|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue September 14, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep04 |
040914 |
564.00 |
567.00 |
559.75 |
560.00 |
-1.00 |
652 |
568 |
-290 |
| Nov04 |
040914 |
570.00 |
575.00 |
565.00 |
565.50 |
-5.50 |
40,054 |
127,485 |
+947 |
| Jan05 |
040914 |
578.00 |
582.00 |
572.50 |
573.00 |
-6.00 |
4,312 |
19,640 |
+129 |
| Mar05 |
040914 |
585.00 |
589.00 |
579.00 |
579.25 |
-6.75 |
1,509 |
13,598 |
+422 |
| May05 |
040914 |
593.00 |
593.00 |
584.50 |
585.25 |
-5.75 |
430 |
11,400 |
+83 |
| Jul05 |
040914 |
595.00 |
599.00 |
590.00 |
590.25 |
-4.75 |
1,283 |
5,649 |
-385 |
| Aug05 |
040914 |
590.00 |
590.00 |
590.00 |
590.00 |
-3.00 |
35 |
204 |
+12 |
| Total Volume and Open Interest |
48,442 |
182,228 |
+919 |
| Soybean Meal(CBOT) |
| Sep04 |
040914 |
172.00 |
173.50 |
166.00 |
166.00 |
-6.20 |
1,923 |
858 |
-1,027 |
| Oct04 |
040914 |
166.40 |
167.80 |
164.70 |
165.00 |
-1.40 |
4,194 |
22,968 |
+659 |
| Dec04 |
040914 |
168.00 |
169.00 |
166.30 |
167.20 |
-0.60 |
10,603 |
55,381 |
-777 |
| Jan05 |
040914 |
169.50 |
170.50 |
168.00 |
168.60 |
-0.60 |
2,551 |
11,625 |
-209 |
| Mar05 |
040914 |
172.80 |
173.20 |
171.20 |
171.80 |
-0.60 |
1,773 |
10,186 |
+250 |
| May05 |
040914 |
175.30 |
175.60 |
174.20 |
174.30 |
-1.00 |
704 |
12,879 |
+150 |
| Jul05 |
040914 |
179.00 |
179.00 |
177.50 |
177.80 |
-0.70 |
831 |
11,308 |
-127 |
| Aug05 |
040914 |
179.50 |
179.50 |
177.50 |
178.10 |
unch |
48 |
3,941 |
+40 |
| Total Volume and Open Interest |
22,726 |
135,203 |
-1,027 |
| Soybean Oil(CBOT) |
| Sep04 |
040914 |
24.29 |
24.35 |
23.20 |
23.20 |
-1.09 |
2,401 |
1,300 |
-1,135 |
| Oct04 |
040914 |
23.52 |
23.73 |
22.85 |
22.95 |
-0.56 |
6,846 |
23,200 |
+1,225 |
| Dec04 |
040914 |
23.20 |
23.48 |
22.57 |
22.63 |
-0.52 |
8,618 |
62,226 |
+715 |
| Jan05 |
040914 |
23.17 |
23.35 |
22.60 |
22.62 |
-0.45 |
1,131 |
11,789 |
+245 |
| Mar05 |
040914 |
23.08 |
23.20 |
22.55 |
22.59 |
-0.34 |
832 |
12,695 |
+357 |
| May05 |
040914 |
23.00 |
23.10 |
22.45 |
22.50 |
-0.35 |
297 |
8,257 |
+234 |
| Jul05 |
040914 |
22.95 |
23.10 |
22.45 |
22.45 |
-0.38 |
742 |
7,629 |
+171 |
| Aug05 |
040914 |
22.85 |
22.90 |
22.37 |
22.37 |
-0.31 |
0 |
3,127 |
+0 |
| Total Volume and Open Interest |
20,910 |
134,852 |
+1,795 |
| Canola(WCE) |
| Sep04 |
040914 |
355.0 |
355.0 |
340.0 |
341.0 |
-8.2 |
0 |
388 |
+0 |
| Nov04 |
040914 |
336.3 |
337.5 |
333.5 |
336.0 |
+0.9 |
4,278 |
38,644 |
-337 |
| Jan05 |
040914 |
339.7 |
341.3 |
338.1 |
340.8 |
+1.0 |
293 |
5,557 |
+118 |
| Mar05 |
040914 |
344.6 |
345.5 |
344.6 |
345.5 |
+0.8 |
129 |
3,896 |
+80 |
| May05 |
040914 |
347.5 |
347.5 |
347.5 |
347.5 |
unch |
0 |
321 |
+0 |
| Total Volume and Open Interest |
4,725 |
50,547 |
-114 |
| Corn(CBOT) |
| Sep04 |
040914 |
210.50 |
211.00 |
206.25 |
206.50 |
-3.75 |
1,592 |
1,497 |
-887 |
| Dec04 |
040914 |
219.50 |
221.00 |
217.75 |
218.00 |
-2.50 |
55,580 |
356,916 |
+3,756 |
| Mar05 |
040914 |
228.75 |
230.00 |
227.00 |
227.25 |
-2.25 |
7,613 |
85,992 |
+851 |
| May05 |
040914 |
235.00 |
236.00 |
233.75 |
234.00 |
-1.75 |
1,874 |
30,288 |
+179 |
| Jul05 |
040914 |
240.00 |
241.00 |
238.75 |
239.00 |
-1.75 |
4,156 |
34,779 |
+723 |
| Sep05 |
040914 |
244.50 |
246.50 |
244.00 |
244.00 |
-1.00 |
538 |
7,703 |
+230 |
| Total Volume and Open Interest |
72,625 |
535,338 |
+4,983 |
| Wheat(CBOT) |
| Sep04 |
040914 |
328.00 |
328.00 |
325.75 |
327.25 |
-1.25 |
267 |
390 |
-71 |
| Dec04 |
040914 |
335.50 |
336.50 |
331.25 |
331.75 |
-4.50 |
32,178 |
126,076 |
-2,823 |
| Mar05 |
040914 |
345.00 |
346.25 |
341.75 |
342.50 |
-4.25 |
3,704 |
20,070 |
-610 |
| May05 |
040914 |
347.50 |
349.00 |
346.50 |
346.75 |
-3.75 |
392 |
3,698 |
+224 |
| Jul05 |
040914 |
348.00 |
350.00 |
346.00 |
347.25 |
-2.00 |
667 |
5,385 |
-22 |
| Total Volume and Open Interest |
37,219 |
155,822 |
-3,296 |
| Wheat(KCBT) |
| Sep04 |
040914 |
348.50 |
348.50 |
348.50 |
348.50 |
-5.50 |
9 |
19 |
+0 |
| Dec04 |
040914 |
357.00 |
361.00 |
355.25 |
355.50 |
-3.50 |
13,206 |
52,938 |
-1,086 |
| Mar05 |
040914 |
365.00 |
366.50 |
362.50 |
362.50 |
-3.75 |
1,472 |
10,867 |
+363 |
| May05 |
040914 |
367.00 |
368.00 |
366.00 |
366.00 |
-3.00 |
183 |
2,725 |
+67 |
| Jul05 |
040914 |
367.00 |
369.00 |
366.00 |
368.00 |
-2.00 |
326 |
2,577 |
+128 |
| Total Volume and Open Interest |
15,200 |
69,171 |
-524 |
| Wheat(MGE) |
| Sep04 |
040914 |
380.00 |
380.00 |
380.00 |
380.00 |
-5.00 |
7 |
6 |
-6 |
| Dec04 |
040914 |
383.00 |
387.50 |
382.00 |
383.00 |
unch |
9,869 |
23,704 |
+674 |
| Mar05 |
040914 |
388.50 |
394.50 |
388.50 |
390.75 |
+3.00 |
705 |
6,118 |
+60 |
| May05 |
040914 |
396.00 |
397.00 |
394.50 |
395.50 |
+7.50 |
107 |
1,771 |
-71 |
| Jul05 |
040914 |
393.00 |
393.00 |
391.50 |
391.50 |
+4.50 |
1 |
663 |
+0 |
