|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue December 28, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041228 |
556.50 |
557.25 |
550.50 |
551.25 |
-6.00 |
11,594 |
38,687 |
-1,274 |
Mar05 |
041228 |
552.00 |
553.25 |
545.50 |
546.75 |
-7.25 |
29,180 |
114,845 |
+2,818 |
May05 |
041228 |
556.00 |
557.00 |
550.50 |
551.00 |
-7.50 |
3,378 |
42,193 |
+1,076 |
Jul05 |
041228 |
563.00 |
564.00 |
557.00 |
558.50 |
-6.00 |
1,755 |
28,013 |
+737 |
Aug05 |
041228 |
566.00 |
566.00 |
560.00 |
560.50 |
-6.50 |
111 |
2,282 |
-91 |
Sep05 |
041228 |
564.00 |
564.00 |
560.00 |
561.00 |
-5.00 |
15 |
767 |
+7 |
Nov05 |
041228 |
571.50 |
573.00 |
566.00 |
567.25 |
-6.50 |
840 |
14,764 |
+27 |
Total Volume and Open Interest |
46,878 |
241,655 |
+3,305 |
Soybean Meal(CBOT) |
Jan05 |
041228 |
162.50 |
163.00 |
158.50 |
159.00 |
-2.90 |
6,834 |
14,376 |
-1,521 |
Mar05 |
041228 |
163.00 |
163.00 |
159.00 |
159.30 |
-2.90 |
12,186 |
47,570 |
-185 |
May05 |
041228 |
165.30 |
165.30 |
162.10 |
162.20 |
-2.60 |
2,580 |
21,284 |
+170 |
Jul05 |
041228 |
168.20 |
168.30 |
165.00 |
165.10 |
-2.50 |
1,220 |
30,736 |
+140 |
Aug05 |
041228 |
168.50 |
168.50 |
166.50 |
166.60 |
-2.50 |
367 |
9,994 |
+104 |
Sep05 |
041228 |
169.50 |
169.50 |
168.00 |
168.00 |
-2.50 |
63 |
6,858 |
+10 |
Oct05 |
041228 |
170.50 |
170.50 |
169.10 |
169.10 |
-2.40 |
103 |
6,073 |
+68 |
Dec05 |
041228 |
174.50 |
174.50 |
172.70 |
172.70 |
-1.80 |
428 |
6,569 |
-62 |
Total Volume and Open Interest |
23,781 |
143,955 |
-1,276 |
Soybean Oil(CBOT) |
Jan05 |
041228 |
21.45 |
21.49 |
21.15 |
21.17 |
-0.20 |
5,755 |
17,262 |
-1,658 |
Mar05 |
041228 |
21.60 |
21.60 |
21.25 |
21.32 |
-0.16 |
18,563 |
61,786 |
-864 |
May05 |
041228 |
21.60 |
21.60 |
21.30 |
21.38 |
-0.15 |
4,547 |
22,388 |
+265 |
Jul05 |
041228 |
21.55 |
21.60 |
21.30 |
21.40 |
-0.15 |
2,486 |
22,447 |
+338 |
Aug05 |
041228 |
21.50 |
21.50 |
21.22 |
21.33 |
-0.15 |
346 |
5,793 |
-74 |
Sep05 |
041228 |
21.25 |
21.25 |
21.20 |
21.25 |
-0.15 |
243 |
4,234 |
+126 |
Oct05 |
041228 |
21.31 |
21.31 |
21.11 |
21.11 |
-0.19 |
50 |
4,362 |
+2 |
Dec05 |
041228 |
21.19 |
21.20 |
21.05 |
21.20 |
-0.10 |
237 |
9,057 |
+52 |
Total Volume and Open Interest |
32,253 |
148,287 |
-1,788 |
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 |
041228 |
206.50 |
207.25 |
205.75 |
207.00 |
-0.50 |
32,757 |
345,323 |
-699 |
May05 |
041228 |
214.25 |
214.75 |
213.50 |
214.75 |
-0.25 |
4,699 |
85,368 |
-335 |
Jul05 |
041228 |
221.50 |
222.00 |
220.75 |
222.00 |
-0.50 |
2,596 |
76,343 |
+223 |
Sep05 |
041228 |
228.75 |
229.50 |
228.50 |
229.50 |
-0.75 |
477 |
23,012 |
-60 |
Dec05 |
041228 |
238.25 |
238.50 |
237.75 |
238.50 |
-1.00 |
1,623 |
56,045 |
-22 |
Mar06 |
041228 |
244.75 |
245.25 |
244.50 |
245.25 |
-1.00 |
54 |
2,037 |
+21 |
Total Volume and Open Interest |
42,310 |
591,834 |
-829 |
Wheat(CBOT) |
Mar05 |
041228 |
303.50 |
306.00 |
302.00 |
305.00 |
unch |
21,501 |
143,310 |
+2,844 |
May05 |
041228 |
311.50 |
312.50 |
309.50 |
311.25 |
-1.25 |
678 |
15,115 |
-27 |
Jul05 |
041228 |
317.50 |
319.50 |
316.75 |
318.25 |
-0.50 |
1,162 |
15,714 |
+152 |
Sep05 |
041228 |
325.00 |
325.50 |
324.00 |
325.00 |
-1.00 |
98 |
689 |
+93 |
Dec05 |
041228 |
333.00 |
334.00 |
333.00 |
333.50 |
-1.50 |
135 |
8,513 |
-33 |
Total Volume and Open Interest |
23,574 |
183,405 |
+3,029 |
Wheat(KCBT) |
Mar05 |
041228 |
337.00 |
337.50 |
333.00 |
337.00 |
unch |
5,436 |
49,157 |
+457 |
May05 |
041228 |
329.00 |
331.00 |
328.00 |
331.00 |
+1.00 |
133 |
6,257 |
+71 |
Jul05 |
041228 |
327.00 |
327.50 |
324.50 |
327.00 |
-0.50 |
583 |
9,261 |
-1 |
Sep05 |
041228 |
333.50 |
333.50 |
333.00 |
333.00 |
unch |
54 |
2,219 |
+0 |
Dec05 |
041228 |
342.00 |
342.00 |
342.00 |
342.00 |
-1.00 |
0 |
1,116 |
+0 |
Total Volume and Open Interest |
6,206 |
68,330 |
+527 |
Wheat(MGE) |
Mar05 |
041228 |
343.50 |
345.00 |
341.25 |
344.00 |
-0.50 |
2,363 |
21,360 |
-83 |
May05 |
041228 |
349.50 |
350.00 |
347.00 |
349.00 |
-0.50 |
554 |
6,770 |
+62 |
Jul05 |
041228 |
352.00 |
352.00 |
350.50 |
351.50 |
-1.00 |
294 |
3,547 |
+129 |
Sep05 |
041228 |
348.50 |
348.50 |
348.50 |
348.50 |
-0.50 |
25 |
1,416 |
+2 |
Dec05 |
041228 |
355.00 |
355.00 |
355.00 |
