|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu November 25, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041124 |
556.00 |
561.25 |
553.50 |
554.00 |
-7.25 |
37,244 |
104,559 |
-1,986 |
Mar05 |
041124 |
559.00 |
564.50 |
556.00 |
556.50 |
-8.00 |
10,351 |
53,744 |
+1,853 |
May05 |
041124 |
565.00 |
571.00 |
563.00 |
563.75 |
-6.50 |
2,705 |
31,472 |
+602 |
Jul05 |
041124 |
573.00 |
577.50 |
570.00 |
570.00 |
-7.25 |
3,630 |
27,281 |
-169 |
Aug05 |
041124 |
580.00 |
580.00 |
573.00 |
573.00 |
-7.00 |
355 |
1,846 |
+81 |
Sep05 |
041124 |
578.00 |
578.00 |
578.00 |
578.00 |
-4.00 |
4 |
323 |
-9 |
Nov05 |
041124 |
586.00 |
592.00 |
586.00 |
586.00 |
-6.75 |
1,894 |
9,303 |
+554 |
Total Volume and Open Interest |
56,187 |
228,565 |
+930 |
Soybean Meal(CBOT) |
Dec04 |
041124 |
161.00 |
163.20 |
160.40 |
161.10 |
-1.50 |
15,724 |
24,672 |
-5,511 |
Jan05 |
041124 |
161.50 |
164.80 |
161.30 |
162.60 |
-1.30 |
9,926 |
28,745 |
+1,175 |
Mar05 |
041124 |
163.50 |
166.50 |
163.50 |
165.00 |
-0.80 |
6,922 |
32,457 |
+1,610 |
May05 |
041124 |
167.00 |
169.20 |
167.00 |
167.40 |
-1.20 |
1,446 |
17,514 |
+195 |
Jul05 |
041124 |
171.00 |
172.90 |
171.00 |
171.40 |
-0.70 |
1,672 |
24,812 |
+577 |
Aug05 |
041124 |
173.00 |
174.10 |
172.70 |
172.70 |
-0.80 |
86 |
8,790 |
+25 |
Sep05 |
041124 |
174.50 |
175.70 |
174.00 |
174.00 |
-1.30 |
89 |
5,682 |
+50 |
Oct05 |
041124 |
177.00 |
177.00 |
175.30 |
175.30 |
-0.70 |
63 |
3,220 |
+1 |
Total Volume and Open Interest |
36,089 |
151,633 |
-1,832 |
Soybean Oil(CBOT) |
Dec04 |
041124 |
21.35 |
21.38 |
21.10 |
21.11 |
-0.56 |
14,301 |
22,922 |
-4,660 |
Jan05 |
041124 |
21.45 |
21.55 |
21.10 |
21.18 |
-0.63 |
12,968 |
39,551 |
+3,854 |
Mar05 |
041124 |
21.60 |
21.68 |
21.25 |
21.28 |
-0.66 |
3,007 |
32,169 |
+66 |
May05 |
041124 |
21.75 |
21.80 |
21.35 |
21.37 |
-0.69 |
1,156 |
17,922 |
-56 |
Jul05 |
041124 |
21.85 |
21.93 |
21.55 |
21.55 |
-0.59 |
1,873 |
17,687 |
+202 |
Aug05 |
041124 |
21.90 |
21.92 |
21.65 |
21.65 |
-0.52 |
41 |
6,064 |
-12 |
Sep05 |
041124 |
21.95 |
21.95 |
21.65 |
21.65 |
-0.55 |
145 |
3,380 |
-134 |
Oct05 |
041124 |
22.00 |
22.00 |
21.70 |
21.70 |
-0.50 |
13 |
2,415 |
+9 |
Total Volume and Open Interest |
33,791 |
149,533 |
-575 |
Canola(WCE) |
Jan05 |
041124 |
291.0 |
293.0 |
289.5 |
289.7 |
-4.5 |
1,421 |
46,132 |
-492 |
Mar05 |
041124 |
295.0 |
296.7 |
293.9 |
293.9 |
-5.3 |
207 |
9,333 |
+67 |
May05 |
041124 |
298.6 |
298.6 |
298.6 |
298.6 |
-4.9 |
67 |
1,011 |
+0 |
Jul05 |
041124 |
304.0 |
304.0 |
304.0 |
304.0 |
-3.0 |
0 |
519 |
+0 |
Sep05 |
041124 |
305.0 |
305.0 |
305.0 |
305.0 |
unch |
|
|
|
Total Volume and Open Interest |
1,705 |
69,025 |
-803 |
Corn(CBOT) |
Dec04 |
041124 |
198.00 |
198.75 |
197.50 |
197.75 |
-0.25 |
54,849 |
148,272 |
-23,725 |
Mar05 |
041124 |
208.25 |
209.00 |
208.00 |
208.25 |
unch |
42,670 |
297,650 |
+13,175 |
May05 |
041124 |
216.00 |
216.50 |
215.50 |
215.75 |
unch |
7,859 |
66,714 |
+2,316 |
Jul05 |
041124 |
223.25 |
223.75 |
222.75 |
223.00 |
-0.25 |
4,729 |
67,566 |
-318 |
Sep05 |
041124 |
231.00 |
231.50 |
230.75 |
231.00 |
unch |
743 |
17,208 |
-35 |
Dec05 |
041124 |
239.75 |
240.50 |
239.75 |
240.25 |
unch |
2,678 |
41,810 |
+373 |
Total Volume and Open Interest |
113,622 |
642,125 |
-8,158 |
Wheat(CBOT) |
Dec04 |
041124 |
300.75 |
302.00 |
298.50 |
299.25 |
-1.25 |
19,815 |
32,806 |
-8,050 |
Mar05 |
041124 |
311.50 |
312.75 |
308.00 |
310.00 |
-1.00 |
27,665 |
116,206 |
+5,613 |
May05 |
041124 |
318.50 |
319.50 |
316.00 |
316.75 |
-1.50 |
4,650 |
13,268 |
+620 |
Jul05 |
041124 |
326.50 |
327.00 |
323.00 |
324.50 |
-1.25 |
2,026 |
10,912 |
-257 |
Sep05 |
041124 |
332.00 |
332.50 |
330.50 |
332.00 |
-0.50 |
104 |
333 |
+33 |
Total Volume and Open Interest |
55,555 |
180,676 |
-1,852 |
Wheat(KCBT) |
Dec04 |
041124 |
346.00 |
346.50 |
342.50 |
344.75 |
-1.75 |
7,254 |
13,200 |
-1,387 |
Mar05 |
041124 |
338.50 |
339.50 |
337.00 |
338.50 |
+1.00 |
15,072 |
40,081 |
+4,261 |
May05 |
041124 |
337.50 |
338.00 |
336.00 |
337.75 |
+2.75 |
768 |
5,259 |
+162 |
Jul05 |
041124 |
336.00 |
336.25 |
334.75 |
335.75 |
+0.75 |
1,626 |
9,277 |
+184 |
Sep05 |
041124 |
340.00 |
341.50 |
340.00 |
341.50 |
+1.50 |
114 |
1,527 |
+95 |
Total Volume and Open Interest |
24,976 |
69,841 |
+3,360 |
Wheat(MGE) |
Dec04 |
041124 |
349.50 |
350.50 |
345.75 |
346.75 |
-3.00 |
4,033 |
7,337 |
-2,151 |
Mar05 |
041124 |
357.00 |
357.00 |
352.50 |
353.50 |
-2.50 |
4,292 |
17,242 |
+457 |
May05 |
041124 |
360.50 |
361.25 |
356.50 |
358.00 |
-1.50 |
550 |
5,548 |
-25 |
Jul05 |
041124 |
360.00 |
361.00 |
360.00 |
361.00 |
-1.00 |
163 |
2,449 |
+27 |
Sep05 |
041124 |
360.00 |
360.00 |
357.50 |
357.50 |
-1.50 |
81 |
1,027 |
-23 |
Total Volume and Open Interest |
9,163 |
33,852 |
-1,692 |
Oats(CBOT) |
Dec04 |
041124 |
150.00 |
152.00 |
149.25 |
150.75 |
+0.50 |
1,818 |
2,822 |
-978 |
Mar05 |
041124 |
152.25 |
153.50 |
150.50 |
152.00 |
unch |
1,523 |
4,768 |
+686 |
May05 |
041124 |
155.50 |
155.50 |
155.50 |
155.50 |
unch |
46 |
240 |
+25 |
Jul05 |
041124 |
162.50 |
162.50 |
161.00 |
161.00 |
+0.50 |
4 |
51 |
+3 |
Total Volume and Open Interest |
