|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue November 30, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041130 |
540.00 |
540.50 |
532.50 |
534.75 |
-4.75 |
44,608 |
102,606 |
-154 |
Mar05 |
041130 |
541.00 |
541.00 |
534.25 |
536.00 |
-4.75 |
14,510 |
59,968 |
+3,355 |
May05 |
041130 |
547.50 |
547.50 |
540.50 |
543.50 |
-2.75 |
6,125 |
33,131 |
+621 |
Jul05 |
041130 |
554.00 |
554.50 |
548.00 |
550.75 |
-2.75 |
4,974 |
27,234 |
-12 |
Aug05 |
041130 |
551.00 |
553.50 |
551.00 |
553.50 |
-3.00 |
77 |
1,928 |
+14 |
Sep05 |
041130 |
555.50 |
555.50 |
553.50 |
553.50 |
-5.50 |
2 |
324 |
+0 |
Nov05 |
041130 |
567.00 |
567.00 |
562.50 |
564.75 |
-3.00 |
1,958 |
9,741 |
+313 |
Total Volume and Open Interest |
72,256 |
234,978 |
+4,138 |
Soybean Meal(CBOT) |
Dec04 |
041130 |
156.40 |
156.50 |
154.00 |
154.20 |
-2.70 |
19,380 |
12,187 |
-6,989 |
Jan05 |
041130 |
157.80 |
158.00 |
155.30 |
155.60 |
-2.60 |
15,496 |
32,617 |
+2,187 |
Mar05 |
041130 |
160.50 |
160.50 |
157.00 |
157.30 |
-3.70 |
7,788 |
33,260 |
+331 |
May05 |
041130 |
163.50 |
163.50 |
159.70 |
159.70 |
-4.00 |
2,330 |
17,659 |
-33 |
Jul05 |
041130 |
166.50 |
167.00 |
163.10 |
163.60 |
-3.80 |
2,916 |
26,130 |
+338 |
Aug05 |
041130 |
167.70 |
167.70 |
164.70 |
165.20 |
-3.70 |
218 |
9,071 |
+138 |
Sep05 |
041130 |
170.00 |
170.00 |
166.00 |
166.00 |
-4.00 |
71 |
5,784 |
+46 |
Oct05 |
041130 |
170.00 |
170.00 |
167.00 |
167.00 |
-4.30 |
24 |
3,242 |
+24 |
Total Volume and Open Interest |
48,362 |
145,773 |
-4,008 |
Soybean Oil(CBOT) |
Dec04 |
041130 |
20.22 |
20.69 |
20.18 |
20.62 |
+0.35 |
11,733 |
8,807 |
-2,837 |
Jan05 |
041130 |
20.32 |
20.79 |
20.30 |
20.70 |
+0.23 |
21,147 |
43,838 |
+3,218 |
Mar05 |
041130 |
20.43 |
20.95 |
20.35 |
20.90 |
+0.29 |
10,327 |
36,143 |
+2,302 |
May05 |
041130 |
20.70 |
21.00 |
20.60 |
20.96 |
+0.19 |
2,487 |
17,998 |
+192 |
Jul05 |
041130 |
20.82 |
21.20 |
20.75 |
21.15 |
+0.24 |
3,186 |
19,462 |
+2,053 |
Aug05 |
041130 |
20.85 |
21.20 |
20.82 |
21.17 |
+0.26 |
155 |
6,189 |
+15 |
Sep05 |
041130 |
20.80 |
21.15 |
20.80 |
21.12 |
+0.18 |
150 |
3,788 |
+66 |
Oct05 |
041130 |
20.85 |
21.10 |
20.85 |
21.10 |
+0.20 |
71 |
2,698 |
+37 |
Total Volume and Open Interest |
49,675 |
146,757 |
+5,181 |
Canola(WCE) |
Jan05 |
041130 |
281.4 |
282.9 |
279.7 |
280.7 |
-0.7 |
4,201 |
44,145 |
-238 |
Mar05 |
041130 |
284.9 |
286.5 |
283.3 |
283.8 |
-1.1 |
653 |
9,826 |
+494 |
May05 |
041130 |
288.3 |
288.3 |
288.3 |
288.3 |
-1.8 |
112 |
1,118 |
+107 |
Jul05 |
041130 |
296.3 |
296.3 |
295.4 |
295.4 |
-1.1 |
25 |
563 |
+11 |
Sep05 |
041130 |
299.0 |
299.0 |
299.0 |
299.0 |
-0.5 |
|
|
|
Total Volume and Open Interest |
5,198 |
67,694 |
+495 |
Corn(CBOT) |
Dec04 |
041130 |
193.25 |
194.00 |
192.25 |
192.50 |
-0.75 |
87,821 |
37,471 |
-37,704 |
Mar05 |
041130 |
205.00 |
205.50 |
203.50 |
203.75 |
-1.00 |
110,480 |
339,315 |
+22,020 |
May05 |
041130 |
213.00 |
213.25 |
211.00 |
211.25 |
-1.25 |
9,312 |
74,082 |
+2,140 |
Jul05 |
041130 |
220.25 |
220.75 |
219.00 |
219.25 |
-1.00 |
10,173 |
69,029 |
+500 |
Sep05 |
041130 |
228.00 |
228.50 |
227.25 |
227.50 |
-0.25 |
1,962 |
18,455 |
+802 |
Dec05 |
041130 |
237.50 |
238.00 |
237.00 |
237.50 |
unch |
3,294 |
43,692 |
+1,249 |
Total Volume and Open Interest |
223,394 |
585,310 |
-10,891 |
Wheat(CBOT) |
Dec04 |
041130 |
288.50 |
292.00 |
287.50 |
289.75 |
+2.75 |
21,754 |
8,136 |
-9,559 |
Mar05 |
041130 |
301.25 |
303.50 |
299.50 |
301.25 |
+0.75 |
35,898 |
131,429 |
+5,862 |
May05 |
041130 |
308.00 |
310.50 |
306.25 |
307.25 |
+0.75 |
3,274 |
15,348 |
+1,144 |
Jul05 |
041130 |
316.00 |
317.00 |
313.50 |
313.75 |
+0.50 |
2,557 |
12,306 |
+940 |
Sep05 |
041130 |
323.00 |
323.50 |
320.00 |
320.00 |
-1.00 |
32 |
337 |
+5 |
Total Volume and Open Interest |
64,085 |
175,149 |
-1,381 |
Wheat(KCBT) |
Dec04 |
041130 |
338.50 |
341.00 |
336.00 |
341.00 |
+4.50 |
6,423 |
3,276 |
-4,605 |
Mar05 |
041130 |
330.00 |
331.50 |
328.00 |
330.25 |
+1.00 |
11,395 |
44,119 |
+2,541 |
May05 |
041130 |
329.50 |
330.00 |
326.00 |
326.00 |
-0.50 |
837 |
5,631 |
+178 |
Jul05 |
041130 |
328.25 |
329.00 |
324.75 |
325.00 |
-2.75 |
1,333 |
8,695 |
-104 |
Sep05 |
041130 |
332.00 |
332.00 |
330.00 |
330.00 |
-3.00 |
367 |
1,920 |
+358 |
Total Volume and Open Interest |
20,425 |
64,165 |
-1,605 |
Wheat(MGE) |
Dec04 |
041130 |
331.00 |
334.00 |
327.00 |
327.25 |
-2.50 |
4,758 |
2,308 |
-2,515 |
Mar05 |
041130 |
340.00 |
344.00 |
339.00 |
339.50 |
+0.25 |
9,635 |
21,015 |
+1,447 |
May05 |
041130 |
344.00 |
349.25 |
344.00 |
346.00 |
+2.50 |
1,841 |
6,238 |
+486 |
Jul05 |
041130 |
348.00 |
352.00 |
348.00 |
349.50 |
+2.00 |
1,063 |
2,744 |
+278 |
Sep05 |
041130 |
348.50 |
350.00 |
347.00 |
347.00 |
unch |
232 |
1,150 |
+142 |
Total Volume and Open Interest |
17,529 |
33,729 |
-163 |
Oats(CBOT) |
Dec04 |
041130 |
153.75 |
168.50 |
153.75 |
168.00 |
+15.00 |
1,502 |
1,034 |
-619 |
Mar05 |
041130 |
150.00 |
156.00 |
150.00 |
154.25 |
+5.50 |
1,279 |
5,614 |
+232 |
May05 |
041130 |
152.25 |
156.50 |
152.25 |
156.00 |
+6.50 |
25 |
256 |
+12 |
Jul05 |
041130 |
152.00 |
156.00 |
152.00 |
156.00 |
+4.50 |
17 |
59 |
-1 |
