|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed November 03, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov04 |
041103 |
528.50 |
538.00 |
521.50 |
524.25 |
-3.75 |
11,646 |
14,960 |
-3,027 |
Jan05 |
041103 |
524.50 |
532.00 |
516.00 |
518.50 |
-7.00 |
33,142 |
116,366 |
+667 |
Mar05 |
041103 |
528.00 |
535.00 |
520.50 |
522.50 |
-6.50 |
6,498 |
42,889 |
-7 |
May05 |
041103 |
534.00 |
539.00 |
524.00 |
528.25 |
-6.25 |
2,776 |
25,862 |
+183 |
Jul05 |
041103 |
540.00 |
545.00 |
531.50 |
534.25 |
-5.50 |
2,857 |
20,978 |
+611 |
Aug05 |
041103 |
535.00 |
537.00 |
535.00 |
535.50 |
-6.25 |
0 |
980 |
+0 |
Sep05 |
041103 |
540.00 |
540.00 |
536.00 |
536.00 |
-6.00 |
10 |
200 |
+9 |
Total Volume and Open Interest |
57,195 |
229,287 |
-1,532 |
Soybean Meal(CBOT) |
Dec04 |
041103 |
150.80 |
152.80 |
150.30 |
150.60 |
-0.50 |
11,836 |
50,231 |
-852 |
Jan05 |
041103 |
152.30 |
153.80 |
151.20 |
151.50 |
-0.90 |
5,024 |
19,012 |
+214 |
Mar05 |
041103 |
154.60 |
156.00 |
153.20 |
153.70 |
-1.00 |
3,548 |
24,243 |
-87 |
May05 |
041103 |
157.00 |
158.00 |
155.30 |
155.70 |
-1.20 |
1,789 |
15,502 |
+146 |
Jul05 |
041103 |
159.80 |
161.00 |
157.60 |
157.90 |
-2.00 |
2,773 |
20,071 |
+614 |
Aug05 |
041103 |
161.40 |
162.50 |
159.00 |
159.50 |
-1.90 |
555 |
7,415 |
-5 |
Sep05 |
041103 |
163.00 |
163.80 |
160.50 |
160.50 |
-2.10 |
230 |
4,858 |
+113 |
Oct05 |
041103 |
164.00 |
164.00 |
161.50 |
161.80 |
-1.80 |
548 |
2,303 |
+89 |
Total Volume and Open Interest |
27,151 |
147,953 |
+310 |
Soybean Oil(CBOT) |
Dec04 |
041103 |
21.05 |
21.18 |
20.48 |
20.53 |
-0.46 |
12,853 |
51,356 |
+350 |
Jan05 |
041103 |
21.14 |
21.28 |
20.63 |
20.64 |
-0.45 |
4,264 |
31,409 |
+1,129 |
Mar05 |
041103 |
21.20 |
21.29 |
20.79 |
20.80 |
-0.37 |
2,717 |
24,491 |
-26 |
May05 |
041103 |
21.30 |
21.35 |
20.90 |
20.90 |
-0.34 |
949 |
16,192 |
+141 |
Jul05 |
041103 |
21.33 |
21.44 |
20.95 |
20.98 |
-0.33 |
1,656 |
13,774 |
+308 |
Aug05 |
041103 |
21.35 |
21.35 |
21.00 |
21.00 |
-0.28 |
272 |
5,425 |
-14 |
Sep05 |
041103 |
21.35 |
21.35 |
21.00 |
21.00 |
-0.29 |
249 |
3,125 |
+46 |
Oct05 |
041103 |
21.35 |
21.35 |
21.05 |
21.05 |
-0.20 |
61 |
2,230 |
+55 |
Total Volume and Open Interest |
23,215 |
153,726 |
+2,042 |
Canola(WCE) |
Nov04 |
041103 |
298.0 |
298.0 |
293.9 |
294.2 |
-3.3 |
684 |
562 |
-642 |
Jan05 |
041103 |
297.0 |
299.8 |
294.0 |
294.2 |
-5.4 |
3,725 |
40,634 |
-699 |
Mar05 |
041103 |
301.5 |
304.0 |
299.1 |
299.1 |
-4.3 |
1,286 |
7,360 |
+646 |
May05 |
041103 |
308.0 |
308.0 |
303.1 |
303.1 |
-4.4 |
0 |
429 |
+0 |
Jul05 |
041103 |
311.0 |
311.0 |
311.0 |
311.0 |
-2.0 |
4 |
389 |
+0 |
Total Volume and Open Interest |
6,237 |
58,028 |
-193 |
Corn(CBOT) |
Dec04 |
041103 |
199.25 |
201.00 |
198.75 |
199.00 |
-0.75 |
32,470 |
324,764 |
-1,097 |
Mar05 |
041103 |
210.50 |
212.25 |
210.00 |
210.50 |
-0.75 |
13,218 |
166,083 |
+4,965 |
May05 |
041103 |
218.50 |
219.75 |
218.00 |
218.25 |
-0.50 |
1,542 |
49,169 |
+192 |
Jul05 |
041103 |
225.00 |
226.50 |
224.75 |
225.00 |
-0.50 |
2,440 |
55,699 |
+113 |
Sep05 |
041103 |
234.00 |
234.25 |
232.50 |
232.50 |
-0.50 |
200 |
14,828 |
+47 |
Dec05 |
041103 |
241.25 |
242.25 |
241.00 |
241.50 |
unch |
1,987 |
29,072 |
+478 |
Total Volume and Open Interest |
51,884 |
641,847 |
+4,712 |
Wheat(CBOT) |
Dec04 |
041103 |
302.50 |
304.50 |
298.50 |
300.25 |
-2.00 |
19,503 |
107,199 |
-1,691 |
Mar05 |
041103 |
314.50 |
317.00 |
311.00 |
314.25 |
-0.75 |
8,586 |
40,152 |
+2,681 |
May05 |
041103 |
324.00 |
324.00 |
317.50 |
319.25 |
-2.00 |
668 |
5,382 |
+119 |
Jul05 |
041103 |
326.50 |
328.00 |
322.50 |
323.25 |
-3.00 |
631 |
9,448 |
-241 |
Sep05 |
041103 |
329.50 |
329.50 |
329.50 |
329.50 |
-3.75 |
33 |
217 |
+14 |
Total Volume and Open Interest |
29,785 |
163,182 |
+1,183 |
Wheat(KCBT) |
Dec04 |
041103 |
340.75 |
342.00 |
338.50 |
340.00 |
-0.75 |
4,610 |
47,704 |
-10 |
Mar05 |
041103 |
344.00 |
345.75 |
342.00 |
343.25 |
-0.75 |
2,343 |
19,974 |
+828 |
May05 |
041103 |
344.00 |
344.00 |
343.00 |
343.00 |
+0.50 |
222 |
3,904 |
+108 |
Jul05 |
041103 |
337.00 |
337.25 |
335.00 |
336.50 |
+0.25 |
623 |
6,925 |
+37 |
Sep05 |
041103 |
341.00 |
341.00 |
340.00 |
340.50 |
+0.50 |
134 |
1,111 |
+133 |
Total Volume and Open Interest |
7,932 |
79,681 |
+1,096 |
Wheat(MGE) |
Dec04 |
041103 |
360.00 |
362.00 |
359.00 |
360.25 |
+0.25 |
2,679 |
15,890 |
-419 |
Mar05 |
041103 |
365.50 |
367.00 |
364.75 |
365.50 |
unch |
1,371 |
11,044 |
+290 |
May05 |
041103 |
370.50 |
370.50 |
368.00 |
368.25 |
-1.25 |
94 |
4,354 |
+2 |
Jul05 |
041103 |
367.50 |
368.50 |
367.50 |
367.50 |
-1.25 |
121 |
2,341 |
+62 |
Sep05 |
041103 |
361.00 |
361.00 |
361.00 |
361.00 |
-2.00 |
77 |
924 |
+47 |
Total Volume and Open Interest |
4,376 |
34,679 |
-22 |
Oats(CBOT) |
Dec04 |
041103 |
140.25 |
142.25 |
139.75 |
140.00 |
unch |
364 |
4,788 |
-77 |
Mar05 |
041103 |
149.00 |
149.00 |
146.75 |
147.00 |
unch |
130 |
2,481 |
+74 |
May05 |
041103 |
150.50 |
150.50 |
150.50 |
150.50 |
unch |
0 |
123 |
+0 |
