|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri October 22, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041022 |
527.00 |
533.50 |
525.75 |
530.00 |
+2.00 |
46,118 |
104,274 |
-7,106 |
| Jan05 |
041022 |
529.00 |
535.50 |
528.00 |
532.00 |
+1.00 |
20,180 |
84,650 |
+3,281 |
| Mar05 |
041022 |
533.50 |
540.00 |
533.50 |
536.50 |
+0.50 |
6,114 |
35,085 |
+859 |
| May05 |
041022 |
540.00 |
546.00 |
540.00 |
544.75 |
+3.00 |
2,870 |
20,999 |
+1,142 |
| Jul05 |
041022 |
545.50 |
553.00 |
545.50 |
551.00 |
+3.25 |
3,349 |
18,112 |
+1,186 |
| Aug05 |
041022 |
549.00 |
552.50 |
549.00 |
552.50 |
+3.75 |
3 |
597 |
+3 |
| Sep05 |
041022 |
555.00 |
555.00 |
555.00 |
555.00 |
+3.00 |
0 |
189 |
+0 |
| Total Volume and Open Interest |
79,104 |
269,781 |
-401 |
| Soybean Meal(CBOT) |
| Dec04 |
041022 |
158.00 |
158.30 |
156.30 |
156.40 |
-2.10 |
13,168 |
52,762 |
-491 |
| Jan05 |
041022 |
159.00 |
159.50 |
157.60 |
157.70 |
-2.00 |
3,605 |
16,782 |
+223 |
| Mar05 |
041022 |
161.00 |
161.40 |
160.00 |
160.10 |
-1.30 |
1,743 |
18,966 |
+425 |
| May05 |
041022 |
162.50 |
163.30 |
161.80 |
161.90 |
-1.10 |
1,900 |
13,884 |
-80 |
| Jul05 |
041022 |
165.20 |
165.90 |
164.70 |
164.80 |
-0.90 |
2,541 |
19,309 |
-458 |
| Aug05 |
041022 |
166.50 |
167.50 |
166.00 |
166.00 |
-1.00 |
153 |
6,558 |
+60 |
| Sep05 |
041022 |
168.10 |
168.70 |
166.50 |
166.50 |
-1.10 |
63 |
4,453 |
+21 |
| Oct05 |
041022 |
168.50 |
169.00 |
167.00 |
167.00 |
-1.00 |
38 |
2,253 |
+11 |
| Total Volume and Open Interest |
23,343 |
138,748 |
-265 |
| Soybean Oil(CBOT) |
| Dec04 |
041022 |
20.38 |
20.90 |
20.30 |
20.85 |
+0.45 |
8,881 |
58,341 |
-1,654 |
| Jan05 |
041022 |
20.48 |
21.02 |
20.48 |
20.99 |
+0.44 |
1,722 |
29,341 |
+351 |
| Mar05 |
041022 |
20.60 |
21.15 |
20.58 |
21.10 |
+0.42 |
1,406 |
20,647 |
-352 |
| May05 |
041022 |
20.75 |
21.30 |
20.75 |
21.23 |
+0.42 |
983 |
15,479 |
+189 |
| Jul05 |
041022 |
20.90 |
21.40 |
20.82 |
21.37 |
+0.50 |
1,286 |
12,657 |
-193 |
| Aug05 |
041022 |
20.85 |
21.35 |
20.85 |
21.35 |
+0.50 |
54 |
5,129 |
+32 |
| Sep05 |
041022 |
20.84 |
21.30 |
20.80 |
21.30 |
+0.50 |
33 |
2,923 |
+13 |
| Oct05 |
041022 |
21.10 |
21.10 |
21.10 |
21.10 |
+0.30 |
64 |
2,000 |
+29 |
| Total Volume and Open Interest |
14,850 |
151,159 |
-1,501 |
| Canola(WCE) |
| Nov04 |
041022 |
298.0 |
300.5 |
296.5 |
299.2 |
+1.7 |
8,066 |
17,723 |
-4,736 |
| Jan05 |
041022 |
303.0 |
305.5 |
301.4 |
304.9 |
+1.3 |
8,812 |
28,282 |
+6,167 |
| Mar05 |
041022 |
308.3 |
310.3 |
306.8 |
310.2 |
+1.1 |
134 |
5,655 |
+63 |
| May05 |
041022 |
314.0 |
314.0 |
314.0 |
314.0 |
+0.9 |
20 |
427 |
+20 |
| Jul05 |
041022 |
317.5 |
317.5 |
317.5 |
317.5 |
-2.0 |
45 |
289 |
+0 |
| Total Volume and Open Interest |
17,475 |
57,585 |
+1,912 |
| Corn(CBOT) |
| Dec04 |
041022 |
203.25 |
204.00 |
201.50 |
201.75 |
-2.50 |
48,202 |
334,464 |
-4,090 |
| Mar05 |
041022 |
214.00 |
214.50 |
212.00 |
212.25 |
-2.75 |
12,144 |
138,594 |
+491 |
| May05 |
041022 |
221.00 |
222.00 |
219.75 |
220.00 |
-2.25 |
3,111 |
44,255 |
+936 |
| Jul05 |
041022 |
227.50 |
228.00 |
226.00 |
226.25 |
-2.25 |
2,682 |
53,023 |
-44 |
| Sep05 |
041022 |
234.75 |
234.75 |
233.00 |
233.00 |
-2.00 |
125 |
12,634 |
-22 |
| Dec05 |
041022 |
243.25 |
243.50 |
241.25 |
241.75 |
-2.50 |
1,148 |
26,272 |
+92 |
| Total Volume and Open Interest |
67,499 |
611,206 |
-2,666 |
| Wheat(CBOT) |
| Dec04 |
041022 |
310.50 |
312.00 |
308.00 |
308.50 |
-3.25 |
15,839 |
115,562 |
-748 |
| Mar05 |
041022 |
320.50 |
322.00 |
318.00 |
318.75 |
-3.25 |
3,806 |
25,633 |
+682 |
| May05 |
041022 |
326.50 |
326.50 |
322.50 |
322.75 |
-4.00 |
314 |
5,023 |
+81 |
| Jul05 |
041022 |
329.00 |
330.00 |
326.00 |
326.00 |
-3.75 |
1,148 |
7,778 |
+656 |
| Sep05 |
041022 |
333.00 |
334.00 |
332.00 |
332.50 |
-4.00 |
12 |
185 |
+0 |
| Total Volume and Open Interest |
21,189 |
154,413 |
+712 |
| Wheat(KCBT) |
| Dec04 |
041022 |
335.50 |
338.00 |
334.00 |
336.00 |
-0.75 |
4,446 |
49,531 |
-482 |
| Mar05 |
041022 |
342.75 |
344.00 |
340.00 |
342.50 |
-1.25 |
1,840 |
14,183 |
+657 |
| May05 |
041022 |
344.75 |
345.00 |
343.00 |
344.50 |
-1.50 |
99 |
3,498 |
+72 |
| Jul05 |
041022 |
343.00 |
344.00 |
339.50 |
339.50 |
-4.50 |
272 |
4,989 |
+73 |
| Sep05 |
041022 |
346.00 |
346.00 |
345.25 |
345.25 |
-2.75 |
50 |
486 |
+50 |
| Total Volume and Open Interest |
6,714 |
72,748 |
+377 |
| Wheat(MGE) |
| Dec04 |
041022 |
361.50 |
362.75 |
360.50 |
361.75 |
+0.75 |
2,596 |
17,800 |
-595 |
| Mar05 |
041022 |
371.00 |
371.50 |
368.50 |
369.50 |
-1.50 |
1,713 |
10,420 |
-449 |
| May05 |
041022 |
376.50 |
377.00 |
374.00 |
374.00 |
-3.50 |
658 |
3,823 |
+143 |
| Jul05 |
041022 |
378.50 |
378.50 |
374.00 |
375.00 |
-3.50 |
245 |
2,149 |
+86 |
| Sep05 |
041022 |
373.00 |
374.00 |
367.00 |
367.00 |
-7.00 |
43 |
716 |
+16 |
| Total Volume and Open Interest |
5,259 |
34,980 |
-795 |
| Oats(CBOT) |
| Dec04 |
041022 |
138.75 |
139.75 |
136.50 |
136.75 |
-3.75 |
2,802 |
5,591 |
+264 |
| Mar05 |
041022 |
146.50 |
146.50 |
144.00 |
144.25 |
-3.25 |
569 |
1,870 |
+173 |
| May05 |
041022 |
150.50 |
150.50 |
150.50 |
150.50 |
-3.00 |
0 |
107 |
+0 |
| Jul05 |
041022 |
156.00 |
156.50 |
156.00 |
156.50 |
-2.00 |
3 |
35 |
+2 |
| Total Volume and Open Interest |
3,374 |
7,603 |
+439 |
| Rough Rice(CBOT) |
