|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed November 10, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041110 |
518.00 |
536.00 |
518.00 |
523.00 |
+12.50 |
2,787 |
2,445 |
-883 |
| Jan05 |
041110 |
517.50 |
541.00 |
516.00 |
525.00 |
+14.50 |
33,647 |
124,241 |
-1,077 |
| Mar05 |
041110 |
522.50 |
548.00 |
522.50 |
533.50 |
+16.75 |
5,530 |
43,305 |
-34 |
| May05 |
041110 |
529.00 |
552.00 |
529.00 |
539.25 |
+16.00 |
1,781 |
27,489 |
+340 |
| Jul05 |
041110 |
539.00 |
557.00 |
539.00 |
546.75 |
+16.50 |
1,375 |
23,825 |
+188 |
| Aug05 |
041110 |
555.00 |
555.00 |
546.00 |
547.00 |
+15.00 |
1 |
980 |
+0 |
| Sep05 |
041110 |
548.00 |
553.00 |
548.00 |
551.50 |
+18.00 |
1 |
322 |
-1 |
| Total Volume and Open Interest |
45,236 |
229,606 |
-1,457 |
| Soybean Meal(CBOT) |
| Dec04 |
041110 |
151.30 |
157.50 |
151.20 |
153.90 |
+4.00 |
11,375 |
47,435 |
-1,074 |
| Jan05 |
041110 |
152.50 |
159.00 |
152.50 |
155.20 |
+4.10 |
6,397 |
23,378 |
+1,366 |
| Mar05 |
041110 |
155.00 |
160.50 |
155.00 |
157.70 |
+4.40 |
3,935 |
26,342 |
+526 |
| May05 |
041110 |
157.50 |
162.50 |
157.50 |
160.20 |
+4.90 |
1,416 |
16,009 |
+110 |
| Jul05 |
041110 |
160.20 |
165.00 |
160.20 |
163.10 |
+4.70 |
1,280 |
22,057 |
+237 |
| Aug05 |
041110 |
162.00 |
166.50 |
162.00 |
164.30 |
+4.50 |
129 |
7,929 |
+45 |
| Sep05 |
041110 |
163.50 |
167.50 |
163.50 |
165.50 |
+4.50 |
237 |
5,177 |
+58 |
| Oct05 |
041110 |
163.50 |
167.30 |
163.50 |
166.70 |
+5.00 |
330 |
2,772 |
+266 |
| Total Volume and Open Interest |
25,838 |
156,499 |
+1,969 |
| Soybean Oil(CBOT) |
| Dec04 |
041110 |
20.75 |
21.05 |
20.70 |
20.79 |
+0.34 |
11,102 |
50,671 |
-1,941 |
| Jan05 |
041110 |
20.84 |
21.20 |
20.80 |
20.91 |
+0.38 |
6,088 |
32,482 |
-604 |
| Mar05 |
041110 |
20.95 |
21.35 |
20.94 |
21.03 |
+0.36 |
4,426 |
27,365 |
-178 |
| May05 |
041110 |
21.10 |
21.37 |
21.03 |
21.15 |
+0.37 |
2,431 |
18,552 |
+565 |
| Jul05 |
041110 |
21.15 |
21.50 |
21.12 |
21.25 |
+0.39 |
1,015 |
15,905 |
+78 |
| Aug05 |
041110 |
21.40 |
21.40 |
21.20 |
21.23 |
+0.41 |
102 |
5,939 |
-22 |
| Sep05 |
041110 |
21.10 |
21.40 |
21.10 |
21.21 |
+0.44 |
84 |
3,252 |
+16 |
| Oct05 |
041110 |
21.40 |
21.40 |
21.20 |
21.20 |
+0.50 |
24 |
2,275 |
-16 |
| Total Volume and Open Interest |
25,613 |
163,014 |
-1,963 |
| Canola(WCE) |
| Nov04 |
041110 |
288.5 |
288.5 |
288.5 |
288.5 |
+1.4 |
45 |
42 |
-45 |
| Jan05 |
041110 |
294.0 |
299.5 |
294.0 |
294.5 |
+2.5 |
3,754 |
41,903 |
-366 |
| Mar05 |
041110 |
297.5 |
300.3 |
297.1 |
297.1 |
+2.4 |
546 |
8,312 |
+204 |
| May05 |
041110 |
302.5 |
302.5 |
302.5 |
302.5 |
+4.5 |
55 |
589 |
-55 |
| Jul05 |
041110 |
308.5 |
308.5 |
308.5 |
308.5 |
+6.5 |
172 |
506 |
+117 |
| Total Volume and Open Interest |
4,919 |
62,359 |
+118 |
| Corn(CBOT) |
| Dec04 |
041110 |
199.25 |
204.00 |
198.00 |
198.25 |
+0.25 |
46,776 |
277,490 |
-11,854 |
| Mar05 |
041110 |
210.75 |
215.50 |
210.00 |
210.25 |
unch |
31,219 |
206,160 |
+11,948 |
| May05 |
041110 |
218.00 |
222.50 |
217.25 |
217.50 |
unch |
3,092 |
53,216 |
+700 |
| Jul05 |
041110 |
225.00 |
228.75 |
223.75 |
224.00 |
unch |
3,369 |
58,532 |
+1,003 |
| Sep05 |
041110 |
233.00 |
235.50 |
231.50 |
231.50 |
-0.50 |
280 |
15,516 |
+111 |
| Dec05 |
041110 |
242.00 |
243.75 |
240.00 |
240.25 |
-0.75 |
1,014 |
32,002 |
+452 |
| Total Volume and Open Interest |
85,793 |
645,314 |
+2,390 |
| Wheat(CBOT) |
| Dec04 |
041110 |
305.25 |
310.00 |
303.00 |
303.50 |
-1.00 |
19,123 |
84,298 |
-5,762 |
| Mar05 |
041110 |
318.50 |
322.00 |
315.25 |
315.75 |
-1.75 |
14,424 |
64,067 |
+5,464 |
| May05 |
041110 |
325.00 |
328.50 |
321.50 |
322.00 |
-2.00 |
838 |
8,097 |
+359 |
| Jul05 |
041110 |
330.50 |
334.00 |
327.50 |
327.50 |
-1.00 |
861 |
10,033 |
-183 |
| Sep05 |
041110 |
334.50 |
334.50 |
334.50 |
334.50 |
-0.50 |
14 |
228 |
+0 |
| Total Volume and Open Interest |
35,543 |
168,049 |
-31 |
| Wheat(KCBT) |
| Dec04 |
041110 |
356.50 |
359.50 |
350.50 |
351.25 |
-4.25 |
12,536 |
42,928 |
-2,083 |
| Mar05 |
041110 |
354.75 |
357.50 |
351.00 |
351.75 |
-3.00 |
8,173 |
29,288 |
+2,775 |
| May05 |
041110 |
354.50 |
355.00 |
350.00 |
350.75 |
-0.75 |
852 |
4,861 |
+286 |
| Jul05 |
041110 |
346.50 |
348.50 |
344.00 |
344.50 |
-1.50 |
864 |
8,094 |
-96 |
| Sep05 |
041110 |
350.00 |
350.00 |
347.00 |
347.00 |
unch |
5 |
1,273 |
+5 |
| Total Volume and Open Interest |
22,441 |
86,584 |
+887 |
| Wheat(MGE) |
| Dec04 |
041110 |
368.00 |
373.00 |
367.00 |
368.50 |
+0.75 |
5,522 |
13,399 |
+191 |
| Mar05 |
041110 |
373.00 |
377.00 |
372.00 |
373.50 |
+0.25 |
4,063 |
13,508 |
+681 |
| May05 |
041110 |
376.50 |
378.50 |
375.50 |
376.00 |
+0.50 |
591 |
4,871 |
+192 |
| Jul05 |
041110 |
375.00 |
375.50 |
374.00 |
374.50 |
+0.50 |
40 |
2,311 |
-28 |
| Sep05 |
041110 |
368.50 |
368.50 |
363.50 |
363.50 |
-0.50 |
47 |
992 |
+17 |
| Total Volume and Open Interest |
10,269 |
35,269 |
+1,057 |
| Oats(CBOT) |
| Dec04 |
041110 |
143.75 |
144.75 |
142.00 |
142.25 |
unch |
569 |
4,798 |
+35 |
| Mar05 |
041110 |
149.50 |
151.00 |
148.50 |
148.50 |
unch |
156 |
2,679 |
+33 |
| May05 |
041110 |
153.00 |
153.00 |
153.00 |
153.00 |
-0.50 |
7 |
126 |
+3 |
| Jul05 |
041110 |
157.00 |
157.00 |
157.00 |
157.00 |
unch |
0 |
33 |
+0 |
| Total Volume and Open Interest |
732 |
