|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 10, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep04 |
040910 |
579.00 |
584.00 |
560.00 |
563.00 |
-18.25 |
793 |
878 |
-497 |
| Nov04 |
040910 |
580.00 |
587.00 |
557.00 |
572.00 |
-10.00 |
29,074 |
126,030 |
+294 |
| Jan05 |
040910 |
587.00 |
593.00 |
568.00 |
580.50 |
-8.50 |
2,463 |
18,412 |
+87 |
| Mar05 |
040910 |
595.00 |
600.00 |
576.00 |
587.50 |
-9.00 |
1,522 |
12,853 |
+767 |
| May05 |
040910 |
604.00 |
605.50 |
581.00 |
593.50 |
-7.75 |
1,243 |
11,154 |
+536 |
| Jul05 |
040910 |
607.00 |
608.25 |
589.00 |
598.00 |
-7.00 |
792 |
5,634 |
+261 |
| Aug05 |
040910 |
596.00 |
596.00 |
596.00 |
596.00 |
-9.00 |
28 |
192 |
+19 |
| Total Volume and Open Interest |
36,092 |
178,674 |
+1,390 |
| Soybean Meal(CBOT) |
| Sep04 |
040910 |
171.50 |
174.00 |
168.00 |
170.30 |
-1.90 |
1,331 |
2,895 |
-682 |
| Oct04 |
040910 |
168.50 |
170.50 |
163.00 |
166.30 |
-2.10 |
5,003 |
21,047 |
-512 |
| Dec04 |
040910 |
168.50 |
171.00 |
163.00 |
167.80 |
-2.50 |
10,111 |
55,172 |
-342 |
| Jan05 |
040910 |
172.00 |
172.80 |
165.20 |
169.30 |
-2.80 |
1,709 |
11,753 |
+136 |
| Mar05 |
040910 |
175.70 |
176.50 |
170.00 |
172.80 |
-2.60 |
1,182 |
9,593 |
-172 |
| May05 |
040910 |
178.80 |
179.00 |
172.30 |
175.80 |
-2.60 |
1,780 |
12,643 |
-70 |
| Jul05 |
040910 |
180.80 |
182.50 |
178.00 |
178.80 |
-2.50 |
1,356 |
11,289 |
+670 |
| Aug05 |
040910 |
182.00 |
182.00 |
178.00 |
179.00 |
-2.50 |
196 |
3,852 |
-31 |
| Total Volume and Open Interest |
23,078 |
134,203 |
-1,005 |
| Soybean Oil(CBOT) |
| Sep04 |
040910 |
24.90 |
25.05 |
24.00 |
24.60 |
-0.15 |
704 |
3,370 |
-527 |
| Oct04 |
040910 |
24.15 |
24.36 |
23.35 |
23.78 |
-0.31 |
4,523 |
21,583 |
+25 |
| Dec04 |
040910 |
23.80 |
24.00 |
22.90 |
23.36 |
-0.33 |
10,957 |
61,335 |
-1,089 |
| Jan05 |
040910 |
23.75 |
23.92 |
22.90 |
23.30 |
-0.30 |
1,214 |
11,240 |
+241 |
| Mar05 |
040910 |
23.75 |
23.85 |
23.00 |
23.25 |
-0.34 |
1,366 |
11,797 |
+62 |
| May05 |
040910 |
23.58 |
23.70 |
22.70 |
23.10 |
-0.38 |
525 |
7,880 |
+185 |
| Jul05 |
040910 |
23.50 |
23.53 |
22.95 |
23.00 |
-0.39 |
593 |
7,194 |
+140 |
| Aug05 |
040910 |
23.00 |
23.00 |
22.88 |
22.88 |
-0.37 |
11 |
3,156 |
-25 |
| Total Volume and Open Interest |
19,973 |
132,175 |
-969 |
| Canola(WCE) |
| Sep04 |
040910 |
349.2 |
349.2 |
349.2 |
349.2 |
unch |
25 |
388 |
+25 |
| Nov04 |
040910 |
347.0 |
347.0 |
334.0 |
336.9 |
-6.4 |
3,401 |
37,623 |
-706 |
| Jan05 |
040910 |
349.5 |
349.7 |
340.0 |
341.7 |
-6.4 |
675 |
5,221 |
+69 |
| Mar05 |
040910 |
348.0 |
348.0 |
345.0 |
345.0 |
-6.8 |
3 |
3,811 |
+3 |
| May05 |
040910 |
348.0 |
348.0 |
348.0 |
348.0 |
-9.0 |
3 |
321 |
+3 |
| Total Volume and Open Interest |
4,107 |
49,047 |
-647 |
| Corn(CBOT) |
| Sep04 |
040910 |
215.50 |
215.75 |
210.00 |
210.75 |
-6.75 |
3,011 |
2,697 |
-1,596 |
| Dec04 |
040910 |
224.00 |
224.25 |
220.75 |
222.25 |
-4.25 |
33,260 |
354,190 |
-5,680 |
| Mar05 |
040910 |
233.25 |
233.50 |
229.75 |
231.25 |
-4.00 |
6,701 |
83,380 |
+1,481 |
| May05 |
040910 |
239.50 |
239.50 |
236.00 |
237.50 |
-4.00 |
749 |
29,131 |
+49 |
| Jul05 |
040910 |
243.75 |
244.00 |
241.00 |
242.25 |
-4.25 |
1,537 |
32,071 |
+490 |
| Sep05 |
040910 |
247.50 |
247.50 |
246.00 |
246.50 |
-3.25 |
290 |
7,063 |
+105 |
| Total Volume and Open Interest |
46,254 |
526,179 |
-5,164 |
| Wheat(CBOT) |
| Sep04 |
040910 |
311.50 |
323.00 |
307.00 |
323.00 |
+11.50 |
1,024 |
1,227 |
-546 |
| Dec04 |
040910 |
320.00 |
334.00 |
315.50 |
333.50 |
+13.25 |
14,484 |
127,305 |
-3,351 |
| Mar05 |
040910 |
329.50 |
344.00 |
325.50 |
343.25 |
+13.00 |
2,136 |
20,498 |
+632 |
| May05 |
040910 |
333.00 |
348.00 |
329.50 |
347.50 |
+14.25 |
104 |
3,441 |
-21 |
| Jul05 |
040910 |
334.00 |
348.00 |
330.50 |
347.50 |
+12.00 |
219 |
5,238 |
+91 |
| Total Volume and Open Interest |
17,970 |
157,905 |
-3,194 |
| Wheat(KCBT) |
| Sep04 |
040910 |
330.00 |
340.00 |
329.50 |
340.00 |
+7.50 |
114 |
27 |
-63 |
| Dec04 |
040910 |
338.50 |
357.00 |
335.00 |
356.25 |
+17.25 |
4,058 |
54,318 |
+212 |
| Mar05 |
040910 |
347.00 |
364.00 |
344.00 |
362.00 |
+14.75 |
525 |
9,900 |
+102 |
| May05 |
040910 |
349.25 |
367.00 |
348.75 |
367.00 |
+15.50 |
127 |
2,567 |
-8 |
| Jul05 |
040910 |
351.00 |
365.00 |
350.00 |
365.00 |
+13.00 |
272 |
2,395 |
+70 |
| Total Volume and Open Interest |
5,096 |
69,255 |
+313 |
| Wheat(MGE) |
| Sep04 |
040910 |
356.00 |
372.50 |
356.00 |
372.50 |
+16.50 |
36 |
43 |
-14 |
| Dec04 |
040910 |
363.00 |
385.00 |
361.75 |
383.25 |
+19.25 |
2,992 |
22,418 |
-567 |
| Mar05 |
040910 |
372.00 |
391.50 |
371.50 |
391.50 |
+18.25 |
897 |
5,743 |
+125 |
| May05 |
040910 |
376.50 |
397.00 |
376.50 |
397.00 |
+19.00 |
35 |
1,779 |
+15 |
| Jul05 |
040910 |
379.50 |
394.00 |
379.50 |
391.25 |
+9.25 |
1 |
615 |
+0 |
| Total Volume and Open Interest |
