|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu November 18, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041118 |
551.50 |
557.00 |
549.50 |
555.00 |
+2.00 |
66,597 |
110,261 |
-1,333 |
Mar05 |
041118 |
556.00 |
561.00 |
554.50 |
559.75 |
+1.75 |
15,685 |
49,211 |
+1,349 |
May05 |
041118 |
562.00 |
567.50 |
561.50 |
566.75 |
+2.75 |
7,080 |
30,417 |
+809 |
Jul05 |
041118 |
570.00 |
574.50 |
568.00 |
572.75 |
+2.25 |
6,104 |
26,655 |
+507 |
Aug05 |
041118 |
576.00 |
577.00 |
572.00 |
576.00 |
+2.50 |
371 |
1,653 |
+174 |
Sep05 |
041118 |
577.00 |
577.00 |
577.00 |
577.00 |
+2.00 |
1 |
324 |
-1 |
Nov05 |
041118 |
584.00 |
589.00 |
582.00 |
587.50 |
+2.25 |
1,691 |
8,140 |
+87 |
Total Volume and Open Interest |
97,536 |
226,678 |
+1,589 |
Soybean Meal(CBOT) |
Dec04 |
041118 |
158.00 |
161.00 |
157.70 |
160.10 |
+2.30 |
16,456 |
36,486 |
-2,979 |
Jan05 |
041118 |
160.50 |
162.20 |
159.30 |
161.60 |
+2.10 |
7,563 |
25,023 |
-921 |
Mar05 |
041118 |
163.50 |
164.80 |
161.90 |
163.90 |
+1.50 |
6,016 |
28,928 |
+45 |
May05 |
041118 |
166.40 |
167.50 |
165.00 |
166.60 |
+1.20 |
2,699 |
17,081 |
+424 |
Jul05 |
041118 |
170.50 |
171.80 |
168.80 |
170.30 |
+1.10 |
4,970 |
23,544 |
-36 |
Aug05 |
041118 |
173.50 |
173.50 |
170.50 |
171.80 |
+1.30 |
295 |
8,715 |
+88 |
Sep05 |
041118 |
175.00 |
175.00 |
172.50 |
172.70 |
+1.10 |
159 |
5,553 |
+7 |
Oct05 |
041118 |
176.00 |
176.00 |
174.00 |
174.00 |
unch |
89 |
3,183 |
+25 |
Total Volume and Open Interest |
38,689 |
154,029 |
-3,324 |
Soybean Oil(CBOT) |
Dec04 |
041118 |
21.55 |
21.65 |
21.25 |
21.44 |
-0.17 |
11,533 |
34,210 |
-1,856 |
Jan05 |
041118 |
21.70 |
21.77 |
21.40 |
21.56 |
-0.17 |
8,764 |
31,527 |
-300 |
Mar05 |
041118 |
21.77 |
21.85 |
21.53 |
21.69 |
-0.13 |
3,355 |
29,159 |
+579 |
May05 |
041118 |
21.90 |
22.00 |
21.65 |
21.78 |
-0.17 |
2,446 |
18,327 |
-378 |
Jul05 |
041118 |
21.93 |
22.03 |
21.75 |
21.86 |
-0.16 |
3,066 |
17,796 |
+570 |
Aug05 |
041118 |
21.92 |
22.05 |
21.85 |
21.85 |
-0.17 |
36 |
6,218 |
+6 |
Sep05 |
041118 |
21.90 |
21.95 |
21.87 |
21.87 |
-0.16 |
23 |
3,492 |
+7 |
Oct05 |
041118 |
22.05 |
22.05 |
21.90 |
21.90 |
-0.13 |
75 |
2,400 |
+55 |
Total Volume and Open Interest |
30,418 |
150,125 |
-1,367 |
Canola(WCE) |
Nov04 |
041112 |
288.5 |
288.5 |
288.5 |
288.5 |
unch |
45 |
42 |
+0 |
Jan05 |
041118 |
298.0 |
301.0 |
294.5 |
294.5 |
-5.4 |
4,834 |
45,559 |
+891 |
Mar05 |
041118 |
305.5 |
305.5 |
299.5 |
299.6 |
-4.4 |
744 |
9,255 |
+517 |
May05 |
041118 |
305.0 |
305.0 |
305.0 |
305.0 |
-5.0 |
34 |
766 |
-11 |
Jul05 |
041118 |
314.0 |
314.0 |
311.0 |
311.0 |
-5.8 |
9 |
506 |
+0 |
Total Volume and Open Interest |
6,039 |
68,100 |
+1,515 |
Corn(CBOT) |
Dec04 |
041118 |
204.00 |
204.75 |
202.75 |
204.00 |
-1.75 |
60,198 |
221,190 |
-8,787 |
Mar05 |
041118 |
215.00 |
215.75 |
214.00 |
215.00 |
-2.50 |
34,828 |
253,952 |
+10,192 |
May05 |
041118 |
223.00 |
223.00 |
221.75 |
222.25 |
-2.50 |
2,887 |
59,049 |
+398 |
Jul05 |
041118 |
229.50 |
229.50 |
228.25 |
229.25 |
-1.75 |
4,251 |
65,653 |
+929 |
Sep05 |
041118 |
235.00 |
236.50 |
234.50 |
236.00 |
-1.25 |
589 |
16,601 |
+56 |
Dec05 |
041118 |
242.75 |
244.50 |
241.75 |
244.25 |
-0.50 |
2,596 |
36,664 |
+674 |
Total Volume and Open Interest |
105,479 |
655,837 |
+3,516 |
Wheat(CBOT) |
Dec04 |
041118 |
316.50 |
320.50 |
315.50 |
316.25 |
-2.25 |
28,192 |
54,451 |
-5,221 |
Mar05 |
041118 |
327.00 |
331.50 |
326.50 |
326.75 |
-3.00 |
19,961 |
93,049 |
+3,560 |
May05 |
041118 |
335.00 |
337.50 |
333.00 |
333.75 |
-3.25 |
1,086 |
11,037 |
-23 |
Jul05 |
041118 |
344.00 |
344.25 |
339.50 |
339.75 |
-3.00 |
2,428 |
10,687 |
+1,005 |
Sep05 |
041118 |
348.50 |
349.00 |
346.50 |
347.00 |
-2.00 |
1 |
298 |
+0 |
Total Volume and Open Interest |
52,846 |
172,961 |
-661 |
Wheat(KCBT) |
Dec04 |
041118 |
355.00 |
360.00 |
354.00 |
357.25 |
-0.50 |
7,616 |
27,402 |
-4,023 |
Mar05 |
041118 |
353.50 |
358.00 |
353.00 |
354.00 |
-2.25 |
8,259 |
33,476 |
+728 |
May05 |
041118 |
353.50 |
356.00 |
352.50 |
352.50 |
-4.25 |
627 |
5,069 |
+159 |
Jul05 |
041118 |
349.50 |
351.00 |
347.50 |
347.75 |
-3.75 |
834 |
9,359 |
-4 |
Sep05 |
041118 |
355.00 |
355.00 |
352.00 |
352.00 |
-3.50 |
16 |
1,428 |
+2 |
Total Volume and Open Interest |
17,353 |
76,976 |
-3,137 |
Wheat(MGE) |
Dec04 |
041118 |
371.00 |
373.00 |
369.50 |
370.25 |
-2.75 |
3,463 |
11,511 |
-753 |
Mar05 |
041118 |
373.50 |
375.00 |
372.00 |
372.50 |
-2.75 |
2,878 |
14,773 |
+86 |
May05 |
041118 |
376.50 |
376.50 |
374.00 |
374.50 |
-2.25 |
134 |
5,167 |
+33 |
Jul05 |
041118 |
376.00 |
376.50 |
374.75 |
375.00 |
-1.75 |
53 |
2,324 |
+22 |
Sep05 |
041118 |
367.00 |
367.00 |
367.00 |
367.00 |
-0.50 |
5 |
1,045 |
+5 |
Total Volume and Open Interest |
6,548 |
35,043 |
-597 |
Oats(CBOT) |
Dec04 |
041118 |
148.00 |
150.00 |
147.50 |
147.50 |
unch |
838 |
5,105 |
+40 |
Mar05 |
041118 |
154.25 |
155.75 |
153.25 |
153.50 |
-0.50 |
267 |
3,321 |
+19 |
May05 |
041118 |
160.00 |
160.00 |
157.50 |
157.75 |
-1.25 |
12 |
176 |
+7 |
Jul05 |
041118 |
163.00 |
163.00 |
163.00 |
163.00 |
unch |
1 |
39 |
+1 |
Total Volume and Open Interest |
1,118 |
8,644 |
+67 |
