|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 09, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041109 |
503.00 |
511.25 |
503.00 |
510.50 |
+8.50 |
3,612 |
3,328 |
-1,605 |
| Jan05 |
041109 |
505.50 |
511.75 |
504.50 |
510.50 |
+5.00 |
36,616 |
125,318 |
+531 |
| Mar05 |
041109 |
511.25 |
518.50 |
511.00 |
516.75 |
+5.00 |
5,510 |
43,339 |
+329 |
| May05 |
041109 |
517.50 |
524.75 |
517.50 |
523.25 |
+5.00 |
3,173 |
27,149 |
+442 |
| Jul05 |
041109 |
526.00 |
531.50 |
526.00 |
530.25 |
+4.75 |
1,849 |
23,637 |
+65 |
| Aug05 |
041109 |
532.00 |
532.00 |
532.00 |
532.00 |
+5.00 |
21 |
980 |
-1 |
| Sep05 |
041109 |
533.50 |
533.50 |
533.50 |
533.50 |
+1.50 |
21 |
323 |
+10 |
| Total Volume and Open Interest |
50,970 |
231,063 |
-229 |
| Soybean Meal(CBOT) |
| Dec04 |
041109 |
148.70 |
150.50 |
148.60 |
149.90 |
+1.20 |
12,432 |
48,509 |
-1,903 |
| Jan05 |
041109 |
149.80 |
151.30 |
149.80 |
151.10 |
+1.50 |
8,094 |
22,012 |
+1,379 |
| Mar05 |
041109 |
151.80 |
153.30 |
151.80 |
153.30 |
+1.70 |
4,874 |
25,816 |
+1,127 |
| May05 |
041109 |
154.20 |
155.30 |
154.20 |
155.30 |
+1.60 |
1,616 |
15,899 |
+211 |
| Jul05 |
041109 |
157.00 |
158.50 |
157.00 |
158.40 |
+2.00 |
1,882 |
21,820 |
-272 |
| Aug05 |
041109 |
159.00 |
159.80 |
158.70 |
159.80 |
+2.20 |
215 |
7,884 |
+101 |
| Sep05 |
041109 |
160.20 |
161.00 |
159.90 |
161.00 |
+2.50 |
255 |
5,119 |
+28 |
| Oct05 |
041109 |
161.00 |
162.00 |
161.00 |
161.70 |
+2.00 |
143 |
2,506 |
+94 |
| Total Volume and Open Interest |
30,297 |
154,530 |
+1,034 |
| Soybean Oil(CBOT) |
| Dec04 |
041109 |
20.12 |
20.58 |
20.07 |
20.45 |
+0.33 |
9,871 |
52,612 |
-1,224 |
| Jan05 |
041109 |
20.20 |
20.66 |
20.18 |
20.53 |
+0.31 |
6,017 |
33,086 |
-333 |
| Mar05 |
041109 |
20.35 |
20.74 |
20.33 |
20.67 |
+0.33 |
4,109 |
27,543 |
+1,529 |
| May05 |
041109 |
20.50 |
20.85 |
20.47 |
20.78 |
+0.33 |
2,273 |
17,987 |
+461 |
| Jul05 |
041109 |
20.58 |
20.88 |
20.58 |
20.86 |
+0.29 |
1,617 |
15,827 |
+311 |
| Aug05 |
041109 |
20.58 |
20.85 |
20.58 |
20.82 |
+0.29 |
507 |
5,961 |
+225 |
| Sep05 |
041109 |
20.60 |
20.80 |
20.57 |
20.77 |
+0.27 |
66 |
3,236 |
+20 |
| Oct05 |
041109 |
20.55 |
20.75 |
20.55 |
20.70 |
+0.25 |
34 |
2,291 |
+28 |
| Total Volume and Open Interest |
24,674 |
164,977 |
+1,088 |
| Canola(WCE) |
| Nov04 |
041109 |
287.1 |
287.1 |
287.1 |
287.1 |
unch |
42 |
87 |
+0 |
| Jan05 |
041109 |
287.1 |
292.5 |
287.1 |
292.0 |
+4.7 |
2,162 |
42,269 |
-640 |
| Mar05 |
041109 |
290.9 |
295.7 |
290.8 |
294.7 |
+3.8 |
1,108 |
8,108 |
+616 |
| May05 |
041109 |
298.0 |
298.0 |
298.0 |
298.0 |
+2.7 |
100 |
644 |
+100 |
| Jul05 |
041109 |
301.5 |
302.0 |
301.5 |
302.0 |
+1.4 |
17 |
389 |
+0 |
| Total Volume and Open Interest |
3,742 |
62,241 |
+361 |
| Corn(CBOT) |
| Dec04 |
041109 |
197.75 |
199.00 |
197.75 |
198.00 |
unch |
52,479 |
289,344 |
-16,678 |
| Mar05 |
041109 |
210.00 |
210.75 |
209.50 |
210.25 |
unch |
28,962 |
194,212 |
+5,587 |
| May05 |
041109 |
217.75 |
218.00 |
217.00 |
217.50 |
unch |
2,230 |
52,516 |
-19 |
| Jul05 |
041109 |
224.00 |
224.50 |
223.50 |
224.00 |
unch |
3,306 |
57,529 |
+186 |
| Sep05 |
041109 |
231.75 |
232.25 |
231.50 |
232.00 |
+0.25 |
674 |
15,405 |
+176 |
| Dec05 |
041109 |
240.75 |
241.50 |
240.75 |
241.00 |
unch |
1,964 |
31,550 |
+551 |
| Total Volume and Open Interest |
89,633 |
642,924 |
-10,192 |
| Wheat(CBOT) |
| Dec04 |
041109 |
310.00 |
310.75 |
304.00 |
304.50 |
-4.25 |
17,382 |
90,060 |
-7,451 |
| Mar05 |
041109 |
322.50 |
323.50 |
317.00 |
317.50 |
-4.50 |
14,028 |
58,603 |
+4,556 |
| May05 |
041109 |
330.00 |
330.00 |
323.00 |
324.00 |
-3.00 |
825 |
7,738 |
+555 |
| Jul05 |
041109 |
334.00 |
335.00 |
328.00 |
328.50 |
-5.50 |
786 |
10,216 |
+378 |
| Sep05 |
041109 |
338.00 |
339.50 |
335.00 |
335.00 |
-4.00 |
14 |
228 |
+6 |
| Total Volume and Open Interest |
33,260 |
168,080 |
-1,860 |
| Wheat(KCBT) |
| Dec04 |
041109 |
359.50 |
362.50 |
354.50 |
355.50 |
-4.00 |
11,919 |
45,011 |
-869 |
| Mar05 |
041109 |
357.75 |
359.50 |
354.00 |
354.75 |
-4.50 |
8,128 |
26,513 |
+2,823 |
| May05 |
041109 |
357.00 |
357.50 |
351.50 |
351.50 |
-4.50 |
541 |
4,575 |
+323 |
| Jul05 |
041109 |
347.00 |
348.50 |
344.00 |
346.00 |
-1.25 |
1,008 |
8,190 |
+579 |
| Sep05 |
041109 |
352.00 |
352.00 |
347.00 |
347.00 |
+0.50 |
1 |
1,268 |
+1 |
| Total Volume and Open Interest |
21,597 |
85,697 |
+2,857 |
| Wheat(MGE) |
| Dec04 |
041109 |
372.00 |
374.50 |
367.50 |
367.75 |
-4.00 |
3,367 |
13,208 |
+222 |
| Mar05 |
041109 |
375.50 |
379.00 |
373.00 |
373.25 |
-1.50 |
2,768 |
12,827 |
-299 |
| May05 |
041109 |
376.75 |
381.00 |
375.00 |
375.50 |
-0.50 |
225 |
4,679 |
+64 |
| Jul05 |
041109 |
376.50 |
377.00 |
373.00 |
374.00 |
+2.75 |
7 |
2,339 |
-13 |
| Sep05 |
041109 |
368.50 |
370.50 |
364.00 |
364.00 |
+1.50 |
40 |
975 |
+6 |
| Total Volume and Open Interest |
6,430 |
34,212 |
+2 |
| Oats(CBOT) |
| Dec04 |
041109 |
141.75 |
142.75 |
141.50 |
142.25 |
+2.00 |
757 |
4,763 |
+58 |
| Mar05 |
041109 |
148.00 |
149.25 |
148.00 |
148.50 |
+2.00 |
264 |
2,646 |
+82 |
| May05 |
041109 |
153.00 |
153.50 |
153.00 |
153.50 |
+2.00 |
0 |
123 |
+0 |
| Jul05 |
041109 |
157.00 |
157.00 |
157.00 |
157.00 |
+1.00 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
1,021 |
7,568 |
+140 |
