|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 23, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041123 |
559.00 |
562.00 |
553.50 |
561.25 |
+6.75 |
28,029 |
106,545 |
-830 |
| Mar05 |
041123 |
562.50 |
565.00 |
557.00 |
564.50 |
+6.00 |
5,995 |
51,891 |
+849 |
| May05 |
041123 |
568.00 |
570.50 |
563.50 |
570.25 |
+6.00 |
1,669 |
30,870 |
+374 |
| Jul05 |
041123 |
574.00 |
578.00 |
571.00 |
577.25 |
+6.00 |
1,835 |
27,450 |
+404 |
| Aug05 |
041123 |
576.00 |
580.00 |
575.00 |
580.00 |
+6.00 |
226 |
1,765 |
+48 |
| Sep05 |
041123 |
582.00 |
582.00 |
582.00 |
582.00 |
+7.00 |
14 |
332 |
-1 |
| Nov05 |
041123 |
588.50 |
593.00 |
586.50 |
592.75 |
+8.00 |
522 |
8,749 |
+26 |
| Total Volume and Open Interest |
38,292 |
227,635 |
+872 |
| Soybean Meal(CBOT) |
| Dec04 |
041123 |
160.30 |
162.80 |
160.10 |
162.60 |
+3.30 |
14,322 |
30,183 |
-4,949 |
| Jan05 |
041123 |
162.30 |
164.00 |
161.30 |
163.90 |
+3.30 |
9,659 |
27,570 |
+1,441 |
| Mar05 |
041123 |
165.00 |
166.00 |
163.40 |
165.80 |
+3.00 |
5,812 |
30,847 |
+1,771 |
| May05 |
041123 |
168.00 |
168.80 |
166.20 |
168.60 |
+3.20 |
963 |
17,319 |
+206 |
| Jul05 |
041123 |
170.50 |
172.30 |
169.50 |
172.10 |
+3.40 |
1,218 |
24,235 |
-28 |
| Aug05 |
041123 |
172.00 |
173.50 |
171.30 |
173.50 |
+3.50 |
223 |
8,765 |
-44 |
| Sep05 |
041123 |
174.50 |
175.30 |
173.00 |
175.30 |
+4.00 |
8 |
5,632 |
+7 |
| Oct05 |
041123 |
176.00 |
176.00 |
174.00 |
176.00 |
+3.30 |
44 |
3,219 |
+21 |
| Total Volume and Open Interest |
32,440 |
153,465 |
-1,611 |
| Soybean Oil(CBOT) |
| Dec04 |
041123 |
21.75 |
21.78 |
21.50 |
21.67 |
-0.04 |
13,872 |
27,582 |
-3,239 |
| Jan05 |
041123 |
21.93 |
21.94 |
21.63 |
21.81 |
-0.04 |
7,232 |
35,697 |
+2,360 |
| Mar05 |
041123 |
22.00 |
22.03 |
21.75 |
21.94 |
-0.02 |
6,372 |
32,103 |
+1,576 |
| May05 |
041123 |
22.10 |
22.15 |
21.90 |
22.06 |
-0.04 |
1,230 |
17,978 |
-14 |
| Jul05 |
041123 |
22.20 |
22.22 |
22.00 |
22.14 |
-0.06 |
1,486 |
17,485 |
+349 |
| Aug05 |
041123 |
22.25 |
22.25 |
22.13 |
22.17 |
-0.04 |
139 |
6,076 |
-60 |
| Sep05 |
041123 |
22.25 |
22.28 |
22.08 |
22.20 |
unch |
13 |
3,514 |
+8 |
| Oct05 |
041123 |
22.10 |
22.30 |
22.10 |
22.20 |
unch |
39 |
2,406 |
+5 |
| Total Volume and Open Interest |
30,465 |
150,108 |
+979 |
| Canola(WCE) |
| Jan05 |
041123 |
294.0 |
295.4 |
293.3 |
294.2 |
+1.7 |
1,587 |
46,624 |
-930 |
| Mar05 |
041123 |
299.5 |
299.9 |
298.0 |
299.2 |
+1.4 |
409 |
9,266 |
-124 |
| May05 |
041123 |
303.5 |
303.5 |
303.5 |
303.5 |
+1.7 |
67 |
1,011 |
+56 |
| Jul05 |
041123 |
307.0 |
307.0 |
307.0 |
307.0 |
unch |
2 |
519 |
+0 |
| Sep05 |
041123 |
305.0 |
305.0 |
305.0 |
305.0 |
unch |
|
|
|
| Total Volume and Open Interest |
2,368 |
69,828 |
-894 |
| Corn(CBOT) |
| Dec04 |
041123 |
198.00 |
198.75 |
197.50 |
198.00 |
+0.50 |
73,283 |
171,997 |
-21,219 |
| Mar05 |
041123 |
208.25 |
209.00 |
207.75 |
208.25 |
unch |
52,547 |
284,475 |
+10,354 |
| May05 |
041123 |
215.50 |
216.25 |
215.00 |
215.75 |
+0.25 |
6,525 |
64,398 |
+1,961 |
| Jul05 |
041123 |
223.50 |
223.75 |
222.50 |
223.25 |
unch |
5,685 |
67,884 |
+1,168 |
| Sep05 |
041123 |
231.25 |
231.50 |
230.75 |
231.00 |
+0.25 |
1,133 |
17,243 |
+8 |
| Dec05 |
041123 |
240.75 |
240.75 |
239.50 |
240.25 |
+0.25 |
4,416 |
41,437 |
+1,929 |
| Total Volume and Open Interest |
143,698 |
650,283 |
-5,714 |
| Wheat(CBOT) |
| Dec04 |
041123 |
301.50 |
303.50 |
300.00 |
300.50 |
-1.50 |
26,768 |
40,856 |
-5,410 |
| Mar05 |
041123 |
312.00 |
314.00 |
310.25 |
311.00 |
-1.00 |
29,462 |
110,593 |
+8,572 |
| May05 |
041123 |
320.50 |
322.00 |
318.00 |
318.25 |
+0.25 |
1,196 |
12,648 |
+646 |
| Jul05 |
041123 |
327.50 |
329.00 |
325.00 |
325.75 |
-1.75 |
2,476 |
11,169 |
+311 |
| Sep05 |
041123 |
333.00 |
334.00 |
331.00 |
332.50 |
-2.00 |
20 |
300 |
-2 |
| Total Volume and Open Interest |
62,695 |
182,528 |
+6,270 |
| Wheat(KCBT) |
| Dec04 |
041123 |
348.50 |
349.50 |
345.00 |
346.50 |
-4.00 |
5,628 |
14,587 |
-2,500 |
| Mar05 |
041123 |
342.00 |
343.50 |
337.00 |
337.50 |
-7.75 |
5,282 |
35,820 |
-279 |
| May05 |
041123 |
343.00 |
343.00 |
335.00 |
335.00 |
-11.00 |
431 |
5,097 |
-47 |
| Jul05 |
041123 |
339.50 |
340.50 |
335.00 |
335.00 |
-6.75 |
823 |
9,093 |
+178 |
| Sep05 |
041123 |
346.00 |
346.00 |
339.00 |
340.00 |
-6.00 |
2 |
1,432 |
+0 |
| Total Volume and Open Interest |
12,272 |
66,481 |
-2,576 |
| Wheat(MGE) |
| Dec04 |
041123 |
353.00 |
354.25 |
348.25 |
349.75 |
-2.75 |
7,220 |
9,488 |
-369 |
| Mar05 |
041123 |
359.75 |
360.50 |
354.50 |
356.00 |
-2.75 |
6,743 |
16,785 |
+617 |
| May05 |
041123 |
364.50 |
365.00 |
359.50 |
359.50 |
-4.50 |
947 |
5,573 |
+249 |
| Jul05 |
041123 |
365.50 |
365.50 |
362.00 |
362.00 |
-4.25 |
279 |
2,422 |
+61 |
| Sep05 |
041123 |
361.00 |
362.00 |
359.00 |
359.00 |
-2.00 |
41 |
1,050 |
-17 |
| Total Volume and Open Interest |
15,231 |
35,544 |
+542 |
| Oats(CBOT) |
| Dec04 |
041123 |
150.50 |
150.75 |
149.00 |
150.25 |
unch |
1,223 |
3,800 |
-642 |
| Mar05 |
041123 |
152.50 |
154.00 |
150.50 |
152.00 |
+0.75 |
908 |
4,082 |
+264 |
| May05 |
041123 |
157.00 |
157.75 |
155.00 |
155.50 |
+0.50 |
66 |
215 |
+40 |
| Jul05 |
041123 |
162.00 |
162.50 |
160.50 |
160.50 |
+0.50 |
1 |
48 |
+0 |
| Total Volume and Open Interest |
2,199 |
8,149 |