Total Volume and Open Interest |
2,823 |
6,967 |
-376 |
Rough Rice(CBOT) |
Jan05 |
041130 |
7.14 |
7.50 |
7.14 |
7.49 |
+0.36 |
385 |
3,375 |
+119 |
Mar05 |
041130 |
7.36 |
7.68 |
7.36 |
7.67 |
+0.33 |
30 |
893 |
-6 |
May05 |
041130 |
7.71 |
7.88 |
7.71 |
7.88 |
+0.34 |
0 |
256 |
+0 |
Jul05 |
041130 |
8.08 |
8.08 |
8.08 |
8.08 |
+0.37 |
0 |
54 |
+0 |
Total Volume and Open Interest |
415 |
4,580 |
+113 |
Live Cattle(CME) |
Dec04 |
041130 |
90.700 |
90.850 |
89.650 |
90.325 |
+0.100 |
6,040 |
18,818 |
-738 |
Feb05 |
041130 |
90.100 |
90.250 |
88.900 |
89.550 |
-0.575 |
8,433 |
63,135 |
+1,551 |
Apr05 |
041130 |
86.200 |
86.375 |
85.350 |
85.725 |
-0.375 |
2,371 |
15,127 |
+259 |
Jun05 |
041130 |
81.600 |
82.000 |
80.850 |
81.400 |
-0.150 |
1,130 |
9,552 |
-249 |
Aug05 |
041130 |
81.400 |
81.500 |
80.500 |
80.875 |
-0.475 |
215 |
6,444 |
+39 |
Oct05 |
041130 |
81.500 |
81.650 |
81.400 |
81.625 |
-0.275 |
258 |
3,730 |
-219 |
Total Volume and Open Interest |
18,459 |
118,737 |
+641 |
Feeder Cattle(CME) |
Jan05 |
041130 |
104.800 |
105.000 |
103.550 |
103.950 |
-0.100 |
1,924 |
7,870 |
-191 |
Mar05 |
041130 |
100.700 |
101.000 |
99.400 |
99.875 |
-0.375 |
799 |
3,091 |
+139 |
Apr05 |
041130 |
99.300 |
99.600 |
98.300 |
98.400 |
-0.750 |
258 |
1,658 |
-107 |
May05 |
041130 |
99.100 |
99.300 |
97.800 |
98.250 |
-0.550 |
137 |
1,665 |
+8 |
Aug05 |
041130 |
101.250 |
101.250 |
99.900 |
99.900 |
-1.325 |
60 |
438 |
+37 |
Sep05 |
041130 |
99.150 |
99.150 |
99.150 |
99.150 |
+0.150 |
0 |
1 |
+0 |
Oct05 |
041130 |
99.000 |
99.000 |
99.000 |
99.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,178 |
14,724 |
-114 |
Lean Hogs(CME) |
Dec04 |
041130 |
77.550 |
79.300 |
77.500 |
79.075 |
+1.725 |
4,764 |
17,128 |
-1,585 |
Feb05 |
041130 |
76.300 |
77.700 |
76.300 |
77.150 |
+1.050 |
5,925 |
58,914 |
+799 |
Apr05 |
041130 |
73.150 |
74.500 |
73.150 |
74.400 |
+1.175 |
1,231 |
13,592 |
+272 |
May05 |
041130 |
72.250 |
73.550 |
72.100 |
73.300 |
+1.000 |
111 |
2,108 |
+23 |
Jun05 |
041130 |
75.000 |
75.600 |
74.900 |
75.575 |
+0.550 |
676 |
6,871 |
-83 |
Jul05 |
041130 |
71.050 |
72.025 |
71.000 |
71.900 |
+0.575 |
92 |
1,645 |
+48 |
Aug05 |
041130 |
67.850 |
69.000 |
67.850 |
68.975 |
+1.175 |
143 |
1,083 |
+84 |
Oct05 |
041130 |
58.850 |
60.150 |
58.850 |
59.900 |
+0.900 |
19 |
391 |
+10 |
Total Volume and Open Interest |
12,989 |
101,898 |
-414 |
Pork Bellies(CME) |
Feb05 |
041130 |
101.900 |
102.850 |
101.400 |
101.850 |
+0.150 |
180 |
1,562 |
-8 |
Mar05 |
041130 |
101.750 |
101.950 |
101.750 |
101.950 |
-0.250 |
5 |
23 |
-2 |
May05 |
041130 |
101.450 |
101.450 |
101.450 |
101.450 |
+0.050 |
2 |
26 |
+2 |
Jul05 |
041130 |
102.025 |
102.025 |
102.025 |
102.025 |
+0.025 |
2 |
15 |
+2 |
Aug05 |
041130 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
189 |
1,627 |
-6 |
Class III Milk(CME) |
Nov04 |
041130 |
14.97 |
14.97 |
14.95 |
14.97 |
unch |
198 |
3,809 |
+3,809 |
Dec04 |
041130 |
16.95 |
17.10 |
16.80 |
16.97 |
+0.02 |
603 |
4,512 |
+4,512 |
Jan05 |
041130 |
15.05 |
15.15 |
14.32 |
15.07 |
unch |
421 |
2,841 |
+2,841 |
Feb05 |
041130 |
14.00 |
14.23 |
13.90 |
14.06 |
+0.06 |
286 |
2,196 |
+2,196 |
Mar05 |
041130 |
13.35 |
13.51 |
13.00 |
13.25 |
unch |
156 |
2,444 |
+2,444 |
Total Volume and Open Interest |
2,000 |
24,245 |
+24,245 |
Cocoa(ICE) |
Dec04 |
041130 |
1640 |
1661 |
1640 |
1661 |
+66 |
24 |
329 |
-9 |
Mar05 |
041130 |
1620 |
1660 |
1617 |
1651 |
+51 |
7,019 |
49,138 |
-2,279 |
May05 |
041130 |
1620 |
1665 |
1620 |
1657 |
+52 |
558 |
12,320 |
+234 |
Jul05 |
041130 |
1629 |
1667 |
1629 |
1663 |
+52 |
234 |
11,172 |
+22 |
Sep05 |
041130 |
1630 |
1668 |
1630 |
1668 |
+54 |
133 |
9,408 |
-33 |
Dec05 |
041130 |
1650 |
1674 |
1640 |
1671 |
+54 |
0 |
8,470 |
+3 |
Mar06 |
041130 |
1644 |
1678 |
1644 |
1673 |
+52 |
0 |
11,213 |
+0 |
Total Volume and Open Interest |
7,968 |
115,071 |
-2,062 |
Coffee "C"(ICE) |
Dec04 |
041130 |
96.00 |
96.50 |
93.50 |
94.45 |
-0.20 |
488 |
1,438 |
-685 |
Mar05 |
041130 |
99.50 |
100.00 |
95.10 |
97.45 |
-0.40 |
16,545 |
76,035 |
+4,622 |
May05 |
041130 |
100.80 |
101.50 |
97.25 |
99.30 |
-0.25 |
2,088 |
9,033 |
+486 |
Jul05 |
041130 |
102.75 |
103.20 |
100.00 |
101.00 |
-0.25 |
938 |
3,213 |
+138 |
Sep05 |
041130 |
105.00 |
105.00 |
102.50 |
102.70 |
-0.20 |
92 |
2,108 |
+42 |
Dec05 |
041130 |
107.00 |
107.25 |
105.00 |
105.45 |
-0.20 |
115 |
832 |
+30 |
Total Volume and Open Interest |
20,465 |
93,142 |
+4,718 |
Orange Juice(ICE) |
Jan05 |
041130 |
77.05 |
77.20 |
74.60 |
74.90 |
-2.45 |
777 |
14,701 |
-189 |
Mar05 |
041130 |
79.00 |
79.00 |
76.60 |
76.90 |
-2.25 |
418 |
11,656 |
+262 |
May05 |
041130 |
81.00 |
81.00 |
79.25 |
79.50 |
-2.30 |
34 |
4,860 |
-22 |
Jul05 |
041130 |
82.35 |
82.35 |
81.00 |
81.00 |
-2.30 |
5 |
636 |
+3 |
Sep05 |
041130 |
82.60 |
82.60 |
82.60 |
82.60 |
-2.20 |
0 |
86 |
+0 |
Nov05 |
041130 |
84.00 |
84.00 |
84.00 |
84.00 |
-2.25 |
4 |
525 |
+0 |
Total Volume and Open Interest |
1,238 |
32,511 |
+54 |
Sugar #11(ICE) |
Mar05 |
041130 |
8.90 |
8.92 |
8.80 |
8.84 |
-0.05 |
17,207 |
214,880 |
+8,400 |
May05 |
041130 |
9.06 |
9.07 |
8.97 |
9.01 |
-0.06 |
4,249 |
43,138 |
+2,985 |
Jul05 |