| Rough Rice(CBOT) |
| Nov04 |
041109 |
6.92 |
7.06 |
6.92 |
7.04 |
+0.19 |
46 |
716 |
-222 |
| Jan05 |
041109 |
7.06 |
7.19 |
7.03 |
7.13 |
+0.08 |
422 |
3,213 |
-47 |
| Mar05 |
041109 |
7.26 |
7.36 |
7.26 |
7.32 |
+0.07 |
25 |
876 |
+14 |
| May05 |
041109 |
7.55 |
7.55 |
7.53 |
7.53 |
+0.08 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
493 |
5,065 |
-255 |
| Live Cattle(CME) |
| Dec04 |
041109 |
83.000 |
83.650 |
82.250 |
82.475 |
-0.550 |
11,542 |
48,636 |
-3,605 |
| Feb05 |
041109 |
86.350 |
86.625 |
85.500 |
85.650 |
-0.800 |
8,822 |
34,694 |
+2,844 |
| Apr05 |
041109 |
83.600 |
83.975 |
82.000 |
82.425 |
-1.175 |
1,176 |
12,371 |
+41 |
| Jun05 |
041109 |
79.925 |
80.100 |
79.300 |
79.450 |
-0.475 |
1,237 |
8,081 |
-41 |
| Aug05 |
041109 |
79.975 |
80.050 |
79.400 |
79.475 |
-0.450 |
947 |
4,001 |
+0 |
| Oct05 |
041109 |
80.950 |
80.950 |
80.800 |
80.800 |
-0.400 |
113 |
968 |
+16 |
| Total Volume and Open Interest |
23,837 |
108,951 |
-745 |
| Feeder Cattle(CME) |
| Nov04 |
041109 |
107.850 |
107.950 |
107.300 |
107.400 |
-0.050 |
670 |
2,790 |
-371 |
| Jan05 |
041109 |
101.750 |
102.650 |
100.250 |
100.375 |
-1.100 |
1,326 |
8,188 |
+102 |
| Mar05 |
041109 |
98.400 |
99.350 |
96.900 |
97.150 |
-1.400 |
279 |
1,932 |
+50 |
| Apr05 |
041109 |
98.000 |
98.350 |
96.000 |
96.000 |
-1.900 |
42 |
673 |
+10 |
| May05 |
041109 |
98.150 |
98.275 |
97.000 |
97.000 |
-1.050 |
115 |
791 |
+0 |
| Aug05 |
041109 |
98.900 |
99.350 |
98.900 |
99.000 |
unch |
40 |
116 |
+36 |
| Total Volume and Open Interest |
2,473 |
14,491 |
-172 |
| Lean Hogs(CME) |
| Dec04 |
041109 |
71.950 |
72.650 |
71.400 |
71.900 |
-0.200 |
9,681 |
43,235 |
-3,839 |
| Feb05 |
041109 |
72.000 |
72.500 |
71.500 |
71.925 |
-0.375 |
8,229 |
27,075 |
+2,121 |
| Apr05 |
041109 |
69.000 |
69.275 |
68.550 |
68.850 |
-0.600 |
1,430 |
9,640 |
+458 |
| May05 |
041109 |
68.000 |
68.400 |
67.900 |
68.050 |
-0.100 |
163 |
1,827 |
+35 |
| Jun05 |
041109 |
71.650 |
71.900 |
71.200 |
71.875 |
-0.025 |
607 |
5,230 |
+122 |
| Jul05 |
041109 |
67.075 |
67.500 |
67.050 |
67.500 |
-0.025 |
66 |
1,245 |
+27 |
| Aug05 |
041109 |
63.100 |
63.200 |
62.800 |
63.025 |
-0.050 |
57 |
725 |
+27 |
| Oct05 |
041109 |
54.600 |
54.600 |
54.200 |
54.200 |
-0.100 |
8 |
224 |
+1 |
| Total Volume and Open Interest |
20,241 |
89,238 |
-1,053 |
| Pork Bellies(CME) |
| Feb05 |
041109 |
101.600 |
102.400 |
100.400 |
100.475 |
-1.900 |
407 |
1,388 |
+70 |
| Mar05 |
041109 |
101.600 |
101.600 |
101.000 |
101.000 |
-0.600 |
8 |
28 |
-1 |
| May05 |
041109 |
101.000 |
101.000 |
101.000 |
101.000 |
-0.500 |
2 |
20 |
+0 |
| Jul05 |
041109 |
103.500 |
103.500 |
103.500 |
103.500 |
-0.250 |
0 |
10 |
+0 |
| Aug05 |
041109 |
100.750 |
100.750 |
100.750 |
100.750 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
415 |
1,447 |
+69 |
| Class III Milk(CME) |
| Nov04 |
041109 |
14.50 |
14.60 |
14.50 |
14.57 |
+0.07 |
206 |
4,217 |
-61 |
| Dec04 |
041109 |
14.00 |
14.30 |
14.00 |
14.29 |
+0.42 |
286 |
3,549 |
+40 |
| Jan05 |
041109 |
12.95 |
13.60 |
12.95 |
13.44 |
+0.59 |
147 |
1,929 |
-19 |
| Feb05 |
041109 |
12.40 |
12.72 |
12.40 |
12.56 |
+0.19 |
111 |
1,952 |
+19 |
| Mar05 |
041109 |
12.44 |
12.54 |
12.44 |
12.50 |
+0.13 |
44 |
2,274 |
-1 |
| Total Volume and Open Interest |
1,296 |
21,083 |
+193 |
| Cocoa(ICE) |
| Dec04 |
041109 |
1740 |
1830 |
1725 |
1806 |
+14 |
16,649 |
20,776 |
-7,054 |
| Mar05 |
041109 |
1720 |
1800 |
1720 |
1792 |
+9 |
16,068 |
32,685 |
+4,813 |
| May05 |
041109 |
1730 |
1805 |
1730 |
1793 |
+4 |
571 |
11,818 |
+288 |
| Jul05 |
041109 |
1735 |
1810 |
1730 |
1799 |
-1 |
859 |
10,684 |
+168 |
| Sep05 |
041109 |
1795 |
1799 |
1795 |
1799 |
+2 |
398 |
8,987 |
+208 |
| Dec05 |
041109 |
1773 |
1800 |
1773 |
1799 |
+2 |
638 |
8,593 |
-9 |
| Mar06 |
041109 |
1805 |
1805 |
1805 |
1805 |
unch |
6 |
10,293 |
-546 |
| Total Volume and Open Interest |
35,189 |
115,912 |
-2,132 |
| Coffee "C"(ICE) |
| Dec04 |
041109 |
80.00 |
80.10 |
78.80 |
80.00 |
+0.15 |
13,315 |
39,803 |
-1,562 |
| Mar05 |
041109 |
83.00 |
83.20 |
82.00 |
83.20 |
+0.30 |
6,641 |
27,585 |
+1,965 |
| May05 |
041109 |
84.45 |
85.00 |
84.00 |
84.95 |
+0.40 |
387 |
5,086 |
-66 |
| Jul05 |
041109 |
85.90 |
86.60 |
85.70 |
86.60 |
+0.45 |
53 |
2,369 |
+4 |
| Sep05 |
041109 |
87.30 |
88.25 |
87.05 |
88.25 |
+0.50 |
79 |
1,264 |
+12 |
| Dec05 |
041109 |
90.00 |
90.85 |
89.55 |
90.85 |
+0.50 |
27 |
708 |
+23 |
| Total Volume and Open Interest |
20,502 |
77,019 |
+378 |
| Orange Juice(ICE) |
| Nov04 |
041109 |
73.80 |
74.75 |
73.50 |
72.50 |
unch |
95 |
120 |
-316 |
| Jan05 |
041109 |
75.10 |
75.75 |
75.05 |
75.60 |
+0.50 |
2,279 |
16,443 |
-527 |
| Mar05 |
041109 |
77.10 |
77.75 |
77.00 |
77.50 |
+0.25 |
533 |
11,241 |
-8 |
| May05 |
041109 |
79.60 |
79.90 |
79.50 |
79.75 |
unch |
78 |
4,313 |
-24 |
| Jul05 |
041109 |
81.50 |
81.50 |
81.45 |
81.45 |
+0.20 |
1 |
453 |
+0 |
| Sep05 |
041109 |
83.00 |
83.00 |
83.00 |
83.00 |
+0.25 |
1 |
110 |
-1 |
| Total Volume and Open Interest |
2,989 |
33,290 |
-876 |
| Sugar #11(ICE) |
| Mar05 |
041109 |
8.57 |
8.58 |
8.50 |
8.51 |
-0.09 |
16,034 |
203,872 |
-1,062 |
| May05 |
041109 |
8.67 |
8.70 |
8.63 |
8.64 |
-0.06 |
4,032 |
40,359 |
-90 |
| Jul05 |
041109 |
8.51 |
8.54 |
8.50 |
8.50 |
-0.04 |
672 |
21,973 |
-3 |