| Total Volume and Open Interest |
10,734 |
32,418 |
+682 |
| Oats(CBOT) |
| Sep04 |
040914 |
158.00 |
162.00 |
158.00 |
162.00 |
+2.00 |
36 |
29 |
-12 |
| Dec04 |
040914 |
157.50 |
161.00 |
156.00 |
160.75 |
+4.25 |
1,653 |
5,593 |
-106 |
| Mar05 |
040914 |
163.00 |
166.00 |
162.50 |
166.00 |
+3.00 |
82 |
1,130 |
+26 |
| May05 |
040914 |
168.00 |
168.00 |
168.00 |
168.00 |
+3.00 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
1,771 |
6,859 |
-92 |
| Rough Rice(CBOT) |
| Sep04 |
040914 |
7.80 |
7.80 |
7.77 |
7.77 |
+0.03 |
6 |
58 |
-2 |
| Nov04 |
040914 |
7.73 |
7.89 |
7.69 |
7.76 |
+0.03 |
153 |
2,687 |
+38 |
| Jan05 |
040914 |
7.88 |
7.95 |
7.88 |
7.95 |
+0.02 |
17 |
678 |
-3 |
| Mar05 |
040914 |
8.16 |
8.16 |
8.10 |
8.14 |
+0.02 |
5 |
426 |
+0 |
| Total Volume and Open Interest |
191 |
3,876 |
+33 |
| Live Cattle(CME) |
| Oct04 |
040914 |
85.250 |
86.050 |
85.250 |
85.425 |
+0.400 |
11,460 |
37,434 |
-3,662 |
| Dec04 |
040914 |
88.300 |
89.000 |
88.300 |
88.650 |
+0.225 |
10,106 |
41,824 |
+4,613 |
| Feb05 |
040914 |
89.150 |
89.750 |
89.050 |
89.500 |
+0.425 |
1,382 |
13,365 |
+207 |
| Apr05 |
040914 |
86.500 |
87.000 |
86.450 |
86.650 |
+0.200 |
332 |
5,221 |
-33 |
| Jun05 |
040914 |
82.900 |
83.175 |
82.800 |
83.025 |
+0.050 |
245 |
3,469 |
+90 |
| Aug05 |
040914 |
82.700 |
83.000 |
82.700 |
82.900 |
-0.075 |
36 |
1,718 |
+30 |
| Total Volume and Open Interest |
23,576 |
103,125 |
+1,250 |
| Feeder Cattle(CME) |
| Sep04 |
040914 |
113.200 |
113.800 |
113.050 |
113.550 |
+0.550 |
787 |
2,244 |
-94 |
| Oct04 |
040914 |
111.700 |
112.100 |
111.100 |
111.400 |
-0.250 |
2,630 |
6,207 |
+176 |
| Nov04 |
040914 |
110.450 |
110.600 |
109.700 |
110.200 |
-0.125 |
1,084 |
4,507 |
+552 |
| Jan05 |
040914 |
105.700 |
105.850 |
104.900 |
105.250 |
-0.450 |
238 |
2,193 |
+150 |
| Mar05 |
040914 |
101.900 |
101.900 |
101.200 |
101.400 |
-0.400 |
53 |
635 |
+13 |
| Apr05 |
040914 |
100.525 |
100.650 |
100.400 |
100.600 |
-0.200 |
25 |
182 |
+17 |
| May05 |
040914 |
100.225 |
100.300 |
100.000 |
100.200 |
-0.100 |
43 |
190 |
+33 |
| Total Volume and Open Interest |
4,860 |
16,158 |
+847 |
| Lean Hogs(CME) |
| Oct04 |
040914 |
67.700 |
67.875 |
67.350 |
67.700 |
+0.625 |
9,775 |
29,251 |
-1,985 |
| Dec04 |
040914 |
65.200 |
65.675 |
64.950 |
65.475 |
+0.525 |
9,188 |
36,356 |
+3,469 |
| Feb05 |
040914 |
64.250 |
64.650 |
64.050 |
64.550 |
+0.300 |
1,806 |
8,638 |
-369 |
| Apr05 |
040914 |
61.975 |
62.350 |
61.850 |
62.350 |
+0.375 |
142 |
3,258 |
-3 |
| May05 |
040914 |
62.500 |
62.700 |
62.500 |
62.650 |
+0.200 |
8 |
629 |
+5 |
| Jun05 |
040914 |
65.700 |
65.850 |
65.700 |
65.850 |
+0.250 |
40 |
1,320 |
-1 |
| Jul05 |
040914 |
62.250 |
62.375 |
62.250 |
62.375 |
+0.375 |
13 |
317 |
+8 |
| Aug05 |
040914 |
58.600 |
58.600 |
58.600 |
58.600 |
+0.025 |
3 |
57 |
+0 |
| Total Volume and Open Interest |
20,979 |
79,867 |
+1,127 |
| Pork Bellies(CME) |
| Feb05 |
040914 |
93.700 |
95.150 |
93.700 |
94.775 |
+1.250 |
186 |
1,344 |
+8 |
| Mar05 |
040914 |
94.400 |
94.400 |
94.400 |
94.400 |
+1.100 |
2 |
10 |
-1 |
| May05 |
040914 |
94.300 |
94.300 |
94.300 |
94.300 |
+0.250 |
0 |
4 |
+0 |
| Jul05 |
040914 |
94.300 |
94.300 |
94.300 |
94.300 |
+0.250 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
188 |
1,359 |
+7 |
| Class III Milk(CME) |
| Sep04 |
040914 |
14.62 |
14.62 |
14.60 |
14.61 |
-0.01 |
1,181 |
5,611 |
+84 |
| Oct04 |
040914 |
13.20 |
13.30 |
13.12 |
13.13 |
-0.07 |
116 |
4,704 |
+2 |
| Nov04 |
040914 |
12.40 |
12.40 |
12.30 |
12.35 |
-0.05 |
13 |
3,060 |
+5 |
| Dec04 |
040914 |
12.15 |
12.22 |
12.10 |
12.12 |
-0.01 |
29 |
2,268 |
+9 |
| Jan05 |
040914 |
12.05 |
12.05 |
12.00 |
12.00 |
-0.05 |
77 |
1,179 |
+72 |
| Total Volume and Open Interest |
1,671 |
23,026 |
+344 |
| Cocoa(NYBOT) |
| Sep04 |
040914 |
1460 |
1462 |
1460 |
1461 |
+25 |
24 |
25 |
-9 |
| Dec04 |
040914 |
1470 |
1483 |
1458 |
1476 |
+20 |
5,059 |
44,844 |
-804 |
| Mar05 |
040914 |
1490 |
1500 |
1481 |
1496 |
+20 |
759 |
16,099 |
+205 |
| May05 |
040914 |
1502 |
1506 |
1500 |
1506 |
+20 |
42 |
10,569 |
-3 |
| Jul05 |
040914 |
1518 |
1518 |
1518 |
1518 |
+20 |
66 |
11,209 |
-30 |
| Sep05 |
040914 |
1531 |
1531 |
1531 |
1531 |
+20 |
0 |
5,449 |
+0 |
| Dec05 |
040914 |
1547 |
1547 |
1547 |
1547 |
+20 |
25 |
7,288 |
+12 |
| Total Volume and Open Interest |
5,975 |
100,104 |
-629 |
| Coffee "C"(NYBOT) |
| Sep04 |
040914 |
74.00 |
74.00 |
74.00 |
74.00 |
+0.45 |
110 |
120 |
+17 |
| Dec04 |
040914 |
78.00 |
78.30 |
76.40 |
77.80 |
+0.45 |
20,079 |
63,906 |
-303 |
| Mar05 |
040914 |
80.35 |
81.25 |
79.70 |
80.75 |
+0.40 |
1,234 |
11,382 |
+303 |
| May05 |
040914 |
82.10 |
82.75 |
81.60 |
82.55 |
+0.40 |
403 |
2,940 |
+51 |
| Jul05 |
040914 |
83.60 |
84.25 |
83.60 |
84.20 |
+0.40 |
58 |
1,633 |
-14 |
| Sep05 |
040914 |
85.65 |
85.65 |
85.65 |
