|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 02, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041102 |
520.00 |
528.50 |
520.00 |
528.00 |
+10.00 |
14,006 |
17,987 |
-3,383 |
| Jan05 |
041102 |
522.00 |
526.00 |
522.00 |
525.50 |
+4.00 |
50,131 |
115,699 |
+4,195 |
| Mar05 |
041102 |
528.50 |
530.50 |
526.25 |
529.00 |
+1.50 |
6,698 |
42,896 |
-59 |
| May05 |
041102 |
535.50 |
536.50 |
532.50 |
534.50 |
+0.25 |
2,354 |
25,679 |
+364 |
| Jul05 |
041102 |
542.00 |
543.25 |
538.00 |
539.75 |
-1.25 |
2,655 |
20,367 |
+571 |
| Aug05 |
041102 |
541.75 |
541.75 |
541.75 |
541.75 |
-1.25 |
201 |
980 |
+100 |
| Sep05 |
041102 |
542.00 |
542.00 |
542.00 |
542.00 |
-3.00 |
3 |
191 |
+1 |
| Total Volume and Open Interest |
76,424 |
230,819 |
+1,998 |
| Soybean Meal(CBOT) |
| Dec04 |
041102 |
150.10 |
152.00 |
150.10 |
151.10 |
+1.00 |
13,499 |
51,083 |
-116 |
| Jan05 |
041102 |
151.50 |
153.00 |
151.50 |
152.40 |
+1.00 |
5,271 |
18,798 |
+959 |
| Mar05 |
041102 |
154.00 |
155.50 |
154.00 |
154.70 |
+0.70 |
3,447 |
24,330 |
+257 |
| May05 |
041102 |
156.50 |
157.80 |
156.50 |
156.90 |
+0.50 |
1,427 |
15,356 |
+228 |
| Jul05 |
041102 |
159.50 |
160.50 |
159.50 |
159.90 |
+0.60 |
2,494 |
19,457 |
+109 |
| Aug05 |
041102 |
161.50 |
162.00 |
161.20 |
161.40 |
+0.50 |
931 |
7,420 |
+450 |
| Sep05 |
041102 |
163.00 |
163.30 |
162.50 |
162.60 |
+0.90 |
168 |
4,745 |
+60 |
| Oct05 |
041102 |
164.00 |
164.50 |
163.50 |
163.60 |
+0.20 |
87 |
2,214 |
-62 |
| Total Volume and Open Interest |
27,825 |
147,643 |
+1,993 |
| Soybean Oil(CBOT) |
| Dec04 |
041102 |
21.22 |
21.42 |
20.90 |
20.99 |
-0.19 |
10,739 |
51,006 |
-490 |
| Jan05 |
041102 |
21.32 |
21.48 |
21.01 |
21.09 |
-0.19 |
4,309 |
30,280 |
+932 |
| Mar05 |
041102 |
21.40 |
21.54 |
21.05 |
21.17 |
-0.21 |
2,516 |
24,517 |
+692 |
| May05 |
041102 |
21.45 |
21.57 |
21.15 |
21.24 |
-0.18 |
1,168 |
16,051 |
+299 |
| Jul05 |
041102 |
21.55 |
21.65 |
21.20 |
21.31 |
-0.23 |
1,634 |
13,466 |
+127 |
| Aug05 |
041102 |
21.62 |
21.62 |
21.25 |
21.28 |
-0.26 |
238 |
5,439 |
+25 |
| Sep05 |
041102 |
21.55 |
21.55 |
21.25 |
21.29 |
-0.22 |
29 |
3,079 |
+25 |
| Oct05 |
041102 |
21.65 |
21.65 |
21.25 |
21.25 |
-0.25 |
43 |
2,175 |
+33 |
| Total Volume and Open Interest |
21,012 |
151,684 |
+1,798 |
| Canola(WCE) |
| Nov04 |
041102 |
299.0 |
302.5 |
297.5 |
297.5 |
+1.6 |
793 |
1,204 |
-182 |
| Jan05 |
041102 |
301.0 |
302.9 |
297.5 |
299.6 |
-0.2 |
3,543 |
41,333 |
+279 |
| Mar05 |
041102 |
305.0 |
306.1 |
302.0 |
303.4 |
-0.8 |
490 |
6,714 |
+367 |
| May05 |
041102 |
307.5 |
307.5 |
307.5 |
307.5 |
-1.6 |
3 |
429 |
+3 |
| Jul05 |
041102 |
313.0 |
313.0 |
313.0 |
313.0 |
-4.0 |
0 |
389 |
+0 |
| Total Volume and Open Interest |
5,524 |
58,221 |
+1,027 |
| Corn(CBOT) |
| Dec04 |
041102 |
200.75 |
201.50 |
199.25 |
199.75 |
-0.25 |
54,292 |
325,861 |
-3,180 |
| Mar05 |
041102 |
211.50 |
212.75 |
210.50 |
211.25 |
+0.25 |
19,060 |
161,118 |
+4,654 |
| May05 |
041102 |
219.50 |
220.25 |
218.25 |
218.75 |
unch |
3,684 |
48,977 |
+1,341 |
| Jul05 |
041102 |
226.00 |
226.75 |
225.00 |
225.50 |
+0.25 |
3,257 |
55,586 |
+553 |
| Sep05 |
041102 |
233.75 |
234.00 |
232.50 |
233.00 |
+0.50 |
440 |
14,781 |
+195 |
| Dec05 |
041102 |
241.50 |
242.00 |
240.75 |
241.50 |
+0.25 |
1,049 |
28,594 |
+572 |
| Total Volume and Open Interest |
81,928 |
637,135 |
+4,174 |
| Wheat(CBOT) |
| Dec04 |
041102 |
307.00 |
309.00 |
302.00 |
302.25 |
-4.00 |
31,708 |
108,890 |
-2,044 |
| Mar05 |
041102 |
319.50 |
321.00 |
314.50 |
315.00 |
-4.00 |
10,819 |
37,471 |
+4,561 |
| May05 |
041102 |
325.00 |
326.00 |
321.00 |
321.25 |
-3.25 |
243 |
5,263 |
+32 |
| Jul05 |
041102 |
328.50 |
329.50 |
326.00 |
326.25 |
-1.25 |
742 |
9,689 |
-40 |
| Sep05 |
041102 |
334.00 |
334.50 |
332.50 |
333.25 |
-0.25 |
18 |
203 |
+0 |
| Total Volume and Open Interest |
43,605 |
161,999 |
+2,546 |
| Wheat(KCBT) |
| Dec04 |
041102 |
339.50 |
343.00 |
338.75 |
340.75 |
+1.75 |
8,556 |
47,714 |
+160 |
| Mar05 |
041102 |
344.00 |
347.50 |
342.50 |
344.00 |
-0.25 |
2,510 |
19,146 |
+717 |
| May05 |
041102 |
347.50 |
348.00 |
342.50 |
342.50 |
-1.50 |
197 |
3,796 |
+8 |
| Jul05 |
041102 |
336.50 |
340.50 |
336.00 |
336.25 |
-0.75 |
428 |
6,888 |
-136 |
| Sep05 |
041102 |
342.00 |
342.00 |
340.00 |
340.00 |
-1.00 |
228 |
978 |
+225 |
| Total Volume and Open Interest |
11,920 |
78,585 |
+975 |
| Wheat(MGE) |
| Dec04 |
041102 |
361.00 |
363.50 |
359.50 |
360.00 |
-0.50 |
2,444 |
16,309 |
-266 |
| Mar05 |
041102 |
367.00 |
369.00 |
365.00 |
365.50 |
-1.75 |
1,211 |
10,754 |
+88 |
| May05 |
041102 |
373.00 |
373.00 |
369.50 |
369.50 |
-2.25 |
420 |
4,352 |
+228 |
| Jul05 |
041102 |
371.50 |
371.50 |
368.75 |
368.75 |
-1.75 |
3 |
2,279 |
+1 |
| Sep05 |
041102 |
366.00 |
366.25 |
363.00 |
363.00 |
-2.50 |
21 |
877 |
+10 |
| Total Volume and Open Interest |
4,157 |
34,701 |
+93 |
| Oats(CBOT) |
| Dec04 |
041102 |
139.50 |
141.50 |
139.50 |
140.00 |
+0.50 |
664 |
4,865 |
-109 |
| Mar05 |
041102 |
146.25 |
148.00 |
146.25 |
147.00 |
+0.75 |
284 |
2,407 |
+88 |
| May05 |
041102 |
150.50 |
150.50 |
150.50 |
150.50 |
unch |
21 |
123 |
+6 |
| Jul05 |
041102 |
155.50 |
155.50 |
155.50 |
155.50 |
unch |
0 |
33 |
+0 |
| Total Volume and Open Interest |
969 |
7,431 |
