|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 29, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041129 |
544.00 |
544.00 |
535.00 |
539.50 |
-9.00 |
26,269 |
102,760 |
-3,024 |
| Mar05 |
041129 |
546.00 |
546.00 |
537.50 |
540.75 |
-10.50 |
7,301 |
56,613 |
+1,273 |
| May05 |
041129 |
552.50 |
553.00 |
544.00 |
546.25 |
-11.50 |
2,232 |
32,510 |
-132 |
| Jul05 |
041129 |
560.00 |
561.00 |
552.00 |
553.50 |
-11.75 |
1,933 |
27,246 |
+146 |
| Aug05 |
041129 |
555.50 |
558.00 |
555.50 |
556.50 |
-12.00 |
132 |
1,914 |
+55 |
| Sep05 |
041129 |
564.00 |
564.00 |
559.00 |
559.00 |
-12.00 |
2 |
324 |
+1 |
| Nov05 |
041129 |
575.00 |
575.00 |
566.00 |
567.75 |
-10.50 |
556 |
9,428 |
-98 |
| Total Volume and Open Interest |
38,429 |
230,840 |
-1,780 |
| Soybean Meal(CBOT) |
| Dec04 |
041129 |
160.20 |
160.50 |
156.60 |
156.90 |
-4.30 |
9,912 |
19,176 |
-4,951 |
| Jan05 |
041129 |
161.00 |
161.00 |
158.10 |
158.20 |
-4.10 |
8,602 |
30,430 |
+341 |
| Mar05 |
041129 |
164.00 |
164.00 |
160.80 |
161.00 |
-4.00 |
3,665 |
32,929 |
+701 |
| May05 |
041129 |
165.50 |
165.70 |
163.50 |
163.70 |
-3.80 |
800 |
17,692 |
+81 |
| Jul05 |
041129 |
170.00 |
170.00 |
167.00 |
167.40 |
-3.70 |
1,294 |
25,792 |
+513 |
| Aug05 |
041129 |
170.70 |
171.00 |
168.60 |
168.90 |
-3.80 |
123 |
8,933 |
+82 |
| Sep05 |
041129 |
172.50 |
172.50 |
170.00 |
170.00 |
-4.00 |
30 |
5,738 |
+21 |
| Oct05 |
041129 |
172.00 |
172.00 |
171.30 |
171.30 |
-4.00 |
10 |
3,218 |
+2 |
| Total Volume and Open Interest |
24,471 |
149,781 |
-3,189 |
| Soybean Oil(CBOT) |
| Dec04 |
041129 |
20.55 |
20.55 |
20.03 |
20.27 |
-0.47 |
9,891 |
11,644 |
-5,333 |
| Jan05 |
041129 |
20.68 |
20.70 |
20.15 |
20.47 |
-0.41 |
8,392 |
40,620 |
-370 |
| Mar05 |
041129 |
20.70 |
20.78 |
20.28 |
20.61 |
-0.37 |
5,169 |
33,841 |
+540 |
| May05 |
041129 |
20.85 |
20.90 |
20.55 |
20.77 |
-0.40 |
851 |
17,806 |
+11 |
| Jul05 |
041129 |
21.00 |
21.05 |
20.70 |
20.91 |
-0.44 |
1,869 |
17,409 |
+49 |
| Aug05 |
041129 |
20.85 |
20.91 |
20.85 |
20.91 |
-0.49 |
34 |
6,174 |
+22 |
| Sep05 |
041129 |
20.90 |
20.95 |
20.90 |
20.94 |
-0.46 |
8 |
3,722 |
+0 |
| Oct05 |
041129 |
21.10 |
21.10 |
20.90 |
20.90 |
-0.50 |
25 |
2,661 |
+21 |
| Total Volume and Open Interest |
26,341 |
141,576 |
-5,058 |
| Canola(WCE) |
| Jan05 |
041129 |
282.0 |
282.0 |
280.1 |
281.4 |
-1.9 |
1,738 |
44,383 |
-656 |
| Mar05 |
041129 |
286.0 |
286.0 |
284.2 |
284.9 |
-2.2 |
714 |
9,332 |
+153 |
| May05 |
041129 |
291.0 |
291.0 |
290.0 |
290.1 |
-2.7 |
5 |
1,011 |
+0 |
| Jul05 |
041129 |
296.1 |
296.5 |
296.1 |
296.5 |
-1.8 |
66 |
552 |
+33 |
| Sep05 |
041129 |
299.5 |
299.5 |
299.5 |
299.5 |
-5.5 |
|
|
|
| Total Volume and Open Interest |
2,626 |
67,199 |
-485 |
| Corn(CBOT) |
| Dec04 |
041129 |
195.25 |
196.50 |
192.50 |
193.25 |
-3.75 |
46,368 |
75,175 |
-45,459 |
| Mar05 |
041129 |
205.50 |
207.50 |
203.75 |
204.75 |
-2.25 |
38,108 |
317,295 |
+8,973 |
| May05 |
041129 |
213.25 |
214.50 |
211.25 |
212.50 |
-2.25 |
8,553 |
71,942 |
+2,058 |
| Jul05 |
041129 |
220.75 |
222.00 |
219.25 |
220.25 |
-1.75 |
3,621 |
68,529 |
+1,213 |
| Sep05 |
041129 |
230.50 |
230.50 |
227.50 |
227.75 |
-2.25 |
879 |
17,653 |
+342 |
| Dec05 |
041129 |
238.00 |
239.50 |
237.00 |
237.50 |
-1.75 |
824 |
42,443 |
+357 |
| Total Volume and Open Interest |
98,586 |
596,201 |
-32,340 |
| Wheat(CBOT) |
| Dec04 |
041129 |
291.00 |
292.00 |
286.00 |
287.00 |
-4.25 |
10,682 |
17,695 |
-9,749 |
| Mar05 |
041129 |
303.00 |
304.00 |
298.50 |
300.50 |
-2.50 |
20,790 |
125,567 |
+2,535 |
| May05 |
041129 |
310.00 |
311.00 |
305.50 |
306.50 |
-2.75 |
2,595 |
14,204 |
-82 |
| Jul05 |
041129 |
317.00 |
318.50 |
312.50 |
313.25 |
-3.50 |
1,477 |
11,366 |
+89 |
| Sep05 |
041129 |
324.50 |
324.50 |
321.00 |
321.00 |
-3.50 |
27 |
332 |
-1 |
| Total Volume and Open Interest |
35,735 |
176,530 |
-7,195 |
| Wheat(KCBT) |
| Dec04 |
041129 |
339.50 |
340.50 |
335.25 |
336.50 |
-3.25 |
4,090 |
7,881 |
-1,567 |
| Mar05 |
041129 |
330.50 |
332.50 |
326.50 |
329.25 |
-2.25 |
9,135 |
41,578 |
+2,641 |
| May05 |
041129 |
330.00 |
332.00 |
326.00 |
326.50 |
-4.00 |
413 |
5,453 |
+39 |
| Jul05 |
041129 |
329.00 |
332.00 |
326.00 |
327.75 |
-3.50 |
1,050 |
8,799 |
-1,015 |
| Sep05 |
041129 |
338.00 |
338.00 |
332.50 |
333.00 |
-5.00 |
67 |
1,562 |
+31 |
| Total Volume and Open Interest |
14,756 |
65,770 |
+129 |
| Wheat(MGE) |
| Dec04 |
041129 |
338.00 |
338.50 |
326.50 |
329.75 |
-8.25 |
2,682 |
4,823 |
-1,315 |
| Mar05 |
041129 |
345.50 |
347.00 |
335.50 |
339.25 |
-6.50 |
5,382 |
19,568 |
+949 |
| May05 |
041129 |
351.00 |
352.75 |
343.00 |
343.50 |
-7.00 |
179 |
5,752 |
+95 |
| Jul05 |
041129 |
354.00 |
354.00 |
346.00 |
347.50 |
-4.50 |
93 |
2,466 |
+15 |
| Sep05 |
041129 |
350.00 |
350.00 |
347.00 |
347.00 |
-2.50 |
80 |
1,008 |
-27 |
| Total Volume and Open Interest |
8,443 |
33,892 |
-258 |
| Oats(CBOT) |
| Dec04 |
041129 |
148.00 |
153.50 |
148.00 |
153.00 |
+3.25 |
848 |
1,653 |
-523 |
| Mar05 |
041129 |
147.50 |
149.00 |
147.00 |
148.75 |
+1.50 |
1,453 |
5,382 |
+338 |
| May05 |
041129 |
151.00 |
151.00 |
149.50 |
149.50 |
+0.50 |
5 |
244 |
+4 |
| Jul05 |
041129 |
152.00 |
152.00 |
151.50 |
151.50 |
-2.50 |
7 |
60 |
+7 |
| Total Volume and Open Interest |
