|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 24, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
040924 |
535.00 |
535.00 |
523.00 |
523.50 |
-14.25 |
31,334 |
133,667 |
+1,700 |
| Jan05 |
040924 |
543.00 |
543.00 |
531.00 |
531.25 |
-14.25 |
3,737 |
24,410 |
+1,060 |
| Mar05 |
040924 |
550.00 |
550.50 |
539.00 |
539.50 |
-14.00 |
2,924 |
18,212 |
+60 |
| May05 |
040924 |
558.00 |
558.00 |
546.00 |
546.75 |
-13.50 |
903 |
11,874 |
+115 |
| Jul05 |
040924 |
564.00 |
564.00 |
553.50 |
553.75 |
-12.25 |
1,761 |
7,586 |
+253 |
| Aug05 |
040924 |
558.00 |
558.00 |
553.50 |
553.50 |
-12.50 |
1 |
228 |
+1 |
| Sep05 |
040924 |
555.00 |
555.00 |
555.00 |
555.00 |
-11.00 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
40,722 |
200,331 |
+3,205 |
| Soybean Meal(CBOT) |
| Oct04 |
040924 |
159.00 |
159.00 |
156.50 |
156.90 |
-2.50 |
4,149 |
16,547 |
-591 |
| Dec04 |
040924 |
161.30 |
161.50 |
159.20 |
159.30 |
-2.80 |
10,108 |
55,838 |
-496 |
| Jan05 |
040924 |
163.00 |
163.00 |
161.10 |
161.30 |
-2.30 |
2,220 |
13,297 |
-427 |
| Mar05 |
040924 |
166.10 |
166.10 |
164.30 |
164.70 |
-2.10 |
3,167 |
12,426 |
+236 |
| May05 |
040924 |
169.20 |
169.30 |
167.30 |
167.50 |
-2.30 |
1,053 |
12,525 |
+126 |
| Jul05 |
040924 |
172.50 |
172.80 |
170.50 |
170.70 |
-3.00 |
1,801 |
12,819 |
+629 |
| Aug05 |
040924 |
173.00 |
173.00 |
171.50 |
171.50 |
-2.10 |
275 |
4,304 |
+152 |
| Sep05 |
040924 |
173.50 |
174.20 |
172.00 |
172.30 |
-1.20 |
45 |
3,118 |
+26 |
| Total Volume and Open Interest |
23,074 |
134,844 |
-168 |
| Soybean Oil(CBOT) |
| Oct04 |
040924 |
21.50 |
21.52 |
20.75 |
20.78 |
-0.78 |
2,964 |
13,772 |
-1,868 |
| Dec04 |
040924 |
21.38 |
21.38 |
20.65 |
20.68 |
-0.83 |
13,553 |
58,301 |
-742 |
| Jan05 |
040924 |
21.35 |
21.35 |
20.71 |
20.71 |
-0.74 |
1,191 |
15,051 |
+36 |
| Mar05 |
040924 |
21.32 |
21.33 |
20.75 |
20.77 |
-0.59 |
2,495 |
14,858 |
-82 |
| May05 |
040924 |
21.27 |
21.30 |
20.75 |
20.79 |
-0.52 |
1,409 |
8,897 |
-196 |
| Jul05 |
040924 |
21.20 |
21.25 |
20.75 |
20.77 |
-0.50 |
1,518 |
9,521 |
+499 |
| Aug05 |
040924 |
21.20 |
21.25 |
20.78 |
20.78 |
-0.44 |
39 |
3,707 |
+28 |
| Sep05 |
040924 |
21.15 |
21.15 |
20.75 |
20.75 |
-0.41 |
133 |
1,882 |
+47 |
| Total Volume and Open Interest |
23,618 |
129,972 |
-2,079 |
| Canola(WCE) |
| Nov04 |
040924 |
311.5 |
311.5 |
302.0 |
302.5 |
-8.3 |
3,396 |
36,514 |
-936 |
| Jan05 |
040924 |
315.5 |
315.5 |
307.5 |
307.7 |
-8.6 |
521 |
5,635 |
+17 |
| Mar05 |
040924 |
319.5 |
319.5 |
312.0 |
312.5 |
-8.3 |
107 |
4,372 |
+90 |
| May05 |
040924 |
318.7 |
318.7 |
318.7 |
318.7 |
-6.3 |
0 |
341 |
+0 |
| Jul05 |
040924 |
327.5 |
327.5 |
327.5 |
327.5 |
-5.0 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
4,024 |
49,173 |
-829 |
| Corn(CBOT) |
| Dec04 |
040924 |
207.50 |
207.50 |
205.00 |
205.25 |
-2.50 |
39,410 |
349,615 |
+16 |
| Mar05 |
040924 |
217.75 |
217.75 |
216.00 |
216.25 |
-2.00 |
11,005 |
107,708 |
+888 |
| May05 |
040924 |
224.25 |
224.50 |
222.50 |
222.75 |
-2.25 |
3,270 |
35,103 |
+1,092 |
| Jul05 |
040924 |
230.50 |
230.50 |
228.75 |
229.00 |
-2.00 |
3,096 |
39,517 |
+1,173 |
| Sep05 |
040924 |
236.50 |
236.75 |
235.00 |
235.00 |
-1.75 |
1,252 |
9,674 |
+734 |
| Dec05 |
040924 |
243.00 |
243.00 |
242.00 |
242.25 |
-1.50 |
963 |
19,441 |
+499 |
| Total Volume and Open Interest |
59,068 |
562,693 |
+4,418 |
| Wheat(CBOT) |
| Dec04 |
040924 |
326.50 |
327.50 |
321.00 |
321.75 |
-3.50 |
17,983 |
121,347 |
-105 |
| Mar05 |
040924 |
338.00 |
338.00 |
332.50 |
334.00 |
-2.50 |
971 |
19,822 |
+81 |
| May05 |
040924 |
341.25 |
341.50 |
337.50 |
338.00 |
-2.25 |
53 |
3,647 |
+9 |
| Jul05 |
040924 |
345.50 |
345.50 |
341.00 |
341.25 |
-2.25 |
224 |
5,988 |
-12 |
| Sep05 |
040924 |
350.00 |
350.00 |
346.00 |
347.00 |
-2.00 |
15 |
165 |
+23 |
| Total Volume and Open Interest |
19,246 |
151,095 |
-4 |
| Wheat(KCBT) |
| Dec04 |
040924 |
354.00 |
355.50 |
350.50 |
351.75 |
-3.00 |
7,117 |
51,812 |
+209 |
| Mar05 |
040924 |
362.50 |
363.00 |
358.50 |
359.50 |
-3.50 |
421 |
11,164 |
+52 |
| May05 |
040924 |
363.50 |
363.50 |
361.00 |
361.00 |
-2.50 |
37 |
2,867 |
+12 |
| Jul05 |
040924 |
361.50 |
361.50 |
358.50 |
358.75 |
-4.25 |
209 |
3,379 |
+84 |
| Sep05 |
040924 |
366.00 |
366.00 |
366.00 |
366.00 |
-2.00 |
0 |
49 |
+0 |
| Total Volume and Open Interest |
7,790 |
69,285 |
+355 |
| Wheat(MGE) |
| Dec04 |
040924 |
374.50 |
374.50 |
371.00 |
372.25 |
-2.75 |
3,582 |
24,532 |
-258 |
| Mar05 |
040924 |
385.75 |
385.75 |
382.25 |
383.00 |
-2.50 |
1,032 |
6,673 |
+63 |
| May05 |
040924 |
388.00 |
389.50 |
387.50 |
387.75 |
-2.25 |
169 |
3,181 |
+52 |
| Jul05 |
040924 |
390.00 |
390.00 |
388.50 |
388.50 |
-2.50 |
61 |
2,107 |
+8 |
| Sep05 |
040924 |
384.00 |
