|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu September 16, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
040916 |
573.00 |
574.00 |
556.50 |
557.25 |
-9.25 |
26,542 |
128,116 |
+1,398 |
| Jan05 |
040916 |
581.00 |
581.25 |
565.00 |
565.25 |
-9.00 |
3,852 |
20,667 |
+695 |
| Mar05 |
040916 |
588.00 |
588.00 |
572.00 |
572.50 |
-8.00 |
1,475 |
14,481 |
+712 |
| May05 |
040916 |
592.00 |
593.00 |
577.00 |
577.50 |
-8.75 |
732 |
11,616 |
+2 |
| Jul05 |
040916 |
598.00 |
598.50 |
583.00 |
583.25 |
-8.00 |
1,243 |
5,818 |
+112 |
| Aug05 |
040916 |
592.50 |
592.50 |
583.50 |
583.50 |
-6.50 |
0 |
209 |
+0 |
| Sep05 |
040916 |
582.00 |
582.00 |
582.00 |
582.00 |
-4.00 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
34,351 |
184,678 |
+2,923 |
| Soybean Meal(CBOT) |
| Oct04 |
040916 |
167.50 |
167.50 |
163.80 |
163.80 |
-1.40 |
2,536 |
20,905 |
-1,602 |
| Dec04 |
040916 |
169.50 |
169.50 |
165.60 |
165.70 |
-1.50 |
9,006 |
53,952 |
-354 |
| Jan05 |
040916 |
170.20 |
170.80 |
167.00 |
167.30 |
-1.10 |
1,682 |
12,207 |
+177 |
| Mar05 |
040916 |
173.00 |
173.30 |
170.20 |
170.20 |
-1.20 |
1,236 |
10,608 |
+130 |
| May05 |
040916 |
175.50 |
175.80 |
173.00 |
173.10 |
-0.80 |
893 |
12,700 |
-184 |
| Jul05 |
040916 |
178.50 |
178.90 |
176.00 |
176.20 |
-0.80 |
1,482 |
11,442 |
+46 |
| Aug05 |
040916 |
179.00 |
179.50 |
177.00 |
177.00 |
-0.50 |
82 |
4,003 |
+13 |
| Sep05 |
040916 |
178.50 |
179.00 |
176.40 |
176.40 |
-1.10 |
7 |
2,648 |
+6 |
| Total Volume and Open Interest |
16,999 |
131,955 |
-2,018 |
| Soybean Oil(CBOT) |
| Oct04 |
040916 |
23.40 |
23.45 |
22.45 |
22.47 |
-0.66 |
3,605 |
22,127 |
-20 |
| Dec04 |
040916 |
23.10 |
23.18 |
22.15 |
22.18 |
-0.69 |
9,865 |
61,306 |
-647 |
| Jan05 |
040916 |
23.05 |
23.15 |
22.16 |
22.17 |
-0.69 |
2,076 |
12,602 |
+718 |
| Mar05 |
040916 |
23.02 |
23.05 |
22.12 |
22.13 |
-0.67 |
882 |
12,814 |
-56 |
| May05 |
040916 |
22.96 |
22.96 |
22.05 |
22.08 |
-0.63 |
625 |
8,469 |
+1 |
| Jul05 |
040916 |
22.85 |
22.85 |
22.02 |
22.02 |
-0.65 |
1,279 |
7,916 |
+221 |
| Aug05 |
040916 |
22.70 |
22.70 |
21.95 |
21.95 |
-0.70 |
363 |
3,222 |
+148 |
| Sep05 |
040916 |
22.50 |
22.50 |
21.80 |
21.80 |
-0.67 |
146 |
1,607 |
+135 |
| Total Volume and Open Interest |
18,970 |
133,240 |
+284 |
| Canola(WCE) |
| Sep04 |
040914 |
355.0 |
355.0 |
340.0 |
341.0 |
-8.2 |
0 |
388 |
+0 |
| Nov04 |
040916 |
341.0 |
342.8 |
336.3 |
336.9 |
-1.4 |
3,478 |
36,192 |
-704 |
| Jan05 |
040916 |
345.8 |
346.3 |
341.0 |
341.4 |
-1.7 |
184 |
5,613 |
+40 |
| Mar05 |
040916 |
350.5 |
350.5 |
345.5 |
345.5 |
-0.7 |
5 |
3,887 |
+5 |
| May05 |
040916 |
349.5 |
349.5 |
349.5 |
349.5 |
+0.4 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
3,667 |
47,954 |
-1,062 |
| Corn(CBOT) |
| Dec04 |
040916 |
219.50 |
219.75 |
216.00 |
216.25 |
-2.25 |
36,496 |
358,469 |
+1,786 |
| Mar05 |
040916 |
229.50 |
229.50 |
226.00 |
226.25 |
-2.25 |
11,782 |
94,268 |
+6,729 |
| May05 |
040916 |
235.50 |
235.75 |
232.50 |
232.75 |
-2.25 |
1,740 |
30,825 |
+305 |
| Jul05 |
040916 |
240.50 |
240.75 |
237.25 |
237.25 |
-2.75 |
2,326 |
36,125 |
+592 |
| Sep05 |
040916 |
246.00 |
246.00 |
243.50 |
243.50 |
-1.25 |
364 |
7,546 |
+59 |
| Dec05 |
040916 |
251.00 |
251.00 |
249.50 |
249.75 |
-1.25 |
478 |
16,982 |
+55 |
| Total Volume and Open Interest |
53,194 |
545,649 |
+8,604 |
| Wheat(CBOT) |
| Dec04 |
040916 |
337.50 |
341.25 |
332.00 |
338.25 |
+1.00 |
26,122 |
121,505 |
-2,828 |
| Mar05 |
040916 |
348.00 |
351.00 |
342.50 |
348.75 |
+1.25 |
2,874 |
19,965 |
+94 |
| May05 |
040916 |
351.50 |
355.00 |
347.50 |
353.50 |
+2.00 |
284 |
3,712 |
-62 |
| Jul05 |
040916 |
352.50 |
355.50 |
347.50 |
353.50 |
+1.75 |
599 |
5,376 |
-100 |
| Sep05 |
040916 |
357.00 |
359.00 |
355.00 |
358.50 |
+1.50 |
6 |
121 |
+5 |
| Total Volume and Open Interest |
29,899 |
150,793 |
-3,150 |
| Wheat(KCBT) |
| Sep04 |
040914 |
348.50 |
348.50 |
348.50 |
348.50 |
-5.50 |
9 |
19 |
+0 |
| Dec04 |
040916 |
364.00 |
365.00 |
357.00 |
363.25 |
+1.75 |
6,975 |
52,637 |
+488 |
| Mar05 |
040916 |
372.00 |
372.00 |
364.50 |
371.00 |
+2.75 |
1,009 |
11,169 |
+393 |
| May05 |
040916 |
369.00 |
373.00 |
368.50 |
371.00 |
+2.00 |
365 |
2,837 |
+117 |
| Jul05 |
040916 |
369.50 |
372.00 |
366.00 |
371.00 |
+1.50 |
415 |
2,557 |
+114 |
| Total Volume and Open Interest |
8,766 |
69,247 |
+1,114 |
| Wheat(MGE) |
| Sep04 |
040916 |
380.00 |
380.00 |
380.00 |
380.00 |
unch |
0 |
2 |
+0 |
| Dec04 |
040916 |
387.00 |
390.50 |
382.00 |
384.75 |
-1.75 |
4,969 |
24,394 |
-11 |
| Mar05 |
040916 |
396.50 |
396.50 |
390.00 |
392.50 |
-1.00 |
646 |
6,231 |
+42 |
| May05 |
040916 |
396.00 |
396.00 |
392.00 |
395.00 |
+0.25 |
302 |
1,830 |
+38 |
| Jul05 |
040916 |
390.00 |
392.00 |
388.00 |
392.00 |
+4.00 |
123 |
