|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed December 01, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041201 |
535.75 |
538.50 |
527.00 |
528.00 |
-6.75 |
40,322 |
101,932 |
-674 |
Mar05 |
041201 |
537.00 |
540.50 |
531.00 |
531.50 |
-4.50 |
14,352 |
62,792 |
+2,824 |
May05 |
041201 |
544.00 |
547.50 |
538.00 |
538.75 |
-4.75 |
3,848 |
33,190 |
+59 |
Jul05 |
041201 |
552.00 |
554.50 |
545.00 |
546.00 |
-4.75 |
1,566 |
27,525 |
+291 |
Aug05 |
041201 |
555.00 |
555.00 |
549.00 |
549.00 |
-4.50 |
43 |
1,948 |
+20 |
Sep05 |
041201 |
555.00 |
555.00 |
550.00 |
550.00 |
-3.50 |
2 |
326 |
+2 |
Nov05 |
041201 |
567.50 |
569.50 |
560.00 |
560.75 |
-4.00 |
1,051 |
10,044 |
+303 |
Total Volume and Open Interest |
61,184 |
237,803 |
+2,825 |
Soybean Meal(CBOT) |
Dec04 |
041201 |
154.80 |
156.70 |
153.10 |
153.60 |
-0.60 |
13,134 |
8,068 |
-4,119 |
Jan05 |
041201 |
156.30 |
158.00 |
154.30 |
154.90 |
-0.70 |
15,803 |
33,463 |
+846 |
Mar05 |
041201 |
158.00 |
160.00 |
156.30 |
156.60 |
-0.70 |
11,426 |
35,965 |
+2,705 |
May05 |
041201 |
160.70 |
162.30 |
159.00 |
159.10 |
-0.60 |
3,252 |
17,680 |
+21 |
Jul05 |
041201 |
164.30 |
165.90 |
162.30 |
162.40 |
-1.20 |
2,588 |
26,595 |
+465 |
Aug05 |
041201 |
165.50 |
167.20 |
164.00 |
164.20 |
-1.00 |
391 |
9,191 |
+120 |
Sep05 |
041201 |
166.50 |
168.70 |
165.50 |
165.60 |
-0.40 |
114 |
5,825 |
+41 |
Oct05 |
041201 |
168.50 |
169.50 |
167.20 |
167.40 |
+0.40 |
17 |
3,254 |
+12 |
Total Volume and Open Interest |
47,088 |
145,960 |
+187 |
Soybean Oil(CBOT) |
Dec04 |
041201 |
20.60 |
20.62 |
20.30 |
20.40 |
-0.22 |
9,391 |
5,942 |
-2,865 |
Jan05 |
041201 |
20.68 |
20.72 |
20.39 |
20.46 |
-0.24 |
16,688 |
46,801 |
+2,963 |
Mar05 |
041201 |
20.85 |
20.85 |
20.53 |
20.59 |
-0.31 |
10,632 |
37,419 |
+1,276 |
May05 |
041201 |
20.92 |
20.97 |
20.68 |
20.75 |
-0.21 |
2,850 |
18,099 |
+101 |
Jul05 |
041201 |
21.10 |
21.15 |
20.82 |
20.87 |
-0.28 |
2,798 |
19,676 |
+214 |
Aug05 |
041201 |
21.12 |
21.12 |
20.85 |
20.86 |
-0.31 |
280 |
6,269 |
+80 |
Sep05 |
041201 |
21.10 |
21.10 |
20.85 |
20.85 |
-0.27 |
119 |
3,799 |
+11 |
Oct05 |
041201 |
21.10 |
21.10 |
20.80 |
20.81 |
-0.29 |
20 |
2,699 |
+1 |
Total Volume and Open Interest |
43,325 |
148,929 |
+2,172 |
Canola(WCE) |
Jan05 |
041201 |
281.5 |
281.8 |
278.1 |
279.9 |
-0.8 |
6,827 |
43,969 |
-176 |
Mar05 |
041201 |
284.3 |
285.0 |
280.8 |
282.8 |
-1.0 |
4,845 |
10,784 |
+958 |
May05 |
041201 |
285.8 |
285.8 |
285.8 |
285.8 |
-2.5 |
0 |
1,118 |
+0 |
Jul05 |
041201 |
292.0 |
292.0 |
291.0 |
291.0 |
-4.4 |
5 |
558 |
-5 |
Sep05 |
041201 |
299.0 |
299.0 |
299.0 |
299.0 |
unch |
|
|
|
Total Volume and Open Interest |
11,720 |
68,453 |
+759 |
Corn(CBOT) |
Dec04 |
041201 |
193.75 |
194.25 |
191.25 |
191.50 |
-1.00 |
36,285 |
23,444 |
-14,027 |
Mar05 |
041201 |
204.50 |
205.75 |
203.00 |
203.25 |
-0.50 |
64,200 |
347,990 |
+8,675 |
May05 |
041201 |
212.00 |
213.50 |
210.75 |
211.00 |
-0.25 |
5,846 |
74,480 |
+398 |
Jul05 |
041201 |
219.75 |
220.75 |
218.25 |
218.50 |
-0.75 |
7,088 |
70,626 |
+1,597 |
Sep05 |
041201 |
228.00 |
228.50 |
226.50 |
226.50 |
-1.00 |
1,757 |
19,244 |
+789 |
Dec05 |
041201 |
237.50 |
238.25 |
236.50 |
236.50 |
-1.00 |
2,214 |
44,843 |
+1,151 |
Total Volume and Open Interest |
117,463 |
583,915 |
-1,395 |
Wheat(CBOT) |
Dec04 |
041201 |
291.00 |
293.00 |
285.00 |
286.00 |
-3.75 |
7,881 |
4,380 |
-3,756 |
Mar05 |
041201 |
303.00 |
303.75 |
296.25 |
297.50 |
-3.75 |
20,639 |
132,454 |
+1,025 |
May05 |
041201 |
309.00 |
310.25 |
303.25 |
303.75 |
-3.50 |
2,917 |
14,172 |
-1,176 |
Jul05 |
041201 |
317.00 |
317.00 |
310.00 |
310.25 |
-3.50 |
1,590 |
12,552 |
+246 |
Sep05 |
041201 |
320.00 |
320.00 |
317.50 |
317.50 |
-2.50 |
67 |
337 |
+0 |
Total Volume and Open Interest |
33,190 |
171,475 |
-3,674 |
Wheat(KCBT) |
Dec04 |
041201 |
341.00 |
344.00 |
337.50 |
337.50 |
-3.50 |
2,088 |
2,148 |
-1,128 |
Mar05 |
041201 |
329.50 |
333.50 |
327.25 |
328.25 |
-2.00 |
9,097 |
46,012 |
+1,893 |
May05 |
041201 |
326.50 |
329.50 |
324.50 |
324.75 |
-1.25 |
769 |
5,608 |
-23 |
Jul05 |
041201 |
325.50 |
327.50 |
320.00 |
320.75 |
-4.25 |
1,381 |
8,783 |
+88 |
Sep05 |
041201 |
333.00 |
333.50 |
325.50 |
326.00 |
-4.00 |
8 |
1,926 |
+6 |
Total Volume and Open Interest |
13,509 |
65,137 |
+972 |
Wheat(MGE) |
Dec04 |
041201 |
330.00 |
331.50 |
325.00 |
328.00 |
+0.75 |
1,723 |
1,379 |
-929 |
Mar05 |
041201 |
340.50 |
344.00 |
338.25 |
341.25 |
+1.75 |
4,771 |
23,407 |
+2,392 |
May05 |
041201 |
347.00 |
350.25 |
345.00 |
346.00 |
unch |
499 |
6,602 |
+364 |
Jul05 |
041201 |
350.50 |
353.00 |
347.00 |
348.00 |
-1.50 |
97 |
2,827 |
+83 |
Sep05 |
041201 |
352.25 |
352.25 |
346.00 |
346.50 |
-0.50 |
32 |
1,158 |
+8 |
Total Volume and Open Interest |
7,152 |
35,673 |
+1,944 |
Oats(CBOT) |
Dec04 |
041201 |
170.00 |
170.00 |
162.50 |
168.75 |
+0.75 |
657 |
636 |
-398 |
Mar05 |
041201 |
158.00 |
158.00 |
154.00 |
157.25 |
+3.00 |
1,381 |
5,536 |
-78 |
May05 |
041201 |
157.00 |
158.00 |
156.00 |
158.00 |
+2.00 |
103 |
314 |
+58 |
Jul05 |
041201 |
156.00 |
157.50 |
156.00 |
157.50 |
+1.50 |
10 |
56 |
-3 |
Total Volume and Open Interest |
2,151 |
6,546 |
-421 |
