|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri December 03, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041203 |
521.00 |
527.00 |
520.00 |
525.75 |
+5.00 |
41,419 |
98,465 |
-1,514 |
| Mar05 |
041203 |
524.50 |
530.50 |
524.00 |
529.75 |
+4.50 |
13,446 |
64,312 |
+300 |
| May05 |
041203 |
534.00 |
537.00 |
531.50 |
536.00 |
+3.75 |
3,680 |
33,404 |
-136 |
| Jul05 |
041203 |
540.00 |
545.50 |
539.25 |
544.50 |
+4.50 |
3,526 |
27,229 |
+148 |
| Aug05 |
041203 |
544.00 |
548.00 |
543.50 |
548.00 |
+5.00 |
142 |
1,972 |
+44 |
| Sep05 |
041203 |
548.00 |
548.00 |
548.00 |
548.00 |
+4.00 |
92 |
488 |
+88 |
| Nov05 |
041203 |
555.00 |
560.50 |
554.50 |
559.25 |
+4.50 |
1,443 |
10,691 |
+244 |
| Total Volume and Open Interest |
63,755 |
236,609 |
-824 |
| Soybean Meal(CBOT) |
| Dec04 |
041203 |
152.00 |
154.30 |
152.00 |
154.30 |
+2.30 |
4,110 |
4,303 |
-2,032 |
| Jan05 |
041203 |
153.50 |
155.50 |
153.10 |
155.20 |
+2.00 |
14,379 |
35,216 |
+789 |
| Mar05 |
041203 |
155.50 |
157.50 |
155.20 |
157.10 |
+1.90 |
6,675 |
38,598 |
+378 |
| May05 |
041203 |
157.80 |
159.80 |
157.70 |
159.50 |
+1.90 |
2,084 |
18,089 |
+120 |
| Jul05 |
041203 |
161.20 |
163.00 |
161.00 |
162.70 |
+1.50 |
1,997 |
27,629 |
-127 |
| Aug05 |
041203 |
163.00 |
164.00 |
163.00 |
163.80 |
+0.80 |
750 |
9,417 |
-157 |
| Sep05 |
041203 |
165.50 |
165.50 |
164.50 |
165.00 |
+1.00 |
300 |
5,900 |
-170 |
| Oct05 |
041203 |
166.30 |
167.00 |
166.00 |
167.00 |
+1.00 |
84 |
3,351 |
+57 |
| Total Volume and Open Interest |
30,884 |
148,552 |
-981 |
| Soybean Oil(CBOT) |
| Dec04 |
041203 |
20.48 |
20.50 |
20.19 |
20.41 |
+0.25 |
2,967 |
3,458 |
-1,440 |
| Jan05 |
041203 |
20.45 |
20.52 |
20.24 |
20.40 |
+0.19 |
13,133 |
45,758 |
-271 |
| Mar05 |
041203 |
20.49 |
20.65 |
20.36 |
20.54 |
+0.23 |
5,751 |
39,541 |
+429 |
| May05 |
041203 |
20.68 |
20.75 |
20.50 |
20.68 |
+0.22 |
1,771 |
19,225 |
+481 |
| Jul05 |
041203 |
20.75 |
20.87 |
20.60 |
20.81 |
+0.21 |
1,716 |
19,124 |
-155 |
| Aug05 |
041203 |
20.70 |
20.80 |
20.65 |
20.78 |
+0.18 |
342 |
6,212 |
-47 |
| Sep05 |
041203 |
20.70 |
20.80 |
20.63 |
20.75 |
+0.10 |
301 |
3,835 |
+72 |
| Oct05 |
041203 |
20.75 |
20.75 |
20.63 |
20.63 |
+0.03 |
40 |
2,775 |
+17 |
| Total Volume and Open Interest |
26,299 |
148,407 |
-859 |
| Canola(WCE) |
| Jan05 |
041203 |
279.0 |
279.3 |
278.2 |
278.6 |
+0.1 |
4,262 |
41,773 |
-2,439 |
| Mar05 |
041203 |
280.7 |
281.1 |
280.4 |
280.5 |
unch |
2,734 |
14,108 |
+1,618 |
| May05 |
041203 |
284.5 |
284.5 |
284.5 |
284.5 |
-0.9 |
13 |
1,127 |
+9 |
| Jul05 |
041203 |
290.0 |
290.0 |
289.0 |
289.5 |
-0.6 |
255 |
973 |
+255 |
| Sep05 |
041203 |
298.0 |
298.0 |
298.0 |
298.0 |
-0.9 |
|
|
|
| Total Volume and Open Interest |
7,534 |
70,017 |
-552 |
| Corn(CBOT) |
| Dec04 |
041203 |
194.25 |
196.50 |
193.75 |
196.25 |
+3.75 |
11,893 |
13,797 |
-3,599 |
| Mar05 |
041203 |
205.75 |
207.50 |
204.75 |
207.25 |
+3.25 |
40,216 |
345,196 |
-2,800 |
| May05 |
041203 |
213.25 |
215.25 |
212.50 |
215.00 |
+3.25 |
5,195 |
76,251 |
+546 |
| Jul05 |
041203 |
221.00 |
222.50 |
219.75 |
222.00 |
+3.00 |
4,642 |
71,260 |
+115 |
| Sep05 |
041203 |
228.75 |
230.00 |
227.50 |
229.50 |
+3.25 |
599 |
19,791 |
+106 |
| Dec05 |
041203 |
236.50 |
238.25 |
236.25 |
238.00 |
+2.25 |
3,637 |
46,123 |
+943 |
| Total Volume and Open Interest |
66,483 |
575,938 |
-4,570 |
| Wheat(CBOT) |
| Dec04 |
041203 |
283.50 |
291.00 |
283.50 |
291.00 |
+7.50 |
2,166 |
2,221 |
-590 |
| Mar05 |
041203 |
297.00 |
305.00 |
296.00 |
304.50 |
+8.25 |
15,954 |
136,647 |
+1,512 |
| May05 |
041203 |
303.50 |
311.50 |
303.50 |
311.00 |
+8.00 |
682 |
14,136 |
+24 |
| Jul05 |
041203 |
310.00 |
318.00 |
310.00 |
317.50 |
+7.50 |
936 |
13,471 |
+41 |
| Sep05 |
041203 |
323.50 |
324.00 |
323.00 |
324.00 |
+7.50 |
161 |
530 |
+145 |
| Total Volume and Open Interest |
20,095 |
174,937 |
+1,173 |
| Wheat(KCBT) |
| Dec04 |
041203 |
337.00 |
346.00 |
337.00 |
342.50 |
+4.75 |
847 |
1,731 |
-9 |
| Mar05 |
041203 |
325.50 |
332.00 |
325.50 |
331.50 |
+7.00 |
9,123 |
49,470 |
+2,593 |
| May05 |
041203 |
324.00 |
329.50 |
324.00 |
329.25 |
+7.75 |
708 |
6,103 |
+209 |
| Jul05 |
041203 |
322.00 |
326.00 |
321.00 |
324.75 |
+4.25 |
667 |
8,693 |
+87 |
| Sep05 |
041203 |
329.00 |
329.00 |
327.00 |
327.00 |
+1.00 |
107 |
2,088 |
+53 |
| Total Volume and Open Interest |
11,627 |
68,951 |
+2,955 |
| Wheat(MGE) |
| Dec04 |
041203 |
332.50 |
339.50 |
332.50 |
339.00 |
+5.00 |
593 |
463 |
-502 |
| Mar05 |
041203 |
346.50 |
350.50 |
345.00 |
350.25 |
+6.75 |
4,112 |
22,203 |
-167 |
| May05 |
041203 |
349.50 |
354.50 |
349.50 |
353.75 |
+4.75 |
185 |
6,581 |
-10 |
| Jul05 |
041203 |
353.50 |
355.75 |
353.00 |
354.50 |
+3.00 |
112 |
2,945 |
+36 |
| Sep05 |
041203 |
351.00 |
353.50 |
351.00 |
352.50 |
+3.00 |
75 |
1,182 |
-4 |
| Total Volume and Open Interest |
5,077 |
33,682 |
-648 |
| Oats(CBOT) |
| Dec04 |
041203 |
167.00 |
168.00 |
166.50 |
166.50 |
-1.25 |
248 |
227 |
-115 |
| Mar05 |
041203 |
159.50 |
160.00 |
157.50 |
159.25 |
-0.50 |
1,408 |
5,863 |
+89 |
| May05 |
041203 |
161.00 |
161.00 |
160.00 |
160.00 |
unch |
123 |
395 |
+52 |
| Jul05 |
041203 |
162.00 |
162.00 |
161.75 |
161.75 |
+1.75 |
30 |
81 |
+9 |
| Total Volume and Open Interest |
1,809 |
6,572 |
+35 |
| Rough Rice(CBOT) |
| Jan05 |
041203 |
7.58 |
7.66 |
7.50 |