2,313 |
7,343 |
-174 |
| Rough Rice(CBOT) |
| Jan05 |
041129 |
7.12 |
7.14 |
6.99 |
7.13 |
unch |
63 |
3,256 |
-24 |
| Mar05 |
041129 |
7.31 |
7.34 |
7.21 |
7.34 |
+0.02 |
1 |
899 |
+1 |
| May05 |
041129 |
7.54 |
7.54 |
7.54 |
7.54 |
+0.02 |
1 |
256 |
+0 |
| Jul05 |
041129 |
7.71 |
7.71 |
7.71 |
7.71 |
+0.02 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
65 |
4,467 |
-23 |
| Live Cattle(CME) |
| Dec04 |
041129 |
89.900 |
90.250 |
89.675 |
90.225 |
+0.025 |
5,946 |
19,556 |
-457 |
| Feb05 |
041129 |
90.000 |
90.225 |
89.600 |
90.125 |
+0.150 |
9,410 |
61,584 |
+2,123 |
| Apr05 |
041129 |
85.750 |
86.200 |
85.600 |
86.100 |
+0.550 |
4,164 |
14,868 |
+1,245 |
| Jun05 |
041129 |
81.250 |
81.625 |
81.100 |
81.550 |
+0.300 |
1,070 |
9,801 |
+117 |
| Aug05 |
041129 |
80.900 |
81.450 |
80.600 |
81.350 |
+0.450 |
160 |
6,405 |
+25 |
| Oct05 |
041129 |
81.850 |
81.950 |
81.650 |
81.900 |
+0.350 |
17 |
3,949 |
+12 |
| Total Volume and Open Interest |
20,768 |
118,096 |
+3,064 |
| Feeder Cattle(CME) |
| Jan05 |
041129 |
103.500 |
104.500 |
103.300 |
104.050 |
+1.150 |
1,188 |
8,061 |
-260 |
| Mar05 |
041129 |
99.450 |
100.600 |
99.350 |
100.250 |
+1.175 |
357 |
2,952 |
+37 |
| Apr05 |
041129 |
98.500 |
99.350 |
98.450 |
99.150 |
+1.375 |
47 |
1,765 |
+6 |
| May05 |
041129 |
98.400 |
99.100 |
98.300 |
98.800 |
+0.700 |
59 |
1,657 |
+4 |
| Aug05 |
041129 |
101.150 |
101.450 |
101.000 |
101.225 |
+0.225 |
69 |
401 |
-25 |
| Sep05 |
041129 |
99.000 |
99.000 |
99.000 |
99.000 |
+2.000 |
0 |
1 |
+0 |
| Oct05 |
041129 |
99.000 |
99.000 |
99.000 |
99.000 |
+2.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,720 |
14,838 |
-238 |
| Lean Hogs(CME) |
| Dec04 |
041129 |
77.500 |
77.600 |
76.400 |
77.350 |
+0.475 |
3,026 |
18,713 |
-77 |
| Feb05 |
041129 |
75.900 |
76.175 |
75.100 |
76.100 |
+0.825 |
3,701 |
58,115 |
+639 |
| Apr05 |
041129 |
72.650 |
73.350 |
72.500 |
73.225 |
+0.675 |
1,392 |
13,320 |
+288 |
| May05 |
041129 |
71.750 |
72.325 |
71.500 |
72.300 |
+0.875 |
218 |
2,085 |
-2 |
| Jun05 |
041129 |
74.800 |
75.050 |
74.500 |
75.025 |
+0.275 |
328 |
6,954 |
+58 |
| Jul05 |
041129 |
70.600 |
71.400 |
70.600 |
71.325 |
+0.725 |
31 |
1,597 |
+15 |
| Aug05 |
041129 |
67.200 |
67.800 |
66.950 |
67.800 |
+0.600 |
16 |
999 |
+10 |
| Oct05 |
041129 |
58.400 |
59.000 |
58.400 |
59.000 |
+0.700 |
8 |
381 |
+2 |
| Total Volume and Open Interest |
8,720 |
102,312 |
+933 |
| Pork Bellies(CME) |
| Feb05 |
041129 |
102.000 |
102.475 |
101.250 |
101.700 |
-0.175 |
200 |
1,570 |
+42 |
| Mar05 |
041129 |
102.000 |
102.500 |
102.000 |
102.200 |
+1.300 |
0 |
25 |
+0 |
| May05 |
041129 |
101.400 |
101.400 |
101.400 |
101.400 |
+1.250 |
0 |
24 |
+0 |
| Jul05 |
041129 |
101.250 |
102.000 |
101.250 |
102.000 |
unch |
0 |
13 |
+0 |
| Aug05 |
041129 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
200 |
1,633 |
+42 |
| Class III Milk(CME) |
| Nov04 |
041129 |
14.90 |
15.00 |
14.90 |
14.97 |
+0.05 |
30 |
0 |
-3,969 |
| Dec04 |
041129 |
16.67 |
17.00 |
16.67 |
16.95 |
+0.28 |
537 |
0 |
-4,425 |
| Jan05 |
041129 |
14.70 |
15.10 |
14.70 |
15.07 |
+0.41 |
249 |
0 |
-2,619 |
| Feb05 |
041129 |
13.43 |
14.10 |
13.43 |
14.00 |
+0.65 |
120 |
0 |
-2,123 |
| Mar05 |
041129 |
13.00 |
13.50 |
13.00 |
13.25 |
+0.36 |
45 |
0 |
-2,428 |
| Total Volume and Open Interest |
1,135 |
|
|
| Cocoa(ICE) |
| Dec04 |
041129 |
1605 |
1605 |
1575 |
1595 |
-15 |
12 |
338 |
+0 |
| Mar05 |
041129 |
1590 |
1603 |
1553 |
1600 |
unch |
5,120 |
51,417 |
+0 |
| May05 |
041129 |
1590 |
1608 |
1566 |
1605 |
unch |
573 |
12,086 |
+0 |
| Jul05 |
041129 |
1595 |
1611 |
1572 |
1611 |
-1 |
499 |
11,150 |
+0 |
| Sep05 |
041129 |
1595 |
1614 |
1575 |
1614 |
-3 |
142 |
9,441 |
+0 |
| Dec05 |
041129 |
1617 |
1617 |
1617 |
1617 |
-3 |
0 |
8,467 |
+0 |
| Mar06 |
041129 |
1621 |
1621 |
1621 |
1621 |
-3 |
90 |
11,213 |
+0 |
| Total Volume and Open Interest |
6,436 |
117,133 |
+0 |
| Coffee "C"(ICE) |
| Dec04 |
041129 |
90.00 |
95.00 |
89.75 |
94.65 |
+5.75 |
914 |
2,123 |
+0 |
| Mar05 |
041129 |
92.75 |
98.25 |
92.75 |
97.85 |
+5.90 |
9,843 |
71,413 |
+0 |
| May05 |
041129 |
94.70 |
100.00 |
94.70 |
99.55 |
+5.85 |
973 |
8,547 |
+0 |
| Jul05 |
041129 |
96.80 |
101.75 |
96.30 |
101.25 |
+5.85 |
515 |
3,075 |
+0 |
| Sep05 |
041129 |
98.50 |
103.50 |
98.50 |
102.90 |
+5.80 |
100 |
2,066 |
+0 |
| Dec05 |
041129 |
103.00 |
106.00 |
101.80 |
105.65 |
+5.80 |
3 |
802 |
+0 |
| Total Volume and Open Interest |
12,352 |
88,424 |
+0 |
| Orange Juice(ICE) |
| Jan05 |
041129 |
77.50 |
78.00 |
77.00 |
77.35 |
+0.35 |
1,155 |
14,890 |
+0 |
| Mar05 |
041129 |
79.40 |
79.50 |
78.85 |
79.15 |
+0.25 |
462 |
11,394 |
+0 |
| May05 |
041129 |
82.00 |
82.00 |
81.50 |
81.80 |
+0.35 |
41 |
4,882 |
+0 |
| Jul05 |
041129 |
83.50 |
83.50 |
83.30 |
83.30 |
+0.35 |
9 |
633 |
+0 |
| Sep05 |
041129 |
84.80 |
84.80 |
84.80 |
84.80 |
+0.35 |
0 |
86 |
+0 |
| Nov05 |
041129 |
85.95 |
86.25 |
85.95 |
86.25 |
+0.30 |
0 |
525 |
+0 |
| Total Volume and Open Interest |
1,667 |
32,457 |
+0 |
| Sugar #11(ICE) |
| Mar05 |
041129 |
8.98 |
8.98 |
8.86 |
8.89 |
-0.08 |
10,591 |
206,480 |
+0 |
| May05 |
041129 |
9.10 |
9.14 |
9.03 |
9.07 |
-0.06 |
2,481 |
40,153 |
+0 |
| Jul05 |
041129 |
8.90 |
8.95 |
8.87 |
8.90 |
-0.04 |
1,013 |
23,784 |
