|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue December 21, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041221 |
548.00 |
552.00 |
547.00 |
549.00 |
-1.00 |
32,263 |
57,938 |
-4,831 |
Mar05 |
041221 |
547.50 |
551.00 |
546.00 |
546.75 |
-1.75 |
54,460 |
106,245 |
+2,358 |
May05 |
041221 |
551.50 |
554.50 |
550.50 |
552.25 |
-0.25 |
7,132 |
38,427 |
+969 |
Jul05 |
041221 |
558.00 |
561.00 |
556.50 |
558.00 |
-0.25 |
4,439 |
26,791 |
-75 |
Aug05 |
041221 |
559.50 |
562.00 |
559.50 |
560.50 |
unch |
199 |
2,246 |
-25 |
Sep05 |
041221 |
560.00 |
564.00 |
560.00 |
560.25 |
-0.75 |
4 |
757 |
+1 |
Nov05 |
041221 |
567.00 |
571.00 |
565.50 |
567.75 |
-1.00 |
2,443 |
14,454 |
+551 |
Total Volume and Open Interest |
100,941 |
246,959 |
-1,052 |
Soybean Meal(CBOT) |
Jan05 |
041221 |
159.30 |
159.90 |
158.60 |
159.20 |
-0.90 |
9,349 |
21,781 |
-834 |
Mar05 |
041221 |
159.30 |
160.70 |
159.00 |
159.70 |
unch |
10,661 |
45,940 |
+86 |
May05 |
041221 |
161.60 |
163.00 |
161.50 |
162.40 |
unch |
2,818 |
19,774 |
+142 |
Jul05 |
041221 |
164.70 |
166.00 |
164.50 |
165.50 |
+0.20 |
3,063 |
29,820 |
-625 |
Aug05 |
041221 |
167.00 |
167.30 |
166.50 |
166.80 |
+0.10 |
138 |
9,680 |
+141 |
Sep05 |
041221 |
168.80 |
169.00 |
168.10 |
168.20 |
unch |
360 |
6,410 |
+94 |
Oct05 |
041221 |
169.00 |
170.50 |
169.00 |
169.10 |
unch |
485 |
5,927 |
+100 |
Dec05 |
041221 |
172.00 |
173.30 |
172.00 |
172.30 |
+0.30 |
889 |
6,297 |
+356 |
Total Volume and Open Interest |
27,778 |
146,088 |
-538 |
Soybean Oil(CBOT) |
Jan05 |
041221 |
20.75 |
20.93 |
20.75 |
20.86 |
-0.01 |
8,543 |
25,890 |
-2,976 |
Mar05 |
041221 |
20.87 |
21.05 |
20.85 |
20.99 |
+0.02 |
14,763 |
60,512 |
-290 |
May05 |
041221 |
20.95 |
21.10 |
20.90 |
21.09 |
+0.07 |
1,686 |
21,151 |
+346 |
Jul05 |
041221 |
21.04 |
21.20 |
20.98 |
21.17 |
+0.13 |
1,738 |
22,175 |
-241 |
Aug05 |
041221 |
21.00 |
21.15 |
20.95 |
21.13 |
+0.14 |
276 |
5,868 |
-166 |
Sep05 |
041221 |
20.95 |
21.15 |
20.95 |
21.02 |
+0.09 |
3 |
4,012 |
+1 |
Oct05 |
041221 |
20.95 |
21.10 |
20.95 |
21.02 |
+0.21 |
68 |
4,456 |
+30 |
Dec05 |
041221 |
20.80 |
21.00 |
20.80 |
21.00 |
+0.15 |
341 |
8,695 |
+126 |
Total Volume and Open Interest |
27,418 |
153,692 |
-3,170 |
Canola(WCE) |
Jan05 |
041221 |
277.9 |
281.9 |
277.9 |
281.0 |
+1.3 |
5,601 |
14,944 |
-3,970 |
Mar05 |
041221 |
280.2 |
284.4 |
280.2 |
283.5 |
+0.7 |
5,578 |
38,241 |
+2,706 |
May05 |
041221 |
286.8 |
288.9 |
286.8 |
287.2 |
+0.2 |
304 |
2,593 |
+272 |
Jul05 |
041221 |
291.0 |
291.0 |
291.0 |
291.0 |
+2.1 |
1 |
2,007 |
+7 |
Sep05 |
041221 |
293.0 |
293.0 |
293.0 |
293.0 |
+0.7 |
0 |
5 |
+0 |
Total Volume and Open Interest |
11,541 |
69,796 |
-1,037 |
Corn(CBOT) |
Mar05 |
041221 |
206.00 |
206.25 |
205.00 |
205.75 |
-0.75 |
39,126 |
352,281 |
-1,188 |
May05 |
041221 |
213.25 |
213.50 |
212.25 |
213.00 |
-0.75 |
5,523 |
84,766 |
-201 |
Jul05 |
041221 |
220.75 |
221.00 |
219.50 |
220.50 |
-0.75 |
3,113 |
76,000 |
+483 |
Sep05 |
041221 |
228.25 |
228.50 |
227.75 |
228.00 |
-1.00 |
474 |
22,406 |
+183 |
Dec05 |
041221 |
237.50 |
237.75 |
236.75 |
237.50 |
-0.50 |
1,366 |
54,790 |
+432 |
Mar06 |
041221 |
244.50 |
245.00 |
244.00 |
244.50 |
-0.75 |
74 |
1,941 |
+30 |
Total Volume and Open Interest |
49,865 |
595,664 |
-183 |
Wheat(CBOT) |
Mar05 |
041221 |
307.00 |
307.50 |
302.50 |
305.50 |
-0.50 |
20,478 |
146,331 |
-1,008 |
May05 |
041221 |
313.50 |
314.25 |
310.00 |
312.25 |
-0.75 |
1,195 |
15,168 |
+121 |
Jul05 |
041221 |
320.00 |
321.50 |
317.25 |
319.00 |
unch |
1,598 |
15,530 |
-152 |
Sep05 |
041221 |
325.50 |
326.00 |
324.50 |
325.50 |
-0.50 |
11 |
593 |
+0 |
Dec05 |
041221 |
337.50 |
337.50 |
335.00 |
335.50 |
-0.50 |
310 |
8,486 |
+51 |
Total Volume and Open Interest |
23,601 |
186,152 |
-987 |
Wheat(KCBT) |
Mar05 |
041221 |
337.50 |
340.00 |
333.00 |
337.25 |
-2.75 |
8,967 |
50,162 |
-766 |
May05 |
041221 |
330.00 |
331.00 |
325.50 |
329.75 |
-1.25 |
856 |
6,097 |
-88 |
Jul05 |
041221 |
326.00 |
328.50 |
323.00 |
327.00 |
-0.25 |
724 |
9,565 |
+256 |
Sep05 |
041221 |
331.00 |
334.00 |
331.00 |
332.00 |
unch |
23 |
2,235 |
-9 |
Dec05 |
041221 |
344.50 |
344.50 |
341.50 |
343.00 |
unch |
9 |
1,274 |
+0 |
Total Volume and Open Interest |
10,579 |
69,653 |
-607 |
Wheat(MGE) |
Dec04 |
041220 |
343.50 |
343.50 |
341.00 |
341.00 |
+4.00 |
18 |
20 |
+18 |
Mar05 |
041221 |
347.00 |
348.50 |
343.00 |
346.75 |
-1.50 |
3,061 |
21,472 |
+243 |
May05 |
041221 |
352.50 |
352.50 |
348.50 |
351.50 |
-1.50 |
529 |
6,606 |
+25 |
Jul05 |
041221 |
353.00 |
353.00 |
351.00 |
352.00 |
-1.00 |
27 |
3,114 |
+10 |
Sep05 |
041221 |
350.00 |
350.00 |
349.00 |
350.00 |
unch |
31 |
1,374 |
+17 |
Total Volume and Open Interest |
3,653 |
32,960 |
+275 |
Oats(CBOT) |
Mar05 |
041221 |
158.50 |
159.00 |
157.50 |
159.00 |
+1.50 |
621 |
5,970 |
-36 |
May05 |
041221 |
155.75 |
157.75 |
155.75 |
157.00 |
+1.50 |
69 |
590 |
+35 |
Jul05 |
041221 |
154.25 |
157.75 |
154.25 |
157.00 |
+3.00 |
1 |
132 |
+1 |
Sep05 |
041221 |
156.50 |
156.50 |
156.50 |
156.50 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
