|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri December 17, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041217 |
544.00 |
550.00 |
538.00 |
548.75 |
+4.25 |
24,588 |
69,075 |
+0 |
| Mar05 |
041217 |
542.00 |
545.00 |
534.50 |
544.00 |
+2.00 |
39,069 |
99,096 |
+0 |
| May05 |
041217 |
544.00 |
547.50 |
538.50 |
547.00 |
+2.00 |
5,218 |
36,317 |
+0 |
| Jul05 |
041217 |
550.50 |
553.00 |
544.00 |
552.50 |
+1.25 |
6,921 |
27,176 |
+0 |
| Aug05 |
041217 |
547.00 |
555.00 |
547.00 |
555.00 |
+1.00 |
365 |
2,159 |
+0 |
| Sep05 |
041217 |
548.00 |
553.00 |
548.00 |
553.00 |
unch |
22 |
747 |
+0 |
| Nov05 |
041217 |
559.25 |
563.00 |
553.00 |
562.50 |
+1.75 |
5,365 |
12,738 |
+0 |
| Total Volume and Open Interest |
81,566 |
247,411 |
+0 |
| Soybean Meal(CBOT) |
| Jan05 |
041217 |
159.80 |
160.30 |
156.00 |
158.80 |
-1.50 |
12,718 |
26,225 |
+0 |
| Mar05 |
041217 |
159.50 |
160.30 |
156.70 |
158.90 |
-1.50 |
12,836 |
43,726 |
+0 |
| May05 |
041217 |
161.00 |
161.50 |
158.60 |
160.60 |
-1.10 |
2,195 |
18,584 |
+0 |
| Jul05 |
041217 |
163.00 |
163.80 |
161.60 |
163.10 |
-0.80 |
2,779 |
30,009 |
+0 |
| Aug05 |
041217 |
164.50 |
165.20 |
163.10 |
164.70 |
-0.60 |
381 |
9,168 |
+0 |
| Sep05 |
041217 |
166.00 |
166.50 |
164.60 |
166.30 |
-0.50 |
216 |
6,051 |
+0 |
| Oct05 |
041217 |
167.00 |
167.70 |
166.00 |
167.30 |
unch |
1,760 |
4,645 |
+0 |
| Dec05 |
041217 |
170.50 |
171.00 |
168.80 |
170.00 |
-0.80 |
376 |
5,721 |
+0 |
| Total Volume and Open Interest |
33,262 |
144,542 |
+0 |
| Soybean Oil(CBOT) |
| Jan05 |
041217 |
20.42 |
20.63 |
20.20 |
20.61 |
+0.14 |
11,215 |
33,251 |
+0 |
| Mar05 |
041217 |
20.55 |
20.72 |
20.25 |
20.69 |
+0.12 |
11,174 |
57,389 |
+0 |
| May05 |
041217 |
20.56 |
20.71 |
20.34 |
20.70 |
+0.09 |
1,927 |
20,879 |
+0 |
| Jul05 |
041217 |
20.60 |
20.80 |
20.45 |
20.76 |
+0.11 |
2,696 |
21,810 |
+0 |
| Aug05 |
041217 |
20.45 |
20.75 |
20.40 |
20.70 |
+0.10 |
145 |
6,043 |
+0 |
| Sep05 |
041217 |
20.70 |
20.70 |
20.65 |
20.65 |
+0.10 |
33 |
3,989 |
+0 |
| Oct05 |
041217 |
20.58 |
20.65 |
20.45 |
20.65 |
+0.13 |
1,305 |
3,660 |
+0 |
| Dec05 |
041217 |
20.35 |
20.57 |
20.35 |
20.57 |
+0.10 |
742 |
8,277 |
+0 |
| Total Volume and Open Interest |
29,247 |
156,221 |
+0 |
| Canola(WCE) |
| Jan05 |
041217 |
276.0 |
277.9 |
274.2 |
277.1 |
+0.6 |
4,076 |
26,880 |
+0 |
| Mar05 |
041217 |
277.5 |
280.8 |
276.0 |
279.5 |
+1.4 |
3,500 |
27,863 |
+0 |
| May05 |
041217 |
281.0 |
283.5 |
280.0 |
283.5 |
+1.5 |
297 |
2,161 |
+0 |
| Jul05 |
041217 |
288.0 |
288.0 |
288.0 |
288.0 |
+1.8 |
175 |
2,037 |
+0 |
| Sep05 |
041217 |
289.0 |
289.0 |
289.0 |
289.0 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
8,504 |
71,144 |
+0 |
| Corn(CBOT) |
| Mar05 |
041217 |
202.75 |
204.75 |
202.00 |
204.50 |
+1.00 |
35,975 |
354,013 |
+0 |
| May05 |
041217 |
210.00 |
212.00 |
209.75 |
211.75 |
+0.50 |
5,437 |
83,970 |
+0 |
| Jul05 |
041217 |
217.50 |
219.75 |
217.25 |
219.50 |
+0.50 |
3,354 |
75,303 |
+0 |
| Sep05 |
041217 |
226.25 |
227.00 |
225.00 |
226.75 |
unch |
383 |
21,942 |
+0 |
| Dec05 |
041217 |
235.50 |
236.75 |
235.00 |
236.50 |
unch |
2,757 |
50,562 |
+0 |
| Mar06 |
041217 |
243.00 |
244.00 |
242.00 |
244.00 |
unch |
134 |
1,852 |
+0 |
| Total Volume and Open Interest |
48,569 |
590,902 |
+0 |
| Wheat(CBOT) |
| Mar05 |
041217 |
297.00 |
305.00 |
297.00 |
304.25 |
+6.75 |
14,390 |
147,284 |
+0 |
| May05 |
041217 |
304.50 |
311.50 |
304.00 |
311.50 |
+7.00 |
895 |
15,240 |
+0 |
| Jul05 |
041217 |
311.50 |
318.50 |
311.50 |
318.25 |
+6.75 |
1,668 |
15,692 |
+0 |
| Sep05 |
041217 |
321.00 |
325.50 |
320.50 |
325.50 |
+7.50 |
5 |
590 |
+0 |
| Dec05 |
041217 |
331.00 |
335.50 |
330.50 |
334.00 |
+5.00 |
58 |
8,364 |
+0 |
| Total Volume and Open Interest |
17,016 |
187,213 |
+0 |
| Wheat(KCBT) |
| Mar05 |
041217 |
334.75 |
341.00 |
334.50 |
340.50 |
+5.50 |
4,206 |
50,264 |
+0 |
| May05 |
041217 |
326.25 |
330.00 |
326.00 |
330.00 |
+3.25 |
425 |
6,009 |
+0 |
| Jul05 |
041217 |
322.00 |
326.50 |
321.50 |
326.50 |
+4.50 |
508 |
8,846 |
+0 |
| Sep05 |
041217 |
329.50 |
331.00 |
329.50 |
331.00 |
+3.00 |
11 |
2,203 |
+0 |
| Dec05 |
041217 |
340.50 |
342.50 |
340.50 |
342.00 |
+3.00 |
5 |
1,280 |
+0 |
| Total Volume and Open Interest |
5,155 |
68,832 |
+0 |
| Wheat(MGE) |
| Dec04 |
041217 |
337.00 |
337.00 |
337.00 |
337.00 |
+2.00 |
0 |
2 |
+0 |
| Mar05 |
041217 |
347.00 |
350.00 |
346.25 |
349.75 |
+3.00 |
2,128 |
21,161 |
+0 |
| May05 |
041217 |
351.00 |
354.00 |
350.00 |
353.00 |
+3.50 |
283 |
6,665 |
+0 |
| Jul05 |
041217 |
351.50 |
354.25 |
345.25 |
354.25 |
+3.25 |
33 |
3,145 |
+0 |
| Sep05 |
041217 |
348.50 |
350.00 |
348.50 |
350.00 |
+2.50 |
19 |
1,337 |
+0 |
| Total Volume and Open Interest |
2,466 |
32,702 |
+0 |
| Oats(CBOT) |
| Mar05 |
041217 |
158.00 |
158.50 |
156.00 |
158.00 |
-1.00 |
1,110 |
5,949 |
+0 |
| May05 |
041217 |
156.75 |
156.75 |
155.00 |
155.50 |
-0.75 |
76 |
523 |
+0 |
| Jul05 |
041217 |
156.00 |
156.00 |
155.50 |
155.50 |
unch |
61 |
115 |
+0 |
| Sep05 |
041217 |
157.50 |
157.50 |
157.50 |
157.50 |
-1.00 |
1 |
5 |
+0 |
| Total Volume and Open Interest |
1,248 |
6,595 |
+0 |
| Rough Rice(CBOT) |
| Jan05 |
041217 |
