|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 30, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041230 |
550.00 |
552.00 |
539.50 |
547.75 |
+1.00 |
17,989 |
22,915 |
-7,421 |
| Mar05 |
041230 |
548.00 |
549.00 |
536.50 |
547.25 |
+2.75 |
32,337 |
119,852 |
+2,226 |
| May05 |
041230 |
552.50 |
554.50 |
542.00 |
553.25 |
+3.75 |
2,812 |
42,330 |
+733 |
| Jul05 |
041230 |
559.00 |
560.00 |
549.50 |
558.75 |
+2.00 |
2,111 |
28,688 |
+341 |
| Aug05 |
041230 |
558.00 |
562.00 |
558.00 |
562.00 |
+3.00 |
150 |
2,218 |
-13 |
| Sep05 |
041230 |
555.50 |
566.00 |
555.00 |
565.50 |
+7.00 |
0 |
762 |
+0 |
| Nov05 |
041230 |
568.50 |
571.00 |
560.00 |
569.25 |
+2.75 |
699 |
15,273 |
+303 |
| Total Volume and Open Interest |
56,104 |
232,147 |
-3,826 |
| Soybean Meal(CBOT) |
| Jan05 |
041230 |
160.80 |
162.70 |
158.50 |
162.60 |
+2.40 |
6,219 |
8,897 |
-3,269 |
| Mar05 |
041230 |
161.00 |
163.20 |
158.80 |
163.00 |
+2.60 |
9,916 |
50,316 |
+967 |
| May05 |
041230 |
163.20 |
165.00 |
161.50 |
165.00 |
+2.30 |
3,033 |
22,064 |
+214 |
| Jul05 |
041230 |
166.00 |
168.00 |
164.80 |
168.00 |
+2.00 |
1,621 |
30,848 |
+155 |
| Aug05 |
041230 |
167.40 |
170.50 |
166.40 |
170.50 |
+3.10 |
210 |
9,905 |
-179 |
| Sep05 |
041230 |
169.20 |
172.00 |
168.00 |
172.00 |
+3.10 |
7 |
7,118 |
+2 |
| Oct05 |
041230 |
170.30 |
173.50 |
169.00 |
173.50 |
+3.20 |
114 |
6,166 |
+45 |
| Dec05 |
041230 |
173.30 |
175.50 |
171.50 |
175.20 |
+1.90 |
478 |
6,680 |
+97 |
| Total Volume and Open Interest |
21,598 |
142,489 |
-1,968 |
| Soybean Oil(CBOT) |
| Jan05 |
041230 |
21.00 |
21.05 |
20.39 |
20.61 |
-0.35 |
6,258 |
12,243 |
-3,402 |
| Mar05 |
041230 |
21.15 |
21.15 |
20.40 |
20.79 |
-0.32 |
11,083 |
64,798 |
+1,410 |
| May05 |
041230 |
21.26 |
21.26 |
20.65 |
21.02 |
-0.18 |
2,737 |
23,244 |
+9 |
| Jul05 |
041230 |
20.90 |
21.13 |
20.70 |
21.12 |
-0.16 |
1,744 |
22,175 |
-268 |
| Aug05 |
041230 |
20.90 |
21.15 |
20.80 |
21.13 |
-0.17 |
107 |
5,687 |
-56 |
| Sep05 |
041230 |
20.90 |
21.05 |
20.75 |
21.05 |
-0.20 |
64 |
4,237 |
+2 |
| Oct05 |
041230 |
20.85 |
21.05 |
20.85 |
21.05 |
-0.20 |
19 |
4,389 |
+19 |
| Dec05 |
041230 |
20.50 |
21.05 |
20.50 |
21.05 |
-0.05 |
146 |
9,109 |
+46 |
| Total Volume and Open Interest |
22,158 |
146,840 |
-2,240 |
| Canola(WCE) |
| Jan05 |
041230 |
273.8 |
274.7 |
268.5 |
269.2 |
-4.8 |
2,039 |
2,760 |
-2,707 |
| Mar05 |
041230 |
278.6 |
280.0 |
274.0 |
275.4 |
-3.4 |
3,908 |
39,922 |
+2,724 |
| May05 |
041230 |
284.7 |
285.0 |
279.0 |
280.1 |
-4.1 |
111 |
2,981 |
+105 |
| Jul05 |
041230 |
285.5 |
285.5 |
283.0 |
284.3 |
-4.2 |
63 |
1,791 |
-28 |
| Sep05 |
041230 |
284.9 |
284.9 |
284.9 |
284.9 |
-3.4 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
6,392 |
59,045 |
-311 |
| Corn(CBOT) |
| Mar05 |
041230 |
203.75 |
205.25 |
202.00 |
204.75 |
+1.50 |
34,623 |
352,104 |
+5,830 |
| May05 |
041230 |
211.50 |
213.50 |
209.25 |
213.00 |
+1.75 |
3,230 |
86,280 |
+318 |
| Jul05 |
041230 |
219.00 |
221.00 |
217.00 |
220.50 |
+1.75 |
3,202 |
76,068 |
+253 |
| Sep05 |
041230 |
226.25 |
227.75 |
225.00 |
227.50 |
+1.00 |
906 |
23,296 |
+67 |
| Dec05 |
041230 |
235.75 |
237.00 |
234.50 |
236.75 |
+1.00 |
1,776 |
56,077 |
+231 |
| Mar06 |
041230 |
242.75 |
244.00 |
241.75 |
244.00 |
+0.75 |
14 |
2,088 |
+6 |
| Total Volume and Open Interest |
43,821 |
599,661 |
+6,743 |
| Wheat(CBOT) |
| Mar05 |
041230 |
305.50 |
308.00 |
303.00 |
307.50 |
+4.00 |
8,639 |
143,454 |
+832 |
| May05 |
041230 |
312.00 |
314.50 |
310.00 |
314.25 |
+3.50 |
491 |
15,335 |
+46 |
| Jul05 |
041230 |
319.00 |
321.25 |
317.25 |
320.75 |
+3.50 |
910 |
16,169 |
+315 |
| Sep05 |
041230 |
325.50 |
327.50 |
325.50 |
327.50 |
+4.25 |
198 |
723 |
+72 |
| Dec05 |
041230 |
336.50 |
338.00 |
335.50 |
338.00 |
+5.00 |
56 |
8,504 |
-13 |
| Total Volume and Open Interest |
10,294 |
184,249 |
+1,252 |
| Wheat(KCBT) |
| Mar05 |
041230 |
333.50 |
338.00 |
333.00 |
338.00 |
+3.50 |
3,169 |
48,702 |
+308 |
| May05 |
041230 |
329.00 |
334.00 |
328.50 |
333.75 |
+3.75 |
298 |
6,406 |
+102 |
| Jul05 |
041230 |
325.00 |
327.25 |
324.50 |
326.50 |
+1.50 |
410 |
9,159 |
-77 |
| Sep05 |
041230 |
330.00 |
332.50 |
330.00 |
332.50 |
+1.00 |
0 |
2,194 |
+0 |
| Dec05 |
041230 |
342.00 |
343.00 |
342.00 |
343.00 |
+1.00 |
10 |
1,126 |
+10 |
| Total Volume and Open Interest |
3,887 |
67,927 |
+343 |
| Wheat(MGE) |
| Mar05 |
041230 |
342.50 |
346.00 |
341.00 |
346.00 |
+3.50 |
2,711 |
21,691 |
+171 |
| May05 |
041230 |
347.00 |
351.00 |
346.50 |
351.00 |
+4.00 |
119 |
6,906 |
+40 |
| Jul05 |
041230 |
349.00 |
351.00 |
349.00 |
350.00 |
-0.25 |
77 |
3,595 |
+48 |
| Sep05 |
041230 |
347.00 |
347.50 |
347.00 |
347.50 |
-0.50 |
45 |
1,441 |
+25 |
| Dec05 |
041230 |
356.00 |
360.00 |
356.00 |
359.50 |
+4.50 |
0 |
392 |
+0 |
| Total Volume and Open Interest |
2,952 |
34,027 |
+284 |
| Oats(CBOT) |
| Mar05 |
041230 |
157.25 |
159.00 |
155.50 |
156.25 |
-1.00 |
206 |
6,182 |
-102 |
| May05 |
041230 |
156.50 |
157.00 |
155.00 |
155.00 |
-1.00 |
131 |
774 |
+48 |
| Jul05 |
041230 |
155.50 |
155.50 |
155.50 |
155.50 |
-0.50 |
0 |
149 |
+0 |
| Sep05 |
041230 |
152.00 |
152.00 |
152.00 |
152.00 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