Jul05 |
041103 |
155.50 |
155.50 |
155.50 |
155.50 |
unch |
1 |
33 |
+0 |
Total Volume and Open Interest |
495 |
7,428 |
-3 |
Rough Rice(CBOT) |
Nov04 |
041103 |
6.75 |
6.75 |
6.69 |
6.74 |
+0.06 |
113 |
1,054 |
-41 |
Jan05 |
041103 |
6.78 |
6.85 |
6.77 |
6.83 |
+0.05 |
255 |
3,191 |
+53 |
Mar05 |
041103 |
7.03 |
7.03 |
7.03 |
7.03 |
+0.05 |
7 |
848 |
+3 |
May05 |
041103 |
7.26 |
7.26 |
7.26 |
7.26 |
+0.05 |
0 |
206 |
+0 |
Total Volume and Open Interest |
425 |
5,353 |
+65 |
Live Cattle(CME) |
Dec04 |
041103 |
83.100 |
84.500 |
83.100 |
84.125 |
+0.375 |
8,690 |
60,574 |
-286 |
Feb05 |
041103 |
86.350 |
87.400 |
86.300 |
87.175 |
+0.375 |
4,333 |
25,881 |
+496 |
Apr05 |
041103 |
84.500 |
85.250 |
84.300 |
84.850 |
-0.100 |
2,654 |
11,022 |
-168 |
Jun05 |
041103 |
81.050 |
81.550 |
80.950 |
81.175 |
-0.150 |
831 |
7,371 |
+68 |
Aug05 |
041103 |
81.450 |
81.700 |
81.300 |
81.525 |
-0.100 |
375 |
3,704 |
+67 |
Oct05 |
041103 |
82.400 |
82.400 |
82.150 |
82.400 |
+0.050 |
216 |
688 |
+41 |
Total Volume and Open Interest |
17,100 |
109,242 |
+218 |
Feeder Cattle(CME) |
Nov04 |
041103 |
108.050 |
108.650 |
107.850 |
107.925 |
-0.225 |
1,060 |
4,207 |
-222 |
Jan05 |
041103 |
104.350 |
105.300 |
104.200 |
104.375 |
-0.100 |
1,746 |
8,406 |
-72 |
Mar05 |
041103 |
100.700 |
101.700 |
100.700 |
100.925 |
-0.175 |
291 |
1,628 |
+91 |
Apr05 |
041103 |
100.500 |
100.900 |
100.050 |
100.050 |
-0.250 |
67 |
611 |
+4 |
May05 |
041103 |
100.350 |
100.700 |
100.000 |
100.050 |
-0.200 |
57 |
707 |
+14 |
Aug05 |
041103 |
100.250 |
100.500 |
100.000 |
100.500 |
unch |
12 |
49 |
+6 |
Total Volume and Open Interest |
3,233 |
15,608 |
-179 |
Lean Hogs(CME) |
Dec04 |
041103 |
70.350 |
71.850 |
70.150 |
71.850 |
+2.000 |
7,781 |
50,322 |
+369 |
Feb05 |
041103 |
69.850 |
71.200 |
69.225 |
71.150 |
+1.425 |
4,977 |
22,685 |
+567 |
Apr05 |
041103 |
66.900 |
67.250 |
66.100 |
66.875 |
-0.025 |
1,001 |
8,225 |
+119 |
May05 |
041103 |
66.700 |
66.800 |
65.650 |
66.400 |
-0.150 |
123 |
1,579 |
+69 |
Jun05 |
041103 |
70.725 |
71.000 |
69.525 |
70.225 |
-0.500 |
710 |
4,365 |
+319 |
Jul05 |
041103 |
66.850 |
67.000 |
65.600 |
65.850 |
-0.875 |
131 |
1,151 |
+57 |
Aug05 |
041103 |
61.900 |
61.900 |
61.100 |
61.600 |
-0.500 |
84 |
674 |
+66 |
Oct05 |
041103 |
53.750 |
53.750 |
53.750 |
53.750 |
-0.550 |
19 |
220 |
+8 |
Total Volume and Open Interest |
14,828 |
89,248 |
+1,575 |
Pork Bellies(CME) |
Feb05 |
041103 |
98.800 |
99.700 |
98.100 |
99.650 |
+1.650 |
432 |
1,218 |
+31 |
Mar05 |
041103 |
98.800 |
98.800 |
98.800 |
98.800 |
+1.000 |
2 |
30 |
+2 |
May05 |
041103 |
98.500 |
98.500 |
98.500 |
98.500 |
unch |
2 |
34 |
+0 |
Jul05 |
041103 |
101.100 |
101.100 |
101.100 |
101.100 |
unch |
0 |
8 |
+0 |
Aug05 |
041103 |
99.000 |
99.000 |
99.000 |
99.000 |
+3.000 |
|
|
|
Total Volume and Open Interest |
436 |
1,290 |
+33 |
Class III Milk(CME) |
Nov04 |
041103 |
14.22 |
14.33 |
14.20 |
14.33 |
+0.11 |
124 |
4,112 |
+22 |
Dec04 |
041103 |
13.08 |
13.40 |
13.08 |
13.31 |
+0.23 |
135 |
3,436 |
-38 |
Jan05 |
041103 |
12.45 |
12.55 |
12.45 |
12.50 |
+0.06 |
25 |
1,853 |
+7 |
Feb05 |
041103 |
12.30 |
12.32 |
12.28 |
12.28 |
+0.02 |
4 |
1,902 |
+2 |
Mar05 |
041103 |
12.34 |
12.36 |
12.30 |
12.30 |
unch |
5 |
2,219 |
+1 |
Total Volume and Open Interest |
335 |
20,309 |
+14 |
Cocoa(ICE) |
Dec04 |
041103 |
1462 |
1470 |
1453 |
1460 |
+7 |
3,157 |
41,820 |
-542 |
Mar05 |
041103 |
1480 |
1487 |
1472 |
1480 |
+7 |
2,206 |
24,050 |
+583 |
May05 |
041103 |
1490 |
1500 |
1490 |
1492 |
+7 |
264 |
11,603 |
+159 |
Jul05 |
041103 |
1507 |
1510 |
1500 |
1503 |
+6 |
70 |
10,672 |
-22 |
Sep05 |
041103 |
1519 |
1522 |
1512 |
1514 |
+5 |
309 |
8,562 |
+193 |
Dec05 |
041103 |
1530 |
1530 |
1522 |
1522 |
+2 |
0 |
8,542 |
+0 |
Mar06 |
041103 |
1530 |
1530 |
1530 |
1530 |
unch |
70 |
9,878 |
+40 |
Total Volume and Open Interest |
6,076 |
125,802 |
+411 |
Coffee "C"(ICE) |
Dec04 |
041103 |
75.50 |
77.50 |
75.30 |
77.15 |
+1.45 |
7,417 |
43,668 |
-493 |
Mar05 |
041103 |
78.70 |
80.50 |
78.50 |
80.20 |
+1.45 |
2,464 |
22,752 |
+345 |
May05 |
041103 |
80.70 |
81.80 |
80.50 |
81.80 |
+1.30 |
241 |
5,305 |
+13 |
Jul05 |
041103 |
82.30 |
83.40 |
82.25 |
83.40 |
+1.15 |
117 |
1,931 |
-9 |
Sep05 |
041103 |
84.00 |
85.20 |
84.00 |
85.00 |
+1.15 |
57 |
1,227 |
+14 |
Dec05 |
041103 |
86.50 |
87.70 |
86.50 |
87.55 |
+1.10 |
17 |
617 |
+13 |
Total Volume and Open Interest |
10,319 |
75,702 |
-119 |
Orange Juice(ICE) |
Nov04 |
041103 |
76.25 |
77.20 |
76.25 |
77.20 |
+0.95 |
92 |
2,467 |
-192 |
Jan05 |
041103 |
78.90 |
79.90 |
78.70 |
79.10 |
+0.35 |
1,203 |
16,970 |
+161 |
Mar05 |
041103 |
80.70 |
81.00 |
80.60 |
81.00 |
+0.60 |
263 |
11,178 |
+74 |
May05 |
041103 |
83.50 |
83.60 |
83.30 |
83.50 |
unch |
29 |
4,344 |
+7 |
Jul05 |
041103 |
85.00 |
85.00 |
85.00 |
85.00 |
unch |
29 |
454 |
-11 |
Sep05 |
041103 |
86.50 |
86.50 |
86.50 |
86.50 |
unch |
20 |
111 |
+20 |
Total Volume and Open Interest |
1,676 |
36,134 |
+79 |
Sugar #11(ICE) |
Mar05 |
041103 |
8.51 |