-15 |
| Rough Rice(CBOT) |
| Nov04 |
041102 |
6.67 |
6.69 |
6.67 |
6.68 |
+0.03 |
218 |
1,095 |
-97 |
| Jan05 |
041102 |
6.75 |
6.80 |
6.74 |
6.78 |
+0.01 |
498 |
3,138 |
+106 |
| Mar05 |
041102 |
6.96 |
6.98 |
6.96 |
6.98 |
unch |
42 |
845 |
+31 |
| May05 |
041102 |
7.21 |
7.21 |
7.21 |
7.21 |
unch |
0 |
206 |
+0 |
| Total Volume and Open Interest |
758 |
5,288 |
+40 |
| Live Cattle(CME) |
| Dec04 |
041102 |
83.900 |
84.175 |
83.250 |
83.750 |
-0.200 |
13,194 |
60,860 |
-2,784 |
| Feb05 |
041102 |
86.850 |
87.150 |
86.250 |
86.800 |
-0.200 |
6,150 |
25,385 |
+1,356 |
| Apr05 |
041102 |
84.900 |
85.200 |
84.100 |
84.950 |
unch |
2,540 |
11,190 |
+205 |
| Jun05 |
041102 |
81.500 |
81.700 |
81.000 |
81.325 |
-0.250 |
852 |
7,303 |
-24 |
| Aug05 |
041102 |
81.700 |
81.850 |
81.300 |
81.625 |
-0.150 |
338 |
3,637 |
+145 |
| Oct05 |
041102 |
82.500 |
82.500 |
82.350 |
82.350 |
-0.250 |
26 |
647 |
+25 |
| Total Volume and Open Interest |
23,100 |
109,024 |
-1,077 |
| Feeder Cattle(CME) |
| Nov04 |
041102 |
108.700 |
108.800 |
108.050 |
108.150 |
-0.550 |
1,864 |
4,429 |
-605 |
| Jan05 |
041102 |
104.700 |
105.000 |
104.250 |
104.475 |
-0.200 |
3,201 |
8,478 |
+311 |
| Mar05 |
041102 |
101.100 |
101.300 |
100.700 |
101.100 |
-0.100 |
297 |
1,537 |
+36 |
| Apr05 |
041102 |
100.600 |
100.600 |
100.050 |
100.300 |
-0.200 |
165 |
607 |
+57 |
| May05 |
041102 |
100.400 |
100.450 |
99.850 |
100.250 |
-0.200 |
107 |
693 |
+57 |
| Aug05 |
041102 |
100.600 |
100.600 |
100.100 |
100.500 |
-0.100 |
6 |
43 |
+3 |
| Total Volume and Open Interest |
5,640 |
15,787 |
-141 |
| Lean Hogs(CME) |
| Dec04 |
041102 |
69.700 |
70.100 |
68.850 |
69.850 |
+0.675 |
9,432 |
49,953 |
-427 |
| Feb05 |
041102 |
69.500 |
69.850 |
68.800 |
69.725 |
+0.550 |
5,364 |
22,118 |
+1,462 |
| Apr05 |
041102 |
66.700 |
67.050 |
66.150 |
66.900 |
+0.275 |
1,320 |
8,106 |
+529 |
| May05 |
041102 |
65.900 |
66.625 |
65.900 |
66.550 |
+0.525 |
149 |
1,510 |
+62 |
| Jun05 |
041102 |
70.200 |
70.750 |
70.150 |
70.725 |
+0.500 |
510 |
4,046 |
+317 |
| Jul05 |
041102 |
66.250 |
67.000 |
66.200 |
66.725 |
+0.575 |
109 |
1,094 |
+62 |
| Aug05 |
041102 |
62.000 |
62.250 |
62.000 |
62.100 |
+0.125 |
36 |
608 |
+17 |
| Oct05 |
041102 |
54.750 |
55.000 |
54.300 |
54.300 |
-0.025 |
32 |
212 |
+0 |
| Total Volume and Open Interest |
16,957 |
87,673 |
+2,025 |
| Pork Bellies(CME) |
| Feb05 |
041102 |
98.200 |
99.200 |
97.550 |
98.000 |
+0.200 |
327 |
1,187 |
+33 |
| Mar05 |
041102 |
97.550 |
97.800 |
97.550 |
97.800 |
+0.800 |
0 |
28 |
+0 |
| May05 |
041102 |
100.050 |
100.050 |
98.500 |
98.500 |
+0.750 |
0 |
34 |
+0 |
| Jul05 |
041102 |
101.100 |
101.100 |
101.100 |
101.100 |
+0.500 |
2 |
8 |
+0 |
| Aug05 |
041102 |
96.000 |
96.000 |
96.000 |
96.000 |
+1.100 |
|
|
|
| Total Volume and Open Interest |
329 |
1,257 |
+33 |
| Class III Milk(CME) |
| Nov04 |
041102 |
14.14 |
14.22 |
14.11 |
14.22 |
+0.07 |
292 |
4,090 |
-137 |
| Dec04 |
041102 |
12.98 |
13.13 |
12.95 |
13.08 |
+0.11 |
237 |
3,474 |
+116 |
| Jan05 |
041102 |
12.41 |
12.44 |
12.40 |
12.44 |
+0.03 |
60 |
1,846 |
+22 |
| Feb05 |
041102 |
12.25 |
12.26 |
12.25 |
12.26 |
+0.01 |
29 |
1,900 |
+16 |
| Mar05 |
041102 |
12.30 |
12.30 |
12.30 |
12.30 |
+0.04 |
35 |
2,218 |
+17 |
| Total Volume and Open Interest |
730 |
20,295 |
+78 |
| Cocoa(ICE) |
| Dec04 |
041102 |
1456 |
1467 |
1451 |
1453 |
unch |
5,455 |
42,362 |
-1,108 |
| Mar05 |
041102 |
1474 |
1486 |
1470 |
1473 |
+1 |
2,046 |
23,467 |
+344 |
| May05 |
041102 |
1490 |
1496 |
1485 |
1485 |
+1 |
429 |
11,444 |
+34 |
| Jul05 |
041102 |
1500 |
1504 |
1497 |
1497 |
+1 |
485 |
10,694 |
+114 |
| Sep05 |
041102 |
1513 |
1513 |
1507 |
1509 |
+1 |
517 |
8,369 |
+365 |
| Dec05 |
041102 |
1520 |
1520 |
1520 |
1520 |
unch |
130 |
8,542 |
+20 |
| Mar06 |
041102 |
1535 |
1537 |
1530 |
1530 |
unch |
0 |
9,838 |
+0 |
| Total Volume and Open Interest |
9,062 |
125,391 |
-231 |
| Coffee "C"(ICE) |
| Dec04 |
041102 |
74.80 |
75.80 |
73.90 |
75.70 |
+1.50 |
10,978 |
44,161 |
-1,197 |
| Mar05 |
041102 |
77.70 |
78.80 |
77.05 |
78.75 |
+1.50 |
4,032 |
22,407 |
+582 |
| May05 |
041102 |
79.30 |
80.50 |
79.00 |
80.50 |
+1.50 |
475 |
5,292 |
-87 |
| Jul05 |
041102 |
81.00 |
82.25 |
80.80 |
82.25 |
+1.50 |
117 |
1,940 |
+27 |
| Sep05 |
041102 |
82.60 |
83.95 |
82.25 |
83.85 |
+1.65 |
101 |
1,213 |
-1 |
| Dec05 |
041102 |
85.00 |
86.45 |
85.00 |
86.45 |
+1.75 |
46 |
604 |
-21 |
| Total Volume and Open Interest |
15,800 |
75,821 |
-708 |
| Orange Juice(ICE) |
| Nov04 |
041102 |
76.95 |
76.95 |
75.80 |
76.25 |
-0.30 |
503 |
2,659 |
-380 |
| Jan05 |
041102 |
78.25 |
79.10 |
78.00 |
78.75 |
-0.10 |
2,365 |
16,809 |
+730 |
| Mar05 |
041102 |
80.30 |
80.90 |
80.25 |
80.40 |
-0.10 |
741 |
11,104 |
-99 |
| May05 |
041102 |
82.95 |
83.50 |
82.75 |
83.50 |
+0.75 |
185 |
4,337 |
+9 |
| Jul05 |
041102 |
84.25 |
85.00 |
84.25 |
85.00 |
+0.75 |
10 |
465 |
-10 |
| Sep05 |
041102 |
85.65 |
86.50 |
85.65 |
86.50 |
+0.75 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
3,804 |
36,055 |
+250 |
| Sugar #11(ICE) |
| Mar05 |
041102 |
8.45 |
8.57 |
8.45 |
8.50 |
+0.04 |
44,041 |
219,158 |
-7,137 |
| May05 |
041102 |
8.68 |
8.73 |
8.65 |
8.66 |
+0.02 |
7,609 |
40,476 |
-983 |
| Jul05 |
041102 |
8.54 |
8.57 |
8.50 |
8.52 |
