|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed October 27, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041027 |
540.00 |
540.00 |
529.00 |
530.00 |
-9.00 |
38,538 |
48,938 |
-13,448 |
| Jan05 |
041027 |
544.00 |
545.00 |
532.25 |
533.75 |
-10.25 |
22,329 |
96,392 |
+3,746 |
| Mar05 |
041027 |
550.00 |
550.50 |
539.00 |
539.75 |
-9.50 |
7,130 |
39,228 |
+1,624 |
| May05 |
041027 |
556.50 |
557.50 |
546.50 |
547.25 |
-8.50 |
3,241 |
22,812 |
+835 |
| Jul05 |
041027 |
562.00 |
562.00 |
552.50 |
553.75 |
-8.50 |
2,245 |
18,624 |
+299 |
| Aug05 |
041027 |
564.00 |
564.00 |
557.00 |
557.00 |
-6.00 |
2 |
820 |
+2 |
| Sep05 |
041027 |
557.00 |
557.00 |
557.00 |
557.00 |
-7.00 |
2 |
188 |
+0 |
| Total Volume and Open Interest |
73,814 |
233,402 |
-6,841 |
| Soybean Meal(CBOT) |
| Dec04 |
041027 |
156.00 |
156.50 |
154.50 |
155.30 |
-1.30 |
11,861 |
50,930 |
+207 |
| Jan05 |
041027 |
157.60 |
158.00 |
156.10 |
156.70 |
-1.60 |
3,555 |
17,433 |
+550 |
| Mar05 |
041027 |
160.50 |
160.90 |
158.70 |
159.50 |
-1.40 |
4,117 |
20,370 |
+446 |
| May05 |
041027 |
162.60 |
163.30 |
161.20 |
161.80 |
-1.30 |
1,901 |
14,442 |
+593 |
| Jul05 |
041027 |
166.00 |
166.00 |
164.10 |
164.80 |
-1.20 |
1,788 |
18,879 |
+368 |
| Aug05 |
041027 |
167.30 |
167.40 |
165.70 |
166.10 |
-1.20 |
91 |
6,776 |
+54 |
| Sep05 |
041027 |
168.40 |
168.70 |
166.80 |
167.10 |
-1.30 |
49 |
4,561 |
+16 |
| Oct05 |
041027 |
169.10 |
169.30 |
167.30 |
167.60 |
-1.50 |
66 |
2,246 |
-33 |
| Total Volume and Open Interest |
23,861 |
139,163 |
+2,041 |
| Soybean Oil(CBOT) |
| Dec04 |
041027 |
21.85 |
22.05 |
21.18 |
21.21 |
-0.58 |
11,965 |
53,557 |
-1,159 |
| Jan05 |
041027 |
22.00 |
22.14 |
21.30 |
21.38 |
-0.57 |
3,662 |
29,306 |
+13 |
| Mar05 |
041027 |
22.10 |
22.15 |
21.48 |
21.49 |
-0.54 |
2,947 |
21,847 |
-38 |
| May05 |
041027 |
22.14 |
22.20 |
21.55 |
21.55 |
-0.51 |
1,275 |
15,256 |
+260 |
| Jul05 |
041027 |
22.17 |
22.25 |
21.65 |
21.68 |
-0.44 |
1,941 |
13,130 |
+559 |
| Aug05 |
041027 |
21.90 |
21.90 |
21.70 |
21.70 |
-0.40 |
430 |
5,315 |
+71 |
| Sep05 |
041027 |
21.80 |
21.85 |
21.58 |
21.58 |
-0.42 |
187 |
3,022 |
+87 |
| Oct05 |
041027 |
21.85 |
21.85 |
21.65 |
21.65 |
-0.35 |
65 |
2,080 |
+63 |
| Total Volume and Open Interest |
22,546 |
148,549 |
-85 |
| Canola(WCE) |
| Nov04 |
041027 |
306.5 |
306.5 |
301.2 |
301.2 |
-6.5 |
4,570 |
8,087 |
-3,998 |
| Jan05 |
041027 |
311.5 |
311.5 |
306.8 |
307.2 |
-5.3 |
3,694 |
34,875 |
+1,428 |
| Mar05 |
041027 |
316.0 |
316.0 |
312.0 |
312.2 |
-4.3 |
1,547 |
6,271 |
+547 |
| May05 |
041027 |
317.0 |
317.0 |
317.0 |
317.0 |
-1.0 |
5 |
423 |
+5 |
| Jul05 |
041027 |
324.0 |
324.0 |
324.0 |
324.0 |
-1.0 |
132 |
389 |
+0 |
| Total Volume and Open Interest |
10,223 |
56,756 |
-1,601 |
| Corn(CBOT) |
| Dec04 |
041027 |
206.00 |
208.00 |
205.50 |
206.25 |
-0.50 |
37,434 |
329,960 |
-1,147 |
| Mar05 |
041027 |
216.75 |
218.50 |
216.25 |
217.25 |
unch |
12,686 |
147,948 |
+1,899 |
| May05 |
041027 |
224.50 |
226.00 |
223.75 |
224.50 |
-0.25 |
2,139 |
46,652 |
+229 |
| Jul05 |
041027 |
230.25 |
232.00 |
230.00 |
231.00 |
unch |
2,018 |
53,197 |
-527 |
| Sep05 |
041027 |
236.75 |
238.50 |
236.75 |
237.25 |
unch |
292 |
13,260 |
+394 |
| Dec05 |
041027 |
244.25 |
247.00 |
244.25 |
245.50 |
+0.25 |
948 |
27,061 |
-26 |
| Total Volume and Open Interest |
55,543 |
620,146 |
+813 |
| Wheat(CBOT) |
| Dec04 |
041027 |
316.50 |
320.00 |
314.50 |
319.25 |
+3.75 |
13,794 |
113,061 |
-970 |
| Mar05 |
041027 |
327.00 |
330.50 |
326.00 |
330.00 |
+2.00 |
5,736 |
28,473 |
+738 |
| May05 |
041027 |
333.00 |
337.00 |
331.50 |
335.50 |
+2.50 |
189 |
5,106 |
-82 |
| Jul05 |
041027 |
334.50 |
337.00 |
333.00 |
336.75 |
+2.25 |
788 |
8,533 |
+387 |
| Sep05 |
041027 |
341.00 |
342.50 |
339.00 |
342.50 |
+1.50 |
19 |
195 |
+0 |
| Total Volume and Open Interest |
20,507 |
155,710 |
+73 |
| Wheat(KCBT) |
| Dec04 |
041027 |
344.00 |
345.00 |
341.00 |
344.75 |
+3.00 |
5,446 |
49,560 |
-403 |
| Mar05 |
041027 |
349.00 |
350.00 |
347.00 |
349.50 |
+3.00 |
1,618 |
16,016 |
+730 |
| May05 |
041027 |
351.00 |
351.00 |
349.00 |
350.50 |
+2.50 |
13 |
3,589 |
-4 |
| Jul05 |
041027 |
344.50 |
346.50 |
341.75 |
343.50 |
-0.25 |
348 |
5,535 |
+91 |
| Sep05 |
041027 |
349.00 |
349.00 |
346.00 |
346.00 |
+1.00 |
51 |
597 |
+51 |
| Total Volume and Open Interest |
7,476 |
75,359 |
+465 |
| Wheat(MGE) |
| Dec04 |
041027 |
365.00 |
367.50 |
365.00 |
367.50 |
+2.50 |
2,746 |
16,087 |
-603 |
| Mar05 |
041027 |
371.00 |
374.50 |
371.00 |
374.25 |
+1.75 |
731 |
10,460 |
+59 |
| May05 |
041027 |
379.25 |
379.25 |
377.25 |
378.00 |
+1.50 |
13 |
4,016 |
+0 |
| Jul05 |
041027 |
378.00 |
378.00 |
378.00 |
378.00 |
+2.00 |
1 |
2,271 |
+1 |
| Sep05 |
041027 |
371.00 |
371.00 |
370.00 |
370.50 |
+0.50 |
80 |
830 |
+47 |
| Total Volume and Open Interest |
3,573 |
33,738 |
-494 |
| Oats(CBOT) |
| Dec04 |
041027 |
140.00 |
141.75 |
139.50 |
139.75 |
+1.00 |
983 |
5,310 |
-145 |
| Mar05 |
041027 |
147.00 |
147.50 |
146.25 |
146.75 |
+1.50 |
464 |
2,227 |
+165 |
| May05 |
041027 |
152.00 |
152.00 |
151.50 |
151.50 |
+0.75 |
26 |
119 |
+8 |
| Jul05 |
041027 |
156.00 |
156.00 |
156.00 |
156.00 |
unch |
2 |
34 |
+0 |
| Total Volume and Open Interest |
1,478 |
7,693 |
+31 |
| Rough Rice(CBOT) |
