|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 22, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041222 |
548.00 |
549.00 |
544.00 |
546.25 |
-2.75 |
14,972 |
51,942 |
-5,996 |
| Mar05 |
041222 |
545.00 |
547.00 |
541.50 |
545.00 |
-1.75 |
24,969 |
106,742 |
+497 |
| May05 |
041222 |
550.50 |
552.00 |
547.00 |
550.00 |
-2.25 |
4,328 |
38,974 |
+547 |
| Jul05 |
041222 |
557.00 |
558.50 |
553.75 |
556.25 |
-1.75 |
2,313 |
27,081 |
+290 |
| Aug05 |
041222 |
558.50 |
560.00 |
556.50 |
558.50 |
-2.00 |
30 |
2,213 |
-33 |
| Sep05 |
041222 |
561.00 |
561.00 |
558.50 |
558.50 |
-1.75 |
5 |
760 |
+3 |
| Nov05 |
041222 |
566.00 |
568.00 |
564.00 |
566.25 |
-1.50 |
1,256 |
14,643 |
+189 |
| Total Volume and Open Interest |
47,881 |
242,451 |
-4,508 |
| Soybean Meal(CBOT) |
| Jan05 |
041222 |
158.80 |
159.90 |
158.00 |
159.00 |
-0.20 |
6,021 |
19,312 |
-2,469 |
| Mar05 |
041222 |
159.00 |
160.50 |
158.20 |
159.60 |
-0.10 |
6,586 |
46,251 |
+311 |
| May05 |
041222 |
161.80 |
162.80 |
160.80 |
161.70 |
-0.70 |
1,651 |
19,977 |
+203 |
| Jul05 |
041222 |
164.80 |
165.50 |
164.00 |
164.90 |
-0.60 |
2,038 |
30,133 |
+313 |
| Aug05 |
041222 |
166.50 |
167.20 |
165.50 |
166.40 |
-0.40 |
124 |
9,708 |
+28 |
| Sep05 |
041222 |
167.80 |
168.50 |
167.00 |
167.90 |
-0.30 |
155 |
6,475 |
+65 |
| Oct05 |
041222 |
169.00 |
169.50 |
168.30 |
169.00 |
-0.10 |
356 |
6,019 |
+92 |
| Dec05 |
041222 |
172.30 |
172.50 |
171.30 |
171.90 |
-0.40 |
400 |
6,585 |
+288 |
| Total Volume and Open Interest |
17,369 |
144,952 |
-1,136 |
| Soybean Oil(CBOT) |
| Jan05 |
041222 |
20.95 |
20.98 |
20.58 |
20.90 |
+0.04 |
7,347 |
22,356 |
-3,534 |
| Mar05 |
041222 |
21.05 |
21.09 |
20.66 |
21.00 |
+0.01 |
8,526 |
59,837 |
-675 |
| May05 |
041222 |
21.20 |
21.20 |
20.78 |
21.10 |
+0.01 |
2,306 |
21,094 |
-57 |
| Jul05 |
041222 |
21.22 |
21.23 |
20.87 |
21.15 |
-0.02 |
2,088 |
22,356 |
+181 |
| Aug05 |
041222 |
21.15 |
21.15 |
20.90 |
21.12 |
-0.01 |
29 |
5,854 |
-14 |
| Sep05 |
041222 |
21.10 |
21.10 |
20.90 |
21.07 |
+0.05 |
29 |
4,016 |
+4 |
| Oct05 |
041222 |
20.90 |
21.05 |
20.90 |
21.05 |
+0.03 |
20 |
4,340 |
-116 |
| Dec05 |
041222 |
21.00 |
21.00 |
20.75 |
21.00 |
unch |
520 |
8,765 |
+70 |
| Total Volume and Open Interest |
20,865 |
149,551 |
-4,141 |
| Canola(WCE) |
| Jan05 |
041222 |
280.7 |
281.7 |
280.0 |
280.7 |
-0.3 |
2,107 |
12,318 |
-2,626 |
| Mar05 |
041222 |
283.0 |
284.2 |
282.0 |
283.5 |
unch |
2,797 |
37,886 |
-355 |
| May05 |
041222 |
286.0 |
288.0 |
285.7 |
287.9 |
+0.7 |
22 |
2,570 |
-23 |
| Jul05 |
041222 |
292.0 |
292.0 |
292.0 |
292.0 |
+1.0 |
50 |
1,925 |
-82 |
| Sep05 |
041222 |
293.0 |
293.0 |
293.0 |
293.0 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
4,986 |
66,695 |
-3,101 |
| Corn(CBOT) |
| Mar05 |
041222 |
205.50 |
206.00 |
204.00 |
205.50 |
-0.25 |
19,912 |
350,829 |
-1,452 |
| May05 |
041222 |
213.00 |
213.25 |
211.25 |
213.00 |
unch |
3,256 |
84,816 |
+50 |
| Jul05 |
041222 |
220.25 |
220.75 |
219.00 |
220.25 |
-0.25 |
1,631 |
75,753 |
-247 |
| Sep05 |
041222 |
227.50 |
228.75 |
226.75 |
228.00 |
unch |
552 |
22,660 |
+254 |
| Dec05 |
041222 |
237.00 |
238.00 |
236.50 |
237.50 |
unch |
953 |
55,012 |
+222 |
| Mar06 |
041222 |
244.00 |
245.00 |
243.50 |
244.50 |
unch |
167 |
1,950 |
+9 |
| Total Volume and Open Interest |
26,810 |
594,627 |
-1,037 |
| Wheat(CBOT) |
| Mar05 |
041222 |
306.00 |
308.00 |
305.00 |
307.00 |
+1.50 |
16,098 |
144,413 |
-1,918 |
| May05 |
041222 |
313.50 |
315.00 |
312.25 |
315.00 |
+2.75 |
2,878 |
14,902 |
-266 |
| Jul05 |
041222 |
320.00 |
322.00 |
319.75 |
321.25 |
+2.25 |
1,917 |
15,441 |
-89 |
| Sep05 |
041222 |
328.00 |
328.00 |
327.50 |
327.50 |
+2.00 |
22 |
595 |
+2 |
| Dec05 |
041222 |
337.50 |
338.75 |
336.50 |
337.25 |
+1.75 |
77 |
8,475 |
-11 |
| Total Volume and Open Interest |
20,992 |
183,870 |
-2,282 |
| Wheat(KCBT) |
| Mar05 |
041222 |
337.25 |
338.50 |
335.00 |
338.50 |
+1.25 |
8,725 |
49,850 |
-312 |
| May05 |
041222 |
331.00 |
331.50 |
330.00 |
331.50 |
+1.75 |
1,554 |
6,224 |
+127 |
| Jul05 |
041222 |
327.50 |
329.00 |
326.75 |
329.00 |
+2.00 |
1,037 |
9,492 |
-73 |
| Sep05 |
041222 |
334.00 |
334.00 |
332.00 |
332.00 |
unch |
12 |
2,235 |
+0 |
| Dec05 |
041222 |
344.50 |
344.50 |
344.00 |
344.00 |
+1.00 |
64 |
1,117 |
-157 |
| Total Volume and Open Interest |
11,395 |
69,238 |
-415 |
| Wheat(MGE) |
| Dec04 |
041220 |
343.50 |
343.50 |
341.00 |
341.00 |
+4.00 |
18 |
20 |
+18 |
| Mar05 |
041222 |
345.50 |
348.00 |
345.50 |
347.00 |
+0.25 |
2,483 |
21,285 |
-187 |
| May05 |
041222 |
352.00 |
352.50 |
351.50 |
352.50 |
+1.00 |
353 |
6,779 |
+173 |
| Jul05 |
041222 |
352.00 |
354.00 |
352.00 |
354.00 |
+2.00 |
193 |
3,225 |
+111 |
| Sep05 |
041222 |
352.00 |
352.00 |
352.00 |
352.00 |
+2.00 |
68 |
1,408 |
+34 |
| Total Volume and Open Interest |
3,097 |
33,089 |
+129 |
| Oats(CBOT) |
| Mar05 |
041222 |
157.25 |
159.00 |
157.25 |
158.75 |
-0.25 |
604 |
5,970 |
+0 |
| May05 |
041222 |
156.50 |
157.50 |
156.50 |
157.00 |
unch |
48 |
616 |
+26 |
| Jul05 |
041222 |
157.50 |
157.50 |
156.50 |
156.50 |
-0.50 |
11 |
135 |
+3 |
| Sep05 |
041222 |
152.00 |
152.00 |
152.00 |
152.00 |
-4.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
663 |
6,729 |
+29 |
