|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 19, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041119 |
554.50 |
557.00 |
545.00 |
550.50 |
-4.50 |
40,736 |
106,719 |
-3,542 |
| Mar05 |
041119 |
559.50 |
561.00 |
549.00 |
554.00 |
-5.75 |
10,689 |
50,853 |
+1,642 |
| May05 |
041119 |
566.50 |
567.50 |
556.00 |
560.50 |
-6.25 |
2,953 |
30,356 |
-61 |
| Jul05 |
041119 |
573.00 |
575.00 |
562.75 |
566.75 |
-6.00 |
2,557 |
27,017 |
+362 |
| Aug05 |
041119 |
569.50 |
572.00 |
567.00 |
570.00 |
-6.00 |
182 |
1,717 |
+64 |
| Sep05 |
041119 |
573.00 |
573.00 |
570.00 |
572.00 |
-5.00 |
1 |
324 |
+0 |
| Nov05 |
041119 |
587.00 |
587.50 |
577.50 |
581.25 |
-6.25 |
1,350 |
8,444 |
+304 |
| Total Volume and Open Interest |
58,479 |
225,456 |
-1,222 |
| Soybean Meal(CBOT) |
| Dec04 |
041119 |
160.20 |
160.50 |
156.70 |
158.20 |
-1.90 |
13,063 |
35,274 |
-1,212 |
| Jan05 |
041119 |
161.80 |
162.20 |
158.50 |
160.20 |
-1.40 |
7,234 |
25,131 |
+108 |
| Mar05 |
041119 |
164.50 |
164.70 |
161.10 |
161.90 |
-2.00 |
3,110 |
29,226 |
+298 |
| May05 |
041119 |
167.20 |
167.20 |
164.00 |
164.20 |
-2.40 |
914 |
17,082 |
+1 |
| Jul05 |
041119 |
170.80 |
170.80 |
167.40 |
167.70 |
-2.60 |
3,023 |
23,443 |
-101 |
| Aug05 |
041119 |
171.80 |
171.80 |
169.00 |
169.20 |
-2.60 |
586 |
8,770 |
+55 |
| Sep05 |
041119 |
174.00 |
174.50 |
170.50 |
170.50 |
-2.20 |
175 |
5,595 |
+42 |
| Oct05 |
041119 |
174.00 |
174.00 |
172.00 |
172.30 |
-1.70 |
69 |
3,210 |
+27 |
| Total Volume and Open Interest |
29,222 |
153,402 |
-627 |
| Soybean Oil(CBOT) |
| Dec04 |
041119 |
21.48 |
21.64 |
21.16 |
21.49 |
+0.05 |
8,570 |
32,883 |
-1,327 |
| Jan05 |
041119 |
21.65 |
21.78 |
21.32 |
21.67 |
+0.11 |
4,557 |
31,799 |
+272 |
| Mar05 |
041119 |
21.80 |
21.87 |
21.39 |
21.78 |
+0.09 |
2,520 |
29,644 |
+485 |
| May05 |
041119 |
21.82 |
21.97 |
21.53 |
21.95 |
+0.17 |
1,023 |
18,199 |
-128 |
| Jul05 |
041119 |
21.85 |
22.05 |
21.58 |
22.04 |
+0.18 |
2,487 |
17,650 |
-146 |
| Aug05 |
041119 |
21.85 |
22.05 |
21.68 |
22.05 |
+0.20 |
291 |
6,099 |
-119 |
| Sep05 |
041119 |
21.85 |
22.05 |
21.68 |
22.02 |
+0.15 |
32 |
3,497 |
+5 |
| Oct05 |
041119 |
21.90 |
22.05 |
21.90 |
22.05 |
+0.15 |
12 |
2,403 |
+3 |
| Total Volume and Open Interest |
19,992 |
149,416 |
-709 |
| Canola(WCE) |
| Nov04 |
041112 |
288.5 |
288.5 |
288.5 |
288.5 |
unch |
45 |
42 |
+0 |
| Jan05 |
041119 |
294.5 |
294.6 |
287.5 |
290.2 |
-4.3 |
4,723 |
46,729 |
+1,170 |
| Mar05 |
041119 |
297.8 |
298.0 |
293.3 |
295.9 |
-3.7 |
1,257 |
9,267 |
+12 |
| May05 |
041119 |
300.0 |
301.8 |
299.5 |
301.8 |
-3.2 |
107 |
771 |
+5 |
| Jul05 |
041119 |
304.8 |
304.8 |
304.8 |
304.8 |
-6.2 |
11 |
517 |
+11 |
| Total Volume and Open Interest |
6,237 |
69,308 |
+1,208 |
| Corn(CBOT) |
| Dec04 |
041119 |
203.75 |
203.75 |
199.00 |
199.25 |
-4.75 |
46,317 |
209,638 |
-11,552 |
| Mar05 |
041119 |
214.25 |
214.25 |
210.00 |
210.25 |
-4.75 |
25,284 |
259,551 |
+5,599 |
| May05 |
041119 |
222.00 |
222.25 |
216.75 |
217.00 |
-5.25 |
4,444 |
60,476 |
+1,427 |
| Jul05 |
041119 |
229.00 |
229.00 |
225.00 |
225.25 |
-4.00 |
5,328 |
66,218 |
+565 |
| Sep05 |
041119 |
235.00 |
235.00 |
232.25 |
232.25 |
-3.75 |
587 |
16,742 |
+141 |
| Dec05 |
041119 |
243.50 |
243.50 |
240.00 |
240.25 |
-4.00 |
3,181 |
37,752 |
+1,088 |
| Total Volume and Open Interest |
85,195 |
653,131 |
-2,706 |
| Wheat(CBOT) |
| Dec04 |
041119 |
314.50 |
315.00 |
308.50 |
309.75 |
-6.50 |
20,939 |
48,582 |
-5,869 |
| Mar05 |
041119 |
324.50 |
325.00 |
319.25 |
319.75 |
-7.00 |
17,923 |
97,403 |
+4,354 |
| May05 |
041119 |
331.50 |
332.00 |
326.00 |
326.50 |
-7.25 |
696 |
11,386 |
+349 |
| Jul05 |
041119 |
338.50 |
338.50 |
333.00 |
333.25 |
-6.50 |
2,010 |
10,742 |
+55 |
| Sep05 |
041119 |
343.50 |
343.50 |
340.00 |
340.00 |
-7.00 |
32 |
315 |
+17 |
| Total Volume and Open Interest |
42,527 |
172,425 |
-536 |
| Wheat(KCBT) |
| Dec04 |
041119 |
355.00 |
355.00 |
352.25 |
353.50 |
-3.75 |
7,790 |
21,557 |
-5,845 |
| Mar05 |
041119 |
352.00 |
352.50 |
348.25 |
348.75 |
-5.25 |
7,558 |
36,043 |
+2,567 |
| May05 |
041119 |
351.00 |
351.00 |
347.00 |
347.00 |
-5.50 |
278 |
5,110 |
+41 |
| Jul05 |
041119 |
346.00 |
346.00 |
343.50 |
344.00 |
-3.75 |
753 |
9,344 |
-15 |
| Sep05 |
041119 |
349.00 |
349.00 |
347.00 |
347.00 |
-5.00 |
8 |
1,432 |
+4 |
| Total Volume and Open Interest |
16,511 |
73,768 |
-3,208 |
| Wheat(MGE) |
| Dec04 |
041119 |
369.00 |
369.00 |
360.00 |
361.75 |
-8.50 |
3,276 |
11,431 |
-80 |
| Mar05 |
041119 |
370.50 |
371.00 |
364.00 |
364.50 |
-8.00 |
3,642 |
15,366 |
+593 |
| May05 |
041119 |
372.00 |
372.00 |
367.00 |
367.00 |
-7.50 |
30 |
5,156 |
-11 |
| Jul05 |
041119 |
371.00 |
371.00 |
368.00 |
368.00 |
-7.00 |
191 |
2,381 |
+57 |
| Sep05 |
041119 |
367.00 |
367.00 |
364.00 |
365.25 |
-1.75 |
14 |
1,050 |
+5 |
| Total Volume and Open Interest |
7,163 |
35,609 |
+566 |
| Oats(CBOT) |
| Dec04 |
041119 |
146.75 |
149.50 |
146.50 |
146.75 |
-0.75 |
975 |
4,535 |
-570 |
| Mar05 |
041119 |
152.75 |
154.00 |
151.25 |
152.00 |
-1.50 |
601 |
3,545 |
+224 |
| May05 |
041119 |
156.75 |
157.75 |
155.75 |
155.75 |
-2.00 |
11 |
179 |
+3 |
| Jul05 |
041119 |
162.00 |
162.00 |
161.00 |
161.00 |
-2.00 |
1 |
39 |
+0 |
| Total Volume and Open Interest |
1,587 |
8,301 |
-343 |