355.00 |
-1.00 |
2 |
391 |
+0 |
Total Volume and Open Interest |
3,238 |
33,486 |
+110 |
Oats(CBOT) |
Mar05 |
041228 |
155.50 |
157.75 |
155.00 |
156.50 |
+1.25 |
1,798 |
6,340 |
+17 |
May05 |
041228 |
155.50 |
156.50 |
154.75 |
155.50 |
+0.25 |
71 |
682 |
+36 |
Jul05 |
041228 |
155.00 |
155.00 |
155.00 |
155.00 |
+1.00 |
4 |
149 |
+1 |
Sep05 |
041228 |
152.00 |
152.00 |
152.00 |
152.00 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,873 |
7,177 |
+54 |
Rough Rice(CBOT) |
Jan05 |
041228 |
7.53 |
7.53 |
7.20 |
7.25 |
-0.33 |
154 |
907 |
-94 |
Mar05 |
041228 |
7.68 |
7.68 |
7.22 |
7.41 |
-0.30 |
210 |
3,169 |
+56 |
May05 |
041228 |
7.57 |
7.57 |
7.57 |
7.57 |
-0.31 |
10 |
268 |
+10 |
Jul05 |
041228 |
7.75 |
7.75 |
7.74 |
7.74 |
-0.27 |
0 |
67 |
+0 |
Total Volume and Open Interest |
374 |
4,413 |
-28 |
Live Cattle(CME) |
Dec04 |
041228 |
92.475 |
92.850 |
91.900 |
92.000 |
-0.525 |
497 |
1,992 |
-323 |
Feb05 |
041228 |
91.800 |
91.900 |
90.525 |
90.550 |
-1.225 |
7,470 |
78,289 |
+1,718 |
Apr05 |
041228 |
88.350 |
88.500 |
87.550 |
87.900 |
-0.500 |
2,992 |
24,398 |
+393 |
Jun05 |
041228 |
82.100 |
82.400 |
81.650 |
82.050 |
-0.175 |
434 |
12,533 |
+127 |
Aug05 |
041228 |
81.050 |
81.350 |
80.800 |
81.175 |
-0.150 |
522 |
7,651 |
-213 |
Oct05 |
041228 |
82.250 |
82.400 |
81.850 |
81.850 |
-0.450 |
94 |
4,810 |
+40 |
Total Volume and Open Interest |
12,040 |
132,374 |
+1,742 |
Feeder Cattle(CME) |
Jan05 |
041228 |
105.900 |
106.300 |
104.400 |
104.950 |
-0.875 |
992 |
5,332 |
-25 |
Mar05 |
041228 |
101.800 |
102.300 |
100.200 |
100.550 |
-0.975 |
778 |
5,595 |
+236 |
Apr05 |
041228 |
99.700 |
100.350 |
98.600 |
98.900 |
-0.950 |
103 |
1,814 |
+12 |
May05 |
041228 |
99.550 |
99.900 |
98.500 |
98.550 |
-1.050 |
114 |
2,110 |
-8 |
Aug05 |
041228 |
100.000 |
100.000 |
99.400 |
99.650 |
-0.300 |
67 |
813 |
+4 |
Sep05 |
041228 |
99.500 |
99.500 |
98.250 |
98.550 |
-0.750 |
63 |
94 |
+60 |
Oct05 |
041228 |
98.650 |
98.650 |
98.650 |
98.650 |
-0.650 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,117 |
15,779 |
+279 |
Lean Hogs(CME) |
Feb05 |
041228 |
74.650 |
74.950 |
73.400 |
73.750 |
-1.025 |
3,195 |
60,595 |
+669 |
Apr05 |
041228 |
73.850 |
73.950 |
72.600 |
73.325 |
-0.825 |
1,423 |
17,251 |
+259 |
May05 |
041228 |
71.800 |
72.050 |
70.700 |
71.525 |
-0.575 |
278 |
2,827 |
+85 |
Jun05 |
041228 |
73.950 |
74.300 |
72.900 |
74.100 |
-0.025 |
625 |
9,407 |
+316 |
Jul05 |
041228 |
70.225 |
70.400 |
69.400 |
70.075 |
-0.325 |
220 |
2,426 |
+101 |
Aug05 |
041228 |
66.500 |
66.700 |
65.850 |
66.250 |
-0.400 |
54 |
1,924 |
+27 |
Oct05 |
041228 |
58.800 |
59.000 |
58.250 |
58.450 |
-0.550 |
136 |
855 |
+34 |
Dec05 |
041228 |
55.800 |
55.800 |
55.500 |
55.500 |
-0.500 |
140 |
388 |
+11 |
Total Volume and Open Interest |
6,077 |
95,693 |
+1,520 |
Pork Bellies(CME) |
Feb05 |
041228 |
93.500 |
94.500 |
93.400 |
93.750 |
-1.875 |
276 |
1,697 |
-36 |
Mar05 |
041228 |
95.000 |
95.000 |
94.525 |
94.525 |
-1.125 |
3 |
106 |
+0 |
May05 |
041228 |
97.000 |
97.100 |
96.500 |
96.525 |
-0.875 |
0 |
75 |
+0 |
Jul05 |
041228 |
98.775 |
98.775 |
98.650 |
98.650 |
-0.900 |
2 |
21 |
-1 |
Aug05 |
041228 |
97.500 |
97.500 |
97.500 |
97.500 |
-0.525 |
0 |
5 |
+0 |
Total Volume and Open Interest |
281 |
1,904 |
-37 |
Class III Milk(CME) |
Dec04 |
041228 |
16.23 |
16.25 |
16.20 |
16.20 |
-0.01 |
212 |
4,698 |
-118 |
Jan05 |
041228 |
13.60 |
13.75 |
13.60 |
13.62 |
+0.02 |
206 |
3,308 |
+75 |
Feb05 |
041228 |
13.74 |
13.85 |
13.73 |
13.85 |
+0.11 |
152 |
2,969 |
+69 |
Mar05 |
041228 |
13.49 |
13.55 |
13.45 |
13.55 |
+0.15 |
40 |
2,812 |
+16 |
Apr05 |
041228 |
13.50 |
13.75 |
13.50 |
13.65 |
+0.15 |
92 |
1,796 |
+46 |
Total Volume and Open Interest |
1,220 |
24,044 |
+190 |
Cocoa(ICE) |
Mar05 |
041228 |
1564 |
1588 |
1556 |
1561 |
-3 |
2,856 |
43,897 |
-1,713 |
May05 |
041228 |
1568 |
1587 |
1560 |
1564 |
-4 |
184 |
13,710 |
-19 |
Jul05 |
041228 |
1590 |
1590 |
1568 |
1568 |
-5 |
244 |
12,086 |
-123 |
Sep05 |
041228 |
1578 |
1580 |
1572 |
1572 |
-5 |
694 |
10,813 |
+73 |
Dec05 |
041228 |
1581 |
1581 |
1570 |
1575 |
-3 |
676 |
10,710 |
+373 |
Mar06 |
041228 |
1576 |
1576 |
1576 |
1576 |
-3 |
61 |
12,112 |
+61 |
May06 |
041228 |
1580 |
