|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri November 05, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov04 |
041105 |
509.00 |
510.00 |
504.25 |
505.00 |
-4.50 |
7,190 |
7,123 |
-3,403 |
Jan05 |
041105 |
505.50 |
510.50 |
504.25 |
505.25 |
-1.00 |
45,000 |
124,344 |
+4,887 |
Mar05 |
041105 |
510.50 |
517.50 |
510.00 |
512.00 |
+0.25 |
9,216 |
43,401 |
-276 |
May05 |
041105 |
517.50 |
523.50 |
517.50 |
519.25 |
unch |
4,146 |
26,385 |
+346 |
Jul05 |
041105 |
524.00 |
529.75 |
524.00 |
526.75 |
+2.00 |
2,141 |
22,777 |
+119 |
Aug05 |
041105 |
528.00 |
531.00 |
527.00 |
528.00 |
+2.00 |
136 |
1,027 |
-91 |
Sep05 |
041105 |
533.00 |
533.00 |
533.00 |
533.00 |
+0.75 |
1 |
313 |
+1 |
Total Volume and Open Interest |
68,189 |
232,346 |
+1,684 |
Soybean Meal(CBOT) |
Dec04 |
041105 |
148.70 |
149.50 |
146.80 |
147.00 |
-1.80 |
9,099 |
50,719 |
+258 |
Jan05 |
041105 |
150.00 |
150.50 |
148.60 |
148.70 |
-1.40 |
5,164 |
19,669 |
+880 |
Mar05 |
041105 |
152.20 |
152.90 |
151.00 |
151.20 |
-1.10 |
3,496 |
24,219 |
+151 |
May05 |
041105 |
154.50 |
154.90 |
153.00 |
153.20 |
-1.10 |
2,150 |
15,589 |
+219 |
Jul05 |
041105 |
156.50 |
157.50 |
156.00 |
156.20 |
-0.70 |
2,050 |
21,655 |
+669 |
Aug05 |
041105 |
158.50 |
158.80 |
157.60 |
157.60 |
-0.80 |
150 |
7,654 |
+79 |
Sep05 |
041105 |
159.00 |
160.40 |
158.50 |
158.50 |
-0.80 |
274 |
5,073 |
+223 |
Oct05 |
041105 |
160.20 |
160.50 |
160.00 |
160.00 |
-0.50 |
58 |
2,355 |
+44 |
Total Volume and Open Interest |
22,820 |
151,507 |
+2,660 |
Soybean Oil(CBOT) |
Dec04 |
041105 |
19.82 |
20.30 |
19.82 |
20.27 |
+0.39 |
18,907 |
52,819 |
+1,513 |
Jan05 |
041105 |
20.04 |
20.41 |
20.04 |
20.37 |
+0.33 |
5,028 |
32,880 |
+940 |
Mar05 |
041105 |
20.19 |
20.55 |
20.19 |
20.54 |
+0.35 |
3,118 |
25,655 |
+1,005 |
May05 |
041105 |
20.32 |
20.70 |
20.32 |
20.67 |
+0.37 |
1,886 |
17,108 |
+874 |
Jul05 |
041105 |
20.42 |
20.80 |
20.42 |
20.79 |
+0.38 |
2,113 |
14,938 |
+841 |
Aug05 |
041105 |
20.45 |
20.77 |
20.45 |
20.77 |
+0.32 |
93 |
5,431 |
+26 |
Sep05 |
041105 |
20.50 |
20.72 |
20.48 |
20.69 |
+0.28 |
47 |
3,101 |
+35 |
Oct05 |
041105 |
20.45 |
20.60 |
20.45 |
20.60 |
+0.18 |
52 |
2,266 |
+9 |
Total Volume and Open Interest |
31,826 |
160,382 |
+5,378 |
Canola(WCE) |
Nov04 |
041105 |
289.0 |
290.0 |
289.0 |
290.0 |
+0.8 |
361 |
246 |
-179 |
Jan05 |
041105 |
284.0 |
287.5 |
283.0 |
286.4 |
+0.9 |
7,516 |
43,108 |
+2,333 |
Mar05 |
041105 |
288.5 |
291.0 |
287.5 |
289.8 |
-0.2 |
702 |
7,290 |
-169 |
May05 |
041105 |
293.8 |
293.8 |
293.8 |
293.8 |
+0.8 |
148 |
544 |
+120 |
Jul05 |
041105 |
299.0 |
299.0 |
298.5 |
298.5 |
-4.5 |
0 |
389 |
+0 |
Total Volume and Open Interest |
9,263 |
61,189 |
+2,576 |
Corn(CBOT) |
Dec04 |
041105 |
197.25 |
200.75 |
197.25 |
199.50 |
+2.00 |
45,395 |
317,308 |
-7,644 |
Mar05 |
041105 |
208.75 |
212.75 |
208.75 |
211.75 |
+2.25 |
24,316 |
175,146 |
+5,256 |
May05 |
041105 |
217.25 |
220.50 |
217.00 |
219.00 |
+1.75 |
6,510 |
52,437 |
+3,041 |
Jul05 |
041105 |
223.25 |
226.75 |
223.25 |
225.50 |
+1.50 |
4,103 |
57,121 |
+867 |
Sep05 |
041105 |
232.00 |
234.00 |
231.25 |
233.25 |
+2.00 |
666 |
15,322 |
+290 |
Dec05 |
041105 |
240.00 |
242.75 |
239.75 |
242.25 |
+2.00 |
1,354 |
29,956 |
+446 |
Total Volume and Open Interest |
82,446 |
649,619 |
+2,330 |
Wheat(CBOT) |
Dec04 |
041105 |
301.50 |
309.00 |
300.50 |
306.50 |
+3.50 |
20,448 |
101,334 |
-4,642 |
Mar05 |
041105 |
315.00 |
322.00 |
313.50 |
319.50 |
+3.25 |
12,270 |
47,001 |
+3,958 |
May05 |
041105 |
320.50 |
328.00 |
320.50 |
325.00 |
+3.00 |
2,126 |
6,872 |
+1,181 |
Jul05 |
041105 |
326.00 |
333.00 |
326.00 |
330.50 |
+4.00 |
1,047 |
9,634 |
-21 |
Sep05 |
041105 |
336.00 |
339.00 |
336.00 |
337.50 |
+4.00 |
18 |
227 |
+10 |
Total Volume and Open Interest |
36,219 |
166,073 |
+706 |
Wheat(KCBT) |
Dec04 |
041105 |
345.50 |
356.00 |
345.00 |
350.25 |
+5.00 |
7,802 |
46,116 |
-1,737 |
Mar05 |
041105 |
348.00 |
355.00 |
347.00 |
352.75 |
+4.75 |
4,173 |
21,055 |
-139 |
May05 |
041105 |
346.50 |
352.00 |
346.00 |
349.50 |
+3.50 |
341 |
3,927 |
+94 |
Jul05 |
041105 |
340.00 |
345.00 |
338.00 |
342.25 |
+3.75 |
898 |
7,158 |
+154 |
Sep05 |
041105 |
346.50 |
346.50 |
346.50 |
346.50 |
+5.50 |
85 |
1,267 |
+83 |
Total Volume and Open Interest |
13,300 |
79,664 |
-1,545 |
Wheat(MGE) |
Dec04 |
041105 |
364.50 |
372.00 |
364.00 |
369.00 |
+4.25 |
5,557 |
13,836 |
-1,260 |
Mar05 |
041105 |
369.00 |
374.50 |
367.00 |
371.25 |
+3.50 |
4,280 |
11,916 |
+588 |
May05 |
041105 |
371.00 |
375.50 |
371.00 |
373.50 |
+2.50 |
758 |
4,586 |
+221 |
Jul05 |
041105 |
368.50 |
372.00 |
368.50 |
369.00 |
+3.00 |
372 |
2,390 |
+43 |
Sep05 |
041105 |
361.00 |
364.00 |
359.00 |
361.50 |
+3.50 |
104 |
977 |
+50 |
Total Volume and Open Interest |
11,096 |
33,870 |
-342 |
Oats(CBOT) |
Dec04 |
041105 |
140.25 |
143.25 |
140.25 |
140.50 |
-0.25 |
298 |
4,657 |
-29 |
Mar05 |
041105 |
148.25 |
150.00 |
147.50 |
147.50 |
-0.25 |
107 |
2,568 |
+31 |
May05 |
041105 |
151.50 |
151.50 |
151.50 |
151.50 |
unch |
1 |
123 |
+0 |
Jul05 |
041105 |
156.00 |
156.00 |
156.00 |
156.00 |
unch |
1 |
33 |
+0 |
