|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 16, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041216 |
548.00 |
551.50 |
544.00 |
544.50 |
-1.50 |
24,588 |
69,075 |
-5,712 |
| Mar05 |
041216 |
548.00 |
549.50 |
541.00 |
542.00 |
-3.25 |
39,069 |
99,096 |
+3,231 |
| May05 |
041216 |
552.00 |
553.50 |
544.50 |
545.00 |
-4.25 |
5,218 |
36,317 |
-797 |
| Jul05 |
041216 |
558.00 |
559.50 |
550.50 |
551.25 |
-4.00 |
6,921 |
27,176 |
-1,453 |
| Aug05 |
041216 |
559.00 |
561.50 |
554.00 |
554.00 |
-4.00 |
365 |
2,159 |
-109 |
| Sep05 |
041216 |
560.00 |
561.00 |
553.00 |
553.00 |
-4.00 |
22 |
747 |
-18 |
| Nov05 |
041216 |
568.00 |
569.50 |
560.50 |
560.75 |
-5.00 |
5,365 |
12,738 |
-260 |
| Total Volume and Open Interest |
81,566 |
247,411 |
-5,114 |
| Soybean Meal(CBOT) |
| Jan05 |
041216 |
161.50 |
164.00 |
159.00 |
160.30 |
-1.00 |
12,718 |
26,225 |
-1,985 |
| Mar05 |
041216 |
163.00 |
165.20 |
159.00 |
160.40 |
-2.40 |
12,836 |
43,726 |
+295 |
| May05 |
041216 |
164.50 |
165.80 |
161.50 |
161.70 |
-3.00 |
2,195 |
18,584 |
-20 |
| Jul05 |
041216 |
167.30 |
168.50 |
163.80 |
163.90 |
-3.10 |
2,779 |
30,009 |
+377 |
| Aug05 |
041216 |
169.50 |
169.50 |
165.30 |
165.30 |
-3.00 |
381 |
9,168 |
-193 |
| Sep05 |
041216 |
170.00 |
171.00 |
166.80 |
166.80 |
-2.70 |
216 |
6,051 |
-28 |
| Oct05 |
041216 |
172.00 |
172.00 |
167.00 |
167.30 |
-3.00 |
1,760 |
4,645 |
+881 |
| Dec05 |
041216 |
174.50 |
175.00 |
170.50 |
170.80 |
-2.70 |
376 |
5,721 |
+12 |
| Total Volume and Open Interest |
33,262 |
144,542 |
-966 |
| Soybean Oil(CBOT) |
| Jan05 |
041216 |
20.36 |
20.50 |
20.21 |
20.47 |
+0.21 |
11,215 |
33,251 |
-1,843 |
| Mar05 |
041216 |
20.45 |
20.60 |
20.29 |
20.57 |
+0.21 |
11,174 |
57,389 |
+1,772 |
| May05 |
041216 |
20.55 |
20.65 |
20.38 |
20.61 |
+0.17 |
1,927 |
20,879 |
+303 |
| Jul05 |
041216 |
20.60 |
20.70 |
20.45 |
20.65 |
+0.20 |
2,696 |
21,810 |
+970 |
| Aug05 |
041216 |
20.55 |
20.60 |
20.48 |
20.60 |
+0.17 |
145 |
6,043 |
-41 |
| Sep05 |
041216 |
20.55 |
20.60 |
20.45 |
20.55 |
+0.15 |
33 |
3,989 |
+11 |
| Oct05 |
041216 |
20.45 |
20.60 |
20.40 |
20.52 |
+0.17 |
1,305 |
3,660 |
+806 |
| Dec05 |
041216 |
20.50 |
20.60 |
20.35 |
20.47 |
+0.07 |
742 |
8,277 |
+248 |
| Total Volume and Open Interest |
29,247 |
156,221 |
+1,548 |
| Canola(WCE) |
| Jan05 |
041216 |
275.6 |
277.1 |
274.5 |
276.5 |
+0.9 |
4,076 |
26,880 |
-1,307 |
| Mar05 |
041216 |
277.0 |
278.7 |
276.1 |
278.1 |
+1.1 |
3,500 |
27,863 |
+1,337 |
| May05 |
041216 |
279.5 |
282.0 |
279.5 |
282.0 |
+1.1 |
297 |
2,161 |
+263 |
| Jul05 |
041216 |
285.0 |
286.2 |
284.5 |
286.2 |
+1.7 |
175 |
2,037 |
+65 |
| Sep05 |
041216 |
289.0 |
289.0 |
289.0 |
289.0 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
8,504 |
71,144 |
+177 |
| Corn(CBOT) |
| Mar05 |
041216 |
204.75 |
205.00 |
202.50 |
203.50 |
-1.50 |
35,975 |
354,013 |
+746 |
| May05 |
041216 |
212.25 |
212.50 |
210.25 |
211.25 |
-1.25 |
5,437 |
83,970 |
+125 |
| Jul05 |
041216 |
220.00 |
220.25 |
218.00 |
219.00 |
-1.25 |
3,354 |
75,303 |
+177 |
| Sep05 |
041216 |
227.75 |
228.25 |
226.00 |
226.75 |
-1.25 |
383 |
21,942 |
+195 |
| Dec05 |
041216 |
237.00 |
237.50 |
235.00 |
236.50 |
-0.75 |
2,757 |
50,562 |
+789 |
| Mar06 |
041216 |
244.25 |
244.25 |
242.75 |
244.00 |
-0.75 |
134 |
1,852 |
+90 |
| Total Volume and Open Interest |
48,569 |
590,902 |
+1,816 |
| Wheat(CBOT) |
| Mar05 |
041216 |
302.50 |
304.00 |
297.00 |
297.50 |
-5.00 |
14,390 |
147,284 |
+336 |
| May05 |
041216 |
310.50 |
310.50 |
304.00 |
304.50 |
-5.00 |
895 |
15,240 |
-86 |
| Jul05 |
041216 |
317.00 |
318.50 |
311.00 |
311.50 |
-5.25 |
1,668 |
15,692 |
+477 |
| Sep05 |
041216 |
318.00 |
318.00 |
318.00 |
318.00 |
-5.50 |
5 |
590 |
+3 |
| Dec05 |
041216 |
335.00 |
335.00 |
328.00 |
329.00 |
-4.50 |
58 |
8,364 |
+14 |
| Total Volume and Open Interest |
17,016 |
187,213 |
+656 |
| Wheat(KCBT) |
| Mar05 |
041216 |
339.00 |
341.00 |
334.50 |
335.00 |
-3.75 |
4,206 |
50,264 |
-231 |
| May05 |
041216 |
333.00 |
333.00 |
326.25 |
326.75 |
-5.25 |
425 |
6,009 |
+74 |
| Jul05 |
041216 |
328.00 |
328.50 |
321.75 |
322.00 |
-5.50 |
508 |
8,846 |
+56 |
| Sep05 |
041216 |
328.00 |
328.00 |
328.00 |
328.00 |
-4.50 |
11 |
2,203 |
-5 |
| Dec05 |
041216 |
343.50 |
344.50 |
339.00 |
339.00 |
-5.00 |
5 |
1,280 |
+0 |
| Total Volume and Open Interest |
5,155 |
68,832 |
-119 |
| Wheat(MGE) |
| Dec04 |
041216 |
335.00 |
335.00 |
335.00 |
335.00 |
unch |
0 |
2 |
+0 |
| Mar05 |
041216 |
350.00 |
351.00 |
346.50 |
346.75 |
-2.50 |
2,128 |
21,161 |
-370 |
| May05 |
041216 |
354.00 |
354.00 |
349.50 |
349.50 |
-3.25 |
283 |
6,665 |
-86 |
| Jul05 |
041216 |
354.00 |
354.00 |
351.00 |
351.00 |
-2.50 |
33 |
3,145 |
+3 |
| Sep05 |
041216 |
352.00 |
352.00 |
347.50 |
347.50 |
-2.50 |
19 |
1,337 |
+8 |
| Total Volume and Open Interest |
2,466 |
32,702 |
-444 |
| Oats(CBOT) |
| Mar05 |
041216 |
159.25 |
159.50 |
157.00 |
159.00 |
-0.25 |
1,110 |
5,949 |
-54 |
| May05 |
041216 |
156.75 |
156.75 |
155.25 |
156.25 |
+0.50 |
76 |
523 |
+27 |
| Jul05 |
041216 |
157.50 |
157.50 |
155.50 |
155.50 |
+0.25 |
61 |
115 |
+30 |
| Sep05 |
041216 |
158.50 |
158.50 |
158.50 |
158.50 |
unch |
1 |
5 |
+1 |
| Total Volume and Open Interest |
1,248 |
6,595 |
+2 |
