|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 15, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
040915 |
568.50 |
572.00 |
564.50 |
566.50 |
+1.00 |
27,696 |
126,718 |
-767 |
| Jan05 |
040915 |
576.50 |
579.00 |
572.50 |
574.25 |
+1.25 |
4,549 |
19,972 |
+332 |
| Mar05 |
040915 |
583.50 |
586.00 |
579.00 |
580.50 |
+1.25 |
1,120 |
13,769 |
+171 |
| May05 |
040915 |
590.00 |
591.50 |
584.50 |
586.25 |
+1.00 |
926 |
11,614 |
+214 |
| Jul05 |
040915 |
592.50 |
597.00 |
590.00 |
591.25 |
+1.00 |
869 |
5,706 |
+57 |
| Aug05 |
040915 |
590.00 |
590.00 |
590.00 |
590.00 |
unch |
10 |
209 |
+5 |
| Sep05 |
040915 |
586.00 |
586.00 |
586.00 |
586.00 |
+1.00 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
36,053 |
181,755 |
-473 |
| Soybean Meal(CBOT) |
| Oct04 |
040915 |
166.80 |
167.80 |
165.00 |
165.20 |
+0.20 |
4,069 |
22,507 |
-461 |
| Dec04 |
040915 |
168.70 |
169.80 |
167.00 |
167.20 |
unch |
8,108 |
54,306 |
-1,075 |
| Jan05 |
040915 |
170.40 |
171.00 |
168.30 |
168.40 |
-0.20 |
2,336 |
12,030 |
+405 |
| Mar05 |
040915 |
173.50 |
174.00 |
171.30 |
171.40 |
-0.40 |
1,156 |
10,478 |
+292 |
| May05 |
040915 |
176.00 |
176.50 |
173.80 |
173.90 |
-0.40 |
737 |
12,884 |
+5 |
| Jul05 |
040915 |
179.50 |
179.80 |
177.00 |
177.00 |
-0.80 |
902 |
11,396 |
+88 |
| Aug05 |
040915 |
179.50 |
179.50 |
177.50 |
177.50 |
-0.60 |
86 |
3,990 |
+49 |
| Sep05 |
040915 |
179.50 |
179.50 |
177.50 |
177.50 |
+0.20 |
68 |
2,642 |
+17 |
| Total Volume and Open Interest |
18,208 |
133,973 |
-1,230 |
| Soybean Oil(CBOT) |
| Oct04 |
040915 |
23.08 |
23.33 |
22.95 |
23.13 |
+0.18 |
6,247 |
22,147 |
-1,053 |
| Dec04 |
040915 |
22.75 |
23.04 |
22.66 |
22.87 |
+0.24 |
13,536 |
61,953 |
-273 |
| Jan05 |
040915 |
22.65 |
22.93 |
22.60 |
22.86 |
+0.24 |
1,024 |
11,884 |
+95 |
| Mar05 |
040915 |
22.65 |
22.90 |
22.55 |
22.80 |
+0.21 |
1,085 |
12,870 |
+175 |
| May05 |
040915 |
22.60 |
22.83 |
22.55 |
22.71 |
+0.21 |
910 |
8,468 |
+211 |
| Jul05 |
040915 |
22.55 |
22.78 |
22.45 |
22.67 |
+0.22 |
917 |
7,695 |
+66 |
| Aug05 |
040915 |
22.51 |
22.70 |
22.50 |
22.65 |
+0.28 |
207 |
3,074 |
-53 |
| Sep05 |
040915 |
22.45 |
22.60 |
22.45 |
22.47 |
+0.17 |
14 |
1,472 |
+11 |
| Total Volume and Open Interest |
24,662 |
132,956 |
-1,896 |
| Canola(WCE) |
| Sep04 |
040914 |
355.0 |
355.0 |
340.0 |
341.0 |
-8.2 |
0 |
388 |
+0 |
| Nov04 |
040915 |
339.0 |
339.8 |
336.4 |
338.3 |
+2.3 |
3,253 |
36,896 |
-1,748 |
| Jan05 |
040915 |
342.9 |
344.0 |
341.0 |
343.1 |
+2.3 |
53 |
5,573 |
+16 |
| Mar05 |
040915 |
347.0 |
347.0 |
346.2 |
346.2 |
+0.7 |
10 |
3,882 |
-14 |
| May05 |
040915 |
349.1 |
349.1 |
349.1 |
349.1 |
+1.6 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
3,531 |
49,016 |
-1,531 |
| Corn(CBOT) |
| Dec04 |
040915 |
218.25 |
220.00 |
217.25 |
218.50 |
+0.50 |
44,154 |
356,683 |
-233 |
| Mar05 |
040915 |
227.75 |
229.50 |
226.75 |
228.50 |
+1.25 |
7,629 |
87,539 |
+1,547 |
| May05 |
040915 |
234.75 |
236.00 |
233.50 |
235.00 |
+1.00 |
3,223 |
30,520 |
+232 |
| Jul05 |
040915 |
239.75 |
240.75 |
238.75 |
240.00 |
+1.00 |
2,087 |
35,533 |
+754 |
| Sep05 |
040915 |
245.00 |
245.00 |
244.25 |
244.75 |
+0.75 |
456 |
7,487 |
-216 |
| Dec05 |
040915 |
251.25 |
251.50 |
250.50 |
251.00 |
+0.25 |
1,133 |
16,927 |
+114 |
| Total Volume and Open Interest |
60,123 |
537,045 |
+1,707 |
| Wheat(CBOT) |
| Dec04 |
040915 |
333.50 |
341.00 |
332.50 |
337.25 |
+5.50 |
18,992 |
124,333 |
-1,743 |
| Mar05 |
040915 |
343.50 |
351.50 |
343.50 |
347.50 |
+5.00 |
2,427 |
19,871 |
-199 |
| May05 |
040915 |
347.50 |
354.50 |
347.50 |
351.50 |
+4.75 |
326 |
3,774 |
+76 |
| Jul05 |
040915 |
347.50 |
355.00 |
347.50 |
351.75 |
+4.50 |
463 |
5,476 |
+91 |
| Sep05 |
040915 |
355.00 |
359.00 |
355.00 |
357.00 |
+4.50 |
25 |
116 |
+24 |
| Total Volume and Open Interest |
22,397 |
153,943 |
-1,879 |
| Wheat(KCBT) |
| Sep04 |
040914 |
348.50 |
348.50 |
348.50 |
348.50 |
-5.50 |
9 |
19 |
+0 |
| Dec04 |
040915 |
355.50 |
364.50 |
355.50 |
361.50 |
+6.00 |
8,582 |
52,149 |
-789 |
| Mar05 |
040915 |
363.50 |
371.00 |
363.50 |
368.25 |
+5.75 |
610 |
10,776 |
-91 |
| May05 |
040915 |
365.00 |
372.00 |
365.00 |
369.00 |
+3.00 |
122 |
2,720 |
-5 |
| Jul05 |
040915 |
367.00 |
370.00 |
367.00 |
369.50 |
+1.50 |
344 |
2,443 |
-134 |
| Total Volume and Open Interest |
9,659 |
68,133 |
-1,038 |
| Wheat(MGE) |
| Sep04 |
040915 |
380.00 |
380.00 |
380.00 |
380.00 |
unch |
4 |
2 |
-4 |
| Dec04 |
040915 |
383.00 |
392.50 |
383.00 |
386.50 |
+3.50 |
6,938 |
24,405 |
+701 |
| Mar05 |
040915 |
391.00 |
399.00 |
390.50 |
393.50 |
+2.75 |
680 |
6,189 |
+71 |
| May05 |
040915 |
397.50 |
400.00 |
394.50 |
394.75 |
-0.75 |
101 |
1,792 |
+21 |
