|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 15, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041115 |
534.00 |
540.00 |
533.50 |
535.75 |
+10.75 |
50,184 |
116,360 |
+2,034 |
| Mar05 |
041115 |
537.00 |
544.00 |
537.00 |
541.50 |
+12.00 |
12,904 |
47,082 |
+3,041 |
| May05 |
041115 |
544.00 |
549.50 |
544.00 |
546.25 |
+11.00 |
4,127 |
27,832 |
+271 |
| Jul05 |
041115 |
550.00 |
556.50 |
550.00 |
552.00 |
+10.25 |
4,316 |
24,550 |
+509 |
| Aug05 |
041115 |
555.00 |
555.00 |
555.00 |
555.00 |
+10.00 |
429 |
1,391 |
+263 |
| Sep05 |
041115 |
556.00 |
561.00 |
556.00 |
560.00 |
+13.00 |
2 |
336 |
+0 |
| Nov05 |
041115 |
565.00 |
571.00 |
565.00 |
568.00 |
+12.50 |
1,514 |
7,560 |
+35 |
| Total Volume and Open Interest |
74,480 |
225,405 |
+5,799 |
| Soybean Meal(CBOT) |
| Dec04 |
041115 |
151.20 |
154.00 |
151.00 |
153.70 |
+4.00 |
10,158 |
44,289 |
+222 |
| Jan05 |
041115 |
153.20 |
154.80 |
152.50 |
154.70 |
+3.90 |
6,577 |
24,186 |
+216 |
| Mar05 |
041115 |
155.00 |
157.20 |
155.00 |
157.10 |
+3.40 |
2,980 |
27,535 |
+289 |
| May05 |
041115 |
158.00 |
160.00 |
157.70 |
160.00 |
+4.00 |
1,328 |
16,610 |
+48 |
| Jul05 |
041115 |
161.50 |
163.50 |
161.00 |
163.30 |
+4.10 |
2,118 |
22,988 |
+597 |
| Aug05 |
041115 |
163.50 |
164.80 |
163.00 |
164.80 |
+4.30 |
808 |
8,248 |
+205 |
| Sep05 |
041115 |
162.50 |
166.00 |
162.50 |
165.70 |
+4.30 |
189 |
5,514 |
+90 |
| Oct05 |
041115 |
166.20 |
167.00 |
166.00 |
166.20 |
+3.40 |
84 |
3,081 |
+13 |
| Total Volume and Open Interest |
24,775 |
158,060 |
+1,728 |
| Soybean Oil(CBOT) |
| Dec04 |
041115 |
21.35 |
21.61 |
21.28 |
21.51 |
+0.57 |
12,811 |
45,781 |
-3,241 |
| Jan05 |
041115 |
21.40 |
21.69 |
21.36 |
21.61 |
+0.57 |
6,689 |
33,510 |
+321 |
| Mar05 |
041115 |
21.55 |
21.73 |
21.40 |
21.71 |
+0.63 |
4,047 |
28,743 |
+1,095 |
| May05 |
041115 |
21.60 |
21.75 |
21.50 |
21.72 |
+0.54 |
1,563 |
18,855 |
+600 |
| Jul05 |
041115 |
21.55 |
21.75 |
21.50 |
21.75 |
+0.50 |
1,331 |
16,988 |
+350 |
| Aug05 |
041115 |
21.60 |
21.70 |
21.55 |
21.70 |
+0.49 |
609 |
6,216 |
+145 |
| Sep05 |
041115 |
21.60 |
21.70 |
21.55 |
21.67 |
+0.52 |
61 |
3,424 |
+33 |
| Oct05 |
041115 |
21.50 |
21.60 |
21.50 |
21.57 |
+0.50 |
7 |
2,334 |
+5 |
| Total Volume and Open Interest |
27,262 |
162,709 |
-656 |
| Canola(WCE) |
| Nov04 |
041112 |
288.5 |
288.5 |
288.5 |
288.5 |
unch |
45 |
42 |
+0 |
| Jan05 |
041115 |
297.0 |
300.1 |
297.0 |
298.7 |
+4.2 |
5,793 |
44,654 |
+2,751 |
| Mar05 |
041115 |
302.8 |
304.7 |
302.7 |
303.4 |
+4.8 |
182 |
8,627 |
+315 |
| May05 |
041115 |
308.0 |
309.0 |
307.8 |
307.8 |
+4.8 |
0 |
589 |
+0 |
| Jul05 |
041115 |
313.3 |
313.3 |
313.3 |
313.3 |
+5.3 |
0 |
506 |
+0 |
| Total Volume and Open Interest |
6,437 |
66,167 |
+3,808 |
| Corn(CBOT) |
| Dec04 |
041115 |
202.50 |
205.00 |
202.00 |
202.50 |
+2.50 |
70,910 |
253,406 |
-10,262 |
| Mar05 |
041115 |
213.50 |
216.25 |
213.50 |
214.00 |
+2.75 |
33,892 |
230,804 |
+6,003 |
| May05 |
041115 |
220.50 |
223.75 |
220.25 |
221.25 |
+2.50 |
6,470 |
56,659 |
+2,473 |
| Jul05 |
041115 |
227.00 |
229.50 |
227.00 |
227.75 |
+2.75 |
6,554 |
62,392 |
+1,419 |
| Sep05 |
041115 |
234.00 |
236.25 |
234.00 |
234.50 |
+2.50 |
656 |
16,250 |
+255 |
| Dec05 |
041115 |
241.25 |
243.00 |
241.00 |
241.50 |
+2.00 |
4,836 |
34,821 |
+1,245 |
| Total Volume and Open Interest |
123,574 |
656,918 |
+1,254 |
| Wheat(CBOT) |
| Dec04 |
041115 |
301.00 |
308.75 |
300.50 |
306.25 |
+3.50 |
27,393 |
70,159 |
-3,942 |
| Mar05 |
041115 |
311.00 |
319.00 |
311.00 |
317.00 |
+4.00 |
17,200 |
82,077 |
+5,576 |
| May05 |
041115 |
319.75 |
325.50 |
319.75 |
323.50 |
+4.00 |
2,082 |
10,397 |
+630 |
| Jul05 |
041115 |
327.00 |
332.00 |
327.00 |
330.25 |
+4.25 |
910 |
9,581 |
+74 |
| Sep05 |
041115 |
333.00 |
338.00 |
333.00 |
336.50 |
+4.50 |
4 |
232 |
+4 |
| Total Volume and Open Interest |
47,613 |
173,846 |
+2,343 |
| Wheat(KCBT) |
| Dec04 |
041115 |
350.00 |
354.00 |
350.00 |
350.25 |
+1.50 |
6,985 |
37,106 |
-1,792 |
| Mar05 |
041115 |
348.00 |
352.00 |
348.00 |
348.75 |
+1.75 |
4,565 |
33,269 |
+1,476 |
| May05 |
041115 |
348.00 |
352.00 |
348.00 |
348.00 |
+0.75 |
278 |
5,067 |
+74 |
| Jul05 |
041115 |
341.50 |
343.00 |
340.00 |
340.00 |
-0.25 |
828 |
8,992 |
+444 |
| Sep05 |
041115 |
346.50 |
346.50 |
343.00 |
343.00 |
unch |
50 |
1,368 |
+50 |
| Total Volume and Open Interest |
12,708 |
85,943 |
+253 |
| Wheat(MGE) |
| Dec04 |
041115 |
367.00 |
370.50 |
367.00 |
368.75 |
+2.25 |
1,229 |
12,682 |
-565 |
| Mar05 |
041115 |
371.50 |
374.00 |
371.00 |
372.00 |
+1.00 |
603 |
13,166 |
+1 |
| May05 |
041115 |
376.00 |
376.50 |
374.50 |
374.50 |
+1.50 |
49 |
4,794 |
-96 |
| Jul05 |
041115 |
373.50 |
373.50 |
372.50 |
372.50 |
+1.00 |
7 |
2,289 |
-2 |
| Sep05 |
041115 |
364.50 |
365.00 |
364.50 |
365.00 |
+2.50 |
7 |
1,024 |
+5 |
| Total Volume and Open Interest |
1,895 |
34,153 |
-657 |
| Oats(CBOT) |
| Dec04 |
041115 |
148.50 |
149.75 |
148.50 |
149.00 |
+2.25 |
1,302 |
5,126 |
+300 |
| Mar05 |
041115 |
156.00 |
156.00 |
155.00 |
155.75 |
+3.00 |
245 |
3,064 |
+290 |
| May05 |
041115 |
158.50 |
158.75 |
158.50 |
158.75 |
+2.75 |
14 |
139 |
+11 |
| Jul05 |
041115 |
162.00 |
162.00 |
162.00 |
162.00 |
+3.00 |
3 |
34 |
+1 |
| Total Volume and Open Interest |
1,564 |
8,366 |
+602 |
| Rough Rice(CBOT) |
