|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 29, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan05 |
041229 |
552.50 |
556.00 |
546.00 |
546.75 |
-4.50 |
12,735 |
30,336 |
-8,351 |
| Mar05 |
041229 |
547.00 |
552.50 |
543.50 |
544.50 |
-2.25 |
29,797 |
117,626 |
+2,781 |
| May05 |
041229 |
551.50 |
556.00 |
549.00 |
549.50 |
-1.50 |
3,762 |
41,597 |
-596 |
| Jul05 |
041229 |
558.50 |
563.00 |
556.00 |
556.75 |
-1.75 |
2,755 |
28,347 |
+334 |
| Aug05 |
041229 |
563.50 |
564.50 |
559.00 |
559.00 |
-1.50 |
154 |
2,231 |
-51 |
| Sep05 |
041229 |
558.50 |
558.50 |
558.50 |
558.50 |
-2.50 |
27 |
762 |
-5 |
| Nov05 |
041229 |
567.50 |
571.50 |
566.00 |
566.50 |
-0.75 |
883 |
14,970 |
+206 |
| Total Volume and Open Interest |
50,118 |
235,973 |
-5,682 |
| Soybean Meal(CBOT) |
| Jan05 |
041229 |
159.50 |
161.00 |
159.50 |
160.20 |
+1.20 |
7,611 |
12,166 |
-2,210 |
| Mar05 |
041229 |
159.80 |
161.30 |
159.50 |
160.40 |
+1.10 |
11,179 |
49,349 |
+1,779 |
| May05 |
041229 |
162.50 |
163.70 |
162.00 |
162.70 |
+0.50 |
1,637 |
21,850 |
+566 |
| Jul05 |
041229 |
165.00 |
166.70 |
164.50 |
166.00 |
+0.90 |
1,587 |
30,693 |
-43 |
| Aug05 |
041229 |
167.00 |
168.30 |
167.00 |
167.40 |
+0.80 |
233 |
10,084 |
+90 |
| Sep05 |
041229 |
167.90 |
169.50 |
167.90 |
168.90 |
+0.90 |
170 |
7,116 |
+258 |
| Oct05 |
041229 |
170.30 |
170.80 |
170.00 |
170.30 |
+1.20 |
13 |
6,121 |
+48 |
| Dec05 |
041229 |
173.50 |
174.00 |
173.30 |
173.30 |
+0.60 |
132 |
6,583 |
+14 |
| Total Volume and Open Interest |
22,562 |
144,457 |
+502 |
| Soybean Oil(CBOT) |
| Jan05 |
041229 |
21.20 |
21.30 |
20.93 |
20.96 |
-0.21 |
5,271 |
15,645 |
-1,617 |
| Mar05 |
041229 |
21.40 |
21.43 |
21.10 |
21.11 |
-0.21 |
15,224 |
63,388 |
+1,602 |
| May05 |
041229 |
21.50 |
21.52 |
21.20 |
21.20 |
-0.18 |
2,047 |
23,235 |
+847 |
| Jul05 |
041229 |
21.55 |
21.55 |
21.26 |
21.28 |
-0.12 |
1,960 |
22,443 |
-4 |
| Aug05 |
041229 |
21.42 |
21.42 |
21.25 |
21.30 |
-0.03 |
188 |
5,743 |
-50 |
| Sep05 |
041229 |
21.31 |
21.38 |
21.23 |
21.25 |
unch |
91 |
4,235 |
+1 |
| Oct05 |
041229 |
21.32 |
21.32 |
21.25 |
21.25 |
+0.14 |
12 |
4,370 |
+8 |
| Dec05 |
041229 |
21.12 |
21.17 |
21.08 |
21.10 |
-0.10 |
159 |
9,063 |
+6 |
| Total Volume and Open Interest |
24,952 |
149,080 |
+793 |
| Canola(WCE) |
| Jan05 |
041229 |
281.8 |
281.8 |
274.0 |
274.0 |
-7.5 |
4,111 |
5,467 |
+0 |
| Mar05 |
041229 |
283.8 |
284.0 |
278.6 |
278.8 |
-4.9 |
5,563 |
37,198 |
+0 |
| May05 |
041229 |
287.5 |
287.5 |
282.0 |
284.2 |
-2.8 |
179 |
2,876 |
+0 |
| Jul05 |
041229 |
293.0 |
293.0 |
288.0 |
288.5 |
-3.5 |
128 |
1,819 |
+0 |
| Sep05 |
041229 |
288.3 |
288.3 |
288.3 |
288.3 |
-4.9 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
9,986 |
59,356 |
+0 |
| Corn(CBOT) |
| Mar05 |
041229 |
206.50 |
207.00 |
203.00 |
203.25 |
-3.75 |
20,282 |
346,274 |
+951 |
| May05 |
041229 |
214.25 |
214.50 |
211.00 |
211.25 |
-3.50 |
4,387 |
85,962 |
+594 |
| Jul05 |
041229 |
221.75 |
222.00 |
218.50 |
218.75 |
-3.25 |
3,117 |
75,815 |
-528 |
| Sep05 |
041229 |
229.25 |
229.25 |
226.25 |
226.50 |
-3.00 |
894 |
23,229 |
+217 |
| Dec05 |
041229 |
238.00 |
238.25 |
235.50 |
235.75 |
-2.75 |
1,566 |
55,846 |
-199 |
| Mar06 |
041229 |
245.00 |
245.00 |
243.25 |
243.25 |
-2.00 |
57 |
2,082 |
+45 |
| Total Volume and Open Interest |
30,352 |
592,918 |
+1,084 |
| Wheat(CBOT) |
| Mar05 |
041229 |
305.25 |
306.00 |
300.50 |
303.50 |
-1.50 |
6,733 |
142,622 |
-688 |
| May05 |
041229 |
312.25 |
313.00 |
308.00 |
310.75 |
-0.50 |
459 |
15,289 |
+174 |
| Jul05 |
041229 |
319.50 |
320.00 |
315.00 |
317.25 |
-1.00 |
358 |
15,854 |
+140 |
| Sep05 |
041229 |
325.50 |
325.50 |
322.50 |
323.25 |
-1.75 |
64 |
651 |
-38 |
| Dec05 |
041229 |
335.00 |
336.00 |
331.50 |
333.00 |
-0.50 |
189 |
8,517 |
+4 |
| Total Volume and Open Interest |
7,803 |
182,997 |
-408 |
| Wheat(KCBT) |
| Mar05 |
041229 |
336.75 |
338.00 |
333.50 |
334.50 |
-2.50 |
3,836 |
48,394 |
-763 |
| May05 |
041229 |
331.50 |
332.00 |
328.50 |
330.00 |
-1.00 |
185 |
6,304 |
+47 |
| Jul05 |
041229 |
328.00 |
328.50 |
325.00 |
325.00 |
-2.00 |
387 |
9,236 |
-25 |
| Sep05 |
041229 |
331.50 |
331.50 |
331.50 |
331.50 |
-1.50 |
35 |
2,194 |
-25 |
| Dec05 |
041229 |
344.00 |
344.00 |
342.00 |
342.00 |
unch |
0 |
1,116 |
+0 |
| Total Volume and Open Interest |
4,463 |
67,584 |
-746 |
| Wheat(MGE) |
| Mar05 |
041229 |
344.50 |
344.50 |
340.00 |
342.50 |
-1.50 |
1,643 |
21,520 |
+160 |
| May05 |
041229 |
350.00 |
350.00 |
346.50 |
347.00 |
-2.00 |
214 |
6,866 |
+96 |
| Jul05 |
041229 |
352.00 |
352.00 |
349.50 |
350.25 |
-1.25 |
45 |
3,547 |
+0 |
| Sep05 |
041229 |
348.25 |
348.25 |
348.00 |
348.00 |
-0.50 |
19 |
1,416 |
+0 |
| Dec05 |
041229 |
355.00 |
355.00 |
355.00 |
355.00 |
unch |
1 |
392 |
+1 |
| Total Volume and Open Interest |
1,922 |
33,743 |
+257 |
| Oats(CBOT) |
| Mar05 |
041229 |
157.00 |
157.50 |
156.25 |
157.25 |
+0.75 |
451 |
6,284 |
-56 |
| May05 |
041229 |
155.50 |
156.50 |
155.50 |
156.00 |
+0.50 |
143 |
726 |
+44 |
| Jul05 |
041229 |
156.00 |
156.00 |
156.00 |
156.00 |
+1.00 |
0 |
149 |
+0 |
| Sep05 |
041229 |
152.00 |
152.00 |
152.00 |