7.34 |
7.43 |
7.34 |
7.42 |
+0.13 |
252 |
2,491 |
+0 |
| Mar05 |
041217 |
7.58 |
7.60 |
7.55 |
7.58 |
+0.10 |
272 |
1,639 |
+0 |
| May05 |
041217 |
7.76 |
7.76 |
7.76 |
7.76 |
+0.09 |
1 |
271 |
+0 |
| Jul05 |
041217 |
7.86 |
7.86 |
7.86 |
7.86 |
+0.02 |
11 |
63 |
+0 |
| Total Volume and Open Interest |
536 |
4,466 |
+0 |
| Live Cattle(CME) |
| Dec04 |
041217 |
87.500 |
88.450 |
87.450 |
88.350 |
+1.750 |
737 |
6,217 |
-277 |
| Feb05 |
041217 |
88.750 |
89.900 |
88.650 |
89.850 |
+1.875 |
9,043 |
70,344 |
+606 |
| Apr05 |
041217 |
86.000 |
86.900 |
86.000 |
86.750 |
+1.325 |
2,948 |
19,289 |
+610 |
| Jun05 |
041217 |
81.000 |
81.800 |
81.000 |
81.750 |
+0.925 |
906 |
10,948 |
+262 |
| Aug05 |
041217 |
80.100 |
80.550 |
80.100 |
80.500 |
+0.700 |
339 |
7,768 |
+157 |
| Oct05 |
041217 |
80.750 |
81.250 |
80.750 |
81.200 |
+0.650 |
122 |
4,646 |
+44 |
| Total Volume and Open Interest |
14,138 |
121,876 |
+1,428 |
| Feeder Cattle(CME) |
| Jan05 |
041217 |
102.500 |
103.450 |
102.100 |
103.250 |
+1.475 |
1,169 |
6,089 |
-71 |
| Mar05 |
041217 |
98.400 |
99.250 |
98.000 |
99.175 |
+1.650 |
660 |
4,873 |
-14 |
| Apr05 |
041217 |
96.850 |
97.550 |
96.700 |
97.525 |
+1.025 |
240 |
1,868 |
-44 |
| May05 |
041217 |
96.500 |
97.250 |
96.500 |
97.250 |
+1.000 |
131 |
2,067 |
+32 |
| Aug05 |
041217 |
98.650 |
99.400 |
98.550 |
99.400 |
+0.750 |
47 |
665 |
+19 |
| Sep05 |
041217 |
98.250 |
98.400 |
98.250 |
98.250 |
+0.250 |
1 |
18 |
+1 |
| Oct05 |
041217 |
98.250 |
98.250 |
98.250 |
98.250 |
+0.200 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,248 |
15,593 |
-76 |
| Lean Hogs(CME) |
| Feb05 |
041217 |
73.300 |
74.075 |
72.850 |
73.850 |
+0.525 |
5,284 |
59,539 |
-619 |
| Apr05 |
041217 |
71.650 |
72.450 |
71.400 |
72.200 |
+0.050 |
1,615 |
15,892 |
+223 |
| May05 |
041217 |
71.400 |
71.500 |
70.350 |
71.350 |
-0.375 |
134 |
2,667 |
+19 |
| Jun05 |
041217 |
73.050 |
73.450 |
72.550 |
73.200 |
-0.325 |
433 |
8,725 |
+326 |
| Jul05 |
041217 |
69.200 |
69.500 |
68.500 |
69.375 |
-0.325 |
91 |
2,220 |
+1 |
| Aug05 |
041217 |
65.200 |
65.550 |
64.650 |
65.450 |
-0.100 |
19 |
1,837 |
-13 |
| Oct05 |
041217 |
58.075 |
58.100 |
57.500 |
58.000 |
-0.400 |
13 |
771 |
-3 |
| Dec05 |
041217 |
56.050 |
56.100 |
55.750 |
55.950 |
-0.050 |
2 |
346 |
-2 |
| Total Volume and Open Interest |
7,591 |
91,997 |
-68 |
| Pork Bellies(CME) |
| Feb05 |
041217 |
98.125 |
98.400 |
97.500 |
97.775 |
-0.350 |
284 |
1,743 |
+2 |
| Mar05 |
041217 |
97.550 |
97.550 |
97.550 |
97.550 |
-0.600 |
2 |
93 |
-1 |
| May05 |
041217 |
99.000 |
99.000 |
98.300 |
98.300 |
-0.200 |
0 |
68 |
+0 |
| Jul05 |
041217 |
100.800 |
100.800 |
100.800 |
100.800 |
-0.150 |
1 |
24 |
+1 |
| Aug05 |
041217 |
98.500 |
98.500 |
98.500 |
98.500 |
-0.250 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
287 |
1,933 |
+2 |
| Class III Milk(CME) |
| Dec04 |
041217 |
16.45 |
16.50 |
16.41 |
16.49 |
-0.03 |
50 |
4,734 |
+1 |
| Jan05 |
041217 |
13.48 |
13.60 |
13.20 |
13.43 |
-0.07 |
401 |
3,238 |
-86 |
| Feb05 |
041217 |
13.00 |
13.13 |
12.95 |
13.10 |
+0.02 |
146 |
2,740 |
+13 |
| Mar05 |
041217 |
12.71 |
12.75 |
12.71 |
12.71 |
unch |
25 |
2,672 |
+6 |
| Apr05 |
041217 |
12.75 |
12.79 |
12.75 |
12.79 |
-0.01 |
19 |
1,600 |
+8 |
| Total Volume and Open Interest |
706 |
22,782 |
-33 |
| Cocoa(ICE) |
| Dec04 |
041215 |
1613 |
1682 |
1656 |
1682 |
+69 |
6 |
6 |
+0 |
| Mar05 |
041217 |
1628 |
1628 |
1596 |
1600 |
-54 |
5,744 |
49,265 |
+0 |
| May05 |
041217 |
1627 |
1628 |
1601 |
1605 |
-53 |
466 |
14,133 |
+0 |
| Jul05 |
041217 |
1622 |
1625 |
1603 |
1610 |
-53 |
140 |
11,716 |
+0 |
| Sep05 |
041217 |
1612 |
1612 |
1612 |
1612 |
-51 |
30 |
10,720 |
+0 |
| Dec05 |
041217 |
1627 |
1627 |
1613 |
1613 |
-53 |
194 |
9,529 |
+0 |
| Mar06 |
041217 |
1613 |
1613 |
1613 |
1613 |
-51 |
0 |
11,979 |
+0 |
| Total Volume and Open Interest |
6,678 |
120,456 |
+0 |
| Coffee "C"(ICE) |
| Dec04 |
041217 |
98.40 |
103.00 |
98.40 |
102.30 |
+4.30 |
29 |
176 |
+0 |
| Mar05 |
041217 |
99.25 |
105.30 |
99.00 |
104.30 |
+4.55 |
15,983 |
85,494 |
+0 |
| May05 |
041217 |
101.30 |
107.40 |
101.20 |
106.45 |
+4.60 |
1,229 |
12,008 |
+0 |
| Jul05 |
041217 |
103.50 |
108.90 |
103.50 |
108.10 |
+4.60 |
325 |
3,926 |
+0 |
| Sep05 |
041217 |
104.75 |
110.00 |
104.75 |
109.65 |
+4.55 |
269 |
3,904 |
+0 |
| Dec05 |
041217 |
107.75 |
113.00 |
107.75 |
112.20 |
+4.45 |
40 |
1,101 |
+0 |
| Total Volume and Open Interest |
17,880 |
107,229 |
+0 |
| Orange Juice(ICE) |
| Jan05 |
041217 |
86.30 |
86.60 |
85.30 |
85.75 |
-0.35 |
3,101 |
11,499 |
+0 |
| Mar05 |
041217 |
87.65 |
88.00 |
86.70 |
87.20 |
-0.20 |
2,968 |
17,315 |
+0 |
| May05 |
041217 |
89.00 |
89.25 |
88.25 |
88.50 |
+0.25 |
424 |
7,916 |
+0 |
| Jul05 |
041217 |
88.80 |
89.50 |
88.80 |
89.50 |
+0.25 |
161 |
736 |
+0 |
| Sep05 |
041217 |
90.50 |
90.50 |
90.50 |
90.50 |
+0.25 |
0 |
94 |
+0 |
| Nov05 |
041217 |
92.00 |
92.00 |
91.50 |
91.50 |
+0.25 |
3 |
569 |
+0 |
| Total Volume and Open Interest |
6,660 |
38,253 |
+0 |
| Sugar #11(ICE) |
| Mar05 |
041217 |
8.48 |
8.65 |
8.48 |
8.64 |
+0.16 |
35,601 |
210,343 |
+0 |
| May05 |
041217 |
8.75 |
8.87 |
8.74 |
8.86 |
+0.13 |
5,702 |
45,221 |