7,639 |
+71 |
| Rough Rice(CBOT) |
| Nov04 |
041110 |
7.07 |
7.10 |
7.07 |
7.10 |
+0.06 |
14 |
697 |
-19 |
| Jan05 |
041110 |
7.15 |
7.22 |
7.13 |
7.22 |
+0.09 |
488 |
3,203 |
-10 |
| Mar05 |
041110 |
7.32 |
7.43 |
7.32 |
7.43 |
+0.11 |
52 |
883 |
+7 |
| May05 |
041110 |
7.59 |
7.60 |
7.59 |
7.60 |
+0.07 |
3 |
209 |
+3 |
| Total Volume and Open Interest |
557 |
5,046 |
-19 |
| Live Cattle(CME) |
| Dec04 |
041110 |
82.525 |
83.950 |
82.350 |
83.650 |
+1.175 |
13,712 |
45,071 |
-3,565 |
| Feb05 |
041110 |
85.500 |
86.900 |
85.250 |
86.850 |
+1.200 |
10,669 |
38,321 |
+3,627 |
| Apr05 |
041110 |
82.500 |
83.850 |
82.300 |
83.775 |
+1.350 |
1,634 |
12,749 |
+378 |
| Jun05 |
041110 |
79.250 |
80.100 |
78.950 |
80.025 |
+0.575 |
822 |
8,283 |
+202 |
| Aug05 |
041110 |
79.175 |
79.975 |
79.100 |
79.950 |
+0.475 |
317 |
4,011 |
+10 |
| Oct05 |
041110 |
80.600 |
81.000 |
80.250 |
81.000 |
+0.200 |
10 |
972 |
+4 |
| Total Volume and Open Interest |
27,166 |
109,608 |
+657 |
| Feeder Cattle(CME) |
| Nov04 |
041110 |
108.050 |
108.250 |
107.400 |
108.200 |
+0.800 |
464 |
2,659 |
-131 |
| Jan05 |
041110 |
100.700 |
102.000 |
100.500 |
101.875 |
+1.500 |
1,198 |
8,318 |
+130 |
| Mar05 |
041110 |
97.500 |
98.500 |
96.950 |
98.450 |
+1.300 |
380 |
1,898 |
-34 |
| Apr05 |
041110 |
96.250 |
97.500 |
96.000 |
97.300 |
+1.300 |
167 |
688 |
+15 |
| May05 |
041110 |
96.000 |
97.750 |
95.900 |
97.400 |
+0.400 |
62 |
772 |
-19 |
| Aug05 |
041110 |
97.800 |
99.400 |
97.800 |
99.400 |
+0.400 |
14 |
122 |
+6 |
| Total Volume and Open Interest |
2,285 |
14,458 |
-33 |
| Lean Hogs(CME) |
| Dec04 |
041110 |
72.750 |
73.900 |
72.700 |
73.900 |
+2.000 |
9,601 |
39,565 |
-3,670 |
| Feb05 |
041110 |
72.250 |
73.900 |
72.250 |
73.850 |
+1.925 |
8,604 |
29,683 |
+2,608 |
| Apr05 |
041110 |
68.950 |
70.600 |
68.950 |
70.550 |
+1.700 |
1,781 |
9,962 |
+322 |
| May05 |
041110 |
68.000 |
69.550 |
68.000 |
69.475 |
+1.425 |
57 |
1,837 |
+10 |
| Jun05 |
041110 |
71.800 |
73.375 |
71.800 |
73.300 |
+1.425 |
578 |
5,429 |
+199 |
| Jul05 |
041110 |
67.500 |
69.375 |
67.500 |
69.375 |
+1.875 |
55 |
1,272 |
+27 |
| Aug05 |
041110 |
63.000 |
64.900 |
63.000 |
64.900 |
+1.875 |
13 |
728 |
+3 |
| Oct05 |
041110 |
54.800 |
54.950 |
54.800 |
54.950 |
+0.750 |
2 |
223 |
-1 |
| Total Volume and Open Interest |
20,694 |
88,737 |
-501 |
| Pork Bellies(CME) |
| Feb05 |
041110 |
100.800 |
102.800 |
100.500 |
102.050 |
+1.575 |
286 |
1,384 |
-4 |
| Mar05 |
041110 |
101.000 |
101.900 |
101.000 |
101.900 |
+0.900 |
1 |
29 |
+1 |
| May05 |
041110 |
102.000 |
102.000 |
102.000 |
102.000 |
+1.000 |
2 |
22 |
+2 |
| Jul05 |
041110 |
103.600 |
103.600 |
103.600 |
103.600 |
+0.100 |
0 |
10 |
+0 |
| Aug05 |
041110 |
101.250 |
101.250 |
101.250 |
101.250 |
+0.500 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
289 |
1,446 |
-1 |
| Class III Milk(CME) |
| Nov04 |
041110 |
14.60 |
14.75 |
14.57 |
14.68 |
+0.11 |
375 |
4,120 |
-97 |
| Dec04 |
041110 |
14.29 |
14.69 |
14.25 |
14.65 |
+0.36 |
680 |
3,465 |
-84 |
| Jan05 |
041110 |
13.44 |
13.75 |
13.43 |
13.66 |
+0.22 |
291 |
2,019 |
+90 |
| Feb05 |
041110 |
12.56 |
12.75 |
12.56 |
12.70 |
+0.14 |
121 |
1,977 |
+25 |
| Mar05 |
041110 |
12.50 |
12.60 |
12.50 |
12.60 |
+0.10 |
78 |
2,274 |
+0 |
| Total Volume and Open Interest |
1,969 |
21,153 |
+70 |
| Cocoa(ICE) |
| Dec04 |
041110 |
1820 |
1825 |
1695 |
1701 |
-105 |
12,177 |
16,031 |
-4,745 |
| Mar05 |
041110 |
1805 |
1808 |
1690 |
1698 |
-94 |
15,154 |
39,020 |
+6,335 |
| May05 |
041110 |
1807 |
1808 |
1690 |
1700 |
-93 |
712 |
11,751 |
-67 |
| Jul05 |
041110 |
1810 |
1810 |
1700 |
1700 |
-99 |
1,178 |
11,111 |
+427 |
| Sep05 |
041110 |
1808 |
1808 |
1700 |
1700 |
-99 |
546 |
8,721 |
-266 |
| Dec05 |
041110 |
1780 |
1780 |
1700 |
1700 |
-99 |
601 |
8,164 |
-429 |
| Mar06 |
041110 |
1706 |
1706 |
1706 |
1706 |
-99 |
200 |
10,213 |
-80 |
| Total Volume and Open Interest |
30,623 |
117,132 |
+1,220 |
| Coffee "C"(ICE) |
| Dec04 |
041110 |
81.50 |
82.10 |
81.10 |
81.35 |
+1.35 |
9,900 |
36,859 |
-2,944 |
| Mar05 |
041110 |
84.60 |
85.20 |
84.25 |
84.55 |
+1.35 |
6,918 |
30,787 |
+3,202 |
| May05 |
041110 |
86.20 |
86.90 |
85.75 |
86.30 |
+1.35 |
767 |
4,978 |
-108 |
| Jul05 |
041110 |
88.00 |
88.50 |
87.50 |
87.80 |
+1.20 |
293 |
2,353 |
-16 |
| Sep05 |
041110 |
89.55 |
89.75 |
89.30 |
89.30 |
+1.05 |
65 |
1,308 |
+44 |
| Dec05 |
041110 |
91.80 |
92.00 |
91.80 |
91.80 |
+0.95 |
17 |
720 |
+12 |
| Total Volume and Open Interest |
17,966 |
77,213 |
+194 |
| Orange Juice(ICE) |
| Nov04 |
041109 |
73.80 |
74.75 |
73.50 |
72.50 |
unch |
95 |
120 |
-316 |
| Jan05 |
041110 |
75.50 |
75.50 |
73.60 |
73.65 |
-1.95 |
1,857 |
16,718 |
+275 |
| Mar05 |
041110 |
77.50 |
77.50 |
75.65 |
75.65 |
-1.85 |
1,488 |
10,507 |
-734 |
| May05 |
041110 |
79.25 |
79.25 |
78.50 |
78.50 |
-1.25 |
55 |
4,333 |
+20 |
| Jul05 |
041110 |
81.40 |
81.40 |
80.00 |
80.00 |
-1.45 |
6 |
450 |
-3 |
| Sep05 |
041110 |
81.50 |
81.50 |
81.50 |
81.50 |
-1.50 |
44 |
66 |
-44 |
| Total Volume and Open Interest |
3,450 |
32,684 |
-606 |
| Sugar #11(ICE) |
| Mar05 |
041110 |
8.49 |
8.63 |
8.44 |
8.60 |
+0.09 |
9,602 |
203,466 |
-406 |
| May05 |
041110 |
8.62 |
8.75 |
8.58 |
8.72 |
+0.08 |
1,867 |
40,493 |
+134 |
| Jul05 |
041110 |
8.48 |
8.60 |
8.45 |
