|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed November 17, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041117 |
548.50 |
555.00 |
544.00 |
553.00 |
+12.50 |
44,133 |
111,594 |
-719 |
| Mar05 |
041117 |
552.00 |
559.00 |
548.50 |
558.00 |
+13.50 |
9,165 |
47,862 |
-173 |
| May05 |
041117 |
559.00 |
565.50 |
555.50 |
564.00 |
+12.50 |
4,933 |
29,608 |
+1,096 |
| Jul05 |
041117 |
566.00 |
573.00 |
563.00 |
570.50 |
+12.50 |
3,788 |
26,148 |
+968 |
| Aug05 |
041117 |
572.00 |
574.00 |
568.00 |
573.50 |
+10.50 |
59 |
1,479 |
+57 |
| Sep05 |
041117 |
571.00 |
575.00 |
571.00 |
575.00 |
+11.00 |
84 |
325 |
+0 |
| Nov05 |
041117 |
581.00 |
588.50 |
579.00 |
585.25 |
+11.75 |
2,008 |
8,053 |
+544 |
| Total Volume and Open Interest |
64,086 |
225,089 |
+1,773 |
| Soybean Meal(CBOT) |
| Dec04 |
041117 |
158.40 |
159.70 |
156.40 |
157.80 |
+1.40 |
14,404 |
39,465 |
-3,191 |
| Jan05 |
041117 |
160.30 |
160.80 |
157.80 |
159.50 |
+2.20 |
5,247 |
25,944 |
+1,046 |
| Mar05 |
041117 |
162.00 |
163.30 |
160.80 |
162.40 |
+2.70 |
6,287 |
28,883 |
-49 |
| May05 |
041117 |
164.50 |
166.20 |
163.70 |
165.40 |
+3.00 |
1,991 |
16,657 |
+250 |
| Jul05 |
041117 |
167.00 |
169.70 |
167.00 |
169.20 |
+3.40 |
3,415 |
23,580 |
-243 |
| Aug05 |
041117 |
169.00 |
171.30 |
169.00 |
170.50 |
+3.50 |
439 |
8,627 |
+326 |
| Sep05 |
041117 |
170.80 |
172.80 |
170.50 |
171.60 |
+3.50 |
55 |
5,546 |
+17 |
| Oct05 |
041117 |
173.00 |
174.50 |
172.50 |
174.00 |
+4.80 |
93 |
3,158 |
+44 |
| Total Volume and Open Interest |
32,326 |
157,353 |
-1,817 |
| Soybean Oil(CBOT) |
| Dec04 |
041117 |
21.52 |
21.72 |
21.33 |
21.61 |
+0.36 |
12,320 |
36,066 |
-3,592 |
| Jan05 |
041117 |
21.68 |
21.83 |
21.47 |
21.73 |
+0.34 |
7,424 |
31,827 |
-723 |
| Mar05 |
041117 |
21.75 |
21.95 |
21.62 |
21.82 |
+0.32 |
4,130 |
28,580 |
-459 |
| May05 |
041117 |
21.90 |
22.00 |
21.75 |
21.95 |
+0.36 |
2,810 |
18,705 |
+213 |
| Jul05 |
041117 |
21.95 |
22.10 |
21.75 |
22.02 |
+0.32 |
4,307 |
17,226 |
+514 |
| Aug05 |
041117 |
22.00 |
22.05 |
21.90 |
22.02 |
+0.31 |
198 |
6,212 |
+121 |
| Sep05 |
041117 |
22.05 |
22.05 |
21.90 |
22.03 |
+0.33 |
54 |
3,485 |
+53 |
| Oct05 |
041117 |
21.95 |
22.05 |
21.95 |
22.03 |
+0.32 |
85 |
2,345 |
+61 |
| Total Volume and Open Interest |
32,586 |
151,492 |
-3,515 |
| Canola(WCE) |
| Nov04 |
041112 |
288.5 |
288.5 |
288.5 |
288.5 |
unch |
45 |
42 |
+0 |
| Jan05 |
041117 |
298.0 |
301.8 |
297.0 |
299.9 |
+4.4 |
3,997 |
44,668 |
+902 |
| Mar05 |
041117 |
304.8 |
306.8 |
304.0 |
304.0 |
+2.8 |
1,752 |
8,738 |
-43 |
| May05 |
041117 |
308.0 |
311.7 |
308.0 |
310.0 |
+3.5 |
248 |
777 |
+188 |
| Jul05 |
041117 |
316.8 |
316.8 |
316.8 |
316.8 |
+6.1 |
5 |
506 |
+0 |
| Total Volume and Open Interest |
6,236 |
66,585 |
+979 |
| Corn(CBOT) |
| Dec04 |
041117 |
207.00 |
208.50 |
204.75 |
205.75 |
+2.75 |
49,464 |
229,977 |
-11,240 |
| Mar05 |
041117 |
217.50 |
219.00 |
216.00 |
217.50 |
+3.00 |
30,036 |
243,760 |
+8,061 |
| May05 |
041117 |
224.00 |
226.00 |
223.50 |
224.75 |
+3.00 |
3,474 |
58,651 |
+774 |
| Jul05 |
041117 |
231.50 |
232.00 |
229.75 |
231.00 |
+2.50 |
3,836 |
64,724 |
+1,221 |
| Sep05 |
041117 |
236.75 |
238.00 |
236.75 |
237.25 |
+2.00 |
390 |
16,545 |
+126 |
| Dec05 |
041117 |
244.00 |
245.00 |
243.75 |
244.75 |
+1.50 |
2,337 |
35,990 |
+818 |
| Total Volume and Open Interest |
89,678 |
652,321 |
-166 |
| Wheat(CBOT) |
| Dec04 |
041117 |
316.00 |
319.00 |
314.00 |
318.50 |
+7.75 |
20,213 |
59,672 |
-5,255 |
| Mar05 |
041117 |
326.00 |
330.00 |
324.00 |
329.75 |
+7.75 |
16,782 |
89,489 |
+4,775 |
| May05 |
041117 |
334.50 |
337.50 |
332.50 |
337.00 |
+8.25 |
1,830 |
11,060 |
+633 |
| Jul05 |
041117 |
341.00 |
343.50 |
339.00 |
342.75 |
+6.25 |
1,704 |
9,682 |
+71 |
| Sep05 |
041117 |
348.00 |
349.50 |
348.00 |
349.00 |
+5.50 |
62 |
298 |
+57 |
| Total Volume and Open Interest |
42,420 |
173,622 |
+1,803 |
| Wheat(KCBT) |
| Dec04 |
041117 |
357.00 |
359.50 |
355.00 |
357.75 |
+5.25 |
5,356 |
31,425 |
-4,337 |
| Mar05 |
041117 |
354.50 |
358.00 |
354.00 |
356.25 |
+4.75 |
5,314 |
32,748 |
-637 |
| May05 |
041117 |
355.00 |
358.00 |
354.50 |
356.75 |
+4.75 |
462 |
4,910 |
-235 |
| Jul05 |
041117 |
348.00 |
351.50 |
348.00 |
351.50 |
+6.25 |
1,519 |
9,363 |
+397 |
| Sep05 |
041117 |
350.50 |
355.50 |
350.50 |
355.50 |
+7.00 |
50 |
1,426 |
+38 |
| Total Volume and Open Interest |
12,705 |
80,113 |
-4,774 |
| Wheat(MGE) |
| Dec04 |
041117 |
372.00 |
374.00 |
370.75 |
373.00 |
+3.25 |
4,337 |
12,264 |
-521 |
| Mar05 |
041117 |
373.00 |
377.00 |
373.00 |
375.25 |
+3.25 |
3,937 |
14,687 |
+1,251 |
| May05 |
041117 |
378.00 |
379.00 |
376.00 |
376.75 |
+2.25 |
488 |
5,134 |
+312 |
| Jul05 |
041117 |
376.00 |
377.00 |
376.00 |
376.75 |
+4.50 |
160 |
2,302 |
+13 |
| Sep05 |
041117 |
368.00 |
368.00 |
367.50 |
367.50 |
+2.50 |
35 |
1,040 |
+15 |
| Total Volume and Open Interest |
8,972 |
35,640 |
+1,085 |
| Oats(CBOT) |
| Dec04 |
041117 |
150.25 |
150.50 |
147.00 |
147.50 |
-2.00 |
1,199 |
5,065 |
-41 |
| Mar05 |
041117 |
157.00 |
157.00 |
154.00 |
154.00 |
-1.75 |
576 |
3,302 |
+115 |
| May05 |
041117 |
161.00 |
161.00 |
159.00 |
159.00 |
-1.00 |
40 |
169 |
+20 |
| Jul05 |
041117 |
163.00 |
163.50 |
163.00 |
163.00 |
unch |
8 |
38 |
+3 |
| Total Volume and Open Interest |
1,823 |