3,391 |
7,885 |
-264 |
Rough Rice(CBOT) |
Jan05 |
041124 |
7.13 |
7.15 |
7.10 |
7.12 |
-0.04 |
112 |
3,276 |
+0 |
Mar05 |
041124 |
7.32 |
7.33 |
7.31 |
7.31 |
-0.05 |
19 |
898 |
+14 |
May05 |
041124 |
7.51 |
7.51 |
7.51 |
7.51 |
-0.05 |
0 |
256 |
+0 |
Jul05 |
041124 |
7.69 |
7.69 |
7.69 |
7.69 |
-0.05 |
0 |
54 |
+0 |
Total Volume and Open Interest |
131 |
4,486 |
+14 |
Live Cattle(CME) |
Dec04 |
041124 |
88.000 |
90.150 |
87.900 |
89.900 |
+2.650 |
10,038 |
22,362 |
-1,808 |
Feb05 |
041124 |
88.450 |
90.000 |
88.350 |
89.950 |
+2.100 |
11,411 |
58,705 |
+698 |
Apr05 |
041124 |
85.300 |
86.000 |
84.900 |
85.950 |
+1.600 |
3,787 |
13,898 |
+351 |
Jun05 |
041124 |
80.450 |
81.250 |
80.250 |
81.200 |
+1.300 |
1,693 |
9,316 |
+278 |
Aug05 |
041124 |
80.000 |
81.000 |
80.000 |
81.000 |
+1.250 |
736 |
6,229 |
+105 |
Oct05 |
041124 |
80.950 |
81.700 |
80.950 |
81.650 |
+0.850 |
930 |
3,806 |
+536 |
Total Volume and Open Interest |
29,000 |
116,244 |
+477 |
Feeder Cattle(CME) |
Jan05 |
041124 |
101.750 |
102.725 |
101.050 |
102.275 |
+2.550 |
2,142 |
8,283 |
+15 |
Mar05 |
041124 |
98.250 |
98.900 |
97.700 |
98.550 |
+2.100 |
566 |
2,908 |
+128 |
Apr05 |
041124 |
97.450 |
98.100 |
97.000 |
97.125 |
+1.775 |
454 |
1,810 |
+248 |
May05 |
041124 |
97.000 |
97.750 |
97.000 |
97.300 |
+1.775 |
399 |
1,605 |
+33 |
Aug05 |
041124 |
100.000 |
101.000 |
99.600 |
100.050 |
+1.250 |
63 |
409 |
+50 |
Sep05 |
041124 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
Oct05 |
041124 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,624 |
15,017 |
+474 |
Lean Hogs(CME) |
Dec04 |
041124 |
75.850 |
76.950 |
75.700 |
76.550 |
+0.450 |
4,888 |
20,080 |
-1,184 |
Feb05 |
041124 |
74.100 |
75.350 |
74.100 |
75.275 |
+0.850 |
6,003 |
54,430 |
+2,216 |
Apr05 |
041124 |
70.500 |
71.775 |
70.450 |
71.725 |
+0.825 |
654 |
12,721 |
+273 |
May05 |
041124 |
69.750 |
70.650 |
69.700 |
70.625 |
-0.025 |
83 |
2,037 |
+34 |
Jun05 |
041124 |
73.425 |
74.200 |
73.250 |
74.150 |
-0.075 |
365 |
6,756 |
+28 |
Jul05 |
041124 |
69.500 |
70.450 |
69.400 |
70.350 |
-0.100 |
46 |
1,494 |
-3 |
Aug05 |
041124 |
66.400 |
66.600 |
65.500 |
66.600 |
+0.100 |
18 |
941 |
-3 |
Oct05 |
041124 |
57.400 |
58.000 |
57.100 |
58.000 |
-0.050 |
16 |
364 |
+1 |
Total Volume and Open Interest |
12,086 |
98,965 |
+1,369 |
Pork Bellies(CME) |
Feb05 |
041124 |
101.250 |
101.800 |
100.400 |
101.150 |
+0.400 |
321 |
1,454 |
+49 |
Mar05 |
041124 |
100.300 |
100.300 |
100.300 |
100.300 |
+0.550 |
0 |
24 |
+0 |
May05 |
041124 |
100.100 |
100.100 |
100.100 |
100.100 |
+0.050 |
0 |
24 |
+0 |
Jul05 |
041124 |
101.950 |
101.950 |
101.950 |
101.950 |
+0.050 |
0 |
13 |
+0 |
Aug05 |
041124 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
321 |
1,516 |
+49 |
Class III Milk(CME) |
Nov04 |
041124 |
14.92 |
14.92 |
14.90 |
14.92 |
+0.01 |
14 |
3,969 |
-4 |
Dec04 |
041124 |
16.24 |
16.72 |
16.20 |
16.67 |
+0.43 |
764 |
4,425 |
+14 |
Jan05 |
041124 |
14.39 |
14.70 |
14.39 |
14.66 |
+0.23 |
428 |
2,619 |
+97 |
Feb05 |
041124 |
13.15 |
13.35 |
13.15 |
13.35 |
+0.20 |
46 |
2,123 |
+16 |
Mar05 |
041124 |
12.65 |
12.89 |
12.65 |
12.89 |
+0.24 |
86 |
2,428 |
+31 |
Total Volume and Open Interest |
1,385 |
23,891 |
+183 |
Cocoa(ICE) |
Dec04 |
041124 |
1580 |
1610 |
1580 |
1610 |
+17 |
12 |
338 |
+0 |
Mar05 |
041124 |
1595 |
1605 |
1582 |
1600 |
+5 |
5,120 |
51,417 |
-335 |
May05 |
041124 |
1596 |
1605 |
1595 |
1605 |
+2 |
573 |
12,086 |
+160 |
Jul05 |
041124 |
1613 |
1615 |
1603 |
1612 |
+4 |
499 |
11,150 |
+23 |
Sep05 |
041124 |
1606 |
1617 |
1606 |
1617 |
+4 |
142 |
9,441 |
+49 |
Dec05 |
041124 |
1610 |
1620 |
1610 |
1620 |
+5 |
27 |
8,467 |
+0 |
Mar06 |
041124 |
1624 |
1624 |
1624 |
1624 |
+5 |
90 |
11,213 |
+25 |
Total Volume and Open Interest |
6,436 |
117,133 |
-78 |
Coffee "C"(ICE) |
Dec04 |
041124 |
90.00 |
90.00 |
87.40 |
88.90 |
-0.35 |
914 |
2,123 |
-215 |
Mar05 |
041124 |
92.00 |
92.40 |
90.80 |
91.95 |
-1.00 |
9,843 |
71,413 |
+800 |
May05 |
041124 |
94.10 |
94.10 |
92.50 |
93.70 |
-1.00 |
973 |
8,547 |
+87 |
Jul05 |
041124 |
95.80 |
95.80 |
94.20 |
95.40 |
-1.00 |
515 |
3,075 |
+236 |
Sep05 |
041124 |
97.50 |
97.50 |
95.80 |
97.10 |
-1.00 |
100 |
2,066 |
+14 |
Dec05 |
041124 |
100.00 |
100.00 |
99.85 |
99.85 |
-1.00 |
3 |
802 |
-1 |
Total Volume and Open Interest |
12,352 |
88,424 |
+925 |
Orange Juice(ICE) |
Jan05 |
041124 |
76.30 |
77.70 |
76.05 |
77.00 |
+0.85 |
1,155 |
14,890 |
-208 |
Mar05 |
041124 |
78.00 |
79.50 |
77.80 |
78.90 |
+1.00 |
462 |
11,394 |
+178 |
May05 |
041124 |
80.40 |
81.45 |
80.30 |
81.45 |
+0.85 |
41 |
4,882 |
+20 |
Jul05 |
041124 |
82.95 |
82.95 |
82.95 |
82.95 |
+0.85 |
9 |
633 |
+5 |
Sep05 |
041124 |
84.45 |
84.45 |
84.45 |
84.45 |
+0.85 |
0 |
86 |
+0 |
Nov05 |
041124 |
85.95 |
85.95 |
85.95 |
85.95 |
+0.85 |
50 |
525 |
+0 |
Total Volume and Open Interest |
1,667 |
32,457 |
-5 |
Sugar #11(ICE) |
Mar05 |
041124 |
8.85 |
8.98 |
8.81 |
8.97 |
+0.11 |
10,591 |
206,480 |
-534 |
May05 |
041124 |
8.99 |
9.13 |
8.96 |
9.13 |
+0.13 |
2,481 |
40,153 |
-418 |
Jul05 |
041124 |
8.81 |
8.94 |
8.79 |
8.94 |
+0.12 |
1,013 |
23,784 |
+188 |
Oct05 |
