|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 12, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
041112 |
515.00 |
527.50 |
512.00 |
523.50 |
+3.00 |
1,844 |
628 |
-694 |
| Jan05 |
041112 |
512.00 |
529.00 |
512.00 |
525.00 |
+5.25 |
34,490 |
114,326 |
-3,878 |
| Mar05 |
041112 |
518.00 |
532.00 |
517.00 |
529.50 |
+3.75 |
8,178 |
44,041 |
-40 |
| May05 |
041112 |
527.00 |
539.00 |
524.00 |
535.25 |
+3.00 |
2,595 |
27,561 |
+288 |
| Jul05 |
041112 |
535.50 |
545.00 |
532.00 |
541.75 |
+2.25 |
3,618 |
24,041 |
+222 |
| Aug05 |
041112 |
545.00 |
546.50 |
545.00 |
545.00 |
+3.50 |
384 |
1,128 |
+142 |
| Sep05 |
041112 |
547.00 |
547.00 |
547.00 |
547.00 |
+2.50 |
2 |
336 |
+0 |
| Total Volume and Open Interest |
53,665 |
219,606 |
-3,541 |
| Soybean Meal(CBOT) |
| Dec04 |
041112 |
148.00 |
150.70 |
147.00 |
149.70 |
-0.20 |
13,266 |
44,067 |
-822 |
| Jan05 |
041112 |
149.90 |
151.80 |
148.80 |
150.80 |
-0.60 |
5,857 |
23,970 |
+26 |
| Mar05 |
041112 |
153.30 |
154.30 |
151.70 |
153.70 |
-0.80 |
1,741 |
27,246 |
+420 |
| May05 |
041112 |
155.50 |
156.70 |
154.30 |
156.00 |
-1.00 |
1,517 |
16,562 |
+229 |
| Jul05 |
041112 |
159.00 |
159.80 |
157.80 |
159.20 |
-1.40 |
2,890 |
22,391 |
+145 |
| Aug05 |
041112 |
160.90 |
161.30 |
159.30 |
160.50 |
-1.40 |
465 |
8,043 |
-96 |
| Sep05 |
041112 |
162.00 |
163.00 |
161.00 |
161.40 |
-1.60 |
223 |
5,424 |
+75 |
| Oct05 |
041112 |
163.00 |
164.00 |
162.00 |
162.80 |
-1.70 |
213 |
3,068 |
+82 |
| Total Volume and Open Interest |
26,770 |
156,332 |
+47 |
| Soybean Oil(CBOT) |
| Dec04 |
041112 |
20.30 |
21.07 |
20.25 |
20.94 |
+0.45 |
7,534 |
49,022 |
-772 |
| Jan05 |
041112 |
20.45 |
21.17 |
20.41 |
21.04 |
+0.42 |
3,378 |
33,189 |
+624 |
| Mar05 |
041112 |
20.60 |
21.25 |
20.51 |
21.08 |
+0.34 |
1,874 |
27,648 |
-89 |
| May05 |
041112 |
20.65 |
21.32 |
20.65 |
21.18 |
+0.34 |
766 |
18,255 |
-185 |
| Jul05 |
041112 |
20.80 |
21.35 |
20.75 |
21.25 |
+0.31 |
1,596 |
16,638 |
+535 |
| Aug05 |
041112 |
20.85 |
21.23 |
20.75 |
21.21 |
+0.27 |
169 |
6,071 |
+72 |
| Sep05 |
041112 |
20.85 |
21.15 |
20.80 |
21.15 |
+0.23 |
199 |
3,391 |
-28 |
| Oct05 |
041112 |
20.85 |
21.07 |
20.80 |
21.07 |
+0.17 |
64 |
2,329 |
-11 |
| Total Volume and Open Interest |
16,229 |
163,365 |
+240 |
| Canola(WCE) |
| Nov04 |
041112 |
288.5 |
288.5 |
288.5 |
288.5 |
unch |
45 |
42 |
+0 |
| Jan05 |
041112 |
291.5 |
295.4 |
290.0 |
294.5 |
unch |
3,754 |
41,903 |
+0 |
| Mar05 |
041112 |
295.0 |
298.9 |
294.1 |
298.6 |
+1.5 |
546 |
8,312 |
+0 |
| May05 |
041112 |
303.0 |
303.0 |
303.0 |
303.0 |
+0.5 |
55 |
589 |
+0 |
| Jul05 |
041112 |
308.0 |
308.0 |
308.0 |
308.0 |
-0.5 |
172 |
506 |
+0 |
| Total Volume and Open Interest |
4,919 |
62,359 |
+0 |
| Corn(CBOT) |
| Dec04 |
041112 |
195.50 |
201.00 |
195.50 |
200.00 |
+2.75 |
55,574 |
263,668 |
-3,233 |
| Mar05 |
041112 |
209.00 |
212.25 |
207.25 |
211.25 |
+2.00 |
30,702 |
224,801 |
+10,569 |
| May05 |
041112 |
214.50 |
219.75 |
214.50 |
218.75 |
+2.50 |
3,256 |
54,186 |
+122 |
| Jul05 |
041112 |
221.25 |
226.00 |
221.00 |
225.00 |
+2.50 |
4,175 |
60,973 |
+1,567 |
| Sep05 |
041112 |
228.50 |
232.50 |
228.50 |
232.00 |
+2.50 |
603 |
15,995 |
+348 |
| Dec05 |
041112 |
236.25 |
240.25 |
235.25 |
239.50 |
+2.25 |
7,011 |
33,576 |
+1,384 |
| Total Volume and Open Interest |
101,553 |
655,664 |
+10,807 |
| Wheat(CBOT) |
| Dec04 |
041112 |
299.00 |
304.25 |
296.00 |
302.75 |
unch |
17,586 |
74,101 |
-4,242 |
| Mar05 |
041112 |
311.00 |
315.50 |
308.00 |
313.00 |
-1.00 |
16,123 |
76,501 |
+6,389 |
| May05 |
041112 |
319.00 |
321.50 |
315.50 |
319.50 |
-0.75 |
2,056 |
9,767 |
+1,577 |
| Jul05 |
041112 |
324.00 |
327.50 |
322.00 |
326.00 |
unch |
1,294 |
9,507 |
-351 |
| Sep05 |
041112 |
332.50 |
333.50 |
331.00 |
332.00 |
+0.50 |
29 |
228 |
+0 |
| Total Volume and Open Interest |
37,075 |
171,503 |
+3,367 |
| Wheat(KCBT) |
| Dec04 |
041112 |
347.00 |
350.50 |
344.00 |
348.75 |
-1.00 |
6,088 |
38,898 |
-2,021 |
| Mar05 |
041112 |
347.00 |
349.50 |
345.00 |
347.00 |
-2.00 |
5,326 |
31,793 |
+2,221 |
| May05 |
041112 |
347.00 |
348.50 |
345.50 |
347.25 |
-0.75 |
109 |
4,993 |
+12 |
| Jul05 |
041112 |
341.50 |
342.00 |
339.00 |
340.25 |
-3.25 |
857 |
8,548 |
+303 |
| Sep05 |
041112 |
345.50 |
345.50 |
343.00 |
343.00 |
-4.00 |
25 |
1,318 |
+19 |
| Total Volume and Open Interest |
12,405 |
85,690 |
+534 |
| Wheat(MGE) |
| Dec04 |
041112 |
367.00 |
368.00 |
364.00 |
366.50 |
-1.25 |
1,481 |
13,247 |
-218 |
| Mar05 |
041112 |
371.00 |
372.50 |
368.75 |
371.00 |
-1.75 |
1,363 |
13,165 |
+6 |
| May05 |
041112 |
373.00 |
374.50 |
373.00 |
373.00 |
-1.00 |
7 |
4,890 |
-1 |
| Jul05 |
041112 |
372.50 |
372.50 |
371.50 |
371.50 |
-1.50 |
42 |
2,291 |
-20 |
| Sep05 |
041112 |
361.00 |
362.50 |
360.50 |
362.50 |
+0.50 |
17 |
1,019 |
+16 |
| Total Volume and Open Interest |
2,922 |
34,810 |
-207 |
| Oats(CBOT) |
| Dec04 |
041112 |
143.25 |
147.00 |
143.25 |
146.75 |
+3.00 |
680 |
4,826 |
+124 |
| Mar05 |
041112 |
149.75 |
152.75 |
149.50 |
152.75 |
+2.75 |
205 |
2,774 |
+83 |
| May05 |
041112 |
153.50 |
156.00 |
153.50 |
156.00 |
+2.00 |
2 |
128 |
+2 |
| Jul05 |
041112 |
158.50 |
159.00 |
158.50 |
159.00 |
+1.00 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
887 |
7,764 |
+209 |
