|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri October 08, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041008 |
526.75 |
533.00 |
524.00 |
528.50 |
+2.75 |
38,382 |
134,296 |
-3,875 |
| Jan05 |
041008 |
535.00 |
540.00 |
532.00 |
538.25 |
+3.00 |
12,626 |
42,967 |
+4,530 |
| Mar05 |
041008 |
541.00 |
546.50 |
538.50 |
543.75 |
+2.50 |
2,918 |
25,894 |
+756 |
| May05 |
041008 |
549.00 |
554.00 |
546.00 |
550.75 |
+3.00 |
1,145 |
15,299 |
+373 |
| Jul05 |
041008 |
555.00 |
560.50 |
552.00 |
556.75 |
+2.75 |
2,335 |
11,052 |
+272 |
| Aug05 |
041008 |
556.00 |
556.00 |
556.00 |
556.00 |
+3.00 |
101 |
450 |
-26 |
| Sep05 |
041008 |
557.00 |
557.00 |
557.00 |
557.00 |
+2.00 |
50 |
178 |
+0 |
| Total Volume and Open Interest |
57,637 |
235,584 |
+2,019 |
| Soybean Meal(CBOT) |
| Oct04 |
041008 |
155.00 |
158.10 |
155.00 |
157.10 |
+2.00 |
2,164 |
2,560 |
-1,066 |
| Dec04 |
041008 |
158.20 |
161.30 |
158.00 |
159.90 |
+1.50 |
9,682 |
58,254 |
-473 |
| Jan05 |
041008 |
159.90 |
162.30 |
159.60 |
161.40 |
+1.50 |
1,179 |
15,755 |
-141 |
| Mar05 |
041008 |
162.50 |
165.20 |
162.50 |
163.90 |
+1.10 |
1,226 |
16,136 |
-45 |
| May05 |
041008 |
165.60 |
167.70 |
165.00 |
166.80 |
+1.20 |
1,657 |
13,992 |
-148 |
| Jul05 |
041008 |
168.60 |
171.00 |
167.70 |
169.30 |
+0.80 |
2,624 |
16,924 |
+587 |
| Aug05 |
041008 |
170.30 |
171.70 |
168.80 |
170.10 |
+0.80 |
119 |
5,539 |
+70 |
| Sep05 |
041008 |
170.00 |
172.60 |
169.50 |
170.50 |
+0.50 |
387 |
3,658 |
+46 |
| Total Volume and Open Interest |
19,174 |
137,135 |
-1,179 |
| Soybean Oil(CBOT) |
| Oct04 |
041008 |
20.45 |
20.60 |
20.40 |
20.51 |
-0.13 |
941 |
1,275 |
-522 |
| Dec04 |
041008 |
20.68 |
20.74 |
20.49 |
20.61 |
-0.12 |
15,924 |
63,687 |
+54 |
| Jan05 |
041008 |
20.75 |
20.82 |
20.60 |
20.78 |
-0.12 |
4,176 |
21,662 |
+2,419 |
| Mar05 |
041008 |
20.95 |
20.95 |
20.73 |
20.88 |
-0.10 |
2,896 |
18,159 |
-158 |
| May05 |
041008 |
20.90 |
21.05 |
20.90 |
20.99 |
-0.08 |
2,157 |
11,180 |
+592 |
| Jul05 |
041008 |
21.00 |
21.12 |
20.95 |
21.06 |
-0.09 |
1,943 |
12,075 |
+651 |
| Aug05 |
041008 |
21.05 |
21.07 |
21.00 |
21.05 |
-0.08 |
7 |
4,567 |
+5 |
| Sep05 |
041008 |
21.05 |
21.07 |
20.95 |
20.95 |
-0.13 |
127 |
2,636 |
+67 |
| Total Volume and Open Interest |
28,726 |
140,496 |
+3,421 |
| Canola(WCE) |
| Nov04 |
041008 |
298.0 |
299.0 |
295.2 |
297.2 |
-3.0 |
3,518 |
31,639 |
-921 |
| Jan05 |
041008 |
304.0 |
304.9 |
301.0 |
303.0 |
-4.2 |
1,589 |
10,505 |
+974 |
| Mar05 |
041008 |
310.0 |
310.0 |
308.0 |
308.0 |
-5.0 |
25 |
5,039 |
+19 |
| May05 |
041008 |
315.0 |
315.0 |
314.0 |
314.0 |
-4.5 |
0 |
344 |
+0 |
| Jul05 |
041008 |
319.5 |
319.5 |
319.5 |
319.5 |
-5.5 |
0 |
195 |
+0 |
| Total Volume and Open Interest |
5,204 |
50,836 |
+144 |
| Corn(CBOT) |
| Dec04 |
041008 |
205.00 |
206.00 |
204.25 |
204.50 |
-1.50 |
32,232 |
344,845 |
-3,609 |
| Mar05 |
041008 |
215.75 |
216.75 |
215.00 |
215.25 |
-1.75 |
8,781 |
124,717 |
+1,088 |
| May05 |
041008 |
223.00 |
224.00 |
222.00 |
222.25 |
-1.50 |
2,333 |
40,850 |
+490 |
| Jul05 |
041008 |
229.00 |
230.00 |
228.25 |
228.50 |
-1.75 |
2,273 |
45,892 |
+595 |
| Sep05 |
041008 |
236.25 |
236.25 |
234.50 |
234.50 |
-2.00 |
558 |
11,395 |
+64 |
| Dec05 |
041008 |
243.50 |
243.50 |
241.50 |
242.25 |
-2.00 |
937 |
22,665 |
+365 |
| Total Volume and Open Interest |
47,172 |
592,134 |
-1,021 |
| Wheat(CBOT) |
| Dec04 |
041008 |
302.00 |
307.75 |
301.00 |
303.25 |
+0.50 |
11,594 |
122,388 |
+2,140 |
| Mar05 |
041008 |
315.00 |
319.00 |
313.50 |
315.00 |
unch |
2,638 |
21,978 |
+1,048 |
| May05 |
041008 |
321.00 |
323.75 |
319.50 |
319.50 |
-1.00 |
336 |
3,894 |
+57 |
| Jul05 |
041008 |
324.00 |
327.00 |
323.50 |
323.50 |
-1.00 |
483 |
7,377 |
+39 |
| Sep05 |
041008 |
330.00 |
330.00 |
330.00 |
330.00 |
-1.00 |
10 |
133 |
-2 |
| Total Volume and Open Interest |
15,061 |
155,919 |
+3,282 |
| Wheat(KCBT) |
| Dec04 |
041008 |
332.50 |
338.00 |
332.00 |
332.75 |
+0.25 |
4,844 |
52,028 |
+769 |
| Mar05 |
041008 |
340.00 |
344.00 |
338.50 |
339.50 |
-1.00 |
1,583 |
13,546 |
+397 |
| May05 |
041008 |
344.00 |
344.25 |
339.50 |
339.50 |
-2.50 |
47 |
3,164 |
+38 |
| Jul05 |
041008 |
342.00 |
344.25 |
339.00 |
339.00 |
-1.50 |
493 |
4,367 |
+121 |
| Sep05 |
041008 |
346.00 |
346.00 |
345.00 |
345.00 |
-2.00 |
211 |
204 |
+154 |
| Total Volume and Open Interest |
7,178 |
73,358 |
+1,479 |
| Wheat(MGE) |
| Dec04 |
041008 |
356.25 |
359.00 |
354.50 |
355.00 |
-1.25 |
2,205 |
20,999 |
+352 |
| Mar05 |
041008 |
366.50 |
370.00 |
365.25 |
365.50 |
-1.50 |
649 |
8,984 |
+257 |
| May05 |
041008 |
372.25 |
372.25 |
372.25 |
372.25 |
-0.75 |
56 |
3,350 |
+30 |
| Jul05 |
041008 |
377.00 |
377.00 |
374.50 |
374.50 |
-0.50 |
1 |
2,066 |
-2 |
| Sep05 |
041008 |
375.00 |
375.00 |
372.00 |
372.00 |
unch |
8 |
630 |
+2 |
| Total Volume and Open Interest |
2,919 |
36,096 |
+639 |
| Oats(CBOT) |
| Dec04 |
041008 |
143.25 |
146.75 |
143.25 |
144.25 |
-0.50 |
1,109 |
4,726 |
-42 |
| Mar05 |
041008 |
150.50 |
153.00 |
150.00 |
151.00 |
-0.25 |
129 |
1,553 |
+43 |
| May05 |
041008 |
155.50 |
155.50 |
155.50 |
155.50 |
-0.50 |
0 |
94 |
+0 |
| Jul05 |
041008 |
160.00 |
160.00 |
160.00 |
160.00 |
-1.00 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
1,238 |
6,405 |
+1 |
| Rough Rice(CBOT) |