+0.01 |
2,769 |
22,906 |
-435 |
| Oct05 |
041102 |
8.55 |
8.58 |
8.52 |
8.54 |
unch |
1,988 |
22,006 |
-256 |
| Mar06 |
041102 |
8.44 |
8.46 |
8.42 |
8.42 |
unch |
705 |
7,770 |
-27 |
| Total Volume and Open Interest |
57,369 |
316,238 |
-8,634 |
| Sugar #14(ICE) |
| Jan05 |
041102 |
20.41 |
20.45 |
20.41 |
20.41 |
-0.01 |
115 |
1,649 |
+1 |
| Mar05 |
041102 |
20.45 |
20.49 |
20.45 |
20.49 |
-0.01 |
2 |
3,185 |
+1 |
| May05 |
041102 |
20.55 |
20.55 |
20.55 |
20.55 |
-0.02 |
2 |
1,898 |
+2 |
| Jul05 |
041102 |
20.69 |
20.69 |
20.69 |
20.69 |
+0.01 |
9 |
1,496 |
+0 |
| Sep05 |
041102 |
20.76 |
20.76 |
20.75 |
20.76 |
-0.04 |
85 |
2,166 |
+78 |
| Total Volume and Open Interest |
217 |
10,953 |
+86 |
| London Cocoa(LCE) |
| Dec04 |
041102 |
833 |
836 |
829 |
830 |
-2 |
2,946 |
79,668 |
-137 |
| Mar05 |
041102 |
852 |
857 |
850 |
851 |
-1 |
1,139 |
38,023 |
+53 |
| May05 |
041102 |
868 |
870 |
864 |
865 |
-1 |
499 |
17,358 |
-397 |
| Jul05 |
041102 |
883 |
886 |
883 |
883 |
-1 |
11 |
14,980 |
-11 |
| Sep05 |
041102 |
900 |
906 |
899 |
902 |
+1 |
792 |
28,726 |
+558 |
| Dec05 |
041102 |
901 |
907 |
900 |
901 |
-3 |
243 |
11,840 |
+51 |
| Mar06 |
041102 |
911 |
915 |
908 |
908 |
-4 |
100 |
3,490 |
+66 |
| Total Volume and Open Interest |
5,781 |
194,537 |
+167 |
| London Coffee(LCE) |
| Nov04 |
041102 |
551.00 |
564.00 |
550.00 |
557.00 |
+11.00 |
1,197 |
21,509 |
-744 |
| Jan05 |
041102 |
573.00 |
586.00 |
572.00 |
583.00 |
+13.00 |
17,764 |
75,822 |
+1,600 |
| Mar05 |
041102 |
595.00 |
604.00 |
593.00 |
602.00 |
+12.00 |
2,590 |
35,573 |
+1,056 |
| May05 |
041102 |
613.00 |
623.00 |
613.00 |
621.00 |
+12.00 |
2,482 |
30,839 |
+1,605 |
| Jul05 |
041102 |
632.00 |
640.00 |
632.00 |
638.00 |
+10.00 |
1,158 |
8,283 |
+728 |
| Sep05 |
041102 |
655.00 |
655.00 |
653.00 |
655.00 |
+11.00 |
397 |
5,004 |
+330 |
| Total Volume and Open Interest |
25,985 |
178,990 |
+4,755 |
| London Sugar(LCE) |
| Dec04 |
041102 |
235.30 |
238.00 |
235.30 |
236.90 |
unch |
2,043 |
12,481 |
-847 |
| Mar05 |
041102 |
247.00 |
248.80 |
246.50 |
248.50 |
+0.50 |
1,917 |
26,726 |
+324 |
| May05 |
041102 |
255.10 |
256.10 |
254.50 |
256.00 |
+0.50 |
615 |
10,366 |
+241 |
| Aug05 |
041102 |
256.00 |
256.50 |
256.00 |
256.50 |
+0.50 |
104 |
4,616 |
-20 |
| Oct05 |
041102 |
256.50 |
257.00 |
256.40 |
257.00 |
+0.50 |
41 |
2,855 |
+9 |
| Total Volume and Open Interest |
4,904 |
59,650 |
-145 |
| Cotton(ICE) |
| Dec04 |
041102 |
43.70 |
45.30 |
43.55 |
45.15 |
+1.17 |
9,200 |
42,501 |
+732 |
| Mar05 |
041102 |
43.70 |
44.98 |
43.60 |
44.96 |
+0.76 |
4,859 |
25,861 |
+10 |
| May05 |
041102 |
45.15 |
46.30 |
45.10 |
46.30 |
+0.80 |
488 |
5,661 |
+136 |
| Jul05 |
041102 |
46.60 |
47.90 |
46.60 |
47.75 |
+0.73 |
349 |
6,786 |
+58 |
| Oct05 |
041102 |
50.00 |
50.00 |
50.00 |
50.00 |
+0.95 |
0 |
44 |
+0 |
| Dec05 |
041102 |
49.90 |
50.75 |
49.90 |
50.75 |
+0.75 |
327 |
3,454 |
+176 |
| Total Volume and Open Interest |
15,258 |
84,945 |
+1,137 |
| Lumber(CME) |
| Nov04 |
041102 |
309.9 |
312.0 |
305.5 |
309.0 |
+0.1 |
503 |
1,421 |
+0 |
| Jan05 |
041102 |
309.0 |
311.8 |
305.5 |
309.2 |
-2.1 |
531 |
1,892 |
+163 |
| Mar05 |
041102 |
319.2 |
320.5 |
316.4 |
320.2 |
-2.8 |
36 |
246 |
+11 |
| May05 |
041102 |
326.1 |
330.0 |
326.1 |
326.6 |
+0.5 |
2 |
72 |
+1 |
| Total Volume and Open Interest |
1,073 |
3,643 |
+175 |
| Crude Oil(NYM) |
| Dec04 |
041102 |
50.00 |
50.40 |
49.55 |
49.62 |
-0.51 |
133,138 |
212,893 |
-9,472 |
| Jan05 |
041102 |
49.80 |
50.25 |
49.45 |
49.59 |
-0.42 |
50,251 |
95,513 |
+4,360 |
| Feb05 |
041102 |
49.45 |
49.92 |
49.20 |
49.32 |
-0.41 |
17,969 |
46,536 |
-550 |
| Mar05 |
041102 |
49.00 |
49.25 |
48.80 |
48.89 |
-0.41 |
7,607 |
30,814 |
-1,556 |
| Apr05 |
041102 |
48.50 |
48.90 |
48.30 |
48.43 |
-0.40 |
2,691 |
21,375 |
+366 |
| May05 |
041102 |
48.40 |
48.40 |
47.97 |
47.97 |
-0.39 |
1,025 |
15,131 |
+30 |
| Jun05 |
041102 |
47.50 |
48.00 |
47.50 |
47.50 |
-0.39 |
3,126 |
33,243 |
+486 |
| Jul05 |
041102 |
47.25 |
47.25 |
47.02 |
47.02 |
-0.39 |
237 |
13,199 |
+110 |
| Aug05 |
041102 |
46.85 |
46.85 |
46.56 |
46.56 |
-0.39 |
251 |
9,798 |
+50 |
| Sep05 |
041102 |
46.00 |
46.13 |
46.00 |
46.13 |
-0.39 |
910 |
11,994 |
+94 |
| Oct05 |
041102 |
45.74 |
45.74 |
45.74 |
45.74 |
-0.39 |
132 |
5,726 |
+78 |
| Nov05 |
041102 |
45.38 |
45.38 |
45.38 |
45.38 |
-0.39 |
314 |
9,123 |
+69 |
| Dec05 |
041102 |
45.45 |
45.47 |
44.90 |
45.05 |
-0.39 |
7,520 |
50,913 |
+929 |
| Jan06 |
041102 |
45.10 |
45.10 |
44.73 |
44.73 |
-0.39 |
20 |
7,603 |
+3 |
| Feb06 |
041102 |
44.43 |
44.43 |
44.43 |
44.43 |
-0.39 |
20 |
3,106 |
+13 |
| Mar06 |
041102 |
44.16 |
44.16 |
44.16 |
44.16 |
-0.38 |
765 |
5,866 |
+373 |
| Total Volume and Open Interest |
230,828 |
712,885 |
-3,836 |
| Heating Oil(NYM) |
| Dec04 |
041102 |
141.00 |
141.40 |
138.80 |
139.22 |
-1.54 |
33,820 |
71,423 |
-822 |
| Jan05 |
041102 |
141.80 |
142.00 |
139.75 |
140.28 |
-1.18 |
8,641 |
34,262 |
+891 |
| Feb05 |
041102 |
140.50 |
140.80 |
139.00 |
139.23 |
-0.88 |
2,901 |
20,612 |
+354 |
| Mar05 |
041102 |
137.40 |
137.70 |
135.80 |
136.18 |
-0.68 |
2,575 |
15,727 |
+360 |
| Apr05 |
041102 |
131.30 |
132.50 |
130.50 |
130.88 |
-0.68 |
1,391 |
5,326 |
+78 |
| May05 |
041102 |
127.00 |
128.00 |
126.53 |
