|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu November 11, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041111 |
523.00 |
529.00 |
518.00 |
520.50 |
-2.50 |
1,881 |
1,322 |
-1,123 |
| Jan05 |
041111 |
524.00 |
528.00 |
518.00 |
519.75 |
-5.25 |
74,373 |
118,204 |
-6,037 |
| Mar05 |
041111 |
530.50 |
533.50 |
524.00 |
525.75 |
-7.75 |
12,385 |
44,081 |
+776 |
| May05 |
041111 |
537.00 |
541.00 |
531.00 |
532.25 |
-7.00 |
4,401 |
27,273 |
-216 |
| Jul05 |
041111 |
544.00 |
547.50 |
538.00 |
539.50 |
-7.25 |
4,423 |
23,819 |
-6 |
| Aug05 |
041111 |
547.00 |
548.50 |
541.50 |
541.50 |
-5.50 |
18 |
986 |
+6 |
| Sep05 |
041111 |
544.50 |
544.50 |
544.50 |
544.50 |
-7.00 |
34 |
336 |
+14 |
| Total Volume and Open Interest |
99,737 |
223,147 |
-6,459 |
| Soybean Meal(CBOT) |
| Dec04 |
041111 |
153.40 |
153.70 |
149.50 |
149.90 |
-4.00 |
18,915 |
44,889 |
-2,546 |
| Jan05 |
041111 |
154.70 |
155.00 |
151.30 |
151.40 |
-3.80 |
6,185 |
23,944 |
+566 |
| Mar05 |
041111 |
157.30 |
157.50 |
154.40 |
154.50 |
-3.20 |
4,549 |
26,826 |
+484 |
| May05 |
041111 |
159.70 |
160.20 |
157.00 |
157.00 |
-3.20 |
2,848 |
16,333 |
+324 |
| Jul05 |
041111 |
162.50 |
163.30 |
160.40 |
160.60 |
-2.50 |
1,465 |
22,246 |
+189 |
| Aug05 |
041111 |
163.80 |
164.80 |
161.90 |
161.90 |
-2.40 |
281 |
8,139 |
+210 |
| Sep05 |
041111 |
165.00 |
166.50 |
163.00 |
163.00 |
-2.50 |
322 |
5,349 |
+172 |
| Oct05 |
041111 |
166.50 |
168.00 |
164.50 |
164.50 |
-2.20 |
572 |
2,986 |
+214 |
| Total Volume and Open Interest |
35,877 |
156,285 |
-214 |
| Soybean Oil(CBOT) |
| Dec04 |
041111 |
20.65 |
20.85 |
20.39 |
20.49 |
-0.30 |
11,812 |
49,794 |
-877 |
| Jan05 |
041111 |
20.77 |
20.93 |
20.52 |
20.62 |
-0.29 |
5,422 |
32,565 |
+83 |
| Mar05 |
041111 |
20.88 |
21.05 |
20.64 |
20.74 |
-0.29 |
2,436 |
27,737 |
+372 |
| May05 |
041111 |
21.00 |
21.15 |
20.80 |
20.84 |
-0.31 |
1,725 |
18,440 |
-112 |
| Jul05 |
041111 |
21.10 |
21.29 |
20.88 |
20.94 |
-0.31 |
2,628 |
16,103 |
+198 |
| Aug05 |
041111 |
21.25 |
21.25 |
20.92 |
20.94 |
-0.29 |
111 |
5,999 |
+60 |
| Sep05 |
041111 |
21.20 |
21.20 |
20.92 |
20.92 |
-0.29 |
329 |
3,419 |
+167 |
| Oct05 |
041111 |
21.20 |
21.20 |
20.90 |
20.90 |
-0.30 |
125 |
2,340 |
+65 |
| Total Volume and Open Interest |
25,564 |
163,125 |
+111 |
| Canola(WCE) |
| Nov04 |
041110 |
288.5 |
288.5 |
288.5 |
288.5 |
+1.4 |
45 |
42 |
-45 |
| Jan05 |
041110 |
294.0 |
299.5 |
294.0 |
294.5 |
+2.5 |
3,754 |
41,903 |
-366 |
| Mar05 |
041110 |
297.5 |
300.3 |
297.1 |
297.1 |
+2.4 |
546 |
8,312 |
+204 |
| May05 |
041110 |
302.5 |
302.5 |
302.5 |
302.5 |
+4.5 |
55 |
589 |
-55 |
| Jul05 |
041110 |
308.5 |
308.5 |
308.5 |
308.5 |
+6.5 |
172 |
506 |
+117 |
| Total Volume and Open Interest |
4,919 |
62,359 |
+118 |
| Corn(CBOT) |
| Dec04 |
041111 |
198.25 |
198.50 |
197.00 |
197.25 |
-1.00 |
80,291 |
266,901 |
-10,589 |
| Mar05 |
041111 |
210.00 |
210.25 |
208.50 |
209.25 |
-1.00 |
30,318 |
214,232 |
+8,072 |
| May05 |
041111 |
217.50 |
217.50 |
216.00 |
216.25 |
-1.25 |
3,778 |
54,064 |
+848 |
| Jul05 |
041111 |
224.25 |
224.25 |
222.00 |
222.50 |
-1.50 |
3,083 |
59,406 |
+874 |
| Sep05 |
041111 |
230.75 |
231.50 |
229.25 |
229.50 |
-2.00 |
475 |
15,647 |
+131 |
| Dec05 |
041111 |
239.00 |
239.50 |
237.00 |
237.25 |
-3.00 |
3,152 |
32,192 |
+190 |
| Total Volume and Open Interest |
121,265 |
644,857 |
-457 |
| Wheat(CBOT) |
| Dec04 |
041111 |
303.50 |
304.50 |
301.00 |
302.75 |
-0.75 |
24,332 |
78,343 |
-5,955 |
| Mar05 |
041111 |
316.50 |
316.50 |
312.50 |
314.00 |
-1.75 |
14,446 |
70,112 |
+6,045 |
| May05 |
041111 |
323.50 |
323.50 |
319.00 |
320.25 |
-1.75 |
245 |
8,190 |
+93 |
| Jul05 |
041111 |
328.00 |
328.00 |
325.00 |
326.00 |
-1.50 |
859 |
9,858 |
-175 |
| Sep05 |
041111 |
331.50 |
331.50 |
331.50 |
331.50 |
-3.00 |
29 |
228 |
+0 |
| Total Volume and Open Interest |
40,055 |
168,136 |
+87 |
| Wheat(KCBT) |
| Dec04 |
041111 |
352.00 |
352.00 |
346.50 |
349.75 |
-1.50 |
8,068 |
40,919 |
-2,009 |
| Mar05 |
041111 |
351.00 |
351.50 |
347.00 |
349.00 |
-2.75 |
6,701 |
29,572 |
+284 |
| May05 |
041111 |
349.50 |
349.50 |
347.50 |
348.00 |
-2.75 |
529 |
4,981 |
+120 |
| Jul05 |
041111 |
344.00 |
344.00 |
340.50 |
343.50 |
-1.00 |
1,029 |
8,245 |
+151 |
| Sep05 |
041111 |
346.50 |
347.00 |
346.50 |
347.00 |
unch |
26 |
1,299 |
+26 |
| Total Volume and Open Interest |
16,353 |
85,156 |
-1,428 |
| Wheat(MGE) |
| Dec04 |
041111 |
368.00 |
369.00 |
366.00 |
367.75 |
-0.75 |
3,614 |
13,465 |
+66 |
| Mar05 |
041111 |
373.00 |
373.25 |
370.00 |
372.75 |
-0.75 |
1,695 |
13,159 |
-349 |
| May05 |
041111 |
376.00 |
376.00 |
374.00 |
374.00 |
-2.00 |
284 |
4,891 |
+20 |
| Jul05 |
041111 |
374.00 |
374.00 |
371.25 |
373.00 |
-1.50 |
67 |
2,311 |
+0 |
| Sep05 |
041111 |
363.00 |
363.00 |
361.00 |
362.00 |
-1.50 |
14 |
1,003 |
+11 |
| Total Volume and Open Interest |
5,676 |
35,017 |
-252 |
| Oats(CBOT) |
| Dec04 |
041111 |
141.75 |
144.50 |
141.75 |
143.75 |
+1.50 |
957 |
4,702 |
-96 |
| Mar05 |
041111 |
148.00 |
150.00 |
148.00 |
150.00 |
+1.50 |
284 |
2,691 |
+12 |
| May05 |
041111 |
154.00 |
154.00 |
154.00 |
154.00 |
+1.00 |
7 |
126 |
+0 |
| Jul05 |
041111 |
158.00 |
158.00 |
158.00 |
158.00 |
+1.00 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
1,241 |
7,555 |
-84 |
