|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon December 27, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041227 |
553.00 |
560.00 |
549.25 |
557.25 |
+6.75 |
11,266 |
39,961 |
-8,892 |
Mar05 |
041227 |
551.50 |
555.00 |
546.00 |
554.00 |
+5.75 |
21,712 |
112,027 |
+3,246 |
May05 |
041227 |
555.00 |
559.50 |
551.00 |
558.50 |
+5.25 |
3,352 |
41,117 |
+945 |
Jul05 |
041227 |
562.00 |
566.00 |
558.50 |
564.50 |
+4.50 |
1,802 |
27,276 |
+271 |
Aug05 |
041227 |
565.00 |
567.00 |
561.50 |
567.00 |
+4.75 |
288 |
2,373 |
-8 |
Sep05 |
041227 |
565.00 |
566.00 |
561.00 |
566.00 |
+4.00 |
2 |
760 |
+0 |
Nov05 |
041227 |
573.00 |
575.00 |
567.00 |
573.75 |
+4.00 |
577 |
14,737 |
+67 |
Total Volume and Open Interest |
39,002 |
238,350 |
-4,368 |
Soybean Meal(CBOT) |
Jan05 |
041227 |
162.50 |
162.80 |
160.00 |
161.90 |
+0.50 |
6,126 |
15,897 |
-2,479 |
Mar05 |
041227 |
163.50 |
163.80 |
160.20 |
162.20 |
+0.50 |
8,873 |
47,755 |
+878 |
May05 |
041227 |
166.00 |
166.00 |
162.50 |
164.80 |
+1.30 |
2,596 |
21,114 |
+306 |
Jul05 |
041227 |
168.30 |
168.30 |
165.50 |
167.60 |
+1.30 |
1,578 |
30,596 |
+386 |
Aug05 |
041227 |
169.30 |
169.30 |
167.00 |
169.10 |
+0.90 |
262 |
9,890 |
+220 |
Sep05 |
041227 |
170.50 |
171.00 |
168.50 |
170.50 |
+1.00 |
201 |
6,848 |
+355 |
Oct05 |
041227 |
170.00 |
171.50 |
169.80 |
171.50 |
+0.50 |
57 |
6,005 |
+52 |
Dec05 |
041227 |
174.00 |
174.50 |
172.80 |
174.50 |
+0.50 |
176 |
6,631 |
+39 |
Total Volume and Open Interest |
19,869 |
145,231 |
-243 |
Soybean Oil(CBOT) |
Jan05 |
041227 |
21.20 |
21.50 |
21.15 |
21.37 |
+0.35 |
5,948 |
18,920 |
-90 |
Mar05 |
041227 |
21.35 |
21.63 |
21.22 |
21.48 |
+0.37 |
10,336 |
62,650 |
+180 |
May05 |
041227 |
21.40 |
21.65 |
21.25 |
21.53 |
+0.33 |
1,811 |
22,123 |
+258 |
Jul05 |
041227 |
21.50 |
21.60 |
21.32 |
21.55 |
+0.29 |
1,619 |
22,109 |
-179 |
Aug05 |
041227 |
21.40 |
21.50 |
21.30 |
21.48 |
+0.23 |
213 |
5,867 |
-17 |
Sep05 |
041227 |
21.30 |
21.40 |
21.20 |
21.40 |
+0.20 |
88 |
4,108 |
-3 |
Oct05 |
041227 |
21.30 |
21.30 |
21.30 |
21.30 |
+0.15 |
11 |
4,360 |
+9 |
Dec05 |
041227 |
21.15 |
21.30 |
21.05 |
21.30 |
+0.17 |
307 |
9,005 |
+182 |
Total Volume and Open Interest |
20,333 |
150,075 |
+340 |
Canola(WCE) |
Jan05 |
041224 |
281.7 |
281.8 |
280.9 |
281.5 |
-0.3 |
4,111 |
5,467 |
-2,982 |
Mar05 |
041224 |
284.0 |
284.5 |
283.1 |
283.7 |
-0.8 |
5,563 |
37,198 |
+366 |
May05 |
041224 |
286.0 |
287.0 |
285.7 |
287.0 |
unch |
179 |
2,876 |
+126 |
Jul05 |
041224 |
292.0 |
292.0 |
292.0 |
292.0 |
-1.0 |
128 |
1,819 |
-20 |
Sep05 |
041224 |
293.2 |
293.2 |
293.2 |
293.2 |
-0.8 |
0 |
5 |
+0 |
Total Volume and Open Interest |
9,986 |
59,356 |
-2,520 |
Corn(CBOT) |
Mar05 |
041227 |
208.00 |
208.75 |
206.00 |
207.50 |
+0.50 |
17,383 |
346,022 |
-4,431 |
May05 |
041227 |
216.00 |
216.25 |
213.50 |
215.00 |
+0.25 |
2,973 |
85,703 |
+492 |
Jul05 |
041227 |
222.50 |
223.25 |
220.75 |
222.50 |
+0.75 |
1,953 |
76,120 |
+200 |
Sep05 |
041227 |
230.50 |
230.50 |
229.00 |
230.25 |
+0.75 |
417 |
23,072 |
+207 |
Dec05 |
041227 |
239.00 |
239.75 |
237.75 |
239.50 |
+0.75 |
1,666 |
56,067 |
+819 |
Mar06 |
041227 |
246.00 |
246.25 |
245.00 |
246.25 |
+0.50 |
95 |
2,016 |
+83 |
Total Volume and Open Interest |
24,528 |
592,663 |
-2,615 |
Wheat(CBOT) |
Mar05 |
041227 |
310.00 |
311.75 |
301.00 |
305.00 |
-4.50 |
12,440 |
140,466 |
-2,074 |
May05 |
041227 |
317.00 |
318.50 |
308.50 |
312.50 |
-4.00 |
651 |
15,142 |
-114 |
Jul05 |
041227 |
323.50 |
325.50 |
315.25 |
318.75 |
-3.75 |
1,976 |
15,562 |
+50 |
Sep05 |
041227 |
331.50 |
331.50 |
323.00 |
326.00 |
-3.00 |
5 |
596 |
+1 |
Dec05 |
041227 |
339.25 |
339.25 |
332.50 |
335.00 |
-2.50 |
333 |
8,546 |
+5 |
Total Volume and Open Interest |
15,407 |
180,376 |
-2,132 |
Wheat(KCBT) |
Mar05 |
041227 |
344.00 |
345.50 |
334.00 |
337.00 |
-5.50 |
3,557 |
48,700 |
-454 |
May05 |
041227 |
337.00 |
337.50 |
328.00 |
330.00 |
-5.00 |
168 |
6,186 |
+30 |
Jul05 |
041227 |
334.00 |
335.00 |
325.50 |
327.50 |
-5.00 |
580 |
9,262 |
-75 |
Sep05 |
041227 |
335.50 |
335.50 |
333.00 |
333.00 |
-3.50 |
19 |
2,219 |
-6 |
Dec05 |
041227 |
343.00 |
343.00 |
343.00 |
343.00 |
-5.50 |
2 |
1,116 |
+2 |
Total Volume and Open Interest |
4,326 |
67,803 |
-503 |
Wheat(MGE) |
Mar05 |
041227 |
350.50 |
352.00 |
342.00 |
344.50 |
-5.00 |
2,323 |
21,443 |
+19 |
May05 |
041227 |
354.00 |
354.50 |
349.00 |
349.50 |
-4.50 |
630 |
6,708 |
-20 |
Jul05 |
041227 |
355.75 |
355.75 |
351.00 |
352.50 |
-2.50 |
145 |
3,418 |
+46 |
Sep05 |
041227 |
350.50 |
350.50 |
349.00 |
349.00 |
-4.50 |
30 |
1,414 |
+6 |
Dec05 |
041227 |
359.00 |
359.00 |
356.00 |
356.00 |
-6.00 |
2 |
391 |
+1 |
Total Volume and Open Interest |
3,130 |
33,376 |
+52 |
Oats(CBOT) |
Mar05 |
041227 |
161.75 |
162.00 |
154.00 |
155.25 |
-5.75 |
1,620 |
6,323 |
+334 |
May05 |
041227 |
161.00 |
161.00 |
154.00 |
155.25 |
-3.75 |
59 |
646 |
+23 |
Jul05 |
041227 |
157.00 |
157.00 |
154.00 |
154.00 |
-5.00 |
0 |
148 |
+0 |
Sep05 |
041227 |
152.00 |
152.00 |
152.00 |