3,966 |
30,715 |
-436 |
| Oats(CBOT) |
| Sep04 |
040910 |
150.00 |
155.00 |
150.00 |
155.00 |
+5.00 |
1 |
50 |
-1 |
| Dec04 |
040910 |
151.50 |
159.50 |
150.00 |
159.50 |
+8.75 |
752 |
5,879 |
-56 |
| Mar05 |
040910 |
158.00 |
166.00 |
157.75 |
165.75 |
+7.75 |
59 |
1,107 |
+1 |
| May05 |
040910 |
168.00 |
168.00 |
168.00 |
168.00 |
+7.00 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
812 |
7,143 |
-56 |
| Rough Rice(CBOT) |
| Sep04 |
040910 |
7.80 |
7.80 |
7.60 |
7.60 |
-0.22 |
1 |
89 |
-1 |
| Nov04 |
040910 |
7.66 |
7.66 |
7.59 |
7.59 |
-0.12 |
104 |
2,648 |
+30 |
| Jan05 |
040910 |
7.80 |
7.80 |
7.78 |
7.78 |
-0.12 |
17 |
675 |
+13 |
| Mar05 |
040910 |
8.02 |
8.02 |
8.00 |
8.00 |
-0.10 |
10 |
432 |
+10 |
| Total Volume and Open Interest |
132 |
3,871 |
+52 |
| Live Cattle(CME) |
| Oct04 |
040910 |
84.600 |
85.600 |
84.600 |
85.025 |
+2.425 |
11,973 |
46,565 |
-3,683 |
| Dec04 |
040910 |
87.700 |
88.500 |
87.500 |
88.100 |
+1.625 |
9,712 |
33,097 |
+3,079 |
| Feb05 |
040910 |
88.100 |
89.100 |
88.100 |
89.000 |
+1.650 |
1,301 |
12,758 |
-12 |
| Apr05 |
040910 |
86.000 |
86.750 |
86.000 |
86.400 |
+1.250 |
337 |
5,261 |
+184 |
| Jun05 |
040910 |
82.500 |
83.300 |
82.500 |
82.900 |
+1.000 |
77 |
3,258 |
+5 |
| Aug05 |
040910 |
82.000 |
83.100 |
82.000 |
82.925 |
+1.125 |
89 |
1,605 |
+45 |
| Total Volume and Open Interest |
23,490 |
102,546 |
-382 |
| Feeder Cattle(CME) |
| Sep04 |
040910 |
111.900 |
112.800 |
111.800 |
112.300 |
+1.750 |
436 |
2,418 |
-137 |
| Oct04 |
040910 |
109.200 |
110.750 |
109.200 |
110.325 |
+2.575 |
1,406 |
6,501 |
-293 |
| Nov04 |
040910 |
108.500 |
110.000 |
108.300 |
109.250 |
+2.125 |
525 |
3,336 |
+134 |
| Jan05 |
040910 |
104.250 |
105.900 |
104.250 |
105.100 |
+1.600 |
100 |
1,947 |
+47 |
| Mar05 |
040910 |
100.000 |
101.200 |
100.000 |
101.200 |
+1.725 |
25 |
587 |
+3 |
| Apr05 |
040910 |
100.000 |
100.200 |
99.500 |
100.200 |
+1.600 |
11 |
155 |
+3 |
| May05 |
040910 |
98.600 |
100.000 |
98.600 |
100.000 |
+1.850 |
21 |
119 |
+15 |
| Total Volume and Open Interest |
2,524 |
15,063 |
-228 |
| Lean Hogs(CME) |
| Oct04 |
040910 |
66.250 |
66.575 |
65.800 |
66.050 |
+0.450 |
10,072 |
34,300 |
-2,975 |
| Dec04 |
040910 |
63.800 |
64.200 |
63.500 |
63.925 |
+0.275 |
8,611 |
30,735 |
+1,800 |
| Feb05 |
040910 |
62.650 |
63.400 |
62.650 |
63.300 |
+0.900 |
1,173 |
8,868 |
+121 |
| Apr05 |
040910 |
61.325 |
61.500 |
61.200 |
61.475 |
+0.375 |
155 |
3,254 |
+77 |
| May05 |
040910 |
62.350 |
62.350 |
62.200 |
62.200 |
+0.275 |
13 |
621 |
+7 |
| Jun05 |
040910 |
64.900 |
65.000 |
64.900 |
65.000 |
+0.350 |
100 |
1,310 |
+60 |
| Jul05 |
040910 |
61.450 |
61.600 |
61.400 |
61.500 |
+0.400 |
5 |
305 |
+1 |
| Aug05 |
040910 |
58.600 |
58.600 |
58.500 |
58.500 |
-0.050 |
5 |
56 |
+2 |
| Total Volume and Open Interest |
20,135 |
79,487 |
-906 |
| Pork Bellies(CME) |
| Feb05 |
040910 |
94.000 |
94.800 |
92.850 |
93.700 |
-0.475 |
386 |
1,407 |
+38 |
| Mar05 |
040910 |
94.000 |
94.000 |
93.250 |
93.250 |
-1.550 |
1 |
12 |
+0 |
| May05 |
040910 |
94.000 |
94.000 |
94.000 |
94.000 |
-1.250 |
0 |
4 |
+0 |
| Jul05 |
040910 |
94.000 |
94.000 |
94.000 |
94.000 |
-0.350 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
387 |
1,424 |
+38 |
| Class III Milk(CME) |
| Sep04 |
040910 |
14.60 |
14.62 |
14.60 |
14.62 |
+0.04 |
250 |
5,460 |
+70 |
| Oct04 |
040910 |
13.35 |
13.35 |
13.12 |
13.25 |
-0.05 |
494 |
4,663 |
+164 |
| Nov04 |
040910 |
12.40 |
12.45 |
12.40 |
12.40 |
unch |
73 |
3,053 |
+50 |
| Dec04 |
040910 |
12.21 |
12.21 |
12.15 |
12.15 |
-0.06 |
78 |
2,264 |
+23 |
| Jan05 |
040910 |
12.10 |
12.10 |
12.06 |
12.08 |
-0.12 |
83 |
1,106 |
+36 |
| Total Volume and Open Interest |
1,356 |
22,528 |
+506 |
| Cocoa(NYBOT) |
| Sep04 |
040910 |
1463 |
1465 |
1455 |
1455 |
-17 |
4 |
17 |
-5 |
| Dec04 |
040910 |
1475 |
1493 |
1454 |
1457 |
-17 |
4,953 |
47,068 |
-187 |
| Mar05 |
040910 |
1496 |
1514 |
1475 |
1476 |
-18 |
598 |
15,898 |
-240 |
| May05 |
040910 |
1526 |
1526 |
1486 |
1486 |
-18 |
227 |
10,517 |
+53 |
| Jul05 |
040910 |
1535 |
1535 |
1497 |
1497 |
-18 |
111 |
11,247 |
-103 |
| Sep05 |
040910 |
1514 |
1514 |
1510 |
1510 |
-18 |
109 |
5,451 |
+57 |
| Dec05 |
040910 |
1526 |
1526 |
1526 |
1526 |
-18 |
0 |
7,276 |
+0 |
| Total Volume and Open Interest |
6,039 |
102,091 |
-462 |
| Coffee "C"(NYBOT) |
| Sep04 |
040910 |
70.20 |
70.40 |
70.20 |
70.40 |
+0.20 |
138 |
189 |
+55 |
| Dec04 |
040910 |
74.00 |
74.60 |
73.40 |
74.20 |
+0.20 |
11,704 |
64,226 |
-601 |
| Mar05 |
040910 |
77.00 |
77.50 |
76.50 |
77.20 |
+0.20 |
1,121 |
10,870 |
+156 |
| May05 |
040910 |
78.80 |
79.25 |
78.80 |
79.00 |
+0.20 |
358 |
2,885 |
+297 |
| Jul05 |
040910 |
81.00 |
81.00 |
80.50 |
80.65 |
+0.20 |
21 |
1,645 |
+4 |
| Sep05 |
040910 |
81.90 |
82.10 |
81.90 |
82.10 |
+0.20 |
15 |
501 |
+4 |