672 |
+9 |
| Total Volume and Open Interest |
6,072 |
33,331 |
+77 |
| Oats(CBOT) |
| Dec04 |
040916 |
170.25 |
172.50 |
167.00 |
172.00 |
+2.25 |
2,272 |
5,162 |
-486 |
| Mar05 |
040916 |
173.25 |
177.00 |
171.50 |
176.25 |
+3.25 |
215 |
1,156 |
+29 |
| May05 |
040916 |
176.50 |
176.50 |
175.25 |
176.50 |
+2.50 |
0 |
85 |
+0 |
| Jul05 |
040916 |
182.00 |
182.00 |
181.00 |
181.00 |
+3.00 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
2,487 |
6,425 |
-469 |
| Rough Rice(CBOT) |
| Sep04 |
040916 |
7.60 |
7.60 |
7.48 |
7.48 |
-0.07 |
5 |
52 |
+0 |
| Nov04 |
040916 |
7.40 |
7.50 |
7.39 |
7.39 |
-0.06 |
381 |
2,607 |
-67 |
| Jan05 |
040916 |
7.62 |
7.65 |
7.61 |
7.61 |
-0.04 |
44 |
689 |
+7 |
| Mar05 |
040916 |
7.85 |
7.85 |
7.80 |
7.80 |
-0.05 |
40 |
461 |
+22 |
| Total Volume and Open Interest |
470 |
3,836 |
-38 |
| Live Cattle(CME) |
| Oct04 |
040916 |
85.650 |
86.850 |
85.150 |
86.425 |
+0.725 |
9,116 |
31,886 |
-2,052 |
| Dec04 |
040916 |
88.800 |
89.550 |
88.250 |
89.450 |
+0.625 |
8,932 |
49,284 |
+3,108 |
| Feb05 |
040916 |
89.550 |
90.200 |
89.200 |
90.100 |
+0.500 |
1,596 |
13,705 |
+369 |
| Apr05 |
040916 |
86.900 |
87.550 |
86.650 |
87.500 |
+0.575 |
409 |
5,236 |
+43 |
| Jun05 |
040916 |
83.400 |
83.600 |
83.100 |
83.500 |
+0.200 |
289 |
3,458 |
-92 |
| Aug05 |
040916 |
82.800 |
83.300 |
82.800 |
83.250 |
+0.225 |
98 |
1,857 |
+77 |
| Total Volume and Open Interest |
20,451 |
105,531 |
+1,457 |
| Feeder Cattle(CME) |
| Sep04 |
040916 |
114.250 |
114.800 |
114.050 |
114.700 |
+0.725 |
415 |
2,164 |
-32 |
| Oct04 |
040916 |
112.000 |
112.875 |
111.300 |
112.550 |
+1.075 |
1,536 |
6,421 |
+76 |
| Nov04 |
040916 |
110.200 |
110.900 |
109.750 |
110.650 |
+0.650 |
971 |
5,070 |
+186 |
| Jan05 |
040916 |
105.500 |
105.850 |
105.200 |
105.750 |
+0.525 |
390 |
2,286 |
-77 |
| Mar05 |
040916 |
101.500 |
101.900 |
101.400 |
101.900 |
+0.500 |
23 |
657 |
+16 |
| Apr05 |
040916 |
100.750 |
101.200 |
100.600 |
101.200 |
+0.700 |
2 |
197 |
+0 |
| May05 |
040916 |
100.250 |
100.800 |
100.200 |
100.800 |
+0.650 |
11 |
197 |
+1 |
| Total Volume and Open Interest |
3,348 |
16,992 |
+170 |
| Lean Hogs(CME) |
| Oct04 |
040916 |
68.800 |
70.575 |
68.800 |
70.000 |
+1.350 |
11,104 |
25,352 |
-2,026 |
| Dec04 |
040916 |
66.500 |
68.000 |
66.500 |
67.300 |
+0.725 |
10,658 |
41,070 |
+3,060 |
| Feb05 |
040916 |
64.800 |
66.100 |
64.800 |
66.050 |
+1.150 |
1,230 |
9,276 |
+364 |
| Apr05 |
040916 |
62.750 |
63.925 |
62.750 |
63.900 |
+0.975 |
397 |
3,403 |
+117 |
| May05 |
040916 |
62.900 |
63.700 |
62.900 |
63.525 |
+0.625 |
69 |
663 |
+27 |
| Jun05 |
040916 |
66.500 |
67.500 |
66.500 |
67.500 |
+1.000 |
190 |
1,454 |
+95 |
| Jul05 |
040916 |
62.900 |
63.500 |
62.800 |
63.250 |
+0.450 |
45 |
361 |
+38 |
| Aug05 |
040916 |
58.925 |
59.900 |
58.925 |
59.900 |
+1.150 |
38 |
112 |
+38 |
| Total Volume and Open Interest |
23,744 |
81,740 |
+1,720 |
| Pork Bellies(CME) |
| Feb05 |
040916 |
95.800 |
96.600 |
95.000 |
96.075 |
+1.350 |
164 |
1,355 |
-3 |
| Mar05 |
040916 |
95.950 |
95.950 |
95.950 |
95.950 |
+1.100 |
0 |
10 |
+0 |
| May05 |
040916 |
94.400 |
94.400 |
94.400 |
94.400 |
+0.025 |
0 |
4 |
+0 |
| Jul05 |
040916 |
94.400 |
94.400 |
94.400 |
94.400 |
+0.025 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
164 |
1,370 |
-3 |
| Class III Milk(CME) |
| Sep04 |
040916 |
14.65 |
14.65 |
14.62 |
14.63 |
unch |
107 |
5,587 |
+32 |
| Oct04 |
040916 |
13.65 |
13.84 |
13.45 |
13.69 |
+0.04 |
763 |
4,991 |
+207 |
| Nov04 |
040916 |
12.70 |
12.75 |
12.60 |
12.75 |
+0.05 |
44 |
3,047 |
-7 |
| Dec04 |
040916 |
12.25 |
12.29 |
12.20 |
12.29 |
+0.04 |
35 |
2,273 |
+3 |
| Jan05 |
040916 |
12.00 |
12.10 |
12.00 |
12.10 |
+0.10 |
8 |
1,180 |
+0 |
| Total Volume and Open Interest |
1,046 |
23,328 |
+230 |
| Cocoa(NYBOT) |
| Sep04 |
040915 |
1460 |
1460 |
1460 |
1460 |
-1 |
3 |
2 |
-23 |
| Dec04 |
040916 |
1470 |
1470 |
1448 |
1453 |
-29 |
5,429 |
44,386 |
+50 |
| Mar05 |
040916 |
1486 |
1486 |
1469 |
1473 |
-27 |
990 |
15,766 |
-273 |
| May05 |
040916 |
1500 |
1500 |
1480 |
1483 |
-28 |
155 |
10,585 |
-5 |
| Jul05 |
040916 |
1495 |
1495 |
1494 |
1494 |
-28 |
502 |
11,208 |
-1 |
| Sep05 |
040916 |
1509 |
1510 |
1504 |
1507 |
-28 |
251 |
5,649 |
+200 |
| Dec05 |
040916 |
1520 |
1523 |
1520 |
1523 |
-28 |
0 |
7,288 |
+0 |
| Total Volume and Open Interest |
7,864 |
100,040 |
+506 |
| Coffee "C"(NYBOT) |
| Sep04 |
040916 |
73.00 |
75.50 |
72.75 |
74.70 |
+1.40 |
30 |
81 |
-1 |
| Dec04 |
040916 |
76.25 |
79.50 |
75.60 |
78.45 |
+1.40 |
9,324 |
64,590 |
-625 |
| Mar05 |
040916 |
79.50 |
82.30 |
78.75 |
81.35 |
+1.35 |
1,914 |
11,687 |
+160 |
| May05 |
040916 |
81.40 |
84.00 |
80.75 |
83.20 |
+1.35 |
358 |
3,254 |
+233 |
| Jul05 |
040916 |
83.10 |
85.40 |
83.00 |
84.90 |
+1.40 |