85.65 |
+0.40 |
34 |
498 |
-3 |
| Total Volume and Open Interest |
22,012 |
80,821 |
+13 |
| Orange Juice(NYBOT) |
| Nov04 |
040914 |
77.00 |
78.00 |
75.90 |
76.80 |
+0.20 |
2,514 |
20,768 |
-4 |
| Jan05 |
040914 |
79.60 |
79.80 |
77.90 |
78.75 |
-0.20 |
299 |
6,811 |
+2 |
| Mar05 |
040914 |
80.85 |
81.10 |
79.25 |
80.40 |
+0.50 |
229 |
8,195 |
-80 |
| May05 |
040914 |
83.00 |
83.00 |
82.25 |
82.70 |
+0.25 |
17 |
4,096 |
+5 |
| Jul05 |
040914 |
84.45 |
84.45 |
84.45 |
84.45 |
+0.50 |
26 |
473 |
+18 |
| Total Volume and Open Interest |
3,085 |
40,495 |
-92 |
| Sugar #11(NYBOT) |
| Oct04 |
040914 |
7.58 |
7.82 |
7.56 |
7.71 |
+0.05 |
45,914 |
93,675 |
-15,172 |
| Mar05 |
040914 |
8.50 |
8.67 |
8.48 |
8.66 |
+0.08 |
35,177 |
124,542 |
+14,577 |
| May05 |
040914 |
8.55 |
8.74 |
8.54 |
8.73 |
+0.12 |
3,769 |
25,694 |
+1,063 |
| Jul05 |
040914 |
8.31 |
8.45 |
8.30 |
8.44 |
+0.06 |
1,593 |
16,541 |
+457 |
| Oct05 |
040914 |
8.15 |
8.24 |
8.15 |
8.24 |
+0.01 |
808 |
19,395 |
+341 |
| Total Volume and Open Interest |
88,085 |
287,982 |
+1,156 |
| London Cocoa(LCE) |
| Sep04 |
040914 |
830 |
840 |
830 |
835 |
+5 |
4,180 |
3,929 |
-2,456 |
| Dec04 |
040914 |
854 |
867 |
850 |
861 |
+7 |
5,721 |
81,093 |
-568 |
| Mar05 |
040914 |
877 |
889 |
875 |
885 |
+8 |
1,225 |
31,775 |
+165 |
| May05 |
040914 |
892 |
904 |
892 |
899 |
+7 |
140 |
16,765 |
+7 |
| Jul05 |
040914 |
910 |
916 |
910 |
913 |
+6 |
105 |
13,310 |
+18 |
| Sep05 |
040914 |
932 |
932 |
929 |
929 |
+5 |
183 |
19,443 |
+83 |
| Dec05 |
040914 |
940 |
940 |
939 |
939 |
+5 |
80 |
9,224 |
+66 |
| Total Volume and Open Interest |
11,714 |
178,423 |
-2,697 |
| London Coffee(LCE) |
| Sep04 |
040914 |
647.00 |
647.00 |
635.00 |
635.00 |
-4.00 |
210 |
4,832 |
+0 |
| Nov04 |
040914 |
671.00 |
675.00 |
661.00 |
662.00 |
-4.00 |
5,542 |
76,548 |
-1,292 |
| Jan05 |
040914 |
686.00 |
689.00 |
676.00 |
677.00 |
-5.00 |
854 |
32,811 |
+14 |
| Mar05 |
040914 |
700.00 |
704.00 |
692.00 |
692.00 |
-5.00 |
343 |
20,099 |
+38 |
| May05 |
040914 |
719.00 |
719.00 |
707.00 |
707.00 |
-5.00 |
110 |
13,885 |
+104 |
| Jul05 |
040914 |
733.00 |
733.00 |
722.00 |
722.00 |
-5.00 |
85 |
4,020 |
+80 |
| Total Volume and Open Interest |
7,144 |
154,011 |
-1,056 |
| London Sugar(LCE) |
| Oct04 |
040914 |
235.00 |
236.30 |
228.50 |
230.50 |
-4.00 |
7,001 |
4,540 |
-2,234 |
| Dec04 |
040914 |
251.00 |
251.00 |
244.60 |
247.00 |
-3.50 |
4,392 |
17,221 |
+1,728 |
| Mar05 |
040914 |
261.10 |
261.10 |
256.00 |
258.40 |
-1.70 |
1,786 |
15,336 |
+322 |
| May05 |
040914 |
261.00 |
263.40 |
260.40 |
263.20 |
unch |
293 |
7,555 |
+37 |
| Aug05 |
040914 |
255.00 |
258.00 |
254.90 |
258.00 |
unch |
352 |
4,450 |
+14 |
| Total Volume and Open Interest |
13,829 |
53,956 |
-133 |
| Cotton(NYBOT) |
| Oct04 |
040914 |
53.02 |
54.00 |
51.40 |
51.45 |
-1.60 |
252 |
2,181 |
-142 |
| Dec04 |
040914 |
52.35 |
53.05 |
50.30 |
50.45 |
-1.94 |
4,667 |
41,516 |
-183 |
| Mar05 |
040914 |
53.90 |
54.20 |
51.80 |
51.80 |
-1.90 |
423 |
14,677 |
-1 |
| May05 |
040914 |
54.95 |
54.95 |
52.75 |
52.75 |
-1.90 |
36 |
3,456 |
-6 |
| Jul05 |
040914 |
55.80 |
56.05 |
53.65 |
53.65 |
-1.90 |
8 |
4,253 |
-3 |
| Oct05 |
040914 |
54.87 |
54.87 |
54.87 |
54.87 |
-1.18 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
5,389 |
67,999 |
-332 |
| Lumber(CME) |
| Sep04 |
040914 |
422.9 |
426.0 |
400.0 |
400.8 |
-24.2 |
166 |
205 |
-66 |
| Nov04 |
040914 |
383.0 |
386.1 |
374.9 |
374.9 |
-10.0 |
714 |
3,663 |
+164 |
| Jan05 |
040914 |
363.0 |
363.9 |
354.4 |
354.4 |
-10.0 |
81 |
858 |
+33 |
| Mar05 |
040914 |
358.5 |
358.5 |
351.5 |
352.1 |
-6.2 |
16 |
162 |
+3 |
| Total Volume and Open Interest |
979 |
4,918 |
+136 |
| Crude Oil(NYM) |
| Oct04 |
040914 |
44.50 |
44.85 |
43.90 |
44.39 |
+0.52 |
94,667 |
123,784 |
-15,911 |
| Nov04 |
040914 |
44.45 |
44.75 |
43.85 |
44.34 |
+0.51 |
68,083 |
146,026 |
+15,416 |
| Dec04 |
040914 |
43.95 |
44.23 |
43.42 |
43.87 |
+0.51 |
21,622 |
90,895 |
+1,109 |
| Jan05 |
040914 |
43.32 |
43.65 |
43.10 |
43.34 |
+0.48 |
4,503 |
37,364 |
-519 |
| Feb05 |
040914 |
42.95 |
43.20 |
42.78 |
42.88 |
+0.46 |
2,352 |
21,957 |
+413 |
| Mar05 |
040914 |
42.40 |
42.73 |
42.10 |
42.42 |
+0.44 |
1,960 |
24,777 |
+202 |
| Apr05 |
040914 |
42.20 |
42.20 |
41.85 |
41.96 |
+0.42 |
882 |
13,533 |
+139 |
| May05 |
040914 |
41.45 |
41.51 |
41.45 |
41.51 |
+0.40 |
526 |
13,335 |
-65 |
| Jun05 |
040914 |
41.30 |
41.30 |
40.90 |
41.07 |
+0.38 |
2,992 |
22,729 |
-1,864 |
| Jul05 |
040914 |
40.66 |
40.66 |
40.66 |
40.66 |
+0.37 |
917 |
10,271 |
+379 |
| Aug05 |
040914 |
40.30 |
40.30 |
40.30 |
40.30 |
+0.36 |
350 |
7,135 |
-2 |
| Sep05 |
040914 |
39.99 |
39.99 |
39.99 |
39.99 |
+0.35 |
580 |
9,275 |
-407 |
| Oct05 |
040914 |
39.70 |
39.70 |
39.70 |
39.70 |
+0.34 |
77 |
4,619 |
+32 |
| Nov05 |
040914 |
39.41 |
