|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon December 06, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041206 |
526.00 |
533.75 |
526.00 |
529.75 |
+4.00 |
40,648 |
95,084 |
-3,381 |
| Mar05 |
041206 |
530.00 |
537.00 |
530.00 |
534.00 |
+4.25 |
13,196 |
65,920 |
+1,608 |
| May05 |
041206 |
538.00 |
543.50 |
538.00 |
539.75 |
+3.75 |
2,772 |
33,216 |
-188 |
| Jul05 |
041206 |
545.00 |
551.00 |
545.00 |
547.75 |
+3.25 |
3,519 |
27,690 |
+461 |
| Aug05 |
041206 |
552.50 |
553.50 |
550.75 |
550.75 |
+2.75 |
268 |
2,033 |
+61 |
| Sep05 |
041206 |
551.50 |
551.50 |
551.50 |
551.50 |
+3.50 |
130 |
618 |
+130 |
| Nov05 |
041206 |
562.00 |
566.00 |
562.00 |
562.75 |
+3.50 |
2,312 |
11,695 |
+1,004 |
| Total Volume and Open Interest |
62,849 |
236,306 |
-303 |
| Soybean Meal(CBOT) |
| Dec04 |
041206 |
156.00 |
158.50 |
155.70 |
158.40 |
+4.10 |
3,844 |
4,014 |
-289 |
| Jan05 |
041206 |
156.80 |
159.50 |
156.60 |
159.30 |
+4.10 |
14,440 |
35,972 |
+756 |
| Mar05 |
041206 |
158.50 |
160.70 |
158.10 |
160.60 |
+3.50 |
7,726 |
39,851 |
+1,253 |
| May05 |
041206 |
160.50 |
162.90 |
160.50 |
162.80 |
+3.30 |
2,341 |
18,089 |
+0 |
| Jul05 |
041206 |
164.00 |
165.80 |
163.70 |
165.70 |
+3.00 |
3,771 |
28,341 |
+712 |
| Aug05 |
041206 |
166.00 |
167.40 |
166.00 |
167.00 |
+3.20 |
999 |
9,600 |
+183 |
| Sep05 |
041206 |
168.70 |
168.80 |
168.00 |
168.00 |
+3.00 |
344 |
5,897 |
-3 |
| Oct05 |
041206 |
169.00 |
170.00 |
169.00 |
169.70 |
+2.70 |
180 |
3,496 |
+145 |
| Total Volume and Open Interest |
34,284 |
151,450 |
+2,898 |
| Soybean Oil(CBOT) |
| Dec04 |
041206 |
20.50 |
20.54 |
20.11 |
20.18 |
-0.23 |
1,383 |
2,898 |
-560 |
| Jan05 |
041206 |
20.53 |
20.53 |
20.11 |
20.18 |
-0.22 |
9,595 |
45,259 |
-499 |
| Mar05 |
041206 |
20.60 |
20.64 |
20.26 |
20.34 |
-0.20 |
6,180 |
39,885 |
+344 |
| May05 |
041206 |
20.70 |
20.77 |
20.43 |
20.48 |
-0.20 |
2,388 |
19,066 |
-159 |
| Jul05 |
041206 |
20.85 |
20.85 |
20.57 |
20.63 |
-0.18 |
1,414 |
19,277 |
+153 |
| Aug05 |
041206 |
20.80 |
20.80 |
20.58 |
20.58 |
-0.20 |
91 |
6,206 |
-6 |
| Sep05 |
041206 |
20.75 |
20.85 |
20.62 |
20.62 |
-0.13 |
80 |
3,822 |
-13 |
| Oct05 |
041206 |
20.70 |
20.80 |
20.55 |
20.55 |
-0.08 |
19 |
2,794 |
+19 |
| Total Volume and Open Interest |
21,715 |
147,996 |
-411 |
| Canola(WCE) |
| Jan05 |
041206 |
280.0 |
280.0 |
277.0 |
277.2 |
-1.4 |
3,525 |
41,344 |
-429 |
| Mar05 |
041206 |
282.0 |
282.0 |
278.7 |
278.9 |
-1.6 |
3,153 |
14,314 |
+206 |
| May05 |
041206 |
283.3 |
283.3 |
283.3 |
283.3 |
-1.2 |
5 |
1,130 |
+3 |
| Jul05 |
041206 |
290.0 |
290.0 |
287.5 |
287.5 |
-2.0 |
128 |
1,089 |
+116 |
| Sep05 |
041206 |
295.5 |
295.5 |
295.5 |
295.5 |
-2.5 |
|
|
|
| Total Volume and Open Interest |
6,841 |
69,908 |
-109 |
| Corn(CBOT) |
| Dec04 |
041206 |
198.50 |
198.75 |
197.50 |
197.75 |
+1.50 |
6,186 |
11,648 |
-2,149 |
| Mar05 |
041206 |
209.50 |
209.50 |
208.25 |
209.00 |
+1.75 |
43,111 |
344,749 |
-447 |
| May05 |
041206 |
216.50 |
217.00 |
215.75 |
216.50 |
+1.50 |
4,104 |
76,128 |
-123 |
| Jul05 |
041206 |
223.75 |
224.25 |
223.00 |
223.75 |
+1.75 |
4,115 |
71,265 |
+5 |
| Sep05 |
041206 |
231.00 |
231.75 |
230.25 |
231.25 |
+1.75 |
537 |
19,957 |
+166 |
| Dec05 |
041206 |
238.75 |
240.00 |
238.75 |
239.25 |
+1.25 |
4,770 |
47,883 |
+1,760 |
| Total Volume and Open Interest |
63,271 |
575,390 |
-548 |
| Wheat(CBOT) |
| Dec04 |
041206 |
294.00 |
296.00 |
292.50 |
293.00 |
+2.00 |
517 |
1,575 |
-646 |
| Mar05 |
041206 |
307.00 |
308.00 |
304.25 |
305.50 |
+1.00 |
23,333 |
138,036 |
+1,389 |
| May05 |
041206 |
313.50 |
314.75 |
311.50 |
312.00 |
+1.00 |
402 |
14,173 |
+37 |
| Jul05 |
041206 |
320.50 |
321.00 |
318.25 |
318.50 |
+1.00 |
1,596 |
13,509 |
+38 |
| Sep05 |
041206 |
327.00 |
327.50 |
326.00 |
326.00 |
+2.00 |
38 |
532 |
+2 |
| Total Volume and Open Interest |
26,016 |
175,738 |
+801 |
| Wheat(KCBT) |
| Dec04 |
041206 |
346.00 |
351.00 |
346.00 |
350.00 |
+7.50 |
654 |
1,140 |
-591 |
| Mar05 |
041206 |
334.00 |
336.75 |
333.25 |
334.75 |
+3.25 |
7,804 |
50,594 |
+1,124 |
| May05 |
041206 |
331.00 |
333.25 |
331.00 |
331.50 |
+2.25 |
1,009 |
6,269 |
+166 |
| Jul05 |
041206 |
325.50 |
328.50 |
324.00 |
324.00 |
-0.75 |
1,181 |
8,847 |
+154 |
| Sep05 |
041206 |
332.00 |
334.50 |
328.00 |
328.00 |
+1.00 |
16 |
2,092 |
+4 |
| Total Volume and Open Interest |
10,686 |
69,826 |
+875 |
| Wheat(MGE) |
| Dec04 |
041206 |
341.00 |
345.00 |
341.00 |
344.50 |
+5.50 |
584 |
427 |
-36 |
| Mar05 |
041206 |
353.00 |
357.00 |
352.00 |
354.00 |
+3.75 |
4,591 |
22,001 |
-202 |
| May05 |
041206 |
355.00 |
359.75 |
355.00 |
357.50 |
+3.75 |
908 |
6,096 |
-485 |
| Jul05 |
041206 |
359.00 |
359.00 |
357.25 |
357.25 |
+2.75 |
358 |
2,917 |
-28 |
| Sep05 |
041206 |
355.00 |
356.00 |
353.50 |
353.50 |
+1.00 |
36 |
1,188 |
+6 |
| Total Volume and Open Interest |
6,496 |
32,938 |
-744 |
| Oats(CBOT) |
| Dec04 |
041206 |
165.50 |
168.00 |
165.50 |
168.00 |
+1.50 |
118 |
173 |
-54 |
| Mar05 |
041206 |
158.25 |
159.75 |
157.00 |
158.25 |
-1.00 |
990 |
5,833 |
-30 |
| May05 |
041206 |
161.00 |
161.00 |
159.00 |
159.50 |
-0.50 |
43 |
411 |
+16 |
| Jul05 |
041206 |
161.75 |
161.75 |
161.75 |
161.75 |
unch |
3 |
78 |
-3 |
| Total Volume and Open Interest |
1,154 |
6,501 |
-71 |
| Rough Rice(CBOT) |
| Jan05 |
041206 |
7.62 |
7.65 |
7.55 |
7.55 |
-0.08 |