| Nov04 |
041027 |
6.88 |
6.96 |
6.83 |
6.89 |
unch |
670 |
1,494 |
-417 |
| Jan05 |
041027 |
6.98 |
7.11 |
6.96 |
7.01 |
-0.01 |
699 |
2,704 |
+303 |
| Mar05 |
041027 |
7.33 |
7.33 |
7.23 |
7.25 |
unch |
27 |
817 |
+25 |
| May05 |
041027 |
7.47 |
7.47 |
7.47 |
7.47 |
-0.01 |
3 |
203 |
+3 |
| Total Volume and Open Interest |
1,399 |
5,222 |
-86 |
| Live Cattle(CME) |
| Oct04 |
041027 |
87.300 |
87.525 |
87.100 |
87.350 |
-0.275 |
866 |
1,666 |
-445 |
| Dec04 |
041027 |
86.950 |
86.950 |
85.900 |
86.625 |
-0.625 |
6,707 |
64,001 |
-772 |
| Feb05 |
041027 |
89.100 |
89.500 |
88.525 |
89.450 |
-0.175 |
2,239 |
21,153 |
+59 |
| Apr05 |
041027 |
87.600 |
87.600 |
86.975 |
87.525 |
-0.225 |
417 |
10,564 |
+211 |
| Jun05 |
041027 |
83.900 |
83.900 |
83.475 |
83.875 |
-0.150 |
318 |
7,079 |
-29 |
| Aug05 |
041027 |
83.525 |
83.750 |
83.425 |
83.750 |
-0.150 |
273 |
3,314 |
+130 |
| Total Volume and Open Interest |
10,869 |
108,355 |
-809 |
| Feeder Cattle(CME) |
| Oct04 |
041027 |
113.925 |
114.150 |
113.900 |
114.075 |
+0.100 |
514 |
1,773 |
-208 |
| Nov04 |
041027 |
111.500 |
111.750 |
111.000 |
111.600 |
+0.225 |
1,324 |
6,080 |
-239 |
| Jan05 |
041027 |
109.250 |
109.300 |
108.700 |
109.025 |
-0.225 |
1,233 |
8,080 |
+494 |
| Mar05 |
041027 |
104.900 |
105.000 |
104.600 |
105.000 |
-0.125 |
81 |
1,389 |
+22 |
| Apr05 |
041027 |
103.500 |
103.950 |
103.500 |
103.950 |
+0.050 |
29 |
477 |
+1 |
| May05 |
041027 |
103.850 |
103.925 |
103.400 |
103.925 |
+0.125 |
40 |
518 |
+15 |
| Aug05 |
041027 |
103.500 |
103.950 |
103.500 |
103.950 |
-0.050 |
7 |
21 |
+3 |
| Total Volume and Open Interest |
3,228 |
18,338 |
+88 |
| Lean Hogs(CME) |
| Dec04 |
041027 |
65.850 |
66.000 |
65.250 |
65.850 |
-0.375 |
8,295 |
49,729 |
+1,151 |
| Feb05 |
041027 |
65.000 |
65.250 |
64.150 |
64.875 |
-0.650 |
4,780 |
19,515 |
+36 |
| Apr05 |
041027 |
62.850 |
63.000 |
62.025 |
62.475 |
-0.775 |
1,203 |
6,588 |
+91 |
| May05 |
041027 |
63.850 |
63.850 |
63.225 |
63.550 |
-0.675 |
48 |
1,387 |
+7 |
| Jun05 |
041027 |
68.125 |
68.125 |
67.000 |
67.550 |
-1.025 |
458 |
3,665 |
+52 |
| Jul05 |
041027 |
64.000 |
64.000 |
63.200 |
63.500 |
-0.850 |
33 |
971 |
+1 |
| Aug05 |
041027 |
60.325 |
60.325 |
59.700 |
59.700 |
-1.250 |
70 |
581 |
+6 |
| Oct05 |
041027 |
52.600 |
52.600 |
52.500 |
52.500 |
-0.200 |
5 |
174 |
+3 |
| Total Volume and Open Interest |
14,898 |
82,628 |
+1,350 |
| Pork Bellies(CME) |
| Feb05 |
041027 |
94.100 |
94.500 |
93.750 |
94.050 |
-0.425 |
194 |
1,158 |
+26 |
| Mar05 |
041027 |
93.900 |
93.900 |
93.900 |
93.900 |
unch |
1 |
29 |
-1 |
| May05 |
041027 |
94.750 |
94.750 |
94.750 |
94.750 |
-0.250 |
1 |
34 |
+0 |
| Jul05 |
041027 |
97.600 |
97.600 |
97.600 |
97.600 |
unch |
0 |
8 |
+0 |
| Aug05 |
041027 |
94.900 |
94.900 |
94.900 |
94.900 |
unch |
|
|
|
| Total Volume and Open Interest |
196 |
1,229 |
+25 |
| Class III Milk(CME) |
| Oct04 |
041027 |
14.19 |
14.19 |
14.18 |
14.18 |
unch |
12 |
4,432 |
-35 |
| Nov04 |
041027 |
14.18 |
14.25 |
14.10 |
14.17 |
-0.01 |
300 |
4,002 |
+133 |
| Dec04 |
041027 |
13.33 |
13.45 |
13.05 |
13.15 |
-0.18 |
270 |
3,134 |
+77 |
| Jan05 |
041027 |
12.45 |
12.60 |
12.45 |
12.47 |
+0.02 |
45 |
1,759 |
-5 |
| Feb05 |
041027 |
12.29 |
12.35 |
12.25 |
12.35 |
+0.08 |
29 |
1,868 |
+26 |
| Total Volume and Open Interest |
759 |
23,771 |
+226 |
| Cocoa(ICE) |
| Dec04 |
041027 |
1477 |
1478 |
1465 |
1470 |
+13 |
2,314 |
44,602 |
-21 |
| Mar05 |
041027 |
1490 |
1491 |
1480 |
1484 |
+13 |
1,276 |
22,111 |
+507 |
| May05 |
041027 |
1500 |
1502 |
1493 |
1495 |
+11 |
413 |
11,797 |
-10 |
| Jul05 |
041027 |
1514 |
1514 |
1503 |
1507 |
+11 |
187 |
10,671 |
+52 |
| Sep05 |
041027 |
1516 |
1518 |
1516 |
1518 |
+11 |
268 |
7,448 |
+82 |
| Dec05 |
041027 |
1538 |
1538 |
1530 |
1532 |
+9 |
60 |
7,502 |
+3 |
| Mar06 |
041027 |
1544 |
1544 |
1544 |
1544 |
+12 |
0 |
9,838 |
+0 |
| Total Volume and Open Interest |
4,693 |
122,582 |
+788 |
| Coffee "C"(ICE) |
| Dec04 |
041027 |
76.50 |
78.90 |
76.30 |
77.90 |
+2.10 |
4,994 |
45,685 |
+68 |
| Mar05 |
041027 |
79.60 |
81.80 |
79.30 |
80.90 |
+2.05 |
1,972 |
17,930 |
+622 |
| May05 |
041027 |
81.25 |
83.15 |
81.10 |
82.50 |
+2.10 |
425 |
4,824 |
+83 |
| Jul05 |
041027 |
82.80 |
84.60 |
82.75 |
84.15 |
+2.10 |
127 |
1,767 |
+16 |
| Sep05 |
041027 |
84.30 |
86.00 |
84.30 |
85.60 |
+2.05 |
29 |
1,006 |
-9 |
| Dec05 |
041027 |
86.60 |
88.25 |
86.60 |
88.00 |
+2.05 |
41 |
617 |
+11 |
| Total Volume and Open Interest |
7,588 |
71,953 |
+791 |
| Orange Juice(ICE) |
| Nov04 |
041027 |
77.50 |
77.75 |
77.15 |
77.60 |
+0.40 |
2,520 |
6,157 |
-1,949 |
| Jan05 |
041027 |
81.10 |
81.10 |
80.10 |
80.70 |
+0.45 |
2,633 |
13,304 |
+1,681 |
| Mar05 |
041027 |
82.60 |
83.10 |
82.25 |
82.65 |
+0.35 |
578 |
9,404 |
+260 |
| May05 |
041027 |
84.75 |
85.30 |
84.75 |
85.30 |
+0.55 |
33 |
4,402 |
-7 |
| Jul05 |
041027 |
87.30 |
87.30 |
87.30 |
87.30 |
+0.75 |
30 |
472 |
-25 |
| Sep05 |
041027 |
89.30 |
89.30 |
89.30 |
89.30 |
+1.25 |
4 |
91 |
-4 |
| Total Volume and Open Interest |
5,798 |
34,315 |
-44 |
| Sugar #11(ICE) |
| Mar05 |
041027 |
8.82 |
8.85 |
8.75 |
8.76 |
-0.09 |
18,786 |
235,080 |
+1,113 |
| May05 |
041027 |
8.96 |
8.98 |
8.89 |
8.90 |
-0.06 |
3,958 |
41,357 |
-965 |
| Jul05 |
041027 |
8.79 |
8.80 |
8.73 |
