|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 15, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041215 |
549.00 |
552.00 |
545.00 |
546.00 |
-4.25 |
30,654 |
74,787 |
-4,933 |
| Mar05 |
041215 |
550.00 |
551.50 |
543.50 |
545.25 |
-4.75 |
39,345 |
95,865 |
+5,628 |
| May05 |
041215 |
552.50 |
555.00 |
548.00 |
549.25 |
-3.75 |
3,827 |
37,114 |
-305 |
| Jul05 |
041215 |
559.00 |
560.50 |
554.50 |
555.25 |
-4.25 |
2,036 |
28,629 |
+37 |
| Aug05 |
041215 |
561.00 |
561.50 |
557.50 |
558.00 |
-4.00 |
11 |
2,268 |
-1 |
| Sep05 |
041215 |
562.00 |
562.00 |
557.00 |
557.00 |
-5.00 |
2 |
765 |
+0 |
| Nov05 |
041215 |
571.00 |
572.00 |
564.50 |
565.75 |
-6.25 |
982 |
12,998 |
+106 |
| Total Volume and Open Interest |
76,859 |
252,525 |
+533 |
| Soybean Meal(CBOT) |
| Jan05 |
041215 |
163.00 |
163.30 |
161.00 |
161.30 |
-2.40 |
15,467 |
28,210 |
-1,760 |
| Mar05 |
041215 |
164.00 |
164.70 |
162.30 |
162.80 |
-2.30 |
11,988 |
43,431 |
+1,532 |
| May05 |
041215 |
166.20 |
166.30 |
163.70 |
164.70 |
-2.00 |
1,902 |
18,604 |
-289 |
| Jul05 |
041215 |
168.00 |
169.50 |
166.40 |
167.00 |
-2.20 |
1,642 |
29,632 |
-114 |
| Aug05 |
041215 |
170.00 |
170.50 |
168.00 |
168.30 |
-2.20 |
97 |
9,361 |
+47 |
| Sep05 |
041215 |
171.50 |
172.00 |
169.50 |
169.50 |
-2.10 |
3 |
6,079 |
+0 |
| Oct05 |
041215 |
173.00 |
173.30 |
170.30 |
170.30 |
-2.00 |
12 |
3,764 |
-4 |
| Dec05 |
041215 |
176.00 |
176.20 |
173.50 |
173.50 |
-2.50 |
118 |
5,709 |
+22 |
| Total Volume and Open Interest |
32,185 |
145,508 |
-1,153 |
| Soybean Oil(CBOT) |
| Jan05 |
041215 |
20.45 |
20.45 |
20.12 |
20.26 |
-0.15 |
12,060 |
35,094 |
-2,646 |
| Mar05 |
041215 |
20.48 |
20.53 |
20.22 |
20.36 |
-0.10 |
9,845 |
55,617 |
+761 |
| May05 |
041215 |
20.60 |
20.60 |
20.32 |
20.44 |
-0.08 |
1,011 |
20,576 |
-57 |
| Jul05 |
041215 |
20.65 |
20.65 |
20.40 |
20.45 |
-0.13 |
1,342 |
20,840 |
+0 |
| Aug05 |
041215 |
20.60 |
20.60 |
20.43 |
20.43 |
-0.11 |
223 |
6,084 |
+64 |
| Sep05 |
041215 |
20.60 |
20.60 |
20.40 |
20.40 |
-0.07 |
6 |
3,978 |
+0 |
| Oct05 |
041215 |
20.50 |
20.55 |
20.35 |
20.35 |
-0.06 |
13 |
2,854 |
+7 |
| Dec05 |
041215 |
20.55 |
20.55 |
20.37 |
20.40 |
-0.07 |
138 |
8,029 |
+7 |
| Total Volume and Open Interest |
25,055 |
154,673 |
-2,064 |
| Canola(WCE) |
| Jan05 |
041215 |
281.0 |
281.2 |
275.5 |
275.6 |
-6.8 |
4,716 |
28,187 |
-3,641 |
| Mar05 |
041215 |
282.5 |
282.5 |
276.8 |
277.0 |
-6.0 |
5,395 |
26,526 |
+2,496 |
| May05 |
041215 |
286.0 |
286.0 |
280.0 |
280.9 |
-6.3 |
486 |
1,898 |
-5 |
| Jul05 |
041215 |
286.0 |
286.0 |
284.5 |
284.5 |
-7.7 |
259 |
1,972 |
+199 |
| Sep05 |
041215 |
289.0 |
289.0 |
289.0 |
289.0 |
-7.0 |
5 |
5 |
+0 |
| Total Volume and Open Interest |
11,280 |
70,967 |
-969 |
| Corn(CBOT) |
| Mar05 |
041215 |
206.75 |
207.75 |
204.50 |
205.00 |
-1.00 |
32,378 |
353,267 |
+3,802 |
| May05 |
041215 |
214.50 |
215.25 |
212.25 |
212.50 |
-1.25 |
3,887 |
83,845 |
+580 |
| Jul05 |
041215 |
222.00 |
222.50 |
219.75 |
220.25 |
-0.75 |
3,786 |
75,126 |
+778 |
| Sep05 |
041215 |
229.50 |
230.00 |
227.75 |
228.00 |
-0.75 |
906 |
21,747 |
+320 |
| Dec05 |
041215 |
238.00 |
239.25 |
236.50 |
237.25 |
-0.75 |
1,820 |
49,773 |
-67 |
| Mar06 |
041215 |
245.50 |
246.25 |
244.25 |
244.75 |
-0.25 |
137 |
1,762 |
+27 |
| Total Volume and Open Interest |
46,481 |
589,086 |
+3,577 |
| Wheat(CBOT) |
| Mar05 |
041215 |
300.00 |
304.00 |
299.50 |
302.50 |
+1.50 |
11,854 |
146,948 |
+277 |
| May05 |
041215 |
308.00 |
311.00 |
306.50 |
309.50 |
+1.50 |
554 |
15,326 |
+52 |
| Jul05 |
041215 |
314.50 |
318.00 |
313.75 |
316.75 |
+2.00 |
2,542 |
15,215 |
+553 |
| Sep05 |
041215 |
322.50 |
324.00 |
322.50 |
323.50 |
+2.00 |
15 |
587 |
+11 |
| Dec05 |
041215 |
331.25 |
334.00 |
331.00 |
333.50 |
+2.00 |
203 |
8,350 |
-95 |
| Total Volume and Open Interest |
15,281 |
186,557 |
+718 |
| Wheat(KCBT) |
| Mar05 |
041215 |
335.00 |
339.50 |
334.50 |
338.75 |
+3.25 |
4,550 |
50,495 |
-1,089 |
| May05 |
041215 |
330.00 |
332.00 |
329.00 |
332.00 |
+2.00 |
264 |
5,935 |
-66 |
| Jul05 |
041215 |
325.00 |
327.50 |
324.50 |
327.50 |
+1.75 |
1,209 |
8,790 |
-171 |
| Sep05 |
041215 |
333.00 |
333.00 |
332.50 |
332.50 |
+1.50 |
10 |
2,208 |
+10 |
| Dec05 |
041215 |
342.50 |
344.00 |
342.50 |
344.00 |
+1.00 |
50 |
1,280 |
+50 |
| Total Volume and Open Interest |
6,328 |
68,951 |
-1,181 |
| Wheat(MGE) |
| Dec04 |
041215 |
335.00 |
335.00 |
335.00 |
335.00 |
unch |
0 |
2 |
+0 |
| Mar05 |
041215 |
348.00 |
350.00 |
347.00 |
349.25 |
+1.25 |
2,144 |
21,531 |
-516 |
| May05 |
041215 |
351.00 |
353.25 |
351.00 |
352.75 |
+1.25 |
480 |
6,751 |
-226 |
| Jul05 |
041215 |
351.00 |
354.00 |
351.00 |
353.50 |
+0.75 |
195 |
3,142 |
+95 |
| Sep05 |
041215 |
351.50 |
352.00 |
350.00 |
350.00 |
+1.00 |
68 |
1,329 |
-248 |
| Total Volume and Open Interest |
2,926 |
33,146 |
-989 |
| Oats(CBOT) |
| Mar05 |
041215 |
158.50 |
159.50 |
157.00 |
159.25 |
+1.75 |
685 |
6,003 |
+56 |
| May05 |
041215 |
155.25 |
155.75 |
154.75 |
155.75 |
+0.75 |
19 |
496 |
+5 |
| Jul05 |
041215 |
156.00 |
156.00 |
154.75 |
155.25 |
-0.75 |
1 |
85 |
-1 |
| Sep05 |
041215 |
158.50 |
158.50 |
158.50 |
158.50 |
-2.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
802 |
6,593 |
+2 |
| Rough Rice(CBOT) |
| Jan05 |
041215 |
7.32 |