756 |
2,797 |
-67 |
| Mar05 |
041206 |
7.78 |
7.85 |
7.76 |
7.76 |
-0.05 |
324 |
1,366 |
+138 |
| May05 |
041206 |
7.96 |
7.96 |
7.96 |
7.96 |
-0.04 |
14 |
258 |
+12 |
| Jul05 |
041206 |
8.16 |
8.16 |
8.16 |
8.16 |
-0.03 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
1,094 |
4,477 |
+83 |
| Live Cattle(CME) |
| Dec04 |
041206 |
86.950 |
87.500 |
86.700 |
87.475 |
+0.175 |
4,685 |
11,561 |
-1,800 |
| Feb05 |
041206 |
87.550 |
87.950 |
86.825 |
87.900 |
+0.325 |
9,431 |
66,907 |
-85 |
| Apr05 |
041206 |
83.800 |
84.600 |
83.450 |
84.500 |
+0.525 |
2,126 |
16,205 |
+279 |
| Jun05 |
041206 |
79.600 |
80.050 |
79.200 |
80.025 |
+0.250 |
732 |
9,458 |
-42 |
| Aug05 |
041206 |
79.200 |
79.550 |
78.725 |
79.525 |
+0.225 |
575 |
6,557 |
-40 |
| Oct05 |
041206 |
80.450 |
80.450 |
80.100 |
80.450 |
-0.125 |
547 |
4,127 |
+72 |
| Total Volume and Open Interest |
18,126 |
117,006 |
-1,615 |
| Feeder Cattle(CME) |
| Jan05 |
041206 |
101.550 |
101.750 |
100.625 |
101.400 |
-0.500 |
1,256 |
8,152 |
-22 |
| Mar05 |
041206 |
97.000 |
97.900 |
96.700 |
97.825 |
+0.325 |
563 |
3,495 |
+7 |
| Apr05 |
041206 |
95.525 |
96.250 |
95.250 |
96.050 |
+0.250 |
207 |
1,888 |
-1 |
| May05 |
041206 |
95.300 |
96.000 |
95.150 |
96.000 |
+0.400 |
184 |
1,921 |
+21 |
| Aug05 |
041206 |
97.750 |
98.300 |
97.400 |
98.300 |
+0.250 |
62 |
502 |
+24 |
| Sep05 |
041206 |
97.250 |
97.800 |
97.250 |
97.800 |
+0.550 |
7 |
4 |
+3 |
| Oct05 |
041206 |
97.600 |
97.600 |
97.600 |
97.600 |
+0.350 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
2,282 |
15,965 |
+34 |
| Lean Hogs(CME) |
| Dec04 |
041206 |
77.950 |
77.950 |
76.500 |
76.500 |
-2.000 |
4,434 |
12,608 |
-1,096 |
| Feb05 |
041206 |
74.750 |
74.850 |
73.325 |
73.325 |
-2.000 |
5,907 |
62,264 |
+148 |
| Apr05 |
041206 |
72.100 |
72.100 |
70.675 |
70.675 |
-2.000 |
2,427 |
15,336 |
+120 |
| May05 |
041206 |
71.000 |
71.000 |
69.800 |
69.800 |
-2.000 |
57 |
2,368 |
+82 |
| Jun05 |
041206 |
73.700 |
73.700 |
71.975 |
71.975 |
-2.000 |
658 |
8,154 |
+174 |
| Jul05 |
041206 |
70.050 |
70.050 |
68.600 |
68.600 |
-2.000 |
78 |
2,001 |
+30 |
| Aug05 |
041206 |
67.050 |
67.050 |
65.300 |
65.300 |
-2.000 |
167 |
1,619 |
+71 |
| Oct05 |
041206 |
57.975 |
57.975 |
57.100 |
57.250 |
-1.500 |
52 |
615 |
+25 |
| Total Volume and Open Interest |
13,784 |
105,180 |
-444 |
| Pork Bellies(CME) |
| Feb05 |
041206 |
99.700 |
99.700 |
96.850 |
96.850 |
-3.000 |
425 |
1,708 |
+39 |
| Mar05 |
041206 |
99.000 |
99.000 |
97.025 |
97.025 |
-2.875 |
19 |
42 |
+13 |
| May05 |
041206 |
99.850 |
99.850 |
98.250 |
98.250 |
-1.850 |
8 |
32 |
+6 |
| Jul05 |
041206 |
100.800 |
100.800 |
100.800 |
100.800 |
-1.150 |
1 |
15 |
+0 |
| Aug05 |
041206 |
101.300 |
101.300 |
101.300 |
101.300 |
-0.200 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
452 |
1,798 |
+58 |
| Class III Milk(CME) |
| Dec04 |
041206 |
17.20 |
17.95 |
16.50 |
16.95 |
-0.25 |
378 |
4,437 |
-19 |
| Jan05 |
041206 |
15.05 |
15.18 |
14.20 |
14.44 |
-0.51 |
201 |
3,229 |
+26 |
| Feb05 |
041206 |
14.05 |
14.05 |
13.23 |
13.60 |
-0.38 |
101 |
2,547 |
+33 |
| Mar05 |
041206 |
13.05 |
13.15 |
12.45 |
12.71 |
-0.31 |
37 |
2,563 |
+6 |
| Apr05 |
041206 |
12.90 |
12.90 |
12.50 |
12.85 |
-0.05 |
33 |
1,588 |
+4 |
| Total Volume and Open Interest |
834 |
21,669 |
+68 |
| Cocoa(ICE) |
| Dec04 |
041206 |
1758 |
1766 |
1754 |
1754 |
+9 |
82 |
157 |
-165 |
| Mar05 |
041206 |
1700 |
1723 |
1691 |
1714 |
+4 |
6,407 |
50,433 |
+872 |
| May05 |
041206 |
1700 |
1723 |
1698 |
1714 |
+2 |
773 |
12,849 |
-49 |
| Jul05 |
041206 |
1713 |
1718 |
1710 |
1718 |
+3 |
182 |
11,210 |
-97 |
| Sep05 |
041206 |
1712 |
1725 |
1712 |
1723 |
+5 |
238 |
10,140 |
-23 |
| Dec05 |
041206 |
1716 |
1723 |
1710 |
1723 |
+3 |
146 |
8,814 |
+45 |
| Mar06 |
041206 |
1723 |
1723 |
1723 |
1723 |
+1 |
373 |
11,590 |
+301 |
| Total Volume and Open Interest |
8,201 |
118,239 |
+884 |
| Coffee "C"(ICE) |
| Dec04 |
041206 |
95.25 |
95.25 |
94.50 |
94.50 |
-0.40 |
137 |
656 |
-86 |
| Mar05 |
041206 |
97.00 |
98.40 |
96.75 |
97.65 |
-0.30 |
10,186 |
84,562 |
+223 |
| May05 |
041206 |
99.10 |
100.20 |
99.00 |
99.75 |
-0.25 |
2,007 |
10,332 |
+575 |
| Jul05 |
041206 |
101.80 |
101.80 |
101.50 |
101.50 |
-0.25 |
154 |
3,743 |
+8 |
| Sep05 |
041206 |
103.45 |
103.45 |
102.80 |
103.20 |
-0.25 |
95 |
3,104 |
+4 |
| Dec05 |
041206 |
105.75 |
106.00 |
105.45 |
105.95 |
unch |
56 |
944 |
+24 |
| Total Volume and Open Interest |
12,705 |
103,909 |
+748 |
| Orange Juice(ICE) |
| Jan05 |
041206 |
78.20 |
79.20 |
77.50 |
79.20 |
+0.80 |
1,257 |
13,889 |
-122 |
| Mar05 |
041206 |
79.80 |
81.20 |
79.60 |
81.10 |
+0.85 |
907 |
12,846 |
+427 |
| May05 |
041206 |
81.90 |
83.20 |
81.90 |
83.20 |
+0.95 |
383 |
7,432 |
+113 |
| Jul05 |
041206 |
83.20 |
84.50 |
83.20 |
84.50 |
+0.85 |
125 |
649 |
+11 |
| Sep05 |
041206 |
85.00 |
86.00 |
85.00 |
86.00 |
+1.00 |
0 |
94 |
+0 |
| Nov05 |
041206 |
86.50 |
86.95 |
86.50 |
86.95 |
+0.45 |
0 |
525 |
+0 |
| Total Volume and Open Interest |
2,672 |
35,482 |
+429 |
| Sugar #11(ICE) |
| Mar05 |
041206 |
8.85 |
8.88 |
8.81 |
8.86 |
+0.06 |
7,979 |
222,937 |
+911 |
| May05 |
041206 |
9.02 |
9.04 |
8.97 |
9.03 |
+0.06 |
2,163 |
44,334 |
-792 |
| Jul05 |
041206 |
8.86 |
8.88 |
8.84 |
8.88 |
+0.06 |
470 |
25,582 |
+96 |
| Oct05 |
041206 |
8.86 |
8.89 |
8.84 |
8.89 |
+0.07 |
346 |