| Jul05 |
040915 |
393.00 |
393.00 |
388.00 |
388.00 |
-3.50 |
86 |
663 |
+0 |
| Total Volume and Open Interest |
7,916 |
33,254 |
+836 |
| Oats(CBOT) |
| Dec04 |
040915 |
161.50 |
169.75 |
161.50 |
169.75 |
+9.00 |
842 |
5,648 |
+55 |
| Mar05 |
040915 |
167.00 |
173.00 |
167.00 |
173.00 |
+7.00 |
24 |
1,127 |
-3 |
| May05 |
040915 |
174.00 |
174.00 |
174.00 |
174.00 |
+6.00 |
0 |
85 |
+0 |
| Jul05 |
040915 |
178.00 |
178.00 |
178.00 |
178.00 |
+5.00 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
905 |
6,894 |
+35 |
| Rough Rice(CBOT) |
| Sep04 |
040915 |
7.70 |
7.70 |
7.55 |
7.55 |
-0.22 |
6 |
52 |
-6 |
| Nov04 |
040915 |
7.70 |
7.78 |
7.42 |
7.45 |
-0.31 |
356 |
2,674 |
-13 |
| Jan05 |
040915 |
7.93 |
7.94 |
7.65 |
7.65 |
-0.30 |
5 |
682 |
+4 |
| Mar05 |
040915 |
7.85 |
7.85 |
7.84 |
7.85 |
-0.29 |
16 |
439 |
+13 |
| Total Volume and Open Interest |
383 |
3,874 |
-2 |
| Live Cattle(CME) |
| Oct04 |
040915 |
85.550 |
85.800 |
84.875 |
85.700 |
+0.275 |
13,367 |
33,938 |
-3,496 |
| Dec04 |
040915 |
88.600 |
88.900 |
88.000 |
88.825 |
+0.175 |
10,595 |
46,176 |
+4,352 |
| Feb05 |
040915 |
89.400 |
89.650 |
88.900 |
89.600 |
+0.100 |
1,778 |
13,336 |
-29 |
| Apr05 |
040915 |
86.750 |
86.950 |
86.350 |
86.925 |
+0.275 |
605 |
5,193 |
-28 |
| Jun05 |
040915 |
82.600 |
83.400 |
82.450 |
83.300 |
+0.275 |
296 |
3,550 |
+81 |
| Aug05 |
040915 |
82.550 |
83.075 |
82.400 |
83.025 |
+0.125 |
87 |
1,780 |
+62 |
| Total Volume and Open Interest |
26,749 |
104,074 |
+949 |
| Feeder Cattle(CME) |
| Sep04 |
040915 |
113.775 |
114.000 |
113.150 |
113.975 |
+0.425 |
397 |
2,196 |
-48 |
| Oct04 |
040915 |
111.650 |
111.675 |
110.600 |
111.475 |
+0.075 |
1,664 |
6,345 |
+138 |
| Nov04 |
040915 |
110.300 |
110.350 |
109.100 |
110.000 |
-0.200 |
895 |
4,884 |
+377 |
| Jan05 |
040915 |
105.025 |
105.250 |
104.300 |
105.225 |
-0.025 |
324 |
2,363 |
+170 |
| Mar05 |
040915 |
101.000 |
101.400 |
100.600 |
101.400 |
unch |
62 |
641 |
+6 |
| Apr05 |
040915 |
100.500 |
100.500 |
100.500 |
100.500 |
-0.100 |
18 |
197 |
+15 |
| May05 |
040915 |
99.300 |
100.150 |
99.300 |
100.150 |
-0.050 |
14 |
196 |
+6 |
| Total Volume and Open Interest |
3,374 |
16,822 |
+664 |
| Lean Hogs(CME) |
| Oct04 |
040915 |
67.950 |
68.700 |
67.500 |
68.650 |
+0.950 |
8,949 |
27,378 |
-1,873 |
| Dec04 |
040915 |
65.650 |
66.650 |
65.050 |
66.575 |
+1.100 |
8,234 |
38,010 |
+1,654 |
| Feb05 |
040915 |
64.550 |
65.000 |
63.900 |
64.900 |
+0.350 |
1,221 |
8,912 |
+274 |
| Apr05 |
040915 |
62.450 |
63.000 |
61.900 |
62.925 |
+0.575 |
183 |
3,286 |
+28 |
| May05 |
040915 |
62.650 |
62.950 |
62.550 |
62.900 |
+0.250 |
13 |
636 |
+7 |
| Jun05 |
040915 |
65.850 |
66.500 |
65.350 |
66.500 |
+0.650 |
65 |
1,359 |
+39 |
| Jul05 |
040915 |
62.400 |
62.825 |
62.350 |
62.800 |
+0.425 |
20 |
323 |
+6 |
| Aug05 |
040915 |
58.600 |
58.750 |
58.600 |
58.750 |
+0.150 |
19 |
74 |
+17 |
| Total Volume and Open Interest |
18,715 |
80,020 |
+153 |
| Pork Bellies(CME) |
| Feb05 |
040915 |
94.600 |
95.250 |
93.925 |
94.725 |
-0.050 |
243 |
1,358 |
+14 |
| Mar05 |
040915 |
94.850 |
94.850 |
94.850 |
94.850 |
+0.450 |
0 |
10 |
+0 |
| May05 |
040915 |
94.375 |
94.375 |
94.375 |
94.375 |
+0.075 |
0 |
4 |
+0 |
| Jul05 |
040915 |
94.375 |
94.375 |
94.375 |
94.375 |
+0.075 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
243 |
1,373 |
+14 |
| Class III Milk(CME) |
| Sep04 |
040915 |
14.61 |
14.63 |
14.60 |
14.63 |
+0.02 |
57 |
5,555 |
-56 |
| Oct04 |
040915 |
13.17 |
13.65 |
13.11 |
13.65 |
+0.52 |
1,453 |
4,784 |
+80 |
| Nov04 |
040915 |
12.31 |
12.70 |
12.31 |
12.70 |
+0.35 |
10 |
3,054 |
-6 |
| Dec04 |
040915 |
12.10 |
12.25 |
12.10 |
12.25 |
+0.13 |
17 |
2,270 |
+2 |
| Jan05 |
040915 |
11.96 |
12.00 |
11.96 |
12.00 |
unch |
9 |
1,180 |
+1 |
| Total Volume and Open Interest |
1,669 |
23,098 |
+72 |
| Cocoa(NYBOT) |
| Sep04 |
040915 |
1460 |
1460 |
1460 |
1460 |
-1 |
3 |
2 |
-23 |
| Dec04 |
040915 |
1486 |
1495 |
1459 |
1482 |
+6 |
3,761 |
44,336 |
-508 |
| Mar05 |
040915 |
1506 |
1513 |
1481 |
1500 |
+4 |
395 |
16,039 |
-60 |
| May05 |
040915 |
1495 |
1517 |
1495 |
1511 |
+5 |
46 |
10,590 |
+21 |
| Jul05 |
040915 |
1525 |
1525 |
1522 |
1522 |
+4 |
0 |
11,209 |
+0 |
| Sep05 |
040915 |
1525 |
1535 |
1525 |
1535 |
+4 |
0 |
5,449 |
+0 |
| Dec05 |
040915 |
1551 |
1551 |
1551 |
1551 |
+4 |
0 |
7,288 |
+0 |
| Total Volume and Open Interest |
4,205 |
99,534 |
-570 |
| Coffee "C"(NYBOT) |
| Sep04 |
040915 |
73.50 |
73.50 |
73.30 |
73.30 |
-0.70 |
2 |
82 |
-38 |
| Dec04 |
040915 |
77.25 |
77.70 |
76.70 |
77.05 |
-0.75 |
16,847 |
65,215 |
+1,309 |
| Mar05 |
040915 |
80.25 |
80.50 |
79.60 |
80.00 |
-0.75 |
1,795 |
11,527 |
+145 |
| May05 |
040915 |
82.00 |
