|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 07, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041207 |
531.50 |
531.50 |
521.50 |
522.00 |
-7.75 |
34,136 |
94,176 |
-908 |
| Mar05 |
041207 |
534.50 |
534.50 |
524.00 |
525.00 |
-9.00 |
13,668 |
68,602 |
+2,682 |
| May05 |
041207 |
540.00 |
540.00 |
530.00 |
530.50 |
-9.25 |
3,250 |
34,031 |
+815 |
| Jul05 |
041207 |
550.00 |
550.00 |
537.50 |
538.25 |
-9.50 |
2,339 |
27,742 |
+52 |
| Aug05 |
041207 |
541.75 |
543.00 |
541.50 |
541.50 |
-9.25 |
172 |
2,146 |
+113 |
| Sep05 |
041207 |
543.25 |
543.25 |
543.25 |
543.25 |
-8.25 |
1 |
618 |
+0 |
| Nov05 |
041207 |
562.00 |
563.00 |
552.00 |
552.25 |
-10.50 |
1,174 |
11,734 |
+39 |
| Total Volume and Open Interest |
54,748 |
239,103 |
+2,797 |
| Soybean Meal(CBOT) |
| Dec04 |
041207 |
159.00 |
159.00 |
155.70 |
156.00 |
-2.40 |
2,186 |
3,318 |
-696 |
| Jan05 |
041207 |
159.80 |
159.90 |
155.70 |
156.10 |
-3.20 |
14,519 |
36,553 |
+581 |
| Mar05 |
041207 |
161.30 |
161.50 |
156.50 |
157.30 |
-3.30 |
5,853 |
40,190 |
+339 |
| May05 |
041207 |
163.00 |
163.30 |
159.00 |
159.20 |
-3.60 |
1,803 |
18,294 |
+205 |
| Jul05 |
041207 |
166.00 |
166.00 |
161.80 |
162.30 |
-3.40 |
1,657 |
28,417 |
+76 |
| Aug05 |
041207 |
166.50 |
166.50 |
163.50 |
163.70 |
-3.30 |
352 |
9,400 |
-200 |
| Sep05 |
041207 |
168.20 |
168.20 |
165.00 |
165.10 |
-2.90 |
74 |
5,889 |
-8 |
| Oct05 |
041207 |
170.00 |
170.00 |
166.00 |
166.00 |
-3.70 |
50 |
3,520 |
+24 |
| Total Volume and Open Interest |
27,155 |
151,771 |
+321 |
| Soybean Oil(CBOT) |
| Dec04 |
041207 |
20.22 |
20.22 |
19.90 |
19.92 |
-0.26 |
464 |
2,558 |
-340 |
| Jan05 |
041207 |
20.25 |
20.26 |
19.85 |
19.87 |
-0.31 |
13,694 |
44,598 |
-661 |
| Mar05 |
041207 |
20.38 |
20.38 |
20.00 |
20.03 |
-0.31 |
6,550 |
41,647 |
+1,762 |
| May05 |
041207 |
20.52 |
20.52 |
20.12 |
20.14 |
-0.34 |
1,744 |
19,401 |
+335 |
| Jul05 |
041207 |
20.63 |
20.63 |
20.30 |
20.30 |
-0.33 |
1,365 |
19,727 |
+450 |
| Aug05 |
041207 |
20.50 |
20.55 |
20.30 |
20.30 |
-0.28 |
99 |
6,204 |
-2 |
| Sep05 |
041207 |
20.55 |
20.55 |
20.30 |
20.30 |
-0.32 |
53 |
3,868 |
+46 |
| Oct05 |
041207 |
20.50 |
20.55 |
20.27 |
20.27 |
-0.28 |
9 |
2,802 |
+8 |
| Total Volume and Open Interest |
24,709 |
149,698 |
+1,702 |
| Canola(WCE) |
| Jan05 |
041207 |
277.2 |
277.2 |
269.8 |
270.0 |
-7.2 |
3,970 |
42,133 |
+789 |
| Mar05 |
041207 |
278.5 |
278.8 |
271.6 |
271.7 |
-7.2 |
1,716 |
14,613 |
+299 |
| May05 |
041207 |
282.0 |
282.8 |
276.0 |
276.4 |
-6.9 |
5 |
1,130 |
+0 |
| Jul05 |
041207 |
287.0 |
287.8 |
280.5 |
280.5 |
-7.0 |
74 |
1,148 |
+59 |
| Sep05 |
041207 |
294.5 |
294.5 |
294.5 |
294.5 |
-1.0 |
|
|
|
| Total Volume and Open Interest |
5,885 |
71,160 |
+1,252 |
| Corn(CBOT) |
| Dec04 |
041207 |
198.25 |
198.25 |
192.00 |
193.75 |
-4.00 |
3,779 |
10,517 |
-1,131 |
| Mar05 |
041207 |
208.75 |
208.75 |
202.00 |
203.25 |
-5.75 |
37,796 |
345,641 |
+892 |
| May05 |
041207 |
216.00 |
216.25 |
210.25 |
210.75 |
-5.75 |
3,662 |
76,729 |
+601 |
| Jul05 |
041207 |
223.50 |
223.75 |
218.00 |
218.50 |
-5.25 |
2,711 |
71,179 |
-86 |
| Sep05 |
041207 |
230.25 |
230.25 |
226.25 |
226.50 |
-4.75 |
751 |
19,930 |
-27 |
| Dec05 |
041207 |
238.75 |
239.00 |
235.00 |
236.00 |
-3.25 |
2,202 |
48,678 |
+795 |
| Total Volume and Open Interest |
51,323 |
576,626 |
+1,236 |
| Wheat(CBOT) |
| Dec04 |
041207 |
292.50 |
292.50 |
285.75 |
287.00 |
-6.00 |
422 |
1,146 |
-429 |
| Mar05 |
041207 |
304.00 |
304.00 |
298.00 |
299.00 |
-6.50 |
14,270 |
138,644 |
+608 |
| May05 |
041207 |
310.50 |
310.50 |
305.00 |
306.00 |
-6.00 |
525 |
14,128 |
-45 |
| Jul05 |
041207 |
317.50 |
317.50 |
312.00 |
312.25 |
-6.25 |
810 |
13,439 |
-70 |
| Sep05 |
041207 |
323.00 |
323.00 |
319.00 |
319.00 |
-7.00 |
45 |
553 |
+21 |
| Total Volume and Open Interest |
16,336 |
176,029 |
+291 |
| Wheat(KCBT) |
| Dec04 |
041207 |
348.00 |
349.00 |
344.00 |
344.50 |
-5.50 |
95 |
1,073 |
-67 |
| Mar05 |
041207 |
334.75 |
334.75 |
329.50 |
331.00 |
-3.75 |
6,232 |
51,142 |
+548 |
| May05 |
041207 |
330.50 |
330.50 |
325.00 |
326.25 |
-5.25 |
548 |
6,370 |
+101 |
| Jul05 |
041207 |
324.50 |
324.50 |
320.50 |
321.00 |
-3.00 |
1,368 |
8,955 |
+108 |
| Sep05 |
041207 |
327.50 |
327.50 |
327.50 |
327.50 |
-0.50 |
16 |
2,053 |
-39 |
| Total Volume and Open Interest |
8,698 |
70,700 |
+874 |
| Wheat(MGE) |
| Dec04 |
041207 |
336.00 |
336.00 |
335.00 |
335.00 |
-9.50 |
189 |
192 |
-235 |
| Mar05 |
041207 |
353.00 |
353.00 |
344.50 |
347.25 |
-6.75 |
3,691 |
21,939 |
-62 |
| May05 |
041207 |
357.00 |
357.00 |
350.50 |
351.50 |
-6.00 |
404 |
6,277 |
+181 |
| Jul05 |
041207 |
354.00 |
354.00 |
351.00 |
351.50 |
-5.75 |
239 |
3,039 |
+122 |
| Sep05 |
041207 |
353.50 |
353.50 |
348.00 |
348.50 |
-5.00 |
31 |
1,187 |
-1 |
| Total Volume and Open Interest |
4,569 |
32,943 |
+5 |
| Oats(CBOT) |
| Dec04 |
041207 |
165.50 |
168.75 |
163.25 |
165.00 |
-3.00 |
50 |
128 |
-45 |
| Mar05 |
041207 |
158.00 |
158.00 |
154.25 |
155.25 |
-3.00 |
506 |
5,800 |
-33 |
| May05 |
041207 |
156.25 |
157.75 |
156.00 |
156.00 |
-3.50 |
39 |
423 |
+12 |
| Jul05 |
041207 |
158.00 |
158.00 |
158.00 |
158.00 |
-3.75 |
3 |
78 |
+0 |
| Total Volume and Open Interest |
595 |
6,435 |
-66 |
| Rough Rice(CBOT) |
| Jan05 |
041207 |
7.56 |
7.58 |
7.30 |
7.37 |
-0.18 |
291 |