22,510 |
+152 |
| Mar06 |
041206 |
8.86 |
8.88 |
8.84 |
8.88 |
+0.05 |
313 |
9,653 |
+241 |
| Total Volume and Open Interest |
11,287 |
330,026 |
+624 |
| Sugar #14(ICE) |
| Jan05 |
041206 |
20.20 |
20.20 |
20.15 |
20.18 |
-0.07 |
381 |
894 |
-76 |
| Mar05 |
041206 |
20.30 |
20.30 |
20.25 |
20.29 |
-0.05 |
287 |
3,958 |
+116 |
| May05 |
041206 |
20.48 |
20.48 |
20.48 |
20.48 |
-0.01 |
216 |
2,140 |
+23 |
| Jul05 |
041206 |
20.78 |
20.78 |
20.78 |
20.78 |
+0.01 |
56 |
1,655 |
-41 |
| Sep05 |
041206 |
20.80 |
20.82 |
20.80 |
20.82 |
unch |
6 |
2,409 |
+1 |
| Total Volume and Open Interest |
953 |
11,764 |
+30 |
| London Cocoa(LCE) |
| Dec04 |
041206 |
897 |
897 |
888 |
892 |
-6 |
950 |
22,147 |
-364 |
| Mar05 |
041206 |
919 |
920 |
907 |
912 |
-5 |
3,869 |
64,425 |
+377 |
| May05 |
041206 |
929 |
929 |
917 |
921 |
-7 |
1,163 |
21,532 |
+752 |
| Jul05 |
041206 |
945 |
945 |
935 |
939 |
-6 |
270 |
20,691 |
+236 |
| Sep05 |
041206 |
961 |
962 |
952 |
956 |
-6 |
335 |
41,143 |
-70 |
| Dec05 |
041206 |
941 |
944 |
934 |
938 |
-7 |
269 |
34,814 |
+131 |
| Mar06 |
041206 |
942 |
942 |
942 |
942 |
-9 |
132 |
5,860 |
+114 |
| Total Volume and Open Interest |
6,998 |
211,235 |
+1,181 |
| London Coffee(LCE) |
| Jan05 |
041206 |
764.00 |
764.00 |
735.00 |
748.00 |
-6.00 |
5,997 |
44,906 |
-2,913 |
| Mar05 |
041206 |
783.00 |
786.00 |
759.00 |
771.00 |
-6.00 |
5,480 |
53,616 |
+165 |
| May05 |
041206 |
799.00 |
799.00 |
779.00 |
791.00 |
-5.00 |
1,378 |
36,223 |
+166 |
| Jul05 |
041206 |
812.00 |
813.00 |
802.00 |
810.00 |
-5.00 |
336 |
9,846 |
+172 |
| Sep05 |
041206 |
834.00 |
840.00 |
818.00 |
826.00 |
-5.00 |
47 |
5,967 |
+15 |
| Nov05 |
041206 |
847.00 |
851.00 |
843.00 |
843.00 |
-4.00 |
0 |
1,996 |
+0 |
| Total Volume and Open Interest |
13,238 |
153,464 |
-2,395 |
| London Sugar(LCE) |
| Mar05 |
041206 |
255.50 |
257.30 |
254.50 |
256.70 |
+1.50 |
1,756 |
24,491 |
-169 |
| May05 |
041206 |
263.90 |
265.00 |
263.50 |
264.60 |
+1.60 |
302 |
11,304 |
-50 |
| Aug05 |
041206 |
263.50 |
264.30 |
263.20 |
264.00 |
+0.50 |
323 |
5,474 |
+188 |
| Oct05 |
041206 |
262.70 |
263.00 |
262.70 |
263.00 |
+0.30 |
12 |
3,394 |
+12 |
| Dec05 |
041206 |
262.60 |
262.60 |
262.60 |
262.60 |
+0.30 |
0 |
1,744 |
+0 |
| Total Volume and Open Interest |
2,393 |
47,956 |
-19 |
| Cotton(ICE) |
| Dec04 |
041206 |
46.00 |
46.00 |
45.30 |
45.80 |
+0.55 |
223 |
598 |
-229 |
| Mar05 |
041206 |
42.00 |
42.65 |
41.72 |
42.53 |
+0.11 |
12,099 |
56,673 |
+2,592 |
| May05 |
041206 |
43.00 |
43.25 |
42.61 |
43.20 |
-0.13 |
1,183 |
9,369 |
-283 |
| Jul05 |
041206 |
43.90 |
44.00 |
43.51 |
44.00 |
-0.25 |
635 |
10,311 |
+117 |
| Oct05 |
041206 |
45.80 |
45.80 |
45.80 |
45.80 |
-0.15 |
24 |
272 |
+21 |
| Dec05 |
041206 |
47.17 |
47.17 |
46.40 |
46.80 |
-0.50 |
240 |
5,948 |
+133 |
| Total Volume and Open Interest |
14,404 |
84,468 |
+2,348 |
| Lumber(CME) |
| Jan05 |
041206 |
346.5 |
346.5 |
338.4 |
338.4 |
-10.0 |
351 |
2,567 |
-1 |
| Mar05 |
041206 |
355.0 |
355.0 |
344.6 |
344.6 |
-10.0 |
103 |
670 |
-2 |
| May05 |
041206 |
354.6 |
354.6 |
348.0 |
348.8 |
-8.7 |
28 |
175 |
+6 |
| Jul05 |
041206 |
353.6 |
353.6 |
352.0 |
352.0 |
-5.8 |
1 |
54 |
+1 |
| Total Volume and Open Interest |
483 |
3,466 |
+4 |
| Crude Oil(NYM) |
| Jan05 |
041206 |
43.10 |
43.60 |
42.73 |
42.98 |
+0.44 |
109,157 |
183,414 |
-4,294 |
| Feb05 |
041206 |
43.20 |
43.80 |
42.90 |
43.24 |
+0.49 |
53,342 |
78,708 |
-1,708 |
| Mar05 |
041206 |
43.40 |
43.80 |
43.00 |
43.29 |
+0.46 |
28,092 |
56,857 |
+970 |
| Apr05 |
041206 |
43.35 |
43.50 |
43.00 |
43.17 |
+0.44 |
9,528 |
34,873 |
-1,156 |
| May05 |
041206 |
43.10 |
43.20 |
42.98 |
42.98 |
+0.44 |
3,119 |
19,223 |
-226 |
| Jun05 |
041206 |
42.80 |
43.05 |
42.65 |
42.78 |
+0.45 |
7,432 |
35,101 |
+1,136 |
| Jul05 |
041206 |
42.70 |
42.80 |
42.57 |
42.57 |
+0.45 |
1,611 |
16,278 |
+298 |
| Aug05 |
041206 |
42.40 |
42.55 |
42.38 |
42.38 |
+0.45 |
584 |
10,535 |
-343 |
| Sep05 |
041206 |
42.50 |
42.50 |
42.20 |
42.20 |
+0.45 |
644 |
12,075 |
-21 |
| Oct05 |
041206 |
42.02 |
42.02 |
42.02 |
42.02 |
+0.45 |
235 |
6,897 |
+188 |
| Nov05 |
041206 |
41.90 |
41.90 |
41.84 |
41.84 |
+0.44 |
1,053 |
13,292 |
-48 |
| Dec05 |
041206 |
41.75 |
42.00 |
41.50 |
41.67 |
+0.43 |
7,952 |
52,686 |
-2,454 |
| Jan06 |
041206 |
41.45 |
41.45 |
41.41 |
41.41 |
+0.43 |
1,103 |
7,938 |
+34 |
| Feb06 |
041206 |
41.18 |
41.18 |
41.18 |
41.18 |
+0.43 |
50 |
4,601 |
+44 |
| Mar06 |
041206 |
40.98 |
40.98 |
40.98 |
40.98 |
+0.43 |
712 |
8,584 |
+170 |
| Apr06 |
041206 |
40.81 |
40.81 |
40.81 |
40.81 |
+0.43 |
25 |
4,723 |
-75 |
| Total Volume and Open Interest |
231,243 |
684,184 |
-7,948 |
| Heating Oil(NYM) |
| Jan05 |
041206 |
125.30 |
127.50 |
124.80 |
124.97 |
+1.38 |
29,248 |
68,734 |
-1,360 |
| Feb05 |
041206 |
126.00 |
127.60 |
125.30 |
125.58 |
+1.74 |
11,894 |
29,652 |
+470 |
| Mar05 |
041206 |
122.50 |
124.50 |
122.20 |
122.58 |
+1.59 |
5,269 |
20,068 |
+910 |
| Apr05 |
041206 |
118.30 |
119.60 |
117.58 |
117.58 |
+1.24 |
1,668 |
7,380 |
-389 |
| May05 |
041206 |
116.00 |
116.50 |
114.28 |
114.28 |
+1.14 |
546 |
5,665 |
+36 |
| Jun05 |
041206 |
113.25 |
113.85 |
112.48 |
112.48 |
+1.14 |
535 |
8,080 |
-32 |
| Jul05 |
041206 |
113.00 |
113.10 |
112.13 |
112.13 |
+1.14 |
337 |
5,290 |
+171 |
| Aug05 |
041206 |
112.50 |
114.00 |
112.23 |
112.23 |