159 |
1,676 |
+45 |
| Sep05 |
040916 |
86.50 |
86.50 |
86.35 |
86.35 |
+1.40 |
25 |
494 |
-2 |
| Total Volume and Open Interest |
11,885 |
82,166 |
-159 |
| Orange Juice(NYBOT) |
| Nov04 |
040916 |
77.25 |
78.00 |
76.80 |
77.70 |
-0.10 |
825 |
20,169 |
-355 |
| Jan05 |
040916 |
79.65 |
79.85 |
79.50 |
79.80 |
+0.15 |
201 |
6,632 |
-83 |
| Mar05 |
040916 |
81.00 |
81.75 |
81.00 |
81.75 |
+0.25 |
85 |
8,216 |
+25 |
| May05 |
040916 |
83.00 |
84.75 |
83.00 |
84.65 |
+1.10 |
68 |
4,068 |
-40 |
| Jul05 |
040916 |
86.35 |
86.35 |
86.35 |
86.35 |
+1.05 |
0 |
473 |
+0 |
| Total Volume and Open Interest |
1,179 |
39,710 |
-453 |
| Sugar #11(NYBOT) |
| Oct04 |
040916 |
7.60 |
7.70 |
7.60 |
7.66 |
-0.09 |
20,283 |
72,746 |
-5,996 |
| Mar05 |
040916 |
8.55 |
8.57 |
8.49 |
8.53 |
-0.12 |
18,658 |
148,046 |
+7,711 |
| May05 |
040916 |
8.64 |
8.66 |
8.60 |
8.64 |
-0.08 |
3,986 |
28,159 |
+1,501 |
| Jul05 |
040916 |
8.38 |
8.40 |
8.34 |
8.39 |
-0.06 |
1,217 |
17,027 |
+574 |
| Oct05 |
040916 |
8.18 |
8.23 |
8.16 |
8.23 |
-0.01 |
1,471 |
20,113 |
+671 |
| Total Volume and Open Interest |
45,645 |
294,685 |
+4,447 |
| London Cocoa(LCE) |
| Sep04 |
040915 |
841 |
850 |
837 |
842 |
+7 |
666 |
3,324 |
-605 |
| Dec04 |
040916 |
873 |
878 |
845 |
851 |
-23 |
3,192 |
80,839 |
+184 |
| Mar05 |
040916 |
898 |
898 |
869 |
875 |
-22 |
1,209 |
31,721 |
-218 |
| May05 |
040916 |
912 |
912 |
885 |
889 |
-22 |
235 |
16,717 |
-8 |
| Jul05 |
040916 |
915 |
915 |
899 |
903 |
-22 |
102 |
13,314 |
+0 |
| Sep05 |
040916 |
926 |
927 |
915 |
919 |
-22 |
20 |
19,463 |
+20 |
| Dec05 |
040916 |
930 |
930 |
924 |
928 |
-23 |
6 |
9,224 |
+0 |
| Total Volume and Open Interest |
5,065 |
177,348 |
-160 |
| London Coffee(LCE) |
| Sep04 |
040916 |
624.00 |
633.00 |
621.00 |
633.00 |
+10.00 |
22 |
4,826 |
-11 |
| Nov04 |
040916 |
645.00 |
663.00 |
639.00 |
661.00 |
+11.00 |
3,421 |
74,396 |
-1,458 |
| Jan05 |
040916 |
660.00 |
678.00 |
656.00 |
678.00 |
+12.00 |
963 |
33,118 |
+202 |
| Mar05 |
040916 |
677.00 |
695.00 |
674.00 |
694.00 |
+12.00 |
395 |
19,985 |
-117 |
| May05 |
040916 |
700.00 |
709.00 |
688.00 |
708.00 |
+12.00 |
500 |
13,974 |
+85 |
| Jul05 |
040916 |
722.00 |
722.00 |
722.00 |
722.00 |
+11.00 |
46 |
4,036 |
+11 |
| Total Volume and Open Interest |
5,565 |
152,369 |
-1,070 |
| London Sugar(LCE) |
| Oct04 |
040915 |
230.50 |
230.50 |
220.00 |
226.80 |
-3.70 |
3,846 |
2,040 |
-2,500 |
| Dec04 |
040916 |
243.70 |
245.20 |
237.00 |
237.50 |
-7.50 |
3,382 |
16,055 |
-277 |
| Mar05 |
040916 |
256.50 |
256.50 |
252.00 |
252.60 |
-4.40 |
1,270 |
15,568 |
+66 |
| May05 |
040916 |
260.50 |
260.50 |
259.00 |
259.70 |
-2.30 |
847 |
7,633 |
+98 |
| Aug05 |
040916 |
254.50 |
257.00 |
254.40 |
256.20 |
-0.80 |
202 |
4,612 |
+35 |
| Total Volume and Open Interest |
8,810 |
48,788 |
-2,069 |
| Cotton(NYBOT) |
| Oct04 |
040916 |
52.00 |
52.00 |
48.90 |
48.97 |
-2.78 |
146 |
2,061 |
-30 |
| Dec04 |
040916 |
49.80 |
49.80 |
47.55 |
47.58 |
-2.61 |
4,074 |
41,003 |
+30 |
| Mar05 |
040916 |
50.70 |
50.75 |
49.00 |
49.09 |
-2.45 |
302 |
14,882 |
+19 |
| May05 |
040916 |
51.65 |
51.65 |
50.00 |
50.20 |
-2.25 |
48 |
3,477 |
+12 |
| Jul05 |
040916 |
52.40 |
52.40 |
50.90 |
50.91 |
-2.59 |
21 |
4,207 |
+1 |
| Oct05 |
040916 |
52.50 |
52.50 |
51.75 |
51.75 |
-2.35 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
4,592 |
67,550 |
+31 |
| Lumber(CME) |
| Nov04 |
040916 |
364.0 |
366.5 |
360.7 |
363.1 |
-3.4 |
736 |
3,597 |
-66 |
| Jan05 |
040916 |
351.9 |
352.0 |
348.0 |
350.0 |
-2.3 |
80 |
848 |
+2 |
| Mar05 |
040916 |
352.7 |
353.3 |
350.1 |
353.3 |
+0.5 |
8 |
171 |
+6 |
| May05 |
040916 |
353.0 |
353.0 |
350.3 |
350.3 |
+0.2 |
2 |
40 |
+2 |
| Total Volume and Open Interest |
991 |
4,709 |
-105 |
| Crude Oil(NYM) |
| Oct04 |
040916 |
43.59 |
44.00 |
42.75 |
43.88 |
+0.30 |
131,693 |
72,013 |
-22,690 |
| Nov04 |
040916 |
43.40 |
44.05 |
42.75 |
43.92 |
+0.41 |
108,271 |
175,070 |
+12,582 |
| Dec04 |
040916 |
43.00 |
43.60 |
42.45 |
43.52 |
+0.42 |
26,475 |
94,892 |
+1,984 |
| Jan05 |
040916 |
42.40 |
43.05 |
41.95 |
43.03 |
+0.43 |
7,435 |
38,642 |
+769 |
| Feb05 |
040916 |
41.65 |
42.58 |
41.65 |
42.58 |
+0.43 |
2,224 |
23,516 |
+591 |
| Mar05 |
040916 |
41.30 |
42.13 |
41.20 |
42.13 |
+0.43 |
1,980 |
24,202 |
-120 |
| Apr05 |
040916 |
40.90 |
41.68 |
40.90 |
41.68 |
+0.43 |
636 |
13,854 |
+362 |
| May05 |
040916 |
41.24 |
41.24 |
41.24 |
41.24 |
+0.43 |
806 |
13,847 |
+681 |
| Jun05 |
040916 |
40.10 |
40.81 |
40.00 |
40.81 |
+0.43 |
6,196 |
21,439 |
-1,596 |
| Jul05 |
040916 |
39.60 |
40.42 |
39.60 |
40.42 |
+0.43 |
1,406 |
11,560 |
+1,102 |
| Aug05 |
040916 |
40.08 |
40.08 |
40.08 |
40.08 |
+0.43 |
6 |
7,037 |
+0 |
| Sep05 |
040916 |
39.79 |
39.79 |
39.79 |
39.79 |
+0.43 |
1,166 |
9,533 |
+250 |