7.63 |
+0.06 |
402 |
2,864 |
-241 |
| Mar05 |
041203 |
7.76 |
7.84 |
7.70 |
7.81 |
+0.05 |
220 |
1,228 |
+15 |
| May05 |
041203 |
7.91 |
8.00 |
7.91 |
8.00 |
+0.05 |
2 |
246 |
+0 |
| Jul05 |
041203 |
8.19 |
8.19 |
8.19 |
8.19 |
+0.04 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
624 |
4,394 |
-226 |
| Live Cattle(CME) |
| Dec04 |
041203 |
87.750 |
88.400 |
87.150 |
87.300 |
-0.825 |
7,938 |
13,361 |
-3,160 |
| Feb05 |
041203 |
87.850 |
88.450 |
86.850 |
87.575 |
-0.425 |
12,781 |
66,992 |
+422 |
| Apr05 |
041203 |
83.950 |
84.525 |
83.500 |
83.975 |
-0.175 |
2,214 |
15,926 |
+527 |
| Jun05 |
041203 |
79.850 |
80.450 |
79.500 |
79.775 |
-0.275 |
837 |
9,500 |
-58 |
| Aug05 |
041203 |
79.500 |
79.650 |
78.900 |
79.300 |
-0.275 |
282 |
6,597 |
+77 |
| Oct05 |
041203 |
80.500 |
80.625 |
80.250 |
80.575 |
-0.225 |
288 |
4,055 |
+207 |
| Total Volume and Open Interest |
24,530 |
118,621 |
-1,805 |
| Feeder Cattle(CME) |
| Jan05 |
041203 |
102.050 |
102.950 |
101.700 |
101.900 |
-0.200 |
1,858 |
8,174 |
+92 |
| Mar05 |
041203 |
97.250 |
98.000 |
97.000 |
97.500 |
-0.050 |
822 |
3,488 |
+148 |
| Apr05 |
041203 |
96.025 |
96.800 |
95.600 |
95.800 |
-0.100 |
488 |
1,889 |
+146 |
| May05 |
041203 |
95.950 |
96.800 |
95.500 |
95.600 |
-0.200 |
331 |
1,900 |
+158 |
| Aug05 |
041203 |
98.000 |
98.350 |
97.500 |
98.050 |
+0.050 |
67 |
478 |
+22 |
| Sep05 |
041203 |
97.000 |
97.250 |
97.000 |
97.250 |
-0.050 |
0 |
1 |
+0 |
| Oct05 |
041203 |
97.250 |
97.250 |
97.250 |
97.250 |
-0.050 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,566 |
15,931 |
+566 |
| Lean Hogs(CME) |
| Dec04 |
041203 |
78.900 |
79.200 |
78.150 |
78.500 |
-0.425 |
5,945 |
13,704 |
-559 |
| Feb05 |
041203 |
75.800 |
76.350 |
75.100 |
75.325 |
-0.600 |
7,951 |
62,116 |
+255 |
| Apr05 |
041203 |
72.800 |
73.300 |
72.100 |
72.675 |
-0.500 |
1,826 |
15,216 |
+459 |
| May05 |
041203 |
71.650 |
72.000 |
71.200 |
71.800 |
-0.450 |
134 |
2,286 |
+22 |
| Jun05 |
041203 |
74.600 |
74.800 |
73.800 |
73.975 |
-0.850 |
1,186 |
7,980 |
+8 |
| Jul05 |
041203 |
70.750 |
70.900 |
70.200 |
70.600 |
-0.450 |
167 |
1,971 |
+54 |
| Aug05 |
041203 |
67.500 |
67.800 |
67.250 |
67.300 |
-0.625 |
225 |
1,548 |
+83 |
| Oct05 |
041203 |
59.000 |
59.000 |
58.600 |
58.750 |
-0.250 |
127 |
590 |
+45 |
| Total Volume and Open Interest |
17,597 |
105,624 |
+397 |
| Pork Bellies(CME) |
| Feb05 |
041203 |
100.300 |
101.400 |
99.400 |
99.850 |
-0.925 |
346 |
1,669 |
+12 |
| Mar05 |
041203 |
100.150 |
100.300 |
99.850 |
99.900 |
-0.300 |
3 |
29 |
+3 |
| May05 |
041203 |
100.300 |
100.300 |
100.100 |
100.100 |
-0.400 |
0 |
26 |
+0 |
| Jul05 |
041203 |
101.950 |
101.950 |
101.950 |
101.950 |
-0.050 |
0 |
15 |
+0 |
| Aug05 |
041203 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
349 |
1,740 |
+15 |
| Class III Milk(CME) |
| Dec04 |
041203 |
17.25 |
17.30 |
17.13 |
17.20 |
+0.05 |
469 |
4,456 |
-56 |
| Jan05 |
041203 |
15.05 |
15.05 |
14.90 |
14.95 |
-0.04 |
459 |
3,203 |
+139 |
| Feb05 |
041203 |
13.94 |
13.98 |
13.88 |
13.98 |
+0.06 |
176 |
2,514 |
+115 |
| Mar05 |
041203 |
13.05 |
13.19 |
13.00 |
13.02 |
unch |
129 |
2,557 |
+24 |
| Apr05 |
041203 |
12.99 |
13.00 |
12.90 |
12.90 |
-0.09 |
125 |
1,584 |
+44 |
| Total Volume and Open Interest |
1,676 |
21,601 |
+384 |
| Cocoa(ICE) |
| Dec04 |
041203 |
1676 |
1745 |
1676 |
1745 |
+73 |
32 |
322 |
+28 |
| Mar05 |
041203 |
1635 |
1714 |
1630 |
1710 |
+58 |
5,209 |
49,561 |
-23 |
| May05 |
041203 |
1665 |
1715 |
1655 |
1712 |
+54 |
981 |
12,898 |
+380 |
| Jul05 |
041203 |
1694 |
1715 |
1693 |
1715 |
+50 |
341 |
11,307 |
+20 |
| Sep05 |
041203 |
1718 |
1718 |
1718 |
1718 |
+51 |
553 |
10,163 |
+234 |
| Dec05 |
041203 |
1676 |
1720 |
1676 |
1720 |
+50 |
129 |
8,769 |
+73 |
| Mar06 |
041203 |
1722 |
1722 |
1722 |
1722 |
+45 |
20 |
11,289 |
+3 |
| Total Volume and Open Interest |
7,265 |
117,355 |
+715 |
| Coffee "C"(ICE) |
| Dec04 |
041203 |
95.20 |
95.30 |
93.50 |
94.90 |
unch |
175 |
742 |
-309 |
| Mar05 |
041203 |
97.50 |
98.50 |
95.25 |
97.95 |
+0.15 |
15,600 |
84,339 |
+1,500 |
| May05 |
041203 |
99.70 |
100.50 |
97.50 |
100.00 |
+0.25 |
2,350 |
9,757 |
+122 |
| Jul05 |
041203 |
101.60 |
102.00 |
99.00 |
101.75 |
+0.25 |
803 |
3,735 |
+140 |
| Sep05 |
041203 |
103.20 |
103.75 |
101.20 |
103.45 |
+0.25 |
957 |
3,100 |
+522 |
| Dec05 |
041203 |
105.25 |
106.00 |
104.90 |
105.95 |
+0.05 |
60 |
920 |
+4 |
| Total Volume and Open Interest |
20,058 |
103,161 |
+2,025 |
| Orange Juice(ICE) |
| Jan05 |
041203 |
78.50 |
78.50 |
77.75 |
78.40 |
+0.05 |
1,531 |
14,011 |
+24 |
| Mar05 |
041203 |
80.25 |
80.40 |
79.90 |
80.25 |
+0.05 |
582 |
12,419 |
+132 |
| May05 |
041203 |
82.30 |
82.60 |
82.00 |
82.25 |
+0.05 |
127 |
7,319 |
+36 |
| Jul05 |
041203 |
83.50 |
83.90 |
83.50 |
83.65 |
+0.15 |
140 |
638 |
+27 |
| Sep05 |
041203 |
85.00 |
85.00 |
85.00 |
85.00 |
+0.05 |
8 |
94 |
+0 |
| Nov05 |
041203 |
86.50 |
86.50 |
86.50 |
86.50 |
+0.05 |
0 |
525 |
+0 |
| Total Volume and Open Interest |
2,380 |
35,053 |
+219 |
| Sugar #11(ICE) |
| Mar05 |
041203 |
8.83 |
8.86 |
8.80 |
8.80 |
-0.02 |
19,010 |
222,026 |
+2,913 |
| May05 |
041203 |
8.98 |
9.02 |
8.97 |
8.97 |
-0.02 |
5,403 |
45,126 |
+171 |
| Jul05 |
041203 |
8.83 |
8.86 |
8.82 |
8.82 |
-0.03 |
2,852 |
25,486 |
+497 |
| Oct05 |
041203 |
8.84 |
8.85 |
8.80 |
8.82 |
-0.03 |
629 |
22,358 |