8.73 |
-0.06 |
1,819 |
23,357 |
-325 |
| Oct05 |
041027 |
8.78 |
8.78 |
8.68 |
8.70 |
-0.06 |
896 |
21,684 |
-5 |
| Mar06 |
041027 |
8.67 |
8.67 |
8.60 |
8.60 |
-0.05 |
346 |
7,399 |
+125 |
| Total Volume and Open Interest |
26,119 |
332,020 |
+17 |
| Sugar #14(ICE) |
| Jan05 |
041027 |
20.45 |
20.50 |
20.45 |
20.48 |
+0.03 |
784 |
1,530 |
-357 |
| Mar05 |
041027 |
20.43 |
20.49 |
20.43 |
20.47 |
+0.02 |
9 |
3,010 |
+9 |
| May05 |
041027 |
20.54 |
20.58 |
20.54 |
20.57 |
+0.01 |
77 |
1,904 |
-18 |
| Jul05 |
041027 |
20.70 |
20.71 |
20.70 |
20.71 |
+0.02 |
62 |
1,457 |
+2 |
| Sep05 |
041027 |
20.79 |
20.81 |
20.78 |
20.81 |
+0.01 |
270 |
1,714 |
+214 |
| Total Volume and Open Interest |
1,206 |
10,158 |
-146 |
| London Cocoa(LCE) |
| Dec04 |
041027 |
827 |
836 |
827 |
835 |
+12 |
2,049 |
83,001 |
+24 |
| Mar05 |
041027 |
849 |
858 |
849 |
856 |
+11 |
1,342 |
37,849 |
+261 |
| May05 |
041027 |
867 |
872 |
864 |
871 |
+10 |
78 |
17,695 |
+23 |
| Jul05 |
041027 |
886 |
889 |
882 |
888 |
+11 |
166 |
14,997 |
-6 |
| Sep05 |
041027 |
902 |
908 |
900 |
906 |
+12 |
152 |
27,879 |
+60 |
| Dec05 |
041027 |
906 |
910 |
904 |
910 |
+11 |
139 |
11,258 |
+91 |
| Mar06 |
041027 |
915 |
917 |
915 |
917 |
+12 |
44 |
3,409 |
+29 |
| Total Volume and Open Interest |
3,970 |
196,556 |
+482 |
| London Coffee(LCE) |
| Nov04 |
041027 |
562.00 |
584.00 |
562.00 |
581.00 |
+19.00 |
6,340 |
30,301 |
+778 |
| Jan05 |
041027 |
588.00 |
611.00 |
588.00 |
607.00 |
+20.00 |
5,977 |
66,765 |
+2,689 |
| Mar05 |
041027 |
611.00 |
631.00 |
610.00 |
627.00 |
+20.00 |
2,968 |
30,648 |
+804 |
| May05 |
041027 |
627.00 |
648.00 |
627.00 |
645.00 |
+19.00 |
1,057 |
26,409 |
+848 |
| Jul05 |
041027 |
647.00 |
663.00 |
647.00 |
662.00 |
+20.00 |
103 |
6,517 |
-69 |
| Sep05 |
041027 |
668.00 |
680.00 |
668.00 |
680.00 |
+21.00 |
23 |
4,526 |
-2 |
| Total Volume and Open Interest |
16,468 |
166,464 |
+5,048 |
| London Sugar(LCE) |
| Dec04 |
041027 |
243.90 |
243.90 |
239.00 |
239.60 |
-4.20 |
1,525 |
15,070 |
-5 |
| Mar05 |
041027 |
255.00 |
255.00 |
251.20 |
252.30 |
-3.00 |
2,564 |
24,885 |
+855 |
| May05 |
041027 |
261.30 |
261.30 |
257.50 |
258.50 |
-2.80 |
411 |
9,990 |
-104 |
| Aug05 |
041027 |
260.00 |
260.00 |
257.00 |
257.80 |
-2.50 |
19 |
4,637 |
+0 |
| Oct05 |
041027 |
259.00 |
259.20 |
256.80 |
257.00 |
-2.80 |
30 |
2,742 |
+30 |
| Total Volume and Open Interest |
4,558 |
59,701 |
+785 |
| Cotton(ICE) |
| Dec04 |
041027 |
46.98 |
47.20 |
46.50 |
46.83 |
+0.21 |
2,624 |
42,183 |
-241 |
| Mar05 |
041027 |
46.20 |
46.30 |
45.65 |
45.67 |
-0.21 |
1,373 |
23,055 |
+67 |
| May05 |
041027 |
47.20 |
47.35 |
46.90 |
46.90 |
-0.12 |
259 |
5,563 |
+40 |
| Jul05 |
041027 |
48.35 |
48.55 |
48.05 |
48.09 |
-0.11 |
85 |
6,469 |
+3 |
| Oct05 |
041027 |
50.25 |
50.25 |
50.25 |
50.25 |
-0.37 |
1 |
44 |
+0 |
| Dec05 |
041027 |
51.00 |
51.00 |
50.80 |
50.80 |
-0.20 |
11 |
3,000 |
+3 |
| Total Volume and Open Interest |
4,353 |
80,534 |
-127 |
| Lumber(CME) |
| Nov04 |
041027 |
306.0 |
308.5 |
301.0 |
308.4 |
+5.0 |
547 |
2,133 |
+42 |
| Jan05 |
041027 |
315.6 |
318.8 |
311.1 |
315.0 |
+0.8 |
273 |
1,621 |
+74 |
| Mar05 |
041027 |
323.9 |
326.9 |
322.3 |
324.0 |
+1.3 |
13 |
214 |
+2 |
| May05 |
041027 |
335.0 |
337.0 |
328.6 |
328.6 |
+1.0 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
833 |
4,048 |
+118 |
| Crude Oil(NYM) |
| Dec04 |
041027 |
55.12 |
55.65 |
52.10 |
52.46 |
-2.71 |
97,015 |
241,180 |
-3,980 |
| Jan05 |
041027 |
54.80 |
55.30 |
51.85 |
52.17 |
-2.59 |
29,502 |
76,606 |
+754 |
| Feb05 |
041027 |
54.25 |
54.75 |
51.60 |
51.81 |
-2.44 |
13,100 |
40,812 |
+1,333 |
| Mar05 |
041027 |
53.70 |
54.00 |
51.20 |
51.29 |
-2.29 |
4,854 |
29,599 |
-423 |
| Apr05 |
041027 |
53.00 |
53.00 |
50.30 |
50.74 |
-2.14 |
3,297 |
21,606 |
+294 |
| May05 |
041027 |
51.40 |
51.40 |
50.05 |
50.18 |
-1.99 |
1,228 |
15,596 |
-190 |
| Jun05 |
041027 |
51.53 |
51.55 |
49.20 |
49.62 |
-1.87 |
6,099 |
32,602 |
+510 |
| Jul05 |
041027 |
50.70 |
50.70 |
49.07 |
49.07 |
-1.76 |
2,004 |
12,927 |
+504 |
| Aug05 |
041027 |
48.54 |
48.54 |
48.54 |
48.54 |
-1.66 |
589 |
9,634 |
-183 |
| Sep05 |
041027 |
48.05 |
48.05 |
48.05 |
48.05 |
-1.57 |
325 |
12,540 |
-15 |
| Oct05 |
041027 |
47.59 |
47.59 |
47.59 |
47.59 |
-1.50 |
39 |
5,558 |
+2 |
| Nov05 |
041027 |
47.18 |
47.18 |
47.18 |
47.18 |
-1.44 |
105 |
8,245 |
+0 |
| Dec05 |
041027 |
48.30 |
48.30 |
46.70 |
46.81 |
-1.40 |
6,777 |
49,628 |
+610 |
| Jan06 |
041027 |
46.45 |
46.45 |
46.45 |
46.45 |
-1.36 |
200 |
7,418 |
-100 |
| Feb06 |
041027 |
46.10 |
46.10 |
46.10 |
46.10 |
-1.32 |
0 |
2,592 |
+0 |
| Mar06 |
041027 |
45.77 |
45.77 |
45.77 |
45.77 |
-1.28 |
75 |
5,449 |
+0 |
| Total Volume and Open Interest |
168,797 |
706,503 |
-654 |
| Heating Oil(NYM) |
| Nov04 |
041027 |
157.00 |
159.00 |
148.85 |
149.55 |
-7.26 |
22,172 |
18,359 |
-3,685 |
| Dec04 |
041027 |
157.60 |
159.80 |
149.50 |
150.52 |
-7.13 |
27,380 |
73,857 |
+1,655 |
| Jan05 |
041027 |
157.85 |
160.20 |
150.50 |
151.12 |
-6.73 |
8,712 |
31,181 |
+1,647 |
| Feb05 |
041027 |
155.00 |
156.70 |
148.00 |
148.57 |
-6.03 |
2,378 |
19,526 |
+231 |
| Mar05 |
041027 |
149.50 |
152.50 |
143.97 |
143.97 |
-5.38 |
1,909 |
14,442 |
-232 |
| Apr05 |
041027 |
143.30 |
147.00 |
138.07 |
138.07 |
-5.03 |
132 |
5,214 |
