|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri December 10, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041210 |
527.00 |
539.00 |
527.00 |
533.00 |
+6.50 |
36,278 |
88,278 |
+297 |
| Mar05 |
041210 |
525.00 |
538.00 |
525.00 |
533.00 |
+6.50 |
19,350 |
80,574 |
+3,309 |
| May05 |
041210 |
530.00 |
541.00 |
530.00 |
536.50 |
+6.25 |
4,178 |
34,685 |
+829 |
| Jul05 |
041210 |
538.50 |
547.00 |
538.50 |
542.25 |
+5.50 |
2,215 |
28,045 |
+227 |
| Aug05 |
041210 |
547.00 |
547.00 |
545.50 |
545.50 |
+6.50 |
178 |
2,198 |
+19 |
| Sep05 |
041210 |
549.00 |
549.00 |
545.00 |
545.00 |
+4.00 |
130 |
727 |
+128 |
| Nov05 |
041210 |
554.00 |
559.50 |
554.00 |
554.50 |
+4.25 |
808 |
12,071 |
+336 |
| Total Volume and Open Interest |
89,361 |
241,505 |
+0 |
| Soybean Meal(CBOT) |
| Dec04 |
041210 |
157.50 |
161.50 |
157.50 |
160.50 |
+3.70 |
2,178 |
1,836 |
-465 |
| Jan05 |
041210 |
157.50 |
161.30 |
157.00 |
159.40 |
+2.70 |
11,279 |
35,112 |
-757 |
| Mar05 |
041210 |
158.50 |
161.50 |
158.30 |
160.10 |
+2.80 |
5,236 |
42,017 |
+545 |
| May05 |
041210 |
161.00 |
162.80 |
161.00 |
162.00 |
+2.60 |
1,176 |
19,147 |
+35 |
| Jul05 |
041210 |
163.80 |
165.50 |
163.80 |
164.40 |
+2.40 |
1,968 |
29,108 |
+257 |
| Aug05 |
041210 |
166.20 |
166.50 |
165.30 |
165.80 |
+2.40 |
323 |
9,304 |
-140 |
| Sep05 |
041210 |
167.70 |
167.70 |
167.10 |
167.10 |
+2.40 |
212 |
6,078 |
-4 |
| Oct05 |
041210 |
169.00 |
169.00 |
167.50 |
167.50 |
+2.40 |
92 |
3,756 |
+55 |
| Total Volume and Open Interest |
27,817 |
152,951 |
+0 |
| Soybean Oil(CBOT) |
| Dec04 |
041210 |
19.70 |
19.94 |
19.70 |
19.90 |
+0.23 |
1,544 |
1,750 |
+168 |
| Jan05 |
041210 |
19.85 |
20.10 |
19.83 |
19.92 |
+0.15 |
12,425 |
41,582 |
-637 |
| Mar05 |
041210 |
20.00 |
20.22 |
19.97 |
20.14 |
+0.18 |
8,234 |
50,503 |
+2,524 |
| May05 |
041210 |
20.07 |
20.29 |
20.07 |
20.22 |
+0.15 |
2,261 |
20,492 |
-97 |
| Jul05 |
041210 |
20.19 |
20.40 |
20.19 |
20.31 |
+0.12 |
1,456 |
20,029 |
+192 |
| Aug05 |
041210 |
20.19 |
20.35 |
20.19 |
20.27 |
+0.10 |
188 |
6,214 |
-27 |
| Sep05 |
041210 |
20.19 |
20.35 |
20.19 |
20.25 |
+0.09 |
153 |
3,870 |
-111 |
| Oct05 |
041210 |
20.19 |
20.30 |
20.17 |
20.20 |
+0.08 |
80 |
2,875 |
+30 |
| Total Volume and Open Interest |
26,293 |
154,090 |
+0 |
| Canola(WCE) |
| Jan05 |
041210 |
273.0 |
277.3 |
273.0 |
277.1 |
+4.4 |
5,392 |
37,638 |
-4,907 |
| Mar05 |
041210 |
276.0 |
279.0 |
276.0 |
278.9 |
+5.3 |
2,404 |
18,809 |
+1,271 |
| May05 |
041210 |
282.1 |
283.9 |
282.1 |
283.9 |
+4.9 |
505 |
1,823 |
+0 |
| Jul05 |
041210 |
287.1 |
287.1 |
287.1 |
287.1 |
+4.9 |
17 |
1,206 |
+0 |
| Sep05 |
041210 |
294.5 |
294.5 |
294.5 |
294.5 |
unch |
|
|
|
| Total Volume and Open Interest |
15,479 |
75,468 |
+0 |
| Corn(CBOT) |
| Dec04 |
041210 |
195.50 |
196.25 |
193.25 |
193.50 |
-1.25 |
2,273 |
5,506 |
-1,263 |
| Mar05 |
041210 |
203.00 |
204.50 |
201.00 |
201.25 |
-1.75 |
23,582 |
346,979 |
-1,140 |
| May05 |
041210 |
210.75 |
212.00 |
208.75 |
209.00 |
-1.50 |
3,739 |
79,874 |
+754 |
| Jul05 |
041210 |
217.75 |
219.50 |
216.25 |
216.50 |
-1.75 |
3,423 |
73,574 |
+422 |
| Sep05 |
041210 |
226.25 |
226.50 |
224.00 |
224.00 |
-2.00 |
595 |
21,108 |
-5 |
| Dec05 |
041210 |
235.00 |
235.50 |
233.00 |
233.25 |
-1.75 |
2,960 |
50,040 |
+115 |
| Total Volume and Open Interest |
61,980 |
582,497 |
+0 |
| Wheat(CBOT) |
| Dec04 |
041210 |
290.00 |
290.50 |
283.50 |
284.00 |
-6.00 |
98 |
199 |
-101 |
| Mar05 |
041210 |
302.00 |
303.25 |
295.00 |
296.50 |
-5.50 |
13,051 |
144,069 |
+739 |
| May05 |
041210 |
308.50 |
310.00 |
302.75 |
303.50 |
-4.75 |
936 |
14,519 |
-215 |
| Jul05 |
041210 |
315.75 |
317.00 |
309.50 |
309.75 |
-5.75 |
997 |
14,077 |
+282 |
| Sep05 |
041210 |
318.00 |
318.00 |
317.00 |
317.00 |
-5.00 |
8 |
573 |
+0 |
| Total Volume and Open Interest |
18,053 |
180,906 |
+0 |
| Wheat(KCBT) |
| Dec04 |
041210 |
358.00 |
358.00 |
350.00 |
352.00 |
-8.50 |
212 |
396 |
-114 |
| Mar05 |
041210 |
342.00 |
343.00 |
333.00 |
335.25 |
-5.25 |
11,241 |
51,751 |
-1,229 |
| May05 |
041210 |
333.00 |
333.50 |
327.00 |
328.00 |
-5.00 |
855 |
6,470 |
+33 |
| Jul05 |
041210 |
326.50 |
326.50 |
321.25 |
321.75 |
-3.50 |
1,224 |
9,214 |
+127 |
| Sep05 |
041210 |
330.50 |
330.50 |
327.00 |
327.00 |
-2.00 |
22 |
2,139 |
+20 |
| Total Volume and Open Interest |
8,754 |
72,417 |
+0 |
| Wheat(MGE) |
| Dec04 |
041210 |
335.00 |
335.00 |
335.00 |
335.00 |
-5.00 |
25 |
22 |
+5 |
| Mar05 |
041210 |
352.00 |
354.00 |
346.00 |
348.25 |
-4.00 |
2,768 |
21,330 |
-616 |
| May05 |
041210 |
356.00 |
357.50 |
351.00 |
351.00 |
-4.25 |
304 |
6,397 |
+9 |
| Jul05 |
041210 |
354.00 |
354.00 |
351.50 |
351.50 |
-3.75 |
200 |
3,094 |
+72 |
| Sep05 |
041210 |
353.00 |
353.00 |
348.00 |
348.00 |
-5.00 |
72 |
1,289 |
+66 |
| Total Volume and Open Interest |
3,418 |
32,951 |
+0 |
| Oats(CBOT) |
| Dec04 |
041210 |
168.00 |
168.50 |
168.00 |
168.50 |
+0.50 |
41 |
102 |
+0 |
| Mar05 |
041210 |
156.00 |
156.00 |
153.50 |
154.50 |
+1.25 |
430 |
5,894 |
-28 |
| May05 |
041210 |
157.00 |
157.00 |
155.25 |
155.75 |
+0.75 |
39 |
443 |
+7 |
| Jul05 |
041210 |
156.50 |
156.50 |
156.50 |
156.50 |
unch |
2 |
86 |
+0 |
| Total Volume and Open Interest |
1,192 |
6,552 |
+0 |
| Rough Rice(CBOT) |
| Jan05 |
041210 |
7.49 |
7.50 |
7.35 |
7.35 |
-0.11 |
110 |
