|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon October 18, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041018 |
509.50 |
517.50 |
508.50 |
514.75 |
+0.75 |
31,924 |
124,239 |
-729 |
| Jan05 |
041018 |
514.00 |
522.50 |
513.50 |
520.25 |
+1.50 |
14,347 |
64,703 |
+4,878 |
| Mar05 |
041018 |
520.00 |
528.00 |
519.50 |
526.25 |
+0.75 |
3,583 |
31,140 |
+1,271 |
| May05 |
041018 |
528.50 |
534.00 |
527.50 |
532.25 |
-0.25 |
2,539 |
18,087 |
+518 |
| Jul05 |
041018 |
535.00 |
539.50 |
535.00 |
537.50 |
-1.00 |
2,805 |
15,225 |
+381 |
| Aug05 |
041018 |
539.00 |
539.00 |
539.00 |
539.00 |
-1.00 |
6 |
574 |
+4 |
| Sep05 |
041018 |
544.00 |
544.00 |
544.00 |
544.00 |
-1.50 |
2 |
188 |
+2 |
| Total Volume and Open Interest |
55,521 |
259,591 |
+6,362 |
| Soybean Meal(CBOT) |
| Dec04 |
041018 |
152.00 |
154.30 |
152.00 |
154.10 |
+1.40 |
8,272 |
53,532 |
-367 |
| Jan05 |
041018 |
153.50 |
155.40 |
153.50 |
155.20 |
+1.30 |
2,587 |
16,436 |
-79 |
| Mar05 |
041018 |
155.90 |
157.60 |
155.70 |
157.20 |
+1.10 |
1,795 |
17,779 |
+302 |
| May05 |
041018 |
158.00 |
159.50 |
157.50 |
159.50 |
+1.20 |
2,263 |
13,698 |
-10 |
| Jul05 |
041018 |
160.80 |
162.20 |
160.70 |
162.00 |
+0.80 |
3,124 |
19,401 |
-508 |
| Aug05 |
041018 |
162.50 |
163.50 |
162.20 |
163.30 |
+0.60 |
486 |
6,396 |
+294 |
| Sep05 |
041018 |
163.50 |
164.70 |
163.50 |
164.30 |
+0.70 |
129 |
4,305 |
+76 |
| Oct05 |
041018 |
165.00 |
166.00 |
164.30 |
164.60 |
+0.60 |
201 |
2,190 |
+193 |
| Total Volume and Open Interest |
19,333 |
136,903 |
-21 |
| Soybean Oil(CBOT) |
| Dec04 |
041018 |
20.15 |
20.25 |
20.02 |
20.09 |
-0.23 |
8,813 |
63,610 |
+183 |
| Jan05 |
041018 |
20.23 |
20.40 |
20.17 |
20.29 |
-0.18 |
3,509 |
28,835 |
+126 |
| Mar05 |
041018 |
20.40 |
20.53 |
20.34 |
20.42 |
-0.17 |
2,156 |
20,540 |
+326 |
| May05 |
041018 |
20.45 |
20.63 |
20.45 |
20.61 |
-0.11 |
1,453 |
14,937 |
-91 |
| Jul05 |
041018 |
20.55 |
20.78 |
20.55 |
20.71 |
-0.14 |
2,893 |
13,271 |
-390 |
| Aug05 |
041018 |
20.60 |
20.78 |
20.60 |
20.74 |
-0.16 |
17 |
4,917 |
+0 |
| Sep05 |
041018 |
20.75 |
20.75 |
20.75 |
20.75 |
-0.15 |
31 |
2,863 |
+21 |
| Oct05 |
041018 |
20.80 |
20.85 |
20.71 |
20.73 |
-0.07 |
34 |
1,904 |
+17 |
| Total Volume and Open Interest |
19,048 |
155,323 |
+117 |
| Canola(WCE) |
| Nov04 |
041018 |
293.0 |
294.5 |
291.1 |
294.4 |
+2.3 |
6,248 |
27,758 |
+560 |
| Jan05 |
041018 |
299.0 |
300.0 |
297.0 |
300.0 |
+1.0 |
2,971 |
15,768 |
+319 |
| Mar05 |
041018 |
305.0 |
306.5 |
303.5 |
306.5 |
+0.6 |
401 |
5,171 |
+89 |
| May05 |
041018 |
310.0 |
310.0 |
309.5 |
309.5 |
+0.5 |
35 |
396 |
-5 |
| Jul05 |
041018 |
315.0 |
315.0 |
315.0 |
315.0 |
unch |
20 |
205 |
+10 |
| Total Volume and Open Interest |
9,933 |
52,797 |
+1,221 |
| Corn(CBOT) |
| Dec04 |
041018 |
205.75 |
206.50 |
203.75 |
204.00 |
-2.75 |
46,634 |
341,925 |
-2,433 |
| Mar05 |
041018 |
215.75 |
216.25 |
214.25 |
214.50 |
-2.25 |
15,023 |
131,310 |
+1,411 |
| May05 |
041018 |
222.50 |
223.25 |
221.50 |
221.75 |
-2.00 |
3,646 |
42,012 |
-1,019 |
| Jul05 |
041018 |
229.50 |
230.00 |
228.00 |
228.25 |
-2.50 |
6,464 |
50,919 |
-441 |
| Sep05 |
041018 |
236.25 |
236.75 |
235.25 |
235.25 |
-1.75 |
474 |
12,474 |
+96 |
| Dec05 |
041018 |
244.50 |
245.25 |
244.00 |
244.25 |
-1.50 |
2,277 |
25,209 |
+641 |
| Total Volume and Open Interest |
74,554 |
605,717 |
-1,718 |
| Wheat(CBOT) |
| Dec04 |
041018 |
318.50 |
321.00 |
314.00 |
314.75 |
-4.50 |
19,453 |
120,971 |
-2,522 |
| Mar05 |
041018 |
330.50 |
332.00 |
325.50 |
326.50 |
-4.25 |
5,080 |
24,503 |
+1,471 |
| May05 |
041018 |
334.00 |
336.00 |
330.00 |
330.50 |
-3.50 |
1,186 |
4,854 |
+313 |
| Jul05 |
041018 |
335.00 |
337.50 |
333.00 |
333.50 |
-2.75 |
1,081 |
7,467 |
+124 |
| Sep05 |
041018 |
342.00 |
343.00 |
339.00 |
339.50 |
-3.00 |
0 |
129 |
+0 |
| Total Volume and Open Interest |
26,804 |
158,112 |
-614 |
| Wheat(KCBT) |
| Dec04 |
041018 |
347.75 |
349.50 |
343.25 |
344.00 |
-4.50 |
6,072 |
49,189 |
-1,902 |
| Mar05 |
041018 |
353.50 |
355.00 |
349.25 |
349.50 |
-4.00 |
1,827 |
12,530 |
-311 |
| May05 |
041018 |
355.00 |
356.25 |
351.50 |
351.50 |
-4.00 |
58 |
3,358 |
+37 |
| Jul05 |
041018 |
351.50 |
352.00 |
347.00 |
347.00 |
-4.75 |
613 |
4,683 |
+144 |
| Sep05 |
041018 |
356.50 |
356.50 |
353.00 |
353.00 |
-2.00 |
0 |
286 |
+0 |
| Total Volume and Open Interest |
8,571 |
70,097 |
-2,031 |
| Wheat(MGE) |
| Dec04 |
041018 |
371.00 |
372.00 |
366.50 |
367.25 |
-4.50 |
2,499 |
19,008 |
-288 |
| Mar05 |
041018 |
379.00 |
381.00 |
375.50 |
376.00 |
-5.00 |
1,159 |
10,594 |
+530 |
| May05 |
041018 |
386.00 |
386.00 |
382.50 |
382.50 |
-5.00 |
23 |
3,583 |
+18 |
| Jul05 |
041018 |
386.00 |
386.50 |
383.50 |
383.50 |
-2.50 |
89 |
2,043 |
+0 |
| Sep05 |
041018 |
381.50 |
381.50 |
378.50 |
378.50 |
-4.00 |
12 |
681 |
+3 |
| Total Volume and Open Interest |
3,698 |
35,976 |
+263 |
| Oats(CBOT) |
| Dec04 |
041018 |
144.00 |
145.25 |
142.50 |
143.25 |
-1.75 |
504 |
5,308 |
+64 |
| Mar05 |
041018 |
151.25 |
152.00 |
149.75 |
150.25 |
-1.75 |
49 |
1,683 |
+9 |
| May05 |
041018 |
154.75 |
154.75 |
154.75 |
154.75 |
-1.50 |
0 |
107 |
+0 |
| Jul05 |
041018 |
160.00 |
160.25 |
159.50 |
159.50 |
-1.25 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