-337 |
| Rough Rice(CBOT) |
| Jan05 |
041123 |
7.11 |
7.16 |
7.11 |
7.16 |
+0.07 |
116 |
3,276 |
-24 |
| Mar05 |
041123 |
7.33 |
7.36 |
7.33 |
7.36 |
+0.08 |
24 |
884 |
-16 |
| May05 |
041123 |
7.56 |
7.56 |
7.56 |
7.56 |
+0.08 |
0 |
256 |
+0 |
| Jul05 |
041123 |
7.74 |
7.74 |
7.74 |
7.74 |
+0.08 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
140 |
4,472 |
-40 |
| Live Cattle(CME) |
| Dec04 |
041123 |
85.000 |
87.650 |
84.950 |
87.250 |
+2.600 |
4,401 |
24,170 |
-3 |
| Feb05 |
041123 |
85.950 |
88.600 |
85.950 |
87.850 |
+1.900 |
5,786 |
58,007 |
+1,287 |
| Apr05 |
041123 |
83.100 |
85.200 |
83.100 |
84.350 |
+1.250 |
2,479 |
13,547 |
+390 |
| Jun05 |
041123 |
79.100 |
80.500 |
79.100 |
79.900 |
+0.825 |
1,470 |
9,038 |
-153 |
| Aug05 |
041123 |
79.450 |
80.200 |
79.450 |
79.750 |
+0.600 |
1,404 |
6,124 |
+576 |
| Oct05 |
041123 |
80.000 |
81.000 |
80.000 |
80.800 |
+0.800 |
1,473 |
3,270 |
+834 |
| Total Volume and Open Interest |
17,741 |
115,767 |
+3,636 |
| Feeder Cattle(CME) |
| Jan05 |
041123 |
99.400 |
101.150 |
99.400 |
99.725 |
+0.200 |
2,111 |
8,268 |
-83 |
| Mar05 |
041123 |
95.500 |
97.350 |
95.400 |
96.450 |
+0.950 |
750 |
2,780 |
+221 |
| Apr05 |
041123 |
94.400 |
96.500 |
94.400 |
95.350 |
+1.050 |
256 |
1,562 |
+26 |
| May05 |
041123 |
94.850 |
96.750 |
94.850 |
95.525 |
+0.575 |
553 |
1,572 |
+309 |
| Aug05 |
041123 |
98.000 |
98.850 |
98.000 |
98.800 |
+1.000 |
85 |
359 |
+84 |
| Sep05 |
041123 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
| Oct05 |
041123 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,755 |
14,543 |
+557 |
| Lean Hogs(CME) |
| Dec04 |
041123 |
74.600 |
76.200 |
74.250 |
76.100 |
+1.300 |
2,800 |
21,264 |
-1,370 |
| Feb05 |
041123 |
73.850 |
74.500 |
73.400 |
74.425 |
+0.400 |
3,554 |
52,214 |
+1,311 |
| Apr05 |
041123 |
71.050 |
71.250 |
70.600 |
70.900 |
-0.425 |
1,101 |
12,448 |
+336 |
| May05 |
041123 |
70.500 |
70.750 |
70.100 |
70.650 |
unch |
20 |
2,003 |
+4 |
| Jun05 |
041123 |
74.150 |
74.300 |
73.700 |
74.225 |
-0.225 |
445 |
6,728 |
+76 |
| Jul05 |
041123 |
70.600 |
70.850 |
70.250 |
70.450 |
-0.750 |
37 |
1,497 |
+11 |
| Aug05 |
041123 |
66.450 |
66.500 |
66.150 |
66.500 |
-0.600 |
38 |
944 |
+20 |
| Oct05 |
041123 |
58.050 |
58.050 |
57.800 |
58.050 |
-0.475 |
5 |
363 |
-1 |
| Total Volume and Open Interest |
8,012 |
97,596 |
+394 |
| Pork Bellies(CME) |
| Feb05 |
041123 |
99.150 |
101.150 |
98.500 |
100.750 |
+1.550 |
249 |
1,405 |
-23 |
| Mar05 |
041123 |
99.750 |
99.750 |
99.750 |
99.750 |
+0.050 |
4 |
24 |
-1 |
| May05 |
041123 |
100.050 |
100.050 |
100.050 |
100.050 |
+0.050 |
1 |
24 |
+1 |
| Jul05 |
041123 |
101.900 |
101.900 |
101.900 |
101.900 |
+0.050 |
0 |
13 |
+0 |
| Aug05 |
041123 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
254 |
1,467 |
-23 |
| Class III Milk(CME) |
| Nov04 |
041123 |
14.89 |
14.92 |
14.89 |
14.91 |
-0.01 |
52 |
3,973 |
-3 |
| Dec04 |
041123 |
15.91 |
16.25 |
15.85 |
16.24 |
+0.33 |
503 |
4,411 |
+166 |
| Jan05 |
041123 |
14.25 |
14.43 |
13.90 |
14.43 |
+0.20 |
340 |
2,522 |
+94 |
| Feb05 |
041123 |
13.05 |
13.15 |
13.00 |
13.15 |
+0.10 |
117 |
2,107 |
-19 |
| Mar05 |
041123 |
12.60 |
12.75 |
12.60 |
12.65 |
+0.05 |
70 |
2,397 |
-3 |
| Total Volume and Open Interest |
1,546 |
23,708 |
+314 |
| Cocoa(ICE) |
| Dec04 |
041123 |
1590 |
1593 |
1579 |
1593 |
+27 |
27 |
338 |
-297 |
| Mar05 |
041123 |
1580 |
1602 |
1570 |
1595 |
+38 |
3,841 |
51,752 |
+172 |
| May05 |
041123 |
1585 |
1610 |
1585 |
1603 |
+38 |
284 |
11,926 |
+124 |
| Jul05 |
041123 |
1590 |
1610 |
1590 |
1608 |
+38 |
60 |
11,127 |
+43 |
| Sep05 |
041123 |
1592 |
1613 |
1592 |
1613 |
+38 |
105 |
9,392 |
+75 |
| Dec05 |
041123 |
1615 |
1615 |
1615 |
1615 |
+36 |
27 |
8,467 |
-5 |
| Mar06 |
041123 |
1619 |
1619 |
1619 |
1619 |
+38 |
15 |
11,188 |
-6 |
| Total Volume and Open Interest |
4,359 |
117,211 |
+106 |
| Coffee "C"(ICE) |
| Dec04 |
041123 |
91.00 |
91.50 |
88.50 |
89.25 |
-0.10 |
987 |
2,338 |
-788 |
| Mar05 |
041123 |
94.25 |
94.80 |
91.65 |
92.95 |
+0.10 |
9,709 |
70,613 |
+942 |
| May05 |
041123 |
96.00 |
96.25 |
93.70 |
94.70 |
+0.10 |
496 |
8,460 |
-106 |
| Jul05 |
041123 |
97.50 |
97.80 |
96.40 |
96.40 |
+0.10 |
123 |
2,839 |
+40 |
| Sep05 |
041123 |
98.50 |
99.30 |
98.10 |
98.10 |
+0.10 |
49 |
2,052 |
+8 |
| Dec05 |
041123 |
101.25 |
101.25 |
100.85 |
100.85 |
+0.10 |
14 |
803 |
-13 |
| Total Volume and Open Interest |
11,476 |
87,499 |
+131 |
| Orange Juice(ICE) |
| Jan05 |
041123 |
76.50 |
76.60 |
75.80 |
76.15 |
-0.30 |
1,564 |
15,098 |
+92 |
| Mar05 |
041123 |
78.00 |
78.30 |
77.80 |
77.90 |
-0.40 |
657 |
11,216 |
+28 |
| May05 |
041123 |
80.50 |
80.90 |
80.25 |
80.60 |
-0.30 |
227 |
4,862 |
+28 |
| Jul05 |
041123 |
82.20 |
82.20 |
82.10 |
82.10 |
-0.30 |
110 |
628 |
-13 |
| Sep05 |
041123 |
83.60 |
83.60 |
83.60 |
83.60 |
-0.30 |
0 |
86 |
+0 |
| Nov05 |
041123 |
85.10 |
85.10 |
85.10 |
85.10 |
-0.30 |
50 |
525 |
+0 |
| Total Volume and Open Interest |
2,608 |
32,462 |
+135 |
| Sugar #11(ICE) |
| Mar05 |
041123 |
8.88 |
8.89 |
8.82 |
8.86 |
-0.02 |
18,194 |
207,014 |
+3,796 |
| May05 |
041123 |
9.00 |
9.00 |
8.96 |
9.00 |
-0.01 |
5,383 |
40,571 |
+2,063 |
| Jul05 |
041123 |
8.82 |
8.82 |
8.79 |
8.82 |
-0.01 |
1,951 |
23,596 |
+337 |
| Oct05 |