385.25 |
384.00 |
384.50 |
-0.50 |
5 |
179 |
+0 |
| Total Volume and Open Interest |
4,851 |
36,731 |
-133 |
| Oats(CBOT) |
| Dec04 |
040924 |
165.25 |
165.25 |
160.00 |
160.25 |
-4.25 |
826 |
4,839 |
-81 |
| Mar05 |
040924 |
171.00 |
171.00 |
165.75 |
166.00 |
-4.00 |
75 |
1,241 |
-10 |
| May05 |
040924 |
170.50 |
170.50 |
170.50 |
170.50 |
-4.50 |
0 |
96 |
+0 |
| Jul05 |
040924 |
174.00 |
174.00 |
174.00 |
174.00 |
-3.00 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
901 |
6,207 |
-91 |
| Rough Rice(CBOT) |
| Nov04 |
040924 |
7.00 |
7.00 |
6.84 |
6.84 |
-0.14 |
257 |
2,879 |
-20 |
| Jan05 |
040924 |
7.24 |
7.24 |
7.08 |
7.08 |
-0.14 |
58 |
819 |
+39 |
| Mar05 |
040924 |
7.41 |
7.41 |
7.34 |
7.34 |
-0.11 |
19 |
589 |
+12 |
| May05 |
040924 |
7.55 |
7.55 |
7.54 |
7.54 |
-0.10 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
334 |
4,314 |
+31 |
| Live Cattle(CME) |
| Oct04 |
040924 |
84.750 |
85.050 |
84.300 |
84.475 |
-0.600 |
6,834 |
22,877 |
-1,470 |
| Dec04 |
040924 |
87.400 |
87.450 |
86.525 |
86.975 |
-0.500 |
9,594 |
56,050 |
+127 |
| Feb05 |
040924 |
89.000 |
89.000 |
88.250 |
88.600 |
-0.550 |
1,646 |
14,849 |
-115 |
| Apr05 |
040924 |
87.050 |
87.225 |
86.525 |
86.900 |
-0.450 |
510 |
6,064 |
+79 |
| Jun05 |
040924 |
83.175 |
83.175 |
82.800 |
82.925 |
-0.450 |
244 |
3,738 |
+19 |
| Aug05 |
040924 |
82.875 |
82.975 |
82.750 |
82.900 |
-0.350 |
142 |
2,081 |
+15 |
| Total Volume and Open Interest |
18,987 |
105,854 |
-1,334 |
| Feeder Cattle(CME) |
| Sep04 |
040924 |
114.850 |
115.200 |
114.800 |
115.150 |
+0.325 |
253 |
1,608 |
-1 |
| Oct04 |
040924 |
112.450 |
112.500 |
111.800 |
112.125 |
-0.525 |
1,172 |
6,255 |
-102 |
| Nov04 |
040924 |
111.300 |
111.450 |
110.700 |
110.900 |
-0.550 |
683 |
6,572 |
-8 |
| Jan05 |
040924 |
106.800 |
107.075 |
106.400 |
106.650 |
-0.225 |
529 |
2,787 |
+140 |
| Mar05 |
040924 |
102.200 |
102.750 |
102.000 |
102.475 |
-0.025 |
71 |
800 |
+43 |
| Apr05 |
040924 |
101.150 |
101.800 |
101.150 |
101.800 |
+0.200 |
26 |
212 |
+10 |
| May05 |
040924 |
101.500 |
101.600 |
101.500 |
101.600 |
-0.200 |
21 |
219 |
+3 |
| Total Volume and Open Interest |
2,755 |
18,453 |
+85 |
| Lean Hogs(CME) |
| Oct04 |
040924 |
77.150 |
77.850 |
76.250 |
76.425 |
+0.275 |
4,521 |
17,085 |
-952 |
| Dec04 |
040924 |
71.350 |
71.800 |
70.600 |
70.825 |
-0.375 |
8,231 |
51,981 |
+1,017 |
| Feb05 |
040924 |
68.400 |
68.625 |
67.500 |
67.850 |
-0.800 |
2,442 |
14,259 |
+756 |
| Apr05 |
040924 |
66.600 |
66.600 |
65.400 |
65.925 |
-0.725 |
1,440 |
4,958 |
+532 |
| May05 |
040924 |
65.400 |
65.450 |
64.200 |
64.550 |
-0.750 |
41 |
847 |
+2 |
| Jun05 |
040924 |
69.600 |
69.700 |
68.500 |
68.775 |
-0.825 |
332 |
2,360 |
+196 |
| Jul05 |
040924 |
65.300 |
65.300 |
64.300 |
64.900 |
-0.750 |
47 |
528 |
+21 |
| Aug05 |
040924 |
61.600 |
61.600 |
60.500 |
61.000 |
-0.600 |
62 |
323 |
+50 |
| Total Volume and Open Interest |
17,120 |
92,405 |
+1,624 |
| Pork Bellies(CME) |
| Feb05 |
040924 |
104.050 |
104.500 |
100.400 |
100.500 |
-2.875 |
599 |
1,600 |
+81 |
| Mar05 |
040924 |
104.850 |
104.900 |
102.750 |
102.750 |
-1.500 |
6 |
17 |
+3 |
| May05 |
040924 |
104.525 |
104.525 |
101.450 |
101.450 |
-0.075 |
0 |
4 |
+0 |
| Jul05 |
040924 |
103.200 |
103.200 |
103.200 |
103.200 |
+2.200 |
2 |
6 |
+2 |
| Total Volume and Open Interest |
607 |
1,627 |
+86 |
| Class III Milk(CME) |
| Sep04 |
040924 |
14.68 |
14.73 |
14.68 |
14.72 |
+0.06 |
49 |
5,562 |
+0 |
| Oct04 |
040924 |
13.93 |
13.99 |
13.88 |
13.95 |
+0.02 |
411 |
4,456 |
-236 |
| Nov04 |
040924 |
12.95 |
12.95 |
12.85 |
12.89 |
unch |
174 |
3,084 |
+5 |
| Dec04 |
040924 |
12.27 |
12.44 |
12.25 |
12.44 |
+0.17 |
51 |
2,273 |
+2 |
| Jan05 |
040924 |
12.10 |
12.15 |
12.10 |
12.15 |
+0.05 |
19 |
1,202 |
+0 |
| Total Volume and Open Interest |
808 |
23,362 |
-213 |
| Cocoa(NYBOT) |
| Dec04 |
040924 |
1515 |
1515 |
1445 |
1458 |
-64 |
3,401 |
44,828 |
+430 |
| Mar05 |
040924 |
1528 |
1529 |
1460 |
1473 |
-64 |
518 |
16,465 |
+39 |
| May05 |
040924 |
1532 |
1539 |
1483 |
1483 |
-64 |
135 |
10,640 |
-28 |
| Jul05 |
040924 |
1521 |
1521 |
1490 |
1493 |
-64 |
47 |
10,938 |
+25 |
| Sep05 |
040924 |
1510 |
1510 |
1506 |
1506 |
-63 |
72 |
5,729 |
-30 |
| Dec05 |
040924 |
1573 |
1573 |
1520 |
1520 |
-65 |
0 |
7,194 |
+0 |
| Mar06 |
040924 |
1531 |
1531 |
1531 |
1531 |
-65 |
0 |
3,679 |
+0 |
| Total Volume and Open Interest |
4,173 |
101,065 |
+436 |
| Coffee "C"(NYBOT) |
| Dec04 |
040924 |
82.25 |
83.80 |
81.80 |
83.00 |
+1.95 |
18,565 |
65,206 |
+418 |
| Mar05 |
040924 |
84.50 |
86.70 |
84.50 |
86.00 |
+2.05 |
2,168 |
12,531 |
+478 |
| May05 |
040924 |
86.70 |
88.10 |
86.70 |
87.95 |
+2.05 |
711 |
3,954 |
+43 |
| Jul05 |
040924 |
88.70 |
89.75 |
88.60 |
89.75 |