82.25 |
81.70 |
81.85 |
-0.70 |
197 |
3,021 |
+81 |
| Jul05 |
040915 |
83.75 |
84.00 |
83.30 |
83.50 |
-0.70 |
23 |
1,631 |
-2 |
| Sep05 |
040915 |
85.10 |
85.35 |
84.95 |
84.95 |
-0.70 |
9 |
496 |
-2 |
| Total Volume and Open Interest |
18,891 |
82,325 |
+1,504 |
| Orange Juice(NYBOT) |
| Nov04 |
040915 |
77.70 |
77.90 |
76.25 |
77.80 |
+1.00 |
1,312 |
20,524 |
-244 |
| Jan05 |
040915 |
79.05 |
79.75 |
78.50 |
79.65 |
+0.90 |
302 |
6,715 |
-96 |
| Mar05 |
040915 |
81.10 |
81.50 |
80.40 |
81.50 |
+1.10 |
152 |
8,191 |
-4 |
| May05 |
040915 |
83.20 |
83.55 |
82.60 |
83.55 |
+0.85 |
29 |
4,108 |
+12 |
| Jul05 |
040915 |
85.30 |
85.30 |
85.30 |
85.30 |
+0.85 |
0 |
473 |
+0 |
| Total Volume and Open Interest |
1,799 |
40,163 |
-332 |
| Sugar #11(NYBOT) |
| Oct04 |
040915 |
7.64 |
7.77 |
7.62 |
7.75 |
+0.04 |
39,930 |
78,742 |
-14,933 |
| Mar05 |
040915 |
8.62 |
8.67 |
8.55 |
8.65 |
-0.01 |
34,165 |
140,335 |
+15,793 |
| May05 |
040915 |
8.70 |
8.73 |
8.64 |
8.72 |
-0.01 |
4,546 |
26,658 |
+964 |
| Jul05 |
040915 |
8.41 |
8.45 |
8.37 |
8.45 |
+0.01 |
1,052 |
16,453 |
-88 |
| Oct05 |
040915 |
8.20 |
8.25 |
8.16 |
8.24 |
unch |
211 |
19,442 |
+47 |
| Total Volume and Open Interest |
80,416 |
290,238 |
+2,256 |
| London Cocoa(LCE) |
| Sep04 |
040915 |
841 |
850 |
837 |
842 |
+7 |
666 |
3,324 |
-605 |
| Dec04 |
040915 |
865 |
877 |
857 |
874 |
+13 |
2,523 |
80,655 |
-438 |
| Mar05 |
040915 |
892 |
901 |
884 |
897 |
+12 |
920 |
31,939 |
+164 |
| May05 |
040915 |
906 |
914 |
899 |
911 |
+12 |
159 |
16,725 |
-40 |
| Jul05 |
040915 |
926 |
926 |
910 |
925 |
+12 |
12 |
13,314 |
+4 |
| Sep05 |
040915 |
943 |
943 |
941 |
941 |
+12 |
2 |
19,443 |
+0 |
| Dec05 |
040915 |
948 |
951 |
948 |
951 |
+12 |
2 |
9,224 |
+0 |
| Total Volume and Open Interest |
4,284 |
177,508 |
-915 |
| London Coffee(LCE) |
| Sep04 |
040915 |
627.00 |
627.00 |
623.00 |
623.00 |
-12.00 |
558 |
4,837 |
+5 |
| Nov04 |
040915 |
665.00 |
667.00 |
648.00 |
650.00 |
-12.00 |
4,964 |
75,854 |
-694 |
| Jan05 |
040915 |
680.00 |
683.00 |
665.00 |
666.00 |
-11.00 |
629 |
32,916 |
+105 |
| Mar05 |
040915 |
695.00 |
696.00 |
680.00 |
682.00 |
-10.00 |
186 |
20,102 |
+3 |
| May05 |
040915 |
709.00 |
711.00 |
696.00 |
696.00 |
-11.00 |
36 |
13,889 |
+4 |
| Jul05 |
040915 |
726.00 |
726.00 |
711.00 |
711.00 |
-11.00 |
5 |
4,025 |
+5 |
| Total Volume and Open Interest |
6,378 |
153,439 |
-572 |
| London Sugar(LCE) |
| Oct04 |
040915 |
230.50 |
230.50 |
220.00 |
226.80 |
-3.70 |
3,846 |
2,040 |
-2,500 |
| Dec04 |
040915 |
246.60 |
247.50 |
243.10 |
245.00 |
-2.00 |
4,445 |
16,332 |
-889 |
| Mar05 |
040915 |
257.10 |
258.50 |
255.50 |
257.00 |
-1.40 |
822 |
15,502 |
+166 |
| May05 |
040915 |
262.00 |
263.70 |
260.10 |
262.00 |
-1.20 |
329 |
7,535 |
-20 |
| Aug05 |
040915 |
256.70 |
258.70 |
256.30 |
257.00 |
-1.00 |
568 |
4,577 |
+127 |
| Total Volume and Open Interest |
10,160 |
50,857 |
-3,099 |
| Cotton(NYBOT) |
| Oct04 |
040915 |
51.40 |
52.70 |
51.20 |
51.75 |
+0.30 |
271 |
2,091 |
-90 |
| Dec04 |
040915 |
50.10 |
51.50 |
50.05 |
50.19 |
-0.26 |
7,435 |
40,973 |
-543 |
| Mar05 |
040915 |
51.90 |
52.60 |
51.50 |
51.54 |
-0.26 |
791 |
14,863 |
+186 |
| May05 |
040915 |
52.75 |
53.25 |
52.45 |
52.45 |
-0.30 |
90 |
3,465 |
+9 |
| Jul05 |
040915 |
53.65 |
54.15 |
53.50 |
53.50 |
-0.15 |
271 |
4,206 |
-47 |
| Oct05 |
040915 |
54.10 |
54.10 |
54.10 |
54.10 |
-0.77 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
8,886 |
67,519 |
-480 |
| Lumber(CME) |
| Sep04 |
040915 |
403.5 |
403.5 |
392.1 |
393.5 |
-7.3 |
207 |
102 |
-103 |
| Nov04 |
040915 |
365.1 |
369.8 |
365.1 |
366.5 |
-8.4 |
662 |
3,663 |
+0 |
| Jan05 |
040915 |
351.9 |
353.0 |
349.2 |
352.3 |
-2.1 |
148 |
846 |
-12 |
| Mar05 |
040915 |
350.0 |
352.8 |
350.0 |
352.8 |
+0.7 |
13 |
165 |
+3 |
| Total Volume and Open Interest |
1,038 |
4,814 |
-104 |
| Crude Oil(NYM) |
| Oct04 |
040915 |
44.35 |
45.30 |
43.40 |
43.58 |
-0.81 |
112,719 |
94,703 |
-29,081 |
| Nov04 |
040915 |
44.28 |
45.20 |
43.30 |
43.51 |
-0.83 |
91,377 |
162,488 |
+16,462 |
| Dec04 |
040915 |
43.80 |
44.75 |
42.90 |
43.10 |
-0.77 |
24,221 |
92,908 |
+2,013 |
| Jan05 |
040915 |
43.25 |
44.10 |
42.40 |
42.60 |
-0.74 |
8,217 |
37,873 |
+509 |
| Feb05 |
040915 |
43.27 |
43.40 |
42.15 |
42.15 |
-0.73 |
3,442 |
22,925 |
+968 |
| Mar05 |
040915 |
41.70 |
42.42 |
41.70 |
41.70 |
-0.72 |
2,083 |
24,322 |
-455 |
| Apr05 |
040915 |
42.25 |
42.25 |
41.25 |
41.25 |
-0.71 |
796 |
13,492 |
-41 |
| May05 |
040915 |
41.55 |
41.55 |
40.81 |
40.81 |
-0.70 |
558 |
13,166 |
-169 |
| Jun05 |
040915 |
40.95 |
41.70 |
40.38 |
40.38 |
-0.69 |
2,963 |
23,035 |
+306 |
| Jul05 |
040915 |
39.99 |
39.99 |
39.99 |
39.99 |
-0.67 |
214 |
