|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 28, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov04 |
041028 |
530.50 |
534.00 |
527.00 |
529.50 |
-0.50 |
27,042 |
36,175 |
-12,763 |
Jan05 |
041028 |
535.00 |
538.00 |
531.00 |
535.50 |
+1.75 |
43,864 |
102,901 |
+6,509 |
Mar05 |
041028 |
540.00 |
544.00 |
538.00 |
542.25 |
+2.50 |
7,155 |
41,459 |
+2,231 |
May05 |
041028 |
549.00 |
551.00 |
545.50 |
548.50 |
+1.25 |
3,010 |
23,597 |
+785 |
Jul05 |
041028 |
555.00 |
558.50 |
552.50 |
556.00 |
+2.25 |
2,241 |
19,480 |
+856 |
Aug05 |
041028 |
556.00 |
558.00 |
555.00 |
558.00 |
+1.00 |
37 |
841 |
+21 |
Sep05 |
041028 |
558.00 |
558.00 |
558.00 |
558.00 |
+1.00 |
2 |
190 |
+2 |
Total Volume and Open Interest |
83,960 |
231,278 |
-2,124 |
Soybean Meal(CBOT) |
Dec04 |
041028 |
155.20 |
156.50 |
154.60 |
155.40 |
+0.10 |
13,271 |
50,527 |
-403 |
Jan05 |
041028 |
157.20 |
157.80 |
156.10 |
156.90 |
+0.20 |
4,625 |
17,297 |
-136 |
Mar05 |
041028 |
159.50 |
160.30 |
158.60 |
159.30 |
-0.20 |
2,193 |
20,742 |
+372 |
May05 |
041028 |
161.80 |
162.30 |
161.00 |
161.80 |
unch |
982 |
14,568 |
+126 |
Jul05 |
041028 |
164.80 |
165.20 |
163.80 |
164.50 |
-0.30 |
682 |
19,042 |
+163 |
Aug05 |
041028 |
166.10 |
166.40 |
165.50 |
166.20 |
+0.10 |
99 |
6,823 |
+47 |
Sep05 |
041028 |
167.10 |
167.70 |
166.50 |
167.20 |
+0.10 |
52 |
4,603 |
+42 |
Oct05 |
041028 |
168.00 |
168.30 |
167.00 |
167.70 |
+0.10 |
35 |
2,236 |
-10 |
Total Volume and Open Interest |
21,999 |
139,409 |
+246 |
Soybean Oil(CBOT) |
Dec04 |
041028 |
21.32 |
21.52 |
21.20 |
21.49 |
+0.28 |
11,848 |
53,546 |
-11 |
Jan05 |
041028 |
21.48 |
21.63 |
21.35 |
21.61 |
+0.23 |
3,200 |
29,473 |
+167 |
Mar05 |
041028 |
21.58 |
21.75 |
21.50 |
21.71 |
+0.22 |
2,870 |
22,172 |
+325 |
May05 |
041028 |
21.65 |
21.77 |
21.58 |
21.72 |
+0.17 |
1,133 |
15,229 |
-27 |
Jul05 |
041028 |
21.73 |
21.90 |
21.70 |
21.85 |
+0.17 |
1,032 |
13,442 |
+312 |
Aug05 |
041028 |
21.75 |
21.85 |
21.73 |
21.82 |
+0.12 |
38 |
5,319 |
+4 |
Sep05 |
041028 |
21.70 |
21.78 |
21.70 |
21.75 |
+0.17 |
30 |
3,046 |
+24 |
Oct05 |
041028 |
21.70 |
21.75 |
21.70 |
21.73 |
+0.08 |
41 |
2,111 |
+31 |
Total Volume and Open Interest |
20,661 |
149,535 |
+986 |
Canola(WCE) |
Nov04 |
041028 |
301.0 |
303.0 |
300.0 |
302.5 |
+1.3 |
7,388 |
5,129 |
-2,958 |
Jan05 |
041028 |
306.5 |
308.5 |
305.5 |
308.5 |
+1.3 |
4,939 |
36,866 |
+1,991 |
Mar05 |
041028 |
311.5 |
314.0 |
311.5 |
314.0 |
+1.8 |
221 |
6,248 |
-23 |
May05 |
041028 |
316.5 |
316.5 |
316.5 |
316.5 |
-0.5 |
2 |
421 |
-2 |
Jul05 |
041028 |
323.5 |
323.5 |
323.5 |
323.5 |
-0.5 |
0 |
389 |
+0 |
Total Volume and Open Interest |
13,138 |
56,243 |
-513 |
Corn(CBOT) |
Dec04 |
041028 |
206.25 |
207.25 |
205.25 |
206.25 |
unch |
29,759 |
328,066 |
-1,894 |
Mar05 |
041028 |
217.00 |
218.00 |
216.00 |
217.25 |
unch |
11,344 |
147,380 |
-568 |
May05 |
041028 |
225.00 |
225.50 |
223.75 |
224.75 |
+0.25 |
1,521 |
46,701 |
+49 |
Jul05 |
041028 |
231.00 |
231.75 |
230.25 |
231.25 |
+0.25 |
2,500 |
53,986 |
+789 |
Sep05 |
041028 |
237.50 |
238.00 |
237.00 |
237.25 |
unch |
338 |
13,794 |
+534 |
Dec05 |
041028 |
245.75 |
246.25 |
245.00 |
245.25 |
-0.25 |
1,737 |
27,455 |
+394 |
Total Volume and Open Interest |
47,217 |
619,461 |
-685 |
Wheat(CBOT) |
Dec04 |
041028 |
318.00 |
324.00 |
318.00 |
322.25 |
+3.00 |
13,982 |
111,979 |
-1,082 |
Mar05 |
041028 |
328.50 |
334.50 |
328.00 |
333.50 |
+3.50 |
3,300 |
28,551 |
+78 |
May05 |
041028 |
334.00 |
339.00 |
334.00 |
338.50 |
+3.00 |
48 |
5,091 |
-15 |
Jul05 |
041028 |
335.00 |
342.00 |
335.00 |
340.50 |
+3.75 |
1,322 |
8,858 |
+325 |
Sep05 |
041028 |
345.75 |
347.50 |
344.50 |
347.00 |
+4.50 |
6 |
194 |
-1 |
Total Volume and Open Interest |
18,714 |
155,000 |
-710 |
Wheat(KCBT) |
Dec04 |
041028 |
344.50 |
350.50 |
344.00 |
349.75 |
+5.00 |
6,847 |
49,734 |
+174 |
Mar05 |
041028 |
349.00 |
354.00 |
349.00 |
353.75 |
+4.25 |
3,105 |
17,192 |
+1,176 |
May05 |
041028 |
352.50 |
355.25 |
352.00 |
354.75 |
+4.25 |
232 |
3,629 |
+40 |
Jul05 |
041028 |
344.00 |
348.00 |
344.00 |
347.50 |
+4.00 |
2,421 |
6,334 |
+799 |
Sep05 |
041028 |
349.00 |
349.00 |
349.00 |
349.00 |
+3.00 |
133 |
725 |
+128 |
Total Volume and Open Interest |
12,738 |
77,676 |
+2,317 |
Wheat(MGE) |
Dec04 |
041028 |
367.00 |
371.50 |
366.00 |
371.00 |
+3.50 |
2,596 |
16,054 |
-33 |
Mar05 |
041028 |
373.50 |
377.50 |
373.25 |
376.50 |
+2.25 |
784 |
10,581 |
+121 |
May05 |
041028 |
379.00 |
381.00 |
379.00 |
381.00 |
+3.00 |
144 |
4,033 |
+17 |
Jul05 |
041028 |
378.00 |
383.00 |
378.00 |
381.75 |
+3.75 |
22 |
2,251 |
-20 |
Sep05 |
041028 |
371.00 |
374.00 |
371.00 |
372.00 |
+1.50 |
25 |
842 |
+12 |
Total Volume and Open Interest |
3,576 |
33,840 |
+102 |
Oats(CBOT) |
Dec04 |
041028 |
140.00 |
143.50 |
139.75 |
142.25 |
+2.50 |
529 |
5,212 |
-98 |
Mar05 |
041028 |
146.50 |
149.50 |
146.50 |
149.00 |
+2.25 |
67 |
2,233 |
+6 |
May05 |
041028 |
153.00 |
153.00 |
153.00 |
153.00 |
+1.50 |
5 |
118 |
-1 |
Jul05 |
041028 |
157.50 |
158.00 |
157.50 |
158.00 |
+2.00 |
2 |
34 |
+0 |
Total Volume and Open Interest |
601 |
7,600 |
-93 |
Rough Rice(CBOT) |