553 |
7,130 |
+73 |
| Rough Rice(CBOT) |
| Nov04 |
041018 |
6.86 |
6.99 |
6.83 |
6.96 |
+0.16 |
235 |
3,078 |
-125 |
| Jan05 |
041018 |
7.05 |
7.15 |
7.01 |
7.08 |
+0.09 |
256 |
1,806 |
-29 |
| Mar05 |
041018 |
7.23 |
7.32 |
7.23 |
7.27 |
+0.09 |
6 |
777 |
+3 |
| May05 |
041018 |
7.47 |
7.47 |
7.47 |
7.47 |
+0.11 |
1 |
165 |
+1 |
| Total Volume and Open Interest |
498 |
5,830 |
-150 |
| Live Cattle(CME) |
| Oct04 |
041018 |
87.500 |
87.700 |
87.275 |
87.625 |
+0.700 |
2,695 |
7,183 |
-874 |
| Dec04 |
041018 |
89.100 |
89.300 |
88.725 |
89.050 |
+0.300 |
6,104 |
64,632 |
+872 |
| Feb05 |
041018 |
90.300 |
90.600 |
90.150 |
90.550 |
+0.525 |
2,563 |
19,966 |
+156 |
| Apr05 |
041018 |
88.000 |
88.100 |
87.500 |
88.000 |
+0.150 |
1,036 |
9,032 |
+457 |
| Jun05 |
041018 |
83.875 |
84.200 |
83.750 |
84.100 |
+0.250 |
678 |
6,310 |
+310 |
| Aug05 |
041018 |
83.400 |
83.700 |
83.150 |
83.650 |
+0.275 |
88 |
2,606 |
+50 |
| Total Volume and Open Interest |
13,193 |
110,097 |
+984 |
| Feeder Cattle(CME) |
| Oct04 |
041018 |
114.150 |
114.150 |
113.600 |
113.775 |
-0.350 |
675 |
3,660 |
-241 |
| Nov04 |
041018 |
112.800 |
113.100 |
112.000 |
112.275 |
-0.100 |
1,558 |
7,535 |
-251 |
| Jan05 |
041018 |
109.450 |
109.450 |
108.700 |
109.325 |
+0.400 |
966 |
6,125 |
+327 |
| Mar05 |
041018 |
104.500 |
104.500 |
104.075 |
104.500 |
+0.425 |
62 |
1,111 |
-23 |
| Apr05 |
041018 |
103.450 |
103.700 |
103.150 |
103.600 |
+0.175 |
16 |
415 |
+12 |
| May05 |
041018 |
103.300 |
103.500 |
103.150 |
103.500 |
+0.400 |
18 |
358 |
+8 |
| Aug05 |
041018 |
101.000 |
101.000 |
101.000 |
101.000 |
|
|
|
|
| Lean Hogs(CME) |
| Dec04 |
041018 |
67.650 |
68.475 |
64.850 |
65.100 |
-1.750 |
6,789 |
51,651 |
+113 |
| Feb05 |
041018 |
67.500 |
68.250 |
64.875 |
65.500 |
-1.375 |
3,347 |
17,108 |
-444 |
| Apr05 |
041018 |
65.400 |
66.100 |
62.850 |
63.450 |
-1.400 |
1,422 |
6,217 |
-99 |
| May05 |
041018 |
65.750 |
65.800 |
63.550 |
63.925 |
-1.475 |
125 |
1,255 |
+51 |
| Jun05 |
041018 |
69.900 |
70.225 |
67.850 |
68.475 |
-1.250 |
352 |
3,252 |
+55 |
| Jul05 |
041018 |
66.500 |
66.500 |
65.000 |
65.000 |
-1.350 |
110 |
901 |
+66 |
| Aug05 |
041018 |
61.300 |
61.800 |
60.325 |
60.475 |
-1.300 |
39 |
536 |
+21 |
| Oct05 |
041018 |
52.600 |
54.200 |
52.600 |
52.625 |
-0.400 |
4 |
96 |
-1 |
| Total Volume and Open Interest |
12,188 |
81,016 |
-4,037 |
| Pork Bellies(CME) |
| Feb05 |
041018 |
97.100 |
97.200 |
94.000 |
94.250 |
-2.275 |
309 |
1,165 |
+28 |
| Mar05 |
041018 |
97.400 |
97.400 |
93.700 |
93.700 |
-2.650 |
5 |
16 |
-2 |
| May05 |
041018 |
96.400 |
96.400 |
95.700 |
95.700 |
-2.300 |
10 |
31 |
+7 |
| Jul05 |
041018 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
7 |
+0 |
| Aug05 |
041018 |
94.950 |
94.950 |
94.950 |
94.950 |
unch |
|
|
|
| Total Volume and Open Interest |
324 |
1,219 |
+33 |
| Class III Milk(CME) |
| Oct04 |
041018 |
14.15 |
14.18 |
14.15 |
14.18 |
+0.04 |
79 |
4,447 |
+20 |
| Nov04 |
041018 |
13.06 |
13.23 |
13.05 |
13.15 |
+0.13 |
370 |
3,562 |
+108 |
| Dec04 |
041018 |
12.45 |
12.60 |
12.45 |
12.53 |
+0.13 |
101 |
2,590 |
+36 |
| Jan05 |
041018 |
12.16 |
12.34 |
12.16 |
12.34 |
+0.18 |
62 |
1,670 |
+45 |
| Feb05 |
041018 |
12.15 |
12.18 |
12.15 |
12.16 |
+0.07 |
157 |
1,693 |
+121 |
| Total Volume and Open Interest |
1,152 |
21,877 |
+662 |
| Cocoa(ICE) |
| Dec04 |
041018 |
1447 |
1468 |
1446 |
1456 |
+9 |
3,105 |
44,615 |
-583 |
| Mar05 |
041018 |
1470 |
1481 |
1465 |
1471 |
+8 |
1,919 |
20,672 |
+838 |
| May05 |
041018 |
1482 |
1482 |
1482 |
1482 |
+7 |
70 |
11,681 |
+6 |
| Jul05 |
041018 |
1492 |
1492 |
1492 |
1492 |
+6 |
51 |
10,507 |
+0 |
| Sep05 |
041018 |
1502 |
1502 |
1502 |
1502 |
+5 |
187 |
7,333 |
+92 |
| Dec05 |
041018 |
1517 |
1517 |
1517 |
1517 |
+5 |
150 |
7,459 |
+50 |
| Mar06 |
041018 |
1528 |
1528 |
1528 |
1528 |
+5 |
1 |
9,838 |
+1 |
| Total Volume and Open Interest |
5,513 |
120,513 |
+434 |
| Coffee "C"(ICE) |
| Dec04 |
041018 |
74.50 |
74.50 |
73.40 |
73.85 |
-0.80 |
6,834 |
54,627 |
-113 |
| Mar05 |
041018 |
77.50 |
77.60 |
76.60 |
77.10 |
-0.70 |
754 |
15,438 |
+59 |
| May05 |
041018 |
79.60 |
79.60 |
78.70 |
79.00 |
-0.60 |
177 |
4,032 |
+12 |
| Jul05 |
041018 |
81.00 |
81.00 |
80.50 |
80.80 |
-0.55 |
149 |
1,519 |
+28 |
| Sep05 |
041018 |
82.75 |
82.75 |
82.15 |
82.60 |
-0.55 |
6 |
628 |
+1 |
| Dec05 |
041018 |
85.00 |
85.40 |
84.85 |
85.30 |
-0.55 |
20 |
617 |
-3 |
| Total Volume and Open Interest |
7,941 |
76,984 |
-15 |
| Orange Juice(ICE) |
| Nov04 |
041018 |
84.50 |
85.00 |
84.10 |
84.35 |
-0.65 |
2,768 |
15,265 |
-3,394 |
| Jan05 |
041018 |
86.85 |
87.35 |
86.50 |
86.75 |
-0.55 |
1,587 |
9,205 |
+450 |
| Mar05 |
041018 |
89.20 |
89.40 |
89.00 |
89.10 |
-0.55 |
1,448 |
9,311 |
+340 |
| May05 |
041018 |
91.80 |
91.80 |
91.80 |
91.80 |
-0.55 |
5 |
4,647 |
+0 |
| Jul05 |
041018 |
93.30 |
93.30 |
93.30 |
93.30 |
-0.55 |
1 |
569 |
+1 |
| Sep05 |
041018 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.55 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
5,813 |
39,581 |
-2,600 |
| Sugar #11(ICE) |
| Mar05 |
041018 |
9.02 |
9.09 |
8.93 |
8.95 |
-0.20 |
19,965 |
241,718 |
+2,695 |
| May05 |
041018 |
9.13 |
9.20 |
9.07 |
9.09 |
-0.19 |
9,782 |
41,113 |
+2,628 |
| Jul05 |
041018 |