| Nov04 |
041115 |
7.15 |
7.23 |
7.15 |
7.23 |
unch |
137 |
517 |
-111 |
| Jan05 |
041115 |
7.24 |
7.24 |
7.10 |
7.14 |
-0.09 |
517 |
3,294 |
-5 |
| Mar05 |
041115 |
7.35 |
7.36 |
7.34 |
7.34 |
-0.09 |
26 |
917 |
+1 |
| May05 |
041115 |
7.54 |
7.54 |
7.54 |
7.54 |
-0.09 |
33 |
256 |
+28 |
| Total Volume and Open Interest |
713 |
5,038 |
-87 |
| Live Cattle(CME) |
| Dec04 |
041115 |
85.750 |
86.600 |
85.750 |
86.475 |
+0.850 |
9,326 |
35,517 |
-791 |
| Feb05 |
041115 |
87.950 |
88.475 |
87.850 |
88.350 |
+0.675 |
6,976 |
49,756 |
+1,412 |
| Apr05 |
041115 |
84.500 |
85.000 |
84.500 |
84.850 |
+0.650 |
1,924 |
12,961 |
+431 |
| Jun05 |
041115 |
80.450 |
81.250 |
80.400 |
81.050 |
+0.750 |
692 |
8,612 |
-35 |
| Aug05 |
041115 |
79.800 |
80.400 |
79.800 |
80.325 |
+0.525 |
718 |
4,932 |
+304 |
| Oct05 |
041115 |
80.900 |
81.250 |
80.900 |
81.250 |
+0.500 |
337 |
1,796 |
+255 |
| Total Volume and Open Interest |
20,049 |
114,363 |
+1,641 |
| Feeder Cattle(CME) |
| Nov04 |
041115 |
108.300 |
108.400 |
108.100 |
108.200 |
+0.275 |
445 |
2,175 |
-66 |
| Jan05 |
041115 |
102.200 |
103.000 |
102.150 |
102.850 |
+0.850 |
1,109 |
8,372 |
+197 |
| Mar05 |
041115 |
97.550 |
98.250 |
97.300 |
98.175 |
+0.825 |
471 |
2,255 |
+104 |
| Apr05 |
041115 |
96.850 |
97.050 |
96.450 |
96.850 |
+0.425 |
175 |
1,104 |
+51 |
| May05 |
041115 |
96.825 |
96.900 |
96.500 |
96.650 |
+0.350 |
263 |
1,079 |
+144 |
| Aug05 |
041115 |
99.650 |
100.000 |
99.650 |
99.800 |
+0.150 |
56 |
206 |
+38 |
| Sep05 |
041115 |
98.700 |
98.700 |
98.700 |
98.700 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,519 |
15,193 |
+468 |
| Lean Hogs(CME) |
| Dec04 |
041115 |
75.450 |
75.450 |
74.350 |
74.775 |
-0.700 |
7,706 |
31,542 |
-1,745 |
| Feb05 |
041115 |
73.850 |
74.150 |
73.125 |
74.075 |
+0.325 |
7,362 |
38,586 |
+1,839 |
| Apr05 |
041115 |
70.800 |
71.225 |
70.250 |
71.150 |
+0.575 |
947 |
11,250 |
+61 |
| May05 |
041115 |
69.450 |
69.750 |
69.300 |
69.550 |
+0.050 |
122 |
1,885 |
-3 |
| Jun05 |
041115 |
73.150 |
73.850 |
73.100 |
73.775 |
+0.450 |
391 |
5,888 |
+129 |
| Jul05 |
041115 |
69.400 |
69.900 |
69.300 |
69.900 |
+0.350 |
72 |
1,443 |
+3 |
| Aug05 |
041115 |
64.400 |
65.000 |
64.400 |
65.000 |
+0.300 |
28 |
855 |
+11 |
| Oct05 |
041115 |
54.900 |
56.000 |
54.800 |
56.000 |
+0.475 |
18 |
273 |
+11 |
| Total Volume and Open Interest |
16,675 |
91,790 |
+331 |
| Pork Bellies(CME) |
| Feb05 |
041115 |
101.400 |
102.200 |
100.800 |
100.900 |
-0.500 |
470 |
1,459 |
+45 |
| Mar05 |
041115 |
101.750 |
101.750 |
101.750 |
101.750 |
-0.050 |
0 |
26 |
+0 |
| May05 |
041115 |
101.500 |
101.500 |
101.500 |
101.500 |
-0.250 |
0 |
23 |
+0 |
| Jul05 |
041115 |
102.500 |
103.500 |
102.500 |
103.500 |
unch |
0 |
10 |
+0 |
| Aug05 |
041115 |
101.500 |
101.500 |
101.500 |
101.500 |
+0.250 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
470 |
1,519 |
+45 |
| Class III Milk(CME) |
| Nov04 |
041115 |
14.75 |
14.85 |
14.74 |
14.84 |
+0.09 |
520 |
3,883 |
-175 |
| Dec04 |
041115 |
14.75 |
15.24 |
14.70 |
15.05 |
+0.30 |
620 |
3,817 |
+136 |
| Jan05 |
041115 |
13.55 |
14.00 |
13.52 |
13.95 |
+0.38 |
378 |
2,355 |
-44 |
| Feb05 |
041115 |
12.71 |
12.85 |
12.71 |
12.85 |
+0.14 |
131 |
2,100 |
+42 |
| Mar05 |
041115 |
12.61 |
12.70 |
12.61 |
12.70 |
+0.09 |
54 |
2,328 |
+2 |
| Total Volume and Open Interest |
1,834 |
22,058 |
+36 |
| Cocoa(ICE) |
| Dec04 |
041115 |
1714 |
1755 |
1706 |
1751 |
+57 |
7,339 |
958 |
-4,577 |
| Mar05 |
041115 |
1720 |
1756 |
1720 |
1753 |
+48 |
10,179 |
51,659 |
+4,406 |
| May05 |
041115 |
1745 |
1756 |
1740 |
1755 |
+45 |
841 |
11,503 |
-159 |
| Jul05 |
041115 |
1733 |
1758 |
1733 |
1758 |
+42 |
447 |
11,304 |
+11 |
| Sep05 |
041115 |
1745 |
1758 |
1745 |
1757 |
+37 |
147 |
9,397 |
+5 |
| Dec05 |
041115 |
1750 |
1758 |
1750 |
1757 |
+32 |
137 |
8,406 |
+34 |
| Mar06 |
041115 |
1750 |
1761 |
1750 |
1761 |
+31 |
30 |
10,343 |
+20 |
| Total Volume and Open Interest |
19,130 |
115,701 |
-255 |
| Coffee "C"(ICE) |
| Dec04 |
041115 |
80.25 |
95.00 |
80.25 |
91.65 |
+11.15 |
11,400 |
22,518 |
-4,984 |
| Mar05 |
041115 |
84.25 |
96.00 |
84.00 |
94.55 |
+10.75 |
10,755 |
44,708 |
+5,266 |
| May05 |
041115 |
85.80 |
95.95 |
85.60 |
95.95 |
+10.55 |
1,088 |
6,240 |
+524 |
| Jul05 |
041115 |
87.50 |
97.35 |
87.25 |
97.35 |
+10.40 |
246 |
2,500 |
+92 |
| Sep05 |
041115 |
88.90 |
98.80 |
88.80 |
98.80 |
+10.30 |
22 |
1,475 |
+5 |
| Dec05 |
041115 |
91.20 |
101.30 |
91.20 |
101.30 |
+10.30 |
10 |
787 |
+0 |
| Total Volume and Open Interest |
23,536 |
78,451 |
+915 |
| Orange Juice(ICE) |
| Jan05 |
041115 |
69.30 |
72.50 |
69.30 |
72.20 |
+2.90 |
5,402 |
15,828 |
-605 |
| Mar05 |
041115 |
71.35 |
74.50 |
71.35 |
74.35 |
+2.95 |
809 |
10,958 |
+207 |
| May05 |
041115 |
74.10 |
76.95 |
74.10 |
76.95 |
+2.90 |
327 |
4,508 |
+182 |
| Jul05 |
041115 |
78.20 |
78.20 |
78.20 |
78.20 |
+2.25 |
61 |
523 |
+18 |
| Sep05 |
041115 |
79.45 |
79.45 |
79.45 |
79.45 |
+1.75 |
0 |
86 |
+0 |
| Nov05 |
041115 |
79.45 |
80.80 |
79.45 |
80.70 |
+1.25 |
50 |
536 |
+0 |
| Total Volume and Open Interest |
6,599 |
32,486 |
-198 |
| Sugar #11(ICE) |
| Mar05 |
041115 |
8.53 |
8.71 |
8.51 |
8.69 |
+0.17 |
11,710 |
197,660 |
-5,954 |
| May05 |
041115 |
8.67 |
8.81 |
8.65 |
8.79 |
+0.13 |
1,981 |
39,623 |
-386 |
| Jul05 |
041115 |
8.53 |