Rough Rice(CBOT) |
Jan05 |
041201 |
7.50 |
7.50 |
7.34 |
7.47 |
-0.01 |
1,459 |
3,184 |
-191 |
Mar05 |
041201 |
7.66 |
7.68 |
7.56 |
7.66 |
-0.01 |
502 |
1,117 |
+224 |
May05 |
041201 |
7.86 |
7.86 |
7.86 |
7.86 |
-0.02 |
10 |
246 |
-10 |
Jul05 |
041201 |
8.06 |
8.06 |
8.06 |
8.06 |
-0.02 |
0 |
54 |
+0 |
Total Volume and Open Interest |
1,971 |
4,603 |
+23 |
Live Cattle(CME) |
Dec04 |
041201 |
90.000 |
90.200 |
89.025 |
89.175 |
-1.150 |
7,058 |
17,505 |
-1,313 |
Feb05 |
041201 |
89.700 |
89.700 |
88.550 |
88.875 |
-0.675 |
12,256 |
64,674 |
+1,539 |
Apr05 |
041201 |
85.800 |
85.800 |
84.900 |
85.100 |
-0.625 |
3,232 |
15,118 |
-9 |
Jun05 |
041201 |
81.400 |
81.450 |
80.800 |
80.850 |
-0.550 |
1,350 |
9,640 |
+88 |
Aug05 |
041201 |
80.875 |
80.875 |
80.150 |
80.200 |
-0.675 |
267 |
6,463 |
+19 |
Oct05 |
041201 |
81.625 |
81.625 |
81.150 |
81.225 |
-0.400 |
61 |
3,754 |
+24 |
Total Volume and Open Interest |
24,232 |
119,083 |
+346 |
Feeder Cattle(CME) |
Jan05 |
041201 |
104.350 |
104.400 |
103.250 |
103.275 |
-0.675 |
1,926 |
8,108 |
+238 |
Mar05 |
041201 |
100.100 |
100.100 |
98.350 |
98.425 |
-1.450 |
768 |
3,176 |
+85 |
Apr05 |
041201 |
98.500 |
98.500 |
96.800 |
96.800 |
-1.600 |
197 |
1,668 |
+10 |
May05 |
041201 |
98.500 |
98.500 |
96.750 |
96.825 |
-1.425 |
155 |
1,671 |
+6 |
Aug05 |
041201 |
99.800 |
99.900 |
99.200 |
99.200 |
-0.700 |
35 |
459 |
+21 |
Sep05 |
041201 |
98.900 |
98.900 |
98.900 |
98.900 |
-0.250 |
0 |
1 |
+0 |
Oct05 |
041201 |
99.000 |
99.000 |
98.900 |
98.900 |
-0.100 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,081 |
15,084 |
+360 |
Lean Hogs(CME) |
Dec04 |
041201 |
79.700 |
79.925 |
78.625 |
78.950 |
-0.125 |
5,436 |
15,900 |
-1,228 |
Feb05 |
041201 |
77.500 |
77.725 |
75.675 |
75.900 |
-1.250 |
9,686 |
60,097 |
+1,183 |
Apr05 |
041201 |
74.400 |
74.650 |
72.750 |
73.350 |
-1.050 |
2,650 |
14,170 |
+578 |
May05 |
041201 |
73.000 |
73.500 |
71.750 |
72.075 |
-1.225 |
269 |
2,191 |
+83 |
Jun05 |
041201 |
75.500 |
75.800 |
73.900 |
74.925 |
-0.650 |
1,122 |
7,313 |
+442 |
Jul05 |
041201 |
71.650 |
72.100 |
70.200 |
71.075 |
-0.825 |
307 |
1,774 |
+129 |
Aug05 |
041201 |
68.775 |
69.000 |
67.400 |
67.875 |
-1.100 |
365 |
1,305 |
+222 |
Oct05 |
041201 |
59.850 |
59.950 |
58.800 |
59.000 |
-0.900 |
174 |
514 |
+123 |
Total Volume and Open Interest |
20,047 |
103,447 |
+1,549 |
Pork Bellies(CME) |
Feb05 |
041201 |
101.500 |
101.500 |
99.850 |
100.100 |
-1.750 |
378 |
1,631 |
+69 |
Mar05 |
041201 |
100.500 |
100.500 |
100.350 |
100.350 |
-1.600 |
1 |
23 |
+0 |
May05 |
041201 |
99.600 |
99.600 |
99.600 |
99.600 |
-1.850 |
0 |
26 |
+0 |
Jul05 |
041201 |
102.000 |
102.000 |
102.000 |
102.000 |
-0.025 |
0 |
15 |
+0 |
Aug05 |
041201 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
379 |
1,696 |
+69 |
Class III Milk(CME) |
Dec04 |
041201 |
16.95 |
16.97 |
16.75 |
16.88 |
-0.09 |
497 |
4,505 |
-7 |
Jan05 |
041201 |
15.00 |
15.00 |
14.65 |
14.88 |
-0.19 |
470 |
2,998 |
+157 |
Feb05 |
041201 |
14.00 |
14.01 |
13.70 |
13.85 |
-0.21 |
291 |
2,375 |
+179 |
Mar05 |
041201 |
13.25 |
13.30 |
13.05 |
13.05 |
-0.20 |
201 |
2,521 |
+77 |
Apr05 |
041201 |
12.95 |
13.00 |
12.50 |
12.95 |
-0.05 |
137 |
1,550 |
+53 |
Total Volume and Open Interest |
2,023 |
20,984 |
-3,261 |
Cocoa(ICE) |
Dec04 |
041201 |
1681 |
1690 |
1641 |
1690 |
+29 |
6 |
317 |
-12 |
Mar05 |
041201 |
1661 |
1663 |
1635 |
1659 |
+8 |
6,881 |
49,091 |
-47 |
May05 |
041201 |
1650 |
1667 |
1643 |
1666 |
+9 |
1,342 |
12,532 |
+212 |
Jul05 |
041201 |
1654 |
1670 |
1654 |
1670 |
+7 |
510 |
11,300 |
+128 |
Sep05 |
041201 |
1662 |
1673 |
1662 |
1673 |
+5 |
55 |
9,428 |
+20 |
Dec05 |
041201 |
1671 |
1676 |
1667 |
1676 |
+5 |
371 |
8,690 |
+220 |
Mar06 |
041201 |
1663 |
1681 |
1663 |
1681 |
+8 |
50 |
11,253 |
+40 |
Total Volume and Open Interest |
9,235 |
115,652 |
+581 |
Coffee "C"(ICE) |
Dec04 |
041201 |
94.50 |
96.00 |
93.50 |
95.70 |
+1.25 |
193 |
1,175 |
-263 |
Mar05 |
041201 |
97.00 |
99.25 |
96.10 |
98.60 |
+1.15 |
20,752 |
79,403 |
+3,368 |
May05 |
041201 |
99.10 |
100.95 |
98.30 |
100.50 |
+1.20 |
2,513 |
9,540 |
+507 |
Jul05 |
041201 |
100.50 |
102.50 |
100.00 |
102.25 |
+1.25 |
580 |
3,444 |
+231 |
Sep05 |
041201 |
102.40 |
103.95 |
101.80 |
103.95 |
+1.25 |
108 |
2,154 |
+46 |
Dec05 |
041201 |
104.50 |
106.65 |
104.50 |
106.65 |
+1.20 |
130 |
843 |
+11 |
Total Volume and Open Interest |
24,323 |
97,071 |
+3,929 |
Orange Juice(ICE) |
Jan05 |
041201 |
75.25 |
76.80 |
74.90 |
76.80 |
+1.90 |
2,141 |
14,310 |
-391 |
Mar05 |
041201 |
77.15 |
78.70 |
76.90 |
78.70 |
+1.80 |
700 |
11,822 |
+166 |
May05 |
041201 |
80.15 |
81.20 |
80.15 |
81.20 |
+1.70 |
2,433 |
7,258 |
+2,398 |
Jul05 |
041201 |
81.00 |
82.50 |
81.00 |
82.50 |
+1.50 |
3 |
636 |
+0 |
Sep05 |
041201 |
84.00 |
84.00 |
84.00 |
84.00 |
+1.40 |
0 |
86 |
+0 |
Nov05 |
041201 |
85.50 |
85.50 |
85.50 |
85.50 |
+1.50 |
0 |
525 |
+0 |
Total Volume and Open Interest |
5,277 |
34,684 |
+2,173 |
Sugar #11(ICE) |
Mar05 |
041201 |
8.80 |
8.92 |
8.78 |
8.90 |
+0.06 |
15,765 |
215,429 |
+549 |
May05 |
041201 |
8.95 |
9.07 |
8.95 |
9.05 |
+0.04 |
6,310 |
43,715 |
+577 |
Jul05 |
041201 |
8.84 |
8.90 |
8.83 |
