|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 05, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041005 |
520.00 |
530.50 |
519.00 |
524.00 |
-1.25 |
38,895 |
137,285 |
+948 |
| Jan05 |
041005 |
528.00 |
537.25 |
527.00 |
532.50 |
-0.50 |
6,954 |
33,848 |
+1,724 |
| Mar05 |
041005 |
535.50 |
544.50 |
533.50 |
539.25 |
+0.25 |
3,968 |
24,230 |
+34 |
| May05 |
041005 |
540.00 |
550.00 |
540.00 |
546.50 |
+1.25 |
3,576 |
14,522 |
+790 |
| Jul05 |
041005 |
547.00 |
556.50 |
546.50 |
552.50 |
+0.50 |
2,574 |
10,402 |
+784 |
| Aug05 |
041005 |
549.00 |
552.00 |
549.00 |
552.00 |
+0.50 |
92 |
493 |
+30 |
| Sep05 |
041005 |
550.00 |
550.00 |
550.00 |
550.00 |
unch |
52 |
177 |
+48 |
| Total Volume and Open Interest |
56,670 |
226,221 |
+4,547 |
| Soybean Meal(CBOT) |
| Oct04 |
041005 |
155.30 |
155.40 |
152.50 |
152.60 |
-3.30 |
2,925 |
5,757 |
-883 |
| Dec04 |
041005 |
158.50 |
158.90 |
156.00 |
156.30 |
-3.10 |
10,040 |
57,533 |
+1,319 |
| Jan05 |
041005 |
160.00 |
160.00 |
157.50 |
157.60 |
-2.90 |
1,844 |
14,721 |
+289 |
| Mar05 |
041005 |
162.50 |
163.20 |
160.60 |
161.00 |
-2.10 |
2,105 |
14,558 |
+354 |
| May05 |
041005 |
165.00 |
166.00 |
163.60 |
163.60 |
-2.00 |
2,318 |
13,880 |
+566 |
| Jul05 |
041005 |
168.00 |
169.00 |
166.80 |
167.00 |
-1.50 |
2,643 |
15,446 |
+597 |
| Aug05 |
041005 |
169.50 |
170.00 |
168.00 |
168.00 |
-1.60 |
620 |
5,123 |
+349 |
| Sep05 |
041005 |
170.50 |
171.20 |
168.70 |
168.70 |
-1.50 |
295 |
3,554 |
+195 |
| Total Volume and Open Interest |
23,132 |
134,768 |
+2,894 |
| Soybean Oil(CBOT) |
| Oct04 |
041005 |
20.65 |
21.20 |
20.44 |
21.05 |
+0.36 |
1,703 |
2,868 |
-946 |
| Dec04 |
041005 |
20.68 |
21.34 |
20.55 |
21.16 |
+0.35 |
15,895 |
62,000 |
+1,907 |
| Jan05 |
041005 |
20.68 |
21.30 |
20.60 |
21.16 |
+0.33 |
4,444 |
18,857 |
+1,961 |
| Mar05 |
041005 |
20.73 |
21.30 |
20.68 |
21.18 |
+0.30 |
2,661 |
18,010 |
+926 |
| May05 |
041005 |
20.75 |
21.32 |
20.70 |
21.20 |
+0.30 |
2,176 |
10,016 |
+92 |
| Jul05 |
041005 |
20.80 |
21.35 |
20.80 |
21.22 |
+0.27 |
2,225 |
11,017 |
+468 |
| Aug05 |
041005 |
20.95 |
21.30 |
20.95 |
21.20 |
+0.25 |
444 |
4,388 |
+171 |
| Sep05 |
041005 |
21.00 |
21.25 |
21.00 |
21.15 |
+0.20 |
264 |
2,527 |
+213 |
| Total Volume and Open Interest |
30,148 |
134,526 |
+5,066 |
| Canola(WCE) |
| Nov04 |
041005 |
301.0 |
307.9 |
298.6 |
306.4 |
+2.0 |
1,960 |
34,684 |
+84 |
| Jan05 |
041005 |
307.0 |
313.0 |
304.5 |
311.6 |
+1.6 |
927 |
7,586 |
+205 |
| Mar05 |
041005 |
318.3 |
319.0 |
317.0 |
317.0 |
+1.7 |
250 |
5,019 |
+118 |
| May05 |
041005 |
321.7 |
321.7 |
321.7 |
321.7 |
+1.7 |
3 |
344 |
+3 |
| Jul05 |
041005 |
327.5 |
327.5 |
327.5 |
327.5 |
+2.5 |
0 |
263 |
+0 |
| Total Volume and Open Interest |
3,370 |
50,547 |
+597 |
| Corn(CBOT) |
| Dec04 |
041005 |
203.25 |
206.00 |
202.50 |
204.50 |
+1.75 |
40,607 |
348,681 |
+299 |
| Mar05 |
041005 |
214.00 |
216.50 |
213.50 |
215.00 |
+1.25 |
12,381 |
121,591 |
+3,515 |
| May05 |
041005 |
221.25 |
223.50 |
220.50 |
222.25 |
+1.00 |
1,853 |
39,418 |
+737 |
| Jul05 |
041005 |
228.00 |
229.75 |
227.00 |
229.00 |
+1.50 |
2,701 |
44,190 |
+852 |
| Sep05 |
041005 |
234.00 |
236.00 |
234.00 |
235.00 |
+0.75 |
523 |
11,213 |
+294 |
| Dec05 |
041005 |
242.00 |
244.00 |
241.75 |
243.25 |
+1.00 |
1,387 |
21,320 |
+808 |
| Total Volume and Open Interest |
59,494 |
588,126 |
+6,489 |
| Wheat(CBOT) |
| Dec04 |
041005 |
301.50 |
307.25 |
299.00 |
306.25 |
+3.75 |
11,410 |
121,948 |
+1,443 |
| Mar05 |
041005 |
312.50 |
319.00 |
311.00 |
318.50 |
+3.75 |
1,597 |
21,100 |
+197 |
| May05 |
041005 |
319.50 |
324.50 |
317.25 |
324.00 |
+3.50 |
942 |
3,914 |
+60 |
| Jul05 |
041005 |
324.00 |
328.00 |
321.25 |
327.25 |
+3.75 |
421 |
7,143 |
+166 |
| Sep05 |
041005 |
334.00 |
334.00 |
334.00 |
334.00 |
+4.00 |
5 |
135 |
-5 |
| Total Volume and Open Interest |
14,377 |
154,383 |
+1,861 |
| Wheat(KCBT) |
| Dec04 |
041005 |
331.00 |
337.00 |
328.25 |
335.75 |
+3.50 |
4,435 |
50,446 |
+47 |
| Mar05 |
041005 |
338.50 |
345.50 |
336.50 |
343.50 |
+3.25 |
1,438 |
13,505 |
-7 |
| May05 |
041005 |
342.75 |
346.50 |
339.50 |
345.50 |
+2.50 |
172 |
3,133 |
+52 |
| Jul05 |
041005 |
341.00 |
347.00 |
340.00 |
345.75 |
+3.25 |
779 |
3,720 |
+15 |
| Sep05 |
041005 |
350.00 |
350.00 |
350.00 |
350.00 |
+2.00 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
6,825 |
70,865 |
+106 |
| Wheat(MGE) |
| Dec04 |
041005 |
355.00 |
357.75 |
353.00 |
357.00 |
+2.00 |
3,507 |
21,098 |
-588 |
| Mar05 |
041005 |
365.00 |
368.00 |
363.50 |
367.50 |
+2.00 |
571 |
8,555 |
+160 |
| May05 |
041005 |
371.00 |
374.00 |
371.00 |
374.00 |
+3.50 |
26 |
3,335 |
+0 |
| Jul05 |
041005 |
371.00 |
374.00 |
371.00 |
374.00 |
+2.50 |
204 |
2,050 |
-130 |
| Sep05 |
041005 |
371.00 |
371.00 |
371.00 |
371.00 |
+2.00 |
309 |
572 |
+140 |
| Total Volume and Open Interest |
4,618 |
35,678 |
-417 |
| Oats(CBOT) |
| Dec04 |
041005 |
142.50 |
144.00 |
141.50 |
143.00 |
+0.25 |
973 |
4,674 |
+28 |
| Mar05 |
041005 |
149.50 |
150.50 |
149.00 |
150.50 |
+0.25 |
9 |
1,445 |
-2 |
| May05 |
041005 |
156.50 |
156.50 |
156.50 |
156.50 |
unch |
3 |
94 |
+0 |
| Jul05 |
041005 |
162.00 |
162.00 |
162.00 |
162.00 |
+1.50 |
1 |
32 |
+0 |
| Total Volume and Open Interest |
982 |