| Nov04 |
041008 |
6.99 |
6.99 |
6.89 |
6.97 |
-0.04 |
146 |
2,990 |
+59 |
| Jan05 |
041008 |
7.23 |
7.23 |
7.12 |
7.19 |
-0.05 |
122 |
1,673 |
+112 |
| Mar05 |
041008 |
7.45 |
7.45 |
7.38 |
7.40 |
-0.07 |
32 |
779 |
+19 |
| May05 |
041008 |
7.65 |
7.65 |
7.58 |
7.59 |
-0.11 |
100 |
129 |
+98 |
| Total Volume and Open Interest |
400 |
5,575 |
+288 |
| Live Cattle(CME) |
| Oct04 |
041008 |
85.750 |
86.400 |
84.750 |
86.225 |
+0.775 |
7,583 |
14,483 |
-1,041 |
| Dec04 |
041008 |
88.400 |
88.600 |
87.500 |
88.500 |
+0.300 |
10,066 |
64,123 |
+995 |
| Feb05 |
041008 |
89.700 |
90.000 |
89.000 |
89.975 |
+0.400 |
2,594 |
18,011 |
+576 |
| Apr05 |
041008 |
87.250 |
87.600 |
86.850 |
87.525 |
+0.325 |
1,065 |
7,553 |
+92 |
| Jun05 |
041008 |
83.125 |
83.500 |
82.900 |
83.475 |
+0.375 |
381 |
5,162 |
+216 |
| Aug05 |
041008 |
82.850 |
83.350 |
82.800 |
83.325 |
+0.375 |
85 |
2,417 |
+18 |
| Total Volume and Open Interest |
21,794 |
112,091 |
+867 |
| Feeder Cattle(CME) |
| Oct04 |
041008 |
112.800 |
113.125 |
112.650 |
113.100 |
-0.025 |
1,053 |
4,946 |
-236 |
| Nov04 |
041008 |
111.250 |
111.550 |
111.050 |
111.325 |
-0.325 |
1,370 |
8,232 |
-83 |
| Jan05 |
041008 |
107.850 |
108.300 |
107.700 |
108.250 |
-0.025 |
785 |
4,322 |
+277 |
| Mar05 |
041008 |
103.150 |
103.450 |
103.100 |
103.450 |
-0.050 |
157 |
1,009 |
+38 |
| Apr05 |
041008 |
102.500 |
102.800 |
102.400 |
102.800 |
-0.100 |
12 |
292 |
+1 |
| May05 |
041008 |
102.750 |
102.750 |
102.750 |
102.750 |
-0.150 |
19 |
285 |
+7 |
| Total Volume and Open Interest |
3,396 |
19,086 |
+4 |
| Lean Hogs(CME) |
| Oct04 |
041008 |
72.900 |
73.500 |
72.500 |
73.400 |
+0.275 |
2,254 |
7,154 |
-626 |
| Dec04 |
041008 |
65.575 |
66.800 |
65.100 |
66.700 |
+0.625 |
5,628 |
55,487 |
-293 |
| Feb05 |
041008 |
64.950 |
65.800 |
64.300 |
65.700 |
+0.350 |
2,231 |
16,682 |
+372 |
| Apr05 |
041008 |
63.250 |
63.900 |
62.450 |
63.875 |
+0.375 |
610 |
6,177 |
+91 |
| May05 |
041008 |
62.750 |
63.500 |
62.750 |
63.400 |
unch |
53 |
1,147 |
+19 |
| Jun05 |
041008 |
66.900 |
67.800 |
66.600 |
67.775 |
+0.175 |
74 |
3,081 |
+28 |
| Jul05 |
041008 |
63.875 |
64.100 |
63.875 |
63.950 |
-0.425 |
9 |
764 |
+1 |
| Aug05 |
041008 |
59.400 |
59.600 |
59.400 |
59.550 |
+0.125 |
6 |
411 |
+2 |
| Total Volume and Open Interest |
10,870 |
90,985 |
-407 |
| Pork Bellies(CME) |
| Feb05 |
041008 |
96.400 |
97.000 |
95.700 |
96.400 |
-0.225 |
243 |
1,169 |
-12 |
| Mar05 |
041008 |
96.650 |
96.650 |
96.650 |
96.650 |
+0.150 |
0 |
15 |
+0 |
| May05 |
041008 |
98.400 |
98.400 |
98.400 |
98.400 |
unch |
1 |
5 |
+0 |
| Jul05 |
041008 |
98.900 |
98.900 |
98.900 |
98.900 |
unch |
0 |
7 |
+0 |
| Total Volume and Open Interest |
244 |
1,196 |
-12 |
| Class III Milk(CME) |
| Oct04 |
041008 |
13.77 |
13.90 |
13.77 |
13.86 |
+0.09 |
346 |
4,692 |
+76 |
| Nov04 |
041008 |
12.32 |
12.60 |
12.32 |
12.57 |
+0.25 |
207 |
3,432 |
+10 |
| Dec04 |
041008 |
11.95 |
12.20 |
11.90 |
12.20 |
+0.30 |
201 |
2,835 |
+7 |
| Jan05 |
041008 |
11.90 |
12.04 |
11.90 |
12.04 |
+0.14 |
58 |
1,400 |
+35 |
| Feb05 |
041008 |
11.95 |
12.00 |
11.90 |
11.95 |
-0.03 |
28 |
1,372 |
+13 |
| Total Volume and Open Interest |
961 |
20,209 |
+221 |
| Cocoa(ICE) |
| Dec04 |
041008 |
1410 |
1450 |
1404 |
1425 |
+34 |
5,005 |
45,934 |
+548 |
| Mar05 |
041008 |
1432 |
1465 |
1422 |
1443 |
+33 |
1,099 |
18,366 |
+909 |
| May05 |
041008 |
1444 |
1455 |
1444 |
1455 |
+32 |
369 |
11,699 |
+152 |
| Jul05 |
041008 |
1476 |
1476 |
1467 |
1467 |
+31 |
324 |
10,479 |
+3 |
| Sep05 |
041008 |
1466 |
1478 |
1465 |
1478 |
+32 |
258 |
7,218 |
+122 |
| Dec05 |
041008 |
1493 |
1493 |
1493 |
1493 |
+33 |
30 |
7,497 |
+30 |
| Mar06 |
041008 |
1470 |
1503 |
1470 |
1503 |
+33 |
2,501 |
5,233 |
+1,549 |
| Total Volume and Open Interest |
9,586 |
114,704 |
+3,313 |
| Coffee "C"(ICE) |
| Dec04 |
041008 |
78.50 |
78.60 |
77.05 |
77.20 |
-0.95 |
9,192 |
60,993 |
+220 |
| Mar05 |
041008 |
81.20 |
81.50 |
80.20 |
80.30 |
-0.90 |
1,013 |
13,483 |
+74 |
| May05 |
041008 |
83.20 |
83.40 |
82.20 |
82.30 |
-0.90 |
197 |
3,904 |
+24 |
| Jul05 |
041008 |
85.10 |
85.20 |
84.00 |
84.10 |
-0.90 |
187 |
1,448 |
+12 |
| Sep05 |
041008 |
86.80 |
86.90 |
85.90 |
85.90 |
-0.90 |
10 |
670 |
+6 |
| Dec05 |
041008 |
89.45 |
89.45 |
88.50 |
88.50 |
-0.95 |
96 |
683 |
+47 |
| Total Volume and Open Interest |
10,695 |
81,302 |
+383 |
| Orange Juice(ICE) |
| Nov04 |
041008 |
82.80 |
83.70 |
82.70 |
83.45 |
+0.65 |
1,283 |
19,216 |
-107 |
| Jan05 |
041008 |
85.50 |
86.00 |
85.05 |
86.00 |
+0.85 |
972 |
8,029 |
+106 |
| Mar05 |
041008 |
87.50 |
88.10 |
87.30 |
88.05 |
+0.55 |
89 |
8,803 |
+8 |
| May05 |
041008 |
90.90 |
90.90 |
90.30 |
90.90 |
+0.40 |
14 |
4,606 |
-28 |
| Jul05 |
041008 |
92.10 |
92.65 |
92.10 |
92.65 |
+0.65 |
2 |
604 |
+1 |
| Sep05 |
041008 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.65 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
2,360 |
41,828 |
-20 |
| Sugar #11(ICE) |
| Mar05 |
041008 |
8.92 |
9.10 |
8.92 |
9.02 |
+0.12 |
21,654 |
209,737 |
+2,799 |
| May05 |
041008 |
9.01 |
9.13 |
9.01 |
9.08 |
+0.11 |
4,366 |
37,482 |
+711 |
| Jul05 |
041008 |
8.84 |
8.93 |
8.84 |
8.87 |
+0.07 |
1,176 |
23,032 |
+396 |
| Oct05 |
041008 |
8.78 |
8.85 |
8.77 |
8.81 |
+0.08 |
1,311 |
21,520 |
+100 |
