|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu September 09, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep04 |
040909 |
581.50 |
588.00 |
580.00 |
581.25 |
-0.25 |
514 |
1,375 |
-191 |
| Nov04 |
040909 |
582.00 |
587.50 |
579.50 |
582.00 |
-1.50 |
33,685 |
125,736 |
-1,254 |
| Jan05 |
040909 |
588.50 |
594.00 |
586.50 |
589.00 |
-1.50 |
3,433 |
18,325 |
+316 |
| Mar05 |
040909 |
595.00 |
601.00 |
593.50 |
596.50 |
-0.75 |
1,843 |
12,086 |
+337 |
| May05 |
040909 |
602.00 |
606.50 |
600.50 |
601.25 |
-1.75 |
881 |
10,618 |
+287 |
| Jul05 |
040909 |
604.50 |
611.00 |
604.50 |
605.00 |
-2.50 |
487 |
5,373 |
+17 |
| Aug05 |
040909 |
607.00 |
607.00 |
605.00 |
605.00 |
unch |
1 |
173 |
+1 |
| Total Volume and Open Interest |
41,082 |
177,284 |
-412 |
| Soybean Meal(CBOT) |
| Sep04 |
040909 |
172.00 |
175.00 |
171.80 |
172.20 |
+0.30 |
2,259 |
3,577 |
-714 |
| Oct04 |
040909 |
169.20 |
171.20 |
168.20 |
168.40 |
-0.80 |
5,063 |
21,559 |
-114 |
| Dec04 |
040909 |
170.00 |
172.40 |
169.50 |
170.30 |
-0.40 |
11,401 |
55,514 |
-83 |
| Jan05 |
040909 |
172.00 |
174.20 |
172.00 |
172.10 |
-0.90 |
696 |
11,617 |
+276 |
| Mar05 |
040909 |
175.70 |
177.00 |
175.00 |
175.40 |
-0.60 |
1,249 |
9,765 |
+317 |
| May05 |
040909 |
178.70 |
179.80 |
178.00 |
178.40 |
-0.30 |
1,172 |
12,713 |
+177 |
| Jul05 |
040909 |
182.00 |
182.80 |
180.50 |
181.30 |
-0.70 |
452 |
10,619 |
+139 |
| Aug05 |
040909 |
183.00 |
183.00 |
180.80 |
181.50 |
-0.20 |
66 |
3,883 |
+43 |
| Total Volume and Open Interest |
22,464 |
135,208 |
+50 |
| Soybean Oil(CBOT) |
| Sep04 |
040909 |
24.65 |
24.75 |
24.50 |
24.75 |
+0.02 |
1,503 |
3,897 |
-931 |
| Oct04 |
040909 |
24.03 |
24.19 |
23.91 |
24.09 |
unch |
6,253 |
21,558 |
-240 |
| Dec04 |
040909 |
23.50 |
23.75 |
23.48 |
23.69 |
+0.07 |
11,805 |
62,424 |
-1,069 |
| Jan05 |
040909 |
23.45 |
23.65 |
23.43 |
23.60 |
+0.06 |
556 |
10,999 |
+8 |
| Mar05 |
040909 |
23.45 |
23.62 |
23.38 |
23.59 |
+0.09 |
805 |
11,735 |
-23 |
| May05 |
040909 |
23.35 |
23.50 |
23.30 |
23.48 |
+0.08 |
1,071 |
7,695 |
+298 |
| Jul05 |
040909 |
23.30 |
23.45 |
23.20 |
23.39 |
+0.09 |
740 |
7,054 |
+11 |
| Aug05 |
040909 |
23.20 |
23.25 |
23.15 |
23.25 |
+0.10 |
301 |
3,181 |
+95 |
| Total Volume and Open Interest |
23,544 |
133,144 |
-1,817 |
| Canola(WCE) |
| Sep04 |
040909 |
345.0 |
349.2 |
345.0 |
349.2 |
-2.3 |
0 |
363 |
+0 |
| Nov04 |
040909 |
348.0 |
348.0 |
341.5 |
343.3 |
-4.3 |
5,128 |
38,329 |
-1,145 |
| Jan05 |
040909 |
350.5 |
350.5 |
346.8 |
348.1 |
-3.1 |
1,001 |
5,152 |
+152 |
| Mar05 |
040909 |
351.8 |
351.8 |
351.8 |
351.8 |
-3.7 |
106 |
3,808 |
-6 |
| May05 |
040909 |
357.0 |
357.0 |
357.0 |
357.0 |
-3.5 |
0 |
318 |
+0 |
| Total Volume and Open Interest |
6,235 |
49,694 |
-999 |
| Corn(CBOT) |
| Sep04 |
040909 |
217.00 |
218.25 |
216.75 |
217.50 |
+0.50 |
4,310 |
4,293 |
-1,751 |
| Dec04 |
040909 |
226.00 |
227.25 |
226.00 |
226.50 |
-0.25 |
40,130 |
359,870 |
-2,480 |
| Mar05 |
040909 |
235.00 |
236.00 |
234.50 |
235.25 |
-0.25 |
5,339 |
81,899 |
+733 |
| May05 |
040909 |
241.25 |
242.00 |
240.75 |
241.50 |
-0.25 |
750 |
29,082 |
+203 |
| Jul05 |
040909 |
246.25 |
247.00 |
245.75 |
246.50 |
-0.50 |
1,308 |
31,581 |
+321 |
| Sep05 |
040909 |
250.00 |
251.50 |
249.50 |
249.75 |
-0.25 |
61 |
6,958 |
-28 |
| Total Volume and Open Interest |
52,432 |
531,343 |
-2,892 |
| Wheat(CBOT) |
| Sep04 |
040909 |
310.00 |
313.50 |
310.00 |
311.50 |
+2.25 |
832 |
1,773 |
-568 |
| Dec04 |
040909 |
320.50 |
323.50 |
319.00 |
320.25 |
+0.50 |
17,030 |
130,656 |
+243 |
| Mar05 |
040909 |
330.50 |
332.50 |
328.50 |
330.25 |
+0.25 |
1,694 |
19,866 |
+380 |
| May05 |
040909 |
336.00 |
336.00 |
332.50 |
333.25 |
-0.50 |
612 |
3,462 |
+82 |
| Jul05 |
040909 |
336.50 |
338.50 |
334.00 |
335.50 |
unch |
668 |
5,147 |
+50 |
| Total Volume and Open Interest |
20,839 |
161,099 |
+186 |
| Wheat(KCBT) |
| Sep04 |
040909 |
334.00 |
334.50 |
332.50 |
332.50 |
+5.75 |
23 |
90 |
-37 |
| Dec04 |
040909 |
339.50 |
342.00 |
338.50 |
339.00 |
+0.25 |
3,262 |
54,106 |
-64 |
| Mar05 |
040909 |
348.75 |
350.00 |
347.25 |
347.25 |
+0.25 |
219 |
9,798 |
-17 |
| May05 |
040909 |
353.00 |
353.00 |
351.50 |
351.50 |
-0.50 |
33 |
2,575 |
+17 |
| Jul05 |
040909 |
354.00 |
354.00 |
352.00 |
352.00 |
-1.50 |
31 |
2,325 |
+6 |
| Total Volume and Open Interest |
3,568 |
68,942 |
-95 |
| Wheat(MGE) |
| Sep04 |
040909 |
356.00 |
356.00 |
356.00 |
356.00 |
+3.50 |
10 |
57 |
-49 |
| Dec04 |
040909 |
365.50 |
367.00 |
363.50 |
364.00 |
unch |
2,650 |
22,985 |
-26 |
| Mar05 |
040909 |
373.00 |
376.00 |
373.00 |
373.25 |
+0.75 |
535 |
5,618 |
+202 |
| May05 |
040909 |
379.50 |
379.50 |
377.00 |
378.00 |
+2.50 |
35 |
1,764 |
+2 |
| Jul05 |
040909 |
381.50 |
382.00 |
381.50 |
382.00 |
+4.25 |
131 |
615 |
+99 |
| Total Volume and Open Interest |
3,362 |
31,151 |
