|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue October 26, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov04 |
041026 |
541.50 |
541.50 |
535.00 |
539.00 |
-2.00 |
52,044 |
62,386 |
-41,888 |
Jan05 |
041026 |
545.00 |
545.50 |
539.00 |
544.00 |
-1.25 |
31,318 |
92,646 |
+7,996 |
Mar05 |
041026 |
551.00 |
551.50 |
545.75 |
549.25 |
-1.50 |
8,949 |
37,604 |
+2,519 |
May05 |
041026 |
558.50 |
558.50 |
552.00 |
555.75 |
-1.50 |
4,096 |
21,977 |
+978 |
Jul05 |
041026 |
563.00 |
564.00 |
559.00 |
562.25 |
-1.75 |
4,277 |
18,325 |
+213 |
Aug05 |
041026 |
560.00 |
563.00 |
560.00 |
563.00 |
-2.50 |
7 |
818 |
+221 |
Sep05 |
041026 |
564.00 |
564.00 |
564.00 |
564.00 |
-5.00 |
2 |
188 |
-1 |
Total Volume and Open Interest |
101,296 |
240,243 |
-29,538 |
Soybean Meal(CBOT) |
Dec04 |
041026 |
158.00 |
158.70 |
156.30 |
156.60 |
-1.80 |
11,534 |
50,723 |
-2,039 |
Jan05 |
041026 |
159.30 |
160.00 |
157.80 |
158.30 |
-1.50 |
3,654 |
16,883 |
+101 |
Mar05 |
041026 |
162.00 |
162.30 |
160.50 |
160.90 |
-1.30 |
2,848 |
19,924 |
+958 |
May05 |
041026 |
164.00 |
164.70 |
162.90 |
163.10 |
-1.10 |
1,323 |
13,849 |
-35 |
Jul05 |
041026 |
166.80 |
167.40 |
165.60 |
166.00 |
-1.00 |
2,235 |
18,511 |
-798 |
Aug05 |
041026 |
168.20 |
168.50 |
167.00 |
167.30 |
-0.90 |
55 |
6,722 |
+164 |
Sep05 |
041026 |
169.50 |
169.50 |
168.00 |
168.40 |
-0.60 |
111 |
4,545 |
+92 |
Oct05 |
041026 |
169.90 |
170.00 |
168.80 |
169.10 |
-0.40 |
56 |
2,279 |
+26 |
Total Volume and Open Interest |
22,041 |
137,122 |
-1,626 |
Soybean Oil(CBOT) |
Dec04 |
041026 |
21.75 |
21.85 |
21.55 |
21.79 |
-0.07 |
20,640 |
54,716 |
-3,625 |
Jan05 |
041026 |
21.82 |
21.95 |
21.66 |
21.95 |
-0.06 |
4,695 |
29,293 |
-48 |
Mar05 |
041026 |
21.90 |
22.03 |
21.76 |
22.03 |
-0.04 |
4,659 |
21,885 |
+1,238 |
May05 |
041026 |
21.90 |
22.08 |
21.85 |
22.06 |
-0.08 |
2,239 |
14,996 |
-483 |
Jul05 |
041026 |
21.97 |
22.15 |
21.92 |
22.12 |
-0.05 |
2,082 |
12,571 |
-86 |
Aug05 |
041026 |
22.00 |
22.10 |
21.95 |
22.10 |
-0.03 |
198 |
5,244 |
+115 |
Sep05 |
041026 |
21.95 |
22.10 |
21.95 |
22.00 |
+0.03 |
22 |
2,935 |
+12 |
Oct05 |
041026 |
21.95 |
22.08 |
21.95 |
22.00 |
+0.10 |
27 |
2,017 |
+17 |
Total Volume and Open Interest |
34,755 |
148,634 |
-2,525 |
Canola(WCE) |
Nov04 |
041026 |
308.0 |
309.0 |
303.0 |
307.7 |
+0.3 |
5,693 |
12,085 |
-5,638 |
Jan05 |
041026 |
312.3 |
314.5 |
308.0 |
312.5 |
+0.2 |
6,618 |
33,447 |
+5,165 |
Mar05 |
041026 |
319.0 |
319.0 |
313.2 |
316.5 |
-0.5 |
292 |
5,724 |
+69 |
May05 |
041026 |
318.0 |
318.0 |
318.0 |
318.0 |
-4.0 |
9 |
418 |
-9 |
Jul05 |
041026 |
325.0 |
325.0 |
325.0 |
325.0 |
-1.0 |
132 |
389 |
+100 |
Total Volume and Open Interest |
13,492 |
58,357 |
+772 |
Corn(CBOT) |
Dec04 |
041026 |
205.25 |
207.75 |
203.75 |
206.75 |
+1.50 |
47,020 |
331,107 |
-3,357 |
Mar05 |
041026 |
215.50 |
218.00 |
214.50 |
217.25 |
+1.75 |
10,980 |
146,049 |
+1,923 |
May05 |
041026 |
223.00 |
225.75 |
222.50 |
224.75 |
+1.50 |
2,304 |
46,423 |
+624 |
Jul05 |
041026 |
229.25 |
231.50 |
228.50 |
231.00 |
+1.50 |
1,803 |
53,724 |
+392 |
Sep05 |
041026 |
236.00 |
238.00 |
235.50 |
237.25 |
+1.25 |
261 |
12,866 |
+19 |
Dec05 |
041026 |
244.00 |
245.25 |
243.50 |
245.25 |
+1.00 |
1,063 |
27,087 |
+123 |
Total Volume and Open Interest |
63,588 |
619,333 |
+8,127 |
Wheat(CBOT) |
Dec04 |
041026 |
315.50 |
316.25 |
311.50 |
315.50 |
-0.50 |
23,212 |
114,031 |
-1,531 |
Mar05 |
041026 |
326.00 |
329.00 |
322.50 |
328.00 |
+1.25 |
3,679 |
27,735 |
+2,102 |
May05 |
041026 |
330.50 |
334.00 |
328.00 |
333.00 |
+2.25 |
484 |
5,188 |
+165 |
Jul05 |
041026 |
331.50 |
335.00 |
330.00 |
334.50 |
+1.50 |
567 |
8,146 |
+368 |
Sep05 |
041026 |
341.00 |
341.00 |
341.00 |
341.00 |
+1.50 |
19 |
195 |
+10 |
Total Volume and Open Interest |
27,969 |
155,637 |
+1,224 |
Wheat(KCBT) |
Dec04 |
041026 |
341.50 |
342.50 |
338.00 |
341.75 |
+0.25 |
6,097 |
49,963 |
+432 |
Mar05 |
041026 |
347.00 |
348.00 |
344.50 |
346.50 |
-0.75 |
1,250 |
15,286 |
+1,103 |
May05 |
041026 |
348.00 |
348.00 |
347.25 |
348.00 |
-1.25 |
89 |
3,593 |
+95 |
Jul05 |
041026 |
345.50 |
346.00 |
342.50 |
343.75 |
-2.75 |
393 |
5,444 |
+455 |
Sep05 |
041026 |
348.00 |
348.00 |
345.00 |
345.00 |
-4.00 |
0 |
546 |
+60 |
Total Volume and Open Interest |
7,829 |
74,894 |
+2,146 |
Wheat(MGE) |
Dec04 |
041026 |
365.00 |
366.00 |
363.00 |
365.00 |
-2.00 |
3,561 |
16,690 |
-1,110 |
Mar05 |
041026 |
373.00 |
373.00 |
370.00 |
372.50 |
-0.50 |
1,050 |
10,401 |
-19 |
May05 |
041026 |
376.00 |
377.00 |
374.50 |
376.50 |
-0.50 |
9 |
4,016 |
+193 |
Jul05 |
041026 |
374.00 |
376.00 |
374.00 |
376.00 |
-0.75 |
10 |
2,270 |
+121 |
Sep05 |
041026 |
370.00 |
370.00 |
370.00 |
370.00 |
unch |
36 |
783 |
+67 |
Total Volume and Open Interest |
4,670 |
34,232 |
-748 |
Oats(CBOT) |
Dec04 |
041026 |
137.50 |
138.75 |
136.25 |
138.75 |
+1.25 |
828 |
5,455 |
-136 |
Mar05 |
041026 |
144.25 |
145.50 |
143.50 |
145.25 |
+1.00 |
154 |
2,062 |
+192 |
May05 |
041026 |
150.75 |
150.75 |
150.50 |
150.75 |
-0.25 |
4 |
111 |
+4 |
Jul05 |
041026 |
156.00 |
156.00 |
156.00 |
156.00 |
-1.00 |
2 |
34 |
-1 |
Total Volume and Open Interest |
988 |
