|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 14, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041214 |
546.50 |
551.00 |
542.00 |
550.25 |
+3.50 |
61,990 |
79,720 |
-2,636 |
| Mar05 |
041214 |
547.00 |
550.50 |
541.00 |
550.00 |
+4.00 |
32,740 |
90,237 |
+6,533 |
| May05 |
041214 |
550.00 |
554.00 |
545.50 |
553.00 |
+3.75 |
8,317 |
37,419 |
+2,103 |
| Jul05 |
041214 |
557.00 |
560.00 |
551.50 |
559.50 |
+4.00 |
8,297 |
28,592 |
+508 |
| Aug05 |
041214 |
555.50 |
562.00 |
555.50 |
562.00 |
+3.50 |
257 |
2,269 |
+116 |
| Sep05 |
041214 |
557.00 |
562.00 |
557.00 |
562.00 |
+2.75 |
17 |
765 |
+10 |
| Nov05 |
041214 |
569.00 |
572.50 |
564.50 |
572.00 |
+3.50 |
2,716 |
12,892 |
+229 |
| Total Volume and Open Interest |
114,381 |
251,992 |
+6,877 |
| Soybean Meal(CBOT) |
| Dec04 |
041214 |
168.00 |
168.00 |
163.50 |
164.80 |
-1.20 |
1,335 |
891 |
-329 |
| Jan05 |
041214 |
167.00 |
167.00 |
163.10 |
163.70 |
-1.20 |
18,099 |
29,970 |
-3,733 |
| Mar05 |
041214 |
168.00 |
169.00 |
164.10 |
165.10 |
-0.80 |
15,014 |
41,899 |
+261 |
| May05 |
041214 |
170.00 |
170.00 |
165.80 |
166.70 |
-0.30 |
3,109 |
18,893 |
-383 |
| Jul05 |
041214 |
172.00 |
172.00 |
168.30 |
169.20 |
-0.20 |
4,697 |
29,746 |
+296 |
| Aug05 |
041214 |
169.90 |
170.50 |
169.80 |
170.50 |
unch |
437 |
9,314 |
-23 |
| Sep05 |
041214 |
171.70 |
172.80 |
171.00 |
171.60 |
-0.10 |
59 |
6,079 |
-2 |
| Oct05 |
041214 |
173.00 |
173.30 |
172.00 |
172.30 |
-1.20 |
17 |
3,768 |
+11 |
| Total Volume and Open Interest |
43,345 |
146,661 |
-3,909 |
| Soybean Oil(CBOT) |
| Dec04 |
041214 |
20.15 |
20.20 |
20.15 |
20.18 |
+0.10 |
435 |
975 |
-373 |
| Jan05 |
041214 |
20.15 |
20.44 |
19.95 |
20.41 |
+0.34 |
16,956 |
37,740 |
-2,601 |
| Mar05 |
041214 |
20.30 |
20.50 |
20.06 |
20.46 |
+0.18 |
12,517 |
54,856 |
+1,945 |
| May05 |
041214 |
20.43 |
20.53 |
20.17 |
20.52 |
+0.24 |
1,980 |
20,633 |
+25 |
| Jul05 |
041214 |
20.55 |
20.65 |
20.28 |
20.58 |
+0.18 |
2,603 |
20,840 |
-159 |
| Aug05 |
041214 |
20.30 |
20.55 |
20.30 |
20.54 |
+0.16 |
301 |
6,020 |
+5 |
| Sep05 |
041214 |
20.60 |
20.60 |
20.30 |
20.47 |
+0.11 |
114 |
3,978 |
-17 |
| Oct05 |
041214 |
20.40 |
20.41 |
20.40 |
20.41 |
+0.21 |
15 |
2,847 |
+8 |
| Total Volume and Open Interest |
35,283 |
156,737 |
-1,300 |
| Canola(WCE) |
| Jan05 |
041214 |
280.0 |
282.7 |
280.0 |
282.4 |
+1.7 |
9,867 |
31,828 |
-3,785 |
| Mar05 |
041214 |
280.2 |
283.4 |
280.0 |
283.0 |
+2.2 |
7,050 |
24,030 |
+4,103 |
| May05 |
041214 |
287.2 |
287.2 |
287.2 |
287.2 |
+1.7 |
246 |
1,903 |
+229 |
| Jul05 |
041214 |
292.0 |
292.2 |
291.0 |
292.2 |
+0.7 |
185 |
1,773 |
+116 |
| Sep05 |
041214 |
296.0 |
296.0 |
296.0 |
296.0 |
unch |
5 |
5 |
+5 |
| Total Volume and Open Interest |
17,493 |
71,936 |
+53 |
| Corn(CBOT) |
| Dec04 |
041214 |
197.00 |
197.00 |
194.00 |
195.00 |
-2.25 |
3,037 |
2,582 |
-2,355 |
| Mar05 |
041214 |
204.00 |
206.25 |
203.75 |
206.00 |
+1.25 |
42,624 |
349,465 |
-544 |
| May05 |
041214 |
211.50 |
214.00 |
211.50 |
213.75 |
+1.25 |
4,494 |
83,265 |
+1,369 |
| Jul05 |
041214 |
219.25 |
221.25 |
218.75 |
221.00 |
+1.25 |
3,368 |
74,348 |
+606 |
| Sep05 |
041214 |
227.00 |
228.75 |
226.75 |
228.75 |
+1.25 |
462 |
21,427 |
+121 |
| Dec05 |
041214 |
236.25 |
238.25 |
236.00 |
238.00 |
+1.25 |
3,881 |
49,840 |
-1,142 |
| Total Volume and Open Interest |
58,090 |
585,509 |
-1,898 |
| Wheat(CBOT) |
| Dec04 |
041214 |
284.00 |
287.25 |
284.00 |
285.00 |
-1.75 |
177 |
187 |
+55 |
| Mar05 |
041214 |
298.00 |
302.00 |
296.00 |
301.00 |
+2.00 |
14,167 |
146,671 |
-676 |
| May05 |
041214 |
305.00 |
308.75 |
303.25 |
308.00 |
+2.25 |
530 |
15,274 |
+332 |
| Jul05 |
041214 |
311.00 |
315.50 |
309.75 |
314.75 |
+2.00 |
936 |
14,662 |
+360 |
| Sep05 |
041214 |
317.00 |
321.50 |
317.00 |
321.50 |
+2.00 |
38 |
576 |
-5 |
| Total Volume and Open Interest |
16,516 |
185,839 |
+268 |
| Wheat(KCBT) |
| Dec04 |
041214 |
349.50 |
349.50 |
349.50 |
349.50 |
-4.50 |
26 |
79 |
-99 |
| Mar05 |
041214 |
335.00 |
335.75 |
331.25 |
335.50 |
+0.25 |
3,972 |
51,584 |
+269 |
| May05 |
041214 |
328.50 |
330.00 |
326.25 |
330.00 |
+0.50 |
487 |
6,001 |
+72 |
| Jul05 |
041214 |
324.00 |
326.00 |
322.00 |
325.75 |
+1.00 |
655 |
8,961 |
-168 |
| Sep05 |
041214 |
329.00 |
331.00 |
329.00 |
331.00 |
+2.00 |
3 |
2,198 |
+0 |
| Total Volume and Open Interest |
5,143 |
70,132 |
+74 |
| Wheat(MGE) |
| Dec04 |
041214 |
335.00 |
335.00 |
335.00 |
335.00 |
unch |
20 |
2 |
-20 |
| Mar05 |
041214 |
348.50 |
349.00 |
345.00 |
348.00 |
-0.75 |
1,617 |
22,047 |
+584 |
| May05 |
041214 |
352.00 |
352.00 |
349.50 |
351.50 |
-0.50 |
183 |
6,977 |
+283 |
| Jul05 |
041214 |
352.00 |
353.00 |
350.50 |
352.75 |
unch |
70 |
3,047 |
-42 |
| Sep05 |
041214 |
348.00 |
349.00 |
348.00 |
349.00 |
+0.75 |
17 |
1,577 |
+263 |
| Total Volume and Open Interest |
1,887 |
34,135 |
+1,198 |
| Oats(CBOT) |
| Dec04 |
041214 |
175.00 |
175.00 |
175.00 |
175.00 |
+3.00 |
60 |
60 |
-12 |
| Mar05 |
041214 |
153.50 |
157.50 |
153.50 |
157.50 |
+2.50 |
465 |
5,947 |
+25 |
| May05 |
041214 |
153.50 |
155.50 |
153.25 |
155.00 |
-0.50 |
90 |
491 |
+42 |
| Jul05 |
041214 |
155.50 |
156.00 |
155.50 |
156.00 |
-0.50 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
615 |
6,591 |
+55 |
| Rough Rice(CBOT) |
| Jan05 |
041214 |