691 |
6,700 |
+0 |
Rough Rice(CBOT) |
Jan05 |
041221 |
7.60 |
7.60 |
7.55 |
7.56 |
-0.03 |
755 |
2,028 |
-76 |
Mar05 |
041221 |
7.74 |
7.77 |
7.72 |
7.74 |
-0.01 |
721 |
2,370 |
+213 |
May05 |
041221 |
7.95 |
7.97 |
7.90 |
7.90 |
unch |
0 |
271 |
+0 |
Jul05 |
041221 |
8.04 |
8.04 |
8.04 |
8.04 |
+0.04 |
5 |
67 |
+0 |
Total Volume and Open Interest |
1,476 |
4,738 |
+137 |
Live Cattle(CME) |
Dec04 |
041221 |
88.850 |
90.250 |
88.800 |
89.700 |
+1.125 |
1,149 |
4,670 |
-699 |
Feb05 |
041221 |
90.000 |
91.650 |
89.850 |
91.175 |
+1.450 |
8,379 |
71,758 |
+437 |
Apr05 |
041221 |
87.450 |
89.000 |
87.200 |
88.550 |
+1.225 |
4,454 |
20,228 |
+508 |
Jun05 |
041221 |
81.875 |
82.950 |
81.700 |
82.650 |
+0.775 |
872 |
11,403 |
-28 |
Aug05 |
041221 |
80.525 |
81.750 |
80.450 |
81.700 |
+1.050 |
339 |
7,966 |
+77 |
Oct05 |
041221 |
81.400 |
82.500 |
81.400 |
82.500 |
+1.025 |
171 |
4,767 |
+79 |
Total Volume and Open Interest |
15,408 |
123,478 |
+394 |
Feeder Cattle(CME) |
Jan05 |
041221 |
103.400 |
105.400 |
103.150 |
105.300 |
+1.975 |
1,354 |
5,786 |
-357 |
Mar05 |
041221 |
99.650 |
101.900 |
99.400 |
101.850 |
+2.175 |
968 |
5,304 |
+265 |
Apr05 |
041221 |
97.850 |
100.000 |
97.850 |
99.975 |
+1.950 |
107 |
1,904 |
+4 |
May05 |
041221 |
97.800 |
99.250 |
97.750 |
99.200 |
+1.350 |
93 |
2,069 |
+4 |
Aug05 |
041221 |
99.650 |
100.900 |
99.600 |
100.900 |
+1.475 |
64 |
693 |
+11 |
Sep05 |
041221 |
99.250 |
99.500 |
99.250 |
99.500 |
+0.950 |
2 |
20 |
+2 |
Oct05 |
041221 |
99.000 |
99.500 |
99.000 |
99.500 |
+1.100 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,590 |
15,791 |
-69 |
Lean Hogs(CME) |
Feb05 |
041221 |
72.500 |
73.250 |
72.300 |
73.100 |
unch |
4,535 |
59,896 |
+95 |
Apr05 |
041221 |
71.700 |
72.450 |
71.350 |
72.375 |
+0.175 |
2,109 |
16,371 |
+50 |
May05 |
041221 |
69.750 |
70.600 |
69.600 |
70.550 |
+0.050 |
163 |
2,728 |
-12 |
Jun05 |
041221 |
72.150 |
72.775 |
71.700 |
72.750 |
+0.375 |
1,208 |
9,018 |
+180 |
Jul05 |
041221 |
68.250 |
69.150 |
68.250 |
69.075 |
+0.400 |
120 |
2,253 |
+40 |
Aug05 |
041221 |
65.100 |
65.250 |
64.750 |
65.250 |
+0.200 |
12 |
1,861 |
+3 |
Oct05 |
041221 |
57.550 |
57.825 |
57.525 |
57.825 |
-0.175 |
8 |
786 |
+4 |
Dec05 |
041221 |
55.500 |
55.500 |
55.475 |
55.475 |
-0.225 |
2 |
368 |
-6 |
Total Volume and Open Interest |
8,157 |
93,281 |
+354 |
Pork Bellies(CME) |
Feb05 |
041221 |
97.275 |
97.550 |
96.800 |
97.200 |
-0.075 |
252 |
1,697 |
-4 |
Mar05 |
041221 |
96.750 |
97.000 |
96.750 |
96.850 |
-0.500 |
5 |
94 |
+1 |
May05 |
041221 |
99.000 |
99.100 |
98.000 |
98.000 |
-0.375 |
0 |
72 |
+0 |
Jul05 |
041221 |
100.400 |
100.400 |
100.400 |
100.400 |
-0.325 |
0 |
24 |
+0 |
Aug05 |
041221 |
98.250 |
98.250 |
98.250 |
98.250 |
-0.250 |
0 |
5 |
+0 |
Total Volume and Open Interest |
257 |
1,892 |
-3 |
Class III Milk(CME) |
Dec04 |
041221 |
16.45 |
16.50 |
16.41 |
16.50 |
+0.05 |
144 |
4,755 |
+10 |
Jan05 |
041221 |
13.83 |
13.90 |
13.77 |
13.85 |
+0.01 |
231 |
3,270 |
+44 |
Feb05 |
041221 |
13.60 |
13.74 |
13.60 |
13.72 |
+0.12 |
79 |
2,800 |
+14 |
Mar05 |
041221 |
13.05 |
13.30 |
13.00 |
13.25 |
+0.27 |
52 |
2,703 |
+32 |
Apr05 |
041221 |
13.10 |
13.45 |
13.10 |
13.45 |
+0.35 |
53 |
1,644 |
+21 |
Total Volume and Open Interest |
913 |
23,226 |
+267 |
Cocoa(ICE) |
Mar05 |
041221 |
1585 |
1590 |
1569 |
1572 |
-19 |
3,538 |
47,655 |
-600 |
May05 |
041221 |
1585 |
1585 |
1576 |
1576 |
-20 |
420 |
13,883 |
-89 |
Jul05 |
041221 |
1591 |
1593 |
1578 |
1580 |
-20 |
417 |
12,169 |
+83 |
Sep05 |
041221 |
1595 |
1595 |
1583 |
1583 |
-18 |
32 |
10,748 |
+0 |
Dec05 |
041221 |
1591 |
1594 |
1583 |
1583 |
-18 |
76 |
9,675 |
+51 |
Mar06 |
041221 |
1584 |
1584 |
1584 |
1584 |
-20 |
45 |
11,979 |
+0 |
May06 |
041221 |
1587 |
1587 |
1587 |
1587 |
-19 |
25 |
2,288 |
+24 |
Total Volume and Open Interest |
4,521 |
119,247 |
-531 |
Coffee "C"(ICE) |
Dec04 |
041220 |
106.20 |
106.20 |
103.40 |
105.10 |
+2.80 |
31 |
92 |
-84 |
Mar05 |
041221 |
107.00 |
108.70 |
104.90 |
105.05 |
-1.75 |
13,483 |
86,770 |
+523 |
May05 |
041221 |
109.00 |
110.75 |
107.10 |
107.25 |
-1.70 |
2,175 |
14,206 |
+1,013 |
Jul05 |
041221 |
110.30 |
112.50 |
108.90 |
108.90 |
-1.70 |
897 |
4,339 |
+228 |
Sep05 |
041221 |
111.70 |
113.50 |
110.40 |
110.40 |
-1.70 |
158 |
4,524 |
+101 |
Dec05 |
041221 |
114.00 |
116.00 |
112.25 |
112.85 |
-1.70 |
31 |
1,162 |
+4 |
Total Volume and Open Interest |
16,819 |
111,679 |
+1,825 |
Orange Juice(ICE) |
Jan05 |
041221 |
86.80 |
87.00 |
84.80 |
86.25 |
-0.55 |
2,040 |
5,254 |
-1,214 |
Mar05 |
041221 |
88.10 |
88.10 |
86.10 |
87.65 |
-0.45 |
2,541 |
19,795 |
+885 |
May05 |
041221 |
89.40 |
89.45 |
88.00 |
89.00 |
-0.45 |
146 |
7,967 |
+74 |
Jul05 |
041221 |
90.00 |
90.00 |
90.00 |
90.00 |
-0.45 |
39 |
864 |
-15 |
Sep05 |
041221 |
91.00 |
91.00 |
91.00 |
91.00 |
-0.45 |
0 |
94 |
+0 |
Nov05 |
041221 |
91.25 |
92.00 |
91.25 |
92.00 |
-0.45 |
3 |
570 |
+0 |
Total Volume and Open Interest |
4,766 |
34,668 |
-270 |
Sugar #11(ICE) |
Mar05 |
041221 |
8.90 |
8.90 |
8.81 |
8.85 |
-0.03 |
44,938 |
209,795 |
+3,276 |
