|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon October 04, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov04 |
041004 |
525.00 |
528.00 |
522.00 |
525.25 |
-9.25 |
42,853 |
136,337 |
+1,307 |
Jan05 |
041004 |
532.00 |
535.00 |
529.25 |
533.00 |
-9.00 |
7,459 |
32,124 |
+3,400 |
Mar05 |
041004 |
539.00 |
541.00 |
535.50 |
539.00 |
-8.75 |
3,927 |
24,196 |
+620 |
May05 |
041004 |
545.00 |
547.00 |
542.00 |
545.25 |
-8.25 |
2,678 |
13,732 |
+985 |
Jul05 |
041004 |
551.00 |
554.50 |
548.00 |
552.00 |
-8.25 |
2,338 |
9,618 |
+280 |
Aug05 |
041004 |
550.00 |
551.50 |
550.00 |
551.50 |
-8.75 |
318 |
463 |
+175 |
Sep05 |
041004 |
550.00 |
550.00 |
549.00 |
550.00 |
-12.00 |
1 |
129 |
+1 |
Total Volume and Open Interest |
59,700 |
221,674 |
+6,781 |
Soybean Meal(CBOT) |
Oct04 |
041004 |
156.50 |
156.80 |
155.60 |
155.90 |
-1.80 |
4,526 |
6,640 |
-1,371 |
Dec04 |
041004 |
159.70 |
160.30 |
159.10 |
159.40 |
-2.30 |
12,087 |
56,214 |
-190 |
Jan05 |
041004 |
160.70 |
161.50 |
160.30 |
160.50 |
-2.20 |
1,991 |
14,432 |
+35 |
Mar05 |
041004 |
163.80 |
164.30 |
162.80 |
163.10 |
-2.20 |
2,834 |
14,204 |
+434 |
May05 |
041004 |
166.50 |
167.50 |
165.50 |
165.60 |
-2.60 |
1,893 |
13,314 |
+115 |
Jul05 |
041004 |
169.90 |
170.80 |
168.50 |
168.50 |
-3.20 |
1,755 |
14,849 |
+426 |
Aug05 |
041004 |
171.00 |
171.50 |
169.60 |
169.60 |
-2.60 |
568 |
4,774 |
+128 |
Sep05 |
041004 |
172.50 |
172.50 |
170.20 |
170.20 |
-2.70 |
116 |
3,359 |
+95 |
Total Volume and Open Interest |
26,179 |
131,874 |
-235 |
Soybean Oil(CBOT) |
Oct04 |
041004 |
20.62 |
20.72 |
20.25 |
20.69 |
-0.08 |
1,975 |
3,814 |
+135 |
Dec04 |
041004 |
20.65 |
20.88 |
20.38 |
20.81 |
-0.09 |
12,889 |
60,093 |
-3,521 |
Jan05 |
041004 |
20.70 |
20.84 |
20.44 |
20.83 |
-0.12 |
2,896 |
16,896 |
-76 |
Mar05 |
041004 |
20.75 |
20.97 |
20.53 |
20.88 |
-0.16 |
1,311 |
17,084 |
+287 |
May05 |
041004 |
20.85 |
20.95 |
20.56 |
20.90 |
-0.18 |
1,220 |
9,924 |
+276 |
Jul05 |
041004 |
20.90 |
21.10 |
20.65 |
20.95 |
-0.20 |
1,450 |
10,549 |
+2 |
Aug05 |
041004 |
20.95 |
21.10 |
20.67 |
20.95 |
-0.20 |
206 |
4,217 |
+42 |
Sep05 |
041004 |
20.90 |
21.15 |
20.70 |
20.95 |
-0.20 |
88 |
2,314 |
+71 |
Total Volume and Open Interest |
22,127 |
129,460 |
-2,732 |
Canola(WCE) |
Nov04 |
041004 |
307.5 |
307.5 |
303.2 |
304.4 |
-5.7 |
4,194 |
34,600 |
-546 |
Jan05 |
041004 |
312.0 |
312.0 |
308.5 |
310.0 |
-5.4 |
1,046 |
7,381 |
+291 |
Mar05 |
041004 |
317.0 |
317.0 |
315.0 |
315.3 |
-5.0 |
140 |
4,901 |
+20 |
May05 |
041004 |
320.0 |
320.0 |
320.0 |
320.0 |
-4.8 |
0 |
341 |
+0 |
Jul05 |
041004 |
325.0 |
325.0 |
325.0 |
325.0 |
-4.5 |
0 |
263 |
+0 |
Total Volume and Open Interest |
5,422 |
49,950 |
-216 |
Corn(CBOT) |
Dec04 |
041004 |
204.00 |
204.50 |
202.50 |
202.75 |
-3.25 |
30,430 |
348,382 |
+598 |
Mar05 |
041004 |
215.25 |
215.50 |
213.25 |
213.75 |
-3.25 |
6,780 |
118,076 |
+1,858 |
May05 |
041004 |
222.50 |
222.75 |
220.75 |
221.25 |
-3.00 |
2,065 |
38,681 |
+425 |
Jul05 |
041004 |
228.75 |
228.75 |
227.00 |
227.50 |
-2.75 |
2,096 |
43,338 |
+505 |
Sep05 |
041004 |
236.00 |
236.00 |
234.00 |
234.25 |
-3.25 |
418 |
10,919 |
+90 |
Dec05 |
041004 |
244.50 |
244.50 |
242.00 |
242.25 |
-3.50 |
397 |
20,512 |
+106 |
Total Volume and Open Interest |
42,192 |
581,637 |
+3,582 |
Wheat(CBOT) |
Dec04 |
041004 |
303.50 |
304.50 |
300.00 |
302.50 |
-1.25 |
20,461 |
120,505 |
-1,022 |
Mar05 |
041004 |
315.50 |
316.00 |
312.25 |
314.75 |
-1.25 |
4,731 |
20,903 |
+1,038 |
May05 |
041004 |
320.00 |
321.25 |
318.00 |
320.50 |
-0.50 |
1,111 |
3,854 |
+229 |
Jul05 |
041004 |
325.00 |
326.00 |
323.00 |
323.50 |
-2.25 |
1,504 |
6,977 |
+685 |
Sep05 |
041004 |
330.00 |
330.00 |
330.00 |
330.00 |
-3.00 |
23 |
140 |
+5 |
Total Volume and Open Interest |
27,835 |
152,522 |
+940 |
Wheat(KCBT) |
Dec04 |
041004 |
334.00 |
334.00 |
330.25 |
332.25 |
-2.25 |
7,464 |
50,399 |
+435 |
Mar05 |
041004 |
341.00 |
342.00 |
338.50 |
340.25 |
-1.75 |
754 |
13,512 |
+79 |
May05 |
041004 |
342.00 |
343.00 |
342.00 |
343.00 |
-1.00 |
92 |
3,081 |
+26 |
Jul05 |
041004 |
342.00 |
344.00 |
341.50 |
342.50 |
-2.00 |
264 |
3,705 |
+127 |
Sep05 |
041004 |
348.00 |
348.00 |
348.00 |
348.00 |
-1.00 |
0 |
48 |
+0 |
Total Volume and Open Interest |
8,574 |
70,759 |
+667 |
Wheat(MGE) |
Dec04 |
041004 |
354.00 |
356.00 |
352.00 |
355.00 |
unch |
4,133 |
21,686 |
-320 |
Mar05 |
041004 |
364.50 |
367.00 |
362.50 |
365.50 |
unch |
1,370 |
8,395 |
+357 |
May05 |
041004 |
370.00 |
370.75 |
369.00 |
370.50 |
-0.50 |
266 |
3,335 |
-58 |
Jul05 |
041004 |
372.00 |
373.00 |
371.00 |
371.50 |
-0.50 |
71 |
2,180 |
+21 |
Sep05 |
041004 |
369.50 |
369.50 |
368.00 |
369.00 |
unch |
137 |
432 |
+44 |
Total Volume and Open Interest |
5,979 |
36,095 |
+46 |
Oats(CBOT) |
Dec04 |
041004 |
145.50 |
145.50 |
140.75 |
142.75 |
-1.25 |
723 |
4,646 |
-97 |
Mar05 |
041004 |
152.50 |
152.50 |
148.00 |
150.25 |
-1.25 |
86 |
1,447 |
+25 |
May05 |
041004 |
156.50 |
156.50 |
156.50 |
156.50 |
-1.00 |
3 |
94 |
+1 |
Jul05 |
041004 |
160.50 |
160.50 |
160.50 |
160.50 |
-1.00 |
1 |
32 |
+0 |
Total Volume and Open Interest |