| Oct05 |
041109 |
8.52 |
8.52 |
8.49 |
8.49 |
-0.04 |
202 |
21,685 |
-75 |
| Mar06 |
041109 |
8.40 |
8.41 |
8.39 |
8.39 |
-0.04 |
24 |
8,332 |
-9 |
| Total Volume and Open Interest |
20,985 |
300,368 |
-1,218 |
| Sugar #14(ICE) |
| Jan05 |
041109 |
20.33 |
20.33 |
20.28 |
20.28 |
-0.08 |
229 |
1,609 |
-19 |
| Mar05 |
041109 |
20.41 |
20.41 |
20.34 |
20.36 |
-0.09 |
183 |
3,424 |
+64 |
| May05 |
041109 |
20.52 |
20.52 |
20.48 |
20.50 |
-0.06 |
1 |
1,987 |
+0 |
| Jul05 |
041109 |
20.65 |
20.66 |
20.65 |
20.66 |
-0.04 |
5 |
1,516 |
+0 |
| Sep05 |
041109 |
20.77 |
20.78 |
20.76 |
20.78 |
-0.03 |
164 |
2,326 |
+64 |
| Total Volume and Open Interest |
591 |
11,458 |
+118 |
| London Cocoa(LCE) |
| Dec04 |
041109 |
996 |
996 |
944 |
988 |
-5 |
13,312 |
44,852 |
-1,860 |
| Mar05 |
041109 |
1000 |
1006 |
960 |
1004 |
+2 |
12,789 |
52,589 |
+3,078 |
| May05 |
041109 |
1011 |
1017 |
972 |
1015 |
+2 |
2,483 |
19,780 |
+1,167 |
| Jul05 |
041109 |
1026 |
1031 |
986 |
1029 |
+3 |
900 |
15,536 |
+240 |
| Sep05 |
041109 |
1031 |
1048 |
1006 |
1047 |
+5 |
1,287 |
31,290 |
+378 |
| Dec05 |
041109 |
1006 |
1030 |
990 |
1029 |
unch |
2,643 |
29,373 |
+830 |
| Mar06 |
041109 |
1035 |
1035 |
1034 |
1034 |
-1 |
205 |
3,910 |
+18 |
| Total Volume and Open Interest |
33,629 |
197,785 |
+3,856 |
| London Coffee(LCE) |
| Nov04 |
041109 |
575.00 |
579.00 |
574.00 |
579.00 |
+9.00 |
18 |
19,900 |
-400 |
| Jan05 |
041109 |
589.00 |
598.00 |
588.00 |
598.00 |
+10.00 |
2,874 |
81,403 |
+119 |
| Mar05 |
041109 |
612.00 |
619.00 |
612.00 |
618.00 |
+10.00 |
1,094 |
37,079 |
+826 |
| May05 |
041109 |
628.00 |
637.00 |
628.00 |
636.00 |
+10.00 |
704 |
32,482 |
+282 |
| Jul05 |
041109 |
647.00 |
654.00 |
647.00 |
654.00 |
+10.00 |
136 |
8,831 |
+117 |
| Sep05 |
041109 |
668.00 |
671.00 |
668.00 |
671.00 |
+10.00 |
24 |
5,071 |
+13 |
| Total Volume and Open Interest |
4,853 |
186,742 |
+954 |
| London Sugar(LCE) |
| Dec04 |
041109 |
239.00 |
239.00 |
235.60 |
236.00 |
-3.20 |
3,845 |
6,799 |
-1,893 |
| Mar05 |
041109 |
249.90 |
249.90 |
246.60 |
247.40 |
-2.10 |
1,695 |
27,727 |
+611 |
| May05 |
041109 |
256.00 |
256.00 |
254.80 |
255.00 |
-1.00 |
91 |
10,522 |
-2 |
| Aug05 |
041109 |
257.00 |
257.00 |
255.20 |
255.50 |
-1.20 |
78 |
4,693 |
+25 |
| Oct05 |
041109 |
256.00 |
256.00 |
256.00 |
256.00 |
-0.70 |
0 |
2,982 |
+0 |
| Total Volume and Open Interest |
5,709 |
55,565 |
-1,259 |
| Cotton(ICE) |
| Dec04 |
041109 |
44.05 |
44.70 |
43.80 |
44.04 |
+0.21 |
7,417 |
37,965 |
-2,129 |
| Mar05 |
041109 |
44.00 |
44.00 |
43.22 |
43.49 |
-0.28 |
6,642 |
32,885 |
+2,289 |
| May05 |
041109 |
45.00 |
45.15 |
44.25 |
44.33 |
-0.67 |
295 |
6,165 |
+57 |
| Jul05 |
041109 |
46.30 |
46.30 |
45.40 |
45.40 |
-0.80 |
86 |
7,075 |
+48 |
| Oct05 |
041109 |
48.50 |
48.75 |
48.00 |
48.00 |
-0.40 |
0 |
44 |
+0 |
| Dec05 |
041109 |
49.60 |
49.60 |
48.82 |
48.82 |
-0.68 |
47 |
3,960 |
+5 |
| Total Volume and Open Interest |
14,487 |
88,770 |
+270 |
| Lumber(CME) |
| Nov04 |
041109 |
306.0 |
314.0 |
298.7 |
300.7 |
-1.3 |
305 |
802 |
-163 |
| Jan05 |
041109 |
310.9 |
314.9 |
310.7 |
313.3 |
+3.6 |
615 |
2,322 |
+37 |
| Mar05 |
041109 |
318.3 |
322.8 |
317.4 |
322.8 |
+4.5 |
61 |
340 |
+21 |
| May05 |
041109 |
330.0 |
330.0 |
330.0 |
330.0 |
+5.8 |
4 |
77 |
+0 |
| Total Volume and Open Interest |
992 |
3,561 |
-105 |
| Crude Oil(NYM) |
| Dec04 |
041109 |
48.20 |
48.60 |
47.20 |
47.37 |
-1.72 |
77,257 |
162,464 |
-14,317 |
| Jan05 |
041109 |
48.15 |
48.70 |
47.35 |
47.57 |
-1.60 |
49,870 |
125,405 |
+6,737 |
| Feb05 |
041109 |
48.15 |
48.50 |
47.45 |
47.56 |
-1.51 |
12,569 |
47,396 |
-1,341 |
| Mar05 |
041109 |
48.00 |
48.25 |
47.15 |
47.32 |
-1.41 |
7,735 |
31,445 |
+670 |
| Apr05 |
041109 |
47.40 |
47.80 |
46.92 |
47.00 |
-1.32 |
3,895 |
23,796 |
+411 |
| May05 |
041109 |
47.10 |
47.15 |
46.62 |
46.62 |
-1.27 |
1,872 |
16,405 |
+467 |
| Jun05 |
041109 |
46.60 |
47.05 |
46.15 |
46.24 |
-1.22 |
2,866 |
32,664 |
+715 |
| Jul05 |
041109 |
45.84 |
45.84 |
45.84 |
45.84 |
-1.18 |
421 |
13,451 |
+0 |
| Aug05 |
041109 |
46.00 |
46.00 |
45.47 |
45.47 |
-1.13 |
10 |
10,367 |
-100 |
| Sep05 |
041109 |
45.10 |
45.10 |
45.10 |
45.10 |
-1.10 |
129 |
11,673 |
+40 |
| Oct05 |
041109 |
44.75 |
44.75 |
44.75 |
44.75 |
-1.07 |
248 |
5,851 |
+14 |
| Nov05 |
041109 |
44.43 |
44.43 |
44.43 |
44.43 |
-1.05 |
214 |
9,822 |
-50 |
| Dec05 |
041109 |
44.20 |
44.80 |
44.00 |
44.13 |
-1.04 |
2,789 |
53,171 |
+276 |
| Jan06 |
041109 |
44.31 |
44.31 |
43.84 |
43.84 |
-1.01 |
62 |
7,806 |
-4 |
| Feb06 |
041109 |
43.57 |
43.57 |
43.57 |
43.57 |
-0.98 |
54 |
3,399 |
+0 |
| Mar06 |
041109 |
43.33 |
43.33 |
43.33 |
43.33 |
-0.95 |
30 |
7,785 |
+12 |
| Total Volume and Open Interest |
169,483 |
702,209 |
-7,443 |
| Heating Oil(NYM) |
| Dec04 |
041109 |
135.00 |
138.00 |
133.90 |
134.20 |
-2.44 |
26,430 |
55,424 |
-5,208 |
| Jan05 |
041109 |
136.40 |
139.10 |
135.20 |
135.42 |
-2.61 |
11,729 |
42,553 |
+3,450 |
| Feb05 |
041109 |
135.50 |
138.20 |
134.57 |
134.57 |
-2.56 |
2,028 |
22,288 |
-256 |
| Mar05 |
041109 |
132.50 |
134.30 |
131.50 |
131.57 |
-2.56 |
1,401 |
16,135 |
+14 |
| Apr05 |
041109 |
127.00 |
129.30 |
126.57 |
126.57 |
-2.56 |
658 |
6,020 |
-29 |
| May05 |
041109 |
124.00 |
125.00 |
122.62 |
122.62 |
-2.56 |
446 |
5,236 |
+249 |
