|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri October 29, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041029 |
530.50 |
532.50 |
523.75 |
527.50 |
-2.00 |
28,663 |
25,768 |
-10,407 |
| Jan05 |
041029 |
535.00 |
537.00 |
528.00 |
533.50 |
-2.00 |
43,682 |
108,091 |
+5,190 |
| Mar05 |
041029 |
542.00 |
543.50 |
535.25 |
540.25 |
-2.00 |
6,266 |
42,506 |
+1,047 |
| May05 |
041029 |
548.50 |
550.50 |
543.00 |
546.50 |
-2.00 |
2,571 |
24,379 |
+782 |
| Jul05 |
041029 |
557.00 |
557.50 |
549.50 |
554.25 |
-1.75 |
2,218 |
19,633 |
+153 |
| Aug05 |
041029 |
555.00 |
555.00 |
555.00 |
555.00 |
-3.00 |
46 |
845 |
+4 |
| Sep05 |
041029 |
557.00 |
557.00 |
557.00 |
557.00 |
-1.00 |
2 |
190 |
+0 |
| Total Volume and Open Interest |
83,955 |
228,251 |
-3,027 |
| Soybean Meal(CBOT) |
| Dec04 |
041029 |
155.20 |
155.50 |
153.30 |
153.90 |
-1.50 |
9,034 |
49,818 |
-709 |
| Jan05 |
041029 |
156.80 |
157.20 |
154.80 |
155.60 |
-1.30 |
3,389 |
17,078 |
-219 |
| Mar05 |
041029 |
159.00 |
159.20 |
157.30 |
157.90 |
-1.40 |
2,098 |
21,490 |
+748 |
| May05 |
041029 |
161.70 |
161.80 |
159.80 |
160.00 |
-1.80 |
1,466 |
14,859 |
+291 |
| Jul05 |
041029 |
164.50 |
164.50 |
162.70 |
162.90 |
-1.60 |
1,042 |
19,150 |
+108 |
| Aug05 |
041029 |
166.00 |
166.00 |
164.10 |
164.20 |
-2.00 |
150 |
6,862 |
+39 |
| Sep05 |
041029 |
166.30 |
166.50 |
165.50 |
165.50 |
-1.70 |
109 |
4,621 |
+18 |
| Oct05 |
041029 |
167.50 |
167.50 |
166.30 |
166.30 |
-1.40 |
38 |
2,268 |
+32 |
| Total Volume and Open Interest |
17,412 |
139,706 |
+297 |
| Soybean Oil(CBOT) |
| Dec04 |
041029 |
21.50 |
21.65 |
21.26 |
21.50 |
+0.01 |
10,114 |
54,129 |
+583 |
| Jan05 |
041029 |
21.78 |
21.82 |
21.36 |
21.58 |
-0.03 |
3,998 |
29,033 |
-440 |
| Mar05 |
041029 |
21.90 |
21.90 |
21.47 |
21.64 |
-0.07 |
2,194 |
22,149 |
-23 |
| May05 |
041029 |
21.90 |
21.95 |
21.55 |
21.76 |
+0.04 |
1,221 |
15,134 |
-95 |
| Jul05 |
041029 |
22.00 |
22.05 |
21.65 |
21.89 |
+0.04 |
901 |
13,284 |
-158 |
| Aug05 |
041029 |
22.05 |
22.05 |
21.75 |
21.88 |
+0.06 |
96 |
5,400 |
+81 |
| Sep05 |
041029 |
22.05 |
22.05 |
21.85 |
21.85 |
+0.10 |
19 |
3,053 |
+7 |
| Oct05 |
041029 |
21.70 |
21.70 |
21.70 |
21.70 |
-0.03 |
22 |
2,117 |
+6 |
| Total Volume and Open Interest |
18,906 |
149,643 |
+108 |
| Canola(WCE) |
| Nov04 |
041029 |
303.0 |
303.0 |
298.7 |
302.0 |
-0.5 |
4,135 |
2,436 |
-2,693 |
| Jan05 |
041029 |
308.5 |
308.5 |
303.5 |
305.5 |
-3.0 |
5,008 |
39,709 |
+2,843 |
| Mar05 |
041029 |
313.5 |
313.5 |
309.0 |
309.2 |
-4.8 |
450 |
6,255 |
+7 |
| May05 |
041029 |
314.5 |
314.5 |
313.5 |
313.5 |
-3.0 |
2 |
421 |
+0 |
| Jul05 |
041029 |
319.5 |
319.5 |
319.5 |
319.5 |
-4.0 |
0 |
389 |
+0 |
| Total Volume and Open Interest |
10,048 |
56,545 |
+302 |
| Corn(CBOT) |
| Dec04 |
041029 |
206.50 |
207.50 |
201.50 |
202.50 |
-3.75 |
26,769 |
326,166 |
-1,900 |
| Mar05 |
041029 |
217.75 |
218.00 |
212.25 |
213.00 |
-4.25 |
10,535 |
148,448 |
+1,068 |
| May05 |
041029 |
225.00 |
225.50 |
220.00 |
220.50 |
-4.25 |
1,394 |
47,087 |
+386 |
| Jul05 |
041029 |
231.00 |
231.50 |
226.50 |
227.50 |
-3.75 |
1,092 |
54,227 |
+241 |
| Sep05 |
041029 |
237.75 |
237.75 |
233.50 |
234.25 |
-3.00 |
129 |
13,814 |
+20 |
| Dec05 |
041029 |
245.25 |
245.75 |
241.50 |
242.75 |
-2.50 |
662 |
27,629 |
+174 |
| Total Volume and Open Interest |
40,609 |
619,472 |
+11 |
| Wheat(CBOT) |
| Dec04 |
041029 |
324.00 |
326.00 |
314.00 |
316.50 |
-5.75 |
19,998 |
112,275 |
+296 |
| Mar05 |
041029 |
334.00 |
336.00 |
325.25 |
328.50 |
-5.00 |
6,948 |
30,027 |
+1,476 |
| May05 |
041029 |
340.00 |
340.50 |
330.50 |
334.50 |
-4.00 |
248 |
5,236 |
+145 |
| Jul05 |
041029 |
341.00 |
342.50 |
334.50 |
337.00 |
-3.50 |
2,897 |
9,745 |
+887 |
| Sep05 |
041029 |
347.50 |
347.50 |
341.00 |
343.50 |
-3.50 |
3 |
196 |
+2 |
| Total Volume and Open Interest |
30,222 |
157,818 |
+2,818 |
| Wheat(KCBT) |
| Dec04 |
041029 |
349.50 |
354.00 |
345.00 |
347.00 |
-2.75 |
9,263 |
49,346 |
-388 |
| Mar05 |
041029 |
353.75 |
357.00 |
349.00 |
350.50 |
-3.25 |
3,445 |
17,619 |
+427 |
| May05 |
041029 |
355.50 |
357.00 |
348.00 |
348.75 |
-6.00 |
145 |
3,693 |
+64 |
| Jul05 |
041029 |
348.50 |
350.00 |
343.50 |
343.75 |
-3.75 |
1,031 |
6,623 |
+289 |
| Sep05 |
041029 |
350.50 |
350.50 |
348.00 |
348.00 |
-1.00 |
25 |
750 |
+25 |
| Total Volume and Open Interest |
13,909 |
78,093 |
+417 |
| Wheat(MGE) |
| Dec04 |
041029 |
371.50 |
372.50 |
365.50 |
366.75 |
-4.25 |
4,090 |
16,686 |
+632 |
| Mar05 |
041029 |
377.00 |
379.00 |
372.25 |
374.50 |
-2.00 |
1,898 |
10,414 |
-167 |
| May05 |
041029 |
381.50 |
381.50 |
377.00 |
378.50 |
-2.50 |
410 |
4,095 |
+62 |
| Jul05 |
041029 |
382.00 |
382.00 |
377.00 |
377.50 |
-4.25 |
41 |
2,253 |
+2 |
| Sep05 |
041029 |
373.00 |
373.00 |
370.00 |
370.00 |
-2.00 |
32 |
853 |
+11 |
| Total Volume and Open Interest |
6,486 |
34,390 |
+550 |
| Oats(CBOT) |
| Dec04 |
041029 |
144.75 |
144.75 |
142.25 |
142.75 |
+0.50 |
784 |
5,107 |
-105 |
| Mar05 |
041029 |
151.00 |
151.50 |
149.00 |
149.50 |
+0.50 |
75 |
2,238 |
+5 |
| May05 |
041029 |
153.50 |
153.50 |
153.50 |
153.50 |
+0.50 |
5 |
117 |
-1 |
| Jul05 |
041029 |
158.50 |
158.50 |
158.50 |
158.50 |
+0.50 |
2 |
33 |
-1 |
| Total Volume and Open Interest |
866 |
7,498 |
-102 |
| Rough Rice(CBOT) |