| Rough Rice(CBOT) |
| Jan05 |
041222 |
7.52 |
7.62 |
7.52 |
7.56 |
unch |
821 |
1,395 |
-633 |
| Mar05 |
041222 |
7.72 |
7.78 |
7.70 |
7.72 |
-0.02 |
806 |
2,768 |
+398 |
| May05 |
041222 |
7.88 |
7.88 |
7.88 |
7.88 |
-0.02 |
17 |
258 |
-13 |
| Jul05 |
041222 |
8.02 |
8.02 |
8.02 |
8.02 |
-0.02 |
0 |
67 |
+0 |
| Total Volume and Open Interest |
1,644 |
4,490 |
-248 |
| Live Cattle(CME) |
| Dec04 |
041222 |
90.750 |
91.550 |
90.600 |
91.075 |
+1.375 |
1,821 |
3,685 |
-985 |
| Feb05 |
041222 |
91.600 |
91.700 |
90.550 |
91.150 |
-0.025 |
10,424 |
74,529 |
+2,771 |
| Apr05 |
041222 |
88.850 |
88.900 |
87.800 |
87.925 |
-0.625 |
5,540 |
22,189 |
+1,961 |
| Jun05 |
041222 |
82.650 |
82.800 |
81.900 |
82.325 |
-0.325 |
891 |
11,615 |
+212 |
| Aug05 |
041222 |
81.600 |
81.700 |
80.950 |
81.200 |
-0.500 |
349 |
7,923 |
-43 |
| Oct05 |
041222 |
82.550 |
82.600 |
81.950 |
82.250 |
-0.250 |
231 |
4,792 |
+25 |
| Total Volume and Open Interest |
19,310 |
127,433 |
+3,955 |
| Feeder Cattle(CME) |
| Jan05 |
041222 |
106.000 |
106.000 |
104.250 |
104.725 |
-0.575 |
2,063 |
5,558 |
-228 |
| Mar05 |
041222 |
102.350 |
102.400 |
100.850 |
101.275 |
-0.575 |
1,903 |
5,224 |
-80 |
| Apr05 |
041222 |
100.300 |
100.400 |
99.050 |
99.525 |
-0.450 |
432 |
1,860 |
-44 |
| May05 |
041222 |
99.300 |
99.400 |
98.600 |
99.000 |
-0.200 |
310 |
2,138 |
+69 |
| Aug05 |
041222 |
100.700 |
100.700 |
100.000 |
100.225 |
-0.675 |
134 |
777 |
+84 |
| Sep05 |
041222 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
1 |
21 |
+1 |
| Oct05 |
041222 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
2 |
4 |
+2 |
| Total Volume and Open Interest |
4,849 |
15,599 |
-192 |
| Lean Hogs(CME) |
| Feb05 |
041222 |
73.100 |
73.400 |
72.650 |
73.100 |
unch |
4,381 |
59,559 |
-337 |
| Apr05 |
041222 |
72.150 |
72.500 |
71.600 |
72.400 |
+0.025 |
2,173 |
16,704 |
+333 |
| May05 |
041222 |
70.000 |
70.800 |
69.900 |
70.800 |
+0.250 |
79 |
2,729 |
+1 |
| Jun05 |
041222 |
72.500 |
73.250 |
72.250 |
73.225 |
+0.475 |
801 |
9,011 |
-7 |
| Jul05 |
041222 |
68.700 |
69.550 |
68.700 |
69.500 |
+0.425 |
82 |
2,280 |
+27 |
| Aug05 |
041222 |
65.050 |
65.500 |
65.000 |
65.475 |
+0.225 |
21 |
1,871 |
+10 |
| Oct05 |
041222 |
57.800 |
58.000 |
57.750 |
58.000 |
+0.175 |
19 |
787 |
+1 |
| Dec05 |
041222 |
55.500 |
55.500 |
55.300 |
55.300 |
-0.175 |
5 |
376 |
+8 |
| Total Volume and Open Interest |
7,561 |
93,317 |
+36 |
| Pork Bellies(CME) |
| Feb05 |
041222 |
96.500 |
96.500 |
95.250 |
95.700 |
-1.500 |
178 |
1,712 |
+15 |
| Mar05 |
041222 |
96.800 |
96.800 |
95.750 |
95.850 |
-1.000 |
4 |
94 |
+0 |
| May05 |
041222 |
97.400 |
97.400 |
97.400 |
97.400 |
-0.600 |
2 |
74 |
+2 |
| Jul05 |
041222 |
99.900 |
99.900 |
99.900 |
99.900 |
-0.500 |
0 |
24 |
+0 |
| Aug05 |
041222 |
98.250 |
98.250 |
98.250 |
98.250 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
184 |
1,909 |
+17 |
| Class III Milk(CME) |
| Dec04 |
041222 |
16.50 |
16.50 |
16.46 |
16.48 |
-0.02 |
562 |
4,832 |
+77 |
| Jan05 |
041222 |
13.85 |
13.90 |
13.75 |
13.80 |
-0.05 |
180 |
3,225 |
-45 |
| Feb05 |
041222 |
13.72 |
13.85 |
13.72 |
13.75 |
+0.03 |
92 |
2,812 |
+12 |
| Mar05 |
041222 |
13.28 |
13.50 |
13.28 |
13.41 |
+0.16 |
65 |
2,731 |
+28 |
| Apr05 |
041222 |
13.45 |
13.55 |
13.45 |
13.53 |
+0.08 |
75 |
1,685 |
+41 |
| Total Volume and Open Interest |
1,276 |
23,411 |
+185 |
| Cocoa(ICE) |
| Mar05 |
041222 |
1560 |
1601 |
1556 |
1587 |
+15 |
4,025 |
47,831 |
+176 |
| May05 |
041222 |
1570 |
1596 |
1565 |
1590 |
+14 |
364 |
13,924 |
+41 |
| Jul05 |
041222 |
1570 |
1593 |
1570 |
1593 |
+13 |
721 |
12,189 |
+20 |
| Sep05 |
041222 |
1570 |
1595 |
1570 |
1594 |
+11 |
333 |
10,820 |
+72 |
| Dec05 |
041222 |
1570 |
1595 |
1570 |
1595 |
+12 |
267 |
9,811 |
+136 |
| Mar06 |
041222 |
1575 |
1595 |
1575 |
1595 |
+11 |
45 |
12,004 |
+25 |
| May06 |
041222 |
1600 |
1600 |
1600 |
1600 |
+13 |
25 |
2,288 |
+0 |
| Total Volume and Open Interest |
5,710 |
119,717 |
+470 |
| Coffee "C"(ICE) |
| Dec04 |
041220 |
106.20 |
106.20 |
103.40 |
105.10 |
+2.80 |
31 |
92 |
-84 |
| Mar05 |
041222 |
104.00 |
104.50 |
99.00 |
101.25 |
-3.80 |
12,336 |
86,437 |
-333 |
| May05 |
041222 |
106.20 |
106.20 |
101.50 |
103.40 |
-3.85 |
2,290 |
14,443 |
+237 |
| Jul05 |
041222 |
107.80 |
108.50 |
104.00 |
105.05 |
-3.85 |
559 |
4,449 |
+110 |
| Sep05 |
041222 |
109.70 |
110.10 |
105.80 |
106.55 |
-3.85 |
304 |
4,577 |
+53 |
| Dec05 |
041222 |
112.35 |
112.35 |
108.50 |
109.00 |
-3.85 |
69 |
1,151 |
-11 |
| Total Volume and Open Interest |
15,580 |
111,732 |
+53 |
| Orange Juice(ICE) |
| Jan05 |
041222 |
85.50 |
86.10 |
85.15 |
86.00 |
-0.25 |
1,826 |
4,041 |
-1,213 |
| Mar05 |
041222 |
87.65 |
87.65 |
86.60 |
87.45 |
-0.20 |
2,828 |
21,040 |
+1,245 |
| May05 |
041222 |
88.75 |
89.00 |
88.00 |
89.00 |
unch |
197 |
8,098 |
+131 |
| Jul05 |
041222 |
89.00 |
90.30 |
89.00 |
90.30 |
+0.30 |
39 |
865 |
+1 |
| Sep05 |
041222 |
91.30 |
91.30 |
91.30 |
91.30 |
+0.30 |
24 |
118 |
+24 |
| Nov05 |
041222 |
92.30 |
92.30 |
92.30 |
92.30 |
+0.30 |
10 |
570 |
+0 |
| Total Volume and Open Interest |
4,885 |
34,856 |
+188 |
| Sugar #11(ICE) |
| Mar05 |
041222 |
8.85 |
8.88 |
8.75 |
8.86 |
+0.01 |
12,181 |
213,125 |
+3,330 |
| May05 |
041222 |
