|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed October 06, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov04 |
041006 |
522.50 |
533.50 |
521.50 |
526.25 |
+2.25 |
47,883 |
138,964 |
+1,679 |
Jan05 |
041006 |
530.50 |
541.00 |
529.00 |
534.00 |
+1.50 |
9,865 |
36,134 |
+2,286 |
Mar05 |
041006 |
537.50 |
548.00 |
537.00 |
541.00 |
+1.75 |
3,944 |
24,951 |
+721 |
May05 |
041006 |
543.50 |
554.00 |
543.50 |
547.75 |
+1.25 |
2,395 |
14,993 |
+471 |
Jul05 |
041006 |
550.00 |
560.00 |
549.50 |
554.25 |
+1.75 |
1,675 |
10,472 |
+70 |
Aug05 |
041006 |
556.00 |
556.00 |
556.00 |
556.00 |
+4.00 |
26 |
499 |
+6 |
Sep05 |
041006 |
555.00 |
555.00 |
555.00 |
555.00 |
+5.00 |
52 |
177 |
+0 |
Total Volume and Open Interest |
66,261 |
231,567 |
+5,346 |
Soybean Meal(CBOT) |
Oct04 |
041006 |
152.70 |
155.20 |
152.30 |
153.50 |
+0.90 |
3,325 |
4,649 |
-1,108 |
Dec04 |
041006 |
156.00 |
158.80 |
155.80 |
156.70 |
+0.40 |
20,719 |
58,877 |
+1,344 |
Jan05 |
041006 |
157.50 |
160.00 |
157.30 |
158.00 |
+0.40 |
2,953 |
15,558 |
+837 |
Mar05 |
041006 |
161.00 |
163.20 |
160.50 |
161.40 |
+0.40 |
3,383 |
15,444 |
+886 |
May05 |
041006 |
163.80 |
166.00 |
163.70 |
164.20 |
+0.60 |
3,107 |
14,225 |
+345 |
Jul05 |
041006 |
167.00 |
169.00 |
166.80 |
167.00 |
unch |
1,440 |
15,729 |
+283 |
Aug05 |
041006 |
168.20 |
170.20 |
168.00 |
168.20 |
+0.20 |
373 |
5,346 |
+223 |
Sep05 |
041006 |
169.50 |
171.00 |
168.70 |
168.70 |
unch |
84 |
3,588 |
+34 |
Total Volume and Open Interest |
35,765 |
137,609 |
+2,841 |
Soybean Oil(CBOT) |
Oct04 |
041006 |
21.10 |
21.38 |
21.00 |
21.00 |
-0.05 |
2,311 |
2,375 |
-493 |
Dec04 |
041006 |
21.12 |
21.57 |
21.05 |
21.09 |
-0.07 |
16,897 |
62,109 |
+109 |
Jan05 |
041006 |
21.09 |
21.52 |
21.08 |
21.13 |
-0.03 |
3,216 |
19,183 |
+326 |
Mar05 |
041006 |
21.08 |
21.55 |
21.08 |
21.16 |
-0.02 |
2,205 |
18,559 |
+549 |
May05 |
041006 |
21.12 |
21.58 |
21.12 |
21.15 |
-0.05 |
1,822 |
10,400 |
+384 |
Jul05 |
041006 |
21.15 |
21.58 |
21.12 |
21.19 |
-0.03 |
766 |
11,007 |
-10 |
Aug05 |
041006 |
21.15 |
21.47 |
21.15 |
21.15 |
-0.05 |
109 |
4,405 |
+17 |
Sep05 |
041006 |
21.13 |
21.40 |
21.08 |
21.08 |
-0.07 |
39 |
2,539 |
+12 |
Total Volume and Open Interest |
27,437 |
135,461 |
+935 |
Canola(WCE) |
Nov04 |
041006 |
305.0 |
309.6 |
303.4 |
306.9 |
+0.5 |
7,002 |
34,449 |
-235 |
Jan05 |
041006 |
308.5 |
314.8 |
308.5 |
312.2 |
+0.6 |
2,995 |
9,566 |
+1,980 |
Mar05 |
041006 |
318.5 |
320.5 |
317.2 |
317.2 |
+0.2 |
153 |
5,021 |
+2 |
May05 |
041006 |
322.1 |
322.1 |
322.1 |
322.1 |
+0.4 |
3 |
344 |
+0 |
Jul05 |
041006 |
328.8 |
328.8 |
328.8 |
328.8 |
+1.3 |
68 |
195 |
-68 |
Total Volume and Open Interest |
10,561 |
52,567 |
+2,020 |
Corn(CBOT) |
Dec04 |
041006 |
203.25 |
209.00 |
203.25 |
207.25 |
+2.75 |
39,637 |
346,512 |
-2,169 |
Mar05 |
041006 |
214.00 |
219.00 |
214.00 |
218.00 |
+3.00 |
8,989 |
122,377 |
+786 |
May05 |
041006 |
221.25 |
225.75 |
221.25 |
224.75 |
+2.50 |
2,007 |
39,913 |
+495 |
Jul05 |
041006 |
227.50 |
232.25 |
227.25 |
231.50 |
+2.50 |
2,395 |
44,466 |
+276 |
Sep05 |
041006 |
234.50 |
238.75 |
234.50 |
237.50 |
+2.50 |
382 |
11,276 |
+63 |
Dec05 |
041006 |
242.00 |
245.25 |
242.00 |
245.00 |
+1.75 |
1,595 |
22,059 |
+739 |
Total Volume and Open Interest |
55,061 |
588,372 |
+246 |
Wheat(CBOT) |
Dec04 |
041006 |
304.50 |
307.50 |
301.00 |
302.00 |
-4.25 |
16,348 |
121,136 |
-812 |
Mar05 |
041006 |
317.00 |
319.00 |
312.75 |
314.00 |
-4.50 |
2,959 |
21,701 |
+601 |
May05 |
041006 |
323.00 |
324.50 |
319.00 |
319.50 |
-4.50 |
140 |
3,880 |
-34 |
Jul05 |
041006 |
325.50 |
329.25 |
323.50 |
324.00 |
-3.25 |
743 |
7,345 |
+202 |
Sep05 |
041006 |
331.00 |
331.00 |
331.00 |
331.00 |
-3.00 |
5 |
135 |
+0 |
Total Volume and Open Interest |
20,191 |
154,341 |
-42 |
Wheat(KCBT) |
Dec04 |
041006 |
335.00 |
337.00 |
329.00 |
331.00 |
-4.75 |
5,889 |
50,374 |
-72 |
Mar05 |
041006 |
343.00 |
344.00 |
338.00 |
338.50 |
-5.00 |
2,295 |
13,444 |
-61 |
May05 |
041006 |
346.00 |
346.00 |
341.50 |
341.50 |
-4.00 |
48 |
3,080 |
-53 |
Jul05 |
041006 |
345.00 |
346.50 |
340.00 |
340.00 |
-5.75 |
680 |
3,955 |
+235 |
Sep05 |
041006 |
348.00 |
348.00 |
348.00 |
348.00 |
-2.00 |
2 |
50 |
+2 |
Total Volume and Open Interest |
8,914 |
70,916 |
+51 |
Wheat(MGE) |
Dec04 |
041006 |
357.00 |
359.00 |
353.50 |
355.75 |
-1.25 |
3,030 |
20,904 |
-194 |
Mar05 |
041006 |
367.25 |
369.25 |
364.50 |
366.00 |
-1.50 |
448 |
8,786 |
+231 |
May05 |
041006 |
373.50 |
375.00 |
371.00 |
371.00 |
-3.00 |
98 |
3,316 |
-19 |
Jul05 |
041006 |
375.00 |
375.00 |
371.50 |
371.50 |
-2.50 |
92 |
2,076 |
+26 |
Sep05 |
041006 |
372.00 |
372.00 |
369.00 |
369.00 |
-2.00 |
25 |
590 |
+18 |
Total Volume and Open Interest |
3,693 |
35,740 |
+62 |
Oats(CBOT) |
Dec04 |
041006 |
140.25 |
145.00 |
140.00 |
144.75 |
+1.75 |
410 |
4,691 |
+17 |
Mar05 |
041006 |
147.50 |
151.75 |
147.50 |
151.50 |
+1.00 |
20 |
1,458 |
+13 |
May05 |
041006 |
156.50 |
156.50 |
156.50 |
156.50 |
unch |
0 |
94 |
+0 |
Jul05 |
041006 |
162.00 |
162.00 |
162.00 |
162.00 |
unch |
0 |
32 |
+0 |
Total Volume and Open Interest |