| Rough Rice(CBOT) |
| Jan05 |
041216 |
7.26 |
7.33 |
7.20 |
7.29 |
-0.02 |
252 |
2,491 |
-88 |
| Mar05 |
041216 |
7.45 |
7.52 |
7.39 |
7.48 |
-0.01 |
272 |
1,639 |
+114 |
| May05 |
041216 |
7.67 |
7.67 |
7.67 |
7.67 |
-0.01 |
1 |
271 |
+0 |
| Jul05 |
041216 |
7.84 |
7.84 |
7.84 |
7.84 |
-0.01 |
11 |
63 |
+8 |
| Total Volume and Open Interest |
536 |
4,466 |
+34 |
| Live Cattle(CME) |
| Dec04 |
041216 |
86.000 |
86.900 |
85.900 |
86.600 |
+0.600 |
2,687 |
6,494 |
-570 |
| Feb05 |
041216 |
88.200 |
88.475 |
87.800 |
87.975 |
-0.100 |
12,047 |
69,738 |
+1,775 |
| Apr05 |
041216 |
85.300 |
85.675 |
85.175 |
85.425 |
+0.175 |
3,243 |
18,679 |
+707 |
| Jun05 |
041216 |
80.900 |
81.150 |
80.650 |
80.825 |
-0.100 |
1,516 |
10,686 |
+133 |
| Aug05 |
041216 |
79.850 |
80.250 |
79.650 |
79.800 |
-0.125 |
626 |
7,611 |
+105 |
| Oct05 |
041216 |
80.625 |
80.700 |
80.500 |
80.550 |
+0.225 |
248 |
4,602 |
+105 |
| Total Volume and Open Interest |
20,404 |
120,448 |
+2,282 |
| Feeder Cattle(CME) |
| Jan05 |
041216 |
102.300 |
102.675 |
101.750 |
101.775 |
-0.300 |
1,949 |
6,160 |
-112 |
| Mar05 |
041216 |
98.500 |
98.600 |
97.400 |
97.525 |
-0.575 |
1,175 |
4,887 |
+62 |
| Apr05 |
041216 |
96.800 |
97.100 |
96.400 |
96.500 |
-0.300 |
316 |
1,912 |
+63 |
| May05 |
041216 |
96.600 |
96.850 |
96.100 |
96.250 |
-0.250 |
237 |
2,035 |
-35 |
| Aug05 |
041216 |
98.900 |
98.950 |
98.400 |
98.650 |
-0.225 |
62 |
646 |
+43 |
| Sep05 |
041216 |
98.000 |
98.000 |
98.000 |
98.000 |
unch |
0 |
17 |
+0 |
| Oct05 |
041216 |
98.050 |
98.050 |
98.050 |
98.050 |
+0.050 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,741 |
15,669 |
+24 |
| Lean Hogs(CME) |
| Feb05 |
041216 |
71.800 |
73.675 |
71.750 |
73.325 |
+0.875 |
8,404 |
60,158 |
-315 |
| Apr05 |
041216 |
70.400 |
72.375 |
70.250 |
72.150 |
+1.250 |
3,037 |
15,669 |
-28 |
| May05 |
041216 |
70.500 |
71.900 |
70.250 |
71.725 |
+0.525 |
331 |
2,648 |
+104 |
| Jun05 |
041216 |
72.300 |
73.550 |
72.250 |
73.525 |
+0.500 |
796 |
8,399 |
+105 |
| Jul05 |
041216 |
68.000 |
69.700 |
68.000 |
69.700 |
+0.900 |
114 |
2,219 |
-3 |
| Aug05 |
041216 |
64.400 |
65.550 |
64.300 |
65.550 |
+0.425 |
78 |
1,850 |
+5 |
| Oct05 |
041216 |
57.950 |
58.400 |
57.525 |
58.400 |
+0.450 |
27 |
774 |
+14 |
| Dec05 |
041216 |
56.000 |
56.000 |
56.000 |
56.000 |
unch |
13 |
348 |
+7 |
| Total Volume and Open Interest |
12,800 |
92,065 |
-5,517 |
| Pork Bellies(CME) |
| Feb05 |
041216 |
98.575 |
98.650 |
97.500 |
98.125 |
-0.450 |
235 |
1,741 |
-48 |
| Mar05 |
041216 |
98.425 |
98.425 |
98.150 |
98.150 |
+0.350 |
4 |
94 |
+3 |
| May05 |
041216 |
98.500 |
98.500 |
98.500 |
98.500 |
+0.250 |
2 |
68 |
+0 |
| Jul05 |
041216 |
100.000 |
100.950 |
100.000 |
100.950 |
-0.050 |
5 |
23 |
+5 |
| Aug05 |
041216 |
98.750 |
98.750 |
98.750 |
98.750 |
-0.550 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
246 |
1,931 |
-40 |
| Class III Milk(CME) |
| Dec04 |
041216 |
16.51 |
16.52 |
16.46 |
16.52 |
-0.01 |
117 |
4,733 |
-14 |
| Jan05 |
041216 |
13.65 |
13.65 |
13.31 |
13.50 |
-0.17 |
259 |
3,324 |
+7 |
| Feb05 |
041216 |
13.15 |
13.15 |
13.02 |
13.08 |
-0.09 |
144 |
2,727 |
+52 |
| Mar05 |
041216 |
12.71 |
12.75 |
12.71 |
12.71 |
unch |
115 |
2,666 |
+31 |
| Apr05 |
041216 |
12.80 |
12.80 |
12.75 |
12.80 |
unch |
20 |
1,592 |
+6 |
| Total Volume and Open Interest |
757 |
22,815 |
+126 |
| Cocoa(ICE) |
| Dec04 |
041215 |
1613 |
1682 |
1656 |
1682 |
+69 |
6 |
6 |
+0 |
| Mar05 |
041216 |
1677 |
1680 |
1650 |
1654 |
-13 |
5,744 |
49,265 |
+1,040 |
| May05 |
041216 |
1670 |
1673 |
1655 |
1658 |
-10 |
466 |
14,133 |
+88 |
| Jul05 |
041216 |
1670 |
1678 |
1657 |
1663 |
-8 |
140 |
11,716 |
+31 |
| Sep05 |
041216 |
1673 |
1675 |
1661 |
1663 |
-8 |
30 |
10,720 |
+7 |
| Dec05 |
041216 |
1674 |
1677 |
1666 |
1666 |
-5 |
194 |
9,529 |
+117 |
| Mar06 |
041216 |
1664 |
1664 |
1664 |
1664 |
-7 |
20 |
11,979 |
+0 |
| Total Volume and Open Interest |
6,678 |
120,456 |
+1,352 |
| Coffee "C"(ICE) |
| Dec04 |
041216 |
99.00 |
100.50 |
98.00 |
98.00 |
+0.20 |
29 |
176 |
-5 |
| Mar05 |
041216 |
101.50 |
102.00 |
99.50 |
99.75 |
-0.80 |
15,983 |
85,494 |
+1,994 |
| May05 |
041216 |
103.50 |
104.00 |
101.60 |
101.85 |
-0.75 |
1,229 |
12,008 |
+384 |
| Jul05 |
041216 |
105.45 |
105.75 |
103.15 |
103.50 |
-0.70 |
325 |
3,926 |
+45 |
| Sep05 |
041216 |
107.00 |
107.20 |
104.75 |
105.10 |
-0.70 |
269 |
3,904 |
+118 |
| Dec05 |
041216 |
109.00 |
109.50 |
107.75 |
107.75 |
-0.70 |
40 |
1,101 |
+40 |
| Total Volume and Open Interest |
17,880 |
107,229 |
+2,578 |
| Orange Juice(ICE) |
| Jan05 |
041216 |
85.25 |
86.50 |
85.25 |
86.10 |
+0.20 |
3,101 |
11,499 |
-633 |
| Mar05 |
041216 |
86.40 |
87.75 |
86.10 |
87.40 |
+0.65 |
2,968 |
17,315 |
+195 |
| May05 |
041216 |
87.80 |
88.60 |
87.80 |
88.25 |
+0.45 |
424 |
7,916 |
+100 |
| Jul05 |
041216 |
88.50 |
89.50 |
88.50 |
89.25 |
+0.25 |
161 |
736 |
+29 |
| Sep05 |
041216 |
90.25 |
90.25 |
90.25 |
90.25 |
+0.25 |
0 |
94 |
+0 |
| Nov05 |
041216 |
91.10 |
91.25 |
91.10 |
91.25 |
+0.25 |
3 |
569 |
+0 |
| Total Volume and Open Interest |
6,660 |
38,253 |
-312 |
| Sugar #11(ICE) |
| Mar05 |
041216 |
8.50 |
8.53 |
8.44 |
8.48 |
-0.07 |
35,601 |
210,343 |
-993 |
| May05 |
041216 |
8.74 |
8.76 |
8.69 |
8.73 |
-0.04 |
5,702 |