| Mar06 |
041008 |
8.66 |
8.74 |
8.66 |
8.72 |
+0.08 |
62 |
7,398 |
+35 |
| Total Volume and Open Interest |
28,569 |
301,977 |
+4,041 |
| Sugar #14(ICE) |
| Nov04 |
041008 |
20.05 |
20.05 |
20.00 |
20.03 |
-0.02 |
135 |
803 |
-57 |
| Jan05 |
041008 |
20.15 |
20.15 |
20.13 |
20.13 |
-0.03 |
151 |
2,717 |
+50 |
| Mar05 |
041008 |
20.32 |
20.37 |
20.30 |
20.36 |
-0.02 |
67 |
2,763 |
+51 |
| May05 |
041008 |
20.48 |
20.50 |
20.47 |
20.50 |
+0.01 |
105 |
1,876 |
+85 |
| Jul05 |
041008 |
20.74 |
20.75 |
20.65 |
20.75 |
-0.01 |
68 |
1,254 |
+4 |
| Total Volume and Open Interest |
626 |
10,919 |
+124 |
| London Cocoa(LCE) |
| Dec04 |
041008 |
810 |
841 |
808 |
824 |
+14 |
5,326 |
83,797 |
+989 |
| Mar05 |
041008 |
835 |
862 |
833 |
848 |
+13 |
3,466 |
35,600 |
+1,099 |
| May05 |
041008 |
851 |
873 |
850 |
863 |
+13 |
479 |
17,012 |
+135 |
| Jul05 |
041008 |
865 |
888 |
865 |
879 |
+13 |
523 |
15,187 |
-265 |
| Sep05 |
041008 |
884 |
898 |
883 |
896 |
+13 |
1,881 |
26,411 |
+1,534 |
| Dec05 |
041008 |
903 |
903 |
902 |
902 |
+12 |
207 |
10,397 |
+69 |
| Mar06 |
041008 |
910 |
910 |
909 |
909 |
+12 |
2 |
3,128 |
+0 |
| Total Volume and Open Interest |
11,884 |
192,000 |
+3,561 |
| London Coffee(LCE) |
| Nov04 |
041008 |
617.00 |
621.00 |
612.00 |
616.00 |
-1.00 |
1,764 |
61,609 |
-32 |
| Jan05 |
041008 |
633.00 |
639.00 |
631.00 |
634.00 |
-1.00 |
2,261 |
37,039 |
+435 |
| Mar05 |
041008 |
658.00 |
658.00 |
650.00 |
653.00 |
-1.00 |
606 |
24,653 |
+105 |
| May05 |
041008 |
675.00 |
675.00 |
669.00 |
670.00 |
-1.00 |
232 |
15,864 |
+119 |
| Jul05 |
041008 |
690.00 |
691.00 |
685.00 |
686.00 |
unch |
74 |
5,401 |
+4 |
| Sep05 |
041008 |
704.00 |
704.00 |
699.00 |
700.00 |
-1.00 |
46 |
3,480 |
+46 |
| Total Volume and Open Interest |
5,031 |
149,252 |
+725 |
| London Sugar(LCE) |
| Dec04 |
041008 |
236.00 |
238.60 |
235.50 |
238.60 |
+2.10 |
3,041 |
14,109 |
+935 |
| Mar05 |
041008 |
252.60 |
255.00 |
252.60 |
255.00 |
+2.80 |
1,304 |
20,114 |
+256 |
| May05 |
041008 |
258.50 |
260.30 |
258.50 |
260.30 |
+2.10 |
143 |
9,253 |
+40 |
| Aug05 |
041008 |
255.50 |
257.40 |
255.50 |
257.30 |
+2.10 |
20 |
4,329 |
+0 |
| Oct05 |
041008 |
254.80 |
254.80 |
254.80 |
254.80 |
+2.10 |
67 |
3,044 |
+0 |
| Total Volume and Open Interest |
4,578 |
53,133 |
+1,231 |
| Cotton(ICE) |
| Dec04 |
041008 |
47.15 |
47.95 |
46.81 |
47.35 |
-0.02 |
3,999 |
42,692 |
-454 |
| Mar05 |
041008 |
49.06 |
49.80 |
48.80 |
49.37 |
+0.08 |
799 |
17,006 |
-36 |
| May05 |
041008 |
50.00 |
50.95 |
50.00 |
50.60 |
+0.10 |
62 |
4,200 |
+38 |
| Jul05 |
041008 |
51.50 |
51.50 |
51.50 |
51.50 |
-0.05 |
117 |
5,325 |
+35 |
| Oct05 |
041008 |
52.25 |
52.25 |
52.25 |
52.25 |
unch |
0 |
33 |
+0 |
| Dec05 |
041008 |
53.00 |
53.00 |
53.00 |
53.00 |
unch |
47 |
2,071 |
-21 |
| Total Volume and Open Interest |
5,045 |
71,757 |
-448 |
| Lumber(CME) |
| Nov04 |
041008 |
322.0 |
322.5 |
314.1 |
314.2 |
-9.9 |
488 |
2,535 |
-67 |
| Jan05 |
041008 |
332.0 |
332.0 |
325.0 |
326.5 |
-6.3 |
138 |
942 |
+15 |
| Mar05 |
041008 |
334.1 |
334.1 |
330.7 |
330.7 |
-5.5 |
0 |
228 |
+0 |
| May05 |
041008 |
340.0 |
340.0 |
340.0 |
340.0 |
-4.0 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
626 |
3,760 |
-52 |
| Crude Oil(NYM) |
| Nov04 |
041008 |
52.65 |
53.40 |
52.17 |
53.31 |
+0.64 |
103,188 |
180,931 |
-16,005 |
| Dec04 |
041008 |
52.20 |
53.05 |
51.75 |
52.94 |
+0.70 |
90,639 |
150,901 |
+12,856 |
| Jan05 |
041008 |
51.50 |
52.50 |
51.35 |
52.36 |
+0.75 |
21,480 |
52,429 |
+3,410 |
| Feb05 |
041008 |
50.95 |
51.71 |
50.45 |
51.71 |
+0.75 |
8,080 |
32,466 |
+1,269 |
| Mar05 |
041008 |
50.20 |
50.99 |
49.85 |
50.99 |
+0.76 |
5,680 |
25,598 |
+252 |
| Apr05 |
041008 |
49.40 |
50.26 |
49.40 |
50.26 |
+0.77 |
3,120 |
15,624 |
+245 |
| May05 |
041008 |
48.60 |
49.54 |
48.55 |
49.54 |
+0.79 |
1,086 |
13,495 |
-480 |
| Jun05 |
041008 |
47.90 |
48.85 |
47.75 |
48.84 |
+0.80 |
3,994 |
26,641 |
+487 |
| Jul05 |
041008 |
48.18 |
48.18 |
48.18 |
48.18 |
+0.82 |
820 |
12,166 |
+378 |
| Aug05 |
041008 |
47.58 |
47.58 |
47.58 |
47.58 |
+0.83 |
534 |
7,710 |
-214 |
| Sep05 |
041008 |
46.15 |
47.03 |
46.15 |
47.03 |
+0.84 |
915 |
11,268 |
+61 |
| Oct05 |
041008 |
45.75 |
46.51 |
45.75 |
46.51 |
+0.85 |
208 |
5,183 |
+148 |
| Nov05 |
041008 |
46.02 |
46.02 |
46.02 |
46.02 |
+0.86 |
81 |
6,889 |
-35 |
| Dec05 |
041008 |
44.75 |
45.70 |
44.60 |
45.59 |
+0.87 |
12,108 |
49,287 |
+1,020 |
| Jan06 |
041008 |
45.18 |
45.18 |
45.18 |
45.18 |
+0.88 |
1,090 |
6,702 |
+384 |
| Feb06 |
041008 |
44.80 |
44.80 |
44.80 |
44.80 |
+0.89 |
9 |
2,577 |
+0 |
| Total Volume and Open Interest |
266,849 |
725,216 |
+3,928 |
| Heating Oil(NYM) |
| Nov04 |
041008 |
143.00 |
145.95 |
142.00 |
145.40 |
+2.31 |
27,257 |
64,533 |
-4,089 |
| Dec04 |
041008 |
142.90 |
146.30 |
142.70 |
146.02 |
+2.46 |
19,855 |
40,574 |
+3,594 |
| Jan05 |
041008 |
143.10 |
146.40 |
142.70 |
146.07 |
+2.51 |
7,740 |
21,955 |
+749 |
| Feb05 |
041008 |
141.90 |
144.45 |
141.75 |
144.12 |
+2.51 |
2,074 |
15,427 |
+231 |
| Mar05 |
041008 |
137.90 |
140.45 |
137.55 |
139.92 |
+2.51 |
2,349 |
15,531 |
-127 |
| Apr05 |
041008 |
131.90 |
134.42 |
131.90 |
134.42 |
+2.51 |
208 |
4,809 |
+89 |
| May05 |
041008 |
127.35 |
129.27 |
127.20 |
129.27 |
+2.46 |
178 |
3,524 |
+79 |
| Jun05 |
041008 |