2,717 |
+15 |
| Mar05 |
041210 |
7.68 |
7.68 |
7.52 |
7.53 |
-0.11 |
89 |
1,390 |
+46 |
| May05 |
041210 |
7.77 |
7.77 |
7.73 |
7.73 |
-0.09 |
2 |
261 |
+2 |
| Jul05 |
041210 |
7.91 |
7.91 |
7.91 |
7.91 |
-0.09 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
200 |
4,361 |
+0 |
| Live Cattle(CME) |
| Dec04 |
041210 |
85.100 |
85.850 |
85.000 |
85.500 |
+0.100 |
3,451 |
8,099 |
-1,055 |
| Feb05 |
041210 |
86.450 |
86.950 |
86.250 |
86.600 |
-0.100 |
11,369 |
69,010 |
+522 |
| Apr05 |
041210 |
83.800 |
84.300 |
83.550 |
83.975 |
-0.100 |
3,780 |
17,503 |
+128 |
| Jun05 |
041210 |
79.500 |
79.950 |
79.450 |
79.800 |
+0.125 |
1,654 |
10,039 |
+312 |
| Aug05 |
041210 |
79.000 |
79.250 |
78.850 |
79.150 |
+0.075 |
899 |
7,272 |
+417 |
| Oct05 |
041210 |
80.100 |
80.150 |
80.050 |
80.075 |
-0.025 |
351 |
4,371 |
+105 |
| Total Volume and Open Interest |
19,359 |
|
|
| Feeder Cattle(CME) |
| Jan05 |
041210 |
100.400 |
101.100 |
100.100 |
100.575 |
-0.275 |
1,748 |
6,931 |
-269 |
| Mar05 |
041210 |
96.250 |
97.300 |
96.250 |
97.200 |
+0.050 |
1,136 |
4,178 |
+200 |
| Apr05 |
041210 |
95.100 |
96.050 |
95.100 |
95.750 |
-0.150 |
209 |
1,903 |
+1 |
| May05 |
041210 |
95.600 |
96.000 |
95.300 |
95.650 |
+0.050 |
271 |
2,078 |
+93 |
| Aug05 |
041210 |
97.700 |
97.900 |
97.500 |
97.900 |
+0.100 |
13 |
565 |
+4 |
| Sep05 |
041210 |
97.400 |
97.400 |
97.400 |
97.400 |
+0.200 |
0 |
14 |
+0 |
| Oct05 |
041210 |
97.400 |
97.400 |
97.400 |
97.400 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,303 |
|
|
| Lean Hogs(CME) |
| Dec04 |
041210 |
74.600 |
74.850 |
74.150 |
74.750 |
+0.625 |
4,000 |
8,646 |
+173 |
| Feb05 |
041210 |
72.000 |
72.750 |
71.550 |
71.600 |
-0.075 |
9,970 |
61,152 |
-107 |
| Apr05 |
041210 |
70.200 |
70.650 |
69.700 |
70.175 |
+0.200 |
2,343 |
16,120 |
+302 |
| May05 |
041210 |
69.750 |
70.350 |
69.750 |
70.200 |
+0.525 |
143 |
2,507 |
+45 |
| Jun05 |
041210 |
71.900 |
72.850 |
71.900 |
72.650 |
+0.750 |
737 |
8,492 |
+34 |
| Jul05 |
041210 |
68.950 |
69.300 |
68.600 |
69.250 |
+0.300 |
93 |
2,201 |
+21 |
| Aug05 |
041210 |
65.200 |
65.200 |
64.600 |
64.600 |
-0.150 |
313 |
1,825 |
+56 |
| Oct05 |
041210 |
57.800 |
57.800 |
57.600 |
57.650 |
-0.050 |
69 |
695 |
+35 |
| Total Volume and Open Interest |
19,326 |
|
|
| Pork Bellies(CME) |
| Feb05 |
041210 |
97.200 |
98.500 |
96.350 |
96.575 |
-0.700 |
402 |
1,765 |
+15 |
| Mar05 |
041210 |
97.000 |
97.250 |
96.550 |
96.550 |
-0.150 |
1 |
75 |
+0 |
| May05 |
041210 |
97.500 |
97.750 |
97.500 |
97.750 |
+0.150 |
0 |
68 |
+0 |
| Jul05 |
041210 |
100.000 |
101.500 |
100.000 |
100.500 |
+0.500 |
0 |
21 |
+0 |
| Aug05 |
041210 |
99.250 |
99.250 |
99.250 |
99.250 |
+0.500 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
513 |
|
|
| Class III Milk(CME) |
| Dec04 |
041210 |
16.45 |
16.55 |
16.40 |
16.55 |
+0.05 |
31 |
4,685 |
-9 |
| Jan05 |
041210 |
13.58 |
13.80 |
13.55 |
13.58 |
unch |
352 |
3,261 |
-76 |
| Feb05 |
041210 |
12.85 |
13.00 |
12.80 |
12.95 |
+0.09 |
145 |
2,548 |
-62 |
| Mar05 |
041210 |
12.66 |
12.75 |
12.66 |
12.68 |
+0.02 |
29 |
2,642 |
+0 |
| Apr05 |
041210 |
12.68 |
12.77 |
12.68 |
12.77 |
-0.01 |
12 |
1,594 |
-1 |
| Total Volume and Open Interest |
527 |
|
|
| Cocoa(ICE) |
| Dec04 |
041210 |
1660 |
1660 |
1660 |
1660 |
+12 |
16 |
8 |
-15 |
| Mar05 |
041210 |
1620 |
1638 |
1617 |
1620 |
-18 |
3,904 |
49,227 |
-325 |
| May05 |
041210 |
1621 |
1637 |
1618 |
1622 |
-17 |
747 |
13,823 |
+69 |
| Jul05 |
041210 |
1625 |
1638 |
1622 |
1625 |
-18 |
575 |
11,393 |
-272 |
| Sep05 |
041210 |
1627 |
1627 |
1627 |
1627 |
-18 |
179 |
10,625 |
-47 |
| Dec05 |
041210 |
1629 |
1629 |
1629 |
1629 |
-19 |
17 |
9,317 |
+16 |
| Mar06 |
041210 |
1630 |
1630 |
1630 |
1630 |
-19 |
250 |
11,962 |
+100 |
| Total Volume and Open Interest |
5,581 |
119,874 |
+0 |
| Coffee "C"(ICE) |
| Dec04 |
041210 |
97.00 |
97.00 |
94.25 |
94.80 |
-0.50 |
56 |
299 |
-97 |
| Mar05 |
041210 |
98.50 |
99.00 |
96.50 |
97.30 |
-0.65 |
11,286 |
87,145 |
+120 |
| May05 |
041210 |
100.90 |
101.00 |
98.70 |
99.40 |
-0.65 |
1,807 |
11,296 |
+49 |
| Jul05 |
041210 |
101.40 |
101.40 |
101.20 |
101.20 |
-0.50 |
991 |
3,950 |
-56 |
| Sep05 |
041210 |
104.25 |
104.25 |
102.00 |
102.90 |
-0.45 |
398 |
3,401 |
+174 |
| Dec05 |
041210 |
105.40 |
106.00 |
105.40 |
105.55 |
-0.45 |
6 |
1,022 |
+4 |
| Total Volume and Open Interest |
16,689 |
107,532 |
+0 |
| Orange Juice(ICE) |
| Jan05 |
041210 |
82.05 |
85.40 |
82.00 |
82.85 |
+2.40 |
1,549 |
12,321 |
-127 |
| Mar05 |
041210 |
84.00 |
86.70 |
83.50 |
84.45 |
+2.15 |
1,018 |
16,468 |
+360 |
| May05 |
041210 |
86.10 |
88.25 |
85.55 |
85.75 |
+1.50 |
278 |
7,756 |
-2 |
| Jul05 |
041210 |
88.40 |
88.40 |
87.05 |
87.05 |
+1.55 |
5 |
704 |
+3 |
| Sep05 |
041210 |
88.05 |
88.05 |
88.05 |
88.05 |
+1.55 |
0 |
94 |
+0 |
| Nov05 |
041210 |
89.00 |
89.05 |
89.00 |
89.05 |
+1.55 |
36 |
544 |
+0 |
| Total Volume and Open Interest |
5,852 |
37,700 |
+0 |
| Sugar #11(ICE) |
| Mar05 |
041210 |
8.64 |
8.70 |
8.51 |
8.69 |
+0.03 |
12,178 |
218,874 |
-2,453 |
| May05 |
041210 |
8.87 |
8.91 |
8.76 |
8.90 |
+0.02 |
3,501 |
45,540 |
+77 |
| Jul05 |
041210 |
8.77 |
8.80 |
8.68 |
8.80 |
+0.03 |
1,163 |
26,306 |
-111 |
| Oct05 |
041210 |
8.81 |
8.83 |
8.71 |
8.83 |
+0.02 |
1,188 |
22,678 |
+36 |
| Mar06 |
041210 |
8.89 |
8.90 |