7,662 |
+59 |
Rough Rice(CBOT) |
Nov04 |
041026 |
6.85 |
6.91 |
6.85 |
6.89 |
unch |
575 |
1,911 |
-122 |
Jan05 |
041026 |
7.00 |
7.05 |
6.93 |
7.02 |
-0.01 |
544 |
2,401 |
+376 |
Mar05 |
041026 |
7.25 |
7.25 |
7.25 |
7.25 |
unch |
105 |
792 |
-22 |
May05 |
041026 |
7.50 |
7.50 |
7.48 |
7.48 |
+0.02 |
1 |
200 |
+1 |
Total Volume and Open Interest |
1,225 |
5,308 |
-78 |
Live Cattle(CME) |
Oct04 |
041026 |
87.350 |
87.800 |
87.250 |
87.625 |
+0.250 |
2,034 |
2,111 |
-1,064 |
Dec04 |
041026 |
87.175 |
87.775 |
86.750 |
87.250 |
+0.075 |
8,634 |
64,773 |
-239 |
Feb05 |
041026 |
89.400 |
89.875 |
89.050 |
89.625 |
+0.200 |
4,025 |
21,094 |
-146 |
Apr05 |
041026 |
87.500 |
88.000 |
87.250 |
87.750 |
+0.225 |
885 |
10,353 |
+321 |
Jun05 |
041026 |
84.050 |
84.250 |
83.750 |
84.025 |
-0.025 |
1,033 |
7,108 |
+328 |
Aug05 |
041026 |
83.850 |
84.000 |
83.550 |
83.900 |
+0.050 |
224 |
3,184 |
+136 |
Total Volume and Open Interest |
16,866 |
109,164 |
-637 |
Feeder Cattle(CME) |
Oct04 |
041026 |
113.850 |
114.100 |
113.800 |
113.975 |
+0.525 |
832 |
1,981 |
-110 |
Nov04 |
041026 |
111.500 |
111.850 |
111.100 |
111.375 |
+0.100 |
1,262 |
6,319 |
+90 |
Jan05 |
041026 |
108.800 |
109.300 |
108.800 |
109.250 |
+0.650 |
1,964 |
7,586 |
+79 |
Mar05 |
041026 |
104.750 |
105.150 |
104.700 |
105.125 |
+0.525 |
191 |
1,367 |
+76 |
Apr05 |
041026 |
103.800 |
104.100 |
103.600 |
103.900 |
+0.350 |
95 |
476 |
+22 |
May05 |
041026 |
104.000 |
104.000 |
103.750 |
103.800 |
+0.100 |
83 |
503 |
+30 |
Aug05 |
041026 |
104.000 |
104.000 |
104.000 |
104.000 |
-0.100 |
2 |
18 |
+0 |
Total Volume and Open Interest |
4,429 |
18,250 |
+187 |
Lean Hogs(CME) |
Dec04 |
041026 |
66.500 |
67.475 |
65.900 |
66.225 |
+0.725 |
6,637 |
48,578 |
-2,242 |
Feb05 |
041026 |
65.550 |
66.500 |
65.000 |
65.525 |
+0.625 |
3,598 |
19,479 |
-23 |
Apr05 |
041026 |
64.200 |
64.750 |
63.050 |
63.250 |
-0.200 |
1,079 |
6,497 |
+46 |
May05 |
041026 |
64.750 |
65.000 |
64.050 |
64.225 |
-0.225 |
36 |
1,380 |
-16 |
Jun05 |
041026 |
68.700 |
69.500 |
68.350 |
68.575 |
-0.075 |
186 |
3,613 |
+41 |
Jul05 |
041026 |
64.800 |
65.350 |
64.350 |
64.350 |
-0.450 |
26 |
970 |
+10 |
Aug05 |
041026 |
61.400 |
61.500 |
60.950 |
60.950 |
+0.050 |
23 |
575 |
+5 |
Oct05 |
041026 |
53.050 |
53.050 |
52.700 |
52.700 |
+0.100 |
21 |
171 |
+13 |
Total Volume and Open Interest |
11,620 |
81,278 |
-2,170 |
Pork Bellies(CME) |
Feb05 |
041026 |
95.050 |
95.550 |
93.800 |
94.475 |
-0.250 |
266 |
1,132 |
+30 |
Mar05 |
041026 |
94.000 |
94.000 |
93.900 |
93.900 |
-0.100 |
7 |
30 |
+5 |
May05 |
041026 |
95.000 |
95.000 |
95.000 |
95.000 |
-0.100 |
4 |
34 |
-1 |
Jul05 |
041026 |
97.600 |
97.600 |
97.600 |
97.600 |
-0.300 |
0 |
8 |
+0 |
Aug05 |
041026 |
94.900 |
94.900 |
94.900 |
94.900 |
unch |
|
|
|
Total Volume and Open Interest |
277 |
1,204 |
+34 |
Class III Milk(CME) |
Oct04 |
041026 |
14.19 |
14.19 |
14.15 |
14.18 |
-0.01 |
56 |
4,467 |
+17 |
Nov04 |
041026 |
14.12 |
14.20 |
14.10 |
14.18 |
+0.04 |
312 |
3,869 |
+78 |
Dec04 |
041026 |
13.15 |
13.35 |
13.15 |
13.33 |
+0.13 |
542 |
3,057 |
+152 |
Jan05 |
041026 |
12.40 |
12.45 |
12.40 |
12.45 |
+0.05 |
107 |
1,764 |
+60 |
Feb05 |
041026 |
12.22 |
12.27 |
12.22 |
12.27 |
+0.05 |
125 |
1,842 |
+70 |
Total Volume and Open Interest |
1,687 |
23,545 |
+658 |
Cocoa(ICE) |
Dec04 |
041026 |
1448 |
1461 |
1446 |
1457 |
+8 |
1,946 |
44,623 |
-131 |
Mar05 |
041026 |
1460 |
1475 |
1460 |
1471 |
+8 |
868 |
21,604 |
+285 |
May05 |
041026 |
1477 |
1488 |
1477 |
1484 |
+7 |
129 |
11,807 |
+57 |
Jul05 |
041026 |
1491 |
1498 |
1491 |
1496 |
+7 |
10 |
10,619 |
+10 |
Sep05 |
041026 |
1503 |
1507 |
1502 |
1507 |
+7 |
0 |
7,366 |
+2 |
Dec05 |
041026 |
1521 |
1523 |
1521 |
1523 |
+6 |
147 |
7,499 |
-100 |
Mar06 |
041026 |
1532 |
1532 |
1532 |
1532 |
+5 |
0 |
9,838 |
+0 |
Total Volume and Open Interest |
3,100 |
121,794 |
+123 |
Coffee "C"(ICE) |
Dec04 |
041026 |
75.25 |
76.05 |
75.10 |
75.80 |
+0.20 |
8,363 |
45,617 |
-6,488 |
Mar05 |
041026 |
78.30 |
79.00 |
78.20 |
78.85 |
+0.25 |
3,201 |
17,308 |
-499 |
May05 |
041026 |
79.75 |
80.40 |
79.75 |
80.40 |
+0.30 |
452 |
4,741 |
-29 |
Jul05 |
041026 |
81.40 |
82.10 |
81.30 |
82.05 |
+0.35 |
550 |
1,751 |
-159 |
Sep05 |
041026 |
83.80 |
83.80 |
83.55 |
83.55 |
+0.40 |
501 |
1,015 |
+350 |
Dec05 |
041026 |
85.25 |
86.20 |
85.25 |
85.95 |
+0.55 |
244 |
606 |
-9 |
Total Volume and Open Interest |
13,312 |
71,162 |
-6,833 |
Orange Juice(ICE) |
Nov04 |
041026 |
77.15 |
77.75 |
77.15 |
77.20 |
+0.15 |
2,617 |
8,106 |
-3,324 |
Jan05 |
041026 |
80.10 |
80.50 |
79.80 |
80.25 |
+0.55 |
2,408 |
11,623 |
+1,495 |
Mar05 |
041026 |
81.90 |
82.50 |
81.75 |
82.30 |
+0.55 |
315 |
9,144 |
+191 |
May05 |
041026 |
84.45 |
84.80 |
84.45 |
84.75 |
+0.25 |
143 |
4,409 |
-218 |
Jul05 |
041026 |
86.10 |
86.55 |
86.10 |
86.55 |
+0.35 |
5 |
497 |
+8 |
Sep05 |
041026 |
88.10 |
88.10 |
88.05 |
88.05 |
+0.15 |
5 |
95 |
-5 |
Total Volume and Open Interest |
5,493 |
34,359 |
-1,852 |
Sugar #11(ICE) |
Mar05 |
041026 |
8.71 |
8.88 |
8.70 |
8.85 |
+0.12 |
25,900 |
233,967 |
-1,720 |
May05 |
041026 |
8.90 |
8.98 |
8.90 |
8.96 |
+0.08 |
6,320 |
42,322 |
+847 |
Jul05 |