Total Volume and Open Interest |
407 |
7,384 |
+2 |
Rough Rice(CBOT) |
Nov04 |
041105 |
6.69 |
6.75 |
6.69 |
6.70 |
-0.04 |
17 |
1,012 |
-26 |
Jan05 |
041105 |
6.76 |
6.87 |
6.75 |
6.84 |
unch |
171 |
3,198 |
+31 |
Mar05 |
041105 |
7.01 |
7.03 |
7.01 |
7.03 |
unch |
1 |
860 |
+1 |
May05 |
041105 |
7.25 |
7.25 |
7.25 |
7.25 |
unch |
10 |
206 |
+0 |
Total Volume and Open Interest |
199 |
5,330 |
+6 |
Live Cattle(CME) |
Dec04 |
041105 |
82.825 |
83.275 |
82.375 |
82.450 |
-0.375 |
14,376 |
57,120 |
-2,767 |
Feb05 |
041105 |
86.000 |
86.400 |
85.500 |
85.825 |
-0.075 |
6,926 |
28,593 |
+1,498 |
Apr05 |
041105 |
83.450 |
84.200 |
83.300 |
83.475 |
-0.150 |
2,827 |
11,976 |
+899 |
Jun05 |
041105 |
80.025 |
80.400 |
79.900 |
79.950 |
-0.075 |
1,436 |
8,102 |
+610 |
Aug05 |
041105 |
80.250 |
80.700 |
80.175 |
80.275 |
-0.125 |
309 |
3,840 |
+60 |
Oct05 |
041105 |
81.200 |
81.800 |
81.200 |
81.200 |
unch |
122 |
743 |
+39 |
Total Volume and Open Interest |
26,034 |
110,414 |
+376 |
Feeder Cattle(CME) |
Nov04 |
041105 |
107.200 |
107.800 |
107.200 |
107.400 |
-0.025 |
1,075 |
3,442 |
-402 |
Jan05 |
041105 |
102.000 |
102.800 |
101.700 |
101.750 |
-0.450 |
3,368 |
7,953 |
-616 |
Mar05 |
041105 |
98.450 |
99.400 |
98.450 |
99.000 |
+0.325 |
385 |
1,838 |
+140 |
Apr05 |
041105 |
98.000 |
98.700 |
98.000 |
98.500 |
+0.300 |
197 |
633 |
+26 |
May05 |
041105 |
98.000 |
98.650 |
98.000 |
98.400 |
+0.100 |
97 |
733 |
+18 |
Aug05 |
041105 |
98.750 |
99.475 |
98.750 |
99.475 |
+0.075 |
23 |
81 |
+6 |
Total Volume and Open Interest |
5,145 |
14,680 |
-828 |
Lean Hogs(CME) |
Dec04 |
041105 |
74.000 |
74.350 |
72.200 |
72.250 |
-1.600 |
6,816 |
50,612 |
-423 |
Feb05 |
041105 |
72.400 |
72.500 |
71.400 |
71.600 |
-1.300 |
9,247 |
22,829 |
+22 |
Apr05 |
041105 |
67.400 |
67.950 |
67.200 |
67.900 |
-0.200 |
1,642 |
8,888 |
+265 |
May05 |
041105 |
66.900 |
67.500 |
66.300 |
67.425 |
-0.175 |
248 |
1,810 |
+115 |
Jun05 |
041105 |
70.500 |
71.000 |
70.200 |
70.975 |
-0.100 |
1,102 |
4,938 |
+344 |
Jul05 |
041105 |
66.000 |
67.000 |
65.900 |
66.900 |
-0.100 |
73 |
1,208 |
+30 |
Aug05 |
041105 |
62.000 |
62.800 |
61.900 |
62.800 |
+0.050 |
55 |
687 |
+8 |
Oct05 |
041105 |
54.400 |
54.400 |
54.200 |
54.200 |
-0.550 |
9 |
224 |
+2 |
Total Volume and Open Interest |
19,197 |
91,231 |
+368 |
Pork Bellies(CME) |
Feb05 |
041105 |
102.900 |
103.000 |
100.250 |
101.700 |
-0.800 |
703 |
1,356 |
+103 |
Mar05 |
041105 |
100.150 |
100.250 |
99.500 |
99.600 |
-0.550 |
5 |
30 |
+0 |
May05 |
041105 |
100.650 |
100.650 |
100.650 |
100.650 |
-0.550 |
13 |
25 |
-9 |
Jul05 |
041105 |
102.850 |
102.850 |
102.850 |
102.850 |
+0.350 |
1 |
9 |
+1 |
Aug05 |
041105 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
722 |
1,421 |
+95 |
Class III Milk(CME) |
Nov04 |
041105 |
14.30 |
14.40 |
14.30 |
14.40 |
+0.06 |
65 |
4,193 |
+2 |
Dec04 |
041105 |
13.55 |
13.60 |
13.50 |
13.60 |
+0.11 |
236 |
3,476 |
-12 |
Jan05 |
041105 |
12.60 |
12.70 |
12.59 |
12.70 |
+0.10 |
78 |
1,903 |
+36 |
Feb05 |
041105 |
12.28 |
12.34 |
12.28 |
12.31 |
+0.03 |
45 |
1,930 |
+11 |
Mar05 |
041105 |
12.36 |
12.36 |
12.35 |
12.35 |
+0.04 |
69 |
2,274 |
+39 |
Total Volume and Open Interest |
708 |
20,728 |
+214 |
Cocoa(ICE) |
Dec04 |
041105 |
1580 |
1638 |
1572 |
1633 |
+65 |
14,773 |
32,720 |
-4,404 |
Mar05 |
041105 |
1585 |
1643 |
1581 |
1641 |
+63 |
8,096 |
25,419 |
+2,214 |
May05 |
041105 |
1595 |
1650 |
1594 |
1650 |
+63 |
156 |
11,542 |
-7 |
Jul05 |
041105 |
1613 |
1659 |
1600 |
1659 |
+63 |
872 |
10,906 |
+228 |
Sep05 |
041105 |
1630 |
1668 |
1630 |
1668 |
+61 |
33 |
8,779 |
-10 |
Dec05 |
041105 |
1675 |
1675 |
1675 |
1675 |
+60 |
920 |
8,717 |
+148 |
Mar06 |
041105 |
1678 |
1683 |
1678 |
1683 |
+60 |
224 |
10,283 |
+200 |
Total Volume and Open Interest |
25,074 |
119,041 |
-1,631 |
Coffee "C"(ICE) |
Dec04 |
041105 |
78.25 |
79.20 |
78.00 |
78.30 |
+0.40 |
10,642 |
42,122 |
-971 |
Mar05 |
041105 |
81.20 |
82.00 |
81.00 |
81.30 |
+0.40 |
3,620 |
24,233 |
+531 |
May05 |
041105 |
82.70 |
83.40 |
82.70 |
82.80 |
+0.40 |
537 |
5,228 |
-12 |
Jul05 |
041105 |
84.30 |
85.00 |
84.30 |
84.30 |
+0.40 |
598 |
2,354 |
+274 |
Sep05 |
041105 |
86.00 |
86.10 |
85.85 |
85.85 |
+0.40 |
53 |
1,236 |
-3 |
Dec05 |
041105 |
88.25 |
88.50 |
88.25 |
88.40 |
+0.40 |
45 |
658 |
+21 |
Total Volume and Open Interest |
15,495 |
76,033 |
-160 |
Orange Juice(ICE) |
Nov04 |
041105 |
79.00 |
79.00 |
74.00 |
74.40 |
-2.20 |
2,512 |
513 |
-1,932 |
Jan05 |
041105 |
79.20 |
79.85 |
77.20 |
77.25 |
-1.90 |
390 |
16,783 |
-112 |
Mar05 |
041105 |
81.10 |
81.55 |
79.25 |
79.25 |
-1.85 |
73 |
11,276 |
+26 |
May05 |
041105 |
84.00 |
84.50 |
81.25 |
82.00 |
-1.60 |
11 |
4,328 |
+0 |
Jul05 |
041105 |
83.50 |
83.50 |
83.50 |
83.50 |
-1.60 |
24 |
453 |
-1 |
Sep05 |
041105 |
85.00 |
85.00 |
85.00 |
85.00 |
-1.60 |
0 |
111 |
+0 |
Total Volume and Open Interest |
3,010 |
34,074 |
-2,019 |
Sugar #11(ICE) |
Mar05 |
041105 |
8.46 |
8.49 |
8.41 |
8.48 |
+0.05 |
13,970 |
207,159 |
-3,554 |
May05 |
041105 |
8.60 |
8.62 |
8.56 |
8.62 |
+0.05 |
3,400 |
40,383 |
+294 |
Jul05 |
041105 |
8.45 |
8.46 |
8.42 |
8.46 |
+0.04 |
1,547 |