8.90 |
+0.02 |
2,156 |
24,673 |
+43 |
Oct05 |
041201 |
8.84 |
8.90 |
8.84 |
8.90 |
+0.02 |
1,708 |
22,311 |
+261 |
Mar06 |
041201 |
8.80 |
8.90 |
8.80 |
8.88 |
+0.06 |
383 |
9,411 |
+209 |
Total Volume and Open Interest |
26,349 |
320,157 |
+1,659 |
Sugar #14(ICE) |
Jan05 |
041201 |
20.36 |
20.36 |
20.35 |
20.35 |
-0.01 |
55 |
1,143 |
+5 |
Mar05 |
041201 |
20.35 |
20.36 |
20.35 |
20.36 |
-0.01 |
37 |
3,576 |
+18 |
May05 |
041201 |
20.53 |
20.53 |
20.52 |
20.52 |
-0.01 |
5 |
2,149 |
+5 |
Jul05 |
041201 |
20.77 |
20.77 |
20.77 |
20.77 |
+0.01 |
20 |
1,706 |
+20 |
Sep05 |
041201 |
20.83 |
20.83 |
20.82 |
20.82 |
-0.02 |
4 |
2,388 |
+4 |
Total Volume and Open Interest |
127 |
11,620 |
+58 |
London Cocoa(LCE) |
Dec04 |
041201 |
880 |
880 |
868 |
873 |
-7 |
9,087 |
29,265 |
-6,770 |
Mar05 |
041201 |
899 |
899 |
887 |
893 |
-6 |
10,713 |
64,194 |
+10 |
May05 |
041201 |
898 |
905 |
896 |
902 |
-5 |
3,089 |
20,719 |
+1,595 |
Jul05 |
041201 |
919 |
924 |
915 |
919 |
-5 |
2,908 |
20,378 |
+2,581 |
Sep05 |
041201 |
935 |
940 |
930 |
935 |
-6 |
9,393 |
40,721 |
+1,233 |
Dec05 |
041201 |
919 |
923 |
916 |
921 |
-3 |
3,665 |
34,119 |
+242 |
Mar06 |
041201 |
921 |
930 |
921 |
927 |
-4 |
134 |
5,717 |
+19 |
Total Volume and Open Interest |
39,105 |
215,712 |
-1,037 |
London Coffee(LCE) |
Jan05 |
041201 |
738.00 |
765.00 |
727.00 |
758.00 |
+20.00 |
14,250 |
52,933 |
-2,185 |
Mar05 |
041201 |
748.00 |
786.00 |
748.00 |
781.00 |
+20.00 |
8,181 |
54,087 |
-52 |
May05 |
041201 |
772.00 |
800.00 |
767.00 |
800.00 |
+20.00 |
1,324 |
35,938 |
+542 |
Jul05 |
041201 |
790.00 |
820.00 |
790.00 |
819.00 |
+22.00 |
432 |
9,607 |
+143 |
Sep05 |
041201 |
818.00 |
835.00 |
818.00 |
835.00 |
+22.00 |
168 |
5,898 |
+133 |
Nov05 |
041201 |
836.00 |
853.00 |
836.00 |
853.00 |
+22.00 |
51 |
1,969 |
+41 |
Total Volume and Open Interest |
24,406 |
160,547 |
-1,431 |
London Sugar(LCE) |
Mar05 |
041201 |
254.50 |
256.50 |
253.00 |
256.40 |
+1.70 |
1,991 |
25,137 |
-203 |
May05 |
041201 |
261.50 |
264.30 |
261.00 |
263.70 |
+2.00 |
324 |
11,547 |
+35 |
Aug05 |
041201 |
262.00 |
264.00 |
261.50 |
263.50 |
+1.80 |
74 |
5,161 |
-44 |
Oct05 |
041201 |
264.40 |
264.40 |
264.40 |
264.40 |
+2.30 |
22 |
3,175 |
+11 |
Dec05 |
041201 |
261.20 |
263.40 |
261.20 |
263.40 |
+2.30 |
10 |
1,740 |
+2 |
Total Volume and Open Interest |
2,421 |
48,309 |
-199 |
Cotton(ICE) |
Dec04 |
041201 |
48.51 |
48.51 |
46.40 |
47.88 |
-0.77 |
257 |
1,291 |
-143 |
Mar05 |
041201 |
44.55 |
44.78 |
43.25 |
43.89 |
-0.89 |
10,116 |
52,967 |
-479 |
May05 |
041201 |
44.90 |
44.95 |
43.50 |
44.41 |
-0.57 |
1,321 |
9,246 |
+88 |
Jul05 |
041201 |
45.40 |
45.60 |
44.29 |
45.30 |
-0.18 |
591 |
9,845 |
-36 |
Oct05 |
041201 |
46.55 |
46.55 |
46.55 |
46.55 |
-0.20 |
16 |
251 |
+10 |
Dec05 |
041201 |
48.20 |
48.20 |
47.00 |
47.80 |
-0.20 |
109 |
5,790 |
+14 |
Total Volume and Open Interest |
12,422 |
80,690 |
-542 |
Lumber(CME) |
Jan05 |
041201 |
340.0 |
349.1 |
340.0 |
347.2 |
+8.1 |
439 |
2,590 |
-64 |
Mar05 |
041201 |
348.3 |
355.6 |
347.8 |
353.2 |
+7.6 |
152 |
553 |
+67 |
May05 |
041201 |
348.6 |
354.9 |
348.6 |
353.0 |
+4.5 |
26 |
156 |
+21 |
Jul05 |
041201 |
348.6 |
357.5 |
348.6 |
357.5 |
+9.0 |
0 |
43 |
+0 |
Total Volume and Open Interest |
617 |
3,342 |
+24 |
Crude Oil(NYM) |
Jan05 |
041201 |
49.00 |
49.00 |
45.35 |
45.49 |
-3.64 |
100,734 |
202,921 |
+883 |
Feb05 |
041201 |
49.00 |
49.13 |
45.60 |
45.70 |
-3.56 |
40,889 |
72,441 |
+3,982 |
Mar05 |
041201 |
49.00 |
49.05 |
45.70 |
45.76 |
-3.42 |
9,613 |
49,394 |
+1,071 |
Apr05 |
041201 |
48.70 |
48.75 |
45.59 |
45.59 |
-3.32 |
4,031 |
34,949 |
+55 |
May05 |
041201 |
47.45 |
47.50 |
45.30 |
45.30 |
-3.20 |
4,778 |
19,534 |
-1,272 |
Jun05 |
041201 |
47.85 |
47.85 |
44.90 |
44.99 |
-3.10 |
10,297 |
33,887 |
+1,046 |
Jul05 |
041201 |
44.68 |
44.68 |
44.68 |
44.68 |
-3.00 |
1,817 |
15,810 |
-413 |
Aug05 |
041201 |
45.70 |
45.70 |
44.39 |
44.39 |
-2.90 |
669 |
10,683 |
+171 |
Sep05 |
041201 |
46.70 |
46.70 |
44.11 |
44.11 |
-2.80 |
1,690 |
13,070 |
-297 |
Oct05 |
041201 |
43.83 |
43.83 |
43.83 |
43.83 |
-2.71 |
1,620 |
6,714 |
-230 |
Nov05 |
041201 |
43.56 |
43.56 |
43.56 |
43.56 |
-2.63 |
410 |
13,432 |
+150 |
Dec05 |
041201 |
45.85 |
45.85 |
43.32 |
43.32 |
-2.55 |
10,180 |
54,367 |
+1,079 |
Jan06 |
041201 |
45.60 |
45.60 |
43.02 |
43.02 |
-2.48 |
432 |
7,842 |
-39 |
Feb06 |
041201 |
42.75 |
42.75 |
42.75 |
42.75 |
-2.41 |
240 |
4,509 |
+160 |
Mar06 |
041201 |
42.51 |
42.51 |
42.51 |
42.51 |
-2.34 |
250 |
8,174 |
+30 |
Apr06 |
041201 |
42.30 |
42.30 |
42.30 |
42.30 |
-2.27 |
125 |
4,290 |
+125 |
Total Volume and Open Interest |
197,042 |
690,418 |
+5,807 |
Heating Oil(NYM) |
Jan05 |
041201 |
141.10 |
141.25 |
132.20 |
132.93 |
-8.90 |
36,432 |
78,098 |
+2,375 |
Feb05 |
041201 |
141.40 |
141.40 |
132.80 |
133.21 |
-8.52 |
8,706 |
29,036 |
+1,307 |
Mar05 |
041201 |
137.50 |
138.00 |
130.00 |
130.41 |
-7.62 |
2,650 |
17,108 |
+317 |
Apr05 |
041201 |
131.00 |
131.40 |
125.00 |
125.11 |
-6.57 |
1,190 |
6,825 |
-41 |
May05 |
041201 |
124.00 |
124.60 |
121.21 |
121.21 |
-5.92 |
384 |
5,168 |
-5 |
Jun05 |
041201 |
122.00 |
123.40 |
118.91 |
118.91 |
-5.67 |
431 |
