|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon September 20, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
040920 |
546.00 |
548.00 |
542.50 |
543.75 |
-9.25 |
30,509 |
128,964 |
+1,032 |
| Jan05 |
040920 |
556.00 |
556.00 |
550.00 |
550.75 |
-9.75 |
4,346 |
21,959 |
+511 |
| Mar05 |
040920 |
560.00 |
563.00 |
557.50 |
558.75 |
-8.50 |
2,483 |
15,598 |
+643 |
| May05 |
040920 |
569.00 |
569.00 |
565.00 |
565.00 |
-9.50 |
2,152 |
11,590 |
+123 |
| Jul05 |
040920 |
573.50 |
575.00 |
570.00 |
571.00 |
-9.00 |
1,498 |
6,383 |
+73 |
| Aug05 |
040920 |
570.50 |
570.50 |
570.50 |
570.50 |
-9.50 |
12 |
219 |
+6 |
| Sep05 |
040920 |
570.00 |
570.00 |
570.00 |
570.00 |
-10.00 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
41,551 |
188,597 |
+2,509 |
| Soybean Meal(CBOT) |
| Oct04 |
040920 |
162.50 |
162.60 |
161.30 |
161.80 |
-1.60 |
2,951 |
19,132 |
-1,402 |
| Dec04 |
040920 |
163.80 |
164.40 |
163.10 |
163.40 |
-2.00 |
8,727 |
53,761 |
-9 |
| Jan05 |
040920 |
165.30 |
165.80 |
164.70 |
165.00 |
-1.70 |
2,062 |
13,199 |
+155 |
| Mar05 |
040920 |
169.00 |
169.20 |
168.00 |
168.20 |
-2.30 |
1,766 |
10,716 |
+362 |
| May05 |
040920 |
172.50 |
172.50 |
171.20 |
171.30 |
-1.80 |
1,662 |
12,902 |
+45 |
| Jul05 |
040920 |
175.50 |
175.80 |
174.50 |
174.90 |
-1.60 |
986 |
11,230 |
-92 |
| Aug05 |
040920 |
176.30 |
176.50 |
175.30 |
175.30 |
-1.70 |
351 |
3,976 |
-84 |
| Sep05 |
040920 |
176.50 |
177.20 |
175.60 |
175.60 |
-1.60 |
239 |
2,798 |
+41 |
| Total Volume and Open Interest |
18,966 |
131,290 |
-931 |
| Soybean Oil(CBOT) |
| Oct04 |
040920 |
21.98 |
22.08 |
21.75 |
21.77 |
-0.31 |
5,494 |
19,423 |
-1,077 |
| Dec04 |
040920 |
21.65 |
21.75 |
21.55 |
21.62 |
-0.27 |
12,031 |
58,390 |
-787 |
| Jan05 |
040920 |
21.60 |
21.70 |
21.52 |
21.57 |
-0.28 |
1,677 |
13,466 |
+77 |
| Mar05 |
040920 |
21.60 |
21.69 |
21.50 |
21.55 |
-0.30 |
1,850 |
13,014 |
-36 |
| May05 |
040920 |
21.55 |
21.65 |
21.47 |
21.52 |
-0.26 |
1,809 |
8,642 |
+407 |
| Jul05 |
040920 |
21.60 |
21.65 |
21.47 |
21.50 |
-0.27 |
1,278 |
8,108 |
-16 |
| Aug05 |
040920 |
21.55 |
21.60 |
21.48 |
21.48 |
-0.27 |
375 |
3,465 |
+232 |
| Sep05 |
040920 |
21.50 |
21.60 |
21.45 |
21.45 |
-0.27 |
55 |
1,672 |
+39 |
| Total Volume and Open Interest |
24,804 |
129,660 |
-994 |
| Canola(WCE) |
| Sep04 |
040914 |
355.0 |
355.0 |
340.0 |
341.0 |
-8.2 |
0 |
388 |
+0 |
| Nov04 |
040920 |
332.0 |
332.0 |
323.3 |
323.4 |
-10.1 |
4,991 |
36,795 |
+111 |
| Jan05 |
040920 |
334.5 |
335.0 |
328.3 |
328.6 |
-9.8 |
357 |
5,690 |
+69 |
| Mar05 |
040920 |
340.0 |
340.0 |
332.0 |
332.0 |
-11.3 |
307 |
4,049 |
+152 |
| May05 |
040920 |
338.0 |
338.0 |
338.0 |
338.0 |
-9.5 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
5,822 |
49,013 |
+499 |
| Corn(CBOT) |
| Dec04 |
040920 |
215.00 |
215.00 |
212.50 |
212.75 |
-2.50 |
31,070 |
357,993 |
+1,476 |
| Mar05 |
040920 |
225.00 |
225.00 |
222.50 |
222.75 |
-2.50 |
6,400 |
98,706 |
+2,892 |
| May05 |
040920 |
231.75 |
231.75 |
229.50 |
229.50 |
-2.50 |
1,416 |
31,399 |
+245 |
| Jul05 |
040920 |
236.50 |
236.75 |
234.75 |
235.00 |
-2.00 |
1,776 |
36,452 |
+239 |
| Sep05 |
040920 |
242.25 |
242.25 |
240.00 |
240.00 |
-2.50 |
530 |
7,854 |
+272 |
| Dec05 |
040920 |
248.50 |
248.50 |
246.75 |
247.25 |
-1.50 |
695 |
17,416 |
+211 |
| Total Volume and Open Interest |
41,986 |
551,286 |
+5,360 |
| Wheat(CBOT) |
| Dec04 |
040920 |
331.50 |
333.00 |
325.00 |
328.75 |
-4.50 |
18,106 |
119,592 |
-394 |
| Mar05 |
040920 |
342.00 |
343.00 |
336.50 |
340.00 |
-3.75 |
1,182 |
19,789 |
-112 |
| May05 |
040920 |
341.50 |
346.00 |
341.50 |
344.50 |
-3.75 |
144 |
3,814 |
+47 |
| Jul05 |
040920 |
348.00 |
348.00 |
343.00 |
345.50 |
-3.50 |
383 |
5,721 |
+95 |
| Sep05 |
040920 |
351.00 |
351.00 |
351.00 |
351.00 |
-3.50 |
23 |
141 |
+5 |
| Total Volume and Open Interest |
19,887 |
149,188 |
-345 |
| Wheat(KCBT) |
| Sep04 |
040914 |
348.50 |
348.50 |
348.50 |
348.50 |
-5.50 |
9 |
19 |
+0 |
| Dec04 |
040920 |
356.00 |
359.00 |
354.00 |
357.50 |
-2.25 |
8,341 |
51,029 |
-1,796 |
| Mar05 |
040920 |
365.00 |
366.50 |
362.25 |
364.25 |
-2.75 |
501 |
11,200 |
-122 |
| May05 |
040920 |
366.00 |
367.50 |
364.00 |
364.00 |
-2.00 |
117 |
2,821 |
+10 |
| Jul05 |
040920 |
364.50 |
366.50 |
363.00 |
365.00 |
-6.00 |
432 |
2,940 |
+279 |
| Total Volume and Open Interest |
9,392 |
68,051 |
-1,628 |
| Wheat(MGE) |
| Sep04 |
040920 |
370.00 |
370.00 |
370.00 |
370.00 |
unch |
2 |
0 |
-2 |
| Dec04 |
040920 |
377.00 |
379.00 |
373.00 |
374.25 |
-5.00 |
5,124 |
24,019 |
-113 |
| Mar05 |
040920 |
389.00 |
389.00 |
382.00 |
384.00 |
-6.75 |
1,444 |
6,506 |
+233 |
| May05 |
040920 |
391.00 |
391.00 |
387.00 |
387.50 |
-7.50 |
1,318 |
2,687 |
+743 |
| Jul05 |
040920 |
387.50 |
387.50 |
383.00 |
384.75 |
