|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri November 26, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041126 |
558.00 |
558.00 |
546.50 |
548.50 |
-5.50 |
30,149 |
105,784 |
+1,225 |
Mar05 |
041126 |
560.50 |
560.50 |
549.50 |
551.25 |
-5.25 |
7,849 |
55,340 |
+1,596 |
May05 |
041126 |
566.50 |
567.00 |
556.00 |
557.75 |
-6.00 |
3,869 |
32,642 |
+1,170 |
Jul05 |
041126 |
574.00 |
575.00 |
563.50 |
565.25 |
-4.75 |
2,250 |
27,100 |
-181 |
Aug05 |
041126 |
575.50 |
575.50 |
568.00 |
568.50 |
-4.50 |
55 |
1,859 |
+13 |
Sep05 |
041126 |
576.00 |
576.00 |
571.00 |
571.00 |
-7.00 |
1 |
323 |
+0 |
Nov05 |
041126 |
589.00 |
589.00 |
577.50 |
578.25 |
-7.75 |
673 |
9,526 |
+223 |
Total Volume and Open Interest |
44,856 |
232,620 |
+4,055 |
Soybean Meal(CBOT) |
Dec04 |
041126 |
162.80 |
163.00 |
160.00 |
161.20 |
+0.10 |
11,089 |
24,127 |
-545 |
Jan05 |
041126 |
164.20 |
164.30 |
161.50 |
162.30 |
-0.30 |
7,807 |
30,089 |
+1,344 |
Mar05 |
041126 |
166.50 |
167.00 |
164.10 |
165.00 |
unch |
4,732 |
32,228 |
-229 |
May05 |
041126 |
168.50 |
169.00 |
166.80 |
167.50 |
+0.10 |
1,138 |
17,611 |
+97 |
Jul05 |
041126 |
172.00 |
172.00 |
170.30 |
171.10 |
-0.30 |
1,558 |
25,279 |
+467 |
Aug05 |
041126 |
173.50 |
173.50 |
172.00 |
172.70 |
unch |
94 |
8,851 |
+61 |
Sep05 |
041126 |
173.50 |
174.30 |
173.50 |
174.00 |
unch |
104 |
5,717 |
+35 |
Oct05 |
041126 |
176.50 |
176.50 |
175.00 |
175.30 |
unch |
62 |
3,216 |
-4 |
Total Volume and Open Interest |
26,756 |
152,970 |
+1,337 |
Soybean Oil(CBOT) |
Dec04 |
041126 |
21.20 |
21.20 |
20.70 |
20.74 |
-0.37 |
11,060 |
16,977 |
-5,945 |
Jan05 |
041126 |
21.30 |
21.30 |
20.83 |
20.88 |
-0.30 |
10,895 |
40,990 |
+1,439 |
Mar05 |
041126 |
21.35 |
21.38 |
20.93 |
20.98 |
-0.30 |
4,575 |
33,301 |
+1,132 |
May05 |
041126 |
21.45 |
21.45 |
21.10 |
21.17 |
-0.20 |
958 |
17,795 |
-127 |
Jul05 |
041126 |
21.65 |
21.65 |
21.22 |
21.35 |
-0.20 |
2,426 |
17,360 |
-327 |
Aug05 |
041126 |
21.60 |
21.60 |
21.25 |
21.40 |
-0.25 |
124 |
6,152 |
+88 |
Sep05 |
041126 |
21.60 |
21.65 |
21.35 |
21.40 |
-0.25 |
408 |
3,722 |
+342 |
Oct05 |
041126 |
21.65 |
21.65 |
21.40 |
21.40 |
-0.30 |
395 |
2,640 |
+225 |
Total Volume and Open Interest |
31,496 |
146,634 |
-2,899 |
Canola(WCE) |
Jan05 |
041126 |
288.5 |
288.8 |
283.0 |
283.3 |
-6.4 |
2,769 |
45,039 |
-1,093 |
Mar05 |
041126 |
291.5 |
291.5 |
287.0 |
287.1 |
-6.8 |
1,627 |
9,179 |
-154 |
May05 |
041126 |
292.8 |
292.8 |
292.8 |
292.8 |
-5.8 |
0 |
1,011 |
+0 |
Jul05 |
041126 |
301.7 |
301.7 |
298.3 |
298.3 |
-5.7 |
0 |
519 |
+0 |
Sep05 |
041126 |
305.0 |
305.0 |
305.0 |
305.0 |
unch |
|
|
|
Total Volume and Open Interest |
4,418 |
67,684 |
-1,341 |
Corn(CBOT) |
Dec04 |
041126 |
198.50 |
198.75 |
196.50 |
197.00 |
-0.75 |
52,942 |
120,634 |
-27,638 |
Mar05 |
041126 |
209.25 |
209.25 |
206.75 |
207.00 |
-1.25 |
39,770 |
308,322 |
+10,672 |
May05 |
041126 |
216.25 |
216.50 |
214.25 |
214.75 |
-1.00 |
8,984 |
69,884 |
+3,170 |
Jul05 |
041126 |
223.75 |
223.75 |
221.75 |
222.00 |
-1.00 |
2,644 |
67,316 |
-250 |
Sep05 |
041126 |
231.75 |
231.75 |
230.00 |
230.00 |
-1.00 |
439 |
17,311 |
+103 |
Dec05 |
041126 |
240.50 |
240.50 |
239.00 |
239.25 |
-1.00 |
1,223 |
42,086 |
+276 |
Total Volume and Open Interest |
106,123 |
628,541 |
-13,584 |
Wheat(CBOT) |
Dec04 |
041126 |
299.00 |
299.50 |
291.00 |
291.25 |
-8.00 |
15,708 |
27,444 |
-5,362 |
Mar05 |
041126 |
310.00 |
310.00 |
302.25 |
303.00 |
-7.00 |
23,953 |
123,032 |
+6,826 |
May05 |
041126 |
317.50 |
317.50 |
309.00 |
309.25 |
-7.50 |
2,700 |
14,286 |
+1,018 |
Jul05 |
041126 |