041123 |
8.79 |
8.82 |
8.77 |
8.81 |
+0.01 |
1,685 |
21,259 |
-98 |
| Mar06 |
041123 |
8.67 |
8.72 |
8.67 |
8.72 |
+0.04 |
217 |
8,788 |
-56 |
| Total Volume and Open Interest |
27,436 |
305,744 |
+5,846 |
| Sugar #14(ICE) |
| Jan05 |
041123 |
20.45 |
20.45 |
20.40 |
20.45 |
-0.03 |
470 |
1,256 |
-200 |
| Mar05 |
041123 |
20.47 |
20.48 |
20.40 |
20.48 |
-0.01 |
12 |
3,465 |
+12 |
| May05 |
041123 |
20.58 |
20.58 |
20.58 |
20.58 |
+0.01 |
23 |
2,070 |
+23 |
| Jul05 |
041123 |
20.74 |
20.78 |
20.74 |
20.78 |
-0.02 |
23 |
1,638 |
+3 |
| Sep05 |
041123 |
20.82 |
20.85 |
20.82 |
20.85 |
unch |
25 |
2,382 |
+21 |
| Total Volume and Open Interest |
555 |
11,452 |
-139 |
| London Cocoa(LCE) |
| Dec04 |
041123 |
853 |
871 |
853 |
870 |
+13 |
1,194 |
39,251 |
+117 |
| Mar05 |
041123 |
872 |
890 |
872 |
889 |
+13 |
3,714 |
61,743 |
+258 |
| May05 |
041123 |
887 |
900 |
887 |
900 |
+11 |
695 |
19,535 |
+199 |
| Jul05 |
041123 |
903 |
917 |
903 |
917 |
+12 |
315 |
16,233 |
+147 |
| Sep05 |
041123 |
920 |
936 |
920 |
936 |
+12 |
1,552 |
38,574 |
+383 |
| Dec05 |
041123 |
909 |
917 |
907 |
917 |
+10 |
745 |
31,727 |
+715 |
| Mar06 |
041123 |
925 |
925 |
925 |
925 |
+12 |
217 |
4,155 |
-87 |
| Total Volume and Open Interest |
8,432 |
211,660 |
+1,732 |
| London Coffee(LCE) |
| Nov04 |
041123 |
682.00 |
682.00 |
682.00 |
682.00 |
+9.00 |
13 |
3,727 |
-141 |
| Jan05 |
041123 |
694.00 |
710.00 |
694.00 |
701.00 |
+10.00 |
4,678 |
58,708 |
-834 |
| Mar05 |
041123 |
716.00 |
730.00 |
716.00 |
722.00 |
+10.00 |
1,667 |
53,806 |
-133 |
| May05 |
041123 |
735.00 |
750.00 |
735.00 |
742.00 |
+11.00 |
219 |
34,282 |
-20 |
| Jul05 |
041123 |
765.00 |
765.00 |
760.00 |
761.00 |
+12.00 |
158 |
9,352 |
+40 |
| Sep05 |
041123 |
776.00 |
777.00 |
776.00 |
777.00 |
+11.00 |
58 |
5,509 |
+52 |
| Total Volume and Open Interest |
6,793 |
167,427 |
-1,036 |
| London Sugar(LCE) |
| Mar05 |
041123 |
254.00 |
254.80 |
252.90 |
254.00 |
+0.40 |
1,165 |
26,984 |
-186 |
| May05 |
041123 |
261.40 |
262.80 |
260.90 |
261.90 |
+0.50 |
157 |
11,353 |
+31 |
| Aug05 |
041123 |
263.00 |
263.00 |
261.50 |
261.50 |
-1.00 |
68 |
5,037 |
+35 |
| Oct05 |
041123 |
261.60 |
262.00 |
261.60 |
262.00 |
+0.40 |
72 |
3,144 |
+60 |
| Dec05 |
041123 |
261.90 |
261.90 |
261.90 |
261.90 |
+0.40 |
0 |
1,738 |
+0 |
| Total Volume and Open Interest |
1,467 |
49,775 |
-55 |
| Cotton(ICE) |
| Dec04 |
041123 |
48.90 |
49.10 |
48.50 |
49.00 |
+0.22 |
609 |
3,270 |
-758 |
| Mar05 |
041123 |
44.20 |
44.25 |
43.40 |
43.55 |
-0.44 |
6,380 |
53,725 |
-72 |
| May05 |
041123 |
44.10 |
44.20 |
43.70 |
44.00 |
-0.05 |
729 |
8,934 |
+69 |
| Jul05 |
041123 |
44.50 |
44.80 |
44.35 |
44.51 |
-0.04 |
720 |
10,030 |
+212 |
| Oct05 |
041123 |
46.40 |
46.40 |
46.40 |
46.40 |
unch |
17 |
134 |
+0 |
| Dec05 |
041123 |
47.40 |
47.60 |
47.30 |
47.30 |
+0.10 |
145 |
5,592 |
+33 |
| Total Volume and Open Interest |
8,584 |
82,975 |
-516 |
| Lumber(CME) |
| Jan05 |
041123 |
327.1 |
329.9 |
326.0 |
327.8 |
-5.6 |
394 |
2,651 |
-52 |
| Mar05 |
041123 |
332.4 |
336.0 |
332.4 |
335.3 |
-4.0 |
107 |
529 |
+9 |
| May05 |
041123 |
338.0 |
338.4 |
337.0 |
338.4 |
-2.9 |
15 |
127 |
-4 |
| Jul05 |
041123 |
344.8 |
344.8 |
344.8 |
344.8 |
unch |
2 |
41 |
+0 |
| Total Volume and Open Interest |
518 |
3,348 |
-47 |
| Crude Oil(NYM) |
| Jan05 |
041123 |
48.90 |
50.25 |
48.80 |
48.94 |
+0.30 |
85,969 |
211,818 |
-2,459 |
| Feb05 |
041123 |
49.15 |
50.40 |
49.00 |
49.12 |
+0.31 |
28,796 |
63,010 |
-391 |
| Mar05 |
041123 |
48.85 |
50.30 |
48.85 |
49.06 |
+0.46 |
14,411 |
45,208 |
+1,073 |
| Apr05 |
041123 |
48.40 |
49.80 |
48.40 |
48.75 |
+0.58 |
5,469 |
32,589 |
+744 |
| May05 |
041123 |
49.00 |
49.10 |
48.28 |
48.28 |
+0.60 |
2,339 |
18,350 |
+25 |
| Jun05 |
041123 |
47.55 |
48.75 |
47.50 |
47.79 |
+0.60 |
5,272 |
35,281 |
-160 |
| Jul05 |
041123 |
48.00 |
48.00 |
47.31 |
47.31 |
+0.60 |
812 |
13,285 |
+263 |
| Aug05 |
041123 |
47.20 |
47.20 |
46.85 |
46.85 |
+0.59 |
151 |
10,110 |
+128 |
| Sep05 |
041123 |
46.30 |
47.03 |
46.30 |
46.40 |
+0.59 |
136 |
13,349 |
-20 |
| Oct05 |
041123 |
45.97 |
45.97 |
45.97 |
45.97 |
+0.59 |
160 |
6,884 |
+60 |
| Nov05 |
041123 |
45.30 |
46.20 |
45.30 |
45.59 |
+0.59 |
934 |
13,155 |
+0 |
| Dec05 |
041123 |
44.90 |
46.00 |
44.90 |
45.24 |
+0.59 |
3,621 |
54,381 |
-189 |
| Jan06 |
041123 |
44.75 |
44.87 |
44.70 |
44.87 |
+0.57 |
1,680 |
8,180 |
-875 |
| Feb06 |
041123 |
44.53 |
44.53 |
44.53 |
44.53 |
+0.55 |
1,375 |
4,349 |
+875 |
| Mar06 |
041123 |
44.22 |
44.22 |
44.22 |
44.22 |
+0.53 |
321 |
8,194 |
+261 |
| Apr06 |
041123 |
44.40 |
44.40 |
43.94 |
43.94 |
+0.53 |
50 |
4,241 |
+0 |
| Total Volume and Open Interest |
155,953 |
680,975 |
-8,244 |
| Heating Oil(NYM) |
| Dec04 |
041123 |
145.50 |
148.30 |
144.25 |
144.58 |
+0.09 |
26,555 |
28,598 |
-4,189 |
| Jan05 |
041123 |
147.00 |
149.90 |
145.50 |
145.79 |
-0.24 |
24,336 |
66,144 |
+2,710 |
| Feb05 |
041123 |
144.80 |
147.90 |
144.00 |
144.34 |
+0.31 |
3,784 |
25,699 |
+585 |
| Mar05 |
041123 |
139.50 |
142.50 |
138.89 |
138.89 |
+0.41 |
1,205 |
16,391 |
+144 |
| Apr05 |
041123 |
133.10 |
134.50 |
131.89 |
131.89 |
+0.51 |
1,051 |
6,582 |
-434 |
| May05 |
041123 |
127.75 |
128.50 |
126.89 |
126.89 |
+0.71 |
511 |
5,251 |
-143 |
| Jun05 |
041123 |