+0 |
| Oct05 |
041129 |
8.90 |
8.93 |
8.86 |
8.89 |
-0.03 |
777 |
21,197 |
+0 |
| Mar06 |
041129 |
8.80 |
8.85 |
8.80 |
8.81 |
-0.02 |
251 |
8,978 |
+0 |
| Total Volume and Open Interest |
15,138 |
305,115 |
+0 |
| Sugar #14(ICE) |
| Jan05 |
041129 |
20.42 |
20.42 |
20.35 |
20.38 |
-0.07 |
355 |
1,344 |
+0 |
| Mar05 |
041129 |
20.43 |
20.43 |
20.39 |
20.39 |
-0.08 |
271 |
3,530 |
+0 |
| May05 |
041129 |
20.56 |
20.56 |
20.53 |
20.53 |
-0.06 |
116 |
2,090 |
+0 |
| Jul05 |
041129 |
20.76 |
20.78 |
20.75 |
20.78 |
-0.01 |
86 |
1,637 |
+0 |
| Sep05 |
041129 |
20.84 |
20.84 |
20.84 |
20.84 |
-0.02 |
55 |
2,387 |
+0 |
| Total Volume and Open Interest |
893 |
11,633 |
+0 |
| London Cocoa(LCE) |
| Dec04 |
041129 |
863 |
869 |
845 |
869 |
+5 |
1,410 |
37,700 |
-817 |
| Mar05 |
041129 |
881 |
887 |
864 |
887 |
+5 |
2,467 |
61,677 |
-341 |
| May05 |
041129 |
893 |
897 |
874 |
897 |
+4 |
407 |
19,152 |
+153 |
| Jul05 |
041129 |
910 |
914 |
894 |
914 |
+4 |
416 |
16,545 |
+237 |
| Sep05 |
041129 |
929 |
933 |
910 |
933 |
+4 |
579 |
39,371 |
+375 |
| Dec05 |
041129 |
909 |
913 |
894 |
913 |
+2 |
1,103 |
33,226 |
+938 |
| Mar06 |
041129 |
906 |
921 |
900 |
921 |
+6 |
170 |
4,270 |
+57 |
| Total Volume and Open Interest |
6,634 |
212,463 |
+682 |
| London Coffee(LCE) |
| Nov04 |
041129 |
689.00 |
711.00 |
687.00 |
711.00 |
+37.00 |
3,624 |
64 |
-3,624 |
| Jan05 |
041129 |
686.00 |
725.00 |
686.00 |
724.00 |
+34.00 |
5,569 |
56,552 |
-4,658 |
| Mar05 |
041129 |
713.00 |
747.00 |
713.00 |
747.00 |
+34.00 |
1,073 |
54,326 |
+91 |
| May05 |
041129 |
735.00 |
767.00 |
735.00 |
767.00 |
+35.00 |
480 |
34,461 |
+80 |
| Jul05 |
041129 |
760.00 |
785.00 |
760.00 |
785.00 |
+34.00 |
21 |
9,387 |
+8 |
| Sep05 |
041129 |
779.00 |
801.00 |
779.00 |
801.00 |
+34.00 |
5 |
5,545 |
+4 |
| Total Volume and Open Interest |
10,772 |
162,378 |
-8,099 |
| London Sugar(LCE) |
| Mar05 |
041129 |
256.40 |
256.50 |
254.20 |
255.50 |
-0.40 |
1,100 |
25,688 |
+80 |
| May05 |
041129 |
264.00 |
264.00 |
261.00 |
262.50 |
-0.50 |
84 |
11,580 |
+0 |
| Aug05 |
041129 |
263.60 |
263.60 |
261.00 |
262.50 |
unch |
31 |
5,195 |
+21 |
| Oct05 |
041129 |
262.40 |
263.20 |
262.40 |
263.20 |
unch |
0 |
3,159 |
+0 |
| Dec05 |
041129 |
262.20 |
262.20 |
262.20 |
262.20 |
unch |
0 |
1,738 |
+0 |
| Total Volume and Open Interest |
1,215 |
48,909 |
+101 |
| Cotton(ICE) |
| Dec04 |
041129 |
48.40 |
48.50 |
47.95 |
48.50 |
+0.10 |
1,275 |
2,358 |
+0 |
| Mar05 |
041129 |
43.25 |
44.00 |
42.80 |
43.97 |
+1.05 |
6,188 |
53,286 |
+0 |
| May05 |
041129 |
43.65 |
44.35 |
43.30 |
44.22 |
+0.88 |
843 |
9,093 |
+0 |
| Jul05 |
041129 |
44.25 |
44.90 |
44.05 |
44.87 |
+1.07 |
627 |
10,027 |
+0 |
| Oct05 |
041129 |
46.20 |
46.45 |
46.00 |
46.45 |
+0.55 |
0 |
134 |
+0 |
| Dec05 |
041129 |
47.30 |
47.50 |
47.20 |
47.50 |
+0.70 |
166 |
5,594 |
+0 |
| Total Volume and Open Interest |
9,128 |
81,787 |
+0 |
| Lumber(CME) |
| Jan05 |
041129 |
335.0 |
342.0 |
330.0 |
339.5 |
+6.1 |
165 |
2,592 |
+0 |
| Mar05 |
041129 |
340.0 |
346.5 |
337.0 |
344.0 |
+4.3 |
35 |
503 |
-1 |
| May05 |
041129 |
341.5 |
346.3 |
341.5 |
346.3 |
+4.8 |
2 |
134 |
-1 |
| Jul05 |
041129 |
345.7 |
348.5 |
345.7 |
348.5 |
+2.7 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
202 |
3,272 |
-2 |
| Crude Oil(NYM) |
| Jan05 |
041129 |
49.65 |
49.95 |
49.15 |
49.76 |
+0.32 |
96,048 |
211,580 |
+0 |
| Feb05 |
041129 |
49.75 |
50.05 |
49.30 |
49.88 |
+0.43 |
38,101 |
65,071 |
+0 |
| Mar05 |
041129 |
49.40 |
49.77 |
49.30 |
49.77 |
+0.40 |
16,966 |
47,099 |
+0 |
| Apr05 |
041129 |
49.25 |
49.45 |
49.10 |
49.43 |
+0.39 |
10,261 |
34,502 |
+0 |
| May05 |
041129 |
48.82 |
48.96 |
48.70 |
48.96 |
+0.40 |
5,737 |
19,671 |
+0 |
| Jun05 |
041129 |
48.25 |
48.47 |
48.25 |
48.47 |
+0.41 |
10,950 |
34,416 |
+0 |
| Jul05 |
041129 |
48.00 |
48.00 |
48.00 |
48.00 |
+0.43 |
5,148 |
15,309 |
+0 |
| Aug05 |
041129 |
47.55 |
47.55 |
47.55 |
47.55 |
+0.45 |
601 |
10,412 |
+0 |
| Sep05 |
041129 |
47.11 |
47.11 |
47.11 |
47.11 |
+0.47 |
750 |
13,296 |
+0 |
| Oct05 |
041129 |
46.69 |
46.69 |
46.69 |
46.69 |
+0.49 |
167 |
6,953 |
+0 |
| Nov05 |
041129 |
46.10 |
46.31 |
46.10 |
46.31 |
+0.50 |
204 |
13,342 |
+0 |
| Dec05 |
041129 |
45.70 |
46.00 |
45.50 |
45.96 |
+0.51 |
3,684 |
55,248 |
+0 |
| Jan06 |
041129 |
45.58 |
45.58 |
45.58 |
45.58 |
+0.51 |
675 |
8,155 |
+0 |
| Feb06 |
041129 |
45.23 |
45.23 |
45.23 |
45.23 |
+0.51 |
0 |
4,349 |
+0 |
| Mar06 |
041129 |
44.91 |
44.91 |
44.91 |
44.91 |
+0.51 |
450 |
8,194 |
+0 |
| Apr06 |
041129 |
44.48 |
44.62 |
44.35 |
44.62 |
+0.51 |
150 |
4,180 |
+0 |
| Total Volume and Open Interest |
196,057 |
692,591 |
+0 |
| Heating Oil(NYM) |
| Dec04 |
041129 |
146.00 |
146.50 |
143.10 |
144.37 |
-0.79 |
29,288 |
18,436 |
+0 |
| Jan05 |
041129 |
147.50 |
148.50 |
144.60 |
145.84 |
-0.83 |
26,021 |
71,473 |
+0 |
| Feb05 |
041129 |
147.00 |
147.40 |
144.50 |
145.24 |
-0.13 |
6,484 |
26,790 |
+0 |
| Mar05 |
041129 |
141.00 |
142.60 |
139.75 |
140.39 |
+0.32 |
2,367 |
17,065 |
+0 |
| Apr05 |
041129 |
134.40 |
135.70 |
133.30 |
133.44 |
+0.52 |
1,075 |
7,072 |
+0 |
| May05 |
041129 |
128.95 |
129.50 |
128.25 |
128.59 |
+0.67 |
452 |
5,265 |
+0 |
| Jun05 |
041129 |
125.75 |
125.84 |
125.75 |
125.84 |
+0.72 |
473 |
7,526 |