7.20 |
7.32 |
7.13 |
7.32 |
+0.11 |
314 |
2,653 |
-25 |
| Mar05 |
041214 |
7.37 |
7.51 |
7.31 |
7.51 |
+0.11 |
115 |
1,476 |
+39 |
| May05 |
041214 |
7.49 |
7.68 |
7.47 |
7.68 |
+0.09 |
15 |
261 |
+0 |
| Jul05 |
041214 |
7.86 |
7.86 |
7.86 |
7.86 |
+0.08 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
444 |
4,446 |
+14 |
| Live Cattle(CME) |
| Dec04 |
041214 |
86.100 |
86.100 |
85.100 |
85.175 |
-1.025 |
1,527 |
7,468 |
-289 |
| Feb05 |
041214 |
87.250 |
87.350 |
86.300 |
86.525 |
-0.925 |
5,923 |
68,133 |
+177 |
| Apr05 |
041214 |
84.700 |
84.700 |
83.925 |
84.025 |
-0.675 |
1,885 |
17,984 |
+44 |
| Jun05 |
041214 |
80.400 |
80.500 |
79.850 |
80.000 |
-0.600 |
634 |
10,319 |
+176 |
| Aug05 |
041214 |
79.650 |
79.650 |
79.150 |
79.350 |
-0.550 |
472 |
7,466 |
+35 |
| Oct05 |
041214 |
80.200 |
80.200 |
80.075 |
80.075 |
-0.425 |
75 |
4,460 |
+34 |
| Total Volume and Open Interest |
10,533 |
118,438 |
+185 |
| Feeder Cattle(CME) |
| Jan05 |
041214 |
101.300 |
101.400 |
100.200 |
100.300 |
-0.800 |
1,509 |
6,419 |
-158 |
| Mar05 |
041214 |
97.850 |
97.900 |
96.600 |
96.725 |
-1.000 |
819 |
4,714 |
+319 |
| Apr05 |
041214 |
96.450 |
96.450 |
95.400 |
95.475 |
-1.075 |
159 |
1,816 |
-68 |
| May05 |
041214 |
96.000 |
96.000 |
95.400 |
95.550 |
-0.600 |
73 |
2,070 |
-4 |
| Aug05 |
041214 |
98.075 |
98.075 |
97.500 |
97.600 |
-0.900 |
18 |
590 |
+14 |
| Sep05 |
041214 |
97.000 |
97.000 |
97.000 |
97.000 |
-1.000 |
0 |
14 |
+0 |
| Oct05 |
041214 |
97.300 |
97.300 |
97.300 |
97.300 |
-0.700 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,584 |
15,632 |
+103 |
| Lean Hogs(CME) |
| Dec04 |
041214 |
74.550 |
74.550 |
74.100 |
74.400 |
-0.075 |
2,452 |
6,264 |
-1,061 |
| Feb05 |
041214 |
71.700 |
71.950 |
70.850 |
71.250 |
-0.925 |
6,023 |
60,595 |
+148 |
| Apr05 |
041214 |
70.100 |
70.200 |
69.350 |
70.050 |
-0.475 |
1,717 |
15,905 |
+202 |
| May05 |
041214 |
70.250 |
70.550 |
69.850 |
70.450 |
-0.500 |
111 |
2,499 |
+23 |
| Jun05 |
041214 |
72.600 |
72.600 |
71.700 |
72.375 |
-0.650 |
432 |
8,390 |
+12 |
| Jul05 |
041214 |
68.950 |
68.950 |
68.150 |
68.500 |
-0.825 |
80 |
2,195 |
+41 |
| Aug05 |
041214 |
64.750 |
64.750 |
64.000 |
64.200 |
-1.000 |
45 |
1,802 |
+14 |
| Oct05 |
041214 |
57.800 |
58.000 |
57.250 |
57.700 |
-0.400 |
12 |
706 |
+5 |
| Total Volume and Open Interest |
10,883 |
98,671 |
-610 |
| Pork Bellies(CME) |
| Feb05 |
041214 |
98.000 |
98.100 |
96.800 |
97.500 |
-0.600 |
313 |
1,739 |
-17 |
| Mar05 |
041214 |
97.050 |
97.050 |
97.050 |
97.050 |
-0.500 |
0 |
91 |
+0 |
| May05 |
041214 |
98.050 |
98.050 |
98.050 |
98.050 |
-0.200 |
0 |
68 |
+0 |
| Jul05 |
041214 |
100.875 |
100.875 |
100.875 |
100.875 |
-0.025 |
0 |
18 |
+0 |
| Aug05 |
041214 |
99.500 |
99.500 |
99.300 |
99.300 |
-0.200 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
313 |
1,918 |
-17 |
| Class III Milk(CME) |
| Dec04 |
041214 |
16.34 |
16.40 |
16.31 |
16.40 |
unch |
142 |
4,738 |
+52 |
| Jan05 |
041214 |
13.10 |
13.40 |
13.01 |
13.37 |
+0.22 |
635 |
3,255 |
-46 |
| Feb05 |
041214 |
12.69 |
13.10 |
12.67 |
13.10 |
+0.41 |
373 |
2,676 |
+129 |
| Mar05 |
041214 |
12.65 |
12.74 |
12.62 |
12.70 |
+0.09 |
120 |
2,622 |
-18 |
| Apr05 |
041214 |
12.75 |
12.77 |
12.72 |
12.77 |
unch |
118 |
1,577 |
-23 |
| Total Volume and Open Interest |
1,560 |
22,553 |
+162 |
| Cocoa(ICE) |
| Dec04 |
041214 |
1656 |
1656 |
1613 |
1613 |
-34 |
1 |
6 |
-1 |
| Mar05 |
041214 |
1610 |
1619 |
1592 |
1598 |
-9 |
4,888 |
48,319 |
-906 |
| May05 |
041214 |
1614 |
1620 |
1599 |
1601 |
-10 |
147 |
14,010 |
-110 |
| Jul05 |
041214 |
1604 |
1604 |
1604 |
1604 |
-10 |
254 |
11,690 |
-1 |
| Sep05 |
041214 |
1627 |
1627 |
1604 |
1607 |
-10 |
134 |
10,694 |
+69 |
| Dec05 |
041214 |
1609 |
1609 |
1609 |
1609 |
-10 |
105 |
9,412 |
+95 |
| Mar06 |
041214 |
1622 |
1622 |
1610 |
1610 |
-10 |
0 |
11,962 |
+0 |
| Total Volume and Open Interest |
5,529 |
119,138 |
-854 |
| Coffee "C"(ICE) |
| Dec04 |
041214 |
91.00 |
92.40 |
91.00 |
91.70 |
+0.30 |
69 |
266 |
-21 |
| Mar05 |
041214 |
93.10 |
95.00 |
93.05 |
94.05 |
+0.15 |
12,475 |
84,060 |
-2,856 |
| May05 |
041214 |
95.50 |
97.00 |
95.30 |
96.15 |
+0.15 |
1,832 |
11,310 |
+24 |
| Jul05 |
041214 |
97.20 |
98.80 |
97.20 |
98.00 |
+0.15 |
1,333 |
3,976 |
+118 |
| Sep05 |
041214 |
99.00 |
100.50 |
99.00 |
99.70 |
+0.15 |
464 |
3,785 |
+299 |
| Dec05 |
041214 |
101.50 |
102.35 |
101.50 |
102.35 |
+0.15 |
21 |
1,057 |
-5 |
| Total Volume and Open Interest |
16,211 |
105,082 |
-2,430 |
| Orange Juice(ICE) |
| Jan05 |
041214 |
83.60 |
83.80 |
81.60 |
81.75 |
-1.60 |
3,155 |
12,395 |
-485 |
| Mar05 |
041214 |
84.65 |
84.70 |
82.60 |
82.85 |
-1.00 |
2,779 |
16,693 |
-455 |
| May05 |
041214 |
85.65 |
86.00 |
84.75 |
84.95 |
-1.05 |
104 |
7,777 |
-37 |
| Jul05 |
041214 |
86.00 |
87.00 |
86.00 |
87.00 |
-0.50 |
38 |
707 |
+0 |
| Sep05 |
041214 |
88.25 |
88.25 |
88.25 |
88.25 |
-0.50 |
0 |
94 |
+0 |
| Nov05 |
041214 |
89.50 |
89.50 |
89.50 |
89.50 |
-0.50 |
26 |
569 |
+0 |
| Total Volume and Open Interest |
6,076 |
38,362 |
-977 |
| Sugar #11(ICE) |
| Mar05 |
041214 |
8.69 |
8.69 |
8.55 |
8.59 |
-0.12 |
14,621 |
210,980 |
-687 |
| May05 |
041214 |
8.87 |
8.88 |
8.79 |
8.83 |
-0.09 |
1,929 |
44,783 |
+43 |
| Jul05 |
041214 |
8.77 |
8.82 |
8.72 |
8.81 |
unch |
940 |
26,250 |