| Oct05 |
040916 |
39.51 |
39.51 |
39.51 |
39.51 |
+0.42 |
341 |
4,901 |
+330 |
| Nov05 |
040916 |
39.23 |
39.23 |
39.23 |
39.23 |
+0.42 |
6 |
5,979 |
+4 |
| Dec05 |
040916 |
38.20 |
38.97 |
38.20 |
38.97 |
+0.42 |
7,491 |
42,487 |
+557 |
| Jan06 |
040916 |
38.64 |
38.64 |
38.64 |
38.64 |
+0.43 |
211 |
5,024 |
-78 |
| Total Volume and Open Interest |
304,983 |
677,320 |
-4,339 |
| Heating Oil(NYM) |
| Oct04 |
040916 |
119.30 |
124.00 |
117.60 |
123.32 |
+2.71 |
26,015 |
38,281 |
-2,767 |
| Nov04 |
040916 |
120.00 |
124.00 |
118.90 |
123.61 |
+2.14 |
13,793 |
51,372 |
+3,078 |
| Dec04 |
040916 |
120.70 |
124.11 |
119.85 |
124.11 |
+2.14 |
4,993 |
28,805 |
+551 |
| Jan05 |
040916 |
120.70 |
124.31 |
120.00 |
124.31 |
+2.14 |
1,730 |
15,441 |
+244 |
| Feb05 |
040916 |
118.50 |
123.11 |
118.50 |
123.11 |
+2.14 |
745 |
16,190 |
+91 |
| Mar05 |
040916 |
116.75 |
119.41 |
116.20 |
119.41 |
+2.14 |
1,744 |
14,545 |
-176 |
| Apr05 |
040916 |
112.45 |
114.71 |
112.05 |
114.71 |
+2.14 |
356 |
4,714 |
+205 |
| May05 |
040916 |
107.80 |
110.46 |
107.00 |
110.46 |
+2.14 |
75 |
3,554 |
+25 |
| Jun05 |
040916 |
105.35 |
107.71 |
105.35 |
107.71 |
+2.14 |
962 |
5,103 |
+603 |
| Jul05 |
040916 |
104.05 |
106.71 |
104.00 |
106.71 |
+2.14 |
210 |
5,153 |
-5 |
| Aug05 |
040916 |
104.05 |
106.71 |
104.00 |
106.71 |
+2.14 |
0 |
581 |
+0 |
| Sep05 |
040916 |
104.50 |
107.16 |
104.50 |
107.16 |
+2.14 |
0 |
1,822 |
+0 |
| Total Volume and Open Interest |
50,929 |
196,344 |
+1,842 |
| Unleaded Gas(NYM) |
| Oct04 |
040916 |
120.00 |
123.00 |
118.30 |
122.63 |
+1.21 |
32,060 |
34,258 |
-1,932 |
| Nov04 |
040916 |
117.50 |
120.80 |
116.80 |
120.64 |
+1.26 |
19,812 |
45,927 |
+3,095 |
| Dec04 |
040916 |
115.40 |
118.24 |
115.00 |
118.24 |
+1.26 |
3,378 |
19,139 |
+750 |
| Jan05 |
040916 |
117.89 |
117.89 |
117.89 |
117.89 |
+1.26 |
335 |
10,422 |
+53 |
| Feb05 |
040916 |
116.00 |
118.34 |
116.00 |
118.34 |
+1.31 |
134 |
6,957 |
+27 |
| Mar05 |
040916 |
118.20 |
118.89 |
118.20 |
118.89 |
+1.31 |
105 |
3,306 |
-29 |
| Apr05 |
040916 |
122.75 |
125.49 |
122.75 |
125.49 |
+1.36 |
890 |
9,762 |
+266 |
| May05 |
040916 |
125.19 |
125.19 |
125.19 |
125.19 |
+1.41 |
100 |
9,107 |
+72 |
| Jun05 |
040916 |
124.04 |
124.04 |
124.04 |
124.04 |
+1.46 |
265 |
3,228 |
+55 |
| Jul05 |
040916 |
119.73 |
121.94 |
119.73 |
121.94 |
+1.46 |
0 |
1,958 |
+0 |
| Aug05 |
040916 |
117.03 |
119.24 |
117.03 |
119.24 |
+1.46 |
675 |
1,600 |
+450 |
| Sep05 |
040916 |
113.88 |
116.09 |
113.88 |
116.09 |
+1.46 |
0 |
367 |
+0 |
| Total Volume and Open Interest |
57,754 |
146,031 |
+2,807 |
| Natural Gas(NYM) |
| Oct04 |
040916 |
4.670 |
4.750 |
4.520 |
4.719 |
-0.105 |
41,566 |
50,374 |
-7,187 |
| Nov04 |
040916 |
5.360 |
5.510 |
5.230 |
5.443 |
-0.090 |
31,977 |
58,309 |
+5,047 |
| Dec04 |
040916 |
6.040 |
6.220 |
5.930 |
6.193 |
-0.015 |
11,114 |
33,354 |
-554 |
| Jan05 |
040916 |
6.360 |
6.580 |
6.300 |
6.553 |
+0.020 |
6,918 |
30,955 |
-420 |
| Feb05 |
040916 |
6.400 |
6.558 |
6.310 |
6.558 |
unch |
4,141 |
21,368 |
-440 |
| Mar05 |
040916 |
6.330 |
6.460 |
6.250 |
6.453 |
unch |
5,037 |
22,344 |
-1,172 |
| Apr05 |
040916 |
5.900 |
5.980 |
5.860 |
5.963 |
-0.015 |
3,820 |
15,865 |
+1,285 |
| May05 |
040916 |
5.800 |
5.880 |
5.770 |
5.853 |
-0.017 |
673 |
12,213 |
+297 |
| Jun05 |
040916 |
5.850 |
5.898 |
5.800 |
5.883 |
-0.015 |
210 |
10,499 |
+40 |
| Jul05 |
040916 |
5.870 |
5.950 |
5.870 |
5.918 |
-0.015 |
176 |
12,864 |
+31 |
| Aug05 |
040916 |
5.900 |
5.958 |
5.890 |
5.943 |
-0.015 |
343 |
10,011 |
+230 |
| Sep05 |
040916 |
5.920 |
5.950 |
5.900 |
5.938 |
-0.010 |
904 |
10,206 |
+133 |
| Oct05 |
040916 |
5.920 |
5.970 |
5.918 |
5.963 |
-0.005 |
856 |
12,991 |
+350 |
| Nov05 |
040916 |
6.170 |
6.200 |
6.120 |
6.200 |
unch |
297 |
7,279 |
+53 |
| Dec05 |
040916 |
6.380 |
6.430 |
6.330 |
6.418 |
unch |
594 |
8,961 |
-346 |
| Jan06 |
040916 |
6.530 |
6.560 |
6.480 |
6.558 |
unch |
217 |
9,443 |
+106 |
| Total Volume and Open Interest |
109,070 |
401,191 |
-2,423 |
| Brent Crude Oil(IPE) |
| Nov04 |
040916 |
41.04 |
41.15 |
40.00 |
40.75 |
+0.40 |
55,258 |
81,587 |
-673 |
| Dec04 |
040916 |
40.58 |
40.68 |
39.49 |
40.23 |
+0.31 |
20,588 |
77,681 |
+5,650 |
| Jan05 |
040916 |
40.12 |
40.20 |
39.04 |
39.77 |
+0.27 |
2,032 |
22,580 |
+24 |
| Feb05 |
040916 |
39.73 |
39.74 |
38.66 |
39.36 |
+0.28 |
1,716 |
11,501 |
+209 |
| Mar05 |
040916 |
39.30 |
39.35 |
38.26 |
38.95 |
+0.27 |
550 |
13,855 |
+445 |
| Apr05 |
040916 |
38.87 |
38.87 |
37.97 |
38.56 |
+0.27 |
500 |
13,495 |
+400 |
| May05 |
040916 |
38.19 |
38.19 |
38.19 |
38.19 |
+0.25 |
0 |
2,328 |
+0 |
| Jun05 |
040916 |
38.20 |
38.20 |
37.25 |
37.83 |
+0.21 |
2,500 |
20,241 |
+50 |
| Jul05 |
040916 |
37.51 |
37.51 |
37.51 |
37.51 |
+0.21 |
0 |
1,926 |
+0 |