+196 |
| Mar06 |
041203 |
8.83 |
8.84 |
8.82 |
8.83 |
unch |
245 |
9,412 |
+22 |
| Total Volume and Open Interest |
28,168 |
329,402 |
+3,824 |
| Sugar #14(ICE) |
| Jan05 |
041203 |
20.22 |
20.25 |
20.19 |
20.25 |
unch |
378 |
970 |
-130 |
| Mar05 |
041203 |
20.34 |
20.34 |
20.29 |
20.34 |
-0.01 |
313 |
3,842 |
+213 |
| May05 |
041203 |
20.52 |
20.52 |
20.49 |
20.49 |
-0.01 |
82 |
2,117 |
-36 |
| Jul05 |
041203 |
20.79 |
20.79 |
20.77 |
20.77 |
-0.01 |
85 |
1,696 |
-20 |
| Sep05 |
041203 |
20.82 |
20.82 |
20.82 |
20.82 |
unch |
64 |
2,408 |
+14 |
| Total Volume and Open Interest |
931 |
11,734 |
+48 |
| London Cocoa(LCE) |
| Dec04 |
041203 |
881 |
908 |
871 |
898 |
+21 |
7,180 |
22,511 |
-5,452 |
| Mar05 |
041203 |
901 |
931 |
889 |
917 |
+20 |
3,421 |
64,048 |
-218 |
| May05 |
041203 |
908 |
940 |
903 |
928 |
+23 |
299 |
20,780 |
+109 |
| Jul05 |
041203 |
920 |
955 |
920 |
945 |
+22 |
56 |
20,455 |
+4 |
| Sep05 |
041203 |
937 |
962 |
935 |
962 |
+23 |
554 |
41,213 |
+225 |
| Dec05 |
041203 |
923 |
955 |
922 |
945 |
+20 |
732 |
34,683 |
-55 |
| Mar06 |
041203 |
927 |
951 |
927 |
951 |
+20 |
15 |
5,746 |
+5 |
| Total Volume and Open Interest |
12,298 |
210,054 |
-5,349 |
| London Coffee(LCE) |
| Jan05 |
041203 |
764.00 |
764.00 |
740.00 |
754.00 |
-20.00 |
10,129 |
47,819 |
-1,602 |
| Mar05 |
041203 |
780.00 |
787.00 |
760.00 |
777.00 |
-19.00 |
9,897 |
53,451 |
-1,238 |
| May05 |
041203 |
795.00 |
798.00 |
782.00 |
796.00 |
-20.00 |
1,620 |
36,057 |
+58 |
| Jul05 |
041203 |
813.00 |
816.00 |
801.00 |
815.00 |
-19.00 |
194 |
9,674 |
+33 |
| Sep05 |
041203 |
827.00 |
831.00 |
820.00 |
831.00 |
-19.00 |
30 |
5,952 |
+20 |
| Nov05 |
041203 |
847.00 |
847.00 |
847.00 |
847.00 |
-21.00 |
16 |
1,996 |
+0 |
| Total Volume and Open Interest |
21,891 |
155,859 |
-2,729 |
| London Sugar(LCE) |
| Mar05 |
041203 |
256.60 |
256.80 |
253.40 |
255.20 |
-0.90 |
3,835 |
24,660 |
-197 |
| May05 |
041203 |
262.70 |
264.00 |
261.50 |
263.00 |
-0.20 |
611 |
11,354 |
+43 |
| Aug05 |
041203 |
263.00 |
263.50 |
261.50 |
263.50 |
unch |
350 |
5,286 |
-5 |
| Oct05 |
041203 |
261.60 |
262.70 |
261.60 |
262.70 |
-0.30 |
230 |
3,382 |
+207 |
| Dec05 |
041203 |
262.30 |
262.30 |
262.30 |
262.30 |
+0.30 |
0 |
1,744 |
+0 |
| Total Volume and Open Interest |
5,046 |
47,975 |
+48 |
| Cotton(ICE) |
| Dec04 |
041203 |
47.00 |
47.00 |
45.00 |
45.25 |
-2.15 |
124 |
827 |
-110 |
| Mar05 |
041203 |
43.40 |
43.70 |
42.00 |
42.42 |
-1.20 |
2,828 |
54,081 |
+112 |
| May05 |
041203 |
43.85 |
44.00 |
42.72 |
43.33 |
-0.70 |
517 |
9,652 |
+22 |
| Jul05 |
041203 |
44.60 |
44.72 |
43.60 |
44.25 |
-0.47 |
309 |
10,194 |
+45 |
| Oct05 |
041203 |
46.00 |
46.00 |
45.95 |
45.95 |
-0.40 |
0 |
251 |
+0 |
| Dec05 |
041203 |
47.55 |
47.55 |
47.10 |
47.30 |
-0.30 |
25 |
5,815 |
+10 |
| Total Volume and Open Interest |
3,803 |
82,120 |
+79 |
| Lumber(CME) |
| Jan05 |
041203 |
350.0 |
351.0 |
345.4 |
348.4 |
+1.4 |
439 |
2,568 |
-36 |
| Mar05 |
041203 |
355.5 |
357.0 |
353.0 |
354.6 |
+1.8 |
120 |
672 |
+16 |
| May05 |
041203 |
354.3 |
357.9 |
354.3 |
357.5 |
+4.5 |
48 |
169 |
+0 |
| Jul05 |
041203 |
356.9 |
357.8 |
356.9 |
357.8 |
+1.9 |
6 |
53 |
+4 |
| Total Volume and Open Interest |
613 |
3,462 |
-16 |
| Crude Oil(NYM) |
| Jan05 |
041203 |
42.70 |
43.60 |
42.05 |
42.54 |
-0.71 |
158,715 |
187,708 |
-6,828 |
| Feb05 |
041203 |
42.85 |
43.90 |
42.25 |
42.75 |
-0.73 |
68,880 |
80,416 |
+5,419 |
| Mar05 |
041203 |
42.85 |
43.75 |
42.35 |
42.83 |
-0.75 |
28,695 |
55,887 |
+3,721 |
| Apr05 |
041203 |
42.70 |
43.60 |
42.60 |
42.73 |
-0.73 |
11,214 |
36,029 |
+591 |
| May05 |
041203 |
43.40 |
43.60 |
42.54 |
42.54 |
-0.71 |
3,764 |
19,449 |
+169 |
| Jun05 |
041203 |
42.60 |
43.10 |
42.00 |
42.33 |
-0.70 |
9,692 |
33,965 |
-231 |
| Jul05 |
041203 |
42.18 |
42.80 |
42.12 |
42.12 |
-0.67 |
1,652 |
15,980 |
+460 |
| Aug05 |
041203 |
41.93 |
41.93 |
41.93 |
41.93 |
-0.64 |
659 |
10,878 |
+80 |
| Sep05 |
041203 |
41.75 |
41.75 |
41.75 |
41.75 |
-0.61 |
3,325 |
12,096 |
-830 |
| Oct05 |
041203 |
41.57 |
41.57 |
41.57 |
41.57 |
-0.59 |
608 |
6,709 |
-5 |
| Nov05 |
041203 |
41.40 |
41.40 |
41.40 |
41.40 |
-0.57 |
118 |
13,340 |
-71 |
| Dec05 |
041203 |
41.40 |
41.80 |
41.00 |
41.24 |
-0.55 |
13,688 |
55,140 |
+458 |
| Jan06 |
041203 |
41.00 |
41.30 |
40.98 |
40.98 |
-0.54 |
37 |
7,904 |
+12 |
| Feb06 |
041203 |
41.40 |
41.40 |
40.75 |
40.75 |
-0.53 |
27 |
4,557 |
+27 |
| Mar06 |
041203 |
40.40 |
41.20 |
40.40 |
40.55 |
-0.52 |
260 |
8,414 |
-10 |
| Apr06 |
041203 |
40.38 |
40.38 |
40.38 |
40.38 |
-0.51 |
685 |
4,798 |
+508 |
| Total Volume and Open Interest |
312,209 |
692,132 |
+3,398 |
| Heating Oil(NYM) |
| Jan05 |
041203 |
124.50 |
126.50 |
122.00 |
123.59 |
-2.13 |
39,908 |
70,094 |
-4,107 |
| Feb05 |
041203 |
124.30 |
127.00 |
122.40 |
123.84 |
-2.21 |
15,350 |
29,182 |
+136 |
| Mar05 |
041203 |
121.40 |
123.40 |
120.80 |
120.99 |
-2.46 |
6,047 |
19,158 |
+1,018 |
| Apr05 |
041203 |
118.00 |
118.70 |
116.10 |
116.34 |
-2.11 |
2,208 |
7,769 |
+640 |
| May05 |
041203 |
113.75 |
115.90 |
113.00 |
113.14 |
-1.81 |
954 |
5,629 |
+371 |
| Jun05 |
041203 |
111.75 |
113.95 |
111.00 |
111.34 |
-1.61 |
1,863 |
8,112 |
+371 |
| Jul05 |
041203 |
111.40 |
113.40 |
110.99 |
110.99 |
-1.46 |
909 |
5,119 |
+475 |
| Aug05 |
041203 |
112.95 |
113.25 |
111.09 |
111.09 |
-1.46 |
291 |