Nov04 |
041028 |
6.93 |
6.93 |
6.70 |
6.73 |
-0.16 |
401 |
1,365 |
-129 |
Jan05 |
041028 |
7.01 |
7.03 |
6.90 |
6.91 |
-0.11 |
504 |
2,952 |
+248 |
Mar05 |
041028 |
7.23 |
7.23 |
7.13 |
7.13 |
-0.12 |
65 |
800 |
-17 |
May05 |
041028 |
7.34 |
7.34 |
7.34 |
7.34 |
-0.13 |
3 |
206 |
+3 |
Total Volume and Open Interest |
973 |
5,327 |
+105 |
Live Cattle(CME) |
Oct04 |
041028 |
87.350 |
87.425 |
86.650 |
86.775 |
-0.575 |
904 |
1,103 |
-563 |
Dec04 |
041028 |
86.550 |
86.800 |
85.900 |
86.250 |
-0.375 |
10,591 |
64,619 |
+618 |
Feb05 |
041028 |
89.250 |
89.550 |
88.600 |
88.800 |
-0.650 |
2,723 |
21,287 |
+134 |
Apr05 |
041028 |
87.350 |
87.650 |
86.925 |
87.200 |
-0.325 |
793 |
10,667 |
+103 |
Jun05 |
041028 |
84.000 |
84.000 |
83.425 |
83.575 |
-0.300 |
476 |
7,164 |
+85 |
Aug05 |
041028 |
83.450 |
83.450 |
83.300 |
83.400 |
-0.350 |
156 |
3,318 |
+4 |
Total Volume and Open Interest |
15,695 |
108,778 |
+423 |
Feeder Cattle(CME) |
Oct04 |
041028 |
114.050 |
114.075 |
113.875 |
113.900 |
-0.175 |
302 |
1,664 |
-109 |
Nov04 |
041028 |
111.700 |
111.900 |
111.100 |
111.450 |
-0.150 |
1,039 |
5,907 |
-173 |
Jan05 |
041028 |
109.050 |
109.150 |
108.350 |
108.425 |
-0.600 |
1,130 |
8,426 |
+346 |
Mar05 |
041028 |
105.000 |
105.000 |
104.250 |
104.325 |
-0.675 |
120 |
1,428 |
+39 |
Apr05 |
041028 |
103.250 |
103.500 |
103.250 |
103.500 |
-0.450 |
14 |
477 |
+0 |
May05 |
041028 |
103.450 |
103.500 |
103.300 |
103.350 |
-0.575 |
21 |
524 |
+6 |
Aug05 |
041028 |
104.000 |
104.000 |
103.250 |
103.300 |
-0.650 |
7 |
27 |
+6 |
Total Volume and Open Interest |
2,633 |
18,453 |
+115 |
Lean Hogs(CME) |
Dec04 |
041028 |
66.500 |
66.600 |
66.000 |
66.350 |
+0.500 |
6,091 |
49,909 |
+180 |
Feb05 |
041028 |
65.250 |
66.100 |
65.100 |
65.875 |
+1.000 |
3,819 |
19,696 |
+181 |
Apr05 |
041028 |
62.800 |
64.050 |
62.700 |
63.850 |
+1.375 |
1,744 |
6,915 |
+327 |
May05 |
041028 |
63.850 |
64.350 |
63.850 |
64.350 |
+0.800 |
137 |
1,395 |
+8 |
Jun05 |
041028 |
67.825 |
68.450 |
67.550 |
68.400 |
+0.850 |
348 |
3,616 |
-49 |
Jul05 |
041028 |
63.975 |
65.000 |
63.950 |
64.800 |
+1.300 |
85 |
997 |
+26 |
Aug05 |
041028 |
60.000 |
60.350 |
60.000 |
60.350 |
+0.650 |
4 |
580 |
-1 |
Oct05 |
041028 |
52.750 |
53.000 |
52.625 |
52.625 |
+0.125 |
8 |
177 |
+3 |
Total Volume and Open Interest |
12,240 |
83,305 |
+677 |
Pork Bellies(CME) |
Feb05 |
041028 |
94.500 |
94.750 |
93.900 |
94.725 |
+0.675 |
113 |
1,154 |
-4 |
Mar05 |
041028 |
93.900 |
93.900 |
93.900 |
93.900 |
unch |
0 |
29 |
+0 |
May05 |
041028 |
94.750 |
94.750 |
94.750 |
94.750 |
unch |
0 |
34 |
+0 |
Jul05 |
041028 |
97.600 |
97.600 |
97.600 |
97.600 |
unch |
0 |
8 |
+0 |
Aug05 |
041028 |
94.900 |
94.900 |
94.900 |
94.900 |
unch |
|
|
|
Total Volume and Open Interest |
113 |
1,225 |
-4 |
Class III Milk(CME) |
Oct04 |
041028 |
14.18 |
14.20 |
14.17 |
14.20 |
+0.02 |
11 |
4,423 |
-9 |
Nov04 |
041028 |
14.12 |
14.12 |
13.98 |
14.06 |
-0.11 |
237 |
4,151 |
+149 |
Dec04 |
041028 |
13.15 |
13.15 |
12.85 |
12.91 |
-0.24 |
502 |
3,358 |
+224 |
Jan05 |
041028 |
12.41 |
12.42 |
12.35 |
12.42 |
-0.05 |
137 |
1,769 |
+10 |
Feb05 |
041028 |
12.30 |
12.30 |
12.26 |
12.26 |
-0.09 |
42 |
1,881 |
+13 |
Total Volume and Open Interest |
1,279 |
24,323 |
+552 |
Cocoa(ICE) |
Dec04 |
041028 |
1483 |
1500 |
1481 |
1485 |
+15 |
3,067 |
44,318 |
-284 |
Mar05 |
041028 |
1499 |
1510 |
1495 |
1498 |
+14 |
1,859 |
22,166 |
+55 |
May05 |
041028 |
1517 |
1518 |
1509 |
1510 |
+15 |
42 |
11,798 |
+1 |
Jul05 |
041028 |
1525 |
1525 |
1522 |
1522 |
+15 |
52 |
10,671 |
+0 |
Sep05 |
041028 |
1533 |
1538 |
1530 |
1530 |
+12 |
25 |
7,462 |
+14 |
Dec05 |
041028 |
1550 |
1550 |
1544 |
1544 |
+12 |
1,077 |
8,058 |
+556 |
Mar06 |
041028 |
1556 |
1556 |
1556 |
1556 |
+12 |
196 |
9,838 |
+0 |
Total Volume and Open Interest |
6,318 |
122,924 |
+342 |
Coffee "C"(ICE) |
Dec04 |
041028 |
78.25 |
78.85 |
77.35 |
77.70 |
-0.20 |
12,916 |
46,817 |
+1,132 |
Mar05 |
041028 |
81.25 |
81.80 |
80.30 |
80.75 |
-0.15 |
4,614 |
19,146 |
+1,216 |
May05 |
041028 |
82.65 |
83.00 |
82.25 |
82.40 |
-0.10 |
401 |
4,901 |
+77 |
Jul05 |
041028 |
84.40 |
84.85 |
84.05 |
84.05 |
-0.10 |
647 |
1,871 |
+104 |
Sep05 |
041028 |
86.00 |
86.00 |
85.55 |
85.55 |
-0.05 |
135 |
1,042 |
+36 |
Dec05 |
041028 |
88.35 |
88.65 |
87.80 |
88.00 |
unch |
112 |
599 |
-18 |
Total Volume and Open Interest |
18,905 |
74,500 |
+2,547 |
Orange Juice(ICE) |
Nov04 |
041028 |
77.60 |
77.60 |
77.05 |
77.05 |
-0.55 |
3,011 |
3,758 |
-2,399 |
Jan05 |
041028 |
80.60 |
80.70 |
80.15 |
80.20 |
-0.50 |
2,963 |
14,902 |
+1,598 |
Mar05 |
041028 |
82.50 |
82.65 |
82.30 |
82.30 |
-0.35 |
918 |
9,691 |
+287 |
May05 |
041028 |
85.00 |
85.00 |
84.75 |
84.90 |
-0.40 |
160 |
4,404 |
+2 |
Jul05 |
041028 |
86.90 |
86.90 |
86.90 |
86.90 |
-0.40 |
30 |
472 |
+0 |
Sep05 |
041028 |
88.90 |
88.90 |
88.90 |
88.90 |
-0.40 |
4 |
91 |
+0 |
Total Volume and Open Interest |
7,052 |
33,803 |
-512 |
Sugar #11(ICE) |
Mar05 |
041028 |
8.75 |
8.78 |
8.55 |
8.56 |
-0.20 |
12,680 |
233,605 |
-1,475 |
May05 |
041028 |
8.92 |
8.92 |
8.72 |
8.72 |
-0.18 |
2,111 |
41,145 |
-212 |
Jul05 |
041028 |
