|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 16, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041116 |
536.50 |
542.00 |
531.25 |
540.50 |
+4.75 |
43,582 |
112,313 |
-4,047 |
| Mar05 |
041116 |
543.00 |
545.50 |
535.50 |
544.50 |
+3.00 |
9,362 |
48,035 |
+953 |
| May05 |
041116 |
549.00 |
552.00 |
542.00 |
551.50 |
+5.25 |
4,368 |
28,512 |
+680 |
| Jul05 |
041116 |
554.00 |
560.00 |
548.50 |
558.00 |
+6.00 |
3,803 |
25,180 |
+630 |
| Aug05 |
041116 |
563.00 |
563.00 |
563.00 |
563.00 |
+8.00 |
108 |
1,422 |
+31 |
| Sep05 |
041116 |
564.00 |
564.00 |
564.00 |
564.00 |
+4.00 |
84 |
325 |
-11 |
| Nov05 |
041116 |
570.00 |
576.00 |
563.50 |
573.50 |
+5.50 |
1,475 |
7,509 |
-51 |
| Total Volume and Open Interest |
62,782 |
223,316 |
-2,089 |
| Soybean Meal(CBOT) |
| Dec04 |
041116 |
153.50 |
156.50 |
152.30 |
156.40 |
+2.70 |
12,939 |
42,656 |
-1,633 |
| Jan05 |
041116 |
154.30 |
157.30 |
153.40 |
157.30 |
+2.60 |
5,678 |
24,898 |
+712 |
| Mar05 |
041116 |
156.70 |
159.70 |
155.50 |
159.70 |
+2.60 |
6,031 |
28,932 |
+1,397 |
| May05 |
041116 |
159.80 |
162.80 |
158.60 |
162.40 |
+2.40 |
2,123 |
16,407 |
-203 |
| Jul05 |
041116 |
162.80 |
165.90 |
161.80 |
165.80 |
+2.50 |
3,796 |
23,823 |
+835 |
| Aug05 |
041116 |
163.00 |
167.00 |
163.00 |
167.00 |
+2.20 |
71 |
8,301 |
+53 |
| Sep05 |
041116 |
165.90 |
168.50 |
165.10 |
168.10 |
+2.40 |
345 |
5,529 |
+15 |
| Oct05 |
041116 |
167.00 |
169.50 |
167.00 |
169.20 |
+3.00 |
62 |
3,114 |
+33 |
| Total Volume and Open Interest |
31,533 |
159,170 |
+1,110 |
| Soybean Oil(CBOT) |
| Dec04 |
041116 |
21.45 |
21.57 |
20.96 |
21.25 |
-0.26 |
17,487 |
39,658 |
-6,123 |
| Jan05 |
041116 |
21.62 |
21.68 |
21.10 |
21.39 |
-0.22 |
8,420 |
32,550 |
-960 |
| Mar05 |
041116 |
21.75 |
21.75 |
21.23 |
21.50 |
-0.21 |
6,300 |
29,039 |
+296 |
| May05 |
041116 |
21.77 |
21.77 |
21.31 |
21.59 |
-0.13 |
3,173 |
18,492 |
-363 |
| Jul05 |
041116 |
21.78 |
21.78 |
21.40 |
21.70 |
-0.05 |
3,961 |
16,712 |
-276 |
| Aug05 |
041116 |
21.60 |
21.75 |
21.55 |
21.71 |
+0.01 |
189 |
6,091 |
-125 |
| Sep05 |
041116 |
21.65 |
21.75 |
21.65 |
21.70 |
+0.03 |
151 |
3,432 |
+8 |
| Oct05 |
041116 |
21.65 |
21.75 |
21.65 |
21.71 |
+0.14 |
75 |
2,284 |
-50 |
| Total Volume and Open Interest |
40,245 |
155,007 |
-7,702 |
| Canola(WCE) |
| Nov04 |
041112 |
288.5 |
288.5 |
288.5 |
288.5 |
unch |
45 |
42 |
+0 |
| Jan05 |
041116 |
298.0 |
299.7 |
293.5 |
295.5 |
-3.2 |
2,676 |
43,766 |
-888 |
| Mar05 |
041116 |
301.8 |
303.0 |
298.4 |
301.2 |
-2.2 |
1,071 |
8,781 |
+154 |
| May05 |
041116 |
306.0 |
306.5 |
304.6 |
306.5 |
-1.3 |
10 |
589 |
+0 |
| Jul05 |
041116 |
311.7 |
311.7 |
310.7 |
310.7 |
-2.6 |
0 |
506 |
+0 |
| Total Volume and Open Interest |
3,983 |
65,606 |
-561 |
| Corn(CBOT) |
| Dec04 |
041116 |
203.00 |
204.00 |
201.50 |
203.00 |
+0.50 |
72,604 |
241,217 |
-12,189 |
| Mar05 |
041116 |
214.00 |
215.25 |
212.75 |
214.50 |
+0.50 |
32,604 |
235,699 |
+4,895 |
| May05 |
041116 |
221.50 |
222.50 |
220.50 |
221.75 |
+0.50 |
4,966 |
57,877 |
+1,218 |
| Jul05 |
041116 |
228.00 |
229.00 |
227.00 |
228.50 |
+0.75 |
6,750 |
63,503 |
+1,111 |
| Sep05 |
041116 |
234.25 |
235.50 |
234.00 |
235.25 |
+0.75 |
395 |
16,419 |
+169 |
| Dec05 |
041116 |
241.50 |
243.50 |
241.00 |
243.25 |
+1.75 |
3,945 |
35,172 |
+351 |
| Total Volume and Open Interest |
121,372 |
652,487 |
-4,431 |
| Wheat(CBOT) |
| Dec04 |
041116 |
306.00 |
311.00 |
305.50 |
310.75 |
+4.50 |
19,310 |
64,927 |
-5,232 |
| Mar05 |
041116 |
317.00 |
322.50 |
316.00 |
322.00 |
+5.00 |
10,408 |
84,714 |
+2,637 |
| May05 |
041116 |
324.50 |
329.50 |
323.00 |
328.75 |
+5.25 |
4 |
10,427 |
+30 |
| Jul05 |
041116 |
332.00 |
337.00 |
329.00 |
336.50 |
+6.25 |
1 |
9,611 |
+30 |
| Sep05 |
041116 |
340.00 |
343.50 |
338.00 |
343.50 |
+7.00 |
16 |
241 |
+9 |
| Total Volume and Open Interest |
30,295 |
171,819 |
-2,027 |
| Wheat(KCBT) |
| Dec04 |
041116 |
350.50 |
353.00 |
348.00 |
352.50 |
+2.25 |
5,653 |
35,762 |
-1,344 |
| Mar05 |
041116 |
348.50 |
351.75 |
347.00 |
351.50 |
+2.75 |
3,414 |
33,385 |
+116 |
| May05 |
041116 |
349.00 |
352.00 |
348.00 |
352.00 |
+4.00 |
522 |
5,145 |
+78 |
| Jul05 |
041116 |
341.00 |
345.50 |
340.00 |
345.25 |
+5.25 |
754 |
8,966 |
-26 |
| Sep05 |
041116 |
344.00 |
349.50 |
344.00 |
348.50 |
+5.50 |
20 |
1,388 |
+20 |
| Total Volume and Open Interest |
10,484 |
84,887 |
-1,056 |
| Wheat(MGE) |
| Dec04 |
041116 |
368.50 |
370.00 |
366.50 |
369.75 |
+1.00 |
2,386 |
12,785 |
+103 |
| Mar05 |
041116 |
373.00 |
373.00 |
370.75 |
372.00 |
unch |
1,570 |
13,436 |
+270 |
| May05 |
041116 |
375.00 |
375.00 |
373.00 |
374.50 |
unch |
116 |
4,822 |
+28 |
| Jul05 |
041116 |
373.50 |
373.50 |
371.50 |
372.25 |
-0.25 |
0 |
2,289 |
+0 |
| Sep05 |
041116 |
366.00 |
366.00 |
365.00 |
365.00 |
unch |
6 |
1,025 |
+1 |
| Total Volume and Open Interest |
4,078 |
34,555 |
+402 |
| Oats(CBOT) |
| Dec04 |
041116 |
150.00 |
150.75 |
149.25 |
149.50 |
+0.50 |
1,344 |
5,106 |
-20 |
| Mar05 |
041116 |
156.50 |
157.00 |
155.50 |
155.75 |
unch |
509 |
3,187 |
+123 |
| May05 |
041116 |
159.75 |
161.00 |
159.50 |
160.00 |
+1.25 |
14 |
149 |
+10 |
| Jul05 |
041116 |
162.00 |
163.00 |
162.00 |
163.00 |
+1.00 |
3 |
35 |
+1 |
| Total Volume and Open Interest |
1,871 |
8,480 |
+114 |