2,144 |
+189 |
| Sep05 |
041203 |
112.25 |
113.95 |
111.79 |
111.79 |
-1.46 |
313 |
3,161 |
+40 |
| Oct05 |
041203 |
114.05 |
114.80 |
112.59 |
112.59 |
-1.46 |
108 |
419 |
+50 |
| Nov05 |
041203 |
114.00 |
115.90 |
112.60 |
113.39 |
-1.46 |
29 |
754 |
+10 |
| Dec05 |
041203 |
115.00 |
116.60 |
114.19 |
114.19 |
-1.46 |
1,749 |
8,071 |
+300 |
| Total Volume and Open Interest |
70,553 |
162,456 |
-553 |
| Gasoline(NYMEX) |
| Jan05 |
041203 |
112.80 |
115.45 |
111.30 |
113.49 |
-0.65 |
29,877 |
55,853 |
-687 |
| Feb05 |
041203 |
114.70 |
116.50 |
113.20 |
115.32 |
-0.60 |
8,601 |
17,861 |
+956 |
| Mar05 |
041203 |
115.70 |
117.40 |
115.00 |
116.72 |
-0.53 |
1,902 |
8,957 |
+593 |
| Apr05 |
041203 |
123.10 |
124.90 |
122.40 |
123.97 |
-0.63 |
3,301 |
18,385 |
+732 |
| May05 |
041203 |
124.60 |
125.00 |
124.27 |
124.27 |
-0.63 |
1,618 |
13,761 |
+275 |
| Jun05 |
041203 |
123.00 |
125.20 |
123.00 |
123.92 |
-0.53 |
973 |
7,891 |
+178 |
| Jul05 |
041203 |
121.75 |
123.80 |
121.75 |
122.42 |
-0.58 |
381 |
3,887 |
-275 |
| Aug05 |
041203 |
121.80 |
121.80 |
120.17 |
120.17 |
-0.63 |
736 |
2,814 |
+650 |
| Sep05 |
041203 |
118.50 |
118.50 |
117.32 |
117.32 |
-0.63 |
154 |
6,115 |
+106 |
| Oct05 |
041203 |
113.52 |
113.52 |
113.52 |
113.52 |
-0.63 |
344 |
2,546 |
+289 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041203 |
6.730 |
6.900 |
6.690 |
6.796 |
-0.015 |
35,709 |
59,982 |
-1,710 |
| Feb05 |
041203 |
6.780 |
6.950 |
6.750 |
6.871 |
-0.005 |
17,545 |
32,787 |
+2,346 |
| Mar05 |
041203 |
6.730 |
6.840 |
6.705 |
6.771 |
-0.050 |
8,439 |
30,288 |
-99 |
| Apr05 |
041203 |
6.270 |
6.360 |
6.260 |
6.281 |
-0.062 |
3,476 |
21,334 |
-11 |
| May05 |
041203 |
6.210 |
6.260 |
6.200 |
6.206 |
-0.059 |
2,741 |
19,763 |
+440 |
| Jun05 |
041203 |
6.260 |
6.310 |
6.247 |
6.247 |
-0.061 |
1,874 |
12,233 |
+144 |
| Jul05 |
041203 |
6.300 |
6.340 |
6.290 |
6.292 |
-0.059 |
613 |
15,217 |
+106 |
| Aug05 |
041203 |
6.330 |
6.370 |
6.300 |
6.312 |
-0.059 |
669 |
11,723 |
+106 |
| Sep05 |
041203 |
6.310 |
6.350 |
6.290 |
6.292 |
-0.056 |
362 |
11,590 |
+34 |
| Oct05 |
041203 |
6.330 |
6.350 |
6.310 |
6.316 |
-0.055 |
2,484 |
21,804 |
+1,196 |
| Nov05 |
041203 |
6.600 |
6.630 |
6.590 |
6.601 |
-0.055 |
895 |
10,418 |
+177 |
| Dec05 |
041203 |
6.880 |
6.930 |
6.860 |
6.886 |
-0.055 |
2,006 |
13,486 |
+1,142 |
| Jan06 |
041203 |
7.100 |
7.130 |
7.090 |
7.096 |
-0.059 |
636 |
13,349 |
+471 |
| Feb06 |
041203 |
7.110 |
7.110 |
7.091 |
7.091 |
-0.059 |
45 |
8,446 |
+5 |
| Mar06 |
041203 |
6.920 |
6.920 |
6.886 |
6.886 |
-0.059 |
296 |
9,879 |
+109 |
| Apr06 |
041203 |
6.100 |
6.120 |
6.086 |
6.086 |
-0.044 |
550 |
8,952 |
+259 |
| Total Volume and Open Interest |
80,049 |
371,533 |
+5,308 |
| Brent Crude Oil(ICE) |
| Jan05 |
041203 |
39.52 |
40.30 |
38.85 |
39.36 |
-0.79 |
42,302 |
55,719 |
-3,958 |
| Feb05 |
041203 |
39.80 |
40.70 |
39.30 |
39.79 |
-0.76 |
32,228 |
80,405 |
+388 |
| Mar05 |
041203 |
40.00 |
40.85 |
39.60 |
39.96 |
-0.74 |
13,571 |
26,180 |
-17 |
| Apr05 |
041203 |
39.90 |
40.49 |
39.52 |
39.90 |
-0.73 |
6,102 |
18,678 |
+1,956 |
| May05 |
041203 |
39.76 |
40.42 |
39.50 |
39.80 |
-0.71 |
1,146 |
9,463 |
-506 |
| Jun05 |
041203 |
39.77 |
40.53 |
39.35 |
39.70 |
-0.69 |
7,198 |
15,813 |
+597 |
| Jul05 |
041203 |
39.00 |
40.02 |
39.00 |
39.57 |
-0.66 |
25 |
5,716 |
+25 |
| Aug05 |
041203 |
39.50 |
39.50 |
39.44 |
39.44 |
-0.63 |
14 |
3,401 |
+14 |
| Sep05 |
041203 |
39.35 |
39.42 |
39.31 |
39.31 |
-0.60 |
0 |
6,434 |
+0 |
| Oct05 |
041203 |
39.18 |
39.18 |
39.18 |
39.18 |
-0.57 |
200 |
2,350 |
+200 |
| Nov05 |
041203 |
39.05 |
39.05 |
39.05 |
39.05 |
-0.52 |
0 |
3,522 |
+0 |
| Dec05 |
041203 |
39.01 |
39.30 |
38.60 |
38.92 |
-0.48 |
7,749 |
37,871 |
-1,257 |
| Total Volume and Open Interest |
112,110 |
320,847 |
-2,493 |
| Gas Oil(ICE) |
| Dec04 |
041203 |
382.50 |
386.00 |
370.50 |
371.25 |
-11.25 |
12,144 |
24,776 |
-4,695 |
| Jan05 |
041203 |
380.75 |
384.25 |
368.25 |
369.25 |
-9.25 |
15,448 |
45,783 |
+1,572 |
| Feb05 |
041203 |
376.00 |
379.00 |
364.75 |
365.50 |
-8.50 |
6,338 |
18,556 |
+2,125 |
| Mar05 |
041203 |
371.50 |
372.00 |
358.50 |
358.50 |
-8.50 |
671 |
7,507 |
+82 |
| Apr05 |
041203 |
365.00 |
365.00 |
351.50 |
351.50 |
-8.50 |
261 |
7,720 |
-5 |
| May05 |
041203 |
352.00 |
352.00 |
347.50 |
347.50 |
-7.50 |
50 |
3,899 |
+0 |
| Jun05 |
041203 |
354.50 |
354.50 |
346.25 |
346.25 |
-6.50 |
2,135 |
13,708 |
+2,642 |
| Jul05 |
041203 |
345.75 |
345.75 |
345.75 |
345.75 |
-6.50 |
0 |
1,224 |
+0 |
| Aug05 |
041203 |
345.50 |
345.50 |
345.50 |
345.50 |
-6.25 |
0 |
1,536 |
-200 |
| Sep05 |
041203 |
350.00 |
351.00 |
345.25 |
345.25 |
-6.25 |
214 |
5,064 |
-200 |
| Total Volume and Open Interest |
39,069 |
153,277 |
+3,146 |
| US Dollar Index(ICE) |
| Dec04 |
041203 |
82.050 |
82.060 |
80.960 |
80.980 |
-0.990 |
3,306 |
24,381 |
-1,155 |
| Mar05 |
041203 |
82.110 |
82.180 |
81.050 |
81.090 |
-0.990 |
743 |
3,970 |
-159 |
| Jun05 |
041203 |
81.500 |
81.600 |
81.180 |
81.180 |
-0.990 |
31 |
41 |
+22 |
| Total Volume and Open Interest |
4,086 |
28,419 |
-1,290 |
| Australian Dollar(CME) |
| Dec04 |
041203 |
77.30 |
78.12 |
77.28 |
78.02 |
+0.53 |
1,645 |
72,063 |
-338 |
| Mar05 |
041203 |
76.70 |
77.60 |
76.70 |
77.47 |
+0.53 |
753 |
3,661 |
+175 |
| Jun05 |
041203 |
77.02 |
77.02 |
77.02 |
77.02 |
+0.53 |