041130 |
8.88 |
8.92 |
8.84 |
8.88 |
-0.02 |
1,115 |
24,630 |
+846 |
Oct05 |
041130 |
8.88 |
8.90 |
8.81 |
8.88 |
-0.01 |
1,324 |
22,050 |
+853 |
Mar06 |
041130 |
8.77 |
8.84 |
8.76 |
8.82 |
+0.01 |
170 |
9,202 |
+224 |
Total Volume and Open Interest |
24,074 |
318,498 |
+13,383 |
Sugar #14(ICE) |
Jan05 |
041130 |
20.35 |
20.37 |
20.35 |
20.36 |
-0.02 |
58 |
1,138 |
-206 |
Mar05 |
041130 |
20.37 |
20.37 |
20.37 |
20.37 |
-0.02 |
25 |
3,558 |
+28 |
May05 |
041130 |
20.54 |
20.54 |
20.53 |
20.53 |
unch |
15 |
2,144 |
+54 |
Jul05 |
041130 |
20.77 |
20.77 |
20.76 |
20.76 |
-0.02 |
65 |
1,686 |
+49 |
Sep05 |
041130 |
20.83 |
20.84 |
20.83 |
20.84 |
unch |
2 |
2,384 |
-3 |
Total Volume and Open Interest |
168 |
11,562 |
-71 |
London Cocoa(LCE) |
Dec04 |
041130 |
869 |
888 |
865 |
880 |
+11 |
10,509 |
36,035 |
-1,665 |
Mar05 |
041130 |
883 |
907 |
880 |
899 |
+12 |
14,489 |
64,184 |
+2,507 |
May05 |
041130 |
901 |
913 |
897 |
907 |
+10 |
1,590 |
19,124 |
-28 |
Jul05 |
041130 |
914 |
930 |
914 |
924 |
+10 |
2,042 |
17,797 |
+1,252 |
Sep05 |
041130 |
932 |
949 |
927 |
941 |
+8 |
1,815 |
39,488 |
+117 |
Dec05 |
041130 |
914 |
931 |
909 |
924 |
+11 |
1,380 |
33,877 |
+651 |
Mar06 |
041130 |
927 |
939 |
923 |
931 |
+10 |
1,498 |
5,698 |
+1,428 |
Total Volume and Open Interest |
33,373 |
216,749 |
+4,286 |
London Coffee(LCE) |
Nov04 |
041130 |
732.00 |
738.00 |
711.00 |
711.00 |
unch |
86 |
53 |
-11 |
Jan05 |
041130 |
740.00 |
772.00 |
729.00 |
738.00 |
+14.00 |
5,634 |
55,118 |
-1,434 |
Mar05 |
041130 |
765.00 |
794.00 |
750.00 |
761.00 |
+14.00 |
3,838 |
54,139 |
-187 |
May05 |
041130 |
786.00 |
809.00 |
773.00 |
780.00 |
+13.00 |
2,456 |
35,396 |
+935 |
Jul05 |
041130 |
795.00 |
825.00 |
792.00 |
797.00 |
+12.00 |
105 |
9,464 |
+77 |
Sep05 |
041130 |
840.00 |
840.00 |
807.00 |
813.00 |
+12.00 |
231 |
5,765 |
+220 |
Total Volume and Open Interest |
12,350 |
161,978 |
-400 |
London Sugar(LCE) |
Mar05 |
041130 |
255.90 |
256.10 |
254.00 |
254.70 |
-0.80 |
1,579 |
25,340 |
-348 |
May05 |
041130 |
262.50 |
262.80 |
261.00 |
261.70 |
-0.80 |
386 |
11,512 |
-68 |
Aug05 |
041130 |
261.70 |
262.50 |
261.00 |
261.70 |
-0.80 |
72 |
5,205 |
+10 |
Oct05 |
041130 |
262.00 |
263.00 |
262.00 |
262.10 |
-1.10 |
7 |
3,164 |
+5 |
Dec05 |
041130 |
261.20 |
261.20 |
261.10 |
261.10 |
-1.10 |
0 |
1,738 |
+0 |
Total Volume and Open Interest |
2,044 |
48,508 |
-401 |
Cotton(ICE) |
Dec04 |
041130 |
48.40 |
48.65 |
48.10 |
48.65 |
+0.15 |
282 |
1,434 |
-924 |
Mar05 |
041130 |
44.05 |
44.80 |
43.75 |
44.78 |
+0.81 |
4,344 |
53,446 |
+160 |
May05 |
041130 |
44.30 |
45.00 |
44.00 |
44.98 |
+0.76 |
544 |
9,158 |
+65 |
Jul05 |
041130 |
45.00 |
45.50 |
44.70 |
45.48 |
+0.61 |
1,020 |
9,881 |
-146 |
Oct05 |
041130 |
46.70 |
46.75 |
46.70 |
46.75 |
+0.30 |
119 |
241 |
+107 |
Dec05 |
041130 |
47.65 |
48.00 |
47.65 |
48.00 |
+0.50 |
196 |
5,776 |
+182 |
Total Volume and Open Interest |
6,513 |
81,232 |
-555 |
Lumber(CME) |
Jan05 |
041130 |
341.9 |
342.8 |
336.3 |
339.1 |
-0.4 |
636 |
2,654 |
+62 |
Mar05 |
041130 |
347.0 |
347.0 |
342.1 |
345.6 |
+1.6 |
124 |
486 |
-17 |
May05 |
041130 |
347.0 |
348.5 |
344.5 |
348.5 |
+2.2 |
16 |
135 |
+1 |
Jul05 |
041130 |
348.5 |
348.5 |
348.5 |
348.5 |
unch |
8 |
43 |
+0 |
Total Volume and Open Interest |
784 |
3,318 |
+46 |
Crude Oil(NYM) |
Jan05 |
041130 |
50.05 |
50.40 |
48.68 |
49.13 |
-0.63 |
57,760 |
202,038 |
-9,542 |
Feb05 |
041130 |
50.20 |
50.55 |
48.85 |
49.26 |
-0.62 |
24,732 |
68,459 |
+3,388 |
Mar05 |
041130 |
50.10 |
50.40 |
48.80 |
49.18 |
-0.59 |
8,063 |
48,323 |
+1,224 |
Apr05 |
041130 |
49.70 |
50.00 |
48.55 |
48.91 |
-0.52 |
3,638 |
34,894 |
+392 |
May05 |
041130 |
49.35 |
49.35 |
48.50 |
48.50 |
-0.46 |
2,623 |
20,806 |
+1,135 |
Jun05 |
041130 |
48.85 |
49.05 |
47.80 |
48.09 |
-0.38 |
5,161 |
32,841 |
-1,575 |
Jul05 |
041130 |
48.30 |
48.35 |
47.68 |
47.68 |
-0.32 |
972 |
16,223 |
+914 |
Aug05 |
041130 |
48.00 |
48.00 |
47.29 |
47.29 |
-0.26 |
176 |
10,512 |
+100 |
Sep05 |
041130 |
47.60 |
47.60 |
46.91 |
46.91 |
-0.20 |
200 |
13,367 |
+71 |
Oct05 |
041130 |
47.10 |
47.25 |
46.25 |
46.54 |
-0.15 |
88 |
6,944 |
-9 |
Nov05 |
041130 |
46.19 |
46.19 |
46.19 |
46.19 |
-0.12 |
265 |
13,282 |
-60 |
Dec05 |
041130 |
46.50 |
46.65 |
45.67 |
45.87 |
-0.09 |
6,159 |
53,288 |
-1,960 |
Jan06 |
041130 |
45.50 |
45.50 |
45.50 |
45.50 |
-0.08 |
75 |
7,881 |
-274 |
Feb06 |
041130 |
45.16 |
45.16 |
45.16 |
45.16 |
-0.07 |
0 |
4,349 |
+0 |
Mar06 |
041130 |
44.85 |
44.85 |
44.85 |
44.85 |
-0.06 |
150 |
8,144 |
-50 |
Apr06 |
041130 |
44.65 |
44.70 |
44.57 |
44.57 |
-0.05 |
175 |
4,165 |
-15 |
Total Volume and Open Interest |
117,280 |
684,611 |
-7,980 |
Heating Oil(NYM) |
Dec04 |
041130 |
143.70 |
145.10 |
138.20 |
139.27 |
-5.10 |
22,754 |
11,397 |
-7,039 |
Jan05 |
041130 |
146.00 |
146.95 |
140.50 |
141.83 |
-4.01 |
25,645 |
75,723 |
+4,250 |
Feb05 |
041130 |
146.00 |
146.60 |
140.40 |
141.73 |
-3.51 |
4,431 |
27,729 |
+939 |
Mar05 |
041130 |
141.50 |
141.50 |
137.25 |
138.03 |
-2.36 |
1,076 |
16,791 |
-274 |
Apr05 |
041130 |
133.00 |
133.00 |
131.40 |
131.68 |
-1.76 |
675 |
6,866 |
-206 |
May05 |
041130 |
130.10 |
130.10 |
126.55 |