152.00 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,679 |
7,123 |
+357 |
Rough Rice(CBOT) |
Jan05 |
041227 |
7.63 |
7.68 |
7.57 |
7.58 |
-0.05 |
488 |
1,001 |
-181 |
Mar05 |
041227 |
7.75 |
7.79 |
7.70 |
7.71 |
-0.05 |
752 |
3,113 |
+161 |
May05 |
041227 |
7.92 |
7.92 |
7.88 |
7.88 |
-0.04 |
1 |
258 |
+0 |
Jul05 |
041227 |
8.01 |
8.01 |
8.01 |
8.01 |
-0.04 |
0 |
67 |
+0 |
Total Volume and Open Interest |
1,241 |
4,441 |
-20 |
Live Cattle(CME) |
Dec04 |
041227 |
92.750 |
92.950 |
92.050 |
92.525 |
+0.175 |
1,071 |
2,315 |
-510 |
Feb05 |
041227 |
91.550 |
92.000 |
91.100 |
91.775 |
+0.225 |
9,765 |
76,571 |
+141 |
Apr05 |
041227 |
88.350 |
88.475 |
87.625 |
88.400 |
+0.100 |
3,491 |
24,005 |
+770 |
Jun05 |
041227 |
82.150 |
82.250 |
81.600 |
82.225 |
+0.075 |
1,034 |
12,406 |
+434 |
Aug05 |
041227 |
81.000 |
81.400 |
80.700 |
81.325 |
+0.125 |
414 |
7,864 |
+52 |
Oct05 |
041227 |
82.100 |
82.500 |
82.000 |
82.300 |
+0.150 |
34 |
4,770 |
+11 |
Total Volume and Open Interest |
15,833 |
130,632 |
+894 |
Feeder Cattle(CME) |
Jan05 |
041227 |
105.500 |
106.100 |
104.600 |
105.825 |
+0.625 |
775 |
5,357 |
-16 |
Mar05 |
041227 |
101.750 |
102.000 |
100.600 |
101.525 |
+0.325 |
570 |
5,359 |
+44 |
Apr05 |
041227 |
99.900 |
100.100 |
98.800 |
99.850 |
+0.150 |
34 |
1,802 |
-8 |
May05 |
041227 |
99.250 |
99.700 |
98.800 |
99.600 |
+0.350 |
121 |
2,118 |
-17 |
Aug05 |
041227 |
99.750 |
100.100 |
99.100 |
99.950 |
+0.200 |
113 |
809 |
+2 |
Sep05 |
041227 |
99.250 |
99.500 |
99.250 |
99.300 |
-0.050 |
22 |
34 |
+13 |
Oct05 |
041227 |
99.300 |
99.300 |
99.300 |
99.300 |
-0.100 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,635 |
15,500 |
+18 |
Lean Hogs(CME) |
Feb05 |
041227 |
73.700 |
75.000 |
73.300 |
74.775 |
+0.975 |
2,099 |
59,926 |
+173 |
Apr05 |
041227 |
72.850 |
74.300 |
72.450 |
74.150 |
+1.200 |
1,282 |
16,992 |
+234 |
May05 |
041227 |
71.250 |
72.200 |
71.150 |
72.100 |
+0.550 |
74 |
2,742 |
+20 |
Jun05 |
041227 |
73.550 |
74.300 |
73.150 |
74.125 |
+0.475 |
330 |
9,091 |
+74 |
Jul05 |
041227 |
69.750 |
70.500 |
69.675 |
70.400 |
+0.350 |
97 |
2,325 |
+25 |
Aug05 |
041227 |
66.100 |
66.650 |
66.050 |
66.650 |
+0.450 |
50 |
1,897 |
+11 |
Oct05 |
041227 |
58.250 |
59.000 |
58.200 |
59.000 |
+0.600 |
27 |
821 |
+18 |
Dec05 |
041227 |
55.575 |
56.000 |
55.400 |
56.000 |
+0.300 |
17 |
377 |
-1 |
Total Volume and Open Interest |
3,976 |
94,173 |
+554 |
Pork Bellies(CME) |
Feb05 |
041227 |
95.700 |
96.950 |
95.400 |
95.625 |
+0.025 |
176 |
1,733 |
+13 |
Mar05 |
041227 |
95.600 |
95.650 |
95.600 |
95.650 |
-0.200 |
9 |
106 |
+7 |
May05 |
041227 |
97.400 |
97.400 |
97.400 |
97.400 |
unch |
1 |
75 |
+0 |
Jul05 |
041227 |
99.900 |
99.900 |
99.550 |
99.550 |
-0.200 |
6 |
22 |
-2 |
Aug05 |
041227 |
98.025 |
98.025 |
98.025 |
98.025 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
192 |
1,941 |
+18 |
Class III Milk(CME) |
Dec04 |
041227 |
16.30 |
16.30 |
16.20 |
16.21 |
-0.27 |
22 |
4,816 |
+6 |
Jan05 |
041227 |
13.70 |
13.70 |
13.50 |
13.60 |
-0.12 |
83 |
3,233 |
+51 |
Feb05 |
041227 |
13.69 |
13.75 |
13.65 |
13.74 |
+0.04 |
128 |
2,900 |
+68 |
Mar05 |
041227 |
13.35 |
13.45 |
13.33 |
13.40 |
+0.07 |
148 |
2,796 |
+37 |
Apr05 |
041227 |
13.43 |
13.50 |
13.40 |
13.50 |
+0.07 |
70 |
1,750 |
+36 |
Total Volume and Open Interest |
781 |
23,854 |
+319 |
Cocoa(ICE) |
Mar05 |
041227 |
1570 |
1570 |
1555 |
1564 |
+12 |
6,557 |
45,610 |
-1,323 |
May05 |
041227 |
1567 |
1570 |
1563 |
1568 |
+12 |
237 |
13,729 |
-105 |
Jul05 |
041227 |
1575 |
1575 |
1570 |
1573 |
+12 |
351 |
12,209 |
+2 |
Sep05 |
041227 |
1575 |
1577 |
1575 |
1577 |
+13 |
781 |
10,740 |
-85 |
Dec05 |
041227 |
1579 |
1579 |
1578 |
1578 |
+13 |
1,270 |
10,337 |
+635 |
Mar06 |
041227 |
1579 |
1579 |
1579 |
1579 |
+13 |
127 |
12,051 |
+47 |
May06 |
041227 |
1581 |
1581 |
1581 |
1581 |
+13 |
0 |
2,288 |
+0 |
Total Volume and Open Interest |
9,323 |
117,814 |
-829 |
Coffee "C"(ICE) |
Mar05 |
041227 |
107.10 |
107.50 |
103.90 |
104.70 |
-0.40 |
9,525 |
85,555 |
+723 |
May05 |
041227 |
109.25 |
109.25 |
106.00 |
106.95 |
-0.40 |
1,693 |
15,184 |
+599 |
Jul05 |
041227 |
110.50 |
110.80 |
108.65 |
108.65 |
-0.40 |
240 |
4,657 |
+131 |
Sep05 |
041227 |
112.30 |
112.30 |
110.20 |
110.20 |
-0.40 |
42 |
4,581 |
-57 |
Dec05 |
041227 |
113.00 |
114.50 |
112.50 |
112.70 |
-0.45 |
268 |
1,065 |
-36 |
Mar06 |
041227 |
117.20 |
117.20 |
115.20 |
115.20 |
-0.50 |
10 |
617 |
+2 |
Total Volume and Open Interest |
11,781 |
111,748 |
+1,361 |
Orange Juice(ICE) |
Jan05 |
041227 |
88.00 |
88.00 |
84.50 |
87.40 |
-0.65 |
1,626 |
2,469 |
-939 |
Mar05 |
041227 |
88.30 |
88.40 |
84.50 |
88.20 |
-0.50 |
2,680 |
21,860 |
-27 |
May05 |
041227 |
90.15 |
90.15 |
89.00 |
89.70 |
-0.35 |
301 |
8,273 |
+178 |
Jul05 |
041227 |
88.00 |
90.60 |
88.00 |
90.60 |
-0.40 |
47 |
912 |
+42 |
Sep05 |
041227 |
91.40 |
91.40 |
90.90 |
90.90 |
-0.50 |
21 |
119 |
+1 |
Nov05 |
041227 |
91.20 |
91.20 |
91.20 |
91.20 |
-0.60 |
20 |
588 |
+18 |
Total Volume and Open Interest |
4,695 |
34,345 |
-727 |
Sugar #11(ICE) |
Mar05 |
041227 |