041124 |
8.80 |
8.92 |
8.78 |
8.92 |
+0.11 |
777 |
21,197 |
-62 |
Mar06 |
041124 |
8.72 |
8.83 |
8.70 |
8.83 |
+0.11 |
251 |
8,978 |
+190 |
Total Volume and Open Interest |
15,138 |
305,115 |
-629 |
Sugar #14(ICE) |
Jan05 |
041124 |
20.45 |
20.45 |
20.45 |
20.45 |
unch |
355 |
1,344 |
+88 |
Mar05 |
041124 |
20.45 |
20.47 |
20.45 |
20.47 |
-0.01 |
271 |
3,530 |
+65 |
May05 |
041124 |
20.57 |
20.59 |
20.57 |
20.59 |
+0.01 |
116 |
2,090 |
+20 |
Jul05 |
041124 |
20.78 |
20.79 |
20.78 |
20.79 |
+0.01 |
86 |
1,637 |
-1 |
Sep05 |
041124 |
20.83 |
20.86 |
20.80 |
20.86 |
+0.01 |
55 |
2,387 |
+5 |
Total Volume and Open Interest |
893 |
11,633 |
+181 |
London Cocoa(LCE) |
Dec04 |
041125 |
874 |
883 |
873 |
873 |
unch |
1,483 |
38,745 |
-438 |
Mar05 |
041125 |
892 |
900 |
890 |
890 |
-1 |
2,700 |
61,960 |
+261 |
May05 |
041125 |
907 |
909 |
901 |
901 |
-1 |
714 |
18,970 |
-396 |
Jul05 |
041125 |
922 |
928 |
918 |
918 |
unch |
99 |
16,254 |
+43 |
Sep05 |
041125 |
945 |
948 |
938 |
938 |
unch |
410 |
38,822 |
+239 |
Dec05 |
041125 |
929 |
929 |
920 |
920 |
unch |
497 |
32,113 |
+301 |
Mar06 |
041125 |
930 |
930 |
925 |
925 |
unch |
66 |
4,163 |
+8 |
Total Volume and Open Interest |
5,969 |
211,469 |
+18 |
London Coffee(LCE) |
Nov04 |
041125 |
669.00 |
675.00 |
669.00 |
672.00 |
+4.00 |
116 |
3,688 |
+0 |
Jan05 |
041125 |
678.00 |
691.00 |
678.00 |
690.00 |
+4.00 |
4,221 |
59,481 |
+1,040 |
Mar05 |
041125 |
703.00 |
714.00 |
702.00 |
713.00 |
+5.00 |
1,641 |
53,715 |
-83 |
May05 |
041125 |
726.00 |
733.00 |
726.00 |
732.00 |
+4.00 |
44 |
34,211 |
+7 |
Jul05 |
041125 |
751.00 |
751.00 |
750.00 |
750.00 |
+4.00 |
48 |
9,376 |
+1 |
Sep05 |
041125 |
767.00 |
767.00 |
767.00 |
767.00 |
+5.00 |
36 |
5,541 |
+28 |
Total Volume and Open Interest |
6,106 |
168,055 |
+993 |
London Sugar(LCE) |
Mar05 |
041125 |
256.50 |
257.00 |
256.20 |
256.70 |
+1.40 |
3,635 |
25,690 |
-1,199 |
May05 |
041125 |
264.50 |
264.90 |
263.70 |
264.20 |
+0.90 |
582 |
11,588 |
+230 |
Aug05 |
041125 |
264.00 |
264.00 |
263.10 |
263.10 |
+0.50 |
215 |
5,166 |
+127 |
Oct05 |
041125 |
264.00 |
264.00 |
264.00 |
264.00 |
+0.50 |
33 |
3,149 |
+5 |
Dec05 |
041125 |
263.60 |
263.60 |
263.60 |
263.60 |
+0.50 |
0 |
1,738 |
+0 |
Total Volume and Open Interest |
4,540 |
48,880 |
-837 |
Cotton(ICE) |
Dec04 |
041124 |
48.80 |
49.15 |
48.40 |
48.40 |
-0.60 |
1,275 |
2,358 |
-912 |
Mar05 |
041124 |
43.40 |
43.53 |
42.75 |
42.92 |
-0.63 |
6,188 |
53,286 |
-439 |
May05 |
041124 |
43.80 |
43.90 |
43.25 |
43.34 |
-0.66 |
843 |
9,093 |
+159 |
Jul05 |
041124 |
44.31 |
44.31 |
43.78 |
43.80 |
-0.71 |
627 |
10,027 |
-3 |
Oct05 |
041124 |
45.90 |
45.90 |
45.90 |
45.90 |
-0.50 |
0 |
134 |
+0 |
Dec05 |
041124 |
47.30 |
47.40 |
46.80 |
46.80 |
-0.50 |
166 |
5,594 |
+2 |
Total Volume and Open Interest |
9,128 |
81,787 |
-1,188 |
Lumber(CME) |
Jan05 |
041124 |
326.5 |
330.0 |
326.1 |
329.3 |
+1.5 |
583 |
2,687 |
+36 |
Mar05 |
041124 |
332.5 |
337.5 |
332.5 |
337.1 |
+1.8 |
124 |
505 |
-24 |
May05 |
041124 |
338.3 |
339.4 |
337.7 |
339.4 |
+1.0 |
21 |
134 |
+7 |
Jul05 |
041124 |
343.9 |
343.9 |
343.9 |
343.9 |
-0.9 |
3 |
43 |
+2 |
Total Volume and Open Interest |
731 |
3,369 |
+21 |
Crude Oil(NYM) |
Jan05 |
041124 |
48.70 |
49.60 |
47.80 |
49.44 |
+0.50 |
96,048 |
211,580 |
-238 |
Feb05 |
041124 |
48.80 |
49.65 |
48.00 |
49.45 |
+0.33 |
38,101 |
65,071 |
+2,061 |
Mar05 |
041124 |
48.75 |
49.65 |
48.10 |
49.37 |
+0.31 |
16,966 |
47,099 |
+1,891 |
Apr05 |
041124 |
48.40 |
49.15 |
47.75 |
49.04 |
+0.29 |
10,261 |
34,502 |
+1,913 |
May05 |
041124 |
48.05 |
48.65 |
47.56 |
48.56 |
+0.28 |
5,737 |
19,671 |
+1,321 |
Jun05 |
041124 |
47.60 |
48.20 |
47.06 |
48.06 |
+0.27 |
10,950 |
34,416 |
-865 |
Jul05 |
041124 |
47.05 |
47.57 |
46.57 |
47.57 |
+0.26 |
5,148 |
15,309 |
+2,024 |
Aug05 |
041124 |
47.00 |
47.10 |
46.10 |
47.10 |
+0.25 |
601 |
10,412 |
+302 |
Sep05 |
041124 |
46.10 |
46.64 |
45.64 |
46.64 |
+0.24 |
750 |
13,296 |
-53 |
Oct05 |
041124 |
45.65 |
46.20 |
45.20 |
46.20 |
+0.23 |
167 |
6,953 |
+69 |
Nov05 |
041124 |
45.81 |
45.81 |
45.81 |
45.81 |
+0.22 |
204 |
13,342 |
+187 |
Dec05 |
041124 |
44.95 |
45.80 |
44.40 |
45.45 |
+0.21 |
3,684 |
55,248 |
+867 |
Jan06 |
041124 |
45.07 |
45.07 |
45.07 |
45.07 |
+0.20 |
675 |
8,155 |
-25 |
Feb06 |
041124 |
44.72 |
44.72 |
44.72 |
44.72 |
+0.19 |
1,375 |
4,349 |
+0 |
Mar06 |
041124 |
44.40 |
44.40 |
44.40 |
44.40 |
+0.18 |
450 |
8,194 |
+0 |
Apr06 |
041124 |
44.11 |
44.11 |
44.11 |
44.11 |
+0.17 |
150 |
4,180 |
-61 |
Total Volume and Open Interest |
196,057 |
692,591 |
+11,616 |
Heating Oil(NYM) |
Dec04 |
041124 |
144.20 |
146.20 |
140.50 |
145.16 |
+0.58 |
29,288 |
18,436 |
-10,162 |
Jan05 |
041124 |
145.25 |
147.80 |
142.00 |
146.67 |
+0.88 |
26,021 |
71,473 |
+5,329 |
Feb05 |
041124 |
143.50 |
146.00 |
141.45 |
145.37 |
+1.03 |
6,484 |
26,790 |
+1,091 |
Mar05 |
041124 |
138.40 |
140.10 |
136.80 |
140.07 |
+1.18 |
2,367 |
17,065 |
+674 |
Apr05 |
041124 |
131.30 |
133.00 |
130.50 |
132.92 |
+1.03 |
1,075 |
7,072 |
+490 |
May05 |
041124 |
126.00 |
128.10 |
126.00 |
127.92 |
+1.03 |
452 |
5,265 |
+14 |
Jun05 |
041124 |
122.60 |
125.12 |