8.82 |
8.90 |
+0.01 |
413 |
9,984 |
-80 |
| Total Volume and Open Interest |
28,433 |
330,845 |
+0 |
| Sugar #14(ICE) |
| Mar05 |
041210 |
20.50 |
20.62 |
20.50 |
20.62 |
+0.15 |
3 |
4,415 |
+2 |
| May05 |
041210 |
20.50 |
20.68 |
20.50 |
20.68 |
+0.16 |
7 |
2,212 |
+5 |
| Jul05 |
041210 |
20.82 |
20.90 |
20.82 |
20.90 |
+0.08 |
37 |
1,676 |
-9 |
| Sep05 |
041210 |
20.85 |
20.90 |
20.85 |
20.90 |
+0.05 |
34 |
2,415 |
-25 |
| Nov05 |
041210 |
20.80 |
20.81 |
20.80 |
20.81 |
unch |
4 |
660 |
+4 |
| Total Volume and Open Interest |
156 |
11,481 |
-348 |
| London Cocoa(LCE) |
| Dec04 |
041210 |
863 |
868 |
858 |
860 |
-6 |
5,294 |
16,581 |
-3,696 |
| Mar05 |
041210 |
883 |
888 |
878 |
879 |
-6 |
7,728 |
66,553 |
-243 |
| May05 |
041210 |
893 |
895 |
887 |
888 |
-6 |
853 |
21,627 |
-11 |
| Jul05 |
041210 |
910 |
915 |
907 |
907 |
-6 |
1,256 |
21,628 |
+698 |
| Sep05 |
041210 |
926 |
930 |
920 |
921 |
-7 |
622 |
42,598 |
-19 |
| Dec05 |
041210 |
914 |
917 |
911 |
912 |
-6 |
816 |
36,245 |
+337 |
| Mar06 |
041210 |
918 |
922 |
916 |
918 |
-5 |
371 |
7,509 |
+164 |
| Total Volume and Open Interest |
16,940 |
213,365 |
-2,770 |
| London Coffee(LCE) |
| Jan05 |
041210 |
745.00 |
748.00 |
735.00 |
738.00 |
-3.00 |
4,087 |
34,186 |
-2,860 |
| Mar05 |
041210 |
765.00 |
774.00 |
760.00 |
762.00 |
-3.00 |
7,340 |
55,104 |
-262 |
| May05 |
041210 |
785.00 |
790.00 |
778.00 |
781.00 |
-3.00 |
1,227 |
37,720 |
+571 |
| Jul05 |
041210 |
800.00 |
808.00 |
799.00 |
799.00 |
-3.00 |
459 |
12,154 |
+314 |
| Sep05 |
041210 |
815.00 |
817.00 |
815.00 |
816.00 |
-3.00 |
229 |
6,118 |
+30 |
| Nov05 |
041210 |
836.00 |
836.00 |
833.00 |
833.00 |
-3.00 |
0 |
2,027 |
+0 |
| Total Volume and Open Interest |
13,342 |
148,219 |
-2,207 |
| London Sugar(LCE) |
| Mar05 |
041210 |
248.90 |
250.80 |
247.50 |
250.70 |
+1.00 |
4,316 |
23,672 |
-944 |
| May05 |
041210 |
259.00 |
261.50 |
258.00 |
260.90 |
+1.40 |
1,036 |
11,107 |
-161 |
| Aug05 |
041210 |
259.90 |
260.50 |
258.00 |
260.30 |
+0.90 |
367 |
6,217 |
+27 |
| Oct05 |
041210 |
258.50 |
260.80 |
258.00 |
260.60 |
+1.60 |
147 |
3,535 |
+62 |
| Dec05 |
041210 |
258.90 |
260.50 |
258.20 |
260.50 |
+1.60 |
0 |
1,744 |
+0 |
| Total Volume and Open Interest |
5,876 |
47,848 |
-1,016 |
| Cotton(ICE) |
| Mar05 |
041210 |
42.60 |
43.75 |
42.10 |
42.31 |
-0.55 |
3,371 |
58,243 |
-122 |
| May05 |
041210 |
43.60 |
44.10 |
42.75 |
42.80 |
-0.74 |
428 |
9,323 |
-30 |
| Jul05 |
041210 |
44.60 |
45.00 |
43.76 |
43.78 |
-0.62 |
343 |
10,360 |
-37 |
| Oct05 |
041210 |
45.00 |
45.60 |
45.00 |
45.60 |
-0.40 |
10 |
272 |
+0 |
| Dec05 |
041210 |
47.40 |
47.40 |
46.33 |
46.55 |
-0.35 |
42 |
6,297 |
+7 |
| Mar06 |
041210 |
48.50 |
48.55 |
48.50 |
48.55 |
-0.50 |
1 |
892 |
+0 |
| Total Volume and Open Interest |
4,565 |
85,975 |
+0 |
| Lumber(CME) |
| Jan05 |
041210 |
322.1 |
328.2 |
322.1 |
327.8 |
+6.7 |
683 |
2,440 |
-63 |
| Mar05 |
041210 |
336.0 |
342.3 |
336.0 |
340.5 |
+5.3 |
208 |
735 |
+38 |
| May05 |
041210 |
346.2 |
346.2 |
345.0 |
345.3 |
+2.8 |
30 |
224 |
+7 |
| Jul05 |
041210 |
350.0 |
351.8 |
350.0 |
351.8 |
+2.9 |
1 |
59 |
-1 |
| Total Volume and Open Interest |
867 |
|
|
| Crude Oil(NYM) |
| Jan05 |
041210 |
43.05 |
43.10 |
40.25 |
40.71 |
-1.82 |
99,433 |
133,674 |
-18,540 |
| Feb05 |
041210 |
43.50 |
43.50 |
40.90 |
41.36 |
-1.61 |
73,807 |
113,631 |
+10,010 |
| Mar05 |
041210 |
43.65 |
43.75 |
41.15 |
41.64 |
-1.52 |
27,978 |
69,122 |
+1,267 |
| Apr05 |
041210 |
43.55 |
43.60 |
41.40 |
41.64 |
-1.43 |
12,449 |
35,479 |
+1,454 |
| May05 |
041210 |
43.50 |
43.50 |
40.90 |
41.48 |
-1.40 |
3,791 |
21,222 |
+755 |
| Jun05 |
041210 |
43.00 |
43.05 |
40.90 |
41.29 |
-1.38 |
6,932 |
33,711 |
+110 |
| Jul05 |
041210 |
42.35 |
42.50 |
40.70 |
41.10 |
-1.36 |
545 |
16,922 |
-26 |
| Aug05 |
041210 |
42.00 |
42.00 |
40.94 |
40.94 |
-1.32 |
344 |
10,659 |
-14 |
| Sep05 |
041210 |
41.45 |
41.45 |
40.78 |
40.78 |
-1.28 |
851 |
12,051 |
+129 |
| Oct05 |
041210 |
40.63 |
40.63 |
40.63 |
40.63 |
-1.24 |
217 |
7,166 |
-67 |
| Nov05 |
041210 |
40.48 |
40.48 |
40.48 |
40.48 |
-1.21 |
15 |
13,597 |
+15 |
| Dec05 |
041210 |
41.80 |
41.80 |
40.10 |
40.34 |
-1.18 |
6,621 |
53,306 |
+1,199 |
| Jan06 |
041210 |
41.45 |
41.45 |
40.13 |
40.13 |
-1.16 |
244 |
8,774 |
+124 |
| Feb06 |
041210 |
39.95 |
39.95 |
39.95 |
39.95 |
-1.14 |
22 |
4,855 |
+22 |
| Mar06 |
041210 |
41.20 |
41.20 |
39.80 |
39.80 |
-1.12 |
216 |
8,966 |
+216 |
| Apr06 |
041210 |
39.68 |
39.68 |
39.68 |
39.68 |
-1.10 |
190 |
4,866 |
+0 |
| Total Volume and Open Interest |
266,472 |
690,561 |
+0 |
| Heating Oil(NYM) |
| Jan05 |
041210 |
131.50 |
131.50 |
122.30 |
122.57 |
-7.44 |
30,274 |
52,517 |
-4,806 |
| Feb05 |
041210 |
132.20 |
132.30 |
123.50 |
123.86 |
-7.27 |
16,637 |
40,574 |
+3,829 |
| Mar05 |
041210 |
128.80 |
129.00 |
121.00 |
121.36 |
-6.42 |
5,326 |
21,808 |
+599 |
| Apr05 |
041210 |
121.70 |
121.80 |
115.16 |
115.16 |
-5.37 |
3,821 |
9,523 |
+1,335 |
| May05 |
041210 |
117.25 |
117.40 |
111.16 |
111.16 |
-4.92 |
825 |
6,417 |
+395 |
| Jun05 |
041210 |
115.00 |
115.00 |
108.25 |
109.16 |
-4.62 |
1,060 |
8,325 |
+123 |
| Jul05 |
041210 |
114.50 |
114.50 |
108.86 |
108.86 |
-4.42 |
770 |
5,453 |
+332 |
| Aug05 |
041210 |
114.75 |
114.75 |
109.01 |
109.01 |
-4.32 |
222 |
2,465 |
+65 |
| Sep05 |
041210 |
114.00 |