+228 |
| Oats(CBOT) |
| Sep04 |
040909 |
150.00 |
150.00 |
150.00 |
150.00 |
+6.25 |
25 |
51 |
-6 |
| Dec04 |
040909 |
149.75 |
152.50 |
149.25 |
150.75 |
+3.25 |
492 |
5,935 |
-137 |
| Mar05 |
040909 |
157.00 |
158.75 |
157.00 |
158.00 |
+3.00 |
9 |
1,106 |
+0 |
| May05 |
040909 |
161.00 |
161.00 |
161.00 |
161.00 |
+2.00 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
528 |
7,199 |
-141 |
| Rough Rice(CBOT) |
| Sep04 |
040909 |
7.84 |
7.84 |
7.82 |
7.82 |
+0.07 |
27 |
90 |
-5 |
| Nov04 |
040909 |
7.78 |
7.78 |
7.62 |
7.72 |
-0.02 |
224 |
2,618 |
-18 |
| Jan05 |
040909 |
7.84 |
7.90 |
7.84 |
7.90 |
-0.04 |
11 |
662 |
+8 |
| Mar05 |
040909 |
8.08 |
8.10 |
8.08 |
8.10 |
-0.04 |
0 |
422 |
+0 |
| Total Volume and Open Interest |
263 |
3,819 |
-14 |
| Live Cattle(CME) |
| Oct04 |
040909 |
82.900 |
83.350 |
82.500 |
82.600 |
-0.300 |
13,072 |
50,248 |
-3,298 |
| Dec04 |
040909 |
86.525 |
86.750 |
85.850 |
86.475 |
+0.100 |
9,979 |
30,018 |
+3,282 |
| Feb05 |
040909 |
87.250 |
87.575 |
86.800 |
87.350 |
+0.150 |
1,712 |
12,770 |
-231 |
| Apr05 |
040909 |
84.950 |
85.250 |
84.800 |
85.150 |
+0.100 |
731 |
5,077 |
-117 |
| Jun05 |
040909 |
81.900 |
81.950 |
81.550 |
81.900 |
unch |
330 |
3,253 |
-23 |
| Aug05 |
040909 |
81.600 |
81.900 |
81.500 |
81.800 |
-0.125 |
140 |
1,560 |
+98 |
| Total Volume and Open Interest |
25,966 |
102,928 |
-287 |
| Feeder Cattle(CME) |
| Sep04 |
040909 |
110.400 |
111.300 |
110.400 |
110.550 |
-0.300 |
700 |
2,555 |
-122 |
| Oct04 |
040909 |
107.400 |
108.600 |
107.400 |
107.750 |
-0.325 |
2,031 |
6,794 |
-540 |
| Nov04 |
040909 |
106.900 |
107.800 |
106.900 |
107.125 |
-0.325 |
711 |
3,202 |
+182 |
| Jan05 |
040909 |
103.400 |
103.900 |
103.200 |
103.500 |
-0.200 |
392 |
1,900 |
+75 |
| Mar05 |
040909 |
99.700 |
99.800 |
99.100 |
99.475 |
-0.325 |
48 |
584 |
+31 |
| Apr05 |
040909 |
98.700 |
98.700 |
98.400 |
98.600 |
+0.050 |
17 |
152 |
-1 |
| May05 |
040909 |
98.300 |
98.300 |
98.000 |
98.150 |
unch |
27 |
104 |
-3 |
| Total Volume and Open Interest |
3,926 |
15,291 |
-378 |
| Lean Hogs(CME) |
| Oct04 |
040909 |
64.400 |
66.525 |
64.400 |
65.600 |
+1.050 |
9,089 |
37,275 |
-3,466 |
| Dec04 |
040909 |
62.050 |
63.725 |
62.050 |
63.650 |
+1.650 |
7,610 |
28,935 |
+1,077 |
| Feb05 |
040909 |
61.500 |
62.650 |
61.500 |
62.400 |
+0.975 |
640 |
8,747 |
+171 |
| Apr05 |
040909 |
60.800 |
61.250 |
60.600 |
61.100 |
+0.525 |
155 |
3,177 |
+42 |
| May05 |
040909 |
62.000 |
62.200 |
61.850 |
61.925 |
-0.075 |
9 |
614 |
+1 |
| Jun05 |
040909 |
64.000 |
64.750 |
64.000 |
64.650 |
+0.550 |
33 |
1,250 |
+4 |
| Jul05 |
040909 |
61.100 |
61.100 |
61.100 |
61.100 |
+0.250 |
21 |
304 |
+10 |
| Aug05 |
040909 |
58.550 |
58.550 |
58.500 |
58.550 |
+0.250 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
17,560 |
80,393 |
-2,158 |
| Pork Bellies(CME) |
| Feb05 |
040909 |
95.900 |
96.200 |
93.875 |
94.175 |
-1.875 |
257 |
1,369 |
+43 |
| Mar05 |
040909 |
95.500 |
95.500 |
94.800 |
94.800 |
-1.700 |
1 |
12 |
+0 |
| May05 |
040909 |
95.250 |
95.250 |
95.250 |
95.250 |
-1.650 |
2 |
4 |
+2 |
| Jul05 |
040909 |
94.350 |
94.350 |
94.350 |
94.350 |
+0.025 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
260 |
1,386 |
+45 |
| Class III Milk(CME) |
| Sep04 |
040909 |
14.50 |
14.69 |
14.50 |
14.58 |
+0.08 |
272 |
5,390 |
+93 |
| Oct04 |
040909 |
13.18 |
13.40 |
13.05 |
13.30 |
+0.12 |
246 |
4,499 |
+2 |
| Nov04 |
040909 |
12.42 |
12.45 |
12.36 |
12.40 |
+0.01 |
62 |
3,003 |
-10 |
| Dec04 |
040909 |
12.24 |
12.24 |
12.15 |
12.21 |
-0.03 |
31 |
2,241 |
-12 |
| Jan05 |
040909 |
12.10 |
12.20 |
12.08 |
12.20 |
+0.10 |
177 |
1,070 |
+114 |
| Total Volume and Open Interest |
1,975 |
22,022 |
+802 |
| Cocoa(NYBOT) |
| Sep04 |
040909 |
1475 |
1475 |
1472 |
1472 |
-12 |
17 |
22 |
-46 |
| Dec04 |
040909 |
1490 |
1498 |
1460 |
1474 |
-14 |
6,437 |
47,255 |
-419 |
| Mar05 |
040909 |
1516 |
1517 |
1480 |
1494 |
-15 |
1,325 |
16,138 |
+44 |
| May05 |
040909 |
1503 |
1505 |
1495 |
1504 |
-16 |
619 |
10,464 |
-547 |
| Jul05 |
040909 |
1515 |
1515 |
1503 |
1515 |
-16 |
2 |
11,350 |
-100 |
| Sep05 |
040909 |
1552 |
1552 |
1525 |
1528 |
-16 |
52 |
5,394 |
+52 |
| Dec05 |
040909 |
1544 |
1544 |
1544 |
1544 |
-15 |
36 |
7,276 |
+15 |
| Total Volume and Open Interest |
9,761 |
102,553 |
-926 |
| Coffee "C"(NYBOT) |
| Sep04 |
040909 |
68.25 |
70.20 |
68.10 |
70.20 |
+2.65 |
68 |
134 |
-14 |
| Dec04 |
040909 |
71.60 |
74.20 |
71.50 |
74.00 |
+2.75 |
5,767 |
64,827 |
-175 |
| Mar05 |
040909 |
74.80 |
77.20 |
74.60 |
77.00 |
+2.65 |
263 |
10,714 |
+12 |
| May05 |
040909 |
76.70 |
78.80 |
76.50 |
78.80 |
+2.65 |
94 |
2,588 |
+68 |
| Jul05 |
040909 |
78.40 |
80.45 |
78.40 |
80.45 |
+2.65 |
24 |
1,641 |
+4 |
| Sep05 |
040909 |
80.40 |
81.90 |
80.40 |
81.90 |
+2.65 |
1 |
497 |
+0 |
| Total Volume and Open Interest |
6,223 |
80,710 |
-102 |