9.04 |
9.10 |
9.00 |
9.09 |
+0.02 |
3,904 |
49,421 |
-608 |
| Jul05 |
041222 |
9.00 |
9.07 |
8.99 |
9.06 |
+0.02 |
4,095 |
33,302 |
+1,258 |
| Oct05 |
041222 |
9.00 |
9.05 |
8.99 |
9.04 |
+0.02 |
3,639 |
23,630 |
-724 |
| Mar06 |
041222 |
8.96 |
9.00 |
8.95 |
8.99 |
unch |
365 |
10,656 |
-158 |
| Total Volume and Open Interest |
24,839 |
335,732 |
+3,442 |
| Sugar #14(ICE) |
| Mar05 |
041222 |
20.52 |
20.63 |
20.52 |
20.63 |
+0.12 |
14 |
4,087 |
-10 |
| May05 |
041222 |
20.60 |
20.62 |
20.60 |
20.62 |
+0.08 |
57 |
2,118 |
-47 |
| Jul05 |
041222 |
20.90 |
20.90 |
20.89 |
20.89 |
+0.01 |
24 |
1,736 |
-20 |
| Sep05 |
041222 |
20.87 |
20.88 |
20.87 |
20.88 |
+0.01 |
32 |
2,498 |
+2 |
| Nov05 |
041222 |
20.81 |
20.81 |
20.81 |
20.81 |
unch |
6 |
769 |
+5 |
| Total Volume and Open Interest |
133 |
11,294 |
-70 |
| London Cocoa(LCE) |
| Mar05 |
041222 |
844 |
860 |
838 |
857 |
+12 |
3,828 |
65,706 |
-481 |
| May05 |
041222 |
857 |
871 |
851 |
868 |
+11 |
1,336 |
22,512 |
+748 |
| Jul05 |
041222 |
875 |
888 |
870 |
886 |
+10 |
670 |
23,541 |
+41 |
| Sep05 |
041222 |
890 |
904 |
886 |
903 |
+11 |
677 |
45,577 |
+247 |
| Dec05 |
041222 |
890 |
901 |
880 |
897 |
+11 |
174 |
38,302 |
+155 |
| Mar06 |
041222 |
893 |
909 |
888 |
907 |
+12 |
13 |
12,255 |
+1 |
| May06 |
041222 |
917 |
917 |
917 |
917 |
+12 |
0 |
1,620 |
+0 |
| Total Volume and Open Interest |
6,703 |
210,061 |
+716 |
| London Coffee(LCE) |
| Jan05 |
041222 |
723.00 |
724.00 |
682.00 |
685.00 |
-50.00 |
4,001 |
14,880 |
-2,559 |
| Mar05 |
041222 |
763.00 |
763.00 |
720.00 |
724.00 |
-50.00 |
5,707 |
61,204 |
+649 |
| May05 |
041222 |
785.00 |
786.00 |
743.00 |
746.00 |
-51.00 |
4,811 |
42,229 |
+481 |
| Jul05 |
041222 |
809.00 |
809.00 |
763.00 |
765.00 |
-50.00 |
606 |
13,776 |
+535 |
| Sep05 |
041222 |
820.00 |
820.00 |
780.00 |
783.00 |
-49.00 |
718 |
7,266 |
+563 |
| Nov05 |
041222 |
800.00 |
805.00 |
798.00 |
800.00 |
-51.00 |
282 |
2,371 |
+167 |
| Total Volume and Open Interest |
16,135 |
142,747 |
-162 |
| London Sugar(LCE) |
| Mar05 |
041222 |
250.50 |
250.50 |
247.00 |
248.50 |
-2.50 |
1,137 |
26,680 |
-171 |
| May05 |
041222 |
261.80 |
262.00 |
258.30 |
260.50 |
-2.50 |
613 |
13,319 |
+284 |
| Aug05 |
041222 |
262.80 |
263.00 |
261.00 |
261.60 |
-2.30 |
41 |
6,509 |
+31 |
| Oct05 |
041222 |
262.80 |
262.80 |
261.50 |
261.60 |
-2.30 |
10 |
3,714 |
+10 |
| Dec05 |
041222 |
262.80 |
262.80 |
262.50 |
262.50 |
-1.40 |
0 |
1,753 |
+0 |
| Total Volume and Open Interest |
1,801 |
53,546 |
+154 |
| Cotton(ICE) |
| Mar05 |
041222 |
43.60 |
43.70 |
42.21 |
42.72 |
-0.90 |
4,388 |
53,669 |
-294 |
| May05 |
041222 |
43.85 |
43.85 |
43.00 |
43.15 |
-0.61 |
1,348 |
10,386 |
+107 |
| Jul05 |
041222 |
44.55 |
44.55 |
43.80 |
43.80 |
-0.68 |
435 |
10,901 |
+90 |
| Oct05 |
041222 |
45.60 |
46.00 |
45.60 |
46.00 |
-0.05 |
0 |
274 |
+0 |
| Dec05 |
041222 |
47.10 |
47.10 |
46.50 |
46.51 |
-0.59 |
43 |
6,535 |
+22 |
| Mar06 |
041222 |
48.50 |
48.50 |
48.50 |
48.50 |
-0.55 |
10 |
933 |
+0 |
| Total Volume and Open Interest |
6,224 |
83,271 |
-75 |
| Lumber(CME) |
| Jan05 |
041222 |
345.0 |
346.0 |
340.3 |
343.3 |
+5.1 |
765 |
2,164 |
-65 |
| Mar05 |
041222 |
349.0 |
350.5 |
346.3 |
347.0 |
-1.8 |
379 |
1,033 |
+87 |
| May05 |
041222 |
349.1 |
350.0 |
345.8 |
345.9 |
-2.6 |
122 |
304 |
+16 |
| Jul05 |
041222 |
350.9 |
351.0 |
348.2 |
348.2 |
-1.7 |
12 |
64 |
+3 |
| Total Volume and Open Interest |
1,281 |
3,572 |
+43 |
| Crude Oil(NYM) |
| Feb05 |
041222 |
45.75 |
45.95 |
43.65 |
44.24 |
-1.52 |
56,910 |
172,684 |
+1,895 |
| Mar05 |
041222 |
45.90 |
45.95 |
43.70 |
44.33 |
-1.46 |
27,224 |
76,185 |
+5,415 |
| Apr05 |
041222 |
45.60 |
45.60 |
43.50 |
44.10 |
-1.39 |
7,765 |
41,248 |
+1,410 |
| May05 |
041222 |
43.15 |
43.85 |
43.15 |
43.80 |
-1.35 |
3,584 |
22,657 |
-214 |
| Jun05 |
041222 |
44.80 |
44.85 |
42.90 |
43.48 |
-1.31 |
6,003 |
35,268 |
+393 |
| Jul05 |
041222 |
43.18 |
43.18 |
43.18 |
43.18 |
-1.25 |
1,508 |
17,996 |
-127 |
| Aug05 |
041222 |
42.92 |
42.92 |
42.92 |
42.92 |
-1.20 |
578 |
11,302 |
+199 |
| Sep05 |
041222 |
42.67 |
42.67 |
42.67 |
42.67 |
-1.16 |
627 |
13,086 |
+135 |
| Oct05 |
041222 |
42.43 |
42.43 |
42.43 |
42.43 |
-1.12 |
106 |
6,968 |
+72 |
| Nov05 |
041222 |
42.21 |
42.21 |
42.21 |
42.21 |
-1.08 |
59 |
14,281 |
+96 |
| Dec05 |
041222 |
43.20 |
43.20 |
41.65 |
42.00 |
-1.06 |
4,115 |
56,419 |
+1,809 |
| Jan06 |
041222 |
41.80 |
41.80 |
41.76 |
41.76 |
-1.04 |
146 |
9,305 |
-32 |
| Feb06 |
041222 |
41.53 |
41.53 |
41.53 |
41.53 |
-1.02 |
207 |
4,956 |
+100 |
| Mar06 |
041222 |
41.32 |
41.32 |
41.32 |
41.32 |
-1.00 |
270 |
9,338 |
-45 |
| Apr06 |
041222 |
41.16 |
41.16 |
41.16 |
41.16 |
-0.97 |
0 |
4,852 |
+0 |
| May06 |
041222 |
41.01 |
41.01 |
41.01 |
41.01 |
-0.94 |
21 |
2,294 |
+0 |
| Total Volume and Open Interest |
116,632 |
661,629 |
+7,558 |
| Heating Oil(NYM) |
| Jan05 |
041222 |
140.50 |
141.20 |
133.50 |
135.85 |
-4.09 |
19,835 |
28,167 |
-4,600 |
| Feb05 |
041222 |
140.80 |
141.70 |
133.60 |
136.17 |
-4.15 |
16,188 |
60,732 |
+2,530 |
| Mar05 |
041222 |
136.50 |
136.80 |
130.50 |
131.82 |
-3.60 |
2,679 |
26,408 |
+189 |
| Apr05 |
041222 |
128.50 |
128.50 |
121.50 |
124.02 |
-3.20 |
2,216 |
13,236 |
+621 |
| May05 |