39.41 |
39.41 |
39.41 |
+0.33 |
525 |
6,270 |
+140 |
| Dec05 |
040914 |
39.25 |
39.25 |
38.90 |
39.14 |
+0.31 |
8,216 |
42,113 |
+524 |
| Jan06 |
040914 |
38.79 |
38.79 |
38.79 |
38.79 |
+0.31 |
2,356 |
5,297 |
-689 |
| Total Volume and Open Interest |
215,354 |
690,813 |
+234 |
| Heating Oil(NYM) |
| Oct04 |
040914 |
122.80 |
124.10 |
121.10 |
122.76 |
+2.24 |
24,481 |
45,312 |
-3,255 |
| Nov04 |
040914 |
123.80 |
125.00 |
122.20 |
123.65 |
+2.03 |
11,364 |
45,192 |
+3,199 |
| Dec04 |
040914 |
124.50 |
125.30 |
123.10 |
124.15 |
+1.88 |
2,994 |
28,708 |
-136 |
| Jan05 |
040914 |
124.25 |
125.40 |
123.50 |
124.30 |
+1.78 |
1,201 |
14,321 |
-243 |
| Feb05 |
040914 |
123.00 |
124.30 |
122.20 |
123.00 |
+1.68 |
1,360 |
16,237 |
-35 |
| Mar05 |
040914 |
119.80 |
120.35 |
118.90 |
119.35 |
+1.43 |
590 |
14,523 |
+11 |
| Apr05 |
040914 |
115.40 |
115.40 |
113.80 |
114.60 |
+1.18 |
214 |
4,498 |
+3 |
| May05 |
040914 |
111.10 |
111.10 |
110.00 |
110.30 |
+0.98 |
193 |
3,362 |
-20 |
| Jun05 |
040914 |
107.60 |
107.60 |
107.50 |
107.50 |
+0.88 |
238 |
4,437 |
+35 |
| Jul05 |
040914 |
106.20 |
106.50 |
106.20 |
106.45 |
+0.88 |
300 |
5,158 |
-173 |
| Aug05 |
040914 |
106.00 |
106.45 |
106.00 |
106.45 |
+0.88 |
0 |
575 |
+0 |
| Sep05 |
040914 |
107.50 |
107.50 |
106.50 |
106.90 |
+0.88 |
0 |
1,817 |
+0 |
| Total Volume and Open Interest |
43,198 |
194,936 |
-704 |
| Unleaded Gas(NYM) |
| Oct04 |
040914 |
121.30 |
124.90 |
121.20 |
124.01 |
+3.87 |
25,976 |
41,231 |
-2,740 |
| Nov04 |
040914 |
120.80 |
123.15 |
120.60 |
122.59 |
+2.98 |
12,463 |
39,415 |
+3,403 |
| Dec04 |
040914 |
118.70 |
120.50 |
118.00 |
120.09 |
+2.48 |
2,445 |
17,734 |
+1 |
| Jan05 |
040914 |
119.25 |
119.69 |
119.00 |
119.69 |
+2.33 |
514 |
10,164 |
+209 |
| Feb05 |
040914 |
119.50 |
120.09 |
118.90 |
120.09 |
+2.28 |
20 |
7,114 |
+0 |
| Mar05 |
040914 |
119.50 |
120.59 |
119.30 |
120.59 |
+2.23 |
25 |
3,059 |
+10 |
| Apr05 |
040914 |
126.50 |
127.14 |
126.50 |
127.14 |
+2.18 |
10 |
9,523 |
+10 |
| May05 |
040914 |
125.70 |
126.79 |
125.70 |
126.79 |
+2.13 |
0 |
8,988 |
+150 |
| Jun05 |
040914 |
125.25 |
125.59 |
125.25 |
125.59 |
+2.03 |
0 |
3,143 |
+0 |
| Jul05 |
040914 |
123.54 |
123.54 |
123.54 |
123.54 |
+1.98 |
0 |
1,958 |
+0 |
| Aug05 |
040914 |
120.84 |
120.84 |
120.84 |
120.84 |
+1.98 |
0 |
1,150 |
+0 |
| Sep05 |
040914 |
117.50 |
117.69 |
117.50 |
117.69 |
+1.98 |
0 |
365 |
+0 |
| Total Volume and Open Interest |
41,453 |
143,844 |
+1,043 |
| Natural Gas(NYM) |
| Oct04 |
040914 |
4.910 |
5.010 |
4.820 |
4.928 |
+0.078 |
45,266 |
62,193 |
-4,132 |
| Nov04 |
040914 |
5.700 |
5.760 |
5.610 |
5.725 |
+0.018 |
22,413 |
50,951 |
+3,336 |
| Dec04 |
040914 |
6.410 |
6.450 |
6.330 |
6.385 |
-0.087 |
4,696 |
34,480 |
-64 |
| Jan05 |
040914 |
6.800 |
6.810 |
6.650 |
6.720 |
-0.137 |
3,787 |
31,903 |
-731 |
| Feb05 |
040914 |
6.840 |
6.850 |
6.740 |
6.755 |
-0.142 |
1,328 |
21,132 |
-81 |
| Mar05 |
040914 |
6.705 |
6.720 |
6.630 |
6.635 |
-0.140 |
2,986 |
24,251 |
+181 |
| Apr05 |
040914 |
6.080 |
6.100 |
6.030 |
6.055 |
-0.065 |
2,634 |
14,717 |
-1,377 |
| May05 |
040914 |
5.950 |
5.970 |
5.930 |
5.930 |
-0.065 |
705 |
11,927 |
-7 |
| Jun05 |
040914 |
5.990 |
6.018 |
5.950 |
5.956 |
-0.062 |
366 |
10,519 |
+44 |
| Jul05 |
040914 |
6.030 |
6.050 |
5.988 |
5.988 |
-0.062 |
253 |
12,805 |
-36 |
| Aug05 |
040914 |
6.040 |
6.070 |
6.010 |
6.010 |
-0.060 |
150 |
9,760 |
-22 |
| Sep05 |
040914 |
6.010 |
6.050 |
6.000 |
6.000 |
-0.060 |
227 |
9,868 |
-2 |
| Oct05 |
040914 |
6.080 |
6.080 |
6.030 |
6.030 |
-0.060 |
221 |
12,646 |
-69 |
| Nov05 |
040914 |
6.310 |
6.330 |
6.270 |
6.270 |
-0.060 |
201 |
7,159 |
+15 |
| Dec05 |
040914 |
6.540 |
6.550 |
6.490 |
6.490 |
-0.060 |
163 |
9,208 |
-2 |
| Jan06 |
040914 |
6.690 |
6.690 |
6.630 |
6.630 |
-0.060 |
48 |
9,221 |
-29 |
| Total Volume and Open Interest |
85,872 |
406,103 |
-2,851 |
| Brent Crude Oil(IPE) |
| Oct04 |
040914 |
41.50 |
42.02 |
41.20 |
41.73 |
+0.67 |
31,127 |
41,824 |
-7,481 |
| Nov04 |
040914 |
41.20 |
41.57 |
40.75 |
41.18 |
+0.43 |
56,721 |
80,263 |
-2,462 |
| Dec04 |
040914 |
40.77 |
41.13 |
40.40 |
40.75 |
+0.37 |
22,143 |
63,720 |
+4,629 |
| Jan05 |
040914 |
40.44 |
40.60 |
40.17 |
40.30 |
+0.33 |
2,633 |
21,714 |
-40 |
| Feb05 |
040914 |
40.15 |
40.15 |
39.68 |
39.87 |
+0.31 |
2,161 |
11,277 |
+1,052 |
| Mar05 |
040914 |
39.66 |
39.74 |
39.44 |
39.44 |
+0.27 |
735 |
13,240 |
-487 |
| Apr05 |
040914 |
39.20 |
39.30 |
39.00 |
39.02 |
+0.23 |
1,000 |
13,087 |
-50 |
| May05 |
040914 |
38.63 |
38.63 |
38.63 |
38.63 |
+0.20 |
200 |
2,328 |
+150 |
| Jun05 |
040914 |
38.40 |
38.55 |
38.00 |
38.25 |
+0.17 |
1,850 |
20,306 |
-420 |
| Jul05 |
040914 |
37.90 |
37.90 |
37.90 |
37.90 |
+0.17 |
200 |
1,926 |
+0 |
| Aug05 |
040914 |
37.70 |
37.98 |
37.57 |
37.57 |
+0.16 |
0 |
1,907 |
+0 |