8,577 |
+97 |
| Rough Rice(CBOT) |
| Nov04 |
041117 |
7.17 |
7.17 |
7.04 |
7.07 |
-0.10 |
0 |
461 |
+0 |
| Jan05 |
041117 |
7.14 |
7.15 |
7.02 |
7.06 |
-0.06 |
111 |
3,312 |
+11 |
| Mar05 |
041117 |
7.31 |
7.33 |
7.26 |
7.26 |
-0.05 |
16 |
906 |
-6 |
| May05 |
041117 |
7.46 |
7.46 |
7.46 |
7.46 |
-0.05 |
10 |
256 |
+0 |
| Total Volume and Open Interest |
137 |
4,989 |
+5 |
| Live Cattle(CME) |
| Dec04 |
041117 |
86.200 |
87.450 |
86.050 |
87.325 |
+1.225 |
6,892 |
30,211 |
-2,273 |
| Feb05 |
041117 |
88.050 |
89.100 |
87.950 |
88.900 |
+0.975 |
7,035 |
51,556 |
+1,182 |
| Apr05 |
041117 |
84.750 |
85.650 |
84.750 |
85.350 |
+0.625 |
1,624 |
13,247 |
+113 |
| Jun05 |
041117 |
80.800 |
81.350 |
80.800 |
81.150 |
+0.400 |
275 |
8,783 |
+83 |
| Aug05 |
041117 |
79.950 |
80.500 |
79.950 |
80.175 |
+0.225 |
414 |
4,870 |
-122 |
| Oct05 |
041117 |
81.000 |
81.350 |
81.000 |
81.200 |
+0.200 |
187 |
1,914 |
+63 |
| Total Volume and Open Interest |
16,453 |
111,384 |
-950 |
| Feeder Cattle(CME) |
| Nov04 |
041117 |
108.250 |
108.400 |
108.200 |
108.375 |
+0.100 |
390 |
1,949 |
-161 |
| Jan05 |
041117 |
103.150 |
104.225 |
103.100 |
103.700 |
+0.500 |
1,367 |
8,915 |
+213 |
| Mar05 |
041117 |
98.450 |
99.150 |
98.250 |
98.700 |
+0.300 |
256 |
2,318 |
-37 |
| Apr05 |
041117 |
96.800 |
97.800 |
96.800 |
97.350 |
+0.600 |
96 |
1,087 |
-4 |
| May05 |
041117 |
96.850 |
97.800 |
96.850 |
97.150 |
+0.250 |
69 |
1,107 |
+12 |
| Aug05 |
041117 |
99.900 |
100.500 |
99.900 |
99.900 |
+0.050 |
22 |
222 |
+8 |
| Sep05 |
041117 |
98.700 |
98.700 |
98.700 |
98.700 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,200 |
15,600 |
+31 |
| Lean Hogs(CME) |
| Dec04 |
041117 |
74.900 |
75.425 |
74.175 |
74.825 |
+0.450 |
11,411 |
25,637 |
-4,216 |
| Feb05 |
041117 |
73.800 |
73.900 |
72.550 |
72.875 |
-0.425 |
10,222 |
45,467 |
+4,116 |
| Apr05 |
041117 |
70.650 |
70.850 |
69.400 |
70.075 |
-0.475 |
1,161 |
11,611 |
+200 |
| May05 |
041117 |
69.125 |
69.900 |
68.300 |
68.750 |
-0.425 |
129 |
1,929 |
+30 |
| Jun05 |
041117 |
73.300 |
73.800 |
72.400 |
72.850 |
-0.625 |
1,155 |
5,942 |
-306 |
| Jul05 |
041117 |
69.400 |
69.800 |
68.700 |
69.100 |
-0.400 |
270 |
1,549 |
+98 |
| Aug05 |
041117 |
64.800 |
65.200 |
63.850 |
64.700 |
-0.300 |
58 |
882 |
+18 |
| Oct05 |
041117 |
56.100 |
56.400 |
55.525 |
55.525 |
-0.525 |
66 |
325 |
+51 |
| Total Volume and Open Interest |
24,494 |
93,424 |
+5 |
| Pork Bellies(CME) |
| Feb05 |
041117 |
100.900 |
101.200 |
98.900 |
99.650 |
-1.000 |
457 |
1,532 |
+14 |
| Mar05 |
041117 |
100.150 |
100.150 |
100.150 |
100.150 |
-0.850 |
3 |
26 |
+0 |
| May05 |
041117 |
99.900 |
99.900 |
99.900 |
99.900 |
-0.850 |
0 |
23 |
+0 |
| Jul05 |
041117 |
101.250 |
102.000 |
101.250 |
102.000 |
-1.500 |
0 |
12 |
+0 |
| Aug05 |
041117 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
460 |
1,594 |
+14 |
| Class III Milk(CME) |
| Nov04 |
041117 |
14.84 |
14.95 |
14.84 |
14.95 |
+0.04 |
274 |
4,032 |
+22 |
| Dec04 |
041117 |
14.02 |
14.90 |
14.00 |
14.84 |
+0.54 |
583 |
3,813 |
+22 |
| Jan05 |
041117 |
12.80 |
13.50 |
12.75 |
13.40 |
+0.20 |
531 |
2,394 |
+5 |
| Feb05 |
041117 |
12.30 |
12.50 |
12.28 |
12.45 |
+0.04 |
98 |
2,104 |
-10 |
| Mar05 |
041117 |
12.35 |
12.50 |
12.30 |
12.35 |
-0.05 |
86 |
2,365 |
+20 |
| Total Volume and Open Interest |
1,929 |
22,482 |
+137 |
| Cocoa(ICE) |
| Dec04 |
041117 |
1665 |
1665 |
1610 |
1616 |
-73 |
125 |
678 |
-44 |
| Mar05 |
041117 |
1662 |
1662 |
1608 |
1610 |
-75 |
3,225 |
53,350 |
+554 |
| May05 |
041117 |
1657 |
1658 |
1619 |
1619 |
-72 |
392 |
11,741 |
+186 |
| Jul05 |
041117 |
1650 |
1663 |
1620 |
1622 |
-74 |
428 |
11,416 |
+1 |
| Sep05 |
041117 |
1659 |
1659 |
1626 |
1626 |
-73 |
134 |
9,432 |
+0 |
| Dec05 |
041117 |
1665 |
1666 |
1625 |
1629 |
-71 |
50 |
8,482 |
+52 |
| Mar06 |
041117 |
1656 |
1665 |
1630 |
1630 |
-76 |
1 |
10,433 |
+0 |
| Total Volume and Open Interest |
4,355 |
117,663 |
+749 |
| Coffee "C"(ICE) |
| Dec04 |
041117 |
86.00 |
89.75 |
84.00 |
88.05 |
+2.00 |
13,191 |
15,981 |
-4,833 |
| Mar05 |
041117 |
89.20 |
93.60 |
87.50 |
91.65 |
+1.95 |
24,034 |
62,856 |
+7,182 |
| May05 |
041117 |
90.00 |
95.00 |
89.50 |
93.25 |
+2.05 |
1,029 |
7,120 |
+258 |
| Jul05 |
041117 |
91.30 |
95.70 |
91.10 |
94.75 |
+2.15 |
600 |
2,958 |
+350 |
| Sep05 |
041117 |
92.60 |
97.00 |
92.50 |
96.25 |
+2.20 |
497 |
1,748 |
+218 |
| Dec05 |
041117 |
93.50 |
100.00 |
93.50 |
98.75 |
+2.20 |
136 |
793 |
-4 |
| Total Volume and Open Interest |
39,547 |
91,727 |
+3,208 |
| Orange Juice(ICE) |
| Jan05 |
041117 |
73.20 |
76.00 |
72.10 |
74.50 |
+0.55 |
2,027 |
15,317 |
-316 |
| Mar05 |
041117 |
75.20 |
77.00 |
74.10 |
76.35 |
+0.50 |
537 |
11,385 |
+137 |
| May05 |
041117 |
78.15 |
79.20 |
77.50 |
79.00 |
+0.30 |
245 |
4,486 |
-2 |
| Jul05 |
041117 |
79.50 |
81.00 |
79.50 |
80.80 |
+0.60 |
61 |
534 |
+11 |
| Sep05 |
041117 |
82.30 |
82.30 |
82.30 |
82.30 |
+0.55 |
0 |
86 |
+0 |
| Nov05 |
041117 |
83.80 |
83.80 |
83.80 |
83.80 |
+0.60 |
50 |
525 |
+0 |
| Total Volume and Open Interest |
2,870 |
32,380 |
-170 |
| Sugar #11(ICE) |
| Mar05 |
041117 |
8.89 |
8.93 |
8.66 |
8.69 |
-0.18 |
33,930 |
201,997 |
+3,633 |
| May05 |
041117 |
9.00 |
9.04 |
8.81 |
8.83 |
-0.14 |
5,413 |
40,077 |
+501 |
| Jul05 |
041117 |
8.82 |
8.86 |
8.67 |
8.67 |