| Total Volume and Open Interest |
13,357 |
80,625 |
-85 |
| Orange Juice(NYBOT) |
| Sep04 |
040910 |
81.70 |
82.30 |
81.40 |
81.40 |
-1.45 |
127 |
83 |
-89 |
| Nov04 |
040910 |
83.30 |
84.00 |
81.50 |
82.40 |
-1.00 |
2,501 |
20,553 |
-277 |
| Jan05 |
040910 |
84.95 |
85.40 |
83.60 |
83.95 |
-1.10 |
1,142 |
6,701 |
-162 |
| Mar05 |
040910 |
86.50 |
86.50 |
84.90 |
84.90 |
-1.70 |
245 |
8,143 |
+90 |
| May05 |
040910 |
88.00 |
88.00 |
86.50 |
87.45 |
-2.05 |
125 |
4,103 |
+2 |
| Total Volume and Open Interest |
4,146 |
40,097 |
-434 |
| Sugar #11(NYBOT) |
| Oct04 |
040910 |
7.68 |
7.83 |
7.63 |
7.81 |
+0.06 |
39,851 |
126,059 |
-14,980 |
| Mar05 |
040910 |
8.50 |
8.67 |
8.47 |
8.65 |
+0.07 |
32,581 |
99,045 |
+11,761 |
| May05 |
040910 |
8.44 |
8.63 |
8.42 |
8.61 |
+0.08 |
2,807 |
24,354 |
+339 |
| Jul05 |
040910 |
8.26 |
8.40 |
8.23 |
8.38 |
+0.05 |
682 |
16,066 |
+235 |
| Oct05 |
040910 |
8.15 |
8.24 |
8.14 |
8.24 |
+0.02 |
441 |
18,353 |
+54 |
| Total Volume and Open Interest |
76,373 |
292,313 |
-2,596 |
| London Cocoa(LCE) |
| Sep04 |
040910 |
842 |
847 |
829 |
831 |
-13 |
1,416 |
6,479 |
-474 |
| Dec04 |
040910 |
862 |
873 |
851 |
854 |
-14 |
3,347 |
82,277 |
+33 |
| Mar05 |
040910 |
886 |
892 |
876 |
879 |
-12 |
827 |
31,641 |
-22 |
| May05 |
040910 |
900 |
905 |
893 |
894 |
-11 |
295 |
16,706 |
-119 |
| Jul05 |
040910 |
919 |
919 |
909 |
909 |
-11 |
36 |
13,292 |
-16 |
| Sep05 |
040910 |
939 |
939 |
924 |
925 |
-11 |
1 |
19,353 |
+1 |
| Dec05 |
040910 |
945 |
945 |
934 |
934 |
-11 |
2 |
9,128 |
+1 |
| Total Volume and Open Interest |
5,927 |
181,772 |
-596 |
| London Coffee(LCE) |
| Sep04 |
040910 |
634.00 |
634.00 |
626.00 |
634.00 |
+5.00 |
10 |
4,852 |
-10 |
| Nov04 |
040910 |
659.00 |
664.00 |
651.00 |
660.00 |
+4.00 |
2,090 |
78,723 |
-815 |
| Jan05 |
040910 |
672.00 |
679.00 |
667.00 |
676.00 |
+5.00 |
619 |
32,964 |
-89 |
| Mar05 |
040910 |
692.00 |
694.00 |
690.00 |
691.00 |
+4.00 |
141 |
20,062 |
+116 |
| May05 |
040910 |
707.00 |
707.00 |
699.00 |
706.00 |
+5.00 |
144 |
13,771 |
+4 |
| Jul05 |
040910 |
722.00 |
722.00 |
719.00 |
721.00 |
+5.00 |
21 |
3,839 |
+12 |
| Total Volume and Open Interest |
3,053 |
156,027 |
-809 |
| London Sugar(LCE) |
| Oct04 |
040910 |
238.00 |
239.00 |
234.10 |
236.50 |
-1.50 |
2,738 |
7,473 |
-1,327 |
| Dec04 |
040910 |
248.50 |
254.00 |
246.60 |
253.00 |
+4.50 |
2,900 |
14,326 |
+553 |
| Mar05 |
040910 |
256.50 |
262.20 |
255.10 |
262.00 |
+5.60 |
619 |
14,267 |
-78 |
| May05 |
040910 |
260.10 |
265.50 |
259.50 |
265.50 |
+5.60 |
106 |
7,515 |
-10 |
| Aug05 |
040910 |
254.00 |
260.00 |
254.00 |
260.00 |
+6.10 |
169 |
4,371 |
-7 |
| Total Volume and Open Interest |
6,538 |
52,782 |
-863 |
| Cotton(NYBOT) |
| Oct04 |
040910 |
50.50 |
52.00 |
50.50 |
51.25 |
-1.30 |
564 |
2,540 |
-33 |
| Dec04 |
040910 |
51.00 |
51.81 |
50.20 |
50.72 |
-1.59 |
6,101 |
41,690 |
+24 |
| Mar05 |
040910 |
52.00 |
53.30 |
51.50 |
52.10 |
-1.57 |
883 |
14,428 |
+109 |
| May05 |
040910 |
53.00 |
53.10 |
52.90 |
53.10 |
-1.55 |
61 |
3,458 |
+8 |
| Jul05 |
040910 |
54.00 |
54.20 |
53.95 |
53.95 |
-1.55 |
78 |
4,264 |
-15 |
| Oct05 |
040910 |
55.10 |
55.10 |
55.10 |
55.10 |
-0.65 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
7,694 |
68,295 |
+93 |
| Lumber(CME) |
| Sep04 |
040910 |
423.0 |
429.0 |
422.4 |
427.9 |
+2.9 |
603 |
491 |
-291 |
| Nov04 |
040910 |
383.0 |
388.0 |
380.0 |
382.3 |
-5.4 |
991 |
3,458 |
-107 |
| Jan05 |
040910 |
367.0 |
367.2 |
362.1 |
364.6 |
-4.4 |
122 |
816 |
+32 |
| Mar05 |
040910 |
363.0 |
363.0 |
358.1 |
358.1 |
-6.8 |
12 |
159 |
+2 |
| Total Volume and Open Interest |
1,728 |
4,949 |
-364 |
| Crude Oil(NYM) |
| Oct04 |
040910 |
44.90 |
44.95 |
42.52 |
42.81 |
-1.80 |
132,536 |
157,307 |
-12,533 |
| Nov04 |
040910 |
44.85 |
44.90 |
42.50 |
42.84 |
-1.79 |
87,391 |
124,566 |
+14,509 |
| Dec04 |
040910 |
44.40 |
44.40 |
42.10 |
42.44 |
-1.76 |
38,449 |
86,856 |
+2,615 |
| Jan05 |
040910 |
43.85 |
43.95 |
42.00 |
42.00 |
-1.73 |
9,151 |
34,736 |
+1,434 |
| Feb05 |
040910 |
43.35 |
43.35 |
41.61 |
41.61 |
-1.70 |
3,308 |
21,930 |
-457 |
| Mar05 |
040910 |
42.50 |
42.50 |
40.80 |
41.22 |
-1.67 |
4,985 |
23,126 |
+1,548 |
| Apr05 |
040910 |
40.80 |
40.80 |
40.80 |
40.80 |
-1.66 |
1,618 |
13,418 |
-142 |
| May05 |
040910 |
40.38 |
40.38 |
40.38 |
40.38 |
-1.65 |
1,717 |
13,747 |
-371 |
| Jun05 |
040910 |
41.85 |
41.85 |
39.97 |
39.97 |
-1.64 |
6,463 |
24,168 |
-2,442 |
| Jul05 |
040910 |
39.59 |
39.59 |
39.59 |
39.59 |
-1.61 |
112 |
9,896 |
+4 |
| Aug05 |
040910 |
39.26 |
39.26 |
39.26 |
39.26 |
-1.58 |
10 |
6,841 |
+5 |
| Sep05 |
040910 |
38.98 |
38.98 |
38.98 |
38.98 |
-1.55 |
410 |
9,828 |
-181 |
| Oct05 |
040910 |
38.71 |
38.71 |
38.71 |
38.71 |
-1.52 |
36 |
4,587 |
+5 |
| Nov05 |
040910 |
38.43 |
38.43 |
38.43 |
38.43 |
-1.50 |
26 |
6,124 |
-6 |