+1.14 |
46 |
2,182 |
+38 |
| Sep05 |
041206 |
114.50 |
114.50 |
112.93 |
112.93 |
+1.14 |
277 |
3,193 |
+32 |
| Oct05 |
041206 |
114.60 |
114.60 |
113.73 |
113.73 |
+1.14 |
149 |
445 |
+26 |
| Nov05 |
041206 |
115.90 |
115.90 |
114.53 |
114.53 |
+1.14 |
74 |
789 |
+35 |
| Dec05 |
041206 |
116.70 |
116.70 |
115.33 |
115.33 |
+1.14 |
626 |
7,602 |
-469 |
| Total Volume and Open Interest |
50,972 |
161,975 |
-481 |
| Gasoline(NYMEX) |
| Jan05 |
041206 |
114.20 |
115.70 |
112.65 |
112.96 |
-0.53 |
23,866 |
54,954 |
-899 |
| Feb05 |
041206 |
116.50 |
117.30 |
114.80 |
115.51 |
+0.19 |
6,738 |
18,761 |
+900 |
| Mar05 |
041206 |
117.50 |
117.70 |
116.70 |
117.10 |
+0.38 |
1,620 |
9,453 |
+496 |
| Apr05 |
041206 |
125.30 |
125.50 |
124.00 |
124.35 |
+0.38 |
1,414 |
18,611 |
+226 |
| May05 |
041206 |
125.60 |
126.00 |
124.60 |
124.80 |
+0.53 |
974 |
13,718 |
-43 |
| Jun05 |
041206 |
126.50 |
126.50 |
124.40 |
124.50 |
+0.58 |
219 |
7,738 |
-153 |
| Jul05 |
041206 |
123.15 |
123.15 |
123.15 |
123.15 |
+0.73 |
82 |
3,873 |
-14 |
| Aug05 |
041206 |
120.95 |
120.95 |
120.95 |
120.95 |
+0.78 |
67 |
2,698 |
-116 |
| Sep05 |
041206 |
118.15 |
118.15 |
118.15 |
118.15 |
+0.83 |
17 |
6,130 |
+15 |
| Oct05 |
041206 |
114.40 |
114.40 |
114.40 |
114.40 |
+0.88 |
166 |
2,649 |
+103 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041206 |
6.850 |
6.940 |
6.800 |
6.923 |
+0.127 |
20,993 |
57,896 |
-2,086 |
| Feb05 |
041206 |
6.900 |
7.060 |
6.870 |
7.043 |
+0.172 |
8,346 |
33,105 |
+318 |
| Mar05 |
041206 |
6.800 |
6.950 |
6.770 |
6.908 |
+0.137 |
7,667 |
31,457 |
+1,169 |
| Apr05 |
041206 |
6.280 |
6.380 |
6.270 |
6.360 |
+0.079 |
2,240 |
21,401 |
+67 |
| May05 |
041206 |
6.210 |
6.290 |
6.210 |
6.272 |
+0.066 |
1,458 |
19,676 |
-87 |
| Jun05 |
041206 |
6.260 |
6.340 |
6.260 |
6.312 |
+0.065 |
764 |
12,383 |
+150 |
| Jul05 |
041206 |
6.300 |
6.390 |
6.300 |
6.357 |
+0.065 |
643 |
15,205 |
-12 |
| Aug05 |
041206 |
6.340 |
6.395 |
6.330 |
6.377 |
+0.065 |
287 |
11,736 |
+13 |
| Sep05 |
041206 |
6.300 |
6.375 |
6.300 |
6.357 |
+0.065 |
694 |
11,907 |
+317 |
| Oct05 |
041206 |
6.320 |
6.395 |
6.310 |
6.381 |
+0.065 |
1,965 |
22,689 |
+885 |
| Nov05 |
041206 |
6.600 |
6.675 |
6.600 |
6.666 |
+0.065 |
538 |
10,466 |
+48 |
| Dec05 |
041206 |
6.880 |
6.965 |
6.870 |
6.951 |
+0.065 |
2,375 |
14,331 |
+845 |
| Jan06 |
041206 |
7.060 |
7.161 |
7.060 |
7.161 |
+0.065 |
925 |
13,644 |
+295 |
| Feb06 |
041206 |
7.100 |
7.156 |
7.100 |
7.156 |
+0.065 |
254 |
8,615 |
+169 |
| Mar06 |
041206 |
6.910 |
6.951 |
6.910 |
6.951 |
+0.065 |
391 |
9,965 |
+86 |
| Apr06 |
041206 |
6.120 |
6.161 |
6.120 |
6.151 |
+0.065 |
726 |
8,802 |
-150 |
| Total Volume and Open Interest |
51,858 |
373,460 |
+1,927 |
| Brent Crude Oil(ICE) |
| Jan05 |
041206 |
39.90 |
40.45 |
39.27 |
39.65 |
+0.29 |
32,703 |
51,563 |
-4,156 |
| Feb05 |
041206 |
40.30 |
40.80 |
39.75 |
40.10 |
+0.31 |
17,414 |
78,702 |
-1,703 |
| Mar05 |
041206 |
40.54 |
40.90 |
39.96 |
40.27 |
+0.31 |
5,211 |
26,909 |
+729 |
| Apr05 |
041206 |
40.50 |
40.67 |
40.08 |
40.19 |
+0.29 |
1,961 |
18,877 |
+199 |
| May05 |
041206 |
40.10 |
40.20 |
40.08 |
40.08 |
+0.28 |
1,378 |
8,803 |
-660 |
| Jun05 |
041206 |
40.35 |
40.60 |
39.85 |
39.98 |
+0.28 |
3,703 |
15,959 |
+146 |
| Jul05 |
041206 |
39.84 |
39.84 |
39.84 |
39.84 |
+0.27 |
200 |
5,751 |
+35 |
| Aug05 |
041206 |
39.70 |
39.70 |
39.70 |
39.70 |
+0.26 |
7 |
3,492 |
+91 |
| Sep05 |
041206 |
39.64 |
39.64 |
39.57 |
39.57 |
+0.26 |
107 |
6,527 |
+93 |
| Oct05 |
041206 |
39.44 |
39.44 |
39.44 |
39.44 |
+0.26 |
0 |
2,250 |
-100 |
| Nov05 |
041206 |
39.31 |
39.31 |
39.31 |
39.31 |
+0.26 |
0 |
3,522 |
+0 |
| Dec05 |
041206 |
39.55 |
39.60 |
39.15 |
39.18 |
+0.26 |
1,145 |
36,812 |
-1,059 |
| Total Volume and Open Interest |
64,729 |
314,462 |
-6,385 |
| Gas Oil(ICE) |
| Dec04 |
041206 |
374.25 |
380.00 |
374.25 |
378.00 |
+6.75 |
13,274 |
24,795 |
+19 |
| Jan05 |
041206 |
373.00 |
379.75 |
373.00 |
375.00 |
+5.75 |
16,456 |
43,798 |
-1,985 |
| Feb05 |
041206 |
370.00 |
376.00 |
370.00 |
371.50 |
+6.00 |
4,835 |
18,294 |
-262 |
| Mar05 |
041206 |
367.00 |
370.50 |
365.00 |
366.00 |
+7.50 |
1,234 |
7,677 |
+170 |
| Apr05 |
041206 |
359.75 |
361.00 |
359.25 |
359.25 |
+7.75 |
341 |
7,866 |
+146 |
| May05 |
041206 |
355.25 |
355.25 |
355.25 |
355.25 |
+7.75 |
0 |
3,849 |
-50 |
| Jun05 |
041206 |
353.00 |
355.25 |
352.00 |
353.25 |
+7.00 |
1,237 |
14,368 |
+660 |
| Jul05 |
041206 |
352.75 |
352.75 |
352.75 |
352.75 |
+7.00 |
0 |
1,224 |
+0 |
| Aug05 |
041206 |
352.25 |
352.25 |
352.25 |
352.25 |
+6.75 |
0 |
1,536 |
+0 |
| Sep05 |
041206 |
351.75 |
351.75 |
351.75 |
351.75 |
+6.50 |
0 |
5,214 |
+150 |
| Total Volume and Open Interest |
39,439 |
153,657 |
+380 |
| US Dollar Index(ICE) |
| Dec04 |
041206 |
80.940 |
81.320 |
80.940 |
81.320 |
+0.340 |
3,319 |
24,304 |
-77 |
| Mar05 |
041206 |
81.060 |
81.430 |
81.060 |
81.430 |
+0.340 |
1,886 |
5,260 |
+1,290 |
| Jun05 |
041206 |
81.330 |
81.490 |
81.280 |
81.490 |
+0.310 |
10 |
46 |
+5 |
| Total Volume and Open Interest |
5,215 |
29,637 |
+1,218 |
| Australian Dollar(CME) |
| Dec04 |
041206 |
77.58 |
77.66 |
77.36 |
77.36 |
-0.66 |
3,333 |
71,874 |
-189 |
| Mar05 |
041206 |
77.05 |
77.09 |
76.80 |
76.81 |
-0.66 |
1,750 |
6,305 |
+2,644 |
| Jun05 |
041206 |
76.60 |
76.60 |
76.36 |
76.36 |
-0.66 |
61 |