127.13 |
-1.46 |
57 |
5,173 |
-92 |
Jun05 |
041130 |
127.40 |
127.40 |
124.58 |
124.58 |
-1.26 |
400 |
7,527 |
+1 |
Jul05 |
041130 |
124.50 |
124.50 |
123.58 |
123.58 |
-1.11 |
3 |
4,498 |
+34 |
Aug05 |
041130 |
125.10 |
125.10 |
123.48 |
123.48 |
-1.06 |
1 |
1,976 |
-4 |
Sep05 |
041130 |
126.30 |
126.30 |
124.08 |
124.08 |
-1.06 |
5 |
2,992 |
+0 |
Oct05 |
041130 |
124.78 |
124.78 |
124.78 |
124.78 |
-1.06 |
1 |
358 |
+1 |
Nov05 |
041130 |
125.48 |
125.48 |
125.48 |
125.48 |
-1.06 |
5 |
468 |
+1 |
Total Volume and Open Interest |
55,271 |
172,565 |
-2,314 |
Gasoline(NYMEX) |
Dec04 |
041130 |
130.50 |
131.50 |
125.00 |
126.40 |
-3.89 |
21,678 |
7,587 |
-11,354 |
Jan05 |
041130 |
131.80 |
132.90 |
127.30 |
128.46 |
-3.05 |
19,473 |
57,594 |
+3,243 |
Feb05 |
041130 |
133.70 |
133.85 |
129.40 |
129.80 |
-2.80 |
3,367 |
15,027 |
+559 |
Mar05 |
041130 |
133.40 |
133.60 |
131.00 |
131.00 |
-2.55 |
598 |
7,272 |
+178 |
Apr05 |
041130 |
141.50 |
141.50 |
137.25 |
138.10 |
-2.45 |
1,538 |
16,986 |
+581 |
May05 |
041130 |
140.00 |
140.00 |
136.50 |
138.10 |
-2.40 |
976 |
13,121 |
+259 |
Jun05 |
041130 |
140.50 |
140.50 |
136.00 |
137.25 |
-2.25 |
74 |
6,750 |
+36 |
Jul05 |
041130 |
135.40 |
135.55 |
135.40 |
135.55 |
-2.05 |
142 |
3,918 |
-59 |
Aug05 |
041130 |
133.05 |
133.05 |
133.05 |
133.05 |
-1.90 |
0 |
2,021 |
+67 |
Sep05 |
041130 |
130.00 |
130.00 |
130.00 |
130.00 |
-1.70 |
0 |
5,980 |
+114 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Jan05 |
041130 |
7.700 |
7.750 |
7.410 |
7.620 |
-0.217 |
23,708 |
61,081 |
-61 |
Feb05 |
041130 |
7.790 |
7.840 |
7.520 |
7.715 |
-0.227 |
6,218 |
30,997 |
+1,726 |
Mar05 |
041130 |
7.600 |
7.640 |
7.360 |
7.560 |
-0.167 |
4,634 |
29,993 |
-71 |
Apr05 |
041130 |
6.760 |
6.850 |
6.670 |
6.815 |
-0.072 |
2,876 |
21,088 |
+98 |
May05 |
041130 |
6.650 |
6.680 |
6.560 |
6.680 |
-0.057 |
2,889 |
18,947 |
+321 |
Jun05 |
041130 |
6.680 |
6.730 |
6.590 |
6.715 |
-0.054 |
453 |
12,056 |
+191 |
Jul05 |
041130 |
6.720 |
6.750 |
6.660 |
6.750 |
-0.051 |
432 |
15,067 |
+56 |
Aug05 |
041130 |
6.750 |
6.770 |
6.640 |
6.770 |
-0.049 |
267 |
11,433 |
-315 |
Sep05 |
041130 |
6.750 |
6.750 |
6.710 |
6.742 |
-0.052 |
150 |
11,537 |
+237 |
Oct05 |
041130 |
6.750 |
6.770 |
6.680 |
6.765 |
-0.052 |
377 |
20,874 |
+271 |
Nov05 |
041130 |
7.050 |
7.050 |
6.940 |
7.045 |
-0.052 |
183 |
10,300 |
+183 |
Dec05 |
041130 |
7.320 |
7.325 |
7.210 |
7.325 |
-0.052 |
175 |
12,125 |
+148 |
Jan06 |
041130 |
7.490 |
7.530 |
7.450 |
7.530 |
-0.047 |
911 |
12,625 |
+491 |
Feb06 |
041130 |
7.520 |
7.520 |
7.450 |
7.520 |
-0.047 |
50 |
8,410 |
+47 |
Mar06 |
041130 |
7.250 |
7.310 |
7.240 |
7.310 |
-0.037 |
21 |
9,752 |
+35 |
Apr06 |
041130 |
6.350 |
6.390 |
6.350 |
6.390 |
+0.028 |
14 |
8,681 |
+29 |
Total Volume and Open Interest |
44,245 |
363,807 |
-14,918 |
Brent Crude Oil(ICE) |
Jan05 |
041130 |
46.07 |
46.70 |
44.92 |
45.51 |
-0.24 |
34,905 |
66,790 |
+2,097 |
Feb05 |
041130 |
46.40 |
46.88 |
45.35 |
45.98 |
-0.26 |
20,195 |
75,284 |
+1,584 |
Mar05 |
041130 |
46.26 |
46.68 |
45.30 |
45.90 |
-0.28 |
6,278 |
24,972 |
+1,975 |
Apr05 |
041130 |
46.25 |
46.48 |
45.10 |
45.74 |
-0.25 |
3,230 |
16,556 |
+143 |
May05 |
041130 |
46.00 |
46.20 |
44.85 |
45.49 |
-0.24 |
1,429 |
9,685 |
-390 |
Jun05 |
041130 |
45.71 |
45.88 |
44.70 |
45.21 |
-0.22 |
3,371 |
16,775 |
-492 |
Jul05 |
041130 |
44.93 |
44.93 |
44.93 |
44.93 |
-0.18 |
0 |
5,333 |
+0 |
Aug05 |
041130 |
44.65 |
44.65 |
44.65 |
44.65 |
-0.14 |
0 |
2,788 |
+50 |
Sep05 |
041130 |
44.37 |
44.37 |
44.37 |
44.37 |
-0.10 |
0 |
6,334 |
+0 |
Oct05 |
041130 |
44.09 |
44.09 |
44.09 |
44.09 |
-0.06 |
0 |
2,150 |
+0 |
Nov05 |
041130 |
43.81 |
43.81 |
43.81 |
43.81 |
-0.02 |
0 |
2,822 |
+0 |
Dec05 |
041130 |
43.80 |
43.86 |
43.00 |
43.53 |
+0.02 |
3,025 |
39,817 |
-1,088 |
Total Volume and Open Interest |
74,133 |
325,036 |
+4,899 |
Gas Oil(ICE) |
Dec04 |
041130 |
444.00 |
446.50 |
426.00 |
431.25 |
-13.50 |
16,387 |
35,834 |
-549 |
Jan05 |
041130 |
440.00 |
440.75 |
426.00 |
427.50 |
-11.25 |
18,941 |
40,837 |
+4,118 |
Feb05 |
041130 |
432.25 |
433.00 |
421.00 |
422.25 |
-8.75 |
6,520 |
13,605 |
+606 |
Mar05 |
041130 |
421.00 |
422.25 |
412.50 |
413.00 |
-6.00 |
1,584 |
6,726 |
+2 |
Apr05 |
041130 |
407.75 |
411.50 |
403.25 |
403.25 |
-4.00 |
1,534 |
7,093 |
+0 |
May05 |
041130 |
400.25 |
400.25 |
396.50 |
396.50 |
-2.75 |
550 |
3,428 |
+0 |
Jun05 |
041130 |
396.00 |
397.50 |
391.00 |
392.50 |
-2.25 |
350 |
10,722 |
+138 |
Jul05 |
041130 |
391.25 |
391.25 |
391.25 |
391.25 |
-2.00 |
0 |
1,099 |
+100 |
Aug05 |
041130 |
390.50 |
390.50 |
390.50 |
390.50 |
-1.75 |
0 |
1,586 |
-50 |
Sep05 |
041130 |
389.50 |
389.50 |
389.50 |
389.50 |
-1.75 |
0 |
5,039 |
+200 |
Total Volume and Open Interest |
45,966 |
147,182 |
+4,765 |
US Dollar Index(ICE) |
Dec04 |
041130 |
82.090 |
82.260 |
81.600 |
81.820 |
-0.140 |
2,492 |
24,494 |
+1,283 |
Mar05 |
041130 |
82.150 |
82.390 |
81.760 |
81.930 |
-0.150 |
695 |
3,733 |
+507 |
Jun05 |
041130 |
82.020 |
82.020 |
82.020 |
82.020 |
-0.170 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,189 |
28,257 |
+1,789 |
Australian Dollar(CME) |
Dec04 |
041130 |