| Aug05 |
040916 |
37.20 |
37.20 |
37.20 |
37.20 |
+0.21 |
0 |
2,007 |
+0 |
| Sep05 |
040916 |
36.32 |
36.90 |
36.32 |
36.90 |
+0.22 |
100 |
3,572 |
+100 |
| Oct05 |
040916 |
36.60 |
36.60 |
36.60 |
36.60 |
|
|
|
|
| Gas Oil(IPE) |
| Oct04 |
040916 |
389.50 |
390.75 |
378.50 |
380.75 |
-12.25 |
11,356 |
59,969 |
+246 |
| Nov04 |
040916 |
384.50 |
384.75 |
373.00 |
374.25 |
-13.00 |
7,392 |
33,099 |
+809 |
| Dec04 |
040916 |
369.25 |
377.50 |
366.50 |
366.75 |
-13.25 |
2,753 |
25,344 |
-349 |
| Jan05 |
040916 |
369.25 |
370.00 |
359.75 |
359.75 |
-13.25 |
822 |
11,420 |
+169 |
| Feb05 |
040916 |
362.50 |
362.50 |
352.25 |
352.25 |
-13.50 |
160 |
3,313 |
+0 |
| Mar05 |
040916 |
354.25 |
354.50 |
344.25 |
344.25 |
-13.00 |
111 |
4,080 |
+0 |
| Apr05 |
040916 |
336.00 |
336.00 |
336.00 |
336.00 |
-12.25 |
0 |
1,990 |
+0 |
| May05 |
040916 |
330.50 |
330.50 |
330.50 |
330.50 |
-11.50 |
0 |
1,750 |
+0 |
| Jun05 |
040916 |
335.00 |
335.00 |
326.50 |
326.50 |
-11.00 |
720 |
9,294 |
+601 |
| Jul05 |
040916 |
333.00 |
333.00 |
324.75 |
324.75 |
-10.75 |
100 |
911 |
+61 |
| Total Volume and Open Interest |
25,584 |
172,634 |
+3,297 |
| US Dollar Index(NYBOT) |
| Dec04 |
040916 |
89.42 |
89.48 |
88.96 |
88.99 |
-0.41 |
3,034 |
10,467 |
-1,154 |
| Mar05 |
040916 |
89.18 |
89.18 |
89.18 |
89.18 |
-0.41 |
3 |
2,262 |
+3 |
| Jun05 |
040916 |
89.37 |
89.37 |
89.37 |
89.37 |
-0.41 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
3,037 |
12,741 |
-1,151 |
| Australian Dollar(CME) |
| Dec04 |
040916 |
69.12 |
69.48 |
69.05 |
69.26 |
+0.36 |
1,688 |
20,436 |
-144 |
| Mar05 |
040916 |
68.71 |
68.71 |
68.71 |
68.71 |
+0.36 |
1 |
60 |
+1 |
| Jun05 |
040916 |
68.21 |
68.21 |
68.21 |
68.21 |
+0.36 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
1,689 |
20,566 |
-143 |
| British Pound(CME) |
| Dec04 |
040916 |
177.48 |
178.20 |
177.32 |
178.16 |
+1.85 |
5,949 |
46,133 |
-44 |
| Mar05 |
040916 |
176.96 |
176.96 |
176.96 |
176.96 |
+1.85 |
1 |
9 |
+0 |
| Jun05 |
040916 |
175.86 |
175.86 |
175.86 |
175.86 |
+1.85 |
|
|
|
| Total Volume and Open Interest |
5,950 |
46,144 |
-44 |
| Canadian Dollar(CME) |
| Dec04 |
040916 |
77.17 |
77.52 |
77.09 |
77.35 |
+0.36 |
5,483 |
87,363 |
-3,630 |
| Mar05 |
040916 |
77.00 |
77.40 |
77.00 |
77.25 |
+0.36 |
62 |
1,230 |
+5 |
| Jun05 |
040916 |
76.95 |
77.16 |
76.95 |
77.16 |
+0.36 |
66 |
822 |
+55 |
| Sep05 |
040916 |
77.07 |
77.07 |
77.07 |
77.07 |
+0.36 |
70 |
266 |
+58 |
| Total Volume and Open Interest |
5,684 |
89,702 |
-22,083 |
| Japanese Yen(CME) |
| Dec04 |
040916 |
91.69 |
91.74 |
91.38 |
91.70 |
+0.39 |
7,827 |
78,592 |
-250 |
| Mar05 |
040916 |
92.21 |
92.21 |
92.21 |
92.21 |
+0.39 |
2 |
427 |
+1 |
| Jun05 |
040916 |
92.81 |
92.81 |
92.81 |
92.81 |
+0.39 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
7,829 |
79,023 |
-249 |
| Swiss Franc(CME) |
| Dec04 |
040916 |
78.93 |
79.30 |
78.66 |
79.14 |
+0.16 |
8,784 |
29,748 |
+5,742 |
| Mar05 |
040916 |
79.40 |
79.40 |
79.40 |
79.40 |
+0.16 |
0 |
8 |
+1 |
| Jun05 |
040916 |
79.70 |
79.70 |
79.70 |
79.70 |
+0.16 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
8,784 |
29,816 |
+5,743 |
| EuroFX(CME) |
| Dec04 |
040916 |
121.50 |
121.91 |
121.14 |
121.82 |
+0.33 |
14,412 |
85,722 |
-4,123 |
| Mar05 |
040916 |
121.49 |
121.85 |
121.49 |
121.80 |
+0.33 |
126 |
700 |
+1 |
| Jun05 |
040916 |
121.81 |
121.81 |
121.81 |
121.81 |
+0.33 |
0 |
140 |
+0 |
| Total Volume and Open Interest |
14,538 |
86,574 |
-4,122 |
| Mexican Peso(CME) |
| Sep04 |
040913 |
8635.0 |
8640.0 |
8635.0 |
8640.0 |
+45.0 |
4,059 |
23,626 |
-5,632 |
| Dec04 |
040916 |
8560.0 |
8580.0 |
8557.0 |
8570.0 |
+20.0 |
5,566 |
34,979 |
-3,071 |
| Total Volume and Open Interest |
5,566 |
35,805 |
-3,071 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040916 |
112~14 |
113~27 |
112~10 |
113~21 |
+1~08 |
11,276 |
40,918 |
-6,444 |
| Dec04 |
040916 |
111~09 |
112~22 |
111~03 |
112~15 |
+1~08 |
257,392 |
530,430 |
+12,087 |
| Mar05 |
040916 |
111~21 |
111~21 |
110~20 |
111~12 |
+1~08 |
548 |
5,246 |
+21 |
| Total Volume and Open Interest |
269,216 |
576,681 |
+5,664 |
| Municipal Bonds(CBOT) |
| Sep04 |
040916 |
104~09 |
104~24 |
104~09 |
104~24 |
+0~19 |
18 |
2,013 |
+8 |
| Dec04 |
040916 |
102~31 |
103~19 |
102~31 |
103~19 |
+0~21 |
18 |
1,204 |
+1 |
| Total Volume and Open Interest |
36 |
3,217 |
+9 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040916 |
113~160 |
114~090 |
113~135 |
114~065 |
+0~225 |
29,875 |
84,598 |
-9,728 |
| Dec04 |
040916 |
112~110 |
113~055 |
112~070 |
113~020 |
+0~230 |
654,358 |
1,378,023 |
+8,918 |
| Total Volume and Open Interest |
685,467 |
1,467,878 |
+422 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040916 |
111~105 |
111~265 |
111~105 |
111~265 |
+0~145 |
8,925 |