| Rough Rice(CBOT) |
| Nov04 |
041112 |
7.16 |
7.23 |
7.14 |
7.23 |
+0.07 |
180 |
628 |
-39 |
| Jan05 |
041112 |
7.23 |
7.25 |
7.08 |
7.23 |
+0.03 |
764 |
3,299 |
+74 |
| Mar05 |
041112 |
7.38 |
7.43 |
7.29 |
7.43 |
+0.03 |
75 |
916 |
+26 |
| May05 |
041112 |
7.60 |
7.63 |
7.60 |
7.63 |
+0.02 |
22 |
228 |
+12 |
| Total Volume and Open Interest |
1,041 |
5,125 |
+73 |
| Live Cattle(CME) |
| Dec04 |
041112 |
85.150 |
85.750 |
85.075 |
85.625 |
+0.150 |
18,847 |
36,308 |
-6,287 |
| Feb05 |
041112 |
88.000 |
88.450 |
87.500 |
87.675 |
-0.875 |
15,415 |
48,344 |
+5,073 |
| Apr05 |
041112 |
85.000 |
85.000 |
84.000 |
84.200 |
-0.875 |
2,259 |
12,530 |
+292 |
| Jun05 |
041112 |
80.900 |
80.900 |
80.050 |
80.300 |
-0.625 |
1,334 |
8,647 |
+161 |
| Aug05 |
041112 |
80.475 |
80.475 |
79.400 |
79.800 |
-0.675 |
1,215 |
4,628 |
+459 |
| Oct05 |
041112 |
81.575 |
81.575 |
80.600 |
80.750 |
-0.825 |
452 |
1,541 |
+187 |
| Total Volume and Open Interest |
39,852 |
112,722 |
+137 |
| Feeder Cattle(CME) |
| Nov04 |
041112 |
108.500 |
108.600 |
107.900 |
107.925 |
-0.500 |
778 |
2,241 |
-71 |
| Jan05 |
041112 |
103.450 |
103.550 |
101.900 |
102.000 |
-1.300 |
2,177 |
8,175 |
+7 |
| Mar05 |
041112 |
99.050 |
99.050 |
97.250 |
97.350 |
-1.800 |
792 |
2,151 |
+151 |
| Apr05 |
041112 |
98.100 |
98.200 |
96.425 |
96.425 |
-1.725 |
202 |
1,053 |
+47 |
| May05 |
041112 |
97.900 |
98.175 |
96.300 |
96.300 |
-1.700 |
179 |
935 |
+53 |
| Aug05 |
041112 |
100.000 |
100.000 |
99.650 |
99.650 |
-0.650 |
36 |
168 |
+6 |
| Sep05 |
041112 |
98.700 |
98.700 |
98.700 |
98.700 |
+0.200 |
1 |
1 |
|
| Total Volume and Open Interest |
4,165 |
14,725 |
|
| Lean Hogs(CME) |
| Dec04 |
041112 |
74.750 |
75.550 |
74.400 |
75.475 |
+1.000 |
13,011 |
33,287 |
-4,579 |
| Feb05 |
041112 |
73.900 |
74.600 |
73.300 |
73.750 |
-0.500 |
11,824 |
36,747 |
+5,251 |
| Apr05 |
041112 |
70.500 |
71.050 |
69.900 |
70.575 |
-0.400 |
1,725 |
11,189 |
+679 |
| May05 |
041112 |
69.350 |
69.850 |
69.225 |
69.500 |
-0.350 |
62 |
1,888 |
+20 |
| Jun05 |
041112 |
73.600 |
73.750 |
72.800 |
73.325 |
-0.400 |
550 |
5,759 |
+200 |
| Jul05 |
041112 |
69.300 |
69.700 |
69.250 |
69.550 |
-0.275 |
123 |
1,440 |
+95 |
| Aug05 |
041112 |
64.350 |
64.700 |
64.350 |
64.700 |
-0.200 |
77 |
844 |
+29 |
| Oct05 |
041112 |
55.500 |
55.700 |
55.500 |
55.525 |
+0.025 |
75 |
262 |
+34 |
| Total Volume and Open Interest |
27,454 |
91,459 |
+1,733 |
| Pork Bellies(CME) |
| Feb05 |
041112 |
100.800 |
101.650 |
99.250 |
101.400 |
+0.775 |
222 |
1,414 |
-2 |
| Mar05 |
041112 |
101.800 |
101.800 |
101.800 |
101.800 |
unch |
0 |
26 |
+0 |
| May05 |
041112 |
101.750 |
101.750 |
101.750 |
101.750 |
-0.150 |
0 |
23 |
+0 |
| Jul05 |
041112 |
103.500 |
103.500 |
103.500 |
103.500 |
-0.050 |
0 |
10 |
+0 |
| Aug05 |
041112 |
101.250 |
101.250 |
101.250 |
101.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
222 |
1,474 |
-2 |
| Class III Milk(CME) |
| Nov04 |
041112 |
14.73 |
14.75 |
14.69 |
14.75 |
+0.04 |
359 |
4,058 |
-86 |
| Dec04 |
041112 |
14.86 |
14.95 |
14.65 |
14.75 |
-0.13 |
1,234 |
3,681 |
+146 |
| Jan05 |
041112 |
13.90 |
13.92 |
13.40 |
13.57 |
-0.25 |
627 |
2,399 |
+260 |
| Feb05 |
041112 |
12.85 |
12.94 |
12.70 |
12.71 |
-0.14 |
186 |
2,058 |
+67 |
| Mar05 |
041112 |
12.77 |
12.80 |
12.60 |
12.61 |
-0.19 |
181 |
2,326 |
+54 |
| Total Volume and Open Interest |
2,958 |
22,022 |
+615 |
| Cocoa(ICE) |
| Dec04 |
041112 |
1732 |
1745 |
1665 |
1694 |
-46 |
7,833 |
5,535 |
-3,772 |
| Mar05 |
041112 |
1730 |
1736 |
1675 |
1705 |
-31 |
10,488 |
47,253 |
+3,194 |
| May05 |
041112 |
1718 |
1723 |
1698 |
1710 |
-26 |
3,427 |
11,662 |
-230 |
| Jul05 |
041112 |
1723 |
1730 |
1700 |
1716 |
-27 |
365 |
11,293 |
+274 |
| Sep05 |
041112 |
1710 |
1720 |
1710 |
1720 |
-24 |
1,994 |
9,392 |
+104 |
| Dec05 |
041112 |
1731 |
1731 |
1690 |
1725 |
-20 |
1,270 |
8,372 |
+212 |
| Mar06 |
041112 |
1730 |
1730 |
1705 |
1730 |
-20 |
0 |
10,323 |
+50 |
| Total Volume and Open Interest |
25,382 |
115,956 |
-163 |
| Coffee "C"(ICE) |
| Dec04 |
041112 |
81.20 |
81.20 |
80.20 |
80.50 |
-0.95 |
14,355 |
27,502 |
-6,092 |
| Mar05 |
041112 |
84.20 |
84.45 |
83.60 |
83.80 |
-0.90 |
12,951 |
39,442 |
+4,207 |
| May05 |
041112 |
86.00 |
86.10 |
85.40 |
85.40 |
-1.00 |
1,468 |
5,716 |
+126 |
| Jul05 |
041112 |
87.75 |
87.80 |
86.95 |
86.95 |
-1.00 |
252 |
2,408 |
+108 |
| Sep05 |
041112 |
88.90 |
88.90 |
88.50 |
88.50 |
-1.00 |
69 |
1,470 |
+36 |
| Dec05 |
041112 |
91.00 |
91.00 |
91.00 |
91.00 |
-1.00 |
15 |
787 |
+15 |
| Total Volume and Open Interest |
29,110 |
77,536 |
-1,600 |
| Orange Juice(ICE) |
| Jan05 |
041112 |
75.35 |
75.35 |
69.20 |
69.30 |
-4.85 |
1,516 |
16,433 |
+40 |
| Mar05 |
041112 |
77.25 |
77.25 |
71.20 |
71.40 |
-4.80 |
386 |
10,751 |
+130 |
| May05 |
041112 |
79.25 |
79.30 |
74.00 |
74.05 |
-4.75 |
63 |
4,326 |
-15 |
| Jul05 |
041112 |
76.50 |
76.50 |
75.95 |
75.95 |
-4.60 |
50 |
505 |
+50 |
| Sep05 |
041112 |
77.70 |
77.70 |
77.70 |
77.70 |
-4.35 |
20 |
86 |
+0 |
| Nov05 |
041112 |
79.45 |
79.45 |
79.45 |
79.45 |
-3.70 |
50 |
536 |
-28 |
| Total Volume and Open Interest |
2,065 |
32,684 |
+177 |
| Sugar #11(ICE) |
| Mar05 |
041112 |
8.60 |
8.63 |
8.51 |
8.52 |
-0.13 |
11,967 |
203,614 |
-93 |
| May05 |
041112 |
8.72 |
8.73 |