| Rough Rice(CBOT) |
| Nov04 |
041118 |
6.96 |
6.99 |
6.91 |
6.99 |
-0.08 |
22 |
463 |
+2 |
| Jan05 |
041119 |
7.00 |
7.02 |
6.96 |
7.01 |
+0.01 |
253 |
3,355 |
+40 |
| Mar05 |
041119 |
7.19 |
7.21 |
7.17 |
7.21 |
+0.01 |
25 |
895 |
-10 |
| May05 |
041119 |
7.40 |
7.40 |
7.40 |
7.40 |
unch |
0 |
256 |
+0 |
| Total Volume and Open Interest |
301 |
5,011 |
+18 |
| Live Cattle(CME) |
| Dec04 |
041119 |
84.450 |
85.350 |
84.200 |
84.800 |
+0.175 |
10,709 |
25,130 |
-2,565 |
| Feb05 |
041119 |
85.600 |
86.600 |
85.450 |
86.075 |
+0.100 |
12,276 |
55,115 |
+1,780 |
| Apr05 |
041119 |
82.800 |
83.500 |
82.550 |
83.350 |
+0.375 |
3,603 |
13,238 |
+134 |
| Jun05 |
041119 |
79.125 |
79.700 |
79.125 |
79.450 |
+0.325 |
2,476 |
9,140 |
+177 |
| Aug05 |
041119 |
78.500 |
79.275 |
78.500 |
79.150 |
+0.700 |
1,044 |
5,012 |
+173 |
| Oct05 |
041119 |
79.400 |
80.100 |
79.400 |
80.100 |
+0.725 |
748 |
2,316 |
+303 |
| Total Volume and Open Interest |
30,972 |
110,871 |
+109 |
| Feeder Cattle(CME) |
| Jan05 |
041119 |
100.900 |
101.300 |
99.850 |
100.625 |
-0.075 |
2,388 |
8,410 |
-634 |
| Mar05 |
041119 |
96.000 |
96.450 |
95.050 |
96.125 |
+0.425 |
601 |
2,448 |
+55 |
| Apr05 |
041119 |
94.350 |
95.650 |
94.100 |
94.925 |
+0.575 |
224 |
1,191 |
+20 |
| May05 |
041119 |
94.300 |
95.650 |
94.250 |
95.000 |
+0.775 |
182 |
1,212 |
+89 |
| Aug05 |
041119 |
98.000 |
98.200 |
98.000 |
98.100 |
+0.600 |
74 |
270 |
+21 |
| Sep05 |
041119 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
| Oct05 |
041119 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,783 |
15,079 |
-560 |
| Lean Hogs(CME) |
| Dec04 |
041119 |
74.900 |
75.225 |
74.100 |
74.825 |
+0.425 |
6,387 |
23,152 |
-1,624 |
| Feb05 |
041119 |
73.550 |
74.150 |
73.100 |
73.400 |
+0.225 |
6,708 |
50,010 |
+2,068 |
| Apr05 |
041119 |
70.200 |
71.300 |
69.800 |
71.175 |
+1.075 |
892 |
11,856 |
+214 |
| May05 |
041119 |
69.400 |
70.750 |
69.350 |
70.650 |
+1.350 |
104 |
1,982 |
+27 |
| Jun05 |
041119 |
73.250 |
74.675 |
73.000 |
74.450 |
+1.200 |
350 |
6,189 |
+77 |
| Jul05 |
041119 |
69.300 |
71.050 |
69.275 |
70.900 |
+1.775 |
70 |
1,426 |
-6 |
| Aug05 |
041119 |
65.750 |
67.000 |
65.750 |
66.750 |
+0.800 |
64 |
910 |
+22 |
| Oct05 |
041119 |
56.600 |
58.500 |
56.600 |
58.250 |
+1.425 |
37 |
350 |
+20 |
| Total Volume and Open Interest |
14,646 |
95,988 |
+823 |
| Pork Bellies(CME) |
| Feb05 |
041119 |
99.100 |
99.450 |
98.250 |
99.000 |
-0.725 |
254 |
1,470 |
-23 |
| Mar05 |
041119 |
99.750 |
99.750 |
99.750 |
99.750 |
-0.400 |
0 |
25 |
+0 |
| May05 |
041119 |
99.000 |
99.000 |
99.000 |
99.000 |
-0.700 |
1 |
23 |
+0 |
| Jul05 |
041119 |
101.850 |
101.850 |
101.850 |
101.850 |
-0.150 |
0 |
13 |
+0 |
| Aug05 |
041119 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
255 |
1,532 |
-23 |
| Class III Milk(CME) |
| Nov04 |
041119 |
14.90 |
14.93 |
14.88 |
14.92 |
unch |
64 |
3,985 |
-53 |
| Dec04 |
041119 |
15.67 |
15.95 |
15.67 |
15.95 |
+0.36 |
546 |
4,077 |
+94 |
| Jan05 |
041119 |
14.26 |
14.45 |
14.25 |
14.40 |
+0.30 |
661 |
2,269 |
-21 |
| Feb05 |
041119 |
12.95 |
13.20 |
12.95 |
13.15 |
+0.25 |
167 |
2,110 |
+2 |
| Mar05 |
041119 |
12.70 |
12.75 |
12.65 |
12.66 |
+0.06 |
133 |
2,394 |
+4 |
| Total Volume and Open Interest |
2,163 |
22,934 |
+290 |
| Cocoa(ICE) |
| Dec04 |
041119 |
1600 |
1625 |
1590 |
1602 |
-9 |
62 |
629 |
-23 |
| Mar05 |
041119 |
1590 |
1625 |
1580 |
1597 |
-12 |
4,426 |
52,001 |
+240 |
| May05 |
041119 |
1590 |
1619 |
1590 |
1603 |
-13 |
200 |
11,871 |
+30 |
| Jul05 |
041119 |
1595 |
1610 |
1595 |
1608 |
-12 |
645 |
11,092 |
-333 |
| Sep05 |
041119 |
1613 |
1613 |
1613 |
1613 |
-12 |
204 |
9,381 |
-9 |
| Dec05 |
041119 |
1605 |
1615 |
1605 |
1615 |
-13 |
245 |
8,510 |
-32 |
| Mar06 |
041119 |
1619 |
1619 |
1619 |
1619 |
-12 |
582 |
11,194 |
+200 |
| Total Volume and Open Interest |
6,364 |
117,699 |
+73 |
| Coffee "C"(ICE) |
| Dec04 |
041119 |
87.75 |
89.50 |
86.40 |
87.25 |
-1.65 |
2,302 |
3,751 |
-1,523 |
| Mar05 |
041119 |
91.00 |
93.00 |
89.90 |
90.65 |
-1.65 |
11,732 |
68,669 |
+771 |
| May05 |
041119 |
92.75 |
94.50 |
92.00 |
92.45 |
-1.60 |
1,636 |
8,410 |
-572 |
| Jul05 |
041119 |
94.75 |
95.75 |
94.10 |
94.15 |
-1.50 |
292 |
2,822 |
-37 |
| Sep05 |
041119 |
95.60 |
97.30 |
95.10 |
95.85 |
-1.40 |
323 |
1,990 |
+117 |
| Dec05 |
041119 |
98.00 |
99.90 |
98.00 |
98.60 |
-1.25 |
88 |
827 |
+19 |
| Total Volume and Open Interest |
16,436 |
86,808 |
-1,164 |
| Orange Juice(ICE) |
| Jan05 |
041119 |
75.45 |
75.90 |
75.45 |
75.60 |
+0.15 |
973 |
15,082 |
-3 |
| Mar05 |
041119 |
76.50 |
77.60 |
76.50 |
77.50 |
+0.35 |
377 |
11,431 |
-19 |
| May05 |
041119 |
80.00 |
80.20 |
80.00 |
80.20 |
+0.25 |
368 |
4,752 |
+225 |
| Jul05 |
041119 |
81.70 |
81.70 |
81.70 |
81.70 |
+0.20 |
116 |
639 |
+79 |
| Sep05 |
041119 |
83.20 |
83.20 |
83.20 |
83.20 |
+0.20 |
0 |
86 |
+0 |
| Nov05 |
041119 |
84.70 |
84.70 |
84.70 |
84.70 |
+0.20 |
0 |
525 |
+0 |
| Total Volume and Open Interest |
1,834 |
32,562 |
+282 |
| Sugar #11(ICE) |
| Mar05 |
041119 |
8.85 |
8.85 |
8.74 |
8.75 |
-0.03 |
21,991 |
201,880 |
-558 |
| May05 |
041119 |
8.94 |
8.97 |
8.89 |
8.91 |
+0.01 |
8,682 |
38,520 |
-1,619 |
| Jul05 |
041119 |
8.76 |
8.79 |
8.73 |
8.75 |
+0.02 |
2,278 |
23,048 |
+366 |
| Oct05 |
041119 |
8.71 |
8.75 |