8.75 |
8.75 |
8.56 |
8.58 |
-0.15 |
455 |
23,390 |
+33 |
Oct05 |
041028 |
8.71 |
8.72 |
8.58 |
8.60 |
-0.10 |
838 |
22,011 |
+327 |
Mar06 |
041028 |
8.62 |
8.62 |
8.50 |
8.50 |
-0.10 |
323 |
7,413 |
+14 |
Total Volume and Open Interest |
16,450 |
330,747 |
-1,273 |
Sugar #14(ICE) |
Jan05 |
041028 |
20.50 |
20.50 |
20.47 |
20.50 |
+0.02 |
298 |
1,595 |
+65 |
Mar05 |
041028 |
20.45 |
20.52 |
20.45 |
20.52 |
+0.05 |
105 |
3,065 |
+55 |
May05 |
041028 |
20.56 |
20.58 |
20.56 |
20.57 |
unch |
67 |
1,894 |
-10 |
Jul05 |
041028 |
20.71 |
20.71 |
20.71 |
20.71 |
unch |
63 |
1,492 |
+35 |
Sep05 |
041028 |
20.77 |
20.82 |
20.77 |
20.82 |
+0.01 |
237 |
1,883 |
+169 |
Total Volume and Open Interest |
774 |
10,476 |
+318 |
London Cocoa(LCE) |
Dec04 |
041028 |
836 |
850 |
831 |
844 |
+9 |
4,828 |
81,732 |
-1,269 |
Mar05 |
041028 |
858 |
871 |
853 |
865 |
+9 |
1,975 |
38,015 |
+166 |
May05 |
041028 |
871 |
885 |
871 |
879 |
+8 |
1,518 |
17,590 |
-105 |
Jul05 |
041028 |
886 |
901 |
886 |
896 |
+8 |
1,193 |
14,937 |
-60 |
Sep05 |
041028 |
906 |
918 |
906 |
914 |
+8 |
226 |
27,855 |
-24 |
Dec05 |
041028 |
916 |
917 |
916 |
917 |
+7 |
724 |
11,541 |
+283 |
Mar06 |
041028 |
925 |
925 |
925 |
925 |
+8 |
10 |
3,409 |
+0 |
Total Volume and Open Interest |
10,474 |
195,547 |
-1,009 |
London Coffee(LCE) |
Nov04 |
041028 |
580.00 |
589.00 |
576.00 |
580.00 |
-1.00 |
8,856 |
29,504 |
-797 |
Jan05 |
041028 |
603.00 |
615.00 |
603.00 |
605.00 |
-2.00 |
9,012 |
70,534 |
+3,769 |
Mar05 |
041028 |
626.00 |
634.00 |
624.00 |
625.00 |
-2.00 |
3,494 |
32,765 |
+2,117 |
May05 |
041028 |
646.00 |
653.00 |
642.00 |
643.00 |
-2.00 |
754 |
26,622 |
+213 |
Jul05 |
041028 |
662.00 |
670.00 |
660.00 |
660.00 |
-2.00 |
160 |
6,616 |
+99 |
Sep05 |
041028 |
687.00 |
687.00 |
678.00 |
678.00 |
-2.00 |
72 |
4,586 |
+60 |
Total Volume and Open Interest |
22,410 |
171,976 |
+5,512 |
London Sugar(LCE) |
Dec04 |
041028 |
239.80 |
240.50 |
236.60 |
238.30 |
-1.30 |
2,305 |
14,347 |
-723 |
Mar05 |
041028 |
252.30 |
252.50 |
247.00 |
248.90 |
-3.40 |
1,592 |
25,239 |
+354 |
May05 |
041028 |
258.10 |
258.70 |
254.60 |
256.40 |
-2.10 |
444 |
9,919 |
-71 |
Aug05 |
041028 |
258.50 |
258.50 |
255.00 |
256.00 |
-1.80 |
173 |
4,639 |
+2 |
Oct05 |
041028 |
257.00 |
257.70 |
255.00 |
255.20 |
-1.80 |
214 |
2,799 |
+57 |
Total Volume and Open Interest |
4,989 |
59,419 |
-282 |
Cotton(ICE) |
Dec04 |
041028 |
46.40 |
46.40 |
45.00 |
45.31 |
-1.52 |
3,961 |
41,885 |
-298 |
Mar05 |
041028 |
45.10 |
45.50 |
44.50 |
44.54 |
-1.13 |
2,765 |
22,656 |
-399 |
May05 |
041028 |
46.40 |
46.50 |
45.80 |
45.96 |
-0.94 |
415 |
5,628 |
+65 |
Jul05 |
041028 |
47.70 |
47.71 |
47.10 |
47.16 |
-0.93 |
296 |
6,569 |
+100 |
Oct05 |
041028 |
49.65 |
49.65 |
49.65 |
49.65 |
-0.60 |
1 |
44 |
+0 |
Dec05 |
041028 |
50.80 |
50.80 |
50.40 |
50.57 |
-0.23 |
111 |
3,007 |
+7 |
Total Volume and Open Interest |
7,648 |
80,059 |
-475 |
Lumber(CME) |
Nov04 |
041028 |
313.0 |
315.7 |
310.0 |
312.5 |
+4.1 |
458 |
1,987 |
-146 |
Jan05 |
041028 |
317.6 |
317.6 |
312.5 |
314.0 |
-1.0 |
347 |
1,718 |
+97 |
Mar05 |
041028 |
323.5 |
324.0 |
322.0 |
323.0 |
-1.0 |
45 |
224 |
+10 |
May05 |
041028 |
328.0 |
328.0 |
327.3 |
327.3 |
-1.3 |
6 |
72 |
+4 |
Total Volume and Open Interest |
856 |
4,013 |
-35 |
Crude Oil(NYM) |
Dec04 |
041028 |
51.65 |
52.80 |
50.78 |
50.92 |
-1.54 |
172,524 |
237,817 |
-3,363 |
Jan05 |
041028 |
51.40 |
52.60 |
50.65 |
50.74 |
-1.43 |
60,588 |
82,099 |
+5,493 |
Feb05 |
041028 |
51.10 |
52.20 |
50.40 |
50.45 |
-1.36 |
23,210 |
42,014 |
+1,202 |
Mar05 |
041028 |
50.50 |
51.40 |
50.00 |
50.00 |
-1.29 |
7,354 |
30,215 |
+616 |
Apr05 |
041028 |
50.00 |
51.08 |
49.49 |
49.49 |
-1.25 |
3,545 |
20,758 |
-848 |
May05 |
041028 |
49.70 |
50.30 |
48.75 |
48.97 |
-1.21 |
2,013 |
15,227 |
-369 |
Jun05 |
041028 |
49.25 |
49.90 |
48.45 |
48.45 |
-1.17 |
5,833 |
32,545 |
-57 |
Jul05 |
041028 |
48.95 |
48.95 |
47.93 |
47.93 |
-1.14 |
431 |
12,849 |
-78 |
Aug05 |
041028 |
47.43 |
47.43 |
47.43 |
47.43 |
-1.11 |
10 |
9,634 |
+0 |
Sep05 |
041028 |
47.80 |
48.15 |
46.97 |
46.97 |
-1.08 |
450 |
12,388 |
-152 |
Oct05 |
041028 |
47.40 |
47.40 |
46.54 |
46.54 |
-1.05 |
39 |
5,558 |
+0 |
Nov05 |
041028 |
47.10 |
47.10 |
46.15 |
46.15 |
-1.03 |
105 |
8,183 |
-62 |
Dec05 |
041028 |
46.60 |
47.15 |
45.60 |
45.80 |
-1.01 |
13,070 |
49,111 |
-517 |
Jan06 |
041028 |
45.47 |
45.47 |
45.47 |
45.47 |
-0.98 |
451 |
7,556 |
+138 |
Feb06 |
041028 |
46.10 |
46.10 |
45.15 |
45.15 |
-0.95 |
66 |
2,607 |
+15 |
Mar06 |
041028 |
44.85 |
44.85 |
44.85 |
44.85 |
-0.92 |
33 |
5,449 |
+0 |
Total Volume and Open Interest |
294,958 |
710,390 |
+3,887 |
Heating Oil(NYM) |
Nov04 |
041028 |
147.10 |
150.60 |
145.00 |
145.32 |
-4.23 |
20,236 |
11,813 |
-6,546 |
Dec04 |
041028 |
148.20 |
151.50 |
145.80 |
146.13 |
-4.39 |
42,619 |
74,503 |
+646 |
Jan05 |
041028 |
148.80 |
151.70 |
146.40 |
146.73 |
-4.39 |
13,412 |
33,621 |
+2,440 |
Feb05 |
041028 |
147.90 |
149.30 |
144.53 |
144.53 |
-4.04 |
2,985 |
19,583 |
+57 |
Mar05 |
041028 |
143.00 |
144.50 |
140.28 |
140.28 |
-3.69 |
1,371 |
14,297 |
-145 |
Apr05 |
041028 |
137.50 |
138.35 |