8.95 |
8.99 |
8.88 |
8.90 |
-0.18 |
3,453 |
24,024 |
+143 |
| Oct05 |
041018 |
8.83 |
8.90 |
8.80 |
8.83 |
-0.15 |
1,091 |
21,377 |
-179 |
| Mar06 |
041018 |
8.73 |
8.76 |
8.69 |
8.70 |
-0.14 |
195 |
7,388 |
-99 |
| Total Volume and Open Interest |
34,557 |
338,495 |
+5,202 |
| Sugar #14(ICE) |
| Jan05 |
041018 |
20.25 |
20.30 |
20.25 |
20.29 |
+0.02 |
595 |
2,141 |
-129 |
| Mar05 |
041018 |
20.38 |
20.41 |
20.38 |
20.41 |
+0.01 |
33 |
2,902 |
+3 |
| May05 |
041018 |
20.48 |
20.50 |
20.48 |
20.50 |
unch |
25 |
1,943 |
+12 |
| Jul05 |
041018 |
20.68 |
20.71 |
20.68 |
20.71 |
-0.01 |
3 |
1,270 |
+2 |
| Sep05 |
041018 |
20.85 |
20.85 |
20.85 |
20.85 |
unch |
2 |
1,151 |
+2 |
| Total Volume and Open Interest |
661 |
9,914 |
-108 |
| London Cocoa(LCE) |
| Dec04 |
041018 |
829 |
844 |
824 |
838 |
+6 |
1,460 |
82,451 |
-477 |
| Mar05 |
041018 |
850 |
866 |
850 |
861 |
+6 |
785 |
36,123 |
+44 |
| May05 |
041018 |
866 |
878 |
866 |
876 |
+6 |
358 |
17,547 |
-21 |
| Jul05 |
041018 |
881 |
895 |
881 |
892 |
+6 |
210 |
15,113 |
-192 |
| Sep05 |
041018 |
900 |
909 |
898 |
909 |
+7 |
329 |
26,310 |
-17 |
| Dec05 |
041018 |
913 |
915 |
913 |
915 |
+7 |
10 |
10,694 |
+10 |
| Mar06 |
041018 |
922 |
922 |
922 |
922 |
+7 |
0 |
3,199 |
+0 |
| Total Volume and Open Interest |
3,152 |
191,905 |
-653 |
| London Coffee(LCE) |
| Nov04 |
041018 |
601.00 |
609.00 |
595.00 |
595.00 |
-8.00 |
4,592 |
49,049 |
-2,472 |
| Jan05 |
041018 |
626.00 |
630.00 |
615.00 |
615.00 |
-10.00 |
3,903 |
42,171 |
+1,774 |
| Mar05 |
041018 |
648.00 |
650.00 |
635.00 |
635.00 |
-9.00 |
988 |
25,877 |
+378 |
| May05 |
041018 |
668.00 |
670.00 |
655.00 |
655.00 |
-9.00 |
866 |
21,019 |
+832 |
| Jul05 |
041018 |
682.00 |
682.00 |
671.00 |
671.00 |
-9.00 |
24 |
5,998 |
+24 |
| Sep05 |
041018 |
701.00 |
701.00 |
686.00 |
688.00 |
-8.00 |
65 |
4,345 |
+37 |
| Total Volume and Open Interest |
10,438 |
149,733 |
+573 |
| London Sugar(LCE) |
| Dec04 |
041018 |
243.50 |
244.00 |
237.00 |
238.80 |
-4.70 |
1,199 |
14,645 |
-221 |
| Mar05 |
041018 |
256.70 |
257.00 |
249.00 |
250.80 |
-6.60 |
682 |
21,030 |
-157 |
| May05 |
041018 |
262.50 |
263.00 |
257.00 |
257.50 |
-5.50 |
254 |
9,430 |
+79 |
| Aug05 |
041018 |
260.00 |
260.00 |
255.00 |
255.80 |
-4.00 |
263 |
4,720 |
+150 |
| Oct05 |
041018 |
255.30 |
255.80 |
253.50 |
254.50 |
-2.30 |
20 |
3,051 |
+0 |
| Total Volume and Open Interest |
2,431 |
55,204 |
-139 |
| Cotton(ICE) |
| Dec04 |
041018 |
46.39 |
46.50 |
45.50 |
46.42 |
+0.60 |
6,229 |
44,678 |
+536 |
| Mar05 |
041018 |
46.50 |
46.80 |
45.85 |
46.74 |
+0.33 |
3,893 |
20,085 |
+1,410 |
| May05 |
041018 |
47.40 |
47.80 |
47.01 |
47.80 |
+0.40 |
618 |
4,799 |
+95 |
| Jul05 |
041018 |
48.40 |
48.85 |
48.05 |
48.85 |
+0.44 |
608 |
5,929 |
+210 |
| Oct05 |
041018 |
50.65 |
50.65 |
50.65 |
50.65 |
+0.35 |
0 |
34 |
+0 |
| Dec05 |
041018 |
50.61 |
51.35 |
50.50 |
51.35 |
+0.35 |
155 |
2,560 |
+93 |
| Total Volume and Open Interest |
11,508 |
78,233 |
+2,349 |
| Lumber(CME) |
| Nov04 |
041018 |
315.0 |
316.0 |
304.0 |
304.3 |
-5.7 |
546 |
2,364 |
-132 |
| Jan05 |
041018 |
323.1 |
324.0 |
314.5 |
314.8 |
-3.2 |
276 |
1,135 |
+0 |
| Mar05 |
041018 |
325.9 |
326.1 |
323.5 |
324.4 |
+1.3 |
22 |
198 |
-12 |
| May05 |
041018 |
330.0 |
330.0 |
326.3 |
326.3 |
-1.3 |
13 |
61 |
+2 |
| Total Volume and Open Interest |
870 |
3,764 |
-139 |
| Crude Oil(NYM) |
| Nov04 |
041018 |
54.75 |
54.88 |
53.12 |
53.67 |
-1.26 |
108,852 |
88,311 |
-18,878 |
| Dec04 |
041018 |
53.75 |
53.90 |
52.10 |
52.84 |
-1.13 |
106,999 |
226,041 |
+5,003 |
| Jan05 |
041018 |
53.25 |
53.30 |
51.80 |
52.31 |
-1.09 |
15,428 |
62,550 |
+2,428 |
| Feb05 |
041018 |
52.45 |
52.55 |
51.30 |
51.70 |
-1.02 |
5,183 |
34,351 |
+1,041 |
| Mar05 |
041018 |
51.70 |
51.70 |
50.62 |
51.04 |
-0.97 |
2,953 |
27,557 |
+233 |
| Apr05 |
041018 |
51.10 |
51.10 |
50.05 |
50.38 |
-0.91 |
1,513 |
18,255 |
+26 |
| May05 |
041018 |
50.40 |
50.40 |
49.40 |
49.72 |
-0.86 |
1,942 |
13,424 |
-698 |
| Jun05 |
041018 |
49.70 |
49.70 |
48.55 |
49.07 |
-0.81 |
4,311 |
27,854 |
-739 |
| Jul05 |
041018 |
48.44 |
48.44 |
48.44 |
48.44 |
-0.76 |
2,629 |
11,078 |
-546 |
| Aug05 |
041018 |
48.25 |
48.25 |
47.65 |
47.85 |
-0.70 |
2,384 |
9,593 |
+1,809 |
| Sep05 |
041018 |
47.10 |
47.32 |
47.00 |
47.32 |
-0.65 |
748 |
11,521 |
-141 |
| Oct05 |
041018 |
46.85 |
46.85 |
46.85 |
46.85 |
-0.61 |
340 |
5,483 |
+112 |
| Nov05 |
041018 |
46.43 |
46.43 |
46.43 |
46.43 |
-0.58 |
511 |
7,630 |
+30 |
| Dec05 |
041018 |
46.50 |
46.50 |
45.60 |
46.06 |
-0.56 |
7,005 |
51,135 |
+828 |
| Jan06 |
041018 |
45.68 |
45.68 |
45.68 |
45.68 |
-0.55 |
93 |
7,379 |
-19 |
| Feb06 |
041018 |
45.33 |
45.33 |
45.33 |
45.33 |
-0.54 |
0 |
2,564 |
-20 |
| Total Volume and Open Interest |
265,781 |
736,400 |
-7,262 |
| Heating Oil(NYM) |
| Nov04 |
041018 |
154.10 |
154.70 |
149.55 |
150.97 |
-3.94 |
25,208 |
38,201 |
-3,382 |
| Dec04 |
041018 |
154.10 |
154.80 |
150.00 |
151.20 |
-3.77 |
19,586 |
62,377 |
+3,330 |
| Jan05 |
041018 |
152.90 |
153.70 |
149.40 |
150.50 |
-3.57 |
6,322 |
27,060 |
+746 |
| Feb05 |
041018 |
149.60 |
150.30 |
147.00 |
147.20 |
-3.42 |
2,049 |
16,574 |
-240 |
| Mar05 |
041018 |
145.00 |
145.00 |
141.85 |
141.85 |
-3.32 |
1,192 |
15,357 |
-204 |
| Apr05 |