+0 |
| Jul05 |
041217 |
8.75 |
8.86 |
8.74 |
8.86 |
+0.13 |
3,860 |
27,431 |
+0 |
| Oct05 |
041217 |
8.78 |
8.90 |
8.78 |
8.89 |
+0.11 |
2,074 |
22,647 |
+0 |
| Mar06 |
041217 |
8.85 |
8.94 |
8.84 |
8.94 |
+0.10 |
610 |
9,722 |
+0 |
| Total Volume and Open Interest |
47,848 |
320,667 |
+0 |
| Sugar #14(ICE) |
| Mar05 |
041217 |
20.70 |
20.70 |
20.44 |
20.44 |
-0.30 |
2 |
4,060 |
-2 |
| May05 |
041217 |
20.68 |
20.68 |
20.50 |
20.53 |
-0.16 |
6 |
2,200 |
+6 |
| Jul05 |
041217 |
20.80 |
20.85 |
20.79 |
20.85 |
-0.06 |
4 |
1,693 |
+15 |
| Sep05 |
041217 |
20.85 |
20.85 |
20.84 |
20.84 |
-0.01 |
7 |
2,386 |
+1 |
| Nov05 |
041217 |
20.85 |
20.85 |
20.85 |
20.85 |
unch |
2 |
763 |
+7 |
| Total Volume and Open Interest |
21 |
11,186 |
+27 |
| London Cocoa(LCE) |
| Mar05 |
041217 |
881 |
881 |
857 |
858 |
-23 |
6,540 |
63,209 |
-2,439 |
| May05 |
041217 |
891 |
891 |
870 |
871 |
-22 |
653 |
22,094 |
+325 |
| Jul05 |
041217 |
906 |
906 |
890 |
890 |
-22 |
893 |
23,166 |
+62 |
| Sep05 |
041217 |
921 |
921 |
903 |
903 |
-22 |
752 |
43,068 |
-102 |
| Dec05 |
041217 |
910 |
910 |
895 |
896 |
-20 |
1,572 |
37,550 |
-407 |
| Mar06 |
041217 |
910 |
910 |
905 |
905 |
-20 |
1,178 |
10,932 |
+1,053 |
| May06 |
041217 |
915 |
915 |
915 |
915 |
-20 |
0 |
1,023 |
+0 |
| Total Volume and Open Interest |
11,588 |
201,585 |
-1,508 |
| London Coffee(LCE) |
| Jan05 |
041217 |
732.00 |
765.00 |
723.00 |
758.00 |
+18.00 |
1,369 |
21,083 |
-911 |
| Mar05 |
041217 |
765.00 |
801.00 |
756.00 |
794.00 |
+22.00 |
7,448 |
58,582 |
+544 |
| May05 |
041217 |
788.00 |
821.00 |
777.00 |
815.00 |
+23.00 |
1,462 |
41,127 |
+331 |
| Jul05 |
041217 |
806.00 |
840.00 |
796.00 |
833.00 |
+23.00 |
166 |
12,759 |
+105 |
| Sep05 |
041217 |
823.00 |
850.00 |
815.00 |
850.00 |
+23.00 |
86 |
6,499 |
+23 |
| Nov05 |
041217 |
840.00 |
867.00 |
834.00 |
867.00 |
+23.00 |
0 |
2,188 |
+0 |
| Total Volume and Open Interest |
10,531 |
143,248 |
+92 |
| London Sugar(LCE) |
| Mar05 |
041217 |
241.50 |
247.60 |
241.50 |
247.60 |
+6.10 |
4,934 |
27,498 |
+1,505 |
| May05 |
041217 |
255.00 |
259.50 |
254.00 |
259.50 |
+4.50 |
1,193 |
11,967 |
+393 |
| Aug05 |
041217 |
256.00 |
260.00 |
255.50 |
260.00 |
+3.60 |
158 |
6,307 |
+12 |
| Oct05 |
041217 |
257.00 |
260.00 |
257.00 |
260.00 |
+3.30 |
85 |
3,692 |
+60 |
| Dec05 |
041217 |
257.00 |
260.00 |
257.00 |
260.00 |
+3.30 |
20 |
1,745 |
+0 |
| Total Volume and Open Interest |
6,420 |
52,780 |
+1,970 |
| Cotton(ICE) |
| Mar05 |
041217 |
43.90 |
44.15 |
43.30 |
44.13 |
+0.67 |
4,772 |
56,614 |
+0 |
| May05 |
041217 |
43.75 |
44.10 |
43.50 |
44.08 |
+0.59 |
362 |
9,926 |
+0 |
| Jul05 |
041217 |
44.60 |
44.80 |
44.05 |
44.55 |
+0.50 |
839 |
10,725 |
+0 |
| Oct05 |
041217 |
46.45 |
46.45 |
46.45 |
46.45 |
+0.75 |
0 |
274 |
+0 |
| Dec05 |
041217 |
47.15 |
47.55 |
47.00 |
47.55 |
+0.85 |
303 |
6,481 |
+0 |
| Mar06 |
041217 |
49.30 |
49.60 |
49.30 |
49.55 |
+0.85 |
10 |
892 |
+0 |
| Total Volume and Open Interest |
6,286 |
85,368 |
+0 |
| Lumber(CME) |
| Jan05 |
041217 |
323.0 |
325.3 |
319.6 |
320.3 |
-4.0 |
746 |
2,385 |
+91 |
| Mar05 |
041217 |
337.6 |
338.5 |
334.2 |
334.6 |
-3.0 |
250 |
906 |
+92 |
| May05 |
041217 |
344.2 |
344.2 |
342.0 |
343.1 |
-0.9 |
55 |
292 |
+31 |
| Jul05 |
041217 |
347.8 |
347.8 |
347.8 |
347.8 |
-5.2 |
3 |
62 |
-1 |
| Total Volume and Open Interest |
1,054 |
3,650 |
+213 |
| Crude Oil(NYM) |
| Jan05 |
041217 |
44.90 |
46.35 |
44.65 |
46.28 |
+2.10 |
119,634 |
53,588 |
+0 |
| Feb05 |
041217 |
45.25 |
46.65 |
45.05 |
46.57 |
+2.06 |
89,537 |
160,531 |
+0 |
| Mar05 |
041217 |
45.30 |
46.80 |
45.15 |
46.63 |
+1.95 |
30,347 |
74,006 |
+0 |
| Apr05 |
041217 |
45.05 |
46.40 |
45.00 |
46.32 |
+1.84 |
8,346 |
37,851 |
+0 |
| May05 |
041217 |
44.80 |
45.98 |
44.75 |
45.98 |
+1.77 |
5,505 |
23,244 |
+0 |
| Jun05 |
041217 |
44.70 |
45.62 |
44.50 |
45.62 |
+1.72 |
9,984 |
33,991 |
+0 |
| Jul05 |
041217 |
45.25 |
45.27 |
45.05 |
45.27 |
+1.67 |
680 |
17,063 |
+0 |
| Aug05 |
041217 |
44.60 |
44.97 |
44.60 |
44.97 |
+1.62 |
257 |
11,278 |
+0 |
| Sep05 |
041217 |
44.00 |
44.69 |
44.00 |
44.69 |
+1.58 |
1,026 |
12,927 |
+0 |
| Oct05 |
041217 |
43.45 |
44.41 |
43.45 |
44.41 |
+1.54 |
62 |
6,953 |
+0 |
| Nov05 |
041217 |
44.15 |
44.15 |
44.15 |
44.15 |
+1.50 |
492 |
13,827 |
+0 |
| Dec05 |
041217 |
42.80 |
43.92 |
42.80 |
43.92 |
+1.47 |
7,385 |
56,539 |
+0 |
| Jan06 |
041217 |
43.64 |
43.64 |
43.64 |
43.64 |
+1.44 |
614 |
9,416 |
+0 |
| Feb06 |
041217 |
43.38 |
43.38 |
43.38 |
43.38 |
+1.41 |
34 |
4,856 |
+0 |
| Mar06 |
041217 |
42.90 |
43.15 |
42.80 |
43.15 |
+1.38 |
210 |
9,156 |
+0 |
| Apr06 |
041217 |
42.96 |
42.96 |
42.96 |
42.96 |
+1.35 |
100 |
4,852 |
+0 |
| Total Volume and Open Interest |
284,170 |
682,222 |
+0 |
| Heating Oil(NYM) |
| Jan05 |
041217 |
140.80 |
146.80 |
140.50 |
143.95 |
+5.83 |
34,788 |
37,159 |
+0 |
| Feb05 |
041217 |
140.00 |
145.80 |
140.00 |
143.96 |
+6.35 |
18,824 |
51,567 |
+0 |
| Mar05 |
041217 |
134.00 |
140.00 |
134.00 |
138.26 |
+5.95 |
6,479 |
25,646 |
+0 |
| Apr05 |
041217 |
127.50 |
130.30 |
126.50 |
129.56 |
+5.55 |
2,820 |
11,778 |
+0 |
| May05 |
041217 |
122.50 |
126.00 |
122.40 |
124.16 |
+5.15 |
837 |