134.68 |
134.68 |
-3.39 |
526 |
5,212 |
-2 |
May05 |
041028 |
132.50 |
133.85 |
129.98 |
129.98 |
-3.09 |
15 |
4,274 |
-25 |
Jun05 |
041028 |
128.75 |
129.00 |
127.08 |
127.08 |
-2.79 |
1,088 |
5,869 |
+59 |
Jul05 |
041028 |
127.80 |
128.50 |
125.58 |
125.58 |
-2.49 |
422 |
4,436 |
+88 |
Aug05 |
041028 |
127.00 |
128.40 |
125.58 |
125.58 |
-2.39 |
446 |
1,948 |
+257 |
Sep05 |
041028 |
128.00 |
128.00 |
126.18 |
126.18 |
-2.34 |
82 |
3,515 |
+82 |
Oct05 |
041028 |
128.50 |
129.50 |
126.88 |
126.88 |
-2.29 |
8 |
253 |
+1 |
Total Volume and Open Interest |
83,765 |
189,201 |
-3,088 |
Gasoline(NYMEX) |
Nov04 |
041028 |
132.50 |
134.70 |
128.50 |
129.32 |
-4.29 |
19,000 |
10,482 |
-3,793 |
Dec04 |
041028 |
133.50 |
136.00 |
129.80 |
130.05 |
-4.54 |
31,433 |
61,294 |
-409 |
Jan05 |
041028 |
134.50 |
137.00 |
130.50 |
131.30 |
-4.45 |
7,594 |
24,693 |
+1,265 |
Feb05 |
041028 |
136.00 |
136.50 |
132.15 |
132.15 |
-4.30 |
773 |
8,286 |
-177 |
Mar05 |
041028 |
135.75 |
137.50 |
132.95 |
132.95 |
-4.20 |
378 |
5,816 |
+43 |
Apr05 |
041028 |
142.90 |
144.30 |
139.85 |
139.85 |
-4.10 |
1,863 |
9,921 |
+645 |
May05 |
041028 |
141.30 |
141.30 |
139.53 |
139.53 |
-4.04 |
1,958 |
9,302 |
+736 |
Jun05 |
041028 |
138.38 |
138.38 |
138.38 |
138.38 |
-3.89 |
257 |
3,117 |
-66 |
Jul05 |
041028 |
136.38 |
136.38 |
136.38 |
136.38 |
-3.69 |
368 |
2,942 |
+42 |
Aug05 |
041028 |
133.88 |
133.88 |
133.88 |
133.88 |
-3.54 |
93 |
1,484 |
+50 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Dec04 |
041028 |
8.750 |
9.200 |
8.620 |
8.684 |
-0.091 |
37,738 |
72,361 |
+2,194 |
Jan05 |
041028 |
9.350 |
9.800 |
9.260 |
9.317 |
-0.118 |
16,391 |
49,572 |
+2,470 |
Feb05 |
041028 |
9.350 |
9.750 |
9.250 |
9.352 |
-0.118 |
7,609 |
24,254 |
+1,171 |
Mar05 |
041028 |
8.850 |
9.300 |
8.820 |
8.872 |
-0.128 |
6,384 |
24,637 |
+2,009 |
Apr05 |
041028 |
7.460 |
7.610 |
7.420 |
7.472 |
-0.078 |
2,034 |
19,582 |
+395 |
May05 |
041028 |
7.140 |
7.250 |
7.100 |
7.122 |
-0.078 |
992 |
17,187 |
-5 |
Jun05 |
041028 |
7.160 |
7.250 |
7.140 |
7.144 |
-0.078 |
526 |
11,530 |
+67 |
Jul05 |
041028 |
7.220 |
7.280 |
7.150 |
7.172 |
-0.078 |
329 |
14,630 |
+53 |
Aug05 |
041028 |
7.210 |
7.300 |
7.150 |
7.192 |
-0.078 |
224 |
11,667 |
+73 |
Sep05 |
041028 |
7.230 |
7.260 |
7.157 |
7.157 |
-0.073 |
164 |
10,673 |
+88 |
Oct05 |
041028 |
7.240 |
7.290 |
7.180 |
7.187 |
-0.073 |
1,188 |
16,706 |
+366 |
Nov05 |
041028 |
7.585 |
7.585 |
7.522 |
7.522 |
-0.063 |
638 |
8,203 |
+59 |
Dec05 |
041028 |
7.880 |
7.880 |
7.827 |
7.827 |
-0.058 |
80 |
10,333 |
+115 |
Jan06 |
041028 |
8.120 |
8.120 |
8.067 |
8.067 |
-0.053 |
404 |
11,610 |
+131 |
Feb06 |
041028 |
8.050 |
8.070 |
8.047 |
8.047 |
-0.053 |
321 |
8,212 |
+75 |
Mar06 |
041028 |
7.840 |
7.840 |
7.787 |
7.787 |
-0.053 |
123 |
9,499 |
-41 |
Total Volume and Open Interest |
112,727 |
394,439 |
-4,063 |
Brent Crude Oil(ICE) |
Dec04 |
041028 |
48.75 |
49.75 |
48.30 |
48.37 |
-1.08 |
64,409 |
85,811 |
+878 |
Jan05 |
041028 |
48.31 |
49.40 |
48.00 |
48.07 |
-1.04 |
28,283 |
89,175 |
+1,530 |
Feb05 |
041028 |
47.76 |
48.95 |
47.65 |
47.71 |
-1.00 |
7,451 |
17,692 |
+480 |
Mar05 |
041028 |
47.32 |
48.50 |
47.30 |
47.32 |
-0.94 |
4,461 |
18,210 |
+9 |
Apr05 |
041028 |
46.87 |
48.07 |
46.86 |
46.89 |
-0.92 |
1,421 |
14,353 |
+89 |
May05 |
041028 |
46.41 |
46.91 |
46.41 |
46.44 |
-0.88 |
610 |
4,869 |
+0 |
Jun05 |
041028 |
46.25 |
47.05 |
45.99 |
45.99 |
-0.84 |
2,559 |
18,473 |
+363 |
Jul05 |
041028 |
45.80 |
45.80 |
45.54 |
45.54 |
-0.82 |
20 |
5,824 |
+0 |
Aug05 |
041028 |
45.12 |
45.12 |
45.12 |
45.12 |
-0.82 |
0 |
2,056 |
+50 |
Sep05 |
041028 |
44.72 |
44.72 |
44.72 |
44.72 |
-0.81 |
0 |
5,730 |
+0 |
Oct05 |
041028 |
44.36 |
44.36 |
44.36 |
44.36 |
-0.77 |
0 |
650 |
+0 |
Nov05 |
041028 |
44.03 |
44.03 |
44.03 |
44.03 |
-0.74 |
0 |
100 |
+0 |
Dec05 |
041028 |
43.98 |
44.90 |
43.70 |
43.72 |
-0.71 |
9,283 |
40,751 |
+408 |
Total Volume and Open Interest |
123,168 |
350,492 |
+4,144 |
Gas Oil(ICE) |
Nov04 |
041028 |
459.00 |
465.00 |
452.00 |
462.75 |
-8.50 |
16,768 |
38,293 |
-704 |
Dec04 |
041028 |
454.00 |
456.00 |
445.00 |
454.00 |
-9.25 |
14,856 |
51,793 |
+2,834 |
Jan05 |
041028 |
446.50 |
450.00 |
440.50 |
448.50 |
-8.00 |
4,875 |
18,572 |
-257 |
Feb05 |
041028 |
436.25 |
439.75 |
435.00 |
439.75 |
-6.75 |
1,190 |
7,140 |
+308 |
Mar05 |
041028 |
427.50 |
429.50 |
426.00 |
429.50 |
-6.00 |
1,483 |
5,506 |
+283 |
Apr05 |
041028 |
417.50 |
419.50 |
416.50 |
419.50 |
-5.00 |
2,383 |
5,730 |
+400 |
May05 |
041028 |
411.00 |
411.00 |
411.00 |
411.00 |
-4.75 |
0 |
3,319 |
+100 |
Jun05 |
041028 |
400.00 |
405.00 |
398.00 |
405.00 |
-3.75 |
1,067 |
10,772 |
+65 |
Jul05 |
041028 |
402.75 |
402.75 |
402.75 |
402.75 |
-3.25 |
0 |
1,049 |
+0 |
Aug05 |
041028 |
401.00 |
401.00 |
401.00 |
401.00 |
-2.75 |
0 |
1,126 |
+0 |
Total Volume and Open Interest |
44,072 |
168,705 |
+3,011 |
US Dollar Index(ICE) |
Dec04 |
041028 |
85.520 |
85.940 |
85.130 |
85.360 |
-0.190 |
1,847 |
21,909 |
-255 |
Mar05 |
041028 |
85.590 |
85.620 |
85.350 |
85.530 |
-0.190 |
79 |
2,646 |
+52 |
Jun05 |
041028 |
85.600 |
85.710 |
85.600 |
85.710 |