124.09 |
124.09 |
124.09 |
124.09 |
+0.81 |
178 |
7,420 |
-12 |
| Jul05 |
041123 |
123.00 |
123.00 |
122.84 |
122.84 |
+0.86 |
313 |
4,396 |
-231 |
| Aug05 |
041123 |
122.64 |
122.64 |
122.64 |
122.64 |
+0.86 |
61 |
1,980 |
+24 |
| Sep05 |
041123 |
123.19 |
123.19 |
123.19 |
123.19 |
+0.86 |
61 |
2,987 |
-81 |
| Oct05 |
041123 |
123.89 |
123.89 |
123.89 |
123.89 |
+0.86 |
1 |
357 |
+1 |
| Nov05 |
041123 |
124.59 |
124.59 |
124.59 |
124.59 |
+0.86 |
1 |
458 |
+1 |
| Total Volume and Open Interest |
58,708 |
177,043 |
-1,764 |
| Gasoline(NYMEX) |
| Dec04 |
041123 |
129.25 |
134.20 |
129.00 |
130.63 |
+1.69 |
20,098 |
24,323 |
-3,700 |
| Jan05 |
041123 |
130.70 |
135.50 |
130.40 |
131.82 |
+1.78 |
13,764 |
50,668 |
+268 |
| Feb05 |
041123 |
131.50 |
135.80 |
131.50 |
132.62 |
+1.83 |
2,417 |
14,075 |
+634 |
| Mar05 |
041123 |
132.50 |
136.00 |
132.50 |
133.32 |
+1.88 |
636 |
6,706 |
-140 |
| Apr05 |
041123 |
139.40 |
142.50 |
139.40 |
140.02 |
+1.93 |
2,245 |
15,497 |
+188 |
| May05 |
041123 |
139.72 |
139.72 |
139.72 |
139.72 |
+1.93 |
3,251 |
12,721 |
+1,577 |
| Jun05 |
041123 |
139.45 |
140.00 |
138.52 |
138.52 |
+2.08 |
251 |
6,582 |
-22 |
| Jul05 |
041123 |
136.42 |
136.42 |
136.42 |
136.42 |
+2.08 |
1,011 |
3,983 |
+670 |
| Aug05 |
041123 |
133.57 |
133.57 |
133.57 |
133.57 |
+2.08 |
107 |
1,892 |
-52 |
| Sep05 |
041123 |
130.12 |
130.12 |
130.12 |
130.12 |
+2.08 |
107 |
5,866 |
+37 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041123 |
6.820 |
6.970 |
6.770 |
6.793 |
+0.031 |
30,247 |
28,668 |
-3,883 |
| Jan05 |
041123 |
7.610 |
7.820 |
7.590 |
7.621 |
+0.081 |
21,141 |
60,626 |
-1,804 |
| Feb05 |
041123 |
7.710 |
7.900 |
7.700 |
7.731 |
+0.076 |
5,187 |
29,263 |
+566 |
| Mar05 |
041123 |
7.530 |
7.670 |
7.510 |
7.536 |
+0.061 |
6,217 |
29,609 |
+1,030 |
| Apr05 |
041123 |
6.740 |
6.820 |
6.720 |
6.741 |
+0.046 |
2,362 |
20,918 |
+282 |
| May05 |
041123 |
6.570 |
6.690 |
6.570 |
6.601 |
+0.031 |
1,784 |
18,616 |
+319 |
| Jun05 |
041123 |
6.630 |
6.710 |
6.600 |
6.636 |
+0.032 |
522 |
11,861 |
+37 |
| Jul05 |
041123 |
6.690 |
6.750 |
6.671 |
6.671 |
+0.033 |
231 |
15,030 |
+33 |
| Aug05 |
041123 |
6.700 |
6.750 |
6.691 |
6.691 |
+0.033 |
613 |
11,737 |
-29 |
| Sep05 |
041123 |
6.680 |
6.740 |
6.671 |
6.671 |
+0.033 |
180 |
11,379 |
+77 |
| Oct05 |
041123 |
6.760 |
6.760 |
6.694 |
6.694 |
+0.031 |
479 |
18,477 |
+133 |
| Nov05 |
041123 |
6.990 |
7.060 |
6.970 |
6.975 |
+0.032 |
369 |
10,199 |
+120 |
| Dec05 |
041123 |
7.300 |
7.300 |
7.256 |
7.256 |
+0.043 |
335 |
10,652 |
+98 |
| Jan06 |
041123 |
7.480 |
7.520 |
7.460 |
7.466 |
+0.043 |
547 |
12,112 |
-123 |
| Feb06 |
041123 |
7.500 |
7.500 |
7.460 |
7.460 |
+0.047 |
842 |
8,351 |
+62 |
| Mar06 |
041123 |
7.230 |
7.280 |
7.230 |
7.245 |
+0.047 |
465 |
9,706 |
+222 |
| Total Volume and Open Interest |
73,604 |
384,213 |
-1,526 |
| Brent Crude Oil(ICE) |
| Jan05 |
041123 |
44.50 |
45.95 |
44.36 |
44.45 |
+0.07 |
36,087 |
63,123 |
-808 |
| Feb05 |
041123 |
45.30 |
46.55 |
45.20 |
45.28 |
+0.16 |
20,794 |
72,529 |
-210 |
| Mar05 |
041123 |
45.30 |
46.37 |
45.25 |
45.25 |
+0.19 |
8,240 |
25,363 |
+795 |
| Apr05 |
041123 |
45.25 |
46.15 |
45.03 |
45.03 |
+0.23 |
2,570 |
16,873 |
+654 |
| May05 |
041123 |
45.70 |
45.73 |
44.75 |
44.75 |
+0.28 |
825 |
9,999 |
+797 |
| Jun05 |
041123 |
44.50 |
45.48 |
44.10 |
44.47 |
+0.35 |
5,070 |
20,199 |
+1,977 |
| Jul05 |
041123 |
44.10 |
44.90 |
44.10 |
44.13 |
+0.40 |
457 |
5,389 |
+340 |
| Aug05 |
041123 |
43.80 |
43.80 |
43.80 |
43.80 |
+0.39 |
121 |
2,628 |
+42 |
| Sep05 |
041123 |
43.47 |
43.47 |
43.47 |
43.47 |
+0.38 |
70 |
6,384 |
+20 |
| Oct05 |
041123 |
43.80 |
43.80 |
43.14 |
43.14 |
+0.40 |
50 |
1,950 |
+0 |
| Nov05 |
041123 |
42.81 |
42.81 |
42.81 |
42.81 |
+0.41 |
0 |
2,772 |
+0 |
| Dec05 |
041123 |
42.45 |
43.33 |
42.45 |
42.48 |
+0.39 |
3,135 |
41,904 |
+757 |
| Total Volume and Open Interest |
77,419 |
323,068 |
+4,424 |
| Gas Oil(ICE) |
| Dec04 |
041123 |
434.00 |
452.50 |
430.50 |
447.75 |
+12.00 |
15,883 |
44,377 |
-1,507 |
| Jan05 |
041123 |
427.00 |
444.00 |
424.25 |
441.25 |
+11.00 |
12,600 |
32,394 |
+1,474 |
| Feb05 |
041123 |
418.50 |
434.50 |
417.50 |
433.25 |
+10.50 |
4,256 |
11,989 |
+945 |
| Mar05 |
041123 |
407.00 |
421.25 |
407.00 |
421.25 |
+9.50 |
813 |
7,196 |
+126 |
| Apr05 |
041123 |
402.00 |
409.25 |
402.00 |
409.25 |
+8.50 |
130 |
7,078 |
+0 |
| May05 |
041123 |
401.50 |
401.50 |
401.50 |
401.50 |
+8.25 |
0 |
3,478 |
+0 |
| Jun05 |
041123 |
384.50 |
396.75 |
384.50 |
396.75 |
+7.75 |
591 |
10,618 |
+27 |
| Jul05 |
041123 |
394.75 |
394.75 |
394.75 |
394.75 |
+7.75 |
0 |
999 |
+0 |
| Aug05 |
041123 |
393.00 |
393.00 |
393.00 |
393.00 |
+7.75 |
0 |
1,586 |
+0 |
| Sep05 |
041123 |
391.50 |
391.50 |
391.50 |
391.50 |
+7.50 |
0 |
4,839 |
+0 |
| Total Volume and Open Interest |
34,573 |
145,152 |
+715 |
| US Dollar Index(ICE) |
| Dec04 |
041123 |
83.140 |
83.540 |
82.850 |
82.990 |
-0.240 |
668 |
25,889 |
+19 |
| Mar05 |
041123 |
83.280 |
83.650 |
82.970 |
83.130 |
-0.240 |
390 |
3,160 |
+213 |
| Jun05 |
041123 |
83.260 |
83.260 |
83.260 |
83.260 |
-0.260 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
1,058 |
29,071 |
+232 |
| Australian Dollar(CME) |
| Dec04 |
041123 |
78.60 |
78.62 |
78.38 |
78.45 |