041026 |
8.73 |
8.81 |
8.73 |
8.79 |
+0.07 |
3,405 |
23,682 |
-148 |
Oct05 |
041026 |
8.73 |
8.80 |
8.73 |
8.76 |
+0.04 |
1,399 |
21,689 |
+25 |
Mar06 |
041026 |
8.63 |
8.70 |
8.63 |
8.65 |
+0.05 |
195 |
7,274 |
+22 |
Total Volume and Open Interest |
37,244 |
332,003 |
-944 |
Sugar #14(ICE) |
Jan05 |
041026 |
20.45 |
20.48 |
20.45 |
20.45 |
unch |
254 |
1,887 |
-24 |
Mar05 |
041026 |
20.43 |
20.45 |
20.43 |
20.45 |
+0.01 |
52 |
3,001 |
+2 |
May05 |
041026 |
20.53 |
20.56 |
20.53 |
20.56 |
+0.01 |
105 |
1,922 |
-95 |
Jul05 |
041026 |
20.68 |
20.69 |
20.68 |
20.69 |
+0.01 |
13 |
1,455 |
+13 |
Sep05 |
041026 |
20.80 |
20.80 |
20.80 |
20.80 |
unch |
3 |
1,500 |
+0 |
Total Volume and Open Interest |
431 |
10,304 |
-102 |
London Cocoa(LCE) |
Dec04 |
041026 |
819 |
826 |
817 |
823 |
+5 |
2,760 |
82,977 |
-658 |
Mar05 |
041026 |
841 |
848 |
840 |
845 |
+4 |
1,826 |
37,588 |
+564 |
May05 |
041026 |
857 |
863 |
856 |
861 |
+4 |
136 |
17,672 |
+66 |
Jul05 |
041026 |
874 |
880 |
873 |
877 |
+4 |
113 |
15,003 |
+39 |
Sep05 |
041026 |
892 |
895 |
891 |
894 |
+4 |
733 |
27,819 |
+627 |
Dec05 |
041026 |
900 |
901 |
899 |
899 |
+4 |
442 |
11,167 |
+92 |
Mar06 |
041026 |
903 |
908 |
903 |
905 |
+4 |
61 |
3,380 |
-9 |
Total Volume and Open Interest |
6,071 |
196,074 |
+721 |
London Coffee(LCE) |
Nov04 |
041026 |
563.00 |
565.00 |
559.00 |
562.00 |
-1.00 |
7,049 |
29,523 |
-3,179 |
Jan05 |
041026 |
590.00 |
591.00 |
584.00 |
587.00 |
-2.00 |
5,571 |
64,076 |
+2,251 |
Mar05 |
041026 |
612.00 |
612.00 |
605.00 |
607.00 |
-2.00 |
3,059 |
29,844 |
+2,294 |
May05 |
041026 |
630.00 |
630.00 |
624.00 |
626.00 |
-2.00 |
375 |
25,561 |
+266 |
Jul05 |
041026 |
647.00 |
647.00 |
642.00 |
642.00 |
-3.00 |
75 |
6,586 |
+50 |
Sep05 |
041026 |
664.00 |
664.00 |
659.00 |
659.00 |
-3.00 |
116 |
4,528 |
+58 |
Total Volume and Open Interest |
16,269 |
161,416 |
+1,756 |
London Sugar(LCE) |
Dec04 |
041026 |
239.50 |
243.90 |
238.30 |
243.80 |
+3.80 |
1,224 |
15,075 |
+258 |
Mar05 |
041026 |
251.30 |
255.30 |
249.00 |
255.30 |
+3.80 |
1,312 |
24,030 |
-39 |
May05 |
041026 |
256.50 |
261.40 |
256.50 |
261.30 |
+3.80 |
207 |
10,094 |
-60 |
Aug05 |
041026 |
255.50 |
260.40 |
255.50 |
260.30 |
+3.80 |
112 |
4,637 |
-10 |
Oct05 |
041026 |
256.50 |
259.80 |
256.50 |
259.80 |
+3.80 |
142 |
2,712 |
-86 |
Total Volume and Open Interest |
3,056 |
58,916 |
+92 |
Cotton(ICE) |
Dec04 |
041026 |
46.75 |
47.00 |
46.40 |
46.62 |
+0.08 |
7,136 |
42,424 |
+421 |
Mar05 |
041026 |
46.45 |
46.45 |
45.70 |
45.88 |
-0.36 |
2,601 |
22,988 |
+1,224 |
May05 |
041026 |
47.50 |
47.50 |
46.90 |
47.02 |
-0.21 |
449 |
5,523 |
+346 |
Jul05 |
041026 |
48.75 |
48.75 |
48.10 |
48.20 |
-0.20 |
341 |
6,466 |
+148 |
Oct05 |
041026 |
50.50 |
50.62 |
50.50 |
50.62 |
-0.13 |
0 |
44 |
+10 |
Dec05 |
041026 |
51.20 |
51.20 |
51.00 |
51.00 |
-0.20 |
52 |
2,997 |
+180 |
Total Volume and Open Interest |
10,580 |
80,661 |
+2,330 |
Lumber(CME) |
Nov04 |
041026 |
301.0 |
304.8 |
294.2 |
303.4 |
+6.4 |
679 |
2,091 |
-181 |
Jan05 |
041026 |
310.0 |
315.5 |
306.8 |
314.2 |
+6.3 |
405 |
1,547 |
+133 |
Mar05 |
041026 |
320.0 |
324.5 |
320.0 |
322.7 |
+6.5 |
16 |
212 |
+1 |
May05 |
041026 |
327.6 |
327.6 |
327.6 |
327.6 |
unch |
8 |
68 |
+2 |
Total Volume and Open Interest |
1,108 |
3,930 |
-45 |
Crude Oil(NYM) |
Dec04 |
041026 |
54.30 |
55.25 |
53.85 |
55.17 |
+0.63 |
82,511 |
245,160 |
-5,613 |
Jan05 |
041026 |
53.80 |
54.85 |
53.55 |
54.76 |
+0.59 |
21,185 |
75,852 |
+2,876 |
Feb05 |
041026 |
53.35 |
54.35 |
53.10 |
54.25 |
+0.65 |
9,693 |
39,479 |
+1,864 |
Mar05 |
041026 |
52.40 |
53.58 |
52.40 |
53.58 |
+0.70 |
4,013 |
30,022 |
+2,064 |
Apr05 |
041026 |
51.85 |
52.88 |
51.80 |
52.88 |
+0.74 |
2,230 |
21,312 |
+1,732 |
May05 |
041026 |
51.80 |
52.17 |
51.80 |
52.17 |
+0.76 |
1,483 |
15,786 |
+128 |
Jun05 |
041026 |
50.65 |
51.55 |
50.60 |
51.49 |
+0.78 |
3,024 |
32,092 |
+2,046 |
Jul05 |
041026 |
49.75 |
50.83 |
49.75 |
50.83 |
+0.80 |
1,023 |
12,423 |
+714 |
Aug05 |
041026 |
49.85 |
50.20 |
49.85 |
50.20 |
+0.81 |
2,230 |
9,817 |
+123 |
Sep05 |
041026 |
49.15 |
49.62 |
49.15 |
49.62 |
+0.84 |
677 |
12,555 |
+491 |
Oct05 |
041026 |
48.30 |
49.09 |
48.30 |
49.09 |
+0.85 |
219 |
5,556 |
+94 |
Nov05 |
041026 |
48.62 |
48.62 |
48.62 |
48.62 |
+0.86 |
210 |
8,245 |
+278 |
Dec05 |
041026 |
47.00 |
48.21 |
47.00 |
48.21 |
+0.87 |
3,768 |
49,018 |
-891 |
Jan06 |
041026 |
47.81 |
47.81 |
47.81 |
47.81 |
+0.89 |
240 |
7,518 |
-25 |
Feb06 |
041026 |
47.42 |
47.42 |
47.42 |
47.42 |
+0.89 |
0 |
2,592 |
+0 |
Mar06 |
041026 |
47.05 |
47.05 |
47.05 |
47.05 |
+0.89 |
75 |
5,449 |
-50 |
Total Volume and Open Interest |
140,353 |
707,157 |
+8,740 |
Heating Oil(NYM) |
Nov04 |
041026 |
155.40 |
157.20 |
154.00 |
156.81 |
+0.28 |
15,773 |
22,044 |
-6,663 |
Dec04 |
041026 |
156.00 |
158.00 |
154.30 |
157.65 |
+0.59 |
25,212 |
72,202 |
+3,269 |
Jan05 |
041026 |
156.10 |
158.10 |
154.60 |
157.85 |
+0.69 |
6,617 |
29,534 |
+337 |
Feb05 |
041026 |
152.60 |
154.90 |
152.30 |
154.60 |
+0.94 |
3,115 |
19,295 |
+502 |
Mar05 |
041026 |
147.00 |
149.60 |
147.00 |
149.35 |
+1.39 |
1,328 |
14,674 |
-158 |
Apr05 |
041026 |
140.90 |
143.10 |