2,788 |
-9 |
| Mar05 |
041207 |
7.76 |
7.76 |
7.50 |
7.56 |
-0.20 |
87 |
1,380 |
+14 |
| May05 |
041207 |
7.96 |
7.96 |
7.72 |
7.77 |
-0.19 |
14 |
258 |
+0 |
| Jul05 |
041207 |
7.97 |
7.97 |
7.97 |
7.97 |
-0.19 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
378 |
4,482 |
+5 |
| Live Cattle(CME) |
| Dec04 |
041207 |
87.250 |
87.250 |
86.100 |
86.400 |
-1.075 |
5,106 |
10,952 |
-609 |
| Feb05 |
041207 |
87.900 |
87.900 |
86.750 |
87.250 |
-0.650 |
7,461 |
67,168 |
+261 |
| Apr05 |
041207 |
84.500 |
84.500 |
83.700 |
83.850 |
-0.650 |
1,781 |
16,557 |
+352 |
| Jun05 |
041207 |
80.000 |
80.000 |
79.500 |
79.650 |
-0.375 |
844 |
9,450 |
-8 |
| Aug05 |
041207 |
79.200 |
79.350 |
79.000 |
79.025 |
-0.500 |
242 |
6,595 |
+38 |
| Oct05 |
041207 |
80.400 |
80.450 |
80.200 |
80.300 |
-0.150 |
197 |
4,168 |
+41 |
| Total Volume and Open Interest |
15,744 |
117,189 |
+183 |
| Feeder Cattle(CME) |
| Jan05 |
041207 |
101.600 |
101.650 |
100.850 |
101.025 |
-0.375 |
1,479 |
7,788 |
-364 |
| Mar05 |
041207 |
97.850 |
97.900 |
97.250 |
97.800 |
-0.025 |
672 |
3,667 |
+172 |
| Apr05 |
041207 |
96.150 |
96.150 |
95.800 |
96.100 |
+0.050 |
205 |
1,856 |
-32 |
| May05 |
041207 |
96.000 |
96.000 |
95.650 |
95.850 |
-0.150 |
174 |
1,946 |
+25 |
| Aug05 |
041207 |
98.300 |
98.300 |
97.750 |
98.100 |
-0.200 |
48 |
532 |
+30 |
| Sep05 |
041207 |
97.800 |
97.800 |
97.800 |
97.800 |
unch |
10 |
14 |
+10 |
| Oct05 |
041207 |
97.600 |
97.600 |
97.600 |
97.600 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,590 |
15,808 |
-157 |
| Lean Hogs(CME) |
| Dec04 |
041207 |
76.450 |
77.000 |
75.750 |
75.950 |
-0.550 |
4,844 |
11,716 |
-892 |
| Feb05 |
041207 |
73.250 |
73.950 |
72.250 |
72.375 |
-0.950 |
7,499 |
61,349 |
-915 |
| Apr05 |
041207 |
70.450 |
70.950 |
69.875 |
70.425 |
-0.250 |
1,668 |
15,438 |
+102 |
| May05 |
041207 |
69.500 |
70.000 |
69.300 |
69.900 |
+0.100 |
191 |
2,411 |
+43 |
| Jun05 |
041207 |
71.900 |
72.300 |
71.300 |
71.725 |
-0.250 |
623 |
8,305 |
+151 |
| Jul05 |
041207 |
68.500 |
68.700 |
67.700 |
68.700 |
+0.100 |
155 |
2,119 |
+118 |
| Aug05 |
041207 |
65.300 |
65.500 |
64.700 |
65.200 |
-0.100 |
340 |
1,753 |
+134 |
| Oct05 |
041207 |
57.150 |
57.450 |
57.100 |
57.450 |
+0.200 |
72 |
639 |
+24 |
| Total Volume and Open Interest |
15,510 |
104,018 |
-1,162 |
| Pork Bellies(CME) |
| Feb05 |
041207 |
95.500 |
97.900 |
95.500 |
97.500 |
+0.650 |
540 |
1,717 |
+9 |
| Mar05 |
041207 |
96.500 |
97.350 |
96.050 |
96.800 |
-0.225 |
14 |
54 |
+12 |
| May05 |
041207 |
98.200 |
98.200 |
97.900 |
97.900 |
-0.350 |
34 |
66 |
+34 |
| Jul05 |
041207 |
100.250 |
100.250 |
99.950 |
100.200 |
-0.600 |
0 |
15 |
+0 |
| Aug05 |
041207 |
101.200 |
101.200 |
98.600 |
98.750 |
-2.550 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
588 |
1,853 |
+55 |
| Class III Milk(CME) |
| Dec04 |
041207 |
16.60 |
16.69 |
16.50 |
16.50 |
-0.45 |
231 |
4,462 |
+25 |
| Jan05 |
041207 |
14.30 |
14.30 |
13.80 |
14.06 |
-0.38 |
561 |
3,285 |
+56 |
| Feb05 |
041207 |
13.40 |
13.40 |
13.03 |
13.17 |
-0.43 |
126 |
2,587 |
+40 |
| Mar05 |
041207 |
12.70 |
12.77 |
12.60 |
12.71 |
unch |
103 |
2,595 |
+32 |
| Apr05 |
041207 |
12.65 |
12.75 |
12.65 |
12.72 |
-0.13 |
61 |
1,594 |
+6 |
| Total Volume and Open Interest |
1,337 |
21,884 |
+215 |
| Cocoa(ICE) |
| Dec04 |
041207 |
1754 |
1754 |
1725 |
1737 |
-17 |
133 |
22 |
-135 |
| Mar05 |
041207 |
1705 |
1709 |
1685 |
1687 |
-27 |
5,552 |
50,290 |
-143 |
| May05 |
041207 |
1704 |
1708 |
1687 |
1688 |
-26 |
736 |
13,057 |
+208 |
| Jul05 |
041207 |
1710 |
1715 |
1695 |
1695 |
-23 |
241 |
11,319 |
+109 |
| Sep05 |
041207 |
1716 |
1716 |
1697 |
1697 |
-26 |
410 |
10,453 |
+313 |
| Dec05 |
041207 |
1714 |
1718 |
1699 |
1699 |
-24 |
683 |
9,211 |
+397 |
| Mar06 |
041207 |
1699 |
1699 |
1699 |
1699 |
-24 |
342 |
11,830 |
+240 |
| Total Volume and Open Interest |
8,097 |
119,228 |
+989 |
| Coffee "C"(ICE) |
| Dec04 |
041207 |
94.50 |
94.60 |
93.50 |
94.60 |
+0.10 |
209 |
493 |
-163 |
| Mar05 |
041207 |
97.50 |
97.50 |
96.10 |
97.40 |
-0.25 |
7,779 |
85,309 |
+747 |
| May05 |
041207 |
99.25 |
99.55 |
98.25 |
99.50 |
-0.25 |
1,217 |
10,878 |
+546 |
| Jul05 |
041207 |
100.80 |
101.25 |
99.80 |
101.25 |
-0.25 |
44 |
3,727 |
-16 |
| Sep05 |
041207 |
102.75 |
102.95 |
101.60 |
102.95 |
-0.25 |
139 |
3,121 |
+17 |
| Dec05 |
041207 |
105.20 |
105.70 |
104.25 |
105.70 |
-0.25 |
44 |
955 |
+11 |
| Total Volume and Open Interest |
9,434 |
105,052 |
+1,143 |
| Orange Juice(ICE) |
| Jan05 |
041207 |
79.30 |
79.45 |
78.05 |
79.35 |
+0.15 |
1,750 |
13,769 |
-120 |
| Mar05 |
041207 |
81.10 |
81.45 |
80.30 |
81.35 |
+0.25 |
1,179 |
13,672 |
+826 |
| May05 |
041207 |
83.20 |
83.50 |
83.20 |
83.50 |
+0.30 |
777 |
7,823 |
+391 |
| Jul05 |
041207 |
84.30 |
84.70 |
84.00 |
84.70 |
+0.20 |
49 |
671 |
+22 |
| Sep05 |
041207 |
85.70 |
85.70 |
85.70 |
85.70 |
-0.30 |
20 |
94 |
+0 |
| Nov05 |
041207 |
86.70 |
86.70 |
86.70 |
86.70 |
-0.25 |
15 |
525 |
+0 |
| Total Volume and Open Interest |
3,792 |
36,601 |
+1,119 |
| Sugar #11(ICE) |
| Mar05 |
041207 |
8.87 |
8.89 |
8.69 |
8.70 |
-0.16 |
10,063 |
224,496 |
+1,559 |
| May05 |
041207 |
9.03 |
9.05 |
8.90 |
8.90 |
-0.13 |
3,561 |
44,405 |
+71 |
| Jul05 |
041207 |
8.89 |
8.90 |
8.77 |
8.78 |
-0.10 |
321 |
25,617 |
+35 |
| Oct05 |
041207 |
8.88 |
8.90 |
8.78 |