325.00 |
325.50 |
316.50 |
316.75 |
-7.75 |
2,475 |
11,277 |
+365 |
Sep05 |
041126 |
332.00 |
332.00 |
324.00 |
324.50 |
-7.50 |
47 |
333 |
+0 |
Total Volume and Open Interest |
45,390 |
183,725 |
+3,049 |
Wheat(KCBT) |
Dec04 |
041126 |
343.50 |
344.50 |
339.25 |
339.75 |
-5.00 |
6,530 |
9,448 |
-3,752 |
Mar05 |
041126 |
337.00 |
338.00 |
330.00 |
331.50 |
-7.00 |
7,979 |
38,937 |
-1,144 |
May05 |
041126 |
336.50 |
337.00 |
329.50 |
330.50 |
-7.25 |
500 |
5,414 |
+155 |
Jul05 |
041126 |
334.00 |
335.00 |
331.00 |
331.25 |
-4.50 |
1,633 |
9,814 |
+537 |
Sep05 |
041126 |
339.50 |
339.50 |
338.00 |
338.00 |
-3.50 |
5 |
1,531 |
+4 |
Total Volume and Open Interest |
16,647 |
65,641 |
-4,200 |
Wheat(MGE) |
Dec04 |
041126 |
347.00 |
347.75 |
336.75 |
338.00 |
-8.75 |
3,562 |
6,138 |
-1,199 |
Mar05 |
041126 |
354.50 |
355.00 |
345.50 |
345.75 |
-7.75 |
5,037 |
18,619 |
+1,377 |
May05 |
041126 |
358.00 |
358.00 |
350.50 |
350.50 |
-7.50 |
373 |
5,657 |
+109 |
Jul05 |
041126 |
358.50 |
358.50 |
352.00 |
352.00 |
-9.00 |
23 |
2,451 |
+2 |
Sep05 |
041126 |
356.50 |
356.50 |
349.50 |
349.50 |
-8.00 |
29 |
1,035 |
+8 |
Total Volume and Open Interest |
9,025 |
34,150 |
+298 |
Oats(CBOT) |
Dec04 |
041126 |
151.00 |
152.00 |
148.75 |
149.75 |
-1.00 |
906 |
2,176 |
-646 |
Mar05 |
041126 |
152.75 |
153.00 |
147.00 |
147.25 |
-4.75 |
572 |
5,044 |
+276 |
May05 |
041126 |
153.00 |
153.00 |
149.00 |
149.00 |
-6.50 |
4 |
240 |
+0 |
Jul05 |
041126 |
161.00 |
161.00 |
154.00 |
154.00 |
-7.00 |
2 |
53 |
+2 |
Total Volume and Open Interest |
1,484 |
7,517 |
-368 |
Rough Rice(CBOT) |
Jan05 |
041126 |
7.12 |
7.14 |
7.12 |
7.13 |
+0.01 |
70 |
3,280 |
+4 |
Mar05 |
041126 |
7.31 |
7.32 |
7.31 |
7.32 |
+0.01 |
45 |
898 |
+0 |
May05 |
041126 |
7.51 |
7.52 |
7.51 |
7.52 |
+0.01 |
0 |
256 |
+0 |
Jul05 |
041126 |
7.69 |
7.69 |
7.69 |
7.69 |
unch |
0 |
54 |
+0 |
Total Volume and Open Interest |
115 |
4,490 |
+4 |
Live Cattle(CME) |
Dec04 |
041126 |
90.100 |
90.450 |
89.700 |
90.200 |
+0.300 |
12,064 |
20,013 |
-2,349 |
Feb05 |
041126 |
90.000 |
90.350 |
89.750 |
89.975 |
+0.025 |
12,600 |
59,461 |
+756 |
Apr05 |
041126 |
86.000 |
86.250 |
85.500 |
85.550 |
-0.400 |
3,637 |
13,623 |
-275 |
Jun05 |
041126 |
81.500 |
81.550 |
81.200 |
81.250 |
+0.050 |
2,208 |
9,684 |
+368 |
Aug05 |
041126 |
81.200 |
81.200 |
80.800 |
80.900 |
-0.100 |
692 |
6,380 |
+151 |
Oct05 |
041126 |
81.600 |
81.600 |
81.550 |
81.550 |
-0.100 |
201 |
3,937 |
+131 |
Total Volume and Open Interest |
31,417 |
115,032 |
-1,212 |
Feeder Cattle(CME) |
Jan05 |
041126 |
102.500 |
103.550 |
102.500 |
102.900 |
+0.625 |
2,440 |
8,321 |
+38 |
Mar05 |
041126 |
98.750 |
99.550 |
98.500 |
99.075 |
+0.525 |
554 |
2,915 |
+7 |
Apr05 |
041126 |
97.800 |
98.150 |
97.500 |
97.775 |
+0.650 |
241 |
1,759 |
-51 |
May05 |
041126 |
97.500 |
98.250 |
97.500 |
98.100 |
+0.800 |
148 |
1,653 |
+48 |
Aug05 |
041126 |
100.400 |
101.000 |
100.000 |
101.000 |
+0.950 |
45 |
426 |
+17 |
Sep05 |
041126 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
Oct05 |
041126 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,428 |
15,076 |
+59 |
Lean Hogs(CME) |
Dec04 |
041126 |
76.800 |
77.000 |
76.250 |
76.875 |
+0.325 |
7,157 |
18,790 |
-1,290 |
Feb05 |
041126 |
75.600 |
75.850 |
74.750 |
75.275 |
unch |
8,219 |
57,476 |
+3,046 |
Apr05 |
041126 |
71.900 |
72.600 |
71.550 |
72.550 |
+0.825 |
1,268 |
13,032 |
+311 |
May05 |
041126 |
70.800 |
71.500 |
70.800 |
71.425 |
+0.800 |
114 |
2,087 |
+50 |
Jun05 |
041126 |
74.200 |
74.825 |
74.000 |
74.750 |
+0.600 |
546 |
6,896 |
+140 |
Jul05 |
041126 |
70.050 |