1580 |
1580 |
1580 |
-1 |
0 |
2,288 |
+0 |
Total Volume and Open Interest |
4,735 |
116,466 |
-1,348 |
Coffee "C"(ICE) |
Mar05 |
041228 |
104.00 |
106.25 |
103.75 |
105.20 |
+0.50 |
6,789 |
84,415 |
-1,140 |
May05 |
041228 |
106.00 |
108.20 |
106.00 |
107.40 |
+0.45 |
632 |
15,225 |
+41 |
Jul05 |
041228 |
108.25 |
110.20 |
108.25 |
109.10 |
+0.45 |
74 |
4,646 |
-11 |
Sep05 |
041228 |
109.75 |
111.20 |
109.75 |
110.65 |
+0.45 |
122 |
4,589 |
+8 |
Dec05 |
041228 |
111.80 |
113.60 |
111.80 |
113.15 |
+0.45 |
6 |
1,063 |
-2 |
Mar06 |
041228 |
115.65 |
115.65 |
115.65 |
115.65 |
+0.45 |
77 |
655 |
+38 |
Total Volume and Open Interest |
7,706 |
110,682 |
-1,066 |
Orange Juice(ICE) |
Jan05 |
041228 |
87.35 |
87.35 |
86.50 |
86.90 |
-0.50 |
1,260 |
1,943 |
-526 |
Mar05 |
041228 |
88.00 |
88.50 |
87.70 |
88.50 |
+0.30 |
2,602 |
21,732 |
-128 |
May05 |
041228 |
89.50 |
90.00 |
89.50 |
90.00 |
+0.30 |
179 |
8,387 |
+114 |
Jul05 |
041228 |
90.50 |
90.95 |
90.50 |
90.95 |
+0.35 |
2 |
913 |
+1 |
Sep05 |
041228 |
91.40 |
91.40 |
91.40 |
91.40 |
+0.50 |
1 |
120 |
+1 |
Nov05 |
041228 |
91.20 |
91.75 |
91.20 |
91.75 |
+0.55 |
0 |
588 |
+0 |
Total Volume and Open Interest |
4,044 |
33,807 |
-538 |
Sugar #11(ICE) |
Mar05 |
041228 |
9.00 |
9.03 |
8.96 |
9.02 |
+0.03 |
19,202 |
219,859 |
+5,036 |
May05 |
041228 |
9.19 |
9.23 |
9.17 |
9.22 |
+0.02 |
3,477 |
51,238 |
+560 |
Jul05 |
041228 |
9.15 |
9.19 |
9.13 |
9.19 |
+0.03 |
4,728 |
36,119 |
+1,687 |
Oct05 |
041228 |
9.10 |
9.14 |
9.10 |
9.14 |
+0.02 |
1,766 |
24,063 |
+134 |
Mar06 |
041228 |
9.02 |
9.02 |
9.00 |
9.02 |
+0.01 |
537 |
10,803 |
+130 |
Total Volume and Open Interest |
29,921 |
348,240 |
+7,536 |
Sugar #14(ICE) |
Mar05 |
041228 |
20.60 |
20.61 |
20.60 |
20.61 |
-0.09 |
203 |
3,889 |
-199 |
May05 |
041228 |
20.63 |
20.63 |
20.63 |
20.63 |
unch |
204 |
2,071 |
-57 |
Jul05 |
041228 |
20.93 |
20.93 |
20.93 |
20.93 |
unch |
2 |
1,756 |
+2 |
Sep05 |
041228 |
20.92 |
20.92 |
20.92 |
20.92 |
unch |
5 |
2,498 |
+0 |
Nov05 |
041228 |
20.81 |
20.81 |
20.81 |
20.81 |
-0.01 |
5 |
783 |
+4 |
Total Volume and Open Interest |
419 |
11,083 |
-250 |
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 |
041228 |
43.26 |
44.24 |
43.00 |
44.20 |
+1.28 |
5,218 |
55,440 |
+891 |
May05 |
041228 |
43.90 |
44.70 |
43.50 |
44.66 |
+1.26 |
1,355 |
10,599 |
+142 |
Jul05 |
041228 |
44.75 |
45.70 |
44.60 |
45.69 |
+1.34 |
478 |
10,961 |
-80 |
Oct05 |
041228 |
47.90 |
47.90 |
47.90 |
47.90 |
+1.50 |
0 |
274 |
+0 |
Dec05 |
041228 |
47.10 |
48.40 |
47.10 |
48.35 |
+1.44 |
299 |
6,859 |
+144 |
Mar06 |
041228 |
50.30 |
50.30 |
50.30 |
50.30 |
+1.40 |
0 |
933 |
+0 |
Total Volume and Open Interest |
7,352 |
85,641 |
+1,099 |
Lumber(CME) |
Jan05 |
041228 |
358.0 |
363.2 |
355.1 |
355.7 |
+1.0 |
469 |
1,848 |
-3 |
Mar05 |
041228 |
361.0 |
363.0 |
359.0 |
361.5 |
+4.4 |
493 |
1,427 |
+297 |
May05 |
041228 |
356.9 |
360.0 |
353.8 |
355.5 |
-0.5 |
104 |
395 |
+79 |
Jul05 |
041228 |
356.3 |
360.4 |
356.2 |
356.3 |
+0.4 |
21 |
78 |
+9 |
Total Volume and Open Interest |
1,091 |
3,754 |
+382 |
Crude Oil(NYM) |
Feb05 |
041228 |
41.65 |
42.32 |
41.55 |
41.77 |
+0.45 |
56,520 |
165,894 |
-1,922 |
Mar05 |
041228 |
41.90 |
42.55 |
41.80 |
42.01 |
+0.46 |
20,706 |
79,036 |
+3,072 |
Apr05 |
041228 |
41.90 |
42.25 |
41.90 |
42.01 |
+0.46 |
6,570 |
40,076 |
-191 |
May05 |
041228 |
41.75 |
42.10 |
41.70 |
41.83 |
+0.45 |
3,129 |
22,674 |
+223 |
Jun05 |
041228 |
41.55 |
41.81 |
41.45 |
41.62 |
+0.44 |
3,269 |
35,422 |
+118 |
Jul05 |
041228 |
41.35 |
41.76 |
41.35 |
41.40 |
+0.42 |
957 |
19,042 |
+490 |
Aug05 |
041228 |
41.19 |
41.19 |
41.19 |
41.19 |
+0.41 |
177 |
11,346 |
-25 |
Sep05 |
041228 |
40.99 |
40.99 |
40.99 |
40.99 |
+0.41 |
572 |
13,764 |
+280 |
Oct05 |
041228 |
40.80 |
40.80 |
40.80 |
40.80 |
+0.41 |
65 |
6,914 |
-45 |
Nov05 |
041228 |
40.63 |
40.63 |
40.63 |
40.63 |
+0.41 |
102 |
14,229 |
-3 |
Dec05 |
041228 |
40.30 |
40.65 |
40.30 |
40.47 |
+0.41 |
2,141 |
55,823 |
-461 |
Jan06 |
041228 |
40.26 |
40.26 |
40.26 |
40.26 |
+0.41 |
60 |
9,342 |
+61 |
Feb06 |
041228 |
40.06 |
40.06 |
40.06 |
40.06 |
+0.41 |
183 |
4,956 |
+0 |
Mar06 |
041228 |
39.88 |
39.88 |
39.88 |
39.88 |
+0.41 |
0 |
9,198 |
+0 |
Apr06 |
041228 |