126.53 |
-0.68 |
318 |
4,543 |
+29 |
| Jun05 |
041102 |
124.40 |
125.45 |
123.98 |
123.98 |
-0.63 |
743 |
6,974 |
+97 |
| Jul05 |
041102 |
123.00 |
123.75 |
122.73 |
122.73 |
-0.53 |
386 |
4,225 |
+17 |
| Aug05 |
041102 |
123.90 |
124.20 |
122.83 |
122.83 |
-0.53 |
148 |
2,039 |
+105 |
| Sep05 |
041102 |
123.96 |
124.70 |
123.43 |
123.43 |
-0.53 |
36 |
3,563 |
+2 |
| Oct05 |
041102 |
124.70 |
124.70 |
124.18 |
124.18 |
-0.48 |
7 |
311 |
+3 |
| Nov05 |
041102 |
126.25 |
126.25 |
124.93 |
124.93 |
-0.43 |
6 |
428 |
+3 |
| Total Volume and Open Interest |
51,306 |
179,064 |
-1,012 |
| Gasoline(NYMEX) |
| Dec04 |
041102 |
129.80 |
130.40 |
128.60 |
128.77 |
-0.31 |
23,273 |
57,487 |
-1,211 |
| Jan05 |
041102 |
130.70 |
131.60 |
129.70 |
129.92 |
-0.45 |
7,660 |
28,779 |
+1,114 |
| Feb05 |
041102 |
131.80 |
131.80 |
130.72 |
130.72 |
-0.45 |
1,415 |
8,307 |
-308 |
| Mar05 |
041102 |
132.50 |
132.70 |
131.40 |
131.52 |
-0.40 |
446 |
5,541 |
-80 |
| Apr05 |
041102 |
139.50 |
139.50 |
138.47 |
138.47 |
-0.40 |
985 |
11,484 |
+309 |
| May05 |
041102 |
138.27 |
138.27 |
138.27 |
138.27 |
-0.35 |
613 |
9,547 |
+192 |
| Jun05 |
041102 |
137.17 |
137.17 |
137.17 |
137.17 |
-0.35 |
152 |
3,367 |
+27 |
| Jul05 |
041102 |
135.22 |
135.22 |
135.22 |
135.22 |
-0.30 |
50 |
3,840 |
-49 |
| Aug05 |
041102 |
132.82 |
132.82 |
132.82 |
132.82 |
-0.25 |
50 |
1,750 |
+0 |
| Sep05 |
041102 |
129.62 |
129.62 |
129.62 |
129.62 |
-0.20 |
30 |
4,202 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041102 |
8.700 |
8.730 |
8.460 |
8.567 |
-0.153 |
30,164 |
68,600 |
-1,441 |
| Jan05 |
041102 |
9.390 |
9.420 |
9.120 |
9.244 |
-0.150 |
7,564 |
51,911 |
+318 |
| Feb05 |
041102 |
9.380 |
9.410 |
9.200 |
9.299 |
-0.135 |
3,252 |
25,600 |
+768 |
| Mar05 |
041102 |
8.900 |
8.900 |
8.725 |
8.819 |
-0.130 |
3,154 |
25,459 |
+979 |
| Apr05 |
041102 |
7.450 |
7.450 |
7.360 |
7.419 |
-0.065 |
1,269 |
20,555 |
+308 |
| May05 |
041102 |
7.100 |
7.110 |
7.050 |
7.084 |
-0.055 |
959 |
18,556 |
+248 |
| Jun05 |
041102 |
7.130 |
7.130 |
7.075 |
7.106 |
-0.055 |
175 |
11,696 |
+28 |
| Jul05 |
041102 |
7.150 |
7.150 |
7.080 |
7.136 |
-0.055 |
143 |
14,754 |
+62 |
| Aug05 |
041102 |
7.200 |
7.210 |
7.130 |
7.161 |
-0.055 |
348 |
11,878 |
+8 |
| Sep05 |
041102 |
7.140 |
7.140 |
7.110 |
7.124 |
-0.057 |
177 |
10,745 |
+31 |
| Oct05 |
041102 |
7.200 |
7.200 |
7.130 |
7.154 |
-0.057 |
465 |
16,923 |
+41 |
| Nov05 |
041102 |
7.550 |
7.550 |
7.470 |
7.499 |
-0.057 |
380 |
8,445 |
-69 |
| Dec05 |
041102 |
7.810 |
7.814 |
7.790 |
7.814 |
-0.057 |
238 |
10,520 |
+34 |
| Jan06 |
041102 |
8.050 |
8.059 |
8.050 |
8.059 |
-0.057 |
276 |
12,074 |
+114 |
| Feb06 |
041102 |
8.070 |
8.070 |
8.020 |
8.029 |
-0.057 |
111 |
8,322 |
+50 |
| Mar06 |
041102 |
7.790 |
7.790 |
7.730 |
7.764 |
-0.052 |
316 |
9,589 |
+64 |
| Total Volume and Open Interest |
49,785 |
395,973 |
+1,816 |
| Brent Crude Oil(ICE) |
| Dec04 |
041102 |
46.95 |
47.35 |
46.40 |
46.55 |
-0.51 |
45,973 |
76,701 |
-8,939 |
| Jan05 |
041102 |
46.90 |
47.25 |
46.43 |
46.49 |
-0.50 |
29,061 |
95,796 |
-1,218 |
| Feb05 |
041102 |
46.73 |
46.99 |
46.24 |
46.31 |
-0.44 |
9,304 |
25,732 |
+4,040 |
| Mar05 |
041102 |
46.35 |
46.56 |
45.97 |
45.97 |
-0.40 |
1,118 |
18,787 |
+237 |
| Apr05 |
041102 |
45.90 |
46.00 |
45.57 |
45.57 |
-0.38 |
868 |
14,351 |
-227 |
| May05 |
041102 |
45.53 |
45.61 |
45.17 |
45.17 |
-0.35 |
106 |
5,184 |
-80 |
| Jun05 |
041102 |
45.00 |
45.37 |
44.77 |
44.77 |
-0.32 |
638 |
18,154 |
-365 |
| Jul05 |
041102 |
44.68 |
44.68 |
44.34 |
44.34 |
-0.33 |
213 |
6,037 |
+213 |
| Aug05 |
041102 |
43.95 |
43.95 |
43.95 |
43.95 |
-0.34 |
0 |
2,156 |
+0 |
| Sep05 |
041102 |
43.58 |
43.58 |
43.58 |
43.58 |
-0.35 |
0 |
5,530 |
-200 |
| Oct05 |
041102 |
43.76 |
43.76 |
43.23 |
43.23 |
-0.36 |
0 |
650 |
+0 |
| Nov05 |
041102 |
42.89 |
42.89 |
42.89 |
42.89 |
-0.38 |
0 |
100 |
+0 |
| Dec05 |
041102 |
43.00 |
43.10 |
42.55 |
42.55 |
-0.41 |
4,780 |
40,446 |
-2,110 |
| Total Volume and Open Interest |
94,361 |
359,697 |
-8,299 |
| Gas Oil(ICE) |
| Nov04 |
041102 |
428.25 |
434.50 |
423.50 |
429.50 |
+2.50 |
15,093 |
33,404 |
-1,768 |
| Dec04 |
041102 |
422.00 |
427.50 |
418.50 |
423.50 |
-3.00 |
18,028 |
48,192 |
-1,552 |
| Jan05 |
041102 |
419.75 |
423.00 |
415.75 |
420.00 |
-3.25 |
5,786 |
19,258 |
+650 |
| Feb05 |
041102 |
412.00 |
418.00 |
410.75 |
414.25 |
-0.50 |
2,035 |
7,288 |
+141 |
| Mar05 |
041102 |
404.75 |
409.25 |
403.25 |
406.75 |
-1.50 |
705 |
5,871 |
+160 |
| Apr05 |
041102 |
395.00 |
401.50 |
395.00 |
399.25 |
-0.50 |
386 |
5,526 |
-394 |
| May05 |
041102 |
389.00 |
393.75 |
389.00 |
393.75 |
+0.75 |
343 |
3,319 |
+0 |
| Jun05 |
041102 |
385.00 |
391.00 |
385.00 |
389.50 |
+1.00 |
1,771 |
9,447 |
-900 |
| Jul05 |
041102 |
388.25 |
388.25 |
388.25 |
388.25 |
+1.75 |
0 |
1,049 |
+0 |
| Aug05 |
041102 |
384.75 |
387.00 |
384.75 |
387.00 |
+2.25 |
200 |
1,126 |
+0 |
| Total Volume and Open Interest |
45,605 |
158,495 |
-4,163 |
| US Dollar Index(ICE) |
| Dec04 |
041102 |
85.260 |
85.680 |
85.240 |
85.570 |
+0.230 |
3,838 |
23,345 |
-261 |
| Mar05 |
041102 |
85.630 |
85.750 |
85.590 |
85.740 |
+0.230 |
11 |
2,722 |
+4 |
| Jun05 |
041102 |
85.920 |
85.920 |
85.920 |
85.920 |
+0.230 |
1 |
13 |
+1 |
| Total Volume and Open Interest |