10,458 |
+187 |
| Aug05 |
040915 |
39.65 |
39.65 |
39.65 |
39.65 |
-0.65 |
205 |
7,037 |
-98 |
| Sep05 |
040915 |
40.10 |
40.10 |
39.36 |
39.36 |
-0.63 |
309 |
9,283 |
+8 |
| Oct05 |
040915 |
39.09 |
39.09 |
39.09 |
39.09 |
-0.61 |
600 |
4,571 |
-48 |
| Nov05 |
040915 |
38.81 |
38.81 |
38.81 |
38.81 |
-0.60 |
755 |
5,975 |
-295 |
| Dec05 |
040915 |
39.10 |
39.35 |
38.55 |
38.55 |
-0.59 |
10,028 |
41,930 |
-183 |
| Jan06 |
040915 |
38.90 |
38.90 |
38.21 |
38.21 |
-0.58 |
245 |
5,102 |
-195 |
| Total Volume and Open Interest |
264,960 |
681,659 |
-9,154 |
| Heating Oil(NYM) |
| Oct04 |
040915 |
122.50 |
125.00 |
119.80 |
120.61 |
-2.15 |
30,392 |
41,048 |
-4,264 |
| Nov04 |
040915 |
123.30 |
125.70 |
120.80 |
121.47 |
-2.18 |
15,270 |
48,294 |
+3,102 |
| Dec04 |
040915 |
124.20 |
126.30 |
121.30 |
121.97 |
-2.18 |
7,041 |
28,254 |
-454 |
| Jan05 |
040915 |
124.20 |
126.30 |
121.70 |
122.17 |
-2.13 |
3,380 |
15,197 |
+876 |
| Feb05 |
040915 |
122.40 |
124.40 |
120.97 |
120.97 |
-2.03 |
1,751 |
16,099 |
-138 |
| Mar05 |
040915 |
119.60 |
120.80 |
116.00 |
117.27 |
-2.08 |
2,247 |
14,721 |
+198 |
| Apr05 |
040915 |
112.57 |
112.57 |
112.57 |
112.57 |
-2.03 |
39 |
4,509 |
+11 |
| May05 |
040915 |
108.32 |
108.32 |
108.32 |
108.32 |
-1.98 |
285 |
3,529 |
+167 |
| Jun05 |
040915 |
105.57 |
105.57 |
105.57 |
105.57 |
-1.93 |
492 |
4,500 |
+63 |
| Jul05 |
040915 |
104.57 |
104.57 |
104.57 |
104.57 |
-1.88 |
9 |
5,158 |
+0 |
| Aug05 |
040915 |
104.57 |
104.57 |
104.57 |
104.57 |
-1.88 |
7 |
581 |
+6 |
| Sep05 |
040915 |
105.02 |
105.02 |
105.02 |
105.02 |
-1.88 |
6 |
1,822 |
+5 |
| Total Volume and Open Interest |
60,992 |
194,502 |
-434 |
| Unleaded Gas(NYM) |
| Oct04 |
040915 |
123.50 |
125.60 |
121.30 |
121.42 |
-2.59 |
38,971 |
36,190 |
-5,041 |
| Nov04 |
040915 |
122.60 |
123.70 |
119.20 |
119.38 |
-3.21 |
20,636 |
42,832 |
+3,417 |
| Dec04 |
040915 |
119.70 |
120.90 |
116.50 |
116.98 |
-3.11 |
5,433 |
18,389 |
+655 |
| Jan05 |
040915 |
119.55 |
120.00 |
116.63 |
116.63 |
-3.06 |
1,831 |
10,369 |
+205 |
| Feb05 |
040915 |
119.10 |
119.10 |
117.03 |
117.03 |
-3.06 |
1,354 |
6,930 |
-184 |
| Mar05 |
040915 |
121.00 |
121.00 |
117.58 |
117.58 |
-3.01 |
573 |
3,335 |
+276 |
| Apr05 |
040915 |
124.13 |
124.13 |
124.13 |
124.13 |
-3.01 |
197 |
9,496 |
-27 |
| May05 |
040915 |
123.78 |
123.78 |
123.78 |
123.78 |
-3.01 |
133 |
9,035 |
+47 |
| Jun05 |
040915 |
122.58 |
122.58 |
122.58 |
122.58 |
-3.01 |
101 |
3,173 |
+30 |
| Jul05 |
040915 |
120.48 |
120.48 |
120.48 |
120.48 |
-3.06 |
0 |
1,958 |
+0 |
| Aug05 |
040915 |
117.78 |
117.78 |
117.78 |
117.78 |
-3.06 |
0 |
1,150 |
+0 |
| Sep05 |
040915 |
114.63 |
114.63 |
114.63 |
114.63 |
-3.06 |
2 |
367 |
+2 |
| Total Volume and Open Interest |
69,231 |
143,224 |
-620 |
| Natural Gas(NYM) |
| Oct04 |
040915 |
4.875 |
4.970 |
4.750 |
4.824 |
-0.104 |
39,034 |
57,561 |
-4,632 |
| Nov04 |
040915 |
5.665 |
5.665 |
5.460 |
5.533 |
-0.192 |
24,391 |
53,262 |
+2,311 |
| Dec04 |
040915 |
6.330 |
6.330 |
6.150 |
6.208 |
-0.177 |
11,542 |
33,908 |
-572 |
| Jan05 |
040915 |
6.620 |
6.640 |
5.960 |
6.533 |
-0.187 |
5,846 |
31,375 |
-528 |
| Feb05 |
040915 |
6.655 |
6.660 |
6.510 |
6.558 |
-0.197 |
4,115 |
21,808 |
+676 |
| Mar05 |
040915 |
6.550 |
6.550 |
6.425 |
6.453 |
-0.182 |
3,883 |
23,516 |
-735 |
| Apr05 |
040915 |
6.000 |
6.020 |
5.960 |
5.978 |
-0.077 |
1,891 |
14,580 |
-137 |
| May05 |
040915 |
5.910 |
5.910 |
5.845 |
5.870 |
-0.060 |
463 |
11,916 |
-11 |
| Jun05 |
040915 |
5.940 |
5.940 |
5.890 |
5.898 |
-0.058 |
564 |
10,459 |
-60 |
| Jul05 |
040915 |
5.950 |
5.960 |
5.930 |
5.933 |
-0.055 |
138 |
12,833 |
+28 |
| Aug05 |
040915 |
5.980 |
5.990 |
5.958 |
5.958 |
-0.052 |
157 |
9,781 |
+21 |
| Sep05 |
040915 |
5.970 |
5.990 |
5.948 |
5.948 |
-0.052 |
303 |
10,073 |
+205 |
| Oct05 |
040915 |
6.000 |
6.000 |
5.968 |
5.968 |
-0.062 |
202 |
12,641 |
-5 |
| Nov05 |
040915 |
6.250 |
6.250 |
6.200 |
6.200 |
-0.070 |
267 |
7,226 |
+67 |
| Dec05 |
040915 |
6.480 |
6.480 |
6.418 |
6.418 |
-0.072 |
203 |
9,307 |
+99 |
| Jan06 |
040915 |
6.600 |
6.600 |
6.558 |
6.558 |
-0.072 |
326 |
9,337 |
+116 |
| Total Volume and Open Interest |
94,501 |
403,614 |
-2,489 |
| Brent Crude Oil(IPE) |
| Oct04 |
040915 |
42.00 |
42.30 |
41.60 |
41.85 |
+0.12 |
53,225 |
12,356 |
-29,468 |
| Nov04 |
040915 |
41.40 |
42.05 |
40.31 |
40.35 |
-0.83 |
84,282 |
82,260 |
+1,997 |
| Dec04 |
040915 |
40.90 |
41.55 |
39.90 |
39.92 |
-0.83 |
24,482 |
72,031 |
+8,311 |
| Jan05 |
040915 |
40.42 |
40.95 |
39.50 |
39.50 |
-0.80 |
3,364 |
22,556 |
+842 |
| Feb05 |
040915 |
39.95 |
40.44 |
39.08 |
39.08 |
-0.79 |
989 |
11,292 |
+15 |
| Mar05 |
040915 |
39.51 |
40.06 |
38.68 |
38.68 |
-0.76 |