0 |
+0 |
| Dec04 |
040916 |
110~200 |
111~060 |
110~175 |
111~035 |
+0~150 |
336,432 |
0 |
+0 |
| Mar05 |
040916 |
109~300 |
110~060 |
109~300 |
110~060 |
+0~150 |
200 |
701 |
+200 |
| Total Volume and Open Interest |
345,557 |
701 |
+200 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040916 |
106~024 |
106~045 |
106~022 |
106~044 |
+0~020 |
273 |
38,193 |
-1,367 |
| Dec04 |
040916 |
105~092 |
105~120 |
105~090 |
105~117 |
+0~025 |
896 |
188,948 |
+875 |
| Total Volume and Open Interest |
1,169 |
227,141 |
-492 |
| Eurodollars(CME) |
| Dec04 |
040916 |
97.795 |
97.840 |
97.785 |
97.825 |
+0.025 |
51,549 |
877,369 |
-2,318 |
| Mar05 |
040916 |
97.565 |
97.660 |
97.555 |
97.645 |
+0.075 |
50,612 |
835,527 |
-8,709 |
| Jun05 |
040916 |
97.320 |
97.460 |
97.310 |
97.440 |
+0.115 |
60,497 |
877,151 |
-10,927 |
| Sep05 |
040916 |
97.045 |
97.200 |
97.020 |
97.175 |
+0.130 |
43,512 |
639,401 |
+18,028 |
| Dec05 |
040916 |
96.745 |
96.900 |
96.725 |
96.875 |
+0.130 |
54,441 |
513,468 |
+23,562 |
| Mar06 |
040916 |
96.505 |
96.655 |
96.480 |
96.630 |
+0.130 |
33,884 |
412,117 |
+261 |
| Jun06 |
040916 |
96.295 |
96.450 |
96.285 |
96.425 |
+0.125 |
26,742 |
256,427 |
-6,795 |
| Sep06 |
040916 |
96.140 |
96.290 |
96.110 |
96.270 |
+0.130 |
23,643 |
206,249 |
-1,190 |
| Dec06 |
040916 |
95.990 |
96.135 |
95.960 |
96.110 |
+0.130 |
15,250 |
158,097 |
-1,858 |
| Mar07 |
040916 |
95.860 |
96.010 |
95.835 |
95.985 |
+0.130 |
11,321 |
160,379 |
+588 |
| Jun07 |
040916 |
95.710 |
95.885 |
95.710 |
95.860 |
+0.130 |
13,236 |
115,694 |
-1,835 |
| Sep07 |
040916 |
95.620 |
95.755 |
95.590 |
95.745 |
+0.135 |
12,219 |
91,920 |
-78 |
| Total Volume and Open Interest |
452,613 |
5,704,218 |
+13,205 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040913 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
6,271 |
+121 |
| Dec04 |
040916 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
2 |
7,586 |
+880 |
| Mar05 |
040916 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
75 |
17,183 |
+8,858 |
| Jun05 |
040916 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
60 |
9,758 |
-175 |
| Sep05 |
040916 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.01 |
5 |
8,116 |
-407 |
| Dec05 |
040916 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
139 |
4,281 |
+54 |
| Mar06 |
040916 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
50 |
8,092 |
+350 |
| Jun06 |
040916 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
0 |
2,246 |
-50 |
| Sep06 |
040916 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
1,654 |
-50 |
| Dec06 |
040916 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
657 |
+0 |
| Total Volume and Open Interest |
331 |
60,515 |
+9,460 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040916 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
5,195 |
57,763 |
-1,835 |
| Mar05 |
040916 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
13,099 |
77,324 |
+2,237 |
| Jun05 |
040916 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
7,586 |
69,036 |
-6,115 |
| Sep05 |
040916 |
99.78 |
99.78 |
99.77 |
99.77 |
unch |
812 |
39,368 |
-417 |
| Dec05 |
040916 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
686 |
33,228 |
+416 |
| Mar06 |
040916 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
630 |
32,065 |
+181 |
| Jun06 |
040916 |
99.47 |
99.48 |
99.47 |
99.48 |
unch |
11 |
15,984 |
+0 |
| Sep06 |
040916 |
99.36 |
99.37 |
99.36 |
99.37 |
unch |
150 |
5,673 |
+85 |
| Total Volume and Open Interest |
28,219 |
343,115 |
-5,409 |
| German Euro-Bund(EUREX) |
| Dec04 |
040916 |
114.87 |
115.16 |
114.70 |
115.12 |
+115.12 |
983,696 |
1,101,303 |
+1,101,303 |
| Mar05 |
040916 |
114.05 |
114.43 |
114.04 |
114.41 |
+114.41 |
1,064 |
555 |
+555 |
| Jun05 |
040916 |
113.62 |
113.62 |
113.62 |
113.62 |
+113.62 |
320 |
0 |
+0 |
| Total Volume and Open Interest |
985,080 |
1,101,858 |
+1,101,858 |
| German Euro-Bobl(EUREX) |
| Dec04 |
040916 |
110.97 |
111.13 |
110.84 |
111.12 |
+111.12 |
637,105 |
725,896 |
+725,896 |
| Mar05 |
040916 |
110.72 |
110.72 |
110.72 |
110.72 |
+110.72 |
439 |
4 |
+4 |
| Jun05 |
040916 |
110.12 |
110.12 |
110.12 |
110.12 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
764,165 |
|
|
| Long Gilt(LIFFE) |
| Sep04 |
040916 |
107~07 |
107~10 |
106~30 |
107~05 |
+107~05 |
776 |
17,383 |
+17,383 |
| Dec04 |
040916 |
106~30 |
107~02 |
106~20 |
106~28 |
+106~28 |
47,737 |
215,901 |
+215,901 |
| Total Volume and Open Interest |
48,513 |
233,284 |
+233,284 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
040916 |
94.94 |
94.95 |
94.88 |
94.91 |
+94.91 |
82,039 |
258,526 |
+258,526 |
| Mar05 |
040916 |
94.88 |
94.88 |
94.80 |
94.82 |
+94.82 |
85,824 |
215,246 |
+215,246 |
| Jun05 |
040916 |
94.86 |
