|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon November 22, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041122 |
554.00 |
557.00 |
547.50 |
554.50 |
+4.00 |
39,210 |
107,375 |
+656 |
Mar05 |
041122 |
558.50 |
560.50 |
551.50 |
558.50 |
+4.50 |
7,199 |
51,042 |
+189 |
May05 |
041122 |
564.00 |
565.50 |
558.00 |
564.25 |
+3.75 |
4,489 |
30,496 |
+140 |
Jul05 |
041122 |
570.00 |
572.00 |
564.00 |
571.25 |
+4.50 |
1,959 |
27,046 |
+29 |
Aug05 |
041122 |
574.00 |
574.00 |
569.00 |
574.00 |
+4.00 |
22 |
1,717 |
+0 |
Sep05 |
041122 |
574.00 |
575.50 |
572.00 |
575.00 |
+3.00 |
16 |
333 |
+9 |
Nov05 |
041122 |
584.00 |
585.50 |
578.50 |
584.75 |
+3.50 |
1,195 |
8,723 |
+279 |
Total Volume and Open Interest |
54,096 |
226,763 |
+1,307 |
Soybean Meal(CBOT) |
Dec04 |
041122 |
159.00 |
159.50 |
157.70 |
159.30 |
+1.10 |
13,816 |
35,132 |
-142 |
Jan05 |
041122 |
161.00 |
161.70 |
159.40 |
160.60 |
+0.40 |
6,545 |
26,129 |
+998 |
Mar05 |
041122 |
163.30 |
163.50 |
161.50 |
162.80 |
+0.90 |
5,883 |
29,076 |
-150 |
May05 |
041122 |
165.70 |
166.00 |
164.20 |
165.40 |
+1.20 |
1,199 |
17,113 |
+31 |
Jul05 |
041122 |
169.00 |
169.00 |
167.50 |
168.70 |
+1.00 |
1,992 |
24,263 |
+820 |
Aug05 |
041122 |
170.50 |
170.50 |
169.50 |
170.00 |
+0.80 |
91 |
8,809 |
+39 |
Sep05 |
041122 |
171.00 |
171.60 |
171.00 |
171.30 |
+0.80 |
82 |
5,625 |
+30 |
Oct05 |
041122 |
172.70 |
173.00 |
172.50 |
172.70 |
+0.40 |
28 |
3,198 |
-12 |
Total Volume and Open Interest |
29,936 |
155,076 |
+1,674 |
Soybean Oil(CBOT) |
Dec04 |
041122 |
21.53 |
21.80 |
21.33 |
21.71 |
+0.22 |
11,073 |
30,821 |
-2,062 |
Jan05 |
041122 |
21.70 |
21.95 |
21.46 |
21.85 |
+0.18 |
7,311 |
33,337 |
+1,538 |
Mar05 |
041122 |
21.75 |
22.00 |
21.55 |
21.96 |
+0.18 |
4,384 |
30,527 |
+883 |
May05 |
041122 |
21.90 |
22.20 |
21.75 |
22.10 |
+0.15 |
1,237 |
17,992 |
-207 |
Jul05 |
041122 |
22.04 |
22.22 |
21.81 |
22.20 |
+0.16 |
2,837 |
17,136 |
-514 |
Aug05 |
041122 |
22.08 |
22.22 |
21.90 |
22.21 |
+0.16 |
45 |
6,136 |
+37 |
Sep05 |
041122 |
22.10 |
22.20 |
21.95 |
22.20 |
+0.18 |
33 |
3,506 |
+9 |
Oct05 |
041122 |
22.10 |
22.20 |
21.95 |
22.20 |
+0.15 |
14 |
2,401 |
-2 |
Total Volume and Open Interest |
27,134 |
149,129 |
-287 |
Canola(WCE) |
Nov04 |
041112 |
288.5 |
288.5 |
288.5 |
288.5 |
unch |
45 |
42 |
+0 |
Jan05 |
041122 |
290.2 |
294.0 |
289.5 |
292.5 |
+2.3 |
4,193 |
47,554 |
+825 |
Mar05 |
041122 |
295.5 |
298.5 |
294.3 |
297.8 |
+1.9 |
1,256 |
9,390 |
+123 |
May05 |
041122 |
301.4 |
301.8 |
300.0 |
301.8 |
unch |
432 |
955 |
+184 |
Jul05 |
041122 |
307.0 |
307.0 |
307.0 |
307.0 |
+2.2 |
2 |
519 |
+2 |
Total Volume and Open Interest |
6,244 |
70,722 |
+1,414 |
Corn(CBOT) |
Dec04 |
041122 |
200.00 |
200.25 |
197.25 |
197.50 |
-1.75 |
68,276 |
193,216 |
-16,422 |
Mar05 |
041122 |
210.50 |
210.75 |
208.00 |
208.25 |
-2.00 |
42,950 |
274,121 |
+14,570 |
May05 |
041122 |
217.25 |
218.00 |
215.25 |
215.50 |
-1.50 |
8,689 |
62,437 |
+1,961 |
Jul05 |
041122 |
225.75 |
225.75 |
223.00 |
223.25 |
-2.00 |
6,363 |
66,716 |
+498 |
Sep05 |
041122 |
232.25 |
232.50 |
230.25 |
230.75 |
-1.50 |
548 |
17,235 |
+493 |
Dec05 |
041122 |
240.50 |
241.00 |
239.50 |
240.00 |
-0.25 |
4,237 |
39,508 |
+1,756 |
Total Volume and Open Interest |
131,094 |
655,997 |
+2,866 |
Wheat(CBOT) |
Dec04 |
041122 |
309.50 |
313.50 |
301.00 |
302.00 |
-7.75 |
19,624 |
46,266 |
-2,316 |
Mar05 |
041122 |
319.00 |
323.50 |
311.00 |
312.00 |
-7.75 |
17,682 |
102,021 |
+4,618 |
May05 |
041122 |
326.50 |
330.00 |
317.50 |
318.00 |
-8.50 |
1,644 |
12,002 |
+616 |
Jul05 |
041122 |
331.50 |
336.50 |
327.00 |
327.50 |
-5.75 |
2,021 |
10,858 |
+116 |
Sep05 |
041122 |
341.00 |
341.50 |
334.50 |
334.50 |
-5.50 |
70 |
302 |
-13 |
Total Volume and Open Interest |
42,498 |
176,258 |
+3,833 |
Wheat(KCBT) |
Dec04 |
041122 |
353.50 |
354.00 |
350.50 |
350.50 |
-3.00 |
5,704 |
17,087 |
-4,470 |
Mar05 |
041122 |
350.25 |
350.50 |
345.00 |
345.25 |
-3.50 |
5,318 |
36,099 |
+56 |
May05 |
041122 |
348.00 |
348.00 |
345.50 |
346.00 |
-1.00 |
373 |
5,144 |
+34 |
Jul05 |
041122 |
345.00 |
345.00 |
341.50 |
341.75 |
-2.25 |
1,897 |
8,915 |
-429 |
Sep05 |
041122 |
346.00 |
346.00 |
346.00 |
346.00 |
-1.00 |
2 |
1,432 |
+0 |
Total Volume and Open Interest |
13,406 |
69,057 |
-4,711 |
Wheat(MGE) |
Dec04 |
041122 |
361.00 |
361.00 |
352.00 |
352.50 |
-9.25 |
3,448 |
9,857 |
-1,574 |
Mar05 |
041122 |
364.50 |
365.00 |
358.50 |
358.75 |
-5.75 |
3,496 |
16,168 |
+802 |
May05 |
041122 |
368.50 |
369.00 |
364.00 |
364.00 |
-3.00 |
197 |
5,324 |
+168 |
Jul05 |
041122 |
368.50 |
368.50 |
366.25 |
366.25 |
-1.75 |
34 |
2,361 |
-20 |
Sep05 |
041122 |
365.00 |
366.00 |
361.00 |
361.00 |
-4.25 |
31 |
1,067 |
+17 |
Total Volume and Open Interest |
7,207 |
35,002 |
-607 |
Oats(CBOT) |
Dec04 |
041122 |
147.50 |
150.75 |
147.00 |
150.25 |
+3.50 |
1,255 |
4,442 |
-93 |
Mar05 |
041122 |
153.00 |
154.75 |
151.00 |
151.25 |
-0.75 |
874 |
3,818 |
+273 |
May05 |
041122 |
156.75 |
158.00 |
155.00 |
155.00 |
-0.75 |
33 |
175 |
-4 |
Jul05 |
041122 |
162.00 |
162.00 |
160.00 |
160.00 |
-1.00 |
11 |
48 |
+9 |
Total Volume and Open Interest |