140.90 |
143.10 |
+1.49 |
841 |
5,149 |
+175 |
May05 |
041026 |
135.40 |
138.11 |
135.40 |
137.80 |
+1.69 |
239 |
4,312 |
+177 |
Jun05 |
041026 |
132.80 |
134.41 |
132.80 |
134.30 |
+1.89 |
292 |
5,451 |
+58 |
Jul05 |
041026 |
130.50 |
132.31 |
130.50 |
132.30 |
+1.99 |
133 |
4,371 |
+93 |
Aug05 |
041026 |
129.50 |
132.10 |
129.50 |
132.10 |
+2.04 |
86 |
1,154 |
-9 |
Sep05 |
041026 |
132.55 |
132.55 |
132.55 |
132.55 |
+2.09 |
166 |
3,432 |
+107 |
Oct05 |
041026 |
131.05 |
133.15 |
131.05 |
133.15 |
+2.09 |
60 |
249 |
+28 |
Total Volume and Open Interest |
54,063 |
191,936 |
-1,857 |
Gasoline(NYMEX) |
Nov04 |
041026 |
138.80 |
141.55 |
138.25 |
141.25 |
+1.50 |
21,600 |
19,434 |
-5,045 |
Dec04 |
041026 |
139.70 |
142.50 |
139.00 |
142.15 |
+1.49 |
19,992 |
60,519 |
+4,834 |
Jan05 |
041026 |
140.60 |
143.00 |
140.20 |
142.90 |
+1.69 |
3,066 |
23,067 |
+1,502 |
Feb05 |
041026 |
141.30 |
143.35 |
141.30 |
143.35 |
+1.74 |
569 |
8,484 |
+201 |
Mar05 |
041026 |
143.80 |
143.80 |
143.80 |
143.80 |
+1.79 |
258 |
5,674 |
-41 |
Apr05 |
041026 |
150.30 |
150.30 |
150.30 |
150.30 |
+1.84 |
363 |
9,222 |
+62 |
May05 |
041026 |
147.90 |
149.66 |
147.90 |
149.66 |
+1.95 |
313 |
8,639 |
+174 |
Jun05 |
041026 |
148.12 |
148.12 |
148.12 |
148.12 |
+2.11 |
75 |
3,131 |
+70 |
Jul05 |
041026 |
145.68 |
145.68 |
145.68 |
145.68 |
+2.22 |
25 |
2,900 |
-15 |
Aug05 |
041026 |
142.74 |
142.74 |
142.74 |
142.74 |
+2.33 |
25 |
1,429 |
-15 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Nov04 |
041026 |
7.950 |
8.460 |
7.930 |
8.402 |
+0.512 |
30,754 |
27,523 |
-4,399 |
Dec04 |
041026 |
8.900 |
9.410 |
8.880 |
9.363 |
+0.541 |
19,663 |
67,085 |
+4,569 |
Jan05 |
041026 |
9.430 |
9.905 |
9.390 |
9.900 |
+0.548 |
9,150 |
47,656 |
+3,238 |
Feb05 |
041026 |
9.400 |
9.880 |
9.380 |
9.865 |
+0.548 |
3,224 |
23,677 |
-62 |
Mar05 |
041026 |
8.930 |
9.405 |
8.920 |
9.405 |
+0.523 |
3,009 |
22,801 |
-177 |
Apr05 |
041026 |
7.370 |
7.685 |
7.340 |
7.685 |
+0.353 |
1,123 |
19,170 |
+212 |
May05 |
041026 |
7.015 |
7.295 |
7.015 |
7.295 |
+0.293 |
1,089 |
17,080 |
+466 |
Jun05 |
041026 |
7.035 |
7.315 |
7.035 |
7.315 |
+0.290 |
284 |
11,452 |
+103 |
Jul05 |
041026 |
7.120 |
7.340 |
7.090 |
7.340 |
+0.287 |
582 |
14,474 |
+216 |
Aug05 |
041026 |
7.090 |
7.360 |
7.090 |
7.360 |
+0.283 |
218 |
11,562 |
+258 |
Sep05 |
041026 |
7.070 |
7.320 |
7.055 |
7.320 |
+0.275 |
227 |
10,578 |
+186 |
Oct05 |
041026 |
7.120 |
7.345 |
7.120 |
7.345 |
+0.273 |
374 |
16,301 |
+236 |
Nov05 |
041026 |
7.420 |
7.665 |
7.420 |
7.665 |
+0.273 |
322 |
8,131 |
+162 |
Dec05 |
041026 |
7.710 |
7.955 |
7.710 |
7.955 |
+0.273 |
436 |
10,308 |
+344 |
Jan06 |
041026 |
7.990 |
8.175 |
7.950 |
8.175 |
+0.278 |
353 |
11,297 |
+340 |
Feb06 |
041026 |
7.880 |
8.135 |
7.880 |
8.135 |
+0.278 |
224 |
7,895 |
+23 |
Total Volume and Open Interest |
71,740 |
406,131 |
+6,386 |
Brent Crude Oil(ICE) |
Dec04 |
041026 |
50.47 |
51.62 |
50.15 |
51.56 |
+0.78 |
43,616 |
84,031 |
-377 |
Jan05 |
041026 |
49.74 |
51.10 |
49.58 |
51.08 |
+0.97 |
19,849 |
85,195 |
+170 |
Feb05 |
041026 |
49.22 |
50.58 |
49.12 |
50.58 |
+1.08 |
6,282 |
18,236 |
+1,217 |
Mar05 |
041026 |
48.78 |
50.03 |
48.54 |
50.03 |
+1.13 |
1,900 |
17,942 |
-266 |
Apr05 |
041026 |
48.25 |
49.47 |
48.00 |
49.47 |
+1.15 |
1,482 |
13,874 |
+282 |
May05 |
041026 |
47.53 |
48.91 |
47.53 |
48.91 |
+1.16 |
307 |
5,099 |
-55 |
Jun05 |
041026 |
47.20 |
48.37 |
47.00 |
48.37 |
+1.19 |
2,728 |
18,120 |
-16 |
Jul05 |
041026 |
47.05 |
47.85 |
47.05 |
47.85 |
+1.21 |
645 |
5,724 |
-100 |
Aug05 |
041026 |
47.07 |
47.35 |
47.00 |
47.35 |
+1.22 |
291 |
2,045 |
-50 |
Sep05 |
041026 |
46.85 |
46.85 |
46.85 |
46.85 |
+1.21 |
0 |
5,730 |
+0 |
Oct05 |
041026 |
46.37 |
46.37 |
46.37 |
46.37 |
+1.19 |
0 |
650 |
+0 |
Nov05 |
041026 |
45.92 |
45.92 |
45.92 |
45.92 |
+1.18 |
0 |
100 |
+0 |
Dec05 |
041026 |
44.18 |
45.50 |
44.18 |
45.49 |
+1.16 |
2,676 |
40,453 |
-500 |
Total Volume and Open Interest |
65,736 |
343,660 |
+955 |
Gas Oil(ICE) |
Nov04 |
041026 |
485.00 |
492.00 |
482.50 |
488.75 |
-4.25 |
14,811 |
41,337 |
-904 |
Dec04 |
041026 |
470.00 |
477.75 |
467.75 |
474.75 |
-2.75 |
11,959 |
49,234 |
+534 |
Jan05 |
041026 |
461.00 |
469.25 |
459.25 |
466.25 |
-0.25 |
3,437 |
18,459 |
-492 |
Feb05 |
041026 |
449.75 |
455.50 |
448.50 |
455.50 |
+0.25 |
188 |
6,969 |
-144 |
Mar05 |
041026 |
437.50 |
443.50 |
436.50 |
443.50 |
+0.25 |
252 |
5,372 |
+0 |
Apr05 |
041026 |
431.50 |
431.50 |
431.50 |
431.50 |
unch |
0 |
5,330 |
-325 |
May05 |
041026 |
421.50 |
421.50 |
421.50 |
421.50 |
+0.25 |
0 |
3,219 |
+0 |
Jun05 |
041026 |
409.50 |
414.00 |
408.00 |
414.00 |
+0.25 |
225 |
10,657 |
-475 |
Jul05 |
041026 |
411.00 |
411.00 |
411.00 |
411.00 |
+0.50 |
0 |
1,049 |
+0 |
Aug05 |
041026 |
408.25 |
408.25 |
408.25 |
408.25 |
+0.50 |
0 |
1,126 |
+0 |
Total Volume and Open Interest |
30,872 |
168,175 |
-1,856 |
US Dollar Index(ICE) |
Dec04 |
041026 |
85.000 |
85.440 |
84.940 |
85.290 |
+0.210 |
2,773 |
21,916 |
+108 |
Mar05 |
041026 |
85.500 |
85.610 |
85.460 |
85.460 |
+0.210 |
37 |
2,571 |
-1 |
Jun05 |
041026 |
85.640 |
85.640 |
85.640 |
85.640 |
+0.210 |
0 |
12 |
+0 |