39.75 |
39.75 |
39.75 |
39.75 |
+0.41 |
0 |
4,852 |
+0 |
May06 |
041228 |
39.63 |
39.63 |
39.63 |
39.63 |
+0.41 |
0 |
2,294 |
+0 |
Total Volume and Open Interest |
95,592 |
658,951 |
+1,733 |
Heating Oil(NYM) |
Jan05 |
041228 |
123.25 |
124.90 |
122.00 |
122.21 |
+1.13 |
20,872 |
22,222 |
-3,108 |
Feb05 |
041228 |
123.50 |
125.70 |
122.80 |
123.13 |
+1.31 |
20,670 |
58,567 |
-3,413 |
Mar05 |
041228 |
120.50 |
123.00 |
120.00 |
120.88 |
+1.31 |
3,920 |
28,164 |
-109 |
Apr05 |
041228 |
114.20 |
117.50 |
114.20 |
115.28 |
+1.41 |
1,881 |
14,206 |
-96 |
May05 |
041228 |
113.00 |
114.50 |
111.78 |
111.78 |
+1.46 |
964 |
6,583 |
+243 |
Jun05 |
041228 |
111.50 |
112.00 |
109.88 |
109.88 |
+1.51 |
784 |
9,287 |
+353 |
Jul05 |
041228 |
110.60 |
111.75 |
109.58 |
109.58 |
+1.51 |
530 |
5,695 |
+372 |
Aug05 |
041228 |
109.80 |
111.50 |
109.80 |
109.83 |
+1.51 |
88 |
3,003 |
+55 |
Sep05 |
041228 |
111.00 |
111.20 |
110.53 |
110.53 |
+1.51 |
242 |
4,091 |
+69 |
Oct05 |
041228 |
111.85 |
113.50 |
111.38 |
111.38 |
+1.51 |
57 |
678 |
+19 |
Nov05 |
041228 |
113.00 |
114.25 |
112.23 |
112.23 |
+1.51 |
83 |
1,029 |
+12 |
Dec05 |
041228 |
113.70 |
114.80 |
113.08 |
113.08 |
+1.51 |
1,011 |
8,423 |
+347 |
Total Volume and Open Interest |
51,440 |
167,214 |
-4,925 |
Gasoline(NYMEX) |
Jan05 |
041228 |
105.30 |
107.00 |
103.60 |
104.57 |
+0.45 |
13,754 |
16,229 |
-1,855 |
Feb05 |
041228 |
108.30 |
109.85 |
107.00 |
107.68 |
+0.72 |
14,731 |
55,562 |
+2,208 |
Mar05 |
041228 |
110.50 |
112.60 |
109.90 |
110.43 |
+0.97 |
1,424 |
19,329 |
+108 |
Apr05 |
041228 |
118.70 |
119.40 |
118.20 |
118.33 |
+1.02 |
1,657 |
22,118 |
-18 |
May05 |
041228 |
119.50 |
120.70 |
119.18 |
119.18 |
+1.12 |
1,417 |
22,130 |
+861 |
Jun05 |
041228 |
119.10 |
121.00 |
118.80 |
119.18 |
+1.22 |
459 |
8,707 |
-7 |
Jul05 |
041228 |
119.70 |
119.70 |
118.23 |
118.23 |
+1.37 |
2 |
3,830 |
+0 |
Aug05 |
041228 |
116.38 |
116.38 |
116.38 |
116.38 |
+1.47 |
51 |
4,667 |
+50 |
Sep05 |
041228 |
114.45 |
114.45 |
113.88 |
113.88 |
+1.52 |
121 |
6,739 |
+51 |
Oct05 |
041228 |
110.43 |
110.43 |
110.43 |
110.43 |
+1.62 |
100 |
2,938 |
+100 |
Total Volume and Open Interest |
|
|
|
e-MiNY RBOB Gasoline(NYMEX) |
Natural Gas(NYM) |
Jan05 |
041228 |
6.180 |
6.340 |
6.160 |
6.213 |
+0.053 |
32,786 |
16,696 |
-8,208 |
Feb05 |
041228 |
6.270 |
6.440 |
6.270 |
6.341 |
+0.116 |
19,285 |
61,559 |
+1,864 |
Mar05 |
041228 |
6.300 |
6.450 |
6.270 |
6.359 |
+0.109 |
5,184 |
44,784 |
+285 |
Apr05 |
041228 |
6.130 |
6.210 |
6.100 |
6.149 |
+0.064 |
3,186 |
25,371 |
+550 |
May05 |
041228 |
6.120 |
6.200 |
6.100 |
6.159 |
+0.064 |
2,269 |
22,693 |
+276 |
Jun05 |
041228 |
6.150 |
6.230 |
6.150 |
6.202 |
+0.062 |
448 |
13,354 |
+139 |
Jul05 |
041228 |
6.230 |
6.270 |
6.200 |
6.250 |
+0.060 |
427 |
16,162 |
+29 |
Aug05 |
041228 |
6.240 |
6.290 |
6.235 |
6.275 |
+0.060 |
404 |
12,227 |
+39 |
Sep05 |
041228 |
6.220 |
6.270 |
6.210 |
6.255 |
+0.060 |
254 |
11,544 |
+42 |
Oct05 |
041228 |
6.250 |
6.290 |
6.240 |
6.285 |
+0.060 |
1,581 |
23,379 |
+105 |
Nov05 |
041228 |
6.600 |
6.640 |
6.600 |
6.630 |
+0.060 |
349 |
10,691 |
+18 |
Dec05 |
041228 |
6.935 |
6.990 |
6.935 |
6.970 |
+0.055 |
1,697 |
17,860 |
+807 |
Jan06 |
041228 |
7.165 |
7.200 |
7.150 |
7.195 |
+0.055 |
707 |
15,980 |
+189 |
Feb06 |
041228 |
7.140 |
7.190 |
7.140 |
7.185 |
+0.055 |
399 |
9,427 |
+202 |
Mar06 |
041228 |
6.940 |
6.990 |
6.910 |
6.970 |
+0.050 |
616 |
11,688 |
+211 |
Apr06 |
041228 |
6.020 |
6.050 |
6.020 |
6.035 |
+0.045 |
409 |
9,741 |
-80 |
Total Volume and Open Interest |
70,596 |
395,708 |
-3,405 |
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 |
041228 |
80.790 |
80.990 |
80.620 |
80.800 |
+0.020 |
5,810 |
23,633 |
+1,733 |
Jun05 |
041228 |
80.880 |
80.880 |
80.840 |
80.840 |
+0.020 |
15 |
2,030 |
+10 |
Sep05 |
041228 |
80.740 |
80.870 |
80.740 |
80.870 |
+0.020 |
0 |
31 |
+0 |
Total Volume and Open Interest |
5,825 |
25,707 |
+1,743 |
Australian Dollar(CME) |
Mar05 |
041228 |
77.46 |
77.55 |
77.05 |
77.51 |
+0.20 |
3,303 |
59,675 |
+809 |
Jun05 |
041228 |
77.06 |
77.06 |
77.06 |
77.06 |
+0.20 |
0 |
336 |
+1 |
Sep05 |
041228 |
76.64 |
76.64 |
76.64 |
76.64 |
+0.20 |
0 |
312 |
+0 |
Total Volume and Open Interest |