| Rough Rice(CBOT) |
| Nov04 |
041116 |
7.17 |
7.17 |
7.17 |
7.17 |
-0.06 |
112 |
461 |
-56 |
| Jan05 |
041116 |
7.12 |
7.13 |
7.05 |
7.12 |
-0.02 |
231 |
3,301 |
+7 |
| Mar05 |
041116 |
7.30 |
7.31 |
7.28 |
7.31 |
-0.03 |
17 |
912 |
-5 |
| May05 |
041116 |
7.50 |
7.51 |
7.50 |
7.51 |
-0.03 |
0 |
256 |
+0 |
| Total Volume and Open Interest |
360 |
4,984 |
-54 |
| Live Cattle(CME) |
| Dec04 |
041116 |
86.350 |
86.750 |
86.050 |
86.100 |
-0.375 |
10,072 |
32,484 |
-3,033 |
| Feb05 |
041116 |
88.000 |
88.400 |
87.750 |
87.925 |
-0.425 |
9,556 |
50,374 |
+618 |
| Apr05 |
041116 |
84.900 |
85.150 |
84.450 |
84.725 |
-0.125 |
2,621 |
13,134 |
+173 |
| Jun05 |
041116 |
80.950 |
81.100 |
80.625 |
80.750 |
-0.300 |
305 |
8,700 |
+88 |
| Aug05 |
041116 |
80.325 |
80.325 |
79.825 |
79.950 |
-0.375 |
372 |
4,992 |
+60 |
| Oct05 |
041116 |
81.250 |
81.250 |
80.850 |
81.000 |
-0.250 |
61 |
1,851 |
+55 |
| Total Volume and Open Interest |
22,997 |
112,334 |
-2,029 |
| Feeder Cattle(CME) |
| Nov04 |
041116 |
108.250 |
108.300 |
108.175 |
108.275 |
+0.075 |
497 |
2,110 |
-65 |
| Jan05 |
041116 |
103.500 |
103.650 |
103.150 |
103.200 |
+0.350 |
1,245 |
8,702 |
+330 |
| Mar05 |
041116 |
98.350 |
98.700 |
98.200 |
98.400 |
+0.225 |
353 |
2,355 |
+100 |
| Apr05 |
041116 |
97.050 |
97.350 |
96.750 |
96.750 |
-0.100 |
225 |
1,091 |
-13 |
| May05 |
041116 |
96.900 |
97.050 |
96.800 |
96.900 |
+0.250 |
139 |
1,095 |
+16 |
| Aug05 |
041116 |
99.800 |
99.850 |
99.650 |
99.850 |
+0.050 |
40 |
214 |
+8 |
| Sep05 |
041116 |
98.700 |
98.700 |
98.700 |
98.700 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,499 |
15,569 |
+376 |
| Lean Hogs(CME) |
| Dec04 |
041116 |
74.800 |
75.750 |
73.950 |
74.375 |
-0.400 |
7,546 |
29,853 |
-1,689 |
| Feb05 |
041116 |
74.200 |
75.100 |
73.050 |
73.300 |
-0.775 |
7,724 |
41,351 |
+2,765 |
| Apr05 |
041116 |
71.100 |
71.950 |
70.300 |
70.550 |
-0.600 |
1,236 |
11,411 |
+161 |
| May05 |
041116 |
69.750 |
70.750 |
69.100 |
69.175 |
-0.375 |
40 |
1,899 |
+14 |
| Jun05 |
041116 |
73.650 |
74.750 |
73.300 |
73.475 |
-0.300 |
626 |
6,248 |
+360 |
| Jul05 |
041116 |
69.900 |
70.800 |
69.500 |
69.500 |
-0.400 |
34 |
1,451 |
+8 |
| Aug05 |
041116 |
65.000 |
65.800 |
65.000 |
65.000 |
unch |
42 |
864 |
+9 |
| Oct05 |
041116 |
56.000 |
56.850 |
56.000 |
56.050 |
+0.050 |
9 |
274 |
+1 |
| Total Volume and Open Interest |
17,258 |
93,419 |
+1,629 |
| Pork Bellies(CME) |
| Feb05 |
041116 |
100.900 |
102.350 |
100.600 |
100.650 |
-0.250 |
328 |
1,518 |
+59 |
| Mar05 |
041116 |
101.500 |
101.500 |
101.000 |
101.000 |
-0.750 |
0 |
26 |
+0 |
| May05 |
041116 |
100.750 |
100.750 |
100.750 |
100.750 |
-0.750 |
0 |
23 |
+0 |
| Jul05 |
041116 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
2 |
12 |
+2 |
| Aug05 |
041116 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
330 |
1,580 |
+61 |
| Class III Milk(CME) |
| Nov04 |
041116 |
14.80 |
14.99 |
14.76 |
14.91 |
+0.07 |
551 |
4,010 |
+127 |
| Dec04 |
041116 |
15.10 |
15.25 |
14.30 |
14.30 |
-0.75 |
511 |
3,791 |
-26 |
| Jan05 |
041116 |
14.00 |
14.09 |
13.20 |
13.20 |
-0.75 |
221 |
2,389 |
+34 |
| Feb05 |
041116 |
12.85 |
12.85 |
12.40 |
12.41 |
-0.44 |
77 |
2,114 |
+14 |
| Mar05 |
041116 |
12.70 |
12.70 |
12.35 |
12.40 |
-0.30 |
34 |
2,345 |
+17 |
| Total Volume and Open Interest |
1,594 |
22,345 |
+287 |
| Cocoa(ICE) |
| Dec04 |
041116 |
1740 |
1740 |
1682 |
1689 |
-62 |
245 |
722 |
-236 |
| Mar05 |
041116 |
1730 |
1730 |
1678 |
1685 |
-68 |
4,051 |
52,796 |
+1,137 |
| May05 |
041116 |
1729 |
1729 |
1691 |
1691 |
-64 |
467 |
11,555 |
+52 |
| Jul05 |
041116 |
1710 |
1722 |
1696 |
1696 |
-62 |
157 |
11,415 |
+111 |
| Sep05 |
041116 |
1710 |
1710 |
1699 |
1699 |
-58 |
89 |
9,432 |
+35 |
| Dec05 |
041116 |
1700 |
1700 |
1700 |
1700 |
-57 |
57 |
8,430 |
+24 |
| Mar06 |
041116 |
1716 |
1716 |
1706 |
1706 |
-55 |
50 |
10,433 |
+90 |
| Total Volume and Open Interest |
5,116 |
116,914 |
+1,213 |
| Coffee "C"(ICE) |
| Dec04 |
041116 |
88.50 |
88.70 |
85.75 |
86.05 |
-5.60 |
14,840 |
20,814 |
-1,704 |
| Mar05 |
041116 |
91.50 |
91.90 |
89.25 |
89.70 |
-4.85 |
27,511 |
55,674 |
+10,966 |
| May05 |
041116 |
93.25 |
93.30 |
90.80 |
91.20 |
-4.75 |
2,272 |
6,862 |
+622 |
| Jul05 |
041116 |
94.50 |
94.90 |
92.60 |
92.60 |
-4.75 |
340 |
2,608 |
+108 |
| Sep05 |
041116 |
95.90 |
95.90 |
93.90 |
94.05 |
-4.75 |
114 |
1,530 |
+55 |
| Dec05 |
041116 |
97.75 |
98.40 |
96.20 |
96.55 |
-4.75 |
19 |
797 |
+10 |
| Total Volume and Open Interest |
45,107 |
88,519 |
+10,068 |
| Orange Juice(ICE) |
| Jan05 |
041116 |
72.70 |
74.40 |
72.50 |
73.95 |
+1.75 |
2,664 |
15,633 |
-195 |
| Mar05 |
041116 |
74.60 |
76.20 |
74.60 |
75.85 |
+1.50 |
725 |
11,248 |
+290 |
| May05 |
041116 |
77.60 |
78.80 |
77.10 |
78.70 |
+1.75 |
63 |
4,488 |
-20 |
| Jul05 |
041116 |
79.40 |
80.20 |
79.40 |
80.20 |
+2.00 |
0 |
523 |
+0 |
| Sep05 |
041116 |
81.75 |
81.75 |
81.75 |
81.75 |
+2.30 |
0 |
86 |
+0 |
| Nov05 |
041116 |
83.20 |
83.20 |
83.20 |
83.20 |
+2.50 |
50 |
525 |
-11 |
| Total Volume and Open Interest |
3,502 |
32,550 |
+64 |
| Sugar #11(ICE) |
| Mar05 |
041116 |
8.72 |
8.89 |
8.71 |
8.87 |
+0.18 |
16,650 |
198,364 |
+704 |
| May05 |
041116 |
8.83 |
8.99 |
8.83 |
8.97 |
+0.18 |
1,578 |
39,576 |
-47 |
| Jul05 |
041116 |
8.72 |
8.81 |