3,850 |
26,094 |
-256 |
| Australian Dollar(CME) |
| Dec04 |
041102 |
74.35 |
74.37 |
74.05 |
74.26 |
-0.12 |
2,680 |
61,304 |
-365 |
| Mar05 |
041102 |
73.70 |
73.70 |
73.70 |
73.70 |
-0.11 |
57 |
491 |
+30 |
| Jun05 |
041102 |
73.16 |
73.16 |
73.16 |
73.16 |
-0.08 |
92 |
183 |
+62 |
| Total Volume and Open Interest |
2,832 |
62,023 |
-272 |
| British Pound(CME) |
| Dec04 |
041102 |
183.23 |
183.40 |
182.96 |
183.09 |
+0.40 |
1,112 |
74,444 |
+1,442 |
| Mar05 |
041102 |
182.25 |
182.25 |
181.89 |
181.89 |
+0.40 |
39 |
104 |
+25 |
| Jun05 |
041102 |
180.89 |
180.89 |
180.89 |
180.89 |
+0.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,151 |
74,551 |
+1,467 |
| Canadian Dollar(CME) |
| Dec04 |
041102 |
81.67 |
81.70 |
81.40 |
81.49 |
-0.33 |
3,859 |
110,854 |
+1,185 |
| Mar05 |
041102 |
81.52 |
81.52 |
81.35 |
81.40 |
-0.33 |
90 |
2,483 |
+69 |
| Jun05 |
041102 |
81.52 |
81.52 |
81.28 |
81.33 |
-0.33 |
124 |
1,609 |
+59 |
| Sep05 |
041102 |
81.22 |
81.26 |
81.20 |
81.26 |
-0.33 |
10 |
667 |
+0 |
| Total Volume and Open Interest |
4,085 |
115,899 |
+1,312 |
| Japanese Yen(CME) |
| Dec04 |
041102 |
94.30 |
94.40 |
94.16 |
94.24 |
+0.06 |
8,042 |
159,404 |
+5,786 |
| Mar05 |
041102 |
94.80 |
94.85 |
94.73 |
94.79 |
+0.06 |
339 |
915 |
+321 |
| Jun05 |
041102 |
95.40 |
95.40 |
95.40 |
95.40 |
+0.06 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
8,381 |
160,325 |
+6,107 |
| Swiss Franc(CME) |
| Dec04 |
041102 |
83.13 |
83.15 |
82.63 |
82.84 |
-0.44 |
4,716 |
66,869 |
-806 |
| Mar05 |
041102 |
83.39 |
83.39 |
82.95 |
83.13 |
-0.44 |
0 |
59 |
+0 |
| Jun05 |
041102 |
83.45 |
83.45 |
83.45 |
83.45 |
-0.44 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
4,716 |
66,996 |
-806 |
| EuroFX(CME) |
| Dec04 |
041102 |
127.12 |
127.16 |
126.64 |
126.87 |
-0.56 |
13,380 |
155,835 |
+6,050 |
| Mar05 |
041102 |
127.10 |
127.12 |
126.70 |
126.90 |
-0.56 |
79 |
2,596 |
+34 |
| Jun05 |
041102 |
127.05 |
127.05 |
126.96 |
126.96 |
-0.56 |
0 |
172 |
+0 |
| Total Volume and Open Interest |
14,553 |
159,712 |
+7,178 |
| Mexican Peso(CME) |
| Nov04 |
041102 |
872.8 |
872.8 |
865.5 |
872.8 |
+7.2 |
|
|
|
| Dec04 |
041102 |
861.0 |
869.0 |
860.2 |
868.5 |
+7.2 |
5,640 |
55,118 |
-803 |
| Total Volume and Open Interest |
5,657 |
56,335 |
-790 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041102 |
113~080 |
113~210 |
112~300 |
113~080 |
+0~040 |
208,722 |
565,694 |
-6,617 |
| Mar05 |
041102 |
112~030 |
112~120 |
111~310 |
112~070 |
+0~040 |
277 |
33,041 |
+18 |
| Jun05 |
041102 |
111~010 |
111~080 |
111~010 |
111~080 |
+0~050 |
7 |
124 |
-2 |
| Total Volume and Open Interest |
209,006 |
598,859 |
-6,601 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041102 |
113~055 |
113~135 |
113~000 |
113~075 |
+0~035 |
599,200 |
1,556,810 |
-25,934 |
| Mar05 |
041102 |
112~130 |
112~220 |
112~130 |
112~200 |
+0~035 |
43,941 |
156,432 |
+25,019 |
| Jun05 |
041102 |
111~150 |
111~220 |
111~150 |
111~215 |
+0~040 |
5 |
2,748 |
+0 |
| Total Volume and Open Interest |
643,146 |
1,715,990 |
-915 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041102 |
111~016 |
111~030 |
111~008 |
111~028 |
+0~012 |
302,618 |
1,034,494 |
+1,034,494 |
| Mar05 |
041102 |
110~036 |
110~050 |
110~036 |
110~046 |
+0~012 |
553 |
83,231 |
+83,231 |
| Jun05 |
041102 |
109~102 |
109~102 |
109~102 |
109~102 |
+0~014 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
303,171 |
15 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041102 |
105~102 |
105~106 |
105~100 |
105~105 |
+0~003 |
1,986 |
209,401 |
+3,027 |
| Total Volume and Open Interest |
1,986 |
209,401 |
+3,027 |
| Eurodollars(CME) |
| Dec04 |
041102 |
97.650 |
97.660 |
97.645 |
97.655 |
unch |
40,634 |
972,559 |
+16,469 |
| Mar05 |
041102 |
97.420 |
97.430 |
97.410 |
97.420 |
+0.005 |
42,485 |
903,385 |
+14,834 |
| Jun05 |
041102 |
97.230 |
97.245 |
97.220 |
97.240 |
+0.010 |
37,847 |
834,644 |
+12,749 |
| Sep05 |
041102 |
97.050 |
97.065 |
97.035 |
97.060 |
+0.010 |
44,419 |
703,444 |
-8,602 |
| Dec05 |
041102 |
96.850 |
96.865 |
96.835 |
96.860 |
+0.010 |
35,354 |
529,240 |
-2,182 |
| Mar06 |
041102 |
96.685 |
96.705 |
96.670 |
96.700 |
+0.015 |
42,977 |
450,614 |
+7,877 |
| Jun06 |
041102 |
96.525 |
96.545 |
96.505 |
96.540 |
+0.015 |
27,301 |
312,623 |
+5,233 |
| Sep06 |
041102 |
96.370 |
96.385 |
96.360 |
96.385 |
+0.015 |
24,405 |
245,691 |
-941 |
| Dec06 |
041102 |
96.220 |
96.240 |
96.210 |
96.235 |
+0.015 |
5,639 |
196,348 |
-370 |
| Mar07 |
041102 |
96.090 |
96.105 |
96.080 |
96.105 |
+0.015 |
13,306 |
165,439 |
-4,098 |
| Jun07 |
041102 |
95.950 |
95.975 |
95.940 |
95.975 |
+0.015 |
4,862 |
158,252 |
+764 |
| Sep07 |
041102 |
95.830 |
95.850 |
95.815 |
95.850 |
+0.010 |
4,783 |
113,033 |
-62 |
| Dec07 |
041102 |
95.700 |
95.725 |
95.695 |
95.725 |
+0.010 |
2,510 |
91,628 |
+347 |
| Mar08 |
041102 |
95.610 |
95.620 |
95.590 |
95.620 |
+0.010 |
2,906 |
84,704 |
+325 |
| Jun08 |
041102 |
95.495 |
95.505 |
95.475 |
95.505 |
+0.010 |
2,342 |
85,065 |
+656 |
| Sep08 |
041102 |
95.390 |
95.400 |
95.365 |
95.400 |
+0.010 |
2,541 |
77,441 |
+956 |
| Dec08 |
041102 |
95.270 |
95.285 |
95.240 |
95.285 |
+0.010 |
2,598 |
58,873 |
+275 |
| Mar09 |
041102 |
95.170 |
95.185 |
95.140 |
95.185 |