337 |
7,111 |
-54 |
| Rough Rice(CBOT) |
| Jan05 |
041230 |
7.17 |
7.18 |
7.10 |
7.18 |
+0.03 |
475 |
548 |
-208 |
| Mar05 |
041230 |
7.36 |
7.40 |
7.30 |
7.39 |
+0.03 |
569 |
3,518 |
+188 |
| May05 |
041230 |
7.56 |
7.56 |
7.51 |
7.55 |
+0.01 |
30 |
247 |
-21 |
| Jul05 |
041230 |
7.72 |
7.72 |
7.72 |
7.72 |
+0.01 |
0 |
67 |
+0 |
| Total Volume and Open Interest |
1,074 |
4,382 |
-41 |
| Live Cattle(CME) |
| Dec04 |
041230 |
90.075 |
90.450 |
89.500 |
89.850 |
-0.225 |
811 |
604 |
-750 |
| Feb05 |
041230 |
88.550 |
88.800 |
87.600 |
87.825 |
-0.800 |
10,972 |
78,503 |
-732 |
| Apr05 |
041230 |
85.200 |
86.000 |
84.000 |
85.625 |
-0.350 |
4,470 |
25,217 |
+88 |
| Jun05 |
041230 |
80.200 |
80.650 |
79.700 |
80.625 |
-0.200 |
1,763 |
13,627 |
+827 |
| Aug05 |
041230 |
78.900 |
79.500 |
78.700 |
79.400 |
-0.425 |
432 |
7,988 |
+144 |
| Oct05 |
041230 |
79.800 |
80.200 |
79.550 |
80.200 |
-0.300 |
589 |
5,082 |
+266 |
| Total Volume and Open Interest |
19,171 |
133,854 |
-42 |
| Feeder Cattle(CME) |
| Jan05 |
041230 |
102.500 |
103.000 |
101.600 |
101.800 |
-1.250 |
1,377 |
5,406 |
+74 |
| Mar05 |
041230 |
97.000 |
97.300 |
95.700 |
96.000 |
-1.825 |
1,464 |
5,964 |
+203 |
| Apr05 |
041230 |
96.000 |
96.000 |
95.100 |
95.375 |
-0.900 |
280 |
1,842 |
+56 |
| May05 |
041230 |
95.400 |
96.000 |
94.900 |
95.250 |
-0.950 |
554 |
2,330 |
+139 |
| Aug05 |
041230 |
97.400 |
97.500 |
96.900 |
97.250 |
-0.850 |
148 |
933 |
+93 |
| Sep05 |
041230 |
96.250 |
96.250 |
96.250 |
96.250 |
-0.800 |
3 |
97 |
+3 |
| Oct05 |
041230 |
96.000 |
96.250 |
96.000 |
96.250 |
-0.750 |
22 |
23 |
+19 |
| Total Volume and Open Interest |
3,848 |
16,614 |
+587 |
| Lean Hogs(CME) |
| Feb05 |
041230 |
75.650 |
76.800 |
75.000 |
76.400 |
+1.050 |
5,575 |
60,838 |
+657 |
| Apr05 |
041230 |
75.300 |
77.000 |
74.550 |
76.800 |
+1.500 |
3,137 |
18,447 |
+839 |
| May05 |
041230 |
73.850 |
75.200 |
73.300 |
75.000 |
+1.475 |
149 |
2,844 |
+47 |
| Jun05 |
041230 |
76.250 |
78.100 |
75.800 |
77.975 |
+1.875 |
844 |
9,934 |
+109 |
| Jul05 |
041230 |
72.400 |
73.950 |
71.850 |
73.900 |
+1.825 |
100 |
2,461 |
+22 |
| Aug05 |
041230 |
68.550 |
70.000 |
68.400 |
70.000 |
+1.750 |
41 |
1,958 |
+13 |
| Oct05 |
041230 |
60.450 |
61.900 |
60.200 |
61.825 |
+1.375 |
117 |
860 |
-18 |
| Dec05 |
041230 |
57.750 |
58.250 |
57.750 |
58.250 |
+0.750 |
101 |
385 |
-2 |
| Total Volume and Open Interest |
10,066 |
97,761 |
+1,669 |
| Pork Bellies(CME) |
| Feb05 |
041230 |
95.500 |
95.750 |
93.850 |
94.250 |
-1.125 |
353 |
1,691 |
+36 |
| Mar05 |
041230 |
95.500 |
95.500 |
94.550 |
94.550 |
-1.200 |
39 |
164 |
+9 |
| May05 |
041230 |
97.000 |
97.000 |
96.475 |
96.475 |
-0.925 |
15 |
120 |
+4 |
| Jul05 |
041230 |
99.300 |
99.300 |
98.500 |
98.500 |
-0.800 |
3 |
21 |
-1 |
| Aug05 |
041230 |
97.500 |
97.500 |
97.500 |
97.500 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
410 |
2,001 |
+48 |
| Class III Milk(CME) |
| Dec04 |
041230 |
16.14 |
16.14 |
16.14 |
16.14 |
-0.05 |
78 |
4,579 |
-45 |
| Jan05 |
041230 |
13.63 |
13.67 |
13.53 |
13.67 |
+0.04 |
57 |
3,299 |
+3 |
| Feb05 |
041230 |
13.80 |
13.80 |
13.70 |
13.80 |
-0.05 |
101 |
3,052 |
+33 |
| Mar05 |
041230 |
13.52 |
13.56 |
13.50 |
13.56 |
unch |
59 |
2,793 |
-13 |
| Apr05 |
041230 |
13.65 |
13.70 |
13.55 |
13.60 |
-0.10 |
73 |
1,852 |
+51 |
| Total Volume and Open Interest |
894 |
24,400 |
+270 |
| Cocoa(ICE) |
| Mar05 |
041230 |
1550 |
1570 |
1540 |
1547 |
+8 |
5,401 |
43,291 |
-476 |
| May05 |
041230 |
1555 |
1567 |
1546 |
1552 |
+7 |
580 |
13,742 |
+20 |
| Jul05 |
041230 |
1570 |
1570 |
1556 |
1557 |
+8 |
539 |
12,001 |
-79 |
| Sep05 |
041230 |
1570 |
1572 |
1558 |
1562 |
+8 |
139 |
10,778 |
-33 |
| Dec05 |
041230 |
1578 |
1585 |
1565 |
1565 |
+8 |
1,834 |
12,021 |
+1,155 |
| Mar06 |
041230 |
1580 |
1580 |
1567 |
1568 |
+6 |
860 |
12,389 |
+277 |
| May06 |
041230 |
1570 |
1570 |
1570 |
1570 |
+7 |
25 |
2,333 |
+0 |
| Total Volume and Open Interest |
9,405 |
117,425 |
+884 |
| Coffee "C"(ICE) |
| Mar05 |
041230 |
107.90 |
108.10 |
103.00 |
103.75 |
-4.20 |
8,577 |
84,413 |
+202 |
| May05 |
041230 |
109.50 |
110.15 |
106.00 |
106.00 |
-4.15 |
1,868 |
15,870 |
+457 |
| Jul05 |
041230 |
110.50 |
111.50 |
107.50 |
107.65 |
-4.20 |
455 |
4,729 |
+99 |
| Sep05 |
041230 |
112.75 |
112.80 |
109.20 |
109.20 |
-4.20 |
210 |
4,611 |
+35 |
| Dec05 |
041230 |
114.50 |
114.50 |
111.60 |
111.60 |
-4.30 |
60 |
1,092 |
+29 |
| Mar06 |
041230 |
114.10 |
114.10 |
114.10 |
114.10 |
-4.30 |
55 |
685 |
+30 |
| Total Volume and Open Interest |
11,226 |
111,490 |
+853 |
| Orange Juice(ICE) |
| Jan05 |
041230 |
86.50 |
86.50 |
85.75 |
86.10 |
-0.30 |
864 |
894 |
-540 |
| Mar05 |
041230 |
87.75 |
88.00 |
87.50 |
87.95 |
-0.05 |
1,762 |
22,823 |
+689 |
| May05 |
041230 |
89.90 |
89.90 |
89.60 |
89.80 |
+0.10 |
220 |
8,672 |
+58 |
| Jul05 |
041230 |
90.00 |
90.40 |
90.00 |
90.40 |
-0.30 |
37 |
955 |
-29 |
| Sep05 |
041230 |
90.90 |
90.90 |
90.90 |
90.90 |
-0.30 |
0 |
120 |
+0 |
| Nov05 |
041230 |
91.40 |
91.40 |
91.40 |
91.40 |
-0.30 |
0 |
588 |
+0 |
| Total Volume and Open Interest |
2,883 |
34,176 |
+178 |
| Sugar #11(ICE) |
| Mar05 |
041230 |
9.05 |
9.08 |
8.99 |
9.04 |
-0.02 |
17,447 |