94.86 |
94.77 |
94.79 |
+94.79 |
71,362 |
196,243 |
+196,243 |
| Total Volume and Open Interest |
332,079 |
1,128,206 |
+1,128,206 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
040916 |
97.735 |
97.740 |
97.725 |
97.735 |
+97.735 |
87,229 |
581,152 |
+581,152 |
| Mar05 |
040916 |
97.550 |
97.575 |
97.530 |
97.555 |
+97.555 |
150,675 |
497,799 |
+497,799 |
| Jun05 |
040916 |
97.370 |
97.400 |
97.335 |
97.370 |
+97.370 |
158,955 |
406,103 |
+406,103 |
| Total Volume and Open Interest |
698,082 |
2,669,674 |
+2,669,674 |
| 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 |
040916 |
94.59 |
94.60 |
94.58 |
94.60 |
-0.01 |
10,216 |
207,121 |
+876 |
| Mar05 |
040916 |
94.57 |
94.57 |
94.55 |
94.57 |
-0.02 |
10,544 |
115,355 |
+2,227 |
| Jun05 |
040916 |
94.53 |
94.54 |
94.52 |
94.54 |
-0.03 |
1,983 |
47,787 |
-1,094 |
| Sep05 |
040916 |
94.50 |
94.52 |
94.50 |
94.51 |
-0.03 |
2,328 |
29,165 |
+1,015 |
| Dec05 |
040916 |
94.46 |
94.48 |
94.46 |
94.48 |
-0.02 |
1,088 |
18,857 |
+236 |
| Mar06 |
040916 |
94.43 |
94.44 |
94.43 |
94.44 |
-0.02 |
713 |
10,927 |
-1,106 |
| Jun06 |
040916 |
94.40 |
94.42 |
94.40 |
94.42 |
-0.02 |
816 |
9,164 |
+0 |
| Sep06 |
040916 |
94.38 |
94.39 |
94.37 |
94.39 |
-0.01 |
605 |
3,814 |
-452 |
| Dec06 |
040916 |
94.35 |
94.36 |
94.35 |
94.35 |
-0.01 |
25 |
3,050 |
-30 |
| Total Volume and Open Interest |
28,398 |
450,109 |
+1,653 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
040916 |
94.62 |
94.62 |
94.60 |
94.61 |
-0.04 |
40,311 |
219,645 |
+12,931 |
| Mar05 |
040916 |
94.61 |
94.61 |
94.61 |
94.61 |
|
|
|
|
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
040916 |
94.80 |
94.82 |
94.79 |
94.81 |
-0.03 |
135,265 |
378,255 |
+82,389 |
| Mar05 |
040916 |
94.81 |
94.81 |
94.81 |
94.81 |
|
|
|
|
| Gold(CMX) |
| Oct04 |
040916 |
406.0 |
406.0 |
403.3 |
405.0 |
-0.3 |
196 |
21,458 |
-56 |
| Dec04 |
040916 |
407.5 |
407.8 |
404.2 |
406.5 |
-0.3 |
31,535 |
171,968 |
+2,277 |
| Feb05 |
040916 |
407.4 |
408.0 |
406.5 |
408.0 |
-0.3 |
288 |
10,704 |
-69 |
| Apr05 |
040916 |
408.0 |
409.5 |
408.0 |
409.5 |
-0.4 |
81 |
4,415 |
+80 |
| Jun05 |
040916 |
412.5 |
412.5 |
410.5 |
411.2 |
-0.5 |
544 |
12,046 |
-196 |
| Aug05 |
040916 |
412.9 |
412.9 |
412.9 |
412.9 |
-0.6 |
2 |
6,982 |
+2 |
| Oct05 |
040916 |
414.7 |
414.7 |
414.7 |
414.7 |
-0.6 |
0 |
677 |
+0 |
| Dec05 |
040916 |
416.6 |
416.6 |
416.6 |
416.6 |
-0.6 |
91 |
7,314 |
+56 |
| Feb06 |
040916 |
418.7 |
418.7 |
418.7 |
418.7 |
-0.6 |
0 |
844 |
+0 |
| Apr06 |
040916 |
420.8 |
420.8 |
420.8 |
420.8 |
-0.7 |
0 |
485 |
+0 |
| Jun06 |
040916 |
422.9 |
422.9 |
422.9 |
422.9 |
-0.8 |
300 |
8,248 |
+224 |
| Total Volume and Open Interest |
33,065 |
252,219 |
+2,334 |
| Silver(CMX) |
| Sep04 |
040916 |
630.5 |
630.5 |
623.0 |
628.9 |
+1.8 |
12 |
91 |
-96 |
| Dec04 |
040916 |
634.0 |
635.5 |
626.0 |
631.8 |
+1.8 |
9,805 |
66,478 |
+206 |
| Mar05 |
040916 |
636.5 |
638.0 |
630.0 |
635.3 |
+1.8 |
402 |
7,106 |
-74 |
| May05 |
040916 |
635.0 |
639.5 |
632.5 |
637.7 |
+1.7 |
10 |
1,577 |
+0 |
| Jul05 |
040916 |
640.4 |
640.4 |
640.4 |
640.4 |
+1.7 |
20 |
1,751 |
+7 |
| Sep05 |
040916 |
642.9 |
642.9 |
642.9 |
642.9 |
+1.7 |
10 |
508 |
+10 |
| Dec05 |
040916 |
646.0 |
646.1 |
645.0 |
646.1 |
+1.7 |
4 |
2,935 |
+4 |
| Total Volume and Open Interest |
10,270 |
82,084 |
+56 |
| Platinum(NYM) |
| Oct04 |
040916 |
846.0 |
848.0 |
838.2 |
842.3 |
-8.4 |
802 |
5,328 |
+123 |
| Jan05 |
040916 |
845.0 |
845.0 |
830.0 |
834.3 |
-8.4 |
215 |
456 |
+126 |
| Total Volume and Open Interest |
1,017 |
5,784 |
+249 |
| Palladium(NYME) |
| Sep04 |
040916 |
205.00 |
210.10 |
205.00 |
210.10 |
+0.10 |
11 |
190 |
-50 |
| Dec04 |
040916 |
210.50 |
212.25 |
209.00 |
211.25 |
unch |
225 |
8,571 |
+81 |
| Mar05 |
040916 |
213.00 |
213.00 |
213.00 |
213.00 |
unch |
5 |
36 |
+5 |
| Total Volume and Open Interest |
241 |
8,797 |
+36 |
| Copper(CMX) |
| Sep04 |
040916 |
130.00 |
130.20 |
129.45 |
129.80 |
+3.05 |
363 |
2,345 |
-196 |
| Dec04 |
040916 |
129.80 |
130.90 |
129.50 |
130.15 |
+3.00 |
3,738 |
53,258 |
+115 |
| Mar05 |
040916 |
126.00 |
126.40 |
126.00 |
126.10 |
+2.45 |
188 |
5,514 |
-20 |
| May05 |
040916 |
123.10 |
123.10 |
123.10 |
123.10 |
+2.45 |
26 |
902 |
+7 |
| Jul05 |
040916 |
121.25 |
121.25 |
120.15 |
120.15 |
+2.20 |
13 |
1,338 |
+6 |
| Total Volume and Open Interest |
5,172 |
74,799 |
-241 |
| DJIA Index(CBOT) |
| Sep04 |
040916 |
10240 |
10283 |
10235 |
10253 |
+18 |
5,556 |
17,761 |
-2,948 |
| Dec04 |
040916 |
10235 |
10280 |
10230 |
10247 |
+18 |
10,187 |
42,425 |
+2,607 |
| Mar05 |
040916 |
10235 |
10265 |
10235 |
10242 |
+18 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
15,743 |
60,199 |
-341 |
| S & P 500(CME) |
| Sep04 |
040916 |
1121.50 |
1126.30 |
1121.20 |
1124.10 |