8.71 |
8.73 |
+0.03 |
1,098 |
21,503 |
-302 |
| Mar06 |
041119 |
8.60 |
8.65 |
8.60 |
8.63 |
+0.04 |
99 |
8,906 |
-72 |
| Total Volume and Open Interest |
34,550 |
298,663 |
-1,783 |
| Sugar #14(ICE) |
| Jan05 |
041119 |
20.50 |
20.50 |
20.47 |
20.47 |
-0.03 |
131 |
1,444 |
-7 |
| Mar05 |
041119 |
20.50 |
20.50 |
20.50 |
20.50 |
unch |
0 |
3,450 |
+0 |
| May05 |
041119 |
20.60 |
20.60 |
20.60 |
20.60 |
+0.04 |
3 |
2,040 |
+0 |
| Jul05 |
041119 |
20.79 |
20.79 |
20.79 |
20.79 |
unch |
67 |
1,630 |
+64 |
| Sep05 |
041119 |
20.85 |
20.87 |
20.85 |
20.87 |
+0.02 |
5 |
2,366 |
+0 |
| Total Volume and Open Interest |
209 |
11,566 |
+60 |
| London Cocoa(LCE) |
| Dec04 |
041119 |
883 |
886 |
869 |
872 |
-17 |
1,471 |
39,539 |
-44 |
| Mar05 |
041119 |
905 |
905 |
886 |
890 |
-17 |
3,556 |
61,040 |
-230 |
| May05 |
041119 |
912 |
912 |
899 |
903 |
-17 |
469 |
19,193 |
+72 |
| Jul05 |
041119 |
922 |
930 |
916 |
919 |
-17 |
222 |
16,038 |
+96 |
| Sep05 |
041119 |
948 |
948 |
935 |
939 |
-17 |
2,595 |
37,839 |
+12 |
| Dec05 |
041119 |
927 |
927 |
917 |
918 |
-17 |
490 |
30,935 |
-61 |
| Mar06 |
041119 |
935 |
940 |
925 |
925 |
-17 |
185 |
3,979 |
+50 |
| Total Volume and Open Interest |
8,988 |
209,005 |
-105 |
| London Coffee(LCE) |
| Nov04 |
041119 |
652.00 |
661.00 |
650.00 |
661.00 |
+3.00 |
310 |
3,987 |
-187 |
| Jan05 |
041119 |
679.00 |
689.00 |
674.00 |
687.00 |
+3.00 |
3,276 |
60,449 |
-1,615 |
| Mar05 |
041119 |
705.00 |
709.00 |
695.00 |
709.00 |
+4.00 |
1,197 |
54,124 |
-110 |
| May05 |
041119 |
724.00 |
728.00 |
715.00 |
728.00 |
+4.00 |
135 |
34,296 |
-230 |
| Jul05 |
041119 |
739.00 |
747.00 |
735.00 |
747.00 |
+5.00 |
63 |
9,300 |
+22 |
| Sep05 |
041119 |
755.00 |
763.00 |
751.00 |
763.00 |
+4.00 |
89 |
5,443 |
+54 |
| Total Volume and Open Interest |
5,090 |
169,642 |
-2,054 |
| London Sugar(LCE) |
| Mar05 |
041119 |
255.00 |
255.00 |
248.00 |
251.50 |
+0.30 |
2,835 |
26,716 |
-187 |
| May05 |
041119 |
261.80 |
262.00 |
259.10 |
259.10 |
+0.30 |
401 |
11,407 |
+243 |
| Aug05 |
041119 |
261.10 |
262.00 |
260.00 |
260.00 |
-0.10 |
96 |
4,960 |
+73 |
| Oct05 |
041119 |
261.00 |
261.50 |
260.00 |
260.30 |
-0.10 |
55 |
2,992 |
-3 |
| Dec05 |
041119 |
260.00 |
260.20 |
260.00 |
260.20 |
-0.10 |
0 |
1,748 |
+0 |
| Total Volume and Open Interest |
3,387 |
49,337 |
+126 |
| Cotton(ICE) |
| Dec04 |
041119 |
48.85 |
48.85 |
45.50 |
47.83 |
-0.67 |
6,154 |
6,788 |
-3,150 |
| Mar05 |
041119 |
43.80 |
43.80 |
42.90 |
43.28 |
-0.03 |
9,972 |
52,508 |
+346 |
| May05 |
041119 |
42.95 |
43.26 |
42.72 |
43.21 |
+0.44 |
1,407 |
8,481 |
+281 |
| Jul05 |
041119 |
43.75 |
44.00 |
43.45 |
43.85 |
+0.30 |
668 |
9,703 |
+199 |
| Oct05 |
041119 |
45.70 |
45.95 |
45.70 |
45.95 |
+0.85 |
134 |
141 |
+77 |
| Dec05 |
041119 |
46.70 |
47.05 |
46.60 |
46.80 |
+0.50 |
92 |
5,590 |
+8 |
| Total Volume and Open Interest |
18,464 |
84,501 |
-2,238 |
| Lumber(CME) |
| Jan05 |
041119 |
339.0 |
343.5 |
337.9 |
339.7 |
+5.4 |
617 |
2,681 |
-34 |
| Mar05 |
041119 |
343.0 |
346.9 |
341.6 |
342.0 |
+1.5 |
126 |
488 |
+5 |
| May05 |
041119 |
343.7 |
345.8 |
342.9 |
342.9 |
+1.2 |
30 |
117 |
-16 |
| Jul05 |
041119 |
342.0 |
343.9 |
342.0 |
343.9 |
+1.1 |
2 |
40 |
+0 |
| Total Volume and Open Interest |
775 |
3,326 |
-45 |
| Crude Oil(NYM) |
| Dec04 |
041119 |
46.80 |
48.90 |
46.50 |
48.44 |
+2.22 |
71,121 |
24,686 |
-19,215 |
| Jan05 |
041119 |
46.90 |
48.95 |
46.75 |
48.89 |
+2.51 |
133,922 |
218,797 |
+9,702 |
| Feb05 |
041119 |
47.00 |
48.85 |
46.80 |
48.85 |
+2.38 |
26,104 |
60,070 |
+2,264 |
| Mar05 |
041119 |
46.75 |
48.63 |
46.70 |
48.63 |
+2.28 |
11,111 |
41,260 |
+714 |
| Apr05 |
041119 |
46.45 |
48.21 |
46.45 |
48.21 |
+2.18 |
8,468 |
31,692 |
+2,342 |
| May05 |
041119 |
46.05 |
47.74 |
45.93 |
47.74 |
+2.11 |
4,518 |
17,533 |
+816 |
| Jun05 |
041119 |
45.75 |
47.27 |
45.70 |
47.27 |
+2.04 |
8,826 |
35,590 |
+505 |
| Jul05 |
041119 |
45.00 |
46.81 |
45.00 |
46.81 |
+1.98 |
1,216 |
12,816 |
+161 |
| Aug05 |
041119 |
45.80 |
46.36 |
45.80 |
46.36 |
+1.93 |
504 |
10,000 |
+145 |
| Sep05 |
041119 |
45.00 |
45.91 |
45.00 |
45.91 |
+1.88 |
3,213 |
13,725 |
+1,528 |
| Oct05 |
041119 |
45.48 |
45.48 |
45.48 |
45.48 |
+1.83 |
307 |
6,669 |
+100 |
| Nov05 |
041119 |
45.10 |
45.10 |
45.10 |
45.10 |
+1.80 |
259 |
12,730 |
-130 |
| Dec05 |
041119 |
43.20 |
44.75 |
43.20 |
44.75 |
+1.77 |
8,062 |
54,829 |
+63 |
| Jan06 |
041119 |
44.00 |
44.40 |
43.95 |
44.40 |
+1.73 |
450 |
8,693 |
+400 |
| Feb06 |
041119 |
44.08 |
44.08 |
44.08 |
44.08 |
+1.69 |
25 |
3,474 |
+10 |
| Mar06 |
041119 |
42.45 |
43.79 |
42.45 |
43.79 |
+1.65 |
325 |
8,032 |
-38 |
| Total Volume and Open Interest |
286,835 |
703,857 |
+1,128 |
| Heating Oil(NYM) |
| Dec04 |
041119 |
144.00 |
149.20 |
143.05 |
148.26 |
+5.26 |
29,424 |
35,683 |
-1,944 |
| Jan05 |
041119 |
145.00 |
149.80 |
143.90 |
149.20 |
+5.30 |
24,907 |
61,876 |
+2,510 |
| Feb05 |
041119 |
141.90 |
146.90 |
141.45 |
146.65 |
+5.20 |
7,023 |
25,167 |
+1,009 |
| Mar05 |
041119 |
136.25 |
140.75 |
136.25 |
140.75 |
+4.85 |
2,129 |
16,341 |
+118 |
| Apr05 |
041119 |
129.50 |
133.50 |
129.25 |
133.20 |
+4.55 |
1,556 |
7,130 |
+473 |
| May05 |
041119 |
124.20 |
127.60 |
124.20 |
127.60 |
+4.15 |
1,038 |
5,561 |
-165 |
| Jun05 |
041119 |
123.00 |
124.45 |
123.00 |