224,818 |
+1,082 |
| May05 |
041230 |
9.22 |
9.27 |
9.20 |
9.25 |
-0.01 |
4,577 |
51,605 |
+254 |
| Jul05 |
041230 |
9.17 |
9.22 |
9.15 |
9.21 |
unch |
3,670 |
38,026 |
+954 |
| Oct05 |
041230 |
9.12 |
9.16 |
9.11 |
9.15 |
unch |
908 |
24,073 |
+96 |
| Mar06 |
041230 |
9.03 |
9.04 |
9.02 |
9.04 |
+0.01 |
124 |
10,750 |
+14 |
| Total Volume and Open Interest |
26,784 |
355,455 |
+2,380 |
| Sugar #14(ICE) |
| Mar05 |
041230 |
20.62 |
20.74 |
20.62 |
20.70 |
+0.08 |
6 |
3,895 |
+4 |
| May05 |
041230 |
20.66 |
20.70 |
20.66 |
20.68 |
+0.08 |
6 |
2,079 |
+4 |
| Jul05 |
041230 |
20.95 |
20.96 |
20.95 |
20.96 |
+0.03 |
6 |
1,762 |
+4 |
| Sep05 |
041230 |
20.95 |
20.99 |
20.92 |
20.94 |
+0.01 |
8 |
2,498 |
+0 |
| Nov05 |
041230 |
20.81 |
20.81 |
20.78 |
20.79 |
-0.02 |
3 |
790 |
+3 |
| Total Volume and Open Interest |
29 |
11,110 |
+15 |
| London Cocoa(LCE) |
| Mar05 |
041230 |
838 |
849 |
835 |
841 |
+3 |
4,037 |
65,567 |
-640 |
| May05 |
041230 |
849 |
858 |
847 |
851 |
+2 |
616 |
22,396 |
-169 |
| Jul05 |
041230 |
865 |
874 |
865 |
869 |
+2 |
408 |
23,576 |
+117 |
| Sep05 |
041230 |
883 |
895 |
882 |
887 |
+3 |
647 |
47,728 |
+508 |
| Dec05 |
041230 |
878 |
887 |
878 |
881 |
+3 |
157 |
35,467 |
+128 |
| Mar06 |
041230 |
885 |
891 |
885 |
888 |
unch |
49 |
12,705 |
+37 |
| May06 |
041230 |
898 |
898 |
898 |
898 |
+1 |
0 |
1,620 |
+0 |
| Total Volume and Open Interest |
5,916 |
209,612 |
-17 |
| London Coffee(LCE) |
| Jan05 |
041230 |
747.00 |
748.00 |
724.00 |
730.00 |
-18.00 |
8,782 |
12,279 |
+1,278 |
| Mar05 |
041230 |
784.00 |
785.00 |
760.00 |
767.00 |
-18.00 |
5,508 |
61,842 |
+1,134 |
| May05 |
041230 |
808.00 |
808.00 |
783.00 |
790.00 |
-18.00 |
1,669 |
43,233 |
+643 |
| Jul05 |
041230 |
824.00 |
824.00 |
802.00 |
809.00 |
-18.00 |
315 |
14,461 |
-36 |
| Sep05 |
041230 |
842.00 |
842.00 |
822.00 |
827.00 |
-18.00 |
185 |
8,223 |
+34 |
| Nov05 |
041230 |
859.00 |
859.00 |
845.00 |
845.00 |
-16.00 |
50 |
2,925 |
+30 |
| Total Volume and Open Interest |
16,509 |
144,285 |
+3,083 |
| London Sugar(LCE) |
| Mar05 |
041230 |
260.00 |
260.00 |
256.40 |
258.80 |
-0.90 |
5,423 |
24,752 |
-559 |
| May05 |
041230 |
269.10 |
269.20 |
266.50 |
268.00 |
-0.80 |
1,451 |
14,304 |
+302 |
| Aug05 |
041230 |
267.80 |
269.00 |
266.50 |
267.60 |
-0.80 |
456 |
6,865 |
+171 |
| Oct05 |
041230 |
266.50 |
268.00 |
266.50 |
267.60 |
-0.80 |
338 |
3,869 |
+132 |
| Dec05 |
041230 |
268.10 |
268.10 |
268.10 |
268.10 |
-0.80 |
286 |
1,713 |
+0 |
| Total Volume and Open Interest |
8,161 |
53,051 |
+46 |
| Cotton(ICE) |
| Mar05 |
041230 |
43.40 |
44.95 |
43.00 |
44.77 |
+0.76 |
9,573 |
52,607 |
-1,085 |
| May05 |
041230 |
43.70 |
45.40 |
43.70 |
45.19 |
+0.81 |
1,196 |
10,654 |
+116 |
| Jul05 |
041230 |
44.70 |
46.40 |
44.70 |
46.30 |
+0.95 |
899 |
10,753 |
-44 |
| Oct05 |
041230 |
46.50 |
47.48 |
46.50 |
47.48 |
-0.07 |
1 |
273 |
-1 |
| Dec05 |
041230 |
47.50 |
48.50 |
47.50 |
48.46 |
+0.46 |
294 |
6,641 |
+0 |
| Mar06 |
041230 |
50.45 |
50.45 |
50.45 |
50.45 |
+0.43 |
72 |
972 |
+39 |
| Total Volume and Open Interest |
12,035 |
82,475 |
-975 |
| Lumber(CME) |
| Jan05 |
041230 |
354.2 |
356.9 |
352.4 |
356.4 |
+2.9 |
513 |
1,752 |
-59 |
| Mar05 |
041230 |
361.4 |
361.5 |
357.0 |
359.4 |
+1.2 |
385 |
1,549 |
+17 |
| May05 |
041230 |
357.6 |
358.6 |
352.0 |
352.5 |
-4.3 |
108 |
466 |
+32 |
| Jul05 |
041230 |
355.1 |
355.1 |
355.1 |
355.1 |
-1.1 |
12 |
89 |
+1 |
| Total Volume and Open Interest |
1,022 |
3,868 |
-7 |
| Crude Oil(NYM) |
| Feb05 |
041230 |
42.75 |
43.59 |
42.62 |
43.45 |
-0.19 |
84,045 |
166,770 |
-3,435 |
| Mar05 |
041230 |
43.10 |
43.80 |
42.80 |
43.63 |
-0.17 |
33,732 |
83,713 |
+3,283 |
| Apr05 |
041230 |
43.05 |
43.65 |
42.95 |
43.57 |
-0.17 |
7,595 |
41,810 |
+2,032 |
| May05 |
041230 |
43.00 |
43.32 |
42.90 |
43.32 |
-0.19 |
2,605 |
23,399 |
+541 |
| Jun05 |
041230 |
42.60 |
43.05 |
42.28 |
43.05 |
-0.21 |
5,078 |
34,951 |
-418 |
| Jul05 |
041230 |
42.60 |
42.79 |
42.60 |
42.79 |
-0.22 |
698 |
19,208 |
+491 |
| Aug05 |
041230 |
42.55 |
42.55 |
42.55 |
42.55 |
-0.22 |
47 |
11,473 |
+30 |
| Sep05 |
041230 |
41.80 |
42.32 |
41.80 |
42.32 |
-0.22 |
377 |
13,975 |
+237 |
| Oct05 |
041230 |
41.50 |
42.10 |
41.50 |
42.10 |
-0.22 |
0 |
6,839 |
+0 |
| Nov05 |
041230 |
41.90 |
41.90 |
41.90 |
41.90 |
-0.22 |
25 |
13,956 |
+25 |
| Dec05 |
041230 |
41.10 |
41.71 |
41.10 |
41.71 |
-0.22 |
3,043 |
52,226 |
-589 |
| Jan06 |
041230 |
41.47 |
41.47 |
41.47 |
41.47 |
-0.22 |
87 |
9,410 |
+78 |
| Feb06 |
041230 |
41.24 |
41.24 |
41.24 |
41.24 |
-0.22 |
100 |
4,956 |
+0 |
| Mar06 |
041230 |
41.03 |
41.03 |
41.03 |
41.03 |
-0.22 |
125 |
9,173 |
-25 |
| Apr06 |
041230 |
40.87 |
40.87 |
40.87 |
40.87 |
-0.22 |
0 |
4,902 |
+0 |
| May06 |
041230 |
40.72 |
40.72 |
40.72 |
40.72 |
-0.22 |
201 |
2,395 |
+101 |
| Total Volume and Open Interest |
141,728 |
658,783 |
+2,325 |
| Heating Oil(NYM) |
| Jan05 |
041230 |
123.75 |
125.70 |
122.00 |
122.97 |
-4.77 |
24,959 |
7,818 |
-7,595 |
| Feb05 |
041230 |
124.80 |
126.50 |
123.75 |
125.26 |
-2.57 |
29,182 |
59,411 |
+2,505 |
| Mar05 |
041230 |
122.50 |
123.60 |
122.00 |
123.06 |
-2.07 |
6,953 |
29,184 |
+679 |
| Apr05 |
041230 |
117.00 |
118.00 |
117.00 |
117.56 |