430 |
6,275 |
+30 |
Rough Rice(CBOT) |
Nov04 |
041006 |
7.11 |
7.15 |
7.03 |
7.13 |
+0.02 |
357 |
2,872 |
-233 |
Jan05 |
041006 |
7.30 |
7.39 |
7.27 |
7.36 |
+0.02 |
209 |
1,540 |
+125 |
Mar05 |
041006 |
7.54 |
7.60 |
7.51 |
7.60 |
+0.03 |
10 |
731 |
+10 |
May05 |
041006 |
7.80 |
7.80 |
7.80 |
7.80 |
+0.03 |
3 |
31 |
+2 |
Total Volume and Open Interest |
579 |
5,178 |
-96 |
Live Cattle(CME) |
Oct04 |
041006 |
86.300 |
86.750 |
86.100 |
86.225 |
+0.050 |
4,192 |
15,973 |
-821 |
Dec04 |
041006 |
88.950 |
89.200 |
88.550 |
88.875 |
+0.050 |
6,684 |
62,829 |
+91 |
Feb05 |
041006 |
90.250 |
90.300 |
89.700 |
89.950 |
-0.300 |
2,214 |
16,980 |
+619 |
Apr05 |
041006 |
87.450 |
87.700 |
87.100 |
87.400 |
-0.150 |
1,112 |
7,485 |
+174 |
Jun05 |
041006 |
83.350 |
83.500 |
82.950 |
83.175 |
-0.175 |
440 |
4,731 |
+162 |
Aug05 |
041006 |
82.600 |
82.975 |
82.450 |
82.950 |
-0.175 |
55 |
2,410 |
+39 |
Total Volume and Open Interest |
14,700 |
110,739 |
+265 |
Feeder Cattle(CME) |
Oct04 |
041006 |
113.300 |
113.500 |
112.625 |
113.100 |
-0.125 |
904 |
5,541 |
-108 |
Nov04 |
041006 |
111.750 |
112.250 |
111.400 |
111.825 |
+0.075 |
873 |
7,905 |
+178 |
Jan05 |
041006 |
108.350 |
108.750 |
107.950 |
108.250 |
-0.100 |
725 |
3,810 |
+187 |
Mar05 |
041006 |
103.350 |
103.750 |
103.200 |
103.525 |
+0.075 |
94 |
954 |
+56 |
Apr05 |
041006 |
103.000 |
103.000 |
102.800 |
102.800 |
-0.200 |
6 |
291 |
+2 |
May05 |
041006 |
102.750 |
102.750 |
102.750 |
102.750 |
unch |
24 |
278 |
+20 |
Total Volume and Open Interest |
2,626 |
18,779 |
+335 |
Lean Hogs(CME) |
Oct04 |
041006 |
72.900 |
74.100 |
72.800 |
73.900 |
+1.275 |
3,165 |
8,077 |
-686 |
Dec04 |
041006 |
65.950 |
67.100 |
65.850 |
66.800 |
+1.050 |
7,394 |
56,386 |
-1,334 |
Feb05 |
041006 |
65.050 |
65.850 |
65.050 |
65.550 |
+0.475 |
1,455 |
15,963 |
-5 |
Apr05 |
041006 |
62.600 |
63.450 |
62.600 |
63.325 |
+0.575 |
715 |
6,235 |
+55 |
May05 |
041006 |
62.000 |
63.200 |
62.000 |
63.175 |
+1.000 |
61 |
1,087 |
+27 |
Jun05 |
041006 |
66.500 |
67.400 |
66.450 |
67.325 |
+0.675 |
162 |
3,006 |
-38 |
Jul05 |
041006 |
62.850 |
63.950 |
62.750 |
63.950 |
+0.700 |
42 |
752 |
+7 |
Aug05 |
041006 |
58.900 |
59.400 |
58.900 |
59.375 |
+0.725 |
6 |
411 |
+4 |
Total Volume and Open Interest |
13,006 |
91,997 |
-1,969 |
Pork Bellies(CME) |
Feb05 |
041006 |
96.500 |
98.400 |
96.500 |
97.975 |
+1.375 |
291 |
1,191 |
+68 |
Mar05 |
041006 |
96.500 |
96.500 |
96.500 |
96.500 |
+0.900 |
2 |
15 |
+0 |
May05 |
041006 |
98.400 |
98.400 |
98.400 |
98.400 |
+1.850 |
1 |
5 |
+0 |
Jul05 |
041006 |
98.900 |
98.900 |
98.900 |
98.900 |
-0.100 |
0 |
7 |
+0 |
Total Volume and Open Interest |
294 |
1,218 |
+68 |
Class III Milk(CME) |
Oct04 |
041006 |
14.13 |
14.16 |
13.91 |
13.95 |
-0.18 |
159 |
4,598 |
-42 |
Nov04 |
041006 |
12.86 |
12.90 |
12.55 |
12.61 |
-0.25 |
84 |
3,420 |
+3 |
Dec04 |
041006 |
12.22 |
12.30 |
12.01 |
12.06 |
-0.14 |
50 |
2,645 |
+13 |
Jan05 |
041006 |
12.05 |
12.10 |
11.95 |
11.95 |
-0.10 |
2 |
1,304 |
-1 |
Feb05 |
041006 |
12.15 |
12.15 |
12.07 |
12.07 |
-0.03 |
7 |
1,361 |
+1 |
Total Volume and Open Interest |
312 |
19,708 |
-24 |
Cocoa(ICE) |
Dec04 |
041006 |
1415 |
1419 |
1402 |
1406 |
-18 |
4,774 |
44,967 |
-370 |
Mar05 |
041006 |
1435 |
1437 |
1422 |
1424 |
-18 |
1,023 |
17,119 |
+257 |
May05 |
041006 |
1448 |
1448 |
1437 |
1437 |
-16 |
196 |
11,432 |
+110 |
Jul05 |
041006 |
1456 |
1458 |
1451 |
1451 |
-14 |
271 |
10,411 |
+7 |
Sep05 |
041006 |
1465 |
1465 |
1460 |
1460 |
-18 |
182 |
6,876 |
+100 |
Dec05 |
041006 |
1474 |
1474 |
1474 |
1474 |
-18 |
5 |
7,466 |
+0 |
Mar06 |
041006 |
1484 |
1484 |
1484 |
1484 |
-18 |
50 |
3,684 |
+0 |
Total Volume and Open Interest |
6,452 |
110,233 |
+105 |
Coffee "C"(ICE) |
Dec04 |
041006 |
78.00 |
78.80 |
77.05 |
77.65 |
-0.50 |
10,448 |
61,763 |
-1,558 |
Mar05 |
041006 |
81.30 |
81.70 |
80.10 |
80.70 |
-0.55 |
2,041 |
13,551 |
-242 |
May05 |
041006 |
83.40 |
83.40 |
82.55 |
82.75 |
-0.55 |
722 |
3,848 |
-121 |
Jul05 |
041006 |
85.10 |
85.20 |
84.35 |
84.55 |
-0.55 |
293 |
1,415 |
+10 |
Sep05 |
041006 |
86.40 |
86.60 |
86.40 |
86.40 |
-0.55 |
48 |
649 |
+4 |
Dec05 |
041006 |
89.50 |
89.50 |
89.10 |
89.10 |
-0.55 |
82 |
636 |
+16 |
Total Volume and Open Interest |
13,666 |
81,983 |
-1,920 |
Orange Juice(ICE) |
Nov04 |
041006 |
84.40 |
84.50 |
82.60 |
84.20 |
+0.50 |
1,920 |
19,629 |
-318 |
Jan05 |
041006 |
86.80 |
87.10 |
85.35 |
86.50 |
+0.20 |
1,200 |
7,783 |
+65 |
Mar05 |
041006 |
88.50 |
89.10 |
87.30 |
88.50 |
+0.30 |
452 |
8,418 |
+3 |
May05 |
041006 |
90.65 |
91.30 |
90.00 |
91.30 |
+0.55 |
215 |
4,600 |
+0 |
Jul05 |
041006 |
93.30 |
93.30 |
93.30 |
93.30 |
+0.25 |
1 |
603 |
+0 |
Sep05 |
041006 |
95.30 |
95.30 |
95.30 |
95.30 |
-0.05 |
0 |
100 |
+0 |
Total Volume and Open Interest |
3,789 |
41,603 |
-249 |
Sugar #11(ICE) |
Mar05 |
041006 |
9.02 |
9.06 |
8.92 |
8.95 |
-0.10 |
16,644 |
207,568 |
+3,201 |
May05 |
041006 |
9.05 |
9.08 |
8.96 |
8.99 |
-0.08 |
3,118 |
36,887 |
+748 |
Jul05 |
041006 |
8.82 |
8.89 |
8.79 |
8.81 |
-0.02 |
2,133 |
22,593 |
+62 |
Oct05 |
041006 |
8.76 |