7.43 |
7.26 |
7.31 |
-0.01 |
330 |
2,579 |
-74 |
| Mar05 |
041215 |
7.52 |
7.63 |
7.45 |
7.49 |
-0.02 |
91 |
1,525 |
+49 |
| May05 |
041215 |
7.70 |
7.70 |
7.68 |
7.68 |
unch |
36 |
271 |
+10 |
| Jul05 |
041215 |
7.90 |
7.90 |
7.85 |
7.85 |
-0.01 |
1 |
55 |
+1 |
| Total Volume and Open Interest |
458 |
4,432 |
-14 |
| Live Cattle(CME) |
| Dec04 |
041215 |
85.050 |
86.300 |
84.900 |
86.000 |
+0.825 |
1,264 |
7,064 |
-404 |
| Feb05 |
041215 |
86.450 |
88.350 |
86.400 |
88.075 |
+1.550 |
6,528 |
67,963 |
-170 |
| Apr05 |
041215 |
84.000 |
85.450 |
83.950 |
85.250 |
+1.225 |
1,915 |
17,972 |
-12 |
| Jun05 |
041215 |
79.800 |
80.950 |
79.750 |
80.925 |
+0.925 |
642 |
10,553 |
+234 |
| Aug05 |
041215 |
79.200 |
80.150 |
79.200 |
79.925 |
+0.575 |
208 |
7,506 |
+40 |
| Oct05 |
041215 |
80.100 |
80.900 |
80.100 |
80.325 |
+0.250 |
57 |
4,497 |
+37 |
| Total Volume and Open Interest |
10,622 |
118,166 |
-272 |
| Feeder Cattle(CME) |
| Jan05 |
041215 |
100.100 |
102.750 |
100.000 |
102.075 |
+1.775 |
1,033 |
6,272 |
-147 |
| Mar05 |
041215 |
96.400 |
98.700 |
96.400 |
98.100 |
+1.375 |
558 |
4,825 |
+111 |
| Apr05 |
041215 |
95.350 |
97.200 |
95.350 |
96.800 |
+1.325 |
90 |
1,849 |
+33 |
| May05 |
041215 |
95.500 |
96.700 |
95.500 |
96.500 |
+0.950 |
82 |
2,070 |
+0 |
| Aug05 |
041215 |
97.450 |
98.875 |
97.450 |
98.875 |
+1.275 |
40 |
603 |
+13 |
| Sep05 |
041215 |
98.000 |
98.000 |
98.000 |
98.000 |
+1.000 |
5 |
17 |
+3 |
| Oct05 |
041215 |
98.000 |
98.000 |
98.000 |
98.000 |
+0.700 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,808 |
15,645 |
+13 |
| Lean Hogs(CME) |
| Feb05 |
041215 |
71.000 |
72.500 |
70.650 |
72.450 |
+1.200 |
7,588 |
60,473 |
-122 |
| Apr05 |
041215 |
69.850 |
71.100 |
69.350 |
70.900 |
+0.850 |
2,325 |
15,697 |
-208 |
| May05 |
041215 |
69.550 |
71.400 |
69.500 |
71.200 |
+0.750 |
107 |
2,544 |
+45 |
| Jun05 |
041215 |
71.700 |
73.075 |
71.500 |
73.025 |
+0.650 |
596 |
8,294 |
-96 |
| Jul05 |
041215 |
68.100 |
68.875 |
67.650 |
68.800 |
+0.300 |
70 |
2,222 |
+27 |
| Aug05 |
041215 |
64.000 |
65.150 |
63.550 |
65.125 |
+0.925 |
94 |
1,845 |
+43 |
| Oct05 |
041215 |
57.400 |
57.950 |
57.400 |
57.950 |
+0.250 |
114 |
760 |
+54 |
| Dec05 |
041215 |
55.900 |
56.000 |
55.500 |
56.000 |
unch |
42 |
341 |
+26 |
| Total Volume and Open Interest |
12,457 |
97,582 |
-1,089 |
| Pork Bellies(CME) |
| Feb05 |
041215 |
97.300 |
98.900 |
97.300 |
98.575 |
+1.075 |
276 |
1,789 |
+50 |
| Mar05 |
041215 |
98.050 |
98.200 |
97.800 |
97.800 |
+0.750 |
0 |
91 |
+0 |
| May05 |
041215 |
98.250 |
98.250 |
98.250 |
98.250 |
+0.200 |
0 |
68 |
+0 |
| Jul05 |
041215 |
100.750 |
101.000 |
100.750 |
101.000 |
+0.125 |
0 |
18 |
+0 |
| Aug05 |
041215 |
99.300 |
99.300 |
99.300 |
99.300 |
unch |
3 |
5 |
+3 |
| Total Volume and Open Interest |
279 |
1,971 |
+53 |
| Class III Milk(CME) |
| Dec04 |
041215 |
16.40 |
16.54 |
16.40 |
16.53 |
+0.13 |
114 |
4,747 |
+9 |
| Jan05 |
041215 |
13.40 |
13.70 |
13.39 |
13.67 |
+0.30 |
295 |
3,317 |
+62 |
| Feb05 |
041215 |
13.00 |
13.20 |
12.95 |
13.17 |
+0.07 |
162 |
2,675 |
-1 |
| Mar05 |
041215 |
12.70 |
12.85 |
12.70 |
12.71 |
+0.01 |
29 |
2,635 |
+13 |
| Apr05 |
041215 |
12.75 |
12.80 |
12.75 |
12.80 |
+0.03 |
35 |
1,586 |
+9 |
| Total Volume and Open Interest |
759 |
22,689 |
+136 |
| Cocoa(ICE) |
| Dec04 |
041215 |
1613 |
1682 |
1656 |
1682 |
+69 |
6 |
6 |
+0 |
| Mar05 |
041215 |
1625 |
1669 |
1625 |
1667 |
+69 |
2,306 |
48,225 |
-94 |
| May05 |
041215 |
1633 |
1669 |
1632 |
1668 |
+67 |
340 |
14,045 |
+35 |
| Jul05 |
041215 |
1644 |
1671 |
1644 |
1671 |
+67 |
31 |
11,685 |
-5 |
| Sep05 |
041215 |
1645 |
1671 |
1645 |
1671 |
+64 |
71 |
10,713 |
+19 |
| Dec05 |
041215 |
1656 |
1672 |
1656 |
1671 |
+62 |
105 |
9,412 |
+0 |
| Mar06 |
041215 |
1671 |
1671 |
1671 |
1671 |
+61 |
20 |
11,979 |
+17 |
| Total Volume and Open Interest |
2,774 |
119,104 |
-34 |
| Coffee "C"(ICE) |
| Dec04 |
041215 |
92.50 |
97.80 |
92.50 |
97.80 |
+6.10 |
100 |
181 |
-85 |
| Mar05 |
041215 |
94.50 |
101.50 |
94.50 |
100.55 |
+6.50 |
6,361 |
83,500 |
-560 |
| May05 |
041215 |
96.60 |
103.50 |
96.50 |
102.60 |
+6.45 |
1,322 |
11,624 |
+314 |
| Jul05 |
041215 |
98.70 |
105.25 |
98.70 |
104.20 |
+6.20 |
396 |
3,881 |
-95 |
| Sep05 |
041215 |
100.50 |
106.50 |
100.40 |
105.80 |
+6.10 |
99 |
3,786 |
+1 |
| Dec05 |
041215 |
107.00 |
108.45 |
107.00 |
108.45 |
+6.10 |
5 |
1,061 |
+4 |
| Total Volume and Open Interest |
8,305 |
104,651 |
-431 |
| Orange Juice(ICE) |
| Jan05 |
041215 |
84.50 |
86.30 |
84.10 |
85.90 |
+4.15 |
1,395 |
12,132 |
-263 |
| Mar05 |
041215 |
87.00 |
87.00 |
85.25 |
86.75 |
+3.90 |
1,411 |
17,120 |
+427 |
| May05 |
041215 |
88.20 |
88.40 |
87.50 |
87.80 |
+2.85 |
183 |
7,816 |
+39 |
| Jul05 |
041215 |
89.00 |
89.10 |
88.50 |
89.00 |
+2.00 |
2 |
707 |
+0 |
| Sep05 |
041215 |
90.00 |
90.00 |
90.00 |
90.00 |
+1.75 |
0 |
94 |
+0 |
| Nov05 |
041215 |
91.00 |
91.00 |
91.00 |
91.00 |
+1.50 |
0 |
569 |
+0 |
| Total Volume and Open Interest |
2,991 |
38,565 |
+203 |
| Sugar #11(ICE) |
| Mar05 |
041215 |
8.60 |
8.60 |
8.45 |
8.55 |
-0.04 |
26,216 |
211,336 |
+356 |
| May05 |
041215 |
8.80 |
8.80 |
8.70 |
8.77 |
-0.06 |
8,201 |
44,376 |
-407 |
| Jul05 |
041215 |
8.78 |
8.81 |
8.74 |
8.79 |
-0.02 |
5,483 |
26,903 |
+653 |
| Oct05 |