8.68 |
8.52 |
8.65 |
+0.12 |
929 |
21,717 |
-254 |
| Oct05 |
041115 |
8.54 |
8.66 |
8.51 |
8.66 |
+0.12 |
647 |
21,767 |
-74 |
| Mar06 |
041115 |
8.44 |
8.55 |
8.43 |
8.54 |
+0.11 |
182 |
8,373 |
-162 |
| Total Volume and Open Interest |
15,499 |
293,442 |
-6,800 |
| Sugar #14(ICE) |
| Jan05 |
041115 |
20.21 |
20.31 |
20.21 |
20.30 |
+0.08 |
34 |
1,321 |
-1 |
| Mar05 |
041115 |
20.32 |
20.36 |
20.30 |
20.36 |
+0.05 |
19 |
3,554 |
-4 |
| May05 |
041115 |
20.48 |
20.48 |
20.48 |
20.48 |
+0.03 |
2 |
2,009 |
+0 |
| Jul05 |
041115 |
20.64 |
20.66 |
20.64 |
20.66 |
+0.01 |
5 |
1,536 |
-8 |
| Sep05 |
041115 |
20.76 |
20.80 |
20.75 |
20.80 |
unch |
3 |
2,366 |
+0 |
| Total Volume and Open Interest |
66 |
11,400 |
-9 |
| London Cocoa(LCE) |
| Dec04 |
041115 |
935 |
960 |
929 |
957 |
+22 |
2,933 |
41,990 |
-584 |
| Mar05 |
041115 |
955 |
977 |
946 |
974 |
+21 |
5,743 |
56,875 |
+460 |
| May05 |
041115 |
964 |
990 |
958 |
987 |
+23 |
703 |
18,760 |
+116 |
| Jul05 |
041115 |
979 |
1006 |
979 |
1003 |
+23 |
250 |
15,656 |
-42 |
| Sep05 |
041115 |
1001 |
1025 |
992 |
1023 |
+22 |
1,097 |
35,716 |
+678 |
| Dec05 |
041115 |
980 |
1001 |
977 |
1001 |
+21 |
284 |
29,342 |
+119 |
| Mar06 |
041115 |
1005 |
1012 |
1005 |
1010 |
+23 |
46 |
3,915 |
+9 |
| Total Volume and Open Interest |
11,066 |
202,699 |
+746 |
| London Coffee(LCE) |
| Nov04 |
041115 |
633.00 |
652.00 |
633.00 |
652.00 |
+43.00 |
14,737 |
4,268 |
-15,086 |
| Jan05 |
041115 |
623.00 |
680.00 |
622.00 |
670.00 |
+43.00 |
3,661 |
75,085 |
-1,562 |
| Mar05 |
041115 |
643.00 |
695.00 |
642.00 |
689.00 |
+41.00 |
23,131 |
52,819 |
+14,589 |
| May05 |
041115 |
670.00 |
708.00 |
670.00 |
708.00 |
+40.00 |
1,395 |
34,400 |
+1,099 |
| Jul05 |
041115 |
727.00 |
727.00 |
727.00 |
727.00 |
+40.00 |
419 |
9,221 |
+379 |
| Sep05 |
041115 |
738.00 |
743.00 |
738.00 |
743.00 |
+41.00 |
200 |
5,341 |
+174 |
| Total Volume and Open Interest |
43,543 |
183,159 |
-407 |
| London Sugar(LCE) |
| Mar05 |
041115 |
245.60 |
249.00 |
245.00 |
248.50 |
+1.50 |
1,945 |
27,992 |
+420 |
| May05 |
041115 |
255.50 |
257.00 |
254.00 |
257.00 |
+1.00 |
439 |
10,576 |
+2 |
| Aug05 |
041115 |
255.60 |
258.90 |
255.60 |
258.00 |
+0.70 |
108 |
4,699 |
-45 |
| Oct05 |
041115 |
256.50 |
258.90 |
256.50 |
258.90 |
+0.70 |
15 |
2,988 |
+0 |
| Dec05 |
041115 |
258.30 |
258.30 |
258.30 |
258.30 |
+0.70 |
4 |
1,685 |
+0 |
| Total Volume and Open Interest |
5,076 |
51,755 |
-252 |
| Cotton(ICE) |
| Dec04 |
041115 |
44.40 |
45.50 |
44.40 |
44.91 |
+0.57 |
9,973 |
24,113 |
-5,276 |
| Mar05 |
041115 |
42.90 |
43.70 |
42.00 |
42.05 |
-0.80 |
10,327 |
44,865 |
+2,409 |
| May05 |
041115 |
43.49 |
43.95 |
42.40 |
42.48 |
-0.83 |
1,455 |
7,098 |
+450 |
| Jul05 |
041115 |
44.36 |
44.85 |
43.50 |
43.56 |
-0.80 |
1,305 |
8,676 |
+449 |
| Oct05 |
041115 |
46.00 |
46.00 |
46.00 |
46.00 |
-0.90 |
6 |
64 |
+0 |
| Dec05 |
041115 |
47.70 |
48.20 |
47.40 |
47.49 |
-0.26 |
432 |
4,825 |
+339 |
| Total Volume and Open Interest |
23,547 |
90,880 |
-1,574 |
| Lumber(CME) |
| Nov04 |
041115 |
300.2 |
321.8 |
299.1 |
319.7 |
+19.2 |
244 |
220 |
-107 |
| Jan05 |
041115 |
318.5 |
329.5 |
318.5 |
329.5 |
+10.0 |
670 |
2,876 |
+126 |
| Mar05 |
041115 |
328.1 |
339.4 |
327.9 |
339.4 |
+10.0 |
111 |
391 |
+29 |
| May05 |
041115 |
342.7 |
342.8 |
341.0 |
342.1 |
+9.3 |
18 |
94 |
+5 |
| Total Volume and Open Interest |
1,043 |
3,612 |
+53 |
| Crude Oil(NYM) |
| Dec04 |
041115 |
46.35 |
46.95 |
45.25 |
46.87 |
-0.45 |
74,996 |
108,429 |
-7,152 |
| Jan05 |
041115 |
46.60 |
47.10 |
45.45 |
46.95 |
-0.46 |
62,001 |
184,801 |
+10,915 |
| Feb05 |
041115 |
46.52 |
47.02 |
45.55 |
47.02 |
-0.41 |
19,222 |
53,827 |
+1,963 |
| Mar05 |
041115 |
46.50 |
46.92 |
45.50 |
46.92 |
-0.31 |
10,989 |
34,477 |
+1,648 |
| Apr05 |
041115 |
46.05 |
46.61 |
44.70 |
46.61 |
-0.26 |
4,161 |
28,335 |
+1,081 |
| May05 |
041115 |
45.15 |
46.24 |
45.15 |
46.24 |
-0.21 |
2,309 |
17,326 |
+966 |
| Jun05 |
041115 |
45.25 |
45.86 |
44.60 |
45.86 |
-0.17 |
1,771 |
33,467 |
+59 |
| Jul05 |
041115 |
44.45 |
45.48 |
44.40 |
45.48 |
-0.14 |
28 |
13,313 |
-24 |
| Aug05 |
041115 |
44.40 |
45.10 |
44.40 |
45.10 |
-0.13 |
171 |
10,667 |
-9 |
| Sep05 |
041115 |
44.05 |
44.72 |
44.00 |
44.72 |
-0.12 |
371 |
11,995 |
+173 |
| Oct05 |
041115 |
43.70 |
44.35 |
43.60 |
44.35 |
-0.12 |
174 |
5,997 |
-12 |
| Nov05 |
041115 |
43.25 |
44.01 |
43.25 |
44.01 |
-0.12 |
2,781 |
12,800 |
+2,781 |
| Dec05 |
041115 |
43.20 |
43.90 |
42.70 |
43.70 |
-0.12 |
5,810 |
54,879 |
+3,991 |
| Jan06 |
041115 |
43.40 |
43.40 |
43.40 |
43.40 |
-0.11 |
200 |
8,143 |
+61 |
| Feb06 |
041115 |
43.13 |
43.13 |
43.13 |
43.13 |
-0.10 |
10 |
3,414 |
+0 |
| Mar06 |
041115 |
42.20 |
42.89 |
42.15 |
42.89 |
-0.09 |
160 |
8,206 |
+0 |
| Total Volume and Open Interest |
186,312 |
731,123 |
+17,256 |
| Heating Oil(NYM) |
| Dec04 |
041115 |
134.50 |
134.95 |
130.50 |
134.31 |
-2.05 |
20,294 |
43,082 |
-837 |
| Jan05 |
041115 |
135.50 |
136.10 |
131.75 |
135.33 |
-2.15 |
9,540 |
54,497 |
+1,740 |
| Feb05 |
041115 |
134.00 |
134.75 |
131.00 |
134.23 |
-2.05 |
2,051 |
23,062 |
+18 |
| Mar05 |
041115 |
131.00 |
131.20 |
127.85 |
130.83 |
-1.90 |
1,243 |
16,194 |
-152 |
| Apr05 |
041115 |
125.00 |
125.38 |
122.75 |
125.38 |
-1.70 |
409 |
6,480 |
+68 |
| May05 |
041115 |
121.00 |
121.38 |
119.00 |