7,660 |
+133 |
Jul05 |
041201 |
121.50 |
121.75 |
117.50 |
118.11 |
-5.47 |
116 |
4,604 |
+106 |
Aug05 |
041201 |
122.00 |
122.00 |
118.11 |
118.11 |
-5.37 |
16 |
1,957 |
-19 |
Sep05 |
041201 |
122.50 |
122.50 |
118.76 |
118.76 |
-5.32 |
444 |
3,075 |
+83 |
Oct05 |
041201 |
123.30 |
123.30 |
119.51 |
119.51 |
-5.27 |
4 |
358 |
+0 |
Nov05 |
041201 |
124.00 |
124.00 |
120.26 |
120.26 |
-5.22 |
264 |
639 |
+171 |
Dec05 |
041201 |
122.00 |
124.80 |
121.01 |
121.01 |
-5.17 |
665 |
7,930 |
-400 |
Total Volume and Open Interest |
73,281 |
168,850 |
-3,715 |
Gasoline(NYMEX) |
Jan05 |
041201 |
128.10 |
128.60 |
119.60 |
120.12 |
-8.34 |
28,720 |
58,974 |
+1,380 |
Feb05 |
041201 |
129.70 |
129.80 |
121.40 |
121.85 |
-7.95 |
4,325 |
15,543 |
+516 |
Mar05 |
041201 |
130.80 |
131.00 |
122.90 |
123.25 |
-7.75 |
1,254 |
7,509 |
+237 |
Apr05 |
041201 |
138.00 |
138.00 |
130.50 |
130.55 |
-7.55 |
1,425 |
17,405 |
+419 |
May05 |
041201 |
135.60 |
135.60 |
130.70 |
130.70 |
-7.40 |
1,171 |
13,190 |
+69 |
Jun05 |
041201 |
130.10 |
130.10 |
130.10 |
130.10 |
-7.15 |
624 |
6,902 |
+152 |
Jul05 |
041201 |
128.55 |
128.55 |
128.55 |
128.55 |
-7.00 |
116 |
3,928 |
+10 |
Aug05 |
041201 |
126.20 |
126.20 |
126.20 |
126.20 |
-6.85 |
134 |
2,134 |
+113 |
Sep05 |
041201 |
123.25 |
123.25 |
123.25 |
123.25 |
-6.75 |
659 |
5,853 |
-127 |
Oct05 |
041201 |
119.30 |
119.30 |
119.30 |
119.30 |
-6.60 |
58 |
2,162 |
+33 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Jan05 |
041201 |
7.750 |
7.770 |
7.380 |
7.413 |
-0.207 |
30,107 |
61,933 |
+852 |
Feb05 |
041201 |
7.830 |
7.850 |
7.460 |
7.493 |
-0.222 |
7,183 |
31,018 |
+21 |
Mar05 |
041201 |
7.630 |
7.670 |
7.380 |
7.393 |
-0.167 |
5,215 |
30,265 |
+272 |
Apr05 |
041201 |
6.800 |
6.850 |
6.678 |
6.678 |
-0.137 |
2,129 |
21,187 |
+99 |
May05 |
041201 |
6.680 |
6.680 |
6.550 |
6.553 |
-0.127 |
1,421 |
19,411 |
+464 |
Jun05 |
041201 |
6.720 |
6.730 |
6.588 |
6.588 |
-0.127 |
493 |
12,180 |
+124 |
Jul05 |
041201 |
6.750 |
6.760 |
6.623 |
6.623 |
-0.127 |
499 |
15,236 |
+169 |
Aug05 |
041201 |
6.765 |
6.765 |
6.643 |
6.643 |
-0.127 |
483 |
11,632 |
+199 |
Sep05 |
041201 |
6.740 |
6.740 |
6.610 |
6.618 |
-0.124 |
105 |
11,538 |
+1 |
Oct05 |
041201 |
6.750 |
6.750 |
6.641 |
6.641 |
-0.124 |
701 |
20,912 |
+38 |
Nov05 |
041201 |
7.050 |
7.050 |
6.921 |
6.921 |
-0.124 |
593 |
10,409 |
+109 |
Dec05 |
041201 |
7.250 |
7.250 |
7.200 |
7.201 |
-0.124 |
836 |
12,267 |
+142 |
Jan06 |
041201 |
7.410 |
7.430 |
7.410 |
7.411 |
-0.119 |
513 |
12,843 |
+218 |
Feb06 |
041201 |
7.480 |
7.480 |
7.401 |
7.401 |
-0.119 |
167 |
8,457 |
+47 |
Mar06 |
041201 |
7.270 |
7.270 |
7.191 |
7.191 |
-0.119 |
546 |
9,787 |
+35 |
Apr06 |
041201 |
6.380 |
6.380 |
6.281 |
6.281 |
-0.109 |
43 |
8,671 |
-10 |
Total Volume and Open Interest |
51,789 |
366,893 |
+3,086 |
Brent Crude Oil(ICE) |
Jan05 |
041201 |
45.15 |
45.15 |
42.15 |
42.31 |
-3.20 |
33,457 |
65,905 |
-885 |
Feb05 |
041201 |
45.52 |
45.56 |
42.75 |
42.91 |
-3.07 |
23,338 |
79,492 |
+4,208 |
Mar05 |
041201 |
45.43 |
45.50 |
42.87 |
43.01 |
-2.89 |
7,719 |
26,912 |
+1,940 |
Apr05 |
041201 |
45.30 |
45.30 |
42.82 |
42.93 |
-2.81 |
1,521 |
16,400 |
-156 |
May05 |
041201 |
44.50 |
44.56 |
42.60 |
42.76 |
-2.73 |
871 |
9,639 |
-46 |
Jun05 |
041201 |
44.23 |
44.27 |
42.40 |
42.53 |
-2.68 |
4,166 |
15,382 |
-1,393 |
Jul05 |
041201 |
44.00 |
44.00 |
42.30 |
42.31 |
-2.62 |
0 |
5,335 |
+2 |
Aug05 |
041201 |
44.25 |
44.25 |
42.09 |
42.09 |
-2.56 |
0 |
2,688 |
-100 |
Sep05 |
041201 |
41.87 |
41.87 |
41.87 |
41.87 |
-2.50 |
0 |
6,434 |
+100 |
Oct05 |
041201 |
41.65 |
41.65 |
41.65 |
41.65 |
-2.44 |
0 |
2,150 |
+0 |
Nov05 |
041201 |
43.45 |
43.45 |
41.43 |
41.43 |
-2.38 |
0 |
2,822 |
+0 |
Dec05 |
041201 |
43.05 |
43.05 |
41.22 |
41.22 |
-2.31 |
2,015 |
39,867 |
+50 |
Total Volume and Open Interest |
73,687 |
329,656 |
+4,620 |
Gas Oil(ICE) |
Dec04 |
041201 |
430.25 |
430.75 |
404.00 |
411.50 |
-19.75 |
17,192 |
33,891 |
-1,943 |
Jan05 |
041201 |
427.50 |
427.50 |
401.50 |
409.25 |
-18.25 |
19,949 |
41,859 |
+1,022 |
Feb05 |
041201 |
420.00 |
420.00 |
395.75 |
404.25 |
-18.00 |
5,552 |
15,648 |
+2,043 |
Mar05 |
041201 |
411.00 |
411.00 |
396.00 |
396.00 |
-17.00 |
152 |
7,502 |
+776 |
Apr05 |
041201 |
400.00 |
400.00 |
387.75 |
387.75 |
-15.50 |
723 |
7,713 |
+620 |
May05 |
041201 |
391.50 |
393.00 |
381.75 |
381.75 |
-14.75 |
384 |
3,978 |
+550 |
Jun05 |
041201 |
389.75 |
389.75 |
370.75 |
378.50 |
-14.00 |
1,149 |
10,922 |
+200 |
Jul05 |
041201 |
387.00 |
387.00 |
377.50 |
377.50 |
-13.75 |
185 |
1,099 |
+0 |
Aug05 |
041201 |
387.00 |
387.00 |
376.50 |
376.50 |
-14.00 |
863 |
1,586 |
+0 |
Sep05 |
041201 |
386.00 |
386.00 |
375.75 |
375.75 |
-13.75 |
400 |
5,039 |
+0 |
Total Volume and Open Interest |
47,959 |
150,420 |
+3,238 |
US Dollar Index(ICE) |
Dec04 |
041201 |
81.870 |
81.880 |
81.550 |
81.560 |
-0.260 |
2,505 |
25,150 |
+656 |
Mar05 |
041201 |
81.930 |
81.950 |
81.660 |
81.670 |
-0.260 |
488 |
3,901 |
+168 |
Jun05 |
041201 |
81.850 |
81.850 |
81.700 |
81.760 |
-0.260 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,010 |
29,091 |
+834 |
Australian Dollar(CME) |
Dec04 |
041201 |