813 |
6,219 |
-71 |
Rough Rice(CBOT) |
Nov04 |
041004 |
7.09 |
7.10 |
7.01 |
7.05 |
-0.03 |
606 |
3,117 |
+103 |
Jan05 |
041004 |
7.30 |
7.32 |
7.23 |
7.29 |
-0.04 |
407 |
1,020 |
+193 |
Mar05 |
041004 |
7.41 |
7.52 |
7.41 |
7.50 |
-0.03 |
18 |
687 |
+13 |
May05 |
041004 |
7.69 |
7.69 |
7.68 |
7.68 |
-0.06 |
0 |
29 |
+0 |
Total Volume and Open Interest |
1,031 |
4,857 |
+309 |
Live Cattle(CME) |
Oct04 |
041004 |
85.800 |
86.175 |
85.550 |
85.825 |
-0.050 |
6,388 |
15,881 |
-2,695 |
Dec04 |
041004 |
88.275 |
88.575 |
88.025 |
88.275 |
unch |
9,483 |
62,253 |
+1,005 |
Feb05 |
041004 |
89.750 |
89.950 |
89.300 |
89.625 |
-0.225 |
2,397 |
16,175 |
+726 |
Apr05 |
041004 |
87.200 |
87.400 |
86.850 |
86.975 |
-0.250 |
769 |
7,094 |
+29 |
Jun05 |
041004 |
83.250 |
83.300 |
82.900 |
82.925 |
-0.250 |
267 |
4,497 |
+75 |
Aug05 |
041004 |
83.050 |
83.050 |
82.550 |
82.750 |
-0.300 |
139 |
2,351 |
+109 |
Total Volume and Open Interest |
19,534 |
108,581 |
-682 |
Feeder Cattle(CME) |
Oct04 |
041004 |
112.100 |
113.100 |
112.100 |
112.900 |
+0.375 |
810 |
5,741 |
+31 |
Nov04 |
041004 |
110.400 |
111.475 |
110.350 |
111.025 |
+0.825 |
1,269 |
7,743 |
+189 |
Jan05 |
041004 |
106.750 |
107.700 |
106.650 |
107.600 |
+0.700 |
677 |
3,543 |
+189 |
Mar05 |
041004 |
103.000 |
103.100 |
102.700 |
103.075 |
+0.275 |
117 |
870 |
+29 |
Apr05 |
041004 |
102.500 |
102.500 |
102.400 |
102.500 |
+0.150 |
59 |
277 |
+34 |
May05 |
041004 |
102.400 |
102.400 |
102.400 |
102.400 |
+0.050 |
32 |
265 |
+8 |
Total Volume and Open Interest |
2,964 |
18,439 |
+480 |
Lean Hogs(CME) |
Oct04 |
041004 |
74.700 |
75.400 |
73.500 |
73.875 |
-0.875 |
3,077 |
10,249 |
-392 |
Dec04 |
041004 |
68.400 |
69.250 |
66.675 |
66.750 |
-1.925 |
5,615 |
58,268 |
+320 |
Feb05 |
041004 |
67.600 |
68.050 |
65.825 |
66.325 |
-1.500 |
1,280 |
16,103 |
+59 |
Apr05 |
041004 |
64.600 |
64.950 |
62.900 |
63.150 |
-1.750 |
481 |
6,157 |
+47 |
May05 |
041004 |
63.500 |
63.650 |
62.500 |
62.800 |
-0.800 |
89 |
1,035 |
+70 |
Jun05 |
041004 |
68.100 |
68.250 |
66.400 |
67.200 |
-0.925 |
191 |
2,989 |
+47 |
Jul05 |
041004 |
63.550 |
63.600 |
63.350 |
63.350 |
-0.350 |
115 |
735 |
+80 |
Aug05 |
041004 |
59.550 |
59.600 |
58.900 |
58.900 |
-0.650 |
48 |
390 |
+38 |
Total Volume and Open Interest |
10,900 |
96,004 |
+271 |
Pork Bellies(CME) |
Feb05 |
041004 |
97.100 |
98.500 |
96.100 |
97.175 |
+0.225 |
252 |
1,138 |
-4 |
Mar05 |
041004 |
96.250 |
96.250 |
96.250 |
96.250 |
-0.250 |
0 |
15 |
+0 |
May05 |
041004 |
96.575 |
96.575 |
96.575 |
96.575 |
+0.025 |
0 |
5 |
+0 |
Jul05 |
041004 |
100.000 |
100.000 |
100.000 |
100.000 |
-0.900 |
0 |
7 |
+0 |
Total Volume and Open Interest |
252 |
1,165 |
-4 |
Class III Milk(CME) |
Oct04 |
041004 |
13.92 |
14.00 |
13.85 |
13.95 |
unch |
635 |
4,072 |
-29 |
Nov04 |
041004 |
12.95 |
13.00 |
12.85 |
12.86 |
-0.08 |
343 |
3,160 |
+160 |
Dec04 |
041004 |
12.30 |
12.40 |
12.15 |
12.20 |
-0.10 |
59 |
2,425 |
+27 |
Jan05 |
041004 |
12.10 |
12.10 |
12.00 |
12.03 |
+0.03 |
45 |
1,281 |
+22 |
Feb05 |
041004 |
12.00 |
12.12 |
12.00 |
12.10 |
+0.10 |
27 |
1,303 |
+21 |
Total Volume and Open Interest |
1,452 |
18,494 |
+479 |
Cocoa(ICE) |
Dec04 |
041004 |
1443 |
1459 |
1422 |
1424 |
-26 |
3,262 |
45,651 |
+727 |
Mar05 |
041004 |
1465 |
1473 |
1440 |
1441 |
-26 |
574 |
16,582 |
-182 |
May05 |
041004 |
1478 |
1480 |
1450 |
1452 |
-27 |
412 |
11,160 |
-14 |
Jul05 |
041004 |
1483 |
1483 |
1466 |
1466 |
-22 |
1,605 |
10,339 |
-65 |
Sep05 |
041004 |
1500 |
1500 |
1478 |
1478 |
-22 |
3,361 |
6,685 |
+113 |
Dec05 |
041004 |
1493 |
1493 |
1493 |
1493 |
-22 |
58 |
7,466 |
-33 |
Mar06 |
041004 |
1504 |
1504 |
1504 |
1504 |
-22 |
0 |
3,684 |
+0 |
Total Volume and Open Interest |
13,912 |
109,844 |
+5,091 |
Coffee "C"(ICE) |
Dec04 |
041004 |
79.00 |
79.00 |
75.65 |
76.20 |
-3.95 |
9,309 |
66,763 |
-1,138 |
Mar05 |
041004 |
81.90 |
82.00 |
78.90 |
79.30 |
-3.90 |
1,608 |
13,882 |
-173 |
May05 |
041004 |
84.00 |
85.00 |
81.00 |
81.35 |
-3.90 |
1,155 |
3,893 |
-126 |
Jul05 |
041004 |
85.90 |
86.00 |
83.20 |
83.25 |
-3.90 |
296 |
1,420 |
-111 |
Sep05 |
041004 |
88.00 |
88.00 |
85.10 |
85.10 |
-3.90 |
209 |
691 |
+113 |
Dec05 |
041004 |
90.50 |
90.50 |
87.85 |
87.85 |
-3.90 |
29 |
618 |
+14 |
Total Volume and Open Interest |
12,611 |
87,422 |
-1,416 |
Orange Juice(ICE) |
Nov04 |
041004 |
88.25 |
88.50 |
87.25 |
88.30 |
-0.90 |
2,619 |
20,000 |
+241 |
Jan05 |
041004 |
91.00 |
91.00 |
89.75 |
90.75 |
-0.75 |
2,032 |
7,133 |
+360 |
Mar05 |
041004 |
92.25 |
92.95 |
92.00 |
92.80 |
-0.70 |
144 |
8,441 |
+9 |
May05 |
041004 |
94.50 |
95.50 |
94.50 |
95.50 |
-0.50 |
176 |
4,598 |
-5 |
Jul05 |
041004 |
97.50 |
97.50 |
97.50 |
97.50 |
-0.50 |
156 |
603 |
+74 |
Sep05 |
041004 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
64 |
100 |
+8 |
Total Volume and Open Interest |
5,210 |
41,344 |
+677 |
Sugar #11(ICE) |
Mar05 |
041004 |
8.85 |
8.98 |
8.83 |
8.93 |
+0.03 |
22,792 |
204,383 |
-1,121 |
May05 |
041004 |
8.90 |
9.02 |
8.90 |
8.98 |
+0.02 |
4,423 |
36,237 |
-64 |
Jul05 |
041004 |
8.63 |
8.74 |
8.61 |
8.71 |
+0.03 |
1,288 |