121.38 |
-1.55 |
172 |
5,506 |
+119 |
| Jun05 |
041115 |
117.63 |
119.18 |
117.50 |
119.18 |
-1.45 |
734 |
7,460 |
+254 |
| Jul05 |
041115 |
116.63 |
118.33 |
116.50 |
118.33 |
-1.30 |
6 |
4,740 |
+3 |
| Aug05 |
041115 |
117.60 |
118.43 |
116.50 |
118.43 |
-1.25 |
28 |
1,944 |
+0 |
| Sep05 |
041115 |
118.00 |
119.08 |
116.70 |
119.08 |
-1.20 |
14 |
3,346 |
-7 |
| Oct05 |
041115 |
120.00 |
120.70 |
119.78 |
119.78 |
-1.20 |
35 |
351 |
+27 |
| Nov05 |
041115 |
120.00 |
120.48 |
118.50 |
120.48 |
-1.20 |
5 |
448 |
+4 |
| Total Volume and Open Interest |
35,066 |
176,795 |
+1,669 |
| Gasoline(NYMEX) |
| Dec04 |
041115 |
123.70 |
124.90 |
120.70 |
123.79 |
-1.90 |
20,372 |
36,545 |
-2,372 |
| Jan05 |
041115 |
124.00 |
125.80 |
121.70 |
124.89 |
-1.73 |
9,786 |
42,585 |
+2,018 |
| Feb05 |
041115 |
125.00 |
126.50 |
123.00 |
125.74 |
-1.68 |
2,127 |
10,982 |
+727 |
| Mar05 |
041115 |
125.10 |
127.00 |
124.40 |
126.59 |
-1.68 |
860 |
6,329 |
+373 |
| Apr05 |
041115 |
133.50 |
133.80 |
131.80 |
133.69 |
-1.58 |
1,025 |
13,040 |
+48 |
| May05 |
041115 |
132.20 |
133.74 |
132.20 |
133.74 |
-1.48 |
244 |
10,798 |
+24 |
| Jun05 |
041115 |
131.20 |
132.79 |
130.00 |
132.79 |
-1.43 |
312 |
5,870 |
+297 |
| Jul05 |
041115 |
130.99 |
130.99 |
130.99 |
130.99 |
-1.33 |
27 |
3,068 |
+15 |
| Aug05 |
041115 |
126.75 |
128.54 |
126.75 |
128.54 |
-1.23 |
4 |
1,799 |
+4 |
| Sep05 |
041115 |
125.39 |
125.39 |
125.39 |
125.39 |
-1.13 |
46 |
4,056 |
+44 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041115 |
7.080 |
7.460 |
6.980 |
7.436 |
+0.260 |
17,925 |
38,569 |
-2,575 |
| Jan05 |
041115 |
7.700 |
8.080 |
7.580 |
8.047 |
+0.181 |
8,095 |
58,311 |
+901 |
| Feb05 |
041115 |
7.700 |
8.100 |
7.640 |
8.092 |
+0.176 |
2,771 |
27,903 |
+254 |
| Mar05 |
041115 |
7.550 |
7.827 |
7.450 |
7.827 |
+0.151 |
2,522 |
28,370 |
+111 |
| Apr05 |
041115 |
6.670 |
6.872 |
6.670 |
6.872 |
+0.066 |
2,699 |
19,704 |
-107 |
| May05 |
041115 |
6.570 |
6.742 |
6.560 |
6.742 |
+0.051 |
1,353 |
17,698 |
-481 |
| Jun05 |
041115 |
6.590 |
6.767 |
6.560 |
6.767 |
+0.061 |
631 |
12,153 |
+130 |
| Jul05 |
041115 |
6.630 |
6.792 |
6.630 |
6.792 |
+0.061 |
631 |
14,877 |
-281 |
| Aug05 |
041115 |
6.680 |
6.812 |
6.630 |
6.812 |
+0.061 |
854 |
12,034 |
-111 |
| Sep05 |
041115 |
6.650 |
6.782 |
6.630 |
6.782 |
+0.056 |
365 |
10,933 |
+35 |
| Oct05 |
041115 |
6.650 |
6.802 |
6.640 |
6.802 |
+0.051 |
1,278 |
17,284 |
+376 |
| Nov05 |
041115 |
6.940 |
7.067 |
6.900 |
7.067 |
+0.051 |
230 |
9,539 |
+114 |
| Dec05 |
041115 |
7.190 |
7.342 |
7.180 |
7.342 |
+0.046 |
1,174 |
9,810 |
-32 |
| Jan06 |
041115 |
7.370 |
7.542 |
7.370 |
7.542 |
+0.051 |
946 |
11,071 |
+367 |
| Feb06 |
041115 |
7.370 |
7.537 |
7.370 |
7.537 |
+0.051 |
466 |
8,329 |
-35 |
| Mar06 |
041115 |
7.200 |
7.332 |
7.200 |
7.332 |
+0.051 |
1,021 |
9,657 |
+6 |
| Total Volume and Open Interest |
46,063 |
379,175 |
-1,007 |
| Brent Crude Oil(ICE) |
| Dec04 |
041115 |
41.00 |
41.15 |
40.05 |
40.34 |
-1.97 |
26,025 |
27,647 |
+6,250 |
| Jan05 |
041115 |
42.94 |
43.20 |
41.70 |
43.04 |
-0.67 |
47,332 |
86,393 |
+8,605 |
| Feb05 |
041115 |
43.51 |
43.78 |
42.40 |
43.63 |
-0.56 |
19,843 |
60,390 |
-720 |
| Mar05 |
041115 |
43.64 |
43.85 |
42.55 |
43.75 |
-0.43 |
2,507 |
22,138 |
+457 |
| Apr05 |
041115 |
43.50 |
43.63 |
42.55 |
43.63 |
-0.36 |
861 |
16,023 |
-706 |
| May05 |
041115 |
43.17 |
43.40 |
42.50 |
43.40 |
-0.27 |
167 |
7,096 |
-265 |
| Jun05 |
041115 |
42.77 |
43.12 |
42.28 |
43.12 |
-0.24 |
1,100 |
19,251 |
+1,088 |
| Jul05 |
041115 |
42.81 |
42.81 |
42.81 |
42.81 |
-0.19 |
700 |
6,346 |
-418 |
| Aug05 |
041115 |
41.70 |
42.52 |
41.70 |
42.52 |
-0.15 |
0 |
2,035 |
+0 |
| Sep05 |
041115 |
42.23 |
42.23 |
42.23 |
42.23 |
-0.11 |
100 |
6,153 |
+364 |
| Oct05 |
041115 |
40.90 |
41.93 |
40.90 |
41.93 |
-0.09 |
400 |
1,050 |
-150 |
| Nov05 |
041115 |
41.63 |
41.63 |
41.63 |
41.63 |
-0.07 |
0 |
150 |
+0 |
| Dec05 |
041115 |
40.90 |
41.33 |
40.20 |
41.33 |
-0.06 |
1,175 |
42,030 |
+1,096 |
| Total Volume and Open Interest |
101,050 |
348,195 |
+15,906 |
| Gas Oil(ICE) |
| Dec04 |
041115 |
406.50 |
412.00 |
396.00 |
400.25 |
-10.25 |
12,821 |
47,519 |
-1,124 |
| Jan05 |
041115 |
403.75 |
410.50 |
394.75 |
398.50 |
-8.75 |
10,029 |
28,692 |
+1,448 |
| Feb05 |
041115 |
396.50 |
401.25 |
390.00 |
392.00 |
-9.00 |
2,371 |
10,742 |
-80 |
| Mar05 |
041115 |
389.75 |
392.00 |
383.50 |
383.75 |
-9.00 |
547 |
6,732 |
+0 |
| Apr05 |
041115 |
383.75 |
383.75 |
375.50 |
375.50 |
-9.00 |
177 |
6,492 |
+0 |
| May05 |
041115 |
371.00 |
371.00 |
371.00 |
371.00 |
-9.00 |
0 |
3,362 |
+100 |
| Jun05 |
041115 |
371.75 |
376.50 |
368.00 |
368.00 |
-9.25 |
1,100 |
10,686 |
+855 |
| Jul05 |
041115 |
366.75 |
366.75 |
366.75 |
366.75 |
-9.00 |
0 |
1,049 |
+0 |
| Aug05 |
041115 |
365.75 |
365.75 |
365.75 |
365.75 |
-9.00 |
0 |
1,461 |
+0 |
| Sep05 |
041115 |
365.00 |
365.00 |
365.00 |
365.00 |
-8.75 |
0 |
4,889 |
+75 |
| Total Volume and Open Interest |
29,245 |
141,406 |
+1,309 |
| US Dollar Index(ICE) |
| Dec04 |
041115 |
83.770 |
84.150 |
83.680 |
84.050 |
+0.340 |
3,375 |
25,030 |
+89 |
| Mar05 |
041115 |
83.940 |
84.260 |
83.940 |
84.210 |
+0.330 |
254 |
2,844 |
-103 |
| Jun05 |
041115 |
84.380 |
84.380 |
84.380 |
84.380 |
+0.320 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