+0.36 |
406 |
68,535 |
+28 |
| Mar05 |
041123 |
78.08 |
78.08 |
77.80 |
77.88 |
+0.36 |
53 |
1,117 |
+56 |
| Jun05 |
041123 |
77.38 |
77.38 |
77.38 |
77.38 |
+0.36 |
0 |
274 |
+0 |
| Total Volume and Open Interest |
459 |
70,148 |
+84 |
| British Pound(CME) |
| Dec04 |
041123 |
186.80 |
187.00 |
186.50 |
186.51 |
+1.02 |
895 |
92,277 |
-129 |
| Mar05 |
041123 |
185.92 |
185.92 |
185.35 |
185.38 |
+1.04 |
70 |
563 |
+70 |
| Jun05 |
041123 |
184.38 |
184.38 |
184.38 |
184.38 |
+1.04 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
965 |
92,867 |
-59 |
| Canadian Dollar(CME) |
| Dec04 |
041123 |
84.33 |
84.38 |
84.05 |
84.24 |
-0.06 |
4,550 |
98,858 |
-3,264 |
| Mar05 |
041123 |
84.28 |
84.32 |
84.00 |
84.18 |
-0.06 |
349 |
5,197 |
+138 |
| Jun05 |
041123 |
84.15 |
84.20 |
84.15 |
84.16 |
+0.02 |
17 |
1,877 |
+20 |
| Sep05 |
041123 |
84.16 |
84.16 |
84.16 |
84.16 |
+0.13 |
2 |
704 |
-1 |
| Total Volume and Open Interest |
4,953 |
106,971 |
-3,083 |
| Japanese Yen(CME) |
| Dec04 |
041123 |
97.19 |
97.23 |
96.65 |
96.83 |
-0.17 |
12,823 |
192,138 |
+1,874 |
| Mar05 |
041123 |
97.75 |
97.75 |
97.33 |
97.43 |
-0.17 |
83 |
1,617 |
+48 |
| Jun05 |
041123 |
98.09 |
98.09 |
98.09 |
98.09 |
-0.17 |
1 |
88 |
-1 |
| Total Volume and Open Interest |
12,915 |
193,861 |
+1,913 |
| Swiss Franc(CME) |
| Dec04 |
041123 |
86.41 |
86.56 |
86.23 |
86.36 |
+0.35 |
911 |
75,771 |
-1,187 |
| Mar05 |
041123 |
86.80 |
86.93 |
86.71 |
86.71 |
+0.35 |
110 |
721 |
+47 |
| Jun05 |
041123 |
87.07 |
87.07 |
87.07 |
87.07 |
+0.35 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
1,021 |
76,563 |
-1,140 |
| EuroFX(CME) |
| Dec04 |
041123 |
130.85 |
131.05 |
130.59 |
130.79 |
+0.44 |
16,217 |
227,432 |
+5,174 |
| Mar05 |
041123 |
130.94 |
131.08 |
130.73 |
130.87 |
+0.44 |
80 |
3,709 |
-6 |
| Jun05 |
041123 |
131.13 |
131.13 |
131.05 |
131.05 |
+0.45 |
20 |
381 |
+21 |
| Total Volume and Open Interest |
16,317 |
231,714 |
+5,189 |
| Mexican Peso(CME) |
| Dec04 |
041123 |
875.0 |
880.0 |
873.0 |
878.8 |
+2.5 |
7,336 |
78,906 |
+345 |
| Jan05 |
041123 |
873.0 |
873.0 |
871.0 |
873.0 |
+2.0 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
8,294 |
81,036 |
+1,146 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041123 |
113~070 |
113~250 |
112~280 |
113~080 |
-0~020 |
208,525 |
585,133 |
-2,218 |
| Mar05 |
041123 |
112~040 |
112~250 |
111~290 |
112~090 |
-0~020 |
26,308 |
83,774 |
+9,986 |
| Jun05 |
041123 |
110~140 |
111~250 |
110~140 |
111~120 |
-0~020 |
774 |
884 |
+531 |
| Total Volume and Open Interest |
235,607 |
669,793 |
+8,299 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041123 |
112~120 |
112~205 |
112~035 |
112~105 |
-0~030 |
685,659 |
1,491,742 |
-87,769 |
| Mar05 |
041123 |
111~240 |
112~000 |
111~165 |
111~235 |
-0~030 |
177,907 |
284,118 |
+68,078 |
| Jun05 |
041123 |
110~275 |
110~275 |
110~275 |
110~275 |
-0~025 |
21 |
5,941 |
-1 |
| Total Volume and Open Interest |
863,587 |
1,781,801 |
-19,692 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041123 |
110~016 |
110~050 |
110~010 |
110~026 |
-0~008 |
317,008 |
1,060,786 |
+38,313 |
| Mar05 |
041123 |
109~038 |
109~072 |
109~036 |
109~050 |
-0~008 |
37,897 |
307,222 |
+29,060 |
| Jun05 |
041123 |
108~122 |
108~122 |
108~122 |
108~122 |
-0~008 |
100 |
1,235 |
+110 |
| Total Volume and Open Interest |
355,005 |
1,235 |
+110 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041123 |
105~022 |
105~032 |
105~022 |
105~022 |
-0~006 |
13,961 |
212,775 |
-7,472 |
| Mar05 |
041123 |
104~105 |
104~114 |
104~103 |
104~104 |
-0~008 |
12,438 |
24,037 |
+14,462 |
| Total Volume and Open Interest |
26,399 |
236,812 |
+6,990 |
| Eurodollars(CME) |
| Dec04 |
041123 |
97.520 |
97.530 |
97.520 |
97.525 |
unch |
27,279 |
1,014,135 |
+358 |
| Mar05 |
041123 |
97.115 |
97.150 |
97.110 |
97.120 |
-0.010 |
30,839 |
970,115 |
+57 |
| Jun05 |
041123 |
96.825 |
96.890 |
96.825 |
96.845 |
-0.010 |
25,930 |
943,880 |
+5,516 |
| Sep05 |
041123 |
96.610 |
96.675 |
96.605 |
96.635 |
-0.010 |
23,239 |
802,299 |
-8,522 |
| Dec05 |
041123 |
96.435 |
96.505 |
96.435 |
96.460 |
-0.010 |
33,905 |
615,526 |
-12,368 |
| Mar06 |
041123 |
96.325 |
96.385 |
96.320 |
96.340 |
-0.015 |
20,204 |
456,482 |
+2,125 |
| Jun06 |
041123 |
96.230 |
96.280 |
96.225 |
96.240 |
-0.020 |
26,198 |
333,502 |
-4,834 |
| Sep06 |
041123 |
96.135 |
96.190 |
96.130 |
96.150 |
-0.015 |
17,969 |
270,484 |
+2,829 |
| Dec06 |
041123 |
96.035 |
96.090 |
96.035 |
96.055 |
-0.010 |
17,356 |
219,787 |
+2,275 |
| Mar07 |
041123 |
95.965 |
96.010 |
95.950 |
95.975 |
-0.010 |
8,342 |
162,588 |
+2,426 |
| Jun07 |
041123 |
95.865 |
95.920 |
95.855 |
95.885 |
-0.010 |
13,906 |
157,407 |
-767 |
| Sep07 |
041123 |
95.775 |
95.830 |
95.775 |
95.795 |
-0.010 |
11,088 |
127,331 |
+4,896 |
| Dec07 |
041123 |
95.670 |
95.720 |
95.670 |
95.690 |
-0.010 |
9,210 |
92,395 |
+3,767 |
| Mar08 |
041123 |
95.585 |
95.635 |
95.585 |
95.605 |
-0.010 |
8,842 |
83,871 |
-3,128 |
| Jun08 |
041123 |
95.490 |
95.520 |
95.490 |
95.510 |
-0.010 |
8,226 |
85,026 |
-2,952 |
| Sep08 |
041123 |
95.400 |
95.430 |
95.395 |
95.420 |
-0.010 |
4,904 |
82,712 |
+148 |
| Dec08 |
041123 |
95.285 |
95.340 |
95.275 |
95.315 |
-0.010 |
8,818 |
64,010 |
-167 |
| Mar09 |
041123 |
95.200 |