8.79 |
-0.10 |
1,130 |
22,818 |
+308 |
| Mar06 |
041207 |
8.85 |
8.86 |
8.81 |
8.81 |
-0.07 |
33 |
9,646 |
-7 |
| Total Volume and Open Interest |
15,165 |
331,997 |
+1,971 |
| Sugar #14(ICE) |
| Jan05 |
041207 |
20.20 |
20.32 |
20.20 |
20.32 |
+0.14 |
508 |
539 |
-355 |
| Mar05 |
041207 |
20.27 |
20.32 |
20.27 |
20.32 |
+0.03 |
189 |
4,130 |
+172 |
| May05 |
041207 |
20.47 |
20.48 |
20.47 |
20.48 |
unch |
21 |
2,154 |
+14 |
| Jul05 |
041207 |
20.77 |
20.77 |
20.77 |
20.77 |
-0.01 |
0 |
1,655 |
+0 |
| Sep05 |
041207 |
20.82 |
20.83 |
20.82 |
20.83 |
+0.01 |
14 |
2,418 |
+9 |
| Total Volume and Open Interest |
736 |
11,607 |
-157 |
| London Cocoa(LCE) |
| Dec04 |
041207 |
889 |
892 |
878 |
880 |
-12 |
3,404 |
21,077 |
-1,070 |
| Mar05 |
041207 |
913 |
913 |
897 |
899 |
-13 |
4,078 |
65,111 |
+686 |
| May05 |
041207 |
921 |
922 |
907 |
909 |
-12 |
906 |
21,225 |
-307 |
| Jul05 |
041207 |
939 |
939 |
926 |
928 |
-11 |
245 |
20,627 |
-64 |
| Sep05 |
041207 |
953 |
957 |
942 |
944 |
-12 |
934 |
41,552 |
+409 |
| Dec05 |
041207 |
933 |
934 |
924 |
926 |
-12 |
390 |
35,114 |
+300 |
| Mar06 |
041207 |
931 |
931 |
931 |
931 |
-11 |
10 |
5,870 |
+10 |
| Total Volume and Open Interest |
9,967 |
211,199 |
-36 |
| London Coffee(LCE) |
| Jan05 |
041207 |
752.00 |
752.00 |
732.00 |
737.00 |
-11.00 |
4,657 |
42,719 |
-2,187 |
| Mar05 |
041207 |
771.00 |
771.00 |
755.00 |
760.00 |
-11.00 |
3,862 |
52,832 |
-784 |
| May05 |
041207 |
786.00 |
790.00 |
776.00 |
781.00 |
-10.00 |
1,209 |
37,141 |
+918 |
| Jul05 |
041207 |
795.00 |
807.00 |
795.00 |
800.00 |
-10.00 |
90 |
9,870 |
+24 |
| Sep05 |
041207 |
820.00 |
820.00 |
817.00 |
817.00 |
-9.00 |
51 |
5,983 |
+16 |
| Nov05 |
041207 |
832.00 |
832.00 |
832.00 |
832.00 |
-11.00 |
14 |
1,997 |
+1 |
| Total Volume and Open Interest |
9,883 |
151,452 |
-2,012 |
| London Sugar(LCE) |
| Mar05 |
041207 |
257.00 |
258.00 |
253.60 |
254.50 |
-2.20 |
1,266 |
24,280 |
-211 |
| May05 |
041207 |
265.00 |
266.00 |
262.60 |
262.70 |
-1.90 |
122 |
11,355 |
+51 |
| Aug05 |
041207 |
264.50 |
264.90 |
262.20 |
262.50 |
-1.50 |
200 |
5,591 |
+117 |
| Oct05 |
041207 |
263.50 |
263.50 |
261.10 |
261.10 |
-1.90 |
51 |
3,445 |
+51 |
| Dec05 |
041207 |
261.00 |
261.00 |
261.00 |
261.00 |
-1.60 |
0 |
1,744 |
+0 |
| Total Volume and Open Interest |
1,639 |
47,964 |
+8 |
| Cotton(ICE) |
| Dec04 |
041207 |
45.50 |
46.00 |
45.50 |
45.97 |
+0.17 |
46 |
565 |
-33 |
| Mar05 |
041207 |
42.51 |
43.20 |
42.45 |
43.19 |
+0.66 |
8,320 |
57,577 |
+904 |
| May05 |
041207 |
43.45 |
43.80 |
43.20 |
43.74 |
+0.54 |
959 |
9,474 |
+105 |
| Jul05 |
041207 |
44.25 |
44.50 |
44.10 |
44.50 |
+0.50 |
448 |
10,311 |
+0 |
| Oct05 |
041207 |
46.15 |
46.15 |
46.15 |
46.15 |
+0.35 |
24 |
272 |
+0 |
| Dec05 |
041207 |
46.95 |
47.15 |
46.80 |
47.15 |
+0.35 |
516 |
6,174 |
+226 |
| Total Volume and Open Interest |
10,295 |
85,671 |
+1,203 |
| Lumber(CME) |
| Jan05 |
041207 |
339.5 |
339.5 |
328.4 |
331.0 |
-7.4 |
398 |
2,502 |
-65 |
| Mar05 |
041207 |
345.1 |
346.5 |
339.5 |
342.4 |
-2.2 |
226 |
667 |
-3 |
| May05 |
041207 |
347.6 |
350.9 |
347.6 |
349.6 |
+0.8 |
38 |
177 |
+2 |
| Jul05 |
041207 |
352.4 |
352.4 |
349.9 |
352.0 |
unch |
2 |
53 |
-1 |
| Total Volume and Open Interest |
664 |
3,399 |
-67 |
| Crude Oil(NYM) |
| Jan05 |
041207 |
42.60 |
42.65 |
41.38 |
41.46 |
-1.52 |
82,611 |
178,799 |
-4,615 |
| Feb05 |
041207 |
42.80 |
42.89 |
41.70 |
41.81 |
-1.43 |
44,566 |
86,061 |
+7,353 |
| Mar05 |
041207 |
42.90 |
42.90 |
41.75 |
41.95 |
-1.34 |
15,113 |
60,943 |
+4,086 |
| Apr05 |
041207 |
42.60 |
42.75 |
41.75 |
41.87 |
-1.30 |
6,353 |
35,459 |
+586 |
| May05 |
041207 |
42.60 |
42.60 |
41.65 |
41.72 |
-1.26 |
4,328 |
19,382 |
+159 |
| Jun05 |
041207 |
42.35 |
42.50 |
41.40 |
41.56 |
-1.22 |
8,594 |
33,220 |
-1,881 |
| Jul05 |
041207 |
42.30 |
42.30 |
41.38 |
41.38 |
-1.19 |
1,295 |
16,275 |
-3 |
| Aug05 |
041207 |
42.20 |
42.20 |
41.21 |
41.21 |
-1.17 |
893 |
10,693 |
+158 |
| Sep05 |
041207 |
42.00 |
42.00 |
41.05 |
41.05 |
-1.15 |
1,268 |
11,999 |
-76 |
| Oct05 |
041207 |
41.85 |
41.85 |
40.89 |
40.89 |
-1.13 |
377 |
6,922 |
+25 |
| Nov05 |
041207 |
40.74 |
40.74 |
40.74 |
40.74 |
-1.10 |
110 |
13,427 |
+135 |
| Dec05 |
041207 |
41.40 |
41.40 |
40.60 |
40.60 |
-1.07 |
6,596 |
53,365 |
+679 |
| Jan06 |
041207 |
40.38 |
40.38 |
40.38 |
40.38 |
-1.03 |
375 |
7,891 |
-47 |
| Feb06 |
041207 |
40.19 |
40.19 |
40.19 |
40.19 |
-0.99 |
279 |
4,672 |
+71 |
| Mar06 |
041207 |
40.70 |
40.70 |
40.03 |
40.03 |
-0.95 |
224 |
8,454 |
-130 |
| Apr06 |
041207 |
39.90 |
39.90 |
39.90 |
39.90 |
-0.91 |
17 |
4,740 |
+17 |
| Total Volume and Open Interest |
180,073 |
691,919 |
+7,735 |
| Heating Oil(NYM) |
| Jan05 |
041207 |
124.20 |
124.70 |
121.80 |
122.36 |
-2.61 |
29,501 |
64,772 |
-3,962 |
| Feb05 |
041207 |
124.70 |
124.80 |
122.50 |
123.07 |
-2.51 |
16,013 |
32,418 |
+2,766 |
| Mar05 |
041207 |
121.30 |
122.00 |
120.40 |
120.57 |
-2.01 |
4,111 |
19,733 |
-335 |
| Apr05 |
041207 |
116.40 |
117.10 |
115.60 |
115.67 |
-1.91 |
2,325 |
7,280 |
-100 |
| May05 |
041207 |
113.50 |
113.90 |
111.50 |
112.47 |
-1.81 |
663 |
5,810 |
+145 |
| Jun05 |
041207 |
112.20 |
112.20 |
110.30 |
110.72 |
-1.76 |
738 |
8,316 |
+236 |
| Jul05 |
041207 |
111.50 |
111.50 |
110.47 |
110.47 |
-1.66 |
319 |
5,333 |
+43 |
| Aug05 |
041207 |