3,629 |
27,900 |
-14 |
| Australian Dollar(CME) |
| Dec04 |
041115 |
77.08 |
77.18 |
76.88 |
77.17 |
+0.38 |
1,694 |
71,221 |
+71,221 |
| Mar05 |
041115 |
76.52 |
76.61 |
76.35 |
76.61 |
+0.38 |
18 |
909 |
+909 |
| Jun05 |
041115 |
76.11 |
76.11 |
76.11 |
76.11 |
+0.38 |
0 |
270 |
+270 |
| Total Volume and Open Interest |
1,712 |
72,619 |
+72,619 |
| British Pound(CME) |
| Dec04 |
041115 |
184.99 |
185.08 |
184.00 |
184.14 |
-1.30 |
2,863 |
88,853 |
+88,853 |
| Mar05 |
041115 |
183.80 |
184.00 |
182.97 |
182.97 |
-1.30 |
7 |
427 |
+427 |
| Jun05 |
041115 |
181.97 |
181.97 |
181.97 |
181.97 |
-1.30 |
0 |
1 |
+1 |
| Total Volume and Open Interest |
2,871 |
89,299 |
+89,299 |
| Canadian Dollar(CME) |
| Dec04 |
041115 |
83.63 |
83.68 |
82.96 |
83.24 |
-0.57 |
2,140 |
102,125 |
+102,125 |
| Mar05 |
041115 |
83.58 |
83.58 |
82.95 |
83.16 |
-0.57 |
279 |
4,342 |
+4,342 |
| Jun05 |
041115 |
83.25 |
83.25 |
82.75 |
83.10 |
-0.57 |
111 |
1,822 |
+1,822 |
| Sep05 |
041115 |
83.45 |
83.45 |
83.05 |
83.05 |
-0.57 |
1 |
675 |
+675 |
| Total Volume and Open Interest |
2,532 |
109,269 |
+109,269 |
| Japanese Yen(CME) |
| Dec04 |
041115 |
95.07 |
95.20 |
94.83 |
95.06 |
+0.10 |
11,886 |
176,271 |
+176,271 |
| Mar05 |
041115 |
95.60 |
95.80 |
95.45 |
95.64 |
+0.11 |
34 |
1,261 |
+1,261 |
| Jun05 |
041115 |
96.28 |
96.28 |
96.28 |
96.28 |
+0.12 |
2 |
46 |
+46 |
| Total Volume and Open Interest |
11,920 |
177,597 |
+177,597 |
| Swiss Franc(CME) |
| Dec04 |
041115 |
85.12 |
85.23 |
84.70 |
84.86 |
-0.67 |
2,252 |
76,203 |
+76,203 |
| Mar05 |
041115 |
85.44 |
85.44 |
85.13 |
85.19 |
-0.67 |
1 |
453 |
+453 |
| Jun05 |
041115 |
85.54 |
85.54 |
85.54 |
85.54 |
-0.67 |
0 |
69 |
+69 |
| Total Volume and Open Interest |
2,254 |
76,727 |
+76,727 |
| EuroFX(CME) |
| Dec04 |
041115 |
129.57 |
129.73 |
129.17 |
129.43 |
-0.42 |
14,263 |
197,023 |
+197,023 |
| Mar05 |
041115 |
129.64 |
129.80 |
129.25 |
129.50 |
-0.42 |
220 |
3,254 |
+3,254 |
| Jun05 |
041115 |
129.65 |
129.65 |
129.65 |
129.65 |
-0.42 |
2 |
325 |
+325 |
| Total Volume and Open Interest |
14,492 |
200,760 |
+200,760 |
| Mexican Peso(CME) |
| Nov04 |
041115 |
879.8 |
879.8 |
879.8 |
879.8 |
unch |
|
|
|
| Dec04 |
041115 |
876.5 |
878.2 |
875.2 |
875.8 |
+0.2 |
10,028 |
66,579 |
+3,256 |
| Total Volume and Open Interest |
10,055 |
67,886 |
+3,261 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041115 |
112~170 |
112~200 |
112~070 |
112~180 |
+0~060 |
253,596 |
580,501 |
+43,586 |
| Mar05 |
041115 |
111~130 |
111~200 |
111~080 |
111~180 |
+0~060 |
2,761 |
41,162 |
-887 |
| Jun05 |
041115 |
110~210 |
110~210 |
110~210 |
110~210 |
+0~060 |
5 |
206 |
+4 |
| Total Volume and Open Interest |
256,362 |
621,869 |
+42,703 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041115 |
112~170 |
112~185 |
112~095 |
112~145 |
+0~020 |
777,658 |
1,633,142 |
+114,054 |
| Mar05 |
041115 |
111~245 |
111~295 |
111~220 |
111~265 |
+0~020 |
36,035 |
187,096 |
+6,177 |
| Jun05 |
041115 |
110~260 |
110~290 |
110~260 |
110~285 |
+0~015 |
13 |
4,154 |
+13 |
| Total Volume and Open Interest |
813,706 |
1,824,392 |
+120,244 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041115 |
110~052 |
110~068 |
110~040 |
110~050 |
unch |
328,469 |
1,043,829 |
-9,678 |
| Mar05 |
041115 |
109~074 |
109~088 |
109~070 |
109~072 |
+0~002 |
8,536 |
182,935 |
+8,352 |
| Jun05 |
041115 |
109~000 |
109~000 |
109~000 |
109~000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
337,005 |
15 |
-1,228,090 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041115 |
105~048 |
105~053 |
105~037 |
105~040 |
-0~008 |
716 |
207,077 |
+2,430 |
| Mar05 |
041115 |
104~120 |
104~120 |
104~120 |
104~120 |
-0~010 |
26 |
25 |
-204,622 |
| Total Volume and Open Interest |
742 |
207,102 |
-202,192 |
| Eurodollars(CME) |
| Dec04 |
041115 |
97.570 |
97.573 |
97.558 |
97.560 |
-0.010 |
30,387 |
941,373 |
+941,373 |
| Mar05 |
041115 |
97.215 |
97.230 |
97.185 |
97.190 |
-0.025 |
25,752 |
938,668 |
+938,668 |
| Jun05 |
041115 |
96.965 |
96.980 |
96.910 |
96.920 |
-0.050 |
25,753 |
865,023 |
+865,023 |
| Sep05 |
041115 |
96.760 |
96.780 |
96.700 |
96.710 |
-0.055 |
27,138 |
768,082 |
+768,082 |
| Dec05 |
041115 |
96.575 |
96.605 |
96.515 |
96.530 |
-0.050 |
32,898 |
552,764 |
+552,764 |
| Mar06 |
041115 |
96.445 |
96.470 |
96.385 |
96.400 |
-0.040 |
20,124 |
447,173 |
+447,173 |
| Jun06 |
041115 |
96.320 |
96.340 |
96.265 |
96.285 |
-0.030 |
15,345 |
325,844 |
+325,844 |
| Sep06 |
041115 |
96.190 |
96.215 |
96.155 |
96.165 |
-0.020 |
12,274 |
252,413 |
+252,413 |
| Dec06 |
041115 |
96.060 |
96.085 |
96.040 |
96.045 |
-0.010 |
6,743 |
206,349 |
+206,349 |
| Mar07 |
041115 |
95.955 |
95.970 |
95.940 |
95.945 |
-0.005 |
5,972 |
159,897 |
+159,897 |
| Jun07 |
041115 |
95.840 |
95.860 |
95.840 |
95.840 |
+0.005 |
7,762 |
166,181 |
+166,181 |
| Sep07 |
041115 |
95.730 |
95.745 |
95.725 |
95.740 |
+0.015 |
7,254 |
118,402 |
+118,402 |
| Dec07 |
041115 |
95.620 |
95.635 |
95.610 |
95.625 |
+0.015 |
2,558 |
90,963 |
+90,963 |
| Mar08 |
041115 |
95.540 |
95.540 |
95.515 |
95.535 |
+0.020 |
3,365 |
83,916 |
+83,916 |
| Jun08 |
041115 |
95.435 |
95.435 |
95.415 |
95.435 |
+0.025 |
3,071 |
87,306 |
+87,306 |
| Sep08 |
041115 |
95.335 |
95.340 |
95.315 |
95.340 |
+0.030 |
2,760 |
78,713 |
+78,713 |
| Dec08 |