8.53 |
8.35 |
8.35 |
-0.15 |
18,166 |
214,939 |
-4,219 |
May05 |
041103 |
8.68 |
8.68 |
8.51 |
8.51 |
-0.15 |
2,033 |
40,284 |
-192 |
Jul05 |
041103 |
8.53 |
8.53 |
8.36 |
8.38 |
-0.14 |
1,477 |
22,317 |
-589 |
Oct05 |
041103 |
8.55 |
8.55 |
8.40 |
8.40 |
-0.14 |
634 |
21,912 |
-94 |
Mar06 |
041103 |
8.44 |
8.44 |
8.28 |
8.29 |
-0.13 |
753 |
7,739 |
-31 |
Total Volume and Open Interest |
23,206 |
311,116 |
-5,122 |
Sugar #14(ICE) |
Jan05 |
041103 |
20.41 |
20.45 |
20.41 |
20.43 |
+0.02 |
220 |
1,574 |
-75 |
Mar05 |
041103 |
20.45 |
20.50 |
20.43 |
20.50 |
+0.01 |
200 |
3,247 |
+62 |
May05 |
041103 |
20.53 |
20.55 |
20.53 |
20.55 |
unch |
0 |
1,898 |
+0 |
Jul05 |
041103 |
20.70 |
20.70 |
20.70 |
20.70 |
+0.01 |
0 |
1,496 |
+0 |
Sep05 |
041103 |
20.75 |
20.79 |
20.75 |
20.79 |
+0.03 |
42 |
2,205 |
+39 |
Total Volume and Open Interest |
469 |
10,986 |
+33 |
London Cocoa(LCE) |
Dec04 |
041103 |
832 |
849 |
829 |
834 |
+4 |
2,077 |
79,122 |
-546 |
Mar05 |
041103 |
855 |
871 |
850 |
856 |
+5 |
2,509 |
38,479 |
+456 |
May05 |
041103 |
867 |
883 |
864 |
870 |
+5 |
996 |
17,295 |
-63 |
Jul05 |
041103 |
885 |
902 |
882 |
888 |
+5 |
429 |
15,013 |
+33 |
Sep05 |
041103 |
904 |
920 |
901 |
907 |
+5 |
2,181 |
29,849 |
+1,123 |
Dec05 |
041103 |
902 |
914 |
902 |
905 |
+4 |
852 |
12,441 |
+601 |
Mar06 |
041103 |
915 |
915 |
914 |
914 |
+6 |
314 |
3,777 |
+287 |
Total Volume and Open Interest |
9,364 |
196,426 |
+1,889 |
London Coffee(LCE) |
Nov04 |
041103 |
554.00 |
563.00 |
554.00 |
560.00 |
+3.00 |
488 |
21,196 |
-313 |
Jan05 |
041103 |
588.00 |
595.00 |
585.00 |
587.00 |
+4.00 |
7,548 |
78,290 |
+2,468 |
Mar05 |
041103 |
609.00 |
614.00 |
605.00 |
606.00 |
+4.00 |
1,376 |
35,803 |
+230 |
May05 |
041103 |
625.00 |
633.00 |
625.00 |
625.00 |
+4.00 |
1,388 |
31,773 |
+934 |
Jul05 |
041103 |
645.00 |
645.00 |
642.00 |
642.00 |
+4.00 |
327 |
8,397 |
+114 |
Sep05 |
041103 |
663.00 |
667.00 |
660.00 |
660.00 |
+5.00 |
11 |
5,004 |
+0 |
Total Volume and Open Interest |
11,145 |
182,430 |
+3,440 |
London Sugar(LCE) |
Dec04 |
041103 |
236.70 |
240.10 |
234.00 |
235.00 |
-1.90 |
1,243 |
12,033 |
-448 |
Mar05 |
041103 |
249.20 |
249.20 |
244.00 |
245.60 |
-2.90 |
794 |
26,292 |
-434 |
May05 |
041103 |
256.00 |
256.00 |
252.00 |
253.30 |
-2.70 |
233 |
10,335 |
-31 |
Aug05 |
041103 |
255.00 |
255.00 |
253.00 |
254.20 |
-2.30 |
290 |
4,625 |
+9 |
Oct05 |
041103 |
256.00 |
256.00 |
253.00 |
254.70 |
-2.30 |
30 |
2,845 |
-10 |
Total Volume and Open Interest |
2,797 |
58,772 |
-878 |
Cotton(ICE) |
Dec04 |
041103 |
44.60 |
45.60 |
44.26 |
44.58 |
-0.57 |
6,600 |
41,906 |
-595 |
Mar05 |
041103 |
44.55 |
45.00 |
44.00 |
44.06 |
-0.90 |
3,015 |
26,301 |
+440 |
May05 |
041103 |
45.85 |
46.00 |
45.25 |
45.25 |
-1.05 |
177 |
5,676 |
+15 |
Jul05 |
041103 |
47.10 |
47.40 |
46.55 |
46.57 |
-1.18 |
514 |
6,825 |
+39 |
Oct05 |
041103 |
48.80 |
48.80 |
48.80 |
48.80 |
-1.20 |
14 |
44 |
+0 |
Dec05 |
041103 |
50.70 |
50.70 |
49.76 |
49.76 |
-0.99 |
116 |
3,428 |
-26 |
Total Volume and Open Interest |
10,486 |
84,823 |
-122 |
Lumber(CME) |
Nov04 |
041103 |
309.0 |
309.0 |
299.3 |
299.4 |
-9.6 |
494 |
1,252 |
-169 |
Jan05 |
041103 |
310.0 |
310.8 |
304.3 |
305.3 |
-3.9 |
422 |
2,067 |
+175 |
Mar05 |
041103 |
316.1 |
317.9 |
316.0 |
316.2 |
-4.0 |
48 |
265 |
+19 |
May05 |
041103 |
326.7 |
326.7 |
325.1 |
325.1 |
-1.5 |
2 |
73 |
+1 |
Total Volume and Open Interest |
967 |
3,670 |
+27 |
Crude Oil(NYM) |
Dec04 |
041103 |
49.70 |
51.10 |
48.65 |
50.88 |
+1.26 |
82,754 |
205,795 |
-7,098 |
Jan05 |
041103 |
49.65 |
51.00 |
48.50 |
50.82 |
+1.23 |
42,034 |
102,458 |
+6,945 |
Feb05 |
041103 |
49.50 |
50.55 |
48.20 |
50.51 |
+1.19 |
12,603 |
47,238 |
+702 |
Mar05 |
041103 |
48.95 |
50.10 |
48.10 |
50.05 |
+1.16 |
7,771 |
31,136 |
+322 |
Apr05 |
041103 |
48.60 |
49.55 |
47.95 |
49.55 |
+1.12 |
3,344 |
21,083 |
-292 |
May05 |
041103 |
48.10 |
49.05 |
47.65 |
49.05 |
+1.08 |
2,186 |
15,573 |
+442 |
Jun05 |
041103 |
47.65 |
48.60 |
46.95 |
48.55 |
+1.05 |
4,980 |
33,157 |
-86 |
Jul05 |
041103 |
47.40 |
48.05 |
46.70 |
48.05 |
+1.03 |
889 |
13,350 |
+151 |
Aug05 |
041103 |
47.57 |
47.57 |
47.57 |
47.57 |
+1.01 |
301 |
10,027 |
+229 |
Sep05 |
041103 |
47.00 |
47.12 |
47.00 |
47.12 |
+0.99 |
436 |
12,129 |
+135 |
Oct05 |
041103 |
46.71 |
46.71 |
46.71 |
46.71 |
+0.97 |
400 |
5,782 |
+56 |
Nov05 |
041103 |
46.08 |
46.33 |
46.08 |
46.33 |
+0.95 |
0 |
9,122 |
-1 |
Dec05 |
041103 |
45.00 |
45.98 |
44.50 |
45.98 |
+0.93 |
4,362 |
52,209 |
+1,296 |
Jan06 |
041103 |
44.95 |
45.64 |
44.95 |
45.64 |
+0.91 |
12 |
7,614 |
+11 |
Feb06 |
041103 |
45.32 |
45.32 |
45.32 |
45.32 |
+0.89 |
33 |
3,139 |
+33 |
Mar06 |
041103 |
45.03 |
45.03 |
45.03 |
45.03 |
+0.87 |
221 |
5,928 |
+62 |
Total Volume and Open Interest |
164,979 |
715,841 |
+2,956 |
Heating Oil(NYM) |
Dec04 |
041103 |
139.90 |
142.90 |
137.00 |
142.38 |
+3.16 |
28,624 |
70,817 |
-606 |
Jan05 |
041103 |
140.80 |
143.70 |
138.00 |
143.27 |
+2.99 |
9,941 |
34,343 |
+81 |
Feb05 |
041103 |
139.50 |