041215 |
8.82 |
8.85 |
8.75 |
8.85 |
+0.01 |
2,064 |
22,926 |
+602 |
| Mar06 |
041215 |
8.90 |
8.93 |
8.85 |
8.92 |
unch |
204 |
9,771 |
-111 |
| Total Volume and Open Interest |
42,467 |
320,615 |
+1,181 |
| Sugar #14(ICE) |
| Mar05 |
041215 |
20.70 |
20.80 |
20.70 |
20.79 |
+0.02 |
158 |
4,133 |
-10 |
| May05 |
041215 |
20.73 |
20.78 |
20.73 |
20.77 |
+0.02 |
107 |
2,195 |
-6 |
| Jul05 |
041215 |
20.96 |
20.96 |
20.95 |
20.96 |
unch |
29 |
1,669 |
+1 |
| Sep05 |
041215 |
20.97 |
20.98 |
20.97 |
20.98 |
+0.01 |
20 |
2,399 |
-11 |
| Nov05 |
041215 |
20.85 |
20.93 |
20.85 |
20.86 |
+0.01 |
4 |
690 |
+4 |
| Total Volume and Open Interest |
318 |
11,170 |
-22 |
| London Cocoa(LCE) |
| Dec04 |
041214 |
849 |
852 |
846 |
848 |
-5 |
7,929 |
11,468 |
-3,699 |
| Mar05 |
041215 |
863 |
886 |
863 |
883 |
+20 |
7,048 |
66,269 |
+1,175 |
| May05 |
041215 |
876 |
898 |
876 |
895 |
+21 |
1,649 |
21,571 |
+31 |
| Jul05 |
041215 |
901 |
917 |
901 |
914 |
+20 |
2,190 |
23,144 |
+1,472 |
| Sep05 |
041215 |
911 |
929 |
911 |
927 |
+19 |
427 |
43,223 |
+235 |
| Dec05 |
041215 |
901 |
922 |
901 |
919 |
+19 |
591 |
37,168 |
+131 |
| Mar06 |
041215 |
911 |
930 |
911 |
928 |
+19 |
1,273 |
8,784 |
+902 |
| Total Volume and Open Interest |
13,195 |
201,725 |
-7,522 |
| London Coffee(LCE) |
| Jan05 |
041215 |
714.00 |
744.00 |
708.00 |
712.00 |
-1.00 |
2,278 |
26,000 |
-2,195 |
| Mar05 |
041215 |
743.00 |
774.00 |
740.00 |
774.00 |
+34.00 |
3,842 |
55,606 |
+320 |
| May05 |
041215 |
760.00 |
794.00 |
760.00 |
793.00 |
+33.00 |
731 |
40,237 |
+33 |
| Jul05 |
041215 |
778.00 |
813.00 |
778.00 |
811.00 |
+34.00 |
385 |
12,565 |
+181 |
| Sep05 |
041215 |
795.00 |
828.00 |
795.00 |
828.00 |
+34.00 |
322 |
6,426 |
+178 |
| Nov05 |
041215 |
812.00 |
845.00 |
812.00 |
845.00 |
+36.00 |
115 |
2,058 |
+29 |
| Total Volume and Open Interest |
7,673 |
143,802 |
-1,454 |
| London Sugar(LCE) |
| Mar05 |
041215 |
246.00 |
247.00 |
243.20 |
244.80 |
-0.70 |
4,531 |
24,553 |
+152 |
| May05 |
041215 |
258.60 |
258.70 |
256.80 |
257.80 |
-0.30 |
781 |
11,546 |
+273 |
| Aug05 |
041215 |
258.40 |
258.50 |
257.20 |
258.20 |
-0.30 |
212 |
6,251 |
-37 |
| Oct05 |
041215 |
259.50 |
259.50 |
258.00 |
258.50 |
unch |
167 |
3,656 |
-30 |
| Dec05 |
041215 |
258.00 |
259.00 |
258.00 |
258.50 |
unch |
68 |
1,780 |
-15 |
| Total Volume and Open Interest |
5,778 |
49,357 |
+338 |
| Cotton(ICE) |
| Mar05 |
041215 |
42.90 |
43.50 |
42.65 |
42.76 |
+0.13 |
5,809 |
56,743 |
-394 |
| May05 |
041215 |
43.10 |
43.65 |
43.01 |
43.09 |
+0.07 |
1,423 |
10,003 |
+136 |
| Jul05 |
041215 |
43.75 |
44.35 |
43.70 |
43.75 |
+0.01 |
789 |
10,523 |
-12 |
| Oct05 |
041215 |
45.60 |
45.60 |
45.60 |
45.60 |
+0.10 |
2 |
274 |
+0 |
| Dec05 |
041215 |
46.50 |
47.10 |
46.50 |
46.60 |
+0.10 |
177 |
6,380 |
+34 |
| Mar06 |
041215 |
48.60 |
48.60 |
48.60 |
48.60 |
+0.10 |
0 |
892 |
+0 |
| Total Volume and Open Interest |
8,200 |
85,271 |
-236 |
| Lumber(CME) |
| Jan05 |
041215 |
331.6 |
336.0 |
328.1 |
330.3 |
-1.1 |
748 |
2,315 |
-36 |
| Mar05 |
041215 |
346.5 |
350.0 |
343.0 |
346.6 |
+1.1 |
213 |
736 |
-27 |
| May05 |
041215 |
350.1 |
354.9 |
349.5 |
350.4 |
+0.4 |
136 |
269 |
+24 |
| Jul05 |
041215 |
353.5 |
356.0 |
352.2 |
356.0 |
-0.8 |
1 |
64 |
+0 |
| Total Volume and Open Interest |
1,098 |
3,389 |
-39 |
| Crude Oil(NYM) |
| Jan05 |
041215 |
42.20 |
44.45 |
41.80 |
44.19 |
+2.37 |
88,753 |
88,517 |
-9,707 |
| Feb05 |
041215 |
42.70 |
44.90 |
42.45 |
44.69 |
+2.24 |
66,324 |
149,997 |
+11,341 |
| Mar05 |
041215 |
43.00 |
44.90 |
42.80 |
44.83 |
+2.15 |
22,741 |
74,381 |
+3,083 |
| Apr05 |
041215 |
42.90 |
44.67 |
42.70 |
44.67 |
+2.04 |
5,488 |
36,632 |
+900 |
| May05 |
041215 |
42.55 |
44.41 |
42.55 |
44.41 |
+1.98 |
2,392 |
22,770 |
+563 |
| Jun05 |
041215 |
42.30 |
44.11 |
42.20 |
44.11 |
+1.93 |
5,508 |
34,799 |
-156 |
| Jul05 |
041215 |
43.40 |
43.85 |
43.40 |
43.82 |
+1.86 |
760 |
16,502 |
-327 |
| Aug05 |
041215 |
43.15 |
43.58 |
43.15 |
43.58 |
+1.81 |
135 |
11,278 |
+75 |
| Sep05 |
041215 |
42.10 |
43.35 |
42.10 |
43.35 |
+1.77 |
2,171 |
12,264 |
+323 |
| Oct05 |
041215 |
43.12 |
43.12 |
43.12 |
43.12 |
+1.73 |
385 |
6,951 |
-65 |
| Nov05 |
041215 |
42.50 |
42.90 |
42.50 |
42.90 |
+1.69 |
15 |
13,497 |
+0 |
| Dec05 |
041215 |
41.50 |
42.90 |
41.50 |
42.70 |
+1.66 |
7,580 |
55,536 |
+879 |
| Jan06 |
041215 |
42.10 |
42.45 |
42.10 |
42.45 |
+1.62 |
292 |
8,997 |
+25 |
| Feb06 |
041215 |
42.22 |
42.22 |
42.22 |
42.22 |
+1.58 |
1 |
4,856 |
+1 |
| Mar06 |
041215 |
41.70 |
42.02 |
41.70 |
42.02 |
+1.54 |
100 |
9,066 |
+0 |
| Apr06 |
041215 |
41.86 |
41.86 |
41.86 |
41.86 |
+1.50 |
0 |
4,866 |
+0 |
| Total Volume and Open Interest |
217,569 |
704,134 |
+13,340 |
| Heating Oil(NYM) |
| Jan05 |
041215 |
131.10 |
139.00 |
130.05 |
138.84 |
+8.39 |
26,066 |
38,662 |
-1,893 |
| Feb05 |
041215 |
131.30 |
139.00 |
130.40 |
138.71 |
+7.85 |
16,888 |
49,171 |
+2,563 |
| Mar05 |
041215 |
127.70 |
134.00 |
126.70 |
133.61 |
+6.55 |
5,716 |
26,069 |
+1,888 |
| Apr05 |
041215 |
123.55 |
125.51 |
122.00 |
125.51 |
+5.70 |
2,992 |
10,929 |
+510 |
| May05 |
041215 |
115.25 |
120.71 |
115.25 |
120.71 |
+5.45 |
657 |
6,333 |
-97 |
| Jun05 |
041215 |
112.85 |
118.70 |
112.85 |
118.06 |
+5.20 |
642 |
7,878 |
+25 |
| Jul05 |
041215 |