710 |
13,410 |
+170 |
| Apr05 |
040915 |
39.10 |
39.10 |
38.29 |
38.29 |
-0.73 |
827 |
13,095 |
+8 |
| May05 |
040915 |
37.94 |
37.94 |
37.94 |
37.94 |
-0.69 |
0 |
2,328 |
+0 |
| Jun05 |
040915 |
38.35 |
38.80 |
37.55 |
37.62 |
-0.63 |
2,491 |
20,191 |
-115 |
| Jul05 |
040915 |
37.30 |
37.30 |
37.30 |
37.30 |
-0.60 |
0 |
1,926 |
+0 |
| Aug05 |
040915 |
36.99 |
36.99 |
36.99 |
36.99 |
-0.58 |
345 |
2,007 |
+100 |
| Sep05 |
040915 |
37.54 |
37.54 |
36.68 |
36.68 |
-0.56 |
0 |
3,472 |
+0 |
| Total Volume and Open Interest |
176,700 |
333,591 |
-16,203 |
| Gas Oil(IPE) |
| Oct04 |
040915 |
396.00 |
396.25 |
390.25 |
393.00 |
+0.50 |
16,067 |
59,723 |
+899 |
| Nov04 |
040915 |
390.00 |
390.25 |
385.00 |
387.25 |
+0.25 |
12,606 |
32,290 |
+1,714 |
| Dec04 |
040915 |
381.50 |
382.50 |
378.25 |
380.00 |
+0.50 |
5,611 |
25,693 |
-16 |
| Jan05 |
040915 |
373.50 |
373.50 |
372.00 |
373.00 |
+1.00 |
1,367 |
11,251 |
+531 |
| Feb05 |
040915 |
366.00 |
366.25 |
365.75 |
365.75 |
+1.75 |
10 |
3,313 |
+0 |
| Mar05 |
040915 |
355.25 |
357.25 |
355.25 |
357.25 |
+2.00 |
0 |
4,080 |
+0 |
| Apr05 |
040915 |
348.25 |
348.25 |
348.25 |
348.25 |
+2.00 |
0 |
1,990 |
+0 |
| May05 |
040915 |
342.00 |
342.00 |
342.00 |
342.00 |
+2.00 |
0 |
1,750 |
+0 |
| Jun05 |
040915 |
337.00 |
337.50 |
336.00 |
337.50 |
+2.00 |
2,010 |
8,693 |
-5 |
| Jul05 |
040915 |
335.00 |
335.50 |
335.00 |
335.50 |
+2.00 |
0 |
850 |
+0 |
| Total Volume and Open Interest |
39,571 |
169,337 |
+3,558 |
| US Dollar Index(NYBOT) |
| Dec04 |
040915 |
88.72 |
89.58 |
88.72 |
89.40 |
+0.68 |
973 |
11,621 |
+201 |
| Mar05 |
040915 |
89.08 |
89.59 |
89.08 |
89.59 |
+0.68 |
0 |
2,259 |
+0 |
| Jun05 |
040915 |
89.78 |
89.78 |
89.78 |
89.78 |
+0.68 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
973 |
13,892 |
-5,481 |
| Australian Dollar(CME) |
| Dec04 |
040915 |
69.33 |
69.33 |
68.72 |
68.90 |
-0.67 |
2,804 |
20,580 |
+511 |
| Mar05 |
040915 |
68.80 |
68.80 |
68.35 |
68.35 |
-0.67 |
1 |
59 |
+1 |
| Jun05 |
040915 |
67.85 |
67.85 |
67.85 |
67.85 |
-0.67 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
2,805 |
20,709 |
-14,741 |
| British Pound(CME) |
| Dec04 |
040915 |
177.38 |
177.38 |
176.20 |
176.31 |
-2.10 |
3,197 |
46,177 |
+973 |
| Mar05 |
040915 |
176.00 |
176.00 |
175.11 |
175.11 |
-2.10 |
0 |
9 |
+0 |
| Jun05 |
040915 |
174.01 |
174.01 |
174.01 |
174.01 |
-2.10 |
|
|
|
| Total Volume and Open Interest |
3,197 |
46,188 |
-30,597 |
| Canadian Dollar(CME) |
| Dec04 |
040915 |
76.91 |
77.00 |
76.61 |
76.99 |
-0.24 |
5,819 |
90,993 |
+1,846 |
| Mar05 |
040915 |
76.79 |
76.89 |
76.56 |
76.89 |
-0.24 |
85 |
1,225 |
+18 |
| Jun05 |
040915 |
76.50 |
76.80 |
76.45 |
76.80 |
-0.24 |
160 |
767 |
+25 |
| Sep05 |
040915 |
76.35 |
76.71 |
76.35 |
76.71 |
-0.24 |
126 |
208 |
+42 |
| Total Volume and Open Interest |
6,797 |
111,785 |
+1,541 |
| Japanese Yen(CME) |
| Dec04 |
040915 |
91.60 |
91.65 |
90.98 |
91.31 |
-0.31 |
4,797 |
78,842 |
-58 |
| Mar05 |
040915 |
92.05 |
92.05 |
91.69 |
91.82 |
-0.31 |
1 |
426 |
+3 |
| Jun05 |
040915 |
92.42 |
92.42 |
92.42 |
92.42 |
-0.31 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
4,798 |
79,272 |
-32,575 |
| Swiss Franc(CME) |
| Dec04 |
040915 |
79.63 |
79.64 |
78.87 |
78.98 |
-0.68 |
3,454 |
24,006 |
+1,139 |
| Mar05 |
040915 |
79.24 |
79.24 |
79.24 |
79.24 |
-0.68 |
0 |
7 |
+0 |
| Jun05 |
040915 |
79.54 |
79.54 |
79.54 |
79.54 |
-0.68 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
3,454 |
24,073 |
-20,687 |
| EuroFX(CME) |
| Dec04 |
040915 |
122.32 |
122.34 |
121.25 |
121.49 |
-1.00 |
13,034 |
89,845 |
+6,461 |
| Mar05 |
040915 |
122.09 |
122.09 |
121.45 |
121.47 |
-1.00 |
15 |
699 |
+0 |
| Jun05 |
040915 |
121.48 |
121.48 |
121.48 |
121.48 |
-1.01 |
0 |
140 |
+0 |
| Total Volume and Open Interest |
13,049 |
90,696 |
-85,751 |
| Mexican Peso(CME) |
| Sep04 |
040913 |
8635.0 |
8640.0 |
8635.0 |
8640.0 |
+45.0 |
4,059 |
23,626 |
-5,632 |
| Dec04 |
040915 |
8527.0 |
8562.0 |
8525.0 |
8550.0 |
+35.0 |
5,674 |
38,050 |
+260 |
| Total Volume and Open Interest |
5,699 |
38,876 |
-22,989 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040915 |
112~28 |
112~28 |
112~10 |
112~13 |
-0~14 |
21,803 |
47,362 |
-14,108 |
| Dec04 |
040915 |
111~22 |
111~24 |
111~02 |
111~07 |
-0~13 |
258,283 |
518,343 |
+7,646 |
| Mar05 |
040915 |
110~12 |
110~12 |
110~04 |
110~04 |
-0~13 |
5,086 |
5,225 |
+4,954 |
| Total Volume and Open Interest |
285,172 |
571,017 |
-1,508 |
| Municipal Bonds(CBOT) |
| Sep04 |
040915 |
104~02 |
104~05 |
104~01 |
104~05 |
-0~02 |
300 |
2,005 |
-220 |
| Dec04 |
040915 |
102~30 |
102~30 |
102~28 |
102~30 |
-0~05 |
350 |
1,203 |
+212 |
| Total Volume and Open Interest |