8.92 |
9.00 |
8.91 |
8.99 |
+0.13 |
13,832 |
214,823 |
+1,515 |
May05 |
041227 |
9.15 |
9.20 |
9.14 |
9.20 |
+0.10 |
3,647 |
50,678 |
+733 |
Jul05 |
041227 |
9.10 |
9.16 |
9.10 |
9.16 |
+0.08 |
2,970 |
34,432 |
+590 |
Oct05 |
041227 |
9.08 |
9.12 |
9.07 |
9.12 |
+0.06 |
2,039 |
23,929 |
+888 |
Mar06 |
041227 |
9.00 |
9.02 |
9.00 |
9.01 |
+0.01 |
211 |
10,673 |
+46 |
Total Volume and Open Interest |
22,826 |
340,704 |
+3,830 |
Sugar #14(ICE) |
Mar05 |
041227 |
20.60 |
20.70 |
20.60 |
20.70 |
+0.04 |
5 |
4,088 |
+1 |
May05 |
041227 |
20.63 |
20.63 |
20.63 |
20.63 |
-0.02 |
3 |
2,128 |
+3 |
Jul05 |
041227 |
20.93 |
20.93 |
20.93 |
20.93 |
-0.01 |
35 |
1,754 |
+8 |
Sep05 |
041227 |
20.92 |
20.92 |
20.92 |
20.92 |
unch |
8 |
2,498 |
+0 |
Nov05 |
041227 |
20.81 |
20.82 |
20.81 |
20.82 |
unch |
6 |
779 |
+6 |
Total Volume and Open Interest |
57 |
11,333 |
+18 |
London Cocoa(LCE) |
Mar05 |
041224 |
839 |
850 |
837 |
850 |
+11 |
4,655 |
65,788 |
-362 |
May05 |
041224 |
850 |
861 |
848 |
861 |
+11 |
527 |
22,530 |
+22 |
Jul05 |
041224 |
872 |
879 |
868 |
879 |
+11 |
306 |
23,525 |
+12 |
Sep05 |
041224 |
886 |
896 |
885 |
896 |
+10 |
836 |
46,982 |
+504 |
Dec05 |
041224 |
880 |
889 |
880 |
889 |
+9 |
4,185 |
35,447 |
+95 |
Mar06 |
041224 |
888 |
898 |
888 |
898 |
+9 |
225 |
12,666 |
+225 |
May06 |
041224 |
906 |
906 |
906 |
906 |
+7 |
0 |
1,620 |
+0 |
Total Volume and Open Interest |
10,738 |
209,109 |
+499 |
London Coffee(LCE) |
Jan05 |
041224 |
713.00 |
720.00 |
711.00 |
714.00 |
unch |
1,745 |
11,724 |
-1,385 |
Mar05 |
041224 |
760.00 |
761.00 |
750.00 |
753.00 |
unch |
4,207 |
61,869 |
+1,835 |
May05 |
041224 |
777.00 |
782.00 |
774.00 |
776.00 |
unch |
777 |
42,543 |
+91 |
Jul05 |
041224 |
801.00 |
801.00 |
794.00 |
795.00 |
+1.00 |
363 |
14,282 |
+267 |
Sep05 |
041224 |
817.00 |
817.00 |
813.00 |
813.00 |
unch |
8 |
8,142 |
+8 |
Nov05 |
041224 |
830.00 |
830.00 |
830.00 |
830.00 |
unch |
153 |
2,895 |
+35 |
Total Volume and Open Interest |
7,253 |
142,476 |
+851 |
London Sugar(LCE) |
Mar05 |
041224 |
251.00 |
258.00 |
251.00 |
254.40 |
+3.10 |
3,480 |
28,254 |
+1,150 |
May05 |
041224 |
263.60 |
267.00 |
263.60 |
264.50 |
+2.10 |
456 |
13,886 |
+4 |
Aug05 |
041224 |
263.90 |
266.50 |
263.90 |
265.00 |
+1.40 |
177 |
6,666 |
+95 |
Oct05 |
041224 |
264.00 |
266.50 |
264.00 |
265.10 |
+2.00 |
30 |
3,716 |
+0 |
Dec05 |
041224 |
264.90 |
265.90 |
264.90 |
265.90 |
+1.90 |
0 |
1,713 |
+0 |
Total Volume and Open Interest |
4,153 |
55,778 |
+1,239 |
Cotton(ICE) |
Mar05 |
041227 |
42.38 |
42.95 |
42.17 |
42.92 |
+0.02 |
2,801 |
54,549 |
+414 |
May05 |
041227 |
43.25 |
43.50 |
42.61 |
43.40 |
-0.09 |
312 |
10,457 |
-22 |
Jul05 |
041227 |
43.95 |
44.35 |
43.70 |
44.35 |
+0.15 |
257 |
11,041 |
+124 |
Oct05 |
041227 |
46.40 |
46.40 |
46.40 |
46.40 |
+0.10 |
0 |
274 |
+0 |
Dec05 |
041227 |
46.70 |
47.10 |
46.33 |
46.91 |
+0.06 |
113 |
6,715 |
+27 |
Mar06 |
041227 |
48.90 |
48.90 |
48.90 |
48.90 |
+0.10 |
0 |
933 |
+0 |
Total Volume and Open Interest |
3,483 |
84,542 |
+543 |
Lumber(CME) |
Jan05 |
041227 |
347.0 |
354.7 |
346.0 |
354.7 |
+10.0 |
542 |
1,851 |
-186 |
Mar05 |
041227 |
351.0 |
357.1 |
350.5 |
357.1 |
+10.0 |
363 |
1,130 |
+72 |
May05 |
041227 |
348.0 |
356.0 |
348.0 |
356.0 |
+10.0 |
20 |
316 |
+12 |
Jul05 |
041227 |
350.0 |
356.4 |
350.0 |
355.9 |
+8.9 |
5 |
69 |
+5 |
Total Volume and Open Interest |
930 |
3,372 |
-97 |
Crude Oil(NYM) |
Feb05 |
041227 |
42.60 |
42.83 |
41.20 |
41.32 |
-2.86 |
43,832 |
167,816 |
-3,788 |
Mar05 |
041227 |
42.95 |
43.00 |
41.40 |
41.55 |
-2.71 |
14,776 |
75,964 |
-644 |
Apr05 |
041227 |
42.80 |
42.85 |
41.45 |
41.55 |
-2.53 |
2,991 |
40,267 |
+456 |
May05 |
041227 |
42.50 |
42.65 |
41.25 |
41.38 |
-2.40 |
1,213 |
22,451 |
-26 |
Jun05 |
041227 |
42.40 |
42.40 |
41.18 |
41.18 |
-2.28 |
1,905 |
35,304 |
+314 |
Jul05 |
041227 |
41.35 |
41.35 |
40.98 |
40.98 |
-2.18 |
846 |
18,552 |
+354 |
Aug05 |
041227 |
40.78 |
40.78 |
40.78 |
40.78 |
-2.12 |
421 |
11,371 |
+98 |
Sep05 |
041227 |
40.90 |
41.05 |
40.58 |
40.58 |
-2.07 |
244 |
13,484 |
+148 |
Oct05 |
041227 |
40.39 |
40.39 |
40.39 |
40.39 |
-2.02 |
65 |
6,959 |
-26 |
Nov05 |
041227 |
40.85 |
40.85 |
40.22 |
40.22 |
-1.97 |
82 |
14,232 |
-33 |
Dec05 |
041227 |
40.70 |
40.90 |
40.06 |
40.06 |
-1.92 |
1,494 |
56,284 |
+126 |
Jan06 |
041227 |
39.85 |
39.85 |
39.85 |
39.85 |
-1.89 |
127 |
9,281 |
-29 |
Feb06 |
041227 |
40.00 |
40.00 |
39.65 |
39.65 |
-1.86 |
38 |
4,956 |
+0 |
Mar06 |
041227 |
39.47 |
39.47 |
39.47 |
39.47 |
-1.83 |
0 |
9,198 |
+0 |
Apr06 |
041227 |
39.34 |
39.34 |
39.34 |
39.34 |
-1.80 |
0 |
4,852 |
+0 |
May06 |
041227 |
39.22 |
39.22 |
39.22 |
39.22 |
-1.77 |
0 |
2,294 |
+0 |
Total Volume and Open Interest |
69,644 |
657,218 |
-2,804 |
Heating Oil(NYM) |
Jan05 |
041227 |
128.50 |
128.70 |
120.50 |
121.08 |
-11.53 |
17,911 |
25,330 |
-399 |
Feb05 |
041227 |
129.20 |
129.30 |
121.25 |
121.82 |
-11.22 |
14,801 |
61,980 |
+1,002 |
Mar05 |
041227 |
124.00 |
124.00 |
119.00 |
119.57 |
-9.82 |
3,048 |
28,273 |
+1,336 |
Apr05 |
041227 |