| Orange Juice(NYBOT) |
| Sep04 |
040909 |
81.00 |
83.00 |
81.00 |
82.85 |
+3.70 |
47 |
172 |
-547 |
| Nov04 |
040909 |
82.55 |
83.80 |
81.25 |
83.40 |
+4.00 |
1,544 |
20,830 |
-308 |
| Jan05 |
040909 |
83.60 |
85.70 |
83.50 |
85.05 |
+3.50 |
481 |
6,863 |
+51 |
| Mar05 |
040909 |
85.75 |
87.30 |
85.25 |
86.60 |
+3.35 |
109 |
8,053 |
-38 |
| May05 |
040909 |
87.95 |
90.00 |
87.95 |
89.50 |
+3.25 |
24 |
4,101 |
+4 |
| Total Volume and Open Interest |
2,210 |
40,531 |
-838 |
| Sugar #11(NYBOT) |
| Oct04 |
040909 |
7.95 |
7.95 |
7.73 |
7.75 |
-0.17 |
38,493 |
141,039 |
-9,862 |
| Mar05 |
040909 |
8.68 |
8.73 |
8.54 |
8.58 |
-0.08 |
30,576 |
87,284 |
+5,244 |
| May05 |
040909 |
8.58 |
8.64 |
8.48 |
8.53 |
-0.04 |
2,017 |
24,015 |
-83 |
| Jul05 |
040909 |
8.36 |
8.43 |
8.32 |
8.33 |
-0.01 |
754 |
15,831 |
+256 |
| Oct05 |
040909 |
8.25 |
8.31 |
8.22 |
8.22 |
unch |
1,141 |
18,299 |
+333 |
| Total Volume and Open Interest |
73,119 |
294,909 |
-4,040 |
| London Cocoa(LCE) |
| Sep04 |
040909 |
848 |
855 |
838 |
844 |
-5 |
2,560 |
6,953 |
-1,531 |
| Dec04 |
040909 |
875 |
885 |
860 |
868 |
-8 |
7,947 |
82,244 |
-150 |
| Mar05 |
040909 |
899 |
907 |
883 |
891 |
-8 |
2,756 |
31,663 |
+219 |
| May05 |
040909 |
909 |
922 |
898 |
905 |
-9 |
273 |
16,825 |
-10 |
| Jul05 |
040909 |
911 |
922 |
910 |
920 |
-9 |
481 |
13,308 |
+132 |
| Sep05 |
040909 |
937 |
937 |
936 |
936 |
-9 |
273 |
19,352 |
+54 |
| Dec05 |
040909 |
950 |
950 |
943 |
945 |
-9 |
301 |
9,127 |
+208 |
| Total Volume and Open Interest |
14,592 |
182,368 |
-1,077 |
| London Coffee(LCE) |
| Sep04 |
040909 |
627.00 |
629.00 |
627.00 |
629.00 |
+11.00 |
133 |
4,862 |
-36 |
| Nov04 |
040909 |
647.00 |
658.00 |
646.00 |
656.00 |
+10.00 |
2,635 |
79,538 |
-30 |
| Jan05 |
040909 |
665.00 |
674.00 |
663.00 |
671.00 |
+9.00 |
953 |
33,053 |
-2 |
| Mar05 |
040909 |
680.00 |
687.00 |
680.00 |
687.00 |
+10.00 |
883 |
19,946 |
+529 |
| May05 |
040909 |
699.00 |
701.00 |
697.00 |
701.00 |
+10.00 |
41 |
13,767 |
+15 |
| Jul05 |
040909 |
710.00 |
716.00 |
710.00 |
716.00 |
+9.00 |
45 |
3,827 |
+25 |
| Total Volume and Open Interest |
4,710 |
156,836 |
+521 |
| London Sugar(LCE) |
| Oct04 |
040909 |
239.00 |
240.00 |
237.20 |
238.00 |
-0.20 |
5,002 |
8,800 |
-2,488 |
| Dec04 |
040909 |
251.00 |
252.50 |
248.20 |
248.50 |
-0.70 |
2,992 |
13,773 |
+1,436 |
| Mar05 |
040909 |
259.00 |
260.00 |
255.50 |
256.40 |
-0.80 |
915 |
14,345 |
+497 |
| May05 |
040909 |
261.50 |
262.50 |
259.90 |
259.90 |
-0.30 |
180 |
7,525 |
+119 |
| Aug05 |
040909 |
255.00 |
256.50 |
253.90 |
253.90 |
-0.30 |
90 |
4,378 |
+12 |
| Total Volume and Open Interest |
9,202 |
53,645 |
-403 |
| Cotton(NYBOT) |
| Oct04 |
040909 |
52.30 |
52.60 |
50.25 |
52.55 |
-0.45 |
588 |
2,573 |
+128 |
| Dec04 |
040909 |
52.60 |
52.63 |
50.50 |
52.31 |
-0.81 |
6,735 |
41,666 |
-146 |
| Mar05 |
040909 |
53.40 |
53.70 |
51.80 |
53.67 |
-0.68 |
868 |
14,319 |
-88 |
| May05 |
040909 |
54.30 |
54.65 |
53.60 |
54.65 |
-0.85 |
255 |
3,450 |
-62 |
| Jul05 |
040909 |
54.80 |
55.50 |
53.90 |
55.50 |
-0.90 |
78 |
4,279 |
-22 |
| Oct05 |
040909 |
55.75 |
55.75 |
55.75 |
55.75 |
-0.50 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
8,536 |
68,202 |
-188 |
| Lumber(CME) |
| Sep04 |
040909 |
431.0 |
435.0 |
420.0 |
425.0 |
-7.0 |
718 |
782 |
-285 |
| Nov04 |
040909 |
384.0 |
389.8 |
378.5 |
387.7 |
+4.6 |
803 |
3,565 |
-20 |
| Jan05 |
040909 |
364.8 |
369.5 |
362.0 |
369.0 |
+4.2 |
60 |
784 |
+17 |
| Mar05 |
040909 |
362.0 |
364.9 |
360.0 |
364.9 |
+3.8 |
13 |
157 |
+0 |
| Total Volume and Open Interest |
1,597 |
5,313 |
-287 |
| Crude Oil(NYM) |
| Oct04 |
040909 |
42.88 |
44.75 |
42.80 |
44.61 |
+1.84 |
89,745 |
169,840 |
-13,054 |
| Nov04 |
040909 |
42.93 |
44.75 |
42.85 |
44.63 |
+1.79 |
52,049 |
110,057 |
+7,199 |
| Dec04 |
040909 |
42.55 |
44.25 |
42.50 |
44.20 |
+1.68 |
22,979 |
84,241 |
+1,398 |
| Jan05 |
040909 |
42.20 |
43.73 |
42.20 |
43.73 |
+1.58 |
5,991 |
33,302 |
-521 |
| Feb05 |
040909 |
42.50 |
43.40 |
42.10 |
43.31 |
+1.51 |
2,826 |
22,387 |
-284 |
| Mar05 |
040909 |
41.40 |
42.89 |
41.40 |
42.89 |
+1.44 |
2,309 |
21,578 |
+211 |
| Apr05 |
040909 |
41.20 |
42.46 |
41.20 |
42.46 |
+1.37 |
1,101 |
13,560 |
+136 |
| May05 |
040909 |
42.03 |
42.03 |
42.03 |
42.03 |
+1.30 |
218 |
14,118 |
-103 |
| Jun05 |
040909 |
40.40 |
41.61 |
40.40 |
41.61 |
+1.24 |
1,880 |
26,610 |
+170 |
| Jul05 |
040909 |
41.00 |
41.20 |
41.00 |
41.20 |
+1.20 |
83 |
9,892 |
-37 |
| Aug05 |
040909 |
40.60 |
40.84 |
40.60 |
40.84 |
+1.16 |
300 |
6,836 |
-62 |
| Sep05 |
040909 |
40.25 |
40.53 |
40.25 |
40.53 |
+1.12 |
1,025 |
10,009 |
-375 |
| Oct05 |
040909 |
39.90 |
40.23 |
39.90 |
40.23 |
+1.08 |
25 |
4,582 |
+25 |
| Nov05 |
040909 |
39.65 |
39.93 |
39.65 |
39.93 |
+1.04 |
850 |
6,130 |
+592 |
| Dec05 |
040909 |
38.65 |
39.65 |
38.65 |
39.65 |
+1.01 |
