|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon October 25, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041025 |
534.00 |
545.00 |
532.50 |
541.00 |
+11.00 |
46,118 |
104,274 |
+0 |
| Jan05 |
041025 |
535.00 |
548.00 |
535.00 |
545.25 |
+13.25 |
20,180 |
84,650 |
+0 |
| Mar05 |
041025 |
540.00 |
552.00 |
540.00 |
550.75 |
+14.25 |
6,114 |
35,085 |
+0 |
| May05 |
041025 |
548.00 |
558.50 |
547.50 |
557.25 |
+12.50 |
2,870 |
20,999 |
+0 |
| Jul05 |
041025 |
555.00 |
564.50 |
555.00 |
564.00 |
+13.00 |
3,349 |
18,112 |
+0 |
| Aug05 |
041025 |
562.00 |
565.50 |
562.00 |
565.50 |
+13.00 |
3 |
597 |
+0 |
| Sep05 |
041025 |
556.00 |
569.00 |
556.00 |
569.00 |
+14.00 |
0 |
189 |
+0 |
| Total Volume and Open Interest |
79,104 |
269,781 |
+0 |
| Soybean Meal(CBOT) |
| Dec04 |
041025 |
156.90 |
159.50 |
156.90 |
158.40 |
+2.00 |
13,168 |
52,762 |
+0 |
| Jan05 |
041025 |
159.00 |
160.70 |
158.70 |
159.80 |
+2.10 |
3,605 |
16,782 |
+0 |
| Mar05 |
041025 |
161.00 |
162.70 |
161.00 |
162.20 |
+2.10 |
1,743 |
18,966 |
+0 |
| May05 |
041025 |
162.70 |
164.70 |
162.40 |
164.20 |
+2.30 |
1,900 |
13,884 |
+0 |
| Jul05 |
041025 |
165.50 |
167.50 |
165.50 |
167.00 |
+2.20 |
2,541 |
19,309 |
+0 |
| Aug05 |
041025 |
167.00 |
168.50 |
167.00 |
168.20 |
+2.20 |
153 |
6,558 |
+0 |
| Sep05 |
041025 |
168.50 |
169.70 |
168.50 |
169.00 |
+2.50 |
63 |
4,453 |
+0 |
| Oct05 |
041025 |
169.00 |
170.50 |
169.00 |
169.50 |
+2.50 |
38 |
2,253 |
+0 |
| Total Volume and Open Interest |
23,343 |
138,748 |
+0 |
| Soybean Oil(CBOT) |
| Dec04 |
041025 |
21.12 |
21.89 |
21.00 |
21.86 |
+1.01 |
8,881 |
58,341 |
+0 |
| Jan05 |
041025 |
21.20 |
22.02 |
21.17 |
22.01 |
+1.02 |
1,722 |
29,341 |
+0 |
| Mar05 |
041025 |
21.25 |
22.10 |
21.20 |
22.07 |
+0.97 |
1,406 |
20,647 |
+0 |
| May05 |
041025 |
21.45 |
22.18 |
21.35 |
22.14 |
+0.91 |
983 |
15,479 |
+0 |
| Jul05 |
041025 |
21.50 |
22.20 |
21.50 |
22.17 |
+0.80 |
1,286 |
12,657 |
+0 |
| Aug05 |
041025 |
21.70 |
22.13 |
21.60 |
22.13 |
+0.78 |
54 |
5,129 |
+0 |
| Sep05 |
041025 |
21.55 |
21.97 |
21.55 |
21.97 |
+0.67 |
33 |
2,923 |
+0 |
| Oct05 |
041025 |
21.55 |
21.90 |
21.55 |
21.90 |
+0.80 |
64 |
2,000 |
+0 |
| Total Volume and Open Interest |
14,850 |
151,159 |
+0 |
| Canola(WCE) |
| Nov04 |
041025 |
302.0 |
311.0 |
302.0 |
307.4 |
+8.2 |
8,066 |
17,723 |
+0 |
| Jan05 |
041025 |
307.5 |
316.5 |
307.0 |
312.3 |
+7.4 |
8,812 |
28,282 |
+0 |
| Mar05 |
041025 |
314.0 |
319.0 |
314.0 |
317.0 |
+6.8 |
134 |
5,655 |
+0 |
| May05 |
041025 |
322.0 |
322.0 |
322.0 |
322.0 |
+8.0 |
20 |
427 |
+0 |
| Jul05 |
041025 |
322.0 |
327.0 |
322.0 |
326.0 |
+8.5 |
45 |
289 |
+0 |
| Total Volume and Open Interest |
17,475 |
57,585 |
+0 |
| Corn(CBOT) |
| Dec04 |
041025 |
202.00 |
206.50 |
201.75 |
205.25 |
+3.50 |
48,202 |
334,464 |
+0 |
| Mar05 |
041025 |
212.25 |
216.75 |
212.25 |
215.50 |
+3.25 |
14,022 |
144,126 |
+5,532 |
| May05 |
041025 |
220.00 |
224.50 |
220.00 |
223.25 |
+3.25 |
3,903 |
45,799 |
+1,544 |
| Jul05 |
041025 |
226.25 |
230.25 |
226.00 |
229.50 |
+3.25 |
3,999 |
53,332 |
+309 |
| Sep05 |
041025 |
234.00 |
236.50 |
234.00 |
236.00 |
+3.00 |
309 |
12,847 |
+213 |
| Dec05 |
041025 |
242.00 |
245.50 |
242.00 |
244.25 |
+2.50 |
2,067 |
26,964 |
+692 |
| Total Volume and Open Interest |
67,499 |
611,206 |
+0 |
| Wheat(CBOT) |
| Dec04 |
041025 |
309.00 |
319.50 |
309.00 |
316.00 |
+7.50 |
15,839 |
115,562 |
+0 |
| Mar05 |
041025 |
319.50 |
329.00 |
318.75 |
326.75 |
+8.00 |
3,806 |
25,633 |
+0 |
| May05 |
041025 |
323.00 |
333.00 |
323.00 |
330.75 |
+8.00 |
314 |
5,023 |
+0 |
| Jul05 |
041025 |
327.00 |
335.00 |
327.00 |
333.00 |
+7.00 |
1,148 |
7,778 |
+0 |
| Sep05 |
041025 |
339.00 |
340.00 |
338.00 |
339.50 |
+7.00 |
12 |
185 |
+0 |
| Total Volume and Open Interest |
21,189 |
154,413 |
+0 |
| Wheat(KCBT) |
| Dec04 |
041025 |
336.00 |
345.50 |
336.00 |
341.50 |
+5.50 |
4,446 |
49,531 |
+0 |
| Mar05 |
041025 |
342.00 |
351.50 |
342.00 |
347.25 |
+4.75 |
1,840 |
14,183 |
+0 |
| May05 |
041025 |
351.00 |
351.00 |
349.00 |
349.25 |
+4.75 |
99 |
3,498 |
+0 |
| Jul05 |
041025 |
343.00 |
347.00 |
340.00 |
346.50 |
+7.00 |
272 |
4,989 |
+0 |
| Sep05 |
041025 |
349.00 |
349.00 |
349.00 |
349.00 |
+3.75 |
50 |
486 |
+0 |
| Total Volume and Open Interest |
6,714 |
72,748 |
+0 |
| Wheat(MGE) |
| Dec04 |
041025 |
362.25 |
370.00 |
362.00 |
367.00 |
+5.25 |
2,596 |
17,800 |
+0 |
| Mar05 |
041025 |
370.50 |
376.25 |
370.50 |
373.00 |
+3.50 |
1,713 |
10,420 |
+0 |
| May05 |
041025 |
379.00 |
379.00 |
377.00 |
377.00 |
+3.00 |
658 |
3,823 |
+0 |
| Jul05 |
041025 |
378.00 |
378.00 |
376.00 |
376.75 |
+1.75 |
245 |
2,149 |
+0 |
| Sep05 |
041025 |
370.00 |
370.00 |
370.00 |
370.00 |
+3.00 |
43 |
716 |
+0 |
| Total Volume and Open Interest |
5,259 |
34,980 |
+0 |
| Oats(CBOT) |
| Dec04 |
041025 |
136.25 |
139.50 |
136.25 |
137.50 |
+0.75 |
2,802 |
5,591 |
+0 |
| Mar05 |
041025 |
144.00 |
146.00 |
144.00 |
144.25 |
unch |
569 |
1,870 |
+0 |
| May05 |
041025 |
149.25 |
151.00 |
149.25 |
151.00 |
+0.50 |
0 |
107 |
+0 |
| Jul05 |
041025 |
155.50 |
157.00 |
155.50 |
157.00 |
+0.50 |
3 |
35 |
+0 |
| Total Volume and Open Interest |
3,374 |
7,603 |
+0 |
| Rough Rice(CBOT) |
| Nov04 |
041025 |
6.95 |
7.00 |
6.88 |
6.89 |