124.35 |
125.72 |
123.65 |
125.72 |
+2.46 |
611 |
4,892 |
+36 |
| Jul05 |
041008 |
121.35 |
123.82 |
121.35 |
123.82 |
+2.46 |
653 |
4,165 |
+46 |
| Aug05 |
041008 |
121.65 |
123.62 |
121.15 |
123.62 |
+2.46 |
103 |
670 |
+33 |
| Sep05 |
041008 |
121.55 |
124.02 |
121.55 |
124.02 |
+2.46 |
99 |
2,295 |
+19 |
| Oct05 |
041008 |
122.65 |
124.62 |
122.65 |
124.62 |
+2.46 |
20 |
206 |
+20 |
| Total Volume and Open Interest |
62,302 |
187,652 |
+627 |
| Gasoline(NYMEX) |
| Nov04 |
041008 |
139.45 |
141.50 |
137.90 |
141.20 |
+1.01 |
25,845 |
64,121 |
-4,728 |
| Dec04 |
041008 |
138.25 |
141.10 |
137.40 |
140.44 |
+1.18 |
16,778 |
31,861 |
+2,639 |
| Jan05 |
041008 |
138.20 |
140.10 |
137.90 |
140.04 |
+1.33 |
3,629 |
14,502 |
-5 |
| Feb05 |
041008 |
137.70 |
140.34 |
137.70 |
140.34 |
+1.38 |
1,129 |
7,811 |
+35 |
| Mar05 |
041008 |
138.80 |
140.64 |
138.80 |
140.64 |
+1.43 |
810 |
5,708 |
-453 |
| Apr05 |
041008 |
144.90 |
146.89 |
144.25 |
146.89 |
+1.48 |
325 |
9,515 |
+103 |
| May05 |
041008 |
143.30 |
146.14 |
143.30 |
146.14 |
+1.48 |
284 |
9,789 |
+109 |
| Jun05 |
041008 |
144.39 |
144.39 |
144.39 |
144.39 |
+1.48 |
231 |
3,146 |
-79 |
| Jul05 |
041008 |
141.79 |
141.79 |
141.79 |
141.79 |
+1.48 |
258 |
2,373 |
+0 |
| Aug05 |
041008 |
138.59 |
138.59 |
138.59 |
138.59 |
+1.48 |
125 |
1,374 |
+50 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041008 |
7.150 |
7.225 |
7.050 |
7.163 |
-0.092 |
36,344 |
58,627 |
-1,267 |
| Dec04 |
041008 |
8.200 |
8.320 |
8.100 |
8.275 |
-0.022 |
19,911 |
42,221 |
+2,417 |
| Jan05 |
041008 |
8.650 |
8.730 |
8.550 |
8.715 |
+0.003 |
11,213 |
42,511 |
+2,241 |
| Feb05 |
041008 |
8.580 |
8.640 |
8.480 |
8.635 |
+0.008 |
2,804 |
22,377 |
+151 |
| Mar05 |
041008 |
8.200 |
8.290 |
8.140 |
8.290 |
-0.007 |
3,432 |
22,445 |
+378 |
| Apr05 |
041008 |
6.950 |
6.950 |
6.880 |
6.930 |
-0.048 |
2,362 |
16,620 |
+287 |
| May05 |
041008 |
6.700 |
6.705 |
6.640 |
6.680 |
-0.048 |
2,553 |
15,474 |
+212 |
| Jun05 |
041008 |
6.720 |
6.720 |
6.660 |
6.697 |
-0.046 |
1,283 |
10,777 |
-178 |
| Jul05 |
041008 |
6.755 |
6.755 |
6.670 |
6.720 |
-0.043 |
620 |
13,977 |
+100 |
| Aug05 |
041008 |
6.760 |
6.760 |
6.690 |
6.737 |
-0.043 |
1,073 |
10,801 |
+162 |
| Sep05 |
041008 |
6.730 |
6.735 |
6.660 |
6.697 |
-0.043 |
418 |
10,147 |
+23 |
| Oct05 |
041008 |
6.760 |
6.760 |
6.690 |
6.720 |
-0.040 |
1,439 |
14,462 |
-120 |
| Nov05 |
041008 |
7.050 |
7.050 |
6.970 |
7.010 |
-0.025 |
381 |
7,894 |
-237 |
| Dec05 |
041008 |
7.300 |
7.310 |
7.240 |
7.278 |
-0.017 |
549 |
9,200 |
-68 |
| Jan06 |
041008 |
7.410 |
7.443 |
7.410 |
7.443 |
-0.012 |
508 |
10,745 |
+11 |
| Feb06 |
041008 |
7.360 |
7.410 |
7.360 |
7.393 |
-0.012 |
16 |
7,067 |
+0 |
| Total Volume and Open Interest |
87,096 |
387,172 |
+4,558 |
| Brent Crude Oil(ICE) |
| Nov04 |
041008 |
48.69 |
49.75 |
48.15 |
49.71 |
+0.81 |
43,866 |
48,331 |
-4,396 |
| Dec04 |
041008 |
48.02 |
48.92 |
47.42 |
48.89 |
+0.72 |
58,472 |
90,507 |
-5,523 |
| Jan05 |
041008 |
47.01 |
48.20 |
46.86 |
48.18 |
+0.61 |
20,993 |
41,266 |
+2,256 |
| Feb05 |
041008 |
46.44 |
47.57 |
46.30 |
47.57 |
+0.60 |
3,262 |
11,476 |
+424 |
| Mar05 |
041008 |
45.80 |
46.99 |
45.78 |
46.99 |
+0.62 |
2,362 |
15,332 |
+979 |
| Apr05 |
041008 |
45.70 |
46.42 |
45.70 |
46.42 |
+0.65 |
1,386 |
14,518 |
-352 |
| May05 |
041008 |
44.92 |
45.89 |
44.92 |
45.89 |
+0.69 |
408 |
4,027 |
+100 |
| Jun05 |
041008 |
44.47 |
45.39 |
44.40 |
45.39 |
+0.72 |
3,358 |
17,155 |
-1,135 |
| Jul05 |
041008 |
44.91 |
44.91 |
44.91 |
44.91 |
+0.74 |
0 |
5,442 |
+0 |
| Aug05 |
041008 |
43.48 |
44.44 |
43.48 |
44.44 |
+0.76 |
50 |
1,837 |
+0 |
| Sep05 |
041008 |
42.84 |
44.00 |
42.84 |
44.00 |
+0.78 |
1,400 |
4,375 |
+250 |
| Oct05 |
041008 |
42.36 |
43.59 |
42.36 |
43.59 |
+0.80 |
200 |
400 |
+0 |
| Dec05 |
041008 |
41.62 |
42.74 |
41.60 |
42.74 |
+0.82 |
4,150 |
40,527 |
+779 |
| Total Volume and Open Interest |
|
|
|
| Gas Oil(ICE) |
| Oct04 |
041008 |
456.00 |
473.25 |
454.25 |
473.00 |
+12.50 |
20,407 |
21,126 |
-5,890 |
| Nov04 |
041008 |
442.00 |
455.00 |
439.75 |
452.75 |
+7.75 |
25,236 |
46,917 |
+2,879 |
| Dec04 |
041008 |
432.50 |
439.00 |
428.75 |
438.75 |
+5.25 |
12,695 |
30,260 |
+2,386 |
| Jan05 |
041008 |
421.75 |
429.25 |
420.00 |
429.25 |
+4.75 |
3,004 |
13,966 |
+1,637 |
| Feb05 |
041008 |
411.25 |
419.25 |
411.25 |
419.25 |
+3.75 |
1,088 |
4,802 |
+200 |
| Mar05 |
041008 |
409.25 |
409.25 |
409.25 |
409.25 |
+3.25 |
0 |
4,364 |
+0 |
| Apr05 |
041008 |
398.75 |
399.25 |
398.75 |
399.25 |
+2.75 |
100 |
4,131 |
+260 |
| May05 |
041008 |
392.00 |
392.00 |
392.00 |
392.00 |
+3.50 |
0 |
2,500 |
+0 |
| Jun05 |
041008 |
386.00 |
386.75 |
386.00 |
386.75 |
+4.25 |
25 |
10,456 |
+25 |
| Jul05 |
041008 |
384.00 |
384.00 |
384.00 |
384.00 |
+4.25 |
0 |
825 |
+0 |
| Total Volume and Open Interest |
63,055 |
163,862 |
+1,647 |
| US Dollar Index(ICE) |
| Dec04 |
041008 |
88.170 |
88.350 |
87.440 |
87.550 |
-0.960 |
1,216 |
19,642 |
-773 |
| Mar05 |
041008 |
88.320 |
88.320 |
87.700 |
87.740 |
-0.960 |
4 |
2,344 |
+0 |
| Jun05 |
041008 |
87.930 |
87.930 |
87.930 |
87.930 |
-0.960 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
1,220 |
22,000 |
-773 |
| Australian Dollar(CME) |
| Dec04 |
041008 |
72.35 |
73.20 |
72.30 |
73.15 |
+0.80 |