-148 |
| Oct05 |
041214 |
8.77 |
8.84 |
8.74 |
8.84 |
+0.02 |
1,147 |
22,324 |
-427 |
| Mar06 |
041214 |
8.85 |
8.92 |
8.85 |
8.92 |
+0.02 |
123 |
9,882 |
-208 |
| Total Volume and Open Interest |
19,059 |
319,434 |
-1,216 |
| Sugar #14(ICE) |
| Mar05 |
041214 |
20.65 |
20.77 |
20.65 |
20.77 |
+0.09 |
87 |
4,143 |
-125 |
| May05 |
041214 |
20.70 |
20.75 |
20.70 |
20.75 |
+0.03 |
55 |
2,201 |
-25 |
| Jul05 |
041214 |
20.95 |
20.96 |
20.95 |
20.96 |
+0.01 |
38 |
1,668 |
-7 |
| Sep05 |
041214 |
20.96 |
20.97 |
20.96 |
20.97 |
+0.01 |
152 |
2,410 |
+11 |
| Nov05 |
041214 |
20.90 |
20.90 |
20.85 |
20.85 |
-0.07 |
24 |
686 |
+24 |
| Total Volume and Open Interest |
356 |
11,192 |
-122 |
| London Cocoa(LCE) |
| Dec04 |
041214 |
849 |
852 |
846 |
848 |
-5 |
7,929 |
11,468 |
-3,699 |
| Mar05 |
041214 |
866 |
871 |
861 |
863 |
-6 |
6,535 |
65,094 |
+399 |
| May05 |
041214 |
879 |
880 |
873 |
874 |
-5 |
1,083 |
21,540 |
+281 |
| Jul05 |
041214 |
897 |
900 |
893 |
894 |
-5 |
576 |
21,672 |
+203 |
| Sep05 |
041214 |
909 |
914 |
907 |
908 |
-5 |
388 |
42,988 |
+176 |
| Dec05 |
041214 |
905 |
905 |
898 |
900 |
-4 |
725 |
37,037 |
+311 |
| Mar06 |
041214 |
910 |
915 |
908 |
909 |
-3 |
236 |
7,882 |
+121 |
| Total Volume and Open Interest |
17,559 |
209,247 |
-2,146 |
| London Coffee(LCE) |
| Jan05 |
041214 |
713.00 |
714.00 |
704.00 |
713.00 |
-1.00 |
3,413 |
28,195 |
-2,276 |
| Mar05 |
041214 |
738.00 |
742.00 |
730.00 |
740.00 |
-1.00 |
5,126 |
55,286 |
-260 |
| May05 |
041214 |
755.00 |
760.00 |
750.00 |
760.00 |
+1.00 |
1,263 |
40,204 |
+676 |
| Jul05 |
041214 |
776.00 |
777.00 |
769.00 |
777.00 |
-1.00 |
312 |
12,384 |
+147 |
| Sep05 |
041214 |
793.00 |
794.00 |
785.00 |
794.00 |
-1.00 |
370 |
6,248 |
+121 |
| Nov05 |
041214 |
805.00 |
809.00 |
801.00 |
809.00 |
-1.00 |
0 |
2,029 |
+0 |
| Total Volume and Open Interest |
10,484 |
145,256 |
-1,592 |
| London Sugar(LCE) |
| Mar05 |
041214 |
250.00 |
250.00 |
245.00 |
245.50 |
-4.20 |
1,516 |
24,401 |
+426 |
| May05 |
041214 |
260.00 |
260.20 |
257.00 |
258.10 |
-2.10 |
349 |
11,273 |
+6 |
| Aug05 |
041214 |
259.50 |
260.00 |
258.00 |
258.50 |
-1.70 |
159 |
6,288 |
+45 |
| Oct05 |
041214 |
258.70 |
259.00 |
257.90 |
258.50 |
-1.70 |
49 |
3,686 |
+21 |
| Dec05 |
041214 |
259.30 |
259.30 |
257.80 |
258.50 |
-1.70 |
21 |
1,795 |
+21 |
| Total Volume and Open Interest |
2,099 |
49,019 |
+522 |
| Cotton(ICE) |
| Mar05 |
041214 |
43.20 |
43.55 |
42.60 |
42.63 |
-0.59 |
5,623 |
57,137 |
-944 |
| May05 |
041214 |
43.50 |
43.80 |
43.01 |
43.02 |
-0.38 |
1,012 |
9,867 |
+54 |
| Jul05 |
041214 |
44.25 |
44.45 |
43.70 |
43.74 |
-0.53 |
683 |
10,535 |
+141 |
| Oct05 |
041214 |
45.90 |
45.90 |
45.50 |
45.50 |
-0.30 |
3 |
274 |
+0 |
| Dec05 |
041214 |
47.00 |
47.01 |
46.50 |
46.50 |
-0.30 |
55 |
6,346 |
+1 |
| Mar06 |
041214 |
48.50 |
48.50 |
48.50 |
48.50 |
-0.30 |
4 |
892 |
+0 |
| Total Volume and Open Interest |
7,373 |
85,507 |
-748 |
| Lumber(CME) |
| Jan05 |
041214 |
330.5 |
334.8 |
324.2 |
331.4 |
+0.9 |
758 |
2,351 |
-49 |
| Mar05 |
041214 |
346.1 |
347.2 |
338.2 |
345.5 |
+1.4 |
164 |
763 |
+11 |
| May05 |
041214 |
345.0 |
351.2 |
344.0 |
350.0 |
+3.2 |
50 |
245 |
+12 |
| Jul05 |
041214 |
350.0 |
356.8 |
350.0 |
356.8 |
+4.0 |
7 |
64 |
+5 |
| Total Volume and Open Interest |
984 |
3,428 |
-21 |
| Crude Oil(NYM) |
| Jan05 |
041214 |
41.40 |
41.89 |
40.92 |
41.82 |
+0.81 |
95,852 |
98,224 |
-18,132 |
| Feb05 |
041214 |
42.20 |
42.50 |
41.70 |
42.45 |
+0.62 |
67,508 |
138,656 |
+10,208 |
| Mar05 |
041214 |
42.50 |
42.80 |
41.90 |
42.68 |
+0.54 |
27,083 |
71,298 |
+1,364 |
| Apr05 |
041214 |
42.55 |
42.63 |
42.15 |
42.63 |
+0.47 |
11,279 |
35,732 |
-1,144 |
| May05 |
041214 |
42.40 |
42.43 |
42.00 |
42.43 |
+0.42 |
6,598 |
22,207 |
+853 |
| Jun05 |
041214 |
42.05 |
42.18 |
41.70 |
42.18 |
+0.36 |
6,548 |
34,955 |
+822 |
| Jul05 |
041214 |
41.75 |
41.96 |
41.70 |
41.96 |
+0.34 |
763 |
16,829 |
-59 |
| Aug05 |
041214 |
41.50 |
41.77 |
41.50 |
41.77 |
+0.32 |
447 |
11,203 |
+153 |
| Sep05 |
041214 |
41.45 |
41.58 |
41.35 |
41.58 |
+0.30 |
453 |
11,941 |
-17 |
| Oct05 |
041214 |
41.39 |
41.39 |
41.39 |
41.39 |
+0.27 |
5 |
7,016 |
+0 |
| Nov05 |
041214 |
41.21 |
41.21 |
41.21 |
41.21 |
+0.25 |
100 |
13,497 |
-100 |
| Dec05 |
041214 |
41.00 |
41.04 |
40.80 |
41.04 |
+0.23 |
3,413 |
54,657 |
-305 |
| Jan06 |
041214 |
40.65 |
40.83 |
40.65 |
40.83 |
+0.22 |
200 |
8,972 |
+85 |
| Feb06 |
041214 |
40.64 |
40.64 |
40.64 |
40.64 |
+0.21 |
20 |
4,855 |
+0 |
| Mar06 |
041214 |
40.48 |
40.48 |
40.48 |
40.48 |
+0.20 |
100 |
9,066 |
+100 |
| Apr06 |
041214 |
40.36 |
40.36 |
40.36 |
40.36 |
+0.19 |
0 |
4,866 |
+0 |
| Total Volume and Open Interest |
224,896 |
690,794 |
-5,007 |
| Heating Oil(NYM) |
| Jan05 |
041214 |
127.70 |
131.50 |
127.00 |
130.45 |
+4.75 |
27,085 |
40,555 |
-4,601 |
| Feb05 |
041214 |
129.00 |
131.70 |
128.00 |
130.86 |
+3.87 |
14,784 |
46,608 |
+1,745 |
| Mar05 |
041214 |
126.00 |
127.80 |
125.20 |
127.06 |
+2.82 |
4,251 |
24,181 |
+1,165 |
| Apr05 |
041214 |
118.75 |
120.10 |
118.00 |
119.81 |
+2.12 |
2,059 |
10,419 |
+231 |
| May05 |
041214 |
116.00 |
117.00 |
114.25 |
115.26 |
+1.82 |
618 |
6,430 |
+200 |
| Jun05 |
041214 |
112.60 |
113.50 |
112.00 |
112.86 |
+1.57 |
1,242 |
7,853 |
-137 |
| Jul05 |
041214 |
112.00 |
113.10 |