May05 |
041221 |
9.08 |
9.10 |
9.03 |
9.07 |
-0.01 |
11,806 |
50,029 |
+3,545 |
Jul05 |
041221 |
9.02 |
9.07 |
9.01 |
9.04 |
-0.01 |
7,612 |
32,044 |
+3,060 |
Oct05 |
041221 |
9.00 |
9.05 |
8.99 |
9.02 |
unch |
5,440 |
24,354 |
+1,814 |
Mar06 |
041221 |
8.99 |
9.00 |
8.98 |
8.99 |
-0.01 |
1,033 |
10,814 |
+553 |
Total Volume and Open Interest |
71,067 |
332,290 |
+12,122 |
Sugar #14(ICE) |
Mar05 |
041221 |
20.50 |
20.51 |
20.50 |
20.51 |
+0.04 |
0 |
4,097 |
+0 |
May05 |
041221 |
20.55 |
20.55 |
20.54 |
20.54 |
+0.01 |
0 |
2,165 |
+0 |
Jul05 |
041221 |
20.85 |
20.88 |
20.85 |
20.88 |
+0.04 |
5 |
1,756 |
+0 |
Sep05 |
041221 |
20.84 |
20.87 |
20.84 |
20.87 |
+0.03 |
7 |
2,496 |
+5 |
Nov05 |
041221 |
20.80 |
20.81 |
20.80 |
20.81 |
+0.01 |
5 |
764 |
+3 |
Total Volume and Open Interest |
19 |
11,364 |
+10 |
London Cocoa(LCE) |
Mar05 |
041221 |
844 |
854 |
841 |
845 |
-1 |
10,738 |
66,187 |
+2,186 |
May05 |
041221 |
855 |
865 |
855 |
857 |
-3 |
1,620 |
21,764 |
-24 |
Jul05 |
041221 |
875 |
884 |
873 |
876 |
-2 |
767 |
23,500 |
+145 |
Sep05 |
041221 |
891 |
896 |
889 |
892 |
-1 |
2,491 |
45,330 |
+1,088 |
Dec05 |
041221 |
885 |
886 |
885 |
886 |
+2 |
925 |
38,147 |
+374 |
Mar06 |
041221 |
894 |
895 |
894 |
895 |
+1 |
1,020 |
12,254 |
+890 |
May06 |
041221 |
905 |
905 |
905 |
905 |
+1 |
625 |
1,620 |
+597 |
Total Volume and Open Interest |
18,186 |
209,345 |
+5,256 |
London Coffee(LCE) |
Jan05 |
041221 |
754.00 |
760.00 |
731.00 |
735.00 |
-17.00 |
2,203 |
17,439 |
-1,361 |
Mar05 |
041221 |
797.00 |
799.00 |
771.00 |
774.00 |
-17.00 |
5,923 |
60,555 |
+381 |
May05 |
041221 |
815.00 |
820.00 |
794.00 |
797.00 |
-15.00 |
1,358 |
41,748 |
+142 |
Jul05 |
041221 |
834.00 |
839.00 |
810.00 |
815.00 |
-15.00 |
312 |
13,241 |
+138 |
Sep05 |
041221 |
855.00 |
855.00 |
832.00 |
832.00 |
-15.00 |
154 |
6,703 |
+154 |
Nov05 |
041221 |
869.00 |
869.00 |
846.00 |
851.00 |
-12.00 |
0 |
2,204 |
+0 |
Total Volume and Open Interest |
9,950 |
142,909 |
-546 |
London Sugar(LCE) |
Mar05 |
041221 |
251.00 |
251.20 |
249.00 |
251.00 |
-0.70 |
4,036 |
26,851 |
-559 |
May05 |
041221 |
261.50 |
263.00 |
260.00 |
263.00 |
-0.20 |
1,558 |
13,035 |
+664 |
Aug05 |
041221 |
263.00 |
263.90 |
261.50 |
263.90 |
+0.60 |
409 |
6,478 |
+95 |
Oct05 |
041221 |
260.70 |
263.90 |
260.00 |
263.90 |
+0.60 |
38 |
3,704 |
+18 |
Dec05 |
041221 |
263.90 |
263.90 |
263.90 |
263.90 |
+0.60 |
24 |
1,753 |
+1 |
Total Volume and Open Interest |
6,065 |
53,392 |
+219 |
Cotton(ICE) |
Mar05 |
041221 |
44.20 |
44.25 |
43.60 |
43.62 |
-0.37 |
6,853 |
53,963 |
-1,445 |
May05 |
041221 |
43.75 |
43.90 |
43.65 |
43.76 |
-0.10 |
1,361 |
10,279 |
+222 |
Jul05 |
041221 |
44.50 |
44.60 |
44.30 |
44.48 |
-0.02 |
498 |
10,811 |
+138 |
Oct05 |
041221 |
46.05 |
46.05 |
46.05 |
46.05 |
-0.25 |
0 |
274 |
+0 |
Dec05 |
041221 |
47.40 |
47.40 |
47.10 |
47.10 |
-0.30 |
96 |
6,513 |
+4 |
Mar06 |
041221 |
49.05 |
49.05 |
49.05 |
49.05 |
-0.40 |
67 |
933 |
+0 |
Total Volume and Open Interest |
8,808 |
83,346 |
-1,081 |
Lumber(CME) |
Jan05 |
041221 |
327.7 |
338.2 |
326.6 |
338.2 |
+10.0 |
673 |
2,229 |
-109 |
Mar05 |
041221 |
341.0 |
348.8 |
339.0 |
348.8 |
+9.1 |
196 |
946 |
-11 |
May05 |
041221 |
346.9 |
351.0 |
345.2 |
348.5 |
+5.0 |
25 |
288 |
+1 |
Jul05 |
041221 |
347.9 |
349.9 |
347.9 |
349.9 |
+2.8 |
5 |
61 |
-1 |
Total Volume and Open Interest |
899 |
3,529 |
-120 |
Crude Oil(NYM) |
Jan05 |
041220 |
45.89 |
46.00 |
44.90 |
45.64 |
-0.64 |
65,282 |
27,414 |
-26,174 |
Feb05 |
041221 |
45.60 |
46.15 |
45.36 |
45.76 |
-0.02 |
79,557 |
170,789 |
+322 |
Mar05 |
041221 |
45.65 |
46.10 |
45.40 |
45.79 |
-0.02 |
18,035 |
70,770 |
-168 |
Apr05 |
041221 |
45.40 |
45.70 |
45.30 |
45.49 |
-0.02 |
8,391 |
39,838 |
+369 |
May05 |
041221 |
45.20 |
45.50 |
44.95 |
45.15 |
-0.03 |
2,100 |
22,871 |
-512 |
Jun05 |
041221 |
44.90 |
45.07 |
44.60 |
44.79 |
-0.04 |
4,607 |
34,875 |
-98 |
Jul05 |
041221 |
44.15 |
44.50 |
44.15 |
44.43 |
-0.06 |
967 |
18,123 |
+227 |
Aug05 |
041221 |
44.12 |
44.12 |
44.12 |
44.12 |
-0.08 |
728 |
11,103 |
+221 |
Sep05 |
041221 |
43.60 |
43.83 |
43.60 |
43.83 |
-0.10 |
1,117 |
12,951 |
+173 |
Oct05 |
041221 |
43.55 |
43.55 |
43.55 |
43.55 |
-0.11 |
408 |
6,896 |
-29 |
Nov05 |
041221 |
43.29 |
43.29 |
43.29 |
43.29 |
-0.12 |
67 |
14,185 |
-7 |
Dec05 |
041221 |
43.15 |
43.40 |
43.05 |
43.06 |
-0.13 |
3,111 |
54,610 |
-873 |
Jan06 |
041221 |
42.80 |
42.80 |
42.80 |
42.80 |
-0.11 |
356 |
9,337 |
-79 |
Feb06 |
041221 |
42.55 |
42.55 |
42.55 |
42.55 |
-0.10 |
0 |
4,856 |
+0 |
Mar06 |
041221 |
42.32 |
42.32 |
42.32 |
42.32 |
-0.10 |
6 |
9,383 |
-6 |
Apr06 |
041221 |
42.13 |
42.13 |
42.13 |
42.13 |
-0.10 |
0 |
4,852 |
+0 |
Total Volume and Open Interest |
156,891 |
654,071 |
-17,264 |
Heating Oil(NYM) |
Jan05 |
041221 |
139.80 |
141.00 |
138.30 |
139.94 |
+0.06 |
19,196 |
32,767 |
-3,583 |
Feb05 |
041221 |
139.80 |
141.50 |
138.70 |
140.32 |
+0.26 |
15,410 |
58,202 |
+2,354 |
Mar05 |
041221 |
135.00 |
136.20 |
134.20 |
135.42 |
+0.21 |
4,130 |
26,219 |
-373 |
Apr05 |
041221 |
126.70 |
127.50 |
126.00 |
127.22 |
-0.04 |