45,221 |
+845 |
| Jul05 |
041216 |
8.77 |
8.77 |
8.72 |
8.73 |
-0.06 |
3,860 |
27,431 |
+528 |
| Oct05 |
041216 |
8.83 |
8.83 |
8.76 |
8.78 |
-0.07 |
2,074 |
22,647 |
-279 |
| Mar06 |
041216 |
8.90 |
8.90 |
8.83 |
8.84 |
-0.08 |
610 |
9,722 |
-49 |
| Total Volume and Open Interest |
47,848 |
320,667 |
+52 |
| Sugar #14(ICE) |
| Mar05 |
041216 |
20.74 |
20.74 |
20.74 |
20.74 |
-0.05 |
173 |
4,062 |
-71 |
| May05 |
041216 |
20.76 |
20.76 |
20.68 |
20.69 |
-0.08 |
74 |
2,194 |
-1 |
| Jul05 |
041216 |
20.90 |
20.91 |
20.90 |
20.91 |
-0.05 |
17 |
1,678 |
+9 |
| Sep05 |
041216 |
20.85 |
20.85 |
20.85 |
20.85 |
-0.13 |
30 |
2,385 |
-14 |
| Nov05 |
041216 |
20.85 |
20.85 |
20.85 |
20.85 |
-0.01 |
68 |
756 |
+66 |
| Total Volume and Open Interest |
362 |
11,159 |
-11 |
| London Cocoa(LCE) |
| Dec04 |
041214 |
849 |
852 |
846 |
848 |
-5 |
7,929 |
11,468 |
-3,699 |
| Mar05 |
041216 |
880 |
887 |
879 |
881 |
-2 |
6,589 |
65,648 |
-621 |
| May05 |
041216 |
895 |
899 |
891 |
893 |
-2 |
1,252 |
21,769 |
+198 |
| Jul05 |
041216 |
912 |
918 |
909 |
912 |
-2 |
236 |
23,104 |
-40 |
| Sep05 |
041216 |
925 |
932 |
923 |
925 |
-2 |
833 |
43,170 |
-53 |
| Dec05 |
041216 |
920 |
923 |
915 |
916 |
-3 |
1,281 |
37,957 |
+789 |
| Mar06 |
041216 |
926 |
930 |
925 |
925 |
-3 |
1,234 |
9,879 |
+1,095 |
| Total Volume and Open Interest |
11,425 |
203,093 |
+1,368 |
| London Coffee(LCE) |
| Jan05 |
041216 |
754.00 |
755.00 |
729.00 |
740.00 |
+28.00 |
5,662 |
21,994 |
-4,006 |
| Mar05 |
041216 |
779.00 |
789.00 |
757.00 |
772.00 |
-2.00 |
7,303 |
58,038 |
+2,432 |
| May05 |
041216 |
797.00 |
806.00 |
780.00 |
792.00 |
-1.00 |
1,040 |
40,796 |
+559 |
| Jul05 |
041216 |
825.00 |
825.00 |
798.00 |
810.00 |
-1.00 |
202 |
12,654 |
+89 |
| Sep05 |
041216 |
814.00 |
829.00 |
814.00 |
827.00 |
-1.00 |
78 |
6,476 |
+50 |
| Nov05 |
041216 |
844.00 |
844.00 |
844.00 |
844.00 |
-1.00 |
201 |
2,188 |
+130 |
| Total Volume and Open Interest |
14,586 |
143,156 |
-646 |
| London Sugar(LCE) |
| Mar05 |
041216 |
244.90 |
245.00 |
240.80 |
241.50 |
-3.30 |
6,204 |
25,993 |
+1,440 |
| May05 |
041216 |
257.30 |
257.30 |
254.30 |
255.00 |
-2.80 |
451 |
11,574 |
+28 |
| Aug05 |
041216 |
258.00 |
258.00 |
255.50 |
256.40 |
-1.80 |
69 |
6,295 |
+44 |
| Oct05 |
041216 |
258.50 |
258.50 |
256.50 |
256.70 |
-1.80 |
267 |
3,632 |
-24 |
| Dec05 |
041216 |
258.00 |
258.00 |
256.70 |
256.70 |
-1.80 |
36 |
1,745 |
-35 |
| Total Volume and Open Interest |
7,029 |
50,810 |
+1,453 |
| Cotton(ICE) |
| Mar05 |
041216 |
42.78 |
43.48 |
42.76 |
43.46 |
+0.70 |
4,772 |
56,614 |
-129 |
| May05 |
041216 |
43.15 |
43.55 |
43.15 |
43.49 |
+0.40 |
362 |
9,926 |
-77 |
| Jul05 |
041216 |
43.90 |
44.30 |
43.90 |
44.05 |
+0.30 |
839 |
10,725 |
+202 |
| Oct05 |
041216 |
45.70 |
45.70 |
45.70 |
45.70 |
+0.10 |
2 |
274 |
+0 |
| Dec05 |
041216 |
46.70 |
46.90 |
46.70 |
46.70 |
+0.10 |
303 |
6,481 |
+101 |
| Mar06 |
041216 |
48.70 |
48.70 |
48.70 |
48.70 |
+0.10 |
10 |
892 |
+0 |
| Total Volume and Open Interest |
6,286 |
85,368 |
+97 |
| Lumber(CME) |
| Jan05 |
041216 |
327.0 |
327.0 |
320.3 |
324.3 |
-6.0 |
522 |
2,294 |
-21 |
| Mar05 |
041216 |
343.5 |
343.5 |
336.6 |
337.6 |
-9.0 |
184 |
814 |
+78 |
| May05 |
041216 |
350.3 |
350.3 |
342.0 |
344.0 |
-6.4 |
33 |
261 |
-8 |
| Jul05 |
041216 |
350.0 |
353.0 |
348.1 |
353.0 |
-3.0 |
3 |
63 |
-1 |
| Total Volume and Open Interest |
746 |
3,437 |
+48 |
| Crude Oil(NYM) |
| Jan05 |
041216 |
43.85 |
44.50 |
43.00 |
44.18 |
-0.01 |
119,634 |
53,588 |
-34,929 |
| Feb05 |
041216 |
44.35 |
44.85 |
43.30 |
44.51 |
-0.18 |
89,537 |
160,531 |
+10,534 |
| Mar05 |
041216 |
44.50 |
45.00 |
43.70 |
44.68 |
-0.15 |
30,347 |
74,006 |
-375 |
| Apr05 |
041216 |
44.40 |
44.70 |
43.40 |
44.48 |
-0.19 |
8,346 |
37,851 |
+1,219 |
| May05 |
041216 |
44.15 |
44.45 |
43.70 |
44.21 |
-0.20 |
5,505 |
23,244 |
+474 |
| Jun05 |
041216 |
43.70 |
44.00 |
43.35 |
43.90 |
-0.21 |
9,984 |
33,991 |
-808 |
| Jul05 |
041216 |
43.10 |
43.60 |
43.10 |
43.60 |
-0.22 |
680 |
17,063 |
+561 |
| Aug05 |
041216 |
43.35 |
43.35 |
43.35 |
43.35 |
-0.23 |
257 |
11,278 |
+0 |
| Sep05 |
041216 |
43.05 |
43.11 |
43.05 |
43.11 |
-0.24 |
1,026 |
12,927 |
+663 |
| Oct05 |
041216 |
42.87 |
42.87 |
42.87 |
42.87 |
-0.25 |
62 |
6,953 |
+2 |
| Nov05 |
041216 |
42.65 |
42.65 |
42.65 |
42.65 |
-0.25 |
492 |
13,827 |
+330 |
| Dec05 |
041216 |
42.35 |
42.45 |
41.50 |
42.45 |
-0.25 |
7,385 |
56,539 |
+1,003 |
| Jan06 |
041216 |
42.20 |
42.20 |
42.20 |
42.20 |
-0.25 |
614 |
9,416 |
+419 |
| Feb06 |
041216 |
41.97 |
41.97 |
41.97 |
41.97 |
-0.25 |
34 |
4,856 |
+0 |
| Mar06 |
041216 |
41.77 |
41.77 |
41.77 |
41.77 |
-0.25 |
210 |
9,156 |
+90 |
| Apr06 |
041216 |
41.61 |
41.61 |
41.61 |
41.61 |
-0.25 |
100 |
4,852 |
-14 |
| Total Volume and Open Interest |
284,170 |
682,222 |
-21,912 |
| Heating Oil(NYM) |
| Jan05 |
041216 |
138.50 |
141.10 |
136.00 |
138.12 |
-0.72 |
34,788 |
37,159 |
-1,503 |
| Feb05 |
041216 |
138.90 |
140.60 |
135.50 |
137.61 |
-1.10 |
18,824 |
51,567 |
+2,396 |
| Mar05 |
041216 |
132.75 |
135.00 |
131.25 |
132.31 |
-1.30 |
6,479 |
25,646 |
-423 |
| Apr05 |
041216 |
125.25 |
126.50 |
124.01 |
124.01 |
-1.50 |
2,820 |
11,778 |
+849 |
| May05 |
041216 |
120.20 |
120.90 |
119.01 |
119.01 |
-1.70 |