-7.25 |
1,391 |
1,291 |
+617 |
| Total Volume and Open Interest |
9,297 |
34,718 |
+1,489 |
| Oats(CBOT) |
| Dec04 |
040920 |
165.50 |
165.75 |
162.50 |
164.00 |
-1.50 |
1,416 |
4,975 |
+10 |
| Mar05 |
040920 |
170.25 |
170.25 |
168.50 |
169.00 |
-2.00 |
133 |
1,243 |
+14 |
| May05 |
040920 |
172.50 |
172.50 |
172.50 |
172.50 |
-1.50 |
0 |
96 |
+0 |
| Jul05 |
040920 |
175.00 |
175.00 |
175.00 |
175.00 |
-2.50 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
1,549 |
6,344 |
+24 |
| Rough Rice(CBOT) |
| Sep04 |
040920 |
7.25 |
7.25 |
7.25 |
7.25 |
-0.03 |
0 |
58 |
+0 |
| Nov04 |
040920 |
7.15 |
7.25 |
7.10 |
7.16 |
-0.14 |
348 |
2,689 |
+50 |
| Jan05 |
040920 |
7.35 |
7.42 |
7.31 |
7.37 |
-0.15 |
33 |
724 |
+12 |
| Mar05 |
040920 |
7.60 |
7.63 |
7.58 |
7.58 |
-0.15 |
30 |
535 |
+18 |
| Total Volume and Open Interest |
411 |
4,033 |
+80 |
| Live Cattle(CME) |
| Oct04 |
040920 |
85.800 |
86.400 |
85.300 |
86.000 |
+0.550 |
6,751 |
27,960 |
-858 |
| Dec04 |
040920 |
88.900 |
89.050 |
88.200 |
88.675 |
unch |
6,798 |
53,086 |
+1,895 |
| Feb05 |
040920 |
89.750 |
90.125 |
89.450 |
90.050 |
+0.425 |
1,527 |
14,239 |
+193 |
| Apr05 |
040920 |
87.500 |
87.975 |
87.125 |
87.825 |
+0.600 |
566 |
5,491 |
+95 |
| Jun05 |
040920 |
83.350 |
83.950 |
83.000 |
83.900 |
+0.725 |
179 |
3,505 |
+26 |
| Aug05 |
040920 |
82.700 |
83.300 |
82.700 |
83.300 |
+0.400 |
42 |
1,926 |
+18 |
| Total Volume and Open Interest |
15,882 |
106,350 |
+1,386 |
| Feeder Cattle(CME) |
| Sep04 |
040920 |
115.000 |
115.300 |
114.900 |
115.200 |
+0.550 |
425 |
1,921 |
-152 |
| Oct04 |
040920 |
112.600 |
113.350 |
112.150 |
112.800 |
+0.900 |
1,017 |
6,417 |
-73 |
| Nov04 |
040920 |
110.900 |
112.400 |
110.350 |
112.000 |
+1.975 |
474 |
5,344 |
+110 |
| Jan05 |
040920 |
105.800 |
107.400 |
105.500 |
107.200 |
+1.850 |
174 |
2,266 |
+10 |
| Mar05 |
040920 |
102.000 |
103.300 |
101.700 |
103.300 |
+1.725 |
13 |
689 |
+5 |
| Apr05 |
040920 |
101.100 |
101.900 |
101.100 |
101.900 |
+1.150 |
11 |
205 |
+4 |
| May05 |
040920 |
100.500 |
101.700 |
100.500 |
101.700 |
+1.200 |
9 |
201 |
+0 |
| Total Volume and Open Interest |
2,123 |
17,043 |
-96 |
| Lean Hogs(CME) |
| Oct04 |
040920 |
73.000 |
73.975 |
72.750 |
73.800 |
+1.800 |
10,306 |
20,769 |
-1,684 |
| Dec04 |
040920 |
69.600 |
69.975 |
69.100 |
69.700 |
+0.875 |
8,815 |
46,392 |
+3,476 |
| Feb05 |
040920 |
67.900 |
68.450 |
67.750 |
68.350 |
+0.725 |
3,857 |
11,829 |
+2,474 |
| Apr05 |
040920 |
65.525 |
65.900 |
65.300 |
65.875 |
+0.500 |
348 |
3,689 |
+52 |
| May05 |
040920 |
65.000 |
65.550 |
64.800 |
65.550 |
+0.625 |
82 |
732 |
+31 |
| Jun05 |
040920 |
68.900 |
69.400 |
68.800 |
69.400 |
+0.500 |
370 |
1,735 |
+186 |
| Jul05 |
040920 |
64.900 |
65.250 |
64.600 |
65.250 |
+0.375 |
64 |
452 |
+12 |
| Aug05 |
040920 |
61.250 |
61.475 |
61.100 |
61.475 |
+0.075 |
123 |
194 |
+59 |
| Total Volume and Open Interest |
23,979 |
85,852 |
+4,611 |
| Pork Bellies(CME) |
| Feb05 |
040920 |
99.300 |
101.850 |
99.300 |
101.225 |
+2.150 |
823 |
1,515 |
+110 |
| Mar05 |
040920 |
99.200 |
101.250 |
99.200 |
101.250 |
+2.300 |
6 |
12 |
+2 |
| May05 |
040920 |
98.600 |
98.600 |
98.600 |
98.600 |
+1.200 |
0 |
4 |
+0 |
| Jul05 |
040920 |
96.000 |
97.000 |
96.000 |
97.000 |
+2.550 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
829 |
1,532 |
+112 |
| Class III Milk(CME) |
| Sep04 |
040920 |
14.63 |
14.67 |
14.61 |
14.67 |
+0.02 |
2 |
5,590 |
-1 |
| Oct04 |
040920 |
13.55 |
13.73 |
13.50 |
13.57 |
-0.03 |
138 |
4,766 |
-11 |
| Nov04 |
040920 |
12.70 |
12.75 |
12.60 |
12.67 |
-0.08 |
114 |
3,057 |
-9 |
| Dec04 |
040920 |
12.25 |
12.25 |
12.12 |
12.22 |
-0.03 |
16 |
2,262 |
-3 |
| Jan05 |
040920 |
11.97 |
12.04 |
11.95 |
12.04 |
-0.03 |
36 |
1,169 |
-14 |
| Total Volume and Open Interest |
627 |
23,233 |
+33 |
| Cocoa(NYBOT) |
| Dec04 |
040920 |
1469 |
1488 |
1462 |
1474 |
+13 |
3,793 |
43,791 |
-15 |
| Mar05 |
040920 |
1494 |
1504 |
1485 |
1493 |
+12 |
338 |
16,182 |
+145 |
| May05 |
040920 |
1505 |
1511 |
1496 |
1503 |
+12 |
197 |
10,603 |
-39 |
| Jul05 |
040920 |
1514 |
1514 |
1514 |
1514 |
+11 |
0 |
10,991 |
-67 |
| Sep05 |
040920 |
1527 |
1527 |
1527 |
1527 |
+11 |
0 |
5,762 |
+0 |
| Dec05 |
040920 |
1539 |
1543 |
1539 |
1543 |
+11 |
50 |
7,191 |
-50 |
| Mar06 |
040920 |
1555 |
1555 |
1555 |
1555 |
+11 |
0 |
3,529 |
+0 |
| Total Volume and Open Interest |
4,378 |
99,641 |
-26 |
| Coffee "C"(NYBOT) |
| Sep04 |
040920 |
75.50 |
77.20 |
74.95 |
77.20 |
+1.85 |
27 |
42 |
-5 |
| Dec04 |
040920 |
78.75 |
79.80 |
76.70 |
79.70 |
+0.95 |
13,037 |
64,324 |
-681 |
| Mar05 |
040920 |
81.65 |
82.70 |
79.90 |
82.55 |
+0.90 |
1,451 |
11,700 |
+180 |
| May05 |
040920 |
84.00 |
84.50 |
83.35 |
84.35 |
+0.85 |
165 |
3,341 |
+27 |
| Jul05 |
040920 |
86.00 |
86.00 |