041115 |
95.225 |
95.230 |
95.205 |
95.230 |
+0.030 |
2,053 |
61,479 |
+61,479 |
| Mar09 |
041115 |
95.135 |
95.145 |
95.115 |
95.145 |
+0.035 |
2,721 |
49,883 |
+49,883 |
| Total Volume and Open Interest |
239,393 |
6,384,160 |
+6,384,160 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041115 |
98.070 |
98.080 |
98.070 |
98.080 |
+0.010 |
893 |
162,065 |
-10,042 |
| Dec04 |
041115 |
97.890 |
97.890 |
97.880 |
97.890 |
unch |
1,469 |
137,879 |
+6,286 |
| Jan05 |
041115 |
97.800 |
97.800 |
97.790 |
97.790 |
unch |
1,509 |
118,294 |
+5,305 |
| Feb05 |
041115 |
97.590 |
97.590 |
97.580 |
97.580 |
unch |
237 |
34,816 |
+3,894 |
| Mar05 |
041115 |
97.510 |
97.510 |
97.510 |
97.510 |
unch |
90 |
9,995 |
+643 |
| Apr05 |
041115 |
97.380 |
97.390 |
97.380 |
97.380 |
-0.010 |
15 |
2,098 |
-693 |
| Total Volume and Open Interest |
4,231 |
465,212 |
+5,411 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041115 |
98.070 |
98.075 |
98.070 |
98.075 |
unch |
1,219 |
0 |
+0 |
| Dec04 |
041115 |
97.885 |
97.890 |
97.885 |
97.885 |
unch |
9,505 |
0 |
+0 |
| Jan05 |
041115 |
97.795 |
97.800 |
97.790 |
97.790 |
-0.005 |
18,721 |
0 |
+0 |
| Feb05 |
041115 |
97.590 |
97.595 |
97.575 |
97.575 |
-0.010 |
3,275 |
0 |
+0 |
| Mar05 |
041115 |
97.515 |
97.515 |
97.505 |
97.505 |
-0.005 |
1,814 |
0 |
+0 |
| Apr05 |
041115 |
97.395 |
97.395 |
97.375 |
97.375 |
-0.015 |
1,578 |
0 |
+0 |
| Total Volume and Open Interest |
36,112 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041115 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
204 |
19,547 |
+19,547 |
| Mar05 |
041115 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
143 |
51,445 |
+51,445 |
| Jun05 |
041115 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
129 |
27,203 |
+27,203 |
| Sep05 |
041115 |
99.84 |
99.84 |
99.84 |
99.84 |
+0.01 |
250 |
7,948 |
+7,948 |
| Dec05 |
041115 |
99.77 |
99.77 |
99.77 |
99.77 |
+0.01 |
0 |
6,001 |
+6,001 |
| Mar06 |
041115 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
5 |
8,892 |
+8,892 |
| Jun06 |
041115 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.01 |
0 |
4,244 |
+4,244 |
| Sep06 |
041115 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
3,184 |
+3,184 |
| Dec06 |
041115 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
411 |
+411 |
| Mar07 |
041115 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
0 |
6 |
+6 |
| Total Volume and Open Interest |
731 |
129,928 |
+129,928 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041115 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
27 |
61,467 |
-1,610 |
| Mar05 |
041115 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.00 |
239 |
88,189 |
-370 |
| Jun05 |
041115 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
627 |
79,359 |
+209 |
| Sep05 |
041115 |
99.84 |
99.84 |
99.83 |
99.83 |
unch |
839 |
45,040 |
-550 |
| Dec05 |
041115 |
99.77 |
99.77 |
99.76 |
99.76 |
unch |
1,433 |
37,530 |
-995 |
| Mar06 |
041115 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
728 |
29,519 |
-865 |
| Jun06 |
041115 |
99.59 |
99.59 |
99.58 |
99.59 |
unch |
362 |
13,544 |
-134 |
| Sep06 |
041115 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
7,406 |
+0 |
| Total Volume and Open Interest |
4,255 |
375,669 |
-4,315 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041115 |
138.27 |
138.27 |
138.09 |
138.14 |
-0.12 |
2,819 |
28,365 |
-547 |
| Mar05 |
041115 |
137.24 |
137.24 |
137.24 |
137.24 |
-0.12 |
0 |
8 |
+0 |
| Jun05 |
041115 |
137.24 |
137.24 |
137.24 |
137.24 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
2,819 |
28,373 |
-547 |
| Euro-Bund(EUREX) |
| Dec04 |
041115 |
117.80 |
117.97 |
117.73 |
117.80 |
-0.05 |
903,470 |
1,336,661 |
+2,367 |
| Mar05 |
041115 |
117.10 |
117.27 |
117.03 |
117.11 |
-0.04 |
9,425 |
56,094 |
+5,735 |
| Jun05 |
041115 |
116.30 |
116.30 |
116.30 |
116.30 |
unch |
651 |
249 |
-427 |
| Total Volume and Open Interest |
913,546 |
1,393,004 |
+7,675 |
| Euro-Bobl(EUREX) |
| Dec04 |
041115 |
112.77 |
112.90 |
112.68 |
112.72 |
-0.10 |
550,365 |
882,692 |
+10,404 |
| Mar05 |
041115 |
112.54 |
112.59 |
112.47 |
112.48 |
-0.09 |
1,628 |
18,636 |
+258 |
| Jun05 |
041115 |
111.72 |
111.72 |
111.72 |
111.72 |
-0.10 |
269 |
800 |
+0 |
| Total Volume and Open Interest |
552,262 |
902,128 |
+10,662 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041115 |
97.820 |
97.820 |
97.815 |
97.815 |
unch |
481 |
10,363 |
+365 |
| Mar05 |
041115 |
97.750 |
97.755 |
97.750 |
97.755 |
unch |
160 |
7,289 |
+66 |
| Jun05 |
041115 |
97.670 |
97.680 |
97.625 |
97.625 |
-0.055 |
176 |
5,031 |
+106 |
| Total Volume and Open Interest |
982 |
29,758 |
+545 |
| Long Gilt(LIFFE) |
| Dec04 |
041115 |
109~00 |
109~10 |
109~00 |
109~03 |
+0~06 |
55,166 |
222,720 |
+5,029 |
| Mar05 |
041115 |
110~19 |
110~25 |
110~19 |
110~20 |
+0~07 |
1,107 |
4,659 |
+804 |
| Total Volume and Open Interest |
56,273 |
227,379 |
+5,833 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041115 |
95.11 |
95.12 |
95.11 |
95.12 |
+0.01 |
25,388 |
256,816 |
+847 |
| Mar05 |
041115 |
95.11 |
95.13 |
95.09 |
95.11 |
+0.01 |
34,157 |
283,463 |
-568 |
| Jun05 |
041115 |
95.14 |
95.19 |
95.14 |
95.17 |
+0.03 |
41,656 |
192,398 |
-3,663 |
| Sep05 |
041115 |
95.19 |
95.24 |
95.19 |
95.22 |
+0.04 |
62,124 |
202,600 |
+21,734 |
| Dec05 |