119.00 |
119.00 |
113.87 |
113.87 |
-8.47 |
899 |
14,302 |
+268 |
May05 |
041227 |
113.00 |
113.70 |
110.32 |
110.32 |
-7.47 |
305 |
6,340 |
+163 |
Jun05 |
041227 |
110.00 |
111.25 |
108.37 |
108.37 |
-6.77 |
146 |
8,934 |
+64 |
Jul05 |
041227 |
110.00 |
111.25 |
108.07 |
108.07 |
-6.42 |
58 |
5,323 |
+58 |
Aug05 |
041227 |
110.00 |
111.50 |
108.32 |
108.32 |
-6.22 |
60 |
2,948 |
+60 |
Sep05 |
041227 |
111.00 |
112.00 |
109.02 |
109.02 |
-6.12 |
67 |
4,022 |
+4 |
Oct05 |
041227 |
113.00 |
113.00 |
109.87 |
109.87 |
-6.07 |
8 |
659 |
+6 |
Nov05 |
041227 |
115.00 |
115.00 |
110.72 |
110.72 |
-6.02 |
40 |
1,017 |
+16 |
Dec05 |
041227 |
114.00 |
114.00 |
111.57 |
111.57 |
-5.97 |
81 |
8,076 |
+59 |
Total Volume and Open Interest |
37,652 |
172,139 |
+2,641 |
Gasoline(NYMEX) |
Jan05 |
041227 |
110.50 |
110.80 |
103.50 |
104.12 |
-8.81 |
12,610 |
18,084 |
-1,432 |
Feb05 |
041227 |
113.80 |
113.80 |
106.50 |
106.96 |
-8.70 |
11,125 |
53,354 |
+3,233 |
Mar05 |
041227 |
114.50 |
114.50 |
109.00 |
109.46 |
-8.00 |
2,392 |
19,221 |
+1,166 |
Apr05 |
041227 |
122.00 |
122.00 |
117.31 |
117.31 |
-7.65 |
1,624 |
22,136 |
-181 |
May05 |
041227 |
119.30 |
121.50 |
118.06 |
118.06 |
-7.34 |
1,370 |
21,269 |
+699 |
Jun05 |
041227 |
123.00 |
123.00 |
117.96 |
117.96 |
-7.19 |
284 |
8,714 |
+120 |
Jul05 |
041227 |
116.86 |
116.86 |
116.86 |
116.86 |
-6.94 |
22 |
3,830 |
+11 |
Aug05 |
041227 |
118.65 |
118.65 |
114.91 |
114.91 |
-6.74 |
2 |
4,617 |
+2 |
Sep05 |
041227 |
115.70 |
115.70 |
112.36 |
112.36 |
-6.54 |
118 |
6,688 |
+127 |
Oct05 |
041227 |
108.81 |
108.81 |
108.81 |
108.81 |
-6.34 |
2 |
2,838 |
+0 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Jan05 |
041227 |
6.430 |
6.440 |
6.120 |
6.160 |
-0.508 |
18,659 |
24,904 |
-2,627 |
Feb05 |
041227 |
6.500 |
6.510 |
6.200 |
6.225 |
-0.520 |
10,964 |
59,695 |
+1,290 |
Mar05 |
041227 |
6.510 |
6.510 |
6.210 |
6.250 |
-0.483 |
4,794 |
44,499 |
+265 |
Apr05 |
041227 |
6.250 |
6.250 |
6.040 |
6.085 |
-0.268 |
2,157 |
24,821 |
-171 |
May05 |
041227 |
6.250 |
6.290 |
6.095 |
6.095 |
-0.248 |
1,189 |
22,417 |
+163 |
Jun05 |
041227 |
6.300 |
6.300 |
6.140 |
6.140 |
-0.242 |
366 |
13,215 |
+121 |
Jul05 |
041227 |
6.340 |
6.340 |
6.150 |
6.190 |
-0.237 |
337 |
16,133 |
-48 |
Aug05 |
041227 |
6.360 |
6.360 |
6.200 |
6.215 |
-0.232 |
401 |
12,188 |
+12 |
Sep05 |
041227 |
6.350 |
6.350 |
6.180 |
6.195 |
-0.232 |
84 |
11,502 |
-28 |
Oct05 |
041227 |
6.350 |
6.350 |
6.210 |
6.225 |
-0.227 |
718 |
23,274 |
+286 |
Nov05 |
041227 |
6.690 |
6.700 |
6.560 |
6.570 |
-0.202 |
319 |
10,673 |
-206 |
Dec05 |
041227 |
7.040 |
7.040 |
6.900 |
6.915 |
-0.172 |
918 |
17,053 |
+468 |
Jan06 |
041227 |
7.200 |
7.200 |
7.110 |
7.140 |
-0.162 |
257 |
15,791 |
+106 |
Feb06 |
041227 |
7.250 |
7.250 |
7.100 |
7.130 |
-0.162 |
65 |
9,225 |
+22 |
Mar06 |
041227 |
7.010 |
7.030 |
6.920 |
6.920 |
-0.157 |
235 |
11,477 |
+201 |
Apr06 |
041227 |
6.050 |
6.055 |
5.990 |
5.990 |
-0.137 |
354 |
9,821 |
+94 |
Total Volume and Open Interest |
42,053 |
399,113 |
-124 |
Brent Crude Oil(ICE) |
Feb05 |
041224 |
40.70 |
40.70 |
40.07 |
40.07 |
-0.64 |
15,585 |
66,275 |
-5,898 |
Mar05 |
041224 |
40.97 |
40.97 |
40.45 |
40.45 |
-0.61 |
6,732 |
79,010 |
-2,974 |
Apr05 |
041224 |
41.14 |
41.14 |
40.58 |
40.58 |
-0.60 |
1,247 |
24,388 |
+117 |
May05 |
041224 |
41.09 |
41.09 |
40.52 |
40.52 |
-0.58 |
451 |
9,819 |
+88 |
Jun05 |
041224 |
41.04 |
41.04 |
40.38 |
40.38 |
-0.58 |
1,470 |
14,473 |
+1,124 |
Jul05 |
041224 |
40.22 |
40.22 |
40.20 |
40.20 |
-0.55 |
0 |
7,034 |
-3 |
Aug05 |
041224 |
40.02 |
40.02 |
40.02 |
40.02 |
-0.52 |
0 |
3,493 |
+0 |
Sep05 |
041224 |
39.84 |
39.84 |
39.84 |
39.84 |
-0.49 |
0 |
7,376 |
-63 |
Oct05 |
041224 |
39.66 |
39.66 |
39.66 |
39.66 |
-0.46 |
0 |
3,350 |
+0 |
Nov05 |
041224 |
39.48 |
39.48 |
39.48 |
39.48 |
-0.43 |
0 |
3,547 |
+0 |
Dec05 |
041224 |
39.70 |
39.70 |
39.31 |
39.31 |
-0.39 |
945 |
37,116 |
+735 |
Jan06 |
041224 |
39.14 |
39.14 |
39.14 |
39.14 |
-0.35 |
|
|
|
Mar06 |
041224 |
38.76 |
38.76 |
38.76 |
38.76 |
-0.31 |
0 |
3,025 |
+0 |
Total Volume and Open Interest |
26,430 |
318,015 |
-6,849 |
Gas Oil(ICE) |
Jan05 |
041227 |
395.00 |
395.00 |
382.00 |
384.50 |
unch |
15,735 |
46,256 |
-1,000 |
Feb05 |
041227 |
391.00 |
391.00 |
378.75 |
379.75 |
unch |
11,878 |
40,555 |
+539 |
Mar05 |
041227 |
380.00 |
380.50 |
372.00 |
372.00 |
unch |
2,724 |
9,080 |
+18 |
Apr05 |
041227 |
367.50 |
368.25 |
362.75 |
362.75 |
unch |
1,092 |
10,110 |
+0 |
May05 |
041227 |
358.00 |
358.00 |
358.00 |
358.00 |
unch |
680 |
4,894 |
+0 |
Jun05 |
041227 |
356.00 |
356.00 |
356.00 |
356.00 |
unch |
792 |
12,633 |
-115 |
Jul05 |
041227 |
359.00 |
359.00 |
355.00 |
355.00 |
unch |
57 |
1,649 |
+100 |
Aug05 |
041227 |
354.75 |
354.75 |
354.75 |
354.75 |
unch |
80 |
1,546 |
+0 |
Sep05 |
041227 |
359.00 |
359.00 |
354.50 |
354.50 |
unch |
0 |
5,512 |
+100 |
Oct05 |
041227 |
353.50 |
353.50 |
353.50 |
353.50 |
unch |
0 |
1,050 |
+0 |
Total Volume and Open Interest |
34,038 |
160,876 |
-350 |
US Dollar Index(ICE) |