152.00 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
594 |
7,165 |
-12 |
| Rough Rice(CBOT) |
| Jan05 |
041229 |
7.20 |
7.24 |
7.15 |
7.15 |
-0.10 |
239 |
756 |
-151 |
| Mar05 |
041229 |
7.40 |
7.44 |
7.35 |
7.36 |
-0.05 |
875 |
3,330 |
+161 |
| May05 |
041229 |
7.53 |
7.58 |
7.53 |
7.54 |
-0.03 |
0 |
268 |
+0 |
| Jul05 |
041229 |
7.71 |
7.71 |
7.71 |
7.71 |
-0.03 |
4 |
67 |
+0 |
| Total Volume and Open Interest |
1,118 |
4,423 |
+10 |
| Live Cattle(CME) |
| Dec04 |
041229 |
91.950 |
91.950 |
90.000 |
90.075 |
-1.925 |
830 |
1,354 |
-638 |
| Feb05 |
041229 |
90.300 |
90.450 |
88.525 |
88.625 |
-1.925 |
9,939 |
79,235 |
+946 |
| Apr05 |
041229 |
87.700 |
87.750 |
85.850 |
85.975 |
-1.925 |
3,609 |
25,129 |
+731 |
| Jun05 |
041229 |
81.850 |
82.000 |
80.325 |
80.825 |
-1.225 |
784 |
12,800 |
+267 |
| Aug05 |
041229 |
81.050 |
81.050 |
79.300 |
79.825 |
-1.350 |
687 |
7,844 |
+193 |
| Oct05 |
041229 |
81.850 |
82.150 |
80.350 |
80.500 |
-1.350 |
86 |
4,816 |
+6 |
| Total Volume and Open Interest |
15,987 |
133,896 |
+1,522 |
| Feeder Cattle(CME) |
| Jan05 |
041229 |
104.850 |
104.950 |
102.200 |
103.050 |
-1.900 |
1,217 |
5,332 |
+0 |
| Mar05 |
041229 |
100.500 |
100.500 |
97.550 |
97.825 |
-2.725 |
795 |
5,761 |
+166 |
| Apr05 |
041229 |
98.850 |
98.850 |
95.900 |
96.275 |
-2.625 |
157 |
1,786 |
-28 |
| May05 |
041229 |
98.500 |
98.550 |
95.700 |
96.200 |
-2.350 |
277 |
2,191 |
+81 |
| Aug05 |
041229 |
99.300 |
99.350 |
97.500 |
98.100 |
-1.550 |
64 |
840 |
+27 |
| Sep05 |
041229 |
97.650 |
97.650 |
97.050 |
97.050 |
-1.500 |
4 |
94 |
+0 |
| Oct05 |
041229 |
98.300 |
98.300 |
97.000 |
97.000 |
-1.650 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,516 |
16,027 |
+248 |
| Lean Hogs(CME) |
| Feb05 |
041229 |
75.250 |
75.750 |
74.800 |
75.350 |
+1.600 |
4,387 |
60,181 |
-414 |
| Apr05 |
041229 |
75.325 |
75.325 |
74.700 |
75.300 |
+1.975 |
1,995 |
17,608 |
+357 |
| May05 |
041229 |
73.525 |
73.525 |
73.525 |
73.525 |
+2.000 |
302 |
2,797 |
-30 |
| Jun05 |
041229 |
76.100 |
76.100 |
76.100 |
76.100 |
+2.000 |
1,185 |
9,825 |
+418 |
| Jul05 |
041229 |
71.850 |
72.075 |
71.850 |
72.075 |
+2.000 |
139 |
2,439 |
+13 |
| Aug05 |
041229 |
68.250 |
68.250 |
68.250 |
68.250 |
+2.000 |
59 |
1,945 |
+21 |
| Oct05 |
041229 |
60.450 |
60.450 |
60.450 |
60.450 |
+2.000 |
55 |
878 |
+23 |
| Dec05 |
041229 |
57.100 |
57.500 |
57.100 |
57.500 |
+2.000 |
17 |
387 |
-1 |
| Total Volume and Open Interest |
8,152 |
96,092 |
+399 |
| Pork Bellies(CME) |
| Feb05 |
041229 |
95.000 |
96.700 |
94.900 |
95.375 |
+1.625 |
519 |
1,655 |
-42 |
| Mar05 |
041229 |
95.750 |
97.150 |
95.700 |
95.750 |
+1.225 |
59 |
155 |
+49 |
| May05 |
041229 |
97.200 |
98.600 |
97.200 |
97.400 |
+0.875 |
46 |
116 |
+41 |
| Jul05 |
041229 |
100.000 |
100.000 |
99.300 |
99.300 |
+0.650 |
11 |
22 |
+1 |
| Aug05 |
041229 |
97.500 |
97.500 |
97.500 |
97.500 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
635 |
1,953 |
+49 |
| Class III Milk(CME) |
| Dec04 |
041229 |
16.20 |
16.20 |
16.19 |
16.19 |
-0.01 |
24 |
4,624 |
-74 |
| Jan05 |
041229 |
13.65 |
13.70 |
13.62 |
13.63 |
+0.01 |
51 |
3,296 |
-12 |
| Feb05 |
041229 |
13.90 |
13.96 |
13.82 |
13.85 |
unch |
117 |
3,019 |
+50 |
| Mar05 |
041229 |
13.55 |
13.60 |
13.55 |
13.56 |
+0.01 |
27 |
2,806 |
-6 |
| Apr05 |
041229 |
13.65 |
13.70 |
13.61 |
13.70 |
+0.05 |
67 |
1,801 |
+5 |
| Total Volume and Open Interest |
566 |
24,130 |
+86 |
| Cocoa(ICE) |
| Mar05 |
041229 |
1555 |
1574 |
1535 |
1539 |
-22 |
2,794 |
43,767 |
-130 |
| May05 |
041229 |
1558 |
1572 |
1545 |
1545 |
-19 |
390 |
13,722 |
+12 |
| Jul05 |
041229 |
1560 |
1560 |
1549 |
1549 |
-19 |
14 |
12,080 |
-6 |
| Sep05 |
041229 |
1578 |
1578 |
1554 |
1554 |
-18 |
16 |
10,811 |
-2 |
| Dec05 |
041229 |
1575 |
1575 |
1555 |
1557 |
-18 |
441 |
10,866 |
+156 |
| Mar06 |
041229 |
1569 |
1569 |
1560 |
1562 |
-14 |
0 |
12,112 |
+0 |
| May06 |
041229 |
1563 |
1563 |
1563 |
1563 |
-17 |
55 |
2,333 |
+45 |
| Total Volume and Open Interest |
3,710 |
116,541 |
+75 |
| Coffee "C"(ICE) |
| Mar05 |
041229 |
105.50 |
108.40 |
105.10 |
107.95 |
+2.75 |
5,462 |
84,211 |
-204 |
| May05 |
041229 |
107.80 |
110.50 |
107.50 |
110.15 |
+2.75 |
745 |
15,413 |
+188 |
| Jul05 |
041229 |
110.50 |
111.85 |
110.50 |
111.85 |
+2.75 |
84 |
4,630 |
-16 |
| Sep05 |
041229 |
111.20 |
113.50 |
111.20 |
113.40 |
+2.75 |
196 |
4,576 |
-13 |
| Dec05 |
041229 |
114.15 |
115.90 |
114.00 |
115.90 |
+2.75 |
3 |
1,063 |
+0 |
| Mar06 |
041229 |
116.25 |
118.40 |
116.00 |
118.40 |
+2.75 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
6,490 |
110,637 |
-45 |
| Orange Juice(ICE) |
| Jan05 |
041229 |
86.50 |
86.50 |
85.80 |
86.40 |
-0.50 |
999 |
1,434 |
-509 |
| Mar05 |
041229 |
88.30 |
88.30 |
87.35 |
88.00 |
-0.50 |
1,311 |
22,134 |
+402 |
| May05 |
041229 |
89.30 |
89.80 |
88.80 |
89.70 |
-0.30 |
461 |
8,614 |
+227 |
| Jul05 |
041229 |
90.70 |
90.70 |
90.70 |
90.70 |
-0.25 |
81 |
984 |
+71 |
| Sep05 |
041229 |
91.20 |
91.20 |
91.20 |
91.20 |
-0.20 |
0 |
120 |
+0 |
| Nov05 |
041229 |
91.70 |
91.70 |
91.70 |
91.70 |
-0.05 |
40 |
588 |
+0 |
| Total Volume and Open Interest |