86.00 |
86.00 |
+0.80 |
51 |
1,563 |
-4 |
| Sep05 |
040920 |
86.25 |
87.45 |
86.25 |
87.45 |
+0.80 |
2 |
497 |
+2 |
| Total Volume and Open Interest |
14,791 |
81,884 |
-449 |
| Orange Juice(NYBOT) |
| Nov04 |
040920 |
78.00 |
78.00 |
76.90 |
77.75 |
-0.60 |
986 |
19,378 |
-375 |
| Jan05 |
040920 |
80.40 |
80.40 |
79.50 |
79.75 |
-1.05 |
322 |
6,514 |
+2 |
| Mar05 |
040920 |
82.25 |
82.25 |
81.40 |
81.75 |
-1.05 |
61 |
8,225 |
+9 |
| May05 |
040920 |
84.60 |
84.60 |
83.50 |
84.45 |
-0.35 |
1 |
4,070 |
+0 |
| Jul05 |
040920 |
86.00 |
86.45 |
86.00 |
86.45 |
-0.35 |
0 |
473 |
+0 |
| Total Volume and Open Interest |
1,370 |
38,812 |
-364 |
| Sugar #11(NYBOT) |
| Oct04 |
040920 |
7.56 |
7.57 |
7.37 |
7.38 |
-0.21 |
18,436 |
58,966 |
-4,717 |
| Mar05 |
040920 |
8.38 |
8.39 |
8.21 |
8.26 |
-0.16 |
25,236 |
158,263 |
+5,372 |
| May05 |
040920 |
8.45 |
8.45 |
8.31 |
8.36 |
-0.16 |
3,946 |
31,615 |
+666 |
| Jul05 |
040920 |
8.25 |
8.25 |
8.13 |
8.16 |
-0.14 |
2,086 |
18,506 |
+1,505 |
| Oct05 |
040920 |
8.14 |
8.18 |
8.06 |
8.10 |
-0.10 |
1,389 |
20,840 |
+180 |
| Total Volume and Open Interest |
52,204 |
297,221 |
+3,530 |
| London Cocoa(LCE) |
| Sep04 |
040915 |
841 |
850 |
837 |
842 |
+7 |
666 |
3,324 |
-605 |
| Dec04 |
040920 |
846 |
870 |
844 |
865 |
+11 |
3,431 |
81,817 |
+653 |
| Mar05 |
040920 |
870 |
891 |
869 |
888 |
+10 |
686 |
31,528 |
-32 |
| May05 |
040920 |
884 |
903 |
883 |
903 |
+11 |
382 |
17,028 |
+150 |
| Jul05 |
040920 |
902 |
917 |
902 |
917 |
+11 |
89 |
13,244 |
-70 |
| Sep05 |
040920 |
915 |
934 |
915 |
934 |
+12 |
10 |
19,507 |
+5 |
| Dec05 |
040920 |
933 |
943 |
933 |
943 |
+11 |
48 |
9,660 |
-36 |
| Total Volume and Open Interest |
4,651 |
175,666 |
+670 |
| London Coffee(LCE) |
| Sep04 |
040920 |
627.00 |
633.00 |
627.00 |
633.00 |
+5.00 |
67 |
4,864 |
+30 |
| Nov04 |
040920 |
654.00 |
659.00 |
651.00 |
659.00 |
+5.00 |
3,579 |
73,100 |
-600 |
| Jan05 |
040920 |
671.00 |
677.00 |
670.00 |
677.00 |
+6.00 |
2,148 |
33,045 |
+81 |
| Mar05 |
040920 |
690.00 |
693.00 |
687.00 |
693.00 |
+6.00 |
1,028 |
20,443 |
+183 |
| May05 |
040920 |
705.00 |
707.00 |
703.00 |
707.00 |
+6.00 |
262 |
14,357 |
+13 |
| Jul05 |
040920 |
718.00 |
722.00 |
718.00 |
722.00 |
+6.00 |
83 |
4,066 |
+30 |
| Total Volume and Open Interest |
7,246 |
151,964 |
-228 |
| London Sugar(LCE) |
| Oct04 |
040915 |
230.50 |
230.50 |
220.00 |
226.80 |
-3.70 |
3,846 |
2,040 |
-2,500 |
| Dec04 |
040920 |
235.00 |
236.00 |
231.20 |
231.50 |
-3.80 |
3,448 |
12,081 |
-1,278 |
| Mar05 |
040920 |
250.00 |
250.50 |
246.00 |
247.00 |
-3.30 |
1,065 |
15,956 |
-142 |
| May05 |
040920 |
257.10 |
257.10 |
254.00 |
254.00 |
-3.20 |
230 |
7,853 |
+94 |
| Aug05 |
040920 |
252.50 |
252.50 |
249.50 |
250.10 |
-3.10 |
86 |
4,275 |
+53 |
| Total Volume and Open Interest |
4,882 |
45,395 |
-1,275 |
| Cotton(NYBOT) |
| Oct04 |
040920 |
49.80 |
49.80 |
48.60 |
49.35 |
-0.86 |
60 |
2,045 |
-26 |
| Dec04 |
040920 |
47.90 |
48.00 |
46.30 |
47.41 |
-1.02 |
5,236 |
41,886 |
-166 |
| Mar05 |
040920 |
49.30 |
49.40 |
48.05 |
49.12 |
-0.74 |
1,359 |
15,213 |
+14 |
| May05 |
040920 |
51.00 |
51.00 |
49.20 |
50.05 |
-1.12 |
357 |
3,480 |
+2 |
| Jul05 |
040920 |
51.00 |
51.30 |
50.00 |
51.02 |
-0.98 |
669 |
4,721 |
+425 |
| Oct05 |
040920 |
52.75 |
52.75 |
52.75 |
52.75 |
unch |
0 |
31 |
+0 |
| Total Volume and Open Interest |
7,689 |
69,286 |
+248 |
| Lumber(CME) |
| Nov04 |
040920 |
347.0 |
352.3 |
346.6 |
351.3 |
-1.8 |
827 |
3,293 |
-193 |
| Jan05 |
040920 |
341.1 |
345.9 |
340.0 |
345.6 |
+5.2 |
125 |
844 |
-9 |
| Mar05 |
040920 |
345.0 |
349.3 |
345.0 |
348.8 |
+3.0 |
10 |
174 |
-5 |
| May05 |
040920 |
349.0 |
349.0 |
349.0 |
349.0 |
+3.9 |
1 |
42 |
+1 |
| Total Volume and Open Interest |
963 |
4,353 |
-206 |
| Crude Oil(NYM) |
| Oct04 |
040920 |
46.10 |
46.40 |
45.30 |
46.35 |
+0.76 |
78,906 |
41,799 |
-16,234 |
| Nov04 |
040920 |
46.15 |
46.25 |
45.20 |
46.19 |
+0.60 |
103,775 |
199,728 |
+16,972 |
| Dec04 |
040920 |
45.45 |
45.60 |
44.55 |
45.59 |
+0.57 |
39,105 |
95,915 |
+66 |
| Jan05 |
040920 |
44.85 |
45.00 |
44.25 |
44.97 |
+0.55 |
7,537 |
38,459 |
-711 |
| Feb05 |
040920 |
44.15 |
44.39 |
43.85 |
44.39 |
+0.52 |
3,150 |
24,313 |
+1,090 |
| Mar05 |
040920 |
43.18 |
43.82 |
43.18 |
43.82 |
+0.49 |
1,411 |
24,451 |
+9 |
| Apr05 |
040920 |
42.65 |
43.26 |
42.65 |
43.26 |
+0.46 |
251 |
13,673 |
-39 |
| May05 |
040920 |
42.71 |
42.71 |
42.71 |
42.71 |
+0.43 |
116 |
14,063 |
+100 |
| Jun05 |
040920 |
42.00 |
42.17 |
41.50 |
42.17 |
+0.40 |
3,688 |
21,187 |
-458 |
| Jul05 |
040920 |
41.68 |
41.68 |
41.68 |
41.68 |
+0.38 |
569 |
11,484 |
-78 |
| Aug05 |
040920 |
40.85 |
41.25 |
40.85 |
41.25 |
+0.36 |
132 |
6,984 |
-53 |
| Sep05 |
040920 |
40.86 |
40.86 |
40.86 |
40.86 |
+0.34 |
245 |
9,633 |
+70 |
