|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 08, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041208 |
518.00 |
532.50 |
517.50 |
529.25 |
+7.25 |
45,210 |
93,615 |
-561 |
| Mar05 |
041208 |
519.00 |
532.50 |
519.00 |
529.50 |
+4.50 |
18,444 |
72,683 |
+4,081 |
| May05 |
041208 |
526.50 |
537.50 |
525.00 |
534.00 |
+3.50 |
2,933 |
33,830 |
-201 |
| Jul05 |
041208 |
534.00 |
544.50 |
532.00 |
540.00 |
+1.75 |
3,190 |
28,064 |
+322 |
| Aug05 |
041208 |
536.00 |
544.50 |
536.00 |
542.50 |
+1.00 |
54 |
2,187 |
+41 |
| Sep05 |
041208 |
540.00 |
548.00 |
540.00 |
543.50 |
+0.25 |
0 |
618 |
+0 |
| Nov05 |
041208 |
548.00 |
558.00 |
546.00 |
554.50 |
+2.25 |
1,140 |
11,792 |
+58 |
| Total Volume and Open Interest |
70,971 |
242,843 |
+3,740 |
| Soybean Meal(CBOT) |
| Dec04 |
041208 |
154.70 |
158.60 |
154.70 |
158.30 |
+2.30 |
2,444 |
2,630 |
-688 |
| Jan05 |
041208 |
154.80 |
158.30 |
154.50 |
158.10 |
+2.00 |
17,018 |
36,278 |
-275 |
| Mar05 |
041208 |
155.00 |
159.00 |
155.00 |
158.20 |
+0.90 |
8,595 |
41,125 |
+935 |
| May05 |
041208 |
157.20 |
160.50 |
157.20 |
159.50 |
+0.30 |
3,291 |
18,797 |
+503 |
| Jul05 |
041208 |
160.00 |
163.40 |
160.00 |
162.60 |
+0.30 |
1,921 |
28,487 |
+70 |
| Aug05 |
041208 |
162.50 |
164.50 |
162.00 |
164.00 |
+0.30 |
35 |
9,415 |
+15 |
| Sep05 |
041208 |
164.00 |
165.80 |
163.70 |
165.00 |
-0.10 |
149 |
6,033 |
+144 |
| Oct05 |
041208 |
165.00 |
167.00 |
165.00 |
166.00 |
unch |
56 |
3,550 |
+30 |
| Total Volume and Open Interest |
33,994 |
152,426 |
+655 |
| Soybean Oil(CBOT) |
| Dec04 |
041208 |
19.90 |
20.08 |
19.77 |
19.83 |
-0.09 |
2,271 |
1,783 |
-775 |
| Jan05 |
041208 |
19.80 |
20.12 |
19.73 |
19.88 |
+0.01 |
18,090 |
43,549 |
-1,049 |
| Mar05 |
041208 |
19.95 |
20.25 |
19.89 |
20.05 |
+0.02 |
10,889 |
45,804 |
+4,157 |
| May05 |
041208 |
20.10 |
20.30 |
20.03 |
20.16 |
+0.02 |
1,175 |
19,806 |
+405 |
| Jul05 |
041208 |
20.25 |
20.40 |
20.13 |
20.25 |
-0.05 |
1,775 |
19,902 |
+175 |
| Aug05 |
041208 |
20.30 |
20.30 |
20.22 |
20.22 |
-0.08 |
92 |
6,211 |
+7 |
| Sep05 |
041208 |
20.30 |
20.30 |
20.22 |
20.22 |
-0.08 |
92 |
3,954 |
+86 |
| Oct05 |
041208 |
20.30 |
20.30 |
20.18 |
20.20 |
-0.07 |
29 |
2,829 |
+27 |
| Total Volume and Open Interest |
34,571 |
152,668 |
+2,970 |
| Canola(WCE) |
| Jan05 |
041208 |
268.5 |
271.9 |
267.0 |
267.4 |
-2.6 |
5,440 |
43,140 |
+1,007 |
| Mar05 |
041208 |
270.0 |
274.0 |
268.2 |
269.5 |
-2.2 |
3,455 |
15,641 |
+1,028 |
| May05 |
041208 |
277.0 |
277.0 |
275.5 |
275.5 |
-0.9 |
267 |
1,318 |
+188 |
| Jul05 |
041208 |
282.5 |
282.5 |
277.5 |
277.5 |
-3.0 |
90 |
1,213 |
+65 |
| Sep05 |
041208 |
294.5 |
294.5 |
294.5 |
294.5 |
unch |
|
|
|
| Total Volume and Open Interest |
9,372 |
73,473 |
+2,313 |
| Corn(CBOT) |
| Dec04 |
041208 |
193.25 |
196.25 |
192.75 |
195.50 |
+1.75 |
4,883 |
8,225 |
-2,292 |
| Mar05 |
041208 |
201.75 |
205.00 |
201.50 |
204.00 |
+0.75 |
67,363 |
350,559 |
+4,918 |
| May05 |
041208 |
209.75 |
212.00 |
209.25 |
211.50 |
+0.75 |
8,101 |
77,822 |
+1,093 |
| Jul05 |
041208 |
217.25 |
219.75 |
217.25 |
219.00 |
+0.50 |
6,015 |
72,082 |
+903 |
| Sep05 |
041208 |
225.75 |
227.25 |
225.50 |
226.50 |
unch |
1,250 |
20,581 |
+651 |
| Dec05 |
041208 |
235.25 |
236.75 |
235.00 |
236.00 |
unch |
2,928 |
49,759 |
+1,081 |
| Total Volume and Open Interest |
90,918 |
583,179 |
+6,553 |
| Wheat(CBOT) |
| Dec04 |
041208 |
284.00 |
288.25 |
283.50 |
287.25 |
+0.25 |
124 |
262 |
-884 |
| Mar05 |
041208 |
297.00 |
301.50 |
295.00 |
300.00 |
+1.00 |
17,838 |
141,680 |
+3,036 |
| May05 |
041208 |
303.50 |
308.50 |
302.50 |
306.75 |
+0.75 |
1,261 |
14,471 |
+343 |
| Jul05 |
041208 |
311.00 |
315.50 |
310.00 |
312.75 |
+0.50 |
1,145 |
13,573 |
+134 |
| Sep05 |
041208 |
320.00 |
320.50 |
319.00 |
319.50 |
+0.50 |
9 |
560 |
+7 |
| Total Volume and Open Interest |
20,523 |
178,720 |
+2,691 |
| Wheat(KCBT) |
| Dec04 |
041208 |
345.00 |
355.50 |
345.00 |
351.50 |
+7.00 |
415 |
740 |
-333 |
| Mar05 |
041208 |
328.50 |
337.00 |
328.00 |
335.00 |
+4.00 |
5,863 |
51,980 |
+838 |
| May05 |
041208 |
325.00 |
329.00 |
325.00 |
328.00 |
+1.75 |
587 |
6,435 |
+65 |
| Jul05 |
041208 |
320.50 |
324.00 |
320.00 |
322.50 |
+1.50 |
1,119 |
9,344 |
+389 |
| Sep05 |
041208 |
328.75 |
328.75 |
327.50 |
327.50 |
unch |
35 |
2,061 |
+8 |
| Total Volume and Open Interest |
8,019 |
71,667 |
+967 |
| Wheat(MGE) |
| Dec04 |
041208 |
333.50 |
335.50 |
333.00 |
335.50 |
+0.50 |
7 |
56 |
-136 |
| Mar05 |
041208 |
345.00 |
348.50 |
344.00 |
348.25 |
+1.00 |
3,739 |
22,694 |
+755 |
| May05 |
041208 |
349.00 |
352.00 |
349.00 |
351.50 |
unch |
241 |
6,349 |
+72 |
| Jul05 |
041208 |
349.50 |
351.50 |
349.50 |
351.50 |
unch |
13 |
3,040 |
+1 |
| Sep05 |
041208 |
349.00 |
350.00 |
347.50 |
347.50 |
-1.00 |
25 |
1,192 |
+5 |
| Total Volume and Open Interest |
4,025 |
33,640 |
+697 |
| Oats(CBOT) |
| Dec04 |
041208 |
167.00 |
167.50 |
165.25 |
167.00 |
+2.00 |
45 |
114 |
-14 |
| Mar05 |
041208 |
151.00 |
154.50 |
151.00 |
152.00 |
-3.25 |
701 |
5,902 |
+102 |
| May05 |
041208 |
155.00 |
155.00 |
153.50 |
153.75 |
-2.25 |
35 |
430 |
+7 |
| Jul05 |
041208 |
156.00 |
156.00 |
156.00 |
156.00 |
-2.00 |
20 |
88 |
+10 |
| Total Volume and Open Interest |
801 |
6,540 |
+105 |
| Rough Rice(CBOT) |
| Jan05 |
041208 |
7.34 |
7.46 |
7.34 |
7.41 |
+0.04 |
294 |