77.50 |
77.81 |
76.98 |
77.21 |
-1.15 |
1,348 |
70,590 |
-696 |
Mar05 |
041130 |
76.95 |
77.25 |
76.50 |
76.66 |
-1.14 |
518 |
2,220 |
+783 |
Jun05 |
041130 |
76.58 |
76.58 |
76.21 |
76.21 |
-1.11 |
6 |
272 |
-1 |
Total Volume and Open Interest |
1,873 |
73,305 |
+87 |
British Pound(CME) |
Dec04 |
041130 |
190.71 |
191.11 |
190.43 |
190.90 |
+1.65 |
1,989 |
86,469 |
-1,151 |
Mar05 |
041130 |
189.70 |
189.98 |
189.38 |
189.82 |
+1.65 |
678 |
1,492 |
+743 |
Jun05 |
041130 |
188.82 |
188.82 |
188.82 |
188.82 |
+1.65 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,671 |
87,984 |
-411 |
Canadian Dollar(CME) |
Dec04 |
041130 |
84.23 |
84.35 |
83.92 |
84.29 |
-0.07 |
3,232 |
96,613 |
-1,543 |
Mar05 |
041130 |
84.17 |
84.29 |
83.90 |
84.26 |
-0.07 |
500 |
6,021 |
+357 |
Jun05 |
041130 |
84.05 |
84.29 |
84.05 |
84.29 |
-0.05 |
133 |
2,007 |
+105 |
Sep05 |
041130 |
84.24 |
84.36 |
84.24 |
84.36 |
-0.02 |
20 |
703 |
-1 |
Total Volume and Open Interest |
3,905 |
105,671 |
-1,057 |
Japanese Yen(CME) |
Dec04 |
041130 |
97.41 |
97.70 |
96.95 |
97.21 |
-0.09 |
4,147 |
192,006 |
-1,031 |
Mar05 |
041130 |
98.04 |
98.20 |
97.60 |
97.82 |
-0.09 |
852 |
2,232 |
+509 |
Jun05 |
041130 |
98.80 |
98.80 |
98.50 |
98.50 |
-0.09 |
0 |
88 |
+0 |
Total Volume and Open Interest |
4,999 |
194,371 |
-522 |
Swiss Franc(CME) |
Dec04 |
041130 |
88.03 |
88.32 |
87.53 |
87.82 |
+0.20 |
2,191 |
72,976 |
-190 |
Mar05 |
041130 |
88.44 |
88.61 |
87.99 |
88.19 |
+0.20 |
80 |
1,158 |
+119 |
Jun05 |
041130 |
88.57 |
88.57 |
88.57 |
88.57 |
+0.20 |
1 |
71 |
+0 |
Total Volume and Open Interest |
2,272 |
74,240 |
-71 |
EuroFX(CME) |
Dec04 |
041130 |
132.93 |
133.32 |
132.49 |
132.92 |
+0.16 |
12,292 |
228,522 |
-2,121 |
Mar05 |
041130 |
132.98 |
133.37 |
132.65 |
133.02 |
+0.17 |
1,051 |
5,414 |
+734 |
Jun05 |
041130 |
133.21 |
133.45 |
133.00 |
133.23 |
+0.16 |
36 |
413 |
+1 |
Total Volume and Open Interest |
13,475 |
234,594 |
-1,450 |
Mexican Peso(CME) |
Dec04 |
041130 |
886.0 |
890.5 |
884.5 |
887.5 |
+2.0 |
8,974 |
89,255 |
+1,855 |
Jan05 |
041130 |
881.2 |
881.8 |
881.2 |
881.8 |
+2.0 |
10 |
90 |
+0 |
Total Volume and Open Interest |
11,097 |
93,415 |
+3,809 |
30-Year T-Bonds(CBOT) |
Dec04 |
041130 |
111~210 |
111~210 |
110~240 |
111~030 |
-0~120 |
458,657 |
387,852 |
-48,447 |
Mar05 |
041130 |
110~220 |
110~230 |
109~250 |
110~040 |
-0~130 |
214,595 |
315,083 |
+74,656 |
Jun05 |
041130 |
109~090 |
109~150 |
109~010 |
109~080 |
-0~130 |
565 |
1,706 |
+296 |
Total Volume and Open Interest |
673,819 |
704,644 |
+26,504 |
10-Year T-Notes(CBOT) |
Dec04 |
041130 |
111~185 |
111~200 |
111~075 |
111~145 |
unch |
1,541,199 |
937,499 |
-239,344 |
Mar05 |
041130 |
110~280 |
110~290 |
110~165 |
110~240 |
-0~010 |
802,868 |
887,714 |
+296,642 |
Jun05 |
041130 |
109~285 |
109~300 |
109~230 |
109~275 |
-0~010 |
395 |
6,881 |
+348 |
Total Volume and Open Interest |
2,344,462 |
1,832,344 |
+57,896 |
5-Year T-Notes(CBOT) |
Dec04 |
041130 |
109~084 |
109~104 |
109~076 |
109~092 |
+0~012 |
590,773 |
0 |
+0 |
Mar05 |
041130 |
108~106 |
108~120 |
108~088 |
108~106 |
+0~008 |
249,086 |
0 |
+0 |
Jun05 |
041130 |
108~042 |
108~042 |
108~042 |
108~042 |
+0~006 |
0 |
4,621 |
+300 |
Total Volume and Open Interest |
839,859 |
4,621 |
+300 |
2 Year T-Notes(CBOT) |
Dec04 |
041130 |
105~009 |
105~020 |
105~006 |
105~016 |
+0~011 |
31,085 |
134,170 |
-32,261 |
Mar05 |
041130 |
104~084 |
104~096 |
104~080 |
104~092 |
+0~012 |
28,787 |
112,569 |
+30,931 |
Total Volume and Open Interest |
59,872 |
246,739 |
-1,330 |
Eurodollars(CME) |
Dec04 |
041130 |
97.520 |
97.525 |
97.518 |
97.522 |
unch |
33,918 |
983,300 |
-5,490 |
Mar05 |
041130 |
97.110 |
97.125 |
97.095 |
97.110 |
+0.010 |
72,165 |
1,003,468 |
+14,487 |
Jun05 |
041130 |
96.825 |
96.855 |
96.800 |
96.840 |
+0.035 |
51,161 |
971,006 |
-1,902 |
Sep05 |
041130 |
96.585 |
96.630 |
96.565 |
96.610 |
+0.040 |
29,668 |
829,129 |
+11,851 |
Dec05 |
041130 |
96.380 |
96.430 |
96.355 |
96.415 |
+0.055 |
30,545 |
649,751 |
+17,749 |
Mar06 |
041130 |
96.225 |
96.280 |
96.210 |
96.260 |
+0.055 |
38,041 |
461,092 |
-6,507 |
Jun06 |
041130 |
96.105 |
96.155 |
96.080 |
96.135 |
+0.050 |
33,743 |
345,934 |
+2,395 |
Sep06 |
041130 |
96.000 |
96.040 |
95.975 |
96.025 |
+0.045 |
22,801 |
275,203 |
-622 |
Dec06 |
041130 |
95.890 |
95.920 |
95.865 |
95.905 |
+0.030 |
14,059 |
220,054 |
+1,658 |
Mar07 |
041130 |
95.810 |
95.825 |
95.780 |
95.810 |
+0.015 |
12,591 |
169,547 |
+1,529 |
Jun07 |
041130 |
95.710 |
95.720 |
95.680 |
95.705 |
+0.005 |
10,796 |
158,491 |
+811 |
Sep07 |
041130 |
95.610 |
95.615 |
95.575 |
95.595 |
-0.010 |
6,836 |
128,854 |
-2,398 |
Dec07 |
041130 |
95.505 |
95.510 |
95.460 |
95.485 |
-0.020 |
5,126 |
95,162 |
+690 |
Mar08 |
041130 |
95.430 |
95.430 |
95.370 |
95.385 |
-0.035 |
5,274 |
85,089 |
+623 |
Jun08 |
041130 |
95.340 |
95.340 |
95.275 |
95.285 |
-0.045 |
5,968 |
86,364 |
+722 |
Sep08 |
041130 |
95.225 |
95.240 |
95.175 |
95.190 |
-0.055 |
4,376 |
85,674 |
+1,053 |
Dec08 |
041130 |
95.135 |
95.135 |
95.065 |
95.075 |
-0.060 |
2,378 |
65,396 |
-68 |
Mar09 |
041130 |
95.050 |
95.050 |
94.970 |
94.985 |
-0.065 |
2,715 |
53,015 |