8.66 |
8.66 |
-0.11 |
1,505 |
40,009 |
-245 |
| Jul05 |
041112 |
8.58 |
8.59 |
8.53 |
8.53 |
-0.10 |
1,063 |
21,971 |
+62 |
| Oct05 |
041112 |
8.59 |
8.60 |
8.54 |
8.54 |
-0.09 |
1,191 |
21,841 |
+67 |
| Mar06 |
041112 |
8.45 |
8.47 |
8.43 |
8.43 |
-0.07 |
488 |
8,535 |
+67 |
| Total Volume and Open Interest |
16,325 |
300,242 |
-51 |
| Sugar #14(ICE) |
| Jan05 |
041112 |
20.21 |
20.22 |
20.21 |
20.22 |
unch |
148 |
1,322 |
-7 |
| Mar05 |
041112 |
20.28 |
20.31 |
20.28 |
20.31 |
unch |
123 |
3,558 |
+51 |
| May05 |
041112 |
20.45 |
20.45 |
20.45 |
20.45 |
unch |
20 |
2,009 |
+10 |
| Jul05 |
041112 |
20.65 |
20.65 |
20.65 |
20.65 |
-0.01 |
24 |
1,544 |
+17 |
| Sep05 |
041112 |
20.80 |
20.80 |
20.80 |
20.80 |
unch |
3 |
2,366 |
+0 |
| Total Volume and Open Interest |
321 |
11,409 |
+74 |
| London Cocoa(LCE) |
| Dec04 |
041112 |
955 |
955 |
921 |
935 |
-21 |
4,802 |
42,574 |
-657 |
| Mar05 |
041112 |
973 |
973 |
939 |
953 |
-20 |
6,385 |
56,415 |
+1,667 |
| May05 |
041112 |
968 |
981 |
951 |
964 |
-21 |
859 |
18,644 |
-38 |
| Jul05 |
041112 |
994 |
998 |
970 |
980 |
-21 |
482 |
15,698 |
-12 |
| Sep05 |
041112 |
1011 |
1015 |
990 |
1001 |
-21 |
847 |
35,038 |
+385 |
| Dec05 |
041112 |
986 |
993 |
965 |
980 |
-18 |
512 |
29,223 |
-235 |
| Mar06 |
041112 |
1000 |
1000 |
987 |
987 |
-14 |
0 |
3,906 |
+0 |
| Total Volume and Open Interest |
13,887 |
201,953 |
+1,110 |
| London Coffee(LCE) |
| Nov04 |
041112 |
604.00 |
609.00 |
601.00 |
609.00 |
-5.00 |
10 |
19,354 |
+1 |
| Jan05 |
041112 |
628.00 |
632.00 |
623.00 |
627.00 |
-5.00 |
3,977 |
76,647 |
-857 |
| Mar05 |
041112 |
649.00 |
653.00 |
644.00 |
648.00 |
-2.00 |
1,276 |
38,230 |
+242 |
| May05 |
041112 |
666.00 |
671.00 |
661.00 |
668.00 |
-1.00 |
756 |
33,301 |
+579 |
| Jul05 |
041112 |
687.00 |
687.00 |
682.00 |
687.00 |
-1.00 |
28 |
8,842 |
+9 |
| Sep05 |
041112 |
698.00 |
702.00 |
698.00 |
702.00 |
-2.00 |
125 |
5,167 |
+84 |
| Total Volume and Open Interest |
6,192 |
183,566 |
+58 |
| London Sugar(LCE) |
| Mar05 |
041112 |
249.30 |
249.50 |
245.00 |
247.00 |
-2.30 |
2,841 |
27,572 |
-62 |
| May05 |
041112 |
257.80 |
257.80 |
254.10 |
256.00 |
-1.90 |
471 |
10,574 |
+31 |
| Aug05 |
041112 |
258.00 |
258.00 |
256.20 |
257.30 |
-1.30 |
158 |
4,744 |
+73 |
| Oct05 |
041112 |
258.00 |
258.40 |
257.00 |
258.20 |
-1.30 |
5 |
2,988 |
+0 |
| Dec05 |
041112 |
257.60 |
257.60 |
256.40 |
257.60 |
-1.40 |
22 |
1,685 |
+9 |
| Total Volume and Open Interest |
7,811 |
52,007 |
-1,672 |
| Cotton(ICE) |
| Dec04 |
041112 |
43.50 |
44.40 |
43.50 |
44.34 |
+0.46 |
8,767 |
29,389 |
-2,844 |
| Mar05 |
041112 |
42.40 |
42.95 |
42.10 |
42.85 |
-0.13 |
8,880 |
42,456 |
+3,271 |
| May05 |
041112 |
43.35 |
43.40 |
42.88 |
43.31 |
-0.50 |
310 |
6,648 |
-92 |
| Jul05 |
041112 |
44.60 |
44.60 |
43.90 |
44.36 |
-0.47 |
1,119 |
8,227 |
+250 |
| Oct05 |
041112 |
46.90 |
46.90 |
46.90 |
46.90 |
-0.75 |
6 |
64 |
+5 |
| Dec05 |
041112 |
48.00 |
48.10 |
47.68 |
47.75 |
-0.55 |
234 |
4,486 |
+65 |
| Total Volume and Open Interest |
19,321 |
92,454 |
+660 |
| Lumber(CME) |
| Nov04 |
041112 |
299.6 |
308.0 |
299.6 |
300.5 |
unch |
200 |
327 |
-70 |
| Jan05 |
041112 |
318.9 |
325.5 |
318.3 |
319.5 |
+0.9 |
491 |
2,750 |
+79 |
| Mar05 |
041112 |
329.5 |
337.1 |
328.0 |
329.4 |
+1.0 |
79 |
362 |
+3 |
| May05 |
041112 |
335.0 |
338.0 |
332.8 |
332.8 |
-1.2 |
6 |
89 |
+5 |
| Total Volume and Open Interest |
776 |
3,559 |
+17 |
| Crude Oil(NYM) |
| Dec04 |
041112 |
47.35 |
48.05 |
47.10 |
47.32 |
-0.10 |
92,977 |
115,581 |
-12,935 |
| Jan05 |
041112 |
47.60 |
48.20 |
47.30 |
47.41 |
-0.19 |
75,788 |
173,886 |
+12,253 |
| Feb05 |
041112 |
47.50 |
48.15 |
47.40 |
47.43 |
-0.15 |
19,064 |
51,864 |
+1,546 |
| Mar05 |
041112 |
47.50 |
47.90 |
47.15 |
47.23 |
-0.11 |
7,019 |
32,829 |
+303 |
| Apr05 |
041112 |
47.25 |
47.35 |
46.87 |
46.87 |
-0.13 |
6,569 |
27,254 |
+448 |
| May05 |
041112 |
46.95 |
46.98 |
46.45 |
46.45 |
-0.15 |
1,102 |
16,360 |
-91 |
| Jun05 |
041112 |
46.50 |
46.70 |
46.03 |
46.03 |
-0.17 |
3,672 |
33,408 |
+821 |
| Jul05 |
041112 |
45.80 |
45.80 |
45.62 |
45.62 |
-0.18 |
1,625 |
13,337 |
-200 |
| Aug05 |
041112 |
45.23 |
45.23 |
45.23 |
45.23 |
-0.19 |
51 |
10,676 |
+51 |
| Sep05 |
041112 |
45.20 |
45.20 |
44.84 |
44.84 |
-0.20 |
589 |
11,822 |
-211 |
| Oct05 |
041112 |
44.93 |
44.93 |
44.47 |
44.47 |
-0.21 |
700 |
6,009 |
+104 |
| Nov05 |
041112 |
44.13 |
44.13 |
44.13 |
44.13 |
-0.22 |
105 |
10,019 |
+45 |
| Dec05 |
041112 |
44.35 |
44.50 |
43.82 |
43.82 |
-0.23 |
4,342 |
50,888 |
+207 |
| Jan06 |
041112 |
43.51 |
43.51 |
43.51 |
43.51 |
-0.24 |
263 |
8,082 |
+3 |
| Feb06 |
041112 |
43.23 |
43.23 |
43.23 |
43.23 |
-0.24 |
10 |
3,414 |
-10 |
| Mar06 |
041112 |
42.98 |
42.98 |
42.98 |
42.98 |
-0.24 |
160 |
8,206 |
-60 |
| Total Volume and Open Interest |
218,398 |
713,867 |
+2,411 |
| Heating Oil(NYM) |
| Dec04 |
041112 |
136.50 |
137.90 |
135.50 |
136.36 |
-0.02 |
28,122 |
43,919 |
-4,750 |
| Jan05 |
041112 |
137.60 |
138.80 |
136.70 |
137.48 |
-0.05 |
17,741 |
52,757 |
+3,542 |
| Feb05 |
041112 |
136.20 |
137.25 |
135.70 |
136.28 |
+0.10 |
3,254 |
23,044 |
+33 |
| Mar05 |
041112 |
132.70 |
133.75 |
132.10 |
132.73 |
+0.10 |
1,504 |
16,346 |
-50 |
| Apr05 |
041112 |
127.00 |
128.00 |
126.00 |
127.08 |