21,755 |
-247 |
Oct05 |
041105 |
8.47 |
8.48 |
8.43 |
8.46 |
+0.03 |
736 |
21,779 |
+31 |
Mar06 |
041105 |
8.33 |
8.37 |
8.33 |
8.35 |
+0.02 |
235 |
8,367 |
+124 |
Total Volume and Open Interest |
19,961 |
303,554 |
-3,304 |
Sugar #14(ICE) |
Jan05 |
041105 |
20.46 |
20.48 |
20.46 |
20.48 |
+0.01 |
193 |
1,660 |
+77 |
Mar05 |
041105 |
20.48 |
20.52 |
20.48 |
20.52 |
unch |
120 |
3,333 |
+77 |
May05 |
041105 |
20.56 |
20.59 |
20.56 |
20.59 |
+0.02 |
40 |
1,962 |
+24 |
Jul05 |
041105 |
20.70 |
20.71 |
20.70 |
20.71 |
+0.01 |
14 |
1,506 |
+10 |
Sep05 |
041105 |
20.79 |
20.82 |
20.79 |
20.82 |
+0.03 |
60 |
2,236 |
+5 |
Total Volume and Open Interest |
434 |
11,277 |
+200 |
London Cocoa(LCE) |
Dec04 |
041105 |
895 |
926 |
891 |
913 |
+24 |
48,444 |
50,847 |
-28,062 |
Mar05 |
041105 |
909 |
939 |
906 |
927 |
+22 |
28,535 |
49,348 |
+10,607 |
May05 |
041105 |
925 |
950 |
916 |
938 |
+21 |
3,902 |
18,693 |
+1,489 |
Jul05 |
041105 |
939 |
969 |
935 |
955 |
+20 |
1,628 |
15,371 |
+350 |
Sep05 |
041105 |
955 |
987 |
954 |
974 |
+20 |
1,793 |
30,872 |
+637 |
Dec05 |
041105 |
946 |
972 |
946 |
961 |
+16 |
22,445 |
28,311 |
+15,800 |
Mar06 |
041105 |
972 |
983 |
969 |
969 |
+14 |
291 |
3,896 |
+119 |
Total Volume and Open Interest |
107,038 |
197,788 |
+940 |
London Coffee(LCE) |
Nov04 |
041105 |
558.00 |
569.00 |
558.00 |
563.00 |
+8.00 |
63 |
20,463 |
-242 |
Jan05 |
041105 |
581.00 |
588.00 |
580.00 |
583.00 |
+6.00 |
4,020 |
81,682 |
+1,210 |
Mar05 |
041105 |
600.00 |
609.00 |
600.00 |
603.00 |
+7.00 |
1,321 |
35,867 |
+13 |
May05 |
041105 |
623.00 |
629.00 |
622.00 |
622.00 |
+6.00 |
305 |
32,055 |
+173 |
Jul05 |
041105 |
639.00 |
645.00 |
639.00 |
640.00 |
+6.00 |
314 |
8,675 |
+283 |
Sep05 |
041105 |
654.00 |
657.00 |
654.00 |
657.00 |
+7.00 |
100 |
5,032 |
+21 |
Total Volume and Open Interest |
6,155 |
185,753 |
+1,470 |
London Sugar(LCE) |
Dec04 |
041105 |
237.00 |
238.80 |
235.30 |
236.80 |
+0.30 |
1,523 |
10,016 |
-363 |
Mar05 |
041105 |
247.70 |
249.00 |
245.40 |
247.00 |
+0.70 |
1,631 |
27,059 |
+158 |
May05 |
041105 |
255.00 |
255.90 |
253.00 |
254.50 |
+0.70 |
116 |
10,255 |
-1 |
Aug05 |
041105 |
255.80 |
255.80 |
253.50 |
254.80 |
+0.60 |
132 |
4,639 |
+44 |
Oct05 |
041105 |
254.20 |
255.10 |
254.20 |
255.10 |
+0.80 |
107 |
2,982 |
+70 |
Total Volume and Open Interest |
3,664 |
57,793 |
+43 |
Cotton(ICE) |
Dec04 |
041105 |
43.52 |
43.80 |
43.20 |
43.36 |
-0.01 |
8,251 |
40,500 |
+245 |
Mar05 |
041105 |
43.30 |
43.80 |
43.00 |
43.74 |
+0.74 |
7,251 |
29,251 |
+1,892 |
May05 |
041105 |
44.45 |
44.75 |
44.35 |
44.75 |
+0.52 |
1,352 |
5,952 |
+63 |
Jul05 |
041105 |
45.75 |
46.05 |
45.65 |
45.93 |
+0.34 |
1,086 |
7,019 |
+105 |
Oct05 |
041105 |
48.20 |
48.20 |
48.20 |
48.20 |
+0.40 |
1 |
44 |
+0 |
Dec05 |
041105 |
49.10 |
49.30 |
49.00 |
49.20 |
+0.32 |
807 |
3,954 |
+483 |
Total Volume and Open Interest |
18,880 |
87,401 |
+2,801 |
Lumber(CME) |
Nov04 |
041105 |
293.8 |
294.5 |
290.1 |
290.1 |
-2.7 |
386 |
1,053 |
-181 |
Jan05 |
041105 |
301.7 |
303.5 |
298.0 |
302.5 |
+2.0 |
413 |
2,239 |
+82 |
Mar05 |
041105 |
313.1 |
314.8 |
312.0 |
313.0 |
+0.4 |
16 |
300 |
+7 |
May05 |
041105 |
323.0 |
323.0 |
322.0 |
322.0 |
-0.3 |
3 |
76 |
+2 |
Total Volume and Open Interest |
818 |
3,681 |
-90 |
Crude Oil(NYM) |
Dec04 |
041105 |
49.05 |
49.70 |
48.30 |
49.61 |
+0.79 |
121,094 |
193,155 |
-6,136 |
Jan05 |
041105 |
49.15 |
49.70 |
48.40 |
49.62 |
+0.78 |
67,385 |
105,831 |
+4,186 |
Feb05 |
041105 |
49.00 |
49.50 |
48.30 |
49.48 |
+0.81 |
22,374 |
49,129 |
+1,211 |
Mar05 |
041105 |
48.55 |
49.11 |
48.10 |
49.11 |
+0.83 |
7,050 |
31,860 |
+652 |
Apr05 |
041105 |
47.90 |
48.67 |
47.80 |
48.67 |
+0.84 |
2,822 |
22,627 |
+440 |
May05 |
041105 |
47.60 |
48.22 |
47.60 |
48.22 |
+0.85 |
1,864 |
15,969 |
+252 |
Jun05 |
041105 |
47.25 |
47.77 |
46.95 |
47.77 |
+0.86 |
4,592 |
32,509 |
-158 |
Jul05 |
041105 |
46.50 |
47.32 |
46.50 |
47.32 |
+0.87 |
672 |
13,523 |
+222 |
Aug05 |
041105 |
46.06 |
46.89 |
46.06 |
46.89 |
+0.88 |
454 |
10,327 |
+56 |
Sep05 |
041105 |
46.20 |
46.48 |
45.70 |
46.48 |
+0.89 |
309 |
12,103 |
+239 |
Oct05 |
041105 |
45.35 |
46.09 |
45.35 |
46.09 |
+0.89 |
20 |
5,767 |
+0 |
Nov05 |
041105 |
45.74 |
45.74 |
45.74 |
45.74 |
+0.90 |
1,157 |
9,960 |
+814 |
Dec05 |
041105 |
45.00 |
45.42 |
44.45 |
45.42 |
+0.91 |
9,150 |
53,334 |
+1,858 |
Jan06 |
041105 |
45.09 |
45.09 |
45.09 |
45.09 |
+0.91 |
375 |
7,804 |
+150 |
Feb06 |
041105 |
44.78 |
44.78 |
44.78 |
44.78 |
+0.91 |
240 |
3,349 |
+180 |
Mar06 |
041105 |
44.50 |
44.50 |
44.50 |
44.50 |
+0.91 |
2,085 |
7,694 |
+1,720 |
Total Volume and Open Interest |
251,011 |
714,614 |
+5,850 |
Heating Oil(NYM) |
Dec04 |
041105 |
137.80 |
138.50 |
135.00 |
137.41 |
+0.20 |
27,082 |
65,196 |
-1,070 |
Jan05 |
041105 |
138.70 |
139.35 |
136.25 |
138.56 |
+0.33 |
11,753 |
36,977 |
+1,049 |
Feb05 |
041105 |
137.80 |
138.25 |
135.00 |
137.71 |
+0.53 |
2,513 |
22,586 |
-218 |
Mar05 |
041105 |
134.00 |
135.50 |
132.25 |
134.81 |
+0.73 |
1,828 |
16,670 |
+263 |
Apr05 |
041105 |
129.50 |
129.81 |
128.20 |
129.81 |
+1.03 |
608 |
6,013 |
+91 |
May05 |
041105 |
125.40 |