+2.10 |
33 |
1,695 |
+6 |
| Sep05 |
040924 |
90.40 |
91.40 |
90.20 |
91.40 |
+2.15 |
69 |
560 |
+35 |
| Dec05 |
040924 |
93.95 |
93.95 |
93.95 |
93.95 |
+2.15 |
45 |
325 |
+33 |
| Total Volume and Open Interest |
21,591 |
84,428 |
+1,013 |
| Orange Juice(NYBOT) |
| Nov04 |
040924 |
79.95 |
80.00 |
78.60 |
78.75 |
-0.85 |
1,591 |
19,997 |
+713 |
| Jan05 |
040924 |
81.60 |
81.60 |
80.50 |
80.75 |
-0.50 |
455 |
6,357 |
-171 |
| Mar05 |
040924 |
83.40 |
83.50 |
82.20 |
82.50 |
-0.55 |
77 |
8,207 |
+16 |
| May05 |
040924 |
85.50 |
85.50 |
85.00 |
85.00 |
-1.05 |
160 |
4,338 |
+46 |
| Jul05 |
040924 |
87.25 |
87.25 |
87.00 |
87.00 |
-1.05 |
37 |
520 |
+13 |
| Total Volume and Open Interest |
2,327 |
39,591 |
+617 |
| Sugar #11(NYBOT) |
| Oct04 |
040924 |
7.90 |
7.97 |
7.77 |
7.79 |
-0.09 |
15,110 |
31,146 |
-3,076 |
| Mar05 |
040924 |
8.76 |
8.79 |
8.60 |
8.63 |
-0.14 |
39,777 |
170,856 |
+7,395 |
| May05 |
040924 |
8.77 |
8.79 |
8.67 |
8.69 |
-0.08 |
5,051 |
34,164 |
+643 |
| Jul05 |
040924 |
8.49 |
8.51 |
8.44 |
8.44 |
-0.06 |
2,681 |
19,584 |
+961 |
| Oct05 |
040924 |
8.40 |
8.40 |
8.35 |
8.36 |
-0.05 |
1,345 |
21,572 |
+237 |
| Total Volume and Open Interest |
64,482 |
286,631 |
+6,137 |
| London Cocoa(LCE) |
| Sep04 |
040915 |
841 |
850 |
837 |
842 |
+7 |
666 |
3,324 |
-605 |
| Dec04 |
040924 |
870 |
874 |
803 |
832 |
-44 |
2,349 |
80,832 |
-366 |
| Mar05 |
040924 |
895 |
897 |
826 |
856 |
-43 |
1,236 |
34,302 |
+282 |
| May05 |
040924 |
903 |
907 |
859 |
870 |
-43 |
67 |
16,691 |
+18 |
| Jul05 |
040924 |
920 |
920 |
855 |
885 |
-42 |
39 |
13,067 |
+5 |
| Sep05 |
040924 |
940 |
940 |
885 |
902 |
-42 |
33 |
22,453 |
+31 |
| Dec05 |
040924 |
939 |
939 |
906 |
912 |
-41 |
0 |
9,848 |
+0 |
| Total Volume and Open Interest |
3,724 |
180,505 |
-30 |
| London Coffee(LCE) |
| Sep04 |
040924 |
641.00 |
659.00 |
641.00 |
659.00 |
+16.00 |
297 |
1,977 |
-612 |
| Nov04 |
040924 |
662.00 |
692.00 |
652.00 |
687.00 |
+17.00 |
8,244 |
68,357 |
-3,017 |
| Jan05 |
040924 |
680.00 |
710.00 |
670.00 |
704.00 |
+16.00 |
3,234 |
33,964 |
-319 |
| Mar05 |
040924 |
675.00 |
725.00 |
675.00 |
721.00 |
+16.00 |
1,343 |
21,384 |
+509 |
| May05 |
040924 |
690.00 |
737.00 |
690.00 |
737.00 |
+18.00 |
484 |
14,550 |
+218 |
| Jul05 |
040924 |
748.00 |
751.00 |
748.00 |
751.00 |
+16.00 |
310 |
4,553 |
+174 |
| Total Volume and Open Interest |
13,937 |
146,938 |
-3,022 |
| London Sugar(LCE) |
| Oct04 |
040915 |
230.50 |
230.50 |
220.00 |
226.80 |
-3.70 |
3,846 |
2,040 |
-2,500 |
| Dec04 |
040924 |
238.40 |
240.00 |
235.10 |
236.30 |
-2.20 |
3,516 |
13,473 |
+783 |
| Mar05 |
040924 |
253.40 |
253.50 |
249.50 |
250.10 |
-2.50 |
4,456 |
17,813 |
+585 |
| May05 |
040924 |
258.50 |
259.00 |
255.50 |
255.60 |
-2.50 |
1,853 |
9,060 |
+924 |
| Aug05 |
040924 |
254.10 |
254.10 |
251.90 |
251.90 |
-2.20 |
285 |
4,434 |
-56 |
| Total Volume and Open Interest |
10,129 |
50,030 |
+2,248 |
| Cotton(NYBOT) |
| Oct04 |
040924 |
51.01 |
51.01 |
49.40 |
49.40 |
-1.61 |
232 |
1,314 |
-237 |
| Dec04 |
040924 |
48.80 |
48.80 |
46.85 |
47.02 |
-1.80 |
4,014 |
42,744 |
+320 |
| Mar05 |
040924 |
50.10 |
50.28 |
48.60 |
49.03 |
-1.55 |
872 |
15,578 |
+241 |
| May05 |
040924 |
51.15 |
51.20 |
49.65 |
50.00 |
-1.62 |
227 |
3,886 |
+137 |
| Jul05 |
040924 |
52.20 |
52.20 |
50.60 |
50.90 |
-1.67 |
132 |
5,053 |
+85 |
| Oct05 |
040924 |
52.60 |
52.60 |
52.60 |
52.60 |
-1.30 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
5,593 |
70,776 |
+596 |
| Lumber(CME) |
| Nov04 |
040924 |
347.5 |
352.5 |
338.6 |
338.6 |
-8.9 |
721 |
3,097 |
-40 |
| Jan05 |
040924 |
345.0 |
345.0 |
337.5 |
337.5 |
-5.9 |
197 |
890 |
+28 |
| Mar05 |
040924 |
345.1 |
348.0 |
343.0 |
348.0 |
+2.9 |
36 |
207 |
+10 |
| May05 |
040924 |
353.5 |
353.7 |
345.2 |
345.2 |
-2.0 |
4 |
49 |
+2 |
| Total Volume and Open Interest |
958 |
4,243 |
+0 |
| Crude Oil(NYM) |
| Nov04 |
040924 |
48.30 |
48.90 |
47.90 |
48.88 |
+0.42 |
124,912 |
222,769 |
-4,268 |
| Dec04 |
040924 |
47.55 |
48.20 |
47.25 |
48.08 |
+0.35 |
68,089 |
101,556 |
+2,937 |
| Jan05 |
040924 |
46.90 |
47.55 |
46.75 |
47.42 |
+0.35 |
16,360 |
43,445 |
+682 |
| Feb05 |
040924 |
46.25 |
46.95 |
46.15 |
46.80 |
+0.37 |
5,771 |
24,901 |
-977 |
| Mar05 |
040924 |
45.70 |
46.16 |
45.57 |
46.16 |
+0.37 |
3,857 |
23,523 |
-316 |
| Apr05 |
040924 |
45.05 |
45.53 |
45.05 |
45.53 |
+0.37 |
1,062 |
14,130 |
-190 |
| May05 |
040924 |
44.90 |
44.91 |
44.90 |
44.91 |
+0.37 |
877 |
13,857 |
+50 |
| Jun05 |
040924 |
43.60 |
44.30 |
43.60 |
44.30 |
+0.37 |
5,132 |
21,058 |
+1,070 |
| Jul05 |
040924 |
43.72 |
43.72 |
43.72 |
43.72 |
+0.36 |
957 |
12,251 |
+129 |
| Aug05 |
040924 |
43.20 |
43.20 |
43.20 |
43.20 |
+0.35 |
45 |
7,320 |
+0 |
| Sep05 |
040924 |
42.30 |
42.75 |