114.00 |
109.76 |
109.76 |
-4.22 |
240 |
3,315 |
+99 |
| Oct05 |
041210 |
114.75 |
114.75 |
110.56 |
110.56 |
-4.17 |
14 |
528 |
+13 |
| Nov05 |
041210 |
115.50 |
116.35 |
111.41 |
111.41 |
-4.12 |
45 |
863 |
-7 |
| Dec05 |
041210 |
116.30 |
116.30 |
112.26 |
112.26 |
-4.07 |
369 |
7,990 |
+98 |
| Total Volume and Open Interest |
67,498 |
160,884 |
+0 |
| Gasoline(NYMEX) |
| Jan05 |
041210 |
112.40 |
113.80 |
106.50 |
107.99 |
-3.14 |
28,667 |
46,229 |
-1,839 |
| Feb05 |
041210 |
115.50 |
116.10 |
110.00 |
111.89 |
-2.46 |
14,380 |
30,102 |
+3,386 |
| Mar05 |
041210 |
117.80 |
118.20 |
112.25 |
113.84 |
-2.61 |
6,954 |
14,318 |
+1,700 |
| Apr05 |
041210 |
125.00 |
125.30 |
119.20 |
121.44 |
-2.51 |
4,906 |
20,769 |
+788 |
| May05 |
041210 |
125.70 |
125.70 |
119.70 |
121.64 |
-2.56 |
1,373 |
14,242 |
+579 |
| Jun05 |
041210 |
125.20 |
125.50 |
119.50 |
121.19 |
-2.66 |
764 |
8,102 |
+362 |
| Jul05 |
041210 |
118.40 |
119.74 |
118.40 |
119.74 |
-2.66 |
63 |
3,959 |
+13 |
| Aug05 |
041210 |
121.50 |
121.50 |
117.00 |
117.34 |
-2.66 |
379 |
3,818 |
+344 |
| Sep05 |
041210 |
114.50 |
114.50 |
114.39 |
114.39 |
-2.61 |
438 |
6,471 |
+130 |
| Oct05 |
041210 |
113.00 |
113.00 |
110.00 |
110.44 |
-2.61 |
3 |
2,656 |
+4 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041210 |
7.000 |
7.030 |
6.760 |
6.843 |
-0.043 |
32,623 |
48,769 |
-2,429 |
| Feb05 |
041210 |
7.140 |
7.150 |
6.880 |
6.965 |
-0.056 |
15,295 |
43,856 |
+2,441 |
| Mar05 |
041210 |
7.030 |
7.050 |
6.850 |
6.920 |
-0.041 |
8,363 |
36,519 |
+1,308 |
| Apr05 |
041210 |
6.520 |
6.520 |
6.400 |
6.450 |
-0.011 |
2,744 |
22,151 |
-291 |
| May05 |
041210 |
6.420 |
6.430 |
6.330 |
6.377 |
-0.007 |
2,029 |
19,883 |
+618 |
| Jun05 |
041210 |
6.450 |
6.470 |
6.350 |
6.418 |
-0.007 |
437 |
12,395 |
-22 |
| Jul05 |
041210 |
6.550 |
6.550 |
6.435 |
6.463 |
-0.005 |
644 |
15,440 |
-14 |
| Aug05 |
041210 |
6.510 |
6.530 |
6.450 |
6.486 |
-0.003 |
1,155 |
11,635 |
-356 |
| Sep05 |
041210 |
6.490 |
6.510 |
6.450 |
6.461 |
-0.003 |
1,988 |
11,442 |
-568 |
| Oct05 |
041210 |
6.530 |
6.530 |
6.440 |
6.481 |
-0.003 |
2,635 |
22,313 |
-468 |
| Nov05 |
041210 |
6.810 |
6.810 |
6.750 |
6.771 |
-0.003 |
1,086 |
10,180 |
-539 |
| Dec05 |
041210 |
7.090 |
7.100 |
7.050 |
7.066 |
-0.003 |
1,354 |
15,280 |
+542 |
| Jan06 |
041210 |
7.300 |
7.300 |
7.250 |
7.276 |
unch |
1,644 |
14,634 |
+457 |
| Feb06 |
041210 |
7.260 |
7.260 |
7.260 |
7.260 |
unch |
143 |
8,749 |
+63 |
| Mar06 |
041210 |
7.045 |
7.045 |
7.045 |
7.045 |
unch |
659 |
11,264 |
+181 |
| Apr06 |
041210 |
6.230 |
6.230 |
6.150 |
6.180 |
-0.020 |
610 |
9,000 |
+88 |
| Total Volume and Open Interest |
69,833 |
384,034 |
+0 |
| Brent Crude Oil(ICE) |
| Jan05 |
041210 |
40.25 |
40.36 |
37.30 |
37.38 |
-2.29 |
19,619 |
39,528 |
-6,935 |
| Feb05 |
041210 |
40.50 |
40.62 |
37.85 |
37.95 |
-1.86 |
32,740 |
66,108 |
-7,157 |
| Mar05 |
041210 |
40.66 |
40.77 |
38.20 |
38.35 |
-1.70 |
15,013 |
47,846 |
+5,668 |
| Apr05 |
041210 |
40.54 |
40.54 |
38.27 |
38.38 |
-1.63 |
2,849 |
18,977 |
-159 |
| May05 |
041210 |
39.87 |
40.04 |
38.33 |
38.33 |
-1.59 |
1,212 |
9,536 |
-150 |
| Jun05 |
041210 |
40.50 |
40.50 |
38.12 |
38.26 |
-1.56 |
2,572 |
16,540 |
+178 |
| Jul05 |
041210 |
38.15 |
38.15 |
38.15 |
38.15 |
-1.52 |
650 |
6,145 |
+351 |
| Aug05 |
041210 |
38.04 |
38.04 |
38.04 |
38.04 |
-1.48 |
0 |
3,492 |
+0 |
| Sep05 |
041210 |
37.93 |
37.93 |
37.93 |
37.93 |
-1.44 |
0 |
6,627 |
+0 |
| Oct05 |
041210 |
37.82 |
37.82 |
37.82 |
37.82 |
-1.39 |
700 |
2,900 |
+650 |
| Nov05 |
041210 |
37.71 |
37.71 |
37.71 |
37.71 |
-1.34 |
0 |
3,522 |
+0 |
| Dec05 |
041210 |
39.45 |
39.45 |
37.61 |
37.61 |
-1.28 |
1,923 |
36,162 |
-549 |
| Total Volume and Open Interest |
88,183 |
|
|
| Gas Oil(ICE) |
| Dec04 |
041210 |
391.75 |
392.00 |
388.75 |
388.75 |
unch |
6,981 |
7,097 |
-10,065 |
| Jan05 |
041210 |
388.25 |
394.75 |
369.00 |
380.50 |
-7.25 |
22,623 |
50,862 |
-781 |
| Feb05 |
041210 |
384.75 |
388.50 |
375.00 |
378.75 |
-5.75 |
8,786 |
26,322 |
+1,357 |
| Mar05 |
041210 |
376.25 |
379.50 |
368.75 |
370.25 |
-6.00 |
531 |
7,995 |
-556 |
| Apr05 |
041210 |
370.00 |
371.00 |
361.75 |
361.75 |
-6.25 |
1,549 |
7,445 |
-382 |
| May05 |
041210 |
365.50 |
365.50 |
357.25 |
357.25 |
-6.50 |
600 |
4,164 |
+100 |
| Jun05 |
041210 |
363.00 |
363.50 |
354.75 |
354.75 |
-6.75 |
1,655 |
14,588 |
-332 |
| Jul05 |
041210 |
354.25 |
354.25 |
354.25 |
354.25 |
-6.50 |
0 |
1,324 |
+100 |
| Aug05 |
041210 |
354.00 |
354.00 |
354.00 |
354.00 |
-6.25 |
0 |
1,536 |
+0 |
| Sep05 |
041210 |
353.75 |
353.75 |
353.75 |
353.75 |
-6.00 |
0 |
5,314 |
+0 |
| Total Volume and Open Interest |
42,775 |
153,975 |
-11,554 |
| US Dollar Index(ICE) |
| Dec04 |
041210 |
82.220 |
83.060 |
82.220 |
82.590 |
+0.530 |
3,817 |
2,313 |
-2,656 |
| Mar05 |
041210 |
82.340 |
83.330 |
82.340 |
82.700 |
+0.560 |
5,192 |
23,429 |
+1,842 |
| Jun05 |
041210 |
83.080 |
83.080 |
82.760 |
82.760 |
+0.560 |
1 |
2,015 |
+1 |
| Total Volume and Open Interest |
9,015 |
27,788 |
-810 |
| Australian Dollar(CME) |
| Dec04 |
041210 |
74.68 |
75.17 |
74.55 |
75.14 |
-0.47 |
7,497 |
37,026 |
-1,245 |
| Mar05 |
041210 |
74.15 |
74.65 |
73.95 |
74.60 |
-0.47 |
8,147 |
58,226 |
+7,541 |
| Jun05 |
041210 |
74.03 |
74.13 |
74.03 |
74.13 |
-0.47 |
2 |
340 |
-2 |