+3.80 |
48,153 |
86,581 |
-40,207 |
| Dec04 |
040916 |
1122.20 |
1126.80 |
1121.80 |
1124.60 |
+3.80 |
76,959 |
583,581 |
+36,050 |
| Mar05 |
040916 |
1128.20 |
1128.20 |
1125.50 |
1125.50 |
+3.70 |
89 |
9,648 |
+68 |
| Jun05 |
040916 |
1127.60 |
1127.60 |
1127.60 |
1127.60 |
+3.70 |
2 |
552 |
+2 |
| Total Volume and Open Interest |
125,245 |
680,483 |
-4,049 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040916 |
1120.75 |
1126.25 |
1120.50 |
1124.00 |
+3.75 |
51,839 |
328,764 |
-51,906 |
| Dec04 |
040916 |
1121.25 |
1127.00 |
1120.75 |
1124.50 |
+3.75 |
557,925 |
505,879 |
+36,921 |
| Total Volume and Open Interest |
609,764 |
834,643 |
-14,985 |
| NASDAQ 100(CME) |
| Sep04 |
040916 |
1418.50 |
1429.00 |
1415.00 |
1420.50 |
+3.00 |
11,869 |
48,842 |
-1,915 |
| Dec04 |
040916 |
1423.50 |
1435.00 |
1418.00 |
1425.50 |
+2.50 |
16,965 |
66,957 |
+4,593 |
| Mar05 |
040916 |
1438.00 |
1438.00 |
1431.50 |
1431.50 |
+3.50 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
28,834 |
115,802 |
+2,678 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040916 |
1417.5 |
1430.0 |
1413.0 |
1420.5 |
+1420.5 |
17,746 |
231,405 |
+231,405 |
| Dec04 |
040916 |
1423.0 |
1435.5 |
1418.0 |
1425.5 |
+1425.5 |
271,623 |
201,044 |
+201,044 |
| Total Volume and Open Interest |
289,369 |
432,449 |
+432,449 |
| S & P Midcap 400(CME) |
| Sep04 |
040916 |
590.00 |
592.90 |
590.00 |
592.90 |
+4.90 |
2,237 |
5,035 |
-1,875 |
| Dec04 |
040916 |
590.25 |
595.00 |
590.25 |
594.00 |
+5.00 |
1,901 |
12,353 |
+1,404 |
| Mar05 |
040916 |
595.50 |
595.50 |
595.50 |
595.50 |
+5.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,138 |
17,389 |
-471 |
| Russell 2000(CME) |
| Sep04 |
040916 |
571.00 |
574.25 |
571.00 |
573.85 |
+573.85 |
3,238 |
19,656 |
+19,656 |
| Dec04 |
040916 |
570.25 |
576.00 |
570.25 |
574.25 |
unch |
1,936 |
24,960 |
+24,960 |
| Mar05 |
040916 |
574.25 |
574.25 |
574.25 |
574.25 |
+2.10 |
|
|
|
| Total Volume and Open Interest |
8,936 |
|
|
| Value Line(KCBT) |
| Sep04 |
040916 |
1574.00 |
1581.00 |
1574.00 |
1581.00 |
+12.00 |
1 |
51 |
-2 |
| Total Volume and Open Interest |
3 |
58 |
-1 |
| Nikkei 225(CME) |
| Dec04 |
040916 |
11080 |
11150 |
11080 |
11135 |
+50 |
3,642 |
23,293 |
+23,293 |
| Mar05 |
040916 |
11145 |
11145 |
11145 |
11145 |
+50 |
0 |
14 |
+14 |
| Total Volume and Open Interest |
3,642 |
23,308 |
+23,308 |
| Nikkei 225(SIMEX) |
| Dec04 |
040916 |
11080 |
11140 |
11050 |
11100 |
-30 |
16,905 |
135,242 |
-1,032 |
| Mar05 |
040916 |
11095 |
11095 |
11095 |
11095 |
-30 |
0 |
4 |
+0 |
| Jun05 |
040916 |
11050 |
11050 |
11050 |
11050 |
-30 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
16,905 |
135,249 |
-1,032 |
| CAC 40(MATIF) |
| Sep04 |
040916 |
3695.0 |
3708.0 |
3680.0 |
3696.0 |
-15.0 |
45,163 |
436,455 |
+9,675 |
| Oct04 |
040916 |
3701.5 |
3711.0 |
3683.5 |
3699.0 |
-15.0 |
89 |
1,919 |
+76 |
| Nov04 |
040916 |
3698.5 |
3706.0 |
3698.5 |
3706.0 |
-15.0 |
|
|
|
| Total Volume and Open Interest |
47,343 |
460,442 |
+10,829 |
| DAX Index(EUREX) |
| Sep04 |
040916 |
3946.5 |
3970.5 |
3942.5 |
3967.0 |
+14.0 |
158,233 |
87,759 |
-19,633 |
| Dec04 |
040916 |
3969.0 |
3991.5 |
3964.0 |
3988.0 |
+14.5 |
59,656 |
106,336 |
+32,760 |
| Mar05 |
040916 |
3991.0 |
4014.0 |
3986.5 |
4011.0 |
+15.0 |
4,997 |
9,168 |
+721 |
| Total Volume and Open Interest |
222,886 |
203,263 |
+13,848 |
| FT-SE 100(LIFFE) |
| Sep04 |
040916 |
4552.00 |
4565.00 |
4525.00 |
4557.00 |
+5.00 |
217,911 |
148,375 |
-65,721 |
| Dec04 |
040916 |
4582.00 |
4596.00 |
4576.00 |
4588.00 |
+4.50 |
146,211 |
388,799 |
+61,448 |
| Mar05 |
040916 |
4595.50 |
4595.50 |
4595.50 |
4595.50 |
+5.00 |
0 |
10,485 |
+0 |
| Total Volume and Open Interest |
364,122 |
553,918 |
-4,273 |
| SPI 200(SFE) |
| Sep04 |
040916 |
3615.0 |
3616.0 |
3591.0 |
3597.0 |
-30.0 |
29,884 |
91,598 |
-42,587 |
| Dec04 |
040916 |
3628.0 |
3643.0 |
3615.0 |
3639.0 |
+1.0 |
30,054 |
150,366 |
+12,702 |
| Mar05 |
040916 |
3638.0 |
3647.0 |
3638.0 |
3647.0 |
+1.0 |
56 |
2,537 |
+46 |
| Total Volume and Open Interest |
59,997 |
249,466 |
-29,839 |
| GSCI(CME) |
| Oct04 |
040916 |
304.20 |
305.75 |
300.90 |
305.65 |
+1.15 |
160 |
18,215 |
-75 |
| Nov04 |
040916 |
307.00 |
307.00 |
307.00 |
307.00 |
+0.50 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
520 |
18,515 |
-397 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040916 |
273.50 |
273.75 |
272.75 |
273.35 |
-1.15 |
30 |
216 |
-2 |
| Jan05 |
040916 |
273.35 |
273.35 |
273.35 |
273.35 |
-1.15 |
0 |
205 |
+0 |
| Feb05 |
040916 |
271.35 |
271.35 |
271.35 |
271.35 |
-1.15 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
30 |
525 |
-2 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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