-0.190 |
1 |
11 |
-1 |
Total Volume and Open Interest |
1,927 |
24,575 |
-204 |
Australian Dollar(CME) |
Dec04 |
041028 |
73.87 |
74.50 |
73.87 |
74.14 |
unch |
3,487 |
60,982 |
+1,420 |
Mar05 |
041028 |
73.46 |
73.95 |
73.46 |
73.57 |
unch |
8 |
317 |
-7 |
Jun05 |
041028 |
73.00 |
73.00 |
73.00 |
73.00 |
unch |
0 |
121 |
+0 |
Total Volume and Open Interest |
3,495 |
61,464 |
+1,413 |
British Pound(CME) |
Dec04 |
041028 |
182.13 |
182.81 |
182.12 |
182.18 |
-0.05 |
3,299 |
70,739 |
-1,598 |
Mar05 |
041028 |
181.06 |
181.06 |
181.06 |
181.06 |
-0.05 |
6 |
73 |
+3 |
Jun05 |
041028 |
180.06 |
180.06 |
180.06 |
180.06 |
-0.05 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,305 |
70,815 |
-1,595 |
Canadian Dollar(CME) |
Dec04 |
041028 |
81.38 |
82.20 |
81.37 |
81.63 |
+0.17 |
4,266 |
107,272 |
+1,931 |
Mar05 |
041028 |
81.79 |
82.05 |
81.53 |
81.54 |
+0.17 |
179 |
2,353 |
+91 |
Jun05 |
041028 |
81.50 |
81.50 |
81.47 |
81.47 |
+0.17 |
90 |
1,186 |
+20 |
Sep05 |
041028 |
81.40 |
81.40 |
81.40 |
81.40 |
+0.17 |
0 |
666 |
+0 |
Total Volume and Open Interest |
4,536 |
111,763 |
+2,042 |
Japanese Yen(CME) |
Dec04 |
041028 |
94.21 |
94.65 |
94.10 |
94.38 |
+0.25 |
6,630 |
148,491 |
+5,430 |
Mar05 |
041028 |
94.88 |
95.11 |
94.88 |
94.89 |
+0.25 |
1 |
561 |
+9 |
Jun05 |
041028 |
95.49 |
95.49 |
95.49 |
95.49 |
+0.25 |
0 |
5 |
+0 |
Total Volume and Open Interest |
6,631 |
149,058 |
+5,439 |
Swiss Franc(CME) |
Dec04 |
041028 |
83.12 |
83.74 |
83.12 |
83.40 |
+0.46 |
5,097 |
64,170 |
+701 |
Mar05 |
041028 |
83.79 |
83.79 |
83.69 |
83.69 |
+0.46 |
2 |
60 |
+2 |
Jun05 |
041028 |
84.01 |
84.01 |
84.01 |
84.01 |
+0.46 |
0 |
68 |
+0 |
Total Volume and Open Interest |
5,099 |
64,298 |
+703 |
EuroFX(CME) |
Dec04 |
041028 |
127.03 |
127.66 |
126.95 |
127.29 |
+0.27 |
15,203 |
147,896 |
+76 |
Mar05 |
041028 |
127.16 |
127.60 |
127.16 |
127.32 |
+0.27 |
549 |
2,489 |
-1 |
Jun05 |
041028 |
127.38 |
127.38 |
127.38 |
127.38 |
+0.27 |
5 |
161 |
+5 |
Total Volume and Open Interest |
15,757 |
150,562 |
+80 |
Mexican Peso(CME) |
Nov04 |
041028 |
865.0 |
865.0 |
863.5 |
865.0 |
+1.5 |
|
|
|
Dec04 |
041028 |
859.0 |
862.0 |
856.0 |
860.8 |
+1.5 |
9,720 |
56,537 |
-3,158 |
Total Volume and Open Interest |
10,249 |
57,759 |
-2,719 |
30-Year T-Bonds(CBOT) |
Dec04 |
041028 |
113~000 |
113~180 |
112~140 |
113~050 |
+0~030 |
408,391 |
603,333 |
+459 |
Mar05 |
041028 |
112~050 |
112~170 |
111~230 |
112~040 |
+0~030 |
5,565 |
29,809 |
+2,196 |
Jun05 |
041028 |
110~210 |
111~030 |
110~210 |
111~030 |
+0~030 |
0 |
125 |
+0 |
Total Volume and Open Interest |
413,956 |
633,267 |
+2,655 |
10-Year T-Notes(CBOT) |
Dec04 |
041028 |
113~025 |
113~145 |
112~210 |
113~060 |
+0~030 |
1,217,775 |
1,614,413 |
+30,201 |
Mar05 |
041028 |
112~125 |
112~250 |
112~045 |
112~175 |
+0~020 |
30,189 |
135,217 |
+10,628 |
Jun05 |
041028 |
111~170 |
111~200 |
111~165 |
111~180 |
+0~025 |
1,468 |
2,646 |
+406 |
Total Volume and Open Interest |
1,249,432 |
1,752,276 |
+41,235 |
5-Year T-Notes(CBOT) |
Dec04 |
041028 |
110~126 |
111~040 |
110~112 |
111~020 |
+0~012 |
523,215 |
1,034,289 |
-18,334 |
Mar05 |
041028 |
110~020 |
110~040 |
110~020 |
110~038 |
+0~012 |
5,879 |
73,998 |
+2,117 |
Jun05 |
041028 |
109~092 |
109~092 |
109~092 |
109~092 |
+0~012 |
7 |
15 |
+0 |
Total Volume and Open Interest |
529,094 |
15 |
+0 |
2 Year T-Notes(CBOT) |
Dec04 |
041028 |
105~097 |
105~110 |
105~093 |
105~105 |
+0~007 |
1,493 |
207,886 |
-6,752 |
Total Volume and Open Interest |
1,493 |
207,886 |
-6,752 |
Eurodollars(CME) |
Dec04 |
041028 |
97.670 |
97.680 |
97.660 |
97.675 |
-0.005 |
39,094 |
962,513 |
-12,174 |
Mar05 |
041028 |
97.455 |
97.490 |
97.440 |
97.470 |
unch |
53,678 |
889,000 |
+416 |
Jun05 |
041028 |
97.265 |
97.320 |
97.240 |
97.285 |
+0.005 |
58,714 |
814,399 |
-9,299 |
Sep05 |
041028 |
97.050 |
97.120 |
97.025 |
97.085 |
+0.015 |
86,839 |
733,298 |
-21,514 |
Dec05 |
041028 |
96.815 |
96.885 |
96.790 |
96.860 |
+0.025 |
39,211 |
547,424 |
+2,982 |
Mar06 |
041028 |
96.630 |
96.700 |
96.600 |
96.670 |
+0.030 |
32,770 |
433,492 |
+4,407 |
Jun06 |
041028 |
96.450 |
96.530 |
96.435 |
96.505 |
+0.035 |
23,310 |
298,863 |
+5,495 |
Sep06 |
041028 |
96.305 |
96.385 |
96.285 |
96.355 |
+0.035 |
22,446 |
248,350 |
+3,337 |
Dec06 |
041028 |
96.165 |
96.235 |
96.140 |
96.210 |
+0.035 |
14,383 |
191,639 |
+2,936 |
Mar07 |
041028 |
96.040 |
96.115 |
96.015 |
96.085 |
+0.030 |
18,805 |
167,508 |
-274 |
Jun07 |
041028 |
95.920 |
95.985 |
95.895 |
95.960 |
+0.025 |
26,063 |
155,389 |
+5,471 |
Sep07 |
041028 |
95.805 |
95.865 |
95.785 |
95.840 |
+0.020 |
16,972 |
110,570 |
+1,031 |
Dec07 |
041028 |
95.685 |
95.745 |
95.675 |
95.715 |
+0.015 |
3,820 |
90,217 |
+180 |
Mar08 |
041028 |
95.590 |
95.645 |
95.580 |
95.610 |
+0.010 |
3,698 |
84,718 |
+970 |
Jun08 |
041028 |
95.475 |
95.535 |
95.470 |
95.500 |
+0.010 |
9,250 |
83,597 |
+3,515 |
Sep08 |
041028 |
95.380 |
95.445 |
95.370 |
95.400 |
+0.010 |
5,168 |
74,857 |
+293 |
Dec08 |
041028 |
95.270 |
95.325 |
95.240 |
95.290 |
+0.010 |
3,511 |
58,283 |
-216 |
Mar09 |
041028 |
95.170 |
95.205 |
95.145 |
95.190 |
+0.010 |
3,479 |