| Dec05 |
040910 |
39.30 |
39.30 |
38.17 |
38.17 |
-1.48 |
6,542 |
40,782 |
+350 |
| Jan06 |
040910 |
38.70 |
38.70 |
37.82 |
37.82 |
-1.48 |
80 |
5,867 |
+10 |
| Total Volume and Open Interest |
298,344 |
693,693 |
+4,996 |
| Heating Oil(NYM) |
| Oct04 |
040910 |
123.20 |
123.35 |
115.50 |
116.42 |
-6.38 |
32,025 |
52,865 |
-2,163 |
| Nov04 |
040910 |
124.00 |
124.30 |
116.50 |
117.69 |
-6.06 |
17,557 |
39,463 |
+2,617 |
| Dec04 |
040910 |
124.80 |
124.80 |
118.00 |
118.44 |
-5.96 |
6,779 |
29,346 |
-837 |
| Jan05 |
040910 |
125.10 |
125.40 |
118.00 |
118.79 |
-5.86 |
3,700 |
14,999 |
-360 |
| Feb05 |
040910 |
123.10 |
123.10 |
117.69 |
117.69 |
-5.76 |
1,341 |
16,190 |
+193 |
| Mar05 |
040910 |
118.60 |
118.60 |
114.44 |
114.44 |
-5.66 |
2,248 |
14,710 |
-155 |
| Apr05 |
040910 |
115.70 |
115.70 |
110.00 |
110.14 |
-5.56 |
858 |
4,221 |
+394 |
| May05 |
040910 |
110.70 |
110.70 |
106.00 |
106.19 |
-5.51 |
290 |
3,299 |
+237 |
| Jun05 |
040910 |
103.64 |
103.64 |
103.64 |
103.64 |
-5.46 |
283 |
4,817 |
+79 |
| Jul05 |
040910 |
105.75 |
105.75 |
102.69 |
102.69 |
-5.41 |
608 |
5,422 |
-97 |
| Aug05 |
040910 |
105.90 |
105.90 |
102.74 |
102.74 |
-5.31 |
193 |
573 |
-62 |
| Sep05 |
040910 |
106.30 |
106.30 |
103.19 |
103.19 |
-5.31 |
193 |
1,814 |
+51 |
| Total Volume and Open Interest |
66,736 |
198,536 |
-57 |
| Unleaded Gas(NYM) |
| Oct04 |
040910 |
122.75 |
123.00 |
115.50 |
116.42 |
-6.12 |
30,992 |
47,983 |
-2,854 |
| Nov04 |
040910 |
122.00 |
122.10 |
115.10 |
115.89 |
-5.92 |
12,637 |
31,183 |
+4,610 |
| Dec04 |
040910 |
119.90 |
120.00 |
114.19 |
114.19 |
-5.62 |
2,878 |
17,900 |
+5 |
| Jan05 |
040910 |
120.00 |
120.00 |
114.09 |
114.09 |
-5.47 |
2,037 |
9,491 |
+585 |
| Feb05 |
040910 |
118.10 |
118.10 |
114.59 |
114.59 |
-5.47 |
630 |
6,965 |
-45 |
| Mar05 |
040910 |
115.19 |
115.19 |
115.19 |
115.19 |
-5.37 |
200 |
2,949 |
+80 |
| Apr05 |
040910 |
126.80 |
126.80 |
121.84 |
121.84 |
-5.32 |
199 |
9,071 |
+15 |
| May05 |
040910 |
125.00 |
125.00 |
121.59 |
121.59 |
-5.22 |
0 |
8,723 |
+0 |
| Jun05 |
040910 |
120.54 |
120.54 |
120.54 |
120.54 |
-5.22 |
125 |
2,943 |
-25 |
| Jul05 |
040910 |
118.64 |
118.64 |
118.64 |
118.64 |
-5.17 |
300 |
1,958 |
-50 |
| Aug05 |
040910 |
116.04 |
116.04 |
116.04 |
116.04 |
-5.12 |
575 |
1,250 |
+165 |
| Sep05 |
040910 |
112.94 |
112.94 |
112.94 |
112.94 |
-5.12 |
350 |
300 |
+250 |
| Total Volume and Open Interest |
50,923 |
140,716 |
+2,736 |
| Natural Gas(NYM) |
| Oct04 |
040910 |
4.675 |
4.685 |
4.540 |
4.570 |
-0.088 |
31,370 |
68,520 |
-2,848 |
| Nov04 |
040910 |
5.640 |
5.660 |
5.520 |
5.549 |
-0.068 |
18,568 |
45,666 |
+2,712 |
| Dec04 |
040910 |
6.430 |
6.460 |
6.340 |
6.364 |
-0.013 |
8,189 |
33,936 |
+763 |
| Jan05 |
040910 |
6.860 |
6.870 |
6.764 |
6.764 |
-0.008 |
9,628 |
33,315 |
-67 |
| Feb05 |
040910 |
6.895 |
6.900 |
6.790 |
6.814 |
+0.007 |
2,030 |
20,832 |
+524 |
| Mar05 |
040910 |
6.780 |
6.780 |
6.697 |
6.697 |
+0.010 |
3,710 |
23,282 |
+542 |
| Apr05 |
040910 |
6.130 |
6.160 |
6.090 |
6.097 |
-0.015 |
2,727 |
15,768 |
+423 |
| May05 |
040910 |
6.020 |
6.020 |
5.977 |
5.977 |
-0.012 |
1,210 |
11,764 |
+313 |
| Jun05 |
040910 |
6.050 |
6.050 |
6.000 |
6.000 |
-0.012 |
462 |
10,338 |
+70 |
| Jul05 |
040910 |
6.070 |
6.070 |
6.025 |
6.032 |
-0.012 |
404 |
12,647 |
+36 |
| Aug05 |
040910 |
6.080 |
6.090 |
6.045 |
6.052 |
-0.012 |
707 |
9,510 |
+110 |
| Sep05 |
040910 |
6.080 |
6.080 |
6.044 |
6.044 |
-0.010 |
455 |
9,760 |
+131 |
| Oct05 |
040910 |
6.085 |
6.100 |
6.074 |
6.074 |
-0.010 |
653 |
11,741 |
+85 |
| Nov05 |
040910 |
6.335 |
6.345 |
6.314 |
6.314 |
-0.010 |
46 |
8,019 |
+14 |
| Dec05 |
040910 |
6.550 |
6.550 |
6.534 |
6.534 |
-0.003 |
741 |
9,237 |
+520 |
| Jan06 |
040910 |
6.680 |
6.680 |
6.672 |
6.674 |
+0.002 |
585 |
9,173 |
+226 |
| Total Volume and Open Interest |
83,380 |
406,429 |
+4,688 |
| Brent Crude Oil(IPE) |
| Oct04 |
040910 |
42.10 |
42.60 |
40.00 |
40.20 |
-2.02 |
48,696 |
60,118 |
-1,400 |
| Nov04 |
040910 |
41.80 |
42.18 |
39.65 |
39.79 |
-2.06 |
69,124 |
77,237 |
+6,149 |
| Dec04 |
040910 |
41.42 |
41.77 |
39.36 |
39.54 |
-1.98 |
25,980 |
56,252 |
+3,835 |
| Jan05 |
040910 |
40.95 |
41.30 |
39.00 |
39.14 |
-1.98 |
4,055 |
20,541 |
+1,340 |
| Feb05 |
040910 |
40.60 |
40.82 |
38.75 |
38.75 |
-1.97 |
545 |
8,982 |
-263 |
| Mar05 |
040910 |
40.42 |
40.42 |
38.37 |
38.37 |
-1.97 |
987 |
14,015 |
+14 |
| Apr05 |
040910 |
40.00 |
40.00 |
38.00 |
38.00 |
-1.97 |
84 |
12,387 |
+42 |
| May05 |
040910 |
39.58 |
39.59 |
37.64 |
37.64 |
-1.95 |
0 |
2,143 |
+0 |
| Jun05 |
040910 |
39.00 |
39.17 |
37.28 |
37.28 |
-1.93 |
3,575 |
20,223 |
-2,075 |
| Jul05 |
040910 |
36.95 |
36.95 |
36.95 |
36.95 |
-1.90 |
0 |
1,926 |
+0 |
| Aug05 |
040910 |
36.62 |
36.62 |
36.62 |
36.62 |
-1.88 |
200 |
1,907 |
+0 |
| Sep05 |
040910 |
38.10 |
38.10 |