112.00 |
112.36 |
+1.42 |
1,568 |
4,824 |
-426 |
| Aug05 |
041214 |
112.60 |
113.75 |
112.00 |
112.46 |
+1.37 |
33 |
2,448 |
+0 |
| Sep05 |
041214 |
113.40 |
113.70 |
113.16 |
113.16 |
+1.32 |
148 |
3,358 |
+3 |
| Oct05 |
041214 |
114.25 |
114.90 |
113.96 |
113.96 |
+1.32 |
54 |
587 |
+49 |
| Nov05 |
041214 |
115.80 |
115.80 |
114.76 |
114.76 |
+1.27 |
4 |
877 |
+3 |
| Dec05 |
041214 |
115.61 |
115.61 |
115.61 |
115.61 |
+1.27 |
341 |
8,030 |
+61 |
| Total Volume and Open Interest |
52,604 |
160,103 |
-1,553 |
| Gasoline(NYMEX) |
| Jan05 |
041214 |
110.90 |
111.60 |
109.00 |
110.99 |
+0.87 |
31,897 |
40,026 |
-4,390 |
| Feb05 |
041214 |
114.20 |
114.50 |
112.30 |
114.27 |
+0.89 |
17,467 |
38,297 |
+3,897 |
| Mar05 |
041214 |
116.00 |
116.05 |
114.90 |
116.00 |
+0.92 |
2,795 |
16,105 |
+570 |
| Apr05 |
041214 |
123.00 |
123.50 |
122.00 |
123.50 |
+0.92 |
2,044 |
21,923 |
+576 |
| May05 |
041214 |
123.40 |
123.75 |
123.00 |
123.75 |
+0.92 |
1,476 |
15,205 |
+812 |
| Jun05 |
041214 |
122.38 |
123.30 |
122.38 |
123.30 |
+0.92 |
144 |
8,776 |
+59 |
| Jul05 |
041214 |
121.90 |
121.90 |
121.90 |
121.90 |
+0.92 |
69 |
3,956 |
-3 |
| Aug05 |
041214 |
118.63 |
119.65 |
118.63 |
119.65 |
+1.02 |
72 |
4,133 |
+34 |
| Sep05 |
041214 |
115.73 |
116.85 |
115.73 |
116.85 |
+1.12 |
122 |
6,562 |
-87 |
| Oct05 |
041214 |
113.15 |
113.15 |
113.15 |
113.15 |
+1.22 |
100 |
2,706 |
+14 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041214 |
7.270 |
7.350 |
7.080 |
7.333 |
+0.167 |
30,507 |
41,070 |
-4,323 |
| Feb05 |
041214 |
7.410 |
7.480 |
7.220 |
7.458 |
+0.160 |
11,710 |
49,651 |
+2,821 |
| Mar05 |
041214 |
7.360 |
7.420 |
7.180 |
7.380 |
+0.125 |
7,656 |
40,870 |
+1,776 |
| Apr05 |
041214 |
6.660 |
6.700 |
6.590 |
6.665 |
+0.060 |
3,729 |
22,263 |
-260 |
| May05 |
041214 |
6.600 |
6.620 |
6.530 |
6.595 |
+0.065 |
1,601 |
20,607 |
+198 |
| Jun05 |
041214 |
6.650 |
6.650 |
6.560 |
6.635 |
+0.064 |
924 |
12,255 |
-164 |
| Jul05 |
041214 |
6.660 |
6.700 |
6.600 |
6.679 |
+0.063 |
199 |
15,632 |
-14 |
| Aug05 |
041214 |
6.680 |
6.710 |
6.620 |
6.699 |
+0.060 |
442 |
11,581 |
+34 |
| Sep05 |
041214 |
6.655 |
6.700 |
6.600 |
6.669 |
+0.060 |
310 |
11,542 |
+50 |
| Oct05 |
041214 |
6.650 |
6.705 |
6.620 |
6.689 |
+0.060 |
665 |
22,735 |
+270 |
| Nov05 |
041214 |
7.000 |
7.000 |
6.880 |
6.974 |
+0.057 |
139 |
10,253 |
-12 |
| Dec05 |
041214 |
7.300 |
7.300 |
7.210 |
7.264 |
+0.054 |
216 |
15,493 |
+80 |
| Jan06 |
041214 |
7.490 |
7.490 |
7.440 |
7.469 |
+0.051 |
458 |
14,591 |
-40 |
| Feb06 |
041214 |
7.450 |
7.500 |
7.400 |
7.449 |
+0.051 |
325 |
8,998 |
+217 |
| Mar06 |
041214 |
7.220 |
7.250 |
7.219 |
7.219 |
+0.041 |
670 |
11,132 |
-135 |
| Apr06 |
041214 |
6.330 |
6.330 |
6.219 |
6.219 |
-0.059 |
605 |
9,488 |
+445 |
| Total Volume and Open Interest |
61,032 |
389,929 |
+904 |
| Brent Crude Oil(ICE) |
| Jan05 |
041214 |
38.40 |
39.30 |
38.20 |
39.25 |
+1.41 |
26,961 |
34,317 |
-4,135 |
| Feb05 |
041214 |
38.89 |
39.50 |
38.66 |
39.45 |
+0.87 |
41,076 |
68,256 |
+4,104 |
| Mar05 |
041214 |
39.30 |
39.69 |
39.00 |
39.69 |
+0.61 |
11,877 |
64,555 |
+8,111 |
| Apr05 |
041214 |
39.42 |
39.72 |
39.06 |
39.72 |
+0.54 |
1,848 |
20,030 |
-179 |
| May05 |
041214 |
39.37 |
39.63 |
39.04 |
39.63 |
+0.47 |
893 |
9,878 |
+213 |
| Jun05 |
041214 |
39.31 |
39.55 |
39.24 |
39.55 |
+0.43 |
2,772 |
16,259 |
+674 |
| Jul05 |
041214 |
39.40 |
39.40 |
39.40 |
39.40 |
+0.40 |
200 |
6,294 |
+150 |
| Aug05 |
041214 |
39.25 |
39.25 |
39.25 |
39.25 |
+0.37 |
0 |
3,693 |
+0 |
| Sep05 |
041214 |
38.60 |
39.10 |
38.60 |
39.10 |
+0.34 |
250 |
6,606 |
-21 |
| Oct05 |
041214 |
38.95 |
38.95 |
38.95 |
38.95 |
+0.31 |
0 |
2,900 |
+0 |
| Nov05 |
041214 |
38.80 |
38.80 |
38.80 |
38.80 |
+0.28 |
0 |
3,522 |
+0 |
| Dec05 |
041214 |
38.50 |
38.65 |
38.14 |
38.65 |
+0.25 |
1,100 |
36,737 |
+758 |
| Total Volume and Open Interest |
86,977 |
329,439 |
+9,694 |
| Gas Oil(ICE) |
| Jan05 |
041214 |
380.00 |
385.50 |
375.00 |
382.00 |
+3.75 |
15,055 |
54,476 |
-1,156 |
| Feb05 |
041214 |
374.25 |
381.75 |
372.25 |
379.00 |
+4.00 |
7,251 |
29,537 |
+283 |
| Mar05 |
041214 |
366.50 |
370.50 |
364.75 |
370.50 |
+4.00 |
1,322 |
8,990 |
+860 |
| Apr05 |
041214 |
357.00 |
362.00 |
356.25 |
362.00 |
+3.75 |
753 |
8,398 |
+180 |
| May05 |
041214 |
352.00 |
357.00 |
351.50 |
357.00 |
+2.75 |
60 |
4,382 |
+118 |
| Jun05 |
041214 |
351.50 |
355.00 |
350.50 |
355.00 |
+2.50 |
1,134 |
14,688 |
-380 |
| Jul05 |
041214 |
354.50 |
354.50 |
354.50 |
354.50 |
+2.50 |
0 |
1,419 |
+95 |
| Aug05 |
041214 |
354.25 |
354.25 |
354.25 |
354.25 |
+2.50 |
0 |
1,546 |
+10 |
| Sep05 |
041214 |
354.00 |
354.00 |
354.00 |
354.00 |
+2.50 |
0 |
5,469 |
+155 |
| Oct05 |
041214 |
353.00 |
353.00 |
353.00 |
353.00 |
+2.50 |
0 |
1,050 |
+0 |
| Total Volume and Open Interest |
25,575 |
156,278 |
+165 |
| US Dollar Index(ICE) |
| Mar05 |
041214 |
82.310 |
82.680 |
82.150 |
82.440 |
+0.210 |
1,287 |
22,792 |
-154 |
| Jun05 |
041214 |
82.580 |
82.580 |
82.500 |
82.500 |
+0.210 |
12 |
2,018 |
+2 |
| Sep05 |
041214 |
82.560 |
82.560 |
82.560 |
82.560 |
+0.210 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
1,299 |
24,841 |
-1,338 |
| Australian Dollar(CME) |
| Dec04 |
041213 |
75.70 |
75.81 |
75.65 |
75.68 |
+0.54 |
1,827 |
33,886 |
-3,140 |
| Mar05 |