142.60 |
137.50 |
142.02 |
+2.79 |
5,652 |
21,638 |
+1,026 |
Mar05 |
041103 |
136.80 |
139.30 |
135.20 |
138.77 |
+2.59 |
2,799 |
16,820 |
+1,093 |
Apr05 |
041103 |
131.55 |
133.80 |
129.50 |
133.27 |
+2.39 |
582 |
5,469 |
+143 |
May05 |
041103 |
125.50 |
129.20 |
125.50 |
128.82 |
+2.29 |
416 |
4,744 |
+201 |
Jun05 |
041103 |
122.80 |
126.17 |
122.80 |
126.17 |
+2.19 |
335 |
7,088 |
+114 |
Jul05 |
041103 |
122.25 |
124.82 |
122.25 |
124.82 |
+2.09 |
144 |
4,246 |
+21 |
Aug05 |
041103 |
124.00 |
124.87 |
124.00 |
124.87 |
+2.04 |
211 |
2,029 |
-10 |
Sep05 |
041103 |
123.25 |
125.42 |
123.25 |
125.42 |
+1.99 |
198 |
3,596 |
+33 |
Oct05 |
041103 |
125.10 |
126.12 |
125.10 |
126.12 |
+1.94 |
2 |
312 |
+1 |
Nov05 |
041103 |
126.50 |
126.87 |
126.50 |
126.87 |
+1.94 |
3 |
430 |
+2 |
Total Volume and Open Interest |
48,935 |
181,189 |
+2,125 |
Gasoline(NYMEX) |
Dec04 |
041103 |
129.00 |
133.10 |
127.20 |
132.77 |
+4.00 |
18,872 |
54,534 |
-2,953 |
Jan05 |
041103 |
130.20 |
134.30 |
128.30 |
133.85 |
+3.93 |
5,249 |
29,997 |
+1,218 |
Feb05 |
041103 |
131.40 |
134.60 |
129.70 |
134.55 |
+3.83 |
2,342 |
8,742 |
+435 |
Mar05 |
041103 |
131.65 |
135.25 |
131.65 |
135.25 |
+3.73 |
1,659 |
5,641 |
+100 |
Apr05 |
041103 |
137.50 |
142.05 |
137.50 |
142.05 |
+3.58 |
1,890 |
11,956 |
+472 |
May05 |
041103 |
137.50 |
141.80 |
137.50 |
141.80 |
+3.53 |
1,213 |
9,788 |
+241 |
Jun05 |
041103 |
140.65 |
140.65 |
140.65 |
140.65 |
+3.48 |
430 |
3,705 |
+338 |
Jul05 |
041103 |
138.65 |
138.65 |
138.65 |
138.65 |
+3.43 |
28 |
3,864 |
+24 |
Aug05 |
041103 |
136.10 |
136.10 |
136.10 |
136.10 |
+3.28 |
58 |
1,768 |
+18 |
Sep05 |
041103 |
132.90 |
132.90 |
132.90 |
132.90 |
+3.28 |
359 |
4,148 |
-54 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Dec04 |
041103 |
8.680 |
8.780 |
8.460 |
8.752 |
+0.185 |
23,851 |
66,804 |
-1,796 |
Jan05 |
041103 |
9.360 |
9.430 |
9.100 |
9.399 |
+0.155 |
7,604 |
50,221 |
-1,690 |
Feb05 |
041103 |
9.400 |
9.480 |
9.170 |
9.459 |
+0.160 |
4,568 |
26,896 |
+1,296 |
Mar05 |
041103 |
8.910 |
8.969 |
8.680 |
8.969 |
+0.150 |
3,427 |
26,705 |
+1,246 |
Apr05 |
041103 |
7.440 |
7.500 |
7.350 |
7.500 |
+0.081 |
1,542 |
20,419 |
-136 |
May05 |
041103 |
7.130 |
7.160 |
7.040 |
7.160 |
+0.076 |
895 |
18,550 |
-6 |
Jun05 |
041103 |
7.150 |
7.180 |
7.070 |
7.180 |
+0.074 |
364 |
11,731 |
+35 |
Jul05 |
041103 |
7.130 |
7.205 |
7.100 |
7.205 |
+0.069 |
267 |
14,811 |
+57 |
Aug05 |
041103 |
7.220 |
7.230 |
7.100 |
7.230 |
+0.069 |
74 |
11,873 |
-5 |
Sep05 |
041103 |
7.080 |
7.190 |
7.080 |
7.190 |
+0.066 |
205 |
10,683 |
-62 |
Oct05 |
041103 |
7.130 |
7.220 |
7.105 |
7.220 |
+0.066 |
466 |
16,756 |
-167 |
Nov05 |
041103 |
7.570 |
7.570 |
7.490 |
7.560 |
+0.061 |
196 |
8,519 |
+74 |
Dec05 |
041103 |
7.800 |
7.875 |
7.780 |
7.875 |
+0.061 |
81 |
10,525 |
+5 |
Jan06 |
041103 |
8.125 |
8.125 |
8.125 |
8.125 |
+0.066 |
76 |
12,108 |
+34 |
Feb06 |
041103 |
8.040 |
8.100 |
8.030 |
8.100 |
+0.071 |
30 |
8,269 |
-53 |
Mar06 |
041103 |
7.730 |
7.830 |
7.730 |
7.830 |
+0.066 |
68 |
9,626 |
+37 |
Total Volume and Open Interest |
44,079 |
395,076 |
-897 |
Brent Crude Oil(ICE) |
Dec04 |
041103 |
46.70 |
47.85 |
45.45 |
47.56 |
+1.01 |
29,903 |
66,473 |
-10,228 |
Jan05 |
041103 |
46.65 |
47.85 |
45.60 |
47.60 |
+1.11 |
23,695 |
94,293 |
-1,503 |
Feb05 |
041103 |
46.50 |
47.65 |
45.55 |
47.44 |
+1.13 |
5,416 |
24,664 |
-1,068 |
Mar05 |
041103 |
45.55 |
47.28 |
45.55 |
47.11 |
+1.14 |
1,715 |
17,890 |
-897 |
Apr05 |
041103 |
45.95 |
46.69 |
45.16 |
46.69 |
+1.12 |
1,128 |
14,514 |
+163 |
May05 |
041103 |
45.50 |
46.27 |
44.80 |
46.27 |
+1.10 |
1,045 |
5,869 |
+685 |
Jun05 |
041103 |
45.10 |
45.83 |
44.45 |
45.83 |
+1.06 |
2,825 |
18,283 |
+129 |
Jul05 |
041103 |
45.40 |
45.40 |
45.40 |
45.40 |
+1.06 |
250 |
5,839 |
-198 |
Aug05 |
041103 |
44.29 |
44.97 |
43.70 |
44.97 |
+1.02 |
0 |
2,156 |
+0 |
Sep05 |
041103 |
44.58 |
44.58 |
44.58 |
44.58 |
+1.00 |
0 |
5,555 |
+25 |
Oct05 |
041103 |
44.21 |
44.21 |
44.21 |
44.21 |
+0.98 |
400 |
850 |
+200 |
Nov05 |
041103 |
43.85 |
43.85 |
43.85 |
43.85 |
+0.96 |
0 |
250 |
+150 |
Dec05 |
041103 |
42.85 |
43.49 |
42.10 |
43.49 |
+0.94 |
3,925 |
41,353 |
+907 |
Total Volume and Open Interest |
71,552 |
348,562 |
-11,135 |
Gas Oil(ICE) |
Nov04 |
041103 |
439.00 |
446.75 |
418.50 |
425.00 |
-4.50 |
11,270 |
29,452 |
-3,952 |
Dec04 |
041103 |
430.00 |
434.75 |
414.00 |
421.00 |
-2.50 |
15,118 |
45,071 |
-3,121 |
Jan05 |
041103 |
426.25 |
426.25 |
411.50 |
418.00 |
-2.00 |
4,252 |
19,766 |
+508 |
Feb05 |
041103 |
418.00 |
418.00 |
411.50 |
412.75 |
-1.50 |
142 |
7,548 |
+260 |
Mar05 |
041103 |
410.50 |
410.50 |
405.50 |
405.50 |
-1.25 |
50 |
6,207 |
+336 |
Apr05 |
041103 |
398.25 |
398.25 |
398.25 |
398.25 |
-1.00 |
0 |
5,386 |
-140 |
May05 |
041103 |
392.50 |
392.50 |
392.50 |
392.50 |
-1.25 |
0 |
3,383 |
+64 |
Jun05 |
041103 |
393.00 |
393.00 |
388.50 |
388.50 |
-1.00 |
350 |
9,197 |
-250 |
Jul05 |
041103 |
387.00 |
387.00 |
387.00 |
387.00 |
-1.25 |
0 |
1,049 |
+0 |
Aug05 |