Rough Rice(CBOT) |
Nov04 |
041118 |
6.96 |
6.99 |
6.91 |
6.99 |
-0.08 |
22 |
463 |
+2 |
Jan05 |
041118 |
7.02 |
7.02 |
6.93 |
7.00 |
-0.06 |
132 |
3,315 |
+3 |
Mar05 |
041118 |
7.20 |
7.22 |
7.13 |
7.20 |
-0.06 |
12 |
905 |
-1 |
May05 |
041118 |
7.40 |
7.40 |
7.40 |
7.40 |
-0.06 |
10 |
256 |
+0 |
Total Volume and Open Interest |
166 |
4,993 |
+4 |
Live Cattle(CME) |
Dec04 |
041118 |
86.000 |
86.000 |
84.325 |
84.625 |
-2.700 |
9,328 |
27,695 |
-2,516 |
Feb05 |
041118 |
87.500 |
87.500 |
85.900 |
85.975 |
-2.925 |
9,774 |
53,335 |
+1,779 |
Apr05 |
041118 |
82.350 |
83.850 |
82.350 |
82.975 |
-2.375 |
2,000 |
13,104 |
-143 |
Jun05 |
041118 |
79.000 |
79.850 |
78.150 |
79.125 |
-2.025 |
1,072 |
8,963 |
+180 |
Aug05 |
041118 |
78.000 |
79.000 |
77.700 |
78.450 |
-1.725 |
474 |
4,839 |
-31 |
Oct05 |
041118 |
79.700 |
79.850 |
79.300 |
79.375 |
-1.825 |
131 |
2,013 |
+99 |
Total Volume and Open Interest |
22,808 |
110,762 |
-622 |
Feeder Cattle(CME) |
Nov04 |
041118 |
108.200 |
108.325 |
108.000 |
108.275 |
-0.100 |
365 |
1,657 |
-292 |
Jan05 |
041118 |
100.700 |
102.100 |
100.700 |
100.700 |
-3.000 |
1,766 |
9,044 |
+129 |
Mar05 |
041118 |
95.700 |
96.500 |
95.700 |
95.700 |
-3.000 |
319 |
2,393 |
+75 |
Apr05 |
041118 |
96.000 |
96.000 |
94.350 |
94.350 |
-3.000 |
180 |
1,171 |
+84 |
May05 |
041118 |
95.050 |
95.200 |
94.150 |
94.225 |
-2.925 |
52 |
1,123 |
+16 |
Aug05 |
041118 |
99.500 |
99.500 |
97.000 |
97.500 |
-2.400 |
28 |
249 |
+27 |
Sep05 |
041118 |
97.000 |
97.000 |
97.000 |
97.000 |
-1.700 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,710 |
15,639 |
+39 |
Lean Hogs(CME) |
Dec04 |
041118 |
75.675 |
75.675 |
73.450 |
74.400 |
-0.425 |
7,968 |
24,776 |
-861 |
Feb05 |
041118 |
73.750 |
73.800 |
72.450 |
73.175 |
+0.300 |
9,116 |
47,942 |
+2,475 |
Apr05 |
041118 |
70.450 |
70.500 |
69.400 |
70.100 |
+0.025 |
1,258 |
11,642 |
+31 |
May05 |
041118 |
69.025 |
69.450 |
69.000 |
69.300 |
+0.550 |
93 |
1,955 |
+26 |
Jun05 |
041118 |
73.000 |
73.400 |
72.400 |
73.250 |
+0.400 |
1,197 |
6,112 |
+170 |
Jul05 |
041118 |
69.200 |
69.600 |
68.675 |
69.125 |
+0.025 |
572 |
1,432 |
-117 |
Aug05 |
041118 |
64.800 |
66.000 |
64.700 |
65.950 |
+1.250 |
85 |
888 |
+6 |
Oct05 |
041118 |
56.000 |
57.250 |
56.000 |
56.825 |
+1.300 |
8 |
330 |
+5 |
Total Volume and Open Interest |
20,303 |
95,165 |
+1,741 |
Pork Bellies(CME) |
Feb05 |
041118 |
100.400 |
100.800 |
99.000 |
99.725 |
+0.075 |
399 |
1,493 |
-39 |
Mar05 |
041118 |
100.150 |
100.150 |
100.150 |
100.150 |
unch |
1 |
25 |
-1 |
May05 |
041118 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.200 |
0 |
23 |
+0 |
Jul05 |
041118 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
1 |
13 |
+1 |
Aug05 |
041118 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
401 |
1,555 |
-39 |
Class III Milk(CME) |
Nov04 |
041118 |
14.91 |
14.92 |
14.90 |
14.92 |
-0.03 |
78 |
4,038 |
+6 |
Dec04 |
041118 |
14.90 |
15.59 |
14.90 |
15.59 |
+0.75 |
1,078 |
3,983 |
+170 |
Jan05 |
041118 |
13.48 |
14.10 |
13.48 |
14.10 |
+0.70 |
622 |
2,290 |
-104 |
Feb05 |
041118 |
12.50 |
12.90 |
12.50 |
12.90 |
+0.45 |
85 |
2,108 |
+4 |
Mar05 |
041118 |
12.45 |
12.75 |
12.45 |
12.60 |
+0.25 |
77 |
2,390 |
+25 |
Total Volume and Open Interest |
2,262 |
22,644 |
+162 |
Cocoa(ICE) |
Dec04 |
041118 |
1625 |
1650 |
1611 |
1611 |
-5 |
135 |
652 |
-26 |
Mar05 |
041118 |
1615 |
1647 |
1600 |
1609 |
-1 |
9,179 |
51,761 |
-1,589 |
May05 |
041118 |
1642 |
1642 |
1610 |
1616 |
-3 |
882 |
11,841 |
+100 |
Jul05 |
041118 |
1639 |
1648 |
1611 |
1620 |
-2 |
672 |
11,425 |
+9 |
Sep05 |
041118 |
1645 |
1648 |
1625 |
1625 |
-1 |
204 |
9,390 |
-42 |
Dec05 |
041118 |
1635 |
1645 |
1628 |
1628 |
-1 |
278 |
8,542 |
+60 |
Mar06 |
041118 |
1638 |
1654 |
1625 |
1631 |
+1 |
611 |
10,994 |
+561 |
Total Volume and Open Interest |
12,861 |
117,626 |
-37 |
Coffee "C"(ICE) |
Dec04 |
041118 |
88.50 |
90.00 |
87.25 |
88.90 |
+0.85 |
16,350 |
5,274 |
-10,707 |
Mar05 |
041118 |
92.00 |
93.40 |
90.60 |
92.30 |
+0.65 |
24,935 |
67,898 |
+5,042 |
May05 |
041118 |
93.30 |
94.75 |
92.50 |
94.05 |
+0.80 |
3,391 |
8,982 |
+1,862 |
Jul05 |
041118 |
94.75 |
96.50 |
94.50 |
95.65 |
+0.90 |
314 |
2,859 |
-99 |
Sep05 |
041118 |
96.50 |
97.75 |
95.60 |
97.25 |
+1.00 |
516 |
1,873 |
+125 |
Dec05 |
041118 |
99.25 |
100.25 |
98.00 |
99.85 |
+1.10 |
22 |
808 |
+15 |
Total Volume and Open Interest |
45,535 |
87,972 |
-3,755 |
Orange Juice(ICE) |
Jan05 |
041118 |
74.50 |
75.70 |
74.50 |
75.45 |
+0.95 |
2,513 |
15,085 |
-232 |
Mar05 |
041118 |
76.30 |
77.50 |
76.30 |
77.15 |
+0.80 |
300 |
11,450 |
+65 |
May05 |
041118 |
79.00 |
80.10 |
79.00 |
79.95 |
+0.95 |
193 |
4,527 |
+41 |
Jul05 |
041118 |
81.50 |
81.80 |
81.25 |
81.50 |
+0.70 |
184 |
560 |
+26 |
Sep05 |
041118 |
83.00 |
83.00 |
83.00 |
83.00 |
+0.70 |
0 |
86 |
+0 |
Nov05 |
041118 |
84.50 |
84.50 |
84.50 |
84.50 |
+0.70 |
0 |
525 |
+0 |
Total Volume and Open Interest |
3,190 |
32,280 |
-100 |
Sugar #11(ICE) |
Mar05 |
041118 |
8.75 |
8.79 |
8.67 |
8.78 |
+0.09 |
27,562 |
202,438 |
+441 |
May05 |
041118 |
8.86 |
8.92 |
8.73 |
8.90 |
+0.07 |
5,109 |
40,139 |
+62 |
Jul05 |
041118 |
8.69 |
8.74 |
8.67 |