8.71 |
8.79 |
+0.14 |
957 |
21,860 |
+143 |
| Oct05 |
041116 |
8.71 |
8.80 |
8.70 |
8.78 |
+0.12 |
708 |
21,759 |
-8 |
| Mar06 |
041116 |
8.57 |
8.66 |
8.57 |
8.66 |
+0.12 |
595 |
8,707 |
+334 |
| Total Volume and Open Interest |
20,499 |
294,559 |
+1,117 |
| Sugar #14(ICE) |
| Jan05 |
041116 |
20.32 |
20.60 |
20.32 |
20.55 |
+0.25 |
85 |
1,359 |
+38 |
| Mar05 |
041116 |
20.40 |
20.56 |
20.40 |
20.53 |
+0.17 |
61 |
3,607 |
+53 |
| May05 |
041116 |
20.50 |
20.60 |
20.50 |
20.55 |
+0.07 |
2 |
2,011 |
+2 |
| Jul05 |
041116 |
20.68 |
20.80 |
20.68 |
20.80 |
+0.14 |
7 |
1,543 |
+7 |
| Sep05 |
041116 |
20.80 |
20.87 |
20.80 |
20.87 |
+0.07 |
42 |
2,372 |
+6 |
| Total Volume and Open Interest |
199 |
11,507 |
+107 |
| London Cocoa(LCE) |
| Dec04 |
041116 |
957 |
959 |
925 |
928 |
-29 |
1,962 |
41,775 |
-215 |
| Mar05 |
041116 |
976 |
977 |
942 |
945 |
-29 |
3,528 |
57,607 |
+732 |
| May05 |
041116 |
988 |
988 |
955 |
957 |
-30 |
586 |
19,175 |
+415 |
| Jul05 |
041116 |
995 |
996 |
970 |
973 |
-30 |
440 |
15,780 |
+124 |
| Sep05 |
041116 |
1013 |
1013 |
989 |
993 |
-30 |
162 |
35,792 |
+76 |
| Dec05 |
041116 |
980 |
982 |
972 |
972 |
-29 |
153 |
29,344 |
+2 |
| Mar06 |
041116 |
978 |
980 |
978 |
980 |
-30 |
56 |
3,963 |
+48 |
| Total Volume and Open Interest |
6,890 |
203,878 |
+1,179 |
| London Coffee(LCE) |
| Nov04 |
041116 |
680.00 |
690.00 |
656.00 |
656.00 |
+4.00 |
47 |
4,200 |
-68 |
| Jan05 |
041116 |
703.00 |
714.00 |
665.00 |
678.00 |
+8.00 |
8,639 |
72,037 |
-3,048 |
| Mar05 |
041116 |
716.00 |
731.00 |
685.00 |
698.00 |
+9.00 |
3,210 |
53,278 |
+459 |
| May05 |
041116 |
740.00 |
748.00 |
713.00 |
717.00 |
+9.00 |
524 |
34,440 |
+40 |
| Jul05 |
041116 |
762.00 |
765.00 |
735.00 |
735.00 |
+8.00 |
0 |
9,221 |
+0 |
| Sep05 |
041116 |
783.00 |
784.00 |
750.00 |
752.00 |
+9.00 |
11 |
5,341 |
+0 |
| Total Volume and Open Interest |
12,441 |
180,548 |
-2,611 |
| London Sugar(LCE) |
| Mar05 |
041116 |
248.50 |
254.90 |
248.50 |
254.80 |
+6.30 |
1,614 |
28,013 |
+21 |
| May05 |
041116 |
258.00 |
262.50 |
258.00 |
262.50 |
+5.50 |
321 |
10,843 |
+267 |
| Aug05 |
041116 |
258.50 |
263.00 |
258.50 |
263.00 |
+5.00 |
60 |
4,722 |
+23 |
| Oct05 |
041116 |
260.00 |
263.50 |
260.00 |
263.50 |
+4.60 |
28 |
2,989 |
+1 |
| Dec05 |
041116 |
260.50 |
262.00 |
260.50 |
262.00 |
+3.70 |
0 |
1,685 |
+0 |
| Total Volume and Open Interest |
2,023 |
49,514 |
-2,241 |
| Cotton(ICE) |
| Dec04 |
041116 |
45.40 |
47.40 |
45.20 |
46.59 |
+1.68 |
13,229 |
19,687 |
-4,426 |
| Mar05 |
041116 |
42.50 |
43.33 |
41.80 |
42.12 |
+0.07 |
13,557 |
48,942 |
+4,077 |
| May05 |
041116 |
42.50 |
43.25 |
41.71 |
42.10 |
-0.38 |
848 |
7,259 |
+161 |
| Jul05 |
041116 |
43.66 |
44.25 |
42.60 |
42.72 |
-0.84 |
2,008 |
9,043 |
+367 |
| Oct05 |
041116 |
45.60 |
45.60 |
45.60 |
45.60 |
-0.40 |
12 |
64 |
+0 |
| Dec05 |
041116 |
47.45 |
47.50 |
46.50 |
46.51 |
-0.98 |
452 |
4,991 |
+166 |
| Total Volume and Open Interest |
30,151 |
91,270 |
+390 |
| Lumber(CME) |
| Jan05 |
041116 |
336.0 |
339.0 |
329.0 |
331.7 |
+2.2 |
640 |
2,864 |
-12 |
| Mar05 |
041116 |
344.3 |
344.9 |
335.5 |
338.0 |
-1.4 |
97 |
425 |
+34 |
| May05 |
041116 |
345.2 |
346.0 |
340.1 |
340.1 |
-2.0 |
65 |
131 |
+37 |
| Jul05 |
041116 |
344.9 |
344.9 |
344.9 |
344.9 |
-2.4 |
20 |
40 |
+9 |
| Total Volume and Open Interest |
1,069 |
3,577 |
-35 |
| Crude Oil(NYM) |
| Dec04 |
041116 |
47.20 |
47.40 |
46.07 |
46.11 |
-0.76 |
99,068 |
98,725 |
-9,704 |
| Jan05 |
041116 |
47.35 |
47.44 |
46.15 |
46.20 |
-0.75 |
82,623 |
195,701 |
+10,900 |
| Feb05 |
041116 |
47.35 |
47.45 |
46.20 |
46.29 |
-0.73 |
28,793 |
51,581 |
-2,246 |
| Mar05 |
041116 |
47.30 |
47.35 |
46.20 |
46.20 |
-0.72 |
18,625 |
37,923 |
+3,446 |
| Apr05 |
041116 |
46.95 |
46.95 |
45.89 |
45.89 |
-0.72 |
8,745 |
27,685 |
-650 |
| May05 |
041116 |
46.40 |
46.45 |
45.52 |
45.52 |
-0.72 |
3,860 |
16,613 |
-713 |
| Jun05 |
041116 |
46.00 |
46.15 |
45.14 |
45.14 |
-0.72 |
5,144 |
34,752 |
+1,285 |
| Jul05 |
041116 |
45.55 |
45.55 |
44.76 |
44.76 |
-0.72 |
2,497 |
12,710 |
-603 |
| Aug05 |
041116 |
44.38 |
44.38 |
44.38 |
44.38 |
-0.72 |
1,471 |
9,663 |
-1,004 |
| Sep05 |
041116 |
44.60 |
44.60 |
44.00 |
44.00 |
-0.72 |
197 |
12,022 |
+27 |
| Oct05 |
041116 |
43.63 |
43.63 |
43.63 |
43.63 |
-0.72 |
55 |
6,023 |
+26 |
| Nov05 |
041116 |
43.29 |
43.29 |
43.29 |
43.29 |
-0.72 |
20 |
12,790 |
-10 |
| Dec05 |
041116 |
43.85 |
43.85 |
42.98 |
42.98 |
-0.72 |
5,050 |
54,163 |
-716 |
| Jan06 |
041116 |
42.69 |
42.69 |
42.69 |
42.69 |
-0.71 |
0 |
8,143 |
+0 |
| Feb06 |
041116 |
42.43 |
42.43 |
42.43 |
42.43 |
-0.70 |
50 |
3,464 |
+50 |
| Mar06 |
041116 |
42.20 |
42.20 |
42.20 |
42.20 |
-0.69 |
81 |
8,217 |
+11 |
| Total Volume and Open Interest |
259,765 |
731,609 |
+486 |
| Heating Oil(NYM) |
| Dec04 |
041116 |
135.50 |
136.60 |
132.50 |
132.69 |
-1.62 |
26,817 |
40,255 |
-2,827 |
| Jan05 |
041116 |
137.00 |
137.40 |
133.55 |
133.67 |
-1.66 |
13,359 |
55,703 |
+1,206 |
| Feb05 |
041116 |
135.75 |
136.20 |
132.70 |
132.72 |
-1.51 |
3,707 |
22,997 |
-65 |
| Mar05 |
041116 |
131.10 |
132.50 |
129.32 |
129.32 |
-1.51 |
1,694 |
16,029 |
-165 |
| Apr05 |
041116 |
126.80 |
127.00 |
123.77 |
123.77 |
-1.61 |
431 |
6,450 |
-30 |
| May05 |
041116 |
120.80 |
120.80 |
119.72 |
119.72 |