126.00 |
124.10 |
125.86 |
+1.43 |
375 |
4,979 |
+50 |
Jun05 |
041105 |
122.90 |
123.46 |
121.75 |
123.46 |
+1.58 |
1,199 |
6,853 |
-175 |
Jul05 |
041105 |
120.70 |
122.31 |
120.70 |
122.31 |
+1.73 |
452 |
4,397 |
+163 |
Aug05 |
041105 |
121.70 |
122.41 |
121.70 |
122.41 |
+1.73 |
1 |
2,029 |
+0 |
Sep05 |
041105 |
121.40 |
123.01 |
121.40 |
123.01 |
+1.73 |
0 |
3,566 |
+120 |
Oct05 |
041105 |
123.76 |
123.76 |
123.76 |
123.76 |
+1.73 |
5 |
306 |
+3 |
Nov05 |
041105 |
123.00 |
124.51 |
123.00 |
124.51 |
+1.73 |
4 |
434 |
+2 |
Total Volume and Open Interest |
46,134 |
179,788 |
+407 |
Gasoline(NYMEX) |
Dec04 |
041105 |
128.00 |
129.10 |
125.75 |
128.68 |
+0.94 |
23,746 |
52,431 |
-585 |
Jan05 |
041105 |
129.20 |
130.20 |
127.70 |
129.82 |
+0.73 |
6,814 |
32,504 |
+1,091 |
Feb05 |
041105 |
130.20 |
130.80 |
129.50 |
130.65 |
+0.76 |
1,268 |
9,072 |
+408 |
Mar05 |
041105 |
131.00 |
131.45 |
130.00 |
131.45 |
+0.81 |
870 |
5,597 |
+111 |
Apr05 |
041105 |
138.50 |
138.80 |
136.50 |
138.40 |
+0.86 |
1,577 |
12,733 |
+556 |
May05 |
041105 |
137.80 |
138.30 |
137.80 |
138.30 |
+0.96 |
750 |
9,974 |
+59 |
Jun05 |
041105 |
137.00 |
137.25 |
137.00 |
137.25 |
+1.01 |
491 |
4,125 |
+276 |
Jul05 |
041105 |
135.35 |
135.35 |
135.35 |
135.35 |
+1.06 |
100 |
3,814 |
-50 |
Aug05 |
041105 |
132.85 |
132.85 |
132.85 |
132.85 |
+1.11 |
0 |
1,763 |
+0 |
Sep05 |
041105 |
129.60 |
129.60 |
129.60 |
129.60 |
+1.06 |
216 |
4,155 |
+8 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Dec04 |
041105 |
8.120 |
8.200 |
7.700 |
7.954 |
-0.245 |
37,190 |
65,999 |
-328 |
Jan05 |
041105 |
8.770 |
8.850 |
8.350 |
8.529 |
-0.370 |
12,199 |
50,917 |
+1,568 |
Feb05 |
041105 |
8.840 |
8.900 |
8.400 |
8.579 |
-0.400 |
4,985 |
29,478 |
+768 |
Mar05 |
041105 |
8.400 |
8.500 |
8.020 |
8.239 |
-0.370 |
4,807 |
27,844 |
+765 |
Apr05 |
041105 |
7.290 |
7.290 |
7.050 |
7.139 |
-0.220 |
1,714 |
20,221 |
-10 |
May05 |
041105 |
7.000 |
7.000 |
6.750 |
6.899 |
-0.170 |
1,979 |
18,958 |
+52 |
Jun05 |
041105 |
7.020 |
7.020 |
6.840 |
6.921 |
-0.170 |
1,508 |
12,282 |
+491 |
Jul05 |
041105 |
7.050 |
7.050 |
6.900 |
6.949 |
-0.170 |
664 |
14,881 |
+72 |
Aug05 |
041105 |
7.080 |
7.080 |
6.950 |
6.974 |
-0.170 |
295 |
11,932 |
+40 |
Sep05 |
041105 |
7.040 |
7.040 |
6.870 |
6.934 |
-0.170 |
139 |
10,670 |
+5 |
Oct05 |
041105 |
7.080 |
7.120 |
6.900 |
6.969 |
-0.170 |
300 |
16,809 |
+69 |
Nov05 |
041105 |
7.440 |
7.440 |
7.250 |
7.307 |
-0.170 |
125 |
8,527 |
+6 |
Dec05 |
041105 |
7.750 |
7.750 |
7.500 |
7.629 |
-0.163 |
726 |
10,594 |
+78 |
Jan06 |
041105 |
7.950 |
7.950 |
7.780 |
7.874 |
-0.160 |
552 |
12,381 |
+272 |
Feb06 |
041105 |
7.930 |
7.930 |
7.750 |
7.884 |
-0.135 |
50 |
8,283 |
+9 |
Mar06 |
041105 |
7.600 |
7.634 |
7.590 |
7.634 |
-0.115 |
614 |
9,431 |
-263 |
Total Volume and Open Interest |
69,879 |
400,889 |
+4,586 |
Brent Crude Oil(ICE) |
Dec04 |
041105 |
46.00 |
46.62 |
45.50 |
46.42 |
+0.41 |
38,997 |
62,281 |
-6,250 |
Jan05 |
041105 |
46.00 |
46.71 |
45.60 |
46.56 |
+0.55 |
29,625 |
95,994 |
-3,914 |
Feb05 |
041105 |
45.93 |
46.63 |
45.53 |
46.49 |
+0.59 |
7,815 |
33,778 |
+2,993 |
Mar05 |
041105 |
46.00 |
46.40 |
45.31 |
46.26 |
+0.63 |
802 |
17,808 |
-1,514 |
Apr05 |
041105 |
45.84 |
45.93 |
45.10 |
45.93 |
+0.67 |
138 |
15,041 |
-902 |
May05 |
041105 |
45.07 |
45.57 |
44.89 |
45.57 |
+0.70 |
77 |
6,397 |
-60 |
Jun05 |
041105 |
44.70 |
45.20 |
44.40 |
45.20 |
+0.72 |
639 |
18,783 |
-225 |
Jul05 |
041105 |
44.82 |
44.82 |
44.82 |
44.82 |
+0.72 |
100 |
5,839 |
+0 |
Aug05 |
041105 |
44.44 |
44.44 |
44.44 |
44.44 |
+0.72 |
100 |
2,135 |
-221 |
Sep05 |
041105 |
43.33 |
44.07 |
43.30 |
44.07 |
+0.71 |
0 |
5,530 |
+0 |
Oct05 |
041105 |
43.00 |
43.73 |
43.00 |
43.73 |
+0.71 |
0 |
850 |
+0 |
Nov05 |
041105 |
43.39 |
43.39 |
43.39 |
43.39 |
+0.70 |
0 |
150 |
+0 |
Dec05 |
041105 |
42.55 |
43.06 |
42.30 |
43.06 |
+0.70 |
1,367 |
40,323 |
-416 |
Total Volume and Open Interest |
79,660 |
355,472 |
-10,409 |
Gas Oil(ICE) |
Nov04 |
041105 |
417.50 |
423.00 |
410.00 |
411.00 |
-15.00 |
10,385 |
22,999 |
-4,489 |
Dec04 |
041105 |
413.00 |
419.50 |
408.00 |
412.50 |
-9.25 |
16,784 |
49,952 |
+1,446 |
Jan05 |
041105 |
411.50 |
417.00 |
405.50 |
406.50 |
-13.25 |
8,736 |
21,396 |
+166 |
Feb05 |
041105 |
407.00 |
409.00 |
402.00 |
402.00 |
-12.50 |
1,525 |
8,984 |
+1,394 |
Mar05 |
041105 |
401.25 |
403.00 |
395.25 |
395.25 |
-12.00 |
193 |
6,308 |
+76 |
Apr05 |
041105 |
393.00 |
394.50 |
388.25 |
388.25 |
-11.75 |
264 |
6,055 |
+669 |
May05 |
041105 |
387.75 |
390.75 |
383.25 |
383.25 |
-10.75 |
362 |
3,383 |
+0 |
Jun05 |
041105 |
380.75 |
380.75 |
379.50 |
379.50 |
-10.50 |
50 |
9,195 |
-102 |
Jul05 |
041105 |
378.00 |
378.00 |
378.00 |
378.00 |
-10.25 |
0 |
1,049 |
+0 |
Aug05 |
041105 |
375.00 |
377.00 |
375.00 |
377.00 |
-10.00 |
100 |
1,451 |
+125 |
Total Volume and Open Interest |
38,499 |
155,195 |
-615 |
US Dollar Index(ICE) |
Dec04 |
041105 |
84.600 |
85.090 |
84.030 |
84.070 |
-0.560 |
1,925 |
25,005 |
-593 |
Mar05 |
041105 |
84.800 |
85.200 |
84.220 |
84.220 |
-0.580 |
113 |
2,858 |
+72 |
Jun05 |
041105 |
84.400 |
84.400 |
84.400 |
84.400 |