76.92 |
77.67 |
76.90 |
77.49 |
+0.28 |
7,056 |
69,742 |
-848 |
Mar05 |
041201 |
76.38 |
77.07 |
76.37 |
76.94 |
+0.28 |
720 |
3,067 |
+847 |
Jun05 |
041201 |
76.49 |
76.49 |
76.49 |
76.49 |
+0.28 |
2 |
274 |
+2 |
Total Volume and Open Interest |
7,907 |
73,359 |
+54 |
British Pound(CME) |
Dec04 |
041201 |
192.10 |
193.20 |
192.01 |
193.15 |
+2.25 |
6,455 |
84,963 |
-1,506 |
Mar05 |
041201 |
191.05 |
192.10 |
190.95 |
192.05 |
+2.23 |
885 |
3,059 |
+1,567 |
Jun05 |
041201 |
190.00 |
191.05 |
190.00 |
191.05 |
+2.23 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,341 |
88,044 |
+60 |
Canadian Dollar(CME) |
Dec04 |
041201 |
83.95 |
84.54 |
83.95 |
84.45 |
+0.16 |
5,376 |
95,667 |
-946 |
Mar05 |
041201 |
83.90 |
84.50 |
83.89 |
84.42 |
+0.16 |
999 |
7,074 |
+1,053 |
Jun05 |
041201 |
84.45 |
84.45 |
84.40 |
84.45 |
+0.16 |
200 |
2,066 |
+59 |
Sep05 |
041201 |
84.47 |
84.52 |
84.47 |
84.52 |
+0.16 |
47 |
732 |
+29 |
Total Volume and Open Interest |
6,666 |
105,893 |
+222 |
Japanese Yen(CME) |
Dec04 |
041201 |
97.26 |
97.52 |
97.21 |
97.43 |
+0.22 |
7,521 |
193,872 |
+1,866 |
Mar05 |
041201 |
97.82 |
98.10 |
97.82 |
98.04 |
+0.22 |
936 |
2,954 |
+722 |
Jun05 |
041201 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.22 |
2 |
90 |
+2 |
Total Volume and Open Interest |
8,460 |
196,960 |
+2,589 |
Swiss Franc(CME) |
Dec04 |
041201 |
87.53 |
87.71 |
87.35 |
87.67 |
-0.15 |
2,930 |
73,241 |
+265 |
Mar05 |
041201 |
87.91 |
88.07 |
87.83 |
88.04 |
-0.15 |
498 |
1,658 |
+500 |
Jun05 |
041201 |
88.42 |
88.42 |
88.42 |
88.42 |
-0.15 |
0 |
71 |
+0 |
Total Volume and Open Interest |
3,458 |
75,035 |
+795 |
EuroFX(CME) |
Dec04 |
041201 |
132.95 |
133.29 |
132.90 |
133.21 |
+0.29 |
11,336 |
225,736 |
-2,786 |
Mar05 |
041201 |
133.05 |
133.36 |
133.05 |
133.31 |
+0.29 |
1,754 |
6,793 |
+1,379 |
Jun05 |
041201 |
133.47 |
133.52 |
133.47 |
133.52 |
+0.29 |
121 |
441 |
+28 |
Total Volume and Open Interest |
13,260 |
233,254 |
-1,340 |
Mexican Peso(CME) |
Dec04 |
041201 |
890.0 |
896.5 |
887.2 |
894.8 |
+7.2 |
8,651 |
90,439 |
+1,184 |
Jan05 |
041201 |
887.5 |
889.0 |
887.5 |
889.0 |
+7.2 |
30 |
115 |
+25 |
Total Volume and Open Interest |
10,984 |
96,439 |
+3,024 |
30-Year T-Bonds(CBOT) |
Dec04 |
041201 |
111~030 |
111~150 |
110~240 |
110~310 |
-0~040 |
210,634 |
310,129 |
-77,723 |
Mar05 |
041201 |
110~060 |
110~160 |
109~240 |
109~310 |
-0~050 |
473,774 |
379,485 |
+64,402 |
Jun05 |
041201 |
109~030 |
109~140 |
108~310 |
109~030 |
-0~050 |
652 |
2,019 |
+313 |
Total Volume and Open Interest |
685,060 |
691,635 |
-13,009 |
10-Year T-Notes(CBOT) |
Dec04 |
041201 |
111~170 |
111~245 |
111~080 |
111~110 |
-0~035 |
656,259 |
638,879 |
-298,620 |
Mar05 |
041201 |
110~265 |
111~020 |
110~170 |
110~205 |
-0~035 |
1,242,884 |
1,107,987 |
+220,273 |
Jun05 |
041201 |
109~260 |
110~000 |
109~240 |
109~240 |
-0~035 |
349 |
6,562 |
-319 |
Total Volume and Open Interest |
1,899,492 |
1,753,428 |
-78,916 |
5-Year T-Notes(CBOT) |
Dec04 |
041201 |
109~108 |
109~122 |
109~092 |
109~094 |
+0~002 |
265,198 |
0 |
+0 |
Mar05 |
041201 |
108~122 |
109~008 |
108~100 |
108~106 |
unch |
552,625 |
0 |
+0 |
Jun05 |
041201 |
108~060 |
108~060 |
108~040 |
108~040 |
-0~002 |
0 |
4,821 |
+200 |
Total Volume and Open Interest |
817,823 |
4,821 |
+200 |
2 Year T-Notes(CBOT) |
Dec04 |
041201 |
105~022 |
105~027 |
105~016 |
105~018 |
+0~002 |
30,441 |
104,843 |
-29,327 |
Mar05 |
041201 |
104~099 |
104~104 |
104~092 |
104~094 |
+0~002 |
32,576 |
147,325 |
+34,756 |
Total Volume and Open Interest |
63,017 |
252,168 |
+5,429 |
Eurodollars(CME) |
Dec04 |
041201 |
97.522 |
97.530 |
97.522 |
97.525 |
+0.003 |
35,218 |
957,652 |
-25,648 |
Mar05 |
041201 |
97.130 |
97.145 |
97.115 |
97.125 |
+0.015 |
61,000 |
1,019,810 |
+16,342 |
Jun05 |
041201 |
96.860 |
96.880 |
96.835 |
96.845 |
+0.005 |
54,539 |
983,437 |
+12,431 |
Sep05 |
041201 |
96.635 |
96.655 |
96.595 |
96.610 |
unch |
47,282 |
837,948 |
+8,819 |
Dec05 |
041201 |
96.445 |
96.465 |
96.400 |
96.415 |
unch |
52,726 |
646,746 |
-3,005 |
Mar06 |
041201 |
96.295 |
96.320 |
96.255 |
96.265 |
+0.005 |
36,699 |
477,888 |
+16,796 |
Jun06 |
041201 |
96.170 |
96.190 |
96.125 |
96.135 |
unch |
26,392 |
351,868 |
+5,934 |
Sep06 |
041201 |
96.055 |
96.080 |
96.010 |
96.025 |
unch |
26,087 |
274,414 |
-789 |
Dec06 |
041201 |
95.940 |
95.960 |
95.900 |
95.905 |
unch |
21,686 |
219,979 |
-75 |
Mar07 |
041201 |
95.840 |
95.860 |
95.800 |
95.805 |
-0.005 |
17,866 |
167,460 |
-2,087 |
Jun07 |
041201 |
95.755 |
95.755 |
95.695 |
95.695 |
-0.010 |
18,349 |
157,484 |
-1,007 |
Sep07 |
041201 |
95.630 |
95.645 |
95.585 |
95.585 |
-0.010 |
19,151 |
127,935 |
-919 |
Dec07 |
041201 |
95.535 |
95.535 |
95.470 |
95.470 |
-0.015 |
13,082 |
94,485 |
-677 |
Mar08 |
041201 |
95.415 |
95.430 |
95.365 |
95.365 |
-0.020 |
13,792 |
87,279 |
+2,190 |
Jun08 |
041201 |
95.335 |
95.335 |
95.250 |
95.260 |
-0.025 |
12,776 |
84,760 |
-1,604 |
Sep08 |
041201 |
95.235 |
95.235 |
95.150 |
95.155 |
-0.035 |
12,270 |
87,394 |
+1,720 |
Dec08 |
041201 |
95.095 |
95.120 |
95.015 |
95.040 |
-0.035 |
8,890 |
66,532 |
+1,136 |
Mar09 |
041201 |
95.005 |
95.030 |
94.925 |
94.950 |
-0.035 |