2,775 |
-13 |
| Mar05 |
041208 |
7.55 |
7.66 |
7.55 |
7.59 |
+0.03 |
105 |
1,342 |
-38 |
| May05 |
041208 |
7.77 |
7.80 |
7.77 |
7.80 |
+0.03 |
17 |
252 |
-6 |
| Jul05 |
041208 |
8.00 |
8.00 |
8.00 |
8.00 |
+0.03 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
416 |
4,425 |
-57 |
| Live Cattle(CME) |
| Dec04 |
041208 |
86.350 |
87.200 |
85.800 |
87.050 |
+0.650 |
5,108 |
11,179 |
+227 |
| Feb05 |
041208 |
87.350 |
88.175 |
87.025 |
88.050 |
+0.800 |
8,445 |
67,483 |
+315 |
| Apr05 |
041208 |
84.000 |
85.000 |
83.925 |
84.875 |
+1.025 |
1,894 |
16,629 |
+72 |
| Jun05 |
041208 |
79.775 |
80.450 |
79.500 |
80.425 |
+0.775 |
736 |
9,389 |
-61 |
| Aug05 |
041208 |
79.000 |
79.750 |
79.000 |
79.725 |
+0.700 |
380 |
6,771 |
+176 |
| Oct05 |
041208 |
80.200 |
80.700 |
80.200 |
80.675 |
+0.375 |
219 |
4,229 |
+61 |
| Total Volume and Open Interest |
16,797 |
117,984 |
+795 |
| Feeder Cattle(CME) |
| Jan05 |
041208 |
101.150 |
102.500 |
100.850 |
102.425 |
+1.400 |
1,238 |
7,522 |
-266 |
| Mar05 |
041208 |
97.800 |
98.700 |
97.600 |
98.525 |
+0.725 |
775 |
3,843 |
+176 |
| Apr05 |
041208 |
96.150 |
97.200 |
96.000 |
97.000 |
+0.900 |
192 |
1,902 |
+46 |
| May05 |
041208 |
95.900 |
96.850 |
95.900 |
96.600 |
+0.750 |
91 |
1,964 |
+18 |
| Aug05 |
041208 |
97.800 |
98.900 |
97.800 |
98.900 |
+0.800 |
58 |
542 |
+10 |
| Sep05 |
041208 |
98.100 |
98.400 |
98.100 |
98.400 |
+0.600 |
0 |
14 |
+0 |
| Oct05 |
041208 |
98.400 |
98.400 |
98.400 |
98.400 |
+0.800 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,356 |
15,793 |
-15 |
| Lean Hogs(CME) |
| Dec04 |
041208 |
76.050 |
76.350 |
75.300 |
75.650 |
-0.300 |
4,311 |
9,981 |
-1,735 |
| Feb05 |
041208 |
71.900 |
72.800 |
71.625 |
72.300 |
-0.075 |
9,942 |
61,282 |
-67 |
| Apr05 |
041208 |
69.950 |
70.600 |
69.625 |
70.425 |
unch |
2,776 |
16,287 |
+849 |
| May05 |
041208 |
69.300 |
70.150 |
69.100 |
70.025 |
+0.125 |
220 |
2,440 |
+29 |
| Jun05 |
041208 |
71.350 |
71.950 |
70.975 |
71.875 |
+0.150 |
815 |
8,453 |
+148 |
| Jul05 |
041208 |
68.000 |
68.800 |
67.750 |
68.750 |
+0.050 |
85 |
2,152 |
+33 |
| Aug05 |
041208 |
64.650 |
65.300 |
64.600 |
65.300 |
+0.100 |
70 |
1,760 |
+7 |
| Oct05 |
041208 |
57.100 |
57.600 |
57.100 |
57.600 |
+0.150 |
24 |
646 |
+7 |
| Total Volume and Open Interest |
18,249 |
103,289 |
-729 |
| Pork Bellies(CME) |
| Feb05 |
041208 |
97.000 |
97.600 |
96.200 |
97.225 |
-0.275 |
633 |
1,724 |
+7 |
| Mar05 |
041208 |
96.600 |
96.600 |
96.600 |
96.600 |
-0.200 |
33 |
75 |
+21 |
| May05 |
041208 |
97.600 |
97.600 |
97.600 |
97.600 |
-0.300 |
3 |
68 |
+2 |
| Jul05 |
041208 |
100.000 |
100.000 |
100.000 |
100.000 |
-0.200 |
14 |
21 |
+6 |
| Aug05 |
041208 |
98.750 |
98.750 |
98.750 |
98.750 |
unch |
5 |
3 |
+2 |
| Total Volume and Open Interest |
688 |
1,891 |
+38 |
| Class III Milk(CME) |
| Dec04 |
041208 |
16.40 |
16.60 |
16.35 |
16.55 |
+0.05 |
347 |
4,528 |
+66 |
| Jan05 |
041208 |
14.00 |
14.10 |
13.80 |
13.95 |
-0.11 |
475 |
3,303 |
+18 |
| Feb05 |
041208 |
13.10 |
13.15 |
13.00 |
13.08 |
-0.09 |
205 |
2,608 |
+21 |
| Mar05 |
041208 |
12.65 |
12.90 |
12.65 |
12.72 |
+0.01 |
167 |
2,658 |
+63 |
| Apr05 |
041208 |
12.65 |
12.78 |
12.65 |
12.78 |
+0.06 |
56 |
1,588 |
-6 |
| Total Volume and Open Interest |
1,510 |
22,099 |
+215 |
| Cocoa(ICE) |
| Dec04 |
041208 |
1710 |
1710 |
1650 |
1660 |
-77 |
10 |
13 |
-9 |
| Mar05 |
041208 |
1670 |
1672 |
1638 |
1650 |
-37 |
3,745 |
49,870 |
-420 |
| May05 |
041208 |
1670 |
1671 |
1643 |
1652 |
-36 |
1,309 |
13,521 |
+464 |
| Jul05 |
041208 |
1658 |
1658 |
1658 |
1658 |
-37 |
478 |
11,638 |
+319 |
| Sep05 |
041208 |
1672 |
1672 |
1655 |
1660 |
-37 |
81 |
10,522 |
+69 |
| Dec05 |
041208 |
1678 |
1680 |
1662 |
1662 |
-37 |
180 |
9,273 |
+62 |
| Mar06 |
041208 |
1663 |
1663 |
1663 |
1663 |
-36 |
0 |
11,830 |
+0 |
| Total Volume and Open Interest |
5,823 |
119,725 |
+497 |
| Coffee "C"(ICE) |
| Dec04 |
041208 |
93.50 |
97.00 |
93.30 |
95.25 |
+0.65 |
69 |
484 |
-9 |
| Mar05 |
041208 |
96.25 |
100.50 |
95.75 |
98.05 |
+0.65 |
6,656 |
85,816 |
+507 |
| May05 |
041208 |
98.50 |
102.30 |
98.25 |
100.10 |
+0.60 |
1,145 |
11,013 |
+135 |
| Jul05 |
041208 |
100.10 |
104.00 |
99.75 |
101.75 |
+0.50 |
563 |
3,789 |
+62 |
| Sep05 |
041208 |
102.00 |
105.25 |
101.80 |
103.40 |
+0.45 |
31 |
3,131 |
+10 |
| Dec05 |
041208 |
104.50 |
107.00 |
104.50 |
106.05 |
+0.35 |
43 |
935 |
-20 |
| Total Volume and Open Interest |
8,638 |
105,792 |
+740 |
| Orange Juice(ICE) |
| Jan05 |
041208 |
79.40 |
80.75 |
79.35 |
80.45 |
+1.10 |
2,274 |
13,566 |
-203 |
| Mar05 |
041208 |
81.20 |
82.30 |
81.20 |
82.25 |
+0.90 |
1,573 |
14,552 |
+880 |
| May05 |
041208 |
83.90 |
84.50 |
83.90 |
84.00 |
+0.50 |
80 |
7,820 |
-3 |
| Jul05 |
041208 |
84.25 |
85.20 |
84.25 |
85.20 |
+0.50 |
39 |
701 |
+30 |
| Sep05 |
041208 |
86.20 |
86.20 |
86.20 |
86.20 |
+0.50 |
0 |
94 |
+0 |
| Nov05 |
041208 |
86.90 |
87.05 |
86.90 |
87.05 |
+0.35 |
0 |
525 |
+0 |
| Total Volume and Open Interest |
3,966 |
37,305 |
+704 |
| Sugar #11(ICE) |
| Mar05 |
041208 |
8.71 |
8.81 |
8.63 |
8.74 |
+0.04 |
28,770 |
222,349 |
-2,147 |
| May05 |
041208 |
8.87 |
8.98 |
8.84 |
8.94 |
+0.04 |
6,668 |
46,009 |
+1,604 |
| Jul05 |
041208 |
8.75 |
8.83 |
8.72 |
8.81 |
+0.03 |
2,237 |
25,920 |
+303 |
| Oct05 |
041208 |
8.75 |
8.83 |
8.73 |
8.83 |
+0.04 |
516 |