+0 |
| Jul05 |
041129 |
124.80 |
124.80 |
124.69 |
124.69 |
+0.77 |
198 |
4,464 |
+0 |
| Aug05 |
041129 |
124.35 |
124.54 |
124.35 |
124.54 |
+0.82 |
0 |
1,980 |
+0 |
| Sep05 |
041129 |
124.75 |
125.15 |
124.75 |
125.14 |
+0.87 |
35 |
2,992 |
+0 |
| Oct05 |
041129 |
125.35 |
125.84 |
125.35 |
125.84 |
+0.87 |
0 |
357 |
+0 |
| Nov05 |
041129 |
126.35 |
127.20 |
126.35 |
126.54 |
+0.87 |
9 |
467 |
+0 |
| Total Volume and Open Interest |
66,768 |
174,879 |
+0 |
| Gasoline(NYMEX) |
| Dec04 |
041129 |
130.10 |
130.80 |
129.00 |
130.29 |
+0.72 |
22,584 |
18,941 |
+0 |
| Jan05 |
041129 |
132.00 |
132.40 |
130.50 |
131.51 |
+0.26 |
17,824 |
54,351 |
+0 |
| Feb05 |
041129 |
132.25 |
133.60 |
132.00 |
132.60 |
+0.35 |
1,934 |
14,468 |
+0 |
| Mar05 |
041129 |
133.40 |
133.80 |
133.10 |
133.55 |
+0.50 |
1,289 |
7,094 |
+0 |
| Apr05 |
041129 |
140.15 |
140.55 |
139.50 |
140.55 |
+0.70 |
3,414 |
16,405 |
+0 |
| May05 |
041129 |
140.80 |
140.80 |
140.40 |
140.50 |
+0.80 |
1,222 |
12,862 |
+0 |
| Jun05 |
041129 |
139.50 |
139.50 |
139.50 |
139.50 |
+0.85 |
368 |
6,714 |
+0 |
| Jul05 |
041129 |
137.60 |
137.60 |
137.60 |
137.60 |
+0.90 |
100 |
3,977 |
+0 |
| Aug05 |
041129 |
134.95 |
134.95 |
134.95 |
134.95 |
+1.00 |
120 |
1,954 |
+0 |
| Sep05 |
041129 |
131.70 |
131.70 |
131.70 |
131.70 |
+1.10 |
55 |
5,866 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041129 |
8.150 |
8.230 |
7.785 |
7.837 |
-0.802 |
16,234 |
61,142 |
+0 |
| Feb05 |
041129 |
8.270 |
8.330 |
7.880 |
7.942 |
-0.767 |
3,628 |
29,271 |
+0 |
| Mar05 |
041129 |
7.970 |
8.050 |
7.710 |
7.727 |
-0.632 |
4,692 |
30,064 |
+0 |
| Apr05 |
041129 |
7.050 |
7.050 |
6.850 |
6.887 |
-0.362 |
2,323 |
20,990 |
+0 |
| May05 |
041129 |
6.850 |
6.900 |
6.700 |
6.737 |
-0.282 |
1,010 |
18,626 |
+0 |
| Jun05 |
041129 |
6.850 |
6.860 |
6.740 |
6.769 |
-0.280 |
390 |
11,865 |
+0 |
| Jul05 |
041129 |
6.870 |
6.870 |
6.790 |
6.801 |
-0.278 |
436 |
15,011 |
+0 |
| Aug05 |
041129 |
6.990 |
6.990 |
6.780 |
6.819 |
-0.275 |
219 |
11,748 |
+0 |
| Sep05 |
041129 |
6.900 |
6.900 |
6.760 |
6.794 |
-0.275 |
219 |
11,300 |
+0 |
| Oct05 |
041129 |
6.910 |
6.910 |
6.780 |
6.817 |
-0.272 |
2,836 |
20,603 |
+0 |
| Nov05 |
041129 |
7.240 |
7.240 |
7.080 |
7.097 |
-0.267 |
294 |
10,117 |
+0 |
| Dec05 |
041129 |
7.450 |
7.520 |
7.350 |
7.377 |
-0.262 |
3,040 |
11,977 |
+0 |
| Jan06 |
041129 |
7.730 |
7.730 |
7.550 |
7.577 |
-0.262 |
271 |
12,134 |
+0 |
| Feb06 |
041129 |
7.580 |
7.590 |
7.550 |
7.567 |
-0.262 |
48 |
8,363 |
+0 |
| Mar06 |
041129 |
7.530 |
7.530 |
7.347 |
7.347 |
-0.257 |
60 |
9,717 |
+0 |
| Apr06 |
041129 |
6.550 |
6.550 |
6.362 |
6.362 |
-0.222 |
206 |
8,652 |
+0 |
| Total Volume and Open Interest |
68,715 |
378,725 |
+0 |
| Brent Crude Oil(ICE) |
| Jan05 |
041129 |
45.25 |
45.88 |
45.20 |
45.75 |
+1.18 |
15,520 |
64,693 |
+1,257 |
| Feb05 |
041129 |
45.79 |
46.25 |
45.75 |
46.24 |
+0.99 |
8,288 |
73,700 |
+1,111 |
| Mar05 |
041129 |
45.70 |
46.18 |
45.70 |
46.18 |
+0.94 |
1,574 |
22,997 |
-1,059 |
| Apr05 |
041129 |
45.80 |
45.99 |
45.50 |
45.99 |
+0.93 |
1,837 |
16,413 |
-25 |
| May05 |
041129 |
45.52 |
45.73 |
45.40 |
45.73 |
+0.92 |
629 |
10,075 |
+50 |
| Jun05 |
041129 |
45.25 |
45.43 |
45.10 |
45.43 |
+0.89 |
730 |
17,267 |
-811 |
| Jul05 |
041129 |
45.11 |
45.11 |
45.11 |
45.11 |
+0.88 |
100 |
5,333 |
+0 |
| Aug05 |
041129 |
44.79 |
44.79 |
44.79 |
44.79 |
+0.86 |
0 |
2,738 |
+3 |
| Sep05 |
041129 |
44.47 |
44.47 |
44.47 |
44.47 |
+0.84 |
0 |
6,334 |
+0 |
| Oct05 |
041129 |
44.15 |
44.15 |
44.15 |
44.15 |
+0.82 |
0 |
2,150 |
+0 |
| Nov05 |
041129 |
43.83 |
43.83 |
43.83 |
43.83 |
+0.80 |
0 |
2,822 |
-150 |
| Dec05 |
041129 |
43.35 |
43.51 |
43.11 |
43.51 |
+0.77 |
760 |
40,905 |
+110 |
| Total Volume and Open Interest |
29,838 |
320,137 |
+811 |
| Gas Oil(ICE) |
| Dec04 |
041129 |
443.00 |
447.00 |
441.00 |
444.75 |
+4.00 |
11,838 |
36,383 |
-535 |
| Jan05 |
041129 |
436.00 |
440.75 |
435.25 |
438.75 |
+3.00 |
11,145 |
36,719 |
+89 |
| Feb05 |
041129 |
428.50 |
432.75 |
427.75 |
431.00 |
+4.25 |
1,119 |
12,999 |
+108 |
| Mar05 |
041129 |
417.25 |
419.00 |
417.25 |
419.00 |
+4.25 |
8 |
6,724 |
+0 |
| Apr05 |
041129 |
407.25 |
407.25 |
407.25 |
407.25 |
+4.00 |
0 |
7,093 |
+0 |
| May05 |
041129 |
399.25 |
399.25 |
399.25 |
399.25 |
+3.75 |
0 |
3,428 |
+0 |
| Jun05 |
041129 |
394.50 |
395.25 |
394.50 |
394.75 |
+3.50 |
375 |
10,584 |
+0 |
| Jul05 |
041129 |
392.50 |
393.25 |
392.50 |
393.25 |
+3.75 |
150 |
999 |
+0 |
| Aug05 |
041129 |
392.25 |
392.25 |
392.25 |
392.25 |
+4.25 |
0 |
1,636 |
+50 |
| Sep05 |
041129 |
388.00 |
391.25 |
388.00 |
391.25 |
+4.50 |
350 |
4,839 |
+0 |
| Total Volume and Open Interest |
25,780 |
142,417 |
-288 |
| US Dollar Index(ICE) |
| Dec04 |
041129 |
81.990 |
82.200 |
81.790 |
81.960 |
+0.150 |
2,431 |
23,211 |
-557 |
| Mar05 |
041129 |
82.020 |
82.320 |
81.900 |
82.080 |
+0.130 |
112 |
3,226 |
+44 |
| Jun05 |
041129 |
82.190 |
82.190 |
82.190 |
82.190 |
+0.100 |
1 |
15 |
+1 |
| Total Volume and Open Interest |
2,547 |
26,468 |
-512 |
| Australian Dollar(CME) |
| Dec04 |
041129 |
78.36 |
78.51 |
78.26 |
78.36 |
-0.55 |
1,387 |
71,286 |
+1,728 |
| Mar05 |
041129 |
77.84 |
77.95 |
77.75 |
77.80 |
-0.54 |
12 |
1,437 |
+72 |
| Jun05 |
041129 |
77.32 |