| Nov04 |
041022 |
6.85 |
6.95 |
6.83 |
6.95 |
+0.12 |
550 |
2,344 |
-258 |
| Jan05 |
041022 |
7.00 |
7.11 |
7.00 |
7.11 |
+0.11 |
503 |
2,025 |
+112 |
| Mar05 |
041022 |
7.26 |
7.32 |
7.26 |
7.32 |
+0.12 |
30 |
814 |
-6 |
| May05 |
041022 |
7.52 |
7.52 |
7.52 |
7.52 |
+0.14 |
18 |
199 |
+9 |
| Total Volume and Open Interest |
1,101 |
5,386 |
-143 |
| Live Cattle(CME) |
| Oct04 |
041022 |
88.000 |
88.025 |
87.600 |
87.750 |
+1.050 |
1,834 |
3,948 |
-227 |
| Dec04 |
041022 |
87.700 |
88.175 |
87.700 |
88.025 |
+1.025 |
8,576 |
65,078 |
-652 |
| Feb05 |
041022 |
89.900 |
90.125 |
89.800 |
90.100 |
+0.925 |
2,881 |
20,866 |
+203 |
| Apr05 |
041022 |
87.150 |
87.450 |
87.000 |
87.375 |
+0.800 |
593 |
9,804 |
+103 |
| Jun05 |
041022 |
83.700 |
83.950 |
83.600 |
83.875 |
+0.675 |
358 |
6,710 |
-92 |
| Aug05 |
041022 |
83.150 |
83.650 |
83.100 |
83.625 |
+0.775 |
221 |
2,855 |
+8 |
| Total Volume and Open Interest |
14,573 |
109,738 |
-601 |
| Feeder Cattle(CME) |
| Oct04 |
041022 |
112.200 |
113.200 |
112.200 |
113.200 |
+1.275 |
505 |
2,133 |
-298 |
| Nov04 |
041022 |
110.600 |
111.550 |
110.450 |
111.425 |
+1.475 |
1,539 |
6,340 |
-359 |
| Jan05 |
041022 |
108.700 |
109.000 |
108.350 |
108.825 |
+1.325 |
907 |
6,946 |
+215 |
| Mar05 |
041022 |
104.000 |
104.500 |
103.800 |
104.450 |
+1.100 |
78 |
1,242 |
+18 |
| Apr05 |
041022 |
102.850 |
103.500 |
102.850 |
103.400 |
+0.850 |
42 |
463 |
+11 |
| May05 |
041022 |
102.600 |
103.400 |
102.500 |
103.300 |
+0.950 |
46 |
440 |
+27 |
| Aug05 |
041022 |
103.000 |
103.150 |
103.000 |
103.150 |
+0.650 |
9 |
18 |
+8 |
| Total Volume and Open Interest |
3,126 |
17,582 |
-378 |
| Lean Hogs(CME) |
| Dec04 |
041022 |
67.250 |
67.550 |
66.100 |
66.200 |
-0.950 |
3,966 |
51,189 |
+14 |
| Feb05 |
041022 |
67.250 |
67.500 |
66.500 |
66.800 |
-0.575 |
1,460 |
18,799 |
+326 |
| Apr05 |
041022 |
65.000 |
65.350 |
64.650 |
65.075 |
+0.025 |
372 |
6,397 |
+114 |
| May05 |
041022 |
65.800 |
65.800 |
65.600 |
65.625 |
-0.150 |
62 |
1,402 |
+34 |
| Jun05 |
041022 |
69.600 |
69.900 |
69.400 |
69.875 |
+0.025 |
123 |
3,498 |
+63 |
| Jul05 |
041022 |
65.650 |
66.100 |
65.650 |
66.050 |
+0.100 |
24 |
932 |
-4 |
| Aug05 |
041022 |
61.900 |
61.950 |
61.875 |
61.950 |
+0.275 |
23 |
561 |
+8 |
| Oct05 |
041022 |
53.550 |
54.000 |
53.550 |
53.800 |
+0.250 |
2 |
155 |
+2 |
| Total Volume and Open Interest |
6,056 |
82,950 |
+571 |
| Pork Bellies(CME) |
| Feb05 |
041022 |
94.600 |
94.750 |
93.800 |
94.025 |
-0.400 |
232 |
1,136 |
+30 |
| Mar05 |
041022 |
94.000 |
94.000 |
93.800 |
93.800 |
-0.200 |
4 |
25 |
+0 |
| May05 |
041022 |
95.000 |
95.000 |
95.000 |
95.000 |
unch |
10 |
41 |
+10 |
| Jul05 |
041022 |
97.900 |
97.900 |
97.900 |
97.900 |
unch |
0 |
8 |
+0 |
| Aug05 |
041022 |
94.900 |
94.900 |
94.900 |
94.900 |
unch |
|
|
|
| Total Volume and Open Interest |
246 |
1,210 |
+40 |
| Class III Milk(CME) |
| Oct04 |
041022 |
14.15 |
14.19 |
14.15 |
14.19 |
unch |
47 |
4,457 |
+48 |
| Nov04 |
041022 |
13.84 |
14.05 |
13.79 |
14.05 |
+0.16 |
374 |
3,655 |
+96 |
| Dec04 |
041022 |
12.93 |
13.18 |
12.86 |
13.15 |
+0.22 |
416 |
2,771 |
+131 |
| Jan05 |
041022 |
12.35 |
12.44 |
12.30 |
12.40 |
+0.05 |
67 |
1,688 |
+3 |
| Feb05 |
041022 |
12.20 |
12.22 |
12.20 |
12.22 |
+0.02 |
18 |
1,751 |
+0 |
| Total Volume and Open Interest |
1,083 |
22,430 |
+355 |
| Cocoa(ICE) |
| Dec04 |
041022 |
1448 |
1463 |
1442 |
1448 |
+14 |
3,069 |
44,754 |
-302 |
| Mar05 |
041022 |
1460 |
1477 |
1458 |
1463 |
+12 |
975 |
21,319 |
+345 |
| May05 |
041022 |
1477 |
1477 |
1477 |
1477 |
+14 |
233 |
11,750 |
-21 |
| Jul05 |
041022 |
1488 |
1489 |
1488 |
1489 |
+14 |
117 |
10,609 |
+50 |
| Sep05 |
041022 |
1499 |
1500 |
1499 |
1500 |
+15 |
110 |
7,364 |
+25 |
| Dec05 |
041022 |
1519 |
1519 |
1515 |
1517 |
+14 |
571 |
7,599 |
+231 |
| Mar06 |
041022 |
1527 |
1527 |
1527 |
1527 |
+14 |
0 |
9,838 |
+0 |
| Total Volume and Open Interest |
5,105 |
121,671 |
+358 |
| Coffee "C"(ICE) |
| Dec04 |
041022 |
75.40 |
76.60 |
74.50 |
75.10 |
-0.45 |
11,112 |
52,105 |
-1,202 |
| Mar05 |
041022 |
78.00 |
79.40 |
77.60 |
77.95 |
-0.50 |
6,719 |
17,807 |
+1,358 |
| May05 |
041022 |
79.50 |
80.80 |
79.50 |
79.55 |
-0.60 |
1,295 |
4,770 |
+230 |
| Jul05 |
041022 |
81.00 |
82.30 |
81.00 |
81.10 |
-0.65 |
719 |
1,910 |
+268 |
| Sep05 |
041022 |
82.70 |
83.00 |
82.55 |
82.55 |
-0.80 |
55 |
665 |
+6 |
| Dec05 |
041022 |
85.50 |
85.50 |
84.50 |
84.80 |
-1.05 |
50 |
615 |
-11 |
| Total Volume and Open Interest |
19,950 |
77,995 |
+649 |
| Orange Juice(ICE) |
| Nov04 |
041022 |
80.50 |
80.90 |
77.00 |
77.45 |
-2.40 |
2,852 |
11,430 |
-1,225 |
| Jan05 |
041022 |
83.00 |
83.25 |
79.60 |
80.05 |
-2.80 |
1,830 |
10,128 |
+442 |
| Mar05 |
041022 |
84.95 |
85.00 |
81.75 |
82.05 |
-2.50 |
534 |
8,953 |
+130 |
| May05 |
041022 |
87.25 |
87.50 |
84.45 |
84.55 |
-4.45 |
28 |
4,627 |
-2 |
| Jul05 |
041022 |
89.00 |
89.00 |
86.15 |
86.15 |
-3.85 |
0 |
489 |
+0 |
| Sep05 |
041022 |
87.65 |
87.65 |
87.65 |
87.65 |
-3.35 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
5,244 |
36,211 |
-655 |
| Sugar #11(ICE) |
| Mar05 |
041022 |
9.05 |
9.05 |
8.92 |
8.93 |
-0.10 |
19,208 |
235,687 |
-2,147 |
| May05 |
041022 |
9.12 |
9.12 |
9.04 |
9.06 |
-0.06 |
2,295 |
41,475 |
-50 |
| Jul05 |
041022 |
8.90 |
8.92 |
8.87 |