041018 |
138.50 |
138.50 |
135.35 |
135.35 |
-3.17 |
759 |
5,169 |
+188 |
| May05 |
041018 |
132.25 |
132.30 |
129.70 |
129.70 |
-3.02 |
88 |
4,262 |
+31 |
| Jun05 |
041018 |
129.00 |
129.00 |
125.80 |
125.80 |
-2.87 |
152 |
5,055 |
+80 |
| Jul05 |
041018 |
126.00 |
126.00 |
123.60 |
123.60 |
-2.77 |
221 |
4,312 |
+96 |
| Aug05 |
041018 |
125.70 |
125.70 |
123.30 |
123.30 |
-2.72 |
2 |
697 |
+2 |
| Sep05 |
041018 |
125.50 |
125.50 |
123.70 |
123.70 |
-2.67 |
101 |
3,181 |
+100 |
| Oct05 |
041018 |
126.60 |
126.60 |
124.30 |
124.30 |
-2.62 |
1 |
219 |
+1 |
| Total Volume and Open Interest |
56,336 |
191,835 |
+836 |
| Gasoline(NYMEX) |
| Nov04 |
041018 |
140.00 |
140.20 |
132.20 |
135.04 |
-5.90 |
17,375 |
42,309 |
-1,047 |
| Dec04 |
041018 |
139.90 |
140.70 |
133.20 |
135.59 |
-5.40 |
9,664 |
48,883 |
+1,165 |
| Jan05 |
041018 |
140.20 |
140.90 |
134.00 |
136.24 |
-4.71 |
1,845 |
18,874 |
+356 |
| Feb05 |
041018 |
139.60 |
139.60 |
136.74 |
136.74 |
-4.46 |
432 |
8,071 |
-109 |
| Mar05 |
041018 |
137.34 |
137.34 |
137.34 |
137.34 |
-4.21 |
162 |
5,643 |
-54 |
| Apr05 |
041018 |
144.09 |
144.09 |
144.09 |
144.09 |
-3.81 |
399 |
9,086 |
+166 |
| May05 |
041018 |
143.54 |
143.54 |
143.54 |
143.54 |
-3.56 |
354 |
8,332 |
+14 |
| Jun05 |
041018 |
143.80 |
143.80 |
141.20 |
142.04 |
-3.31 |
420 |
3,072 |
-220 |
| Jul05 |
041018 |
139.64 |
139.64 |
139.64 |
139.64 |
-3.06 |
321 |
2,570 |
+197 |
| Aug05 |
041018 |
136.64 |
136.64 |
136.64 |
136.64 |
-2.86 |
2 |
1,486 |
+2 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041018 |
6.630 |
7.030 |
6.630 |
6.806 |
+0.097 |
15,246 |
43,852 |
-1,650 |
| Dec04 |
041018 |
7.890 |
8.230 |
7.890 |
8.065 |
+0.109 |
7,270 |
54,536 |
-184 |
| Jan05 |
041018 |
8.410 |
8.700 |
8.410 |
8.575 |
+0.135 |
3,405 |
43,428 |
+274 |
| Feb05 |
041018 |
8.430 |
8.700 |
8.430 |
8.597 |
+0.137 |
2,169 |
23,264 |
+118 |
| Mar05 |
041018 |
8.100 |
8.310 |
8.100 |
8.214 |
+0.119 |
2,583 |
22,880 |
-35 |
| Apr05 |
041018 |
6.800 |
6.930 |
6.800 |
6.904 |
+0.059 |
1,230 |
17,726 |
+36 |
| May05 |
041018 |
6.650 |
6.670 |
6.630 |
6.654 |
+0.049 |
560 |
15,678 |
+48 |
| Jun05 |
041018 |
6.650 |
6.674 |
6.650 |
6.674 |
+0.049 |
257 |
11,267 |
+46 |
| Jul05 |
041018 |
6.630 |
6.700 |
6.630 |
6.699 |
+0.049 |
43 |
14,003 |
+7 |
| Aug05 |
041018 |
6.675 |
6.724 |
6.675 |
6.724 |
+0.049 |
369 |
11,238 |
-130 |
| Sep05 |
041018 |
6.686 |
6.686 |
6.686 |
6.686 |
+0.049 |
42 |
10,362 |
+21 |
| Oct05 |
041018 |
6.680 |
6.740 |
6.660 |
6.709 |
+0.049 |
785 |
15,901 |
+507 |
| Nov05 |
041018 |
7.009 |
7.009 |
7.009 |
7.009 |
+0.049 |
189 |
7,992 |
-101 |
| Dec05 |
041018 |
7.250 |
7.289 |
7.250 |
7.289 |
+0.049 |
898 |
8,701 |
+171 |
| Jan06 |
041018 |
7.460 |
7.500 |
7.460 |
7.489 |
+0.049 |
141 |
10,952 |
-55 |
| Feb06 |
041018 |
7.430 |
7.449 |
7.420 |
7.449 |
+0.049 |
139 |
7,159 |
-25 |
| Total Volume and Open Interest |
38,499 |
394,251 |
+317 |
| Brent Crude Oil(ICE) |
| Dec04 |
041018 |
50.30 |
50.40 |
48.37 |
48.91 |
-1.02 |
48,894 |
89,604 |
-2,515 |
| Jan05 |
041018 |
49.78 |
49.78 |
47.97 |
48.45 |
-0.90 |
16,371 |
77,357 |
+2,408 |
| Feb05 |
041018 |
48.78 |
48.78 |
47.51 |
47.98 |
-0.80 |
4,468 |
15,334 |
-779 |
| Mar05 |
041018 |
48.36 |
48.36 |
47.10 |
47.47 |
-0.74 |
2,932 |
18,306 |
+260 |
| Apr05 |
041018 |
47.70 |
47.70 |
46.80 |
46.95 |
-0.70 |
1,907 |
13,678 |
-464 |
| May05 |
041018 |
46.90 |
47.28 |
46.41 |
46.41 |
-0.69 |
192 |
4,654 |
+200 |
| Jun05 |
041018 |
46.75 |
46.80 |
45.48 |
45.88 |
-0.68 |
1,894 |
17,996 |
+509 |
| Jul05 |
041018 |
45.38 |
45.38 |
45.38 |
45.38 |
-0.68 |
0 |
5,629 |
+8 |
| Aug05 |
041018 |
44.91 |
44.91 |
44.91 |
44.91 |
-0.66 |
0 |
1,862 |
+0 |
| Sep05 |
041018 |
45.00 |
45.00 |
44.45 |
44.45 |
-0.63 |
350 |
5,596 |
+50 |
| Oct05 |
041018 |
44.01 |
44.01 |
44.01 |
44.01 |
-0.59 |
0 |
650 |
+0 |
| Nov05 |
041018 |
43.58 |
43.58 |
43.58 |
43.58 |
-0.52 |
0 |
100 |
|
| Dec05 |
041018 |
43.90 |
43.95 |
42.90 |
43.18 |
-0.50 |
3,297 |
44,081 |
+55 |
| Total Volume and Open Interest |
57,369 |
338,050 |
-11,531 |
| Gas Oil(ICE) |
| Nov04 |
041018 |
485.50 |
486.75 |
466.00 |
468.25 |
-12.25 |
15,198 |
43,404 |
+130 |
| Dec04 |
041018 |
466.50 |
470.00 |
452.25 |
454.25 |
-9.50 |
11,467 |
38,165 |
+234 |
| Jan05 |
041018 |
457.00 |
457.00 |
440.50 |
445.75 |
-7.75 |
3,624 |
16,152 |
+4 |
| Feb05 |
041018 |
442.00 |
442.00 |
430.75 |
436.00 |
-5.75 |
585 |
4,015 |
-15 |
| Mar05 |
041018 |
430.50 |
430.50 |
424.00 |
424.00 |
-5.25 |
40 |
4,685 |
-45 |
| Apr05 |
041018 |
420.50 |
420.75 |
412.00 |
412.00 |
-4.75 |
543 |
4,972 |
-125 |
| May05 |
041018 |
408.00 |
408.00 |
402.50 |
402.50 |
-4.25 |
43 |
3,219 |
+0 |
| Jun05 |
041018 |
395.00 |
395.00 |
395.00 |
395.00 |
-4.25 |
0 |
10,552 |
-75 |
| Jul05 |
041018 |
391.50 |
391.50 |
391.50 |
391.50 |
-4.00 |
0 |
1,025 |
+200 |
| Aug05 |
041018 |
388.50 |
388.50 |
388.50 |
388.50 |
-4.25 |
0 |
1,126 |
+0 |
| Total Volume and Open Interest |
31,500 |
152,229 |
+983 |
| US Dollar Index(ICE) |
| Dec04 |
041018 |
87.200 |
87.310 |
86.930 |
87.150 |
-0.070 |
2,888 |
20,947 |
+1,748 |
| Mar05 |
041018 |
87.100 |
87.400 |
87.100 |
87.320 |
-0.070 |
14 |
2,522 |
+9 |
| Jun05 |
041018 |
87.500 |
87.500 |
87.500 |
87.500 |