335 |
+61 |
| Total Volume and Open Interest |
5,144 |
78,801 |
+2,516 |
| British Pound(CME) |
| Dec04 |
041206 |
194.10 |
194.28 |
193.88 |
194.04 |
-0.03 |
7,392 |
76,490 |
-6,336 |
| Mar05 |
041206 |
193.06 |
193.20 |
192.86 |
192.94 |
-0.02 |
4,734 |
8,936 |
+4,133 |
| Jun05 |
041206 |
191.94 |
191.94 |
191.94 |
191.94 |
-0.02 |
1 |
4 |
+1 |
| Total Volume and Open Interest |
12,127 |
85,451 |
-2,202 |
| Canadian Dollar(CME) |
| Dec04 |
041206 |
83.60 |
83.61 |
83.07 |
83.22 |
-0.56 |
8,946 |
86,900 |
-5,268 |
| Mar05 |
041206 |
83.58 |
83.59 |
83.03 |
83.19 |
-0.56 |
3,607 |
11,155 |
+3,035 |
| Jun05 |
041206 |
83.65 |
83.65 |
83.12 |
83.22 |
-0.56 |
63 |
2,083 |
+18 |
| Sep05 |
041206 |
83.15 |
83.29 |
83.15 |
83.29 |
-0.56 |
0 |
692 |
+0 |
| Total Volume and Open Interest |
12,618 |
101,221 |
-2,211 |
| Japanese Yen(CME) |
| Dec04 |
041206 |
97.69 |
97.77 |
96.95 |
96.99 |
-0.96 |
13,242 |
182,160 |
-6,354 |
| Mar05 |
041206 |
98.32 |
98.36 |
97.57 |
97.60 |
-0.96 |
8,951 |
15,899 |
+8,973 |
| Jun05 |
041206 |
98.90 |
99.17 |
98.28 |
98.28 |
-0.96 |
15 |
109 |
+11 |
| Total Volume and Open Interest |
22,211 |
198,264 |
+2,633 |
| Swiss Franc(CME) |
| Dec04 |
041206 |
87.96 |
88.06 |
87.75 |
87.76 |
-0.65 |
8,395 |
67,197 |
-1,658 |
| Mar05 |
041206 |
88.38 |
88.45 |
88.12 |
88.14 |
-0.64 |
4,904 |
10,268 |
+4,666 |
| Jun05 |
041206 |
88.53 |
88.53 |
88.53 |
88.53 |
-0.63 |
1 |
71 |
+1 |
| Total Volume and Open Interest |
13,300 |
77,602 |
+3,009 |
| EuroFX(CME) |
| Dec04 |
041206 |
134.36 |
134.45 |
134.15 |
134.20 |
-0.33 |
22,132 |
201,307 |
-10,543 |
| Mar05 |
041206 |
134.48 |
134.55 |
134.25 |
134.30 |
-0.33 |
6,590 |
18,217 |
+6,570 |
| Jun05 |
041206 |
134.62 |
134.62 |
134.49 |
134.49 |
-0.33 |
141 |
535 |
+102 |
| Total Volume and Open Interest |
28,874 |
220,364 |
-3,849 |
| Mexican Peso(CME) |
| Dec04 |
041206 |
895.0 |
902.5 |
895.0 |
897.2 |
-1.2 |
17,407 |
73,123 |
-8,247 |
| Jan05 |
041206 |
891.5 |
892.8 |
891.5 |
891.5 |
-1.2 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
29,158 |
99,160 |
+1,681 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041206 |
112~060 |
112~230 |
112~040 |
112~150 |
+0~120 |
51,832 |
191,261 |
-38,386 |
| Mar05 |
041206 |
111~070 |
111~240 |
111~040 |
111~160 |
+0~120 |
515,517 |
466,553 |
+15,906 |
| Jun05 |
041206 |
110~160 |
110~220 |
110~140 |
110~200 |
+0~120 |
3,587 |
5,201 |
+1,192 |
| Total Volume and Open Interest |
570,936 |
663,117 |
-21,288 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041206 |
112~070 |
112~130 |
112~040 |
112~090 |
+0~050 |
207,873 |
318,882 |
-72,025 |
| Mar05 |
041206 |
111~185 |
111~260 |
111~150 |
111~215 |
+0~055 |
1,583,731 |
1,429,995 |
+70,175 |
| Jun05 |
041206 |
110~200 |
110~280 |
110~200 |
110~245 |
+0~055 |
2,086 |
9,272 |
+2,075 |
| Total Volume and Open Interest |
1,793,690 |
1,758,149 |
+225 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041206 |
110~048 |
110~056 |
110~040 |
110~048 |
+0~016 |
59,780 |
410,712 |
-81,826 |
| Mar05 |
041206 |
109~060 |
109~066 |
109~046 |
109~058 |
+0~016 |
751,943 |
1,098,951 |
+116,827 |
| Jun05 |
041206 |
108~120 |
108~124 |
108~120 |
108~124 |
+0~016 |
72 |
5,466 |
+70 |
| Total Volume and Open Interest |
811,795 |
5,466 |
+70 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041206 |
105~038 |
105~044 |
105~036 |
105~043 |
+0~005 |
17,126 |
69,496 |
-12,588 |
| Mar05 |
041206 |
104~120 |
104~125 |
104~117 |
104~123 |
+0~005 |
18,179 |
184,752 |
+15,205 |
| Total Volume and Open Interest |
35,305 |
254,248 |
+2,617 |
| Eurodollars(CME) |
| Dec04 |
041206 |
97.537 |
97.540 |
97.535 |
97.535 |
+0.003 |
39,569 |
920,778 |
-14,197 |
| Mar05 |
041206 |
97.180 |
97.190 |
97.170 |
97.175 |
unch |
80,099 |
1,016,049 |
-20,569 |
| Jun05 |
041206 |
96.930 |
96.960 |
96.910 |
96.935 |
+0.015 |
85,149 |
1,019,585 |
+12,443 |
| Sep05 |
041206 |
96.725 |
96.760 |
96.700 |
96.740 |
+0.025 |
66,189 |
837,212 |
+1,314 |
| Dec05 |
041206 |
96.545 |
96.585 |
96.530 |
96.565 |
+0.030 |
72,612 |
675,661 |
+18,698 |
| Mar06 |
041206 |
96.415 |
96.445 |
96.400 |
96.435 |
+0.030 |
62,678 |
505,903 |
+7,937 |
| Jun06 |
041206 |
96.285 |
96.320 |
96.275 |
96.310 |
+0.035 |
52,900 |
361,729 |
+11,155 |
| Sep06 |
041206 |
96.170 |
96.200 |
96.160 |
96.200 |
+0.045 |
47,766 |
275,704 |
+6,843 |
| Dec06 |
041206 |
96.055 |
96.090 |
96.040 |
96.070 |
+0.035 |
41,002 |
224,747 |
+2,020 |
| Mar07 |
041206 |
95.955 |
95.975 |
95.940 |
95.970 |
+0.040 |
30,808 |
181,958 |
+5,366 |
| Jun07 |
041206 |
95.845 |
95.875 |
95.840 |
95.865 |
+0.045 |
29,038 |
153,005 |
-823 |
| Sep07 |
041206 |
95.730 |
95.765 |
95.725 |
95.755 |
+0.045 |
35,194 |
116,655 |
-3,872 |
| Dec07 |
041206 |
95.630 |
95.660 |
95.615 |
95.650 |
+0.050 |
19,529 |
103,806 |
+6,229 |
| Mar08 |
041206 |
95.525 |
95.555 |
95.525 |
95.555 |
+0.055 |
15,355 |
84,238 |
+640 |
| Jun08 |
041206 |
95.420 |
95.450 |
95.420 |
95.450 |
+0.055 |
12,362 |
86,792 |
-1,188 |
| Sep08 |
041206 |
95.320 |
95.350 |
95.315 |
95.350 |
+0.060 |
14,620 |
87,867 |
-686 |
| Dec08 |
041206 |
95.205 |
95.245 |
95.205 |
95.240 |
+0.060 |
7,648 |
70,708 |
+2,034 |
| Mar09 |
041206 |
95.115 |
95.160 |
95.115 |
95.155 |
+0.065 |
6,275 |
52,286 |
-854 |
| Total Volume and Open Interest |
736,618 |
6,930,743 |