+0.05 |
724 |
6,412 |
+51 |
| May05 |
041112 |
124.00 |
124.00 |
122.93 |
122.93 |
+0.05 |
557 |
5,387 |
+45 |
| Jun05 |
041112 |
121.50 |
121.50 |
120.63 |
120.63 |
+0.10 |
1,116 |
7,206 |
-37 |
| Jul05 |
041112 |
120.50 |
120.50 |
119.63 |
119.63 |
+0.15 |
227 |
4,737 |
+112 |
| Aug05 |
041112 |
120.25 |
121.20 |
119.68 |
119.68 |
+0.15 |
81 |
1,944 |
+45 |
| Sep05 |
041112 |
121.20 |
121.20 |
120.28 |
120.28 |
+0.15 |
113 |
3,353 |
+2 |
| Oct05 |
041112 |
121.50 |
121.50 |
120.98 |
120.98 |
+0.15 |
6 |
324 |
+6 |
| Nov05 |
041112 |
122.50 |
122.50 |
121.68 |
121.68 |
+0.15 |
5 |
444 |
+5 |
| Total Volume and Open Interest |
53,645 |
175,126 |
-1,040 |
| Gasoline(NYMEX) |
| Dec04 |
041112 |
124.60 |
126.80 |
124.60 |
125.69 |
+1.25 |
23,528 |
38,917 |
-2,126 |
| Jan05 |
041112 |
126.20 |
127.90 |
125.50 |
126.62 |
+0.89 |
13,109 |
40,567 |
+1,564 |
| Feb05 |
041112 |
127.10 |
128.00 |
126.90 |
127.42 |
+0.79 |
1,587 |
10,255 |
+38 |
| Mar05 |
041112 |
128.50 |
128.50 |
128.27 |
128.27 |
+0.74 |
465 |
5,956 |
+91 |
| Apr05 |
041112 |
135.20 |
136.40 |
135.20 |
135.27 |
+0.74 |
1,741 |
12,992 |
+570 |
| May05 |
041112 |
136.50 |
136.50 |
135.22 |
135.22 |
+0.69 |
1,107 |
10,774 |
+254 |
| Jun05 |
041112 |
135.00 |
135.00 |
134.22 |
134.22 |
+0.64 |
210 |
5,573 |
+74 |
| Jul05 |
041112 |
133.80 |
133.80 |
132.32 |
132.32 |
+0.59 |
137 |
3,053 |
+100 |
| Aug05 |
041112 |
130.75 |
130.75 |
129.77 |
129.77 |
+0.54 |
1 |
1,795 |
+1 |
| Sep05 |
041112 |
128.25 |
128.25 |
126.52 |
126.52 |
+0.49 |
102 |
4,012 |
-55 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041112 |
7.270 |
7.380 |
7.150 |
7.176 |
-0.060 |
36,444 |
41,144 |
-3,858 |
| Jan05 |
041112 |
7.990 |
8.080 |
7.840 |
7.866 |
-0.078 |
15,532 |
57,410 |
+909 |
| Feb05 |
041112 |
8.040 |
8.110 |
7.900 |
7.916 |
-0.073 |
4,466 |
27,649 |
+553 |
| Mar05 |
041112 |
7.790 |
7.840 |
7.650 |
7.676 |
-0.078 |
4,004 |
28,259 |
+176 |
| Apr05 |
041112 |
6.840 |
6.850 |
6.750 |
6.806 |
+0.002 |
1,986 |
19,811 |
-44 |
| May05 |
041112 |
6.710 |
6.710 |
6.620 |
6.691 |
+0.017 |
1,787 |
18,179 |
-327 |
| Jun05 |
041112 |
6.740 |
6.740 |
6.650 |
6.706 |
+0.014 |
451 |
12,023 |
+48 |
| Jul05 |
041112 |
6.760 |
6.760 |
6.680 |
6.731 |
+0.009 |
667 |
15,158 |
+127 |
| Aug05 |
041112 |
6.780 |
6.780 |
6.710 |
6.751 |
+0.011 |
773 |
12,145 |
+204 |
| Sep05 |
041112 |
6.740 |
6.750 |
6.680 |
6.726 |
+0.009 |
657 |
10,898 |
+64 |
| Oct05 |
041112 |
6.760 |
6.770 |
6.700 |
6.751 |
+0.007 |
1,571 |
16,908 |
-133 |
| Nov05 |
041112 |
7.020 |
7.040 |
6.960 |
7.016 |
-0.003 |
612 |
9,425 |
+261 |
| Dec05 |
041112 |
7.330 |
7.330 |
7.280 |
7.296 |
-0.008 |
527 |
9,842 |
-813 |
| Jan06 |
041112 |
7.530 |
7.530 |
7.480 |
7.491 |
-0.013 |
749 |
10,704 |
-1,708 |
| Feb06 |
041112 |
7.500 |
7.500 |
7.486 |
7.486 |
-0.018 |
126 |
8,364 |
-131 |
| Mar06 |
041112 |
7.320 |
7.320 |
7.281 |
7.281 |
-0.023 |
265 |
9,651 |
-40 |
| Total Volume and Open Interest |
71,167 |
380,182 |
-5,371 |
| Brent Crude Oil(ICE) |
| Dec04 |
041112 |
43.10 |
43.20 |
42.20 |
42.31 |
-0.71 |
12,659 |
21,397 |
-6,250 |
| Jan05 |
041112 |
44.30 |
44.60 |
43.65 |
43.71 |
-0.49 |
42,135 |
77,788 |
-8,605 |
| Feb05 |
041112 |
44.60 |
45.56 |
44.15 |
44.19 |
-0.39 |
14,717 |
61,110 |
+720 |
| Mar05 |
041112 |
44.54 |
44.82 |
44.18 |
44.18 |
-0.30 |
6,528 |
21,681 |
-457 |
| Apr05 |
041112 |
44.39 |
44.65 |
43.99 |
43.99 |
-0.26 |
5,099 |
16,729 |
+706 |
| May05 |
041112 |
44.05 |
44.05 |
43.67 |
43.67 |
-0.24 |
755 |
7,361 |
+265 |
| Jun05 |
041112 |
43.70 |
43.85 |
43.36 |
43.36 |
-0.21 |
1,747 |
18,163 |
-1,088 |
| Jul05 |
041112 |
43.15 |
43.15 |
43.00 |
43.00 |
-0.23 |
2,000 |
6,764 |
+418 |
| Aug05 |
041112 |
42.67 |
42.67 |
42.67 |
42.67 |
-0.23 |
0 |
2,035 |
+0 |
| Sep05 |
041112 |
42.34 |
42.34 |
42.34 |
42.34 |
-0.23 |
100 |
5,789 |
-364 |
| Oct05 |
041112 |
42.50 |
42.50 |
42.02 |
42.02 |
-0.23 |
750 |
1,200 |
+150 |
| Nov05 |
041112 |
42.11 |
42.11 |
41.70 |
41.70 |
-0.23 |
0 |
150 |
+0 |
| Dec05 |
041112 |
41.78 |
41.95 |
41.23 |
41.39 |
-0.23 |
1,759 |
40,934 |
-1,096 |
| Total Volume and Open Interest |
88,949 |
332,289 |
-15,906 |
| Gas Oil(ICE) |
| Dec04 |
041112 |
410.00 |
415.75 |
406.50 |
410.50 |
+2.75 |
10,457 |
48,643 |
-1,304 |
| Jan05 |
041112 |
407.00 |
413.00 |
404.75 |
407.25 |
-0.25 |
7,078 |
27,244 |
-138 |
| Feb05 |
041112 |
401.00 |
403.75 |
400.50 |
401.00 |
-0.25 |
549 |
10,822 |
+1,626 |
| Mar05 |
041112 |
392.75 |
392.75 |
392.75 |
392.75 |
unch |
0 |
6,732 |
+24 |
| Apr05 |
041112 |
384.50 |
384.50 |
384.50 |
384.50 |
unch |
0 |
6,492 |
+185 |
| May05 |
041112 |
380.00 |
380.00 |
380.00 |
380.00 |
unch |
100 |
3,262 |
+100 |
| Jun05 |
041112 |
376.25 |
382.00 |
376.00 |
377.25 |
+0.25 |
1,840 |
9,831 |
+318 |
| Jul05 |
041112 |
375.75 |
375.75 |
375.75 |
375.75 |
+0.25 |
0 |
1,049 |
+0 |
| Aug05 |
041112 |
374.75 |
374.75 |
374.75 |
374.75 |
+0.25 |
0 |
1,461 |
-50 |
| Sep05 |
041112 |
375.00 |
376.00 |
373.75 |
373.75 |
+0.25 |
550 |
4,814 |
-300 |
| Total Volume and Open Interest |
21,984 |
140,097 |
-6,205 |
| US Dollar Index(ICE) |
| Dec04 |
041112 |
84.280 |
84.380 |
83.700 |
83.710 |
-0.730 |
843 |
24,941 |
+367 |
| Mar05 |
041112 |
84.280 |
84.580 |
83.840 |
83.880 |
-0.730 |
2 |
2,947 |