837 |
6,507 |
+174 |
| Jun05 |
041216 |
117.50 |
118.80 |
116.00 |
116.26 |
-1.80 |
1,307 |
8,467 |
+589 |
| Jul05 |
041216 |
117.00 |
117.00 |
115.56 |
115.56 |
-1.85 |
356 |
5,168 |
+171 |
| Aug05 |
041216 |
117.00 |
117.20 |
115.56 |
115.56 |
-1.85 |
277 |
2,759 |
+213 |
| Sep05 |
041216 |
118.00 |
118.00 |
116.21 |
116.21 |
-1.85 |
118 |
3,289 |
+6 |
| Oct05 |
041216 |
118.80 |
118.80 |
116.96 |
116.96 |
-1.85 |
70 |
634 |
-8 |
| Nov05 |
041216 |
119.55 |
119.55 |
117.71 |
117.71 |
-1.85 |
19 |
939 |
+10 |
| Dec05 |
041216 |
120.30 |
120.30 |
118.51 |
118.51 |
-1.85 |
442 |
7,938 |
+18 |
| Total Volume and Open Interest |
66,628 |
166,324 |
+2,632 |
| Gasoline(NYMEX) |
| Jan05 |
041216 |
115.30 |
116.00 |
111.60 |
113.78 |
-2.39 |
27,933 |
34,897 |
-1,825 |
| Feb05 |
041216 |
118.60 |
120.00 |
116.00 |
117.76 |
-1.89 |
16,398 |
42,980 |
+1,892 |
| Mar05 |
041216 |
120.50 |
121.60 |
118.50 |
120.00 |
-1.40 |
5,082 |
16,975 |
+594 |
| Apr05 |
041216 |
128.80 |
129.00 |
126.00 |
127.55 |
-1.20 |
3,603 |
22,928 |
+1,098 |
| May05 |
041216 |
127.80 |
128.90 |
126.50 |
127.85 |
-1.10 |
2,615 |
16,455 |
+648 |
| Jun05 |
041216 |
127.35 |
127.35 |
127.35 |
127.35 |
-1.05 |
801 |
8,649 |
-29 |
| Jul05 |
041216 |
125.85 |
125.85 |
125.85 |
125.85 |
-1.00 |
190 |
4,133 |
+62 |
| Aug05 |
041216 |
124.70 |
124.70 |
123.45 |
123.45 |
-0.95 |
141 |
4,485 |
+65 |
| Sep05 |
041216 |
120.50 |
120.50 |
120.50 |
120.50 |
-0.90 |
63 |
6,641 |
-15 |
| Oct05 |
041216 |
116.75 |
116.75 |
116.75 |
116.75 |
-0.85 |
77 |
2,723 |
+12 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041216 |
7.150 |
7.150 |
6.900 |
7.000 |
-0.236 |
22,875 |
36,431 |
-1,614 |
| Feb05 |
041216 |
7.250 |
7.260 |
7.020 |
7.105 |
-0.265 |
8,899 |
51,451 |
+1,074 |
| Mar05 |
041216 |
7.130 |
7.150 |
6.950 |
7.050 |
-0.247 |
6,394 |
41,862 |
-837 |
| Apr05 |
041216 |
6.620 |
6.630 |
6.540 |
6.570 |
-0.097 |
2,624 |
22,420 |
+3 |
| May05 |
041216 |
6.520 |
6.590 |
6.520 |
6.535 |
-0.072 |
1,163 |
21,532 |
+117 |
| Jun05 |
041216 |
6.550 |
6.660 |
6.550 |
6.575 |
-0.072 |
191 |
12,444 |
+77 |
| Jul05 |
041216 |
6.625 |
6.700 |
6.600 |
6.619 |
-0.072 |
627 |
15,940 |
+277 |
| Aug05 |
041216 |
6.640 |
6.730 |
6.630 |
6.639 |
-0.072 |
475 |
11,776 |
+91 |
| Sep05 |
041216 |
6.620 |
6.700 |
6.610 |
6.614 |
-0.067 |
441 |
11,495 |
-57 |
| Oct05 |
041216 |
6.650 |
6.680 |
6.630 |
6.634 |
-0.067 |
610 |
22,988 |
+148 |
| Nov05 |
041216 |
6.970 |
6.970 |
6.920 |
6.924 |
-0.062 |
336 |
10,451 |
+101 |
| Dec05 |
041216 |
7.210 |
7.250 |
7.200 |
7.214 |
-0.062 |
508 |
16,069 |
+66 |
| Jan06 |
041216 |
7.481 |
7.481 |
7.400 |
7.424 |
-0.057 |
353 |
14,491 |
-37 |
| Feb06 |
041216 |
7.410 |
7.430 |
7.400 |
7.404 |
-0.057 |
244 |
9,000 |
-109 |
| Mar06 |
041216 |
7.200 |
7.220 |
7.184 |
7.184 |
-0.047 |
359 |
10,957 |
+69 |
| Apr06 |
041216 |
6.230 |
6.230 |
6.200 |
6.214 |
-0.017 |
112 |
9,449 |
-47 |
| Total Volume and Open Interest |
47,094 |
390,570 |
-824 |
| Brent Crude Oil(ICE) |
| Feb05 |
041216 |
41.50 |
41.88 |
40.70 |
41.43 |
-0.54 |
51,443 |
71,609 |
-5,875 |
| Mar05 |
041216 |
41.50 |
41.90 |
40.90 |
41.48 |
-0.47 |
19,167 |
73,532 |
+3,850 |
| Apr05 |
041216 |
41.42 |
41.80 |
40.90 |
41.40 |
-0.41 |
2,077 |
21,948 |
+86 |
| May05 |
041216 |
41.60 |
41.80 |
40.75 |
41.24 |
-0.41 |
1,372 |
10,069 |
+458 |
| Jun05 |
041216 |
41.10 |
41.40 |
41.00 |
41.05 |
-0.43 |
2,501 |
17,668 |
+1,130 |
| Jul05 |
041216 |
41.07 |
41.07 |
40.86 |
40.86 |
-0.39 |
0 |
6,269 |
-25 |
| Aug05 |
041216 |
40.64 |
40.64 |
40.64 |
40.64 |
-0.38 |
0 |
3,693 |
+0 |
| Sep05 |
041216 |
40.43 |
40.43 |
40.43 |
40.43 |
-0.37 |
500 |
7,506 |
+500 |
| Oct05 |
041216 |
40.22 |
40.22 |
40.22 |
40.22 |
-0.36 |
0 |
2,900 |
+0 |
| Nov05 |
041216 |
40.01 |
40.01 |
40.01 |
40.01 |
-0.35 |
0 |
3,547 |
+0 |
| Dec05 |
041216 |
39.55 |
40.18 |
39.55 |
39.80 |
-0.38 |
1,255 |
36,391 |
-520 |
| Mar06 |
041216 |
39.26 |
39.26 |
39.26 |
39.26 |
-0.35 |
100 |
3,225 |
+100 |
| Total Volume and Open Interest |
91,364 |
333,940 |
-9,126 |
| Gas Oil(ICE) |
| Jan05 |
041216 |
407.00 |
412.00 |
401.00 |
405.00 |
+1.00 |
18,917 |
54,476 |
-657 |
| Feb05 |
041216 |
401.75 |
404.00 |
395.00 |
398.00 |
-0.25 |
14,441 |
35,010 |
+2,920 |
| Mar05 |
041216 |
389.25 |
392.50 |
385.25 |
387.50 |
-0.75 |
2,310 |
8,918 |
-148 |
| Apr05 |
041216 |
378.25 |
381.50 |
375.00 |
376.75 |
-1.50 |
381 |
8,575 |
+445 |
| May05 |
041216 |
371.00 |
371.00 |
371.00 |
371.00 |
-1.75 |
0 |
4,492 |
+50 |
| Jun05 |
041216 |
371.50 |
371.50 |
365.50 |
368.00 |
-2.25 |
975 |
13,793 |
-865 |
| Jul05 |
041216 |
367.00 |
367.00 |
367.00 |
367.00 |
-2.25 |
0 |
1,419 |
+0 |
| Aug05 |
041216 |
366.25 |
366.25 |
366.25 |
366.25 |
-2.00 |
0 |
1,546 |
+0 |
| Sep05 |
041216 |
370.00 |
370.00 |
365.50 |
365.50 |
-1.75 |
10 |
5,469 |
+0 |
| Oct05 |
041216 |
364.00 |
364.00 |
364.00 |
364.00 |
-1.75 |
0 |
1,050 |
+0 |
| Total Volume and Open Interest |
38,241 |
161,321 |
+1,995 |
| US Dollar Index(ICE) |
| Mar05 |
041216 |
81.710 |
82.830 |
81.490 |
82.620 |
+0.860 |
2,955 |
22,923 |
+211 |
| Jun05 |
041216 |
82.680 |
82.680 |
82.680 |
82.680 |
+0.860 |
12 |
2,019 |
-9 |
| Sep05 |
041216 |
82.740 |
82.740 |
82.740 |
82.740 |
+0.860 |
1 |
31 |
+0 |