8.58 |
+0.08 |
402 |
21,952 |
-21 |
| Oct05 |
041110 |
8.48 |
8.60 |
8.45 |
8.58 |
+0.09 |
464 |
21,717 |
+32 |
| Mar06 |
041110 |
8.39 |
8.47 |
8.39 |
8.47 |
+0.08 |
189 |
8,401 |
+69 |
| Total Volume and Open Interest |
12,622 |
300,220 |
-148 |
| Sugar #14(ICE) |
| Jan05 |
041110 |
20.27 |
20.27 |
20.24 |
20.25 |
-0.03 |
239 |
1,556 |
-53 |
| Mar05 |
041110 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.03 |
72 |
3,480 |
+56 |
| May05 |
041110 |
20.48 |
20.48 |
20.48 |
20.48 |
-0.02 |
32 |
1,994 |
+7 |
| Jul05 |
041110 |
20.65 |
20.65 |
20.65 |
20.65 |
-0.01 |
15 |
1,525 |
+9 |
| Sep05 |
041110 |
20.79 |
20.79 |
20.79 |
20.79 |
+0.01 |
84 |
2,369 |
+43 |
| Total Volume and Open Interest |
445 |
11,523 |
+65 |
| London Cocoa(LCE) |
| Dec04 |
041110 |
1014 |
1021 |
936 |
939 |
-49 |
6,669 |
43,773 |
-1,079 |
| Mar05 |
041110 |
1021 |
1032 |
953 |
956 |
-48 |
9,101 |
52,837 |
+248 |
| May05 |
041110 |
1036 |
1044 |
966 |
967 |
-48 |
1,867 |
19,035 |
-745 |
| Jul05 |
041110 |
1048 |
1049 |
981 |
982 |
-47 |
770 |
15,575 |
+39 |
| Sep05 |
041110 |
1066 |
1074 |
1000 |
1001 |
-46 |
3,271 |
33,686 |
+2,396 |
| Dec05 |
041110 |
1033 |
1033 |
978 |
978 |
-51 |
428 |
29,471 |
+98 |
| Mar06 |
041110 |
1038 |
1038 |
983 |
983 |
-51 |
1 |
3,911 |
+1 |
| Total Volume and Open Interest |
22,107 |
198,743 |
+958 |
| London Coffee(LCE) |
| Nov04 |
041110 |
588.00 |
617.00 |
588.00 |
617.00 |
+38.00 |
60 |
19,643 |
-257 |
| Jan05 |
041110 |
599.00 |
644.00 |
599.00 |
640.00 |
+42.00 |
2,419 |
81,677 |
+274 |
| Mar05 |
041110 |
621.00 |
662.00 |
621.00 |
658.00 |
+40.00 |
996 |
37,687 |
+608 |
| May05 |
041110 |
642.00 |
680.00 |
642.00 |
677.00 |
+41.00 |
647 |
32,496 |
+14 |
| Jul05 |
041110 |
660.00 |
696.00 |
660.00 |
694.00 |
+40.00 |
129 |
8,845 |
+14 |
| Sep05 |
041110 |
690.00 |
712.00 |
690.00 |
712.00 |
+41.00 |
10 |
5,081 |
+10 |
| Total Volume and Open Interest |
4,328 |
187,454 |
+712 |
| London Sugar(LCE) |
| Mar05 |
041110 |
246.50 |
249.00 |
245.50 |
249.00 |
+1.60 |
1,299 |
28,112 |
+385 |
| May05 |
041110 |
254.20 |
256.50 |
253.60 |
256.50 |
+1.50 |
123 |
10,547 |
+25 |
| Aug05 |
041110 |
255.50 |
257.00 |
254.20 |
257.00 |
+1.50 |
48 |
4,681 |
-12 |
| Oct05 |
041110 |
256.90 |
257.50 |
256.90 |
257.50 |
+1.50 |
10 |
2,992 |
+10 |
| Dec05 |
041110 |
256.70 |
256.70 |
256.70 |
256.70 |
+1.70 |
0 |
1,676 |
+0 |
| Total Volume and Open Interest |
4,045 |
54,898 |
-667 |
| Cotton(ICE) |
| Dec04 |
041110 |
44.50 |
44.58 |
43.35 |
43.65 |
-0.39 |
12,107 |
34,581 |
-3,384 |
| Mar05 |
041110 |
43.75 |
43.80 |
42.68 |
43.02 |
-0.47 |
9,770 |
35,647 |
+2,762 |
| May05 |
041110 |
44.60 |
44.70 |
43.75 |
43.98 |
-0.35 |
847 |
6,115 |
-50 |
| Jul05 |
041110 |
45.68 |
45.68 |
44.95 |
45.10 |
-0.30 |
1,489 |
7,611 |
+536 |
| Oct05 |
041110 |
48.60 |
48.60 |
47.60 |
47.60 |
-0.40 |
10 |
54 |
+10 |
| Dec05 |
041110 |
48.90 |
48.99 |
48.35 |
48.50 |
-0.32 |
233 |
4,068 |
+108 |
| Total Volume and Open Interest |
24,461 |
88,752 |
-18 |
| Lumber(CME) |
| Nov04 |
041110 |
304.4 |
305.9 |
297.7 |
300.1 |
-0.6 |
552 |
585 |
-217 |
| Jan05 |
041110 |
314.0 |
319.3 |
311.3 |
316.5 |
+3.2 |
762 |
2,549 |
+227 |
| Mar05 |
041110 |
324.0 |
327.8 |
320.8 |
326.0 |
+3.2 |
49 |
340 |
+0 |
| May05 |
041110 |
330.0 |
330.0 |
328.3 |
328.3 |
-1.7 |
5 |
82 |
+5 |
| Total Volume and Open Interest |
1,372 |
3,577 |
+16 |
| Crude Oil(NYM) |
| Dec04 |
041110 |
47.38 |
49.00 |
47.10 |
48.86 |
+1.49 |
128,889 |
144,364 |
-18,100 |
| Jan05 |
041110 |
47.45 |
49.10 |
47.30 |
48.92 |
+1.35 |
93,812 |
135,900 |
+10,495 |
| Feb05 |
041110 |
47.35 |
49.05 |
47.25 |
48.84 |
+1.28 |
20,606 |
47,611 |
+215 |
| Mar05 |
041110 |
47.05 |
48.75 |
47.05 |
48.56 |
+1.24 |
10,813 |
32,402 |
+957 |
| Apr05 |
041110 |
46.80 |
48.18 |
46.80 |
48.18 |
+1.18 |
4,721 |
25,042 |
+1,246 |
| May05 |
041110 |
46.35 |
47.75 |
46.35 |
47.75 |
+1.13 |
1,332 |
16,774 |
+369 |
| Jun05 |
041110 |
45.95 |
47.32 |
45.95 |
47.32 |
+1.08 |
4,965 |
32,608 |
-56 |
| Jul05 |
041110 |
46.20 |
46.89 |
46.20 |
46.89 |
+1.05 |
358 |
13,434 |
-17 |
| Aug05 |
041110 |
46.49 |
46.49 |
46.49 |
46.49 |
+1.02 |
439 |
10,480 |
+113 |
| Sep05 |
041110 |
45.30 |
46.09 |
45.30 |
46.09 |
+0.99 |
375 |
11,865 |
+192 |
| Oct05 |
041110 |
45.30 |
45.71 |
45.30 |
45.71 |
+0.96 |
170 |
5,796 |
-55 |
| Nov05 |
041110 |
45.36 |
45.36 |
45.36 |
45.36 |
+0.93 |
23 |
9,887 |
+65 |
| Dec05 |
041110 |
44.05 |
45.04 |
43.80 |
45.04 |
+0.91 |
8,666 |
58,728 |
+5,557 |
| Jan06 |
041110 |
44.38 |
44.73 |
44.38 |
44.73 |
+0.89 |
327 |
7,821 |
+15 |
| Feb06 |
041110 |
44.44 |
44.44 |
44.44 |
44.44 |
+0.87 |
5 |
3,399 |
+0 |
| Mar06 |
041110 |
44.18 |
44.18 |
44.18 |
44.18 |
+0.85 |
1,005 |
8,156 |
+371 |
| Total Volume and Open Interest |
285,508 |
711,816 |
+9,607 |
| Heating Oil(NYM) |
| Dec04 |
041110 |
134.50 |
140.75 |
134.40 |
140.29 |
+6.09 |
31,994 |
51,294 |
-4,130 |
| Jan05 |
041110 |
135.80 |
141.60 |
135.70 |
141.18 |
+5.76 |
18,998 |
46,319 |
+3,766 |
| Feb05 |
041110 |
135.40 |
139.58 |
134.60 |
139.58 |
+5.01 |
1,866 |
22,539 |
+251 |
| Mar05 |
041110 |
132.00 |
136.00 |
132.00 |
135.88 |
+4.31 |
1,850 |
16,322 |
+187 |
| Apr05 |
041110 |
127.30 |
130.18 |
126.50 |
130.18 |
+3.61 |
577 |
6,421 |
+401 |
| May05 |
041110 |