2,173 |
8,486 |
+185 |
Rough Rice(CBOT) |
Jan05 |
041122 |
7.00 |
7.10 |
6.98 |
7.09 |
+0.08 |
126 |
3,300 |
-55 |
Mar05 |
041122 |
7.23 |
7.28 |
7.23 |
7.28 |
+0.07 |
20 |
900 |
+5 |
May05 |
041122 |
7.48 |
7.48 |
7.48 |
7.48 |
+0.08 |
0 |
256 |
+0 |
Jul05 |
041122 |
7.66 |
7.66 |
7.66 |
7.66 |
+0.08 |
0 |
54 |
+0 |
Total Volume and Open Interest |
148 |
4,512 |
-499 |
Live Cattle(CME) |
Dec04 |
041122 |
84.500 |
85.200 |
84.350 |
84.650 |
-0.150 |
5,901 |
24,173 |
-957 |
Feb05 |
041122 |
85.750 |
86.350 |
85.550 |
85.950 |
-0.125 |
7,951 |
56,720 |
+1,605 |
Apr05 |
041122 |
83.200 |
83.475 |
82.775 |
83.100 |
-0.250 |
2,083 |
13,157 |
-81 |
Jun05 |
041122 |
79.475 |
79.600 |
79.050 |
79.075 |
-0.375 |
1,715 |
9,191 |
+51 |
Aug05 |
041122 |
79.150 |
79.200 |
78.900 |
79.150 |
unch |
1,104 |
5,548 |
+536 |
Oct05 |
041122 |
80.100 |
80.250 |
80.000 |
80.000 |
-0.100 |
410 |
2,436 |
+120 |
Total Volume and Open Interest |
19,201 |
112,131 |
+1,260 |
Feeder Cattle(CME) |
Jan05 |
041122 |
100.300 |
100.900 |
99.400 |
99.525 |
-1.100 |
2,230 |
8,351 |
-59 |
Mar05 |
041122 |
96.000 |
96.300 |
95.000 |
95.500 |
-0.625 |
690 |
2,559 |
+111 |
Apr05 |
041122 |
94.800 |
95.250 |
94.300 |
94.300 |
-0.625 |
700 |
1,536 |
+345 |
May05 |
041122 |
95.475 |
95.500 |
94.900 |
94.950 |
-0.050 |
579 |
1,263 |
+51 |
Aug05 |
041122 |
98.000 |
98.300 |
97.800 |
97.800 |
-0.300 |
8 |
275 |
+5 |
Sep05 |
041122 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
Oct05 |
041122 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,207 |
13,986 |
-1,093 |
Lean Hogs(CME) |
Dec04 |
041122 |
74.700 |
74.900 |
74.275 |
74.800 |
-0.025 |
4,947 |
22,634 |
-518 |
Feb05 |
041122 |
73.500 |
74.075 |
73.300 |
74.025 |
+0.625 |
5,450 |
50,903 |
+893 |
Apr05 |
041122 |
70.950 |
71.400 |
70.850 |
71.325 |
+0.150 |
1,127 |
12,112 |
+256 |
May05 |
041122 |
70.800 |
70.800 |
70.400 |
70.650 |
unch |
114 |
1,999 |
+17 |
Jun05 |
041122 |
74.350 |
74.500 |
74.050 |
74.450 |
unch |
1,413 |
6,652 |
+463 |
Jul05 |
041122 |
70.600 |
71.200 |
70.400 |
71.200 |
+0.300 |
173 |
1,486 |
+60 |
Aug05 |
041122 |
66.700 |
67.100 |
66.700 |
67.100 |
+0.350 |
52 |
924 |
+14 |
Oct05 |
041122 |
58.100 |
58.525 |
58.100 |
58.525 |
+0.275 |
23 |
364 |
+14 |
Total Volume and Open Interest |
13,328 |
97,202 |
+1,214 |
Pork Bellies(CME) |
Feb05 |
041122 |
99.150 |
99.850 |
98.800 |
99.200 |
+0.200 |
474 |
1,428 |
-42 |
Mar05 |
041122 |
99.250 |
99.700 |
99.250 |
99.700 |
-0.050 |
0 |
25 |
+0 |
May05 |
041122 |
100.000 |
100.000 |
100.000 |
100.000 |
+1.000 |
0 |
23 |
+0 |
Jul05 |
041122 |
101.850 |
101.850 |
101.850 |
101.850 |
unch |
0 |
13 |
+0 |
Aug05 |
041122 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
474 |
1,490 |
-42 |
Class III Milk(CME) |
Nov04 |
041122 |
14.85 |
14.92 |
14.85 |
14.92 |
unch |
24 |
3,976 |
-9 |
Dec04 |
041122 |
15.95 |
16.05 |
15.80 |
15.91 |
-0.04 |
405 |
4,245 |
+168 |
Jan05 |
041122 |
14.45 |
14.49 |
14.05 |
14.23 |
-0.17 |
386 |
2,428 |
+159 |
Feb05 |
041122 |
13.20 |
13.28 |
13.05 |
13.05 |
-0.10 |
216 |
2,126 |
+16 |
Mar05 |
041122 |
12.71 |
12.75 |
12.45 |
12.60 |
-0.06 |
60 |
2,400 |
+6 |
Total Volume and Open Interest |
1,338 |
23,394 |
+460 |
Cocoa(ICE) |
Dec04 |
041122 |
1590 |
1590 |
1562 |
1566 |
-36 |
66 |
635 |
+6 |
Mar05 |
041122 |
1585 |
1585 |
1551 |
1557 |
-40 |
3,748 |
51,580 |
-421 |
May05 |
041122 |
1580 |
1593 |
1560 |
1565 |
-38 |
333 |
11,802 |
-69 |
Jul05 |
041122 |
1586 |
1594 |
1570 |
1570 |
-38 |
40 |
11,084 |
-8 |
Sep05 |
041122 |
1596 |
1596 |
1575 |
1575 |
-38 |
64 |
9,317 |
-64 |
Dec05 |
041122 |
1588 |
1593 |
1579 |
1579 |
-36 |
88 |
8,472 |
-38 |
Mar06 |
041122 |
1600 |
1600 |
1581 |
1581 |
-38 |
4 |
11,194 |
+0 |
Total Volume and Open Interest |
4,343 |
117,105 |
-594 |
Coffee "C"(ICE) |
Dec04 |
041122 |
88.00 |
90.50 |
88.00 |
89.35 |
+2.10 |
1,173 |
3,126 |
-625 |
Mar05 |
041122 |
92.00 |
94.00 |
91.60 |
92.85 |
+2.20 |
11,213 |
69,671 |
+1,002 |
May05 |
041122 |
94.10 |
95.80 |
94.10 |
94.60 |
+2.15 |
1,734 |
8,566 |
+156 |
Jul05 |
041122 |
96.10 |
97.00 |
95.90 |
96.30 |
+2.15 |
411 |
2,799 |
-23 |
Sep05 |
041122 |
97.50 |
98.40 |
97.50 |
98.00 |
+2.15 |
471 |
2,044 |
+54 |
Dec05 |
041122 |
100.00 |
100.75 |
100.00 |
100.75 |
+2.15 |
104 |
816 |
-11 |
Total Volume and Open Interest |
15,144 |
87,368 |
+560 |
Orange Juice(ICE) |
Jan05 |
041122 |
75.70 |
76.90 |
75.60 |
76.45 |
+0.85 |
988 |
15,006 |
-76 |
Mar05 |
041122 |
77.50 |
78.65 |
77.50 |
78.30 |
+0.80 |
670 |
11,188 |
-243 |
May05 |
041122 |
80.50 |
81.10 |
80.40 |
80.90 |
+0.70 |
150 |
4,834 |
+82 |
Jul05 |
041122 |
82.00 |
82.40 |
82.00 |
82.40 |
+0.70 |
2 |
641 |
+2 |
Sep05 |
041122 |
83.90 |
83.90 |
83.90 |
83.90 |
+0.70 |
0 |
86 |
+0 |
Nov05 |
041122 |
84.70 |
85.40 |
84.70 |
85.40 |
+0.70 |
0 |
525 |
+0 |
Total Volume and Open Interest |
1,810 |
32,327 |
-235 |
Sugar #11(ICE) |
Mar05 |
041122 |
8.75 |
8.88 |
8.70 |
8.88 |
+0.13 |
18,023 |
203,218 |
+1,338 |
May05 |
041122 |
8.89 |
9.01 |
8.86 |
9.01 |
+0.10 |
5,285 |
38,508 |
-12 |
Jul05 |
041122 |
8.73 |
8.84 |
8.73 |
8.83 |
+0.08 |
1,144 |
23,259 |
+211 |