70.600 |
70.050 |
70.600 |
+0.250 |
143 |
1,582 |
+88 |
Aug05 |
041126 |
66.600 |
67.200 |
66.600 |
67.200 |
+0.600 |
75 |
989 |
+48 |
Oct05 |
041126 |
58.000 |
58.300 |
58.000 |
58.300 |
+0.300 |
43 |
379 |
+15 |
Total Volume and Open Interest |
17,579 |
101,379 |
+2,414 |
Pork Bellies(CME) |
Feb05 |
041126 |
101.150 |
102.650 |
100.875 |
101.875 |
+0.725 |
296 |
1,528 |
+74 |
Mar05 |
041126 |
100.900 |
100.900 |
100.900 |
100.900 |
+0.600 |
1 |
25 |
+1 |
May05 |
041126 |
100.150 |
100.150 |
100.150 |
100.150 |
+0.050 |
0 |
24 |
+0 |
Jul05 |
041126 |
102.000 |
102.000 |
102.000 |
102.000 |
+0.050 |
0 |
13 |
+0 |
Aug05 |
041126 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
297 |
1,591 |
+75 |
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 |
041126 |
878 |
878 |
863 |
864 |
-9 |
1,534 |
38,517 |
-228 |
Mar05 |
041126 |
890 |
892 |
880 |
882 |
-8 |
1,509 |
62,018 |
+58 |
May05 |
041126 |
903 |
903 |
893 |
893 |
-8 |
205 |
18,999 |
+29 |
Jul05 |
041126 |
916 |
921 |
909 |
910 |
-8 |
129 |
16,308 |
+54 |
Sep05 |
041126 |
936 |
940 |
928 |
929 |
-9 |
369 |
38,996 |
+174 |
Dec05 |
041126 |
915 |
922 |
911 |
911 |
-9 |
319 |
32,288 |
+175 |
Mar06 |
041126 |
923 |
927 |
915 |
915 |
-10 |
50 |
4,213 |
+50 |
Total Volume and Open Interest |
4,115 |
211,781 |
+312 |
London Coffee(LCE) |
Nov04 |
041126 |
675.00 |
675.00 |
673.00 |
674.00 |
+2.00 |
154 |
3,688 |
+0 |
Jan05 |
041126 |
695.00 |
695.00 |
686.00 |
690.00 |
unch |
2,929 |
61,210 |
+1,729 |
Mar05 |
041126 |
714.00 |
717.00 |
708.00 |
713.00 |
unch |
2,211 |
54,235 |
+520 |
May05 |
041126 |
737.00 |
737.00 |
731.00 |
732.00 |
unch |
704 |
34,381 |
+170 |
Jul05 |
041126 |
749.00 |
753.00 |
749.00 |
751.00 |
+1.00 |
29 |
9,379 |
+3 |
Sep05 |
041126 |
767.00 |
767.00 |
767.00 |
767.00 |
unch |
17 |
5,541 |
+0 |
Total Volume and Open Interest |
6,044 |
170,477 |
+2,422 |
London Sugar(LCE) |
Mar05 |
041126 |
256.90 |
257.00 |
255.70 |
255.90 |
-0.80 |
656 |
25,608 |
-82 |
May05 |
041126 |
264.20 |
264.20 |
263.00 |
263.00 |
-1.20 |
92 |
11,580 |
-8 |
Aug05 |
041126 |
264.00 |
264.00 |
262.50 |
262.50 |
-0.60 |
30 |
5,174 |
+8 |
Oct05 |
041126 |
263.20 |
263.20 |
263.20 |
263.20 |
-0.80 |
10 |
3,159 |
+10 |
Dec05 |
041126 |
262.20 |
262.20 |
262.20 |
262.20 |
-1.40 |
0 |
1,738 |
+0 |
Total Volume and Open Interest |
788 |
48,808 |
-72 |
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 |
041126 |
329.0 |
334.0 |
329.0 |
333.4 |
+4.1 |
223 |
2,592 |
-95 |
Mar05 |
041126 |
338.5 |
340.0 |
337.8 |
339.7 |
+2.6 |
53 |
504 |
-1 |
May05 |
041126 |
342.8 |
342.8 |
341.5 |
341.5 |
+2.1 |
5 |
135 |
+1 |
Jul05 |
041126 |
345.8 |
345.8 |
345.8 |
345.8 |
+1.9 |
0 |
43 |
+0 |
Total Volume and Open Interest |
281 |
3,274 |
-95 |
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 |
041126 |
44.95 |
45.03 |
44.52 |
44.57 |
-0.25 |
33,355 |
63,436 |
+1,146 |
Feb05 |
041126 |
45.55 |
45.62 |
45.25 |
45.25 |
-0.37 |
14,827 |
72,589 |
+668 |
Mar05 |
041126 |
45.52 |
45.58 |
45.24 |
45.24 |
-0.38 |
6,705 |
24,056 |
-495 |
Apr05 |
041126 |
45.35 |
45.40 |
45.05 |
45.06 |
-0.37 |
3,674 |
16,438 |
+782 |
May05 |
041126 |
45.04 |
45.04 |
44.81 |
44.81 |
-0.34 |
493 |
10,025 |
+329 |
Jun05 |
041126 |
44.73 |
44.90 |
44.54 |
44.54 |
-0.32 |
1,406 |
18,078 |
-426 |
Jul05 |
041126 |
44.30 |
44.30 |
44.23 |
44.23 |
-0.29 |
0 |
5,333 |
+0 |
Aug05 |
041126 |
43.93 |
43.93 |
43.93 |
43.93 |
-0.26 |
0 |
2,735 |
+107 |
Sep05 |
041126 |
43.63 |
43.63 |
43.63 |
43.63 |
-0.23 |
0 |
6,334 |
+150 |
Oct05 |
041126 |
43.33 |
43.33 |
43.33 |
43.33 |
-0.20 |
0 |
2,150 |
+150 |