8.73 |
+0.06 |
2,474 |
22,682 |
-231 |
Oct05 |
041118 |
8.69 |
8.72 |
8.66 |
8.70 |
+0.03 |
1,126 |
21,805 |
-151 |
Mar06 |
041118 |
8.58 |
8.60 |
8.56 |
8.59 |
+0.03 |
147 |
8,978 |
-15 |
Total Volume and Open Interest |
36,433 |
300,446 |
+77 |
Sugar #14(ICE) |
Jan05 |
041118 |
20.51 |
20.51 |
20.49 |
20.50 |
-0.04 |
887 |
1,451 |
-261 |
Mar05 |
041118 |
20.50 |
20.50 |
20.50 |
20.50 |
-0.02 |
151 |
3,450 |
-77 |
May05 |
041118 |
20.56 |
20.56 |
20.56 |
20.56 |
-0.01 |
22 |
2,040 |
+22 |
Jul05 |
041118 |
20.75 |
20.80 |
20.75 |
20.79 |
+0.04 |
25 |
1,566 |
+15 |
Sep05 |
041118 |
20.84 |
20.85 |
20.84 |
20.85 |
unch |
5 |
2,366 |
+0 |
Total Volume and Open Interest |
1,094 |
11,506 |
-298 |
London Cocoa(LCE) |
Dec04 |
041118 |
875 |
907 |
874 |
889 |
+12 |
6,107 |
39,583 |
-1,724 |
Mar05 |
041118 |
893 |
926 |
893 |
907 |
+12 |
13,545 |
61,270 |
+3,618 |
May05 |
041118 |
907 |
925 |
906 |
920 |
+13 |
433 |
19,121 |
-57 |
Jul05 |
041118 |
922 |
950 |
922 |
936 |
+13 |
240 |
15,942 |
+87 |
Sep05 |
041118 |
945 |
971 |
943 |
956 |
+11 |
2,767 |
37,827 |
+2,102 |
Dec05 |
041118 |
923 |
938 |
922 |
935 |
+12 |
2,919 |
30,996 |
+1,637 |
Mar06 |
041118 |
945 |
952 |
940 |
942 |
+11 |
75 |
3,929 |
-37 |
Total Volume and Open Interest |
26,086 |
209,110 |
+5,626 |
London Coffee(LCE) |
Nov04 |
041118 |
643.00 |
658.00 |
643.00 |
658.00 |
+14.00 |
498 |
4,174 |
-176 |
Jan05 |
041118 |
676.00 |
685.00 |
663.00 |
684.00 |
+14.00 |
6,773 |
62,064 |
-6,582 |
Mar05 |
041118 |
698.00 |
705.00 |
684.00 |
705.00 |
+13.00 |
2,788 |
54,234 |
+812 |
May05 |
041118 |
711.00 |
725.00 |
708.00 |
724.00 |
+13.00 |
416 |
34,526 |
-3 |
Jul05 |
041118 |
728.00 |
742.00 |
728.00 |
742.00 |
+13.00 |
62 |
9,278 |
+36 |
Sep05 |
041118 |
744.00 |
759.00 |
744.00 |
759.00 |
+13.00 |
21 |
5,389 |
+19 |
Total Volume and Open Interest |
10,558 |
171,696 |
-5,894 |
London Sugar(LCE) |
Mar05 |
041118 |
248.00 |
251.60 |
248.00 |
251.20 |
+4.30 |
6,493 |
26,903 |
-601 |
May05 |
041118 |
256.90 |
259.10 |
255.50 |
258.80 |
+3.80 |
642 |
11,164 |
+167 |
Aug05 |
041118 |
258.40 |
260.10 |
257.50 |
260.10 |
+3.80 |
242 |
4,887 |
+76 |
Oct05 |
041118 |
258.40 |
260.40 |
258.40 |
260.40 |
+3.80 |
116 |
2,995 |
-60 |
Dec05 |
041118 |
260.30 |
260.30 |
260.30 |
260.30 |
+3.80 |
79 |
1,748 |
+62 |
Total Volume and Open Interest |
7,587 |
49,211 |
-354 |
Cotton(ICE) |
Dec04 |
041118 |
47.60 |
48.50 |
47.50 |
48.50 |
+1.36 |
5,256 |
9,938 |
-3,034 |
Mar05 |
041118 |
42.82 |
43.68 |
42.81 |
43.31 |
+0.71 |
7,428 |
52,162 |
+902 |
May05 |
041118 |
42.50 |
43.25 |
42.50 |
42.77 |
+0.32 |
1,246 |
8,200 |
+151 |
Jul05 |
041118 |
43.35 |
43.90 |
43.15 |
43.55 |
+0.49 |
992 |
9,504 |
+183 |
Oct05 |
041118 |
45.30 |
45.30 |
45.10 |
45.10 |
-0.20 |
0 |
64 |
+0 |
Dec05 |
041118 |
46.50 |
47.00 |
46.30 |
46.30 |
+0.05 |
315 |
5,582 |
+137 |
Total Volume and Open Interest |
15,244 |
86,739 |
-1,656 |
Lumber(CME) |
Jan05 |
041118 |
335.0 |
337.0 |
329.5 |
334.3 |
-4.2 |
638 |
2,715 |
-136 |
Mar05 |
041118 |
343.5 |
343.5 |
338.1 |
340.5 |
-3.2 |
116 |
483 |
-5 |
May05 |
041118 |
340.0 |
341.9 |
340.0 |
341.7 |
-1.4 |
28 |
133 |
-3 |
Jul05 |
041118 |
343.5 |
343.5 |
341.9 |
342.8 |
-3.2 |
7 |
40 |
+0 |
Total Volume and Open Interest |
789 |
3,371 |
-144 |
Crude Oil(NYM) |
Dec04 |
041118 |
47.05 |
47.15 |
45.65 |
46.22 |
-0.62 |
83,143 |
43,901 |
-20,188 |
Jan05 |
041118 |
47.25 |
47.30 |
46.00 |
46.38 |
-0.74 |
125,917 |
209,095 |
+7,589 |
Feb05 |
041118 |
47.20 |
47.22 |
46.15 |
46.47 |
-0.76 |
35,786 |
57,806 |
+3,354 |
Mar05 |
041118 |
47.00 |
47.05 |
46.10 |
46.35 |
-0.77 |
22,222 |
40,546 |
+417 |
Apr05 |
041118 |
46.80 |
46.80 |
45.90 |
46.03 |
-0.78 |
10,474 |
29,350 |
+1,150 |
May05 |
041118 |
46.10 |
46.20 |
45.55 |
45.63 |
-0.79 |
2,520 |
16,717 |
-142 |
Jun05 |
041118 |
45.70 |
45.80 |
45.20 |
45.23 |
-0.79 |
10,212 |
35,085 |
-673 |
Jul05 |
041118 |
44.75 |
45.62 |
44.75 |
44.83 |
-0.79 |
1,022 |
12,655 |
+94 |
Aug05 |
041118 |
44.43 |
44.43 |
44.43 |
44.43 |
-0.79 |
230 |
9,855 |
+145 |
Sep05 |
041118 |
44.30 |
44.30 |
44.03 |
44.03 |
-0.79 |
2,103 |
12,197 |
+50 |
Oct05 |
041118 |
43.65 |
43.65 |
43.65 |
43.65 |
-0.79 |
705 |
6,569 |
+546 |
Nov05 |
041118 |
43.30 |
43.30 |
43.30 |
43.30 |
-0.79 |
995 |
12,860 |
+87 |
Dec05 |
041118 |
43.52 |
43.55 |
42.95 |
42.98 |
-0.79 |
6,834 |
54,766 |
+22 |
Jan06 |
041118 |
42.85 |
42.85 |
42.67 |
42.67 |
-0.80 |
540 |
8,293 |
+150 |
Feb06 |
041118 |
42.35 |
42.39 |
42.35 |
42.39 |
-0.81 |
5 |
3,464 |
+0 |
Mar06 |
041118 |
42.14 |
42.14 |
42.14 |
42.14 |
-0.82 |
242 |
8,070 |
-142 |
Total Volume and Open Interest |
306,485 |
702,729 |
-7,449 |
Heating Oil(NYM) |
Dec04 |
041118 |
141.20 |
144.40 |
138.50 |
143.00 |
+1.86 |
32,521 |
37,627 |
-2,022 |
Jan05 |
041118 |
141.80 |
145.50 |
139.30 |
143.90 |
+1.81 |
22,896 |
59,366 |
+1,824 |
Feb05 |
041118 |
140.00 |
142.80 |
137.60 |
141.45 |
+1.26 |
6,569 |
24,158 |
+750 |
Mar05 |
041118 |
134.20 |
137.00 |
133.00 |
135.90 |
+0.76 |
2,477 |
16,223 |
+160 |
Apr05 |
041118 |
127.80 |
129.15 |
126.50 |
128.65 |
+0.36 |
1,649 |
6,657 |
-155 |
May05 |
041118 |
123.00 |
123.45 |
122.25 |