46,386 |
+208 |
Total Volume and Open Interest |
470,897 |
6,168,828 |
-10,146 |
30 Day Federal Funds(CBOT) |
Oct04 |
041028 |
98.250 |
98.250 |
98.240 |
98.240 |
unch |
183 |
94,880 |
-27 |
Nov04 |
041028 |
98.090 |
98.100 |
98.090 |
98.100 |
unch |
1,671 |
179,455 |
+2,735 |
Dec04 |
041028 |
97.940 |
97.950 |
97.930 |
97.940 |
unch |
3,249 |
137,985 |
+3,751 |
Jan05 |
041028 |
97.880 |
97.880 |
97.870 |
97.880 |
unch |
4,487 |
107,313 |
+4,142 |
Feb05 |
041028 |
97.710 |
97.720 |
97.690 |
97.720 |
unch |
561 |
28,297 |
+212 |
Mar05 |
041028 |
97.650 |
97.680 |
97.640 |
97.670 |
unch |
360 |
5,563 |
+84 |
Total Volume and Open Interest |
10,511 |
553,970 |
+10,897 |
30 Day Fed Funds(e-CBOT) |
Oct04 |
041028 |
98.240 |
98.240 |
98.240 |
98.240 |
-0.005 |
530 |
0 |
+0 |
Nov04 |
041028 |
98.095 |
98.095 |
98.085 |
98.090 |
unch |
17,198 |
0 |
+0 |
Dec04 |
041028 |
97.945 |
97.945 |
97.935 |
97.945 |
unch |
13,962 |
0 |
+0 |
Jan05 |
041028 |
97.885 |
97.885 |
97.865 |
97.880 |
-0.005 |
9,442 |
0 |
+0 |
Feb05 |
041028 |
97.725 |
97.725 |
97.690 |
97.715 |
-0.005 |
1,557 |
0 |
+0 |
Mar05 |
041028 |
97.650 |
97.675 |
97.640 |
97.670 |
unch |
215 |
0 |
+0 |
Total Volume and Open Interest |
42,904 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041028 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,427 |
-44 |
Mar05 |
041028 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
35,635 |
+0 |
Jun05 |
041028 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
244 |
21,573 |
+126 |
Sep05 |
041028 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
134 |
8,083 |
+140 |
Dec05 |
041028 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
50 |
7,202 |
+20 |
Mar06 |
041028 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
30 |
10,772 |
+90 |
Jun06 |
041028 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
2,719 |
+0 |
Sep06 |
041028 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
2,174 |
+0 |
Dec06 |
041028 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
411 |
+0 |
Mar07 |
041028 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
458 |
99,939 |
+332 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041028 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
21 |
58,912 |
-44 |
Mar05 |
041028 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
2,271 |
86,376 |
+1,123 |
Jun05 |
041028 |
99.86 |
99.87 |
99.86 |
99.87 |
unch |
3,134 |
79,049 |
+1,868 |
Sep05 |
041028 |
99.82 |
99.82 |
99.81 |
99.82 |
0.00 |
1,428 |
43,560 |
+233 |
Dec05 |
041028 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
2,458 |
35,369 |
+178 |
Mar06 |
041028 |
99.68 |
99.68 |
99.67 |
99.67 |
-0.01 |
224 |
30,666 |
+115 |
Jun06 |
041028 |
99.58 |
99.58 |
99.57 |
99.57 |
-0.01 |
25 |
14,344 |
+50 |
Sep06 |
041028 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
5,947 |
+0 |
Total Volume and Open Interest |
9,561 |
367,823 |
+3,523 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041028 |
138.24 |
138.37 |
138.06 |
138.19 |
-0.35 |
3,770 |
30,215 |
-217 |
Mar05 |
041028 |
137.25 |
137.25 |
137.25 |
137.25 |
-0.35 |
|
|
|
Jun05 |
041028 |
137.25 |
137.25 |
137.25 |
137.25 |
-0.35 |
|
|
|
Total Volume and Open Interest |
3,770 |
30,215 |
-217 |
Euro-Bund(EUREX) |
Dec04 |
041028 |
116.75 |
116.89 |
116.40 |
116.87 |
+0.03 |
1,573,011 |
1,332,014 |
-6,692 |
Mar05 |
041028 |
116.04 |
116.13 |
115.79 |
116.13 |
+0.01 |
3,766 |
26,261 |
+1,904 |
Jun05 |
041028 |
115.37 |
115.37 |
115.37 |
115.37 |
+0.03 |
1,482 |
240 |
+0 |
Total Volume and Open Interest |
1,578,259 |
1,358,515 |
-4,788 |
Euro-Bobl(EUREX) |
Dec04 |
041028 |
112.21 |
112.35 |
111.96 |
112.31 |
+0.04 |
869,471 |
856,037 |
+4,751 |
Mar05 |
041028 |
111.91 |
112.05 |
111.71 |
112.02 |
+0.05 |
1,775 |
12,497 |
+4,367 |
Jun05 |
041028 |
111.31 |
111.31 |
111.31 |
111.31 |
+0.14 |
602 |
800 |
+0 |
Total Volume and Open Interest |
871,848 |
869,334 |
+9,118 |
3-Mth Euribor(EUREX) |
Dec04 |
041028 |
97.830 |
97.830 |
97.820 |
97.820 |
-0.010 |
364 |
10,405 |
+208 |
Mar05 |
041028 |
97.730 |
97.730 |
97.725 |
97.725 |
-0.040 |
222 |
6,779 |
+179 |
Jun05 |
041028 |
97.620 |
97.620 |
97.605 |
97.615 |
-0.065 |
32 |
3,969 |
-9 |
Total Volume and Open Interest |
695 |
27,726 |
+361 |
Long Gilt(LIFFE) |
Dec04 |
041028 |
108~04 |
108~13 |
108~00 |
108~08 |
-0~09 |
61,202 |
207,958 |
-4,157 |
Mar05 |
041028 |
109~23 |
109~23 |
109~23 |
109~23 |
-0~09 |
|
|
|
Total Volume and Open Interest |
61,202 |
207,958 |
-4,157 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041028 |
95.08 |
95.09 |
95.06 |
95.07 |
-0.02 |
46,212 |
245,408 |
-4,015 |
Mar05 |
041028 |
95.05 |
95.06 |
95.03 |
95.04 |
-0.03 |
46,171 |
275,794 |
+3,789 |
Jun05 |
041028 |
95.07 |
95.10 |
95.05 |
95.06 |
-0.04 |
31,613 |
209,570 |
+2,157 |
Sep05 |
041028 |
95.11 |
95.13 |
95.07 |
95.09 |
-0.04 |
40,637 |
174,236 |
+751 |
Dec05 |
041028 |
95.11 |
95.13 |
95.08 |
95.09 |
-0.05 |
50,676 |
165,660 |
+16,307 |
Mar06 |
041028 |
95.10 |
95.12 |
95.07 |
95.08 |
-0.05 |
13,869 |
95,469 |
+252 |
Total Volume and Open Interest |
243,443 |
1,345,629 |
+23,345 |
3-Mth Euribor(LIFFE) |