041115 |
95.20 |
95.24 |
95.20 |
95.23 |
+0.04 |
28,458 |
199,242 |
+5,383 |
| Mar06 |
041115 |
95.19 |
95.22 |
95.18 |
95.21 |
+0.04 |
11,852 |
102,102 |
+1,514 |
| Total Volume and Open Interest |
212,661 |
1,442,114 |
+25,379 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041115 |
97.820 |
97.820 |
97.800 |
97.805 |
-0.015 |
82,238 |
653,434 |
-12,415 |
| Mar05 |
041115 |
97.750 |
97.765 |
97.705 |
97.720 |
-0.030 |
126,435 |
539,516 |
-4,476 |
| Jun05 |
041115 |
97.675 |
97.695 |
97.620 |
97.635 |
-0.035 |
129,256 |
543,776 |
+5,959 |
| Total Volume and Open Interest |
678,792 |
3,247,035 |
-1,815 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041115 |
94.53 |
94.54 |
94.53 |
94.54 |
unch |
3,778 |
112,175 |
-6,895 |
| Mar05 |
041115 |
94.41 |
94.44 |
94.41 |
94.42 |
unch |
23,945 |
138,201 |
+9,754 |
| Jun05 |
041115 |
94.36 |
94.39 |
94.36 |
94.38 |
+0.02 |
5,045 |
63,723 |
+634 |
| Sep05 |
041115 |
94.34 |
94.35 |
94.33 |
94.35 |
+0.02 |
2,116 |
28,227 |
+931 |
| Dec05 |
041115 |
94.32 |
94.33 |
94.32 |
94.32 |
+0.02 |
613 |
16,920 |
+104 |
| Mar06 |
041115 |
94.31 |
94.31 |
94.29 |
94.30 |
+0.02 |
475 |
13,002 |
+300 |
| Jun06 |
041115 |
94.27 |
94.28 |
94.27 |
94.28 |
+0.03 |
336 |
9,619 |
+87 |
| Sep06 |
041115 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.03 |
60 |
6,028 |
+29 |
| Dec06 |
041115 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.03 |
0 |
2,856 |
+0 |
| Mar07 |
041115 |
94.18 |
94.18 |
94.18 |
94.18 |
+0.03 |
0 |
1,839 |
+0 |
| Total Volume and Open Interest |
36,368 |
396,045 |
+4,944 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041115 |
94.45 |
94.54 |
94.45 |
94.50 |
+0.04 |
25,063 |
269,108 |
+6,118 |
| Mar05 |
041115 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
25,063 |
269,108 |
+6,118 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041115 |
94.63 |
94.70 |
94.63 |
94.68 |
+0.04 |
53,488 |
392,156 |
+2,221 |
| Mar05 |
041115 |
94.68 |
94.68 |
94.68 |
94.68 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
53,488 |
392,156 |
+2,221 |
| Gold(CMX) |
| Dec04 |
041115 |
439.7 |
440.2 |
436.3 |
437.3 |
-1.0 |
55,079 |
247,907 |
+1,868 |
| Feb05 |
041115 |
442.0 |
442.3 |
438.6 |
439.4 |
-1.0 |
7,325 |
34,746 |
+1,748 |
| Apr05 |
041115 |
443.5 |
444.0 |
440.5 |
441.3 |
-1.1 |
477 |
8,673 |
-60 |
| Jun05 |
041115 |
446.1 |
446.5 |
442.5 |
443.4 |
-1.0 |
555 |
16,372 |
+192 |
| Aug05 |
041115 |
445.6 |
445.6 |
445.6 |
445.6 |
-1.0 |
165 |
6,627 |
+128 |
| Oct05 |
041115 |
447.8 |
447.8 |
447.8 |
447.8 |
-1.0 |
55 |
3,033 |
+2 |
| Dec05 |
041115 |
453.0 |
453.0 |
449.5 |
450.1 |
-1.0 |
296 |
10,781 |
+121 |
| Feb06 |
041115 |
452.5 |
452.5 |
452.5 |
452.5 |
-1.0 |
0 |
844 |
+0 |
| Apr06 |
041115 |
454.8 |
454.8 |
454.8 |
454.8 |
-1.1 |
0 |
491 |
+0 |
| Jun06 |
041115 |
458.8 |
458.8 |
457.2 |
457.2 |
-1.1 |
416 |
8,688 |
+336 |
| Aug06 |
041115 |
459.7 |
459.7 |
459.7 |
459.7 |
-1.3 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
64,414 |
347,209 |
+4,195 |
| Silver(CMX) |
| Dec04 |
041115 |
761.0 |
762.0 |
749.5 |
757.2 |
-5.0 |
13,787 |
86,155 |
+269 |
| Mar05 |
041115 |
767.0 |
768.0 |
755.0 |
762.1 |
-4.9 |
1,434 |
24,397 |
+289 |
| May05 |
041115 |
770.0 |
770.0 |
757.0 |
764.8 |
-5.0 |
49 |
2,856 |
+0 |
| Jul05 |
041115 |
773.0 |
774.0 |
763.0 |
767.3 |
-5.1 |
28 |
2,424 |
+7 |
| Sep05 |
041115 |
776.0 |
776.0 |
769.6 |
769.6 |
-5.2 |
0 |
600 |
+0 |
| Dec05 |
041115 |
778.0 |
780.0 |
766.0 |
772.7 |
-5.3 |
44 |
4,642 |
-2 |
| Mar06 |
041115 |
775.0 |
775.0 |
775.0 |
775.0 |
-5.4 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,386 |
123,038 |
+566 |
| Platinum(NYMEX) |
| Jan05 |
041115 |
880.0 |
882.8 |
875.0 |
877.3 |
+3.1 |
1,885 |
6,917 |
+512 |
| Apr05 |
041115 |
882.0 |
882.0 |
874.8 |
874.8 |
+3.1 |
13 |
509 |
+9 |
| Total Volume and Open Interest |
1,898 |
7,426 |
+521 |
| Palladium(NYMEX) |
| Dec04 |
041115 |
221.50 |
222.00 |
218.50 |
219.50 |
-1.65 |
1,494 |
8,110 |
-192 |
| Mar05 |
041115 |
224.00 |
224.00 |
221.00 |
221.65 |
-1.70 |
1,012 |
2,970 |
+627 |
| Jun05 |
041115 |
223.15 |
223.15 |
223.15 |
223.15 |
-1.70 |
1 |
10 |
+0 |
| Total Volume and Open Interest |
2,506 |
11,090 |
+435 |
| Copper(CMX) |
| Dec04 |
041115 |
139.00 |
139.40 |
137.50 |
138.75 |
-0.70 |
8,414 |
35,747 |
+668 |
| Mar05 |
041115 |
138.00 |
138.20 |
136.40 |
137.50 |
-0.75 |
2,988 |
25,172 |
+924 |
| May05 |
041115 |
133.00 |
133.10 |
132.30 |
132.60 |
-0.80 |
646 |
4,493 |
+392 |
| Jul05 |
041115 |
127.60 |
128.30 |
127.60 |
127.75 |
-0.90 |
136 |
2,264 |
+114 |
| Sep05 |
041115 |
123.50 |
123.50 |
123.05 |
123.05 |
-0.90 |
27 |
1,619 |
+9 |
| Total Volume and Open Interest |
12,775 |
80,141 |
+2,188 |
| Aluminum(CMX) |
| Nov04 |
041115 |
89.50 |
89.50 |
88.45 |
88.45 |
-0.75 |
6 |
579 |
-4 |
| Dec04 |
041115 |
88.20 |
88.20 |
88.20 |
88.20 |
-0.60 |
6 |
1,197 |
+0 |
| Jan05 |
041115 |
88.00 |
88.00 |
87.90 |
87.90 |
-0.60 |
75 |
810 |
+50 |
| Feb05 |
041115 |
87.70 |
87.70 |
87.70 |
87.70 |
-0.60 |
0 |
651 |
+0 |
| Mar05 |
041115 |
87.10 |
87.60 |
87.10 |
87.60 |
-0.50 |
15 |
632 |
-5 |
| Apr05 |
041115 |
87.35 |
87.35 |
87.35 |
87.35 |
-0.40 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
102 |
9,857 |
+41 |
| DJIA Index(CBOT) |
| Dec04 |
041115 |
10540 |
10570 |
10527 |
10562 |
+30 |