Nov05 |
041126 |
43.03 |
43.03 |
43.03 |
43.03 |
-0.17 |
200 |
2,972 |
+200 |
Dec05 |
041126 |
42.75 |
43.00 |
42.74 |
42.74 |
-0.13 |
1,395 |
40,795 |
+37 |
Total Volume and Open Interest |
62,505 |
319,326 |
+2,998 |
Gas Oil(ICE) |
Dec04 |
041126 |
446.50 |
449.00 |
439.25 |
440.75 |
-5.75 |
7,090 |
36,918 |
-5,275 |
Jan05 |
041126 |
439.00 |
440.00 |
434.00 |
435.75 |
-1.75 |
4,944 |
36,630 |
-234 |
Feb05 |
041126 |
428.75 |
429.00 |
426.50 |
426.75 |
-1.75 |
174 |
12,891 |
-50 |
Mar05 |
041126 |
414.75 |
414.75 |
414.75 |
414.75 |
-2.00 |
0 |
6,724 |
-200 |
Apr05 |
041126 |
405.25 |
405.25 |
403.25 |
403.25 |
-2.00 |
10 |
7,093 |
-50 |
May05 |
041126 |
395.50 |
395.50 |
395.50 |
395.50 |
-2.00 |
0 |
3,428 |
-50 |
Jun05 |
041126 |
391.25 |
391.25 |
391.25 |
391.25 |
-2.00 |
0 |
10,584 |
-225 |
Jul05 |
041126 |
389.50 |
389.50 |
389.50 |
389.50 |
-2.00 |
0 |
999 |
+0 |
Aug05 |
041126 |
390.00 |
390.00 |
388.00 |
388.00 |
-2.00 |
50 |
1,586 |
+0 |
Sep05 |
041126 |
386.75 |
386.75 |
386.75 |
386.75 |
-2.00 |
0 |
4,839 |
+0 |
Total Volume and Open Interest |
12,268 |
142,705 |
-6,919 |
US Dollar Index(ICE) |
Dec04 |
041126 |
81.840 |
82.450 |
81.780 |
81.810 |
-0.650 |
102 |
23,768 |
-655 |
Mar05 |
041126 |
81.990 |
82.350 |
81.880 |
81.950 |
-0.640 |
58 |
3,182 |
+46 |
Jun05 |
041126 |
82.300 |
82.300 |
82.090 |
82.090 |
-0.610 |
3 |
14 |
-1 |
Total Volume and Open Interest |
173 |
26,980 |
-600 |
Australian Dollar(CME) |
Dec04 |
041126 |
78.54 |
79.00 |
78.54 |
78.91 |
+0.31 |
847 |
69,558 |
+1,161 |
Mar05 |
041126 |
78.10 |
78.42 |
78.08 |
78.34 |
+0.31 |
112 |
1,365 |
+121 |
Jun05 |
041126 |
77.84 |
77.84 |
77.84 |
77.84 |
+0.31 |
1 |
273 |
-1 |
Total Volume and Open Interest |
960 |
71,418 |
+1,281 |
British Pound(CME) |
Dec04 |
041126 |
188.88 |
189.50 |
188.88 |
189.42 |
+1.54 |
7,651 |
90,166 |
-6,313 |
Mar05 |
041126 |
188.00 |
188.50 |
187.75 |
188.34 |
+1.59 |
69 |
649 |
+61 |
Jun05 |
041126 |
187.34 |
187.34 |
187.34 |
187.34 |
+1.59 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,721 |
90,841 |
-6,253 |
Canadian Dollar(CME) |
Dec04 |
041126 |
84.63 |
85.05 |
84.62 |
84.92 |
+0.12 |
2,836 |
97,473 |
+405 |
Mar05 |
041126 |
84.57 |
85.00 |
84.57 |
84.89 |
+0.15 |
141 |
5,498 |
+126 |
Jun05 |
041126 |
84.68 |
84.90 |
84.68 |
84.90 |
+0.18 |
19 |
1,900 |
+8 |
Sep05 |
041126 |
84.78 |
84.94 |
84.70 |
84.94 |
+0.22 |
6 |
704 |
+0 |
Total Volume and Open Interest |
3,041 |
105,875 |
+504 |
Japanese Yen(CME) |
Dec04 |
041126 |
97.12 |
97.67 |
97.12 |
97.59 |
+0.33 |
2,682 |
190,321 |
+1,694 |
Mar05 |
041126 |
97.78 |
98.26 |
97.71 |
98.20 |
+0.33 |
129 |
1,658 |
+19 |
Jun05 |
041126 |
98.65 |
98.88 |
98.65 |
98.88 |
+0.33 |
0 |
88 |
+0 |
Total Volume and Open Interest |
2,837 |
192,111 |
+1,739 |
Swiss Franc(CME) |
Dec04 |
041126 |
87.40 |
87.93 |
87.30 |
87.83 |
+0.57 |
2,234 |
74,333 |
-2,233 |
Mar05 |
041126 |
87.83 |
88.23 |
87.71 |
88.19 |
+0.57 |
212 |
958 |
+212 |
Jun05 |
041126 |
88.25 |
88.56 |
88.25 |
88.56 |
+0.57 |
3 |
70 |
+0 |
Total Volume and Open Interest |
2,482 |
75,395 |
-1,988 |
EuroFX(CME) |
Dec04 |
041126 |
132.32 |
132.95 |
132.17 |
132.93 |
+1.26 |
12,398 |
221,182 |
-8,165 |
Mar05 |
041126 |
132.43 |
133.04 |
132.36 |
133.02 |
+1.27 |
530 |
4,165 |
+338 |
Jun05 |
041126 |
132.60 |
133.22 |
132.60 |
133.22 |
+1.28 |
5 |
393 |
+0 |
Total Volume and Open Interest |
12,933 |
226,034 |
-7,825 |
Mexican Peso(CME) |
Dec04 |
041126 |
883.5 |
890.8 |
882.5 |
886.0 |
+2.0 |
13,240 |
86,278 |
+6,884 |
Jan05 |
041126 |
880.5 |
881.0 |
880.2 |
880.2 |
+2.0 |
30 |
60 |
+30 |