6,507 |
+0 |
| Jun05 |
041217 |
120.00 |
122.50 |
119.00 |
120.86 |
+4.60 |
1,307 |
8,467 |
+0 |
| Jul05 |
041217 |
119.50 |
120.50 |
119.50 |
120.01 |
+4.45 |
356 |
5,168 |
+0 |
| Aug05 |
041217 |
120.00 |
120.00 |
119.10 |
119.96 |
+4.40 |
277 |
2,759 |
+0 |
| Sep05 |
041217 |
120.56 |
120.56 |
120.56 |
120.56 |
+4.35 |
118 |
3,289 |
+0 |
| Oct05 |
041217 |
121.31 |
121.31 |
121.31 |
121.31 |
+4.35 |
70 |
634 |
+0 |
| Nov05 |
041217 |
121.20 |
122.20 |
121.20 |
122.06 |
+4.35 |
19 |
939 |
+0 |
| Dec05 |
041217 |
122.05 |
123.10 |
122.05 |
122.81 |
+4.30 |
442 |
7,938 |
+0 |
| Total Volume and Open Interest |
66,628 |
166,324 |
+0 |
| Gasoline(NYMEX) |
| Jan05 |
041217 |
115.50 |
119.90 |
114.35 |
119.01 |
+5.23 |
27,933 |
34,897 |
+0 |
| Feb05 |
041217 |
119.00 |
123.50 |
118.30 |
122.22 |
+4.46 |
16,398 |
42,980 |
+0 |
| Mar05 |
041217 |
121.00 |
125.25 |
120.50 |
124.40 |
+4.40 |
5,082 |
16,975 |
+0 |
| Apr05 |
041217 |
128.50 |
132.50 |
128.50 |
131.95 |
+4.40 |
3,603 |
22,928 |
+0 |
| May05 |
041217 |
129.50 |
132.50 |
129.50 |
132.20 |
+4.35 |
2,615 |
16,455 |
+0 |
| Jun05 |
041217 |
129.10 |
132.00 |
129.00 |
131.65 |
+4.30 |
801 |
8,649 |
+0 |
| Jul05 |
041217 |
129.00 |
130.10 |
128.25 |
130.10 |
+4.25 |
190 |
4,133 |
+0 |
| Aug05 |
041217 |
127.00 |
127.70 |
126.50 |
127.70 |
+4.25 |
141 |
4,485 |
+0 |
| Sep05 |
041217 |
124.70 |
124.70 |
124.70 |
124.70 |
+4.20 |
63 |
6,641 |
+0 |
| Oct05 |
041217 |
120.75 |
120.75 |
120.75 |
120.75 |
+4.00 |
77 |
2,723 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041217 |
7.270 |
7.540 |
7.260 |
7.457 |
+0.457 |
22,875 |
36,431 |
+0 |
| Feb05 |
041217 |
7.400 |
7.620 |
7.400 |
7.528 |
+0.423 |
8,899 |
51,451 |
+0 |
| Mar05 |
041217 |
7.350 |
7.480 |
7.320 |
7.440 |
+0.390 |
6,394 |
41,862 |
+0 |
| Apr05 |
041217 |
6.800 |
6.840 |
6.750 |
6.800 |
+0.230 |
2,624 |
22,420 |
+0 |
| May05 |
041217 |
6.700 |
6.750 |
6.700 |
6.735 |
+0.200 |
1,163 |
21,532 |
+0 |
| Jun05 |
041217 |
6.730 |
6.790 |
6.730 |
6.773 |
+0.198 |
191 |
12,444 |
+0 |
| Jul05 |
041217 |
6.740 |
6.815 |
6.740 |
6.815 |
+0.196 |
627 |
15,940 |
+0 |
| Aug05 |
041217 |
6.780 |
6.835 |
6.780 |
6.835 |
+0.196 |
475 |
11,776 |
+0 |
| Sep05 |
041217 |
6.780 |
6.810 |
6.770 |
6.810 |
+0.196 |
441 |
11,495 |
+0 |
| Oct05 |
041217 |
6.780 |
6.830 |
6.780 |
6.830 |
+0.196 |
610 |
22,988 |
+0 |
| Nov05 |
041217 |
7.090 |
7.115 |
7.060 |
7.115 |
+0.191 |
336 |
10,451 |
+0 |
| Dec05 |
041217 |
7.380 |
7.400 |
7.350 |
7.400 |
+0.186 |
508 |
16,069 |
+0 |
| Jan06 |
041217 |
7.580 |
7.600 |
7.540 |
7.600 |
+0.176 |
353 |
14,491 |
+0 |
| Feb06 |
041217 |
7.550 |
7.580 |
7.530 |
7.580 |
+0.176 |
244 |
9,000 |
+0 |
| Mar06 |
041217 |
7.330 |
7.360 |
7.320 |
7.360 |
+0.176 |
359 |
10,957 |
+0 |
| Apr06 |
041217 |
6.380 |
6.380 |
6.360 |
6.360 |
+0.146 |
112 |
9,449 |
+0 |
| Total Volume and Open Interest |
47,094 |
390,570 |
+0 |
| Brent Crude Oil(ICE) |
| Feb05 |
041217 |
41.70 |
43.45 |
41.62 |
43.39 |
+1.96 |
33,773 |
73,715 |
+2,106 |
| Mar05 |
041217 |
41.65 |
43.45 |
41.65 |
43.39 |
+1.91 |
7,520 |
75,447 |
+1,915 |
| Apr05 |
041217 |
41.55 |
43.30 |
41.55 |
43.28 |
+1.88 |
2,484 |
22,360 |
+412 |
| May05 |
041217 |
41.79 |
43.11 |
41.78 |
43.11 |
+1.87 |
678 |
10,282 |
+213 |
| Jun05 |
041217 |
41.45 |
43.40 |
41.45 |
42.93 |
+1.88 |
1,288 |
17,328 |
-340 |
| Jul05 |
041217 |
41.79 |
42.71 |
41.79 |
42.71 |
+1.85 |
165 |
6,477 |
+208 |
| Aug05 |
041217 |
42.47 |
42.47 |
42.47 |
42.47 |
+1.83 |
0 |
3,693 |
+0 |
| Sep05 |
041217 |
42.23 |
42.23 |
42.23 |
42.23 |
+1.80 |
0 |
7,426 |
-80 |
| Oct05 |
041217 |
41.00 |
41.98 |
41.00 |
41.98 |
+1.76 |
0 |
2,900 |
+0 |
| Nov05 |
041217 |
41.73 |
41.73 |
41.73 |
41.73 |
+1.72 |
0 |
3,547 |
+0 |
| Dec05 |
041217 |
40.25 |
41.90 |
40.25 |
41.48 |
+1.68 |
1,475 |
36,486 |
+95 |
| Jan06 |
041217 |
41.25 |
41.25 |
41.25 |
41.25 |
|
|
|
|
| Mar06 |
041217 |
40.79 |
40.79 |
40.79 |
40.79 |
+1.53 |
0 |
3,125 |
-100 |
| Total Volume and Open Interest |
51,796 |
321,445 |
-12,495 |
| Gas Oil(ICE) |
| Jan05 |
041217 |
408.50 |
430.00 |
405.00 |
422.75 |
+17.75 |
17,560 |
55,508 |
+1,032 |
| Feb05 |
041217 |
401.00 |
421.00 |
398.00 |
415.25 |
+17.25 |
6,693 |
39,187 |
+4,177 |
| Mar05 |
041217 |
389.00 |
409.00 |
388.75 |
404.00 |
+16.50 |
3,027 |
9,146 |
+228 |
| Apr05 |
041217 |
382.50 |
393.50 |
382.50 |
392.25 |
+15.50 |
408 |
8,715 |
+140 |
| May05 |
041217 |
373.00 |
385.50 |
373.00 |
385.50 |
+14.50 |
75 |
4,492 |
+0 |
| Jun05 |
041217 |
369.50 |
387.00 |
369.50 |
381.50 |
+13.50 |
2,255 |
13,918 |
+125 |
| Jul05 |
041217 |
380.25 |
380.25 |
380.25 |
380.25 |
+13.25 |
0 |
1,419 |
+0 |
| Aug05 |
041217 |
379.25 |
379.25 |
379.25 |
379.25 |
+13.00 |
0 |
1,546 |
+0 |
| Sep05 |
041217 |
378.25 |
378.25 |
378.25 |
378.25 |
+12.75 |
0 |
5,459 |
-10 |
| Oct05 |
041217 |
376.50 |
376.50 |
376.50 |
376.50 |
+12.50 |
0 |
1,050 |
+0 |
| Total Volume and Open Interest |
32,124 |
167,455 |
+6,134 |
| US Dollar Index(ICE) |
| Mar05 |
041217 |
82.580 |
82.700 |
82.110 |
82.230 |
-0.390 |
3,856 |
22,370 |
-553 |
| Jun05 |
041217 |
82.530 |
82.530 |
82.250 |
82.290 |
-0.390 |
0 |
2,019 |
+0 |
| Sep05 |
041217 |
82.350 |