42.20 |
42.73 |
+0.35 |
588 |
10,596 |
+406 |
| Oct05 |
040924 |
41.84 |
42.29 |
41.84 |
42.29 |
+0.35 |
150 |
5,442 |
+3 |
| Nov05 |
040924 |
41.35 |
41.85 |
41.35 |
41.85 |
+0.35 |
443 |
6,677 |
+293 |
| Dec05 |
040924 |
41.05 |
41.43 |
41.00 |
41.43 |
+0.35 |
4,992 |
41,135 |
-2,290 |
| Jan06 |
040924 |
41.02 |
41.02 |
41.02 |
41.02 |
+0.35 |
203 |
5,372 |
+18 |
| Feb06 |
040924 |
40.61 |
40.61 |
40.61 |
40.61 |
+0.35 |
8 |
2,495 |
+0 |
| Total Volume and Open Interest |
238,543 |
672,700 |
-3,484 |
| Heating Oil(NYM) |
| Oct04 |
040924 |
134.40 |
136.00 |
133.10 |
135.79 |
+0.50 |
21,520 |
26,035 |
-2,073 |
| Nov04 |
040924 |
134.70 |
136.50 |
133.80 |
136.21 |
+0.54 |
17,342 |
67,442 |
+1,593 |
| Dec04 |
040924 |
134.80 |
136.90 |
134.15 |
136.41 |
+0.59 |
7,353 |
32,365 |
+488 |
| Jan05 |
040924 |
135.00 |
136.50 |
134.00 |
136.06 |
+0.59 |
1,882 |
17,268 |
+202 |
| Feb05 |
040924 |
132.90 |
135.00 |
132.50 |
134.16 |
+0.64 |
812 |
15,433 |
-153 |
| Mar05 |
040924 |
128.35 |
130.50 |
128.05 |
129.71 |
+0.69 |
558 |
15,311 |
-8 |
| Apr05 |
040924 |
123.00 |
124.30 |
122.80 |
124.16 |
+0.74 |
207 |
4,438 |
+94 |
| May05 |
040924 |
119.01 |
119.01 |
119.01 |
119.01 |
+0.79 |
127 |
3,968 |
+7 |
| Jun05 |
040924 |
114.80 |
115.61 |
114.80 |
115.61 |
+0.84 |
522 |
5,393 |
-230 |
| Jul05 |
040924 |
113.00 |
113.91 |
113.00 |
113.91 |
+0.84 |
963 |
4,326 |
+118 |
| Aug05 |
040924 |
113.76 |
113.76 |
113.76 |
113.76 |
+0.84 |
33 |
619 |
+2 |
| Sep05 |
040924 |
113.50 |
114.16 |
113.50 |
114.16 |
+0.84 |
101 |
2,122 |
+100 |
| Total Volume and Open Interest |
51,860 |
205,332 |
-25 |
| Unleaded Gas(NYM) |
| Oct04 |
040924 |
133.50 |
135.50 |
131.00 |
134.82 |
+0.50 |
22,096 |
25,514 |
-904 |
| Nov04 |
040924 |
131.70 |
133.20 |
129.90 |
132.84 |
+0.43 |
21,150 |
60,088 |
+2,351 |
| Dec04 |
040924 |
128.10 |
130.00 |
127.00 |
129.84 |
+1.13 |
4,650 |
21,817 |
+281 |
| Jan05 |
040924 |
127.40 |
128.94 |
127.20 |
128.94 |
+1.33 |
2,679 |
11,446 |
+487 |
| Feb05 |
040924 |
129.14 |
129.14 |
129.14 |
129.14 |
+1.38 |
875 |
6,881 |
+13 |
| Mar05 |
040924 |
129.44 |
129.44 |
129.44 |
129.44 |
+1.38 |
205 |
3,308 |
+116 |
| Apr05 |
040924 |
135.69 |
135.69 |
135.69 |
135.69 |
+1.38 |
598 |
9,326 |
+78 |
| May05 |
040924 |
135.09 |
135.09 |
135.09 |
135.09 |
+1.38 |
313 |
9,324 |
+259 |
| Jun05 |
040924 |
133.59 |
133.59 |
133.59 |
133.59 |
+1.43 |
191 |
3,335 |
+113 |
| Jul05 |
040924 |
131.29 |
131.29 |
131.29 |
131.29 |
+1.53 |
246 |
1,778 |
-35 |
| Aug05 |
040924 |
128.29 |
128.29 |
128.29 |
128.29 |
+1.53 |
351 |
1,091 |
+274 |
| Sep05 |
040924 |
124.54 |
124.54 |
124.54 |
124.54 |
+1.53 |
1,209 |
1,353 |
+555 |
| Total Volume and Open Interest |
54,563 |
155,261 |
+3,588 |
| Natural Gas(NYM) |
| Oct04 |
040924 |
5.400 |
5.440 |
5.330 |
5.392 |
-0.172 |
27,090 |
30,682 |
-1,946 |
| Nov04 |
040924 |
6.100 |
6.145 |
6.030 |
6.067 |
-0.152 |
29,534 |
61,347 |
-654 |
| Dec04 |
040924 |
6.820 |
6.850 |
6.750 |
6.802 |
-0.057 |
14,668 |
32,438 |
-1,387 |
| Jan05 |
040924 |
7.160 |
7.160 |
7.070 |
7.117 |
-0.002 |
7,345 |
30,427 |
-347 |
| Feb05 |
040924 |
7.120 |
7.120 |
7.040 |
7.082 |
+0.003 |
2,375 |
20,437 |
-97 |
| Mar05 |
040924 |
6.890 |
6.930 |
6.860 |
6.917 |
-0.002 |
3,220 |
21,966 |
+461 |
| Apr05 |
040924 |
6.200 |
6.230 |
6.180 |
6.226 |
+0.015 |
3,604 |
14,742 |
-69 |
| May05 |
040924 |
6.060 |
6.090 |
6.050 |
6.086 |
+0.015 |
1,572 |
13,200 |
+285 |
| Jun05 |
040924 |
6.110 |
6.120 |
6.080 |
6.113 |
+0.014 |
339 |
10,578 |
-151 |
| Jul05 |
040924 |
6.110 |
6.150 |
6.100 |
6.140 |
+0.012 |
212 |
12,888 |
+3 |
| Aug05 |
040924 |
6.140 |
6.170 |
6.130 |
6.165 |
+0.012 |
612 |
10,050 |
-122 |
| Sep05 |
040924 |
6.125 |
6.150 |
6.125 |
6.148 |
+0.015 |
186 |
9,873 |
-78 |
| Oct05 |
040924 |
6.170 |
6.173 |
6.150 |
6.173 |
+0.015 |
586 |
13,761 |
+18 |
| Nov05 |
040924 |
6.395 |
6.408 |
6.390 |
6.408 |
+0.015 |
573 |
7,513 |
+101 |
| Dec05 |
040924 |
6.600 |
6.628 |
6.600 |
6.628 |
+0.015 |
255 |
8,895 |
-136 |
| Jan06 |
040924 |
6.760 |
6.765 |
6.740 |
6.765 |
+0.015 |
334 |
9,476 |
+64 |
| Total Volume and Open Interest |
93,582 |
385,256 |
-3,697 |
| Brent Crude Oil(IPE) |
| Nov04 |
040924 |
45.15 |
45.40 |
44.56 |
45.33 |
+0.20 |
41,605 |
62,512 |
-4,706 |
| Dec04 |
040924 |
44.29 |
44.55 |
43.80 |
44.50 |
+0.20 |
22,705 |
89,579 |
+2,815 |
| Jan05 |
040924 |
43.63 |
43.82 |
43.12 |
43.82 |
+0.22 |
5,528 |
25,421 |
-299 |
| Feb05 |
040924 |
42.94 |
43.22 |
42.50 |
43.22 |
+0.22 |
3,601 |
11,507 |
+460 |
| Mar05 |
040924 |
42.34 |
42.67 |
41.95 |
42.67 |
+0.25 |
2,248 |
12,699 |
-519 |
| Apr05 |
040924 |
41.90 |
42.14 |
41.50 |
42.14 |
+0.27 |
928 |
13,732 |
-302 |
| May05 |
040924 |
41.47 |
41.66 |
41.47 |
41.66 |