| Oct05 |
040920 |
39.95 |
40.50 |
39.95 |
40.50 |
+0.32 |
136 |
5,010 |
+109 |
| Nov05 |
040920 |
40.14 |
40.14 |
40.14 |
40.14 |
+0.30 |
125 |
6,242 |
+120 |
| Dec05 |
040920 |
39.80 |
39.80 |
39.20 |
39.79 |
+0.27 |
9,208 |
44,849 |
+2,099 |
| Jan06 |
040920 |
39.41 |
39.41 |
39.41 |
39.41 |
+0.27 |
855 |
4,983 |
-20 |
| Total Volume and Open Interest |
254,887 |
679,003 |
+3,062 |
| Heating Oil(NYM) |
| Oct04 |
040920 |
127.20 |
127.50 |
124.70 |
126.59 |
+0.18 |
19,871 |
33,257 |
-1,603 |
| Nov04 |
040920 |
127.80 |
128.10 |
125.50 |
127.39 |
+0.33 |
11,324 |
54,252 |
+1,372 |
| Dec04 |
040920 |
127.90 |
128.50 |
126.30 |
127.84 |
+0.43 |
4,816 |
29,508 |
+917 |
| Jan05 |
040920 |
128.20 |
128.25 |
126.60 |
127.99 |
+0.53 |
1,944 |
15,475 |
+64 |
| Feb05 |
040920 |
126.75 |
126.75 |
125.40 |
126.59 |
+0.63 |
742 |
15,749 |
-232 |
| Mar05 |
040920 |
122.85 |
122.85 |
121.75 |
122.64 |
+0.68 |
957 |
14,222 |
-511 |
| Apr05 |
040920 |
116.75 |
118.00 |
116.75 |
117.74 |
+0.73 |
19 |
4,651 |
-20 |
| May05 |
040920 |
112.30 |
113.40 |
112.30 |
113.19 |
+0.68 |
32 |
3,515 |
-27 |
| Jun05 |
040920 |
109.40 |
110.45 |
109.40 |
110.24 |
+0.68 |
232 |
5,219 |
+109 |
| Jul05 |
040920 |
109.09 |
109.09 |
109.09 |
109.09 |
+0.68 |
502 |
4,768 |
-372 |
| Aug05 |
040920 |
108.99 |
108.99 |
108.99 |
108.99 |
+0.68 |
75 |
633 |
+50 |
| Sep05 |
040920 |
109.39 |
109.39 |
109.39 |
109.39 |
+0.68 |
0 |
1,827 |
+0 |
| Total Volume and Open Interest |
41,364 |
193,757 |
-318 |
| Unleaded Gas(NYM) |
| Oct04 |
040920 |
127.80 |
127.90 |
125.10 |
127.45 |
+0.42 |
26,030 |
29,995 |
-1,984 |
| Nov04 |
040920 |
126.00 |
126.40 |
123.70 |
125.76 |
+0.59 |
11,003 |
49,651 |
+1,723 |
| Dec04 |
040920 |
123.20 |
123.20 |
121.20 |
123.11 |
+0.54 |
1,858 |
19,775 |
+290 |
| Jan05 |
040920 |
121.00 |
122.41 |
121.00 |
122.41 |
+0.39 |
355 |
10,660 |
+31 |
| Feb05 |
040920 |
122.76 |
122.76 |
122.76 |
122.76 |
+0.34 |
201 |
6,932 |
+1 |
| Mar05 |
040920 |
123.21 |
123.21 |
123.21 |
123.21 |
+0.29 |
83 |
3,380 |
-7 |
| Apr05 |
040920 |
129.50 |
129.61 |
129.50 |
129.61 |
+0.29 |
247 |
9,825 |
+69 |
| May05 |
040920 |
129.21 |
129.21 |
129.21 |
129.21 |
+0.29 |
155 |
9,115 |
+0 |
| Jun05 |
040920 |
128.01 |
128.01 |
128.01 |
128.01 |
+0.29 |
50 |
3,177 |
+49 |
| Jul05 |
040920 |
125.86 |
125.86 |
125.86 |
125.86 |
+0.29 |
55 |
1,912 |
-48 |
| Aug05 |
040920 |
123.01 |
123.01 |
123.01 |
123.01 |
+0.24 |
0 |
1,600 |
+0 |
| Sep05 |
040920 |
119.76 |
119.76 |
119.76 |
119.76 |
+0.19 |
50 |
418 |
+45 |
| Total Volume and Open Interest |
40,087 |
146,440 |
+169 |
| Natural Gas(NYM) |
| Oct04 |
040920 |
5.220 |
5.260 |
5.120 |
5.249 |
+0.141 |
51,931 |
41,663 |
-5,944 |
| Nov04 |
040920 |
5.770 |
5.770 |
5.660 |
5.750 |
+0.036 |
24,993 |
62,166 |
+474 |
| Dec04 |
040920 |
6.390 |
6.390 |
6.250 |
6.315 |
-0.044 |
10,261 |
35,843 |
+787 |
| Jan05 |
040920 |
6.700 |
6.700 |
6.580 |
6.632 |
-0.069 |
7,501 |
31,388 |
+1,568 |
| Feb05 |
040920 |
6.670 |
6.670 |
6.600 |
6.627 |
-0.064 |
2,392 |
20,743 |
-564 |
| Mar05 |
040920 |
6.570 |
6.570 |
6.480 |
6.512 |
-0.061 |
3,062 |
22,331 |
-503 |
| Apr05 |
040920 |
6.010 |
6.035 |
6.000 |
6.012 |
-0.033 |
2,340 |
17,273 |
-54 |
| May05 |
040920 |
5.900 |
5.920 |
5.880 |
5.887 |
-0.033 |
574 |
12,527 |
+78 |
| Jun05 |
040920 |
5.960 |
5.960 |
5.910 |
5.919 |
-0.029 |
252 |
10,495 |
-5 |
| Jul05 |
040920 |
5.960 |
5.960 |
5.945 |
5.952 |
-0.028 |
59 |
12,860 |
+38 |
| Aug05 |
040920 |
5.990 |
5.990 |
5.977 |
5.977 |
-0.028 |
74 |
10,145 |
+23 |
| Sep05 |
040920 |
5.970 |
5.980 |
5.967 |
5.967 |
-0.028 |
206 |
10,351 |
+136 |
| Oct05 |
040920 |
5.990 |
6.010 |
5.987 |
5.987 |
-0.033 |
565 |
13,047 |
-26 |
| Nov05 |
040920 |
6.220 |
6.230 |
6.216 |
6.216 |
-0.036 |
189 |
7,366 |
+19 |
| Dec05 |
040920 |
6.435 |
6.435 |
6.427 |
6.427 |
-0.038 |
83 |
9,066 |
-10 |
| Jan06 |
040920 |
6.600 |
6.600 |
6.567 |
6.567 |
-0.038 |
300 |
9,443 |
-41 |
| Total Volume and Open Interest |
104,937 |
401,473 |
-3,701 |
| Brent Crude Oil(IPE) |
| Nov04 |
040920 |
42.88 |
42.95 |
42.10 |
42.91 |
+0.46 |
55,506 |
70,447 |
+2,361 |
| Dec04 |
040920 |
42.17 |
42.37 |
41.55 |
42.34 |
+0.50 |
29,724 |
80,733 |
+961 |
| Jan05 |
040920 |
41.40 |
41.78 |
41.10 |
41.78 |
+0.52 |
5,496 |
25,278 |
+115 |
| Feb05 |
040920 |
40.97 |
41.25 |
40.60 |
41.25 |
+0.46 |
1,164 |
10,551 |
+51 |
| Mar05 |
040920 |
40.50 |
40.74 |
40.10 |
40.74 |
+0.41 |
267 |
12,855 |
-167 |
| Apr05 |
040920 |
39.82 |
40.24 |
39.43 |
40.24 |
+0.36 |
700 |
13,595 |
-2 |
| May05 |
040920 |
39.40 |
39.80 |
39.40 |
39.80 |
+0.33 |
0 |
2,428 |
+0 |
| Jun05 |
040920 |
39.15 |
39.39 |
38.70 |
39.39 |
+0.32 |
1,736 |
19,668 |
+27 |
| Jul05 |
040920 |
39.00 |
39.00 |
39.00 |
39.00 |
+0.33 |
0 |
1,826 |
-100 |
| Aug05 |