-2 |
| Jun05 |
041112 |
84.060 |
84.060 |
84.060 |
84.060 |
-0.730 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
845 |
27,914 |
+365 |
| Australian Dollar(CME) |
| Dec04 |
041112 |
76.47 |
76.80 |
76.24 |
76.79 |
+1.03 |
3,417 |
0 |
-65,665 |
| Mar05 |
041112 |
75.88 |
76.23 |
75.88 |
76.23 |
+1.03 |
198 |
0 |
-883 |
| Jun05 |
041112 |
75.73 |
75.73 |
75.73 |
75.73 |
+1.03 |
|
|
|
| Total Volume and Open Interest |
3,615 |
|
|
| British Pound(CME) |
| Dec04 |
041112 |
184.15 |
185.55 |
183.69 |
185.44 |
+1.44 |
6,532 |
0 |
-88,384 |
| Mar05 |
041112 |
183.15 |
184.45 |
183.15 |
184.27 |
+1.43 |
2 |
0 |
-423 |
| Jun05 |
041112 |
183.27 |
183.27 |
183.27 |
183.27 |
+1.43 |
|
|
|
| Total Volume and Open Interest |
6,534 |
|
|
| Canadian Dollar(CME) |
| Dec04 |
041112 |
83.87 |
83.91 |
83.40 |
83.81 |
+0.16 |
8,794 |
0 |
-103,012 |
| Mar05 |
041112 |
83.81 |
83.85 |
83.34 |
83.73 |
+0.16 |
264 |
0 |
-4,089 |
| Jun05 |
041112 |
83.53 |
83.71 |
83.53 |
83.67 |
+0.16 |
83 |
0 |
-1,717 |
| Sep05 |
041112 |
83.64 |
83.64 |
83.62 |
83.62 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
9,141 |
|
|
| Japanese Yen(CME) |
| Dec04 |
041112 |
94.52 |
95.14 |
94.30 |
94.96 |
+1.57 |
18,552 |
0 |
-173,467 |
| Mar05 |
041112 |
94.98 |
95.65 |
94.98 |
95.53 |
+1.57 |
19 |
0 |
-1,219 |
| Jun05 |
041112 |
96.16 |
96.16 |
96.16 |
96.16 |
+1.57 |
2 |
0 |
-46 |
| Total Volume and Open Interest |
18,573 |
|
|
| Swiss Franc(CME) |
| Dec04 |
041112 |
85.10 |
85.63 |
84.68 |
85.53 |
+0.80 |
10,421 |
0 |
-76,492 |
| Mar05 |
041112 |
85.31 |
85.86 |
85.31 |
85.86 |
+0.80 |
6 |
0 |
-607 |
| Jun05 |
041112 |
86.21 |
86.21 |
86.21 |
86.21 |
+0.81 |
1 |
0 |
-68 |
| Total Volume and Open Interest |
10,429 |
|
|
| EuroFX(CME) |
| Dec04 |
041112 |
129.24 |
129.90 |
128.79 |
129.85 |
+0.97 |
51,717 |
0 |
-182,147 |
| Mar05 |
041112 |
129.19 |
129.94 |
128.90 |
129.92 |
+0.97 |
523 |
0 |
-3,063 |
| Jun05 |
041112 |
130.07 |
130.07 |
130.07 |
130.07 |
+0.99 |
220 |
0 |
-220 |
| Total Volume and Open Interest |
52,460 |
|
|
| Mexican Peso(CME) |
| Nov04 |
041112 |
879.8 |
879.8 |
875.0 |
879.8 |
+4.8 |
|
|
|
| Dec04 |
041112 |
873.8 |
876.5 |
869.8 |
875.5 |
+4.8 |
3,562 |
63,323 |
-621 |
| Total Volume and Open Interest |
3,562 |
64,625 |
-594 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041112 |
111~220 |
112~250 |
111~180 |
112~120 |
+0~270 |
166,184 |
536,915 |
+0 |
| Mar05 |
041112 |
110~230 |
111~240 |
110~220 |
111~120 |
+0~270 |
8,839 |
42,049 |
+0 |
| Jun05 |
041112 |
110~220 |
110~260 |
110~030 |
110~150 |
+0~260 |
2 |
202 |
+0 |
| Total Volume and Open Interest |
175,025 |
579,166 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041112 |
112~060 |
112~195 |
112~030 |
112~125 |
+0~120 |
545,465 |
1,519,088 |
+0 |
| Mar05 |
041112 |
111~160 |
111~305 |
111~160 |
111~245 |
+0~125 |
21,753 |
180,919 |
+0 |
| Jun05 |
041112 |
110~215 |
110~305 |
110~215 |
110~270 |
+0~125 |
5 |
4,141 |
+0 |
| Total Volume and Open Interest |
567,223 |
1,704,148 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041112 |
110~052 |
110~068 |
110~034 |
110~050 |
+0~020 |
45,079 |
1,053,507 |
+1,053,507 |
| Mar05 |
041112 |
109~076 |
109~076 |
109~070 |
109~070 |
+0~020 |
40,060 |
174,583 |
+174,583 |
| Jun05 |
041112 |
109~000 |
109~000 |
109~000 |
109~000 |
+0~020 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
85,139 |
1,228,105 |
+1,228,090 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041112 |
105~051 |
105~054 |
105~043 |
105~048 |
+0~005 |
989 |
204,647 |
+0 |
| Mar05 |
041112 |
105~004 |
105~004 |
105~002 |
105~002 |
+0~007 |
989 |
204,647 |
|
| Total Volume and Open Interest |
1,978 |
409,294 |
|
| Eurodollars(CME) |
| Dec04 |
041112 |
97.570 |
97.575 |
97.565 |
97.570 |
+0.005 |
149,000 |
0 |
-991,427 |
| Mar05 |
041112 |
97.230 |
97.235 |
97.200 |
97.215 |
+0.005 |
181,000 |
0 |
-944,563 |
| Jun05 |
041112 |
96.980 |
96.990 |
96.940 |
96.970 |
+0.010 |
231,000 |
0 |
-845,817 |
| Sep05 |
041112 |
96.780 |
96.795 |
96.730 |
96.765 |
+0.010 |
325,000 |
0 |
-751,452 |
| Dec05 |
041112 |
96.585 |
96.610 |
96.550 |
96.580 |
+0.015 |
227,000 |
0 |
-579,527 |
| Mar06 |
041112 |
96.450 |
96.475 |
96.410 |
96.440 |
+0.025 |
72,000 |
0 |
-450,177 |
| Jun06 |
041112 |
96.305 |
96.340 |
96.285 |
96.315 |
+0.035 |
46,000 |
0 |
-314,362 |
| Sep06 |
041112 |
96.180 |
96.210 |
96.160 |
96.185 |
+0.040 |
31,000 |
0 |
-248,259 |
| Dec06 |
041112 |
96.055 |
96.075 |
96.025 |
96.055 |
+0.045 |
19,000 |
0 |
-203,856 |
| Mar07 |
041112 |
95.945 |
95.975 |
95.925 |
95.950 |
+0.050 |
10,000 |
0 |
-163,206 |
| Jun07 |
041112 |
95.825 |
95.865 |
95.810 |
95.835 |
+0.055 |
9,388 |
0 |
-167,264 |
| Sep07 |
041112 |
95.705 |
95.755 |
95.705 |
95.725 |
+0.055 |
9,312 |
0 |
-116,470 |
| Dec07 |
041112 |
95.600 |
95.640 |
95.590 |
95.610 |
+0.060 |
6,062 |
0 |
-90,876 |
| Mar08 |
041112 |
95.505 |
95.535 |
95.500 |
95.515 |
+0.060 |
6,473 |
0 |
-83,344 |
| Jun08 |
041112 |
95.395 |
95.420 |
95.390 |
95.410 |
+0.065 |
5,572 |
0 |
-87,726 |
| Sep08 |
041112 |
95.300 |
95.325 |
95.285 |
95.310 |
+0.065 |
5,328 |
0 |
-79,941 |
| Dec08 |
041112 |
95.190 |
95.215 |
95.180 |
95.200 |
+0.065 |
3,907 |
0 |
-61,257 |
| Mar09 |
041112 |
95.100 |
95.120 |
95.090 |
95.110 |