+0.30 |
560 |
3,135 |
+65 |
| Jun05 |
040924 |
40.74 |
41.20 |
40.61 |
41.20 |
+0.30 |
2,840 |
17,348 |
-956 |
| Jul05 |
040924 |
40.58 |
40.75 |
40.58 |
40.75 |
+0.32 |
625 |
3,720 |
+525 |
| Aug05 |
040924 |
40.30 |
40.30 |
40.30 |
40.30 |
+0.34 |
0 |
2,007 |
+0 |
| Sep05 |
040924 |
39.65 |
39.85 |
39.65 |
39.85 |
+0.33 |
25 |
4,209 |
-25 |
| Oct05 |
040924 |
39.44 |
39.44 |
39.44 |
39.44 |
+0.33 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
83,940 |
323,184 |
-3,736 |
| Gas Oil(IPE) |
| Oct04 |
040924 |
420.50 |
424.75 |
416.50 |
422.50 |
-0.50 |
16,776 |
48,701 |
-654 |
| Nov04 |
040924 |
413.00 |
415.00 |
408.50 |
413.00 |
-1.25 |
9,374 |
36,480 |
+1,615 |
| Dec04 |
040924 |
405.00 |
406.50 |
400.50 |
404.25 |
-2.25 |
4,469 |
22,723 |
-667 |
| Jan05 |
040924 |
397.75 |
398.00 |
391.25 |
396.50 |
-2.50 |
2,067 |
12,264 |
+589 |
| Feb05 |
040924 |
386.50 |
388.00 |
386.50 |
388.00 |
-2.75 |
0 |
3,075 |
+0 |
| Mar05 |
040924 |
378.50 |
379.00 |
377.00 |
379.00 |
-2.50 |
300 |
4,453 |
+100 |
| Apr05 |
040924 |
369.50 |
369.50 |
369.50 |
369.50 |
-2.50 |
100 |
2,102 |
+100 |
| May05 |
040924 |
362.75 |
363.25 |
357.00 |
361.50 |
-2.50 |
0 |
1,950 |
+0 |
| Jun05 |
040924 |
356.25 |
356.25 |
356.25 |
356.25 |
-2.50 |
1,468 |
9,391 |
+149 |
| Jul05 |
040924 |
353.25 |
353.25 |
353.25 |
353.25 |
-3.00 |
50 |
825 |
+0 |
| Total Volume and Open Interest |
35,054 |
163,048 |
+932 |
| US Dollar Index(NYBOT) |
| Dec04 |
040924 |
88.38 |
88.75 |
88.00 |
88.59 |
-0.03 |
1,568 |
16,685 |
+806 |
| Mar05 |
040924 |
88.47 |
88.80 |
88.47 |
88.78 |
-0.03 |
2 |
2,263 |
+0 |
| Jun05 |
040924 |
88.50 |
88.97 |
88.50 |
88.97 |
-0.03 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,570 |
18,960 |
+806 |
| Australian Dollar(CME) |
| Dec04 |
040924 |
70.91 |
71.20 |
70.67 |
70.88 |
-0.01 |
8,106 |
23,778 |
+1,642 |
| Mar05 |
040924 |
70.33 |
70.33 |
70.33 |
70.33 |
-0.01 |
0 |
132 |
+10 |
| Jun05 |
040924 |
69.83 |
69.83 |
69.83 |
69.83 |
-0.01 |
0 |
64 |
+0 |
| Total Volume and Open Interest |
8,116 |
24,001 |
+1,662 |
| British Pound(CME) |
| Dec04 |
040924 |
179.09 |
179.79 |
178.95 |
179.23 |
+0.61 |
4,084 |
51,516 |
+3,272 |
| Mar05 |
040924 |
178.08 |
178.08 |
178.08 |
178.08 |
+0.66 |
0 |
14 |
+0 |
| Jun05 |
040924 |
177.08 |
177.08 |
177.08 |
177.08 |
+0.76 |
|
|
|
| Total Volume and Open Interest |
4,084 |
51,532 |
+3,272 |
| Canadian Dollar(CME) |
| Dec04 |
040924 |
78.05 |
78.52 |
78.01 |
78.34 |
+0.33 |
5,988 |
91,463 |
+74 |
| Mar05 |
040924 |
78.30 |
78.38 |
78.20 |
78.24 |
+0.33 |
85 |
1,456 |
+29 |
| Jun05 |
040924 |
78.15 |
78.15 |
78.15 |
78.15 |
+0.33 |
72 |
800 |
-27 |
| Sep05 |
040924 |
77.84 |
78.06 |
77.84 |
78.06 |
+0.33 |
0 |
270 |
+0 |
| Total Volume and Open Interest |
6,145 |
93,999 |
+76 |
| Japanese Yen(CME) |
| Dec04 |
040924 |
90.74 |
91.01 |
90.54 |
90.65 |
+0.02 |
9,308 |
85,458 |
+2,410 |
| Mar05 |
040924 |
91.16 |
91.16 |
91.16 |
91.16 |
+0.02 |
1 |
430 |
+5 |
| Jun05 |
040924 |
91.76 |
91.76 |
91.76 |
91.76 |
+0.02 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
9,309 |
85,892 |
+2,415 |
| Swiss Franc(CME) |
| Dec04 |
040924 |
79.77 |
80.16 |
79.27 |
79.42 |
-0.09 |
3,489 |
27,862 |
-200 |
| Mar05 |
040924 |
79.68 |
79.68 |
79.68 |
79.68 |
-0.09 |
1 |
16 |
+2 |
| Jun05 |
040924 |
79.98 |
79.98 |
79.98 |
79.98 |
-0.09 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
3,490 |
27,938 |
-198 |
| EuroFX(CME) |
| Dec04 |
040924 |
123.03 |
123.59 |
122.34 |
122.57 |
-0.04 |
5,411 |
90,487 |
-2,406 |
| Mar05 |
040924 |
123.40 |
123.48 |
122.48 |
122.57 |
-0.03 |
444 |
761 |
+21 |
| Jun05 |
040924 |
122.59 |
122.59 |
122.59 |
122.59 |
-0.02 |
0 |
129 |
+0 |
| Total Volume and Open Interest |
5,855 |
91,388 |
-2,385 |
| Mexican Peso(CME) |
| Sep04 |
040913 |
8635.0 |
8640.0 |
8635.0 |
8640.0 |
+45.0 |
4,059 |
23,626 |
-5,632 |
| Dec04 |
040924 |
8660.0 |
8668.0 |
8630.0 |
8650.0 |
-5.0 |
3,627 |
51,379 |
+2,220 |
| Total Volume and Open Interest |
3,627 |
52,101 |
+2,220 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
040924 |
113~16 |
113~25 |
113~02 |
113~14 |
+0~01 |
376,238 |
544,434 |
-28,141 |
| Mar05 |
040924 |
112~14 |
112~17 |
112~07 |
112~12 |
+0~02 |
810 |
9,408 |
+641 |
| Jun05 |
040924 |
111~11 |
111~11 |
111~11 |
111~11 |
+0~02 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
377,048 |
553,933 |
-27,500 |
| Municipal Bonds(CBOT) |
| Dec04 |
040924 |
103~17 |
103~18 |
103~02 |
103~11 |
-0~02 |
238 |
1,549 |
-12 |
| Total Volume and Open Interest |
238 |
1,549 |
-12 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
040924 |
113~095 |
113~135 |
112~315 |
113~065 |
-0~010 |
916,650 |
1,533,343 |
+19,283 |
| Mar05 |
040924 |
112~210 |
112~210 |
112~115 |
112~165 |
-0~010 |
