|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon November 01, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov04 |
041101 |
525.00 |
526.00 |
515.50 |
518.00 |
-9.50 |
13,151 |
21,370 |
-4,398 |
Jan05 |
041101 |
530.00 |
530.00 |
518.50 |
521.50 |
-12.00 |
36,282 |
111,504 |
+3,413 |
Mar05 |
041101 |
537.50 |
537.50 |
525.00 |
527.50 |
-12.75 |
3,659 |
42,955 |
+449 |
May05 |
041101 |
544.50 |
544.50 |
532.00 |
534.25 |
-12.25 |
2,718 |
25,315 |
+936 |
Jul05 |
041101 |
549.00 |
549.50 |
538.50 |
541.00 |
-13.25 |
1,275 |
19,796 |
+163 |
Aug05 |
041101 |
549.00 |
549.00 |
541.00 |
543.00 |
-12.00 |
51 |
880 |
+35 |
Sep05 |
041101 |
550.00 |
550.00 |
545.00 |
545.00 |
-12.00 |
0 |
190 |
+0 |
Total Volume and Open Interest |
57,394 |
228,821 |
+570 |
Soybean Meal(CBOT) |
Dec04 |
041101 |
152.50 |
152.70 |
150.00 |
150.10 |
-3.80 |
18,391 |
51,199 |
+1,381 |
Jan05 |
041101 |
153.80 |
154.00 |
151.30 |
151.40 |
-4.20 |
8,333 |
17,839 |
+761 |
Mar05 |
041101 |
155.70 |
156.20 |
154.00 |
154.00 |
-3.90 |
7,073 |
24,073 |
+2,583 |
May05 |
041101 |
158.00 |
158.50 |
156.30 |
156.40 |
-3.60 |
2,001 |
15,128 |
+269 |
Jul05 |
041101 |
161.50 |
161.50 |
159.10 |
159.30 |
-3.60 |
1,060 |
19,348 |
+198 |
Aug05 |
041101 |
163.50 |
163.50 |
160.70 |
160.90 |
-3.30 |
298 |
6,970 |
+108 |
Sep05 |
041101 |
165.00 |
165.00 |
161.70 |
161.70 |
-3.80 |
80 |
4,685 |
+64 |
Oct05 |
041101 |
164.80 |
164.80 |
163.00 |
163.40 |
-2.90 |
52 |
2,276 |
+8 |
Total Volume and Open Interest |
38,533 |
145,650 |
+5,944 |
Soybean Oil(CBOT) |
Dec04 |
041101 |
21.40 |
21.45 |
21.03 |
21.18 |
-0.32 |
13,638 |
51,496 |
-2,633 |
Jan05 |
041101 |
21.43 |
21.52 |
21.15 |
21.28 |
-0.30 |
5,036 |
29,348 |
+315 |
Mar05 |
041101 |
21.54 |
21.55 |
21.23 |
21.38 |
-0.26 |
5,519 |
23,825 |
+1,676 |
May05 |
041101 |
21.65 |
21.65 |
21.35 |
21.42 |
-0.34 |
1,537 |
15,752 |
+618 |
Jul05 |
041101 |
21.70 |
21.75 |
21.44 |
21.54 |
-0.35 |
895 |
13,339 |
+55 |
Aug05 |
041101 |
21.65 |
21.75 |
21.54 |
21.54 |
-0.34 |
46 |
5,414 |
+14 |
Sep05 |
041101 |
21.65 |
21.73 |
21.51 |
21.51 |
-0.34 |
81 |
3,054 |
+1 |
Oct05 |
041101 |
21.60 |
21.70 |
21.50 |
21.50 |
-0.20 |
25 |
2,142 |
+25 |
Total Volume and Open Interest |
27,032 |
149,886 |
+243 |
Canola(WCE) |
Nov04 |
041101 |
300.0 |
300.0 |
295.9 |
295.9 |
-6.1 |
2,399 |
1,386 |
-1,050 |
Jan05 |
041101 |
304.0 |
304.0 |
299.7 |
299.8 |
-5.7 |
3,080 |
41,054 |
+1,345 |
Mar05 |
041101 |
307.0 |
307.0 |
304.2 |
304.2 |
-5.0 |
397 |
6,347 |
+92 |
May05 |
041101 |
309.1 |
309.1 |
309.1 |
309.1 |
-4.4 |
5 |
426 |
+5 |
Jul05 |
041101 |
317.0 |
317.0 |
317.0 |
317.0 |
-2.5 |
0 |
389 |
+0 |
Total Volume and Open Interest |
6,192 |
57,194 |
+649 |
Corn(CBOT) |
Dec04 |
041101 |
202.50 |
202.50 |
199.25 |
200.00 |
-2.50 |
67,666 |
329,041 |
+2,875 |
Mar05 |
041101 |
213.00 |
213.00 |
210.50 |
211.00 |
-2.00 |
25,366 |
156,464 |
+8,016 |
May05 |
041101 |
220.50 |
220.50 |
218.25 |
218.75 |
-1.75 |
2,940 |
47,636 |
+549 |
Jul05 |
041101 |
227.00 |
227.25 |
224.75 |
225.25 |
-2.25 |
5,241 |
55,033 |
+806 |
Sep05 |
041101 |
234.00 |
234.00 |
232.25 |
232.50 |
-1.75 |
1,460 |
14,586 |
+772 |
Dec05 |
041101 |
242.00 |
242.00 |
240.50 |
241.25 |
-1.50 |
2,107 |
28,022 |
+393 |
Total Volume and Open Interest |
104,933 |
632,961 |
+13,489 |
Wheat(CBOT) |
Dec04 |
041101 |
314.00 |
314.00 |
304.50 |
306.25 |
-10.25 |
27,761 |
110,934 |
-1,341 |
Mar05 |
041101 |
325.00 |
325.50 |
316.75 |
319.00 |
-9.50 |
10,080 |
32,910 |
+2,883 |
May05 |
041101 |
330.00 |
330.00 |
322.75 |
324.50 |
-10.00 |
197 |
5,231 |
-5 |
Jul05 |
041101 |
334.00 |
334.00 |
326.00 |
327.50 |
-9.50 |
1,533 |
9,729 |
-16 |
Sep05 |
041101 |
333.50 |
333.50 |
333.50 |
333.50 |
-10.00 |
9 |
203 |
+7 |
Total Volume and Open Interest |
39,722 |
159,453 |
+1,635 |
Wheat(KCBT) |
Dec04 |
041101 |
344.00 |
344.50 |
337.00 |
339.00 |
-8.00 |
10,418 |
47,554 |
-1,792 |
Mar05 |
041101 |
348.00 |
349.00 |
342.00 |
344.25 |
-6.25 |
3,971 |
18,429 |
+810 |
May05 |
041101 |
349.00 |
349.00 |
344.00 |
344.00 |
-4.75 |
300 |
3,788 |
+95 |
Jul05 |
041101 |
343.00 |
343.00 |
336.00 |
337.00 |
-6.75 |
659 |
7,024 |
+401 |
Sep05 |
041101 |
345.00 |
345.00 |
341.00 |
341.00 |
-7.00 |
5 |
753 |
+3 |
Total Volume and Open Interest |
15,354 |
77,610 |
-483 |
Wheat(MGE) |
Dec04 |
041101 |
365.00 |
365.75 |
358.25 |
360.50 |
-6.25 |
2,986 |
16,575 |
-111 |
Mar05 |
041101 |
371.50 |
372.00 |
365.75 |
367.25 |
-7.25 |
908 |
10,666 |
+252 |
May05 |
041101 |
376.50 |
376.50 |
371.75 |
371.75 |
-6.75 |
115 |
4,124 |
+29 |
Jul05 |
041101 |
372.50 |
372.50 |
370.50 |
370.50 |
-7.00 |
70 |
2,278 |
+25 |
Sep05 |
041101 |
365.00 |
366.00 |
365.00 |
365.50 |
-4.50 |
72 |
867 |
+14 |
Total Volume and Open Interest |
4,165 |
34,608 |
+218 |
Oats(CBOT) |
Dec04 |
041101 |
141.00 |
141.25 |
139.25 |
139.50 |
-3.25 |
1,209 |
4,974 |
-133 |
Mar05 |
041101 |
148.25 |
148.25 |
146.00 |
146.25 |
-3.25 |
168 |
2,319 |
+81 |
May05 |
041101 |
152.00 |
152.00 |
150.50 |
150.50 |
-3.00 |
0 |
117 |
+0 |
Jul05 |
041101 |
155.50 |
155.50 |
155.50 |
155.50 |
-3.00 |
0 |
33 |
