|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon December 20, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041220 |
558.00 |
566.00 |
547.00 |
550.00 |
+1.25 |
23,591 |
62,769 |
-6,306 |
| Mar05 |
041220 |
558.00 |
561.00 |
544.50 |
548.50 |
+4.50 |
45,549 |
103,887 |
+4,791 |
| May05 |
041220 |
556.00 |
558.50 |
548.50 |
552.50 |
+5.50 |
5,739 |
37,458 |
+1,141 |
| Jul05 |
041220 |
564.00 |
565.00 |
555.00 |
558.25 |
+5.75 |
5,601 |
26,866 |
-310 |
| Aug05 |
041220 |
563.00 |
563.00 |
556.50 |
560.50 |
+5.50 |
207 |
2,271 |
+112 |
| Sep05 |
041220 |
564.00 |
565.00 |
560.00 |
561.00 |
+8.00 |
1 |
756 |
+9 |
| Nov05 |
041220 |
571.00 |
574.00 |
564.00 |
568.75 |
+6.25 |
4,013 |
13,903 |
+1,165 |
| Total Volume and Open Interest |
84,711 |
248,011 |
+600 |
| Soybean Meal(CBOT) |
| Jan05 |
041220 |
163.00 |
165.00 |
158.70 |
160.10 |
+1.30 |
11,520 |
22,615 |
-3,610 |
| Mar05 |
041220 |
164.50 |
165.00 |
158.70 |
159.70 |
+0.80 |
16,693 |
45,854 |
+2,128 |
| May05 |
041220 |
165.50 |
166.00 |
161.10 |
162.40 |
+1.80 |
5,968 |
19,632 |
+1,048 |
| Jul05 |
041220 |
166.00 |
166.50 |
164.20 |
165.30 |
+2.20 |
3,860 |
30,445 |
+436 |
| Aug05 |
041220 |
168.00 |
168.00 |
165.80 |
166.70 |
+2.00 |
925 |
9,539 |
+371 |
| Sep05 |
041220 |
169.50 |
169.50 |
167.30 |
168.20 |
+1.90 |
472 |
6,316 |
+265 |
| Oct05 |
041220 |
169.50 |
169.50 |
168.20 |
169.10 |
+1.80 |
1,386 |
5,827 |
+1,182 |
| Dec05 |
041220 |
172.00 |
172.50 |
171.20 |
172.00 |
+2.00 |
1,103 |
5,941 |
+220 |
| Total Volume and Open Interest |
41,945 |
146,626 |
+2,084 |
| Soybean Oil(CBOT) |
| Jan05 |
041220 |
20.90 |
21.05 |
20.80 |
20.87 |
+0.26 |
9,050 |
28,866 |
-4,385 |
| Mar05 |
041220 |
21.07 |
21.15 |
20.87 |
20.97 |
+0.28 |
14,448 |
60,802 |
+3,413 |
| May05 |
041220 |
21.10 |
21.15 |
20.90 |
21.02 |
+0.32 |
3,165 |
20,805 |
-74 |
| Jul05 |
041220 |
21.12 |
21.15 |
20.95 |
21.04 |
+0.28 |
2,506 |
22,416 |
+606 |
| Aug05 |
041220 |
21.10 |
21.10 |
20.97 |
20.99 |
+0.29 |
170 |
6,034 |
-9 |
| Sep05 |
041220 |
21.05 |
21.05 |
20.93 |
20.93 |
+0.28 |
31 |
4,011 |
+22 |
| Oct05 |
041220 |
20.95 |
20.95 |
20.80 |
20.81 |
+0.16 |
898 |
4,426 |
+766 |
| Dec05 |
041220 |
21.00 |
21.00 |
20.80 |
20.85 |
+0.28 |
545 |
8,569 |
+292 |
| Total Volume and Open Interest |
30,823 |
156,862 |
+641 |
| Canola(WCE) |
| Jan05 |
041220 |
280.0 |
281.5 |
277.1 |
279.7 |
+2.6 |
6,272 |
18,914 |
-7,966 |
| Mar05 |
041220 |
282.2 |
283.5 |
280.5 |
282.8 |
+3.3 |
5,151 |
35,535 |
+7,672 |
| May05 |
041220 |
284.5 |
287.0 |
284.5 |
287.0 |
+3.5 |
822 |
2,321 |
+160 |
| Jul05 |
041220 |
288.9 |
288.9 |
288.9 |
288.9 |
+0.9 |
237 |
2,000 |
-37 |
| Sep05 |
041220 |
292.3 |
292.3 |
292.3 |
292.3 |
+3.3 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
12,768 |
70,833 |
-311 |
| Corn(CBOT) |
| Mar05 |
041220 |
206.50 |
208.00 |
205.50 |
206.50 |
+2.00 |
24,412 |
353,469 |
-544 |
| May05 |
041220 |
213.50 |
215.25 |
213.00 |
213.75 |
+2.00 |
5,723 |
84,967 |
+997 |
| Jul05 |
041220 |
221.50 |
222.75 |
220.50 |
221.25 |
+1.75 |
3,394 |
75,517 |
+214 |
| Sep05 |
041220 |
228.25 |
230.00 |
228.00 |
229.00 |
+2.25 |
472 |
22,223 |
+281 |
| Dec05 |
041220 |
238.00 |
239.50 |
237.50 |
238.00 |
+1.50 |
1,478 |
54,358 |
+3,796 |
| Mar06 |
041220 |
245.00 |
246.50 |
245.00 |
245.25 |
+1.25 |
54 |
1,911 |
+59 |
| Total Volume and Open Interest |
35,728 |
595,847 |
+4,945 |
| Wheat(CBOT) |
| Mar05 |
041220 |
308.00 |
309.50 |
305.00 |
306.00 |
+1.75 |
16,183 |
147,339 |
+55 |
| May05 |
041220 |
315.00 |
317.00 |
312.50 |
313.00 |
+1.50 |
862 |
15,047 |
-193 |
| Jul05 |
041220 |
322.00 |
324.00 |
318.50 |
319.00 |
+0.75 |
1,447 |
15,682 |
-10 |
| Sep05 |
041220 |
328.00 |
329.00 |
326.00 |
326.00 |
+0.50 |
29 |
593 |
+3 |
| Dec05 |
041220 |
339.00 |
340.00 |
335.00 |
336.00 |
+2.00 |
154 |
8,435 |
+71 |
| Total Volume and Open Interest |
18,686 |
187,139 |
-74 |
| Wheat(KCBT) |
| Mar05 |
041220 |
344.50 |
347.00 |
339.50 |
340.00 |
-0.50 |
5,257 |
50,928 |
+664 |
| May05 |
041220 |
333.50 |
335.50 |
330.50 |
331.00 |
+1.00 |
853 |
6,185 |
+176 |
| Jul05 |
041220 |
332.00 |
332.00 |
326.50 |
327.25 |
+0.75 |
1,063 |
9,309 |
+463 |
| Sep05 |
041220 |
336.00 |
337.00 |
332.00 |
332.00 |
+1.00 |
58 |
2,244 |
+41 |
| Dec05 |
041220 |
346.00 |
346.00 |
343.00 |
343.00 |
+1.00 |
92 |
1,274 |
-6 |
| Total Volume and Open Interest |
7,363 |
70,260 |
+1,428 |
| Wheat(MGE) |
| Dec04 |
041220 |
343.50 |
343.50 |
341.00 |
341.00 |
+4.00 |
18 |
20 |
+18 |
| Mar05 |
041220 |
353.00 |
356.00 |
347.75 |
348.25 |
-1.50 |
2,050 |
21,229 |
+68 |
| May05 |
041220 |
358.00 |
358.50 |
352.50 |
353.00 |
unch |
401 |
6,581 |
-84 |
| Jul05 |
041220 |
358.50 |
358.50 |
353.00 |
353.00 |
-1.25 |
79 |
3,104 |
-41 |
| Sep05 |
041220 |
357.00 |
357.00 |
350.00 |
350.00 |
unch |
21 |
1,357 |
+20 |
| Total Volume and Open Interest |
2,569 |
32,685 |
-17 |
| Oats(CBOT) |
| Mar05 |
041220 |
159.50 |
159.50 |
155.50 |
157.50 |
-0.50 |
344 |
6,006 |
+57 |
| May05 |
041220 |
156.50 |
156.50 |
153.00 |
155.50 |
unch |
25 |
555 |
+32 |
| Jul05 |
041220 |
153.50 |
154.00 |
153.50 |
154.00 |
-1.50 |
1 |
131 |
+16 |
| Sep05 |
041220 |
156.50 |
156.50 |
156.50 |
156.50 |
-1.00 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