650 |
3,208 |
-8 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040915 |
113~255 |
113~265 |
113~140 |
113~160 |
-0~090 |
31,400 |
94,326 |
-14,317 |
| Dec04 |
040915 |
112~205 |
112~215 |
112~080 |
112~110 |
-0~095 |
604,042 |
1,369,105 |
+19,026 |
| Total Volume and Open Interest |
636,624 |
1,467,456 |
+5,755 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040915 |
111~135 |
111~145 |
111~115 |
111~120 |
-0~065 |
8,296 |
0 |
+0 |
| Dec04 |
040915 |
110~260 |
110~260 |
110~190 |
110~205 |
-0~060 |
323,016 |
0 |
+0 |
| Mar05 |
040915 |
109~230 |
109~230 |
109~230 |
109~230 |
-0~055 |
503 |
501 |
+500 |
| Total Volume and Open Interest |
331,815 |
501 |
+500 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040915 |
106~029 |
106~029 |
106~024 |
106~024 |
-0~008 |
6,258 |
39,560 |
-3,655 |
| Dec04 |
040915 |
105~100 |
105~100 |
105~092 |
105~092 |
-0~009 |
11,487 |
188,073 |
+11,187 |
| Total Volume and Open Interest |
17,745 |
227,633 |
+7,532 |
| Eurodollars(CME) |
| Dec04 |
040915 |
97.805 |
97.805 |
97.790 |
97.800 |
-0.010 |
71,605 |
879,687 |
-8,580 |
| Mar05 |
040915 |
97.595 |
97.600 |
97.560 |
97.570 |
-0.030 |
53,233 |
844,236 |
+1,005 |
| Jun05 |
040915 |
97.355 |
97.370 |
97.320 |
97.325 |
-0.040 |
110,216 |
888,078 |
+26,392 |
| Sep05 |
040915 |
97.085 |
97.090 |
97.040 |
97.045 |
-0.050 |
46,392 |
621,373 |
+1,131 |
| Dec05 |
040915 |
96.800 |
96.805 |
96.740 |
96.745 |
-0.060 |
53,649 |
489,906 |
+9,538 |
| Mar06 |
040915 |
96.555 |
96.560 |
96.495 |
96.500 |
-0.065 |
35,533 |
411,856 |
-2,880 |
| Jun06 |
040915 |
96.355 |
96.355 |
96.295 |
96.300 |
-0.060 |
65,269 |
263,222 |
-15,734 |
| Sep06 |
040915 |
96.190 |
96.190 |
96.140 |
96.140 |
-0.050 |
34,988 |
207,439 |
-6,398 |
| Dec06 |
040915 |
96.025 |
96.025 |
95.980 |
95.980 |
-0.050 |
18,110 |
159,955 |
+764 |
| Mar07 |
040915 |
95.880 |
95.890 |
95.855 |
95.855 |
-0.045 |
13,944 |
159,791 |
+1,980 |
| Jun07 |
040915 |
95.760 |
95.765 |
95.730 |
95.730 |
-0.040 |
18,790 |
117,529 |
-1,299 |
| Sep07 |
040915 |
95.645 |
95.650 |
95.610 |
95.610 |
-0.040 |
15,388 |
91,998 |
-6,644 |
| Total Volume and Open Interest |
617,071 |
5,691,013 |
+11,918 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040913 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
6,271 |
+121 |
| Dec04 |
040915 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.01 |
1 |
6,706 |
-59 |
| Mar05 |
040915 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
8,325 |
+700 |
| Jun05 |
040915 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
10 |
9,933 |
-197 |
| Sep05 |
040915 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
0 |
8,523 |
-212 |
| Dec05 |
040915 |
99.69 |
99.69 |
99.68 |
99.68 |
unch |
0 |
4,227 |
-169 |
| Mar06 |
040915 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
7,742 |
+0 |
| Jun06 |
040915 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
2,296 |
+0 |
| Sep06 |
040915 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
1,704 |
+0 |
| Dec06 |
040915 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.02 |
0 |
657 |
+0 |
| Total Volume and Open Interest |
11 |
51,055 |
+63 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040915 |
99.92 |
99.92 |
99.91 |
99.91 |
unch |
2,204 |
59,598 |
-147 |
| Mar05 |
040915 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
12,316 |
75,087 |
+6,088 |
| Jun05 |
040915 |
99.84 |
99.85 |
99.84 |
99.84 |
unch |
8,647 |
75,151 |
+8,025 |
| Sep05 |
040915 |
99.77 |
99.78 |
99.77 |
99.77 |
unch |
561 |
39,785 |
-1,294 |
| Dec05 |
040915 |
99.68 |
99.70 |
99.68 |
99.69 |
+0.01 |
215 |
32,812 |
+0 |
| Mar06 |
040915 |
99.57 |
99.60 |
99.57 |
99.58 |
+0.01 |
0 |
31,884 |
+0 |
| Jun06 |
040915 |
99.49 |
99.49 |
99.48 |
99.48 |
+0.02 |
1 |
15,984 |
+1 |
| Sep06 |
040915 |
99.39 |
99.39 |
99.37 |
99.37 |
+0.02 |
800 |
5,588 |
+447 |
| Total Volume and Open Interest |
24,744 |
348,524 |
+13,120 |
| German Euro-Bund(EUREX) |
| Dec04 |
040915 |
0.00 |
0.00 |
0.00 |
0.00 |
-115.00 |
1,098,166 |
0 |
-1,072,171 |
| Mar05 |
040915 |
0.00 |
0.00 |
0.00 |
0.00 |
-114.27 |
517 |
0 |
-28 |
| Jun05 |
040915 |
0.00 |
0.00 |
0.00 |
0.00 |
-113.50 |
150 |
0 |
+0 |
| Total Volume and Open Interest |
1,098,833 |
|
|
| German Euro-Bobl(EUREX) |
| Dec04 |
040915 |
0.00 |
0.00 |
0.00 |
0.00 |
-111.08 |
763,815 |
0 |
-709,452 |
| Mar05 |
040915 |
0.00 |
0.00 |
0.00 |
0.00 |
-110.68 |
350 |
0 |
-4 |
| 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 |
040915 |
0~00 |
0~00 |
0~00 |
0~00 |
-107~11 |
359 |
0 |
-17,987 |
| Dec04 |
040915 |
0~00 |
0~00 |
0~00 |
0~00 |
-107~02 |
36,253 |
0 |
-215,511 |
| Total Volume and Open Interest |
36,612 |
|
|