Total Volume and Open Interest |
2,810 |
24,500 |
+107 |
Australian Dollar(CME) |
Dec04 |
041026 |
74.29 |
74.50 |
74.05 |
74.23 |
-0.09 |
3,024 |
60,471 |
+1,003 |
Mar05 |
041026 |
73.71 |
73.75 |
73.50 |
73.66 |
-0.09 |
63 |
327 |
-4 |
Jun05 |
041026 |
73.09 |
73.09 |
73.09 |
73.09 |
-0.09 |
45 |
121 |
+39 |
Total Volume and Open Interest |
3,137 |
60,963 |
+1,043 |
British Pound(CME) |
Dec04 |
041026 |
183.13 |
183.61 |
182.65 |
182.86 |
-0.58 |
4,057 |
72,199 |
-1,159 |
Mar05 |
041026 |
182.23 |
182.23 |
181.60 |
181.72 |
-0.58 |
2 |
47 |
+4 |
Jun05 |
041026 |
180.72 |
180.72 |
180.72 |
180.72 |
-0.58 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,059 |
72,249 |
-1,155 |
Canadian Dollar(CME) |
Dec04 |
041026 |
81.60 |
81.88 |
81.37 |
81.54 |
-0.31 |
8,726 |
105,126 |
-3,256 |
Mar05 |
041026 |
81.47 |
81.69 |
81.27 |
81.45 |
-0.31 |
150 |
2,270 |
+186 |
Jun05 |
041026 |
81.45 |
81.45 |
81.36 |
81.38 |
-0.31 |
41 |
1,179 |
+39 |
Sep05 |
041026 |
81.40 |
81.40 |
81.31 |
81.31 |
-0.31 |
20 |
666 |
+20 |
Total Volume and Open Interest |
8,984 |
109,527 |
-2,991 |
Japanese Yen(CME) |
Dec04 |
041026 |
93.87 |
94.25 |
93.86 |
93.96 |
+0.02 |
7,392 |
140,114 |
+904 |
Mar05 |
041026 |
94.40 |
94.65 |
94.40 |
94.47 |
+0.02 |
16 |
544 |
+11 |
Jun05 |
041026 |
95.07 |
95.07 |
95.07 |
95.07 |
+0.02 |
0 |
5 |
+2 |
Total Volume and Open Interest |
7,408 |
140,663 |
+917 |
Swiss Franc(CME) |
Dec04 |
041026 |
83.52 |
83.74 |
83.12 |
83.32 |
-0.35 |
8,325 |
61,934 |
+5,822 |
Mar05 |
041026 |
83.61 |
83.61 |
83.61 |
83.61 |
-0.35 |
4 |
58 |
+2 |
Jun05 |
041026 |
83.93 |
83.93 |
83.93 |
83.93 |
-0.35 |
0 |
68 |
+0 |
Total Volume and Open Interest |
8,329 |
62,060 |
+5,824 |
EuroFX(CME) |
Dec04 |
041026 |
127.79 |
128.15 |
127.23 |
127.50 |
-0.44 |
12,940 |
144,876 |
+671 |
Mar05 |
041026 |
127.93 |
128.07 |
127.35 |
127.52 |
-0.44 |
128 |
2,467 |
+88 |
Jun05 |
041026 |
127.92 |
127.92 |
127.47 |
127.57 |
-0.44 |
6 |
151 |
+6 |
Total Volume and Open Interest |
13,074 |
147,511 |
+767 |
Mexican Peso(CME) |
Nov04 |
041026 |
866.5 |
866.5 |
863.8 |
866.5 |
+2.8 |
5 |
4 |
-5 |
Dec04 |
041026 |
859.5 |
863.8 |
856.2 |
862.2 |
+2.8 |
17,028 |
61,833 |
-1,142 |
Total Volume and Open Interest |
17,070 |
62,620 |
-1,170 |
30-Year T-Bonds(CBOT) |
Dec04 |
041026 |
114~100 |
114~180 |
114~010 |
114~060 |
-0~050 |
206,613 |
606,095 |
+3,009 |
Mar05 |
041026 |
113~130 |
113~150 |
113~040 |
113~050 |
-0~050 |
2,079 |
26,566 |
+969 |
Jun05 |
041026 |
112~040 |
112~040 |
112~040 |
112~040 |
-0~050 |
17 |
125 |
+15 |
Total Volume and Open Interest |
208,709 |
632,786 |
+3,993 |
10-Year T-Notes(CBOT) |
Dec04 |
041026 |
113~270 |
114~015 |
113~220 |
113~255 |
-0~030 |
592,445 |
1,572,985 |
-16,125 |
Mar05 |
041026 |
113~100 |
113~135 |
113~055 |
113~075 |
-0~030 |
9,396 |
122,232 |
+18,654 |
Jun05 |
041026 |
112~125 |
112~125 |
112~070 |
112~075 |
-0~025 |
0 |
1,753 |
+0 |
Total Volume and Open Interest |
601,841 |
1,696,970 |
+2,529 |
5-Year T-Notes(CBOT) |
Dec04 |
041026 |
111~076 |
111~088 |
111~062 |
111~068 |
-0~006 |
283,284 |
0 |
-1,054,675 |
Mar05 |
041026 |
110~096 |
110~102 |
110~084 |
110~088 |
-0~006 |
3,437 |
71,881 |
+397 |
Jun05 |
041026 |
110~024 |
110~024 |
110~012 |
110~012 |
+0~002 |
0 |
15 |
+0 |
Total Volume and Open Interest |
286,721 |
71,896 |
-1,054,278 |
2 Year T-Notes(CBOT) |
Dec04 |
041026 |
105~119 |
105~122 |
105~115 |
105~117 |
+0~001 |
2,824 |
216,604 |
-4,078 |
Total Volume and Open Interest |
2,824 |
216,604 |
-4,078 |
Eurodollars(CME) |
Dec04 |
041026 |
97.715 |
97.730 |
97.715 |
97.720 |
-0.005 |
25,925 |
989,131 |
+939 |
Mar05 |
041026 |
97.555 |
97.570 |
97.540 |
97.550 |
-0.010 |
29,023 |
878,828 |
+1,532 |
Jun05 |
041026 |
97.390 |
97.405 |
97.365 |
97.380 |
-0.010 |
17,599 |
805,513 |
+3,243 |
Sep05 |
041026 |
97.195 |
97.210 |
97.165 |
97.180 |
-0.010 |
32,709 |
733,602 |
+5,380 |
Dec05 |
041026 |
96.950 |
96.970 |
96.940 |
96.945 |
-0.005 |
31,238 |
521,529 |
+10,183 |
Mar06 |
041026 |
96.760 |
96.775 |
96.745 |
96.750 |
-0.005 |
24,081 |
419,915 |
+5,099 |
Jun06 |
041026 |
96.580 |
96.605 |
96.565 |
96.570 |
-0.005 |
11,920 |
290,194 |
-1,203 |
Sep06 |
041026 |
96.445 |
96.460 |
96.425 |
96.430 |
-0.005 |
14,789 |
243,681 |
-2,309 |
Dec06 |
041026 |
96.315 |
96.325 |
96.290 |
96.290 |
-0.005 |
7,223 |
188,271 |
+1,773 |
Mar07 |
041026 |
96.180 |
96.205 |
96.170 |
96.170 |
-0.005 |
11,626 |
168,595 |
+1,221 |
Jun07 |
041026 |
96.065 |
96.080 |
96.050 |
96.050 |
-0.005 |
6,750 |
149,368 |
-724 |
Sep07 |
041026 |
95.965 |
95.970 |
95.935 |
95.940 |
-0.005 |
4,573 |
109,372 |
-815 |
Dec07 |
041026 |
95.840 |
95.850 |
95.820 |
95.820 |
-0.005 |
2,903 |
90,124 |
+272 |
Mar08 |
041026 |
95.745 |
95.750 |
95.720 |
95.720 |
-0.005 |
4,195 |
82,584 |
+530 |
Jun08 |
041026 |
95.630 |
95.640 |
95.610 |
95.610 |
-0.005 |
2,946 |
80,563 |
+914 |
Sep08 |
041026 |
95.530 |
95.545 |
95.505 |
95.510 |
-0.005 |
7,327 |
73,656 |
+2,074 |
Dec08 |
041026 |
95.420 |
95.435 |
95.390 |
95.400 |
-0.005 |
3,191 |
58,271 |
+500 |
Mar09 |
041026 |
95.325 |
95.335 |
95.295 |
95.305 |
-0.005 |
3,181 |
46,249 |
+1,725 |
Total Volume and Open Interest |