2,581 |
12,615 |
+300 |
May05 |
041221 |
121.10 |
122.25 |
121.10 |
122.02 |
-0.09 |
977 |
6,280 |
-329 |
Jun05 |
041221 |
119.50 |
119.70 |
119.00 |
119.02 |
-0.09 |
718 |
8,778 |
+236 |
Jul05 |
041221 |
118.50 |
119.00 |
118.22 |
118.22 |
-0.09 |
630 |
5,053 |
-172 |
Aug05 |
041221 |
118.50 |
118.75 |
118.22 |
118.22 |
-0.09 |
140 |
2,865 |
-5 |
Sep05 |
041221 |
118.82 |
118.82 |
118.82 |
118.82 |
-0.09 |
621 |
3,753 |
+364 |
Oct05 |
041221 |
120.40 |
120.40 |
119.57 |
119.57 |
-0.09 |
1 |
645 |
+1 |
Nov05 |
041221 |
121.15 |
121.15 |
120.37 |
120.37 |
-0.04 |
1 |
943 |
+1 |
Dec05 |
041221 |
121.00 |
121.90 |
121.00 |
121.17 |
+0.01 |
263 |
7,835 |
-82 |
Total Volume and Open Interest |
44,771 |
170,872 |
-1,193 |
Gasoline(NYMEX) |
Jan05 |
041221 |
115.20 |
117.80 |
114.05 |
116.69 |
+1.47 |
15,368 |
24,236 |
-2,782 |
Feb05 |
041221 |
119.00 |
120.50 |
117.80 |
119.11 |
+0.11 |
10,528 |
45,597 |
+27 |
Mar05 |
041221 |
121.60 |
122.30 |
120.70 |
121.11 |
-0.29 |
1,695 |
17,522 |
+92 |
Apr05 |
041221 |
128.80 |
129.65 |
128.20 |
128.81 |
-0.34 |
1,418 |
22,454 |
-167 |
May05 |
041221 |
129.25 |
129.75 |
129.16 |
129.16 |
-0.39 |
1,517 |
18,066 |
+417 |
Jun05 |
041221 |
128.50 |
129.00 |
128.50 |
128.86 |
-0.34 |
286 |
8,634 |
-86 |
Jul05 |
041221 |
127.50 |
127.50 |
127.46 |
127.46 |
-0.34 |
266 |
3,665 |
-284 |
Aug05 |
041221 |
125.26 |
125.26 |
125.26 |
125.26 |
-0.29 |
50 |
4,641 |
+0 |
Sep05 |
041221 |
122.46 |
122.46 |
122.46 |
122.46 |
-0.19 |
95 |
6,417 |
+23 |
Oct05 |
041221 |
119.50 |
119.50 |
118.66 |
118.66 |
-0.54 |
33 |
2,728 |
+0 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Jan05 |
041221 |
6.800 |
6.890 |
6.760 |
6.856 |
-0.096 |
24,287 |
30,763 |
-2,441 |
Feb05 |
041221 |
6.860 |
6.930 |
6.800 |
6.904 |
-0.119 |
15,318 |
55,694 |
+813 |
Mar05 |
041221 |
6.850 |
6.880 |
6.780 |
6.865 |
-0.116 |
4,616 |
43,539 |
+757 |
Apr05 |
041221 |
6.490 |
6.490 |
6.405 |
6.475 |
-0.066 |
3,818 |
24,310 |
+579 |
May05 |
041221 |
6.450 |
6.470 |
6.400 |
6.445 |
-0.061 |
1,181 |
22,260 |
+314 |
Jun05 |
041221 |
6.490 |
6.510 |
6.445 |
6.484 |
-0.061 |
694 |
12,715 |
+19 |
Jul05 |
041221 |
6.540 |
6.580 |
6.510 |
6.529 |
-0.061 |
249 |
16,099 |
+36 |
Aug05 |
041221 |
6.590 |
6.590 |
6.510 |
6.549 |
-0.061 |
464 |
11,912 |
-56 |
Sep05 |
041221 |
6.580 |
6.580 |
6.520 |
6.524 |
-0.066 |
296 |
11,571 |
-43 |
Oct05 |
041221 |
6.550 |
6.600 |
6.530 |
6.549 |
-0.066 |
705 |
22,794 |
-192 |
Nov05 |
041221 |
6.840 |
6.870 |
6.830 |
6.849 |
-0.056 |
368 |
10,396 |
-92 |
Dec05 |
041221 |
7.160 |
7.170 |
7.130 |
7.149 |
-0.046 |
328 |
16,209 |
+54 |
Jan06 |
041221 |
7.370 |
7.380 |
7.340 |
7.354 |
-0.041 |
319 |
14,917 |
+125 |
Feb06 |
041221 |
7.340 |
7.360 |
7.330 |
7.339 |
-0.041 |
89 |
8,956 |
-4 |
Mar06 |
041221 |
7.160 |
7.160 |
7.120 |
7.124 |
-0.041 |
178 |
11,134 |
+74 |
Apr06 |
041221 |
6.190 |
6.210 |
6.174 |
6.174 |
-0.041 |
104 |
9,537 |
+3 |
Total Volume and Open Interest |
53,171 |
394,902 |
-84 |
Brent Crude Oil(ICE) |
Feb05 |
041221 |
42.35 |
42.63 |
41.80 |
42.37 |
-0.08 |
29,686 |
75,335 |
+5,208 |
Mar05 |
041221 |
42.40 |
42.74 |
42.00 |
42.57 |
+0.03 |
7,310 |
79,593 |
+592 |
Apr05 |
041221 |
42.25 |
42.70 |
42.22 |
42.55 |
+0.09 |
2,395 |
23,389 |
+971 |
May05 |
041221 |
42.45 |
42.56 |
42.41 |
42.41 |
+0.10 |
673 |
9,768 |
-113 |
Jun05 |
041221 |
42.25 |
42.35 |
42.00 |
42.24 |
+0.11 |
1,368 |
14,422 |
-62 |
Jul05 |
041221 |
42.07 |
42.07 |
42.07 |
42.07 |
+0.14 |
150 |
6,669 |
+225 |
Aug05 |
041221 |
41.83 |
41.83 |
41.83 |
41.83 |
+0.12 |
250 |
3,493 |
-200 |
Sep05 |
041221 |
41.59 |
41.59 |
41.59 |
41.59 |
+0.10 |
0 |
7,426 |
+0 |
Oct05 |
041221 |
41.35 |
41.35 |
41.35 |
41.35 |
+0.08 |
0 |
3,350 |
+0 |
Nov05 |
041221 |
41.11 |
41.11 |
41.11 |
41.11 |
+0.06 |
0 |
3,547 |
+0 |
Dec05 |
041221 |
40.85 |
41.05 |
40.70 |
40.87 |
+0.04 |
460 |
36,246 |
+260 |
Jan06 |
041221 |
40.63 |
40.63 |
40.63 |
40.63 |
+0.02 |
|
|
|
Mar06 |
041221 |
40.16 |
40.16 |
40.16 |
40.16 |
-0.02 |
0 |
3,025 |
-100 |
Total Volume and Open Interest |
42,342 |
324,447 |
+6,841 |
Gas Oil(ICE) |
Jan05 |
041221 |
411.00 |
416.00 |
409.25 |
413.00 |
+1.50 |
10,721 |
54,400 |
+485 |
Feb05 |
041221 |
405.50 |
410.25 |
404.25 |
408.00 |
+2.00 |
4,424 |
39,631 |
+546 |
Mar05 |
041221 |
396.00 |
399.50 |
396.00 |
399.00 |
+2.75 |
473 |
8,724 |
+3 |
Apr05 |
041221 |
386.50 |
388.50 |
386.50 |
388.50 |
+3.00 |
766 |
10,120 |
+1,043 |
May05 |
041221 |
380.50 |
382.50 |
380.50 |
382.50 |
+3.25 |
605 |
4,657 |
+90 |
Jun05 |
041221 |
377.00 |
378.75 |
375.50 |
378.75 |
+3.25 |
194 |
12,813 |
-100 |
Jul05 |
041221 |
377.50 |
377.50 |
377.50 |
377.50 |
+3.25 |
0 |
1,419 |
+0 |
Aug05 |
041221 |
376.50 |
376.50 |
376.50 |
376.50 |
+3.25 |
3 |
1,546 |
+0 |
Sep05 |
041221 |
375.50 |
375.50 |
375.50 |
375.50 |
+3.25 |
8 |
5,404 |
+0 |
Oct05 |
041221 |
374.25 |
374.25 |
374.25 |
374.25 |
+3.25 |
0 |
1,050 |
+0 |
Total Volume and Open Interest |
17,294 |
166,747 |
+1,967 |
US Dollar Index(ICE) |
Mar05 |
041221 |
81.800 |
82.120 |
81.690 |
82.060 |
+0.310 |
981 |
22,613 |