| Total Volume and Open Interest |
2,981 |
24,986 |
+215 |
| Australian Dollar(CME) |
| Mar05 |
041216 |
76.01 |
76.07 |
74.78 |
75.10 |
-0.72 |
2,256 |
56,540 |
+452 |
| Jun05 |
041216 |
74.50 |
74.64 |
74.50 |
74.64 |
-0.72 |
30 |
327 |
+0 |
| Sep05 |
041216 |
74.20 |
74.20 |
74.20 |
74.20 |
-0.72 |
0 |
312 |
+0 |
| Total Volume and Open Interest |
2,256 |
57,289 |
+452 |
| British Pound(CME) |
| Mar05 |
041216 |
194.17 |
194.31 |
191.57 |
191.82 |
-1.32 |
7,825 |
82,863 |
+5,568 |
| Jun05 |
041216 |
192.10 |
192.10 |
190.92 |
190.92 |
-1.32 |
2 |
12 |
-1 |
| Sep05 |
041216 |
190.02 |
190.02 |
190.02 |
190.02 |
-1.32 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
7,827 |
82,898 |
+5,567 |
| Canadian Dollar(CME) |
| Mar05 |
041216 |
81.46 |
81.54 |
80.66 |
80.95 |
-0.58 |
4,107 |
62,309 |
+1,855 |
| Jun05 |
041216 |
81.50 |
81.50 |
80.80 |
81.01 |
-0.58 |
54 |
2,674 |
+2 |
| Sep05 |
041216 |
80.90 |
81.11 |
80.90 |
81.11 |
-0.58 |
16 |
739 |
+2 |
| Dec05 |
041216 |
81.23 |
81.23 |
81.23 |
81.23 |
-0.58 |
34 |
448 |
-7 |
| Total Volume and Open Interest |
4,211 |
66,176 |
-35,137 |
| Japanese Yen(CME) |
| Mar05 |
041216 |
97.10 |
97.20 |
95.81 |
96.01 |
-0.49 |
4,245 |
128,835 |
+3,027 |
| Jun05 |
041216 |
96.75 |
96.75 |
96.69 |
96.69 |
-0.49 |
0 |
20,044 |
+1 |
| Sep05 |
041216 |
97.49 |
97.49 |
97.49 |
97.49 |
-0.49 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
4,245 |
149,006 |
+3,028 |
| Swiss Franc(CME) |
| Mar05 |
041216 |
87.87 |
87.87 |
86.40 |
86.61 |
-1.39 |
4,099 |
60,287 |
+3,754 |
| Jun05 |
041216 |
87.10 |
87.10 |
87.04 |
87.04 |
-1.39 |
0 |
72 |
+0 |
| Sep05 |
041216 |
87.50 |
87.50 |
87.50 |
87.50 |
-1.39 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
4,099 |
60,425 |
+3,754 |
| EuroFX(CME) |
| Mar05 |
041216 |
134.17 |
134.27 |
132.14 |
132.42 |
-1.74 |
8,603 |
137,888 |
+3,050 |
| Jun05 |
041216 |
134.42 |
134.42 |
132.50 |
132.65 |
-1.74 |
430 |
1,044 |
+20 |
| Sep05 |
041216 |
133.58 |
133.58 |
132.96 |
132.96 |
-1.74 |
1 |
297 |
+0 |
| Total Volume and Open Interest |
9,033 |
139,483 |
+3,070 |
| Mexican Peso(CME) |
| Jan05 |
041216 |
883.5 |
883.5 |
882.8 |
882.8 |
-6.5 |
63 |
115 |
+0 |
| Feb05 |
041216 |
882.5 |
882.5 |
878.5 |
878.5 |
-6.5 |
20 |
50 |
+20 |
| Total Volume and Open Interest |
15,073 |
87,538 |
+4,495 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041216 |
114~280 |
114~290 |
113~140 |
113~170 |
-1~110 |
33,712 |
50,707 |
-14,609 |
| Mar05 |
041216 |
113~290 |
114~020 |
112~150 |
112~190 |
-1~120 |
275,610 |
612,933 |
+44,018 |
| Jun05 |
041216 |
113~030 |
113~030 |
111~220 |
111~240 |
-1~130 |
1,636 |
8,893 |
+886 |
| Total Volume and Open Interest |
310,998 |
672,723 |
+30,335 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041216 |
113~125 |
113~130 |
112~200 |
112~225 |
-0~195 |
30,426 |
67,634 |
-9,667 |
| Mar05 |
041216 |
112~290 |
112~310 |
112~030 |
112~060 |
-0~220 |
526,943 |
1,578,600 |
+6,986 |
| Jun05 |
041216 |
111~295 |
111~310 |
111~095 |
111~095 |
-0~220 |
4,317 |
15,355 |
+2,130 |
| Total Volume and Open Interest |
562,269 |
1,662,177 |
+32 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041216 |
110~116 |
110~116 |
110~070 |
110~070 |
-0~050 |
17,681 |
215,286 |
-22,893 |
| Mar05 |
041216 |
110~008 |
110~008 |
109~078 |
109~084 |
-0~052 |
277,962 |
1,188,418 |
-8,160 |
| Jun05 |
041216 |
109~026 |
109~026 |
109~026 |
109~026 |
-0~054 |
190 |
8,875 |
+190 |
| Total Volume and Open Interest |
295,833 |
8,875 |
+190 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041216 |
105~040 |
105~040 |
105~028 |
105~029 |
-0~009 |
1,092 |
19,114 |
-296 |
| Mar05 |
041216 |
104~121 |
104~126 |
104~106 |
104~109 |
-0~011 |
1,943 |
224,412 |
+5,184 |
| Total Volume and Open Interest |
3,035 |
243,526 |
+4,888 |
| Eurodollars(CME) |
| Mar05 |
041216 |
97.120 |
97.125 |
97.095 |
97.105 |
-0.015 |
31,609 |
1,046,438 |
-1,589 |
| Jun05 |
041216 |
96.885 |
96.895 |
96.825 |
96.835 |
-0.055 |
22,651 |
1,049,619 |
-9,296 |
| Sep05 |
041216 |
96.700 |
96.700 |
96.615 |
96.630 |
-0.065 |
28,574 |
895,705 |
+15,368 |
| Dec05 |
041216 |
96.545 |
96.550 |
96.450 |
96.465 |
-0.075 |
18,712 |
673,475 |
-6,016 |
| Mar06 |
041216 |
96.445 |
96.450 |
96.355 |
96.365 |
-0.075 |
20,731 |
552,570 |
+540 |
| Jun06 |
041216 |
96.360 |
96.360 |
96.270 |
96.280 |
-0.075 |
19,661 |
375,790 |
-4,064 |
| Sep06 |
041216 |
96.280 |
96.280 |
96.190 |
96.210 |
-0.065 |
20,717 |
295,440 |
+3,842 |
| Dec06 |
041216 |
96.195 |
96.195 |
96.100 |
96.120 |
-0.070 |
18,314 |
227,897 |
+5,335 |
| Mar07 |
041216 |
96.130 |
96.130 |
96.030 |
96.045 |
-0.080 |
21,139 |
181,816 |
+2,670 |
| Jun07 |
041216 |
96.050 |
96.050 |
95.950 |
95.955 |
-0.090 |
9,199 |
157,505 |
-1,188 |
| Sep07 |
041216 |
95.960 |
95.960 |
95.870 |
95.870 |
-0.100 |
12,132 |
119,416 |
+630 |
| Dec07 |
041216 |
95.870 |
95.870 |
95.775 |
95.775 |
-0.105 |
14,772 |
124,285 |
+3,885 |
| Mar08 |
041216 |
95.795 |
95.795 |
95.685 |
95.695 |
-0.115 |
10,127 |
90,229 |
+1,634 |
| Jun08 |
041216 |
95.690 |
95.695 |
95.590 |
95.590 |
-0.125 |
4,658 |
93,411 |
+1,504 |
| Sep08 |
041216 |
95.620 |
95.620 |
95.490 |
95.490 |
-0.135 |
8,056 |
90,294 |
+1,550 |
| Dec08 |
041216 |
95.515 |
95.515 |
95.375 |
95.375 |
-0.145 |