4,228 |
40,432 |
-740 |
| Jan06 |
040909 |
39.30 |
39.30 |
39.30 |
39.30 |
+0.97 |
100 |
5,857 |
+96 |
| Total Volume and Open Interest |
192,082 |
688,697 |
-5,053 |
| Heating Oil(NYM) |
| Oct04 |
040909 |
117.40 |
123.00 |
117.00 |
122.80 |
+6.68 |
26,465 |
55,028 |
-4,166 |
| Nov04 |
040909 |
118.50 |
123.90 |
118.10 |
123.75 |
+6.49 |
11,318 |
36,846 |
+3,336 |
| Dec04 |
040909 |
119.40 |
124.60 |
118.90 |
124.40 |
+6.34 |
4,395 |
30,183 |
-222 |
| Jan05 |
040909 |
119.30 |
124.65 |
119.30 |
124.65 |
+6.19 |
1,030 |
15,359 |
-278 |
| Feb05 |
040909 |
118.51 |
123.45 |
118.51 |
123.45 |
+5.79 |
865 |
15,997 |
+229 |
| Mar05 |
040909 |
116.20 |
120.50 |
116.20 |
120.10 |
+5.24 |
848 |
14,865 |
+387 |
| Apr05 |
040909 |
112.60 |
115.70 |
112.60 |
115.70 |
+4.69 |
530 |
3,827 |
+458 |
| May05 |
040909 |
111.30 |
112.30 |
111.30 |
111.70 |
+4.39 |
77 |
3,062 |
+47 |
| Jun05 |
040909 |
109.10 |
109.10 |
109.10 |
109.10 |
+4.19 |
17 |
4,738 |
+16 |
| Jul05 |
040909 |
108.10 |
108.10 |
108.10 |
108.10 |
+3.99 |
211 |
5,519 |
-194 |
| Aug05 |
040909 |
108.05 |
108.05 |
108.05 |
108.05 |
+3.89 |
0 |
635 |
+0 |
| Sep05 |
040909 |
108.50 |
108.50 |
108.50 |
108.50 |
+3.84 |
85 |
1,763 |
-12 |
| Total Volume and Open Interest |
46,233 |
198,593 |
-276 |
| Unleaded Gas(NYM) |
| Oct04 |
040909 |
117.80 |
123.20 |
117.40 |
122.54 |
+4.37 |
29,691 |
50,837 |
-2,828 |
| Nov04 |
040909 |
116.50 |
122.30 |
116.50 |
121.81 |
+4.63 |
11,059 |
26,573 |
+1,862 |
| Dec04 |
040909 |
115.50 |
120.30 |
115.50 |
119.81 |
+4.23 |
2,683 |
17,895 |
-639 |
| Jan05 |
040909 |
116.60 |
119.56 |
116.60 |
119.56 |
+3.96 |
829 |
8,906 |
+2 |
| Feb05 |
040909 |
117.30 |
120.06 |
117.30 |
120.06 |
+3.91 |
105 |
7,010 |
-1 |
| Mar05 |
040909 |
117.75 |
120.56 |
117.75 |
120.56 |
+3.81 |
234 |
2,869 |
+109 |
| Apr05 |
040909 |
124.35 |
127.16 |
124.25 |
127.16 |
+3.81 |
206 |
9,056 |
-66 |
| May05 |
040909 |
126.81 |
126.81 |
126.81 |
126.81 |
+3.76 |
0 |
8,723 |
+0 |
| Jun05 |
040909 |
125.76 |
125.76 |
125.76 |
125.76 |
+3.61 |
0 |
2,968 |
+0 |
| Jul05 |
040909 |
123.81 |
123.81 |
123.81 |
123.81 |
+3.56 |
0 |
2,008 |
+0 |
| Aug05 |
040909 |
121.16 |
121.16 |
121.16 |
121.16 |
+3.56 |
0 |
1,085 |
+0 |
| Sep05 |
040909 |
118.06 |
118.06 |
118.06 |
118.06 |
+3.46 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
44,807 |
137,980 |
-1,561 |
| Natural Gas(NYM) |
| Oct04 |
040909 |
4.670 |
4.720 |
4.590 |
4.658 |
+0.027 |
34,922 |
71,368 |
-1,074 |
| Nov04 |
040909 |
5.550 |
5.640 |
5.480 |
5.617 |
+0.096 |
18,487 |
42,954 |
+5,221 |
| Dec04 |
040909 |
6.290 |
6.400 |
6.235 |
6.377 |
+0.136 |
5,682 |
33,173 |
-80 |
| Jan05 |
040909 |
6.590 |
6.795 |
6.570 |
6.772 |
+0.201 |
5,455 |
33,382 |
+100 |
| Feb05 |
040909 |
6.620 |
6.840 |
6.615 |
6.807 |
+0.206 |
1,702 |
20,308 |
+166 |
| Mar05 |
040909 |
6.520 |
6.710 |
6.480 |
6.687 |
+0.191 |
1,673 |
22,740 |
+67 |
| Apr05 |
040909 |
6.030 |
6.130 |
5.990 |
6.112 |
+0.101 |
1,023 |
15,345 |
+293 |
| May05 |
040909 |
5.925 |
6.020 |
5.895 |
5.989 |
+0.093 |
278 |
11,451 |
-4 |
| Jun05 |
040909 |
5.940 |
6.040 |
5.920 |
6.012 |
+0.093 |
182 |
10,268 |
+8 |
| Jul05 |
040909 |
5.980 |
6.070 |
5.970 |
6.044 |
+0.093 |
459 |
12,611 |
+137 |
| Aug05 |
040909 |
6.000 |
6.080 |
5.970 |
6.064 |
+0.093 |
209 |
9,400 |
+12 |
| Sep05 |
040909 |
6.000 |
6.090 |
6.000 |
6.054 |
+0.097 |
86 |
9,629 |
+48 |
| Oct05 |
040909 |
6.020 |
6.120 |
6.020 |
6.084 |
+0.092 |
266 |
11,656 |
+37 |
| Nov05 |
040909 |
6.270 |
6.380 |
6.250 |
6.324 |
+0.092 |
241 |
8,005 |
+141 |
| Dec05 |
040909 |
6.470 |
6.550 |
6.455 |
6.537 |
+0.092 |
156 |
8,717 |
-37 |
| Jan06 |
040909 |
6.610 |
6.690 |
6.580 |
6.672 |
+0.092 |
311 |
8,947 |
-62 |
| Total Volume and Open Interest |
71,836 |
401,741 |
+5,356 |
| Brent Crude Oil(IPE) |
| Oct04 |
040909 |
40.25 |
42.30 |
40.16 |
42.22 |
+1.83 |
39,050 |
61,518 |
+1,204 |
| Nov04 |
040909 |
40.02 |
41.98 |
39.98 |
41.85 |
+1.69 |
41,240 |
71,088 |
-2,034 |
| Dec04 |
040909 |
39.74 |
41.61 |
39.72 |
41.52 |
+1.61 |
20,321 |
52,417 |
+2,801 |
| Jan05 |
040909 |
39.40 |
41.12 |
39.40 |
41.12 |
+1.56 |
3,336 |
19,201 |
+711 |
| Feb05 |
040909 |
39.07 |
40.72 |
39.05 |
40.72 |
+1.51 |
2,279 |
9,245 |
-34 |
| Mar05 |
040909 |
38.74 |
40.34 |
38.72 |
40.34 |
+1.47 |
950 |
14,001 |
-144 |
| Apr05 |
040909 |
38.45 |
39.97 |
38.45 |
39.97 |
+1.44 |
2,275 |
12,345 |
+883 |
| May05 |
040909 |
39.59 |
39.59 |
39.59 |
39.59 |
+1.39 |
192 |
2,143 |
+150 |
| Jun05 |
040909 |
37.75 |
39.80 |
37.75 |
39.21 |
+1.34 |
1,100 |
22,298 |
-505 |
| Jul05 |
040909 |
38.85 |
38.85 |
38.85 |
38.85 |
+1.29 |
400 |
1,926 |
-250 |
| Aug05 |
040909 |
37.15 |
38.50 |
37.15 |
38.50 |
+1.24 |
0 |
1,907 |
+0 |
| Sep05 |
040909 |
37.20 |
38.15 |
37.20 |
38.15 |
+1.18 |
0 |
3,672 |
-150 |
| Total Volume and Open Interest |
113,658 |