36.30 |
36.30 |
-1.85 |
156 |
3,672 |
+0 |
| Total Volume and Open Interest |
155,957 |
353,165 |
+8,440 |
| Gas Oil(IPE) |
| Sep04 |
040910 |
396.75 |
400.25 |
394.25 |
394.25 |
unch |
18,060 |
7,597 |
-8,117 |
| Oct04 |
040910 |
391.00 |
397.00 |
384.25 |
385.25 |
-3.50 |
28,162 |
57,357 |
+4,658 |
| Nov04 |
040910 |
385.00 |
389.50 |
379.25 |
380.50 |
-3.75 |
7,250 |
24,560 |
+1,450 |
| Dec04 |
040910 |
380.25 |
381.75 |
374.25 |
374.25 |
-3.25 |
3,840 |
25,308 |
-604 |
| Jan05 |
040910 |
376.00 |
376.00 |
368.00 |
368.00 |
-3.25 |
1,974 |
10,637 |
+681 |
| Feb05 |
040910 |
361.00 |
361.00 |
361.00 |
361.00 |
-4.00 |
135 |
3,213 |
+0 |
| Mar05 |
040910 |
357.00 |
357.00 |
353.25 |
353.25 |
-4.50 |
0 |
4,030 |
+0 |
| Apr05 |
040910 |
349.00 |
349.00 |
345.25 |
345.25 |
-4.75 |
0 |
1,940 |
+0 |
| May05 |
040910 |
339.25 |
339.25 |
339.25 |
339.25 |
-5.25 |
400 |
1,750 |
+400 |
| Jun05 |
040910 |
340.75 |
341.00 |
335.50 |
335.50 |
-5.50 |
267 |
8,770 |
-33 |
| Total Volume and Open Interest |
62,488 |
164,938 |
-855 |
| US Dollar Index(NYBOT) |
| Sep04 |
040910 |
88.57 |
88.90 |
88.14 |
88.37 |
-0.46 |
773 |
6,710 |
-341 |
| Dec04 |
040910 |
88.80 |
89.10 |
88.38 |
88.61 |
-0.47 |
1,240 |
8,444 |
+489 |
| Mar05 |
040910 |
88.80 |
88.80 |
88.80 |
88.80 |
-0.47 |
3 |
2,259 |
+3 |
| Total Volume and Open Interest |
2,017 |
17,425 |
+151 |
| Australian Dollar(CME) |
| Sep04 |
040910 |
69.15 |
69.80 |
69.15 |
69.61 |
+0.82 |
4,525 |
19,179 |
-2,610 |
| Dec04 |
040910 |
68.47 |
69.39 |
68.38 |
69.00 |
+0.82 |
6,178 |
18,185 |
+5,124 |
| Mar05 |
040910 |
68.45 |
68.45 |
68.45 |
68.45 |
+0.82 |
3 |
46 |
+3 |
| Total Volume and Open Interest |
10,706 |
37,480 |
+2,517 |
| British Pound(CME) |
| Sep04 |
040910 |
178.96 |
180.10 |
178.93 |
179.60 |
+1.16 |
6,013 |
45,240 |
-4,487 |
| Dec04 |
040910 |
177.59 |
178.92 |
177.30 |
178.27 |
+1.15 |
6,014 |
36,568 |
+2,757 |
| Mar05 |
040910 |
177.07 |
177.07 |
177.07 |
177.07 |
+1.15 |
4 |
10 |
+4 |
| Total Volume and Open Interest |
12,031 |
81,819 |
-1,726 |
| Canadian Dollar(CME) |
| Sep04 |
040910 |
77.45 |
77.80 |
77.33 |
77.55 |
-0.13 |
9,091 |
31,700 |
-10,709 |
| Dec04 |
040910 |
77.35 |
77.75 |
77.19 |
77.44 |
-0.13 |
10,532 |
81,678 |
+13,964 |
| Mar05 |
040910 |
77.30 |
77.51 |
77.30 |
77.35 |
-0.13 |
44 |
1,134 |
+6 |
| Jun05 |
040910 |
77.26 |
77.26 |
77.26 |
77.26 |
-0.13 |
6 |
700 |
+1 |
| Total Volume and Open Interest |
19,673 |
115,382 |
+3,262 |
| Japanese Yen(CME) |
| Sep04 |
040910 |
90.78 |
91.60 |
90.65 |
91.26 |
+0.19 |
17,841 |
40,777 |
-15,091 |
| Dec04 |
040910 |
91.22 |
92.02 |
91.05 |
91.69 |
+0.19 |
18,521 |
70,040 |
+16,072 |
| Mar05 |
040910 |
92.20 |
92.20 |
92.20 |
92.20 |
+0.19 |
359 |
406 |
+330 |
| Total Volume and Open Interest |
36,721 |
111,227 |
+1,311 |
| Swiss Franc(CME) |
| Sep04 |
040910 |
79.37 |
79.85 |
79.37 |
79.53 |
+0.38 |
6,073 |
23,576 |
-5,011 |
| Dec04 |
040910 |
79.62 |
80.12 |
79.45 |
79.77 |
+0.38 |
4,313 |
22,544 |
+3,594 |
| Mar05 |
040910 |
80.03 |
80.03 |
80.03 |
80.03 |
+0.38 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
10,386 |
46,184 |
-1,417 |
| EuroFX(CME) |
| Sep04 |
040910 |
122.25 |
123.03 |
122.00 |
122.67 |
+0.76 |
18,903 |
117,955 |
-15,463 |
| Dec04 |
040910 |
122.18 |
123.04 |
121.85 |
122.59 |
+0.76 |
21,473 |
61,917 |
+15,161 |
| Mar05 |
040910 |
122.27 |
122.78 |
122.27 |
122.57 |
+0.75 |
23 |
417 |
-10 |
| Total Volume and Open Interest |
40,399 |
180,439 |
-312 |
| Mexican Peso(CME) |
| Sep04 |
040910 |
8625.0 |
8630.0 |
8595.0 |
8595.0 |
-27.0 |
15,468 |
29,258 |
-10,370 |
| Dec04 |
040910 |
8495.0 |
8495.0 |
8460.0 |
8465.0 |
-27.0 |
18,618 |
33,243 |
+11,040 |
| Total Volume and Open Interest |
34,086 |
63,251 |
+670 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040910 |
112~01 |
112~30 |
112~01 |
112~10 |
+0~09 |
41,652 |
90,251 |
-23,541 |
| Dec04 |
040910 |
110~24 |
111~23 |
110~24 |
111~03 |
+0~09 |
351,989 |
486,229 |
-4,603 |
| Mar05 |
040910 |
110~06 |
110~06 |
110~00 |
110~00 |
+0~09 |
75 |
260 |
+9 |
| Total Volume and Open Interest |
393,716 |
576,827 |
-28,135 |
| Municipal Bonds(CBOT) |
| Sep04 |
040910 |
104~00 |
104~00 |
103~24 |
103~27 |
+0~06 |
142 |
2,232 |
+82 |
| Dec04 |
040910 |
102~26 |
103~07 |
102~19 |
102~25 |
+0~03 |
71 |
817 |
+2 |
| Total Volume and Open Interest |
213 |
3,049 |
+84 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040910 |
113~120 |
113~265 |
113~105 |
113~130 |
+0~050 |
73,961 |
151,856 |
-23,203 |
| Dec04 |
040910 |
112~045 |
112~220 |
112~045 |
112~090 |
+0~055 |
938,713 |
1,332,546 |
+30,970 |
| Total Volume and Open Interest |
1,014,136 |
1,487,313 |
+8,807 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040910 |
111~195 |
111~215 |
111~115 |
111~120 |
+0~025 |
23,105 |
0 |
+0 |
| Dec04 |
040910 |
110~200 |
110~290 |