+29,686 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041206 |
97.860 |
97.860 |
97.860 |
97.860 |
unch |
2,743 |
150,224 |
+1,790 |
| Jan05 |
041206 |
97.760 |
97.760 |
97.750 |
97.760 |
unch |
1,777 |
128,587 |
-1,358 |
| Feb05 |
041206 |
97.540 |
97.540 |
97.540 |
97.540 |
unch |
2,939 |
72,977 |
+10,081 |
| Mar05 |
041206 |
97.470 |
97.480 |
97.470 |
97.480 |
+0.010 |
1,874 |
24,666 |
-2,521 |
| Apr05 |
041206 |
97.380 |
97.390 |
97.380 |
97.380 |
unch |
1,685 |
18,554 |
+7,130 |
| May05 |
041206 |
97.220 |
97.220 |
97.220 |
97.220 |
unch |
459 |
1,488 |
+508 |
| Total Volume and Open Interest |
11,579 |
396,635 |
+15,739 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041206 |
97.860 |
97.865 |
97.860 |
97.865 |
unch |
6,558 |
0 |
+0 |
| Jan05 |
041206 |
97.760 |
97.760 |
97.755 |
97.755 |
unch |
13,644 |
0 |
+0 |
| Feb05 |
041206 |
97.545 |
97.550 |
97.540 |
97.545 |
+0.005 |
23,593 |
0 |
+0 |
| Mar05 |
041206 |
97.475 |
97.480 |
97.475 |
97.480 |
+0.005 |
19,770 |
0 |
+0 |
| Apr05 |
041206 |
97.380 |
97.385 |
97.375 |
97.380 |
+0.005 |
14,719 |
0 |
+0 |
| May05 |
041206 |
97.225 |
97.225 |
97.225 |
97.225 |
-0.010 |
491 |
0 |
+0 |
| Total Volume and Open Interest |
78,790 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041206 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
37 |
20,606 |
-11 |
| Mar05 |
041206 |
99.91 |
99.91 |
99.91 |
99.91 |
+0.01 |
1,000 |
56,406 |
+911 |
| Jun05 |
041206 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,000 |
32,192 |
+894 |
| Sep05 |
041206 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
340 |
8,036 |
-9 |
| Dec05 |
041206 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
918 |
5,338 |
+568 |
| Mar06 |
041206 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
7,266 |
+0 |
| Jun06 |
041206 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
4,305 |
-61 |
| Sep06 |
041206 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
3,099 |
+0 |
| Dec06 |
041206 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
0 |
411 |
+0 |
| Mar07 |
041206 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,295 |
138,710 |
+2,292 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041206 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
5,594 |
68,373 |
-21 |
| Mar05 |
041206 |
99.90 |
99.91 |
99.90 |
99.90 |
unch |
4,977 |
102,007 |
-370 |
| Jun05 |
041206 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,384 |
87,250 |
-1,657 |
| Sep05 |
041206 |
99.85 |
99.86 |
99.85 |
99.85 |
unch |
94 |
44,884 |
-27 |
| Dec05 |
041206 |
99.80 |
99.81 |
99.79 |
99.79 |
unch |
179 |
36,031 |
+43 |
| Mar06 |
041206 |
99.72 |
99.74 |
99.71 |
99.71 |
unch |
164 |
28,408 |
-915 |
| Jun06 |
041206 |
99.63 |
99.64 |
99.63 |
99.63 |
unch |
86 |
13,349 |
-102 |
| Sep06 |
041206 |
99.54 |
99.55 |
99.54 |
99.54 |
unch |
150 |
7,232 |
+54 |
| Total Volume and Open Interest |
12,628 |
401,119 |
-3,000 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041206 |
139.21 |
139.39 |
138.98 |
138.98 |
+0.05 |
17,313 |
41,866 |
-1,268 |
| Mar05 |
041206 |
138.35 |
138.50 |
138.12 |
138.12 |
+0.07 |
15,716 |
1,173 |
+229 |
| Jun05 |
041206 |
138.12 |
138.12 |
138.12 |
138.12 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
33,029 |
43,039 |
-1,039 |
| Euro-Bund(EUREX) |
| Dec04 |
041206 |
118.99 |
119.00 |
118.55 |
118.99 |
+0.34 |
1,152,207 |
817,708 |
-160,334 |
| Mar05 |
041206 |
117.94 |
118.38 |
117.91 |
118.37 |
+0.37 |
720,236 |
506,079 |
+169,947 |
| Jun05 |
041206 |
117.05 |
117.36 |
117.05 |
117.36 |
+0.31 |
698 |
257 |
-2 |
| Total Volume and Open Interest |
1,873,141 |
1,324,044 |
+9,611 |
| Euro-Bobl(EUREX) |
| Dec04 |
041206 |
113.15 |
113.42 |
113.15 |
113.41 |
+0.16 |
701,591 |
518,576 |
-187,295 |
| Mar05 |
041206 |
112.99 |
113.24 |
112.98 |
113.23 |
+0.16 |
411,207 |
392,230 |
+132,955 |
| Jun05 |
041206 |
112.41 |
112.41 |
112.41 |
112.41 |
+0.16 |
3,332 |
800 |
+0 |
| Total Volume and Open Interest |
1,116,130 |
911,606 |
-54,340 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041206 |
97.830 |
97.835 |
97.830 |
97.830 |
+0.005 |
256 |
8,885 |
-111 |
| Mar05 |
041206 |
97.815 |
97.830 |
97.815 |
97.820 |
+0.030 |
844 |
8,849 |
+851 |
| Jun05 |
041206 |
97.745 |
97.770 |
97.745 |
97.765 |
+0.045 |
599 |
5,451 |
-241 |
| Total Volume and Open Interest |
1,899 |
31,136 |
+581 |
| Long Gilt(LIFFE) |
| Dec04 |
041206 |
109~03 |
109~15 |
109~03 |
109~14 |
+0~12 |
24,067 |
41,981 |
-12,906 |
| Mar05 |
041206 |
110~19 |
111~00 |
110~19 |
110~31 |
+0~13 |
79,067 |
182,622 |
-4,739 |
| Total Volume and Open Interest |
103,134 |
224,603 |
-17,645 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041206 |
95.14 |
95.15 |
95.14 |
95.14 |
unch |
17,848 |
216,358 |
+3,946 |
| Mar05 |
041206 |
95.15 |
95.17 |
95.14 |
95.16 |
+0.02 |
55,375 |
282,624 |
-7,827 |
| Jun05 |
041206 |
95.19 |
95.24 |
95.17 |
95.22 |
+0.05 |
54,484 |
267,070 |
+1,762 |
| Sep05 |
041206 |
95.21 |
95.27 |
95.19 |
95.25 |
+0.06 |
70,186 |
219,927 |
-10,368 |
| Dec05 |
041206 |
95.21 |
95.26 |
95.18 |
95.25 |
+0.06 |
65,273 |
177,898 |
-1,433 |
| Mar06 |
041206 |
95.19 |
95.25 |
95.17 |
95.23 |
+0.06 |
21,723 |
103,052 |
-777 |
| Total Volume and Open Interest |
299,419 |
1,482,698 |
-17,865 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041206 |
97.830 |
97.835 |
97.825 |
97.835 |