-0.12 |
3,464 |
22,913 |
+1,053 |
| Oct05 |
041117 |
8.80 |
8.83 |
8.66 |
8.67 |
-0.11 |
1,538 |
21,956 |
+197 |
| Mar06 |
041117 |
8.67 |
8.70 |
8.55 |
8.56 |
-0.10 |
441 |
8,993 |
+286 |
| Total Volume and Open Interest |
45,191 |
300,369 |
+5,810 |
| Sugar #14(ICE) |
| Jan05 |
041117 |
20.55 |
20.55 |
20.53 |
20.54 |
-0.01 |
930 |
1,712 |
+353 |
| Mar05 |
041117 |
20.51 |
20.52 |
20.50 |
20.52 |
-0.01 |
218 |
3,527 |
-80 |
| May05 |
041117 |
20.58 |
20.59 |
20.55 |
20.57 |
+0.02 |
22 |
2,018 |
+7 |
| Jul05 |
041117 |
20.72 |
20.75 |
20.72 |
20.75 |
-0.05 |
20 |
1,551 |
+8 |
| Sep05 |
041117 |
20.85 |
20.85 |
20.85 |
20.85 |
-0.02 |
16 |
2,366 |
-6 |
| Total Volume and Open Interest |
1,221 |
11,804 |
+297 |
| London Cocoa(LCE) |
| Dec04 |
041117 |
922 |
923 |
877 |
877 |
-51 |
1,595 |
41,307 |
-468 |
| Mar05 |
041117 |
940 |
943 |
895 |
895 |
-50 |
2,365 |
57,652 |
+45 |
| May05 |
041117 |
952 |
954 |
907 |
907 |
-50 |
317 |
19,178 |
+3 |
| Jul05 |
041117 |
969 |
969 |
923 |
923 |
-50 |
459 |
15,855 |
+75 |
| Sep05 |
041117 |
989 |
990 |
945 |
945 |
-48 |
416 |
35,725 |
-67 |
| Dec05 |
041117 |
960 |
961 |
923 |
923 |
-49 |
58 |
29,359 |
+15 |
| Mar06 |
041117 |
977 |
979 |
931 |
931 |
-49 |
3 |
3,966 |
+3 |
| Total Volume and Open Interest |
5,213 |
203,484 |
-394 |
| London Coffee(LCE) |
| Nov04 |
041117 |
642.00 |
648.00 |
629.00 |
644.00 |
-12.00 |
992 |
4,350 |
+150 |
| Jan05 |
041117 |
673.00 |
678.00 |
646.00 |
670.00 |
-8.00 |
17,039 |
68,646 |
-3,391 |
| Mar05 |
041117 |
690.00 |
698.00 |
668.00 |
692.00 |
-6.00 |
4,563 |
53,422 |
+144 |
| May05 |
041117 |
711.00 |
715.00 |
688.00 |
711.00 |
-6.00 |
382 |
34,529 |
+89 |
| Jul05 |
041117 |
728.00 |
729.00 |
710.00 |
729.00 |
-6.00 |
71 |
9,242 |
+21 |
| Sep05 |
041117 |
746.00 |
746.00 |
726.00 |
746.00 |
-6.00 |
36 |
5,370 |
+29 |
| Total Volume and Open Interest |
23,111 |
177,590 |
-2,958 |
| London Sugar(LCE) |
| Mar05 |
041117 |
255.00 |
258.00 |
246.20 |
246.90 |
-7.90 |
4,393 |
27,504 |
-509 |
| May05 |
041117 |
263.00 |
264.50 |
255.00 |
255.00 |
-7.50 |
700 |
10,997 |
+154 |
| Aug05 |
041117 |
263.00 |
265.00 |
256.30 |
256.30 |
-6.70 |
246 |
4,811 |
+89 |
| Oct05 |
041117 |
265.50 |
265.50 |
256.60 |
256.60 |
-6.90 |
221 |
3,055 |
+66 |
| Dec05 |
041117 |
263.00 |
263.00 |
256.50 |
256.50 |
-5.50 |
15 |
1,686 |
+1 |
| Total Volume and Open Interest |
5,832 |
49,565 |
+51 |
| Cotton(ICE) |
| Dec04 |
041117 |
46.50 |
47.30 |
46.10 |
47.14 |
+0.55 |
14,831 |
12,972 |
-6,715 |
| Mar05 |
041117 |
41.90 |
42.80 |
41.90 |
42.60 |
+0.48 |
14,650 |
51,260 |
+2,318 |
| May05 |
041117 |
42.10 |
42.65 |
42.05 |
42.45 |
+0.35 |
2,550 |
8,049 |
+790 |
| Jul05 |
041117 |
42.70 |
43.40 |
42.65 |
43.06 |
+0.34 |
1,777 |
9,321 |
+278 |
| Oct05 |
041117 |
45.30 |
45.30 |
45.30 |
45.30 |
-0.30 |
12 |
64 |
+0 |
| Dec05 |
041117 |
46.50 |
46.90 |
46.25 |
46.25 |
-0.26 |
1,051 |
5,445 |
+454 |
| Total Volume and Open Interest |
34,874 |
88,395 |
-2,875 |
| Lumber(CME) |
| Jan05 |
041117 |
335.0 |
339.5 |
334.1 |
338.5 |
+6.8 |
778 |
2,851 |
-13 |
| Mar05 |
041117 |
340.2 |
344.0 |
339.5 |
343.7 |
+5.7 |
217 |
488 |
+63 |
| May05 |
041117 |
341.0 |
344.0 |
341.0 |
343.1 |
+3.0 |
20 |
136 |
+5 |
| Jul05 |
041117 |
346.1 |
346.1 |
346.0 |
346.0 |
+1.1 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
1,015 |
3,515 |
-62 |
| Crude Oil(NYM) |
| Dec04 |
041117 |
45.75 |
47.10 |
45.40 |
46.84 |
+0.73 |
85,982 |
64,089 |
-34,636 |
| Jan05 |
041117 |
45.95 |
47.35 |
45.50 |
47.12 |
+0.92 |
79,981 |
201,506 |
+5,805 |
| Feb05 |
041117 |
46.05 |
47.35 |
45.65 |
47.23 |
+0.94 |
23,223 |
54,452 |
+2,871 |
| Mar05 |
041117 |
46.00 |
47.30 |
45.80 |
47.12 |
+0.92 |
11,116 |
40,129 |
+2,206 |
| Apr05 |
041117 |
45.60 |
46.95 |
45.60 |
46.81 |
+0.92 |
5,458 |
28,200 |
+515 |
| May05 |
041117 |
45.25 |
46.42 |
45.25 |
46.42 |
+0.90 |
1,984 |
16,859 |
+246 |
| Jun05 |
041117 |
45.00 |
46.10 |
45.00 |
46.02 |
+0.88 |
4,567 |
35,758 |
+1,006 |
| Jul05 |
041117 |
44.92 |
45.62 |
44.92 |
45.62 |
+0.86 |
605 |
12,561 |
-149 |
| Aug05 |
041117 |
45.10 |
45.22 |
45.10 |
45.22 |
+0.84 |
265 |
9,710 |
+47 |
| Sep05 |
041117 |
44.00 |
44.82 |
44.00 |
44.82 |
+0.82 |
502 |
12,147 |
+125 |
| Oct05 |
041117 |
43.03 |
44.44 |
43.03 |
44.44 |
+0.81 |
55 |
6,023 |
+0 |
| Nov05 |
041117 |
44.09 |
44.09 |
44.09 |
44.09 |
+0.80 |
25 |
12,773 |
-17 |
| Dec05 |
041117 |
43.03 |
43.77 |
42.90 |
43.77 |
+0.79 |
4,615 |
54,744 |
+581 |
| Jan06 |
041117 |
43.47 |
43.47 |
43.47 |
43.47 |
+0.78 |
0 |
8,143 |
+0 |
| Feb06 |
041117 |
43.20 |
43.20 |
43.20 |
43.20 |
+0.77 |
50 |
3,464 |
+0 |
| Mar06 |
041117 |
42.96 |
42.96 |
42.96 |
42.96 |
+0.76 |
350 |
8,212 |
-5 |
| Total Volume and Open Interest |
220,354 |
710,178 |
-21,431 |
| Heating Oil(NYM) |
| Dec04 |
041117 |
133.00 |
142.00 |
132.50 |
141.14 |
+8.45 |
20,738 |
39,649 |
-606 |
| Jan05 |
041117 |
133.90 |
142.75 |
133.40 |
142.09 |
+8.42 |
12,457 |
57,542 |
+1,839 |
| Feb05 |
041117 |
132.60 |
141.50 |
132.50 |
140.19 |
+7.47 |
3,989 |
23,408 |
+411 |
| Mar05 |
041117 |
129.20 |
135.14 |
129.00 |
135.14 |
+5.82 |
2,361 |
16,063 |
+34 |
| Apr05 |
041117 |
124.50 |
128.70 |
124.30 |
128.29 |
+4.52 |
1,384 |
6,812 |
+362 |
| May05 |
041117 |
120.25 |
123.44 |
119.75 |
123.44 |
+3.72 |
320 |
5,537 |