| Nov04 |
041029 |
6.73 |
6.79 |
6.70 |
6.78 |
+0.05 |
304 |
1,193 |
-172 |
| Jan05 |
041029 |
6.91 |
7.00 |
6.90 |
6.94 |
+0.03 |
315 |
3,060 |
+108 |
| Mar05 |
041029 |
7.16 |
7.19 |
7.16 |
7.16 |
+0.03 |
54 |
815 |
+15 |
| May05 |
041029 |
7.39 |
7.39 |
7.39 |
7.39 |
+0.05 |
3 |
206 |
+0 |
| Total Volume and Open Interest |
673 |
5,278 |
-49 |
| Live Cattle(CME) |
| Oct04 |
041029 |
86.850 |
88.200 |
84.050 |
87.850 |
+1.075 |
1,010 |
323 |
-780 |
| Dec04 |
041029 |
86.225 |
86.500 |
83.300 |
84.475 |
-1.775 |
7,869 |
64,417 |
-202 |
| Feb05 |
041029 |
88.750 |
88.850 |
86.000 |
87.200 |
-1.600 |
3,037 |
21,939 |
+652 |
| Apr05 |
041029 |
87.100 |
87.100 |
84.700 |
85.125 |
-2.075 |
940 |
10,943 |
+276 |
| Jun05 |
041029 |
83.350 |
83.550 |
81.300 |
81.850 |
-1.725 |
353 |
7,254 |
+90 |
| Aug05 |
041029 |
83.300 |
83.450 |
81.775 |
81.850 |
-1.550 |
44 |
3,323 |
+5 |
| Total Volume and Open Interest |
13,256 |
108,821 |
+43 |
| Feeder Cattle(CME) |
| Nov04 |
041029 |
111.400 |
111.575 |
108.900 |
109.200 |
-2.250 |
866 |
5,827 |
-80 |
| Jan05 |
041029 |
108.350 |
108.425 |
105.425 |
105.525 |
-2.900 |
975 |
8,482 |
+56 |
| Mar05 |
041029 |
103.900 |
104.050 |
101.325 |
101.800 |
-2.525 |
166 |
1,469 |
+41 |
| Apr05 |
041029 |
103.250 |
103.250 |
100.550 |
100.800 |
-2.700 |
63 |
526 |
+49 |
| May05 |
041029 |
102.800 |
102.800 |
100.600 |
100.700 |
-2.650 |
104 |
604 |
+80 |
| Aug05 |
041029 |
102.000 |
102.000 |
100.500 |
100.700 |
-2.600 |
6 |
32 |
+5 |
| Total Volume and Open Interest |
2,535 |
18,417 |
-36 |
| Lean Hogs(CME) |
| Dec04 |
041029 |
66.500 |
67.600 |
66.100 |
67.450 |
+1.100 |
5,957 |
50,302 |
+393 |
| Feb05 |
041029 |
66.000 |
67.300 |
65.850 |
67.200 |
+1.325 |
2,897 |
19,932 |
+236 |
| Apr05 |
041029 |
63.700 |
64.900 |
63.650 |
64.750 |
+0.900 |
1,438 |
7,528 |
+613 |
| May05 |
041029 |
64.100 |
65.250 |
63.800 |
65.225 |
+0.875 |
46 |
1,399 |
+4 |
| Jun05 |
041029 |
68.350 |
69.475 |
68.150 |
69.350 |
+0.950 |
473 |
3,676 |
+60 |
| Jul05 |
041029 |
64.500 |
65.500 |
64.300 |
65.350 |
+0.550 |
45 |
1,007 |
+10 |
| Aug05 |
041029 |
60.500 |
61.800 |
60.500 |
61.400 |
+1.050 |
5 |
585 |
+5 |
| Oct05 |
041029 |
53.900 |
53.900 |
53.900 |
53.900 |
+1.275 |
3 |
178 |
+1 |
| Total Volume and Open Interest |
10,864 |
84,627 |
+1,322 |
| Pork Bellies(CME) |
| Feb05 |
041029 |
95.000 |
96.800 |
94.500 |
94.800 |
+0.075 |
121 |
1,140 |
-14 |
| Mar05 |
041029 |
96.000 |
96.000 |
94.000 |
94.000 |
+0.100 |
0 |
29 |
+0 |
| May05 |
041029 |
94.750 |
94.750 |
94.750 |
94.750 |
unch |
0 |
34 |
+0 |
| Jul05 |
041029 |
97.600 |
97.600 |
97.600 |
97.600 |
unch |
0 |
8 |
+0 |
| Aug05 |
041029 |
94.900 |
94.900 |
94.900 |
94.900 |
unch |
|
|
|
| Total Volume and Open Interest |
121 |
1,211 |
-14 |
| Class III Milk(CME) |
| Oct04 |
041029 |
14.18 |
14.19 |
14.17 |
14.19 |
-0.01 |
4 |
4,419 |
-4 |
| Nov04 |
041029 |
14.06 |
14.15 |
14.05 |
14.10 |
+0.04 |
235 |
4,199 |
+48 |
| Dec04 |
041029 |
12.93 |
13.10 |
12.92 |
13.05 |
+0.14 |
274 |
3,361 |
+3 |
| Jan05 |
041029 |
12.40 |
12.45 |
12.40 |
12.45 |
+0.03 |
70 |
1,825 |
+56 |
| Feb05 |
041029 |
12.26 |
12.29 |
12.26 |
12.26 |
unch |
10 |
1,881 |
+0 |
| Total Volume and Open Interest |
786 |
24,593 |
+270 |
| Cocoa(ICE) |
| Dec04 |
041029 |
1498 |
1500 |
1455 |
1469 |
-16 |
4,621 |
44,099 |
-219 |
| Mar05 |
041029 |
1510 |
1512 |
1473 |
1484 |
-14 |
3,449 |
22,712 |
+546 |
| May05 |
041029 |
1500 |
1504 |
1469 |
1496 |
-14 |
3,801 |
11,490 |
-308 |
| Jul05 |
041029 |
1517 |
1517 |
1498 |
1508 |
-14 |
1,058 |
10,882 |
+211 |
| Sep05 |
041029 |
1525 |
1527 |
1510 |
1518 |
-12 |
853 |
7,442 |
-20 |
| Dec05 |
041029 |
1544 |
1544 |
1532 |
1532 |
-12 |
821 |
8,293 |
+235 |
| Mar06 |
041029 |
1542 |
1542 |
1542 |
1542 |
-14 |
196 |
9,838 |
+0 |
| Total Volume and Open Interest |
14,853 |
123,619 |
+695 |
| Coffee "C"(ICE) |
| Dec04 |
041029 |
77.20 |
78.65 |
74.10 |
74.40 |
-3.30 |
8,014 |
46,457 |
-360 |
| Mar05 |
041029 |
80.20 |
81.60 |
76.80 |
77.35 |
-3.40 |
3,534 |
20,113 |
+967 |
| May05 |
041029 |
81.90 |
83.00 |
79.05 |
79.05 |
-3.35 |
674 |
5,182 |
+281 |
| Jul05 |
041029 |
83.50 |
84.80 |
80.75 |
80.75 |
-3.30 |
384 |
1,842 |
-29 |
| Sep05 |
041029 |
85.60 |
85.60 |
82.25 |
82.25 |
-3.30 |
391 |
1,219 |
+177 |
| Dec05 |
041029 |
88.00 |
88.00 |
84.75 |
84.75 |
-3.25 |
39 |
616 |
+17 |
| Total Volume and Open Interest |
13,053 |
75,567 |
+1,067 |
| Orange Juice(ICE) |
| Nov04 |
041029 |
76.60 |
77.40 |
76.50 |
77.25 |
+0.20 |
1,450 |
3,186 |
-572 |
| Jan05 |
041029 |
79.80 |
80.50 |
79.80 |
80.35 |
+0.15 |
581 |
15,139 |
+237 |
| Mar05 |
041029 |
82.05 |
82.50 |
82.00 |
82.35 |
+0.05 |
886 |
10,383 |
+692 |
| May05 |
041029 |
84.50 |
85.00 |
84.50 |
85.00 |
+0.10 |
60 |
4,355 |
-49 |
| Jul05 |
041029 |
86.90 |
86.90 |
85.95 |
85.95 |
-0.95 |
0 |
472 |
+0 |
| Sep05 |
041029 |
87.45 |
87.45 |
87.45 |
87.45 |
-1.45 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
2,977 |
34,111 |
+308 |
| Sugar #11(ICE) |
| Mar05 |
041029 |
8.55 |
8.69 |
8.55 |
8.60 |
+0.04 |
33,853 |
230,615 |
-2,990 |
| May05 |
041029 |
8.74 |
8.82 |
8.73 |
8.76 |
+0.04 |
6,660 |
41,440 |
+295 |
| Jul05 |
041029 |
8.60 |
8.66 |
8.58 |
8.62 |
+0.04 |
2,747 |
23,630 |
+240 |
| Oct05 |
041029 |
8.62 |
8.66 |