123.45 |
+0.01 |
981 |
5,726 |
+189 |
Jun05 |
041118 |
120.40 |
121.00 |
119.00 |
120.65 |
-0.14 |
478 |
7,332 |
-210 |
Jul05 |
041118 |
118.00 |
119.35 |
118.00 |
119.35 |
-0.24 |
248 |
4,709 |
-168 |
Aug05 |
041118 |
119.00 |
119.20 |
119.00 |
119.20 |
-0.29 |
42 |
1,957 |
+22 |
Sep05 |
041118 |
119.75 |
119.75 |
119.75 |
119.75 |
-0.34 |
165 |
3,068 |
-94 |
Oct05 |
041118 |
120.00 |
120.40 |
120.00 |
120.40 |
-0.34 |
5 |
357 |
+1 |
Nov05 |
041118 |
121.05 |
121.05 |
121.05 |
121.05 |
-0.34 |
7 |
455 |
+7 |
Total Volume and Open Interest |
68,487 |
178,110 |
+335 |
Gasoline(NYMEX) |
Dec04 |
041118 |
125.30 |
125.50 |
122.00 |
123.83 |
-1.77 |
20,216 |
30,271 |
-750 |
Jan05 |
041118 |
125.70 |
126.90 |
123.30 |
125.21 |
-1.51 |
12,033 |
47,872 |
+1,740 |
Feb05 |
041118 |
126.50 |
127.00 |
125.10 |
126.11 |
-1.39 |
1,613 |
11,921 |
+57 |
Mar05 |
041118 |
127.20 |
127.80 |
125.80 |
126.96 |
-1.37 |
559 |
6,504 |
-78 |
Apr05 |
041118 |
134.00 |
134.70 |
133.96 |
133.96 |
-1.42 |
3,179 |
13,745 |
+298 |
May05 |
041118 |
132.85 |
133.96 |
132.85 |
133.96 |
-1.42 |
628 |
11,724 |
+277 |
Jun05 |
041118 |
132.40 |
133.01 |
131.90 |
133.01 |
-1.42 |
329 |
6,157 |
+154 |
Jul05 |
041118 |
131.16 |
131.16 |
131.16 |
131.16 |
-1.47 |
1 |
3,302 |
+0 |
Aug05 |
041118 |
127.60 |
128.66 |
127.60 |
128.66 |
-1.52 |
105 |
1,959 |
+57 |
Sep05 |
041118 |
125.41 |
125.41 |
125.41 |
125.41 |
-1.62 |
1,802 |
5,283 |
+1,367 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Dec04 |
041118 |
7.040 |
7.080 |
6.800 |
6.873 |
-0.410 |
31,699 |
36,631 |
-311 |
Jan05 |
041118 |
7.740 |
7.780 |
7.570 |
7.652 |
-0.302 |
13,099 |
60,804 |
+994 |
Feb05 |
041118 |
7.770 |
7.790 |
7.640 |
7.722 |
-0.262 |
3,979 |
28,023 |
+53 |
Mar05 |
041118 |
7.550 |
7.560 |
7.430 |
7.492 |
-0.212 |
3,385 |
27,949 |
-377 |
Apr05 |
041118 |
6.650 |
6.670 |
6.580 |
6.632 |
-0.112 |
2,883 |
20,760 |
+767 |
May05 |
041118 |
6.520 |
6.535 |
6.450 |
6.497 |
-0.097 |
1,793 |
18,065 |
-249 |
Jun05 |
041118 |
6.530 |
6.550 |
6.470 |
6.529 |
-0.090 |
1,045 |
11,944 |
-80 |
Jul05 |
041118 |
6.550 |
6.570 |
6.500 |
6.562 |
-0.087 |
995 |
14,890 |
-110 |
Aug05 |
041118 |
6.620 |
6.620 |
6.530 |
6.582 |
-0.082 |
364 |
11,547 |
+7 |
Sep05 |
041118 |
6.520 |
6.562 |
6.520 |
6.562 |
-0.080 |
644 |
11,244 |
+162 |
Oct05 |
041118 |
6.580 |
6.600 |
6.560 |
6.587 |
-0.077 |
899 |
18,136 |
+40 |
Nov05 |
041118 |
6.900 |
6.900 |
6.840 |
6.867 |
-0.072 |
471 |
10,115 |
+198 |
Dec05 |
041118 |
7.170 |
7.170 |
7.100 |
7.137 |
-0.072 |
423 |
10,295 |
+214 |
Jan06 |
041118 |
7.300 |
7.347 |
7.300 |
7.347 |
-0.067 |
596 |
11,693 |
+384 |
Feb06 |
041118 |
7.380 |
7.380 |
7.270 |
7.342 |
-0.067 |
85 |
8,346 |
-9 |
Mar06 |
041118 |
7.050 |
7.150 |
7.050 |
7.132 |
-0.067 |
201 |
9,404 |
+343 |
Total Volume and Open Interest |
62,901 |
383,962 |
+2,206 |
Brent Crude Oil(ICE) |
Jan05 |
041118 |
43.07 |
43.40 |
42.10 |
42.72 |
-0.04 |
45,313 |
72,718 |
-1,694 |
Feb05 |
041118 |
43.90 |
44.03 |
42.83 |
43.36 |
-0.34 |
23,999 |
72,467 |
-744 |
Mar05 |
041118 |
43.94 |
43.94 |
42.90 |
43.28 |
-0.54 |
8,847 |
24,374 |
+432 |
Apr05 |
041118 |
43.70 |
43.70 |
42.68 |
43.03 |
-0.64 |
2,461 |
17,387 |
+312 |
May05 |
041118 |
43.44 |
43.44 |
42.74 |
42.74 |
-0.70 |
1,275 |
9,023 |
+279 |
Jun05 |
041118 |
43.16 |
43.16 |
42.30 |
42.45 |
-0.68 |
1,960 |
18,101 |
+81 |
Jul05 |
041118 |
41.99 |
42.13 |
41.99 |
42.13 |
-0.67 |
240 |
5,134 |
-50 |
Aug05 |
041118 |
41.82 |
41.82 |
41.82 |
41.82 |
-0.66 |
100 |
2,586 |
+551 |
Sep05 |
041118 |
41.51 |
41.51 |
41.51 |
41.51 |
-0.65 |
250 |
6,324 |
+445 |
Oct05 |
041118 |
41.21 |
41.21 |
41.21 |
41.21 |
-0.64 |
0 |
1,900 |
+50 |
Nov05 |
041118 |
40.91 |
40.91 |
40.91 |
40.91 |
-0.63 |
0 |
2,772 |
+0 |
Dec05 |
041118 |
41.25 |
41.40 |
40.35 |
40.61 |
-0.62 |
1,450 |
40,535 |
+32 |
Total Volume and Open Interest |
86,395 |
325,734 |
-81 |
Gas Oil(ICE) |
Dec04 |
041118 |
426.75 |
436.00 |
423.00 |
423.75 |
+4.75 |
20,031 |
45,971 |
-398 |
Jan05 |
041118 |
418.00 |
427.00 |
415.25 |
415.25 |
+4.75 |
13,963 |
30,669 |
+218 |
Feb05 |
041118 |
413.25 |
415.00 |
405.75 |
405.75 |
+3.00 |
5,361 |
11,900 |
+20 |
Mar05 |
041118 |
401.50 |
403.50 |
394.75 |
394.75 |
+1.25 |
792 |
7,190 |
-22 |
Apr05 |
041118 |
390.25 |
392.00 |
384.00 |
384.00 |
-0.25 |
1,163 |
6,574 |
+125 |
May05 |
041118 |
380.50 |
380.50 |
377.75 |
377.75 |
-1.50 |
50 |
3,562 |
+300 |
Jun05 |
041118 |
384.00 |
384.00 |
373.50 |
373.50 |
-2.75 |
1,036 |
11,259 |
+438 |
Jul05 |
041118 |
373.75 |
373.75 |
371.75 |
371.75 |
-3.25 |
50 |
1,049 |
+0 |
Aug05 |
041118 |
370.25 |
370.25 |
370.25 |
370.25 |
-3.75 |
0 |
1,586 |
+0 |
Sep05 |
041118 |
369.25 |
369.25 |
369.25 |
369.25 |
-4.00 |
0 |
4,939 |
+50 |
Total Volume and Open Interest |
42,846 |
146,222 |
+1,156 |
US Dollar Index(ICE) |
Dec04 |
041118 |
83.330 |
83.950 |
83.200 |
83.720 |
+0.380 |
913 |
24,823 |
+104 |
Mar05 |
041118 |
83.590 |
84.030 |
83.590 |
83.870 |
+0.380 |
75 |
2,884 |
+13 |
Jun05 |
041118 |
83.680 |
84.050 |
83.680 |
84.050 |
+0.380 |
1 |
13 |
+1 |
Total Volume and Open Interest |
991 |
27,731 |
+116 |
Australian Dollar(CME) |