-1.77 |
1,889 |
13,846 |
-382 |
| May05 |
041230 |
114.00 |
114.90 |
114.00 |
114.51 |
-1.42 |
799 |
6,554 |
+34 |
| Jun05 |
041230 |
111.00 |
113.95 |
111.00 |
112.76 |
-1.32 |
721 |
9,142 |
-217 |
| Jul05 |
041230 |
112.00 |
112.51 |
112.00 |
112.51 |
-1.22 |
155 |
5,839 |
+139 |
| Aug05 |
041230 |
113.00 |
113.00 |
112.50 |
112.81 |
-1.17 |
130 |
3,145 |
+116 |
| Sep05 |
041230 |
114.50 |
114.50 |
113.56 |
113.56 |
-1.12 |
4 |
4,171 |
+4 |
| Oct05 |
041230 |
114.50 |
114.50 |
114.41 |
114.41 |
-1.12 |
2 |
706 |
+4 |
| Nov05 |
041230 |
114.38 |
115.26 |
114.38 |
115.26 |
-1.12 |
14 |
1,061 |
+12 |
| Dec05 |
041230 |
115.23 |
116.25 |
115.23 |
116.11 |
-1.12 |
884 |
8,676 |
+507 |
| Total Volume and Open Interest |
66,002 |
155,207 |
-3,925 |
| Gasoline(NYMEX) |
| Jan05 |
041230 |
107.25 |
111.30 |
107.25 |
108.87 |
+0.44 |
16,578 |
6,969 |
-5,746 |
| Feb05 |
041230 |
111.00 |
114.00 |
110.50 |
113.29 |
+1.28 |
22,003 |
60,550 |
+2,462 |
| Mar05 |
041230 |
112.50 |
116.00 |
112.50 |
115.38 |
+0.77 |
5,174 |
21,518 |
+1,204 |
| Apr05 |
041230 |
122.30 |
123.50 |
121.00 |
123.08 |
+0.67 |
2,512 |
21,774 |
-128 |
| May05 |
041230 |
123.10 |
123.68 |
121.80 |
123.68 |
+0.57 |
1,335 |
22,659 |
+245 |
| Jun05 |
041230 |
121.00 |
123.53 |
121.00 |
123.53 |
+0.47 |
587 |
9,154 |
+318 |
| Jul05 |
041230 |
122.53 |
122.53 |
122.53 |
122.53 |
+0.42 |
28 |
3,971 |
+14 |
| Aug05 |
041230 |
120.68 |
120.68 |
120.68 |
120.68 |
+0.42 |
356 |
5,035 |
+352 |
| Sep05 |
041230 |
117.00 |
118.13 |
117.00 |
118.13 |
+0.37 |
341 |
7,141 |
+219 |
| Oct05 |
041230 |
114.68 |
114.68 |
114.68 |
114.68 |
+0.37 |
51 |
2,988 |
+50 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Feb05 |
041230 |
6.300 |
6.405 |
6.100 |
6.149 |
-0.253 |
14,203 |
64,283 |
+1,177 |
| Mar05 |
041230 |
6.350 |
6.440 |
6.170 |
6.195 |
-0.250 |
5,958 |
44,244 |
-1,173 |
| Apr05 |
041230 |
6.160 |
6.210 |
6.060 |
6.065 |
-0.150 |
2,841 |
25,748 |
+67 |
| May05 |
041230 |
6.180 |
6.210 |
6.090 |
6.090 |
-0.135 |
1,256 |
22,658 |
-462 |
| Jun05 |
041230 |
6.230 |
6.280 |
6.130 |
6.130 |
-0.135 |
594 |
13,488 |
+81 |
| Jul05 |
041230 |
6.260 |
6.330 |
6.180 |
6.180 |
-0.132 |
1,000 |
16,640 |
+476 |
| Aug05 |
041230 |
6.300 |
6.320 |
6.190 |
6.205 |
-0.132 |
296 |
12,252 |
+16 |
| Sep05 |
041230 |
6.280 |
6.310 |
6.180 |
6.180 |
-0.132 |
271 |
11,656 |
+12 |
| Oct05 |
041230 |
6.310 |
6.340 |
6.210 |
6.210 |
-0.132 |
1,635 |
23,097 |
-556 |
| Nov05 |
041230 |
6.650 |
6.670 |
6.550 |
6.550 |
-0.122 |
378 |
11,032 |
+37 |
| Dec05 |
041230 |
6.950 |
7.000 |
6.880 |
6.880 |
-0.122 |
1,050 |
18,204 |
+323 |
| Jan06 |
041230 |
7.190 |
7.220 |
7.100 |
7.100 |
-0.117 |
133 |
16,173 |
+45 |
| Feb06 |
041230 |
7.180 |
7.180 |
7.080 |
7.085 |
-0.117 |
72 |
9,606 |
-13 |
| Mar06 |
041230 |
6.970 |
6.970 |
6.870 |
6.870 |
-0.112 |
273 |
11,942 |
+176 |
| Apr06 |
041230 |
5.960 |
5.960 |
5.960 |
5.960 |
-0.087 |
119 |
9,809 |
+60 |
| May06 |
041230 |
5.890 |
5.890 |
5.820 |
5.820 |
-0.087 |
304 |
7,698 |
+155 |
| Total Volume and Open Interest |
32,871 |
385,693 |
-183 |
| Brent Crude Oil(ICE) |
| Feb05 |
041230 |
39.65 |
40.45 |
39.62 |
40.37 |
+1.20 |
31,923 |
66,481 |
+66,481 |
| Mar05 |
041230 |
39.95 |
40.85 |
39.95 |
40.77 |
+1.28 |
11,347 |
84,433 |
+84,433 |
| Apr05 |
041230 |
40.05 |
40.86 |
40.05 |
40.86 |
+1.23 |
935 |
25,174 |
+25,174 |
| May05 |
041230 |
40.20 |
40.79 |
40.20 |
40.79 |
+1.18 |
16 |
10,012 |
+10,012 |
| Jun05 |
041230 |
40.05 |
40.70 |
40.05 |
40.70 |
+1.15 |
983 |
14,637 |
+14,637 |
| Jul05 |
041230 |
40.52 |
40.52 |
40.52 |
40.52 |
+1.12 |
0 |
6,834 |
+6,834 |
| Aug05 |
041230 |
40.34 |
40.34 |
40.34 |
40.34 |
+1.09 |
0 |
3,493 |
+3,493 |
| Sep05 |
041230 |
40.16 |
40.16 |
40.16 |
40.16 |
+1.06 |
0 |
7,376 |
+7,376 |
| Oct05 |
041230 |
39.98 |
39.98 |
39.98 |
39.98 |
+1.05 |
0 |
3,350 |
+3,350 |
| Nov05 |
041230 |
39.80 |
39.80 |
39.80 |
39.80 |
+1.04 |
0 |
3,547 |
+3,547 |
| Dec05 |
041230 |
39.00 |
39.62 |
39.00 |
39.62 |
+1.03 |
160 |
36,991 |
+36,991 |
| Jan06 |
041230 |
39.44 |
39.44 |
39.44 |
39.44 |
+1.00 |
|
|
|
| Mar06 |
041230 |
39.04 |
39.04 |
39.04 |
39.04 |
+0.92 |
0 |
3,025 |
+3,025 |
| Total Volume and Open Interest |
45,364 |
324,437 |
+324,437 |
| Gas Oil(ICE) |
| Jan05 |
041230 |
368.50 |
368.50 |
361.25 |
368.00 |
+8.50 |
8,571 |
45,137 |
+45,137 |
| Feb05 |
041230 |
364.50 |
366.00 |
358.75 |
363.75 |
+7.50 |
9,277 |
43,609 |
+43,609 |
| Mar05 |
041230 |
358.00 |
360.00 |
355.00 |
358.75 |
+7.00 |
2,641 |
10,680 |
+10,680 |
| Apr05 |
041230 |
352.50 |
355.00 |
352.00 |
353.25 |
+7.00 |
801 |
10,658 |
+10,658 |
| May05 |
041230 |
348.00 |
350.25 |
348.00 |
350.25 |
+6.75 |
200 |
4,694 |
+4,694 |
| Jun05 |
041230 |
348.00 |
349.50 |
348.00 |
349.25 |
+6.75 |
355 |
13,217 |
+13,217 |
| Jul05 |
041230 |
348.75 |
348.75 |
348.75 |
348.75 |
+7.00 |
0 |
1,696 |
+1,696 |
| Aug05 |
041230 |
348.25 |
348.25 |
348.25 |
348.25 |
+7.00 |
0 |
1,546 |
+1,546 |
| Sep05 |
041230 |
347.00 |
347.75 |
346.75 |
347.75 |
+7.25 |
650 |
5,512 |
+5,512 |
| Oct05 |
041230 |
347.00 |
347.00 |
347.00 |
347.00 |
+7.50 |
0 |
1,050 |
+1,050 |
| Total Volume and Open Interest |
24,919 |
166,390 |
+166,390 |