2,892 |
33,998 |
+191 |
| Sugar #11(ICE) |
| Mar05 |
041229 |
9.02 |
9.07 |
8.96 |
9.06 |
+0.04 |
13,181 |
223,736 |
+3,877 |
| May05 |
041229 |
9.24 |
9.26 |
9.18 |
9.26 |
+0.04 |
3,319 |
51,351 |
+113 |
| Jul05 |
041229 |
9.20 |
9.21 |
9.15 |
9.21 |
+0.02 |
3,627 |
37,072 |
+953 |
| Oct05 |
041229 |
9.14 |
9.15 |
9.11 |
9.15 |
+0.01 |
1,592 |
23,977 |
-86 |
| Mar06 |
041229 |
9.02 |
9.03 |
9.02 |
9.03 |
+0.01 |
133 |
10,736 |
-67 |
| Total Volume and Open Interest |
21,930 |
353,075 |
+4,835 |
| Sugar #14(ICE) |
| Mar05 |
041229 |
20.60 |
20.63 |
20.60 |
20.62 |
+0.01 |
4 |
3,891 |
+2 |
| May05 |
041229 |
20.63 |
20.63 |
20.60 |
20.60 |
-0.03 |
4 |
2,075 |
+4 |
| Jul05 |
041229 |
20.90 |
20.93 |
20.90 |
20.93 |
unch |
2 |
1,758 |
+2 |
| Sep05 |
041229 |
20.92 |
20.95 |
20.92 |
20.93 |
+0.01 |
4 |
2,498 |
+0 |
| Nov05 |
041229 |
20.81 |
20.81 |
20.81 |
20.81 |
unch |
4 |
787 |
+4 |
| Total Volume and Open Interest |
18 |
11,095 |
+12 |
| London Cocoa(LCE) |
| Mar05 |
041229 |
845 |
847 |
837 |
838 |
-12 |
0 |
66,207 |
+419 |
| May05 |
041229 |
854 |
857 |
847 |
849 |
-12 |
0 |
22,565 |
+35 |
| Jul05 |
041229 |
870 |
874 |
866 |
867 |
-12 |
0 |
23,459 |
-66 |
| Sep05 |
041229 |
890 |
892 |
883 |
884 |
-12 |
0 |
47,220 |
+238 |
| Dec05 |
041229 |
889 |
889 |
878 |
878 |
-11 |
0 |
35,339 |
-108 |
| Mar06 |
041229 |
888 |
892 |
886 |
888 |
-10 |
0 |
12,668 |
+2 |
| May06 |
041229 |
897 |
897 |
897 |
897 |
-9 |
0 |
1,620 |
+0 |
| Total Volume and Open Interest |
0 |
209,629 |
+520 |
| London Coffee(LCE) |
| Jan05 |
041229 |
717.00 |
750.00 |
717.00 |
748.00 |
+34.00 |
0 |
11,001 |
-723 |
| Mar05 |
041229 |
759.00 |
787.00 |
755.00 |
785.00 |
+32.00 |
0 |
60,708 |
-1,161 |
| May05 |
041229 |
780.00 |
810.00 |
780.00 |
808.00 |
+32.00 |
0 |
42,590 |
+47 |
| Jul05 |
041229 |
801.00 |
827.00 |
801.00 |
827.00 |
+32.00 |
0 |
14,497 |
+215 |
| Sep05 |
041229 |
824.00 |
845.00 |
824.00 |
845.00 |
+32.00 |
0 |
8,189 |
+47 |
| Nov05 |
041229 |
850.00 |
861.00 |
850.00 |
861.00 |
+31.00 |
0 |
2,895 |
+0 |
| Total Volume and Open Interest |
0 |
141,202 |
-1,274 |
| London Sugar(LCE) |
| Mar05 |
041229 |
254.80 |
259.80 |
254.60 |
259.70 |
+5.30 |
0 |
25,311 |
-2,943 |
| May05 |
041229 |
265.00 |
269.00 |
264.40 |
268.80 |
+4.30 |
0 |
14,002 |
+116 |
| Aug05 |
041229 |
265.60 |
268.40 |
265.40 |
268.40 |
+3.40 |
0 |
6,694 |
+28 |
| Oct05 |
041229 |
266.30 |
268.50 |
266.00 |
268.40 |
+3.30 |
0 |
3,737 |
+21 |
| Dec05 |
041229 |
268.80 |
268.90 |
268.80 |
268.90 |
+3.00 |
0 |
1,713 |
+0 |
| Total Volume and Open Interest |
0 |
53,005 |
-2,773 |
| Cotton(ICE) |
| Mar05 |
041229 |
43.95 |
44.58 |
43.65 |
44.01 |
-0.19 |
12,513 |
53,692 |
-1,748 |
| May05 |
041229 |
44.50 |
45.00 |
44.13 |
44.38 |
-0.28 |
1,213 |
10,538 |
-61 |
| Jul05 |
041229 |
45.45 |
46.00 |
45.25 |
45.35 |
-0.34 |
580 |
10,797 |
-164 |
| Oct05 |
041229 |
47.55 |
47.55 |
47.55 |
47.55 |
-0.35 |
0 |
274 |
+0 |
| Dec05 |
041229 |
48.25 |
48.50 |
48.00 |
48.00 |
-0.35 |
549 |
6,641 |
-218 |
| Mar06 |
041229 |
50.02 |
50.02 |
50.02 |
50.02 |
-0.28 |
0 |
933 |
+0 |
| Total Volume and Open Interest |
14,855 |
83,450 |
-2,191 |
| Lumber(CME) |
| Jan05 |
041229 |
356.5 |
361.0 |
350.8 |
353.5 |
-2.2 |
574 |
1,811 |
-37 |
| Mar05 |
041229 |
361.5 |
365.5 |
355.1 |
358.2 |
-3.3 |
603 |
1,532 |
+105 |
| May05 |
041229 |
355.6 |
360.5 |
351.6 |
356.8 |
+1.3 |
155 |
434 |
+39 |
| Jul05 |
041229 |
360.0 |
360.0 |
356.2 |
356.2 |
-0.1 |
28 |
88 |
+10 |
| Total Volume and Open Interest |
1,365 |
3,875 |
+121 |
| Crude Oil(NYM) |
| Feb05 |
041229 |
42.20 |
43.80 |
41.40 |
43.64 |
+1.87 |
48,608 |
170,205 |
+4,311 |
| Mar05 |
041229 |
42.40 |
43.95 |
41.65 |
43.80 |
+1.79 |
20,701 |
80,430 |
+1,394 |
| Apr05 |
041229 |
42.35 |
43.78 |
41.60 |
43.74 |
+1.73 |
5,190 |
39,778 |
-298 |
| May05 |
041229 |
42.10 |
43.55 |
41.85 |
43.51 |
+1.68 |
1,830 |
22,858 |
+184 |
| Jun05 |
041229 |
41.85 |
43.26 |
41.35 |
43.26 |
+1.64 |
2,327 |
35,369 |
-53 |
| Jul05 |
041229 |
41.60 |
43.01 |
41.60 |
43.01 |
+1.61 |
679 |
18,717 |
-325 |
| Aug05 |
041229 |
41.00 |
42.77 |
41.00 |
42.77 |
+1.58 |
314 |
11,443 |
+97 |
| Sep05 |
041229 |
42.54 |
42.54 |
42.54 |
42.54 |
+1.55 |
417 |
13,738 |
-26 |
| Oct05 |
041229 |
42.32 |
42.32 |
42.32 |
42.32 |
+1.52 |
459 |
6,839 |
-75 |
| Nov05 |
041229 |
42.12 |
42.12 |
42.12 |
42.12 |
+1.49 |
326 |
13,931 |
-298 |
| Dec05 |
041229 |
40.80 |
41.93 |
40.35 |
41.93 |
+1.46 |
2,592 |
52,815 |
-3,008 |
| Jan06 |
041229 |
41.69 |
41.69 |
41.69 |
41.69 |
+1.43 |
25 |
9,332 |
-10 |
| Feb06 |
041229 |
41.46 |
41.46 |
41.46 |
41.46 |
+1.40 |
60 |
4,956 |
+0 |
| Mar06 |
041229 |
41.25 |
41.25 |
41.25 |
41.25 |
+1.37 |
75 |
9,198 |
+0 |
| Apr06 |
041229 |
41.09 |
41.09 |
41.09 |
41.09 |
+1.34 |
50 |
4,902 |
+50 |
| May06 |
041229 |
40.94 |
40.94 |
40.94 |
40.94 |
+1.31 |
0 |
2,294 |
+0 |
| Total Volume and Open Interest |
85,805 |
656,458 |
-2,493 |
| Heating Oil(NYM) |
| Jan05 |
041229 |
123.00 |
128.50 |
119.00 |
127.74 |
+5.53 |
20,536 |
15,413 |
-6,809 |
| Feb05 |
041229 |
124.00 |
128.50 |
120.20 |
127.83 |
+4.70 |
20,409 |
56,906 |
-1,661 |