Dec04 |
041118 |
77.99 |
77.99 |
77.45 |
77.71 |
-0.38 |
1,764 |
69,080 |
+139 |
Mar05 |
041118 |
77.35 |
77.35 |
77.05 |
77.14 |
-0.38 |
126 |
1,040 |
+35 |
Jun05 |
041118 |
76.90 |
76.90 |
76.64 |
76.64 |
-0.38 |
2 |
272 |
+2 |
Total Volume and Open Interest |
1,892 |
70,614 |
+176 |
British Pound(CME) |
Dec04 |
041118 |
185.10 |
185.30 |
184.50 |
184.88 |
-0.68 |
3,483 |
89,244 |
+891 |
Mar05 |
041118 |
184.20 |
184.20 |
183.71 |
183.71 |
-0.68 |
57 |
487 |
+50 |
Jun05 |
041118 |
182.71 |
182.71 |
182.71 |
182.71 |
-0.68 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,540 |
89,758 |
+941 |
Canadian Dollar(CME) |
Dec04 |
041118 |
83.20 |
83.40 |
82.67 |
82.95 |
-0.73 |
3,808 |
100,716 |
-359 |
Mar05 |
041118 |
83.15 |
83.15 |
82.60 |
82.88 |
-0.73 |
326 |
4,743 |
+130 |
Jun05 |
041118 |
82.96 |
82.97 |
82.58 |
82.83 |
-0.73 |
17 |
1,849 |
+4 |
Sep05 |
041118 |
82.95 |
82.95 |
82.60 |
82.80 |
-0.73 |
1 |
702 |
+0 |
Total Volume and Open Interest |
4,152 |
108,319 |
-225 |
Japanese Yen(CME) |
Dec04 |
041118 |
96.26 |
96.26 |
95.87 |
96.22 |
-0.11 |
5,019 |
186,376 |
+5,926 |
Mar05 |
041118 |
96.89 |
96.89 |
96.56 |
96.80 |
-0.11 |
71 |
1,442 |
+66 |
Jun05 |
041118 |
97.60 |
97.60 |
97.44 |
97.44 |
-0.11 |
37 |
86 |
+36 |
Total Volume and Open Interest |
5,127 |
187,929 |
+6,028 |
Swiss Franc(CME) |
Dec04 |
041118 |
85.95 |
86.02 |
85.25 |
85.62 |
-0.47 |
2,738 |
77,146 |
+1,906 |
Mar05 |
041118 |
86.15 |
86.15 |
85.70 |
85.95 |
-0.47 |
48 |
458 |
+6 |
Jun05 |
041118 |
86.30 |
86.30 |
86.30 |
86.30 |
-0.47 |
1 |
70 |
+1 |
Total Volume and Open Interest |
2,787 |
77,676 |
+1,913 |
EuroFX(CME) |
Dec04 |
041118 |
130.23 |
130.35 |
129.40 |
129.75 |
-0.64 |
20,726 |
209,135 |
+9,495 |
Mar05 |
041118 |
130.30 |
130.30 |
129.49 |
129.82 |
-0.64 |
152 |
3,399 |
+63 |
Jun05 |
041118 |
129.99 |
129.99 |
129.93 |
129.98 |
-0.64 |
24 |
353 |
+19 |
Total Volume and Open Interest |
20,904 |
213,050 |
+9,579 |
Mexican Peso(CME) |
Dec04 |
041118 |
880.5 |
882.0 |
875.0 |
878.2 |
-2.8 |
19,621 |
77,833 |
+8,618 |
Jan05 |
041118 |
873.0 |
875.8 |
873.0 |
873.0 |
-2.8 |
50 |
60 |
+30 |
Total Volume and Open Interest |
19,749 |
79,218 |
+8,675 |
30-Year T-Bonds(CBOT) |
Dec04 |
041118 |
113~110 |
113~250 |
113~010 |
113~210 |
+0~120 |
382,348 |
603,605 |
+17,633 |
Mar05 |
041118 |
112~110 |
112~230 |
112~010 |
112~220 |
+0~120 |
21,485 |
56,870 |
+4,853 |
Jun05 |
041118 |
111~090 |
111~250 |
111~090 |
111~250 |
+0~120 |
2 |
208 |
+2 |
Total Volume and Open Interest |
403,835 |
660,685 |
+22,488 |
10-Year T-Notes(CBOT) |
Dec04 |
041118 |
112~280 |
112~310 |
112~200 |
112~285 |
+0~030 |
1,213,494 |
1,599,468 |
+1,145 |
Mar05 |
041118 |
112~070 |
112~125 |
112~015 |
112~100 |
+0~035 |
88,575 |
187,975 |
-5,835 |
Jun05 |
041118 |
111~080 |
111~125 |
111~060 |
111~125 |
+0~035 |
6 |
4,174 |
+5 |
Total Volume and Open Interest |
1,302,075 |
1,791,617 |
-4,685 |
5-Year T-Notes(CBOT) |
Dec04 |
041118 |
110~076 |
110~086 |
110~060 |
110~080 |
+0~002 |
557,065 |
1,054,164 |
-2,120 |
Mar05 |
041118 |
109~100 |
109~106 |
109~090 |
109~104 |
+0~004 |
25,984 |
222,396 |
+22,279 |
Jun05 |
041118 |
109~032 |
109~046 |
109~032 |
109~046 |
+0~010 |
100 |
1,115 |
+100 |
Total Volume and Open Interest |
583,149 |
1,115 |
+100 |
2 Year T-Notes(CBOT) |
Dec04 |
041118 |
105~047 |
105~048 |
105~038 |
105~044 |
-0~004 |
7,438 |
223,740 |
+14,159 |
Mar05 |
041118 |
105~002 |
105~002 |
104~124 |
104~127 |
-0~004 |
1,234 |
3,682 |
+3,092 |
Total Volume and Open Interest |
8,672 |
227,422 |
+17,251 |
Eurodollars(CME) |
Dec04 |
041118 |
97.540 |
97.545 |
97.535 |
97.543 |
-0.005 |
41,166 |
992,160 |
+9,659 |
Mar05 |
041118 |
97.185 |
97.190 |
97.160 |
97.175 |
-0.025 |
52,724 |
955,916 |
+712 |
Jun05 |
041118 |
96.940 |
96.950 |
96.910 |
96.930 |
-0.030 |
45,293 |
926,815 |
+15,447 |
Sep05 |
041118 |
96.745 |
96.755 |
96.710 |
96.735 |
-0.020 |
44,505 |
801,214 |
+2,512 |
Dec05 |
041118 |
96.575 |
96.590 |
96.540 |
96.570 |
-0.020 |
46,120 |
630,423 |
+28,462 |
Mar06 |
041118 |
96.460 |
96.460 |
96.420 |
96.450 |
-0.015 |
29,293 |
450,681 |
+1,464 |
Jun06 |
041118 |
96.355 |
96.355 |
96.315 |
96.350 |
unch |
22,479 |
333,193 |
-3,089 |
Sep06 |
041118 |
96.245 |
96.255 |
96.210 |
96.240 |
-0.005 |
29,343 |
268,536 |
-4,084 |
Dec06 |
041118 |
96.140 |
96.145 |
96.100 |
96.140 |
+0.010 |
21,766 |
219,127 |
+3,672 |
Mar07 |
041118 |
96.040 |
96.060 |
96.005 |
96.050 |
+0.020 |
15,490 |
160,636 |
-469 |
Jun07 |
041118 |
95.930 |
95.960 |
95.910 |
95.955 |
+0.030 |
13,068 |
165,396 |
-564 |
Sep07 |
041118 |
95.830 |
95.855 |
95.805 |
95.855 |
+0.035 |
11,935 |
122,311 |
-1,142 |
Dec07 |
041118 |
95.715 |
95.745 |
95.700 |
95.745 |
+0.035 |
4,503 |
89,756 |
-1,827 |
Mar08 |
041118 |
95.620 |
95.660 |
95.610 |
95.655 |
+0.040 |
8,949 |
87,682 |
+2,998 |
Jun08 |
041118 |
95.535 |
95.555 |
95.515 |
95.555 |
+0.040 |
4,820 |
87,603 |
-944 |
Sep08 |
041118 |
95.425 |
95.460 |
95.420 |
95.460 |
+0.040 |
11,474 |
81,246 |
+1,738 |
Dec08 |
041118 |
95.340 |
95.355 |
95.320 |
95.355 |
+0.040 |
7,298 |
63,661 |
+887 |
Mar09 |
041118 |
95.250 |
95.270 |
95.230 |
95.270 |