344,725 |
+837 |
| Gas Oil(IPE) |
| Sep04 |
040909 |
373.50 |
395.00 |
373.00 |
394.25 |
+16.75 |
15,578 |
15,714 |
-4,844 |
| Oct04 |
040909 |
370.50 |
389.75 |
370.25 |
388.75 |
+14.50 |
18,309 |
52,699 |
-1,305 |
| Nov04 |
040909 |
366.00 |
384.50 |
366.00 |
384.25 |
+15.00 |
5,501 |
23,110 |
+1,470 |
| Dec04 |
040909 |
360.75 |
377.50 |
360.75 |
377.50 |
+13.75 |
1,252 |
25,912 |
-1,985 |
| Jan05 |
040909 |
355.25 |
371.25 |
355.25 |
371.25 |
+13.00 |
923 |
9,956 |
+139 |
| Feb05 |
040909 |
352.00 |
365.00 |
352.00 |
365.00 |
+12.25 |
94 |
3,213 |
+0 |
| Mar05 |
040909 |
357.75 |
357.75 |
357.75 |
357.75 |
+11.00 |
5 |
4,030 |
-395 |
| Apr05 |
040909 |
350.00 |
350.00 |
350.00 |
350.00 |
+9.75 |
0 |
1,940 |
+0 |
| May05 |
040909 |
342.50 |
344.50 |
334.50 |
344.50 |
+9.50 |
0 |
1,350 |
+0 |
| Jun05 |
040909 |
339.25 |
341.00 |
329.25 |
341.00 |
+9.25 |
100 |
8,803 |
+50 |
| Total Volume and Open Interest |
42,351 |
165,793 |
-6,941 |
| US Dollar Index(NYBOT) |
| Sep04 |
040909 |
88.70 |
89.05 |
88.70 |
88.83 |
+0.03 |
1,922 |
7,051 |
-938 |
| Dec04 |
040909 |
89.01 |
89.25 |
89.00 |
89.08 |
+0.04 |
3,614 |
7,955 |
+1,840 |
| Mar05 |
040909 |
89.29 |
89.29 |
89.27 |
89.27 |
-0.01 |
0 |
2,256 |
+0 |
| Total Volume and Open Interest |
5,536 |
17,274 |
+902 |
| Australian Dollar(CME) |
| Sep04 |
040909 |
69.03 |
69.03 |
68.57 |
68.79 |
-0.82 |
5,612 |
21,789 |
-4,248 |
| Dec04 |
040909 |
68.58 |
68.63 |
67.97 |
68.18 |
-0.82 |
6,621 |
13,061 |
+3,836 |
| Mar05 |
040909 |
67.80 |
67.80 |
67.63 |
67.63 |
-0.82 |
2 |
43 |
+0 |
| Total Volume and Open Interest |
12,235 |
34,963 |
-412 |
| British Pound(CME) |
| Sep04 |
040909 |
178.46 |
178.54 |
178.12 |
178.44 |
-0.38 |
15,307 |
49,727 |
-9,769 |
| Dec04 |
040909 |
177.16 |
177.33 |
176.78 |
177.12 |
-0.38 |
17,445 |
33,811 |
+12,247 |
| Mar05 |
040909 |
175.92 |
175.92 |
175.92 |
175.92 |
-0.38 |
3 |
6 |
+0 |
| Total Volume and Open Interest |
32,755 |
83,545 |
+2,478 |
| Canadian Dollar(CME) |
| Sep04 |
040909 |
77.60 |
77.80 |
77.49 |
77.68 |
+0.15 |
19,333 |
42,409 |
-18,667 |
| Dec04 |
040909 |
77.51 |
77.70 |
77.34 |
77.57 |
+0.15 |
21,550 |
67,714 |
+23,357 |
| Mar05 |
040909 |
77.35 |
77.52 |
77.35 |
77.48 |
+0.15 |
480 |
1,128 |
+199 |
| Jun05 |
040909 |
77.40 |
77.40 |
77.39 |
77.39 |
+0.15 |
86 |
699 |
+64 |
| Total Volume and Open Interest |
41,454 |
112,120 |
+4,953 |
| Japanese Yen(CME) |
| Sep04 |
040909 |
91.12 |
91.27 |
90.91 |
91.07 |
-0.43 |
10,987 |
55,868 |
-6,917 |
| Dec04 |
040909 |
91.57 |
91.68 |
91.30 |
91.50 |
-0.44 |
17,511 |
53,968 |
+10,293 |
| Mar05 |
040909 |
92.00 |
92.01 |
92.00 |
92.01 |
-0.44 |
1 |
76 |
+1 |
| Total Volume and Open Interest |
28,501 |
109,916 |
+3,379 |
| Swiss Franc(CME) |
| Sep04 |
040909 |
79.21 |
79.23 |
79.02 |
79.15 |
-0.22 |
9,678 |
28,587 |
-2,354 |
| Dec04 |
040909 |
79.46 |
79.48 |
79.19 |
79.39 |
-0.22 |
16,931 |
18,950 |
+8,273 |
| Mar05 |
040909 |
79.65 |
79.65 |
79.65 |
79.65 |
-0.22 |
5 |
4 |
-5 |
| Total Volume and Open Interest |
26,616 |
47,601 |
+5,914 |
| EuroFX(CME) |
| Sep04 |
040909 |
121.88 |
122.01 |
121.57 |
121.91 |
+0.04 |
23,898 |
133,418 |
-7,893 |
| Dec04 |
040909 |
121.79 |
121.95 |
121.48 |
121.83 |
+0.04 |
33,625 |
46,756 |
+19,819 |
| Mar05 |
040909 |
121.65 |
121.82 |
121.65 |
121.82 |
+0.04 |
124 |
427 |
-45 |
| Total Volume and Open Interest |
57,647 |
180,751 |
+11,881 |
| Mexican Peso(CME) |
| Sep04 |
040909 |
8617.0 |
8650.0 |
8615.0 |
8622.0 |
+7.0 |
11,734 |
39,628 |
-4,918 |
| Dec04 |
040909 |
8490.0 |
8520.0 |
8480.0 |
8492.0 |
+7.0 |
16,564 |
22,203 |
+3,953 |
| Total Volume and Open Interest |
28,345 |
62,581 |
-940 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040909 |
112~12 |
112~25 |
111~30 |
112~01 |
-0~13 |
48,719 |
113,792 |
-41,008 |
| Dec04 |
040909 |
111~07 |
111~20 |
110~22 |
110~26 |
-0~14 |
382,181 |
490,832 |
+46,700 |
| Mar05 |
040909 |
110~13 |
110~13 |
109~22 |
109~23 |
-0~14 |
6 |
251 |
+1 |
| Total Volume and Open Interest |
430,906 |
604,962 |
+5,693 |
| Municipal Bonds(CBOT) |
| Sep04 |
040909 |
104~00 |
104~00 |
103~19 |
103~21 |
-0~03 |
277 |
2,150 |
-30 |
| Dec04 |
040909 |
102~31 |
103~00 |
102~22 |
102~22 |
-0~04 |
277 |
815 |
+117 |
| Total Volume and Open Interest |
554 |
2,965 |
+87 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040909 |
113~135 |
113~215 |
113~060 |
113~080 |
-0~055 |
62,846 |
175,059 |
-53,616 |
| Dec04 |
040909 |
112~085 |
112~185 |
112~015 |
112~035 |
-0~055 |
1,010,752 |
1,301,576 |
+91,438 |
| Total Volume and Open Interest |
1,073,635 |
1,478,506 |
+37,855 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040909 |
111~165 |
111~170 |
111~090 |
111~095 |
-0~040 |
47,558 |
0 |
+0 |
| Dec04 |
040909 |
110~260 |
110~260 |
110~150 |
110~165 |
-0~040 |
544,545 |
0 |
+0 |
| Mar05 |
040909 |
109~145 |
109~145 |