| Total Volume and Open Interest |
11,612 |
|
|
| British Pound(CME) |
| Dec04 |
041210 |
190.74 |
191.63 |
190.74 |
191.63 |
-1.10 |
8,318 |
41,264 |
-3,674 |
| Mar05 |
041210 |
189.70 |
190.54 |
189.50 |
190.54 |
-1.10 |
10,637 |
78,655 |
+16,367 |
| Jun05 |
041210 |
189.00 |
189.59 |
189.00 |
189.59 |
-1.05 |
2 |
8 |
-2 |
| Total Volume and Open Interest |
32,209 |
|
|
| Canadian Dollar(CME) |
| Dec04 |
041210 |
81.29 |
81.75 |
81.15 |
81.60 |
-0.21 |
6,778 |
42,073 |
-5,359 |
| Mar05 |
041210 |
81.27 |
81.78 |
81.01 |
81.58 |
-0.21 |
10,072 |
58,154 |
+704 |
| Jun05 |
041210 |
81.33 |
81.68 |
81.28 |
81.62 |
-0.21 |
344 |
2,365 |
+122 |
| Sep05 |
041210 |
81.40 |
81.70 |
81.40 |
81.70 |
-0.21 |
14 |
737 |
+0 |
| Total Volume and Open Interest |
18,658 |
|
|
| Japanese Yen(CME) |
| Dec04 |
041210 |
94.33 |
95.12 |
94.25 |
95.09 |
-0.62 |
15,724 |
82,629 |
-1,664 |
| Mar05 |
041210 |
94.94 |
95.77 |
94.85 |
95.69 |
-0.62 |
18,875 |
124,992 |
+17,177 |
| Jun05 |
041210 |
96.00 |
96.37 |
96.00 |
96.37 |
-0.62 |
1 |
20,037 |
+2 |
| Total Volume and Open Interest |
31,001 |
|
|
| Swiss Franc(CME) |
| Dec04 |
041210 |
85.90 |
86.22 |
85.88 |
86.20 |
-0.79 |
5,061 |
45,978 |
-428 |
| Mar05 |
041210 |
86.28 |
86.70 |
86.18 |
86.58 |
-0.79 |
7,744 |
58,908 |
+5,943 |
| Jun05 |
041210 |
86.97 |
86.97 |
86.97 |
86.97 |
-0.79 |
0 |
72 |
+0 |
| Total Volume and Open Interest |
12,593 |
|
|
| EuroFX(CME) |
| Dec04 |
041210 |
131.83 |
132.43 |
131.73 |
132.36 |
-0.91 |
13,181 |
124,633 |
-8,066 |
| Mar05 |
041210 |
131.95 |
132.53 |
131.80 |
132.46 |
-0.91 |
17,858 |
108,959 |
+21,708 |
| Jun05 |
041210 |
132.13 |
132.70 |
132.13 |
132.66 |
-0.91 |
74 |
890 |
+53 |
| Total Volume and Open Interest |
68,873 |
|
|
| Mexican Peso(CME) |
| Dec04 |
041210 |
885.0 |
885.0 |
873.8 |
881.8 |
-4.2 |
14,723 |
41,603 |
-9,027 |
| Jan05 |
041210 |
877.0 |
879.0 |
876.2 |
876.2 |
-4.0 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
38,143 |
124,809 |
+1,676 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041210 |
113~300 |
113~300 |
113~120 |
113~210 |
+0~030 |
27,473 |
111,431 |
-9,646 |
| Mar05 |
041210 |
112~130 |
113~000 |
112~130 |
112~220 |
+0~030 |
365,062 |
541,420 |
+11,757 |
| Jun05 |
041210 |
112~010 |
112~010 |
111~260 |
111~260 |
+0~030 |
4,320 |
7,921 |
+2,335 |
| Total Volume and Open Interest |
528,490 |
656,431 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041210 |
112~240 |
113~040 |
112~240 |
112~300 |
+0~035 |
49,666 |
142,875 |
-25,218 |
| Mar05 |
041210 |
112~055 |
112~180 |
112~035 |
112~120 |
+0~040 |
899,916 |
1,511,232 |
+33,341 |
| Jun05 |
041210 |
111~080 |
111~175 |
111~080 |
111~155 |
+0~045 |
2,613 |
12,731 |
+1,344 |
| Total Volume and Open Interest |
1,235,073 |
1,657,372 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041210 |
110~110 |
110~110 |
110~096 |
110~098 |
+0~004 |
40,964 |
315,617 |
-22,359 |
| Mar05 |
041210 |
110~000 |
110~000 |
109~104 |
109~106 |
+0~002 |
455,225 |
1,219,624 |
+28,630 |
| Jun05 |
041210 |
109~064 |
109~064 |
109~048 |
109~048 |
+0~002 |
2 |
5,896 |
+30 |
| Total Volume and Open Interest |
44,073 |
1,541,107 |
+1,535,241 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041210 |
105~045 |
105~045 |
105~042 |
105~042 |
-0~001 |
2,584 |
34,755 |
-3,330 |
| Mar05 |
041210 |
105~003 |
105~004 |
104~122 |
104~123 |
-0~003 |
5,300 |
219,619 |
-267 |
| Total Volume and Open Interest |
10,067 |
257,971 |
+0 |
| Eurodollars(CME) |
| Dec04 |
041210 |
97.515 |
97.518 |
97.512 |
97.515 |
-0.007 |
57,237 |
897,033 |
+5,165 |
| Mar05 |
041210 |
97.170 |
97.175 |
97.135 |
97.150 |
-0.020 |
52,434 |
1,006,491 |
+11,804 |
| Jun05 |
041210 |
96.955 |
96.965 |
96.900 |
96.920 |
-0.020 |
36,870 |
1,048,944 |
+2,366 |
| Sep05 |
041210 |
96.775 |
96.785 |
96.715 |
96.730 |
-0.020 |
38,570 |
842,156 |
+3,128 |
| Dec05 |
041210 |
96.615 |
96.620 |
96.560 |
96.570 |
-0.020 |
35,018 |
708,151 |
-451 |
| Mar06 |
041210 |
96.495 |
96.500 |
96.445 |
96.460 |
-0.010 |
34,690 |
549,219 |
+21,439 |
| Jun06 |
041210 |
96.400 |
96.400 |
96.345 |
96.355 |
-0.005 |
20,202 |
372,282 |
+1,628 |
| Sep06 |
041210 |
96.300 |
96.300 |
96.240 |
96.260 |
unch |
18,793 |
285,569 |
+5,195 |
| Dec06 |
041210 |
96.190 |
96.200 |
96.140 |
96.155 |
+0.005 |
16,176 |
225,889 |
+969 |
| Mar07 |
041210 |
96.100 |
96.110 |
96.065 |
96.070 |
+0.010 |
12,512 |
180,582 |
-913 |
| Jun07 |
041210 |
96.005 |
96.015 |
95.970 |
95.980 |
+0.015 |
12,450 |
156,534 |
+1,162 |
| Sep07 |
041210 |
95.905 |
95.905 |
95.880 |
95.885 |
+0.020 |
11,630 |
115,053 |
+309 |
| Dec07 |
041210 |
95.800 |
95.800 |
95.770 |
95.790 |
+0.030 |
8,413 |
112,296 |
+347 |
| Mar08 |
041210 |
95.710 |
95.710 |
95.690 |
95.700 |
+0.030 |
4,822 |
84,596 |
+205 |
| Jun08 |
041210 |
95.610 |
95.610 |
95.590 |
95.600 |
+0.030 |
6,941 |
89,502 |
+455 |
| Sep08 |
041210 |
95.515 |
95.515 |
95.490 |
95.505 |
+0.030 |
7,381 |
87,464 |
-1,284 |
| Dec08 |
041210 |
95.405 |
95.405 |
95.380 |
95.395 |
+0.025 |
6,589 |
70,440 |
-1,772 |
| Mar09 |
041210 |
95.320 |
95.320 |
95.295 |
95.310 |
+0.025 |
4,666 |
54,818 |
-196 |
| Total Volume and Open Interest |
1,285,547 |
|
|
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041210 |
97.860 |
97.860 |
97.850 |
97.860 |
unch |
148 |
152,630 |
+955 |
| Jan05 |