| Jun05 |
041109 |
122.10 |
122.10 |
120.27 |
120.27 |
-2.51 |
690 |
7,031 |
+145 |
| Jul05 |
041109 |
121.50 |
121.50 |
119.22 |
119.22 |
-2.51 |
144 |
4,323 |
-102 |
| Aug05 |
041109 |
121.30 |
121.30 |
119.32 |
119.32 |
-2.51 |
1 |
1,882 |
-49 |
| Sep05 |
041109 |
121.60 |
121.60 |
119.92 |
119.92 |
-2.51 |
200 |
3,389 |
-128 |
| Oct05 |
041109 |
122.00 |
123.00 |
120.67 |
120.67 |
-2.51 |
1 |
306 |
+0 |
| Nov05 |
041109 |
122.70 |
123.40 |
121.42 |
121.42 |
-2.51 |
1 |
417 |
-18 |
| Total Volume and Open Interest |
43,734 |
174,364 |
-2,013 |
| Gasoline(NYMEX) |
| Dec04 |
041109 |
125.70 |
126.60 |
123.00 |
123.39 |
-4.14 |
19,189 |
46,713 |
-4,472 |
| Jan05 |
041109 |
126.50 |
127.70 |
124.50 |
124.82 |
-4.06 |
8,259 |
33,828 |
+2 |
| Feb05 |
041109 |
127.70 |
128.40 |
125.77 |
125.77 |
-3.96 |
1,273 |
9,836 |
+233 |
| Mar05 |
041109 |
128.50 |
128.60 |
126.72 |
126.72 |
-3.86 |
236 |
5,683 |
+5 |
| Apr05 |
041109 |
136.00 |
136.20 |
133.82 |
133.82 |
-3.76 |
1,578 |
12,411 |
+72 |
| May05 |
041109 |
135.00 |
135.00 |
133.87 |
133.87 |
-3.71 |
1,420 |
9,784 |
-86 |
| Jun05 |
041109 |
135.25 |
135.25 |
132.92 |
132.92 |
-3.61 |
723 |
4,744 |
+395 |
| Jul05 |
041109 |
131.17 |
131.17 |
131.17 |
131.17 |
-3.51 |
355 |
2,701 |
-155 |
| Aug05 |
041109 |
128.77 |
128.77 |
128.77 |
128.77 |
-3.41 |
96 |
1,779 |
+35 |
| Sep05 |
041109 |
125.62 |
125.62 |
125.62 |
125.62 |
-3.36 |
635 |
4,042 |
+90 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041109 |
7.390 |
7.600 |
7.310 |
7.471 |
-0.129 |
33,333 |
51,172 |
-10,778 |
| Jan05 |
041109 |
7.900 |
8.100 |
7.800 |
7.946 |
-0.153 |
18,691 |
52,589 |
+1,267 |
| Feb05 |
041109 |
7.900 |
8.120 |
7.840 |
7.976 |
-0.153 |
6,075 |
27,536 |
-1,793 |
| Mar05 |
041109 |
7.720 |
7.890 |
7.670 |
7.760 |
-0.140 |
5,673 |
27,338 |
-505 |
| Apr05 |
041109 |
6.760 |
6.860 |
6.720 |
6.820 |
-0.080 |
3,738 |
19,998 |
+88 |
| May05 |
041109 |
6.650 |
6.740 |
6.620 |
6.680 |
-0.060 |
2,622 |
18,877 |
-646 |
| Jun05 |
041109 |
6.650 |
6.760 |
6.650 |
6.695 |
-0.067 |
528 |
11,827 |
-267 |
| Jul05 |
041109 |
6.700 |
6.780 |
6.680 |
6.720 |
-0.072 |
373 |
14,836 |
-108 |
| Aug05 |
041109 |
6.700 |
6.790 |
6.660 |
6.735 |
-0.082 |
186 |
11,894 |
-46 |
| Sep05 |
041109 |
6.700 |
6.780 |
6.680 |
6.708 |
-0.079 |
68 |
10,709 |
+15 |
| Oct05 |
041109 |
6.750 |
6.770 |
6.720 |
6.738 |
-0.084 |
536 |
16,871 |
+82 |
| Nov05 |
041109 |
7.090 |
7.090 |
7.030 |
7.063 |
-0.097 |
141 |
8,512 |
+67 |
| Dec05 |
041109 |
7.370 |
7.390 |
7.300 |
7.373 |
-0.109 |
524 |
10,419 |
-113 |
| Jan06 |
041109 |
7.600 |
7.650 |
7.510 |
7.610 |
-0.120 |
300 |
12,273 |
-10 |
| Feb06 |
041109 |
7.600 |
7.650 |
7.510 |
7.625 |
-0.085 |
321 |
8,276 |
+26 |
| Mar06 |
041109 |
7.400 |
7.400 |
7.400 |
7.400 |
-0.070 |
80 |
9,527 |
-36 |
| Total Volume and Open Interest |
73,991 |
384,341 |
-13,077 |
| Brent Crude Oil(ICE) |
| Dec04 |
041109 |
44.90 |
45.00 |
43.60 |
43.71 |
-2.21 |
20,488 |
51,288 |
-4,144 |
| Jan05 |
041109 |
45.65 |
45.72 |
44.48 |
44.60 |
-1.68 |
29,267 |
92,656 |
+1,078 |
| Feb05 |
041109 |
45.90 |
45.90 |
44.80 |
45.02 |
-1.27 |
11,441 |
41,317 |
+5,957 |
| Mar05 |
041109 |
45.51 |
45.54 |
44.75 |
44.92 |
-1.20 |
4,265 |
20,482 |
+1,177 |
| Apr05 |
041109 |
44.30 |
45.36 |
43.93 |
44.69 |
-1.12 |
514 |
15,208 |
+31 |
| May05 |
041109 |
44.80 |
44.90 |
44.30 |
44.37 |
-1.06 |
327 |
7,361 |
+168 |
| Jun05 |
041109 |
44.48 |
44.60 |
44.04 |
44.04 |
-1.01 |
936 |
18,825 |
-138 |
| Jul05 |
041109 |
44.20 |
44.25 |
43.69 |
43.69 |
-0.98 |
125 |
5,939 |
+100 |
| Aug05 |
041109 |
43.35 |
43.35 |
43.35 |
43.35 |
-0.95 |
100 |
2,035 |
+0 |
| Sep05 |
041109 |
43.14 |
43.14 |
43.02 |
43.02 |
-0.91 |
0 |
5,630 |
+0 |
| Oct05 |
041109 |
42.72 |
42.72 |
42.72 |
42.72 |
-0.86 |
0 |
850 |
+0 |
| Nov05 |
041109 |
42.42 |
42.42 |
42.42 |
42.42 |
-0.82 |
0 |
150 |
+0 |
| Dec05 |
041109 |
42.40 |
42.55 |
41.75 |
42.12 |
-0.80 |
1,084 |
40,125 |
+277 |
| Total Volume and Open Interest |
68,847 |
352,729 |
+4,806 |
| Gas Oil(ICE) |
| Nov04 |
041109 |
420.25 |
426.00 |
413.00 |
420.75 |
+0.25 |
14,158 |
15,106 |
-4,224 |
| Dec04 |
041109 |
415.50 |
421.25 |
408.25 |
415.50 |
-1.75 |
20,791 |
47,348 |
-1,173 |
| Jan05 |
041109 |
413.75 |
417.75 |
406.00 |
412.75 |
-2.50 |
6,896 |
23,281 |
+368 |
| Feb05 |
041109 |
411.00 |
412.50 |
402.00 |
407.75 |
-2.25 |
1,683 |
9,081 |
+250 |
| Mar05 |
041109 |
405.50 |
406.00 |
395.00 |
401.50 |
-1.50 |
325 |
6,467 |
+0 |
| Apr05 |
041109 |
397.50 |
398.50 |
391.00 |
394.25 |
-2.25 |
757 |
5,982 |
-150 |
| May05 |
041109 |
394.00 |
394.00 |
390.00 |
390.00 |
-2.50 |
200 |
3,362 |
+0 |
| Jun05 |
041109 |
391.00 |
391.00 |
381.00 |
386.75 |
-2.75 |
671 |
9,085 |
-160 |
| Jul05 |
041109 |
385.50 |
385.50 |
385.50 |
385.50 |
-2.75 |
0 |
1,049 |
+0 |
| Aug05 |
041109 |
384.50 |
384.50 |
384.50 |
384.50 |
-2.50 |
0 |
1,511 |
+0 |
| Total Volume and Open Interest |
46,256 |
146,845 |
-4,939 |
| US Dollar Index(ICE) |
| Dec04 |
041109 |
84.230 |
84.360 |
84.060 |
84.260 |
+0.090 |
2,675 |
25,120 |
-120 |
| Mar05 |
041109 |
84.430 |
84.500 |
84.280 |
84.430 |
+0.090 |
46 |
2,895 |
+21 |
| Jun05 |
041109 |
84.610 |
84.610 |
84.610 |
84.610 |
+0.090 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
2,727 |
28,041 |
-103 |