-0.070 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
2,902 |
23,483 |
+1,757 |
| Australian Dollar(CME) |
| Dec04 |
041018 |
72.66 |
72.76 |
72.14 |
72.21 |
-0.47 |
1,592 |
53,851 |
+1,642 |
| Mar05 |
041018 |
71.70 |
71.70 |
71.66 |
71.66 |
-0.47 |
0 |
278 |
-8 |
| Jun05 |
041018 |
71.16 |
71.16 |
71.16 |
71.16 |
-0.47 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
1,592 |
54,249 |
+1,634 |
| British Pound(CME) |
| Dec04 |
041018 |
179.59 |
179.92 |
178.72 |
179.24 |
-0.31 |
1,891 |
66,449 |
+1,607 |
| Mar05 |
041018 |
178.60 |
178.60 |
178.09 |
178.09 |
-0.31 |
3 |
35 |
-1 |
| Jun05 |
041018 |
177.09 |
177.09 |
177.09 |
177.09 |
-0.31 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,891 |
66,487 |
+1,606 |
| Canadian Dollar(CME) |
| Dec04 |
041018 |
79.63 |
79.86 |
79.45 |
79.53 |
-0.24 |
3,413 |
112,759 |
+3,259 |
| Mar05 |
041018 |
79.66 |
79.66 |
79.43 |
79.43 |
-0.24 |
24 |
2,042 |
+36 |
| Jun05 |
041018 |
79.55 |
79.55 |
79.35 |
79.35 |
-0.24 |
11 |
1,004 |
+10 |
| Sep05 |
041018 |
79.50 |
79.50 |
79.27 |
79.27 |
-0.24 |
10 |
404 |
+10 |
| Total Volume and Open Interest |
3,447 |
116,389 |
+3,315 |
| Japanese Yen(CME) |
| Dec04 |
041018 |
91.70 |
91.89 |
91.65 |
91.78 |
-0.08 |
9,283 |
122,809 |
+1,987 |
| Mar05 |
041018 |
92.26 |
92.31 |
92.23 |
92.29 |
-0.08 |
4 |
469 |
+2 |
| Jun05 |
041018 |
92.70 |
92.89 |
92.70 |
92.89 |
-0.08 |
1 |
3 |
-1 |
| Total Volume and Open Interest |
9,288 |
123,281 |
+1,988 |
| Swiss Franc(CME) |
| Dec04 |
041018 |
81.37 |
81.69 |
81.23 |
81.46 |
+0.18 |
12,413 |
47,395 |
+9,649 |
| Mar05 |
041018 |
81.73 |
81.73 |
81.73 |
81.73 |
+0.18 |
12 |
66 |
+49 |
| Jun05 |
041018 |
82.03 |
82.03 |
82.03 |
82.03 |
+0.18 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
12,425 |
47,521 |
+9,698 |
| EuroFX(CME) |
| Dec04 |
041018 |
124.83 |
125.33 |
124.79 |
124.99 |
+0.27 |
14,290 |
124,839 |
+3,296 |
| Mar05 |
041018 |
124.85 |
125.23 |
124.85 |
125.01 |
+0.27 |
120 |
2,000 |
+170 |
| Jun05 |
041018 |
125.05 |
125.05 |
125.05 |
125.05 |
+0.27 |
0 |
135 |
+0 |
| Total Volume and Open Interest |
14,410 |
126,985 |
+3,466 |
| Mexican Peso(CME) |
| Oct04 |
041018 |
872.2 |
872.2 |
872.2 |
872.2 |
unch |
|
|
|
| Nov04 |
041018 |
868.8 |
868.8 |
868.0 |
868.8 |
+0.8 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
44,818 |
75,784 |
-17,813 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041018 |
112~300 |
113~080 |
112~220 |
113~030 |
+0~030 |
422,783 |
579,025 |
+10,571 |
| Mar05 |
041018 |
111~310 |
112~040 |
111~220 |
112~010 |
+0~030 |
6,223 |
20,569 |
+3,887 |
| Jun05 |
041018 |
111~000 |
111~000 |
111~000 |
111~000 |
+0~030 |
1 |
116 |
+0 |
| Total Volume and Open Interest |
429,007 |
599,710 |
+14,458 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041018 |
113~045 |
113~100 |
112~310 |
113~075 |
+0~005 |
1,144,095 |
1,550,424 |
+26,038 |
| Mar05 |
041018 |
112~185 |
112~185 |
112~110 |
112~185 |
+0~015 |
26,678 |
77,543 |
+7,037 |
| Jun05 |
041018 |
111~180 |
111~180 |
111~180 |
111~180 |
+0~010 |
487 |
1,061 |
+0 |
| Total Volume and Open Interest |
1,170,773 |
1,629,028 |
+33,075 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041018 |
111~022 |
111~030 |
111~006 |
111~028 |
+0~002 |
510,966 |
1,040,656 |
+10,334 |
| Mar05 |
041018 |
110~040 |
110~044 |
110~040 |
110~044 |
+0~002 |
1,510 |
56,276 |
+0 |
| Jun05 |
041018 |
109~076 |
109~076 |
109~076 |
109~076 |
+0~002 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
512,476 |
10 |
-56,276 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041018 |
105~110 |
105~112 |
105~102 |
105~112 |
-0~001 |
1,561 |
208,220 |
+1,525 |
| Total Volume and Open Interest |
1,561 |
208,220 |
+1,525 |
| Eurodollars(CME) |
| Dec04 |
041018 |
97.755 |
97.760 |
97.745 |
97.750 |
-0.005 |
55,429 |
965,699 |
-13,384 |
| Mar05 |
041018 |
97.570 |
97.575 |
97.550 |
97.565 |
-0.005 |
54,346 |
866,783 |
-1,755 |
| Jun05 |
041018 |
97.375 |
97.390 |
97.350 |
97.370 |
-0.005 |
52,007 |
831,820 |
+11,900 |
| Sep05 |
041018 |
97.155 |
97.175 |
97.125 |
97.155 |
-0.005 |
51,378 |
717,852 |
+30,251 |
| Dec05 |
041018 |
96.905 |
96.920 |
96.870 |
96.905 |
unch |
72,106 |
494,324 |
-11,458 |
| Mar06 |
041018 |
96.690 |
96.700 |
96.655 |
96.690 |
unch |
37,464 |
401,930 |
+2,379 |
| Jun06 |
041018 |
96.495 |
96.515 |
96.460 |
96.500 |
unch |
24,566 |
282,454 |
+1,316 |
| Sep06 |
041018 |
96.340 |
96.355 |
96.310 |
96.345 |
unch |
24,245 |
224,981 |
+1,743 |
| Dec06 |
041018 |
96.195 |
96.205 |
96.160 |
96.195 |
unch |
15,755 |
176,838 |
+2,215 |
| Mar07 |
041018 |
96.060 |
96.070 |
96.030 |
96.065 |
+0.005 |
13,343 |
158,224 |
+754 |
| Jun07 |
041018 |
95.935 |
95.945 |
95.905 |
95.940 |
+0.005 |
12,910 |
145,703 |
+690 |
| Sep07 |
041018 |
95.825 |
95.825 |
95.785 |
95.820 |
+0.005 |
12,424 |
106,377 |
+793 |
| Dec07 |
041018 |
95.705 |
95.710 |
95.665 |
95.700 |
+0.005 |
5,705 |
90,303 |
-3 |
| Mar08 |
041018 |
95.590 |
95.600 |
95.555 |
95.595 |
+0.010 |
4,848 |
81,472 |
-398 |
| Jun08 |
041018 |
95.480 |
95.490 |
95.445 |
95.485 |
+0.010 |
4,940 |
75,431 |
-927 |
| Sep08 |
041018 |
95.375 |
95.380 |
95.340 |
95.380 |
+0.010 |
4,464 |
68,207 |
+631 |
| Dec08 |
041018 |
95.265 |
95.275 |
95.230 |
95.270 |
+0.010 |