| Mar05 |
041229 |
121.40 |
126.00 |
118.10 |
125.13 |
+4.25 |
3,836 |
28,505 |
+341 |
| Apr05 |
041229 |
116.00 |
119.33 |
113.00 |
119.33 |
+4.05 |
1,601 |
14,228 |
+22 |
| May05 |
041229 |
112.30 |
115.93 |
111.00 |
115.93 |
+4.15 |
511 |
6,520 |
-63 |
| Jun05 |
041229 |
110.80 |
114.75 |
107.00 |
114.08 |
+4.20 |
658 |
9,359 |
+72 |
| Jul05 |
041229 |
110.00 |
113.73 |
108.70 |
113.73 |
+4.15 |
17 |
5,700 |
+5 |
| Aug05 |
041229 |
109.40 |
113.98 |
109.20 |
113.98 |
+4.15 |
36 |
3,029 |
+26 |
| Sep05 |
041229 |
111.60 |
114.68 |
111.60 |
114.68 |
+4.15 |
168 |
4,167 |
+76 |
| Oct05 |
041229 |
115.53 |
115.53 |
115.53 |
115.53 |
+4.15 |
24 |
702 |
+24 |
| Nov05 |
041229 |
112.00 |
116.50 |
112.00 |
116.38 |
+4.15 |
22 |
1,049 |
+20 |
| Dec05 |
041229 |
113.00 |
117.23 |
113.00 |
117.23 |
+4.15 |
122 |
8,169 |
-254 |
| Total Volume and Open Interest |
47,977 |
159,132 |
-8,082 |
| Gasoline(NYMEX) |
| Jan05 |
041229 |
105.70 |
109.00 |
103.50 |
108.43 |
+3.86 |
14,141 |
12,715 |
-3,514 |
| Feb05 |
041229 |
109.00 |
112.60 |
106.50 |
112.01 |
+4.33 |
13,838 |
58,088 |
+2,526 |
| Mar05 |
041229 |
111.00 |
114.70 |
109.90 |
114.61 |
+4.18 |
3,284 |
20,314 |
+985 |
| Apr05 |
041229 |
119.25 |
122.41 |
118.00 |
122.41 |
+4.08 |
925 |
21,902 |
-216 |
| May05 |
041229 |
121.45 |
123.11 |
120.20 |
123.11 |
+3.93 |
1,669 |
22,414 |
+284 |
| Jun05 |
041229 |
121.50 |
123.06 |
121.50 |
123.06 |
+3.88 |
445 |
8,836 |
+129 |
| Jul05 |
041229 |
119.30 |
122.11 |
119.30 |
122.11 |
+3.88 |
136 |
3,957 |
+127 |
| Aug05 |
041229 |
118.65 |
120.26 |
117.40 |
120.26 |
+3.88 |
29 |
4,683 |
+16 |
| Sep05 |
041229 |
117.76 |
117.76 |
117.76 |
117.76 |
+3.88 |
273 |
6,922 |
+183 |
| Oct05 |
041229 |
114.31 |
114.31 |
114.31 |
114.31 |
+3.88 |
13 |
2,938 |
+0 |
| 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 |
041229 |
6.260 |
6.440 |
6.225 |
6.402 |
+0.061 |
16,350 |
63,106 |
+1,547 |
| Mar05 |
041229 |
6.290 |
6.450 |
6.270 |
6.445 |
+0.086 |
6,431 |
45,417 |
+633 |
| Apr05 |
041229 |
6.100 |
6.230 |
6.080 |
6.215 |
+0.066 |
3,811 |
25,681 |
+310 |
| May05 |
041229 |
6.100 |
6.250 |
6.100 |
6.225 |
+0.066 |
2,236 |
23,120 |
+427 |
| Jun05 |
041229 |
6.140 |
6.280 |
6.130 |
6.265 |
+0.063 |
272 |
13,407 |
+53 |
| Jul05 |
041229 |
6.230 |
6.325 |
6.180 |
6.312 |
+0.062 |
345 |
16,164 |
+2 |
| Aug05 |
041229 |
6.230 |
6.370 |
6.210 |
6.337 |
+0.062 |
161 |
12,236 |
+9 |
| Sep05 |
041229 |
6.230 |
6.355 |
6.210 |
6.312 |
+0.057 |
212 |
11,644 |
+100 |
| Oct05 |
041229 |
6.230 |
6.342 |
6.200 |
6.342 |
+0.057 |
520 |
23,653 |
+274 |
| Nov05 |
041229 |
6.560 |
6.680 |
6.560 |
6.672 |
+0.042 |
849 |
10,995 |
+304 |
| Dec05 |
041229 |
6.920 |
7.002 |
6.880 |
7.002 |
+0.032 |
233 |
17,881 |
+21 |
| Jan06 |
041229 |
7.140 |
7.217 |
7.100 |
7.217 |
+0.022 |
413 |
16,128 |
+148 |
| Feb06 |
041229 |
7.130 |
7.210 |
7.100 |
7.202 |
+0.017 |
667 |
9,619 |
+192 |
| Mar06 |
041229 |
6.900 |
6.982 |
6.900 |
6.982 |
+0.012 |
150 |
11,766 |
+78 |
| Apr06 |
041229 |
6.010 |
6.050 |
6.010 |
6.047 |
+0.012 |
15 |
9,749 |
+8 |
| Total Volume and Open Interest |
62,554 |
385,876 |
-9,832 |
| Brent Crude Oil(ICE) |
| Feb05 |
041229 |
38.86 |
39.60 |
38.40 |
39.17 |
-0.90 |
|
|
|
| Mar05 |
041229 |
39.39 |
39.85 |
38.82 |
39.49 |
-0.96 |
|
|
|
| Apr05 |
041229 |
39.63 |
39.93 |
39.15 |
39.63 |
-0.95 |
|
|
|
| May05 |
041229 |
39.15 |
39.61 |
39.15 |
39.61 |
-0.91 |
|
|
|
| Jun05 |
041229 |
39.55 |
39.65 |
39.12 |
39.55 |
-0.83 |
|
|
|
| Jul05 |
041229 |
39.40 |
39.40 |
39.40 |
39.40 |
-0.80 |
|
|
|
| Aug05 |
041229 |
39.25 |
39.25 |
39.25 |
39.25 |
-0.77 |
|
|
|
| Sep05 |
041229 |
39.10 |
39.10 |
39.10 |
39.10 |
-0.74 |
|
|
|
| Oct05 |
041229 |
38.93 |
38.93 |
38.93 |
38.93 |
-0.73 |
|
|
|
| Nov05 |
041229 |
38.76 |
38.76 |
38.76 |
38.76 |
-0.72 |
|
|
|
| Dec05 |
041229 |
38.70 |
38.70 |
38.20 |
38.59 |
-0.72 |
|
|
|
| Jan06 |
041229 |
38.44 |
38.44 |
38.44 |
38.44 |
-0.70 |
|
|
|
| Mar06 |
041229 |
38.12 |
38.12 |
38.12 |
38.12 |
-0.64 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Gas Oil(ICE) |
| Jan05 |
041229 |
368.00 |
370.00 |
352.00 |
359.50 |
-25.00 |
4,407 |
0 |
-46,256 |
| Feb05 |
041229 |
364.50 |
366.50 |
350.00 |
356.25 |
-23.50 |
1,732 |
0 |
-40,555 |
| Mar05 |
041229 |
356.50 |
360.00 |
347.00 |
351.75 |
-20.25 |
367 |
0 |
-9,080 |
| Apr05 |
041229 |
346.50 |
354.25 |
343.50 |
346.25 |
-16.50 |
52 |
0 |
-10,110 |
| May05 |
041229 |
343.00 |
351.00 |
343.00 |
343.50 |
-14.50 |
|
|
|
| Jun05 |
041229 |
342.00 |
349.00 |
337.50 |
342.50 |
-13.50 |
|
|
|
| Jul05 |
041229 |
342.00 |
342.00 |
341.75 |
341.75 |
-13.25 |
100 |
0 |
-1,649 |
| Aug05 |
041229 |
344.25 |
344.25 |
341.25 |
341.25 |
-13.50 |
|
|
|
| Sep05 |
041229 |
340.50 |
340.50 |
340.50 |
340.50 |
-14.00 |
100 |
0 |
-5,512 |
| Oct05 |
041229 |
339.50 |
339.50 |
339.50 |
339.50 |
-14.00 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| US Dollar Index(ICE) |
| Mar05 |
041229 |
80.950 |
81.280 |
80.700 |
81.100 |
+0.300 |
2,375 |
25,294 |
+1,661 |
| Jun05 |
041229 |
81.280 |
81.280 |
81.000 |
81.140 |
+0.300 |
3 |
2,030 |
+0 |
| Sep05 |
041229 |
81.270 |