1 |
274 |
+0 |
| Total Volume and Open Interest |
2,413 |
76,285 |
-152 |
| British Pound(CME) |
| Dec04 |
041203 |
192.66 |
194.16 |
192.66 |
194.07 |
+1.91 |
5,959 |
82,826 |
-2,590 |
| Mar05 |
041203 |
191.65 |
193.10 |
191.65 |
192.96 |
+1.90 |
526 |
4,803 |
+655 |
| Jun05 |
041203 |
191.84 |
191.96 |
191.84 |
191.96 |
+1.90 |
4 |
3 |
+2 |
| Total Volume and Open Interest |
6,489 |
87,653 |
-1,933 |
| Canadian Dollar(CME) |
| Dec04 |
041203 |
83.51 |
83.95 |
83.25 |
83.78 |
-0.05 |
7,522 |
92,168 |
-7,429 |
| Mar05 |
041203 |
83.51 |
83.87 |
83.20 |
83.75 |
-0.05 |
943 |
8,120 |
+458 |
| Jun05 |
041203 |
83.50 |
83.81 |
83.32 |
83.78 |
-0.05 |
33 |
2,065 |
-20 |
| Sep05 |
041203 |
83.85 |
83.85 |
83.85 |
83.85 |
-0.05 |
1 |
692 |
+1 |
| Total Volume and Open Interest |
8,499 |
103,432 |
-6,989 |
| Japanese Yen(CME) |
| Dec04 |
041203 |
97.11 |
98.05 |
97.09 |
97.95 |
+1.03 |
12,193 |
188,514 |
-5,182 |
| Mar05 |
041203 |
97.69 |
98.66 |
97.69 |
98.56 |
+1.03 |
2,072 |
6,926 |
+3,244 |
| Jun05 |
041203 |
99.00 |
99.24 |
99.00 |
99.24 |
+1.03 |
8 |
98 |
+8 |
| Total Volume and Open Interest |
14,274 |
195,631 |
-1,930 |
| Swiss Franc(CME) |
| Dec04 |
041203 |
87.15 |
88.52 |
87.13 |
88.41 |
+1.55 |
4,651 |
68,855 |
-4,385 |
| Mar05 |
041203 |
87.54 |
88.87 |
87.54 |
88.78 |
+1.55 |
525 |
5,602 |
+601 |
| Jun05 |
041203 |
88.37 |
89.16 |
88.37 |
89.16 |
+1.55 |
1 |
70 |
+0 |
| Total Volume and Open Interest |
5,178 |
74,593 |
-3,782 |
| EuroFX(CME) |
| Dec04 |
041203 |
133.06 |
134.63 |
132.93 |
134.53 |
+1.84 |
17,857 |
211,850 |
-8,783 |
| Mar05 |
041203 |
133.13 |
134.69 |
133.00 |
134.63 |
+1.84 |
1,428 |
11,647 |
+2,005 |
| Jun05 |
041203 |
134.00 |
134.85 |
133.76 |
134.82 |
+1.83 |
20 |
433 |
-9 |
| Total Volume and Open Interest |
19,338 |
224,213 |
-6,789 |
| Mexican Peso(CME) |
| Dec04 |
041203 |
895.2 |
900.5 |
895.0 |
898.5 |
+4.2 |
17,672 |
81,370 |
-12,229 |
| Jan05 |
041203 |
892.8 |
892.8 |
888.5 |
892.8 |
+4.2 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
24,430 |
97,479 |
-6,429 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041203 |
110~150 |
112~190 |
110~110 |
112~030 |
+1~150 |
90,003 |
229,647 |
-45,894 |
| Mar05 |
041203 |
109~140 |
111~190 |
109~110 |
111~040 |
+1~150 |
398,122 |
450,647 |
+42,607 |
| Jun05 |
041203 |
108~160 |
110~180 |
108~160 |
110~080 |
+1~150 |
893 |
4,009 |
+1,555 |
| Total Volume and Open Interest |
489,018 |
684,405 |
-1,732 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041203 |
111~035 |
112~145 |
111~030 |
112~040 |
+0~290 |
222,560 |
390,907 |
-123,964 |
| Mar05 |
041203 |
110~135 |
111~270 |
110~125 |
111~160 |
+0~315 |
1,092,621 |
1,359,820 |
+141,498 |
| Jun05 |
041203 |
110~190 |
110~255 |
110~090 |
110~190 |
+0~305 |
1,030 |
7,197 |
+804 |
| Total Volume and Open Interest |
1,316,211 |
1,757,924 |
+18,338 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041203 |
109~098 |
110~060 |
109~090 |
110~032 |
+0~074 |
124,256 |
492,538 |
-110,971 |
| Mar05 |
041203 |
108~104 |
109~074 |
108~096 |
109~042 |
+0~076 |
552,481 |
982,124 |
+94,290 |
| Jun05 |
041203 |
108~088 |
108~108 |
108~088 |
108~108 |
+0~090 |
2 |
5,396 |
+200 |
| Total Volume and Open Interest |
676,737 |
5,396 |
+200 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041203 |
105~017 |
105~050 |
105~014 |
105~038 |
+0~024 |
3,800 |
82,084 |
-6,478 |
| Mar05 |
041203 |
104~092 |
105~000 |
104~090 |
104~118 |
+0~029 |
8,349 |
169,547 |
+10,743 |
| Total Volume and Open Interest |
12,149 |
251,631 |
+4,265 |
| Eurodollars(CME) |
| Dec04 |
041203 |
97.518 |
97.550 |
97.518 |
97.533 |
+0.013 |
42,642 |
934,975 |
-13,361 |
| Mar05 |
041203 |
97.115 |
97.250 |
97.110 |
97.175 |
+0.060 |
86,589 |
1,036,618 |
-546 |
| Jun05 |
041203 |
96.820 |
96.990 |
96.820 |
96.920 |
+0.100 |
73,477 |
1,007,142 |
+5,583 |
| Sep05 |
041203 |
96.595 |
96.780 |
96.590 |
96.715 |
+0.130 |
60,062 |
835,898 |
-2,190 |
| Dec05 |
041203 |
96.405 |
96.590 |
96.400 |
96.535 |
+0.140 |
52,723 |
656,963 |
+8,581 |
| Mar06 |
041203 |
96.260 |
96.455 |
96.260 |
96.405 |
+0.150 |
49,156 |
497,966 |
+19,710 |
| Jun06 |
041203 |
96.135 |
96.320 |
96.135 |
96.275 |
+0.145 |
28,474 |
350,574 |
-1,021 |
| Sep06 |
041203 |
96.030 |
96.200 |
96.020 |
96.155 |
+0.135 |
45,407 |
268,861 |
-8,225 |
| Dec06 |
041203 |
95.900 |
96.075 |
95.895 |
96.035 |
+0.140 |
21,885 |
222,727 |
+2,720 |
| Mar07 |
041203 |
95.795 |
95.965 |
95.785 |
95.930 |
+0.145 |
24,592 |
176,592 |
+7,195 |
| Jun07 |
041203 |
95.680 |
95.855 |
95.680 |
95.820 |
+0.150 |
12,606 |
153,828 |
-2,312 |
| Sep07 |
041203 |
95.570 |
95.750 |
95.570 |
95.710 |
+0.150 |
23,401 |
120,527 |
-1,427 |
| Dec07 |
041203 |
95.455 |
95.640 |
95.455 |
95.600 |
+0.155 |
14,654 |
97,577 |
+3,396 |
| Mar08 |
041203 |
95.350 |
95.540 |
95.350 |
95.500 |
+0.160 |
11,886 |
83,598 |
-566 |
| Jun08 |
041203 |
95.245 |
95.430 |
95.245 |
95.395 |
+0.160 |
6,714 |
87,980 |
+2,294 |
| Sep08 |
041203 |
95.140 |
95.325 |
95.140 |
95.290 |
+0.160 |
10,653 |
88,553 |
+2,520 |
| Dec08 |
041203 |
95.160 |
95.215 |
95.155 |
95.180 |
+0.160 |
12,818 |
68,674 |
+1,966 |
| Mar09 |
041203 |
95.070 |
95.115 |
95.065 |
95.090 |
+0.160 |
7,270 |
53,140 |
+403 |
| Total Volume and Open Interest |
604,192 |
6,901,057 |
+28,167 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041203 |