370 |
6,700 |
+105 |
| Rough Rice(CBOT) |
| Jan05 |
041220 |
7.48 |
7.69 |
7.47 |
7.59 |
+0.17 |
565 |
2,104 |
-387 |
| Mar05 |
041220 |
7.65 |
7.84 |
7.64 |
7.74 |
+0.16 |
468 |
2,157 |
+518 |
| May05 |
041220 |
7.90 |
7.90 |
7.90 |
7.90 |
+0.14 |
0 |
271 |
+0 |
| Jul05 |
041220 |
8.00 |
8.00 |
8.00 |
8.00 |
+0.14 |
5 |
67 |
+4 |
| Total Volume and Open Interest |
1,038 |
4,601 |
+135 |
| Live Cattle(CME) |
| Dec04 |
041220 |
88.550 |
88.950 |
88.400 |
88.575 |
+0.225 |
1,917 |
5,369 |
-848 |
| Feb05 |
041220 |
90.000 |
90.500 |
89.600 |
89.725 |
-0.125 |
12,377 |
71,321 |
+977 |
| Apr05 |
041220 |
86.850 |
87.750 |
86.800 |
87.325 |
+0.575 |
5,376 |
19,720 |
+431 |
| Jun05 |
041220 |
81.650 |
82.400 |
81.650 |
81.875 |
+0.125 |
1,761 |
11,431 |
+483 |
| Aug05 |
041220 |
80.350 |
81.000 |
80.350 |
80.650 |
+0.150 |
531 |
7,889 |
+121 |
| Oct05 |
041220 |
81.250 |
81.550 |
81.250 |
81.475 |
+0.275 |
108 |
4,688 |
+42 |
| Total Volume and Open Interest |
22,099 |
123,084 |
+1,208 |
| Feeder Cattle(CME) |
| Jan05 |
041220 |
103.600 |
103.900 |
103.150 |
103.325 |
+0.075 |
1,983 |
6,143 |
+54 |
| Mar05 |
041220 |
99.350 |
99.700 |
99.150 |
99.675 |
+0.500 |
1,103 |
5,039 |
+166 |
| Apr05 |
041220 |
97.700 |
98.075 |
97.600 |
98.025 |
+0.500 |
139 |
1,900 |
+32 |
| May05 |
041220 |
97.600 |
97.850 |
97.450 |
97.850 |
+0.600 |
240 |
2,065 |
-2 |
| Aug05 |
041220 |
99.700 |
99.700 |
99.200 |
99.425 |
+0.025 |
78 |
682 |
+17 |
| Sep05 |
041220 |
98.400 |
98.550 |
98.400 |
98.550 |
+0.300 |
3 |
18 |
+0 |
| Oct05 |
041220 |
98.400 |
98.400 |
98.400 |
98.400 |
+0.150 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,547 |
15,860 |
+267 |
| Lean Hogs(CME) |
| Feb05 |
041220 |
73.600 |
74.250 |
73.000 |
73.100 |
-0.750 |
5,889 |
59,801 |
+262 |
| Apr05 |
041220 |
72.000 |
72.475 |
71.350 |
72.200 |
unch |
2,442 |
16,321 |
+429 |
| May05 |
041220 |
70.650 |
70.850 |
69.900 |
70.500 |
-0.850 |
775 |
2,740 |
+73 |
| Jun05 |
041220 |
72.800 |
73.100 |
71.800 |
72.375 |
-0.825 |
1,132 |
8,838 |
+113 |
| Jul05 |
041220 |
69.200 |
69.200 |
68.250 |
68.675 |
-0.700 |
276 |
2,213 |
-7 |
| Aug05 |
041220 |
65.150 |
65.300 |
65.000 |
65.050 |
-0.400 |
62 |
1,858 |
+21 |
| Oct05 |
041220 |
57.900 |
58.000 |
57.600 |
58.000 |
unch |
24 |
782 |
+11 |
| Dec05 |
041220 |
55.600 |
55.700 |
55.600 |
55.700 |
-0.250 |
34 |
374 |
+28 |
| Total Volume and Open Interest |
10,634 |
92,927 |
+930 |
| Pork Bellies(CME) |
| Feb05 |
041220 |
97.500 |
99.150 |
97.050 |
97.275 |
-0.500 |
204 |
1,701 |
-42 |
| Mar05 |
041220 |
97.700 |
97.700 |
97.350 |
97.350 |
-0.200 |
0 |
93 |
+0 |
| May05 |
041220 |
98.375 |
98.375 |
98.375 |
98.375 |
+0.075 |
4 |
72 |
+4 |
| Jul05 |
041220 |
100.725 |
100.725 |
100.725 |
100.725 |
-0.075 |
0 |
24 |
+0 |
| Aug05 |
041220 |
98.500 |
98.500 |
98.500 |
98.500 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
208 |
1,895 |
-38 |
| Class III Milk(CME) |
| Dec04 |
041220 |
16.42 |
16.46 |
16.40 |
16.45 |
-0.04 |
19 |
4,745 |
+11 |
| Jan05 |
041220 |
13.43 |
13.88 |
13.43 |
13.84 |
+0.41 |
248 |
3,226 |
-12 |
| Feb05 |
041220 |
13.12 |
13.60 |
13.12 |
13.60 |
+0.50 |
181 |
2,786 |
+46 |
| Mar05 |
041220 |
12.80 |
13.10 |
12.80 |
12.98 |
+0.27 |
27 |
2,671 |
-1 |
| Apr05 |
041220 |
12.79 |
13.10 |
12.79 |
13.10 |
+0.31 |
64 |
1,623 |
+23 |
| Total Volume and Open Interest |
845 |
22,959 |
+177 |
| Cocoa(ICE) |
| Mar05 |
041220 |
1585 |
1600 |
1575 |
1591 |
-9 |
6,091 |
48,255 |
-1,010 |
| May05 |
041220 |
1590 |
1600 |
1580 |
1596 |
-9 |
1,259 |
13,972 |
-161 |
| Jul05 |
041220 |
1590 |
1603 |
1590 |
1600 |
-10 |
442 |
12,086 |
+370 |
| Sep05 |
041220 |
1601 |
1601 |
1601 |
1601 |
-11 |
32 |
10,748 |
+28 |
| Dec05 |
041220 |
1600 |
1605 |
1591 |
1601 |
-12 |
90 |
9,624 |
+95 |
| Mar06 |
041220 |
1604 |
1604 |
1604 |
1604 |
-9 |
17 |
11,979 |
+0 |
| May06 |
041220 |
1600 |
1606 |
1600 |
1606 |
-8 |
0 |
2,264 |
+0 |
| Total Volume and Open Interest |
7,931 |
119,778 |
-678 |
| Coffee "C"(ICE) |
| Dec04 |
041220 |
106.20 |
106.20 |
103.40 |
105.10 |
+2.80 |
31 |
92 |
-84 |
| Mar05 |
041220 |
105.50 |
107.75 |
104.60 |
106.80 |
+2.50 |
17,248 |
86,247 |
+753 |
| May05 |
041220 |
108.00 |
109.75 |
106.90 |
108.95 |
+2.50 |
3,303 |
13,193 |
+1,185 |
| Jul05 |
041220 |
110.10 |
110.90 |
109.10 |
110.60 |
+2.50 |
834 |
4,111 |
+185 |
| Sep05 |
041220 |
111.50 |
113.25 |
111.00 |
112.10 |
+2.45 |
543 |
4,423 |
+519 |
| Dec05 |
041220 |
114.00 |
115.00 |
114.00 |
114.55 |
+2.35 |
121 |
1,158 |
+57 |
| Total Volume and Open Interest |
22,096 |
109,854 |
+2,625 |
| Orange Juice(ICE) |
| Jan05 |
041220 |
85.90 |
86.95 |
85.80 |
86.80 |
+1.05 |
1,543 |
6,468 |
-5,031 |
| Mar05 |
041220 |
87.20 |
88.20 |
87.20 |
88.10 |
+0.90 |
2,609 |
18,910 |
+1,595 |
| May05 |
041220 |
88.80 |
89.50 |
88.80 |
89.45 |
+0.95 |
204 |
7,893 |
-23 |
| Jul05 |
041220 |
90.00 |
90.50 |
90.00 |
90.45 |
+0.95 |
20 |
879 |
+143 |
| Sep05 |
041220 |
91.45 |
91.45 |
91.45 |
91.45 |
+0.95 |
0 |
94 |
+0 |
| Nov05 |
041220 |
92.45 |
92.45 |
92.45 |
92.45 |
+0.95 |
3 |
570 |
+1 |
| Total Volume and Open Interest |
4,379 |
34,938 |
-3,315 |
| Sugar #11(ICE) |
| Mar05 |
041220 |
8.58 |
8.95 |
8.57 |
8.88 |
+0.24 |
20,896 |
206,519 |
-3,824 |