8.80 |
8.73 |
8.73 |
-0.03 |
2,081 |
21,333 |
-513 |
Mar06 |
041006 |
8.64 |
8.66 |
8.62 |
8.62 |
-0.01 |
176 |
7,321 |
+122 |
Total Volume and Open Interest |
24,194 |
298,514 |
+3,596 |
Sugar #14(ICE) |
Nov04 |
041006 |
20.40 |
20.43 |
20.27 |
20.43 |
-0.02 |
662 |
1,424 |
-11 |
Jan05 |
041006 |
20.28 |
20.28 |
20.23 |
20.23 |
-0.07 |
155 |
2,656 |
+10 |
Mar05 |
041006 |
20.50 |
20.50 |
20.42 |
20.45 |
-0.07 |
14 |
2,663 |
+14 |
May05 |
041006 |
20.60 |
20.60 |
20.58 |
20.59 |
-0.04 |
32 |
1,751 |
+30 |
Jul05 |
041006 |
20.80 |
20.85 |
20.80 |
20.85 |
-0.04 |
25 |
1,254 |
+6 |
Total Volume and Open Interest |
895 |
11,262 |
+55 |
London Cocoa(LCE) |
Dec04 |
041006 |
822 |
824 |
815 |
816 |
-7 |
2,513 |
81,873 |
+137 |
Mar05 |
041006 |
845 |
848 |
840 |
840 |
-7 |
2,063 |
34,139 |
-52 |
May05 |
041006 |
858 |
860 |
855 |
855 |
-7 |
583 |
16,838 |
+231 |
Jul05 |
041006 |
874 |
880 |
871 |
871 |
-7 |
1,694 |
15,523 |
+1,494 |
Sep05 |
041006 |
892 |
894 |
887 |
887 |
-7 |
1,091 |
24,348 |
+264 |
Dec05 |
041006 |
900 |
900 |
895 |
895 |
-7 |
197 |
10,213 |
-53 |
Mar06 |
041006 |
907 |
907 |
901 |
901 |
-7 |
16 |
3,128 |
+3 |
Total Volume and Open Interest |
8,160 |
186,530 |
+2,024 |
London Coffee(LCE) |
Nov04 |
041006 |
627.00 |
631.00 |
613.00 |
617.00 |
-7.00 |
3,116 |
62,417 |
-196 |
Jan05 |
041006 |
645.00 |
650.00 |
633.00 |
636.00 |
-7.00 |
2,887 |
36,020 |
+644 |
Mar05 |
041006 |
668.00 |
668.00 |
655.00 |
655.00 |
-8.00 |
736 |
24,541 |
+170 |
May05 |
041006 |
687.00 |
687.00 |
670.00 |
672.00 |
-8.00 |
357 |
15,744 |
+9 |
Jul05 |
041006 |
700.00 |
700.00 |
685.00 |
687.00 |
-7.00 |
125 |
5,354 |
+63 |
Sep05 |
041006 |
701.00 |
701.00 |
701.00 |
701.00 |
-9.00 |
10 |
3,434 |
-35 |
Total Volume and Open Interest |
7,231 |
148,668 |
+655 |
London Sugar(LCE) |
Dec04 |
041006 |
241.00 |
241.80 |
237.10 |
237.10 |
-3.80 |
1,478 |
13,114 |
-301 |
Mar05 |
041006 |
257.00 |
257.00 |
253.00 |
253.00 |
-3.40 |
886 |
19,942 |
+357 |
May05 |
041006 |
261.90 |
261.90 |
258.50 |
258.50 |
-3.10 |
252 |
9,231 |
-41 |
Aug05 |
041006 |
256.80 |
256.80 |
255.50 |
255.50 |
-2.60 |
162 |
4,329 |
-9 |
Oct05 |
041006 |
253.00 |
253.00 |
253.00 |
253.00 |
-2.00 |
0 |
3,044 |
+0 |
Total Volume and Open Interest |
2,793 |
51,939 |
+18 |
Cotton(ICE) |
Oct04 |
041006 |
49.90 |
50.35 |
49.30 |
50.35 |
+1.48 |
20 |
334 |
-42 |
Dec04 |
041006 |
47.28 |
48.50 |
47.10 |
48.47 |
+1.24 |
8,489 |
43,079 |
-719 |
Mar05 |
041006 |
49.20 |
50.35 |
49.15 |
50.28 |
+1.13 |
1,848 |
16,762 |
+164 |
May05 |
041006 |
50.45 |
51.35 |
50.45 |
51.35 |
+1.00 |
176 |
4,136 |
-63 |
Jul05 |
041006 |
51.20 |
52.40 |
51.20 |
52.37 |
+0.97 |
160 |
5,284 |
-48 |
Oct05 |
041006 |
52.80 |
52.80 |
52.80 |
52.80 |
+0.60 |
0 |
33 |
+0 |
Total Volume and Open Interest |
10,724 |
71,859 |
-712 |
Lumber(CME) |
Nov04 |
041006 |
330.0 |
331.0 |
327.5 |
330.5 |
+3.7 |
559 |
2,642 |
+1 |
Jan05 |
041006 |
332.1 |
334.0 |
330.5 |
333.3 |
+3.3 |
179 |
910 |
-17 |
Mar05 |
041006 |
337.0 |
339.6 |
335.0 |
339.6 |
-0.1 |
53 |
234 |
+17 |
May05 |
041006 |
347.9 |
347.9 |
347.9 |
347.9 |
-0.6 |
11 |
54 |
+0 |
Total Volume and Open Interest |
802 |
3,841 |
+1 |
Crude Oil(NYM) |
Nov04 |
041006 |
51.00 |
52.15 |
50.75 |
52.02 |
+0.93 |
88,112 |
201,443 |
-3,433 |
Dec04 |
041006 |
50.60 |
51.65 |
50.30 |
51.53 |
+0.89 |
62,448 |
128,966 |
+3,022 |
Jan05 |
041006 |
50.05 |
51.00 |
49.75 |
50.89 |
+0.86 |
15,824 |
47,167 |
+971 |
Feb05 |
041006 |
49.40 |
50.25 |
49.25 |
50.25 |
+0.85 |
4,976 |
30,177 |
+1,043 |
Mar05 |
041006 |
48.90 |
49.54 |
48.90 |
49.54 |
+0.83 |
1,540 |
24,768 |
+229 |
Apr05 |
041006 |
48.00 |
48.82 |
48.00 |
48.82 |
+0.80 |
1,777 |
15,477 |
+568 |
May05 |
041006 |
47.60 |
48.10 |
47.60 |
48.10 |
+0.77 |
1,190 |
14,093 |
+252 |
Jun05 |
041006 |
46.50 |
47.50 |
46.45 |
47.41 |
+0.75 |
3,637 |
26,517 |
+345 |
Jul05 |
041006 |
46.75 |
46.75 |
46.75 |
46.75 |
+0.72 |
161 |
11,866 |
+133 |
Aug05 |
041006 |
45.55 |
46.16 |
45.55 |
46.16 |
+0.70 |
239 |
7,266 |
+150 |
Sep05 |
041006 |
44.90 |
45.62 |
44.90 |
45.62 |
+0.68 |
200 |
11,203 |
+180 |
Oct05 |
041006 |
45.11 |
45.11 |
45.11 |
45.11 |
+0.66 |
0 |
5,020 |
+0 |
Nov05 |
041006 |
44.62 |
44.62 |
44.62 |
44.62 |
+0.64 |
189 |
6,915 |
+62 |
Dec05 |
041006 |
43.35 |
44.25 |
43.35 |
44.18 |
+0.62 |
7,663 |
46,966 |
+1,264 |
Jan06 |
041006 |
43.76 |
43.76 |
43.76 |
43.76 |
+0.62 |
900 |
6,318 |
+897 |
Feb06 |
041006 |
43.10 |
43.37 |
43.10 |
43.37 |
+0.62 |
27 |
2,522 |
+27 |
Total Volume and Open Interest |
194,416 |
709,320 |
+6,048 |
Heating Oil(NYM) |
Nov04 |
041006 |
139.60 |
142.20 |
138.85 |
142.09 |
+1.41 |
21,908 |
68,802 |
-3,419 |
Dec04 |
041006 |
140.00 |
142.50 |
139.20 |
142.38 |
+1.49 |
13,104 |
36,069 |
+1,180 |
Jan05 |
041006 |
140.00 |
142.50 |
139.25 |
142.23 |
+1.54 |
4,938 |
20,054 |
+1,051 |
Feb05 |
041006 |
138.20 |
140.50 |
137.70 |
140.28 |
+1.54 |
1,945 |
15,022 |
+1 |
Mar05 |
041006 |
133.90 |
136.30 |
133.70 |
136.03 |
+1.59 |
1,081 |
15,488 |
+166 |
Apr05 |
041006 |
128.50 |
130.48 |
128.50 |
130.48 |
+1.64 |
47 |
4,706 |
+17 |
May05 |