122.60 |
125.12 |
+1.03 |
473 |
7,526 |
+106 |
Jul05 |
041124 |
121.40 |
123.92 |
121.40 |
123.92 |
+1.08 |
198 |
4,464 |
+68 |
Aug05 |
041124 |
124.00 |
124.00 |
123.72 |
123.72 |
+1.08 |
61 |
1,980 |
+0 |
Sep05 |
041124 |
124.27 |
124.27 |
124.27 |
124.27 |
+1.08 |
35 |
2,992 |
+5 |
Oct05 |
041124 |
124.97 |
124.97 |
124.97 |
124.97 |
+1.08 |
1 |
357 |
+0 |
Nov05 |
041124 |
125.67 |
125.67 |
125.67 |
125.67 |
+1.08 |
9 |
467 |
+9 |
Total Volume and Open Interest |
66,768 |
174,879 |
-2,164 |
Gasoline(NYMEX) |
Dec04 |
041124 |
129.50 |
130.50 |
126.40 |
129.57 |
-1.06 |
22,584 |
18,941 |
-5,382 |
Jan05 |
041124 |
130.40 |
131.95 |
128.00 |
131.25 |
-0.57 |
17,824 |
54,351 |
+3,683 |
Feb05 |
041124 |
131.30 |
132.50 |
131.00 |
132.25 |
-0.37 |
1,934 |
14,468 |
+393 |
Mar05 |
041124 |
130.30 |
133.05 |
130.30 |
133.05 |
-0.27 |
1,289 |
7,094 |
+388 |
Apr05 |
041124 |
139.20 |
140.20 |
137.40 |
139.85 |
-0.17 |
3,414 |
16,405 |
+908 |
May05 |
041124 |
139.00 |
140.00 |
139.00 |
139.70 |
-0.02 |
1,222 |
12,862 |
+141 |
Jun05 |
041124 |
138.80 |
138.80 |
138.65 |
138.65 |
+0.13 |
368 |
6,714 |
+132 |
Jul05 |
041124 |
136.70 |
136.70 |
136.70 |
136.70 |
+0.28 |
100 |
3,977 |
-6 |
Aug05 |
041124 |
133.95 |
133.95 |
133.95 |
133.95 |
+0.38 |
120 |
1,954 |
+62 |
Sep05 |
041124 |
130.60 |
130.60 |
130.60 |
130.60 |
+0.48 |
55 |
5,866 |
+0 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Dec04 |
041124 |
6.680 |
8.639 |
6.660 |
7.976 |
+1.183 |
31,705 |
18,614 |
-10,054 |
Jan05 |
041124 |
7.530 |
8.700 |
7.450 |
8.639 |
+1.018 |
16,234 |
61,142 |
+516 |
Feb05 |
041124 |
7.660 |
8.750 |
7.640 |
8.709 |
+0.978 |
3,628 |
29,271 |
+8 |
Mar05 |
041124 |
7.500 |
8.400 |
7.460 |
8.359 |
+0.823 |
4,692 |
30,064 |
+455 |
Apr05 |
041124 |
6.740 |
7.250 |
6.720 |
7.249 |
+0.508 |
2,323 |
20,990 |
+72 |
May05 |
041124 |
6.610 |
7.080 |
6.600 |
7.019 |
+0.418 |
1,010 |
18,626 |
+10 |
Jun05 |
041124 |
6.610 |
7.060 |
6.610 |
7.049 |
+0.413 |
390 |
11,865 |
+4 |
Jul05 |
041124 |
6.660 |
7.400 |
6.650 |
7.079 |
+0.408 |
436 |
15,011 |
-19 |
Aug05 |
041124 |
6.690 |
7.250 |
6.680 |
7.094 |
+0.403 |
219 |
11,748 |
+11 |
Sep05 |
041124 |
6.660 |
7.100 |
6.660 |
7.069 |
+0.398 |
219 |
11,300 |
-79 |
Oct05 |
041124 |
6.690 |
7.089 |
6.690 |
7.089 |
+0.395 |
2,836 |
20,603 |
+2,126 |
Nov05 |
041124 |
6.980 |
7.364 |
6.970 |
7.364 |
+0.389 |
294 |
10,117 |
-82 |
Dec05 |
041124 |
7.270 |
7.639 |
7.260 |
7.639 |
+0.383 |
3,040 |
11,977 |
+1,325 |
Jan06 |
041124 |
7.480 |
7.839 |
7.450 |
7.839 |
+0.373 |
271 |
12,134 |
+22 |
Feb06 |
041124 |
7.470 |
7.829 |
7.470 |
7.829 |
+0.369 |
48 |
8,363 |
+12 |
Mar06 |
041124 |
7.260 |
7.604 |
7.260 |
7.604 |
+0.359 |
60 |
9,717 |
+11 |
Total Volume and Open Interest |
68,715 |
378,725 |
-5,488 |
Brent Crude Oil(ICE) |
Jan05 |
041124 |
44.30 |
44.95 |
43.50 |
44.82 |
+0.37 |
38,756 |
62,290 |
-833 |
Feb05 |
041124 |
45.20 |
45.72 |
44.30 |
45.62 |
+0.34 |
25,788 |
71,921 |
-608 |
Mar05 |
041124 |
45.14 |
45.65 |
44.30 |
45.62 |
+0.37 |
8,540 |
24,551 |
-812 |
Apr05 |
041124 |
44.85 |
45.46 |
44.12 |
45.43 |
+0.40 |
3,564 |
15,656 |
-1,217 |
May05 |
041124 |
44.59 |
45.18 |
44.50 |
45.15 |
+0.40 |
1,430 |
9,696 |
-303 |
Jun05 |
041124 |
44.30 |
44.86 |
43.74 |
44.86 |
+0.39 |
5,370 |
18,504 |
-1,695 |
Jul05 |
041124 |
44.52 |
44.52 |
44.52 |
44.52 |
+0.39 |
300 |
5,333 |
-56 |
Aug05 |
041124 |
44.19 |
44.19 |
44.19 |
44.19 |
+0.39 |
0 |
2,628 |
+0 |
Sep05 |
041124 |
43.86 |
43.86 |
43.86 |
43.86 |
+0.39 |
0 |
6,184 |
-200 |
Oct05 |
041124 |
43.53 |
43.53 |
43.53 |
43.53 |
+0.39 |
100 |
2,000 |
+50 |
Nov05 |
041124 |
42.31 |
43.20 |
42.20 |
43.20 |
+0.39 |
0 |
2,772 |
+0 |
Dec05 |
041124 |
42.40 |
42.87 |
41.90 |
42.87 |
+0.39 |
1,200 |
40,758 |
-1,146 |
Total Volume and Open Interest |
85,323 |
316,328 |
-6,740 |
Gas Oil(ICE) |
Dec04 |
041125 |
446.50 |
450.25 |
444.50 |
446.50 |
+1.00 |
8,640 |
42,193 |
+761 |
Jan05 |
041125 |
437.00 |
441.50 |
436.50 |
437.50 |
unch |
5,931 |
36,864 |
+3,394 |
Feb05 |
041125 |
430.50 |
431.00 |
428.50 |
428.50 |
+5.25 |
1,105 |
12,941 |
+910 |
Mar05 |
041125 |
419.00 |
419.00 |
416.75 |
416.75 |
+5.75 |
5 |
6,924 |
-300 |
Apr05 |
041125 |
405.25 |
405.25 |
405.25 |
405.25 |
+6.25 |
0 |
7,143 |
+100 |
May05 |
041125 |
397.50 |
397.50 |
397.50 |
397.50 |
+6.50 |
0 |
3,478 |
+0 |
Jun05 |
041125 |
393.25 |
393.25 |
393.25 |
393.25 |
+6.75 |
0 |
10,809 |
+225 |
Jul05 |
041125 |
391.50 |
391.50 |
391.50 |
391.50 |
+6.50 |
0 |
999 |
+0 |
Aug05 |
041125 |
390.00 |
390.00 |
390.00 |
390.00 |
+6.50 |
0 |
1,586 |
+0 |
Sep05 |
041125 |
388.75 |
388.75 |
388.75 |
388.75 |
+6.50 |
0 |
4,839 |
+0 |
Total Volume and Open Interest |
15,886 |
149,624 |
+6,190 |
US Dollar Index(ICE) |
Dec04 |
041124 |
82.930 |
82.980 |
82.380 |
82.460 |
-0.530 |
2,721 |
24,423 |
-1,466 |
Mar05 |
041124 |
82.960 |
82.960 |
82.510 |
82.590 |
-0.540 |
226 |
3,136 |
-24 |
Jun05 |
041124 |
82.700 |
82.800 |
82.700 |
82.700 |
-0.560 |
0 |
15 |
+0 |
Total Volume and Open Interest |
2,948 |
27,580 |
-1,491 |
Australian Dollar(CME) |
Dec04 |
041124 |
78.68 |
78.85 |
78.50 |
78.60 |
+0.15 |