8.88 |
-0.04 |
1,407 |
23,830 |
+110 |
| Oct05 |
041022 |
8.86 |
8.87 |
8.82 |
8.83 |
-0.03 |
585 |
21,664 |
+23 |
| Mar06 |
041022 |
8.73 |
8.74 |
8.71 |
8.71 |
-0.02 |
260 |
7,252 |
-59 |
| Total Volume and Open Interest |
23,763 |
332,947 |
-2,123 |
| Sugar #14(ICE) |
| Jan05 |
041022 |
20.36 |
20.42 |
20.36 |
20.40 |
+0.05 |
140 |
1,808 |
-30 |
| Mar05 |
041022 |
20.41 |
20.46 |
20.41 |
20.45 |
+0.02 |
25 |
2,966 |
+11 |
| May05 |
041022 |
20.51 |
20.55 |
20.51 |
20.54 |
+0.01 |
5 |
1,993 |
+2 |
| Jul05 |
041022 |
20.67 |
20.68 |
20.67 |
20.68 |
unch |
49 |
1,434 |
+49 |
| Sep05 |
041022 |
20.80 |
20.80 |
20.80 |
20.80 |
unch |
54 |
1,391 |
+49 |
| Total Volume and Open Interest |
288 |
10,126 |
+96 |
| London Cocoa(LCE) |
| Dec04 |
041022 |
820 |
827 |
817 |
820 |
+6 |
2,239 |
83,319 |
+129 |
| Mar05 |
041022 |
841 |
850 |
841 |
843 |
+6 |
2,162 |
37,176 |
+295 |
| May05 |
041022 |
857 |
864 |
857 |
859 |
+6 |
109 |
17,625 |
+17 |
| Jul05 |
041022 |
881 |
881 |
874 |
875 |
+6 |
229 |
14,958 |
-91 |
| Sep05 |
041022 |
898 |
898 |
892 |
892 |
+6 |
495 |
27,179 |
+246 |
| Dec05 |
041022 |
900 |
900 |
897 |
897 |
+6 |
110 |
11,003 |
+72 |
| Mar06 |
041022 |
906 |
906 |
903 |
903 |
+6 |
141 |
3,324 |
+125 |
| Total Volume and Open Interest |
5,487 |
195,054 |
+795 |
| London Coffee(LCE) |
| Nov04 |
041022 |
574.00 |
578.00 |
560.00 |
562.00 |
-10.00 |
6,312 |
34,664 |
-6,311 |
| Jan05 |
041022 |
600.00 |
600.00 |
585.00 |
587.00 |
-8.00 |
7,186 |
54,327 |
+2,519 |
| Mar05 |
041022 |
617.00 |
620.00 |
605.00 |
607.00 |
-8.00 |
1,475 |
27,043 |
+695 |
| May05 |
041022 |
639.00 |
639.00 |
625.00 |
626.00 |
-8.00 |
1,224 |
24,468 |
+922 |
| Jul05 |
041022 |
656.00 |
657.00 |
642.00 |
643.00 |
-8.00 |
88 |
6,517 |
+66 |
| Sep05 |
041022 |
661.00 |
671.00 |
660.00 |
660.00 |
-8.00 |
114 |
4,475 |
+85 |
| Total Volume and Open Interest |
16,407 |
152,776 |
-2,020 |
| London Sugar(LCE) |
| Dec04 |
041022 |
245.40 |
246.40 |
243.00 |
245.00 |
-0.10 |
1,654 |
15,360 |
+788 |
| Mar05 |
041022 |
257.20 |
257.60 |
254.00 |
256.00 |
-0.10 |
1,758 |
23,455 |
+796 |
| May05 |
041022 |
263.00 |
263.00 |
260.80 |
261.70 |
-0.20 |
260 |
10,160 |
+208 |
| Aug05 |
041022 |
261.50 |
261.50 |
260.20 |
260.70 |
unch |
276 |
4,647 |
-143 |
| Oct05 |
041022 |
259.70 |
259.70 |
259.70 |
259.70 |
unch |
299 |
2,798 |
-237 |
| Total Volume and Open Interest |
4,249 |
58,745 |
+1,410 |
| Cotton(ICE) |
| Dec04 |
041022 |
46.00 |
46.25 |
45.11 |
45.67 |
-0.14 |
6,881 |
42,003 |
-22 |
| Mar05 |
041022 |
45.75 |
46.00 |
45.06 |
45.54 |
-0.05 |
4,525 |
21,764 |
+975 |
| May05 |
041022 |
47.20 |
47.20 |
46.41 |
46.95 |
+0.24 |
835 |
5,177 |
+90 |
| Jul05 |
041022 |
48.35 |
48.35 |
47.60 |
48.10 |
+0.17 |
701 |
6,318 |
+232 |
| Oct05 |
041022 |
50.65 |
50.65 |
50.65 |
50.65 |
+0.65 |
0 |
34 |
+0 |
| Dec05 |
041022 |
50.75 |
51.00 |
50.50 |
51.00 |
+0.35 |
339 |
2,817 |
+119 |
| Total Volume and Open Interest |
13,401 |
78,331 |
+1,464 |
| Lumber(CME) |
| Nov04 |
041022 |
297.8 |
298.8 |
290.0 |
291.5 |
-6.3 |
581 |
2,333 |
-52 |
| Jan05 |
041022 |
308.0 |
308.5 |
302.0 |
303.3 |
-5.5 |
176 |
1,281 |
+10 |
| Mar05 |
041022 |
318.1 |
318.1 |
313.6 |
313.6 |
-8.7 |
8 |
202 |
+4 |
| May05 |
041022 |
325.1 |
325.2 |
325.0 |
325.2 |
+0.1 |
2 |
64 |
+1 |
| Total Volume and Open Interest |
767 |
3,891 |
-37 |
| Crude Oil(NYM) |
| Dec04 |
041022 |
54.80 |
55.50 |
54.70 |
55.17 |
+0.70 |
79,230 |
250,773 |
-920 |
| Jan05 |
041022 |
54.35 |
55.00 |
54.35 |
54.69 |
+0.64 |
33,932 |
72,976 |
+507 |
| Feb05 |
041022 |
53.77 |
54.35 |
53.70 |
54.04 |
+0.59 |
15,810 |
37,615 |
-1,203 |
| Mar05 |
041022 |
52.95 |
53.50 |
52.95 |
53.28 |
+0.54 |
6,850 |
27,958 |
-83 |
| Apr05 |
041022 |
52.25 |
52.75 |
52.25 |
52.51 |
+0.49 |
1,124 |
19,580 |
+207 |
| May05 |
041022 |
51.70 |
52.05 |
51.70 |
51.74 |
+0.44 |
2,240 |
15,658 |
+191 |
| Jun05 |
041022 |
50.85 |
51.25 |
50.80 |
51.01 |
+0.41 |
2,905 |
30,046 |
+785 |
| Jul05 |
041022 |
50.65 |
50.65 |
50.31 |
50.31 |
+0.38 |
1,293 |
11,709 |
+145 |
| Aug05 |
041022 |
49.75 |
49.75 |
49.64 |
49.64 |
+0.35 |
836 |
9,694 |
+160 |
| Sep05 |
041022 |
49.10 |
49.10 |
49.00 |
49.02 |
+0.31 |
292 |
12,064 |
-102 |
| Oct05 |
041022 |
48.47 |
48.47 |
48.47 |
48.47 |
+0.27 |
49 |
5,462 |
-12 |
| Nov05 |
041022 |
48.00 |
48.00 |
47.98 |
47.98 |
+0.23 |
243 |
7,967 |
+147 |
| Dec05 |
041022 |
47.50 |
47.80 |
47.50 |
47.56 |
+0.19 |
5,316 |
49,909 |
-328 |
| Jan06 |
041022 |
47.12 |
47.12 |
47.12 |
47.12 |
+0.15 |
23 |
7,543 |
+21 |
| Feb06 |
041022 |
46.71 |
46.71 |
46.71 |
46.71 |
+0.11 |
0 |
2,592 |
+0 |
| Mar06 |
041022 |
46.32 |
46.32 |
46.32 |
46.32 |
+0.07 |
350 |
5,499 |
+209 |
| Total Volume and Open Interest |
152,950 |
698,417 |
-12,597 |
| Heating Oil(NYM) |
| Nov04 |
041022 |
158.70 |
160.30 |
158.20 |
159.44 |
+1.49 |
18,187 |
28,707 |
-4,104 |
| Dec04 |
041022 |
158.75 |
161.00 |
158.50 |
159.76 |
+1.52 |
17,446 |
68,933 |
+2,367 |
| Jan05 |
041022 |
158.10 |
160.30 |
158.00 |
159.31 |
+1.92 |
3,906 |
29,197 |
+701 |
| Feb05 |
041022 |
154.00 |
156.00 |
153.90 |
155.31 |
+1.62 |
2,501 |
18,793 |
+164 |
| Mar05 |
041022 |
148.60 |
150.60 |
148.60 |
149.41 |
+1.37 |
2,070 |
14,832 |
-407 |
| Apr05 |
041022 |
142.40 |
143.75 |
142.25 |
142.96 |
+1.32 |
250 |