-1.66 |
135 |
5,567 |
+61 |
| Jun05 |
041116 |
120.50 |
120.50 |
117.47 |
117.47 |
-1.71 |
1,005 |
7,367 |
-93 |
| Jul05 |
041116 |
116.57 |
116.57 |
116.57 |
116.57 |
-1.76 |
366 |
4,932 |
+192 |
| Aug05 |
041116 |
116.62 |
116.62 |
116.62 |
116.62 |
-1.81 |
30 |
1,955 |
+11 |
| Sep05 |
041116 |
118.60 |
118.60 |
117.27 |
117.27 |
-1.81 |
191 |
3,249 |
-97 |
| Oct05 |
041116 |
117.97 |
117.97 |
117.97 |
117.97 |
-1.81 |
6 |
356 |
+5 |
| Nov05 |
041116 |
118.67 |
118.67 |
118.67 |
118.67 |
-1.81 |
7 |
454 |
+6 |
| Total Volume and Open Interest |
48,397 |
175,331 |
-1,464 |
| Gasoline(NYMEX) |
| Dec04 |
041116 |
125.00 |
125.50 |
121.90 |
122.20 |
-1.59 |
25,005 |
34,174 |
-2,371 |
| Jan05 |
041116 |
126.20 |
126.30 |
123.10 |
123.40 |
-1.49 |
10,031 |
44,456 |
+1,871 |
| Feb05 |
041116 |
127.00 |
127.00 |
124.10 |
124.28 |
-1.46 |
2,372 |
11,544 |
+562 |
| Mar05 |
041116 |
127.40 |
127.60 |
125.15 |
125.15 |
-1.44 |
547 |
6,391 |
+62 |
| Apr05 |
041116 |
135.20 |
135.20 |
132.25 |
132.25 |
-1.44 |
718 |
12,960 |
-80 |
| May05 |
041116 |
133.00 |
133.00 |
132.33 |
132.33 |
-1.41 |
558 |
10,998 |
+200 |
| Jun05 |
041116 |
131.43 |
131.43 |
131.43 |
131.43 |
-1.36 |
417 |
5,832 |
-38 |
| Jul05 |
041116 |
129.68 |
129.68 |
129.68 |
129.68 |
-1.31 |
237 |
3,202 |
+134 |
| Aug05 |
041116 |
128.50 |
128.50 |
127.28 |
127.28 |
-1.26 |
114 |
1,902 |
+103 |
| Sep05 |
041116 |
124.23 |
124.23 |
124.23 |
124.23 |
-1.16 |
183 |
4,076 |
+20 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Dec04 |
041116 |
7.450 |
7.490 |
7.050 |
7.124 |
-0.312 |
29,435 |
37,614 |
-955 |
| Jan05 |
041116 |
8.070 |
8.070 |
7.670 |
7.757 |
-0.290 |
12,308 |
58,868 |
+557 |
| Feb05 |
041116 |
8.090 |
8.095 |
7.710 |
7.797 |
-0.295 |
4,131 |
27,918 |
+15 |
| Mar05 |
041116 |
7.830 |
7.850 |
7.500 |
7.572 |
-0.255 |
2,661 |
28,631 |
+261 |
| Apr05 |
041116 |
6.870 |
6.870 |
6.700 |
6.742 |
-0.130 |
3,082 |
19,508 |
-196 |
| May05 |
041116 |
6.730 |
6.730 |
6.580 |
6.622 |
-0.120 |
1,768 |
17,708 |
+10 |
| Jun05 |
041116 |
6.750 |
6.750 |
6.620 |
6.647 |
-0.120 |
1,069 |
11,979 |
-174 |
| Jul05 |
041116 |
6.780 |
6.780 |
6.660 |
6.677 |
-0.115 |
240 |
14,927 |
+50 |
| Aug05 |
041116 |
6.830 |
6.830 |
6.670 |
6.697 |
-0.115 |
847 |
11,709 |
-325 |
| Sep05 |
041116 |
6.770 |
6.770 |
6.640 |
6.676 |
-0.106 |
416 |
10,966 |
+33 |
| Oct05 |
041116 |
6.800 |
6.800 |
6.670 |
6.702 |
-0.100 |
964 |
17,714 |
+430 |
| Nov05 |
041116 |
7.065 |
7.065 |
6.950 |
6.977 |
-0.090 |
740 |
9,563 |
+24 |
| Dec05 |
041116 |
7.300 |
7.300 |
7.200 |
7.257 |
-0.085 |
730 |
10,125 |
+315 |
| Jan06 |
041116 |
7.490 |
7.490 |
7.410 |
7.457 |
-0.085 |
741 |
11,154 |
+83 |
| Feb06 |
041116 |
7.430 |
7.452 |
7.370 |
7.452 |
-0.085 |
172 |
8,330 |
+1 |
| Mar06 |
041116 |
7.280 |
7.280 |
7.190 |
7.247 |
-0.085 |
559 |
9,690 |
+33 |
| Total Volume and Open Interest |
64,389 |
380,400 |
+1,225 |
| Brent Crude Oil(ICE) |
| Jan05 |
041116 |
43.45 |
43.65 |
42.20 |
42.29 |
-0.75 |
44,716 |
80,336 |
-6,057 |
| Feb05 |
041116 |
43.85 |
44.10 |
43.08 |
43.19 |
-0.44 |
12,274 |
70,944 |
+10,554 |
| Mar05 |
041116 |
43.84 |
44.02 |
43.14 |
43.34 |
-0.41 |
5,083 |
21,648 |
-490 |
| Apr05 |
041116 |
43.70 |
43.82 |
43.00 |
43.22 |
-0.41 |
1,799 |
16,859 |
+836 |
| May05 |
041116 |
43.55 |
43.55 |
42.84 |
42.98 |
-0.42 |
1,443 |
8,202 |
+1,106 |
| Jun05 |
041116 |
43.14 |
43.28 |
42.55 |
42.70 |
-0.42 |
1,071 |
18,581 |
-670 |
| Jul05 |
041116 |
42.68 |
42.68 |
42.36 |
42.39 |
-0.42 |
0 |
5,234 |
-1,112 |
| Aug05 |
041116 |
42.10 |
42.10 |
42.10 |
42.10 |
-0.42 |
100 |
2,035 |
+0 |
| Sep05 |
041116 |
41.81 |
41.81 |
41.81 |
41.81 |
-0.42 |
0 |
5,879 |
-274 |
| Oct05 |
041116 |
41.45 |
41.52 |
41.45 |
41.52 |
-0.41 |
100 |
1,750 |
+700 |
| Nov05 |
041116 |
41.23 |
41.23 |
41.23 |
41.23 |
-0.40 |
0 |
2,772 |
+2,622 |
| Dec05 |
041116 |
41.40 |
41.40 |
40.79 |
40.94 |
-0.39 |
1,480 |
40,728 |
-1,302 |
| Total Volume and Open Interest |
72,957 |
326,756 |
-21,439 |
| Gas Oil(ICE) |
| Dec04 |
041116 |
406.25 |
411.00 |
403.50 |
406.50 |
+6.25 |
13,890 |
46,849 |
-670 |
| Jan05 |
041116 |
403.75 |
408.25 |
400.50 |
404.00 |
+5.50 |
9,186 |
29,640 |
+948 |
| Feb05 |
041116 |
396.00 |
401.00 |
395.00 |
397.50 |
+5.50 |
1,150 |
11,725 |
+983 |
| Mar05 |
041116 |
392.50 |
392.50 |
389.00 |
389.00 |
+5.25 |
258 |
7,112 |
+380 |
| Apr05 |
041116 |
380.25 |
380.25 |
380.25 |
380.25 |
+4.75 |
0 |
6,449 |
-43 |
| May05 |
041116 |
375.50 |
375.50 |
375.50 |
375.50 |
+4.50 |
0 |
3,262 |
-100 |
| Jun05 |
041116 |
370.00 |
375.50 |
369.75 |
372.25 |
+4.25 |
780 |
10,586 |
-100 |
| Jul05 |
041116 |
371.25 |
371.25 |
371.25 |
371.25 |
+4.50 |
0 |
1,049 |
+0 |
| Aug05 |
041116 |
367.75 |
372.00 |
367.75 |
370.25 |
+4.50 |
450 |
1,461 |
+0 |
| Sep05 |
041116 |
369.50 |
369.50 |
369.50 |
369.50 |
+4.50 |
0 |
4,889 |
+0 |
| Total Volume and Open Interest |
26,864 |
143,354 |
+1,948 |
| US Dollar Index(ICE) |
| Dec04 |
041116 |
84.030 |
84.140 |
83.670 |
83.870 |
-0.180 |
2,928 |
24,721 |
-309 |
| Mar05 |
041116 |
84.240 |
84.240 |
83.870 |
84.020 |
-0.190 |
46 |
2,849 |
+5 |
| Jun05 |
041116 |
84.200 |
84.200 |
84.200 |
84.200 |
-0.180 |
0 |
12 |
-1 |
| Total Volume and Open Interest |
2,975 |
27,595 |
-305 |
| Australian Dollar(CME) |
| Dec04 |