-0.580 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,038 |
27,893 |
-521 |
Australian Dollar(CME) |
Dec04 |
041105 |
75.55 |
76.03 |
75.00 |
76.00 |
+0.54 |
2,485 |
63,795 |
+1,103 |
Mar05 |
041105 |
75.35 |
75.44 |
75.30 |
75.44 |
+0.54 |
5 |
496 |
+3 |
Jun05 |
041105 |
74.59 |
74.90 |
74.59 |
74.90 |
+0.54 |
75 |
260 |
+76 |
Total Volume and Open Interest |
2,728 |
64,754 |
+1,340 |
British Pound(CME) |
Dec04 |
041105 |
183.82 |
185.06 |
182.50 |
184.93 |
+1.21 |
4,675 |
83,597 |
+2,903 |
Mar05 |
041105 |
182.25 |
184.00 |
182.25 |
183.73 |
+1.21 |
23 |
127 |
+23 |
Jun05 |
041105 |
182.73 |
182.73 |
182.73 |
182.73 |
+1.21 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,698 |
83,727 |
+2,926 |
Canadian Dollar(CME) |
Dec04 |
041105 |
82.88 |
83.54 |
82.40 |
83.29 |
+0.53 |
2,851 |
111,521 |
-1,276 |
Mar05 |
041105 |
82.52 |
83.40 |
82.34 |
83.20 |
+0.54 |
44 |
2,682 |
+14 |
Jun05 |
041105 |
82.49 |
83.13 |
82.49 |
83.13 |
+0.55 |
21 |
1,611 |
+12 |
Sep05 |
041105 |
82.67 |
83.07 |
82.40 |
83.07 |
+0.57 |
0 |
671 |
+1 |
Total Volume and Open Interest |
2,917 |
116,780 |
-1,251 |
Japanese Yen(CME) |
Dec04 |
041105 |
94.44 |
94.96 |
93.93 |
94.76 |
+0.35 |
4,925 |
168,273 |
+3,127 |
Mar05 |
041105 |
94.75 |
95.50 |
94.75 |
95.31 |
+0.35 |
30 |
942 |
+10 |
Jun05 |
041105 |
95.92 |
95.92 |
95.92 |
95.92 |
+0.35 |
0 |
5 |
+0 |
Total Volume and Open Interest |
4,955 |
169,235 |
+3,137 |
Swiss Franc(CME) |
Dec04 |
041105 |
84.15 |
84.98 |
83.42 |
84.95 |
+0.69 |
4,776 |
73,693 |
+1,649 |
Mar05 |
041105 |
84.35 |
85.26 |
84.35 |
85.26 |
+0.71 |
28 |
87 |
+23 |
Jun05 |
041105 |
85.60 |
85.60 |
85.60 |
85.60 |
+0.73 |
0 |
68 |
+0 |
Total Volume and Open Interest |
4,804 |
73,848 |
+1,672 |
EuroFX(CME) |
Dec04 |
041105 |
128.67 |
129.50 |
127.65 |
129.46 |
+0.86 |
10,214 |
159,816 |
-321 |
Mar05 |
041105 |
128.00 |
129.56 |
127.70 |
129.52 |
+0.88 |
482 |
2,922 |
+184 |
Jun05 |
041105 |
129.15 |
129.61 |
129.15 |
129.61 |
+0.90 |
16 |
191 |
+16 |
Total Volume and Open Interest |
10,712 |
164,040 |
-121 |
Mexican Peso(CME) |
Nov04 |
041105 |
876.2 |
876.2 |
874.5 |
876.2 |
+1.8 |
|
|
|
Dec04 |
041105 |
870.2 |
874.0 |
868.0 |
872.0 |
+1.8 |
9,356 |
63,283 |
+2,880 |
Total Volume and Open Interest |
9,401 |
64,506 |
+2,916 |
30-Year T-Bonds(CBOT) |
Dec04 |
041105 |
113~170 |
113~210 |
111~000 |
112~080 |
-1~110 |
280,057 |
565,886 |
+4,330 |
Mar05 |
041105 |
112~170 |
112~190 |
110~000 |
111~080 |
-1~110 |
6,649 |
37,154 |
+2,075 |
Jun05 |
041105 |
110~100 |
110~110 |
110~000 |
110~110 |
-1~090 |
3 |
133 |
+2 |
Total Volume and Open Interest |
286,709 |
603,173 |
+6,407 |
10-Year T-Notes(CBOT) |
Dec04 |
041105 |
113~060 |
113~095 |
111~160 |
112~135 |
-0~270 |
747,884 |
1,514,460 |
-43,765 |
Mar05 |
041105 |
112~185 |
112~205 |
111~065 |
111~255 |
-0~275 |
19,451 |
174,227 |
+5,441 |
Jun05 |
041105 |
110~200 |
110~270 |
110~200 |
110~270 |
-0~270 |
8 |
4,034 |
+6 |
Total Volume and Open Interest |
767,343 |
1,692,721 |
-38,318 |
5-Year T-Notes(CBOT) |
Dec04 |
041105 |
111~016 |
111~018 |
110~000 |
110~066 |
-0~086 |
375,832 |
0 |
-1,032,222 |
Mar05 |
041105 |
110~040 |
110~040 |
109~086 |
109~086 |
-0~086 |
10,044 |
0 |
-93,840 |
Jun05 |
041105 |
109~016 |
109~016 |
109~016 |
109~016 |
-0~082 |
0 |
15 |
+0 |
Total Volume and Open Interest |
385,876 |
15 |
+0 |
2 Year T-Notes(CBOT) |
Dec04 |
041105 |
105~097 |
105~097 |
105~044 |
105~057 |
-0~043 |
594 |
204,690 |
-38 |
Total Volume and Open Interest |
594 |
204,690 |
-38 |
Eurodollars(CME) |
Dec04 |
041105 |
97.650 |
97.655 |
97.540 |
97.580 |
-0.080 |
40,465 |
992,433 |
+11,417 |
Mar05 |
041105 |
97.405 |
97.405 |
97.230 |
97.260 |
-0.160 |
45,578 |
929,669 |
+10,173 |
Jun05 |
041105 |
97.215 |
97.215 |
96.990 |
97.015 |
-0.210 |
31,395 |
842,641 |
-9,789 |
Sep05 |
041105 |
97.025 |
97.030 |
96.765 |
96.800 |
-0.235 |
45,800 |
710,171 |
+443 |
Dec05 |
041105 |
96.830 |
96.830 |
96.570 |
96.605 |
-0.230 |
22,745 |
540,767 |
+5,874 |
Mar06 |
041105 |
96.665 |
96.665 |
96.420 |
96.450 |
-0.225 |
17,563 |
443,465 |
-5,526 |
Jun06 |
041105 |
96.515 |
96.520 |
96.270 |
96.325 |
-0.200 |
15,831 |
316,738 |
-219 |
Sep06 |
041105 |
96.375 |
96.375 |
96.150 |
96.195 |
-0.190 |
21,652 |
244,125 |
-1,560 |
Dec06 |
041105 |
96.240 |
96.240 |
96.020 |
96.065 |
-0.175 |
21,255 |
202,622 |
+5,173 |
Mar07 |
041105 |
96.115 |
96.115 |
95.895 |
95.955 |
-0.160 |
14,653 |
166,611 |
+3,300 |
Jun07 |
041105 |
95.980 |
95.980 |
95.810 |
95.840 |
-0.150 |
13,035 |
164,797 |
+4,405 |
Sep07 |
041105 |
95.865 |
95.865 |
95.660 |
95.735 |
-0.135 |
16,355 |
113,762 |
+1,031 |
Dec07 |
041105 |
95.750 |
95.750 |
95.600 |
95.620 |
-0.130 |
6,646 |
90,264 |
-1,959 |
Mar08 |
041105 |
95.640 |
95.640 |
95.490 |
95.515 |
-0.125 |
4,868 |
84,768 |
+253 |
Jun08 |
041105 |
95.530 |
95.530 |
95.385 |
95.410 |
-0.120 |
5,084 |
86,567 |
+1,183 |
Sep08 |
041105 |
95.425 |
95.425 |
95.225 |
95.310 |
-0.115 |
9,219 |
76,243 |
+1,190 |
Dec08 |
041105 |
95.310 |
95.310 |
95.110 |
95.200 |
-0.110 |
2,460 |
59,218 |
+71 |
Mar09 |
041105 |
95.215 |
95.215 |
95.015 |
95.110 |
-0.105 |