112.35 |
117.41 |
112.35 |
117.41 |
+5.05 |
416 |
4,997 |
+173 |
| Aug05 |
041215 |
115.75 |
118.00 |
115.75 |
117.41 |
+4.95 |
207 |
2,546 |
+98 |
| Sep05 |
041215 |
115.50 |
118.06 |
115.50 |
118.06 |
+4.90 |
234 |
3,283 |
-75 |
| Oct05 |
041215 |
119.00 |
119.00 |
118.81 |
118.81 |
+4.85 |
70 |
642 |
+55 |
| Nov05 |
041215 |
118.00 |
120.00 |
118.00 |
119.56 |
+4.80 |
60 |
929 |
+52 |
| Dec05 |
041215 |
116.40 |
120.50 |
116.40 |
120.36 |
+4.75 |
765 |
7,920 |
-110 |
| Total Volume and Open Interest |
55,122 |
163,692 |
+3,589 |
| Gasoline(NYMEX) |
| Jan05 |
041215 |
111.70 |
117.15 |
110.50 |
116.17 |
+5.18 |
21,018 |
36,722 |
-3,304 |
| Feb05 |
041215 |
114.30 |
120.10 |
114.00 |
119.65 |
+5.38 |
14,190 |
41,088 |
+2,791 |
| Mar05 |
041215 |
116.50 |
121.75 |
116.50 |
121.40 |
+5.40 |
2,439 |
16,381 |
+276 |
| Apr05 |
041215 |
125.50 |
129.00 |
125.50 |
128.75 |
+5.25 |
2,565 |
21,830 |
-93 |
| May05 |
041215 |
126.25 |
128.95 |
126.25 |
128.95 |
+5.20 |
1,881 |
15,807 |
+602 |
| Jun05 |
041215 |
124.75 |
128.40 |
124.75 |
128.40 |
+5.10 |
1,293 |
8,678 |
-98 |
| Jul05 |
041215 |
126.85 |
126.85 |
126.85 |
126.85 |
+4.95 |
308 |
4,071 |
+115 |
| Aug05 |
041215 |
124.65 |
124.65 |
124.40 |
124.40 |
+4.75 |
348 |
4,420 |
+287 |
| Sep05 |
041215 |
121.00 |
121.40 |
121.00 |
121.40 |
+4.55 |
196 |
6,656 |
+94 |
| Oct05 |
041215 |
117.60 |
117.60 |
117.60 |
117.60 |
+4.45 |
22 |
2,711 |
+5 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041215 |
7.280 |
7.390 |
7.190 |
7.236 |
-0.097 |
29,385 |
38,045 |
-3,025 |
| Feb05 |
041215 |
7.390 |
7.510 |
7.310 |
7.370 |
-0.088 |
8,702 |
50,377 |
+726 |
| Mar05 |
041215 |
7.320 |
7.410 |
7.250 |
7.297 |
-0.083 |
7,468 |
42,699 |
+1,829 |
| Apr05 |
041215 |
6.640 |
6.720 |
6.630 |
6.667 |
+0.002 |
3,953 |
22,417 |
+154 |
| May05 |
041215 |
6.595 |
6.660 |
6.575 |
6.607 |
+0.012 |
4,733 |
21,415 |
+808 |
| Jun05 |
041215 |
6.620 |
6.700 |
6.620 |
6.647 |
+0.012 |
703 |
12,367 |
+112 |
| Jul05 |
041215 |
6.700 |
6.740 |
6.670 |
6.691 |
+0.012 |
454 |
15,663 |
+31 |
| Aug05 |
041215 |
6.700 |
6.750 |
6.690 |
6.711 |
+0.012 |
358 |
11,685 |
+104 |
| Sep05 |
041215 |
6.670 |
6.720 |
6.670 |
6.681 |
+0.012 |
235 |
11,552 |
+10 |
| Oct05 |
041215 |
6.680 |
6.750 |
6.670 |
6.701 |
+0.012 |
1,045 |
22,840 |
+105 |
| Nov05 |
041215 |
7.010 |
7.030 |
6.986 |
6.986 |
+0.012 |
355 |
10,350 |
+97 |
| Dec05 |
041215 |
7.310 |
7.320 |
7.276 |
7.276 |
+0.012 |
1,144 |
16,003 |
+510 |
| Jan06 |
041215 |
7.470 |
7.530 |
7.470 |
7.481 |
+0.012 |
369 |
14,528 |
-63 |
| Feb06 |
041215 |
7.430 |
7.490 |
7.430 |
7.461 |
+0.012 |
266 |
9,109 |
+111 |
| Mar06 |
041215 |
7.200 |
7.250 |
7.200 |
7.231 |
+0.012 |
436 |
10,888 |
-244 |
| Apr06 |
041215 |
6.250 |
6.280 |
6.231 |
6.231 |
+0.012 |
141 |
9,496 |
+8 |
| Total Volume and Open Interest |
60,987 |
391,394 |
+1,465 |
| Brent Crude Oil(ICE) |
| Jan05 |
041215 |
39.90 |
42.30 |
39.71 |
42.22 |
+2.97 |
16,780 |
25,958 |
-8,359 |
| Feb05 |
041215 |
40.02 |
42.15 |
39.75 |
41.97 |
+2.52 |
39,645 |
77,484 |
+9,228 |
| Mar05 |
041215 |
40.00 |
42.10 |
39.80 |
41.95 |
+2.26 |
14,565 |
69,682 |
+5,127 |
| Apr05 |
041215 |
40.00 |
41.81 |
39.92 |
41.81 |
+2.09 |
3,714 |
21,862 |
+1,832 |
| May05 |
041215 |
39.83 |
41.65 |
39.77 |
41.65 |
+2.02 |
973 |
9,611 |
-267 |
| Jun05 |
041215 |
39.70 |
41.48 |
39.70 |
41.48 |
+1.93 |
442 |
16,538 |
+279 |
| Jul05 |
041215 |
41.25 |
41.25 |
41.25 |
41.25 |
+1.85 |
0 |
6,294 |
+0 |
| Aug05 |
041215 |
41.02 |
41.02 |
41.02 |
41.02 |
+1.77 |
0 |
3,693 |
+0 |
| Sep05 |
041215 |
40.59 |
40.80 |
40.59 |
40.80 |
+1.70 |
490 |
7,006 |
+400 |
| Oct05 |
041215 |
40.58 |
40.58 |
40.58 |
40.58 |
+1.63 |
0 |
2,900 |
+0 |
| Nov05 |
041215 |
40.36 |
40.36 |
40.36 |
40.36 |
+1.56 |
0 |
3,547 |
+25 |
| Dec05 |
041215 |
38.64 |
40.18 |
38.64 |
40.18 |
+1.53 |
913 |
36,911 |
+174 |
| Total Volume and Open Interest |
84,195 |
343,066 |
+13,627 |
| Gas Oil(ICE) |
| Jan05 |
041215 |
387.00 |
408.50 |
386.25 |
404.00 |
+22.00 |
22,860 |
55,133 |
+657 |
| Feb05 |
041215 |
384.00 |
404.00 |
382.00 |
398.25 |
+19.25 |
9,634 |
32,090 |
+2,553 |
| Mar05 |
041215 |
374.00 |
389.75 |
374.00 |
388.25 |
+17.75 |
899 |
9,066 |
+76 |
| Apr05 |
041215 |
365.75 |
378.50 |
364.50 |
378.25 |
+16.25 |
1,012 |
8,130 |
-268 |
| May05 |
041215 |
360.25 |
375.50 |
360.25 |
372.75 |
+15.75 |
225 |
4,442 |
+60 |
| Jun05 |
041215 |
358.00 |
373.00 |
358.00 |
370.25 |
+15.25 |
1,275 |
14,658 |
-30 |
| Jul05 |
041215 |
369.25 |
369.25 |
369.25 |
369.25 |
+14.75 |
0 |
1,419 |
+0 |
| Aug05 |
041215 |
368.25 |
368.25 |
368.25 |
368.25 |
+14.00 |
0 |
1,546 |
+0 |
| Sep05 |
041215 |
367.25 |
367.25 |
367.25 |
367.25 |
+13.25 |
0 |
5,469 |
+0 |
| Oct05 |
041215 |
365.75 |
365.75 |
365.75 |
365.75 |
+12.75 |
0 |
1,050 |
+0 |
| Total Volume and Open Interest |
36,544 |
159,326 |
+3,048 |
| US Dollar Index(ICE) |
| Mar05 |
041215 |
82.360 |
82.560 |
81.500 |
81.760 |
-0.680 |
1,820 |
22,712 |
-80 |
| Jun05 |
041215 |
81.910 |
81.910 |
81.780 |
81.820 |
-0.680 |
11 |
2,028 |
+10 |
| Sep05 |
041215 |
81.680 |
81.880 |
81.680 |
81.880 |
-0.680 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
1,831 |
24,771 |
-70 |
| Australian Dollar(CME) |
| Mar05 |
041215 |
75.65 |
76.01 |
75.60 |