| May05 |
041220 |
8.82 |
9.14 |
8.81 |
9.08 |
+0.22 |
5,565 |
46,484 |
+1,263 |
| Jul05 |
041220 |
8.83 |
9.08 |
8.83 |
9.05 |
+0.19 |
3,390 |
28,984 |
+1,553 |
| Oct05 |
041220 |
8.87 |
9.04 |
8.87 |
9.02 |
+0.13 |
2,067 |
22,540 |
-107 |
| Mar06 |
041220 |
8.93 |
9.02 |
8.93 |
9.00 |
+0.06 |
647 |
10,261 |
+539 |
| Total Volume and Open Interest |
32,699 |
320,168 |
-499 |
| Sugar #14(ICE) |
| Mar05 |
041220 |
20.47 |
20.47 |
20.47 |
20.47 |
+0.03 |
155 |
4,097 |
+37 |
| May05 |
041220 |
20.53 |
20.53 |
20.53 |
20.53 |
unch |
369 |
2,165 |
-35 |
| Jul05 |
041220 |
20.84 |
20.84 |
20.84 |
20.84 |
-0.01 |
65 |
1,756 |
+63 |
| Sep05 |
041220 |
20.85 |
20.85 |
20.84 |
20.84 |
unch |
127 |
2,491 |
+105 |
| Nov05 |
041220 |
20.80 |
20.80 |
20.80 |
20.80 |
-0.05 |
3 |
761 |
-2 |
| Total Volume and Open Interest |
719 |
11,354 |
+168 |
| London Cocoa(LCE) |
| Mar05 |
041220 |
855 |
858 |
842 |
846 |
-12 |
7,132 |
64,001 |
+792 |
| May05 |
041220 |
870 |
870 |
855 |
860 |
-11 |
2,268 |
21,788 |
-306 |
| Jul05 |
041220 |
889 |
889 |
875 |
878 |
-12 |
533 |
23,355 |
+189 |
| Sep05 |
041220 |
902 |
902 |
890 |
893 |
-10 |
1,719 |
44,242 |
+1,174 |
| Dec05 |
041220 |
895 |
895 |
880 |
884 |
-12 |
365 |
37,773 |
+223 |
| Mar06 |
041220 |
901 |
902 |
890 |
894 |
-11 |
500 |
11,364 |
+432 |
| May06 |
041220 |
910 |
910 |
900 |
904 |
-11 |
2 |
1,023 |
+0 |
| Total Volume and Open Interest |
12,519 |
204,089 |
+2,504 |
| London Coffee(LCE) |
| Jan05 |
041220 |
765.00 |
765.00 |
745.00 |
752.00 |
-6.00 |
3,680 |
18,800 |
-2,283 |
| Mar05 |
041220 |
797.00 |
799.00 |
778.00 |
791.00 |
-3.00 |
12,200 |
60,174 |
+1,592 |
| May05 |
041220 |
817.00 |
819.00 |
800.00 |
812.00 |
-3.00 |
1,393 |
41,606 |
+479 |
| Jul05 |
041220 |
831.00 |
837.00 |
825.00 |
830.00 |
-3.00 |
535 |
13,103 |
+344 |
| Sep05 |
041220 |
839.00 |
849.00 |
838.00 |
847.00 |
-3.00 |
96 |
6,549 |
+50 |
| Nov05 |
041220 |
863.00 |
863.00 |
863.00 |
863.00 |
-4.00 |
48 |
2,204 |
+16 |
| Total Volume and Open Interest |
17,968 |
143,455 |
+207 |
| London Sugar(LCE) |
| Mar05 |
041220 |
246.50 |
252.00 |
245.30 |
251.70 |
+4.10 |
3,014 |
27,410 |
-88 |
| May05 |
041220 |
258.10 |
263.50 |
256.40 |
263.20 |
+3.70 |
1,865 |
12,371 |
+404 |
| Aug05 |
041220 |
258.40 |
263.30 |
257.80 |
263.30 |
+3.30 |
85 |
6,383 |
+76 |
| Oct05 |
041220 |
259.70 |
263.90 |
259.70 |
263.30 |
+3.30 |
84 |
3,686 |
-6 |
| Dec05 |
041220 |
264.70 |
264.70 |
263.30 |
263.30 |
+3.30 |
7 |
1,752 |
+7 |
| Total Volume and Open Interest |
5,055 |
53,173 |
+393 |
| Cotton(ICE) |
| Mar05 |
041220 |
44.20 |
44.50 |
43.90 |
43.99 |
-0.14 |
8,880 |
55,408 |
-1,206 |
| May05 |
041220 |
44.05 |
44.40 |
43.80 |
43.86 |
-0.22 |
1,420 |
10,057 |
+131 |
| Jul05 |
041220 |
44.50 |
45.00 |
44.40 |
44.50 |
-0.05 |
1,187 |
10,673 |
-52 |
| Oct05 |
041220 |
46.30 |
46.30 |
46.30 |
46.30 |
-0.15 |
0 |
274 |
+0 |
| Dec05 |
041220 |
47.60 |
47.80 |
47.40 |
47.40 |
-0.15 |
483 |
6,509 |
+28 |
| Mar06 |
041220 |
49.45 |
49.45 |
49.45 |
49.45 |
-0.10 |
67 |
933 |
+41 |
| Total Volume and Open Interest |
12,179 |
84,427 |
-941 |
| Lumber(CME) |
| Jan05 |
041220 |
319.6 |
330.2 |
319.0 |
328.2 |
+7.9 |
374 |
2,338 |
-47 |
| Mar05 |
041220 |
333.5 |
343.0 |
333.5 |
339.7 |
+5.1 |
147 |
957 |
+51 |
| May05 |
041220 |
344.0 |
345.0 |
342.1 |
343.5 |
+0.4 |
38 |
287 |
-5 |
| Jul05 |
041220 |
347.7 |
347.7 |
347.1 |
347.1 |
-0.7 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
559 |
3,649 |
-1 |
| Crude Oil(NYM) |
| Jan05 |
041220 |
45.89 |
46.00 |
44.90 |
45.64 |
-0.64 |
65,282 |
27,414 |
-26,174 |
| Feb05 |
041220 |
46.15 |
46.20 |
45.10 |
45.78 |
-0.79 |
101,549 |
170,467 |
+9,936 |
| Mar05 |
041220 |
46.20 |
46.35 |
45.10 |
45.81 |
-0.82 |
33,589 |
70,938 |
-3,068 |
| Apr05 |
041220 |
46.00 |
46.00 |
44.80 |
45.51 |
-0.81 |
11,137 |
39,469 |
+1,618 |
| May05 |
041220 |
45.65 |
45.80 |
44.80 |
45.18 |
-0.80 |
4,588 |
23,383 |
+139 |
| Jun05 |
041220 |
45.25 |
45.25 |
44.40 |
44.83 |
-0.79 |
8,939 |
34,973 |
+982 |
| Jul05 |
041220 |
44.70 |
44.95 |
44.49 |
44.49 |
-0.78 |
1,746 |
17,896 |
+833 |
| Aug05 |
041220 |
44.45 |
44.50 |
44.20 |
44.20 |
-0.77 |
962 |
10,882 |
-396 |
| Sep05 |
041220 |
43.93 |
43.93 |
43.93 |
43.93 |
-0.76 |
1,354 |
12,778 |
-149 |
| Oct05 |
041220 |
43.66 |
43.66 |
43.66 |
43.66 |
-0.75 |
408 |
6,925 |
-28 |
| Nov05 |
041220 |
43.41 |
43.41 |
43.41 |
43.41 |
-0.74 |
682 |
14,192 |
+365 |
| Dec05 |
041220 |
43.30 |
43.65 |
42.80 |
43.19 |
-0.73 |
7,260 |
55,483 |
-1,056 |
| Jan06 |
041220 |
42.91 |
42.91 |
42.91 |
42.91 |
-0.73 |
214 |
9,416 |
+0 |
| Feb06 |
041220 |
42.65 |
42.65 |
42.65 |
42.65 |
-0.73 |
0 |
4,856 |
+0 |
| Mar06 |
041220 |
42.42 |
42.42 |
42.42 |
42.42 |
-0.73 |
203 |
9,389 |
+233 |
| Apr06 |
041220 |
42.23 |
42.23 |
42.23 |
42.23 |
-0.73 |
0 |
4,852 |
+0 |
| Total Volume and Open Interest |
243,628 |
671,335 |
-10,887 |
| Heating Oil(NYM) |
| Jan05 |
041220 |
142.00 |
142.00 |
138.65 |
139.88 |
-4.07 |
26,064 |
36,350 |
-809 |
| Feb05 |
041220 |
142.00 |
142.20 |
139.00 |
140.06 |
-3.90 |
17,615 |
55,848 |
+4,281 |
| Mar05 |
041220 |
136.80 |
136.90 |
134.30 |
135.21 |
-3.05 |
4,509 |
26,592 |
+946 |
| Apr05 |
041220 |
128.00 |
129.00 |
126.00 |
127.26 |
-2.30 |
2,546 |