111.70 |
111.90 |
110.57 |
110.57 |
-1.66 |
58 |
2,165 |
-17 |
| Sep05 |
041207 |
112.10 |
112.10 |
111.00 |
111.27 |
-1.66 |
172 |
3,239 |
+46 |
| Oct05 |
041207 |
112.90 |
112.90 |
112.12 |
112.12 |
-1.61 |
35 |
446 |
+1 |
| Nov05 |
041207 |
114.50 |
114.50 |
112.97 |
112.97 |
-1.56 |
26 |
808 |
+19 |
| Dec05 |
041207 |
115.00 |
115.00 |
113.82 |
113.82 |
-1.51 |
209 |
7,726 |
+124 |
| Total Volume and Open Interest |
54,205 |
160,966 |
-1,009 |
| Gasoline(NYMEX) |
| Jan05 |
041207 |
111.80 |
111.80 |
108.50 |
108.67 |
-4.29 |
25,964 |
54,754 |
-200 |
| Feb05 |
041207 |
114.00 |
114.30 |
111.10 |
111.52 |
-3.99 |
12,674 |
22,522 |
+3,761 |
| Mar05 |
041207 |
115.50 |
115.80 |
113.32 |
113.32 |
-3.78 |
3,133 |
10,140 |
+687 |
| Apr05 |
041207 |
123.50 |
123.50 |
120.67 |
120.67 |
-3.68 |
1,215 |
18,853 |
+242 |
| May05 |
041207 |
122.50 |
122.50 |
121.00 |
121.20 |
-3.60 |
967 |
13,763 |
+45 |
| Jun05 |
041207 |
122.00 |
122.00 |
121.00 |
121.00 |
-3.50 |
623 |
7,641 |
-97 |
| Jul05 |
041207 |
121.40 |
121.40 |
119.75 |
119.75 |
-3.40 |
122 |
3,845 |
-28 |
| Aug05 |
041207 |
117.60 |
117.60 |
117.60 |
117.60 |
-3.35 |
551 |
3,150 |
+452 |
| Sep05 |
041207 |
114.90 |
114.90 |
114.90 |
114.90 |
-3.25 |
230 |
6,219 |
+89 |
| Oct05 |
041207 |
111.25 |
111.25 |
111.25 |
111.25 |
-3.15 |
5 |
2,649 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041207 |
6.900 |
6.910 |
6.580 |
6.621 |
-0.302 |
23,903 |
57,797 |
-99 |
| Feb05 |
041207 |
7.025 |
7.030 |
6.730 |
6.761 |
-0.282 |
12,491 |
37,574 |
+4,469 |
| Mar05 |
041207 |
6.910 |
6.910 |
6.650 |
6.691 |
-0.217 |
3,892 |
32,353 |
+896 |
| Apr05 |
041207 |
6.380 |
6.390 |
6.250 |
6.281 |
-0.079 |
1,810 |
21,174 |
-227 |
| May05 |
041207 |
6.280 |
6.280 |
6.200 |
6.203 |
-0.069 |
1,590 |
20,028 |
+352 |
| Jun05 |
041207 |
6.315 |
6.325 |
6.243 |
6.243 |
-0.069 |
513 |
12,685 |
+302 |
| Jul05 |
041207 |
6.350 |
6.360 |
6.284 |
6.284 |
-0.073 |
783 |
15,410 |
+205 |
| Aug05 |
041207 |
6.370 |
6.370 |
6.304 |
6.304 |
-0.073 |
588 |
11,815 |
+79 |
| Sep05 |
041207 |
6.355 |
6.360 |
6.284 |
6.284 |
-0.073 |
538 |
12,055 |
+148 |
| Oct05 |
041207 |
6.360 |
6.380 |
6.308 |
6.308 |
-0.073 |
1,766 |
22,807 |
+118 |
| Nov05 |
041207 |
6.660 |
6.670 |
6.603 |
6.603 |
-0.063 |
356 |
10,564 |
+98 |
| Dec05 |
041207 |
6.941 |
6.960 |
6.890 |
6.893 |
-0.058 |
308 |
14,352 |
+21 |
| Jan06 |
041207 |
7.180 |
7.180 |
7.100 |
7.103 |
-0.058 |
428 |
13,650 |
+6 |
| Feb06 |
041207 |
7.170 |
7.170 |
7.096 |
7.096 |
-0.060 |
275 |
8,577 |
-38 |
| Mar06 |
041207 |
6.970 |
6.970 |
6.888 |
6.888 |
-0.063 |
77 |
10,035 |
+70 |
| Apr06 |
041207 |
6.150 |
6.150 |
6.080 |
6.080 |
-0.071 |
381 |
8,991 |
+189 |
| Total Volume and Open Interest |
50,028 |
380,253 |
+6,793 |
| Brent Crude Oil(ICE) |
| Jan05 |
041207 |
39.28 |
39.35 |
38.05 |
38.27 |
-1.38 |
27,290 |
50,582 |
-981 |
| Feb05 |
041207 |
39.78 |
39.80 |
38.60 |
38.64 |
-1.46 |
24,308 |
78,388 |
-314 |
| Mar05 |
041207 |
40.00 |
40.02 |
38.85 |
38.96 |
-1.31 |
7,463 |
28,467 |
+1,558 |
| Apr05 |
041207 |
39.79 |
39.81 |
38.83 |
38.94 |
-1.25 |
2,045 |
18,812 |
-65 |
| May05 |
041207 |
39.77 |
39.77 |
38.86 |
38.87 |
-1.21 |
814 |
9,303 |
+500 |
| Jun05 |
041207 |
39.78 |
39.78 |
38.69 |
38.80 |
-1.18 |
2,687 |
16,092 |
+133 |
| Jul05 |
041207 |
39.66 |
39.66 |
38.71 |
38.71 |
-1.13 |
0 |
5,751 |
+0 |
| Aug05 |
041207 |
38.59 |
38.59 |
38.59 |
38.59 |
-1.11 |
0 |
3,492 |
+0 |
| Sep05 |
041207 |
38.47 |
38.47 |
38.47 |
38.47 |
-1.10 |
100 |
6,627 |
+100 |
| Oct05 |
041207 |
38.35 |
38.35 |
38.35 |
38.35 |
-1.09 |
0 |
2,250 |
+0 |
| Nov05 |
041207 |
38.23 |
38.23 |
38.23 |
38.23 |
-1.08 |
0 |
3,522 |
+0 |
| Dec05 |
041207 |
39.00 |
39.00 |
38.10 |
38.12 |
-1.06 |
2,430 |
35,308 |
-1,504 |
| Total Volume and Open Interest |
68,237 |
314,589 |
+127 |
| Gas Oil(ICE) |
| Dec04 |
041207 |
378.75 |
378.75 |
367.00 |
369.25 |
-8.75 |
11,166 |
22,525 |
-2,270 |
| Jan05 |
041207 |
379.50 |
379.50 |
365.00 |
368.75 |
-6.25 |
16,632 |
46,156 |
+2,358 |
| Feb05 |
041207 |
373.50 |
373.50 |
361.75 |
366.25 |
-5.25 |
6,581 |
20,136 |
+1,842 |
| Mar05 |
041207 |
365.50 |
365.50 |
359.75 |
360.25 |
-5.75 |
804 |
8,409 |
+732 |
| Apr05 |
041207 |
356.50 |
356.50 |
352.00 |
353.75 |
-5.50 |
849 |
7,891 |
+25 |
| May05 |
041207 |
351.50 |
351.50 |
349.75 |
349.75 |
-5.50 |
905 |
3,849 |
+0 |
| Jun05 |
041207 |
350.00 |
351.00 |
347.00 |
348.50 |
-4.75 |
2,221 |
14,721 |
+353 |
| Jul05 |
041207 |
348.25 |
348.25 |
348.25 |
348.25 |
-4.50 |
0 |
1,224 |
+0 |
| Aug05 |
041207 |
348.00 |
348.00 |
348.00 |
348.00 |
-4.25 |
0 |
1,536 |
+0 |
| Sep05 |
041207 |
350.00 |
350.00 |
346.25 |
347.50 |
-4.25 |
300 |
5,214 |
+0 |
| Total Volume and Open Interest |
43,105 |
156,947 |
+3,290 |
| US Dollar Index(ICE) |
| Dec04 |
041207 |
81.400 |
81.400 |
80.950 |
81.260 |
-0.060 |
9,889 |
16,294 |
-8,010 |
| Mar05 |
041207 |
81.500 |
81.520 |
81.050 |
81.370 |
-0.060 |
12,164 |
10,862 |
+5,602 |
| Jun05 |
041207 |
81.380 |
81.430 |
81.380 |
81.430 |
-0.060 |
2,003 |
2,022 |
+1,976 |
| Total Volume and Open Interest |
24,057 |
29,206 |
-431 |
| Australian Dollar(CME) |
| Dec04 |
041207 |
77.73 |
77.85 |
77.30 |
77.43 |
+0.07 |
14,943 |
59,713 |
-12,161 |
| Mar05 |
041207 |
77.19 |
77.28 |
76.84 |
76.88 |
+0.07 |
13,308 |
25,191 |
+18,886 |