041116 |
77.10 |
77.28 |
76.96 |
77.07 |
-0.10 |
2,488 |
70,305 |
-916 |
| Mar05 |
041116 |
76.58 |
76.62 |
76.42 |
76.51 |
-0.10 |
13 |
936 |
+27 |
| Jun05 |
041116 |
76.01 |
76.01 |
76.01 |
76.01 |
-0.10 |
5 |
270 |
+0 |
| Total Volume and Open Interest |
2,506 |
71,730 |
-889 |
| British Pound(CME) |
| Dec04 |
041116 |
185.02 |
185.24 |
184.61 |
184.99 |
+0.85 |
2,028 |
88,815 |
-38 |
| Mar05 |
041116 |
184.05 |
184.20 |
183.82 |
183.82 |
+0.85 |
6 |
433 |
+6 |
| Jun05 |
041116 |
182.82 |
182.82 |
182.82 |
182.82 |
+0.85 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,054 |
89,277 |
-22 |
| Canadian Dollar(CME) |
| Dec04 |
041116 |
83.66 |
83.92 |
83.48 |
83.69 |
+0.45 |
4,789 |
101,198 |
-927 |
| Mar05 |
041116 |
83.60 |
83.75 |
83.45 |
83.62 |
+0.46 |
131 |
4,451 |
+109 |
| Jun05 |
041116 |
83.60 |
83.65 |
83.54 |
83.57 |
+0.47 |
14 |
1,836 |
+14 |
| Sep05 |
041116 |
83.43 |
83.53 |
83.43 |
83.53 |
+0.48 |
30 |
700 |
+25 |
| Total Volume and Open Interest |
4,964 |
108,490 |
-779 |
| Japanese Yen(CME) |
| Dec04 |
041116 |
95.06 |
95.22 |
94.76 |
95.03 |
-0.03 |
6,732 |
178,347 |
+2,076 |
| Mar05 |
041116 |
95.67 |
95.69 |
95.38 |
95.61 |
-0.03 |
28 |
1,317 |
+56 |
| Jun05 |
041116 |
96.10 |
96.25 |
96.10 |
96.25 |
-0.03 |
0 |
46 |
+0 |
| Total Volume and Open Interest |
6,766 |
179,735 |
+2,138 |
| Swiss Franc(CME) |
| Dec04 |
041116 |
85.21 |
85.38 |
84.98 |
85.09 |
+0.23 |
2,120 |
75,652 |
-551 |
| Mar05 |
041116 |
85.60 |
85.60 |
85.42 |
85.42 |
+0.23 |
7 |
455 |
+2 |
| Jun05 |
041116 |
85.77 |
85.77 |
85.77 |
85.77 |
+0.23 |
0 |
69 |
+0 |
| Total Volume and Open Interest |
2,127 |
76,178 |
-549 |
| EuroFX(CME) |
| Dec04 |
041116 |
129.73 |
129.94 |
129.42 |
129.66 |
+0.23 |
8,281 |
197,505 |
+482 |
| Mar05 |
041116 |
129.80 |
130.03 |
129.56 |
129.73 |
+0.23 |
132 |
3,316 |
+62 |
| Jun05 |
041116 |
129.88 |
129.88 |
129.88 |
129.88 |
+0.23 |
5 |
330 |
+5 |
| Total Volume and Open Interest |
8,418 |
201,310 |
+550 |
| Mexican Peso(CME) |
| Nov04 |
041115 |
879.8 |
879.8 |
879.8 |
879.8 |
unch |
|
|
|
| Dec04 |
041116 |
876.2 |
878.0 |
875.0 |
875.5 |
-0.2 |
8,702 |
67,811 |
+1,232 |
| Total Volume and Open Interest |
8,709 |
69,119 |
+1,233 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041116 |
112~190 |
112~260 |
112~060 |
112~150 |
-0~030 |
154,935 |
583,330 |
+2,829 |
| Mar05 |
041116 |
111~200 |
111~260 |
111~060 |
111~160 |
-0~020 |
7,488 |
44,507 |
+3,345 |
| Jun05 |
041116 |
110~140 |
110~190 |
110~140 |
110~190 |
-0~020 |
1 |
206 |
+0 |
| Total Volume and Open Interest |
162,426 |
628,045 |
+6,176 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041116 |
112~150 |
112~185 |
112~050 |
112~100 |
-0~045 |
451,316 |
1,620,071 |
-13,071 |
| Mar05 |
041116 |
111~245 |
111~310 |
111~175 |
111~225 |
-0~040 |
10,818 |
188,216 |
+1,120 |
| Jun05 |
041116 |
110~235 |
110~255 |
110~235 |
110~250 |
-0~035 |
200 |
4,204 |
+50 |
| Total Volume and Open Interest |
462,334 |
1,812,491 |
-11,901 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041116 |
110~056 |
110~056 |
110~018 |
110~036 |
-0~014 |
206,554 |
0 |
-1,043,829 |
| Mar05 |
041116 |
109~082 |
109~082 |
109~042 |
109~058 |
-0~014 |
6,915 |
0 |
-182,935 |
| Jun05 |
041116 |
108~120 |
108~120 |
108~120 |
108~120 |
-0~008 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
213,469 |
15 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041116 |
105~042 |
105~042 |
105~026 |
105~035 |
-0~005 |
447 |
208,844 |
+1,767 |
| Mar05 |
041116 |
104~116 |
104~119 |
104~114 |
104~117 |
-0~003 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
447 |
208,869 |
+1,767 |
| Eurodollars(CME) |
| Dec04 |
041116 |
97.558 |
97.560 |
97.530 |
97.545 |
-0.015 |
33,366 |
960,931 |
+19,558 |
| Mar05 |
041116 |
97.185 |
97.185 |
97.120 |
97.155 |
-0.035 |
25,680 |
932,535 |
-6,133 |
| Jun05 |
041116 |
96.920 |
96.920 |
96.845 |
96.885 |
-0.035 |
27,804 |
876,061 |
+11,038 |
| Sep05 |
041116 |
96.710 |
96.715 |
96.635 |
96.675 |
-0.035 |
28,874 |
778,742 |
+10,660 |
| Dec05 |
041116 |
96.530 |
96.530 |
96.455 |
96.500 |
-0.030 |
29,158 |
586,658 |
+33,894 |
| Mar06 |
041116 |
96.400 |
96.405 |
96.335 |
96.375 |
-0.025 |
22,407 |
453,386 |
+6,213 |
| Jun06 |
041116 |
96.290 |
96.295 |
96.220 |
96.265 |
-0.020 |
19,098 |
331,860 |
+6,016 |
| Sep06 |
041116 |
96.175 |
96.180 |
96.115 |
96.160 |
-0.005 |
16,085 |
260,893 |
+8,480 |
| Dec06 |
041116 |
96.060 |
96.060 |
95.990 |
96.040 |
-0.005 |
10,245 |
213,784 |
+7,435 |
| Mar07 |
041116 |
95.960 |
95.960 |
95.920 |
95.940 |
-0.005 |
13,318 |
160,264 |
+367 |
| Jun07 |
041116 |
95.860 |
95.860 |
95.810 |
95.835 |
-0.005 |
7,294 |
165,711 |
-470 |
| Sep07 |
041116 |
95.760 |
95.760 |
95.710 |
95.730 |
-0.010 |
9,132 |
119,127 |
+725 |
| Dec07 |
041116 |
95.645 |
95.645 |
95.595 |
95.620 |
-0.005 |
3,206 |
91,358 |
+395 |
| Mar08 |
041116 |
95.530 |
95.530 |
95.505 |
95.530 |
-0.005 |
5,288 |
84,239 |
+323 |
| Jun08 |
041116 |
95.410 |
95.430 |
95.400 |
95.425 |
-0.010 |
3,018 |
87,954 |
+648 |
| Sep08 |
041116 |
95.360 |
95.360 |
95.305 |
95.330 |
-0.010 |
3,949 |
79,701 |
+988 |
| Dec08 |
041116 |
95.220 |
95.230 |
95.190 |
95.220 |
-0.010 |
5,232 |
61,491 |
+12 |
| Mar09 |
041116 |
95.170 |
95.170 |
95.105 |
95.130 |
-0.015 |