041222 |
122.50 |
123.25 |
119.00 |
119.12 |
-2.90 |
75 |
6,189 |
-91 |
| Jun05 |
041222 |
115.00 |
116.50 |
115.00 |
116.27 |
-2.75 |
496 |
9,044 |
+266 |
| Jul05 |
041222 |
116.25 |
116.25 |
115.52 |
115.52 |
-2.70 |
32 |
5,061 |
+8 |
| Aug05 |
041222 |
115.10 |
115.52 |
114.50 |
115.52 |
-2.70 |
4 |
2,866 |
+1 |
| Sep05 |
041222 |
117.50 |
117.50 |
113.50 |
116.12 |
-2.70 |
94 |
3,808 |
+55 |
| Oct05 |
041222 |
116.92 |
116.92 |
116.92 |
116.92 |
-2.65 |
36 |
666 |
+21 |
| Nov05 |
041222 |
117.80 |
117.80 |
117.72 |
117.72 |
-2.65 |
1 |
944 |
+1 |
| Dec05 |
041222 |
118.60 |
119.00 |
118.52 |
118.52 |
-2.65 |
110 |
7,881 |
+46 |
| Total Volume and Open Interest |
41,790 |
169,935 |
-937 |
| Gasoline(NYMEX) |
| Jan05 |
041222 |
117.20 |
118.70 |
112.25 |
114.56 |
-2.13 |
19,718 |
20,848 |
-3,388 |
| Feb05 |
041222 |
120.00 |
121.00 |
114.50 |
116.58 |
-2.53 |
11,914 |
47,800 |
+2,203 |
| Mar05 |
041222 |
121.90 |
122.50 |
116.75 |
118.48 |
-2.63 |
2,414 |
17,805 |
+283 |
| Apr05 |
041222 |
129.85 |
129.85 |
125.00 |
126.18 |
-2.63 |
2,096 |
22,479 |
+25 |
| May05 |
041222 |
129.75 |
129.75 |
125.40 |
126.58 |
-2.58 |
2,202 |
19,539 |
+1,473 |
| Jun05 |
041222 |
127.50 |
127.50 |
125.25 |
126.33 |
-2.53 |
308 |
8,656 |
+22 |
| Jul05 |
041222 |
124.25 |
124.98 |
124.25 |
124.98 |
-2.48 |
77 |
3,766 |
+101 |
| Aug05 |
041222 |
122.83 |
122.83 |
122.83 |
122.83 |
-2.43 |
76 |
4,615 |
-26 |
| Sep05 |
041222 |
119.50 |
120.08 |
119.50 |
120.08 |
-2.38 |
179 |
6,486 |
+69 |
| Oct05 |
041222 |
116.33 |
116.33 |
116.33 |
116.33 |
-2.33 |
2 |
2,728 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Jan05 |
041222 |
6.910 |
6.930 |
6.730 |
6.820 |
-0.036 |
19,687 |
28,901 |
-1,862 |
| Feb05 |
041222 |
6.960 |
6.970 |
6.750 |
6.849 |
-0.055 |
11,592 |
57,281 |
+1,587 |
| Mar05 |
041222 |
6.920 |
6.920 |
6.740 |
6.814 |
-0.051 |
3,429 |
43,452 |
-87 |
| Apr05 |
041222 |
6.485 |
6.550 |
6.390 |
6.414 |
-0.061 |
2,690 |
24,729 |
+419 |
| May05 |
041222 |
6.465 |
6.480 |
6.380 |
6.389 |
-0.056 |
1,977 |
22,082 |
-178 |
| Jun05 |
041222 |
6.500 |
6.540 |
6.410 |
6.428 |
-0.056 |
780 |
12,838 |
+123 |
| Jul05 |
041222 |
6.480 |
6.490 |
6.460 |
6.473 |
-0.056 |
621 |
16,160 |
+61 |
| Aug05 |
041222 |
6.570 |
6.580 |
6.493 |
6.493 |
-0.056 |
359 |
12,007 |
+95 |
| Sep05 |
041222 |
6.560 |
6.560 |
6.468 |
6.468 |
-0.056 |
412 |
11,585 |
+14 |
| Oct05 |
041222 |
6.590 |
6.590 |
6.493 |
6.493 |
-0.056 |
383 |
22,863 |
+69 |
| Nov05 |
041222 |
6.880 |
6.880 |
6.803 |
6.803 |
-0.046 |
419 |
10,606 |
+210 |
| Dec05 |
041222 |
7.160 |
7.180 |
7.100 |
7.110 |
-0.039 |
799 |
16,075 |
-134 |
| Jan06 |
041222 |
7.330 |
7.330 |
7.320 |
7.320 |
-0.034 |
917 |
15,533 |
+616 |
| Feb06 |
041222 |
7.305 |
7.305 |
7.305 |
7.305 |
-0.034 |
315 |
9,152 |
+196 |
| Mar06 |
041222 |
7.100 |
7.100 |
7.090 |
7.090 |
-0.034 |
172 |
11,257 |
+123 |
| Apr06 |
041222 |
6.140 |
6.140 |
6.130 |
6.140 |
-0.034 |
198 |
9,700 |
+163 |
| Total Volume and Open Interest |
45,858 |
396,697 |
+1,795 |
| Brent Crude Oil(ICE) |
| Feb05 |
041222 |
42.10 |
42.42 |
40.50 |
40.64 |
-1.73 |
24,848 |
72,717 |
-2,618 |
| Mar05 |
041222 |
42.40 |
42.60 |
40.80 |
41.02 |
-1.55 |
10,372 |
80,620 |
+1,027 |
| Apr05 |
041222 |
42.55 |
42.60 |
40.95 |
41.08 |
-1.47 |
4,424 |
24,334 |
+945 |
| May05 |
041222 |
42.43 |
42.43 |
40.96 |
40.96 |
-1.45 |
375 |
9,534 |
-234 |
| Jun05 |
041222 |
42.25 |
42.27 |
40.50 |
40.81 |
-1.43 |
654 |
13,440 |
-982 |
| Jul05 |
041222 |
40.60 |
40.60 |
40.60 |
40.60 |
-1.47 |
0 |
6,819 |
+150 |
| Aug05 |
041222 |
40.39 |
40.39 |
40.39 |
40.39 |
-1.44 |
0 |
3,493 |
+0 |
| Sep05 |
041222 |
40.30 |
40.35 |
40.18 |
40.18 |
-1.41 |
0 |
7,426 |
+0 |
| Oct05 |
041222 |
39.97 |
39.97 |
39.97 |
39.97 |
-1.38 |
0 |
3,350 |
+0 |
| Nov05 |
041222 |
39.76 |
39.76 |
39.76 |
39.76 |
-1.35 |
0 |
3,547 |
+0 |
| Dec05 |
041222 |
40.90 |
40.90 |
39.30 |
39.55 |
-1.32 |
975 |
35,971 |
-275 |
| Jan06 |
041222 |
39.34 |
39.34 |
39.34 |
39.34 |
-1.29 |
|
|
|
| Mar06 |
041222 |
38.92 |
38.92 |
38.92 |
38.92 |
-1.24 |
0 |
3,025 |
+0 |
| Total Volume and Open Interest |
41,998 |
322,860 |
-1,587 |
| Gas Oil(ICE) |
| Jan05 |
041222 |
412.50 |
414.00 |
393.00 |
397.50 |
-15.50 |
13,592 |
52,448 |
-1,952 |
| Feb05 |
041222 |
407.50 |
409.75 |
391.00 |
394.50 |
-13.50 |
6,860 |
39,598 |
-33 |
| Mar05 |
041222 |
393.50 |
399.50 |
385.00 |
386.00 |
-13.00 |
909 |
8,712 |
-12 |
| Apr05 |
041222 |
383.00 |
389.00 |
374.00 |
375.75 |
-12.75 |
850 |
10,187 |
+67 |
| May05 |
041222 |
377.50 |
379.50 |
369.00 |
370.75 |
-11.75 |
330 |
4,647 |
-10 |
| Jun05 |
041222 |
376.50 |
376.50 |
368.00 |
368.00 |
-10.75 |
55 |
12,793 |
-20 |
| Jul05 |
041222 |
367.00 |
367.00 |
367.00 |
367.00 |
-10.50 |
0 |
1,419 |
+0 |
| Aug05 |
041222 |
366.00 |
366.00 |
366.00 |
366.00 |
-10.50 |
0 |
1,546 |
+0 |
| Sep05 |
041222 |
365.00 |
365.00 |
365.00 |
365.00 |
-10.50 |
0 |
5,412 |
+8 |
| Oct05 |
041222 |
363.75 |
363.75 |
363.75 |
363.75 |
-10.50 |
0 |
1,050 |
+0 |
| Total Volume and Open Interest |
22,996 |
164,795 |
-1,952 |
| US Dollar Index(ICE) |
| Mar05 |
041222 |
82.060 |
82.230 |
81.910 |
82.010 |
-0.050 |
2,115 |
21,982 |
-631 |
| Jun05 |
041222 |
82.070 |
82.070 |
82.070 |
82.070 |