041006 |
125.00 |
125.33 |
124.50 |
125.33 |
+1.69 |
13 |
3,400 |
+14 |
Jun05 |
041006 |
119.75 |
121.78 |
119.75 |
121.78 |
+1.69 |
218 |
4,840 |
+11 |
Jul05 |
041006 |
119.88 |
119.88 |
119.88 |
119.88 |
+1.64 |
460 |
4,046 |
+123 |
Aug05 |
041006 |
119.68 |
119.68 |
119.68 |
119.68 |
+1.64 |
107 |
631 |
+0 |
Sep05 |
041006 |
119.30 |
120.08 |
119.25 |
120.08 |
+1.64 |
7 |
2,274 |
+4 |
Oct05 |
041006 |
120.63 |
120.63 |
120.63 |
120.63 |
+1.64 |
6 |
184 |
+5 |
Total Volume and Open Interest |
44,717 |
184,637 |
-1,128 |
Gasoline(NYMEX) |
Nov04 |
041006 |
136.35 |
139.00 |
135.35 |
138.75 |
+2.09 |
24,047 |
70,155 |
-858 |
Dec04 |
041006 |
134.90 |
137.65 |
134.20 |
137.47 |
+2.33 |
11,475 |
27,446 |
+2,615 |
Jan05 |
041006 |
134.45 |
136.90 |
133.95 |
136.89 |
+2.40 |
2,221 |
13,772 |
+117 |
Feb05 |
041006 |
134.70 |
137.14 |
134.70 |
137.14 |
+2.40 |
803 |
7,749 |
+58 |
Mar05 |
041006 |
136.00 |
137.39 |
136.00 |
137.39 |
+2.40 |
707 |
6,142 |
+100 |
Apr05 |
041006 |
143.59 |
143.59 |
143.59 |
143.59 |
+2.35 |
296 |
9,263 |
+189 |
May05 |
041006 |
142.84 |
142.84 |
142.84 |
142.84 |
+2.30 |
796 |
9,675 |
+375 |
Jun05 |
041006 |
141.19 |
141.19 |
141.19 |
141.19 |
+2.25 |
206 |
3,298 |
-204 |
Jul05 |
041006 |
138.74 |
138.74 |
138.74 |
138.74 |
+2.20 |
201 |
2,223 |
+0 |
Aug05 |
041006 |
135.64 |
135.64 |
135.64 |
135.64 |
+2.20 |
1 |
1,172 |
+0 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Nov04 |
041006 |
7.050 |
7.070 |
6.915 |
7.045 |
-0.119 |
26,586 |
60,795 |
-338 |
Dec04 |
041006 |
7.970 |
8.050 |
7.890 |
8.036 |
-0.068 |
13,886 |
38,197 |
+1,571 |
Jan05 |
041006 |
8.340 |
8.470 |
8.270 |
8.439 |
-0.005 |
7,500 |
38,125 |
+494 |
Feb05 |
041006 |
8.270 |
8.370 |
8.200 |
8.364 |
-0.005 |
3,500 |
22,203 |
-159 |
Mar05 |
041006 |
7.950 |
8.060 |
7.900 |
8.044 |
-0.010 |
5,879 |
22,247 |
-626 |
Apr05 |
041006 |
6.710 |
6.850 |
6.680 |
6.819 |
+0.015 |
4,537 |
16,597 |
-116 |
May05 |
041006 |
6.460 |
6.590 |
6.460 |
6.579 |
+0.020 |
2,266 |
14,511 |
+91 |
Jun05 |
041006 |
6.530 |
6.600 |
6.500 |
6.594 |
+0.022 |
588 |
10,634 |
+182 |
Jul05 |
041006 |
6.540 |
6.620 |
6.510 |
6.614 |
+0.025 |
290 |
13,857 |
-53 |
Aug05 |
041006 |
6.510 |
6.631 |
6.510 |
6.631 |
+0.027 |
308 |
10,477 |
+86 |
Sep05 |
041006 |
6.500 |
6.620 |
6.500 |
6.596 |
+0.027 |
563 |
10,194 |
+136 |
Oct05 |
041006 |
6.540 |
6.630 |
6.540 |
6.619 |
+0.030 |
1,127 |
14,598 |
-290 |
Nov05 |
041006 |
6.870 |
6.890 |
6.800 |
6.889 |
+0.045 |
460 |
8,092 |
-69 |
Dec05 |
041006 |
7.020 |
7.139 |
7.020 |
7.139 |
+0.060 |
1,383 |
9,514 |
+370 |
Jan06 |
041006 |
7.250 |
7.294 |
7.250 |
7.294 |
+0.070 |
677 |
10,740 |
+12 |
Feb06 |
041006 |
7.200 |
7.260 |
7.200 |
7.249 |
+0.075 |
354 |
7,069 |
+261 |
Total Volume and Open Interest |
76,530 |
378,302 |
+478 |
Brent Crude Oil(ICE) |
Nov04 |
041006 |
47.10 |
48.10 |
46.85 |
47.99 |
+0.86 |
43,709 |
52,816 |
-2,036 |
Dec04 |
041006 |
46.55 |
47.50 |
46.30 |
47.38 |
+0.81 |
49,470 |
99,642 |
+1,930 |
Jan05 |
041006 |
46.17 |
46.85 |
45.83 |
46.80 |
+0.76 |
13,718 |
36,901 |
+3,975 |
Feb05 |
041006 |
45.82 |
46.23 |
45.32 |
46.23 |
+0.75 |
1,879 |
12,550 |
+783 |
Mar05 |
041006 |
45.20 |
45.66 |
44.77 |
45.66 |
+0.76 |
1,330 |
15,205 |
+540 |
Apr05 |
041006 |
44.61 |
45.10 |
44.35 |
45.10 |
+0.78 |
1,800 |
14,968 |
+114 |
May05 |
041006 |
44.00 |
44.65 |
44.00 |
44.54 |
+0.77 |
292 |
3,805 |
-403 |
Jun05 |
041006 |
43.49 |
44.10 |
43.40 |
44.03 |
+0.76 |
2,075 |
18,523 |
-222 |
Jul05 |
041006 |
43.44 |
43.55 |
43.44 |
43.55 |
+0.75 |
1,000 |
5,092 |
-50 |
Aug05 |
041006 |
43.08 |
43.08 |
43.08 |
43.08 |
+0.74 |
0 |
1,837 |
-100 |
Sep05 |
041006 |
42.64 |
42.64 |
42.64 |
42.64 |
+0.73 |
0 |
4,125 |
-184 |
Oct05 |
041006 |
41.69 |
42.23 |
41.69 |
42.23 |
+0.72 |
50 |
400 |
+0 |
Dec05 |
041006 |
40.99 |
41.50 |
40.75 |
41.38 |
+0.71 |
4,839 |
40,632 |
-695 |
Total Volume and Open Interest |
|
|
|
Gas Oil(ICE) |
Oct04 |
041006 |
445.00 |
450.00 |
439.50 |
450.00 |
+5.00 |
15,235 |
32,117 |
-4,290 |
Nov04 |
041006 |
431.50 |
436.00 |
427.00 |
435.00 |
+4.00 |
17,872 |
43,183 |
+1,586 |
Dec04 |
041006 |
424.50 |
426.75 |
418.00 |
425.50 |
+4.25 |
7,490 |
27,834 |
+460 |
Jan05 |
041006 |
415.25 |
417.00 |
410.00 |
416.75 |
+4.25 |
1,609 |
12,837 |
+1,503 |
Feb05 |
041006 |
406.25 |
408.00 |
401.25 |
408.00 |
+4.50 |
202 |
5,095 |
+589 |
Mar05 |
041006 |
392.00 |
398.75 |
392.00 |
398.75 |
+4.75 |
24 |
4,564 |
+100 |
Apr05 |
041006 |
390.00 |
390.00 |
390.00 |
390.00 |
+6.00 |
0 |
3,871 |
+109 |
May05 |
041006 |
382.50 |
382.50 |
382.50 |
382.50 |
+6.00 |
0 |
2,500 |
+0 |
Jun05 |
041006 |
375.00 |
376.75 |
374.00 |
376.75 |
+5.75 |
780 |
11,146 |
+400 |
Jul05 |
041006 |
374.25 |
374.25 |
368.25 |
374.25 |
+6.25 |
0 |
825 |
+0 |
Total Volume and Open Interest |
46,262 |
166,437 |
+982 |
US Dollar Index(ICE) |
Dec04 |
041006 |
88.360 |
88.790 |
88.330 |
88.650 |
+0.360 |
1,201 |
21,361 |
-107 |
Mar05 |
041006 |
88.900 |
88.900 |
88.840 |
88.840 |
+0.360 |
0 |
2,342 |
+0 |
Jun05 |
041006 |
89.030 |
89.030 |
89.030 |
89.030 |
+0.360 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,201 |