Oct05 |
041122 |
8.70 |
8.81 |
8.67 |
8.80 |
+0.07 |
1,206 |
21,357 |
-146 |
Mar06 |
041122 |
8.59 |
8.70 |
8.58 |
8.68 |
+0.05 |
100 |
8,844 |
-62 |
Total Volume and Open Interest |
25,772 |
299,898 |
+1,235 |
Sugar #14(ICE) |
Jan05 |
041122 |
20.47 |
20.48 |
20.45 |
20.48 |
+0.01 |
130 |
1,456 |
+12 |
Mar05 |
041122 |
20.49 |
20.49 |
20.49 |
20.49 |
-0.01 |
3 |
3,453 |
+3 |
May05 |
041122 |
20.57 |
20.57 |
20.57 |
20.57 |
-0.03 |
7 |
2,047 |
+7 |
Jul05 |
041122 |
20.80 |
20.80 |
20.80 |
20.80 |
+0.01 |
2 |
1,635 |
+5 |
Sep05 |
041122 |
20.85 |
20.85 |
20.85 |
20.85 |
-0.02 |
12 |
2,361 |
-5 |
Total Volume and Open Interest |
157 |
11,591 |
+25 |
London Cocoa(LCE) |
Dec04 |
041122 |
867 |
868 |
853 |
857 |
-15 |
1,277 |
39,134 |
-405 |
Mar05 |
041122 |
886 |
888 |
872 |
876 |
-14 |
3,235 |
61,485 |
+445 |
May05 |
041122 |
900 |
900 |
885 |
889 |
-14 |
646 |
19,336 |
+143 |
Jul05 |
041122 |
911 |
915 |
904 |
905 |
-14 |
223 |
16,086 |
+48 |
Sep05 |
041122 |
934 |
936 |
921 |
924 |
-15 |
839 |
38,191 |
+352 |
Dec05 |
041122 |
917 |
917 |
904 |
907 |
-11 |
241 |
31,012 |
+77 |
Mar06 |
041122 |
918 |
919 |
910 |
913 |
-12 |
280 |
4,242 |
+263 |
Total Volume and Open Interest |
6,746 |
209,928 |
+923 |
London Coffee(LCE) |
Nov04 |
041122 |
672.00 |
673.00 |
672.00 |
673.00 |
+12.00 |
125 |
3,868 |
-119 |
Jan05 |
041122 |
680.00 |
696.00 |
678.00 |
691.00 |
+4.00 |
4,003 |
59,542 |
-907 |
Mar05 |
041122 |
705.00 |
716.00 |
700.00 |
712.00 |
+3.00 |
1,467 |
53,939 |
-185 |
May05 |
041122 |
722.00 |
735.00 |
722.00 |
731.00 |
+3.00 |
26 |
34,302 |
+6 |
Jul05 |
041122 |
740.00 |
753.00 |
740.00 |
749.00 |
+2.00 |
16 |
9,312 |
+12 |
Sep05 |
041122 |
769.00 |
769.00 |
765.00 |
766.00 |
+3.00 |
29 |
5,457 |
+14 |
Total Volume and Open Interest |
5,666 |
168,463 |
-1,179 |
London Sugar(LCE) |
Mar05 |
041122 |
252.70 |
254.00 |
251.00 |
253.60 |
+2.10 |
3,083 |
27,170 |
+454 |
May05 |
041122 |
261.40 |
261.60 |
259.50 |
261.40 |
+2.30 |
473 |
11,322 |
-85 |
Aug05 |
041122 |
261.00 |
262.50 |
260.50 |
262.50 |
+2.50 |
409 |
5,002 |
+42 |
Oct05 |
041122 |
260.50 |
261.80 |
260.40 |
261.60 |
+1.30 |
165 |
3,084 |
+92 |
Dec05 |
041122 |
261.50 |
261.50 |
261.50 |
261.50 |
+1.30 |
10 |
1,738 |
-10 |
Total Volume and Open Interest |
4,170 |
49,830 |
+493 |
Cotton(ICE) |
Dec04 |
041122 |
47.95 |
48.80 |
47.70 |
48.78 |
+0.95 |
5,591 |
4,028 |
-2,760 |
Mar05 |
041122 |
43.40 |
44.00 |
43.18 |
43.99 |
+0.71 |
8,711 |
53,797 |
+1,289 |
May05 |
041122 |
43.30 |
44.05 |
43.30 |
44.05 |
+0.84 |
1,137 |
8,865 |
+384 |
Jul05 |
041122 |
44.19 |
44.60 |
43.80 |
44.55 |
+0.70 |
790 |
9,818 |
+115 |
Oct05 |
041122 |
46.40 |
46.40 |
46.40 |
46.40 |
+0.45 |
17 |
134 |
-7 |
Dec05 |
041122 |
47.20 |
47.50 |
47.00 |
47.20 |
+0.40 |
123 |
5,559 |
-31 |
Total Volume and Open Interest |
16,456 |
83,491 |
-1,010 |
Lumber(CME) |
Jan05 |
041122 |
341.8 |
342.3 |
331.5 |
333.4 |
-6.3 |
605 |
2,703 |
+22 |
Mar05 |
041122 |
344.1 |
344.1 |
338.0 |
339.3 |
-2.7 |
150 |
520 |
+32 |
May05 |
041122 |
343.0 |
343.0 |
341.0 |
341.3 |
-1.6 |
32 |
131 |
+14 |
Jul05 |
041122 |
343.0 |
344.8 |
343.0 |
344.8 |
+0.9 |
4 |
41 |
+1 |
Total Volume and Open Interest |
791 |
3,395 |
+69 |
Crude Oil(NYM) |
Dec04 |
041119 |
46.80 |
48.90 |
46.50 |
48.44 |
+2.22 |
71,121 |
24,686 |
-19,215 |
Jan05 |
041122 |
48.95 |
49.25 |
48.35 |
48.64 |
-0.25 |
140,160 |
214,277 |
-4,520 |
Feb05 |
041122 |
49.05 |
49.25 |
48.40 |
48.81 |
-0.04 |
38,488 |
63,401 |
+3,331 |
Mar05 |
041122 |
48.85 |
49.05 |
48.30 |
48.60 |
-0.03 |
16,059 |
44,135 |
+2,875 |
Apr05 |
041122 |
48.45 |
48.45 |
48.00 |
48.17 |
-0.04 |
7,397 |
31,845 |
+153 |
May05 |
041122 |
48.05 |
48.05 |
47.55 |
47.68 |
-0.06 |
4,095 |
18,325 |
+792 |
Jun05 |
041122 |
47.50 |
47.55 |
46.90 |
47.19 |
-0.08 |
5,930 |
35,441 |
-149 |
Jul05 |
041122 |
46.75 |
47.00 |
46.60 |
46.71 |
-0.10 |
1,103 |
13,022 |
+206 |
Aug05 |
041122 |
46.26 |
46.26 |
46.26 |
46.26 |
-0.10 |
102 |
9,982 |
-18 |
Sep05 |
041122 |
46.00 |
46.00 |
45.75 |
45.81 |
-0.10 |
1,093 |
13,369 |
-356 |
Oct05 |
041122 |
45.38 |
45.38 |
45.38 |
45.38 |
-0.10 |
636 |
6,824 |
+155 |
Nov05 |
041122 |
45.00 |
45.00 |
45.00 |
45.00 |
-0.10 |
934 |
13,155 |
+425 |
Dec05 |
041122 |
44.80 |
44.80 |
44.60 |
44.65 |
-0.10 |
6,856 |
54,570 |
-259 |
Jan06 |
041122 |
44.40 |
44.40 |
44.30 |
44.30 |
-0.10 |
1,015 |
9,055 |
+362 |
Feb06 |
041122 |
44.25 |
44.25 |
43.98 |
43.98 |
-0.10 |
25 |
3,474 |
+0 |
Mar06 |
041122 |
43.69 |
43.69 |
43.69 |
43.69 |
-0.10 |
181 |
7,933 |
-99 |
Total Volume and Open Interest |
265,702 |
689,219 |
-14,638 |
Heating Oil(NYM) |
Dec04 |
041122 |
148.40 |
148.80 |
144.30 |
144.49 |
-3.77 |
25,399 |
32,787 |
-2,896 |
Jan05 |
041122 |
149.40 |
149.50 |
145.80 |
146.03 |
-3.17 |
24,696 |
63,434 |
+1,558 |
Feb05 |
041122 |
146.25 |
146.80 |
143.70 |
144.03 |
-2.62 |
5,096 |
25,114 |
-53 |
Mar05 |
041122 |
140.70 |
141.00 |
138.48 |
138.48 |
-2.27 |
1,780 |
16,247 |
-94 |
Apr05 |
041122 |
133.50 |
133.90 |
131.38 |
131.38 |
-1.82 |
1,167 |
7,016 |
-114 |
May05 |
041122 |
127.80 |
127.80 |
126.18 |
126.18 |
-1.42 |
798 |
5,394 |
-167 |