| Rough Rice(CBOT) |
| Nov04 |
041111 |
7.08 |
7.20 |
7.08 |
7.16 |
+0.06 |
62 |
667 |
-30 |
| Jan05 |
041111 |
7.18 |
7.33 |
7.17 |
7.20 |
-0.01 |
421 |
3,225 |
+22 |
| Mar05 |
041111 |
7.38 |
7.53 |
7.38 |
7.40 |
-0.03 |
25 |
890 |
+7 |
| May05 |
041111 |
7.64 |
7.69 |
7.61 |
7.61 |
+0.01 |
14 |
216 |
+7 |
| Total Volume and Open Interest |
522 |
5,052 |
+6 |
| Live Cattle(CME) |
| Dec04 |
041111 |
84.600 |
85.825 |
84.600 |
85.475 |
+1.825 |
15,186 |
42,595 |
-2,476 |
| Feb05 |
041111 |
87.200 |
88.600 |
87.200 |
88.550 |
+1.700 |
10,963 |
43,271 |
+4,950 |
| Apr05 |
041111 |
84.000 |
85.175 |
84.000 |
85.075 |
+1.300 |
3,964 |
12,238 |
-511 |
| Jun05 |
041111 |
80.400 |
81.075 |
80.400 |
80.925 |
+0.900 |
1,292 |
8,486 |
+203 |
| Aug05 |
041111 |
80.250 |
80.800 |
80.250 |
80.475 |
+0.525 |
741 |
4,169 |
+158 |
| Oct05 |
041111 |
81.300 |
82.100 |
81.300 |
81.575 |
+0.575 |
712 |
1,354 |
+382 |
| Total Volume and Open Interest |
33,156 |
112,585 |
+2,977 |
| Feeder Cattle(CME) |
| Nov04 |
041111 |
108.400 |
108.500 |
108.050 |
108.425 |
+0.225 |
783 |
2,312 |
-347 |
| Jan05 |
041111 |
102.800 |
103.800 |
102.600 |
103.300 |
+1.425 |
1,823 |
8,168 |
-150 |
| Mar05 |
041111 |
98.975 |
99.750 |
98.500 |
99.150 |
+0.700 |
735 |
2,000 |
+102 |
| Apr05 |
041111 |
98.200 |
98.600 |
97.800 |
98.150 |
+0.850 |
579 |
1,006 |
+318 |
| May05 |
041111 |
98.100 |
98.800 |
98.000 |
98.000 |
+0.600 |
372 |
882 |
+110 |
| Aug05 |
041111 |
100.000 |
100.750 |
100.000 |
100.300 |
+0.900 |
70 |
162 |
+40 |
| Sep05 |
041111 |
98.500 |
98.500 |
98.500 |
98.500 |
|
|
|
|
| Lean Hogs(CME) |
| Dec04 |
041111 |
74.150 |
74.750 |
73.200 |
74.475 |
+0.575 |
6,524 |
37,866 |
-1,699 |
| Feb05 |
041111 |
73.700 |
74.300 |
72.850 |
74.250 |
+0.400 |
7,546 |
31,496 |
+1,813 |
| Apr05 |
041111 |
70.500 |
71.000 |
69.650 |
70.975 |
+0.425 |
1,728 |
10,510 |
+548 |
| May05 |
041111 |
69.000 |
69.850 |
68.750 |
69.850 |
+0.375 |
61 |
1,868 |
+31 |
| Jun05 |
041111 |
72.950 |
73.750 |
72.500 |
73.725 |
+0.425 |
572 |
5,559 |
+130 |
| Jul05 |
041111 |
69.025 |
69.950 |
68.550 |
69.825 |
+0.450 |
229 |
1,345 |
+73 |
| Aug05 |
041111 |
64.100 |
64.900 |
64.000 |
64.900 |
unch |
147 |
815 |
+87 |
| Oct05 |
041111 |
54.900 |
55.500 |
54.900 |
55.500 |
+0.550 |
40 |
228 |
+5 |
| Total Volume and Open Interest |
16,852 |
89,726 |
+989 |
| Pork Bellies(CME) |
| Feb05 |
041111 |
101.600 |
101.600 |
100.250 |
100.625 |
-1.425 |
329 |
1,416 |
+32 |
| Mar05 |
041111 |
101.800 |
101.800 |
101.800 |
101.800 |
-0.100 |
3 |
26 |
-3 |
| May05 |
041111 |
101.900 |
101.900 |
101.900 |
101.900 |
-0.100 |
1 |
23 |
+1 |
| Jul05 |
041111 |
103.550 |
103.550 |
103.550 |
103.550 |
-0.050 |
0 |
10 |
+0 |
| Aug05 |
041111 |
101.250 |
101.250 |
101.250 |
101.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
333 |
1,476 |
+30 |
| Class III Milk(CME) |
| Nov04 |
041111 |
14.68 |
14.74 |
14.68 |
14.71 |
+0.03 |
110 |
4,144 |
+24 |
| Dec04 |
041111 |
14.65 |
15.10 |
14.57 |
14.88 |
+0.23 |
452 |
3,535 |
+70 |
| Jan05 |
041111 |
13.60 |
14.40 |
13.58 |
13.82 |
+0.16 |
375 |
2,139 |
+120 |
| Feb05 |
041111 |
12.70 |
12.95 |
12.70 |
12.85 |
+0.15 |
103 |
1,991 |
+14 |
| Mar05 |
041111 |
12.60 |
12.82 |
12.59 |
12.80 |
+0.20 |
73 |
2,272 |
-2 |
| Total Volume and Open Interest |
1,266 |
21,407 |
+254 |
| Cocoa(ICE) |
| Dec04 |
041111 |
1692 |
1755 |
1691 |
1740 |
+39 |
9,392 |
9,307 |
-6,724 |
| Mar05 |
041111 |
1690 |
1743 |
1682 |
1736 |
+38 |
12,744 |
44,059 |
+5,039 |
| May05 |
041111 |
1684 |
1736 |
1684 |
1736 |
+36 |
549 |
11,892 |
+141 |
| Jul05 |
041111 |
1685 |
1750 |
1685 |
1743 |
+43 |
118 |
11,019 |
-92 |
| Sep05 |
041111 |
1685 |
1744 |
1685 |
1744 |
+44 |
779 |
9,288 |
+567 |
| Dec05 |
041111 |
1685 |
1745 |
1685 |
1745 |
+45 |
276 |
8,160 |
-4 |
| Mar06 |
041111 |
1750 |
1750 |
1750 |
1750 |
+44 |
200 |
10,273 |
+60 |
| Total Volume and Open Interest |
23,858 |
116,119 |
-1,013 |
| Coffee "C"(ICE) |
| Dec04 |
041111 |
80.50 |
81.70 |
79.80 |
81.45 |
+0.10 |
12,264 |
33,594 |
-3,265 |
| Mar05 |
041111 |
83.50 |
85.00 |
83.00 |
84.70 |
+0.15 |
10,394 |
35,235 |
+4,448 |
| May05 |
041111 |
85.50 |
86.50 |
85.00 |
86.40 |
+0.10 |
1,640 |
5,590 |
+612 |
| Jul05 |
041111 |
86.70 |
88.25 |
86.40 |
87.95 |
+0.15 |
322 |
2,300 |
-53 |
| Sep05 |
041111 |
88.10 |
89.50 |
88.00 |
89.50 |
+0.20 |
165 |
1,434 |
+126 |
| Dec05 |
041111 |
90.70 |
92.00 |
90.70 |
92.00 |
+0.20 |
53 |
772 |
+52 |
| Total Volume and Open Interest |
24,842 |
79,136 |
+1,923 |
| Orange Juice(ICE) |
| Jan05 |
041111 |
74.00 |
74.35 |
73.60 |
74.15 |
+0.50 |
2,660 |
16,393 |
-325 |
| Mar05 |
041111 |
75.80 |
76.40 |
75.70 |
76.20 |
+0.55 |
695 |
10,621 |
+114 |
| May05 |
041111 |
78.80 |
78.80 |
78.80 |
78.80 |
+0.30 |
131 |
4,341 |
+8 |
| Jul05 |
041111 |
80.50 |
80.55 |
80.50 |
80.55 |
+0.55 |
28 |
455 |
+5 |
| Sep05 |
041111 |
82.05 |
82.05 |
82.05 |
82.05 |
+0.55 |
20 |
86 |
+20 |
| Nov05 |
041111 |
83.00 |
83.15 |
83.00 |
83.15 |
+0.15 |
1 |
564 |
+1 |
| Total Volume and Open Interest |
3,535 |
32,507 |
-177 |
| Sugar #11(ICE) |
| Mar05 |
041111 |
8.55 |
8.66 |
8.53 |
8.65 |
+0.05 |
16,871 |
203,707 |
+241 |
| May05 |
041111 |
8.68 |
8.78 |
8.68 |
8.77 |
+0.05 |
2,605 |
40,254 |
-239 |
| Jul05 |
041111 |
8.54 |
8.63 |
8.54 |
8.63 |
+0.05 |