1,905 |
68,397 |
-138 |
Mar05 |
041124 |
78.18 |
78.18 |
78.03 |
78.03 |
+0.15 |
53 |
1,244 |
+127 |
Jun05 |
041124 |
77.55 |
77.55 |
77.53 |
77.53 |
+0.15 |
0 |
274 |
+0 |
Total Volume and Open Interest |
1,958 |
70,137 |
-11 |
British Pound(CME) |
Dec04 |
041124 |
187.69 |
187.98 |
187.55 |
187.88 |
+1.37 |
5,765 |
96,479 |
+4,202 |
Mar05 |
041124 |
186.54 |
187.00 |
186.54 |
186.75 |
+1.37 |
30 |
588 |
+25 |
Jun05 |
041124 |
185.75 |
185.75 |
185.75 |
185.75 |
+1.37 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,795 |
97,094 |
+4,227 |
Canadian Dollar(CME) |
Dec04 |
041124 |
84.64 |
84.87 |
84.57 |
84.80 |
+0.56 |
4,492 |
97,068 |
-1,790 |
Mar05 |
041124 |
84.57 |
84.78 |
84.52 |
84.74 |
+0.56 |
298 |
5,372 |
+175 |
Jun05 |
041124 |
84.68 |
84.72 |
84.50 |
84.72 |
+0.56 |
13 |
1,892 |
+15 |
Sep05 |
041124 |
84.55 |
84.72 |
84.55 |
84.72 |
+0.56 |
0 |
704 |
+0 |
Total Volume and Open Interest |
4,803 |
105,371 |
-1,600 |
Japanese Yen(CME) |
Dec04 |
041124 |
97.38 |
97.62 |
97.17 |
97.26 |
+0.43 |
6,073 |
188,627 |
-3,511 |
Mar05 |
041124 |
98.02 |
98.10 |
97.78 |
97.87 |
+0.44 |
49 |
1,639 |
+22 |
Jun05 |
041124 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.46 |
0 |
88 |
+0 |
Total Volume and Open Interest |
6,122 |
190,372 |
-3,489 |
Swiss Franc(CME) |
Dec04 |
041124 |
86.90 |
87.40 |
86.88 |
87.26 |
+0.90 |
5,658 |
76,566 |
+795 |
Mar05 |
041124 |
87.29 |
87.70 |
87.26 |
87.62 |
+0.91 |
30 |
746 |
+25 |
Jun05 |
041124 |
87.55 |
87.99 |
87.55 |
87.99 |
+0.92 |
0 |
70 |
+0 |
Total Volume and Open Interest |
5,688 |
77,383 |
+820 |
EuroFX(CME) |
Dec04 |
041124 |
131.47 |
131.78 |
131.41 |
131.67 |
+0.88 |
12,506 |
229,347 |
+1,915 |
Mar05 |
041124 |
131.57 |
131.85 |
131.55 |
131.75 |
+0.88 |
271 |
3,827 |
+118 |
Jun05 |
041124 |
131.89 |
131.94 |
131.86 |
131.94 |
+0.89 |
12 |
393 |
+12 |
Total Volume and Open Interest |
12,889 |
233,859 |
+2,145 |
Mexican Peso(CME) |
Dec04 |
041124 |
881.2 |
887.2 |
881.2 |
884.0 |
+5.2 |
4,250 |
79,394 |
+488 |
Jan05 |
041124 |
878.0 |
878.2 |
878.0 |
878.2 |
+5.2 |
0 |
30 |
+0 |
Total Volume and Open Interest |
4,364 |
81,542 |
+506 |
30-Year T-Bonds(CBOT) |
Dec04 |
041124 |
113~060 |
113~160 |
113~040 |
113~060 |
-0~020 |
455,369 |
527,368 |
-57,765 |
Mar05 |
041124 |
112~060 |
112~150 |
112~060 |
112~080 |
-0~010 |
169,353 |
145,469 |
+61,695 |
Jun05 |
041124 |
111~150 |
111~160 |
111~100 |
111~110 |
-0~010 |
812 |
1,144 |
+260 |
Total Volume and Open Interest |
625,536 |
673,985 |
+4,192 |
10-Year T-Notes(CBOT) |
Dec04 |
041124 |
112~095 |
112~145 |
112~050 |
112~080 |
-0~025 |
1,041,465 |
1,375,122 |
-116,620 |
Mar05 |
041124 |
111~210 |
111~265 |
111~180 |
111~205 |
-0~030 |
294,602 |
423,583 |
+139,465 |
Jun05 |
041124 |
110~240 |
110~265 |
110~240 |
110~245 |
-0~030 |
21 |
5,941 |
+0 |
Total Volume and Open Interest |
1,336,069 |
1,804,646 |
+22,845 |
5-Year T-Notes(CBOT) |
Dec04 |
041124 |
110~026 |
110~032 |
110~008 |
110~010 |
-0~016 |
430,443 |
1,032,021 |
-28,765 |
Mar05 |
041124 |
109~052 |
109~052 |
109~032 |
109~034 |
-0~016 |
82,118 |
343,910 |
+36,688 |
Jun05 |
041124 |
108~104 |
108~104 |
108~104 |
108~104 |
-0~018 |
100 |
1,335 |
+100 |
Total Volume and Open Interest |
512,661 |
1,335 |
+100 |
2 Year T-Notes(CBOT) |
Dec04 |
041124 |
105~022 |
105~022 |
105~014 |
105~014 |
-0~008 |
22,127 |
185,213 |
-27,562 |
Mar05 |
041124 |
104~104 |
104~104 |
104~094 |
104~094 |
-0~010 |
21,750 |
52,654 |
+28,617 |
Total Volume and Open Interest |
43,877 |
237,867 |
+1,055 |
Eurodollars(CME) |
Dec04 |
041124 |
97.525 |
97.530 |
97.522 |
97.527 |
+0.002 |
34,370 |
993,231 |
-20,904 |
Mar05 |
041124 |
97.120 |
97.130 |
97.105 |
97.120 |
unch |
45,974 |
986,716 |
+16,601 |
Jun05 |
041124 |
96.840 |
96.845 |
96.825 |
96.835 |
-0.010 |
35,838 |
951,502 |
+7,622 |
Sep05 |
041124 |
96.630 |
96.635 |
96.605 |
96.610 |
-0.025 |
28,972 |
802,277 |
-22 |
Dec05 |
041124 |
96.455 |
96.455 |
96.415 |
96.420 |
-0.040 |
37,447 |
620,564 |
+5,038 |
Mar06 |
041124 |
96.330 |
96.330 |
96.285 |
96.290 |
-0.050 |
28,046 |
467,251 |
+10,769 |
Jun06 |
041124 |
96.230 |
96.230 |
96.175 |
96.180 |
-0.060 |
25,128 |
337,351 |
+3,849 |
Sep06 |
041124 |
96.140 |
96.140 |
96.085 |
96.090 |
-0.060 |
28,499 |
276,591 |
+6,107 |
Dec06 |
041124 |
96.055 |
96.055 |
95.995 |
96.000 |
-0.055 |
12,270 |
220,446 |
+659 |
Mar07 |
041124 |
95.970 |
95.970 |
95.925 |
95.925 |
-0.050 |
11,246 |
164,367 |
+1,779 |
Jun07 |
041124 |
95.885 |
95.885 |
95.840 |
95.840 |
-0.045 |
12,051 |
158,388 |
+981 |
Sep07 |
041124 |
95.790 |
95.790 |
95.755 |
95.755 |
-0.040 |
10,385 |
129,106 |
+1,775 |
Dec07 |
041124 |
95.695 |
95.695 |
95.655 |
95.655 |
-0.035 |
5,046 |
92,975 |
+580 |
Mar08 |
041124 |
95.605 |
95.605 |
95.570 |
95.575 |
-0.030 |
3,872 |
83,982 |
+111 |
Jun08 |
041124 |
95.510 |
95.510 |
95.485 |
95.485 |
-0.025 |
5,501 |
84,402 |
-624 |
Sep08 |
041124 |
95.420 |
95.420 |
95.400 |
95.400 |
-0.020 |
3,062 |
83,517 |
+805 |
Dec08 |
041124 |
95.320 |
95.320 |
95.295 |
95.300 |
-0.015 |
3,818 |
64,868 |
+858 |
Mar09 |
041124 |
95.235 |
95.235 |
95.210 |
95.215 |
-0.015 |
4,940 |
52,501 |