3,593 |
23,466 |
+991 |
| Total Volume and Open Interest |
920,321 |
1,556,887 |
+20,352 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
040924 |
111~015 |
111~020 |
110~245 |
110~290 |
-0~025 |
496,003 |
0 |
+0 |
| Mar05 |
040924 |
110~020 |
110~020 |
110~020 |
110~020 |
-0~020 |
2,348 |
21,178 |
+658 |
| Total Volume and Open Interest |
498,351 |
21,178 |
+658 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
040924 |
105~087 |
105~088 |
105~067 |
105~075 |
-0~010 |
4,137 |
187,241 |
-3,532 |
| Total Volume and Open Interest |
5,225 |
209,186 |
-5,351 |
| Eurodollars(CME) |
| Dec04 |
040924 |
97.720 |
97.725 |
97.685 |
97.700 |
-0.035 |
50,310 |
900,333 |
+5,148 |
| Mar05 |
040924 |
97.495 |
97.500 |
97.420 |
97.450 |
-0.045 |
60,952 |
844,628 |
+10,591 |
| Jun05 |
040924 |
97.290 |
97.290 |
97.195 |
97.225 |
-0.055 |
77,019 |
897,413 |
+9,532 |
| Sep05 |
040924 |
97.045 |
97.050 |
96.940 |
96.990 |
-0.050 |
68,101 |
655,926 |
-1,055 |
| Dec05 |
040924 |
96.790 |
96.795 |
96.690 |
96.740 |
-0.040 |
77,410 |
528,188 |
+6,762 |
| Mar06 |
040924 |
96.580 |
96.580 |
96.485 |
96.540 |
-0.030 |
49,568 |
398,912 |
+6,562 |
| Jun06 |
040924 |
96.405 |
96.405 |
96.320 |
96.370 |
-0.025 |
39,995 |
267,404 |
+6,532 |
| Sep06 |
040924 |
96.270 |
96.270 |
96.190 |
96.240 |
-0.010 |
41,070 |
201,544 |
+3,266 |
| Dec06 |
040924 |
96.130 |
96.140 |
96.070 |
96.105 |
-0.020 |
17,935 |
163,622 |
+1,512 |
| Mar07 |
040924 |
96.025 |
96.035 |
95.965 |
96.000 |
-0.020 |
15,458 |
138,567 |
-2,921 |
| Jun07 |
040924 |
95.925 |
95.930 |
95.860 |
95.890 |
-0.025 |
18,345 |
114,729 |
-2,500 |
| Sep07 |
040924 |
95.780 |
95.800 |
95.765 |
95.790 |
-0.030 |
19,706 |
88,278 |
-2,298 |
| Total Volume and Open Interest |
590,383 |
5,792,787 |
+40,613 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040913 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
6,271 |
+121 |
| Dec04 |
040924 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
9,574 |
+8 |
| Mar05 |
040924 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
52 |
20,863 |
-1,224 |
| Jun05 |
040924 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
20 |
11,318 |
-508 |
| Sep05 |
040924 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
220 |
8,723 |
+234 |
| Dec05 |
040924 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
4,767 |
+8 |
| Mar06 |
040924 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
50 |
10,396 |
-4 |
| Jun06 |
040924 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
2,246 |
+0 |
| Sep06 |
040924 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
1,654 |
+0 |
| Dec06 |
040924 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
657 |
+0 |
| Total Volume and Open Interest |
342 |
71,143 |
-1,486 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040924 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
56,875 |
+11 |
| Mar05 |
040924 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
238 |
76,969 |
-167 |
| Jun05 |
040924 |
99.85 |
99.86 |
99.85 |
99.86 |
+0.01 |
52 |
68,006 |
+119 |
| Sep05 |
040924 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
47 |
39,602 |
+26 |
| Dec05 |
040924 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
63 |
33,758 |
-661 |
| Mar06 |
040924 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
37 |
32,955 |
+25 |
| Jun06 |
040924 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
34 |
15,401 |
+28 |
| Sep06 |
040924 |
99.41 |
99.41 |
99.40 |
99.40 |
+0.01 |
0 |
5,489 |
+0 |
| Total Volume and Open Interest |
504 |
341,805 |
-616 |
| German Euro-Bund(EUREX) |
| Dec04 |
040924 |
115.92 |
115.96 |
115.65 |
115.85 |
-0.15 |
1,299,146 |
0 |
-1,315,471 |
| Mar05 |
040924 |
114.99 |
115.15 |
114.99 |
115.15 |
-0.15 |
3,070 |
0 |
-4,166 |
| Jun05 |
040924 |
114.34 |
114.34 |
114.34 |
114.34 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
1,302,216 |
|
|
| German Euro-Bobl(EUREX) |
| Dec04 |
040924 |
111.56 |
111.61 |
111.39 |
111.49 |
-0.15 |
771,215 |
0 |
-838,829 |
| Mar05 |
040924 |
111.17 |
111.17 |
111.17 |
111.17 |
-0.15 |
649 |
0 |
-410 |
| Jun05 |
040924 |
110.49 |
110.49 |
110.49 |
110.49 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
771,864 |
|
|
| Long Gilt(LIFFE) |
| Sep04 |
040924 |
108~02 |
108~02 |
107~27 |
107~30 |
-0~05 |
|
|
|
| Dec04 |
040924 |
107~27 |
107~28 |
107~18 |
107~21 |
-0~05 |
48,949 |
0 |
-228,532 |
| Total Volume and Open Interest |
48,949 |
|
|
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
040924 |
94.95 |
94.96 |
94.93 |
94.95 |
-0.01 |
29,796 |
0 |
-260,475 |
| Mar05 |
040924 |
94.89 |
94.91 |
94.87 |
94.88 |
-0.03 |
31,110 |
0 |
-208,844 |
| Jun05 |
040924 |
94.88 |
94.90 |
94.85 |
94.86 |
-0.04 |
40,451 |
0 |
-188,814 |