+0.065 |
3,901 |
0 |
-50,180 |
| Total Volume and Open Interest |
1,358,022 |
|
|
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041112 |
98.070 |
98.070 |
98.070 |
98.070 |
unch |
1,271 |
172,107 |
+0 |
| Dec04 |
041112 |
97.890 |
97.890 |
97.890 |
97.890 |
unch |
3,453 |
131,593 |
+0 |
| Jan05 |
041112 |
97.800 |
97.800 |
97.790 |
97.790 |
unch |
5,618 |
112,989 |
+0 |
| Feb05 |
041112 |
97.580 |
97.590 |
97.580 |
97.580 |
unch |
4,244 |
30,922 |
+0 |
| Mar05 |
041112 |
97.530 |
97.530 |
97.500 |
97.510 |
unch |
1,582 |
9,352 |
+0 |
| Apr05 |
041112 |
97.390 |
97.390 |
97.390 |
97.390 |
+0.010 |
502 |
2,791 |
+0 |
| Total Volume and Open Interest |
16,670 |
459,801 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041112 |
98.070 |
98.075 |
98.070 |
98.075 |
unch |
5,731 |
0 |
+0 |
| Dec04 |
041112 |
97.885 |
97.895 |
97.880 |
97.885 |
+0.005 |
13,727 |
0 |
+0 |
| Jan05 |
041112 |
97.795 |
97.800 |
97.790 |
97.795 |
+0.005 |
25,584 |
0 |
+0 |
| Feb05 |
041112 |
97.585 |
97.595 |
97.580 |
97.585 |
unch |
6,887 |
0 |
+0 |
| Mar05 |
041112 |
97.515 |
97.520 |
97.510 |
97.510 |
unch |
614 |
0 |
+0 |
| Apr05 |
041112 |
97.380 |
97.395 |
97.375 |
97.390 |
-0.005 |
354 |
0 |
+0 |
| Total Volume and Open Interest |
52,897 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041112 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
70 |
0 |
-19,608 |
| Mar05 |
041112 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
450 |
0 |
-51,978 |
| Jun05 |
041112 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
990 |
0 |
-27,162 |
| Sep05 |
041112 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.01 |
|
|
|
| Dec05 |
041112 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
400 |
0 |
-5,001 |
| Mar06 |
041112 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
14 |
0 |
-8,557 |
| Jun06 |
041112 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
|
|
|
| Sep06 |
041112 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.02 |
|
|
|
| Dec06 |
041112 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.03 |
|
|
|
| Mar07 |
041112 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
1,924 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041112 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
863 |
63,077 |
+2,287 |
| Mar05 |
041112 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
1,050 |
88,559 |
-1,026 |
| Jun05 |
041112 |
99.88 |
99.89 |
99.88 |
99.89 |
unch |
850 |
79,150 |
-2,579 |
| Sep05 |
041112 |
99.83 |
99.84 |
99.83 |
99.83 |
unch |
218 |
45,590 |
-680 |
| Dec05 |
041112 |
99.77 |
99.78 |
99.76 |
99.76 |
unch |
1,592 |
38,525 |
+354 |
| Mar06 |
041112 |
99.69 |
99.69 |
99.68 |
99.68 |
0.00 |
566 |
30,384 |
-522 |
| Jun06 |
041112 |
99.59 |
99.59 |
99.58 |
99.59 |
-0.01 |
0 |
13,678 |
+359 |
| Sep06 |
041112 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
0 |
7,406 |
+561 |
| Total Volume and Open Interest |
5,139 |
379,984 |
-1,246 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041112 |
138.39 |
138.59 |
138.10 |
138.26 |
-0.12 |
2,019 |
28,912 |
+2,741 |
| Mar05 |
041112 |
137.36 |
137.36 |
137.36 |
137.36 |
-0.11 |
0 |
8 |
+0 |
| Jun05 |
041112 |
137.36 |
137.36 |
137.36 |
137.36 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
2,019 |
28,920 |
+2,741 |
| Euro-Bund(EUREX) |
| Dec04 |
041112 |
117.85 |
117.90 |
117.33 |
117.85 |
+0.46 |
1,386,592 |
1,334,294 |
+24,169 |
| Mar05 |
041112 |
116.65 |
117.20 |
116.64 |
117.15 |
+0.47 |
15,047 |
50,359 |
+732 |
| Jun05 |
041112 |
116.30 |
116.30 |
116.30 |
116.30 |
+0.41 |
1,691 |
676 |
+435 |
| Total Volume and Open Interest |
1,403,330 |
1,385,329 |
+25,336 |
| Euro-Bobl(EUREX) |
| Dec04 |
041112 |
112.57 |
112.88 |
112.56 |
112.82 |
+0.21 |
633,998 |
872,288 |
+29,335 |
| Mar05 |
041112 |
112.36 |
112.57 |
112.36 |
112.57 |
+0.20 |
2,051 |
18,378 |
+847 |
| Jun05 |
041112 |
111.82 |
111.82 |
111.82 |
111.82 |
+0.21 |
0 |
800 |
+0 |
| Total Volume and Open Interest |
636,049 |
891,466 |
+30,182 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041112 |
97.810 |
97.820 |
97.810 |
97.815 |
+0.010 |
987 |
9,998 |
-416 |
| Mar05 |
041112 |
97.740 |
97.755 |
97.725 |
97.755 |
+0.025 |
769 |
7,223 |
-18 |
| Jun05 |
041112 |
97.660 |
97.680 |
97.640 |
97.680 |
+0.035 |
420 |
4,925 |
+98 |
| Total Volume and Open Interest |
2,288 |
29,213 |
-312 |
| Long Gilt(LIFFE) |
| Dec04 |
041112 |
108~23 |
109~03 |
108~20 |
108~29 |
+0~09 |
37,676 |
217,691 |
+7,311 |
| Mar05 |
041112 |
110~07 |
110~18 |
110~04 |
110~13 |
+0~10 |
203 |
3,855 |
+202 |
| Total Volume and Open Interest |
37,879 |
221,546 |
+7,513 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041112 |
95.11 |
95.12 |
95.10 |
95.11 |
unch |
28,278 |
255,969 |
+4,116 |
| Mar05 |
041112 |
95.09 |
95.11 |
95.08 |
95.10 |
+0.02 |
40,165 |
284,031 |
+2,920 |
| Jun05 |
041112 |
95.11 |
95.16 |
95.11 |
95.14 |
+0.03 |
38,870 |
196,061 |
+3,448 |
| Sep05 |
041112 |
95.15 |
95.20 |
95.15 |
95.18 |
+0.04 |
35,344 |
180,866 |
+9,221 |
| Dec05 |
041112 |
95.17 |
95.21 |
95.15 |
95.19 |
+0.04 |
21,918 |
193,859 |
+3,263 |
| Mar06 |
041112 |
95.14 |
95.19 |
95.14 |
95.17 |
+0.03 |
11,384 |
100,588 |
-519 |
| Total Volume and Open Interest |
187,154 |
1,416,735 |