124.45 |
+3.80 |
1,859 |
7,677 |
+345 |
| Jul05 |
041119 |
123.05 |
123.05 |
123.05 |
123.05 |
+3.70 |
415 |
4,735 |
+26 |
| Aug05 |
041119 |
122.00 |
122.80 |
122.00 |
122.80 |
+3.60 |
6 |
1,953 |
-4 |
| Sep05 |
041119 |
119.75 |
123.30 |
119.75 |
123.30 |
+3.55 |
76 |
3,067 |
-1 |
| Oct05 |
041119 |
123.95 |
123.95 |
123.95 |
123.95 |
+3.55 |
1 |
358 |
+1 |
| Nov05 |
041119 |
123.50 |
124.60 |
123.50 |
124.60 |
+3.55 |
7 |
455 |
+0 |
| Total Volume and Open Interest |
68,846 |
180,686 |
+2,576 |
| Gasoline(NYMEX) |
| Dec04 |
041119 |
124.70 |
131.40 |
124.30 |
131.09 |
+7.26 |
18,676 |
29,220 |
-1,051 |
| Jan05 |
041119 |
126.50 |
132.15 |
125.80 |
131.90 |
+6.69 |
10,886 |
48,048 |
+176 |
| Feb05 |
041119 |
127.10 |
133.00 |
127.10 |
132.50 |
+6.39 |
1,658 |
12,614 |
+693 |
| Mar05 |
041119 |
128.20 |
133.10 |
128.20 |
133.10 |
+6.14 |
946 |
6,621 |
+117 |
| Apr05 |
041119 |
134.80 |
139.80 |
134.80 |
139.80 |
+5.84 |
2,270 |
15,188 |
+1,443 |
| May05 |
041119 |
138.90 |
139.50 |
138.80 |
139.50 |
+5.54 |
201 |
11,834 |
+110 |
| Jun05 |
041119 |
138.50 |
138.50 |
138.20 |
138.20 |
+5.19 |
669 |
6,723 |
+566 |
| Jul05 |
041119 |
136.15 |
136.15 |
136.15 |
136.15 |
+4.99 |
51 |
3,313 |
+11 |
| Aug05 |
041119 |
132.30 |
132.30 |
132.30 |
132.30 |
+3.64 |
8 |
1,964 |
+5 |
| Sep05 |
041119 |
128.80 |
128.80 |
128.80 |
128.80 |
+3.39 |
582 |
5,589 |
+306 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041119 |
6.760 |
7.150 |
6.730 |
7.115 |
+0.242 |
26,893 |
36,290 |
-341 |
| Jan05 |
041119 |
7.550 |
7.930 |
7.510 |
7.791 |
+0.139 |
16,152 |
60,515 |
-289 |
| Feb05 |
041119 |
7.640 |
8.010 |
7.610 |
7.891 |
+0.169 |
6,818 |
28,294 |
+271 |
| Mar05 |
041119 |
7.420 |
7.800 |
7.420 |
7.676 |
+0.184 |
3,439 |
28,058 |
+109 |
| Apr05 |
041119 |
6.580 |
6.880 |
6.560 |
6.776 |
+0.144 |
2,464 |
20,713 |
-47 |
| May05 |
041119 |
6.480 |
6.700 |
6.450 |
6.631 |
+0.134 |
2,224 |
18,094 |
+29 |
| Jun05 |
041119 |
6.510 |
6.700 |
6.500 |
6.663 |
+0.134 |
573 |
11,860 |
-84 |
| Jul05 |
041119 |
6.550 |
6.720 |
6.540 |
6.696 |
+0.134 |
528 |
14,950 |
+60 |
| Aug05 |
041119 |
6.560 |
6.750 |
6.520 |
6.716 |
+0.134 |
388 |
11,680 |
+133 |
| Sep05 |
041119 |
6.540 |
6.700 |
6.530 |
6.696 |
+0.134 |
318 |
11,305 |
+61 |
| Oct05 |
041119 |
6.550 |
6.750 |
6.550 |
6.721 |
+0.134 |
772 |
18,035 |
-101 |
| Nov05 |
041119 |
6.860 |
7.001 |
6.850 |
7.001 |
+0.134 |
280 |
10,193 |
+78 |
| Dec05 |
041119 |
7.120 |
7.271 |
7.120 |
7.271 |
+0.134 |
410 |
10,332 |
+37 |
| Jan06 |
041119 |
7.370 |
7.500 |
7.370 |
7.481 |
+0.134 |
546 |
11,892 |
+199 |
| Feb06 |
041119 |
7.370 |
7.471 |
7.370 |
7.471 |
+0.129 |
338 |
8,280 |
-66 |
| Mar06 |
041119 |
7.160 |
7.251 |
7.160 |
7.251 |
+0.119 |
163 |
9,442 |
+38 |
| Total Volume and Open Interest |
63,420 |
384,702 |
+740 |
| Brent Crude Oil(ICE) |
| Jan05 |
041119 |
43.25 |
44.90 |
43.20 |
44.89 |
+2.17 |
39,113 |
65,864 |
-6,854 |
| Feb05 |
041119 |
43.80 |
45.33 |
43.70 |
45.33 |
+1.97 |
17,799 |
72,480 |
+13 |
| Mar05 |
041119 |
43.62 |
45.05 |
43.50 |
45.05 |
+1.77 |
6,406 |
22,447 |
-1,927 |
| Apr05 |
041119 |
43.32 |
44.74 |
43.32 |
44.74 |
+1.71 |
2,548 |
16,320 |
-1,067 |
| May05 |
041119 |
43.23 |
44.42 |
43.23 |
44.42 |
+1.68 |
373 |
9,438 |
+415 |
| Jun05 |
041119 |
43.15 |
44.10 |
43.15 |
44.10 |
+1.65 |
2,222 |
17,809 |
-292 |
| Jul05 |
041119 |
43.40 |
43.76 |
43.40 |
43.76 |
+1.63 |
113 |
5,084 |
-50 |
| Aug05 |
041119 |
43.42 |
43.42 |
43.42 |
43.42 |
+1.60 |
0 |
2,586 |
+0 |
| Sep05 |
041119 |
43.08 |
43.08 |
43.08 |
43.08 |
+1.57 |
0 |
6,324 |
+0 |
| Oct05 |
041119 |
42.74 |
42.74 |
42.74 |
42.74 |
+1.53 |
0 |
1,950 |
+50 |
| Nov05 |
041119 |
42.40 |
42.40 |
42.40 |
42.40 |
+1.49 |
0 |
2,772 |
+0 |
| Dec05 |
041119 |
41.00 |
42.06 |
41.00 |
42.06 |
+1.45 |
1,745 |
40,832 |
+297 |
| Total Volume and Open Interest |
73,394 |
317,256 |
-8,478 |
| Gas Oil(ICE) |
| Dec04 |
041119 |
433.00 |
454.25 |
432.75 |
449.75 |
+26.00 |
24,214 |
45,839 |
-132 |
| Jan05 |
041119 |
423.50 |
440.00 |
423.50 |
438.25 |
+23.00 |
17,119 |
30,380 |
-289 |
| Feb05 |
041119 |
418.50 |
429.50 |
416.50 |
426.50 |
+20.75 |
3,032 |
11,347 |
-553 |
| Mar05 |
041119 |
406.50 |
413.25 |
406.00 |
413.25 |
+18.50 |
605 |
7,063 |
-127 |
| Apr05 |
041119 |
392.00 |
400.00 |
392.00 |
400.00 |
+16.00 |
264 |
6,990 |
+416 |
| May05 |
041119 |
392.00 |
392.00 |
392.00 |
392.00 |
+14.25 |
0 |
3,478 |
-84 |
| Jun05 |
041119 |
380.00 |
389.00 |
380.00 |
387.25 |
+13.75 |
999 |
10,697 |
-562 |
| Jul05 |
041119 |
384.75 |
384.75 |
384.75 |
384.75 |
+13.00 |
0 |
999 |
-50 |
| Aug05 |
041119 |
382.75 |
382.75 |
382.75 |
382.75 |
+12.50 |
0 |
1,586 |
+0 |
| Sep05 |
041119 |
381.25 |
381.25 |
381.25 |
381.25 |
+12.00 |
0 |
4,839 |
-100 |
| Total Volume and Open Interest |
46,883 |
144,141 |
-2,081 |
| US Dollar Index(ICE) |
| Dec04 |
041119 |
83.780 |
83.850 |
83.080 |
83.320 |
-0.400 |
1,826 |
25,406 |
+583 |
| Mar05 |
041119 |
83.930 |
83.930 |
83.200 |
83.460 |
-0.410 |
47 |
2,891 |
+7 |
| Jun05 |
041119 |
83.650 |
83.650 |
83.500 |
83.610 |
-0.440 |
1 |
14 |
+1 |
| Total Volume and Open Interest |
1,884 |
28,317 |
+586 |
| Australian Dollar(CME) |
| Dec04 |
041119 |
78.11 |
78.50 |
78.01 |
78.30 |
+0.59 |
2,440 |
68,363 |
-717 |
| Mar05 |
041119 |
77.62 |