| Total Volume and Open Interest |
193,089 |
|
|
| 3-Mth Euribor(LIFFE) |
| Dec04 |
040924 |
97.765 |
97.770 |
97.745 |
97.760 |
-0.010 |
133,899 |
0 |
-607,903 |
| Mar05 |
040924 |
97.600 |
97.620 |
97.580 |
97.595 |
-0.030 |
193,802 |
0 |
-531,840 |
| Jun05 |
040924 |
97.450 |
97.460 |
97.415 |
97.430 |
-0.045 |
245,340 |
0 |
-439,315 |
| Total Volume and Open Interest |
961,689 |
|
|
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
040924 |
94.59 |
94.59 |
94.56 |
94.58 |
-0.02 |
3,600 |
222,461 |
-1,006 |
| Mar05 |
040924 |
94.55 |
94.55 |
94.52 |
94.55 |
-0.03 |
5,418 |
120,425 |
+4,425 |
| Jun05 |
040924 |
94.52 |
94.53 |
94.50 |
94.52 |
-0.04 |
1,280 |
48,425 |
+209 |
| Sep05 |
040924 |
94.49 |
94.50 |
94.48 |
94.49 |
-0.05 |
1,441 |
29,283 |
+1,203 |
| Dec05 |
040924 |
94.47 |
94.47 |
94.46 |
94.46 |
-0.05 |
158 |
18,044 |
+112 |
| Mar06 |
040924 |
94.41 |
94.43 |
94.41 |
94.42 |
-0.05 |
6 |
20,833 |
+10,000 |
| Jun06 |
040924 |
94.37 |
94.39 |
94.37 |
94.39 |
-0.04 |
4 |
8,469 |
+4 |
| Sep06 |
040924 |
94.34 |
94.35 |
94.34 |
94.35 |
-0.05 |
33 |
4,063 |
-10 |
| Dec06 |
040924 |
94.30 |
94.30 |
94.30 |
94.30 |
-0.06 |
0 |
2,936 |
+0 |
| Mar07 |
040924 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.06 |
0 |
1,960 |
+0 |
| Total Volume and Open Interest |
11,980 |
479,751 |
+14,937 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
040924 |
94.83 |
94.86 |
94.75 |
94.79 |
+0.14 |
7,623 |
224,592 |
+4,982 |
| Mar05 |
040924 |
94.79 |
94.79 |
94.79 |
94.79 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
69,839 |
387,822 |
+168,212 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
040924 |
94.78 |
94.79 |
94.75 |
94.79 |
-0.05 |
19,008 |
387,822 |
+18,461 |
| Mar05 |
040924 |
94.79 |
94.79 |
94.79 |
94.79 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
19,008 |
387,822 |
+18,461 |
| Gold(CMX) |
| Oct04 |
040924 |
410.3 |
412.2 |
406.8 |
408.1 |
-2.9 |
1,311 |
19,520 |
-499 |
| Dec04 |
040924 |
412.3 |
413.7 |
408.5 |
409.7 |
-2.9 |
48,596 |
185,283 |
+9,467 |
| Feb05 |
040924 |
413.9 |
413.9 |
410.5 |
411.3 |
-2.8 |
914 |
11,318 |
+507 |
| Apr05 |
040924 |
415.2 |
415.2 |
412.0 |
412.9 |
-2.8 |
283 |
4,458 |
-25 |
| Jun05 |
040924 |
417.5 |
417.5 |
413.5 |
414.7 |
-2.7 |
67 |
12,349 |
+21 |
| Aug05 |
040924 |
416.6 |
416.6 |
416.6 |
416.6 |
-2.6 |
0 |
6,848 |
+0 |
| Oct05 |
040924 |
418.5 |
418.5 |
418.5 |
418.5 |
-2.6 |
0 |
877 |
+0 |
| Dec05 |
040924 |
421.5 |
421.5 |
420.5 |
420.5 |
-2.5 |
122 |
7,414 |
+83 |
| Feb06 |
040924 |
422.6 |
422.6 |
422.6 |
422.6 |
-2.5 |
0 |
844 |
+0 |
| Apr06 |
040924 |
424.8 |
424.8 |
424.8 |
424.8 |
-2.4 |
0 |
485 |
+0 |
| Jun06 |
040924 |
427.0 |
427.0 |
427.0 |
427.0 |
-2.3 |
0 |
8,626 |
+0 |
| Total Volume and Open Interest |
51,362 |
265,051 |
+9,599 |
| Silver(CMX) |
| Sep04 |
040924 |
645.0 |
645.0 |
640.5 |
640.5 |
-4.1 |
15 |
98 |
-14 |
| Dec04 |
040924 |
646.5 |
651.0 |
639.5 |
642.5 |
-4.5 |
12,714 |
67,415 |
+1,086 |
| Mar05 |
040924 |
651.0 |
654.0 |
645.0 |
646.2 |
-4.4 |
92 |
7,300 |
+12 |
| May05 |
040924 |
660.0 |
660.0 |
648.6 |
648.6 |
-4.4 |
51 |
1,868 |
+57 |
| Jul05 |
040924 |
657.0 |
657.0 |
651.3 |
651.3 |
-4.4 |
0 |
1,752 |
+0 |
| Sep05 |
040924 |
654.1 |
654.1 |
654.1 |
654.1 |
-4.2 |
0 |
508 |
+0 |
| Dec05 |
040924 |
668.0 |
668.0 |
657.5 |
657.5 |
-4.2 |
5 |
2,982 |
+2 |
| Total Volume and Open Interest |
12,879 |
83,566 |
+1,132 |
| Platinum(NYM) |
| Oct04 |
040924 |
856.0 |
861.0 |
850.0 |
857.3 |
+4.6 |
1,502 |
2,988 |
-332 |
| Jan05 |
040924 |
853.0 |
855.8 |
846.0 |
851.8 |
+5.5 |
1,488 |
3,317 |
+660 |
| Total Volume and Open Interest |
2,990 |
6,305 |
+328 |
| Palladium(NYME) |
| Sep04 |
040924 |
222.75 |
222.75 |
222.75 |
222.75 |
+7.10 |
0 |
16 |
+0 |
| Dec04 |
040924 |
220.00 |
224.50 |
218.80 |
223.75 |
+7.10 |
825 |
9,054 |
+270 |
| Mar05 |
040924 |
225.50 |
225.50 |
225.50 |
225.50 |
+7.10 |
6 |
40 |
+3 |
| Total Volume and Open Interest |
831 |
9,110 |
+273 |
| Copper(CMX) |
| Sep04 |
040924 |
136.60 |
137.00 |
135.60 |
136.20 |
-0.60 |
359 |
1,020 |
-220 |
| Dec04 |
040924 |
135.60 |
136.30 |
134.50 |
135.75 |
-0.05 |
7,470 |
69,289 |
+1,847 |
| Mar05 |
040924 |
130.95 |
131.20 |
130.00 |
131.00 |
-0.15 |
851 |
6,864 |
+272 |
| May05 |
040924 |
126.25 |
126.90 |
126.25 |
126.70 |
-0.05 |
4 |
892 |
+4 |
| Jul05 |
040924 |
123.00 |
123.00 |
123.00 |
123.00 |
+0.20 |
127 |
1,437 |
-43 |
| Total Volume and Open Interest |
9,965 |
91,336 |
+2,597 |
| DJIA Index(CBOT) |
| Sep04 |
040916 |
10240 |
10283 |
10235 |
10253 |
+18 |
5,556 |
17,761 |
-2,948 |
| Dec04 |
040924 |
10025 |
10073 |
10015 |
10047 |
+24 |
5,653 |
43,606 |
-305 |
| Mar05 |
040924 |
10042 |
10042 |
10042 |
10042 |
+24 |
0 |
11 |
+0 |
| Jun05 |
040924 |