23,717 |
-107 |
Australian Dollar(CME) |
Dec04 |
041006 |
71.73 |
72.04 |
71.73 |
71.87 |
-0.16 |
1,631 |
43,046 |
-50 |
Mar05 |
041006 |
71.27 |
71.32 |
71.27 |
71.32 |
-0.16 |
1 |
158 |
+0 |
Jun05 |
041006 |
70.82 |
70.82 |
70.82 |
70.82 |
-0.16 |
0 |
81 |
+0 |
Total Volume and Open Interest |
1,632 |
43,324 |
-50 |
British Pound(CME) |
Dec04 |
041006 |
177.15 |
177.16 |
176.50 |
176.58 |
-0.80 |
4,762 |
59,861 |
+383 |
Mar05 |
041006 |
175.43 |
175.43 |
175.43 |
175.43 |
-0.80 |
1 |
28 |
+1 |
Jun05 |
041006 |
174.43 |
174.43 |
174.43 |
174.43 |
-0.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,763 |
59,892 |
+384 |
Canadian Dollar(CME) |
Dec04 |
041006 |
79.10 |
79.46 |
78.88 |
79.30 |
+0.07 |
4,813 |
107,880 |
+1,909 |
Mar05 |
041006 |
78.86 |
79.32 |
78.85 |
79.20 |
+0.07 |
44 |
1,874 |
+9 |
Jun05 |
041006 |
79.12 |
79.12 |
79.12 |
79.12 |
+0.07 |
1 |
916 |
+0 |
Sep05 |
041006 |
79.04 |
79.04 |
79.04 |
79.04 |
+0.07 |
1 |
361 |
+0 |
Total Volume and Open Interest |
4,858 |
111,202 |
+1,918 |
Japanese Yen(CME) |
Dec04 |
041006 |
90.34 |
90.35 |
90.02 |
90.07 |
-0.33 |
4,337 |
110,837 |
+1,868 |
Mar05 |
041006 |
90.80 |
90.80 |
90.58 |
90.58 |
-0.33 |
9 |
467 |
+22 |
Jun05 |
041006 |
91.18 |
91.18 |
91.18 |
91.18 |
-0.33 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,346 |
111,308 |
+1,890 |
Swiss Franc(CME) |
Dec04 |
041006 |
79.22 |
79.38 |
79.00 |
79.13 |
-0.41 |
3,393 |
31,012 |
-2,609 |
Mar05 |
041006 |
79.40 |
79.40 |
79.40 |
79.40 |
-0.41 |
1 |
19 |
+1 |
Jun05 |
041006 |
79.70 |
79.70 |
79.70 |
79.70 |
-0.41 |
0 |
61 |
+0 |
Total Volume and Open Interest |
3,394 |
31,092 |
-2,608 |
EuroFX(CME) |
Dec04 |
041006 |
122.79 |
123.06 |
122.43 |
122.71 |
-0.53 |
11,386 |
130,653 |
+187 |
Mar05 |
041006 |
122.78 |
123.04 |
122.60 |
122.73 |
-0.53 |
30 |
1,502 |
+43 |
Jun05 |
041006 |
122.77 |
122.77 |
122.77 |
122.77 |
-0.53 |
0 |
134 |
+0 |
Total Volume and Open Interest |
11,416 |
132,300 |
+230 |
Mexican Peso(CME) |
Oct04 |
041006 |
884.5 |
884.5 |
884.0 |
884.5 |
+0.5 |
|
|
|
Nov04 |
041006 |
880.2 |
880.2 |
879.8 |
880.2 |
+0.5 |
0 |
9 |
+0 |
Total Volume and Open Interest |
10,311 |
78,563 |
+591 |
30-Year T-Bonds(CBOT) |
Dec04 |
041006 |
111~210 |
111~220 |
110~310 |
111~050 |
-0~180 |
199,634 |
553,205 |
+1,342 |
Mar05 |
041006 |
110~150 |
110~210 |
110~000 |
110~030 |
-0~180 |
49 |
11,200 |
-3 |
Jun05 |
041006 |
109~020 |
109~020 |
109~020 |
109~020 |
-0~180 |
4 |
94 |
+0 |
Total Volume and Open Interest |
199,683 |
564,499 |
+1,339 |
10-Year T-Notes(CBOT) |
Dec04 |
041006 |
112~100 |
112~105 |
111~275 |
111~300 |
-0~125 |
631,147 |
1,466,743 |
+30,298 |
Mar05 |
041006 |
111~045 |
111~165 |
111~045 |
111~065 |
-0~135 |
6,106 |
67,136 |
+2,534 |
Jun05 |
041006 |
110~070 |
110~070 |
110~070 |
110~070 |
-0~135 |
0 |
457 |
+0 |
Total Volume and Open Interest |
637,253 |
1,534,336 |
+32,832 |
5-Year T-Notes(CBOT) |
Dec04 |
041006 |
110~070 |
110~070 |
110~032 |
110~036 |
-0~034 |
235,391 |
1,015,765 |
-21,223 |
Mar05 |
041006 |
109~048 |
109~048 |
109~048 |
109~048 |
-0~036 |
6,311 |
50,811 |
+5,561 |
Jun05 |
041006 |
108~076 |
108~076 |
108~076 |
108~076 |
-0~036 |
10 |
10 |
+0 |
Total Volume and Open Interest |
241,702 |
50,821 |
+5,561 |
2 Year T-Notes(CBOT) |
Dec04 |
041006 |
105~074 |
105~074 |
105~059 |
105~062 |
-0~012 |
683 |
194,671 |
+38 |
Total Volume and Open Interest |
683 |
194,671 |
+38 |
Eurodollars(CME) |
Dec04 |
041006 |
97.680 |
97.685 |
97.665 |
97.670 |
-0.010 |
29,313 |
941,753 |
+11,349 |
Mar05 |
041006 |
97.435 |
97.435 |
97.390 |
97.395 |
-0.035 |
32,184 |
808,130 |
-3,076 |
Jun05 |
041006 |
97.205 |
97.205 |
97.145 |
97.150 |
-0.055 |
32,449 |
811,933 |
+8,709 |
Sep05 |
041006 |
96.965 |
96.965 |
96.895 |
96.900 |
-0.065 |
35,314 |
629,759 |
-718 |
Dec05 |
041006 |
96.700 |
96.705 |
96.635 |
96.640 |
-0.065 |
32,358 |
501,409 |
-727 |
Mar06 |
041006 |
96.480 |
96.480 |
96.415 |
96.420 |
-0.070 |
25,552 |
389,342 |
-5,361 |
Jun06 |
041006 |
96.295 |
96.295 |
96.230 |
96.235 |
-0.065 |
21,853 |
272,644 |
+285 |
Sep06 |
041006 |
96.140 |
96.140 |
96.075 |
96.075 |
-0.075 |
34,513 |
218,498 |
+1,531 |
Dec06 |
041006 |
95.995 |
95.995 |
95.925 |
95.930 |
-0.075 |
26,831 |
176,946 |
+553 |
Mar07 |
041006 |
95.865 |
95.865 |
95.790 |
95.800 |
-0.075 |
16,804 |
151,834 |
-2,716 |
Jun07 |
041006 |
95.720 |
95.720 |
95.670 |
95.675 |
-0.075 |
14,747 |
142,542 |
+811 |
Sep07 |
041006 |
95.605 |
95.605 |
95.550 |
95.555 |
-0.075 |
31,703 |
98,437 |
-4,946 |
Dec07 |
041006 |
95.490 |
95.490 |
95.435 |
95.435 |
-0.075 |
6,149 |
86,013 |
+826 |
Mar08 |
041006 |
95.395 |
95.395 |
95.335 |
95.335 |
-0.075 |
4,463 |
77,084 |
+442 |
Jun08 |
041006 |
95.270 |
95.270 |
95.225 |
95.225 |
-0.075 |
4,939 |
74,328 |
-333 |
Sep08 |
041006 |
95.165 |
95.170 |
95.120 |
95.125 |
-0.075 |
9,992 |
64,492 |
+1,592 |
Dec08 |
041006 |
95.065 |
95.065 |
95.005 |
95.010 |
-0.080 |
4,475 |
55,306 |
+668 |
Mar09 |
041006 |
94.970 |
94.970 |
94.915 |
94.920 |
-0.080 |
4,165 |
42,426 |
+356 |
Total Volume and Open Interest |