+0.005 |
77,531 |
635,763 |
+5,363 |
| Mar05 |
041206 |
97.815 |
97.830 |
97.810 |
97.825 |
+0.030 |
223,807 |
542,007 |
+13,587 |
| Jun05 |
041206 |
97.740 |
97.775 |
97.740 |
97.765 |
+0.045 |
243,976 |
588,940 |
-390 |
| Total Volume and Open Interest |
1,280,041 |
3,373,670 |
+4,480 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041206 |
94.59 |
94.61 |
94.59 |
94.61 |
+0.01 |
5,520 |
68,509 |
-1,335 |
| Mar05 |
041206 |
94.72 |
94.78 |
94.71 |
94.73 |
+0.01 |
30,403 |
290,293 |
+6,018 |
| Jun05 |
041206 |
94.74 |
94.80 |
94.72 |
94.76 |
+0.03 |
14,408 |
112,034 |
+44 |
| Sep05 |
041206 |
94.69 |
94.79 |
94.68 |
94.74 |
+0.04 |
2,212 |
32,364 |
-414 |
| Dec05 |
041206 |
94.65 |
94.73 |
94.65 |
94.71 |
+0.05 |
515 |
20,738 |
-637 |
| Mar06 |
041206 |
94.68 |
94.68 |
94.67 |
94.67 |
+0.05 |
98 |
14,615 |
+63 |
| Jun06 |
041206 |
94.64 |
94.65 |
94.64 |
94.64 |
+0.06 |
546 |
10,322 |
-151 |
| Sep06 |
041206 |
94.61 |
94.61 |
94.60 |
94.60 |
+0.05 |
397 |
6,724 |
+353 |
| Dec06 |
041206 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.06 |
100 |
2,659 |
-101 |
| Mar07 |
041206 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.06 |
110 |
1,853 |
-10 |
| Total Volume and Open Interest |
54,419 |
563,484 |
+3,840 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041206 |
94.71 |
94.84 |
94.70 |
94.78 |
+0.07 |
22,762 |
285,196 |
+472 |
| Mar05 |
041206 |
94.71 |
94.79 |
94.69 |
94.78 |
+0.08 |
2,239 |
4,785 |
+2,122 |
| Total Volume and Open Interest |
25,001 |
289,981 |
+2,594 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041206 |
94.99 |
95.11 |
94.98 |
95.05 |
+0.05 |
122,607 |
553,823 |
+69,350 |
| Mar05 |
041206 |
95.00 |
95.09 |
94.99 |
95.06 |
+0.06 |
7,985 |
34,847 |
+7,977 |
| Total Volume and Open Interest |
130,592 |
588,670 |
+77,327 |
| Gold(CMX) |
| Dec04 |
041206 |
454.5 |
454.8 |
451.5 |
454.2 |
-1.8 |
1,231 |
6,699 |
-1,331 |
| Feb05 |
041206 |
455.8 |
456.7 |
452.7 |
455.9 |
-1.9 |
62,060 |
258,818 |
+2,845 |
| Apr05 |
041206 |
457.7 |
458.9 |
455.8 |
458.0 |
-1.9 |
1,536 |
16,297 |
+840 |
| Jun05 |
041206 |
460.0 |
461.0 |
457.5 |
460.3 |
-1.9 |
1,818 |
26,272 |
-205 |
| Aug05 |
041206 |
466.4 |
466.4 |
462.6 |
462.6 |
-1.9 |
4 |
7,282 |
-3 |
| Oct05 |
041206 |
465.0 |
465.0 |
465.0 |
465.0 |
-1.9 |
198 |
3,370 |
-23 |
| Dec05 |
041206 |
467.8 |
467.8 |
464.2 |
467.4 |
-1.9 |
278 |
17,715 |
-10 |
| Feb06 |
041206 |
470.1 |
470.1 |
470.1 |
470.1 |
-1.9 |
3 |
843 |
+0 |
| Apr06 |
041206 |
472.7 |
472.7 |
472.7 |
472.7 |
-1.9 |
0 |
591 |
+0 |
| Jun06 |
041206 |
475.3 |
475.3 |
475.3 |
475.3 |
-1.9 |
4 |
8,589 |
-1 |
| Aug06 |
041206 |
478.1 |
478.1 |
478.1 |
478.1 |
-1.9 |
0 |
170 |
+0 |
| Oct06 |
041206 |
480.8 |
480.8 |
480.8 |
480.8 |
-1.9 |
|
|
|
| Total Volume and Open Interest |
67,133 |
356,109 |
+2,117 |
| Silver(CMX) |
| Dec04 |
041206 |
802.0 |
802.0 |
788.0 |
791.6 |
-8.0 |
523 |
1,236 |
-340 |
| Mar05 |
041206 |
805.0 |
805.0 |
793.5 |
796.3 |
-8.0 |
16,471 |
100,995 |
+456 |
| May05 |
041206 |
805.5 |
805.5 |
799.0 |
799.6 |
-8.0 |
175 |
6,695 |
+121 |
| Jul05 |
041206 |
808.0 |
809.5 |
802.7 |
802.7 |
-8.0 |
146 |
3,230 |
-20 |
| Sep05 |
041206 |
805.9 |
805.9 |
805.9 |
805.9 |
-8.1 |
19 |
634 |
+0 |
| Dec05 |
041206 |
810.0 |
822.0 |
808.0 |
809.0 |
-8.2 |
170 |
9,553 |
+61 |
| Mar06 |
041206 |
812.0 |
812.0 |
812.0 |
812.0 |
-8.3 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
17,522 |
125,375 |
+271 |
| Platinum(NYMEX) |
| Jan05 |
041206 |
870.3 |
878.0 |
870.1 |
877.7 |
+2.9 |
1,424 |
8,190 |
-10 |
| Apr05 |
041206 |
874.0 |
875.7 |
874.0 |
875.7 |
+2.9 |
7 |
774 |
+0 |
| Total Volume and Open Interest |
1,431 |
8,964 |
-10 |
| Palladium(NYMEX) |
| Dec04 |
041206 |
203.00 |
210.00 |
203.00 |
209.85 |
+5.30 |
139 |
820 |
-14 |
| Mar05 |
041206 |
206.00 |
212.50 |
205.50 |
211.80 |
+5.05 |
1,254 |
11,057 |
-248 |
| Jun05 |
041206 |
210.00 |
213.80 |
209.50 |
213.80 |
+5.05 |
20 |
124 |
+1 |
| Total Volume and Open Interest |
1,413 |
12,029 |
-261 |
| Copper(CMX) |
| Dec04 |
041206 |
142.00 |
143.50 |
141.00 |
143.35 |
-0.15 |
1,396 |
4,968 |
-359 |
| Mar05 |
041206 |
137.10 |
138.50 |
136.50 |
138.45 |
-0.70 |
9,382 |
60,753 |
-2,312 |
| May05 |
041206 |
134.00 |
135.10 |
133.40 |
134.95 |
-0.40 |
127 |
5,350 |
+64 |
| Jul05 |
041206 |
130.20 |
131.25 |
130.00 |
131.25 |
-0.40 |
74 |
4,577 |
+38 |
| Sep05 |
041206 |
125.80 |
127.45 |
125.80 |
127.45 |
+0.30 |
574 |
3,430 |
+543 |
| Total Volume and Open Interest |
11,975 |
92,317 |
-1,909 |
| Aluminum(CMX) |
| Dec04 |
041206 |
88.30 |
88.50 |
88.30 |
88.50 |
+0.85 |
23 |
796 |
-4 |
| Jan05 |
041206 |
88.10 |
88.40 |
88.10 |
88.40 |
+0.50 |
23 |
903 |
-5 |
| Feb05 |
041206 |
88.30 |
88.30 |
88.30 |
88.30 |
+0.50 |
0 |
651 |
+0 |
| Mar05 |
041206 |
88.15 |
88.15 |
88.15 |
88.15 |
+0.50 |
0 |
681 |
+0 |
| Apr05 |
041206 |
87.90 |
87.90 |
87.90 |
87.90 |
+0.45 |
0 |
486 |
+0 |
| May05 |
041206 |
87.60 |
87.60 |
87.60 |
87.60 |
+0.45 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
46 |
9,014 |
-9 |
| DJIA Index(CBOT) |
| Dec04 |
041206 |
10570 |
10584 |
10531 |
10543 |
-38 |
8,272 |
48,618 |
-366 |
| Mar05 |
041206 |
10572 |
10590 |
10535 |
10549 |
-39 |
1,629 |
1,638 |
+1,055 |
| Jun05 |
041206 |
10595 |
10595 |
10569 |
10569 |
-39 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,901 |