8.60 |
8.63 |
+0.03 |
1,689 |
22,334 |
+323 |
| Mar06 |
041029 |
8.52 |
8.55 |
8.50 |
8.53 |
+0.03 |
1,022 |
7,635 |
+222 |
| Total Volume and Open Interest |
46,034 |
328,844 |
-1,903 |
| Sugar #14(ICE) |
| Jan05 |
041029 |
20.48 |
20.50 |
20.40 |
20.41 |
-0.09 |
34 |
1,615 |
+20 |
| Mar05 |
041029 |
20.48 |
20.52 |
20.48 |
20.52 |
unch |
94 |
3,153 |
+88 |
| May05 |
041029 |
20.56 |
20.58 |
20.56 |
20.57 |
unch |
62 |
1,895 |
+1 |
| Jul05 |
041029 |
20.68 |
20.68 |
20.68 |
20.68 |
-0.03 |
35 |
1,496 |
+4 |
| Sep05 |
041029 |
20.78 |
20.78 |
20.77 |
20.77 |
-0.05 |
99 |
1,958 |
+75 |
| Total Volume and Open Interest |
328 |
10,668 |
+192 |
| London Cocoa(LCE) |
| Dec04 |
041029 |
850 |
859 |
832 |
833 |
-11 |
3,409 |
81,114 |
-618 |
| Mar05 |
041029 |
870 |
880 |
852 |
853 |
-12 |
1,617 |
37,909 |
-106 |
| May05 |
041029 |
884 |
892 |
866 |
867 |
-12 |
663 |
17,440 |
-150 |
| Jul05 |
041029 |
902 |
909 |
884 |
884 |
-12 |
875 |
14,962 |
+25 |
| Sep05 |
041029 |
919 |
928 |
901 |
901 |
-13 |
412 |
28,027 |
+172 |
| Dec05 |
041029 |
929 |
929 |
905 |
905 |
-12 |
50 |
11,521 |
-20 |
| Mar06 |
041029 |
923 |
923 |
913 |
913 |
-12 |
10 |
3,419 |
+10 |
| Total Volume and Open Interest |
7,038 |
194,860 |
-687 |
| London Coffee(LCE) |
| Nov04 |
041029 |
579.00 |
579.00 |
530.00 |
540.00 |
-40.00 |
4,660 |
28,526 |
-978 |
| Jan05 |
041029 |
601.00 |
605.00 |
555.00 |
561.00 |
-44.00 |
4,970 |
71,883 |
+1,349 |
| Mar05 |
041029 |
624.00 |
624.00 |
577.00 |
582.00 |
-43.00 |
1,916 |
33,755 |
+990 |
| May05 |
041029 |
641.00 |
642.00 |
595.00 |
601.00 |
-42.00 |
974 |
27,487 |
+865 |
| Jul05 |
041029 |
652.00 |
652.00 |
614.00 |
620.00 |
-40.00 |
101 |
6,712 |
+96 |
| Sep05 |
041029 |
674.00 |
674.00 |
634.00 |
635.00 |
-43.00 |
37 |
4,622 |
+36 |
| Total Volume and Open Interest |
12,733 |
174,399 |
+2,423 |
| London Sugar(LCE) |
| Dec04 |
041029 |
238.00 |
240.10 |
237.00 |
239.00 |
+0.70 |
2,752 |
13,323 |
-1,024 |
| Mar05 |
041029 |
248.10 |
250.90 |
247.00 |
250.50 |
+1.60 |
2,562 |
25,649 |
+410 |
| May05 |
041029 |
255.10 |
258.50 |
255.10 |
258.00 |
+1.60 |
813 |
10,158 |
+239 |
| Aug05 |
041029 |
255.00 |
258.20 |
255.00 |
258.20 |
+2.20 |
298 |
4,621 |
-18 |
| Oct05 |
041029 |
255.00 |
258.20 |
255.00 |
258.20 |
+3.00 |
255 |
2,747 |
-52 |
| Total Volume and Open Interest |
6,727 |
59,007 |
-412 |
| Cotton(ICE) |
| Dec04 |
041029 |
45.31 |
45.80 |
44.65 |
44.98 |
-0.33 |
9,073 |
42,049 |
+164 |
| Mar05 |
041029 |
44.54 |
44.75 |
44.10 |
44.57 |
+0.03 |
3,658 |
23,329 |
+673 |
| May05 |
041029 |
45.90 |
46.10 |
45.65 |
45.70 |
-0.26 |
737 |
5,629 |
+1 |
| Jul05 |
041029 |
47.09 |
47.50 |
46.80 |
47.18 |
+0.02 |
744 |
6,613 |
+44 |
| Oct05 |
041029 |
49.60 |
49.60 |
49.60 |
49.60 |
-0.05 |
0 |
44 |
+0 |
| Dec05 |
041029 |
50.40 |
50.60 |
50.25 |
50.60 |
+0.03 |
652 |
3,254 |
+247 |
| Total Volume and Open Interest |
15,142 |
81,364 |
+1,305 |
| Lumber(CME) |
| Nov04 |
041029 |
316.5 |
321.0 |
312.0 |
319.5 |
+7.0 |
507 |
1,745 |
-242 |
| Jan05 |
041029 |
314.2 |
319.4 |
312.5 |
317.2 |
+3.2 |
252 |
1,712 |
-6 |
| Mar05 |
041029 |
323.5 |
328.0 |
322.1 |
326.5 |
+3.5 |
24 |
230 |
+6 |
| May05 |
041029 |
329.5 |
329.5 |
329.5 |
329.5 |
+2.2 |
2 |
72 |
+0 |
| Total Volume and Open Interest |
785 |
3,771 |
-242 |
| Crude Oil(NYM) |
| Dec04 |
041029 |
51.15 |
51.80 |
50.65 |
51.76 |
+0.84 |
150,846 |
230,375 |
-7,442 |
| Jan05 |
041029 |
50.90 |
51.70 |
50.50 |
51.60 |
+0.86 |
63,442 |
87,495 |
+5,396 |
| Feb05 |
041029 |
50.60 |
51.35 |
50.15 |
51.31 |
+0.86 |
20,773 |
43,356 |
+1,342 |
| Mar05 |
041029 |
50.05 |
50.86 |
49.85 |
50.86 |
+0.86 |
9,734 |
31,364 |
+1,149 |
| Apr05 |
041029 |
49.70 |
50.35 |
49.70 |
50.35 |
+0.86 |
6,728 |
21,738 |
+980 |
| May05 |
041029 |
49.00 |
49.83 |
49.00 |
49.83 |
+0.86 |
4,145 |
15,275 |
+48 |
| Jun05 |
041029 |
48.70 |
49.31 |
48.30 |
49.31 |
+0.86 |
8,881 |
32,576 |
+31 |
| Jul05 |
041029 |
48.15 |
48.79 |
48.15 |
48.79 |
+0.86 |
486 |
12,691 |
-158 |
| Aug05 |
041029 |
48.29 |
48.29 |
48.29 |
48.29 |
+0.86 |
268 |
9,725 |
+91 |
| Sep05 |
041029 |
47.19 |
47.83 |
47.19 |
47.83 |
+0.86 |
914 |
11,756 |
-632 |
| Oct05 |
041029 |
47.00 |
47.40 |
47.00 |
47.40 |
+0.86 |
74 |
5,564 |
+6 |
| Nov05 |
041029 |
46.15 |
47.01 |
46.15 |
47.01 |
+0.86 |
1,598 |
8,666 |
+483 |
| Dec05 |
041029 |
46.00 |
46.66 |
45.70 |
46.66 |
+0.86 |
13,584 |
49,112 |
+1 |
| Jan06 |
041029 |
46.33 |
46.33 |
46.33 |
46.33 |
+0.86 |
500 |
7,488 |
-68 |
| Feb06 |
041029 |
46.01 |
46.01 |
46.01 |
46.01 |
+0.86 |
732 |
3,099 |
+492 |
| Mar06 |
041029 |
45.00 |
45.71 |
45.00 |
45.71 |
+0.86 |
491 |
5,257 |
-192 |
| Total Volume and Open Interest |
291,686 |
712,881 |
+2,491 |
| Heating Oil(NYM) |
| Nov04 |
041029 |
145.30 |
145.70 |
142.00 |
144.62 |
-0.70 |
16,525 |
8,502 |
-3,311 |
| Dec04 |
041029 |
146.20 |
146.65 |
143.40 |
146.41 |
+0.28 |
39,669 |
74,069 |
-434 |
| Jan05 |
041029 |
146.80 |
147.30 |
144.00 |
147.01 |
+0.28 |
9,475 |
33,395 |
-226 |
| Feb05 |
041029 |
144.90 |
145.50 |
142.50 |
145.36 |
+0.83 |
3,066 |
20,170 |
+587 |
| Mar05 |
041029 |
141.00 |
142.50 |
138.75 |
141.71 |
+1.43 |
2,060 |
14,682 |
+385 |
| Apr05 |
041029 |
135.00 |
136.21 |
131.50 |
136.21 |
+1.53 |
689 |
5,263 |
+51 |
| May05 |
041029 |
130.00 |