5,008 |
54,423 |
+997 |
| Mar09 |
041018 |
95.165 |
95.180 |
95.135 |
95.175 |
+0.010 |
5,230 |
43,333 |
+836 |
| Total Volume and Open Interest |
472,382 |
6,006,419 |
+27,226 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041018 |
98.240 |
98.240 |
98.240 |
98.240 |
-0.010 |
2,752 |
94,245 |
-6,369 |
| Nov04 |
041018 |
98.100 |
98.110 |
98.100 |
98.100 |
unch |
2,279 |
132,431 |
+4,279 |
| Dec04 |
041018 |
97.980 |
97.980 |
97.970 |
97.980 |
unch |
2,430 |
126,120 |
-2,678 |
| Jan05 |
041018 |
97.940 |
97.940 |
97.930 |
97.940 |
unch |
1,416 |
104,398 |
+898 |
| Feb05 |
041018 |
97.800 |
97.800 |
97.790 |
97.800 |
-0.010 |
953 |
21,591 |
+650 |
| Mar05 |
041018 |
97.760 |
97.760 |
97.750 |
97.750 |
unch |
5 |
5,172 |
+60 |
| Total Volume and Open Interest |
9,835 |
484,149 |
-3,140 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041018 |
98.240 |
98.240 |
98.240 |
98.240 |
unch |
16,498 |
0 |
+0 |
| Nov04 |
041018 |
98.100 |
98.105 |
98.095 |
98.105 |
+0.005 |
11,506 |
0 |
+0 |
| Dec04 |
041018 |
97.975 |
97.975 |
97.970 |
97.975 |
unch |
16,102 |
0 |
+0 |
| Jan05 |
041018 |
97.935 |
97.940 |
97.930 |
97.935 |
unch |
7,323 |
0 |
+0 |
| Feb05 |
041018 |
97.800 |
97.810 |
97.795 |
97.800 |
+0.005 |
1,243 |
0 |
+0 |
| Mar05 |
041018 |
97.745 |
97.750 |
97.745 |
97.750 |
-0.005 |
65 |
0 |
+0 |
| Total Volume and Open Interest |
52,757 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041018 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
153 |
10,587 |
-50 |
| Mar05 |
041018 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
325 |
35,333 |
+475 |
| Jun05 |
041018 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
21,572 |
-1 |
| Sep05 |
041018 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
8,002 |
-10 |
| Dec05 |
041018 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
310 |
6,766 |
+307 |
| Mar06 |
041018 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
28 |
11,340 |
+28 |
| Jun06 |
041018 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
2,741 |
+0 |
| Sep06 |
041018 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
0 |
2,181 |
+0 |
| Dec06 |
041018 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041018 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
816 |
99,876 |
+749 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041018 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
1,522 |
58,979 |
+22 |
| Mar05 |
041018 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
525 |
86,925 |
+810 |
| Jun05 |
041018 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.00 |
106 |
77,584 |
+99 |
| Sep05 |
041018 |
99.81 |
99.81 |
99.81 |
99.81 |
+0.00 |
78 |
42,555 |
+25 |
| Dec05 |
041018 |
99.74 |
99.75 |
99.74 |
99.75 |
+0.01 |
1,076 |
35,239 |
-57 |
| Mar06 |
041018 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
313 |
33,680 |
+110 |
| Jun06 |
041018 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
0 |
15,270 |
+3 |
| Sep06 |
041018 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.00 |
0 |
5,953 |
+0 |
| Total Volume and Open Interest |
3,620 |
369,546 |
+1,012 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041018 |
138.10 |
138.16 |
138.03 |
138.05 |
-0.22 |
2,157 |
31,261 |
+503 |
| Mar05 |
041018 |
137.09 |
137.09 |
137.09 |
137.09 |
-0.22 |
|
|
|
| Jun05 |
041018 |
137.09 |
137.09 |
137.09 |
137.09 |
-0.22 |
|
|
|
| Total Volume and Open Interest |
2,157 |
31,261 |
+503 |
| Euro-Bund(EUREX) |
| Dec04 |
041018 |
116.51 |
116.73 |
116.46 |
116.65 |
+0.28 |
636,723 |
1,335,369 |
+4,943 |
| Mar05 |
041018 |
115.82 |
115.99 |
115.82 |
115.93 |
+0.27 |
755 |
17,734 |
+561 |
| Jun05 |
041018 |
115.15 |
115.15 |
115.15 |
115.15 |
+0.28 |
1,190 |
240 |
+0 |
| Total Volume and Open Interest |
638,668 |
1,353,343 |
+5,504 |
| Euro-Bobl(EUREX) |
| Dec04 |
041018 |
112.13 |
112.29 |
112.10 |
112.24 |
+0.20 |
396,277 |
844,292 |
+16,595 |
| Mar05 |
041018 |
111.85 |
111.93 |
111.85 |
111.93 |
+0.20 |
517 |
6,796 |
+1,097 |
| Jun05 |
041018 |
111.28 |
111.28 |
111.12 |
111.12 |
+0.20 |
4,364 |
400 |
+0 |
| Total Volume and Open Interest |
401,158 |
851,488 |
+17,692 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041018 |
97.835 |
97.835 |
97.830 |
97.835 |
+0.005 |
248 |
8,864 |
+223 |
| Mar05 |
041018 |
97.760 |
97.765 |
97.760 |
97.765 |
+0.010 |
88 |
6,458 |
-26 |
| Jun05 |
041018 |
97.635 |
97.650 |
97.635 |
97.645 |
unch |
45 |
3,522 |
-46 |
| Total Volume and Open Interest |
640 |
25,219 |
+272 |
| Long Gilt(LIFFE) |
| Dec04 |
041018 |
108~10 |
108~17 |
108~08 |
108~15 |
+0~03 |
70,313 |
210,709 |
-4,900 |
| Mar05 |
041018 |
109~30 |
109~30 |
109~30 |
109~30 |
+0~03 |
|
|
|
| Total Volume and Open Interest |
70,313 |
210,709 |
-4,900 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041018 |
95.07 |
95.09 |
95.06 |
95.09 |
+0.02 |
28,211 |
242,201 |
+95 |
| Mar05 |
041018 |
95.03 |
95.08 |
95.02 |
95.07 |
+0.03 |
33,245 |
247,957 |
-5,678 |
| Jun05 |
041018 |
95.05 |
95.10 |
95.02 |
95.09 |
+0.04 |
35,872 |
209,982 |
+3,473 |
| Sep05 |
041018 |
95.05 |
95.11 |
95.02 |
95.10 |
+0.04 |
31,684 |
162,559 |
-81 |
| Dec05 |
041018 |
95.04 |
95.12 |
95.02 |
95.10 |
+0.05 |
17,805 |
138,215 |
+41 |
| Mar06 |
041018 |
95.04 |
95.10 |
95.00 |