95.255 |
95.190 |
95.230 |
-0.010 |
5,512 |
53,472 |
+530 |
| Total Volume and Open Interest |
314,855 |
6,686,241 |
-11,242 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041123 |
98.070 |
98.070 |
98.070 |
98.070 |
unch |
107 |
147,898 |
-1,391 |
| Dec04 |
041123 |
97.860 |
97.870 |
97.860 |
97.870 |
unch |
747 |
145,475 |
+490 |
| Jan05 |
041123 |
97.760 |
97.760 |
97.750 |
97.760 |
unch |
2,808 |
120,193 |
-560 |
| Feb05 |
041123 |
97.540 |
97.540 |
97.540 |
97.540 |
-0.010 |
1,775 |
42,222 |
+342 |
| Mar05 |
041123 |
97.460 |
97.470 |
97.460 |
97.460 |
-0.010 |
314 |
13,628 |
+585 |
| Apr05 |
041123 |
97.330 |
97.330 |
97.330 |
97.330 |
unch |
3 |
4,035 |
+633 |
| Total Volume and Open Interest |
5,754 |
474,268 |
+99 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041123 |
98.070 |
98.075 |
98.070 |
98.075 |
unch |
1,957 |
0 |
+0 |
| Dec04 |
041123 |
97.865 |
97.870 |
97.865 |
97.870 |
unch |
2,992 |
0 |
+0 |
| Jan05 |
041123 |
97.760 |
97.765 |
97.755 |
97.765 |
unch |
1,320 |
0 |
+0 |
| Feb05 |
041123 |
97.545 |
97.545 |
97.535 |
97.545 |
-0.005 |
1,911 |
0 |
+0 |
| Mar05 |
041123 |
97.470 |
97.470 |
97.455 |
97.465 |
-0.005 |
865 |
0 |
+0 |
| Apr05 |
041123 |
97.320 |
97.330 |
97.310 |
97.330 |
-0.005 |
634 |
0 |
+0 |
| Total Volume and Open Interest |
9,679 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041123 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
21,448 |
+0 |
| Mar05 |
041123 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
1,493 |
54,426 |
+2,064 |
| Jun05 |
041123 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,660 |
29,414 |
+2,120 |
| Sep05 |
041123 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
1,013 |
7,820 |
+843 |
| Dec05 |
041123 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
3 |
4,824 |
+227 |
| Mar06 |
041123 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
7,693 |
-738 |
| Jun06 |
041123 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
4,557 |
+0 |
| Sep06 |
041123 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
3,109 |
+0 |
| Dec06 |
041123 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
0 |
411 |
+0 |
| Mar07 |
041123 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
6 |
+0 |
| Total Volume and Open Interest |
4,169 |
134,755 |
+4,516 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041123 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,650 |
62,817 |
+12 |
| Mar05 |
041123 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
19 |
91,202 |
+885 |
| Jun05 |
041123 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
20 |
80,588 |
+821 |
| Sep05 |
041123 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
547 |
44,520 |
-615 |
| Dec05 |
041123 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
35,647 |
-83 |
| Mar06 |
041123 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
27,685 |
-522 |
| Jun06 |
041123 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
12,983 |
+51 |
| Sep06 |
041123 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
7,406 |
+0 |
| Total Volume and Open Interest |
2,236 |
376,463 |
+549 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041122 |
138.75 |
139.03 |
138.75 |
139.03 |
+0.32 |
3,090 |
36,632 |
+1,841 |
| Mar05 |
041122 |
138.17 |
138.17 |
138.17 |
138.17 |
+0.31 |
85 |
28 |
+20 |
| Jun05 |
041122 |
138.17 |
138.17 |
138.17 |
138.17 |
+0.31 |
|
|
|
| Total Volume and Open Interest |
3,175 |
36,660 |
+1,861 |
| Euro-Bund(EUREX) |
| Dec04 |
041123 |
117.89 |
118.18 |
117.80 |
118.17 |
+0.19 |
1,033,969 |
1,318,879 |
-47,730 |
| Mar05 |
041123 |
117.25 |
117.50 |
117.13 |
117.50 |
+0.20 |
30,620 |
80,076 |
+7,637 |
| Jun05 |
041123 |
116.67 |
116.67 |
116.67 |
116.67 |
+0.19 |
500 |
249 |
+0 |
| Total Volume and Open Interest |
1,065,089 |
1,399,204 |
-40,093 |
| Euro-Bobl(EUREX) |
| Dec04 |
041123 |
112.68 |
112.93 |
112.65 |
112.91 |
+0.14 |
528,414 |
871,255 |
-22,679 |
| Mar05 |
041123 |
112.50 |
112.68 |
112.42 |
112.68 |
+0.15 |
7,727 |
35,035 |
+3,581 |
| Jun05 |
041123 |
111.91 |
111.91 |
111.91 |
111.91 |
+0.14 |
552 |
800 |
+0 |
| Total Volume and Open Interest |
536,693 |
907,090 |
-19,098 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041123 |
97.805 |
97.810 |
97.805 |
97.810 |
unch |
286 |
9,559 |
+1 |
| Mar05 |
041123 |
97.710 |
97.730 |
97.710 |
97.730 |
+0.015 |
362 |
6,863 |
-21 |
| Jun05 |
041123 |
97.630 |
97.640 |
97.630 |
97.640 |
+0.015 |
39 |
5,236 |
+3 |
| Total Volume and Open Interest |
760 |
29,048 |
-11 |
| Long Gilt(LIFFE) |
| Dec04 |
041123 |
108~30 |
109~09 |
108~29 |
109~06 |
+0~04 |
52,479 |
230,843 |
-4,428 |
| Mar05 |
041123 |
110~16 |
110~26 |
110~15 |
110~24 |
+0~05 |
4,777 |
14,295 |
+3,051 |
| Total Volume and Open Interest |
57,256 |
245,138 |
-1,377 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041123 |
95.12 |
95.14 |
95.11 |
95.13 |
+0.01 |
16,343 |
242,796 |
-4,806 |
| Mar05 |
041123 |
95.09 |
95.13 |
95.08 |
95.12 |
+0.03 |
38,053 |
277,028 |
-3,535 |
| Jun05 |
041123 |
95.11 |
95.18 |
95.09 |
95.16 |
+0.05 |
28,020 |
219,193 |
+3,461 |
| Sep05 |
041123 |
95.14 |
95.21 |
95.12 |
95.19 |
+0.05 |
21,979 |
209,350 |
-3,451 |
| Dec05 |
041123 |
95.14 |
95.22 |
95.13 |
95.19 |
+0.05 |
15,739 |
191,529 |
-3,200 |