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040915 |
0.00 |
0.00 |
0.00 |
0.00 |
-95.06 |
6,131 |
0 |
-149,567 |
| Dec04 |
040915 |
0.00 |
0.00 |
0.00 |
0.00 |
-94.96 |
33,633 |
0 |
-258,585 |
| Mar05 |
040915 |
0.00 |
0.00 |
0.00 |
0.00 |
-94.91 |
45,286 |
0 |
-211,260 |
| Total Volume and Open Interest |
174,646 |
|
|
| 3-Mth Euribor(LIFFE) |
| Dec04 |
040915 |
0.000 |
0.000 |
0.000 |
0.000 |
-97.735 |
107,016 |
0 |
-576,034 |
| Mar05 |
040915 |
0.000 |
0.000 |
0.000 |
0.000 |
-97.565 |
124,710 |
0 |
-510,317 |
| Jun05 |
040915 |
0.000 |
0.000 |
0.000 |
0.000 |
-97.385 |
176,468 |
0 |
-381,425 |
| Total Volume and Open Interest |
708,222 |
|
|
| 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 |
040915 |
94.61 |
94.62 |
94.60 |
94.61 |
unch |
19,137 |
206,245 |
+5,024 |
| Mar05 |
040915 |
94.58 |
94.60 |
94.58 |
94.59 |
+0.01 |
10,504 |
113,128 |
+6,755 |
| Jun05 |
040915 |
94.56 |
94.58 |
94.55 |
94.57 |
+0.02 |
2,104 |
48,881 |
-244 |
| Sep05 |
040915 |
94.53 |
94.54 |
94.52 |
94.54 |
+0.02 |
1,002 |
28,150 |
+405 |
| Dec05 |
040915 |
94.49 |
94.50 |
94.48 |
94.50 |
+0.02 |
602 |
18,621 |
+270 |
| Mar06 |
040915 |
94.46 |
94.47 |
94.46 |
94.46 |
+0.02 |
1,075 |
12,033 |
+1,025 |
| Jun06 |
040915 |
94.42 |
94.44 |
94.41 |
94.44 |
+0.04 |
382 |
9,164 |
+389 |
| Sep06 |
040915 |
94.38 |
94.40 |
94.38 |
94.40 |
+0.04 |
247 |
4,266 |
+152 |
| Dec06 |
040915 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.04 |
50 |
3,080 |
+0 |
| Total Volume and Open Interest |
35,163 |
448,456 |
+13,808 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040915 |
94.67 |
94.70 |
94.66 |
94.69 |
+0.03 |
57,115 |
183,215 |
-48,199 |
| Dec04 |
040915 |
94.61 |
94.66 |
94.61 |
94.65 |
+0.04 |
59,026 |
206,714 |
+57,421 |
| Total Volume and Open Interest |
116,141 |
389,929 |
-212,566 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040915 |
94.84 |
94.86 |
94.82 |
94.85 |
+0.03 |
93,598 |
329,546 |
-48,355 |
| Dec04 |
040915 |
94.83 |
94.84 |
94.80 |
94.84 |
+0.04 |
101,112 |
295,866 |
+71,272 |
| Total Volume and Open Interest |
194,710 |
625,412 |
+22,917 |
| Gold(CMX) |
| Oct04 |
040915 |
405.0 |
405.8 |
404.0 |
405.3 |
-0.7 |
1,441 |
21,514 |
+213 |
| Dec04 |
040915 |
406.2 |
407.0 |
404.7 |
406.8 |
-0.7 |
42,175 |
169,691 |
+1,411 |
| Feb05 |
040915 |
407.9 |
408.3 |
407.0 |
408.3 |
-0.7 |
244 |
10,773 |
+0 |
| Apr05 |
040915 |
409.9 |
409.9 |
409.9 |
409.9 |
-0.7 |
75 |
4,335 |
+57 |
| Jun05 |
040915 |
411.0 |
411.7 |
411.0 |
411.7 |
-0.7 |
258 |
12,242 |
-123 |
| Aug05 |
040915 |
413.5 |
413.5 |
413.5 |
413.5 |
-0.7 |
109 |
6,980 |
+4 |
| Oct05 |
040915 |
415.3 |
415.3 |
415.3 |
415.3 |
-0.8 |
0 |
677 |
+0 |
| Dec05 |
040915 |
417.3 |
417.3 |
417.2 |
417.2 |
-0.8 |
204 |
7,258 |
+133 |
| Feb06 |
040915 |
419.3 |
419.3 |
419.3 |
419.3 |
-0.8 |
0 |
844 |
+0 |
| Apr06 |
040915 |
421.5 |
421.5 |
421.5 |
421.5 |
-0.8 |
0 |
485 |
+0 |
| Jun06 |
040915 |
423.7 |
423.7 |
423.7 |
423.7 |
-0.8 |
2 |
8,024 |
+0 |
| Total Volume and Open Interest |
44,589 |
249,885 |
+1,723 |
| Silver(CMX) |
| Sep04 |
040915 |
626.0 |
627.1 |
624.0 |
627.1 |
+7.2 |
113 |
187 |
+41 |
| Dec04 |
040915 |
622.0 |
632.5 |
617.0 |
630.0 |
+7.0 |
11,079 |
66,272 |
+277 |
| Mar05 |
040915 |
625.0 |
634.0 |
620.0 |
633.5 |
+6.9 |
117 |
7,180 |
+55 |
| May05 |
040915 |
627.0 |
636.0 |
627.0 |
636.0 |
+6.9 |
44 |
1,577 |
+4 |
| Jul05 |
040915 |
638.7 |
638.7 |
638.7 |
638.7 |
+6.9 |
1 |
1,744 |
+1 |
| Sep05 |
040915 |
641.2 |
641.2 |
641.2 |
641.2 |
+6.9 |
76 |
498 |
-20 |
| Dec05 |
040915 |
641.0 |
644.4 |
641.0 |
644.4 |
+6.9 |
10 |
2,931 |
+10 |
| Total Volume and Open Interest |
11,440 |
82,028 |
+368 |
| Platinum(NYM) |
| Oct04 |
040915 |
848.0 |
852.0 |
846.0 |
850.7 |
+2.6 |
472 |
5,205 |
+117 |
| Jan05 |
040915 |
840.0 |
845.5 |
840.0 |
842.7 |
+2.6 |
68 |
330 |
-25 |
| Total Volume and Open Interest |
540 |
5,535 |
+92 |
| Palladium(NYME) |
| Sep04 |
040915 |
210.00 |
210.00 |
210.00 |
210.00 |
-0.80 |
25 |
240 |
+17 |
| Dec04 |
040915 |
212.50 |
212.50 |
210.00 |
211.25 |
-1.05 |
595 |
8,490 |
+115 |
| Mar05 |
040915 |
215.00 |
215.00 |
213.00 |
213.00 |
-1.05 |
9 |
31 |
+0 |
| Total Volume and Open Interest |
629 |
8,761 |
+132 |
| Copper(CMX) |
| Sep04 |
040915 |
127.85 |
128.10 |
126.75 |
126.75 |
-1.05 |
551 |
2,541 |
-220 |
| Dec04 |
040915 |
127.95 |
128.60 |
126.60 |
127.15 |
-0.85 |
5,679 |
53,143 |
+543 |
| Mar05 |
040915 |
124.30 |
124.70 |
123.40 |
123.65 |
-0.70 |
189 |
5,534 |
+103 |
| May05 |
040915 |
121.30 |
121.30 |
120.65 |
120.65 |
-0.90 |
28 |
895 |
+2 |
| Jul05 |
040915 |
118.60 |
118.60 |
117.95 |
117.95 |
-0.90 |
0 |
1,332 |
+0 |
| Total Volume and Open Interest |
6,894 |
75,040 |
+513 |