77.86 |
77.58 |
77.73 |
+0.59 |
29 |
1,039 |
-1 |
| Jun05 |
041119 |
77.23 |
77.23 |
77.23 |
77.23 |
+0.59 |
2 |
274 |
+2 |
| Total Volume and Open Interest |
2,473 |
69,898 |
-716 |
| British Pound(CME) |
| Dec04 |
041119 |
185.47 |
185.82 |
185.05 |
185.34 |
+0.46 |
2,183 |
91,632 |
+2,388 |
| Mar05 |
041119 |
184.25 |
184.25 |
184.17 |
184.17 |
+0.46 |
14 |
501 |
+14 |
| Jun05 |
041119 |
183.17 |
183.17 |
183.17 |
183.17 |
+0.46 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,197 |
92,160 |
+2,402 |
| Canadian Dollar(CME) |
| Dec04 |
041119 |
83.14 |
84.00 |
83.05 |
83.76 |
+0.81 |
6,780 |
100,242 |
-474 |
| Mar05 |
041119 |
83.02 |
83.85 |
83.01 |
83.70 |
+0.82 |
217 |
4,894 |
+151 |
| Jun05 |
041119 |
83.22 |
83.66 |
83.22 |
83.66 |
+0.83 |
65 |
1,857 |
+8 |
| Sep05 |
041119 |
83.65 |
83.65 |
83.65 |
83.65 |
+0.85 |
4 |
705 |
+3 |
| Total Volume and Open Interest |
7,067 |
108,009 |
-310 |
| Japanese Yen(CME) |
| Dec04 |
041119 |
96.64 |
97.45 |
96.62 |
97.13 |
+0.91 |
6,112 |
186,824 |
+448 |
| Mar05 |
041119 |
97.20 |
98.00 |
97.20 |
97.73 |
+0.93 |
100 |
1,504 |
+62 |
| Jun05 |
041119 |
98.50 |
98.59 |
98.39 |
98.39 |
+0.95 |
9 |
93 |
+7 |
| Total Volume and Open Interest |
6,222 |
188,447 |
+518 |
| Swiss Franc(CME) |
| Dec04 |
041119 |
86.05 |
86.44 |
86.03 |
86.12 |
+0.50 |
1,903 |
76,465 |
-681 |
| Mar05 |
041119 |
86.42 |
86.78 |
86.42 |
86.47 |
+0.52 |
15 |
466 |
+8 |
| Jun05 |
041119 |
86.83 |
86.83 |
86.83 |
86.83 |
+0.53 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
1,919 |
77,002 |
-674 |
| EuroFX(CME) |
| Dec04 |
041119 |
130.27 |
130.66 |
130.06 |
130.15 |
+0.40 |
11,148 |
217,634 |
+8,499 |
| Mar05 |
041119 |
130.35 |
130.72 |
130.22 |
130.22 |
+0.40 |
226 |
3,552 |
+153 |
| Jun05 |
041119 |
130.59 |
130.60 |
130.38 |
130.38 |
+0.40 |
7 |
356 |
+3 |
| Total Volume and Open Interest |
11,417 |
221,734 |
+8,684 |
| Mexican Peso(CME) |
| Dec04 |
041119 |
879.8 |
881.2 |
872.5 |
875.0 |
-3.2 |
8,640 |
78,310 |
+477 |
| Jan05 |
041119 |
869.5 |
869.8 |
869.0 |
869.8 |
-3.2 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
8,653 |
79,695 |
+477 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041119 |
113~200 |
113~300 |
112~160 |
112~230 |
-0~300 |
294,789 |
597,368 |
-6,237 |
| Mar05 |
041119 |
112~210 |
112~300 |
111~160 |
111~240 |
-0~300 |
23,227 |
67,220 |
+10,350 |
| Jun05 |
041119 |
110~280 |
110~280 |
110~280 |
110~280 |
-0~290 |
1 |
208 |
+0 |
| Total Volume and Open Interest |
318,017 |
664,798 |
+4,113 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041119 |
112~290 |
113~025 |
112~025 |
112~095 |
-0~190 |
822,746 |
1,540,054 |
-59,414 |
| Mar05 |
041119 |
112~095 |
112~160 |
111~160 |
111~225 |
-0~195 |
57,623 |
206,788 |
+18,813 |
| Jun05 |
041119 |
111~150 |
111~170 |
110~245 |
110~255 |
-0~190 |
887 |
5,060 |
+886 |
| Total Volume and Open Interest |
881,256 |
1,751,902 |
-39,715 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041119 |
110~086 |
110~100 |
109~122 |
110~030 |
-0~050 |
375,463 |
1,051,117 |
-3,047 |
| Mar05 |
041119 |
109~110 |
109~110 |
109~048 |
109~054 |
-0~050 |
16,020 |
240,504 |
+18,108 |
| Jun05 |
041119 |
108~124 |
108~124 |
108~124 |
108~124 |
-0~050 |
12 |
1,125 |
+10 |
| Total Volume and Open Interest |
391,495 |
1,125 |
+10 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041119 |
105~048 |
105~051 |
105~011 |
105~030 |
-0~014 |
5,055 |
228,288 |
+4,548 |
| Mar05 |
041119 |
105~004 |
105~007 |
104~107 |
104~112 |
-0~015 |
3,971 |
6,877 |
+3,195 |
| Total Volume and Open Interest |
9,026 |
235,165 |
+7,743 |
| Eurodollars(CME) |
| Dec04 |
041119 |
97.543 |
97.548 |
97.515 |
97.533 |
-0.010 |
25,152 |
998,232 |
+6,072 |
| Mar05 |
041119 |
97.180 |
97.190 |
97.085 |
97.140 |
-0.035 |
24,598 |
950,179 |
-5,737 |
| Jun05 |
041119 |
96.940 |
96.955 |
96.800 |
96.870 |
-0.060 |
33,013 |
917,847 |
-8,968 |
| Sep05 |
041119 |
96.745 |
96.770 |
96.585 |
96.660 |
-0.075 |
25,606 |
785,423 |
-15,791 |
| Dec05 |
041119 |
96.585 |
96.605 |
96.395 |
96.480 |
-0.090 |
24,010 |
613,395 |
-17,028 |
| Mar06 |
041119 |
96.470 |
96.485 |
96.270 |
96.360 |
-0.090 |
17,878 |
448,603 |
-2,078 |
| Jun06 |
041119 |
96.365 |
96.375 |
96.180 |
96.255 |
-0.095 |
29,201 |
339,208 |
+6,015 |
| Sep06 |
041119 |
96.265 |
96.280 |
96.125 |
96.155 |
-0.085 |
24,456 |
271,530 |
+2,994 |
| Dec06 |
041119 |
96.155 |
96.165 |
96.000 |
96.050 |
-0.090 |
14,619 |
222,368 |
+3,241 |
| Mar07 |
041119 |
96.065 |
96.080 |
95.920 |
95.960 |
-0.090 |
10,854 |
163,384 |
+2,748 |
| Jun07 |
041119 |
95.970 |
95.970 |
95.845 |
95.860 |
-0.095 |
13,725 |
164,540 |
-856 |
| Sep07 |
041119 |
95.890 |
95.890 |
95.740 |
95.765 |
-0.090 |
6,637 |
122,351 |
+40 |
| Dec07 |
041119 |
95.625 |
95.675 |
95.625 |
95.655 |
-0.090 |
4,274 |
88,793 |
-963 |
| Mar08 |
041119 |
95.650 |
95.650 |
95.560 |
95.565 |
-0.090 |
5,334 |
86,979 |
-703 |
| Jun08 |
041119 |
95.535 |
95.540 |
95.430 |
95.465 |
-0.090 |
5,880 |
87,852 |
+249 |
| Sep08 |
041119 |
95.435 |
95.435 |
95.365 |
95.370 |
-0.090 |
4,004 |
82,014 |
+768 |
| Dec08 |
041119 |
95.330 |
95.330 |
95.235 |
95.260 |
-0.095 |
3,739 |
66,691 |
+3,030 |
| Mar09 |
041119 |
95.245 |
95.245 |
95.170 |
95.175 |
-0.095 |
4,939 |
53,747 |
+741 |
| Total Volume and Open Interest |