+0.010 |
2,580 |
47,394 |
+282 |
| Total Volume and Open Interest |
345,661 |
6,209,382 |
+44,734 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041102 |
98.090 |
98.090 |
98.090 |
98.090 |
unch |
2,835 |
188,789 |
+4,209 |
| Dec04 |
041102 |
97.940 |
97.940 |
97.930 |
97.930 |
unch |
1,758 |
146,278 |
+3,133 |
| Jan05 |
041102 |
97.870 |
97.870 |
97.860 |
97.870 |
unch |
1,429 |
106,236 |
-3,059 |
| Feb05 |
041102 |
97.690 |
97.700 |
97.690 |
97.690 |
unch |
974 |
26,694 |
-1,349 |
| Mar05 |
041102 |
97.630 |
97.650 |
97.630 |
97.640 |
unch |
379 |
6,571 |
+190 |
| Apr05 |
041102 |
97.570 |
97.570 |
97.560 |
97.560 |
+0.010 |
125 |
526 |
+75 |
| Total Volume and Open Interest |
7,500 |
475,130 |
-91,767 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041102 |
98.090 |
98.090 |
98.085 |
98.085 |
unch |
12,463 |
0 |
+0 |
| Dec04 |
041102 |
97.935 |
97.935 |
97.925 |
97.935 |
unch |
13,109 |
0 |
+0 |
| Jan05 |
041102 |
97.870 |
97.870 |
97.860 |
97.870 |
unch |
25,932 |
0 |
+0 |
| Feb05 |
041102 |
97.690 |
97.695 |
97.685 |
97.695 |
+0.005 |
3,891 |
0 |
+0 |
| Mar05 |
041102 |
97.635 |
97.645 |
97.630 |
97.645 |
+0.010 |
451 |
0 |
+0 |
| Apr05 |
041102 |
97.555 |
97.555 |
97.555 |
97.555 |
unch |
90 |
0 |
+0 |
| Total Volume and Open Interest |
55,936 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041102 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
11,724 |
+5 |
| Mar05 |
041102 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1 |
35,561 |
+0 |
| Jun05 |
041102 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
0 |
21,459 |
+35 |
| Sep05 |
041102 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
8,592 |
+25 |
| Dec05 |
041102 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
90 |
7,161 |
-20 |
| Mar06 |
041102 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
10,853 |
+98 |
| Jun06 |
041102 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
2,719 |
+0 |
| Sep06 |
041102 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
0 |
2,174 |
+0 |
| Dec06 |
041102 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.01 |
0 |
411 |
+0 |
| Mar07 |
041102 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
91 |
101,597 |
+143 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041102 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
5,169 |
60,267 |
-4 |
| Mar05 |
041102 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,476 |
83,812 |
+216 |
| Jun05 |
041102 |
99.86 |
99.87 |
99.86 |
99.87 |
unch |
640 |
79,663 |
-328 |
| Sep05 |
041102 |
99.81 |
99.81 |
99.81 |
99.81 |
0.00 |
386 |
44,580 |
+127 |
| Dec05 |
041102 |
99.74 |
99.74 |
99.73 |
99.73 |
-0.01 |
441 |
36,627 |
-290 |
| Mar06 |
041102 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
102 |
31,246 |
-17 |
| Jun06 |
041102 |
99.55 |
99.56 |
99.55 |
99.56 |
-0.01 |
139 |
14,720 |
+125 |
| Sep06 |
041102 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
0 |
5,949 |
+0 |
| Total Volume and Open Interest |
8,353 |
370,639 |
+4 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041102 |
137.83 |
137.83 |
137.39 |
137.54 |
-0.43 |
6,196 |
26,841 |
+405 |
| Mar05 |
041102 |
136.59 |
136.59 |
136.59 |
136.59 |
-0.43 |
0 |
4 |
+4 |
| Jun05 |
041102 |
136.59 |
136.59 |
136.59 |
136.59 |
-0.43 |
|
|
|
| Total Volume and Open Interest |
6,196 |
26,845 |
+409 |
| Euro-Bund(EUREX) |
| Dec04 |
041102 |
116.90 |
116.90 |
116.47 |
116.68 |
-0.18 |
919,231 |
1,354,262 |
+7,004 |
| Mar05 |
041102 |
116.15 |
116.15 |
115.76 |
115.95 |
-0.18 |
1,148 |
28,897 |
+688 |
| Jun05 |
041102 |
115.53 |
115.53 |
115.53 |
115.53 |
-0.23 |
2,659 |
241 |
+1 |
| Total Volume and Open Interest |
923,038 |
1,383,400 |
+7,693 |
| Euro-Bobl(EUREX) |
| Dec04 |
041102 |
112.34 |
112.34 |
112.08 |
112.17 |
-0.15 |
505,923 |
830,429 |
+3,889 |
| Mar05 |
041102 |
112.02 |
112.02 |
111.79 |
111.87 |
-0.15 |
626 |
13,970 |
+150 |
| Jun05 |
041102 |
111.23 |
111.23 |
111.23 |
111.23 |
-0.09 |
610 |
800 |
+0 |
| Total Volume and Open Interest |
507,159 |
845,199 |
+4,039 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041102 |
97.820 |
97.820 |
97.815 |
97.815 |
-0.015 |
1,557 |
10,404 |
-114 |
| Mar05 |
041102 |
97.730 |
97.730 |
97.710 |
97.715 |
-0.020 |
340 |
6,523 |
+39 |
| Jun05 |
041102 |
97.620 |
97.620 |
97.595 |
97.595 |
-0.060 |
172 |
4,035 |
+65 |
| Total Volume and Open Interest |
2,236 |
27,574 |
-6 |
| Long Gilt(LIFFE) |
| Dec04 |
041102 |
108~06 |
108~07 |
107~15 |
107~25 |
-0~16 |
40,029 |
207,938 |
+5,092 |
| Mar05 |
041102 |
109~11 |
109~11 |
109~11 |
109~11 |
-0~18 |
9 |
9 |
+9 |
| Total Volume and Open Interest |
40,038 |
207,947 |
+5,101 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041102 |
95.09 |
95.09 |
95.06 |
95.07 |
-0.02 |
19,420 |
250,778 |
+4,371 |
| Mar05 |
041102 |
95.07 |
95.07 |
94.99 |
95.00 |
-0.07 |
28,628 |
272,493 |
+4,322 |
| Jun05 |
041102 |
95.09 |
95.09 |
94.99 |
95.00 |
-0.10 |
19,527 |
205,672 |
-2,686 |
| Sep05 |
041102 |
95.11 |
95.11 |
95.00 |
95.02 |
-0.11 |
17,687 |
180,787 |
+871 |
| Dec05 |
041102 |
95.11 |
95.12 |
95.01 |
95.02 |
-0.12 |
19,388 |
180,981 |
+3,458 |
| Mar06 |
041102 |
95.10 |
95.12 |
95.00 |
95.01 |
-0.12 |
8,955 |
98,732 |
+2,813 |
| Total Volume and Open Interest |