Jun05 |
041122 |
124.45 |
125.00 |
123.28 |
123.28 |
-1.17 |
689 |
7,432 |
-245 |
Jul05 |
041122 |
121.98 |
121.98 |
121.98 |
121.98 |
-1.07 |
240 |
4,627 |
-108 |
Aug05 |
041122 |
122.60 |
122.60 |
121.78 |
121.78 |
-1.02 |
5 |
1,956 |
+3 |
Sep05 |
041122 |
122.33 |
122.33 |
122.33 |
122.33 |
-0.97 |
111 |
3,068 |
+1 |
Oct05 |
041122 |
123.40 |
123.40 |
123.03 |
123.03 |
-0.92 |
3 |
356 |
-2 |
Nov05 |
041122 |
124.30 |
124.30 |
123.73 |
123.73 |
-0.87 |
2 |
457 |
+2 |
Total Volume and Open Interest |
60,379 |
178,807 |
-1,879 |
Gasoline(NYMEX) |
Dec04 |
041122 |
131.50 |
131.50 |
128.60 |
128.94 |
-2.15 |
23,543 |
28,023 |
-1,197 |
Jan05 |
041122 |
131.95 |
132.40 |
129.60 |
130.04 |
-1.86 |
22,731 |
50,400 |
+2,352 |
Feb05 |
041122 |
132.40 |
132.90 |
130.79 |
130.79 |
-1.71 |
3,127 |
13,441 |
+827 |
Mar05 |
041122 |
132.70 |
133.20 |
131.44 |
131.44 |
-1.66 |
871 |
6,846 |
+225 |
Apr05 |
041122 |
139.50 |
139.90 |
138.09 |
138.09 |
-1.71 |
2,937 |
15,309 |
+121 |
May05 |
041122 |
139.20 |
139.20 |
137.79 |
137.79 |
-1.71 |
1,743 |
11,144 |
-690 |
Jun05 |
041122 |
136.44 |
136.44 |
136.44 |
136.44 |
-1.76 |
671 |
6,604 |
-119 |
Jul05 |
041122 |
134.34 |
134.34 |
134.34 |
134.34 |
-1.81 |
51 |
3,313 |
+0 |
Aug05 |
041122 |
131.49 |
131.49 |
131.49 |
131.49 |
-0.81 |
64 |
1,944 |
-20 |
Sep05 |
041122 |
128.04 |
128.04 |
128.04 |
128.04 |
-0.76 |
554 |
5,829 |
+240 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Dec04 |
041122 |
7.060 |
7.080 |
6.720 |
6.762 |
-0.353 |
34,961 |
32,551 |
-3,739 |
Jan05 |
041122 |
7.750 |
7.790 |
7.470 |
7.540 |
-0.251 |
21,388 |
62,430 |
+1,915 |
Feb05 |
041122 |
7.880 |
7.880 |
7.590 |
7.655 |
-0.236 |
4,880 |
28,697 |
+403 |
Mar05 |
041122 |
7.650 |
7.650 |
7.400 |
7.475 |
-0.201 |
4,190 |
28,579 |
+521 |
Apr05 |
041122 |
6.730 |
6.750 |
6.600 |
6.695 |
-0.081 |
2,146 |
20,636 |
-77 |
May05 |
041122 |
6.630 |
6.630 |
6.480 |
6.570 |
-0.061 |
1,470 |
18,297 |
+203 |
Jun05 |
041122 |
6.630 |
6.640 |
6.500 |
6.604 |
-0.059 |
785 |
11,824 |
-36 |
Jul05 |
041122 |
6.620 |
6.650 |
6.560 |
6.638 |
-0.058 |
395 |
14,997 |
+47 |
Aug05 |
041122 |
6.680 |
6.700 |
6.610 |
6.658 |
-0.058 |
337 |
11,766 |
+86 |
Sep05 |
041122 |
6.650 |
6.670 |
6.600 |
6.638 |
-0.058 |
185 |
11,302 |
-3 |
Oct05 |
041122 |
6.700 |
6.710 |
6.600 |
6.663 |
-0.058 |
569 |
18,344 |
+309 |
Nov05 |
041122 |
7.000 |
7.000 |
6.900 |
6.943 |
-0.058 |
526 |
10,079 |
-114 |
Dec05 |
041122 |
7.200 |
7.240 |
7.150 |
7.213 |
-0.058 |
816 |
10,554 |
+222 |
Jan06 |
041122 |
7.400 |
7.423 |
7.390 |
7.423 |
-0.058 |
405 |
12,235 |
+343 |
Feb06 |
041122 |
7.420 |
7.420 |
7.413 |
7.413 |
-0.058 |
183 |
8,289 |
+9 |
Mar06 |
041122 |
7.180 |
7.230 |
7.180 |
7.198 |
-0.053 |
252 |
9,484 |
+42 |
Total Volume and Open Interest |
75,417 |
385,739 |
+1,037 |
Brent Crude Oil(ICE) |
Jan05 |
041122 |
45.28 |
45.28 |
44.15 |
44.38 |
-0.51 |
42,511 |
63,931 |
-1,933 |
Feb05 |
041122 |
45.47 |
45.75 |
44.80 |
45.12 |
-0.21 |
24,397 |
72,739 |
+259 |
Mar05 |
041122 |
45.34 |
45.55 |
44.85 |
45.06 |
+0.01 |
8,048 |
24,568 |
+2,121 |
Apr05 |
041122 |
45.00 |
45.20 |
44.55 |
44.80 |
+0.06 |
2,274 |
16,219 |
-101 |
May05 |
041122 |
44.63 |
44.84 |
44.25 |
44.47 |
+0.05 |
1,875 |
9,202 |
-236 |
Jun05 |
041122 |
44.30 |
44.55 |
44.10 |
44.12 |
+0.02 |
2,540 |
18,222 |
+413 |
Jul05 |
041122 |
43.90 |
44.20 |
43.50 |
43.73 |
-0.03 |
450 |
5,049 |
-35 |
Aug05 |
041122 |
43.57 |
43.57 |
43.40 |
43.41 |
-0.01 |
0 |
2,586 |
+0 |
Sep05 |
041122 |
43.22 |
43.22 |
43.09 |
43.09 |
+0.01 |
0 |
6,364 |
+40 |
Oct05 |
041122 |
42.88 |
42.88 |
42.74 |
42.74 |
unch |
0 |
1,950 |
+0 |
Nov05 |
041122 |
42.40 |
42.40 |
42.40 |
42.40 |
unch |
0 |
2,772 |
+0 |
Dec05 |
041122 |
42.45 |
42.45 |
42.09 |
42.09 |
+0.03 |
2,575 |
41,147 |
+315 |
Total Volume and Open Interest |
87,400 |
318,644 |
+1,388 |
Gas Oil(ICE) |
Dec04 |
041122 |
455.00 |
459.75 |
435.50 |
435.75 |
-14.00 |
19,901 |
45,884 |
+45 |
Jan05 |
041122 |
443.50 |
447.25 |
428.00 |
430.25 |
-8.00 |
14,065 |
30,920 |
+540 |
Feb05 |
041122 |
431.50 |
433.75 |
420.00 |
422.75 |
-3.75 |
3,791 |
11,044 |
-303 |
Mar05 |
041122 |
420.50 |
420.50 |
409.50 |
411.75 |
-1.50 |
139 |
7,070 |
+7 |
Apr05 |
041122 |
406.50 |
407.00 |
400.75 |
400.75 |
+0.75 |
127 |
7,078 |
+88 |
May05 |
041122 |
393.25 |
393.25 |
393.25 |
393.25 |
+1.25 |
0 |
3,478 |
+0 |
Jun05 |
041122 |
392.00 |
392.00 |
389.00 |
389.00 |
+1.75 |
127 |
10,591 |
-106 |
Jul05 |
041122 |
387.00 |
387.00 |
387.00 |
387.00 |
+2.25 |
0 |
999 |
+0 |
Aug05 |
041122 |
385.25 |
385.25 |
385.25 |
385.25 |
+2.50 |
0 |
1,586 |
+0 |
Sep05 |
041122 |
384.00 |
384.00 |
384.00 |
384.00 |
+2.75 |
0 |
4,839 |
+0 |
Total Volume and Open Interest |
38,150 |
144,437 |
+296 |
US Dollar Index(ICE) |
Dec04 |
041122 |
83.350 |
83.350 |
83.130 |
83.230 |
-0.090 |
1,757 |
25,870 |
+464 |
Mar05 |
041122 |
83.440 |
83.440 |
83.250 |
83.370 |
-0.090 |
104 |
2,947 |
+56 |
Jun05 |
041122 |
83.520 |
83.520 |
83.520 |
83.520 |
-0.090 |
2 |
15 |
+1 |
Total Volume and Open Interest |
1,885 |
28,839 |
+522 |
Australian Dollar(CME) |
Dec04 |
041122 |
78.15 |
78.35 |