-0.06 |
425 |
2,033 |
-311 |
| Jan05 |
041025 |
7.11 |
7.12 |
7.01 |
7.03 |
-0.09 |
503 |
2,025 |
+0 |
| Mar05 |
041025 |
7.30 |
7.30 |
7.25 |
7.25 |
-0.07 |
30 |
814 |
+0 |
| May05 |
041025 |
7.56 |
7.56 |
7.46 |
7.46 |
-0.06 |
18 |
199 |
+0 |
| Total Volume and Open Interest |
1,101 |
5,386 |
+0 |
| Live Cattle(CME) |
| Oct04 |
041025 |
87.750 |
88.200 |
87.300 |
87.375 |
-0.375 |
2,057 |
3,175 |
-773 |
| Dec04 |
041025 |
88.100 |
88.300 |
86.900 |
87.175 |
-0.850 |
5,518 |
65,012 |
-66 |
| Feb05 |
041025 |
90.100 |
90.200 |
89.250 |
89.425 |
-0.675 |
1,732 |
21,240 |
+374 |
| Apr05 |
041025 |
87.850 |
87.850 |
87.300 |
87.525 |
+0.150 |
588 |
10,032 |
+228 |
| Jun05 |
041025 |
84.000 |
84.500 |
84.000 |
84.050 |
+0.175 |
282 |
6,780 |
+70 |
| Aug05 |
041025 |
84.000 |
84.000 |
83.800 |
83.850 |
+0.225 |
165 |
3,048 |
+193 |
| Total Volume and Open Interest |
10,363 |
109,801 |
+63 |
| Feeder Cattle(CME) |
| Oct04 |
041025 |
113.200 |
113.550 |
113.200 |
113.450 |
+0.250 |
560 |
2,091 |
-42 |
| Nov04 |
041025 |
112.000 |
112.100 |
111.000 |
111.275 |
-0.150 |
1,048 |
6,229 |
-111 |
| Jan05 |
041025 |
109.300 |
110.250 |
108.550 |
108.600 |
-0.225 |
626 |
7,507 |
+561 |
| Mar05 |
041025 |
105.000 |
105.300 |
104.600 |
104.600 |
+0.150 |
133 |
1,291 |
+49 |
| Apr05 |
041025 |
103.800 |
104.400 |
103.500 |
103.550 |
+0.150 |
32 |
454 |
-9 |
| May05 |
041025 |
103.400 |
104.200 |
103.300 |
103.700 |
+0.400 |
24 |
473 |
+33 |
| Aug05 |
041025 |
104.250 |
104.250 |
104.100 |
104.100 |
+0.950 |
3 |
18 |
+0 |
| Total Volume and Open Interest |
2,426 |
18,063 |
+481 |
| Lean Hogs(CME) |
| Dec04 |
041025 |
66.000 |
66.300 |
65.050 |
65.500 |
-0.700 |
6,036 |
50,820 |
-369 |
| Feb05 |
041025 |
66.000 |
66.025 |
64.850 |
64.900 |
-1.900 |
2,407 |
19,502 |
+703 |
| Apr05 |
041025 |
64.200 |
64.200 |
63.250 |
63.450 |
-1.625 |
376 |
6,451 |
+54 |
| May05 |
041025 |
65.100 |
65.100 |
64.100 |
64.450 |
-1.175 |
12 |
1,396 |
-6 |
| Jun05 |
041025 |
68.900 |
68.900 |
68.100 |
68.650 |
-1.225 |
52 |
3,572 |
+74 |
| Jul05 |
041025 |
65.600 |
65.600 |
64.500 |
64.800 |
-1.250 |
10 |
960 |
+28 |
| Aug05 |
041025 |
61.250 |
61.250 |
60.750 |
60.900 |
-1.050 |
20 |
570 |
+9 |
| Oct05 |
041025 |
53.550 |
53.550 |
52.600 |
52.600 |
-1.200 |
3 |
158 |
+3 |
| Total Volume and Open Interest |
8,934 |
83,448 |
+498 |
| Pork Bellies(CME) |
| Feb05 |
041025 |
94.050 |
95.350 |
93.550 |
94.725 |
+0.700 |
157 |
1,102 |
-34 |
| Mar05 |
041025 |
93.750 |
94.000 |
93.600 |
94.000 |
+0.200 |
1 |
25 |
+0 |
| May05 |
041025 |
95.100 |
95.100 |
95.100 |
95.100 |
+0.100 |
1 |
35 |
-6 |
| Jul05 |
041025 |
97.900 |
97.900 |
97.900 |
97.900 |
unch |
0 |
8 |
+0 |
| Aug05 |
041025 |
94.900 |
94.900 |
94.900 |
94.900 |
unch |
|
|
|
| Total Volume and Open Interest |
159 |
1,170 |
-40 |
| Class III Milk(CME) |
| Oct04 |
041025 |
14.15 |
14.19 |
14.15 |
14.19 |
unch |
24 |
4,450 |
-7 |
| Nov04 |
041025 |
14.00 |
14.15 |
13.95 |
14.14 |
+0.09 |
294 |
3,791 |
+136 |
| Dec04 |
041025 |
13.05 |
13.20 |
13.00 |
13.20 |
+0.05 |
346 |
2,905 |
+134 |
| Jan05 |
041025 |
12.35 |
12.40 |
12.30 |
12.40 |
unch |
69 |
1,704 |
+16 |
| Feb05 |
041025 |
12.17 |
12.22 |
12.17 |
12.22 |
unch |
44 |
1,772 |
+21 |
| Total Volume and Open Interest |
1,044 |
22,887 |
+457 |
| Cocoa(ICE) |
| Dec04 |
041025 |
1448 |
1457 |
1442 |
1449 |
+1 |
3,069 |
44,754 |
+0 |
| Mar05 |
041025 |
1460 |
1471 |
1458 |
1463 |
unch |
975 |
21,319 |
+0 |
| May05 |
041025 |
1477 |
1478 |
1475 |
1477 |
unch |
233 |
11,750 |
+0 |
| Jul05 |
041025 |
1490 |
1490 |
1489 |
1489 |
unch |
117 |
10,609 |
+0 |
| Sep05 |
041025 |
1500 |
1500 |
1500 |
1500 |
unch |
110 |
7,364 |
+0 |
| Dec05 |
041025 |
1515 |
1518 |
1513 |
1517 |
unch |
571 |
7,599 |
+0 |
| Mar06 |
041025 |
1527 |
1527 |
1527 |
1527 |
unch |
0 |
9,838 |
+0 |
| Total Volume and Open Interest |
5,105 |
121,671 |
+0 |
| Coffee "C"(ICE) |
| Dec04 |
041025 |
75.50 |
76.40 |
74.80 |
75.60 |
+0.50 |
11,112 |
52,105 |
+0 |
| Mar05 |
041025 |
78.20 |
79.20 |
77.90 |
78.60 |
+0.65 |
6,719 |
17,807 |
+0 |
| May05 |
041025 |
79.75 |
80.60 |
79.60 |
80.10 |
+0.55 |
1,295 |
4,770 |
+0 |
| Jul05 |
041025 |
81.50 |
82.25 |
81.10 |
81.70 |
+0.60 |
719 |
1,910 |
+0 |
| Sep05 |
041025 |
83.15 |
83.15 |
83.15 |
83.15 |
+0.60 |
55 |
665 |
+0 |
| Dec05 |
041025 |
85.00 |
85.50 |
85.00 |
85.40 |
+0.60 |
50 |
615 |
+0 |
| Total Volume and Open Interest |
19,950 |
77,995 |
+0 |
| Orange Juice(ICE) |
| Nov04 |
041025 |
77.20 |
78.90 |
76.30 |
77.05 |
-0.40 |
2,852 |
11,430 |
+0 |
| Jan05 |
041025 |
79.90 |
81.30 |
79.15 |
79.70 |
-0.35 |
1,830 |
10,128 |
+0 |
| Mar05 |
041025 |
81.85 |
82.75 |
81.00 |
81.75 |
-0.30 |
534 |
8,953 |
+0 |
| May05 |
041025 |
84.55 |
85.25 |
84.25 |
84.50 |
-0.05 |
28 |
4,627 |
+0 |
| Jul05 |
041025 |
86.50 |
86.50 |
86.20 |
86.20 |
+0.05 |
87 |
489 |
+0 |
| Sep05 |
041025 |
87.65 |
87.90 |
87.65 |
87.90 |
+0.25 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
5,244 |
36,211 |
+0 |
| Sugar #11(ICE) |
| Mar05 |
041025 |
8.93 |
8.98 |
8.69 |
8.73 |
-0.20 |
19,208 |
235,687 |
+0 |
| May05 |
041025 |
9.06 |
9.08 |
8.85 |
8.88 |
-0.18 |
2,295 |
41,475 |
+0 |
| Jul05 |
041025 |
8.89 |
8.92 |
8.70 |
8.72 |
-0.16 |
1,407 |
23,830 |
+0 |