-30 |
| Jun05 |
041117 |
119.40 |
120.79 |
119.40 |
120.79 |
+3.32 |
657 |
7,542 |
+175 |
| Jul05 |
041117 |
118.40 |
119.59 |
118.40 |
119.59 |
+3.02 |
345 |
4,877 |
-55 |
| Aug05 |
041117 |
118.00 |
119.49 |
118.00 |
119.49 |
+2.87 |
5 |
1,935 |
-20 |
| Sep05 |
041117 |
119.30 |
120.30 |
119.30 |
120.09 |
+2.82 |
399 |
3,162 |
-87 |
| Oct05 |
041117 |
119.90 |
120.74 |
119.90 |
120.74 |
+2.77 |
4 |
356 |
+0 |
| Nov05 |
041117 |
119.75 |
121.39 |
119.75 |
121.39 |
+2.72 |
1 |
448 |
-6 |
| Total Volume and Open Interest |
43,308 |
177,775 |
+2,444 |
| Gasoline(NYMEX) |
| Dec04 |
041117 |
122.00 |
126.50 |
121.00 |
125.60 |
+3.40 |
19,048 |
31,021 |
-3,153 |
| Jan05 |
041117 |
123.30 |
127.70 |
122.30 |
126.72 |
+3.32 |
8,656 |
46,132 |
+1,676 |
| Feb05 |
041117 |
123.90 |
128.60 |
123.60 |
127.50 |
+3.22 |
1,322 |
11,864 |
+320 |
| Mar05 |
041117 |
125.90 |
128.33 |
125.90 |
128.33 |
+3.18 |
368 |
6,582 |
+191 |
| Apr05 |
041117 |
131.80 |
136.00 |
131.80 |
135.38 |
+3.13 |
2,030 |
13,447 |
+487 |
| May05 |
041117 |
132.50 |
135.38 |
132.50 |
135.38 |
+3.05 |
756 |
11,447 |
+449 |
| Jun05 |
041117 |
134.00 |
134.43 |
134.00 |
134.43 |
+3.00 |
272 |
6,003 |
+171 |
| Jul05 |
041117 |
132.63 |
132.63 |
132.63 |
132.63 |
+2.95 |
165 |
3,302 |
+100 |
| Aug05 |
041117 |
128.00 |
130.18 |
128.00 |
130.18 |
+2.90 |
5 |
1,902 |
+0 |
| Sep05 |
041117 |
127.03 |
127.03 |
127.03 |
127.03 |
+2.80 |
383 |
3,916 |
-160 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041117 |
7.080 |
7.360 |
7.040 |
7.283 |
+0.159 |
40,512 |
36,942 |
-672 |
| Jan05 |
041117 |
7.670 |
8.000 |
7.655 |
7.954 |
+0.197 |
14,575 |
59,810 |
+942 |
| Feb05 |
041117 |
7.720 |
7.990 |
7.700 |
7.984 |
+0.187 |
4,935 |
27,970 |
+52 |
| Mar05 |
041117 |
7.500 |
7.730 |
7.500 |
7.704 |
+0.132 |
4,269 |
28,326 |
-305 |
| Apr05 |
041117 |
6.720 |
6.780 |
6.670 |
6.744 |
+0.002 |
3,216 |
19,993 |
+485 |
| May05 |
041117 |
6.590 |
6.650 |
6.560 |
6.594 |
-0.028 |
1,401 |
18,314 |
+606 |
| Jun05 |
041117 |
6.610 |
6.650 |
6.580 |
6.619 |
-0.028 |
673 |
12,024 |
+45 |
| Jul05 |
041117 |
6.640 |
6.650 |
6.640 |
6.649 |
-0.028 |
362 |
15,000 |
+73 |
| Aug05 |
041117 |
6.660 |
6.680 |
6.650 |
6.664 |
-0.033 |
645 |
11,540 |
-169 |
| Sep05 |
041117 |
6.650 |
6.660 |
6.600 |
6.642 |
-0.034 |
265 |
11,082 |
+116 |
| Oct05 |
041117 |
6.690 |
6.690 |
6.660 |
6.664 |
-0.038 |
1,159 |
18,096 |
+382 |
| Nov05 |
041117 |
6.950 |
6.960 |
6.920 |
6.939 |
-0.038 |
890 |
9,917 |
+354 |
| Dec05 |
041117 |
7.250 |
7.250 |
7.200 |
7.209 |
-0.048 |
350 |
10,081 |
-44 |
| Jan06 |
041117 |
7.400 |
7.414 |
7.400 |
7.414 |
-0.043 |
935 |
11,309 |
+155 |
| Feb06 |
041117 |
7.410 |
7.410 |
7.400 |
7.409 |
-0.043 |
259 |
8,355 |
+25 |
| Mar06 |
041117 |
7.210 |
7.210 |
7.185 |
7.199 |
-0.048 |
326 |
9,061 |
-629 |
| Total Volume and Open Interest |
76,407 |
381,756 |
+1,356 |
| Brent Crude Oil(ICE) |
| Jan05 |
041117 |
41.85 |
43.12 |
41.30 |
42.76 |
+0.47 |
42,700 |
74,412 |
-5,924 |
| Feb05 |
041117 |
42.83 |
44.00 |
42.58 |
43.70 |
+0.51 |
20,644 |
73,211 |
+2,267 |
| Mar05 |
041117 |
43.00 |
44.10 |
42.90 |
43.82 |
+0.48 |
6,382 |
23,942 |
+2,294 |
| Apr05 |
041117 |
42.99 |
43.85 |
42.99 |
43.67 |
+0.45 |
2,887 |
17,075 |
+216 |
| May05 |
041117 |
42.80 |
43.63 |
42.80 |
43.44 |
+0.46 |
747 |
8,744 |
+542 |
| Jun05 |
041117 |
42.45 |
43.40 |
42.45 |
43.13 |
+0.43 |
2,072 |
18,020 |
-561 |
| Jul05 |
041117 |
42.30 |
43.00 |
42.30 |
42.80 |
+0.41 |
300 |
5,184 |
-50 |
| Aug05 |
041117 |
42.60 |
42.60 |
42.48 |
42.48 |
+0.38 |
0 |
2,035 |
+0 |
| Sep05 |
041117 |
41.55 |
42.16 |
41.55 |
42.16 |
+0.35 |
0 |
5,879 |
+0 |
| Oct05 |
041117 |
41.85 |
41.85 |
41.85 |
41.85 |
+0.33 |
100 |
1,850 |
+100 |
| Nov05 |
041117 |
41.54 |
41.54 |
41.54 |
41.54 |
+0.31 |
0 |
2,772 |
+0 |
| Dec05 |
041117 |
40.70 |
41.50 |
40.70 |
41.23 |
+0.29 |
1,950 |
40,503 |
-225 |
| Total Volume and Open Interest |
78,382 |
325,815 |
-941 |
| Gas Oil(ICE) |
| Dec04 |
041117 |
403.00 |
429.00 |
402.25 |
419.00 |
+12.50 |
19,400 |
46,369 |
-480 |
| Jan05 |
041117 |
400.00 |
418.75 |
399.00 |
410.50 |
+6.50 |
15,136 |
30,451 |
+811 |
| Feb05 |
041117 |
392.75 |
405.75 |
392.75 |
402.75 |
+5.25 |
2,462 |
11,880 |
+155 |
| Mar05 |
041117 |
384.50 |
393.50 |
384.50 |
393.50 |
+4.50 |
299 |
7,212 |
+100 |
| Apr05 |
041117 |
378.50 |
384.25 |
378.50 |
384.25 |
+4.00 |
203 |
6,449 |
+0 |
| May05 |
041117 |
375.00 |
379.25 |
373.00 |
379.25 |
+3.75 |
332 |
3,262 |
+0 |
| Jun05 |
041117 |
368.00 |
376.50 |
368.00 |
376.25 |
+4.00 |
1,852 |
10,821 |
+235 |
| Jul05 |
041117 |
375.00 |
375.00 |
375.00 |
375.00 |
+3.75 |
0 |
1,049 |
+0 |
| Aug05 |
041117 |
374.00 |
374.00 |
374.00 |
374.00 |
+3.75 |
0 |
1,586 |
+125 |
| Sep05 |
041117 |
369.50 |
373.25 |
369.50 |
373.25 |
+3.75 |
300 |
4,889 |
+0 |
| Total Volume and Open Interest |
41,034 |
145,066 |
+1,712 |
| US Dollar Index(ICE) |
| Dec04 |
041117 |
83.900 |
83.940 |
83.320 |
83.340 |
-0.530 |
1,513 |
24,719 |
-2 |
| Mar05 |
041117 |
84.030 |
84.030 |
83.490 |
83.490 |
-0.530 |
33 |
2,871 |
+22 |
| Jun05 |
041117 |
83.770 |
83.770 |
83.670 |
83.670 |
-0.530 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,546 |
27,615 |
+20 |
| Australian Dollar(CME) |
| Dec04 |
041117 |
77.75 |
78.25 |
77.74 |
78.09 |
+1.02 |