81.270 |
81.170 |
81.170 |
+0.300 |
12 |
33 |
+2 |
| Total Volume and Open Interest |
2,390 |
27,370 |
+1,663 |
| Australian Dollar(CME) |
| Mar05 |
041229 |
77.36 |
77.37 |
76.57 |
76.88 |
-0.63 |
1,772 |
60,219 |
+544 |
| Jun05 |
041229 |
76.43 |
76.43 |
76.43 |
76.43 |
-0.63 |
0 |
336 |
+0 |
| Sep05 |
041229 |
76.28 |
76.28 |
76.01 |
76.01 |
-0.63 |
0 |
312 |
+0 |
| Total Volume and Open Interest |
1,772 |
60,977 |
+544 |
| British Pound(CME) |
| Mar05 |
041229 |
191.13 |
191.19 |
190.30 |
190.60 |
-1.46 |
2,476 |
77,605 |
-1,368 |
| Jun05 |
041229 |
189.70 |
189.70 |
189.70 |
189.70 |
-1.46 |
0 |
17 |
+0 |
| Sep05 |
041229 |
188.80 |
188.80 |
188.80 |
188.80 |
-1.46 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,476 |
77,644 |
-1,368 |
| Canadian Dollar(CME) |
| Mar05 |
041229 |
82.07 |
82.47 |
81.89 |
82.34 |
+0.15 |
2,374 |
62,102 |
-630 |
| Jun05 |
041229 |
82.16 |
82.40 |
82.15 |
82.40 |
+0.15 |
24 |
2,797 |
+9 |
| Sep05 |
041229 |
82.40 |
82.50 |
82.40 |
82.50 |
+0.15 |
0 |
756 |
+0 |
| Dec05 |
041229 |
82.47 |
82.62 |
82.47 |
82.62 |
+0.15 |
0 |
496 |
+0 |
| Total Volume and Open Interest |
2,398 |
66,171 |
-621 |
| Japanese Yen(CME) |
| Mar05 |
041229 |
97.12 |
97.12 |
96.32 |
96.74 |
-0.81 |
3,499 |
130,303 |
-2,023 |
| Jun05 |
041229 |
97.25 |
97.42 |
97.25 |
97.42 |
-0.81 |
0 |
20,058 |
+0 |
| Sep05 |
041229 |
98.22 |
98.22 |
98.22 |
98.22 |
-0.81 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
3,499 |
150,488 |
-2,023 |
| Swiss Franc(CME) |
| Mar05 |
041229 |
88.50 |
88.57 |
88.12 |
88.40 |
-0.08 |
12,694 |
60,103 |
+47 |
| Jun05 |
041229 |
88.83 |
88.83 |
88.83 |
88.83 |
-0.08 |
1 |
113 |
+1 |
| Sep05 |
041229 |
89.29 |
89.29 |
89.29 |
89.29 |
-0.08 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
12,695 |
60,282 |
+48 |
| EuroFX(CME) |
| Mar05 |
041229 |
136.17 |
136.26 |
135.70 |
135.96 |
-0.28 |
21,563 |
144,800 |
-1,285 |
| Jun05 |
041229 |
136.34 |
136.34 |
136.01 |
136.18 |
-0.28 |
489 |
1,559 |
+284 |
| Sep05 |
041229 |
136.48 |
136.48 |
136.48 |
136.48 |
-0.28 |
21 |
314 |
+19 |
| Total Volume and Open Interest |
22,073 |
147,687 |
-982 |
| Mexican Peso(CME) |
| Jan05 |
041229 |
885.8 |
887.0 |
885.8 |
885.8 |
-1.2 |
0 |
115 |
+0 |
| Feb05 |
041229 |
881.5 |
882.8 |
881.0 |
881.5 |
-1.2 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
10,860 |
85,605 |
-3,925 |
| 30-Year T-Bonds(CBOT) |
| Mar05 |
041229 |
111~120 |
111~170 |
110~300 |
111~020 |
-0~100 |
88,538 |
567,270 |
-16,287 |
| Jun05 |
041229 |
110~080 |
110~080 |
110~060 |
110~060 |
-0~110 |
1,614 |
12,868 |
+524 |
| Sep05 |
041229 |
109~140 |
109~140 |
109~140 |
109~140 |
-0~110 |
104 |
192 |
+0 |
| Total Volume and Open Interest |
90,256 |
580,340 |
-15,763 |
| 10-Year T-Notes(CBOT) |
| Mar05 |
041229 |
111~150 |
111~180 |
111~065 |
111~085 |
-0~075 |
259,470 |
1,559,692 |
-2,284 |
| Jun05 |
041229 |
110~170 |
110~215 |
110~120 |
110~120 |
-0~075 |
879 |
17,382 |
+723 |
| Sep05 |
041229 |
109~290 |
109~290 |
109~290 |
109~290 |
-0~075 |
0 |
673 |
+0 |
| Total Volume and Open Interest |
260,349 |
1,577,747 |
-1,561 |
| 5-Year T-Notes(CBOT) |
| Mar05 |
041229 |
109~042 |
109~048 |
109~018 |
109~024 |
-0~022 |
146,510 |
0 |
+0 |
| Jun05 |
041229 |
108~108 |
108~108 |
108~090 |
108~090 |
-0~024 |
200 |
10,096 |
+51 |
| Total Volume and Open Interest |
146,710 |
10,096 |
+51 |
| 2 Year T-Notes(CBOT) |
| Mar05 |
041229 |
104~092 |
104~092 |
104~084 |
104~084 |
-0~013 |
2,033 |
236,820 |
-2,763 |
| Total Volume and Open Interest |
3,035 |
248,613 |
-2,764 |
| Eurodollars(CME) |
| Mar05 |
041229 |
97.090 |
97.095 |
97.080 |
97.090 |
unch |
14,095 |
1,055,915 |
-4,217 |
| Jun05 |
041229 |
96.775 |
96.785 |
96.755 |
96.765 |
-0.025 |
23,447 |
1,071,324 |
+1,434 |
| Sep05 |
041229 |
96.545 |
96.550 |
96.520 |
96.530 |
-0.025 |
16,103 |
939,379 |
+10,462 |
| Dec05 |
041229 |
96.375 |
96.390 |
96.340 |
96.350 |
-0.040 |
21,748 |
757,112 |
+8,931 |
| Mar06 |
041229 |
96.275 |
96.280 |
96.235 |
96.235 |
-0.055 |
12,865 |
587,015 |
-5,056 |
| Jun06 |
041229 |
96.185 |
96.195 |
96.140 |
96.140 |
-0.065 |
10,972 |
388,985 |
+3,920 |
| Sep06 |
041229 |
96.105 |
96.110 |
96.050 |
96.050 |
-0.070 |
11,353 |
298,258 |
+2,363 |
| Dec06 |
041229 |
96.005 |
96.015 |
95.955 |
95.960 |
-0.065 |
9,193 |
252,818 |
-1,182 |
| Mar07 |
041229 |
95.925 |
95.935 |
95.870 |
95.875 |
-0.065 |
5,300 |
182,229 |
-1,004 |
| Jun07 |
041229 |
95.830 |
95.840 |
95.780 |
95.785 |
-0.060 |
4,571 |
154,734 |
-2,106 |
| Sep07 |
041229 |
95.750 |
95.750 |
95.690 |
95.695 |
-0.055 |
4,507 |
121,529 |
+845 |
| Dec07 |
041229 |
95.625 |
95.645 |
95.585 |
95.590 |
-0.050 |
5,613 |
129,545 |
-1,211 |
| Mar08 |
041229 |
95.540 |
95.570 |
95.510 |
95.510 |
-0.045 |
3,048 |
93,792 |
-559 |
| Jun08 |
041229 |
95.440 |
95.475 |
95.410 |
95.410 |
-0.040 |
6,126 |
100,108 |
+3,910 |
| Sep08 |
041229 |
95.335 |
95.365 |
95.305 |
95.310 |
-0.035 |
2,314 |
94,097 |
+1,004 |
| Dec08 |
041229 |
95.230 |
95.265 |
95.200 |
95.210 |
-0.030 |
1,964 |
84,226 |
+1,583 |
| Mar09 |
041229 |
95.160 |
95.175 |
95.110 |
95.120 |
-0.025 |
2,574 |
62,235 |
+1,680 |
| Jun09 |