-20 |
Total Volume and Open Interest |
390,431 |
6,818,688 |
+36,842 |
30 Day Federal Funds(CBOT) |
Nov04 |
041130 |
98.070 |
98.070 |
98.070 |
98.070 |
unch |
760 |
139,834 |
-3,666 |
Dec04 |
041130 |
97.870 |
97.870 |
97.860 |
97.870 |
unch |
2,899 |
147,229 |
+339 |
Jan05 |
041130 |
97.760 |
97.760 |
97.760 |
97.760 |
unch |
2,424 |
120,633 |
+919 |
Feb05 |
041130 |
97.540 |
97.540 |
97.540 |
97.540 |
unch |
1,480 |
49,927 |
+1,108 |
Mar05 |
041130 |
97.450 |
97.460 |
97.450 |
97.460 |
unch |
1,638 |
21,386 |
+6,452 |
Apr05 |
041130 |
97.320 |
97.320 |
97.310 |
97.310 |
unch |
49 |
7,666 |
+2,274 |
Total Volume and Open Interest |
9,297 |
487,548 |
+7,477 |
30 Day Fed Funds(e-CBOT) |
Nov04 |
041130 |
98.065 |
98.070 |
98.065 |
98.065 |
-0.005 |
7,439 |
0 |
+0 |
Dec04 |
041130 |
97.865 |
97.870 |
97.860 |
97.870 |
unch |
4,217 |
0 |
+0 |
Jan05 |
041130 |
97.760 |
97.760 |
97.755 |
97.760 |
unch |
8,978 |
0 |
+0 |
Feb05 |
041130 |
97.535 |
97.540 |
97.535 |
97.535 |
-0.005 |
6,009 |
0 |
+0 |
Mar05 |
041130 |
97.455 |
97.460 |
97.455 |
97.455 |
unch |
7,553 |
0 |
+0 |
Apr05 |
041130 |
97.305 |
97.315 |
97.300 |
97.305 |
unch |
2,494 |
0 |
+0 |
Total Volume and Open Interest |
36,694 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041130 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
14 |
20,616 |
-2 |
Mar05 |
041130 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
0 |
55,594 |
+2 |
Jun05 |
041130 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
115 |
31,369 |
+55 |
Sep05 |
041130 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
30 |
7,349 |
+30 |
Dec05 |
041130 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
2 |
4,570 |
+11 |
Mar06 |
041130 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
3 |
7,392 |
+55 |
Jun06 |
041130 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
4,607 |
+0 |
Sep06 |
041130 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
3,099 |
+0 |
Dec06 |
041130 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.01 |
0 |
411 |
+0 |
Mar07 |
041130 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
6 |
+0 |
Total Volume and Open Interest |
164 |
136,060 |
+151 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041130 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
6,393 |
62,879 |
+227 |
Mar05 |
041130 |
99.90 |
99.90 |
99.90 |
99.90 |
0.00 |
7,121 |
97,770 |
-343 |
Jun05 |
041130 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
1,011 |
88,467 |
-5 |
Sep05 |
041130 |
99.84 |
99.85 |
99.84 |
99.84 |
unch |
1,042 |
43,723 |
-100 |
Dec05 |
041130 |
99.78 |
99.79 |
99.78 |
99.78 |
unch |
557 |
36,362 |
-113 |
Mar06 |
041130 |
99.70 |
99.71 |
99.69 |
99.69 |
+0.00 |
1,381 |
28,517 |
+228 |
Jun06 |
041130 |
99.61 |
99.62 |
99.61 |
99.61 |
+0.00 |
335 |
13,163 |
+100 |
Sep06 |
041130 |
99.51 |
99.52 |
99.51 |
99.51 |
+0.00 |
5 |
7,375 |
+0 |
Total Volume and Open Interest |
17,845 |
391,883 |
+1 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041130 |
138.45 |
138.74 |
138.45 |
138.69 |
+0.19 |
1,856 |
37,117 |
+355 |
Mar05 |
041130 |
137.62 |
137.80 |
137.62 |
137.80 |
+0.20 |
315 |
179 |
+64 |
Jun05 |
041130 |
137.80 |
137.80 |
137.80 |
137.80 |
+0.20 |
|
|
|
Total Volume and Open Interest |
2,171 |
37,296 |
+419 |
Euro-Bund(EUREX) |
Dec04 |
041130 |
118.23 |
118.28 |
117.82 |
118.23 |
+0.27 |
1,094,443 |
1,146,604 |
-49,802 |
Mar05 |
041130 |
117.32 |
117.61 |
117.16 |
117.56 |
+0.26 |
106,874 |
168,840 |
+36,440 |
Jun05 |
041130 |
116.55 |
116.69 |
116.55 |
116.69 |
+0.27 |
2,113 |
253 |
+0 |
Total Volume and Open Interest |
1,203,430 |
1,315,697 |
-13,362 |
Euro-Bobl(EUREX) |
Dec04 |
041130 |
112.95 |
113.01 |
112.73 |
112.95 |
+0.14 |
627,640 |
800,492 |
-20,686 |
Mar05 |
041130 |
112.57 |
112.77 |
112.49 |
112.72 |
+0.16 |
92,681 |
79,387 |
+11,897 |
Jun05 |
041130 |
111.95 |
111.95 |
111.95 |
111.95 |
+0.09 |
100 |
800 |
+0 |
Total Volume and Open Interest |
720,421 |
880,679 |
-8,789 |
3-Mth Euribor(EUREX) |
Dec04 |
041130 |
97.825 |
97.830 |
97.820 |
97.830 |
+0.005 |
241 |
9,634 |
+152 |
Mar05 |
041130 |
97.770 |
97.790 |
97.770 |
97.790 |
+0.015 |
220 |
7,383 |
+357 |
Jun05 |
041130 |
97.680 |
97.720 |
97.680 |
97.700 |
+0.010 |
77 |
5,424 |
+19 |
Total Volume and Open Interest |
595 |
29,884 |
+541 |
Long Gilt(LIFFE) |
Dec04 |
041130 |
109~06 |
109~15 |
109~04 |
109~13 |
+0~01 |
79,046 |
85,058 |
-10,049 |
Mar05 |
041130 |
110~26 |
111~02 |
110~23 |
110~31 |
unch |
33,159 |
175,937 |
+9,142 |
Total Volume and Open Interest |
112,205 |
260,995 |
-907 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041130 |
95.14 |
95.15 |
95.14 |
95.15 |
unch |
29,763 |
237,451 |
+1,373 |
Mar05 |
041130 |
95.18 |
95.19 |
95.15 |
95.18 |
-0.02 |
71,988 |
273,866 |
-2,152 |
Jun05 |
041130 |
95.24 |
95.27 |
95.21 |
95.24 |
-0.04 |
64,194 |
248,588 |
+9,458 |
Sep05 |
041130 |
95.30 |
95.31 |
95.25 |
95.28 |
-0.05 |
52,626 |
231,365 |
+3,821 |
Dec05 |
041130 |
95.30 |
95.31 |
95.26 |
95.28 |
-0.05 |
55,165 |
201,937 |
+1,210 |
Mar06 |
041130 |
95.27 |
95.29 |
95.23 |
95.25 |
-0.05 |
15,891 |
100,020 |
-161 |
Total Volume and Open Interest |
315,129 |
1,507,908 |