+24,021 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041112 |
97.815 |
97.820 |
97.805 |
97.820 |
+0.010 |
74,389 |
665,849 |
+7,058 |
| Mar05 |
041112 |
97.735 |
97.765 |
97.720 |
97.750 |
+0.015 |
115,917 |
543,992 |
+15,331 |
| Jun05 |
041112 |
97.645 |
97.690 |
97.630 |
97.670 |
+0.025 |
136,407 |
537,817 |
+9,319 |
| Total Volume and Open Interest |
605,612 |
3,248,850 |
+68,435 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041112 |
94.53 |
94.54 |
94.52 |
94.54 |
unch |
11,119 |
119,070 |
-4,626 |
| Mar05 |
041112 |
94.44 |
94.45 |
94.40 |
94.42 |
-0.02 |
39,360 |
128,447 |
-8,265 |
| Jun05 |
041112 |
94.38 |
94.39 |
94.34 |
94.36 |
-0.03 |
11,056 |
63,089 |
+736 |
| Sep05 |
041112 |
94.36 |
94.36 |
94.32 |
94.33 |
-0.03 |
3,976 |
27,296 |
-1,955 |
| Dec05 |
041112 |
94.30 |
94.31 |
94.30 |
94.30 |
-0.03 |
746 |
16,816 |
-409 |
| Mar06 |
041112 |
94.31 |
94.31 |
94.28 |
94.28 |
-0.02 |
110 |
12,702 |
-65 |
| Jun06 |
041112 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.03 |
13 |
9,532 |
-87 |
| Sep06 |
041112 |
94.22 |
94.22 |
94.22 |
94.22 |
-0.02 |
11 |
5,999 |
+10 |
| Dec06 |
041112 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.02 |
0 |
2,856 |
+0 |
| Mar07 |
041112 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.01 |
0 |
1,839 |
+0 |
| Total Volume and Open Interest |
66,391 |
391,101 |
-14,661 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041112 |
94.44 |
94.47 |
94.43 |
94.46 |
+0.01 |
21,629 |
262,990 |
-7,374 |
| Mar05 |
041112 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
21,629 |
262,990 |
-7,374 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041112 |
94.66 |
94.67 |
94.62 |
94.64 |
-0.02 |
97,664 |
389,935 |
-67,916 |
| Mar05 |
041112 |
94.64 |
94.64 |
94.64 |
94.64 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
97,664 |
389,935 |
-67,916 |
| Gold(CMX) |
| Dec04 |
041112 |
437.5 |
439.5 |
435.0 |
438.3 |
+2.9 |
30,756 |
246,039 |
-1,770 |
| Feb05 |
041112 |
439.5 |
441.8 |
437.0 |
440.4 |
+2.9 |
3,205 |
32,998 |
+719 |
| Apr05 |
041112 |
439.8 |
443.8 |
439.8 |
442.4 |
+2.9 |
267 |
8,733 |
+65 |
| Jun05 |
041112 |
444.0 |
446.0 |
442.0 |
444.4 |
+2.8 |
184 |
16,180 |
+47 |
| Aug05 |
041112 |
448.5 |
448.5 |
446.6 |
446.6 |
+2.8 |
85 |
6,499 |
+13 |
| Oct05 |
041112 |
448.8 |
448.8 |
448.8 |
448.8 |
+2.7 |
78 |
3,031 |
+0 |
| Dec05 |
041112 |
450.0 |
452.5 |
447.0 |
451.1 |
+2.6 |
193 |
10,660 |
+157 |
| Feb06 |
041112 |
453.5 |
453.5 |
453.5 |
453.5 |
+2.5 |
0 |
844 |
+0 |
| Apr06 |
041112 |
455.9 |
455.9 |
455.9 |
455.9 |
+2.5 |
0 |
491 |
+0 |
| Jun06 |
041112 |
460.0 |
460.0 |
458.3 |
458.3 |
+2.4 |
82 |
8,352 |
+0 |
| Aug06 |
041112 |
461.0 |
461.0 |
461.0 |
461.0 |
+2.4 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
34,700 |
343,014 |
-780 |
| Silver(CMX) |
| Dec04 |
041112 |
754.0 |
767.0 |
743.5 |
762.2 |
+14.5 |
5,714 |
85,886 |
-352 |
| Mar05 |
041112 |
757.5 |
771.0 |
748.0 |
767.0 |
+14.5 |
1,172 |
24,108 |
+108 |
| May05 |
041112 |
755.0 |
770.0 |
755.0 |
769.8 |
+14.5 |
22 |
2,856 |
-1 |
| Jul05 |
041112 |
780.0 |
780.0 |
770.0 |
772.4 |
+14.5 |
126 |
2,417 |
+108 |
| Sep05 |
041112 |
774.8 |
774.8 |
774.8 |
774.8 |
+14.5 |
28 |
600 |
+0 |
| Dec05 |
041112 |
780.0 |
780.0 |
778.0 |
778.0 |
+14.3 |
51 |
4,644 |
+29 |
| Mar06 |
041112 |
780.4 |
780.4 |
780.4 |
780.4 |
+14.3 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,386 |
122,472 |
+117 |
| Platinum(NYMEX) |
| Jan05 |
041112 |
872.0 |
878.5 |
866.5 |
874.2 |
+19.6 |
1,099 |
6,405 |
+342 |
| Apr05 |
041112 |
865.0 |
871.7 |
865.0 |
871.7 |
+19.6 |
9 |
500 |
+5 |
| Total Volume and Open Interest |
1,108 |
6,905 |
+347 |
| Palladium(NYMEX) |
| Dec04 |
041112 |
216.50 |
222.00 |
216.00 |
221.15 |
+5.00 |
914 |
8,302 |
-176 |
| Mar05 |
041112 |
220.00 |
225.00 |
216.00 |
223.35 |
+5.10 |
676 |
2,343 |
+346 |
| Jun05 |
041112 |
224.85 |
224.85 |
224.85 |
224.85 |
+5.10 |
1 |
10 |
+1 |
| Total Volume and Open Interest |
1,591 |
10,655 |
+171 |
| Copper(CMX) |
| Dec04 |
041112 |
138.70 |
139.60 |
137.90 |
139.45 |
+2.20 |
6,026 |
35,079 |
-672 |
| Mar05 |
041112 |
137.45 |
138.25 |
137.15 |
138.25 |
+1.95 |
3,926 |
24,248 |
+2,023 |
| May05 |
041112 |
133.00 |
133.60 |
132.80 |
133.40 |
+1.70 |
408 |
4,101 |
+72 |
| Jul05 |
041112 |
128.50 |
128.65 |
128.50 |
128.65 |
+1.55 |
268 |
2,150 |
+238 |
| Sep05 |
041112 |
123.95 |
123.95 |
123.95 |
123.95 |
+1.35 |
40 |
1,610 |
+26 |
| Total Volume and Open Interest |
11,640 |
77,953 |
+1,932 |
| Aluminum(CMX) |
| Nov04 |
041112 |
89.50 |
89.50 |
89.20 |
89.20 |
+1.55 |
5 |
583 |
-5 |
| Dec04 |
041112 |
87.70 |
88.80 |
87.70 |
88.80 |
+1.25 |
37 |
1,197 |
-23 |
| Jan05 |
041112 |
88.30 |
88.50 |
88.30 |
88.50 |
+1.15 |
0 |
760 |
+0 |
| Feb05 |
041112 |
88.30 |
88.30 |
88.30 |
88.30 |
+1.20 |
25 |
651 |
+25 |
| Mar05 |
041112 |
87.60 |
88.10 |
87.60 |
88.10 |
+1.25 |
0 |
637 |
+0 |
| Apr05 |
041112 |
87.75 |
87.75 |
87.75 |
87.75 |
+1.20 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
67 |
9,816 |
-3 |
| DJIA Index(CBOT) |
| Dec04 |
041112 |
10470 |
10544 |
10465 |
10532 |
+57 |
5,273 |
40,623 |
+41 |
| Mar05 |
041112 |
10480 |
10545 |
10480 |
10535 |
+59 |
9 |
75 |
+0 |
| Jun05 |
041112 |
10549 |
10549 |
10549 |
10549 |
+61 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