+0.045 |
9,564 |
53,006 |
+3,033 |
Total Volume and Open Interest |
442,731 |
6,645,568 |
+57,535 |
30 Day Federal Funds(CBOT) |
Nov04 |
041118 |
98.070 |
98.070 |
98.070 |
98.070 |
unch |
74 |
153,031 |
-2,197 |
Dec04 |
041118 |
97.880 |
97.880 |
97.880 |
97.880 |
unch |
2,954 |
146,795 |
+1,962 |
Jan05 |
041118 |
97.780 |
97.780 |
97.770 |
97.780 |
unch |
895 |
123,587 |
-128 |
Feb05 |
041118 |
97.560 |
97.560 |
97.560 |
97.560 |
-0.010 |
4,159 |
40,632 |
+1,158 |
Mar05 |
041118 |
97.480 |
97.490 |
97.480 |
97.490 |
-0.010 |
630 |
11,108 |
-221 |
Apr05 |
041118 |
97.360 |
97.370 |
97.350 |
97.360 |
unch |
1,428 |
2,370 |
+548 |
Total Volume and Open Interest |
10,690 |
478,258 |
+1,646 |
30 Day Fed Funds(e-CBOT) |
Nov04 |
041118 |
98.075 |
98.075 |
98.070 |
98.075 |
+0.005 |
2,515 |
0 |
+0 |
Dec04 |
041118 |
97.875 |
97.880 |
97.870 |
97.880 |
+0.005 |
4,833 |
0 |
+0 |
Jan05 |
041118 |
97.775 |
97.780 |
97.770 |
97.775 |
-0.005 |
7,943 |
0 |
+0 |
Feb05 |
041118 |
97.565 |
97.565 |
97.550 |
97.560 |
-0.005 |
6,554 |
0 |
+0 |
Mar05 |
041118 |
97.495 |
97.495 |
97.475 |
97.490 |
-0.005 |
2,103 |
0 |
+0 |
Apr05 |
041118 |
97.350 |
97.350 |
97.350 |
97.350 |
-0.020 |
785 |
0 |
+0 |
Total Volume and Open Interest |
24,782 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041118 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
512 |
21,486 |
+52 |
Mar05 |
041118 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
305 |
50,452 |
-524 |
Jun05 |
041118 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
26,261 |
+0 |
Sep05 |
041118 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
973 |
8,647 |
+680 |
Dec05 |
041118 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
170 |
5,151 |
+129 |
Mar06 |
041118 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
4 |
8,479 |
-313 |
Jun06 |
041118 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
3 |
3,864 |
+3 |
Sep06 |
041118 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.02 |
0 |
3,184 |
+0 |
Dec06 |
041118 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.02 |
0 |
411 |
+0 |
Mar07 |
041118 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,967 |
128,988 |
+27 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041118 |
99.92 |
99.92 |
99.92 |
99.92 |
0.00 |
1,225 |
62,313 |
+1,736 |
Mar05 |
041118 |
99.90 |
99.90 |
99.90 |
99.90 |
0.00 |
4,275 |
89,017 |
+964 |
Jun05 |
041118 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
4,108 |
77,925 |
+30 |
Sep05 |
041118 |
99.85 |
99.85 |
99.84 |
99.85 |
+0.01 |
2,680 |
44,863 |
-12 |
Dec05 |
041118 |
99.78 |
99.79 |
99.78 |
99.79 |
+0.01 |
2,442 |
36,245 |
-25 |
Mar06 |
041118 |
99.70 |
99.71 |
99.70 |
99.71 |
+0.01 |
591 |
28,409 |
-224 |
Jun06 |
041118 |
99.62 |
99.62 |
99.61 |
99.62 |
+0.01 |
1,704 |
13,012 |
-26 |
Sep06 |
041118 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
130 |
7,406 |
+0 |
Total Volume and Open Interest |
17,155 |
372,805 |
+2,443 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041118 |
138.48 |
138.80 |
138.47 |
138.72 |
+0.35 |
5,851 |
30,331 |
+813 |
Mar05 |
041118 |
137.85 |
137.85 |
137.85 |
137.85 |
+0.34 |
0 |
8 |
+0 |
Jun05 |
041118 |
137.85 |
137.85 |
137.85 |
137.85 |
+0.34 |
|
|
|
Total Volume and Open Interest |
5,851 |
30,339 |
+813 |
Euro-Bund(EUREX) |
Dec04 |
041118 |
117.56 |
118.21 |
117.39 |
117.56 |
-0.38 |
1,619,626 |
1,313,916 |
-53,697 |
Mar05 |
041118 |
117.34 |
117.51 |
116.73 |
116.87 |
-0.39 |
16,233 |
58,689 |
+3,805 |
Jun05 |
041118 |
116.06 |
116.06 |
116.06 |
116.06 |
-0.38 |
620 |
249 |
+0 |
Total Volume and Open Interest |
1,636,479 |
1,372,854 |
-49,892 |
Euro-Bobl(EUREX) |
Dec04 |
041118 |
112.78 |
112.88 |
112.39 |
112.53 |
-0.20 |
878,099 |
879,342 |
-6,506 |
Mar05 |
041118 |
112.55 |
112.56 |
112.15 |
112.28 |
-0.21 |
12,231 |
24,017 |
+2,885 |
Jun05 |
041118 |
111.53 |
111.53 |
111.53 |
111.53 |
-0.20 |
550 |
800 |
+0 |
Total Volume and Open Interest |
890,880 |
904,159 |
-3,621 |
3-Mth Euribor(EUREX) |
Dec04 |
041118 |
97.810 |
97.810 |
97.800 |
97.800 |
-0.010 |
1,649 |
10,014 |
-408 |
Mar05 |
041118 |
97.730 |
97.730 |
97.680 |
97.680 |
-0.040 |
1,786 |
6,917 |
-448 |
Jun05 |
041118 |
97.650 |
97.650 |
97.580 |
97.580 |
-0.050 |
1,009 |
5,273 |
+154 |
Total Volume and Open Interest |
4,703 |
29,657 |
-408 |
Long Gilt(LIFFE) |
Dec04 |
041118 |
109~06 |
109~07 |
108~13 |
108~18 |
-0~12 |
84,534 |
230,280 |
+4,925 |
Mar05 |
041118 |
110~24 |
110~25 |
109~31 |
110~01 |
-0~14 |
2,543 |
7,518 |
+1,467 |
Total Volume and Open Interest |
87,077 |
237,798 |
+6,392 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041118 |
95.12 |
95.13 |
95.11 |
95.12 |
unch |
33,165 |
251,391 |
+3,739 |
Mar05 |
041118 |
95.10 |
95.13 |
95.05 |
95.07 |
-0.02 |
49,254 |
283,844 |
+3,823 |
Jun05 |
041118 |
95.16 |
95.18 |
95.06 |
95.08 |
-0.05 |
47,075 |
205,946 |
+2,680 |
Sep05 |
041118 |
95.18 |
95.23 |
95.08 |
95.10 |
-0.06 |
61,180 |
224,333 |
-5,357 |
Dec05 |
041118 |
95.18 |
95.22 |
95.08 |
95.10 |
-0.06 |
43,472 |
205,993 |
+7,787 |
Mar06 |
041118 |
95.17 |
95.20 |
95.06 |
95.08 |
-0.06 |
17,546 |
103,125 |
+2,244 |
Total Volume and Open Interest |