+12,301 |
3-Mth Euribor(LIFFE) |
Dec04 |
041130 |
97.820 |
97.830 |
97.820 |
97.825 |
unch |
53,325 |
657,580 |
-1,595 |
Mar05 |
041130 |
97.775 |
97.795 |
97.760 |
97.790 |
+0.010 |
108,779 |
547,779 |
+8,093 |
Jun05 |
041130 |
97.680 |
97.725 |
97.665 |
97.710 |
+0.020 |
149,276 |
554,895 |
+7,076 |
Total Volume and Open Interest |
643,877 |
3,324,981 |
+18,931 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041130 |
94.60 |
94.60 |
94.58 |
94.60 |
unch |
14,331 |
98,480 |
+2,161 |
Mar05 |
041130 |
94.68 |
94.76 |
94.64 |
94.72 |
+0.04 |
101,171 |
360,730 |
+55,523 |
Jun05 |
041130 |
94.66 |
94.77 |
94.62 |
94.74 |
+0.07 |
34,463 |
120,078 |
+13,959 |
Sep05 |
041130 |
94.64 |
94.75 |
94.61 |
94.71 |
+0.06 |
5,049 |
35,001 |
+2,847 |
Dec05 |
041130 |
94.62 |
94.72 |
94.61 |
94.68 |
+0.05 |
1,728 |
21,115 |
+660 |
Mar06 |
041130 |
94.61 |
94.69 |
94.59 |
94.65 |
+0.04 |
561 |
14,156 |
-311 |
Jun06 |
041130 |
94.58 |
94.65 |
94.58 |
94.61 |
+0.03 |
239 |
10,375 |
+30 |
Sep06 |
041130 |
94.55 |
94.61 |
94.55 |
94.58 |
+0.02 |
174 |
6,631 |
+151 |
Dec06 |
041130 |
94.51 |
94.57 |
94.51 |
94.54 |
+0.01 |
13 |
2,848 |
+3 |
Mar07 |
041130 |
94.55 |
94.55 |
94.50 |
94.51 |
+0.02 |
17 |
1,870 |
+7 |
Total Volume and Open Interest |
157,791 |
674,626 |
+75,045 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041130 |
94.77 |
94.83 |
94.72 |
94.77 |
unch |
39,881 |
290,275 |
+15,722 |
Mar05 |
041130 |
94.76 |
94.81 |
94.72 |
94.76 |
unch |
704 |
1,353 |
+501 |
Total Volume and Open Interest |
40,585 |
291,628 |
+16,223 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041130 |
94.98 |
95.06 |
94.93 |
95.02 |
+0.04 |
137,181 |
530,111 |
+57,750 |
Mar05 |
041130 |
95.01 |
95.03 |
95.01 |
95.02 |
+0.06 |
1,908 |
6,532 |
+1,903 |
Total Volume and Open Interest |
139,089 |
536,643 |
+59,653 |
Gold(CMX) |
Dec04 |
041130 |
452.8 |
454.0 |
448.3 |
451.3 |
-2.4 |
56,709 |
28,065 |
-84,109 |
Feb05 |
041130 |
455.2 |
456.0 |
450.0 |
453.2 |
-2.6 |
87,152 |
242,934 |
+81,196 |
Apr05 |
041130 |
457.0 |
458.0 |
452.5 |
455.3 |
-2.6 |
2,418 |
13,208 |
+2,026 |
Jun05 |
041130 |
460.0 |
461.0 |
454.5 |
457.6 |
-2.6 |
3,263 |
24,949 |
+667 |
Aug05 |
041130 |
460.0 |
460.0 |
460.0 |
460.0 |
-2.7 |
1 |
6,845 |
+0 |
Oct05 |
041130 |
464.0 |
464.0 |
462.5 |
462.5 |
-2.7 |
5 |
3,346 |
+0 |
Dec05 |
041130 |
468.0 |
469.0 |
462.0 |
465.0 |
-2.7 |
1,363 |
16,804 |
+3,098 |
Feb06 |
041130 |
467.7 |
467.7 |
467.7 |
467.7 |
-2.7 |
0 |
844 |
+0 |
Apr06 |
041130 |
470.4 |
470.4 |
470.4 |
470.4 |
-2.7 |
0 |
591 |
+0 |
Jun06 |
041130 |
473.1 |
473.1 |
473.1 |
473.1 |
-2.7 |
7 |
8,585 |
+36 |
Aug06 |
041130 |
475.9 |
475.9 |
475.9 |
475.9 |
-2.7 |
0 |
170 |
-30 |
Oct06 |
041130 |
478.7 |
478.7 |
478.7 |
478.7 |
|
|
|
|
Silver(CMX) |
Dec04 |
041130 |
775.0 |
782.0 |
766.0 |
772.3 |
-4.7 |
25,461 |
5,050 |
-30,301 |
Mar05 |
041130 |
782.5 |
787.0 |
771.0 |
777.7 |
-4.8 |
33,716 |
92,862 |
+21,231 |
May05 |
041130 |
786.0 |
788.0 |
778.0 |
781.0 |
-4.9 |
978 |
3,364 |
+506 |
Jul05 |
041130 |
790.0 |
793.5 |
781.0 |
784.4 |
-5.1 |
821 |
3,176 |
+262 |
Sep05 |
041130 |
787.7 |
787.7 |
787.7 |
787.7 |
-5.2 |
25 |
632 |
+29 |
Dec05 |
041130 |
798.0 |
805.0 |
786.0 |
791.2 |
-5.3 |
854 |
9,436 |
+3,526 |
Mar06 |
041130 |
794.1 |
794.1 |
794.1 |
794.1 |
-5.7 |
1 |
2 |
+1 |
Total Volume and Open Interest |
61,932 |
117,507 |
-4,213 |
Platinum(NYMEX) |
Jan05 |
041130 |
865.0 |
873.8 |
865.0 |
872.3 |
+6.9 |
338 |
7,644 |
+3 |
Apr05 |
041130 |
870.0 |
870.3 |
867.0 |
870.3 |
+6.9 |
5 |
527 |
+2 |
Total Volume and Open Interest |
343 |
8,171 |
+5 |
Palladium(NYMEX) |
Dec04 |
041130 |
212.00 |
213.00 |
209.00 |
210.60 |
-0.75 |
3,082 |
3,923 |
-2,558 |
Mar05 |
041130 |
214.50 |
215.50 |
212.50 |
213.10 |
-0.65 |
3,118 |
9,729 |
+3,569 |
Jun05 |
041130 |
220.00 |
220.00 |
215.10 |
215.10 |
-0.65 |
18 |
61 |
+10 |
Total Volume and Open Interest |
6,223 |
13,721 |
+1,027 |
Copper(CMX) |
Dec04 |
041130 |
144.20 |
145.35 |
143.30 |
144.30 |
-0.20 |
7,302 |
8,677 |
-8,273 |
Mar05 |
041130 |
144.00 |
144.80 |
142.40 |
143.40 |
-0.65 |
11,129 |
63,766 |
+11,071 |
May05 |
041130 |
138.80 |
139.50 |
137.60 |
138.20 |
-0.70 |
317 |
5,292 |
+3 |
Jul05 |
041130 |
133.90 |
134.10 |
132.80 |
133.00 |
-0.80 |
554 |
4,306 |
+61 |
Sep05 |
041130 |
128.90 |
129.10 |
128.00 |
128.00 |
-0.80 |
2 |
2,362 |
+0 |
Total Volume and Open Interest |
20,680 |
96,698 |
+2,836 |
Aluminum(CMX) |
Dec04 |
041130 |
89.90 |
89.90 |
89.90 |
89.90 |
-0.40 |
10 |
1,010 |
-7 |
Jan05 |
041130 |
89.70 |
89.70 |
89.70 |
89.70 |
-0.30 |
2 |
928 |
+48 |
Feb05 |
041130 |
89.45 |
89.45 |
89.45 |
89.45 |
-0.30 |
0 |
651 |
+0 |
Mar05 |
041130 |
89.50 |
89.50 |
89.20 |
89.20 |
-0.30 |
25 |
682 |
+25 |
Apr05 |
041130 |
88.90 |
88.90 |
88.90 |
88.90 |
-0.25 |
0 |
486 |
+0 |
May05 |
041130 |
88.40 |
88.40 |
88.40 |
88.40 |
-0.20 |
0 |
668 |
+0 |
Total Volume and Open Interest |
37 |
9,254 |
-437 |
DJIA Index(CBOT) |
Dec04 |
041130 |
10455 |
10492 |
10431 |
10451 |
-13 |
7,847 |
47,428 |
+664 |
Mar05 |
041130 |
10455 |
10490 |
10440 |
10456 |
-13 |
285 |
348 |
+144 |
Jun05 |
041130 |
10475 |
10475 |
10475 |
10475 |