| Jun05 |
041207 |
76.43 |
76.43 |
76.43 |
76.43 |
+0.07 |
6 |
335 |
+0 |
| Total Volume and Open Interest |
28,526 |
85,651 |
+6,850 |
| British Pound(CME) |
| Dec04 |
041207 |
194.82 |
194.87 |
194.10 |
194.53 |
+0.49 |
8,825 |
67,260 |
-9,230 |
| Mar05 |
041207 |
193.70 |
193.75 |
192.94 |
193.43 |
+0.49 |
8,228 |
26,517 |
+17,581 |
| Jun05 |
041207 |
192.70 |
192.70 |
192.43 |
192.43 |
+0.49 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
17,053 |
93,803 |
+8,352 |
| Canadian Dollar(CME) |
| Dec04 |
041207 |
83.73 |
83.73 |
82.55 |
82.82 |
-0.40 |
19,262 |
71,791 |
-15,109 |
| Mar05 |
041207 |
83.70 |
83.73 |
82.50 |
82.79 |
-0.40 |
16,598 |
30,282 |
+19,127 |
| Jun05 |
041207 |
83.65 |
83.65 |
82.60 |
82.83 |
-0.39 |
152 |
2,152 |
+69 |
| Sep05 |
041207 |
83.00 |
83.00 |
82.80 |
82.91 |
-0.38 |
10 |
737 |
+45 |
| Total Volume and Open Interest |
36,067 |
105,399 |
+4,178 |
| Japanese Yen(CME) |
| Dec04 |
041207 |
97.40 |
97.55 |
97.17 |
97.22 |
+0.23 |
49,825 |
164,808 |
-17,352 |
| Mar05 |
041207 |
98.01 |
98.20 |
97.75 |
97.83 |
+0.23 |
37,458 |
59,831 |
+43,932 |
| Jun05 |
041207 |
98.60 |
98.60 |
98.51 |
98.51 |
+0.23 |
19,956 |
20,031 |
+19,922 |
| Total Volume and Open Interest |
107,240 |
244,767 |
+46,503 |
| Swiss Franc(CME) |
| Dec04 |
041207 |
88.04 |
88.15 |
87.63 |
87.71 |
-0.05 |
17,505 |
59,566 |
-7,631 |
| Mar05 |
041207 |
88.45 |
88.52 |
87.99 |
88.09 |
-0.05 |
17,833 |
34,308 |
+24,040 |
| Jun05 |
041207 |
88.48 |
88.48 |
88.48 |
88.48 |
-0.05 |
1,079 |
71 |
+0 |
| Total Volume and Open Interest |
35,338 |
94,011 |
+16,409 |
| EuroFX(CME) |
| Dec04 |
041207 |
134.62 |
134.68 |
134.15 |
134.29 |
+0.09 |
34,082 |
196,099 |
-5,208 |
| Mar05 |
041207 |
134.74 |
134.78 |
134.25 |
134.39 |
+0.09 |
25,197 |
48,279 |
+30,062 |
| Jun05 |
041207 |
134.67 |
134.67 |
134.56 |
134.58 |
+0.09 |
29 |
548 |
+13 |
| Total Volume and Open Interest |
59,592 |
245,465 |
+25,101 |
| Mexican Peso(CME) |
| Dec04 |
041207 |
897.5 |
897.5 |
890.5 |
892.2 |
-5.0 |
30,426 |
58,271 |
-14,852 |
| Jan05 |
041207 |
886.5 |
891.5 |
886.5 |
886.5 |
-5.0 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
63,542 |
109,591 |
+10,431 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041207 |
112~210 |
112~250 |
112~080 |
112~210 |
+0~060 |
60,358 |
162,249 |
-29,012 |
| Mar05 |
041207 |
111~220 |
111~250 |
111~080 |
111~220 |
+0~060 |
225,078 |
480,403 |
+13,850 |
| Jun05 |
041207 |
110~150 |
110~260 |
110~150 |
110~260 |
+0~060 |
151 |
4,948 |
-253 |
| Total Volume and Open Interest |
285,612 |
647,702 |
-15,415 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041207 |
112~105 |
112~120 |
112~035 |
112~090 |
unch |
137,673 |
256,083 |
-62,799 |
| Mar05 |
041207 |
111~245 |
111~245 |
111~150 |
111~215 |
unch |
603,424 |
1,402,838 |
-27,157 |
| Jun05 |
041207 |
110~245 |
110~245 |
110~205 |
110~240 |
-0~005 |
67 |
9,274 |
+2 |
| Total Volume and Open Interest |
741,165 |
1,668,196 |
-89,953 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041207 |
110~044 |
110~048 |
110~038 |
110~048 |
unch |
37,965 |
372,540 |
-38,172 |
| Mar05 |
041207 |
109~056 |
109~062 |
109~040 |
109~058 |
unch |
274,075 |
1,150,696 |
+51,745 |
| Jun05 |
041207 |
108~120 |
108~124 |
108~120 |
108~124 |
unch |
2 |
5,596 |
+130 |
| Total Volume and Open Interest |
312,042 |
5,596 |
+130 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041207 |
105~036 |
105~038 |
105~032 |
105~037 |
-0~006 |
13,260 |
55,743 |
-13,753 |
| Mar05 |
041207 |
104~117 |
104~120 |
104~112 |
104~117 |
-0~006 |
13,830 |
199,639 |
+14,887 |
| Total Volume and Open Interest |
27,090 |
255,382 |
+1,134 |
| Eurodollars(CME) |
| Dec04 |
041207 |
97.535 |
97.537 |
97.530 |
97.535 |
unch |
17,086 |
932,312 |
+11,534 |
| Mar05 |
041207 |
97.170 |
97.175 |
97.150 |
97.170 |
-0.005 |
28,073 |
1,003,830 |
-12,219 |
| Jun05 |
041207 |
96.935 |
96.940 |
96.910 |
96.935 |
unch |
27,909 |
1,053,763 |
+34,178 |
| Sep05 |
041207 |
96.730 |
96.745 |
96.705 |
96.740 |
unch |
23,307 |
830,076 |
-7,136 |
| Dec05 |
041207 |
96.555 |
96.565 |
96.525 |
96.560 |
-0.005 |
29,286 |
708,400 |
+32,739 |
| Mar06 |
041207 |
96.415 |
96.435 |
96.390 |
96.430 |
-0.005 |
25,573 |
517,953 |
+12,050 |
| Jun06 |
041207 |
96.295 |
96.310 |
96.270 |
96.310 |
unch |
13,977 |
367,184 |
+5,455 |
| Sep06 |
041207 |
96.175 |
96.195 |
96.160 |
96.195 |
-0.005 |
14,661 |
277,420 |
+1,716 |
| Dec06 |
041207 |
96.065 |
96.080 |
96.040 |
96.080 |
+0.010 |
8,911 |
225,796 |
+1,049 |
| Mar07 |
041207 |
95.970 |
95.985 |
95.940 |
95.985 |
+0.015 |
7,204 |
180,906 |
-1,052 |
| Jun07 |
041207 |
95.855 |
95.885 |
95.850 |
95.885 |
+0.020 |
6,952 |
153,326 |
+321 |
| Sep07 |
041207 |
95.745 |
95.780 |
95.735 |
95.780 |
+0.025 |
6,935 |
115,530 |
-1,125 |
| Dec07 |
041207 |
95.640 |
95.680 |
95.635 |
95.675 |
+0.025 |
4,097 |
104,199 |
+393 |
| Mar08 |
041207 |
95.550 |
95.585 |
95.550 |
95.585 |
+0.030 |
3,838 |
83,369 |
-869 |
| Jun08 |
041207 |
95.445 |
95.485 |
95.445 |
95.485 |
+0.035 |
3,809 |
87,809 |
+1,017 |
| Sep08 |
041207 |
95.345 |
95.385 |
95.345 |
95.385 |
+0.035 |
4,099 |
89,440 |
+1,573 |
| Dec08 |
041207 |
95.235 |
95.280 |
95.235 |
95.280 |
+0.040 |
4,850 |
70,476 |
-232 |
| Mar09 |
041207 |
95.160 |
95.195 |
95.150 |
95.195 |
+0.040 |
4,219 |
53,080 |
+794 |