77.32 |
77.32 |
77.32 |
-0.52 |
0 |
273 |
+0 |
| Total Volume and Open Interest |
1,399 |
73,218 |
+1,800 |
| British Pound(CME) |
| Dec04 |
041129 |
188.80 |
189.47 |
188.51 |
189.25 |
-0.17 |
3,416 |
87,620 |
-2,546 |
| Mar05 |
041129 |
187.74 |
188.26 |
187.50 |
188.17 |
-0.17 |
163 |
749 |
+100 |
| Jun05 |
041129 |
187.17 |
187.17 |
187.17 |
187.17 |
-0.17 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,580 |
88,395 |
-2,446 |
| Canadian Dollar(CME) |
| Dec04 |
041129 |
84.52 |
84.72 |
84.30 |
84.36 |
-0.56 |
2,740 |
98,156 |
+683 |
| Mar05 |
041129 |
84.50 |
84.65 |
84.29 |
84.33 |
-0.56 |
307 |
5,664 |
+166 |
| Jun05 |
041129 |
84.51 |
84.60 |
84.34 |
84.34 |
-0.56 |
11 |
1,902 |
+2 |
| Sep05 |
041129 |
84.48 |
84.48 |
84.38 |
84.38 |
-0.56 |
8 |
704 |
+0 |
| Total Volume and Open Interest |
3,073 |
106,728 |
+853 |
| Japanese Yen(CME) |
| Dec04 |
041129 |
97.35 |
97.63 |
97.20 |
97.30 |
-0.29 |
4,556 |
193,037 |
+2,716 |
| Mar05 |
041129 |
98.01 |
98.23 |
97.84 |
97.91 |
-0.29 |
47 |
1,723 |
+65 |
| Jun05 |
041129 |
98.59 |
98.59 |
98.59 |
98.59 |
-0.29 |
1 |
88 |
+0 |
| Total Volume and Open Interest |
4,605 |
194,893 |
+2,782 |
| Swiss Franc(CME) |
| Dec04 |
041129 |
87.42 |
87.89 |
87.20 |
87.62 |
-0.21 |
2,439 |
73,166 |
-1,167 |
| Mar05 |
041129 |
87.81 |
88.15 |
87.64 |
87.99 |
-0.20 |
83 |
1,039 |
+81 |
| Jun05 |
041129 |
88.00 |
88.37 |
88.00 |
88.37 |
-0.19 |
1 |
71 |
+1 |
| Total Volume and Open Interest |
2,525 |
74,311 |
-1,084 |
| EuroFX(CME) |
| Dec04 |
041129 |
132.52 |
133.06 |
132.29 |
132.76 |
-0.17 |
7,937 |
230,643 |
+9,461 |
| Mar05 |
041129 |
132.65 |
133.13 |
132.47 |
132.85 |
-0.17 |
420 |
4,680 |
+515 |
| Jun05 |
041129 |
132.90 |
133.14 |
132.90 |
133.07 |
-0.15 |
27 |
412 |
+19 |
| Total Volume and Open Interest |
8,400 |
236,044 |
+10,010 |
| Mexican Peso(CME) |
| Dec04 |
041129 |
884.5 |
888.0 |
884.0 |
885.5 |
-0.5 |
5,794 |
87,400 |
+1,122 |
| Jan05 |
041129 |
881.0 |
881.0 |
878.5 |
879.8 |
-0.5 |
30 |
90 |
+30 |
| Total Volume and Open Interest |
5,972 |
89,606 |
+1,202 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041129 |
112~190 |
112~240 |
111~100 |
111~150 |
-1~060 |
173,179 |
436,299 |
-52,594 |
| Mar05 |
041129 |
111~230 |
111~260 |
110~090 |
110~170 |
-1~060 |
74,112 |
240,427 |
+30,780 |
| Jun05 |
041129 |
110~000 |
111~000 |
108~230 |
109~210 |
-1~060 |
507 |
1,410 |
+500 |
| Total Volume and Open Interest |
247,798 |
678,140 |
-21,314 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041129 |
112~015 |
112~045 |
111~115 |
111~145 |
-0~190 |
620,655 |
1,176,843 |
-114,301 |
| Mar05 |
041129 |
111~130 |
111~165 |
110~230 |
110~250 |
-0~210 |
206,762 |
591,072 |
+99,364 |
| Jun05 |
041129 |
110~090 |
110~090 |
109~285 |
109~285 |
-0~215 |
0 |
6,533 |
+0 |
| Total Volume and Open Interest |
827,417 |
1,774,448 |
-14,937 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041129 |
110~000 |
110~002 |
109~072 |
109~080 |
-0~042 |
308,676 |
0 |
-969,448 |
| Mar05 |
041129 |
109~018 |
109~022 |
108~092 |
108~098 |
-0~046 |
88,096 |
0 |
-442,372 |
| Jun05 |
041129 |
108~036 |
108~036 |
108~036 |
108~036 |
-0~050 |
20 |
4,321 |
+0 |
| Total Volume and Open Interest |
396,792 |
4,321 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041129 |
105~016 |
105~016 |
105~000 |
105~005 |
-0~004 |
12,221 |
166,431 |
-9,855 |
| Mar05 |
041129 |
104~093 |
104~093 |
104~074 |
104~080 |
-0~008 |
13,310 |
81,638 |
+16,878 |
| Total Volume and Open Interest |
25,531 |
248,069 |
+7,023 |
| Eurodollars(CME) |
| Dec04 |
041129 |
97.522 |
97.525 |
97.518 |
97.522 |
-0.003 |
14,462 |
988,790 |
+4,437 |
| Mar05 |
041129 |
97.135 |
97.135 |
97.090 |
97.100 |
-0.020 |
14,493 |
988,981 |
+2,787 |
| Jun05 |
041129 |
96.855 |
96.860 |
96.790 |
96.805 |
-0.025 |
13,961 |
972,908 |
+10,497 |
| Sep05 |
041129 |
96.625 |
96.625 |
96.540 |
96.570 |
-0.025 |
12,369 |
817,278 |
+6,162 |
| Dec05 |
041129 |
96.420 |
96.420 |
96.335 |
96.360 |
-0.030 |
9,119 |
632,002 |
+8,182 |
| Mar06 |
041129 |
96.270 |
96.270 |
96.185 |
96.205 |
-0.040 |
7,647 |
467,599 |
+3,720 |
| Jun06 |
041129 |
96.160 |
96.160 |
96.065 |
96.085 |
-0.050 |
8,339 |
343,539 |
+5,462 |
| Sep06 |
041129 |
96.070 |
96.070 |
95.960 |
95.980 |
-0.065 |
16,466 |
275,825 |
+543 |
| Dec06 |
041129 |
95.970 |
95.980 |
95.860 |
95.875 |
-0.080 |
3,672 |
218,396 |
+28 |
| Mar07 |
041129 |
95.905 |
95.905 |
95.780 |
95.795 |
-0.085 |
4,299 |
168,018 |
+60 |
| Jun07 |
041129 |
95.805 |
95.805 |
95.690 |
95.700 |
-0.095 |
4,001 |
157,680 |
+504 |
| Sep07 |
041129 |
95.715 |
95.715 |
95.600 |
95.605 |
-0.105 |
3,826 |
131,252 |
+667 |
| Dec07 |
041129 |
95.615 |
95.615 |
95.500 |
95.505 |
-0.105 |
1,478 |
94,472 |
+1,049 |
| Mar08 |
041129 |
95.535 |
95.535 |
95.410 |
95.420 |
-0.110 |
1,534 |
84,466 |
+684 |
| Jun08 |
041129 |
95.400 |
95.400 |
95.330 |
95.330 |
-0.115 |
1,478 |
85,642 |
+385 |
| Sep08 |
041129 |
95.365 |
95.365 |
95.235 |
95.245 |
-0.115 |
1,680 |
84,621 |
-79 |
| Dec08 |
041129 |
95.200 |
95.200 |
95.135 |
95.135 |
-0.120 |
1,314 |
65,464 |
+318 |
| Mar09 |
041129 |
95.115 |
95.115 |
95.050 |
95.050 |
-0.120 |
1,683 |
53,035 |
+558 |
| Total Volume and Open Interest |
113,501 |
6,781,846 |
+46,187 |