131.61 |
129.50 |
131.61 |
+1.63 |
339 |
4,343 |
+69 |
| Jun05 |
041029 |
126.80 |
128.81 |
126.80 |
128.81 |
+1.73 |
576 |
5,970 |
+101 |
| Jul05 |
041029 |
125.40 |
127.41 |
125.40 |
127.41 |
+1.83 |
255 |
4,359 |
-77 |
| Aug05 |
041029 |
125.55 |
127.46 |
125.40 |
127.46 |
+1.88 |
152 |
1,912 |
-36 |
| Sep05 |
041029 |
126.40 |
128.06 |
126.30 |
128.06 |
+1.88 |
86 |
3,536 |
+21 |
| Oct05 |
041029 |
128.00 |
128.76 |
126.85 |
128.76 |
+1.88 |
63 |
292 |
+39 |
| Total Volume and Open Interest |
73,416 |
186,343 |
-2,858 |
| Gasoline(NYMEX) |
| Nov04 |
041029 |
129.00 |
133.25 |
128.50 |
131.46 |
+2.14 |
16,475 |
5,676 |
-4,806 |
| Dec04 |
041029 |
130.20 |
133.10 |
129.35 |
132.85 |
+2.80 |
30,101 |
60,758 |
-536 |
| Jan05 |
041029 |
132.00 |
134.50 |
130.80 |
134.20 |
+2.90 |
5,795 |
26,252 |
+1,559 |
| Feb05 |
041029 |
134.10 |
135.05 |
133.00 |
135.05 |
+2.90 |
1,040 |
8,478 |
+192 |
| Mar05 |
041029 |
133.60 |
136.10 |
133.60 |
135.85 |
+2.90 |
1,935 |
5,069 |
-747 |
| Apr05 |
041029 |
140.10 |
142.85 |
140.10 |
142.85 |
+3.00 |
1,005 |
10,366 |
+445 |
| May05 |
041029 |
139.70 |
142.60 |
139.70 |
142.60 |
+3.07 |
174 |
9,331 |
+29 |
| Jun05 |
041029 |
138.50 |
141.50 |
138.50 |
141.50 |
+3.12 |
235 |
3,200 |
+83 |
| Jul05 |
041029 |
136.50 |
139.50 |
136.50 |
139.50 |
+3.12 |
1,257 |
3,993 |
+1,051 |
| Aug05 |
041029 |
137.05 |
137.05 |
137.05 |
137.05 |
+3.17 |
237 |
1,700 |
+216 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041029 |
8.650 |
8.750 |
8.530 |
8.725 |
+0.041 |
36,224 |
72,183 |
-178 |
| Jan05 |
041029 |
9.280 |
9.430 |
9.150 |
9.383 |
+0.066 |
10,755 |
50,496 |
+924 |
| Feb05 |
041029 |
9.290 |
9.450 |
9.250 |
9.418 |
+0.066 |
5,047 |
24,894 |
+640 |
| Mar05 |
041029 |
8.810 |
8.930 |
8.750 |
8.918 |
+0.046 |
4,389 |
24,128 |
-509 |
| Apr05 |
041029 |
7.450 |
7.450 |
7.350 |
7.438 |
-0.034 |
1,660 |
19,870 |
+288 |
| May05 |
041029 |
7.100 |
7.100 |
7.030 |
7.093 |
-0.029 |
978 |
17,472 |
+285 |
| Jun05 |
041029 |
7.090 |
7.120 |
7.060 |
7.115 |
-0.029 |
348 |
11,626 |
+96 |
| Jul05 |
041029 |
7.150 |
7.150 |
7.070 |
7.143 |
-0.029 |
173 |
14,657 |
+27 |
| Aug05 |
041029 |
7.120 |
7.168 |
7.070 |
7.168 |
-0.024 |
127 |
11,730 |
+63 |
| Sep05 |
041029 |
7.080 |
7.133 |
7.050 |
7.133 |
-0.024 |
166 |
10,728 |
+55 |
| Oct05 |
041029 |
7.110 |
7.163 |
7.090 |
7.163 |
-0.024 |
739 |
17,056 |
+350 |
| Nov05 |
041029 |
7.430 |
7.503 |
7.430 |
7.503 |
-0.019 |
541 |
8,493 |
+290 |
| Dec05 |
041029 |
7.765 |
7.813 |
7.740 |
7.813 |
-0.014 |
163 |
10,296 |
-37 |
| Jan06 |
041029 |
8.030 |
8.053 |
7.970 |
8.053 |
-0.014 |
363 |
11,780 |
+170 |
| Feb06 |
041029 |
8.020 |
8.023 |
7.990 |
8.023 |
-0.024 |
188 |
8,266 |
+54 |
| Mar06 |
041029 |
7.770 |
7.770 |
7.680 |
7.753 |
-0.034 |
104 |
9,526 |
+27 |
| Total Volume and Open Interest |
63,273 |
393,981 |
-458 |
| Brent Crude Oil(ICE) |
| Dec04 |
041029 |
48.00 |
49.00 |
47.68 |
48.98 |
+0.61 |
43,956 |
82,321 |
-3,490 |
| Jan05 |
041029 |
47.50 |
48.71 |
47.50 |
48.68 |
+0.61 |
30,091 |
92,217 |
+3,042 |
| Feb05 |
041029 |
47.16 |
48.35 |
47.16 |
48.32 |
+0.61 |
8,172 |
18,640 |
+948 |
| Mar05 |
041029 |
46.75 |
47.85 |
46.75 |
47.85 |
+0.53 |
2,698 |
18,647 |
+437 |
| Apr05 |
041029 |
46.32 |
47.38 |
46.32 |
47.38 |
+0.49 |
1,240 |
14,228 |
-125 |
| May05 |
041029 |
45.87 |
46.91 |
45.87 |
46.91 |
+0.47 |
180 |
5,192 |
+323 |
| Jun05 |
041029 |
45.44 |
46.44 |
45.44 |
46.44 |
+0.45 |
1,515 |
19,536 |
+1,063 |
| Jul05 |
041029 |
45.97 |
45.97 |
45.97 |
45.97 |
+0.43 |
0 |
5,824 |
+0 |
| Aug05 |
041029 |
45.20 |
45.55 |
45.20 |
45.55 |
+0.43 |
100 |
2,056 |
+0 |
| Sep05 |
041029 |
44.70 |
45.15 |
44.67 |
45.15 |
+0.43 |
200 |
5,730 |
+0 |
| Oct05 |
041029 |
44.78 |
44.78 |
44.78 |
44.78 |
+0.42 |
0 |
650 |
+0 |
| Nov05 |
041029 |
44.44 |
44.44 |
44.44 |
44.44 |
+0.41 |
0 |
100 |
+0 |
| Dec05 |
041029 |
43.35 |
44.12 |
43.35 |
44.12 |
+0.40 |
4,180 |
43,226 |
+2,475 |
| Total Volume and Open Interest |
111,075 |
356,140 |
+5,648 |
| Gas Oil(ICE) |
| Nov04 |
041029 |
448.75 |
451.50 |
443.00 |
445.75 |
-17.00 |
14,488 |
36,374 |
-1,919 |
| Dec04 |
041029 |
441.00 |
443.50 |
436.00 |
437.50 |
-16.50 |
13,190 |
51,099 |
-694 |
| Jan05 |
041029 |
435.50 |
437.50 |
431.00 |
435.00 |
-13.50 |
4,655 |
19,064 |
+492 |
| Feb05 |
041029 |
427.50 |
427.50 |
426.50 |
427.25 |
-12.50 |
159 |
7,196 |
+56 |
| Mar05 |
041029 |
417.00 |
417.75 |
416.00 |
417.75 |
-11.75 |
46 |
5,772 |
+266 |
| Apr05 |
041029 |
410.00 |
411.00 |
408.25 |
408.25 |
-11.25 |
250 |
5,670 |
-60 |
| May05 |
041029 |
401.00 |
401.00 |
401.00 |
401.00 |
-10.00 |
0 |
3,319 |
+0 |
| Jun05 |
041029 |
398.00 |
398.50 |
396.00 |
396.00 |
-9.00 |
1,350 |
10,872 |
+100 |
| Jul05 |
041029 |
394.00 |
394.00 |
394.00 |
394.00 |
-8.75 |
0 |
1,049 |
+0 |
| Aug05 |
041029 |
392.50 |
392.50 |
392.50 |
392.50 |
-8.50 |
0 |
1,126 |
+0 |
| Total Volume and Open Interest |
35,238 |
167,206 |
-1,499 |
| US Dollar Index(ICE) |
| Dec04 |
041029 |
85.260 |
85.450 |
84.950 |
84.980 |
-0.380 |
4,295 |
22,628 |
+719 |
| Mar05 |
041029 |
85.500 |
85.550 |
85.150 |
85.150 |
-0.380 |
128 |
2,722 |
+76 |
| Jun05 |
041029 |
85.330 |
85.330 |
85.330 |
85.330 |
-0.380 |
1 |
12 |
+1 |
| Total Volume and Open Interest |
4,428 |
25,375 |
+800 |