| Sep05 |
040914 |
37.24 |
37.24 |
37.24 |
37.24 |
+0.14 |
0 |
3,472 |
-200 |
| Total Volume and Open Interest |
124,295 |
349,794 |
-4,869 |
| Gas Oil(IPE) |
| Oct04 |
040914 |
387.75 |
395.25 |
387.50 |
392.50 |
+7.25 |
16,112 |
58,824 |
-3,366 |
| Nov04 |
040914 |
382.00 |
389.00 |
382.00 |
387.00 |
+7.00 |
9,791 |
30,576 |
+3,889 |
| Dec04 |
040914 |
376.50 |
381.50 |
376.50 |
379.50 |
+5.75 |
3,460 |
25,709 |
-3 |
| Jan05 |
040914 |
368.00 |
374.00 |
368.00 |
372.00 |
+5.50 |
842 |
10,720 |
+7 |
| Feb05 |
040914 |
365.00 |
365.00 |
364.00 |
364.00 |
+4.50 |
200 |
3,313 |
+100 |
| Mar05 |
040914 |
355.25 |
355.25 |
355.25 |
355.25 |
+3.75 |
0 |
4,080 |
+0 |
| Apr05 |
040914 |
346.25 |
346.25 |
346.25 |
346.25 |
+3.00 |
100 |
1,990 |
+0 |
| May05 |
040914 |
340.00 |
340.00 |
340.00 |
340.00 |
+2.50 |
0 |
1,750 |
+0 |
| Jun05 |
040914 |
336.50 |
337.50 |
335.50 |
335.50 |
+2.25 |
983 |
8,698 |
-84 |
| Jul05 |
040914 |
333.50 |
333.50 |
333.50 |
333.50 |
+2.25 |
0 |
850 |
+0 |
| Total Volume and Open Interest |
31,838 |
165,779 |
-332 |
| US Dollar Index(NYBOT) |
| Dec04 |
040914 |
88.82 |
88.90 |
88.44 |
88.72 |
-0.10 |
1,208 |
11,420 |
+514 |
| Mar05 |
040914 |
88.91 |
88.91 |
88.91 |
88.91 |
-0.10 |
0 |
2,259 |
+0 |
| Jun05 |
040914 |
89.10 |
89.10 |
89.10 |
89.10 |
-0.10 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,375 |
19,373 |
+349 |
| Australian Dollar(CME) |
| Dec04 |
040914 |
69.38 |
69.82 |
69.37 |
69.57 |
+0.66 |
706 |
20,069 |
+105 |
| Mar05 |
040914 |
69.05 |
69.05 |
69.02 |
69.02 |
+0.66 |
12 |
58 |
+12 |
| Jun05 |
040914 |
68.52 |
68.52 |
68.52 |
68.52 |
+0.66 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
1,003 |
35,450 |
-826 |
| British Pound(CME) |
| Dec04 |
040914 |
178.27 |
179.05 |
178.27 |
178.41 |
+0.13 |
2,389 |
45,204 |
+325 |
| Mar05 |
040914 |
177.21 |
177.21 |
177.21 |
177.21 |
+0.13 |
0 |
9 |
-2 |
| Jun05 |
040914 |
176.11 |
176.11 |
176.11 |
176.11 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
9,278 |
76,785 |
-6,308 |
| Canadian Dollar(CME) |
| Dec04 |
040914 |
76.73 |
77.35 |
76.72 |
77.23 |
+0.43 |
4,969 |
89,147 |
-2,180 |
| Mar05 |
040914 |
76.74 |
77.25 |
76.74 |
77.13 |
+0.42 |
131 |
1,207 |
+79 |
| Jun05 |
040914 |
76.87 |
77.05 |
76.87 |
77.04 |
+0.42 |
20 |
742 |
+17 |
| Sep05 |
040914 |
76.78 |
76.95 |
76.78 |
76.95 |
+0.42 |
0 |
166 |
+0 |
| Total Volume and Open Interest |
12,272 |
110,244 |
-8,835 |
| Japanese Yen(CME) |
| Dec04 |
040914 |
91.43 |
91.87 |
91.41 |
91.62 |
+0.38 |
8,738 |
78,900 |
-1,039 |
| Mar05 |
040914 |
92.20 |
92.20 |
92.13 |
92.13 |
+0.38 |
0 |
423 |
-240 |
| Jun05 |
040914 |
92.73 |
92.73 |
92.73 |
92.73 |
+0.38 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
10,533 |
111,847 |
-3,850 |
| Swiss Franc(CME) |
| Dec04 |
040914 |
79.53 |
79.95 |
79.52 |
79.66 |
-0.05 |
1,626 |
22,867 |
+208 |
| Mar05 |
040914 |
79.92 |
79.92 |
79.92 |
79.92 |
-0.05 |
2 |
7 |
+2 |
| Jun05 |
040914 |
80.22 |
80.22 |
80.22 |
80.22 |
-0.05 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
4,689 |
44,760 |
-657 |
| EuroFX(CME) |
| Dec04 |
040914 |
122.34 |
122.87 |
122.34 |
122.49 |
-0.02 |
8,403 |
83,384 |
-294 |
| Mar05 |
040914 |
122.73 |
122.78 |
122.47 |
122.47 |
-0.02 |
25 |
699 |
+19 |
| Jun05 |
040914 |
122.49 |
122.49 |
122.49 |
122.49 |
-0.02 |
0 |
140 |
+0 |
| Total Volume and Open Interest |
11,019 |
176,447 |
-5,004 |
| Mexican Peso(CME) |
| Sep04 |
040913 |
8635.0 |
8640.0 |
8635.0 |
8640.0 |
+45.0 |
4,059 |
23,626 |
-5,632 |
| Dec04 |
040914 |
8520.0 |
8530.0 |
8490.0 |
8515.0 |
+3.0 |
3,559 |
37,790 |
+221 |
| Total Volume and Open Interest |
4,336 |
61,865 |
-130 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040914 |
112~22 |
112~30 |
112~09 |
112~27 |
+0~07 |
23,469 |
61,470 |
-9,532 |
| Dec04 |
040914 |
111~17 |
111~26 |
111~02 |
111~20 |
+0~06 |
197,811 |
510,697 |
-10,577 |
| Mar05 |
040914 |
110~16 |
110~17 |
110~06 |
110~17 |
+0~06 |
8 |
271 |
+1 |
| Total Volume and Open Interest |
221,288 |
572,525 |
-20,108 |
| Municipal Bonds(CBOT) |
| Sep04 |
040914 |
104~06 |
104~07 |
103~28 |
104~07 |
+0~03 |
74 |
2,225 |
-17 |
| Dec04 |
040914 |
103~00 |
103~03 |
102~20 |
103~03 |
+0~06 |
90 |
991 |
+40 |
| Total Volume and Open Interest |
164 |
3,216 |
+23 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040914 |
113~205 |
113~280 |
113~150 |
113~250 |
+0~055 |
46,705 |
108,643 |
-15,805 |
| Dec04 |
040914 |
112~175 |
112~250 |
112~095 |
112~205 |
+0~050 |
444,584 |
1,350,079 |
+20,169 |
| Total Volume and Open Interest |
491,630 |
1,461,701 |
+4,431 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040914 |
111~140 |
111~185 |
111~140 |
111~185 |
+0~040 |
14,625 |
0 |
+0 |
| Dec04 |
040914 |
110~260 |
110~275 |
110~185 |
110~265 |
+0~045 |
206,808 |
0 |
+0 |
| Mar05 |
040914 |
109~260 |