Mar05 |
041227 |
81.330 |
81.380 |
80.620 |
80.780 |
-0.770 |
830 |
21,900 |
-209 |
Jun05 |
041227 |
81.310 |
81.310 |
80.670 |
80.820 |
-0.790 |
0 |
2,020 |
+1 |
Sep05 |
041227 |
80.850 |
80.850 |
80.850 |
80.850 |
-0.820 |
0 |
31 |
+0 |
Total Volume and Open Interest |
830 |
23,964 |
-208 |
Australian Dollar(CME) |
Mar05 |
041227 |
76.76 |
77.50 |
76.70 |
77.31 |
+1.11 |
890 |
58,866 |
-449 |
Jun05 |
041227 |
76.86 |
76.86 |
76.86 |
76.86 |
+1.11 |
0 |
335 |
+1 |
Sep05 |
041227 |
76.44 |
76.44 |
76.44 |
76.44 |
+1.11 |
0 |
312 |
+0 |
Total Volume and Open Interest |
890 |
59,623 |
-448 |
British Pound(CME) |
Mar05 |
041227 |
191.29 |
192.90 |
191.11 |
192.41 |
+1.36 |
2,787 |
74,600 |
-3,191 |
Jun05 |
041227 |
191.51 |
191.51 |
191.51 |
191.51 |
+1.36 |
0 |
17 |
+2 |
Sep05 |
041227 |
190.61 |
190.61 |
190.61 |
190.61 |
+1.36 |
0 |
11 |
+0 |
Total Volume and Open Interest |
2,787 |
74,639 |
-3,189 |
Canadian Dollar(CME) |
Mar05 |
041227 |
81.32 |
82.39 |
81.32 |
81.98 |
+0.89 |
3,735 |
62,908 |
-1,309 |
Jun05 |
041227 |
81.62 |
82.32 |
81.62 |
82.04 |
+0.89 |
63 |
2,784 |
+44 |
Sep05 |
041227 |
82.14 |
82.14 |
82.14 |
82.14 |
+0.89 |
0 |
756 |
+0 |
Dec05 |
041227 |
82.44 |
82.45 |
82.26 |
82.26 |
+0.89 |
4 |
486 |
+4 |
Total Volume and Open Interest |
3,802 |
66,954 |
-1,271 |
Japanese Yen(CME) |
Mar05 |
041227 |
96.89 |
97.90 |
96.88 |
97.46 |
+0.57 |
3,258 |
126,480 |
+902 |
Jun05 |
041227 |
98.50 |
98.50 |
98.14 |
98.14 |
+0.57 |
8 |
20,053 |
+7 |
Sep05 |
041227 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.57 |
0 |
81 |
+0 |
Total Volume and Open Interest |
3,266 |
146,660 |
+909 |
Swiss Franc(CME) |
Mar05 |
041227 |
87.72 |
88.62 |
87.70 |
88.38 |
+0.78 |
2,486 |
57,028 |
-264 |
Jun05 |
041227 |
88.81 |
88.81 |
88.81 |
88.81 |
+0.78 |
0 |
112 |
-1 |
Sep05 |
041227 |
89.27 |
89.27 |
89.27 |
89.27 |
+0.78 |
0 |
3 |
+0 |
Total Volume and Open Interest |
2,486 |
57,206 |
-265 |
EuroFX(CME) |
Mar05 |
041227 |
135.39 |
136.50 |
135.36 |
136.28 |
+1.34 |
12,592 |
155,938 |
+4,230 |
Jun05 |
041227 |
135.73 |
136.66 |
135.73 |
136.50 |
+1.34 |
159 |
1,086 |
+68 |
Sep05 |
041227 |
136.80 |
136.80 |
136.80 |
136.80 |
+1.34 |
0 |
295 |
+0 |
Total Volume and Open Interest |
12,903 |
158,333 |
+4,399 |
Mexican Peso(CME) |
Jan05 |
041227 |
892.8 |
894.5 |
892.8 |
892.8 |
-1.8 |
0 |
115 |
+0 |
Feb05 |
041227 |
888.5 |
890.2 |
888.5 |
888.5 |
-1.8 |
0 |
50 |
+0 |
Total Volume and Open Interest |
9,395 |
88,889 |
+3,370 |
30-Year T-Bonds(CBOT) |
Mar05 |
041227 |
112~110 |
112~120 |
111~000 |
111~100 |
-0~310 |
57,167 |
587,610 |
-19,145 |
Jun05 |
041227 |
111~000 |
111~040 |
110~120 |
110~150 |
-0~310 |
6 |
12,342 |
+3 |
Sep05 |
041227 |
109~230 |
109~230 |
109~230 |
109~230 |
-0~310 |
0 |
192 |
+0 |
Total Volume and Open Interest |
57,173 |
600,154 |
-19,142 |
10-Year T-Notes(CBOT) |
Mar05 |
041227 |
112~010 |
112~010 |
111~110 |
111~165 |
-0~150 |
224,989 |
1,503,989 |
-65,545 |
Jun05 |
041227 |
110~275 |
110~275 |
110~180 |
110~200 |
-0~155 |
0 |
15,858 |
+0 |
Sep05 |
041227 |
110~050 |
110~050 |
110~050 |
110~050 |
-0~155 |
0 |
673 |
+0 |
Total Volume and Open Interest |
224,989 |
1,520,520 |
-65,545 |
5-Year T-Notes(CBOT) |
Mar05 |
041227 |
109~072 |
109~072 |
109~038 |
109~048 |
-0~038 |
89,494 |
0 |
+0 |
Jun05 |
041227 |
108~116 |
108~116 |
108~116 |
108~116 |
-0~038 |
119 |
9,425 |
+121 |
Total Volume and Open Interest |
89,613 |
9,425 |
+121 |
2 Year T-Notes(CBOT) |
Mar05 |
041227 |
104~100 |
104~102 |
104~094 |
104~097 |
-0~009 |
1,021 |
237,701 |
+1,000 |
Total Volume and Open Interest |
1,185 |
249,855 |
+616 |
Eurodollars(CME) |
Mar05 |
041227 |
97.095 |
97.100 |
97.080 |
97.090 |
-0.010 |
23,422 |
1,057,378 |
+7,311 |
Jun05 |
041227 |
96.790 |
96.800 |
96.770 |
96.780 |
-0.030 |
17,688 |
1,068,281 |
-1,437 |
Sep05 |
041227 |
96.565 |
96.575 |
96.545 |
96.550 |
-0.040 |
17,096 |
925,215 |
-6,235 |
Dec05 |
041227 |
96.390 |
96.420 |
96.375 |
96.385 |
-0.045 |
18,100 |
739,771 |
+2,911 |
Mar06 |
041227 |
96.295 |
96.315 |
96.275 |
96.290 |
-0.035 |
13,498 |
590,922 |
+7,363 |
Jun06 |
041227 |
96.225 |
96.235 |
96.200 |
96.205 |
-0.045 |
10,422 |
380,645 |
+668 |
Sep06 |
041227 |
96.145 |
96.160 |
96.120 |
96.125 |
-0.050 |
9,284 |
294,302 |
-939 |
Dec06 |
041227 |
96.060 |
96.070 |
96.030 |
96.035 |
-0.055 |
17,327 |
253,157 |
+5,490 |
Mar07 |
041227 |
95.985 |
95.985 |
95.950 |
95.950 |
-0.060 |
6,465 |
182,223 |
-583 |
Jun07 |
041227 |
95.900 |
95.905 |
95.855 |
95.860 |
-0.070 |
6,214 |
156,259 |
+24 |
Sep07 |
041227 |
95.815 |
95.815 |
95.750 |
95.765 |
-0.075 |
6,870 |
120,111 |
-1,256 |
Dec07 |
041227 |
95.710 |
95.715 |
95.650 |
95.660 |
-0.080 |
8,884 |
130,947 |
+1,168 |
Mar08 |
041227 |
95.630 |
95.635 |
95.550 |
95.575 |
-0.085 |
2,251 |
93,923 |
+33 |
Jun08 |
041227 |
95.530 |
95.530 |
95.450 |
95.470 |
-0.090 |
2,756 |
96,418 |
+535 |
Sep08 |
041227 |
95.420 |
95.425 |
95.345 |
95.360 |
-0.095 |
3,552 |
93,209 |
+1,824 |
Dec08 |
041227 |
95.320 |
95.325 |
95.240 |
95.250 |
-0.100 |
4,876 |