| US Dollar Index(ICE) |
| Mar05 |
041230 |
80.990 |
81.100 |
80.530 |
80.600 |
-0.500 |
2,388 |
25,895 |
+601 |
| Jun05 |
041230 |
80.780 |
80.820 |
80.640 |
80.640 |
-0.500 |
4 |
2,031 |
+1 |
| Sep05 |
041230 |
80.670 |
80.670 |
80.670 |
80.670 |
-0.500 |
5 |
35 |
+2 |
| Total Volume and Open Interest |
2,397 |
27,974 |
+604 |
| Australian Dollar(CME) |
| Mar05 |
041230 |
77.10 |
77.60 |
77.04 |
77.56 |
+0.68 |
1,576 |
60,715 |
+496 |
| Jun05 |
041230 |
77.00 |
77.00 |
77.00 |
77.00 |
+0.57 |
0 |
338 |
+2 |
| Sep05 |
041230 |
76.48 |
76.48 |
76.48 |
76.48 |
+0.47 |
1 |
312 |
+0 |
| Total Volume and Open Interest |
1,577 |
61,475 |
+498 |
| British Pound(CME) |
| Mar05 |
041230 |
191.05 |
192.00 |
190.93 |
191.67 |
+1.07 |
2,227 |
77,429 |
-176 |
| Jun05 |
041230 |
190.20 |
190.77 |
190.20 |
190.77 |
+1.07 |
0 |
17 |
+0 |
| Sep05 |
041230 |
189.87 |
189.87 |
189.87 |
189.87 |
+1.07 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,228 |
77,468 |
-176 |
| Canadian Dollar(CME) |
| Mar05 |
041230 |
82.52 |
83.24 |
82.45 |
83.05 |
+0.71 |
2,723 |
63,496 |
+1,394 |
| Jun05 |
041230 |
82.60 |
83.18 |
82.60 |
83.11 |
+0.71 |
55 |
2,800 |
+3 |
| Sep05 |
041230 |
83.21 |
83.21 |
83.21 |
83.21 |
+0.71 |
16 |
756 |
+0 |
| Dec05 |
041230 |
82.98 |
83.33 |
82.98 |
83.33 |
+0.71 |
14 |
506 |
+10 |
| Total Volume and Open Interest |
2,808 |
67,578 |
+1,407 |
| Japanese Yen(CME) |
| Mar05 |
041230 |
96.92 |
97.70 |
96.90 |
97.52 |
+0.78 |
6,665 |
126,604 |
-3,699 |
| Jun05 |
041230 |
97.70 |
98.25 |
97.70 |
98.20 |
+0.78 |
137 |
20,194 |
+136 |
| Sep05 |
041230 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.78 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
6,802 |
146,925 |
-3,563 |
| Swiss Franc(CME) |
| Mar05 |
041230 |
88.40 |
88.91 |
88.14 |
88.76 |
+0.36 |
1,689 |
59,226 |
-877 |
| Jun05 |
041230 |
89.19 |
89.19 |
89.19 |
89.19 |
+0.36 |
0 |
113 |
+0 |
| Sep05 |
041230 |
89.65 |
89.65 |
89.65 |
89.65 |
+0.36 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,689 |
59,405 |
-877 |
| EuroFX(CME) |
| Mar05 |
041230 |
136.15 |
136.78 |
135.85 |
136.59 |
+0.63 |
9,971 |
146,474 |
+1,674 |
| Jun05 |
041230 |
136.08 |
136.85 |
136.08 |
136.81 |
+0.63 |
80 |
1,609 |
+50 |
| Sep05 |
041230 |
137.12 |
137.12 |
137.12 |
137.12 |
+0.64 |
0 |
315 |
+1 |
| Total Volume and Open Interest |
10,051 |
149,412 |
+1,725 |
| Mexican Peso(CME) |
| Jan05 |
041230 |
891.8 |
891.8 |
885.8 |
891.8 |
+6.0 |
0 |
115 |
+0 |
| Feb05 |
041230 |
886.0 |
887.5 |
886.0 |
887.5 |
+6.0 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
7,327 |
84,952 |
-653 |
| 30-Year T-Bonds(CBOT) |
| Mar05 |
041230 |
110~310 |
112~000 |
110~290 |
111~240 |
+0~220 |
64,520 |
563,664 |
-3,606 |
| Jun05 |
041230 |
110~090 |
111~020 |
110~090 |
110~290 |
+0~230 |
1,693 |
13,233 |
+365 |
| Sep05 |
041230 |
110~050 |
110~050 |
110~050 |
110~050 |
+0~230 |
0 |
192 |
+0 |
| Total Volume and Open Interest |
66,213 |
577,099 |
-3,241 |
| 10-Year T-Notes(CBOT) |
| Mar05 |
041230 |
111~075 |
111~235 |
111~060 |
111~215 |
+0~130 |
188,996 |
1,586,729 |
+27,037 |
| Jun05 |
041230 |
110~120 |
110~250 |
110~095 |
110~250 |
+0~130 |
1,142 |
18,258 |
+876 |
| Sep05 |
041230 |
110~090 |
110~095 |
110~090 |
110~095 |
+0~125 |
0 |
673 |
+0 |
| Total Volume and Open Interest |
190,138 |
1,605,660 |
+27,913 |
| 5-Year T-Notes(CBOT) |
| Mar05 |
041230 |
109~026 |
109~058 |
109~018 |
109~050 |
+0~026 |
97,280 |
0 |
+0 |
| Jun05 |
041230 |
108~096 |
108~116 |
108~096 |
108~116 |
+0~026 |
21 |
10,116 |
+20 |
| Total Volume and Open Interest |
97,301 |
10,116 |
+20 |
| 2 Year T-Notes(CBOT) |
| Mar05 |
041230 |
104~084 |
104~095 |
104~082 |
104~093 |
+0~009 |
2,522 |
239,468 |
+2,648 |
| Total Volume and Open Interest |
2,872 |
250,061 |
+1,448 |
| Eurodollars(CME) |
| Mar05 |
041230 |
97.085 |
97.095 |
97.075 |
97.090 |
unch |
19,193 |
1,059,307 |
+3,392 |
| Jun05 |
041230 |
96.775 |
96.805 |
96.755 |
96.795 |
+0.030 |
21,257 |
1,089,316 |
+17,992 |
| Sep05 |
041230 |
96.535 |
96.585 |
96.525 |
96.575 |
+0.045 |
15,141 |
945,719 |
+6,340 |
| Dec05 |
041230 |
96.360 |
96.420 |
96.340 |
96.405 |
+0.055 |
20,791 |
747,300 |
-9,812 |
| Mar06 |
041230 |
96.250 |
96.300 |
96.230 |
96.290 |
+0.055 |
12,078 |
583,737 |
-3,278 |
| Jun06 |
041230 |
96.145 |
96.200 |
96.140 |
96.195 |
+0.055 |
9,894 |
394,397 |
+5,412 |
| Sep06 |
041230 |
96.055 |
96.105 |
96.040 |
96.105 |
+0.055 |
10,439 |
300,106 |
+1,848 |
| Dec06 |
041230 |
95.970 |
96.020 |
95.955 |
96.005 |
+0.045 |
11,667 |
254,125 |
+1,307 |
| Mar07 |
041230 |
95.880 |
95.940 |
95.875 |
95.925 |
+0.050 |
5,925 |
182,257 |
+28 |
| Jun07 |
041230 |
95.790 |
95.850 |
95.785 |
95.840 |
+0.055 |
5,676 |
156,406 |
+1,672 |
| Sep07 |
041230 |
95.705 |
95.770 |
95.695 |
95.750 |
+0.055 |
4,378 |
122,293 |
+764 |
| Dec07 |
041230 |
95.595 |
95.660 |
95.595 |
95.650 |
+0.060 |
4,853 |
129,624 |
+79 |
| Mar08 |
041230 |
95.520 |
95.590 |
95.520 |
95.570 |
+0.060 |
2,393 |
94,587 |
+795 |
| Jun08 |
041230 |
95.420 |
95.490 |
95.420 |
95.475 |
+0.065 |
1,443 |
100,746 |
+638 |
| Sep08 |
041230 |
95.320 |
95.390 |
95.320 |
95.375 |
+0.065 |
1,948 |
94,478 |
+381 |
| Dec08 |
041230 |
95.220 |
95.290 |
95.220 |