041103 |
385.75 |
385.75 |
385.75 |
385.75 |
-1.25 |
0 |
1,326 |
+200 |
Total Volume and Open Interest |
31,182 |
152,858 |
-5,637 |
US Dollar Index(ICE) |
Dec04 |
041103 |
85.400 |
85.610 |
84.670 |
84.760 |
-0.810 |
1,045 |
23,121 |
-224 |
Mar05 |
041103 |
85.050 |
85.180 |
84.850 |
84.930 |
-0.810 |
7 |
2,726 |
+4 |
Jun05 |
041103 |
85.110 |
85.110 |
85.110 |
85.110 |
-0.810 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,052 |
25,874 |
-220 |
Australian Dollar(CME) |
Dec04 |
041103 |
75.17 |
75.42 |
75.08 |
75.31 |
+1.05 |
975 |
60,460 |
-844 |
Mar05 |
041103 |
74.72 |
74.78 |
74.72 |
74.75 |
+1.05 |
2 |
491 |
+0 |
Jun05 |
041103 |
74.10 |
74.30 |
74.10 |
74.21 |
+1.05 |
0 |
183 |
+0 |
Total Volume and Open Interest |
977 |
61,179 |
-844 |
British Pound(CME) |
Dec04 |
041103 |
183.90 |
184.50 |
183.78 |
184.20 |
+1.11 |
2,822 |
75,696 |
+1,252 |
Mar05 |
041103 |
183.20 |
183.20 |
182.88 |
183.00 |
+1.11 |
2 |
106 |
+2 |
Jun05 |
041103 |
182.00 |
182.00 |
182.00 |
182.00 |
+1.11 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,824 |
75,805 |
+1,254 |
Canadian Dollar(CME) |
Dec04 |
041103 |
81.90 |
82.79 |
81.87 |
82.70 |
+1.21 |
2,875 |
110,611 |
-243 |
Mar05 |
041103 |
81.75 |
82.60 |
81.75 |
82.60 |
+1.20 |
22 |
2,492 |
+9 |
Jun05 |
041103 |
82.04 |
82.52 |
82.04 |
82.52 |
+1.19 |
17 |
1,609 |
+0 |
Sep05 |
041103 |
82.44 |
82.44 |
82.44 |
82.44 |
+1.18 |
5 |
667 |
+0 |
Total Volume and Open Interest |
2,919 |
115,675 |
-224 |
Japanese Yen(CME) |
Dec04 |
041103 |
94.20 |
94.62 |
94.15 |
94.36 |
+0.12 |
3,257 |
161,430 |
+2,026 |
Mar05 |
041103 |
94.69 |
94.99 |
94.69 |
94.91 |
+0.12 |
7 |
919 |
+4 |
Jun05 |
041103 |
95.52 |
95.52 |
95.52 |
95.52 |
+0.12 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,271 |
162,362 |
+2,037 |
Swiss Franc(CME) |
Dec04 |
041103 |
83.44 |
83.98 |
83.40 |
83.86 |
+1.02 |
3,372 |
67,970 |
+1,101 |
Mar05 |
041103 |
84.05 |
84.15 |
83.92 |
84.15 |
+1.02 |
6 |
60 |
+1 |
Jun05 |
041103 |
84.47 |
84.47 |
84.47 |
84.47 |
+1.02 |
0 |
68 |
+0 |
Total Volume and Open Interest |
3,378 |
68,098 |
+1,102 |
EuroFX(CME) |
Dec04 |
041103 |
127.67 |
128.30 |
127.65 |
128.17 |
+1.30 |
6,718 |
154,495 |
-1,340 |
Mar05 |
041103 |
127.73 |
128.30 |
127.73 |
128.21 |
+1.31 |
196 |
2,632 |
+36 |
Jun05 |
041103 |
128.08 |
128.30 |
128.08 |
128.28 |
+1.32 |
3 |
174 |
+2 |
Total Volume and Open Interest |
6,918 |
158,411 |
-1,301 |
Mexican Peso(CME) |
Nov04 |
041103 |
872.8 |
872.8 |
872.8 |
872.8 |
unch |
|
|
|
Dec04 |
041103 |
867.5 |
871.0 |
867.0 |
868.5 |
unch |
14,681 |
58,000 |
+2,882 |
Total Volume and Open Interest |
14,761 |
59,193 |
+2,858 |
30-Year T-Bonds(CBOT) |
Dec04 |
041103 |
113~200 |
113~210 |
111~240 |
113~140 |
+0~060 |
154,379 |
557,124 |
-8,570 |
Mar05 |
041103 |
112~180 |
112~180 |
110~200 |
112~130 |
+0~060 |
2,137 |
33,351 |
+310 |
Jun05 |
041103 |
110~280 |
111~140 |
110~280 |
111~140 |
+0~060 |
15 |
131 |
+7 |
Total Volume and Open Interest |
156,531 |
590,606 |
-8,253 |
10-Year T-Notes(CBOT) |
Dec04 |
041103 |
113~130 |
113~145 |
112~110 |
113~095 |
+0~020 |
472,003 |
1,545,309 |
-11,501 |
Mar05 |
041103 |
112~095 |
112~230 |
112~020 |
112~220 |
+0~020 |
29,644 |
166,189 |
+9,757 |
Jun05 |
041103 |
111~230 |
111~230 |
111~230 |
111~230 |
+0~015 |
2,041 |
3,828 |
+1,080 |
Total Volume and Open Interest |
503,688 |
1,715,326 |
-664 |
5-Year T-Notes(CBOT) |
Dec04 |
041103 |
110~118 |
111~040 |
110~104 |
111~038 |
+0~010 |
204,592 |
0 |
-1,034,494 |
Mar05 |
041103 |
110~012 |
110~058 |
110~012 |
110~056 |
+0~010 |
3,569 |
0 |
-83,231 |
Jun05 |
041103 |
109~112 |
109~112 |
109~112 |
109~112 |
+0~010 |
0 |
15 |
+0 |
Total Volume and Open Interest |
208,161 |
15 |
+0 |
2 Year T-Notes(CBOT) |
Dec04 |
041103 |
105~094 |
105~111 |
105~091 |
105~110 |
+0~005 |
1,182 |
207,711 |
-1,690 |
Total Volume and Open Interest |
1,182 |
207,711 |
-1,690 |
Eurodollars(CME) |
Dec04 |
041103 |
97.640 |
97.665 |
97.635 |
97.660 |
+0.005 |
41,799 |
969,532 |
-3,027 |
Mar05 |
041103 |
97.390 |
97.450 |
97.375 |
97.445 |
+0.025 |
34,328 |
897,349 |
-6,036 |
Jun05 |
041103 |
97.190 |
97.270 |
97.175 |
97.265 |
+0.025 |
26,635 |
838,416 |
+3,772 |
Sep05 |
041103 |
97.000 |
97.090 |
96.985 |
97.085 |
+0.025 |
33,003 |
691,305 |
-12,139 |
Dec05 |
041103 |
96.800 |
96.885 |
96.780 |
96.885 |
+0.025 |
25,647 |
531,050 |
+1,810 |
Mar06 |
041103 |
96.630 |
96.720 |
96.620 |
96.715 |
+0.015 |
21,872 |
449,453 |
-1,161 |
Jun06 |
041103 |
96.460 |
96.560 |
96.455 |
96.555 |
+0.015 |
27,213 |
315,103 |
+2,480 |
Sep06 |
041103 |
96.310 |
96.415 |
96.300 |
96.405 |
+0.020 |
16,962 |
246,761 |
+1,070 |
Dec06 |
041103 |
96.155 |
96.255 |
96.145 |
96.255 |
+0.020 |
11,742 |
197,156 |
+808 |
Mar07 |
041103 |
96.025 |
96.125 |
96.015 |
96.125 |
+0.020 |
11,495 |
164,867 |
-572 |
Jun07 |
041103 |
95.895 |
95.990 |
95.880 |
95.990 |
+0.015 |
14,213 |
160,356 |
+2,104 |
Sep07 |
041103 |
95.770 |
95.865 |
95.750 |
95.865 |
+0.015 |
9,144 |
113,366 |
+333 |
Dec07 |
041103 |