+65 |
| May05 |
041027 |
137.80 |
137.80 |
133.07 |
133.07 |
-4.73 |
215 |
4,299 |
-13 |
| Jun05 |
041027 |
133.00 |
133.00 |
129.80 |
129.87 |
-4.43 |
991 |
5,810 |
+359 |
| Jul05 |
041027 |
131.30 |
131.30 |
127.70 |
128.07 |
-4.23 |
101 |
4,348 |
-23 |
| Aug05 |
041027 |
131.00 |
131.00 |
127.97 |
127.97 |
-4.13 |
700 |
1,691 |
+537 |
| Sep05 |
041027 |
131.00 |
131.00 |
128.52 |
128.52 |
-4.03 |
1 |
3,433 |
+1 |
| Oct05 |
041027 |
132.00 |
132.00 |
129.17 |
129.17 |
-3.98 |
3 |
252 |
+3 |
| Total Volume and Open Interest |
65,177 |
192,289 |
+353 |
| Gasoline(NYMEX) |
| Nov04 |
041027 |
141.50 |
141.70 |
133.00 |
133.61 |
-7.64 |
21,540 |
14,275 |
-5,159 |
| Dec04 |
041027 |
142.20 |
142.70 |
133.50 |
134.59 |
-7.56 |
20,282 |
61,703 |
+1,184 |
| Jan05 |
041027 |
143.00 |
143.40 |
134.80 |
135.75 |
-7.15 |
3,560 |
23,428 |
+361 |
| Feb05 |
041027 |
143.30 |
143.30 |
136.45 |
136.45 |
-6.90 |
559 |
8,463 |
-21 |
| Mar05 |
041027 |
143.90 |
143.90 |
137.15 |
137.15 |
-6.65 |
624 |
5,773 |
+99 |
| Apr05 |
041027 |
150.20 |
150.20 |
143.95 |
143.95 |
-6.35 |
756 |
9,276 |
+54 |
| May05 |
041027 |
149.20 |
149.20 |
143.57 |
143.57 |
-6.09 |
210 |
8,566 |
-73 |
| Jun05 |
041027 |
142.27 |
142.27 |
142.27 |
142.27 |
-5.85 |
313 |
3,183 |
+52 |
| Jul05 |
041027 |
140.07 |
140.07 |
140.07 |
140.07 |
-5.61 |
3 |
2,900 |
+0 |
| Aug05 |
041027 |
137.42 |
137.42 |
137.42 |
137.42 |
-5.32 |
8 |
1,434 |
+5 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Nov04 |
041027 |
8.380 |
8.440 |
7.500 |
7.626 |
-0.776 |
35,876 |
16,847 |
-10,676 |
| Dec04 |
041027 |
9.400 |
9.440 |
8.740 |
8.775 |
-0.588 |
21,544 |
70,167 |
+3,082 |
| Jan05 |
041027 |
9.920 |
9.970 |
9.380 |
9.435 |
-0.465 |
8,936 |
47,102 |
-554 |
| Feb05 |
041027 |
9.900 |
9.960 |
9.430 |
9.470 |
-0.395 |
3,216 |
23,083 |
-594 |
| Mar05 |
041027 |
9.440 |
9.480 |
8.900 |
9.000 |
-0.405 |
4,633 |
22,628 |
-173 |
| Apr05 |
041027 |
7.680 |
7.720 |
7.470 |
7.550 |
-0.135 |
2,255 |
19,187 |
+17 |
| May05 |
041027 |
7.320 |
7.350 |
7.150 |
7.200 |
-0.095 |
669 |
17,192 |
+112 |
| Jun05 |
041027 |
7.310 |
7.350 |
7.222 |
7.222 |
-0.093 |
279 |
11,463 |
+11 |
| Jul05 |
041027 |
7.380 |
7.400 |
7.250 |
7.250 |
-0.090 |
390 |
14,577 |
+103 |
| Aug05 |
041027 |
7.370 |
7.390 |
7.270 |
7.270 |
-0.090 |
308 |
11,594 |
+32 |
| Sep05 |
041027 |
7.340 |
7.380 |
7.230 |
7.230 |
-0.090 |
209 |
10,585 |
+7 |
| Oct05 |
041027 |
7.380 |
7.420 |
7.230 |
7.260 |
-0.085 |
272 |
16,340 |
+39 |
| Nov05 |
041027 |
7.700 |
7.700 |
7.580 |
7.585 |
-0.080 |
242 |
8,144 |
+13 |
| Dec05 |
041027 |
8.000 |
8.000 |
7.870 |
7.885 |
-0.070 |
475 |
10,218 |
-90 |
| Jan06 |
041027 |
8.210 |
8.210 |
8.120 |
8.120 |
-0.055 |
529 |
11,479 |
+182 |
| Feb06 |
041027 |
8.180 |
8.180 |
8.100 |
8.100 |
-0.035 |
455 |
8,137 |
+242 |
| Total Volume and Open Interest |
82,458 |
398,502 |
-7,629 |
| Brent Crude Oil(ICE) |
| Dec04 |
041027 |
51.40 |
51.95 |
49.25 |
49.45 |
-2.11 |
65,012 |
84,933 |
+902 |
| Jan05 |
041027 |
50.77 |
51.42 |
48.90 |
49.11 |
-1.97 |
33,798 |
87,645 |
+2,450 |
| Feb05 |
041027 |
50.53 |
50.85 |
48.52 |
48.71 |
-1.87 |
13,099 |
17,212 |
-1,024 |
| Mar05 |
041027 |
49.98 |
50.20 |
48.26 |
48.26 |
-1.77 |
2,653 |
18,201 |
+259 |
| Apr05 |
041027 |
49.43 |
49.54 |
47.81 |
47.81 |
-1.66 |
1,539 |
14,264 |
+390 |
| May05 |
041027 |
47.32 |
47.32 |
47.32 |
47.32 |
-1.59 |
0 |
4,869 |
-230 |
| Jun05 |
041027 |
48.20 |
48.46 |
46.83 |
46.83 |
-1.54 |
2,170 |
18,110 |
-10 |
| Jul05 |
041027 |
46.70 |
46.70 |
46.36 |
46.36 |
-1.49 |
50 |
5,824 |
+100 |
| Aug05 |
041027 |
46.03 |
46.03 |
45.94 |
45.94 |
-1.41 |
100 |
2,006 |
-39 |
| Sep05 |
041027 |
45.53 |
45.53 |
45.53 |
45.53 |
-1.32 |
0 |
5,730 |
+0 |
| Oct05 |
041027 |
45.13 |
45.13 |
45.13 |
45.13 |
-1.24 |
0 |
650 |
+0 |
| Nov05 |
041027 |
44.77 |
44.77 |
44.77 |
44.77 |
-1.15 |
0 |
100 |
+0 |
| Dec05 |
041027 |
45.50 |
45.85 |
44.00 |
44.43 |
-1.06 |
6,077 |
40,343 |
-110 |
| Total Volume and Open Interest |
77,012 |
346,348 |
+2,688 |
| Gas Oil(ICE) |
| Nov04 |
041027 |
492.00 |
494.25 |
464.00 |
471.25 |
-17.50 |
16,378 |
38,997 |
-2,340 |
| Dec04 |
041027 |
478.75 |
481.00 |
454.00 |
463.25 |
-11.50 |
15,118 |
48,959 |
-275 |
| Jan05 |
041027 |
471.25 |
471.50 |
453.50 |
456.50 |
-9.75 |
4,728 |
18,829 |
+370 |
| Feb05 |
041027 |
459.25 |
459.75 |
446.50 |
446.50 |
-9.00 |
368 |
6,832 |
-137 |
| Mar05 |
041027 |
448.25 |
448.50 |
435.50 |
435.50 |
-8.00 |
1,255 |
5,223 |
-149 |
| Apr05 |
041027 |
436.25 |
436.25 |
424.50 |
424.50 |
-7.00 |
500 |
5,330 |
+0 |
| May05 |
041027 |
425.50 |
425.50 |
415.75 |
415.75 |
-5.75 |
100 |
3,219 |
+0 |
| Jun05 |
041027 |
417.75 |
418.50 |
401.50 |
408.75 |
-5.25 |
550 |
10,707 |
+50 |
| Jul05 |
041027 |
406.00 |
406.00 |
406.00 |
406.00 |
-5.00 |
0 |
1,049 |
+0 |
| Aug05 |
041027 |
403.75 |
403.75 |
403.75 |
403.75 |
-4.50 |
0 |
1,126 |
+0 |
| Total Volume and Open Interest |
39,815 |
165,694 |
-2,481 |
| US Dollar Index(ICE) |
| Dec04 |
041027 |
85.250 |
85.620 |
84.900 |
85.550 |
+0.260 |
1,792 |
22,164 |
+248 |
| Mar05 |
041027 |
85.200 |
85.720 |
85.150 |
85.720 |
+0.260 |
26 |
2,594 |
+23 |
| Jun05 |
041027 |
85.450 |
85.900 |
85.450 |
85.900 |
+0.260 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,827 |
24,779 |