381,522 |
5,756,274 |
+9,105 |
30 Day Federal Funds(CBOT) |
Oct04 |
041006 |
98.250 |
98.250 |
98.240 |
98.250 |
unch |
1,170 |
98,771 |
-1,020 |
Nov04 |
041006 |
98.100 |
98.110 |
98.100 |
98.100 |
unch |
3,305 |
112,705 |
+4,544 |
Dec04 |
041006 |
97.940 |
97.950 |
97.940 |
97.940 |
unch |
1,231 |
114,527 |
+1,324 |
Jan05 |
041006 |
97.890 |
97.890 |
97.880 |
97.890 |
unch |
865 |
86,077 |
+5,683 |
Feb05 |
041006 |
97.720 |
97.720 |
97.710 |
97.710 |
-0.010 |
73 |
18,464 |
+673 |
Mar05 |
041006 |
97.660 |
97.660 |
97.640 |
97.640 |
-0.030 |
273 |
5,123 |
+270 |
Total Volume and Open Interest |
6,917 |
435,714 |
+11,474 |
30 Day Fed Funds(e-CBOT) |
Oct04 |
041006 |
98.245 |
98.245 |
98.240 |
98.245 |
unch |
3,082 |
0 |
+0 |
Nov04 |
041006 |
98.100 |
98.100 |
98.095 |
98.100 |
unch |
8,235 |
0 |
+0 |
Dec04 |
041006 |
97.950 |
97.950 |
97.940 |
97.945 |
-0.005 |
4,896 |
0 |
+0 |
Jan05 |
041006 |
97.890 |
97.895 |
97.880 |
97.885 |
-0.005 |
10,113 |
0 |
+0 |
Feb05 |
041006 |
97.725 |
97.725 |
97.705 |
97.715 |
-0.010 |
1,375 |
0 |
+0 |
Mar05 |
041006 |
97.660 |
97.660 |
97.645 |
97.645 |
-0.020 |
48 |
0 |
+0 |
Total Volume and Open Interest |
27,749 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041006 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,537 |
-7 |
Mar05 |
041006 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
31,189 |
+1,236 |
Jun05 |
041006 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
20 |
17,959 |
+200 |
Sep05 |
041006 |
99.77 |
99.77 |
99.77 |
99.77 |
+0.01 |
29 |
8,184 |
+1 |
Dec05 |
041006 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
4,919 |
+425 |
Mar06 |
041006 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
10,154 |
+100 |
Jun06 |
041006 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
2,246 |
+0 |
Sep06 |
041006 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
2,154 |
+0 |
Dec06 |
041006 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
411 |
+0 |
Mar07 |
041006 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
49 |
88,696 |
+1,955 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041006 |
99.91 |
99.91 |
99.91 |
99.91 |
0.00 |
582 |
58,543 |
+81 |
Mar05 |
041006 |
99.88 |
99.88 |
99.88 |
99.88 |
0.00 |
1,380 |
82,656 |
+627 |
Jun05 |
041006 |
99.83 |
99.84 |
99.83 |
99.84 |
+0.00 |
1,816 |
74,271 |
-2,469 |
Sep05 |
041006 |
99.76 |
99.77 |
99.76 |
99.77 |
+0.01 |
744 |
41,999 |
+695 |
Dec05 |
041006 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
241 |
34,791 |
+1,093 |
Mar06 |
041006 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
641 |
34,226 |
+1,031 |
Jun06 |
041006 |
99.48 |
99.48 |
99.47 |
99.48 |
+0.01 |
154 |
15,284 |
-496 |
Sep06 |
041006 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.01 |
578 |
6,545 |
+300 |
Total Volume and Open Interest |
6,714 |
361,151 |
+862 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041006 |
137.05 |
137.22 |
136.90 |
137.12 |
+0.17 |
1,695 |
27,638 |
-1,950 |
Mar05 |
041006 |
136.16 |
136.16 |
136.16 |
136.16 |
+0.19 |
|
|
|
Jun05 |
041006 |
136.16 |
136.16 |
136.16 |
136.16 |
+0.19 |
|
|
|
Total Volume and Open Interest |
1,695 |
27,638 |
-1,950 |
Euro-Bund(EUREX) |
Dec04 |
041006 |
115.56 |
115.74 |
115.51 |
115.64 |
+0.05 |
802,587 |
1,276,083 |
+24,251 |
Mar05 |
041006 |
114.81 |
115.00 |
114.81 |
114.91 |
+0.04 |
1,022 |
11,068 |
+460 |
Jun05 |
041006 |
114.14 |
114.14 |
114.14 |
114.14 |
+0.05 |
0 |
240 |
+0 |
Total Volume and Open Interest |
803,609 |
1,287,391 |
+24,711 |
Euro-Bobl(EUREX) |
Dec04 |
041006 |
111.44 |
111.53 |
111.39 |
111.46 |
unch |
511,220 |
801,625 |
-1,663 |
Mar05 |
041006 |
111.12 |
111.12 |
111.12 |
111.12 |
+0.01 |
4,237 |
2,033 |
+205 |
Jun05 |
041006 |
110.31 |
110.31 |
110.31 |
110.31 |
unch |
200 |
400 |
+0 |
Total Volume and Open Interest |
515,657 |
804,058 |
-1,458 |
3-Mth Euribor(EUREX) |
Dec04 |
041006 |
97.775 |
97.775 |
97.770 |
97.775 |
-0.005 |
522 |
8,428 |
-1,109 |
Mar05 |
041006 |
97.615 |
97.625 |
97.610 |
97.620 |
-0.005 |
171 |
6,375 |
+241 |
Jun05 |
041006 |
97.455 |
97.470 |
97.455 |
97.460 |
unch |
15 |
3,973 |
-68 |
Total Volume and Open Interest |
930 |
25,062 |
-870 |
Long Gilt(LIFFE) |
Dec04 |
041006 |
107~19 |
107~23 |
107~14 |
107~20 |
+0~01 |
59,636 |
222,522 |
+2,691 |
Mar05 |
041006 |
109~03 |
109~03 |
109~03 |
109~03 |
+0~05 |
|
|
|
Total Volume and Open Interest |
59,636 |
222,522 |
+2,691 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041006 |
95.03 |
95.05 |
95.00 |
95.03 |
+0.01 |
35,636 |
251,906 |
+2,615 |
Mar05 |
041006 |
94.98 |
95.00 |
94.94 |
94.98 |
+0.01 |
29,189 |
241,526 |
+5,332 |
Jun05 |
041006 |
94.98 |
95.00 |
94.94 |
94.97 |
+0.01 |
29,726 |
200,034 |
+4,365 |
Sep05 |
041006 |
94.97 |
94.99 |
94.93 |
94.96 |
+0.01 |
14,585 |
137,171 |
+36 |
Dec05 |
041006 |
94.95 |
94.97 |
94.91 |
94.94 |
+0.01 |
9,661 |
142,513 |
+2,215 |
Mar06 |
041006 |
94.92 |
94.95 |
94.89 |
94.92 |
+0.01 |
4,019 |
82,002 |
-27 |
Total Volume and Open Interest |
127,514 |
1,204,281 |
+14,594 |
3-Mth Euribor(LIFFE) |
Dec04 |
041006 |
97.775 |
97.780 |