109~145 |
109~145 |
-0~010 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
592,103 |
1 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040909 |
106~032 |
106~032 |
106~020 |
106~021 |
-0~004 |
7,617 |
57,478 |
-6,549 |
| Dec04 |
040909 |
105~102 |
105~104 |
105~088 |
105~092 |
-0~004 |
11,090 |
160,418 |
+5,787 |
| Total Volume and Open Interest |
18,707 |
217,896 |
-762 |
| Eurodollars(CME) |
| Sep04 |
040909 |
98.115 |
98.118 |
98.110 |
98.115 |
+0.010 |
62,545 |
824,117 |
-8,083 |
| Dec04 |
040909 |
97.765 |
97.770 |
97.730 |
97.745 |
unch |
87,504 |
854,703 |
-12,562 |
| Mar05 |
040909 |
97.515 |
97.520 |
97.475 |
97.490 |
unch |
70,767 |
851,074 |
+11,100 |
| Jun05 |
040909 |
97.285 |
97.290 |
97.235 |
97.255 |
+0.005 |
109,279 |
789,362 |
-27,446 |
| Sep05 |
040909 |
97.050 |
97.050 |
96.985 |
97.005 |
-0.005 |
68,946 |
641,089 |
-9,979 |
| Dec05 |
040909 |
96.795 |
96.805 |
96.725 |
96.745 |
-0.015 |
65,644 |
466,308 |
+13,228 |
| Mar06 |
040909 |
96.600 |
96.600 |
96.515 |
96.530 |
-0.030 |
50,381 |
400,952 |
-7,161 |
| Jun06 |
040909 |
96.410 |
96.410 |
96.315 |
96.330 |
-0.040 |
58,200 |
274,782 |
+23,882 |
| Sep06 |
040909 |
96.240 |
96.240 |
96.150 |
96.150 |
-0.050 |
44,469 |
221,557 |
-9,015 |
| Dec06 |
040909 |
96.065 |
96.065 |
95.980 |
95.980 |
-0.045 |
21,163 |
163,434 |
-6,288 |
| Mar07 |
040909 |
95.920 |
95.920 |
95.830 |
95.835 |
-0.045 |
21,203 |
154,234 |
+1,431 |
| Jun07 |
040909 |
95.780 |
95.780 |
95.690 |
95.695 |
-0.045 |
14,702 |
125,269 |
-1,034 |
| Total Volume and Open Interest |
722,548 |
6,352,357 |
-41,173 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040909 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
4 |
6,152 |
+34 |
| Dec04 |
040909 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
6,471 |
+32 |
| Mar05 |
040909 |
99.88 |
99.88 |
99.87 |
99.87 |
unch |
0 |
7,126 |
+19 |
| Jun05 |
040909 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.01 |
36 |
10,631 |
-209 |
| Sep05 |
040909 |
99.76 |
99.76 |
99.75 |
99.75 |
+0.03 |
540 |
7,499 |
-3,258 |
| Dec05 |
040909 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.03 |
23 |
4,430 |
-192 |
| Mar06 |
040909 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.02 |
9 |
6,021 |
-140 |
| Jun06 |
040909 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.01 |
0 |
2,296 |
+0 |
| Sep06 |
040909 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.04 |
0 |
1,704 |
+0 |
| Dec06 |
040909 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.07 |
0 |
657 |
+0 |
| Total Volume and Open Interest |
612 |
53,929 |
-3,714 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040909 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,809 |
59,251 |
+192 |
| Mar05 |
040909 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.01 |
944 |
67,063 |
-139 |
| Jun05 |
040909 |
99.82 |
99.84 |
99.82 |
99.84 |
+0.02 |
1,473 |
64,818 |
-22 |
| Sep05 |
040909 |
99.73 |
99.76 |
99.73 |
99.76 |
+0.04 |
732 |
41,872 |
+165 |
| Dec05 |
040909 |
99.64 |
99.68 |
99.64 |
99.67 |
+0.04 |
2,609 |
31,761 |
+297 |
| Mar06 |
040909 |
99.53 |
99.56 |
99.53 |
99.56 |
+0.05 |
581 |
32,481 |
+122 |
| Jun06 |
040909 |
99.41 |
99.46 |
99.41 |
99.45 |
+0.06 |
290 |
16,622 |
+21 |
| Sep06 |
040909 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.07 |
0 |
5,041 |
+0 |
| Total Volume and Open Interest |
9,373 |
375,313 |
+362 |
| German Euro-Bund(EUREX) |
| Sep04 |
040908 |
115.20 |
115.22 |
115.02 |
115.06 |
+115.06 |
1,134,571 |
15,306 |
+15,306 |
| Dec04 |
040909 |
114.57 |
114.89 |
114.46 |
114.71 |
+0.34 |
1,026,314 |
1,059,877 |
+90,373 |
| Mar05 |
040909 |
113.83 |
114.14 |
113.83 |
114.01 |
+0.39 |
5,532 |
25 |
+9 |
| Total Volume and Open Interest |
1,136,514 |
1,059,902 |
+75,076 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040908 |
111.46 |
111.49 |
111.35 |
111.40 |
+111.40 |
740,435 |
16,963 |
+16,963 |
| Dec04 |
040909 |
110.83 |
111.02 |
110.72 |
110.90 |
+0.20 |
668,368 |
650,087 |
+13,506 |
| Mar05 |
040909 |
110.48 |
110.48 |
110.48 |
110.48 |
+0.27 |
3,249 |
227 |
+225 |
| Total Volume and Open Interest |
735,882 |
650,314 |
-3,232 |
| Long Gilt(LIFFE) |
| Sep04 |
040909 |
107~05 |
107~10 |
107~01 |
107~07 |
+0~10 |
827 |
23,605 |
-440 |
| Dec04 |
040909 |
106~27 |
107~03 |
106~23 |
106~29 |
+0~10 |
34,300 |
203,334 |
+1,049 |
| Total Volume and Open Interest |
35,127 |
226,939 |
+609 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040909 |
95.05 |
95.07 |
95.05 |
95.06 |
+0.01 |
18,881 |
162,432 |
-6,782 |
| Dec04 |
040909 |
94.93 |
94.96 |
94.91 |
94.94 |
+0.03 |
37,381 |
259,567 |
-4,006 |
| Mar05 |
040909 |
94.86 |
94.91 |
94.84 |
94.88 |
+0.04 |
32,931 |
200,567 |
+1,958 |
| Total Volume and Open Interest |
142,159 |
1,236,623 |
-5,491 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040909 |