+279 |
| Australian Dollar(CME) |
| Dec04 |
041027 |
74.62 |
74.71 |
74.11 |
74.14 |
-0.09 |
1,457 |
59,562 |
-909 |
| Mar05 |
041027 |
73.98 |
73.98 |
73.55 |
73.57 |
-0.09 |
7 |
324 |
-3 |
| Jun05 |
041027 |
73.00 |
73.00 |
73.00 |
73.00 |
-0.09 |
0 |
121 |
+0 |
| Total Volume and Open Interest |
1,464 |
60,051 |
-912 |
| British Pound(CME) |
| Dec04 |
041027 |
183.53 |
183.74 |
182.00 |
182.23 |
-0.63 |
4,953 |
72,337 |
+138 |
| Mar05 |
041027 |
182.30 |
182.30 |
181.11 |
181.11 |
-0.61 |
34 |
70 |
+23 |
| Jun05 |
041027 |
180.11 |
180.11 |
180.11 |
180.11 |
-0.61 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,987 |
72,410 |
+161 |
| Canadian Dollar(CME) |
| Dec04 |
041027 |
81.86 |
82.12 |
81.32 |
81.46 |
-0.08 |
3,129 |
105,341 |
+215 |
| Mar05 |
041027 |
81.75 |
81.86 |
81.28 |
81.37 |
-0.08 |
407 |
2,262 |
-8 |
| Jun05 |
041027 |
81.82 |
81.82 |
81.20 |
81.30 |
-0.08 |
14 |
1,166 |
-13 |
| Sep05 |
041027 |
81.23 |
81.23 |
81.23 |
81.23 |
-0.08 |
2 |
666 |
+0 |
| Total Volume and Open Interest |
3,553 |
109,721 |
+194 |
| Japanese Yen(CME) |
| Dec04 |
041027 |
94.04 |
94.39 |
93.87 |
94.13 |
+0.17 |
3,638 |
143,061 |
+2,947 |
| Mar05 |
041027 |
94.77 |
94.77 |
94.64 |
94.64 |
+0.17 |
11 |
552 |
+8 |
| Jun05 |
041027 |
95.24 |
95.24 |
95.24 |
95.24 |
+0.17 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
3,650 |
143,619 |
+2,956 |
| Swiss Franc(CME) |
| Dec04 |
041027 |
83.66 |
83.80 |
82.89 |
82.94 |
-0.38 |
4,718 |
63,469 |
+1,535 |
| Mar05 |
041027 |
83.21 |
83.23 |
83.21 |
83.23 |
-0.38 |
0 |
58 |
+0 |
| Jun05 |
041027 |
83.55 |
83.55 |
83.55 |
83.55 |
-0.38 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
4,718 |
63,595 |
+1,535 |
| EuroFX(CME) |
| Dec04 |
041027 |
127.92 |
128.12 |
126.95 |
127.02 |
-0.48 |
11,923 |
147,820 |
+2,944 |
| Mar05 |
041027 |
127.80 |
128.07 |
127.01 |
127.05 |
-0.47 |
227 |
2,490 |
+23 |
| Jun05 |
041027 |
127.11 |
127.11 |
127.11 |
127.11 |
-0.46 |
6 |
156 |
+5 |
| Total Volume and Open Interest |
12,156 |
150,482 |
+2,971 |
| Mexican Peso(CME) |
| Nov04 |
041027 |
863.5 |
866.5 |
863.5 |
863.5 |
-3.0 |
4 |
0 |
-4 |
| Dec04 |
041027 |
862.0 |
863.2 |
858.0 |
859.2 |
-3.0 |
10,675 |
59,695 |
-2,138 |
| Total Volume and Open Interest |
10,683 |
60,478 |
-2,142 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041027 |
114~020 |
114~180 |
112~290 |
113~020 |
-1~040 |
184,120 |
602,874 |
-3,221 |
| Mar05 |
041027 |
113~110 |
113~170 |
111~300 |
112~010 |
-1~040 |
2,160 |
27,613 |
+1,047 |
| Jun05 |
041027 |
111~000 |
111~000 |
111~000 |
111~000 |
-1~040 |
17 |
125 |
+0 |
| Total Volume and Open Interest |
186,280 |
630,612 |
-2,174 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041027 |
113~225 |
114~000 |
113~010 |
113~030 |
-0~225 |
641,469 |
1,584,212 |
+11,227 |
| Mar05 |
041027 |
113~070 |
113~115 |
112~150 |
112~155 |
-0~240 |
17,416 |
124,589 |
+2,357 |
| Jun05 |
041027 |
111~155 |
111~155 |
111~155 |
111~155 |
-0~240 |
577 |
2,240 |
+487 |
| Total Volume and Open Interest |
659,462 |
1,711,041 |
+14,071 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041027 |
111~072 |
111~084 |
111~000 |
111~008 |
-0~060 |
302,105 |
1,052,623 |
+1,052,623 |
| Mar05 |
041027 |
110~094 |
110~094 |
110~026 |
110~026 |
-0~062 |
2,206 |
71,881 |
+0 |
| Jun05 |
041027 |
109~080 |
109~080 |
109~080 |
109~080 |
-0~060 |
7 |
15 |
+0 |
| Total Volume and Open Interest |
304,318 |
15 |
-71,881 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041027 |
105~118 |
105~120 |
105~095 |
105~098 |
-0~019 |
3,514 |
214,638 |
-1,966 |
| Total Volume and Open Interest |
3,514 |
214,638 |
-1,966 |
| Eurodollars(CME) |
| Dec04 |
041027 |
97.720 |
97.720 |
97.665 |
97.680 |
-0.040 |
33,453 |
974,687 |
-14,444 |
| Mar05 |
041027 |
97.550 |
97.555 |
97.460 |
97.470 |
-0.080 |
33,280 |
888,584 |
+9,756 |
| Jun05 |
041027 |
97.375 |
97.390 |
97.260 |
97.280 |
-0.100 |
25,546 |
823,698 |
+18,185 |
| Sep05 |
041027 |
97.180 |
97.195 |
97.050 |
97.070 |
-0.110 |
29,153 |
754,812 |
+21,210 |
| Dec05 |
041027 |
96.945 |
96.960 |
96.810 |
96.835 |
-0.110 |
24,580 |
544,442 |
+22,913 |
| Mar06 |
041027 |
96.750 |
96.765 |
96.620 |
96.640 |
-0.110 |
15,934 |
429,085 |
+9,170 |
| Jun06 |
041027 |
96.580 |
96.590 |
96.440 |
96.470 |
-0.100 |
9,190 |
293,368 |
+3,174 |
| Sep06 |
041027 |
96.430 |
96.450 |
96.300 |
96.320 |
-0.110 |
11,994 |
245,013 |
+1,332 |
| Dec06 |
041027 |
96.300 |
96.315 |
96.160 |
96.175 |
-0.115 |
7,254 |
188,703 |
+432 |
| Mar07 |
041027 |
96.180 |
96.200 |
96.040 |
96.055 |
-0.115 |
6,567 |
167,782 |
-813 |
| Jun07 |
041027 |
96.055 |
96.080 |
95.920 |
95.935 |
-0.115 |
4,375 |
149,918 |
+550 |
| Sep07 |
041027 |
95.945 |
95.965 |
95.810 |
95.820 |
-0.120 |
5,187 |
109,539 |
+167 |
| Dec07 |
041027 |
95.810 |
95.845 |
95.700 |
95.700 |
-0.120 |
2,483 |
90,037 |
-87 |
| Mar08 |
041027 |
95.710 |
95.745 |
95.600 |
95.600 |
-0.120 |
3,661 |
83,748 |
+1,164 |
| Jun08 |
041027 |
95.600 |
95.635 |
95.490 |
95.490 |
-0.120 |
2,427 |
80,082 |
-481 |
| Sep08 |
041027 |
95.510 |
95.540 |
95.390 |
95.390 |
-0.120 |
2,872 |
74,564 |
+908 |
| Dec08 |
041027 |
95.390 |
95.425 |
95.270 |
95.280 |
-0.120 |
1,629 |
58,499 |
+228 |
| Mar09 |
041027 |
95.315 |
95.315 |
95.180 |
95.180 |
-0.125 |
2,058 |