22,255 |
-81 |
Oct05 |
041004 |
8.56 |
8.68 |
8.55 |
8.66 |
+0.06 |
603 |
21,648 |
+184 |
Mar06 |
041004 |
8.54 |
8.54 |
8.51 |
8.54 |
+0.08 |
108 |
7,208 |
-80 |
Total Volume and Open Interest |
29,245 |
294,503 |
-8,631 |
Sugar #14(ICE) |
Nov04 |
041004 |
20.45 |
20.45 |
20.40 |
20.40 |
unch |
616 |
1,471 |
-561 |
Jan05 |
041004 |
20.38 |
20.38 |
20.37 |
20.37 |
-0.02 |
127 |
2,620 |
+0 |
Mar05 |
041004 |
20.53 |
20.55 |
20.53 |
20.55 |
unch |
17 |
2,635 |
+15 |
May05 |
041004 |
20.63 |
20.66 |
20.63 |
20.65 |
+0.01 |
29 |
1,676 |
+9 |
Jul05 |
041004 |
20.90 |
20.91 |
20.88 |
20.91 |
-0.03 |
18 |
1,225 |
+18 |
Total Volume and Open Interest |
816 |
11,131 |
-511 |
London Cocoa(LCE) |
Dec04 |
041004 |
830 |
842 |
825 |
828 |
-7 |
1,786 |
81,878 |
-89 |
Mar05 |
041004 |
859 |
866 |
850 |
852 |
-7 |
812 |
34,057 |
-283 |
May05 |
041004 |
872 |
877 |
867 |
867 |
-7 |
73 |
16,601 |
-32 |
Jul05 |
041004 |
890 |
894 |
881 |
883 |
-6 |
276 |
13,901 |
+218 |
Sep05 |
041004 |
909 |
909 |
898 |
899 |
-6 |
172 |
24,047 |
+95 |
Dec05 |
041004 |
914 |
914 |
907 |
907 |
-6 |
48 |
10,265 |
-4 |
Mar06 |
041004 |
917 |
920 |
913 |
913 |
-7 |
355 |
3,116 |
+158 |
Total Volume and Open Interest |
3,545 |
184,333 |
+72 |
London Coffee(LCE) |
Nov04 |
041004 |
632.00 |
637.00 |
606.00 |
607.00 |
-29.00 |
9,679 |
63,353 |
-2,703 |
Jan05 |
041004 |
651.00 |
657.00 |
626.00 |
626.00 |
-30.00 |
6,371 |
35,147 |
+677 |
Mar05 |
041004 |
677.00 |
677.00 |
645.00 |
645.00 |
-29.00 |
2,921 |
24,060 |
+1,109 |
May05 |
041004 |
690.00 |
691.00 |
661.00 |
661.00 |
-29.00 |
1,116 |
15,046 |
+222 |
Jul05 |
041004 |
704.00 |
704.00 |
676.00 |
676.00 |
-29.00 |
147 |
5,240 |
+89 |
Sep05 |
041004 |
725.00 |
725.00 |
693.00 |
693.00 |
-28.00 |
549 |
2,742 |
+526 |
Total Volume and Open Interest |
21,803 |
146,704 |
+912 |
London Sugar(LCE) |
Dec04 |
041004 |
239.00 |
240.80 |
238.20 |
240.30 |
+0.60 |
1,634 |
13,052 |
+246 |
Mar05 |
041004 |
254.00 |
255.10 |
253.00 |
254.90 |
+0.50 |
1,092 |
19,439 |
+349 |
May05 |
041004 |
258.50 |
259.50 |
258.00 |
259.40 |
-0.10 |
218 |
9,189 |
+101 |
Aug05 |
041004 |
255.30 |
256.20 |
255.00 |
255.70 |
+0.10 |
12 |
4,338 |
+0 |
Oct05 |
041004 |
252.50 |
252.60 |
252.00 |
252.60 |
+0.10 |
2 |
3,044 |
+0 |
Total Volume and Open Interest |
2,958 |
51,329 |
+696 |
Cotton(ICE) |
Oct04 |
041004 |
49.20 |
49.50 |
49.20 |
49.25 |
+1.25 |
14 |
392 |
-31 |
Dec04 |
041004 |
46.75 |
47.55 |
46.60 |
47.33 |
+0.35 |
5,620 |
44,039 |
+244 |
Mar05 |
041004 |
49.20 |
49.40 |
48.70 |
49.20 |
+0.12 |
1,633 |
16,566 |
+413 |
May05 |
041004 |
50.30 |
50.30 |
49.65 |
50.25 |
+0.15 |
37 |
4,160 |
-6 |
Jul05 |
041004 |
51.25 |
51.25 |
50.60 |
51.15 |
+0.15 |
249 |
5,289 |
+119 |
Oct05 |
041004 |
51.70 |
51.70 |
51.70 |
51.70 |
-0.10 |
0 |
33 |
+0 |
Total Volume and Open Interest |
7,610 |
72,689 |
+769 |
Lumber(CME) |
Nov04 |
041004 |
330.4 |
334.4 |
329.0 |
332.9 |
+0.9 |
541 |
2,645 |
-34 |
Jan05 |
041004 |
334.9 |
337.9 |
332.7 |
334.7 |
-0.8 |
266 |
943 |
+112 |
Mar05 |
041004 |
340.5 |
343.0 |
340.1 |
342.9 |
+2.4 |
5 |
217 |
+0 |
May05 |
041004 |
344.0 |
344.0 |
344.0 |
344.0 |
+1.0 |
2 |
53 |
+5 |
Total Volume and Open Interest |
814 |
3,859 |
+83 |
Crude Oil(NYM) |
Nov04 |
041004 |
49.65 |
49.97 |
49.55 |
49.91 |
-0.21 |
77,708 |
210,977 |
-3,812 |
Dec04 |
041004 |
49.30 |
49.55 |
49.15 |
49.51 |
-0.18 |
47,889 |
123,383 |
+2,778 |
Jan05 |
041004 |
48.70 |
48.95 |
48.55 |
48.92 |
-0.14 |
12,923 |
46,332 |
-257 |
Feb05 |
041004 |
48.15 |
48.33 |
47.90 |
48.33 |
-0.11 |
6,689 |
28,610 |
+1,303 |
Mar05 |
041004 |
47.45 |
47.68 |
47.35 |
47.68 |
-0.10 |
5,441 |
24,208 |
-728 |
Apr05 |
041004 |
46.82 |
47.03 |
46.82 |
47.03 |
-0.09 |
2,262 |
14,452 |
+159 |
May05 |
041004 |
46.30 |
46.38 |
46.20 |
46.38 |
-0.09 |
1,357 |
13,231 |
+195 |
Jun05 |
041004 |
45.65 |
45.75 |
45.55 |
45.75 |
-0.09 |
2,464 |
26,154 |
-295 |
Jul05 |
041004 |
45.15 |
45.15 |
45.15 |
45.15 |
-0.09 |
765 |
11,797 |
-311 |
Aug05 |
041004 |
44.61 |
44.61 |
44.61 |
44.61 |
-0.09 |
761 |
7,117 |
+177 |
Sep05 |
041004 |
43.85 |
44.12 |
43.85 |
44.12 |
-0.09 |
666 |
10,645 |
-161 |
Oct05 |
041004 |
43.66 |
43.66 |
43.66 |
43.66 |
-0.09 |
262 |
5,020 |
-9 |
Nov05 |
041004 |
43.25 |
43.25 |
43.00 |
43.22 |
-0.09 |
11 |
6,853 |
+0 |
Dec05 |
041004 |
42.65 |
42.81 |
42.65 |
42.81 |
-0.09 |
4,684 |
44,465 |
+806 |
Jan06 |
041004 |
42.41 |
42.41 |
42.41 |
42.41 |
-0.09 |
3 |
5,461 |
+3 |
Feb06 |
041004 |
42.02 |
42.02 |
42.02 |
42.02 |
-0.09 |
90 |
2,495 |
+0 |
Total Volume and Open Interest |
168,637 |
702,977 |
+325 |
Heating Oil(NYM) |
Nov04 |
041004 |
138.50 |
139.00 |
137.90 |
138.56 |
-1.02 |
20,361 |
73,528 |
-3,140 |
Dec04 |
041004 |
138.60 |
139.10 |
138.30 |
138.85 |
-0.91 |
8,500 |
34,454 |
+428 |
Jan05 |
041004 |
138.50 |
138.80 |
138.10 |
138.60 |
-0.86 |
4,646 |
18,935 |
-168 |
Feb05 |
041004 |
137.00 |
137.00 |
136.25 |
136.75 |
-0.76 |
948 |
14,907 |
-97 |
Mar05 |
041004 |
132.60 |
132.60 |
132.10 |
132.50 |
-0.61 |
403 |
15,194 |
+230 |
Apr05 |
041004 |
127.25 |
127.25 |
126.60 |
126.95 |
-0.51 |
211 |
4,487 |