+0 |
Total Volume and Open Interest |
1,377 |
7,446 |
-52 |
Rough Rice(CBOT) |
Nov04 |
041101 |
6.80 |
6.80 |
6.61 |
6.65 |
-0.13 |
41 |
1,192 |
-1 |
Jan05 |
041101 |
6.96 |
7.02 |
6.74 |
6.77 |
-0.17 |
96 |
3,032 |
-28 |
Mar05 |
041101 |
7.10 |
7.10 |
6.98 |
6.98 |
-0.18 |
10 |
814 |
-1 |
May05 |
041101 |
7.21 |
7.21 |
7.21 |
7.21 |
-0.18 |
0 |
206 |
+0 |
Total Volume and Open Interest |
147 |
5,248 |
-30 |
Live Cattle(CME) |
Dec04 |
041101 |
83.900 |
84.225 |
83.550 |
83.950 |
-0.525 |
18,732 |
63,644 |
-773 |
Feb05 |
041101 |
86.900 |
87.150 |
86.450 |
87.000 |
-0.200 |
10,142 |
24,029 |
+2,090 |
Apr05 |
041101 |
84.900 |
85.075 |
84.500 |
84.950 |
-0.175 |
2,157 |
10,985 |
+42 |
Jun05 |
041101 |
81.600 |
81.750 |
81.250 |
81.575 |
-0.275 |
1,592 |
7,327 |
+73 |
Aug05 |
041101 |
81.850 |
81.850 |
81.525 |
81.775 |
-0.075 |
453 |
3,492 |
+169 |
Oct05 |
041101 |
82.600 |
82.600 |
82.400 |
82.600 |
+0.300 |
37 |
622 |
+2 |
Total Volume and Open Interest |
33,394 |
110,101 |
+1,280 |
Feeder Cattle(CME) |
Nov04 |
041101 |
108.600 |
109.300 |
108.500 |
108.700 |
-0.500 |
2,825 |
5,034 |
-793 |
Jan05 |
041101 |
105.250 |
105.850 |
104.600 |
104.675 |
-0.850 |
4,386 |
8,167 |
-315 |
Mar05 |
041101 |
101.000 |
101.775 |
101.000 |
101.200 |
-0.600 |
189 |
1,501 |
+32 |
Apr05 |
041101 |
100.550 |
100.700 |
100.400 |
100.500 |
-0.300 |
49 |
550 |
+24 |
May05 |
041101 |
100.100 |
100.800 |
100.100 |
100.450 |
-0.250 |
67 |
636 |
+32 |
Aug05 |
041101 |
100.700 |
100.700 |
100.500 |
100.600 |
-0.100 |
12 |
40 |
+8 |
Total Volume and Open Interest |
7,528 |
15,928 |
-2,489 |
Lean Hogs(CME) |
Dec04 |
041101 |
68.050 |
69.350 |
67.700 |
69.175 |
+1.725 |
7,487 |
50,380 |
+78 |
Feb05 |
041101 |
67.700 |
69.200 |
67.500 |
69.175 |
+1.975 |
4,445 |
20,656 |
+724 |
Apr05 |
041101 |
64.900 |
66.750 |
64.900 |
66.625 |
+1.875 |
1,054 |
7,577 |
+49 |
May05 |
041101 |
65.350 |
66.250 |
65.350 |
66.025 |
+0.800 |
110 |
1,448 |
+49 |
Jun05 |
041101 |
69.150 |
70.250 |
69.150 |
70.225 |
+0.875 |
338 |
3,729 |
+53 |
Jul05 |
041101 |
65.750 |
66.250 |
65.750 |
66.150 |
+0.800 |
64 |
1,032 |
+25 |
Aug05 |
041101 |
61.900 |
61.975 |
61.900 |
61.975 |
+0.575 |
23 |
591 |
+6 |
Oct05 |
041101 |
53.950 |
54.500 |
53.900 |
54.325 |
+0.425 |
27 |
212 |
+34 |
Total Volume and Open Interest |
13,555 |
85,648 |
+1,021 |
Pork Bellies(CME) |
Feb05 |
041101 |
95.000 |
97.800 |
95.000 |
97.800 |
+3.000 |
340 |
1,154 |
+14 |
Mar05 |
041101 |
97.000 |
97.000 |
97.000 |
97.000 |
+3.000 |
2 |
28 |
-1 |
May05 |
041101 |
97.750 |
97.750 |
97.750 |
97.750 |
+3.000 |
1 |
34 |
+0 |
Jul05 |
041101 |
97.500 |
100.600 |
97.500 |
100.600 |
+3.000 |
0 |
8 |
+0 |
Aug05 |
041101 |
94.900 |
94.900 |
94.900 |
94.900 |
unch |
|
|
|
Total Volume and Open Interest |
343 |
1,224 |
+13 |
Class III Milk(CME) |
Nov04 |
041101 |
14.10 |
14.20 |
14.05 |
14.15 |
+0.05 |
76 |
4,227 |
+28 |
Dec04 |
041101 |
13.00 |
13.08 |
12.90 |
12.97 |
-0.08 |
121 |
3,358 |
-3 |
Jan05 |
041101 |
12.42 |
12.45 |
12.41 |
12.41 |
-0.04 |
13 |
1,824 |
-1 |
Feb05 |
041101 |
12.26 |
12.26 |
12.25 |
12.25 |
-0.01 |
14 |
1,884 |
+3 |
Mar05 |
041101 |
12.36 |
12.38 |
12.26 |
12.26 |
-0.10 |
53 |
2,201 |
+4 |
Total Volume and Open Interest |
397 |
20,217 |
-4,376 |
Cocoa(ICE) |
Dec04 |
041101 |
1469 |
1469 |
1451 |
1453 |
-16 |
5,885 |
43,470 |
-629 |
Mar05 |
041101 |
1477 |
1480 |
1471 |
1472 |
-12 |
1,890 |
23,123 |
+411 |
May05 |
041101 |
1488 |
1488 |
1482 |
1484 |
-12 |
1,200 |
11,410 |
-80 |
Jul05 |
041101 |
1499 |
1505 |
1496 |
1496 |
-12 |
1,820 |
10,580 |
-302 |
Sep05 |
041101 |
1514 |
1517 |
1508 |
1508 |
-10 |
490 |
8,004 |
+562 |
Dec05 |
041101 |
1520 |
1520 |
1520 |
1520 |
-12 |
424 |
8,522 |
+229 |
Mar06 |
041101 |
1530 |
1530 |
1530 |
1530 |
-12 |
0 |
9,838 |
+0 |
Total Volume and Open Interest |
13,621 |
125,622 |
+2,003 |
Coffee "C"(ICE) |
Dec04 |
041101 |
75.00 |
75.60 |
73.80 |
74.20 |
-0.20 |
15,039 |
45,358 |
-1,099 |
Mar05 |
041101 |
77.70 |
78.55 |
76.80 |
77.25 |
-0.10 |
5,401 |
21,825 |
+1,712 |
May05 |
041101 |
79.40 |
80.30 |
78.60 |
79.00 |
-0.05 |
341 |
5,379 |
+197 |
Jul05 |
041101 |
81.20 |
81.75 |
80.55 |
80.75 |
unch |
165 |
1,913 |
+71 |
Sep05 |
041101 |
82.70 |
82.70 |
82.00 |
82.20 |
-0.05 |
35 |
1,214 |
-5 |
Dec05 |
041101 |
85.30 |
85.30 |
84.70 |
84.70 |
-0.05 |
30 |
625 |
+9 |
Total Volume and Open Interest |
21,111 |
76,529 |
+962 |
Orange Juice(ICE) |
Nov04 |
041101 |
78.50 |
79.00 |
76.00 |
76.55 |
-0.70 |
1,860 |
3,039 |
-147 |
Jan05 |
041101 |
80.90 |
81.50 |
78.10 |
78.85 |
-1.50 |
1,570 |
16,079 |
+940 |
Mar05 |
041101 |
82.80 |
83.10 |
79.95 |
80.50 |
-1.85 |
978 |
11,203 |
+820 |
May05 |
041101 |
84.75 |
84.75 |
82.50 |
82.75 |
-2.25 |
110 |
4,328 |
-27 |
Jul05 |
041101 |
85.95 |
85.95 |
84.25 |
84.25 |
-1.70 |
3 |
475 |
+3 |
Sep05 |
041101 |
85.75 |
85.75 |
85.75 |
85.75 |
-1.70 |
0 |
91 |
+0 |
Total Volume and Open Interest |
4,626 |
35,805 |
+1,694 |
Sugar #11(ICE) |
Mar05 |
041101 |
8.62 |
8.63 |
8.40 |
8.46 |
-0.14 |
31,055 |
226,295 |
-4,320 |
May05 |
041101 |
8.79 |
8.79 |
8.58 |
8.64 |
-0.12 |
8,049 |