97.880 |
97.885 |
97.880 |
97.885 |
+0.005 |
75,578 |
408,409 |
-8,399 |
| Dec04 |
040909 |
97.745 |
97.750 |
97.720 |
97.730 |
+0.015 |
120,722 |
552,349 |
-1,406 |
| Mar05 |
040909 |
97.550 |
97.590 |
97.535 |
97.555 |
+0.035 |
156,488 |
509,245 |
-6,204 |
| Total Volume and Open Interest |
768,122 |
2,938,444 |
-9,640 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040909 |
94.53 |
94.57 |
94.52 |
94.56 |
+0.02 |
20,531 |
52,886 |
-9,372 |
| Dec04 |
040909 |
94.49 |
94.60 |
94.48 |
94.59 |
+0.11 |
24,573 |
184,946 |
+543 |
| Mar05 |
040909 |
94.44 |
94.56 |
94.42 |
94.54 |
+0.12 |
5,114 |
86,787 |
-2,260 |
| Jun05 |
040909 |
94.41 |
94.53 |
94.38 |
94.51 |
+0.14 |
1,588 |
41,375 |
-231 |
| Sep05 |
040909 |
94.38 |
94.48 |
94.35 |
94.47 |
+0.14 |
1,278 |
26,118 |
+892 |
| Dec05 |
040909 |
94.31 |
94.43 |
94.31 |
94.42 |
+0.14 |
218 |
15,905 |
+105 |
| Mar06 |
040909 |
94.27 |
94.39 |
94.27 |
94.37 |
+0.13 |
206 |
11,030 |
+6 |
| Jun06 |
040909 |
94.22 |
94.34 |
94.22 |
94.33 |
+0.14 |
6 |
8,375 |
+57 |
| Sep06 |
040909 |
94.20 |
94.30 |
94.20 |
94.30 |
+0.16 |
309 |
3,085 |
+151 |
| Dec06 |
040909 |
94.21 |
94.26 |
94.21 |
94.26 |
+0.18 |
241 |
3,085 |
+95 |
| Total Volume and Open Interest |
54,389 |
438,287 |
-9,789 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040909 |
94.52 |
94.64 |
94.49 |
94.60 |
+0.14 |
17,345 |
217,653 |
+5,913 |
| Dec04 |
040909 |
94.44 |
94.59 |
94.44 |
94.55 |
+0.14 |
1,799 |
14,101 |
+5,513 |
| Total Volume and Open Interest |
81,820 |
400,900 |
+4,473 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040909 |
94.64 |
94.78 |
94.61 |
94.75 |
+0.14 |
51,802 |
376,467 |
-1,268 |
| Dec04 |
040909 |
94.61 |
94.74 |
94.59 |
94.72 |
+0.14 |
1,082 |
24,433 |
+5,741 |
| Total Volume and Open Interest |
52,884 |
400,900 |
+4,473 |
| Gold(CMX) |
| Oct04 |
040909 |
399.5 |
399.8 |
397.8 |
398.9 |
-1.0 |
993 |
21,893 |
-36 |
| Dec04 |
040909 |
400.8 |
401.5 |
399.2 |
400.4 |
-1.0 |
45,250 |
169,072 |
-7,560 |
| Feb05 |
040909 |
402.2 |
402.9 |
401.0 |
401.9 |
-1.0 |
1,464 |
10,733 |
+313 |
| Apr05 |
040909 |
403.5 |
403.5 |
403.5 |
403.5 |
-1.0 |
827 |
4,261 |
-125 |
| Jun05 |
040909 |
406.1 |
406.1 |
405.0 |
405.3 |
-1.0 |
55 |
12,318 |
-46 |
| Aug05 |
040909 |
407.1 |
407.1 |
407.1 |
407.1 |
-1.0 |
3 |
6,756 |
-2 |
| Oct05 |
040909 |
409.0 |
409.0 |
409.0 |
409.0 |
-1.0 |
10 |
677 |
+0 |
| Dec05 |
040909 |
410.9 |
410.9 |
410.9 |
410.9 |
-1.0 |
34 |
7,137 |
-23 |
| Feb06 |
040909 |
413.1 |
413.1 |
413.1 |
413.1 |
-1.0 |
0 |
844 |
+0 |
| Apr06 |
040909 |
415.3 |
415.3 |
415.3 |
415.3 |
-1.0 |
0 |
486 |
+0 |
| Jun06 |
040909 |
417.5 |
417.5 |
417.5 |
417.5 |
-1.0 |
0 |
8,024 |
+0 |
| Total Volume and Open Interest |
48,661 |
249,239 |
-7,472 |
| Silver(CMX) |
| Sep04 |
040909 |
608.0 |
617.0 |
606.5 |
615.4 |
-2.4 |
202 |
209 |
-96 |
| Dec04 |
040909 |
617.5 |
621.5 |
611.5 |
618.8 |
-2.4 |
19,714 |
68,023 |
-3,318 |
| Mar05 |
040909 |
620.5 |
626.0 |
617.5 |
622.3 |
-2.5 |
310 |
7,175 |
-24 |
| May05 |
040909 |
624.9 |
624.9 |
624.9 |
624.9 |
-2.5 |
16 |
1,573 |
+2 |
| Jul05 |
040909 |
629.5 |
629.5 |
627.6 |
627.6 |
-2.5 |
2 |
1,730 |
+1 |
| Sep05 |
040909 |
630.0 |
630.0 |
630.0 |
630.0 |
-2.5 |
0 |
518 |
+0 |
| Dec05 |
040909 |
635.0 |
635.0 |
630.0 |
633.2 |
-2.5 |
27 |
2,911 |
+1 |
| Total Volume and Open Interest |
20,339 |
83,757 |
-3,382 |
| Platinum(NYM) |
| Oct04 |
040909 |
833.0 |
835.0 |
825.5 |
825.9 |
-20.5 |
1,559 |
5,584 |
-216 |
| Jan05 |
040909 |
831.0 |
831.0 |
818.9 |
818.9 |
-20.5 |
43 |
338 |
-19 |
| Total Volume and Open Interest |
1,602 |
5,922 |
-235 |
| Palladium(NYME) |
| Sep04 |
040909 |
205.05 |
205.05 |
205.05 |
205.05 |
-1.70 |
17 |
354 |
-15 |
| Dec04 |
040909 |
208.00 |
208.00 |
205.00 |
206.50 |
-1.75 |
857 |
8,261 |
-125 |
| Mar05 |
040909 |
208.50 |
208.50 |
208.50 |
208.50 |
-1.75 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
874 |
8,646 |
-140 |
| Copper(CMX) |
| Sep04 |
040909 |
124.70 |
126.60 |
124.70 |
126.50 |
+0.75 |
359 |
3,426 |
-1,042 |
| Dec04 |
040909 |
124.80 |
126.50 |
124.70 |
126.40 |
+0.75 |
5,248 |
48,361 |
-1,098 |
| Mar05 |
040909 |
122.30 |
122.95 |
122.20 |
122.85 |
+0.80 |
570 |
5,000 |
+254 |
| May05 |
040909 |
120.15 |
120.15 |
120.15 |
120.15 |
+0.80 |
3 |
893 |
-2 |
| Jul05 |
040909 |
117.45 |
117.45 |
117.45 |
117.45 |
+0.80 |
0 |
1,346 |
+0 |
| Total Volume and Open Interest |
6,606 |
70,583 |
-1,631 |
| DJIA Index(CBOT) |
| Sep04 |
040909 |
10315 |
10335 |
10270 |
10278 |
-49 |
14,102 |
34,976 |
-4,733 |
| Dec04 |
040909 |
10315 |
10335 |
10265 |
10278 |
-48 |
9,853 |
11,119 |
+8,101 |
| Mar05 |
040909 |
10280 |
10280 |
10280 |
10280 |
-46 |
0 |
16 |
-6 |
| Total Volume and Open Interest |
23,955 |
46,112 |
+3,362 |
| S & P 500(CME) |
| Sep04 |
040909 |
1118.70 |
1121.50 |
1113.60 |
1117.60 |
-1.10 |