22,897 |
+79 |
| Mar06 |
041208 |
8.81 |
8.87 |
8.78 |
8.87 |
+0.06 |
515 |
9,888 |
+242 |
| Total Volume and Open Interest |
38,807 |
332,060 |
+63 |
| Sugar #14(ICE) |
| Jan05 |
041208 |
20.35 |
20.40 |
20.35 |
20.40 |
+0.08 |
483 |
391 |
-148 |
| Mar05 |
041208 |
20.35 |
20.42 |
20.35 |
20.40 |
+0.08 |
285 |
4,403 |
+273 |
| May05 |
041208 |
20.50 |
20.52 |
20.49 |
20.51 |
+0.03 |
28 |
2,177 |
+23 |
| Jul05 |
041208 |
20.80 |
20.82 |
20.80 |
20.82 |
+0.05 |
40 |
1,665 |
+10 |
| Sep05 |
041208 |
20.83 |
20.87 |
20.83 |
20.83 |
unch |
17 |
2,435 |
+17 |
| Total Volume and Open Interest |
875 |
11,804 |
+197 |
| London Cocoa(LCE) |
| Dec04 |
041208 |
874 |
876 |
867 |
867 |
-13 |
3,620 |
20,046 |
-1,031 |
| Mar05 |
041208 |
893 |
895 |
886 |
886 |
-13 |
3,323 |
66,290 |
+1,179 |
| May05 |
041208 |
903 |
905 |
896 |
896 |
-13 |
440 |
21,396 |
+171 |
| Jul05 |
041208 |
921 |
924 |
915 |
915 |
-13 |
361 |
20,635 |
+8 |
| Sep05 |
041208 |
935 |
938 |
931 |
931 |
-13 |
221 |
41,697 |
+145 |
| Dec05 |
041208 |
915 |
923 |
915 |
915 |
-11 |
245 |
35,288 |
+174 |
| Mar06 |
041208 |
927 |
928 |
920 |
920 |
-11 |
0 |
5,870 |
+0 |
| Total Volume and Open Interest |
8,220 |
211,844 |
+645 |
| London Coffee(LCE) |
| Jan05 |
041208 |
734.00 |
762.00 |
720.00 |
761.00 |
+24.00 |
6,170 |
40,499 |
-2,220 |
| Mar05 |
041208 |
760.00 |
785.00 |
742.00 |
785.00 |
+25.00 |
5,118 |
54,001 |
+1,169 |
| May05 |
041208 |
776.00 |
804.00 |
763.00 |
804.00 |
+23.00 |
589 |
37,216 |
+75 |
| Jul05 |
041208 |
795.00 |
822.00 |
784.00 |
822.00 |
+22.00 |
2,512 |
11,883 |
+2,013 |
| Sep05 |
041208 |
805.00 |
837.00 |
796.00 |
837.00 |
+20.00 |
10 |
5,984 |
+1 |
| Nov05 |
041208 |
846.00 |
853.00 |
844.00 |
853.00 |
+21.00 |
0 |
1,997 |
+0 |
| Total Volume and Open Interest |
14,399 |
152,490 |
+1,038 |
| London Sugar(LCE) |
| Mar05 |
041208 |
253.50 |
255.00 |
252.10 |
252.80 |
-1.70 |
3,128 |
24,045 |
-235 |
| May05 |
041208 |
262.00 |
264.00 |
261.00 |
261.10 |
-1.60 |
715 |
11,086 |
-269 |
| Aug05 |
041208 |
262.00 |
263.20 |
260.60 |
261.10 |
-1.40 |
401 |
5,759 |
+168 |
| Oct05 |
041208 |
260.00 |
261.40 |
260.00 |
260.50 |
-0.60 |
3 |
3,448 |
+3 |
| Dec05 |
041208 |
260.00 |
260.40 |
260.00 |
260.40 |
-0.60 |
0 |
1,744 |
+0 |
| Total Volume and Open Interest |
4,267 |
47,651 |
-313 |
| Cotton(ICE) |
| Dec04 |
041208 |
46.60 |
46.60 |
42.50 |
44.00 |
-1.97 |
43 |
511 |
-54 |
| Mar05 |
041208 |
42.80 |
42.95 |
42.50 |
42.60 |
-0.59 |
5,740 |
58,325 |
+748 |
| May05 |
041208 |
43.49 |
43.49 |
43.03 |
43.13 |
-0.61 |
361 |
9,425 |
-49 |
| Jul05 |
041208 |
44.35 |
44.35 |
43.95 |
43.96 |
-0.54 |
207 |
10,396 |
+85 |
| Oct05 |
041208 |
45.70 |
45.70 |
45.70 |
45.70 |
-0.45 |
1 |
272 |
+0 |
| Dec05 |
041208 |
46.75 |
46.80 |
46.60 |
46.67 |
-0.48 |
100 |
6,253 |
+79 |
| Total Volume and Open Interest |
6,452 |
86,480 |
+809 |
| Lumber(CME) |
| Jan05 |
041208 |
322.5 |
328.3 |
322.5 |
325.3 |
-5.7 |
733 |
2,506 |
+4 |
| Mar05 |
041208 |
340.6 |
341.5 |
337.2 |
338.0 |
-4.4 |
214 |
702 |
+35 |
| May05 |
041208 |
349.1 |
349.1 |
345.0 |
346.0 |
-3.6 |
101 |
209 |
+32 |
| Jul05 |
041208 |
351.0 |
351.0 |
351.0 |
351.0 |
-1.0 |
11 |
58 |
+5 |
| Total Volume and Open Interest |
1,064 |
3,480 |
+81 |
| Crude Oil(NYM) |
| Jan05 |
041208 |
40.70 |
42.50 |
40.70 |
41.94 |
+0.48 |
109,069 |
164,502 |
-14,297 |
| Feb05 |
041208 |
41.10 |
42.70 |
41.10 |
42.31 |
+0.50 |
68,215 |
91,815 |
+5,754 |
| Mar05 |
041208 |
41.30 |
42.80 |
41.25 |
42.47 |
+0.52 |
23,817 |
64,662 |
+3,719 |
| Apr05 |
041208 |
41.30 |
42.60 |
41.20 |
42.38 |
+0.51 |
7,847 |
35,608 |
+149 |
| May05 |
041208 |
41.10 |
42.55 |
41.10 |
42.22 |
+0.50 |
5,079 |
19,802 |
+420 |
| Jun05 |
041208 |
41.00 |
42.40 |
40.90 |
42.05 |
+0.49 |
9,361 |
33,975 |
+755 |
| Jul05 |
041208 |
40.75 |
41.86 |
40.75 |
41.86 |
+0.48 |
1,360 |
16,764 |
+489 |
| Aug05 |
041208 |
41.55 |
41.68 |
41.40 |
41.68 |
+0.47 |
543 |
10,568 |
-125 |
| Sep05 |
041208 |
40.65 |
41.51 |
40.65 |
41.51 |
+0.46 |
609 |
11,840 |
-159 |
| Oct05 |
041208 |
40.60 |
41.34 |
40.60 |
41.34 |
+0.45 |
748 |
7,175 |
+253 |
| Nov05 |
041208 |
41.15 |
41.18 |
41.15 |
41.18 |
+0.44 |
375 |
13,532 |
+105 |
| Dec05 |
041208 |
40.25 |
41.17 |
40.10 |
41.03 |
+0.43 |
6,011 |
53,819 |
+454 |
| Jan06 |
041208 |
40.81 |
40.81 |
40.81 |
40.81 |
+0.43 |
1,011 |
8,187 |
+296 |
| Feb06 |
041208 |
40.62 |
40.62 |
40.62 |
40.62 |
+0.43 |
100 |
4,572 |
-100 |
| Mar06 |
041208 |
40.46 |
40.46 |
40.46 |
40.46 |
+0.43 |
261 |
8,515 |
+61 |
| Apr06 |
041208 |
40.15 |
40.33 |
40.15 |
40.33 |
+0.43 |
25 |
4,740 |
+0 |
| Total Volume and Open Interest |
241,434 |
690,119 |
-1,800 |
| Heating Oil(NYM) |
| Jan05 |
041208 |
120.30 |
128.00 |
120.15 |
125.99 |
+3.63 |
30,850 |
59,996 |
-4,776 |
| Feb05 |
041208 |
122.00 |
128.50 |
121.60 |
126.99 |
+3.92 |
17,177 |
34,708 |
+2,290 |
| Mar05 |
041208 |
120.00 |
125.50 |
118.80 |
124.09 |
+3.52 |
4,922 |
20,460 |
+727 |
| Apr05 |
041208 |
114.00 |
119.00 |
114.00 |
117.99 |
+2.32 |
2,325 |
7,703 |
+423 |
| May05 |
041208 |
112.20 |
116.00 |
112.20 |
114.19 |
+1.72 |
915 |
5,837 |
+27 |
| Jun05 |
041208 |
110.00 |
113.00 |
110.00 |
112.14 |
+1.42 |
1,563 |
8,269 |
-47 |
| Jul05 |
041208 |
110.00 |
112.50 |
110.00 |
111.74 |
+1.27 |
1,787 |
5,336 |
+3 |
| Aug05 |
041208 |
110.00 |
113.00 |
109.60 |