95.625 |
95.740 |
95.625 |
95.740 |
+0.015 |
3,514 |
91,676 |
+48 |
Mar08 |
041103 |
95.520 |
95.630 |
95.520 |
95.630 |
+0.010 |
3,047 |
84,167 |
-537 |
Jun08 |
041103 |
95.405 |
95.515 |
95.405 |
95.515 |
+0.010 |
3,424 |
85,130 |
+65 |
Sep08 |
041103 |
95.295 |
95.410 |
95.290 |
95.410 |
+0.010 |
3,677 |
77,515 |
+74 |
Dec08 |
041103 |
95.190 |
95.295 |
95.190 |
95.295 |
+0.010 |
2,761 |
58,898 |
+25 |
Mar09 |
041103 |
95.085 |
95.200 |
95.085 |
95.200 |
+0.015 |
2,551 |
47,449 |
+55 |
Total Volume and Open Interest |
300,847 |
6,198,336 |
-11,046 |
30 Day Federal Funds(CBOT) |
Nov04 |
041103 |
98.080 |
98.080 |
98.080 |
98.080 |
-0.010 |
274 |
188,372 |
-417 |
Dec04 |
041103 |
97.920 |
97.930 |
97.920 |
97.930 |
unch |
2,610 |
148,288 |
+2,010 |
Jan05 |
041103 |
97.860 |
97.870 |
97.860 |
97.860 |
-0.010 |
592 |
104,054 |
-2,182 |
Feb05 |
041103 |
97.680 |
97.710 |
97.680 |
97.690 |
unch |
523 |
25,844 |
-850 |
Mar05 |
041103 |
97.640 |
97.650 |
97.640 |
97.650 |
+0.010 |
216 |
6,677 |
+106 |
Apr05 |
041103 |
97.570 |
97.580 |
97.570 |
97.580 |
+0.020 |
65 |
560 |
+34 |
Total Volume and Open Interest |
4,280 |
473,839 |
-1,291 |
30 Day Fed Funds(e-CBOT) |
Nov04 |
041103 |
98.085 |
98.090 |
98.080 |
98.085 |
unch |
5,068 |
0 |
+0 |
Dec04 |
041103 |
97.930 |
97.930 |
97.920 |
97.925 |
-0.010 |
6,865 |
0 |
+0 |
Jan05 |
041103 |
97.865 |
97.870 |
97.840 |
97.865 |
-0.005 |
6,981 |
0 |
+0 |
Feb05 |
041103 |
97.685 |
97.700 |
97.660 |
97.695 |
unch |
2,608 |
0 |
+0 |
Mar05 |
041103 |
97.610 |
97.650 |
97.610 |
97.650 |
+0.005 |
330 |
0 |
+0 |
Apr05 |
041103 |
97.540 |
97.580 |
97.540 |
97.580 |
+0.025 |
69 |
0 |
+0 |
Total Volume and Open Interest |
21,929 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041103 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
12,074 |
+350 |
Mar05 |
041103 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
36,662 |
+1,101 |
Jun05 |
041103 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
0 |
21,309 |
-150 |
Sep05 |
041103 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
27 |
8,372 |
-220 |
Dec05 |
041103 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.01 |
0 |
7,161 |
+0 |
Mar06 |
041103 |
99.64 |
99.65 |
99.64 |
99.65 |
-0.01 |
0 |
10,755 |
-98 |
Jun06 |
041103 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.02 |
0 |
2,719 |
+0 |
Sep06 |
041103 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.02 |
0 |
2,174 |
+0 |
Dec06 |
041103 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
0 |
411 |
+0 |
Mar07 |
041103 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.01 |
0 |
6 |
+0 |
Total Volume and Open Interest |
27 |
102,830 |
+1,233 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041103 |
99.92 |
99.92 |
99.92 |
99.92 |
0.00 |
0 |
60,234 |
-33 |
Mar05 |
041103 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
7 |
83,924 |
+112 |
Jun05 |
041103 |
99.87 |
99.87 |
99.86 |
99.86 |
-0.01 |
556 |
79,625 |
-38 |
Sep05 |
041103 |
99.81 |
99.81 |
99.80 |
99.80 |
0.00 |
50 |
44,614 |
+34 |
Dec05 |
041103 |
99.73 |
99.73 |
99.72 |
99.72 |
-0.01 |
92 |
36,606 |
-21 |
Mar06 |
041103 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
31,246 |
+0 |
Jun06 |
041103 |
99.55 |
99.55 |
99.54 |
99.55 |
0.00 |
72 |
14,641 |
-79 |
Sep06 |
041103 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.01 |
0 |
5,949 |
+0 |
Total Volume and Open Interest |
777 |
370,434 |
-205 |
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 |
041103 |
116.44 |
116.86 |
116.35 |
116.80 |
+0.12 |
1,313,117 |
1,338,813 |
-15,449 |
Mar05 |
041103 |
115.70 |
116.06 |
115.68 |
116.06 |
+0.11 |
2,774 |
28,912 |
+15 |
Jun05 |
041103 |
115.30 |
115.30 |
115.30 |
115.30 |
-0.23 |
2,014 |
241 |
+0 |
Total Volume and Open Interest |
1,317,905 |
1,367,966 |
-15,434 |
Euro-Bobl(EUREX) |
Dec04 |
041103 |
112.07 |
112.32 |
111.97 |
112.27 |
+0.10 |
731,983 |
810,145 |
-20,284 |
Mar05 |
041103 |
111.81 |
112.01 |
111.78 |
111.98 |
+0.11 |
103 |
14,195 |
+225 |
Jun05 |
041103 |
111.33 |
111.33 |
111.33 |
111.33 |
+0.10 |
780 |
800 |
+0 |
Total Volume and Open Interest |
732,866 |
825,140 |
-20,059 |
3-Mth Euribor(EUREX) |
Dec04 |
041103 |
97.815 |
97.820 |
97.815 |
97.820 |
+0.005 |
564 |
9,745 |
-659 |
Mar05 |
041103 |
97.695 |
97.715 |
97.695 |
97.715 |
unch |
306 |
6,568 |
+45 |
Jun05 |
041103 |
97.575 |
97.605 |
97.575 |
97.600 |
+0.005 |
375 |
3,877 |
-158 |
Total Volume and Open Interest |
1,404 |
26,816 |
-758 |
Long Gilt(LIFFE) |
Dec04 |
041103 |
107~25 |
108~02 |
107~19 |
107~29 |
+0~04 |
90,113 |
207,139 |
-799 |
Mar05 |
041103 |
109~15 |
109~15 |
109~15 |
109~15 |
+0~04 |
0 |
9 |
+0 |
Total Volume and Open Interest |
90,113 |
207,148 |
-799 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041103 |
95.07 |
95.10 |
95.05 |
95.06 |
-0.01 |
40,729 |
251,495 |
+717 |
Mar05 |
041103 |
95.01 |
95.02 |
94.96 |
94.99 |
-0.01 |
74,893 |
274,825 |
+2,332 |
Jun05 |
041103 |
95.01 |
95.03 |
94.94 |
94.99 |
-0.01 |
73,821 |
199,406 |
-6,266 |