| Oct05 |
041025 |
8.83 |
8.88 |
8.72 |
8.72 |
-0.11 |
585 |
21,664 |
+0 |
| Mar06 |
041025 |
8.72 |
8.73 |
8.60 |
8.60 |
-0.11 |
260 |
7,252 |
+0 |
| Total Volume and Open Interest |
23,763 |
332,947 |
+0 |
| Sugar #14(ICE) |
| Jan05 |
041025 |
20.41 |
20.48 |
20.41 |
20.45 |
+0.05 |
540 |
1,911 |
+103 |
| Mar05 |
041025 |
20.44 |
20.44 |
20.44 |
20.44 |
-0.01 |
175 |
2,999 |
+33 |
| May05 |
041025 |
20.53 |
20.55 |
20.53 |
20.55 |
+0.01 |
196 |
2,017 |
+24 |
| Jul05 |
041025 |
20.67 |
20.68 |
20.67 |
20.68 |
unch |
58 |
1,442 |
+8 |
| Sep05 |
041025 |
20.80 |
20.80 |
20.80 |
20.80 |
unch |
119 |
1,500 |
+109 |
| Total Volume and Open Interest |
1,091 |
10,406 |
+280 |
| London Cocoa(LCE) |
| Dec04 |
041025 |
821 |
821 |
813 |
818 |
-2 |
2,280 |
83,635 |
+316 |
| Mar05 |
041025 |
843 |
843 |
836 |
841 |
-2 |
1,744 |
37,024 |
-152 |
| May05 |
041025 |
858 |
858 |
852 |
857 |
-2 |
122 |
17,606 |
-19 |
| Jul05 |
041025 |
873 |
874 |
869 |
873 |
-2 |
29 |
14,964 |
+6 |
| Sep05 |
041025 |
890 |
892 |
887 |
890 |
-2 |
51 |
27,192 |
+13 |
| Dec05 |
041025 |
892 |
896 |
892 |
895 |
-2 |
81 |
11,075 |
+72 |
| Mar06 |
041025 |
900 |
901 |
900 |
901 |
-2 |
81 |
3,389 |
+65 |
| Total Volume and Open Interest |
4,390 |
195,353 |
+299 |
| London Coffee(LCE) |
| Nov04 |
041025 |
557.00 |
574.00 |
555.00 |
563.00 |
+1.00 |
10,888 |
32,702 |
-1,962 |
| Jan05 |
041025 |
581.00 |
599.00 |
580.00 |
589.00 |
+2.00 |
11,535 |
61,825 |
+7,498 |
| Mar05 |
041025 |
601.00 |
619.00 |
601.00 |
609.00 |
+2.00 |
1,902 |
27,550 |
+507 |
| May05 |
041025 |
624.00 |
638.00 |
620.00 |
628.00 |
+2.00 |
1,116 |
25,295 |
+827 |
| Jul05 |
041025 |
641.00 |
654.00 |
637.00 |
645.00 |
+2.00 |
81 |
6,536 |
+19 |
| Sep05 |
041025 |
660.00 |
670.00 |
659.00 |
662.00 |
+2.00 |
25 |
4,470 |
-5 |
| Total Volume and Open Interest |
25,547 |
159,660 |
+6,884 |
| London Sugar(LCE) |
| Dec04 |
041025 |
245.20 |
245.20 |
239.50 |
240.00 |
-5.00 |
2,324 |
14,817 |
-543 |
| Mar05 |
041025 |
254.90 |
256.00 |
250.00 |
251.50 |
-4.50 |
1,433 |
24,069 |
+614 |
| May05 |
041025 |
261.30 |
261.30 |
257.00 |
257.50 |
-4.20 |
40 |
10,154 |
-6 |
| Aug05 |
041025 |
259.40 |
259.40 |
256.50 |
256.50 |
-4.20 |
13 |
4,647 |
+0 |
| Oct05 |
041025 |
258.30 |
258.50 |
256.00 |
256.00 |
-3.70 |
0 |
2,798 |
+0 |
| Total Volume and Open Interest |
3,826 |
58,824 |
+79 |
| Cotton(ICE) |
| Dec04 |
041025 |
45.90 |
47.15 |
45.90 |
46.54 |
+0.87 |
6,881 |
42,003 |
+0 |
| Mar05 |
041025 |
46.00 |
46.38 |
45.70 |
46.24 |
+0.70 |
4,525 |
21,764 |
+0 |
| May05 |
041025 |
47.50 |
47.50 |
46.95 |
47.23 |
+0.28 |
835 |
5,177 |
+0 |
| Jul05 |
041025 |
48.30 |
48.50 |
48.25 |
48.40 |
+0.30 |
701 |
6,318 |
+0 |
| Oct05 |
041025 |
51.00 |
51.00 |
50.75 |
50.75 |
+0.10 |
10 |
34 |
+0 |
| Dec05 |
041025 |
50.90 |
51.20 |
50.90 |
51.20 |
+0.20 |
339 |
2,817 |
+0 |
| Total Volume and Open Interest |
13,401 |
78,331 |
+0 |
| Lumber(CME) |
| Nov04 |
041025 |
289.5 |
297.9 |
286.7 |
297.0 |
+5.5 |
697 |
2,272 |
-61 |
| Jan05 |
041025 |
302.9 |
308.3 |
301.2 |
307.9 |
+4.6 |
345 |
1,414 |
+133 |
| Mar05 |
041025 |
310.5 |
317.0 |
310.4 |
316.2 |
+2.6 |
26 |
211 |
+9 |
| May05 |
041025 |
325.2 |
328.9 |
325.2 |
327.6 |
+2.4 |
5 |
66 |
+2 |
| Total Volume and Open Interest |
1,074 |
3,975 |
+84 |
| Crude Oil(NYM) |
| Dec04 |
041025 |
55.25 |
55.45 |
54.20 |
54.54 |
-0.63 |
79,230 |
250,773 |
+0 |
| Jan05 |
041025 |
54.70 |
54.95 |
53.90 |
54.17 |
-0.52 |
33,932 |
72,976 |
+0 |
| Feb05 |
041025 |
54.07 |
54.20 |
53.40 |
53.60 |
-0.44 |
15,810 |
37,615 |
+0 |
| Mar05 |
041025 |
53.35 |
53.40 |
52.65 |
52.88 |
-0.40 |
6,850 |
27,958 |
+0 |
| Apr05 |
041025 |
52.55 |
52.55 |
51.95 |
52.14 |
-0.37 |
1,124 |
19,580 |
+0 |
| May05 |
041025 |
51.53 |
51.77 |
51.20 |
51.41 |
-0.33 |
2,240 |
15,658 |
+0 |
| Jun05 |
041025 |
51.25 |
51.25 |
50.45 |
50.71 |
-0.30 |
2,905 |
30,046 |
+0 |
| Jul05 |
041025 |
50.20 |
50.20 |
50.03 |
50.03 |
-0.28 |
1,293 |
11,709 |
+0 |
| Aug05 |
041025 |
49.39 |
49.39 |
49.39 |
49.39 |
-0.25 |
836 |
9,694 |
+0 |
| Sep05 |
041025 |
48.70 |
48.95 |
48.70 |
48.78 |
-0.24 |
292 |
12,064 |
+0 |
| Oct05 |
041025 |
48.60 |
48.60 |
48.24 |
48.24 |
-0.23 |
49 |
5,462 |
+0 |
| Nov05 |
041025 |
47.76 |
47.76 |
47.76 |
47.76 |
-0.22 |
243 |
7,967 |
+0 |
| Dec05 |
041025 |
47.70 |
47.70 |
47.34 |
47.34 |
-0.22 |
5,316 |
49,909 |
+0 |
| Jan06 |
041025 |
46.92 |
46.92 |
46.92 |
46.92 |
-0.20 |
23 |
7,543 |
+0 |
| Feb06 |
041025 |
46.53 |
46.53 |
46.53 |
46.53 |
-0.18 |
0 |
2,592 |
+0 |
| Mar06 |
041025 |
46.16 |
46.16 |
46.16 |
46.16 |
-0.16 |
350 |
5,499 |
+0 |
| Total Volume and Open Interest |
152,950 |
698,417 |
+0 |
| Heating Oil(NYM) |
| Nov04 |
041025 |
160.00 |
160.30 |
155.70 |
156.53 |
-2.91 |
18,187 |
28,707 |
+0 |
| Dec04 |
041025 |
160.40 |
160.40 |
156.30 |
157.06 |
-2.70 |
17,446 |
68,933 |
+0 |
| Jan05 |
041025 |
159.90 |
159.90 |
156.65 |
157.16 |
-2.15 |
3,906 |
29,197 |
+0 |
| Feb05 |
041025 |
156.40 |
156.40 |
153.20 |
153.66 |
-1.65 |
2,501 |
18,793 |
+0 |
| Mar05 |
041025 |
149.90 |
150.50 |
147.75 |
147.96 |
-1.45 |
2,070 |
14,832 |
+0 |
| Apr05 |
041025 |
143.45 |
143.45 |
141.45 |
141.61 |
-1.35 |
250 |
4,974 |
+0 |
| May05 |
041025 |
136.90 |
137.25 |
136.11 |
136.11 |
-1.20 |