97.770 |
97.780 |
+0.005 |
50,462 |
593,577 |
+8,018 |
Mar05 |
041006 |
97.620 |
97.630 |
97.610 |
97.625 |
+0.005 |
114,695 |
546,589 |
+7,825 |
Jun05 |
041006 |
97.465 |
97.475 |
97.450 |
97.465 |
+0.005 |
118,880 |
433,238 |
-892 |
Total Volume and Open Interest |
492,410 |
2,851,934 |
+28,493 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041006 |
94.60 |
94.61 |
94.59 |
94.61 |
+0.01 |
10,662 |
220,574 |
+1,620 |
Mar05 |
041006 |
94.55 |
94.56 |
94.54 |
94.55 |
unch |
9,120 |
118,100 |
-3,486 |
Jun05 |
041006 |
94.49 |
94.52 |
94.48 |
94.51 |
+0.01 |
2,047 |
51,533 |
-443 |
Sep05 |
041006 |
94.46 |
94.48 |
94.46 |
94.47 |
+0.01 |
840 |
32,048 |
+90 |
Dec05 |
041006 |
94.43 |
94.43 |
94.42 |
94.43 |
+0.01 |
955 |
17,927 |
-23 |
Mar06 |
041006 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.01 |
145 |
10,872 |
+5 |
Jun06 |
041006 |
94.35 |
94.35 |
94.33 |
94.33 |
-0.01 |
200 |
8,701 |
-10 |
Sep06 |
041006 |
94.31 |
94.31 |
94.30 |
94.30 |
unch |
50 |
4,053 |
-235 |
Dec06 |
041006 |
94.25 |
94.25 |
94.25 |
94.25 |
unch |
39 |
2,929 |
-19 |
Mar07 |
041006 |
94.22 |
94.22 |
94.20 |
94.21 |
+0.01 |
30 |
1,982 |
+10 |
Total Volume and Open Interest |
24,110 |
471,572 |
-2,519 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041006 |
94.51 |
94.54 |
94.48 |
94.50 |
-0.01 |
24,637 |
225,449 |
-10,199 |
Mar05 |
041006 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.01 |
|
|
|
Total Volume and Open Interest |
24,637 |
225,449 |
-10,199 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041006 |
94.74 |
94.77 |
94.71 |
94.74 |
unch |
44,752 |
336,397 |
-7,878 |
Mar05 |
041006 |
94.74 |
94.74 |
94.74 |
94.74 |
unch |
|
|
|
Total Volume and Open Interest |
44,752 |
336,397 |
-7,878 |
Gold(CMX) |
Oct04 |
041006 |
417.5 |
419.0 |
417.0 |
418.4 |
+0.2 |
164 |
448 |
-441 |
Dec04 |
041006 |
420.0 |
421.7 |
417.5 |
420.0 |
+0.2 |
46,947 |
234,076 |
+4,852 |
Feb05 |
041006 |
423.0 |
423.3 |
420.0 |
421.6 |
+0.2 |
403 |
12,378 |
+144 |
Apr05 |
041006 |
423.0 |
425.0 |
421.6 |
423.4 |
+0.3 |
43 |
4,537 |
+20 |
Jun05 |
041006 |
426.1 |
426.1 |
423.8 |
425.2 |
+0.3 |
39 |
12,287 |
+7 |
Aug05 |
041006 |
427.2 |
427.2 |
427.2 |
427.2 |
+0.3 |
11 |
6,871 |
+7 |
Oct05 |
041006 |
430.5 |
430.5 |
429.2 |
429.2 |
+0.3 |
0 |
1,113 |
+0 |
Dec05 |
041006 |
431.5 |
432.8 |
430.0 |
431.2 |
+0.3 |
80 |
7,964 |
+64 |
Feb06 |
041006 |
433.4 |
433.4 |
433.4 |
433.4 |
+0.3 |
0 |
844 |
+0 |
Apr06 |
041006 |
435.7 |
435.7 |
435.7 |
435.7 |
+0.3 |
0 |
486 |
+1 |
Jun06 |
041006 |
438.0 |
438.0 |
438.0 |
438.0 |
+0.3 |
0 |
8,264 |
+0 |
Aug06 |
041006 |
440.5 |
440.5 |
440.5 |
440.5 |
+0.3 |
0 |
200 |
+0 |
Total Volume and Open Interest |
47,692 |
296,592 |
+4,654 |
Silver(CMX) |
Dec04 |
041006 |
721.0 |
728.0 |
714.5 |
724.5 |
+14.3 |
23,292 |
80,342 |
+3,533 |
Mar05 |
041006 |
728.0 |
732.0 |
718.0 |
728.1 |
+14.2 |
782 |
10,033 |
+340 |
May05 |
041006 |
731.0 |
731.0 |
730.4 |
730.4 |
+14.1 |
33 |
2,008 |
+2 |
Jul05 |
041006 |
737.0 |
737.0 |
724.0 |
732.9 |
+14.0 |
30 |
1,842 |
+30 |
Sep05 |
041006 |
734.0 |
735.1 |
728.0 |
735.1 |
+13.9 |
0 |
506 |
+0 |
Dec05 |
041006 |
730.0 |
745.0 |
729.0 |
739.0 |
+13.8 |
233 |
3,132 |
+106 |
Mar06 |
041006 |
742.7 |
742.7 |
742.7 |
742.7 |
+12.4 |
|
|
|
Total Volume and Open Interest |
24,374 |
99,518 |
+4,010 |
Platinum(NYMEX) |
Oct04 |
041006 |
848.0 |
848.0 |
847.8 |
847.8 |
+6.6 |
22 |
335 |
-14 |
Jan05 |
041006 |
850.0 |
852.8 |
842.0 |
845.8 |
+6.6 |
1,164 |
5,903 |
+58 |
Apr05 |
041006 |
839.8 |
839.8 |
839.8 |
839.8 |
+6.6 |
3 |
3 |
+0 |
Total Volume and Open Interest |
1,186 |
6,241 |
+44 |
Palladium(NYMEX) |
Dec04 |
041006 |
226.00 |
229.70 |
223.15 |
227.50 |
+2.55 |
698 |
9,586 |
+53 |
Mar05 |
041006 |
227.00 |
231.00 |
227.00 |
229.50 |
+2.55 |
12 |
55 |
+1 |
Total Volume and Open Interest |
710 |
9,641 |
+54 |
Copper(CMX) |
Dec04 |
041006 |
141.70 |
142.80 |
141.40 |
142.30 |
+2.15 |
6,272 |
76,138 |
+275 |
Mar05 |
041006 |
135.70 |
136.20 |
135.00 |
135.70 |
+1.40 |
264 |
7,844 |
+59 |
May05 |
041006 |
128.85 |
129.40 |
128.75 |
129.40 |
+1.00 |
258 |
1,875 |
+129 |
Jul05 |
041006 |
124.80 |
124.80 |
124.80 |
124.80 |
+1.40 |
63 |
1,546 |
+60 |
Sep05 |
041006 |
120.90 |
121.00 |
120.90 |
121.00 |
+1.10 |
1 |
1,409 |
-1 |
Total Volume and Open Interest |
7,244 |
100,292 |
+517 |
Aluminum(CMX) |
Oct04 |
041006 |
90.70 |
90.70 |
90.70 |
90.70 |
+1.10 |
9 |
286 |
+0 |
Nov04 |
041006 |
90.40 |
90.40 |
90.40 |
90.40 |
+1.10 |
801 |
941 |
+178 |
Dec04 |
041006 |
90.00 |
90.00 |
90.00 |
90.00 |
+1.00 |
760 |
1,248 |
+5 |
Jan05 |
041006 |
89.25 |
89.25 |
89.25 |
89.25 |
+0.80 |
0 |
711 |
+0 |
Feb05 |
041006 |
88.45 |
88.45 |
88.45 |
88.45 |
+0.65 |
1 |
634 |
-1 |
Mar05 |
041006 |
87.80 |
87.80 |
87.80 |
87.80 |
+0.50 |
1 |
651 |
-1 |
Total Volume and Open Interest |
1,572 |
10,134 |
+181 |
DJIA Index(CBOT) |
Dec04 |
041006 |
10165 |
10242 |
10155 |
10237 |
+59 |
4,486 |
40,584 |
-728 |
Mar05 |
041006 |
10233 |
10233 |
10233 |
10233 |
+60 |
7 |
17 |
+0 |
Jun05 |
041006 |
10233 |
10233 |
10233 |
10233 |
+60 |
|
|
|