12,315 |
+537 |
| May05 |
041220 |
124.50 |
124.50 |
121.50 |
122.11 |
-2.05 |
905 |
6,609 |
+102 |
| Jun05 |
041220 |
119.50 |
119.50 |
119.00 |
119.11 |
-1.75 |
1,283 |
8,542 |
+75 |
| Jul05 |
041220 |
117.00 |
118.31 |
117.00 |
118.31 |
-1.70 |
238 |
5,225 |
+57 |
| Aug05 |
041220 |
119.00 |
119.00 |
118.31 |
118.31 |
-1.65 |
30 |
2,870 |
+111 |
| Sep05 |
041220 |
119.00 |
119.00 |
118.91 |
118.91 |
-1.65 |
278 |
3,389 |
+100 |
| Oct05 |
041220 |
119.80 |
119.80 |
119.66 |
119.66 |
-1.65 |
2 |
644 |
+10 |
| Nov05 |
041220 |
120.50 |
120.50 |
120.41 |
120.41 |
-1.65 |
29 |
942 |
+3 |
| Dec05 |
041220 |
121.16 |
121.16 |
121.16 |
121.16 |
-1.65 |
214 |
7,917 |
-21 |
| Total Volume and Open Interest |
53,944 |
172,065 |
+5,741 |
| Gasoline(NYMEX) |
| Jan05 |
041220 |
118.00 |
118.00 |
114.80 |
115.22 |
-3.79 |
22,738 |
27,018 |
-7,879 |
| Feb05 |
041220 |
121.00 |
121.20 |
118.60 |
119.00 |
-3.22 |
15,419 |
45,570 |
+2,590 |
| Mar05 |
041220 |
123.00 |
123.00 |
121.00 |
121.40 |
-3.00 |
4,211 |
17,430 |
+455 |
| Apr05 |
041220 |
131.00 |
131.20 |
128.50 |
129.15 |
-2.80 |
3,703 |
22,621 |
-307 |
| May05 |
041220 |
130.50 |
130.80 |
129.00 |
129.55 |
-2.65 |
1,689 |
17,649 |
+1,194 |
| Jun05 |
041220 |
130.10 |
130.10 |
129.20 |
129.20 |
-2.45 |
920 |
8,720 |
+71 |
| Jul05 |
041220 |
127.80 |
127.80 |
127.80 |
127.80 |
-2.30 |
464 |
3,949 |
-184 |
| Aug05 |
041220 |
125.55 |
125.55 |
125.55 |
125.55 |
-2.15 |
30 |
4,641 |
+156 |
| Sep05 |
041220 |
122.65 |
122.65 |
122.65 |
122.65 |
-2.05 |
225 |
6,394 |
-247 |
| Oct05 |
041220 |
119.20 |
119.20 |
119.20 |
119.20 |
-1.55 |
33 |
2,728 |
+5 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041220 |
7.150 |
7.160 |
6.850 |
6.952 |
-0.505 |
29,328 |
33,204 |
-3,227 |
| Feb05 |
041220 |
7.200 |
7.240 |
6.930 |
7.023 |
-0.505 |
14,147 |
54,881 |
+3,430 |
| Mar05 |
041220 |
7.130 |
7.170 |
6.890 |
6.981 |
-0.459 |
10,196 |
42,782 |
+920 |
| Apr05 |
041220 |
6.640 |
6.660 |
6.490 |
6.541 |
-0.259 |
3,157 |
23,731 |
+1,311 |
| May05 |
041220 |
6.640 |
6.645 |
6.490 |
6.506 |
-0.229 |
3,172 |
21,946 |
+414 |
| Jun05 |
041220 |
6.680 |
6.700 |
6.520 |
6.545 |
-0.228 |
361 |
12,696 |
+252 |
| Jul05 |
041220 |
6.680 |
6.680 |
6.585 |
6.590 |
-0.225 |
110 |
16,063 |
+123 |
| Aug05 |
041220 |
6.670 |
6.690 |
6.610 |
6.610 |
-0.225 |
166 |
11,968 |
+192 |
| Sep05 |
041220 |
6.670 |
6.670 |
6.590 |
6.590 |
-0.220 |
248 |
11,614 |
+119 |
| Oct05 |
041220 |
6.690 |
6.690 |
6.600 |
6.615 |
-0.215 |
492 |
22,986 |
-2 |
| Nov05 |
041220 |
7.010 |
7.010 |
6.900 |
6.905 |
-0.210 |
185 |
10,488 |
+37 |
| Dec05 |
041220 |
7.280 |
7.285 |
7.150 |
7.195 |
-0.205 |
107 |
16,155 |
+86 |
| Jan06 |
041220 |
7.500 |
7.500 |
7.380 |
7.395 |
-0.205 |
268 |
14,792 |
+301 |
| Feb06 |
041220 |
7.480 |
7.480 |
7.380 |
7.380 |
-0.200 |
71 |
8,960 |
-40 |
| Mar06 |
041220 |
7.270 |
7.270 |
7.165 |
7.165 |
-0.195 |
134 |
11,060 |
+103 |
| Apr06 |
041220 |
6.290 |
6.290 |
6.215 |
6.215 |
-0.145 |
53 |
9,534 |
+85 |
| Total Volume and Open Interest |
62,493 |
394,986 |
+4,416 |
| Brent Crude Oil(ICE) |
| Feb05 |
041220 |
42.85 |
42.90 |
41.90 |
42.45 |
-0.94 |
31,545 |
70,127 |
-3,588 |
| Mar05 |
041220 |
42.95 |
42.95 |
42.00 |
42.54 |
-0.85 |
11,799 |
79,001 |
+3,554 |
| Apr05 |
041220 |
42.72 |
42.73 |
42.12 |
42.46 |
-0.82 |
4,500 |
22,418 |
+58 |
| May05 |
041220 |
42.17 |
42.58 |
42.04 |
42.31 |
-0.80 |
1,321 |
9,881 |
-401 |
| Jun05 |
041220 |
42.40 |
42.42 |
41.75 |
42.13 |
-0.80 |
4,491 |
14,484 |
-2,844 |
| Jul05 |
041220 |
41.82 |
41.93 |
41.82 |
41.93 |
-0.78 |
125 |
6,444 |
-33 |
| Aug05 |
041220 |
42.00 |
42.00 |
41.71 |
41.71 |
-0.76 |
0 |
3,693 |
+0 |
| Sep05 |
041220 |
41.49 |
41.49 |
41.49 |
41.49 |
-0.74 |
0 |
7,426 |
+0 |
| Oct05 |
041220 |
41.27 |
41.27 |
41.27 |
41.27 |
-0.71 |
450 |
3,350 |
+450 |
| Nov05 |
041220 |
41.05 |
41.05 |
41.05 |
41.05 |
-0.68 |
0 |
3,547 |
+0 |
| Dec05 |
041220 |
41.15 |
41.15 |
40.60 |
40.83 |
-0.65 |
1,715 |
35,986 |
-500 |
| Jan06 |
041220 |
40.61 |
40.61 |
40.61 |
40.61 |
-0.64 |
0 |
40 |
|
| Mar06 |
041220 |
40.18 |
40.18 |
40.18 |
40.18 |
-0.61 |
0 |
3,125 |
+0 |
| Total Volume and Open Interest |
55,946 |
317,606 |
-3,839 |
| Gas Oil(ICE) |
| Jan05 |
041220 |
427.00 |
427.25 |
410.00 |
411.50 |
-11.25 |
11,820 |
53,915 |
-1,593 |
| Feb05 |
041220 |
419.25 |
419.50 |
405.25 |
406.00 |
-9.25 |
6,670 |
39,085 |
-102 |
| Mar05 |
041220 |
409.25 |
409.25 |
396.25 |
396.25 |
-7.75 |
2,367 |
8,721 |
-425 |
| Apr05 |
041220 |
396.50 |
396.50 |
385.50 |
385.50 |
-6.75 |
1,065 |
9,077 |
+362 |
| May05 |
041220 |
385.50 |
385.50 |
379.25 |
379.25 |
-6.25 |
240 |
4,567 |
+75 |
| Jun05 |
041220 |
381.00 |
381.00 |
375.50 |
375.50 |
-6.00 |
140 |
12,913 |
-1,005 |
| Jul05 |
041220 |
374.25 |
374.25 |
374.25 |
374.25 |
-6.00 |
0 |
1,419 |
+0 |
| Aug05 |
041220 |
373.25 |
373.25 |
373.25 |
373.25 |
-6.00 |
0 |
1,546 |
+0 |
| Sep05 |
041220 |
372.25 |
372.25 |
372.25 |
372.25 |
-6.00 |
0 |
5,404 |
-55 |
| Oct05 |
041220 |
371.00 |
371.00 |
371.00 |
371.00 |
-5.50 |
0 |
1,050 |
+0 |
| Total Volume and Open Interest |
22,302 |
164,780 |
-2,675 |
| US Dollar Index(ICE) |
| Mar05 |
041220 |
82.110 |
82.200 |
81.680 |
81.750 |
-0.480 |
2,110 |
22,315 |
-55 |
| Jun05 |