1,346 |
68,941 |
-1,364 |
| Mar05 |
041117 |
77.20 |
77.66 |
77.20 |
77.52 |
+1.01 |
98 |
1,005 |
+69 |
| Jun05 |
041117 |
77.00 |
77.02 |
77.00 |
77.02 |
+1.01 |
0 |
270 |
+0 |
| Total Volume and Open Interest |
1,447 |
70,438 |
-1,292 |
| British Pound(CME) |
| Dec04 |
041117 |
185.39 |
185.61 |
184.80 |
185.56 |
+0.57 |
1,530 |
88,353 |
-462 |
| Mar05 |
041117 |
184.42 |
184.60 |
184.10 |
184.39 |
+0.57 |
6 |
437 |
+4 |
| Jun05 |
041117 |
183.39 |
183.39 |
183.39 |
183.39 |
+0.57 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,538 |
88,817 |
-460 |
| Canadian Dollar(CME) |
| Dec04 |
041117 |
83.97 |
84.20 |
83.65 |
83.68 |
-0.01 |
2,216 |
101,075 |
-123 |
| Mar05 |
041117 |
83.92 |
84.13 |
83.61 |
83.61 |
-0.01 |
301 |
4,613 |
+162 |
| Jun05 |
041117 |
83.78 |
83.78 |
83.56 |
83.56 |
-0.01 |
12 |
1,845 |
+9 |
| Sep05 |
041117 |
83.95 |
83.95 |
83.53 |
83.53 |
unch |
2 |
702 |
+2 |
| Total Volume and Open Interest |
2,541 |
108,544 |
+54 |
| Japanese Yen(CME) |
| Dec04 |
041117 |
95.96 |
96.49 |
95.88 |
96.33 |
+1.30 |
5,213 |
180,450 |
+2,103 |
| Mar05 |
041117 |
96.59 |
97.00 |
96.58 |
96.91 |
+1.30 |
80 |
1,376 |
+59 |
| Jun05 |
041117 |
97.00 |
97.55 |
97.00 |
97.55 |
+1.30 |
5 |
50 |
+4 |
| Total Volume and Open Interest |
5,298 |
181,901 |
+2,166 |
| Swiss Franc(CME) |
| Dec04 |
041117 |
85.80 |
86.15 |
85.73 |
86.09 |
+1.00 |
1,651 |
75,240 |
-412 |
| Mar05 |
041117 |
86.18 |
86.47 |
86.15 |
86.42 |
+1.00 |
141 |
452 |
-3 |
| Jun05 |
041117 |
86.70 |
86.77 |
86.70 |
86.77 |
+1.00 |
0 |
69 |
+0 |
| Total Volume and Open Interest |
1,792 |
75,763 |
-415 |
| EuroFX(CME) |
| Dec04 |
041117 |
130.28 |
130.43 |
130.07 |
130.39 |
+0.73 |
13,559 |
199,640 |
+2,135 |
| Mar05 |
041117 |
130.35 |
130.47 |
130.26 |
130.46 |
+0.73 |
35 |
3,336 |
+20 |
| Jun05 |
041117 |
130.55 |
130.62 |
130.35 |
130.62 |
+0.74 |
2 |
334 |
+4 |
| Total Volume and Open Interest |
13,596 |
203,471 |
+2,161 |
| Mexican Peso(CME) |
| Dec04 |
041117 |
877.0 |
882.0 |
877.0 |
881.0 |
+5.5 |
6,466 |
69,215 |
+1,404 |
| Jan05 |
041117 |
873.0 |
875.8 |
873.0 |
875.8 |
+5.5 |
30 |
30 |
+20 |
| Total Volume and Open Interest |
6,551 |
70,543 |
+1,424 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041117 |
112~150 |
113~140 |
112~000 |
113~090 |
+0~260 |
247,563 |
585,972 |
+2,642 |
| Mar05 |
041117 |
111~080 |
112~150 |
111~040 |
112~100 |
+0~260 |
15,015 |
52,017 |
+7,510 |
| Jun05 |
041117 |
111~150 |
111~150 |
111~130 |
111~130 |
+0~260 |
5 |
206 |
+0 |
| Total Volume and Open Interest |
262,583 |
638,197 |
+10,152 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041117 |
112~105 |
112~290 |
111~290 |
112~255 |
+0~155 |
722,735 |
1,598,323 |
-21,748 |
| Mar05 |
041117 |
111~205 |
112~100 |
111~140 |
112~065 |
+0~160 |
23,655 |
193,810 |
+5,594 |
| Jun05 |
041117 |
110~260 |
111~095 |
110~260 |
111~090 |
+0~160 |
385 |
4,169 |
-35 |
| Total Volume and Open Interest |
746,775 |
1,796,302 |
-16,189 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041117 |
110~020 |
110~084 |
110~004 |
110~078 |
+0~042 |
376,912 |
1,056,284 |
+1,056,284 |
| Mar05 |
041117 |
109~042 |
109~100 |
109~042 |
109~100 |
+0~042 |
17,224 |
200,117 |
+200,117 |
| Jun05 |
041117 |
109~036 |
109~036 |
109~036 |
109~036 |
+0~044 |
1,005 |
1,015 |
+1,000 |
| Total Volume and Open Interest |
395,141 |
1,015 |
+1,000 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041117 |
105~028 |
105~049 |
105~022 |
105~048 |
+0~013 |
3,482 |
209,581 |
+737 |
| Mar05 |
041117 |
104~127 |
105~004 |
104~127 |
105~003 |
+0~014 |
465 |
590 |
+565 |
| Total Volume and Open Interest |
3,947 |
210,171 |
+1,302 |
| Eurodollars(CME) |
| Dec04 |
041117 |
97.533 |
97.550 |
97.533 |
97.548 |
+0.003 |
42,587 |
982,501 |
+21,570 |
| Mar05 |
041117 |
97.135 |
97.210 |
97.130 |
97.200 |
+0.045 |
58,548 |
955,204 |
+22,669 |
| Jun05 |
041117 |
96.860 |
96.970 |
96.850 |
96.960 |
+0.075 |
54,485 |
911,368 |
+35,307 |
| Sep05 |
041117 |
96.650 |
96.770 |
96.630 |
96.755 |
+0.080 |
37,009 |
798,702 |
+19,960 |
| Dec05 |
041117 |
96.470 |
96.600 |
96.450 |
96.590 |
+0.090 |
41,024 |
601,961 |
+15,303 |
| Mar06 |
041117 |
96.340 |
96.475 |
96.335 |
96.465 |
+0.090 |
27,692 |
449,217 |
-4,169 |
| Jun06 |
041117 |
96.225 |
96.365 |
96.225 |
96.350 |
+0.085 |
31,031 |
336,282 |
+4,422 |
| Sep06 |
041117 |
96.130 |
96.255 |
96.120 |
96.245 |
+0.085 |
27,942 |
272,620 |
+11,727 |
| Dec06 |
041117 |
96.005 |
96.130 |
96.000 |
96.130 |
+0.090 |
9,526 |
215,455 |
+1,671 |
| Mar07 |
041117 |
95.910 |
96.045 |
95.900 |
96.030 |
+0.090 |
13,044 |
161,105 |
+841 |
| Jun07 |
041117 |
95.810 |
95.935 |
95.795 |
95.925 |
+0.090 |
9,074 |
165,960 |
+249 |
| Sep07 |
041117 |
95.710 |
95.830 |
95.685 |
95.820 |
+0.090 |
12,818 |
123,453 |
+4,326 |
| Dec07 |
041117 |
95.575 |
95.720 |
95.570 |
95.710 |
+0.090 |
3,970 |
91,583 |
+225 |
| Mar08 |
041117 |
95.485 |
95.630 |
95.480 |
95.615 |
+0.085 |
4,220 |
84,684 |
+445 |
| Jun08 |
041117 |
95.380 |
95.525 |
95.380 |
95.515 |
+0.090 |
3,816 |
88,547 |
+593 |
| Sep08 |
041117 |
95.330 |
95.430 |
95.320 |
95.420 |
+0.090 |
4,914 |
79,508 |
-193 |
| Dec08 |
041117 |
95.220 |
95.315 |
95.210 |
95.315 |
+0.095 |
4,617 |
62,774 |
+1,283 |
| Mar09 |
041117 |
95.130 |
95.225 |
95.120 |
95.225 |
+0.095 |
4,734 |