2,270 |
48,096 |
+193 |
Total Volume and Open Interest |
347,119 |
6,295,921 |
+27,824 |
30 Day Federal Funds(CBOT) |
Nov04 |
041105 |
98.090 |
98.090 |
98.080 |
98.080 |
-0.010 |
139 |
186,022 |
-1,367 |
Dec04 |
041105 |
97.930 |
97.930 |
97.880 |
97.890 |
-0.040 |
1,103 |
151,137 |
+587 |
Jan05 |
041105 |
97.800 |
97.810 |
97.790 |
97.800 |
-0.070 |
939 |
102,681 |
+1,027 |
Feb05 |
041105 |
97.610 |
97.620 |
97.600 |
97.610 |
-0.090 |
1,749 |
26,406 |
+308 |
Mar05 |
041105 |
97.630 |
97.630 |
97.520 |
97.530 |
-0.120 |
111 |
7,293 |
+492 |
Apr05 |
041105 |
97.420 |
97.420 |
97.410 |
97.410 |
-0.150 |
812 |
2,211 |
+282 |
Total Volume and Open Interest |
4,853 |
475,794 |
+1,329 |
30 Day Fed Funds(e-CBOT) |
Nov04 |
041105 |
98.085 |
98.085 |
98.075 |
98.075 |
-0.005 |
2,367 |
0 |
+0 |
Dec04 |
041105 |
97.930 |
97.930 |
97.870 |
97.895 |
-0.035 |
8,787 |
0 |
+0 |
Jan05 |
041105 |
97.865 |
97.870 |
97.785 |
97.810 |
-0.055 |
8,188 |
0 |
+0 |
Feb05 |
041105 |
97.695 |
97.695 |
97.585 |
97.615 |
-0.080 |
2,940 |
0 |
+0 |
Mar05 |
041105 |
97.655 |
97.655 |
97.525 |
97.540 |
-0.115 |
716 |
0 |
+0 |
Apr05 |
041105 |
97.555 |
97.555 |
97.390 |
97.405 |
-0.160 |
299 |
0 |
+0 |
Total Volume and Open Interest |
23,297 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041105 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
18,882 |
+6,823 |
Mar05 |
041105 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
400 |
48,865 |
+12,203 |
Jun05 |
041105 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
0 |
25,909 |
+4,600 |
Sep05 |
041105 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
8,352 |
-5 |
Dec05 |
041105 |
99.74 |
99.74 |
99.73 |
99.74 |
unch |
0 |
6,964 |
-197 |
Mar06 |
041105 |
99.66 |
99.66 |
99.65 |
99.66 |
unch |
10 |
10,619 |
-147 |
Jun06 |
041105 |
99.56 |
99.57 |
99.56 |
99.57 |
+0.01 |
0 |
2,719 |
+0 |
Sep06 |
041105 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
2,174 |
+0 |
Dec06 |
041105 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
411 |
+0 |
Mar07 |
041105 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
410 |
126,088 |
+23,277 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041105 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
1,337 |
61,210 |
+1,296 |
Mar05 |
041105 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
1,127 |
86,257 |
+2,753 |
Jun05 |
041105 |
99.87 |
99.87 |
99.86 |
99.87 |
+0.01 |
1,120 |
79,065 |
-606 |
Sep05 |
041105 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
1,138 |
45,025 |
+438 |
Dec05 |
041105 |
99.74 |
99.75 |
99.74 |
99.75 |
unch |
1,618 |
35,415 |
-1,255 |
Mar06 |
041105 |
99.66 |
99.67 |
99.66 |
99.67 |
unch |
1,809 |
31,495 |
+249 |
Jun06 |
041105 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
1,071 |
14,785 |
+92 |
Sep06 |
041105 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
5,949 |
+0 |
Total Volume and Open Interest |
9,220 |
372,796 |
+2,967 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041105 |
137.76 |
137.87 |
137.76 |
137.83 |
-0.07 |
2,476 |
25,685 |
+868 |
Mar05 |
041105 |
136.88 |
136.88 |
136.88 |
136.88 |
-0.07 |
0 |
4 |
+0 |
Jun05 |
041105 |
136.88 |
136.88 |
136.88 |
136.88 |
-0.07 |
|
|
|
Total Volume and Open Interest |
2,476 |
25,689 |
+868 |
Euro-Bund(EUREX) |
Dec04 |
041105 |
117.12 |
117.18 |
116.46 |
116.60 |
-0.57 |
1,343,605 |
1,365,931 |
+3,455 |
Mar05 |
041105 |
116.40 |
116.40 |
115.76 |
115.87 |
-0.60 |
11,642 |
30,151 |
-93 |
Jun05 |
041105 |
115.09 |
115.09 |
115.09 |
115.09 |
-0.58 |
1,692 |
241 |
+0 |
Total Volume and Open Interest |
1,356,939 |
1,396,323 |
+3,362 |
Euro-Bobl(EUREX) |
Dec04 |
041105 |
112.44 |
112.48 |
112.00 |
112.08 |
-0.40 |
828,836 |
850,418 |
+38,974 |
Mar05 |
041105 |
112.17 |
112.19 |
111.80 |
111.80 |
-0.39 |
2,145 |
14,089 |
-106 |
Jun05 |
041105 |
111.08 |
111.08 |
111.08 |
111.08 |
-0.47 |
125 |
800 |
+0 |
Total Volume and Open Interest |
831,106 |
865,307 |
+38,868 |
3-Mth Euribor(EUREX) |
Dec04 |
041105 |
97.820 |
97.820 |
97.800 |
97.800 |
-0.020 |
2,152 |
9,376 |
-274 |
Mar05 |
041105 |
97.720 |
97.720 |
97.675 |
97.680 |
-0.050 |
1,400 |
6,372 |
-306 |
Jun05 |
041105 |
97.625 |
97.625 |
97.550 |
97.560 |
-0.075 |
898 |
4,141 |
+32 |
Total Volume and Open Interest |
4,952 |
26,496 |
-578 |
Long Gilt(LIFFE) |
Dec04 |
041105 |
108~08 |
108~11 |
107~20 |
107~29 |
-0~12 |
66,319 |
203,957 |
-2,775 |
Mar05 |
041105 |
109~13 |
109~13 |
109~13 |
109~13 |
-0~14 |
0 |
9 |
+0 |
Total Volume and Open Interest |
66,319 |
203,966 |
-2,775 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041105 |
95.08 |
95.09 |
94.98 |
95.06 |
-0.02 |
54,656 |
252,594 |
-1,759 |
Mar05 |
041105 |
95.00 |
95.02 |
94.93 |
94.96 |
-0.05 |
54,083 |
269,853 |
-802 |
Jun05 |
041105 |
95.00 |
95.02 |
94.92 |
94.95 |
-0.07 |
45,003 |
181,690 |
-7,832 |
Sep05 |
041105 |
95.02 |
95.05 |
94.95 |
94.97 |
-0.08 |
52,413 |
176,245 |
-2,513 |
Dec05 |
041105 |
95.04 |
95.06 |
94.96 |
94.98 |
-0.08 |
39,719 |
191,843 |
+3,983 |
Mar06 |
041105 |
94.99 |
95.05 |
94.95 |
94.97 |
-0.08 |
12,800 |
97,444 |
+857 |
Total Volume and Open Interest |
273,881 |