123.00 |
125.88 |
123.00 |
125.88 |
+3.26 |
443 |
5,327 |
+91 |
| Jun05 |
041110 |
120.75 |
123.33 |
120.75 |
123.33 |
+3.06 |
1,092 |
6,796 |
-235 |
| Jul05 |
041110 |
121.30 |
122.18 |
121.30 |
122.18 |
+2.96 |
635 |
4,528 |
+205 |
| Aug05 |
041110 |
121.35 |
122.18 |
121.35 |
122.18 |
+2.86 |
14 |
1,895 |
+13 |
| Sep05 |
041110 |
120.00 |
122.73 |
120.00 |
122.73 |
+2.81 |
162 |
3,346 |
-43 |
| Oct05 |
041110 |
122.75 |
123.43 |
122.25 |
123.43 |
+2.76 |
21 |
314 |
+8 |
| Nov05 |
041110 |
122.70 |
124.13 |
122.70 |
124.13 |
+2.71 |
18 |
435 |
+18 |
| Total Volume and Open Interest |
58,447 |
174,717 |
+353 |
| Gasoline(NYMEX) |
| Dec04 |
041110 |
123.70 |
129.00 |
123.70 |
128.52 |
+5.13 |
27,068 |
42,530 |
-4,183 |
| Jan05 |
041110 |
125.20 |
130.15 |
125.00 |
129.70 |
+4.88 |
12,466 |
35,920 |
+2,092 |
| Feb05 |
041110 |
126.00 |
130.55 |
126.00 |
130.55 |
+4.78 |
1,836 |
9,485 |
-351 |
| Mar05 |
041110 |
127.20 |
131.45 |
127.20 |
131.45 |
+4.73 |
379 |
5,807 |
+124 |
| Apr05 |
041110 |
134.40 |
138.45 |
134.40 |
138.45 |
+4.63 |
2,337 |
12,503 |
+92 |
| May05 |
041110 |
138.40 |
138.40 |
138.40 |
138.40 |
+4.53 |
1,113 |
10,337 |
+553 |
| Jun05 |
041110 |
137.40 |
137.40 |
137.40 |
137.40 |
+4.48 |
1,100 |
5,406 |
+662 |
| Jul05 |
041110 |
135.00 |
135.50 |
135.00 |
135.50 |
+4.33 |
62 |
2,733 |
+32 |
| Aug05 |
041110 |
132.95 |
132.95 |
132.95 |
132.95 |
+4.18 |
60 |
1,774 |
-5 |
| Sep05 |
041110 |
129.75 |
129.75 |
129.75 |
129.75 |
+4.13 |
127 |
4,062 |
+20 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041110 |
7.500 |
7.750 |
7.350 |
7.678 |
+0.207 |
34,339 |
49,575 |
-1,597 |
| Jan05 |
041110 |
7.990 |
8.320 |
7.950 |
8.291 |
+0.345 |
14,782 |
54,155 |
+1,566 |
| Feb05 |
041110 |
8.050 |
8.320 |
7.980 |
8.311 |
+0.335 |
6,331 |
27,874 |
+338 |
| Mar05 |
041110 |
7.830 |
8.100 |
7.780 |
8.051 |
+0.291 |
5,655 |
27,860 |
+522 |
| Apr05 |
041110 |
6.880 |
7.001 |
6.820 |
7.001 |
+0.181 |
3,760 |
20,450 |
+452 |
| May05 |
041110 |
6.670 |
6.860 |
6.670 |
6.851 |
+0.171 |
3,027 |
18,915 |
+38 |
| Jun05 |
041110 |
6.760 |
6.871 |
6.750 |
6.871 |
+0.176 |
700 |
11,864 |
+37 |
| Jul05 |
041110 |
6.760 |
6.901 |
6.760 |
6.901 |
+0.181 |
495 |
14,798 |
-38 |
| Aug05 |
041110 |
6.780 |
6.919 |
6.780 |
6.919 |
+0.184 |
545 |
11,872 |
-22 |
| Sep05 |
041110 |
6.740 |
6.889 |
6.740 |
6.889 |
+0.181 |
302 |
10,808 |
+99 |
| Oct05 |
041110 |
6.800 |
6.916 |
6.790 |
6.916 |
+0.178 |
586 |
16,928 |
+57 |
| Nov05 |
041110 |
7.120 |
7.191 |
7.070 |
7.191 |
+0.128 |
83 |
8,642 |
+130 |
| Dec05 |
041110 |
7.415 |
7.476 |
7.340 |
7.476 |
+0.103 |
465 |
10,692 |
+273 |
| Jan06 |
041110 |
7.650 |
7.676 |
7.550 |
7.676 |
+0.066 |
824 |
12,346 |
+73 |
| Feb06 |
041110 |
7.658 |
7.676 |
7.600 |
7.676 |
+0.051 |
216 |
8,329 |
+53 |
| Mar06 |
041110 |
7.440 |
7.441 |
7.380 |
7.441 |
+0.041 |
352 |
9,547 |
+20 |
| Total Volume and Open Interest |
74,184 |
387,012 |
+2,671 |
| Brent Crude Oil(ICE) |
| Dec04 |
041110 |
43.85 |
44.80 |
43.75 |
44.75 |
+1.04 |
27,476 |
40,949 |
-10,339 |
| Jan05 |
041110 |
44.50 |
45.75 |
44.30 |
45.68 |
+1.08 |
41,245 |
85,626 |
-7,030 |
| Feb05 |
041110 |
44.66 |
45.90 |
44.48 |
45.88 |
+0.86 |
15,701 |
47,666 |
+6,349 |
| Mar05 |
041110 |
44.47 |
45.71 |
44.43 |
45.71 |
+0.79 |
4,315 |
22,075 |
+1,593 |
| Apr05 |
041110 |
45.20 |
45.42 |
44.23 |
45.42 |
+0.73 |
1,221 |
16,159 |
+951 |
| May05 |
041110 |
43.90 |
45.07 |
43.85 |
45.07 |
+0.70 |
1,650 |
6,939 |
-422 |
| Jun05 |
041110 |
43.60 |
44.70 |
43.60 |
44.70 |
+0.66 |
2,010 |
18,824 |
-1 |
| Jul05 |
041110 |
43.24 |
44.34 |
43.24 |
44.34 |
+0.65 |
1,020 |
5,529 |
-410 |
| Aug05 |
041110 |
44.01 |
44.01 |
44.01 |
44.01 |
+0.66 |
0 |
2,035 |
+0 |
| Sep05 |
041110 |
42.85 |
43.68 |
42.85 |
43.68 |
+0.66 |
200 |
5,630 |
+0 |
| Oct05 |
041110 |
42.40 |
43.35 |
42.40 |
43.35 |
+0.63 |
0 |
850 |
+0 |
| Nov05 |
041110 |
43.02 |
43.02 |
43.02 |
43.02 |
+0.60 |
0 |
150 |
+0 |
| Dec05 |
041110 |
41.70 |
42.70 |
41.70 |
42.70 |
+0.58 |
1,619 |
40,525 |
+400 |
| Total Volume and Open Interest |
97,007 |
343,970 |
-8,759 |
| Gas Oil(ICE) |
| Nov04 |
041110 |
411.00 |
422.50 |
411.00 |
420.75 |
unch |
13,177 |
10,975 |
-4,131 |
| Dec04 |
041110 |
408.00 |
419.25 |
405.75 |
416.25 |
+0.75 |
22,949 |
48,469 |
+1,121 |
| Jan05 |
041110 |
404.75 |
415.50 |
403.00 |
413.50 |
+0.75 |
9,055 |
24,477 |
+1,196 |
| Feb05 |
041110 |
401.50 |
408.25 |
399.75 |
406.50 |
-1.25 |
1,973 |
9,125 |
+44 |
| Mar05 |
041110 |
393.50 |
398.50 |
391.50 |
398.50 |
-3.00 |
422 |
6,538 |
+71 |
| Apr05 |
041110 |
391.00 |
391.00 |
390.50 |
390.50 |
-3.75 |
100 |
6,207 |
+225 |
| May05 |
041110 |
385.75 |
385.75 |
385.75 |
385.75 |
-4.25 |
0 |
3,162 |
-200 |
| Jun05 |
041110 |
383.25 |
383.25 |
382.50 |
382.50 |
-4.25 |
243 |
9,313 |
+228 |
| Jul05 |
041110 |
381.00 |
381.00 |
381.00 |
381.00 |
-4.50 |
0 |
1,049 |
+0 |
| Aug05 |
041110 |
380.00 |
380.00 |
380.00 |
380.00 |
-4.50 |
0 |
1,511 |
+0 |
| Total Volume and Open Interest |
49,779 |
145,374 |
-1,471 |
| US Dollar Index(ICE) |
| Dec04 |
041110 |
84.260 |
84.780 |
83.780 |
84.500 |
+0.240 |
1,194 |
25,463 |
+343 |
| Mar05 |
041110 |
84.550 |
84.850 |
84.000 |
84.670 |
+0.240 |
70 |
2,937 |
+42 |
| Jun05 |
041110 |
84.850 |
84.850 |
84.850 |
84.850 |