| Australian Dollar(CME) |
| Dec04 |
041029 |
74.25 |
74.56 |
74.18 |
74.53 |
+0.39 |
4,672 |
60,810 |
-172 |
| Mar05 |
041029 |
73.65 |
73.96 |
73.64 |
73.96 |
+0.39 |
69 |
347 |
+30 |
| Jun05 |
041029 |
73.39 |
73.39 |
73.39 |
73.39 |
+0.39 |
0 |
121 |
+0 |
| Total Volume and Open Interest |
4,742 |
61,322 |
-142 |
| British Pound(CME) |
| Dec04 |
041029 |
182.56 |
183.20 |
182.36 |
183.12 |
+0.94 |
3,596 |
71,084 |
+345 |
| Mar05 |
041029 |
181.85 |
182.25 |
181.80 |
182.00 |
+0.94 |
1 |
73 |
+0 |
| Jun05 |
041029 |
181.00 |
181.00 |
181.00 |
181.00 |
+0.94 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,596 |
71,160 |
+345 |
| Canadian Dollar(CME) |
| Dec04 |
041029 |
81.82 |
82.12 |
81.63 |
81.95 |
+0.32 |
10,739 |
109,037 |
+1,765 |
| Mar05 |
041029 |
81.70 |
81.90 |
81.65 |
81.86 |
+0.32 |
73 |
2,350 |
-3 |
| Jun05 |
041029 |
81.78 |
81.86 |
81.72 |
81.79 |
+0.32 |
3 |
1,185 |
-1 |
| Sep05 |
041029 |
81.67 |
81.72 |
81.62 |
81.72 |
+0.32 |
1 |
667 |
+1 |
| Total Volume and Open Interest |
10,816 |
113,525 |
+1,762 |
| Japanese Yen(CME) |
| Dec04 |
041029 |
94.51 |
94.75 |
94.33 |
94.66 |
+0.28 |
4,795 |
151,158 |
+2,667 |
| Mar05 |
041029 |
94.95 |
95.18 |
94.95 |
95.18 |
+0.29 |
10 |
580 |
+19 |
| Jun05 |
041029 |
95.79 |
95.79 |
95.79 |
95.79 |
+0.30 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
4,805 |
151,744 |
+2,686 |
| Swiss Franc(CME) |
| Dec04 |
041029 |
83.41 |
83.87 |
83.22 |
83.86 |
+0.46 |
3,908 |
67,389 |
+3,219 |
| Mar05 |
041029 |
83.76 |
84.15 |
83.76 |
84.15 |
+0.46 |
1 |
59 |
-1 |
| Jun05 |
041029 |
84.47 |
84.47 |
84.47 |
84.47 |
+0.46 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
3,909 |
67,516 |
+3,218 |
| EuroFX(CME) |
| Dec04 |
041029 |
127.37 |
127.94 |
127.05 |
127.87 |
+0.58 |
10,654 |
147,561 |
-335 |
| Mar05 |
041029 |
127.39 |
127.92 |
127.11 |
127.90 |
+0.58 |
130 |
2,543 |
+54 |
| Jun05 |
041029 |
127.96 |
127.96 |
127.96 |
127.96 |
+0.58 |
1 |
162 |
+1 |
| Total Volume and Open Interest |
10,785 |
150,282 |
-280 |
| Mexican Peso(CME) |
| Nov04 |
041029 |
864.0 |
865.0 |
864.0 |
864.0 |
-1.0 |
|
|
|
| Dec04 |
041029 |
861.0 |
863.0 |
858.2 |
859.8 |
-1.0 |
7,371 |
56,313 |
-224 |
| Total Volume and Open Interest |
7,406 |
57,517 |
-242 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041029 |
113~150 |
113~300 |
113~030 |
113~270 |
+0~220 |
355,538 |
593,590 |
-9,743 |
| Mar05 |
041029 |
112~070 |
112~280 |
112~070 |
112~260 |
+0~220 |
642 |
29,840 |
+31 |
| Jun05 |
041029 |
111~240 |
111~250 |
111~060 |
111~250 |
+0~220 |
2 |
125 |
+0 |
| Total Volume and Open Interest |
356,182 |
623,555 |
-9,712 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041029 |
113~120 |
113~190 |
113~030 |
113~180 |
+0~120 |
1,202,316 |
1,600,037 |
-14,376 |
| Mar05 |
041029 |
112~220 |
112~305 |
112~155 |
112~305 |
+0~130 |
39,668 |
130,502 |
-4,715 |
| Jun05 |
041029 |
111~300 |
111~310 |
111~300 |
111~310 |
+0~130 |
103 |
2,747 |
+101 |
| Total Volume and Open Interest |
1,242,087 |
1,733,286 |
-18,990 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041029 |
111~016 |
111~052 |
111~008 |
111~048 |
+0~028 |
503,482 |
1,052,154 |
+17,865 |
| Mar05 |
041029 |
110~034 |
110~068 |
110~034 |
110~068 |
+0~030 |
3,216 |
77,657 |
+3,659 |
| Jun05 |
041029 |
109~120 |
109~120 |
109~120 |
109~120 |
+0~028 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
506,698 |
15 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041029 |
105~101 |
105~113 |
105~100 |
105~112 |
+0~007 |
520 |
206,875 |
-1,011 |
| Total Volume and Open Interest |
520 |
206,875 |
-1,011 |
| Eurodollars(CME) |
| Dec04 |
041029 |
97.660 |
97.685 |
97.650 |
97.675 |
unch |
47,214 |
962,713 |
+200 |
| Mar05 |
041029 |
97.455 |
97.490 |
97.440 |
97.470 |
unch |
53,208 |
886,422 |
-2,578 |
| Jun05 |
041029 |
97.270 |
97.315 |
97.245 |
97.295 |
+0.010 |
46,660 |
807,926 |
-6,473 |
| Sep05 |
041029 |
97.065 |
97.130 |
97.050 |
97.120 |
+0.035 |
69,350 |
729,257 |
-4,041 |
| Dec05 |
041029 |
96.845 |
96.920 |
96.835 |
96.915 |
+0.055 |
29,240 |
546,658 |
-766 |
| Mar06 |
041029 |
96.660 |
96.750 |
96.650 |
96.740 |
+0.070 |
30,982 |
439,385 |
+5,893 |
| Jun06 |
041029 |
96.500 |
96.580 |
96.480 |
96.575 |
+0.070 |
23,220 |
302,722 |
+3,859 |
| Sep06 |
041029 |
96.350 |
96.430 |
96.330 |
96.425 |
+0.070 |
34,316 |
248,235 |
-115 |
| Dec06 |
041029 |
96.205 |
96.280 |
96.205 |
96.280 |
+0.070 |
10,129 |
194,936 |
+3,297 |
| Mar07 |
041029 |
96.075 |
96.155 |
96.075 |
96.155 |
+0.070 |
15,620 |
171,532 |
+4,024 |
| Jun07 |
041029 |
95.955 |
96.030 |
95.950 |
96.030 |
+0.070 |
8,537 |
156,992 |
+1,603 |
| Sep07 |
041029 |
95.830 |
95.910 |
95.830 |
95.910 |
+0.070 |
11,190 |
111,246 |
+676 |
| Dec07 |
041029 |
95.740 |
95.785 |
95.725 |
95.785 |
+0.070 |
3,835 |
91,315 |
+1,098 |
| Mar08 |
041029 |
95.645 |
95.685 |
95.630 |
95.680 |
+0.070 |
3,383 |
85,748 |
+1,030 |
| Jun08 |
041029 |
95.530 |
95.570 |
95.510 |
95.570 |
+0.070 |
3,381 |
83,840 |
+243 |
| Sep08 |
041029 |
95.430 |
95.470 |
95.420 |
95.465 |
+0.065 |
5,619 |
76,039 |
+1,182 |
| Dec08 |
041029 |
95.330 |
95.355 |
95.325 |
95.355 |
+0.065 |
3,570 |
58,550 |
+267 |
| Mar09 |
041029 |
95.185 |
95.255 |
95.185 |
95.255 |
+0.065 |
3,700 |
46,861 |
+475 |
| Total Volume and Open Interest |