6,245 |
+26 |
| Rough Rice(CBOT) |
| Nov04 |
041005 |
7.05 |
7.14 |
7.05 |
7.11 |
+0.06 |
487 |
3,105 |
-12 |
| Jan05 |
041005 |
7.31 |
7.38 |
7.31 |
7.34 |
+0.05 |
393 |
1,415 |
+395 |
| Mar05 |
041005 |
7.58 |
7.58 |
7.57 |
7.57 |
+0.07 |
59 |
721 |
+34 |
| May05 |
041005 |
7.77 |
7.77 |
7.77 |
7.77 |
+0.09 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
939 |
5,274 |
+417 |
| Live Cattle(CME) |
| Oct04 |
041005 |
85.550 |
86.300 |
85.250 |
86.175 |
+0.350 |
6,586 |
16,794 |
+913 |
| Dec04 |
041005 |
88.000 |
88.975 |
87.775 |
88.825 |
+0.550 |
5,869 |
62,738 |
+485 |
| Feb05 |
041005 |
89.400 |
90.400 |
89.100 |
90.250 |
+0.625 |
1,632 |
16,361 |
+186 |
| Apr05 |
041005 |
86.650 |
87.600 |
86.550 |
87.550 |
+0.575 |
530 |
7,311 |
+217 |
| Jun05 |
041005 |
82.850 |
83.450 |
82.500 |
83.350 |
+0.425 |
163 |
4,569 |
+72 |
| Aug05 |
041005 |
82.700 |
83.150 |
82.350 |
83.125 |
+0.375 |
73 |
2,371 |
+20 |
| Total Volume and Open Interest |
14,858 |
110,474 |
+1,893 |
| Feeder Cattle(CME) |
| Oct04 |
041005 |
112.700 |
113.300 |
112.300 |
113.225 |
+0.325 |
906 |
5,649 |
-92 |
| Nov04 |
041005 |
110.900 |
111.900 |
110.600 |
111.750 |
+0.725 |
1,237 |
7,727 |
-16 |
| Jan05 |
041005 |
107.400 |
108.350 |
107.100 |
108.350 |
+0.750 |
355 |
3,623 |
+80 |
| Mar05 |
041005 |
103.000 |
103.500 |
102.600 |
103.450 |
+0.375 |
103 |
898 |
+28 |
| Apr05 |
041005 |
102.100 |
103.000 |
102.100 |
103.000 |
+0.500 |
48 |
289 |
+12 |
| May05 |
041005 |
102.400 |
102.750 |
102.000 |
102.750 |
+0.350 |
38 |
258 |
-7 |
| Total Volume and Open Interest |
2,687 |
18,444 |
+5 |
| Lean Hogs(CME) |
| Oct04 |
041005 |
73.750 |
73.750 |
72.350 |
72.625 |
-1.250 |
4,185 |
8,763 |
-1,486 |
| Dec04 |
041005 |
66.750 |
66.800 |
65.500 |
65.750 |
-1.000 |
7,706 |
57,720 |
-548 |
| Feb05 |
041005 |
66.100 |
66.100 |
64.750 |
65.075 |
-1.250 |
1,765 |
15,968 |
-135 |
| Apr05 |
041005 |
63.000 |
63.250 |
62.650 |
62.750 |
-0.400 |
531 |
6,180 |
+23 |
| May05 |
041005 |
62.800 |
62.800 |
62.050 |
62.175 |
-0.625 |
64 |
1,060 |
+25 |
| Jun05 |
041005 |
66.800 |
66.950 |
66.500 |
66.650 |
-0.550 |
122 |
3,044 |
+55 |
| Jul05 |
041005 |
62.750 |
63.500 |
62.400 |
63.250 |
-0.100 |
27 |
745 |
+10 |
| Aug05 |
041005 |
58.625 |
58.650 |
58.600 |
58.650 |
-0.250 |
35 |
407 |
+17 |
| Total Volume and Open Interest |
14,437 |
93,966 |
-2,038 |
| Pork Bellies(CME) |
| Feb05 |
041005 |
96.900 |
96.900 |
95.800 |
96.600 |
-0.575 |
279 |
1,123 |
-15 |
| Mar05 |
041005 |
96.000 |
96.000 |
95.600 |
95.600 |
-0.650 |
0 |
15 |
+0 |
| May05 |
041005 |
96.550 |
96.550 |
96.550 |
96.550 |
-0.025 |
0 |
5 |
+0 |
| Jul05 |
041005 |
99.000 |
99.000 |
99.000 |
99.000 |
-1.000 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
279 |
1,150 |
-15 |
| Class III Milk(CME) |
| Oct04 |
041005 |
13.95 |
14.24 |
13.91 |
14.13 |
+0.18 |
933 |
4,640 |
+568 |
| Nov04 |
041005 |
12.87 |
12.95 |
12.82 |
12.86 |
unch |
453 |
3,417 |
+257 |
| Dec04 |
041005 |
12.20 |
12.25 |
12.15 |
12.20 |
unch |
435 |
2,632 |
+207 |
| Jan05 |
041005 |
12.05 |
12.05 |
12.05 |
12.05 |
+0.02 |
42 |
1,305 |
+24 |
| Feb05 |
041005 |
12.10 |
12.10 |
12.10 |
12.10 |
unch |
138 |
1,360 |
+57 |
| Total Volume and Open Interest |
2,227 |
19,732 |
+1,238 |
| Cocoa(ICE) |
| Dec04 |
041005 |
1411 |
1437 |
1410 |
1424 |
unch |
5,078 |
45,337 |
-314 |
| Mar05 |
041005 |
1432 |
1445 |
1428 |
1442 |
+1 |
1,182 |
16,862 |
+280 |
| May05 |
041005 |
1445 |
1455 |
1443 |
1453 |
+1 |
300 |
11,322 |
+162 |
| Jul05 |
041005 |
1459 |
1465 |
1456 |
1465 |
-1 |
279 |
10,404 |
+65 |
| Sep05 |
041005 |
1473 |
1478 |
1468 |
1478 |
unch |
137 |
6,776 |
+91 |
| Dec05 |
041005 |
1485 |
1492 |
1485 |
1492 |
-1 |
58 |
7,466 |
+0 |
| Mar06 |
041005 |
1502 |
1502 |
1502 |
1502 |
-2 |
50 |
3,684 |
+0 |
| Total Volume and Open Interest |
7,026 |
110,128 |
+284 |
| Coffee "C"(ICE) |
| Dec04 |
041005 |
77.00 |
78.50 |
76.10 |
78.15 |
+1.95 |
14,532 |
63,321 |
-3,442 |
| Mar05 |
041005 |
80.00 |
81.30 |
79.25 |
81.25 |
+1.95 |
2,309 |
13,793 |
-89 |
| May05 |
041005 |
82.20 |
83.30 |
81.50 |
83.30 |
+1.95 |
607 |
3,969 |
+76 |
| Jul05 |
041005 |
84.25 |
85.10 |
83.75 |
85.10 |
+1.85 |
53 |
1,405 |
-15 |
| Sep05 |
041005 |
85.75 |
86.95 |
85.00 |
86.95 |
+1.85 |
199 |
645 |
-46 |
| Dec05 |
041005 |
88.25 |
90.00 |
88.25 |
89.65 |
+1.80 |
4 |
620 |
+2 |
| Total Volume and Open Interest |
17,709 |
83,903 |
-3,519 |
| Orange Juice(ICE) |
| Nov04 |
041005 |
87.75 |
88.00 |
83.50 |
83.70 |
-4.60 |
1,800 |
19,947 |
-53 |
| Jan05 |
041005 |
90.65 |
90.70 |
86.00 |
86.30 |
-4.45 |
1,380 |
7,718 |
+585 |
| Mar05 |
041005 |
92.60 |
92.60 |
87.80 |
88.20 |
-4.60 |
205 |
8,415 |
-26 |
| May05 |
041005 |
94.75 |
94.75 |
90.50 |
90.75 |
-4.75 |
61 |
4,600 |
+2 |
| Jul05 |
041005 |
93.05 |
93.05 |
93.05 |
93.05 |
-4.45 |
1 |
603 |
+0 |
| Sep05 |
041005 |
95.35 |
95.35 |
95.35 |
95.35 |
-4.15 |
64 |
100 |
+0 |
| Total Volume and Open Interest |
3,449 |
41,852 |
+508 |
| Sugar #11(ICE) |
| Mar05 |
041005 |
8.93 |
9.07 |
8.92 |
9.05 |
+0.12 |
15,795 |
204,367 |
-16 |
| May05 |
041005 |
9.00 |
9.08 |
8.98 |
9.07 |
+0.09 |
1,951 |
36,139 |
-98 |
| Jul05 |
041005 |
8.73 |
8.83 |
8.73 |
8.83 |
+0.12 |
815 |
22,531 |
+276 |
| Oct05 |
041005 |
8.67 |
8.77 |
8.66 |