Total Volume and Open Interest |
13,586 |
88,404 |
+6,862 |
30-Year T-Bonds(CBOT) |
Dec04 |
041126 |
113~080 |
113~120 |
112~070 |
112~210 |
-0~170 |
245,198 |
488,893 |
-38,475 |
Mar05 |
041126 |
112~100 |
112~130 |
111~100 |
111~230 |
-0~170 |
106,051 |
209,647 |
+64,178 |
Jun05 |
041126 |
110~270 |
110~270 |
110~270 |
110~270 |
-0~160 |
80 |
910 |
-234 |
Total Volume and Open Interest |
351,329 |
699,454 |
+25,469 |
10-Year T-Notes(CBOT) |
Dec04 |
041126 |
112~120 |
112~120 |
111~210 |
112~015 |
-0~065 |
606,871 |
1,291,144 |
-83,978 |
Mar05 |
041126 |
111~225 |
111~230 |
111~010 |
111~140 |
-0~065 |
154,205 |
491,708 |
+68,125 |
Jun05 |
041126 |
110~180 |
110~180 |
110~180 |
110~180 |
-0~065 |
594 |
6,533 |
+592 |
Total Volume and Open Interest |
761,670 |
1,789,385 |
-15,261 |
5-Year T-Notes(CBOT) |
Dec04 |
041126 |
109~116 |
110~002 |
109~108 |
109~122 |
-0~016 |
291,844 |
969,448 |
-62,573 |
Mar05 |
041126 |
109~008 |
109~022 |
109~000 |
109~016 |
-0~018 |
64,848 |
442,372 |
+98,462 |
Jun05 |
041126 |
108~086 |
108~086 |
108~086 |
108~086 |
-0~018 |
500 |
4,321 |
+2,986 |
Total Volume and Open Interest |
357,192 |
4,321 |
+2,986 |
2 Year T-Notes(CBOT) |
Dec04 |
041126 |
105~008 |
105~012 |
105~004 |
105~009 |
-0~005 |
10,567 |
176,286 |
-8,927 |
Mar05 |
041126 |
104~085 |
104~089 |
104~084 |
104~088 |
-0~006 |
11,206 |
64,760 |
+12,106 |
Total Volume and Open Interest |
21,773 |
241,046 |
+3,179 |
Eurodollars(CME) |
Dec04 |
041126 |
97.520 |
97.527 |
97.520 |
97.525 |
-0.002 |
24,412 |
984,353 |
-8,878 |
Mar05 |
041126 |
97.110 |
97.125 |
97.105 |
97.120 |
unch |
29,908 |
986,194 |
-522 |
Jun05 |
041126 |
96.815 |
96.835 |
96.800 |
96.830 |
-0.005 |
20,307 |
962,411 |
+10,909 |
Sep05 |
041126 |
96.575 |
96.600 |
96.555 |
96.595 |
-0.015 |
19,988 |
811,116 |
+8,839 |
Dec05 |
041126 |
96.380 |
96.400 |
96.360 |
96.390 |
-0.030 |
17,955 |
623,820 |
+3,256 |
Mar06 |
041126 |
96.220 |
96.255 |
96.220 |
96.245 |
-0.045 |
24,344 |
463,879 |
-3,372 |
Jun06 |
041126 |
96.125 |
96.140 |
96.115 |
96.135 |
-0.045 |
14,863 |
338,077 |
+726 |
Sep06 |
041126 |
96.095 |
96.100 |
96.020 |
96.045 |
-0.045 |
27,025 |
275,282 |
-1,309 |
Dec06 |
041126 |
95.955 |
95.955 |
95.940 |
95.955 |
-0.045 |
8,951 |
218,368 |
-2,078 |
Mar07 |
041126 |
95.880 |
95.885 |
95.865 |
95.880 |
-0.045 |
12,188 |
167,958 |
+3,591 |
Jun07 |
041126 |
95.790 |
95.800 |
95.780 |
95.795 |
-0.045 |
8,842 |
157,176 |
-1,212 |
Sep07 |
041126 |
95.715 |
95.720 |
95.700 |
95.710 |
-0.045 |
7,359 |
130,585 |
+1,479 |
Dec07 |
041126 |
95.600 |
95.625 |
95.600 |
95.610 |
-0.045 |
3,856 |
93,423 |
+448 |
Mar08 |
041126 |
95.520 |
95.545 |
95.520 |
95.530 |
-0.045 |
3,232 |
83,782 |
-200 |
Jun08 |
041126 |
95.455 |
95.455 |
95.445 |
95.445 |
-0.040 |
3,037 |
85,257 |
+855 |
Sep08 |
041126 |
95.370 |
95.370 |
95.355 |
95.360 |
-0.040 |
3,830 |
84,700 |
+1,183 |
Dec08 |
041126 |
95.255 |
95.265 |
95.245 |
95.255 |
-0.045 |
2,027 |
65,146 |
+278 |
Mar09 |
041126 |
95.170 |
95.175 |
95.160 |
95.170 |
-0.045 |
1,660 |
52,477 |
-24 |
Total Volume and Open Interest |
237,333 |
6,735,659 |
+14,059 |
30 Day Federal Funds(CBOT) |
Nov04 |
041126 |
98.070 |
98.080 |
98.070 |
98.080 |
+0.010 |
211 |
144,268 |
-899 |
Dec04 |
041126 |
97.870 |
97.870 |
97.870 |
97.870 |
unch |
800 |
146,473 |
+1,200 |
Jan05 |
041126 |
97.760 |
97.760 |
97.760 |
97.760 |
unch |
6,214 |
122,892 |
+738 |
Feb05 |
041126 |
97.540 |
97.550 |
97.540 |
97.550 |
+0.010 |
667 |
47,397 |
+1,717 |
Mar05 |
041126 |
97.460 |
97.470 |
97.460 |
97.470 |
+0.010 |
339 |
14,489 |
+223 |
Apr05 |