4,974 |
+9 |
| May05 |
041022 |
137.90 |
137.90 |
137.31 |
137.31 |
+1.32 |
248 |
4,135 |
-19 |
| Jun05 |
041022 |
133.41 |
133.41 |
133.41 |
133.41 |
+1.32 |
859 |
5,393 |
-23 |
| Jul05 |
041022 |
131.80 |
131.80 |
131.11 |
131.11 |
+1.32 |
175 |
4,278 |
+75 |
| Aug05 |
041022 |
131.00 |
131.75 |
130.20 |
130.76 |
+1.32 |
509 |
1,163 |
+492 |
| Sep05 |
041022 |
132.00 |
132.00 |
131.00 |
131.11 |
+1.32 |
8 |
3,325 |
+3 |
| Oct05 |
041022 |
132.50 |
132.50 |
131.66 |
131.66 |
+1.32 |
1 |
221 |
+1 |
| Total Volume and Open Interest |
46,596 |
193,793 |
-513 |
| Gasoline(NYMEX) |
| Nov04 |
041022 |
141.80 |
144.50 |
141.80 |
143.76 |
+2.54 |
18,348 |
24,479 |
-2,080 |
| Dec04 |
041022 |
142.40 |
144.70 |
142.30 |
144.04 |
+2.55 |
12,456 |
55,685 |
+719 |
| Jan05 |
041022 |
142.50 |
144.80 |
142.50 |
144.19 |
+2.20 |
3,453 |
21,565 |
+268 |
| Feb05 |
041022 |
143.80 |
144.80 |
143.80 |
144.49 |
+2.10 |
1,099 |
8,283 |
+308 |
| Mar05 |
041022 |
144.79 |
144.79 |
144.79 |
144.79 |
+1.95 |
262 |
5,715 |
-3 |
| Apr05 |
041022 |
150.00 |
151.20 |
150.00 |
151.09 |
+1.75 |
779 |
9,160 |
+27 |
| May05 |
041022 |
150.00 |
150.30 |
150.00 |
150.29 |
+1.70 |
298 |
8,465 |
+151 |
| Jun05 |
041022 |
148.44 |
148.44 |
148.44 |
148.44 |
+1.55 |
236 |
3,061 |
-65 |
| Jul05 |
041022 |
145.84 |
145.84 |
145.84 |
145.84 |
+1.50 |
101 |
2,915 |
+100 |
| Aug05 |
041022 |
142.74 |
142.74 |
142.74 |
142.74 |
+1.45 |
0 |
1,444 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041022 |
7.820 |
8.230 |
7.820 |
8.105 |
+0.408 |
28,247 |
31,922 |
-2,234 |
| Dec04 |
041022 |
8.840 |
9.130 |
8.840 |
8.994 |
+0.266 |
18,451 |
62,516 |
+2,159 |
| Jan05 |
041022 |
9.360 |
9.630 |
9.360 |
9.504 |
+0.280 |
6,509 |
44,418 |
+277 |
| Feb05 |
041022 |
9.320 |
9.540 |
9.320 |
9.464 |
+0.263 |
3,022 |
23,739 |
-93 |
| Mar05 |
041022 |
8.920 |
9.070 |
8.900 |
9.014 |
+0.243 |
3,294 |
22,978 |
-580 |
| Apr05 |
041022 |
7.360 |
7.460 |
7.360 |
7.424 |
+0.148 |
1,970 |
18,958 |
-9 |
| May05 |
041022 |
7.060 |
7.150 |
7.030 |
7.089 |
+0.103 |
712 |
16,614 |
+119 |
| Jun05 |
041022 |
7.060 |
7.160 |
7.060 |
7.109 |
+0.103 |
378 |
11,349 |
+154 |
| Jul05 |
041022 |
7.130 |
7.150 |
7.100 |
7.134 |
+0.105 |
440 |
14,258 |
+145 |
| Aug05 |
041022 |
7.110 |
7.180 |
7.100 |
7.158 |
+0.107 |
261 |
11,304 |
+43 |
| Sep05 |
041022 |
7.080 |
7.160 |
7.080 |
7.125 |
+0.107 |
247 |
10,392 |
+30 |
| Oct05 |
041022 |
7.090 |
7.180 |
7.090 |
7.150 |
+0.112 |
478 |
16,065 |
+52 |
| Nov05 |
041022 |
7.420 |
7.480 |
7.420 |
7.465 |
+0.112 |
281 |
7,969 |
-103 |
| Dec05 |
041022 |
7.720 |
7.760 |
7.710 |
7.740 |
+0.107 |
180 |
9,964 |
-81 |
| Jan06 |
041022 |
7.900 |
7.960 |
7.900 |
7.945 |
+0.117 |
204 |
10,957 |
+35 |
| Feb06 |
041022 |
7.850 |
7.940 |
7.850 |
7.905 |
+0.117 |
19 |
7,872 |
+18 |
| Total Volume and Open Interest |
66,658 |
399,745 |
+639 |
| Brent Crude Oil(ICE) |
| Dec04 |
041022 |
50.90 |
51.65 |
50.90 |
51.22 |
+0.50 |
36,969 |
87,832 |
-5,957 |
| Jan05 |
041022 |
50.32 |
50.90 |
50.21 |
50.50 |
+0.47 |
15,926 |
85,726 |
-1,430 |
| Feb05 |
041022 |
49.70 |
50.23 |
49.59 |
49.85 |
+0.42 |
5,976 |
16,350 |
+280 |
| Mar05 |
041022 |
49.10 |
49.55 |
49.05 |
49.23 |
+0.39 |
1,823 |
18,537 |
-676 |
| Apr05 |
041022 |
48.55 |
48.91 |
48.50 |
48.63 |
+0.35 |
3,357 |
14,360 |
-467 |
| May05 |
041022 |
47.96 |
48.26 |
47.94 |
48.04 |
+0.32 |
359 |
4,968 |
+0 |
| Jun05 |
041022 |
47.43 |
47.80 |
47.35 |
47.46 |
+0.30 |
1,942 |
18,090 |
-243 |
| Jul05 |
041022 |
47.14 |
47.14 |
46.91 |
46.91 |
+0.28 |
250 |
5,824 |
+135 |
| Aug05 |
041022 |
46.39 |
46.39 |
46.39 |
46.39 |
+0.26 |
0 |
2,095 |
-200 |
| Sep05 |
041022 |
45.90 |
45.90 |
45.90 |
45.90 |
+0.24 |
0 |
5,730 |
-166 |
| Oct05 |
041022 |
45.43 |
45.43 |
45.43 |
45.43 |
+0.22 |
0 |
650 |
+0 |
| Nov05 |
041022 |
44.97 |
44.97 |
44.97 |
44.97 |
+0.20 |
0 |
100 |
+0 |
| Dec05 |
041022 |
44.68 |
44.90 |
44.50 |
44.55 |
+0.19 |
2,050 |
41,678 |
+189 |
| Total Volume and Open Interest |
73,939 |
348,213 |
-8,565 |
| Gas Oil(ICE) |
| Nov04 |
041022 |
491.50 |
497.00 |
491.00 |
492.00 |
+1.50 |
13,640 |
41,146 |
-3,672 |
| Dec04 |
041022 |
474.50 |
479.00 |
473.25 |
475.25 |
+3.25 |
15,638 |
45,003 |
+1,198 |
| Jan05 |
041022 |
466.25 |
467.25 |
463.25 |
464.25 |
+2.75 |
3,265 |
18,875 |
+231 |
| Feb05 |
041022 |
454.75 |
455.00 |
451.50 |
452.00 |
+1.75 |
3,026 |
4,619 |
-163 |
| Mar05 |
041022 |
438.75 |
442.75 |
438.75 |
439.75 |
+1.50 |
301 |
5,187 |
-15 |
| Apr05 |
041022 |
429.50 |
429.50 |
427.75 |
427.75 |
+1.00 |
50 |
5,655 |
+0 |
| May05 |
041022 |
417.25 |
417.25 |
417.25 |
417.25 |
+0.50 |
0 |
3,219 |
+0 |
| Jun05 |
041022 |
411.00 |
412.50 |
409.50 |
409.75 |
-0.25 |
662 |
10,607 |
-100 |
| Jul05 |
041022 |
409.25 |
409.25 |
406.50 |
406.50 |
unch |
24 |
1,025 |
+0 |
| Aug05 |
041022 |
403.50 |
403.50 |
403.50 |
403.50 |
unch |
0 |
1,126 |
+0 |
| Total Volume and Open Interest |
37,006 |
162,335 |
-2,212 |
| US Dollar Index(ICE) |
| Dec04 |
041022 |
86.200 |
86.300 |
85.940 |
85.970 |
-0.150 |
840 |
21,262 |
-359 |
| Mar05 |
041022 |
86.300 |
86.320 |
86.100 |
86.140 |
-0.150 |
2 |
2,559 |
+0 |
| Jun05 |
041022 |
86.320 |
86.320 |
86.320 |
86.320 |
-0.150 |
1 |
12 |
-1 |
| Total Volume and Open Interest |
843 |
23,834 |
-360 |
| Australian Dollar(CME) |