83,038 |
-238 |
Mar09 |
041227 |
95.230 |
95.235 |
95.145 |
95.155 |
-0.105 |
1,861 |
58,646 |
+615 |
Jun09 |
041227 |
95.135 |
95.140 |
95.055 |
95.060 |
-0.105 |
2,196 |
47,290 |
+656 |
Total Volume and Open Interest |
177,466 |
6,569,238 |
+20,244 |
30 Day Federal Funds(CBOT) |
Dec04 |
041227 |
97.850 |
97.850 |
97.840 |
97.850 |
unch |
928 |
144,917 |
-419 |
Jan05 |
041227 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
1,650 |
140,433 |
+292 |
Feb05 |
041227 |
97.510 |
97.510 |
97.510 |
97.510 |
-0.010 |
1,057 |
123,477 |
+3,594 |
Mar05 |
041227 |
97.430 |
97.430 |
97.430 |
97.430 |
unch |
1,164 |
42,128 |
+2,976 |
Apr05 |
041227 |
97.290 |
97.290 |
97.290 |
97.290 |
-0.010 |
838 |
22,713 |
-84 |
May05 |
041227 |
97.110 |
97.110 |
97.110 |
97.110 |
-0.010 |
20 |
3,964 |
+245 |
Total Volume and Open Interest |
5,679 |
477,997 |
+6,699 |
30 Day Fed Funds(e-CBOT) |
Dec04 |
041227 |
97.840 |
97.845 |
97.835 |
97.845 |
-0.005 |
425 |
0 |
+0 |
Jan05 |
041227 |
97.745 |
97.750 |
97.740 |
97.750 |
unch |
1,083 |
0 |
+0 |
Feb05 |
041227 |
97.510 |
97.515 |
97.505 |
97.510 |
-0.005 |
7,196 |
0 |
+0 |
Mar05 |
041227 |
97.430 |
97.435 |
97.430 |
97.430 |
-0.005 |
4,151 |
0 |
+0 |
Apr05 |
041227 |
97.295 |
97.300 |
97.285 |
97.285 |
-0.015 |
1,424 |
0 |
+0 |
May05 |
041227 |
97.110 |
97.110 |
97.110 |
97.110 |
-0.005 |
247 |
0 |
+0 |
Total Volume and Open Interest |
14,601 |
|
|
3-Mth Euro-Yen(CME) |
Mar05 |
041227 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
60 |
52,118 |
+43 |
Jun05 |
041227 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1 |
32,889 |
+201 |
Sep05 |
041227 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
7,273 |
+0 |
Dec05 |
041227 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
5,396 |
+0 |
Mar06 |
041227 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
0 |
7,053 |
+35 |
Jun06 |
041227 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
3,712 |
+0 |
Sep06 |
041227 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
2,099 |
+0 |
Dec06 |
041227 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
Mar07 |
041227 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
1 |
+0 |
Jun07 |
041227 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.02 |
0 |
2 |
+0 |
Total Volume and Open Interest |
61 |
111,995 |
+279 |
3-Mth Euro-Yen(SGX) |
Mar05 |
041227 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
4,103 |
101,309 |
-260 |
Jun05 |
041227 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3,821 |
91,087 |
+218 |
Sep05 |
041227 |
99.86 |
99.86 |
99.85 |
99.86 |
0.00 |
137 |
43,686 |
+20 |
Dec05 |
041227 |
99.81 |
99.82 |
99.81 |
99.82 |
0.00 |
119 |
35,319 |
-2 |
Mar06 |
041227 |
99.75 |
99.75 |
99.74 |
99.75 |
0.00 |
0 |
27,503 |
+0 |
Jun06 |
041227 |
99.65 |
99.66 |
99.65 |
99.66 |
-0.01 |
10 |
12,863 |
+0 |
Sep06 |
041227 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
6,925 |
+0 |
Dec06 |
041227 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
110 |
6,674 |
+0 |
Total Volume and Open Interest |
8,300 |
332,416 |
-24 |
Japanese Gov't Bonds(SGX) |
Mar05 |
041227 |
138.95 |
139.00 |
138.59 |
138.61 |
-0.43 |
3,092 |
43,573 |
+655 |
Jun05 |
041227 |
138.01 |
138.01 |
138.01 |
138.01 |
-0.43 |
|
|
|
Sep05 |
041227 |
138.01 |
138.01 |
138.01 |
138.01 |
-0.43 |
|
|
|
Total Volume and Open Interest |
3,092 |
43,573 |
+655 |
Euro-Bund(EUREX) |
Mar05 |
041227 |
119.27 |
119.48 |
119.03 |
119.03 |
-0.25 |
142,784 |
1,229,997 |
-1,854 |
Jun05 |
041227 |
118.10 |
118.10 |
118.10 |
118.10 |
-0.27 |
200 |
746 |
+15 |
Total Volume and Open Interest |
142,984 |
1,230,743 |
-1,839 |
Euro-Bobl(EUREX) |
Mar05 |
041227 |
113.27 |
113.39 |
113.15 |
113.16 |
-0.11 |
96,110 |
799,855 |
-3,073 |
Jun05 |
041227 |
112.34 |
112.34 |
112.34 |
112.34 |
-0.12 |
0 |
457 |
+0 |
Sep05 |
041227 |
112.16 |
112.16 |
112.16 |
112.16 |
-0.11 |
|
|
|
Total Volume and Open Interest |
96,110 |
800,312 |
-3,073 |
3-Mth Euribor(EUREX) |
Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
Mar05 |
041227 |
97.785 |
97.785 |
97.775 |
97.780 |
unch |
1,355 |
13,944 |
+134 |
Jun05 |
041227 |
97.690 |
97.690 |
97.665 |
97.665 |
+0.010 |
61 |
5,661 |
-3 |
Total Volume and Open Interest |
1,516 |
29,423 |
+284 |
Long Gilt(LIFFE) |
Dec04 |
041224 |
110~16 |
110~17 |
110~16 |
110~17 |
-0~02 |
2,182 |
15,579 |
-874 |
Mar05 |
041224 |
112~08 |
112~11 |
112~02 |
112~08 |
-0~02 |
20,584 |
204,970 |
-781 |
Total Volume and Open Interest |
22,766 |
220,549 |
-1,655 |
3-Mth Short Sterling(LIFFE) |
Mar05 |
041224 |
95.12 |
95.15 |
95.12 |
95.14 |
unch |
24,613 |
245,998 |
+580 |
Jun05 |
041224 |
95.25 |
95.28 |
95.23 |
95.25 |
+0.01 |
28,028 |
239,398 |
+8,488 |
Sep05 |
041224 |
95.30 |
95.33 |
95.28 |
95.29 |
unch |
37,843 |
238,312 |
+13,537 |
Dec05 |
041224 |
95.31 |
95.34 |
95.28 |
95.29 |
unch |
26,989 |
182,936 |
+5,341 |
Mar06 |
041224 |
95.30 |
95.30 |
95.26 |
95.27 |
-0.01 |
15,195 |
101,009 |
+1,256 |
Jun06 |
041224 |
95.28 |
95.29 |
95.26 |
95.26 |
-0.01 |
7,716 |
76,531 |
+2,122 |