041126 |
97.320 |
97.330 |
97.320 |
97.330 |
+0.010 |
9 |
5,318 |
+508 |
Total Volume and Open Interest |
8,240 |
481,659 |
+3,492 |
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 |
041126 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
20,608 |
-140 |
Mar05 |
041126 |
99.91 |
99.91 |
99.91 |
99.91 |
+0.01 |
0 |
55,142 |
+1,349 |
Jun05 |
041126 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
4 |
30,813 |
+1,396 |
Sep05 |
041126 |
99.84 |
99.84 |
99.84 |
99.84 |
-0.01 |
0 |
7,287 |
+522 |
Dec05 |
041126 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
4 |
4,565 |
-477 |
Mar06 |
041126 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.02 |
500 |
8,013 |
+320 |
Jun06 |
041126 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.01 |
0 |
4,457 |
-100 |
Sep06 |
041126 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
0 |
3,109 |
+0 |
Dec06 |
041126 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.01 |
0 |
411 |
+0 |
Mar07 |
041126 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.01 |
0 |
6 |
+0 |
Total Volume and Open Interest |
508 |
135,458 |
+2,870 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041126 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,756 |
62,113 |
-105 |
Mar05 |
041126 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.00 |
1,206 |
97,193 |
+1,103 |
Jun05 |
041126 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
1,941 |
87,874 |
+2,130 |
Sep05 |
041126 |
99.85 |
99.85 |
99.84 |
99.84 |
-0.01 |
361 |
44,135 |
+405 |
Dec05 |
041126 |
99.79 |
99.79 |
99.78 |
99.79 |
0.00 |
419 |
36,669 |
-194 |
Mar06 |
041126 |
99.71 |
99.71 |
99.70 |
99.71 |
-0.01 |
1,947 |
28,547 |
-344 |
Jun06 |
041126 |
99.61 |
99.62 |
99.61 |
99.62 |
-0.01 |
250 |
12,953 |
-70 |
Sep06 |
041126 |
99.53 |
99.53 |
99.51 |
99.53 |
-0.01 |
200 |
7,400 |
-11 |
Total Volume and Open Interest |
8,085 |
390,499 |
+2,914 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041126 |
138.85 |
138.90 |
138.64 |
138.75 |
-0.22 |
2,084 |
37,318 |
+94 |
Mar05 |
041126 |
137.84 |
137.84 |
137.83 |
137.84 |
-0.25 |
0 |
115 |
+24 |
Jun05 |
041126 |
137.84 |
137.84 |
137.84 |
137.84 |
-0.25 |
|
|
|
Total Volume and Open Interest |
2,084 |
37,433 |
+118 |
Euro-Bund(EUREX) |
Dec04 |
041126 |
118.35 |
118.45 |
118.11 |
118.42 |
+0.07 |
802,600 |
1,267,536 |
-20,345 |
Mar05 |
041126 |
117.75 |
117.77 |
117.46 |
117.75 |
+0.06 |
49,792 |
108,193 |
-998 |
Jun05 |
041126 |
116.87 |
116.87 |
116.87 |
116.87 |
+0.12 |
861 |
255 |
+5 |
Total Volume and Open Interest |
853,253 |
1,375,984 |
-21,338 |
Euro-Bobl(EUREX) |
Dec04 |
041126 |
113.05 |
113.10 |
112.86 |
113.08 |
+0.03 |
580,360 |
814,467 |
-40,852 |
Mar05 |
041126 |
112.81 |
112.86 |
112.64 |
112.86 |
+0.05 |
45,716 |
51,546 |
+6,374 |
Jun05 |
041126 |
112.13 |
112.13 |
112.13 |
112.13 |
+0.03 |
0 |
800 |
+0 |
Total Volume and Open Interest |
626,076 |
866,813 |
-34,478 |
3-Mth Euribor(EUREX) |
Dec04 |
041126 |
97.820 |
97.830 |
97.820 |
97.825 |
unch |
228 |
9,625 |
+239 |
Mar05 |
041126 |
97.795 |
97.795 |
97.785 |
97.790 |
+0.005 |
393 |
7,257 |
+264 |
Jun05 |
041126 |
97.700 |
97.715 |
97.700 |
97.715 |
-0.005 |
79 |
5,417 |
+194 |
Total Volume and Open Interest |
966 |
29,640 |
+709 |
Long Gilt(LIFFE) |
Dec04 |
041126 |
109~12 |
109~18 |
109~08 |
109~17 |
-0~01 |
117,111 |
145,099 |
-43,139 |
Mar05 |
041126 |
111~00 |
111~07 |
110~28 |
111~05 |
unch |
65,878 |
126,554 |
+44,034 |
Total Volume and Open Interest |
182,989 |
271,653 |
+895 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041126 |
95.15 |
95.15 |
95.14 |