| Total Volume and Open Interest |
245,863 |
7,014,616 |
+83,873 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041207 |
97.870 |
97.870 |
97.860 |
97.860 |
unch |
73 |
150,240 |
+16 |
| Jan05 |
041207 |
97.760 |
97.760 |
97.760 |
97.760 |
unch |
470 |
128,625 |
+38 |
| Feb05 |
041207 |
97.550 |
97.550 |
97.540 |
97.550 |
+0.010 |
1,184 |
75,337 |
+2,360 |
| Mar05 |
041207 |
97.480 |
97.480 |
97.470 |
97.480 |
unch |
4,314 |
25,595 |
+929 |
| Apr05 |
041207 |
97.370 |
97.370 |
97.370 |
97.370 |
-0.010 |
3,559 |
22,168 |
+3,614 |
| May05 |
041207 |
97.220 |
97.220 |
97.220 |
97.220 |
unch |
50 |
1,568 |
+80 |
| Total Volume and Open Interest |
9,650 |
403,660 |
+7,025 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041207 |
97.865 |
97.865 |
97.855 |
97.855 |
-0.010 |
706 |
0 |
+0 |
| Jan05 |
041207 |
97.760 |
97.760 |
97.755 |
97.755 |
unch |
3,036 |
0 |
+0 |
| Feb05 |
041207 |
97.545 |
97.545 |
97.540 |
97.540 |
-0.005 |
6,811 |
0 |
+0 |
| Mar05 |
041207 |
97.480 |
97.480 |
97.465 |
97.465 |
-0.015 |
3,290 |
0 |
+0 |
| Apr05 |
041207 |
97.375 |
97.375 |
97.365 |
97.365 |
-0.015 |
3,096 |
0 |
+0 |
| May05 |
041207 |
97.215 |
97.215 |
97.200 |
97.200 |
-0.025 |
30 |
0 |
+0 |
| Total Volume and Open Interest |
16,969 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041207 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
463 |
19,257 |
-1,349 |
| Mar05 |
041207 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
20 |
54,497 |
-1,909 |
| Jun05 |
041207 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
31,791 |
-401 |
| Sep05 |
041207 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
7 |
7,795 |
-241 |
| Dec05 |
041207 |
99.81 |
99.81 |
99.80 |
99.80 |
unch |
0 |
4,992 |
-346 |
| Mar06 |
041207 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
7,270 |
+4 |
| Jun06 |
041207 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
4,304 |
-1 |
| Sep06 |
041207 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.01 |
0 |
3,099 |
+0 |
| Dec06 |
041207 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041207 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
490 |
134,467 |
-4,243 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041207 |
99.90 |
99.91 |
99.90 |
99.90 |
unch |
258 |
101,007 |
-1,000 |
| Jun05 |
041207 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
26 |
87,038 |
-212 |
| Sep05 |
041207 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
465 |
44,853 |
-31 |
| Dec05 |
041207 |
99.80 |
99.81 |
99.80 |
99.81 |
+0.01 |
1,378 |
35,684 |
-347 |
| Mar06 |
041207 |
99.71 |
99.72 |
99.71 |
99.72 |
+0.01 |
160 |
28,191 |
-217 |
| Jun06 |
041207 |
99.63 |
99.64 |
99.63 |
99.64 |
+0.01 |
878 |
13,296 |
-53 |
| Sep06 |
041207 |
99.54 |
99.55 |
99.54 |
99.54 |
+0.01 |
165 |
7,312 |
+80 |
| Dec06 |
041207 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
0 |
6,594 |
+0 |
| Total Volume and Open Interest |
4,215 |
396,664 |
-4,455 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041207 |
139.05 |
139.18 |
138.90 |
139.12 |
+0.14 |
24,372 |
36,456 |
-5,410 |
| Mar05 |
041207 |
138.10 |
138.31 |
138.08 |
138.29 |
+0.17 |
25,254 |
16,237 |
+15,064 |
| Jun05 |
041207 |
138.29 |
138.29 |
138.29 |
138.29 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
49,626 |
52,693 |
+9,654 |
| Euro-Bund(EUREX) |
| Dec04 |
041207 |
118.98 |
119.28 |
118.85 |
119.28 |
+0.29 |
1,238,774 |
438,860 |
-378,848 |
| Mar05 |
041207 |
118.35 |
118.65 |
118.21 |
118.64 |
+0.27 |
1,080,462 |
825,693 |
+319,614 |
| Jun05 |
041207 |
117.29 |
117.66 |
117.29 |
117.66 |
+0.30 |
1,969 |
258 |
+1 |
| Total Volume and Open Interest |
2,321,205 |
1,264,811 |
-59,233 |
| Euro-Bobl(EUREX) |
| Dec04 |
041207 |
113.41 |
113.54 |
113.33 |
113.52 |
+0.11 |
728,944 |
368,661 |
-149,915 |
| Mar05 |
041207 |
113.21 |
113.37 |
113.15 |
113.37 |
+0.14 |
641,891 |
544,579 |
+152,349 |
| Jun05 |
041207 |
112.52 |
112.52 |
112.52 |
112.52 |
+0.11 |
2,937 |
800 |
+0 |
| Total Volume and Open Interest |
1,373,772 |
914,040 |
+2,434 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041207 |
97.835 |
97.835 |
97.830 |
97.835 |
+0.005 |
1,128 |
8,947 |
+62 |
| Mar05 |
041207 |
97.820 |
97.835 |
97.820 |
97.830 |
+0.010 |
662 |
8,269 |
-580 |
| Jun05 |
041207 |
97.770 |
97.780 |
97.760 |
97.770 |
+0.005 |
632 |
5,783 |
+332 |
| Total Volume and Open Interest |
3,024 |
31,034 |
-102 |
| Long Gilt(LIFFE) |
| Dec04 |
041207 |
109~11 |
109~23 |
109~08 |
109~20 |
+0~06 |
7,854 |
35,762 |
-6,219 |
| Mar05 |
041207 |
110~28 |
111~09 |
110~23 |
111~05 |
+0~07 |
50,442 |
185,336 |
+2,714 |
| Total Volume and Open Interest |
58,296 |
221,098 |
-3,505 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041207 |
95.14 |
95.15 |
95.14 |
95.15 |
+0.01 |
11,731 |
214,975 |
-1,383 |
| Mar05 |
041207 |
95.16 |
95.18 |
95.15 |
95.17 |
+0.01 |
32,752 |
286,572 |
+3,948 |
| Jun05 |
041207 |
95.23 |
95.26 |
95.21 |
95.24 |
+0.02 |
43,411 |
267,256 |
+186 |
| Sep05 |
041207 |
95.25 |
95.29 |
95.24 |
95.28 |
+0.03 |
30,208 |
217,035 |
-2,892 |
| Dec05 |
041207 |
95.25 |
95.29 |
95.23 |
95.28 |
+0.03 |
26,183 |
176,325 |
-1,573 |
| Mar06 |
041207 |
95.23 |
95.28 |
95.22 |
95.26 |
+0.03 |
11,892 |
101,853 |
-1,199 |
| Total Volume and Open Interest |
170,543 |
1,482,246 |