7,813 |
53,156 |
+141 |
Total Volume and Open Interest |
504,932 |
6,848,975 |
+30,287 |
30 Day Federal Funds(CBOT) |
Dec04 |
041201 |
97.860 |
97.860 |
97.860 |
97.860 |
-0.010 |
878 |
147,713 |
+484 |
Jan05 |
041201 |
97.760 |
97.760 |
97.760 |
97.760 |
unch |
1,303 |
121,518 |
+885 |
Feb05 |
041201 |
97.540 |
97.550 |
97.540 |
97.540 |
unch |
1,215 |
51,616 |
+1,689 |
Mar05 |
041201 |
97.460 |
97.470 |
97.460 |
97.460 |
unch |
828 |
23,192 |
+1,806 |
Apr05 |
041201 |
97.320 |
97.330 |
97.320 |
97.320 |
+0.010 |
111 |
7,827 |
+161 |
May05 |
041201 |
97.160 |
97.170 |
97.160 |
97.170 |
+0.020 |
305 |
943 |
+94 |
Total Volume and Open Interest |
5,400 |
492,671 |
+5,123 |
30 Day Fed Funds(e-CBOT) |
Dec04 |
041201 |
97.870 |
97.870 |
97.860 |
97.865 |
-0.005 |
2,622 |
0 |
+0 |
Jan05 |
041201 |
97.760 |
97.765 |
97.755 |
97.760 |
unch |
3,625 |
0 |
+0 |
Feb05 |
041201 |
97.540 |
97.550 |
97.540 |
97.545 |
+0.010 |
5,456 |
0 |
+0 |
Mar05 |
041201 |
97.455 |
97.470 |
97.455 |
97.465 |
+0.010 |
3,252 |
0 |
+0 |
Apr05 |
041201 |
97.395 |
97.395 |
97.315 |
97.325 |
+0.020 |
523 |
0 |
+0 |
May05 |
041201 |
97.160 |
97.165 |
97.155 |
97.165 |
+0.015 |
131 |
0 |
+0 |
Total Volume and Open Interest |
29,148 |
|
|
3-Mth Euro-Yen(CME) |
Dec04 |
041201 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
20,628 |
+12 |
Mar05 |
041201 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
170 |
55,574 |
-20 |
Jun05 |
041201 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
31,319 |
-50 |
Sep05 |
041201 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
0 |
7,354 |
+5 |
Dec05 |
041201 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
0 |
4,570 |
+0 |
Mar06 |
041201 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
15 |
7,484 |
+92 |
Jun06 |
041201 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
20 |
4,620 |
+13 |
Sep06 |
041201 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
3,099 |
+0 |
Dec06 |
041201 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.01 |
0 |
411 |
+0 |
Mar07 |
041201 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
6 |
+0 |
Total Volume and Open Interest |
208 |
136,115 |
+55 |
3-Mth Euro-Yen(SGX) |
Dec04 |
041201 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
20 |
68,578 |
+5,699 |
Mar05 |
041201 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
979 |
102,742 |
+4,972 |
Jun05 |
041201 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
699 |
88,592 |
+125 |
Sep05 |
041201 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
689 |
44,506 |
+783 |
Dec05 |
041201 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
731 |
36,384 |
+22 |
Mar06 |
041201 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
1,123 |
29,325 |
+808 |
Jun06 |
041201 |
99.61 |
99.63 |
99.61 |
99.62 |
+0.01 |
201 |
13,218 |
+55 |
Sep06 |
041201 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.01 |
302 |
7,375 |
+0 |
Total Volume and Open Interest |
4,744 |
404,347 |
+12,464 |
Japanese Gov't Bonds(SGX) |
Dec04 |
041201 |
138.67 |
138.79 |
138.63 |
138.77 |
+0.08 |
2,498 |
36,599 |
-518 |
Mar05 |
041201 |
137.82 |
137.90 |
137.77 |
137.89 |
+0.09 |
355 |
477 |
+298 |
Jun05 |
041201 |
137.89 |
137.89 |
137.89 |
137.89 |
+0.09 |
|
|
|
Total Volume and Open Interest |
2,853 |
37,076 |
-220 |
Euro-Bund(EUREX) |
Dec04 |
041201 |
118.30 |
118.46 |
118.22 |
118.43 |
+0.20 |
1,128,706 |
1,169,924 |
+23,320 |
Mar05 |
041201 |
117.65 |
117.79 |
117.56 |
117.76 |
+0.20 |
149,683 |
202,451 |
+33,611 |
Jun05 |
041201 |
116.86 |
116.86 |
116.86 |
116.86 |
+0.17 |
250 |
253 |
+0 |
Total Volume and Open Interest |
1,278,639 |
1,372,628 |
+56,931 |
Euro-Bobl(EUREX) |
Dec04 |
041201 |
113.02 |
113.13 |
112.97 |
113.11 |
+0.16 |
683,020 |
784,949 |
-15,543 |
Mar05 |
041201 |
112.81 |
112.89 |
112.75 |
112.88 |
+0.16 |
67,030 |
109,346 |
+29,959 |
Jun05 |
041201 |
112.00 |
112.11 |
112.00 |
112.11 |
+0.16 |
881 |
800 |
+0 |
Total Volume and Open Interest |
750,931 |
895,095 |
+14,416 |
3-Mth Euribor(EUREX) |
Dec04 |
041201 |
97.830 |
97.830 |
97.825 |
97.830 |
unch |
226 |
9,535 |
-99 |
Mar05 |
041201 |
97.800 |
97.805 |
97.795 |
97.805 |
+0.015 |
2,124 |
7,332 |
-51 |
Jun05 |
041201 |
97.730 |
97.740 |
97.720 |
97.730 |
+0.030 |
779 |
5,406 |
-18 |
Total Volume and Open Interest |
3,796 |
29,711 |
-173 |
Long Gilt(LIFFE) |
Dec04 |
041201 |
109~15 |
109~17 |
109~05 |
109~07 |
-0~06 |
67,667 |
70,499 |
-14,559 |
Mar05 |
041201 |
111~01 |
111~03 |
110~20 |
110~23 |
-0~08 |
37,140 |
184,840 |
+8,903 |
Total Volume and Open Interest |
104,807 |
255,339 |
-5,656 |
3-Mth Short Sterling(LIFFE) |
Dec04 |
041201 |
95.15 |
95.15 |
95.14 |
95.14 |
-0.01 |
16,276 |
232,265 |
-5,186 |
Mar05 |
041201 |
95.18 |
95.18 |
95.13 |
95.14 |
-0.04 |
38,693 |
278,324 |
+4,458 |
Jun05 |
041201 |
95.24 |
95.24 |
95.16 |
95.18 |
-0.06 |
46,883 |
253,402 |
+4,814 |
Sep05 |
041201 |
95.28 |
95.28 |
95.17 |
95.19 |
-0.09 |
64,826 |
235,005 |
+3,640 |
Dec05 |
041201 |
95.28 |
95.28 |
95.16 |
95.18 |
-0.10 |
55,507 |
192,573 |
-9,364 |
Mar06 |
041201 |
95.25 |
95.26 |
95.15 |
95.17 |
-0.08 |
22,740 |
105,599 |
+5,579 |
Total Volume and Open Interest |