8.76 |
+0.10 |
711 |
21,846 |
+198 |
| Mar06 |
041005 |
8.55 |
8.63 |
8.55 |
8.63 |
+0.09 |
39 |
7,199 |
-9 |
| Total Volume and Open Interest |
19,451 |
294,918 |
+415 |
| Sugar #14(ICE) |
| Nov04 |
041005 |
20.39 |
20.45 |
20.37 |
20.45 |
+0.05 |
57 |
1,435 |
-36 |
| Jan05 |
041005 |
20.36 |
20.36 |
20.30 |
20.30 |
-0.07 |
47 |
2,646 |
+26 |
| Mar05 |
041005 |
20.52 |
20.52 |
20.52 |
20.52 |
-0.03 |
27 |
2,649 |
+14 |
| May05 |
041005 |
20.63 |
20.63 |
20.63 |
20.63 |
-0.02 |
51 |
1,721 |
+45 |
| Jul05 |
041005 |
20.88 |
20.89 |
20.85 |
20.89 |
-0.02 |
23 |
1,248 |
+23 |
| Total Volume and Open Interest |
216 |
11,207 |
+76 |
| London Cocoa(LCE) |
| Dec04 |
041005 |
820 |
836 |
818 |
823 |
-5 |
1,283 |
81,736 |
-142 |
| Mar05 |
041005 |
846 |
859 |
843 |
847 |
-5 |
412 |
34,191 |
+134 |
| May05 |
041005 |
861 |
864 |
858 |
862 |
-5 |
23 |
16,607 |
+6 |
| Jul05 |
041005 |
875 |
888 |
875 |
878 |
-5 |
205 |
14,029 |
+128 |
| Sep05 |
041005 |
895 |
907 |
890 |
894 |
-5 |
41 |
24,084 |
+37 |
| Dec05 |
041005 |
900 |
902 |
900 |
902 |
-5 |
16 |
10,266 |
+1 |
| Mar06 |
041005 |
907 |
908 |
905 |
908 |
-5 |
18 |
3,125 |
+9 |
| Total Volume and Open Interest |
1,998 |
184,506 |
+173 |
| London Coffee(LCE) |
| Nov04 |
041005 |
610.00 |
625.00 |
607.00 |
624.00 |
+17.00 |
5,822 |
62,613 |
-740 |
| Jan05 |
041005 |
630.00 |
644.00 |
626.00 |
643.00 |
+17.00 |
4,011 |
35,376 |
+229 |
| Mar05 |
041005 |
649.00 |
664.00 |
649.00 |
663.00 |
+18.00 |
2,094 |
24,371 |
+311 |
| May05 |
041005 |
665.00 |
681.00 |
665.00 |
680.00 |
+19.00 |
1,183 |
15,735 |
+689 |
| Jul05 |
041005 |
676.00 |
695.00 |
676.00 |
694.00 |
+18.00 |
184 |
5,291 |
+51 |
| Sep05 |
041005 |
697.00 |
710.00 |
697.00 |
710.00 |
+17.00 |
762 |
3,469 |
+727 |
| Total Volume and Open Interest |
14,148 |
148,013 |
+1,309 |
| London Sugar(LCE) |
| Dec04 |
041005 |
240.50 |
240.90 |
238.90 |
240.90 |
+0.60 |
1,053 |
13,415 |
+363 |
| Mar05 |
041005 |
255.40 |
256.40 |
254.00 |
256.40 |
+1.50 |
459 |
19,585 |
+146 |
| May05 |
041005 |
258.80 |
261.60 |
258.50 |
261.60 |
+2.20 |
206 |
9,272 |
+83 |
| Aug05 |
041005 |
255.70 |
258.10 |
255.70 |
258.10 |
+2.40 |
50 |
4,338 |
+0 |
| Oct05 |
041005 |
255.00 |
255.00 |
255.00 |
255.00 |
+2.40 |
4 |
3,044 |
+0 |
| Total Volume and Open Interest |
1,781 |
51,921 |
+592 |
| Cotton(ICE) |
| Oct04 |
041005 |
50.00 |
50.00 |
48.87 |
48.87 |
-0.38 |
11 |
376 |
-16 |
| Dec04 |
041005 |
47.90 |
48.64 |
47.15 |
47.23 |
-0.10 |
2,968 |
43,798 |
-241 |
| Mar05 |
041005 |
49.50 |
50.35 |
49.00 |
49.15 |
-0.05 |
621 |
16,598 |
+32 |
| May05 |
041005 |
50.75 |
51.30 |
50.25 |
50.35 |
+0.10 |
195 |
4,199 |
+39 |
| Jul05 |
041005 |
51.60 |
52.30 |
51.40 |
51.40 |
+0.25 |
176 |
5,332 |
+43 |
| Oct05 |
041005 |
52.20 |
52.20 |
52.20 |
52.20 |
+0.50 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
4,007 |
72,571 |
-118 |
| Lumber(CME) |
| Nov04 |
041005 |
333.0 |
336.9 |
324.6 |
326.8 |
-6.1 |
253 |
2,641 |
-4 |
| Jan05 |
041005 |
336.9 |
339.0 |
329.7 |
330.0 |
-4.7 |
145 |
927 |
-16 |
| Mar05 |
041005 |
342.9 |
343.0 |
339.7 |
339.7 |
-3.2 |
7 |
217 |
+0 |
| May05 |
041005 |
344.0 |
348.5 |
340.5 |
348.5 |
+4.5 |
4 |
54 |
+1 |
| Total Volume and Open Interest |
409 |
3,840 |
-19 |
| Crude Oil(NYM) |
| Nov04 |
041005 |
50.60 |
51.29 |
50.51 |
51.09 |
+1.18 |
52,022 |
204,876 |
-6,101 |
| Dec04 |
041005 |
50.30 |
50.85 |
50.05 |
50.64 |
+1.13 |
36,819 |
125,944 |
+2,561 |
| Jan05 |
041005 |
49.70 |
50.20 |
49.50 |
50.03 |
+1.11 |
7,239 |
46,196 |
-136 |
| Feb05 |
041005 |
49.15 |
49.50 |
48.80 |
49.40 |
+1.07 |
3,040 |
29,134 |
+524 |
| Mar05 |
041005 |
48.25 |
48.90 |
48.20 |
48.71 |
+1.03 |
1,269 |
24,539 |
+331 |
| Apr05 |
041005 |
47.73 |
48.10 |
47.52 |
48.02 |
+0.99 |
1,924 |
14,909 |
+457 |
| May05 |
041005 |
46.85 |
47.33 |
46.84 |
47.33 |
+0.95 |
2,554 |
13,841 |
+610 |
| Jun05 |
041005 |
46.40 |
46.66 |
46.17 |
46.66 |
+0.91 |
3,616 |
26,172 |
+18 |
| Jul05 |
041005 |
45.45 |
46.03 |
45.45 |
46.03 |
+0.88 |
115 |
11,733 |
-64 |
| Aug05 |
041005 |
45.15 |
45.46 |
45.15 |
45.46 |
+0.85 |
44 |
7,116 |
-1 |
| Sep05 |
041005 |
44.94 |
44.94 |
44.94 |
44.94 |
+0.82 |
422 |
11,023 |
+378 |
| Oct05 |
041005 |
44.45 |
44.45 |
44.45 |
44.45 |
+0.79 |
262 |
5,020 |
+0 |
| Nov05 |
041005 |
43.98 |
43.98 |
43.98 |
43.98 |
+0.76 |
2 |
6,853 |
+0 |
| Dec05 |
041005 |
43.35 |
43.60 |
43.20 |
43.56 |
+0.75 |
2,310 |
45,702 |
+1,237 |
| Jan06 |
041005 |
43.14 |
43.14 |
43.14 |
43.14 |
+0.73 |
108 |
5,421 |
-40 |
| Feb06 |
041005 |
42.45 |
42.75 |
42.30 |
42.75 |
+0.73 |
90 |
2,495 |
+0 |
| Total Volume and Open Interest |
114,535 |
703,272 |
+295 |
| Heating Oil(NYM) |
| Nov04 |
041005 |
140.40 |
141.00 |
138.80 |
140.68 |
+2.12 |
13,819 |
72,221 |
-1,307 |
| Dec04 |
041005 |
140.70 |
141.30 |
139.30 |
140.89 |
+2.04 |
5,304 |
34,889 |
+435 |
| Jan05 |
041005 |
140.60 |
141.00 |
139.00 |
140.69 |
+2.09 |
1,281 |
19,003 |
+68 |
| Feb05 |
041005 |
138.80 |
139.40 |
137.30 |
138.74 |
+1.99 |
442 |
15,021 |
+114 |
| Mar05 |
041005 |
134.60 |
135.10 |
133.70 |
134.44 |
+1.94 |
296 |
15,322 |
+128 |
| Apr05 |
041005 |
129.20 |
129.20 |
128.25 |
128.84 |
+1.89 |
234 |
4,689 |
+202 |
| May05 |
041005 |
124.00 |
124.00 |
123.30 |
123.64 |
+1.84 |