041229 |
95.070 |
95.085 |
95.020 |
95.030 |
-0.025 |
5,061 |
51,616 |
+4,202 |
| Total Volume and Open Interest |
166,745 |
6,626,943 |
+29,135 |
| 30 Day Federal Funds(CBOT) |
| Dec04 |
041229 |
97.840 |
97.850 |
97.840 |
97.850 |
unch |
54 |
141,045 |
-394 |
| Jan05 |
041229 |
97.750 |
97.750 |
97.750 |
97.750 |
unch |
514 |
138,385 |
-420 |
| Feb05 |
041229 |
97.510 |
97.520 |
97.510 |
97.520 |
+0.010 |
105 |
124,582 |
-291 |
| Mar05 |
041229 |
97.430 |
97.430 |
97.430 |
97.430 |
unch |
43 |
41,075 |
-156 |
| Apr05 |
041229 |
97.290 |
97.290 |
97.290 |
97.290 |
unch |
310 |
22,029 |
-446 |
| May05 |
041229 |
97.100 |
97.100 |
97.100 |
97.100 |
-0.010 |
0 |
4,097 |
+15 |
| Total Volume and Open Interest |
1,026 |
471,667 |
-1,672 |
| 30 Day Fed Funds(e-CBOT) |
| Dec04 |
041229 |
97.845 |
97.845 |
97.840 |
97.845 |
unch |
1,733 |
0 |
+0 |
| Jan05 |
041229 |
97.750 |
97.750 |
97.745 |
97.745 |
unch |
403 |
0 |
+0 |
| Feb05 |
041229 |
97.510 |
97.515 |
97.510 |
97.515 |
+0.005 |
1,981 |
0 |
+0 |
| Mar05 |
041229 |
97.430 |
97.430 |
97.425 |
97.430 |
unch |
993 |
0 |
+0 |
| Apr05 |
041229 |
97.280 |
97.290 |
97.280 |
97.290 |
+0.005 |
2,315 |
0 |
+0 |
| May05 |
041229 |
97.090 |
97.100 |
97.090 |
97.100 |
-0.010 |
25 |
0 |
+0 |
| Total Volume and Open Interest |
7,510 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar05 |
041229 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
72 |
52,136 |
+61 |
| Jun05 |
041229 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,168 |
33,451 |
+653 |
| Sep05 |
041229 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
15 |
7,256 |
-11 |
| Dec05 |
041229 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
5,396 |
+0 |
| Mar06 |
041229 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
7,053 |
+0 |
| Jun06 |
041229 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
3,722 |
+0 |
| Sep06 |
041229 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.01 |
0 |
2,099 |
+0 |
| Dec06 |
041229 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
| Mar07 |
041229 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
1 |
+0 |
| Jun07 |
041229 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,255 |
112,568 |
+703 |
| 3-Mth Euro-Yen(SGX) |
| Mar05 |
041229 |
99.90 |
99.90 |
99.90 |
99.90 |
0.00 |
424 |
100,770 |
-3,044 |
| Jun05 |
041229 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
1,361 |
92,949 |
-1,219 |
| Sep05 |
041229 |
99.86 |
99.86 |
99.86 |
99.86 |
0.00 |
2 |
43,694 |
-2 |
| Dec05 |
041229 |
99.81 |
99.82 |
99.81 |
99.81 |
-0.01 |
114 |
36,111 |
+693 |
| Mar06 |
041229 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.01 |
14 |
27,503 |
+0 |
| Jun06 |
041229 |
99.65 |
99.66 |
99.65 |
99.65 |
-0.01 |
320 |
12,913 |
+50 |
| Sep06 |
041229 |
99.56 |
99.57 |
99.56 |
99.57 |
0.00 |
169 |
6,925 |
+0 |
| Dec06 |
041229 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
60 |
6,793 |
+60 |
| Total Volume and Open Interest |
2,465 |
334,708 |
-3,462 |
| Japanese Gov't Bonds(SGX) |
| Mar05 |
041229 |
138.25 |
138.52 |
138.22 |
138.41 |
+0.06 |
4,752 |
40,444 |
-2,672 |
| Jun05 |
041229 |
137.81 |
137.81 |
137.81 |
137.81 |
+0.06 |
|
|
|
| Sep05 |
041229 |
137.81 |
137.81 |
137.81 |
137.81 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
4,752 |
40,444 |
-2,672 |
| Euro-Bund(EUREX) |
| Mar05 |
041229 |
118.51 |
118.73 |
118.15 |
118.15 |
-0.32 |
367,829 |
1,181,250 |
-12,737 |
| Jun05 |
041229 |
117.46 |
117.49 |
117.25 |
117.25 |
-0.38 |
696 |
749 |
+3 |
| Total Volume and Open Interest |
368,525 |
1,181,999 |
-12,734 |
| Euro-Bobl(EUREX) |
| Mar05 |
041229 |
112.65 |
112.84 |
112.51 |
112.53 |
-0.14 |
246,101 |
768,366 |
-13,462 |
| Jun05 |
041229 |
111.68 |
111.68 |
111.68 |
111.68 |
-0.16 |
230 |
457 |
+0 |
| Sep05 |
041229 |
111.53 |
111.53 |
111.53 |
111.53 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
246,331 |
768,823 |
-13,462 |
| 3-Mth Euribor(EUREX) |
| Dec04 |
041213 |
97.830 |
97.830 |
97.830 |
97.830 |
unch |
585 |
0 |
-8,348 |
| Mar05 |
041229 |
97.760 |
97.780 |
97.760 |
97.780 |
+0.010 |
2,730 |
13,572 |
-378 |
| Jun05 |
041229 |
97.630 |
97.645 |
97.615 |
97.615 |
-0.025 |
41 |
5,623 |
+8 |
| Total Volume and Open Interest |
3,285 |
29,017 |
-356 |
| Long Gilt(LIFFE) |
| Dec04 |
041229 |
110~05 |
110~05 |
109~26 |
109~29 |
-0~20 |
0 |
15,051 |
-528 |
| Mar05 |
041229 |
111~31 |
111~31 |
109~22 |
111~06 |
-1~02 |
0 |
205,815 |
+845 |
| Total Volume and Open Interest |
0 |
220,866 |
+317 |
| 3-Mth Short Sterling(LIFFE) |
| Mar05 |
041229 |
95.12 |
95.13 |
95.10 |
95.11 |
-0.03 |
0 |
247,203 |
+1,205 |
| Jun05 |
041229 |
95.24 |
95.24 |
95.19 |
95.20 |
-0.05 |
0 |
246,567 |
+7,169 |
| Sep05 |
041229 |
95.27 |
95.27 |
95.21 |
95.23 |
-0.06 |
0 |
245,780 |
+7,468 |
| Dec05 |
041229 |
95.26 |
95.27 |
95.18 |
95.21 |
-0.08 |
0 |
184,417 |
+1,481 |
| Mar06 |
041229 |
95.24 |
95.25 |
95.16 |
95.19 |
-0.08 |
0 |
100,263 |
-746 |
| Jun06 |
041229 |
95.23 |
95.24 |
95.15 |
95.17 |
-0.09 |
0 |
77,499 |
+968 |
| Total Volume and Open Interest |
0 |
1,267,973 |
+17,175 |
| 3-Mth Euribor(LIFFE) |
| Mar05 |
041229 |