| Australian Dollar(CME) |
| Dec04 |
041109 |
75.52 |
75.97 |
75.45 |
75.83 |
+0.36 |
3,444 |
65,411 |
+1,397 |
| Mar05 |
041109 |
74.97 |
75.38 |
74.90 |
75.27 |
+0.36 |
8 |
548 |
+20 |
| Jun05 |
041109 |
74.77 |
74.77 |
74.77 |
74.77 |
+0.40 |
0 |
289 |
+0 |
| Total Volume and Open Interest |
3,593 |
66,470 |
+1,435 |
| British Pound(CME) |
| Dec04 |
041109 |
185.00 |
185.58 |
184.77 |
185.16 |
+0.19 |
4,936 |
86,360 |
+2,197 |
| Mar05 |
041109 |
184.55 |
184.55 |
184.01 |
184.01 |
+0.24 |
22 |
143 |
+18 |
| Jun05 |
041109 |
183.01 |
183.01 |
183.01 |
183.01 |
+0.24 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,968 |
86,521 |
+2,223 |
| Canadian Dollar(CME) |
| Dec04 |
041109 |
83.79 |
83.88 |
83.30 |
83.34 |
-0.44 |
4,003 |
105,857 |
-894 |
| Mar05 |
041109 |
83.69 |
83.70 |
83.23 |
83.25 |
-0.44 |
777 |
3,809 |
-9 |
| Jun05 |
041109 |
83.54 |
83.54 |
83.16 |
83.18 |
-0.44 |
121 |
1,712 |
+57 |
| Sep05 |
041109 |
83.35 |
83.35 |
83.12 |
83.12 |
-0.44 |
0 |
674 |
+0 |
| Total Volume and Open Interest |
4,905 |
112,357 |
-843 |
| Japanese Yen(CME) |
| Dec04 |
041109 |
94.72 |
94.95 |
94.59 |
94.75 |
-0.18 |
4,016 |
175,275 |
+2,119 |
| Mar05 |
041109 |
95.24 |
95.35 |
95.24 |
95.32 |
-0.18 |
8 |
968 |
+0 |
| Jun05 |
041109 |
95.95 |
95.95 |
95.95 |
95.95 |
-0.18 |
36 |
46 |
+41 |
| Total Volume and Open Interest |
4,024 |
176,304 |
+2,160 |
| Swiss Franc(CME) |
| Dec04 |
041109 |
84.65 |
84.90 |
84.48 |
84.59 |
-0.12 |
1,584 |
76,115 |
+1,097 |
| Mar05 |
041109 |
85.03 |
85.07 |
84.89 |
84.92 |
-0.10 |
26 |
131 |
+29 |
| Jun05 |
041109 |
85.26 |
85.26 |
85.26 |
85.26 |
-0.10 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
1,610 |
76,315 |
+1,126 |
| EuroFX(CME) |
| Dec04 |
041109 |
129.11 |
129.35 |
128.83 |
128.97 |
-0.15 |
11,014 |
181,251 |
+14,532 |
| Mar05 |
041109 |
129.08 |
129.40 |
128.99 |
129.04 |
-0.14 |
237 |
3,145 |
+134 |
| Jun05 |
041109 |
129.15 |
129.15 |
129.15 |
129.15 |
-0.14 |
11 |
218 |
+3 |
| Total Volume and Open Interest |
11,329 |
184,697 |
+14,735 |
| Mexican Peso(CME) |
| Nov04 |
041109 |
871.5 |
874.5 |
871.5 |
871.5 |
-3.0 |
|
|
|
| Dec04 |
041109 |
870.2 |
872.0 |
866.2 |
867.2 |
-3.0 |
17,663 |
64,991 |
-761 |
| Total Volume and Open Interest |
17,724 |
66,266 |
-799 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041109 |
111~300 |
112~080 |
111~260 |
111~310 |
unch |
204,707 |
567,805 |
-19,608 |
| Mar05 |
041109 |
111~000 |
111~080 |
110~290 |
111~000 |
unch |
15,391 |
40,597 |
+2,525 |
| Jun05 |
041109 |
110~070 |
110~070 |
110~030 |
110~030 |
unch |
11 |
203 |
+0 |
| Total Volume and Open Interest |
220,109 |
608,605 |
-17,083 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041109 |
112~075 |
112~150 |
112~070 |
112~090 |
+0~005 |
623,287 |
1,556,863 |
-1,903 |
| Mar05 |
041109 |
111~215 |
111~270 |
111~195 |
111~210 |
+0~005 |
11,356 |
173,756 |
+4,421 |
| Jun05 |
041109 |
110~235 |
110~260 |
110~215 |
110~230 |
+0~010 |
150 |
4,144 |
+0 |
| Total Volume and Open Interest |
634,643 |
1,734,763 |
+2,518 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041109 |
110~056 |
110~066 |
110~046 |
110~050 |
unch |
309,214 |
1,055,780 |
+1,055,780 |
| Mar05 |
041109 |
109~078 |
109~082 |
109~070 |
109~072 |
+0~002 |
10,246 |
133,095 |
+133,095 |
| Jun05 |
041109 |
109~000 |
109~000 |
109~000 |
109~000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
319,460 |
15 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041109 |
105~057 |
105~057 |
105~052 |
105~053 |
-0~001 |
1,060 |
200,564 |
-10,659 |
| Total Volume and Open Interest |
1,060 |
200,564 |
-10,659 |
| Eurodollars(CME) |
| Dec04 |
041109 |
97.570 |
97.575 |
97.560 |
97.565 |
unch |
44,268 |
980,020 |
+3,594 |
| Mar05 |
041109 |
97.270 |
97.270 |
97.240 |
97.245 |
-0.005 |
47,820 |
948,158 |
+11,568 |
| Jun05 |
041109 |
97.030 |
97.030 |
97.000 |
97.005 |
-0.005 |
44,336 |
849,212 |
-33,595 |
| Sep05 |
041109 |
96.820 |
96.825 |
96.790 |
96.795 |
unch |
36,894 |
744,424 |
-17,974 |
| Dec05 |
041109 |
96.620 |
96.620 |
96.600 |
96.600 |
+0.005 |
44,239 |
583,967 |
+3,902 |
| Mar06 |
041109 |
96.470 |
96.470 |
96.450 |
96.455 |
+0.010 |
25,292 |
445,349 |
-870 |
| Jun06 |
041109 |
96.325 |
96.335 |
96.315 |
96.320 |
+0.015 |
26,770 |
311,246 |
+805 |
| Sep06 |
041109 |
96.190 |
96.200 |
96.180 |
96.185 |
+0.015 |
21,493 |
249,139 |
+2,596 |
| Dec06 |
041109 |
96.065 |
96.065 |
96.045 |
96.050 |
+0.010 |
15,723 |
202,842 |
+1,534 |
| Mar07 |
041109 |
95.955 |
95.955 |
95.930 |
95.940 |
+0.010 |
16,259 |
164,759 |
-1,886 |
| Jun07 |
041109 |
95.825 |
95.830 |
95.815 |
95.820 |
+0.010 |
10,467 |
166,632 |
+2,061 |
| Sep07 |
041109 |
95.715 |
95.720 |
95.695 |
95.710 |
+0.010 |
14,721 |
116,475 |
-187 |
| Dec07 |
041109 |
95.595 |
95.605 |
95.575 |
95.590 |
+0.010 |
4,755 |
91,812 |
+656 |
| Mar08 |
041109 |
95.500 |
95.505 |
95.475 |
95.495 |
+0.015 |
8,286 |
83,234 |
-778 |
| Jun08 |
041109 |
95.390 |
95.400 |
95.370 |
95.385 |
+0.010 |
6,810 |
86,795 |
+4 |
| Sep08 |
041109 |
95.290 |
95.290 |
95.270 |
95.285 |
+0.010 |
6,259 |
78,414 |
+1,458 |
| Dec08 |
041109 |
95.175 |
95.195 |
95.155 |
95.175 |
+0.010 |
4,086 |
60,186 |
+272 |
| Mar09 |
041109 |
95.090 |
95.090 |
95.065 |
95.085 |
+0.010 |
3,557 |
49,423 |
-264 |