+298 |
Jun05 |
041221 |
82.100 |
82.120 |
82.100 |
82.120 |
+0.310 |
0 |
2,019 |
+0 |
Sep05 |
041221 |
82.180 |
82.180 |
82.180 |
82.180 |
+0.310 |
0 |
31 |
+0 |
Total Volume and Open Interest |
981 |
24,676 |
+298 |
Australian Dollar(CME) |
Mar05 |
041221 |
76.17 |
76.17 |
75.90 |
76.09 |
+0.26 |
1,000 |
55,397 |
+1,044 |
Jun05 |
041221 |
75.64 |
75.64 |
75.64 |
75.64 |
+0.26 |
58 |
354 |
+26 |
Sep05 |
041221 |
75.22 |
75.22 |
75.22 |
75.22 |
+0.26 |
0 |
312 |
+0 |
Total Volume and Open Interest |
1,058 |
56,173 |
+1,070 |
British Pound(CME) |
Mar05 |
041221 |
192.54 |
192.57 |
191.50 |
191.66 |
-2.06 |
1,463 |
81,209 |
+324 |
Jun05 |
041221 |
190.76 |
190.76 |
190.76 |
190.76 |
-2.06 |
0 |
14 |
+0 |
Sep05 |
041221 |
189.86 |
189.86 |
189.86 |
189.86 |
-2.06 |
0 |
11 |
+0 |
Total Volume and Open Interest |
1,463 |
81,246 |
+324 |
Canadian Dollar(CME) |
Mar05 |
041221 |
81.49 |
81.66 |
81.18 |
81.26 |
-0.06 |
1,854 |
58,953 |
-1,648 |
Jun05 |
041221 |
81.45 |
81.50 |
81.22 |
81.32 |
-0.06 |
20 |
2,709 |
+26 |
Sep05 |
041221 |
81.42 |
81.42 |
81.42 |
81.42 |
-0.06 |
31 |
731 |
-10 |
Dec05 |
041221 |
81.87 |
81.87 |
81.54 |
81.54 |
-0.06 |
10 |
456 |
+10 |
Total Volume and Open Interest |
1,920 |
62,870 |
-1,608 |
Japanese Yen(CME) |
Mar05 |
041221 |
96.35 |
96.52 |
96.05 |
96.35 |
-0.29 |
2,348 |
124,803 |
+625 |
Jun05 |
041221 |
97.03 |
97.03 |
97.03 |
97.03 |
-0.29 |
0 |
20,054 |
-9 |
Sep05 |
041221 |
97.83 |
97.83 |
97.83 |
97.83 |
-0.29 |
0 |
81 |
+0 |
Total Volume and Open Interest |
2,348 |
144,984 |
+616 |
Swiss Franc(CME) |
Mar05 |
041221 |
87.34 |
87.36 |
86.96 |
87.06 |
-0.32 |
2,398 |
58,132 |
+1,705 |
Jun05 |
041221 |
87.81 |
87.81 |
87.49 |
87.49 |
-0.32 |
67 |
111 |
+38 |
Sep05 |
041221 |
87.95 |
87.95 |
87.95 |
87.95 |
-0.32 |
0 |
3 |
+0 |
Total Volume and Open Interest |
2,465 |
58,309 |
+1,743 |
EuroFX(CME) |
Mar05 |
041221 |
134.07 |
134.14 |
133.66 |
133.75 |
-0.26 |
7,891 |
139,575 |
+3,287 |
Jun05 |
041221 |
134.08 |
134.18 |
133.96 |
133.97 |
-0.26 |
48 |
1,004 |
-11 |
Sep05 |
041221 |
134.27 |
134.27 |
134.27 |
134.27 |
-0.26 |
0 |
295 |
+0 |
Total Volume and Open Interest |
8,041 |
141,787 |
+3,376 |
Mexican Peso(CME) |
Jan05 |
041221 |
891.0 |
891.0 |
890.2 |
890.2 |
-1.5 |
0 |
115 |
+0 |
Feb05 |
041221 |
886.5 |
886.5 |
886.0 |
886.0 |
-1.5 |
0 |
50 |
+0 |
Total Volume and Open Interest |
9,690 |
85,430 |
+1,360 |
30-Year T-Bonds(CBOT) |
Dec04 |
041220 |
113~040 |
113~260 |
113~040 |
113~240 |
+0~130 |
22,837 |
25,963 |
-24,744 |
Mar05 |
041221 |
112~190 |
112~300 |
112~140 |
112~280 |
+0~130 |
87,002 |
613,989 |
+1,685 |
Jun05 |
041221 |
111~250 |
112~000 |
111~230 |
112~000 |
+0~130 |
231 |
12,341 |
+10 |
Total Volume and Open Interest |
94,414 |
649,965 |
-835 |
10-Year T-Notes(CBOT) |
Dec04 |
041220 |
112~215 |
112~245 |
112~160 |
112~225 |
+0~045 |
9,238 |
46,738 |
-20,896 |
Mar05 |
041221 |
112~035 |
112~080 |
111~300 |
112~065 |
+0~060 |
226,022 |
1,567,911 |
-18,884 |
Jun05 |
041221 |
111~085 |
111~105 |
111~060 |
111~105 |
+0~065 |
7 |
15,723 |
-137 |
Total Volume and Open Interest |
233,782 |
1,620,931 |
-29,375 |
5-Year T-Notes(CBOT) |
Dec04 |
041220 |
110~066 |
110~066 |
110~050 |
110~054 |
-0~008 |
63,826 |
0 |
-188,904 |
Mar05 |
041221 |
109~088 |
109~090 |
109~066 |
109~088 |
+0~012 |
147,743 |
1,151,176 |
+1,151,176 |
Jun05 |
041221 |
109~028 |
109~028 |
109~028 |
109~028 |
+0~012 |
325 |
9,065 |
+10 |
Total Volume and Open Interest |
163,662 |
9,065 |
+10 |
2 Year T-Notes(CBOT) |
Dec04 |
041221 |
105~016 |
105~021 |
105~016 |
105~021 |
+0~003 |
108 |
13,168 |
-210 |
Mar05 |
041221 |
104~100 |
104~101 |
104~092 |
104~100 |
+0~003 |
433 |
231,753 |
+3,427 |
Total Volume and Open Interest |
541 |
244,921 |
+3,217 |
Eurodollars(CME) |
Mar05 |
041221 |
97.075 |
97.080 |
97.070 |
97.075 |
+0.005 |
22,167 |
1,060,776 |
+5,377 |
Jun05 |
041221 |
96.780 |
96.785 |
96.755 |
96.775 |
+0.005 |
21,182 |
1,067,681 |
+13,615 |
Sep05 |
041221 |
96.555 |
96.560 |
96.520 |
96.555 |
+0.005 |
16,904 |
928,121 |
+9,034 |
Dec05 |
041221 |
96.390 |
96.395 |
96.355 |
96.390 |
+0.005 |
16,153 |
718,274 |
+12,930 |
Mar06 |
041221 |
96.295 |
96.305 |
96.265 |
96.305 |
+0.015 |
11,887 |
569,084 |
+313 |
Jun06 |
041221 |
96.225 |
96.240 |
96.205 |
96.230 |
+0.015 |
6,473 |
379,061 |
-874 |
Sep06 |
041221 |
96.165 |
96.170 |
96.140 |
96.165 |
+0.015 |
12,345 |
294,506 |
-265 |
Dec06 |
041221 |
96.090 |
96.095 |
96.070 |
96.090 |
+0.015 |
8,741 |
237,633 |
+406 |
Mar07 |
041221 |
96.020 |
96.030 |
95.995 |
96.025 |
+0.020 |
5,040 |
181,465 |
-244 |
Jun07 |
041221 |
95.945 |
95.950 |
95.920 |
95.950 |
+0.020 |
4,755 |
155,663 |
-328 |
Sep07 |
041221 |
95.865 |
95.870 |
95.840 |
95.870 |
+0.020 |
4,635 |
120,663 |
+374 |
Dec07 |
041221 |
95.785 |
95.785 |
95.745 |
95.780 |
+0.020 |
4,582 |
128,811 |
-13 |
Mar08 |
041221 |
95.700 |
95.710 |
95.675 |
95.710 |
+0.020 |
3,682 |
93,549 |
+801 |
Jun08 |
041221 |
95.605 |
95.615 |
95.580 |
95.615 |
+0.020 |
2,366 |
95,671 |
+519 |
Sep08 |
041221 |
95.485 |
95.520 |
95.485 |
95.520 |
+0.025 |