040920 |
38.61 |
38.61 |
38.61 |
38.61 |
+0.32 |
0 |
2,007 |
+0 |
| Sep05 |
040920 |
38.25 |
38.25 |
38.25 |
38.25 |
+0.33 |
0 |
4,122 |
+0 |
| Oct05 |
040920 |
37.92 |
37.92 |
37.92 |
37.92 |
+0.35 |
|
|
|
| Total Volume and Open Interest |
102,384 |
319,970 |
+3,294 |
| Gas Oil(IPE) |
| Oct04 |
040920 |
401.50 |
402.75 |
396.50 |
398.75 |
+5.75 |
12,708 |
55,146 |
-2,785 |
| Nov04 |
040920 |
393.50 |
396.00 |
389.75 |
391.75 |
+6.50 |
9,339 |
32,752 |
-631 |
| Dec04 |
040920 |
386.50 |
387.75 |
382.50 |
384.00 |
+6.50 |
5,183 |
24,186 |
-159 |
| Jan05 |
040920 |
377.25 |
380.25 |
376.50 |
377.00 |
+6.50 |
597 |
11,678 |
-173 |
| Feb05 |
040920 |
371.25 |
371.75 |
369.00 |
369.00 |
+5.75 |
23 |
3,100 |
-23 |
| Mar05 |
040920 |
361.25 |
361.25 |
360.25 |
360.25 |
+5.50 |
100 |
4,178 |
+75 |
| Apr05 |
040920 |
351.25 |
351.25 |
351.25 |
351.25 |
+5.50 |
0 |
1,990 |
+0 |
| May05 |
040920 |
343.75 |
343.75 |
343.75 |
343.75 |
+4.50 |
0 |
1,750 |
+0 |
| Jun05 |
040920 |
341.00 |
341.00 |
338.75 |
338.75 |
+3.75 |
0 |
8,949 |
+0 |
| Jul05 |
040920 |
339.00 |
339.00 |
336.25 |
336.25 |
+3.25 |
0 |
825 |
-100 |
| Total Volume and Open Interest |
29,385 |
165,023 |
-3,546 |
| US Dollar Index(NYBOT) |
| Dec04 |
040920 |
89.22 |
89.49 |
89.10 |
89.18 |
+0.08 |
821 |
10,613 |
-412 |
| Mar05 |
040920 |
89.42 |
89.42 |
89.37 |
89.37 |
+0.08 |
1 |
2,262 |
+0 |
| Jun05 |
040920 |
89.56 |
89.56 |
89.56 |
89.56 |
+0.08 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
822 |
12,887 |
-412 |
| Australian Dollar(CME) |
| Dec04 |
040920 |
69.36 |
69.62 |
69.24 |
69.45 |
+0.20 |
844 |
20,669 |
+898 |
| Mar05 |
040920 |
68.90 |
68.90 |
68.90 |
68.90 |
+0.20 |
0 |
60 |
+0 |
| Jun05 |
040920 |
68.40 |
68.40 |
68.40 |
68.40 |
+0.20 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
844 |
20,799 |
+898 |
| British Pound(CME) |
| Dec04 |
040920 |
177.20 |
177.59 |
176.99 |
177.32 |
-0.75 |
996 |
46,164 |
-530 |
| Mar05 |
040920 |
175.90 |
176.12 |
175.90 |
176.12 |
-0.75 |
1 |
10 |
+0 |
| Jun05 |
040920 |
175.02 |
175.02 |
175.02 |
175.02 |
-0.75 |
|
|
|
| Total Volume and Open Interest |
997 |
46,176 |
-530 |
| Canadian Dollar(CME) |
| Dec04 |
040920 |
76.87 |
77.29 |
76.66 |
77.14 |
+0.18 |
8,147 |
77,535 |
-10,689 |
| Mar05 |
040920 |
76.73 |
77.12 |
76.73 |
77.04 |
+0.18 |
365 |
1,388 |
+200 |
| Jun05 |
040920 |
76.97 |
76.97 |
76.95 |
76.95 |
+0.18 |
28 |
827 |
+10 |
| Sep05 |
040920 |
76.89 |
76.89 |
76.86 |
76.86 |
+0.18 |
0 |
265 |
-1 |
| Total Volume and Open Interest |
8,540 |
80,036 |
-10,480 |
| Japanese Yen(CME) |
| Dec04 |
040920 |
91.42 |
91.45 |
91.20 |
91.39 |
+0.03 |
4,471 |
78,898 |
+1,375 |
| Mar05 |
040920 |
91.90 |
91.90 |
91.90 |
91.90 |
+0.03 |
0 |
427 |
+0 |
| Jun05 |
040920 |
92.50 |
92.50 |
92.50 |
92.50 |
+0.03 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
4,471 |
79,329 |
+1,375 |
| Swiss Franc(CME) |
| Dec04 |
040920 |
78.64 |
78.84 |
78.50 |
78.80 |
-0.24 |
1,805 |
29,449 |
+2,438 |
| Mar05 |
040920 |
78.96 |
79.06 |
78.92 |
79.06 |
-0.24 |
0 |
47 |
+35 |
| Jun05 |
040920 |
79.36 |
79.36 |
79.36 |
79.36 |
-0.24 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
1,805 |
29,556 |
+2,473 |
| EuroFX(CME) |
| Dec04 |
040920 |
121.30 |
121.73 |
121.18 |
121.62 |
-0.12 |
6,365 |
84,028 |
-470 |
| Mar05 |
040920 |
121.27 |
121.64 |
121.25 |
121.60 |
-0.12 |
115 |
742 |
+4 |
| Jun05 |
040920 |
121.61 |
121.61 |
121.61 |
121.61 |
-0.12 |
0 |
130 |
-10 |
| Total Volume and Open Interest |
6,480 |
84,911 |
-476 |
| Mexican Peso(CME) |
| Sep04 |
040913 |
8635.0 |
8640.0 |
8635.0 |
8640.0 |
+45.0 |
4,059 |
23,626 |
-5,632 |
| Dec04 |
040920 |
8632.0 |
8635.0 |
8590.0 |
8605.0 |
-7.0 |
8,832 |
30,830 |
-1,895 |
| Total Volume and Open Interest |
8,987 |
31,556 |
-1,995 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040920 |
113~08 |
113~30 |
113~07 |
113~27 |
+0~25 |
15,475 |
27,471 |
-8,032 |
| Dec04 |
040920 |
112~00 |
112~23 |
112~00 |
112~21 |
+0~25 |
265,226 |
546,457 |
-10,309 |
| Mar05 |
040920 |
111~00 |
111~18 |
111~00 |
111~18 |
+0~25 |
1,740 |
8,153 |
+515 |
| Total Volume and Open Interest |
282,441 |
582,168 |
-17,826 |
| Municipal Bonds(CBOT) |
| Sep04 |
040920 |
104~14 |
104~23 |
104~12 |
104~23 |
+0~07 |
62 |
2,008 |
-17 |
| Dec04 |
040920 |
103~08 |
103~17 |
103~08 |
103~17 |
+0~09 |
121 |
1,335 |
+46 |
| Total Volume and Open Interest |
183 |
3,343 |
+29 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040920 |
113~300 |
114~115 |
113~300 |
114~110 |
+0~165 |
38,853 |
59,381 |
-9,151 |
| Dec04 |
040920 |
112~250 |
113~080 |
112~240 |
113~070 |
+0~170 |
705,683 |
1,455,531 |
+19,534 |
| Total Volume and Open Interest |
764,158 |
1,534,748 |
+23,379 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040920 |
111~230 |