75.82 |
+0.71 |
2,125 |
56,088 |
+626 |
| Jun05 |
041215 |
75.36 |
75.36 |
75.36 |
75.36 |
+0.71 |
14 |
327 |
-10 |
| Sep05 |
041215 |
74.92 |
74.92 |
74.92 |
74.92 |
+0.71 |
0 |
312 |
+0 |
| Total Volume and Open Interest |
2,140 |
56,837 |
-32,784 |
| British Pound(CME) |
| Mar05 |
041215 |
192.55 |
193.55 |
192.52 |
193.14 |
+1.41 |
2,093 |
77,295 |
+615 |
| Jun05 |
041215 |
192.24 |
192.24 |
192.24 |
192.24 |
+1.41 |
2 |
13 |
+0 |
| Sep05 |
041215 |
191.34 |
191.34 |
191.34 |
191.34 |
+1.41 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,093 |
77,331 |
-34,844 |
| Canadian Dollar(CME) |
| Mar05 |
041215 |
81.16 |
81.82 |
81.10 |
81.53 |
+0.56 |
5,393 |
60,454 |
+1,086 |
| Jun05 |
041215 |
81.20 |
81.80 |
81.20 |
81.59 |
+0.58 |
68 |
2,672 |
+88 |
| Sep05 |
041215 |
81.50 |
81.78 |
81.50 |
81.69 |
+0.60 |
25 |
737 |
+2 |
| Dec05 |
041215 |
81.70 |
82.05 |
81.70 |
81.81 |
+0.63 |
3 |
455 |
+0 |
| Total Volume and Open Interest |
6,009 |
101,313 |
+1,028 |
| Japanese Yen(CME) |
| Mar05 |
041215 |
96.54 |
96.77 |
96.30 |
96.50 |
+1.13 |
4,348 |
125,808 |
-492 |
| Jun05 |
041215 |
97.18 |
97.18 |
97.18 |
97.18 |
+1.13 |
0 |
20,043 |
+0 |
| Sep05 |
041215 |
97.98 |
97.98 |
97.98 |
97.98 |
+1.13 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
4,348 |
145,978 |
-75,740 |
| Swiss Franc(CME) |
| Mar05 |
041215 |
87.94 |
88.21 |
87.88 |
88.00 |
+0.96 |
12,172 |
56,533 |
-966 |
| Jun05 |
041215 |
88.43 |
88.43 |
88.43 |
88.43 |
+1.00 |
0 |
72 |
+0 |
| Sep05 |
041215 |
88.89 |
88.89 |
88.89 |
88.89 |
+1.04 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
12,172 |
56,671 |
-43,007 |
| EuroFX(CME) |
| Mar05 |
041215 |
133.93 |
134.51 |
133.85 |
134.16 |
+1.03 |
22,958 |
134,838 |
+11,942 |
| Jun05 |
041215 |
134.12 |
134.68 |
134.05 |
134.39 |
+1.05 |
138 |
1,024 |
+60 |
| Sep05 |
041215 |
134.70 |
134.70 |
134.70 |
134.70 |
+1.05 |
0 |
297 |
+1 |
| Total Volume and Open Interest |
23,096 |
136,413 |
-88,427 |
| Mexican Peso(CME) |
| Jan05 |
041215 |
889.2 |
889.2 |
882.2 |
889.2 |
+7.0 |
0 |
115 |
+0 |
| Feb05 |
041215 |
880.5 |
885.0 |
880.5 |
885.0 |
+7.0 |
30 |
30 |
+30 |
| Total Volume and Open Interest |
5,175 |
83,043 |
-317 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041215 |
114~050 |
115~000 |
114~050 |
114~280 |
+0~240 |
17,058 |
65,316 |
-9,811 |
| Mar05 |
041215 |
113~080 |
114~020 |
113~040 |
113~310 |
+0~250 |
187,334 |
568,915 |
+14,583 |
| Jun05 |
041215 |
112~100 |
113~070 |
112~100 |
113~050 |
+0~270 |
142 |
8,007 |
+12 |
| Total Volume and Open Interest |
204,534 |
642,388 |
+4,784 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041215 |
113~045 |
113~140 |
113~010 |
113~100 |
+0~080 |
35,723 |
77,301 |
-22,466 |
| Mar05 |
041215 |
112~195 |
112~305 |
112~160 |
112~280 |
+0~095 |
500,760 |
1,571,614 |
+17,221 |
| Jun05 |
041215 |
111~270 |
112~000 |
111~270 |
111~315 |
+0~095 |
1,157 |
13,225 |
+572 |
| Total Volume and Open Interest |
537,644 |
1,662,145 |
-4,669 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041215 |
111~000 |
111~002 |
110~120 |
110~120 |
+0~012 |
20,160 |
238,179 |
-19,573 |
| Mar05 |
041215 |
110~006 |
110~018 |
110~002 |
110~008 |
+0~020 |
282,509 |
1,196,578 |
-11,511 |
| Jun05 |
041215 |
109~080 |
109~080 |
109~080 |
109~080 |
+0~022 |
2,580 |
8,685 |
+2,658 |
| Total Volume and Open Interest |
305,249 |
8,685 |
+2,658 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041215 |
105~036 |
105~038 |
105~036 |
105~038 |
+0~004 |
1,710 |
19,410 |
-2,458 |
| Mar05 |
041215 |
104~118 |
104~121 |
104~116 |
104~120 |
+0~005 |
3,427 |
219,228 |
+956 |
| Total Volume and Open Interest |
5,137 |
238,638 |
-1,502 |
| Eurodollars(CME) |
| Mar05 |
041215 |
97.120 |
97.125 |
97.110 |
97.120 |
unch |
62,123 |
1,048,027 |
+7,531 |
| Jun05 |
041215 |
96.885 |
96.895 |
96.870 |
96.890 |
+0.005 |
36,481 |
1,058,915 |
+283 |
| Sep05 |
041215 |
96.695 |
96.705 |
96.685 |
96.695 |
+0.015 |
35,701 |
880,337 |
+21,978 |
| Dec05 |
041215 |
96.540 |
96.545 |
96.525 |
96.540 |
+0.015 |
54,302 |
679,491 |
+11,886 |
| Mar06 |
041215 |
96.435 |
96.445 |
96.420 |
96.440 |
+0.030 |
24,789 |
552,030 |
+3,848 |
| Jun06 |
041215 |
96.345 |
96.360 |
96.330 |
96.355 |
+0.040 |
18,629 |
379,854 |
+4,417 |
| Sep06 |
041215 |
96.260 |
96.280 |
96.250 |
96.275 |
+0.045 |
19,494 |
291,598 |
+1,846 |
| Dec06 |
041215 |
96.160 |
96.190 |
96.160 |
96.190 |
+0.060 |
21,213 |
222,562 |
-5,561 |
| Mar07 |
041215 |
96.105 |
96.125 |
96.105 |
96.125 |
+0.065 |
10,189 |
179,146 |
+2,313 |
| Jun07 |
041215 |
96.020 |
96.050 |
96.020 |
96.045 |
+0.070 |
8,296 |
158,693 |
+694 |
| Sep07 |
041215 |
95.955 |
95.970 |
95.950 |
95.970 |
+0.080 |
9,374 |
118,786 |
+3,419 |
| Dec07 |
041215 |
95.845 |
95.880 |
95.845 |
95.880 |
+0.080 |
16,680 |
120,400 |
+2,429 |
| Mar08 |
041215 |
95.795 |
95.820 |
95.795 |
95.810 |
+0.080 |
8,251 |
88,595 |
+2,271 |
| Jun08 |
041215 |
95.715 |
95.725 |
95.705 |
95.715 |
+0.080 |
7,095 |
91,907 |
+946 |
| Sep08 |
041215 |
95.625 |
95.635 |
95.615 |
95.625 |
+0.080 |
6,951 |
88,744 |
+1,147 |
| Dec08 |
041215 |
95.485 |
95.530 |
95.485 |
95.520 |
+0.085 |
11,514 |
79,814 |
+3,440 |
| Mar09 |
041215 |
95.415 |
95.450 |
95.415 |
95.440 |
+0.085 |
6,365 |
56,383 |
+1,324 |
| Jun09 |
041215 |