5,097 |
49,800 |
-83 |
| Total Volume and Open Interest |
279,075 |
6,485,813 |
+101,653 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041116 |
98.070 |
98.070 |
98.070 |
98.070 |
-0.010 |
146 |
160,668 |
-1,397 |
| Dec04 |
041116 |
97.890 |
97.890 |
97.880 |
97.880 |
-0.010 |
2,159 |
137,977 |
+98 |
| Jan05 |
041116 |
97.790 |
97.790 |
97.780 |
97.780 |
-0.010 |
2,434 |
118,055 |
-239 |
| Feb05 |
041116 |
97.570 |
97.570 |
97.550 |
97.560 |
-0.020 |
905 |
36,770 |
+1,954 |
| Mar05 |
041116 |
97.470 |
97.480 |
97.470 |
97.480 |
-0.030 |
313 |
10,317 |
+322 |
| Apr05 |
041116 |
97.350 |
97.350 |
97.350 |
97.350 |
-0.030 |
185 |
2,164 |
+66 |
| Total Volume and Open Interest |
6,152 |
466,036 |
+824 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041116 |
98.070 |
98.075 |
98.070 |
98.070 |
-0.005 |
2,105 |
0 |
+0 |
| Dec04 |
041116 |
97.885 |
97.885 |
97.875 |
97.880 |
-0.005 |
5,489 |
0 |
+0 |
| Jan05 |
041116 |
97.790 |
97.795 |
97.775 |
97.780 |
-0.010 |
6,393 |
0 |
+0 |
| Feb05 |
041116 |
97.580 |
97.580 |
97.545 |
97.555 |
-0.020 |
3,545 |
0 |
+0 |
| Mar05 |
041116 |
97.500 |
97.510 |
97.475 |
97.480 |
-0.025 |
667 |
0 |
+0 |
| Apr05 |
041116 |
97.360 |
97.360 |
97.335 |
97.345 |
-0.030 |
794 |
0 |
+0 |
| Total Volume and Open Interest |
18,993 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041116 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
850 |
20,167 |
+620 |
| Mar05 |
041116 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
200 |
51,662 |
+217 |
| Jun05 |
041116 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
27,104 |
-99 |
| Sep05 |
041116 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
27 |
7,973 |
+25 |
| Dec05 |
041116 |
99.77 |
99.78 |
99.77 |
99.78 |
+0.01 |
0 |
6,001 |
+0 |
| Mar06 |
041116 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
2 |
8,894 |
+2 |
| Jun06 |
041116 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
4,261 |
+17 |
| Sep06 |
041116 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
0 |
3,184 |
+0 |
| Dec06 |
041116 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041116 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.01 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,079 |
130,710 |
+782 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041116 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
218 |
60,718 |
-749 |
| Mar05 |
041116 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
10 |
88,247 |
+58 |
| Jun05 |
041116 |
99.89 |
99.89 |
99.88 |
99.89 |
unch |
1,914 |
78,812 |
-547 |
| Sep05 |
041116 |
99.83 |
99.84 |
99.83 |
99.84 |
+0.00 |
565 |
44,952 |
-88 |
| Dec05 |
041116 |
99.76 |
99.77 |
99.76 |
99.77 |
+0.00 |
1,707 |
36,486 |
-1,044 |
| Mar06 |
041116 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
203 |
28,814 |
-705 |
| Jun06 |
041116 |
99.59 |
99.60 |
99.59 |
99.60 |
+0.01 |
100 |
13,008 |
-536 |
| Sep06 |
041116 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
20 |
7,406 |
+0 |
| Total Volume and Open Interest |
4,737 |
372,058 |
-3,611 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041116 |
138.15 |
138.38 |
138.02 |
138.29 |
+0.15 |
1,767 |
28,802 |
+437 |
| Mar05 |
041116 |
137.42 |
137.42 |
137.42 |
137.42 |
+0.18 |
0 |
8 |
+0 |
| Jun05 |
041116 |
137.42 |
137.42 |
137.42 |
137.42 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
1,767 |
28,810 |
+437 |
| Euro-Bund(EUREX) |
| Dec04 |
041116 |
117.85 |
118.18 |
117.71 |
117.96 |
+0.16 |
1,442,432 |
1,331,127 |
-5,534 |
| Mar05 |
041116 |
117.14 |
117.50 |
117.02 |
117.29 |
+0.18 |
11,968 |
52,609 |
-3,485 |
| Jun05 |
041116 |
116.48 |
116.48 |
116.46 |
116.46 |
+0.16 |
4,255 |
249 |
+0 |
| Total Volume and Open Interest |
1,458,655 |
1,383,985 |
-9,019 |
| Euro-Bobl(EUREX) |
| Dec04 |
041116 |
112.75 |
112.91 |
112.64 |
112.72 |
unch |
823,021 |
885,821 |
+3,129 |
| Mar05 |
041116 |
112.50 |
112.63 |
112.48 |
112.49 |
+0.01 |
2,931 |
19,273 |
+637 |
| Jun05 |
041116 |
111.72 |
111.72 |
111.72 |
111.72 |
unch |
1,600 |
800 |
+0 |
| Total Volume and Open Interest |
827,552 |
905,894 |
+3,766 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041116 |
97.805 |
97.810 |
97.805 |
97.805 |
-0.010 |
829 |
10,328 |
-35 |
| Mar05 |
041116 |
97.715 |
97.730 |
97.705 |
97.710 |
-0.045 |
520 |
7,362 |
+73 |
| Jun05 |
041116 |
97.635 |
97.650 |
97.610 |
97.610 |
-0.015 |
580 |
4,986 |
-45 |
| Total Volume and Open Interest |
2,099 |
29,751 |
-7 |
| Long Gilt(LIFFE) |
| Dec04 |
041116 |
109~02 |
109~12 |
109~00 |
109~06 |
+0~04 |
39,974 |
219,696 |
-3,024 |
| Mar05 |
041116 |
110~26 |
110~30 |
110~20 |
110~24 |
+0~04 |
604 |
4,762 |
+103 |
| Total Volume and Open Interest |
40,578 |
224,458 |
-2,921 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041116 |
95.11 |
95.12 |
95.10 |
95.11 |
-0.01 |
20,443 |
253,777 |
-3,039 |
| Mar05 |
041116 |
95.11 |
95.12 |
95.07 |
95.09 |
-0.02 |
44,685 |
281,606 |
-1,857 |
| Jun05 |
041116 |
95.16 |
95.18 |
95.11 |
95.14 |
-0.03 |
42,863 |
204,178 |
+11,780 |
| Sep05 |
041116 |
95.22 |
95.24 |
95.15 |
95.19 |
-0.03 |
52,019 |
218,369 |
+15,769 |
| Dec05 |
041116 |
95.23 |
95.25 |
95.15 |
95.19 |
-0.04 |
32,086 |
200,325 |
+1,083 |
| Mar06 |
041116 |
95.19 |
95.23 |
95.14 |
95.17 |
-0.04 |
10,986 |
102,007 |