| Dec04 |
041022 |
73.42 |
73.63 |
73.32 |
73.61 |
+0.11 |
3,732 |
56,739 |
+954 |
| Mar05 |
041022 |
72.81 |
73.10 |
72.81 |
73.06 |
+0.11 |
16 |
321 |
+12 |
| Jun05 |
041022 |
72.50 |
72.56 |
72.50 |
72.56 |
+0.11 |
1 |
82 |
+0 |
| Total Volume and Open Interest |
3,749 |
57,181 |
+966 |
| British Pound(CME) |
| Dec04 |
041022 |
181.81 |
182.09 |
181.63 |
181.85 |
-0.30 |
9,455 |
72,147 |
+4,305 |
| Mar05 |
041022 |
180.85 |
180.85 |
180.71 |
180.71 |
-0.30 |
9 |
42 |
+12 |
| Jun05 |
041022 |
179.71 |
179.71 |
179.71 |
179.71 |
-0.30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9,464 |
72,192 |
+4,317 |
| Canadian Dollar(CME) |
| Dec04 |
041022 |
80.37 |
81.05 |
80.28 |
80.92 |
+0.54 |
4,390 |
108,939 |
+1,740 |
| Mar05 |
041022 |
80.42 |
80.92 |
80.42 |
80.82 |
+0.54 |
49 |
2,070 |
+25 |
| Jun05 |
041022 |
80.48 |
80.85 |
80.48 |
80.74 |
+0.54 |
63 |
1,103 |
+41 |
| Sep05 |
041022 |
80.25 |
80.66 |
80.25 |
80.66 |
+0.54 |
75 |
645 |
+70 |
| Total Volume and Open Interest |
4,602 |
113,018 |
+1,901 |
| Japanese Yen(CME) |
| Dec04 |
041022 |
93.24 |
93.57 |
93.13 |
93.47 |
+0.11 |
15,790 |
136,412 |
+5,266 |
| Mar05 |
041022 |
93.87 |
93.98 |
93.87 |
93.98 |
+0.11 |
6 |
496 |
+2 |
| Jun05 |
041022 |
94.70 |
94.70 |
94.58 |
94.58 |
+0.11 |
1 |
4 |
+0 |
| Total Volume and Open Interest |
15,797 |
136,912 |
+5,268 |
| Swiss Franc(CME) |
| Dec04 |
041022 |
82.16 |
82.55 |
82.04 |
82.46 |
+0.13 |
3,042 |
54,820 |
+164 |
| Mar05 |
041022 |
82.77 |
82.77 |
82.75 |
82.75 |
+0.13 |
29 |
56 |
+28 |
| Jun05 |
041022 |
83.07 |
83.07 |
83.07 |
83.07 |
+0.13 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
3,071 |
54,944 |
+192 |
| EuroFX(CME) |
| Dec04 |
041022 |
126.11 |
126.48 |
125.97 |
126.46 |
+0.24 |
12,555 |
141,930 |
+7,148 |
| Mar05 |
041022 |
126.13 |
126.48 |
126.13 |
126.48 |
+0.24 |
42 |
2,248 |
+9 |
| Jun05 |
041022 |
126.53 |
126.53 |
126.53 |
126.53 |
+0.25 |
5 |
142 |
+4 |
| Total Volume and Open Interest |
12,602 |
144,335 |
+7,161 |
| Mexican Peso(CME) |
| Nov04 |
041022 |
866.8 |
870.0 |
866.8 |
866.8 |
-3.2 |
0 |
9 |
+0 |
| Dec04 |
041022 |
865.5 |
869.8 |
859.8 |
862.5 |
-3.2 |
18,762 |
65,756 |
+1,186 |
| Total Volume and Open Interest |
18,766 |
66,571 |
+1,190 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041022 |
114~010 |
114~130 |
113~200 |
114~060 |
+0~050 |
355,361 |
603,086 |
+20,146 |
| Mar05 |
041022 |
112~280 |
113~100 |
112~200 |
113~040 |
+0~050 |
1,467 |
25,597 |
+283 |
| Jun05 |
041022 |
112~030 |
112~030 |
112~030 |
112~030 |
+0~050 |
5 |
110 |
+2 |
| Total Volume and Open Interest |
356,833 |
628,793 |
+20,431 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041022 |
113~165 |
113~265 |
113~110 |
113~235 |
+0~050 |
988,698 |
1,589,110 |
+12,630 |
| Mar05 |
041022 |
112~315 |
113~050 |
112~250 |
113~050 |
+0~055 |
16,094 |
103,578 |
+10,869 |
| Jun05 |
041022 |
112~045 |
112~045 |
112~045 |
112~045 |
+0~055 |
300 |
1,753 |
+67 |
| Total Volume and Open Interest |
1,005,092 |
1,694,441 |
+23,566 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041022 |
111~028 |
111~064 |
111~028 |
111~062 |
+0~014 |
432,636 |
0 |
+0 |
| Mar05 |
041022 |
110~048 |
110~080 |
110~048 |
110~080 |
+0~014 |
6,161 |
71,484 |
+71,484 |
| Jun05 |
041022 |
109~120 |
109~120 |
109~120 |
109~120 |
+0~016 |
5 |
15 |
+0 |
| Total Volume and Open Interest |
438,802 |
71,499 |
+71,484 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041022 |
105~103 |
105~114 |
105~102 |
105~114 |
+0~006 |
2,487 |
220,682 |
+10,701 |
| Total Volume and Open Interest |
2,487 |
220,682 |
+10,701 |
| Eurodollars(CME) |
| Dec04 |
041022 |
97.715 |
97.730 |
97.715 |
97.725 |
unch |
35,270 |
982,571 |
+9,973 |
| Mar05 |
041022 |
97.520 |
97.555 |
97.520 |
97.550 |
+0.005 |
40,882 |
876,914 |
-8,460 |
| Jun05 |
041022 |
97.335 |
97.380 |
97.330 |
97.375 |
+0.015 |
37,697 |
809,235 |
-3,972 |
| Sep05 |
041022 |
97.120 |
97.175 |
97.115 |
97.170 |
+0.015 |
41,119 |
734,205 |
+2,152 |
| Dec05 |
041022 |
96.880 |
96.935 |
96.875 |
96.930 |
+0.020 |
33,548 |
512,015 |
+8,173 |
| Mar06 |
041022 |
96.680 |
96.730 |
96.675 |
96.730 |
+0.025 |
26,269 |
415,938 |
+13,464 |
| Jun06 |
041022 |
96.495 |
96.555 |
96.495 |
96.550 |
+0.020 |
19,905 |
288,442 |
+3,942 |
| Sep06 |
041022 |
96.345 |
96.415 |
96.345 |
96.410 |
+0.030 |
20,756 |
244,028 |
+3,250 |
| Dec06 |
041022 |
96.215 |
96.270 |
96.215 |
96.270 |
+0.025 |
12,307 |
184,967 |
+2,845 |
| Mar07 |
041022 |
96.095 |
96.150 |
96.095 |
96.150 |
+0.025 |
8,856 |
165,777 |
+3,428 |
| Jun07 |
041022 |
95.975 |
96.030 |
95.975 |
96.030 |
+0.025 |
9,559 |
149,495 |
+1,307 |
| Sep07 |
041022 |
95.870 |
95.920 |
95.870 |
95.920 |
+0.025 |
8,071 |
108,071 |
+1,226 |
| Dec07 |
041022 |
95.750 |
95.800 |
95.750 |
95.800 |
+0.025 |
4,509 |
89,822 |
-1,814 |
| Mar08 |
041022 |
95.650 |
95.700 |
95.650 |
95.700 |
+0.025 |
3,599 |
82,112 |
+513 |
| Jun08 |
041022 |
95.555 |
95.590 |
95.545 |
95.590 |
+0.025 |
3,455 |
79,893 |
+1,605 |
| Sep08 |
041022 |
95.450 |
95.490 |
95.450 |
95.490 |
+0.025 |
2,392 |
71,428 |
+892 |
| Dec08 |
041022 |
95.340 |
95.380 |
95.335 |
95.380 |
+0.025 |
2,079 |
57,079 |
+23 |
| Mar09 |
041022 |
95.245 |
95.285 |
95.245 |
95.285 |
+0.025 |
1,598 |
43,702 |
+247 |
| Total Volume and Open Interest |