50,260 |
+689 |
| S & P 500(CME) |
| Dec04 |
041206 |
1189.20 |
1193.20 |
1185.30 |
1189.20 |
unch |
58,669 |
516,855 |
-15,700 |
| Mar05 |
041206 |
1191.30 |
1195.00 |
1187.60 |
1191.40 |
unch |
21,403 |
195,087 |
+12,351 |
| Jun05 |
041206 |
1195.00 |
1195.00 |
1195.00 |
1195.00 |
-0.10 |
2,596 |
8,300 |
+2,110 |
| Sep05 |
041206 |
1199.00 |
1199.00 |
1199.00 |
1199.00 |
-0.20 |
55 |
1,735 |
+28 |
| Total Volume and Open Interest |
82,763 |
722,122 |
-1,243 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041206 |
1189.25 |
1193.25 |
1185.25 |
1189.25 |
unch |
827,492 |
1,023,412 |
-28,906 |
| Mar05 |
041206 |
1191.00 |
1195.00 |
1187.50 |
1191.50 |
unch |
20,744 |
113,251 |
+19,373 |
| Total Volume and Open Interest |
848,236 |
1,136,663 |
-9,533 |
| NASDAQ 100(CME) |
| Dec04 |
041206 |
1614.00 |
1627.00 |
1606.00 |
1618.50 |
+7.00 |
9,351 |
81,152 |
-777 |
| Mar05 |
041206 |
1621.50 |
1635.50 |
1617.00 |
1627.00 |
+7.00 |
138 |
4,934 |
+80 |
| Jun05 |
041206 |
1636.00 |
1636.00 |
1636.00 |
1636.00 |
+7.00 |
4 |
5 |
+0 |
| Total Volume and Open Interest |
9,489 |
86,091 |
-697 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041206 |
1611.00 |
1627.00 |
1606.00 |
1618.50 |
+7.00 |
368,299 |
428,875 |
-8,602 |
| Mar05 |
041206 |
1618.50 |
1635.50 |
1615.50 |
1627.00 |
+7.00 |
1,070 |
3,917 |
+111 |
| Total Volume and Open Interest |
369,369 |
432,792 |
-8,491 |
| S & P Midcap 400(CME) |
| Dec04 |
041206 |
644.50 |
645.00 |
639.00 |
641.50 |
-1.50 |
195 |
13,303 |
+28 |
| Mar05 |
041206 |
645.00 |
646.50 |
642.00 |
643.60 |
-1.70 |
16 |
1,053 |
+10 |
| Jun05 |
041206 |
643.60 |
643.80 |
643.60 |
643.60 |
-1.70 |
|
|
|
| Total Volume and Open Interest |
211 |
14,356 |
+38 |
| Russell 2000(CME) |
| Dec04 |
041206 |
642.00 |
642.50 |
636.50 |
637.00 |
-3.15 |
764 |
29,344 |
-39 |
| Mar05 |
041206 |
638.00 |
642.50 |
638.00 |
638.60 |
-3.35 |
99 |
1,208 |
+64 |
| Jun05 |
041206 |
638.60 |
638.60 |
638.60 |
638.60 |
-3.35 |
|
|
|
| Total Volume and Open Interest |
863 |
30,552 |
+25 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041206 |
640.90 |
642.50 |
636.10 |
637.00 |
-3.20 |
68,256 |
165,793 |
-399 |
| Mar05 |
041206 |
644.00 |
644.00 |
638.00 |
638.60 |
-3.40 |
326 |
1,410 |
+216 |
| Jun05 |
041206 |
638.60 |
638.60 |
638.60 |
638.60 |
-3.40 |
|
|
|
| Total Volume and Open Interest |
68,582 |
167,203 |
-183 |
| Nikkei 225(CME) |
| Dec04 |
041206 |
10985 |
11025 |
10945 |
10950 |
-125 |
12,228 |
180,435 |
-526 |
| Mar05 |
041206 |
10985 |
11015 |
10945 |
10950 |
-120 |
6,303 |
5,460 |
+2,602 |
| Total Volume and Open Interest |
18,531 |
185,898 |
+2,076 |
| Nikkei 225(SGX) |
| Dec04 |
041206 |
10985 |
11025 |
10945 |
10950 |
-125 |
12,228 |
180,435 |
-526 |
| Mar05 |
041206 |
10985 |
11015 |
10945 |
10950 |
-120 |
6,303 |
5,460 |
+2,602 |
| Jun05 |
041206 |
10895 |
10895 |
10895 |
10895 |
-120 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
18,531 |
185,898 |
+2,076 |
| CAC 40(EURONEXT) |
| Dec04 |
041206 |
3769.0 |
3776.5 |
3756.5 |
3768.0 |
-16.5 |
82,063 |
490,172 |
+4,894 |
| Jan05 |
041206 |
3778.0 |
3779.0 |
3764.5 |
3775.0 |
-16.0 |
284 |
6,324 |
+89 |
| Feb05 |
041206 |
3780.0 |
3780.0 |
3780.0 |
3780.0 |
-16.5 |
|
|
|
| Total Volume and Open Interest |
82,552 |
507,306 |
+5,166 |
| Hang Seng Index(HKFE) |
| Dec04 |
041206 |
14252 |
14300 |
14185 |
14246 |
-3 |
16,719 |
128,538 |
+317 |
| Jan05 |
041206 |
14268 |
14300 |
14195 |
14247 |
unch |
143 |
377 |
+80 |
| Total Volume and Open Interest |
16,902 |
131,615 |
+433 |
| DAX(EUREX) |
| Dec04 |
041206 |
4197.5 |
4218.5 |
4187.0 |
4217.0 |
+22.0 |
86,125 |
207,297 |
-13,094 |
| Mar05 |
041206 |
4221.5 |
4240.0 |
4211.0 |
4239.5 |
+22.0 |
1,751 |
10,901 |
+162 |
| Jun05 |
041206 |
4234.0 |
4263.0 |
4234.0 |
4263.0 |
+22.0 |
525 |
1,951 |
+34 |
| Total Volume and Open Interest |
88,401 |
220,149 |
-12,898 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041206 |
4740.00 |
4746.50 |
4712.50 |
4729.00 |
-16.50 |
63,708 |
438,801 |
-12,299 |
| Mar05 |
041206 |
4742.00 |
4743.50 |
4715.00 |
4730.50 |
-16.50 |
11,411 |
58,083 |
+7,598 |
| Jun05 |
041206 |
4745.00 |
4745.00 |
4745.00 |
4745.00 |
-17.00 |
0 |
16,842 |
+0 |
| Total Volume and Open Interest |
75,119 |
517,271 |
-4,701 |
| SPI 200(SFE) |
| Dec04 |
041206 |
3950.0 |
3977.0 |
3947.0 |
3959.0 |
-2.0 |
10,926 |
180,915 |
-1,576 |
| Mar05 |
041206 |
3964.0 |
3986.0 |
3960.0 |
3970.0 |
-2.0 |
121 |
8,403 |
-435 |
| Jun05 |
041206 |
3995.0 |
4001.0 |
3978.0 |
3986.0 |
unch |
3 |
2,960 |
-6 |
| Total Volume and Open Interest |
11,404 |
197,470 |
-1,699 |
| GSCI(CME) |
| Dec04 |
041206 |
312.10 |
314.00 |
310.80 |
311.30 |
+2.05 |
185 |
17,233 |
+101 |
| Jan05 |
041206 |
313.20 |
314.80 |
313.00 |
313.40 |
+2.60 |
22 |
256 |
+20 |
| Feb05 |
041206 |
311.50 |
311.50 |
311.50 |
311.50 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
207 |
17,489 |
+121 |
| RJ/CRB Index(ICE) |
| Jan05 |
041206 |
284.50 |
285.00 |
284.00 |
284.75 |
unch |
53 |
314 |
+12 |
| Feb05 |
041206 |
283.75 |
283.75 |
283.75 |
283.75 |
unch |
1 |
117 |
+0 |
| Apr05 |
041206 |
283.75 |
283.75 |
283.75 |
283.75 |
unch |
0 |
114 |
+0 |
| Total Volume and Open Interest |
54 |
648 |
+12 |
|
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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