| 30 Day Federal Funds(CBOT) |
| Nov04 |
041129 |
98.070 |
98.070 |
98.070 |
98.070 |
-0.010 |
158 |
143,500 |
-768 |
| Dec04 |
041129 |
97.860 |
97.870 |
97.860 |
97.870 |
unch |
73 |
146,890 |
+417 |
| Jan05 |
041129 |
97.760 |
97.760 |
97.760 |
97.760 |
unch |
5,947 |
119,714 |
-3,178 |
| Feb05 |
041129 |
97.540 |
97.540 |
97.540 |
97.540 |
-0.010 |
4,464 |
48,819 |
+1,422 |
| Mar05 |
041129 |
97.460 |
97.460 |
97.450 |
97.460 |
-0.010 |
563 |
14,934 |
+445 |
| Apr05 |
041129 |
97.300 |
97.310 |
97.300 |
97.310 |
-0.020 |
100 |
5,392 |
+74 |
| Total Volume and Open Interest |
11,305 |
480,071 |
-1,588 |
| 30 Day Fed Funds(e-CBOT) |
| Nov04 |
041129 |
98.070 |
98.070 |
98.065 |
98.070 |
-0.005 |
173 |
0 |
+0 |
| Dec04 |
041129 |
97.865 |
97.870 |
97.860 |
97.870 |
unch |
3,424 |
0 |
+0 |
| Jan05 |
041129 |
97.760 |
97.760 |
97.755 |
97.760 |
-0.005 |
9,339 |
0 |
+0 |
| Feb05 |
041129 |
97.540 |
97.540 |
97.535 |
97.540 |
-0.005 |
4,929 |
0 |
+0 |
| Mar05 |
041129 |
97.460 |
97.465 |
97.455 |
97.455 |
-0.010 |
2,148 |
0 |
+0 |
| Apr05 |
041129 |
97.325 |
97.325 |
97.300 |
97.305 |
-0.020 |
1,120 |
0 |
+0 |
| Total Volume and Open Interest |
21,139 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041129 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
20,618 |
+10 |
| Mar05 |
041129 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
55,592 |
+450 |
| Jun05 |
041129 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
31,314 |
+501 |
| Sep05 |
041129 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
7,319 |
+32 |
| Dec05 |
041129 |
99.78 |
99.78 |
99.78 |
99.78 |
-0.01 |
0 |
4,559 |
-6 |
| Mar06 |
041129 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
35 |
7,337 |
-676 |
| Jun06 |
041129 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
4,607 |
+150 |
| Sep06 |
041129 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
3,099 |
-10 |
| Dec06 |
041129 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.02 |
0 |
411 |
+0 |
| Mar07 |
041129 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.02 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
35 |
135,909 |
+451 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041129 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
71 |
62,652 |
+539 |
| Mar05 |
041129 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
79 |
98,113 |
+920 |
| Jun05 |
041129 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
88,472 |
+598 |
| Sep05 |
041129 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
43,823 |
-312 |
| Dec05 |
041129 |
99.78 |
99.78 |
99.78 |
99.78 |
-0.01 |
617 |
36,475 |
-194 |
| Mar06 |
041129 |
99.70 |
99.70 |
99.69 |
99.69 |
-0.01 |
1,734 |
28,289 |
-258 |
| Jun06 |
041129 |
99.60 |
99.61 |
99.60 |
99.61 |
-0.01 |
250 |
13,063 |
+110 |
| Sep06 |
041129 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
0 |
7,375 |
-25 |
| Total Volume and Open Interest |
2,758 |
391,882 |
+1,383 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041129 |
138.80 |
138.80 |
138.48 |
138.50 |
-0.25 |
4,769 |
36,762 |
-556 |
| Mar05 |
041129 |
137.90 |
137.90 |
137.60 |
137.60 |
-0.24 |
95 |
115 |
+0 |
| Jun05 |
041129 |
137.60 |
137.60 |
137.60 |
137.60 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
4,864 |
36,877 |
-556 |
| Euro-Bund(EUREX) |
| Dec04 |
041129 |
118.32 |
118.41 |
117.84 |
117.96 |
-0.46 |
1,005,434 |
1,196,406 |
-71,130 |
| Mar05 |
041129 |
117.66 |
117.73 |
117.17 |
117.30 |
-0.45 |
94,458 |
132,400 |
+24,207 |
| Jun05 |
041129 |
116.82 |
116.82 |
116.42 |
116.42 |
-0.45 |
991 |
253 |
-2 |
| Total Volume and Open Interest |
1,100,883 |
1,329,059 |
-46,925 |
| Euro-Bobl(EUREX) |
| Dec04 |
041129 |
113.03 |
113.04 |
112.70 |
112.81 |
-0.27 |
564,833 |
821,178 |
+6,711 |
| Mar05 |
041129 |
112.85 |
112.85 |
112.46 |
112.56 |
-0.30 |
26,826 |
67,490 |
+15,944 |
| Jun05 |
041129 |
111.86 |
111.86 |
111.86 |
111.86 |
-0.27 |
3,155 |
800 |
+0 |
| Total Volume and Open Interest |
594,814 |
889,468 |
+22,655 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041129 |
97.825 |
97.825 |
97.820 |
97.825 |
unch |
426 |
9,482 |
-143 |
| Mar05 |
041129 |
97.790 |
97.790 |
97.770 |
97.775 |
-0.015 |
961 |
7,026 |
-231 |
| Jun05 |
041129 |
97.705 |
97.705 |
97.680 |
97.690 |
-0.025 |
344 |
5,405 |
-12 |
| Total Volume and Open Interest |
1,887 |
29,343 |
-297 |
| Long Gilt(LIFFE) |
| Dec04 |
041129 |
109~14 |
109~20 |
109~01 |
109~12 |
-0~04 |
128,156 |
95,107 |
-49,992 |
| Mar05 |
041129 |
111~04 |
111~09 |
110~20 |
110~31 |
-0~06 |
78,230 |
166,795 |
+40,241 |
| Total Volume and Open Interest |
206,386 |
261,902 |
-9,751 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041129 |
95.15 |
95.16 |
95.14 |
95.15 |
unch |
12,002 |
236,078 |
+1,208 |
| Mar05 |
041129 |
95.18 |
95.24 |
95.17 |
95.20 |
+0.01 |
41,172 |
276,018 |
-1,957 |
| Jun05 |
041129 |
95.25 |
95.33 |
95.24 |
95.28 |
+0.01 |
35,808 |
239,130 |
+1,998 |
| Sep05 |
041129 |
95.30 |
95.37 |
95.29 |
95.33 |
+0.01 |
41,701 |
227,544 |
+3,854 |
| Dec05 |
041129 |
95.32 |
95.38 |
95.29 |
95.33 |
+0.01 |
38,925 |
200,727 |
-875 |
| Mar06 |
041129 |
95.27 |
95.35 |
95.27 |
95.30 |
unch |
6,767 |
100,181 |
+37 |
| Total Volume and Open Interest |
183,567 |
1,495,607 |