46,178 |
-71 |
| Total Volume and Open Interest |
230,466 |
6,178,974 |
+73,499 |
| 30 Day Federal Funds(CBOT) |
| Oct04 |
041027 |
98.250 |
98.250 |
98.240 |
98.240 |
unch |
386 |
94,907 |
+152 |
| Nov04 |
041027 |
98.100 |
98.100 |
98.090 |
98.100 |
unch |
7,981 |
176,720 |
+22,634 |
| Dec04 |
041027 |
97.960 |
97.960 |
97.940 |
97.940 |
-0.020 |
1,835 |
134,234 |
+2,113 |
| Jan05 |
041027 |
97.910 |
97.910 |
97.880 |
97.880 |
-0.030 |
2,957 |
103,171 |
+1,350 |
| Feb05 |
041027 |
97.760 |
97.770 |
97.710 |
97.720 |
-0.050 |
2,348 |
28,085 |
+1,702 |
| Mar05 |
041027 |
97.740 |
97.740 |
97.660 |
97.670 |
-0.060 |
859 |
5,479 |
+0 |
| Total Volume and Open Interest |
16,366 |
543,073 |
+27,951 |
| 30 Day Fed Funds(e-CBOT) |
| Oct04 |
041027 |
98.245 |
98.245 |
98.240 |
98.245 |
+0.005 |
754 |
0 |
+0 |
| Nov04 |
041027 |
98.095 |
98.100 |
98.090 |
98.090 |
-0.010 |
27,687 |
0 |
+0 |
| Dec04 |
041027 |
97.960 |
97.965 |
97.935 |
97.945 |
-0.015 |
8,578 |
0 |
+0 |
| Jan05 |
041027 |
97.905 |
97.910 |
97.875 |
97.885 |
-0.025 |
8,391 |
0 |
+0 |
| Feb05 |
041027 |
97.760 |
97.765 |
97.705 |
97.720 |
-0.045 |
2,512 |
0 |
+0 |
| Mar05 |
041027 |
97.730 |
97.730 |
97.660 |
97.670 |
-0.075 |
550 |
0 |
+0 |
| Total Volume and Open Interest |
48,472 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041027 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,471 |
-1 |
| Mar05 |
041027 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
35,635 |
+1 |
| Jun05 |
041027 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
45 |
21,447 |
+27 |
| Sep05 |
041027 |
99.82 |
99.82 |
99.81 |
99.81 |
-0.01 |
0 |
7,943 |
+0 |
| Dec05 |
041027 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
0 |
7,182 |
-1,246 |
| Mar06 |
041027 |
99.68 |
99.68 |
99.67 |
99.67 |
-0.01 |
50 |
10,682 |
-265 |
| Jun06 |
041027 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
2,719 |
+0 |
| Sep06 |
041027 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
2,174 |
+0 |
| Dec06 |
041027 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
411 |
+0 |
| Mar07 |
041027 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
6 |
+0 |
| Total Volume and Open Interest |
95 |
99,607 |
-1,484 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041027 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
2 |
58,956 |
+172 |
| Mar05 |
041027 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3,357 |
85,253 |
+170 |
| Jun05 |
041027 |
99.86 |
99.87 |
99.86 |
99.87 |
+0.01 |
3,608 |
77,181 |
+65 |
| Sep05 |
041027 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
644 |
43,327 |
-122 |
| Dec05 |
041027 |
99.76 |
99.76 |
99.75 |
99.75 |
unch |
1,012 |
35,191 |
-545 |
| Mar06 |
041027 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
380 |
30,551 |
-501 |
| Jun06 |
041027 |
99.59 |
99.59 |
99.58 |
99.58 |
unch |
50 |
14,294 |
-89 |
| Sep06 |
041027 |
99.50 |
99.50 |
99.49 |
99.49 |
unch |
19 |
5,947 |
+0 |
| Total Volume and Open Interest |
9,091 |
364,300 |
-850 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041027 |
138.50 |
138.58 |
138.34 |
138.54 |
-0.08 |
1,146 |
30,432 |
+56 |
| Mar05 |
041027 |
137.60 |
137.60 |
137.60 |
137.60 |
-0.06 |
|
|
|
| Jun05 |
041027 |
137.60 |
137.60 |
137.60 |
137.60 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
1,146 |
30,432 |
+56 |
| Euro-Bund(EUREX) |
| Dec04 |
041027 |
117.10 |
117.34 |
116.84 |
116.84 |
-0.31 |
1,100,916 |
1,338,706 |
-26,562 |
| Mar05 |
041027 |
116.39 |
116.55 |
116.12 |
116.12 |
-0.33 |
3,517 |
24,357 |
+1,214 |
| Jun05 |
041027 |
115.34 |
115.34 |
115.34 |
115.34 |
-0.31 |
703 |
240 |
+0 |
| Total Volume and Open Interest |
1,105,136 |
1,363,303 |
-25,348 |
| Euro-Bobl(EUREX) |
| Dec04 |
041027 |
112.44 |
112.59 |
112.26 |
112.27 |
-0.21 |
673,367 |
851,286 |
-8,676 |
| Mar05 |
041027 |
112.16 |
112.22 |
111.97 |
111.97 |
-0.22 |
6,833 |
8,130 |
+2 |
| Jun05 |
041027 |
111.17 |
111.17 |
111.17 |
111.17 |
-0.21 |
1,050 |
800 |
+0 |
| Total Volume and Open Interest |
681,250 |
860,216 |
-8,674 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041027 |
97.835 |
97.835 |
97.830 |
97.830 |
-0.010 |
608 |
10,197 |
-15 |
| Mar05 |
041027 |
97.755 |
97.765 |
97.755 |
97.765 |
+0.005 |
249 |
6,600 |
+19 |
| Jun05 |
041027 |
97.660 |
97.680 |
97.660 |
97.680 |
+0.010 |
66 |
3,978 |
+147 |
| Total Volume and Open Interest |
987 |
27,365 |
+424 |
| Long Gilt(LIFFE) |
| Dec04 |
041027 |
108~17 |
108~22 |
108~06 |
108~17 |
-0~05 |
39,288 |
212,115 |
+3,970 |
| Mar05 |
041027 |
110~00 |
110~00 |
110~00 |
110~00 |
-0~05 |
|
|
|
| Total Volume and Open Interest |
39,288 |
212,115 |
+3,970 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041027 |
95.10 |
95.10 |
95.06 |
95.09 |
-0.01 |
17,266 |
249,423 |
+2,542 |
| Mar05 |
041027 |
95.09 |
95.10 |
95.04 |
95.07 |
-0.03 |
48,321 |
272,005 |
-3,650 |
| Jun05 |
041027 |
95.14 |
95.15 |
95.07 |
95.10 |
-0.05 |
30,870 |
207,413 |
-4,047 |
| Sep05 |
041027 |
95.18 |
95.19 |
95.10 |
95.13 |
-0.07 |
18,472 |
173,485 |
+1,033 |
| Dec05 |
041027 |
95.20 |
95.20 |
95.12 |
95.14 |
-0.07 |
20,157 |
149,353 |
+4,231 |
| Mar06 |
041027 |
95.18 |
95.20 |
95.11 |
95.13 |
-0.07 |
11,542 |
95,217 |
+1,058 |
| Total Volume and Open Interest |
156,603 |
1,322,284 |