289,477 |
6,619,605 |
-25,963 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041119 |
98.070 |
98.070 |
98.070 |
98.070 |
unch |
220 |
149,908 |
-3,123 |
| Dec04 |
041119 |
97.870 |
97.880 |
97.870 |
97.880 |
unch |
914 |
144,212 |
-2,583 |
| Jan05 |
041119 |
97.770 |
97.780 |
97.760 |
97.770 |
-0.010 |
2,484 |
120,934 |
-2,653 |
| Feb05 |
041119 |
97.560 |
97.560 |
97.540 |
97.550 |
-0.010 |
1,932 |
41,488 |
+856 |
| Mar05 |
041119 |
97.490 |
97.500 |
97.460 |
97.470 |
-0.020 |
283 |
11,338 |
+230 |
| Apr05 |
041119 |
97.340 |
97.340 |
97.340 |
97.340 |
-0.020 |
285 |
2,620 |
+250 |
| Total Volume and Open Interest |
6,128 |
471,235 |
-7,023 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041119 |
98.075 |
98.075 |
98.070 |
98.075 |
unch |
2,666 |
0 |
+0 |
| Dec04 |
041119 |
97.875 |
97.880 |
97.870 |
97.870 |
-0.010 |
6,849 |
0 |
+0 |
| Jan05 |
041119 |
97.775 |
97.775 |
97.765 |
97.765 |
-0.010 |
9,094 |
0 |
+0 |
| Feb05 |
041119 |
97.560 |
97.570 |
97.535 |
97.545 |
-0.015 |
6,737 |
0 |
+0 |
| Mar05 |
041119 |
97.495 |
97.500 |
97.460 |
97.475 |
-0.015 |
1,854 |
0 |
+0 |
| Apr05 |
041119 |
97.375 |
97.375 |
97.320 |
97.335 |
-0.015 |
153 |
0 |
+0 |
| Total Volume and Open Interest |
27,353 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041119 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
341 |
21,407 |
-79 |
| Mar05 |
041119 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
1,750 |
52,411 |
+1,959 |
| Jun05 |
041119 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
27,201 |
+940 |
| Sep05 |
041119 |
99.85 |
99.85 |
99.84 |
99.84 |
-0.01 |
9 |
6,951 |
-1,696 |
| Dec05 |
041119 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
381 |
4,877 |
-274 |
| Mar06 |
041119 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
32 |
8,434 |
-45 |
| Jun06 |
041119 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
50 |
4,560 |
+696 |
| Sep06 |
041119 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
50 |
3,339 |
+155 |
| Dec06 |
041119 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
411 |
+0 |
| Mar07 |
041119 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
0 |
6 |
+0 |
| Total Volume and Open Interest |
2,613 |
130,644 |
+1,656 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041119 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
247 |
62,766 |
+453 |
| Mar05 |
041119 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
311 |
91,059 |
+2,042 |
| Jun05 |
041119 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
273 |
80,130 |
+2,205 |
| Sep05 |
041119 |
99.85 |
99.85 |
99.84 |
99.85 |
unch |
881 |
46,354 |
+1,491 |
| Dec05 |
041119 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
328 |
36,219 |
-26 |
| Mar06 |
041119 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
537 |
28,429 |
+20 |
| Jun06 |
041119 |
99.61 |
99.62 |
99.61 |
99.62 |
unch |
46 |
13,043 |
+31 |
| Sep06 |
041119 |
99.52 |
99.53 |
99.52 |
99.53 |
unch |
2 |
7,406 |
+0 |
| Total Volume and Open Interest |
2,625 |
379,021 |
+6,216 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041119 |
138.68 |
138.73 |
138.61 |
138.71 |
-0.01 |
4,152 |
34,791 |
+4,460 |
| Mar05 |
041119 |
137.82 |
137.86 |
137.82 |
137.86 |
+0.01 |
30 |
8 |
+0 |
| Jun05 |
041119 |
137.86 |
137.86 |
137.86 |
137.86 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
4,182 |
34,799 |
+4,460 |
| Euro-Bund(EUREX) |
| Dec04 |
041119 |
117.79 |
118.10 |
117.52 |
117.79 |
+0.23 |
1,474,308 |
1,295,064 |
-18,852 |
| Mar05 |
041119 |
116.95 |
117.41 |
116.88 |
117.10 |
+0.23 |
11,983 |
67,518 |
+8,829 |
| Jun05 |
041119 |
116.29 |
116.29 |
116.29 |
116.29 |
+0.23 |
376 |
249 |
+0 |
| Total Volume and Open Interest |
1,486,667 |
1,362,831 |
-10,023 |
| Euro-Bobl(EUREX) |
| Dec04 |
041119 |
112.57 |
112.85 |
112.47 |
112.61 |
+0.08 |
745,312 |
884,463 |
+5,121 |
| Mar05 |
041119 |
112.30 |
112.48 |
112.25 |
112.36 |
+0.08 |
3,541 |
31,581 |
+7,564 |
| Jun05 |
041119 |
111.61 |
111.61 |
111.61 |
111.61 |
+0.08 |
136 |
800 |
+0 |
| Total Volume and Open Interest |
748,989 |
916,844 |
+12,685 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041119 |
97.805 |
97.810 |
97.805 |
97.805 |
+0.005 |
403 |
9,732 |
-282 |
| Mar05 |
041119 |
97.690 |
97.725 |
97.690 |
97.705 |
+0.025 |
421 |
6,736 |
-181 |
| Jun05 |
041119 |
97.605 |
97.635 |
97.595 |
97.615 |
+0.035 |
846 |
5,214 |
-59 |
| Total Volume and Open Interest |
1,717 |
29,060 |
-597 |
| Long Gilt(LIFFE) |
| Dec04 |
041119 |
108~20 |
109~03 |
108~18 |
108~23 |
+0~06 |
109,271 |
236,028 |
+5,748 |
| Mar05 |
041119 |
110~07 |
110~20 |
110~05 |
110~08 |
+0~06 |
3,111 |
9,900 |
+2,382 |
| Total Volume and Open Interest |
112,382 |
245,928 |
+8,130 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041119 |
95.12 |
95.13 |
95.11 |
95.12 |
unch |
36,022 |
249,923 |
-1,468 |
| Mar05 |
041119 |
95.06 |
95.09 |
95.05 |
95.07 |
unch |
82,180 |
281,094 |
-2,750 |
| Jun05 |
041119 |
95.07 |
95.12 |
95.05 |
95.08 |
unch |
101,856 |
212,825 |
+6,879 |
| Sep05 |
041119 |
95.11 |
95.16 |
95.08 |
95.10 |
unch |
98,178 |
217,321 |
-7,012 |
| Dec05 |
041119 |
95.10 |
95.16 |
95.07 |
95.10 |
unch |
63,230 |
204,982 |
-1,011 |
| Mar06 |
041119 |
95.08 |
95.14 |
95.05 |
95.08 |
unch |
26,577 |
103,974 |