270,092 |
1,482,568 |
+13,988 |
3-Mth Euribor(LIFFE) |
Dec04 |
041118 |
97.810 |
97.815 |
97.795 |
97.800 |
-0.005 |
86,302 |
664,242 |
+4,465 |
Mar05 |
041118 |
97.720 |
97.735 |
97.675 |
97.690 |
-0.020 |
138,637 |
527,315 |
-9,219 |
Jun05 |
041118 |
97.630 |
97.655 |
97.570 |
97.585 |
-0.030 |
148,581 |
553,275 |
+3,825 |
Total Volume and Open Interest |
770,308 |
3,249,148 |
-13,034 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041118 |
94.55 |
94.58 |
94.55 |
94.58 |
+0.02 |
10,958 |
107,850 |
-5,935 |
Mar05 |
041118 |
94.43 |
94.51 |
94.43 |
94.50 |
+0.06 |
39,402 |
149,640 |
+7,085 |
Jun05 |
041118 |
94.38 |
94.46 |
94.37 |
94.45 |
+0.06 |
8,249 |
59,202 |
-1,319 |
Sep05 |
041118 |
94.36 |
94.44 |
94.36 |
94.43 |
+0.06 |
1,716 |
25,072 |
-616 |
Dec05 |
041118 |
94.34 |
94.42 |
94.34 |
94.42 |
+0.08 |
883 |
17,047 |
+118 |
Mar06 |
041118 |
94.37 |
94.39 |
94.37 |
94.39 |
+0.08 |
592 |
13,420 |
+192 |
Jun06 |
041118 |
94.35 |
94.36 |
94.35 |
94.36 |
+0.08 |
550 |
9,990 |
+98 |
Sep06 |
041118 |
94.32 |
94.34 |
94.32 |
94.34 |
+0.08 |
325 |
6,270 |
+12 |
Dec06 |
041118 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.08 |
0 |
2,891 |
+0 |
Mar07 |
041118 |
94.28 |
94.29 |
94.28 |
94.29 |
+0.10 |
5 |
1,863 |
+4 |
Total Volume and Open Interest |
62,680 |
396,700 |
-361 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041118 |
94.51 |
94.60 |
94.49 |
94.57 |
+0.06 |
45,425 |
272,746 |
+5,384 |
Mar05 |
041118 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.06 |
|
|
|
Total Volume and Open Interest |
45,425 |
272,746 |
+5,384 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041118 |
94.67 |
94.77 |
94.67 |
94.76 |
+0.08 |
96,857 |
425,217 |
+36,534 |
Mar05 |
041118 |
94.76 |
94.76 |
94.76 |
94.76 |
+0.08 |
|
|
|
Total Volume and Open Interest |
96,857 |
425,217 |
+36,534 |
Gold(CMX) |
Dec04 |
041118 |
444.0 |
444.1 |
440.2 |
442.9 |
-2.2 |
49,412 |
243,199 |
-3,783 |
Feb05 |
041118 |
446.4 |
446.5 |
442.3 |
445.1 |
-2.1 |
9,794 |
51,068 |
+3,678 |
Apr05 |
041118 |
448.3 |
448.3 |
444.5 |
447.1 |
-2.1 |
393 |
8,950 |
+147 |
Jun05 |
041118 |
450.8 |
450.8 |
446.5 |
449.2 |
-2.1 |
1,038 |
18,734 |
+329 |
Aug05 |
041118 |
451.5 |
451.5 |
451.4 |
451.5 |
-2.1 |
13 |
6,502 |
+12 |
Oct05 |
041118 |
455.0 |
455.0 |
453.8 |
453.8 |
-2.0 |
126 |
3,341 |
+79 |
Dec05 |
041118 |
455.5 |
457.5 |
454.5 |
456.2 |
-1.9 |
950 |
12,297 |
+445 |
Feb06 |
041118 |
458.7 |
458.7 |
458.7 |
458.7 |
-1.8 |
0 |
844 |
+0 |
Apr06 |
041118 |
461.2 |
461.2 |
461.2 |
461.2 |
-1.7 |
0 |
491 |
+0 |
Jun06 |
041118 |
463.6 |
463.6 |
463.6 |
463.6 |
-1.7 |
55 |
8,643 |
+0 |
Aug06 |
041118 |
466.2 |
466.2 |
466.2 |
466.2 |
-1.6 |
0 |
200 |
+0 |
Total Volume and Open Interest |
61,741 |
363,247 |
+911 |
Silver(CMX) |
Dec04 |
041118 |
766.0 |
770.5 |
751.0 |
755.2 |
-11.3 |
14,957 |
82,378 |
-514 |
Mar05 |
041118 |
771.5 |
776.0 |
756.0 |
760.3 |
-11.2 |
3,650 |
30,535 |
+2,368 |
May05 |
041118 |
774.0 |
774.0 |
763.1 |
763.1 |
-11.2 |
121 |
2,900 |
+28 |
Jul05 |
041118 |
778.0 |
778.0 |
762.0 |
766.0 |
-11.1 |
152 |
2,730 |
+70 |
Sep05 |
041118 |
778.0 |
778.0 |
768.1 |
768.1 |
-11.0 |
0 |
599 |
+0 |
Dec05 |
041118 |
780.0 |
780.0 |
768.0 |
770.9 |
-10.9 |
267 |
4,952 |
+157 |
Mar06 |
041118 |
773.3 |
773.3 |
773.3 |
773.3 |
-10.9 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,365 |
126,530 |
+2,258 |
Platinum(NYMEX) |
Jan05 |
041118 |
866.0 |
872.0 |
858.2 |
862.7 |
-12.9 |
1,145 |
7,558 |
+320 |
Apr05 |
041118 |
865.0 |
865.0 |
860.7 |
860.7 |
-12.4 |
2 |
509 |
+0 |
Total Volume and Open Interest |
1,147 |
8,067 |
+320 |
Palladium(NYMEX) |
Dec04 |
041118 |
219.50 |
219.90 |
218.00 |
219.80 |
-3.20 |
770 |
7,894 |
+30 |
Mar05 |
041118 |
222.50 |
223.00 |
221.00 |
221.90 |
-3.25 |
540 |
3,807 |
+273 |
Jun05 |
041118 |
225.50 |
225.50 |
223.90 |
223.90 |
-3.25 |
30 |
40 |
+30 |
Total Volume and Open Interest |
1,340 |
11,743 |
+333 |
Copper(CMX) |
Dec04 |
041118 |
142.50 |
143.20 |
141.50 |
142.50 |
+1.45 |
9,699 |
33,580 |
-87 |
Mar05 |
041118 |
140.00 |
141.50 |
140.00 |
140.95 |
+1.80 |
4,641 |
29,230 |
+1,707 |
May05 |
041118 |
135.90 |
135.95 |
135.40 |
135.95 |
+1.85 |
239 |
4,858 |
+169 |
Jul05 |
041118 |
130.90 |
131.50 |
130.40 |
131.20 |
+1.80 |
76 |
2,515 |
+12 |
Sep05 |
041118 |
126.00 |
126.00 |
126.00 |
126.00 |
+1.40 |
118 |
1,871 |
+103 |
Total Volume and Open Interest |
16,125 |
83,048 |
+2,187 |
Aluminum(CMX) |
Nov04 |
041118 |
89.20 |
89.25 |
88.50 |
88.50 |
-0.65 |
29 |
565 |
-5 |
Dec04 |
041118 |
89.00 |
89.00 |
88.50 |
88.50 |
-0.45 |
28 |
1,096 |
-122 |
Jan05 |
041118 |
88.20 |
88.20 |
88.20 |
88.20 |
-0.40 |
40 |
875 |
-174 |
Feb05 |
041118 |
87.90 |
87.90 |
87.90 |
87.90 |
-0.45 |
0 |
651 |
+0 |
Mar05 |
041118 |
87.70 |
87.70 |
87.70 |
87.70 |
-0.50 |
25 |
657 |
+0 |
Apr05 |
041118 |
87.40 |
87.40 |
87.40 |
87.40 |
-0.45 |
0 |
486 |
+0 |
Total Volume and Open Interest |
162 |
9,817 |
-384 |
DJIA Index(CBOT) |
Dec04 |
041118 |
10584 |
10598 |
10560 |
10587 |
+13 |
8,543 |
44,133 |
+1,018 |
Mar05 |
041118 |
10580 |
10590 |
10580 |
10590 |
+13 |
43 |
121 |
+29 |
Jun05 |
041118 |
10606 |