78.05 |
78.09 |
-0.21 |
1,223 |
68,507 |
+144 |
Mar05 |
041122 |
77.55 |
77.74 |
77.48 |
77.52 |
-0.21 |
35 |
1,061 |
+22 |
Jun05 |
041122 |
77.02 |
77.02 |
77.02 |
77.02 |
-0.21 |
0 |
274 |
+0 |
Total Volume and Open Interest |
1,258 |
70,064 |
+166 |
British Pound(CME) |
Dec04 |
041122 |
185.24 |
185.60 |
185.00 |
185.49 |
+0.15 |
1,102 |
92,406 |
+774 |
Mar05 |
041122 |
184.10 |
184.60 |
183.90 |
184.34 |
+0.17 |
1 |
493 |
-8 |
Jun05 |
041122 |
183.34 |
183.34 |
183.34 |
183.34 |
+0.17 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,103 |
92,926 |
+766 |
Canadian Dollar(CME) |
Dec04 |
041122 |
83.93 |
84.55 |
83.84 |
84.30 |
+0.54 |
6,792 |
102,122 |
+1,880 |
Mar05 |
041122 |
83.88 |
84.48 |
83.80 |
84.24 |
+0.54 |
352 |
5,059 |
+165 |
Jun05 |
041122 |
84.00 |
84.25 |
84.00 |
84.14 |
+0.48 |
95 |
1,857 |
+0 |
Sep05 |
041122 |
84.26 |
84.26 |
84.03 |
84.03 |
+0.38 |
0 |
705 |
+0 |
Total Volume and Open Interest |
7,239 |
110,054 |
+2,045 |
Japanese Yen(CME) |
Dec04 |
041122 |
97.10 |
97.18 |
96.88 |
97.00 |
-0.13 |
3,907 |
190,264 |
+3,440 |
Mar05 |
041122 |
97.77 |
97.77 |
97.50 |
97.60 |
-0.13 |
161 |
1,569 |
+65 |
Jun05 |
041122 |
98.26 |
98.26 |
98.26 |
98.26 |
-0.13 |
8 |
89 |
-4 |
Total Volume and Open Interest |
4,076 |
191,948 |
+3,501 |
Swiss Franc(CME) |
Dec04 |
041122 |
86.10 |
86.16 |
85.97 |
86.01 |
-0.11 |
2,235 |
76,958 |
+493 |
Mar05 |
041122 |
86.48 |
86.48 |
86.33 |
86.36 |
-0.11 |
162 |
674 |
+208 |
Jun05 |
041122 |
86.72 |
86.72 |
86.72 |
86.72 |
-0.11 |
0 |
70 |
+0 |
Total Volume and Open Interest |
2,397 |
77,703 |
+701 |
EuroFX(CME) |
Dec04 |
041122 |
130.35 |
130.50 |
130.19 |
130.35 |
+0.20 |
11,929 |
222,258 |
+4,624 |
Mar05 |
041122 |
130.44 |
130.57 |
130.29 |
130.43 |
+0.21 |
381 |
3,715 |
+163 |
Jun05 |
041122 |
130.51 |
130.60 |
130.51 |
130.60 |
+0.22 |
21 |
360 |
+4 |
Total Volume and Open Interest |
12,331 |
226,525 |
+4,791 |
Mexican Peso(CME) |
Dec04 |
041122 |
877.0 |
881.2 |
872.0 |
876.2 |
+1.2 |
8,737 |
78,561 |
+251 |
Jan05 |
041122 |
869.0 |
871.0 |
869.0 |
871.0 |
+1.2 |
30 |
30 |
-30 |
Total Volume and Open Interest |
8,847 |
79,890 |
+195 |
30-Year T-Bonds(CBOT) |
Dec04 |
041122 |
112~200 |
113~120 |
112~170 |
113~100 |
+0~190 |
390,074 |
587,351 |
-10,017 |
Mar05 |
041122 |
111~200 |
112~110 |
111~170 |
112~110 |
+0~190 |
15,024 |
73,788 |
+6,568 |
Jun05 |
041122 |
110~280 |
111~140 |
110~280 |
111~140 |
+0~180 |
263 |
353 |
+145 |
Total Volume and Open Interest |
405,361 |
661,494 |
-3,304 |
10-Year T-Notes(CBOT) |
Dec04 |
041122 |
112~085 |
112~145 |
112~055 |
112~135 |
+0~040 |
1,266,390 |
1,579,511 |
+39,457 |
Mar05 |
041122 |
111~200 |
111~280 |
111~190 |
111~265 |
+0~040 |
55,118 |
216,040 |
+9,252 |
Jun05 |
041122 |
110~265 |
110~300 |
110~235 |
110~300 |
+0~045 |
1,134 |
5,942 |
+882 |
Total Volume and Open Interest |
1,322,642 |
1,801,493 |
+49,591 |
5-Year T-Notes(CBOT) |
Dec04 |
041122 |
110~038 |
110~038 |
110~022 |
110~034 |
+0~004 |
591,554 |
1,022,473 |
-28,644 |
Mar05 |
041122 |
109~060 |
109~062 |
109~044 |
109~058 |
+0~004 |
24,767 |
278,162 |
+37,658 |
Jun05 |
041122 |
109~002 |
109~002 |
109~002 |
109~002 |
+0~006 |
12 |
1,125 |
+0 |
Total Volume and Open Interest |
616,321 |
1,125 |
+0 |
2 Year T-Notes(CBOT) |
Dec04 |
041122 |
105~032 |
105~032 |
105~024 |
105~028 |
-0~002 |
3,398 |
220,247 |
-8,041 |
Mar05 |
041122 |
104~113 |
104~113 |
104~107 |
104~112 |
unch |
1,236 |
9,575 |
+2,698 |
Total Volume and Open Interest |
4,634 |
229,822 |
-5,343 |
Eurodollars(CME) |
Dec04 |
041122 |
97.530 |
97.533 |
97.525 |
97.525 |
-0.007 |
40,498 |
1,013,777 |
+15,545 |
Mar05 |
041122 |
97.130 |
97.135 |
97.120 |
97.130 |
-0.010 |
62,246 |
970,058 |
+19,879 |
Jun05 |
041122 |
96.860 |
96.860 |
96.845 |
96.855 |
-0.015 |
58,130 |
938,364 |
+20,517 |
Sep05 |
041122 |
96.650 |
96.650 |
96.630 |
96.645 |
-0.015 |
51,918 |
810,821 |
+25,398 |
Dec05 |
041122 |
96.475 |
96.475 |
96.455 |
96.470 |
-0.010 |
55,199 |
627,894 |
+14,499 |
Mar06 |
041122 |
96.355 |
96.360 |
96.340 |
96.355 |
-0.005 |
48,587 |
454,357 |
+5,754 |
Jun06 |
041122 |
96.260 |
96.260 |
96.235 |
96.260 |
+0.005 |
28,899 |
338,336 |
-872 |
Sep06 |
041122 |
96.160 |
96.170 |
96.140 |
96.165 |
+0.010 |
37,531 |
267,655 |
-3,875 |
Dec06 |
041122 |
96.055 |
96.065 |
96.035 |
96.065 |
+0.015 |
22,162 |
217,512 |
-4,856 |
Mar07 |
041122 |
95.965 |
95.985 |
95.950 |
95.985 |
+0.025 |
22,532 |
160,162 |
-3,222 |
Jun07 |
041122 |
95.860 |
95.895 |
95.850 |
95.895 |
+0.035 |
21,861 |
158,174 |
-6,366 |
Sep07 |
041122 |
95.765 |
95.805 |
95.755 |
95.805 |
+0.040 |
16,407 |
122,435 |
+84 |
Dec07 |
041122 |
95.650 |
95.700 |
95.645 |
95.700 |
+0.045 |
8,082 |
88,628 |
-165 |
Mar08 |
041122 |
95.575 |
95.615 |
95.555 |
95.615 |
+0.050 |
7,781 |
86,999 |
+20 |
Jun08 |
041122 |
95.460 |
95.520 |
95.460 |
95.520 |
+0.055 |
7,629 |
87,978 |
+126 |
Sep08 |
041122 |
95.365 |
95.430 |
95.365 |
95.430 |
+0.060 |
8,375 |
82,564 |
+550 |
Dec08 |
041122 |
95.255 |
95.325 |
95.255 |
95.325 |
+0.065 |
7,994 |
64,177 |
-2,514 |
Mar09 |
041122 |
95.180 |
95.240 |
95.170 |
95.240 |
+0.065 |
6,622 |