-13 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,132 |
47,780 |
+808 |
S & P 500(CME) |
Dec04 |
041130 |
1177.20 |
1179.50 |
1173.50 |
1174.10 |
-1.90 |
67,660 |
596,600 |
-22,769 |
Mar05 |
041130 |
1179.60 |
1181.10 |
1176.00 |
1176.30 |
-1.90 |
30,270 |
109,666 |
+25,464 |
Jun05 |
041130 |
1179.90 |
1179.90 |
1179.90 |
1179.90 |
-1.90 |
227 |
3,944 |
+172 |
Sep05 |
041130 |
1184.10 |
1184.10 |
1184.10 |
1184.10 |
-1.90 |
211 |
1,638 |
+123 |
Total Volume and Open Interest |
98,368 |
712,010 |
+2,990 |
S & P 500 E-Mini(Globex) |
Dec04 |
041130 |
1176.50 |
1179.50 |
1173.00 |
1174.00 |
-2.00 |
812,904 |
1,035,082 |
+2,748 |
Mar05 |
041130 |
1177.00 |
1181.25 |
1175.50 |
1176.25 |
-2.00 |
9,159 |
63,747 |
+7,339 |
Total Volume and Open Interest |
822,063 |
1,098,829 |
+10,087 |
NASDAQ 100(CME) |
Dec04 |
041130 |
1582.00 |
1585.00 |
1571.50 |
1573.00 |
-4.50 |
9,844 |
83,810 |
+359 |
Mar05 |
041130 |
1591.00 |
1591.00 |
1581.00 |
1581.00 |
-4.50 |
1,180 |
1,402 |
+1,013 |
Jun05 |
041130 |
1588.00 |
1588.00 |
1588.00 |
1588.00 |
-4.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
11,024 |
85,213 |
+1,372 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041130 |
1578.50 |
1585.50 |
1572.00 |
1573.00 |
-4.50 |
305,902 |
414,848 |
+6,454 |
Mar05 |
041130 |
1583.00 |
1593.00 |
1581.00 |
1581.00 |
-4.50 |
307 |
2,207 |
+29 |
Total Volume and Open Interest |
306,209 |
417,055 |
+6,483 |
S & P Midcap 400(CME) |
Dec04 |
041130 |
639.00 |
639.50 |
636.25 |
637.65 |
+0.85 |
552 |
14,197 |
-4 |
Mar05 |
041130 |
639.30 |
639.65 |
639.30 |
639.65 |
+1.55 |
33 |
33 |
+31 |
Jun05 |
041130 |
639.30 |
639.65 |
639.30 |
639.65 |
+1.55 |
|
|
|
Total Volume and Open Interest |
585 |
14,230 |
+27 |
Russell 2000(CME) |
Dec04 |
041130 |
634.50 |
636.75 |
632.75 |
634.15 |
+2.15 |
1,983 |
28,280 |
+737 |
Mar05 |
041130 |
638.50 |
638.50 |
635.70 |
635.70 |
+2.20 |
94 |
268 |
+93 |
Jun05 |
041130 |
635.70 |
635.70 |
635.70 |
635.70 |
+2.20 |
|
|
|
Total Volume and Open Interest |
2,077 |
28,548 |
+830 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041130 |
631.50 |
636.80 |
630.00 |
634.20 |
+2.20 |
100,103 |
147,986 |
+8,537 |
Mar05 |
041130 |
635.80 |
638.00 |
632.80 |
635.70 |
+2.20 |
78 |
456 |
+43 |
Total Volume and Open Interest |
100,181 |
148,442 |
+8,580 |
Nikkei 225(CME) |
Dec04 |
041130 |
10900 |
10925 |
10840 |
10890 |
-70 |
9,806 |
177,678 |
+1,040 |
Mar05 |
041130 |
10880 |
10890 |
10850 |
10885 |
-70 |
143 |
2,133 |
+1,536 |
Total Volume and Open Interest |
9,951 |
179,814 |
+2,576 |
Nikkei 225(SGX) |
Dec04 |
041130 |
10900 |
10925 |
10840 |
10890 |
-70 |
9,806 |
177,678 |
+1,040 |
Mar05 |
041130 |
10880 |
10890 |
10850 |
10885 |
-70 |
143 |
2,133 |
+1,536 |
Jun05 |
041130 |
10830 |
10830 |
10830 |
10830 |
-70 |
2 |
3 |
+0 |
Total Volume and Open Interest |
9,951 |
179,814 |
+2,576 |
CAC 40(EURONEXT) |
Dec04 |
041130 |
3786.5 |
3894.0 |
3747.5 |
3756.5 |
-27.0 |
69,960 |
441,086 |
+14,647 |
Jan05 |
041130 |
3797.5 |
3825.0 |
3760.5 |
3763.0 |
-27.0 |
214 |
781 |
-312 |
Feb05 |
041130 |
3768.5 |
3768.5 |
3768.5 |
3768.5 |
-27.5 |
|
|
|
Total Volume and Open Interest |
72,700 |
451,011 |
+14,361 |
Hang Seng Index(HKFE) |
Nov04 |
041129 |
14000 |
14105 |
13991 |
14076 |
+179 |
8,066 |
48,355 |
-13,152 |
Dec04 |
041130 |
14060 |
14139 |
14040 |
14053 |
-59 |
23,112 |
129,602 |
+8,212 |
Jan05 |
041130 |
14060 |
14139 |
14050 |
14060 |
|
|
|
|
DAX(EUREX) |
Dec04 |
041130 |
4168.0 |
4171.5 |
4116.5 |
4126.0 |
-44.0 |
140,320 |
208,934 |
+14,338 |
Mar05 |
041130 |
4194.0 |
4194.0 |
4140.0 |
4149.0 |
-44.0 |
1,169 |
10,776 |
+592 |
Jun05 |
041130 |
4195.5 |
4216.0 |
4165.5 |
4172.0 |
-44.0 |
536 |
1,634 |
+2 |
Total Volume and Open Interest |
142,025 |
221,344 |
+14,932 |
FT-SE 100(EURONEXT) |
Dec04 |
041130 |
4770.50 |
4774.00 |
4705.00 |
4708.00 |
-60.50 |
70,322 |
472,387 |
+528 |
Mar05 |
041130 |
4778.00 |
4778.00 |
4708.00 |
4709.50 |
-61.00 |
5,892 |
28,132 |
+3,436 |
Jun05 |
041130 |
4764.00 |
4764.00 |
4723.50 |
4723.50 |
-61.00 |
65 |
17,245 |
+50 |
Total Volume and Open Interest |
76,284 |
520,784 |
+4,019 |
SPI 200(SFE) |
Dec04 |
041130 |
3937.0 |
3951.0 |
3922.0 |
3923.0 |
-13.0 |
9,093 |
164,789 |
-1,348 |
Mar05 |
041130 |
3945.0 |
3959.0 |
3932.0 |
3932.0 |
-15.0 |
191 |
4,429 |
-137 |
Jun05 |
041130 |
3970.0 |
3970.0 |
3946.0 |
3946.0 |
-15.0 |
4 |
3,085 |
-64 |
Total Volume and Open Interest |
9,517 |
177,097 |
-1,433 |
GSCI(CME) |
Dec04 |
041130 |
347.40 |
347.70 |
340.40 |
342.50 |
-4.25 |
94 |
16,820 |
+56 |
Jan05 |
041130 |
343.50 |
343.80 |
343.40 |
343.55 |
-4.55 |
100 |
103 |
+100 |
Feb05 |
041130 |
340.50 |
340.50 |
340.50 |
340.50 |
-3.60 |
|
|
|
Total Volume and Open Interest |
194 |
16,923 |
+156 |
RJ/CRB Index(ICE) |
Jan05 |
041130 |
291.50 |
291.50 |
288.50 |
289.50 |
-0.50 |
47 |
306 |
-8 |
Feb05 |
041130 |
289.00 |
289.00 |
288.00 |
288.00 |
-0.25 |
0 |
116 |
+0 |
Apr05 |
041130 |
288.00 |
288.00 |
288.00 |
288.00 |
unch |
6 |
114 |
+3 |
Total Volume and Open Interest |
53 |
617 |
+16 |
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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