8 |
3,386 |
+3 |
| Jun05 |
041005 |
120.30 |
120.70 |
119.90 |
120.09 |
+1.79 |
13 |
4,829 |
+10 |
| Jul05 |
041005 |
117.60 |
118.50 |
117.60 |
118.24 |
+1.74 |
2 |
3,923 |
+0 |
| Aug05 |
041005 |
118.30 |
118.30 |
117.85 |
118.04 |
+1.69 |
17 |
631 |
+0 |
| Sep05 |
041005 |
118.75 |
119.25 |
118.44 |
118.44 |
+1.69 |
60 |
2,270 |
+40 |
| Oct05 |
041005 |
118.99 |
118.99 |
118.99 |
118.99 |
+1.69 |
2 |
179 |
+2 |
| Total Volume and Open Interest |
21,759 |
185,765 |
-110 |
| Gasoline(NYMEX) |
| Nov04 |
041005 |
136.95 |
137.20 |
135.30 |
136.66 |
+2.97 |
17,870 |
71,013 |
-7 |
| Dec04 |
041005 |
135.00 |
135.60 |
133.75 |
135.14 |
+3.17 |
6,358 |
24,831 |
+421 |
| Jan05 |
041005 |
133.50 |
134.49 |
133.10 |
134.49 |
+3.00 |
1,416 |
13,655 |
-421 |
| Feb05 |
041005 |
133.80 |
134.74 |
133.80 |
134.74 |
+2.87 |
56 |
7,691 |
-31 |
| Mar05 |
041005 |
135.25 |
135.25 |
134.99 |
134.99 |
+2.82 |
51 |
6,042 |
+37 |
| Apr05 |
041005 |
141.25 |
141.25 |
141.24 |
141.24 |
+2.77 |
725 |
9,074 |
-196 |
| May05 |
041005 |
140.54 |
140.54 |
140.54 |
140.54 |
+2.72 |
214 |
9,300 |
+180 |
| Jun05 |
041005 |
138.00 |
138.94 |
138.00 |
138.94 |
+2.72 |
0 |
3,502 |
+0 |
| Jul05 |
041005 |
136.54 |
136.54 |
136.54 |
136.54 |
+2.57 |
50 |
2,223 |
-50 |
| Aug05 |
041005 |
133.44 |
133.44 |
133.44 |
133.44 |
+2.52 |
50 |
1,172 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041005 |
7.070 |
7.230 |
7.020 |
7.164 |
+0.439 |
21,723 |
61,133 |
-1,780 |
| Dec04 |
041005 |
8.000 |
8.145 |
7.930 |
8.104 |
+0.479 |
8,924 |
36,626 |
+950 |
| Jan05 |
041005 |
8.340 |
8.470 |
8.280 |
8.444 |
+0.449 |
4,019 |
37,631 |
+533 |
| Feb05 |
041005 |
8.280 |
8.380 |
8.220 |
8.369 |
+0.429 |
2,194 |
22,362 |
+232 |
| Mar05 |
041005 |
7.980 |
8.060 |
7.910 |
8.054 |
+0.399 |
2,739 |
22,873 |
-14 |
| Apr05 |
041005 |
6.750 |
6.804 |
6.710 |
6.804 |
+0.224 |
1,469 |
16,713 |
+70 |
| May05 |
041005 |
6.550 |
6.559 |
6.490 |
6.559 |
+0.184 |
473 |
14,420 |
+105 |
| Jun05 |
041005 |
6.550 |
6.580 |
6.510 |
6.572 |
+0.180 |
56 |
10,452 |
-24 |
| Jul05 |
041005 |
6.570 |
6.589 |
6.510 |
6.589 |
+0.177 |
30 |
13,910 |
-3 |
| Aug05 |
041005 |
6.530 |
6.604 |
6.530 |
6.604 |
+0.173 |
319 |
10,391 |
+23 |
| Sep05 |
041005 |
6.550 |
6.569 |
6.500 |
6.569 |
+0.168 |
107 |
10,058 |
+17 |
| Oct05 |
041005 |
6.580 |
6.590 |
6.510 |
6.589 |
+0.164 |
734 |
14,888 |
+144 |
| Nov05 |
041005 |
6.760 |
6.850 |
6.760 |
6.844 |
+0.164 |
149 |
8,161 |
+80 |
| Dec05 |
041005 |
6.970 |
7.090 |
6.970 |
7.079 |
+0.164 |
411 |
9,144 |
+72 |
| Jan06 |
041005 |
7.200 |
7.224 |
7.150 |
7.224 |
+0.174 |
173 |
10,728 |
+60 |
| Feb06 |
041005 |
7.050 |
7.174 |
7.050 |
7.174 |
+0.169 |
5 |
6,808 |
-996 |
| Total Volume and Open Interest |
44,633 |
377,824 |
-314 |
| Brent Crude Oil(ICE) |
| Nov04 |
041005 |
45.80 |
47.41 |
45.80 |
47.13 |
+0.94 |
43,976 |
54,852 |
-520 |
| Dec04 |
041005 |
46.00 |
46.84 |
45.75 |
46.57 |
+0.98 |
48,297 |
97,712 |
+3,905 |
| Jan05 |
041005 |
45.37 |
46.30 |
45.37 |
46.04 |
+0.99 |
12,604 |
32,926 |
+375 |
| Feb05 |
041005 |
44.11 |
45.60 |
44.11 |
45.48 |
+0.99 |
3,418 |
11,767 |
+299 |
| Mar05 |
041005 |
43.57 |
44.90 |
43.57 |
44.90 |
+0.97 |
1,285 |
14,665 |
+493 |
| Apr05 |
041005 |
43.83 |
44.32 |
43.68 |
44.32 |
+0.93 |
371 |
14,854 |
-64 |
| May05 |
041005 |
43.38 |
43.77 |
43.36 |
43.77 |
+0.88 |
222 |
4,208 |
+532 |
| Jun05 |
041005 |
42.70 |
43.46 |
42.70 |
43.27 |
+0.83 |
1,895 |
18,745 |
+103 |
| Jul05 |
041005 |
42.73 |
42.80 |
42.73 |
42.80 |
+0.80 |
50 |
5,142 |
+26 |
| Aug05 |
041005 |
42.34 |
42.34 |
42.34 |
42.34 |
+0.77 |
0 |
1,937 |
+100 |
| Sep05 |
041005 |
41.91 |
41.91 |
41.91 |
41.91 |
+0.75 |
0 |
4,309 |
+400 |
| Oct05 |
041005 |
41.51 |
41.51 |
41.51 |
41.51 |
+0.73 |
0 |
400 |
+0 |
| Dec05 |
041005 |
40.20 |
40.90 |
40.20 |
40.67 |
+0.68 |
2,755 |
41,327 |
+820 |
| Total Volume and Open Interest |
|
|
|
| Gas Oil(ICE) |
| Oct04 |
041005 |
442.00 |
447.00 |
440.00 |
445.00 |
+3.75 |
15,114 |
36,407 |
-1,524 |
| Nov04 |
041005 |
428.00 |
432.75 |
427.50 |
431.00 |
+3.00 |
19,357 |
41,597 |
+2,615 |
| Dec04 |
041005 |
419.00 |
422.75 |
418.00 |
421.25 |
+3.25 |
7,962 |
27,374 |
+1,177 |
| Jan05 |
041005 |
411.25 |
412.50 |
409.50 |
412.50 |
+3.50 |
6,408 |
11,334 |
+75 |
| Feb05 |
041005 |
401.75 |
403.75 |
400.50 |
403.50 |
+3.50 |
1,965 |
4,506 |
+0 |
| Mar05 |
041005 |
392.50 |
394.00 |
392.50 |
394.00 |
+3.50 |
100 |
4,464 |
+0 |
| Apr05 |
041005 |
382.25 |
384.00 |
382.00 |
384.00 |
+3.25 |
400 |
3,762 |
+341 |
| May05 |
041005 |
376.50 |
376.50 |
376.50 |
376.50 |
+3.25 |
0 |
2,500 |
+0 |
| Jun05 |
041005 |
372.00 |
372.00 |
371.00 |
371.00 |
+3.00 |
600 |
10,746 |
+0 |
| Jul05 |
041005 |
368.00 |
368.00 |
368.00 |
368.00 |
+2.25 |
0 |
825 |
+0 |
| Total Volume and Open Interest |
53,806 |
165,455 |
+1,584 |
| US Dollar Index(ICE) |
| Dec04 |
041005 |
88.520 |
88.640 |
88.280 |
88.290 |
-0.250 |
3,589 |
21,468 |
-1,851 |
| Mar05 |
041005 |
88.480 |
88.480 |
88.480 |
88.480 |
-0.250 |
16 |
2,342 |
+13 |
| Jun05 |
041005 |
88.670 |
88.670 |
88.670 |
88.670 |
-0.250 |
2 |
14 |
+2 |
| Total Volume and Open Interest |
3,607 |
23,824 |
-1,836 |
| Australian Dollar(CME) |
| Dec04 |
041005 |
71.86 |
72.07 |
71.78 |
72.03 |
+0.18 |