259,951 |
1,512,568 |
+4,660 |
3-Mth Euribor(LIFFE) |
Dec04 |
041201 |
97.830 |
97.835 |
97.820 |
97.830 |
+0.005 |
43,261 |
652,404 |
-5,176 |
Mar05 |
041201 |
97.795 |
97.815 |
97.785 |
97.800 |
+0.010 |
92,907 |
540,707 |
-7,072 |
Jun05 |
041201 |
97.720 |
97.745 |
97.715 |
97.725 |
+0.015 |
136,307 |
553,473 |
-1,422 |
Total Volume and Open Interest |
642,390 |
3,331,451 |
+6,470 |
3-Mth Aus T-Bills(SFE) |
Dec04 |
041201 |
94.59 |
94.61 |
94.59 |
94.61 |
+0.01 |
10,676 |
94,384 |
-4,096 |
Mar05 |
041201 |
94.72 |
94.79 |
94.70 |
94.76 |
+0.04 |
66,912 |
296,188 |
-64,542 |
Jun05 |
041201 |
94.73 |
94.81 |
94.72 |
94.78 |
+0.04 |
24,674 |
119,693 |
-385 |
Sep05 |
041201 |
94.71 |
94.75 |
94.70 |
94.75 |
+0.04 |
3,783 |
34,638 |
-363 |
Dec05 |
041201 |
94.67 |
94.72 |
94.66 |
94.71 |
+0.03 |
600 |
20,397 |
-718 |
Mar06 |
041201 |
94.63 |
94.67 |
94.63 |
94.67 |
+0.02 |
1 |
14,107 |
-49 |
Jun06 |
041201 |
94.62 |
94.64 |
94.62 |
94.62 |
+0.01 |
260 |
10,285 |
-90 |
Sep06 |
041201 |
94.60 |
94.61 |
94.58 |
94.58 |
unch |
51 |
6,539 |
-92 |
Dec06 |
041201 |
94.56 |
94.57 |
94.54 |
94.54 |
unch |
11 |
2,859 |
+11 |
Mar07 |
041201 |
94.51 |
94.51 |
94.51 |
94.51 |
unch |
0 |
1,863 |
-7 |
Total Volume and Open Interest |
106,978 |
604,305 |
-70,321 |
10-Year Aus T-Bonds(SFE) |
Dec04 |
041201 |
94.77 |
94.82 |
94.73 |
94.79 |
+0.02 |
38,026 |
293,457 |
+3,182 |
Mar05 |
041201 |
94.76 |
94.78 |
94.75 |
94.78 |
+0.02 |
508 |
1,851 |
+498 |
Total Volume and Open Interest |
38,534 |
295,308 |
+3,680 |
3-Year Aus T-Bonds(SFE) |
Dec04 |
041201 |
95.02 |
95.09 |
95.00 |
95.05 |
+0.03 |
147,690 |
545,501 |
+15,390 |
Mar05 |
041201 |
95.01 |
95.05 |
95.01 |
95.05 |
+0.03 |
8,420 |
14,818 |
+8,286 |
Total Volume and Open Interest |
156,110 |
560,319 |
+23,676 |
Gold(CMX) |
Dec04 |
041201 |
451.0 |
456.0 |
450.5 |
454.0 |
+2.7 |
14,253 |
10,818 |
-17,247 |
Feb05 |
041201 |
453.3 |
457.7 |
452.4 |
455.9 |
+2.7 |
65,490 |
248,047 |
+5,113 |
Apr05 |
041201 |
455.8 |
459.8 |
455.5 |
458.0 |
+2.7 |
2,240 |
14,472 |
+1,264 |
Jun05 |
041201 |
458.3 |
462.1 |
456.7 |
460.3 |
+2.7 |
1,144 |
25,533 |
+584 |
Aug05 |
041201 |
462.7 |
462.7 |
462.7 |
462.7 |
+2.7 |
142 |
6,987 |
+142 |
Oct05 |
041201 |
465.2 |
465.2 |
465.2 |
465.2 |
+2.7 |
10 |
3,345 |
-1 |
Dec05 |
041201 |
467.0 |
470.5 |
466.0 |
467.7 |
+2.7 |
528 |
16,925 |
+121 |
Feb06 |
041201 |
470.4 |
470.4 |
470.4 |
470.4 |
+2.7 |
0 |
844 |
+0 |
Apr06 |
041201 |
473.1 |
473.1 |
473.1 |
473.1 |
+2.7 |
0 |
591 |
+0 |
Jun06 |
041201 |
476.5 |
476.5 |
475.8 |
475.8 |
+2.7 |
0 |
8,585 |
+0 |
Aug06 |
041201 |
478.6 |
478.6 |
478.6 |
478.6 |
+2.7 |
0 |
170 |
+0 |
Oct06 |
041201 |
481.4 |
481.4 |
481.4 |
481.4 |
+2.7 |
|
|
|
Total Volume and Open Interest |
83,939 |
345,646 |
|
Silver(CMX) |
Dec04 |
041201 |
771.0 |
808.0 |
771.0 |
802.6 |
+30.3 |
2,865 |
2,543 |
-2,507 |
Mar05 |
041201 |
778.0 |
813.0 |
778.0 |
808.0 |
+30.3 |
14,021 |
94,383 |
+1,521 |
May05 |
041201 |
789.5 |
816.0 |
789.5 |
811.1 |
+30.1 |
543 |
3,840 |
+476 |
Jul05 |
041201 |
788.5 |
820.0 |
788.5 |
814.3 |
+29.9 |
106 |
3,108 |
-68 |
Sep05 |
041201 |
809.5 |
817.7 |
809.5 |
817.7 |
+30.0 |
0 |
632 |
+0 |
Dec05 |
041201 |
798.0 |
826.0 |
798.0 |
821.0 |
+29.8 |
118 |
9,454 |
+18 |
Mar06 |
041201 |
830.0 |
830.0 |
823.9 |
823.9 |
+29.8 |
1 |
2 |
+0 |
Total Volume and Open Interest |
17,691 |
116,958 |
-549 |
Platinum(NYMEX) |
Jan05 |
041201 |
868.0 |
879.0 |
868.0 |
878.6 |
+6.3 |
857 |
7,816 |
+172 |
Apr05 |
041201 |
870.0 |
876.6 |
870.0 |
876.6 |
+6.3 |
92 |
558 |
+31 |
Total Volume and Open Interest |
949 |
8,374 |
+203 |
Palladium(NYMEX) |
Dec04 |
041201 |
210.60 |
213.50 |
209.45 |
209.45 |
-1.15 |
2,468 |
2,397 |
-1,526 |
Mar05 |
041201 |
213.00 |
216.00 |
211.00 |
211.55 |
-1.55 |
2,477 |
11,176 |
+1,447 |
Jun05 |
041201 |
215.00 |
216.00 |
213.55 |
213.55 |
-1.55 |
56 |
112 |
+51 |
Total Volume and Open Interest |
5,001 |
13,693 |
-28 |
Copper(CMX) |
Dec04 |
041201 |
144.30 |
146.80 |
144.10 |
146.75 |
+2.45 |
4,337 |
6,815 |
-1,862 |
Mar05 |
041201 |
143.40 |
144.50 |
143.20 |
143.95 |
+0.55 |
8,836 |
65,995 |
+2,229 |
May05 |
041201 |
138.10 |
139.00 |
138.10 |
138.70 |
+0.50 |
249 |
5,372 |
+80 |
Jul05 |
041201 |
132.90 |
134.00 |
132.90 |
133.70 |
+0.70 |
123 |
4,402 |
+96 |
Sep05 |
041201 |
128.50 |
129.10 |
128.50 |
128.70 |
+0.70 |
92 |
2,349 |
-13 |
Total Volume and Open Interest |
14,553 |
97,637 |
+939 |
Aluminum(CMX) |
Dec04 |
041201 |
89.20 |
89.20 |
89.20 |
89.20 |
-0.70 |
10 |
981 |
-29 |
Jan05 |
041201 |
89.00 |
89.00 |
89.00 |
89.00 |
-0.70 |
0 |
928 |
+0 |
Feb05 |
041201 |
88.80 |
88.80 |
88.80 |
88.80 |
-0.65 |
0 |
651 |
+0 |
Mar05 |
041201 |
88.60 |
88.60 |
88.60 |
88.60 |
-0.60 |
1 |
681 |
-1 |
Apr05 |
041201 |
88.30 |
88.30 |
88.30 |
88.30 |
-0.60 |
0 |
486 |
+0 |
May05 |
041201 |
87.85 |
87.85 |
87.85 |
87.85 |
-0.55 |
0 |
668 |
+0 |
Total Volume and Open Interest |
11 |
9,224 |
-30 |
DJIA Index(CBOT) |
Dec04 |
041201 |
10468 |
10600 |
10465 |
10586 |
+135 |
5,593 |
48,430 |
+1,002 |
Mar05 |
041201 |
10475 |
10605 |
10475 |
10591 |
+135 |
184 |
432 |
+84 |
Jun05 |
041201 |
10610 |
10610 |
10610 |