+4,915 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041129 |
97.830 |
97.830 |
97.795 |
97.825 |
-0.005 |
60,019 |
659,175 |
+4,290 |
| Mar05 |
041129 |
97.805 |
97.805 |
97.750 |
97.780 |
-0.015 |
162,446 |
539,686 |
+13,055 |
| Jun05 |
041129 |
97.730 |
97.730 |
97.660 |
97.690 |
-0.030 |
123,602 |
547,819 |
+5,622 |
| Total Volume and Open Interest |
589,793 |
3,306,050 |
+20,223 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041129 |
94.58 |
94.60 |
94.58 |
94.60 |
+0.01 |
4,849 |
96,319 |
-7,122 |
| Mar05 |
041129 |
94.63 |
94.70 |
94.61 |
94.68 |
+0.05 |
67,347 |
305,207 |
+4,983 |
| Jun05 |
041129 |
94.61 |
94.69 |
94.61 |
94.67 |
+0.06 |
22,443 |
106,119 |
+8,809 |
| Sep05 |
041129 |
94.59 |
94.68 |
94.59 |
94.65 |
+0.06 |
4,186 |
32,154 |
+791 |
| Dec05 |
041129 |
94.58 |
94.66 |
94.58 |
94.63 |
+0.05 |
795 |
20,455 |
-182 |
| Mar06 |
041129 |
94.65 |
94.65 |
94.61 |
94.61 |
+0.04 |
570 |
14,467 |
+72 |
| Jun06 |
041129 |
94.57 |
94.60 |
94.57 |
94.58 |
+0.03 |
221 |
10,345 |
-29 |
| Sep06 |
041129 |
94.58 |
94.58 |
94.56 |
94.56 |
+0.04 |
121 |
6,480 |
+20 |
| Dec06 |
041129 |
94.54 |
94.54 |
94.53 |
94.53 |
+0.05 |
10 |
2,845 |
-153 |
| Mar07 |
041129 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.03 |
0 |
1,863 |
+0 |
| Total Volume and Open Interest |
100,542 |
599,581 |
+7,089 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041129 |
94.75 |
94.82 |
94.74 |
94.77 |
+0.03 |
34,358 |
274,553 |
-2,747 |
| Mar05 |
041129 |
94.74 |
94.79 |
94.74 |
94.76 |
+0.03 |
408 |
852 |
+352 |
| Total Volume and Open Interest |
34,766 |
275,405 |
-2,395 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041129 |
94.94 |
95.01 |
94.94 |
94.98 |
+0.04 |
93,834 |
472,361 |
-58,768 |
| Mar05 |
041129 |
94.97 |
94.97 |
94.96 |
94.96 |
+0.04 |
3,033 |
4,629 |
+3,013 |
| Total Volume and Open Interest |
96,867 |
476,990 |
-55,755 |
| Gold(CMX) |
| Dec04 |
041129 |
449.6 |
454.8 |
449.3 |
453.7 |
+4.4 |
91,738 |
112,174 |
+0 |
| Feb05 |
041129 |
452.3 |
457.0 |
451.5 |
455.8 |
+4.3 |
61,817 |
161,738 |
+0 |
| Apr05 |
041129 |
454.0 |
459.0 |
454.0 |
457.9 |
+4.3 |
2,104 |
11,182 |
+0 |
| Jun05 |
041129 |
456.9 |
461.5 |
456.0 |
460.2 |
+4.3 |
1,908 |
24,282 |
+0 |
| Aug05 |
041129 |
462.7 |
462.7 |
462.7 |
462.7 |
+4.4 |
86 |
6,845 |
+0 |
| Oct05 |
041129 |
465.2 |
465.2 |
465.2 |
465.2 |
+4.4 |
0 |
3,346 |
+0 |
| Dec05 |
041129 |
465.0 |
471.0 |
464.5 |
467.7 |
+4.4 |
1,240 |
13,706 |
+0 |
| Feb06 |
041129 |
470.4 |
470.4 |
470.4 |
470.4 |
+4.5 |
0 |
844 |
+0 |
| Apr06 |
041129 |
473.1 |
473.1 |
473.1 |
473.1 |
+4.6 |
0 |
591 |
+0 |
| Jun06 |
041129 |
476.0 |
476.0 |
475.8 |
475.8 |
+4.7 |
11 |
8,549 |
+0 |
| Aug06 |
041129 |
478.6 |
478.6 |
478.6 |
478.6 |
+4.8 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
159,107 |
352,638 |
+0 |
| Silver(CMX) |
| Dec04 |
041129 |
764.0 |
779.5 |
760.5 |
777.0 |
+15.7 |
44,161 |
35,351 |
+0 |
| Mar05 |
041129 |
771.0 |
785.5 |
766.0 |
782.5 |
+15.8 |
33,620 |
71,631 |
+0 |
| May05 |
041129 |
772.0 |
788.0 |
772.0 |
785.9 |
+16.0 |
398 |
2,858 |
+0 |
| Jul05 |
041129 |
779.0 |
792.0 |
771.0 |
789.5 |
+16.2 |
177 |
2,914 |
+0 |
| Sep05 |
041129 |
792.9 |
792.9 |
792.9 |
792.9 |
+16.6 |
0 |
603 |
+0 |
| Dec05 |
041129 |
790.0 |
801.0 |
778.0 |
796.5 |
+17.0 |
192 |
5,910 |
+0 |
| Mar06 |
041129 |
801.0 |
801.0 |
799.8 |
799.8 |
+17.4 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
78,554 |
121,720 |
+0 |
| Platinum(NYMEX) |
| Jan05 |
041129 |
861.5 |
866.5 |
859.5 |
865.4 |
+3.0 |
501 |
7,641 |
+0 |
| Apr05 |
041129 |
863.0 |
863.4 |
863.0 |
863.4 |
+3.0 |
12 |
525 |
+0 |
| Total Volume and Open Interest |
513 |
8,166 |
+0 |
| Palladium(NYMEX) |
| Dec04 |
041129 |
212.50 |
212.75 |
210.00 |
211.35 |
-2.65 |
1,643 |
6,481 |
+0 |
| Mar05 |
041129 |
216.00 |
217.00 |
212.60 |
213.75 |
-2.65 |
1,606 |
6,160 |
+0 |
| Jun05 |
041129 |
215.75 |
215.75 |
215.75 |
215.75 |
-2.65 |
2 |
51 |
+0 |
| Total Volume and Open Interest |
3,251 |
12,694 |
+0 |
| Copper(CMX) |
| Dec04 |
041129 |
144.60 |
145.40 |
144.00 |
144.50 |
+0.65 |
10,939 |
16,950 |
+0 |
| Mar05 |
041129 |
143.80 |
145.20 |
143.50 |
144.05 |
+0.90 |
11,026 |
52,695 |
+0 |
| May05 |
041129 |
139.00 |
139.40 |
138.80 |
138.90 |
+0.75 |
284 |
5,289 |
+0 |
| Jul05 |
041129 |
133.70 |
134.20 |
133.10 |
133.80 |
+0.75 |
346 |
4,245 |
+0 |
| Sep05 |
041129 |
128.80 |
128.80 |
128.80 |
128.80 |
+0.75 |
31 |
2,362 |
+0 |
| Total Volume and Open Interest |
24,059 |
93,862 |
+0 |
| Aluminum(CMX) |
| Dec04 |
041129 |
90.30 |
90.30 |
90.30 |
90.30 |
+0.75 |
126 |
1,017 |
+0 |
| Jan05 |
041129 |
90.20 |
90.20 |
90.00 |
90.00 |
+0.75 |
130 |
880 |
+0 |
| Feb05 |
041129 |
89.75 |
89.75 |
89.75 |
89.75 |
+0.80 |
0 |
651 |
+0 |
| Mar05 |
041129 |
90.10 |
90.10 |
89.50 |
89.50 |
+0.85 |
0 |
657 |
+0 |
| Apr05 |
041129 |
89.15 |
89.15 |
89.15 |
89.15 |
+0.90 |
0 |
486 |
+0 |
| May05 |
041129 |
88.60 |
88.60 |
88.60 |
88.60 |
+0.95 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
264 |
9,691 |
+0 |
| DJIA Index(CBOT) |
| Dec04 |
041129 |
10568 |
10570 |
10415 |
10464 |
-46 |
1,637 |
46,764 |
-65 |
| Mar05 |
041129 |
10575 |
10575 |
10435 |
10469 |
-45 |
11 |
204 |
+3 |
| Jun05 |
041129 |
10488 |
10488 |
10488 |
10488 |