109~285 |
109~260 |
109~285 |
+0~065 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
221,433 |
1 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040914 |
106~028 |
106~032 |
106~020 |
106~032 |
+0~008 |
488 |
43,215 |
-4,092 |
| Dec04 |
040914 |
105~097 |
105~102 |
105~088 |
105~101 |
+0~009 |
1,493 |
176,886 |
+3,742 |
| Total Volume and Open Interest |
1,981 |
220,101 |
-350 |
| Eurodollars(CME) |
| Dec04 |
040914 |
97.810 |
97.815 |
97.785 |
97.810 |
+0.020 |
48,316 |
888,267 |
+3,428 |
| Mar05 |
040914 |
97.580 |
97.615 |
97.550 |
97.600 |
+0.045 |
41,154 |
843,231 |
-268 |
| Jun05 |
040914 |
97.345 |
97.375 |
97.300 |
97.365 |
+0.050 |
63,289 |
861,686 |
+17,966 |
| Sep05 |
040914 |
97.085 |
97.110 |
97.030 |
97.095 |
+0.050 |
47,019 |
620,242 |
+31,928 |
| Dec05 |
040914 |
96.800 |
96.810 |
96.740 |
96.805 |
+0.045 |
27,299 |
480,368 |
+4,172 |
| Mar06 |
040914 |
96.565 |
96.575 |
96.515 |
96.565 |
+0.035 |
31,844 |
414,736 |
-5,964 |
| Jun06 |
040914 |
96.365 |
96.370 |
96.305 |
96.360 |
+0.040 |
31,022 |
278,956 |
-7,011 |
| Sep06 |
040914 |
96.190 |
96.200 |
96.140 |
96.190 |
+0.040 |
40,169 |
213,837 |
+4,408 |
| Dec06 |
040914 |
96.025 |
96.030 |
95.975 |
96.030 |
+0.040 |
14,627 |
159,191 |
-3,137 |
| Mar07 |
040914 |
95.895 |
95.900 |
95.845 |
95.900 |
+0.040 |
19,258 |
157,811 |
-4,319 |
| Jun07 |
040914 |
95.765 |
95.770 |
95.715 |
95.770 |
+0.040 |
12,366 |
118,828 |
-2,183 |
| Sep07 |
040914 |
95.620 |
95.650 |
95.590 |
95.650 |
+0.040 |
20,269 |
98,642 |
-369 |
| Total Volume and Open Interest |
477,624 |
5,679,095 |
-671,178 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040913 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
6,271 |
+121 |
| Dec04 |
040914 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
3 |
6,765 |
+37 |
| Mar05 |
040914 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
7,625 |
+252 |
| Jun05 |
040914 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
47 |
10,130 |
-571 |
| Sep05 |
040914 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
281 |
8,735 |
+564 |
| Dec05 |
040914 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
4,396 |
+14 |
| Mar06 |
040914 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
7,742 |
+0 |
| Jun06 |
040914 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
2,296 |
+0 |
| Sep06 |
040914 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
1,704 |
+0 |
| Dec06 |
040914 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
657 |
+0 |
| Total Volume and Open Interest |
331 |
50,992 |
-5,975 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040914 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
2,119 |
59,745 |
-536 |
| Mar05 |
040914 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
4,967 |
68,999 |
+1,904 |
| Jun05 |
040914 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
1,530 |
67,126 |
-654 |
| Sep05 |
040914 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
1,088 |
41,079 |
+430 |
| Dec05 |
040914 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
10 |
32,812 |
-30 |
| Mar06 |
040914 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
10 |
31,884 |
-71 |
| Jun06 |
040914 |
99.46 |
99.47 |
99.46 |
99.46 |
unch |
0 |
15,983 |
-4 |
| Sep06 |
040914 |
99.35 |
99.36 |
99.35 |
99.35 |
unch |
100 |
5,141 |
+100 |
| Total Volume and Open Interest |
9,824 |
335,404 |
-42,218 |
| German Euro-Bund(EUREX) |
| Dec04 |
040914 |
114.83 |
115.22 |
114.80 |
115.00 |
+0.11 |
592,709 |
1,072,171 |
-14,740 |
| Mar05 |
040914 |
114.09 |
114.30 |
114.09 |
114.27 |
+0.13 |
633 |
28 |
-44 |
| Jun05 |
040914 |
113.55 |
113.55 |
113.45 |
113.50 |
-0.39 |
|
|
|
| Total Volume and Open Interest |
593,342 |
1,072,199 |
-14,784 |
| German Euro-Bobl(EUREX) |
| Dec04 |
040914 |
110.95 |
111.26 |
110.92 |
111.08 |
+0.12 |
442,288 |
709,452 |
+10,913 |
| Mar05 |
040914 |
110.68 |
110.68 |
110.68 |
110.68 |
+0.12 |
2,556 |
4 |
+0 |
| Jun05 |
040914 |
110.08 |
110.08 |
110.08 |
110.08 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
444,844 |
709,456 |
+10,913 |
| Long Gilt(LIFFE) |
| Sep04 |
040914 |
107~08 |
107~13 |
107~06 |
107~11 |
+0~04 |
1,128 |
17,987 |
-523 |
| Dec04 |
040914 |
106~31 |
107~07 |
106~29 |
107~02 |
+0~04 |
29,272 |
215,511 |
-1,944 |
| Total Volume and Open Interest |
30,400 |
233,498 |
-2,467 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040914 |
95.05 |
95.06 |
95.05 |
95.06 |
unch |
22,151 |
149,567 |
-7,833 |
| Dec04 |
040914 |
94.95 |
94.97 |
94.94 |
94.96 |
+0.01 |
32,284 |
258,585 |
+1,348 |
| Mar05 |
040914 |
94.89 |
94.93 |
94.88 |
94.91 |
+0.01 |
24,748 |
211,260 |
+2,209 |
| Total Volume and Open Interest |
115,787 |
1,240,410 |
-2,463 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
040914 |
97.730 |
97.745 |
97.725 |
97.735 |