Total Volume and Open Interest |
151,774 |
1,250,798 |
+35,376 |
3-Mth Euribor(LIFFE) |
Mar05 |
041227 |
97.785 |
97.790 |
97.770 |
97.780 |
-0.005 |
10,101 |
502,495 |
+2,846 |
Jun05 |
041227 |
97.705 |
97.705 |
97.655 |
97.670 |
-0.020 |
9,935 |
559,094 |
-575 |
Sep05 |
041227 |
97.590 |
97.600 |
97.545 |
97.555 |
-0.035 |
8,681 |
396,372 |
-1,019 |
Total Volume and Open Interest |
40,967 |
2,665,218 |
+2,510 |
3-Mth Aus T-Bills(SFE) |
Mar05 |
041224 |
94.64 |
94.65 |
94.63 |
94.65 |
+0.01 |
7,248 |
271,043 |
-279 |
Jun05 |
041224 |
94.63 |
94.66 |
94.63 |
94.66 |
+0.02 |
2,757 |
138,309 |
+758 |
Sep05 |
041224 |
94.62 |
94.65 |
94.62 |
94.65 |
+0.02 |
931 |
42,988 |
+498 |
Dec05 |
041224 |
94.61 |
94.62 |
94.60 |
94.62 |
+0.02 |
404 |
22,740 |
+46 |
Mar06 |
041224 |
94.57 |
94.57 |
94.56 |
94.57 |
+0.01 |
200 |
15,108 |
+29 |
Jun06 |
041224 |
94.51 |
94.51 |
94.51 |
94.51 |
unch |
164 |
10,976 |
+164 |
Sep06 |
041224 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.01 |
0 |
6,855 |
+0 |
Dec06 |
041224 |
94.41 |
94.41 |
94.41 |
94.41 |
-0.02 |
0 |
3,077 |
+0 |
Mar07 |
041224 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.02 |
0 |
1,825 |
+0 |
Jun07 |
041224 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.01 |
0 |
1,410 |
+0 |
Total Volume and Open Interest |
11,704 |
516,394 |
+1,216 |
10-Year Aus T-Bonds(SFE) |
Mar05 |
041224 |
94.73 |
94.75 |
94.72 |
94.74 |
+0.01 |
3,397 |
248,650 |
-3,203 |
Total Volume and Open Interest |
3,397 |
248,650 |
-3,203 |
3-Year Aus T-Bonds(SFE) |
Mar05 |
041224 |
94.92 |
94.94 |
94.91 |
94.94 |
+0.02 |
8,018 |
384,668 |
-11,369 |
Total Volume and Open Interest |
8,018 |
384,668 |
-11,369 |
Gold(CMX) |
Dec04 |
041227 |
444.0 |
445.9 |
443.0 |
445.2 |
+3.3 |
98 |
202 |
-32 |
Feb05 |
041227 |
444.0 |
446.7 |
443.7 |
446.2 |
+3.3 |
22,434 |
221,133 |
-224 |
Apr05 |
041227 |
445.5 |
449.0 |
445.5 |
448.4 |
+3.3 |
609 |
19,412 |
+118 |
Jun05 |
041227 |
449.0 |
451.7 |
448.5 |
450.8 |
+3.4 |
95 |
28,662 |
+20 |
Aug05 |
041227 |
453.2 |
453.2 |
453.2 |
453.2 |
+3.4 |
5 |
7,772 |
+0 |
Oct05 |
041227 |
455.7 |
455.7 |
455.7 |
455.7 |
+3.4 |
0 |
3,510 |
+0 |
Dec05 |
041227 |
456.0 |
459.0 |
455.0 |
458.2 |
+3.4 |
35 |
18,614 |
+13 |
Feb06 |
041227 |
460.9 |
460.9 |
460.9 |
460.9 |
+3.4 |
90 |
613 |
+19 |
Apr06 |
041227 |
463.6 |
463.6 |
463.6 |
463.6 |
+3.5 |
0 |
631 |
+0 |
Jun06 |
041227 |
466.4 |
466.4 |
466.4 |
466.4 |
+3.6 |
0 |
8,512 |
+0 |
Aug06 |
041227 |
469.2 |
469.2 |
469.2 |
469.2 |
+3.7 |
0 |
170 |
+0 |
Oct06 |
041227 |
472.1 |
472.1 |
472.1 |
472.1 |
+3.8 |
5 |
6 |
+5 |
Total Volume and Open Interest |
23,644 |
319,537 |
+74 |
Silver(CMX) |
Dec04 |
041227 |
706.5 |
706.5 |
697.3 |
697.3 |
+9.0 |
11 |
61 |
-38 |
Mar05 |
041227 |
696.5 |
709.0 |
694.0 |
700.5 |
+9.0 |
7,646 |
72,492 |
-67 |
May05 |
041227 |
702.0 |
710.0 |
699.0 |
703.8 |
+9.0 |
478 |
7,033 |
-20 |
Jul05 |
041227 |
702.0 |
709.5 |
702.0 |
706.8 |
+9.0 |
158 |
3,465 |
-49 |
Sep05 |
041227 |
709.9 |
709.9 |
709.9 |
709.9 |
+9.0 |
19 |
513 |
-19 |
Dec05 |
041227 |
711.0 |
721.0 |
709.5 |
713.5 |
+9.0 |
62 |
9,955 |
-10 |
Mar06 |
041227 |
716.9 |
716.9 |
716.9 |
716.9 |
+9.0 |
390 |
509 |
+214 |
Total Volume and Open Interest |
8,769 |
98,024 |
+6 |
Platinum(NYMEX) |
Jan05 |
041227 |
847.0 |
875.0 |
847.0 |
875.0 |
+34.8 |
1,247 |
3,118 |
-239 |
Apr05 |
041227 |
851.8 |
873.8 |
851.0 |
872.5 |
+34.8 |
1,152 |
3,693 |
+573 |
Jul05 |
041227 |
869.5 |
869.5 |
869.5 |
869.5 |
+34.8 |
0 |
3 |
+0 |
Total Volume and Open Interest |
2,399 |
6,814 |
+334 |
Palladium(NYMEX) |
Dec04 |
041227 |
188.50 |
188.50 |
188.50 |
188.50 |
+1.55 |
2 |
3 |
-1 |
Mar05 |
041227 |
184.00 |
190.00 |
182.00 |
190.00 |
+1.55 |
190 |
12,068 |
+110 |
Jun05 |
041227 |
192.00 |
192.00 |
192.00 |
192.00 |
+1.55 |
1 |
234 |
+0 |
Total Volume and Open Interest |
193 |
12,367 |
+109 |
Copper(CMX) |
Dec04 |
041227 |
148.30 |
150.10 |
148.10 |
150.00 |
+1.70 |
537 |
2,001 |
-292 |
Mar05 |
041227 |
142.60 |
144.00 |
142.20 |
143.95 |
+1.70 |
8,293 |
60,325 |
+3,237 |
May05 |
041227 |
138.80 |
140.15 |
138.80 |
140.15 |
+1.60 |
181 |
6,463 |
+67 |
Jul05 |
041227 |
136.70 |
136.70 |
136.70 |
136.70 |
+1.60 |
22 |
5,265 |
+9 |
Sep05 |
041227 |
132.55 |
132.55 |
132.55 |
132.55 |
+1.60 |
46 |
3,618 |
-1 |
Total Volume and Open Interest |
9,683 |
92,693 |
+3,222 |
Aluminum(CMX) |
Dec04 |
041227 |
92.40 |
92.40 |
92.40 |
92.40 |
+0.30 |
110 |
126 |
+106 |
Jan05 |
041227 |
92.80 |
92.80 |
92.80 |
92.80 |
+0.30 |
12 |
1,281 |
+0 |
Feb05 |
041227 |
92.90 |
92.90 |
92.90 |
92.90 |
+0.30 |
0 |
651 |
+0 |
Mar05 |
041227 |
92.90 |
92.90 |
92.90 |
92.90 |
+0.30 |
0 |
681 |
+0 |
Apr05 |
041227 |
92.60 |
92.60 |
92.60 |
92.60 |
+0.30 |
0 |
486 |
+0 |
May05 |
041227 |
92.25 |
92.25 |
92.25 |
92.25 |
+0.30 |
0 |
668 |
+0 |
Total Volume and Open Interest |
122 |
8,736 |
+106 |
DJIA Index(CBOT) |
Mar05 |
041227 |
10865 |
10875 |
10790 |
10800 |
-32 |
3,875 |
48,909 |
+218 |
Jun05 |
041227 |
10825 |
10837 |
10825 |
10835 |
-25 |
1 |
29 |
+0 |
Dec05 |
041227 |
10884 |