3,954 |
91,705 |
+836 |
Dec08 |
041221 |
95.400 |
95.415 |
95.380 |
95.415 |
+0.025 |
2,782 |
83,322 |
+53 |
Mar09 |
041221 |
95.305 |
95.340 |
95.300 |
95.335 |
+0.025 |
2,784 |
57,119 |
-135 |
Jun09 |
041221 |
95.210 |
95.245 |
95.205 |
95.240 |
+0.025 |
1,822 |
45,588 |
+226 |
Total Volume and Open Interest |
157,621 |
6,503,948 |
+42,854 |
30 Day Federal Funds(CBOT) |
Dec04 |
041221 |
97.850 |
97.850 |
97.850 |
97.850 |
unch |
13 |
145,385 |
-238 |
Jan05 |
041221 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
2,274 |
140,183 |
-716 |
Feb05 |
041221 |
97.510 |
97.510 |
97.510 |
97.510 |
unch |
2,033 |
117,438 |
+1,142 |
Mar05 |
041221 |
97.430 |
97.430 |
97.430 |
97.430 |
unch |
1,140 |
38,931 |
-606 |
Apr05 |
041221 |
97.280 |
97.290 |
97.280 |
97.290 |
unch |
178 |
21,936 |
+9 |
May05 |
041221 |
97.080 |
97.100 |
97.080 |
97.100 |
unch |
100 |
3,705 |
+200 |
Total Volume and Open Interest |
5,738 |
467,798 |
-209 |
30 Day Fed Funds(e-CBOT) |
Dec04 |
041221 |
97.845 |
97.850 |
97.845 |
97.850 |
unch |
1,291 |
0 |
+0 |
Jan05 |
041221 |
97.745 |
97.750 |
97.745 |
97.745 |
-0.005 |
132 |
0 |
+0 |
Feb05 |
041221 |
97.510 |
97.515 |
97.510 |
97.515 |
unch |
4,933 |
0 |
+0 |
Mar05 |
041221 |
97.430 |
97.430 |
97.425 |
97.430 |
unch |
4,104 |
0 |
+0 |
Apr05 |
041221 |
97.280 |
97.285 |
97.280 |
97.285 |
+0.005 |
5,527 |
0 |
+0 |
May05 |
041221 |
97.105 |
97.105 |
97.095 |
97.095 |
+0.005 |
100 |
0 |
+0 |
Total Volume and Open Interest |
16,087 |
|
|
3-Mth Euro-Yen(CME) |
Mar05 |
041221 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
1 |
52,444 |
+45 |
Jun05 |
041221 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1 |
32,776 |
+5 |
Sep05 |
041221 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
2 |
7,478 |
+62 |
Dec05 |
041221 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
5,373 |
+0 |
Mar06 |
041221 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
0 |
7,153 |
-563 |
Jun06 |
041221 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
3,712 |
-996 |
Sep06 |
041221 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
2,099 |
-1,000 |
Dec06 |
041221 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
Mar07 |
041221 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.01 |
0 |
1 |
+0 |
Jun07 |
041221 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4 |
112,490 |
-2,447 |
3-Mth Euro-Yen(SGX) |
Mar05 |
041221 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.00 |
233 |
101,145 |
-2,681 |
Jun05 |
041221 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
105 |
90,728 |
-896 |
Sep05 |
041221 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.00 |
295 |
43,877 |
+46 |
Dec05 |
041221 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.00 |
243 |
35,214 |
-93 |
Mar06 |
041221 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.00 |
32 |
27,706 |
-210 |
Jun06 |
041221 |
99.68 |
99.68 |
99.67 |
99.67 |
+0.00 |
30 |
12,877 |
-1,146 |
Sep06 |
041221 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
30 |
6,905 |
-1,000 |
Dec06 |
041221 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
20 |
6,654 |
+0 |
Total Volume and Open Interest |
1,068 |
332,090 |
-5,980 |
Japanese Gov't Bonds(SGX) |
Mar05 |
041221 |
138.87 |
139.11 |
138.83 |
139.06 |
+0.30 |
1,455 |
42,114 |
-934 |
Jun05 |
041221 |
138.43 |
138.43 |
138.43 |
138.43 |
+0.30 |
|
|
|
Sep05 |
041221 |
138.43 |
138.43 |
138.43 |
138.43 |
+0.30 |
|
|
|
Total Volume and Open Interest |
1,455 |
42,114 |
-934 |
Euro-Bund(EUREX) |
Mar05 |
041221 |
119.33 |
119.49 |
118.93 |
119.11 |
-0.22 |
531,998 |
1,208,817 |
-3,312 |
Jun05 |
041221 |
118.28 |
118.28 |
118.17 |
118.21 |
-0.21 |
569 |
596 |
-11 |
Total Volume and Open Interest |
532,567 |
1,209,413 |
-3,323 |
Euro-Bobl(EUREX) |
Mar05 |
041221 |
113.33 |
113.41 |
112.99 |
113.13 |
-0.21 |
339,379 |
785,490 |
+1,454 |
Jun05 |
041221 |
112.32 |
112.32 |
112.32 |
112.32 |
-0.20 |
15 |
440 |
+0 |
Sep05 |
041221 |
112.13 |
112.13 |
112.13 |
112.13 |
-0.21 |
|
|
|
Total Volume and Open Interest |
339,659 |
785,930 |
-4,486 |
3-Mth Euribor(EUREX) |
Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
Mar05 |
041221 |
97.775 |
97.785 |
97.760 |
97.760 |
-0.020 |
1,639 |
13,468 |
-819 |
Jun05 |
041221 |
97.685 |
97.690 |
97.650 |
97.665 |
-0.025 |
337 |
5,771 |
+31 |
Total Volume and Open Interest |
2,509 |
28,656 |
-698 |
Long Gilt(LIFFE) |
Dec04 |
041221 |
110~18 |
110~20 |
110~09 |
110~09 |
-0~06 |
2,012 |
17,372 |
-1,558 |
Mar05 |
041221 |
112~06 |
112~15 |
111~28 |
111~31 |
-0~07 |
30,335 |
208,062 |
-1,374 |
Total Volume and Open Interest |
32,347 |
225,434 |
-2,932 |
3-Mth Short Sterling(LIFFE) |
Mar05 |
041221 |
95.06 |
95.09 |
95.05 |
95.06 |
unch |
27,465 |
243,021 |
-4,954 |
Jun05 |
041221 |
95.12 |
95.16 |
95.11 |
95.12 |
+0.01 |
26,495 |
218,436 |
-4,188 |
Sep05 |
041221 |
95.15 |
95.20 |
95.14 |
95.15 |
+0.01 |
40,103 |
222,561 |
-11,546 |
Dec05 |
041221 |
95.16 |
95.20 |
95.14 |
95.15 |
unch |
34,479 |
176,808 |
-6,727 |
Mar06 |
041221 |
95.15 |
95.20 |
95.14 |
95.15 |
unch |
11,090 |