+0.010 |
137,687 |
576,034 |
+29,028 |
| Mar05 |
040914 |
97.560 |
97.590 |
97.550 |
97.565 |
+0.015 |
109,297 |
510,317 |
+1,305 |
| Jun05 |
040914 |
97.375 |
97.425 |
97.360 |
97.385 |
+0.025 |
108,892 |
381,425 |
+8,440 |
| Total Volume and Open Interest |
603,996 |
2,633,242 |
-301,584 |
| 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 |
040914 |
94.62 |
94.62 |
94.60 |
94.61 |
+0.01 |
14,429 |
201,221 |
-7,000 |
| Mar05 |
040914 |
94.57 |
94.59 |
94.57 |
94.58 |
+0.02 |
4,849 |
106,373 |
-6,502 |
| Jun05 |
040914 |
94.55 |
94.55 |
94.54 |
94.55 |
+0.02 |
2,751 |
49,125 |
+2,283 |
| Sep05 |
040914 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.03 |
705 |
27,745 |
+680 |
| Dec05 |
040914 |
94.47 |
94.48 |
94.47 |
94.48 |
+0.04 |
420 |
18,351 |
+470 |
| Mar06 |
040914 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.05 |
0 |
11,008 |
-113 |
| Jun06 |
040914 |
94.39 |
94.40 |
94.39 |
94.40 |
+0.05 |
50 |
8,775 |
+50 |
| Sep06 |
040914 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.05 |
638 |
4,114 |
+688 |
| Dec06 |
040914 |
94.32 |
94.32 |
94.32 |
94.32 |
+0.06 |
50 |
3,080 |
+0 |
| Total Volume and Open Interest |
23,892 |
434,648 |
-9,444 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040914 |
94.66 |
94.68 |
94.65 |
94.66 |
+0.04 |
74,196 |
231,414 |
-43,309 |
| Dec04 |
040914 |
94.61 |
94.62 |
94.61 |
94.61 |
+0.04 |
68,987 |
149,293 |
+80,221 |
| Total Volume and Open Interest |
281,409 |
602,495 |
+42,405 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040914 |
94.80 |
94.82 |
94.80 |
94.82 |
+0.05 |
124,358 |
377,901 |
-80,167 |
| Dec04 |
040914 |
94.78 |
94.80 |
94.78 |
94.80 |
+0.06 |
115,028 |
224,594 |
+122,572 |
| Total Volume and Open Interest |
239,386 |
602,495 |
+42,405 |
| Gold(CMX) |
| Oct04 |
040914 |
403.7 |
407.7 |
403.6 |
406.0 |
+1.5 |
437 |
21,301 |
-65 |
| Dec04 |
040914 |
405.6 |
409.0 |
405.3 |
407.5 |
+1.5 |
38,921 |
168,280 |
+5,737 |
| Feb05 |
040914 |
407.5 |
410.5 |
407.5 |
409.0 |
+1.5 |
302 |
10,773 |
-33 |
| Apr05 |
040914 |
409.0 |
411.7 |
409.0 |
410.6 |
+1.5 |
2 |
4,278 |
+0 |
| Jun05 |
040914 |
411.0 |
413.5 |
411.0 |
412.4 |
+1.5 |
160 |
12,365 |
+49 |
| Aug05 |
040914 |
414.2 |
414.2 |
414.2 |
414.2 |
+1.5 |
225 |
6,976 |
+225 |
| Oct05 |
040914 |
416.1 |
416.1 |
416.1 |
416.1 |
+1.5 |
0 |
677 |
+0 |
| Dec05 |
040914 |
419.0 |
419.0 |
418.0 |
418.0 |
+1.5 |
2 |
7,125 |
-10 |
| Feb06 |
040914 |
420.1 |
420.1 |
420.1 |
420.1 |
+1.4 |
0 |
844 |
+0 |
| Apr06 |
040914 |
422.3 |
422.3 |
422.3 |
422.3 |
+1.4 |
1 |
485 |
-1 |
| Jun06 |
040914 |
425.3 |
425.3 |
424.5 |
424.5 |
+1.4 |
0 |
8,024 |
+0 |
| Total Volume and Open Interest |
40,054 |
248,162 |
+5,904 |
| Silver(CMX) |
| Sep04 |
040914 |
622.0 |
629.0 |
619.9 |
619.9 |
+1.6 |
26 |
146 |
-83 |
| Dec04 |
040914 |
622.5 |
631.0 |
621.0 |
623.0 |
+1.5 |
12,515 |
65,995 |
-539 |
| Mar05 |
040914 |
629.0 |
635.0 |
625.0 |
626.6 |
+1.5 |
55 |
7,125 |
+12 |
| May05 |
040914 |
634.0 |
639.0 |
629.1 |
629.1 |
+1.4 |
0 |
1,573 |
+0 |
| Jul05 |
040914 |
640.0 |
640.0 |
631.8 |
631.8 |
+1.4 |
4 |
1,743 |
+4 |
| Sep05 |
040914 |
638.0 |
638.0 |
634.3 |
634.3 |
+1.5 |
0 |
518 |
+0 |
| Dec05 |
040914 |
642.0 |
642.0 |
637.5 |
637.5 |
+1.5 |
15 |
2,921 |
+3 |
| Total Volume and Open Interest |
12,615 |
81,660 |
-603 |
| Platinum(NYM) |
| Oct04 |
040914 |
843.0 |
849.0 |
842.0 |
848.1 |
+4.3 |
716 |
5,088 |
-15 |
| Jan05 |
040914 |
836.0 |
840.1 |
836.0 |
840.1 |
+3.8 |
13 |
355 |
+7 |
| Total Volume and Open Interest |
729 |
5,443 |
-8 |
| Palladium(NYME) |
| Sep04 |
040914 |
210.80 |
210.80 |
210.80 |
210.80 |
+1.75 |
31 |
223 |
+25 |
| Dec04 |
040914 |
211.50 |
214.00 |
210.00 |
212.30 |
+1.75 |
347 |
8,375 |
+75 |
| Mar05 |
040914 |
214.05 |
214.05 |
214.05 |
214.05 |
+1.50 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
378 |
8,629 |
+100 |
| Copper(CMX) |
| Sep04 |
040914 |
127.20 |
127.90 |
126.50 |
127.80 |
-0.70 |
519 |
2,761 |
-324 |
| Dec04 |
040914 |
127.25 |
128.30 |
126.30 |
128.00 |
-0.50 |
5,143 |
52,600 |
+1,286 |
| Mar05 |
040914 |
123.40 |
124.50 |
123.30 |
124.35 |
-0.40 |
423 |
5,431 |
+161 |
| May05 |
040914 |
121.55 |
121.55 |
121.55 |
121.55 |
-0.15 |
52 |
893 |
-3 |
| Jul05 |
040914 |
118.85 |
118.85 |
118.85 |
118.85 |
-0.15 |
30 |
1,332 |
-19 |
| Total Volume and Open Interest |
6,303 |
74,527 |
+1,045 |
| DJIA Index(CBOT) |
| Sep04 |
040914 |
10320 |
10344 |
10305 |
10330 |
+1 |
6,889 |
26,501 |
-3,164 |
| Dec04 |
040914 |
10320 |
10340 |
10301 |
10327 |
unch |
10,357 |
30,748 |
+7,570 |
| Mar05 |
040914 |
10322 |
10322 |
10322 |
10322 |
unch |
1 |
12 |
+0 |
| Total Volume and Open Interest |
17,247 |
57,262 |
+4,406 |
| S & P 500(CME) |
| Sep04 |
040914 |
1126.30 |
1129.80 |
1125.00 |
1129.40 |
+1.70 |
117,281 |
184,323 |
-67,405 |
| Dec04 |
040914 |