3,303 |
60,433 |
+810 |
British Pound(CME) |
Mar05 |
041228 |
192.92 |
193.04 |
191.89 |
192.06 |
-0.35 |
12,476 |
78,973 |
+4,373 |
Jun05 |
041228 |
191.16 |
191.16 |
191.16 |
191.16 |
-0.35 |
0 |
17 |
+0 |
Sep05 |
041228 |
190.26 |
190.26 |
190.26 |
190.26 |
-0.35 |
0 |
11 |
+0 |
Total Volume and Open Interest |
12,476 |
79,012 |
+4,373 |
Canadian Dollar(CME) |
Mar05 |
041228 |
82.21 |
82.36 |
81.76 |
82.19 |
+0.21 |
4,931 |
62,732 |
-176 |
Jun05 |
041228 |
82.34 |
82.38 |
81.86 |
82.25 |
+0.21 |
74 |
2,788 |
+4 |
Sep05 |
041228 |
82.35 |
82.35 |
82.35 |
82.35 |
+0.21 |
0 |
756 |
+0 |
Dec05 |
041228 |
82.47 |
82.47 |
82.47 |
82.47 |
+0.21 |
10 |
496 |
+10 |
Total Volume and Open Interest |
5,015 |
66,792 |
-162 |
Japanese Yen(CME) |
Mar05 |
041228 |
97.60 |
97.63 |
97.25 |
97.55 |
+0.09 |
6,909 |
132,326 |
+5,846 |
Jun05 |
041228 |
98.23 |
98.23 |
98.23 |
98.23 |
+0.09 |
8 |
20,058 |
+5 |
Sep05 |
041228 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.09 |
0 |
81 |
+0 |
Total Volume and Open Interest |
6,917 |
152,511 |
+5,851 |
Swiss Franc(CME) |
Mar05 |
041228 |
88.62 |
88.68 |
88.22 |
88.48 |
+0.10 |
5,200 |
60,056 |
+3,028 |
Jun05 |
041228 |
88.78 |
88.91 |
88.78 |
88.91 |
+0.10 |
1 |
112 |
+0 |
Sep05 |
041228 |
89.37 |
89.37 |
89.37 |
89.37 |
+0.10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,201 |
60,234 |
+3,028 |
EuroFX(CME) |
Mar05 |
041228 |
136.43 |
136.54 |
135.99 |
136.24 |
-0.04 |
21,503 |
146,085 |
-9,853 |
Jun05 |
041228 |
136.65 |
136.66 |
136.26 |
136.46 |
-0.04 |
221 |
1,275 |
+189 |
Sep05 |
041228 |
136.60 |
136.76 |
136.60 |
136.76 |
-0.04 |
0 |
295 |
+0 |
Total Volume and Open Interest |
21,754 |
148,669 |
-9,664 |
Mexican Peso(CME) |
Jan05 |
041228 |
887.0 |
892.8 |
887.0 |
887.0 |
-5.8 |
0 |
115 |
+0 |
Feb05 |
041228 |
882.8 |
888.5 |
882.8 |
882.8 |
-5.8 |
0 |
50 |
+0 |
Total Volume and Open Interest |
10,533 |
89,530 |
+641 |
30-Year T-Bonds(CBOT) |
Mar05 |
041228 |
111~100 |
111~140 |
110~260 |
111~120 |
+0~020 |
96,375 |
583,557 |
-4,053 |
Jun05 |
041228 |
110~140 |
110~170 |
110~040 |
110~170 |
+0~020 |
20 |
12,344 |
+2 |
Sep05 |
041228 |
109~250 |
109~250 |
109~250 |
109~250 |
+0~020 |
0 |
192 |
+0 |
Total Volume and Open Interest |
96,395 |
596,103 |
-4,051 |
10-Year T-Notes(CBOT) |
Mar05 |
041228 |
111~160 |
111~185 |
111~050 |
111~160 |
-0~005 |
273,105 |
1,561,976 |
+57,987 |
Jun05 |
041228 |
110~195 |
110~200 |
110~110 |
110~195 |
-0~005 |
6 |
16,659 |
+801 |
Sep05 |
041228 |
110~045 |
110~045 |
110~045 |
110~045 |
-0~005 |
0 |
673 |
+0 |
Total Volume and Open Interest |
273,111 |
1,579,308 |
+58,788 |
5-Year T-Notes(CBOT) |
Mar05 |
041228 |
109~038 |
109~048 |
109~014 |
109~046 |
-0~002 |
125,433 |
0 |
+0 |
Jun05 |
041228 |
108~114 |
108~114 |
108~114 |
108~114 |
-0~002 |
500 |
10,045 |
+620 |
Total Volume and Open Interest |
125,933 |
10,045 |
+620 |
2 Year T-Notes(CBOT) |
Mar05 |
041228 |
104~094 |
104~097 |
104~086 |
104~097 |
unch |
1,535 |
239,583 |
+1,882 |
Total Volume and Open Interest |
1,670 |
251,377 |
+1,522 |
Eurodollars(CME) |
Mar05 |
041228 |
97.085 |
97.095 |
97.075 |
97.090 |
unch |
13,899 |
1,060,132 |
+2,754 |
Jun05 |
041228 |
96.765 |
96.795 |
96.750 |
96.790 |
+0.010 |
8,476 |
1,069,890 |
+1,609 |
Sep05 |
041228 |
96.540 |
96.560 |
96.505 |
96.555 |
+0.005 |
9,277 |
928,917 |
+3,702 |
Dec05 |
041228 |
96.360 |
96.395 |
96.330 |
96.390 |
+0.005 |
9,832 |
748,181 |
+8,410 |
Mar06 |
041228 |
96.260 |
96.290 |
96.230 |
96.290 |
unch |
8,768 |
592,071 |
+1,149 |
Jun06 |
041228 |
96.180 |
96.205 |
96.145 |
96.205 |
unch |
6,566 |
385,065 |
+4,420 |
Sep06 |
041228 |
96.100 |
96.120 |
96.060 |
96.120 |
-0.005 |
7,193 |
295,895 |
+1,593 |
Dec06 |
041228 |
96.015 |
96.025 |
95.970 |
96.025 |
-0.010 |
7,912 |
254,000 |
+843 |
Mar07 |
041228 |
95.930 |
95.940 |
95.885 |
95.940 |
-0.010 |
7,418 |
183,233 |
+1,010 |
Jun07 |
041228 |
95.840 |
95.845 |
95.790 |
95.845 |
-0.015 |
3,872 |
156,840 |
+581 |
Sep07 |
041228 |
95.745 |
95.750 |
95.700 |
95.750 |
-0.015 |
3,856 |
120,684 |
+573 |
Dec07 |
041228 |
95.640 |
95.645 |
95.595 |
95.640 |
-0.020 |
5,724 |
130,756 |
-191 |
Mar08 |
041228 |
95.560 |
95.560 |
95.510 |
95.555 |
-0.020 |
1,202 |