100,472 |
+739 |
Jun06 |
041221 |
95.16 |
95.20 |
95.14 |
95.15 |
unch |
8,471 |
73,665 |
+296 |
Total Volume and Open Interest |
160,754 |
1,196,341 |
-21,353 |
3-Mth Euribor(LIFFE) |
Mar05 |
041221 |
97.770 |
97.785 |
97.755 |
97.765 |
-0.015 |
43,912 |
515,025 |
-8,817 |
Jun05 |
041221 |
97.680 |
97.690 |
97.635 |
97.645 |
-0.045 |
33,508 |
577,348 |
-5,761 |
Sep05 |
041221 |
97.600 |
97.610 |
97.520 |
97.535 |
-0.065 |
39,056 |
414,567 |
-15,344 |
Total Volume and Open Interest |
190,522 |
2,727,160 |
-29,981 |
3-Mth Aus T-Bills(SFE) |
Mar05 |
041221 |
94.66 |
94.68 |
94.62 |
94.64 |
-0.02 |
17,055 |
284,500 |
-238 |
Jun05 |
041221 |
94.67 |
94.68 |
94.62 |
94.63 |
-0.04 |
9,737 |
140,553 |
-881 |
Sep05 |
041221 |
94.65 |
94.68 |
94.61 |
94.61 |
-0.04 |
3,309 |
43,232 |
+475 |
Dec05 |
041221 |
94.63 |
94.64 |
94.58 |
94.59 |
-0.04 |
1,408 |
23,696 |
+483 |
Mar06 |
041221 |
94.60 |
94.61 |
94.55 |
94.55 |
-0.04 |
315 |
14,853 |
+101 |
Jun06 |
041221 |
94.56 |
94.57 |
94.50 |
94.50 |
-0.05 |
575 |
10,967 |
+260 |
Sep06 |
041221 |
94.53 |
94.55 |
94.45 |
94.46 |
-0.05 |
465 |
6,890 |
-122 |
Dec06 |
041221 |
94.41 |
94.42 |
94.40 |
94.42 |
-0.06 |
520 |
3,145 |
-142 |
Mar07 |
041221 |
94.37 |
94.37 |
94.35 |
94.37 |
-0.07 |
190 |
1,875 |
-42 |
Jun07 |
041221 |
94.35 |
94.35 |
94.33 |
94.34 |
-0.06 |
230 |
1,590 |
+0 |
Total Volume and Open Interest |
33,994 |
533,364 |
-106 |
10-Year Aus T-Bonds(SFE) |
Mar05 |
041221 |
94.75 |
94.80 |
94.68 |
94.70 |
-0.06 |
23,962 |
257,674 |
-4,694 |
Total Volume and Open Interest |
23,962 |
257,674 |
-4,694 |
3-Year Aus T-Bonds(SFE) |
Mar05 |
041221 |
94.95 |
95.00 |
94.87 |
94.89 |
-0.06 |
98,662 |
437,102 |
+16,813 |
Total Volume and Open Interest |
98,662 |
437,102 |
+16,813 |
Gold(CMX) |
Dec04 |
041221 |
442.7 |
442.8 |
441.1 |
441.8 |
-0.6 |
461 |
600 |
-94 |
Feb05 |
041221 |
443.4 |
443.8 |
441.7 |
442.9 |
-0.7 |
28,927 |
224,369 |
+597 |
Apr05 |
041221 |
445.8 |
445.8 |
444.0 |
445.1 |
-0.6 |
237 |
17,912 |
+62 |
Jun05 |
041221 |
448.2 |
448.2 |
447.0 |
447.4 |
-0.7 |
428 |
28,967 |
-75 |
Aug05 |
041221 |
449.8 |
449.8 |
449.8 |
449.8 |
-0.7 |
1 |
7,751 |
+1 |
Oct05 |
041221 |
451.7 |
452.3 |
451.0 |
452.3 |
-0.6 |
0 |
3,496 |
+0 |
Dec05 |
041221 |
454.5 |
455.1 |
454.4 |
454.8 |
-0.6 |
22 |
18,335 |
-52 |
Feb06 |
041221 |
458.5 |
458.5 |
457.5 |
457.5 |
-0.5 |
0 |
595 |
+0 |
Apr06 |
041221 |
460.1 |
460.1 |
460.1 |
460.1 |
-0.5 |
75 |
631 |
+40 |
Jun06 |
041221 |
462.7 |
462.7 |
462.7 |
462.7 |
-0.5 |
0 |
8,412 |
+0 |
Aug06 |
041221 |
465.4 |
465.4 |
465.4 |
465.4 |
-0.4 |
0 |
170 |
+0 |
Oct06 |
041221 |
468.1 |
468.1 |
468.1 |
468.1 |
-0.4 |
0 |
1 |
+0 |
Total Volume and Open Interest |
30,151 |
321,422 |
+517 |
Silver(CMX) |
Dec04 |
041221 |
683.0 |
689.5 |
683.0 |
689.5 |
+6.5 |
1 |
108 |
-21 |
Mar05 |
041221 |
687.0 |
693.5 |
683.0 |
692.7 |
+6.2 |
11,941 |
74,316 |
-988 |
May05 |
041221 |
690.0 |
697.0 |
687.0 |
695.9 |
+6.3 |
255 |
6,980 |
+91 |
Jul05 |
041221 |
690.0 |
698.9 |
690.0 |
698.9 |
+6.2 |
31 |
3,467 |
-4 |
Sep05 |
041221 |
702.4 |
702.4 |
702.4 |
702.4 |
+6.2 |
0 |
527 |
+0 |
Dec05 |
041221 |
700.0 |
706.5 |
700.0 |
706.5 |
+6.2 |
35 |
9,975 |
-17 |
Mar06 |
041221 |
707.0 |
710.2 |
707.0 |
710.2 |
+6.2 |
4 |
177 |
+1 |
Total Volume and Open Interest |
12,381 |
99,076 |
-876 |
Platinum(NYMEX) |
Jan05 |
041221 |
841.0 |
845.0 |
839.0 |
841.5 |
-1.3 |
645 |
4,496 |
-368 |
Apr05 |
041221 |
840.0 |
843.0 |
838.0 |
839.4 |
-1.2 |
501 |
1,682 |
+337 |
Jul05 |
041221 |
836.4 |
836.4 |
836.4 |
836.4 |
-1.2 |
1 |
3 |
+0 |
Total Volume and Open Interest |
1,146 |
6,181 |
-31 |
Palladium(NYMEX) |
Dec04 |
041221 |
183.85 |
183.85 |
183.85 |
183.85 |
+0.65 |
3 |
102 |
-116 |
Mar05 |
041221 |
185.00 |
185.90 |
183.50 |
184.95 |
+0.65 |
304 |
11,638 |
-44 |
Jun05 |
041221 |
186.95 |
186.95 |
186.95 |
186.95 |
+0.65 |
11 |
235 |
-1 |
Total Volume and Open Interest |
322 |
12,035 |
-157 |
Copper(CMX) |
Dec04 |
041221 |
148.00 |
150.40 |
147.10 |
150.40 |
+1.35 |
547 |
2,601 |
-334 |
Mar05 |
041221 |
141.90 |
144.40 |
140.20 |
144.25 |
+2.20 |
5,408 |
52,540 |
+89 |
May05 |
041221 |
138.20 |
140.70 |
137.00 |
140.30 |
+1.80 |
116 |
6,270 |
+6 |
Jul05 |
041221 |
134.90 |
136.25 |
133.60 |
136.25 |
+1.35 |
7 |
5,120 |
-1 |
Sep05 |
041221 |
131.25 |
131.25 |
131.25 |
131.25 |
-0.05 |
98 |
3,584 |
+0 |
Total Volume and Open Interest |
6,688 |
84,603 |
-125 |
Aluminum(CMX) |
Dec04 |
041221 |
91.05 |
91.05 |
91.05 |
91.05 |
+1.25 |
110 |
360 |
+104 |
Jan05 |
041221 |
91.25 |
91.25 |
91.25 |
91.25 |
+1.15 |
0 |
1,276 |
+0 |
Feb05 |
041221 |
91.35 |
91.35 |
91.35 |
91.35 |
+1.25 |
0 |
651 |
+0 |
Mar05 |
041221 |
91.35 |
91.35 |
91.35 |
91.35 |
+1.25 |
12 |
681 |
+0 |
Apr05 |
041221 |
91.10 |
91.10 |
91.10 |
91.10 |
+1.30 |
0 |
486 |
+0 |
May05 |
041221 |
90.80 |
90.80 |
90.80 |
90.80 |
+1.35 |
0 |
668 |
+0 |
Total Volume and Open Interest |
122 |
8,965 |
+104 |
DJIA Index(CBOT) |
Mar05 |
041221 |
10695 |
10770 |
10683 |
10763 |
+78 |
4,654 |
48,221 |
+6 |
Jun05 |
041221 |
10790 |
10791 |
10780 |
10791 |
+78 |