+110 |
May05 |
041004 |
122.00 |
122.00 |
121.80 |
121.80 |
-0.41 |
158 |
3,383 |
-31 |
Jun05 |
041004 |
118.30 |
118.50 |
118.30 |
118.30 |
-0.41 |
132 |
4,819 |
+4 |
Jul05 |
041004 |
116.50 |
116.50 |
116.50 |
116.50 |
-0.41 |
276 |
3,923 |
+52 |
Aug05 |
041004 |
116.35 |
116.35 |
116.35 |
116.35 |
-0.41 |
17 |
631 |
+9 |
Sep05 |
041004 |
116.75 |
116.75 |
116.75 |
116.75 |
-0.41 |
15 |
2,230 |
+4 |
Oct05 |
041004 |
117.10 |
117.30 |
117.10 |
117.30 |
-0.41 |
0 |
177 |
+0 |
Total Volume and Open Interest |
36,042 |
185,875 |
-4,227 |
Gasoline(NYMEX) |
Nov04 |
041004 |
134.10 |
134.50 |
132.80 |
133.69 |
-1.53 |
21,805 |
71,020 |
-22 |
Dec04 |
041004 |
132.20 |
132.70 |
131.25 |
131.97 |
-1.28 |
7,870 |
24,410 |
+714 |
Jan05 |
041004 |
131.50 |
132.10 |
131.20 |
131.49 |
-1.09 |
3,335 |
14,076 |
-271 |
Feb05 |
041004 |
131.87 |
131.87 |
131.87 |
131.87 |
-1.01 |
1,486 |
7,722 |
+562 |
Mar05 |
041004 |
132.17 |
132.17 |
132.17 |
132.17 |
-0.91 |
627 |
6,005 |
+94 |
Apr05 |
041004 |
138.60 |
138.60 |
137.90 |
138.47 |
-0.81 |
374 |
9,270 |
-67 |
May05 |
041004 |
137.50 |
137.82 |
137.50 |
137.82 |
-0.81 |
640 |
9,120 |
-34 |
Jun05 |
041004 |
136.22 |
136.22 |
136.22 |
136.22 |
-0.81 |
0 |
3,502 |
+0 |
Jul05 |
041004 |
133.97 |
133.97 |
133.97 |
133.97 |
-0.81 |
0 |
2,273 |
+0 |
Aug05 |
041004 |
130.92 |
130.92 |
130.92 |
130.92 |
-0.81 |
0 |
1,172 |
+0 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Nov04 |
041004 |
6.710 |
6.870 |
6.620 |
6.725 |
-0.047 |
24,993 |
62,913 |
-321 |
Dec04 |
041004 |
7.560 |
7.680 |
7.480 |
7.625 |
+0.053 |
9,074 |
35,676 |
+640 |
Jan05 |
041004 |
7.920 |
8.040 |
7.880 |
7.995 |
+0.053 |
6,125 |
37,098 |
-670 |
Feb05 |
041004 |
7.870 |
7.990 |
7.840 |
7.940 |
+0.048 |
3,258 |
22,130 |
+361 |
Mar05 |
041004 |
7.580 |
7.690 |
7.570 |
7.655 |
+0.043 |
3,972 |
22,887 |
+219 |
Apr05 |
041004 |
6.480 |
6.580 |
6.460 |
6.580 |
+0.042 |
2,158 |
16,643 |
+71 |
May05 |
041004 |
6.310 |
6.375 |
6.310 |
6.375 |
+0.037 |
1,391 |
14,315 |
+315 |
Jun05 |
041004 |
6.370 |
6.392 |
6.370 |
6.392 |
+0.037 |
539 |
10,476 |
+75 |
Jul05 |
041004 |
6.370 |
6.412 |
6.370 |
6.412 |
+0.037 |
994 |
13,913 |
+487 |
Aug05 |
041004 |
6.400 |
6.431 |
6.390 |
6.431 |
+0.037 |
124 |
10,368 |
+40 |
Sep05 |
041004 |
6.370 |
6.401 |
6.370 |
6.401 |
+0.037 |
124 |
10,041 |
+36 |
Oct05 |
041004 |
6.385 |
6.450 |
6.383 |
6.425 |
+0.037 |
358 |
14,744 |
+127 |
Nov05 |
041004 |
6.630 |
6.680 |
6.630 |
6.680 |
+0.042 |
232 |
8,081 |
-17 |
Dec05 |
041004 |
6.869 |
6.915 |
6.860 |
6.915 |
+0.047 |
223 |
9,072 |
+36 |
Jan06 |
041004 |
7.010 |
7.050 |
7.003 |
7.050 |
+0.047 |
547 |
10,668 |
+87 |
Feb06 |
041004 |
7.020 |
7.020 |
7.005 |
7.005 |
+0.042 |
40 |
7,804 |
-4 |
Total Volume and Open Interest |
54,503 |
378,138 |
+1,768 |
Brent Crude Oil(ICE) |
Nov04 |
041004 |
46.25 |
46.62 |
45.85 |
46.19 |
-0.43 |
27,816 |
55,372 |
-1,843 |
Dec04 |
041004 |
45.65 |
45.97 |
45.32 |
45.59 |
-0.38 |
29,846 |
93,807 |
-1,915 |
Jan05 |
041004 |
44.96 |
45.42 |
44.85 |
45.05 |
-0.37 |
6,339 |
32,551 |
+1,580 |
Feb05 |
041004 |
44.45 |
44.83 |
44.30 |
44.49 |
-0.34 |
1,052 |
11,468 |
-154 |
Mar05 |
041004 |
43.92 |
44.25 |
43.80 |
43.93 |
-0.32 |
653 |
14,172 |
+2,050 |
Apr05 |
041004 |
43.39 |
43.72 |
43.30 |
43.39 |
-0.33 |
441 |
14,918 |
-56 |
May05 |
041004 |
43.10 |
43.21 |
42.89 |
42.89 |
-0.32 |
532 |
3,676 |
+0 |
Jun05 |
041004 |
42.23 |
42.75 |
42.23 |
42.44 |
-0.31 |
1,881 |
18,642 |
+470 |
Jul05 |
041004 |
42.05 |
42.30 |
42.00 |
42.00 |
-0.30 |
1 |
5,116 |
+562 |
Aug05 |
041004 |
41.62 |
41.87 |
41.57 |
41.57 |
-0.30 |
100 |
1,837 |
-300 |
Sep05 |
041004 |
41.17 |
41.46 |
41.16 |
41.16 |
-0.30 |
400 |
3,909 |
+0 |
Oct05 |
041004 |
40.78 |
41.05 |
40.78 |
40.78 |
-0.27 |
0 |
400 |
+0 |
Dec05 |
041004 |
39.80 |
40.27 |
39.80 |
39.99 |
-0.26 |
2,445 |
40,507 |
+465 |
Total Volume and Open Interest |
83,283 |
|
|
Gas Oil(ICE) |
Oct04 |
041004 |
438.50 |
443.00 |
434.75 |
441.25 |
+0.25 |
12,514 |
37,931 |
-6,407 |
Nov04 |
041004 |
423.75 |
428.00 |
422.25 |
428.00 |
+3.25 |
10,335 |
38,982 |
+163 |
Dec04 |
041004 |
413.75 |
418.00 |
412.75 |
418.00 |
+3.25 |
2,379 |
26,197 |
+467 |
Jan05 |
041004 |
404.00 |
409.00 |
403.50 |
409.00 |
+3.00 |
1,152 |
11,259 |
-299 |
Feb05 |
041004 |
400.00 |
400.00 |
400.00 |
400.00 |
+3.00 |
0 |
4,506 |
-69 |
Mar05 |
041004 |
390.50 |
390.50 |
390.50 |
390.50 |
+3.25 |
0 |
4,464 |
+0 |
Apr05 |
041004 |
377.00 |
380.75 |
377.00 |
380.75 |
+3.75 |
850 |
3,421 |
+0 |
May05 |
041004 |
370.00 |
373.25 |
370.00 |
373.25 |
+3.75 |
100 |
2,500 |
+0 |
Jun05 |
041004 |
366.00 |
368.00 |
366.00 |
368.00 |
+3.75 |
250 |
10,746 |
+0 |
Jul05 |
041004 |
365.75 |
365.75 |
365.75 |
365.75 |
+4.00 |
0 |
825 |
+0 |
Total Volume and Open Interest |
27,580 |
163,871 |
-5,714 |
US Dollar Index(ICE) |
Dec04 |
041004 |
87.920 |
88.770 |
87.920 |
88.540 |
+0.780 |
2,353 |
23,319 |
+1,469 |
Mar05 |
041004 |
88.630 |
88.860 |
88.630 |
88.730 |
+0.780 |
27 |
2,329 |
+25 |
Jun05 |
041004 |
88.980 |
88.980 |
88.920 |
88.920 |
+0.780 |
0 |
12 |
+0 |
Total Volume and Open Interest |