111.84 |
+1.27 |
116 |
2,203 |
+38 |
| Sep05 |
041208 |
110.00 |
113.20 |
110.00 |
112.54 |
+1.27 |
76 |
3,265 |
+26 |
| Oct05 |
041208 |
114.00 |
114.00 |
113.34 |
113.34 |
+1.22 |
167 |
505 |
+59 |
| Nov05 |
041208 |
114.90 |
114.90 |
114.14 |
114.14 |
+1.17 |
14 |
820 |
+12 |
| Dec05 |
041208 |
116.00 |
116.00 |
114.94 |
114.94 |
+1.12 |
971 |
7,998 |
+272 |
| Total Volume and Open Interest |
61,241 |
160,297 |
-669 |
| Gasoline(NYMEX) |
| Jan05 |
041208 |
107.80 |
110.70 |
106.50 |
108.75 |
+0.08 |
32,176 |
50,873 |
-3,881 |
| Feb05 |
041208 |
110.00 |
113.40 |
109.60 |
112.01 |
+0.49 |
16,105 |
24,542 |
+2,020 |
| Mar05 |
041208 |
112.20 |
115.00 |
111.60 |
114.16 |
+0.84 |
4,789 |
11,575 |
+1,435 |
| Apr05 |
041208 |
119.30 |
122.25 |
119.00 |
121.66 |
+0.99 |
2,747 |
18,882 |
+29 |
| May05 |
041208 |
120.25 |
123.00 |
120.25 |
122.21 |
+1.01 |
484 |
13,798 |
+35 |
| Jun05 |
041208 |
120.25 |
121.96 |
120.25 |
121.96 |
+0.96 |
413 |
7,686 |
+45 |
| Jul05 |
041208 |
120.90 |
120.90 |
120.71 |
120.71 |
+0.96 |
180 |
3,939 |
+94 |
| Aug05 |
041208 |
118.56 |
118.56 |
118.56 |
118.56 |
+0.96 |
138 |
3,284 |
+134 |
| Sep05 |
041208 |
116.10 |
116.10 |
115.86 |
115.86 |
+0.96 |
58 |
6,266 |
+47 |
| Oct05 |
041208 |
112.21 |
112.21 |
112.21 |
112.21 |
+0.96 |
28 |
2,652 |
+3 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041208 |
6.550 |
6.750 |
6.540 |
6.683 |
+0.062 |
39,556 |
54,766 |
-3,031 |
| Feb05 |
041208 |
6.700 |
6.890 |
6.670 |
6.828 |
+0.067 |
20,740 |
39,347 |
+1,773 |
| Mar05 |
041208 |
6.600 |
6.800 |
6.600 |
6.753 |
+0.062 |
10,007 |
34,221 |
+1,868 |
| Apr05 |
041208 |
6.230 |
6.328 |
6.210 |
6.328 |
+0.047 |
3,623 |
21,488 |
+314 |
| May05 |
041208 |
6.170 |
6.251 |
6.160 |
6.251 |
+0.048 |
1,919 |
20,332 |
+304 |
| Jun05 |
041208 |
6.200 |
6.292 |
6.190 |
6.292 |
+0.049 |
928 |
12,549 |
-136 |
| Jul05 |
041208 |
6.240 |
6.335 |
6.240 |
6.335 |
+0.051 |
1,376 |
15,346 |
-64 |
| Aug05 |
041208 |
6.270 |
6.356 |
6.270 |
6.356 |
+0.052 |
512 |
11,941 |
+126 |
| Sep05 |
041208 |
6.260 |
6.334 |
6.250 |
6.334 |
+0.050 |
1,115 |
12,117 |
+62 |
| Oct05 |
041208 |
6.280 |
6.358 |
6.280 |
6.358 |
+0.050 |
2,319 |
23,809 |
+1,002 |
| Nov05 |
041208 |
6.570 |
6.650 |
6.570 |
6.650 |
+0.047 |
1,439 |
10,612 |
+48 |
| Dec05 |
041208 |
6.860 |
6.940 |
6.850 |
6.940 |
+0.047 |
1,840 |
14,771 |
+419 |
| Jan06 |
041208 |
7.100 |
7.148 |
7.080 |
7.148 |
+0.045 |
1,328 |
14,095 |
+445 |
| Feb06 |
041208 |
7.110 |
7.136 |
7.080 |
7.136 |
+0.040 |
198 |
8,678 |
+101 |
| Mar06 |
041208 |
6.850 |
6.923 |
6.850 |
6.923 |
+0.035 |
1,997 |
10,772 |
+737 |
| Apr06 |
041208 |
6.070 |
6.103 |
6.070 |
6.103 |
+0.023 |
952 |
8,900 |
-91 |
| Total Volume and Open Interest |
91,605 |
384,660 |
+4,407 |
| Brent Crude Oil(ICE) |
| Jan05 |
041208 |
37.70 |
39.20 |
37.35 |
38.69 |
+0.42 |
29,964 |
49,809 |
-773 |
| Feb05 |
041208 |
38.00 |
39.50 |
37.70 |
39.00 |
+0.36 |
34,232 |
79,046 |
+658 |
| Mar05 |
041208 |
38.25 |
39.70 |
37.92 |
39.25 |
+0.29 |
16,534 |
34,620 |
+6,153 |
| Apr05 |
041208 |
37.97 |
39.36 |
37.97 |
39.23 |
+0.29 |
1,907 |
20,001 |
+1,189 |
| May05 |
041208 |
38.27 |
39.20 |
38.26 |
39.18 |
+0.31 |
1,432 |
9,401 |
+98 |
| Jun05 |
041208 |
38.24 |
39.14 |
38.24 |
39.14 |
+0.34 |
5,668 |
16,920 |
+828 |
| Jul05 |
041208 |
38.70 |
39.04 |
38.70 |
39.04 |
+0.33 |
62 |
5,794 |
+43 |
| Aug05 |
041208 |
38.94 |
38.94 |
38.94 |
38.94 |
+0.35 |
0 |
3,492 |
+0 |
| Sep05 |
041208 |
38.84 |
38.84 |
38.84 |
38.84 |
+0.37 |
0 |
6,627 |
+0 |
| Oct05 |
041208 |
38.72 |
38.72 |
38.72 |
38.72 |
+0.37 |
0 |
2,250 |
+0 |
| Nov05 |
041208 |
38.60 |
38.60 |
38.60 |
38.60 |
+0.37 |
0 |
3,522 |
+0 |
| Dec05 |
041208 |
37.59 |
38.80 |
37.58 |
38.48 |
+0.36 |
3,775 |
36,581 |
+1,273 |
| Total Volume and Open Interest |
94,924 |
324,858 |
+10,269 |
| Gas Oil(ICE) |
| Dec04 |
041208 |
370.00 |
378.25 |
359.00 |
372.75 |
+3.50 |
13,679 |
20,032 |
-2,493 |
| Jan05 |
041208 |
369.50 |
377.00 |
357.25 |
374.50 |
+5.75 |
21,758 |
48,706 |
+2,550 |
| Feb05 |
041208 |
367.00 |
373.50 |
355.00 |
371.25 |
+5.00 |
6,932 |
22,057 |
+1,921 |
| Mar05 |
041208 |
357.50 |
366.25 |
348.50 |
364.50 |
+4.25 |
1,137 |
8,345 |
-64 |
| Apr05 |
041208 |
351.00 |
359.00 |
342.00 |
357.25 |
+3.50 |
372 |
7,966 |
+75 |
| May05 |
041208 |
352.75 |
355.25 |
352.75 |
353.00 |
+3.25 |
200 |
3,909 |
+60 |
| Jun05 |
041208 |
342.00 |
354.00 |
338.00 |
351.25 |
+2.75 |
300 |
14,737 |
+16 |
| Jul05 |
041208 |
351.00 |
351.00 |
351.00 |
351.00 |
+2.75 |
0 |
1,224 |
+0 |
| Aug05 |
041208 |
350.75 |
350.75 |
350.75 |
350.75 |
+2.75 |
0 |
1,536 |
+0 |
| Sep05 |
041208 |
343.00 |
350.50 |
343.00 |
350.50 |
+3.00 |
50 |
5,314 |
+100 |
| Total Volume and Open Interest |
46,030 |
162,074 |
+5,127 |
| US Dollar Index(ICE) |
| Dec04 |
041208 |
81.280 |
82.680 |
81.280 |
81.930 |
+0.670 |
10,386 |
6,274 |
-10,020 |
| Mar05 |
041208 |
81.400 |
82.880 |
81.400 |
82.040 |
+0.670 |
10,741 |
20,709 |
+9,847 |
| Jun05 |
041208 |
82.330 |
82.800 |
82.100 |
82.100 |
+0.670 |
25 |
2,014 |
-8 |
| Total Volume and Open Interest |
21,153 |
29,025 |
-181 |
| Australian Dollar(CME) |
| Dec04 |
041208 |
75.60 |
75.70 |
75.10 |
75.56 |
-1.87 |
21,744 |
44,927 |
-14,786 |
| Mar05 |
041208 |
75.08 |
75.15 |
74.60 |
75.01 |
-1.87 |
17,544 |
42,580 |
+17,389 |
| Jun05 |