+0.240 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
1,264 |
28,426 |
+385 |
| Australian Dollar(CME) |
| Dec04 |
041110 |
76.08 |
76.30 |
75.36 |
75.76 |
-0.07 |
2,346 |
65,665 |
+254 |
| Mar05 |
041110 |
75.45 |
75.55 |
75.00 |
75.20 |
-0.07 |
661 |
883 |
+335 |
| Jun05 |
041110 |
74.70 |
74.70 |
74.70 |
74.70 |
-0.07 |
30 |
271 |
-18 |
| Total Volume and Open Interest |
3,037 |
67,041 |
+571 |
| British Pound(CME) |
| Dec04 |
041110 |
185.21 |
185.38 |
183.70 |
184.00 |
-1.16 |
3,713 |
88,384 |
+2,024 |
| Mar05 |
041110 |
183.78 |
183.78 |
182.84 |
182.84 |
-1.17 |
422 |
423 |
+280 |
| Jun05 |
041110 |
181.84 |
181.84 |
181.84 |
181.84 |
-1.17 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,136 |
88,825 |
+2,304 |
| Canadian Dollar(CME) |
| Dec04 |
041110 |
83.74 |
83.75 |
83.05 |
83.65 |
+0.31 |
5,521 |
103,012 |
-2,845 |
| Mar05 |
041110 |
83.66 |
83.66 |
82.95 |
83.57 |
+0.32 |
693 |
4,089 |
+280 |
| Jun05 |
041110 |
83.22 |
83.51 |
83.22 |
83.51 |
+0.33 |
39 |
1,717 |
+5 |
| Sep05 |
041110 |
83.46 |
83.46 |
83.46 |
83.46 |
+0.34 |
5 |
675 |
+1 |
| Total Volume and Open Interest |
6,258 |
109,798 |
-2,559 |
| Japanese Yen(CME) |
| Dec04 |
041110 |
94.59 |
94.63 |
93.34 |
93.39 |
-1.36 |
3,901 |
173,467 |
-1,808 |
| Mar05 |
041110 |
95.10 |
95.10 |
93.90 |
93.96 |
-1.36 |
259 |
1,219 |
+251 |
| Jun05 |
041110 |
94.70 |
95.05 |
94.59 |
94.59 |
-1.36 |
0 |
46 |
+0 |
| Total Volume and Open Interest |
4,164 |
174,751 |
-1,553 |
| Swiss Franc(CME) |
| Dec04 |
041110 |
85.43 |
85.65 |
84.40 |
84.73 |
+0.14 |
1,707 |
76,492 |
+377 |
| Mar05 |
041110 |
85.78 |
85.78 |
84.86 |
85.06 |
+0.14 |
366 |
607 |
+476 |
| Jun05 |
041110 |
86.17 |
86.17 |
85.40 |
85.40 |
+0.14 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
2,073 |
77,168 |
+853 |
| EuroFX(CME) |
| Dec04 |
041110 |
129.81 |
130.02 |
128.50 |
128.88 |
-0.09 |
12,719 |
182,147 |
+896 |
| Mar05 |
041110 |
129.86 |
129.86 |
128.66 |
128.95 |
-0.09 |
262 |
3,063 |
-82 |
| Jun05 |
041110 |
129.08 |
129.08 |
129.08 |
129.08 |
-0.07 |
4 |
220 |
+2 |
| Total Volume and Open Interest |
13,054 |
185,582 |
+885 |
| Mexican Peso(CME) |
| Nov04 |
041110 |
875.0 |
875.0 |
871.5 |
875.0 |
+3.5 |
|
|
|
| Dec04 |
041110 |
870.0 |
872.0 |
869.0 |
870.8 |
+3.5 |
11,117 |
63,944 |
-1,047 |
| Total Volume and Open Interest |
11,121 |
65,219 |
-1,047 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041110 |
111~280 |
112~000 |
111~080 |
111~170 |
-0~140 |
166,184 |
536,915 |
-30,890 |
| Mar05 |
041110 |
110~270 |
111~000 |
110~100 |
110~170 |
-0~150 |
8,839 |
42,049 |
+1,452 |
| Jun05 |
041110 |
109~240 |
109~290 |
109~150 |
109~210 |
-0~140 |
2 |
202 |
-1 |
| Total Volume and Open Interest |
175,025 |
579,166 |
-29,439 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041110 |
112~060 |
112~115 |
111~285 |
112~005 |
-0~085 |
545,465 |
1,519,088 |
-37,775 |
| Mar05 |
041110 |
111~160 |
111~220 |
111~115 |
111~120 |
-0~090 |
21,753 |
180,919 |
+7,163 |
| Jun05 |
041110 |
110~175 |
110~230 |
110~130 |
110~145 |
-0~085 |
5 |
4,141 |
-3 |
| Total Volume and Open Interest |
567,223 |
1,704,148 |
-30,615 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041110 |
110~038 |
110~058 |
110~020 |
110~030 |
-0~020 |
264,960 |
0 |
-1,055,780 |
| Mar05 |
041110 |
109~060 |
109~060 |
109~050 |
109~050 |
-0~022 |
27,168 |
0 |
-133,095 |
| Jun05 |
041110 |
108~108 |
108~108 |
108~108 |
108~108 |
-0~020 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
292,128 |
15 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041110 |
105~047 |
105~055 |
105~040 |
105~043 |
-0~010 |
989 |
204,647 |
+4,083 |
| Mar05 |
041110 |
105~000 |
105~000 |
104~123 |
104~123 |
|
|
|
|
| Eurodollars(CME) |
| Dec04 |
041110 |
97.560 |
97.575 |
97.560 |
97.565 |
unch |
29,868 |
991,427 |
+11,407 |
| Mar05 |
041110 |
97.235 |
97.250 |
97.205 |
97.210 |
-0.035 |
27,033 |
944,563 |
-3,595 |
| Jun05 |
041110 |
96.980 |
97.015 |
96.945 |
96.960 |
-0.045 |
32,343 |
845,817 |
-3,395 |
| Sep05 |
041110 |
96.770 |
96.815 |
96.725 |
96.755 |
-0.040 |
21,339 |
751,452 |
+7,028 |
| Dec05 |
041110 |
96.575 |
96.635 |
96.540 |
96.565 |
-0.035 |
22,820 |
579,527 |
-4,440 |
| Mar06 |
041110 |
96.430 |
96.485 |
96.390 |
96.415 |
-0.040 |
15,286 |
450,177 |
+4,828 |
| Jun06 |
041110 |
96.295 |
96.315 |
96.260 |
96.280 |
-0.040 |
13,873 |
314,362 |
+3,116 |
| Sep06 |
041110 |
96.165 |
96.165 |
96.130 |
96.145 |
-0.040 |
15,990 |
248,259 |
-880 |
| Dec06 |
041110 |
96.035 |
96.055 |
95.990 |
96.010 |
-0.040 |
8,396 |
203,856 |
+1,014 |
| Mar07 |
041110 |
95.925 |
95.945 |
95.900 |
95.900 |
-0.040 |
8,360 |
163,206 |
-1,553 |
| Jun07 |
041110 |
95.795 |
95.830 |
95.775 |
95.780 |
-0.040 |
9,269 |
167,264 |
+632 |
| Sep07 |
041110 |
95.685 |
95.700 |
95.655 |
95.670 |
-0.040 |
8,438 |
116,470 |
-5 |
| Dec07 |
041110 |
95.565 |
95.580 |
95.535 |
95.550 |
-0.040 |
5,911 |
90,876 |
-936 |
| Mar08 |
041110 |
95.470 |
95.470 |
95.440 |
95.455 |
-0.040 |
5,472 |
83,344 |
+110 |
| Jun08 |
041110 |
95.350 |
95.360 |
95.335 |
95.345 |
-0.040 |
5,539 |
87,726 |
+931 |
| Sep08 |
041110 |
95.260 |
95.260 |
95.220 |
95.245 |
-0.040 |
5,782 |
79,941 |
+1,527 |
| Dec08 |
041110 |
95.140 |
95.145 |
95.110 |
95.135 |
-0.040 |
2,826 |
61,257 |
+1,071 |