10,854 |
46,579 |
+3,279 |
| Mar05 |
041008 |
72.60 |
72.60 |
72.60 |
72.60 |
+0.80 |
2 |
171 |
+11 |
| Jun05 |
041008 |
71.99 |
72.10 |
71.99 |
72.10 |
+0.80 |
1 |
81 |
+0 |
| Total Volume and Open Interest |
10,857 |
46,870 |
+3,290 |
| British Pound(CME) |
| Dec04 |
041008 |
177.70 |
178.83 |
177.53 |
178.66 |
+1.33 |
2,001 |
62,526 |
-94 |
| Mar05 |
041008 |
177.51 |
177.51 |
177.51 |
177.51 |
+1.33 |
1 |
27 |
-1 |
| Jun05 |
041008 |
176.51 |
176.51 |
176.51 |
176.51 |
+1.33 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,002 |
62,556 |
-95 |
| Canadian Dollar(CME) |
| Dec04 |
041008 |
79.52 |
79.94 |
79.47 |
79.84 |
+0.55 |
3,675 |
106,847 |
-54 |
| Mar05 |
041008 |
79.49 |
79.80 |
79.49 |
79.74 |
+0.55 |
83 |
1,904 |
+29 |
| Jun05 |
041008 |
79.66 |
79.66 |
79.66 |
79.66 |
+0.55 |
6 |
921 |
+5 |
| Sep05 |
041008 |
79.62 |
79.62 |
79.58 |
79.58 |
+0.55 |
0 |
356 |
+0 |
| Total Volume and Open Interest |
3,764 |
110,199 |
-20 |
| Japanese Yen(CME) |
| Dec04 |
041008 |
90.81 |
91.82 |
90.65 |
91.67 |
+1.42 |
3,122 |
113,116 |
+671 |
| Mar05 |
041008 |
91.69 |
92.18 |
91.69 |
92.18 |
+1.42 |
1 |
477 |
-1 |
| Jun05 |
041008 |
92.78 |
92.78 |
92.78 |
92.78 |
+1.42 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
3,123 |
113,597 |
+670 |
| Swiss Franc(CME) |
| Dec04 |
041008 |
79.52 |
80.40 |
79.25 |
80.23 |
+0.93 |
1,320 |
30,696 |
-119 |
| Mar05 |
041008 |
80.50 |
80.50 |
80.50 |
80.50 |
+0.93 |
0 |
18 |
+0 |
| Jun05 |
041008 |
80.80 |
80.80 |
80.80 |
80.80 |
+0.93 |
1 |
60 |
-1 |
| Total Volume and Open Interest |
1,321 |
30,774 |
-120 |
| EuroFX(CME) |
| Dec04 |
041008 |
123.11 |
124.30 |
122.80 |
124.13 |
+1.24 |
8,766 |
123,699 |
-6,302 |
| Mar05 |
041008 |
122.95 |
124.15 |
122.95 |
124.15 |
+1.24 |
105 |
1,488 |
+18 |
| Jun05 |
041008 |
124.19 |
124.19 |
124.19 |
124.19 |
+1.24 |
2 |
136 |
+2 |
| Total Volume and Open Interest |
8,871 |
125,334 |
-6,282 |
| Mexican Peso(CME) |
| Oct04 |
041008 |
888.5 |
888.5 |
888.5 |
888.5 |
+1.8 |
|
|
|
| Nov04 |
041008 |
884.2 |
884.2 |
884.2 |
884.2 |
+1.8 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
10,319 |
85,486 |
+793 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041008 |
110~250 |
112~110 |
110~220 |
112~050 |
+1~100 |
236,005 |
550,275 |
+5,208 |
| Mar05 |
041008 |
109~280 |
111~050 |
109~200 |
111~030 |
+1~100 |
435 |
10,984 |
-82 |
| Jun05 |
041008 |
110~020 |
110~020 |
110~020 |
110~020 |
+1~100 |
0 |
94 |
+0 |
| Total Volume and Open Interest |
236,440 |
561,353 |
+5,126 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041008 |
111~255 |
112~235 |
111~255 |
112~185 |
+0~255 |
740,460 |
1,467,251 |
-11,549 |
| Mar05 |
041008 |
111~200 |
112~000 |
111~020 |
111~280 |
+0~270 |
3,862 |
67,951 |
-1,231 |
| Jun05 |
041008 |
110~270 |
110~290 |
110~270 |
110~280 |
+0~265 |
0 |
457 |
+0 |
| Total Volume and Open Interest |
744,322 |
1,535,659 |
-12,780 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041008 |
110~032 |
110~110 |
110~028 |
110~102 |
+0~078 |
342,971 |
1,014,236 |
-4,532 |
| Mar05 |
041008 |
109~064 |
109~114 |
109~064 |
109~114 |
+0~078 |
2,899 |
55,223 |
+1,959 |
| Jun05 |
041008 |
109~014 |
109~014 |
109~014 |
109~014 |
+0~078 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
345,870 |
55,233 |
+1,959 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041008 |
105~065 |
105~093 |
105~064 |
105~092 |
+0~031 |
5,146 |
196,282 |
+1,688 |
| Total Volume and Open Interest |
5,146 |
196,282 |
+1,688 |
| Eurodollars(CME) |
| Dec04 |
041008 |
97.675 |
97.720 |
97.670 |
97.715 |
+0.045 |
49,124 |
963,898 |
+20,083 |
| Mar05 |
041008 |
97.400 |
97.495 |
97.395 |
97.490 |
+0.100 |
58,974 |
822,577 |
+5,745 |
| Jun05 |
041008 |
97.165 |
97.300 |
97.165 |
97.285 |
+0.135 |
86,845 |
794,343 |
-17,967 |
| Sep05 |
041008 |
96.915 |
97.070 |
96.915 |
97.065 |
+0.170 |
59,040 |
637,989 |
-1,877 |
| Dec05 |
041008 |
96.655 |
96.810 |
96.655 |
96.805 |
+0.170 |
45,867 |
489,987 |
-1,234 |
| Mar06 |
041008 |
96.435 |
96.590 |
96.430 |
96.585 |
+0.170 |
35,768 |
387,264 |
+171 |
| Jun06 |
041008 |
96.245 |
96.395 |
96.235 |
96.390 |
+0.165 |
26,713 |
276,381 |
-256 |
| Sep06 |
041008 |
96.080 |
96.240 |
96.075 |
96.230 |
+0.160 |
25,146 |
215,654 |
-1,404 |
| Dec06 |
041008 |
95.925 |
96.075 |
95.920 |
96.075 |
+0.160 |
15,112 |
173,386 |
-3,046 |
| Mar07 |
041008 |
95.795 |
95.960 |
95.790 |
95.945 |
+0.160 |
16,424 |
149,645 |
-2,020 |
| Jun07 |
041008 |
95.665 |
95.820 |
95.665 |
95.815 |
+0.155 |
12,187 |
142,369 |
-163 |
| Sep07 |
041008 |
95.545 |
95.700 |
95.545 |
95.695 |
+0.155 |
12,381 |
99,504 |
+390 |
| Dec07 |
041008 |
95.420 |
95.575 |
95.415 |
95.575 |
+0.155 |
8,345 |
88,720 |
+890 |
| Mar08 |
041008 |
95.325 |
95.470 |
95.310 |
95.470 |
+0.150 |
10,589 |
79,841 |
+2,736 |
| Jun08 |
041008 |
95.210 |
95.360 |
95.200 |
95.360 |
+0.150 |
6,909 |
75,802 |
+1,896 |
| Sep08 |
041008 |
95.105 |
95.265 |
95.085 |
95.255 |
+0.150 |
11,318 |
64,138 |
-1,279 |
| Dec08 |
041008 |
95.005 |
95.145 |
94.995 |
95.145 |
+0.150 |
5,933 |
53,871 |
-465 |
| Mar09 |
041008 |
94.915 |
95.055 |
94.895 |
95.055 |
+0.150 |
6,351 |
41,623 |
-1,353 |
| Total Volume and Open Interest |
508,662 |
5,772,400 |
+3,415 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041008 |