041210 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
3,644 |
130,316 |
+477 |
| Feb05 |
041210 |
97.540 |
97.540 |
97.530 |
97.530 |
-0.010 |
5,264 |
88,367 |
+8,193 |
| Mar05 |
041210 |
97.460 |
97.460 |
97.460 |
97.460 |
unch |
3,598 |
29,445 |
+2,477 |
| Apr05 |
041210 |
97.360 |
97.360 |
97.350 |
97.350 |
-0.010 |
504 |
26,091 |
-5 |
| May05 |
041210 |
97.200 |
97.200 |
97.200 |
97.200 |
-0.020 |
100 |
2,516 |
+0 |
| Total Volume and Open Interest |
8,062 |
417,449 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041210 |
97.860 |
97.860 |
97.855 |
97.855 |
unch |
3,156 |
0 |
+0 |
| Jan05 |
041210 |
97.750 |
97.755 |
97.750 |
97.750 |
unch |
3,253 |
0 |
+0 |
| Feb05 |
041210 |
97.535 |
97.535 |
97.525 |
97.525 |
-0.010 |
10,389 |
0 |
+0 |
| Mar05 |
041210 |
97.460 |
97.465 |
97.450 |
97.450 |
-0.015 |
3,830 |
0 |
+0 |
| Apr05 |
041210 |
97.360 |
97.365 |
97.340 |
97.345 |
-0.020 |
1,609 |
0 |
+0 |
| May05 |
041210 |
97.200 |
97.205 |
97.160 |
97.160 |
-0.055 |
435 |
0 |
+0 |
| Total Volume and Open Interest |
23,249 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec04 |
041210 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,483 |
19,892 |
+810 |
| Mar05 |
041210 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
4 |
55,558 |
-1,384 |
| Jun05 |
041210 |
99.90 |
99.90 |
99.89 |
99.89 |
unch |
0 |
34,594 |
-9 |
| Sep05 |
041210 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
2 |
7,626 |
+52 |
| Dec05 |
041210 |
99.83 |
99.83 |
99.82 |
99.82 |
unch |
0 |
5,303 |
+169 |
| Mar06 |
041210 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
25 |
7,059 |
-71 |
| Jun06 |
041210 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
4,364 |
+60 |
| Sep06 |
041210 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.02 |
0 |
3,099 |
+0 |
| Dec06 |
041210 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
0 |
411 |
+0 |
| Mar07 |
041210 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.02 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,529 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041210 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
5,037 |
105,187 |
+952 |
| Jun05 |
041210 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.00 |
1,704 |
89,343 |
+41 |
| Sep05 |
041210 |
99.86 |
99.87 |
99.86 |
99.87 |
+0.01 |
1,008 |
44,416 |
-241 |
| Dec05 |
041210 |
99.82 |
99.83 |
99.82 |
99.83 |
+0.01 |
2,478 |
35,898 |
+352 |
| Mar06 |
041210 |
99.75 |
99.77 |
99.75 |
99.76 |
+0.01 |
2,127 |
28,686 |
+342 |
| Jun06 |
041210 |
99.68 |
99.69 |
99.68 |
99.69 |
+0.01 |
446 |
13,032 |
-541 |
| Sep06 |
041210 |
99.61 |
99.61 |
99.60 |
99.60 |
+0.01 |
405 |
7,472 |
+195 |
| Dec06 |
041210 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
6,594 |
+0 |
| Total Volume and Open Interest |
16,400 |
404,214 |
+779 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041210 |
138.76 |
138.95 |
138.66 |
138.95 |
+0.17 |
2,292 |
44,186 |
+2,257 |
| Jun05 |
041210 |
138.95 |
138.95 |
138.95 |
138.95 |
+0.17 |
|
|
|
| Sep05 |
041210 |
138.95 |
138.95 |
138.95 |
138.95 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
2,292 |
44,186 |
+2,257 |
| Euro-Bund(EUREX) |
| Dec04 |
041208 |
119.16 |
119.23 |
119.05 |
119.16 |
-0.12 |
149,778 |
13,878 |
-424,982 |
| Mar05 |
041210 |
118.91 |
119.29 |
118.74 |
119.20 |
+0.18 |
1,060,479 |
1,176,748 |
+22,619 |
| Jun05 |
041210 |
118.05 |
118.28 |
118.05 |
118.28 |
+0.23 |
5,722 |
304 |
-9 |
| Total Volume and Open Interest |
1,066,201 |
1,177,052 |
+22,610 |
| Euro-Bobl(EUREX) |
| Dec04 |
041208 |
113.47 |
113.48 |
113.34 |
113.43 |
-0.09 |
98,668 |
43,311 |
-325,350 |
| Mar05 |
041210 |
113.39 |
113.57 |
113.26 |
113.51 |
+0.03 |
510,886 |
796,586 |
+32,842 |
| Jun05 |
041210 |
112.65 |
112.65 |
112.65 |
112.65 |
+0.01 |
502 |
800 |
+0 |
| Total Volume and Open Interest |
511,388 |
797,386 |
+32,842 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041210 |
97.835 |
97.835 |
97.825 |
97.830 |
unch |
3,909 |
8,348 |
-227 |
| Mar05 |
041210 |
97.805 |
97.830 |
97.805 |
97.830 |
+0.005 |
3,910 |
10,598 |
+1,393 |
| Jun05 |
041210 |
97.730 |
97.755 |
97.730 |
97.750 |
-0.010 |
358 |
5,947 |
-70 |
| Total Volume and Open Interest |
8,636 |
33,346 |
+1,122 |
| Long Gilt(LIFFE) |
| Dec04 |
041210 |
109~22 |
110~03 |
109~22 |
110~03 |
+0~01 |
11,392 |
21,292 |
-5,469 |
| Mar05 |
041210 |
111~15 |
111~22 |
111~07 |
111~21 |
+0~02 |
75,443 |
204,684 |
+5,099 |
| Total Volume and Open Interest |
86,835 |
225,976 |
-370 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
041210 |
95.15 |
95.15 |
95.13 |
95.14 |
unch |
18,332 |
196,429 |
-10,117 |
| Mar05 |
041210 |
95.16 |
95.18 |
95.15 |
95.17 |
-0.01 |
42,486 |
279,484 |
-6,769 |
| Jun05 |
041210 |
95.23 |
95.26 |
95.21 |
95.24 |
-0.02 |
37,163 |
261,912 |
+1,009 |
| Sep05 |
041210 |
95.27 |
95.29 |
95.23 |
95.27 |
-0.03 |
41,996 |
229,832 |
+2,051 |
| Dec05 |
041210 |
95.25 |
95.29 |
95.23 |
95.27 |
-0.03 |
30,404 |
176,503 |
-1,523 |
| Mar06 |
041210 |
95.24 |
95.27 |
95.21 |
95.26 |
-0.03 |
13,381 |
97,793 |
-1,950 |
| Total Volume and Open Interest |
201,704 |
1,465,636 |
-15,635 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
041210 |
97.830 |
97.835 |
97.825 |
97.825 |
-0.005 |
40,704 |
618,336 |
-11,974 |
| Mar05 |
041210 |
97.805 |