-971 |
Total Volume and Open Interest |
345,133 |
6,721,600 |
+35,359 |
30 Day Federal Funds(CBOT) |
Nov04 |
041124 |
98.070 |
98.070 |
98.070 |
98.070 |
unch |
361 |
145,167 |
-2,731 |
Dec04 |
041124 |
97.870 |
97.870 |
97.860 |
97.870 |
unch |
258 |
145,273 |
-202 |
Jan05 |
041124 |
97.760 |
97.760 |
97.760 |
97.760 |
unch |
934 |
122,154 |
+1,961 |
Feb05 |
041124 |
97.540 |
97.540 |
97.540 |
97.540 |
unch |
1,712 |
45,680 |
+3,458 |
Mar05 |
041124 |
97.460 |
97.460 |
97.460 |
97.460 |
unch |
907 |
14,266 |
+638 |
Apr05 |
041124 |
97.320 |
97.320 |
97.320 |
97.320 |
-0.010 |
3 |
4,810 |
+775 |
Total Volume and Open Interest |
4,172 |
478,167 |
+3,899 |
30 Day Fed Funds(e-CBOT) |
Nov04 |
041124 |
98.070 |
98.075 |
98.070 |
98.075 |
unch |
2,803 |
0 |
+0 |
Dec04 |
041124 |
97.870 |
97.870 |
97.865 |
97.870 |
unch |
1,950 |
0 |
+0 |
Jan05 |
041124 |
97.760 |
97.770 |
97.760 |
97.765 |
unch |
7,990 |
0 |
+0 |
Feb05 |
041124 |
97.545 |
97.550 |
97.540 |
97.545 |
unch |
6,710 |
0 |
+0 |
Mar05 |
041124 |
97.465 |
97.465 |
97.460 |
97.465 |
unch |
2,292 |
0 |
+0 |
Apr05 |
041124 |
97.315 |
97.325 |
97.315 |
97.325 |
-0.005 |
1,064 |
0 |
+0 |
Total Volume and Open Interest |
22,809 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041124 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
6 |
20,748 |
-700 |
Mar05 |
041124 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
53,793 |
-633 |
Jun05 |
041124 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
56 |
29,417 |
+3 |
Sep05 |
041124 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
0 |
6,765 |
-1,055 |
Dec05 |
041124 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
229 |
5,042 |
+218 |
Mar06 |
041124 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
7,693 |
+0 |
Jun06 |
041124 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
4,557 |
+0 |
Sep06 |
041124 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
3,109 |
+0 |
Dec06 |
041124 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
0 |
411 |
+0 |
Mar07 |
041124 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
291 |
132,588 |
-2,167 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041125 |
99.92 |
99.92 |
99.92 |
99.92 |
0.00 |
346 |
62,218 |
-1,034 |
Mar05 |
041125 |
99.90 |
99.90 |
99.90 |
99.90 |
0.00 |
2,347 |
96,090 |
+4,997 |
Jun05 |
041125 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
2,753 |
85,744 |
+5,057 |
Sep05 |
041125 |
99.85 |
99.85 |
99.84 |
99.85 |
0.00 |
645 |
43,730 |
+63 |
Dec05 |
041125 |
99.79 |
99.79 |
99.79 |
99.79 |
0.00 |
727 |
36,863 |
+1,216 |
Mar06 |
041125 |
99.72 |
99.72 |
99.71 |
99.71 |
-0.01 |
346 |
28,891 |
+1,308 |
Jun06 |
041125 |
99.63 |
99.64 |
99.62 |
99.63 |
-0.01 |
82 |
13,023 |
+130 |
Sep06 |
041125 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
7,411 |
+5 |
Total Volume and Open Interest |
7,246 |
387,585 |
+11,742 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041125 |
139.12 |
139.16 |
138.83 |
138.97 |
-0.03 |
1,644 |
37,224 |
-735 |
Mar05 |
041125 |
138.09 |
138.09 |
138.09 |
138.09 |
-0.03 |
54 |
91 |
+2 |
Jun05 |
041125 |
138.09 |
138.09 |
138.09 |
138.09 |
-0.03 |
|
|
|
Total Volume and Open Interest |
1,698 |
37,315 |
-733 |
Euro-Bund(EUREX) |
Dec04 |
041125 |
118.35 |
118.48 |
118.10 |
118.35 |
+0.17 |
563,336 |
1,287,881 |
-31,146 |
Mar05 |
041125 |
117.51 |
117.80 |
117.46 |
117.69 |
+0.18 |
16,312 |
109,191 |
+10,552 |
Jun05 |
041125 |
116.80 |
116.83 |
116.00 |
116.75 |
-0.01 |
306 |
250 |
+1 |
Total Volume and Open Interest |
579,954 |
1,397,322 |
-20,593 |
Euro-Bobl(EUREX) |
Dec04 |
041125 |
112.94 |
113.10 |
112.88 |
113.05 |
+0.12 |
428,159 |
855,319 |
-13,728 |
Mar05 |
041125 |
112.67 |
112.84 |
112.67 |
112.81 |
+0.13 |
16,597 |
45,172 |
+6,224 |
Jun05 |
041125 |
112.10 |
112.10 |
112.10 |
112.10 |
+0.12 |
10 |
800 |
+0 |
Total Volume and Open Interest |
444,766 |
901,291 |
-7,504 |
3-Mth Euribor(EUREX) |
Dec04 |
041125 |
97.820 |
97.825 |
97.815 |
97.825 |
+0.010 |
915 |
9,386 |
-151 |
Mar05 |
041125 |
97.775 |
97.785 |
97.770 |
97.785 |
+0.035 |
984 |
6,993 |
+240 |
Jun05 |
041125 |
97.695 |
97.720 |
97.695 |
97.720 |
+0.055 |
211 |
5,223 |
-8 |
Total Volume and Open Interest |
2,138 |
28,931 |
+28 |
Long Gilt(LIFFE) |
Dec04 |
041125 |
109~10 |
109~19 |
109~06 |
109~18 |
+0~10 |
112,024 |
188,238 |
-18,118 |
Mar05 |
041125 |
110~29 |
111~06 |
110~29 |
111~05 |
+0~11 |
53,440 |
82,520 |
+35,422 |
Total Volume and Open Interest |
165,464 |
270,758 |
+17,304 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041125 |
95.13 |
95.16 |
95.13 |
95.15 |
+0.02 |
11,758 |
234,187 |
-516 |
Mar05 |
041125 |
95.14 |
95.18 |
95.13 |
95.18 |
+0.05 |
21,394 |
272,490 |
-3,130 |
Jun05 |
041125 |
95.18 |
95.25 |
95.17 |
95.24 |
+0.07 |
27,304 |
227,957 |
+6,893 |
Sep05 |
041125 |
95.22 |
95.29 |
95.22 |
95.28 |
+0.07 |
30,403 |
218,588 |
+6,641 |
Dec05 |
041125 |
95.22 |
95.30 |
95.22 |
95.28 |
+0.07 |
19,603 |
199,517 |
-207 |
Mar06 |
041125 |
95.22 |
95.27 |
95.20 |
95.25 |
+0.06 |
5,852 |
100,915 |
-216 |
Total Volume and Open Interest |
122,565 |
1,474,978 |
+10,112 |
3-Mth Euribor(LIFFE) |