-0.050 |
1 |
2,019 |
+0 |
| Sep05 |
041222 |
82.130 |
82.130 |
82.130 |
82.130 |
-0.050 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
2,116 |
24,045 |
-631 |
| Australian Dollar(CME) |
| Mar05 |
041222 |
76.21 |
76.32 |
75.81 |
75.95 |
-0.14 |
2,135 |
58,527 |
+3,130 |
| Jun05 |
041222 |
75.50 |
75.50 |
75.50 |
75.50 |
-0.14 |
40 |
334 |
-20 |
| Sep05 |
041222 |
75.08 |
75.08 |
75.08 |
75.08 |
-0.14 |
0 |
312 |
+0 |
| Total Volume and Open Interest |
2,175 |
59,283 |
+3,110 |
| British Pound(CME) |
| Mar05 |
041222 |
190.48 |
190.90 |
190.11 |
190.59 |
-1.07 |
3,447 |
81,045 |
-164 |
| Jun05 |
041222 |
189.69 |
189.69 |
189.69 |
189.69 |
-1.07 |
0 |
14 |
+0 |
| Sep05 |
041222 |
188.79 |
188.79 |
188.79 |
188.79 |
-1.07 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
3,447 |
81,082 |
-164 |
| Canadian Dollar(CME) |
| Mar05 |
041222 |
81.19 |
81.21 |
80.17 |
80.64 |
-0.62 |
2,374 |
61,522 |
+2,569 |
| Jun05 |
041222 |
81.15 |
81.15 |
80.32 |
80.70 |
-0.62 |
58 |
2,712 |
+3 |
| Sep05 |
041222 |
80.70 |
80.80 |
80.65 |
80.80 |
-0.62 |
1 |
732 |
+1 |
| Dec05 |
041222 |
80.75 |
80.92 |
80.57 |
80.92 |
-0.62 |
20 |
456 |
+0 |
| Total Volume and Open Interest |
2,463 |
65,452 |
+2,582 |
| Japanese Yen(CME) |
| Mar05 |
041222 |
96.66 |
96.76 |
96.45 |
96.49 |
+0.14 |
3,972 |
125,532 |
+729 |
| Jun05 |
041222 |
97.17 |
97.17 |
97.17 |
97.17 |
+0.14 |
8 |
20,046 |
-8 |
| Sep05 |
041222 |
97.97 |
97.97 |
97.97 |
97.97 |
+0.14 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
3,980 |
145,705 |
+721 |
| Swiss Franc(CME) |
| Mar05 |
041222 |
87.04 |
87.23 |
86.96 |
87.12 |
+0.06 |
1,752 |
56,655 |
-1,477 |
| Jun05 |
041222 |
87.55 |
87.55 |
87.55 |
87.55 |
+0.06 |
1 |
113 |
+2 |
| Sep05 |
041222 |
88.01 |
88.01 |
88.01 |
88.01 |
+0.06 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,753 |
56,834 |
-1,475 |
| EuroFX(CME) |
| Mar05 |
041222 |
133.90 |
134.11 |
133.74 |
134.05 |
+0.30 |
5,307 |
144,916 |
+5,341 |
| Jun05 |
041222 |
134.07 |
134.30 |
133.98 |
134.27 |
+0.30 |
71 |
1,026 |
+22 |
| Sep05 |
041222 |
134.57 |
134.57 |
134.57 |
134.57 |
+0.30 |
0 |
295 |
+0 |
| Total Volume and Open Interest |
5,378 |
147,150 |
+5,363 |
| Mexican Peso(CME) |
| Jan05 |
041222 |
890.5 |
892.2 |
890.5 |
892.2 |
+2.0 |
45 |
115 |
+0 |
| Feb05 |
041222 |
888.0 |
888.0 |
886.0 |
888.0 |
+2.0 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
3,578 |
85,701 |
+271 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
041220 |
113~040 |
113~260 |
113~040 |
113~240 |
+0~130 |
22,837 |
25,963 |
-24,744 |
| Mar05 |
041222 |
112~290 |
112~290 |
112~100 |
112~150 |
-0~130 |
76,903 |
613,925 |
-64 |
| Jun05 |
041222 |
111~170 |
111~230 |
111~160 |
111~200 |
-0~120 |
24 |
12,349 |
+8 |
| Total Volume and Open Interest |
76,927 |
626,476 |
-23,489 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
041220 |
112~215 |
112~245 |
112~160 |
112~225 |
+0~045 |
9,238 |
46,738 |
-20,896 |
| Mar05 |
041222 |
112~060 |
112~080 |
111~300 |
112~010 |
-0~055 |
254,656 |
1,565,583 |
-2,328 |
| Jun05 |
041222 |
111~035 |
111~110 |
111~020 |
111~050 |
-0~055 |
219 |
15,545 |
-178 |
| Total Volume and Open Interest |
254,875 |
1,581,801 |
-39,130 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
041220 |
110~066 |
110~066 |
110~050 |
110~054 |
-0~008 |
63,826 |
0 |
-188,904 |
| Mar05 |
041222 |
109~082 |
109~094 |
109~072 |
109~086 |
-0~002 |
123,197 |
1,136,978 |
-14,198 |
| Jun05 |
041222 |
109~028 |
109~028 |
109~028 |
109~028 |
unch |
0 |
9,065 |
+0 |
| Total Volume and Open Interest |
123,197 |
9,065 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
041222 |
105~020 |
105~024 |
105~020 |
105~024 |
+0~003 |
95 |
12,639 |
-529 |
| Mar05 |
041222 |
104~098 |
104~104 |
104~096 |
104~104 |
+0~004 |
1,410 |
234,396 |
+2,643 |
| Total Volume and Open Interest |
1,505 |
247,035 |
+2,114 |
| Eurodollars(CME) |
| Mar05 |
041222 |
97.075 |
97.085 |
97.070 |
97.080 |
+0.005 |
33,539 |
1,057,932 |
-2,844 |
| Jun05 |
041222 |
96.780 |
96.795 |
96.760 |
96.790 |
+0.015 |
18,502 |
1,071,345 |
+3,664 |
| Sep05 |
041222 |
96.555 |
96.580 |
96.540 |
96.575 |
+0.020 |
29,975 |
930,173 |
+2,052 |
| Dec05 |
041222 |
96.390 |
96.425 |
96.365 |
96.420 |
+0.030 |
21,739 |
736,388 |
+18,114 |
| Mar06 |
041222 |
96.295 |
96.320 |
96.275 |
96.320 |
+0.015 |
18,626 |
578,915 |
+9,831 |
| Jun06 |
041222 |
96.220 |
96.250 |
96.205 |
96.250 |
+0.020 |
12,543 |
378,307 |
-754 |
| Sep06 |
041222 |
96.155 |
96.175 |
96.135 |
96.175 |
+0.010 |
9,761 |
293,163 |
-1,343 |
| Dec06 |
041222 |
96.080 |
96.095 |
96.060 |
96.090 |
unch |
14,346 |
243,756 |
+6,123 |
| Mar07 |
041222 |
96.015 |
96.030 |
95.995 |
96.015 |
-0.010 |
9,778 |
182,075 |
+610 |
| Jun07 |
041222 |
95.935 |
95.950 |
95.920 |
95.935 |
-0.015 |
4,598 |
156,293 |
+630 |
| Sep07 |
041222 |
95.840 |
95.870 |
95.840 |
95.850 |
-0.020 |
4,022 |
121,284 |
+621 |
| Dec07 |
041222 |
95.760 |
95.785 |
95.740 |
95.755 |
-0.025 |
7,746 |
128,649 |
-162 |
| Mar08 |
041222 |
95.690 |
95.705 |
95.665 |
95.680 |
-0.030 |
2,352 |
93,541 |
-8 |
| Jun08 |
041222 |
95.595 |
95.610 |
95.565 |
95.580 |
-0.035 |
2,955 |
95,308 |
-363 |
| Sep08 |
041222 |
95.500 |
95.515 |
95.470 |
95.480 |
-0.040 |
1,914 |