0 |
32 |
+0 |
Dec05 |
041221 |
10836 |
10836 |
10836 |
10836 |
+78 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,654 |
48,254 |
+6 |
S & P 500(CME) |
Mar05 |
041221 |
1199.30 |
1208.40 |
1198.40 |
1208.00 |
+9.30 |
26,785 |
659,007 |
-4,788 |
Jun05 |
041221 |
1203.80 |
1212.10 |
1203.80 |
1212.10 |
+9.50 |
35 |
10,109 |
+26 |
Sep05 |
041221 |
1216.40 |
1216.40 |
1216.40 |
1216.40 |
+9.50 |
39 |
1,840 |
+15 |
Dec05 |
041221 |
1221.40 |
1221.40 |
1221.40 |
1221.40 |
+9.50 |
0 |
123 |
+0 |
Total Volume and Open Interest |
26,859 |
671,153 |
-4,747 |
S & P 500 E-Mini(Globex) |
Mar05 |
041221 |
1198.50 |
1208.50 |
1197.25 |
1208.00 |
+9.25 |
494,262 |
693,615 |
+3,015 |
Jun05 |
041221 |
1203.00 |
1212.00 |
1203.00 |
1212.00 |
+9.50 |
181 |
121 |
+121 |
Total Volume and Open Interest |
494,443 |
693,736 |
-419,318 |
NASDAQ 100(CME) |
Mar05 |
041221 |
1607.50 |
1620.50 |
1602.00 |
1616.00 |
+12.00 |
9,147 |
66,393 |
+89 |
Jun05 |
041221 |
1626.50 |
1626.50 |
1626.50 |
1626.50 |
+12.00 |
0 |
6 |
+0 |
Sep05 |
041221 |
1637.00 |
1637.00 |
1637.00 |
1637.00 |
+12.00 |
|
|
|
Total Volume and Open Interest |
9,147 |
66,399 |
+89 |
NASDAQ 100 E-Mini(Globex) |
Mar05 |
041221 |
1603.50 |
1620.50 |
1602.00 |
1616.00 |
+12.00 |
242,685 |
249,944 |
+14,190 |
Jun05 |
041221 |
1623.50 |
1626.50 |
1623.50 |
1626.50 |
+12.00 |
23 |
2 |
+2 |
Total Volume and Open Interest |
242,708 |
249,946 |
-309,734 |
S & P Midcap 400(CME) |
Mar05 |
041221 |
652.20 |
658.75 |
652.20 |
658.60 |
+6.60 |
408 |
12,941 |
+97 |
Jun05 |
041221 |
658.60 |
658.60 |
658.60 |
658.60 |
+6.60 |
|
|
|
Sep05 |
041221 |
658.60 |
658.60 |
658.60 |
658.60 |
+6.60 |
|
|
|
Total Volume and Open Interest |
408 |
12,941 |
+97 |
Russell 2000(CME) |
Mar05 |
041221 |
643.00 |
648.75 |
641.25 |
648.45 |
+6.95 |
662 |
20,790 |
-92 |
Jun05 |
041221 |
648.45 |
648.45 |
648.45 |
648.45 |
+6.95 |
|
|
|
Sep05 |
041221 |
648.45 |
648.45 |
648.45 |
648.45 |
+6.95 |
|
|
|
Total Volume and Open Interest |
662 |
20,790 |
-92 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041217 |
643.00 |
645.00 |
640.90 |
641.85 |
-1.25 |
6,071 |
92,324 |
-1,266 |
Mar05 |
041221 |
641.70 |
648.80 |
641.20 |
648.50 |
+7.00 |
56,250 |
98,220 |
-2,781 |
Jun05 |
041221 |
648.50 |
648.50 |
648.50 |
648.50 |
+7.00 |
|
|
|
Total Volume and Open Interest |
56,250 |
98,220 |
-93,693 |
Nikkei 225(CME) |
Mar05 |
041221 |
11140 |
11195 |
11120 |
11130 |
+10 |
5,254 |
164,884 |
+2,753 |
Jun05 |
041221 |
11080 |
11080 |
11080 |
11080 |
+10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,254 |
164,887 |
+2,753 |
Nikkei 225(SGX) |
Mar05 |
041221 |
11140 |
11195 |
11120 |
11130 |
+10 |
5,254 |
164,884 |
+2,753 |
Jun05 |
041221 |
11080 |
11080 |
11080 |
11080 |
+10 |
0 |
3 |
+0 |
Sep05 |
041221 |
11075 |
11075 |
11075 |
11075 |
+10 |
|
|
|
Total Volume and Open Interest |
5,254 |
164,887 |
+2,753 |
CAC 40(EURONEXT) |
Jan05 |
041221 |
3767.5 |
3780.0 |
3760.5 |
3776.0 |
+7.5 |
42,481 |
299,366 |
+7,538 |
Feb05 |
041221 |
3776.0 |
3782.0 |
3776.0 |
3781.5 |
+7.5 |
210 |
367 |
+146 |
Mar05 |
041221 |
3775.5 |
3791.5 |
3773.5 |
3787.5 |
+7.5 |
540 |
86,655 |
+177 |
Total Volume and Open Interest |
43,231 |
401,409 |
+7,861 |
Hang Seng Index(HKFE) |
Dec04 |
041221 |
14223 |
14273 |
14160 |
14174 |
-65 |
24,168 |
128,708 |
+3,701 |
Jan05 |
041221 |
14230 |
14278 |
14170 |
14180 |
-64 |
7,299 |
5,693 |
+3,093 |
Total Volume and Open Interest |
31,542 |
137,222 |
+6,783 |
DAX(EUREX) |
Mar05 |
041221 |
4220.5 |
4256.0 |
4220.5 |
4249.0 |
+22.5 |
55,119 |
178,910 |
-101 |
Jun05 |
041221 |
4265.0 |
4275.5 |
4259.5 |
4272.5 |
+22.5 |
343 |
2,896 |
-17 |
Total Volume and Open Interest |
55,594 |
181,867 |
-57 |
FT-SE 100(EURONEXT) |
Mar05 |
041221 |
4737.00 |
4752.50 |
4732.50 |
4737.00 |
+2.50 |
36,636 |
439,381 |
-86 |
Jun05 |
041221 |
4752.00 |
4752.00 |
4752.00 |
4752.00 |
+2.50 |
121 |
17,007 |
-26 |
Sep05 |
041221 |
4765.50 |
4765.50 |
4765.50 |
4765.50 |
+2.50 |
0 |
3,550 |
+0 |
Total Volume and Open Interest |
36,757 |
459,938 |
-112 |
SPI 200(SFE) |
Dec04 |
041216 |
3959.0 |
3971.0 |
3953.0 |
3971.0 |
+27.0 |
37,390 |
128,529 |
-38,259 |
Mar05 |
041221 |
4018.0 |
4033.0 |
4013.0 |
4026.0 |
+13.0 |
12,559 |
165,043 |
+2,631 |
Jun05 |
041221 |
4032.0 |
4042.0 |
4032.0 |
4040.0 |
+14.0 |
12 |
3,014 |
+3 |
Total Volume and Open Interest |
12,572 |
173,512 |
+2,630 |
GSCI(CME) |
Jan05 |
041221 |
325.00 |
326.80 |
324.40 |
326.75 |
-0.15 |
128 |
17,882 |
-16 |
Feb05 |
041221 |
324.75 |
324.75 |
324.75 |
324.75 |
-0.25 |
|
|
|
Mar05 |
041221 |
321.75 |
321.75 |
321.75 |
321.75 |
-0.25 |
|
|
|
Total Volume and Open Interest |
128 |
17,882 |
-16 |
RJ/CRB Index(ICE) |
Jan05 |
041221 |
285.25 |
285.25 |
284.05 |
285.00 |
unch |
35 |
246 |
-1 |
Feb05 |
041221 |
283.00 |
283.50 |
282.75 |
283.50 |
unch |
2 |
118 |
+0 |
Apr05 |
041221 |
284.00 |
284.00 |
284.00 |
284.00 |
unch |
0 |
116 |
+0 |
Total Volume and Open Interest |
37 |
587 |
-1 |
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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