2,331 |
43,096 |
+612 |
| Mar05 |
041005 |
71.55 |
71.55 |
71.48 |
71.48 |
+0.18 |
1 |
158 |
+2 |
| Jun05 |
041005 |
70.98 |
70.98 |
70.98 |
70.98 |
+0.18 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
2,332 |
43,374 |
+614 |
| British Pound(CME) |
| Dec04 |
041005 |
177.41 |
177.62 |
177.11 |
177.38 |
-0.07 |
5,220 |
59,478 |
-108 |
| Mar05 |
041005 |
176.15 |
176.23 |
176.15 |
176.23 |
-0.07 |
0 |
27 |
+0 |
| Jun05 |
041005 |
175.23 |
175.23 |
175.23 |
175.23 |
-0.07 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,220 |
59,508 |
-108 |
| Canadian Dollar(CME) |
| Dec04 |
041005 |
78.72 |
79.29 |
78.68 |
79.23 |
+0.70 |
6,426 |
105,971 |
+706 |
| Mar05 |
041005 |
78.59 |
79.13 |
78.59 |
79.13 |
+0.70 |
158 |
1,865 |
+67 |
| Jun05 |
041005 |
78.55 |
79.05 |
78.55 |
79.05 |
+0.70 |
2 |
916 |
+2 |
| Sep05 |
041005 |
78.97 |
78.97 |
78.97 |
78.97 |
+0.70 |
0 |
361 |
+0 |
| Total Volume and Open Interest |
6,584 |
109,284 |
+775 |
| Japanese Yen(CME) |
| Dec04 |
041005 |
90.46 |
90.65 |
90.10 |
90.40 |
-0.18 |
3,514 |
108,969 |
+2,752 |
| Mar05 |
041005 |
90.85 |
90.91 |
90.85 |
90.91 |
-0.18 |
2 |
445 |
+0 |
| Jun05 |
041005 |
91.51 |
91.51 |
91.51 |
91.51 |
-0.18 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
3,514 |
109,418 |
+2,752 |
| Swiss Franc(CME) |
| Dec04 |
041005 |
79.39 |
79.57 |
79.26 |
79.54 |
+0.24 |
12,439 |
33,621 |
-3,179 |
| Mar05 |
041005 |
79.72 |
79.81 |
79.72 |
79.81 |
+0.24 |
1 |
18 |
+0 |
| Jun05 |
041005 |
80.11 |
80.11 |
80.11 |
80.11 |
+0.24 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
12,439 |
33,700 |
-3,179 |
| EuroFX(CME) |
| Dec04 |
041005 |
123.00 |
123.27 |
122.90 |
123.24 |
+0.37 |
17,084 |
130,466 |
+5,778 |
| Mar05 |
041005 |
123.05 |
123.26 |
123.05 |
123.26 |
+0.37 |
192 |
1,459 |
-45 |
| Jun05 |
041005 |
123.30 |
123.30 |
123.30 |
123.30 |
+0.37 |
0 |
134 |
+0 |
| Total Volume and Open Interest |
17,276 |
132,070 |
+5,733 |
| Mexican Peso(CME) |
| Oct04 |
041005 |
884.0 |
884.0 |
882.0 |
884.0 |
+2.0 |
|
|
|
| Nov04 |
041005 |
879.8 |
879.8 |
877.8 |
879.8 |
+2.0 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
14,936 |
77,972 |
+4,359 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041005 |
111~220 |
111~310 |
111~160 |
111~230 |
+0~010 |
203,709 |
551,863 |
-1,021 |
| Mar05 |
041005 |
110~210 |
110~270 |
110~180 |
110~210 |
+0~010 |
1,109 |
11,203 |
+759 |
| Jun05 |
041005 |
109~200 |
109~200 |
109~200 |
109~200 |
+0~010 |
4 |
94 |
+2 |
| Total Volume and Open Interest |
204,822 |
563,160 |
-260 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041005 |
112~090 |
112~130 |
112~050 |
112~105 |
+0~020 |
662,590 |
1,436,445 |
-37,899 |
| Mar05 |
041005 |
111~185 |
111~215 |
111~150 |
111~200 |
+0~020 |
10,611 |
64,602 |
+3,079 |
| Jun05 |
041005 |
110~205 |
110~205 |
110~205 |
110~205 |
+0~020 |
37 |
457 |
-125 |
| Total Volume and Open Interest |
673,201 |
1,501,504 |
-34,945 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041005 |
110~064 |
110~076 |
110~054 |
110~070 |
+0~006 |
290,994 |
1,036,988 |
+1,036,988 |
| Mar05 |
041005 |
109~084 |
109~084 |
109~084 |
109~084 |
+0~006 |
612 |
45,250 |
+45,250 |
| Jun05 |
041005 |
108~112 |
108~112 |
108~112 |
108~112 |
+0~006 |
10 |
10 |
+10 |
| Total Volume and Open Interest |
291,616 |
45,260 |
+45,260 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041005 |
105~072 |
105~078 |
105~070 |
105~074 |
+0~002 |
1,984 |
194,633 |
+1,953 |
| Total Volume and Open Interest |
1,984 |
194,633 |
+1,953 |
| Eurodollars(CME) |
| Dec04 |
041005 |
97.680 |
97.690 |
97.675 |
97.680 |
unch |
34,986 |
930,404 |
-6,637 |
| Mar05 |
041005 |
97.415 |
97.440 |
97.415 |
97.430 |
+0.015 |
31,273 |
811,206 |
-14,802 |
| Jun05 |
041005 |
97.180 |
97.220 |
97.170 |
97.205 |
+0.030 |
37,836 |
803,224 |
-7,652 |
| Sep05 |
041005 |
96.940 |
96.985 |
96.920 |
96.965 |
+0.035 |
38,691 |
630,477 |
-6,361 |
| Dec05 |
041005 |
96.685 |
96.730 |
96.675 |
96.705 |
+0.025 |
31,549 |
502,136 |
-11,305 |
| Mar06 |
041005 |
96.480 |
96.510 |
96.465 |
96.490 |
+0.015 |
26,130 |
394,703 |
+77 |
| Jun06 |
041005 |
96.300 |
96.315 |
96.285 |
96.300 |
+0.010 |
26,803 |
272,359 |
+43 |
| Sep06 |
041005 |
96.155 |
96.180 |
96.130 |
96.150 |
+0.005 |
23,190 |
216,967 |
-260 |
| Dec06 |
041005 |
96.010 |
96.030 |
95.990 |
96.005 |
+0.005 |
11,414 |
176,393 |
+3,173 |
| Mar07 |
041005 |
95.885 |
95.905 |
95.860 |
95.875 |
unch |
11,259 |
154,550 |
-1,087 |
| Jun07 |
041005 |
95.745 |
95.780 |
95.735 |
95.750 |
unch |
18,626 |
141,731 |
+3,957 |
| Sep07 |
041005 |
95.630 |
95.660 |
95.615 |
95.630 |
unch |
14,767 |
103,383 |
-2,969 |
| Dec07 |
041005 |
95.510 |
95.515 |
95.495 |
95.510 |
unch |
6,525 |
85,187 |
+385 |
| Mar08 |
041005 |
95.415 |
95.415 |
95.395 |
95.410 |
unch |
4,944 |
76,642 |
+543 |
| Jun08 |
041005 |
95.305 |
95.320 |
95.285 |
95.300 |
unch |
7,294 |
74,661 |
+691 |
| Sep08 |
041005 |
95.205 |
95.205 |
95.185 |
95.200 |
unch |
8,279 |
62,900 |
+109 |
| Dec08 |
041005 |
95.085 |
95.095 |
95.075 |
95.090 |
-0.005 |
6,415 |
54,638 |
-892 |
| Mar09 |
041005 |
95.010 |
95.010 |
94.985 |
95.000 |
-0.005 |
4,703 |
42,070 |
+421 |
| Total Volume and Open Interest |
360,621 |
5,747,169 |