95.15 |
unch |
42,442 |
234,870 |
+683 |
Mar05 |
041126 |
95.17 |
95.20 |
95.15 |
95.19 |
+0.01 |
58,979 |
277,975 |
+5,485 |
Jun05 |
041126 |
95.23 |
95.28 |
95.21 |
95.27 |
+0.03 |
57,645 |
237,132 |
+9,175 |
Sep05 |
041126 |
95.29 |
95.33 |
95.24 |
95.32 |
+0.04 |
52,468 |
223,690 |
+5,102 |
Dec05 |
041126 |
95.27 |
95.33 |
95.24 |
95.32 |
+0.04 |
41,900 |
201,602 |
+2,085 |
Mar06 |
041126 |
95.24 |
95.30 |
95.22 |
95.30 |
+0.05 |
10,000 |
100,144 |
-771 |
Total Volume and Open Interest |
281,325 |
1,490,692 |
+15,714 |
3-Mth Euribor(LIFFE) |
Dec04 |
041126 |
97.830 |
97.830 |
97.815 |
97.830 |
+0.005 |
73,468 |
654,885 |
-11,850 |
Mar05 |
041126 |
97.795 |
97.815 |
97.770 |
97.795 |
+0.010 |
155,158 |
526,631 |
-2,766 |
Jun05 |
041126 |
97.715 |
97.735 |
97.685 |
97.720 |
+0.005 |
121,743 |
542,197 |
+15,052 |
Total Volume and Open Interest |
628,399 |
3,285,827 |
+34,039 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041126 |
94.60 |
94.60 |
94.58 |
94.59 |
-0.01 |
13,020 |
103,441 |
-7,902 |
Mar05 |
041126 |
94.61 |
94.64 |
94.60 |
94.63 |
+0.01 |
85,172 |
300,224 |
+27,162 |
Jun05 |
041126 |
94.60 |
94.63 |
94.58 |
94.61 |
+0.01 |
17,405 |
97,310 |
-12,484 |
Sep05 |
041126 |
94.59 |
94.62 |
94.57 |
94.59 |
unch |
3,256 |
31,363 |
+15 |
Dec05 |
041126 |
94.58 |
94.60 |
94.56 |
94.58 |
+0.01 |
793 |
20,637 |
-40 |
Mar06 |
041126 |
94.58 |
94.58 |
94.56 |
94.57 |
+0.01 |
223 |
14,395 |
-27 |
Jun06 |
041126 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.01 |
0 |
10,374 |
-5 |
Sep06 |
041126 |
94.53 |
94.53 |
94.52 |
94.52 |
unch |
130 |
6,460 |
-50 |
Dec06 |
041126 |
94.49 |
94.49 |
94.48 |
94.48 |
unch |
65 |
2,998 |
+0 |
Mar07 |
041126 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.01 |
0 |
1,863 |
+0 |
Total Volume and Open Interest |
120,244 |
592,492 |
+6,529 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041126 |
94.74 |
94.79 |
94.70 |
94.74 |
unch |
36,261 |
277,300 |
-20,144 |
Mar05 |
041126 |
94.72 |
94.76 |
94.72 |
94.73 |
unch |
52 |
500 |
-10 |
Total Volume and Open Interest |
36,313 |
277,800 |
-20,154 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041126 |
94.95 |
94.98 |
94.90 |
94.94 |
-0.01 |
119,118 |
531,129 |
-41,785 |
Mar05 |
041126 |
94.93 |
94.95 |
94.92 |
94.92 |
-0.01 |
140 |
1,616 |
+140 |
Total Volume and Open Interest |
119,258 |
532,745 |
-41,645 |
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 |
041126 |
10530 |
10552 |
10505 |
10510 |
-12 |
3,744 |
46,829 |
-187 |
Mar05 |
041126 |
10525 |
10525 |
10514 |
10514 |
-12 |
50 |
201 |
+46 |
Jun05 |
041126 |
10531 |
10531 |
10531 |
10531 |
-12 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,794 |
47,034 |
-141 |
S & P 500(CME) |
Dec04 |
041126 |
1182.50 |
1187.50 |
1180.50 |
1180.80 |
-1.10 |
23,839 |
618,623 |
-4,776 |
Mar05 |
041126 |
1184.50 |
1186.00 |
1182.90 |
1182.90 |
-1.10 |
3,050 |
83,345 |
+2,078 |
Jun05 |
041126 |
1186.40 |
1186.40 |
1186.40 |
1186.40 |
-1.10 |
4 |
3,772 |
+4 |
Sep05 |
041126 |
1190.40 |
1190.40 |
1190.40 |
1190.40 |
-1.10 |
1 |
1,515 |
+0 |
Total Volume and Open Interest |
26,893 |
707,417 |
-2,694 |
S & P 500 E-Mini(Globex) |
Dec04 |
041126 |
1186.00 |
1187.50 |
1179.25 |
1180.75 |
-1.25 |
428,298 |
1,022,032 |
+5,595 |
Mar05 |
041126 |
1188.75 |
1189.25 |
1182.75 |
1183.00 |
-1.00 |
965 |
56,432 |
+119 |
Total Volume and Open Interest |
429,263 |
1,078,464 |
+5,714 |
NASDAQ 100(CME) |
Dec04 |
041126 |
1585.00 |
1590.00 |
1577.00 |
1577.50 |
-5.00 |
10,028 |
87,004 |
-360 |
Mar05 |
041126 |
1591.00 |
1591.00 |
1585.50 |
1585.50 |
-5.00 |
10 |