412,865 |
6,180,046 |
+11,218 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041029 |
98.240 |
98.240 |
98.240 |
98.240 |
unch |
220 |
94,966 |
+86 |
| Nov04 |
041029 |
98.100 |
98.100 |
98.090 |
98.100 |
unch |
389 |
183,434 |
+3,979 |
| Dec04 |
041029 |
97.940 |
97.940 |
97.940 |
97.940 |
unch |
7,395 |
141,572 |
+3,587 |
| Jan05 |
041029 |
97.870 |
97.880 |
97.870 |
97.880 |
unch |
6,860 |
108,699 |
+1,386 |
| Feb05 |
041029 |
97.710 |
97.720 |
97.700 |
97.720 |
unch |
981 |
28,217 |
-80 |
| Mar05 |
041029 |
97.670 |
97.670 |
97.670 |
97.670 |
unch |
126 |
6,380 |
+817 |
| Total Volume and Open Interest |
15,981 |
563,755 |
+9,785 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041029 |
98.240 |
98.240 |
98.235 |
98.235 |
-0.005 |
3,070 |
0 |
+0 |
| Nov04 |
041029 |
98.095 |
98.095 |
98.090 |
98.095 |
+0.005 |
14,532 |
0 |
+0 |
| Dec04 |
041029 |
97.940 |
97.945 |
97.935 |
97.940 |
-0.005 |
18,380 |
0 |
+0 |
| Jan05 |
041029 |
97.880 |
97.885 |
97.870 |
97.880 |
unch |
12,441 |
0 |
+0 |
| Feb05 |
041029 |
97.705 |
97.720 |
97.695 |
97.715 |
unch |
1,862 |
0 |
+0 |
| Mar05 |
041029 |
97.670 |
97.670 |
97.660 |
97.665 |
-0.005 |
1,149 |
0 |
+0 |
| Total Volume and Open Interest |
51,437 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041029 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,549 |
11,928 |
+1,501 |
| Mar05 |
041029 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3 |
35,637 |
+2 |
| Jun05 |
041029 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
18 |
21,528 |
-45 |
| Sep05 |
041029 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.01 |
50 |
8,008 |
-75 |
| Dec05 |
041029 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.01 |
72 |
7,166 |
-36 |
| Mar06 |
041029 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
98 |
10,850 |
+78 |
| Jun06 |
041029 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
2,719 |
+0 |
| Sep06 |
041029 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
0 |
2,174 |
+0 |
| Dec06 |
041029 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
0 |
411 |
+0 |
| Mar07 |
041029 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,790 |
101,364 |
+1,425 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041029 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
377 |
58,905 |
-7 |
| Mar05 |
041029 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
3,886 |
83,892 |
-2,484 |
| Jun05 |
041029 |
99.86 |
99.87 |
99.86 |
99.87 |
unch |
1,822 |
79,992 |
+943 |
| Sep05 |
041029 |
99.82 |
99.82 |
99.81 |
99.81 |
-0.01 |
1,441 |
43,727 |
+167 |
| Dec05 |
041029 |
99.74 |
99.75 |
99.74 |
99.74 |
-0.01 |
2,706 |
36,854 |
+1,485 |
| Mar06 |
041029 |
99.66 |
99.67 |
99.65 |
99.66 |
0.00 |
1,138 |
30,722 |
+56 |
| Jun06 |
041029 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
366 |
14,336 |
-8 |
| Sep06 |
041029 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
25 |
5,947 |
+0 |
| Total Volume and Open Interest |
11,761 |
367,975 |
+152 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041029 |
138.14 |
138.30 |
138.11 |
138.20 |
+0.01 |
1,343 |
28,642 |
-1,573 |
| Mar05 |
041029 |
137.25 |
137.25 |
137.25 |
137.25 |
unch |
|
|
|
| Jun05 |
041029 |
137.25 |
137.25 |
137.25 |
137.25 |
unch |
|
|
|
| Total Volume and Open Interest |
1,343 |
28,642 |
-1,573 |
| Euro-Bund(EUREX) |
| Dec04 |
041029 |
116.82 |
116.94 |
116.59 |
116.94 |
+0.07 |
933,454 |
1,339,615 |
+7,601 |
| Mar05 |
041029 |
116.09 |
116.21 |
116.00 |
116.21 |
+0.08 |
1,210 |
27,812 |
+1,551 |
| Jun05 |
041029 |
115.44 |
115.44 |
115.44 |
115.44 |
+0.07 |
1,451 |
240 |
+0 |
| Total Volume and Open Interest |
936,115 |
1,367,667 |
+9,152 |
| Euro-Bobl(EUREX) |
| Dec04 |
041029 |
112.27 |
112.36 |
112.14 |
112.33 |
+0.02 |
556,953 |
831,007 |
-25,030 |
| Mar05 |
041029 |
111.95 |
112.03 |
111.95 |
112.03 |
+0.01 |
87 |
13,747 |
+1,250 |
| Jun05 |
041029 |
111.33 |
111.33 |
111.33 |
111.33 |
+0.02 |
0 |
800 |
+0 |
| Total Volume and Open Interest |
557,040 |
845,554 |
-23,780 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041029 |
97.825 |
97.825 |
97.820 |
97.825 |
+0.005 |
436 |
10,590 |
+185 |
| Mar05 |
041029 |
97.735 |
97.735 |
97.720 |
97.735 |
+0.010 |
499 |
6,875 |
+96 |
| Jun05 |
041029 |
97.635 |
97.635 |
97.615 |
97.620 |
+0.005 |
40 |
3,991 |
+22 |
| Total Volume and Open Interest |
1,068 |
28,045 |
+319 |
| Long Gilt(LIFFE) |
| Dec04 |
041029 |
108~10 |
108~14 |
108~04 |
108~11 |
+0~03 |
76,960 |
207,387 |
-571 |
| Mar05 |
041029 |
109~26 |
109~26 |
109~26 |
109~26 |
+0~03 |
|
|
|
| Total Volume and Open Interest |
76,960 |
207,387 |
-571 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041029 |
95.07 |
95.10 |
95.06 |
95.09 |
+0.02 |
37,734 |
238,460 |
-6,948 |
| Mar05 |
041029 |
95.04 |
95.07 |
95.03 |
95.06 |
+0.02 |
36,955 |
268,062 |
-7,732 |
| Jun05 |
041029 |
95.06 |
95.10 |
95.05 |
95.09 |
+0.03 |
41,022 |
208,443 |
-1,127 |
| Sep05 |
041029 |
95.09 |
95.14 |
95.08 |
95.12 |
+0.03 |
35,879 |
177,706 |
+3,470 |
| Dec05 |
041029 |
95.09 |
95.14 |
95.09 |
95.12 |
+0.03 |
42,470 |
176,855 |
+11,195 |
| Mar06 |
041029 |
95.09 |
95.13 |
95.08 |
95.11 |
+0.03 |
13,382 |
95,247 |
-222 |
| Total Volume and Open Interest |
226,755 |
1,350,170 |