| Total Volume and Open Interest |
392,980 |
6,399,045 |
-27,516 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041109 |
98.070 |
98.080 |
98.070 |
98.080 |
+0.010 |
1,577 |
173,390 |
-3,433 |
| Dec04 |
041109 |
97.890 |
97.890 |
97.890 |
97.890 |
unch |
1,939 |
136,566 |
+400 |
| Jan05 |
041109 |
97.800 |
97.800 |
97.790 |
97.800 |
+0.010 |
2,987 |
97,531 |
-1,525 |
| Feb05 |
041109 |
97.600 |
97.600 |
97.590 |
97.590 |
-0.010 |
1,903 |
28,600 |
+1,709 |
| Mar05 |
041109 |
97.530 |
97.530 |
97.520 |
97.520 |
unch |
252 |
8,488 |
+550 |
| Apr05 |
041109 |
97.410 |
97.410 |
97.400 |
97.400 |
unch |
600 |
2,616 |
+484 |
| Total Volume and Open Interest |
9,258 |
447,238 |
-1,815 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041109 |
98.070 |
98.075 |
98.070 |
98.075 |
unch |
13,121 |
0 |
+0 |
| Dec04 |
041109 |
97.895 |
97.895 |
97.880 |
97.890 |
unch |
18,295 |
0 |
+0 |
| Jan05 |
041109 |
97.800 |
97.800 |
97.790 |
97.795 |
unch |
17,847 |
0 |
+0 |
| Feb05 |
041109 |
97.590 |
97.600 |
97.585 |
97.590 |
-0.005 |
4,976 |
0 |
+0 |
| Mar05 |
041109 |
97.530 |
97.535 |
97.515 |
97.520 |
unch |
425 |
0 |
+0 |
| Apr05 |
041109 |
97.410 |
97.410 |
97.395 |
97.400 |
unch |
487 |
0 |
+0 |
| Total Volume and Open Interest |
55,151 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041109 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
215 |
19,178 |
+246 |
| Mar05 |
041109 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3 |
48,528 |
-851 |
| Jun05 |
041109 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
170 |
26,102 |
-98 |
| Sep05 |
041109 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.01 |
13 |
8,360 |
-2 |
| Dec05 |
041109 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
0 |
6,725 |
+299 |
| Mar06 |
041109 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.02 |
25 |
8,542 |
-959 |
| Jun06 |
041109 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
0 |
5,683 |
-30 |
| Sep06 |
041109 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
2,184 |
+10 |
| Dec06 |
041109 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.02 |
0 |
411 |
+0 |
| Mar07 |
041109 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.02 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
426 |
126,906 |
-1,385 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041109 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
689 |
60,510 |
-493 |
| Mar05 |
041109 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
7,083 |
84,772 |
-1,661 |
| Jun05 |
041109 |
99.86 |
99.87 |
99.86 |
99.87 |
unch |
6,439 |
78,446 |
-615 |
| Sep05 |
041109 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.00 |
267 |
44,737 |
-168 |
| Dec05 |
041109 |
99.74 |
99.75 |
99.74 |
99.75 |
+0.01 |
7,232 |
35,287 |
-640 |
| Mar06 |
041109 |
99.65 |
99.66 |
99.65 |
99.66 |
+0.01 |
1,039 |
30,691 |
-1,065 |
| Jun06 |
041109 |
99.56 |
99.57 |
99.56 |
99.57 |
+0.01 |
752 |
15,114 |
+922 |
| Sep06 |
041109 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.01 |
79 |
5,969 |
+20 |
| Total Volume and Open Interest |
23,580 |
369,121 |
-3,700 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041109 |
137.53 |
138.05 |
137.50 |
138.05 |
+0.46 |
1,852 |
25,152 |
-256 |
| Mar05 |
041109 |
137.12 |
137.12 |
137.12 |
137.12 |
+0.47 |
0 |
8 |
+4 |
| Jun05 |
041109 |
137.12 |
137.12 |
137.12 |
137.12 |
+0.47 |
|
|
|
| Total Volume and Open Interest |
1,852 |
25,160 |
-252 |
| Euro-Bund(EUREX) |
| Dec04 |
041109 |
116.73 |
117.15 |
116.70 |
117.15 |
+0.43 |
951,499 |
1,318,267 |
-19,279 |
| Mar05 |
041109 |
116.03 |
116.44 |
115.98 |
116.44 |
+0.44 |
10,284 |
39,996 |
+1,959 |
| Jun05 |
041109 |
115.65 |
115.65 |
115.65 |
115.65 |
+0.44 |
3,278 |
241 |
+0 |
| Total Volume and Open Interest |
965,061 |
1,358,504 |
-17,320 |
| Euro-Bobl(EUREX) |
| Dec04 |
041109 |
112.43 |
112.45 |
112.13 |
112.43 |
+0.28 |
571,149 |
840,013 |
+2,812 |
| Mar05 |
041109 |
111.86 |
112.17 |
111.86 |
112.17 |
+0.31 |
2,037 |
16,625 |
+736 |
| Jun05 |
041109 |
111.43 |
111.43 |
111.43 |
111.43 |
+0.28 |
150 |
800 |
+0 |
| Total Volume and Open Interest |
573,336 |
857,438 |
+3,548 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041109 |
97.790 |
97.800 |
97.790 |
97.800 |
+0.010 |
413 |
10,002 |
-92 |
| Mar05 |
041109 |
97.665 |
97.680 |
97.665 |
97.680 |
+0.020 |
218 |
7,023 |
+94 |
| Jun05 |
041109 |
97.545 |
97.595 |
97.545 |
97.595 |
+0.065 |
142 |
4,849 |
+28 |
| Total Volume and Open Interest |
866 |
28,881 |
+74 |
| Long Gilt(LIFFE) |
| Dec04 |
041109 |
107~31 |
108~10 |
107~28 |
108~05 |
+0~06 |
40,575 |
206,964 |
-1,520 |
| Mar05 |
041109 |
109~21 |
109~23 |
109~21 |
109~23 |
+0~08 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
40,575 |
206,973 |
-1,520 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041109 |
95.07 |
95.08 |
95.06 |
95.08 |
+0.01 |
20,817 |
256,137 |
+2,032 |
| Mar05 |
041109 |
94.96 |
94.98 |
94.95 |
94.97 |
+0.01 |
33,434 |
273,015 |
+1,098 |
| Jun05 |
041109 |
94.96 |
94.98 |
94.95 |
94.97 |
+0.01 |
23,468 |
190,251 |
+2,087 |
| Sep05 |
041109 |
94.98 |
95.01 |
94.98 |
95.00 |
+0.01 |
25,238 |
174,357 |
+1,213 |
| Dec05 |
041109 |
95.00 |
95.03 |
94.99 |
95.01 |
+0.01 |
23,136 |
181,745 |
-2,130 |
| Mar06 |
041109 |
94.99 |
95.02 |
94.99 |
95.00 |