041220 |
81.810 |
81.810 |
81.810 |
81.810 |
-0.480 |
2 |
2,019 |
+0 |
| Sep05 |
041220 |
81.870 |
81.870 |
81.870 |
81.870 |
-0.480 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
2,112 |
24,378 |
-55 |
| Australian Dollar(CME) |
| Mar05 |
041220 |
75.90 |
76.02 |
75.78 |
75.83 |
-0.02 |
995 |
54,353 |
-1,541 |
| Jun05 |
041220 |
75.38 |
75.38 |
75.38 |
75.38 |
-0.02 |
0 |
328 |
+0 |
| Sep05 |
041220 |
74.96 |
74.96 |
74.96 |
74.96 |
-0.02 |
0 |
312 |
+0 |
| Total Volume and Open Interest |
995 |
55,103 |
-1,541 |
| British Pound(CME) |
| Mar05 |
041220 |
193.63 |
193.92 |
193.60 |
193.72 |
+0.84 |
2,128 |
80,885 |
+192 |
| Jun05 |
041220 |
192.82 |
192.82 |
192.82 |
192.82 |
+0.84 |
0 |
14 |
+0 |
| Sep05 |
041220 |
191.92 |
191.92 |
191.92 |
191.92 |
+0.84 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,128 |
80,922 |
+192 |
| Canadian Dollar(CME) |
| Mar05 |
041220 |
81.40 |
81.52 |
81.15 |
81.32 |
-0.16 |
3,550 |
60,601 |
+1,348 |
| Jun05 |
041220 |
81.39 |
81.39 |
81.28 |
81.38 |
-0.16 |
175 |
2,683 |
+3 |
| Sep05 |
041220 |
81.45 |
81.48 |
81.45 |
81.48 |
-0.16 |
0 |
741 |
+0 |
| Dec05 |
041220 |
81.60 |
81.60 |
81.60 |
81.60 |
-0.16 |
12 |
446 |
-2 |
| Total Volume and Open Interest |
3,737 |
64,478 |
+1,349 |
| Japanese Yen(CME) |
| Mar05 |
041220 |
96.52 |
96.81 |
96.46 |
96.64 |
+0.29 |
4,793 |
124,178 |
-629 |
| Jun05 |
041220 |
97.32 |
97.32 |
97.32 |
97.32 |
+0.29 |
0 |
20,063 |
+0 |
| Sep05 |
041220 |
98.12 |
98.12 |
98.12 |
98.12 |
+0.29 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
4,793 |
144,368 |
-629 |
| Swiss Franc(CME) |
| Mar05 |
041220 |
87.37 |
87.65 |
87.28 |
87.38 |
+0.70 |
2,760 |
56,427 |
-146 |
| Jun05 |
041220 |
87.85 |
87.85 |
87.81 |
87.81 |
+0.70 |
1 |
73 |
+0 |
| Sep05 |
041220 |
88.27 |
88.27 |
88.27 |
88.27 |
+0.70 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2,761 |
56,566 |
-146 |
| EuroFX(CME) |
| Mar05 |
041220 |
133.92 |
134.19 |
133.83 |
134.01 |
+1.03 |
7,132 |
136,288 |
-4,717 |
| Jun05 |
041220 |
134.12 |
134.23 |
134.12 |
134.23 |
+1.03 |
54 |
1,015 |
+2 |
| Sep05 |
041220 |
134.53 |
134.53 |
134.53 |
134.53 |
+1.03 |
0 |
295 |
-1 |
| Total Volume and Open Interest |
7,758 |
138,411 |
-4,158 |
| Mexican Peso(CME) |
| Jan05 |
041220 |
891.8 |
891.8 |
886.5 |
891.8 |
+5.2 |
0 |
115 |
+0 |
| Feb05 |
041220 |
887.5 |
887.5 |
882.2 |
887.5 |
+5.2 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
4,431 |
84,070 |
-284 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041220 |
113~040 |
113~260 |
113~040 |
113~240 |
+0~130 |
22,837 |
25,963 |
-24,744 |
| Mar05 |
041220 |
112~120 |
112~270 |
112~070 |
112~150 |
+0~040 |
264,030 |
612,304 |
-629 |
| Jun05 |
041220 |
111~230 |
111~270 |
111~180 |
111~190 |
+0~030 |
3,622 |
12,331 |
+3,438 |
| Total Volume and Open Interest |
290,500 |
650,800 |
-21,923 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041220 |
112~215 |
112~245 |
112~160 |
112~225 |
+0~045 |
9,238 |
46,738 |
-20,896 |
| Mar05 |
041220 |
112~005 |
112~070 |
111~305 |
112~005 |
-0~005 |
748,925 |
1,586,795 |
+8,195 |
| Jun05 |
041220 |
111~075 |
111~170 |
111~035 |
111~040 |
-0~005 |
234 |
15,860 |
+505 |
| Total Volume and Open Interest |
758,397 |
1,650,306 |
-11,871 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041220 |
110~066 |
110~066 |
110~050 |
110~054 |
-0~008 |
63,826 |
0 |
-188,904 |
| Mar05 |
041220 |
109~088 |
109~096 |
109~074 |
109~076 |
-0~004 |
402,411 |
0 |
-1,170,691 |
| Jun05 |
041220 |
109~016 |
109~016 |
109~016 |
109~016 |
-0~004 |
325 |
9,055 |
+180 |
| Total Volume and Open Interest |
466,562 |
9,055 |
-1,359,415 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041220 |
105~030 |
105~030 |
105~016 |
105~018 |
-0~006 |
21 |
13,378 |
-5,736 |
| Mar05 |
041220 |
104~106 |
104~110 |
104~096 |
104~097 |
-0~007 |
750 |
228,326 |
+3,914 |
| Total Volume and Open Interest |
771 |
241,704 |
-1,822 |
| Eurodollars(CME) |
| Mar05 |
041220 |
97.090 |
97.100 |
97.065 |
97.070 |
-0.015 |
38,324 |
1,055,399 |
-5,348 |
| Jun05 |
041220 |
96.805 |
96.820 |
96.765 |
96.770 |
-0.030 |
24,672 |
1,054,066 |
+9,489 |
| Sep05 |
041220 |
96.600 |
96.610 |
96.545 |
96.550 |
-0.040 |
29,377 |
919,087 |
+7,173 |
| Dec05 |
041220 |
96.435 |
96.455 |
96.380 |
96.385 |
-0.045 |
32,400 |
705,344 |
+13,574 |
| Mar06 |
041220 |
96.340 |
96.360 |
96.285 |
96.290 |
-0.040 |
24,396 |
568,771 |
+4,985 |
| Jun06 |
041220 |
96.260 |
96.280 |
96.210 |
96.215 |
-0.040 |
13,971 |
379,935 |
-514 |
| Sep06 |
041220 |
96.190 |
96.210 |
96.145 |
96.150 |
-0.025 |
17,075 |
294,771 |
-1,594 |
| Dec06 |
041220 |
96.105 |
96.115 |
96.070 |
96.075 |
-0.015 |
18,595 |
237,227 |
+733 |
| Mar07 |
041220 |
96.035 |
96.040 |
96.005 |
96.005 |
-0.015 |
8,850 |
181,709 |
-910 |
| Jun07 |
041220 |
95.950 |
95.960 |
95.925 |
95.930 |
-0.005 |
8,026 |
155,991 |
-1,523 |
| Sep07 |
041220 |
95.860 |
95.870 |
95.845 |
95.850 |
unch |
5,973 |
120,289 |
-504 |
| Dec07 |
041220 |
95.775 |
95.775 |
95.755 |
95.760 |
+0.005 |
11,716 |
128,824 |
+2,404 |
| Mar08 |
041220 |
95.690 |
95.700 |
95.690 |
95.690 |
+0.015 |
4,480 |
92,748 |
+1,242 |
| Jun08 |
041220 |
95.590 |
95.600 |
95.590 |
95.595 |
+0.020 |
4,245 |
95,152 |
+1,076 |
| Sep08 |
041220 |
95.490 |