97.860 |
97.870 |
97.860 |
97.860 |
unch |
528 |
148,434 |
+111 |
| Jan05 |
041203 |
97.750 |
97.760 |
97.750 |
97.760 |
unch |
1,414 |
129,945 |
+961 |
| Feb05 |
041203 |
97.540 |
97.570 |
97.540 |
97.540 |
unch |
3,126 |
62,896 |
+7,480 |
| Mar05 |
041203 |
97.460 |
97.480 |
97.460 |
97.470 |
+0.010 |
1,125 |
27,187 |
+3,465 |
| Apr05 |
041203 |
97.350 |
97.380 |
97.350 |
97.380 |
+0.070 |
265 |
11,424 |
+2,826 |
| May05 |
041203 |
97.210 |
97.230 |
97.210 |
97.220 |
+0.070 |
10 |
980 |
+10 |
| Total Volume and Open Interest |
6,468 |
380,896 |
+14,853 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041203 |
97.860 |
97.870 |
97.860 |
97.865 |
+0.005 |
3,357 |
0 |
+0 |
| Jan05 |
041203 |
97.755 |
97.770 |
97.755 |
97.755 |
-0.005 |
9,603 |
0 |
+0 |
| Feb05 |
041203 |
97.530 |
97.615 |
97.530 |
97.540 |
+0.010 |
13,376 |
0 |
+0 |
| Mar05 |
041203 |
97.450 |
97.485 |
97.445 |
97.475 |
+0.020 |
5,112 |
0 |
+0 |
| Apr05 |
041203 |
97.305 |
97.380 |
97.305 |
97.375 |
+0.070 |
3,522 |
0 |
+0 |
| May05 |
041203 |
97.220 |
97.250 |
97.210 |
97.235 |
+0.070 |
220 |
0 |
+0 |
| Total Volume and Open Interest |
41,290 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041203 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
6 |
20,617 |
+1 |
| Mar05 |
041203 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
55,495 |
-50 |
| Jun05 |
041203 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
31,298 |
+0 |
| Sep05 |
041203 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
300 |
8,045 |
+183 |
| Dec05 |
041203 |
99.80 |
99.80 |
99.79 |
99.80 |
unch |
200 |
4,770 |
+200 |
| Mar06 |
041203 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
7,266 |
-15 |
| Jun06 |
041203 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
61 |
4,366 |
-209 |
| Sep06 |
041203 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
3,099 |
+0 |
| Dec06 |
041203 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
0 |
411 |
+0 |
| Mar07 |
041203 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
0 |
1 |
-5 |
| Total Volume and Open Interest |
567 |
136,418 |
+105 |
| 3-Mth Euro-Yen(SGX) |
| Dec04 |
041203 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
36 |
68,394 |
-161 |
| Mar05 |
041203 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
1,914 |
102,377 |
-294 |
| Jun05 |
041203 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3,839 |
88,907 |
+77 |
| Sep05 |
041203 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
2,777 |
44,911 |
+304 |
| Dec05 |
041203 |
99.79 |
99.79 |
99.79 |
99.79 |
-0.01 |
113 |
35,988 |
-169 |
| Mar06 |
041203 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
287 |
29,323 |
-28 |
| Jun06 |
041203 |
99.63 |
99.63 |
99.62 |
99.63 |
-0.01 |
399 |
13,451 |
+234 |
| Sep06 |
041203 |
99.54 |
99.54 |
99.53 |
99.54 |
-0.01 |
121 |
7,178 |
-102 |
| Total Volume and Open Interest |
9,497 |
404,119 |
-176 |
| Japanese Gov't Bonds(SGX) |
| Dec04 |
041203 |
138.92 |
139.03 |
138.85 |
138.93 |
-0.19 |
2,676 |
43,134 |
+4,688 |
| Mar05 |
041203 |
138.02 |
138.11 |
138.00 |
138.05 |
-0.19 |
495 |
944 |
+176 |
| Jun05 |
041203 |
138.05 |
138.05 |
138.05 |
138.05 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
3,171 |
44,078 |
+4,864 |
| Euro-Bund(EUREX) |
| Dec04 |
041203 |
117.93 |
118.70 |
117.71 |
118.65 |
+0.72 |
1,791,768 |
978,042 |
-119,880 |
| Mar05 |
041203 |
118.00 |
118.04 |
117.04 |
118.00 |
+0.74 |
459,288 |
336,132 |
+76,610 |
| Jun05 |
041203 |
116.82 |
117.05 |
116.82 |
117.05 |
+0.67 |
670 |
259 |
+5 |
| Total Volume and Open Interest |
2,251,726 |
1,314,433 |
-43,265 |
| Euro-Bobl(EUREX) |
| Dec04 |
041203 |
112.74 |
113.25 |
112.60 |
113.25 |
+0.50 |
1,278,748 |
705,871 |
-30,158 |
| Mar05 |
041203 |
112.53 |
113.08 |
112.35 |
113.07 |
+0.54 |
477,666 |
259,275 |
+109,251 |
| Jun05 |
041203 |
112.25 |
112.25 |
112.25 |
112.25 |
+0.50 |
356 |
800 |
-1 |
| Total Volume and Open Interest |
1,756,770 |
965,946 |
+79,092 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041203 |
97.825 |
97.830 |
97.820 |
97.825 |
unch |
392 |
8,996 |
-412 |
| Mar05 |
041203 |
97.755 |
97.790 |
97.755 |
97.790 |
+0.025 |
871 |
7,998 |
+304 |
| Jun05 |
041203 |
97.655 |
97.720 |
97.640 |
97.720 |
+0.065 |
1,504 |
5,692 |
+263 |
| Total Volume and Open Interest |
2,944 |
30,555 |
+173 |
| Long Gilt(LIFFE) |
| Dec04 |
041203 |
108~26 |
109~05 |
108~20 |
109~02 |
+0~09 |
17,931 |
54,887 |
-4,115 |
| Mar05 |
041203 |
110~06 |
110~22 |
110~00 |
110~18 |
+0~10 |
95,846 |
187,361 |
-5,823 |
| Total Volume and Open Interest |
113,777 |
242,248 |
-9,938 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041203 |
95.14 |
95.17 |
95.13 |
95.14 |
unch |
39,493 |
212,412 |
-9,232 |
| Mar05 |
041203 |
95.11 |
95.16 |
95.09 |
95.14 |
+0.02 |
41,535 |
290,451 |
+4,475 |
| Jun05 |
041203 |
95.15 |
95.21 |
95.11 |
95.17 |
+0.02 |
43,826 |
265,308 |
-550 |
| Sep05 |
041203 |
95.15 |
95.22 |
95.10 |
95.19 |
+0.03 |
55,855 |
230,295 |
-8,217 |
| Dec05 |
041203 |
95.14 |
95.22 |
95.08 |
95.19 |
+0.04 |
53,166 |
179,331 |
-3,010 |
| Mar06 |
041203 |
95.12 |
95.20 |
95.07 |
95.17 |
+0.04 |
21,158 |
103,829 |
-1,456 |
| Total Volume and Open Interest |
276,224 |
1,500,563 |
-15,744 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041203 |
97.830 |
97.835 |
97.820 |
97.830 |
+0.010 |