-39,296 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041005 |
98.240 |
98.250 |
98.240 |
98.250 |
unch |
2,206 |
99,791 |
+347 |
| Nov04 |
041005 |
98.100 |
98.110 |
98.100 |
98.100 |
unch |
2,143 |
108,161 |
+2,299 |
| Dec04 |
041005 |
97.950 |
97.950 |
97.940 |
97.940 |
unch |
1,415 |
113,203 |
+1,469 |
| Jan05 |
041005 |
97.890 |
97.890 |
97.890 |
97.890 |
unch |
1,120 |
80,394 |
+1,633 |
| Feb05 |
041005 |
97.720 |
97.730 |
97.720 |
97.720 |
unch |
380 |
17,791 |
+679 |
| Mar05 |
041005 |
97.650 |
97.670 |
97.650 |
97.670 |
+0.020 |
230 |
4,853 |
+82 |
| Total Volume and Open Interest |
7,494 |
424,240 |
+6,509 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041005 |
98.245 |
98.250 |
98.240 |
98.245 |
unch |
6,327 |
0 |
+0 |
| Nov04 |
041005 |
98.100 |
98.100 |
98.100 |
98.100 |
unch |
6,534 |
0 |
+0 |
| Dec04 |
041005 |
97.945 |
97.950 |
97.945 |
97.950 |
+0.005 |
5,162 |
0 |
+0 |
| Jan05 |
041005 |
97.885 |
97.895 |
97.885 |
97.890 |
unch |
7,390 |
0 |
+0 |
| Feb05 |
041005 |
97.720 |
97.725 |
97.720 |
97.725 |
+0.005 |
2,222 |
0 |
+0 |
| Mar05 |
041005 |
97.650 |
97.665 |
97.650 |
97.665 |
+0.015 |
94 |
0 |
+0 |
| Total Volume and Open Interest |
27,730 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041005 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
65 |
10,544 |
-600 |
| Mar05 |
041005 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
231 |
29,953 |
+2,608 |
| Jun05 |
041005 |
99.84 |
99.84 |
99.84 |
99.84 |
+0.01 |
452 |
17,759 |
+1,958 |
| Sep05 |
041005 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
38 |
8,183 |
-66 |
| Dec05 |
041005 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
110 |
4,494 |
+125 |
| Mar06 |
041005 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
10,054 |
-248 |
| Jun06 |
041005 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
2,246 |
+0 |
| Sep06 |
041005 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
2,154 |
+0 |
| Dec06 |
041005 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041005 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
896 |
86,741 |
+3,777 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041005 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.00 |
113 |
58,462 |
-161 |
| Mar05 |
041005 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.00 |
3,382 |
82,029 |
+1,785 |
| Jun05 |
041005 |
99.82 |
99.84 |
99.82 |
99.83 |
+0.00 |
2,015 |
76,740 |
+5,460 |
| Sep05 |
041005 |
99.75 |
99.76 |
99.75 |
99.76 |
+0.01 |
1,434 |
41,304 |
+821 |
| Dec05 |
041005 |
99.67 |
99.68 |
99.67 |
99.68 |
+0.01 |
2,460 |
33,698 |
-480 |
| Mar06 |
041005 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.00 |
463 |
33,195 |
+217 |
| Jun06 |
041005 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
11 |
15,780 |
+209 |
| Sep06 |
041005 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.00 |
300 |
6,245 |
+0 |
| Total Volume and Open Interest |
10,178 |
360,289 |
+7,846 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041005 |
137.20 |
137.26 |
136.77 |
136.95 |
-0.16 |
2,459 |
29,588 |
-907 |
| Mar05 |
041005 |
135.97 |
135.97 |
135.97 |
135.97 |
-0.22 |
|
|
|
| Jun05 |
041005 |
135.97 |
135.97 |
135.97 |
135.97 |
-0.22 |
|
|
|
| Total Volume and Open Interest |
2,459 |
29,588 |
-907 |
| Euro-Bund(EUREX) |
| Dec04 |
041005 |
115.34 |
115.70 |
115.32 |
115.59 |
+0.27 |
884,491 |
1,251,832 |
+24,246 |
| Mar05 |
041005 |
114.63 |
114.95 |
114.63 |
114.87 |
+0.27 |
626 |
10,608 |
+516 |
| Jun05 |
041005 |
114.09 |
114.09 |
114.09 |
114.09 |
+0.27 |
875 |
240 |
+0 |
| Total Volume and Open Interest |
885,992 |
1,262,680 |
+24,762 |
| Euro-Bobl(EUREX) |
| Dec04 |
041005 |
111.27 |
111.52 |
111.27 |
111.46 |
+0.20 |
495,522 |
803,288 |
+3,737 |
| Mar05 |
041005 |
111.11 |
111.11 |
111.11 |
111.11 |
+0.20 |
1,074 |
1,828 |
+0 |
| Jun05 |
041005 |
110.31 |
110.31 |
110.31 |
110.31 |
+0.05 |
1,961 |
400 |
+0 |
| Total Volume and Open Interest |
498,557 |
805,516 |
+3,737 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041005 |
97.775 |
97.780 |
97.770 |
97.780 |
+0.010 |
2,125 |
9,537 |
+1,483 |
| Mar05 |
041005 |
97.605 |
97.625 |
97.605 |
97.625 |
+0.030 |
382 |
6,134 |
+110 |
| Jun05 |
041005 |
97.430 |
97.460 |
97.430 |
97.460 |
+0.040 |
92 |
4,041 |
-9 |
| Total Volume and Open Interest |
2,713 |
25,932 |
+1,594 |
| Long Gilt(LIFFE) |
| Dec04 |
041005 |
107~11 |
107~22 |
107~10 |
107~20 |
+0~12 |
35,801 |
219,831 |
-1,777 |
| Mar05 |
041005 |
108~30 |
108~30 |
108~30 |
108~30 |
+0~15 |
|
|
|
| Total Volume and Open Interest |
35,801 |
219,831 |
-1,777 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041005 |
95.01 |
95.03 |
95.00 |
95.02 |
+0.02 |
28,316 |
249,291 |
-4,269 |
| Mar05 |
041005 |
94.95 |
94.99 |
94.94 |
94.97 |
+0.02 |
28,469 |
236,194 |
+35 |
| Jun05 |
041005 |
94.95 |
94.98 |
94.93 |
94.96 |
+0.02 |
22,076 |
195,669 |
-1,642 |
| Sep05 |
041005 |
94.93 |
94.97 |
94.92 |
94.95 |
+0.03 |
17,106 |
137,135 |
-697 |
| Dec05 |
041005 |
94.90 |
94.95 |
94.90 |
94.93 |
+0.03 |
11,061 |
140,298 |
-362 |
| Mar06 |
041005 |
94.89 |
94.92 |
94.88 |
94.91 |
+0.03 |
5,629 |
82,029 |
+41 |
| Total Volume and Open Interest |
126,605 |
1,189,687 |
-2,228 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041005 |
97.770 |