9,743 |
81,613 |
+1,799 |
| Mar09 |
041216 |
95.405 |
95.405 |
95.290 |
95.290 |
-0.150 |
5,348 |
57,691 |
+1,308 |
| Jun09 |
041216 |
95.265 |
95.265 |
95.190 |
95.195 |
-0.150 |
2,954 |
44,994 |
-194 |
| Total Volume and Open Interest |
291,049 |
6,348,283 |
+20,200 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041216 |
97.850 |
97.850 |
97.850 |
97.850 |
unch |
832 |
146,864 |
-5,425 |
| Jan05 |
041216 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
1,306 |
142,150 |
+4,133 |
| Feb05 |
041216 |
97.510 |
97.510 |
97.510 |
97.510 |
unch |
2,208 |
112,638 |
+166 |
| Mar05 |
041216 |
97.430 |
97.440 |
97.430 |
97.430 |
unch |
1,029 |
37,519 |
+1,645 |
| Apr05 |
041216 |
97.310 |
97.310 |
97.290 |
97.310 |
unch |
208 |
24,729 |
-2,115 |
| May05 |
041216 |
97.130 |
97.140 |
97.130 |
97.140 |
-0.010 |
190 |
3,389 |
-39 |
| Total Volume and Open Interest |
5,583 |
467,498 |
-1,635 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041216 |
97.850 |
97.850 |
97.845 |
97.845 |
unch |
10,443 |
0 |
+0 |
| Jan05 |
041216 |
97.745 |
97.750 |
97.745 |
97.745 |
unch |
8,393 |
0 |
+0 |
| Feb05 |
041216 |
97.520 |
97.520 |
97.510 |
97.515 |
-0.005 |
2,556 |
0 |
+0 |
| Mar05 |
041216 |
97.440 |
97.440 |
97.430 |
97.435 |
unch |
3,587 |
0 |
+0 |
| Apr05 |
041216 |
97.310 |
97.310 |
97.290 |
97.300 |
-0.010 |
5,711 |
0 |
+0 |
| May05 |
041216 |
97.125 |
97.125 |
97.125 |
97.125 |
-0.025 |
40 |
0 |
+0 |
| Total Volume and Open Interest |
30,730 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar05 |
041216 |
99.90 |
99.91 |
99.90 |
99.91 |
unch |
1,400 |
54,521 |
+766 |
| Jun05 |
041216 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
510 |
32,710 |
+0 |
| Sep05 |
041216 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.01 |
33 |
7,915 |
+0 |
| Dec05 |
041216 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
110 |
5,399 |
-272 |
| Mar06 |
041216 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
7,616 |
+555 |
| Jun06 |
041216 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
4,308 |
+210 |
| Sep06 |
041216 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
3,099 |
+0 |
| Dec06 |
041216 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
| Mar07 |
041216 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
1 |
+0 |
| Jun07 |
041216 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,053 |
117,023 |
+1,259 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041216 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
1,147 |
102,432 |
-4,105 |
| Jun05 |
041216 |
99.90 |
99.90 |
99.89 |
99.89 |
-0.01 |
2,876 |
89,569 |
-149 |
| Sep05 |
041216 |
99.87 |
99.87 |
99.86 |
99.86 |
-0.01 |
1,033 |
44,509 |
+185 |
| Dec05 |
041216 |
99.83 |
99.83 |
99.82 |
99.82 |
-0.01 |
246 |
35,575 |
-3 |
| Mar06 |
041216 |
99.77 |
99.77 |
99.76 |
99.76 |
0.00 |
1,071 |
27,697 |
+632 |
| Jun06 |
041216 |
99.69 |
99.69 |
99.68 |
99.68 |
0.00 |
1,380 |
13,274 |
+222 |
| Sep06 |
041216 |
99.61 |
99.61 |
99.59 |
99.59 |
-0.01 |
1,210 |
7,222 |
-74 |
| Dec06 |
041216 |
99.49 |
99.50 |
99.49 |
99.49 |
-0.01 |
0 |
6,654 |
+60 |
| Total Volume and Open Interest |
8,963 |
333,916 |
-3,232 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041216 |
139.08 |
139.24 |
138.78 |
138.85 |
-0.12 |
1,868 |
43,690 |
-107 |
| Jun05 |
041216 |
138.22 |
138.22 |
138.22 |
138.22 |
-0.18 |
|
|
|
| Sep05 |
041216 |
138.22 |
138.22 |
138.22 |
138.22 |
-0.18 |
|
|
|
| Total Volume and Open Interest |
1,868 |
43,690 |
-107 |
| Euro-Bund(EUREX) |
| Mar05 |
041216 |
119.86 |
119.97 |
119.42 |
119.51 |
-0.33 |
1,071,497 |
1,235,812 |
+44,945 |
| Jun05 |
041216 |
118.93 |
118.93 |
118.58 |
118.58 |
-0.33 |
32 |
515 |
+37 |
| Total Volume and Open Interest |
1,072,389 |
1,236,327 |
+44,982 |
| Euro-Bobl(EUREX) |
| Mar05 |
041216 |
113.70 |
113.73 |
113.31 |
113.35 |
-0.35 |
658,436 |
784,145 |
+8,192 |
| Jun05 |
041216 |
112.82 |
112.82 |
112.50 |
112.50 |
-0.37 |
5,793 |
800 |
+0 |
| Sep05 |
041216 |
112.35 |
112.35 |
112.35 |
112.35 |
-0.35 |
|
|
|
| Total Volume and Open Interest |
664,229 |
784,945 |
+8,192 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
| Mar05 |
041216 |
97.815 |
97.820 |
97.800 |
97.805 |
-0.020 |
1,464 |
14,632 |
+295 |
| Jun05 |
041216 |
97.750 |
97.760 |
97.725 |
97.725 |
-0.040 |
477 |
6,249 |
-37 |
| Total Volume and Open Interest |
2,105 |
29,748 |
+271 |
| Long Gilt(LIFFE) |
| Dec04 |
041216 |
110~16 |
110~18 |
110~09 |
110~14 |
-0~04 |
105 |
19,554 |
-50 |
| Mar05 |
041216 |
112~04 |
112~11 |
111~30 |
112~04 |
-0~03 |
55,845 |
207,985 |
+8,815 |
| Total Volume and Open Interest |
55,950 |
227,539 |
+8,765 |
| 3-Mth Short Sterling(LIFFE) |
| Mar05 |
041216 |
95.15 |
95.15 |
95.08 |
95.10 |
-0.04 |
45,765 |
268,358 |
-3,575 |
| Jun05 |
041216 |
95.23 |
95.24 |
95.11 |
95.16 |
-0.07 |
49,349 |
254,384 |
-2,959 |
| Sep05 |
041216 |
95.28 |
95.29 |
95.13 |
95.20 |
-0.07 |
59,119 |
250,756 |
+13,652 |
| Dec05 |
041216 |
95.29 |
95.31 |
95.12 |
95.21 |
-0.07 |
36,670 |
186,228 |
+10,482 |
| Mar06 |
041216 |
95.27 |
95.31 |
95.13 |
95.21 |
-0.07 |
13,234 |
101,655 |
+251 |
| Jun06 |
041216 |
95.31 |
95.31 |
95.13 |
95.21 |
-0.07 |
6,199 |
78,554 |
+422 |
| Total Volume and Open Interest |
218,337 |
1,291,286 |