319,565 |
6,064,220 |
+41,671 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041022 |
98.240 |
98.240 |
98.240 |
98.240 |
unch |
112 |
94,812 |
-232 |
| Nov04 |
041022 |
98.100 |
98.100 |
98.090 |
98.100 |
unch |
4,310 |
145,203 |
+4,469 |
| Dec04 |
041022 |
97.960 |
97.960 |
97.960 |
97.960 |
-0.010 |
4,562 |
131,674 |
+9,201 |
| Jan05 |
041022 |
97.910 |
97.920 |
97.910 |
97.920 |
unch |
2,465 |
100,036 |
+2,344 |
| Feb05 |
041022 |
97.770 |
97.780 |
97.770 |
97.780 |
unch |
1,508 |
25,045 |
+1,014 |
| Mar05 |
041022 |
97.740 |
97.740 |
97.730 |
97.730 |
unch |
12 |
5,418 |
+46 |
| Total Volume and Open Interest |
12,969 |
502,415 |
+16,842 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041022 |
98.245 |
98.245 |
98.240 |
98.240 |
unch |
337 |
0 |
+0 |
| Nov04 |
041022 |
98.095 |
98.095 |
98.090 |
98.095 |
+0.005 |
5,985 |
0 |
+0 |
| Dec04 |
041022 |
97.960 |
97.965 |
97.955 |
97.965 |
+0.005 |
13,972 |
0 |
+0 |
| Jan05 |
041022 |
97.910 |
97.915 |
97.905 |
97.915 |
+0.005 |
10,694 |
0 |
+0 |
| Feb05 |
041022 |
97.765 |
97.775 |
97.760 |
97.775 |
+0.005 |
1,595 |
0 |
+0 |
| Mar05 |
041022 |
97.715 |
97.735 |
97.715 |
97.735 |
-0.010 |
92 |
0 |
+0 |
| Total Volume and Open Interest |
32,675 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041022 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
2 |
10,446 |
+0 |
| Mar05 |
041022 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
222 |
34,538 |
-1,846 |
| Jun05 |
041022 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
88 |
21,420 |
-201 |
| Sep05 |
041022 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
61 |
7,985 |
+61 |
| Dec05 |
041022 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
79 |
7,448 |
-5 |
| Mar06 |
041022 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
20 |
14,142 |
+1,020 |
| Jun06 |
041022 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
2,719 |
-22 |
| Sep06 |
041022 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
2,174 |
+0 |
| Dec06 |
041022 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
0 |
411 |
+0 |
| Mar07 |
041022 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
472 |
102,226 |
-993 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041022 |
99.92 |
99.92 |
99.91 |
99.91 |
0.00 |
660 |
58,177 |
-281 |
| Mar05 |
041022 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
42 |
84,853 |
-1,116 |
| Jun05 |
041022 |
99.86 |
99.86 |
99.86 |
99.86 |
0.00 |
405 |
77,529 |
-49 |
| Sep05 |
041022 |
99.81 |
99.82 |
99.81 |
99.82 |
0.00 |
233 |
43,194 |
-478 |
| Dec05 |
041022 |
99.75 |
99.75 |
99.75 |
99.75 |
0.00 |
369 |
36,308 |
-39 |
| Mar06 |
041022 |
99.66 |
99.67 |
99.66 |
99.67 |
0.00 |
274 |
32,784 |
-364 |
| Jun06 |
041022 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
778 |
14,995 |
+289 |
| Sep06 |
041022 |
99.47 |
99.47 |
99.46 |
99.46 |
-0.01 |
12 |
5,958 |
-250 |
| Total Volume and Open Interest |
2,934 |
367,409 |
-2,288 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041022 |
138.41 |
138.45 |
137.98 |
138.10 |
-0.43 |
4,298 |
31,448 |
-132 |
| Mar05 |
041022 |
137.15 |
137.15 |
137.15 |
137.15 |
-0.42 |
|
|
|
| Jun05 |
041022 |
137.15 |
137.15 |
137.15 |
137.15 |
-0.42 |
|
|
|
| Total Volume and Open Interest |
4,298 |
31,448 |
-132 |
| Euro-Bund(EUREX) |
| Dec04 |
041022 |
116.72 |
116.97 |
116.68 |
116.90 |
+0.03 |
782,852 |
1,362,434 |
-400 |
| Mar05 |
041022 |
116.06 |
116.23 |
116.02 |
116.18 |
+0.02 |
3,724 |
19,990 |
+1,036 |
| Jun05 |
041022 |
115.40 |
115.40 |
115.40 |
115.40 |
+0.03 |
250 |
240 |
+0 |
| Total Volume and Open Interest |
786,826 |
1,382,664 |
+636 |
| Euro-Bobl(EUREX) |
| Dec04 |
041022 |
112.25 |
112.38 |
112.21 |
112.32 |
-0.03 |
443,894 |
863,638 |
+3,213 |
| Mar05 |
041022 |
112.02 |
112.04 |
112.00 |
112.00 |
-0.03 |
454 |
8,128 |
-101 |
| Jun05 |
041022 |
111.22 |
111.22 |
111.22 |
111.22 |
-0.03 |
0 |
800 |
+0 |
| Total Volume and Open Interest |
444,348 |
872,566 |
+3,112 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041022 |
97.830 |
97.835 |
97.830 |
97.835 |
unch |
1,023 |
10,072 |
+180 |
| Mar05 |
041022 |
97.745 |
97.770 |
97.745 |
97.770 |
+0.005 |
411 |
6,563 |
+28 |
| Jun05 |
041022 |
97.650 |
97.650 |
97.640 |
97.650 |
-0.010 |
258 |
3,712 |
+161 |
| Total Volume and Open Interest |
1,841 |
26,591 |
+282 |
| Long Gilt(LIFFE) |
| Dec04 |
041022 |
108~15 |
108~23 |
108~15 |
108~20 |
unch |
46,114 |
209,608 |
-2,596 |
| Mar05 |
041022 |
110~03 |
110~03 |
110~03 |
110~03 |
unch |
|
|
|
| Total Volume and Open Interest |
46,114 |
209,608 |
-2,596 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041022 |
95.06 |
95.10 |
95.06 |
95.09 |
+0.02 |
47,626 |
237,878 |
-2,679 |
| Mar05 |
041022 |
95.05 |
95.10 |
95.04 |
95.09 |
+0.03 |
47,185 |
258,710 |
+1,146 |
| Jun05 |
041022 |
95.08 |
95.16 |
95.08 |
95.14 |
+0.04 |
45,421 |
211,815 |
+194 |
| Sep05 |
041022 |
95.13 |
95.20 |
95.12 |
95.18 |
+0.05 |
29,661 |
164,015 |
+1,308 |
| Dec05 |
041022 |
95.14 |
95.21 |
95.14 |
95.19 |
+0.05 |
32,271 |
143,185 |
+873 |
| Mar06 |
041022 |
95.13 |
95.20 |
95.12 |
95.18 |
+0.05 |
15,811 |
94,128 |
+2,596 |
| Total Volume and Open Interest |
229,701 |
1,274,696 |
+2,980 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041022 |
97.830 |
97.840 |