-452 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041207 |
97.835 |
97.835 |
97.830 |
97.830 |
-0.005 |
28,947 |
641,399 |
+5,636 |
| Mar05 |
041207 |
97.830 |
97.840 |
97.820 |
97.830 |
+0.005 |
87,567 |
532,650 |
-9,357 |
| Jun05 |
041207 |
97.775 |
97.785 |
97.755 |
97.770 |
+0.005 |
95,785 |
600,330 |
+11,390 |
| Total Volume and Open Interest |
494,675 |
3,390,706 |
+17,036 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041207 |
94.60 |
94.61 |
94.60 |
94.61 |
unch |
9,581 |
70,262 |
+1,753 |
| Mar05 |
041207 |
94.73 |
94.76 |
94.71 |
94.74 |
+0.01 |
22,464 |
300,679 |
+10,386 |
| Jun05 |
041207 |
94.75 |
94.78 |
94.74 |
94.76 |
unch |
11,392 |
119,749 |
+7,715 |
| Sep05 |
041207 |
94.76 |
94.76 |
94.72 |
94.75 |
+0.01 |
2,372 |
33,783 |
+1,419 |
| Dec05 |
041207 |
94.71 |
94.72 |
94.70 |
94.72 |
+0.01 |
433 |
21,166 |
+428 |
| Mar06 |
041207 |
94.67 |
94.69 |
94.66 |
94.68 |
+0.01 |
50 |
14,650 |
+35 |
| Jun06 |
041207 |
94.63 |
94.66 |
94.62 |
94.64 |
unch |
397 |
10,564 |
+242 |
| Sep06 |
041207 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.01 |
0 |
6,576 |
-148 |
| Dec06 |
041207 |
94.56 |
94.56 |
94.56 |
94.56 |
unch |
0 |
2,659 |
+0 |
| Mar07 |
041207 |
94.53 |
94.53 |
94.53 |
94.53 |
+0.01 |
0 |
1,853 |
+0 |
| Total Volume and Open Interest |
46,689 |
585,314 |
+21,830 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041207 |
94.78 |
94.83 |
94.77 |
94.82 |
+0.04 |
31,246 |
302,591 |
+17,395 |
| Mar05 |
041207 |
94.79 |
94.81 |
94.78 |
94.81 |
+0.03 |
5,255 |
8,703 |
+3,918 |
| Total Volume and Open Interest |
36,501 |
311,294 |
+21,313 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041207 |
95.05 |
95.07 |
95.02 |
95.06 |
+0.01 |
66,958 |
500,679 |
-53,144 |
| Mar05 |
041207 |
95.05 |
95.07 |
95.04 |
95.07 |
+0.01 |
3,689 |
37,814 |
+2,967 |
| Total Volume and Open Interest |
70,647 |
538,493 |
-50,177 |
| Gold(CMX) |
| Dec04 |
041207 |
455.0 |
455.5 |
451.5 |
452.0 |
-2.2 |
674 |
5,900 |
-799 |
| Feb05 |
041207 |
456.2 |
456.9 |
453.2 |
453.7 |
-2.2 |
37,254 |
255,452 |
-3,366 |
| Apr05 |
041207 |
458.0 |
459.0 |
455.5 |
455.7 |
-2.3 |
801 |
16,709 |
+412 |
| Jun05 |
041207 |
460.6 |
461.9 |
457.6 |
458.0 |
-2.3 |
1,578 |
26,386 |
+114 |
| Aug05 |
041207 |
460.3 |
460.3 |
460.3 |
460.3 |
-2.3 |
10 |
7,282 |
+0 |
| Oct05 |
041207 |
462.7 |
462.7 |
462.7 |
462.7 |
-2.3 |
0 |
3,370 |
+0 |
| Dec05 |
041207 |
466.0 |
467.0 |
465.0 |
465.1 |
-2.3 |
50 |
17,695 |
-20 |
| Feb06 |
041207 |
467.8 |
467.8 |
467.8 |
467.8 |
-2.3 |
0 |
843 |
+0 |
| Apr06 |
041207 |
470.4 |
470.4 |
470.4 |
470.4 |
-2.3 |
0 |
591 |
+0 |
| Jun06 |
041207 |
473.0 |
473.0 |
473.0 |
473.0 |
-2.3 |
0 |
8,589 |
+0 |
| Aug06 |
041207 |
475.8 |
475.8 |
475.8 |
475.8 |
-2.3 |
0 |
170 |
+0 |
| Oct06 |
041207 |
478.5 |
478.5 |
478.5 |
478.5 |
-2.3 |
|
|
|
| Total Volume and Open Interest |
40,367 |
352,345 |
-3,764 |
| Silver(CMX) |
| Dec04 |
041207 |
788.0 |
788.0 |
781.0 |
783.8 |
-7.8 |
214 |
1,134 |
-102 |
| Mar05 |
041207 |
794.0 |
794.5 |
786.0 |
788.5 |
-7.8 |
10,002 |
100,610 |
-385 |
| May05 |
041207 |
796.0 |
796.5 |
791.0 |
791.8 |
-7.8 |
53 |
6,686 |
-9 |
| Jul05 |
041207 |
797.5 |
797.5 |
791.5 |
794.9 |
-7.8 |
17 |
3,227 |
-3 |
| Sep05 |
041207 |
791.0 |
798.1 |
791.0 |
798.1 |
-7.8 |
0 |
634 |
+0 |
| Dec05 |
041207 |
806.0 |
806.0 |
800.0 |
801.2 |
-7.8 |
75 |
9,567 |
+14 |
| Mar06 |
041207 |
804.3 |
804.3 |
804.3 |
804.3 |
-7.7 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
10,705 |
125,020 |
-355 |
| Platinum(NYMEX) |
| Jan05 |
041207 |
872.0 |
872.0 |
868.0 |
871.0 |
-6.7 |
793 |
8,352 |
+162 |
| Apr05 |
041207 |
872.0 |
872.0 |
868.5 |
868.5 |
-7.2 |
9 |
772 |
-2 |
| Total Volume and Open Interest |
802 |
9,124 |
+160 |
| Palladium(NYMEX) |
| Dec04 |
041207 |
209.00 |
209.00 |
208.45 |
208.45 |
-1.40 |
142 |
724 |
-96 |
| Mar05 |
041207 |
209.00 |
211.00 |
208.00 |
209.85 |
-1.95 |
687 |
11,278 |
+221 |
| Jun05 |
041207 |
211.85 |
211.85 |
211.85 |
211.85 |
-1.95 |
11 |
123 |
-1 |
| Total Volume and Open Interest |
848 |
12,161 |
+132 |
| Copper(CMX) |
| Dec04 |
041207 |
144.00 |
144.00 |
139.20 |
140.60 |
-2.75 |
770 |
4,804 |
-164 |
| Mar05 |
041207 |
139.50 |
139.50 |
134.10 |
135.20 |
-3.25 |
3,740 |
60,471 |
-282 |
| May05 |
041207 |
135.40 |
135.40 |
131.50 |
132.10 |
-2.85 |
94 |
5,357 |
+7 |
| Jul05 |
041207 |
128.00 |
129.75 |
128.00 |
128.45 |
-2.80 |
87 |
4,586 |
+9 |
| Sep05 |
041207 |
124.65 |
125.50 |
124.65 |
124.80 |
-2.65 |
14 |
3,444 |
+14 |
| Total Volume and Open Interest |
5,070 |
92,131 |
-186 |
| Aluminum(CMX) |
| Dec04 |
041207 |
89.20 |
89.20 |
88.80 |
88.80 |
+0.30 |
22 |
662 |
-134 |
| Jan05 |
041207 |
88.70 |
88.70 |
88.70 |
88.70 |
+0.30 |
4 |
899 |
-4 |
| Feb05 |
041207 |
88.60 |
88.60 |
88.60 |
88.60 |
+0.30 |
0 |
651 |
+0 |
| Mar05 |
041207 |
88.50 |
88.50 |
88.50 |
88.50 |
+0.35 |
0 |
681 |
+0 |
| Apr05 |
041207 |
88.25 |
88.25 |
88.25 |
88.25 |
+0.35 |
0 |
486 |
+0 |
| May05 |
041207 |
87.95 |
87.95 |
87.95 |
87.95 |
+0.35 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
26 |
8,876 |
-138 |
| DJIA Index(CBOT) |
| Dec04 |
041207 |
10570 |
10575 |
10445 |
10453 |
-90 |
4,855 |
48,210 |
-408 |
| Mar05 |
041207 |
10570 |
10575 |
10454 |
10459 |
-90 |
963 |
2,080 |
+442 |
| Jun05 |
041207 |
10479 |
10479 |
10479 |
10479 |
-90 |
1 |
3 |
+0 |