95.275 |
+0.065 |
1,771 |
84,540 |
+314 |
| Mar09 |
041230 |
95.125 |
95.205 |
95.125 |
95.185 |
+0.065 |
2,823 |
61,492 |
-743 |
| Jun09 |
041230 |
95.055 |
95.110 |
95.055 |
95.095 |
+0.065 |
1,305 |
52,233 |
+617 |
| Total Volume and Open Interest |
155,960 |
6,655,615 |
+28,672 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041230 |
97.840 |
97.850 |
97.840 |
97.850 |
unch |
3,012 |
141,664 |
+619 |
| Jan05 |
041230 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
387 |
138,121 |
-264 |
| Feb05 |
041230 |
97.510 |
97.520 |
97.510 |
97.510 |
-0.010 |
353 |
123,999 |
-583 |
| Mar05 |
041230 |
97.430 |
97.430 |
97.430 |
97.430 |
unch |
338 |
41,034 |
-41 |
| Apr05 |
041230 |
97.290 |
97.290 |
97.290 |
97.290 |
unch |
370 |
22,333 |
+304 |
| May05 |
041230 |
97.110 |
97.110 |
97.110 |
97.110 |
+0.010 |
15 |
4,113 |
+16 |
| Total Volume and Open Interest |
4,495 |
471,737 |
+70 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041230 |
97.840 |
97.845 |
97.840 |
97.840 |
-0.005 |
1,927 |
0 |
+0 |
| Jan05 |
041230 |
97.745 |
97.750 |
97.745 |
97.750 |
+0.005 |
2,342 |
0 |
+0 |
| Feb05 |
041230 |
97.515 |
97.515 |
97.510 |
97.515 |
unch |
1,755 |
0 |
+0 |
| Mar05 |
041230 |
97.430 |
97.435 |
97.425 |
97.430 |
unch |
1,424 |
0 |
+0 |
| Apr05 |
041230 |
97.290 |
97.290 |
97.280 |
97.285 |
-0.005 |
1,661 |
0 |
+0 |
| May05 |
041230 |
97.090 |
97.105 |
97.090 |
97.105 |
+0.005 |
16 |
0 |
+0 |
| Total Volume and Open Interest |
9,126 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar05 |
041230 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
52,181 |
+45 |
| Jun05 |
041230 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
71 |
32,926 |
-525 |
| Sep05 |
041230 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
7,255 |
-1 |
| Dec05 |
041230 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
5,396 |
+0 |
| Mar06 |
041230 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
7,053 |
+0 |
| Jun06 |
041230 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
3,722 |
+0 |
| Sep06 |
041230 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.02 |
0 |
2,099 |
+0 |
| Dec06 |
041230 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
| Mar07 |
041230 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
1 |
+0 |
| Jun07 |
041230 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
71 |
112,087 |
-481 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041230 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
482 |
100,723 |
-47 |
| Jun05 |
041230 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
597 |
92,779 |
-170 |
| Sep05 |
041230 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
433 |
43,693 |
-1 |
| Dec05 |
041230 |
99.81 |
99.82 |
99.81 |
99.81 |
unch |
12 |
35,585 |
-526 |
| Mar06 |
041230 |
99.75 |
99.75 |
99.74 |
99.74 |
unch |
45 |
27,508 |
+5 |
| Jun06 |
041230 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
2 |
13,078 |
+165 |
| Sep06 |
041230 |
99.56 |
99.57 |
99.56 |
99.57 |
unch |
75 |
6,925 |
+0 |
| Dec06 |
041230 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
6,793 |
+0 |
| Total Volume and Open Interest |
1,647 |
334,134 |
-574 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041230 |
138.45 |
138.45 |
138.29 |
138.38 |
-0.03 |
1,082 |
40,016 |
-428 |
| Jun05 |
041230 |
137.78 |
137.78 |
137.78 |
137.78 |
-0.03 |
|
|
|
| Sep05 |
041230 |
137.78 |
137.78 |
137.78 |
137.78 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
1,082 |
40,016 |
-428 |
| Euro-Bund(EUREX) |
| Mar05 |
041230 |
118.12 |
118.60 |
118.11 |
118.59 |
+0.44 |
302,570 |
1,172,623 |
-8,627 |
| Jun05 |
041230 |
117.28 |
117.70 |
117.28 |
117.70 |
+0.45 |
188 |
750 |
+1 |
| Total Volume and Open Interest |
302,758 |
1,173,373 |
-8,626 |
| Euro-Bobl(EUREX) |
| Mar05 |
041230 |
112.48 |
112.90 |
112.48 |
112.90 |
+0.37 |
154,304 |
758,938 |
-9,428 |
| Jun05 |
041230 |
112.05 |
112.05 |
112.05 |
112.05 |
+0.37 |
240 |
457 |
+0 |
| Sep05 |
041230 |
111.90 |
111.90 |
111.90 |
111.90 |
+0.37 |
|
|
|
| Total Volume and Open Interest |
154,544 |
759,395 |
-9,428 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
| Mar05 |
041230 |
97.775 |
97.790 |
97.775 |
97.785 |
+0.005 |
2,860 |
13,170 |
-402 |
| Jun05 |
041230 |
97.625 |
97.645 |
97.625 |
97.645 |
+0.030 |
55 |
5,610 |
-13 |
| Total Volume and Open Interest |
3,077 |
28,501 |
-516 |
| Long Gilt(LIFFE) |
| Mar05 |
041230 |
110~17 |
111~11 |
110~17 |
111~07 |
+0~01 |
46,559 |
196,617 |
-9,198 |
| Jun05 |
041230 |
111~01 |
111~01 |
111~01 |
111~01 |
+0~01 |
|
|
|
| Total Volume and Open Interest |
46,559 |
196,617 |
-24,249 |
| 3-Mth Short Sterling(LIFFE) |
| Mar05 |
041230 |
95.11 |
95.13 |
95.09 |
95.12 |
+0.01 |
15,640 |
245,408 |
-1,795 |
| Jun05 |
041230 |
95.20 |
95.22 |
95.16 |
95.21 |
+0.01 |
18,509 |
249,420 |
+2,853 |
| Sep05 |
041230 |
95.23 |
95.25 |
95.18 |
95.23 |
unch |
22,076 |
243,744 |
-2,036 |
| Dec05 |
041230 |
95.20 |
95.24 |
95.15 |
95.22 |
+0.01 |
16,449 |
185,500 |
+1,083 |
| Mar06 |
041230 |
95.18 |
95.21 |
95.13 |
95.19 |
unch |
11,057 |
99,816 |
-447 |
| Jun06 |
041230 |
95.17 |
95.19 |
95.11 |
95.17 |
unch |
6,775 |
76,834 |
-665 |
| Total Volume and Open Interest |