253,028 |
6,105,475 |
+36,825 |
30 Day Federal Funds(CBOT) |
Oct04 |
041026 |
98.240 |
98.250 |
98.240 |
98.240 |
unch |
126 |
94,755 |
-57 |
Nov04 |
041026 |
98.100 |
98.100 |
98.100 |
98.100 |
unch |
7,216 |
154,086 |
+8,883 |
Dec04 |
041026 |
97.960 |
97.960 |
97.960 |
97.960 |
-0.010 |
1,371 |
132,121 |
+447 |
Jan05 |
041026 |
97.920 |
97.920 |
97.900 |
97.910 |
-0.010 |
1,384 |
101,821 |
+1,785 |
Feb05 |
041026 |
97.770 |
97.770 |
97.760 |
97.770 |
-0.010 |
959 |
26,383 |
+1,338 |
Mar05 |
041026 |
97.730 |
97.730 |
97.730 |
97.730 |
-0.010 |
38 |
5,479 |
+61 |
Total Volume and Open Interest |
11,094 |
515,122 |
+12,707 |
30 Day Fed Funds(e-CBOT) |
Oct04 |
041026 |
98.245 |
98.245 |
98.240 |
98.240 |
unch |
528 |
0 |
+0 |
Nov04 |
041026 |
98.095 |
98.100 |
98.090 |
98.100 |
+0.005 |
14,694 |
0 |
+0 |
Dec04 |
041026 |
97.960 |
97.965 |
97.960 |
97.960 |
-0.005 |
7,078 |
0 |
+0 |
Jan05 |
041026 |
97.900 |
97.920 |
97.820 |
97.910 |
-0.010 |
5,080 |
0 |
+0 |
Feb05 |
041026 |
97.775 |
97.780 |
97.760 |
97.765 |
-0.015 |
1,886 |
0 |
+0 |
Mar05 |
041026 |
97.750 |
97.750 |
97.745 |
97.745 |
+0.005 |
60 |
0 |
+0 |
Total Volume and Open Interest |
29,601 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041026 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,472 |
+0 |
Mar05 |
041026 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
35,634 |
+84 |
Jun05 |
041026 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.01 |
0 |
21,420 |
-1 |
Sep05 |
041026 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
7,943 |
-2 |
Dec05 |
041026 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.01 |
848 |
8,428 |
+793 |
Mar06 |
041026 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
10,947 |
-2,060 |
Jun06 |
041026 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
2,719 |
+0 |
Sep06 |
041026 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
2,174 |
+0 |
Dec06 |
041026 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
411 |
+0 |
Mar07 |
041026 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
0 |
6 |
+0 |
Total Volume and Open Interest |
848 |
101,091 |
-1,186 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041026 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,059 |
58,784 |
+37 |
Mar05 |
041026 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
683 |
85,083 |
-611 |
Jun05 |
041026 |
99.86 |
99.87 |
99.86 |
99.86 |
unch |
1,304 |
77,116 |
-9 |
Sep05 |
041026 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
292 |
43,449 |
+189 |
Dec05 |
041026 |
99.76 |
99.76 |
99.75 |
99.75 |
-0.01 |
1,049 |
35,736 |
-527 |
Mar06 |
041026 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
601 |
31,052 |
-1,699 |
Jun06 |
041026 |
99.59 |
99.59 |
99.58 |
99.58 |
0.00 |
20 |
14,383 |
-38 |
Sep06 |
041026 |
99.49 |
99.49 |
99.49 |
99.49 |
0.00 |
0 |
5,947 |
-11 |
Total Volume and Open Interest |
5,008 |
365,150 |
-2,680 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041026 |
138.67 |
138.67 |
138.45 |
138.62 |
-0.12 |
2,197 |
30,376 |
-900 |
Mar05 |
041026 |
137.66 |
137.66 |
137.66 |
137.66 |
-0.13 |
|
|
|
Jun05 |
041026 |
137.66 |
137.66 |
137.66 |
137.66 |
-0.13 |
|
|
|
Total Volume and Open Interest |
2,197 |
30,376 |
-900 |
Euro-Bund(EUREX) |
Dec04 |
041026 |
117.10 |
117.34 |
117.09 |
117.15 |
-0.07 |
819,636 |
1,365,268 |
-19,906 |
Mar05 |
041026 |
116.54 |
116.59 |
116.45 |
116.45 |
-0.07 |
2,495 |
23,143 |
+445 |
Jun05 |
041026 |
115.65 |
115.65 |
115.65 |
115.65 |
-0.07 |
1,425 |
240 |
+0 |
Total Volume and Open Interest |
823,556 |
1,388,651 |
-19,461 |
Euro-Bobl(EUREX) |
Dec04 |
041026 |
112.45 |
112.60 |
112.45 |
112.48 |
-0.05 |
461,092 |
859,962 |
+6,995 |
Mar05 |
041026 |
112.23 |
112.76 |
112.19 |
112.19 |
-0.04 |
10 |
8,128 |
+0 |
Jun05 |
041026 |
111.38 |
111.38 |
111.38 |
111.38 |
-0.10 |
1,217 |
800 |
+0 |
Total Volume and Open Interest |
462,319 |
868,890 |
+6,995 |
3-Mth Euribor(EUREX) |
Dec04 |
041026 |
97.840 |
97.840 |
97.830 |
97.840 |
unch |
337 |
10,212 |
-12 |
Mar05 |
041026 |
97.780 |
97.780 |
97.760 |
97.760 |
-0.015 |
216 |
6,581 |
-120 |
Jun05 |
041026 |
97.690 |
97.690 |
97.670 |
97.670 |
-0.020 |
271 |
3,831 |
+0 |
Total Volume and Open Interest |
1,361 |
26,941 |
-116 |
Long Gilt(LIFFE) |
Dec04 |
041026 |
108~22 |
108~26 |
108~19 |
108~23 |
-0~03 |
26,828 |
208,145 |
-111 |
Mar05 |
041026 |
110~05 |
110~05 |
110~05 |
110~05 |
-0~03 |
|
|
|
Total Volume and Open Interest |
26,828 |
208,145 |
-111 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041026 |
95.10 |
95.10 |
95.08 |
95.10 |
+0.01 |
22,389 |
246,881 |
-851 |
Mar05 |
041026 |
95.10 |
95.11 |
95.08 |
95.10 |
unch |
30,312 |
275,655 |
+3,967 |
Jun05 |
041026 |
95.16 |
95.17 |
95.13 |
95.15 |
-0.01 |
25,955 |
211,460 |
+2,871 |
Sep05 |
041026 |
95.21 |
95.23 |
95.18 |
95.20 |
-0.02 |
24,817 |
172,452 |
+1,339 |
Dec05 |
041026 |
95.25 |
95.25 |
95.19 |
95.21 |
-0.03 |
21,090 |
145,122 |
-584 |
Mar06 |
041026 |
95.23 |
95.24 |
95.19 |
95.20 |
-0.03 |
8,204 |
94,159 |
-285 |
Total Volume and Open Interest |
142,680 |
1,318,167 |
+6,231 |
3-Mth Euribor(LIFFE) |
Dec04 |
041026 |
97.835 |
97.840 |