95.320 |
95.355 |
95.320 |
95.345 |
+0.085 |
6,527 |
45,188 |
+1,576 |
| Total Volume and Open Interest |
381,506 |
6,328,083 |
+84,661 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041215 |
97.850 |
97.850 |
97.850 |
97.850 |
-0.010 |
6,089 |
152,289 |
-4,972 |
| Jan05 |
041215 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
4,092 |
138,017 |
+973 |
| Feb05 |
041215 |
97.510 |
97.520 |
97.510 |
97.510 |
unch |
4,060 |
112,472 |
+4,341 |
| Mar05 |
041215 |
97.430 |
97.440 |
97.430 |
97.430 |
unch |
2,289 |
35,874 |
+2,102 |
| Apr05 |
041215 |
97.310 |
97.310 |
97.310 |
97.310 |
-0.010 |
1,211 |
26,844 |
-1,163 |
| May05 |
041215 |
97.150 |
97.150 |
97.150 |
97.150 |
unch |
190 |
3,428 |
+709 |
| Total Volume and Open Interest |
17,931 |
469,133 |
+2,000 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041215 |
97.850 |
97.850 |
97.845 |
97.845 |
-0.010 |
18,919 |
0 |
+0 |
| Jan05 |
041215 |
97.745 |
97.750 |
97.745 |
97.745 |
-0.005 |
9,111 |
0 |
+0 |
| Feb05 |
041215 |
97.520 |
97.520 |
97.515 |
97.520 |
+0.005 |
16,196 |
0 |
+0 |
| Mar05 |
041215 |
97.440 |
97.440 |
97.430 |
97.435 |
unch |
5,304 |
0 |
+0 |
| Apr05 |
041215 |
97.320 |
97.320 |
97.305 |
97.310 |
-0.005 |
2,250 |
0 |
+0 |
| May05 |
041215 |
97.145 |
97.150 |
97.145 |
97.150 |
unch |
766 |
0 |
+0 |
| Total Volume and Open Interest |
52,556 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar05 |
041215 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,585 |
53,755 |
-1,573 |
| Jun05 |
041215 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
512 |
32,710 |
-2,074 |
| Sep05 |
041215 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
50 |
7,915 |
-213 |
| Dec05 |
041215 |
99.82 |
99.83 |
99.82 |
99.83 |
unch |
488 |
5,671 |
+99 |
| Mar06 |
041215 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
143 |
7,061 |
+80 |
| Jun06 |
041215 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
4,098 |
-66 |
| Sep06 |
041215 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
3,099 |
+0 |
| Dec06 |
041215 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
| Mar07 |
041215 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
1 |
+0 |
| Jun07 |
041215 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,778 |
115,764 |
-3,749 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041215 |
99.91 |
99.91 |
99.90 |
99.91 |
+0.01 |
847 |
106,537 |
-2,146 |
| Jun05 |
041215 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
22 |
89,718 |
-258 |
| Sep05 |
041215 |
99.86 |
99.87 |
99.86 |
99.87 |
+0.01 |
369 |
44,324 |
-391 |
| Dec05 |
041215 |
99.83 |
99.83 |
99.82 |
99.83 |
+0.01 |
1,343 |
35,578 |
+130 |
| Mar06 |
041215 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.00 |
2,161 |
27,065 |
-67 |
| Jun06 |
041215 |
99.69 |
99.69 |
99.68 |
99.68 |
unch |
633 |
13,052 |
+140 |
| Sep06 |
041215 |
99.59 |
99.60 |
99.59 |
99.60 |
unch |
145 |
7,296 |
-70 |
| Dec06 |
041215 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
95 |
6,594 |
+0 |
| Total Volume and Open Interest |
5,615 |
337,148 |
-2,662 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041215 |
139.18 |
139.27 |
138.80 |
138.97 |
-0.07 |
1,280 |
43,797 |
-700 |
| Jun05 |
041215 |
138.40 |
138.40 |
138.40 |
138.40 |
+0.02 |
|
|
|
| Sep05 |
041215 |
138.40 |
138.40 |
138.40 |
138.40 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
1,280 |
43,797 |
-700 |
| Euro-Bund(EUREX) |
| Mar05 |
041215 |
119.45 |
119.94 |
119.36 |
119.84 |
+0.53 |
1,039,055 |
1,190,867 |
-19,425 |
| Jun05 |
041215 |
118.83 |
118.91 |
118.79 |
118.91 |
+0.55 |
1,317 |
478 |
+38 |
| Total Volume and Open Interest |
1,040,372 |
1,191,345 |
-19,387 |
| Euro-Bobl(EUREX) |
| Mar05 |
041215 |
113.58 |
113.76 |
113.51 |
113.70 |
+0.19 |
509,638 |
775,953 |
-10,962 |
| Jun05 |
041215 |
112.87 |
112.87 |
112.87 |
112.87 |
+0.19 |
1,900 |
800 |
+0 |
| Sep05 |
041215 |
112.70 |
112.70 |
112.70 |
112.70 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
511,538 |
776,753 |
-10,962 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
| Mar05 |
041215 |
97.825 |
97.825 |
97.815 |
97.825 |
+0.015 |
1,864 |
14,337 |
+2,022 |
| Jun05 |
041215 |
97.755 |
97.765 |
97.755 |
97.765 |
+0.020 |
565 |
6,286 |
+209 |
| Total Volume and Open Interest |
2,679 |
29,477 |
+2,313 |
| Long Gilt(LIFFE) |
| Dec04 |
041215 |
110~08 |
110~18 |
110~06 |
110~17 |
+0~11 |
221 |
19,604 |
-112 |
| Mar05 |
041215 |
111~29 |
112~10 |
111~24 |
112~07 |
+0~14 |
42,839 |
199,170 |
-3,692 |
| Total Volume and Open Interest |
43,060 |
218,774 |
-3,804 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041215 |
95.14 |
95.14 |
95.13 |
95.14 |
unch |
6,663 |
187,823 |
-1,095 |
| Mar05 |
041215 |
95.16 |
95.16 |
95.12 |
95.14 |
-0.01 |
33,937 |
271,933 |
-4,989 |
| Jun05 |
041215 |
95.23 |
95.25 |
95.19 |
95.23 |
+0.01 |
44,049 |
257,343 |
+2,902 |
| Sep05 |
041215 |
95.26 |
95.30 |
95.22 |
95.27 |
+0.02 |
39,878 |
237,104 |
-4 |
| Dec05 |
041215 |
95.27 |
95.31 |
95.23 |
95.28 |
+0.03 |
27,395 |
175,746 |
+591 |
| Mar06 |
041215 |
95.26 |
95.31 |
95.23 |
95.28 |
+0.03 |
13,405 |
101,404 |
+382 |
| Total Volume and Open Interest |
181,965 |
1,459,033 |
+1,080 |
| 3-Mth Euribor(LIFFE) |
| Mar05 |
041215 |
97.820 |
97.825 |
97.815 |
97.820 |
unch |