41,459 |
+19 |
Jul05 |
041101 |
8.64 |
8.64 |
8.45 |
8.51 |
-0.11 |
3,094 |
23,341 |
-289 |
Oct05 |
041101 |
8.65 |
8.65 |
8.47 |
8.54 |
-0.09 |
1,160 |
22,262 |
-72 |
Mar06 |
041101 |
8.50 |
8.50 |
8.37 |
8.42 |
-0.11 |
947 |
7,797 |
+162 |
Total Volume and Open Interest |
44,978 |
324,872 |
-3,972 |
Sugar #14(ICE) |
Jan05 |
041101 |
20.46 |
20.46 |
20.41 |
20.42 |
+0.01 |
95 |
1,648 |
+33 |
Mar05 |
041101 |
20.50 |
20.50 |
20.50 |
20.50 |
-0.02 |
75 |
3,184 |
+31 |
May05 |
041101 |
20.57 |
20.57 |
20.57 |
20.57 |
unch |
23 |
1,896 |
+1 |
Jul05 |
041101 |
20.68 |
20.69 |
20.68 |
20.68 |
unch |
14 |
1,496 |
+0 |
Sep05 |
041101 |
20.77 |
20.80 |
20.77 |
20.80 |
+0.03 |
138 |
2,088 |
+130 |
Total Volume and Open Interest |
349 |
10,867 |
+199 |
London Cocoa(LCE) |
Dec04 |
041101 |
836 |
840 |
830 |
832 |
-1 |
6,478 |
79,805 |
-1,309 |
Mar05 |
041101 |
853 |
857 |
851 |
852 |
-1 |
3,176 |
37,970 |
+61 |
May05 |
041101 |
867 |
867 |
865 |
866 |
-1 |
1,917 |
17,755 |
+315 |
Jul05 |
041101 |
884 |
886 |
884 |
884 |
unch |
347 |
14,991 |
+29 |
Sep05 |
041101 |
903 |
904 |
900 |
901 |
unch |
568 |
28,168 |
+141 |
Dec05 |
041101 |
904 |
906 |
902 |
904 |
-1 |
525 |
11,789 |
+268 |
Mar06 |
041101 |
911 |
913 |
910 |
912 |
-1 |
13 |
3,424 |
+5 |
Total Volume and Open Interest |
13,024 |
194,370 |
-490 |
London Coffee(LCE) |
Nov04 |
041101 |
551.00 |
556.00 |
542.00 |
546.00 |
+6.00 |
7,776 |
22,253 |
-6,273 |
Jan05 |
041101 |
568.00 |
576.00 |
564.00 |
570.00 |
+9.00 |
21,951 |
74,222 |
+2,339 |
Mar05 |
041101 |
590.00 |
596.00 |
585.00 |
590.00 |
+8.00 |
3,296 |
34,517 |
+762 |
May05 |
041101 |
609.00 |
615.00 |
604.00 |
609.00 |
+8.00 |
2,090 |
29,234 |
+1,747 |
Jul05 |
041101 |
630.00 |
635.00 |
625.00 |
628.00 |
+8.00 |
1,270 |
7,555 |
+843 |
Sep05 |
041101 |
644.00 |
649.00 |
639.00 |
644.00 |
+9.00 |
127 |
4,674 |
+52 |
Total Volume and Open Interest |
37,188 |
174,235 |
-164 |
London Sugar(LCE) |
Dec04 |
041101 |
240.00 |
240.90 |
235.30 |
236.90 |
-2.10 |
852 |
13,328 |
+5 |
Mar05 |
041101 |
250.00 |
251.00 |
246.10 |
248.00 |
-2.50 |
2,426 |
26,402 |
+753 |
May05 |
041101 |
257.90 |
257.90 |
254.00 |
255.50 |
-2.50 |
514 |
10,125 |
-33 |
Aug05 |
041101 |
257.90 |
257.90 |
254.00 |
256.00 |
-2.20 |
215 |
4,636 |
+15 |
Oct05 |
041101 |
256.00 |
256.50 |
254.50 |
256.50 |
-1.70 |
152 |
2,846 |
+99 |
Total Volume and Open Interest |
4,238 |
59,795 |
+788 |
Cotton(ICE) |
Dec04 |
041101 |
44.66 |
44.90 |
43.55 |
43.98 |
-1.00 |
8,679 |
41,769 |
-280 |
Mar05 |
041101 |
44.40 |
44.80 |
43.80 |
44.20 |
-0.37 |
5,358 |
25,851 |
+2,522 |
May05 |
041101 |
45.70 |
45.80 |
45.25 |
45.50 |
-0.20 |
613 |
5,525 |
-104 |
Jul05 |
041101 |
47.00 |
47.17 |
46.50 |
47.02 |
-0.16 |
404 |
6,728 |
+115 |
Oct05 |
041101 |
49.05 |
49.05 |
49.05 |
49.05 |
-0.55 |
0 |
44 |
+0 |
Dec05 |
041101 |
50.25 |
50.25 |
49.85 |
50.00 |
-0.60 |
257 |
3,278 |
+24 |
Total Volume and Open Interest |
15,528 |
83,808 |
+2,444 |
Lumber(CME) |
Nov04 |
041101 |
316.5 |
319.0 |
308.6 |
308.9 |
-10.6 |
549 |
1,421 |
-324 |
Jan05 |
041101 |
317.2 |
317.2 |
308.7 |
311.3 |
-5.9 |
459 |
1,729 |
+17 |
Mar05 |
041101 |
326.5 |
326.6 |
316.5 |
323.0 |
-3.5 |
22 |
235 |
+5 |
May05 |
041101 |
327.0 |
327.0 |
326.1 |
326.1 |
-3.4 |
0 |
71 |
-1 |
Total Volume and Open Interest |
1,030 |
3,468 |
-303 |
Crude Oil(NYM) |
Dec04 |
041101 |
52.00 |
52.50 |
49.30 |
50.13 |
-1.63 |
105,368 |
222,365 |
-8,010 |
Jan05 |
041101 |
52.00 |
52.35 |
49.22 |
50.01 |
-1.59 |
46,091 |
91,153 |
+3,658 |
Feb05 |
041101 |
51.65 |
52.00 |
49.00 |
49.73 |
-1.58 |
15,739 |
47,086 |
+3,730 |
Mar05 |
041101 |
51.15 |
51.50 |
48.60 |
49.30 |
-1.56 |
8,216 |
32,370 |
+1,006 |
Apr05 |
041101 |
50.55 |
50.90 |
48.50 |
48.83 |
-1.52 |
2,388 |
21,009 |
-729 |
May05 |
041101 |
48.50 |
48.50 |
48.36 |
48.36 |
-1.47 |
3,183 |
15,101 |
-174 |
Jun05 |
041101 |
49.60 |
49.70 |
47.50 |
47.89 |
-1.42 |
5,030 |
32,757 |
+181 |
Jul05 |
041101 |
49.10 |
49.10 |
47.00 |
47.41 |
-1.38 |
968 |
13,089 |
+398 |
Aug05 |
041101 |
46.52 |
46.95 |
46.35 |
46.95 |
-1.34 |
215 |
9,748 |
+23 |
Sep05 |
041101 |
48.10 |
48.10 |
46.20 |
46.52 |
-1.31 |
717 |
11,900 |
+144 |
Oct05 |
041101 |
46.80 |
46.90 |
46.13 |
46.13 |
-1.27 |
312 |
5,648 |
+84 |
Nov05 |
041101 |
46.60 |
46.60 |
45.77 |
45.77 |
-1.24 |
898 |
9,054 |
+388 |
Dec05 |
041101 |
46.90 |
46.90 |
44.95 |
45.44 |
-1.22 |
8,130 |
49,984 |
+872 |
Jan06 |
041101 |
45.12 |
45.12 |
45.12 |
45.12 |
-1.21 |
201 |
7,600 |
+112 |
Feb06 |
041101 |
44.82 |
44.82 |
44.82 |
44.82 |
-1.19 |
32 |
3,093 |
-6 |
Mar06 |
041101 |
44.54 |
44.54 |
44.54 |
44.54 |
-1.17 |
470 |
5,493 |
+236 |
Total Volume and Open Interest |
203,821 |
716,721 |
+3,840 |
Heating Oil(NYM) |
Dec04 |
041101 |
148.30 |
148.95 |
139.00 |
140.76 |
-5.65 |
33,047 |
72,245 |
-1,824 |
Jan05 |
041101 |
149.00 |
149.30 |
140.00 |
141.46 |
-5.55 |
6,897 |
33,371 |
-24 |
Feb05 |
041101 |
147.50 |
147.60 |
137.00 |
140.11 |
-5.25 |
3,874 |
20,258 |
+88 |
Mar05 |
041101 |
143.00 |
143.80 |
136.50 |
136.86 |
-4.85 |
3,140 |
15,367 |
+685 |
Apr05 |
041101 |
138.50 |
138.50 |
131.00 |
