,142 |
-4 |
| Total Volume and Open Interest |
119,801 |
175,423 |
+4,018 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041019 |
4665.00 |
4692.50 |
4660.50 |
4669.00 |
+31.50 |
39,908 |
448,936 |
-498 |
| Mar05 |
041019 |
4680.50 |
4690.50 |
4674.50 |
4674.50 |
+31.50 |
3 |
12,996 |
-3 |
| Jun05 |
041019 |
4712.50 |
4712.50 |
4692.00 |
4692.00 |
+32.00 |
10 |
11,835 |
+0 |
| Total Volume and Open Interest |
39,921 |
473,767 |
-501 |
| SPI 200(SFE) |
| Dec04 |
041019 |
3719.0 |
3728.0 |
3716.0 |
3724.0 |
+1.0 |
8,410 |
168,275 |
-1,271 |
| Mar05 |
041019 |
3728.0 |
3733.0 |
3728.0 |
3733.0 |
+1.0 |
128 |
2,641 |
+69 |
| Jun05 |
041019 |
3740.0 |
3742.0 |
3740.0 |
3742.0 |
unch |
135 |
3,068 |
+60 |
| Total Volume and Open Interest |
8,696 |
176,977 |
-1,157 |
| GSCI(CME) |
| Nov04 |
041019 |
351.90 |
356.80 |
351.90 |
356.60 |
+1.80 |
31 |
16,819 |
+1 |
| Dec04 |
041019 |
357.50 |
357.50 |
357.50 |
357.50 |
+1.00 |
|
|
|
| Jan05 |
041019 |
355.50 |
355.50 |
355.50 |
355.50 |
unch |
|
|
|
| Total Volume and Open Interest |
31 |
16,819 |
|
| RJ/CRB Index(ICE) |
| Nov04 |
041019 |
284.00 |
285.75 |
284.00 |
285.75 |
+2.05 |
28 |
255 |
+4 |
| Jan05 |
041019 |
283.25 |
285.05 |
283.25 |
285.05 |
+2.05 |
2 |
210 |
+1 |
| Feb05 |
041019 |
283.55 |
283.55 |
283.55 |
283.55 |
+2.05 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
30 |
600 |
+5 |
|
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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