110~190 |
110~195 |
+0~030 |
495,968 |
0 |
+0 |
| Mar05 |
040910 |
109~195 |
109~195 |
109~195 |
109~195 |
+0~050 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
519,073 |
1 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040910 |
106~025 |
106~036 |
106~022 |
106~022 |
+0~001 |
4,808 |
50,029 |
-7,449 |
| Dec04 |
040910 |
105~096 |
105~108 |
105~092 |
105~092 |
unch |
4,879 |
165,590 |
+5,172 |
| Total Volume and Open Interest |
9,687 |
215,619 |
-2,277 |
| Eurodollars(CME) |
| Sep04 |
040910 |
98.120 |
98.130 |
98.118 |
98.128 |
+0.013 |
62,559 |
795,823 |
-28,294 |
| Dec04 |
040910 |
97.760 |
97.805 |
97.750 |
97.790 |
+0.045 |
73,159 |
858,785 |
+4,082 |
| Mar05 |
040910 |
97.505 |
97.575 |
97.505 |
97.535 |
+0.045 |
60,815 |
843,229 |
-7,845 |
| Jun05 |
040910 |
97.275 |
97.345 |
97.270 |
97.285 |
+0.030 |
76,952 |
798,780 |
+9,418 |
| Sep05 |
040910 |
97.025 |
97.095 |
97.015 |
97.015 |
+0.010 |
52,758 |
643,492 |
+2,403 |
| Dec05 |
040910 |
96.755 |
96.840 |
96.730 |
96.735 |
-0.010 |
51,051 |
468,226 |
+1,918 |
| Mar06 |
040910 |
96.545 |
96.620 |
96.505 |
96.515 |
-0.015 |
46,940 |
402,842 |
+1,890 |
| Jun06 |
040910 |
96.345 |
96.420 |
96.305 |
96.315 |
-0.015 |
31,408 |
280,098 |
+5,316 |
| Sep06 |
040910 |
96.190 |
96.220 |
96.130 |
96.140 |
-0.010 |
28,780 |
221,459 |
-98 |
| Dec06 |
040910 |
95.990 |
96.050 |
95.970 |
95.970 |
-0.010 |
24,960 |
164,423 |
+989 |
| Mar07 |
040910 |
95.835 |
95.910 |
95.830 |
95.835 |
unch |
35,273 |
159,784 |
+5,550 |
| Jun07 |
040910 |
95.755 |
95.760 |
95.695 |
95.700 |
+0.005 |
19,073 |
125,000 |
-269 |
| Total Volume and Open Interest |
609,196 |
6,352,538 |
+181 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040910 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
3 |
6,150 |
-2 |
| Dec04 |
040910 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
6,616 |
+145 |
| Mar05 |
040910 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
102 |
7,188 |
+62 |
| Jun05 |
040910 |
99.84 |
99.84 |
99.84 |
99.84 |
+0.01 |
188 |
10,761 |
+130 |
| Sep05 |
040910 |
99.77 |
99.77 |
99.77 |
99.77 |
+0.02 |
525 |
8,001 |
+502 |
| Dec05 |
040910 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.02 |
0 |
4,639 |
+209 |
| Mar06 |
040910 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.03 |
0 |
6,743 |
+722 |
| Jun06 |
040910 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.04 |
0 |
2,296 |
+0 |
| Sep06 |
040910 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.05 |
0 |
1,704 |
+0 |
| Dec06 |
040910 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.02 |
0 |
657 |
+0 |
| Total Volume and Open Interest |
818 |
55,697 |
+1,768 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040910 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
2,473 |
59,374 |
+123 |
| Mar05 |
040910 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
5,588 |
66,912 |
-151 |
| Jun05 |
040910 |
99.84 |
99.85 |
99.84 |
99.84 |
unch |
4,653 |
67,701 |
+2,883 |
| Sep05 |
040910 |
99.76 |
99.78 |
99.76 |
99.77 |
+0.01 |
965 |
42,032 |
+160 |
| Dec05 |
040910 |
99.68 |
99.69 |
99.68 |
99.68 |
+0.01 |
1,018 |
32,037 |
+276 |
| Mar06 |
040910 |
99.58 |
99.58 |
99.57 |
99.57 |
+0.01 |
1,750 |
33,608 |
+1,127 |
| Jun06 |
040910 |
99.43 |
99.47 |
99.43 |
99.46 |
+0.01 |
1,320 |
16,770 |
+148 |
| Sep06 |
040910 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.02 |
0 |
5,041 |
+0 |
| Total Volume and Open Interest |
19,379 |
379,616 |
+4,303 |
| German Euro-Bund(EUREX) |
| Sep04 |
040908 |
115.20 |
115.22 |
115.02 |
115.06 |
+115.06 |
1,134,571 |
15,306 |
+15,306 |
| Dec04 |
040910 |
114.71 |
115.11 |
114.69 |
114.86 |
+0.15 |
1,127,128 |
1,062,103 |
+2,226 |
| Mar05 |
040910 |
114.02 |
114.13 |
114.01 |
114.13 |
+0.12 |
2,247 |
22 |
-3 |
| Total Volume and Open Interest |
1,129,375 |
1,062,125 |
+2,223 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040908 |
111.46 |
111.49 |
111.35 |
111.40 |
+111.40 |
740,435 |
16,963 |
+16,963 |
| Dec04 |
040910 |
110.90 |
111.19 |
110.89 |
111.02 |
+0.12 |
738,572 |
682,593 |
+32,506 |
| Mar05 |
040910 |
110.62 |
110.62 |
110.62 |
110.62 |
+0.14 |
1,606 |
4 |
-223 |
| Total Volume and Open Interest |
740,178 |
682,597 |
+32,283 |
| Long Gilt(LIFFE) |
| Sep04 |
040910 |
107~08 |
107~18 |
107~07 |
107~11 |
+0~04 |
3,291 |
20,357 |
-3,248 |
| Dec04 |
040910 |
107~00 |
107~10 |
106~28 |
107~02 |
+0~05 |
56,975 |
212,782 |
+9,448 |
| Total Volume and Open Interest |
60,266 |
233,139 |
+6,200 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040910 |
95.06 |
95.06 |
95.05 |
95.06 |
unch |
36,252 |
163,022 |
+590 |
| Dec04 |
040910 |
94.95 |
94.97 |
94.93 |
94.96 |
+0.02 |
50,523 |
255,420 |
-4,147 |
| Mar05 |
040910 |
94.89 |
94.92 |
94.87 |
94.92 |
+0.04 |
39,886 |
208,295 |
+7,728 |
| Total Volume and Open Interest |