Dec04 |
041125 |
97.820 |
97.830 |
97.815 |
97.825 |
+0.010 |
66,435 |
666,735 |
+4,096 |
Mar05 |
041125 |
97.755 |
97.795 |
97.750 |
97.785 |
+0.040 |
108,623 |
529,397 |
+16,692 |
Jun05 |
041125 |
97.675 |
97.720 |
97.670 |
97.715 |
+0.050 |
122,473 |
527,145 |
+9,683 |
Total Volume and Open Interest |
562,034 |
3,251,788 |
+46,575 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041125 |
94.59 |
94.60 |
94.58 |
94.60 |
+0.01 |
26,193 |
111,343 |
+2,922 |
Mar05 |
041125 |
94.58 |
94.62 |
94.57 |
94.62 |
+0.04 |
97,800 |
273,062 |
+50,303 |
Jun05 |
041125 |
94.55 |
94.60 |
94.54 |
94.60 |
+0.05 |
34,242 |
109,794 |
+30,672 |
Sep05 |
041125 |
94.53 |
94.59 |
94.53 |
94.59 |
+0.05 |
3,933 |
31,348 |
+3,327 |
Dec05 |
041125 |
94.51 |
94.57 |
94.51 |
94.57 |
+0.05 |
1,207 |
20,677 |
+217 |
Mar06 |
041125 |
94.49 |
94.56 |
94.49 |
94.56 |
+0.06 |
1,139 |
14,422 |
+326 |
Jun06 |
041125 |
94.50 |
94.54 |
94.50 |
94.54 |
+0.06 |
320 |
10,379 |
+320 |
Sep06 |
041125 |
94.49 |
94.53 |
94.49 |
94.52 |
+0.06 |
655 |
6,510 |
+180 |
Dec06 |
041125 |
94.46 |
94.48 |
94.46 |
94.48 |
+0.04 |
300 |
2,998 |
+52 |
Mar07 |
041125 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.05 |
0 |
1,863 |
+0 |
Total Volume and Open Interest |
165,789 |
585,963 |
+88,319 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041125 |
94.66 |
94.76 |
94.64 |
94.74 |
+0.08 |
45,609 |
297,444 |
+34,197 |
Mar05 |
041125 |
94.73 |
94.73 |
94.73 |
94.73 |
+0.07 |
10 |
510 |
+10 |
Total Volume and Open Interest |
45,619 |
297,954 |
+34,207 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041125 |
94.88 |
94.96 |
94.86 |
94.95 |
+0.07 |
207,585 |
572,914 |
+153,329 |
Mar05 |
041125 |
94.87 |
94.93 |
94.87 |
94.93 |
+0.05 |
1,476 |
1,476 |
+1,476 |
Total Volume and Open Interest |
209,061 |
574,390 |
+154,805 |
Gold(CMX) |
Dec04 |
041124 |
448.5 |
449.5 |
447.7 |
449.3 |
+1.4 |
91,738 |
112,174 |
-58,300 |
Feb05 |
041124 |
451.0 |
451.8 |
449.8 |
451.5 |
+1.3 |
61,817 |
161,738 |
+38,456 |
Apr05 |
041124 |
452.5 |
454.0 |
452.5 |
453.6 |
+1.3 |
2,104 |
11,182 |
+396 |
Jun05 |
041124 |
455.0 |
456.5 |
454.5 |
455.9 |
+1.3 |
1,908 |
24,282 |
+745 |
Aug05 |
041124 |
458.3 |
458.3 |
458.3 |
458.3 |
+1.3 |
86 |
6,845 |
+85 |
Oct05 |
041124 |
460.8 |
460.8 |
460.8 |
460.8 |
+1.4 |
0 |
3,346 |
+0 |
Dec05 |
041124 |
463.0 |
463.8 |
461.5 |
463.3 |
+1.5 |
1,240 |
13,706 |
+469 |
Feb06 |
041124 |
465.9 |
465.9 |
465.9 |
465.9 |
+1.5 |
0 |
844 |
+0 |
Apr06 |
041124 |
468.5 |
468.5 |
468.5 |
468.5 |
+1.6 |
0 |
591 |
+0 |
Jun06 |
041124 |
471.1 |
471.1 |
471.1 |
471.1 |
+1.6 |
11 |
8,549 |
+4 |
Aug06 |
041124 |
473.8 |
473.8 |
473.8 |
473.8 |
+1.6 |
0 |
200 |
+0 |
Total Volume and Open Interest |
159,107 |
352,638 |
-18,148 |
Silver(CMX) |
Dec04 |
041124 |
757.0 |
763.0 |
754.5 |
761.3 |
+5.8 |
44,161 |
35,351 |
-23,966 |
Mar05 |
041124 |
762.0 |
768.0 |
760.0 |
766.7 |
+5.8 |
33,620 |
71,631 |
+21,171 |
May05 |
041124 |
769.0 |
771.0 |
765.0 |
769.9 |
+5.8 |
398 |
2,858 |
+334 |
Jul05 |
041124 |
774.0 |
774.0 |
770.0 |
773.3 |
+6.0 |
177 |
2,914 |
+108 |
Sep05 |
041124 |
778.0 |
778.0 |
776.3 |
776.3 |
+6.5 |
0 |
603 |
+0 |
Dec05 |
041124 |
776.0 |
781.0 |
775.0 |
779.5 |
+7.0 |
192 |
5,910 |
+132 |
Mar06 |
041124 |
782.4 |
782.4 |
782.4 |
782.4 |
+7.1 |
0 |
1 |
+0 |
Total Volume and Open Interest |
78,554 |
121,720 |
-2,232 |
Platinum(NYMEX) |
Jan05 |
041124 |
862.5 |
863.8 |
858.0 |
862.4 |
+5.5 |
501 |
7,641 |
+140 |
Apr05 |
041124 |
863.0 |
863.0 |
860.4 |
860.4 |
+5.5 |
12 |
525 |
+3 |
Total Volume and Open Interest |
513 |
8,166 |
+143 |
Palladium(NYMEX) |
Dec04 |
041124 |
216.20 |
217.50 |
214.00 |
214.00 |
-3.20 |
1,643 |
6,481 |
-368 |
Mar05 |
041124 |
219.75 |
219.75 |
216.40 |
216.40 |
-3.05 |
1,606 |
6,160 |
+929 |
Jun05 |
041124 |
222.00 |
222.00 |
218.40 |
218.40 |
-3.05 |
2 |
51 |
+2 |
Total Volume and Open Interest |
3,251 |
12,694 |
+563 |
Copper(CMX) |
Dec04 |
041124 |
143.10 |
144.20 |
142.60 |
143.85 |
+2.10 |
10,939 |
16,950 |
-5,235 |
Mar05 |
041124 |
142.90 |
143.40 |
142.30 |
143.15 |
+1.70 |
11,026 |
52,695 |
+5,803 |
May05 |
041124 |
137.80 |
138.15 |
137.50 |
138.15 |
+1.55 |
284 |
5,289 |
+211 |
Jul05 |
041124 |
132.50 |
133.05 |
132.50 |
133.05 |
+1.30 |
346 |
4,245 |
+167 |
Sep05 |
041124 |
128.05 |
128.05 |
128.05 |
128.05 |
+0.80 |
31 |
2,362 |
+16 |
Total Volume and Open Interest |
24,059 |
93,862 |
+1,323 |
Aluminum(CMX) |
Nov04 |
041124 |
89.50 |
89.50 |
89.45 |
89.45 |
+2.15 |
8 |
528 |
-23 |
Dec04 |
041124 |
88.70 |
89.55 |
88.70 |
89.55 |
+2.15 |
126 |
1,017 |
+0 |
Jan05 |
041124 |
89.40 |
89.60 |
89.25 |
89.25 |
+2.15 |
130 |
880 |
-5 |
Feb05 |
041124 |
88.95 |
88.95 |
88.95 |
88.95 |
+2.05 |
0 |
651 |
+0 |
Mar05 |
041124 |
88.65 |
88.65 |
88.65 |
88.65 |
+1.85 |
0 |
657 |
+0 |
Apr05 |
041124 |
88.25 |
88.25 |
88.25 |
88.25 |
+1.75 |
0 |
486 |
+0 |
Total Volume and Open Interest |
264 |
9,691 |
-28 |
DJIA Index(CBOT) |
Dec04 |
041124 |
10540 |
10545 |
10486 |
10522 |
+5 |
5,791 |
47,016 |
+520 |
Mar05 |
041124 |
10537 |
10540 |
10495 |
10526 |
+5 |
27 |
155 |
+0 |
Jun05 |
041124 |
10543 |