10042 |
10042 |
10042 |
10042 |
+24 |
|
|
|
| Total Volume and Open Interest |
5,653 |
43,618 |
-305 |
| S & P 500(CME) |
| Dec04 |
040924 |
1109.00 |
1114.50 |
1108.50 |
1111.50 |
+4.30 |
32,322 |
596,394 |
-2,785 |
| Mar05 |
040924 |
1109.50 |
1112.80 |
1109.50 |
1112.50 |
+4.40 |
135 |
10,665 |
+3 |
| Jun05 |
040924 |
1114.60 |
1114.60 |
1114.60 |
1114.60 |
+4.30 |
22 |
565 |
+5 |
| Sep05 |
040924 |
1117.10 |
1117.10 |
1117.10 |
1117.10 |
+4.50 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
32,479 |
607,745 |
-2,777 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
040924 |
1107.25 |
1114.50 |
1107.00 |
1111.50 |
+4.25 |
616,454 |
567,966 |
+4,796 |
| Mar05 |
040924 |
1108.50 |
1113.50 |
1108.50 |
1112.50 |
+4.50 |
263 |
2,182 |
+97 |
| Total Volume and Open Interest |
616,717 |
570,148 |
+4,893 |
| NASDAQ 100(CME) |
| Dec04 |
040924 |
1411.00 |
1420.00 |
1401.50 |
1404.50 |
-5.00 |
7,484 |
73,421 |
-311 |
| Mar05 |
040924 |
1411.50 |
1411.50 |
1411.50 |
1411.50 |
-5.00 |
1 |
12 |
+0 |
| Jun05 |
040924 |
1417.50 |
1417.50 |
1417.50 |
1417.50 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
7,485 |
73,433 |
-311 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec04 |
040924 |
1408.0 |
1420.0 |
1401.5 |
1404.5 |
-5.0 |
283,524 |
0 |
-229,484 |
| Mar05 |
040924 |
1419.0 |
1425.5 |
1411.5 |
1411.5 |
-5.0 |
79 |
0 |
-598 |
| Total Volume and Open Interest |
283,603 |
|
|
| S & P Midcap 400(CME) |
| Dec04 |
040924 |
586.50 |
592.00 |
586.50 |
589.50 |
+4.25 |
341 |
12,704 |
+55 |
| Mar05 |
040924 |
590.75 |
590.75 |
590.75 |
590.75 |
+4.25 |
0 |
1 |
+0 |
| Jun05 |
040924 |
590.75 |
590.75 |
590.75 |
590.75 |
+4.25 |
|
|
|
| Total Volume and Open Interest |
341 |
12,705 |
+55 |
| Russell 2000(CME) |
| Dec04 |
040924 |
567.50 |
570.50 |
565.50 |
566.00 |
+1.25 |
1,234 |
0 |
-26,156 |
| Mar05 |
040924 |
566.00 |
566.00 |
566.00 |
566.00 |
+1.25 |
|
|
|
| Jun05 |
040924 |
566.00 |
566.00 |
566.00 |
566.00 |
+1.25 |
|
|
|
| Total Volume and Open Interest |
1,234 |
|
|
| Value Line(KCBT) |
| Dec04 |
040924 |
1565.50 |
1565.50 |
1563.00 |
1563.00 |
unch |
1 |
13 |
+1 |
| Total Volume and Open Interest |
1 |
13 |
+1 |
| Nikkei 225(CME) |
| Dec04 |
040924 |
10860 |
10930 |
10840 |
10890 |
unch |
1,304 |
0 |
-23,930 |
| Mar05 |
040924 |
10900 |
10900 |
10900 |
10900 |
unch |
|
|
|
| Total Volume and Open Interest |
1,306 |
|
|
| Nikkei 225(SIMEX) |
| Dec04 |
040924 |
10855 |
10880 |
10780 |
10860 |
-120 |
26,150 |
0 |
-136,928 |
| Mar05 |
040924 |
10855 |
10855 |
10855 |
10855 |
-120 |
|
|
|
| Jun05 |
040924 |
10810 |
10810 |
10810 |
10810 |
-120 |
|
|
|
| Total Volume and Open Interest |
26,150 |
|
|
| CAC 40(MATIF) |
| Sep04 |
040924 |
3648.0 |
3678.0 |
3645.0 |
3674.0 |
-20.5 |
47,838 |
469,601 |
+9,182 |
| Oct04 |
040924 |
3651.0 |
3678.5 |
3651.0 |
3677.0 |
-20.5 |
849 |
4,281 |
+755 |
| Nov04 |
040924 |
3684.0 |
3684.0 |
3684.0 |
3684.0 |
-19.5 |
1 |
22 |
+0 |
| Total Volume and Open Interest |
50,112 |
503,973 |
+10,609 |
| DAX Index(EUREX) |
| Dec04 |
040924 |
3915.0 |
3938.0 |
3906.5 |
3930.0 |
+12.0 |
121,460 |
151,851 |
-6,701 |
| Mar05 |
040924 |
3942.0 |
3958.5 |
3931.5 |
3952.0 |
+12.0 |
455 |
9,145 |
-143 |
| Jun05 |
040924 |
3964.5 |
3977.5 |
3956.0 |
3976.0 |
+12.0 |
215 |
432 |
+189 |
| Total Volume and Open Interest |
122,130 |
161,428 |
-6,655 |
| FT-SE 100(LIFFE) |
| Dec04 |
040924 |
4597.50 |
4612.50 |
4584.00 |
4609.00 |
+12.50 |
71,693 |
440,515 |
+2,128 |
| Mar05 |
040924 |
4608.00 |
4617.00 |
4608.00 |
4616.50 |
+12.50 |
202 |
10,485 |
-1 |
| Jun05 |
040924 |
4631.00 |
4635.50 |
4629.50 |
4635.50 |
+13.00 |
0 |
6,258 |
+0 |
| Total Volume and Open Interest |
71,895 |
457,258 |
+2,127 |
| SPI 200(SFE) |
| Sep04 |
040916 |
3615.0 |
3616.0 |
3591.0 |
3597.0 |
-30.0 |
29,884 |
91,598 |
-42,587 |
| Dec04 |
040924 |
3646.0 |
3646.0 |
3632.0 |
3642.0 |
-3.0 |
11,339 |
154,151 |
+6,056 |
| Mar05 |
040924 |
3650.0 |
3650.0 |
3650.0 |
3650.0 |
-3.0 |
9 |
2,383 |
-12 |
| Total Volume and Open Interest |
11,435 |
161,464 |
+6,068 |
| GSCI(CME) |
| Oct04 |
040924 |
329.00 |
329.40 |
327.10 |
329.20 |
-0.50 |
95 |
17,376 |
-184 |
| Nov04 |
040924 |
329.50 |
329.50 |
329.50 |
329.50 |
-1.00 |
0 |
3 |
+0 |
| Dec04 |
040924 |
329.80 |
329.80 |
329.80 |
329.80 |
-0.70 |
|
|
|
| Total Volume and Open Interest |
95 |
17,379 |
-184 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040924 |
280.00 |
280.25 |
278.10 |
278.50 |
-1.50 |
21 |
236 |
+6 |
| Jan05 |
040924 |
278.00 |
278.00 |
278.00 |
278.00 |
-1.50 |
0 |
205 |
+0 |
| Feb05 |
040924 |
277.50 |
277.50 |
276.00 |
276.00 |
-1.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
21 |
545 |
+6 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|