91,175 |
417,881 |
-45,616 |
| Dec04 |
040909 |
1119.00 |
1122.30 |
1113.90 |
1118.10 |
-1.20 |
66,661 |
218,041 |
+49,094 |
| Mar05 |
040909 |
1119.20 |
1119.20 |
1119.20 |
1119.20 |
-1.10 |
245 |
9,402 |
+65 |
| Jun05 |
040909 |
1121.50 |
1121.50 |
1121.50 |
1121.50 |
-1.10 |
0 |
548 |
-15 |
| Total Volume and Open Interest |
158,085 |
645,938 |
+3,532 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040909 |
1118.25 |
1121.75 |
1113.50 |
1117.50 |
-1.25 |
655,151 |
692,927 |
-15,471 |
| Dec04 |
040909 |
1119.00 |
1122.25 |
1113.75 |
1118.00 |
-1.25 |
31,769 |
129,992 |
+26,190 |
| Total Volume and Open Interest |
686,920 |
822,919 |
+10,719 |
| NASDAQ 100(CME) |
| Sep04 |
040909 |
1384.00 |
1397.50 |
1373.50 |
1391.00 |
+10.50 |
19,130 |
67,885 |
-6,233 |
| Dec04 |
040909 |
1390.00 |
1402.50 |
1378.00 |
1395.50 |
+10.00 |
10,232 |
14,331 |
+8,297 |
| Mar05 |
040909 |
1400.50 |
1400.50 |
1400.50 |
1400.50 |
+10.00 |
0 |
3 |
-1 |
| Total Volume and Open Interest |
29,362 |
82,219 |
+2,063 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040909 |
1379.5 |
1397.5 |
1372.5 |
1391.0 |
+10.5 |
369,796 |
291,612 |
+10,542 |
| Dec04 |
040909 |
1385.5 |
1402.5 |
1377.5 |
1395.5 |
+10.0 |
20,039 |
29,156 |
+18,433 |
| Total Volume and Open Interest |
389,835 |
320,768 |
+28,975 |
| S & P Midcap 400(CME) |
| Sep04 |
040909 |
584.50 |
588.25 |
583.25 |
586.65 |
+2.15 |
1,295 |
13,836 |
-274 |
| Dec04 |
040909 |
585.45 |
589.00 |
583.50 |
587.60 |
+2.15 |
838 |
1,495 |
+686 |
| Mar05 |
040909 |
587.60 |
587.60 |
587.60 |
587.60 |
+2.15 |
|
|
|
| Total Volume and Open Interest |
2,133 |
15,331 |
+412 |
| Russell 2000(CME) |
| Sep04 |
040909 |
561.00 |
569.00 |
560.50 |
565.65 |
+6.40 |
5,533 |
32,155 |
-1,456 |
| Dec04 |
040909 |
560.00 |
568.50 |
559.75 |
565.00 |
+6.20 |
4,421 |
7,545 |
+3,442 |
| Mar05 |
040909 |
565.45 |
565.45 |
565.45 |
565.45 |
+6.20 |
|
|
|
| Total Volume and Open Interest |
9,954 |
39,700 |
+39,700 |
| Value Line(KCBT) |
| Sep04 |
040909 |
1549.00 |
1564.00 |
1549.00 |
1561.00 |
+15.00 |
7 |
62 |
+6 |
| Total Volume and Open Interest |
12 |
68 |
+11 |
| Nikkei 225(CME) |
| Sep04 |
040909 |
11200 |
11210 |
11150 |
11150 |
-110 |
9,675 |
21,398 |
-4,643 |
| Dec04 |
040909 |
11160 |
11180 |
11105 |
11115 |
-125 |
8,192 |
16,122 |
+5,887 |
| Total Volume and Open Interest |
17,877 |
37,533 |
+1,254 |
| Nikkei 225(SIMEX) |
| Dec04 |
040909 |
11245 |
11295 |
11100 |
11120 |
-130 |
71,747 |
113,352 |
+65,437 |
| Mar05 |
040909 |
11120 |
11120 |
11120 |
11120 |
-130 |
0 |
2 |
+0 |
| Jun05 |
040909 |
11230 |
11230 |
11075 |
11075 |
-130 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
154,698 |
228,794 |
+53,426 |
| CAC 40(MATIF) |
| Sep04 |
040909 |
3666.0 |
3670.5 |
3640.0 |
3657.0 |
-22.0 |
30,163 |
425,875 |
+16,008 |
| Oct04 |
040909 |
3669.0 |
3672.5 |
3644.5 |
3660.0 |
-22.0 |
65 |
1,832 |
+5 |
| Nov04 |
040909 |
3667.0 |
3667.0 |
3667.0 |
3667.0 |
-22.0 |
|
|
|
| Total Volume and Open Interest |
30,238 |
448,600 |
+16,024 |
| DAX Index(EUREX) |
| Sep04 |
040909 |
3865.5 |
3879.0 |
3838.5 |
3876.0 |
-6.5 |
99,593 |
143,675 |
-1,126 |
| Dec04 |
040909 |
3880.5 |
3898.0 |
3859.0 |
3896.5 |
-6.5 |
2,264 |
12,755 |
+975 |
| Mar05 |
040909 |
3902.5 |
3920.5 |
3882.0 |
3919.0 |
-6.5 |
1,001 |
7,579 |
-267 |
| Total Volume and Open Interest |
102,858 |
164,009 |
-418 |
| FT-SE 100(LIFFE) |
| Sep04 |
040909 |
4555.50 |
4556.50 |
4533.50 |
4538.50 |
-19.50 |
137,329 |
405,508 |
-43,319 |
| Dec04 |
040909 |
4588.00 |
4588.00 |
4566.00 |
4571.00 |
-19.50 |
56,349 |
108,573 |
+37,484 |
| Mar05 |
040909 |
4572.00 |
4580.50 |
4572.00 |
4577.00 |
-20.00 |
0 |
10,485 |
+0 |
| Total Volume and Open Interest |
193,678 |
530,825 |
-5,835 |
| SPI 200(SFE) |
| Sep04 |
040909 |
3591.0 |
3606.0 |
3589.0 |
3600.0 |
+9.0 |
13,713 |
143,386 |
-6,697 |
| Dec04 |
040909 |
3600.0 |
3614.0 |
3598.0 |
3608.0 |
+9.0 |
4,922 |
26,375 |
+3,808 |
| Mar05 |
040909 |
3614.0 |
3617.0 |
3609.0 |
3617.0 |
+8.0 |
3 |
2,485 |
+2 |
| Total Volume and Open Interest |
19,197 |
177,191 |
-2,353 |
| GSCI(CME) |
| Sep04 |
040909 |
295.50 |
304.20 |
295.50 |
302.80 |
+7.95 |
3,065 |
16,714 |
-2,069 |
| Oct04 |
040909 |
300.00 |
309.10 |
300.00 |
308.10 |
+8.30 |
2,926 |
3,117 |
+2,780 |
| Nov04 |
040909 |
311.00 |
311.00 |
311.00 |
311.00 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
5,991 |
19,831 |
+711 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040909 |
272.75 |
276.00 |
272.50 |
275.10 |
+2.20 |
29 |
222 |
+0 |
| Jan05 |
040909 |
275.10 |
275.10 |
275.10 |
275.10 |
+2.20 |
0 |
206 |
+0 |
| Feb05 |
040909 |
273.10 |
273.10 |
273.10 |
273.10 |
+2.20 |
3 |
4 |
+2 |
| Total Volume and Open Interest |
32 |
532 |
+2 |
|
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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