1,354,814 |
-10,167 |
3-Mth Euribor(LIFFE) |
Dec04 |
041105 |
97.820 |
97.825 |
97.750 |
97.805 |
-0.015 |
81,982 |
631,205 |
+662 |
Mar05 |
041105 |
97.725 |
97.730 |
97.650 |
97.680 |
-0.055 |
131,202 |
530,907 |
-976 |
Jun05 |
041105 |
97.630 |
97.635 |
97.525 |
97.560 |
-0.085 |
148,610 |
545,854 |
+19,370 |
Total Volume and Open Interest |
840,424 |
3,115,091 |
+54,401 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041105 |
94.56 |
94.58 |
94.56 |
94.57 |
unch |
9,543 |
133,611 |
-11,779 |
Mar05 |
041105 |
94.52 |
94.55 |
94.51 |
94.53 |
+0.01 |
13,212 |
128,822 |
-38,642 |
Jun05 |
041105 |
94.49 |
94.54 |
94.49 |
94.51 |
+0.01 |
4,310 |
52,895 |
-5,789 |
Sep05 |
041105 |
94.49 |
94.49 |
94.47 |
94.49 |
+0.01 |
1,326 |
27,856 |
-502 |
Dec05 |
041105 |
94.46 |
94.47 |
94.46 |
94.47 |
+0.01 |
806 |
16,525 |
+280 |
Mar06 |
041105 |
94.44 |
94.46 |
94.44 |
94.46 |
+0.03 |
467 |
12,534 |
+287 |
Jun06 |
041105 |
94.42 |
94.44 |
94.42 |
94.44 |
+0.03 |
442 |
9,059 |
+158 |
Sep06 |
041105 |
94.40 |
94.42 |
94.40 |
94.42 |
+0.03 |
1,077 |
5,688 |
+665 |
Dec06 |
041105 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.04 |
0 |
2,778 |
+0 |
Mar07 |
041105 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.03 |
0 |
1,814 |
+0 |
Total Volume and Open Interest |
31,196 |
394,902 |
-55,317 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041105 |
94.59 |
94.67 |
94.59 |
94.61 |
+0.02 |
17,135 |
253,367 |
+2,090 |
Mar05 |
041105 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.02 |
|
|
|
Total Volume and Open Interest |
17,135 |
253,367 |
+2,090 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041105 |
94.81 |
94.86 |
94.80 |
94.83 |
+0.02 |
50,332 |
367,388 |
-4,329 |
Mar05 |
041105 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.02 |
|
|
|
Total Volume and Open Interest |
50,332 |
367,388 |
-4,329 |
Gold(CMX) |
Dec04 |
041105 |
430.6 |
435.0 |
425.5 |
434.3 |
+3.5 |
80,631 |
245,163 |
+9,556 |
Feb05 |
041105 |
432.0 |
436.9 |
427.5 |
436.1 |
+3.5 |
5,328 |
19,490 |
+1,968 |
Apr05 |
041105 |
433.0 |
438.6 |
430.0 |
438.1 |
+3.7 |
447 |
6,051 |
+228 |
Jun05 |
041105 |
436.5 |
441.0 |
431.5 |
440.1 |
+3.8 |
435 |
15,321 |
+183 |
Aug05 |
041105 |
442.0 |
442.5 |
442.0 |
442.3 |
+4.0 |
241 |
6,414 |
+91 |
Oct05 |
041105 |
444.6 |
444.6 |
444.6 |
444.6 |
+4.2 |
0 |
2,578 |
+0 |
Dec05 |
041105 |
440.0 |
448.0 |
440.0 |
447.0 |
+4.4 |
2,403 |
9,958 |
+275 |
Feb06 |
041105 |
449.4 |
449.4 |
449.4 |
449.4 |
+4.6 |
0 |
844 |
+0 |
Apr06 |
041105 |
451.8 |
451.8 |
451.8 |
451.8 |
+4.8 |
0 |
491 |
+0 |
Jun06 |
041105 |
447.0 |
454.2 |
447.0 |
454.2 |
+5.0 |
22 |
8,295 |
-19 |
Aug06 |
041105 |
456.9 |
456.9 |
456.9 |
456.9 |
+5.3 |
0 |
200 |
+0 |
Total Volume and Open Interest |
90,284 |
323,653 |
+12,752 |
Silver(CMX) |
Dec04 |
041105 |
737.0 |
752.0 |
728.0 |
750.5 |
+12.2 |
25,836 |
88,401 |
+2,743 |
Mar05 |
041105 |
734.0 |
757.0 |
732.0 |
755.0 |
+12.5 |
1,874 |
19,531 |
+414 |
May05 |
041105 |
750.0 |
757.8 |
750.0 |
757.8 |
+12.7 |
899 |
2,739 |
+369 |
Jul05 |
041105 |
752.0 |
760.6 |
752.0 |
760.6 |
+12.9 |
30 |
2,112 |
-8 |
Sep05 |
041105 |
746.5 |
763.1 |
746.5 |
763.1 |
+13.2 |
25 |
565 |
+0 |
Dec05 |
041105 |
749.0 |
774.0 |
749.0 |
766.7 |
+13.4 |
416 |
3,946 |
+117 |
Mar06 |
041105 |
770.0 |
770.0 |
770.0 |
770.0 |
+13.4 |
0 |
1 |
+0 |
Total Volume and Open Interest |
29,168 |
119,014 |
+3,718 |
Platinum(NYMEX) |
Jan05 |
041105 |
845.0 |
852.0 |
836.2 |
851.9 |
+3.3 |
2,325 |
5,650 |
+226 |
Apr05 |
041105 |
849.4 |
849.4 |
849.4 |
849.4 |
+3.3 |
30 |
433 |
+30 |
Total Volume and Open Interest |
2,355 |
6,083 |
+256 |
Palladium(NYMEX) |
Dec04 |
041105 |
213.00 |
217.80 |
213.00 |
217.70 |
+2.95 |
677 |
9,122 |
-57 |
Mar05 |
041105 |
219.00 |
219.60 |
217.00 |
219.60 |
+2.95 |
211 |
560 |
+99 |
Jun05 |
041105 |
220.70 |
220.70 |
220.70 |
220.70 |
+2.95 |
5 |
13 |
+5 |
Total Volume and Open Interest |
893 |
9,695 |
+47 |
Copper(CMX) |
Dec04 |
041105 |
134.70 |
137.50 |
134.10 |
136.30 |
+1.40 |
7,082 |
41,834 |
+1,016 |
Mar05 |
041105 |
133.50 |
135.50 |
132.70 |
134.75 |
+1.30 |
2,627 |
13,815 |
+529 |
May05 |
041105 |
128.60 |
130.60 |
128.60 |
129.90 |
+0.85 |
62 |
3,880 |
-39 |
Jul05 |
041105 |
126.50 |
126.50 |
125.00 |
125.00 |
+0.25 |
59 |
1,714 |
+28 |
Sep05 |
041105 |
122.90 |
122.90 |
121.55 |
121.55 |
unch |
6 |
1,564 |
+2 |
Total Volume and Open Interest |
10,724 |
72,924 |
+1,615 |
Aluminum(CMX) |
Nov04 |
041105 |
89.20 |
89.20 |
89.20 |
89.20 |
+0.95 |
46 |
645 |
+15 |
Dec04 |
041105 |
87.80 |
88.90 |
87.80 |
88.90 |
+0.85 |
28 |
1,210 |
+0 |
Jan05 |
041105 |
87.60 |
88.60 |
87.60 |
88.60 |
+0.85 |
10 |
629 |
+10 |
Feb05 |
041105 |
88.25 |
88.25 |
88.25 |
88.25 |
+0.85 |
35 |
626 |
+35 |
Mar05 |
041105 |
87.90 |
87.90 |
87.90 |
87.90 |
+0.85 |
10 |
612 |
+10 |
Apr05 |
041105 |
87.55 |
87.55 |
87.55 |
87.55 |
+0.80 |
0 |
486 |
+0 |
Total Volume and Open Interest |
129 |
9,685 |
+70 |
DJIA Index(CBOT) |
Dec04 |
041105 |
10298 |
10413 |
10295 |
10390 |
+89 |
11,090 |
40,430 |
-627 |
Mar05 |
041105 |
10285 |
10387 |
10285 |
10387 |
+90 |
17 |
61 |
+5 |
Jun05 |