10884 |
10884 |
10884 |
-25 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,876 |
48,939 |
+218 |
S & P 500(CME) |
Mar05 |
041227 |
1215.80 |
1216.80 |
1207.30 |
1208.40 |
-3.30 |
14,363 |
655,170 |
-2,493 |
Jun05 |
041227 |
1217.00 |
1217.00 |
1212.00 |
1212.50 |
-3.30 |
442 |
10,400 |
-126 |
Sep05 |
041227 |
1216.90 |
1216.90 |
1216.90 |
1216.90 |
-3.40 |
35 |
2,273 |
+2 |
Dec05 |
041227 |
1221.90 |
1221.90 |
1221.90 |
1221.90 |
-3.40 |
0 |
123 |
+0 |
Total Volume and Open Interest |
14,840 |
668,040 |
-2,617 |
S & P 500 E-Mini(Globex) |
Mar05 |
041227 |
1212.25 |
1217.00 |
1207.25 |
1208.50 |
-3.25 |
268,933 |
733,340 |
+3,632 |
Jun05 |
041227 |
1220.00 |
1220.00 |
1212.00 |
1212.50 |
-3.25 |
771 |
975 |
+735 |
Total Volume and Open Interest |
269,704 |
734,315 |
+4,367 |
NASDAQ 100(CME) |
Mar05 |
041227 |
1630.50 |
1632.00 |
1607.00 |
1617.00 |
-1.50 |
3,572 |
66,542 |
-452 |
Jun05 |
041227 |
1627.50 |
1627.50 |
1627.50 |
1627.50 |
-1.50 |
0 |
6 |
+0 |
Sep05 |
041227 |
1638.00 |
1638.00 |
1638.00 |
1638.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
3,572 |
66,548 |
-452 |
NASDAQ 100 E-Mini(Globex) |
Mar05 |
041227 |
1620.00 |
1632.00 |
1607.00 |
1617.00 |
-1.50 |
111,651 |
256,886 |
+3,631 |
Jun05 |
041227 |
1627.00 |
1627.50 |
1619.00 |
1627.50 |
-1.50 |
3 |
25 |
+3 |
Total Volume and Open Interest |
111,654 |
256,911 |
+3,634 |
S & P Midcap 400(CME) |
Mar05 |
041227 |
663.00 |
663.00 |
654.00 |
656.50 |
-3.80 |
280 |
13,089 |
-26 |
Jun05 |
041227 |
656.50 |
656.50 |
656.50 |
656.50 |
-3.80 |
|
|
|
Sep05 |
041227 |
656.50 |
656.50 |
656.50 |
656.50 |
-3.80 |
|
|
|
Total Volume and Open Interest |
280 |
13,089 |
-26 |
Russell 2000(CME) |
Mar05 |
041227 |
655.50 |
655.50 |
643.50 |
647.00 |
-4.30 |
523 |
20,791 |
+62 |
Jun05 |
041227 |
647.00 |
647.00 |
647.00 |
647.00 |
-4.30 |
|
|
|
Sep05 |
041227 |
647.00 |
647.00 |
647.00 |
647.00 |
-4.30 |
|
|
|
Total Volume and Open Interest |
523 |
20,791 |
+62 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041217 |
643.00 |
645.00 |
640.90 |
641.85 |
-1.25 |
6,071 |
92,324 |
-1,266 |
Mar05 |
041227 |
652.80 |
655.50 |
643.60 |
647.00 |
-4.30 |
25,962 |
101,800 |
-734 |
Jun05 |
041227 |
647.00 |
647.00 |
647.00 |
647.00 |
-4.30 |
|
|
|
Total Volume and Open Interest |
25,962 |
101,800 |
-734 |
Nikkei 225(CME) |
Mar05 |
041227 |
11355 |
11395 |
11350 |
11375 |
+35 |
5,660 |
174,911 |
+7,694 |
Jun05 |
041227 |
11325 |
11325 |
11325 |
11325 |
+35 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,660 |
174,914 |
+7,694 |
Nikkei 225(SGX) |
Mar05 |
041227 |
11355 |
11395 |
11350 |
11375 |
+35 |
5,660 |
174,911 |
+7,694 |
Jun05 |
041227 |
11325 |
11325 |
11325 |
11325 |
+35 |
0 |
3 |
+0 |
Sep05 |
041227 |
11320 |
11320 |
11320 |
11320 |
+35 |
|
|
|
Total Volume and Open Interest |
5,660 |
174,914 |
+7,694 |
CAC 40(EURONEXT) |
Jan05 |
041227 |
3834.0 |
3841.0 |
3818.5 |
3824.0 |
-8.5 |
5,619 |
307,509 |
-2,753 |
Feb05 |
041227 |
3826.5 |
3842.0 |
3826.5 |
3830.0 |
-8.5 |
215 |
574 |
+115 |
Mar05 |
041227 |
3846.0 |
3851.5 |
3831.0 |
3836.0 |
-8.5 |
97 |
86,302 |
-132 |
Total Volume and Open Interest |
5,931 |
409,522 |
-2,770 |
Hang Seng Index(HKFE) |
Dec04 |
041224 |
14200 |
14224 |
14177 |
14187 |
-18 |
29,089 |
89,612 |
-19,798 |
Jan05 |
041224 |
14218 |
14235 |
14189 |
14200 |
-18 |
23,200 |
65,283 |
+31,883 |
Total Volume and Open Interest |
52,379 |
157,912 |
+12,123 |
DAX(EUREX) |
Mar05 |
041227 |
4277.0 |
4285.0 |
4254.5 |
4268.0 |
-2.0 |
35,683 |
182,094 |
-1,533 |
Jun05 |
041227 |
4295.5 |
4307.0 |
4279.5 |
4292.0 |
-2.0 |
139 |
3,086 |
+83 |
Total Volume and Open Interest |
35,869 |
185,370 |
-1,450 |
FT-SE 100(EURONEXT) |
Mar05 |
041224 |
4775.50 |
4808.50 |
4775.50 |
4800.50 |
+16.00 |
20,485 |
442,093 |
+2,802 |
Jun05 |
041224 |
4816.00 |
4816.00 |
4816.00 |
4816.00 |
+16.00 |
0 |
17,007 |
+0 |
Sep05 |
041224 |
4833.00 |
4833.00 |
4829.50 |
4829.50 |
+16.00 |
0 |
3,550 |
+0 |
Total Volume and Open Interest |
20,485 |
462,650 |
+2,802 |
SPI 200(SFE) |
Dec04 |
041216 |
3959.0 |
3971.0 |
3953.0 |
3971.0 |
+27.0 |
37,390 |
128,529 |
-38,259 |
Mar05 |
041224 |
4067.0 |
4067.0 |
4050.0 |
4066.0 |
+15.0 |
8,062 |
155,203 |
+984 |
Jun05 |
041224 |
4076.0 |
4079.0 |
4068.0 |
4079.0 |
+15.0 |
22 |
3,090 |
-3 |
Total Volume and Open Interest |
8,193 |
164,041 |
+1,090 |
GSCI(CME) |
Jan05 |
041227 |
312.30 |
312.30 |
304.00 |
304.10 |
-14.65 |
151 |
18,014 |
-78 |
Feb05 |
041227 |
304.00 |
304.00 |
304.00 |
304.00 |
-13.95 |
|
|
|
Mar05 |
041227 |
305.40 |
305.40 |
305.40 |
305.40 |
-10.55 |
|
|
|
Total Volume and Open Interest |
151 |
18,014 |
-78 |
RJ/CRB Index(ICE) |
Jan05 |
041227 |
283.00 |
283.50 |
282.50 |
282.75 |
-0.75 |
4 |
223 |
-4 |
Feb05 |
041227 |
281.25 |
281.25 |
281.25 |
281.25 |
-0.75 |
10 |
115 |
-6 |
Apr05 |
041227 |
281.75 |
281.75 |
281.75 |
281.75 |
-0.75 |
2 |
118 |
+2 |
Total Volume and Open Interest |
16 |
563 |
-8 |
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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