1,267 |
21,909 |
-43 |
| Oct05 |
041111 |
8.56 |
8.65 |
8.54 |
8.63 |
+0.05 |
1,158 |
21,774 |
+57 |
| Mar06 |
041111 |
8.43 |
8.50 |
8.43 |
8.50 |
+0.03 |
159 |
8,468 |
+67 |
| Total Volume and Open Interest |
22,098 |
300,293 |
+73 |
| Sugar #14(ICE) |
| Jan05 |
041111 |
20.24 |
20.24 |
20.20 |
20.22 |
-0.03 |
303 |
1,329 |
-227 |
| Mar05 |
041111 |
20.32 |
20.32 |
20.29 |
20.31 |
-0.02 |
47 |
3,507 |
+27 |
| May05 |
041111 |
20.46 |
20.46 |
20.45 |
20.45 |
-0.03 |
20 |
1,999 |
+5 |
| Jul05 |
041111 |
20.65 |
20.66 |
20.65 |
20.66 |
+0.01 |
8 |
1,527 |
+2 |
| Sep05 |
041111 |
20.80 |
20.80 |
20.80 |
20.80 |
+0.01 |
3 |
2,366 |
-3 |
| Total Volume and Open Interest |
389 |
11,335 |
-188 |
| London Cocoa(LCE) |
| Dec04 |
041111 |
935 |
961 |
923 |
956 |
+17 |
4,139 |
43,231 |
-542 |
| Mar05 |
041111 |
949 |
979 |
938 |
973 |
+17 |
9,074 |
54,748 |
+1,911 |
| May05 |
041111 |
963 |
990 |
949 |
985 |
+18 |
2,696 |
18,682 |
-353 |
| Jul05 |
041111 |
980 |
1006 |
967 |
1001 |
+19 |
720 |
15,710 |
+135 |
| Sep05 |
041111 |
1000 |
1028 |
989 |
1022 |
+21 |
1,832 |
34,653 |
+967 |
| Dec05 |
041111 |
986 |
1004 |
986 |
998 |
+20 |
97 |
29,458 |
-13 |
| Mar06 |
041111 |
1001 |
1001 |
1001 |
1001 |
+18 |
29 |
3,906 |
-5 |
| Total Volume and Open Interest |
18,587 |
200,843 |
+2,100 |
| London Coffee(LCE) |
| Nov04 |
041111 |
602.00 |
614.00 |
602.00 |
614.00 |
-3.00 |
15 |
19,353 |
-290 |
| Jan05 |
041111 |
640.00 |
640.00 |
617.00 |
632.00 |
-8.00 |
10,147 |
77,504 |
-4,173 |
| Mar05 |
041111 |
656.00 |
656.00 |
637.00 |
650.00 |
-8.00 |
2,507 |
37,988 |
+301 |
| May05 |
041111 |
660.00 |
671.00 |
655.00 |
669.00 |
-8.00 |
872 |
32,722 |
+226 |
| Jul05 |
041111 |
675.00 |
688.00 |
674.00 |
688.00 |
-6.00 |
92 |
8,833 |
-12 |
| Sep05 |
041111 |
691.00 |
704.00 |
691.00 |
704.00 |
-8.00 |
44 |
5,083 |
+2 |
| Total Volume and Open Interest |
13,679 |
183,508 |
-3,946 |
| London Sugar(LCE) |
| Mar05 |
041111 |
248.00 |
250.00 |
247.50 |
249.30 |
+0.30 |
3,055 |
27,634 |
-478 |
| May05 |
041111 |
257.50 |
258.00 |
256.20 |
257.90 |
+1.40 |
209 |
10,543 |
-4 |
| Aug05 |
041111 |
257.00 |
258.60 |
257.00 |
258.60 |
+1.60 |
40 |
4,671 |
-10 |
| Oct05 |
041111 |
257.60 |
259.50 |
256.80 |
259.50 |
+2.00 |
4 |
2,988 |
-4 |
| Dec05 |
041111 |
257.50 |
259.00 |
256.30 |
259.00 |
+2.30 |
0 |
1,676 |
+0 |
| Total Volume and Open Interest |
7,154 |
53,679 |
-1,219 |
| Cotton(ICE) |
| Dec04 |
041111 |
43.50 |
44.20 |
43.50 |
43.88 |
+0.23 |
10,953 |
32,233 |
-2,348 |
| Mar05 |
041111 |
43.00 |
43.20 |
42.80 |
42.98 |
-0.04 |
11,008 |
39,185 |
+3,538 |
| May05 |
041111 |
43.90 |
44.05 |
43.75 |
43.81 |
-0.17 |
1,655 |
6,740 |
+625 |
| Jul05 |
041111 |
45.15 |
45.15 |
44.75 |
44.83 |
-0.27 |
919 |
7,977 |
+366 |
| Oct05 |
041111 |
48.20 |
48.20 |
47.65 |
47.65 |
+0.05 |
7 |
59 |
+5 |
| Dec05 |
041111 |
48.50 |
48.60 |
48.30 |
48.30 |
-0.20 |
999 |
4,421 |
+353 |
| Total Volume and Open Interest |
26,275 |
91,794 |
+3,042 |
| Lumber(CME) |
| Nov04 |
041111 |
300.6 |
305.0 |
297.5 |
300.5 |
+0.4 |
328 |
397 |
-188 |
| Jan05 |
041111 |
316.0 |
320.3 |
312.6 |
318.6 |
+2.1 |
711 |
2,671 |
+122 |
| Mar05 |
041111 |
326.2 |
329.0 |
323.0 |
328.4 |
+2.4 |
73 |
359 |
+19 |
| May05 |
041111 |
332.9 |
334.0 |
332.9 |
334.0 |
+5.7 |
16 |
84 |
+2 |
| Total Volume and Open Interest |
1,140 |
3,542 |
-35 |
| Crude Oil(NYM) |
| Dec04 |
041111 |
48.00 |
48.35 |
47.10 |
47.42 |
-1.44 |
129,900 |
128,516 |
-15,848 |
| Jan05 |
041111 |
48.10 |
48.40 |
47.25 |
47.60 |
-1.32 |
95,284 |
161,633 |
+25,733 |
| Feb05 |
041111 |
48.10 |
48.25 |
47.40 |
47.58 |
-1.26 |
22,569 |
50,318 |
+2,707 |
| Mar05 |
041111 |
47.70 |
48.00 |
47.20 |
47.34 |
-1.22 |
10,228 |
32,526 |
+124 |
| Apr05 |
041111 |
47.40 |
47.45 |
46.95 |
47.00 |
-1.18 |
5,523 |
26,806 |
+1,764 |
| May05 |
041111 |
46.80 |
46.85 |
46.40 |
46.60 |
-1.15 |
2,162 |
16,451 |
-323 |
| Jun05 |
041111 |
46.80 |
46.80 |
46.10 |
46.20 |
-1.12 |
3,998 |
32,587 |
-21 |
| Jul05 |
041111 |
45.88 |
45.88 |
45.80 |
45.80 |
-1.09 |
861 |
13,537 |
+103 |
| Aug05 |
041111 |
45.42 |
45.42 |
45.42 |
45.42 |
-1.07 |
253 |
10,625 |
+145 |
| Sep05 |
041111 |
45.04 |
45.04 |
45.04 |
45.04 |
-1.05 |
3,271 |
12,033 |
+168 |
| Oct05 |
041111 |
44.68 |
44.68 |
44.68 |
44.68 |
-1.03 |
777 |
5,905 |
+109 |
| Nov05 |
041111 |
44.50 |
44.50 |
44.35 |
44.35 |
-1.01 |
285 |
9,974 |
+87 |
| Dec05 |
041111 |
44.50 |
44.50 |
43.85 |
44.05 |
-0.99 |
6,866 |
50,681 |
-8,047 |
| Jan06 |
041111 |
44.20 |
44.30 |
43.75 |
43.75 |
-0.98 |
755 |
8,079 |
+258 |
| Feb06 |
041111 |
43.47 |
43.47 |
43.47 |
43.47 |
-0.97 |
25 |
3,424 |
+25 |
| Mar06 |
041111 |
43.22 |
43.22 |
43.22 |
43.22 |
-0.96 |
160 |
8,266 |
+110 |
| Total Volume and Open Interest |
290,451 |
711,456 |
-360 |
| Heating Oil(NYM) |
| Dec04 |
041111 |
138.00 |
139.30 |
135.50 |
136.38 |
-3.91 |
32,560 |
48,669 |
-2,625 |
| Jan05 |
041111 |
139.00 |
140.20 |
136.70 |
137.53 |
-3.65 |
18,290 |
49,215 |
+2,896 |
| Feb05 |
041111 |
137.20 |
138.30 |
135.00 |
136.18 |
-3.40 |
3,459 |
23,011 |
+472 |
| Mar05 |
041111 |
134.00 |
134.25 |
132.00 |
132.63 |
-3.25 |
2,267 |
16,396 |
+74 |
| Apr05 |
041111 |
128.80 |
128.80 |
127.00 |
127.03 |
-3.15 |
478 |
6,361 |
-60 |
| May05 |
041111 |
124.10 |
124.10 |
122.88 |
122.88 |
-3.00 |