210,188 |
1,244,747 |
+8,124 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040910 |
97.880 |
97.885 |
97.880 |
97.885 |
unch |
26,712 |
393,808 |
-14,601 |
| Dec04 |
040910 |
97.740 |
97.765 |
97.730 |
97.755 |
+0.025 |
101,809 |
549,396 |
-2,953 |
| Mar05 |
040910 |
97.560 |
97.615 |
97.560 |
97.600 |
+0.045 |
141,178 |
505,038 |
-4,207 |
| Total Volume and Open Interest |
735,131 |
2,947,715 |
+9,271 |
| 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 |
040910 |
94.58 |
94.61 |
94.58 |
94.60 |
+0.01 |
82,356 |
197,979 |
+13,033 |
| Mar05 |
040910 |
94.54 |
94.56 |
94.54 |
94.56 |
+0.02 |
31,495 |
104,665 |
+17,878 |
| Jun05 |
040910 |
94.50 |
94.53 |
94.50 |
94.52 |
+0.01 |
9,534 |
46,902 |
+5,527 |
| Sep05 |
040910 |
94.46 |
94.49 |
94.46 |
94.49 |
+0.02 |
7,820 |
31,289 |
+5,171 |
| Dec05 |
040910 |
94.42 |
94.44 |
94.42 |
94.44 |
+0.02 |
3,707 |
18,570 |
+2,665 |
| Mar06 |
040910 |
94.38 |
94.39 |
94.38 |
94.39 |
+0.02 |
408 |
11,046 |
+16 |
| Jun06 |
040910 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.02 |
921 |
8,910 |
+535 |
| Sep06 |
040910 |
94.30 |
94.31 |
94.30 |
94.31 |
+0.01 |
529 |
3,521 |
+436 |
| Dec06 |
040910 |
94.26 |
94.26 |
94.26 |
94.26 |
unch |
21 |
3,106 |
+21 |
| Total Volume and Open Interest |
152,441 |
959,720 |
+521,433 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040910 |
94.58 |
94.64 |
94.58 |
94.61 |
+0.01 |
58,251 |
237,019 |
+19,366 |
| Dec04 |
040910 |
94.57 |
94.58 |
94.53 |
94.57 |
+0.01 |
11,557 |
29,159 |
+15,058 |
| Total Volume and Open Interest |
280,010 |
513,062 |
+112,162 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040910 |
94.74 |
94.78 |
94.73 |
94.77 |
+0.02 |
195,617 |
467,833 |
+91,366 |
| Dec04 |
040910 |
94.71 |
94.74 |
94.70 |
94.74 |
+0.02 |
25,596 |
45,229 |
+20,796 |
| Total Volume and Open Interest |
221,213 |
513,062 |
+112,162 |
| Gold(CMX) |
| Oct04 |
040910 |
402.0 |
403.5 |
400.0 |
402.3 |
+3.4 |
472 |
21,725 |
-168 |
| Dec04 |
040910 |
403.0 |
404.9 |
401.0 |
403.8 |
+3.4 |
31,273 |
167,851 |
-1,221 |
| Feb05 |
040910 |
405.5 |
406.0 |
405.0 |
405.3 |
+3.4 |
103 |
10,761 |
+28 |
| Apr05 |
040910 |
406.5 |
406.9 |
406.5 |
406.9 |
+3.4 |
82 |
4,302 |
+41 |
| Jun05 |
040910 |
410.0 |
410.0 |
408.7 |
408.7 |
+3.4 |
43 |
12,325 |
+7 |
| Aug05 |
040910 |
410.5 |
410.5 |
410.5 |
410.5 |
+3.4 |
5 |
6,751 |
-5 |
| Oct05 |
040910 |
412.4 |
412.4 |
412.4 |
412.4 |
+3.4 |
0 |
677 |
+0 |
| Dec05 |
040910 |
414.3 |
414.3 |
414.3 |
414.3 |
+3.4 |
2 |
7,135 |
-2 |
| Feb06 |
040910 |
416.5 |
416.5 |
416.5 |
416.5 |
+3.4 |
0 |
844 |
+0 |
| Apr06 |
040910 |
418.7 |
418.7 |
418.7 |
418.7 |
+3.4 |
0 |
486 |
+0 |
| Jun06 |
040910 |
420.9 |
420.9 |
420.9 |
420.9 |
+3.4 |
0 |
8,024 |
+0 |
| Total Volume and Open Interest |
31,980 |
247,918 |
-1,321 |
| Silver(CMX) |
| Sep04 |
040910 |
621.5 |
624.0 |
613.3 |
613.3 |
-2.1 |
62 |
210 |
+1 |
| Dec04 |
040910 |
624.0 |
625.5 |
615.0 |
616.5 |
-2.3 |
14,276 |
66,945 |
-1,078 |
| Mar05 |
040910 |
626.5 |
629.0 |
620.0 |
620.1 |
-2.2 |
98 |
7,081 |
-94 |
| May05 |
040910 |
630.0 |
630.0 |
622.7 |
622.7 |
-2.2 |
0 |
1,573 |
+0 |
| Jul05 |
040910 |
628.5 |
635.0 |
625.4 |
625.4 |
-2.2 |
6 |
1,734 |
+4 |
| Sep05 |
040910 |
627.8 |
627.8 |
627.8 |
627.8 |
-2.2 |
0 |
518 |
+0 |
| Dec05 |
040910 |
636.0 |
636.0 |
631.0 |
631.0 |
-2.2 |
6 |
2,915 |
+4 |
| Total Volume and Open Interest |
14,476 |
82,613 |
-1,144 |
| Platinum(NYM) |
| Oct04 |
040910 |
832.5 |
839.0 |
832.0 |
834.5 |
+8.6 |
1,250 |
5,187 |
-397 |
| Jan05 |
040910 |
822.0 |
832.0 |
822.0 |
827.0 |
+8.1 |
29 |
350 |
+12 |
| Total Volume and Open Interest |
1,279 |
5,537 |
-385 |
| Palladium(NYME) |
| Sep04 |
040910 |
205.25 |
206.35 |
205.25 |
206.35 |
+1.30 |
7 |
198 |
-156 |
| Dec04 |
040910 |
209.00 |
210.00 |
206.60 |
207.80 |
+1.30 |
346 |
8,258 |
-3 |
| Mar05 |
040910 |
209.80 |
209.80 |
209.80 |
209.80 |
+1.30 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
353 |
8,487 |
-159 |
| Copper(CMX) |
| Sep04 |
040910 |
128.50 |
129.00 |
127.90 |
128.10 |
+1.60 |
316 |
3,243 |
-183 |
| Dec04 |
040910 |
128.30 |
129.20 |
127.50 |
128.00 |
+1.60 |
3,660 |
47,985 |
-376 |
| Mar05 |
040910 |
125.00 |
125.00 |
124.10 |
124.10 |
+1.25 |
266 |
5,074 |
+74 |
| May05 |
040910 |
121.85 |
121.85 |
121.40 |
121.40 |
+1.25 |
1 |
893 |
+0 |
| Jul05 |
040910 |
119.40 |
119.40 |
118.70 |
118.70 |
+1.25 |
0 |
1,346 |
+0 |
| Total Volume and Open Interest |
4,591 |
70,082 |
-501 |
| DJIA Index(CBOT) |
| Sep04 |
040910 |
10275 |
10315 |
10235 |
10303 |
+25 |
7,850 |
32,547 |
-2,429 |
| Dec04 |
040910 |
10273 |
10315 |
10230 |
10301 |
+23 |
10,459 |
16,255 |
+5,136 |
| Mar05 |
040910 |
10250 |
10296 |
10250 |
10296 |
+16 |
8 |
12 |
-4 |
| Total Volume and Open Interest |
18,317 |
48,815 |
+2,703 |
| S & P 500(CME) |
| Sep04 |
040910 |
1118.20 |