49,973 |
+173 |
| Total Volume and Open Interest |
402,202 |
6,588,033 |
+102,220 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041117 |
98.070 |
98.070 |
98.070 |
98.070 |
unch |
1,429 |
155,228 |
-5,440 |
| Dec04 |
041117 |
97.880 |
97.880 |
97.880 |
97.880 |
unch |
4,534 |
144,833 |
+6,856 |
| Jan05 |
041117 |
97.780 |
97.780 |
97.780 |
97.780 |
unch |
3,652 |
123,715 |
+5,660 |
| Feb05 |
041117 |
97.560 |
97.570 |
97.560 |
97.570 |
+0.010 |
2,063 |
39,474 |
+2,704 |
| Mar05 |
041117 |
97.500 |
97.500 |
97.490 |
97.500 |
+0.020 |
106 |
11,329 |
+1,012 |
| Apr05 |
041117 |
97.370 |
97.370 |
97.360 |
97.360 |
+0.010 |
10 |
1,822 |
-342 |
| Total Volume and Open Interest |
11,942 |
476,612 |
+10,576 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041117 |
98.070 |
98.075 |
98.070 |
98.070 |
unch |
6,947 |
0 |
+0 |
| Dec04 |
041117 |
97.880 |
97.880 |
97.875 |
97.875 |
-0.005 |
14,580 |
0 |
+0 |
| Jan05 |
041117 |
97.780 |
97.780 |
97.770 |
97.780 |
unch |
14,660 |
0 |
+0 |
| Feb05 |
041117 |
97.555 |
97.565 |
97.545 |
97.565 |
+0.010 |
6,939 |
0 |
+0 |
| Mar05 |
041117 |
97.475 |
97.495 |
97.470 |
97.495 |
+0.015 |
4,673 |
0 |
+0 |
| Apr05 |
041117 |
97.340 |
97.375 |
97.340 |
97.370 |
+0.025 |
1,037 |
0 |
+0 |
| Total Volume and Open Interest |
48,836 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041117 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
2,566 |
21,434 |
+1,267 |
| Mar05 |
041117 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
287 |
50,976 |
-686 |
| Jun05 |
041117 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
0 |
26,261 |
-843 |
| Sep05 |
041117 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
100 |
7,967 |
-6 |
| Dec05 |
041117 |
99.78 |
99.79 |
99.78 |
99.79 |
+0.01 |
150 |
5,022 |
-979 |
| Mar06 |
041117 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.02 |
4 |
8,792 |
-102 |
| Jun06 |
041117 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
3,861 |
-400 |
| Sep06 |
041117 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
0 |
3,184 |
+0 |
| Dec06 |
041117 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
411 |
+0 |
| Mar07 |
041117 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
3,107 |
128,961 |
-1,749 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041117 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
78 |
60,577 |
-141 |
| Mar05 |
041117 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
1,402 |
88,053 |
-194 |
| Jun05 |
041117 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
316 |
77,895 |
-917 |
| Sep05 |
041117 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
668 |
44,875 |
-77 |
| Dec05 |
041117 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.01 |
342 |
36,270 |
-216 |
| Mar06 |
041117 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
359 |
28,633 |
-181 |
| Jun06 |
041117 |
99.60 |
99.61 |
99.60 |
99.61 |
+0.01 |
13 |
13,038 |
+30 |
| Sep06 |
041117 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
7,406 |
+0 |
| Total Volume and Open Interest |
3,178 |
370,362 |
-1,696 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041117 |
138.28 |
138.43 |
138.26 |
138.37 |
+0.08 |
1,356 |
29,518 |
+716 |
| Mar05 |
041117 |
137.51 |
137.51 |
137.51 |
137.51 |
+0.09 |
0 |
8 |
+0 |
| Jun05 |
041117 |
137.51 |
137.51 |
137.51 |
137.51 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
1,356 |
29,526 |
+716 |
| Euro-Bund(EUREX) |
| Dec04 |
041117 |
117.95 |
118.10 |
117.65 |
117.94 |
-0.02 |
1,422,561 |
1,367,613 |
+36,486 |
| Mar05 |
041117 |
117.29 |
117.41 |
116.98 |
117.26 |
-0.03 |
8,172 |
54,884 |
+2,275 |
| Jun05 |
041117 |
116.44 |
116.44 |
116.44 |
116.44 |
-0.02 |
732 |
249 |
+0 |
| Total Volume and Open Interest |
1,431,465 |
1,422,746 |
+38,761 |
| Euro-Bobl(EUREX) |
| Dec04 |
041117 |
112.73 |
112.86 |
112.59 |
112.73 |
+0.01 |
839,004 |
885,848 |
+27 |
| Mar05 |
041117 |
112.48 |
112.59 |
112.39 |
112.49 |
unch |
5,491 |
21,132 |
+1,859 |
| Jun05 |
041117 |
111.73 |
111.73 |
111.73 |
111.73 |
+0.01 |
1,111 |
800 |
+0 |
| Total Volume and Open Interest |
845,606 |
907,780 |
+1,886 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041117 |
97.800 |
97.810 |
97.800 |
97.810 |
+0.005 |
1,835 |
10,422 |
+94 |
| Mar05 |
041117 |
97.715 |
97.725 |
97.705 |
97.720 |
+0.010 |
1,019 |
7,365 |
+3 |
| Jun05 |
041117 |
97.615 |
97.640 |
97.605 |
97.630 |
+0.020 |
856 |
5,119 |
+133 |
| Total Volume and Open Interest |
4,173 |
30,065 |
+314 |
| Long Gilt(LIFFE) |
| Dec04 |
041117 |
109~04 |
109~07 |
108~23 |
108~30 |
-0~08 |
64,046 |
225,355 |
+5,659 |
| Mar05 |
041117 |
110~23 |
110~23 |
110~11 |
110~15 |
-0~09 |
1,889 |
6,051 |
+1,289 |
| Total Volume and Open Interest |
65,935 |
231,406 |
+6,948 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041117 |
95.11 |
95.13 |
95.10 |
95.12 |
+0.01 |
49,328 |
247,652 |
-6,125 |
| Mar05 |
041117 |
95.10 |
95.11 |
95.06 |
95.09 |
unch |
47,549 |
280,021 |
-1,585 |
| Jun05 |
041117 |
95.14 |
95.16 |
95.09 |
95.13 |
-0.01 |
51,656 |
203,266 |
-912 |
| Sep05 |
041117 |
95.19 |
95.20 |
95.12 |
95.16 |
-0.03 |
66,130 |
229,690 |
+11,321 |
| Dec05 |
041117 |
95.19 |
95.21 |
95.12 |
95.16 |
-0.03 |
65,542 |
198,206 |
-2,119 |
| Mar06 |
041117 |
95.17 |
95.19 |
95.10 |
95.14 |
-0.03 |
24,565 |