82.350 |
82.350 |
82.350 |
-0.390 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
3,856 |
24,433 |
-553 |
| Australian Dollar(CME) |
| Mar05 |
041217 |
75.38 |
75.85 |
75.20 |
75.85 |
+0.75 |
13,863 |
55,894 |
-646 |
| Jun05 |
041217 |
75.40 |
75.40 |
75.40 |
75.40 |
+0.76 |
1 |
328 |
+1 |
| Sep05 |
041217 |
74.98 |
74.98 |
74.98 |
74.98 |
+0.78 |
0 |
312 |
+0 |
| Total Volume and Open Interest |
13,864 |
56,644 |
-645 |
| British Pound(CME) |
| Mar05 |
041217 |
192.30 |
193.32 |
191.76 |
192.88 |
+1.06 |
29,842 |
80,693 |
-2,170 |
| Jun05 |
041217 |
191.98 |
191.98 |
191.98 |
191.98 |
+1.06 |
2 |
14 |
+2 |
| Sep05 |
041217 |
191.08 |
191.08 |
191.08 |
191.08 |
+1.06 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
29,844 |
80,730 |
-2,168 |
| Canadian Dollar(CME) |
| Mar05 |
041217 |
80.99 |
81.73 |
80.80 |
81.48 |
+0.53 |
31,384 |
59,253 |
-3,056 |
| Jun05 |
041217 |
81.16 |
81.60 |
81.16 |
81.54 |
+0.53 |
22 |
2,680 |
+6 |
| Sep05 |
041217 |
81.64 |
81.64 |
81.64 |
81.64 |
+0.53 |
1 |
741 |
+2 |
| Dec05 |
041217 |
81.30 |
81.76 |
81.30 |
81.76 |
+0.53 |
0 |
448 |
+0 |
| Total Volume and Open Interest |
31,411 |
63,129 |
-3,047 |
| Japanese Yen(CME) |
| Mar05 |
041217 |
96.35 |
96.57 |
96.13 |
96.35 |
+0.34 |
53,046 |
124,807 |
-4,028 |
| Jun05 |
041217 |
97.03 |
97.03 |
97.03 |
97.03 |
+0.34 |
20 |
20,063 |
+19 |
| Sep05 |
041217 |
97.83 |
97.83 |
97.83 |
97.83 |
+0.34 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
53,066 |
144,997 |
-4,009 |
| Swiss Franc(CME) |
| Mar05 |
041217 |
86.61 |
86.98 |
86.43 |
86.68 |
+0.07 |
29,631 |
56,573 |
-3,714 |
| Jun05 |
041217 |
87.11 |
87.11 |
87.11 |
87.11 |
+0.07 |
4 |
73 |
+1 |
| Sep05 |
041217 |
87.57 |
87.57 |
87.57 |
87.57 |
+0.07 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
29,636 |
56,712 |
-3,713 |
| EuroFX(CME) |
| Mar05 |
041217 |
132.67 |
133.20 |
132.35 |
132.98 |
+0.56 |
186,221 |
141,005 |
+3,117 |
| Jun05 |
041217 |
133.00 |
133.20 |
132.96 |
133.20 |
+0.55 |
215 |
1,013 |
-31 |
| Sep05 |
041217 |
133.50 |
133.50 |
133.50 |
133.50 |
+0.54 |
3 |
296 |
-1 |
| Total Volume and Open Interest |
186,443 |
142,569 |
+3,086 |
| Mexican Peso(CME) |
| Jan05 |
041217 |
886.5 |
886.5 |
882.8 |
886.5 |
+3.8 |
0 |
115 |
+0 |
| Feb05 |
041217 |
880.5 |
882.2 |
880.5 |
882.2 |
+3.8 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
10,275 |
84,354 |
-3,184 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041217 |
113~210 |
113~240 |
112~250 |
113~110 |
-0~060 |
33,712 |
50,707 |
+0 |
| Mar05 |
041217 |
112~190 |
112~280 |
111~240 |
112~110 |
-0~080 |
275,610 |
612,933 |
+0 |
| Jun05 |
041217 |
111~260 |
111~280 |
111~000 |
111~160 |
-0~080 |
1,636 |
8,893 |
+0 |
| Total Volume and Open Interest |
310,998 |
672,723 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041217 |
112~230 |
112~265 |
112~075 |
112~180 |
-0~045 |
30,426 |
67,634 |
+0 |
| Mar05 |
041217 |
112~055 |
112~095 |
111~215 |
112~010 |
-0~050 |
526,943 |
1,578,600 |
+0 |
| Jun05 |
041217 |
111~100 |
111~100 |
111~000 |
111~045 |
-0~050 |
4,317 |
15,355 |
+0 |
| Total Volume and Open Interest |
562,269 |
1,662,177 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041217 |
110~058 |
110~072 |
110~058 |
110~062 |
-0~008 |
26,141 |
188,904 |
-26,382 |
| Mar05 |
041217 |
109~084 |
109~094 |
109~046 |
109~080 |
-0~004 |
36,266 |
1,170,691 |
-17,727 |
| Jun05 |
041217 |
109~020 |
109~020 |
109~020 |
109~020 |
-0~006 |
190 |
8,875 |
+0 |
| Total Volume and Open Interest |
62,597 |
1,368,470 |
+1,359,595 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041217 |
105~021 |
105~024 |
105~021 |
105~024 |
-0~005 |
1,092 |
19,114 |
+0 |
| Mar05 |
041217 |
104~108 |
104~108 |
104~096 |
104~104 |
-0~005 |
1,943 |
224,412 |
+0 |
| Total Volume and Open Interest |
3,035 |
243,526 |
+0 |
| Eurodollars(CME) |
| Mar05 |
041217 |
97.105 |
97.105 |
97.080 |
97.085 |
-0.020 |
120,000 |
1,060,747 |
+14,309 |
| Jun05 |
041217 |
96.830 |
96.840 |
96.795 |
96.800 |
-0.035 |
166,000 |
1,044,577 |
-5,042 |
| Sep05 |
041217 |
96.625 |
96.635 |
96.570 |
96.590 |
-0.040 |
204,000 |
911,914 |
+16,209 |
| Dec05 |
041217 |
96.465 |
96.475 |
96.400 |
96.430 |
-0.035 |
259,000 |
691,770 |
+18,295 |
| Mar06 |
041217 |
96.360 |
96.370 |
96.300 |
96.330 |
-0.035 |
137,000 |
563,786 |
+11,216 |
| Jun06 |
041217 |
96.275 |
96.280 |
96.220 |
96.255 |
-0.025 |
64,000 |
380,449 |
+4,659 |
| Sep06 |
041217 |
96.200 |
96.200 |
96.140 |
96.175 |
-0.035 |
16,847 |
296,365 |
+925 |
| Dec06 |
041217 |
96.110 |
96.115 |
96.055 |
96.090 |
-0.030 |
38,000 |
236,494 |
+8,597 |
| Mar07 |
041217 |
96.040 |
96.040 |
95.980 |
96.020 |
-0.025 |
14,000 |
182,619 |
+803 |
| Jun07 |
041217 |
95.950 |
95.955 |
95.890 |
95.935 |
-0.020 |
9,169 |
157,514 |
+9 |
| Sep07 |
041217 |
95.865 |
95.865 |
95.805 |
95.850 |
-0.020 |
7,505 |
120,793 |
+1,377 |
| Dec07 |
041217 |
95.775 |
95.775 |
95.710 |
95.755 |
-0.020 |
8,178 |
126,420 |
+2,135 |
| Mar08 |
041217 |
95.695 |
95.695 |
95.645 |
95.675 |
-0.020 |
5,524 |
91,506 |
+1,277 |
| Jun08 |
041217 |
95.590 |
95.590 |
95.530 |
95.575 |
-0.015 |
5,493 |
94,076 |
+665 |
| Sep08 |
041217 |
95.490 |
95.490 |
95.430 |