97.835 |
97.795 |
97.820 |
-0.005 |
112,585 |
537,621 |
+1,320 |
| Jun05 |
041210 |
97.735 |
97.770 |
97.725 |
97.760 |
-0.010 |
113,139 |
596,194 |
+291 |
| Total Volume and Open Interest |
576,117 |
3,408,548 |
+13,240 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
041209 |
94.60 |
94.60 |
94.57 |
94.59 |
-0.01 |
15,277 |
2,100 |
-52,299 |
| Mar05 |
041210 |
94.66 |
94.66 |
94.62 |
94.65 |
-0.01 |
43,359 |
349,046 |
-108 |
| Jun05 |
041210 |
94.71 |
94.71 |
94.63 |
94.66 |
-0.05 |
26,717 |
143,174 |
+556 |
| Sep05 |
041210 |
94.70 |
94.70 |
94.64 |
94.65 |
-0.05 |
4,787 |
41,264 |
+3,431 |
| Dec05 |
041210 |
94.67 |
94.67 |
94.62 |
94.63 |
-0.06 |
2,189 |
25,030 |
+788 |
| Mar06 |
041210 |
94.65 |
94.66 |
94.59 |
94.60 |
-0.06 |
953 |
15,242 |
+262 |
| Jun06 |
041210 |
94.62 |
94.62 |
94.57 |
94.57 |
-0.06 |
319 |
10,944 |
+198 |
| Sep06 |
041210 |
94.54 |
94.54 |
94.53 |
94.53 |
-0.06 |
60 |
6,729 |
+24 |
| Dec06 |
041210 |
94.52 |
94.52 |
94.50 |
94.51 |
-0.05 |
202 |
3,119 |
-70 |
| Mar07 |
041210 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.05 |
0 |
2,047 |
-105 |
| Total Volume and Open Interest |
78,605 |
600,292 |
+2,777 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
041210 |
94.84 |
94.86 |
94.76 |
94.80 |
-0.04 |
103,393 |
322,798 |
+23,657 |
| Mar05 |
041210 |
94.84 |
94.85 |
94.76 |
94.80 |
-0.04 |
87,425 |
102,366 |
+81,442 |
| Total Volume and Open Interest |
190,818 |
425,164 |
+105,099 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
041210 |
95.04 |
95.05 |
94.96 |
94.99 |
-0.05 |
125,744 |
600,833 |
+46,349 |
| Mar05 |
041210 |
95.05 |
95.05 |
94.97 |
94.99 |
-0.06 |
66,209 |
144,752 |
+55,847 |
| Total Volume and Open Interest |
191,953 |
745,585 |
+102,196 |
| Gold(CMX) |
| Dec04 |
041210 |
435.0 |
436.0 |
433.5 |
433.9 |
-1.9 |
1,347 |
2,489 |
-957 |
| Feb05 |
041210 |
436.2 |
437.4 |
433.5 |
435.3 |
-1.9 |
68,206 |
226,032 |
-9,253 |
| Apr05 |
041210 |
437.8 |
439.5 |
434.5 |
437.2 |
-1.9 |
2,523 |
17,706 |
-816 |
| Jun05 |
041210 |
440.0 |
441.5 |
437.3 |
439.4 |
-1.9 |
867 |
27,626 |
+220 |
| Aug05 |
041210 |
443.0 |
443.0 |
441.6 |
441.6 |
-1.9 |
99 |
7,392 |
+128 |
| Oct05 |
041210 |
434.3 |
445.5 |
434.3 |
443.9 |
-1.9 |
4 |
3,373 |
-11 |
| Dec05 |
041210 |
447.0 |
448.5 |
444.9 |
446.2 |
-1.8 |
384 |
18,136 |
+180 |
| Feb06 |
041210 |
448.7 |
448.7 |
448.7 |
448.7 |
-1.8 |
3 |
845 |
+1 |
| Apr06 |
041210 |
451.2 |
451.2 |
451.2 |
451.2 |
-1.8 |
0 |
591 |
+0 |
| Jun06 |
041210 |
453.7 |
453.7 |
453.7 |
453.7 |
-1.8 |
50 |
8,586 |
-8 |
| Aug06 |
041210 |
456.4 |
456.4 |
456.4 |
456.4 |
-1.8 |
0 |
170 |
+0 |
| Oct06 |
041210 |
459.0 |
459.0 |
459.0 |
459.0 |
-1.8 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
139,593 |
332,817 |
+0 |
| Silver(CMX) |
| Dec04 |
041210 |
680.0 |
680.0 |
665.0 |
670.6 |
-5.4 |
322 |
715 |
+153 |
| Mar05 |
041210 |
680.0 |
685.0 |
668.5 |
674.3 |
-5.7 |
37,254 |
81,246 |
-9,060 |
| May05 |
041210 |
681.0 |
689.0 |
672.5 |
677.3 |
-5.7 |
377 |
6,808 |
+52 |
| Jul05 |
041210 |
685.0 |
686.0 |
674.5 |
680.2 |
-5.7 |
540 |
3,352 |
+109 |
| Sep05 |
041210 |
680.0 |
692.0 |
680.0 |
683.7 |
-5.7 |
13 |
631 |
+1 |
| Dec05 |
041210 |
690.0 |
694.0 |
679.0 |
687.1 |
-5.7 |
429 |
9,684 |
+73 |
| Mar06 |
041210 |
690.5 |
690.5 |
690.5 |
690.5 |
-5.7 |
142 |
172 |
+141 |
| Total Volume and Open Interest |
49,136 |
114,545 |
+0 |
| Platinum(NYMEX) |
| Jan05 |
041210 |
829.0 |
836.8 |
827.5 |
828.4 |
+11.3 |
1,728 |
6,562 |
-603 |
| Apr05 |
041210 |
822.0 |
826.0 |
822.0 |
825.9 |
+11.3 |
56 |
811 |
+5 |
| Jul05 |
041210 |
822.9 |
822.9 |
822.9 |
822.9 |
+11.3 |
2 |
2 |
+0 |
| Total Volume and Open Interest |
7,952 |
7,973 |
+0 |
| Palladium(NYMEX) |
| Dec04 |
041210 |
193.35 |
193.35 |
193.35 |
193.35 |
-1.50 |
13 |
562 |
+3 |
| Mar05 |
041210 |
197.00 |
199.00 |
193.00 |
194.60 |
-1.50 |
2,270 |
11,318 |
+29 |
| Jun05 |
041210 |
197.50 |
198.00 |
196.60 |
196.60 |
-1.50 |
28 |
102 |
-19 |
| Total Volume and Open Interest |
1,026 |
11,998 |
+0 |
| Copper(CMX) |
| Dec04 |
041210 |
138.70 |
140.50 |
138.70 |
140.15 |
+2.25 |
555 |
4,063 |
-184 |
| Mar05 |
041210 |
132.10 |
133.30 |
132.00 |
132.75 |
+0.90 |
8,892 |
52,322 |
-1,949 |
| May05 |
041210 |
129.70 |
130.00 |
129.70 |
129.70 |
+0.85 |
256 |
5,551 |
+75 |
| Jul05 |
041210 |
126.50 |
126.90 |
126.45 |
126.55 |
+0.70 |
426 |
5,015 |
+120 |
| Sep05 |
041210 |
123.70 |
124.00 |
123.55 |
123.55 |
+0.70 |
39 |
3,531 |
+34 |
| Total Volume and Open Interest |
19,271 |
85,959 |
+0 |
| Aluminum(CMX) |
| Dec04 |
041210 |
86.80 |
86.80 |
86.80 |
86.80 |
-0.10 |
10 |
499 |
-28 |
| Jan05 |
041210 |
86.80 |
86.80 |
86.80 |
86.80 |
-0.10 |
25 |
1,078 |
-123 |
| Feb05 |
041210 |
86.70 |
86.80 |
86.70 |
86.80 |
-0.10 |
0 |
651 |
+0 |
| Mar05 |
041210 |
86.80 |
86.80 |
86.80 |
86.80 |
unch |
0 |
681 |
+0 |
| Apr05 |
041210 |
86.55 |
86.55 |
86.55 |
86.55 |
-0.05 |
0 |
486 |
+0 |
| May05 |
041210 |
86.25 |
86.25 |
86.25 |
86.25 |
-0.10 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
560 |
9,057 |
+0 |
| DJIA Index(CBOT) |
| Dec04 |
041210 |
10525 |
10580 |
10520 |
10555 |
+9 |
17,991 |
30,595 |
-8,944 |
| Mar05 |
041210 |
10530 |
10585 |
10525 |
10561 |
+9 |
22,555 |
33,696 |
+19,787 |
| Jun05 |
041210 |
10581 |
10581 |
10581 |
10581 |
+9 |
3 |
6 |
+0 |