95.09 |
+0.06 |
10,933 |
85,442 |
-852 |
| Total Volume and Open Interest |
171,733 |
1,250,326 |
-1,372 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041018 |
97.840 |
97.845 |
97.830 |
97.830 |
unch |
105,469 |
615,378 |
-9,058 |
| Mar05 |
041018 |
97.765 |
97.775 |
97.750 |
97.760 |
+0.010 |
160,349 |
570,391 |
-4,795 |
| Jun05 |
041018 |
97.655 |
97.660 |
97.630 |
97.655 |
+0.025 |
177,122 |
521,079 |
+3,949 |
| Total Volume and Open Interest |
836,860 |
3,092,557 |
-12,692 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041018 |
94.62 |
94.63 |
94.61 |
94.63 |
unch |
17,147 |
222,926 |
+375 |
| Mar05 |
041018 |
94.60 |
94.60 |
94.58 |
94.60 |
-0.01 |
10,040 |
148,844 |
-1,986 |
| Jun05 |
041018 |
94.57 |
94.58 |
94.54 |
94.58 |
unch |
1,679 |
57,754 |
-1,051 |
| Sep05 |
041018 |
94.55 |
94.56 |
94.53 |
94.56 |
-0.01 |
1,384 |
35,340 |
+462 |
| Dec05 |
041018 |
94.53 |
94.53 |
94.52 |
94.53 |
-0.01 |
73 |
18,052 |
+13 |
| Mar06 |
041018 |
94.50 |
94.50 |
94.49 |
94.49 |
-0.01 |
82 |
10,280 |
+78 |
| Jun06 |
041018 |
94.45 |
94.46 |
94.45 |
94.46 |
-0.01 |
5 |
8,651 |
+1 |
| Sep06 |
041018 |
94.41 |
94.43 |
94.41 |
94.43 |
unch |
27 |
4,343 |
+15 |
| Dec06 |
041018 |
94.38 |
94.39 |
94.38 |
94.39 |
+0.01 |
100 |
3,200 |
+96 |
| Mar07 |
041018 |
94.34 |
94.36 |
94.34 |
94.36 |
+0.01 |
1 |
2,002 |
+0 |
| Total Volume and Open Interest |
30,539 |
514,437 |
-1,996 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041018 |
94.67 |
94.67 |
94.59 |
94.65 |
-0.02 |
21,210 |
247,148 |
-904 |
| Mar05 |
041018 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
21,210 |
247,148 |
-904 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041018 |
94.87 |
94.88 |
94.80 |
94.87 |
-0.01 |
50,059 |
403,517 |
+5,982 |
| Mar05 |
041018 |
94.87 |
94.87 |
94.87 |
94.87 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
50,059 |
403,517 |
+5,982 |
| Gold(CMX) |
| Oct04 |
041018 |
419.0 |
419.0 |
416.2 |
416.2 |
-2.5 |
51 |
461 |
+13 |
| Dec04 |
041018 |
420.5 |
421.7 |
417.5 |
417.6 |
-2.5 |
46,988 |
235,838 |
+3,264 |
| Feb05 |
041018 |
421.7 |
423.5 |
419.0 |
419.2 |
-2.5 |
472 |
11,913 |
+70 |
| Apr05 |
041018 |
423.3 |
424.7 |
420.8 |
420.8 |
-2.5 |
27 |
4,498 |
+13 |
| Jun05 |
041018 |
426.5 |
426.6 |
422.6 |
422.6 |
-2.5 |
40 |
12,614 |
+6 |
| Aug05 |
041018 |
425.1 |
425.1 |
424.6 |
424.6 |
-2.5 |
90 |
6,975 |
+90 |
| Oct05 |
041018 |
426.6 |
426.6 |
426.6 |
426.6 |
-2.5 |
0 |
1,744 |
+0 |
| Dec05 |
041018 |
432.0 |
432.0 |
428.6 |
428.6 |
-2.5 |
435 |
8,864 |
+219 |
| Feb06 |
041018 |
430.8 |
430.8 |
430.8 |
430.8 |
-2.5 |
0 |
844 |
+0 |
| Apr06 |
041018 |
433.0 |
433.0 |
433.0 |
433.0 |
-2.5 |
0 |
486 |
+0 |
| Jun06 |
041018 |
435.3 |
435.3 |
435.3 |
435.3 |
-2.5 |
5 |
8,324 |
+5 |
| Aug06 |
041018 |
437.7 |
437.7 |
437.7 |
437.7 |
-2.5 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
48,110 |
299,881 |
+3,680 |
| Silver(CMX) |
| Dec04 |
041018 |
703.5 |
710.5 |
697.0 |
698.7 |
-12.3 |
13,307 |
86,341 |
-328 |
| Mar05 |
041018 |
705.5 |
714.0 |
699.5 |
702.4 |
-12.3 |
1,390 |
12,806 |
+748 |
| May05 |
041018 |
704.8 |
704.8 |
704.8 |
704.8 |
-12.3 |
117 |
2,104 |
+109 |
| Jul05 |
041018 |
707.4 |
707.4 |
707.4 |
707.4 |
-12.4 |
7 |
1,964 |
+7 |
| Sep05 |
041018 |
709.8 |
709.8 |
709.8 |
709.8 |
-12.5 |
5 |
511 |
+0 |
| Dec05 |
041018 |
722.0 |
729.0 |
713.6 |
713.6 |
-12.5 |
6 |
3,272 |
+2 |
| Mar06 |
041018 |
716.8 |
716.8 |
716.8 |
716.8 |
-12.5 |
|
|
|
| Total Volume and Open Interest |
14,873 |
108,659 |
+525 |
| Platinum(NYMEX) |
| Oct04 |
041018 |
843.0 |
843.0 |
842.0 |
842.0 |
-8.0 |
27 |
90 |
-13 |
| Jan05 |
041018 |
843.0 |
849.0 |
836.5 |
839.0 |
-8.0 |
970 |
5,835 |
+147 |
| Apr05 |
041018 |
833.0 |
833.0 |
833.0 |
833.0 |
-8.0 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
997 |
5,927 |
+134 |
| Palladium(NYMEX) |
| Dec04 |
041018 |
214.20 |
217.00 |
213.00 |
213.30 |
-5.05 |
297 |
9,826 |
-45 |
| Mar05 |
041018 |
218.00 |
218.00 |
215.30 |
215.30 |
-5.05 |
1 |
89 |
+1 |
| Jun05 |
041018 |
223.00 |
223.00 |
218.30 |
218.30 |
|
|
|
|
| Copper(CMX) |
| Dec04 |
041018 |
130.10 |
130.50 |
127.00 |
128.40 |
-2.50 |
11,159 |
53,029 |
-4,958 |
| Mar05 |
041018 |
125.70 |
126.00 |
123.50 |
124.60 |
-1.65 |
1,150 |
8,438 |
-182 |
| May05 |
041018 |
120.30 |
120.60 |
120.30 |
120.30 |
-1.35 |
302 |
2,617 |
-16 |
| Jul05 |
041018 |
116.30 |
116.30 |
116.30 |
116.30 |
-1.35 |
87 |
1,594 |
+2 |
| Sep05 |
041018 |
113.30 |
113.30 |
113.30 |
113.30 |
-1.35 |
171 |
1,496 |
-22 |
| Total Volume and Open Interest |
13,685 |
79,066 |
-5,046 |
| Aluminum(CMX) |
| Oct04 |
041018 |
86.80 |
86.80 |
86.80 |
86.80 |
-2.55 |
109 |
166 |
-14 |
| Nov04 |
041018 |
86.95 |
87.00 |
86.95 |
87.00 |
-1.35 |
166 |
925 |
-33 |
| Dec04 |
041018 |
86.25 |
86.25 |
86.25 |
86.25 |
-1.25 |
0 |
1,278 |
+0 |
| Jan05 |
041018 |
85.55 |
85.55 |
85.55 |
85.55 |
-1.00 |
0 |
683 |
-2 |
| Feb05 |
041018 |
84.65 |
84.65 |
84.65 |
84.65 |
-0.80 |
0 |
636 |
+0 |
| Mar05 |
041018 |
83.60 |
84.05 |
83.60 |
84.05 |
-0.65 |
0 |
651 |
+0 |
| Total Volume and Open Interest |
275 |
10,026 |
-49 |
| DJIA Index(CBOT) |
| Dec04 |
041018 |
9898 |
9958 |
9850 |
9945 |
+20 |
7,189 |
40,030 |
+1,178 |
| Mar05 |
041018 |
9945 |
9945 |