95.475 |
-0.015 |
3,973 |
90,748 |
+454 |
| Dec08 |
041217 |
95.375 |
95.375 |
95.305 |
95.365 |
-0.010 |
5,673 |
81,959 |
+346 |
| Mar09 |
041217 |
95.265 |
95.285 |
95.215 |
95.280 |
-0.010 |
2,201 |
57,427 |
-264 |
| Jun09 |
041217 |
95.200 |
95.200 |
95.140 |
95.185 |
-0.010 |
1,896 |
45,256 |
+262 |
| Total Volume and Open Interest |
1,105,624 |
6,428,100 |
+79,817 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041217 |
97.850 |
97.850 |
97.850 |
97.850 |
unch |
832 |
146,864 |
+0 |
| Jan05 |
041217 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
1,306 |
142,150 |
+0 |
| Feb05 |
041217 |
97.520 |
97.520 |
97.510 |
97.520 |
+0.010 |
2,208 |
112,638 |
+0 |
| Mar05 |
041217 |
97.440 |
97.440 |
97.430 |
97.440 |
+0.010 |
1,029 |
37,519 |
+0 |
| Apr05 |
041217 |
97.300 |
97.300 |
97.290 |
97.300 |
-0.010 |
208 |
24,729 |
+0 |
| May05 |
041217 |
97.120 |
97.120 |
97.120 |
97.120 |
-0.020 |
10 |
3,389 |
+0 |
| Total Volume and Open Interest |
5,583 |
467,498 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041217 |
97.850 |
97.850 |
97.845 |
97.845 |
unch |
1,231 |
0 |
+0 |
| Jan05 |
041217 |
97.750 |
97.750 |
97.745 |
97.750 |
+0.005 |
2,746 |
0 |
+0 |
| Feb05 |
041217 |
97.515 |
97.520 |
97.510 |
97.520 |
+0.005 |
4,206 |
0 |
+0 |
| Mar05 |
041217 |
97.440 |
97.440 |
97.430 |
97.435 |
unch |
4,796 |
0 |
+0 |
| Apr05 |
041217 |
97.300 |
97.300 |
97.285 |
97.290 |
-0.010 |
4,895 |
0 |
+0 |
| May05 |
041217 |
97.115 |
97.120 |
97.110 |
97.115 |
-0.010 |
5 |
0 |
+0 |
| Total Volume and Open Interest |
17,889 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar05 |
041217 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,005 |
54,072 |
-449 |
| Jun05 |
041217 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
33,739 |
+1,029 |
| Sep05 |
041217 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
51 |
7,440 |
-475 |
| Dec05 |
041217 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
24 |
6,149 |
+750 |
| Mar06 |
041217 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
1 |
7,717 |
+101 |
| Jun06 |
041217 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
4,708 |
+400 |
| Sep06 |
041217 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.01 |
0 |
3,099 |
+0 |
| Dec06 |
041217 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
| Mar07 |
041217 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.02 |
0 |
1 |
+0 |
| Jun07 |
041217 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.02 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,081 |
118,379 |
+1,356 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041217 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
3,571 |
102,227 |
-205 |
| Jun05 |
041217 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,139 |
91,675 |
+2,106 |
| Sep05 |
041217 |
99.86 |
99.86 |
99.86 |
99.86 |
0.00 |
317 |
44,110 |
-399 |
| Dec05 |
041217 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
436 |
35,266 |
-309 |
| Mar06 |
041217 |
99.75 |
99.75 |
99.74 |
99.75 |
-0.01 |
480 |
27,923 |
+226 |
| Jun06 |
041217 |
99.67 |
99.67 |
99.66 |
99.67 |
-0.01 |
200 |
13,978 |
+704 |
| Sep06 |
041217 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.02 |
155 |
7,835 |
+613 |
| Dec06 |
041217 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.02 |
0 |
6,654 |
+0 |
| Total Volume and Open Interest |
6,298 |
336,652 |
+2,736 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041217 |
138.67 |
138.67 |
138.49 |
138.60 |
-0.25 |
3,502 |
43,991 |
+301 |
| Jun05 |
041217 |
137.97 |
137.97 |
137.97 |
137.97 |
-0.25 |
|
|
|
| Sep05 |
041217 |
137.97 |
137.97 |
137.97 |
137.97 |
-0.25 |
|
|
|
| Total Volume and Open Interest |
3,502 |
43,991 |
+301 |
| Euro-Bund(EUREX) |
| Mar05 |
041217 |
119.51 |
119.59 |
118.85 |
119.12 |
-0.39 |
1,030,299 |
1,304,484 |
+68,672 |
| Jun05 |
041217 |
118.36 |
118.36 |
118.04 |
118.20 |
-0.38 |
1,335 |
546 |
+31 |
| Total Volume and Open Interest |
1,031,634 |
1,305,030 |
+68,703 |
| Euro-Bobl(EUREX) |
| Mar05 |
041217 |
113.37 |
113.39 |
112.92 |
113.13 |
-0.22 |
623,002 |
789,576 |
+5,431 |
| Jun05 |
041217 |
112.28 |
112.28 |
112.28 |
112.28 |
-0.22 |
529 |
840 |
+40 |
| 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 |
041217 |
97.795 |
97.795 |
97.765 |
97.770 |
-0.035 |
895 |
14,044 |
-588 |
| Jun05 |
041217 |
97.710 |
97.710 |
97.665 |
97.675 |
-0.050 |
799 |
6,284 |
+35 |
| Total Volume and Open Interest |
2,160 |
29,231 |
-517 |
| Long Gilt(LIFFE) |
| Dec04 |
041217 |
110~06 |
110~07 |
109~28 |
110~07 |
-0~06 |
1,584 |
19,003 |
-551 |
| Mar05 |
041217 |
112~04 |
112~04 |
111~15 |
111~30 |
-0~05 |
46,993 |
205,920 |
-2,065 |
| Total Volume and Open Interest |
48,577 |
224,923 |
-2,616 |
| 3-Mth Short Sterling(LIFFE) |
| Mar05 |
041217 |
95.09 |
95.11 |
95.06 |
95.08 |
-0.02 |
64,743 |
252,998 |
-15,360 |
| Jun05 |
041217 |
95.13 |
95.15 |
95.09 |
95.12 |
-0.04 |
84,442 |
232,450 |
-21,934 |
| Sep05 |
041217 |
95.15 |
95.18 |
95.10 |
95.15 |
-0.05 |
79,897 |
250,209 |
-547 |
| Dec05 |
041217 |
95.15 |
95.17 |
95.10 |
95.15 |
-0.06 |
67,517 |
191,824 |
+5,596 |
| Mar06 |
041217 |
95.16 |
95.17 |
95.10 |
95.15 |
-0.06 |
17,444 |