94,351 |
+428 |
Jun08 |
041228 |
95.460 |
95.460 |
95.410 |
95.450 |
-0.020 |
1,111 |
96,198 |
-220 |
Sep08 |
041228 |
95.320 |
95.345 |
95.295 |
95.345 |
-0.015 |
1,070 |
93,093 |
-116 |
Dec08 |
041228 |
95.235 |
95.240 |
95.180 |
95.240 |
-0.010 |
1,017 |
82,643 |
-395 |
Mar09 |
041228 |
95.140 |
95.145 |
95.105 |
95.145 |
-0.010 |
2,444 |
60,555 |
+1,909 |
Jun09 |
041228 |
95.035 |
95.055 |
94.995 |
95.055 |
-0.005 |
702 |
47,414 |
+124 |
Total Volume and Open Interest |
101,913 |
6,597,808 |
+28,570 |
30 Day Federal Funds(CBOT) |
Dec04 |
041228 |
97.850 |
97.850 |
97.840 |
97.850 |
unch |
539 |
141,439 |
-3,478 |
Jan05 |
041228 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
1,259 |
138,805 |
-1,628 |
Feb05 |
041228 |
97.510 |
97.510 |
97.510 |
97.510 |
unch |
1,063 |
124,873 |
+1,396 |
Mar05 |
041228 |
97.430 |
97.430 |
97.430 |
97.430 |
unch |
400 |
41,231 |
-897 |
Apr05 |
041228 |
97.290 |
97.290 |
97.290 |
97.290 |
unch |
397 |
22,475 |
-238 |
May05 |
041228 |
97.110 |
97.110 |
97.110 |
97.110 |
unch |
100 |
4,082 |
+118 |
Total Volume and Open Interest |
3,782 |
473,339 |
-4,658 |
30 Day Fed Funds(e-CBOT) |
Dec04 |
041228 |
97.840 |
97.845 |
97.840 |
97.845 |
unch |
15,330 |
0 |
+0 |
Jan05 |
041228 |
97.750 |
97.750 |
97.745 |
97.745 |
-0.005 |
5,955 |
0 |
+0 |
Feb05 |
041228 |
97.515 |
97.515 |
97.505 |
97.510 |
unch |
2,895 |
0 |
+0 |
Mar05 |
041228 |
97.430 |
97.430 |
97.425 |
97.430 |
unch |
645 |
0 |
+0 |
Apr05 |
041228 |
97.280 |
97.285 |
97.275 |
97.285 |
unch |
995 |
0 |
+0 |
May05 |
041228 |
97.110 |
97.110 |
97.110 |
97.110 |
unch |
18 |
0 |
+0 |
Total Volume and Open Interest |
25,883 |
|
|
3-Mth Euro-Yen(CME) |
Mar05 |
041228 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
52,075 |
-43 |
Jun05 |
041228 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
32,798 |
-91 |
Sep05 |
041228 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
7,267 |
-6 |
Dec05 |
041228 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
5,396 |
+0 |
Mar06 |
041228 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
7,053 |
+0 |
Jun06 |
041228 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
3,722 |
+10 |
Sep06 |
041228 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
2,099 |
+0 |
Dec06 |
041228 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
Mar07 |
041228 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
1 |
+0 |
Jun07 |
041228 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
0 |
111,865 |
-130 |
3-Mth Euro-Yen(SGX) |
Mar05 |
041228 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
500 |
103,814 |
+2,505 |
Jun05 |
041228 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
159 |
94,168 |
+3,081 |
Sep05 |
041228 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
92 |
43,696 |
+10 |
Dec05 |
041228 |
99.81 |
99.82 |
99.81 |
99.82 |
unch |
931 |
35,418 |
+99 |
Mar06 |
041228 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
27,503 |
+0 |
Jun06 |
041228 |
99.65 |
99.66 |
99.65 |
99.66 |
unch |
230 |
12,863 |
+0 |
Sep06 |
041228 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
6,925 |
+0 |
Dec06 |
041228 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
60 |
6,733 |
+59 |
Total Volume and Open Interest |
1,972 |
338,170 |
+5,754 |
Japanese Gov't Bonds(SGX) |
Mar05 |
041228 |
138.64 |
138.70 |
138.26 |
138.35 |
-0.26 |
4,298 |
43,116 |
-457 |
Jun05 |
041228 |
137.75 |
137.75 |
137.75 |
137.75 |
-0.26 |
|
|
|
Sep05 |
041228 |
137.75 |
137.75 |
137.75 |
137.75 |
-0.26 |
|
|
|
Total Volume and Open Interest |
4,298 |
43,116 |
-457 |
Euro-Bund(EUREX) |
Mar05 |
041228 |
119.09 |
119.24 |
118.47 |
118.47 |
-0.56 |
267,796 |
1,193,987 |
-36,010 |
Jun05 |
041228 |
118.18 |
118.18 |
117.63 |
117.63 |
-0.47 |
1,329 |
746 |
+0 |
Total Volume and Open Interest |
269,125 |
1,194,733 |
-36,010 |
Euro-Bobl(EUREX) |
Mar05 |
041228 |
113.17 |
113.31 |
111.28 |
112.67 |
-0.49 |
185,984 |
781,828 |
-18,027 |
Jun05 |
041228 |
111.84 |
111.84 |
111.84 |
111.84 |
-0.50 |
400 |
457 |
+0 |
Sep05 |
041228 |
111.67 |
111.67 |
111.67 |
111.67 |
-0.49 |
|
|
|
Total Volume and Open Interest |
186,384 |
782,285 |
-18,027 |
3-Mth Euribor(EUREX) |
Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