52,942 |
-805 |
Total Volume and Open Interest |
532,334 |
6,697,483 |
+77,878 |
30 Day Federal Funds(CBOT) |
Nov04 |
041122 |
98.070 |
98.070 |
98.070 |
98.070 |
unch |
986 |
149,289 |
-619 |
Dec04 |
041122 |
97.870 |
97.870 |
97.860 |
97.870 |
-0.010 |
2,895 |
144,985 |
+773 |
Jan05 |
041122 |
97.760 |
97.760 |
97.760 |
97.760 |
-0.010 |
5,226 |
120,753 |
-181 |
Feb05 |
041122 |
97.540 |
97.550 |
97.540 |
97.550 |
unch |
3,320 |
41,880 |
+392 |
Mar05 |
041122 |
97.470 |
97.470 |
97.460 |
97.470 |
unch |
1,854 |
13,043 |
+1,705 |
Apr05 |
041122 |
97.330 |
97.330 |
97.330 |
97.330 |
-0.010 |
201 |
3,402 |
+782 |
Total Volume and Open Interest |
14,482 |
474,169 |
+2,934 |
30 Day Fed Funds(e-CBOT) |
Nov04 |
041122 |
98.075 |
98.075 |
98.070 |
98.075 |
unch |
1,688 |
0 |
+0 |
Dec04 |
041122 |
97.870 |
97.870 |
97.865 |
97.870 |
unch |
4,645 |
0 |
+0 |
Jan05 |
041122 |
97.765 |
97.765 |
97.760 |
97.765 |
unch |
11,465 |
0 |
+0 |
Feb05 |
041122 |
97.545 |
97.550 |
97.540 |
97.550 |
+0.005 |
6,641 |
0 |
+0 |
Mar05 |
041122 |
97.470 |
97.475 |
97.465 |
97.470 |
-0.005 |
3,235 |
0 |
+0 |
Apr05 |
041122 |
97.330 |
97.335 |
97.330 |
97.335 |
unch |
1,343 |
0 |
+0 |
Total Volume and Open Interest |
29,148 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041122 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
165 |
21,448 |
+41 |
Mar05 |
041122 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
52,362 |
-49 |
Jun05 |
041122 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
200 |
27,294 |
+93 |
Sep05 |
041122 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
185 |
6,977 |
+26 |
Dec05 |
041122 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
4,597 |
-280 |
Mar06 |
041122 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
8,431 |
-3 |
Jun06 |
041122 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
0 |
4,557 |
-3 |
Sep06 |
041122 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
100 |
3,109 |
-230 |
Dec06 |
041122 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.01 |
0 |
411 |
+0 |
Mar07 |
041122 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.01 |
0 |
6 |
+0 |
Total Volume and Open Interest |
650 |
130,239 |
-405 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041122 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
75 |
62,805 |
+39 |
Mar05 |
041122 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.00 |
1,185 |
90,317 |
-742 |
Jun05 |
041122 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
1,215 |
79,767 |
-363 |
Sep05 |
041122 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.00 |
305 |
45,135 |
-1,219 |
Dec05 |
041122 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
256 |
35,730 |
-489 |
Mar06 |
041122 |
99.71 |
99.72 |
99.71 |
99.72 |
+0.01 |
1,738 |
28,207 |
-222 |
Jun06 |
041122 |
99.62 |
99.64 |
99.62 |
99.64 |
+0.01 |
53 |
12,932 |
-111 |
Sep06 |
041122 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
7,406 |
+0 |
Total Volume and Open Interest |
4,827 |
375,914 |
-3,107 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041122 |
138.75 |
139.03 |
138.75 |
139.03 |
+0.32 |
3,090 |
36,632 |
+1,841 |
Mar05 |
041122 |
138.17 |
138.17 |
138.17 |
138.17 |
+0.31 |
85 |
28 |
+20 |
Jun05 |
041122 |
138.17 |
138.17 |
138.17 |
138.17 |
+0.31 |
|
|
|
Total Volume and Open Interest |
3,175 |
36,660 |
+1,861 |
Euro-Bund(EUREX) |
Dec04 |
041122 |
117.73 |
118.04 |
117.73 |
117.98 |
+0.19 |
737,187 |
1,366,609 |
+71,545 |
Mar05 |
041122 |
117.08 |
117.33 |
117.08 |
117.30 |
+0.20 |
13,185 |
72,439 |
+4,921 |
Jun05 |
041122 |
116.48 |
116.48 |
116.48 |
116.48 |
+0.19 |
500 |
249 |
+0 |
Total Volume and Open Interest |
750,872 |
1,439,297 |
+76,466 |
Euro-Bobl(EUREX) |
Dec04 |
041122 |
112.61 |
112.82 |
112.61 |
112.77 |
+0.16 |
419,028 |
893,934 |
+9,471 |
Mar05 |
041122 |
112.37 |
112.56 |
112.37 |
112.53 |
+0.17 |
9,571 |
31,454 |
-127 |
Jun05 |
041122 |
111.77 |
111.77 |
111.77 |
111.77 |
+0.16 |
164 |
800 |
+0 |
Total Volume and Open Interest |
428,763 |
926,188 |
+9,344 |
3-Mth Euribor(EUREX) |
Dec04 |
041122 |
97.805 |
97.810 |
97.805 |
97.810 |
+0.005 |
228 |
9,558 |
-174 |
Mar05 |
041122 |
97.715 |
97.720 |
97.715 |
97.715 |
+0.010 |
374 |
6,884 |
+148 |
Jun05 |
041122 |
97.630 |
97.630 |
97.625 |
97.625 |
+0.010 |
204 |
5,233 |
+19 |
Total Volume and Open Interest |
869 |
29,059 |
-1 |
Long Gilt(LIFFE) |
Dec04 |
041122 |
108~30 |
109~04 |
108~25 |
109~02 |
+0~11 |
78,244 |
235,271 |
-757 |
Mar05 |
041122 |
110~14 |
110~21 |
110~10 |
110~19 |
+0~12 |
2,670 |
11,244 |
+1,344 |
Total Volume and Open Interest |
80,914 |
246,515 |
+587 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041122 |
95.13 |
95.13 |
95.11 |
95.12 |
unch |
12,209 |
247,602 |
-2,321 |
Mar05 |
041122 |
95.08 |
95.10 |
95.07 |
95.09 |
+0.02 |
30,287 |
280,563 |
-531 |
Jun05 |
041122 |
95.11 |
95.13 |
95.08 |
95.11 |
+0.03 |
32,285 |
215,732 |
+2,907 |
Sep05 |
041122 |
95.12 |
95.16 |
95.10 |
95.14 |
+0.04 |
35,023 |
212,801 |
-4,520 |
Dec05 |
041122 |
95.13 |
95.16 |
95.10 |
95.14 |
+0.04 |
35,415 |
194,729 |
-10,253 |
Mar06 |
041122 |
95.12 |
95.15 |
95.08 |