101,733 |
+78 |
| Jun06 |
041217 |
95.15 |
95.17 |
95.08 |
95.15 |
-0.06 |
13,220 |
78,444 |
-110 |
| Total Volume and Open Interest |
344,214 |
1,259,279 |
-32,007 |
| 3-Mth Euribor(LIFFE) |
| Mar05 |
041217 |
97.795 |
97.805 |
97.755 |
97.775 |
-0.030 |
103,948 |
538,263 |
-3,208 |
| Jun05 |
041217 |
97.700 |
97.720 |
97.650 |
97.680 |
-0.040 |
123,046 |
608,115 |
+6,743 |
| Sep05 |
041217 |
97.615 |
97.630 |
97.550 |
97.585 |
-0.045 |
144,272 |
433,563 |
+12,079 |
| Total Volume and Open Interest |
636,049 |
2,828,057 |
+15,004 |
| 3-Mth Aus T-Bills(SFE) |
| Mar05 |
041217 |
94.69 |
94.69 |
94.65 |
94.69 |
unch |
13,992 |
289,354 |
-3,317 |
| Jun05 |
041217 |
94.71 |
94.71 |
94.67 |
94.70 |
-0.02 |
6,863 |
153,184 |
+1,828 |
| Sep05 |
041217 |
94.70 |
94.71 |
94.67 |
94.69 |
-0.02 |
464 |
42,726 |
-3,214 |
| Dec05 |
041217 |
94.66 |
94.68 |
94.66 |
94.68 |
-0.02 |
704 |
23,485 |
+526 |
| Mar06 |
041217 |
94.64 |
94.65 |
94.64 |
94.65 |
-0.03 |
344 |
14,674 |
+320 |
| Jun06 |
041217 |
94.61 |
94.62 |
94.61 |
94.61 |
-0.04 |
361 |
10,793 |
+356 |
| Sep06 |
041217 |
94.56 |
94.59 |
94.56 |
94.59 |
-0.02 |
440 |
6,883 |
+307 |
| Dec06 |
041217 |
94.52 |
94.56 |
94.52 |
94.56 |
-0.02 |
144 |
3,247 |
+100 |
| Mar07 |
041217 |
94.52 |
94.52 |
94.52 |
94.52 |
-0.02 |
0 |
2,067 |
+0 |
| Jun07 |
041217 |
94.48 |
94.48 |
94.48 |
94.48 |
-0.02 |
0 |
1,540 |
+0 |
| Total Volume and Open Interest |
23,312 |
550,016 |
-3,094 |
| 10-Year Aus T-Bonds(SFE) |
| Mar05 |
041217 |
94.87 |
94.87 |
94.79 |
94.82 |
-0.05 |
21,004 |
258,786 |
+6,688 |
| Total Volume and Open Interest |
21,004 |
258,786 |
+6,688 |
| 3-Year Aus T-Bonds(SFE) |
| Mar05 |
041217 |
95.07 |
95.07 |
95.00 |
95.03 |
-0.04 |
40,896 |
416,628 |
+13,213 |
| Total Volume and Open Interest |
40,896 |
416,628 |
+13,213 |
| Gold(CMX) |
| Dec04 |
041217 |
438.6 |
441.6 |
438.6 |
441.6 |
+4.7 |
232 |
688 |
-82 |
| Feb05 |
041217 |
440.0 |
443.6 |
438.7 |
442.9 |
+4.7 |
56,521 |
223,599 |
-1,181 |
| Apr05 |
041217 |
441.5 |
445.5 |
441.5 |
445.0 |
+4.8 |
450 |
17,772 |
+12 |
| Jun05 |
041217 |
443.8 |
448.0 |
443.3 |
447.4 |
+4.9 |
866 |
27,123 |
+113 |
| Aug05 |
041217 |
449.7 |
449.7 |
449.7 |
449.7 |
+4.9 |
10 |
7,750 |
+0 |
| Oct05 |
041217 |
452.1 |
452.1 |
452.1 |
452.1 |
+4.9 |
223 |
3,496 |
+94 |
| Dec05 |
041217 |
450.5 |
454.5 |
450.5 |
454.5 |
+4.9 |
97 |
18,292 |
+30 |
| Feb06 |
041217 |
457.1 |
457.1 |
457.1 |
457.1 |
+4.9 |
310 |
595 |
-250 |
| Apr06 |
041217 |
459.7 |
459.7 |
459.7 |
459.7 |
+5.0 |
0 |
591 |
+0 |
| Jun06 |
041217 |
462.3 |
462.3 |
462.3 |
462.3 |
+5.0 |
311 |
8,362 |
-251 |
| Aug06 |
041217 |
464.9 |
464.9 |
464.9 |
464.9 |
+5.0 |
0 |
170 |
+0 |
| Oct06 |
041217 |
467.6 |
467.6 |
467.6 |
467.6 |
+5.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
59,050 |
318,584 |
-1,492 |
| Silver(CMX) |
| Dec04 |
041217 |
668.0 |
677.0 |
668.0 |
676.6 |
+7.6 |
71 |
283 |
+0 |
| Mar05 |
041217 |
673.0 |
682.0 |
666.5 |
680.3 |
+7.6 |
12,892 |
77,253 |
+0 |
| May05 |
041217 |
676.5 |
684.0 |
669.0 |
683.4 |
+7.6 |
159 |
6,844 |
+0 |
| Jul05 |
041217 |
678.0 |
686.5 |
675.5 |
686.5 |
+7.6 |
78 |
3,383 |
+0 |
| Sep05 |
041217 |
690.0 |
690.0 |
690.0 |
690.0 |
+7.6 |
275 |
727 |
+0 |
| Dec05 |
041217 |
680.0 |
698.0 |
680.0 |
694.1 |
+7.6 |
71 |
9,967 |
+0 |
| Mar06 |
041217 |
697.8 |
697.8 |
697.8 |
697.8 |
+7.6 |
3 |
175 |
+0 |
| Total Volume and Open Interest |
13,332 |
102,098 |
+0 |
| Platinum(NYMEX) |
| Jan05 |
041217 |
836.0 |
839.0 |
833.0 |
837.1 |
-2.0 |
1,114 |
5,246 |
+0 |
| Apr05 |
041217 |
835.0 |
838.0 |
833.0 |
834.6 |
-1.5 |
89 |
996 |
+0 |
| Jul05 |
041217 |
836.0 |
836.0 |
831.6 |
831.6 |
-1.5 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,203 |
6,244 |
+0 |
| Palladium(NYMEX) |
| Dec04 |
041217 |
178.30 |
178.50 |
178.30 |
178.50 |
+0.75 |
1 |
218 |
+0 |
| Mar05 |
041217 |
180.00 |
184.00 |
177.60 |
179.70 |
+0.65 |
616 |
11,452 |
+0 |
| Jun05 |
041217 |
180.00 |
181.70 |
180.00 |
181.70 |
+0.65 |
15 |
236 |
+0 |
| Total Volume and Open Interest |
633 |
11,951 |
+0 |
| Copper(CMX) |
| Dec04 |
041217 |
145.40 |
147.30 |
145.40 |
147.25 |
+0.65 |
445 |
3,320 |
+0 |
| Mar05 |
041217 |
138.80 |
140.00 |
138.60 |
139.95 |
+0.95 |
8,222 |
50,871 |
+0 |
| May05 |
041217 |
135.50 |
136.50 |
135.50 |
136.45 |
+0.80 |
395 |
6,012 |
+0 |
| Jul05 |
041217 |
133.30 |
133.30 |
133.20 |
133.20 |
+0.80 |
29 |
5,025 |
+0 |
| Sep05 |
041217 |
129.00 |
130.00 |
129.00 |
129.95 |
+0.80 |
4 |
3,546 |
+0 |
| Total Volume and Open Interest |
9,400 |
82,895 |
+0 |
| Aluminum(CMX) |
| Dec04 |
041217 |
88.70 |
88.70 |
88.70 |
88.70 |
-0.10 |
10 |
246 |
-53 |
| Jan05 |
041217 |
89.00 |
89.00 |
89.00 |
89.00 |
unch |
10 |
1,276 |
+0 |
| Feb05 |
041217 |
89.00 |
89.00 |
89.00 |
89.00 |
unch |
0 |
651 |
+0 |
| Mar05 |
041217 |
89.00 |
89.00 |
89.00 |
89.00 |
unch |
25 |
681 |
+0 |
| Apr05 |
041217 |
88.75 |
88.75 |
88.75 |
88.75 |
unch |
0 |
486 |
+0 |
| May05 |
041217 |
88.45 |
88.45 |
88.45 |
88.45 |
unch |
0 |
668 |
+0 |
| Total Volume and Open Interest |
45 |
8,851 |
-53 |
| DJIA Index(CBOT) |
| Mar05 |
041217 |
10705 |
10722 |
10643 |
10677 |
-45 |
9,891 |
46,819 |
+0 |
| Jun05 |