1126.50 |
1130.40 |
1125.20 |
1130.00 |
+1.70 |
137,658 |
490,142 |
+102,138 |
| Mar05 |
040914 |
1130.50 |
1131.00 |
1130.50 |
1131.00 |
+1.70 |
152 |
9,457 |
+82 |
| Jun05 |
040914 |
1133.30 |
1133.30 |
1133.30 |
1133.30 |
+1.70 |
0 |
548 |
+0 |
| Total Volume and Open Interest |
255,095 |
684,540 |
+34,819 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040914 |
1127.50 |
1129.75 |
1124.75 |
1129.50 |
+1.75 |
97,543 |
429,962 |
-33,740 |
| Dec04 |
040914 |
1128.00 |
1130.50 |
1125.25 |
1130.00 |
+1.75 |
643,021 |
411,083 |
+75,107 |
| Total Volume and Open Interest |
740,564 |
841,045 |
+41,367 |
| NASDAQ 100(CME) |
| Sep04 |
040914 |
1426.00 |
1435.50 |
1423.50 |
1433.50 |
+2.00 |
13,407 |
54,611 |
-2,940 |
| Dec04 |
040914 |
1431.50 |
1443.00 |
1428.00 |
1438.50 |
+2.00 |
20,125 |
50,259 |
+8,077 |
| Mar05 |
040914 |
1443.50 |
1443.50 |
1443.50 |
1443.50 |
+2.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
33,532 |
104,873 |
+5,137 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040914 |
1431.0 |
1436.5 |
1423.0 |
1433.5 |
+2.0 |
47,010 |
242,450 |
-11,303 |
| Dec04 |
040914 |
1435.5 |
1442.5 |
1428.0 |
1438.5 |
+2.0 |
379,854 |
186,272 |
+25,932 |
| Total Volume and Open Interest |
426,864 |
428,722 |
+14,629 |
| S & P Midcap 400(CME) |
| Sep04 |
040914 |
592.00 |
592.10 |
589.00 |
592.10 |
-0.90 |
3,046 |
7,611 |
-1,548 |
| Dec04 |
040914 |
593.00 |
593.75 |
590.25 |
593.25 |
-0.75 |
3,253 |
8,633 |
+2,695 |
| Mar05 |
040914 |
594.75 |
594.75 |
594.75 |
594.75 |
-0.75 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
6,300 |
16,245 |
+1,148 |
| Russell 2000(CME) |
| Sep04 |
040914 |
573.00 |
573.00 |
567.00 |
572.40 |
-0.85 |
4,260 |
22,169 |
-2,372 |
| Dec04 |
040914 |
572.00 |
573.25 |
567.00 |
572.15 |
-0.85 |
4,598 |
20,699 |
+1,760 |
| Mar05 |
040914 |
572.15 |
572.15 |
572.15 |
572.15 |
-0.85 |
|
|
|
| Total Volume and Open Interest |
8,858 |
42,868 |
-612 |
| Value Line(KCBT) |
| Sep04 |
040914 |
1575.50 |
1580.50 |
1575.50 |
1580.50 |
-1.50 |
2 |
66 |
+0 |
| Total Volume and Open Interest |
2 |
73 |
+0 |
| Nikkei 225(CME) |
| Dec04 |
040914 |
11270 |
11300 |
11255 |
11295 |
+35 |
3,756 |
22,515 |
+197 |
| Mar05 |
040914 |
11305 |
11305 |
11305 |
11305 |
+35 |
2 |
14 |
+0 |
| Total Volume and Open Interest |
3,756 |
22,530 |
+197 |
| Nikkei 225(SIMEX) |
| Dec04 |
040914 |
11270 |
11315 |
11225 |
11270 |
+45 |
20,712 |
138,856 |
+1,154 |
| Mar05 |
040914 |
11265 |
11265 |
11265 |
11265 |
+45 |
0 |
4 |
+0 |
| Jun05 |
040914 |
11220 |
11220 |
11220 |
11220 |
+45 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
20,712 |
138,863 |
+1,154 |
| CAC 40(MATIF) |
| Sep04 |
040914 |
3727.0 |
3727.0 |
3703.5 |
3711.0 |
-14.5 |
44,565 |
426,780 |
+1,334 |
| Oct04 |
040914 |
3720.0 |
3723.0 |
3712.5 |
3714.0 |
-14.5 |
33 |
1,843 |
+9 |
| Nov04 |
040914 |
3721.0 |
3721.0 |
3721.0 |
3721.0 |
-15.0 |
80 |
0 |
+0 |
| Total Volume and Open Interest |
44,732 |
449,613 |
+1,390 |
| DAX Index(EUREX) |
| Sep04 |
040914 |
3954.0 |
3967.0 |
3934.5 |
3957.5 |
unch |
131,935 |
116,166 |
-17,788 |
| Dec04 |
040914 |
3977.5 |
3988.0 |
3956.0 |
3978.5 |
-3.0 |
39,954 |
56,756 |
+25,351 |
| Mar05 |
040914 |
3996.5 |
4009.0 |
3980.0 |
4001.5 |
unch |
3,168 |
7,798 |
+237 |
| Total Volume and Open Interest |
175,057 |
180,720 |
+7,800 |
| FT-SE 100(LIFFE) |
| Sep04 |
040914 |
4558.50 |
4563.50 |
4537.00 |
4546.00 |
-19.00 |
131,786 |
283,912 |
-55,672 |
| Dec04 |
040914 |
4591.00 |
4595.50 |
4569.50 |
4577.50 |
-19.50 |
98,195 |
257,688 |
+67,859 |
| Mar05 |
040914 |
4584.50 |
4584.50 |
4584.50 |
4584.50 |
-19.50 |
0 |
10,485 |
+0 |
| Total Volume and Open Interest |
229,981 |
558,344 |
+12,187 |
| SPI 200(SFE) |
| Sep04 |
040914 |
3625.0 |
3631.0 |
3620.0 |
3630.0 |
+11.0 |
31,372 |
139,035 |
-15,104 |
| Dec04 |
040914 |
3633.0 |
3640.0 |
3629.0 |
3640.0 |
+13.0 |
25,020 |
76,929 |
+23,675 |
| Mar05 |
040914 |
3648.0 |
3648.0 |
3648.0 |
3648.0 |
+12.0 |
1 |
2,491 |
-1 |
| Total Volume and Open Interest |
56,419 |
223,295 |
+8,477 |
| GSCI(CME) |
| Sep04 |
040914 |
305.00 |
306.60 |
304.25 |
304.65 |
+2.35 |
4,020 |
4,654 |
-3,540 |
| Oct04 |
040914 |
309.90 |
310.30 |
308.30 |
308.75 |
+1.75 |
4,124 |
15,229 |
+3,743 |
| Nov04 |
040914 |
310.50 |
310.50 |
310.50 |
310.50 |
+2.00 |
3 |
3 |
+3 |
| Total Volume and Open Interest |
8,147 |
19,886 |
+206 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040914 |
275.50 |
276.00 |
275.05 |
275.05 |
+0.05 |
26 |
220 |
-4 |
| Jan05 |
040914 |
275.50 |
275.50 |
275.05 |
275.05 |
+0.05 |
0 |
206 |
+0 |
| Feb05 |
040914 |
273.05 |
273.05 |
273.05 |
273.05 |
+0.05 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
26 |
530 |
-4 |
|
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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