+849 |
| Total Volume and Open Interest |
436,080 |
1,480,347 |
-2,221 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041119 |
97.800 |
97.810 |
97.800 |
97.805 |
+0.005 |
77,961 |
663,556 |
-686 |
| Mar05 |
041119 |
97.690 |
97.730 |
97.685 |
97.705 |
+0.015 |
166,270 |
517,430 |
-9,885 |
| Jun05 |
041119 |
97.590 |
97.645 |
97.580 |
97.605 |
+0.020 |
190,714 |
533,383 |
-19,892 |
| Total Volume and Open Interest |
897,613 |
3,204,646 |
-44,502 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041119 |
94.57 |
94.58 |
94.57 |
94.58 |
unch |
8,203 |
109,494 |
+1,644 |
| Mar05 |
041119 |
94.50 |
94.54 |
94.48 |
94.54 |
+0.04 |
50,441 |
166,605 |
+16,965 |
| Jun05 |
041119 |
94.45 |
94.51 |
94.44 |
94.49 |
+0.04 |
8,989 |
62,921 |
+3,719 |
| Sep05 |
041119 |
94.43 |
94.48 |
94.41 |
94.48 |
+0.05 |
3,523 |
28,033 |
+2,961 |
| Dec05 |
041119 |
94.41 |
94.47 |
94.41 |
94.47 |
+0.05 |
1,196 |
17,488 |
+441 |
| Mar06 |
041119 |
94.39 |
94.45 |
94.39 |
94.45 |
+0.06 |
521 |
13,585 |
+165 |
| Jun06 |
041119 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.07 |
50 |
9,990 |
+0 |
| Sep06 |
041119 |
94.41 |
94.41 |
94.41 |
94.41 |
+0.07 |
50 |
6,230 |
-40 |
| Dec06 |
041119 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.07 |
0 |
2,891 |
+0 |
| Mar07 |
041119 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.07 |
0 |
1,863 |
+0 |
| Total Volume and Open Interest |
72,973 |
422,555 |
+25,855 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041119 |
94.57 |
94.63 |
94.54 |
94.63 |
+0.06 |
30,588 |
271,508 |
-1,238 |
| Mar05 |
041119 |
94.63 |
94.63 |
94.63 |
94.63 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
30,588 |
271,508 |
-1,238 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041119 |
94.76 |
94.83 |
94.73 |
94.83 |
+0.07 |
89,372 |
429,830 |
+4,613 |
| Mar05 |
041119 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
89,372 |
429,830 |
+4,613 |
| Gold(CMX) |
| Dec04 |
041119 |
444.2 |
448.5 |
444.0 |
447.0 |
+4.1 |
81,478 |
226,917 |
-16,282 |
| Feb05 |
041119 |
446.3 |
450.7 |
446.0 |
449.2 |
+4.1 |
22,407 |
62,289 |
+11,221 |
| Apr05 |
041119 |
448.5 |
452.5 |
448.5 |
451.3 |
+4.2 |
923 |
9,495 |
+545 |
| Jun05 |
041119 |
450.3 |
455.0 |
450.0 |
453.5 |
+4.3 |
2,447 |
20,172 |
+1,438 |
| Aug05 |
041119 |
455.9 |
455.9 |
455.9 |
455.9 |
+4.4 |
48 |
6,503 |
+1 |
| Oct05 |
041119 |
458.0 |
458.3 |
458.0 |
458.3 |
+4.5 |
8 |
3,345 |
+4 |
| Dec05 |
041119 |
458.2 |
461.8 |
457.5 |
460.8 |
+4.6 |
2,318 |
13,048 |
+751 |
| Feb06 |
041119 |
463.4 |
463.4 |
463.4 |
463.4 |
+4.7 |
0 |
844 |
+0 |
| Apr06 |
041119 |
465.9 |
465.9 |
465.9 |
465.9 |
+4.7 |
0 |
491 |
+0 |
| Jun06 |
041119 |
468.2 |
468.5 |
468.2 |
468.5 |
+4.9 |
104 |
8,689 |
+46 |
| Aug06 |
041119 |
471.2 |
471.2 |
471.2 |
471.2 |
+5.0 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
110,838 |
360,976 |
-2,271 |
| Silver(CMX) |
| Dec04 |
041119 |
760.0 |
765.0 |
756.5 |
760.0 |
+4.8 |
20,760 |
78,055 |
-4,323 |
| Mar05 |
041119 |
767.0 |
770.0 |
762.0 |
765.3 |
+5.0 |
6,580 |
33,924 |
+3,389 |
| May05 |
041119 |
768.0 |
773.0 |
766.0 |
768.4 |
+5.3 |
60 |
2,911 |
+11 |
| Jul05 |
041119 |
775.0 |
775.0 |
769.0 |
771.5 |
+5.5 |
71 |
2,734 |
+4 |
| Sep05 |
041119 |
775.0 |
775.0 |
773.6 |
773.6 |
+5.5 |
5 |
601 |
+2 |
| Dec05 |
041119 |
777.0 |
780.0 |
776.0 |
776.4 |
+5.5 |
465 |
5,173 |
+221 |
| Mar06 |
041119 |
779.2 |
779.2 |
779.2 |
779.2 |
+5.9 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
28,592 |
125,865 |
-665 |
| Platinum(NYMEX) |
| Jan05 |
041119 |
853.0 |
860.0 |
851.2 |
859.7 |
-3.0 |
909 |
7,557 |
-1 |
| Apr05 |
041119 |
846.0 |
857.7 |
846.0 |
857.7 |
-3.0 |
8 |
514 |
+5 |
| Total Volume and Open Interest |
917 |
8,071 |
+4 |
| Palladium(NYMEX) |
| Dec04 |
041119 |
217.00 |
221.50 |
216.25 |
220.30 |
+0.50 |
571 |
7,715 |
-179 |
| Mar05 |
041119 |
219.00 |
224.00 |
217.50 |
222.50 |
+0.60 |
461 |
4,005 |
+198 |
| Jun05 |
041119 |
223.50 |
224.50 |
221.00 |
224.50 |
+0.60 |
11 |
36 |
-4 |
| Total Volume and Open Interest |
1,043 |
11,758 |
+15 |
| Copper(CMX) |
| Dec04 |
041119 |
141.50 |
143.30 |
141.30 |
143.20 |
+0.70 |
9,422 |
31,897 |
-1,683 |
| Mar05 |
041119 |
140.20 |
142.00 |
140.10 |
141.75 |
+0.80 |
7,338 |
31,573 |
+2,343 |
| May05 |
041119 |
136.80 |
136.80 |
135.80 |
136.45 |
+0.50 |
617 |
5,197 |
+339 |
| Jul05 |
041119 |
131.70 |
131.70 |
131.45 |
131.45 |
+0.25 |
1,499 |
3,837 |
+1,322 |
| Sep05 |
041119 |
126.50 |
126.90 |
126.50 |
126.75 |
+0.75 |
118 |
1,871 |
+0 |
| Total Volume and Open Interest |
19,464 |
85,416 |
+2,368 |
| Aluminum(CMX) |
| Nov04 |
041119 |
87.70 |
87.70 |
87.70 |
87.70 |
-0.80 |
24 |
563 |
-2 |
| Dec04 |
041119 |
87.70 |
87.70 |
87.70 |
87.70 |
-0.80 |
100 |
997 |
-99 |
| Jan05 |
041119 |
87.25 |
87.25 |
87.25 |
87.25 |
-0.95 |
25 |
875 |
+0 |
| Feb05 |
041119 |
87.05 |
87.05 |
87.05 |
87.05 |
-0.85 |
0 |
651 |
+0 |
| Mar05 |
041119 |
87.00 |
87.00 |
86.95 |
86.95 |
-0.75 |
0 |
657 |
+0 |
| Apr05 |
041119 |
86.75 |
86.75 |
86.75 |
86.75 |
-0.65 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
174 |
9,701 |
-116 |
| DJIA Index(CBOT) |
| Dec04 |
041119 |
10588 |
10590 |
10446 |
10478 |
-109 |
5,687 |
46,501 |
+2,368 |
| Mar05 |
041119 |
10500 |
10500 |
10445 |
10481 |
-109 |
32 |
126 |