| Mar09 |
041110 |
95.045 |
95.055 |
95.020 |
95.045 |
-0.040 |
3,485 |
50,180 |
+757 |
| Total Volume and Open Interest |
251,250 |
6,418,403 |
+19,358 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041110 |
98.070 |
98.070 |
98.070 |
98.070 |
-0.010 |
1,271 |
172,107 |
-1,283 |
| Dec04 |
041110 |
97.890 |
97.890 |
97.880 |
97.890 |
unch |
3,453 |
131,593 |
-4,973 |
| Jan05 |
041110 |
97.790 |
97.800 |
97.790 |
97.790 |
-0.010 |
5,618 |
112,989 |
+15,458 |
| Feb05 |
041110 |
97.580 |
97.590 |
97.580 |
97.580 |
-0.010 |
4,244 |
30,922 |
+2,322 |
| Mar05 |
041110 |
97.510 |
97.510 |
97.500 |
97.510 |
-0.010 |
1,582 |
9,352 |
+864 |
| Apr05 |
041110 |
97.380 |
97.380 |
97.380 |
97.380 |
-0.020 |
502 |
2,791 |
+175 |
| Total Volume and Open Interest |
16,670 |
459,801 |
+12,563 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041110 |
98.075 |
98.075 |
98.065 |
98.075 |
unch |
5,731 |
0 |
+0 |
| Dec04 |
041110 |
97.885 |
97.895 |
97.880 |
97.880 |
-0.010 |
13,727 |
0 |
+0 |
| Jan05 |
041110 |
97.790 |
97.805 |
97.785 |
97.790 |
-0.005 |
25,584 |
0 |
+0 |
| Feb05 |
041110 |
97.590 |
97.600 |
97.575 |
97.585 |
-0.005 |
6,887 |
0 |
+0 |
| Mar05 |
041110 |
97.515 |
97.520 |
97.505 |
97.510 |
-0.010 |
614 |
0 |
+0 |
| Apr05 |
041110 |
97.400 |
97.400 |
97.395 |
97.395 |
-0.005 |
354 |
0 |
+0 |
| Total Volume and Open Interest |
52,897 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041110 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
19,608 |
+430 |
| Mar05 |
041110 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
100 |
51,978 |
+3,450 |
| Jun05 |
041110 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
0 |
27,162 |
+1,060 |
| Sep05 |
041110 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
25 |
8,351 |
-9 |
| Dec05 |
041110 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
74 |
5,001 |
-1,724 |
| Mar06 |
041110 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
8,557 |
+15 |
| Jun06 |
041110 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
6,013 |
+330 |
| Sep06 |
041110 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
2,184 |
+0 |
| Dec06 |
041110 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041110 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
199 |
130,458 |
+3,552 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041110 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
282 |
60,878 |
+368 |
| Mar05 |
041110 |
99.89 |
99.90 |
99.89 |
99.89 |
unch |
926 |
89,850 |
+5,078 |
| Jun05 |
041110 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.01 |
494 |
82,428 |
+3,982 |
| Sep05 |
041110 |
99.82 |
99.83 |
99.82 |
99.83 |
+0.01 |
2,225 |
44,744 |
+7 |
| Dec05 |
041110 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
1,201 |
37,866 |
+2,579 |
| Mar06 |
041110 |
99.67 |
99.67 |
99.66 |
99.67 |
+0.00 |
1,473 |
30,194 |
-497 |
| Jun06 |
041110 |
99.58 |
99.58 |
99.57 |
99.57 |
unch |
1,182 |
15,616 |
+502 |
| Sep06 |
041110 |
99.47 |
99.48 |
99.47 |
99.47 |
+0.00 |
1,419 |
5,974 |
+5 |
| Total Volume and Open Interest |
9,272 |
381,145 |
+12,024 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041110 |
138.10 |
138.25 |
138.03 |
138.18 |
+0.13 |
1,051 |
26,105 |
+953 |
| Mar05 |
041110 |
137.26 |
137.26 |
137.26 |
137.26 |
+0.14 |
0 |
8 |
+0 |
| Jun05 |
041110 |
137.26 |
137.26 |
137.26 |
137.26 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
1,051 |
26,113 |
+953 |
| Euro-Bund(EUREX) |
| Dec04 |
041110 |
116.93 |
117.17 |
116.92 |
116.93 |
-0.22 |
1,135,280 |
1,337,971 |
+19,704 |
| Mar05 |
041110 |
116.32 |
116.40 |
116.22 |
116.22 |
-0.22 |
14,317 |
44,123 |
+4,127 |
| Jun05 |
041110 |
115.43 |
115.43 |
115.43 |
115.43 |
-0.22 |
1,857 |
241 |
+0 |
| Total Volume and Open Interest |
1,151,454 |
1,382,335 |
+23,831 |
| Euro-Bobl(EUREX) |
| Dec04 |
041110 |
112.38 |
112.48 |
112.27 |
112.33 |
-0.10 |
653,692 |
847,760 |
+7,747 |
| Mar05 |
041110 |
112.11 |
112.11 |
112.06 |
112.07 |
-0.10 |
933 |
16,821 |
+196 |
| Jun05 |
041110 |
111.33 |
111.33 |
111.33 |
111.33 |
-0.10 |
100 |
800 |
+0 |
| Total Volume and Open Interest |
654,725 |
865,381 |
+7,943 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041110 |
97.795 |
97.805 |
97.790 |
97.800 |
unch |
667 |
10,167 |
+165 |
| Mar05 |
041110 |
97.680 |
97.695 |
97.675 |
97.690 |
+0.010 |
421 |
7,073 |
+50 |
| Jun05 |
041110 |
97.575 |
97.595 |
97.570 |
97.580 |
-0.015 |
73 |
4,833 |
-16 |
| Total Volume and Open Interest |
1,225 |
29,123 |
+242 |
| Long Gilt(LIFFE) |
| Dec04 |
041110 |
108~05 |
108~14 |
108~00 |
108~07 |
+0~02 |
43,722 |
209,376 |
+2,412 |
| Mar05 |
041110 |
109~25 |
109~27 |
109~20 |
109~22 |
-0~01 |
20 |
29 |
+20 |
| Total Volume and Open Interest |
43,742 |
209,405 |
+2,432 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041110 |
95.08 |
95.11 |
95.06 |
95.10 |
+0.02 |
14,409 |
254,013 |
-2,124 |
| Mar05 |
041110 |
94.96 |
95.06 |
94.95 |
95.04 |
+0.07 |
25,001 |
271,158 |
-1,857 |
| Jun05 |
041110 |
94.96 |
95.08 |
94.94 |
95.05 |
+0.08 |
17,245 |
189,584 |
-667 |
| Sep05 |
041110 |
94.99 |
95.12 |
94.97 |
95.08 |
+0.08 |
20,022 |
174,601 |
+244 |
| Dec05 |
041110 |
95.01 |
95.14 |
94.98 |
95.09 |
+0.08 |
8,012 |
181,481 |
-264 |
| Mar06 |
041110 |
95.00 |
95.12 |
94.97 |
95.08 |