041214 |
75.54 |
75.70 |
74.85 |
75.11 |
-0.25 |
2,195 |
55,462 |
-1,334 |
| Jun05 |
041214 |
74.65 |
74.65 |
74.65 |
74.65 |
-0.25 |
23 |
337 |
-5 |
| Total Volume and Open Interest |
3,010 |
89,621 |
-1,826 |
| British Pound(CME) |
| Dec04 |
041213 |
191.85 |
191.85 |
191.70 |
191.74 |
+0.11 |
1,952 |
35,940 |
-5,324 |
| Mar05 |
041214 |
191.53 |
191.90 |
191.05 |
191.73 |
+0.10 |
2,630 |
76,680 |
+878 |
| Jun05 |
041214 |
190.83 |
190.83 |
190.83 |
190.83 |
+0.10 |
3 |
13 |
+2 |
| Total Volume and Open Interest |
3,602 |
112,175 |
+399 |
| Canadian Dollar(CME) |
| Dec04 |
041214 |
81.30 |
81.30 |
80.73 |
80.75 |
-0.72 |
594 |
37,140 |
-1,028 |
| Mar05 |
041214 |
81.30 |
81.33 |
80.55 |
80.97 |
-0.48 |
4,367 |
59,368 |
+1,086 |
| Jun05 |
041214 |
81.25 |
81.25 |
80.65 |
81.01 |
-0.48 |
68 |
2,584 |
+26 |
| Sep05 |
041214 |
80.80 |
81.09 |
80.78 |
81.09 |
-0.48 |
20 |
735 |
+0 |
| Total Volume and Open Interest |
5,052 |
100,285 |
+84 |
| Japanese Yen(CME) |
| Dec04 |
041213 |
95.40 |
95.40 |
95.30 |
95.40 |
+0.31 |
3,241 |
76,803 |
-5,826 |
| Mar05 |
041214 |
95.84 |
96.00 |
95.11 |
95.37 |
-0.77 |
4,733 |
126,300 |
-1,351 |
| Jun05 |
041214 |
96.05 |
96.05 |
96.05 |
96.05 |
-0.77 |
5 |
20,043 |
+3 |
| Total Volume and Open Interest |
5,946 |
221,718 |
-2,903 |
| Swiss Franc(CME) |
| Dec04 |
041213 |
86.42 |
86.50 |
86.42 |
86.50 |
+0.30 |
2,421 |
42,317 |
-3,661 |
| Mar05 |
041214 |
87.01 |
87.20 |
86.65 |
87.04 |
-0.12 |
3,101 |
57,499 |
+503 |
| Jun05 |
041214 |
87.43 |
87.43 |
87.43 |
87.43 |
-0.12 |
0 |
72 |
+0 |
| Total Volume and Open Interest |
3,595 |
99,678 |
+227 |
| EuroFX(CME) |
| Dec04 |
041213 |
132.77 |
132.87 |
132.60 |
132.84 |
+0.48 |
14,902 |
107,719 |
-16,914 |
| Mar05 |
041214 |
133.25 |
133.45 |
132.69 |
133.13 |
-0.21 |
8,125 |
122,896 |
+2,097 |
| Jun05 |
041214 |
133.57 |
133.57 |
132.95 |
133.34 |
-0.21 |
307 |
964 |
+71 |
| Total Volume and Open Interest |
10,754 |
224,840 |
-5,123 |
| Mexican Peso(CME) |
| Dec04 |
041213 |
884.5 |
885.0 |
881.5 |
883.5 |
+1.8 |
12,065 |
40,533 |
-1,070 |
| Jan05 |
041214 |
882.2 |
882.2 |
882.0 |
882.2 |
+0.2 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
10,131 |
83,360 |
-40,955 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041214 |
113~270 |
114~080 |
113~140 |
114~040 |
+0~110 |
33,305 |
75,127 |
-23,104 |
| Mar05 |
041214 |
112~270 |
113~100 |
112~140 |
113~060 |
+0~110 |
188,630 |
554,332 |
+16,309 |
| Jun05 |
041214 |
111~210 |
112~120 |
111~210 |
112~100 |
+0~110 |
2,049 |
7,995 |
+61 |
| Total Volume and Open Interest |
223,989 |
637,604 |
-6,729 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041214 |
112~300 |
113~040 |
112~225 |
113~020 |
+0~035 |
37,952 |
99,767 |
-18,474 |
| Mar05 |
041214 |
112~140 |
112~210 |
112~055 |
112~185 |
+0~050 |
547,326 |
1,554,393 |
+9,095 |
| Jun05 |
041214 |
111~110 |
111~225 |
111~105 |
111~220 |
+0~050 |
48 |
12,653 |
+15 |
| Total Volume and Open Interest |
585,326 |
1,666,814 |
-9,364 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041214 |
110~086 |
110~108 |
110~080 |
110~108 |
+0~014 |
35,761 |
257,752 |
-33,315 |
| Mar05 |
041214 |
109~090 |
109~120 |
109~080 |
109~116 |
+0~014 |
279,165 |
1,208,089 |
-22,120 |
| Jun05 |
041214 |
109~032 |
109~058 |
109~032 |
109~058 |
+0~014 |
1 |
6,027 |
+21 |
| Total Volume and Open Interest |
314,927 |
6,027 |
+21 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041214 |
105~030 |
105~035 |
105~030 |
105~034 |
unch |
35 |
21,868 |
-4,085 |
| Mar05 |
041214 |
104~111 |
104~116 |
104~109 |
104~115 |
unch |
1,029 |
218,272 |
-1,568 |
| Total Volume and Open Interest |
1,064 |
240,140 |
-5,653 |
| Eurodollars(CME) |
| Mar05 |
041214 |
97.105 |
97.125 |
97.095 |
97.120 |
unch |
45,410 |
1,040,496 |
+39,568 |
| Jun05 |
041214 |
96.865 |
96.890 |
96.850 |
96.885 |
unch |
29,814 |
1,058,632 |
+19,024 |
| Sep05 |
041214 |
96.670 |
96.690 |
96.655 |
96.680 |
-0.010 |
34,289 |
858,359 |
+32,262 |
| Dec05 |
041214 |
96.510 |
96.530 |
96.485 |
96.525 |
-0.005 |
34,553 |
667,605 |
+51,157 |
| Mar06 |
041214 |
96.405 |
96.415 |
96.375 |
96.410 |
-0.010 |
17,796 |
548,182 |
+286 |
| Jun06 |
041214 |
96.305 |
96.320 |
96.280 |
96.315 |
-0.005 |
17,548 |
375,437 |
+2,180 |
| Sep06 |
041214 |
96.210 |
96.230 |
96.190 |
96.230 |
unch |
14,966 |
289,752 |
+4,496 |
| Dec06 |
041214 |
96.115 |
96.135 |
96.085 |
96.130 |
unch |
30,098 |
228,123 |
+12,402 |
| Mar07 |
041214 |
96.035 |
96.065 |
96.010 |
96.060 |
+0.005 |
7,716 |
176,833 |
-759 |
| Jun07 |
041214 |
95.955 |
95.990 |
95.925 |
95.975 |
+0.005 |
8,429 |
157,999 |
+1,526 |
| Sep07 |
041214 |
95.865 |
95.900 |
95.835 |
95.890 |
+0.010 |
8,089 |
115,367 |
+2,538 |
| Dec07 |
041214 |
95.760 |
95.800 |
95.735 |
95.800 |
+0.010 |
16,557 |
117,971 |
+5,188 |
| Mar08 |
041214 |
95.665 |
95.730 |
95.660 |
95.730 |
+0.020 |
3,895 |
86,324 |
+1,480 |
| Jun08 |
041214 |
95.575 |
95.635 |
95.565 |
95.635 |
+0.020 |
3,117 |
90,961 |
+259 |
| Sep08 |
041214 |
95.485 |
95.545 |
95.475 |
95.545 |
+0.020 |
5,214 |
87,597 |
-720 |
| Dec08 |
041214 |
95.385 |
95.440 |
95.365 |
95.435 |
+0.020 |
16,143 |
76,374 |
+5,745 |
| Mar09 |
041214 |
95.310 |
95.355 |
95.280 |
95.355 |
+0.020 |
3,017 |
55,059 |
-554 |
| Jun09 |
041214 |
95.215 |
95.260 |
95.185 |
95.260 |