95,203 |
1,267,005 |
-968 |
| 3-Mth Euribor(LIFFE) |
| Mar05 |
041230 |
97.765 |
97.795 |
97.765 |
97.790 |
+0.020 |
86,340 |
524,036 |
+24,816 |
| Jun05 |
041230 |
97.615 |
97.660 |
97.615 |
97.655 |
+0.025 |
58,774 |
559,774 |
-2,620 |
| Sep05 |
041230 |
97.460 |
97.525 |
97.460 |
97.520 |
+0.030 |
75,033 |
387,911 |
-1,321 |
| Total Volume and Open Interest |
370,751 |
2,677,226 |
+11,639 |
| 3-Mth Aus T-Bills(SFE) |
| Mar05 |
041230 |
94.61 |
94.62 |
94.59 |
94.61 |
unch |
9,360 |
260,132 |
-10,527 |
| Jun05 |
041230 |
94.59 |
94.61 |
94.57 |
94.59 |
-0.01 |
16,632 |
143,097 |
-4,924 |
| Sep05 |
041230 |
94.58 |
94.60 |
94.56 |
94.57 |
-0.02 |
2,481 |
43,842 |
+939 |
| Dec05 |
041230 |
94.56 |
94.56 |
94.52 |
94.53 |
-0.02 |
868 |
22,832 |
+10 |
| Mar06 |
041230 |
94.48 |
94.48 |
94.48 |
94.48 |
-0.02 |
200 |
15,267 |
+112 |
| Jun06 |
041230 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.03 |
10 |
10,620 |
-40 |
| Sep06 |
041230 |
94.39 |
94.39 |
94.39 |
94.39 |
-0.01 |
19 |
6,905 |
+0 |
| Dec06 |
041230 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.01 |
0 |
3,117 |
-10 |
| Mar07 |
041230 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.01 |
0 |
1,863 |
+0 |
| Jun07 |
041230 |
94.22 |
94.23 |
94.22 |
94.23 |
-0.01 |
10 |
1,419 |
+10 |
| Total Volume and Open Interest |
29,580 |
511,157 |
-14,430 |
| 10-Year Aus T-Bonds(SFE) |
| Mar05 |
041230 |
94.62 |
94.66 |
94.60 |
94.64 |
+0.01 |
10,173 |
249,647 |
-2,930 |
| Total Volume and Open Interest |
10,173 |
249,647 |
-2,930 |
| 3-Year Aus T-Bonds(SFE) |
| Mar05 |
041230 |
94.85 |
94.86 |
94.81 |
94.83 |
-0.03 |
37,378 |
386,175 |
-8,675 |
| Total Volume and Open Interest |
37,378 |
386,175 |
-8,675 |
| Gold(CMX) |
| Feb05 |
041230 |
436.2 |
439.8 |
434.7 |
438.4 |
+1.4 |
67,906 |
226,150 |
-5,166 |
| Apr05 |
041230 |
439.0 |
442.2 |
437.0 |
440.5 |
+1.4 |
4,855 |
21,252 |
+1,676 |
| Jun05 |
041230 |
440.2 |
444.5 |
439.0 |
442.9 |
+1.4 |
898 |
29,075 |
-59 |
| Aug05 |
041230 |
439.5 |
445.3 |
439.5 |
445.3 |
+1.4 |
40 |
7,768 |
+9 |
| Oct05 |
041230 |
447.8 |
447.8 |
447.8 |
447.8 |
+1.4 |
1 |
3,789 |
-1 |
| Dec05 |
041230 |
448.0 |
452.0 |
448.0 |
450.4 |
+1.4 |
483 |
18,862 |
+78 |
| Feb06 |
041230 |
453.1 |
453.1 |
453.1 |
453.1 |
+1.4 |
0 |
673 |
+0 |
| Apr06 |
041230 |
455.8 |
455.8 |
455.8 |
455.8 |
+1.4 |
0 |
631 |
+0 |
| Jun06 |
041230 |
458.6 |
458.6 |
458.6 |
458.6 |
+1.4 |
4 |
8,513 |
-3 |
| Aug06 |
041230 |
461.4 |
461.4 |
461.4 |
461.4 |
+1.4 |
0 |
170 |
+0 |
| Oct06 |
041230 |
464.3 |
464.3 |
464.3 |
464.3 |
+1.4 |
0 |
6 |
+0 |
| Dec06 |
041230 |
465.0 |
467.2 |
465.0 |
467.2 |
+1.4 |
19 |
4,948 |
+0 |
| Total Volume and Open Interest |
74,218 |
327,260 |
-3,705 |
| Silver(CMX) |
| Mar05 |
041230 |
683.5 |
688.5 |
680.0 |
683.7 |
+1.0 |
13,225 |
74,066 |
+458 |
| May05 |
041230 |
688.0 |
692.0 |
683.0 |
687.2 |
+1.0 |
976 |
7,380 |
+298 |
| Jul05 |
041230 |
693.0 |
693.0 |
690.0 |
690.2 |
+1.0 |
1,007 |
4,324 |
+827 |
| Sep05 |
041230 |
693.5 |
693.5 |
693.5 |
693.5 |
+1.0 |
0 |
513 |
+0 |
| Dec05 |
041230 |
705.0 |
705.0 |
697.2 |
697.2 |
+1.0 |
126 |
10,060 |
+92 |
| Mar06 |
041230 |
700.7 |
700.7 |
700.7 |
700.7 |
+1.0 |
100 |
609 |
+100 |
| May06 |
041230 |
703.3 |
703.3 |
703.3 |
703.3 |
+1.0 |
|
|
|
| Total Volume and Open Interest |
15,662 |
101,101 |
+1,835 |
| Platinum(NYMEX) |
| Jan05 |
041230 |
860.0 |
866.6 |
860.0 |
863.7 |
+1.2 |
628 |
570 |
-413 |
| Apr05 |
041230 |
863.0 |
863.0 |
856.2 |
859.7 |
-0.3 |
907 |
5,680 |
+341 |
| Jul05 |
041230 |
856.7 |
856.7 |
856.7 |
856.7 |
-0.3 |
3 |
8 |
+3 |
| Total Volume and Open Interest |
1,538 |
6,258 |
-69 |
| Palladium(NYMEX) |
| Mar05 |
041230 |
187.50 |
187.50 |
182.00 |
185.25 |
-0.40 |
172 |
12,181 |
+47 |
| Jun05 |
041230 |
189.00 |
189.00 |
187.50 |
187.50 |
-0.15 |
7 |
436 |
+2 |
| Sep05 |
041230 |
190.65 |
190.65 |
190.50 |
190.50 |
-0.15 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
181 |
12,682 |
+51 |
| Copper(CMX) |
| Mar05 |
041230 |
144.60 |
145.50 |
144.00 |
145.25 |
+0.75 |
7,894 |
62,100 |
+739 |
| May05 |
041230 |
141.10 |
141.60 |
140.70 |
141.60 |
+0.95 |
378 |
6,640 |
+118 |
| Jul05 |
041230 |
136.70 |
138.00 |
136.70 |
138.00 |
+1.25 |
68 |
5,223 |
-37 |
| Sep05 |
041230 |
134.40 |
134.40 |
134.40 |
134.40 |
+1.80 |
53 |
3,645 |
+27 |
| Dec05 |
041230 |
129.30 |
129.30 |
129.30 |
129.30 |
+2.15 |
6 |
2,773 |
-2 |
| Total Volume and Open Interest |
11,487 |
93,004 |
-226 |
| Aluminum(CMX) |
| Jan05 |
041230 |
93.90 |
94.25 |
93.90 |
94.25 |
+0.50 |
32 |
1,516 |
+10 |
| Feb05 |
041230 |
94.60 |
94.60 |
94.60 |
94.60 |
+0.40 |
35 |
668 |
-5 |
| Mar05 |
041230 |
94.50 |
94.70 |
94.50 |
94.70 |
+0.45 |
0 |
681 |
+0 |
| Apr05 |
041230 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.45 |
0 |
486 |
+0 |
| May05 |
041230 |
94.05 |
94.05 |
94.05 |
94.05 |
+0.45 |
0 |
668 |
+0 |
| Jun05 |
041230 |
93.25 |
93.25 |
93.25 |
93.25 |
+0.45 |
25 |
856 |
-25 |
| Total Volume and Open Interest |
92 |
8,837 |
-68 |
| DJIA Index(CBOT) |
| Mar05 |
041230 |
10840 |
10857 |
10795 |
10798 |
-46 |
2,708 |
49,486 |
+167 |
| Jun05 |
041230 |
10827 |
10827 |
10827 |
10827 |
-46 |
3 |
31 |
+2 |
| Dec05 |
041230 |