98.250 |
98.250 |
98.240 |
98.250 |
unch |
1,253 |
98,807 |
+253 |
| Nov04 |
041008 |
98.100 |
98.110 |
98.100 |
98.100 |
unch |
2,240 |
120,855 |
+2,826 |
| Dec04 |
041008 |
97.950 |
97.970 |
97.950 |
97.970 |
+0.030 |
5,858 |
117,314 |
+4,027 |
| Jan05 |
041008 |
97.880 |
97.920 |
97.880 |
97.920 |
+0.040 |
6,174 |
94,266 |
+6,287 |
| Feb05 |
041008 |
97.730 |
97.760 |
97.730 |
97.750 |
+0.050 |
2,657 |
21,315 |
+2,287 |
| Mar05 |
041008 |
97.700 |
97.710 |
97.700 |
97.700 |
+0.060 |
80 |
5,226 |
+102 |
| Total Volume and Open Interest |
18,327 |
457,955 |
+15,907 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041008 |
98.245 |
98.245 |
98.240 |
98.245 |
unch |
640 |
0 |
+0 |
| Nov04 |
041008 |
98.100 |
98.105 |
98.095 |
98.105 |
+0.005 |
9,386 |
0 |
+0 |
| Dec04 |
041008 |
97.945 |
97.970 |
97.945 |
97.970 |
+0.025 |
11,415 |
0 |
+0 |
| Jan05 |
041008 |
97.875 |
97.920 |
97.875 |
97.920 |
+0.040 |
13,173 |
0 |
+0 |
| Feb05 |
041008 |
97.695 |
97.755 |
97.695 |
97.750 |
+0.050 |
2,269 |
0 |
+0 |
| Mar05 |
041008 |
97.640 |
97.710 |
97.640 |
97.700 |
+0.065 |
236 |
0 |
+0 |
| Total Volume and Open Interest |
37,219 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041008 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
64 |
10,771 |
+32 |
| Mar05 |
041008 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
10 |
31,628 |
+396 |
| Jun05 |
041008 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
0 |
18,583 |
+141 |
| Sep05 |
041008 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.02 |
4 |
8,346 |
-14 |
| Dec05 |
041008 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.02 |
0 |
4,850 |
-100 |
| Mar06 |
041008 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.02 |
200 |
10,354 |
+200 |
| Jun06 |
041008 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.02 |
400 |
2,646 |
+400 |
| Sep06 |
041008 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.02 |
0 |
2,154 |
+0 |
| Dec06 |
041008 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.03 |
0 |
411 |
+0 |
| Mar07 |
041008 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.03 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
678 |
90,686 |
+1,055 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041008 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
1,030 |
59,212 |
-38 |
| Mar05 |
041008 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.00 |
8,895 |
83,713 |
+342 |
| Jun05 |
041008 |
99.84 |
99.85 |
99.84 |
99.85 |
+0.01 |
9,986 |
73,508 |
+34 |
| Sep05 |
041008 |
99.78 |
99.79 |
99.78 |
99.79 |
+0.01 |
2,454 |
41,631 |
-506 |
| Dec05 |
041008 |
99.70 |
99.72 |
99.69 |
99.72 |
+0.02 |
858 |
34,837 |
+46 |
| Mar06 |
041008 |
99.59 |
99.62 |
99.59 |
99.62 |
+0.02 |
718 |
33,926 |
+91 |
| Jun06 |
041008 |
99.51 |
99.53 |
99.51 |
99.52 |
+0.02 |
114 |
15,253 |
-50 |
| Sep06 |
041008 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.03 |
0 |
6,033 |
+0 |
| Total Volume and Open Interest |
24,055 |
361,474 |
-81 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041008 |
137.09 |
137.21 |
136.92 |
137.21 |
+0.12 |
1,215 |
26,500 |
-360 |
| Mar05 |
041008 |
136.26 |
136.26 |
136.26 |
136.26 |
+0.12 |
|
|
|
| Jun05 |
041008 |
136.26 |
136.26 |
136.26 |
136.26 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
1,215 |
26,500 |
-360 |
| Euro-Bund(EUREX) |
| Dec04 |
041008 |
115.52 |
116.15 |
115.50 |
116.08 |
+0.62 |
1,238,155 |
1,279,303 |
-10,283 |
| Mar05 |
041008 |
114.95 |
115.38 |
114.95 |
115.35 |
+0.62 |
3,026 |
12,956 |
+1,312 |
| Jun05 |
041008 |
114.58 |
114.58 |
114.58 |
114.58 |
+0.62 |
0 |
240 |
+0 |
| Total Volume and Open Interest |
1,241,181 |
1,292,499 |
-8,971 |
| Euro-Bobl(EUREX) |
| Dec04 |
041008 |
111.44 |
112.00 |
111.44 |
111.85 |
+0.43 |
739,307 |
823,989 |
+13,468 |
| Mar05 |
041008 |
111.20 |
111.51 |
111.20 |
111.51 |
+0.43 |
1,677 |
4,379 |
+1 |
| Jun05 |
041008 |
110.70 |
110.70 |
110.70 |
110.70 |
+0.43 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
740,984 |
828,768 |
+13,469 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041008 |
97.795 |
97.815 |
97.795 |
97.815 |
+0.030 |
370 |
8,346 |
+29 |
| Mar05 |
041008 |
97.655 |
97.695 |
97.655 |
97.695 |
+0.070 |
269 |
6,317 |
-4 |
| Jun05 |
041008 |
97.475 |
97.550 |
97.475 |
97.540 |
+0.085 |
187 |
4,010 |
+30 |
| Total Volume and Open Interest |
1,106 |
24,965 |
+82 |
| Long Gilt(LIFFE) |
| Dec04 |
041008 |
107~20 |
108~03 |
107~18 |
107~31 |
+0~16 |
49,126 |
212,083 |
-7,489 |
| Mar05 |
041008 |
109~14 |
109~14 |
109~14 |
109~14 |
+0~16 |
|
|
|
| Total Volume and Open Interest |
49,126 |
212,083 |
-7,489 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041008 |
95.03 |
95.06 |
95.03 |
95.05 |
+0.02 |
32,815 |
246,381 |
-3,860 |
| Mar05 |
041008 |
94.98 |
95.03 |
94.98 |
95.02 |
+0.04 |
31,832 |
251,911 |
+6,768 |
| Jun05 |
041008 |
94.97 |
95.04 |
94.97 |
95.03 |
+0.06 |
24,773 |
204,854 |
+1,322 |
| Sep05 |
041008 |
94.97 |
95.05 |
94.96 |
95.04 |
+0.08 |
27,662 |
143,174 |
+3,520 |
| Dec05 |
041008 |
94.95 |
95.04 |
94.94 |
95.03 |
+0.09 |
22,918 |
139,269 |
-1,729 |
| Mar06 |
041008 |
94.92 |
95.01 |
94.92 |
95.00 |
+0.09 |
9,284 |
83,558 |
+319 |
| Total Volume and Open Interest |
166,209 |
1,222,811 |
+7,224 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041008 |