| Mar06 |
041123 |
95.12 |
95.20 |
95.11 |
95.18 |
+0.05 |
11,366 |
101,268 |
+716 |
| Total Volume and Open Interest |
145,182 |
1,453,125 |
-9,416 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041123 |
97.810 |
97.815 |
97.800 |
97.810 |
unch |
14,016 |
660,662 |
-1,429 |
| Mar05 |
041123 |
97.715 |
97.740 |
97.710 |
97.730 |
+0.010 |
63,224 |
509,186 |
-3,226 |
| Jun05 |
041123 |
97.630 |
97.660 |
97.610 |
97.645 |
+0.015 |
81,088 |
514,873 |
-10,056 |
| Total Volume and Open Interest |
342,031 |
3,190,849 |
-3,282 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041123 |
94.58 |
94.59 |
94.57 |
94.59 |
+0.01 |
11,135 |
105,099 |
-4,246 |
| Mar05 |
041123 |
94.54 |
94.56 |
94.53 |
94.56 |
+0.02 |
31,943 |
180,682 |
+4,086 |
| Jun05 |
041123 |
94.48 |
94.51 |
94.47 |
94.51 |
+0.02 |
7,390 |
64,266 |
+299 |
| Sep05 |
041123 |
94.46 |
94.49 |
94.46 |
94.49 |
+0.02 |
2,159 |
26,748 |
-51 |
| Dec05 |
041123 |
94.46 |
94.47 |
94.45 |
94.47 |
+0.02 |
797 |
19,348 |
-177 |
| Mar06 |
041123 |
94.45 |
94.45 |
94.44 |
94.45 |
+0.02 |
445 |
13,821 |
+176 |
| Jun06 |
041123 |
94.44 |
94.44 |
94.42 |
94.43 |
+0.01 |
260 |
9,929 |
-90 |
| Sep06 |
041123 |
94.41 |
94.41 |
94.40 |
94.41 |
unch |
401 |
6,276 |
+146 |
| Dec06 |
041123 |
94.39 |
94.39 |
94.37 |
94.38 |
unch |
56 |
2,946 |
+50 |
| Mar07 |
041123 |
94.34 |
94.35 |
94.34 |
94.35 |
unch |
6 |
1,863 |
+0 |
| Total Volume and Open Interest |
54,717 |
434,479 |
+239 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041123 |
94.60 |
94.61 |
94.56 |
94.61 |
+0.01 |
18,195 |
266,940 |
+2,042 |
| Mar05 |
041123 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
18,195 |
266,940 |
+2,042 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041123 |
94.80 |
94.83 |
94.78 |
94.82 |
+0.01 |
48,823 |
394,689 |
-32,274 |
| Mar05 |
041123 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
48,823 |
394,689 |
-32,274 |
| Gold(CMX) |
| Dec04 |
041123 |
449.0 |
449.4 |
447.1 |
447.9 |
-1.1 |
103,113 |
170,474 |
-42,906 |
| Feb05 |
041123 |
451.5 |
452.0 |
449.3 |
450.2 |
-1.0 |
58,759 |
123,282 |
+45,607 |
| Apr05 |
041123 |
453.1 |
453.2 |
451.7 |
452.3 |
-1.1 |
450 |
10,786 |
+194 |
| Jun05 |
041123 |
457.0 |
457.0 |
454.0 |
454.6 |
-1.1 |
3,258 |
23,537 |
+2,435 |
| Aug05 |
041123 |
457.0 |
457.0 |
457.0 |
457.0 |
-1.1 |
301 |
6,760 |
+171 |
| Oct05 |
041123 |
459.4 |
459.4 |
459.4 |
459.4 |
-1.1 |
1 |
3,346 |
+0 |
| Dec05 |
041123 |
461.5 |
463.3 |
461.0 |
461.8 |
-1.2 |
727 |
13,237 |
+178 |
| Feb06 |
041123 |
464.4 |
464.4 |
464.4 |
464.4 |
-1.2 |
0 |
844 |
+0 |
| Apr06 |
041123 |
466.9 |
466.9 |
466.9 |
466.9 |
-1.2 |
200 |
591 |
+0 |
| Jun06 |
041123 |
470.5 |
470.5 |
469.5 |
469.5 |
-1.2 |
81 |
8,545 |
-45 |
| Aug06 |
041123 |
472.2 |
472.2 |
472.2 |
472.2 |
-1.2 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
166,696 |
370,786 |
+5,632 |
| Silver(CMX) |
| Dec04 |
041123 |
759.5 |
761.0 |
752.0 |
755.5 |
-1.7 |
22,669 |
59,317 |
-12,302 |
| Mar05 |
041123 |
764.0 |
767.0 |
757.0 |
760.9 |
-1.6 |
13,762 |
50,460 |
+10,083 |
| May05 |
041123 |
770.0 |
770.0 |
763.0 |
764.1 |
-1.7 |
31 |
2,524 |
+17 |
| Jul05 |
041123 |
775.0 |
775.0 |
767.0 |
767.3 |
-1.7 |
89 |
2,806 |
+62 |
| Sep05 |
041123 |
769.8 |
769.8 |
769.8 |
769.8 |
-1.7 |
3 |
603 |
+0 |
| Dec05 |
041123 |
779.0 |
779.0 |
770.0 |
772.5 |
-1.7 |
1,075 |
5,778 |
+586 |
| Mar06 |
041123 |
775.3 |
775.3 |
775.3 |
775.3 |
-1.7 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
37,665 |
123,952 |
-1,542 |
| Platinum(NYMEX) |
| Jan05 |
041123 |
856.5 |
858.0 |
853.5 |
856.9 |
+1.7 |
372 |
7,501 |
-39 |
| Apr05 |
041123 |
853.0 |
854.9 |
852.5 |
854.9 |
+1.7 |
3 |
522 |
+6 |
| Total Volume and Open Interest |
375 |
8,023 |
-33 |
| Palladium(NYMEX) |
| Dec04 |
041123 |
217.75 |
219.50 |
216.60 |
217.20 |
-1.30 |
1,413 |
6,849 |
-743 |
| Mar05 |
041123 |
221.00 |
221.80 |
219.00 |
219.45 |
-1.30 |
1,346 |
5,231 |
+779 |
| Jun05 |
041123 |
221.45 |
221.45 |
221.45 |
221.45 |
-1.30 |
22 |
49 |
+0 |
| Total Volume and Open Interest |
2,759 |
12,131 |
+36 |
| Copper(CMX) |
| Dec04 |
041123 |
142.00 |
142.50 |
141.05 |
141.75 |
+0.85 |
16,228 |
22,185 |
-6,970 |
| Mar05 |
041123 |
142.20 |
142.40 |
140.80 |
141.45 |
+0.85 |
15,331 |
46,892 |
+9,588 |
| May05 |
041123 |
136.90 |
137.10 |
136.50 |
136.60 |
+0.75 |
463 |
5,078 |
-149 |
| Jul05 |
041123 |
132.00 |
132.10 |
131.40 |
131.75 |
+0.75 |
390 |
4,078 |
+239 |
| Sep05 |
041123 |
127.00 |
127.25 |
127.00 |
127.25 |
+1.05 |
37 |
2,346 |
-2 |
| Total Volume and Open Interest |
33,719 |
92,539 |
+3,309 |
| Aluminum(CMX) |
| Nov04 |
041123 |
87.30 |
87.30 |
87.30 |
87.30 |
+0.30 |
33 |
551 |
-16 |
| Dec04 |
041123 |
87.40 |
87.40 |
87.40 |
87.40 |
+0.30 |
26 |
1,017 |
+25 |
| Jan05 |
041123 |
87.65 |
87.65 |
87.10 |
87.10 |
+0.40 |
0 |
885 |
+0 |
| Feb05 |
041123 |
86.90 |
86.90 |
86.90 |
86.90 |
+0.40 |
0 |
651 |
+0 |
| Mar05 |
041123 |
86.80 |
86.80 |
86.80 |
86.80 |
+0.40 |
0 |
657 |
+0 |
| Apr05 |
041123 |
86.50 |
86.50 |
86.50 |
86.50 |
+0.40 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
59 |
9,719 |
+9 |
| DJIA Index(CBOT) |
| Dec04 |
041123 |
10499 |
10521 |
10443 |
10517 |
+16 |
5,051 |
46,496 |
+785 |
| Mar05 |
041123 |
10505 |
10521 |
10450 |
10521 |
+16 |