+4,117 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041027 |
97.830 |
97.835 |
97.825 |
97.835 |
unch |
50,072 |
619,756 |
+2,041 |
| Mar05 |
041027 |
97.760 |
97.770 |
97.730 |
97.760 |
-0.010 |
97,612 |
555,502 |
+1,912 |
| Jun05 |
041027 |
97.660 |
97.680 |
97.625 |
97.665 |
-0.015 |
116,720 |
547,458 |
+16,693 |
| Total Volume and Open Interest |
625,047 |
3,155,241 |
-18,848 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041027 |
94.60 |
94.63 |
94.58 |
94.62 |
+0.02 |
29,986 |
211,814 |
-8,882 |
| Mar05 |
041027 |
94.56 |
94.62 |
94.55 |
94.61 |
+0.04 |
42,561 |
185,828 |
+27,791 |
| Jun05 |
041027 |
94.53 |
94.59 |
94.51 |
94.58 |
+0.05 |
8,927 |
53,906 |
+2,391 |
| Sep05 |
041027 |
94.50 |
94.56 |
94.48 |
94.55 |
+0.05 |
3,497 |
29,810 |
-1,120 |
| Dec05 |
041027 |
94.47 |
94.53 |
94.45 |
94.52 |
+0.05 |
1,217 |
16,142 |
+482 |
| Mar06 |
041027 |
94.44 |
94.51 |
94.43 |
94.49 |
+0.05 |
900 |
11,315 |
+105 |
| Jun06 |
041027 |
94.45 |
94.47 |
94.45 |
94.46 |
+0.05 |
271 |
8,143 |
+187 |
| Sep06 |
041027 |
94.36 |
94.45 |
94.36 |
94.44 |
+0.06 |
420 |
4,080 |
+85 |
| Dec06 |
041027 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.06 |
0 |
2,778 |
-110 |
| Mar07 |
041027 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.06 |
0 |
1,782 |
-50 |
| Total Volume and Open Interest |
88,099 |
528,831 |
+21,067 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041027 |
94.66 |
94.71 |
94.63 |
94.67 |
+0.01 |
26,406 |
244,130 |
+1,925 |
| Mar05 |
041027 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
26,406 |
244,130 |
+1,925 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041027 |
94.85 |
94.92 |
94.83 |
94.89 |
+0.03 |
97,678 |
407,775 |
-4,083 |
| Mar05 |
041027 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
97,678 |
407,775 |
-4,083 |
| Gold(CMX) |
| Oct04 |
041027 |
429.5 |
429.7 |
423.5 |
424.8 |
-2.0 |
55 |
145 |
-54 |
| Dec04 |
041027 |
428.4 |
430.1 |
424.2 |
425.6 |
-2.0 |
44,734 |
254,769 |
+1,391 |
| Feb05 |
041027 |
430.5 |
431.5 |
426.0 |
427.3 |
-2.0 |
1,347 |
13,386 |
-224 |
| Apr05 |
041027 |
433.0 |
433.1 |
427.5 |
428.9 |
-2.0 |
53 |
5,062 |
+9 |
| Jun05 |
041027 |
434.0 |
435.4 |
429.5 |
430.6 |
-2.0 |
156 |
13,261 |
+85 |
| Aug05 |
041027 |
432.5 |
432.5 |
432.5 |
432.5 |
-1.9 |
0 |
6,327 |
+0 |
| Oct05 |
041027 |
434.5 |
434.5 |
434.5 |
434.5 |
-1.8 |
10 |
2,315 |
+0 |
| Dec05 |
041027 |
441.0 |
441.0 |
435.5 |
436.4 |
-1.8 |
50 |
9,118 |
+25 |
| Feb06 |
041027 |
438.5 |
438.5 |
438.5 |
438.5 |
-1.8 |
0 |
844 |
+0 |
| Apr06 |
041027 |
440.6 |
440.6 |
440.6 |
440.6 |
-1.8 |
0 |
491 |
+0 |
| Jun06 |
041027 |
442.7 |
442.7 |
442.7 |
442.7 |
-1.7 |
55 |
8,364 |
+45 |
| Aug06 |
041027 |
445.1 |
445.1 |
445.1 |
445.1 |
-1.5 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
46,537 |
321,849 |
+1,343 |
| Silver(CMX) |
| Dec04 |
041027 |
735.0 |
744.5 |
717.0 |
720.2 |
-13.8 |
12,427 |
91,482 |
+1,137 |
| Mar05 |
041027 |
739.0 |
749.0 |
722.0 |
724.3 |
-13.7 |
660 |
15,253 |
+34 |
| May05 |
041027 |
732.0 |
732.0 |
725.0 |
726.8 |
-13.5 |
207 |
2,330 |
+81 |
| Jul05 |
041027 |
748.5 |
748.5 |
729.5 |
729.5 |
-13.2 |
4 |
1,984 |
+3 |
| Sep05 |
041027 |
731.7 |
731.7 |
731.7 |
731.7 |
-13.4 |
68 |
535 |
+30 |
| Dec05 |
041027 |
750.0 |
759.0 |
731.0 |
735.2 |
-13.5 |
63 |
3,589 |
+32 |
| Mar06 |
041027 |
737.8 |
737.8 |
737.8 |
737.8 |
-13.5 |
|
|
|
| Total Volume and Open Interest |
13,448 |
116,815 |
+1,318 |
| Platinum(NYMEX) |
| Jan05 |
041027 |
844.0 |
846.5 |
835.0 |
836.2 |
-8.7 |
664 |
5,979 |
-73 |
| Apr05 |
041027 |
841.0 |
841.0 |
834.4 |
834.4 |
-8.3 |
70 |
312 |
+0 |
| Total Volume and Open Interest |
691 |
6,295 |
-111 |
| Palladium(NYMEX) |
| Dec04 |
041027 |
215.55 |
219.00 |
214.25 |
214.50 |
-0.60 |
438 |
9,903 |
+12 |
| Mar05 |
041027 |
218.00 |
220.00 |
216.40 |
216.40 |
-0.45 |
116 |
159 |
+41 |
| Jun05 |
041027 |
219.40 |
219.40 |
219.40 |
219.40 |
-0.45 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
554 |
10,067 |
+53 |
| Copper(CMX) |
| Dec04 |
041027 |
128.30 |
129.50 |
127.50 |
128.80 |
+0.65 |
4,076 |
46,623 |
-631 |
| Mar05 |
041027 |
126.10 |
127.50 |
125.60 |
127.10 |
+0.95 |
1,056 |
9,082 |
+304 |
| May05 |
041027 |
123.60 |
123.60 |
123.20 |
123.20 |
+0.85 |
73 |
3,116 |
+38 |
| Jul05 |
041027 |
119.50 |
119.50 |
119.20 |
119.20 |
+0.85 |
1 |
1,624 |
+1 |
| Sep05 |
041027 |
116.05 |
116.05 |
116.05 |
116.05 |
+0.85 |
0 |
1,547 |
+0 |
| Total Volume and Open Interest |
5,864 |
72,971 |
-168 |
| Aluminum(CMX) |
| Oct04 |
041027 |
86.60 |
86.60 |
86.60 |
86.60 |
+0.30 |
54 |
84 |
+7 |
| Nov04 |
041027 |
86.50 |
86.80 |
86.50 |
86.80 |
+0.50 |
7 |
902 |
+0 |
| Dec04 |
041027 |
86.25 |
86.25 |
86.05 |
86.05 |
+0.35 |
95 |
1,217 |
-91 |
| Jan05 |
041027 |
85.65 |
85.65 |
85.65 |
85.65 |
+0.35 |
25 |
618 |
-25 |
| Feb05 |
041027 |
85.25 |
85.25 |
85.25 |
85.25 |
+0.35 |
0 |
584 |
+0 |
| Mar05 |
041027 |
84.75 |
84.75 |
84.75 |
84.75 |
+0.35 |
0 |
601 |
+0 |
| Total Volume and Open Interest |
206 |
9,966 |
-109 |
| DJIA Index(CBOT) |
| Dec04 |
041027 |
9870 |
10008 |
9833 |
9987 |
+106 |
11,283 |
43,200 |
-428 |
| Mar05 |
041027 |
9983 |
9983 |
9983 |
9983 |
+106 |
9 |
45 |
+3 |
| Jun05 |
041027 |
9991 |
9991 |
9991 |
9991 |
+106 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,292 |