-43 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,648 |
46,972 |
-62 |
| S & P 500(CME) |
| Dec04 |
041129 |
1185.70 |
1187.50 |
1172.50 |
1176.00 |
-4.80 |
13,901 |
619,369 |
+746 |
| Mar05 |
041129 |
1187.70 |
1188.00 |
1175.00 |
1178.20 |
-4.70 |
979 |
84,202 |
+857 |
| Jun05 |
041129 |
1181.80 |
1181.80 |
1181.80 |
1181.80 |
-4.60 |
0 |
3,772 |
+0 |
| Sep05 |
041129 |
1186.00 |
1186.00 |
1186.00 |
1186.00 |
-4.40 |
0 |
1,515 |
+0 |
| Total Volume and Open Interest |
14,880 |
709,020 |
+1,603 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041129 |
1180.50 |
1191.25 |
1172.25 |
1176.00 |
-4.75 |
179,479 |
1,032,334 |
+10,302 |
| Mar05 |
041129 |
1183.00 |
1192.25 |
1175.00 |
1178.25 |
-4.75 |
445 |
56,408 |
-24 |
| Total Volume and Open Interest |
179,924 |
1,088,742 |
+10,278 |
| NASDAQ 100(CME) |
| Dec04 |
041129 |
1589.00 |
1595.00 |
1568.00 |
1577.50 |
unch |
4,667 |
83,451 |
-3,553 |
| Mar05 |
041129 |
1583.50 |
1585.50 |
1582.00 |
1585.50 |
unch |
5 |
389 |
+3 |
| Jun05 |
041129 |
1592.50 |
1592.50 |
1592.50 |
1592.50 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,672 |
83,841 |
-3,550 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041129 |
1577.50 |
1596.50 |
1568.50 |
1577.50 |
unch |
68,610 |
408,394 |
-3,023 |
| Mar05 |
041129 |
1586.00 |
1602.50 |
1579.50 |
1585.50 |
unch |
143 |
2,178 |
+28 |
| Total Volume and Open Interest |
68,753 |
410,572 |
-2,995 |
| S & P Midcap 400(CME) |
| Dec04 |
041129 |
643.00 |
644.00 |
634.50 |
636.80 |
-2.70 |
206 |
14,201 |
+89 |
| Mar05 |
041129 |
637.50 |
638.10 |
637.50 |
638.10 |
-1.90 |
0 |
2 |
+0 |
| Jun05 |
041129 |
637.50 |
638.10 |
637.50 |
638.10 |
-1.90 |
|
|
|
| Total Volume and Open Interest |
206 |
14,203 |
+89 |
| Russell 2000(CME) |
| Dec04 |
041129 |
634.00 |
637.50 |
626.50 |
632.00 |
+1.90 |
301 |
27,543 |
+96 |
| Mar05 |
041129 |
633.50 |
633.50 |
633.50 |
633.50 |
+1.90 |
0 |
175 |
+0 |
| Jun05 |
041129 |
633.50 |
633.50 |
633.50 |
633.50 |
+1.90 |
|
|
|
| Total Volume and Open Interest |
301 |
27,718 |
+96 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041129 |
630.70 |
637.50 |
626.70 |
632.00 |
+2.20 |
47,485 |
139,449 |
+4,460 |
| Mar05 |
041129 |
633.40 |
636.80 |
631.80 |
633.50 |
+2.20 |
16 |
413 |
+11 |
| Total Volume and Open Interest |
47,501 |
139,862 |
+4,471 |
| Nikkei 225(CME) |
| Dec04 |
041129 |
10855 |
11015 |
10845 |
10960 |
+120 |
15,108 |
176,638 |
-31 |
| Mar05 |
041129 |
10955 |
10990 |
10955 |
10955 |
+120 |
1,516 |
597 |
+558 |
| Total Volume and Open Interest |
16,624 |
177,238 |
+527 |
| Nikkei 225(SGX) |
| Dec04 |
041129 |
10855 |
11015 |
10845 |
10960 |
+120 |
15,108 |
176,638 |
-31 |
| Mar05 |
041129 |
10955 |
10990 |
10955 |
10955 |
+120 |
1,516 |
597 |
+558 |
| Jun05 |
041129 |
10900 |
10900 |
10900 |
10900 |
+120 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
16,624 |
177,238 |
+527 |
| CAC 40(EURONEXT) |
| Dec04 |
041129 |
3789.5 |
3829.0 |
3776.0 |
3783.5 |
-1.0 |
35,911 |
426,439 |
+7,662 |
| Jan05 |
041129 |
3816.5 |
3833.0 |
3790.0 |
3790.0 |
-1.0 |
347 |
1,093 |
+86 |
| Feb05 |
041129 |
3796.0 |
3796.0 |
3796.0 |
3796.0 |
-1.0 |
|
|
|
| Total Volume and Open Interest |
36,445 |
436,650 |
+7,934 |
| Hang Seng Index(HKFE) |
| Nov04 |
041129 |
14000 |
14105 |
13991 |
14076 |
+179 |
8,066 |
48,355 |
-13,152 |
| Dec04 |
041129 |
14000 |
14130 |
13989 |
14112 |
+220 |
24,133 |
121,390 |
+19,749 |
| Total Volume and Open Interest |
32,278 |
172,282 |
+6,607 |
| DAX(EUREX) |
| Dec04 |
041129 |
4165.0 |
4225.5 |
4143.0 |
4170.0 |
+26.5 |
137,414 |
194,596 |
-216 |
| Mar05 |
041129 |
4190.0 |
4246.0 |
4170.0 |
4193.0 |
+26.5 |
1,315 |
10,184 |
-103 |
| Jun05 |
041129 |
4223.0 |
4270.0 |
4194.0 |
4216.0 |
+26.5 |
476 |
1,632 |
-5 |
| Total Volume and Open Interest |
139,205 |
206,412 |
-324 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041129 |
4749.00 |
4802.00 |
4747.00 |
4768.50 |
+19.50 |
33,759 |
471,859 |
+3,797 |
| Mar05 |
041129 |
4760.00 |
4794.00 |
4760.00 |
4770.50 |
+19.50 |
57 |
24,696 |
+24 |
| Jun05 |
041129 |
4805.50 |
4810.50 |
4783.00 |
4784.50 |
+20.00 |
750 |
17,195 |
-650 |
| Total Volume and Open Interest |
35,617 |
516,765 |
+4,121 |
| SPI 200(SFE) |
| Dec04 |
041129 |
3918.0 |
3943.0 |
3918.0 |
3936.0 |
+13.0 |
9,208 |
166,137 |
-3,806 |
| Mar05 |
041129 |
3936.0 |
3951.0 |
3933.0 |
3947.0 |
+13.0 |
500 |
4,566 |
+555 |
| Jun05 |
041129 |
3948.0 |
3963.0 |
3948.0 |
3961.0 |
+13.0 |
1 |
3,149 |
+16 |
| Total Volume and Open Interest |
9,720 |
178,530 |
-3,282 |
| GSCI(CME) |
| Dec04 |
041129 |
348.80 |
350.00 |
345.40 |
346.75 |
-3.75 |
58 |
16,764 |
+38 |
| Jan05 |
041129 |
348.30 |
348.40 |
348.10 |
348.10 |
-2.40 |
0 |
3 |
+0 |
| Feb05 |
041129 |
344.10 |
344.10 |
344.10 |
344.10 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
58 |
16,767 |
+38 |
| RJ/CRB Index(ICE) |
| Jan05 |
041129 |
289.75 |
290.20 |
288.50 |
290.00 |
+1.25 |
41 |
314 |
+0 |
| Feb05 |
041129 |
288.25 |
288.25 |
288.25 |
288.25 |
+1.25 |
0 |
116 |
+0 |
| Apr05 |
041129 |
287.00 |
288.00 |
287.00 |
288.00 |
+1.25 |
1 |
111 |
+0 |
| Total Volume and Open Interest |
68 |
601 |
+0 |
|
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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