248 |
4,135 |
+0 |
| Jun05 |
041025 |
132.41 |
132.41 |
132.41 |
132.41 |
-1.00 |
859 |
5,393 |
+0 |
| Jul05 |
041025 |
130.00 |
130.31 |
130.00 |
130.31 |
-0.80 |
175 |
4,278 |
+0 |
| Aug05 |
041025 |
131.00 |
131.20 |
130.06 |
130.06 |
-0.70 |
509 |
1,163 |
+0 |
| Sep05 |
041025 |
132.30 |
132.30 |
130.46 |
130.46 |
-0.65 |
8 |
3,325 |
+0 |
| Oct05 |
041025 |
132.80 |
132.80 |
131.06 |
131.06 |
-0.60 |
1 |
221 |
+0 |
| Total Volume and Open Interest |
46,596 |
193,793 |
+0 |
| Gasoline(NYMEX) |
| Nov04 |
041025 |
144.00 |
144.30 |
139.50 |
139.75 |
-4.01 |
18,348 |
24,479 |
+0 |
| Dec04 |
041025 |
144.20 |
144.30 |
140.20 |
140.66 |
-3.38 |
12,456 |
55,685 |
+0 |
| Jan05 |
041025 |
144.50 |
144.50 |
141.00 |
141.21 |
-2.98 |
3,453 |
21,565 |
+0 |
| Feb05 |
041025 |
144.30 |
144.30 |
141.61 |
141.61 |
-2.88 |
1,099 |
8,283 |
+0 |
| Mar05 |
041025 |
142.01 |
142.01 |
142.01 |
142.01 |
-2.78 |
262 |
5,715 |
+0 |
| Apr05 |
041025 |
150.30 |
150.30 |
148.46 |
148.46 |
-2.63 |
779 |
9,160 |
+0 |
| May05 |
041025 |
149.50 |
149.50 |
147.71 |
147.71 |
-2.58 |
298 |
8,465 |
+0 |
| Jun05 |
041025 |
146.01 |
146.01 |
146.01 |
146.01 |
-2.43 |
236 |
3,061 |
+0 |
| Jul05 |
041025 |
143.46 |
143.46 |
143.46 |
143.46 |
-2.38 |
101 |
2,915 |
+0 |
| Aug05 |
041025 |
140.41 |
140.41 |
140.41 |
140.41 |
-2.33 |
50 |
1,444 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041025 |
8.120 |
8.130 |
7.770 |
7.890 |
-0.215 |
28,247 |
31,922 |
+0 |
| Dec04 |
041025 |
9.010 |
9.020 |
8.750 |
8.822 |
-0.172 |
18,451 |
62,516 |
+0 |
| Jan05 |
041025 |
9.480 |
9.540 |
9.260 |
9.352 |
-0.152 |
6,509 |
44,418 |
+0 |
| Feb05 |
041025 |
9.460 |
9.480 |
9.260 |
9.317 |
-0.147 |
3,022 |
23,739 |
+0 |
| Mar05 |
041025 |
9.040 |
9.040 |
8.800 |
8.882 |
-0.132 |
3,294 |
22,978 |
+0 |
| Apr05 |
041025 |
7.430 |
7.430 |
7.300 |
7.332 |
-0.092 |
1,970 |
18,958 |
+0 |
| May05 |
041025 |
7.090 |
7.090 |
7.000 |
7.002 |
-0.087 |
712 |
16,614 |
+0 |
| Jun05 |
041025 |
7.120 |
7.120 |
7.025 |
7.025 |
-0.084 |
378 |
11,349 |
+0 |
| Jul05 |
041025 |
7.150 |
7.150 |
7.053 |
7.053 |
-0.081 |
440 |
14,258 |
+0 |
| Aug05 |
041025 |
7.145 |
7.145 |
7.077 |
7.077 |
-0.081 |
261 |
11,304 |
+0 |
| Sep05 |
041025 |
7.140 |
7.140 |
7.045 |
7.045 |
-0.080 |
247 |
10,392 |
+0 |
| Oct05 |
041025 |
7.150 |
7.150 |
7.072 |
7.072 |
-0.078 |
478 |
16,065 |
+0 |
| Nov05 |
041025 |
7.450 |
7.450 |
7.392 |
7.392 |
-0.073 |
281 |
7,969 |
+0 |
| Dec05 |
041025 |
7.725 |
7.725 |
7.682 |
7.682 |
-0.058 |
180 |
9,964 |
+0 |
| Jan06 |
041025 |
7.920 |
7.965 |
7.897 |
7.897 |
-0.048 |
204 |
10,957 |
+0 |
| Feb06 |
041025 |
7.880 |
7.880 |
7.857 |
7.857 |
-0.048 |
19 |
7,872 |
+0 |
| Total Volume and Open Interest |
66,658 |
399,745 |
+0 |
| Brent Crude Oil(ICE) |
| Dec04 |
041025 |
51.30 |
51.90 |
50.45 |
50.78 |
-0.44 |
41,392 |
84,408 |
-3,424 |
| Jan05 |
041025 |
50.58 |
51.04 |
49.88 |
50.11 |
-0.39 |
16,273 |
85,025 |
-701 |
| Feb05 |
041025 |
50.20 |
50.20 |
49.31 |
49.50 |
-0.35 |
4,081 |
17,019 |
+669 |
| Mar05 |
041025 |
49.34 |
49.50 |
48.90 |
48.90 |
-0.33 |
1,169 |
18,208 |
-329 |
| Apr05 |
041025 |
48.88 |
48.93 |
48.26 |
48.32 |
-0.31 |
460 |
13,592 |
-768 |
| May05 |
041025 |
48.30 |
48.30 |
47.75 |
47.75 |
-0.29 |
180 |
5,154 |
+186 |
| Jun05 |
041025 |
47.82 |
47.82 |
47.18 |
47.18 |
-0.28 |
1,173 |
18,136 |
+46 |
| Jul05 |
041025 |
47.08 |
47.08 |
46.64 |
46.64 |
-0.27 |
100 |
5,824 |
+0 |
| Aug05 |
041025 |
46.20 |
46.21 |
46.13 |
46.13 |
-0.26 |
250 |
2,095 |
+0 |
| Sep05 |
041025 |
45.64 |
45.64 |
45.64 |
45.64 |
-0.26 |
0 |
5,730 |
+0 |
| Oct05 |
041025 |
45.18 |
45.18 |
45.18 |
45.18 |
-0.25 |
0 |
650 |
+0 |
| Nov05 |
041025 |
44.74 |
44.74 |
44.74 |
44.74 |
-0.23 |
0 |
100 |
+0 |
| Dec05 |
041025 |
44.86 |
44.90 |
44.20 |
44.33 |
-0.22 |
1,360 |
40,953 |
-725 |
| Total Volume and Open Interest |
66,263 |
342,705 |
-5,508 |
| Gas Oil(ICE) |
| Nov04 |
041025 |
497.00 |
500.00 |
483.25 |
493.00 |
+1.00 |
16,394 |
42,241 |
+1,095 |
| Dec04 |
041025 |
479.00 |
481.50 |
468.50 |
477.50 |
+2.25 |
11,735 |
48,700 |
+3,697 |
| Jan05 |
041025 |
469.25 |
469.25 |
461.00 |
466.50 |
+2.25 |
2,255 |
18,951 |
+76 |
| Feb05 |
041025 |
454.00 |
455.25 |
450.00 |
455.25 |
+3.25 |
251 |
7,113 |
+2,494 |
| Mar05 |
041025 |
441.75 |
443.25 |
441.75 |
443.25 |
+3.50 |
51 |
5,372 |
+185 |
| Apr05 |
041025 |
431.50 |
431.50 |
431.50 |
431.50 |
+3.75 |
0 |
5,655 |
+0 |
| May05 |
041025 |
421.25 |
421.25 |
421.25 |
421.25 |
+4.00 |
0 |
3,219 |
+0 |
| Jun05 |
041025 |
408.50 |
413.75 |
408.50 |
413.75 |
+4.00 |
625 |
11,132 |
+525 |
| Jul05 |
041025 |
410.50 |
410.50 |
410.50 |
410.50 |
+4.00 |
0 |
1,049 |
+24 |
| Aug05 |
041025 |
407.75 |
407.75 |
407.75 |
407.75 |
+4.25 |
0 |
1,126 |
+0 |
| Total Volume and Open Interest |
31,811 |
170,031 |
+7,696 |
| US Dollar Index(ICE) |
| Dec04 |
041025 |
85.550 |
85.580 |
84.850 |
85.080 |
-0.890 |
2,482 |
21,808 |
+546 |
| Mar05 |
041025 |
85.350 |
85.350 |
85.080 |
85.250 |
-0.890 |
58 |
2,572 |
+13 |
| Jun05 |
041025 |
85.430 |
85.430 |
85.430 |
85.430 |
-0.890 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
2,540 |
24,393 |
+559 |
| Australian Dollar(CME) |
| Dec04 |
041025 |
74.33 |
74.46 |
74.23 |
74.32 |
+0.71 |
3,099 |