+4,541 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041029 |
97.820 |
97.830 |
97.810 |
97.825 |
+0.005 |
99,628 |
630,399 |
-473 |
| Mar05 |
041029 |
97.725 |
97.740 |
97.710 |
97.730 |
+0.005 |
184,879 |
543,137 |
-12,764 |
| Jun05 |
041029 |
97.625 |
97.640 |
97.600 |
97.625 |
+0.005 |
213,690 |
533,246 |
-11,206 |
| Total Volume and Open Interest |
1,071,210 |
3,097,656 |
-61,940 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041029 |
94.59 |
94.60 |
94.57 |
94.58 |
-0.02 |
43,360 |
192,640 |
-20,195 |
| Mar05 |
041029 |
94.57 |
94.58 |
94.52 |
94.53 |
-0.05 |
74,073 |
208,895 |
+12,511 |
| Jun05 |
041029 |
94.54 |
94.55 |
94.49 |
94.50 |
-0.04 |
6,634 |
54,258 |
-2,660 |
| Sep05 |
041029 |
94.51 |
94.51 |
94.47 |
94.48 |
-0.03 |
1,963 |
29,268 |
-693 |
| Dec05 |
041029 |
94.48 |
94.48 |
94.45 |
94.45 |
-0.02 |
935 |
16,251 |
+348 |
| Mar06 |
041029 |
94.46 |
94.46 |
94.42 |
94.42 |
-0.02 |
537 |
11,648 |
+133 |
| Jun06 |
041029 |
94.41 |
94.44 |
94.39 |
94.40 |
-0.02 |
1,065 |
8,926 |
+783 |
| Sep06 |
041029 |
94.38 |
94.40 |
94.35 |
94.37 |
unch |
382 |
4,146 |
+63 |
| Dec06 |
041029 |
94.35 |
94.36 |
94.31 |
94.33 |
+0.01 |
37 |
2,790 |
+12 |
| Mar07 |
041029 |
94.32 |
94.33 |
94.28 |
94.29 |
unch |
15 |
1,797 |
+15 |
| Total Volume and Open Interest |
129,001 |
533,852 |
-9,683 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041029 |
94.60 |
94.66 |
94.55 |
94.61 |
unch |
25,751 |
250,626 |
-8,248 |
| Mar05 |
041029 |
94.61 |
94.61 |
94.61 |
94.61 |
unch |
|
|
|
| Total Volume and Open Interest |
25,751 |
250,626 |
-8,248 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041029 |
94.83 |
94.86 |
94.77 |
94.81 |
-0.02 |
86,323 |
404,724 |
-29,496 |
| Mar05 |
041029 |
94.81 |
94.81 |
94.81 |
94.81 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
86,323 |
404,724 |
-29,496 |
| Gold(CMX) |
| Dec04 |
041029 |
426.1 |
429.8 |
425.1 |
429.4 |
+3.3 |
57,979 |
248,943 |
+875 |
| Feb05 |
041029 |
428.3 |
431.5 |
427.0 |
431.2 |
+3.4 |
2,551 |
16,530 |
+473 |
| Apr05 |
041029 |
429.1 |
432.9 |
429.1 |
432.9 |
+3.4 |
226 |
5,281 |
+36 |
| Jun05 |
041029 |
432.0 |
434.6 |
431.0 |
434.6 |
+3.4 |
1,003 |
14,855 |
+644 |
| Aug05 |
041029 |
436.5 |
436.5 |
436.5 |
436.5 |
+3.4 |
23 |
6,324 |
-3 |
| Oct05 |
041029 |
438.5 |
438.5 |
438.5 |
438.5 |
+3.4 |
120 |
2,517 |
+0 |
| Dec05 |
041029 |
438.5 |
442.2 |
438.5 |
440.5 |
+3.4 |
248 |
9,178 |
-131 |
| Feb06 |
041029 |
442.7 |
442.7 |
442.7 |
442.7 |
+3.4 |
0 |
844 |
+0 |
| Apr06 |
041029 |
444.9 |
444.9 |
444.9 |
444.9 |
+3.4 |
0 |
491 |
+0 |
| Jun06 |
041029 |
445.5 |
447.0 |
445.5 |
447.0 |
+3.4 |
31 |
8,314 |
-50 |
| Aug06 |
041029 |
449.4 |
449.4 |
449.4 |
449.4 |
+3.4 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
62,532 |
321,538 |
+2,140 |
| Silver(CMX) |
| Dec04 |
041029 |
718.0 |
733.0 |
712.0 |
730.5 |
+11.3 |
16,411 |
90,960 |
+637 |
| Mar05 |
041029 |
720.0 |
738.0 |
716.0 |
734.7 |
+11.3 |
492 |
15,733 |
+118 |
| May05 |
041029 |
720.0 |
737.1 |
720.0 |
737.1 |
+11.2 |
73 |
2,421 |
+72 |
| Jul05 |
041029 |
728.0 |
740.0 |
725.0 |
739.8 |
+11.2 |
159 |
2,116 |
+132 |
| Sep05 |
041029 |
742.0 |
742.0 |
742.0 |
742.0 |
+11.2 |
40 |
560 |
+0 |
| Dec05 |
041029 |
740.0 |
745.3 |
740.0 |
745.3 |
+11.0 |
80 |
3,658 |
+14 |
| Mar06 |
041029 |
748.2 |
748.2 |
748.2 |
748.2 |
+11.0 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
17,220 |
117,085 |
+844 |
| Platinum(NYMEX) |
| Jan05 |
041029 |
833.0 |
837.0 |
831.0 |
833.0 |
+1.4 |
2,327 |
5,722 |
-84 |
| Apr05 |
041029 |
831.0 |
831.0 |
831.0 |
831.0 |
+1.4 |
41 |
333 |
+20 |
| Total Volume and Open Interest |
2,368 |
6,055 |
-64 |
| Palladium(NYMEX) |
| Dec04 |
041029 |
213.00 |
214.90 |
211.50 |
212.20 |
-2.55 |
763 |
9,585 |
-184 |
| Mar05 |
041029 |
216.50 |
216.50 |
213.95 |
213.95 |
-2.60 |
51 |
190 |
+32 |
| Jun05 |
041029 |
216.95 |
216.95 |
216.95 |
216.95 |
-2.60 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
814 |
9,780 |
-152 |
| Copper(CMX) |
| Dec04 |
041029 |
127.50 |
133.85 |
127.50 |
133.75 |
+8.40 |
12,397 |
42,335 |
-3,282 |
| Mar05 |
041029 |
126.10 |
132.40 |
126.10 |
132.40 |
+8.35 |
1,801 |
9,839 |
+735 |
| May05 |
041029 |
124.50 |
128.20 |
124.50 |
127.70 |
+7.35 |
176 |
3,224 |
+95 |
| Jul05 |
041029 |
120.80 |
123.50 |
120.50 |
123.40 |
+6.85 |
14 |
1,625 |
+5 |
| Sep05 |
041029 |
118.00 |
119.90 |
118.00 |
119.90 |
+6.20 |
14 |
1,559 |
+4 |
| Total Volume and Open Interest |
15,304 |
68,511 |
-3,321 |
| Aluminum(CMX) |
| Nov04 |
041029 |
88.90 |
88.90 |
88.90 |
88.90 |
+2.70 |
107 |
895 |
-7 |
| Dec04 |
041029 |
88.30 |
88.30 |
88.30 |
88.30 |
+2.50 |
131 |
1,222 |
+6 |
| Jan05 |
041029 |
87.80 |
87.80 |
87.80 |
87.80 |
+2.30 |
0 |
618 |
+0 |
| Feb05 |
041029 |
87.30 |
87.30 |
87.30 |
87.30 |
+2.15 |
0 |
584 |
+0 |
| Mar05 |
041029 |
86.90 |
86.90 |
86.90 |
86.90 |
+2.10 |
0 |
601 |
+0 |
| Apr05 |
041029 |
86.40 |
86.40 |
86.40 |
86.40 |
+1.90 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
238 |
9,880 |
-25 |
| DJIA Index(CBOT) |
| Dec04 |
041029 |
9995 |
10038 |
9975 |
10009 |
+9 |
6,212 |
42,828 |
-390 |
| Mar05 |
041029 |
10014 |
10014 |
10005 |
10005 |
+9 |
6 |
45 |
+0 |
| Jun05 |
041029 |
10013 |
10013 |
10013 |
10013 |
+9 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
6,218 |