10606 |
10606 |
10606 |
+13 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,586 |
44,257 |
+1,047 |
S & P 500(CME) |
Dec04 |
041118 |
1183.50 |
1186.10 |
1180.60 |
1185.00 |
+0.80 |
49,641 |
647,695 |
-3,818 |
Mar05 |
041118 |
1183.30 |
1188.00 |
1183.30 |
1187.10 |
+0.90 |
9,078 |
48,011 |
+7,451 |
Jun05 |
041118 |
1188.20 |
1190.40 |
1187.20 |
1190.40 |
+0.90 |
334 |
3,433 |
+344 |
Sep05 |
041118 |
1193.80 |
1193.80 |
1193.80 |
1193.80 |
+1.00 |
333 |
1,430 |
+330 |
Total Volume and Open Interest |
59,389 |
700,731 |
+4,306 |
S & P 500 E-Mini(Globex) |
Dec04 |
041118 |
1184.00 |
1186.25 |
1180.50 |
1185.00 |
+0.75 |
831,375 |
1,028,326 |
+42,629 |
Mar05 |
041118 |
1185.50 |
1187.75 |
1183.00 |
1187.00 |
+0.75 |
1,031 |
46,998 |
+149 |
Total Volume and Open Interest |
832,406 |
1,075,324 |
+42,778 |
NASDAQ 100(CME) |
Dec04 |
041118 |
1569.50 |
1584.50 |
1565.00 |
1582.50 |
+8.00 |
11,069 |
86,825 |
+1,598 |
Mar05 |
041118 |
1576.00 |
1590.50 |
1576.00 |
1590.50 |
+8.00 |
1 |
58 |
+1 |
Jun05 |
041118 |
1597.50 |
1597.50 |
1597.50 |
1597.50 |
+8.00 |
|
|
|
Total Volume and Open Interest |
11,070 |
86,883 |
+1,599 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041118 |
1575.00 |
1584.50 |
1565.50 |
1582.50 |
+8.00 |
376,929 |
394,447 |
+23,679 |
Mar05 |
041118 |
1578.50 |
1592.00 |
1574.50 |
1590.50 |
+8.00 |
529 |
2,237 |
-20 |
Total Volume and Open Interest |
377,458 |
396,684 |
+23,659 |
S & P Midcap 400(CME) |
Dec04 |
041118 |
635.75 |
635.75 |
631.40 |
635.50 |
-1.50 |
1,565 |
14,435 |
-962 |
Mar05 |
041118 |
636.00 |
636.00 |
636.00 |
636.00 |
-1.50 |
0 |
3 |
+0 |
Jun05 |
041118 |
636.00 |
636.00 |
636.00 |
636.00 |
-1.50 |
|
|
|
Total Volume and Open Interest |
1,561 |
14,438 |
-962 |
Russell 2000(CME) |
Dec04 |
041118 |
623.25 |
624.00 |
618.50 |
622.25 |
-1.00 |
961 |
26,997 |
-267 |
Mar05 |
041118 |
623.75 |
623.75 |
623.75 |
623.75 |
-1.00 |
38 |
138 |
+30 |
Jun05 |
041118 |
623.75 |
623.75 |
623.75 |
623.75 |
-1.00 |
|
|
|
Total Volume and Open Interest |
999 |
27,135 |
-237 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041118 |
623.00 |
624.10 |
618.50 |
622.30 |
-1.00 |
74,930 |
126,802 |
+3,412 |
Mar05 |
041118 |
623.80 |
623.80 |
623.80 |
623.80 |
-1.00 |
73 |
363 |
+48 |
Total Volume and Open Interest |
75,003 |
127,165 |
+3,460 |
Nikkei 225(CME) |
Dec04 |
041118 |
11170 |
11245 |
11060 |
11085 |
-85 |
13,168 |
179,984 |
-266 |
Mar05 |
041118 |
11080 |
11080 |
11080 |
11080 |
-85 |
0 |
16 |
+0 |
Total Volume and Open Interest |
13,168 |
180,003 |
-266 |
Nikkei 225(SGX) |
Dec04 |
041118 |
11170 |
11245 |
11060 |
11085 |
-85 |
13,168 |
179,984 |
-266 |
Mar05 |
041118 |
11080 |
11080 |
11080 |
11080 |
-85 |
0 |
16 |
+0 |
Jun05 |
041118 |
11025 |
11025 |
11025 |
11025 |
-85 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,168 |
180,003 |
-266 |
CAC 40(EURONEXT) |
Nov04 |
041118 |
3830.0 |
3841.0 |
3819.5 |
3829.0 |
-14.0 |
237,994 |
472,303 |
+44,589 |
Dec04 |
041118 |
3826.5 |
3837.0 |
3816.5 |
3826.0 |
-14.5 |
184,185 |
257,899 |
+87,926 |
Jan05 |
041118 |
3837.5 |
3839.5 |
3830.0 |
3831.5 |
-15.5 |
133 |
133 |
+133 |
Total Volume and Open Interest |
422,312 |
739,372 |
+132,648 |
Hang Seng Index(HKFE) |
Nov04 |
041118 |
13836 |
13858 |
13781 |
13824 |
-2 |
14,653 |
116,884 |
-395 |
Dec04 |
041118 |
13820 |
13840 |
13765 |
13810 |
+6 |
632 |
2,272 |
+348 |
Total Volume and Open Interest |
15,363 |
121,587 |
-64 |
DAX(EUREX) |
Dec04 |
041118 |
4171.0 |
4199.5 |
4168.5 |
4186.5 |
+1.5 |
109,018 |
189,891 |
+6,679 |
Mar05 |
041118 |
4190.5 |
4220.0 |
4190.5 |
4209.5 |
+1.5 |
181 |
10,180 |
-302 |
Jun05 |
041118 |
4223.0 |
4241.0 |
4216.5 |
4234.0 |
+2.0 |
227 |
1,597 |
+45 |
Total Volume and Open Interest |
109,426 |
201,668 |
+6,422 |
FT-SE 100(EURONEXT) |
Dec04 |
041118 |
4799.50 |
4827.00 |
4775.00 |
4808.00 |
+6.50 |
63,824 |
460,950 |
+5,479 |
Mar05 |
041118 |
4801.00 |
4819.00 |
4801.00 |
4810.50 |
+7.00 |
210 |
21,897 |
+203 |
Jun05 |
041118 |
4827.50 |
4827.50 |
4827.50 |
4827.50 |
+6.00 |
0 |
17,720 |
+0 |
Total Volume and Open Interest |
64,034 |
501,667 |
+5,682 |
SPI 200(SFE) |
Dec04 |
041118 |
3883.0 |
3904.0 |
3877.0 |
3878.0 |
-2.0 |
10,629 |
172,326 |
+2,933 |
Mar05 |
041118 |
3898.0 |
3913.0 |
3889.0 |
3890.0 |
unch |
69 |
3,871 |
+28 |
Jun05 |
041118 |
3923.0 |
3923.0 |
3905.0 |
3906.0 |
+1.0 |
12 |
3,130 |
+12 |
Total Volume and Open Interest |
10,830 |
183,556 |
+3,093 |
GSCI(CME) |
Dec04 |
041118 |
337.00 |
337.15 |
331.80 |
334.40 |
-4.20 |
706 |
16,859 |
+122 |
Jan05 |
041118 |
333.50 |
333.50 |
333.50 |
333.50 |
-4.00 |
0 |
3 |
+0 |
Feb05 |
041118 |
330.00 |
330.00 |
330.00 |
330.00 |
-3.50 |
|
|
|
Total Volume and Open Interest |
706 |
16,862 |
+122 |
RJ/CRB Index(ICE) |
Jan05 |
041118 |
288.25 |
288.25 |
285.50 |
286.00 |
-2.50 |
109 |
325 |
+0 |
Feb05 |
041118 |
284.25 |
284.25 |
284.25 |
284.25 |
-2.50 |
0 |
116 |
+0 |
Apr05 |
041118 |
284.00 |
284.00 |
284.00 |
284.00 |
-2.50 |
1 |
110 |
+0 |
Total Volume and Open Interest |
130 |
585 |
+20 |
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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