356 |
5,342 |
+15 |
| Jun05 |
041111 |
122.00 |
122.00 |
120.50 |
120.53 |
-2.80 |
961 |
7,243 |
+447 |
| Jul05 |
041111 |
120.85 |
120.85 |
119.48 |
119.48 |
-2.70 |
54 |
4,625 |
+97 |
| Aug05 |
041111 |
121.00 |
121.00 |
119.53 |
119.53 |
-2.65 |
4 |
1,899 |
+4 |
| Sep05 |
041111 |
120.25 |
121.25 |
120.00 |
120.13 |
-2.60 |
8 |
3,351 |
+5 |
| Oct05 |
041111 |
122.40 |
122.40 |
120.83 |
120.83 |
-2.60 |
4 |
318 |
+4 |
| Nov05 |
041111 |
123.10 |
123.10 |
121.53 |
121.53 |
-2.60 |
5 |
439 |
+4 |
| Total Volume and Open Interest |
58,655 |
176,166 |
+1,449 |
| Gasoline(NYMEX) |
| Dec04 |
041111 |
126.00 |
126.80 |
123.70 |
124.44 |
-4.08 |
30,463 |
41,043 |
-1,487 |
| Jan05 |
041111 |
128.00 |
128.00 |
125.20 |
125.73 |
-3.97 |
13,896 |
39,003 |
+3,083 |
| Feb05 |
041111 |
129.00 |
129.00 |
126.63 |
126.63 |
-3.92 |
2,556 |
10,217 |
+732 |
| Mar05 |
041111 |
129.70 |
129.70 |
127.30 |
127.53 |
-3.92 |
891 |
5,865 |
+58 |
| Apr05 |
041111 |
136.00 |
136.00 |
134.53 |
134.53 |
-3.92 |
2,938 |
12,422 |
-81 |
| May05 |
041111 |
134.53 |
134.53 |
134.53 |
134.53 |
-3.87 |
1,170 |
10,520 |
+183 |
| Jun05 |
041111 |
135.20 |
135.20 |
133.58 |
133.58 |
-3.82 |
225 |
5,499 |
+93 |
| Jul05 |
041111 |
131.73 |
131.73 |
131.73 |
131.73 |
-3.77 |
221 |
2,953 |
+220 |
| Aug05 |
041111 |
129.23 |
129.23 |
129.23 |
129.23 |
-3.72 |
25 |
1,794 |
+20 |
| Sep05 |
041111 |
127.02 |
127.02 |
126.03 |
126.03 |
-3.72 |
35 |
4,067 |
+5 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041111 |
7.480 |
7.500 |
7.130 |
7.236 |
-0.442 |
36,422 |
45,002 |
-4,573 |
| Jan05 |
041111 |
8.070 |
8.110 |
7.800 |
7.944 |
-0.347 |
16,526 |
56,501 |
+2,346 |
| Feb05 |
041111 |
8.110 |
8.140 |
7.880 |
7.989 |
-0.322 |
3,191 |
27,096 |
-778 |
| Mar05 |
041111 |
7.870 |
7.890 |
7.690 |
7.754 |
-0.297 |
3,275 |
28,083 |
+223 |
| Apr05 |
041111 |
6.880 |
6.910 |
6.790 |
6.804 |
-0.197 |
2,971 |
19,855 |
-595 |
| May05 |
041111 |
6.765 |
6.765 |
6.630 |
6.674 |
-0.177 |
2,355 |
18,506 |
-409 |
| Jun05 |
041111 |
6.770 |
6.780 |
6.660 |
6.692 |
-0.179 |
536 |
11,975 |
+111 |
| Jul05 |
041111 |
6.770 |
6.810 |
6.700 |
6.722 |
-0.179 |
1,390 |
15,031 |
+233 |
| Aug05 |
041111 |
6.840 |
6.840 |
6.740 |
6.740 |
-0.179 |
520 |
11,941 |
+69 |
| Sep05 |
041111 |
6.760 |
6.790 |
6.717 |
6.717 |
-0.172 |
522 |
10,834 |
+26 |
| Oct05 |
041111 |
6.800 |
6.830 |
6.710 |
6.744 |
-0.172 |
2,431 |
17,041 |
+113 |
| Nov05 |
041111 |
7.150 |
7.150 |
7.000 |
7.019 |
-0.172 |
1,271 |
9,164 |
+522 |
| Dec05 |
041111 |
7.340 |
7.360 |
7.260 |
7.304 |
-0.172 |
1,843 |
10,655 |
-37 |
| Jan06 |
041111 |
7.510 |
7.520 |
7.500 |
7.504 |
-0.172 |
3,105 |
12,412 |
+66 |
| Feb06 |
041111 |
7.580 |
7.590 |
7.504 |
7.504 |
-0.172 |
434 |
8,495 |
+166 |
| Mar06 |
041111 |
7.340 |
7.340 |
7.270 |
7.304 |
-0.137 |
1,185 |
9,691 |
+144 |
| Total Volume and Open Interest |
81,991 |
385,553 |
-1,459 |
| Brent Crude Oil(ICE) |
| Dec04 |
041111 |
44.35 |
44.35 |
42.95 |
43.02 |
-1.73 |
26,025 |
27,647 |
-13,302 |
| Jan05 |
041111 |
45.14 |
45.15 |
43.85 |
44.20 |
-1.48 |
47,332 |
86,393 |
+767 |
| Feb05 |
041111 |
45.23 |
45.31 |
44.15 |
44.58 |
-1.30 |
19,843 |
60,390 |
+12,724 |
| Mar05 |
041111 |
45.08 |
45.95 |
44.42 |
44.48 |
-1.23 |
2,507 |
22,138 |
+63 |
| Apr05 |
041111 |
44.80 |
44.80 |
44.15 |
44.25 |
-1.17 |
861 |
16,023 |
-136 |
| May05 |
041111 |
44.50 |
44.50 |
43.91 |
43.91 |
-1.16 |
167 |
7,096 |
+157 |
| Jun05 |
041111 |
44.13 |
44.20 |
43.55 |
43.57 |
-1.13 |
1,100 |
19,251 |
+427 |
| Jul05 |
041111 |
43.77 |
43.77 |
43.23 |
43.23 |
-1.11 |
700 |
6,346 |
+817 |
| Aug05 |
041111 |
42.90 |
42.90 |
42.90 |
42.90 |
-1.11 |
0 |
2,035 |
+0 |
| Sep05 |
041111 |
42.90 |
42.90 |
42.57 |
42.57 |
-1.11 |
100 |
6,153 |
+523 |
| Oct05 |
041111 |
42.65 |
42.65 |
42.25 |
42.25 |
-1.10 |
400 |
1,050 |
+200 |
| Nov05 |
041111 |
41.93 |
41.93 |
41.93 |
41.93 |
-1.09 |
0 |
150 |
+0 |
| Dec05 |
041111 |
42.20 |
42.20 |
41.62 |
41.62 |
-1.08 |
1,175 |
42,030 |
+1,505 |
| Total Volume and Open Interest |
101,050 |
348,195 |
+4,225 |
| Gas Oil(ICE) |
| Dec04 |
041111 |
424.25 |
424.50 |
406.00 |
407.75 |
-8.50 |
20,644 |
49,947 |
+1,478 |
| Jan05 |
041111 |
416.50 |
417.00 |
406.00 |
407.50 |
-6.00 |
14,335 |
27,382 |
+2,905 |
| Feb05 |
041111 |
409.50 |
410.25 |
400.75 |
401.25 |
-5.25 |
4,792 |
9,196 |
+71 |
| Mar05 |
041111 |
400.00 |
402.00 |
392.75 |
392.75 |
-5.75 |
464 |
6,708 |
+170 |
| Apr05 |
041111 |
392.00 |
392.00 |
384.50 |
384.50 |
-6.00 |
307 |
6,307 |
+100 |
| May05 |
041111 |
387.25 |
387.25 |
380.00 |
380.00 |
-5.75 |
300 |
3,162 |
+0 |
| Jun05 |
041111 |
383.50 |
384.50 |
375.25 |
377.00 |
-5.50 |
1,200 |
9,513 |
+200 |
| Jul05 |
041111 |
375.50 |
375.50 |
375.50 |
375.50 |
-5.50 |
0 |
1,049 |
+0 |
| Aug05 |
041111 |
372.75 |
374.50 |
372.75 |
374.50 |
-5.50 |
50 |
1,511 |
+0 |
| Sep05 |
041111 |
373.50 |
373.50 |
373.50 |
373.50 |
-5.50 |
0 |
5,114 |
+100 |
| Total Volume and Open Interest |
49,676 |
146,302 |
+928 |
| US Dollar Index(ICE) |
| Dec04 |
041111 |
84.510 |
84.600 |
84.340 |
84.440 |
-0.060 |
4,650 |
24,574 |
-889 |
| Mar05 |
041111 |
84.600 |
84.610 |
84.600 |
84.610 |
-0.060 |
78 |
2,949 |
+12 |
| Jun05 |
041111 |
84.790 |
84.790 |
84.790 |
84.790 |
-0.060 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