+0.01 |
16,845 |
96,822 |
+1,234 |
| Total Volume and Open Interest |
164,753 |
1,368,601 |
+17,591 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041109 |
97.790 |
97.805 |
97.790 |
97.795 |
+0.005 |
107,774 |
669,789 |
+20,523 |
| Mar05 |
041109 |
97.660 |
97.705 |
97.655 |
97.680 |
+0.020 |
104,591 |
538,630 |
-6,864 |
| Jun05 |
041109 |
97.535 |
97.605 |
97.535 |
97.575 |
+0.035 |
109,444 |
549,593 |
-8,703 |
| Total Volume and Open Interest |
590,565 |
3,174,396 |
+232 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041109 |
94.56 |
94.57 |
94.55 |
94.57 |
unch |
8,478 |
125,913 |
-10,887 |
| Mar05 |
041109 |
94.49 |
94.50 |
94.48 |
94.50 |
unch |
19,727 |
136,408 |
-16,474 |
| Jun05 |
041109 |
94.45 |
94.46 |
94.44 |
94.46 |
unch |
7,128 |
60,312 |
-2,166 |
| Sep05 |
041109 |
94.42 |
94.43 |
94.41 |
94.43 |
unch |
1,996 |
29,275 |
-1,072 |
| Dec05 |
041109 |
94.39 |
94.40 |
94.39 |
94.40 |
unch |
205 |
16,839 |
-33 |
| Mar06 |
041109 |
94.37 |
94.37 |
94.37 |
94.37 |
unch |
385 |
13,116 |
-898 |
| Jun06 |
041109 |
94.35 |
94.35 |
94.35 |
94.35 |
unch |
180 |
9,473 |
+77 |
| Sep06 |
041109 |
94.31 |
94.32 |
94.31 |
94.32 |
unch |
170 |
5,904 |
-152 |
| Dec06 |
041109 |
94.30 |
94.30 |
94.29 |
94.29 |
+0.01 |
10 |
2,846 |
-20 |
| Mar07 |
041109 |
94.24 |
94.25 |
94.24 |
94.25 |
+0.01 |
60 |
1,839 |
+0 |
| Total Volume and Open Interest |
38,339 |
405,295 |
-31,625 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041109 |
94.50 |
94.52 |
94.49 |
94.50 |
-0.01 |
21,584 |
269,765 |
-7,841 |
| Mar05 |
041109 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
21,584 |
269,765 |
-7,841 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041109 |
94.73 |
94.75 |
94.72 |
94.73 |
-0.01 |
45,787 |
405,815 |
-60,881 |
| Mar05 |
041109 |
94.73 |
94.73 |
94.73 |
94.73 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
45,787 |
405,815 |
-60,881 |
| Gold(CMX) |
| Dec04 |
041109 |
434.5 |
437.5 |
433.3 |
436.2 |
+2.8 |
41,556 |
246,826 |
-1,946 |
| Feb05 |
041109 |
436.7 |
439.5 |
435.3 |
438.2 |
+2.9 |
6,998 |
25,058 |
+3,405 |
| Apr05 |
041109 |
439.0 |
440.6 |
437.5 |
440.2 |
+2.8 |
1,177 |
7,541 |
+609 |
| Jun05 |
041109 |
442.0 |
443.5 |
439.7 |
442.3 |
+2.8 |
525 |
16,014 |
+338 |
| Aug05 |
041109 |
444.5 |
444.5 |
444.5 |
444.5 |
+2.8 |
30 |
6,445 |
+30 |
| Oct05 |
041109 |
445.0 |
446.8 |
445.0 |
446.8 |
+2.8 |
189 |
2,932 |
+152 |
| Dec05 |
041109 |
448.0 |
450.5 |
447.0 |
449.1 |
+2.7 |
453 |
10,216 |
+109 |
| Feb06 |
041109 |
451.5 |
451.5 |
451.5 |
451.5 |
+2.6 |
0 |
844 |
+0 |
| Apr06 |
041109 |
453.9 |
453.9 |
453.9 |
453.9 |
+2.6 |
0 |
491 |
+0 |
| Jun06 |
041109 |
456.3 |
456.3 |
456.3 |
456.3 |
+2.5 |
123 |
8,321 |
+22 |
| Aug06 |
041109 |
459.0 |
459.0 |
459.0 |
459.0 |
+2.5 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
51,375 |
334,054 |
+3,036 |
| Silver(CMX) |
| Dec04 |
041109 |
751.0 |
758.5 |
744.0 |
753.5 |
+4.8 |
12,143 |
88,253 |
+163 |
| Mar05 |
041109 |
757.0 |
763.5 |
749.0 |
758.3 |
+4.9 |
1,820 |
22,711 |
+1,087 |
| May05 |
041109 |
758.0 |
765.0 |
758.0 |
761.2 |
+5.0 |
105 |
2,838 |
+35 |
| Jul05 |
041109 |
769.0 |
769.0 |
764.0 |
764.0 |
+5.1 |
6 |
2,042 |
+4 |
| Sep05 |
041109 |
765.0 |
766.4 |
765.0 |
766.4 |
+5.1 |
8 |
568 |
+2 |
| Dec05 |
041109 |
780.0 |
780.0 |
769.8 |
769.8 |
+4.9 |
543 |
4,324 |
+408 |
| Mar06 |
041109 |
773.0 |
773.0 |
773.0 |
773.0 |
+4.8 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
14,648 |
122,466 |
+1,710 |
| Platinum(NYMEX) |
| Jan05 |
041109 |
848.0 |
853.8 |
845.0 |
850.2 |
+0.6 |
816 |
5,931 |
+155 |
| Apr05 |
041109 |
853.0 |
853.0 |
848.2 |
848.2 |
+1.6 |
53 |
486 |
+53 |
| Total Volume and Open Interest |
869 |
6,417 |
+208 |
| Palladium(NYMEX) |
| Dec04 |
041109 |
217.00 |
217.00 |
214.00 |
215.45 |
-2.05 |
616 |
8,906 |
+58 |
| Mar05 |
041109 |
220.00 |
220.00 |
215.50 |
217.40 |
-2.00 |
347 |
1,181 |
+293 |
| Jun05 |
041109 |
218.50 |
218.50 |
218.50 |
218.50 |
-2.00 |
6 |
9 |
-4 |
| Total Volume and Open Interest |
969 |
10,096 |
+347 |
| Copper(CMX) |
| Dec04 |
041109 |
136.60 |
137.75 |
134.30 |
137.55 |
+1.40 |
7,635 |
39,061 |
-1,346 |
| Mar05 |
041109 |
135.50 |
136.70 |
133.30 |
136.45 |
+1.55 |
3,708 |
18,278 |
+2,037 |
| May05 |
041109 |
130.00 |
131.95 |
130.00 |
131.95 |
+1.75 |
24 |
3,958 |
+46 |
| Jul05 |
041109 |
126.00 |
127.45 |
126.00 |
127.45 |
+1.55 |
310 |
1,943 |
+198 |
| Sep05 |
041109 |
122.00 |
123.15 |
122.00 |
123.15 |
+1.00 |
31 |
1,559 |
+3 |
| Total Volume and Open Interest |
12,202 |
75,326 |
+1,064 |
| Aluminum(CMX) |
| Nov04 |
041109 |
88.10 |
88.10 |
88.10 |
88.10 |
-0.20 |
15 |
595 |
+5 |
| Dec04 |
041109 |
88.20 |
88.20 |
88.10 |
88.10 |
+0.10 |
0 |
1,265 |
+0 |
| Jan05 |
041109 |
88.20 |
88.20 |
87.90 |
87.90 |
+0.10 |
50 |
710 |
+49 |
| Feb05 |
041109 |
87.65 |
87.65 |
87.65 |
87.65 |
+0.10 |
0 |
626 |
+0 |
| Mar05 |
041109 |
87.10 |
87.40 |
87.10 |
87.40 |
+0.10 |
0 |
612 |
+0 |
| Apr05 |
041109 |
87.15 |
87.15 |
87.15 |
87.15 |
+0.15 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
65 |
9,771 |
+54 |
| DJIA Index(CBOT) |
| Dec04 |
041109 |
10380 |
10428 |
10366 |
10387 |
-10 |
5,380 |
40,452 |
+733 |
| Mar05 |
041109 |
10375 |
10420 |
10375 |
10387 |
-10 |
12 |
68 |
+2 |
| Jun05 |
041109 |
10396 |