9942 |
9942 |
+20 |
9 |
16 |
+0 |
| Jun05 |
041018 |
9952 |
9952 |
9952 |
9952 |
+20 |
|
|
|
| Total Volume and Open Interest |
7,189 |
40,047 |
+1,178 |
| S & P 500(CME) |
| Dec04 |
041018 |
1105.30 |
1115.20 |
1103.30 |
1113.10 |
+4.80 |
41,350 |
622,376 |
+6,910 |
| Mar05 |
041018 |
1114.50 |
1116.00 |
1112.50 |
1114.20 |
+4.90 |
128 |
13,128 |
-16 |
| Jun05 |
041018 |
1116.20 |
1116.20 |
1116.20 |
1116.20 |
+4.90 |
252 |
854 |
+241 |
| Sep05 |
041018 |
1118.20 |
1118.20 |
1118.20 |
1118.20 |
+4.90 |
5 |
50 |
+0 |
| Total Volume and Open Interest |
41,730 |
636,544 |
+7,135 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041018 |
1108.75 |
1115.25 |
1102.50 |
1113.00 |
+4.75 |
774,418 |
724,803 |
+45,169 |
| Mar05 |
041018 |
1106.50 |
1115.50 |
1105.50 |
1114.25 |
+5.00 |
356 |
2,747 |
+252 |
| Total Volume and Open Interest |
774,774 |
727,550 |
+45,421 |
| NASDAQ 100(CME) |
| Dec04 |
041018 |
1430.50 |
1461.00 |
1427.00 |
1457.00 |
+21.00 |
12,726 |
72,550 |
+449 |
| Mar05 |
041018 |
1464.50 |
1464.50 |
1464.50 |
1464.50 |
+21.00 |
5 |
41 |
+0 |
| Jun05 |
041018 |
1471.50 |
1471.50 |
1471.50 |
1471.50 |
+21.00 |
|
|
|
| Total Volume and Open Interest |
12,726 |
72,591 |
+449 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041018 |
1436.50 |
1461.00 |
1424.00 |
1457.00 |
+21.00 |
354,111 |
268,293 |
+2,804 |
| Mar05 |
041018 |
1446.00 |
1468.00 |
1438.50 |
1464.50 |
+21.00 |
115 |
1,770 |
+58 |
| Total Volume and Open Interest |
354,226 |
270,063 |
+2,862 |
| S & P Midcap 400(CME) |
| Dec04 |
041018 |
584.00 |
589.50 |
583.25 |
587.85 |
+1.85 |
315 |
13,447 |
+41 |
| Mar05 |
041018 |
589.75 |
589.75 |
588.35 |
588.35 |
+1.60 |
0 |
1 |
+0 |
| Jun05 |
041018 |
589.75 |
589.75 |
588.35 |
588.35 |
+1.60 |
|
|
|
| Total Volume and Open Interest |
315 |
13,448 |
+41 |
| Russell 2000(CME) |
| Dec04 |
041018 |
568.50 |
574.00 |
565.25 |
572.00 |
+2.00 |
494 |
27,168 |
-75 |
| Mar05 |
041018 |
572.00 |
572.00 |
572.00 |
572.00 |
+2.00 |
|
|
|
| Jun05 |
041018 |
572.00 |
572.00 |
572.00 |
572.00 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
494 |
27,168 |
-75 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041018 |
571.70 |
574.20 |
565.40 |
572.00 |
+2.00 |
77,924 |
84,762 |
+2,490 |
| Mar05 |
041018 |
567.00 |
574.00 |
566.90 |
572.00 |
+2.00 |
2 |
67 |
+1 |
| Total Volume and Open Interest |
77,926 |
84,829 |
+2,491 |
| Nikkei 225(CME) |
| Dec04 |
041018 |
11015 |
11030 |
10915 |
10975 |
-5 |
14,452 |
159,898 |
-1,446 |
| Mar05 |
041018 |
10975 |
10975 |
10975 |
10975 |
-5 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
14,452 |
159,905 |
-1,446 |
| Nikkei 225(SGX) |
| Dec04 |
041018 |
11015 |
11030 |
10915 |
10975 |
-5 |
14,452 |
159,898 |
-1,446 |
| Mar05 |
041018 |
10975 |
10975 |
10975 |
10975 |
-5 |
0 |
4 |
+0 |
| Jun05 |
041018 |
10930 |
10930 |
10930 |
10930 |
-5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
14,452 |
159,905 |
-1,446 |
| CAC 40(EURONEXT) |
| Nov04 |
041018 |
3690.0 |
3697.0 |
3659.5 |
3668.5 |
-8.0 |
80,499 |
281,426 |
+54,959 |
| Dec04 |
041018 |
3682.5 |
3684.5 |
3657.0 |
3665.5 |
-8.5 |
3,225 |
134,225 |
-526 |
| Total Volume and Open Interest |
83,727 |
424,677 |
-315,816 |
| Hang Seng Index(HKFE) |
| Oct04 |
041018 |
13049 |
13085 |
12990 |
13017 |
-66 |
15,202 |
110,340 |
-1,711 |
| Nov04 |
041018 |
13017 |
13040 |
12955 |
12973 |
-69 |
504 |
1,859 |
+129 |
| Dec04 |
041018 |
13000 |
13038 |
12956 |
12976 |
-64 |
139 |
1,063 |
+4 |
| Total Volume and Open Interest |
15,847 |
115,946 |
-1,574 |
| DAX(EUREX) |
| Dec04 |
041018 |
3940.0 |
3966.5 |
3909.5 |
3955.0 |
-14.0 |
117,126 |
165,836 |
-3,685 |
| Mar05 |
041018 |
3971.0 |
3983.0 |
3935.0 |
3976.5 |
-14.5 |
111 |
4,423 |
+52 |
| Jun05 |
041018 |
3980.0 |
3999.0 |
3961.5 |
3999.0 |
-14.5 |
213 |
1,146 |
-6 |
| Total Volume and Open Interest |
117,450 |
171,405 |
-3,639 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041018 |
4657.00 |
4663.00 |
4625.50 |
4637.50 |
-4.00 |
66,251 |
449,434 |
-1,218 |
| Mar05 |
041018 |
4639.00 |
4643.00 |
4636.00 |
4643.00 |
-4.00 |
129 |
12,999 |
-48 |
| Jun05 |
041018 |
4670.00 |
4670.00 |
4660.00 |
4660.00 |
-4.00 |
1,675 |
11,835 |
+1,675 |
| Total Volume and Open Interest |
68,055 |
474,268 |
+409 |
| SPI 200(SFE) |
| Dec04 |
041018 |
3727.0 |
3729.0 |
3716.0 |
3723.0 |
-1.0 |
12,451 |
169,546 |
+4,369 |
| Mar05 |
041018 |
3733.0 |
3733.0 |
3728.0 |
3732.0 |
-2.0 |
46 |
2,572 |
+5 |
| Jun05 |
041018 |
3740.0 |
3742.0 |
3740.0 |
3742.0 |
-2.0 |
22 |
3,008 |
-6 |
| Total Volume and Open Interest |
12,765 |
178,134 |
+4,514 |
| GSCI(CME) |
| Nov04 |
041018 |
359.00 |
359.00 |
353.05 |
354.80 |
-6.80 |
58 |
16,818 |
+44 |
| Dec04 |
041018 |
356.50 |
356.50 |
356.50 |
356.50 |
-5.75 |
|
|
|
| Jan05 |
041018 |
355.50 |
355.50 |
355.50 |
355.50 |
|
|
|
|
| RJ/CRB Index(ICE) |
| Nov04 |
041018 |
285.50 |
285.50 |
283.00 |
283.70 |
-2.75 |
25 |
251 |
+4 |
| Jan05 |
041018 |
283.75 |
284.00 |
283.00 |
283.00 |
-2.75 |
0 |
209 |
+0 |
| Feb05 |
041018 |
281.50 |
281.50 |
281.50 |
281.50 |
-2.70 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
26 |
595 |
+4 |
|
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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