79,839 |
546,527 |
+1,706 |
| Jun05 |
041215 |
97.760 |
97.770 |
97.750 |
97.760 |
+0.010 |
82,444 |
599,385 |
+9,400 |
| Sep05 |
041215 |
97.690 |
97.695 |
97.670 |
97.685 |
+0.015 |
81,630 |
406,567 |
+2,444 |
| Total Volume and Open Interest |
420,150 |
2,789,271 |
+16,010 |
| 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 |
041215 |
94.64 |
94.69 |
94.61 |
94.66 |
+0.02 |
20,866 |
310,230 |
+1,384 |
| Jun05 |
041215 |
94.66 |
94.71 |
94.62 |
94.68 |
+0.02 |
12,260 |
150,563 |
+4,783 |
| Sep05 |
041215 |
94.65 |
94.71 |
94.61 |
94.68 |
+0.03 |
4,094 |
44,059 |
+3,059 |
| Dec05 |
041215 |
94.63 |
94.69 |
94.62 |
94.67 |
+0.03 |
1,351 |
23,430 |
+27 |
| Mar06 |
041215 |
94.62 |
94.64 |
94.62 |
94.64 |
+0.03 |
99 |
14,240 |
+56 |
| Jun06 |
041215 |
94.58 |
94.61 |
94.58 |
94.61 |
+0.04 |
83 |
10,415 |
+30 |
| Sep06 |
041215 |
94.54 |
94.57 |
94.54 |
94.57 |
+0.04 |
78 |
6,570 |
+60 |
| Dec06 |
041215 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.02 |
0 |
3,193 |
+0 |
| Mar07 |
041215 |
94.48 |
94.50 |
94.48 |
94.50 |
+0.02 |
10 |
2,067 |
+0 |
| Total Volume and Open Interest |
38,851 |
568,390 |
+9,409 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041215 |
94.80 |
94.87 |
94.79 |
94.82 |
+0.01 |
35,064 |
14,470 |
-236,391 |
| Mar05 |
041215 |
94.80 |
94.87 |
94.79 |
94.82 |
+0.01 |
51,712 |
263,283 |
+14,841 |
| Total Volume and Open Interest |
86,776 |
277,753 |
-221,550 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041215 |
94.98 |
95.06 |
94.96 |
95.01 |
+0.02 |
102,246 |
34,925 |
-393,793 |
| Mar05 |
041215 |
94.98 |
95.06 |
94.97 |
95.03 |
+0.04 |
124,805 |
444,437 |
+78,772 |
| Total Volume and Open Interest |
227,051 |
479,362 |
-315,021 |
| Gold(CMX) |
| Dec04 |
041215 |
440.3 |
442.0 |
439.5 |
440.8 |
+4.9 |
199 |
1,017 |
-184 |
| Feb05 |
041215 |
441.1 |
443.2 |
440.6 |
442.2 |
+4.9 |
33,702 |
220,116 |
-946 |
| Apr05 |
041215 |
442.8 |
445.0 |
442.7 |
444.2 |
+4.9 |
973 |
17,716 |
+95 |
| Jun05 |
041215 |
446.0 |
447.8 |
445.0 |
446.5 |
+4.9 |
669 |
27,501 |
-37 |
| Aug05 |
041215 |
448.1 |
449.0 |
448.1 |
448.7 |
+4.9 |
0 |
7,773 |
+0 |
| Oct05 |
041215 |
451.0 |
451.0 |
451.0 |
451.0 |
+4.9 |
6 |
3,374 |
+0 |
| Dec05 |
041215 |
453.0 |
455.0 |
452.0 |
453.4 |
+5.0 |
97 |
18,199 |
+21 |
| Feb06 |
041215 |
456.0 |
456.0 |
456.0 |
456.0 |
+5.1 |
0 |
845 |
+0 |
| Apr06 |
041215 |
458.5 |
458.5 |
458.5 |
458.5 |
+5.1 |
0 |
591 |
+0 |
| Jun06 |
041215 |
461.0 |
461.0 |
461.0 |
461.0 |
+5.1 |
2 |
8,588 |
+1 |
| Aug06 |
041215 |
463.6 |
463.6 |
463.6 |
463.6 |
+5.0 |
0 |
170 |
+0 |
| Oct06 |
041215 |
466.2 |
466.2 |
466.2 |
466.2 |
+5.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
35,649 |
316,029 |
-1,050 |
| Silver(CMX) |
| Dec04 |
041215 |
683.0 |
694.0 |
681.0 |
684.3 |
+12.5 |
60 |
425 |
-8 |
| Mar05 |
041215 |
681.0 |
695.5 |
680.5 |
688.0 |
+12.5 |
12,537 |
76,915 |
-1,264 |
| May05 |
041215 |
683.0 |
698.0 |
683.0 |
691.0 |
+12.4 |
251 |
6,824 |
+39 |
| Jul05 |
041215 |
695.0 |
702.0 |
691.0 |
694.0 |
+12.5 |
110 |
3,329 |
-12 |
| Sep05 |
041215 |
697.5 |
697.5 |
697.5 |
697.5 |
+12.5 |
4 |
727 |
+0 |
| Dec05 |
041215 |
698.0 |
712.0 |
698.0 |
701.0 |
+12.6 |
240 |
9,960 |
+38 |
| Mar06 |
041215 |
711.0 |
714.0 |
704.3 |
704.3 |
+12.5 |
1 |
172 |
+0 |
| Total Volume and Open Interest |
13,236 |
101,771 |
-1,201 |
| Platinum(NYMEX) |
| Jan05 |
041215 |
834.0 |
843.0 |
834.0 |
842.1 |
+11.7 |
322 |
5,641 |
-361 |
| Apr05 |
041215 |
840.0 |
841.0 |
839.1 |
839.1 |
+11.7 |
16 |
895 |
-17 |
| Jul05 |
041215 |
836.1 |
836.1 |
836.1 |
836.1 |
+11.7 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
338 |
6,538 |
-378 |
| Palladium(NYMEX) |
| Dec04 |
041215 |
186.10 |
186.10 |
186.10 |
186.10 |
+1.50 |
8 |
221 |
-7 |
| Mar05 |
041215 |
190.00 |
190.00 |
184.60 |
187.60 |
+1.20 |
690 |
11,358 |
+97 |
| Jun05 |
041215 |
189.00 |
190.00 |
187.00 |
189.60 |
+1.20 |
15 |
235 |
+1 |
| Total Volume and Open Interest |
718 |
11,858 |
+94 |
| Copper(CMX) |
| Dec04 |
041215 |
146.20 |
146.60 |
144.70 |
146.45 |
+2.05 |
873 |
3,521 |
-227 |
| Mar05 |
041215 |
138.20 |
138.80 |
136.25 |
138.65 |
+2.25 |
4,652 |
51,370 |
-168 |
| May05 |
041215 |
133.20 |
135.30 |
133.20 |
135.30 |
+2.15 |
478 |
5,947 |
+165 |
| Jul05 |
041215 |
132.00 |
132.05 |
131.00 |
132.05 |
+2.15 |
87 |
5,013 |
+11 |
| Sep05 |
041215 |
128.80 |
128.80 |
127.80 |
128.80 |
+2.20 |
61 |
3,544 |
+9 |
| Total Volume and Open Interest |
6,810 |
83,533 |
+26 |
| Aluminum(CMX) |
| Dec04 |
041215 |
88.20 |
88.20 |
88.20 |
88.20 |
+0.80 |
10 |
273 |
-62 |
| Jan05 |
041215 |
88.30 |
88.30 |
88.30 |
88.30 |
+1.00 |
0 |
1,078 |
+0 |
| Feb05 |
041215 |
88.30 |
88.30 |
88.30 |
88.30 |
+0.95 |
0 |
651 |
+0 |
| Mar05 |
041215 |
88.30 |
88.30 |
88.30 |
88.30 |
+0.90 |
0 |
681 |
+0 |
| Apr05 |
041215 |
88.15 |
88.15 |
88.15 |
88.15 |
+0.95 |
0 |
486 |
+0 |
| May05 |
041215 |
87.95 |
87.95 |
87.95 |
87.95 |
+1.00 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
10 |
8,680 |
-62 |
| DJIA Index(CBOT) |
| Dec04 |
041215 |
10685 |
10708 |
10643 |
10689 |
+10 |
8,217 |
27,976 |
-244 |
| Mar05 |
041215 |
10685 |
10719 |
10647 |
10697 |
+10 |
12,227 |
43,416 |
+7,614 |
| Jun05 |
041215 |
10719 |
10719 |
10719 |
10719 |
+10 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