041208 |
74.56 |
74.56 |
74.56 |
74.56 |
-1.87 |
0 |
335 |
+0 |
| Total Volume and Open Interest |
39,288 |
88,254 |
+2,603 |
| British Pound(CME) |
| Dec04 |
041208 |
192.87 |
193.35 |
191.90 |
193.35 |
-1.18 |
13,994 |
55,606 |
-11,654 |
| Mar05 |
041208 |
191.77 |
192.29 |
190.70 |
192.25 |
-1.18 |
15,172 |
45,783 |
+19,266 |
| Jun05 |
041208 |
191.25 |
191.25 |
191.25 |
191.25 |
-1.18 |
2 |
4 |
-1 |
| Total Volume and Open Interest |
29,168 |
101,414 |
+7,611 |
| Canadian Dollar(CME) |
| Dec04 |
041208 |
81.50 |
82.08 |
81.01 |
82.07 |
-0.75 |
20,967 |
56,455 |
-15,336 |
| Mar05 |
041208 |
81.53 |
82.10 |
80.98 |
82.05 |
-0.74 |
22,531 |
49,132 |
+18,850 |
| Jun05 |
041208 |
81.50 |
82.09 |
81.50 |
82.09 |
-0.74 |
172 |
2,184 |
+32 |
| Sep05 |
041208 |
81.55 |
82.17 |
81.55 |
82.17 |
-0.74 |
5 |
736 |
-1 |
| Total Volume and Open Interest |
43,698 |
108,956 |
+3,557 |
| Japanese Yen(CME) |
| Dec04 |
041208 |
95.85 |
96.15 |
95.30 |
96.11 |
-1.11 |
46,141 |
97,832 |
-66,976 |
| Mar05 |
041208 |
96.46 |
96.75 |
95.88 |
96.71 |
-1.12 |
41,108 |
103,334 |
+43,503 |
| Jun05 |
041208 |
97.39 |
97.39 |
97.39 |
97.39 |
-1.12 |
2 |
20,034 |
+3 |
| Total Volume and Open Interest |
87,251 |
221,297 |
-23,470 |
| Swiss Franc(CME) |
| Dec04 |
041208 |
86.75 |
87.06 |
85.93 |
87.03 |
-0.68 |
14,684 |
50,256 |
-9,310 |
| Mar05 |
041208 |
87.16 |
87.47 |
86.30 |
87.41 |
-0.68 |
15,633 |
49,875 |
+15,567 |
| Jun05 |
041208 |
87.80 |
87.80 |
87.80 |
87.80 |
-0.68 |
2 |
72 |
+1 |
| Total Volume and Open Interest |
30,319 |
100,269 |
+6,258 |
| EuroFX(CME) |
| Dec04 |
041208 |
133.01 |
133.36 |
131.97 |
133.35 |
-0.94 |
23,395 |
151,283 |
-44,816 |
| Mar05 |
041208 |
133.12 |
133.48 |
132.05 |
133.45 |
-0.94 |
23,406 |
71,333 |
+23,054 |
| Jun05 |
041208 |
133.20 |
133.65 |
132.65 |
133.65 |
-0.93 |
107 |
658 |
+110 |
| Total Volume and Open Interest |
46,918 |
223,808 |
-21,657 |
| Mexican Peso(CME) |
| Dec04 |
041208 |
890.2 |
890.2 |
877.5 |
888.5 |
-3.8 |
16,990 |
51,567 |
-6,704 |
| Jan05 |
041208 |
882.8 |
886.5 |
882.8 |
882.8 |
-3.8 |
113 |
115 |
+0 |
| Total Volume and Open Interest |
37,771 |
114,669 |
+5,078 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041208 |
112~220 |
114~050 |
112~140 |
114~010 |
+1~120 |
40,498 |
139,258 |
-22,991 |
| Mar05 |
041208 |
111~230 |
113~060 |
111~130 |
113~020 |
+1~120 |
260,216 |
493,795 |
+13,392 |
| Jun05 |
041208 |
111~000 |
112~060 |
110~300 |
112~060 |
+1~120 |
14 |
4,954 |
+6 |
| Total Volume and Open Interest |
300,732 |
638,111 |
-9,591 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041208 |
112~110 |
113~025 |
112~050 |
112~305 |
+0~215 |
79,948 |
200,898 |
-55,185 |
| Mar05 |
041208 |
111~225 |
112~170 |
111~170 |
112~130 |
+0~235 |
660,404 |
1,421,640 |
+18,802 |
| Jun05 |
041208 |
110~240 |
111~170 |
110~240 |
111~165 |
+0~245 |
394 |
9,467 |
+193 |
| Total Volume and Open Interest |
740,746 |
1,632,006 |
-36,190 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041208 |
110~048 |
110~096 |
110~048 |
110~096 |
+0~048 |
44,213 |
0 |
-372,540 |
| Mar05 |
041208 |
109~054 |
109~116 |
109~054 |
109~110 |
+0~052 |
302,566 |
0 |
-1,150,696 |
| Jun05 |
041208 |
109~012 |
109~052 |
109~012 |
109~052 |
+0~056 |
2 |
5,626 |
+30 |
| Total Volume and Open Interest |
346,781 |
5,626 |
+30 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041208 |
105~036 |
105~048 |
105~036 |
105~046 |
+0~009 |
12,581 |
43,900 |
-11,843 |
| Mar05 |
041208 |
104~111 |
105~002 |
104~111 |
104~127 |
+0~010 |
13,139 |
209,543 |
+9,904 |
| Total Volume and Open Interest |
25,720 |
253,443 |
-1,939 |
| Eurodollars(CME) |
| Dec04 |
041208 |
97.527 |
97.530 |
97.522 |
97.525 |
-0.010 |
33,890 |
913,057 |
-19,255 |
| Mar05 |
041208 |
97.150 |
97.195 |
97.150 |
97.175 |
+0.005 |
26,506 |
1,003,217 |
-613 |
| Jun05 |
041208 |
96.910 |
96.965 |
96.910 |
96.945 |
+0.010 |
26,640 |
1,020,452 |
-33,311 |
| Sep05 |
041208 |
96.720 |
96.780 |
96.715 |
96.760 |
+0.020 |
22,730 |
824,561 |
-5,515 |
| Dec05 |
041208 |
96.545 |
96.615 |
96.540 |
96.600 |
+0.040 |
28,006 |
702,051 |
-6,349 |
| Mar06 |
041208 |
96.415 |
96.485 |
96.410 |
96.485 |
+0.055 |
22,012 |
517,515 |
-438 |
| Jun06 |
041208 |
96.295 |
96.375 |
96.290 |
96.370 |
+0.060 |
13,970 |
364,955 |
-2,229 |
| Sep06 |
041208 |
96.195 |
96.275 |
96.180 |
96.270 |
+0.075 |
13,190 |
277,915 |
+495 |
| Dec06 |
041208 |
96.075 |
96.170 |
96.070 |
96.165 |
+0.085 |
12,331 |
222,885 |
-2,911 |
| Mar07 |
041208 |
95.980 |
96.085 |
95.980 |
96.080 |
+0.095 |
10,272 |
181,619 |
+713 |
| Jun07 |
041208 |
95.895 |
95.990 |
95.895 |
95.985 |
+0.100 |
8,641 |
154,158 |
+832 |
| Sep07 |
041208 |
95.795 |
95.885 |
95.795 |
95.885 |
+0.105 |
10,590 |
116,754 |
+1,224 |
| Dec07 |
041208 |
95.680 |
95.785 |
95.680 |
95.785 |
+0.110 |
16,191 |
111,252 |
+7,053 |
| Mar08 |
041208 |
95.600 |
95.695 |
95.600 |
95.695 |
+0.110 |
4,230 |
84,218 |
+849 |
| Jun08 |
041208 |
95.515 |
95.600 |
95.515 |
95.600 |
+0.115 |
4,158 |
88,505 |
+696 |
| Sep08 |
041208 |
95.390 |
95.505 |
95.390 |
95.505 |
+0.120 |
4,411 |
88,734 |
-706 |
| Dec08 |
041208 |
95.325 |
95.405 |
95.325 |
95.405 |
+0.125 |
4,467 |
71,305 |
+829 |
| Mar09 |
041208 |
95.240 |
95.320 |
95.240 |
95.320 |
+0.125 |
2,770 |
53,730 |
+650 |
| Total Volume and Open Interest |
278,955 |