111~290 |
111~230 |
111~285 |
+0~115 |
5,223 |
0 |
+0 |
| Dec04 |
040920 |
110~305 |
111~070 |
110~295 |
111~065 |
+0~125 |
325,152 |
0 |
+0 |
| Mar05 |
040920 |
110~060 |
110~100 |
110~060 |
110~100 |
+0~130 |
4,055 |
8,166 |
+4,843 |
| Total Volume and Open Interest |
334,430 |
8,166 |
+4,843 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040920 |
106~040 |
106~042 |
106~040 |
106~042 |
+0~021 |
472 |
24,644 |
-440 |
| Dec04 |
040920 |
105~098 |
105~114 |
105~098 |
105~113 |
+0~021 |
3,612 |
190,542 |
+3,827 |
| Total Volume and Open Interest |
4,084 |
215,186 |
+3,387 |
| Eurodollars(CME) |
| Dec04 |
040920 |
97.780 |
97.800 |
97.780 |
97.790 |
+0.005 |
52,262 |
892,517 |
+1,595 |
| Mar05 |
040920 |
97.570 |
97.615 |
97.570 |
97.605 |
+0.045 |
44,254 |
822,725 |
-13,328 |
| Jun05 |
040920 |
97.355 |
97.425 |
97.355 |
97.415 |
+0.080 |
81,467 |
905,337 |
-23,038 |
| Sep05 |
040920 |
97.085 |
97.170 |
97.085 |
97.160 |
+0.105 |
47,550 |
645,854 |
-14,052 |
| Dec05 |
040920 |
96.790 |
96.880 |
96.790 |
96.870 |
+0.110 |
51,578 |
519,963 |
-15,218 |
| Mar06 |
040920 |
96.550 |
96.645 |
96.550 |
96.630 |
+0.110 |
34,433 |
399,057 |
-21,987 |
| Jun06 |
040920 |
96.355 |
96.445 |
96.355 |
96.435 |
+0.115 |
25,503 |
257,491 |
-3,938 |
| Sep06 |
040920 |
96.200 |
96.290 |
96.200 |
96.280 |
+0.120 |
19,974 |
198,538 |
-1,641 |
| Dec06 |
040920 |
96.060 |
96.145 |
96.060 |
96.140 |
+0.120 |
15,623 |
160,177 |
+4,649 |
| Mar07 |
040920 |
95.940 |
96.025 |
95.940 |
96.020 |
+0.120 |
16,233 |
151,888 |
-1,177 |
| Jun07 |
040920 |
95.825 |
95.910 |
95.825 |
95.905 |
+0.120 |
12,124 |
115,517 |
-254 |
| Sep07 |
040920 |
95.705 |
95.795 |
95.705 |
95.795 |
+0.120 |
10,956 |
93,886 |
+2,874 |
| Total Volume and Open Interest |
458,045 |
5,746,587 |
-75,588 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040913 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
6,271 |
+121 |
| Dec04 |
040920 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
2,195 |
9,576 |
+990 |
| Mar05 |
040920 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
717 |
22,452 |
+2,913 |
| Jun05 |
040920 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
409 |
10,351 |
+593 |
| Sep05 |
040920 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
8,499 |
+474 |
| Dec05 |
040920 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
13 |
4,197 |
-41 |
| Mar06 |
040920 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
10,092 |
+1,000 |
| Jun06 |
040920 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
2,246 |
+0 |
| Sep06 |
040920 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
1,654 |
+0 |
| Dec06 |
040920 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
657 |
+0 |
| Total Volume and Open Interest |
3,334 |
70,666 |
+5,929 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040920 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,793 |
57,174 |
-815 |
| Mar05 |
040920 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
2,591 |
78,270 |
-17 |
| Jun05 |
040920 |
99.86 |
99.86 |
99.85 |
99.85 |
unch |
2,748 |
67,721 |
-1,274 |
| Sep05 |
040920 |
99.79 |
99.79 |
99.78 |
99.78 |
-0.01 |
932 |
40,212 |
+283 |
| Dec05 |
040920 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
2,265 |
34,669 |
+1,398 |
| Mar06 |
040920 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
2,921 |
32,772 |
+592 |
| Jun06 |
040920 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
101 |
16,076 |
-11 |
| Sep06 |
040920 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
230 |
5,569 |
+50 |
| Total Volume and Open Interest |
13,581 |
345,210 |
+206 |
| German Euro-Bund(EUREX) |
| Dec04 |
040920 |
115.28 |
115.47 |
115.21 |
115.41 |
+0.10 |
933,462 |
1,171,479 |
-36,296 |
| Mar05 |
040920 |
114.64 |
114.75 |
114.64 |
114.70 |
+0.12 |
1,254 |
3,883 |
+10 |
| Jun05 |
040920 |
113.65 |
114.20 |
113.65 |
113.91 |
+0.10 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
934,718 |
1,175,364 |
-36,284 |
| German Euro-Bobl(EUREX) |
| Dec04 |
040920 |
111.18 |
111.31 |
111.13 |
111.29 |
+0.07 |
521,790 |
757,770 |
-7,855 |
| Mar05 |
040920 |
110.92 |
110.92 |
110.92 |
110.92 |
+0.09 |
2,350 |
4 |
+0 |
| Jun05 |
040920 |
110.29 |
110.29 |
110.29 |
110.29 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
524,140 |
757,774 |
-7,855 |
| Long Gilt(LIFFE) |
| Sep04 |
040920 |
107~11 |
107~14 |
107~10 |
107~14 |
+0~04 |
159 |
16,706 |
+0 |
| Dec04 |
040920 |
107~03 |
107~09 |
107~01 |
107~06 |
+0~05 |
36,157 |
216,114 |
+2,285 |
| Total Volume and Open Interest |
36,316 |
232,820 |
+2,285 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
040920 |
94.92 |
94.93 |
94.91 |
94.92 |
+0.01 |
31,158 |
266,248 |
-2,207 |
| Mar05 |
040920 |
94.84 |
94.87 |
94.83 |
94.85 |
+0.02 |
35,852 |