| Total Volume and Open Interest |
12,919 |
53,455 |
+0 |
| S & P 500(CME) |
| Dec04 |
041210 |
1185.00 |
1192.00 |
1184.70 |
1189.70 |
+1.20 |
120,301 |
314,401 |
-55,073 |
| Mar05 |
041210 |
1187.50 |
1194.20 |
1187.20 |
1191.80 |
+1.10 |
141,230 |
422,164 |
+87,244 |
| Jun05 |
041210 |
1195.50 |
1195.50 |
1195.50 |
1195.50 |
+1.20 |
194 |
9,248 |
+82 |
| Sep05 |
041210 |
1199.40 |
1199.40 |
1199.40 |
1199.40 |
+1.20 |
29 |
1,770 |
+20 |
| Total Volume and Open Interest |
241,361 |
|
|
| S & P 500 E-Mini(Globex) |
| Dec04 |
041210 |
1188.50 |
1192.00 |
1184.75 |
1189.75 |
+1.25 |
321,642 |
836,126 |
-38,429 |
| Mar05 |
041210 |
1190.50 |
1194.25 |
1187.00 |
1191.75 |
+1.00 |
848,103 |
399,314 |
+186,423 |
| Total Volume and Open Interest |
1,168,745 |
|
|
| NASDAQ 100(CME) |
| Dec04 |
041210 |
1602.00 |
1610.50 |
1600.50 |
1608.50 |
+2.00 |
24,906 |
74,488 |
-5,106 |
| Mar05 |
041210 |
1611.00 |
1620.00 |
1608.50 |
1617.00 |
+2.00 |
26,295 |
37,858 |
+18,864 |
| Jun05 |
041210 |
1626.00 |
1626.00 |
1626.00 |
1626.00 |
+2.00 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
52,735 |
|
|
| NASDAQ 100 E-Mini(Globex) |
| Dec04 |
041210 |
1608.50 |
1611.50 |
1599.50 |
1608.50 |
+2.00 |
174,422 |
393,230 |
-9,536 |
| Mar05 |
041210 |
1615.50 |
1620.50 |
1608.00 |
1617.00 |
+2.00 |
445,403 |
142,360 |
+79,974 |
| Total Volume and Open Interest |
619,825 |
|
|
| S & P Midcap 400(CME) |
| Dec04 |
041210 |
637.50 |
641.40 |
637.50 |
641.40 |
+2.60 |
3,751 |
10,081 |
-2,201 |
| Mar05 |
041210 |
639.75 |
643.75 |
639.50 |
643.70 |
+2.70 |
3,715 |
6,193 |
+3,233 |
| Jun05 |
041210 |
643.70 |
643.70 |
643.70 |
643.70 |
+2.70 |
|
|
|
| Total Volume and Open Interest |
5,988 |
|
|
| Russell 2000(CME) |
| Dec04 |
041210 |
627.00 |
632.65 |
626.75 |
632.65 |
+4.80 |
7,732 |
25,816 |
-2,863 |
| Mar05 |
041210 |
627.75 |
636.00 |
627.25 |
634.25 |
+5.00 |
7,237 |
11,271 |
+5,499 |
| Jun05 |
041210 |
634.25 |
634.25 |
634.25 |
634.25 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
13,324 |
|
|
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041210 |
628.40 |
634.60 |
625.80 |
632.70 |
+4.80 |
53,778 |
145,561 |
-6,725 |
| Mar05 |
041210 |
629.80 |
636.20 |
627.00 |
634.30 |
+5.00 |
105,672 |
38,313 |
+28,039 |
| Jun05 |
041206 |
638.60 |
638.60 |
638.60 |
638.60 |
-3.40 |
|
|
|
| Total Volume and Open Interest |
68,582 |
167,203 |
-183 |
| Nikkei 225(CME) |
| Mar05 |
041210 |
10840 |
10845 |
10745 |
10780 |
+25 |
9,874 |
144,193 |
+31,701 |
| Jun05 |
041210 |
10730 |
10730 |
10730 |
10730 |
+30 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,874 |
144,196 |
+31,701 |
| Nikkei 225(SGX) |
| Mar05 |
041210 |
10840 |
10845 |
10745 |
10780 |
+25 |
9,874 |
144,193 |
+31,701 |
| Jun05 |
041210 |
10730 |
10730 |
10730 |
10730 |
+30 |
0 |
3 |
+0 |
| Sep05 |
041210 |
10725 |
10725 |
10725 |
10725 |
+25 |
|
|
|
| Total Volume and Open Interest |
9,874 |
144,196 |
+31,701 |
| CAC 40(EURONEXT) |
| Dec04 |
041210 |
3773.5 |
3781.0 |
3753.0 |
3769.5 |
+20.5 |
74,990 |
534,701 |
+22,203 |
| Jan05 |
041210 |
3780.0 |
3786.5 |
3759.5 |
3776.0 |
+20.5 |
5,296 |
17,838 |
+4,225 |
| Feb05 |
041210 |
3774.5 |
3781.5 |
3774.5 |
3781.5 |
+20.5 |
|
|
|
| Total Volume and Open Interest |
80,764 |
571,130 |
+26,723 |
| Hang Seng Index(HKFE) |
| Dec04 |
041210 |
13954 |
14038 |
13790 |
13815 |
-189 |
31,373 |
126,014 |
-1,255 |
| Jan05 |
041210 |
13968 |
14029 |
13800 |
13820 |
-185 |
465 |
834 |
+40 |
| Total Volume and Open Interest |
31,871 |
129,606 |
-1,191 |
| DAX(EUREX) |
| Dec04 |
041210 |
4177.0 |
4188.0 |
4155.0 |
4186.0 |
+12.0 |
109,286 |
207,568 |
-226 |
| Mar05 |
041210 |
4257.0 |
4257.0 |
4179.5 |
4209.0 |
+12.0 |
19,677 |
24,919 |
+4,569 |
| Jun05 |
041210 |
4222.0 |
4233.5 |
4202.5 |
4232.0 |
+12.0 |
2,853 |
2,027 |
+44 |
| Total Volume and Open Interest |
131,816 |
234,514 |
+4,387 |
| FT-SE 100(EURONEXT) |
| Dec04 |
041210 |
4718.00 |
4721.00 |
4686.50 |
4695.00 |
+2.50 |
134,930 |
348,755 |
-65,835 |
| Mar05 |
041210 |
4720.00 |
4722.00 |
4689.00 |
4696.00 |
+2.50 |
71,425 |
182,743 |
+51,181 |
| Jun05 |
041210 |
4709.00 |
4717.50 |
4703.50 |
4710.00 |
+2.00 |
0 |
16,842 |
+0 |
| Total Volume and Open Interest |
206,355 |
551,885 |
-14,654 |
| SPI 200(SFE) |
| Dec04 |
041210 |
3910.0 |
3921.0 |
3894.0 |
3898.0 |
+3.0 |
19,702 |
167,070 |
-8,779 |
| Mar05 |
041210 |
3918.0 |
3932.0 |
3908.0 |
3911.0 |
+5.0 |
5,809 |
27,807 |
+4,709 |
| Jun05 |
041210 |
3923.0 |
3923.0 |
3923.0 |
3923.0 |
+4.0 |
9 |
2,973 |
-156 |
| Total Volume and Open Interest |
25,672 |
203,215 |
-4,100 |
| GSCI(CME) |
| Dec04 |
041210 |
312.40 |
312.50 |
300.10 |
300.10 |
-8.90 |
4,692 |
7,386 |
-4,656 |
| Jan05 |
041210 |
314.30 |
314.30 |
301.70 |
303.20 |
-8.15 |
4,544 |
12,187 |
+4,493 |
| Feb05 |
041210 |
303.50 |
303.50 |
303.50 |
303.50 |
-6.50 |
|
|
|
| Total Volume and Open Interest |
9,502 |
|
|
| RJ/CRB Index(ICE) |
| Jan05 |
041210 |
277.00 |
279.75 |
276.25 |
276.25 |
-1.25 |
36 |
282 |
-1 |
| Feb05 |
041210 |
277.50 |
277.50 |
275.75 |
275.75 |
-1.25 |
2 |
118 |
+1 |
| Apr05 |
041210 |
276.65 |
276.65 |
276.00 |
276.00 |
-1.25 |
3 |
115 |
+0 |
| Total Volume and Open Interest |
98 |
618 |
+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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