4,728 |
27,549 |
-877 |
| Australian Dollar(CME) |
| Dec04 |
041110 |
76.08 |
76.30 |
75.36 |
75.76 |
-0.07 |
2,346 |
65,665 |
+254 |
| Mar05 |
041110 |
75.45 |
75.55 |
75.00 |
75.20 |
-0.07 |
661 |
883 |
+335 |
| Jun05 |
041110 |
74.70 |
74.70 |
74.70 |
74.70 |
-0.07 |
30 |
271 |
-18 |
| Total Volume and Open Interest |
3,037 |
67,041 |
+571 |
| British Pound(CME) |
| Dec04 |
041110 |
185.21 |
185.38 |
183.70 |
184.00 |
-1.16 |
3,713 |
88,384 |
+2,024 |
| Mar05 |
041110 |
183.78 |
183.78 |
182.84 |
182.84 |
-1.17 |
422 |
423 |
+280 |
| Jun05 |
041110 |
181.84 |
181.84 |
181.84 |
181.84 |
-1.17 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,136 |
88,825 |
+2,304 |
| Canadian Dollar(CME) |
| Dec04 |
041110 |
83.74 |
83.75 |
83.05 |
83.65 |
+0.31 |
5,521 |
103,012 |
-2,845 |
| Mar05 |
041110 |
83.66 |
83.66 |
82.95 |
83.57 |
+0.32 |
693 |
4,089 |
+280 |
| Jun05 |
041110 |
83.22 |
83.51 |
83.22 |
83.51 |
+0.33 |
39 |
1,717 |
+5 |
| Sep05 |
041110 |
83.46 |
83.46 |
83.46 |
83.46 |
+0.34 |
5 |
675 |
+1 |
| Total Volume and Open Interest |
6,258 |
109,798 |
-2,559 |
| Japanese Yen(CME) |
| Dec04 |
041110 |
94.59 |
94.63 |
93.34 |
93.39 |
-1.36 |
3,901 |
173,467 |
-1,808 |
| Mar05 |
041110 |
95.10 |
95.10 |
93.90 |
93.96 |
-1.36 |
259 |
1,219 |
+251 |
| Jun05 |
041110 |
94.70 |
95.05 |
94.59 |
94.59 |
-1.36 |
0 |
46 |
+0 |
| Total Volume and Open Interest |
4,164 |
174,751 |
-1,553 |
| Swiss Franc(CME) |
| Dec04 |
041110 |
85.43 |
85.65 |
84.40 |
84.73 |
+0.14 |
1,707 |
76,492 |
+377 |
| Mar05 |
041110 |
85.78 |
85.78 |
84.86 |
85.06 |
+0.14 |
366 |
607 |
+476 |
| Jun05 |
041110 |
86.17 |
86.17 |
85.40 |
85.40 |
+0.14 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
2,073 |
77,168 |
+853 |
| EuroFX(CME) |
| Dec04 |
041110 |
129.81 |
130.02 |
128.50 |
128.88 |
-0.09 |
12,719 |
182,147 |
+896 |
| Mar05 |
041110 |
129.86 |
129.86 |
128.66 |
128.95 |
-0.09 |
262 |
3,063 |
-82 |
| Jun05 |
041110 |
129.08 |
129.08 |
129.08 |
129.08 |
-0.07 |
4 |
220 |
+2 |
| Total Volume and Open Interest |
13,054 |
185,582 |
+885 |
| Mexican Peso(CME) |
| Nov04 |
041110 |
875.0 |
875.0 |
871.5 |
875.0 |
+3.5 |
|
|
|
| Dec04 |
041110 |
870.0 |
872.0 |
869.0 |
870.8 |
+3.5 |
11,117 |
63,944 |
-1,047 |
| Total Volume and Open Interest |
11,121 |
65,219 |
-1,047 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041110 |
111~280 |
112~000 |
111~080 |
111~170 |
-0~140 |
166,184 |
536,915 |
-30,890 |
| Mar05 |
041110 |
110~270 |
111~000 |
110~100 |
110~170 |
-0~150 |
8,839 |
42,049 |
+1,452 |
| Jun05 |
041110 |
109~240 |
109~290 |
109~150 |
109~210 |
-0~140 |
2 |
202 |
-1 |
| Total Volume and Open Interest |
175,025 |
579,166 |
-29,439 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041110 |
112~060 |
112~115 |
111~285 |
112~005 |
-0~085 |
545,465 |
1,519,088 |
-37,775 |
| Mar05 |
041110 |
111~160 |
111~220 |
111~115 |
111~120 |
-0~090 |
21,753 |
180,919 |
+7,163 |
| Jun05 |
041110 |
110~175 |
110~230 |
110~130 |
110~145 |
-0~085 |
5 |
4,141 |
-3 |
| Total Volume and Open Interest |
567,223 |
1,704,148 |
-30,615 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041110 |
110~038 |
110~058 |
110~020 |
110~030 |
-0~020 |
264,960 |
0 |
-1,055,780 |
| Mar05 |
041110 |
109~060 |
109~060 |
109~050 |
109~050 |
-0~022 |
27,168 |
0 |
-133,095 |
| Jun05 |
041110 |
108~108 |
108~108 |
108~108 |
108~108 |
-0~020 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
292,128 |
15 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041110 |
105~047 |
105~055 |
105~040 |
105~043 |
-0~010 |
989 |
204,647 |
+4,083 |
| Mar05 |
041110 |
105~000 |
105~000 |
104~123 |
104~123 |
|
|
|
|
| Eurodollars(CME) |
| Dec04 |
041110 |
97.560 |
97.575 |
97.560 |
97.565 |
unch |
29,868 |
991,427 |
+11,407 |
| Mar05 |
041110 |
97.235 |
97.250 |
97.205 |
97.210 |
-0.035 |
27,033 |
944,563 |
-3,595 |
| Jun05 |
041110 |
96.980 |
97.015 |
96.945 |
96.960 |
-0.045 |
32,343 |
845,817 |
-3,395 |
| Sep05 |
041110 |
96.770 |
96.815 |
96.725 |
96.755 |
-0.040 |
21,339 |
751,452 |
+7,028 |
| Dec05 |
041110 |
96.575 |
96.635 |
96.540 |
96.565 |
-0.035 |
22,820 |
579,527 |
-4,440 |
| Mar06 |
041110 |
96.430 |
96.485 |
96.390 |
96.415 |
-0.040 |
15,286 |
450,177 |
+4,828 |
| Jun06 |
041110 |
96.295 |
96.315 |
96.260 |
96.280 |
-0.040 |
13,873 |
314,362 |
+3,116 |
| Sep06 |
041110 |
96.165 |
96.165 |
96.130 |
96.145 |
-0.040 |
15,990 |
248,259 |
-880 |
| Dec06 |
041110 |
96.035 |
96.055 |
95.990 |
96.010 |
-0.040 |
8,396 |
203,856 |
+1,014 |
| Mar07 |
041110 |
95.925 |
95.945 |
95.900 |
95.900 |
-0.040 |
8,360 |
163,206 |
-1,553 |
| Jun07 |
041110 |
95.795 |
95.830 |
95.775 |
95.780 |
-0.040 |
9,269 |
167,264 |
+632 |
| Sep07 |
041110 |
95.685 |
95.700 |
95.655 |
95.670 |
-0.040 |
8,438 |
116,470 |
-5 |
| Dec07 |
041110 |
95.565 |
95.580 |
95.535 |
95.550 |
-0.040 |
5,911 |
90,876 |
-936 |
| Mar08 |
041110 |
95.470 |
95.470 |
95.440 |
95.455 |
-0.040 |
5,472 |
83,344 |
+110 |
| Jun08 |
041110 |
95.350 |
95.360 |
95.335 |
95.345 |
-0.040 |
5,539 |
87,726 |
+931 |
| Sep08 |
041110 |
95.260 |
95.260 |
95.220 |
95.245 |
-0.040 |
5,782 |
79,941 |
+1,527 |
| Dec08 |
041110 |
95.140 |
95.145 |
95.110 |
95.135 |
-0.040 |
2,826 |
61,257 |
+1,071 |
| Mar09 |
041110 |
95.045 |
95.055 |
95.020 |
95.045 |
-0.040 |