97.825 |
97.835 |
unch |
73,821 |
620,378 |
-4,535 |
| Mar05 |
041022 |
97.750 |
97.765 |
97.735 |
97.760 |
-0.005 |
110,458 |
555,890 |
-2,602 |
| Jun05 |
041022 |
97.645 |
97.665 |
97.630 |
97.660 |
-0.005 |
121,584 |
528,284 |
-1,427 |
| Total Volume and Open Interest |
606,209 |
3,149,707 |
+7,323 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041022 |
94.62 |
94.62 |
94.60 |
94.61 |
-0.02 |
15,417 |
219,526 |
-4,744 |
| Mar05 |
041022 |
94.60 |
94.61 |
94.57 |
94.58 |
-0.03 |
17,571 |
148,248 |
-5,052 |
| Jun05 |
041022 |
94.58 |
94.58 |
94.53 |
94.54 |
-0.04 |
3,974 |
52,871 |
-5,329 |
| Sep05 |
041022 |
94.55 |
94.55 |
94.50 |
94.51 |
-0.05 |
3,985 |
34,407 |
-397 |
| Dec05 |
041022 |
94.51 |
94.51 |
94.48 |
94.48 |
-0.05 |
1,051 |
15,692 |
-1,630 |
| Mar06 |
041022 |
94.45 |
94.46 |
94.45 |
94.45 |
-0.04 |
585 |
10,165 |
+513 |
| Jun06 |
041022 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.04 |
85 |
7,990 |
-152 |
| Sep06 |
041022 |
94.39 |
94.39 |
94.39 |
94.39 |
-0.04 |
75 |
3,982 |
-569 |
| Dec06 |
041022 |
94.35 |
94.35 |
94.35 |
94.35 |
-0.04 |
60 |
2,888 |
-270 |
| Mar07 |
041022 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.03 |
45 |
1,832 |
-240 |
| Total Volume and Open Interest |
42,848 |
500,646 |
-17,880 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041022 |
94.69 |
94.69 |
94.61 |
94.63 |
-0.06 |
24,712 |
262,630 |
+9,089 |
| Mar05 |
041022 |
94.63 |
94.63 |
94.63 |
94.63 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
24,712 |
262,630 |
+9,089 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041022 |
94.88 |
94.90 |
94.83 |
94.84 |
-0.05 |
55,787 |
399,924 |
-2,471 |
| Mar05 |
041022 |
94.84 |
94.84 |
94.84 |
94.84 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
55,787 |
399,924 |
-2,471 |
| Gold(CMX) |
| Oct04 |
041022 |
424.6 |
424.6 |
424.6 |
424.6 |
+0.2 |
9 |
227 |
-2 |
| Dec04 |
041022 |
423.5 |
426.5 |
423.2 |
425.6 |
unch |
43,655 |
242,440 |
-3,324 |
| Feb05 |
041022 |
425.0 |
428.0 |
424.3 |
427.2 |
unch |
2,069 |
12,498 |
-406 |
| Apr05 |
041022 |
427.0 |
429.5 |
427.0 |
428.8 |
unch |
269 |
4,643 |
+44 |
| Jun05 |
041022 |
429.0 |
431.2 |
428.7 |
430.5 |
-0.1 |
388 |
13,066 |
+109 |
| Aug05 |
041022 |
432.3 |
432.3 |
432.3 |
432.3 |
-0.1 |
777 |
5,973 |
-625 |
| Oct05 |
041022 |
434.2 |
434.2 |
434.2 |
434.2 |
-0.1 |
150 |
2,153 |
+150 |
| Dec05 |
041022 |
435.5 |
436.7 |
435.0 |
436.1 |
-0.1 |
551 |
8,904 |
+78 |
| Feb06 |
041022 |
438.2 |
438.2 |
438.2 |
438.2 |
-0.1 |
0 |
844 |
+0 |
| Apr06 |
041022 |
440.3 |
440.3 |
440.3 |
440.3 |
unch |
0 |
486 |
+0 |
| Jun06 |
041022 |
442.3 |
442.3 |
442.3 |
442.3 |
-0.1 |
1 |
8,309 |
-24 |
| Aug06 |
041022 |
444.6 |
444.6 |
444.6 |
444.6 |
-0.1 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
47,871 |
307,086 |
-4,023 |
| Silver(CMX) |
| Dec04 |
041022 |
724.5 |
737.0 |
724.0 |
733.3 |
+2.3 |
19,011 |
89,406 |
-25 |
| Mar05 |
041022 |
730.0 |
740.0 |
729.0 |
737.1 |
+2.3 |
1,991 |
15,095 |
+1,195 |
| May05 |
041022 |
733.0 |
741.0 |
733.0 |
739.4 |
+2.3 |
89 |
2,198 |
+2 |
| Jul05 |
041022 |
738.0 |
742.0 |
737.0 |
741.8 |
+2.3 |
3 |
1,987 |
+1 |
| Sep05 |
041022 |
744.1 |
744.1 |
744.1 |
744.1 |
+2.3 |
1 |
505 |
+1 |
| Dec05 |
041022 |
746.0 |
747.5 |
745.0 |
747.5 |
+2.3 |
193 |
3,487 |
-1 |
| Mar06 |
041022 |
750.1 |
750.1 |
750.1 |
750.1 |
+2.3 |
|
|
|
| Total Volume and Open Interest |
21,288 |
114,310 |
+1,068 |
| Platinum(NYMEX) |
| Oct04 |
041022 |
855.0 |
855.0 |
848.4 |
848.4 |
-6.4 |
0 |
59 |
+0 |
| Jan05 |
041022 |
847.0 |
847.0 |
840.0 |
844.9 |
-6.9 |
805 |
5,927 |
+50 |
| Apr05 |
041022 |
841.9 |
841.9 |
841.9 |
841.9 |
-6.9 |
250 |
202 |
+200 |
| Total Volume and Open Interest |
1,055 |
6,188 |
+250 |
| Palladium(NYMEX) |
| Dec04 |
041022 |
214.00 |
216.00 |
214.00 |
215.95 |
-0.95 |
412 |
9,836 |
-11 |
| Mar05 |
041022 |
217.95 |
217.95 |
217.95 |
217.95 |
-0.95 |
7 |
111 |
+0 |
| Jun05 |
041022 |
220.95 |
220.95 |
220.95 |
220.95 |
-0.95 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
419 |
9,952 |
-11 |
| Copper(CMX) |
| Dec04 |
041022 |
130.70 |
131.00 |
128.00 |
130.55 |
-0.80 |
6,138 |
47,711 |
-641 |
| Mar05 |
041022 |
127.70 |
128.00 |
125.50 |
127.95 |
+0.05 |
397 |
8,705 |
-30 |
| May05 |
041022 |
123.20 |
123.65 |
122.70 |
123.65 |
+0.05 |
182 |
2,871 |
+31 |
| Jul05 |
041022 |
118.80 |
119.50 |
118.80 |
119.50 |
+0.05 |
41 |
1,619 |
+15 |
| Sep05 |
041022 |
115.30 |
116.35 |
115.30 |
116.35 |
+0.05 |
24 |
1,541 |
+15 |
| Total Volume and Open Interest |
7,358 |
73,186 |
-559 |
| Aluminum(CMX) |
| Oct04 |
041022 |
87.20 |
87.20 |
87.20 |
87.20 |
-0.25 |
72 |
116 |
-46 |
| Nov04 |
041022 |
87.10 |
87.30 |
87.10 |
87.20 |
-0.25 |
12 |
901 |
+0 |
| Dec04 |
041022 |
86.55 |
86.55 |
86.55 |
86.55 |
-0.25 |
5 |
1,217 |
-5 |
| Jan05 |
041022 |
86.15 |
86.15 |
86.15 |
86.15 |
-0.15 |
0 |
683 |
+0 |
| Feb05 |
041022 |
85.20 |
85.20 |
85.20 |
85.20 |
-0.15 |
0 |
634 |
+0 |
| Mar05 |
041022 |
84.85 |
84.85 |
84.85 |
84.85 |
-0.15 |
0 |
676 |
+0 |
| Total Volume and Open Interest |
89 |
10,091 |
-51 |
| DJIA Index(CBOT) |
| Dec04 |
041022 |
9860 |
9880 |
9740 |
9749 |
-114 |
9,328 |
42,220 |
+541 |
| Mar05 |
041022 |
9800 |
9800 |
9745 |
9745 |
-114 |
1 |
38 |
+1 |
| Jun05 |
041022 |
9754 |
9754 |
9754 |
9754 |