041105 |
10395 |
10395 |
10395 |
10395 |
+90 |
0 |
2 |
+0 |
Total Volume and Open Interest |
11,107 |
40,498 |
-622 |
S & P 500(CME) |
Dec04 |
041105 |
1165.50 |
1171.50 |
1160.30 |
1167.70 |
+7.20 |
56,202 |
626,821 |
-1,068 |
Mar05 |
041105 |
1166.50 |
1169.50 |
1165.50 |
1169.50 |
+7.50 |
1,900 |
28,649 |
+980 |
Jun05 |
041105 |
1172.50 |
1172.50 |
1172.50 |
1172.50 |
+8.00 |
406 |
3,379 |
+417 |
Sep05 |
041105 |
1175.70 |
1175.70 |
1175.70 |
1175.70 |
+8.60 |
200 |
848 |
+682 |
Total Volume and Open Interest |
58,708 |
659,846 |
+1,011 |
S & P 500 E-Mini(Globex) |
Dec04 |
041105 |
1160.50 |
1171.75 |
1158.25 |
1167.75 |
+7.25 |
897,586 |
856,715 |
+42,752 |
Mar05 |
041105 |
1161.75 |
1173.25 |
1160.75 |
1169.50 |
+7.50 |
5,788 |
22,310 |
+3,605 |
Total Volume and Open Interest |
903,374 |
879,025 |
+46,357 |
NASDAQ 100(CME) |
Dec04 |
041105 |
1531.50 |
1537.50 |
1515.00 |
1530.50 |
+15.50 |
12,904 |
80,293 |
+757 |
Mar05 |
041105 |
1538.00 |
1538.00 |
1538.00 |
1538.00 |
+15.50 |
3 |
53 |
+0 |
Jun05 |
041105 |
1545.00 |
1545.00 |
1545.00 |
1545.00 |
+15.50 |
|
|
|
Total Volume and Open Interest |
12,907 |
80,346 |
+757 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041105 |
1515.00 |
1538.50 |
1514.00 |
1530.50 |
+15.50 |
373,131 |
344,319 |
-2,577 |
Mar05 |
041105 |
1542.00 |
1544.50 |
1524.00 |
1538.00 |
+15.50 |
232 |
2,113 |
+33 |
Total Volume and Open Interest |
373,363 |
346,432 |
-2,544 |
S & P Midcap 400(CME) |
Dec04 |
041105 |
619.00 |
624.25 |
618.50 |
620.25 |
+1.30 |
269 |
13,788 |
+81 |
Mar05 |
041105 |
620.75 |
620.75 |
620.75 |
620.75 |
+1.30 |
0 |
1 |
+0 |
Jun05 |
041105 |
620.75 |
620.75 |
620.75 |
620.75 |
+1.30 |
|
|
|
Total Volume and Open Interest |
267 |
13,789 |
+81 |
Russell 2000(CME) |
Dec04 |
041105 |
604.50 |
608.50 |
601.20 |
605.00 |
+3.70 |
756 |
27,701 |
+240 |
Mar05 |
041105 |
605.25 |
605.25 |
605.25 |
605.25 |
+3.70 |
|
|
|
Jun05 |
041105 |
605.25 |
605.25 |
605.25 |
605.25 |
+3.70 |
|
|
|
Total Volume and Open Interest |
756 |
27,701 |
+240 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041105 |
601.00 |
608.30 |
600.30 |
605.00 |
+3.70 |
77,256 |
102,309 |
+3,920 |
Mar05 |
041105 |
608.50 |
608.50 |
603.50 |
605.30 |
+3.70 |
1 |
186 |
+1 |
Total Volume and Open Interest |
77,257 |
102,495 |
+3,921 |
Nikkei 225(CME) |
Dec04 |
041105 |
11055 |
11060 |
11020 |
11060 |
+105 |
12,507 |
167,280 |
+3,931 |
Mar05 |
041105 |
11060 |
11060 |
11060 |
11060 |
+105 |
0 |
13 |
+0 |
Total Volume and Open Interest |
12,507 |
167,297 |
+3,931 |
Nikkei 225(SGX) |
Dec04 |
041105 |
11055 |
11060 |
11020 |
11060 |
+105 |
12,507 |
167,280 |
+3,931 |
Mar05 |
041105 |
11060 |
11060 |
11060 |
11060 |
+105 |
0 |
13 |
+0 |
Jun05 |
041105 |
11015 |
11015 |
11015 |
11015 |
+105 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,507 |
167,297 |
+3,931 |
CAC 40(EURONEXT) |
Nov04 |
041105 |
3803.5 |
3815.0 |
3775.0 |
3782.0 |
+18.0 |
64,161 |
439,310 |
+7,478 |
Dec04 |
041105 |
3800.0 |
3811.0 |
3774.0 |
3779.5 |
+18.0 |
1,624 |
137,805 |
-8 |
Jan05 |
041105 |
3786.0 |
3786.0 |
3786.0 |
3786.0 |
+18.0 |
|
|
|
Total Volume and Open Interest |
65,785 |
586,145 |
+7,470 |
Hang Seng Index(HKFE) |
Nov04 |
041105 |
13523 |
13548 |
13455 |
13456 |
+91 |
18,943 |
113,605 |
+2,852 |
Dec04 |
041105 |
13500 |
13520 |
13441 |
13447 |
+87 |
118 |
1,246 |
-2 |
Total Volume and Open Interest |
19,067 |
117,415 |
+2,850 |
DAX(EUREX) |
Dec04 |
041105 |
4095.0 |
4127.0 |
4056.5 |
4082.5 |
-7.5 |
144,268 |
166,221 |
-1,836 |
Mar05 |
041105 |
4112.0 |
4143.5 |
4081.0 |
4105.0 |
-7.5 |
985 |
10,022 |
+61 |
Jun05 |
041105 |
4134.0 |
4170.0 |
4106.5 |
4129.0 |
-6.5 |
716 |
1,482 |
-276 |
Total Volume and Open Interest |
145,969 |
177,725 |
-2,051 |
FT-SE 100(EURONEXT) |
Dec04 |
041105 |
4774.00 |
4775.00 |
4735.50 |
4741.00 |
+11.50 |
61,324 |
453,749 |
-1,880 |
Mar05 |
041105 |
4760.50 |
4771.50 |
4741.50 |
4743.50 |
+12.50 |
3 |
20,810 |
+1 |
Jun05 |
041105 |
4763.50 |
4763.50 |
4763.50 |
4763.50 |
+12.50 |
0 |
15,705 |
+0 |
Total Volume and Open Interest |
62,327 |
491,264 |
-879 |
SPI 200(SFE) |
Dec04 |
041105 |
3861.0 |
3864.0 |
3839.0 |
3847.0 |
+6.0 |
14,868 |
167,814 |
-1,998 |
Mar05 |
041105 |
3868.0 |
3868.0 |
3851.0 |
3858.0 |
+6.0 |
172 |
3,575 |
+188 |
Jun05 |
041105 |
3872.0 |
3880.0 |
3870.0 |
3870.0 |
+5.0 |
96 |
3,205 |
+34 |
Total Volume and Open Interest |
15,417 |
178,403 |
-1,657 |
GSCI(CME) |
Nov04 |
041105 |
339.50 |
341.80 |
335.75 |
341.30 |
+1.20 |
139 |
16,802 |
-3 |
Dec04 |
041105 |
344.65 |
346.30 |
341.30 |
346.30 |
+0.90 |
13 |
276 |
+11 |
Jan05 |
041105 |
345.00 |
345.00 |
345.00 |
345.00 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
152 |
17,080 |
+8 |
RJ/CRB Index(ICE) |
Jan05 |
041105 |
282.00 |
283.25 |
281.50 |
282.70 |
+1.00 |
28 |
279 |
+8 |
Feb05 |
041105 |
281.25 |
281.25 |
281.25 |
281.25 |
+1.00 |
0 |
34 |
+0 |
Apr05 |
041105 |
280.40 |
280.40 |
280.40 |
280.40 |
+1.00 |
2 |
110 |
+1 |
Total Volume and Open Interest |
69 |
614 |
-9 |
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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