-95 |
| Total Volume and Open Interest |
217,290 |
1,470,632 |
+28,518 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041116 |
97.800 |
97.815 |
97.795 |
97.805 |
unch |
99,816 |
659,575 |
+6,141 |
| Mar05 |
041116 |
97.720 |
97.740 |
97.695 |
97.710 |
-0.010 |
137,803 |
545,165 |
+5,649 |
| Jun05 |
041116 |
97.630 |
97.655 |
97.605 |
97.615 |
-0.020 |
157,300 |
550,666 |
+6,890 |
| Total Volume and Open Interest |
678,091 |
3,267,809 |
+20,774 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041116 |
94.53 |
94.55 |
94.53 |
94.54 |
unch |
13,402 |
113,757 |
+1,582 |
| Mar05 |
041116 |
94.41 |
94.44 |
94.41 |
94.42 |
unch |
19,387 |
140,385 |
+2,184 |
| Jun05 |
041116 |
94.37 |
94.39 |
94.36 |
94.37 |
-0.01 |
5,375 |
62,171 |
-1,552 |
| Sep05 |
041116 |
94.35 |
94.37 |
94.34 |
94.35 |
unch |
1,993 |
25,512 |
-2,715 |
| Dec05 |
041116 |
94.32 |
94.35 |
94.32 |
94.32 |
unch |
194 |
16,885 |
-35 |
| Mar06 |
041116 |
94.33 |
94.33 |
94.29 |
94.29 |
-0.01 |
160 |
13,137 |
+135 |
| Jun06 |
041116 |
94.31 |
94.31 |
94.26 |
94.26 |
-0.02 |
110 |
9,519 |
-100 |
| Sep06 |
041116 |
94.26 |
94.26 |
94.24 |
94.24 |
-0.01 |
100 |
6,068 |
+40 |
| Dec06 |
041116 |
94.22 |
94.23 |
94.20 |
94.22 |
+0.01 |
85 |
2,891 |
+35 |
| Mar07 |
041116 |
94.20 |
94.20 |
94.17 |
94.19 |
+0.01 |
25 |
1,859 |
+20 |
| Total Volume and Open Interest |
40,831 |
395,639 |
-406 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041116 |
94.50 |
94.53 |
94.49 |
94.50 |
unch |
19,232 |
263,037 |
-6,071 |
| Mar05 |
041116 |
94.50 |
94.50 |
94.50 |
94.50 |
unch |
|
|
|
| Total Volume and Open Interest |
19,232 |
263,037 |
-6,071 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041116 |
94.68 |
94.70 |
94.66 |
94.67 |
-0.01 |
50,530 |
380,664 |
-11,492 |
| Mar05 |
041116 |
94.67 |
94.67 |
94.67 |
94.67 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
50,530 |
380,664 |
-11,492 |
| Gold(CMX) |
| Dec04 |
041116 |
438.2 |
441.4 |
437.5 |
440.5 |
+3.2 |
49,424 |
245,173 |
-2,734 |
| Feb05 |
041116 |
440.5 |
443.5 |
439.8 |
442.6 |
+3.2 |
4,320 |
35,831 |
+1,085 |
| Apr05 |
041116 |
442.3 |
445.6 |
442.3 |
444.6 |
+3.3 |
1,306 |
8,661 |
-12 |
| Jun05 |
041116 |
444.5 |
447.7 |
443.9 |
446.7 |
+3.3 |
555 |
16,482 |
+110 |
| Aug05 |
041116 |
449.0 |
449.0 |
449.0 |
449.0 |
+3.4 |
370 |
6,490 |
-137 |
| Oct05 |
041116 |
452.0 |
452.0 |
451.2 |
451.2 |
+3.4 |
305 |
3,225 |
+192 |
| Dec05 |
041116 |
453.0 |
454.0 |
451.5 |
453.5 |
+3.4 |
1,780 |
11,811 |
+1,030 |
| Feb06 |
041116 |
455.9 |
455.9 |
455.9 |
455.9 |
+3.4 |
0 |
844 |
+0 |
| Apr06 |
041116 |
458.3 |
458.3 |
458.3 |
458.3 |
+3.5 |
0 |
491 |
+0 |
| Jun06 |
041116 |
461.5 |
461.5 |
460.7 |
460.7 |
+3.5 |
106 |
8,693 |
+5 |
| Aug06 |
041116 |
463.2 |
463.2 |
463.2 |
463.2 |
+3.5 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
58,372 |
346,795 |
-414 |
| Silver(CMX) |
| Dec04 |
041116 |
755.0 |
763.0 |
748.0 |
759.2 |
+2.0 |
11,215 |
84,525 |
-1,630 |
| Mar05 |
041116 |
761.0 |
768.0 |
755.0 |
764.1 |
+2.0 |
2,006 |
25,579 |
+1,182 |
| May05 |
041116 |
765.0 |
769.0 |
765.0 |
766.9 |
+2.1 |
56 |
2,869 |
+13 |
| Jul05 |
041116 |
765.0 |
774.0 |
765.0 |
769.7 |
+2.4 |
14 |
2,431 |
+7 |
| Sep05 |
041116 |
771.9 |
771.9 |
771.9 |
771.9 |
+2.3 |
2 |
599 |
-1 |
| Dec05 |
041116 |
770.0 |
778.0 |
770.0 |
774.8 |
+2.1 |
388 |
4,855 |
+213 |
| Mar06 |
041116 |
777.4 |
777.4 |
777.4 |
777.4 |
+2.4 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
13,722 |
122,865 |
-173 |
| Platinum(NYMEX) |
| Jan05 |
041116 |
871.0 |
871.0 |
866.0 |
868.9 |
-8.4 |
1,205 |
7,131 |
+214 |
| Apr05 |
041116 |
868.0 |
868.0 |
863.0 |
866.4 |
-8.4 |
1 |
509 |
+0 |
| Total Volume and Open Interest |
1,206 |
7,640 |
+214 |
| Palladium(NYMEX) |
| Dec04 |
041116 |
218.50 |
222.00 |
218.00 |
222.00 |
+2.50 |
791 |
7,812 |
-298 |
| Mar05 |
041116 |
221.00 |
224.15 |
220.25 |
224.15 |
+2.50 |
525 |
3,268 |
+298 |
| Jun05 |
041116 |
225.65 |
225.65 |
225.65 |
225.65 |
+2.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
1,316 |
11,090 |
+0 |
| Copper(CMX) |
| Dec04 |
041116 |
137.40 |
137.50 |
135.50 |
136.90 |
-1.85 |
5,328 |
34,714 |
-1,033 |
| Mar05 |
041116 |
136.40 |
136.40 |
133.80 |
135.40 |
-2.10 |
3,102 |
26,574 |
+1,402 |
| May05 |
041116 |
130.20 |
130.55 |
130.00 |
130.55 |
-2.05 |
392 |
4,487 |
-6 |
| Jul05 |
041116 |
125.70 |
126.20 |
125.70 |
126.00 |
-1.75 |
299 |
2,464 |
+200 |
| Sep05 |
041116 |
121.90 |
121.90 |
119.55 |
121.30 |
-1.75 |
157 |
1,759 |
+140 |
| Total Volume and Open Interest |
9,825 |
80,675 |
+534 |
| Aluminum(CMX) |
| Nov04 |
041116 |
88.20 |
88.60 |
88.20 |
88.60 |
+0.15 |
6 |
573 |
-6 |
| Dec04 |
041116 |
88.05 |
88.40 |
88.05 |
88.35 |
+0.15 |
0 |
1,197 |
+0 |
| Jan05 |
041116 |
88.10 |
88.20 |
88.00 |
88.00 |
+0.10 |
25 |
810 |
+0 |
| Feb05 |
041116 |
87.75 |
87.75 |
87.75 |
87.75 |
+0.05 |
0 |
651 |
+0 |
| Mar05 |
041116 |
87.60 |
87.60 |
87.60 |
87.60 |
unch |
45 |
657 |
+25 |
| Apr05 |
041116 |
87.25 |
87.25 |
87.25 |
87.25 |
-0.10 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
96 |
9,871 |
+14 |
| DJIA Index(CBOT) |
| Dec04 |
041116 |
10540 |
10540 |
10482 |
10503 |
-59 |
6,942 |
42,737 |
+1,564 |
| Mar05 |
041116 |
10490 |
10510 |
10490 |
10506 |
-59 |
13 |
89 |
+4 |
| Jun05 |
041116 |