131.56 |
-4.65 |
532 |
5,248 |
-15 |
May05 |
041101 |
127.00 |
128.35 |
126.70 |
127.21 |
-4.40 |
782 |
4,514 |
+171 |
Jun05 |
041101 |
126.50 |
126.50 |
124.61 |
124.61 |
-4.20 |
2,433 |
6,877 |
+907 |
Jul05 |
041101 |
124.00 |
124.00 |
123.26 |
123.26 |
-4.15 |
1,441 |
4,208 |
-151 |
Aug05 |
041101 |
124.00 |
124.00 |
123.00 |
123.36 |
-4.10 |
146 |
1,934 |
+22 |
Sep05 |
041101 |
127.00 |
127.00 |
123.96 |
123.96 |
-4.10 |
27 |
3,561 |
+25 |
Oct05 |
041101 |
125.50 |
125.50 |
124.66 |
124.66 |
-4.10 |
29 |
308 |
+16 |
Nov05 |
041101 |
126.00 |
126.25 |
125.36 |
125.36 |
-4.10 |
121 |
425 |
+21 |
Total Volume and Open Interest |
64,822 |
180,076 |
-6,267 |
Gasoline(NYMEX) |
Dec04 |
041101 |
133.70 |
134.70 |
128.15 |
129.08 |
-3.77 |
27,231 |
58,698 |
-2,060 |
Jan05 |
041101 |
135.50 |
136.20 |
129.50 |
130.37 |
-3.83 |
6,046 |
27,665 |
+1,413 |
Feb05 |
041101 |
136.30 |
136.30 |
130.50 |
131.17 |
-3.88 |
1,091 |
8,615 |
+137 |
Mar05 |
041101 |
137.00 |
137.60 |
131.60 |
131.92 |
-3.93 |
1,873 |
5,621 |
+552 |
Apr05 |
041101 |
144.00 |
144.10 |
138.50 |
138.87 |
-3.98 |
2,577 |
11,175 |
+809 |
May05 |
041101 |
138.00 |
138.62 |
138.00 |
138.62 |
-3.98 |
913 |
9,355 |
+24 |
Jun05 |
041101 |
138.20 |
138.20 |
137.50 |
137.52 |
-3.98 |
259 |
3,340 |
+140 |
Jul05 |
041101 |
135.52 |
135.52 |
135.52 |
135.52 |
-3.98 |
102 |
3,889 |
-104 |
Aug05 |
041101 |
133.07 |
133.07 |
133.07 |
133.07 |
-3.98 |
50 |
1,750 |
+50 |
Sep05 |
041101 |
129.82 |
129.82 |
129.82 |
129.82 |
-3.98 |
25 |
4,202 |
-19 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Dec04 |
041101 |
9.120 |
9.200 |
8.610 |
8.720 |
-0.005 |
16,890 |
70,041 |
-2,142 |
Jan05 |
041101 |
9.800 |
9.820 |
9.260 |
9.394 |
+0.011 |
7,872 |
51,593 |
+1,097 |
Feb05 |
041101 |
9.800 |
9.800 |
9.260 |
9.434 |
+0.016 |
2,653 |
24,832 |
-62 |
Mar05 |
041101 |
9.270 |
9.300 |
8.800 |
8.949 |
+0.031 |
2,964 |
24,480 |
+352 |
Apr05 |
041101 |
7.650 |
7.650 |
7.400 |
7.484 |
+0.046 |
1,707 |
20,247 |
+377 |
May05 |
041101 |
7.200 |
7.200 |
7.080 |
7.139 |
+0.046 |
1,887 |
18,308 |
+836 |
Jun05 |
041101 |
7.160 |
7.161 |
7.110 |
7.161 |
+0.046 |
179 |
11,668 |
+42 |
Jul05 |
041101 |
7.330 |
7.330 |
7.150 |
7.191 |
+0.048 |
1,044 |
14,692 |
+35 |
Aug05 |
041101 |
7.260 |
7.270 |
7.170 |
7.216 |
+0.048 |
415 |
11,870 |
+140 |
Sep05 |
041101 |
7.200 |
7.210 |
7.120 |
7.181 |
+0.048 |
320 |
10,714 |
-14 |
Oct05 |
041101 |
7.240 |
7.240 |
7.150 |
7.211 |
+0.048 |
614 |
16,882 |
-174 |
Nov05 |
041101 |
7.580 |
7.580 |
7.500 |
7.556 |
+0.053 |
261 |
8,514 |
+21 |
Dec05 |
041101 |
7.890 |
7.890 |
7.800 |
7.871 |
+0.058 |
470 |
10,486 |
+190 |
Jan06 |
041101 |
8.100 |
8.120 |
8.070 |
8.116 |
+0.063 |
283 |
11,960 |
+180 |
Feb06 |
041101 |
8.086 |
8.086 |
8.086 |
8.086 |
+0.063 |
143 |
8,272 |
+6 |
Mar06 |
041101 |
7.820 |
7.820 |
7.760 |
7.816 |
+0.063 |
322 |
9,525 |
-1 |
Total Volume and Open Interest |
41,319 |
394,157 |
+176 |
Brent Crude Oil(ICE) |
Dec04 |
041101 |
49.40 |
49.50 |
46.21 |
47.06 |
-1.92 |
53,777 |
85,640 |
+3,319 |
Jan05 |
041101 |
49.18 |
49.25 |
46.20 |
46.99 |
-1.69 |
34,451 |
97,014 |
+4,797 |
Feb05 |
041101 |
48.68 |
48.86 |
46.05 |
46.75 |
-1.57 |
10,432 |
21,692 |
+3,052 |
Mar05 |
041101 |
48.30 |
48.38 |
45.80 |
46.37 |
-1.48 |
1,472 |
18,550 |
-97 |
Apr05 |
041101 |
47.90 |
47.90 |
45.80 |
45.95 |
-1.43 |
902 |
14,578 |
+350 |
May05 |
041101 |
45.80 |
45.80 |
45.52 |
45.52 |
-1.39 |
106 |
5,264 |
+72 |
Jun05 |
041101 |
46.85 |
46.85 |
44.70 |
45.09 |
-1.35 |
703 |
18,519 |
-1,017 |
Jul05 |
041101 |
46.00 |
46.00 |
44.67 |
44.67 |
-1.30 |
213 |
5,824 |
+0 |
Aug05 |
041101 |
44.29 |
44.29 |
44.29 |
44.29 |
-1.26 |
0 |
2,156 |
+100 |
Sep05 |
041101 |
43.93 |
43.93 |
43.93 |
43.93 |
-1.22 |
0 |
5,730 |
+0 |
Oct05 |
041101 |
43.59 |
43.59 |
43.59 |
43.59 |
-1.19 |
0 |
650 |
+0 |
Nov05 |
041101 |
43.27 |
43.27 |
43.27 |
43.27 |
-1.17 |
0 |
100 |
+0 |
Dec05 |
041101 |
44.40 |
44.40 |
42.30 |
42.96 |
-1.16 |
5,642 |
42,556 |
-670 |
Total Volume and Open Interest |
90,535 |
367,996 |
+11,856 |
Gas Oil(ICE) |
Nov04 |
041101 |
451.00 |
457.25 |
416.00 |
427.00 |
-18.75 |
16,200 |
35,172 |
-1,202 |
Dec04 |
041101 |
443.25 |
449.75 |
413.00 |
426.50 |
-11.00 |
18,103 |
49,744 |
-1,355 |
Jan05 |
041101 |
439.50 |
445.75 |
411.00 |
423.25 |
-11.75 |
5,933 |
18,608 |
-456 |
Feb05 |
041101 |
434.00 |
434.00 |
408.00 |
414.75 |
-12.50 |
473 |
7,147 |
-49 |
Mar05 |
041101 |
425.25 |
426.00 |
403.50 |
408.25 |
-9.50 |
706 |
5,711 |
-61 |
Apr05 |
041101 |
416.50 |
416.50 |
395.50 |
399.75 |
-8.50 |
207 |
5,920 |
+250 |
May05 |
041101 |
409.75 |
409.75 |
393.00 |
393.00 |
-8.00 |
400 |
3,319 |
+0 |
Jun05 |
041101 |
405.00 |
405.00 |
387.00 |
388.50 |
-7.50 |
500 |
10,347 |
-525 |
Jul05 |
041101 |
386.50 |
386.50 |
386.50 |
386.50 |
-7.50 |
0 |
1,049 |
+0 |
Aug05 |
041101 |
384.75 |
384.75 |
384.75 |
384.75 |
-7.75 |
0 |
1,126 |
+0 |
Total Volume and Open Interest |
42,522 |
162,658 |
-4,548 |
US Dollar Index(ICE) |
Dec04 |
041101 |
84.760 |
85.480 |
84.760 |
85.340 |
+0.360 |
1,591 |
23,606 |
+978 |
Mar05 |
041101 |
85.470 |