10396 |
10396 |
10396 |
-10 |
1 |
2 |
+0 |
| Total Volume and Open Interest |
5,393 |
40,523 |
+731 |
| S & P 500(CME) |
| Dec04 |
041109 |
1165.70 |
1170.00 |
1162.80 |
1164.20 |
-2.30 |
27,206 |
628,169 |
+1,330 |
| Mar05 |
041109 |
1171.20 |
1171.20 |
1166.00 |
1166.00 |
-2.30 |
1,599 |
31,189 |
+1,438 |
| Jun05 |
041109 |
1169.00 |
1169.00 |
1169.00 |
1169.00 |
-2.30 |
38 |
2,690 |
+0 |
| Sep05 |
041109 |
1172.20 |
1172.20 |
1172.20 |
1172.20 |
-2.30 |
18 |
1,560 |
+9 |
| Total Volume and Open Interest |
28,865 |
663,755 |
+2,776 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041109 |
1166.50 |
1170.00 |
1162.75 |
1164.25 |
-2.25 |
439,648 |
901,132 |
+39,659 |
| Mar05 |
041109 |
1166.75 |
1170.75 |
1165.25 |
1166.00 |
-2.25 |
2,244 |
28,694 |
+1,962 |
| Total Volume and Open Interest |
441,892 |
929,826 |
+41,621 |
| NASDAQ 100(CME) |
| Dec04 |
041109 |
1528.50 |
1537.00 |
1522.00 |
1526.50 |
-4.50 |
6,279 |
80,560 |
+112 |
| Mar05 |
041109 |
1534.00 |
1534.00 |
1534.00 |
1534.00 |
-4.50 |
0 |
53 |
+0 |
| Jun05 |
041109 |
1541.00 |
1541.00 |
1541.00 |
1541.00 |
-4.50 |
|
|
|
| Total Volume and Open Interest |
6,279 |
80,613 |
+112 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041109 |
1531.00 |
1537.00 |
1522.50 |
1526.50 |
-4.50 |
244,862 |
339,915 |
+10,559 |
| Mar05 |
041109 |
1536.50 |
1544.00 |
1532.50 |
1534.00 |
-4.50 |
250 |
2,270 |
+84 |
| Total Volume and Open Interest |
245,112 |
342,185 |
+10,643 |
| S & P Midcap 400(CME) |
| Dec04 |
041109 |
618.50 |
621.75 |
618.50 |
619.40 |
+0.90 |
273 |
13,783 |
-65 |
| Mar05 |
041109 |
619.90 |
619.90 |
619.90 |
619.90 |
+0.90 |
0 |
1 |
+0 |
| Jun05 |
041109 |
619.90 |
619.90 |
619.90 |
619.90 |
+0.90 |
|
|
|
| Total Volume and Open Interest |
273 |
13,784 |
-65 |
| Russell 2000(CME) |
| Dec04 |
041109 |
603.00 |
608.00 |
602.00 |
605.25 |
+2.25 |
551 |
27,910 |
-25 |
| Mar05 |
041109 |
605.75 |
605.75 |
605.75 |
605.75 |
+2.50 |
0 |
4 |
+4 |
| Jun05 |
041109 |
605.50 |
605.50 |
605.50 |
605.50 |
+2.25 |
|
|
|
| Total Volume and Open Interest |
551 |
27,914 |
-21 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041109 |
603.00 |
607.90 |
600.90 |
605.30 |
+2.30 |
48,828 |
99,994 |
-1,644 |
| Mar05 |
041109 |
605.00 |
605.80 |
605.00 |
605.80 |
+2.50 |
28 |
243 |
+26 |
| Total Volume and Open Interest |
48,856 |
100,237 |
-1,618 |
| Nikkei 225(CME) |
| Dec04 |
041109 |
11010 |
11050 |
10940 |
10990 |
-5 |
10,493 |
166,408 |
+483 |
| Mar05 |
041109 |
10990 |
10990 |
10990 |
10990 |
-5 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
10,502 |
166,425 |
+483 |
| Nikkei 225(SGX) |
| Dec04 |
041109 |
11010 |
11050 |
10940 |
10990 |
-5 |
10,493 |
166,408 |
+483 |
| Mar05 |
041109 |
10990 |
10990 |
10990 |
10990 |
-5 |
0 |
13 |
+0 |
| Jun05 |
041109 |
10945 |
10945 |
10945 |
10945 |
-5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
10,502 |
166,425 |
+483 |
| CAC 40(EURONEXT) |
| Nov04 |
041109 |
3786.0 |
3790.0 |
3768.5 |
3774.0 |
-4.0 |
40,267 |
369,951 |
-79,561 |
| Dec04 |
041109 |
3783.0 |
3785.5 |
3767.5 |
3771.5 |
-4.0 |
1,217 |
139,173 |
+974 |
| Jan05 |
041109 |
3778.0 |
3778.0 |
3778.0 |
3778.0 |
-4.0 |
|
|
|
| Total Volume and Open Interest |
41,485 |
518,156 |
-78,586 |
| Hang Seng Index(HKFE) |
| Nov04 |
041109 |
13527 |
13556 |
13471 |
13488 |
-39 |
16,178 |
114,555 |
-122 |
| Dec04 |
041109 |
13491 |
13530 |
13462 |
13474 |
-46 |
380 |
1,305 |
+18 |
| Total Volume and Open Interest |
16,567 |
118,281 |
-253 |
| DAX(EUREX) |
| Dec04 |
041109 |
4085.0 |
4096.5 |
4066.5 |
4088.0 |
-4.5 |
85,682 |
173,564 |
+2,076 |
| Mar05 |
041109 |
4104.5 |
4115.0 |
4092.5 |
4110.5 |
-4.5 |
5,410 |
10,443 |
+9 |
| Jun05 |
041109 |
4123.0 |
4134.0 |
4123.0 |
4134.0 |
-5.0 |
3 |
1,678 |
+40 |
| Total Volume and Open Interest |
91,095 |
185,685 |
+2,125 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041109 |
4733.00 |
4739.00 |
4722.00 |
4726.00 |
+7.00 |
52,872 |
452,563 |
+1,092 |
| Mar05 |
041109 |
4735.50 |
4735.50 |
4726.00 |
4728.50 |
+7.00 |
19 |
18,324 |
+6 |
| Jun05 |
041109 |
4748.50 |
4748.50 |
4748.50 |
4748.50 |
+7.50 |
0 |
15,705 |
+0 |
| Total Volume and Open Interest |
52,891 |
487,592 |
+1,098 |
| SPI 200(SFE) |
| Dec04 |
041109 |
3841.0 |
3852.0 |
3835.0 |
3836.0 |
+1.0 |
10,540 |
168,569 |
+4,466 |
| Mar05 |
041109 |
3855.0 |
3858.0 |
3846.0 |
3846.0 |
unch |
80 |
3,431 |
+32 |
| Jun05 |
041109 |
3866.0 |
3866.0 |
3858.0 |
3858.0 |
unch |
14 |
3,161 |
+20 |
| Total Volume and Open Interest |
10,655 |
179,026 |
+4,552 |
| GSCI(CME) |
| Nov04 |
041109 |
331.70 |
335.00 |
329.70 |
329.90 |
-7.70 |
3,243 |
10,569 |
-3,125 |
| Dec04 |
041109 |
337.30 |
337.30 |
334.70 |
334.70 |
-7.55 |
3,390 |
7,124 |
+3,462 |
| Jan05 |
041109 |
335.50 |
335.50 |
335.50 |
335.50 |
-6.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
6,633 |
17,695 |
+337 |
| RJ/CRB Index(ICE) |
| Jan05 |
041109 |
282.75 |
283.50 |
282.00 |
282.95 |
+0.20 |
59 |
303 |
+21 |
| Feb05 |
041109 |
281.50 |
281.50 |
281.50 |
281.50 |
+0.20 |
25 |
66 |
+25 |
| Apr05 |
041109 |
279.50 |
280.65 |
279.50 |
280.65 |
+0.20 |
1 |
110 |
+0 |
| Total Volume and Open Interest |
194 |
575 |
-5 |
|
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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