2,380 |
25,660 |
+1,494 |
Australian Dollar(CME) |
Dec04 |
041004 |
71.60 |
71.85 |
71.40 |
71.85 |
-0.27 |
4,142 |
42,484 |
+1,536 |
Mar05 |
041004 |
71.03 |
71.30 |
71.03 |
71.30 |
-0.27 |
5 |
156 |
+13 |
Jun05 |
041004 |
70.80 |
70.80 |
70.80 |
70.80 |
-0.27 |
0 |
81 |
+0 |
Total Volume and Open Interest |
4,147 |
42,760 |
+1,549 |
British Pound(CME) |
Dec04 |
041004 |
177.58 |
177.66 |
177.20 |
177.45 |
-1.34 |
3,318 |
59,586 |
+3,912 |
Mar05 |
041004 |
176.30 |
176.30 |
176.30 |
176.30 |
-1.34 |
1 |
27 |
+4 |
Jun05 |
041004 |
175.30 |
175.30 |
175.30 |
175.30 |
-1.34 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,319 |
59,616 |
+3,916 |
Canadian Dollar(CME) |
Dec04 |
041004 |
78.75 |
78.76 |
78.30 |
78.53 |
-0.60 |
4,190 |
105,265 |
+1,495 |
Mar05 |
041004 |
78.40 |
78.53 |
78.38 |
78.43 |
-0.60 |
261 |
1,798 |
+214 |
Jun05 |
041004 |
78.35 |
78.35 |
78.35 |
78.35 |
-0.60 |
22 |
914 |
+1 |
Sep05 |
041004 |
78.27 |
78.27 |
78.27 |
78.27 |
-0.60 |
30 |
361 |
+7 |
Total Volume and Open Interest |
4,503 |
108,509 |
+1,717 |
Japanese Yen(CME) |
Dec04 |
041004 |
90.40 |
90.60 |
90.25 |
90.58 |
-0.35 |
11,413 |
106,217 |
+1,128 |
Mar05 |
041004 |
91.09 |
91.09 |
91.09 |
91.09 |
-0.35 |
70 |
445 |
-3 |
Jun05 |
041004 |
91.69 |
91.69 |
91.69 |
91.69 |
-0.35 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,483 |
106,666 |
+1,125 |
Swiss Franc(CME) |
Dec04 |
041004 |
79.39 |
79.42 |
79.06 |
79.30 |
-0.91 |
4,847 |
36,800 |
-48 |
Mar05 |
041004 |
79.57 |
79.57 |
79.57 |
79.57 |
-0.91 |
0 |
18 |
-1 |
Jun05 |
041004 |
79.87 |
79.87 |
79.87 |
79.87 |
-0.91 |
0 |
61 |
+0 |
Total Volume and Open Interest |
4,847 |
36,879 |
-49 |
EuroFX(CME) |
Dec04 |
041004 |
122.94 |
123.00 |
122.53 |
122.87 |
-1.19 |
7,203 |
124,688 |
+2,102 |
Mar05 |
041004 |
122.95 |
122.95 |
122.73 |
122.89 |
-1.18 |
29 |
1,504 |
+57 |
Jun05 |
041004 |
122.93 |
122.93 |
122.93 |
122.93 |
-1.18 |
0 |
134 |
+0 |
Total Volume and Open Interest |
7,232 |
126,337 |
+2,159 |
Mexican Peso(CME) |
Oct04 |
041004 |
882.0 |
882.0 |
880.2 |
882.0 |
+1.8 |
|
|
|
Nov04 |
041004 |
877.8 |
877.8 |
876.0 |
877.8 |
+1.8 |
0 |
9 |
+0 |
Total Volume and Open Interest |
18,150 |
73,613 |
+8,612 |
30-Year T-Bonds(CBOT) |
Dec04 |
041004 |
111~160 |
111~250 |
110~290 |
111~220 |
+0~070 |
250,148 |
552,884 |
-17,508 |
Mar05 |
041004 |
110~050 |
110~230 |
110~000 |
110~200 |
+0~070 |
956 |
10,444 |
+346 |
Jun05 |
041004 |
109~040 |
109~190 |
109~030 |
109~190 |
+0~070 |
1 |
92 |
+1 |
Total Volume and Open Interest |
251,105 |
563,420 |
-17,161 |
10-Year T-Notes(CBOT) |
Dec04 |
041004 |
112~055 |
112~105 |
111~255 |
112~085 |
+0~035 |
863,944 |
1,474,344 |
+29,096 |
Mar05 |
041004 |
111~085 |
111~185 |
111~040 |
111~180 |
+0~040 |
11,672 |
61,523 |
+8,244 |
Jun05 |
041004 |
110~145 |
110~185 |
110~130 |
110~185 |
+0~040 |
37 |
582 |
+107 |
Total Volume and Open Interest |
875,653 |
1,536,449 |
+37,447 |
5-Year T-Notes(CBOT) |
Dec04 |
041004 |
110~042 |
110~068 |
110~028 |
110~064 |
+0~002 |
383,857 |
0 |
-1,050,431 |
Mar05 |
041004 |
109~068 |
109~078 |
109~068 |
109~078 |
+0~004 |
1,632 |
0 |
-44,222 |
Jun05 |
041004 |
108~096 |
108~106 |
108~096 |
108~106 |
+0~032 |
|
|
|
Total Volume and Open Interest |
385,489 |
|
|
2 Year T-Notes(CBOT) |
Dec04 |
041004 |
105~068 |
105~072 |
105~064 |
105~072 |
-0~004 |
4,795 |
192,680 |
+19 |
Total Volume and Open Interest |
4,795 |
192,680 |
-15,494 |
Eurodollars(CME) |
Dec04 |
041004 |
97.675 |
97.685 |
97.670 |
97.680 |
-0.015 |
40,875 |
937,041 |
+4,505 |
Mar05 |
041004 |
97.410 |
97.415 |
97.400 |
97.415 |
-0.025 |
39,834 |
826,008 |
+7,586 |
Jun05 |
041004 |
97.170 |
97.175 |
97.150 |
97.175 |
-0.035 |
47,152 |
810,876 |
-10,025 |
Sep05 |
041004 |
96.920 |
96.930 |
96.890 |
96.930 |
-0.035 |
47,121 |
636,838 |
-4,929 |
Dec05 |
041004 |
96.670 |
96.685 |
96.640 |
96.680 |
-0.035 |
54,702 |
513,441 |
-10,202 |
Mar06 |
041004 |
96.455 |
96.475 |
96.430 |
96.475 |
-0.025 |
54,457 |
394,626 |
+1,092 |
Jun06 |
041004 |
96.270 |
96.295 |
96.250 |
96.290 |
-0.020 |
37,441 |
272,316 |
+1,853 |
Sep06 |
041004 |
96.120 |
96.145 |
96.095 |
96.145 |
-0.015 |
43,177 |
217,227 |
+2,986 |
Dec06 |
041004 |
95.975 |
96.005 |
95.945 |
96.000 |
-0.010 |
25,543 |
173,220 |
-2,620 |
Mar07 |
041004 |
95.850 |
95.880 |
95.815 |
95.875 |
-0.005 |
31,393 |
155,637 |
+8,465 |
Jun07 |
041004 |
95.715 |
95.755 |
95.680 |
95.750 |
+0.005 |
21,603 |
137,774 |
+4,663 |
Sep07 |
041004 |
95.585 |
95.635 |
95.560 |
95.630 |
+0.010 |
27,156 |
106,352 |
+4,432 |
Dec07 |
041004 |
95.435 |
95.515 |
95.435 |
95.510 |
+0.015 |
10,752 |
84,802 |
+367 |
Mar08 |
041004 |
95.350 |
95.415 |
95.350 |
95.410 |
+0.020 |
9,888 |
76,099 |
-1,669 |
Jun08 |
041004 |
95.235 |
95.300 |
95.235 |
95.300 |
+0.025 |
10,947 |
73,970 |
+1,737 |
Sep08 |
041004 |
95.110 |
95.200 |
95.110 |
95.200 |
+0.030 |
11,675 |
62,791 |
-441 |
Dec08 |
041004 |
95.040 |
95.095 |
95.040 |
95.095 |
+0.035 |
4,596 |
55,530 |
-35 |
Mar09 |
041004 |
94.950 |
95.005 |
94.950 |
95.005 |
+0.035 |
4,890 |
41,649 |
-1,206 |
Total Volume and Open Interest |