95.510 |
95.490 |
95.495 |
+0.020 |
3,903 |
90,869 |
+121 |
| Dec08 |
041220 |
95.380 |
95.395 |
95.380 |
95.390 |
+0.025 |
8,170 |
83,269 |
+1,310 |
| Mar09 |
041220 |
95.300 |
95.330 |
95.300 |
95.310 |
+0.030 |
2,574 |
57,254 |
-173 |
| Jun09 |
041220 |
95.205 |
95.235 |
95.205 |
95.215 |
+0.030 |
2,855 |
45,362 |
+106 |
| Total Volume and Open Interest |
265,755 |
6,461,094 |
+32,994 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041220 |
97.850 |
97.850 |
97.850 |
97.850 |
unch |
1,624 |
145,623 |
-1,241 |
| Jan05 |
041220 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
1,823 |
140,899 |
-1,251 |
| Feb05 |
041220 |
97.510 |
97.510 |
97.510 |
97.510 |
-0.010 |
8,308 |
116,296 |
+3,658 |
| Mar05 |
041220 |
97.430 |
97.430 |
97.430 |
97.430 |
-0.010 |
2,023 |
39,537 |
+2,018 |
| Apr05 |
041220 |
97.290 |
97.290 |
97.280 |
97.290 |
-0.010 |
633 |
21,927 |
-2,802 |
| May05 |
041220 |
97.100 |
97.100 |
97.090 |
97.100 |
-0.020 |
55 |
3,505 |
+116 |
| Total Volume and Open Interest |
14,466 |
468,007 |
+509 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041220 |
97.845 |
97.850 |
97.845 |
97.850 |
+0.005 |
3,011 |
0 |
+0 |
| Jan05 |
041220 |
97.745 |
97.750 |
97.745 |
97.750 |
unch |
1,330 |
0 |
+0 |
| Feb05 |
041220 |
97.515 |
97.520 |
97.510 |
97.515 |
-0.005 |
10,495 |
0 |
+0 |
| Mar05 |
041220 |
97.435 |
97.435 |
97.430 |
97.430 |
-0.005 |
4,242 |
0 |
+0 |
| Apr05 |
041220 |
97.290 |
97.295 |
97.280 |
97.280 |
-0.010 |
4,707 |
0 |
+0 |
| May05 |
041220 |
97.090 |
97.090 |
97.090 |
97.090 |
-0.025 |
137 |
0 |
+0 |
| Total Volume and Open Interest |
23,923 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar05 |
041220 |
99.90 |
99.90 |
99.90 |
99.90 |
-0.01 |
0 |
52,399 |
-1,673 |
| Jun05 |
041220 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1 |
32,771 |
-968 |
| Sep05 |
041220 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.01 |
0 |
7,416 |
-24 |
| Dec05 |
041220 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
5,373 |
-776 |
| Mar06 |
041220 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
7,716 |
-1 |
| Jun06 |
041220 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
4,708 |
+0 |
| Sep06 |
041220 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
3,099 |
+0 |
| Dec06 |
041220 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
| Mar07 |
041220 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
1 |
+0 |
| Jun07 |
041220 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1 |
114,937 |
-3,442 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041220 |
99.90 |
99.90 |
99.90 |
99.90 |
0.00 |
409 |
103,826 |
+1,599 |
| Jun05 |
041220 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
613 |
91,624 |
-51 |
| Sep05 |
041220 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
254 |
43,831 |
-279 |
| Dec05 |
041220 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
261 |
35,307 |
+41 |
| Mar06 |
041220 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
471 |
27,916 |
-7 |
| Jun06 |
041220 |
99.68 |
99.68 |
99.67 |
99.67 |
unch |
64 |
14,023 |
+45 |
| Sep06 |
041220 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
100 |
7,905 |
+70 |
| Dec06 |
041220 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
6,654 |
+0 |
| Total Volume and Open Interest |
2,172 |
338,070 |
+1,418 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041220 |
138.55 |
138.82 |
138.50 |
138.76 |
+0.16 |
1,241 |
43,048 |
-943 |
| Jun05 |
041220 |
138.13 |
138.13 |
138.13 |
138.13 |
+0.16 |
|
|
|
| Sep05 |
041220 |
138.13 |
138.13 |
138.13 |
138.13 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
1,241 |
43,048 |
-943 |
| Euro-Bund(EUREX) |
| Mar05 |
041220 |
119.16 |
119.42 |
119.13 |
119.33 |
+0.21 |
377,586 |
1,212,129 |
-92,355 |
| Jun05 |
041220 |
118.45 |
118.45 |
118.40 |
118.42 |
+0.22 |
1,064 |
607 |
+61 |
| Total Volume and Open Interest |
378,650 |
1,212,736 |
-92,294 |
| Euro-Bobl(EUREX) |
| Mar05 |
041220 |
113.14 |
113.39 |
113.13 |
113.34 |
+0.21 |
249,509 |
784,036 |
-5,540 |
| Jun05 |
041220 |
112.52 |
112.52 |
112.52 |
112.52 |
+0.24 |
46 |
440 |
-400 |
| Sep05 |
041220 |
112.34 |
112.34 |
112.34 |
112.34 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
623,531 |
790,416 |
+5,471 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
| Mar05 |
041220 |
97.770 |
97.785 |
97.770 |
97.780 |
+0.010 |
2,244 |
14,287 |
+243 |
| Jun05 |
041220 |
97.685 |
97.695 |
97.685 |
97.690 |
+0.015 |
93 |
5,740 |
-544 |
| Total Volume and Open Interest |
2,932 |
29,354 |
+123 |
| Long Gilt(LIFFE) |
| Dec04 |
041220 |
110~17 |
110~17 |
110~10 |
110~14 |
+0~07 |
210 |
18,930 |
-73 |
| Mar05 |
041220 |
112~00 |
112~10 |
112~00 |
112~06 |
+0~08 |
47,873 |
209,436 |
+3,516 |
| Total Volume and Open Interest |
48,083 |
228,366 |
+3,443 |
| 3-Mth Short Sterling(LIFFE) |
| Mar05 |
041220 |
95.07 |
95.08 |
95.05 |
95.06 |
-0.02 |
47,186 |
247,975 |
-5,023 |
| Jun05 |
041220 |
95.10 |
95.13 |
95.09 |
95.11 |
-0.01 |
57,941 |
222,624 |
-9,826 |
| Sep05 |
041220 |
95.13 |
95.15 |
95.11 |
95.14 |
-0.01 |
75,001 |
234,107 |
-16,102 |
| Dec05 |
041220 |
95.14 |
95.17 |
95.11 |
95.15 |
unch |
48,464 |
183,535 |
-8,289 |
| Mar06 |
041220 |
95.13 |
95.17 |
95.11 |
95.15 |
unch |