10522 |
10522 |
10522 |
10522 |
-59 |
1 |
2 |
+0 |
| Total Volume and Open Interest |
6,956 |
42,829 |
+1,568 |
| S & P 500(CME) |
| Dec04 |
041116 |
1182.00 |
1182.20 |
1175.80 |
1177.40 |
-8.50 |
35,130 |
653,280 |
+10,311 |
| Mar05 |
041116 |
1180.30 |
1180.80 |
1179.00 |
1179.40 |
-8.40 |
2,240 |
39,913 |
+2,235 |
| Jun05 |
041116 |
1182.70 |
1182.70 |
1182.70 |
1182.70 |
-8.40 |
374 |
3,072 |
+338 |
| Sep05 |
041116 |
1186.00 |
1186.00 |
1186.00 |
1186.00 |
-8.40 |
45 |
1,100 |
+45 |
| Total Volume and Open Interest |
37,789 |
697,528 |
+12,929 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041116 |
1185.25 |
1185.75 |
1175.75 |
1177.50 |
-8.50 |
625,695 |
986,427 |
+39,882 |
| Mar05 |
041116 |
1187.50 |
1187.50 |
1178.50 |
1179.50 |
-8.25 |
818 |
46,835 |
+378 |
| Total Volume and Open Interest |
626,513 |
1,033,262 |
+40,260 |
| NASDAQ 100(CME) |
| Dec04 |
041116 |
1557.00 |
1558.00 |
1543.50 |
1555.50 |
-8.00 |
7,292 |
85,566 |
+1,158 |
| Mar05 |
041116 |
1563.50 |
1563.50 |
1563.50 |
1563.50 |
-8.00 |
0 |
57 |
+3 |
| Jun05 |
041116 |
1570.50 |
1570.50 |
1570.50 |
1570.50 |
-8.00 |
|
|
|
| Total Volume and Open Interest |
7,292 |
85,623 |
+1,161 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041116 |
1562.50 |
1564.00 |
1543.50 |
1555.50 |
-8.00 |
236,699 |
380,031 |
+10,009 |
| Mar05 |
041116 |
1585.50 |
1585.50 |
1552.50 |
1563.50 |
-8.00 |
234 |
2,334 |
+47 |
| Total Volume and Open Interest |
236,933 |
382,365 |
+10,056 |
| S & P Midcap 400(CME) |
| Dec04 |
041116 |
635.00 |
635.00 |
630.00 |
632.00 |
-2.00 |
213 |
14,074 |
-9 |
| Mar05 |
041116 |
632.00 |
632.50 |
632.00 |
632.50 |
-2.00 |
1 |
3 |
+2 |
| Jun05 |
041116 |
632.00 |
632.50 |
632.00 |
632.50 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
214 |
14,077 |
-7 |
| Russell 2000(CME) |
| Dec04 |
041116 |
622.00 |
623.50 |
617.50 |
619.50 |
-5.25 |
1,048 |
27,248 |
-124 |
| Mar05 |
041116 |
620.80 |
620.80 |
620.80 |
620.80 |
-5.20 |
0 |
108 |
+0 |
| Jun05 |
041116 |
620.80 |
620.80 |
620.80 |
620.80 |
-4.20 |
|
|
|
| Total Volume and Open Interest |
1,048 |
27,356 |
-124 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041116 |
624.30 |
624.50 |
617.50 |
619.50 |
-5.30 |
60,218 |
125,194 |
+1,122 |
| Mar05 |
041116 |
620.00 |
620.80 |
620.00 |
620.80 |
-5.20 |
2 |
315 |
+1 |
| Total Volume and Open Interest |
60,220 |
125,509 |
+1,123 |
| Nikkei 225(CME) |
| Dec04 |
041116 |
11250 |
11280 |
11135 |
11185 |
-30 |
14,597 |
178,158 |
+4,484 |
| Mar05 |
041116 |
11180 |
11180 |
11180 |
11180 |
-30 |
|
|
|
| Total Volume and Open Interest |
14,597 |
178,158 |
+4,465 |
| Nikkei 225(SGX) |
| Dec04 |
041116 |
11250 |
11280 |
11135 |
11185 |
-30 |
14,597 |
178,158 |
+4,484 |
| Mar05 |
041116 |
11180 |
11180 |
11180 |
11180 |
-30 |
|
|
|
| Jun05 |
041116 |
11125 |
11125 |
11125 |
11125 |
-30 |
|
|
|
| Total Volume and Open Interest |
14,597 |
178,158 |
+4,465 |
| CAC 40(EURONEXT) |
| Nov04 |
041116 |
3838.0 |
3838.0 |
3782.0 |
3793.0 |
-33.5 |
51,927 |
415,414 |
-208 |
| Dec04 |
041116 |
3833.0 |
3836.0 |
3780.0 |
3790.5 |
-33.5 |
10,499 |
150,841 |
+7,012 |
| Jan05 |
041116 |
3797.0 |
3797.0 |
3797.0 |
3797.0 |
-33.5 |
|
|
|
| Total Volume and Open Interest |
62,426 |
575,292 |
+6,804 |
| Hang Seng Index(HKFE) |
| Nov04 |
041116 |
13899 |
13899 |
13712 |
13744 |
-165 |
23,787 |
116,420 |
+920 |
| Dec04 |
041116 |
13880 |
13882 |
13699 |
13730 |
-164 |
598 |
1,471 |
+96 |
| Total Volume and Open Interest |
24,438 |
120,329 |
+1,039 |
| DAX(EUREX) |
| Dec04 |
041116 |
4148.0 |
4153.0 |
4115.0 |
4133.0 |
-21.5 |
106,162 |
182,726 |
-552 |
| Mar05 |
041116 |
4172.0 |
4174.0 |
4139.0 |
4155.5 |
-22.0 |
498 |
10,712 |
-5 |
| Jun05 |
041116 |
4193.5 |
4198.0 |
4162.5 |
4179.5 |
-21.5 |
522 |
1,661 |
-31 |
| Total Volume and Open Interest |
107,182 |
195,099 |
-588 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041116 |
4817.00 |
4825.00 |
4771.00 |
4776.00 |
-32.50 |
52,978 |
460,271 |
+1,982 |
| Mar05 |
041116 |
4815.00 |
4815.50 |
4778.00 |
4778.00 |
-33.00 |
308 |
18,634 |
+301 |
| Jun05 |
041116 |
4827.00 |
4827.00 |
4796.00 |
4796.00 |
-34.00 |
0 |
17,710 |
+0 |
| Total Volume and Open Interest |
53,286 |
497,615 |
+2,283 |
| SPI 200(SFE) |
| Dec04 |
041116 |
3886.0 |
3887.0 |
3869.0 |
3876.0 |
-11.0 |
11,167 |
169,866 |
+3,754 |
| Mar05 |
041116 |
3894.0 |
3894.0 |
3880.0 |
3887.0 |
-11.0 |
63 |
3,531 |
-30 |
| Jun05 |
041116 |
3907.0 |
3908.0 |
3897.0 |
3901.0 |
-11.0 |
31 |
3,124 |
+3 |
| Total Volume and Open Interest |
11,402 |
180,556 |
+3,782 |
| GSCI(CME) |
| Dec04 |
041116 |
336.10 |
336.15 |
330.25 |
330.55 |
-4.05 |
489 |
16,787 |
+149 |
| Jan05 |
041116 |
330.50 |
330.50 |
330.50 |
330.50 |
-4.00 |
0 |
3 |
+0 |
| Feb05 |
041116 |
332.00 |
332.00 |
328.00 |
328.00 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
702 |
17,803 |
|
| RJ/CRB Index(ICE) |
| Jan05 |
041116 |
284.00 |
286.00 |
284.00 |
284.65 |
+0.15 |
69 |
316 |
-2 |
| Feb05 |
041116 |
282.90 |
282.90 |
282.90 |
282.90 |
+0.15 |
0 |
116 |
+0 |
| Apr05 |
041116 |
282.65 |
282.65 |
282.65 |
282.65 |
+0.15 |
2 |
110 |
+0 |
| Total Volume and Open Interest |
85 |
556 |
-85 |
|
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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