Mar05 |
041228 |
97.785 |
97.790 |
97.770 |
97.770 |
-0.010 |
2,279 |
13,950 |
+6 |
Jun05 |
041228 |
97.675 |
97.685 |
97.640 |
97.640 |
-0.025 |
49 |
5,615 |
-46 |
Total Volume and Open Interest |
2,406 |
29,373 |
-50 |
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 |
041228 |
97.780 |
97.790 |
97.725 |
97.775 |
-0.005 |
25,679 |
499,491 |
-3,004 |
Jun05 |
041228 |
97.660 |
97.685 |
97.585 |
97.650 |
-0.020 |
10,548 |
553,287 |
-5,807 |
Sep05 |
041228 |
97.545 |
97.570 |
97.450 |
97.520 |
-0.035 |
18,951 |
387,752 |
-8,620 |
Total Volume and Open Interest |
96,242 |
2,646,811 |
-18,407 |
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 |
041228 |
445.5 |
445.5 |
443.0 |
444.3 |
-0.9 |
348 |
251 |
+49 |
Feb05 |
041228 |
446.1 |
446.2 |
444.0 |
445.3 |
-0.9 |
22,082 |
230,166 |
+9,033 |
Apr05 |
041228 |
448.7 |
448.7 |
446.3 |
447.5 |
-0.9 |
387 |
19,360 |
-52 |
Jun05 |
041228 |
450.5 |
450.8 |
448.5 |
449.9 |
-0.9 |
646 |
28,974 |
+312 |
Aug05 |
041228 |
452.3 |
452.3 |
452.3 |
452.3 |
-0.9 |
1 |
7,773 |
+1 |
Oct05 |
041228 |
454.5 |
454.9 |
454.5 |
454.9 |
-0.8 |
1 |
3,510 |
+0 |
Dec05 |
041228 |
458.7 |
458.7 |
457.0 |
457.5 |
-0.7 |
193 |
18,685 |
+71 |
Feb06 |
041228 |
460.2 |
460.2 |
460.2 |
460.2 |
-0.7 |
60 |
673 |
+60 |
Apr06 |
041228 |
462.9 |
462.9 |
462.9 |
462.9 |
-0.7 |
0 |
631 |
+0 |
Jun06 |
041228 |
465.7 |
465.7 |
465.7 |
465.7 |
-0.7 |
37 |
8,514 |
+2 |
Aug06 |
041228 |
468.5 |
468.5 |
468.5 |
468.5 |
-0.7 |
0 |
170 |
+0 |
Oct06 |
041228 |
471.4 |
471.4 |
471.4 |
471.4 |
-0.7 |
0 |
6 |
+0 |
Total Volume and Open Interest |
23,787 |
329,038 |
+9,501 |
Silver(CMX) |
Dec04 |
041228 |
699.0 |
704.0 |
699.0 |
702.6 |
+5.3 |
64 |
86 |
+25 |
Mar05 |
041228 |
703.5 |
707.5 |
696.0 |
705.8 |
+5.3 |
7,799 |
73,771 |
+1,279 |
May05 |
041228 |
704.0 |
711.0 |
699.0 |
709.2 |
+5.4 |
85 |
7,054 |
+21 |
Jul05 |
041228 |
713.0 |
713.0 |
707.0 |
712.1 |
+5.3 |
85 |
3,485 |
+20 |
Sep05 |
041228 |
715.2 |
715.2 |
715.2 |
715.2 |
+5.3 |
0 |
513 |
+0 |
Dec05 |
041228 |
717.0 |
721.5 |
717.0 |
718.8 |
+5.3 |
30 |
9,953 |
-2 |
Mar06 |
041228 |
722.2 |
722.2 |
722.2 |
722.2 |
+5.3 |
0 |
509 |
+0 |
Total Volume and Open Interest |
8,075 |
99,373 |
+1,349 |
Platinum(NYMEX) |
Jan05 |
041228 |
872.5 |
879.0 |
865.5 |
875.3 |
+0.3 |
1,410 |
2,081 |
-1,037 |
Apr05 |
041228 |
863.0 |
875.0 |
861.0 |
873.3 |
+0.8 |
2,339 |
4,448 |
+755 |
Jul05 |
041228 |
870.3 |
870.3 |
870.3 |
870.3 |
+0.8 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,749 |
6,532 |
-282 |
Palladium(NYMEX) |
Dec04 |
041227 |
188.50 |
188.50 |
188.50 |
188.50 |
+1.55 |
2 |
3 |
-1 |
Mar05 |
041228 |
189.00 |
189.50 |
184.10 |
189.00 |
-1.00 |
551 |
12,117 |
+49 |
Jun05 |
041228 |
192.00 |
192.00 |
191.00 |
191.00 |
-1.00 |
121 |
338 |
+104 |
Total Volume and Open Interest |
787 |
12,632 |
+265 |
Copper(CMX) |
Dec04 |
041228 |
151.20 |
155.00 |
145.10 |
154.25 |
+4.25 |
619 |
1,864 |
-137 |
Mar05 |
041228 |
143.40 |
145.60 |
143.30 |
145.30 |
+1.35 |
2,708 |
60,626 |
+301 |
May05 |
041228 |
140.70 |
141.65 |
140.65 |
141.55 |
+1.40 |
82 |
6,493 |
+30 |
Jul05 |
041228 |
138.05 |
138.05 |
138.05 |
138.05 |
+1.35 |
1 |
5,266 |
+1 |
Sep05 |
041228 |
133.90 |
133.90 |
133.90 |
133.90 |
+1.35 |
0 |
3,618 |
+0 |
Total Volume and Open Interest |
3,986 |
93,165 |
+472 |
Aluminum(CMX) |
Dec04 |
041228 |
92.80 |
92.80 |
92.80 |
92.80 |
+0.40 |
210 |
233 |
+107 |
Jan05 |
041228 |
93.15 |
93.15 |
93.15 |
93.15 |
+0.35 |
200 |
1,481 |
+200 |
Feb05 |
041228 |
93.25 |
93.25 |
93.25 |
93.25 |
+0.35 |
0 |
651 |
+0 |
Mar05 |
041228 |
93.25 |
93.25 |
93.25 |
93.25 |
+0.35 |
0 |
681 |
+0 |
Apr05 |
041228 |
92.95 |
92.95 |
92.95 |
92.95 |
+0.35 |
0 |
486 |
+0 |
May05 |
041228 |
92.60 |
92.60 |
92.60 |
92.60 |
+0.35 |
0 |
668 |
+0 |
Total Volume and Open Interest |
410 |
9,043 |
+307 |
DJIA Index(CBOT) |
Mar05 |
041228 |
10804 |
10870 |
10800 |
10866 |
+66 |
2,382 |
49,015 |
+106 |
Jun05 |
041228 |
10897 |
10897 |
10897 |
10897 |
+62 |
11 |
29 |
+0 |
Dec05 |
041228 |
10946 |
10946 |
10946 |
10946 |
+62 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,393 |
49,045 |
+106 |
S & P 500(CME) |
Mar05 |
041228 |
1209.90 |
1216.70 |
1209.70 |