Dec04 |
041028 |
97.825 |
97.830 |
97.805 |
97.820 |
-0.015 |
72,949 |
630,872 |
+11,116 |
Mar05 |
041028 |
97.720 |
97.740 |
97.700 |
97.725 |
-0.035 |
103,380 |
555,901 |
+399 |
Jun05 |
041028 |
97.620 |
97.650 |
97.575 |
97.620 |
-0.045 |
120,836 |
544,452 |
-3,006 |
Total Volume and Open Interest |
509,117 |
3,159,596 |
+4,355 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041028 |
94.62 |
94.62 |
94.59 |
94.60 |
-0.02 |
33,046 |
212,835 |
+1,021 |
Mar05 |
041028 |
94.61 |
94.61 |
94.56 |
94.58 |
-0.03 |
43,458 |
196,384 |
+10,556 |
Jun05 |
041028 |
94.57 |
94.59 |
94.52 |
94.54 |
-0.04 |
7,827 |
56,918 |
+3,012 |
Sep05 |
041028 |
94.56 |
94.56 |
94.49 |
94.51 |
-0.04 |
2,534 |
29,961 |
+151 |
Dec05 |
041028 |
94.47 |
94.48 |
94.47 |
94.47 |
-0.05 |
407 |
15,903 |
-239 |
Mar06 |
041028 |
94.49 |
94.49 |
94.44 |
94.44 |
-0.05 |
500 |
11,515 |
+200 |
Jun06 |
041028 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.04 |
0 |
8,143 |
+0 |
Sep06 |
041028 |
94.37 |
94.37 |
94.37 |
94.37 |
-0.07 |
3 |
4,083 |
+3 |
Dec06 |
041028 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.08 |
0 |
2,778 |
+0 |
Mar07 |
041028 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.07 |
1 |
1,782 |
+0 |
Total Volume and Open Interest |
87,776 |
543,535 |
+14,704 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041028 |
94.67 |
94.69 |
94.57 |
94.61 |
-0.06 |
38,130 |
258,874 |
+14,744 |
Mar05 |
041028 |
94.61 |
94.61 |
94.61 |
94.61 |
-0.06 |
|
|
|
Total Volume and Open Interest |
38,130 |
258,874 |
+14,744 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041028 |
94.88 |
94.91 |
94.80 |
94.83 |
-0.06 |
122,675 |
434,220 |
+26,445 |
Mar05 |
041028 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.06 |
|
|
|
Total Volume and Open Interest |
122,675 |
434,220 |
+26,445 |
Gold(CMX) |
Dec04 |
041028 |
422.9 |
428.4 |
421.7 |
426.1 |
+0.5 |
58,992 |
248,068 |
-6,701 |
Feb05 |
041028 |
425.0 |
430.0 |
423.0 |
427.8 |
+0.5 |
3,978 |
16,057 |
+2,671 |
Apr05 |
041028 |
426.3 |
431.1 |
426.3 |
429.5 |
+0.6 |
532 |
5,245 |
+183 |
Jun05 |
041028 |
428.0 |
431.8 |
428.0 |
431.2 |
+0.6 |
1,409 |
14,211 |
+950 |
Aug05 |
041028 |
433.1 |
433.1 |
433.1 |
433.1 |
+0.6 |
12 |
6,327 |
+0 |
Oct05 |
041028 |
435.1 |
435.1 |
435.1 |
435.1 |
+0.6 |
213 |
2,517 |
+202 |
Dec05 |
041028 |
433.0 |
438.5 |
433.0 |
437.1 |
+0.7 |
214 |
9,309 |
+191 |
Feb06 |
041028 |
439.3 |
439.3 |
439.3 |
439.3 |
+0.8 |
0 |
844 |
+0 |
Apr06 |
041028 |
441.5 |
441.5 |
441.5 |
441.5 |
+0.9 |
0 |
491 |
+0 |
Jun06 |
041028 |
443.6 |
443.6 |
443.6 |
443.6 |
+0.9 |
48 |
8,364 |
+0 |
Aug06 |
041028 |
446.0 |
446.0 |
446.0 |
446.0 |
+0.9 |
0 |
200 |
+0 |
Total Volume and Open Interest |
66,138 |
319,398 |
-2,451 |
Silver(CMX) |
Dec04 |
041028 |
715.0 |
725.0 |
706.0 |
719.2 |
-1.0 |
18,231 |
90,323 |
-1,159 |
Mar05 |
041028 |
720.0 |
729.0 |
711.0 |
723.4 |
-0.9 |
651 |
15,615 |
+362 |
May05 |
041028 |
718.0 |
725.9 |
718.0 |
725.9 |
-0.9 |
33 |
2,349 |
+19 |
Jul05 |
041028 |
730.0 |
730.0 |
726.6 |
728.6 |
-0.9 |
32 |
1,984 |
+0 |
Sep05 |
041028 |
730.8 |
730.8 |
730.8 |
730.8 |
-0.9 |
40 |
560 |
+25 |
Dec05 |
041028 |
725.0 |
736.0 |
725.0 |
734.3 |
-0.9 |
165 |
3,644 |
+55 |
Mar06 |
041028 |
737.2 |
737.2 |
737.2 |
737.2 |
-0.6 |
1 |
1 |
+1 |
Total Volume and Open Interest |
19,285 |
116,241 |
-574 |
Platinum(NYMEX) |
Jan05 |
041028 |
827.0 |
832.0 |
816.0 |
831.6 |
-4.6 |
1,418 |
5,806 |
-173 |
Apr05 |
041028 |
829.6 |
829.6 |
829.6 |
829.6 |
-4.8 |
1 |
313 |
+1 |
Total Volume and Open Interest |
1,419 |
6,119 |
-176 |
Palladium(NYMEX) |
Dec04 |
041028 |
214.50 |
214.80 |
211.00 |
214.75 |
+0.25 |
373 |
9,769 |
-134 |
Mar05 |
041028 |
216.00 |
217.00 |
214.00 |
216.55 |
+0.15 |
7 |
158 |
-1 |
Jun05 |
041028 |
219.55 |
219.55 |
219.55 |
219.55 |
+0.15 |
0 |
5 |
+0 |
Total Volume and Open Interest |
380 |
9,932 |
-135 |
Copper(CMX) |
Dec04 |
041028 |
126.00 |
126.80 |
124.80 |
125.35 |
-3.45 |
5,040 |
45,617 |
-1,006 |
Mar05 |
041028 |
124.50 |
125.40 |
123.60 |
124.05 |
-3.05 |
1,271 |
9,104 |
+22 |
May05 |
041028 |
120.60 |
121.60 |
119.40 |
120.35 |
-2.85 |
338 |
3,129 |
+13 |
Jul05 |
041028 |
116.80 |
117.40 |
116.55 |
116.55 |
-2.65 |
14 |
1,620 |
-4 |
Sep05 |
041028 |
113.20 |
114.00 |
113.20 |
113.70 |
-2.35 |
10 |
1,555 |
+8 |
Total Volume and Open Interest |
8,812 |
71,832 |
-1,139 |
Aluminum(CMX) |
Nov04 |
041028 |
86.20 |
86.20 |
86.20 |
86.20 |
-0.60 |
30 |
902 |
+0 |
Dec04 |
041028 |
85.30 |
85.80 |
85.30 |
85.80 |
-0.25 |
1 |
1,216 |
-1 |
Jan05 |
041028 |
85.50 |
85.50 |
85.50 |
85.50 |
-0.15 |
0 |
618 |
+0 |
Feb05 |
041028 |
85.15 |
85.15 |
85.15 |
85.15 |
-0.10 |
0 |
584 |
+0 |
Mar05 |
041028 |
84.80 |
84.80 |
84.80 |
84.80 |
+0.05 |
0 |
601 |
+0 |
Apr05 |
041028 |
84.50 |
84.50 |
84.50 |
84.50 |
-0.05 |
0 |
486 |
+0 |
Total Volume and Open Interest |
38 |
9,905 |
-61 |
DJIA Index(CBOT) |
Dec04 |
041028 |
9967 |
10036 |
9942 |
10000 |
+13 |
10,781 |
43,218 |
+18 |
Mar05 |
041028 |
9955 |
9996 |
9950 |
9996 |
+13 |
9 |
45 |
+0 |
Jun05 |
041028 |
10004 |
10004 |
10004 |
10004 |
+13 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,781 |