91,654 |
-51 |
| Dec08 |
041222 |
95.395 |
95.410 |
95.370 |
95.375 |
-0.040 |
2,086 |
83,642 |
+320 |
| Mar09 |
041222 |
95.315 |
95.325 |
95.285 |
95.290 |
-0.045 |
1,822 |
57,306 |
+187 |
| Jun09 |
041222 |
95.220 |
95.230 |
95.190 |
95.195 |
-0.045 |
3,900 |
45,984 |
+396 |
| Total Volume and Open Interest |
205,920 |
6,541,563 |
+37,615 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041222 |
97.850 |
97.850 |
97.850 |
97.850 |
unch |
476 |
145,455 |
+70 |
| Jan05 |
041222 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
1,576 |
140,422 |
+239 |
| Feb05 |
041222 |
97.510 |
97.520 |
97.510 |
97.520 |
+0.010 |
745 |
118,277 |
+839 |
| Mar05 |
041222 |
97.430 |
97.430 |
97.430 |
97.430 |
unch |
577 |
38,992 |
+61 |
| Apr05 |
041222 |
97.280 |
97.300 |
97.280 |
97.290 |
unch |
150 |
21,798 |
-138 |
| May05 |
041222 |
97.110 |
97.110 |
97.110 |
97.110 |
+0.010 |
8 |
3,709 |
+4 |
| Total Volume and Open Interest |
3,532 |
468,923 |
+1,125 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041222 |
97.850 |
97.850 |
97.845 |
97.845 |
-0.005 |
726 |
0 |
+0 |
| Jan05 |
041222 |
97.745 |
97.750 |
97.745 |
97.750 |
+0.005 |
481 |
0 |
+0 |
| Feb05 |
041222 |
97.510 |
97.515 |
97.510 |
97.515 |
unch |
1,463 |
0 |
+0 |
| Mar05 |
041222 |
97.425 |
97.435 |
97.425 |
97.435 |
+0.005 |
1,434 |
0 |
+0 |
| Apr05 |
041222 |
97.275 |
97.295 |
97.275 |
97.295 |
+0.010 |
1,556 |
0 |
+0 |
| May05 |
041222 |
97.100 |
97.100 |
97.100 |
97.100 |
+0.005 |
1 |
0 |
+0 |
| Total Volume and Open Interest |
5,711 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar05 |
041222 |
99.91 |
99.91 |
99.91 |
99.91 |
+0.01 |
5 |
52,075 |
-369 |
| Jun05 |
041222 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
200 |
32,685 |
-91 |
| Sep05 |
041222 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
7,273 |
-205 |
| Dec05 |
041222 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
5,396 |
+23 |
| Mar06 |
041222 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
50 |
7,053 |
-100 |
| Jun06 |
041222 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
3,712 |
+0 |
| Sep06 |
041222 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.01 |
0 |
2,099 |
+0 |
| Dec06 |
041222 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
| Mar07 |
041222 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
0 |
1 |
+0 |
| Jun07 |
041222 |
99.27 |
99.27 |
99.27 |
99.27 |
+0.01 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
255 |
111,748 |
-742 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041222 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
551 |
101,126 |
-19 |
| Jun05 |
041222 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
38 |
90,746 |
+18 |
| Sep05 |
041222 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
32 |
43,711 |
-166 |
| Dec05 |
041222 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
164 |
35,250 |
+36 |
| Mar06 |
041222 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
135 |
27,585 |
-121 |
| Jun06 |
041222 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
30 |
12,877 |
+0 |
| Sep06 |
041222 |
99.59 |
99.59 |
99.58 |
99.58 |
unch |
5 |
6,925 |
+20 |
| Dec06 |
041222 |
99.50 |
99.50 |
99.48 |
99.48 |
unch |
5 |
6,674 |
+20 |
| Total Volume and Open Interest |
1,040 |
331,951 |
-139 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041222 |
139.05 |
139.17 |
138.96 |
139.10 |
+0.04 |
1,096 |
42,453 |
+339 |
| Jun05 |
041222 |
138.50 |
138.50 |
138.50 |
138.50 |
+0.07 |
|
|
|
| Sep05 |
041222 |
138.50 |
138.50 |
138.50 |
138.50 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
1,096 |
42,453 |
+339 |
| Euro-Bund(EUREX) |
| Mar05 |
041222 |
119.16 |
119.22 |
118.95 |
119.04 |
-0.07 |
440,466 |
1,200,737 |
-8,080 |
| Jun05 |
041222 |
118.24 |
118.24 |
118.13 |
118.16 |
-0.05 |
959 |
713 |
+117 |
| Total Volume and Open Interest |
441,425 |
1,201,450 |
-7,963 |
| Euro-Bobl(EUREX) |
| Mar05 |
041222 |
113.13 |
113.17 |
112.97 |
113.03 |
-0.10 |
273,765 |
786,361 |
+871 |
| Jun05 |
041222 |
112.21 |
112.21 |
112.21 |
112.21 |
-0.11 |
744 |
455 |
+15 |
| Sep05 |
041222 |
112.03 |
112.03 |
112.03 |
112.03 |
-0.10 |
265 |
0 |
+0 |
| Total Volume and Open Interest |
274,509 |
786,816 |
+886 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
| Mar05 |
041222 |
97.760 |
97.775 |
97.760 |
97.765 |
+0.005 |
321 |
13,963 |
+495 |
| Jun05 |
041222 |
97.650 |
97.650 |
97.635 |
97.650 |
-0.015 |
88 |
5,714 |
-57 |
| Total Volume and Open Interest |
568 |
29,350 |
+694 |
| Long Gilt(LIFFE) |
| Dec04 |
041222 |
110~15 |
110~19 |
110~15 |
110~15 |
+0~06 |
475 |
16,991 |
-381 |
| Mar05 |
041222 |
112~03 |
112~11 |
112~02 |
112~07 |
+0~08 |
27,498 |
206,775 |
-1,287 |
| Total Volume and Open Interest |
27,973 |
223,766 |
-1,668 |
| 3-Mth Short Sterling(LIFFE) |
| Mar05 |
041222 |
95.06 |
95.12 |
95.05 |
95.10 |
+0.04 |
26,892 |
245,209 |
+2,188 |
| Jun05 |
041222 |
95.11 |
95.20 |
95.11 |
95.19 |
+0.07 |
26,782 |
223,260 |
+4,824 |
| Sep05 |
041222 |
95.14 |
95.25 |
95.14 |
95.23 |
+0.08 |
22,850 |
225,278 |
+2,717 |
| Dec05 |
041222 |
95.14 |
95.25 |
95.14 |
95.23 |
+0.08 |
16,133 |
174,978 |
-1,830 |
| Mar06 |
041222 |
95.15 |
95.24 |
95.14 |
95.22 |
+0.07 |
7,907 |
99,697 |