6,959,343 |
-55,273 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041208 |
97.860 |
97.860 |
97.860 |
97.860 |
unch |
242 |
151,883 |
+1,643 |
| Jan05 |
041208 |
97.760 |
97.760 |
97.750 |
97.760 |
unch |
3,106 |
128,945 |
+320 |
| Feb05 |
041208 |
97.540 |
97.540 |
97.540 |
97.540 |
-0.010 |
5,988 |
79,797 |
+4,460 |
| Mar05 |
041208 |
97.460 |
97.470 |
97.460 |
97.460 |
-0.020 |
1,219 |
25,601 |
+6 |
| Apr05 |
041208 |
97.350 |
97.370 |
97.350 |
97.370 |
unch |
304 |
24,520 |
+2,352 |
| May05 |
041208 |
97.200 |
97.220 |
97.200 |
97.220 |
unch |
0 |
2,084 |
+516 |
| Total Volume and Open Interest |
10,859 |
412,977 |
+9,317 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041208 |
97.855 |
97.860 |
97.855 |
97.860 |
+0.005 |
3,687 |
0 |
+0 |
| Jan05 |
041208 |
97.755 |
97.760 |
97.755 |
97.755 |
unch |
7,002 |
0 |
+0 |
| Feb05 |
041208 |
97.540 |
97.540 |
97.535 |
97.535 |
-0.005 |
5,801 |
0 |
+0 |
| Mar05 |
041208 |
97.470 |
97.475 |
97.455 |
97.465 |
unch |
3,940 |
0 |
+0 |
| Apr05 |
041208 |
97.370 |
97.375 |
97.345 |
97.370 |
+0.005 |
3,707 |
0 |
+0 |
| May05 |
041208 |
97.200 |
97.225 |
97.200 |
97.215 |
+0.015 |
516 |
0 |
+0 |
| Total Volume and Open Interest |
24,673 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041208 |
99.92 |
99.93 |
99.92 |
99.92 |
unch |
35 |
18,992 |
-265 |
| Mar05 |
041208 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
54,527 |
+30 |
| Jun05 |
041208 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
51 |
31,811 |
+20 |
| Sep05 |
041208 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.01 |
36 |
7,574 |
-221 |
| Dec05 |
041208 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.02 |
437 |
5,406 |
+414 |
| Mar06 |
041208 |
99.73 |
99.73 |
99.73 |
99.73 |
+0.01 |
0 |
7,272 |
+2 |
| Jun06 |
041208 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
4,304 |
+0 |
| Sep06 |
041208 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
3,099 |
+0 |
| Dec06 |
041208 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041208 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
559 |
134,442 |
-25 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041208 |
99.91 |
99.91 |
99.90 |
99.91 |
+0.01 |
6,355 |
99,817 |
-1,190 |
| Jun05 |
041208 |
99.89 |
99.90 |
99.89 |
99.89 |
+0.00 |
3,655 |
86,946 |
-92 |
| Sep05 |
041208 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.01 |
405 |
44,437 |
-416 |
| Dec05 |
041208 |
99.81 |
99.81 |
99.81 |
99.81 |
+0.00 |
861 |
35,309 |
-375 |
| Mar06 |
041208 |
99.73 |
99.74 |
99.73 |
99.73 |
+0.01 |
366 |
28,239 |
+48 |
| Jun06 |
041208 |
99.65 |
99.65 |
99.64 |
99.64 |
+0.00 |
100 |
13,654 |
+358 |
| Sep06 |
041208 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.01 |
0 |
7,277 |
-35 |
| Dec06 |
041208 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.01 |
0 |
6,594 |
+0 |
| Total Volume and Open Interest |
15,287 |
394,781 |
-1,883 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041208 |
138.45 |
138.55 |
138.24 |
138.31 |
+0.02 |
3,967 |
39,430 |
+23,193 |
| Jun05 |
041208 |
138.31 |
138.31 |
138.31 |
138.31 |
+0.02 |
|
|
|
| Sep05 |
041208 |
138.31 |
138.31 |
138.31 |
138.31 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
3,967 |
39,430 |
-13,263 |
| Euro-Bund(EUREX) |
| Dec04 |
041208 |
119.16 |
119.23 |
119.05 |
119.16 |
-0.12 |
149,778 |
13,878 |
-424,982 |
| Mar05 |
041208 |
118.56 |
118.96 |
118.24 |
118.96 |
+0.32 |
1,113,214 |
1,097,604 |
+271,911 |
| Jun05 |
041208 |
117.40 |
117.99 |
117.40 |
117.99 |
+0.33 |
2,050 |
304 |
+46 |
| Total Volume and Open Interest |
1,265,042 |
1,111,786 |
-153,025 |
| Euro-Bobl(EUREX) |
| Dec04 |
041208 |
113.47 |
113.48 |
113.34 |
113.43 |
-0.09 |
98,668 |
43,311 |
-325,350 |
| Mar05 |
041208 |
113.32 |
113.50 |
113.08 |
113.50 |
+0.13 |
687,370 |
739,562 |
+194,983 |
| Jun05 |
041208 |
112.65 |
112.65 |
112.65 |
112.65 |
+0.13 |
1,296 |
800 |
+0 |
| Total Volume and Open Interest |
787,334 |
783,673 |
-130,367 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041208 |
97.830 |
97.835 |
97.830 |
97.835 |
unch |
666 |
8,894 |
-53 |
| Mar05 |
041208 |
97.820 |
97.825 |
97.810 |
97.815 |
-0.015 |
1,044 |
8,542 |
+273 |
| Jun05 |
041208 |
97.750 |
97.760 |
97.735 |
97.760 |
-0.010 |
176 |
6,106 |
+323 |
| Total Volume and Open Interest |
2,106 |
31,920 |
+886 |
| Long Gilt(LIFFE) |
| Dec04 |
041208 |
109~20 |
109~28 |
109~14 |
109~27 |
+0~06 |
7,084 |
30,841 |
-4,921 |
| Mar05 |
041208 |
111~05 |
111~17 |
110~29 |
111~12 |
+0~06 |
76,177 |
190,796 |
+5,460 |
| Total Volume and Open Interest |
83,261 |
221,637 |
+539 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041208 |
95.15 |
95.15 |
95.14 |
95.15 |
unch |
26,829 |
207,649 |
-7,326 |
| Mar05 |
041208 |
95.16 |
95.18 |
95.14 |
95.17 |
unch |
54,340 |
289,981 |
+3,409 |
| Jun05 |
041208 |
95.24 |
95.26 |
95.20 |
95.24 |
unch |
38,753 |
261,746 |
-5,510 |
| Sep05 |
041208 |
95.25 |
95.29 |
95.22 |
95.27 |
-0.01 |
30,598 |
217,505 |
+470 |
| Dec05 |
041208 |
95.25 |
95.30 |
95.21 |
95.27 |
-0.01 |
30,579 |
172,481 |
-3,844 |
| Mar06 |
041208 |
95.25 |
95.29 |
95.20 |
95.26 |
unch |
11,150 |
100,695 |
-1,158 |
| Total Volume and Open Interest |
206,161 |
1,469,340 |
-12,906 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041208 |
97.830 |
97.835 |
97.830 |
97.835 |
+0.005 |