59,468 |
+2,729 |
| Mar05 |
041025 |
73.90 |
73.95 |
73.75 |
73.75 |
+0.69 |
19 |
331 |
+10 |
| Jun05 |
041025 |
73.18 |
73.18 |
73.18 |
73.18 |
+0.62 |
1 |
82 |
+0 |
| Total Volume and Open Interest |
3,119 |
59,920 |
+2,739 |
| British Pound(CME) |
| Dec04 |
041025 |
183.49 |
183.67 |
183.16 |
183.44 |
+1.59 |
7,487 |
73,358 |
+1,211 |
| Mar05 |
041025 |
182.45 |
182.45 |
182.30 |
182.30 |
+1.59 |
1 |
43 |
+1 |
| Jun05 |
041025 |
181.30 |
181.30 |
181.30 |
181.30 |
+1.59 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,488 |
73,404 |
+1,212 |
| Canadian Dollar(CME) |
| Dec04 |
041025 |
81.74 |
82.02 |
81.43 |
81.85 |
+0.93 |
9,791 |
108,382 |
-557 |
| Mar05 |
041025 |
81.60 |
81.84 |
81.36 |
81.76 |
+0.94 |
129 |
2,084 |
+14 |
| Jun05 |
041025 |
81.45 |
81.69 |
81.37 |
81.69 |
+0.95 |
30 |
1,140 |
+37 |
| Sep05 |
041025 |
81.42 |
81.62 |
81.42 |
81.62 |
+0.96 |
1 |
646 |
+1 |
| Total Volume and Open Interest |
9,957 |
112,518 |
-500 |
| Japanese Yen(CME) |
| Dec04 |
041025 |
94.13 |
94.15 |
93.90 |
93.94 |
+0.47 |
12,424 |
139,210 |
+2,798 |
| Mar05 |
041025 |
94.65 |
94.65 |
94.45 |
94.45 |
+0.47 |
5 |
533 |
+37 |
| Jun05 |
041025 |
95.05 |
95.05 |
95.05 |
95.05 |
+0.47 |
1 |
3 |
-1 |
| Total Volume and Open Interest |
12,430 |
139,746 |
+2,834 |
| Swiss Franc(CME) |
| Dec04 |
041025 |
83.66 |
83.87 |
83.45 |
83.67 |
+1.21 |
7,114 |
56,112 |
+1,292 |
| Mar05 |
041025 |
83.93 |
84.02 |
83.92 |
83.96 |
+1.21 |
1 |
56 |
+0 |
| Jun05 |
041025 |
84.28 |
84.28 |
84.28 |
84.28 |
+1.21 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
7,115 |
56,236 |
+1,292 |
| EuroFX(CME) |
| Dec04 |
041025 |
127.91 |
128.25 |
127.65 |
127.94 |
+1.48 |
24,230 |
144,205 |
+2,275 |
| Mar05 |
041025 |
127.92 |
128.17 |
127.72 |
127.96 |
+1.48 |
84 |
2,379 |
+131 |
| Jun05 |
041025 |
128.01 |
128.01 |
128.01 |
128.01 |
+1.48 |
3 |
145 |
+3 |
| Total Volume and Open Interest |
24,315 |
146,744 |
+2,409 |
| Mexican Peso(CME) |
| Nov04 |
041025 |
865.0 |
865.0 |
863.8 |
863.8 |
-3.0 |
0 |
9 |
+0 |
| Dec04 |
041025 |
863.0 |
863.8 |
853.0 |
859.5 |
-3.0 |
13,562 |
62,975 |
-2,781 |
| Total Volume and Open Interest |
13,562 |
63,790 |
-2,781 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041025 |
114~130 |
114~250 |
114~090 |
114~110 |
+0~050 |
355,361 |
603,086 |
+0 |
| Mar05 |
041025 |
113~160 |
113~220 |
113~080 |
113~100 |
+0~060 |
1,467 |
25,597 |
+0 |
| Jun05 |
041025 |
112~120 |
112~120 |
112~080 |
112~090 |
+0~060 |
5 |
110 |
+0 |
| Total Volume and Open Interest |
356,833 |
628,793 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041025 |
113~290 |
114~050 |
113~270 |
113~285 |
+0~050 |
988,698 |
1,589,110 |
+0 |
| Mar05 |
041025 |
113~160 |
113~165 |
113~105 |
113~105 |
+0~055 |
16,094 |
103,578 |
+0 |
| Jun05 |
041025 |
112~120 |
112~145 |
112~100 |
112~100 |
+0~055 |
300 |
1,753 |
+0 |
| Total Volume and Open Interest |
1,005,092 |
1,694,441 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041025 |
111~088 |
111~092 |
111~072 |
111~074 |
+0~012 |
13,955 |
1,054,675 |
+1,054,675 |
| Mar05 |
041025 |
110~110 |
110~110 |
110~094 |
110~094 |
+0~014 |
6,161 |
71,484 |
+0 |
| Jun05 |
041025 |
110~010 |
110~010 |
110~010 |
110~010 |
+0~018 |
5 |
15 |
+0 |
| Total Volume and Open Interest |
20,121 |
1,126,174 |
+1,054,675 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041025 |
105~124 |
105~124 |
105~116 |
105~116 |
+0~002 |
2,487 |
220,682 |
+0 |
| Total Volume and Open Interest |
2,487 |
220,682 |
+0 |
| Eurodollars(CME) |
| Dec04 |
041025 |
97.745 |
97.750 |
97.725 |
97.725 |
unch |
65,000 |
988,192 |
+5,621 |
| Mar05 |
041025 |
97.585 |
97.585 |
97.555 |
97.560 |
+0.010 |
107,000 |
877,296 |
+382 |
| Jun05 |
041025 |
97.420 |
97.420 |
97.385 |
97.390 |
+0.015 |
149,000 |
802,270 |
-6,965 |
| Sep05 |
041025 |
97.220 |
97.225 |
97.185 |
97.190 |
+0.020 |
215,000 |
728,222 |
-5,983 |
| Dec05 |
041025 |
96.980 |
96.985 |
96.950 |
96.950 |
+0.020 |
138,000 |
511,346 |
-669 |
| Mar06 |
041025 |
96.780 |
96.785 |
96.755 |
96.755 |
+0.025 |
49,000 |
414,816 |
-1,122 |
| Jun06 |
041025 |
96.600 |
96.605 |
96.575 |
96.575 |
+0.025 |
29,000 |
291,397 |
+2,955 |
| Sep06 |
041025 |
96.460 |
96.465 |
96.435 |
96.435 |
+0.025 |
18,539 |
245,990 |
+1,962 |
| Dec06 |
041025 |
96.325 |
96.325 |
96.290 |
96.295 |
+0.025 |
12,000 |
186,498 |
+1,531 |
| Mar07 |
041025 |
96.200 |
96.205 |
96.175 |
96.175 |
+0.025 |
9,954 |
167,374 |
+1,597 |
| Jun07 |
041025 |
96.080 |
96.085 |
96.055 |
96.055 |
+0.025 |
8,515 |
150,092 |
+597 |
| Sep07 |
041025 |
95.970 |
95.975 |
95.945 |
95.945 |
+0.025 |
12,000 |
110,187 |
+2,116 |
| Dec07 |
041025 |
95.860 |
95.860 |
95.825 |
95.825 |
+0.025 |
2,647 |
89,852 |
+30 |
| Mar08 |
041025 |
95.760 |
95.760 |
95.725 |
95.725 |
+0.025 |
2,961 |
82,054 |
-58 |
| Jun08 |
041025 |
95.650 |
95.650 |
95.615 |
95.615 |
+0.025 |
2,484 |
79,649 |
-244 |
| Sep08 |
041025 |
95.545 |
95.550 |
95.515 |
95.515 |
+0.025 |
4,521 |
71,582 |
+154 |
| Dec08 |
041025 |
95.435 |
95.445 |
95.405 |
95.405 |
+0.025 |
3,290 |
57,771 |
+692 |
| Mar09 |
041025 |
95.340 |
95.350 |
95.310 |
95.310 |
+0.025 |
3,005 |
44,524 |
+822 |
| Total Volume and Open Interest |
858,789 |
6,068,650 |