041217 |
10709 |
10709 |
10709 |
10709 |
-48 |
1 |
6 |
+0 |
| Dec05 |
041217 |
10754 |
10754 |
10754 |
10754 |
-48 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,563 |
76,062 |
+0 |
| S & P 500(CME) |
| Mar05 |
041217 |
1198.00 |
1203.20 |
1195.30 |
1198.30 |
-8.20 |
73,592 |
665,176 |
+17,266 |
| Jun05 |
041217 |
1202.50 |
1204.20 |
1202.10 |
1202.10 |
-8.40 |
217 |
10,153 |
+181 |
| Sep05 |
041217 |
1206.30 |
1206.30 |
1206.30 |
1206.30 |
-8.60 |
388 |
1,819 |
+15 |
| Dec05 |
041217 |
1210.70 |
1210.70 |
1210.70 |
1210.70 |
-8.60 |
0 |
123 |
+0 |
| Total Volume and Open Interest |
101,584 |
802,513 |
-4,252 |
| S & P 500 E-Mini(Globex) |
| Mar05 |
041217 |
1206.25 |
1209.00 |
1195.25 |
1198.25 |
-8.25 |
729,814 |
686,288 |
+20,155 |
| Jun05 |
041217 |
1202.00 |
1202.00 |
1202.00 |
1202.00 |
|
|
|
|
| NASDAQ 100(CME) |
| Mar05 |
041217 |
1617.50 |
1625.00 |
1610.00 |
1610.50 |
-10.00 |
16,913 |
65,345 |
+2,439 |
| Jun05 |
041217 |
1621.00 |
1621.00 |
1621.00 |
1621.00 |
-10.00 |
1 |
6 |
+1 |
| Sep05 |
041217 |
1631.50 |
1631.50 |
1631.50 |
1631.50 |
|
|
|
|
| NASDAQ 100 E-Mini(Globex) |
| Mar05 |
041217 |
1619.50 |
1624.50 |
1610.00 |
1610.50 |
-10.00 |
268,962 |
225,182 |
+12,481 |
| Jun05 |
041217 |
1621.00 |
1621.00 |
1621.00 |
1621.00 |
|
|
|
|
| S & P Midcap 400(CME) |
| Mar05 |
041217 |
652.00 |
654.75 |
651.00 |
652.50 |
-1.75 |
1,225 |
12,793 |
+638 |
| Jun05 |
041217 |
652.50 |
652.50 |
652.50 |
652.50 |
-1.75 |
|
|
|
| Sep05 |
041217 |
652.50 |
652.50 |
652.50 |
652.50 |
-1.75 |
|
|
|
| Total Volume and Open Interest |
2,184 |
17,614 |
-1,727 |
| Russell 2000(CME) |
| Mar05 |
041217 |
643.50 |
646.00 |
640.00 |
642.10 |
-3.20 |
1,517 |
21,285 |
+1,045 |
| Jun05 |
041217 |
642.10 |
642.10 |
642.10 |
642.10 |
-3.20 |
|
|
|
| Sep05 |
041217 |
642.10 |
642.10 |
642.10 |
642.10 |
-3.20 |
|
|
|
| Total Volume and Open Interest |
2,690 |
39,465 |
-861 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041217 |
643.00 |
645.00 |
640.90 |
641.85 |
-1.25 |
6,071 |
92,324 |
-1,266 |
| Mar05 |
041217 |
644.90 |
649.50 |
640.00 |
642.10 |
-3.20 |
69,671 |
100,505 |
+309 |
| Jun05 |
041217 |
642.10 |
642.10 |
642.10 |
642.10 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
60,185 |
166,635 |
-568 |
| Nikkei 225(CME) |
| Mar05 |
041217 |
10935 |
11105 |
10920 |
11105 |
+160 |
15,811 |
152,113 |
-710 |
| Jun05 |
041217 |
11055 |
11055 |
11055 |
11055 |
+160 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
15,811 |
152,116 |
-710 |
| Nikkei 225(SGX) |
| Mar05 |
041217 |
10935 |
11105 |
10920 |
11105 |
+160 |
15,811 |
152,113 |
-710 |
| Jun05 |
041217 |
11055 |
11055 |
11055 |
11055 |
+160 |
0 |
3 |
+0 |
| Sep05 |
041217 |
11050 |
11050 |
11050 |
11050 |
+160 |
|
|
|
| Total Volume and Open Interest |
15,811 |
152,116 |
-710 |
| CAC 40(EURONEXT) |
| Dec04 |
041217 |
3812.5 |
3816.5 |
3746.5 |
3746.5 |
-66.0 |
116,685 |
388,402 |
-204,174 |
| Jan05 |
041217 |
3815.5 |
3823.0 |
3739.0 |
3751.5 |
-68.0 |
78,994 |
253,783 |
+46,522 |
| Feb05 |
041217 |
3823.0 |
3823.0 |
3746.5 |
3757.0 |
-68.0 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
209,068 |
737,381 |
-146,680 |
| Hang Seng Index(HKFE) |
| Dec04 |
041217 |
14039 |
14075 |
13923 |
14045 |
+7 |
25,016 |
126,666 |
+1,086 |
| Jan05 |
041217 |
14048 |
14074 |
13933 |
14048 |
+3 |
1,031 |
1,867 |
+531 |
| Total Volume and Open Interest |
26,076 |
131,350 |
+1,632 |
| DAX(EUREX) |
| Dec04 |
041217 |
4238.0 |
4242.0 |
4209.0 |
4212.0 |
-19.0 |
31,196 |
122,648 |
-19,145 |
| Mar05 |
041217 |
4263.0 |
4266.5 |
4181.5 |
4185.0 |
-70.5 |
113,496 |
162,491 |
+40,256 |
| Jun05 |
041217 |
4293.0 |
4293.0 |
4208.5 |
4208.5 |
-71.0 |
2,855 |
2,900 |
+551 |
| Total Volume and Open Interest |
147,547 |
288,039 |
+21,662 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041217 |
4742.00 |
4748.00 |
4722.00 |
4739.00 |
-6.00 |
113,819 |
110,794 |
-44,171 |
| Mar05 |
041217 |
4740.00 |
4752.50 |
4675.00 |
4699.50 |
-47.50 |
101,100 |
428,113 |
+44,349 |
| Jun05 |
041217 |
4713.00 |
4718.50 |
4713.00 |
4714.00 |
-48.00 |
1,703 |
17,028 |
+753 |
| Total Volume and Open Interest |
216,652 |
559,485 |
+936 |
| SPI 200(SFE) |
| Dec04 |
041216 |
3959.0 |
3971.0 |
3953.0 |
3971.0 |
+27.0 |
37,390 |
128,529 |
-38,259 |
| Mar05 |
041217 |
3989.0 |
4016.0 |
3981.0 |
4013.0 |
+32.0 |
16,695 |
164,527 |
+9,255 |
| Jun05 |
041217 |
4000.0 |
4026.0 |
4000.0 |
4026.0 |
+31.0 |
30 |
2,998 |
-13 |
| Total Volume and Open Interest |
22,836 |
247,313 |
-45,022 |
| GSCI(CME) |
| Jan05 |
041217 |
323.50 |
332.80 |
323.50 |
332.00 |
+11.30 |
120 |
18,002 |
+43 |
| Feb05 |
041217 |
330.00 |
330.00 |
330.00 |
330.00 |
+11.30 |
|
|
|
| Mar05 |
041217 |
325.50 |
325.50 |
325.50 |
325.50 |
+10.00 |
|
|
|
| Total Volume and Open Interest |
120 |
18,002 |
-787 |
| RJ/CRB Index(ICE) |
| Jan05 |
041217 |
282.50 |
285.70 |
282.50 |
285.25 |
+3.75 |
94 |
251 |
+0 |
| Feb05 |
041217 |
283.00 |
284.50 |
283.00 |
284.50 |
+3.75 |
9 |
119 |
+0 |
| Apr05 |
041217 |
284.75 |
284.75 |
284.75 |
284.75 |
+3.75 |
3 |
116 |
+0 |
| Total Volume and Open Interest |
106 |
593 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|