80,970 |
630,400 |
-12,906 |
| Mar05 |
041203 |
97.760 |
97.820 |
97.745 |
97.795 |
+0.035 |
194,592 |
528,420 |
-16,296 |
| Jun05 |
041203 |
97.665 |
97.755 |
97.630 |
97.720 |
+0.060 |
283,807 |
589,330 |
+17,353 |
| Total Volume and Open Interest |
1,204,382 |
3,369,190 |
-11,962 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041203 |
94.60 |
94.61 |
94.59 |
94.60 |
-0.01 |
2,834 |
69,844 |
-8,019 |
| Mar05 |
041203 |
94.72 |
94.73 |
94.69 |
94.72 |
-0.01 |
24,575 |
284,275 |
+1,211 |
| Jun05 |
041203 |
94.74 |
94.74 |
94.70 |
94.73 |
-0.02 |
8,354 |
111,990 |
-3,282 |
| Sep05 |
041203 |
94.71 |
94.71 |
94.68 |
94.70 |
-0.02 |
2,084 |
32,778 |
-518 |
| Dec05 |
041203 |
94.66 |
94.68 |
94.65 |
94.66 |
-0.02 |
771 |
21,375 |
+371 |
| Mar06 |
041203 |
94.62 |
94.63 |
94.62 |
94.62 |
-0.02 |
288 |
14,552 |
+288 |
| Jun06 |
041203 |
94.58 |
94.59 |
94.58 |
94.58 |
-0.03 |
111 |
10,473 |
-55 |
| Sep06 |
041203 |
94.55 |
94.55 |
94.55 |
94.55 |
-0.02 |
0 |
6,371 |
-168 |
| Dec06 |
041203 |
94.50 |
94.50 |
94.49 |
94.50 |
-0.02 |
12 |
2,760 |
-99 |
| Mar07 |
041203 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.02 |
0 |
1,863 |
+0 |
| Total Volume and Open Interest |
39,040 |
559,644 |
-10,042 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041203 |
94.74 |
94.75 |
94.69 |
94.71 |
-0.04 |
17,889 |
284,724 |
-10,554 |
| Mar05 |
041203 |
94.71 |
94.71 |
94.70 |
94.70 |
-0.04 |
1,030 |
2,663 |
+1,028 |
| Total Volume and Open Interest |
18,919 |
287,387 |
-9,526 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041203 |
95.01 |
95.02 |
94.96 |
95.00 |
-0.02 |
74,629 |
484,473 |
-9,471 |
| Mar05 |
041203 |
95.00 |
95.00 |
95.00 |
95.00 |
-0.02 |
4,286 |
26,870 |
+4,286 |
| Total Volume and Open Interest |
78,915 |
511,343 |
-5,185 |
| Gold(CMX) |
| Dec04 |
041203 |
450.0 |
456.0 |
448.5 |
456.0 |
+5.6 |
1,419 |
8,030 |
-146 |
| Feb05 |
041203 |
452.5 |
458.2 |
450.1 |
457.8 |
+5.5 |
72,101 |
255,973 |
-2,863 |
| Apr05 |
041203 |
454.0 |
460.4 |
451.8 |
459.9 |
+5.5 |
1,659 |
15,457 |
+610 |
| Jun05 |
041203 |
456.6 |
462.9 |
454.0 |
462.2 |
+5.5 |
2,843 |
26,477 |
+805 |
| Aug05 |
041203 |
459.1 |
464.5 |
459.1 |
464.5 |
+5.4 |
33 |
7,285 |
+28 |
| Oct05 |
041203 |
466.9 |
466.9 |
466.9 |
466.9 |
+5.3 |
47 |
3,393 |
+46 |
| Dec05 |
041203 |
463.5 |
469.3 |
462.5 |
469.3 |
+5.2 |
417 |
17,725 |
+191 |
| Feb06 |
041203 |
466.0 |
472.0 |
466.0 |
472.0 |
+5.2 |
1 |
843 |
-1 |
| Apr06 |
041203 |
474.6 |
474.6 |
474.6 |
474.6 |
+5.1 |
0 |
591 |
+0 |
| Jun06 |
041203 |
470.6 |
477.2 |
470.6 |
477.2 |
+5.0 |
5 |
8,590 |
+4 |
| Aug06 |
041203 |
480.0 |
480.0 |
480.0 |
480.0 |
+5.0 |
0 |
170 |
+0 |
| Oct06 |
041203 |
482.7 |
482.7 |
482.7 |
482.7 |
+4.9 |
|
|
|
| Total Volume and Open Interest |
78,572 |
353,992 |
-1,219 |
| Silver(CMX) |
| Dec04 |
041203 |
790.0 |
803.0 |
785.0 |
799.6 |
+8.8 |
460 |
1,576 |
-207 |
| Mar05 |
041203 |
797.0 |
809.0 |
784.0 |
804.3 |
+8.3 |
27,586 |
100,539 |
+1,056 |
| May05 |
041203 |
802.0 |
813.0 |
790.0 |
807.6 |
+8.2 |
656 |
6,574 |
+557 |
| Jul05 |
041203 |
809.0 |
820.0 |
792.0 |
810.7 |
+8.2 |
224 |
3,250 |
+120 |
| Sep05 |
041203 |
814.0 |
814.0 |
814.0 |
814.0 |
+8.2 |
19 |
634 |
+2 |
| Dec05 |
041203 |
814.5 |
823.5 |
803.5 |
817.2 |
+8.2 |
186 |
9,492 |
-6 |
| Mar06 |
041203 |
820.3 |
820.3 |
820.3 |
820.3 |
+8.2 |
30 |
31 |
+0 |
| Total Volume and Open Interest |
29,252 |
125,104 |
+1,520 |
| Platinum(NYMEX) |
| Jan05 |
041203 |
871.0 |
878.0 |
866.2 |
874.8 |
-9.4 |
1,902 |
8,200 |
+205 |
| Apr05 |
041203 |
869.0 |
872.8 |
869.0 |
872.8 |
-9.4 |
26 |
774 |
+10 |
| Total Volume and Open Interest |
1,928 |
8,974 |
+215 |
| Palladium(NYMEX) |
| Dec04 |
041203 |
205.20 |
206.00 |
203.50 |
204.55 |
-2.50 |
99 |
834 |
-102 |
| Mar05 |
041203 |
208.00 |
210.00 |
205.50 |
206.75 |
-2.30 |
818 |
11,305 |
-149 |
| Jun05 |
041203 |
212.00 |
212.00 |
206.50 |
208.75 |
-2.30 |
17 |
123 |
-3 |
| Total Volume and Open Interest |
934 |
12,290 |
-254 |
| Copper(CMX) |
| Dec04 |
041203 |
142.50 |
143.50 |
140.20 |
143.50 |
-0.20 |
1,945 |
5,327 |
-107 |
| Mar05 |
041203 |
137.50 |
139.30 |
136.10 |
139.15 |
+1.65 |
16,789 |
63,065 |
-4,088 |
| May05 |
041203 |
133.20 |
135.50 |
133.10 |
135.35 |
+1.45 |
306 |
5,286 |
+142 |
| Jul05 |
041203 |
130.00 |
131.65 |
129.00 |
131.65 |
+1.25 |
163 |
4,539 |
+61 |
| Sep05 |
041203 |
126.20 |
128.00 |
125.00 |
127.15 |
+0.75 |
119 |
2,887 |
+26 |
| Total Volume and Open Interest |
20,088 |
94,226 |
-3,900 |
| Aluminum(CMX) |
| Dec04 |
041203 |
87.65 |
87.65 |
87.65 |
87.65 |
-0.45 |
10 |
800 |
-52 |
| Jan05 |
041203 |
87.30 |
87.90 |
87.30 |
87.90 |
-0.05 |
30 |
908 |
-20 |
| Feb05 |
041203 |
87.80 |
87.80 |
87.80 |
87.80 |
unch |
0 |
651 |
+0 |
| Mar05 |
041203 |
87.65 |
87.65 |
87.65 |
87.65 |
unch |
0 |
681 |
+0 |
| Apr05 |
041203 |
87.45 |
87.45 |
87.45 |
87.45 |
unch |
0 |
486 |
+0 |
| May05 |
041203 |
87.15 |
87.15 |
87.15 |
87.15 |
unch |
0 |
668 |
+0 |
| Total Volume and Open Interest |
40 |
9,023 |
-72 |
| DJIA Index(CBOT) |
| Dec04 |
041203 |
10637 |
10653 |
10565 |
10581 |
-13 |
6,651 |
48,984 |
+291 |
| Mar05 |
041203 |
10638 |
10655 |
10575 |
10588 |
-12 |
217 |
583 |
+106 |
| Jun05 |
041203 |
10608 |
10608 |
10608 |
10608 |
-12 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
6,868 |
49,571 |
+397 |
| S & P 500(CME) |