5,282 |
40,701 |
+41 |
| S & P 500(CME) |
| Dec04 |
041112 |
1174.60 |
1184.80 |
1171.80 |
1182.70 |
+9.00 |
28,048 |
638,471 |
+1,444 |
| Mar05 |
041112 |
1178.00 |
1186.00 |
1177.50 |
1184.60 |
+9.10 |
836 |
35,427 |
+649 |
| Jun05 |
041112 |
1187.70 |
1187.70 |
1187.70 |
1187.70 |
+9.10 |
47 |
2,654 |
+0 |
| Sep05 |
041112 |
1190.90 |
1190.90 |
1190.90 |
1190.90 |
+9.10 |
0 |
1,055 |
+0 |
| Total Volume and Open Interest |
28,884 |
677,754 |
+2,093 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041112 |
1173.25 |
1184.75 |
1171.75 |
1182.75 |
+9.00 |
548,869 |
913,018 |
+35,229 |
| Mar05 |
041112 |
1175.00 |
1186.75 |
1174.00 |
1184.50 |
+9.00 |
1,391 |
37,325 |
+383 |
| Total Volume and Open Interest |
550,260 |
950,343 |
+35,612 |
| NASDAQ 100(CME) |
| Dec04 |
041112 |
1544.50 |
1558.00 |
1537.50 |
1555.50 |
+14.50 |
8,865 |
83,167 |
+1,744 |
| Mar05 |
041112 |
1563.50 |
1563.50 |
1563.50 |
1563.50 |
+15.00 |
3 |
54 |
+0 |
| Jun05 |
041112 |
1570.50 |
1570.50 |
1570.50 |
1570.50 |
+15.00 |
|
|
|
| Total Volume and Open Interest |
8,865 |
83,221 |
+1,744 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041112 |
1541.00 |
1558.00 |
1537.50 |
1555.50 |
+14.50 |
240,431 |
368,222 |
+23,278 |
| Mar05 |
041112 |
1548.50 |
1566.00 |
1546.50 |
1563.50 |
+15.00 |
228 |
2,276 |
-19 |
| Total Volume and Open Interest |
240,659 |
370,498 |
+23,259 |
| S & P Midcap 400(CME) |
| Dec04 |
041112 |
627.50 |
635.00 |
625.00 |
634.20 |
+7.20 |
1,096 |
14,022 |
+108 |
| Mar05 |
041112 |
635.50 |
635.50 |
634.70 |
634.70 |
+7.20 |
0 |
1 |
+0 |
| Jun05 |
041112 |
635.50 |
635.50 |
634.70 |
634.70 |
+7.20 |
|
|
|
| Total Volume and Open Interest |
1,096 |
14,023 |
+108 |
| Russell 2000(CME) |
| Dec04 |
041112 |
615.50 |
622.00 |
614.00 |
621.75 |
+6.65 |
1,818 |
27,554 |
-76 |
| Mar05 |
041112 |
622.50 |
622.50 |
622.50 |
622.50 |
+6.90 |
0 |
8 |
+4 |
| Jun05 |
041112 |
622.00 |
622.00 |
622.00 |
622.00 |
+6.65 |
|
|
|
| Total Volume and Open Interest |
1,818 |
27,562 |
-72 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041112 |
615.60 |
622.50 |
613.70 |
621.80 |
+6.70 |
47,174 |
120,554 |
+8,075 |
| Mar05 |
041112 |
615.60 |
623.00 |
615.60 |
622.50 |
+6.90 |
34 |
298 |
+30 |
| Total Volume and Open Interest |
47,208 |
120,852 |
+8,105 |
| Nikkei 225(CME) |
| Dec04 |
041112 |
10880 |
11040 |
10850 |
11035 |
+200 |
13,458 |
170,859 |
+2,813 |
| Mar05 |
041112 |
10950 |
11030 |
10950 |
11030 |
+195 |
2 |
14 |
+1 |
| Total Volume and Open Interest |
13,460 |
170,876 |
+2,814 |
| Nikkei 225(SGX) |
| Dec04 |
041112 |
10880 |
11040 |
10850 |
11035 |
+200 |
13,458 |
170,859 |
+2,813 |
| Mar05 |
041112 |
10950 |
11030 |
10950 |
11030 |
+195 |
2 |
14 |
+1 |
| Jun05 |
041112 |
10975 |
10975 |
10975 |
10975 |
+185 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
13,460 |
170,876 |
+2,814 |
| CAC 40(EURONEXT) |
| Nov04 |
041112 |
3844.5 |
3853.0 |
3827.0 |
3836.5 |
-0.5 |
55,061 |
400,052 |
+15,303 |
| Dec04 |
041112 |
3850.0 |
3850.0 |
3825.5 |
3834.5 |
-0.5 |
1,277 |
141,101 |
+771 |
| Jan05 |
041112 |
3840.5 |
3840.5 |
3840.5 |
3840.5 |
-0.5 |
|
|
|
| Total Volume and Open Interest |
56,341 |
550,190 |
+16,077 |
| Hang Seng Index(HKFE) |
| Nov04 |
041112 |
13714 |
13788 |
13711 |
13770 |
+174 |
17,191 |
115,532 |
+264 |
| Dec04 |
041112 |
13680 |
13770 |
13680 |
13747 |
+173 |
152 |
1,318 |
+26 |
| Total Volume and Open Interest |
17,353 |
119,268 |
+297 |
| DAX(EUREX) |
| Dec04 |
041112 |
4161.5 |
4172.0 |
4140.0 |
4156.5 |
+1.5 |
103,091 |
184,439 |
+5,933 |
| Mar05 |
041112 |
4180.5 |
4194.0 |
4166.5 |
4179.5 |
+1.5 |
137 |
10,703 |
+3 |
| Jun05 |
041112 |
4215.0 |
4218.5 |
4191.0 |
4203.5 |
+2.5 |
33 |
1,696 |
+88 |
| Total Volume and Open Interest |
103,261 |
196,838 |
+6,024 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041112 |
4801.00 |
4812.00 |
4787.00 |
4803.00 |
+16.50 |
45,225 |
455,903 |
+3,727 |
| Mar05 |
041112 |
4803.00 |
4807.00 |
4795.00 |
4805.50 |
+16.50 |
20 |
18,332 |
+8 |
| Jun05 |
041112 |
4824.50 |
4824.50 |
4824.50 |
4824.50 |
+16.00 |
5 |
17,710 |
+5 |
| Total Volume and Open Interest |
45,250 |
492,945 |
+3,740 |
| SPI 200(SFE) |
| Dec04 |
041112 |
3870.0 |
3877.0 |
3857.0 |
3877.0 |
+16.0 |
10,072 |
165,778 |
+80 |
| Mar05 |
041112 |
3882.0 |
3888.0 |
3870.0 |
3888.0 |
+16.0 |
128 |
3,579 |
+42 |
| Jun05 |
041112 |
3891.0 |
3902.0 |
3890.0 |
3902.0 |
+17.0 |
81 |
3,172 |
+13 |
| Total Volume and Open Interest |
10,283 |
176,511 |
+135 |
| GSCI(CME) |
| Nov04 |
041112 |
330.30 |
332.00 |
330.00 |
330.00 |
-0.20 |
3,390 |
1,656 |
-2,393 |
| Dec04 |
041112 |
336.20 |
338.50 |
334.70 |
334.70 |
-1.30 |
3,396 |
16,509 |
+3,098 |
| Jan05 |
041112 |
336.00 |
336.00 |
336.00 |
336.00 |
-0.50 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
6,787 |
18,168 |
+706 |
| RJ/CRB Index(ICE) |
| Jan05 |
041112 |
283.90 |
284.00 |
280.75 |
280.75 |
-2.50 |
33 |
308 |
-1 |
| Feb05 |
041112 |
279.75 |
279.75 |
279.75 |
279.75 |
-2.50 |
26 |
116 |
+26 |
| Apr05 |
041112 |
278.00 |
278.00 |
278.00 |
278.00 |
-2.50 |
3 |
110 |
-1 |
| Total Volume and Open Interest |
108 |
608 |
+36 |
|
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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