85.540 |
85.320 |
85.510 |
+0.360 |
8 |
2,718 |
-4 |
Jun05 |
041101 |
85.630 |
85.690 |
85.630 |
85.690 |
+0.360 |
0 |
12 |
+0 |
Total Volume and Open Interest |
1,600 |
26,350 |
+975 |
Australian Dollar(CME) |
Dec04 |
041101 |
74.30 |
74.50 |
74.10 |
74.38 |
-0.15 |
1,933 |
61,669 |
+859 |
Mar05 |
041101 |
73.78 |
73.81 |
73.75 |
73.81 |
-0.15 |
302 |
461 |
+114 |
Jun05 |
041101 |
73.24 |
73.24 |
73.24 |
73.24 |
-0.15 |
0 |
121 |
+0 |
Total Volume and Open Interest |
2,235 |
62,295 |
+973 |
British Pound(CME) |
Dec04 |
041101 |
182.65 |
182.95 |
182.39 |
182.69 |
-0.43 |
1,941 |
73,002 |
+1,918 |
Mar05 |
041101 |
181.70 |
181.80 |
181.49 |
181.49 |
-0.51 |
14 |
79 |
+6 |
Jun05 |
041101 |
180.49 |
180.49 |
180.49 |
180.49 |
-0.51 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,955 |
73,084 |
+1,924 |
Canadian Dollar(CME) |
Dec04 |
041101 |
81.84 |
81.90 |
81.54 |
81.82 |
-0.13 |
3,824 |
109,669 |
+632 |
Mar05 |
041101 |
81.70 |
81.73 |
81.48 |
81.73 |
-0.13 |
145 |
2,414 |
+64 |
Jun05 |
041101 |
81.57 |
81.66 |
81.57 |
81.66 |
-0.13 |
79 |
1,550 |
+365 |
Sep05 |
041101 |
81.59 |
81.59 |
81.59 |
81.59 |
-0.13 |
15 |
667 |
+0 |
Total Volume and Open Interest |
4,064 |
114,587 |
+1,062 |
Japanese Yen(CME) |
Dec04 |
041101 |
94.27 |
94.42 |
94.03 |
94.18 |
-0.48 |
3,103 |
153,618 |
+2,460 |
Mar05 |
041101 |
94.75 |
95.00 |
94.69 |
94.73 |
-0.45 |
20 |
594 |
+14 |
Jun05 |
041101 |
95.34 |
95.34 |
95.34 |
95.34 |
-0.45 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,123 |
154,218 |
+2,474 |
Swiss Franc(CME) |
Dec04 |
041101 |
83.36 |
83.53 |
83.12 |
83.28 |
-0.58 |
3,647 |
67,675 |
+286 |
Mar05 |
041101 |
83.57 |
83.57 |
83.57 |
83.57 |
-0.58 |
2 |
59 |
+0 |
Jun05 |
041101 |
83.89 |
83.89 |
83.89 |
83.89 |
-0.58 |
0 |
68 |
+0 |
Total Volume and Open Interest |
3,649 |
67,802 |
+286 |
EuroFX(CME) |
Dec04 |
041101 |
127.47 |
127.72 |
127.16 |
127.43 |
-0.44 |
8,548 |
149,785 |
+2,224 |
Mar05 |
041101 |
127.53 |
127.70 |
127.45 |
127.46 |
-0.44 |
415 |
2,562 |
+19 |
Jun05 |
041101 |
127.52 |
127.52 |
127.52 |
127.52 |
-0.44 |
10 |
172 |
+10 |
Total Volume and Open Interest |
8,973 |
152,534 |
+2,252 |
Mexican Peso(CME) |
Nov04 |
041101 |
865.5 |
865.5 |
864.0 |
865.5 |
+1.5 |
|
|
|
Dec04 |
041101 |
860.0 |
862.0 |
858.5 |
861.2 |
+1.5 |
8,678 |
55,921 |
-392 |
Total Volume and Open Interest |
8,678 |
57,125 |
-392 |
30-Year T-Bonds(CBOT) |
Dec04 |
041101 |
113~280 |
113~280 |
113~010 |
113~040 |
-0~230 |
288,982 |
572,311 |
-21,279 |
Mar05 |
041101 |
112~190 |
112~240 |
112~020 |
112~030 |
-0~230 |
4,761 |
33,023 |
+3,183 |
Jun05 |
041101 |
111~040 |
111~040 |
111~030 |
111~030 |
-0~220 |
4 |
126 |
+1 |
Total Volume and Open Interest |
293,747 |
605,460 |
-18,095 |
10-Year T-Notes(CBOT) |
Dec04 |
041101 |
113~180 |
113~180 |
113~025 |
113~040 |
-0~140 |
806,666 |
1,582,744 |
-17,293 |
Mar05 |
041101 |
112~270 |
112~280 |
112~155 |
112~165 |
-0~140 |
22,200 |
131,413 |
+911 |
Jun05 |
041101 |
111~190 |
111~190 |
111~175 |
111~175 |
-0~135 |
1 |
2,748 |
+1 |
Total Volume and Open Interest |
828,867 |
1,716,905 |
-16,381 |
5-Year T-Notes(CBOT) |
Dec04 |
041101 |
111~038 |
111~048 |
111~010 |
111~016 |
-0~032 |
371,024 |
0 |
-1,052,154 |
Mar05 |
041101 |
110~060 |
110~060 |
110~034 |
110~034 |
-0~034 |
217 |
0 |
-77,657 |
Jun05 |
041101 |
109~088 |
109~088 |
109~088 |
109~088 |
-0~032 |
0 |
15 |
+0 |
Total Volume and Open Interest |
371,241 |
15 |
+0 |
2 Year T-Notes(CBOT) |
Dec04 |
041101 |
105~110 |
105~114 |
105~100 |
105~102 |
-0~010 |
1,455 |
206,374 |
-501 |
Total Volume and Open Interest |
1,455 |
206,374 |
-501 |
Eurodollars(CME) |
Dec04 |
041101 |
97.660 |
97.675 |
97.650 |
97.655 |
-0.020 |
30,451 |
956,090 |
-6,623 |
Mar05 |
041101 |
97.450 |
97.460 |
97.410 |
97.415 |
-0.055 |
44,843 |
888,551 |
+2,129 |
Jun05 |
041101 |
97.275 |
97.290 |
97.225 |
97.230 |
-0.065 |
37,932 |
821,895 |
+13,969 |
Sep05 |
041101 |
97.095 |
97.115 |
97.040 |
97.050 |
-0.070 |
39,057 |
712,046 |
-17,211 |
Dec05 |
041101 |
96.895 |
96.910 |
96.845 |
96.850 |
-0.065 |
28,171 |
531,422 |
-15,236 |
Mar06 |
041101 |
96.720 |
96.740 |
96.680 |
96.685 |
-0.055 |
35,237 |
442,737 |
+3,352 |
Jun06 |
041101 |
96.555 |
96.580 |
96.520 |
96.525 |
-0.050 |
19,936 |
307,390 |
+4,668 |
Sep06 |
041101 |
96.405 |
96.420 |
96.365 |
96.370 |
-0.055 |
23,581 |
246,632 |
-1,603 |
Dec06 |
041101 |
96.250 |
96.275 |
96.210 |
96.220 |
-0.060 |
8,724 |
196,718 |
+1,782 |
Mar07 |
041101 |
96.120 |
96.145 |
96.090 |
96.090 |
-0.065 |
12,117 |
169,537 |
-1,995 |
Jun07 |
041101 |
95.995 |
96.020 |
95.950 |
95.960 |
-0.070 |
5,159 |
157,488 |
+496 |
Sep07 |
041101 |
95.870 |
95.900 |
95.830 |
95.840 |
-0.070 |
8,361 |
113,095 |
+1,849 |
Dec07 |
041101 |
95.745 |
95.770 |
95.700 |
95.715 |
-0.070 |
3,143 |
91,281 |
-34 |
Mar08 |
041101 |
95.640 |
95.665 |
95.595 |
95.610 |
-0.070 |
5,611 |
84,379 |
-1,369 |
Jun08 |
041101 |
95.525 |
95.555 |
95.485 |
95.495 |
-0.075 |
2,959 |
84,409 |
+569 |
Sep08 |
041101 |
95.430 |
95.450 |
95.385 |
95.390 |
-0.075 |
5,411 |
76,485 |
+446 |
Dec08 |
041101 |
95.320 |
95.330 |