9,252 |
41,173 |
+550 |
| Mar05 |
041115 |
10550 |
10565 |
10535 |
10565 |
+30 |
13 |
85 |
+10 |
| Jun05 |
041115 |
10570 |
10581 |
10570 |
10581 |
+32 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
9,265 |
41,261 |
+560 |
| S & P 500(CME) |
| Dec04 |
041115 |
1183.00 |
1186.20 |
1180.50 |
1185.90 |
+3.20 |
42,325 |
642,969 |
+4,498 |
| Mar05 |
041115 |
1184.80 |
1187.90 |
1183.00 |
1187.80 |
+3.20 |
2,517 |
37,678 |
+2,251 |
| Jun05 |
041115 |
1191.10 |
1191.10 |
1191.10 |
1191.10 |
+3.40 |
80 |
2,734 |
+80 |
| Sep05 |
041115 |
1194.40 |
1194.40 |
1194.40 |
1194.40 |
+3.50 |
0 |
1,055 |
+0 |
| Total Volume and Open Interest |
44,950 |
684,599 |
+6,845 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041115 |
1183.00 |
1186.00 |
1180.50 |
1186.00 |
+3.25 |
676,262 |
946,545 |
+33,527 |
| Mar05 |
041115 |
1185.50 |
1187.75 |
1182.75 |
1187.75 |
+3.25 |
10,212 |
46,457 |
+9,132 |
| Total Volume and Open Interest |
686,474 |
993,002 |
+42,659 |
| NASDAQ 100(CME) |
| Dec04 |
041115 |
1556.00 |
1565.00 |
1551.50 |
1563.50 |
+8.00 |
9,644 |
84,408 |
+1,241 |
| Mar05 |
041115 |
1571.50 |
1571.50 |
1571.50 |
1571.50 |
+8.00 |
0 |
54 |
+0 |
| Jun05 |
041115 |
1578.50 |
1578.50 |
1578.50 |
1578.50 |
+8.00 |
|
|
|
| Total Volume and Open Interest |
9,644 |
84,462 |
+1,241 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041115 |
1557.00 |
1565.00 |
1551.50 |
1563.50 |
+8.00 |
289,789 |
370,022 |
+1,800 |
| Mar05 |
041115 |
1561.50 |
1572.00 |
1561.00 |
1571.50 |
+8.00 |
201 |
2,287 |
+11 |
| Total Volume and Open Interest |
289,990 |
372,309 |
+1,811 |
| S & P Midcap 400(CME) |
| Dec04 |
041115 |
634.00 |
634.75 |
631.75 |
634.00 |
-0.20 |
165 |
14,083 |
+61 |
| Mar05 |
041115 |
634.50 |
634.50 |
634.50 |
634.50 |
-0.20 |
0 |
1 |
+0 |
| Jun05 |
041115 |
634.50 |
634.50 |
634.50 |
634.50 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
165 |
14,084 |
+61 |
| Russell 2000(CME) |
| Dec04 |
041115 |
622.25 |
624.75 |
618.75 |
624.75 |
+3.00 |
1,345 |
27,372 |
-182 |
| Mar05 |
041115 |
626.00 |
626.00 |
626.00 |
626.00 |
+3.50 |
100 |
108 |
+100 |
| Jun05 |
041115 |
625.00 |
625.00 |
625.00 |
625.00 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
1,445 |
27,480 |
-82 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041115 |
622.20 |
624.90 |
618.70 |
624.80 |
+3.00 |
57,496 |
124,072 |
+3,518 |
| Mar05 |
041115 |
621.50 |
626.00 |
621.00 |
626.00 |
+3.50 |
24 |
314 |
+16 |
| Total Volume and Open Interest |
57,520 |
124,386 |
+3,534 |
| Nikkei 225(CME) |
| Dec04 |
041115 |
11075 |
11235 |
11070 |
11215 |
+180 |
24,326 |
173,674 |
+2,815 |
| Mar05 |
041115 |
11210 |
11210 |
11210 |
11210 |
+180 |
0 |
16 |
+2 |
| Total Volume and Open Interest |
24,326 |
173,693 |
+2,817 |
| Nikkei 225(SGX) |
| Dec04 |
041115 |
11075 |
11235 |
11070 |
11215 |
+180 |
24,326 |
173,674 |
+2,815 |
| Mar05 |
041115 |
11210 |
11210 |
11210 |
11210 |
+180 |
0 |
16 |
+2 |
| Jun05 |
041115 |
11155 |
11155 |
11155 |
11155 |
+180 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
24,326 |
173,693 |
+2,817 |
| CAC 40(EURONEXT) |
| Nov04 |
041115 |
3859.5 |
3863.0 |
3821.5 |
3826.5 |
-10.0 |
54,619 |
415,622 |
+15,570 |
| Dec04 |
041115 |
3855.0 |
3861.0 |
3820.0 |
3824.0 |
-10.5 |
3,538 |
143,829 |
+2,728 |
| Jan05 |
041115 |
3830.5 |
3830.5 |
3830.5 |
3830.5 |
-10.0 |
|
|
|
| Total Volume and Open Interest |
58,157 |
568,488 |
+18,298 |
| Hang Seng Index(HKFE) |
| Nov04 |
041115 |
13898 |
13915 |
13860 |
13909 |
+139 |
15,905 |
115,500 |
-32 |
| Dec04 |
041115 |
13875 |
13894 |
13846 |
13894 |
+147 |
312 |
1,375 |
+57 |
| Total Volume and Open Interest |
16,286 |
119,290 |
+22 |
| DAX(EUREX) |
| Dec04 |
041115 |
4176.5 |
4181.0 |
4137.5 |
4154.5 |
-2.0 |
97,923 |
183,278 |
-1,161 |
| Mar05 |
041115 |
4190.0 |
4201.5 |
4160.5 |
4177.5 |
-2.0 |
426 |
10,717 |
+14 |
| Jun05 |
041115 |
4221.5 |
4223.5 |
4184.5 |
4201.0 |
-2.5 |
144 |
1,692 |
-4 |
| Total Volume and Open Interest |
98,493 |
195,687 |
-1,151 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041115 |
4830.00 |
4830.00 |
4798.00 |
4808.50 |
+5.50 |
56,897 |
458,289 |
+2,386 |
| Mar05 |
041115 |
4827.50 |
4827.50 |
4801.00 |
4811.00 |
+5.50 |
31 |
18,333 |
+1 |
| Jun05 |
041115 |
4830.00 |
4830.00 |
4830.00 |
4830.00 |
+5.50 |
0 |
17,710 |
+0 |
| Total Volume and Open Interest |
56,928 |
495,332 |
+2,387 |
| SPI 200(SFE) |
| Dec04 |
041115 |
3874.0 |
3897.0 |
3872.0 |
3887.0 |
+10.0 |
13,926 |
166,112 |
+334 |
| Mar05 |
041115 |
3886.0 |
3905.0 |
3885.0 |
3898.0 |
+10.0 |
157 |
3,561 |
-18 |
| Jun05 |
041115 |
3904.0 |
3918.0 |
3904.0 |
3912.0 |
+10.0 |
13 |
3,121 |
-51 |
| Total Volume and Open Interest |
14,096 |
176,774 |
+263 |
| GSCI(CME) |
| Dec04 |
041115 |
332.30 |
334.60 |
328.00 |
334.60 |
-0.10 |
386 |
16,638 |
+129 |
| Jan05 |
041115 |
334.50 |
334.50 |
334.50 |
334.50 |
-1.50 |
0 |
3 |
+0 |
| Feb05 |
041115 |
333.00 |
333.00 |
333.00 |
333.00 |
|
|
|
|
| RJ/CRB Index(ICE) |
| Jan05 |
041115 |
283.00 |
284.50 |
282.50 |
284.50 |
+3.75 |
64 |
318 |
+10 |
| Feb05 |
041115 |
282.75 |
282.75 |
282.75 |
282.75 |
+3.00 |
26 |
116 |
+0 |
| Apr05 |
041115 |
280.00 |
282.50 |
280.00 |
282.50 |
+4.50 |
3 |
110 |
+0 |
| Total Volume and Open Interest |
89 |
641 |
+33 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|