-775 |
| Jun06 |
041222 |
95.13 |
95.24 |
95.13 |
95.22 |
+0.07 |
5,281 |
74,204 |
+539 |
| Total Volume and Open Interest |
111,249 |
1,203,755 |
+7,414 |
| 3-Mth Euribor(LIFFE) |
| Mar05 |
041222 |
97.760 |
97.775 |
97.755 |
97.765 |
unch |
72,123 |
500,494 |
-14,531 |
| Jun05 |
041222 |
97.630 |
97.655 |
97.620 |
97.635 |
-0.010 |
72,165 |
572,514 |
-4,834 |
| Sep05 |
041222 |
97.530 |
97.545 |
97.500 |
97.510 |
-0.025 |
92,593 |
408,785 |
-5,782 |
| Total Volume and Open Interest |
427,849 |
2,700,887 |
-26,273 |
| 3-Mth Aus T-Bills(SFE) |
| Mar05 |
041222 |
94.64 |
94.64 |
94.61 |
94.63 |
-0.01 |
18,099 |
274,751 |
-9,749 |
| Jun05 |
041222 |
94.63 |
94.64 |
94.61 |
94.63 |
unch |
7,509 |
137,924 |
-2,629 |
| Sep05 |
041222 |
94.61 |
94.63 |
94.60 |
94.61 |
unch |
1,252 |
42,492 |
-740 |
| Dec05 |
041222 |
94.59 |
94.60 |
94.58 |
94.58 |
-0.01 |
1,416 |
22,715 |
-981 |
| Mar06 |
041222 |
94.56 |
94.56 |
94.54 |
94.54 |
-0.01 |
884 |
15,469 |
+616 |
| Jun06 |
041222 |
94.51 |
94.51 |
94.49 |
94.49 |
-0.01 |
12 |
10,836 |
-131 |
| Sep06 |
041222 |
94.46 |
94.46 |
94.46 |
94.46 |
unch |
0 |
6,840 |
-50 |
| Dec06 |
041222 |
94.42 |
94.42 |
94.42 |
94.42 |
unch |
0 |
3,077 |
-68 |
| Mar07 |
041222 |
94.39 |
94.39 |
94.37 |
94.37 |
unch |
10 |
1,825 |
-50 |
| Jun07 |
041222 |
94.36 |
94.36 |
94.33 |
94.33 |
-0.01 |
10 |
1,410 |
-180 |
| Total Volume and Open Interest |
29,192 |
519,402 |
-13,962 |
| 10-Year Aus T-Bonds(SFE) |
| Mar05 |
041222 |
94.70 |
94.73 |
94.70 |
94.72 |
+0.02 |
11,499 |
255,707 |
-1,967 |
| Total Volume and Open Interest |
11,499 |
255,707 |
-1,967 |
| 3-Year Aus T-Bonds(SFE) |
| Mar05 |
041222 |
94.89 |
94.92 |
94.88 |
94.90 |
+0.01 |
44,487 |
413,450 |
-23,652 |
| Total Volume and Open Interest |
44,487 |
413,450 |
-23,652 |
| Gold(CMX) |
| Dec04 |
041222 |
442.7 |
442.7 |
439.0 |
440.3 |
-1.5 |
57 |
251 |
-349 |
| Feb05 |
041222 |
443.3 |
443.7 |
440.1 |
441.4 |
-1.5 |
24,139 |
222,745 |
-1,624 |
| Apr05 |
041222 |
445.5 |
445.6 |
442.0 |
443.6 |
-1.5 |
1,325 |
18,709 |
+797 |
| Jun05 |
041222 |
448.3 |
448.3 |
444.7 |
445.9 |
-1.5 |
441 |
28,641 |
-326 |
| Aug05 |
041222 |
448.7 |
448.7 |
448.3 |
448.3 |
-1.5 |
21 |
7,772 |
+21 |
| Oct05 |
041222 |
451.0 |
451.0 |
450.8 |
450.8 |
-1.5 |
17 |
3,505 |
+9 |
| Dec05 |
041222 |
454.0 |
454.5 |
452.0 |
453.3 |
-1.5 |
92 |
18,379 |
+44 |
| Feb06 |
041222 |
456.0 |
456.0 |
456.0 |
456.0 |
-1.5 |
1 |
595 |
+0 |
| Apr06 |
041222 |
458.6 |
458.6 |
458.6 |
458.6 |
-1.5 |
0 |
631 |
+0 |
| Jun06 |
041222 |
461.2 |
461.2 |
461.2 |
461.2 |
-1.5 |
2 |
8,414 |
+2 |
| Aug06 |
041222 |
463.9 |
463.9 |
463.9 |
463.9 |
-1.5 |
0 |
170 |
+0 |
| Oct06 |
041222 |
466.6 |
466.6 |
466.6 |
466.6 |
-1.5 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
26,104 |
319,955 |
-1,467 |
| Silver(CMX) |
| Dec04 |
041222 |
687.0 |
687.0 |
680.3 |
680.3 |
-9.2 |
18 |
98 |
-10 |
| Mar05 |
041222 |
692.0 |
693.5 |
682.0 |
683.5 |
-9.2 |
6,187 |
73,504 |
-812 |
| May05 |
041222 |
692.0 |
697.0 |
686.5 |
686.7 |
-9.2 |
191 |
7,107 |
+127 |
| Jul05 |
041222 |
699.0 |
699.0 |
689.5 |
689.7 |
-9.2 |
76 |
3,499 |
+32 |
| Sep05 |
041222 |
707.0 |
707.0 |
693.0 |
693.0 |
-9.4 |
10 |
527 |
+0 |
| Dec05 |
041222 |
700.0 |
703.0 |
696.0 |
696.8 |
-9.7 |
49 |
9,974 |
-1 |
| Mar06 |
041222 |
700.2 |
700.2 |
700.2 |
700.2 |
-10.0 |
20 |
195 |
+18 |
| Total Volume and Open Interest |
6,558 |
98,426 |
-650 |
| Platinum(NYMEX) |
| Jan05 |
041222 |
843.0 |
845.5 |
840.1 |
843.7 |
+2.2 |
1,237 |
3,881 |
-615 |
| Apr05 |
041222 |
842.0 |
843.0 |
837.0 |
840.7 |
+1.3 |
1,095 |
2,490 |
+808 |
| Jul05 |
041222 |
837.7 |
837.7 |
837.7 |
837.7 |
+1.3 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2,332 |
6,374 |
+193 |
| Palladium(NYMEX) |
| Dec04 |
041222 |
185.90 |
185.90 |
185.90 |
185.90 |
+2.05 |
3 |
100 |
-2 |
| Mar05 |
041222 |
185.50 |
188.00 |
182.00 |
187.00 |
+2.05 |
289 |
11,721 |
+83 |
| Jun05 |
041222 |
188.00 |
189.00 |
188.00 |
189.00 |
+2.05 |
11 |
234 |
-1 |
| Total Volume and Open Interest |
289 |
12,115 |
+80 |
| Copper(CMX) |
| Dec04 |
041222 |
151.00 |
152.00 |
147.50 |
147.50 |
-2.90 |
506 |
2,497 |
-104 |
| Mar05 |
041222 |
145.30 |
145.60 |
140.30 |
140.95 |
-3.30 |
9,087 |
54,035 |
+1,495 |
| May05 |
041222 |
140.70 |
141.40 |
137.20 |
137.40 |
-2.90 |
355 |
6,346 |
+76 |
| Jul05 |
041222 |
137.40 |
137.40 |
134.15 |
134.15 |
-2.10 |
241 |
5,229 |
+109 |
| Sep05 |
041222 |
133.40 |
133.40 |
129.90 |
129.90 |
-1.35 |
20 |
3,574 |
-10 |
| Total Volume and Open Interest |
10,750 |
86,174 |
+1,571 |
| Aluminum(CMX) |
| Dec04 |
041222 |
91.60 |
91.60 |
91.60 |
91.60 |
+0.55 |
10 |
362 |
+2 |
| Jan05 |
041222 |
92.25 |
92.25 |
91.85 |
91.85 |
+0.60 |
10 |
1,276 |
+0 |
| Feb05 |
041222 |
91.95 |
91.95 |
91.95 |
91.95 |
+0.60 |
0 |
651 |
+0 |
| Mar05 |
041222 |
91.95 |
91.95 |
91.95 |
91.95 |
+0.60 |
0 |
681 |
+0 |
| Apr05 |
041222 |
91.65 |
91.65 |
91.65 |
91.65 |
+0.55 |
0 |
486 |
+0 |
| May05 |
041222 |
91.30 |
91.30 |
91.30 |
91.30 |
+0.50 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
20 |
8,967 |
+2 |
| DJIA Index(CBOT) |
| Mar05 |
041222 |
10768 |
10839 |
10753 |
10822 |
+59 |
5,132 |
48,236 |
+15 |
| Jun05 |
041222 |
10810 |
10850 |
10810 |
10850 |