117,959 |
1,376,087 |
+13,054 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041102 |
97.825 |
97.825 |
97.815 |
97.815 |
-0.010 |
39,733 |
628,578 |
+2,229 |
| Mar05 |
041102 |
97.740 |
97.740 |
97.705 |
97.710 |
-0.030 |
53,435 |
539,783 |
-250 |
| Jun05 |
041102 |
97.640 |
97.640 |
97.585 |
97.595 |
-0.045 |
66,345 |
536,925 |
-1,822 |
| Total Volume and Open Interest |
307,602 |
3,102,400 |
+5,216 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041102 |
94.58 |
94.58 |
94.56 |
94.57 |
-0.01 |
6,584 |
162,861 |
-6,721 |
| Mar05 |
041102 |
94.54 |
94.54 |
94.51 |
94.52 |
-0.02 |
15,633 |
190,055 |
+1,696 |
| Jun05 |
041102 |
94.51 |
94.52 |
94.49 |
94.49 |
-0.03 |
2,769 |
52,487 |
+356 |
| Sep05 |
041102 |
94.50 |
94.50 |
94.47 |
94.48 |
-0.02 |
1,144 |
29,501 |
+567 |
| Dec05 |
041102 |
94.45 |
94.45 |
94.45 |
94.45 |
-0.03 |
77 |
16,206 |
+24 |
| Mar06 |
041102 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.03 |
215 |
11,957 |
+141 |
| Jun06 |
041102 |
94.41 |
94.41 |
94.41 |
94.41 |
-0.03 |
145 |
8,939 |
-207 |
| Sep06 |
041102 |
94.39 |
94.39 |
94.39 |
94.39 |
-0.02 |
75 |
4,169 |
-20 |
| Dec06 |
041102 |
94.35 |
94.35 |
94.35 |
94.35 |
-0.03 |
0 |
2,820 |
+0 |
| Mar07 |
041102 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.02 |
0 |
1,797 |
+0 |
| Total Volume and Open Interest |
26,642 |
484,053 |
-4,164 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041102 |
94.64 |
94.66 |
94.59 |
94.62 |
-0.03 |
10,591 |
249,291 |
-3,505 |
| Mar05 |
041102 |
94.62 |
94.62 |
94.62 |
94.62 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
10,591 |
249,291 |
-3,505 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041102 |
94.85 |
94.85 |
94.80 |
94.82 |
-0.03 |
27,428 |
396,112 |
+1,074 |
| Mar05 |
041102 |
94.82 |
94.82 |
94.82 |
94.82 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
27,428 |
396,112 |
+1,074 |
| Gold(CMX) |
| Dec04 |
041102 |
426.5 |
426.8 |
418.0 |
420.8 |
-7.4 |
44,098 |
253,662 |
+3,256 |
| Feb05 |
041102 |
428.5 |
428.6 |
420.0 |
422.5 |
-7.4 |
2,219 |
17,101 |
+256 |
| Apr05 |
041102 |
430.0 |
430.5 |
422.2 |
424.2 |
-7.4 |
712 |
5,869 |
+366 |
| Jun05 |
041102 |
432.0 |
432.0 |
423.9 |
426.0 |
-7.4 |
117 |
15,013 |
+24 |
| Aug05 |
041102 |
426.0 |
428.0 |
426.0 |
428.0 |
-7.3 |
50 |
6,304 |
-20 |
| Oct05 |
041102 |
430.0 |
430.0 |
430.0 |
430.0 |
-7.3 |
212 |
2,591 |
+74 |
| Dec05 |
041102 |
436.5 |
436.5 |
430.0 |
432.0 |
-7.3 |
315 |
9,325 |
+125 |
| Feb06 |
041102 |
434.2 |
434.2 |
434.2 |
434.2 |
-7.3 |
0 |
844 |
+0 |
| Apr06 |
041102 |
436.4 |
436.4 |
436.4 |
436.4 |
-7.3 |
0 |
491 |
+0 |
| Jun06 |
041102 |
438.5 |
438.5 |
438.5 |
438.5 |
-7.3 |
102 |
8,314 |
+0 |
| Aug06 |
041102 |
440.9 |
440.9 |
440.9 |
440.9 |
-7.3 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
148,140 |
327,886 |
+4,232 |
| Silver(CMX) |
| Dec04 |
041102 |
722.5 |
725.5 |
692.0 |
702.0 |
-31.0 |
10,618 |
88,539 |
-649 |
| Mar05 |
041102 |
729.0 |
730.0 |
694.0 |
706.2 |
-31.0 |
724 |
17,819 |
+77 |
| May05 |
041102 |
730.0 |
730.0 |
701.0 |
708.8 |
-30.8 |
26 |
2,425 |
+0 |
| Jul05 |
041102 |
732.0 |
732.0 |
707.0 |
711.4 |
-30.9 |
3 |
2,118 |
+3 |
| Sep05 |
041102 |
738.0 |
738.0 |
713.5 |
713.5 |
-31.0 |
5 |
562 |
+0 |
| Dec05 |
041102 |
740.0 |
740.0 |
712.0 |
716.8 |
-31.0 |
225 |
3,690 |
+29 |
| Mar06 |
041102 |
705.0 |
720.1 |
705.0 |
720.1 |
-30.6 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
39,619 |
116,792 |
-536 |
| Platinum(NYMEX) |
| Jan05 |
041102 |
827.0 |
828.0 |
821.2 |
826.6 |
-5.8 |
521 |
5,590 |
-35 |
| Apr05 |
041102 |
823.6 |
823.6 |
823.6 |
823.6 |
-6.8 |
20 |
353 |
+0 |
| Total Volume and Open Interest |
521 |
5,943 |
-35 |
| Palladium(NYMEX) |
| Dec04 |
041102 |
210.50 |
212.90 |
208.25 |
210.50 |
-0.25 |
709 |
9,482 |
-82 |
| Mar05 |
041102 |
215.00 |
215.00 |
211.00 |
212.15 |
-0.35 |
101 |
300 |
+82 |
| Jun05 |
041102 |
215.15 |
215.15 |
215.15 |
215.15 |
-0.35 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
810 |
9,787 |
+0 |
| Copper(CMX) |
| Dec04 |
041102 |
130.80 |
132.50 |
130.20 |
132.05 |
+1.30 |
6,595 |
41,113 |
-1,317 |
| Mar05 |
041102 |
129.40 |
131.20 |
129.10 |
131.00 |
+1.55 |
2,439 |
11,868 |
+870 |
| May05 |
041102 |
126.40 |
126.90 |
125.70 |
126.75 |
+1.80 |
569 |
3,657 |
+437 |
| Jul05 |
041102 |
121.90 |
122.25 |
121.00 |
122.25 |
+1.90 |
25 |
1,640 |
+6 |
| Sep05 |
041102 |
118.50 |
119.25 |
118.50 |
119.25 |
+2.10 |
22 |
1,563 |
+2 |
| Total Volume and Open Interest |
22,191 |
69,699 |
+34 |
| Aluminum(CMX) |
| Nov04 |
041102 |
87.30 |
87.30 |
87.30 |
87.30 |
-1.30 |
5 |
874 |
-4 |
| Dec04 |
041102 |
87.30 |
87.30 |
87.30 |
87.30 |
-0.90 |
35 |
1,216 |
-6 |
| Jan05 |
041102 |
87.00 |
87.00 |
87.00 |
87.00 |
-0.80 |
1 |
619 |
+1 |
| Feb05 |
041102 |
86.70 |
86.70 |
86.70 |
86.70 |
-0.70 |
0 |
584 |
+0 |
| Mar05 |
041102 |
86.40 |
86.40 |
86.40 |
86.40 |
-0.60 |
1 |
602 |
+1 |
| Apr05 |
041102 |
86.10 |
86.10 |
86.10 |
86.10 |
-0.50 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
221 |
9,858 |
-5 |
| DJIA Index(CBOT) |
| Dec04 |
041102 |
10065 |
10125 |
10000 |
10028 |
-14 |
4,926 |
42,440 |
+461 |
| Mar05 |
041102 |
10075 |
10100 |
10020 |
10024 |
-14 |
6 |
47 |
+1 |
| Jun05 |
041102 |
10032 |
10032 |
10032 |
10032 |