50,179 |
637,626 |
-3,773 |
| Mar05 |
041208 |
97.825 |
97.835 |
97.805 |
97.825 |
-0.005 |
87,006 |
530,184 |
-2,466 |
| Jun05 |
041208 |
97.760 |
97.780 |
97.730 |
97.765 |
-0.005 |
99,231 |
594,726 |
-5,604 |
| Total Volume and Open Interest |
498,918 |
3,385,085 |
-5,621 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041208 |
94.60 |
94.61 |
94.59 |
94.60 |
-0.01 |
19,554 |
54,399 |
-15,863 |
| Mar05 |
041208 |
94.73 |
94.74 |
94.72 |
94.73 |
-0.01 |
24,462 |
295,229 |
-5,450 |
| Jun05 |
041208 |
94.76 |
94.77 |
94.74 |
94.77 |
+0.01 |
10,840 |
115,439 |
-4,310 |
| Sep05 |
041208 |
94.75 |
94.77 |
94.73 |
94.75 |
unch |
4,687 |
35,046 |
+1,263 |
| Dec05 |
041208 |
94.72 |
94.75 |
94.70 |
94.73 |
+0.01 |
1,320 |
21,444 |
+278 |
| Mar06 |
041208 |
94.66 |
94.70 |
94.66 |
94.70 |
+0.02 |
198 |
14,796 |
+146 |
| Jun06 |
041208 |
94.67 |
94.67 |
94.66 |
94.66 |
+0.02 |
50 |
10,514 |
-50 |
| Sep06 |
041208 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.01 |
0 |
6,576 |
+0 |
| Dec06 |
041208 |
94.59 |
94.59 |
94.58 |
94.58 |
+0.02 |
20 |
2,679 |
+20 |
| Mar07 |
041208 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.02 |
0 |
1,853 |
+0 |
| Total Volume and Open Interest |
61,131 |
561,348 |
-23,966 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041208 |
94.81 |
94.83 |
94.79 |
94.82 |
unch |
17,999 |
280,289 |
-22,302 |
| Mar05 |
041208 |
94.81 |
94.83 |
94.79 |
94.81 |
unch |
1,186 |
9,021 |
+318 |
| Total Volume and Open Interest |
19,185 |
289,310 |
-21,984 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041208 |
95.06 |
95.07 |
95.03 |
95.07 |
+0.01 |
49,305 |
473,191 |
-27,488 |
| Mar05 |
041208 |
95.06 |
95.07 |
95.05 |
95.07 |
unch |
6,693 |
43,565 |
+5,751 |
| Total Volume and Open Interest |
55,998 |
516,756 |
-21,737 |
| Gold(CMX) |
| Dec04 |
041208 |
444.5 |
450.0 |
434.0 |
437.2 |
-14.8 |
550 |
5,580 |
-320 |
| Feb05 |
041208 |
445.0 |
445.5 |
435.0 |
438.7 |
-15.0 |
32,598 |
255,106 |
-346 |
| Apr05 |
041208 |
446.5 |
446.5 |
436.5 |
440.7 |
-15.0 |
1,092 |
17,350 |
+641 |
| Jun05 |
041208 |
440.0 |
458.0 |
439.3 |
443.0 |
-15.0 |
799 |
27,022 |
+636 |
| Aug05 |
041208 |
445.0 |
446.5 |
445.0 |
445.3 |
-15.0 |
27 |
7,292 |
+10 |
| Oct05 |
041208 |
447.5 |
447.6 |
447.5 |
447.6 |
-15.1 |
0 |
3,370 |
+0 |
| Dec05 |
041208 |
457.5 |
457.5 |
446.0 |
449.9 |
-15.2 |
438 |
17,972 |
+277 |
| Feb06 |
041208 |
459.0 |
469.0 |
441.0 |
452.5 |
-15.3 |
0 |
843 |
+0 |
| Apr06 |
041208 |
455.0 |
455.0 |
455.0 |
455.0 |
-15.4 |
0 |
591 |
+0 |
| Jun06 |
041208 |
461.0 |
461.0 |
454.0 |
457.5 |
-15.5 |
0 |
8,589 |
+0 |
| Aug06 |
041208 |
460.2 |
460.2 |
460.2 |
460.2 |
-15.6 |
0 |
170 |
+0 |
| Oct06 |
041208 |
462.8 |
462.8 |
462.8 |
462.8 |
-15.7 |
|
|
|
| Total Volume and Open Interest |
35,508 |
353,244 |
+899 |
| Silver(CMX) |
| Dec04 |
041208 |
744.0 |
744.0 |
700.0 |
710.2 |
-73.6 |
461 |
993 |
-141 |
| Mar05 |
041208 |
740.0 |
745.0 |
703.0 |
714.5 |
-74.0 |
9,668 |
101,340 |
+730 |
| May05 |
041208 |
740.0 |
740.0 |
706.0 |
717.6 |
-74.2 |
75 |
6,722 |
+36 |
| Jul05 |
041208 |
745.0 |
745.0 |
712.5 |
720.6 |
-74.3 |
41 |
3,224 |
-3 |
| Sep05 |
041208 |
721.0 |
724.1 |
715.0 |
724.1 |
-74.0 |
0 |
631 |
-3 |
| Dec05 |
041208 |
765.0 |
765.0 |
710.0 |
727.5 |
-73.7 |
59 |
9,575 |
+8 |
| Mar06 |
041208 |
730.9 |
730.9 |
730.9 |
730.9 |
-73.4 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
10,398 |
125,722 |
+702 |
| Platinum(NYMEX) |
| Jan05 |
041208 |
852.0 |
853.0 |
813.0 |
834.1 |
-36.9 |
609 |
8,262 |
-90 |
| Apr05 |
041208 |
855.0 |
855.0 |
820.0 |
831.6 |
-36.9 |
12 |
780 |
+8 |
| Jul05 |
041208 |
828.6 |
828.6 |
828.6 |
828.6 |
|
|
|
|
| Palladium(NYMEX) |
| Dec04 |
041208 |
204.00 |
204.00 |
201.00 |
202.50 |
-5.95 |
151 |
627 |
-97 |
| Mar05 |
041208 |
206.00 |
206.00 |
200.10 |
203.75 |
-6.10 |
741 |
11,394 |
+116 |
| Jun05 |
041208 |
208.50 |
208.50 |
202.00 |
205.75 |
-6.10 |
1 |
123 |
+0 |
| Total Volume and Open Interest |
903 |
12,180 |
+19 |
| Copper(CMX) |
| Dec04 |
041208 |
137.50 |
138.30 |
136.00 |
137.55 |
-3.05 |
756 |
4,521 |
-283 |
| Mar05 |
041208 |
132.10 |
132.20 |
129.80 |
131.55 |
-3.65 |
9,749 |
59,165 |
-1,306 |
| May05 |
041208 |
129.00 |
129.00 |
127.40 |
128.75 |
-3.35 |
217 |
5,417 |
+60 |
| Jul05 |
041208 |
124.50 |
126.50 |
124.50 |
125.75 |
-2.70 |
123 |
4,603 |
+17 |
| Sep05 |
041208 |
121.00 |
124.00 |
121.00 |
122.55 |
-2.25 |
62 |
3,487 |
+43 |
| Total Volume and Open Interest |
11,375 |
90,604 |
-1,527 |
| Aluminum(CMX) |
| Dec04 |
041208 |
87.60 |
87.60 |
87.60 |
87.60 |
-1.20 |
65 |
570 |
-92 |
| Jan05 |
041208 |
87.50 |
87.60 |
87.50 |
87.60 |
-1.10 |
75 |
923 |
+24 |
| Feb05 |
041208 |
87.70 |
87.70 |
87.60 |
87.60 |
-1.00 |
0 |
651 |
+0 |
| Mar05 |
041208 |
87.50 |
87.50 |
87.50 |
87.50 |
-1.00 |
0 |
681 |
+0 |
| Apr05 |
041208 |
87.25 |
87.25 |
87.25 |
87.25 |
-1.00 |
0 |
486 |
+0 |
| May05 |
041208 |
86.95 |
86.95 |
86.95 |
86.95 |
-1.00 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
165 |
8,822 |
-54 |
| DJIA Index(CBOT) |
| Dec04 |
041208 |
10458 |
10514 |
10450 |
10507 |
+54 |
16,210 |
41,919 |
-6,291 |
| Mar05 |
041208 |
10470 |
10515 |
10460 |
10513 |
+54 |
9,187 |
10,499 |
+8,419 |
| Jun05 |
041208 |
10500 |
10533 |
10500 |
10533 |
+54 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
25,397 |