+0.08 |
7,331 |
96,434 |
-388 |
| Total Volume and Open Interest |
104,647 |
1,363,909 |
-4,692 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041110 |
97.795 |
97.805 |
97.790 |
97.800 |
+0.005 |
88,899 |
683,057 |
+13,268 |
| Mar05 |
041110 |
97.680 |
97.710 |
97.670 |
97.690 |
+0.010 |
118,308 |
531,237 |
-7,393 |
| Jun05 |
041110 |
97.585 |
97.610 |
97.560 |
97.580 |
+0.005 |
121,418 |
534,790 |
-14,803 |
| Total Volume and Open Interest |
592,109 |
3,177,289 |
+2,893 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041110 |
94.56 |
94.57 |
94.55 |
94.56 |
-0.01 |
13,657 |
117,885 |
-8,028 |
| Mar05 |
041110 |
94.49 |
94.51 |
94.47 |
94.48 |
-0.02 |
20,623 |
123,718 |
-12,690 |
| Jun05 |
041110 |
94.45 |
94.46 |
94.43 |
94.44 |
-0.02 |
7,929 |
60,501 |
+189 |
| Sep05 |
041110 |
94.42 |
94.43 |
94.40 |
94.41 |
-0.02 |
1,831 |
28,938 |
-337 |
| Dec05 |
041110 |
94.39 |
94.39 |
94.38 |
94.38 |
-0.02 |
469 |
16,970 |
+131 |
| Mar06 |
041110 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.01 |
470 |
12,916 |
-200 |
| Jun06 |
041110 |
94.34 |
94.34 |
94.33 |
94.34 |
-0.01 |
360 |
9,569 |
+96 |
| Sep06 |
041110 |
94.30 |
94.30 |
94.30 |
94.30 |
-0.02 |
40 |
5,944 |
+40 |
| Dec06 |
041110 |
94.26 |
94.26 |
94.25 |
94.25 |
-0.04 |
25 |
2,846 |
+0 |
| Mar07 |
041110 |
94.23 |
94.23 |
94.21 |
94.21 |
-0.04 |
50 |
1,839 |
+0 |
| Total Volume and Open Interest |
45,517 |
384,559 |
-20,736 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041110 |
94.49 |
94.52 |
94.46 |
94.48 |
-0.02 |
26,354 |
263,422 |
-6,343 |
| Mar05 |
041110 |
94.48 |
94.48 |
94.48 |
94.48 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
26,354 |
263,422 |
-6,343 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041110 |
94.73 |
94.75 |
94.70 |
94.71 |
-0.02 |
55,475 |
369,672 |
-36,143 |
| Mar05 |
041110 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
55,475 |
369,672 |
-36,143 |
| Gold(CMX) |
| Dec04 |
041110 |
437.8 |
438.1 |
432.8 |
434.5 |
-1.7 |
57,056 |
249,165 |
+2,339 |
| Feb05 |
041110 |
440.0 |
440.3 |
435.2 |
436.6 |
-1.6 |
13,123 |
29,609 |
+4,551 |
| Apr05 |
041110 |
442.5 |
442.5 |
437.0 |
438.6 |
-1.6 |
1,595 |
8,671 |
+1,130 |
| Jun05 |
041110 |
443.0 |
443.7 |
439.0 |
440.7 |
-1.6 |
244 |
16,044 |
+30 |
| Aug05 |
041110 |
443.5 |
443.5 |
442.9 |
442.9 |
-1.6 |
0 |
6,415 |
-30 |
| Oct05 |
041110 |
445.3 |
445.3 |
444.0 |
445.2 |
-1.6 |
57 |
2,969 |
+37 |
| Dec05 |
041110 |
450.6 |
450.6 |
446.0 |
447.6 |
-1.5 |
327 |
10,340 |
+124 |
| Feb06 |
041110 |
450.1 |
450.1 |
450.1 |
450.1 |
-1.4 |
0 |
844 |
+0 |
| Apr06 |
041110 |
452.5 |
452.5 |
452.5 |
452.5 |
-1.4 |
0 |
491 |
+0 |
| Jun06 |
041110 |
458.0 |
458.0 |
454.5 |
455.0 |
-1.3 |
250 |
8,400 |
+79 |
| Aug06 |
041110 |
457.7 |
457.7 |
457.7 |
457.7 |
-1.3 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
72,654 |
342,146 |
+8,092 |
| Silver(CMX) |
| Dec04 |
041110 |
754.0 |
754.5 |
736.0 |
742.0 |
-11.5 |
12,491 |
88,846 |
+593 |
| Mar05 |
041110 |
758.0 |
760.0 |
741.0 |
746.8 |
-11.5 |
2,589 |
22,706 |
-5 |
| May05 |
041110 |
754.5 |
757.0 |
747.5 |
749.7 |
-11.5 |
25 |
2,845 |
+7 |
| Jul05 |
041110 |
755.0 |
755.0 |
752.4 |
752.4 |
-11.6 |
495 |
2,248 |
+206 |
| Sep05 |
041110 |
754.9 |
754.9 |
754.9 |
754.9 |
-11.5 |
214 |
578 |
+10 |
| Dec05 |
041110 |
765.0 |
765.0 |
757.0 |
758.4 |
-11.4 |
341 |
4,608 |
+284 |
| Mar06 |
041110 |
761.6 |
761.6 |
761.6 |
761.6 |
-11.4 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
16,161 |
123,564 |
+1,098 |
| Platinum(NYMEX) |
| Jan05 |
041110 |
850.0 |
852.0 |
848.0 |
848.9 |
-1.3 |
885 |
6,013 |
+82 |
| Apr05 |
041110 |
846.9 |
846.9 |
846.9 |
846.9 |
-1.3 |
5 |
490 |
+4 |
| Total Volume and Open Interest |
890 |
6,503 |
+86 |
| Palladium(NYMEX) |
| Dec04 |
041110 |
216.50 |
216.50 |
215.00 |
215.05 |
-0.40 |
545 |
8,746 |
-160 |
| Mar05 |
041110 |
219.00 |
219.00 |
217.10 |
217.10 |
-0.30 |
362 |
1,396 |
+215 |
| Jun05 |
041110 |
218.20 |
218.20 |
218.20 |
218.20 |
-0.30 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
907 |
10,151 |
+55 |
| Copper(CMX) |
| Dec04 |
041110 |
137.50 |
138.40 |
135.10 |
136.30 |
-1.25 |
8,155 |
37,238 |
-1,823 |
| Mar05 |
041110 |
136.30 |
137.00 |
134.00 |
135.30 |
-1.15 |
4,541 |
20,462 |
+2,184 |
| May05 |
041110 |
131.60 |
131.60 |
130.60 |
130.70 |
-1.25 |
159 |
3,993 |
+35 |
| Jul05 |
041110 |
126.10 |
126.10 |
126.10 |
126.10 |
-1.35 |
50 |
1,915 |
-28 |
| Sep05 |
041110 |
122.20 |
122.20 |
121.60 |
121.60 |
-1.55 |
83 |
1,522 |
-37 |
| Total Volume and Open Interest |
13,347 |
75,539 |
+213 |
| Aluminum(CMX) |
| Nov04 |
041110 |
87.50 |
87.50 |
87.50 |
87.50 |
-0.60 |
15 |
590 |
-5 |
| Dec04 |
041110 |
87.60 |
87.60 |
87.40 |
87.40 |
-0.70 |
37 |
1,250 |
-15 |
| Jan05 |
041110 |
87.50 |
87.50 |
87.20 |
87.20 |
-0.70 |
25 |
735 |
+25 |
| Feb05 |
041110 |
86.95 |
86.95 |
86.95 |
86.95 |
-0.70 |
0 |
626 |
+0 |
| Mar05 |
041110 |
86.70 |
86.70 |
86.70 |
86.70 |
-0.70 |
25 |
637 |
+25 |
| Apr05 |
041110 |
86.40 |
86.40 |
86.40 |
86.40 |
-0.75 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
127 |
9,826 |
+55 |
| DJIA Index(CBOT) |
| Dec04 |
041110 |
10415 |
10449 |
10383 |
10404 |
+17 |
6,685 |
40,565 |
+113 |
| Mar05 |
041110 |
10415 |
10455 |
10405 |
10405 |
+18 |
17 |
72 |
+4 |