24,835 |
99,733 |
-2,000 |
| Jun06 |
041220 |
95.14 |
95.17 |
95.11 |
95.15 |
unch |
15,731 |
73,369 |
-5,075 |
| Total Volume and Open Interest |
290,107 |
1,217,694 |
-41,585 |
| 3-Mth Euribor(LIFFE) |
| Mar05 |
041220 |
97.775 |
97.785 |
97.765 |
97.780 |
+0.005 |
129,923 |
523,842 |
-14,421 |
| Jun05 |
041220 |
97.670 |
97.695 |
97.660 |
97.690 |
+0.010 |
148,216 |
583,109 |
-25,006 |
| Sep05 |
041220 |
97.575 |
97.610 |
97.565 |
97.600 |
+0.015 |
166,854 |
429,911 |
-3,652 |
| Total Volume and Open Interest |
715,410 |
2,757,141 |
-70,916 |
| 3-Mth Aus T-Bills(SFE) |
| Mar05 |
041220 |
94.69 |
94.69 |
94.65 |
94.66 |
-0.03 |
11,206 |
284,738 |
-4,616 |
| Jun05 |
041220 |
94.70 |
94.71 |
94.66 |
94.67 |
-0.03 |
7,494 |
141,434 |
-11,750 |
| Sep05 |
041220 |
94.69 |
94.69 |
94.65 |
94.65 |
-0.04 |
1,127 |
42,757 |
+31 |
| Dec05 |
041220 |
94.68 |
94.68 |
94.63 |
94.63 |
-0.05 |
959 |
23,213 |
-272 |
| Mar06 |
041220 |
94.64 |
94.64 |
94.59 |
94.59 |
-0.06 |
561 |
14,752 |
+78 |
| Jun06 |
041220 |
94.60 |
94.60 |
94.55 |
94.55 |
-0.06 |
256 |
10,707 |
-86 |
| Sep06 |
041220 |
94.56 |
94.56 |
94.51 |
94.51 |
-0.08 |
500 |
7,012 |
+129 |
| Dec06 |
041220 |
94.52 |
94.53 |
94.47 |
94.48 |
-0.08 |
490 |
3,287 |
+40 |
| Mar07 |
041220 |
94.47 |
94.47 |
94.42 |
94.44 |
-0.08 |
310 |
1,917 |
-150 |
| Jun07 |
041220 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.08 |
50 |
1,590 |
+50 |
| Total Volume and Open Interest |
22,953 |
533,470 |
-16,546 |
| 10-Year Aus T-Bonds(SFE) |
| Mar05 |
041220 |
94.82 |
94.84 |
94.74 |
94.76 |
-0.06 |
18,809 |
262,368 |
+3,582 |
| Total Volume and Open Interest |
18,809 |
262,368 |
+3,582 |
| 3-Year Aus T-Bonds(SFE) |
| Mar05 |
041220 |
95.03 |
95.05 |
94.93 |
94.95 |
-0.08 |
53,334 |
420,289 |
+3,661 |
| Total Volume and Open Interest |
53,334 |
420,289 |
+3,661 |
| Gold(CMX) |
| Dec04 |
041220 |
442.5 |
444.0 |
442.0 |
442.4 |
+0.8 |
94 |
694 |
+6 |
| Feb05 |
041220 |
443.5 |
445.6 |
442.3 |
443.6 |
+0.7 |
40,723 |
223,772 |
+173 |
| Apr05 |
041220 |
445.3 |
447.2 |
444.7 |
445.7 |
+0.7 |
479 |
17,850 |
+78 |
| Jun05 |
041220 |
449.5 |
449.8 |
447.3 |
448.1 |
+0.7 |
2,498 |
29,042 |
+1,919 |
| Aug05 |
041220 |
451.8 |
451.8 |
450.5 |
450.5 |
+0.8 |
8 |
7,750 |
+0 |
| Oct05 |
041220 |
452.9 |
452.9 |
452.9 |
452.9 |
+0.8 |
0 |
3,496 |
+0 |
| Dec05 |
041220 |
455.9 |
457.5 |
454.0 |
455.4 |
+0.9 |
238 |
18,387 |
+95 |
| Feb06 |
041220 |
458.0 |
458.0 |
458.0 |
458.0 |
+0.9 |
5 |
595 |
+0 |
| Apr06 |
041220 |
461.4 |
461.4 |
460.6 |
460.6 |
+0.9 |
0 |
591 |
+0 |
| Jun06 |
041220 |
463.2 |
463.2 |
463.2 |
463.2 |
+0.9 |
55 |
8,412 |
+50 |
| Aug06 |
041220 |
465.8 |
465.8 |
465.8 |
465.8 |
+0.9 |
0 |
170 |
+0 |
| Oct06 |
041220 |
468.5 |
468.5 |
468.5 |
468.5 |
+0.9 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
44,103 |
320,905 |
+2,321 |
| Silver(CMX) |
| Dec04 |
041220 |
684.5 |
684.5 |
683.0 |
683.0 |
+6.4 |
37 |
129 |
-154 |
| Mar05 |
041220 |
685.0 |
695.5 |
682.0 |
686.5 |
+6.2 |
12,668 |
75,304 |
-1,949 |
| May05 |
041220 |
690.0 |
697.0 |
689.0 |
689.6 |
+6.2 |
303 |
6,889 |
+45 |
| Jul05 |
041220 |
693.0 |
699.0 |
692.7 |
692.7 |
+6.2 |
249 |
3,471 |
+88 |
| Sep05 |
041220 |
696.2 |
696.2 |
696.2 |
696.2 |
+6.2 |
0 |
527 |
-200 |
| Dec05 |
041220 |
702.0 |
710.0 |
698.0 |
700.3 |
+6.2 |
32 |
9,992 |
+25 |
| Mar06 |
041220 |
717.0 |
717.0 |
704.0 |
704.0 |
+6.2 |
1 |
176 |
+1 |
| Total Volume and Open Interest |
13,291 |
99,952 |
-2,146 |
| Platinum(NYMEX) |
| Jan05 |
041220 |
842.0 |
846.5 |
840.0 |
842.8 |
+5.7 |
842 |
4,864 |
-382 |
| Apr05 |
041220 |
842.0 |
843.0 |
838.0 |
840.6 |
+6.0 |
509 |
1,345 |
+349 |
| Jul05 |
041220 |
837.6 |
837.6 |
837.6 |
837.6 |
+6.0 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
1,352 |
6,212 |
-32 |
| Palladium(NYMEX) |
| Dec04 |
041220 |
183.20 |
183.20 |
183.20 |
183.20 |
+4.70 |
12 |
218 |
+0 |
| Mar05 |
041220 |
182.00 |
187.00 |
182.00 |
184.30 |
+4.60 |
766 |
11,682 |
+230 |
| Jun05 |
041220 |
185.00 |
190.00 |
185.00 |
186.30 |
+4.60 |
3 |
236 |
+0 |
| Total Volume and Open Interest |
781 |
12,192 |
+241 |
| Copper(CMX) |
| Dec04 |
041220 |
147.60 |
149.10 |
147.60 |
149.05 |
+1.80 |
383 |
2,935 |
-385 |
| Mar05 |
041220 |
140.50 |
142.10 |
140.20 |
142.05 |
+2.10 |
3,680 |
52,451 |
+1,580 |
| May05 |
041220 |
137.20 |
138.70 |
137.00 |
138.50 |
+2.05 |
112 |
6,264 |
+252 |
| Jul05 |
041220 |
134.60 |
134.90 |
134.60 |
134.90 |
+1.70 |
3 |
5,121 |
+96 |
| Sep05 |
041220 |
131.30 |
131.30 |
131.30 |
131.30 |
+1.35 |
98 |
3,584 |
+38 |
| Total Volume and Open Interest |
4,825 |
84,728 |
+1,833 |
| Aluminum(CMX) |
| Dec04 |
041220 |
89.65 |
89.80 |
89.65 |
89.80 |
+1.10 |
10 |
256 |
+10 |
| Jan05 |
041220 |
90.10 |
90.10 |
90.10 |
90.10 |
+1.10 |
0 |
1,276 |
+0 |
| Feb05 |
041220 |
90.10 |
90.10 |
90.10 |
90.10 |
+1.10 |
0 |
651 |
+0 |
| Mar05 |
041220 |
90.10 |
90.10 |
90.10 |
90.10 |
+1.10 |
8 |
681 |
+0 |
| Apr05 |
041220 |
89.80 |
89.80 |
89.80 |
89.80 |
+1.05 |
0 |
486 |
+0 |
| May05 |
041220 |
89.45 |
89.45 |
89.45 |
89.45 |
+1.00 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
18 |
8,861 |
+10 |
| DJIA Index(CBOT) |
| Mar05 |
041220 |
10710 |
10740 |
10657 |
10685 |
+8 |
5,737 |
48,215 |
+1,396 |