1125.50 |
1114.00 |
1123.30 |
+5.70 |
120,532 |
324,940 |
-92,941 |
| Dec04 |
040910 |
1119.00 |
1126.10 |
1114.50 |
1123.90 |
+5.80 |
132,220 |
315,085 |
+97,044 |
| Mar05 |
040910 |
1124.90 |
1124.90 |
1124.90 |
1124.90 |
+5.70 |
60 |
9,392 |
-10 |
| Jun05 |
040910 |
1127.20 |
1127.20 |
1127.20 |
1127.20 |
+5.70 |
0 |
548 |
+0 |
| Total Volume and Open Interest |
252,812 |
650,031 |
+4,093 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040910 |
1118.00 |
1125.50 |
1113.75 |
1123.25 |
+5.75 |
230,814 |
504,767 |
-188,160 |
| Dec04 |
040910 |
1118.25 |
1126.25 |
1114.25 |
1124.00 |
+6.00 |
622,370 |
264,485 |
+134,493 |
| Total Volume and Open Interest |
853,184 |
769,252 |
-53,667 |
| NASDAQ 100(CME) |
| Sep04 |
040910 |
1391.50 |
1415.50 |
1387.50 |
1413.50 |
+22.50 |
27,456 |
59,695 |
-8,190 |
| Dec04 |
040910 |
1397.00 |
1420.50 |
1391.00 |
1418.00 |
+22.50 |
30,285 |
35,035 |
+20,704 |
| Mar05 |
040910 |
1423.00 |
1423.00 |
1423.00 |
1423.00 |
+22.50 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
57,741 |
94,733 |
+12,514 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040910 |
1390.0 |
1416.0 |
1386.5 |
1413.5 |
+22.5 |
151,484 |
278,845 |
-12,767 |
| Dec04 |
040910 |
1395.0 |
1420.5 |
1390.0 |
1418.0 |
+22.5 |
359,505 |
120,742 |
+91,586 |
| Total Volume and Open Interest |
510,989 |
399,587 |
+78,819 |
| S & P Midcap 400(CME) |
| Sep04 |
040910 |
586.00 |
590.00 |
586.00 |
589.35 |
+2.70 |
2,561 |
11,062 |
-2,774 |
| Dec04 |
040910 |
588.25 |
590.70 |
584.00 |
590.35 |
+2.75 |
2,623 |
3,803 |
+2,308 |
| Mar05 |
040910 |
590.35 |
590.35 |
590.35 |
590.35 |
+2.75 |
|
|
|
| Total Volume and Open Interest |
5,184 |
14,865 |
-466 |
| Russell 2000(CME) |
| Sep04 |
040910 |
565.75 |
570.25 |
563.25 |
569.80 |
+4.15 |
8,564 |
27,432 |
-4,723 |
| Dec04 |
040910 |
565.50 |
570.50 |
561.50 |
569.40 |
+4.40 |
10,339 |
14,720 |
+7,175 |
| Mar05 |
040910 |
569.85 |
569.85 |
569.85 |
569.85 |
+4.40 |
|
|
|
| Total Volume and Open Interest |
18,903 |
42,152 |
+2,452 |
| Value Line(KCBT) |
| Sep04 |
040910 |
1563.00 |
1572.00 |
1563.00 |
1572.00 |
+11.00 |
4 |
65 |
+3 |
| Total Volume and Open Interest |
9 |
71 |
+3 |
| Nikkei 225(CME) |
| Dec04 |
040910 |
11100 |
11140 |
11045 |
11130 |
+15 |
9,930 |
22,320 |
+6,198 |
| Mar05 |
040910 |
11100 |
11140 |
11100 |
11140 |
+15 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
16,737 |
41,028 |
+3,495 |
| Nikkei 225(SIMEX) |
| Dec04 |
040910 |
11100 |
11100 |
10910 |
11030 |
-90 |
43,270 |
133,689 |
+20,337 |
| Mar05 |
040910 |
11025 |
11025 |
11025 |
11025 |
-95 |
2 |
4 |
+2 |
| Jun05 |
040910 |
10980 |
10980 |
10980 |
10980 |
-95 |
2 |
3 |
+2 |
| Total Volume and Open Interest |
69,481 |
133,696 |
-95,098 |
| CAC 40(MATIF) |
| Sep04 |
040910 |
3664.5 |
3687.0 |
3656.5 |
3682.0 |
+25.0 |
44,329 |
441,308 |
+15,433 |
| Oct04 |
040910 |
3674.5 |
3689.0 |
3668.0 |
3685.0 |
+25.0 |
31 |
1,832 |
+0 |
| Nov04 |
040910 |
3671.0 |
3692.0 |
3671.0 |
3692.0 |
+25.0 |
|
|
|
| Total Volume and Open Interest |
44,394 |
464,028 |
+15,428 |
| DAX Index(EUREX) |
| Sep04 |
040910 |
3862.5 |
3897.5 |
3862.0 |
3890.5 |
+14.5 |
111,523 |
141,552 |
-2,123 |
| Dec04 |
040910 |
3884.5 |
3916.0 |
3880.0 |
3911.0 |
+14.5 |
5,241 |
16,587 |
+3,832 |
| Mar05 |
040910 |
3917.5 |
3938.5 |
3907.0 |
3933.5 |
+14.5 |
827 |
7,575 |
-4 |
| Total Volume and Open Interest |
117,591 |
165,714 |
+1,705 |
| FT-SE 100(LIFFE) |
| Sep04 |
040910 |
4544.00 |
4568.00 |
4542.00 |
4547.50 |
+9.00 |
109,154 |
379,450 |
-26,058 |
| Dec04 |
040910 |
4577.50 |
4600.50 |
4575.00 |
4579.50 |
+8.50 |
43,777 |
140,196 |
+31,623 |
| Mar05 |
040910 |
4586.00 |
4586.00 |
4586.00 |
4586.00 |
+9.00 |
3 |
10,485 |
+0 |
| Total Volume and Open Interest |
152,934 |
536,390 |
+5,565 |
| SPI 200(SFE) |
| Sep04 |
040910 |
3599.0 |
3610.0 |
3594.0 |
3605.0 |
+5.0 |
23,871 |
146,666 |
+3,280 |
| Dec04 |
040910 |
3606.0 |
3618.0 |
3602.0 |
3612.0 |
+4.0 |
13,234 |
37,711 |
+11,336 |
| Mar05 |
040910 |
3625.0 |
3625.0 |
3615.0 |
3621.0 |
+4.0 |
11 |
2,492 |
+7 |
| Total Volume and Open Interest |
37,123 |
191,691 |
+14,500 |
| GSCI(CME) |
| Sep04 |
040910 |
304.60 |
304.60 |
294.20 |
294.30 |
-8.50 |
4,156 |
12,239 |
-4,475 |
| Oct04 |
040910 |
309.20 |
309.20 |
299.90 |
299.90 |
-8.20 |
3,677 |
7,141 |
+4,024 |
| Nov04 |
040910 |
303.00 |
303.00 |
303.00 |
303.00 |
-8.00 |
|
|
|
| Total Volume and Open Interest |
7,833 |
19,380 |
-451 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040910 |
274.75 |
275.00 |
272.50 |
272.50 |
-2.60 |
30 |
221 |
-1 |
| Jan05 |
040910 |
272.50 |
272.50 |
272.50 |
272.50 |
-2.60 |
0 |
206 |
+0 |
| Feb05 |
040910 |
270.50 |
270.50 |
270.50 |
270.50 |
-2.60 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
30 |
531 |
-1 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|