95.270 |
95.275 |
-0.080 |
1,792 |
58,598 |
+48 |
Mar09 |
041101 |
95.225 |
95.230 |
95.170 |
95.175 |
-0.080 |
2,428 |
47,112 |
+251 |
Total Volume and Open Interest |
320,737 |
6,164,648 |
-15,398 |
30 Day Federal Funds(CBOT) |
Nov04 |
041101 |
98.090 |
98.090 |
98.080 |
98.090 |
-0.010 |
1,672 |
184,580 |
+1,146 |
Dec04 |
041101 |
97.930 |
97.930 |
97.930 |
97.930 |
-0.010 |
3,668 |
143,145 |
+1,573 |
Jan05 |
041101 |
97.860 |
97.880 |
97.860 |
97.870 |
-0.010 |
5,368 |
109,295 |
+596 |
Feb05 |
041101 |
97.700 |
97.700 |
97.680 |
97.690 |
-0.030 |
1,828 |
28,043 |
-174 |
Mar05 |
041101 |
97.640 |
97.640 |
97.640 |
97.640 |
-0.030 |
10 |
6,381 |
+1 |
Apr05 |
041101 |
97.570 |
97.570 |
97.540 |
97.550 |
-0.050 |
0 |
451 |
+0 |
Total Volume and Open Interest |
12,766 |
566,897 |
+3,142 |
30 Day Fed Funds(e-CBOT) |
Nov04 |
041101 |
98.090 |
98.095 |
98.085 |
98.085 |
-0.010 |
5,944 |
0 |
+0 |
Dec04 |
041101 |
97.940 |
97.940 |
97.930 |
97.935 |
-0.005 |
9,685 |
0 |
+0 |
Jan05 |
041101 |
97.875 |
97.875 |
97.865 |
97.870 |
-0.010 |
6,659 |
0 |
+0 |
Feb05 |
041101 |
97.705 |
97.710 |
97.685 |
97.690 |
-0.025 |
2,270 |
0 |
+0 |
Mar05 |
041101 |
97.655 |
97.660 |
97.635 |
97.635 |
-0.030 |
423 |
0 |
+0 |
Apr05 |
041101 |
97.600 |
97.600 |
97.555 |
97.555 |
-0.045 |
1 |
0 |
+0 |
Total Volume and Open Interest |
28,052 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041101 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
200 |
11,719 |
-209 |
Mar05 |
041101 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
35,561 |
-76 |
Jun05 |
041101 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
150 |
21,424 |
-104 |
Sep05 |
041101 |
99.81 |
99.81 |
99.81 |
99.81 |
-0.01 |
274 |
8,567 |
+559 |
Dec05 |
041101 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
7,181 |
+15 |
Mar06 |
041101 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.02 |
0 |
10,755 |
-95 |
Jun06 |
041101 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
2,719 |
+0 |
Sep06 |
041101 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
2,174 |
+0 |
Dec06 |
041101 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
411 |
+0 |
Mar07 |
041101 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
624 |
101,454 |
+90 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041101 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
2 |
60,271 |
+1,366 |
Mar05 |
041101 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
2,607 |
83,596 |
-296 |
Jun05 |
041101 |
99.86 |
99.87 |
99.86 |
99.87 |
unch |
174 |
79,991 |
-1 |
Sep05 |
041101 |
99.81 |
99.82 |
99.81 |
99.81 |
unch |
198 |
44,453 |
+726 |
Dec05 |
041101 |
99.75 |
99.75 |
99.74 |
99.74 |
unch |
2,044 |
36,917 |
+63 |
Mar06 |
041101 |
99.65 |
99.67 |
99.65 |
99.66 |
unch |
15 |
31,263 |
+541 |
Jun06 |
041101 |
99.57 |
99.57 |
99.56 |
99.57 |
unch |
125 |
14,595 |
+259 |
Sep06 |
041101 |
99.46 |
99.47 |
99.46 |
99.46 |
unch |
0 |
5,949 |
+2 |
Total Volume and Open Interest |
5,345 |
370,635 |
+2,660 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041101 |
138.35 |
138.36 |
137.97 |
137.97 |
-0.23 |
1,732 |
26,436 |
-2,206 |
Mar05 |
041101 |
137.18 |
137.18 |
137.02 |
137.02 |
-0.23 |
4 |
0 |
+0 |
Jun05 |
041101 |
137.02 |
137.02 |
137.02 |
137.02 |
-0.23 |
|
|
|
Total Volume and Open Interest |
1,736 |
26,436 |
-2,206 |
Euro-Bund(EUREX) |
Dec04 |
041101 |
116.94 |
117.09 |
116.82 |
116.86 |
-0.08 |
511,377 |
1,347,258 |
+7,643 |
Mar05 |
041101 |
116.16 |
116.26 |
116.11 |
116.13 |
-0.08 |
708 |
28,209 |
+397 |
Jun05 |
041101 |
115.83 |
115.83 |
115.76 |
115.76 |
+0.32 |
1 |
240 |
+0 |
Total Volume and Open Interest |
512,086 |
1,375,707 |
+8,040 |
Euro-Bobl(EUREX) |
Dec04 |
041101 |
112.34 |
112.46 |
112.29 |
112.32 |
-0.01 |
297,689 |
826,540 |
-4,467 |
Mar05 |
041101 |
112.04 |
112.10 |
112.01 |
112.02 |
-0.01 |
152 |
13,820 |
+73 |
Jun05 |
041101 |
111.32 |
111.32 |
111.32 |
111.32 |
-0.01 |
207 |
800 |
+0 |
Total Volume and Open Interest |
298,048 |
841,160 |
-4,394 |
3-Mth Euribor(EUREX) |
Dec04 |
041101 |
97.825 |
97.830 |
97.820 |
97.830 |
+0.005 |
345 |
10,518 |
-72 |
Mar05 |
041101 |
97.735 |
97.740 |
97.735 |
97.735 |
unch |
52 |
6,484 |
-391 |
Jun05 |
041101 |
97.640 |
97.655 |
97.640 |
97.655 |
+0.035 |
300 |
3,970 |
-21 |
Total Volume and Open Interest |
781 |
27,580 |
-465 |
Long Gilt(LIFFE) |
Dec04 |
041101 |
108~11 |
108~15 |
108~06 |
108~10 |
-0~02 |
38,944 |
202,846 |
-4,541 |
Mar05 |
041101 |
109~28 |
109~29 |
109~28 |
109~29 |
+0~03 |
|
|
|
Total Volume and Open Interest |
38,944 |
202,846 |
-4,541 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041101 |
95.09 |
95.10 |
95.08 |
95.09 |
unch |
44,030 |
246,407 |
+7,947 |
Mar05 |
041101 |
95.06 |
95.08 |
95.05 |
95.07 |
+0.01 |
30,743 |
268,171 |
+109 |
Jun05 |
041101 |
95.09 |
95.11 |
95.07 |
95.10 |
+0.01 |
31,236 |
208,358 |
-85 |
Sep05 |
041101 |
95.12 |
95.14 |
95.10 |
95.13 |
+0.01 |
19,417 |
179,916 |
+2,210 |
Dec05 |
041101 |
95.13 |
95.15 |
95.11 |
95.14 |
+0.02 |
15,861 |
177,523 |
+668 |
Mar06 |
041101 |
95.12 |
95.14 |
95.09 |
95.13 |
+0.02 |
4,433 |