42 |
155 |
+25 |
| Jun05 |
041123 |
10538 |
10538 |
10538 |
10538 |
+16 |
8 |
3 |
-2 |
| Total Volume and Open Interest |
5,101 |
46,655 |
+808 |
| S & P 500(CME) |
| Dec04 |
041123 |
1177.30 |
1180.20 |
1171.50 |
1179.30 |
+1.40 |
36,967 |
629,438 |
-9,012 |
| Mar05 |
041123 |
1178.00 |
1181.40 |
1175.20 |
1181.40 |
+1.40 |
8,306 |
66,359 |
+5,981 |
| Jun05 |
041123 |
1184.90 |
1184.90 |
1184.90 |
1184.90 |
+1.40 |
10 |
3,764 |
+0 |
| Sep05 |
041123 |
1182.30 |
1188.90 |
1182.30 |
1188.90 |
+1.60 |
8 |
1,514 |
+0 |
| Total Volume and Open Interest |
45,273 |
701,237 |
-3,031 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041123 |
1178.00 |
1180.50 |
1171.50 |
1179.25 |
+1.25 |
531,349 |
997,738 |
+28,981 |
| Mar05 |
041123 |
1181.25 |
1182.25 |
1173.75 |
1181.50 |
+1.50 |
2,395 |
54,051 |
+1,913 |
| Total Volume and Open Interest |
533,744 |
1,051,789 |
+30,894 |
| NASDAQ 100(CME) |
| Dec04 |
041123 |
1571.00 |
1575.50 |
1554.00 |
1570.00 |
-1.50 |
11,294 |
86,240 |
-1,833 |
| Mar05 |
041123 |
1578.00 |
1578.00 |
1578.00 |
1578.00 |
-1.50 |
214 |
396 |
+224 |
| Jun05 |
041123 |
1586.00 |
1586.00 |
1585.00 |
1585.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
11,508 |
86,636 |
-1,609 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041123 |
1571.00 |
1575.50 |
1554.00 |
1570.00 |
-1.50 |
232,637 |
396,258 |
+16,427 |
| Mar05 |
041123 |
1579.00 |
1583.00 |
1564.00 |
1578.00 |
-1.50 |
89 |
2,166 |
+0 |
| Total Volume and Open Interest |
232,726 |
398,424 |
+16,427 |
| S & P Midcap 400(CME) |
| Dec04 |
041123 |
632.50 |
635.75 |
629.00 |
635.75 |
+3.25 |
315 |
13,932 |
-28 |
| Mar05 |
041123 |
636.25 |
636.25 |
636.25 |
636.25 |
+3.25 |
0 |
2 |
+0 |
| Jun05 |
041123 |
636.25 |
636.25 |
636.25 |
636.25 |
+3.25 |
|
|
|
| Total Volume and Open Interest |
315 |
13,934 |
-28 |
| Russell 2000(CME) |
| Dec04 |
041123 |
621.80 |
626.25 |
616.25 |
626.25 |
+3.75 |
2,240 |
26,925 |
+244 |
| Mar05 |
041123 |
627.75 |
627.75 |
627.75 |
627.75 |
+3.75 |
57 |
155 |
+17 |
| Jun05 |
041123 |
627.75 |
627.75 |
627.75 |
627.75 |
+3.75 |
|
|
|
| Total Volume and Open Interest |
2,297 |
27,080 |
+261 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041123 |
622.10 |
626.30 |
616.00 |
626.30 |
+3.80 |
64,977 |
132,671 |
+11,111 |
| Mar05 |
041123 |
623.50 |
627.80 |
623.50 |
627.80 |
+3.80 |
1 |
393 |
+0 |
| Total Volume and Open Interest |
64,978 |
133,064 |
+11,111 |
| Nikkei 225(CME) |
| Dec04 |
041122 |
10940 |
10950 |
10765 |
10835 |
-260 |
22,169 |
181,108 |
+729 |
| Mar05 |
041122 |
10880 |
10880 |
10790 |
10830 |
-260 |
10 |
16 |
+0 |
| Total Volume and Open Interest |
22,179 |
181,127 |
+729 |
| Nikkei 225(SGX) |
| Dec04 |
041122 |
10940 |
10950 |
10765 |
10835 |
-260 |
22,169 |
181,108 |
+729 |
| Mar05 |
041122 |
10880 |
10880 |
10790 |
10830 |
-260 |
10 |
16 |
+0 |
| Jun05 |
041122 |
10775 |
10775 |
10775 |
10775 |
-260 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
22,179 |
181,127 |
+729 |
| CAC 40(EURONEXT) |
| Dec04 |
041123 |
3799.5 |
3804.0 |
3768.0 |
3776.0 |
+6.5 |
54,369 |
403,082 |
+16,845 |
| Jan05 |
041123 |
3802.5 |
3808.0 |
3776.0 |
3783.0 |
+7.0 |
295 |
703 |
+262 |
| Feb05 |
041123 |
3789.0 |
3789.0 |
3789.0 |
3789.0 |
|
|
|
|
| Hang Seng Index(HKFE) |
| Nov04 |
041123 |
13800 |
14035 |
13757 |
13975 |
+205 |
43,530 |
115,135 |
+103 |
| Dec04 |
041123 |
13795 |
14021 |
13743 |
13960 |
+208 |
16,535 |
5,614 |
+2,605 |
| Total Volume and Open Interest |
60,156 |
123,211 |
+2,714 |
| DAX(EUREX) |
| Dec04 |
041123 |
4153.0 |
4168.0 |
4108.5 |
4121.0 |
-34.0 |
112,925 |
194,549 |
+313 |
| Mar05 |
041123 |
4176.5 |
4188.0 |
4131.5 |
4143.5 |
-34.5 |
333 |
10,153 |
+68 |
| Jun05 |
041123 |
4200.0 |
4210.5 |
4159.0 |
4167.5 |
-34.5 |
221 |
1,615 |
+17 |
| Total Volume and Open Interest |
113,479 |
206,317 |
+398 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041123 |
4762.50 |
4771.00 |
4743.00 |
4749.00 |
+7.00 |
59,169 |
466,188 |
+5,185 |
| Mar05 |
041123 |
4766.00 |
4772.00 |
4745.50 |
4751.00 |
+7.00 |
10 |
21,898 |
+4 |
| Jun05 |
041123 |
4773.50 |
4773.50 |
4766.00 |
4766.00 |
+6.00 |
500 |
17,720 |
+0 |
| Total Volume and Open Interest |
59,679 |
506,906 |
+5,189 |
| SPI 200(SFE) |
| Dec04 |
041123 |
3850.0 |
3889.0 |
3850.0 |
3887.0 |
+57.0 |
16,226 |
167,892 |
-502 |
| Mar05 |
041123 |
3863.0 |
3897.0 |
3863.0 |
3897.0 |
+57.0 |
314 |
3,920 |
+176 |
| Jun05 |
041123 |
3885.0 |
3911.0 |
3885.0 |
3911.0 |
+56.0 |
155 |
3,100 |
+58 |
| Total Volume and Open Interest |
16,874 |
179,338 |
-229 |
| GSCI(CME) |
| Dec04 |
041123 |
341.60 |
348.50 |
341.60 |
343.25 |
+1.95 |
48 |
16,772 |
+0 |
| Jan05 |
041123 |
343.25 |
343.25 |
343.25 |
343.25 |
+1.75 |
0 |
3 |
+0 |
| Feb05 |
041123 |
340.50 |
340.50 |
340.50 |
340.50 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
48 |
16,775 |
+0 |
| RJ/CRB Index(ICE) |
| Jan05 |
041123 |
287.50 |
287.75 |
287.00 |
287.00 |
+0.50 |
14 |
339 |
+4 |
| Feb05 |
041123 |
285.25 |
285.25 |
285.25 |
285.25 |
+0.50 |
0 |
116 |
+0 |
| Apr05 |
041123 |
285.00 |
285.00 |
285.00 |
285.00 |
+0.50 |
0 |
110 |
+0 |
| Total Volume and Open Interest |
14 |
599 |
+4 |
|
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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