10876 |
10876 |
10876 |
10876 |
-46 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,711 |
49,518 |
+169 |
| S & P 500(CME) |
| Mar05 |
041230 |
1217.00 |
1219.00 |
1213.50 |
1214.70 |
-2.30 |
17,638 |
658,472 |
+5,397 |
| Jun05 |
041230 |
1221.50 |
1222.00 |
1218.70 |
1218.70 |
-2.50 |
93 |
10,633 |
-28 |
| Sep05 |
041230 |
1223.20 |
1223.20 |
1223.20 |
1223.20 |
-2.50 |
138 |
2,790 |
-288 |
| Dec05 |
041230 |
1228.20 |
1228.20 |
1228.20 |
1228.20 |
-2.50 |
0 |
272 |
-51 |
| Total Volume and Open Interest |
17,969 |
672,301 |
+5,090 |
| S & P 500 E-Mini(Globex) |
| Mar05 |
041230 |
1216.75 |
1219.00 |
1213.50 |
1214.75 |
-2.25 |
210,237 |
742,222 |
+17,590 |
| Jun05 |
041230 |
1217.25 |
1222.50 |
1217.25 |
1218.75 |
-2.50 |
95 |
3,267 |
+77 |
| Total Volume and Open Interest |
210,332 |
745,489 |
+17,667 |
| NASDAQ 100(CME) |
| Mar05 |
041230 |
1635.00 |
1637.00 |
1626.00 |
1628.00 |
-5.50 |
4,504 |
65,015 |
+6 |
| Jun05 |
041230 |
1638.50 |
1638.50 |
1638.50 |
1638.50 |
-5.50 |
0 |
6 |
+0 |
| Sep05 |
041230 |
1649.00 |
1649.00 |
1649.00 |
1649.00 |
-5.50 |
|
|
|
| Total Volume and Open Interest |
4,504 |
65,021 |
+6 |
| NASDAQ 100 E-Mini(Globex) |
| Mar05 |
041230 |
1633.50 |
1638.00 |
1626.00 |
1628.00 |
-5.50 |
96,588 |
273,496 |
+7,639 |
| Jun05 |
041230 |
1639.00 |
1639.00 |
1638.50 |
1638.50 |
-5.50 |
6 |
46 |
+5 |
| Total Volume and Open Interest |
96,594 |
273,542 |
+7,644 |
| S & P Midcap 400(CME) |
| Mar05 |
041230 |
665.60 |
667.00 |
663.50 |
663.50 |
-2.00 |
541 |
12,958 |
-164 |
| Jun05 |
041230 |
663.50 |
663.50 |
663.50 |
663.50 |
-2.00 |
|
|
|
| Sep05 |
041230 |
663.50 |
663.50 |
663.50 |
663.50 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
541 |
12,958 |
-164 |
| Russell 2000(CME) |
| Mar05 |
041230 |
655.75 |
657.50 |
653.00 |
653.50 |
-2.30 |
803 |
20,551 |
-18 |
| Jun05 |
041230 |
653.50 |
653.50 |
653.50 |
653.50 |
-2.30 |
|
|
|
| Sep05 |
041230 |
653.50 |
653.50 |
653.50 |
653.50 |
-2.30 |
|
|
|
| Total Volume and Open Interest |
803 |
20,551 |
-18 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041217 |
643.00 |
645.00 |
640.90 |
641.85 |
-1.25 |
6,071 |
92,324 |
-1,266 |
| Mar05 |
041230 |
655.70 |
657.20 |
653.20 |
653.50 |
-2.30 |
30,348 |
101,115 |
-266 |
| Jun05 |
041230 |
655.50 |
657.90 |
653.40 |
653.50 |
-2.30 |
|
|
|
| Total Volume and Open Interest |
30,348 |
101,115 |
-266 |
| Nikkei 225(CME) |
| Mar05 |
041230 |
11470 |
11505 |
11470 |
11490 |
+25 |
3,814 |
188,337 |
+3,451 |
| Jun05 |
041230 |
11440 |
11440 |
11440 |
11440 |
+25 |
0 |
4 |
+1 |
| Total Volume and Open Interest |
3,834 |
188,362 |
+3,452 |
| Nikkei 225(SGX) |
| Mar05 |
041230 |
11470 |
11505 |
11470 |
11490 |
+25 |
3,814 |
188,337 |
+3,451 |
| Jun05 |
041230 |
11440 |
11440 |
11440 |
11440 |
+25 |
0 |
4 |
+1 |
| Sep05 |
041230 |
11435 |
11435 |
11435 |
11435 |
+25 |
|
|
|
| Total Volume and Open Interest |
3,834 |
188,362 |
+3,452 |
| CAC 40(EURONEXT) |
| Jan05 |
041230 |
3835.0 |
3844.0 |
3827.0 |
3830.0 |
-1.5 |
20,589 |
315,128 |
+4,394 |
| Feb05 |
041230 |
3844.5 |
3844.5 |
3836.0 |
3836.0 |
-1.5 |
117 |
508 |
-51 |
| Mar05 |
041230 |
3848.0 |
3852.0 |
3839.5 |
3841.5 |
-2.0 |
1,355 |
86,420 |
+179 |
| Total Volume and Open Interest |
22,061 |
417,313 |
+4,642 |
| Hang Seng Index(HKFE) |
| Dec04 |
041230 |
14308 |
14324 |
14247 |
14249 |
-37 |
4,975 |
32,744 |
-16,271 |
| Jan05 |
041230 |
14329 |
14329 |
14082 |
14119 |
-166 |
21,809 |
122,110 |
+10,871 |
| Total Volume and Open Interest |
26,923 |
158,035 |
-5,310 |
| DAX(EUREX) |
| Mar05 |
041230 |
4280.5 |
4283.0 |
4272.0 |
4272.0 |
-2.5 |
15,731 |
187,058 |
+1,876 |
| Jun05 |
041230 |
4301.5 |
4306.0 |
4296.0 |
4296.0 |
-2.5 |
601 |
2,969 |
-143 |
| Total Volume and Open Interest |
16,379 |
190,336 |
+1,762 |
| FT-SE 100(EURONEXT) |
| Mar05 |
041230 |
4820.00 |
4826.50 |
4811.00 |
4812.50 |
-0.50 |
25,720 |
445,449 |
+1,300 |
| Jun05 |
041230 |
4828.50 |
4828.50 |
4828.50 |
4828.50 |
unch |
0 |
17,007 |
+0 |
| Sep05 |
041230 |
4842.50 |
4842.50 |
4842.50 |
4842.50 |
+0.50 |
0 |
3,555 |
+0 |
| Total Volume and Open Interest |
25,720 |
466,041 |
+1,300 |
| SPI 200(SFE) |
| Dec04 |
041216 |
3959.0 |
3971.0 |
3953.0 |
3971.0 |
+27.0 |
37,390 |
128,529 |
-38,259 |
| Mar05 |
041230 |
4059.0 |
4070.0 |
4054.0 |
4058.0 |
+3.0 |
5,566 |
156,418 |
+156,418 |
| Jun05 |
041230 |
4081.0 |
4081.0 |
4071.0 |
4071.0 |
+2.0 |
90 |
3,130 |
+3,130 |
| Total Volume and Open Interest |
5,697 |
165,317 |
+165,317 |
| GSCI(CME) |
| Jan05 |
041230 |
307.80 |
311.15 |
307.80 |
311.15 |
-0.10 |
442 |
18,218 |
+6 |
| Feb05 |
041230 |
311.20 |
311.20 |
311.20 |
311.20 |
+0.20 |
|
|
|
| Mar05 |
041230 |
308.30 |
310.00 |
308.30 |
310.00 |
+0.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
442 |
18,220 |
+6 |
| RJ/CRB Index(ICE) |
| Jan05 |
041230 |
283.50 |
285.15 |
282.75 |
285.15 |
+0.75 |
22 |
225 |
+1 |
| Feb05 |
041230 |
282.25 |
283.95 |
282.25 |
283.95 |
+0.30 |
7 |
125 |
+1 |
| Apr05 |
041230 |
283.00 |
284.20 |
283.00 |
284.20 |
+0.05 |
4 |
119 |
+0 |
| Total Volume and Open Interest |
33 |
576 |
+2 |
|
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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