+4,430 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041025 |
98.240 |
98.250 |
98.240 |
98.240 |
unch |
112 |
94,812 |
+0 |
| Nov04 |
041025 |
98.100 |
98.100 |
98.090 |
98.100 |
unch |
4,310 |
145,203 |
+0 |
| Dec04 |
041025 |
97.970 |
97.970 |
97.960 |
97.970 |
+0.010 |
4,562 |
131,674 |
+0 |
| Jan05 |
041025 |
97.930 |
97.930 |
97.920 |
97.920 |
unch |
2,465 |
100,036 |
+0 |
| Feb05 |
041025 |
97.790 |
97.790 |
97.780 |
97.780 |
unch |
1,508 |
25,045 |
+0 |
| Mar05 |
041025 |
97.740 |
97.740 |
97.740 |
97.740 |
+0.010 |
12 |
5,418 |
+0 |
| Total Volume and Open Interest |
12,969 |
502,415 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041025 |
98.240 |
98.240 |
98.240 |
98.240 |
unch |
2,422 |
0 |
+0 |
| Nov04 |
041025 |
98.095 |
98.100 |
98.090 |
98.095 |
unch |
3,083 |
0 |
+0 |
| Dec04 |
041025 |
97.965 |
97.975 |
97.965 |
97.965 |
unch |
8,878 |
0 |
+0 |
| Jan05 |
041025 |
97.920 |
97.935 |
97.915 |
97.920 |
+0.005 |
4,170 |
0 |
+0 |
| Feb05 |
041025 |
97.800 |
97.800 |
97.775 |
97.780 |
+0.005 |
3,884 |
0 |
+0 |
| Mar05 |
041025 |
97.750 |
97.750 |
97.740 |
97.740 |
+0.005 |
194 |
0 |
+0 |
| Total Volume and Open Interest |
22,631 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041025 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
53 |
10,472 |
+26 |
| Mar05 |
041025 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
35,550 |
+1,012 |
| Jun05 |
041025 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
0 |
21,421 |
+1 |
| Sep05 |
041025 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
7,945 |
-40 |
| Dec05 |
041025 |
99.77 |
99.77 |
99.77 |
99.77 |
+0.02 |
0 |
7,635 |
+187 |
| Mar06 |
041025 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
13,007 |
-1,135 |
| Jun06 |
041025 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.02 |
0 |
2,719 |
+0 |
| Sep06 |
041025 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
0 |
2,174 |
+0 |
| Dec06 |
041025 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.02 |
0 |
411 |
+0 |
| Mar07 |
041025 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.02 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
53 |
102,277 |
+51 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041025 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
155 |
58,747 |
+570 |
| Mar05 |
041025 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
544 |
85,694 |
+841 |
| Jun05 |
041025 |
99.86 |
99.87 |
99.86 |
99.86 |
+0.00 |
57 |
77,125 |
-404 |
| Sep05 |
041025 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.00 |
391 |
43,260 |
+66 |
| Dec05 |
041025 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
527 |
36,263 |
-45 |
| Mar06 |
041025 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
471 |
32,751 |
-33 |
| Jun06 |
041025 |
99.58 |
99.59 |
99.58 |
99.59 |
+0.02 |
62 |
14,421 |
-574 |
| Sep06 |
041025 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.03 |
0 |
5,958 |
+0 |
| Total Volume and Open Interest |
2,207 |
367,830 |
+421 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041025 |
138.45 |
138.74 |
138.36 |
138.74 |
+0.64 |
3,180 |
31,276 |
-172 |
| Mar05 |
041025 |
137.79 |
137.79 |
137.79 |
137.79 |
+0.64 |
|
|
|
| Jun05 |
041025 |
137.79 |
137.79 |
137.79 |
137.79 |
+0.64 |
|
|
|
| Total Volume and Open Interest |
3,180 |
31,276 |
-172 |
| Euro-Bund(EUREX) |
| Dec04 |
041025 |
117.14 |
117.29 |
117.12 |
117.22 |
+0.32 |
820,973 |
1,385,174 |
+22,740 |
| Mar05 |
041025 |
116.45 |
116.52 |
116.44 |
116.52 |
+0.34 |
1,488 |
22,698 |
+2,708 |
| Jun05 |
041025 |
115.72 |
115.72 |
115.72 |
115.72 |
+0.32 |
1,672 |
240 |
+0 |
| Total Volume and Open Interest |
824,133 |
1,408,112 |
+25,448 |
| Euro-Bobl(EUREX) |
| Dec04 |
041025 |
112.47 |
112.56 |
112.45 |
112.53 |
+0.21 |
477,793 |
852,967 |
-10,671 |
| Mar05 |
041025 |
112.22 |
112.23 |
112.22 |
112.23 |
+0.23 |
501 |
8,128 |
+0 |
| Jun05 |
041025 |
111.48 |
111.48 |
111.48 |
111.48 |
+0.26 |
600 |
800 |
+0 |
| Total Volume and Open Interest |
478,894 |
861,895 |
-10,671 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041025 |
97.835 |
97.840 |
97.835 |
97.840 |
+0.005 |
474 |
10,224 |
+152 |
| Mar05 |
041025 |
97.775 |
97.775 |
97.775 |
97.775 |
+0.005 |
253 |
6,701 |
+138 |
| Jun05 |
041025 |
97.685 |
97.690 |
97.685 |
97.690 |
+0.040 |
95 |
3,831 |
+119 |
| Total Volume and Open Interest |
868 |
27,057 |
+466 |
| Long Gilt(LIFFE) |
| Dec04 |
041025 |
108~26 |
108~27 |
108~22 |
108~25 |
+0~05 |
29,895 |
208,256 |
-1,352 |
| Mar05 |
041025 |
110~08 |
110~08 |
110~08 |
110~08 |
+0~05 |
|
|
|
| Total Volume and Open Interest |
29,895 |
208,256 |
-1,352 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041025 |
95.10 |
95.11 |
95.08 |
95.09 |
unch |
35,292 |
247,732 |
+9,854 |
| Mar05 |
041025 |
95.11 |
95.12 |
95.09 |
95.10 |
+0.01 |
38,801 |
271,688 |
+12,978 |
| Jun05 |
041025 |
95.16 |
95.18 |
95.15 |
95.16 |
+0.02 |
43,551 |
208,589 |
-3,226 |
| Sep05 |
041025 |
95.22 |
95.23 |
95.20 |
95.22 |
+0.04 |
37,642 |
171,113 |
+7,098 |
| Dec05 |
041025 |
95.22 |
95.25 |
95.20 |
95.24 |
+0.05 |
22,108 |
145,706 |
+2,521 |
| Mar06 |
041025 |
95.19 |
95.25 |
95.19 |
95.23 |
+0.05 |
13,014 |
94,444 |
+316 |
| Total Volume and Open Interest |
227,652 |
1,311,936 |