97.740 |
97.780 |
97.740 |
97.770 |
-0.005 |
38,699 |
499,220 |
-271 |
| Jun05 |
041229 |
97.595 |
97.650 |
97.590 |
97.630 |
-0.020 |
33,714 |
562,394 |
+9,107 |
| Sep05 |
041229 |
97.480 |
97.510 |
97.435 |
97.490 |
-0.030 |
58,048 |
389,232 |
+1,480 |
| Total Volume and Open Interest |
219,393 |
2,665,587 |
+18,776 |
| 3-Mth Aus T-Bills(SFE) |
| Mar05 |
041229 |
94.64 |
94.64 |
94.60 |
94.61 |
-0.04 |
19,408 |
270,659 |
-384 |
| Jun05 |
041229 |
94.64 |
94.64 |
94.59 |
94.60 |
-0.06 |
18,981 |
148,021 |
+9,712 |
| Sep05 |
041229 |
94.62 |
94.62 |
94.58 |
94.59 |
-0.06 |
2,079 |
42,903 |
-85 |
| Dec05 |
041229 |
94.55 |
94.57 |
94.54 |
94.55 |
-0.07 |
636 |
22,822 |
+82 |
| Mar06 |
041229 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.07 |
290 |
15,155 |
+47 |
| Jun06 |
041229 |
94.45 |
94.46 |
94.44 |
94.46 |
-0.05 |
326 |
10,660 |
-316 |
| Sep06 |
041229 |
94.39 |
94.40 |
94.39 |
94.40 |
-0.06 |
120 |
6,905 |
+50 |
| Dec06 |
041229 |
94.34 |
94.36 |
94.34 |
94.35 |
-0.06 |
130 |
3,127 |
+50 |
| Mar07 |
041229 |
94.29 |
94.30 |
94.29 |
94.29 |
-0.07 |
141 |
1,863 |
+38 |
| Jun07 |
041229 |
94.25 |
94.25 |
94.24 |
94.24 |
-0.10 |
41 |
1,409 |
-1 |
| Total Volume and Open Interest |
42,152 |
525,587 |
+9,193 |
| 10-Year Aus T-Bonds(SFE) |
| Mar05 |
041229 |
94.72 |
94.74 |
94.61 |
94.63 |
-0.11 |
17,266 |
252,577 |
+3,927 |
| Total Volume and Open Interest |
17,266 |
252,577 |
+3,927 |
| 3-Year Aus T-Bonds(SFE) |
| Mar05 |
041229 |
94.93 |
94.94 |
94.82 |
94.86 |
-0.08 |
38,643 |
394,850 |
+10,182 |
| Total Volume and Open Interest |
38,643 |
394,850 |
+10,182 |
| Gold(CMX) |
| Dec04 |
041228 |
445.5 |
445.5 |
443.0 |
444.3 |
-0.9 |
348 |
251 |
+49 |
| Feb05 |
041229 |
443.8 |
444.0 |
434.4 |
437.0 |
-8.3 |
19,771 |
231,316 |
+1,150 |
| Apr05 |
041229 |
445.7 |
446.2 |
436.5 |
439.1 |
-8.4 |
478 |
19,576 |
+216 |
| Jun05 |
041229 |
448.0 |
448.5 |
438.7 |
441.5 |
-8.4 |
223 |
29,134 |
+160 |
| Aug05 |
041229 |
443.9 |
443.9 |
443.9 |
443.9 |
-8.4 |
101 |
7,759 |
-14 |
| Oct05 |
041229 |
447.0 |
447.0 |
446.4 |
446.4 |
-8.5 |
306 |
3,790 |
+280 |
| Dec05 |
041229 |
456.0 |
456.0 |
448.0 |
449.0 |
-8.5 |
284 |
18,784 |
+99 |
| Feb06 |
041229 |
451.7 |
451.7 |
451.7 |
451.7 |
-8.5 |
13 |
673 |
+0 |
| Apr06 |
041229 |
454.4 |
454.4 |
454.4 |
454.4 |
-8.5 |
0 |
631 |
+0 |
| Jun06 |
041229 |
455.0 |
457.2 |
455.0 |
457.2 |
-8.5 |
2 |
8,516 |
+2 |
| Aug06 |
041229 |
460.0 |
460.0 |
460.0 |
460.0 |
-8.5 |
0 |
170 |
+0 |
| Oct06 |
041229 |
462.9 |
462.9 |
462.9 |
462.9 |
-8.5 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
21,357 |
330,965 |
+1,927 |
| Silver(CMX) |
| Dec04 |
041228 |
699.0 |
704.0 |
699.0 |
702.6 |
+5.3 |
64 |
86 |
+25 |
| Mar05 |
041229 |
699.5 |
701.0 |
680.0 |
682.7 |
-23.1 |
8,046 |
73,608 |
-163 |
| May05 |
041229 |
703.0 |
703.0 |
682.0 |
686.2 |
-23.0 |
164 |
7,082 |
+28 |
| Jul05 |
041229 |
695.0 |
695.0 |
686.5 |
689.2 |
-22.9 |
64 |
3,497 |
+12 |
| Sep05 |
041229 |
692.5 |
692.5 |
692.5 |
692.5 |
-22.7 |
0 |
513 |
+0 |
| Dec05 |
041229 |
710.0 |
710.0 |
695.0 |
696.2 |
-22.6 |
36 |
9,968 |
+15 |
| Mar06 |
041229 |
699.7 |
699.7 |
699.7 |
699.7 |
-22.5 |
0 |
509 |
+0 |
| Total Volume and Open Interest |
8,347 |
99,266 |
-107 |
| Platinum(NYMEX) |
| Jan05 |
041229 |
870.0 |
870.0 |
862.0 |
862.5 |
-12.8 |
1,158 |
983 |
-1,098 |
| Apr05 |
041229 |
870.0 |
874.0 |
858.0 |
860.0 |
-13.3 |
2,168 |
5,339 |
+891 |
| Jul05 |
041229 |
857.0 |
857.0 |
857.0 |
857.0 |
-13.3 |
2 |
5 |
+2 |
| Total Volume and Open Interest |
3,328 |
6,327 |
-205 |
| Palladium(NYMEX) |
| Mar05 |
041229 |
187.00 |
187.00 |
183.00 |
185.65 |
-3.35 |
484 |
12,134 |
+17 |
| Jun05 |
041229 |
189.00 |
189.00 |
186.75 |
187.65 |
-3.35 |
98 |
434 |
+96 |
| Sep05 |
041229 |
190.65 |
190.65 |
190.65 |
190.65 |
-3.35 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
583 |
12,631 |
-1 |
| Copper(CMX) |
| Dec04 |
041228 |
151.20 |
155.00 |
145.10 |
154.25 |
+4.25 |
619 |
1,864 |
-137 |
| Mar05 |
041229 |
144.70 |
145.30 |
143.30 |
144.50 |
-0.80 |
4,907 |
61,361 |
+735 |
| May05 |
041229 |
140.60 |
141.15 |
140.10 |
140.65 |
-0.90 |
120 |
6,522 |
+29 |
| Jul05 |
041229 |
136.90 |
137.40 |
136.75 |
136.75 |
-1.30 |
11 |
5,260 |
-6 |
| Sep05 |
041229 |
133.40 |
133.40 |
132.60 |
132.60 |
-1.30 |
0 |
3,618 |
+0 |
| Total Volume and Open Interest |
7,253 |
93,230 |
+65 |
| Aluminum(CMX) |
| Dec04 |
041228 |
92.80 |
92.80 |
92.80 |
92.80 |
+0.40 |
210 |
233 |
+107 |
| Jan05 |
041229 |
93.20 |
93.75 |
93.20 |
93.75 |
+0.60 |
25 |
1,506 |
+25 |
| Feb05 |
041229 |
94.55 |
94.55 |
94.20 |
94.20 |
+0.95 |
25 |
673 |
+22 |
| Mar05 |
041229 |
94.25 |
94.25 |
94.25 |
94.25 |
+1.00 |
0 |
681 |
+0 |
| Apr05 |
041229 |
93.95 |
93.95 |
93.95 |
93.95 |
+1.00 |
0 |
486 |
+0 |
| May05 |
041229 |
93.60 |
93.60 |
93.60 |
93.60 |
+1.00 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
60 |
8,905 |
-138 |
| DJIA Index(CBOT) |
| Mar05 |
041229 |
10857 |
10860 |
10800 |
10844 |
-22 |
2,801 |
49,319 |
+304 |
| Jun05 |
041229 |
10870 |
10873 |
10870 |
10873 |
-24 |
0 |
29 |
+0 |
| Dec05 |
041229 |
10922 |
10922 |
10922 |
10922 |