+59 |
5 |
32 |
+0 |
| Dec05 |
041222 |
10895 |
10895 |
10895 |
10895 |
+59 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,137 |
48,269 |
+15 |
| S & P 500(CME) |
| Mar05 |
041222 |
1207.20 |
1214.30 |
1206.80 |
1211.00 |
+3.00 |
28,239 |
659,214 |
+207 |
| Jun05 |
041222 |
1212.00 |
1217.20 |
1212.00 |
1215.20 |
+3.10 |
43 |
10,134 |
+25 |
| Sep05 |
041222 |
1219.50 |
1219.50 |
1219.50 |
1219.50 |
+3.10 |
4 |
1,836 |
-4 |
| Dec05 |
041222 |
1224.00 |
1224.50 |
1224.00 |
1224.50 |
+3.10 |
0 |
123 |
+0 |
| Total Volume and Open Interest |
28,286 |
671,381 |
+228 |
| S & P 500 E-Mini(Globex) |
| Mar05 |
041222 |
1207.25 |
1214.25 |
1206.75 |
1211.00 |
+3.00 |
451,956 |
714,063 |
+20,448 |
| Jun05 |
041222 |
1212.00 |
1216.75 |
1211.50 |
1215.25 |
+3.25 |
28 |
131 |
+10 |
| Total Volume and Open Interest |
451,984 |
714,194 |
+20,458 |
| NASDAQ 100(CME) |
| Mar05 |
041222 |
1612.50 |
1629.00 |
1611.00 |
1616.00 |
unch |
8,078 |
66,802 |
+409 |
| Jun05 |
041222 |
1626.50 |
1626.50 |
1626.50 |
1626.50 |
unch |
0 |
6 |
+0 |
| Sep05 |
041222 |
1637.00 |
1637.00 |
1637.00 |
1637.00 |
unch |
|
|
|
| Total Volume and Open Interest |
8,078 |
66,808 |
+409 |
| NASDAQ 100 E-Mini(Globex) |
| Mar05 |
041222 |
1615.00 |
1629.00 |
1611.00 |
1616.00 |
unch |
211,176 |
246,067 |
-3,877 |
| Jun05 |
041222 |
1626.50 |
1626.50 |
1624.50 |
1626.50 |
unch |
1 |
3 |
+1 |
| Total Volume and Open Interest |
211,177 |
246,070 |
-3,876 |
| S & P Midcap 400(CME) |
| Mar05 |
041222 |
658.50 |
661.00 |
658.00 |
658.50 |
-0.10 |
435 |
13,098 |
+157 |
| Jun05 |
041222 |
658.50 |
659.50 |
658.50 |
658.50 |
-0.10 |
|
|
|
| Sep05 |
041222 |
658.50 |
659.50 |
658.50 |
658.50 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
435 |
13,098 |
+157 |
| Russell 2000(CME) |
| Mar05 |
041222 |
648.00 |
652.25 |
648.00 |
649.65 |
+1.20 |
709 |
21,090 |
+300 |
| Jun05 |
041222 |
649.65 |
649.65 |
649.65 |
649.65 |
+1.20 |
|
|
|
| Sep05 |
041222 |
649.65 |
649.65 |
649.65 |
649.65 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
709 |
21,090 |
+300 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041217 |
643.00 |
645.00 |
640.90 |
641.85 |
-1.25 |
6,071 |
92,324 |
-1,266 |
| Mar05 |
041222 |
648.10 |
652.50 |
647.50 |
649.70 |
+1.20 |
53,066 |
104,645 |
+6,425 |
| Jun05 |
041222 |
649.70 |
649.70 |
649.70 |
649.70 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
53,066 |
104,645 |
+6,425 |
| Nikkei 225(CME) |
| Mar05 |
041222 |
11215 |
11275 |
11200 |
11260 |
+130 |
2,080 |
164,551 |
-333 |
| Jun05 |
041222 |
11210 |
11210 |
11210 |
11210 |
+130 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2,080 |
164,575 |
-312 |
| Nikkei 225(SGX) |
| Mar05 |
041222 |
11215 |
11275 |
11200 |
11260 |
+130 |
2,080 |
164,551 |
-333 |
| Jun05 |
041222 |
11210 |
11210 |
11210 |
11210 |
+130 |
0 |
3 |
+0 |
| Sep05 |
041222 |
11205 |
11205 |
11205 |
11205 |
+130 |
|
|
|
| Total Volume and Open Interest |
2,080 |
164,575 |
-312 |
| CAC 40(EURONEXT) |
| Jan05 |
041222 |
3792.5 |
3819.5 |
3792.5 |
3811.5 |
+35.5 |
25,266 |
295,571 |
-3,795 |
| Feb05 |
041222 |
3807.5 |
3821.5 |
3807.5 |
3817.0 |
+35.5 |
88 |
420 |
+53 |
| Mar05 |
041222 |
3812.0 |
3829.0 |
3809.0 |
3823.0 |
+35.5 |
684 |
86,526 |
-129 |
| Total Volume and Open Interest |
26,038 |
397,538 |
-3,871 |
| Hang Seng Index(HKFE) |
| Dec04 |
041222 |
14293 |
14307 |
14150 |
14184 |
+10 |
41,469 |
123,388 |
-5,320 |
| Jan05 |
041222 |
14303 |
14313 |
14161 |
14190 |
+10 |
24,794 |
12,722 |
+7,029 |
| Total Volume and Open Interest |
66,461 |
138,958 |
+1,736 |
| DAX(EUREX) |
| Mar05 |
041222 |
4259.5 |
4275.0 |
4248.0 |
4252.5 |
+3.5 |
61,839 |
179,667 |
+757 |
| Jun05 |
041222 |
4282.0 |
4298.0 |
4274.5 |
4276.5 |
+4.0 |
171 |
2,960 |
+64 |
| Total Volume and Open Interest |
62,044 |
182,794 |
+927 |
| FT-SE 100(EURONEXT) |
| Mar05 |
041222 |
4764.00 |
4785.00 |
4757.00 |
4775.00 |
+38.00 |
21,003 |
436,899 |
-2,482 |
| Jun05 |
041222 |
4790.50 |
4790.50 |
4790.50 |
4790.50 |
+38.50 |
0 |
17,007 |
+0 |
| Sep05 |
041222 |
4804.00 |
4804.00 |
4804.00 |
4804.00 |
+38.50 |
0 |
3,550 |
+0 |
| Total Volume and Open Interest |
21,003 |
457,456 |
-2,482 |
| SPI 200(SFE) |
| Dec04 |
041216 |
3959.0 |
3971.0 |
3953.0 |
3971.0 |
+27.0 |
37,390 |
128,529 |
-38,259 |
| Mar05 |
041222 |
4041.0 |
4048.0 |
4034.0 |
4046.0 |
+20.0 |
10,588 |
158,826 |
-6,217 |
| Jun05 |
041222 |
4054.0 |
4059.0 |
4051.0 |
4059.0 |
+19.0 |
20 |
3,019 |
+5 |
| Total Volume and Open Interest |
10,851 |
167,486 |
-6,026 |
| GSCI(CME) |
| Jan05 |
041222 |
326.90 |
326.90 |
317.40 |
319.30 |
-7.45 |
143 |
17,981 |
+99 |
| Feb05 |
041222 |
318.00 |
318.00 |
318.00 |
318.00 |
-6.75 |
|
|
|
| Mar05 |
041222 |
316.00 |
316.00 |
316.00 |
316.00 |
-5.75 |
|
|
|
| Total Volume and Open Interest |
143 |
17,981 |
+99 |
| RJ/CRB Index(ICE) |
| Jan05 |
041222 |
283.50 |
284.00 |
282.05 |
282.50 |
-2.50 |
30 |
242 |
-4 |
| Feb05 |
041222 |
280.00 |
281.00 |
280.00 |
281.00 |
-2.50 |
5 |
119 |
+1 |
| Apr05 |
041222 |
281.50 |
281.50 |
281.50 |
281.50 |
-2.50 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
35 |
584 |
-3 |
|
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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