97.830 |
97.835 |
unch |
46,114 |
617,715 |
-5,325 |
Mar05 |
041026 |
97.770 |
97.780 |
97.755 |
97.770 |
-0.005 |
100,729 |
553,590 |
-4,538 |
Jun05 |
041026 |
97.680 |
97.695 |
97.660 |
97.680 |
-0.005 |
80,039 |
530,765 |
+6,790 |
Total Volume and Open Interest |
414,188 |
3,174,089 |
+12,583 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041026 |
94.61 |
94.61 |
94.59 |
94.60 |
-0.02 |
28,078 |
220,696 |
+4,286 |
Mar05 |
041026 |
94.59 |
94.60 |
94.56 |
94.57 |
-0.03 |
20,969 |
158,037 |
+9,625 |
Jun05 |
041026 |
94.57 |
94.57 |
94.52 |
94.53 |
-0.04 |
3,885 |
51,515 |
-1,902 |
Sep05 |
041026 |
94.55 |
94.55 |
94.50 |
94.50 |
-0.05 |
1,971 |
30,930 |
-1,630 |
Dec05 |
041026 |
94.49 |
94.49 |
94.47 |
94.47 |
-0.05 |
340 |
15,660 |
+171 |
Mar06 |
041026 |
94.51 |
94.51 |
94.44 |
94.44 |
-0.06 |
985 |
11,210 |
+915 |
Jun06 |
041026 |
94.47 |
94.47 |
94.41 |
94.41 |
-0.06 |
61 |
7,956 |
-4 |
Sep06 |
041026 |
94.39 |
94.39 |
94.37 |
94.38 |
-0.05 |
52 |
3,995 |
+13 |
Dec06 |
041026 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.05 |
15 |
2,888 |
+0 |
Mar07 |
041026 |
94.30 |
94.30 |
94.30 |
94.30 |
-0.05 |
0 |
1,832 |
+0 |
Total Volume and Open Interest |
56,356 |
507,764 |
+11,474 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041026 |
94.69 |
94.71 |
94.65 |
94.66 |
-0.04 |
24,411 |
242,205 |
-17,155 |
Mar05 |
041026 |
94.66 |
94.66 |
94.66 |
94.66 |
-0.04 |
|
|
|
Total Volume and Open Interest |
24,411 |
242,205 |
-17,155 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041026 |
94.89 |
94.90 |
94.84 |
94.86 |
-0.04 |
55,032 |
411,858 |
+16,727 |
Mar05 |
041026 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.04 |
|
|
|
Total Volume and Open Interest |
55,032 |
411,858 |
+16,727 |
Gold(CMX) |
Oct04 |
041026 |
427.5 |
428.0 |
425.4 |
426.8 |
-2.2 |
128 |
199 |
-28 |
Dec04 |
041026 |
427.8 |
429.8 |
425.7 |
427.6 |
-2.3 |
54,651 |
253,378 |
+10,938 |
Feb05 |
041026 |
429.0 |
431.5 |
428.0 |
429.3 |
-2.3 |
1,718 |
13,610 |
+1,112 |
Apr05 |
041026 |
431.5 |
431.5 |
429.0 |
430.9 |
-2.3 |
733 |
5,053 |
+410 |
Jun05 |
041026 |
434.0 |
434.4 |
430.6 |
432.6 |
-2.3 |
202 |
13,176 |
+110 |
Aug05 |
041026 |
434.4 |
434.4 |
434.4 |
434.4 |
-2.3 |
0 |
6,327 |
+354 |
Oct05 |
041026 |
436.3 |
436.3 |
436.3 |
436.3 |
-2.3 |
0 |
2,315 |
+162 |
Dec05 |
041026 |
439.0 |
440.5 |
436.2 |
438.2 |
-2.3 |
192 |
9,093 |
+189 |
Feb06 |
041026 |
440.3 |
440.3 |
440.3 |
440.3 |
-2.3 |
0 |
844 |
+0 |
Apr06 |
041026 |
442.4 |
442.4 |
442.4 |
442.4 |
-2.2 |
0 |
491 |
+5 |
Jun06 |
041026 |
444.4 |
444.4 |
444.4 |
444.4 |
-2.2 |
84 |
8,319 |
+10 |
Aug06 |
041026 |
446.6 |
446.6 |
446.6 |
446.6 |
-2.3 |
0 |
200 |
+0 |
Total Volume and Open Interest |
57,866 |
320,506 |
+10,153 |
Silver(CMX) |
Dec04 |
041026 |
732.5 |
738.5 |
725.0 |
734.0 |
-4.0 |
10,998 |
90,345 |
+939 |
Mar05 |
041026 |
735.0 |
742.0 |
729.0 |
738.0 |
-3.9 |
297 |
15,219 |
+124 |
May05 |
041026 |
738.0 |
740.3 |
731.5 |
740.3 |
-3.9 |
41 |
2,249 |
+51 |
Jul05 |
041026 |
742.0 |
742.7 |
742.0 |
742.7 |
-3.9 |
22 |
1,981 |
-6 |
Sep05 |
041026 |
745.0 |
745.1 |
745.0 |
745.1 |
-3.9 |
0 |
505 |
+0 |
Dec05 |
041026 |
739.0 |
749.0 |
739.0 |
748.7 |
-3.8 |
63 |
3,557 |
+70 |
Mar06 |
041026 |
751.3 |
751.3 |
751.3 |
751.3 |
-3.8 |
|
|
|
Total Volume and Open Interest |
11,443 |
115,497 |
+1,187 |
Platinum(NYMEX) |
Oct04 |
041026 |
852.0 |
852.0 |
847.9 |
847.9 |
-8.1 |
30 |
42 |
-17 |
Jan05 |
041026 |
847.0 |
850.0 |
841.5 |
844.9 |
-8.1 |
755 |
6,052 |
+125 |
Apr05 |
041026 |
842.7 |
842.7 |
842.7 |
842.7 |
-8.1 |
70 |
312 |
+110 |
Total Volume and Open Interest |
855 |
6,406 |
+218 |
Palladium(NYMEX) |
Dec04 |
041026 |
216.20 |
219.00 |
215.00 |
215.10 |
-3.85 |
430 |
9,891 |
+55 |
Mar05 |
041026 |
221.00 |
221.00 |
216.85 |
216.85 |
-4.10 |
15 |
118 |
+7 |
Jun05 |
041026 |
219.85 |
219.85 |
219.85 |
219.85 |
-4.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
445 |
10,014 |
+62 |
Copper(CMX) |
Dec04 |
041026 |
128.10 |
129.30 |
127.50 |
128.15 |
+0.50 |
8,352 |
47,254 |
-457 |
Mar05 |
041026 |
126.00 |
127.00 |
125.80 |
126.15 |
+0.60 |
1,504 |
8,778 |
+73 |
May05 |
041026 |
122.30 |
123.00 |
122.30 |
122.35 |
+0.20 |
282 |
3,078 |
+207 |
Jul05 |
041026 |
119.40 |
119.40 |
118.35 |
118.35 |
+0.35 |
1 |
1,623 |
+4 |
Sep05 |
041026 |
115.20 |
115.20 |
115.20 |
115.20 |
+0.35 |
0 |
1,547 |
+6 |
Total Volume and Open Interest |
10,666 |
73,139 |
-47 |
Aluminum(CMX) |
Oct04 |
041026 |
86.30 |
86.30 |
86.30 |
86.30 |
+0.60 |
7 |
77 |
+7 |
Nov04 |
041026 |
86.30 |
86.30 |
86.30 |
86.30 |
+0.40 |
145 |
902 |
+0 |
Dec04 |
041026 |
85.70 |
85.70 |
85.70 |
85.70 |
+0.20 |
95 |
1,308 |
+91 |
Jan05 |
041026 |
85.30 |
85.30 |
85.30 |
85.30 |
+0.20 |
0 |
643 |
-40 |
Feb05 |
041026 |
84.90 |
84.90 |
84.90 |
84.90 |
+0.20 |
0 |
584 |
+0 |
Mar05 |
041026 |
84.40 |
84.40 |
84.40 |
84.40 |
+0.10 |
0 |
601 |
+0 |
Total Volume and Open Interest |
327 |
10,075 |
+78 |
DJIA Index(CBOT) |
Dec04 |
041026 |
9780 |
9885 |
9741 |
9881 |
+141 |
6,552 |
43,628 |
+1,408 |
Mar05 |
041026 |
9805 |
9877 |
9785 |
9877 |
+141 |
5 |
42 |
+4 |
Jun05 |
041026 |
9885 |
9885 |
9885 |
9885 |