386 |
-10 |
Jun05 |
041126 |
1592.50 |
1592.50 |
1592.50 |
1592.50 |
-5.00 |
1 |
1 |
+0 |
Total Volume and Open Interest |
10,028 |
87,391 |
-370 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041126 |
1593.00 |
1594.00 |
1577.00 |
1577.50 |
-5.00 |
162,828 |
411,417 |
+17,761 |
Mar05 |
041126 |
1599.00 |
1599.00 |
1585.00 |
1585.50 |
-5.00 |
192 |
2,150 |
-19 |
Total Volume and Open Interest |
163,020 |
413,567 |
+17,742 |
S & P Midcap 400(CME) |
Dec04 |
041126 |
640.75 |
643.00 |
639.50 |
639.50 |
+0.50 |
205 |
14,112 |
+76 |
Mar05 |
041126 |
640.00 |
640.00 |
640.00 |
640.00 |
+0.50 |
0 |
2 |
+0 |
Jun05 |
041126 |
640.00 |
640.00 |
640.00 |
640.00 |
+0.50 |
|
|
|
Total Volume and Open Interest |
205 |
14,114 |
+76 |
Russell 2000(CME) |
Dec04 |
041126 |
629.75 |
633.75 |
629.75 |
630.10 |
+0.35 |
1,076 |
27,447 |
+182 |
Mar05 |
041126 |
631.60 |
631.60 |
631.60 |
631.60 |
+0.35 |
0 |
175 |
+0 |
Jun05 |
041126 |
631.60 |
631.60 |
631.60 |
631.60 |
+0.35 |
|
|
|
Total Volume and Open Interest |
1,076 |
27,622 |
+182 |
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 |
041126 |
10870 |
10940 |
10810 |
10840 |
-35 |
9,994 |
176,669 |
+26 |
Mar05 |
041126 |
10850 |
10850 |
10835 |
10835 |
-35 |
565 |
39 |
+0 |
Total Volume and Open Interest |
10,559 |
176,711 |
+26 |
Nikkei 225(SGX) |
Dec04 |
041126 |
10870 |
10940 |
10810 |
10840 |
-35 |
9,994 |
176,669 |
+26 |
Mar05 |
041126 |
10850 |
10850 |
10835 |
10835 |
-35 |
565 |
39 |
+0 |
Jun05 |
041126 |
10780 |
10780 |
10780 |
10780 |
-35 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,559 |
176,711 |
+26 |
CAC 40(EURONEXT) |
Dec04 |
041126 |
3786.0 |
3795.0 |
3768.0 |
3784.5 |
-15.0 |
44,272 |
418,777 |
+5,828 |
Jan05 |
041126 |
3793.0 |
3797.5 |
3774.5 |
3791.0 |
-15.0 |
146 |
1,007 |
+92 |
Feb05 |
041126 |
3797.0 |
3797.0 |
3797.0 |
3797.0 |
-15.0 |
|
|
|
Total Volume and Open Interest |
44,517 |
428,716 |
+6,018 |
Hang Seng Index(HKFE) |
Nov04 |
041126 |
14000 |
14028 |
13840 |
13897 |
-50 |
35,782 |
61,507 |
-24,479 |
Dec04 |
041126 |
14000 |
14020 |
13835 |
13892 |
-49 |
31,912 |
101,641 |
+44,438 |
Total Volume and Open Interest |
67,741 |
165,675 |
+19,990 |
DAX(EUREX) |
Dec04 |
041126 |
4150.0 |
4165.5 |
4140.0 |
4143.5 |
-24.5 |
54,384 |
194,812 |
-1,988 |
Mar05 |
041126 |
4175.0 |
4187.0 |
4164.5 |
4166.5 |
-24.5 |
160 |
10,287 |
+64 |
Jun05 |
041126 |
4194.0 |
4210.0 |
4187.5 |
4189.5 |
-25.0 |
108 |
1,637 |
+20 |
Total Volume and Open Interest |
54,652 |
206,736 |
-1,904 |
FT-SE 100(EURONEXT) |
Dec04 |
041126 |
4750.00 |
4758.50 |
4736.00 |
4749.00 |
-12.50 |
36,066 |
468,062 |
+284 |
Mar05 |
041126 |
4750.00 |
4756.00 |
4743.50 |
4751.00 |
-12.50 |
2,919 |
24,672 |
+1,144 |
Jun05 |
041126 |
4764.50 |
4764.50 |
4764.50 |
4764.50 |
-12.50 |
5 |
17,845 |
+0 |
Total Volume and Open Interest |
39,017 |
512,644 |
+1,428 |
SPI 200(SFE) |
Dec04 |
041126 |
3919.0 |
3929.0 |
3900.0 |
3923.0 |
+25.0 |
13,398 |
169,943 |
+3,520 |
Mar05 |
041126 |
3935.0 |
3940.0 |
3914.0 |
3934.0 |
+25.0 |
141 |
4,011 |
+95 |
Jun05 |
041126 |
3955.0 |
3955.0 |
3948.0 |
3948.0 |
+26.0 |
48 |
3,133 |
+15 |
Total Volume and Open Interest |
13,742 |
181,812 |
+3,755 |
GSCI(CME) |
Dec04 |
041126 |
350.75 |
350.80 |
350.25 |
350.50 |
+0.70 |
254 |
16,726 |
-54 |
Jan05 |
041126 |
350.50 |
350.50 |
350.50 |
350.50 |
+0.50 |
0 |
3 |
+0 |
Feb05 |
041126 |
345.60 |
345.60 |
345.60 |
345.60 |
+0.30 |
|
|
|
Total Volume and Open Interest |
254 |
16,729 |
-54 |
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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