97.790 |
97.820 |
97.785 |
97.815 |
+0.030 |
109,478 |
607,239 |
+6,996 |
| Mar05 |
041008 |
97.635 |
97.710 |
97.630 |
97.695 |
+0.070 |
114,192 |
558,213 |
+7,037 |
| Jun05 |
041008 |
97.470 |
97.570 |
97.465 |
97.550 |
+0.095 |
127,981 |
435,409 |
-3,745 |
| Total Volume and Open Interest |
594,997 |
2,898,734 |
+19,962 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041008 |
94.57 |
94.59 |
94.57 |
94.58 |
unch |
13,908 |
214,287 |
-18,117 |
| Mar05 |
041008 |
94.53 |
94.53 |
94.52 |
94.52 |
-0.01 |
7,544 |
117,621 |
-8,635 |
| Jun05 |
041008 |
94.48 |
94.48 |
94.46 |
94.47 |
-0.01 |
2,723 |
53,710 |
+738 |
| Sep05 |
041008 |
94.43 |
94.45 |
94.42 |
94.42 |
-0.02 |
618 |
31,397 |
-801 |
| Dec05 |
041008 |
94.39 |
94.40 |
94.37 |
94.38 |
-0.02 |
190 |
17,853 |
-350 |
| Mar06 |
041008 |
94.35 |
94.35 |
94.32 |
94.33 |
-0.02 |
550 |
11,450 |
+200 |
| Jun06 |
041008 |
94.30 |
94.30 |
94.28 |
94.28 |
-0.02 |
510 |
9,160 |
+328 |
| Sep06 |
041008 |
94.26 |
94.26 |
94.24 |
94.24 |
-0.02 |
15 |
4,343 |
+0 |
| Dec06 |
041008 |
94.19 |
94.19 |
94.19 |
94.19 |
-0.02 |
0 |
2,924 |
-5 |
| Mar07 |
041008 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.02 |
0 |
2,032 |
+0 |
| Total Volume and Open Interest |
26,058 |
467,629 |
-26,642 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041008 |
94.46 |
94.48 |
94.43 |
94.44 |
-0.02 |
20,192 |
228,310 |
-7,866 |
| Mar05 |
041008 |
94.44 |
94.44 |
94.44 |
94.44 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
20,192 |
228,310 |
-7,866 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041008 |
94.70 |
94.72 |
94.67 |
94.68 |
-0.02 |
77,286 |
354,358 |
-8,727 |
| Mar05 |
041008 |
94.68 |
94.68 |
94.68 |
94.68 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
77,286 |
354,358 |
-8,727 |
| Gold(CMX) |
| Oct04 |
041008 |
418.7 |
425.0 |
418.0 |
423.1 |
+5.1 |
93 |
328 |
-26 |
| Dec04 |
041008 |
419.6 |
426.0 |
419.1 |
424.5 |
+5.0 |
30,888 |
235,551 |
+112 |
| Feb05 |
041008 |
422.5 |
426.7 |
421.5 |
426.1 |
+5.0 |
282 |
12,470 |
+80 |
| Apr05 |
041008 |
424.5 |
428.5 |
424.5 |
427.8 |
+4.9 |
22 |
4,559 |
+26 |
| Jun05 |
041008 |
425.0 |
431.0 |
425.0 |
429.6 |
+4.9 |
34 |
12,226 |
+14 |
| Aug05 |
041008 |
432.3 |
432.3 |
430.5 |
431.6 |
+4.9 |
64 |
6,875 |
+0 |
| Oct05 |
041008 |
433.6 |
433.6 |
433.6 |
433.6 |
+4.9 |
176 |
1,289 |
+0 |
| Dec05 |
041008 |
430.2 |
435.7 |
430.2 |
435.7 |
+4.9 |
150 |
8,079 |
-58 |
| Feb06 |
041008 |
437.9 |
437.9 |
437.9 |
437.9 |
+4.9 |
0 |
844 |
+0 |
| Apr06 |
041008 |
440.2 |
440.2 |
440.2 |
440.2 |
+4.9 |
0 |
486 |
+0 |
| Jun06 |
041008 |
442.5 |
442.5 |
442.5 |
442.5 |
+4.9 |
2 |
8,262 |
+0 |
| Aug06 |
041008 |
445.0 |
445.0 |
445.0 |
445.0 |
+4.9 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
31,470 |
298,289 |
+148 |
| Silver(CMX) |
| Dec04 |
041008 |
721.0 |
734.0 |
720.0 |
729.5 |
+7.8 |
13,662 |
84,991 |
+993 |
| Mar05 |
041008 |
723.0 |
738.0 |
723.0 |
733.0 |
+7.7 |
276 |
8,745 |
+36 |
| May05 |
041008 |
732.0 |
736.0 |
732.0 |
735.2 |
+7.6 |
8 |
2,008 |
-2 |
| Jul05 |
041008 |
732.0 |
739.0 |
732.0 |
737.7 |
+7.6 |
38 |
1,867 |
+19 |
| Sep05 |
041008 |
739.9 |
739.9 |
739.9 |
739.9 |
+7.6 |
2 |
507 |
+0 |
| Dec05 |
041008 |
745.0 |
745.0 |
740.0 |
743.5 |
+7.5 |
32 |
3,170 |
-8 |
| Mar06 |
041008 |
746.7 |
746.7 |
746.7 |
746.7 |
+7.5 |
|
|
|
| Total Volume and Open Interest |
14,137 |
102,928 |
+1,049 |
| Platinum(NYMEX) |
| Oct04 |
041008 |
844.0 |
844.0 |
843.0 |
843.0 |
+2.7 |
14 |
143 |
-170 |
| Jan05 |
041008 |
841.0 |
845.0 |
836.5 |
843.0 |
+4.7 |
612 |
5,855 |
-39 |
| Apr05 |
041008 |
837.0 |
837.0 |
837.0 |
837.0 |
+4.7 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
626 |
6,001 |
-209 |
| Palladium(NYMEX) |
| Dec04 |
041008 |
233.50 |
239.20 |
232.10 |
234.45 |
+1.00 |
1,457 |
10,196 |
+485 |
| Mar05 |
041008 |
237.00 |
237.00 |
236.45 |
236.45 |
+1.00 |
2 |
65 |
+1 |
| Total Volume and Open Interest |
1,459 |
10,261 |
+486 |
| Copper(CMX) |
| Dec04 |
041008 |
144.30 |
148.20 |
143.90 |
146.95 |
+4.20 |
4,384 |
77,367 |
+723 |
| Mar05 |
041008 |
137.40 |
139.80 |
136.80 |
138.95 |
+2.70 |
137 |
8,165 |
+37 |
| May05 |
041008 |
132.00 |
132.00 |
131.95 |
131.95 |
+2.00 |
25 |
2,471 |
+3 |
| Jul05 |
041008 |
126.45 |
126.45 |
126.45 |
126.45 |
+1.10 |
19 |
1,553 |
+7 |
| Sep05 |
041008 |
121.95 |
121.95 |
121.95 |
121.95 |
+0.70 |
1 |
1,409 |
+0 |
| Total Volume and Open Interest |
4,921 |
102,465 |
+717 |
| Aluminum(CMX) |
| Oct04 |
041008 |
91.30 |
91.30 |
91.30 |
91.30 |
+1.00 |
9 |
244 |
-5 |
| Nov04 |
041008 |
91.10 |
91.10 |
91.10 |
91.10 |
+1.00 |
3 |
940 |
+0 |
| Dec04 |
041008 |
90.70 |
90.70 |
90.70 |
90.70 |
+1.00 |
3 |
1,248 |
+0 |
| Jan05 |
041008 |
89.80 |
89.80 |
89.80 |
89.80 |
+0.85 |
0 |
686 |
+0 |
| Feb05 |
041008 |
88.80 |
88.80 |
88.80 |
88.80 |
+0.65 |
15 |
635 |
+1 |
| Mar05 |
041008 |
88.00 |
88.00 |
88.00 |
88.00 |
+0.50 |
0 |
651 |
+0 |
| Total Volume and Open Interest |
33 |
10,091 |
-4 |
| DJIA Index(CBOT) |
| Dec04 |
041008 |
10147 |
10157 |
10032 |
10039 |
-84 |
5,744 |
40,119 |
-96 |
| Mar05 |
041008 |
10140 |
10140 |
10037 |
10037 |
-84 |
4 |
17 |
+0 |
| Jun05 |
041008 |
10049 |
10049 |
10049 |
10049 |
-84 |
|
|
|
| Total Volume and Open Interest |
5,749 |