+5 |
| Jun05 |
041119 |
10495 |
10497 |
10495 |
10497 |
-109 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
5,719 |
46,630 |
+2,373 |
| S & P 500(CME) |
| Dec04 |
041119 |
1184.70 |
1185.20 |
1169.30 |
1172.30 |
-12.70 |
32,540 |
644,954 |
-2,741 |
| Mar05 |
041119 |
1186.70 |
1186.70 |
1174.20 |
1174.30 |
-12.80 |
5,193 |
52,768 |
+4,757 |
| Jun05 |
041119 |
1177.70 |
1177.70 |
1177.70 |
1177.70 |
-12.70 |
407 |
3,795 |
+362 |
| Sep05 |
041119 |
1181.30 |
1181.30 |
1181.30 |
1181.30 |
-12.50 |
84 |
1,506 |
+76 |
| Total Volume and Open Interest |
38,224 |
703,185 |
+2,454 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041119 |
1185.00 |
1185.75 |
1169.25 |
1172.25 |
-12.75 |
527,776 |
964,156 |
-64,170 |
| Mar05 |
041119 |
1187.00 |
1187.00 |
1172.00 |
1174.25 |
-12.75 |
3,454 |
49,073 |
+2,075 |
| Total Volume and Open Interest |
531,230 |
1,013,229 |
-62,095 |
| NASDAQ 100(CME) |
| Dec04 |
041119 |
1579.50 |
1582.00 |
1553.00 |
1558.00 |
-24.50 |
6,463 |
86,736 |
-89 |
| Mar05 |
041119 |
1567.00 |
1567.00 |
1562.50 |
1566.00 |
-24.50 |
3 |
61 |
+3 |
| Jun05 |
041119 |
1573.00 |
1573.00 |
1573.00 |
1573.00 |
-24.50 |
|
|
|
| Total Volume and Open Interest |
6,466 |
86,797 |
-86 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041119 |
1582.00 |
1582.50 |
1553.00 |
1558.00 |
-24.50 |
281,138 |
397,923 |
+3,476 |
| Mar05 |
041119 |
1588.00 |
1589.00 |
1562.00 |
1566.00 |
-24.50 |
249 |
2,181 |
-56 |
| Total Volume and Open Interest |
281,387 |
400,104 |
+3,420 |
| S & P Midcap 400(CME) |
| Dec04 |
041119 |
635.00 |
635.00 |
627.00 |
627.50 |
-8.00 |
310 |
14,115 |
-320 |
| Mar05 |
041119 |
628.00 |
628.00 |
628.00 |
628.00 |
-8.00 |
0 |
2 |
-1 |
| Jun05 |
041119 |
628.00 |
628.00 |
628.00 |
628.00 |
-8.00 |
|
|
|
| Total Volume and Open Interest |
310 |
14,117 |
-321 |
| Russell 2000(CME) |
| Dec04 |
041119 |
621.00 |
621.75 |
612.50 |
614.00 |
-8.25 |
994 |
26,940 |
-57 |
| Mar05 |
041119 |
615.50 |
615.50 |
615.50 |
615.50 |
-8.25 |
0 |
138 |
+0 |
| Jun05 |
041119 |
615.50 |
615.50 |
615.50 |
615.50 |
-8.25 |
|
|
|
| Total Volume and Open Interest |
994 |
27,078 |
-57 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041119 |
621.90 |
623.20 |
612.70 |
614.00 |
-8.30 |
64,496 |
124,377 |
-2,425 |
| Mar05 |
041119 |
615.50 |
615.50 |
615.50 |
615.50 |
-8.30 |
50 |
393 |
+30 |
| Total Volume and Open Interest |
64,546 |
124,770 |
-2,395 |
| Nikkei 225(CME) |
| Dec04 |
041119 |
11145 |
11160 |
11070 |
11095 |
+10 |
9,491 |
180,379 |
+395 |
| Mar05 |
041119 |
11090 |
11090 |
11090 |
11090 |
+10 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
9,491 |
180,398 |
+395 |
| Nikkei 225(SGX) |
| Dec04 |
041119 |
11145 |
11160 |
11070 |
11095 |
+10 |
9,491 |
180,379 |
+395 |
| Mar05 |
041119 |
11090 |
11090 |
11090 |
11090 |
+10 |
0 |
16 |
+0 |
| Jun05 |
041119 |
11035 |
11035 |
11035 |
11035 |
+10 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,491 |
180,398 |
+395 |
| CAC 40(EURONEXT) |
| Nov04 |
041119 |
3835.0 |
3845.5 |
3825.0 |
3830.0 |
+1.0 |
159,301 |
388,799 |
-83,504 |
| Dec04 |
041119 |
3827.5 |
3842.5 |
3781.0 |
3792.0 |
-34.0 |
97,585 |
363,768 |
+105,869 |
| Jan05 |
041119 |
3841.0 |
3848.5 |
3798.5 |
3798.5 |
-33.0 |
177 |
310 |
+177 |
| Total Volume and Open Interest |
257,063 |
761,914 |
+22,542 |
| Hang Seng Index(HKFE) |
| Nov04 |
041119 |
13880 |
13880 |
13702 |
13746 |
-78 |
20,632 |
116,057 |
-827 |
| Dec04 |
041119 |
13885 |
13885 |
13690 |
13728 |
-82 |
952 |
2,593 |
+321 |
| Total Volume and Open Interest |
21,638 |
121,115 |
-472 |
| DAX(EUREX) |
| Dec04 |
041119 |
4185.0 |
4209.0 |
4130.0 |
4130.0 |
-56.5 |
136,360 |
191,894 |
+2,003 |
| Mar05 |
041119 |
4206.0 |
4231.0 |
4153.0 |
4153.0 |
-56.5 |
253 |
10,163 |
-17 |
| Jun05 |
041119 |
4250.0 |
4252.0 |
4177.0 |
4177.0 |
-57.0 |
259 |
1,599 |
+2 |
| Total Volume and Open Interest |
136,872 |
203,656 |
+1,988 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041119 |
4801.50 |
4825.00 |
4749.00 |
4769.00 |
-39.00 |
55,456 |
461,614 |
+664 |
| Mar05 |
041119 |
4792.00 |
4804.00 |
4764.00 |
4771.50 |
-39.00 |
24 |
21,897 |
+0 |
| Jun05 |
041119 |
4788.50 |
4788.50 |
4788.50 |
4788.50 |
-39.00 |
0 |
17,720 |
+0 |
| Total Volume and Open Interest |
55,480 |
502,331 |
+664 |
| SPI 200(SFE) |
| Dec04 |
041119 |
3880.0 |
3889.0 |
3874.0 |
3886.0 |
+8.0 |
10,094 |
170,622 |
-1,704 |
| Mar05 |
041119 |
3894.0 |
3897.0 |
3890.0 |
3896.0 |
+6.0 |
95 |
3,853 |
-18 |
| Jun05 |
041119 |
3911.0 |
3911.0 |
3907.0 |
3911.0 |
+5.0 |
44 |
3,130 |
+0 |
| Total Volume and Open Interest |
10,255 |
181,842 |
-1,714 |
| GSCI(CME) |
| Dec04 |
041119 |
335.70 |
344.80 |
335.70 |
344.60 |
+10.20 |
329 |
16,821 |
-38 |
| Jan05 |
041119 |
343.70 |
343.70 |
343.70 |
343.70 |
+10.20 |
0 |
3 |
+0 |
| Feb05 |
041119 |
338.50 |
338.50 |
338.50 |
338.50 |
+8.50 |
|
|
|
| Total Volume and Open Interest |
329 |
16,824 |
-38 |
| RJ/CRB Index(ICE) |
| Jan05 |
041119 |
285.50 |
287.50 |
285.50 |
287.25 |
+1.25 |
47 |
332 |
+7 |
| Feb05 |
041119 |
285.50 |
285.50 |
285.50 |
285.50 |
+1.25 |
0 |
116 |
+0 |
| Apr05 |
041119 |
285.25 |
285.25 |
285.25 |
285.25 |
+1.25 |
1 |
110 |
+0 |
| Total Volume and Open Interest |
47 |
592 |
+7 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|