20,444 |
71,399 |
+7,370 |
| S & P 500(CME) |
| Dec04 |
041215 |
1203.20 |
1206.50 |
1199.30 |
1204.80 |
+0.70 |
79,571 |
175,389 |
-32,030 |
| Mar05 |
041215 |
1205.50 |
1209.50 |
1201.70 |
1207.20 |
+0.70 |
105,268 |
597,485 |
+57,345 |
| Jun05 |
041215 |
1212.20 |
1212.20 |
1210.50 |
1211.10 |
+0.60 |
332 |
9,905 |
+600 |
| Sep05 |
041215 |
1215.40 |
1215.40 |
1215.40 |
1215.40 |
+0.60 |
32 |
1,788 |
+20 |
| Total Volume and Open Interest |
185,203 |
784,764 |
+25,935 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041215 |
1204.25 |
1207.00 |
1199.00 |
1204.75 |
+0.75 |
122,640 |
604,964 |
-48,554 |
| Mar05 |
041215 |
1206.50 |
1209.50 |
1201.50 |
1207.25 |
+0.75 |
608,799 |
677,640 |
+119,036 |
| Total Volume and Open Interest |
731,439 |
1,282,604 |
+70,482 |
| NASDAQ 100(CME) |
| Dec04 |
041215 |
1628.00 |
1635.00 |
1615.50 |
1623.50 |
-2.50 |
12,816 |
64,994 |
-4,264 |
| Mar05 |
041215 |
1637.00 |
1645.00 |
1623.00 |
1633.00 |
-2.00 |
17,844 |
57,962 |
+7,798 |
| Jun05 |
041215 |
1643.50 |
1643.50 |
1643.50 |
1643.50 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
30,660 |
122,961 |
+3,534 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041215 |
1626.00 |
1636.00 |
1614.00 |
1623.50 |
-2.50 |
38,206 |
337,855 |
-14,052 |
| Mar05 |
041215 |
1636.00 |
1645.00 |
1623.00 |
1633.00 |
-2.00 |
252,235 |
203,353 |
+27,401 |
| Total Volume and Open Interest |
290,441 |
541,208 |
+13,349 |
| S & P Midcap 400(CME) |
| Dec04 |
041215 |
653.00 |
655.50 |
652.00 |
654.95 |
+3.30 |
2,910 |
7,519 |
-1,007 |
| Mar05 |
041215 |
653.00 |
658.00 |
652.70 |
657.35 |
+3.35 |
3,325 |
11,950 |
+2,798 |
| Jun05 |
041215 |
657.35 |
657.35 |
657.35 |
657.35 |
+3.35 |
|
|
|
| Total Volume and Open Interest |
6,235 |
19,469 |
+1,791 |
| Russell 2000(CME) |
| Dec04 |
041215 |
643.00 |
647.60 |
643.00 |
647.60 |
+5.00 |
5,032 |
21,164 |
-2,587 |
| Mar05 |
041215 |
644.50 |
650.75 |
644.50 |
649.95 |
+5.05 |
4,721 |
18,481 |
+3,137 |
| Jun05 |
041215 |
649.95 |
649.95 |
649.95 |
649.95 |
+5.05 |
|
|
|
| Total Volume and Open Interest |
9,753 |
39,645 |
+550 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041215 |
643.50 |
648.10 |
639.90 |
647.60 |
+5.00 |
10,720 |
96,361 |
-6,889 |
| Mar05 |
041215 |
645.20 |
650.80 |
644.00 |
650.00 |
+5.10 |
62,815 |
94,012 |
+8,402 |
| 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 |
041215 |
10940 |
10975 |
10920 |
10935 |
unch |
6,753 |
156,068 |
+4,807 |
| Jun05 |
041215 |
10885 |
10885 |
10885 |
10885 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
6,753 |
156,071 |
+4,786 |
| Nikkei 225(SGX) |
| Mar05 |
041215 |
10940 |
10975 |
10920 |
10935 |
unch |
6,753 |
156,068 |
+4,807 |
| Jun05 |
041215 |
10885 |
10885 |
10885 |
10885 |
unch |
0 |
3 |
+0 |
| Sep05 |
041215 |
10880 |
10880 |
10880 |
10880 |
unch |
|
|
|
| Total Volume and Open Interest |
6,753 |
156,071 |
+4,786 |
| CAC 40(EURONEXT) |
| Dec04 |
041215 |
3823.0 |
3837.5 |
3801.0 |
3803.0 |
-13.5 |
167,830 |
618,397 |
+59,642 |
| Jan05 |
041215 |
3828.5 |
3843.5 |
3809.5 |
3809.5 |
-13.5 |
96,018 |
143,540 |
+86,302 |
| Feb05 |
041215 |
3815.0 |
3815.0 |
3815.0 |
3815.0 |
-13.5 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
292,668 |
825,355 |
+170,747 |
| Hang Seng Index(HKFE) |
| Dec04 |
041215 |
14091 |
14155 |
14033 |
14091 |
-10 |
21,983 |
125,726 |
+1,734 |
| Jan05 |
041215 |
14128 |
14154 |
14038 |
14100 |
-6 |
337 |
1,184 |
+340 |
| Total Volume and Open Interest |
22,374 |
129,756 |
+2,133 |
| DAX(EUREX) |
| Dec04 |
041215 |
4243.5 |
4246.5 |
4209.5 |
4225.0 |
-10.0 |
124,737 |
162,324 |
-18,246 |
| Mar05 |
041215 |
4270.5 |
4270.5 |
4233.5 |
4248.0 |
-10.5 |
58,945 |
84,521 |
+28,286 |
| Jun05 |
041215 |
4288.0 |
4293.0 |
4257.0 |
4272.0 |
-10.0 |
3,711 |
2,318 |
-274 |
| Total Volume and Open Interest |
187,393 |
249,163 |
+9,766 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041215 |
4727.00 |
4752.50 |
4722.00 |
4724.00 |
-5.50 |
224,968 |
198,773 |
-99,177 |
| Mar05 |
041215 |
4725.00 |
4754.00 |
4724.00 |
4725.50 |
-5.50 |
171,573 |
333,326 |
+85,662 |
| Jun05 |
041215 |
4759.50 |
4759.50 |
4740.00 |
4740.00 |
-5.50 |
1,175 |
16,258 |
+1,175 |
| Total Volume and Open Interest |
397,716 |
551,902 |
-12,340 |
| SPI 200(SFE) |
| Dec04 |
041215 |
3953.0 |
3963.0 |
3940.0 |
3944.0 |
-1.0 |
62,206 |
166,788 |
-18,231 |
| Mar05 |
041215 |
3968.0 |
3975.0 |
3950.0 |
3955.0 |
-3.0 |
60,479 |
131,249 |
+55,513 |
| Jun05 |
041215 |
3985.0 |
3985.0 |
3966.0 |
3968.0 |
-4.0 |
327 |
3,013 |
+229 |
| Total Volume and Open Interest |
123,160 |
306,526 |
+37,538 |
| GSCI(CME) |
| Jan05 |
041215 |
314.30 |
323.80 |
314.00 |
323.80 |
+10.40 |
270 |
18,165 |
+76 |
| Feb05 |
041215 |
321.50 |
321.50 |
321.50 |
321.50 |
+10.10 |
|
|
|
| Mar05 |
041215 |
317.50 |
317.50 |
317.50 |
317.50 |
|
|
|
|
| RJ/CRB Index(ICE) |
| Jan05 |
041215 |
281.75 |
283.70 |
281.00 |
283.00 |
+3.85 |
20 |
278 |
-1 |
| Feb05 |
041215 |
279.75 |
282.50 |
279.75 |
282.50 |
+3.85 |
4 |
120 |
+2 |
| Apr05 |
041215 |
279.00 |
282.75 |
279.00 |
282.75 |
+3.85 |
1 |
117 |
+0 |
| Total Volume and Open Interest |
24 |
622 |
+1 |
|
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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