543,186 |
5,786,465 |
+3,131 |
30 Day Federal Funds(CBOT) |
Oct04 |
041004 |
98.240 |
98.250 |
98.240 |
98.250 |
unch |
3,460 |
99,444 |
-1,215 |
Nov04 |
041004 |
98.100 |
98.110 |
98.100 |
98.100 |
-0.010 |
1,183 |
105,862 |
+3,505 |
Dec04 |
041004 |
97.940 |
97.940 |
97.940 |
97.940 |
-0.010 |
874 |
111,734 |
+122 |
Jan05 |
041004 |
97.880 |
97.890 |
97.880 |
97.890 |
-0.010 |
1,047 |
78,761 |
-475 |
Feb05 |
041004 |
97.720 |
97.720 |
97.710 |
97.720 |
-0.030 |
480 |
17,112 |
-5 |
Mar05 |
041004 |
97.640 |
97.650 |
97.640 |
97.650 |
-0.020 |
45 |
4,771 |
+383 |
Total Volume and Open Interest |
7,089 |
417,731 |
-67,782 |
30 Day Fed Funds(e-CBOT) |
Oct04 |
041004 |
98.245 |
98.250 |
98.240 |
98.245 |
unch |
11,444 |
0 |
+0 |
Nov04 |
041004 |
98.100 |
98.100 |
98.095 |
98.100 |
-0.005 |
8,653 |
0 |
+0 |
Dec04 |
041004 |
97.950 |
97.950 |
97.940 |
97.945 |
-0.005 |
6,597 |
0 |
+0 |
Jan05 |
041004 |
97.890 |
97.890 |
97.880 |
97.890 |
-0.005 |
3,060 |
0 |
+0 |
Feb05 |
041004 |
97.730 |
97.730 |
97.710 |
97.720 |
-0.020 |
1,287 |
0 |
+0 |
Mar05 |
041004 |
97.640 |
97.650 |
97.640 |
97.650 |
-0.025 |
405 |
0 |
+0 |
Total Volume and Open Interest |
31,446 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041004 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
268 |
11,144 |
+268 |
Mar05 |
041004 |
99.88 |
99.88 |
99.87 |
99.87 |
-0.02 |
75 |
27,345 |
+45 |
Jun05 |
041004 |
99.82 |
99.83 |
99.82 |
99.83 |
-0.02 |
0 |
15,801 |
+102 |
Sep05 |
041004 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.02 |
42 |
8,249 |
-253 |
Dec05 |
041004 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.03 |
0 |
4,369 |
-300 |
Mar06 |
041004 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.02 |
50 |
10,302 |
+192 |
Jun06 |
041004 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.03 |
0 |
2,246 |
-10 |
Sep06 |
041004 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.02 |
0 |
2,154 |
+500 |
Dec06 |
041004 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.03 |
0 |
411 |
-10 |
Mar07 |
041004 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.03 |
0 |
6 |
-1 |
Total Volume and Open Interest |
435 |
82,964 |
+533 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041004 |
99.92 |
99.92 |
99.91 |
99.91 |
0.00 |
231 |
58,623 |
+295 |
Mar05 |
041004 |
99.88 |
99.88 |
99.88 |
99.88 |
-0.01 |
4,194 |
80,244 |
+751 |
Jun05 |
041004 |
99.84 |
99.84 |
99.83 |
99.83 |
-0.01 |
8,780 |
71,280 |
+642 |
Sep05 |
041004 |
99.77 |
99.77 |
99.75 |
99.75 |
-0.02 |
3,474 |
40,483 |
+303 |
Dec05 |
041004 |
99.68 |
99.68 |
99.67 |
99.67 |
-0.02 |
583 |
34,178 |
+650 |
Mar06 |
041004 |
99.58 |
99.58 |
99.57 |
99.57 |
-0.02 |
1,244 |
32,978 |
+230 |
Jun06 |
041004 |
99.48 |
99.48 |
99.46 |
99.46 |
-0.03 |
632 |
15,571 |
+52 |
Sep06 |
041004 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.03 |
0 |
6,245 |
+756 |
Total Volume and Open Interest |
19,188 |
352,443 |
+3,700 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041004 |
137.50 |
137.55 |
137.10 |
137.11 |
-0.58 |
4,858 |
30,495 |
+631 |
Mar05 |
041004 |
136.19 |
136.19 |
136.19 |
136.19 |
-0.58 |
|
|
|
Jun05 |
041004 |
136.19 |
136.19 |
136.19 |
136.19 |
-0.58 |
|
|
|
Total Volume and Open Interest |
4,858 |
30,495 |
+631 |
Euro-Bund(EUREX) |
Dec04 |
041004 |
115.26 |
115.35 |
115.12 |
115.32 |
-0.04 |
713,558 |
1,227,586 |
-22,522 |
Mar05 |
041004 |
114.51 |
114.60 |
114.45 |
114.60 |
-0.04 |
1,914 |
10,092 |
+153 |
Jun05 |
041004 |
113.82 |
113.82 |
113.82 |
113.82 |
-0.04 |
1,354 |
240 |
+0 |
Total Volume and Open Interest |
716,826 |
1,237,918 |
-22,369 |
Euro-Bobl(EUREX) |
Dec04 |
041004 |
111.30 |
111.33 |
111.18 |
111.26 |
-0.10 |
427,988 |
799,551 |
+5,577 |
Mar05 |
041004 |
110.91 |
110.91 |
110.91 |
110.91 |
-0.10 |
1,811 |
1,828 |
+1,344 |
Jun05 |
041004 |
110.26 |
110.26 |
110.26 |
110.26 |
-0.10 |
0 |
400 |
+0 |
Total Volume and Open Interest |
429,799 |
801,779 |
+6,921 |
3-Mth Euribor(EUREX) |
Dec04 |
041004 |
97.780 |
97.780 |
97.770 |
97.770 |
-0.010 |
1,974 |
8,054 |
-332 |
Mar05 |
041004 |
97.610 |
97.620 |
97.595 |
97.595 |
-0.020 |
133 |
6,024 |
+19 |
Jun05 |
041004 |
97.445 |
97.455 |
97.420 |
97.420 |
-0.025 |
89 |
4,050 |
-10 |
Total Volume and Open Interest |
2,464 |
24,338 |
-330 |
Long Gilt(LIFFE) |
Dec04 |
041004 |
107~12 |
107~12 |
107~03 |
107~08 |
-0~06 |
47,802 |
221,608 |
-5,559 |
Mar05 |
041004 |
108~15 |
108~15 |
108~15 |
108~15 |
-0~03 |
|
|
|
Total Volume and Open Interest |
47,802 |
221,608 |
-5,559 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041004 |
95.01 |
95.02 |
94.99 |
95.00 |
-0.02 |
22,314 |
253,560 |
+691 |
Mar05 |
041004 |
94.95 |
94.97 |
94.93 |
94.95 |
-0.03 |
21,283 |
236,159 |
+1,132 |
Jun05 |
041004 |
94.95 |
94.96 |
94.91 |
94.94 |
-0.03 |
17,967 |
197,311 |
+1,956 |
Sep05 |
041004 |
94.93 |
94.95 |
94.89 |
94.92 |
-0.04 |
9,066 |
137,832 |
+1,146 |
Dec05 |
041004 |
94.91 |
94.93 |
94.88 |
94.90 |
-0.04 |
7,430 |
140,660 |
+348 |
Mar06 |
041004 |
94.90 |
94.90 |
94.85 |
94.88 |
-0.04 |
7,652 |
81,988 |
+1,221 |
Total Volume and Open Interest |
94,936 |