3,485 |
50,180 |
+757 |
| Total Volume and Open Interest |
251,250 |
6,418,403 |
+19,358 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041110 |
98.070 |
98.070 |
98.070 |
98.070 |
-0.010 |
1,271 |
172,107 |
-1,283 |
| Dec04 |
041110 |
97.890 |
97.890 |
97.880 |
97.890 |
unch |
3,453 |
131,593 |
-4,973 |
| Jan05 |
041110 |
97.790 |
97.800 |
97.790 |
97.790 |
-0.010 |
5,618 |
112,989 |
+15,458 |
| Feb05 |
041110 |
97.580 |
97.590 |
97.580 |
97.580 |
-0.010 |
4,244 |
30,922 |
+2,322 |
| Mar05 |
041110 |
97.510 |
97.510 |
97.500 |
97.510 |
-0.010 |
1,582 |
9,352 |
+864 |
| Apr05 |
041110 |
97.380 |
97.380 |
97.380 |
97.380 |
-0.020 |
502 |
2,791 |
+175 |
| Total Volume and Open Interest |
16,670 |
459,801 |
+12,563 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041110 |
98.075 |
98.075 |
98.065 |
98.075 |
unch |
5,731 |
0 |
+0 |
| Dec04 |
041110 |
97.885 |
97.895 |
97.880 |
97.880 |
-0.010 |
13,727 |
0 |
+0 |
| Jan05 |
041110 |
97.790 |
97.805 |
97.785 |
97.790 |
-0.005 |
25,584 |
0 |
+0 |
| Feb05 |
041110 |
97.590 |
97.600 |
97.575 |
97.585 |
-0.005 |
6,887 |
0 |
+0 |
| Mar05 |
041110 |
97.515 |
97.520 |
97.505 |
97.510 |
-0.010 |
614 |
0 |
+0 |
| Apr05 |
041110 |
97.400 |
97.400 |
97.395 |
97.395 |
-0.005 |
354 |
0 |
+0 |
| Total Volume and Open Interest |
52,897 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041110 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
19,608 |
+430 |
| Mar05 |
041110 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
100 |
51,978 |
+3,450 |
| Jun05 |
041110 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
0 |
27,162 |
+1,060 |
| Sep05 |
041110 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
25 |
8,351 |
-9 |
| Dec05 |
041110 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
74 |
5,001 |
-1,724 |
| Mar06 |
041110 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
8,557 |
+15 |
| Jun06 |
041110 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
6,013 |
+330 |
| Sep06 |
041110 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
2,184 |
+0 |
| Dec06 |
041110 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041110 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
199 |
130,458 |
+3,552 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041111 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
3,037 |
60,790 |
-88 |
| Mar05 |
041111 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
1,480 |
89,585 |
-265 |
| Jun05 |
041111 |
99.88 |
99.89 |
99.88 |
99.89 |
+0.01 |
670 |
81,729 |
-699 |
| Sep05 |
041111 |
99.83 |
99.84 |
99.82 |
99.83 |
+0.00 |
1,332 |
46,270 |
+1,526 |
| Dec05 |
041111 |
99.76 |
99.77 |
99.76 |
99.76 |
+0.01 |
3,217 |
38,171 |
+305 |
| Mar06 |
041111 |
99.66 |
99.69 |
99.66 |
99.68 |
+0.02 |
1,246 |
30,906 |
+712 |
| Jun06 |
041111 |
99.58 |
99.60 |
99.58 |
99.60 |
+0.03 |
693 |
13,319 |
-2,297 |
| Sep06 |
041111 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.03 |
722 |
6,845 |
+871 |
| Total Volume and Open Interest |
12,397 |
381,230 |
+85 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041111 |
138.02 |
138.46 |
138.02 |
138.38 |
+0.20 |
4,019 |
26,171 |
+66 |
| Mar05 |
041111 |
137.47 |
137.47 |
137.47 |
137.47 |
+0.21 |
0 |
8 |
+0 |
| Jun05 |
041111 |
137.47 |
137.47 |
137.47 |
137.47 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
4,019 |
26,179 |
+66 |
| Euro-Bund(EUREX) |
| Dec04 |
041111 |
116.98 |
117.51 |
116.94 |
117.39 |
+0.46 |
691,261 |
1,310,125 |
-27,846 |
| Mar05 |
041111 |
116.26 |
116.76 |
116.26 |
116.68 |
+0.46 |
2,403 |
49,627 |
+5,504 |
| Jun05 |
041111 |
115.89 |
115.89 |
115.89 |
115.89 |
+0.46 |
1,335 |
241 |
+0 |
| Total Volume and Open Interest |
694,999 |
1,359,993 |
-22,342 |
| Euro-Bobl(EUREX) |
| Dec04 |
041111 |
112.37 |
112.69 |
112.32 |
112.61 |
+0.28 |
409,160 |
842,953 |
-4,807 |
| Mar05 |
041111 |
112.09 |
112.42 |
112.09 |
112.37 |
+0.30 |
1,834 |
17,531 |
+710 |
| Jun05 |
041111 |
111.61 |
111.61 |
111.61 |
111.61 |
+0.28 |
38 |
800 |
+0 |
| Total Volume and Open Interest |
411,032 |
861,284 |
-4,097 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041111 |
97.800 |
97.805 |
97.800 |
97.805 |
+0.005 |
2,285 |
10,414 |
+247 |
| Mar05 |
041111 |
97.700 |
97.730 |
97.700 |
97.730 |
+0.040 |
155 |
7,241 |
+168 |
| Jun05 |
041111 |
97.595 |
97.645 |
97.595 |
97.645 |
+0.065 |
437 |
4,827 |
-6 |
| Total Volume and Open Interest |
3,018 |
29,525 |
+402 |
| Long Gilt(LIFFE) |
| Dec04 |
041111 |
108~09 |
108~22 |
108~08 |
108~20 |
+0~13 |
89,229 |
210,380 |
+1,004 |
| Mar05 |
041111 |
109~27 |
110~05 |
109~27 |
110~04 |
+0~13 |
4,022 |
3,653 |
+3,624 |
| Total Volume and Open Interest |
93,251 |
214,033 |
+4,628 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041111 |
95.09 |
95.12 |
95.09 |
95.11 |
+0.01 |
62,085 |
251,853 |
-2,160 |
| Mar05 |
041111 |
95.04 |
95.10 |
95.04 |
95.08 |
+0.04 |
101,533 |
281,111 |
+9,953 |
| Jun05 |
041111 |
95.05 |
95.14 |
95.04 |
95.11 |
+0.06 |
89,090 |
192,613 |
+3,029 |
| Sep05 |
041111 |
95.08 |
95.17 |
95.07 |
95.14 |
+0.06 |
82,637 |
171,645 |
-2,956 |
| Dec05 |
041111 |
95.09 |
95.18 |
95.08 |
95.15 |
+0.06 |
55,662 |
190,596 |
+9,115 |
| Mar06 |
041111 |
95.08 |
95.17 |
95.08 |
95.14 |
+0.06 |
28,117 |
101,107 |
+4,673 |
| Total Volume and Open Interest |