52,422 |
+2,128 |
| S & P 500(CME) |
| Dec04 |
041208 |
1178.50 |
1184.70 |
1176.80 |
1184.10 |
+6.40 |
92,054 |
422,111 |
-78,725 |
| Mar05 |
041208 |
1181.00 |
1186.50 |
1179.10 |
1186.30 |
+6.40 |
58,395 |
278,269 |
+34,166 |
| Jun05 |
041208 |
1189.80 |
1189.80 |
1189.80 |
1189.80 |
+6.40 |
323 |
9,007 |
+220 |
| Sep05 |
041208 |
1193.60 |
1193.60 |
1193.60 |
1193.60 |
+6.20 |
46 |
1,754 |
-2 |
| Total Volume and Open Interest |
150,820 |
711,286 |
-44,341 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041208 |
1177.25 |
1184.75 |
1176.00 |
1184.00 |
+6.25 |
802,914 |
905,647 |
-124,584 |
| Mar05 |
041208 |
1180.00 |
1186.75 |
1178.00 |
1186.25 |
+6.25 |
55,679 |
169,246 |
+41,543 |
| Total Volume and Open Interest |
858,593 |
1,074,893 |
-83,041 |
| NASDAQ 100(CME) |
| Dec04 |
041208 |
1595.50 |
1609.00 |
1589.00 |
1602.50 |
+9.50 |
18,429 |
79,394 |
-351 |
| Mar05 |
041208 |
1604.50 |
1616.50 |
1599.00 |
1611.00 |
+9.50 |
5,434 |
14,242 |
+5,341 |
| Jun05 |
041208 |
1620.00 |
1620.00 |
1620.00 |
1620.00 |
+9.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
23,863 |
93,641 |
+4,990 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041208 |
1592.50 |
1608.50 |
1588.00 |
1602.50 |
+9.50 |
378,076 |
407,361 |
-30,605 |
| Mar05 |
041208 |
1602.00 |
1617.00 |
1598.00 |
1611.00 |
+9.50 |
30,944 |
32,460 |
+25,658 |
| Total Volume and Open Interest |
409,020 |
439,821 |
-4,947 |
| S & P Midcap 400(CME) |
| Dec04 |
041208 |
634.50 |
639.40 |
633.75 |
639.40 |
+4.90 |
961 |
13,057 |
-261 |
| Mar05 |
041208 |
636.75 |
641.55 |
636.25 |
641.55 |
+4.90 |
641 |
1,733 |
+659 |
| Jun05 |
041208 |
641.55 |
641.55 |
640.85 |
641.55 |
+4.90 |
|
|
|
| Total Volume and Open Interest |
1,602 |
14,790 |
+398 |
| Russell 2000(CME) |
| Dec04 |
041208 |
626.50 |
632.30 |
625.00 |
632.30 |
+5.80 |
2,852 |
28,533 |
-550 |
| Mar05 |
041208 |
629.00 |
634.25 |
627.10 |
633.65 |
+5.55 |
1,693 |
3,315 |
+1,523 |
| Jun05 |
041208 |
633.65 |
633.65 |
633.65 |
633.65 |
+5.55 |
|
|
|
| Total Volume and Open Interest |
4,545 |
31,848 |
+973 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041208 |
625.70 |
632.70 |
624.10 |
632.30 |
+5.80 |
92,788 |
152,161 |
-12,509 |
| Mar05 |
041208 |
630.60 |
633.90 |
625.80 |
633.70 |
+5.60 |
3,996 |
4,503 |
+2,538 |
| 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 |
041208 |
10800 |
10950 |
10790 |
10900 |
+10 |
83,399 |
164,596 |
-15,194 |
| Mar05 |
041208 |
10810 |
10955 |
10780 |
10905 |
+20 |
79,002 |
39,522 |
+27,879 |
| Total Volume and Open Interest |
162,402 |
204,121 |
+12,685 |
| Nikkei 225(SGX) |
| Dec04 |
041208 |
10800 |
10950 |
10790 |
10900 |
+10 |
83,399 |
164,596 |
-15,194 |
| Mar05 |
041208 |
10810 |
10955 |
10780 |
10905 |
+20 |
79,002 |
39,522 |
+27,879 |
| Jun05 |
041208 |
10850 |
10850 |
10850 |
10850 |
+20 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
162,402 |
204,121 |
+12,685 |
| CAC 40(EURONEXT) |
| Dec04 |
041208 |
3758.0 |
3785.0 |
3752.0 |
3774.0 |
-14.5 |
52,115 |
498,528 |
+9,035 |
| Jan05 |
041208 |
3763.0 |
3788.0 |
3761.0 |
3780.5 |
-14.5 |
1,873 |
13,382 |
-498 |
| Feb05 |
041208 |
3786.0 |
3786.0 |
3786.0 |
3786.0 |
-14.5 |
|
|
|
| Total Volume and Open Interest |
54,765 |
523,668 |
+9,226 |
| Hang Seng Index(HKFE) |
| Dec04 |
041208 |
14172 |
14238 |
13978 |
13981 |
-279 |
36,315 |
129,412 |
+743 |
| Jan05 |
041208 |
14159 |
14234 |
13980 |
13990 |
-274 |
533 |
566 |
+112 |
| Total Volume and Open Interest |
36,956 |
132,705 |
+885 |
| DAX(EUREX) |
| Dec04 |
041208 |
4179.5 |
4221.0 |
4173.5 |
4217.5 |
+23.0 |
119,855 |
211,721 |
+3,289 |
| Mar05 |
041208 |
4204.0 |
4243.0 |
4197.5 |
4240.5 |
+23.0 |
9,205 |
16,949 |
+5,438 |
| Jun05 |
041208 |
4234.5 |
4264.0 |
4220.5 |
4263.5 |
+23.0 |
432 |
1,993 |
+46 |
| Total Volume and Open Interest |
129,492 |
230,663 |
+8,773 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041208 |
4702.00 |
4722.00 |
4696.50 |
4706.50 |
-25.00 |
75,810 |
421,610 |
-16,937 |
| Mar05 |
041208 |
4709.00 |
4721.00 |
4700.00 |
4708.00 |
-25.50 |
39,155 |
82,538 |
+22,713 |
| Jun05 |
041208 |
4722.50 |
4722.50 |
4722.50 |
4722.50 |
-25.00 |
0 |
16,842 |
+0 |
| Total Volume and Open Interest |
114,965 |
524,535 |
+5,776 |
| SPI 200(SFE) |
| Dec04 |
041208 |
3927.0 |
3929.0 |
3890.0 |
3890.0 |
-45.0 |
22,627 |
175,257 |
+7,543 |
| Mar05 |
041208 |
3940.0 |
3940.0 |
3901.0 |
3901.0 |
-46.0 |
9,784 |
18,692 |
+8,053 |
| Jun05 |
041208 |
3950.0 |
3950.0 |
3915.0 |
3915.0 |
-47.0 |
56 |
2,977 |
+8 |
| Total Volume and Open Interest |
32,533 |
202,115 |
+15,673 |
| GSCI(CME) |
| Dec04 |
041208 |
297.60 |
305.85 |
297.50 |
305.15 |
+2.20 |
2,976 |
15,203 |
-2,017 |
| Jan05 |
041208 |
299.50 |
309.60 |
299.50 |
307.50 |
+2.40 |
3,316 |
3,667 |
+3,350 |
| Feb05 |
041208 |
305.00 |
305.00 |
305.00 |
305.00 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
6,292 |
18,870 |
+1,333 |
| RJ/CRB Index(ICE) |
| Jan05 |
041208 |
275.00 |
278.00 |
274.25 |
276.50 |
-3.75 |
96 |
305 |
-12 |
| Feb05 |
041208 |
273.50 |
276.00 |
273.50 |
276.00 |
-3.75 |
1 |
118 |
+1 |
| Apr05 |
041208 |
276.75 |
276.75 |
276.25 |
276.25 |
-3.75 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
98 |
640 |
-11 |
|
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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