+37,240 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041025 |
97.835 |
97.850 |
97.835 |
97.835 |
unch |
50,113 |
623,040 |
+2,662 |
| Mar05 |
041025 |
97.775 |
97.785 |
97.765 |
97.775 |
+0.015 |
71,512 |
558,128 |
+2,238 |
| Jun05 |
041025 |
97.680 |
97.700 |
97.680 |
97.685 |
+0.025 |
92,698 |
523,975 |
-4,309 |
| Total Volume and Open Interest |
352,611 |
3,161,506 |
+11,799 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041025 |
94.60 |
94.62 |
94.60 |
94.62 |
+0.01 |
14,760 |
216,410 |
-3,116 |
| Mar05 |
041025 |
94.58 |
94.60 |
94.57 |
94.60 |
+0.02 |
11,624 |
148,412 |
+164 |
| Jun05 |
041025 |
94.53 |
94.58 |
94.53 |
94.57 |
+0.03 |
5,486 |
53,417 |
+546 |
| Sep05 |
041025 |
94.51 |
94.55 |
94.51 |
94.55 |
+0.04 |
4,013 |
32,560 |
-1,847 |
| Dec05 |
041025 |
94.52 |
94.52 |
94.51 |
94.52 |
+0.04 |
404 |
15,489 |
-203 |
| Mar06 |
041025 |
94.49 |
94.50 |
94.49 |
94.50 |
+0.05 |
160 |
10,295 |
+130 |
| Jun06 |
041025 |
94.48 |
94.48 |
94.47 |
94.47 |
+0.05 |
2 |
7,960 |
-30 |
| Sep06 |
041025 |
94.44 |
94.44 |
94.43 |
94.43 |
+0.04 |
2 |
3,982 |
+0 |
| Dec06 |
041025 |
94.40 |
94.40 |
94.39 |
94.39 |
+0.04 |
2 |
2,888 |
+0 |
| Mar07 |
041025 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.03 |
0 |
1,832 |
+0 |
| Total Volume and Open Interest |
36,453 |
496,290 |
-4,356 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041025 |
94.63 |
94.70 |
94.61 |
94.70 |
+0.07 |
26,623 |
259,360 |
-3,270 |
| Mar05 |
041025 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
26,623 |
259,360 |
-3,270 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041025 |
94.83 |
94.90 |
94.83 |
94.90 |
+0.06 |
56,768 |
395,131 |
-4,793 |
| Mar05 |
041025 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
56,768 |
395,131 |
-4,793 |
| Gold(CMX) |
| Oct04 |
041025 |
429.0 |
430.0 |
428.5 |
429.0 |
+4.4 |
9 |
227 |
+0 |
| Dec04 |
041025 |
431.5 |
432.0 |
429.2 |
429.9 |
+4.3 |
43,655 |
242,440 |
+0 |
| Feb05 |
041025 |
432.9 |
434.0 |
430.5 |
431.6 |
+4.4 |
2,069 |
12,498 |
+0 |
| Apr05 |
041025 |
434.0 |
436.5 |
432.5 |
433.2 |
+4.4 |
269 |
4,643 |
+0 |
| Jun05 |
041025 |
436.0 |
436.8 |
434.0 |
434.9 |
+4.4 |
388 |
13,066 |
+0 |
| Aug05 |
041025 |
436.7 |
436.7 |
436.7 |
436.7 |
+4.4 |
777 |
5,973 |
+0 |
| Oct05 |
041025 |
438.6 |
438.6 |
438.6 |
438.6 |
+4.4 |
150 |
2,153 |
+0 |
| Dec05 |
041025 |
441.0 |
442.0 |
439.7 |
440.5 |
+4.4 |
551 |
8,904 |
+0 |
| Feb06 |
041025 |
442.6 |
442.6 |
442.6 |
442.6 |
+4.4 |
0 |
844 |
+0 |
| Apr06 |
041025 |
444.6 |
444.6 |
444.6 |
444.6 |
+4.3 |
5 |
486 |
+0 |
| Jun06 |
041025 |
449.0 |
449.0 |
446.6 |
446.6 |
+4.3 |
1 |
8,309 |
+0 |
| Aug06 |
041025 |
448.9 |
448.9 |
448.9 |
448.9 |
+4.3 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
34,737 |
310,353 |
+3,267 |
| Silver(CMX) |
| Dec04 |
041025 |
744.0 |
745.5 |
735.0 |
738.0 |
+4.7 |
19,011 |
89,406 |
+0 |
| Mar05 |
041025 |
750.0 |
750.0 |
738.5 |
741.9 |
+4.8 |
1,991 |
15,095 |
+0 |
| May05 |
041025 |
750.0 |
750.0 |
744.0 |
744.2 |
+4.8 |
89 |
2,198 |
+0 |
| Jul05 |
041025 |
748.0 |
752.5 |
746.6 |
746.6 |
+4.8 |
3 |
1,987 |
+0 |
| Sep05 |
041025 |
749.0 |
749.0 |
749.0 |
749.0 |
+4.9 |
1 |
505 |
+0 |
| Dec05 |
041025 |
754.0 |
756.0 |
752.0 |
752.5 |
+5.0 |
193 |
3,487 |
+0 |
| Mar06 |
041025 |
755.1 |
755.1 |
755.1 |
755.1 |
+5.0 |
|
|
|
| Total Volume and Open Interest |
21,288 |
114,310 |
+0 |
| Platinum(NYMEX) |
| Oct04 |
041025 |
856.0 |
856.0 |
856.0 |
856.0 |
+7.6 |
14 |
59 |
+0 |
| Jan05 |
041025 |
858.0 |
858.0 |
848.0 |
853.0 |
+8.1 |
805 |
5,927 |
+0 |
| Apr05 |
041025 |
850.8 |
850.8 |
850.8 |
850.8 |
+8.9 |
250 |
202 |
+0 |
| Total Volume and Open Interest |
1,055 |
6,188 |
+0 |
| Palladium(NYMEX) |
| Dec04 |
041025 |
218.10 |
219.50 |
217.60 |
218.95 |
+3.00 |
412 |
9,836 |
+0 |
| Mar05 |
041025 |
222.00 |
222.00 |
220.00 |
220.95 |
+3.00 |
7 |
111 |
+0 |
| Jun05 |
041025 |
223.95 |
223.95 |
223.95 |
223.95 |
+3.00 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
419 |
9,952 |
+0 |
| Copper(CMX) |
| Dec04 |
041025 |
129.30 |
130.00 |
125.65 |
127.65 |
-2.90 |
6,138 |
47,711 |
+0 |
| Mar05 |
041025 |
126.80 |
126.80 |
123.50 |
125.55 |
-2.40 |
397 |
8,705 |
+0 |
| May05 |
041025 |
122.20 |
122.50 |
121.80 |
122.15 |
-1.50 |
182 |
2,871 |
+0 |
| Jul05 |
041025 |
118.30 |
118.30 |
118.00 |
118.00 |
-1.50 |
41 |
1,619 |
+0 |
| Sep05 |
041025 |
114.85 |
114.85 |
114.85 |
114.85 |
-1.50 |
24 |
1,541 |
+0 |
| Total Volume and Open Interest |
7,358 |
73,186 |
+0 |
| Aluminum(CMX) |
| Oct04 |
041025 |
85.70 |
85.70 |
85.70 |
85.70 |
-1.50 |
7 |
70 |
-46 |
| Nov04 |
041025 |
85.90 |
85.90 |
85.90 |
85.90 |
-1.30 |
51 |
902 |
+1 |
| Dec04 |
041025 |
85.50 |
85.50 |
85.50 |
85.50 |
-1.05 |
1 |
1,217 |
+0 |
| Jan05 |
041025 |
85.10 |
85.10 |
85.10 |
85.10 |
-1.05 |
0 |
683 |
+0 |
| Feb05 |
041025 |
84.70 |
84.70 |
84.70 |
84.70 |
-0.50 |
50 |
584 |
-50 |
| Mar05 |
041025 |
84.30 |
84.30 |
84.30 |
84.30 |
-0.55 |
75 |
601 |
-75 |
| Total Volume and Open Interest |
309 |
9,997 |
-94 |
| DJIA Index(CBOT) |
| Dec04 |
041025 |
9705 |
9770 |
9697 |
9740 |
-9 |
9,328 |
42,220 |
+0 |
| Mar05 |
041025 |
9695 |
9765 |
9695 |
9736 |
-9 |
1 |
38 |
+0 |
| Jun05 |
041025 |
9744 |
9744 |
9744 |
9744 |
-10 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