226,003 |
+1,122 |
| Jun05 |
040920 |
94.82 |
94.86 |
94.82 |
94.83 |
+0.02 |
41,414 |
179,909 |
-4,287 |
| Total Volume and Open Interest |
171,100 |
1,128,522 |
-2,204 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
040920 |
97.745 |
97.755 |
97.735 |
97.750 |
+0.005 |
96,358 |
584,594 |
-5,642 |
| Mar05 |
040920 |
97.585 |
97.595 |
97.565 |
97.585 |
+0.005 |
117,352 |
515,739 |
+9,731 |
| Jun05 |
040920 |
97.405 |
97.435 |
97.390 |
97.415 |
+0.005 |
149,547 |
437,495 |
+16,660 |
| Total Volume and Open Interest |
713,648 |
2,762,203 |
+62,173 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
040920 |
94.59 |
94.61 |
94.58 |
94.60 |
-0.01 |
21,157 |
219,311 |
+10,798 |
| Mar05 |
040920 |
94.56 |
94.56 |
94.54 |
94.56 |
-0.02 |
17,330 |
124,902 |
+11,394 |
| Jun05 |
040920 |
94.54 |
94.54 |
94.52 |
94.53 |
-0.03 |
4,819 |
47,715 |
-589 |
| Sep05 |
040920 |
94.50 |
94.51 |
94.50 |
94.51 |
-0.02 |
4,001 |
27,205 |
-943 |
| Dec05 |
040920 |
94.47 |
94.48 |
94.47 |
94.48 |
-0.03 |
2,178 |
18,612 |
-360 |
| Mar06 |
040920 |
94.45 |
94.45 |
94.44 |
94.44 |
-0.03 |
268 |
10,933 |
-98 |
| Jun06 |
040920 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.02 |
55 |
8,614 |
-457 |
| Sep06 |
040920 |
94.41 |
94.41 |
94.39 |
94.39 |
-0.04 |
772 |
3,781 |
+51 |
| Dec06 |
040920 |
94.37 |
94.37 |
94.35 |
94.35 |
-0.04 |
422 |
2,936 |
-145 |
| Mar07 |
040920 |
94.34 |
94.34 |
94.32 |
94.32 |
-0.06 |
536 |
2,217 |
-98 |
| Total Volume and Open Interest |
51,958 |
469,072 |
+19,672 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
040920 |
94.61 |
94.61 |
94.59 |
94.61 |
-0.04 |
14,865 |
207,018 |
+2,713 |
| Mar05 |
040920 |
94.61 |
94.61 |
94.61 |
94.61 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
114,843 |
405,181 |
+48,620 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
040920 |
94.82 |
94.82 |
94.79 |
94.80 |
-0.04 |
61,034 |
405,181 |
+48,620 |
| Mar05 |
040920 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
61,034 |
405,181 |
+48,620 |
| Gold(CMX) |
| Oct04 |
040920 |
404.5 |
405.8 |
404.2 |
405.5 |
-0.6 |
183 |
20,956 |
-41 |
| Dec04 |
040920 |
405.6 |
407.4 |
405.3 |
407.0 |
-0.6 |
37,473 |
171,733 |
+776 |
| Feb05 |
040920 |
408.5 |
408.9 |
407.9 |
408.5 |
-0.6 |
110 |
10,683 |
+9 |
| Apr05 |
040920 |
409.0 |
410.0 |
408.5 |
410.0 |
-0.6 |
697 |
4,665 |
+280 |
| Jun05 |
040920 |
410.0 |
412.1 |
410.0 |
411.7 |
-0.6 |
1,190 |
12,227 |
+221 |
| Aug05 |
040920 |
413.5 |
413.5 |
413.5 |
413.5 |
-0.6 |
0 |
6,982 |
+0 |
| Oct05 |
040920 |
415.3 |
415.3 |
415.3 |
415.3 |
-0.6 |
0 |
677 |
+0 |
| Dec05 |
040920 |
417.2 |
417.2 |
417.2 |
417.2 |
-0.6 |
49 |
7,248 |
+19 |
| Feb06 |
040920 |
419.3 |
419.3 |
419.3 |
419.3 |
-0.6 |
0 |
844 |
+0 |
| Apr06 |
040920 |
421.4 |
421.4 |
421.4 |
421.4 |
-0.6 |
0 |
485 |
+0 |
| Jun06 |
040920 |
423.6 |
423.6 |
423.6 |
423.6 |
-0.6 |
328 |
8,626 |
+327 |
| Total Volume and Open Interest |
40,043 |
252,185 |
+1,600 |
| Silver(CMX) |
| Sep04 |
040920 |
622.0 |
625.2 |
622.0 |
625.2 |
-0.7 |
1 |
84 |
+1 |
| Dec04 |
040920 |
624.0 |
629.5 |
622.5 |
628.0 |
-0.8 |
6,568 |
66,520 |
+306 |
| Mar05 |
040920 |
627.0 |
632.5 |
627.0 |
631.4 |
-0.9 |
126 |
7,149 |
+26 |
| May05 |
040920 |
633.8 |
633.8 |
633.8 |
633.8 |
-0.7 |
61 |
1,668 |
+9 |
| Jul05 |
040920 |
636.5 |
636.5 |
636.5 |
636.5 |
-0.7 |
0 |
1,751 |
+0 |
| Sep05 |
040920 |
639.1 |
639.1 |
639.1 |
639.1 |
-0.6 |
0 |
508 |
+0 |
| Dec05 |
040920 |
645.0 |
645.0 |
642.5 |
642.5 |
-0.4 |
29 |
2,975 |
+17 |
| Total Volume and Open Interest |
6,787 |
82,294 |
+360 |
| Platinum(NYM) |
| Oct04 |
040920 |
837.0 |
844.0 |
835.0 |
841.9 |
-1.2 |
527 |
5,147 |
-114 |
| Jan05 |
040920 |
829.0 |
834.9 |
828.0 |
834.9 |
unch |
32 |
552 |
+14 |
| Total Volume and Open Interest |
559 |
5,699 |
-100 |
| Palladium(NYME) |
| Sep04 |
040920 |
207.10 |
207.10 |
207.10 |
207.10 |
-0.60 |
0 |
63 |
-1 |
| Dec04 |
040920 |
207.50 |
209.00 |
205.00 |
208.25 |
-0.60 |
233 |
8,685 |
-21 |
| Mar05 |
040920 |
210.00 |
210.00 |
210.00 |
210.00 |
-0.60 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
233 |
8,785 |
-22 |
| Copper(CMX) |
| Sep04 |
040920 |
130.40 |
132.00 |
130.40 |
131.90 |
+1.70 |
494 |
1,973 |
-76 |
| Dec04 |
040920 |
130.60 |
132.00 |
130.30 |
131.95 |
+1.75 |
5,182 |
59,309 |
+2,009 |
| Mar05 |
040920 |
127.00 |
127.80 |
126.60 |
127.80 |
+1.40 |
57 |
5,638 |
+13 |
| May05 |
040920 |
123.90 |
125.00 |
123.90 |
124.70 |
+1.30 |
25 |
857 |
+0 |
| Jul05 |
040920 |
121.70 |
121.70 |
121.70 |
121.70 |
+1.10 |
0 |
1,379 |
+0 |
| Total Volume and Open Interest |
5,982 |
80,091 |
+2,092 |
| DJIA Index(CBOT) |
| Sep04 |
040916 |
10240 |
10283 |
10235 |
10253 |
+18 |
5,556 |
17,761 |
-2,948 |
| Dec04 |
040920 |
10250 |
10250 |
10180 |
10198 |
-85 |
5,947 |
43,562 |