-167,747 |
| 3-Mth Euribor(LIFFE) |
| Mar05 |
041216 |
97.825 |
97.825 |
97.795 |
97.805 |
-0.015 |
63,079 |
541,471 |
-5,056 |
| Jun05 |
041216 |
97.760 |
97.765 |
97.705 |
97.720 |
-0.040 |
93,284 |
601,372 |
+1,987 |
| Sep05 |
041216 |
97.680 |
97.690 |
97.615 |
97.630 |
-0.055 |
87,940 |
421,484 |
+14,917 |
| Total Volume and Open Interest |
408,044 |
2,813,053 |
+23,782 |
| 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 |
041216 |
94.67 |
94.69 |
94.65 |
94.69 |
+0.03 |
16,259 |
292,671 |
-17,559 |
| Jun05 |
041216 |
94.68 |
94.72 |
94.67 |
94.72 |
+0.04 |
7,432 |
151,356 |
+793 |
| Sep05 |
041216 |
94.69 |
94.72 |
94.67 |
94.71 |
+0.03 |
2,709 |
45,940 |
+1,881 |
| Dec05 |
041216 |
94.68 |
94.70 |
94.68 |
94.70 |
+0.03 |
423 |
22,959 |
-471 |
| Mar06 |
041216 |
94.67 |
94.68 |
94.67 |
94.68 |
+0.04 |
512 |
14,354 |
+114 |
| Jun06 |
041216 |
94.65 |
94.65 |
94.64 |
94.65 |
+0.04 |
32 |
10,437 |
+22 |
| Sep06 |
041216 |
94.61 |
94.61 |
94.60 |
94.61 |
+0.04 |
15 |
6,576 |
+6 |
| Dec06 |
041216 |
94.58 |
94.58 |
94.58 |
94.58 |
+0.04 |
0 |
3,147 |
-46 |
| Mar07 |
041216 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.04 |
0 |
2,067 |
+0 |
| Total Volume and Open Interest |
27,382 |
553,110 |
-15,280 |
| 10-Year Aus T-Bonds(SFE) |
| Mar05 |
041216 |
94.82 |
94.87 |
94.81 |
94.87 |
+0.05 |
17,021 |
252,098 |
-11,185 |
| Total Volume and Open Interest |
17,021 |
252,098 |
-25,655 |
| 3-Year Aus T-Bonds(SFE) |
| Mar05 |
041216 |
95.03 |
95.08 |
95.02 |
95.07 |
+0.04 |
60,233 |
403,415 |
-41,022 |
| Total Volume and Open Interest |
60,233 |
403,415 |
-75,947 |
| Gold(CMX) |
| Dec04 |
041216 |
442.5 |
442.6 |
436.9 |
436.9 |
-3.9 |
356 |
770 |
-247 |
| Feb05 |
041216 |
443.1 |
443.8 |
437.0 |
438.2 |
-4.0 |
49,417 |
224,780 |
+4,664 |
| Apr05 |
041216 |
445.5 |
445.5 |
439.5 |
440.2 |
-4.0 |
1,017 |
17,760 |
+44 |
| Jun05 |
041216 |
448.0 |
448.0 |
441.8 |
442.5 |
-4.0 |
1,342 |
27,010 |
-491 |
| Aug05 |
041216 |
444.8 |
444.8 |
444.8 |
444.8 |
-3.9 |
24 |
7,750 |
-23 |
| Oct05 |
041216 |
451.0 |
451.0 |
447.2 |
447.2 |
-3.8 |
219 |
3,402 |
+28 |
| Dec05 |
041216 |
453.6 |
453.6 |
449.6 |
449.6 |
-3.8 |
255 |
18,262 |
+63 |
| Feb06 |
041216 |
452.2 |
452.2 |
452.2 |
452.2 |
-3.8 |
0 |
845 |
+0 |
| Apr06 |
041216 |
454.7 |
454.7 |
454.7 |
454.7 |
-3.8 |
0 |
591 |
+0 |
| Jun06 |
041216 |
460.0 |
460.0 |
457.3 |
457.3 |
-3.7 |
110 |
8,613 |
+25 |
| Aug06 |
041216 |
459.9 |
459.9 |
459.9 |
459.9 |
-3.7 |
0 |
170 |
+0 |
| Oct06 |
041216 |
462.6 |
462.6 |
462.6 |
462.6 |
-3.6 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
52,758 |
320,076 |
+4,047 |
| Silver(CMX) |
| Dec04 |
041216 |
686.0 |
686.0 |
665.0 |
669.0 |
-15.3 |
71 |
283 |
-142 |
| Mar05 |
041216 |
688.0 |
688.0 |
670.0 |
672.7 |
-15.3 |
12,892 |
77,253 |
+338 |
| May05 |
041216 |
692.0 |
692.0 |
674.5 |
675.8 |
-15.2 |
159 |
6,844 |
+20 |
| Jul05 |
041216 |
694.0 |
694.0 |
675.0 |
678.9 |
-15.1 |
78 |
3,383 |
+54 |
| Sep05 |
041216 |
682.4 |
682.4 |
682.4 |
682.4 |
-15.1 |
0 |
727 |
+0 |
| Dec05 |
041216 |
702.0 |
702.0 |
685.0 |
686.5 |
-14.5 |
71 |
9,967 |
+7 |
| Mar06 |
041216 |
690.2 |
690.2 |
690.2 |
690.2 |
-14.1 |
3 |
175 |
+3 |
| Total Volume and Open Interest |
13,332 |
102,098 |
+327 |
| Platinum(NYMEX) |
| Jan05 |
041216 |
847.0 |
847.0 |
832.5 |
839.1 |
-3.0 |
1,114 |
5,246 |
-395 |
| Apr05 |
041216 |
840.0 |
843.0 |
835.0 |
836.1 |
-3.0 |
89 |
996 |
+101 |
| Jul05 |
041216 |
833.1 |
833.1 |
833.1 |
833.1 |
-3.0 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,203 |
6,244 |
-294 |
| Palladium(NYMEX) |
| Dec04 |
041216 |
184.00 |
184.00 |
177.75 |
177.75 |
-8.35 |
1 |
218 |
-3 |
| Mar05 |
041216 |
188.00 |
189.00 |
177.50 |
179.05 |
-8.55 |
616 |
11,452 |
+94 |
| Jun05 |
041216 |
185.00 |
187.00 |
181.05 |
181.05 |
-8.55 |
15 |
236 |
+1 |
| Total Volume and Open Interest |
633 |
11,951 |
+93 |
| Copper(CMX) |
| Dec04 |
041216 |
148.00 |
148.10 |
145.20 |
146.60 |
+0.15 |
445 |
3,320 |
-201 |
| Mar05 |
041216 |
140.00 |
140.80 |
137.90 |
139.00 |
+0.35 |
8,222 |
50,871 |
-499 |
| May05 |
041216 |
136.50 |
136.50 |
134.50 |
135.65 |
+0.35 |
395 |
6,012 |
+65 |
| Jul05 |
041216 |
134.00 |
134.00 |
131.60 |
132.40 |
+0.35 |
29 |
5,025 |
+12 |
| Sep05 |
041216 |
130.50 |
130.50 |
128.30 |
129.15 |
+0.35 |
4 |
3,546 |
+2 |
| Total Volume and Open Interest |
9,400 |
82,895 |
-638 |
| Aluminum(CMX) |
| Dec04 |
041216 |
88.80 |
88.80 |
88.80 |
88.80 |
+0.60 |
210 |
299 |
+26 |
| Jan05 |
041216 |
89.00 |
89.00 |
89.00 |
89.00 |
+0.70 |
220 |
1,276 |
+198 |
| Feb05 |
041216 |
89.00 |
89.00 |
89.00 |
89.00 |
+0.70 |
0 |
651 |
+0 |
| Mar05 |
041216 |
89.00 |
89.00 |
89.00 |
89.00 |
+0.70 |
0 |
681 |
+0 |
| Apr05 |
041216 |
88.75 |
88.75 |
88.75 |
88.75 |
+0.60 |
0 |
486 |
+0 |
| May05 |
041216 |
88.45 |
88.45 |
88.45 |
88.45 |
+0.50 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
430 |
8,904 |
+224 |
| DJIA Index(CBOT) |
| Dec04 |
041216 |
10688 |
10725 |
10670 |
10715 |
+26 |
5,671 |
29,236 |
+1,260 |
| Mar05 |
041216 |
10692 |
10738 |
10672 |
10722 |
+25 |
9,891 |
46,819 |
+3,403 |
| Jun05 |
041216 |
10710 |
10760 |
10710 |
10757 |
+38 |
1 |
6 |
+0 |
| Total Volume and Open Interest |
15,563 |
76,062 |
+4,663 |
| S & P 500(CME) |