1215.50 |
+7.10 |
17,753 |
655,381 |
+211 |
Jun05 |
041228 |
1220.00 |
1220.00 |
1219.70 |
1219.70 |
+7.20 |
458 |
10,638 |
+238 |
Sep05 |
041228 |
1224.20 |
1224.20 |
1224.20 |
1224.20 |
+7.30 |
1,455 |
3,083 |
+810 |
Dec05 |
041228 |
1229.20 |
1229.20 |
1229.20 |
1229.20 |
+7.30 |
0 |
123 |
+0 |
Total Volume and Open Interest |
19,666 |
669,299 |
+1,259 |
S & P 500 E-Mini(Globex) |
Mar05 |
041228 |
1208.50 |
1216.75 |
1207.75 |
1215.50 |
+7.00 |
297,065 |
729,778 |
-3,562 |
Jun05 |
041228 |
1212.50 |
1220.00 |
1211.50 |
1219.75 |
+7.25 |
2,257 |
3,194 |
+2,219 |
Total Volume and Open Interest |
299,322 |
732,972 |
-1,343 |
NASDAQ 100(CME) |
Mar05 |
041228 |
1619.00 |
1632.50 |
1616.00 |
1630.00 |
+13.00 |
5,162 |
66,640 |
+98 |
Jun05 |
041228 |
1640.50 |
1640.50 |
1640.50 |
1640.50 |
+13.00 |
0 |
6 |
+0 |
Sep05 |
041228 |
1651.00 |
1651.00 |
1651.00 |
1651.00 |
+13.00 |
|
|
|
Total Volume and Open Interest |
5,162 |
66,646 |
+98 |
NASDAQ 100 E-Mini(Globex) |
Mar05 |
041228 |
1616.50 |
1632.50 |
1615.00 |
1630.00 |
+13.00 |
159,712 |
260,064 |
+3,178 |
Jun05 |
041228 |
1628.00 |
1640.50 |
1620.00 |
1640.50 |
+13.00 |
19 |
34 |
+9 |
Total Volume and Open Interest |
159,731 |
260,098 |
+3,187 |
S & P Midcap 400(CME) |
Mar05 |
041228 |
657.60 |
664.25 |
657.60 |
663.80 |
+7.30 |
240 |
13,082 |
-7 |
Jun05 |
041228 |
663.80 |
663.80 |
663.80 |
663.80 |
+7.30 |
|
|
|
Sep05 |
041228 |
663.80 |
663.80 |
663.80 |
663.80 |
+7.30 |
|
|
|
Total Volume and Open Interest |
240 |
13,082 |
-7 |
Russell 2000(CME) |
Mar05 |
041228 |
647.75 |
656.40 |
647.75 |
655.75 |
+8.75 |
610 |
20,587 |
-204 |
Jun05 |
041228 |
655.75 |
655.75 |
655.75 |
655.75 |
+8.75 |
|
|
|
Sep05 |
041228 |
655.75 |
655.75 |
655.75 |
655.75 |
+8.75 |
|
|
|
Total Volume and Open Interest |
610 |
20,587 |
-204 |
Russell 2000 E-Mini(Globex) |
Dec04 |
041217 |
643.00 |
645.00 |
640.90 |
641.85 |
-1.25 |
6,071 |
92,324 |
-1,266 |
Mar05 |
041228 |
647.40 |
656.60 |
646.80 |
655.80 |
+8.80 |
36,097 |
98,516 |
-3,284 |
Jun05 |
041228 |
655.80 |
655.80 |
655.80 |
655.80 |
+8.80 |
|
|
|
Total Volume and Open Interest |
36,097 |
98,516 |
-3,284 |
Nikkei 225(CME) |
Mar05 |
041228 |
11340 |
11475 |
11330 |
11460 |
+85 |
3,058 |
178,450 |
+3,539 |
Jun05 |
041228 |
11410 |
11410 |
11410 |
11410 |
+85 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,058 |
178,474 |
+3,560 |
Nikkei 225(SGX) |
Mar05 |
041228 |
11340 |
11475 |
11330 |
11460 |
+85 |
3,058 |
178,450 |
+3,539 |
Jun05 |
041228 |
11410 |
11410 |
11410 |
11410 |
+85 |
0 |
3 |
+0 |
Sep05 |
041228 |
11405 |
11405 |
11405 |
11405 |
+85 |
|
|
|
Total Volume and Open Interest |
3,058 |
178,474 |
+3,560 |
CAC 40(EURONEXT) |
Jan05 |
041228 |
3824.0 |
3833.0 |
3815.5 |
3831.0 |
+7.0 |
24,396 |
305,452 |
-2,057 |
Feb05 |
041228 |
3825.5 |
3837.0 |
3822.5 |
3837.0 |
+7.0 |
71 |
534 |
-40 |
Mar05 |
041228 |
3833.5 |
3843.0 |
3829.0 |
3843.0 |
+7.0 |
239 |
86,229 |
-73 |
Total Volume and Open Interest |
24,706 |
407,352 |
-2,170 |
Hang Seng Index(HKFE) |
Dec04 |
041228 |
14184 |
14246 |
14082 |
14193 |
+6 |
42,396 |
82,264 |
-7,348 |
Jan05 |
041228 |
14206 |
14260 |
14073 |
14206 |
+6 |
33,891 |
86,651 |
+21,368 |
Total Volume and Open Interest |
76,325 |
171,981 |
+14,069 |
DAX(EUREX) |
Mar05 |
041228 |
4285.0 |
4285.0 |
4265.0 |
4284.0 |
+16.0 |
29,882 |
183,865 |
+1,771 |
Jun05 |
041228 |
4297.0 |
4308.0 |
4290.5 |
4308.0 |
+16.0 |
94 |
3,145 |
+59 |
Total Volume and Open Interest |
30,047 |
187,238 |
+1,868 |
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 |
041228 |
303.40 |
307.20 |
303.40 |
305.60 |
+1.50 |
220 |
18,171 |
+157 |
Feb05 |
041228 |
306.00 |
306.00 |
306.00 |
306.00 |
+2.00 |
|
|
|
Mar05 |
041228 |
307.00 |
307.40 |
307.00 |
307.40 |
+2.00 |
|
|
|
Total Volume and Open Interest |
220 |
18,171 |
+157 |
RJ/CRB Index(ICE) |
Jan05 |
041228 |
282.50 |
284.75 |
282.50 |
284.00 |
+1.25 |
9 |
226 |
+3 |
Feb05 |
041228 |
282.50 |
283.75 |
282.50 |
283.25 |
+2.00 |
0 |
115 |
+0 |
Apr05 |
041228 |
283.25 |
283.75 |
283.25 |
283.50 |
+1.75 |
0 |
118 |
+0 |
Total Volume and Open Interest |
9 |
566 |
+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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