97.780 |
97.765 |
97.775 |
+0.005 |
59,830 |
585,559 |
+5,921 |
| Mar05 |
041005 |
97.600 |
97.625 |
97.595 |
97.620 |
+0.020 |
77,132 |
538,764 |
-3,837 |
| Jun05 |
041005 |
97.430 |
97.470 |
97.425 |
97.460 |
+0.035 |
105,709 |
434,130 |
-7,599 |
| Total Volume and Open Interest |
473,983 |
2,823,441 |
-14,367 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041005 |
94.59 |
94.61 |
94.58 |
94.60 |
unch |
17,077 |
218,954 |
+9,263 |
| Mar05 |
041005 |
94.53 |
94.56 |
94.52 |
94.55 |
+0.02 |
7,838 |
121,586 |
+1,466 |
| Jun05 |
041005 |
94.48 |
94.51 |
94.47 |
94.50 |
+0.02 |
1,532 |
51,976 |
-281 |
| Sep05 |
041005 |
94.44 |
94.48 |
94.43 |
94.46 |
+0.02 |
1,007 |
31,958 |
+636 |
| Dec05 |
041005 |
94.41 |
94.42 |
94.41 |
94.42 |
+0.03 |
250 |
17,950 |
+145 |
| Mar06 |
041005 |
94.37 |
94.37 |
94.37 |
94.37 |
+0.02 |
60 |
10,867 |
+60 |
| Jun06 |
041005 |
94.33 |
94.34 |
94.33 |
94.34 |
+0.02 |
620 |
8,711 |
+10 |
| Sep06 |
041005 |
94.28 |
94.30 |
94.28 |
94.30 |
+0.03 |
32 |
4,288 |
+20 |
| Dec06 |
041005 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.02 |
0 |
2,948 |
+0 |
| Mar07 |
041005 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.01 |
0 |
1,972 |
+0 |
| Total Volume and Open Interest |
28,436 |
474,091 |
+11,339 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041005 |
94.51 |
94.55 |
94.47 |
94.51 |
unch |
17,184 |
235,648 |
+1,150 |
| Mar05 |
041005 |
94.51 |
94.51 |
94.51 |
94.51 |
unch |
|
|
|
| Total Volume and Open Interest |
17,184 |
235,648 |
+1,150 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041005 |
94.73 |
94.76 |
94.70 |
94.74 |
+0.01 |
25,411 |
344,275 |
-4,939 |
| Mar05 |
041005 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
25,411 |
344,275 |
-4,939 |
| Gold(CMX) |
| Oct04 |
041005 |
415.3 |
419.3 |
415.0 |
418.2 |
+4.2 |
327 |
889 |
+130 |
| Dec04 |
041005 |
417.5 |
421.5 |
416.7 |
419.8 |
+4.2 |
50,060 |
229,224 |
-2,337 |
| Feb05 |
041005 |
418.8 |
423.0 |
418.0 |
421.4 |
+4.2 |
524 |
12,234 |
-40 |
| Apr05 |
041005 |
424.5 |
425.4 |
423.1 |
423.1 |
+4.2 |
50 |
4,517 |
+31 |
| Jun05 |
041005 |
422.0 |
426.0 |
422.0 |
424.9 |
+4.2 |
36 |
12,280 |
-13 |
| Aug05 |
041005 |
425.0 |
426.9 |
425.0 |
426.9 |
+4.2 |
0 |
6,864 |
+0 |
| Oct05 |
041005 |
428.9 |
428.9 |
428.9 |
428.9 |
+4.2 |
223 |
1,113 |
+0 |
| Dec05 |
041005 |
428.5 |
433.3 |
428.5 |
430.9 |
+4.2 |
207 |
7,900 |
+23 |
| Feb06 |
041005 |
433.1 |
433.1 |
433.1 |
433.1 |
+4.2 |
0 |
844 |
+0 |
| Apr06 |
041005 |
435.4 |
435.4 |
435.4 |
435.4 |
+4.2 |
0 |
485 |
+0 |
| Jun06 |
041005 |
437.7 |
437.7 |
437.7 |
437.7 |
+4.2 |
200 |
8,264 |
+0 |
| Aug06 |
041005 |
440.2 |
440.2 |
440.2 |
440.2 |
+4.2 |
200 |
200 |
+0 |
| Total Volume and Open Interest |
51,206 |
291,938 |
-2,204 |
| Silver(CMX) |
| Dec04 |
041005 |
681.0 |
713.5 |
680.0 |
710.2 |
+33.7 |
15,213 |
76,809 |
-1,007 |
| Mar05 |
041005 |
685.0 |
717.0 |
685.0 |
713.9 |
+33.7 |
1,953 |
9,693 |
+1,568 |
| May05 |
041005 |
685.0 |
719.5 |
685.0 |
716.3 |
+33.6 |
10 |
2,006 |
-4 |
| Jul05 |
041005 |
718.9 |
718.9 |
718.9 |
718.9 |
+33.5 |
2 |
1,812 |
+0 |
| Sep05 |
041005 |
721.2 |
721.2 |
721.2 |
721.2 |
+33.3 |
0 |
506 |
+0 |
| Dec05 |
041005 |
700.0 |
727.0 |
697.5 |
725.2 |
+33.0 |
54 |
3,026 |
+32 |
| Mar06 |
041005 |
730.3 |
730.3 |
730.3 |
730.3 |
+33.0 |
|
|
|
| Total Volume and Open Interest |
17,230 |
95,508 |
+540 |
| Platinum(NYMEX) |
| Oct04 |
041005 |
845.0 |
845.0 |
835.0 |
841.2 |
+10.2 |
117 |
349 |
-59 |
| Jan05 |
041005 |
836.5 |
843.0 |
834.0 |
839.2 |
+10.2 |
3,364 |
5,845 |
-439 |
| Apr05 |
041005 |
833.2 |
833.2 |
833.2 |
833.2 |
+10.2 |
3 |
3 |
|
| Total Volume and Open Interest |
3,484 |
6,197 |
|
| Palladium(NYMEX) |
| Dec04 |
041005 |
218.70 |
225.80 |
217.90 |
224.95 |
+7.85 |
664 |
9,533 |
-182 |
| Mar05 |
041005 |
224.00 |
226.95 |
224.00 |
226.95 |
+7.85 |
12 |
54 |
+11 |
| Total Volume and Open Interest |
676 |
9,587 |
-171 |
| Copper(CMX) |
| Dec04 |
041005 |
140.10 |
140.50 |
138.90 |
140.15 |
+0.45 |
5,481 |
75,863 |
+618 |
| Mar05 |
041005 |
134.00 |
134.50 |
133.50 |
134.30 |
+0.30 |
333 |
7,785 |
+137 |
| May05 |
041005 |
127.75 |
128.40 |
127.50 |
128.40 |
+0.10 |
504 |
1,746 |
+7 |
| Jul05 |
041005 |
122.50 |
123.40 |
122.50 |
123.40 |
+0.10 |
7 |
1,486 |
+0 |
| Sep05 |
041005 |
119.50 |
119.90 |
119.50 |
119.90 |
unch |
101 |
1,410 |
+81 |
| Total Volume and Open Interest |
6,848 |
99,775 |
+962 |
| Aluminum(CMX) |
| Oct04 |
041005 |
89.60 |
89.60 |
89.60 |
89.60 |
+0.10 |
2 |
286 |
-19 |
| Nov04 |
041005 |
89.10 |
89.30 |
89.10 |
89.30 |
+0.10 |
114 |
763 |
-89 |
| Dec04 |
041005 |
88.60 |
89.00 |
88.60 |
89.00 |
+0.20 |
42 |
1,243 |
+5 |
| Jan05 |
041005 |
88.45 |
88.45 |
88.45 |
88.45 |
+0.15 |
0 |
711 |
+0 |
| Feb05 |
041005 |
87.80 |
87.80 |
87.80 |
87.80 |
+0.10 |
0 |
635 |
+0 |
| Mar05 |
041005 |
87.30 |
87.30 |
87.30 |
87.30 |
+0.10 |
0 |
652 |
+0 |
| Total Volume and Open Interest |
158 |
9,953 |
-103 |
| DJIA Index(CBOT) |
| Dec04 |
041005 |
10215 |
10225 |
10152 |
10178 |
-29 |
6,251 |
41,312 |
-37 |
| Mar05 |
041005 |
10173 |
10173 |
10173 |
10173 |
-29 |
7 |
17 |
-4 |
| Jun05 |
041005 |
10173 |
10173 |
10173 |
10173 |
-29 |
|
|
|
| Total Volume and Open Interest |
6,258 |
41,330 |