Sep05 |
041103 |
95.02 |
95.06 |
94.96 |
95.01 |
-0.01 |
64,458 |
181,448 |
+661 |
Dec05 |
041103 |
95.03 |
95.06 |
94.95 |
95.02 |
unch |
59,297 |
188,535 |
+7,554 |
Mar06 |
041103 |
95.01 |
95.05 |
94.94 |
95.01 |
unch |
34,917 |
100,588 |
+1,856 |
Total Volume and Open Interest |
369,152 |
1,383,362 |
+7,275 |
3-Mth Euribor(LIFFE) |
Dec04 |
041103 |
97.815 |
97.835 |
97.810 |
97.820 |
+0.005 |
47,623 |
621,555 |
-7,023 |
Mar05 |
041103 |
97.690 |
97.725 |
97.685 |
97.715 |
+0.005 |
80,015 |
533,727 |
-6,056 |
Jun05 |
041103 |
97.575 |
97.620 |
97.550 |
97.605 |
+0.010 |
94,364 |
532,492 |
-4,433 |
Total Volume and Open Interest |
428,350 |
3,063,603 |
-38,797 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041103 |
94.57 |
94.58 |
94.56 |
94.57 |
unch |
14,973 |
147,799 |
-15,062 |
Mar05 |
041103 |
94.51 |
94.55 |
94.50 |
94.52 |
unch |
27,508 |
166,075 |
-23,980 |
Jun05 |
041103 |
94.49 |
94.52 |
94.49 |
94.49 |
unch |
6,207 |
53,397 |
+910 |
Sep05 |
041103 |
94.47 |
94.51 |
94.46 |
94.47 |
-0.01 |
1,371 |
28,477 |
-1,024 |
Dec05 |
041103 |
94.47 |
94.47 |
94.44 |
94.44 |
-0.01 |
354 |
16,435 |
+229 |
Mar06 |
041103 |
94.45 |
94.48 |
94.41 |
94.41 |
-0.02 |
574 |
12,118 |
+161 |
Jun06 |
041103 |
94.45 |
94.45 |
94.39 |
94.40 |
-0.01 |
100 |
8,856 |
-83 |
Sep06 |
041103 |
94.40 |
94.44 |
94.37 |
94.38 |
-0.01 |
1,235 |
4,906 |
+737 |
Dec06 |
041103 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.01 |
0 |
2,820 |
+0 |
Mar07 |
041103 |
94.31 |
94.31 |
94.31 |
94.31 |
-0.01 |
0 |
1,797 |
+0 |
Total Volume and Open Interest |
52,327 |
445,946 |
-38,107 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041103 |
94.62 |
94.67 |
94.58 |
94.58 |
-0.04 |
22,282 |
245,833 |
-3,458 |
Mar05 |
041103 |
94.58 |
94.58 |
94.58 |
94.58 |
-0.04 |
|
|
|
Total Volume and Open Interest |
22,282 |
245,833 |
-3,458 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041103 |
94.82 |
94.87 |
94.79 |
94.80 |
-0.02 |
59,099 |
372,784 |
-23,328 |
Mar05 |
041103 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.02 |
|
|
|
Total Volume and Open Interest |
59,099 |
372,784 |
-23,328 |
Gold(CMX) |
Dec04 |
041103 |
424.8 |
426.4 |
422.7 |
425.4 |
+4.6 |
80,597 |
238,929 |
-14,733 |
Feb05 |
041103 |
427.0 |
428.0 |
424.2 |
427.1 |
+4.6 |
1,286 |
17,484 |
+383 |
Apr05 |
041103 |
428.0 |
429.3 |
427.7 |
428.9 |
+4.7 |
254 |
5,870 |
+1 |
Jun05 |
041103 |
430.5 |
431.0 |
429.4 |
430.7 |
+4.7 |
222 |
15,121 |
+108 |
Aug05 |
041103 |
432.7 |
432.7 |
432.7 |
432.7 |
+4.7 |
14 |
6,317 |
+13 |
Oct05 |
041103 |
434.7 |
434.7 |
434.7 |
434.7 |
+4.7 |
0 |
2,591 |
+0 |
Dec05 |
041103 |
436.5 |
438.0 |
435.0 |
436.8 |
+4.8 |
638 |
9,193 |
-132 |
Feb06 |
041103 |
439.0 |
439.0 |
439.0 |
439.0 |
+4.8 |
0 |
844 |
+0 |
Apr06 |
041103 |
441.2 |
441.2 |
441.2 |
441.2 |
+4.8 |
0 |
491 |
+0 |
Jun06 |
041103 |
443.4 |
443.4 |
443.4 |
443.4 |
+4.9 |
0 |
8,314 |
+0 |
Aug06 |
041103 |
445.8 |
445.8 |
445.8 |
445.8 |
+4.9 |
0 |
200 |
+0 |
Total Volume and Open Interest |
83,023 |
313,532 |
-14,354 |
Silver(CMX) |
Dec04 |
041103 |
712.0 |
719.0 |
710.0 |
715.8 |
+13.8 |
22,638 |
85,656 |
-2,883 |
Mar05 |
041103 |
715.0 |
724.0 |
714.5 |
720.0 |
+13.8 |
1,541 |
18,373 |
+554 |
May05 |
041103 |
721.0 |
722.6 |
721.0 |
722.6 |
+13.8 |
304 |
2,371 |
-54 |
Jul05 |
041103 |
724.0 |
725.2 |
724.0 |
725.2 |
+13.8 |
21 |
2,118 |
+0 |
Sep05 |
041103 |
727.5 |
727.5 |
727.5 |
727.5 |
+14.0 |
1 |
563 |
+1 |
Dec05 |
041103 |
728.0 |
734.0 |
728.0 |
730.8 |
+14.0 |
154 |
3,775 |
+85 |
Mar06 |
041103 |
734.1 |
734.1 |
734.1 |
734.1 |
+14.0 |
7 |
2 |
+1 |
Total Volume and Open Interest |
24,682 |
114,494 |
-2,298 |
Platinum(NYMEX) |
Jan05 |
041103 |
831.0 |
833.0 |
828.0 |
828.3 |
+1.7 |
950 |
5,462 |
-128 |
Apr05 |
041103 |
826.3 |
826.3 |
826.3 |
826.3 |
+2.7 |
50 |
403 |
+50 |
Total Volume and Open Interest |
1,000 |
5,865 |
-78 |
Palladium(NYMEX) |
Dec04 |
041103 |
210.00 |
212.00 |
209.50 |
210.50 |
unch |
746 |
9,218 |
-264 |
Mar05 |
041103 |
214.00 |
214.00 |
212.00 |
212.30 |
+0.15 |
81 |
371 |
+71 |
Jun05 |
041103 |
215.15 |
215.15 |
213.50 |
213.50 |
-1.65 |
0 |
5 |
+0 |
Total Volume and Open Interest |
827 |
9,594 |
-193 |
Copper(CMX) |
Dec04 |
041103 |
132.15 |
133.45 |
132.05 |
133.00 |
+0.95 |
6,801 |
40,261 |
-852 |
Mar05 |
041103 |
131.30 |
132.20 |
131.00 |
131.95 |
+0.95 |
2,287 |
12,505 |
+637 |
May05 |
041103 |
127.00 |
127.80 |
127.00 |
127.75 |
+1.00 |
210 |
3,751 |
+94 |
Jul05 |
041103 |
123.35 |
123.35 |
123.35 |
123.35 |
+1.10 |
46 |
1,660 |
+20 |
Sep05 |
041103 |
120.35 |
120.35 |
120.35 |
120.35 |
+1.10 |
1 |
1,562 |
-1 |
Total Volume and Open Interest |
10,469 |
69,692 |
-7 |
Aluminum(CMX) |
Nov04 |
041103 |
88.20 |
88.20 |
87.70 |
87.70 |
+0.40 |
139 |
639 |
-235 |
Dec04 |
041103 |
87.70 |
87.70 |
87.70 |
87.70 |
+0.40 |
25 |
1,214 |
-2 |
Jan05 |
041103 |
87.40 |
87.40 |
87.40 |
87.40 |
+0.40 |
0 |
619 |
+0 |
Feb05 |
041103 |
87.30 |
87.30 |
87.10 |
87.10 |
+0.40 |
0 |
584 |
+0 |
Mar05 |
041103 |
86.80 |