-132 |
| Mar05 |
040920 |
10193 |
10193 |
10193 |
10193 |
-85 |
3 |
11 |
-1 |
| Total Volume and Open Interest |
5,950 |
43,574 |
-14,604 |
| S & P 500(CME) |
| Dec04 |
040920 |
1124.50 |
1127.50 |
1120.60 |
1122.30 |
-6.70 |
30,822 |
598,461 |
+2,405 |
| Mar05 |
040920 |
1123.30 |
1123.30 |
1123.30 |
1123.30 |
-6.60 |
15 |
10,351 |
+0 |
| Jun05 |
040920 |
1125.40 |
1125.40 |
1125.40 |
1125.40 |
-6.50 |
0 |
554 |
+0 |
| Sep05 |
040920 |
1128.10 |
1128.10 |
1128.10 |
1128.10 |
-6.50 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
30,837 |
609,487 |
-68,940 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
040920 |
1128.75 |
1129.00 |
1120.50 |
1122.25 |
-6.75 |
518,182 |
551,596 |
+24,360 |
| Mar05 |
040920 |
1124.75 |
1128.00 |
1122.25 |
1123.25 |
-6.75 |
|
|
|
| Total Volume and Open Interest |
521,278 |
826,943 |
+62,520 |
| NASDAQ 100(CME) |
| Dec04 |
040920 |
1424.50 |
1443.00 |
1420.00 |
1431.50 |
+2.50 |
11,819 |
72,250 |
+1,506 |
| Mar05 |
040920 |
1438.50 |
1438.50 |
1438.50 |
1438.50 |
+3.50 |
0 |
5 |
+0 |
| Jun05 |
040920 |
1444.50 |
1444.50 |
1444.50 |
1444.50 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
11,819 |
72,255 |
|
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec04 |
040920 |
1429.5 |
1443.0 |
1420.5 |
1431.5 |
+2.5 |
230,202 |
212,515 |
+12,364 |
| Mar05 |
040920 |
1441.5 |
1448.5 |
1427.0 |
1438.5 |
+3.5 |
|
|
|
| Total Volume and Open Interest |
234,863 |
399,391 |
+107,292 |
| S & P Midcap 400(CME) |
| Dec04 |
040920 |
591.00 |
593.00 |
589.50 |
589.50 |
-3.00 |
414 |
12,158 |
-291 |
| Mar05 |
040920 |
591.00 |
591.00 |
591.00 |
591.00 |
-3.00 |
0 |
1 |
+0 |
| Jun05 |
040920 |
589.50 |
589.50 |
589.50 |
589.50 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
414 |
12,159 |
-5,710 |
| Russell 2000(CME) |
| Dec04 |
040920 |
571.00 |
574.50 |
569.25 |
571.25 |
-2.25 |
1,098 |
25,249 |
-54 |
| Mar05 |
040920 |
571.25 |
571.25 |
571.25 |
571.25 |
-2.25 |
|
|
|
| Jun05 |
040920 |
571.25 |
571.25 |
571.25 |
571.25 |
-2.25 |
|
|
|
| Total Volume and Open Interest |
1,098 |
25,249 |
-18,642 |
| Value Line(KCBT) |
| Dec04 |
040920 |
1583.50 |
1583.50 |
1578.00 |
1578.00 |
-9.00 |
3 |
11 |
+0 |
| Total Volume and Open Interest |
3 |
11 |
-46 |
| Nikkei 225(CME) |
| Dec04 |
040920 |
11040 |
11150 |
11020 |
11120 |
+25 |
2,118 |
22,576 |
-202 |
| Mar05 |
040920 |
11130 |
11130 |
11130 |
11130 |
+25 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
2,118 |
22,591 |
-202 |
| Nikkei 225(SIMEX) |
| Dec04 |
040917 |
11125 |
11125 |
11000 |
11075 |
-25 |
17,095 |
136,303 |
+1,061 |
| Mar05 |
040917 |
11070 |
11070 |
11070 |
11070 |
-25 |
0 |
4 |
+0 |
| Jun05 |
040917 |
11025 |
11025 |
11025 |
11025 |
-25 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
17,095 |
136,310 |
+1,061 |
| CAC 40(MATIF) |
| Sep04 |
040920 |
3728.5 |
3728.5 |
3687.0 |
3705.5 |
-20.5 |
35,253 |
444,753 |
+2,552 |
| Oct04 |
040920 |
3727.0 |
3727.0 |
3693.0 |
3708.0 |
-21.0 |
502 |
2,965 |
+494 |
| Nov04 |
040920 |
3715.0 |
3715.0 |
3715.0 |
3715.0 |
-21.0 |
15 |
22 |
+15 |
| Total Volume and Open Interest |
36,345 |
475,719 |
+3,555 |
| DAX Index(EUREX) |
| Dec04 |
040920 |
4000.0 |
4004.5 |
3976.0 |
3988.0 |
-20.0 |
111,096 |
143,475 |
+12,827 |
| Mar05 |
040920 |
4020.5 |
4022.5 |
3999.0 |
4011.0 |
-20.0 |
2,353 |
9,307 |
-13 |
| Jun05 |
040920 |
4035.0 |
4045.0 |
4025.0 |
4035.0 |
|
|
|
|
| FT-SE 100(LIFFE) |
| Dec04 |
040920 |
4623.00 |
4623.00 |
4592.00 |
4607.00 |
-17.50 |
100,392 |
437,817 |
+14,598 |
| Mar05 |
040920 |
4615.00 |
4615.00 |
4615.00 |
4615.00 |
-17.50 |
0 |
10,485 |
+0 |
| Jun05 |
040920 |
4634.00 |
4634.00 |
4634.00 |
4634.00 |
-17.50 |
1 |
6,258 |
-1 |
| Total Volume and Open Interest |
131,986 |
569,608 |
+20,307 |
| SPI 200(SFE) |
| Sep04 |
040916 |
3615.0 |
3616.0 |
3591.0 |
3597.0 |
-30.0 |
29,884 |
91,598 |
-42,587 |
| Dec04 |
040920 |
3644.0 |
3649.0 |
3636.0 |
3640.0 |
+5.0 |
7,314 |
145,623 |
-2,157 |
| Mar05 |
040920 |
3647.0 |
3650.0 |
3647.0 |
3649.0 |
+7.0 |
256 |
2,431 |
-104 |
| Total Volume and Open Interest |
7,661 |
152,836 |
-93,835 |
| GSCI(CME) |
| Oct04 |
040920 |
315.90 |
316.00 |
312.40 |
315.60 |
+0.90 |
94 |
18,089 |
-1 |
| Nov04 |
040920 |
313.00 |
315.75 |
313.00 |
315.75 |
+1.25 |
0 |
3 |
+0 |
| Dec04 |
040920 |
316.00 |
316.00 |
316.00 |
316.00 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
94 |
18,092 |
|
| Reuters CRB Index(NYBOT) |
| Nov04 |
040920 |
275.50 |
275.50 |
274.00 |
275.00 |
-0.75 |
32 |
210 |
-4 |
| Jan05 |
040920 |
275.00 |
275.00 |
275.00 |
275.00 |
-0.75 |
0 |
205 |
+0 |
| Feb05 |
040920 |
273.00 |
273.00 |
273.00 |
273.00 |
-0.75 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
32 |
519 |
-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. |
|
|