| Jun05 |
041110 |
10416 |
10416 |
10416 |
10416 |
+20 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
6,702 |
40,640 |
+117 |
| S & P 500(CME) |
| Dec04 |
041110 |
1165.70 |
1170.50 |
1162.80 |
1164.80 |
+0.60 |
36,290 |
636,605 |
+8,436 |
| Mar05 |
041110 |
1166.30 |
1171.00 |
1165.50 |
1166.60 |
+0.60 |
1,669 |
32,929 |
+1,740 |
| Jun05 |
041110 |
1169.70 |
1169.70 |
1169.70 |
1169.70 |
+0.70 |
17 |
2,690 |
+0 |
| Sep05 |
041110 |
1172.90 |
1172.90 |
1172.90 |
1172.90 |
+0.70 |
0 |
1,555 |
-5 |
| Total Volume and Open Interest |
37,976 |
673,926 |
+10,171 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041110 |
1164.50 |
1170.50 |
1162.75 |
1164.75 |
+0.50 |
589,789 |
866,605 |
-34,527 |
| Mar05 |
041110 |
1169.00 |
1171.50 |
1165.00 |
1166.50 |
+0.50 |
4,362 |
32,828 |
+4,134 |
| Total Volume and Open Interest |
594,151 |
899,433 |
-30,393 |
| NASDAQ 100(CME) |
| Dec04 |
041110 |
1528.00 |
1533.00 |
1516.00 |
1522.50 |
-4.00 |
8,636 |
82,362 |
+1,802 |
| Mar05 |
041110 |
1530.00 |
1533.50 |
1530.00 |
1530.00 |
-4.00 |
0 |
53 |
+0 |
| Jun05 |
041110 |
1537.00 |
1537.00 |
1537.00 |
1537.00 |
-4.00 |
|
|
|
| Total Volume and Open Interest |
8,636 |
82,415 |
+1,802 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041110 |
1526.50 |
1533.00 |
1516.00 |
1522.50 |
-4.00 |
244,852 |
347,528 |
+7,613 |
| Mar05 |
041110 |
1539.50 |
1541.00 |
1525.50 |
1530.00 |
-4.00 |
118 |
2,278 |
+8 |
| Total Volume and Open Interest |
244,970 |
349,806 |
+7,621 |
| S & P Midcap 400(CME) |
| Dec04 |
041110 |
620.50 |
624.25 |
619.90 |
622.00 |
+2.60 |
212 |
13,844 |
+61 |
| Mar05 |
041110 |
622.90 |
622.90 |
622.50 |
622.50 |
+2.60 |
0 |
1 |
+0 |
| Jun05 |
041110 |
622.90 |
622.90 |
622.50 |
622.50 |
+2.60 |
|
|
|
| Total Volume and Open Interest |
211 |
13,845 |
+61 |
| Russell 2000(CME) |
| Dec04 |
041110 |
606.25 |
612.75 |
605.10 |
609.25 |
+4.00 |
717 |
27,955 |
+45 |
| Mar05 |
041110 |
609.75 |
609.75 |
609.75 |
609.75 |
+4.00 |
0 |
4 |
+0 |
| Jun05 |
041110 |
609.50 |
609.50 |
609.50 |
609.50 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
717 |
27,959 |
+45 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041110 |
605.00 |
612.90 |
605.00 |
609.30 |
+4.00 |
49,934 |
103,703 |
+3,709 |
| Mar05 |
041110 |
613.50 |
613.50 |
609.80 |
609.80 |
+4.00 |
5 |
248 |
+5 |
| Total Volume and Open Interest |
49,939 |
103,951 |
+3,714 |
| Nikkei 225(CME) |
| Dec04 |
041110 |
11000 |
11030 |
10960 |
11010 |
+20 |
10,101 |
168,099 |
+1,691 |
| Mar05 |
041110 |
11010 |
11010 |
11010 |
11010 |
+20 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
10,102 |
168,124 |
+1,699 |
| Nikkei 225(SGX) |
| Dec04 |
041110 |
11000 |
11030 |
10960 |
11010 |
+20 |
10,101 |
168,099 |
+1,691 |
| Mar05 |
041110 |
11010 |
11010 |
11010 |
11010 |
+20 |
0 |
13 |
+0 |
| Jun05 |
041110 |
10965 |
10965 |
10965 |
10965 |
+20 |
1 |
3 |
+0 |
| Total Volume and Open Interest |
10,102 |
168,124 |
+1,699 |
| CAC 40(EURONEXT) |
| Nov04 |
041110 |
3781.0 |
3800.5 |
3781.0 |
3786.5 |
+12.5 |
36,297 |
374,654 |
+4,703 |
| Dec04 |
041110 |
3781.0 |
3796.5 |
3780.0 |
3784.0 |
+12.5 |
2,109 |
140,366 |
+1,193 |
| Jan05 |
041110 |
3790.5 |
3790.5 |
3790.5 |
3790.5 |
+12.5 |
|
|
|
| Total Volume and Open Interest |
38,408 |
524,054 |
+5,898 |
| Hang Seng Index(HKFE) |
| Nov04 |
041110 |
13523 |
13653 |
13503 |
13620 |
+132 |
21,368 |
111,522 |
-3,033 |
| Dec04 |
041110 |
13502 |
13633 |
13500 |
13600 |
+126 |
148 |
1,305 |
+0 |
| Total Volume and Open Interest |
21,542 |
115,240 |
-3,041 |
| DAX(EUREX) |
| Dec04 |
041110 |
4091.0 |
4116.5 |
4087.0 |
4111.0 |
+23.0 |
102,402 |
173,793 |
+229 |
| Mar05 |
041110 |
4109.5 |
4137.5 |
4109.5 |
4134.0 |
+23.5 |
323 |
10,653 |
+210 |
| Jun05 |
041110 |
4136.0 |
4159.5 |
4136.0 |
4157.5 |
+23.5 |
174 |
1,676 |
-2 |
| Total Volume and Open Interest |
102,899 |
186,122 |
+437 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041110 |
4745.00 |
4760.50 |
4725.00 |
4752.00 |
+26.00 |
44,157 |
451,376 |
-1,187 |
| Mar05 |
041110 |
4748.50 |
4754.50 |
4746.00 |
4754.50 |
+26.00 |
103 |
18,324 |
+0 |
| Jun05 |
041110 |
4778.00 |
4780.50 |
4774.50 |
4774.50 |
+26.00 |
0 |
15,705 |
+0 |
| Total Volume and Open Interest |
44,260 |
486,405 |
-1,187 |
| SPI 200(SFE) |
| Dec04 |
041110 |
3828.0 |
3852.0 |
3828.0 |
3846.0 |
+10.0 |
9,907 |
168,257 |
-312 |
| Mar05 |
041110 |
3855.0 |
3860.0 |
3851.0 |
3857.0 |
+11.0 |
131 |
3,467 |
+36 |
| Jun05 |
041110 |
3870.0 |
3870.0 |
3870.0 |
3870.0 |
+12.0 |
53 |
3,164 |
+3 |
| Total Volume and Open Interest |
10,215 |
178,804 |
-222 |
| GSCI(CME) |
| Nov04 |
041110 |
330.50 |
338.50 |
330.40 |
337.85 |
+7.95 |
4,066 |
6,886 |
-3,683 |
| Dec04 |
041110 |
336.50 |
343.05 |
336.50 |
343.05 |
+8.35 |
4,038 |
10,763 |
+3,639 |
| Jan05 |
041110 |
342.00 |
342.00 |
342.00 |
342.00 |
+6.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
8,104 |
17,651 |
-44 |
| RJ/CRB Index(ICE) |
| Jan05 |
041110 |
283.25 |
283.75 |
282.00 |
282.25 |
-0.70 |
26 |
306 |
+3 |
| Feb05 |
041110 |
281.00 |
281.00 |
280.75 |
280.75 |
-0.75 |
0 |
66 |
+0 |
| Apr05 |
041110 |
279.95 |
279.95 |
279.95 |
279.95 |
-0.70 |
1 |
111 |
+1 |
| Total Volume and Open Interest |
40 |
575 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|