| Jun05 |
041220 |
10713 |
10713 |
10713 |
10713 |
+4 |
0 |
32 |
+26 |
| Dec05 |
041220 |
10758 |
10758 |
10758 |
10758 |
+4 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,737 |
48,248 |
-27,814 |
| S & P 500(CME) |
| Mar05 |
041220 |
1201.00 |
1206.60 |
1195.20 |
1198.70 |
+0.40 |
40,911 |
663,795 |
-1,381 |
| Jun05 |
041220 |
1202.60 |
1202.60 |
1202.60 |
1202.60 |
+0.50 |
150 |
10,083 |
-70 |
| Sep05 |
041220 |
1206.90 |
1206.90 |
1206.90 |
1206.90 |
+0.60 |
73 |
1,825 |
+6 |
| Dec05 |
041220 |
1211.90 |
1211.90 |
1211.90 |
1211.90 |
+1.20 |
0 |
123 |
+0 |
| Total Volume and Open Interest |
41,134 |
675,900 |
-126,613 |
| S & P 500 E-Mini(Globex) |
| Mar05 |
041220 |
1197.50 |
1206.75 |
1195.25 |
1198.75 |
+0.50 |
821,953 |
690,600 |
+4,312 |
| Jun05 |
041220 |
1200.50 |
1208.25 |
1199.75 |
1202.50 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
828,168 |
1,113,054 |
|
| NASDAQ 100(CME) |
| Mar05 |
041220 |
1615.00 |
1624.00 |
1595.00 |
1604.00 |
-6.50 |
9,438 |
66,304 |
+959 |
| Jun05 |
041220 |
1614.50 |
1614.50 |
1614.50 |
1614.50 |
-6.50 |
0 |
6 |
+0 |
| Sep05 |
041220 |
1625.00 |
1625.00 |
1625.00 |
1625.00 |
-6.50 |
|
|
|
| Total Volume and Open Interest |
9,438 |
66,310 |
|
| NASDAQ 100 E-Mini(Globex) |
| Mar05 |
041220 |
1617.50 |
1623.50 |
1596.50 |
1604.00 |
-6.50 |
260,045 |
235,754 |
+10,572 |
| Jun05 |
041220 |
1627.50 |
1627.50 |
1609.00 |
1614.50 |
-6.50 |
|
|
|
| Total Volume and Open Interest |
264,479 |
559,680 |
|
| S & P Midcap 400(CME) |
| Mar05 |
041220 |
654.00 |
655.75 |
648.75 |
652.00 |
-0.50 |
545 |
12,844 |
+51 |
| Jun05 |
041220 |
652.00 |
652.00 |
652.00 |
652.00 |
-0.50 |
|
|
|
| Sep05 |
041220 |
652.00 |
652.00 |
652.00 |
652.00 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
545 |
12,844 |
-4,770 |
| Russell 2000(CME) |
| Mar05 |
041220 |
644.50 |
648.00 |
638.25 |
641.50 |
-0.60 |
1,026 |
20,882 |
-403 |
| Jun05 |
041220 |
641.50 |
641.50 |
641.50 |
641.50 |
-0.60 |
|
|
|
| Sep05 |
041220 |
641.50 |
641.50 |
641.50 |
641.50 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
1,026 |
20,882 |
-18,583 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041217 |
643.00 |
645.00 |
640.90 |
641.85 |
-1.25 |
6,071 |
92,324 |
-1,266 |
| Mar05 |
041220 |
642.00 |
648.10 |
638.20 |
641.50 |
-0.60 |
65,093 |
101,001 |
+496 |
| Jun05 |
041220 |
641.50 |
641.50 |
641.50 |
641.50 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
65,166 |
191,913 |
+25,278 |
| Nikkei 225(CME) |
| Mar05 |
041220 |
11030 |
11130 |
11030 |
11120 |
+15 |
8,141 |
162,131 |
+10,018 |
| Jun05 |
041220 |
11070 |
11070 |
11070 |
11070 |
+15 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
8,141 |
162,134 |
+10,018 |
| Nikkei 225(SGX) |
| Mar05 |
041220 |
11030 |
11130 |
11030 |
11120 |
+15 |
8,141 |
162,131 |
+10,018 |
| Jun05 |
041220 |
11070 |
11070 |
11070 |
11070 |
+15 |
0 |
3 |
+0 |
| Sep05 |
041220 |
11065 |
11065 |
11065 |
11065 |
+15 |
|
|
|
| Total Volume and Open Interest |
8,141 |
162,134 |
+10,018 |
| CAC 40(EURONEXT) |
| Jan05 |
041220 |
3736.0 |
3782.0 |
3735.0 |
3768.5 |
+17.0 |
90,227 |
291,828 |
+38,045 |
| Feb05 |
041220 |
3747.5 |
3786.5 |
3747.5 |
3774.0 |
+17.0 |
423 |
221 |
+216 |
| Mar05 |
041220 |
3756.5 |
3792.5 |
3756.5 |
3780.0 |
+17.0 |
3,476 |
86,478 |
+6,308 |
| Total Volume and Open Interest |
94,126 |
393,548 |
-343,833 |
| Hang Seng Index(HKFE) |
| Dec04 |
041220 |
14010 |
14275 |
13980 |
14239 |
+194 |
32,325 |
125,007 |
-1,659 |
| Jan05 |
041220 |
13993 |
14300 |
13990 |
14244 |
+196 |
3,562 |
2,600 |
+733 |
| Total Volume and Open Interest |
35,972 |
130,439 |
-911 |
| DAX(EUREX) |
| Mar05 |
041220 |
4206.0 |
4252.5 |
4200.0 |
4226.5 |
+41.5 |
71,130 |
179,011 |
+16,520 |
| Jun05 |
041220 |
4246.0 |
4275.0 |
4246.0 |
4250.0 |
+41.5 |
416 |
2,913 |
+13 |
| Total Volume and Open Interest |
71,667 |
181,924 |
-106,115 |
| FT-SE 100(EURONEXT) |
| Mar05 |
041220 |
4708.00 |
4746.00 |
4706.00 |
4734.50 |
+35.00 |
64,800 |
439,467 |
+11,354 |
| Jun05 |
041220 |
4755.00 |
4758.00 |
4749.50 |
4749.50 |
+35.50 |
7 |
17,033 |
+5 |
| Sep05 |
041220 |
4763.00 |
4763.00 |
4763.00 |
4763.00 |
+36.00 |
0 |
3,550 |
+0 |
| Total Volume and Open Interest |
64,807 |
460,050 |
-99,435 |
| SPI 200(SFE) |
| Dec04 |
041216 |
3959.0 |
3971.0 |
3953.0 |
3971.0 |
+27.0 |
37,390 |
128,529 |
-38,259 |
| Mar05 |
041220 |
4002.0 |
4013.0 |
3990.0 |
4013.0 |
unch |
17,440 |
162,412 |
-2,115 |
| Jun05 |
041220 |
4014.0 |
4026.0 |
4005.0 |
4026.0 |
unch |
16 |
3,011 |
+13 |
| Total Volume and Open Interest |
17,460 |
170,882 |
-76,431 |
| GSCI(CME) |
| Jan05 |
041220 |
329.90 |
329.90 |
324.90 |
326.90 |
-5.10 |
185 |
17,898 |
-104 |
| Feb05 |
041220 |
325.00 |
325.00 |
325.00 |
325.00 |
-5.00 |
|
|
|
| Mar05 |
041220 |
322.00 |
322.00 |
322.00 |
322.00 |
-3.50 |
|
|
|
| Total Volume and Open Interest |
185 |
17,898 |
-104 |
| RJ/CRB Index(ICE) |
| Jan05 |
041220 |
285.75 |
286.50 |
285.00 |
285.00 |
-0.25 |
28 |
247 |
-4 |
| Feb05 |
041220 |
283.00 |
283.50 |
283.00 |
283.50 |
-1.00 |
2 |
118 |
-1 |
| Apr05 |
041220 |
284.00 |
284.00 |
284.00 |
284.00 |
-0.75 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
30 |
588 |
-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. |
|
|