9,329 |
42,259 |
+0 |
| S & P 500(CME) |
| Dec04 |
041025 |
1093.30 |
1097.00 |
1089.50 |
1095.30 |
-0.60 |
45,823 |
627,444 |
-2,304 |
| Mar05 |
041025 |
1092.50 |
1096.50 |
1092.00 |
1096.30 |
-0.60 |
2,356 |
15,024 |
+1,665 |
| Jun05 |
041025 |
1098.10 |
1098.10 |
1098.10 |
1098.10 |
-0.80 |
11 |
2,321 |
+0 |
| Sep05 |
041025 |
1100.10 |
1100.10 |
1100.10 |
1100.10 |
-1.10 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
48,190 |
644,991 |
-639 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041025 |
1095.50 |
1097.00 |
1088.00 |
1095.25 |
-0.75 |
664,670 |
724,303 |
+2,056 |
| Mar05 |
041025 |
1095.00 |
1097.50 |
1090.00 |
1096.25 |
-0.75 |
526 |
3,626 |
-199 |
| Total Volume and Open Interest |
665,196 |
727,929 |
+1,857 |
| NASDAQ 100(CME) |
| Dec04 |
041025 |
1440.00 |
1442.50 |
1429.50 |
1435.00 |
-8.50 |
15,150 |
74,069 |
-613 |
| Mar05 |
041025 |
1442.50 |
1442.50 |
1442.50 |
1442.50 |
-8.50 |
0 |
41 |
+0 |
| Jun05 |
041025 |
1449.50 |
1449.50 |
1449.50 |
1449.50 |
-8.50 |
|
|
|
| Total Volume and Open Interest |
15,150 |
74,110 |
-613 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041025 |
1443.50 |
1443.50 |
1429.50 |
1435.00 |
-8.50 |
367,900 |
284,589 |
+1,271 |
| Mar05 |
041025 |
1436.50 |
1446.50 |
1436.50 |
1442.50 |
-8.50 |
49 |
1,712 |
+22 |
| Total Volume and Open Interest |
367,949 |
286,301 |
+1,293 |
| S & P Midcap 400(CME) |
| Dec04 |
041025 |
585.50 |
591.00 |
584.25 |
590.00 |
+2.75 |
304 |
13,470 |
+24 |
| Mar05 |
041025 |
590.50 |
590.50 |
590.50 |
590.50 |
+2.75 |
0 |
1 |
+0 |
| Jun05 |
041025 |
590.50 |
590.50 |
590.50 |
590.50 |
+2.75 |
|
|
|
| Total Volume and Open Interest |
304 |
13,471 |
+24 |
| Russell 2000(CME) |
| Dec04 |
041025 |
566.25 |
574.40 |
565.00 |
572.85 |
+5.85 |
1,436 |
26,610 |
-237 |
| Mar05 |
041025 |
572.85 |
572.85 |
572.85 |
572.85 |
+5.85 |
|
|
|
| Jun05 |
041025 |
572.85 |
572.85 |
572.85 |
572.85 |
+5.85 |
|
|
|
| Total Volume and Open Interest |
1,436 |
26,610 |
-237 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041025 |
566.00 |
574.40 |
562.60 |
572.90 |
+5.90 |
83,959 |
82,522 |
-1,962 |
| Mar05 |
041025 |
572.90 |
572.90 |
572.90 |
572.90 |
+5.90 |
4 |
177 |
+2 |
| Total Volume and Open Interest |
83,963 |
82,699 |
-1,960 |
| Nikkei 225(CME) |
| Dec04 |
041025 |
10620 |
10700 |
10545 |
10670 |
-165 |
26,794 |
151,153 |
-1,914 |
| Mar05 |
041025 |
10670 |
10670 |
10670 |
10670 |
-165 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
26,794 |
151,160 |
-1,914 |
| Nikkei 225(SGX) |
| Dec04 |
041025 |
10620 |
10700 |
10545 |
10670 |
-165 |
26,794 |
151,153 |
-1,914 |
| Mar05 |
041025 |
10670 |
10670 |
10670 |
10670 |
-165 |
0 |
4 |
+0 |
| Jun05 |
041025 |
10625 |
10625 |
10625 |
10625 |
-165 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
26,794 |
151,160 |
-1,914 |
| CAC 40(EURONEXT) |
| Nov04 |
041025 |
3660.0 |
3660.0 |
3603.5 |
3615.5 |
-75.0 |
52,939 |
330,337 |
+10,971 |
| Dec04 |
041025 |
3630.0 |
3633.0 |
3605.0 |
3613.0 |
-75.0 |
797 |
134,594 |
-516 |
| Jan05 |
041025 |
3618.5 |
3618.5 |
3618.5 |
3618.5 |
-75.0 |
|
|
|
| Total Volume and Open Interest |
53,736 |
473,957 |
+10,455 |
| Hang Seng Index(HKFE) |
| Oct04 |
041025 |
12800 |
12825 |
12713 |
12788 |
-213 |
53,236 |
103,755 |
-1,879 |
| Nov04 |
041025 |
12763 |
12783 |
12677 |
12744 |
-216 |
19,824 |
4,664 |
+1,430 |
| Dec04 |
041025 |
12740 |
12776 |
12684 |
12746 |
-211 |
76 |
1,166 |
+27 |
| Total Volume and Open Interest |
73,176 |
112,263 |
-437 |
| DAX(EUREX) |
| Dec04 |
041025 |
3865.5 |
3878.5 |
3845.0 |
3873.0 |
-53.0 |
126,823 |
162,016 |
+122 |
| Mar05 |
041025 |
3883.0 |
3898.5 |
3867.5 |
3894.0 |
-53.5 |
378 |
9,546 |
+0 |
| Jun05 |
041025 |
3900.0 |
3920.0 |
3890.0 |
3916.0 |
-54.0 |
409 |
1,402 |
+49 |
| Total Volume and Open Interest |
127,610 |
172,964 |
+171 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041025 |
4592.50 |
4597.00 |
4563.50 |
4580.50 |
-54.00 |
41,384 |
449,277 |
+1,970 |
| Mar05 |
041025 |
4574.50 |
4586.50 |
4574.50 |
4585.00 |
-54.50 |
0 |
13,804 |
+0 |
| Jun05 |
041025 |
4600.50 |
4600.50 |
4600.50 |
4600.50 |
-56.00 |
100 |
12,310 |
+0 |
| Total Volume and Open Interest |
41,484 |
475,391 |
+1,970 |
| SPI 200(SFE) |
| Dec04 |
041025 |
3690.0 |
3697.0 |
3678.0 |
3681.0 |
-37.0 |
7,669 |
163,113 |
-7,338 |
| Mar05 |
041025 |
3698.0 |
3704.0 |
3689.0 |
3689.0 |
-39.0 |
90 |
2,913 |
+53 |
| Jun05 |
041025 |
3705.0 |
3705.0 |
3699.0 |
3699.0 |
-38.0 |
88 |
3,133 |
+71 |
| Total Volume and Open Interest |
7,847 |
172,295 |
-7,215 |
| GSCI(CME) |
| Nov04 |
041025 |
371.00 |
371.00 |
367.60 |
368.00 |
-3.50 |
75 |
16,814 |
+33 |
| Dec04 |
041025 |
374.50 |
374.50 |
370.00 |
370.00 |
-3.50 |
|
|
|
| Jan05 |
041025 |
367.50 |
367.50 |
367.50 |
367.50 |
-3.00 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
76 |
16,815 |
+34 |
| RJ/CRB Index(ICE) |
| Nov04 |
041025 |
287.50 |
288.00 |
287.25 |
287.50 |
+0.50 |
8 |
248 |
+0 |
| Jan05 |
041025 |
286.90 |
286.90 |
286.00 |
286.25 |
unch |
2 |
232 |
+0 |
| Feb05 |
041025 |
284.00 |
284.00 |
284.00 |
284.00 |
-0.25 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
10 |
615 |
+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. |
|
|