95,919 |
+672 |
Total Volume and Open Interest |
153,119 |
1,363,033 |
+12,863 |
3-Mth Euribor(LIFFE) |
Dec04 |
041101 |
97.820 |
97.830 |
97.820 |
97.825 |
unch |
44,018 |
626,349 |
-4,050 |
Mar05 |
041101 |
97.735 |
97.750 |
97.730 |
97.740 |
+0.010 |
97,719 |
540,033 |
-3,104 |
Jun05 |
041101 |
97.635 |
97.660 |
97.625 |
97.640 |
+0.015 |
114,854 |
538,747 |
+5,501 |
Total Volume and Open Interest |
474,744 |
3,097,184 |
-472 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041101 |
94.58 |
94.59 |
94.57 |
94.58 |
unch |
15,006 |
169,582 |
-23,058 |
Mar05 |
041101 |
94.53 |
94.56 |
94.53 |
94.54 |
+0.01 |
11,859 |
188,359 |
-20,536 |
Jun05 |
041101 |
94.51 |
94.53 |
94.50 |
94.52 |
+0.02 |
2,924 |
52,131 |
-2,127 |
Sep05 |
041101 |
94.52 |
94.52 |
94.49 |
94.50 |
+0.02 |
1,249 |
28,934 |
-334 |
Dec05 |
041101 |
94.47 |
94.48 |
94.46 |
94.48 |
+0.03 |
400 |
16,182 |
-69 |
Mar06 |
041101 |
94.44 |
94.46 |
94.44 |
94.46 |
+0.04 |
528 |
11,816 |
+168 |
Jun06 |
041101 |
94.42 |
94.44 |
94.42 |
94.44 |
+0.04 |
465 |
9,146 |
+220 |
Sep06 |
041101 |
94.40 |
94.41 |
94.40 |
94.41 |
+0.04 |
205 |
4,189 |
+43 |
Dec06 |
041101 |
94.36 |
94.38 |
94.36 |
94.38 |
+0.05 |
110 |
2,820 |
+30 |
Mar07 |
041101 |
94.33 |
94.34 |
94.33 |
94.34 |
+0.05 |
3 |
1,797 |
+0 |
Total Volume and Open Interest |
32,782 |
488,217 |
-45,635 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041101 |
94.61 |
94.66 |
94.60 |
94.65 |
+0.04 |
13,036 |
252,796 |
+2,170 |
Mar05 |
041101 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.04 |
|
|
|
Total Volume and Open Interest |
13,036 |
252,796 |
+2,170 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041101 |
94.81 |
94.86 |
94.80 |
94.85 |
+0.04 |
38,720 |
395,038 |
-9,686 |
Mar05 |
041101 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.04 |
|
|
|
Total Volume and Open Interest |
38,720 |
395,038 |
-9,686 |
Gold(CMX) |
Dec04 |
041101 |
429.2 |
431.5 |
427.0 |
428.2 |
-1.2 |
41,038 |
250,406 |
+1,463 |
Feb05 |
041101 |
430.5 |
433.2 |
429.1 |
429.9 |
-1.3 |
4,733 |
16,845 |
+315 |
Apr05 |
041101 |
433.0 |
435.0 |
431.0 |
431.6 |
-1.3 |
404 |
5,503 |
+222 |
Jun05 |
041101 |
435.5 |
437.3 |
432.5 |
433.4 |
-1.2 |
399 |
14,989 |
+134 |
Aug05 |
041101 |
435.3 |
435.3 |
435.3 |
435.3 |
-1.2 |
0 |
6,324 |
+0 |
Oct05 |
041101 |
437.3 |
437.3 |
437.3 |
437.3 |
-1.2 |
144 |
2,517 |
+0 |
Dec05 |
041101 |
442.0 |
443.0 |
439.0 |
439.3 |
-1.2 |
117 |
9,200 |
+22 |
Feb06 |
041101 |
441.5 |
441.5 |
441.5 |
441.5 |
-1.2 |
0 |
844 |
+0 |
Apr06 |
041101 |
443.7 |
443.7 |
443.7 |
443.7 |
-1.2 |
0 |
491 |
+0 |
Jun06 |
041101 |
447.5 |
447.5 |
445.8 |
445.8 |
-1.2 |
1 |
8,314 |
+0 |
Aug06 |
041101 |
448.2 |
448.2 |
448.2 |
448.2 |
-1.2 |
0 |
200 |
+0 |
Total Volume and Open Interest |
47,113 |
323,654 |
+2,116 |
Silver(CMX) |
Dec04 |
041101 |
730.5 |
737.5 |
723.5 |
733.0 |
+2.5 |
14,016 |
89,188 |
-1,772 |
Mar05 |
041101 |
735.5 |
742.0 |
728.5 |
737.2 |
+2.5 |
3,594 |
17,742 |
+2,009 |
May05 |
041101 |
737.0 |
742.0 |
737.0 |
739.6 |
+2.5 |
29 |
2,425 |
+4 |
Jul05 |
041101 |
738.0 |
742.3 |
737.0 |
742.3 |
+2.5 |
13 |
2,115 |
-1 |
Sep05 |
041101 |
744.5 |
744.5 |
744.5 |
744.5 |
+2.5 |
5 |
562 |
+2 |
Dec05 |
041101 |
749.0 |
754.0 |
747.0 |
747.8 |
+2.5 |
7 |
3,661 |
+3 |
Mar06 |
041101 |
750.7 |
750.7 |
750.7 |
750.7 |
+2.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,671 |
117,328 |
+243 |
Platinum(NYMEX) |
Jan05 |
041101 |
835.0 |
838.0 |
828.0 |
832.4 |
-0.6 |
1,135 |
5,625 |
-97 |
Apr05 |
041101 |
830.4 |
830.4 |
830.4 |
830.4 |
-0.6 |
20 |
353 |
+20 |
Total Volume and Open Interest |
1,155 |
5,978 |
-77 |
Palladium(NYMEX) |
Dec04 |
041101 |
211.50 |
217.00 |
208.00 |
210.75 |
-1.45 |
624 |
9,564 |
-21 |
Mar05 |
041101 |
215.00 |
215.00 |
211.80 |
212.50 |
-1.45 |
69 |
218 |
+28 |
Jun05 |
041101 |
215.50 |
215.50 |
215.50 |
215.50 |
-1.45 |
0 |
5 |
+0 |
Total Volume and Open Interest |
693 |
9,787 |
+7 |
Copper(CMX) |
Dec04 |
041101 |
131.60 |
132.60 |
130.50 |
130.75 |
-3.00 |
18,918 |
42,430 |
+95 |
Mar05 |
041101 |
130.00 |
131.10 |
129.30 |
129.45 |
-2.95 |
4,795 |
10,998 |
+1,159 |
May05 |
041101 |
125.50 |
126.00 |
124.95 |
124.95 |
-2.75 |
70 |
3,220 |
-4 |
Jul05 |
041101 |
121.70 |
121.70 |
120.35 |
120.35 |
-3.05 |
19 |
1,634 |
+9 |
Sep05 |
041101 |
118.00 |
118.00 |
117.15 |
117.15 |
-2.75 |
11 |
1,561 |
+2 |
Total Volume and Open Interest |
24,226 |
69,665 |
+1,154 |
Aluminum(CMX) |
Nov04 |
041101 |
88.60 |
88.60 |
88.60 |
88.60 |
-0.30 |
38 |
878 |
-17 |
Dec04 |
041101 |
88.30 |
88.30 |
88.20 |
88.20 |
-0.10 |
38 |
1,222 |
+0 |
Jan05 |
041101 |
87.80 |
87.80 |
87.80 |
87.80 |
unch |
0 |
618 |
+0 |
Feb05 |
041101 |
87.40 |
87.40 |
87.40 |
87.40 |
+0.10 |
0 |
584 |
+0 |
Mar05 |
041101 |
87.00 |
87.00 |
87.00 |
87.00 |
+0.10 |
0 |
601 |
+0 |
Apr05 |
041101 |
86.60 |
86.60 |
86.60 |
86.60 |
+0.20 |
0 |
486 |
+0 |
Total Volume and Open Interest |
76 |
9,863 |
-17 |
DJIA Index(CBOT) |
Dec04 |
041101 |
10015 |
10070 |
10000 |
10042 |
+33 |
5,370 |
41,979 |
-849 |
Mar05 |
041101 |
10015 |
10055 |
10015 |
10038 |
+33 |
1 |
46 |
+1 |