455,744 |
1,392,714 |
+28,805 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041111 |
97.800 |
97.815 |
97.800 |
97.810 |
+0.010 |
93,112 |
658,791 |
-24,266 |
| Mar05 |
041111 |
97.685 |
97.750 |
97.685 |
97.735 |
+0.045 |
133,438 |
528,661 |
-2,576 |
| Jun05 |
041111 |
97.580 |
97.665 |
97.575 |
97.645 |
+0.065 |
124,191 |
528,498 |
-6,292 |
| Total Volume and Open Interest |
750,659 |
3,180,415 |
+3,126 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041111 |
94.56 |
94.57 |
94.53 |
94.54 |
-0.02 |
30,247 |
123,696 |
+5,811 |
| Mar05 |
041111 |
94.47 |
94.50 |
94.43 |
94.44 |
-0.04 |
57,091 |
136,712 |
+12,994 |
| Jun05 |
041111 |
94.43 |
94.45 |
94.37 |
94.39 |
-0.05 |
16,408 |
62,353 |
+1,852 |
| Sep05 |
041111 |
94.40 |
94.41 |
94.35 |
94.36 |
-0.05 |
5,075 |
29,251 |
+313 |
| Dec05 |
041111 |
94.38 |
94.38 |
94.33 |
94.33 |
-0.05 |
1,136 |
17,225 |
+255 |
| Mar06 |
041111 |
94.35 |
94.35 |
94.30 |
94.30 |
-0.06 |
116 |
12,767 |
-149 |
| Jun06 |
041111 |
94.32 |
94.32 |
94.27 |
94.28 |
-0.06 |
324 |
9,619 |
+50 |
| Sep06 |
041111 |
94.30 |
94.30 |
94.23 |
94.24 |
-0.06 |
156 |
5,989 |
+45 |
| Dec06 |
041111 |
94.19 |
94.20 |
94.19 |
94.20 |
-0.05 |
129 |
2,856 |
+10 |
| Mar07 |
041111 |
94.15 |
94.16 |
94.15 |
94.16 |
-0.05 |
13 |
1,839 |
+0 |
| Total Volume and Open Interest |
110,722 |
405,762 |
+21,203 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041111 |
94.48 |
94.53 |
94.42 |
94.45 |
-0.03 |
52,259 |
270,364 |
+6,942 |
| Mar05 |
041111 |
94.45 |
94.45 |
94.45 |
94.45 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
52,259 |
270,364 |
+6,942 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041111 |
94.71 |
94.74 |
94.63 |
94.66 |
-0.05 |
143,198 |
457,851 |
+88,179 |
| Mar05 |
041111 |
94.66 |
94.66 |
94.66 |
94.66 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
143,198 |
457,851 |
+88,179 |
| Gold(CMX) |
| Dec04 |
041111 |
434.3 |
436.2 |
434.1 |
435.4 |
+0.9 |
60,674 |
247,809 |
-1,356 |
| Feb05 |
041111 |
436.8 |
438.4 |
436.2 |
437.5 |
+0.9 |
6,873 |
32,279 |
+2,670 |
| Apr05 |
041111 |
439.0 |
439.6 |
438.8 |
439.5 |
+0.9 |
190 |
8,668 |
-3 |
| Jun05 |
041111 |
440.1 |
442.2 |
440.1 |
441.6 |
+0.9 |
944 |
16,133 |
+89 |
| Aug05 |
041111 |
443.8 |
443.8 |
443.8 |
443.8 |
+0.9 |
92 |
6,486 |
+71 |
| Oct05 |
041111 |
446.1 |
446.1 |
446.1 |
446.1 |
+0.9 |
78 |
3,031 |
+62 |
| Dec05 |
041111 |
447.2 |
448.5 |
447.2 |
448.5 |
+0.9 |
359 |
10,503 |
+163 |
| Feb06 |
041111 |
451.0 |
451.0 |
451.0 |
451.0 |
+0.9 |
0 |
844 |
+0 |
| Apr06 |
041111 |
453.4 |
453.4 |
453.4 |
453.4 |
+0.9 |
0 |
491 |
+0 |
| Jun06 |
041111 |
455.9 |
455.9 |
455.9 |
455.9 |
+0.9 |
82 |
8,352 |
-48 |
| Aug06 |
041111 |
458.6 |
458.6 |
458.6 |
458.6 |
+0.9 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
69,314 |
343,794 |
+1,648 |
| Silver(CMX) |
| Dec04 |
041111 |
744.0 |
748.5 |
743.0 |
747.7 |
+5.7 |
19,197 |
86,238 |
-2,608 |
| Mar05 |
041111 |
748.0 |
753.5 |
748.0 |
752.5 |
+5.7 |
3,141 |
24,000 |
+1,294 |
| May05 |
041111 |
755.0 |
757.0 |
755.0 |
755.3 |
+5.6 |
131 |
2,857 |
+12 |
| Jul05 |
041111 |
754.0 |
760.0 |
754.0 |
757.9 |
+5.5 |
118 |
2,309 |
+61 |
| Sep05 |
041111 |
760.3 |
760.3 |
760.3 |
760.3 |
+5.4 |
28 |
600 |
+22 |
| Dec05 |
041111 |
778.0 |
778.0 |
761.0 |
763.7 |
+5.3 |
48 |
4,615 |
+7 |
| Mar06 |
041111 |
766.1 |
766.1 |
766.1 |
766.1 |
+4.5 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22,669 |
122,355 |
-1,209 |
| Platinum(NYMEX) |
| Jan05 |
041111 |
850.0 |
859.8 |
850.0 |
854.6 |
+5.7 |
700 |
6,063 |
+50 |
| Apr05 |
041111 |
852.1 |
852.1 |
852.1 |
852.1 |
+5.2 |
3 |
495 |
+5 |
| Total Volume and Open Interest |
703 |
6,558 |
+55 |
| Palladium(NYMEX) |
| Dec04 |
041111 |
213.25 |
217.00 |
212.20 |
216.15 |
+1.10 |
1,173 |
8,478 |
-268 |
| Mar05 |
041111 |
217.50 |
218.25 |
215.00 |
218.25 |
+1.15 |
877 |
1,997 |
+601 |
| Jun05 |
041111 |
219.75 |
219.75 |
219.75 |
219.75 |
+1.55 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
2,050 |
10,484 |
+333 |
| Copper(CMX) |
| Dec04 |
041111 |
137.00 |
138.70 |
136.90 |
137.25 |
+0.95 |
9,627 |
35,751 |
-1,487 |
| Mar05 |
041111 |
136.10 |
137.20 |
135.90 |
136.30 |
+1.00 |
4,862 |
22,225 |
+1,763 |
| May05 |
041111 |
131.60 |
131.70 |
131.60 |
131.70 |
+1.00 |
159 |
4,029 |
+36 |
| Jul05 |
041111 |
127.80 |
127.80 |
126.60 |
127.10 |
+1.00 |
27 |
1,912 |
-3 |
| Sep05 |
041111 |
121.80 |
122.80 |
121.80 |
122.60 |
+1.00 |
125 |
1,584 |
+62 |
| Total Volume and Open Interest |
15,231 |
76,021 |
+482 |
| Aluminum(CMX) |
| Nov04 |
041111 |
87.65 |
87.65 |
87.65 |
87.65 |
+0.15 |
30 |
588 |
-2 |
| Dec04 |
041111 |
88.00 |
88.00 |
87.50 |
87.55 |
+0.15 |
61 |
1,220 |
-30 |
| Jan05 |
041111 |
87.35 |
87.35 |
87.35 |
87.35 |
+0.15 |
25 |
760 |
+25 |
| Feb05 |
041111 |
86.70 |
87.10 |
86.70 |
87.10 |
+0.15 |
0 |
626 |
+0 |
| Mar05 |
041111 |
86.85 |
86.85 |
86.85 |
86.85 |
+0.15 |
0 |
637 |
+0 |
| Apr05 |
041111 |
86.55 |
86.55 |
86.55 |
86.55 |
+0.15 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
116 |
9,819 |
-7 |
| DJIA Index(CBOT) |
| Dec04 |
041111 |
10433 |
10495 |
10405 |
10475 |
+71 |
4,513 |
40,582 |
+17 |
| Mar05 |
041111 |
10420 |
10490 |
10420 |
10476 |
+71 |
8 |
75 |
+3 |
| Jun05 |
041111 |
10488 |
10488 |
10488 |
10488 |