+0.020 |
2,289 |
43,612 |
-310 |
| Total Volume and Open Interest |
318,178 |
6,243,422 |
-669,155 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041214 |
97.850 |
97.860 |
97.850 |
97.860 |
unch |
1,638 |
157,261 |
+1,453 |
| Jan05 |
041214 |
97.750 |
97.750 |
97.740 |
97.750 |
unch |
4,141 |
137,044 |
+3,737 |
| Feb05 |
041214 |
97.510 |
97.520 |
97.500 |
97.510 |
unch |
7,074 |
108,131 |
+13,791 |
| Mar05 |
041214 |
97.430 |
97.440 |
97.430 |
97.430 |
unch |
2,291 |
33,772 |
+1,626 |
| Apr05 |
041214 |
97.300 |
97.320 |
97.290 |
97.320 |
unch |
653 |
28,007 |
+429 |
| May05 |
041214 |
97.140 |
97.150 |
97.130 |
97.150 |
unch |
57 |
2,719 |
+188 |
| Total Volume and Open Interest |
15,854 |
467,133 |
+21,232 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041214 |
97.850 |
97.855 |
97.850 |
97.855 |
+0.005 |
8,274 |
0 |
+0 |
| Jan05 |
041214 |
97.745 |
97.750 |
97.740 |
97.750 |
+0.005 |
7,219 |
0 |
+0 |
| Feb05 |
041214 |
97.515 |
97.520 |
97.510 |
97.515 |
+0.005 |
19,608 |
0 |
+0 |
| Mar05 |
041214 |
97.430 |
97.440 |
97.425 |
97.435 |
unch |
4,915 |
0 |
+0 |
| Apr05 |
041214 |
97.310 |
97.315 |
97.300 |
97.315 |
unch |
1,473 |
0 |
+0 |
| May05 |
041214 |
97.130 |
97.150 |
97.130 |
97.150 |
unch |
310 |
0 |
+0 |
| Total Volume and Open Interest |
41,807 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar05 |
041214 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
150 |
55,328 |
-167 |
| Jun05 |
041214 |
99.90 |
99.90 |
99.89 |
99.89 |
unch |
200 |
34,784 |
-57 |
| Sep05 |
041214 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
1 |
8,128 |
+154 |
| Dec05 |
041214 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.01 |
100 |
5,572 |
-107 |
| Mar06 |
041214 |
99.75 |
99.76 |
99.75 |
99.76 |
unch |
0 |
6,981 |
+5 |
| Jun06 |
041214 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
4,164 |
-100 |
| Sep06 |
041214 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
3,099 |
+0 |
| Dec06 |
041214 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
| Mar07 |
041214 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
1 |
+0 |
| Jun07 |
041214 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.01 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
451 |
119,513 |
-18,517 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041214 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
6,146 |
108,683 |
+1,476 |
| Jun05 |
041214 |
99.90 |
99.90 |
99.89 |
99.89 |
-0.01 |
3,331 |
89,976 |
+543 |
| Sep05 |
041214 |
99.87 |
99.87 |
99.86 |
99.86 |
unch |
147 |
44,715 |
-344 |
| Dec05 |
041214 |
99.83 |
99.83 |
99.82 |
99.82 |
unch |
617 |
35,448 |
-504 |
| Mar06 |
041214 |
99.77 |
99.78 |
99.76 |
99.76 |
unch |
320 |
27,132 |
-1,565 |
| Jun06 |
041214 |
99.69 |
99.70 |
99.68 |
99.68 |
unch |
484 |
12,912 |
+80 |
| Sep06 |
041214 |
99.61 |
99.61 |
99.60 |
99.60 |
+0.01 |
170 |
7,366 |
+145 |
| Dec06 |
041214 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
6,594 |
+0 |
| Total Volume and Open Interest |
11,215 |
339,810 |
-169 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041214 |
138.90 |
139.17 |
138.86 |
139.04 |
-0.01 |
1,435 |
44,497 |
+47 |
| Jun05 |
041214 |
138.38 |
138.38 |
138.38 |
138.38 |
-0.67 |
|
|
|
| Sep05 |
041214 |
138.38 |
138.38 |
138.38 |
138.38 |
-0.67 |
|
|
|
| Total Volume and Open Interest |
1,435 |
44,497 |
+47 |
| Euro-Bund(EUREX) |
| Mar05 |
041214 |
119.32 |
119.37 |
119.09 |
119.31 |
+0.02 |
728,224 |
1,210,292 |
-3,253 |
| Jun05 |
041214 |
118.28 |
118.36 |
118.28 |
118.36 |
+0.02 |
1,376 |
440 |
+136 |
| Total Volume and Open Interest |
729,850 |
1,210,732 |
-3,117 |
| Euro-Bobl(EUREX) |
| Mar05 |
041214 |
113.52 |
113.55 |
113.41 |
113.51 |
-0.03 |
450,825 |
786,915 |
-15,790 |
| Jun05 |
041214 |
112.68 |
112.68 |
112.68 |
112.68 |
unch |
2,652 |
800 |
+0 |
| Sep05 |
041214 |
112.51 |
112.51 |
112.51 |
112.51 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
453,477 |
787,715 |
-15,790 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
| Mar05 |
041214 |
97.820 |
97.820 |
97.810 |
97.810 |
-0.015 |
4,621 |
12,315 |
+662 |
| Jun05 |
041214 |
97.750 |
97.750 |
97.745 |
97.745 |
-0.020 |
1,719 |
6,077 |
-70 |
| Total Volume and Open Interest |
6,733 |
27,164 |
-7,711 |
| Long Gilt(LIFFE) |
| Dec04 |
041214 |
109~31 |
110~07 |
109~31 |
110~06 |
0~00 |
852 |
19,716 |
-766 |
| Mar05 |
041214 |
111~24 |
111~26 |
111~15 |
111~25 |
unch |
29,987 |
202,862 |
-2,141 |
| Total Volume and Open Interest |
30,839 |
222,578 |
-2,907 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041214 |
95.13 |
95.14 |
95.13 |
95.14 |
unch |
6,808 |
188,918 |
-2,170 |
| Mar05 |
041214 |
95.17 |
95.18 |
95.13 |
95.15 |
-0.02 |
16,441 |
276,922 |
+1,551 |
| Jun05 |
041214 |
95.25 |
95.26 |
95.20 |
95.22 |
-0.03 |
14,370 |
254,441 |
-275 |
| Sep05 |
041214 |
95.28 |
95.29 |
95.22 |
95.25 |
-0.03 |
18,628 |
237,108 |
+331 |
| Dec05 |
041214 |
95.29 |
95.29 |
95.22 |
95.25 |
-0.03 |
10,700 |
175,155 |
+1,736 |
| Mar06 |
041214 |
95.28 |
95.29 |
95.22 |
95.25 |
-0.02 |
2,759 |
101,022 |
-64 |
| Total Volume and Open Interest |
73,933 |
1,457,953 |
+815 |
| 3-Mth Euribor(LIFFE) |
| Mar05 |
041214 |
97.820 |
97.825 |
97.805 |
97.820 |
unch |
68,068 |
544,821 |
+7,539 |
| Jun05 |
041214 |
97.765 |
97.765 |