43,265 |
+18 |
S & P 500(CME) |
Dec04 |
041028 |
1123.20 |
1131.20 |
1120.50 |
1127.60 |
+2.80 |
51,491 |
630,002 |
+1,373 |
Mar05 |
041028 |
1124.20 |
1132.00 |
1124.20 |
1128.80 |
+2.80 |
3,290 |
21,974 |
+2,209 |
Jun05 |
041028 |
1131.00 |
1131.00 |
1131.00 |
1131.00 |
+2.90 |
448 |
2,326 |
+9 |
Sep05 |
041028 |
1133.30 |
1133.30 |
1133.30 |
1133.30 |
+2.70 |
2 |
66 |
+0 |
Total Volume and Open Interest |
55,242 |
654,505 |
+3,592 |
S & P 500 E-Mini(Globex) |
Dec04 |
041028 |
1124.00 |
1131.25 |
1120.25 |
1127.50 |
+2.75 |
963,330 |
757,048 |
+16,712 |
Mar05 |
041028 |
1125.75 |
1132.00 |
1122.00 |
1128.75 |
+2.75 |
4,735 |
7,629 |
+3,950 |
Total Volume and Open Interest |
968,065 |
764,677 |
+20,662 |
NASDAQ 100(CME) |
Dec04 |
041028 |
1478.00 |
1495.00 |
1473.50 |
1489.50 |
+10.00 |
18,695 |
74,801 |
+1,000 |
Mar05 |
041028 |
1497.00 |
1497.00 |
1497.00 |
1497.00 |
+10.00 |
0 |
41 |
+0 |
Jun05 |
041028 |
1504.00 |
1504.00 |
1504.00 |
1504.00 |
+10.00 |
|
|
|
Total Volume and Open Interest |
18,695 |
74,842 |
+1,000 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041028 |
1479.50 |
1495.50 |
1472.00 |
1489.50 |
+10.00 |
471,316 |
316,033 |
+27,411 |
Mar05 |
041028 |
1489.00 |
1501.50 |
1483.00 |
1497.00 |
+10.00 |
68 |
1,754 |
+14 |
Total Volume and Open Interest |
471,384 |
317,787 |
+27,425 |
S & P Midcap 400(CME) |
Dec04 |
041028 |
602.00 |
603.25 |
597.50 |
600.50 |
-2.00 |
511 |
13,813 |
+85 |
Mar05 |
041028 |
601.00 |
601.00 |
601.00 |
601.00 |
-2.00 |
0 |
1 |
+0 |
Jun05 |
041028 |
601.00 |
601.00 |
601.00 |
601.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
511 |
13,814 |
+85 |
Russell 2000(CME) |
Dec04 |
041028 |
586.25 |
587.50 |
581.50 |
585.00 |
-1.85 |
1,132 |
26,777 |
+55 |
Mar05 |
041028 |
585.00 |
585.00 |
585.00 |
585.00 |
-1.85 |
|
|
|
Jun05 |
041028 |
585.00 |
585.00 |
585.00 |
585.00 |
-1.85 |
|
|
|
Total Volume and Open Interest |
1,132 |
26,777 |
+55 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041028 |
586.20 |
587.80 |
581.40 |
585.00 |
-1.90 |
90,327 |
93,218 |
+8,072 |
Mar05 |
041028 |
585.00 |
585.00 |
585.00 |
585.00 |
-1.90 |
2 |
179 |
+2 |
Total Volume and Open Interest |
90,329 |
93,397 |
+8,074 |
Nikkei 225(CME) |
Dec04 |
041028 |
10845 |
10880 |
10800 |
10830 |
+155 |
19,433 |
155,936 |
+2,036 |
Mar05 |
041028 |
10830 |
10830 |
10830 |
10830 |
+155 |
0 |
3 |
-1 |
Total Volume and Open Interest |
19,433 |
155,942 |
+2,035 |
Nikkei 225(SGX) |
Dec04 |
041028 |
10845 |
10880 |
10800 |
10830 |
+155 |
19,433 |
155,936 |
+2,036 |
Mar05 |
041028 |
10830 |
10830 |
10830 |
10830 |
+155 |
0 |
3 |
-1 |
Jun05 |
041028 |
10785 |
10785 |
10785 |
10785 |
+155 |
0 |
3 |
+0 |
Total Volume and Open Interest |
19,433 |
155,942 |
+2,035 |
CAC 40(EURONEXT) |
Nov04 |
041028 |
3700.5 |
3729.5 |
3699.0 |
3724.0 |
+43.5 |
69,749 |
367,928 |
+11,816 |
Dec04 |
041028 |
3709.5 |
3724.0 |
3696.0 |
3721.5 |
+43.5 |
672 |
135,664 |
+39 |
Jan05 |
041028 |
3728.0 |
3728.0 |
3728.0 |
3728.0 |
+43.5 |
|
|
|
Total Volume and Open Interest |
70,421 |
512,618 |
+11,855 |
Hang Seng Index(HKFE) |
Oct04 |
041028 |
12999 |
13082 |
12976 |
13082 |
+244 |
11,044 |
49,510 |
-15,946 |
Nov04 |
041028 |
12960 |
13116 |
12941 |
13105 |
+310 |
33,457 |
91,864 |
+30,623 |
Dec04 |
041028 |
12950 |
13100 |
12950 |
13096 |
+305 |
60 |
1,215 |
+0 |
Total Volume and Open Interest |
44,572 |
145,147 |
+14,677 |
DAX(EUREX) |
Dec04 |
041028 |
3969.5 |
3988.5 |
3958.5 |
3983.5 |
+26.0 |
110,403 |
160,140 |
-1,444 |
Mar05 |
041028 |
3990.0 |
4006.5 |
3985.5 |
4005.0 |
+26.0 |
118 |
9,637 |
+56 |
Jun05 |
041028 |
4010.0 |
4027.5 |
4005.0 |
4027.5 |
+26.5 |
230 |
1,413 |
+10 |
Total Volume and Open Interest |
110,751 |
171,190 |
-1,378 |
FT-SE 100(EURONEXT) |
Dec04 |
041028 |
4670.00 |
4676.50 |
4625.00 |
4648.00 |
+11.00 |
56,735 |
448,330 |
-3,656 |
Mar05 |
041028 |
4672.00 |
4677.00 |
4641.50 |
4649.50 |
+7.50 |
12 |
14,780 |
+12 |
Jun05 |
041028 |
4687.50 |
4692.50 |
4668.50 |
4668.50 |
+10.00 |
105 |
12,305 |
-5 |
Total Volume and Open Interest |
56,852 |
475,415 |
-3,649 |
SPI 200(SFE) |
Dec04 |
041028 |
3760.0 |
3789.0 |
3754.0 |
3783.0 |
+35.0 |
16,017 |
168,109 |
+5,456 |
Mar05 |
041028 |
3770.0 |
3797.0 |
3764.0 |
3792.0 |
+37.0 |
163 |
3,141 |
+61 |
Jun05 |
041028 |
3797.0 |
3801.0 |
3797.0 |
3801.0 |
+35.0 |
5 |
3,077 |
+1 |
Total Volume and Open Interest |
16,190 |
177,882 |
+5,523 |
GSCI(CME) |
Nov04 |
041028 |
354.90 |
360.10 |
352.00 |
352.70 |
-6.65 |
92 |
16,902 |
+24 |
Dec04 |
041028 |
356.00 |
356.00 |
356.00 |
356.00 |
-6.50 |
1 |
13 |
+1 |
Jan05 |
041028 |
355.50 |
355.50 |
355.50 |
355.50 |
-5.50 |
1 |
1 |
+0 |
Total Volume and Open Interest |
94 |
16,916 |
+25 |
RJ/CRB Index(ICE) |
Nov04 |
041028 |
284.00 |
285.00 |
283.50 |
284.50 |
-1.50 |
23 |
246 |
+2 |
Jan05 |
041028 |
282.75 |
284.00 |
282.50 |
283.50 |
-1.25 |
13 |
238 |
+4 |
Feb05 |
041028 |
281.50 |
281.50 |
281.50 |
281.50 |
-1.00 |
1 |
34 |
+0 |
Total Volume and Open Interest |
37 |
619 |
+6 |
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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