10543 |
10543 |
10543 |
+5 |
8 |
3 |
+0 |
Total Volume and Open Interest |
5,818 |
47,175 |
+520 |
S & P 500(CME) |
Dec04 |
041124 |
1180.30 |
1183.30 |
1178.10 |
1181.90 |
+2.60 |
52,579 |
623,399 |
-6,039 |
Mar05 |
041124 |
1181.20 |
1184.00 |
1181.20 |
1184.00 |
+2.60 |
18,551 |
81,267 |
+14,908 |
Jun05 |
041124 |
1187.50 |
1187.50 |
1187.50 |
1187.50 |
+2.60 |
46 |
3,768 |
+4 |
Sep05 |
041124 |
1191.50 |
1191.50 |
1191.50 |
1191.50 |
+2.60 |
1 |
1,515 |
+1 |
Total Volume and Open Interest |
71,177 |
710,111 |
+8,874 |
S & P 500 E-Mini(Globex) |
Dec04 |
041124 |
1178.75 |
1183.25 |
1178.00 |
1182.00 |
+2.75 |
635,022 |
1,016,437 |
+18,699 |
Mar05 |
041124 |
1181.50 |
1185.00 |
1181.00 |
1184.00 |
+2.50 |
2,741 |
56,313 |
+2,262 |
Total Volume and Open Interest |
637,763 |
1,072,750 |
+20,961 |
NASDAQ 100(CME) |
Dec04 |
041124 |
1574.00 |
1586.00 |
1573.00 |
1582.50 |
+12.50 |
11,233 |
87,364 |
+1,124 |
Mar05 |
041124 |
1590.50 |
1590.50 |
1590.50 |
1590.50 |
+12.50 |
10 |
396 |
+0 |
Jun05 |
041124 |
1597.50 |
1597.50 |
1597.50 |
1597.50 |
+12.50 |
1 |
1 |
+1 |
Total Volume and Open Interest |
11,244 |
87,761 |
+1,125 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041124 |
1570.00 |
1585.50 |
1569.50 |
1582.50 |
+12.50 |
268,583 |
393,656 |
-2,602 |
Mar05 |
041124 |
1583.00 |
1593.50 |
1581.00 |
1590.50 |
+12.50 |
125 |
2,169 |
+3 |
Total Volume and Open Interest |
268,708 |
395,825 |
-2,599 |
S & P Midcap 400(CME) |
Dec04 |
041124 |
636.50 |
641.00 |
636.00 |
639.00 |
+3.25 |
303 |
14,036 |
+104 |
Mar05 |
041124 |
640.50 |
640.50 |
639.50 |
639.50 |
+3.25 |
0 |
2 |
+0 |
Jun05 |
041124 |
640.50 |
640.50 |
639.50 |
639.50 |
+3.25 |
|
|
|
Total Volume and Open Interest |
303 |
14,038 |
+104 |
Russell 2000(CME) |
Dec04 |
041124 |
625.75 |
631.50 |
625.50 |
629.75 |
+3.50 |
1,138 |
27,265 |
+340 |
Mar05 |
041124 |
631.25 |
631.25 |
631.25 |
631.25 |
+3.50 |
20 |
175 |
+20 |
Jun05 |
041124 |
631.25 |
631.25 |
631.25 |
631.25 |
+3.50 |
|
|
|
Total Volume and Open Interest |
1,158 |
27,440 |
+360 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041124 |
625.90 |
631.30 |
625.00 |
629.80 |
+3.50 |
81,180 |
134,989 |
+2,318 |
Mar05 |
041124 |
632.30 |
632.30 |
631.30 |
631.30 |
+3.50 |
10 |
402 |
+9 |
Total Volume and Open Interest |
81,190 |
135,391 |
+2,327 |
Nikkei 225(CME) |
Dec04 |
041125 |
10830 |
10905 |
10810 |
10875 |
+10 |
8,913 |
176,643 |
-242 |
Mar05 |
041125 |
10815 |
10870 |
10815 |
10870 |
+10 |
3 |
39 |
+0 |
Total Volume and Open Interest |
8,916 |
176,685 |
-242 |
Nikkei 225(SGX) |
Dec04 |
041125 |
10830 |
10905 |
10810 |
10875 |
+10 |
8,913 |
176,643 |
-242 |
Mar05 |
041125 |
10815 |
10870 |
10815 |
10870 |
+10 |
3 |
39 |
+0 |
Jun05 |
041125 |
10815 |
10815 |
10815 |
10815 |
+10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,916 |
176,685 |
-242 |
CAC 40(EURONEXT) |
Dec04 |
041125 |
3772.0 |
3808.0 |
3767.0 |
3799.5 |
+33.0 |
53,973 |
412,949 |
+11,416 |
Jan05 |
041125 |
3787.5 |
3811.5 |
3783.0 |
3806.0 |
+33.5 |
160 |
915 |
+74 |
Feb05 |
041125 |
3812.0 |
3812.0 |
3812.0 |
3812.0 |
+33.0 |
|
|
|
Total Volume and Open Interest |
54,449 |
422,698 |
+11,289 |
Hang Seng Index(HKFE) |
Nov04 |
041125 |
14010 |
14090 |
13898 |
13947 |
-73 |
65,203 |
85,986 |
-28,218 |
Dec04 |
041125 |
14010 |
14079 |
13891 |
13941 |
-67 |
51,350 |
57,203 |
+37,538 |
Total Volume and Open Interest |
116,612 |
145,685 |
+9,347 |
DAX(EUREX) |
Dec04 |
041125 |
4145.0 |
4175.5 |
4135.5 |
4168.0 |
+33.0 |
56,275 |
196,800 |
+4,869 |
Mar05 |
041125 |
4171.0 |
4195.5 |
4165.5 |
4191.0 |
+33.0 |
138 |
10,223 |
+31 |
Jun05 |
041125 |
4190.5 |
4218.5 |
4189.5 |
4214.5 |
+33.0 |
100 |
1,617 |
+48 |
Total Volume and Open Interest |
56,513 |
208,640 |
+4,948 |
FT-SE 100(EURONEXT) |
Dec04 |
041125 |
4739.50 |
4773.50 |
4737.00 |
4761.50 |
+26.50 |
53,800 |
467,778 |
+5,839 |
Mar05 |
041125 |
4746.00 |
4766.00 |
4745.00 |
4763.50 |
+27.00 |
1,651 |
23,528 |
+1,094 |
Jun05 |
041125 |
4772.50 |
4777.00 |
4772.50 |
4777.00 |
+27.00 |
100 |
17,845 |
+100 |
Total Volume and Open Interest |
56,561 |
511,216 |
+7,998 |
SPI 200(SFE) |
Dec04 |
041124 |
3885.0 |
3903.0 |
3882.0 |
3898.0 |
+11.0 |
14,746 |
166,423 |
-1,469 |
Mar05 |
041124 |
3899.0 |
3911.0 |
3897.0 |
3909.0 |
+12.0 |
199 |
3,916 |
-4 |
Jun05 |
041124 |
3915.0 |
3922.0 |
3915.0 |
3922.0 |
+11.0 |
31 |
3,118 |
+18 |
Total Volume and Open Interest |
15,206 |
178,057 |
-1,281 |
GSCI(CME) |
Dec04 |
041124 |
342.05 |
350.00 |
337.20 |
349.80 |
+6.55 |
34 |
16,780 |
+8 |
Jan05 |
041124 |
350.00 |
350.00 |
350.00 |
350.00 |
+6.75 |
0 |
3 |
+0 |
Feb05 |
041124 |
345.30 |
345.30 |
345.30 |
345.30 |
+4.80 |
|
|
|
Total Volume and Open Interest |
34 |
16,783 |
+8 |
RJ/CRB Index(ICE) |
Jan05 |
041124 |
286.75 |
289.00 |
286.75 |
288.75 |
+1.75 |
41 |
314 |
-25 |
Feb05 |
041124 |
287.00 |
287.00 |
287.00 |
287.00 |
+1.75 |
0 |
116 |
+0 |
Apr05 |
041124 |
286.75 |
286.75 |
286.75 |
286.75 |
+1.75 |
1 |
111 |
+1 |
Total Volume and Open Interest |
68 |
601 |
+2 |
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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