97.740 |
97.750 |
-0.015 |
52,145 |
589,985 |
+2,222 |
| Sep05 |
041214 |
97.680 |
97.690 |
97.655 |
97.670 |
-0.015 |
52,998 |
404,123 |
-1,804 |
| Total Volume and Open Interest |
317,191 |
2,773,261 |
-602,763 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041209 |
94.60 |
94.60 |
94.57 |
94.59 |
-0.01 |
15,277 |
2,100 |
-52,299 |
| Mar05 |
041214 |
94.63 |
94.64 |
94.62 |
94.64 |
+0.01 |
17,299 |
308,846 |
-33,518 |
| Jun05 |
041214 |
94.65 |
94.66 |
94.64 |
94.66 |
+0.01 |
8,937 |
145,780 |
-4,340 |
| Sep05 |
041214 |
94.64 |
94.66 |
94.63 |
94.65 |
+0.01 |
4,280 |
41,000 |
+2,046 |
| Dec05 |
041214 |
94.62 |
94.64 |
94.62 |
94.64 |
+0.01 |
2,021 |
23,403 |
+311 |
| Mar06 |
041214 |
94.60 |
94.61 |
94.60 |
94.61 |
+0.01 |
50 |
14,184 |
-600 |
| Jun06 |
041214 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.01 |
0 |
10,385 |
-80 |
| Sep06 |
041214 |
94.53 |
94.53 |
94.53 |
94.53 |
unch |
0 |
6,510 |
+0 |
| Dec06 |
041214 |
94.51 |
94.52 |
94.51 |
94.52 |
+0.01 |
60 |
3,193 |
+60 |
| Mar07 |
041214 |
94.47 |
94.48 |
94.47 |
94.48 |
+0.01 |
20 |
2,067 |
+20 |
| Total Volume and Open Interest |
32,687 |
558,981 |
-36,081 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041214 |
94.80 |
94.83 |
94.78 |
94.81 |
+0.01 |
87,504 |
250,861 |
-131,062 |
| Mar05 |
041214 |
94.80 |
94.82 |
94.78 |
94.81 |
+0.01 |
87,330 |
248,442 |
+23,945 |
| Total Volume and Open Interest |
174,834 |
499,303 |
-107,117 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041214 |
94.99 |
95.01 |
94.98 |
94.99 |
-0.01 |
132,620 |
428,718 |
-243,804 |
| Mar05 |
041214 |
95.00 |
95.02 |
94.98 |
94.99 |
-0.01 |
119,341 |
365,665 |
+41,045 |
| Total Volume and Open Interest |
251,961 |
794,383 |
-202,759 |
| Gold(CMX) |
| Dec04 |
041214 |
437.0 |
438.5 |
435.4 |
435.9 |
-3.0 |
628 |
1,201 |
-615 |
| Feb05 |
041214 |
439.7 |
439.8 |
436.5 |
437.3 |
-3.0 |
49,007 |
221,062 |
+838 |
| Apr05 |
041214 |
442.0 |
442.0 |
438.3 |
439.3 |
-2.9 |
1,347 |
17,621 |
+46 |
| Jun05 |
041214 |
444.5 |
444.5 |
441.0 |
441.6 |
-2.9 |
373 |
27,538 |
-125 |
| Aug05 |
041214 |
443.8 |
443.8 |
443.8 |
443.8 |
-2.9 |
3 |
7,773 |
+0 |
| Oct05 |
041214 |
446.1 |
446.1 |
446.1 |
446.1 |
-2.9 |
8 |
3,374 |
+0 |
| Dec05 |
041214 |
450.8 |
451.0 |
447.5 |
448.4 |
-2.9 |
63 |
18,178 |
+35 |
| Feb06 |
041214 |
450.9 |
450.9 |
450.9 |
450.9 |
-2.9 |
0 |
845 |
+0 |
| Apr06 |
041214 |
453.4 |
453.4 |
453.4 |
453.4 |
-2.9 |
0 |
591 |
+0 |
| Jun06 |
041214 |
455.9 |
455.9 |
455.9 |
455.9 |
-2.9 |
8 |
8,587 |
-1 |
| Aug06 |
041214 |
458.6 |
458.6 |
458.6 |
458.6 |
-2.9 |
0 |
170 |
+0 |
| Oct06 |
041214 |
461.2 |
461.2 |
461.2 |
461.2 |
-2.9 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
51,444 |
317,079 |
+177 |
| Silver(CMX) |
| Dec04 |
041214 |
660.0 |
680.0 |
660.0 |
671.8 |
-7.5 |
53 |
433 |
-126 |
| Mar05 |
041214 |
677.0 |
683.0 |
668.0 |
675.5 |
-7.5 |
16,907 |
78,179 |
-303 |
| May05 |
041214 |
681.0 |
686.0 |
677.0 |
678.6 |
-7.4 |
63 |
6,785 |
+11 |
| Jul05 |
041214 |
685.0 |
685.0 |
677.0 |
681.5 |
-7.4 |
186 |
3,341 |
+102 |
| Sep05 |
041214 |
685.0 |
685.0 |
685.0 |
685.0 |
-7.4 |
4 |
727 |
+0 |
| Dec05 |
041214 |
685.0 |
696.0 |
685.0 |
688.4 |
-7.4 |
175 |
9,922 |
+115 |
| Mar06 |
041214 |
691.8 |
691.8 |
691.8 |
691.8 |
-7.4 |
1 |
172 |
+0 |
| Total Volume and Open Interest |
17,425 |
102,972 |
-209 |
| Platinum(NYMEX) |
| Jan05 |
041214 |
832.0 |
834.0 |
829.0 |
830.4 |
-0.8 |
1,075 |
6,002 |
-333 |
| Apr05 |
041214 |
830.0 |
830.0 |
827.4 |
827.4 |
-0.8 |
190 |
912 |
+55 |
| Jul05 |
041214 |
824.4 |
824.4 |
824.4 |
824.4 |
-0.8 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,265 |
6,916 |
-278 |
| Palladium(NYMEX) |
| Dec04 |
041214 |
184.00 |
188.00 |
184.00 |
184.60 |
-7.25 |
6 |
228 |
-2 |
| Mar05 |
041214 |
188.00 |
191.50 |
185.50 |
186.40 |
-6.70 |
504 |
11,261 |
+90 |
| Jun05 |
041214 |
190.00 |
193.00 |
188.40 |
188.40 |
-6.70 |
3 |
234 |
-1 |
| Total Volume and Open Interest |
513 |
11,764 |
+87 |
| Copper(CMX) |
| Dec04 |
041214 |
143.70 |
145.00 |
143.50 |
144.40 |
+0.80 |
546 |
3,748 |
-229 |
| Mar05 |
041214 |
135.70 |
137.20 |
135.50 |
136.40 |
+0.75 |
5,256 |
51,538 |
-512 |
| May05 |
041214 |
133.20 |
133.50 |
132.80 |
133.15 |
+0.60 |
206 |
5,782 |
+128 |
| Jul05 |
041214 |
129.70 |
130.10 |
129.40 |
129.90 |
+0.45 |
23 |
5,002 |
+10 |
| Sep05 |
041214 |
126.00 |
127.20 |
126.00 |
126.60 |
+0.35 |
3 |
3,535 |
-1 |
| Total Volume and Open Interest |
6,428 |
83,507 |
-426 |
| Aluminum(CMX) |
| Dec04 |
041214 |
87.40 |
87.40 |
87.40 |
87.40 |
-0.60 |
10 |
335 |
-117 |
| Jan05 |
041214 |
87.30 |
87.30 |
87.30 |
87.30 |
-0.60 |
0 |
1,078 |
+0 |
| Feb05 |
041214 |
87.35 |
87.35 |
87.35 |
87.35 |
-0.55 |
0 |
651 |
+0 |
| Mar05 |
041214 |
87.40 |
87.40 |
87.40 |
87.40 |
-0.50 |
0 |
681 |
+0 |
| Apr05 |
041214 |
87.20 |
87.20 |
87.20 |
87.20 |
-0.45 |
0 |
486 |
+0 |
| May05 |
041214 |
86.95 |
86.95 |
86.95 |
86.95 |
-0.40 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
10 |
8,742 |
-117 |
| DJIA Index(CBOT) |
| Dec04 |
041214 |
10635 |
10700 |
10625 |
10679 |
+30 |
8,140 |
28,220 |
+690 |
| Mar05 |
041214 |
10645 |
10705 |
10630 |
10687 |
+30 |
12,519 |
35,802 |
+5,651 |
| Jun05 |
041214 |
10665 |
10709 |
10665 |
10709 |
+32 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