10610 |
+135 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,777 |
48,866 |
+1,086 |
S & P 500(CME) |
Dec04 |
041201 |
1178.80 |
1192.20 |
1178.00 |
1189.80 |
+15.70 |
70,410 |
571,398 |
-25,202 |
Mar05 |
041201 |
1180.50 |
1194.30 |
1180.50 |
1192.00 |
+15.70 |
33,025 |
133,723 |
+24,057 |
Jun05 |
041201 |
1195.70 |
1195.70 |
1195.70 |
1195.70 |
+15.80 |
214 |
4,170 |
+226 |
Sep05 |
041201 |
1199.80 |
1199.80 |
1199.80 |
1199.80 |
+15.70 |
2 |
1,615 |
-23 |
Total Volume and Open Interest |
103,658 |
711,073 |
-937 |
S & P 500 E-Mini(Globex) |
Dec04 |
041201 |
1175.50 |
1192.25 |
1175.00 |
1189.75 |
+15.75 |
687,321 |
1,024,256 |
-10,826 |
Mar05 |
041201 |
1179.50 |
1194.25 |
1177.50 |
1192.00 |
+15.75 |
5,847 |
67,889 |
+4,142 |
Total Volume and Open Interest |
693,168 |
1,092,145 |
-6,684 |
NASDAQ 100(CME) |
Dec04 |
041201 |
1581.50 |
1609.00 |
1580.50 |
1602.50 |
+29.50 |
7,322 |
84,264 |
+454 |
Mar05 |
041201 |
1592.00 |
1616.00 |
1591.50 |
1611.00 |
+30.00 |
193 |
1,527 |
+125 |
Jun05 |
041201 |
1618.50 |
1618.50 |
1618.50 |
1618.50 |
+30.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,515 |
85,792 |
+579 |
NASDAQ 100 E-Mini(Globex) |
Dec04 |
041201 |
1576.00 |
1609.00 |
1574.50 |
1602.50 |
+29.50 |
282,261 |
407,915 |
-6,933 |
Mar05 |
041201 |
1588.00 |
1616.00 |
1585.00 |
1611.00 |
+30.00 |
544 |
2,270 |
+63 |
Total Volume and Open Interest |
282,805 |
410,185 |
-6,870 |
S & P Midcap 400(CME) |
Dec04 |
041201 |
639.50 |
646.00 |
639.30 |
645.00 |
+7.35 |
903 |
14,041 |
-156 |
Mar05 |
041201 |
643.00 |
647.00 |
643.00 |
647.00 |
+7.35 |
43 |
66 |
+33 |
Jun05 |
041201 |
647.00 |
647.00 |
647.00 |
647.00 |
+7.35 |
|
|
|
Total Volume and Open Interest |
946 |
14,107 |
-123 |
Russell 2000(CME) |
Dec04 |
041201 |
635.50 |
645.00 |
635.50 |
642.40 |
+8.25 |
2,012 |
28,233 |
-47 |
Mar05 |
041201 |
638.00 |
646.25 |
638.00 |
644.40 |
+8.70 |
293 |
535 |
+267 |
Jun05 |
041201 |
644.40 |
644.40 |
644.40 |
644.40 |
+8.70 |
|
|
|
Total Volume and Open Interest |
2,305 |
28,768 |
+220 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041201 |
635.50 |
645.00 |
634.80 |
642.40 |
+8.20 |
84,669 |
152,025 |
+4,039 |
Mar05 |
041201 |
637.70 |
646.10 |
637.70 |
644.40 |
+8.70 |
46 |
464 |
+8 |
Total Volume and Open Interest |
84,715 |
152,489 |
+4,047 |
Nikkei 225(CME) |
Dec04 |
041201 |
10780 |
10810 |
10720 |
10790 |
-100 |
12,914 |
176,321 |
-1,357 |
Mar05 |
041201 |
10740 |
10790 |
10740 |
10785 |
-100 |
22 |
2,498 |
+365 |
Total Volume and Open Interest |
12,936 |
178,822 |
-992 |
Nikkei 225(SGX) |
Dec04 |
041201 |
10780 |
10810 |
10720 |
10790 |
-100 |
12,914 |
176,321 |
-1,357 |
Mar05 |
041201 |
10740 |
10790 |
10740 |
10785 |
-100 |
22 |
2,498 |
+365 |
Jun05 |
041201 |
10730 |
10730 |
10730 |
10730 |
-100 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,936 |
178,822 |
-992 |
CAC 40(EURONEXT) |
Dec04 |
041201 |
3752.0 |
3807.5 |
3746.0 |
3798.0 |
+41.5 |
81,516 |
459,852 |
+18,766 |
Jan05 |
041201 |
3756.5 |
3810.0 |
3756.0 |
3804.5 |
+41.5 |
321 |
655 |
-126 |
Feb05 |
041201 |
3810.5 |
3810.5 |
3810.5 |
3810.5 |
+42.0 |
|
|
|
Total Volume and Open Interest |
81,847 |
469,658 |
+18,647 |
Hang Seng Index(HKFE) |
Dec04 |
041201 |
14008 |
14185 |
13940 |
14170 |
+117 |
27,833 |
125,996 |
-3,606 |
Jan05 |
041201 |
13992 |
14178 |
13950 |
14166 |
+106 |
187 |
82 |
|
Total Volume and Open Interest |
28,250 |
128,621 |
|
DAX(EUREX) |
Dec04 |
041201 |
4108.5 |
4200.0 |
4108.0 |
4187.0 |
+61.0 |
139,569 |
211,662 |
+2,728 |
Mar05 |
041201 |
4138.0 |
4219.5 |
4138.0 |
4209.5 |
+60.5 |
775 |
10,946 |
+170 |
Jun05 |
041201 |
4182.0 |
4242.0 |
4168.0 |
4232.5 |
+60.5 |
359 |
1,745 |
+111 |
Total Volume and Open Interest |
140,703 |
224,353 |
+3,009 |
FT-SE 100(EURONEXT) |
Dec04 |
041201 |
4716.50 |
4760.00 |
4706.00 |
4745.00 |
+37.00 |
100,179 |
459,778 |
-12,609 |
Mar05 |
041201 |
4716.00 |
4756.00 |
4713.50 |
4746.50 |
+37.00 |
14,520 |
38,969 |
+10,837 |
Jun05 |
041201 |
4751.50 |
4761.00 |
4748.50 |
4761.00 |
+37.50 |
1,150 |
16,245 |
-1,000 |
Total Volume and Open Interest |
115,899 |
518,037 |
-2,747 |
SPI 200(SFE) |
Dec04 |
041201 |
3925.0 |
3941.0 |
3901.0 |
3907.0 |
-16.0 |
18,959 |
173,726 |
+8,937 |
Mar05 |
041201 |
3937.0 |
3951.0 |
3915.0 |
3917.0 |
-15.0 |
1,934 |
6,205 |
+1,776 |
Jun05 |
041201 |
3958.0 |
3962.0 |
3930.0 |
3931.0 |
-15.0 |
349 |
3,250 |
+165 |
Total Volume and Open Interest |
21,459 |
188,157 |
+11,060 |
GSCI(CME) |
Dec04 |
041201 |
339.70 |
339.70 |
325.90 |
325.90 |
-16.60 |
245 |
16,854 |
+34 |
Jan05 |
041201 |
342.50 |
342.50 |
327.70 |
327.70 |
-15.85 |
94 |
190 |
+87 |
Feb05 |
041201 |
325.50 |
325.50 |
325.50 |
325.50 |
-15.00 |
|
|
|
Total Volume and Open Interest |
339 |
17,044 |
+121 |
RJ/CRB Index(ICE) |
Jan05 |
041201 |
289.25 |
290.25 |
287.50 |
287.75 |
-1.75 |
46 |
288 |
-18 |
Feb05 |
041201 |
286.25 |
286.25 |
286.25 |
286.25 |
-1.75 |
2 |
117 |
+1 |
Apr05 |
041201 |
286.25 |
286.25 |
286.25 |
286.25 |
-1.75 |
0 |
114 |
+0 |
Total Volume and Open Interest |
70 |
622 |
+5 |
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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