42,875 |
-390 |
| S & P 500(CME) |
| Dec04 |
041029 |
1126.60 |
1131.90 |
1124.60 |
1130.30 |
+2.70 |
32,920 |
626,406 |
-3,596 |
| Mar05 |
041029 |
1130.50 |
1131.60 |
1125.80 |
1131.60 |
+2.80 |
1,457 |
23,305 |
+1,331 |
| Jun05 |
041029 |
1133.80 |
1133.80 |
1133.80 |
1133.80 |
+2.80 |
4 |
2,328 |
+2 |
| Sep05 |
041029 |
1136.20 |
1136.20 |
1136.20 |
1136.20 |
+2.90 |
2 |
66 |
+0 |
| Total Volume and Open Interest |
34,393 |
652,242 |
-2,263 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041029 |
1127.75 |
1132.00 |
1124.50 |
1130.25 |
+2.75 |
664,428 |
756,636 |
-412 |
| Mar05 |
041029 |
1127.50 |
1132.50 |
1126.50 |
1131.50 |
+2.75 |
423 |
7,753 |
+124 |
| Total Volume and Open Interest |
664,851 |
764,389 |
-288 |
| NASDAQ 100(CME) |
| Dec04 |
041029 |
1487.50 |
1500.50 |
1477.00 |
1490.00 |
+0.50 |
11,835 |
75,487 |
+686 |
| Mar05 |
041029 |
1497.50 |
1497.50 |
1497.50 |
1497.50 |
+0.50 |
0 |
41 |
+0 |
| Jun05 |
041029 |
1504.50 |
1504.50 |
1504.50 |
1504.50 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
11,835 |
75,528 |
+686 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041029 |
1490.00 |
1500.50 |
1477.50 |
1490.00 |
+0.50 |
351,626 |
311,156 |
-4,877 |
| Mar05 |
041029 |
1495.00 |
1506.50 |
1490.50 |
1497.50 |
+0.50 |
131 |
1,818 |
+64 |
| Total Volume and Open Interest |
351,757 |
312,974 |
-4,813 |
| S & P Midcap 400(CME) |
| Dec04 |
041029 |
600.25 |
604.25 |
599.00 |
602.80 |
+2.30 |
348 |
13,694 |
-119 |
| Mar05 |
041029 |
602.85 |
603.30 |
602.85 |
603.30 |
+2.30 |
0 |
1 |
+0 |
| Jun05 |
041029 |
602.85 |
603.30 |
602.85 |
603.30 |
+2.30 |
|
|
|
| Total Volume and Open Interest |
348 |
13,695 |
-119 |
| Russell 2000(CME) |
| Dec04 |
041029 |
584.75 |
588.00 |
581.25 |
584.50 |
-0.50 |
873 |
26,813 |
+36 |
| Mar05 |
041029 |
584.50 |
584.50 |
584.50 |
584.50 |
-0.50 |
|
|
|
| Jun05 |
041029 |
584.50 |
584.50 |
584.50 |
584.50 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
873 |
26,813 |
+36 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041029 |
584.80 |
587.90 |
581.00 |
584.50 |
-0.50 |
74,976 |
92,626 |
-592 |
| Mar05 |
041029 |
583.50 |
585.60 |
583.50 |
584.50 |
-0.50 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
74,976 |
92,805 |
-592 |
| Nikkei 225(CME) |
| Dec04 |
041029 |
10780 |
10780 |
10700 |
10750 |
-80 |
15,280 |
158,553 |
+2,617 |
| Mar05 |
041029 |
10750 |
10750 |
10750 |
10750 |
-80 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
15,280 |
158,559 |
+2,617 |
| Nikkei 225(SGX) |
| Dec04 |
041029 |
10780 |
10780 |
10700 |
10750 |
-80 |
15,280 |
158,553 |
+2,617 |
| Mar05 |
041029 |
10750 |
10750 |
10750 |
10750 |
-80 |
0 |
3 |
+0 |
| Jun05 |
041029 |
10705 |
10705 |
10705 |
10705 |
-80 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
15,280 |
158,559 |
+2,617 |
| CAC 40(EURONEXT) |
| Nov04 |
041029 |
3721.0 |
3744.0 |
3707.0 |
3714.0 |
-10.0 |
63,087 |
385,776 |
+17,848 |
| Dec04 |
041029 |
3714.0 |
3737.0 |
3708.0 |
3711.5 |
-10.0 |
2,314 |
137,763 |
+2,099 |
| Jan05 |
041029 |
3717.5 |
3717.5 |
3717.5 |
3717.5 |
-10.5 |
|
|
|
| Total Volume and Open Interest |
65,401 |
532,565 |
+19,947 |
| Hang Seng Index(HKFE) |
| Oct04 |
041028 |
12999 |
13082 |
12976 |
13082 |
+244 |
11,044 |
49,510 |
-15,946 |
| Nov04 |
041029 |
13036 |
13073 |
13010 |
13040 |
-65 |
18,052 |
101,199 |
+9,335 |
| Dec04 |
041029 |
13040 |
13060 |
13002 |
13032 |
-64 |
26 |
1,231 |
+16 |
| Total Volume and Open Interest |
18,085 |
104,998 |
-40,149 |
| DAX(EUREX) |
| Dec04 |
041029 |
3974.0 |
4007.0 |
3963.0 |
3976.5 |
-7.0 |
108,160 |
159,912 |
-228 |
| Mar05 |
041029 |
3999.0 |
4027.0 |
3985.0 |
3998.0 |
-7.0 |
105 |
9,677 |
+40 |
| Jun05 |
041029 |
4013.0 |
4050.0 |
4011.5 |
4021.0 |
-6.5 |
243 |
1,567 |
+154 |
| Total Volume and Open Interest |
108,508 |
171,156 |
-34 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041029 |
4644.00 |
4661.50 |
4625.00 |
4638.50 |
-9.50 |
64,081 |
451,863 |
+3,533 |
| Mar05 |
041029 |
4653.50 |
4653.50 |
4639.00 |
4640.00 |
-9.50 |
7,004 |
19,806 |
+5,026 |
| Jun05 |
041029 |
4659.00 |
4659.00 |
4659.00 |
4659.00 |
-9.50 |
1,360 |
13,405 |
+1,100 |
| Total Volume and Open Interest |
72,445 |
485,074 |
+9,659 |
| SPI 200(SFE) |
| Dec04 |
041029 |
3770.0 |
3792.0 |
3770.0 |
3781.0 |
-2.0 |
15,827 |
170,120 |
+2,011 |
| Mar05 |
041029 |
3782.0 |
3792.0 |
3782.0 |
3789.0 |
-3.0 |
325 |
3,211 |
+70 |
| Jun05 |
041029 |
3800.0 |
3800.0 |
3800.0 |
3800.0 |
-1.0 |
65 |
3,130 |
+53 |
| Total Volume and Open Interest |
16,324 |
180,123 |
+2,241 |
| GSCI(CME) |
| Nov04 |
041029 |
352.10 |
355.20 |
350.70 |
355.15 |
+2.45 |
275 |
17,037 |
+135 |
| Dec04 |
041029 |
355.90 |
359.50 |
355.80 |
359.50 |
+3.50 |
0 |
13 |
+0 |
| Jan05 |
041029 |
356.70 |
356.70 |
356.70 |
356.70 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
275 |
17,050 |
+134 |
| RJ/CRB Index(ICE) |
| Nov04 |
041029 |
283.75 |
285.00 |
283.25 |
284.75 |
+0.25 |
50 |
240 |
-6 |
| Jan05 |
041029 |
283.50 |
283.50 |
283.50 |
283.50 |
unch |
19 |
240 |
+2 |
| Feb05 |
041029 |
281.25 |
281.25 |
281.25 |
281.25 |
-0.25 |
1 |
34 |
+0 |
| Total Volume and Open Interest |
69 |
615 |
-4 |
|
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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