100,881 |
-1,126 |
| Total Volume and Open Interest |
326,216 |
1,468,580 |
-2,052 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041117 |
97.800 |
97.815 |
97.795 |
97.805 |
unch |
68,287 |
659,777 |
+202 |
| Mar05 |
041117 |
97.710 |
97.735 |
97.700 |
97.710 |
unch |
137,684 |
536,534 |
-8,631 |
| Jun05 |
041117 |
97.615 |
97.650 |
97.600 |
97.615 |
unch |
138,001 |
549,450 |
-1,216 |
| Total Volume and Open Interest |
739,927 |
3,262,182 |
-5,627 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041117 |
94.54 |
94.56 |
94.53 |
94.56 |
+0.02 |
11,299 |
113,785 |
+28 |
| Mar05 |
041117 |
94.41 |
94.45 |
94.41 |
94.44 |
+0.02 |
23,058 |
142,555 |
+2,170 |
| Jun05 |
041117 |
94.36 |
94.40 |
94.36 |
94.39 |
+0.02 |
3,575 |
60,521 |
-1,650 |
| Sep05 |
041117 |
94.37 |
94.37 |
94.35 |
94.37 |
+0.02 |
1,691 |
25,688 |
+176 |
| Dec05 |
041117 |
94.33 |
94.35 |
94.33 |
94.34 |
+0.02 |
193 |
16,929 |
+44 |
| Mar06 |
041117 |
94.30 |
94.32 |
94.30 |
94.31 |
+0.02 |
278 |
13,228 |
+91 |
| Jun06 |
041117 |
94.28 |
94.29 |
94.28 |
94.28 |
+0.02 |
477 |
9,892 |
+373 |
| Sep06 |
041117 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.02 |
190 |
6,258 |
+190 |
| Dec06 |
041117 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.01 |
0 |
2,891 |
+0 |
| Mar07 |
041117 |
94.19 |
94.19 |
94.19 |
94.19 |
unch |
0 |
1,859 |
+0 |
| Total Volume and Open Interest |
40,761 |
397,061 |
+1,422 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041117 |
94.50 |
94.54 |
94.49 |
94.51 |
+0.01 |
25,582 |
267,362 |
+4,325 |
| Mar05 |
041117 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
25,582 |
267,362 |
+4,325 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041117 |
94.67 |
94.70 |
94.65 |
94.68 |
+0.01 |
55,288 |
388,683 |
+8,019 |
| Mar05 |
041117 |
94.68 |
94.68 |
94.68 |
94.68 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
55,288 |
388,683 |
+8,019 |
| Gold(CMX) |
| Dec04 |
041117 |
443.5 |
445.4 |
442.3 |
445.1 |
+4.6 |
74,586 |
246,982 |
+1,809 |
| Feb05 |
041117 |
445.8 |
447.5 |
444.5 |
447.2 |
+4.6 |
20,916 |
47,390 |
+11,559 |
| Apr05 |
041117 |
448.1 |
449.5 |
446.5 |
449.2 |
+4.6 |
228 |
8,803 |
+142 |
| Jun05 |
041117 |
450.3 |
452.5 |
448.0 |
451.3 |
+4.6 |
2,614 |
18,405 |
+1,923 |
| Aug05 |
041117 |
453.5 |
453.6 |
453.5 |
453.6 |
+4.6 |
370 |
6,490 |
+0 |
| Oct05 |
041117 |
455.8 |
455.8 |
455.8 |
455.8 |
+4.6 |
102 |
3,262 |
+37 |
| Dec05 |
041117 |
457.0 |
459.5 |
452.6 |
458.1 |
+4.6 |
701 |
11,852 |
+41 |
| Feb06 |
041117 |
460.5 |
460.5 |
460.5 |
460.5 |
+4.6 |
0 |
844 |
+0 |
| Apr06 |
041117 |
462.9 |
462.9 |
462.9 |
462.9 |
+4.6 |
0 |
491 |
+0 |
| Jun06 |
041117 |
465.3 |
465.3 |
465.3 |
465.3 |
+4.6 |
55 |
8,643 |
-50 |
| Aug06 |
041117 |
467.8 |
467.8 |
467.8 |
467.8 |
+4.6 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
99,742 |
362,336 |
+15,541 |
| Silver(CMX) |
| Dec04 |
041117 |
764.5 |
768.0 |
757.0 |
766.5 |
+7.3 |
15,847 |
82,892 |
-1,633 |
| Mar05 |
041117 |
770.0 |
774.0 |
762.0 |
771.5 |
+7.4 |
4,685 |
28,167 |
+2,588 |
| May05 |
041117 |
771.0 |
774.3 |
770.0 |
774.3 |
+7.4 |
8 |
2,872 |
+3 |
| Jul05 |
041117 |
775.0 |
779.0 |
770.0 |
777.1 |
+7.4 |
659 |
2,660 |
+229 |
| Sep05 |
041117 |
779.1 |
779.1 |
779.1 |
779.1 |
+7.2 |
2 |
599 |
+0 |
| Dec05 |
041117 |
783.0 |
784.0 |
776.0 |
781.8 |
+7.0 |
375 |
4,795 |
-60 |
| Mar06 |
041117 |
784.2 |
784.2 |
784.2 |
784.2 |
+6.8 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
21,937 |
124,272 |
+1,407 |
| Platinum(NYMEX) |
| Jan05 |
041117 |
868.0 |
877.5 |
866.0 |
875.6 |
+6.7 |
802 |
7,238 |
+107 |
| Apr05 |
041117 |
868.5 |
873.1 |
868.5 |
873.1 |
+6.7 |
4 |
509 |
+0 |
| Total Volume and Open Interest |
806 |
7,747 |
+107 |
| Palladium(NYMEX) |
| Dec04 |
041117 |
220.20 |
223.50 |
220.10 |
223.00 |
+1.00 |
1,148 |
7,864 |
+52 |
| Mar05 |
041117 |
223.50 |
226.00 |
223.00 |
225.15 |
+1.00 |
455 |
3,534 |
+266 |
| Jun05 |
041117 |
227.00 |
227.15 |
224.00 |
227.15 |
+1.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
1,605 |
11,410 |
+320 |
| Copper(CMX) |
| Dec04 |
041117 |
139.10 |
141.15 |
139.00 |
141.05 |
+4.15 |
7,668 |
33,667 |
-1,047 |
| Mar05 |
041117 |
137.70 |
139.15 |
137.40 |
139.15 |
+3.75 |
3,267 |
27,523 |
+949 |
| May05 |
041117 |
133.80 |
134.10 |
133.30 |
134.10 |
+3.55 |
338 |
4,689 |
+202 |
| Jul05 |
041117 |
128.50 |
129.40 |
128.00 |
129.40 |
+3.40 |
66 |
2,503 |
+39 |
| Sep05 |
041117 |
123.95 |
124.60 |
123.95 |
124.60 |
+3.30 |
6 |
1,768 |
+9 |
| Total Volume and Open Interest |
12,034 |
80,861 |
+186 |
| Aluminum(CMX) |
| Nov04 |
041117 |
89.00 |
89.25 |
89.00 |
89.15 |
+0.55 |
18 |
570 |
-3 |
| Dec04 |
041117 |
88.50 |
88.95 |
88.50 |
88.95 |
+0.60 |
80 |
1,218 |
+21 |
| Jan05 |
041117 |
88.60 |
88.60 |
88.60 |
88.60 |
+0.60 |
330 |
1,049 |
+239 |
| Feb05 |
041117 |
88.35 |
88.35 |
88.35 |
88.35 |
+0.60 |
0 |
651 |
+0 |
| Mar05 |
041117 |
88.20 |
88.20 |
88.20 |
88.20 |
+0.60 |
0 |
657 |
+0 |
| Apr05 |
041117 |
87.85 |
87.85 |
87.85 |
87.85 |
+0.60 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
478 |
10,201 |
+330 |
| DJIA Index(CBOT) |
| Dec04 |
041117 |
10530 |
10615 |
10520 |
10574 |
+71 |
5,465 |
43,115 |
+378 |
| Mar05 |
041117 |
10525 |
10610 |
10525 |
10577 |
+71 |
13 |
92 |
+3 |
| Jun05 |
041117 |
10593 |
10593 |