86.80 |
86.80 |
86.80 |
+0.40 |
0 |
602 |
+0 |
Apr05 |
041103 |
86.50 |
86.50 |
86.50 |
86.50 |
+0.40 |
0 |
486 |
+0 |
Total Volume and Open Interest |
164 |
9,621 |
-237 |
DJIA Index(CBOT) |
Dec04 |
041103 |
10145 |
10205 |
10080 |
10141 |
+113 |
7,912 |
41,903 |
-537 |
Mar05 |
041103 |
10155 |
10175 |
10105 |
10137 |
+113 |
30 |
57 |
+10 |
Jun05 |
041103 |
10170 |
10170 |
10145 |
10145 |
+113 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,944 |
41,962 |
-527 |
S & P 500(CME) |
Dec04 |
041103 |
1145.80 |
1149.00 |
1138.20 |
1145.10 |
+14.50 |
42,795 |
626,492 |
+1,985 |
Mar05 |
041103 |
1146.50 |
1148.50 |
1142.00 |
1146.50 |
+14.60 |
3,587 |
27,232 |
+2,081 |
Jun05 |
041103 |
1148.90 |
1148.90 |
1148.90 |
1148.90 |
+14.60 |
25 |
2,502 |
+18 |
Sep05 |
041103 |
1151.40 |
1151.40 |
1151.40 |
1151.40 |
+14.60 |
0 |
66 |
+0 |
Total Volume and Open Interest |
46,407 |
656,442 |
+4,084 |
S & P 500 E-Mini(Globex) |
Dec04 |
041103 |
1130.50 |
1149.00 |
1127.25 |
1145.00 |
+14.50 |
831,105 |
814,706 |
+29,481 |
Mar05 |
041103 |
1131.50 |
1150.50 |
1131.50 |
1146.50 |
+14.50 |
5,613 |
18,254 |
+4,091 |
Total Volume and Open Interest |
836,718 |
832,960 |
+33,572 |
NASDAQ 100(CME) |
Dec04 |
041103 |
1521.00 |
1526.00 |
1497.00 |
1508.00 |
+10.00 |
13,614 |
78,640 |
+2,290 |
Mar05 |
041103 |
1515.50 |
1515.50 |
1509.00 |
1515.50 |
+10.00 |
2 |
43 |
+1 |
Jun05 |
041103 |
1522.50 |
1522.50 |
1522.50 |
1522.50 |
+10.00 |
|
|
|
Total Volume and Open Interest |
13,616 |
78,683 |
+2,291 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041103 |
1498.00 |
1529.50 |
1493.50 |
1508.00 |
+10.00 |
336,516 |
346,816 |
+16,587 |
Mar05 |
041103 |
1503.00 |
1536.50 |
1503.00 |
1515.50 |
+10.00 |
89 |
1,988 |
+66 |
Total Volume and Open Interest |
336,605 |
348,804 |
+16,653 |
S & P Midcap 400(CME) |
Dec04 |
041103 |
610.25 |
613.50 |
607.00 |
611.75 |
+10.25 |
303 |
13,619 |
-100 |
Mar05 |
041103 |
612.10 |
612.25 |
612.10 |
612.25 |
+10.25 |
0 |
1 |
+0 |
Jun05 |
041103 |
612.10 |
612.25 |
612.10 |
612.25 |
+10.25 |
|
|
|
Total Volume and Open Interest |
303 |
13,620 |
-100 |
Russell 2000(CME) |
Dec04 |
041103 |
594.50 |
597.50 |
591.00 |
595.75 |
+11.00 |
1,062 |
27,226 |
+102 |
Mar05 |
041103 |
596.00 |
596.00 |
596.00 |
596.00 |
+11.25 |
|
|
|
Jun05 |
041103 |
596.00 |
596.00 |
596.00 |
596.00 |
+11.25 |
|
|
|
Total Volume and Open Interest |
1,062 |
27,226 |
+102 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041103 |
584.30 |
598.60 |
583.30 |
595.80 |
+11.00 |
67,667 |
90,065 |
-333 |
Mar05 |
041103 |
596.00 |
596.00 |
596.00 |
596.00 |
+11.20 |
5 |
185 |
+3 |
Total Volume and Open Interest |
67,672 |
90,250 |
-330 |
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 |
041103 |
3792.0 |
3803.0 |
3765.5 |
3775.5 |
+4.5 |
51,875 |
415,230 |
+18,257 |
Dec04 |
041103 |
3780.0 |
3795.5 |
3767.0 |
3773.0 |
+4.5 |
2,692 |
139,060 |
+688 |
Jan05 |
041103 |
3779.5 |
3779.5 |
3779.5 |
3779.5 |
+4.5 |
|
|
|
Total Volume and Open Interest |
54,567 |
563,320 |
+18,945 |
Hang Seng Index(HKFE) |
Nov04 |
041103 |
13268 |
13419 |
13249 |
13348 |
+82 |
29,982 |
112,282 |
+7,222 |
Dec04 |
041103 |
13255 |
13419 |
13223 |
13338 |
+82 |
123 |
1,245 |
+23 |
Total Volume and Open Interest |
30,118 |
116,098 |
+7,230 |
DAX(EUREX) |
Dec04 |
041103 |
4085.0 |
4087.0 |
4032.0 |
4041.0 |
-19.0 |
150,291 |
160,390 |
+37 |
Mar05 |
041103 |
4105.0 |
4109.5 |
4056.0 |
4063.5 |
-18.5 |
381 |
9,939 |
+246 |
Jun05 |
041103 |
4116.5 |
4125.5 |
4080.0 |
4087.0 |
-18.5 |
110 |
1,719 |
-31 |
Total Volume and Open Interest |
150,782 |
172,048 |
+252 |
FT-SE 100(EURONEXT) |
Dec04 |
041103 |
4727.50 |
4738.00 |
4715.50 |
4724.50 |
+22.50 |
51,653 |
458,017 |
-1,605 |
Mar05 |
041103 |
4729.50 |
4729.50 |
4726.00 |
4726.00 |
+22.50 |
1,026 |
20,808 |
+999 |
Jun05 |
041103 |
4749.00 |
4749.00 |
4746.00 |
4746.00 |
+23.00 |
1,300 |
14,705 |
+1,300 |
Total Volume and Open Interest |
53,979 |
493,530 |
+694 |
SPI 200(SFE) |
Dec04 |
041103 |
3809.0 |
3836.0 |
3803.0 |
3830.0 |
+22.0 |
8,615 |
170,136 |
+2,099 |
Mar05 |
041103 |
3818.0 |
3844.0 |
3813.0 |
3840.0 |
+23.0 |
182 |
3,289 |
+113 |
Jun05 |
041103 |
3825.0 |
3856.0 |
3825.0 |
3853.0 |
+26.0 |
173 |
3,145 |
+10 |
Total Volume and Open Interest |
8,983 |
180,213 |
+2,231 |
GSCI(CME) |
Nov04 |
041103 |
344.95 |
351.10 |
340.80 |
350.10 |
+6.10 |
394 |
16,827 |
-11 |
Dec04 |
041103 |
351.50 |
354.50 |
346.00 |
354.50 |
+5.40 |
25 |
239 |
+18 |
Jan05 |
041103 |
353.50 |
353.50 |
353.50 |
353.50 |
+5.50 |
2 |
2 |
+2 |
Total Volume and Open Interest |
421 |
17,068 |
+9 |
RJ/CRB Index(ICE) |
Jan05 |
041103 |
281.70 |
281.70 |
280.25 |
281.60 |
+0.90 |
58 |
270 |
+19 |
Feb05 |
041103 |
280.15 |
280.15 |
280.15 |
280.15 |
+0.90 |
5 |
34 |
+0 |
Apr05 |
041103 |
279.30 |
279.30 |
279.30 |
279.30 |
+0.90 |
18 |
109 |
+6 |
Total Volume and Open Interest |
176 |
643 |
+18 |
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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