| DJIA Index(CBOT) |
| Sep04 |
040915 |
10300 |
10303 |
10233 |
10235 |
-95 |
10,602 |
20,709 |
-5,792 |
| Dec04 |
040915 |
10295 |
10305 |
10225 |
10229 |
-98 |
14,229 |
39,818 |
+9,070 |
| Mar05 |
040915 |
10224 |
10224 |
10224 |
10224 |
-98 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
24,831 |
60,540 |
+3,278 |
| S & P 500(CME) |
| Sep04 |
040915 |
1126.00 |
1126.50 |
1119.60 |
1120.30 |
-9.10 |
95,095 |
126,788 |
-57,535 |
| Dec04 |
040915 |
1126.80 |
1127.00 |
1120.20 |
1120.80 |
-9.20 |
113,324 |
547,531 |
+57,389 |
| Mar05 |
040915 |
1121.80 |
1121.80 |
1121.80 |
1121.80 |
-9.20 |
265 |
9,580 |
+123 |
| Jun05 |
040915 |
1123.90 |
1123.90 |
1123.90 |
1123.90 |
-9.40 |
2 |
550 |
+2 |
| Total Volume and Open Interest |
208,700 |
684,532 |
-8 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040915 |
1129.25 |
1129.75 |
1119.50 |
1120.25 |
-9.25 |
82,975 |
380,670 |
-49,292 |
| Dec04 |
040915 |
1129.75 |
1130.25 |
1120.00 |
1120.75 |
-9.25 |
520,668 |
468,958 |
+57,875 |
| Total Volume and Open Interest |
603,643 |
849,628 |
+8,583 |
| NASDAQ 100(CME) |
| Sep04 |
040915 |
1425.00 |
1425.00 |
1413.00 |
1417.50 |
-16.00 |
24,421 |
50,757 |
-3,854 |
| Dec04 |
040915 |
1430.00 |
1430.50 |
1417.00 |
1423.00 |
-15.50 |
27,912 |
62,364 |
+12,105 |
| Mar05 |
040915 |
1428.00 |
1428.00 |
1428.00 |
1428.00 |
-15.50 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
52,333 |
113,124 |
+8,251 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040915 |
0.0 |
0.0 |
0.0 |
0.0 |
-1433.5 |
26,681 |
0 |
-242,450 |
| Dec04 |
040915 |
0.0 |
0.0 |
0.0 |
0.0 |
-1438.5 |
279,327 |
0 |
-186,272 |
| Total Volume and Open Interest |
306,008 |
|
|
| S & P Midcap 400(CME) |
| Sep04 |
040915 |
590.00 |
590.00 |
588.00 |
588.00 |
-4.10 |
2,898 |
6,910 |
-701 |
| Dec04 |
040915 |
591.50 |
591.75 |
588.00 |
589.00 |
-4.25 |
2,777 |
10,949 |
+2,316 |
| Mar05 |
040915 |
590.50 |
590.50 |
590.50 |
590.50 |
-4.25 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,675 |
17,860 |
+1,615 |
| Russell 2000(CME) |
| Sep04 |
040915 |
0.00 |
0.00 |
0.00 |
0.00 |
-572.40 |
3,852 |
0 |
-22,169 |
| Dec04 |
040915 |
570.25 |
576.00 |
570.25 |
574.25 |
+2.10 |
5,084 |
0 |
-20,699 |
| 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 |
040915 |
1571.00 |
1571.00 |
1569.00 |
1569.00 |
-11.50 |
13 |
53 |
-13 |
| Total Volume and Open Interest |
14 |
59 |
-14 |
| Nikkei 225(CME) |
| Dec04 |
040915 |
11180 |
11180 |
11070 |
11085 |
-210 |
1,373 |
0 |
-22,515 |
| Mar05 |
040915 |
11095 |
11095 |
11205 |
11095 |
-210 |
|
|
|
| Total Volume and Open Interest |
1,373 |
|
|
| Nikkei 225(SIMEX) |
| Dec04 |
040915 |
11270 |
11270 |
11115 |
11130 |
-140 |
17,984 |
136,274 |
-2,582 |
| Mar05 |
040915 |
11125 |
11125 |
11125 |
11125 |
-140 |
0 |
4 |
+0 |
| Jun05 |
040915 |
11080 |
11080 |
11080 |
11080 |
-140 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
17,984 |
136,281 |
-2,582 |
| 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 |
040915 |
3950.5 |
3971.0 |
3927.5 |
3953.0 |
-4.5 |
124,429 |
107,392 |
-8,774 |
| Dec04 |
040915 |
3970.0 |
3992.5 |
3950.0 |
3973.5 |
-5.0 |
33,304 |
73,576 |
+16,820 |
| Mar05 |
040915 |
3991.5 |
4014.0 |
3972.0 |
3996.0 |
-5.5 |
4,812 |
8,447 |
+649 |
| Total Volume and Open Interest |
162,545 |
189,415 |
+8,695 |
| FT-SE 100(LIFFE) |
| Sep04 |
040915 |
4553.00 |
4577.50 |
4544.50 |
4552.00 |
+6.00 |
195,309 |
214,096 |
-69,816 |
| Dec04 |
040915 |
4587.50 |
4609.50 |
4575.50 |
4583.50 |
+6.00 |
158,905 |
327,351 |
+69,663 |
| Mar05 |
040915 |
4590.50 |
4590.50 |
4590.50 |
4590.50 |
+6.00 |
0 |
10,485 |
+0 |
| Total Volume and Open Interest |
354,214 |
558,191 |
-153 |
| SPI 200(SFE) |
| Sep04 |
040915 |
3628.0 |
3634.0 |
3619.0 |
3627.0 |
-3.0 |
67,024 |
134,185 |
-4,850 |
| Dec04 |
040915 |
3636.0 |
3644.0 |
3629.0 |
3638.0 |
-2.0 |
64,221 |
137,664 |
+60,735 |
| Mar05 |
040915 |
3640.0 |
3648.0 |
3640.0 |
3646.0 |
-2.0 |
0 |
2,491 |
+0 |
| Total Volume and Open Interest |
131,470 |
279,305 |
+56,010 |
| GSCI(CME) |
| Oct04 |
040915 |
309.60 |
311.10 |
304.50 |
304.50 |
-4.25 |
3,436 |
18,290 |
+3,061 |
| Nov04 |
040915 |
306.50 |
306.50 |
306.50 |
306.50 |
-4.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
7,722 |
18,912 |
-974 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040915 |
274.00 |
274.50 |
272.70 |
274.50 |
-0.55 |
6 |
218 |
-2 |
| Jan05 |
040915 |
274.50 |
274.50 |
274.50 |
274.50 |
-0.55 |
1 |
205 |
-1 |
| Feb05 |
040915 |
272.50 |
272.50 |
272.50 |
272.50 |
-0.55 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
8 |
527 |
-3 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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