-24 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,801 |
49,349 |
+304 |
| S & P 500(CME) |
| Mar05 |
041229 |
1214.30 |
1217.30 |
1212.90 |
1217.00 |
+1.50 |
17,256 |
653,075 |
-2,306 |
| Jun05 |
041229 |
1219.00 |
1221.20 |
1219.00 |
1221.20 |
+1.50 |
148 |
10,661 |
+23 |
| Sep05 |
041229 |
1225.70 |
1225.70 |
1225.70 |
1225.70 |
+1.50 |
566 |
3,078 |
-5 |
| Dec05 |
041229 |
1230.70 |
1230.70 |
1230.70 |
1230.70 |
+1.50 |
200 |
323 |
+200 |
| Total Volume and Open Interest |
18,170 |
667,211 |
-2,088 |
| S & P 500 E-Mini(Globex) |
| Mar05 |
041229 |
1215.50 |
1217.25 |
1212.75 |
1217.00 |
+1.50 |
251,113 |
724,632 |
-5,146 |
| Jun05 |
041229 |
1220.00 |
1221.25 |
1218.00 |
1221.25 |
+1.50 |
20 |
3,190 |
-4 |
| Total Volume and Open Interest |
251,133 |
727,822 |
-5,150 |
| NASDAQ 100(CME) |
| Mar05 |
041229 |
1628.00 |
1639.00 |
1625.50 |
1633.50 |
+3.50 |
4,497 |
65,009 |
-1,631 |
| Jun05 |
041229 |
1644.00 |
1644.00 |
1644.00 |
1644.00 |
+3.50 |
0 |
6 |
+0 |
| Sep05 |
041229 |
1654.50 |
1654.50 |
1654.50 |
1654.50 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
4,497 |
65,015 |
-1,631 |
| NASDAQ 100 E-Mini(Globex) |
| Mar05 |
041229 |
1629.50 |
1638.50 |
1627.50 |
1633.50 |
+3.50 |
119,124 |
265,857 |
+5,793 |
| Jun05 |
041229 |
1641.00 |
1644.00 |
1641.00 |
1644.00 |
+3.50 |
9 |
41 |
+7 |
| Total Volume and Open Interest |
119,133 |
265,898 |
+5,800 |
| S & P Midcap 400(CME) |
| Mar05 |
041229 |
663.00 |
665.50 |
662.50 |
665.50 |
+1.70 |
461 |
13,122 |
+40 |
| Jun05 |
041229 |
665.50 |
665.50 |
665.50 |
665.50 |
+1.70 |
|
|
|
| Sep05 |
041229 |
665.50 |
665.50 |
665.50 |
665.50 |
+1.70 |
|
|
|
| Total Volume and Open Interest |
461 |
13,122 |
+40 |
| Russell 2000(CME) |
| Mar05 |
041229 |
655.00 |
657.00 |
653.50 |
655.80 |
+0.05 |
559 |
20,569 |
-18 |
| Jun05 |
041229 |
655.80 |
655.80 |
655.80 |
655.80 |
+0.05 |
|
|
|
| Sep05 |
041229 |
655.80 |
655.80 |
655.80 |
655.80 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
559 |
20,569 |
-18 |
| Russell 2000 E-Mini(Globex) |
| Dec04 |
041217 |
643.00 |
645.00 |
640.90 |
641.85 |
-1.25 |
6,071 |
92,324 |
-1,266 |
| Mar05 |
041229 |
655.10 |
657.30 |
653.20 |
655.80 |
unch |
35,552 |
101,381 |
+2,865 |
| Jun05 |
041229 |
655.80 |
655.80 |
655.80 |
655.80 |
unch |
|
|
|
| Total Volume and Open Interest |
35,552 |
101,381 |
+2,865 |
| Nikkei 225(CME) |
| Mar05 |
041229 |
11520 |
11520 |
11415 |
11465 |
+5 |
3,067 |
184,886 |
+6,436 |
| Jun05 |
041229 |
11480 |
11480 |
11415 |
11415 |
+5 |
1 |
3 |
+0 |
| Total Volume and Open Interest |
3,068 |
184,910 |
+6,436 |
| Nikkei 225(SGX) |
| Mar05 |
041229 |
11520 |
11520 |
11415 |
11465 |
+5 |
3,067 |
184,886 |
+6,436 |
| Jun05 |
041229 |
11480 |
11480 |
11415 |
11415 |
+5 |
1 |
3 |
+0 |
| Sep05 |
041229 |
11410 |
11410 |
11410 |
11410 |
+5 |
|
|
|
| Total Volume and Open Interest |
3,068 |
184,910 |
+6,436 |
| CAC 40(EURONEXT) |
| Jan05 |
041229 |
3837.0 |
3845.0 |
3822.5 |
3831.5 |
+0.5 |
14,514 |
310,734 |
+5,282 |
| Feb05 |
041229 |
3839.0 |
3839.0 |
3830.5 |
3837.5 |
+0.5 |
97 |
559 |
+25 |
| Mar05 |
041229 |
3851.5 |
3856.0 |
3836.5 |
3843.5 |
+0.5 |
268 |
86,241 |
+12 |
| Total Volume and Open Interest |
14,999 |
412,671 |
+5,319 |
| Hang Seng Index(HKFE) |
| Dec04 |
041229 |
14253 |
14375 |
14253 |
14286 |
+93 |
23,168 |
49,015 |
-33,249 |
| Jan05 |
041229 |
14286 |
14398 |
14262 |
14285 |
+79 |
21,428 |
111,239 |
+24,588 |
| Total Volume and Open Interest |
44,754 |
163,345 |
-8,636 |
| DAX(EUREX) |
| Mar05 |
041229 |
4295.5 |
4297.5 |
4260.0 |
4274.5 |
-9.5 |
44,248 |
185,182 |
+1,317 |
| Jun05 |
041229 |
4320.0 |
4320.0 |
4285.0 |
4298.5 |
-9.5 |
285 |
3,112 |
-33 |
| Total Volume and Open Interest |
44,583 |
188,574 |
+1,336 |
| FT-SE 100(EURONEXT) |
| Mar05 |
041229 |
4823.00 |
4826.00 |
4797.50 |
4813.00 |
+12.50 |
0 |
444,149 |
+2,056 |
| Jun05 |
041229 |
4828.50 |
4828.50 |
4828.50 |
4828.50 |
+12.50 |
0 |
17,007 |
+0 |
| Sep05 |
041229 |
4842.00 |
4842.00 |
4842.00 |
4842.00 |
+12.50 |
0 |
3,555 |
+5 |
| Total Volume and Open Interest |
0 |
464,741 |
+2,091 |
| SPI 200(SFE) |
| Dec04 |
041216 |
3959.0 |
3971.0 |
3953.0 |
3971.0 |
+27.0 |
37,390 |
128,529 |
-38,259 |
| Mar05 |
041229 |
4074.0 |
4074.0 |
4046.0 |
4055.0 |
-11.0 |
4,375 |
0 |
-155,203 |
| Jun05 |
041229 |
4080.0 |
4080.0 |
4065.0 |
4069.0 |
-10.0 |
14 |
0 |
-3,090 |
| Total Volume and Open Interest |
4,394 |
|
|
| GSCI(CME) |
| Jan05 |
041229 |
306.70 |
311.30 |
301.85 |
311.25 |
+5.65 |
94 |
18,212 |
+41 |
| Feb05 |
041229 |
311.00 |
311.00 |
311.00 |
311.00 |
+5.00 |
|
|
|
| Mar05 |
041229 |
309.50 |
309.50 |
309.50 |
309.50 |
+2.10 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
96 |
18,214 |
+43 |
| RJ/CRB Index(ICE) |
| Jan05 |
041229 |
282.25 |
284.40 |
282.25 |
284.40 |
+0.40 |
37 |
224 |
-2 |
| Feb05 |
041229 |
281.00 |
283.65 |
281.00 |
283.65 |
+0.40 |
28 |
124 |
+9 |
| Apr05 |
041229 |
281.75 |
284.15 |
281.25 |
284.15 |
+0.65 |
6 |
119 |
+1 |
| Total Volume and Open Interest |
71 |
574 |
+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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