Jun05 |
041101 |
10046 |
10046 |
10046 |
10046 |
+33 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,371 |
42,027 |
-848 |
S & P 500(CME) |
Dec04 |
041101 |
1131.00 |
1133.70 |
1127.60 |
1130.80 |
+0.50 |
38,594 |
622,237 |
-4,169 |
Mar05 |
041101 |
1132.10 |
1132.10 |
1132.10 |
1132.10 |
+0.50 |
1,566 |
24,517 |
+1,212 |
Jun05 |
041101 |
1134.40 |
1134.40 |
1134.40 |
1134.40 |
+0.60 |
50 |
2,378 |
+50 |
Sep05 |
041101 |
1136.90 |
1136.90 |
1136.90 |
1136.90 |
+0.70 |
0 |
66 |
+0 |
Total Volume and Open Interest |
40,230 |
649,348 |
-2,894 |
S & P 500 E-Mini(Globex) |
Dec04 |
041101 |
1127.50 |
1134.00 |
1126.25 |
1130.75 |
+0.50 |
556,564 |
768,841 |
+12,205 |
Mar05 |
041101 |
1127.75 |
1135.00 |
1127.75 |
1132.00 |
+0.50 |
4,773 |
11,901 |
+4,148 |
Total Volume and Open Interest |
561,337 |
780,742 |
+16,353 |
NASDAQ 100(CME) |
Dec04 |
041101 |
1490.00 |
1498.50 |
1482.00 |
1491.50 |
+1.50 |
11,844 |
75,888 |
+401 |
Mar05 |
041101 |
1490.00 |
1499.00 |
1490.00 |
1499.00 |
+1.50 |
0 |
41 |
+0 |
Jun05 |
041101 |
1506.00 |
1506.00 |
1506.00 |
1506.00 |
+1.50 |
|
|
|
Total Volume and Open Interest |
11,844 |
75,929 |
+401 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041101 |
1481.00 |
1498.50 |
1481.00 |
1491.50 |
+1.50 |
285,547 |
319,771 |
+8,615 |
Mar05 |
041101 |
1493.00 |
1504.50 |
1493.00 |
1499.00 |
+1.50 |
117 |
1,891 |
+73 |
Total Volume and Open Interest |
285,664 |
321,662 |
+8,688 |
S & P Midcap 400(CME) |
Dec04 |
041101 |
603.50 |
603.50 |
600.50 |
602.25 |
-0.55 |
326 |
13,630 |
-64 |
Mar05 |
041101 |
602.75 |
602.75 |
602.75 |
602.75 |
-0.55 |
0 |
1 |
+0 |
Jun05 |
041101 |
602.75 |
602.75 |
602.75 |
602.75 |
-0.55 |
|
|
|
Total Volume and Open Interest |
326 |
13,631 |
-64 |
Russell 2000(CME) |
Dec04 |
041101 |
585.00 |
588.00 |
580.75 |
587.25 |
+2.75 |
977 |
26,898 |
+85 |
Mar05 |
041101 |
587.25 |
587.25 |
587.25 |
587.25 |
+2.75 |
|
|
|
Jun05 |
041101 |
587.25 |
587.25 |
587.25 |
587.25 |
+2.75 |
|
|
|
Total Volume and Open Interest |
977 |
26,898 |
+85 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041101 |
583.50 |
588.30 |
580.60 |
587.30 |
+2.80 |
69,160 |
89,168 |
-3,458 |
Mar05 |
041101 |
583.50 |
587.30 |
583.50 |
587.30 |
+2.80 |
3 |
180 |
+1 |
Total Volume and Open Interest |
69,163 |
89,348 |
-3,457 |
Nikkei 225(CME) |
Dec04 |
041101 |
10695 |
10740 |
10680 |
10715 |
-35 |
9,767 |
158,553 |
+0 |
Mar05 |
041101 |
10715 |
10715 |
10715 |
10715 |
-35 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,767 |
158,559 |
+0 |
Nikkei 225(SGX) |
Dec04 |
041101 |
10695 |
10740 |
10680 |
10715 |
-35 |
9,767 |
158,553 |
+0 |
Mar05 |
041101 |
10715 |
10715 |
10715 |
10715 |
-35 |
0 |
3 |
+0 |
Jun05 |
041101 |
10670 |
10670 |
10670 |
10670 |
-35 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,767 |
158,559 |
+0 |
CAC 40(EURONEXT) |
Nov04 |
041101 |
3708.0 |
3746.5 |
3705.0 |
3740.0 |
+26.0 |
48,209 |
394,076 |
+8,300 |
Dec04 |
041101 |
3704.0 |
3740.0 |
3702.5 |
3738.0 |
+26.5 |
2,060 |
137,866 |
+103 |
Jan05 |
041101 |
3744.0 |
3744.0 |
3744.0 |
3744.0 |
+26.5 |
|
|
|
Total Volume and Open Interest |
50,269 |
540,968 |
+8,403 |
Hang Seng Index(HKFE) |
Nov04 |
041101 |
13070 |
13076 |
12964 |
13060 |
+20 |
17,446 |
104,013 |
+2,814 |
Dec04 |
041101 |
13003 |
13063 |
12960 |
13063 |
+31 |
59 |
1,230 |
-1 |
Total Volume and Open Interest |
17,519 |
107,817 |
+2,819 |
DAX(EUREX) |
Dec04 |
041101 |
3973.5 |
4031.0 |
3969.0 |
4012.0 |
+35.5 |
80,806 |
160,617 |
+705 |
Mar05 |
041101 |
3994.0 |
4050.0 |
3993.0 |
4034.0 |
+36.0 |
411 |
9,676 |
-1 |
Jun05 |
041101 |
4042.0 |
4075.0 |
4041.5 |
4056.5 |
+35.5 |
40 |
1,744 |
+177 |
Total Volume and Open Interest |
81,257 |
172,037 |
+881 |
FT-SE 100(EURONEXT) |
Dec04 |
041101 |
4640.00 |
4694.00 |
4637.50 |
4685.50 |
+47.00 |
61,831 |
455,711 |
+3,848 |
Mar05 |
041101 |
4670.00 |
4687.00 |
4670.00 |
4687.00 |
+47.00 |
6 |
19,808 |
+2 |
Jun05 |
041101 |
4688.00 |
4706.50 |
4688.00 |
4706.50 |
+47.50 |
0 |
13,405 |
+0 |
Total Volume and Open Interest |
61,837 |
488,924 |
+3,850 |
SPI 200(SFE) |
Dec04 |
041101 |
3782.0 |
3798.0 |
3782.0 |
3798.0 |
+17.0 |
11,945 |
166,204 |
-3,916 |
Mar05 |
041101 |
3799.0 |
3807.0 |
3798.0 |
3807.0 |
+18.0 |
183 |
3,190 |
-21 |
Jun05 |
041101 |
3818.0 |
3818.0 |
3818.0 |
3818.0 |
+18.0 |
0 |
3,135 |
+5 |
Total Volume and Open Interest |
12,128 |
176,144 |
-3,979 |
GSCI(CME) |
Nov04 |
041101 |
358.40 |
359.80 |
344.80 |
345.90 |
-9.25 |
593 |
16,903 |
-134 |
Dec04 |
041101 |
362.10 |
362.10 |
350.60 |
350.60 |
-8.90 |
109 |
116 |
+103 |
Jan05 |
041101 |
350.00 |
350.00 |
350.00 |
350.00 |
-6.70 |
0 |
1 |
+1 |
Total Volume and Open Interest |
702 |
17,020 |
-30 |
RJ/CRB Index(ICE) |
Nov04 |
041101 |
283.75 |
285.00 |
281.00 |
281.00 |
-3.75 |
25 |
239 |
-1 |
Jan05 |
041101 |
283.25 |
284.50 |
280.50 |
280.50 |
-3.00 |
0 |
240 |
+0 |
Feb05 |
041101 |
278.50 |
278.50 |
278.50 |
278.50 |
-2.75 |
0 |
34 |
+0 |
Total Volume and Open Interest |
25 |
614 |
-1 |
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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