| Dec04 |
041216 |
1203.50 |
1208.00 |
1198.30 |
1204.20 |
-0.60 |
68,699 |
146,882 |
-28,507 |
| Mar05 |
041216 |
1205.80 |
1210.70 |
1200.30 |
1206.50 |
-0.70 |
87,296 |
647,910 |
+50,425 |
| Jun05 |
041216 |
1212.80 |
1214.00 |
1206.50 |
1210.50 |
-0.60 |
447 |
9,972 |
+67 |
| Sep05 |
041216 |
1214.90 |
1214.90 |
1214.90 |
1214.90 |
-0.50 |
33 |
1,804 |
+16 |
| Total Volume and Open Interest |
156,475 |
806,765 |
+22,001 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041216 |
1204.50 |
1208.25 |
1198.00 |
1204.25 |
-0.50 |
53,339 |
588,442 |
-16,522 |
| Mar05 |
041216 |
1207.25 |
1210.75 |
1200.25 |
1206.50 |
-0.75 |
632,881 |
666,133 |
-11,507 |
| Total Volume and Open Interest |
686,220 |
1,254,575 |
-28,029 |
| NASDAQ 100(CME) |
| Dec04 |
041216 |
1622.00 |
1625.50 |
1601.00 |
1611.50 |
-12.00 |
9,752 |
62,126 |
-2,868 |
| Mar05 |
041216 |
1631.50 |
1635.50 |
1609.50 |
1620.50 |
-12.50 |
15,465 |
62,906 |
+4,944 |
| Jun05 |
041216 |
1631.00 |
1631.00 |
1631.00 |
1631.00 |
-12.50 |
1 |
5 |
+0 |
| Total Volume and Open Interest |
25,217 |
125,037 |
+2,076 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041216 |
1621.50 |
1626.00 |
1600.50 |
1611.50 |
-12.00 |
24,237 |
336,532 |
-1,323 |
| Mar05 |
041216 |
1631.00 |
1635.50 |
1609.50 |
1620.50 |
-12.50 |
289,085 |
212,701 |
+9,348 |
| Total Volume and Open Interest |
313,322 |
549,233 |
+8,025 |
| S & P Midcap 400(CME) |
| Dec04 |
041216 |
653.50 |
653.50 |
649.00 |
651.75 |
-3.20 |
430 |
7,186 |
-333 |
| Mar05 |
041216 |
657.00 |
657.75 |
651.50 |
654.25 |
-3.10 |
628 |
12,155 |
+205 |
| Jun05 |
041216 |
654.25 |
654.25 |
654.25 |
654.25 |
-3.10 |
|
|
|
| Total Volume and Open Interest |
1,058 |
19,341 |
-128 |
| Russell 2000(CME) |
| Dec04 |
041216 |
648.00 |
648.00 |
641.00 |
643.10 |
-4.50 |
5,307 |
20,086 |
-1,078 |
| Mar05 |
041216 |
649.25 |
650.80 |
642.00 |
645.30 |
-4.65 |
4,721 |
20,240 |
+1,759 |
| Jun05 |
041216 |
645.30 |
645.30 |
645.30 |
645.30 |
-4.65 |
|
|
|
| Total Volume and Open Interest |
10,028 |
40,326 |
+681 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041216 |
647.20 |
648.20 |
639.80 |
643.10 |
-4.50 |
5,112 |
93,590 |
-2,771 |
| Mar05 |
041216 |
649.90 |
650.70 |
641.70 |
645.30 |
-4.70 |
66,751 |
100,196 |
+6,184 |
| 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 |
041216 |
10910 |
10980 |
10860 |
10945 |
+10 |
7,013 |
152,823 |
-3,245 |
| Jun05 |
041216 |
10895 |
10895 |
10895 |
10895 |
+10 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
7,013 |
152,826 |
-3,245 |
| Nikkei 225(SGX) |
| Mar05 |
041216 |
10910 |
10980 |
10860 |
10945 |
+10 |
7,013 |
152,823 |
-3,245 |
| Jun05 |
041216 |
10895 |
10895 |
10895 |
10895 |
+10 |
0 |
3 |
+0 |
| Sep05 |
041216 |
10890 |
10890 |
10890 |
10890 |
+10 |
|
|
|
| Total Volume and Open Interest |
7,013 |
152,826 |
-3,245 |
| CAC 40(EURONEXT) |
| Dec04 |
041216 |
3816.5 |
3818.5 |
3804.5 |
3812.5 |
+9.5 |
160,482 |
592,576 |
-25,821 |
| Jan05 |
041216 |
3821.0 |
3825.0 |
3812.0 |
3819.5 |
+10.0 |
80,895 |
207,261 |
+63,721 |
| Feb05 |
041216 |
3825.0 |
3825.0 |
3825.0 |
3825.0 |
+10.0 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
266,297 |
884,061 |
+58,706 |
| Hang Seng Index(HKFE) |
| Dec04 |
041216 |
14101 |
14187 |
13985 |
14038 |
-53 |
27,930 |
125,580 |
-146 |
| Jan05 |
041216 |
14040 |
14180 |
13980 |
14045 |
-55 |
1,165 |
1,336 |
+152 |
| Total Volume and Open Interest |
29,153 |
129,718 |
-38 |
| DAX(EUREX) |
| Dec04 |
041216 |
4223.0 |
4241.5 |
4216.0 |
4231.0 |
+6.0 |
163,154 |
141,793 |
-20,531 |
| Mar05 |
041216 |
4249.5 |
4265.5 |
4240.5 |
4255.5 |
+7.5 |
115,632 |
122,235 |
+37,714 |
| Jun05 |
041216 |
4275.5 |
4289.5 |
4264.5 |
4279.5 |
+7.5 |
4,646 |
2,349 |
+31 |
| Total Volume and Open Interest |
283,432 |
266,377 |
+17,214 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041216 |
4736.00 |
4749.00 |
4729.00 |
4745.00 |
+21.00 |
123,358 |
154,965 |
-43,808 |
| Mar05 |
041216 |
4736.00 |
4750.50 |
4730.50 |
4747.00 |
+21.50 |
94,566 |
383,764 |
+50,438 |
| Jun05 |
041216 |
4753.00 |
4765.50 |
4750.00 |
4762.00 |
+22.00 |
17 |
16,275 |
+17 |
| Total Volume and Open Interest |
217,941 |
558,549 |
+6,647 |
| SPI 200(SFE) |
| Dec04 |
041216 |
3959.0 |
3971.0 |
3953.0 |
3971.0 |
+27.0 |
37,390 |
128,529 |
-38,259 |
| Mar05 |
041216 |
3983.0 |
3998.0 |
3975.0 |
3981.0 |
+26.0 |
36,053 |
155,272 |
+24,023 |
| Jun05 |
041216 |
4005.0 |
4005.0 |
3993.0 |
3995.0 |
+27.0 |
19 |
3,011 |
-2 |
| Total Volume and Open Interest |
73,598 |
292,335 |
-14,191 |
| GSCI(CME) |
| Jan05 |
041216 |
322.50 |
323.10 |
317.20 |
320.70 |
-3.10 |
417 |
17,959 |
-206 |
| Feb05 |
041216 |
318.70 |
318.70 |
318.70 |
318.70 |
-2.80 |
|
|
|
| Mar05 |
041216 |
315.50 |
315.50 |
315.50 |
315.50 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
523 |
18,789 |
|
| RJ/CRB Index(ICE) |
| Jan05 |
041216 |
282.50 |
283.00 |
281.50 |
281.50 |
-1.50 |
94 |
251 |
-27 |
| Feb05 |
041216 |
280.75 |
280.75 |
280.75 |
280.75 |
-1.75 |
9 |
119 |
-1 |
| Apr05 |
041216 |
282.00 |
282.00 |
280.50 |
281.00 |
-1.75 |
3 |
116 |
-1 |
| Total Volume and Open Interest |
106 |
593 |
-29 |
|
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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