-114 |
|
|
|
| Total Volume and Open Interest |
9,329 |
42,259 |
+542 |
| S & P 500(CME) |
| Dec04 |
041022 |
1107.50 |
1108.50 |
1094.80 |
1095.90 |
-11.80 |
38,844 |
629,748 |
+919 |
| Mar05 |
041022 |
1104.00 |
1104.00 |
1096.90 |
1096.90 |
-11.80 |
185 |
13,359 |
+138 |
| Jun05 |
041022 |
1098.90 |
1098.90 |
1098.90 |
1098.90 |
-12.80 |
11 |
2,321 |
-10 |
| Sep05 |
041022 |
1101.20 |
1101.20 |
1101.20 |
1101.20 |
-11.50 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
39,040 |
645,630 |
+1,047 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041022 |
1106.25 |
1109.75 |
1094.75 |
1096.00 |
-11.75 |
813,591 |
722,247 |
-4,621 |
| Mar05 |
041022 |
1109.25 |
1110.50 |
1096.00 |
1097.00 |
-11.75 |
832 |
3,825 |
+574 |
| Total Volume and Open Interest |
814,423 |
726,072 |
-4,047 |
| NASDAQ 100(CME) |
| Dec04 |
041022 |
1475.00 |
1477.00 |
1440.00 |
1443.50 |
-32.00 |
14,165 |
74,682 |
-821 |
| Mar05 |
041022 |
1451.00 |
1451.00 |
1451.00 |
1451.00 |
-32.00 |
0 |
41 |
+0 |
| Jun05 |
041022 |
1458.00 |
1458.00 |
1458.00 |
1458.00 |
-32.00 |
|
|
|
| Total Volume and Open Interest |
14,165 |
74,723 |
-821 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041022 |
1469.00 |
1481.50 |
1440.50 |
1443.50 |
-32.00 |
404,308 |
283,318 |
+6,752 |
| Mar05 |
041022 |
1473.00 |
1489.50 |
1451.00 |
1451.00 |
-32.00 |
58 |
1,690 |
-30 |
| Total Volume and Open Interest |
404,366 |
285,008 |
+6,722 |
| S & P Midcap 400(CME) |
| Dec04 |
041022 |
592.00 |
593.55 |
587.25 |
587.25 |
-5.25 |
534 |
13,446 |
+56 |
| Mar05 |
041022 |
587.75 |
587.75 |
587.75 |
587.75 |
-5.25 |
0 |
1 |
+0 |
| Jun05 |
041022 |
587.75 |
587.75 |
587.75 |
587.75 |
-5.25 |
|
|
|
| Total Volume and Open Interest |
534 |
13,447 |
+56 |
| Russell 2000(CME) |
| Dec04 |
041022 |
576.25 |
578.50 |
567.00 |
567.00 |
-9.85 |
887 |
26,847 |
-10 |
| Mar05 |
041022 |
567.00 |
567.00 |
567.00 |
567.00 |
-9.85 |
|
|
|
| Jun05 |
041022 |
567.00 |
567.00 |
567.00 |
567.00 |
-9.85 |
|
|
|
| Total Volume and Open Interest |
887 |
26,847 |
-10 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041022 |
576.00 |
578.90 |
566.70 |
567.00 |
-9.90 |
80,402 |
84,484 |
+1,123 |
| Mar05 |
041022 |
576.70 |
576.70 |
567.00 |
567.00 |
-9.90 |
22 |
175 |
+9 |
| Total Volume and Open Interest |
80,424 |
84,659 |
+1,132 |
| Nikkei 225(CME) |
| Dec04 |
041022 |
10860 |
10895 |
10810 |
10835 |
+45 |
17,561 |
153,067 |
+1,439 |
| Mar05 |
041022 |
10835 |
10835 |
10835 |
10835 |
+45 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
17,561 |
153,074 |
+1,439 |
| Nikkei 225(SGX) |
| Dec04 |
041022 |
10860 |
10895 |
10810 |
10835 |
+45 |
17,561 |
153,067 |
+1,439 |
| Mar05 |
041022 |
10835 |
10835 |
10835 |
10835 |
+45 |
0 |
4 |
+0 |
| Jun05 |
041022 |
10790 |
10790 |
10790 |
10790 |
+45 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
17,561 |
153,074 |
+1,439 |
| CAC 40(EURONEXT) |
| Nov04 |
041022 |
3696.0 |
3722.0 |
3685.0 |
3690.5 |
-4.0 |
60,497 |
319,366 |
+5,539 |
| Dec04 |
041022 |
3687.5 |
3716.5 |
3683.5 |
3688.0 |
-4.0 |
1,519 |
135,110 |
+776 |
| Jan05 |
041022 |
3693.5 |
3693.5 |
3693.5 |
3693.5 |
-4.0 |
|
|
|
| Total Volume and Open Interest |
62,016 |
463,502 |
+6,315 |
| Hang Seng Index(HKFE) |
| Oct04 |
041021 |
13026 |
13028 |
12945 |
13001 |
+26 |
18,315 |
105,634 |
-3,844 |
| Nov04 |
041021 |
12993 |
12993 |
12909 |
12960 |
+18 |
1,873 |
3,234 |
+706 |
| Dec04 |
041021 |
12950 |
12974 |
12914 |
12957 |
+22 |
44 |
1,139 |
+29 |
| Total Volume and Open Interest |
20,251 |
112,700 |
-3,087 |
| DAX(EUREX) |
| Dec04 |
041022 |
3947.0 |
3983.0 |
3918.5 |
3926.0 |
-4.0 |
124,068 |
161,894 |
+163 |
| Mar05 |
041022 |
3967.0 |
4000.0 |
3941.5 |
3947.5 |
-4.0 |
155 |
9,546 |
+19 |
| Jun05 |
041022 |
3990.0 |
4022.0 |
3970.0 |
3970.0 |
-4.0 |
106 |
1,353 |
+208 |
| Total Volume and Open Interest |
124,329 |
172,793 |
+390 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041022 |
4643.00 |
4657.50 |
4630.00 |
4634.50 |
unch |
59,761 |
447,307 |
+547 |
| Mar05 |
041022 |
4639.50 |
4639.50 |
4639.50 |
4639.50 |
unch |
42 |
13,804 |
+10 |
| Jun05 |
041022 |
4670.50 |
4670.50 |
4656.00 |
4656.50 |
+0.50 |
50 |
12,310 |
+0 |
| Total Volume and Open Interest |
59,853 |
473,421 |
+557 |
| SPI 200(SFE) |
| Dec04 |
041022 |
3717.0 |
3728.0 |
3717.0 |
3718.0 |
+4.0 |
9,484 |
170,451 |
+2,576 |
| Mar05 |
041022 |
3732.0 |
3735.0 |
3728.0 |
3728.0 |
+5.0 |
189 |
2,860 |
+112 |
| Jun05 |
041022 |
3737.0 |
3737.0 |
3737.0 |
3737.0 |
+5.0 |
129 |
3,062 |
-29 |
| Total Volume and Open Interest |
9,806 |
179,510 |
+2,657 |
| GSCI(CME) |
| Nov04 |
041022 |
368.40 |
372.50 |
368.40 |
371.50 |
+4.80 |
39 |
16,781 |
+19 |
| Dec04 |
041022 |
373.50 |
373.50 |
373.50 |
373.50 |
+4.50 |
|
|
|
| Jan05 |
041022 |
367.70 |
370.50 |
367.70 |
370.50 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
39 |
16,781 |
+19 |
| RJ/CRB Index(ICE) |
| Nov04 |
041022 |
286.50 |
287.25 |
286.50 |
287.00 |
-0.25 |
8 |
248 |
-3 |
| Jan05 |
041022 |
285.75 |
286.25 |
285.75 |
286.25 |
-0.30 |
2 |
232 |
-1 |
| Feb05 |
041022 |
284.25 |
284.25 |
284.25 |
284.25 |
-0.80 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
10 |
615 |
-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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