1,191,915 |
+5,896 |
3-Mth Euribor(LIFFE) |
Dec04 |
041004 |
97.775 |
97.780 |
97.765 |
97.770 |
-0.005 |
57,565 |
579,638 |
+4,933 |
Mar05 |
041004 |
97.615 |
97.620 |
97.590 |
97.600 |
-0.025 |
82,097 |
542,601 |
+2,795 |
Jun05 |
041004 |
97.455 |
97.455 |
97.410 |
97.425 |
-0.040 |
105,269 |
441,729 |
-1,660 |
Total Volume and Open Interest |
489,600 |
2,837,808 |
+10,151 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041004 |
94.59 |
94.60 |
94.58 |
94.60 |
+0.01 |
4,363 |
209,691 |
-5,229 |
Mar05 |
041004 |
94.55 |
94.56 |
94.52 |
94.53 |
-0.02 |
4,274 |
120,120 |
-1,812 |
Jun05 |
041004 |
94.49 |
94.51 |
94.47 |
94.48 |
-0.02 |
1,876 |
52,257 |
-230 |
Sep05 |
041004 |
94.44 |
94.45 |
94.43 |
94.44 |
-0.01 |
703 |
31,322 |
-204 |
Dec05 |
041004 |
94.40 |
94.40 |
94.38 |
94.39 |
-0.03 |
150 |
17,805 |
-1 |
Mar06 |
041004 |
94.35 |
94.35 |
94.35 |
94.35 |
-0.02 |
0 |
10,807 |
+0 |
Jun06 |
041004 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.02 |
0 |
8,701 |
+0 |
Sep06 |
041004 |
94.27 |
94.27 |
94.27 |
94.27 |
-0.02 |
0 |
4,268 |
+0 |
Dec06 |
041004 |
94.23 |
94.23 |
94.23 |
94.23 |
-0.03 |
0 |
2,948 |
+0 |
Mar07 |
041004 |
94.19 |
94.19 |
94.19 |
94.19 |
-0.04 |
0 |
1,972 |
+0 |
Total Volume and Open Interest |
11,366 |
462,752 |
-7,476 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041004 |
94.53 |
94.54 |
94.46 |
94.51 |
-0.03 |
13,856 |
234,498 |
-1,423 |
Mar05 |
041004 |
94.51 |
94.51 |
94.51 |
94.51 |
-0.03 |
|
|
|
Total Volume and Open Interest |
13,856 |
234,498 |
-1,423 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041004 |
94.75 |
94.76 |
94.70 |
94.73 |
-0.03 |
24,693 |
349,214 |
-21,429 |
Mar05 |
041004 |
94.73 |
94.73 |
94.73 |
94.73 |
-0.03 |
|
|
|
Total Volume and Open Interest |
24,693 |
349,214 |
-21,429 |
Gold(CMX) |
Oct04 |
041004 |
415.0 |
415.0 |
411.5 |
414.0 |
-5.5 |
167 |
759 |
-452 |
Dec04 |
041004 |
417.5 |
417.5 |
413.3 |
415.6 |
-5.6 |
46,684 |
231,561 |
+4,280 |
Feb05 |
041004 |
419.0 |
419.5 |
415.0 |
417.2 |
-5.6 |
807 |
12,274 |
-113 |
Apr05 |
041004 |
420.0 |
420.0 |
417.0 |
418.9 |
-5.5 |
259 |
4,486 |
+64 |
Jun05 |
041004 |
420.0 |
420.7 |
418.2 |
420.7 |
-5.5 |
378 |
12,293 |
-97 |
Aug05 |
041004 |
422.7 |
422.7 |
422.7 |
422.7 |
-5.4 |
0 |
6,864 |
+0 |
Oct05 |
041004 |
424.7 |
424.7 |
424.7 |
424.7 |
-5.4 |
223 |
1,113 |
+134 |
Dec05 |
041004 |
429.3 |
429.3 |
424.5 |
426.7 |
-5.4 |
62 |
7,877 |
-10 |
Feb06 |
041004 |
428.9 |
428.9 |
428.9 |
428.9 |
-5.4 |
0 |
844 |
+0 |
Apr06 |
041004 |
431.0 |
431.2 |
431.0 |
431.2 |
-5.4 |
0 |
485 |
+0 |
Jun06 |
041004 |
433.5 |
433.5 |
433.5 |
433.5 |
-5.4 |
200 |
8,264 |
-200 |
Aug06 |
041004 |
436.0 |
436.0 |
436.0 |
436.0 |
-5.4 |
200 |
200 |
-8,411 |
Total Volume and Open Interest |
48,984 |
294,142 |
+3,806 |
Silver(CMX) |
Dec04 |
041004 |
686.0 |
687.0 |
672.0 |
676.5 |
-17.8 |
15,870 |
77,816 |
+1,547 |
Mar05 |
041004 |
687.0 |
688.0 |
676.0 |
680.2 |
-17.8 |
542 |
8,125 |
+156 |
May05 |
041004 |
690.0 |
690.0 |
682.7 |
682.7 |
-17.8 |
1 |
2,010 |
+0 |
Jul05 |
041004 |
685.4 |
685.4 |
685.4 |
685.4 |
-17.8 |
2 |
1,812 |
+0 |
Sep05 |
041004 |
700.0 |
700.0 |
687.9 |
687.9 |
-17.8 |
0 |
506 |
+0 |
Dec05 |
041004 |
695.0 |
704.0 |
682.0 |
692.2 |
-17.8 |
9 |
2,994 |
+8 |
Mar06 |
041004 |
697.3 |
697.3 |
697.3 |
697.3 |
-17.8 |
|
|
|
Total Volume and Open Interest |
16,477 |
94,968 |
+1,759 |
Platinum(NYMEX) |
Oct04 |
041004 |
844.0 |
844.0 |
815.0 |
831.0 |
-30.4 |
68 |
408 |
-55 |
Jan05 |
041004 |
849.0 |
849.0 |
814.1 |
829.0 |
-31.4 |
887 |
6,284 |
-25 |
Apr05 |
041004 |
826.5 |
828.0 |
823.0 |
823.0 |
|
|
|
|
Palladium(NYMEX) |
Dec04 |
041004 |
220.00 |
220.00 |
214.50 |
217.10 |
-5.70 |
455 |
9,715 |
+22 |
Mar05 |
041004 |
225.00 |
225.00 |
219.00 |
219.10 |
-5.45 |
0 |
43 |
+0 |
Total Volume and Open Interest |
455 |
9,758 |
+22 |
Copper(CMX) |
Dec04 |
041004 |
139.05 |
139.95 |
138.10 |
139.70 |
-0.70 |
7,412 |
75,245 |
+1,285 |
Mar05 |
041004 |
132.90 |
134.10 |
132.70 |
134.00 |
-0.40 |
2,054 |
7,648 |
+747 |
May05 |
041004 |
127.90 |
128.30 |
127.90 |
128.30 |
-0.10 |
827 |
1,739 |
+52 |
Jul05 |
041004 |
123.30 |
123.30 |
123.30 |
123.30 |
+0.05 |
7 |
1,486 |
-5 |
Sep05 |
041004 |
119.60 |
120.50 |
119.60 |
119.90 |
+0.05 |
16 |
1,329 |
-7 |
Total Volume and Open Interest |
10,916 |
98,813 |
+2,132 |
Aluminum(CMX) |
Oct04 |
041004 |
89.50 |
89.50 |
89.50 |
89.50 |
+0.20 |
3 |
305 |
-2 |
Nov04 |
041004 |
89.20 |
89.20 |
89.20 |
89.20 |
+0.20 |
6 |
852 |
+6 |
Dec04 |
041004 |
88.80 |
88.80 |
88.80 |
88.80 |
+0.30 |
31 |
1,238 |
-9 |
Jan05 |
041004 |
88.30 |
88.30 |
88.30 |
88.30 |
+0.40 |
36 |
711 |
+36 |
Feb05 |
041004 |
87.70 |
87.70 |
87.70 |
87.70 |
+0.50 |
25 |
635 |
+0 |
Mar05 |
041004 |
87.20 |
87.20 |
87.20 |
87.20 |
+0.60 |
25 |
652 |
+7 |
Total Volume and Open Interest |
126 |
10,056 |
+38 |
DJIA Index(CBOT) |
Dec04 |
041004 |
10250 |
10265 |
10202 |
10207 |
+15 |
7,640 |
41,349 |
+340 |
Mar05 |
041004 |
10260 |
10260 |
10202 |
10202 |
+15 |
6 |
21 |
+5 |
Jun05 |
041004 |
10202 |
10202 |
10202 |
10202 |
+15 |
|
|
|
Total Volume and Open Interest |