43,247 |
-425 |
| S & P 500(CME) |
| Dec04 |
041027 |
1109.50 |
1126.50 |
1106.90 |
1124.80 |
+13.30 |
42,421 |
628,629 |
+1,250 |
| Mar05 |
041027 |
1110.80 |
1126.70 |
1110.80 |
1126.00 |
+13.50 |
3,738 |
19,765 |
+2,861 |
| Jun05 |
041027 |
1128.10 |
1128.10 |
1128.10 |
1128.10 |
+13.70 |
125 |
2,317 |
+0 |
| Sep05 |
041027 |
1123.50 |
1130.60 |
1123.00 |
1130.60 |
+14.10 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
46,284 |
650,913 |
+4,111 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041027 |
1111.00 |
1126.75 |
1106.75 |
1124.75 |
+13.25 |
806,763 |
740,336 |
+11,749 |
| Mar05 |
041027 |
1112.00 |
1127.25 |
1109.50 |
1126.00 |
+13.50 |
184 |
3,679 |
-8 |
| Total Volume and Open Interest |
806,947 |
744,015 |
+11,741 |
| NASDAQ 100(CME) |
| Dec04 |
041027 |
1444.00 |
1487.00 |
1439.00 |
1479.50 |
+36.00 |
9,338 |
73,801 |
+908 |
| Mar05 |
041027 |
1487.00 |
1487.00 |
1487.00 |
1487.00 |
+36.00 |
0 |
41 |
+0 |
| Jun05 |
041027 |
1494.00 |
1494.00 |
1494.00 |
1494.00 |
+36.00 |
|
|
|
| Total Volume and Open Interest |
9,338 |
73,842 |
+908 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041027 |
1444.00 |
1487.00 |
1437.50 |
1479.50 |
+36.00 |
387,967 |
288,622 |
+6,644 |
| Mar05 |
041027 |
1454.50 |
1491.50 |
1445.50 |
1487.00 |
+36.00 |
64 |
1,740 |
+17 |
| Total Volume and Open Interest |
388,031 |
290,362 |
+6,661 |
| S & P Midcap 400(CME) |
| Dec04 |
041027 |
594.00 |
602.75 |
593.50 |
602.50 |
+7.15 |
779 |
13,728 |
+293 |
| Mar05 |
041027 |
603.00 |
603.00 |
603.00 |
603.00 |
+7.15 |
0 |
1 |
+0 |
| Jun05 |
041027 |
603.00 |
603.00 |
603.00 |
603.00 |
+7.15 |
|
|
|
| Total Volume and Open Interest |
779 |
13,729 |
+293 |
| Russell 2000(CME) |
| Dec04 |
041027 |
578.75 |
588.00 |
577.50 |
586.85 |
+6.85 |
981 |
26,722 |
+10 |
| Mar05 |
041027 |
586.85 |
586.85 |
586.85 |
586.85 |
+6.85 |
|
|
|
| Jun05 |
041027 |
586.85 |
586.85 |
586.85 |
586.85 |
+6.85 |
|
|
|
| Total Volume and Open Interest |
981 |
26,722 |
+10 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041027 |
579.60 |
587.80 |
576.90 |
586.90 |
+6.90 |
75,767 |
85,146 |
+939 |
| Mar05 |
041027 |
583.00 |
586.90 |
583.00 |
586.90 |
+6.90 |
1 |
177 |
+0 |
| Total Volume and Open Interest |
75,768 |
85,323 |
+939 |
| Nikkei 225(CME) |
| Dec04 |
041027 |
10730 |
10780 |
10650 |
10675 |
-20 |
20,926 |
153,900 |
+263 |
| Mar05 |
041027 |
10675 |
10675 |
10675 |
10675 |
-20 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
20,926 |
153,907 |
+263 |
| Nikkei 225(SGX) |
| Dec04 |
041027 |
10730 |
10780 |
10650 |
10675 |
-20 |
20,926 |
153,900 |
+263 |
| Mar05 |
041027 |
10675 |
10675 |
10675 |
10675 |
-20 |
0 |
4 |
+0 |
| Jun05 |
041027 |
10630 |
10630 |
10630 |
10630 |
-20 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
20,926 |
153,907 |
+263 |
| CAC 40(EURONEXT) |
| Nov04 |
041027 |
3640.0 |
3688.0 |
3632.5 |
3680.5 |
+57.0 |
61,986 |
356,112 |
+8,865 |
| Dec04 |
041027 |
3639.5 |
3680.0 |
3632.5 |
3678.0 |
+57.5 |
603 |
135,625 |
+463 |
| Jan05 |
041027 |
3684.5 |
3684.5 |
3684.5 |
3684.5 |
+57.5 |
|
|
|
| Total Volume and Open Interest |
62,602 |
500,763 |
+9,328 |
| Hang Seng Index(HKFE) |
| Oct04 |
041027 |
12853 |
12880 |
12819 |
12838 |
+44 |
47,531 |
65,456 |
-30,427 |
| Nov04 |
041027 |
12801 |
12830 |
12776 |
12795 |
+40 |
41,467 |
61,241 |
+38,157 |
| Dec04 |
041027 |
12820 |
12820 |
12791 |
12791 |
+41 |
15 |
1,215 |
+8 |
| Total Volume and Open Interest |
89,013 |
130,470 |
+7,650 |
| DAX(EUREX) |
| Dec04 |
041027 |
3899.0 |
3957.5 |
3877.0 |
3957.5 |
+73.5 |
140,802 |
161,584 |
-3,054 |
| Mar05 |
041027 |
3913.5 |
3979.0 |
3901.0 |
3979.0 |
+73.5 |
216 |
9,581 |
+52 |
| Jun05 |
041027 |
3935.0 |
4001.0 |
3923.5 |
4001.0 |
+74.0 |
54 |
1,403 |
-5 |
| Total Volume and Open Interest |
141,072 |
172,568 |
-3,007 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041027 |
4625.00 |
4650.00 |
4603.50 |
4637.00 |
+39.50 |
49,932 |
451,986 |
+1,201 |
| Mar05 |
041027 |
4620.50 |
4642.00 |
4619.00 |
4642.00 |
+40.00 |
500 |
14,768 |
+500 |
| Jun05 |
041027 |
4633.00 |
4662.50 |
4633.00 |
4658.50 |
+40.50 |
0 |
12,310 |
+0 |
| Total Volume and Open Interest |
50,432 |
479,064 |
+1,701 |
| SPI 200(SFE) |
| Dec04 |
041027 |
3717.0 |
3752.0 |
3717.0 |
3748.0 |
+42.0 |
14,151 |
162,653 |
-858 |
| Mar05 |
041027 |
3738.0 |
3760.0 |
3738.0 |
3755.0 |
+40.0 |
88 |
3,080 |
+53 |
| Jun05 |
041027 |
3768.0 |
3768.0 |
3766.0 |
3766.0 |
+42.0 |
18 |
3,076 |
+3 |
| Total Volume and Open Interest |
14,921 |
172,359 |
-392 |
| GSCI(CME) |
| Nov04 |
041027 |
373.25 |
374.00 |
359.00 |
359.35 |
-14.55 |
108 |
16,878 |
+71 |
| Dec04 |
041027 |
376.10 |
376.10 |
362.50 |
362.50 |
-13.50 |
10 |
12 |
+10 |
| Jan05 |
041027 |
364.00 |
364.00 |
361.00 |
361.00 |
-11.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
118 |
16,891 |
+81 |
| RJ/CRB Index(ICE) |
| Nov04 |
041027 |
290.25 |
290.25 |
286.00 |
286.00 |
-1.75 |
36 |
244 |
-4 |
| Jan05 |
041027 |
287.75 |
288.25 |
284.75 |
284.75 |
-1.75 |
3 |
234 |
+1 |
| Feb05 |
041027 |
284.75 |
284.75 |
282.50 |
282.50 |
-1.75 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
39 |
613 |
-3 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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