| Dec04 |
041203 |
1190.50 |
1198.30 |
1187.70 |
1189.20 |
-1.30 |
75,217 |
532,555 |
-27,951 |
| Mar05 |
041203 |
1192.50 |
1199.50 |
1191.00 |
1191.40 |
-1.30 |
37,511 |
182,736 |
+26,107 |
| Jun05 |
041203 |
1196.00 |
1196.00 |
1195.10 |
1195.10 |
-1.30 |
2,357 |
6,190 |
+1,968 |
| Sep05 |
041203 |
1199.20 |
1199.20 |
1199.20 |
1199.20 |
-1.30 |
218 |
1,707 |
+74 |
| Total Volume and Open Interest |
115,341 |
723,365 |
+193 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
041203 |
1193.75 |
1198.50 |
1185.75 |
1189.25 |
-1.25 |
716,558 |
1,052,318 |
-8,303 |
| Mar05 |
041203 |
1197.00 |
1200.75 |
1189.75 |
1191.50 |
-1.25 |
12,272 |
93,878 |
+9,566 |
| Total Volume and Open Interest |
728,830 |
1,146,196 |
+1,263 |
| NASDAQ 100(CME) |
| Dec04 |
041203 |
1622.00 |
1633.50 |
1610.50 |
1611.50 |
-1.50 |
13,209 |
81,929 |
-1,064 |
| Mar05 |
041203 |
1630.00 |
1638.00 |
1619.00 |
1620.00 |
-1.50 |
2,898 |
4,854 |
+2,157 |
| Jun05 |
041203 |
1629.00 |
1629.00 |
1629.00 |
1629.00 |
unch |
4 |
5 |
+4 |
| Total Volume and Open Interest |
16,111 |
86,788 |
+1,097 |
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041203 |
1626.00 |
1633.50 |
1611.00 |
1611.50 |
-1.50 |
312,445 |
437,477 |
-8,561 |
| Mar05 |
041203 |
1634.00 |
1641.50 |
1620.00 |
1620.00 |
-1.50 |
2,341 |
3,806 |
+1,497 |
| Total Volume and Open Interest |
314,786 |
441,283 |
-7,064 |
| S & P Midcap 400(CME) |
| Dec04 |
041203 |
643.00 |
646.80 |
642.00 |
643.00 |
+1.00 |
1,227 |
13,275 |
-552 |
| Mar05 |
041203 |
645.30 |
647.00 |
645.30 |
645.30 |
+1.00 |
992 |
1,043 |
+979 |
| Jun05 |
041203 |
645.30 |
645.30 |
645.30 |
645.30 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
2,219 |
14,318 |
+427 |
| Russell 2000(CME) |
| Dec04 |
041203 |
641.80 |
645.75 |
640.00 |
640.15 |
-0.95 |
1,791 |
29,383 |
+376 |
| Mar05 |
041203 |
641.95 |
641.95 |
641.95 |
641.95 |
-0.95 |
460 |
1,144 |
+234 |
| Jun05 |
041203 |
641.95 |
641.95 |
641.95 |
641.95 |
-0.95 |
|
|
|
| Total Volume and Open Interest |
2,251 |
30,527 |
+610 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041203 |
643.30 |
646.00 |
640.00 |
640.20 |
-0.90 |
76,372 |
166,192 |
+1,090 |
| Mar05 |
041203 |
641.80 |
648.90 |
641.80 |
642.00 |
-0.90 |
774 |
1,194 |
+352 |
| Jun05 |
041203 |
642.00 |
642.00 |
642.00 |
642.00 |
-0.90 |
|
|
|
| Total Volume and Open Interest |
77,146 |
167,386 |
|
| Nikkei 225(CME) |
| Dec04 |
041203 |
11090 |
11120 |
11055 |
11075 |
+80 |
9,884 |
180,961 |
+1,704 |
| Mar05 |
041203 |
11075 |
11110 |
11060 |
11070 |
+80 |
1,498 |
2,858 |
+343 |
| Total Volume and Open Interest |
11,382 |
183,822 |
+2,050 |
| Nikkei 225(SGX) |
| Dec04 |
041203 |
11090 |
11120 |
11055 |
11075 |
+80 |
9,884 |
180,961 |
+1,704 |
| Mar05 |
041203 |
11075 |
11110 |
11060 |
11070 |
+80 |
1,498 |
2,858 |
+343 |
| Jun05 |
041203 |
11015 |
11015 |
11015 |
11015 |
+80 |
0 |
3 |
+3 |
| Total Volume and Open Interest |
11,382 |
183,822 |
+2,050 |
| CAC 40(EURONEXT) |
| Dec04 |
041203 |
3819.0 |
3828.0 |
3772.5 |
3784.5 |
-30.5 |
65,845 |
485,278 |
+11,403 |
| Jan05 |
041203 |
3832.5 |
3832.5 |
3781.0 |
3791.0 |
-30.5 |
318 |
6,235 |
+2,299 |
| Feb05 |
041203 |
3796.5 |
3796.5 |
3796.5 |
3796.5 |
-31.0 |
|
|
|
| Total Volume and Open Interest |
66,221 |
502,140 |
+13,673 |
| Hang Seng Index(HKFE) |
| Dec04 |
041203 |
14348 |
14348 |
14190 |
14249 |
-51 |
21,922 |
128,221 |
-1,098 |
| Jan05 |
041203 |
14290 |
14298 |
14195 |
14247 |
-63 |
214 |
297 |
+117 |
| Total Volume and Open Interest |
22,258 |
131,182 |
-921 |
| DAX(EUREX) |
| Dec04 |
041203 |
4230.0 |
4239.0 |
4187.0 |
4195.0 |
-11.0 |
148,414 |
220,391 |
+3,632 |
| Mar05 |
041203 |
4254.5 |
4260.5 |
4210.0 |
4217.5 |
-11.0 |
1,629 |
10,739 |
-114 |
| Jun05 |
041203 |
4276.0 |
4284.0 |
4238.5 |
4241.0 |
-11.0 |
964 |
1,917 |
+243 |
| Total Volume and Open Interest |
151,007 |
233,047 |
+3,761 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041203 |
4771.00 |
4779.00 |
4741.00 |
4745.50 |
-12.50 |
68,831 |
451,100 |
-8,251 |
| Mar05 |
041203 |
4770.00 |
4780.00 |
4747.00 |
4747.00 |
-12.50 |
13,978 |
50,485 |
+6,000 |
| Jun05 |
041203 |
4762.00 |
4762.00 |
4762.00 |
4762.00 |
-12.50 |
3,506 |
16,842 |
+892 |
| Total Volume and Open Interest |
86,315 |
521,972 |
-1,359 |
| SPI 200(SFE) |
| Dec04 |
041203 |
3956.0 |
3963.0 |
3943.0 |
3961.0 |
+4.0 |
15,044 |
182,491 |
+145 |
| Mar05 |
041203 |
3969.0 |
3973.0 |
3956.0 |
3972.0 |
+5.0 |
411 |
8,838 |
-210 |
| Jun05 |
041203 |
3981.0 |
3986.0 |
3973.0 |
3986.0 |
+5.0 |
107 |
2,966 |
-4 |
| Total Volume and Open Interest |
15,564 |
199,169 |
-204 |
| GSCI(CME) |
| Dec04 |
041203 |
308.75 |
312.00 |
307.00 |
309.25 |
-2.85 |
295 |
17,132 |
+175 |
| Jan05 |
041203 |
309.00 |
311.50 |
309.00 |
310.80 |
-2.60 |
5 |
236 |
+4 |
| Feb05 |
041203 |
308.50 |
308.50 |
308.50 |
308.50 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
300 |
17,368 |
+179 |
| RJ/CRB Index(ICE) |
| Jan05 |
041203 |
283.50 |
284.85 |
282.25 |
284.75 |
+0.25 |
38 |
302 |
+2 |
| Feb05 |
041203 |
283.50 |
283.75 |
283.50 |
283.75 |
+0.25 |
0 |
117 |
+0 |
| Apr05 |
041203 |
283.75 |
283.75 |
283.75 |
283.75 |
+0.25 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
38 |
636 |
+2 |
|
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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