-41 |
| S & P 500(CME) |
| Dec04 |
041005 |
1135.70 |
1138.50 |
1132.30 |
1136.40 |
+0.90 |
33,371 |
611,821 |
+1,064 |
| Mar05 |
041005 |
1137.70 |
1137.70 |
1137.70 |
1137.70 |
+0.90 |
132 |
11,735 |
-106 |
| Jun05 |
041005 |
1140.00 |
1140.00 |
1140.00 |
1140.00 |
+0.80 |
183 |
632 |
-3 |
| Sep05 |
041005 |
1143.00 |
1143.00 |
1143.00 |
1143.00 |
+0.80 |
1 |
44 |
+0 |
| Total Volume and Open Interest |
33,688 |
624,344 |
+956 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041005 |
1135.25 |
1140.00 |
1132.25 |
1136.50 |
+1.00 |
570,055 |
653,867 |
+24,178 |
| Mar05 |
041005 |
1137.50 |
1139.75 |
1134.50 |
1137.75 |
+1.00 |
428 |
2,915 |
+109 |
| Total Volume and Open Interest |
570,483 |
656,782 |
+24,287 |
| NASDAQ 100(CME) |
| Dec04 |
041005 |
1461.50 |
1473.00 |
1458.50 |
1468.00 |
+4.00 |
12,429 |
76,778 |
+724 |
| Mar05 |
041005 |
1475.00 |
1475.00 |
1475.00 |
1475.00 |
+4.00 |
0 |
36 |
+0 |
| Jun05 |
041005 |
1481.00 |
1481.00 |
1481.00 |
1481.00 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
12,429 |
76,814 |
+724 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041005 |
1464.50 |
1472.00 |
1458.50 |
1468.00 |
+4.00 |
249,580 |
258,030 |
-1,463 |
| Mar05 |
041005 |
1475.00 |
1479.50 |
1468.00 |
1475.00 |
+4.00 |
429 |
1,679 |
+355 |
| Total Volume and Open Interest |
250,009 |
259,709 |
-1,108 |
| S & P Midcap 400(CME) |
| Dec04 |
041005 |
603.75 |
605.75 |
602.00 |
603.90 |
-0.60 |
173 |
12,839 |
-28 |
| Mar05 |
041005 |
604.90 |
604.90 |
604.90 |
604.90 |
-0.60 |
0 |
1 |
+0 |
| Jun05 |
041005 |
604.90 |
604.90 |
604.90 |
604.90 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
172 |
12,840 |
-28 |
| Russell 2000(CME) |
| Dec04 |
041005 |
589.50 |
591.00 |
586.50 |
589.00 |
-0.50 |
1,162 |
27,453 |
+497 |
| Mar05 |
041005 |
589.00 |
589.00 |
589.00 |
589.00 |
-0.50 |
|
|
|
| Jun05 |
041005 |
589.00 |
589.00 |
589.00 |
589.00 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
1,162 |
27,453 |
+497 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041005 |
590.10 |
592.60 |
586.40 |
589.00 |
-0.50 |
57,215 |
90,081 |
+1,526 |
| Mar05 |
041005 |
589.00 |
589.00 |
589.00 |
589.00 |
-0.50 |
4 |
64 |
+2 |
| Total Volume and Open Interest |
57,219 |
90,145 |
+1,528 |
| Nikkei 225(CME) |
| Dec04 |
041005 |
11310 |
11310 |
11245 |
11275 |
-10 |
21,268 |
150,533 |
+9,750 |
| Mar05 |
041005 |
11270 |
11270 |
11270 |
11270 |
-10 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
21,268 |
150,540 |
+9,750 |
| Nikkei 225(SGX) |
| Dec04 |
041005 |
11310 |
11310 |
11245 |
11275 |
-10 |
21,268 |
150,533 |
+9,750 |
| Mar05 |
041005 |
11270 |
11270 |
11270 |
11270 |
-10 |
0 |
4 |
+0 |
| Jun05 |
041005 |
11225 |
11225 |
11225 |
11225 |
-10 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
21,268 |
150,540 |
+9,750 |
| CAC 40(EURONEXT) |
| Oct04 |
041005 |
3767.0 |
3786.5 |
3756.5 |
3771.5 |
+4.0 |
63,863 |
344,139 |
+11,146 |
| Nov04 |
041005 |
3769.5 |
3791.0 |
3764.5 |
3778.5 |
+4.0 |
135 |
8,312 |
+27 |
| Dec04 |
041005 |
3773.5 |
3788.0 |
3762.0 |
3776.0 |
+4.0 |
2,522 |
126,388 |
+1,928 |
| Total Volume and Open Interest |
66,550 |
487,866 |
+13,101 |
| Hang Seng Index(HKFE) |
| Oct04 |
041005 |
13385 |
13411 |
13348 |
13398 |
+28 |
16,032 |
112,827 |
+7,002 |
| Nov04 |
041005 |
13360 |
13370 |
13317 |
13361 |
+27 |
408 |
245 |
+118 |
| Dec04 |
041005 |
13329 |
13363 |
13314 |
13357 |
+28 |
30 |
942 |
+7 |
| Total Volume and Open Interest |
16,476 |
116,655 |
+7,122 |
| DAX(EUREX) |
| Dec04 |
041005 |
4060.0 |
4097.0 |
4041.0 |
4060.0 |
unch |
127,828 |
156,615 |
+6,306 |
| Mar05 |
041005 |
4073.5 |
4117.0 |
4064.0 |
4083.0 |
unch |
65 |
9,463 |
-38 |
| Jun05 |
041005 |
4102.5 |
4143.5 |
4100.5 |
4109.5 |
+1.5 |
70 |
739 |
+11 |
| Total Volume and Open Interest |
127,963 |
166,817 |
+6,279 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041005 |
4710.50 |
4740.00 |
4700.00 |
4725.50 |
+17.50 |
67,393 |
449,573 |
+1,693 |
| Mar05 |
041005 |
4736.00 |
4742.00 |
4733.00 |
4733.00 |
+17.50 |
22 |
12,928 |
+21 |
| Jun05 |
041005 |
4737.50 |
4761.50 |
4736.00 |
4752.00 |
+18.00 |
350 |
6,849 |
+350 |
| Total Volume and Open Interest |
67,765 |
469,350 |
+2,064 |
| SPI 200(SFE) |
| Dec04 |
041005 |
3713.0 |
3719.0 |
3708.0 |
3716.0 |
-3.0 |
8,692 |
160,002 |
-3,040 |
| Mar05 |
041005 |
3722.0 |
3727.0 |
3722.0 |
3725.0 |
-4.0 |
80 |
2,576 |
+62 |
| Jun05 |
041005 |
3730.0 |
3734.0 |
3730.0 |
3734.0 |
-5.0 |
8 |
2,997 |
+7 |
| Total Volume and Open Interest |
8,783 |
168,044 |
-2,970 |
| GSCI(CME) |
| Oct04 |
041005 |
342.75 |
345.75 |
342.20 |
344.40 |
+6.80 |
53 |
17,021 |
-8 |
| Nov04 |
041005 |
347.20 |
347.20 |
347.20 |
347.20 |
+7.05 |
15 |
240 |
+15 |
| Dec04 |
041005 |
348.00 |
348.00 |
348.00 |
348.00 |
+7.00 |
|
|
|
| Total Volume and Open Interest |
68 |
17,261 |
+7 |
| RJ/CRB Index(ICE) |
| Nov04 |
041005 |
284.00 |
286.25 |
283.00 |
284.50 |
+2.80 |
16 |
252 |
+3 |
| Jan05 |
041005 |
282.50 |
283.50 |
282.50 |
283.50 |
+2.30 |
0 |
207 |
+0 |
| Feb05 |
041005 |
280.00 |
281.50 |
280.00 |
281.50 |
+2.65 |
3 |
32 |
+2 |
| Total Volume and Open Interest |
19 |
591 |
+5 |
|
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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