| Total Volume and Open Interest |
5,819 |
50,294 |
+34 |
| S & P 500(CME) |
| Dec04 |
041207 |
1191.50 |
1192.80 |
1177.20 |
1177.70 |
-11.50 |
66,912 |
500,836 |
-16,019 |
| Mar05 |
041207 |
1193.60 |
1194.20 |
1179.50 |
1179.90 |
-11.50 |
43,658 |
244,103 |
+49,016 |
| Jun05 |
041207 |
1183.40 |
1183.40 |
1183.40 |
1183.40 |
-11.60 |
948 |
8,787 |
+487 |
| Sep05 |
041207 |
1187.40 |
1187.40 |
1187.40 |
1187.40 |
-11.60 |
152 |
1,756 |
+21 |
| Total Volume and Open Interest |
111,670 |
755,627 |
+33,505 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041207 |
1189.25 |
1193.50 |
1177.00 |
1177.75 |
-11.50 |
456,185 |
1,030,231 |
+6,819 |
| Mar05 |
041207 |
1192.00 |
1195.25 |
1179.50 |
1180.00 |
-11.50 |
14,908 |
127,703 |
+14,452 |
| Total Volume and Open Interest |
471,093 |
1,157,934 |
+21,271 |
| NASDAQ 100(CME) |
| Dec04 |
041207 |
1623.00 |
1629.00 |
1592.00 |
1593.00 |
-25.50 |
10,410 |
79,745 |
-1,407 |
| Mar05 |
041207 |
1628.50 |
1636.00 |
1601.00 |
1601.50 |
-25.50 |
4,263 |
8,901 |
+3,967 |
| Jun05 |
041207 |
1610.50 |
1610.50 |
1610.50 |
1610.50 |
-25.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
14,673 |
88,651 |
+2,560 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041207 |
1619.00 |
1629.00 |
1591.00 |
1593.00 |
-25.50 |
216,620 |
437,966 |
+9,091 |
| Mar05 |
041207 |
1627.50 |
1637.50 |
1600.00 |
1601.50 |
-25.50 |
3,718 |
6,802 |
+2,885 |
| Total Volume and Open Interest |
220,338 |
444,768 |
+11,976 |
| S & P Midcap 400(CME) |
| Dec04 |
041207 |
642.50 |
643.40 |
634.00 |
634.50 |
-7.00 |
283 |
13,318 |
+15 |
| Mar05 |
041207 |
636.50 |
636.65 |
636.50 |
636.65 |
-6.95 |
24 |
1,074 |
+21 |
| Jun05 |
041207 |
636.65 |
636.65 |
636.10 |
636.65 |
-6.95 |
|
|
|
| Total Volume and Open Interest |
307 |
14,392 |
+36 |
| Russell 2000(CME) |
| Dec04 |
041207 |
639.50 |
640.00 |
625.25 |
626.50 |
-10.50 |
1,290 |
29,083 |
-261 |
| Mar05 |
041207 |
641.00 |
641.00 |
628.10 |
628.10 |
-10.50 |
676 |
1,792 |
+584 |
| Jun05 |
041207 |
628.10 |
628.10 |
628.10 |
628.10 |
-10.50 |
|
|
|
| Total Volume and Open Interest |
1,966 |
30,875 |
+323 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041207 |
637.30 |
640.50 |
625.20 |
626.50 |
-10.50 |
59,064 |
164,670 |
-1,123 |
| Mar05 |
041207 |
639.60 |
641.40 |
627.60 |
628.10 |
-10.50 |
1,121 |
1,965 |
+555 |
| 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 |
041207 |
10980 |
11005 |
10855 |
10890 |
-60 |
40,684 |
179,790 |
-645 |
| Mar05 |
041207 |
10965 |
11005 |
10860 |
10885 |
-65 |
31,962 |
11,643 |
+6,183 |
| Total Volume and Open Interest |
72,646 |
191,436 |
+5,538 |
| Nikkei 225(SGX) |
| Dec04 |
041207 |
10980 |
11005 |
10855 |
10890 |
-60 |
40,684 |
179,790 |
-645 |
| Mar05 |
041207 |
10965 |
11005 |
10860 |
10885 |
-65 |
31,962 |
11,643 |
+6,183 |
| Jun05 |
041207 |
10830 |
10830 |
10830 |
10830 |
-65 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
72,646 |
191,436 |
+5,538 |
| CAC 40(EURONEXT) |
| Dec04 |
041207 |
3766.0 |
3802.5 |
3762.5 |
3788.5 |
+20.5 |
50,049 |
489,493 |
-679 |
| Jan05 |
041207 |
3775.0 |
3806.5 |
3775.0 |
3795.0 |
+20.0 |
8,206 |
13,880 |
+7,556 |
| Feb05 |
041207 |
3800.5 |
3800.5 |
3800.5 |
3800.5 |
+20.5 |
|
|
|
| Total Volume and Open Interest |
58,522 |
514,442 |
+7,136 |
| Hang Seng Index(HKFE) |
| Dec04 |
041207 |
14196 |
14352 |
14192 |
14260 |
+14 |
23,702 |
128,669 |
+131 |
| Jan05 |
041207 |
14173 |
14350 |
14173 |
14264 |
+17 |
300 |
454 |
+77 |
| Total Volume and Open Interest |
24,112 |
131,820 |
+205 |
| DAX(EUREX) |
| Dec04 |
041207 |
4202.5 |
4235.0 |
4193.0 |
4194.5 |
-22.5 |
105,146 |
208,432 |
+1,135 |
| Mar05 |
041207 |
4225.5 |
4257.5 |
4215.5 |
4217.5 |
-22.0 |
8,514 |
11,511 |
+610 |
| Jun05 |
041207 |
4247.0 |
4279.5 |
4239.5 |
4240.5 |
-22.5 |
694 |
1,947 |
-4 |
| Total Volume and Open Interest |
114,354 |
221,890 |
+1,741 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041207 |
4737.00 |
4749.00 |
4724.00 |
4731.50 |
+2.50 |
46,440 |
438,547 |
-254 |
| Mar05 |
041207 |
4740.00 |
4749.00 |
4729.00 |
4733.50 |
+3.00 |
5,052 |
59,825 |
+1,742 |
| Jun05 |
041207 |
4747.50 |
4747.50 |
4747.50 |
4747.50 |
+2.50 |
0 |
16,842 |
+0 |
| Total Volume and Open Interest |
51,492 |
518,759 |
+1,488 |
| SPI 200(SFE) |
| Dec04 |
041207 |
3956.0 |
3967.0 |
3927.0 |
3935.0 |
-24.0 |
15,975 |
167,714 |
-13,201 |
| Mar05 |
041207 |
3969.0 |
3979.0 |
3940.0 |
3947.0 |
-23.0 |
2,841 |
10,639 |
+2,236 |
| Jun05 |
041207 |
3993.0 |
3993.0 |
3962.0 |
3962.0 |
-24.0 |
21 |
2,969 |
+9 |
| Total Volume and Open Interest |
18,914 |
186,442 |
-11,028 |
| GSCI(CME) |
| Dec04 |
041207 |
308.60 |
308.60 |
302.15 |
302.95 |
-8.35 |
71 |
17,220 |
-13 |
| Jan05 |
041207 |
310.50 |
310.50 |
305.00 |
305.10 |
-8.30 |
74 |
317 |
+61 |
| Feb05 |
041207 |
303.50 |
303.50 |
303.50 |
303.50 |
-8.00 |
|
|
|
| Total Volume and Open Interest |
145 |
17,537 |
+48 |
| RJ/CRB Index(ICE) |
| Jan05 |
041207 |
283.50 |
283.75 |
280.25 |
280.25 |
-4.50 |
12 |
317 |
+3 |
| Feb05 |
041207 |
282.25 |
282.25 |
279.75 |
279.75 |
-4.00 |
1 |
117 |
+0 |
| Apr05 |
041207 |
280.00 |
280.00 |
280.00 |
280.00 |
-3.75 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
12 |
651 |
+3 |
|
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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