Total Volume and Open Interest |
4,486 |
40,602 |
-728 |
S & P 500(CME) |
Dec04 |
041006 |
1134.80 |
1143.70 |
1133.70 |
1142.80 |
+6.40 |
22,292 |
613,539 |
+1,718 |
Mar05 |
041006 |
1139.00 |
1144.10 |
1139.00 |
1144.10 |
+6.40 |
36 |
11,720 |
-15 |
Jun05 |
041006 |
1146.50 |
1146.50 |
1146.50 |
1146.50 |
+6.50 |
37 |
620 |
-12 |
Sep05 |
041006 |
1149.50 |
1149.50 |
1149.50 |
1149.50 |
+6.50 |
0 |
44 |
+0 |
Total Volume and Open Interest |
22,365 |
626,035 |
+1,691 |
S & P 500 E-Mini(Globex) |
Dec04 |
041006 |
1135.75 |
1143.75 |
1133.50 |
1142.75 |
+6.25 |
531,192 |
665,553 |
+11,686 |
Mar05 |
041006 |
1138.00 |
1144.75 |
1135.50 |
1144.00 |
+6.25 |
534 |
2,768 |
-147 |
Total Volume and Open Interest |
531,726 |
668,321 |
+11,539 |
NASDAQ 100(CME) |
Dec04 |
041006 |
1464.50 |
1480.00 |
1456.00 |
1479.00 |
+11.00 |
7,663 |
77,647 |
+869 |
Mar05 |
041006 |
1486.00 |
1486.00 |
1486.00 |
1486.00 |
+11.00 |
0 |
36 |
+0 |
Jun05 |
041006 |
1492.00 |
1492.00 |
1492.00 |
1492.00 |
+11.00 |
|
|
|
Total Volume and Open Interest |
7,663 |
77,683 |
+869 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041006 |
1468.00 |
1479.50 |
1456.50 |
1479.00 |
+11.00 |
257,052 |
261,733 |
+3,703 |
Mar05 |
041006 |
1474.50 |
1486.00 |
1466.00 |
1486.00 |
+11.00 |
279 |
1,738 |
+59 |
Total Volume and Open Interest |
257,331 |
263,471 |
+3,762 |
S & P Midcap 400(CME) |
Dec04 |
041006 |
602.50 |
607.00 |
602.00 |
606.75 |
+2.85 |
210 |
12,920 |
+81 |
Mar05 |
041006 |
607.75 |
607.75 |
607.75 |
607.75 |
+2.85 |
0 |
1 |
+0 |
Jun05 |
041006 |
607.75 |
607.75 |
607.75 |
607.75 |
+2.85 |
|
|
|
Total Volume and Open Interest |
210 |
12,921 |
+81 |
Russell 2000(CME) |
Dec04 |
041006 |
588.75 |
593.50 |
586.50 |
592.50 |
+3.50 |
487 |
27,526 |
+73 |
Mar05 |
041006 |
592.50 |
592.50 |
592.50 |
592.50 |
+3.50 |
|
|
|
Jun05 |
041006 |
592.50 |
592.50 |
592.50 |
592.50 |
+3.50 |
|
|
|
Total Volume and Open Interest |
487 |
27,526 |
+73 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041006 |
588.50 |
593.80 |
586.60 |
592.50 |
+3.50 |
53,318 |
89,385 |
-696 |
Mar05 |
041006 |
592.50 |
592.50 |
592.50 |
592.50 |
+3.50 |
0 |
64 |
+0 |
Total Volume and Open Interest |
53,318 |
89,449 |
-696 |
Nikkei 225(CME) |
Dec04 |
041006 |
11250 |
11415 |
11225 |
11370 |
+95 |
27,945 |
154,788 |
+4,255 |
Mar05 |
041006 |
11365 |
11365 |
11365 |
11365 |
+95 |
0 |
4 |
+0 |
Total Volume and Open Interest |
27,945 |
154,795 |
+4,255 |
Nikkei 225(SGX) |
Dec04 |
041006 |
11250 |
11415 |
11225 |
11370 |
+95 |
27,945 |
154,788 |
+4,255 |
Mar05 |
041006 |
11365 |
11365 |
11365 |
11365 |
+95 |
0 |
4 |
+0 |
Jun05 |
041006 |
11320 |
11320 |
11320 |
11320 |
+95 |
0 |
3 |
+0 |
Total Volume and Open Interest |
27,945 |
154,795 |
+4,255 |
CAC 40(EURONEXT) |
Oct04 |
041006 |
3774.0 |
3782.5 |
3752.0 |
3768.5 |
-3.0 |
53,583 |
351,568 |
+7,429 |
Nov04 |
041006 |
3775.5 |
3780.0 |
3766.5 |
3776.0 |
-2.5 |
606 |
8,875 |
+563 |
Dec04 |
041006 |
3779.0 |
3786.0 |
3762.5 |
3773.5 |
-2.5 |
1,358 |
126,575 |
+187 |
Total Volume and Open Interest |
55,578 |
496,045 |
+8,179 |
Hang Seng Index(HKFE) |
Oct04 |
041006 |
13420 |
13469 |
13303 |
13314 |
-84 |
22,833 |
112,246 |
-581 |
Nov04 |
041006 |
13390 |
13430 |
13268 |
13275 |
-86 |
518 |
483 |
+238 |
Dec04 |
041006 |
13318 |
13400 |
13273 |
13273 |
-84 |
55 |
949 |
+7 |
Total Volume and Open Interest |
23,419 |
116,315 |
-340 |
DAX(EUREX) |
Dec04 |
041006 |
4066.0 |
4083.0 |
4048.5 |
4073.0 |
+13.0 |
109,669 |
160,096 |
+3,481 |
Mar05 |
041006 |
4090.0 |
4100.0 |
4072.5 |
4095.5 |
+12.5 |
117 |
9,463 |
+0 |
Jun05 |
041006 |
4121.5 |
4122.0 |
4101.5 |
4120.5 |
+11.0 |
117 |
804 |
+65 |
Total Volume and Open Interest |
109,903 |
170,363 |
+3,546 |
FT-SE 100(EURONEXT) |
Dec04 |
041006 |
4722.00 |
4740.50 |
4712.00 |
4727.00 |
+1.50 |
64,247 |
451,944 |
+2,371 |
Mar05 |
041006 |
4723.50 |
4738.50 |
4723.50 |
4734.50 |
+1.50 |
102 |
13,029 |
+101 |
Jun05 |
041006 |
4745.00 |
4753.00 |
4745.00 |
4753.00 |
+1.00 |
1,155 |
7,999 |
+1,150 |
Total Volume and Open Interest |
65,504 |
472,972 |
+3,622 |
SPI 200(SFE) |
Dec04 |
041006 |
3715.0 |
3732.0 |
3699.0 |
3702.0 |
-14.0 |
8,691 |
158,189 |
-1,813 |
Mar05 |
041006 |
3725.0 |
3736.0 |
3710.0 |
3712.0 |
-13.0 |
38 |
2,597 |
+21 |
Jun05 |
041006 |
3721.0 |
3721.0 |
3721.0 |
3721.0 |
-13.0 |
8 |
2,995 |
-2 |
Total Volume and Open Interest |
8,737 |
166,250 |
-1,794 |
GSCI(CME) |
Oct04 |
041006 |
343.00 |
347.90 |
342.00 |
347.50 |
+3.10 |
43 |
17,022 |
+1 |
Nov04 |
041006 |
350.50 |
350.50 |
350.50 |
350.50 |
+3.30 |
0 |
240 |
+0 |
Dec04 |
041006 |
352.00 |
352.00 |
352.00 |
352.00 |
+4.00 |
|
|
|
Total Volume and Open Interest |
43 |
17,262 |
+1 |
RJ/CRB Index(ICE) |
Nov04 |
041006 |
284.00 |
286.00 |
283.75 |
286.00 |
+1.50 |
66 |
254 |
+2 |
Jan05 |
041006 |
283.00 |
285.00 |
283.00 |
285.00 |
+1.50 |
1 |
207 |
+0 |
Feb05 |
041006 |
283.00 |
283.00 |
283.00 |
283.00 |
+1.50 |
1 |
33 |
+1 |
Total Volume and Open Interest |
68 |
594 |
+3 |
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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