95.13 |
+0.05 |
13,154 |
100,552 |
-3,422 |
Total Volume and Open Interest |
169,453 |
1,462,541 |
-17,806 |
3-Mth Euribor(LIFFE) |
Dec04 |
041122 |
97.805 |
97.810 |
97.805 |
97.810 |
+0.005 |
34,985 |
662,091 |
-1,465 |
Mar05 |
041122 |
97.705 |
97.730 |
97.705 |
97.720 |
+0.015 |
119,750 |
512,412 |
-5,018 |
Jun05 |
041122 |
97.605 |
97.640 |
97.605 |
97.630 |
+0.025 |
154,804 |
524,929 |
-8,454 |
Total Volume and Open Interest |
594,292 |
3,194,131 |
-10,515 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041122 |
94.58 |
94.58 |
94.57 |
94.58 |
unch |
12,007 |
109,345 |
-149 |
Mar05 |
041122 |
94.54 |
94.55 |
94.50 |
94.54 |
unch |
38,788 |
176,596 |
+9,991 |
Jun05 |
041122 |
94.49 |
94.51 |
94.46 |
94.49 |
unch |
9,346 |
63,967 |
+1,046 |
Sep05 |
041122 |
94.47 |
94.50 |
94.45 |
94.47 |
-0.01 |
2,149 |
26,799 |
-1,234 |
Dec05 |
041122 |
94.47 |
94.47 |
94.43 |
94.45 |
-0.02 |
2,966 |
19,525 |
+2,037 |
Mar06 |
041122 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.02 |
608 |
13,645 |
+60 |
Jun06 |
041122 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.01 |
200 |
10,019 |
+29 |
Sep06 |
041122 |
94.41 |
94.41 |
94.41 |
94.41 |
unch |
200 |
6,130 |
-100 |
Dec06 |
041122 |
94.37 |
94.38 |
94.37 |
94.38 |
unch |
5 |
2,896 |
+5 |
Mar07 |
041122 |
94.35 |
94.35 |
94.35 |
94.35 |
-0.01 |
0 |
1,863 |
+0 |
Total Volume and Open Interest |
66,269 |
434,240 |
+11,685 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041122 |
94.62 |
94.66 |
94.57 |
94.60 |
-0.03 |
30,897 |
264,898 |
-6,610 |
Mar05 |
041122 |
94.60 |
94.60 |
94.60 |
94.60 |
-0.03 |
|
|
|
Total Volume and Open Interest |
30,897 |
264,898 |
-6,610 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041122 |
94.83 |
94.86 |
94.76 |
94.81 |
-0.02 |
78,935 |
426,963 |
-2,867 |
Mar05 |
041122 |
94.81 |
94.81 |
94.81 |
94.81 |
-0.02 |
|
|
|
Total Volume and Open Interest |
78,935 |
426,963 |
-2,867 |
Gold(CMX) |
Dec04 |
041122 |
447.0 |
449.1 |
446.1 |
449.0 |
+2.0 |
77,997 |
213,380 |
-13,537 |
Feb05 |
041122 |
449.5 |
451.4 |
448.2 |
451.2 |
+2.0 |
29,470 |
77,675 |
+15,386 |
Apr05 |
041122 |
452.5 |
453.5 |
450.3 |
453.4 |
+2.1 |
1,810 |
10,592 |
+1,097 |
Jun05 |
041122 |
454.0 |
456.3 |
453.0 |
455.7 |
+2.2 |
2,128 |
21,102 |
+930 |
Aug05 |
041122 |
458.1 |
458.1 |
458.1 |
458.1 |
+2.2 |
60 |
6,589 |
+86 |
Oct05 |
041122 |
460.5 |
460.5 |
460.5 |
460.5 |
+2.2 |
1 |
3,346 |
+1 |
Dec05 |
041122 |
460.8 |
463.0 |
460.8 |
463.0 |
+2.2 |
431 |
13,059 |
+11 |
Feb06 |
041122 |
465.6 |
465.6 |
465.6 |
465.6 |
+2.2 |
0 |
844 |
+0 |
Apr06 |
041122 |
468.1 |
468.1 |
468.1 |
468.1 |
+2.2 |
200 |
591 |
+100 |
Jun06 |
041122 |
469.0 |
470.7 |
469.0 |
470.7 |
+2.2 |
201 |
8,590 |
-99 |
Aug06 |
041122 |
473.4 |
473.4 |
473.4 |
473.4 |
+2.2 |
0 |
200 |
+0 |
Total Volume and Open Interest |
112,508 |
365,154 |
+4,178 |
Silver(CMX) |
Dec04 |
041122 |
762.5 |
764.0 |
756.5 |
757.2 |
-2.8 |
19,944 |
71,619 |
-6,436 |
Mar05 |
041122 |
769.0 |
769.0 |
761.5 |
762.5 |
-2.8 |
10,256 |
40,377 |
+6,453 |
May05 |
041122 |
771.0 |
771.0 |
765.8 |
765.8 |
-2.6 |
542 |
2,507 |
-404 |
Jul05 |
041122 |
776.0 |
776.0 |
769.0 |
769.0 |
-2.5 |
62 |
2,744 |
+10 |
Sep05 |
041122 |
771.5 |
771.5 |
771.5 |
771.5 |
-2.1 |
3 |
603 |
+2 |
Dec05 |
041122 |
776.0 |
783.0 |
774.0 |
774.2 |
-2.2 |
705 |
5,192 |
+19 |
Mar06 |
041122 |
777.0 |
777.0 |
777.0 |
777.0 |
-2.2 |
0 |
1 |
+0 |
Total Volume and Open Interest |
31,529 |
125,494 |
-371 |
Platinum(NYMEX) |
Jan05 |
041122 |
854.5 |
857.0 |
851.0 |
855.2 |
-4.5 |
720 |
7,540 |
-17 |
Apr05 |
041122 |
854.0 |
854.0 |
853.2 |
853.2 |
-4.5 |
10 |
516 |
+2 |
Total Volume and Open Interest |
730 |
8,056 |
-15 |
Palladium(NYMEX) |
Dec04 |
041122 |
218.50 |
220.00 |
216.00 |
218.50 |
-1.80 |
727 |
7,592 |
-123 |
Mar05 |
041122 |
218.00 |
223.00 |
217.50 |
220.75 |
-1.75 |
686 |
4,452 |
+447 |
Jun05 |
041122 |
222.75 |
222.75 |
222.75 |
222.75 |
-1.75 |
22 |
49 |
+13 |
Total Volume and Open Interest |
1,435 |
12,095 |
+337 |
Copper(CMX) |
Dec04 |
041122 |
141.50 |
141.60 |
139.00 |
140.90 |
-2.30 |
9,091 |
29,155 |
-2,742 |
Mar05 |
041122 |
141.00 |
141.00 |
138.70 |
140.60 |
-1.15 |
10,881 |
37,304 |
+5,731 |
May05 |
041122 |
134.80 |
136.10 |
134.30 |
135.85 |
-0.60 |
85 |
5,227 |
+30 |
Jul05 |
041122 |
130.50 |
131.00 |
129.00 |
131.00 |
-0.45 |
52 |
3,839 |
+2 |
Sep05 |
041122 |
126.00 |
126.20 |
126.00 |
126.20 |
-0.55 |
602 |
2,348 |
+477 |
Total Volume and Open Interest |
21,440 |
89,230 |
+3,814 |
Aluminum(CMX) |
Nov04 |
041122 |
87.00 |
87.00 |
87.00 |
87.00 |
-0.70 |
8 |
567 |
+4 |
Dec04 |
041122 |
87.10 |
87.10 |
87.10 |
87.10 |
-0.60 |
37 |
992 |
-5 |
Jan05 |
041122 |
86.70 |
86.70 |
86.70 |
86.70 |
-0.55 |
25 |
885 |
+10 |
Feb05 |
041122 |
86.50 |
86.50 |
86.50 |
86.50 |
-0.55 |
0 |
651 |
+0 |
Mar05 |
041122 |
86.40 |
86.40 |
86.40 |
86.40 |
-0.55 |
1 |
657 |
+0 |
Apr05 |
041122 |
86.10 |
86.10 |
86.10 |
86.10 |
-0.65 |
0 |
486 |
+0 |
Total Volume and Open Interest |
71 |
9,710 |
+9 |
DJIA Index(CBOT) |
Dec04 |
041122 |
10455 |
10518 |
10441 |
10501 |
+23 |
7,321 |
45,711 |
-790 |
Mar05 |
041122 |