+72 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,521 |
40,660 |
+20 |
| S & P 500(CME) |
| Dec04 |
041111 |
1166.70 |
1175.90 |
1166.00 |
1173.70 |
+8.90 |
34,130 |
637,027 |
+422 |
| Mar05 |
041111 |
1169.80 |
1177.50 |
1169.50 |
1175.50 |
+8.90 |
2,229 |
34,778 |
+1,849 |
| Jun05 |
041111 |
1178.60 |
1178.60 |
1178.60 |
1178.60 |
+8.90 |
47 |
2,654 |
-36 |
| Sep05 |
041111 |
1181.80 |
1181.80 |
1181.80 |
1181.80 |
+8.90 |
0 |
1,055 |
-500 |
| Total Volume and Open Interest |
36,406 |
675,661 |
+1,735 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041111 |
1165.00 |
1176.00 |
1163.00 |
1173.75 |
+9.00 |
694,097 |
877,789 |
+11,184 |
| Mar05 |
041111 |
1167.00 |
1178.00 |
1165.50 |
1175.50 |
+9.00 |
5,012 |
36,942 |
+4,114 |
| Total Volume and Open Interest |
699,109 |
914,731 |
+15,298 |
| NASDAQ 100(CME) |
| Dec04 |
041111 |
1526.00 |
1545.00 |
1525.00 |
1541.00 |
+18.50 |
8,712 |
81,423 |
-939 |
| Mar05 |
041111 |
1548.50 |
1548.50 |
1548.50 |
1548.50 |
+18.50 |
3 |
54 |
+1 |
| Jun05 |
041111 |
1555.50 |
1555.50 |
1555.50 |
1555.50 |
+18.50 |
|
|
|
| Total Volume and Open Interest |
8,715 |
81,477 |
-938 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041111 |
1522.00 |
1545.00 |
1519.50 |
1541.00 |
+18.50 |
315,805 |
344,944 |
-2,584 |
| Mar05 |
041111 |
1536.50 |
1552.50 |
1533.50 |
1548.50 |
+18.50 |
215 |
2,295 |
+17 |
| Total Volume and Open Interest |
316,020 |
347,239 |
-2,567 |
| S & P Midcap 400(CME) |
| Dec04 |
041111 |
623.25 |
628.00 |
622.50 |
627.00 |
+5.00 |
216 |
13,914 |
+70 |
| Mar05 |
041111 |
627.50 |
627.50 |
627.50 |
627.50 |
+5.00 |
0 |
1 |
+0 |
| Jun05 |
041111 |
627.50 |
627.50 |
627.50 |
627.50 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
216 |
13,915 |
+70 |
| Russell 2000(CME) |
| Dec04 |
041111 |
609.50 |
616.75 |
609.50 |
615.10 |
+5.85 |
2,679 |
27,630 |
-325 |
| Mar05 |
041111 |
615.60 |
615.60 |
615.60 |
615.60 |
+5.85 |
0 |
4 |
+0 |
| Jun05 |
041111 |
615.35 |
615.35 |
615.35 |
615.35 |
+5.85 |
|
|
|
| Total Volume and Open Interest |
2,679 |
27,634 |
-325 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041111 |
609.80 |
616.90 |
609.40 |
615.10 |
+5.80 |
70,346 |
112,479 |
+8,776 |
| Mar05 |
041111 |
612.50 |
615.60 |
611.50 |
615.60 |
+5.80 |
22 |
268 |
+20 |
| Total Volume and Open Interest |
70,368 |
112,747 |
+8,796 |
| Nikkei 225(CME) |
| Dec04 |
041111 |
11055 |
11060 |
10825 |
10835 |
-175 |
17,185 |
168,046 |
-53 |
| Mar05 |
041111 |
10835 |
10835 |
10835 |
10835 |
-175 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
17,185 |
168,062 |
-62 |
| Nikkei 225(SGX) |
| Dec04 |
041111 |
11055 |
11060 |
10825 |
10835 |
-175 |
17,185 |
168,046 |
-53 |
| Mar05 |
041111 |
10835 |
10835 |
10835 |
10835 |
-175 |
0 |
13 |
+0 |
| Jun05 |
041111 |
10790 |
10790 |
10790 |
10790 |
-175 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
17,185 |
168,062 |
-62 |
| CAC 40(EURONEXT) |
| Nov04 |
041111 |
3778.5 |
3841.0 |
3777.0 |
3837.0 |
+50.5 |
45,880 |
384,749 |
+10,095 |
| Dec04 |
041111 |
3776.5 |
3837.5 |
3776.5 |
3835.0 |
+51.0 |
1,470 |
140,330 |
-36 |
| Jan05 |
041111 |
3841.0 |
3841.0 |
3841.0 |
3841.0 |
+50.5 |
|
|
|
| Total Volume and Open Interest |
47,350 |
534,113 |
+10,059 |
| Hang Seng Index(HKFE) |
| Nov04 |
041111 |
13640 |
13640 |
13555 |
13596 |
-24 |
17,828 |
115,268 |
+3,746 |
| Dec04 |
041111 |
13610 |
13610 |
13542 |
13574 |
-26 |
170 |
1,292 |
-13 |
| Total Volume and Open Interest |
18,020 |
118,971 |
+3,731 |
| DAX(EUREX) |
| Dec04 |
041111 |
4099.0 |
4155.0 |
4088.0 |
4155.0 |
+44.0 |
105,418 |
178,506 |
+4,713 |
| Mar05 |
041111 |
4119.0 |
4178.0 |
4114.0 |
4178.0 |
+44.0 |
354 |
10,700 |
+47 |
| Jun05 |
041111 |
4138.0 |
4201.0 |
4138.0 |
4201.0 |
+43.5 |
168 |
1,608 |
-68 |
| Total Volume and Open Interest |
105,940 |
190,814 |
+4,692 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041111 |
4747.00 |
4790.50 |
4725.00 |
4786.50 |
+34.50 |
55,582 |
452,176 |
+800 |
| Mar05 |
041111 |
4748.00 |
4791.50 |
4748.00 |
4789.00 |
+34.50 |
3 |
18,324 |
+0 |
| Jun05 |
041111 |
4798.50 |
4808.50 |
4798.50 |
4808.50 |
+34.00 |
2,010 |
17,705 |
+2,000 |
| Total Volume and Open Interest |
57,595 |
489,205 |
+2,800 |
| SPI 200(SFE) |
| Dec04 |
041111 |
3856.0 |
3871.0 |
3855.0 |
3861.0 |
+15.0 |
10,537 |
165,698 |
-2,559 |
| Mar05 |
041111 |
3870.0 |
3881.0 |
3867.0 |
3872.0 |
+15.0 |
102 |
3,537 |
+70 |
| Jun05 |
041111 |
3893.0 |
3894.0 |
3885.0 |
3885.0 |
+15.0 |
0 |
3,159 |
-5 |
| Total Volume and Open Interest |
10,705 |
176,376 |
-2,428 |
| GSCI(CME) |
| Nov04 |
041111 |
334.10 |
334.10 |
329.60 |
330.20 |
-7.65 |
3,191 |
4,049 |
-2,837 |
| Dec04 |
041111 |
339.10 |
339.10 |
335.00 |
336.00 |
-7.05 |
2,802 |
13,411 |
+2,648 |
| Jan05 |
041111 |
339.60 |
339.60 |
336.50 |
336.50 |
-5.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
5,993 |
17,462 |
-189 |
| RJ/CRB Index(ICE) |
| Jan05 |
041111 |
282.25 |
283.50 |
282.25 |
283.25 |
+1.00 |
52 |
309 |
+3 |
| Feb05 |
041111 |
281.25 |
282.25 |
281.25 |
282.25 |
+1.50 |
28 |
90 |
+24 |
| Apr05 |
041111 |
280.00 |
280.50 |
280.00 |
280.50 |
+0.55 |
1 |
111 |
+0 |
| Total Volume and Open Interest |
129 |
572 |
-3 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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