7,646 |
41,371 |
+345 |
S & P 500(CME) |
Dec04 |
041004 |
1138.00 |
1141.00 |
1135.00 |
1135.50 |
+2.30 |
45,260 |
610,757 |
+4,120 |
Mar05 |
041004 |
1139.50 |
1141.50 |
1136.80 |
1136.80 |
+2.30 |
104 |
11,841 |
+135 |
Jun05 |
041004 |
1139.20 |
1139.20 |
1139.20 |
1139.20 |
+2.30 |
70 |
635 |
+19 |
Sep05 |
041004 |
1142.20 |
1142.20 |
1142.20 |
1142.20 |
+2.30 |
0 |
44 |
+0 |
Total Volume and Open Interest |
45,434 |
623,388 |
+4,274 |
S & P 500 E-Mini(Globex) |
Dec04 |
041004 |
1131.50 |
1141.25 |
1131.00 |
1135.50 |
+2.25 |
679,874 |
629,689 |
+36,161 |
Mar05 |
041004 |
1132.50 |
1141.50 |
1132.50 |
1136.75 |
+2.25 |
749 |
2,806 |
+249 |
Total Volume and Open Interest |
680,623 |
632,495 |
+36,410 |
NASDAQ 100(CME) |
Dec04 |
041004 |
1466.50 |
1477.50 |
1462.00 |
1464.00 |
+7.50 |
17,808 |
76,054 |
+736 |
Mar05 |
041004 |
1471.00 |
1471.00 |
1471.00 |
1471.00 |
+7.50 |
0 |
36 |
+0 |
Jun05 |
041004 |
1477.00 |
1477.00 |
1477.00 |
1477.00 |
+7.50 |
|
|
|
Total Volume and Open Interest |
17,808 |
76,090 |
+736 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041004 |
1456.00 |
1477.00 |
1455.50 |
1464.00 |
+7.50 |
352,629 |
259,493 |
+24,607 |
Mar05 |
041004 |
1477.00 |
1484.50 |
1471.00 |
1471.00 |
+7.50 |
257 |
1,324 |
+152 |
Total Volume and Open Interest |
352,886 |
260,817 |
+24,759 |
S & P Midcap 400(CME) |
Dec04 |
041004 |
603.00 |
608.75 |
603.00 |
604.50 |
+1.25 |
571 |
12,867 |
-35 |
Mar05 |
041004 |
605.50 |
605.50 |
604.25 |
605.50 |
+1.25 |
0 |
1 |
+0 |
Jun05 |
041004 |
605.50 |
605.50 |
604.25 |
605.50 |
+1.25 |
|
|
|
Total Volume and Open Interest |
571 |
12,868 |
-35 |
Russell 2000(CME) |
Dec04 |
041004 |
591.00 |
593.00 |
588.25 |
589.50 |
+3.40 |
1,412 |
26,956 |
+219 |
Mar05 |
041004 |
589.50 |
589.50 |
589.50 |
589.50 |
+3.40 |
|
|
|
Jun05 |
041004 |
589.50 |
589.50 |
589.50 |
589.50 |
+3.40 |
|
|
|
Total Volume and Open Interest |
1,412 |
26,956 |
+219 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041004 |
585.30 |
593.10 |
585.20 |
589.50 |
+3.40 |
67,964 |
88,555 |
+4,197 |
Mar05 |
041004 |
590.10 |
590.70 |
589.50 |
589.50 |
+3.40 |
0 |
62 |
+0 |
Total Volume and Open Interest |
67,964 |
88,617 |
+4,197 |
Nikkei 225(CME) |
Dec04 |
041004 |
11120 |
11300 |
11110 |
11285 |
+310 |
42,505 |
140,783 |
-963 |
Mar05 |
041004 |
11280 |
11280 |
11280 |
11280 |
+310 |
0 |
4 |
+0 |
Total Volume and Open Interest |
42,505 |
140,790 |
-963 |
Nikkei 225(SGX) |
Dec04 |
041004 |
11120 |
11300 |
11110 |
11285 |
+310 |
42,505 |
140,783 |
-963 |
Mar05 |
041004 |
11280 |
11280 |
11280 |
11280 |
+310 |
0 |
4 |
+0 |
Jun05 |
041004 |
11235 |
11235 |
11235 |
11235 |
+310 |
0 |
3 |
+0 |
Total Volume and Open Interest |
42,505 |
140,790 |
-963 |
CAC 40(EURONEXT) |
Oct04 |
041004 |
3746.0 |
3782.5 |
3746.0 |
3767.5 |
+35.0 |
77,484 |
332,993 |
+14,700 |
Nov04 |
041004 |
3775.0 |
3787.0 |
3773.5 |
3774.5 |
+35.0 |
669 |
8,285 |
+615 |
Dec04 |
041004 |
3759.5 |
3781.0 |
3757.0 |
3772.0 |
+34.5 |
3,405 |
124,460 |
+1,861 |
Total Volume and Open Interest |
81,563 |
474,765 |
+17,176 |
Hang Seng Index(HKFE) |
Oct04 |
041004 |
13340 |
13443 |
13325 |
13370 |
+247 |
24,053 |
105,825 |
+0 |
Nov04 |
041004 |
13290 |
13400 |
13285 |
13334 |
+247 |
221 |
127 |
+127 |
Dec04 |
041004 |
13365 |
13400 |
13329 |
13329 |
+248 |
68 |
935 |
+0 |
Total Volume and Open Interest |
24,354 |
109,533 |
+0 |
DAX(EUREX) |
Dec04 |
041004 |
4058.5 |
4078.5 |
4046.0 |
4060.0 |
+48.5 |
107,343 |
150,309 |
+1,937 |
Mar05 |
041004 |
4082.0 |
4098.5 |
4070.0 |
4083.0 |
+49.0 |
197 |
9,501 |
+170 |
Jun05 |
041004 |
4104.0 |
4108.0 |
4099.5 |
4108.0 |
+49.0 |
13 |
728 |
+199 |
Total Volume and Open Interest |
107,553 |
160,538 |
+2,306 |
FT-SE 100(EURONEXT) |
Dec04 |
041004 |
4701.00 |
4726.50 |
4698.50 |
4708.00 |
+22.50 |
93,249 |
447,880 |
+9,608 |
Mar05 |
041004 |
4721.00 |
4725.50 |
4715.50 |
4715.50 |
+23.00 |
1,323 |
12,907 |
+1,317 |
Jun05 |
041004 |
4732.50 |
4736.50 |
4730.50 |
4734.00 |
+23.00 |
249 |
6,499 |
+249 |
Total Volume and Open Interest |
94,821 |
467,286 |
+11,174 |
SPI 200(SFE) |
Dec04 |
041004 |
3697.0 |
3721.0 |
3687.0 |
3719.0 |
+41.0 |
10,822 |
163,042 |
+1,727 |
Mar05 |
041004 |
3700.0 |
3729.0 |
3699.0 |
3729.0 |
+43.0 |
53 |
2,514 |
+29 |
Jun05 |
041004 |
3709.0 |
3739.0 |
3709.0 |
3739.0 |
+43.0 |
211 |
2,990 |
+185 |
Total Volume and Open Interest |
11,098 |
171,014 |
+1,895 |
GSCI(CME) |
Oct04 |
041004 |
336.50 |
337.60 |
336.50 |
337.60 |
-2.35 |
147 |
17,029 |
+10 |
Nov04 |
041004 |
340.20 |
340.25 |
340.15 |
340.15 |
+0.15 |
15 |
225 |
-14 |
Dec04 |
041004 |
341.00 |
341.00 |
341.00 |
341.00 |
unch |
|
|
|
Total Volume and Open Interest |
162 |
17,254 |
-4 |
RJ/CRB Index(ICE) |
Nov04 |
041004 |
282.25 |
282.25 |
281.25 |
281.70 |
-3.05 |
52 |
249 |
+7 |
Jan05 |
041004 |
281.20 |
281.20 |
281.20 |
281.20 |
-3.05 |
0 |
207 |
+0 |
Feb05 |
041004 |
279.00 |
279.00 |
278.85 |
278.85 |
-3.05 |
6 |
30 |
+4 |
Total Volume and Open Interest |
58 |
586 |
+11 |
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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