10450 |
10505 |
10445 |
10505 |
+24 |
22 |
130 |
+4 |
Jun05 |
041122 |
10460 |
10522 |
10460 |
10522 |
+25 |
5 |
5 |
+3 |
Total Volume and Open Interest |
7,348 |
45,847 |
-783 |
S & P 500(CME) |
Dec04 |
041122 |
1169.50 |
1179.00 |
1168.30 |
1177.90 |
+5.60 |
47,013 |
638,450 |
-6,504 |
Mar05 |
041122 |
1171.50 |
1180.20 |
1171.00 |
1180.00 |
+5.70 |
10,375 |
60,378 |
+7,610 |
Jun05 |
041122 |
1183.50 |
1183.50 |
1183.50 |
1183.50 |
+5.80 |
10 |
3,764 |
-31 |
Sep05 |
041122 |
1187.30 |
1187.30 |
1187.30 |
1187.30 |
+6.00 |
8 |
1,514 |
+8 |
Total Volume and Open Interest |
57,406 |
704,268 |
+1,083 |
S & P 500 E-Mini(Globex) |
Dec04 |
041122 |
1172.00 |
1179.00 |
1166.50 |
1178.00 |
+5.75 |
723,841 |
968,757 |
+4,601 |
Mar05 |
041122 |
1173.00 |
1180.25 |
1169.00 |
1180.00 |
+5.75 |
3,697 |
52,138 |
+3,065 |
Total Volume and Open Interest |
727,538 |
1,020,895 |
+7,666 |
NASDAQ 100(CME) |
Dec04 |
041122 |
1555.00 |
1572.00 |
1548.50 |
1571.50 |
+13.50 |
10,698 |
88,073 |
+1,337 |
Mar05 |
041122 |
1564.00 |
1579.50 |
1559.50 |
1579.50 |
+13.50 |
122 |
172 |
+111 |
Jun05 |
041122 |
1586.50 |
1586.50 |
1586.50 |
1586.50 |
+13.50 |
|
|
|
Total Volume and Open Interest |
10,820 |
88,245 |
+1,448 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041122 |
1555.50 |
1572.50 |
1547.00 |
1571.50 |
+13.50 |
277,523 |
379,831 |
-18,092 |
Mar05 |
041122 |
1556.50 |
1579.50 |
1556.50 |
1579.50 |
+13.50 |
218 |
2,166 |
-15 |
Total Volume and Open Interest |
277,741 |
381,997 |
-18,107 |
S & P Midcap 400(CME) |
Dec04 |
041122 |
626.75 |
632.50 |
626.75 |
632.50 |
+5.00 |
156 |
13,960 |
-155 |
Mar05 |
041122 |
633.00 |
633.00 |
633.00 |
633.00 |
+5.00 |
0 |
2 |
+0 |
Jun05 |
041122 |
633.00 |
633.00 |
633.00 |
633.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
156 |
13,962 |
-155 |
Russell 2000(CME) |
Dec04 |
041122 |
613.00 |
622.50 |
613.00 |
622.50 |
+8.50 |
1,260 |
26,681 |
-259 |
Mar05 |
041122 |
616.00 |
624.00 |
616.00 |
624.00 |
+8.50 |
0 |
138 |
+0 |
Jun05 |
041122 |
624.00 |
624.00 |
624.00 |
624.00 |
+8.50 |
|
|
|
Total Volume and Open Interest |
1,260 |
26,819 |
-259 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041122 |
614.60 |
622.50 |
611.20 |
622.50 |
+8.50 |
64,640 |
121,560 |
-2,817 |
Mar05 |
041122 |
622.00 |
624.00 |
622.00 |
624.00 |
+8.50 |
10 |
393 |
+0 |
Total Volume and Open Interest |
64,650 |
121,953 |
-2,817 |
Nikkei 225(CME) |
Dec04 |
041122 |
10940 |
10950 |
10765 |
10835 |
-260 |
22,169 |
181,108 |
+729 |
Mar05 |
041122 |
10880 |
10880 |
10790 |
10830 |
-260 |
10 |
16 |
+0 |
Total Volume and Open Interest |
22,179 |
181,127 |
+729 |
Nikkei 225(SGX) |
Dec04 |
041122 |
10940 |
10950 |
10765 |
10835 |
-260 |
22,169 |
181,108 |
+729 |
Mar05 |
041122 |
10880 |
10880 |
10790 |
10830 |
-260 |
10 |
16 |
+0 |
Jun05 |
041122 |
10775 |
10775 |
10775 |
10775 |
-260 |
0 |
3 |
+0 |
Total Volume and Open Interest |
22,179 |
181,127 |
+729 |
CAC 40(EURONEXT) |
Dec04 |
041122 |
3771.0 |
3778.5 |
3749.0 |
3769.5 |
-22.5 |
96,263 |
386,237 |
+22,469 |
Jan05 |
041122 |
3778.0 |
3780.0 |
3757.5 |
3776.0 |
-22.5 |
139 |
441 |
+131 |
Total Volume and Open Interest |
96,406 |
395,715 |
-366,199 |
Hang Seng Index(HKFE) |
Nov04 |
041122 |
13587 |
13779 |
13563 |
13770 |
+24 |
26,551 |
115,032 |
-1,025 |
Dec04 |
041122 |
13568 |
13762 |
13550 |
13752 |
+24 |
3,120 |
3,009 |
+416 |
Total Volume and Open Interest |
29,724 |
120,497 |
-618 |
DAX(EUREX) |
Dec04 |
041122 |
4121.0 |
4156.0 |
4093.5 |
4155.0 |
+25.0 |
109,353 |
194,236 |
+2,342 |
Mar05 |
041122 |
4145.5 |
4178.0 |
4118.0 |
4178.0 |
+25.0 |
293 |
10,085 |
-78 |
Jun05 |
041122 |
4162.5 |
4202.0 |
4142.0 |
4202.0 |
+25.0 |
306 |
1,598 |
-1 |
Total Volume and Open Interest |
109,952 |
205,919 |
+2,263 |
FT-SE 100(EURONEXT) |
Dec04 |
041122 |
4747.00 |
4753.00 |
4721.00 |
4742.00 |
-27.00 |
65,235 |
461,003 |
-611 |
Mar05 |
041122 |
4748.00 |
4748.00 |
4725.00 |
4744.00 |
-27.50 |
98 |
21,894 |
-3 |
Jun05 |
041122 |
4745.50 |
4760.00 |
4745.50 |
4760.00 |
-28.50 |
0 |
17,720 |
+0 |
Total Volume and Open Interest |
65,333 |
501,717 |
-614 |
SPI 200(SFE) |
Dec04 |
041122 |
3866.0 |
3873.0 |
3828.0 |
3830.0 |
-56.0 |
6,636 |
168,394 |
-2,228 |
Mar05 |
041122 |
3879.0 |
3882.0 |
3839.0 |
3840.0 |
-56.0 |
156 |
3,744 |
-109 |
Jun05 |
041122 |
3886.0 |
3886.0 |
3855.0 |
3855.0 |
-56.0 |
21 |
3,042 |
-88 |
Total Volume and Open Interest |
7,012 |
179,567 |
-2,275 |
GSCI(CME) |
Dec04 |
041122 |
344.50 |
344.90 |
341.00 |
341.30 |
-3.30 |
160 |
16,772 |
-49 |
Jan05 |
041122 |
341.50 |
341.50 |
341.50 |
341.50 |
-2.20 |
0 |
3 |
+0 |
Feb05 |
041122 |
337.50 |
337.50 |
337.50 |
337.50 |
-1.00 |
|
|
|
Total Volume and Open Interest |
160 |
16,775 |
-49 |
RJ/CRB Index(ICE) |
Jan05 |
041122 |
288.00 |
288.00 |
286.50 |
286.50 |
-0.75 |
22 |
335 |
+3 |
Feb05 |
041122 |
284.75 |
284.75 |
284.75 |
284.75 |
-0.75 |
0 |
116 |
+0 |
Apr05 |
041122 |
284.50 |
284.50 |
284.50 |
284.50 |
-0.75 |
0 |
110 |
+0 |
Total Volume and Open Interest |
22 |
595 |
+3 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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