+141 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,557 |
43,672 |
+1,413 |
S & P 500(CME) |
Dec04 |
041026 |
1097.00 |
1111.80 |
1094.70 |
1111.50 |
+16.20 |
34,827 |
627,379 |
-65 |
Mar05 |
041026 |
1102.50 |
1112.50 |
1102.50 |
1112.50 |
+16.20 |
1,532 |
16,904 |
+1,880 |
Jun05 |
041026 |
1114.40 |
1114.40 |
1114.40 |
1114.40 |
+16.30 |
5 |
2,317 |
-4 |
Sep05 |
041026 |
1116.50 |
1116.50 |
1116.50 |
1116.50 |
+16.40 |
0 |
66 |
+0 |
Total Volume and Open Interest |
36,364 |
646,802 |
+1,811 |
S & P 500 E-Mini(Globex) |
Dec04 |
041026 |
1095.50 |
1112.00 |
1094.50 |
1111.50 |
+16.25 |
735,235 |
728,587 |
+4,284 |
Mar05 |
041026 |
1096.75 |
1113.00 |
1096.00 |
1112.50 |
+16.25 |
850 |
3,687 |
+61 |
Total Volume and Open Interest |
736,085 |
732,274 |
+4,345 |
NASDAQ 100(CME) |
Dec04 |
041026 |
1436.00 |
1445.00 |
1426.00 |
1443.50 |
+8.50 |
11,200 |
72,893 |
-1,176 |
Mar05 |
041026 |
1451.00 |
1451.00 |
1451.00 |
1451.00 |
+8.50 |
0 |
41 |
+0 |
Jun05 |
041026 |
1458.00 |
1458.00 |
1458.00 |
1458.00 |
+8.50 |
|
|
|
Total Volume and Open Interest |
11,200 |
72,934 |
-1,176 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041026 |
1435.00 |
1444.50 |
1426.50 |
1443.50 |
+8.50 |
352,398 |
281,978 |
-2,611 |
Mar05 |
041026 |
1450.00 |
1451.00 |
1434.50 |
1451.00 |
+8.50 |
94 |
1,723 |
+11 |
Total Volume and Open Interest |
352,492 |
283,701 |
-2,600 |
S & P Midcap 400(CME) |
Dec04 |
041026 |
589.50 |
595.50 |
585.50 |
595.35 |
+5.35 |
351 |
13,435 |
-35 |
Mar05 |
041026 |
595.85 |
595.85 |
595.85 |
595.85 |
+5.35 |
0 |
1 |
+0 |
Jun05 |
041026 |
595.85 |
595.85 |
595.85 |
595.85 |
+5.35 |
|
|
|
Total Volume and Open Interest |
351 |
13,436 |
-35 |
Russell 2000(CME) |
Dec04 |
041026 |
573.00 |
580.00 |
566.50 |
580.00 |
+7.15 |
1,005 |
26,712 |
+102 |
Mar05 |
041026 |
580.00 |
580.00 |
580.00 |
580.00 |
+7.15 |
|
|
|
Jun05 |
041026 |
580.00 |
580.00 |
580.00 |
580.00 |
+7.15 |
|
|
|
Total Volume and Open Interest |
1,005 |
26,712 |
+102 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041026 |
573.30 |
580.30 |
566.50 |
580.00 |
+7.10 |
84,926 |
84,207 |
+1,685 |
Mar05 |
041026 |
576.50 |
580.00 |
576.50 |
580.00 |
+7.10 |
0 |
177 |
+0 |
Total Volume and Open Interest |
84,926 |
84,384 |
+1,685 |
Nikkei 225(CME) |
Dec04 |
041026 |
10630 |
10700 |
10620 |
10695 |
+25 |
12,899 |
153,637 |
+2,484 |
Mar05 |
041026 |
10670 |
10695 |
10660 |
10695 |
+25 |
1 |
4 |
+0 |
Total Volume and Open Interest |
12,900 |
153,644 |
+2,484 |
Nikkei 225(SGX) |
Dec04 |
041026 |
10630 |
10700 |
10620 |
10695 |
+25 |
12,899 |
153,637 |
+2,484 |
Mar05 |
041026 |
10670 |
10695 |
10660 |
10695 |
+25 |
1 |
4 |
+0 |
Jun05 |
041026 |
10650 |
10650 |
10650 |
10650 |
+25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,900 |
153,644 |
+2,484 |
CAC 40(EURONEXT) |
Nov04 |
041026 |
3614.5 |
3628.0 |
3606.0 |
3623.5 |
+8.0 |
73,076 |
347,247 |
+16,910 |
Dec04 |
041026 |
3617.0 |
3625.5 |
3605.0 |
3620.5 |
+7.5 |
1,410 |
135,162 |
+568 |
Jan05 |
041026 |
3627.0 |
3627.0 |
3627.0 |
3627.0 |
+8.5 |
|
|
|
Total Volume and Open Interest |
74,486 |
491,435 |
+17,478 |
Hang Seng Index(HKFE) |
Oct04 |
041026 |
12800 |
12840 |
12767 |
12794 |
+6 |
54,105 |
95,883 |
-7,872 |
Nov04 |
041026 |
12765 |
12800 |
12740 |
12755 |
+11 |
41,815 |
23,084 |
+18,420 |
Dec04 |
041026 |
12715 |
12771 |
12715 |
12750 |
+4 |
35 |
1,207 |
+41 |
Total Volume and Open Interest |
96,080 |
122,820 |
+10,557 |
DAX(EUREX) |
Dec04 |
041026 |
3878.0 |
3894.5 |
3855.0 |
3884.0 |
+11.0 |
107,641 |
164,638 |
+2,622 |
Mar05 |
041026 |
3897.0 |
3910.0 |
3884.0 |
3905.5 |
+11.5 |
214 |
9,529 |
-17 |
Jun05 |
041026 |
3924.0 |
3930.0 |
3907.5 |
3927.0 |
+11.0 |
106 |
1,408 |
+6 |
Total Volume and Open Interest |
107,961 |
175,575 |
+2,611 |
FT-SE 100(EURONEXT) |
Dec04 |
041026 |
4586.00 |
4611.50 |
4572.50 |
4597.50 |
+17.00 |
69,676 |
450,785 |
+1,508 |
Mar05 |
041026 |
4596.50 |
4602.00 |
4596.50 |
4602.00 |
+17.00 |
465 |
14,268 |
+464 |
Jun05 |
041026 |
4618.00 |
4618.00 |
4618.00 |
4618.00 |
+17.50 |
0 |
12,310 |
+0 |
Total Volume and Open Interest |
70,141 |
477,363 |
+1,972 |
SPI 200(SFE) |
Dec04 |
041026 |
3695.0 |
3715.0 |
3695.0 |
3706.0 |
+25.0 |
15,563 |
163,511 |
+398 |
Mar05 |
041026 |
3708.0 |
3721.0 |
3708.0 |
3715.0 |
+26.0 |
135 |
3,027 |
+114 |
Jun05 |
041026 |
3731.0 |
3732.0 |
3724.0 |
3724.0 |
+25.0 |
57 |
3,073 |
-60 |
Total Volume and Open Interest |
15,903 |
172,751 |
+456 |
GSCI(CME) |
Nov04 |
041026 |
366.85 |
373.90 |
365.80 |
373.90 |
+5.90 |
58 |
16,807 |
-7 |
Dec04 |
041026 |
369.00 |
376.00 |
369.00 |
376.00 |
+6.00 |
2 |
2 |
+2 |
Jan05 |
041026 |
372.00 |
372.00 |
372.00 |
372.00 |
+4.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
60 |
16,810 |
-5 |
RJ/CRB Index(ICE) |
Nov04 |
041026 |
287.75 |
287.75 |
286.10 |
287.75 |
+0.25 |
16 |
248 |
+0 |
Jan05 |
041026 |
285.75 |
286.50 |
285.50 |
286.50 |
+0.25 |
9 |
233 |
+1 |
Feb05 |
041026 |
284.25 |
284.25 |
284.25 |
284.25 |
+0.25 |
0 |
34 |
+0 |
Total Volume and Open Interest |
25 |
616 |
+1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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