40,137 |
-96 |
| S & P 500(CME) |
| Dec04 |
041008 |
1128.70 |
1133.80 |
1120.30 |
1122.10 |
-9.30 |
28,861 |
609,013 |
-4,013 |
| Mar05 |
041008 |
1123.30 |
1123.30 |
1123.30 |
1123.30 |
-9.40 |
21 |
11,980 |
+11 |
| Jun05 |
041008 |
1125.70 |
1125.70 |
1125.70 |
1125.70 |
-9.40 |
75 |
598 |
+0 |
| Sep05 |
041008 |
1128.70 |
1128.70 |
1128.70 |
1128.70 |
-9.40 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
28,882 |
621,747 |
-4,002 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041008 |
1131.50 |
1136.00 |
1120.25 |
1122.00 |
-9.50 |
551,060 |
664,443 |
-14,250 |
| Mar05 |
041008 |
1133.00 |
1137.00 |
1122.00 |
1123.25 |
-9.50 |
522 |
3,005 |
+234 |
| Total Volume and Open Interest |
551,582 |
667,448 |
-14,016 |
| NASDAQ 100(CME) |
| Dec04 |
041008 |
1455.00 |
1461.00 |
1431.00 |
1435.50 |
-27.00 |
9,783 |
72,536 |
-3,270 |
| Mar05 |
041008 |
1443.50 |
1443.50 |
1443.50 |
1443.50 |
-27.00 |
1 |
36 |
+0 |
| Jun05 |
041008 |
1450.50 |
1450.50 |
1450.50 |
1450.50 |
-27.00 |
|
|
|
| Total Volume and Open Interest |
9,784 |
72,572 |
-3,270 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041008 |
1462.50 |
1469.50 |
1431.50 |
1435.50 |
-27.00 |
273,443 |
260,548 |
-10,240 |
| Mar05 |
041008 |
1463.50 |
1463.50 |
1441.50 |
1443.50 |
-27.00 |
38 |
1,818 |
+29 |
| Total Volume and Open Interest |
273,481 |
262,366 |
-10,211 |
| S & P Midcap 400(CME) |
| Dec04 |
041008 |
601.50 |
601.50 |
594.00 |
594.00 |
-5.75 |
310 |
13,098 |
-225 |
| Mar05 |
041008 |
595.00 |
595.00 |
595.00 |
595.00 |
-5.75 |
0 |
1 |
+0 |
| Jun05 |
041008 |
595.00 |
595.00 |
595.00 |
595.00 |
-5.75 |
|
|
|
| Total Volume and Open Interest |
310 |
13,099 |
-225 |
| Russell 2000(CME) |
| Dec04 |
041008 |
580.75 |
584.00 |
575.00 |
575.00 |
-7.75 |
1,206 |
27,188 |
-314 |
| Mar05 |
041008 |
575.00 |
575.00 |
575.00 |
575.00 |
-7.75 |
|
|
|
| Jun05 |
041008 |
575.00 |
575.00 |
575.00 |
575.00 |
-7.75 |
|
|
|
| Total Volume and Open Interest |
1,206 |
27,188 |
-314 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041008 |
582.80 |
586.10 |
575.00 |
575.00 |
-7.80 |
65,322 |
89,596 |
-3,070 |
| Mar05 |
041008 |
575.00 |
575.00 |
575.00 |
575.00 |
-7.80 |
0 |
64 |
+0 |
| Total Volume and Open Interest |
65,322 |
89,660 |
-3,070 |
| Nikkei 225(CME) |
| Dec04 |
041008 |
11295 |
11380 |
11290 |
11340 |
-5 |
18,439 |
162,533 |
+2,167 |
| Mar05 |
041008 |
11340 |
11340 |
11340 |
11340 |
unch |
0 |
4 |
+0 |
| Total Volume and Open Interest |
18,439 |
162,540 |
+2,167 |
| Nikkei 225(SGX) |
| Dec04 |
041008 |
11295 |
11380 |
11290 |
11340 |
-5 |
18,439 |
162,533 |
+2,167 |
| Mar05 |
041008 |
11340 |
11340 |
11340 |
11340 |
unch |
0 |
4 |
+0 |
| Jun05 |
041008 |
11295 |
11295 |
11295 |
11295 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
18,439 |
162,540 |
+2,167 |
| CAC 40(EURONEXT) |
| Oct04 |
041008 |
3750.0 |
3774.0 |
3718.0 |
3740.0 |
-18.5 |
68,665 |
376,040 |
+20,184 |
| Nov04 |
041008 |
3751.0 |
3771.5 |
3730.5 |
3747.0 |
-18.5 |
190 |
9,203 |
+103 |
| Dec04 |
041008 |
3751.5 |
3778.0 |
3725.0 |
3744.5 |
-18.5 |
466 |
126,656 |
+285 |
| Total Volume and Open Interest |
69,321 |
520,926 |
+20,572 |
| Hang Seng Index(HKFE) |
| Oct04 |
041008 |
13319 |
13414 |
13188 |
13233 |
-132 |
27,766 |
114,391 |
+669 |
| Nov04 |
041008 |
13245 |
13372 |
13152 |
13195 |
-132 |
361 |
1,283 |
+442 |
| Dec04 |
041008 |
13286 |
13345 |
13155 |
13192 |
-132 |
44 |
966 |
+4 |
| Total Volume and Open Interest |
28,206 |
119,322 |
+1,150 |
| DAX(EUREX) |
| Dec04 |
041008 |
4039.0 |
4084.0 |
4018.0 |
4038.0 |
-25.0 |
162,117 |
160,809 |
+1,323 |
| Mar05 |
041008 |
4059.0 |
4102.5 |
4049.0 |
4060.5 |
-25.0 |
111 |
9,492 |
+51 |
| Jun05 |
041008 |
4111.5 |
4114.5 |
4073.5 |
4084.5 |
-26.5 |
10 |
903 |
-2 |
| Total Volume and Open Interest |
162,238 |
171,204 |
+1,372 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041008 |
4716.00 |
4747.00 |
4709.00 |
4724.50 |
+13.00 |
55,223 |
456,174 |
+1,845 |
| Mar05 |
041008 |
4732.00 |
4732.00 |
4732.00 |
4732.00 |
+13.00 |
356 |
13,383 |
+351 |
| Jun05 |
041008 |
4766.50 |
4766.50 |
4750.50 |
4750.50 |
+13.00 |
21 |
8,540 |
+0 |
| Total Volume and Open Interest |
55,600 |
478,097 |
+2,196 |
| SPI 200(SFE) |
| Dec04 |
041008 |
3690.0 |
3705.0 |
3690.0 |
3695.0 |
-14.0 |
11,022 |
159,665 |
+1,193 |
| Mar05 |
041008 |
3706.0 |
3706.0 |
3704.0 |
3704.0 |
-14.0 |
289 |
2,736 |
+140 |
| Jun05 |
041008 |
3713.0 |
3713.0 |
3713.0 |
3713.0 |
-14.0 |
193 |
2,960 |
-40 |
| Total Volume and Open Interest |
11,549 |
167,876 |
+1,321 |
| GSCI(CME) |
| Oct04 |
041008 |
351.40 |
355.00 |
349.05 |
355.00 |
+3.35 |
3,313 |
13,592 |
-3,110 |
| Nov04 |
041008 |
354.90 |
358.90 |
354.50 |
358.75 |
+3.25 |
3,510 |
3,601 |
+3,048 |
| Dec04 |
041008 |
359.00 |
359.00 |
359.00 |
359.00 |
+3.50 |
48 |
0 |
+0 |
| Total Volume and Open Interest |
6,871 |
17,193 |
-62 |
| RJ/CRB Index(ICE) |
| Nov04 |
041008 |
287.75 |
287.75 |
285.75 |
287.60 |
+2.60 |
17 |
246 |
-1 |
| Jan05 |
041008 |
285.00 |
286.60 |
285.00 |
286.60 |
+2.60 |
1 |
208 |
+0 |
| Feb05 |
041008 |
284.00 |
284.00 |
284.00 |
284.00 |
+2.00 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
20 |
588 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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