20,659 |
64,029 |
+6,341 |
| S & P 500(CME) |
| Dec04 |
041214 |
1198.50 |
1205.70 |
1197.80 |
1204.10 |
+3.90 |
65,931 |
207,419 |
-44,109 |
| Mar05 |
041214 |
1200.50 |
1208.20 |
1200.50 |
1206.50 |
+4.00 |
85,589 |
540,140 |
+52,420 |
| Jun05 |
041214 |
1207.00 |
1211.00 |
1206.20 |
1210.50 |
+4.10 |
235 |
9,305 |
+76 |
| Sep05 |
041214 |
1214.80 |
1214.80 |
1214.80 |
1214.80 |
+4.20 |
3 |
1,768 |
-2 |
| Total Volume and Open Interest |
151,755 |
758,829 |
+8,385 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041214 |
1199.75 |
1205.75 |
1197.00 |
1204.00 |
+3.75 |
91,346 |
653,518 |
-43,562 |
| Mar05 |
041214 |
1202.25 |
1208.25 |
1199.25 |
1206.50 |
+4.00 |
562,390 |
558,604 |
+47,039 |
| Total Volume and Open Interest |
653,736 |
1,212,122 |
+3,477 |
| NASDAQ 100(CME) |
| Dec04 |
041214 |
1618.50 |
1632.00 |
1618.00 |
1626.00 |
+3.50 |
11,137 |
69,258 |
-2,839 |
| Mar05 |
041214 |
1628.50 |
1642.00 |
1627.00 |
1635.00 |
+4.00 |
16,016 |
50,164 |
+7,106 |
| Jun05 |
041214 |
1643.50 |
1643.50 |
1643.50 |
1643.50 |
+4.00 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
27,153 |
119,427 |
+4,267 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041214 |
1621.00 |
1633.00 |
1616.50 |
1626.00 |
+3.50 |
38,527 |
351,907 |
-9,455 |
| Mar05 |
041214 |
1631.00 |
1641.50 |
1625.50 |
1635.00 |
+4.00 |
248,089 |
175,952 |
+20,811 |
| Total Volume and Open Interest |
286,616 |
527,859 |
+11,356 |
| S & P Midcap 400(CME) |
| Dec04 |
041214 |
647.50 |
651.65 |
647.00 |
651.65 |
+5.60 |
1,740 |
8,526 |
-636 |
| Mar05 |
041214 |
648.30 |
654.50 |
647.50 |
654.00 |
+5.70 |
1,817 |
9,152 |
+1,365 |
| Jun05 |
041214 |
654.00 |
654.00 |
654.00 |
654.00 |
+5.70 |
|
|
|
| Total Volume and Open Interest |
3,557 |
17,678 |
+729 |
| Russell 2000(CME) |
| Dec04 |
041214 |
638.25 |
642.75 |
638.25 |
642.60 |
+3.25 |
5,828 |
23,751 |
-231 |
| Mar05 |
041214 |
640.25 |
646.50 |
640.25 |
644.90 |
+3.65 |
4,171 |
15,344 |
+1,876 |
| Jun05 |
041214 |
644.90 |
644.90 |
644.90 |
644.90 |
+3.65 |
|
|
|
| Total Volume and Open Interest |
9,999 |
39,095 |
+1,645 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041214 |
639.10 |
644.10 |
637.60 |
642.60 |
+3.20 |
8,889 |
103,250 |
-4,009 |
| Mar05 |
041214 |
640.60 |
646.50 |
639.30 |
644.90 |
+3.60 |
67,980 |
85,610 |
+10,951 |
| 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) |
| Mar05 |
041214 |
10865 |
10950 |
10825 |
10935 |
+130 |
10,478 |
151,261 |
+3,448 |
| Jun05 |
041214 |
10885 |
10885 |
10885 |
10885 |
+130 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
10,478 |
151,285 |
+3,469 |
| Nikkei 225(SGX) |
| Mar05 |
041214 |
10865 |
10950 |
10825 |
10935 |
+130 |
10,478 |
151,261 |
+3,448 |
| Jun05 |
041214 |
10885 |
10885 |
10885 |
10885 |
+130 |
0 |
3 |
+0 |
| Sep05 |
041214 |
10880 |
10880 |
10880 |
10880 |
+130 |
|
|
|
| Total Volume and Open Interest |
10,478 |
151,285 |
+3,469 |
| CAC 40(EURONEXT) |
| Dec04 |
041214 |
3825.5 |
3828.0 |
3802.5 |
3816.5 |
+13.0 |
114,193 |
558,755 |
+21,837 |
| Jan05 |
041214 |
3831.5 |
3834.0 |
3811.5 |
3823.0 |
+13.0 |
46,454 |
57,238 |
+34,630 |
| Feb05 |
041214 |
3828.5 |
3828.5 |
3828.5 |
3828.5 |
+13.0 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
177,974 |
654,608 |
+73,295 |
| Hang Seng Index(HKFE) |
| Dec04 |
041214 |
13955 |
14122 |
13954 |
14101 |
+228 |
28,430 |
123,992 |
-761 |
| Jan05 |
041214 |
13988 |
14120 |
13960 |
14106 |
+226 |
728 |
844 |
-33 |
| Total Volume and Open Interest |
29,407 |
127,623 |
-796 |
| DAX(EUREX) |
| Dec04 |
041214 |
4243.0 |
4252.0 |
4226.0 |
4235.0 |
+5.0 |
118,671 |
180,570 |
-23,248 |
| Mar05 |
041214 |
4266.5 |
4275.0 |
4250.0 |
4258.5 |
+5.5 |
60,570 |
56,235 |
+21,228 |
| Jun05 |
041214 |
4290.0 |
4298.0 |
4273.0 |
4282.0 |
+6.0 |
2,903 |
2,592 |
+570 |
| Total Volume and Open Interest |
182,144 |
239,397 |
-1,450 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041214 |
4748.50 |
4753.00 |
4711.50 |
4729.50 |
-6.00 |
116,831 |
297,950 |
-36,549 |
| Mar05 |
041214 |
4747.00 |
4753.00 |
4714.00 |
4731.00 |
-6.00 |
76,926 |
247,664 |
+49,145 |
| Jun05 |
041214 |
4736.50 |
4745.50 |
4728.00 |
4745.50 |
-5.50 |
120 |
15,083 |
+15 |
| Total Volume and Open Interest |
193,877 |
564,242 |
+12,611 |
| SPI 200(SFE) |
| Dec04 |
041214 |
3928.0 |
3948.0 |
3921.0 |
3945.0 |
+37.0 |
44,165 |
185,019 |
+14,344 |
| Mar05 |
041214 |
3943.0 |
3962.0 |
3932.0 |
3958.0 |
+36.0 |
38,504 |
75,736 |
+37,051 |
| Jun05 |
041214 |
3960.0 |
3972.0 |
3950.0 |
3972.0 |
+38.0 |
5 |
2,784 |
+0 |
| Total Volume and Open Interest |
82,961 |
268,988 |
+51,630 |
| GSCI(CME) |
| Dec04 |
041214 |
308.00 |
310.40 |
306.40 |
310.40 |
+4.90 |
2,255 |
979 |
-2,023 |
| Jan05 |
041214 |
310.90 |
313.50 |
309.40 |
313.40 |
+4.55 |
2,164 |
18,089 |
+2,029 |
| Feb05 |
041214 |
311.40 |
311.40 |
311.40 |
311.40 |
+3.90 |
|
|
|
| Total Volume and Open Interest |
4,419 |
19,068 |
+6 |
| RJ/CRB Index(ICE) |
| Jan05 |
041214 |
278.00 |
279.25 |
278.00 |
279.15 |
+0.15 |
41 |
279 |
-5 |
| Feb05 |
041214 |
278.00 |
278.65 |
277.00 |
278.65 |
+0.15 |
3 |
118 |
+0 |
| Apr05 |
041214 |
278.90 |
278.90 |
278.90 |
278.90 |
+0.15 |
1 |
117 |
+1 |
| Total Volume and Open Interest |
42 |
621 |
-4 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|