-14 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,932 |
42,489 |
+462 |
| S & P 500(CME) |
| Dec04 |
041102 |
1132.20 |
1140.80 |
1128.00 |
1130.60 |
-0.20 |
32,238 |
624,507 |
+2,270 |
| Mar05 |
041102 |
1135.50 |
1141.00 |
1131.90 |
1131.90 |
-0.20 |
1,966 |
25,151 |
+634 |
| Jun05 |
041102 |
1134.30 |
1134.30 |
1134.30 |
1134.30 |
-0.10 |
280 |
2,484 |
+106 |
| Sep05 |
041102 |
1136.80 |
1136.80 |
1136.80 |
1136.80 |
-0.10 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
34,484 |
652,358 |
+3,010 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041102 |
1130.75 |
1141.00 |
1127.75 |
1130.50 |
-0.25 |
494,666 |
785,225 |
+16,384 |
| Mar05 |
041102 |
1127.25 |
1142.25 |
1127.25 |
1132.00 |
unch |
2,858 |
14,163 |
+2,262 |
| Total Volume and Open Interest |
497,524 |
799,388 |
+18,646 |
| NASDAQ 100(CME) |
| Dec04 |
041102 |
1495.00 |
1513.00 |
1491.00 |
1498.00 |
+6.50 |
6,868 |
76,350 |
+462 |
| Mar05 |
041102 |
1502.00 |
1505.50 |
1501.00 |
1505.50 |
+6.50 |
1 |
42 |
+1 |
| Jun05 |
041102 |
1512.50 |
1512.50 |
1512.50 |
1512.50 |
+6.50 |
|
|
|
| Total Volume and Open Interest |
6,869 |
76,392 |
+463 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041102 |
1492.00 |
1513.00 |
1488.00 |
1498.00 |
+6.50 |
215,086 |
330,229 |
+10,458 |
| Mar05 |
041102 |
1504.50 |
1518.50 |
1501.00 |
1505.50 |
+6.50 |
44 |
1,922 |
+31 |
| Total Volume and Open Interest |
215,130 |
332,151 |
+10,489 |
| S & P Midcap 400(CME) |
| Dec04 |
041102 |
603.50 |
607.00 |
600.25 |
601.50 |
-0.75 |
303 |
13,719 |
+89 |
| Mar05 |
041102 |
602.00 |
602.00 |
602.00 |
602.00 |
-0.75 |
0 |
1 |
+0 |
| Jun05 |
041102 |
602.00 |
602.00 |
602.00 |
602.00 |
-0.75 |
|
|
|
| Total Volume and Open Interest |
303 |
13,720 |
+89 |
| Russell 2000(CME) |
| Dec04 |
041102 |
589.00 |
592.50 |
583.00 |
584.75 |
-2.50 |
1,060 |
27,124 |
+226 |
| Mar05 |
041102 |
584.75 |
584.75 |
584.75 |
584.75 |
-2.50 |
|
|
|
| Jun05 |
041102 |
584.75 |
584.75 |
584.75 |
584.75 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
1,060 |
27,124 |
+226 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041102 |
587.10 |
592.30 |
582.80 |
584.80 |
-2.50 |
59,357 |
90,398 |
+1,230 |
| Mar05 |
041102 |
592.00 |
592.50 |
584.80 |
584.80 |
-2.50 |
3 |
182 |
+2 |
| Total Volume and Open Interest |
59,360 |
90,580 |
+1,232 |
| Nikkei 225(CME) |
| Dec04 |
041102 |
10780 |
10925 |
10770 |
10920 |
+205 |
20,252 |
161,978 |
+3,425 |
| Mar05 |
041102 |
10920 |
10920 |
10920 |
10920 |
+205 |
0 |
13 |
+10 |
| Total Volume and Open Interest |
20,252 |
161,995 |
+3,436 |
| Nikkei 225(SGX) |
| Dec04 |
041102 |
10780 |
10925 |
10770 |
10920 |
+205 |
20,252 |
161,978 |
+3,425 |
| Mar05 |
041102 |
10920 |
10920 |
10920 |
10920 |
+205 |
0 |
13 |
+10 |
| Jun05 |
041102 |
10875 |
10875 |
10875 |
10875 |
+205 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
20,252 |
161,995 |
+3,436 |
| CAC 40(EURONEXT) |
| Nov04 |
041102 |
3746.5 |
3773.5 |
3734.5 |
3771.0 |
+31.0 |
40,479 |
396,973 |
+2,897 |
| Dec04 |
041102 |
3744.0 |
3769.5 |
3732.0 |
3768.5 |
+30.5 |
1,135 |
138,372 |
+506 |
| Jan05 |
041102 |
3775.0 |
3775.0 |
3775.0 |
3775.0 |
+31.0 |
|
|
|
| Total Volume and Open Interest |
41,618 |
544,375 |
+3,407 |
| Hang Seng Index(HKFE) |
| Nov04 |
041102 |
13130 |
13297 |
13130 |
13266 |
+206 |
29,192 |
105,060 |
+1,047 |
| Dec04 |
041102 |
13128 |
13290 |
13128 |
13256 |
+193 |
118 |
1,222 |
-8 |
| Total Volume and Open Interest |
29,337 |
108,868 |
+1,051 |
| DAX(EUREX) |
| Dec04 |
041102 |
4035.0 |
4060.0 |
4021.5 |
4060.0 |
+48.0 |
86,741 |
160,353 |
-264 |
| Mar05 |
041102 |
4057.0 |
4082.0 |
4045.0 |
4082.0 |
+48.0 |
351 |
9,693 |
+17 |
| Jun05 |
041102 |
4075.0 |
4105.5 |
4070.0 |
4105.5 |
+49.0 |
282 |
1,750 |
+6 |
| Total Volume and Open Interest |
87,374 |
171,796 |
-241 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041102 |
4691.50 |
4708.00 |
4675.00 |
4702.00 |
+16.50 |
46,169 |
459,622 |
+3,911 |
| Mar05 |
041102 |
4686.00 |
4703.50 |
4686.00 |
4703.50 |
+16.50 |
2 |
19,809 |
+1 |
| Jun05 |
041102 |
4723.00 |
4723.00 |
4723.00 |
4723.00 |
+16.50 |
2 |
13,405 |
+0 |
| Total Volume and Open Interest |
46,173 |
492,836 |
+3,912 |
| SPI 200(SFE) |
| Dec04 |
041102 |
3805.0 |
3808.0 |
3788.0 |
3808.0 |
+10.0 |
11,738 |
168,037 |
+1,833 |
| Mar05 |
041102 |
3812.0 |
3817.0 |
3800.0 |
3817.0 |
+10.0 |
282 |
3,176 |
-14 |
| Jun05 |
041102 |
3815.0 |
3827.0 |
3810.0 |
3827.0 |
+9.0 |
0 |
3,135 |
+0 |
| Total Volume and Open Interest |
12,103 |
177,982 |
+1,838 |
| GSCI(CME) |
| Nov04 |
041102 |
346.75 |
348.20 |
343.70 |
344.00 |
-1.90 |
147 |
16,838 |
-65 |
| Dec04 |
041102 |
349.10 |
349.10 |
349.10 |
349.10 |
-1.50 |
105 |
221 |
+105 |
| Jan05 |
041102 |
348.00 |
348.00 |
348.00 |
348.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
252 |
17,059 |
+39 |
| RJ/CRB Index(ICE) |
| Nov04 |
041102 |
281.00 |
281.00 |
279.75 |
281.00 |
unch |
45 |
237 |
-2 |
| Jan05 |
041102 |
280.85 |
280.85 |
279.65 |
280.70 |
+0.20 |
30 |
251 |
+11 |
| Feb05 |
041102 |
278.50 |
279.25 |
278.50 |
279.25 |
+0.75 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
82 |
625 |
+11 |
|
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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