10593 |
10593 |
+71 |
1 |
2 |
+0 |
| Total Volume and Open Interest |
5,478 |
43,210 |
+381 |
| S & P 500(CME) |
| Dec04 |
041117 |
1181.70 |
1189.50 |
1179.00 |
1184.20 |
+6.80 |
33,577 |
651,513 |
-1,767 |
| Mar05 |
041117 |
1188.00 |
1191.20 |
1183.30 |
1186.20 |
+6.80 |
2,020 |
40,560 |
+647 |
| Jun05 |
041117 |
1189.50 |
1189.50 |
1189.50 |
1189.50 |
+6.80 |
28 |
3,089 |
+17 |
| Sep05 |
041117 |
1192.80 |
1192.80 |
1192.80 |
1192.80 |
+6.80 |
45 |
1,100 |
+0 |
| Total Volume and Open Interest |
35,625 |
696,425 |
-1,103 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041117 |
1177.50 |
1189.75 |
1177.25 |
1184.25 |
+6.75 |
658,437 |
985,697 |
-730 |
| Mar05 |
041117 |
1180.25 |
1191.25 |
1180.00 |
1186.25 |
+6.75 |
474 |
46,849 |
+14 |
| Total Volume and Open Interest |
658,911 |
1,032,546 |
-716 |
| NASDAQ 100(CME) |
| Dec04 |
041117 |
1565.00 |
1583.00 |
1564.00 |
1574.50 |
+19.00 |
9,376 |
85,227 |
-339 |
| Mar05 |
041117 |
1582.50 |
1582.50 |
1582.50 |
1582.50 |
+19.00 |
3 |
57 |
+0 |
| Jun05 |
041117 |
1589.50 |
1589.50 |
1589.50 |
1589.50 |
+19.00 |
|
|
|
| Total Volume and Open Interest |
9,379 |
85,284 |
-339 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041117 |
1556.00 |
1583.00 |
1556.00 |
1574.50 |
+19.00 |
284,017 |
370,768 |
-9,263 |
| Mar05 |
041117 |
1565.50 |
1591.00 |
1565.50 |
1582.50 |
+19.00 |
167 |
2,257 |
-77 |
| Total Volume and Open Interest |
284,184 |
373,025 |
-9,340 |
| S & P Midcap 400(CME) |
| Dec04 |
041117 |
634.00 |
639.00 |
633.00 |
637.00 |
+5.00 |
1,621 |
15,397 |
+1,323 |
| Mar05 |
041117 |
637.50 |
637.50 |
637.50 |
637.50 |
+5.00 |
0 |
3 |
+0 |
| Jun05 |
041117 |
637.50 |
637.50 |
637.50 |
637.50 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
1,620 |
15,400 |
+1,323 |
| Russell 2000(CME) |
| Dec04 |
041117 |
623.00 |
629.00 |
620.50 |
623.25 |
+3.75 |
1,113 |
27,264 |
+16 |
| Mar05 |
041117 |
624.75 |
624.75 |
624.75 |
624.75 |
+3.95 |
0 |
108 |
+0 |
| Jun05 |
041117 |
624.75 |
624.75 |
624.75 |
624.75 |
+3.95 |
|
|
|
| Total Volume and Open Interest |
1,113 |
27,372 |
+16 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041117 |
619.60 |
628.90 |
619.60 |
623.30 |
+3.80 |
67,860 |
123,390 |
-1,804 |
| Mar05 |
041117 |
628.00 |
630.00 |
623.60 |
624.80 |
+4.00 |
3 |
315 |
+0 |
| Total Volume and Open Interest |
67,863 |
123,705 |
-1,804 |
| Nikkei 225(CME) |
| Dec04 |
041117 |
11135 |
11200 |
11125 |
11170 |
-15 |
10,943 |
180,250 |
+2,092 |
| Mar05 |
041117 |
11165 |
11165 |
11165 |
11165 |
-15 |
0 |
16 |
+16 |
| Total Volume and Open Interest |
10,943 |
180,269 |
+2,111 |
| Nikkei 225(SGX) |
| Dec04 |
041117 |
11135 |
11200 |
11125 |
11170 |
-15 |
10,943 |
180,250 |
+2,092 |
| Mar05 |
041117 |
11165 |
11165 |
11165 |
11165 |
-15 |
0 |
16 |
+16 |
| Jun05 |
041117 |
11110 |
11110 |
11110 |
11110 |
-15 |
0 |
3 |
+3 |
| Total Volume and Open Interest |
10,943 |
180,269 |
+2,111 |
| CAC 40(EURONEXT) |
| Nov04 |
041117 |
3808.0 |
3846.0 |
3795.0 |
3843.0 |
+50.0 |
92,925 |
427,714 |
+12,300 |
| Dec04 |
041117 |
3796.5 |
3843.0 |
3793.5 |
3840.5 |
+50.0 |
31,857 |
169,973 |
+19,132 |
| Jan05 |
041117 |
3832.5 |
3848.0 |
3831.0 |
3847.0 |
+50.0 |
|
|
|
| Total Volume and Open Interest |
124,798 |
606,724 |
+31,432 |
| Hang Seng Index(HKFE) |
| Nov04 |
041117 |
13796 |
13840 |
13768 |
13826 |
+82 |
19,421 |
117,279 |
+859 |
| Dec04 |
041117 |
13750 |
13824 |
13750 |
13804 |
+74 |
496 |
1,924 |
+453 |
| Total Volume and Open Interest |
19,942 |
121,651 |
+1,322 |
| DAX(EUREX) |
| Dec04 |
041117 |
4139.5 |
4202.0 |
4123.0 |
4185.0 |
+52.0 |
134,815 |
183,212 |
+486 |
| Mar05 |
041117 |
4162.0 |
4222.0 |
4146.0 |
4208.0 |
+52.5 |
708 |
10,482 |
-230 |
| Jun05 |
041117 |
4188.0 |
4243.0 |
4179.0 |
4232.0 |
+52.5 |
263 |
1,552 |
-109 |
| Total Volume and Open Interest |
135,786 |
195,246 |
+147 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041117 |
4795.00 |
4809.50 |
4775.00 |
4801.50 |
+25.50 |
82,547 |
455,471 |
-4,800 |
| Mar05 |
041117 |
4794.50 |
4805.00 |
4784.00 |
4803.50 |
+25.50 |
5,570 |
21,694 |
+3,060 |
| Jun05 |
041117 |
4821.50 |
4821.50 |
4821.50 |
4821.50 |
+25.50 |
10 |
17,720 |
+10 |
| Total Volume and Open Interest |
88,377 |
495,985 |
-1,630 |
| SPI 200(SFE) |
| Dec04 |
041117 |
3874.0 |
3888.0 |
3869.0 |
3880.0 |
+4.0 |
12,047 |
169,393 |
-473 |
| Mar05 |
041117 |
3892.0 |
3896.0 |
3890.0 |
3890.0 |
+3.0 |
323 |
3,843 |
+312 |
| Jun05 |
041117 |
3905.0 |
3905.0 |
3905.0 |
3905.0 |
+4.0 |
23 |
3,118 |
-6 |
| Total Volume and Open Interest |
12,474 |
180,463 |
-93 |
| GSCI(CME) |
| Dec04 |
041117 |
329.50 |
338.80 |
329.50 |
338.60 |
+8.05 |
95 |
16,737 |
-50 |
| Jan05 |
041117 |
337.50 |
337.50 |
337.50 |
337.50 |
+7.00 |
0 |
3 |
+0 |
| Feb05 |
041117 |
333.50 |
333.50 |
333.50 |
333.50 |
+5.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
97 |
16,740 |
-1,063 |
| RJ/CRB Index(ICE) |
| Jan05 |
041117 |
284.10 |
288.50 |
284.00 |
288.50 |
+3.85 |
60 |
325 |
+9 |
| Feb05 |
041117 |
286.75 |
286.75 |
286.75 |
286.75 |
+3.85 |
0 |
116 |
+0 |
| Apr05 |
041117 |
287.00 |
287.00 |
286.50 |
286.50 |
+3.85 |
2 |
110 |
+0 |
| Total Volume and Open Interest |
60 |
565 |
+9 |
|
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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