|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon September 27, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
040927 |
524.50 |
534.00 |
522.50 |
531.00 |
+7.50 |
40,918 |
132,560 |
-1,107 |
| Jan05 |
040927 |
532.50 |
541.50 |
530.50 |
539.25 |
+8.00 |
7,549 |
25,925 |
+1,515 |
| Mar05 |
040927 |
540.00 |
549.50 |
539.00 |
546.50 |
+7.00 |
2,795 |
18,643 |
+431 |
| May05 |
040927 |
547.75 |
556.00 |
546.00 |
553.50 |
+6.75 |
2,213 |
11,741 |
-133 |
| Jul05 |
040927 |
554.00 |
563.50 |
552.50 |
560.25 |
+6.50 |
2,672 |
8,106 |
+520 |
| Aug05 |
040927 |
557.00 |
562.00 |
557.00 |
561.00 |
+7.50 |
1 |
229 |
+1 |
| Sep05 |
040927 |
560.00 |
560.00 |
560.00 |
560.00 |
+5.00 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
56,807 |
201,594 |
+1,263 |
| Soybean Meal(CBOT) |
| Oct04 |
040927 |
157.00 |
159.20 |
156.50 |
158.50 |
+1.60 |
4,417 |
14,222 |
-2,325 |
| Dec04 |
040927 |
159.50 |
162.30 |
159.00 |
161.20 |
+1.90 |
11,762 |
55,907 |
+69 |
| Jan05 |
040927 |
161.30 |
163.60 |
160.80 |
162.90 |
+1.60 |
1,489 |
13,405 |
+108 |
| Mar05 |
040927 |
164.50 |
166.80 |
164.20 |
166.00 |
+1.30 |
2,643 |
12,733 |
+307 |
| May05 |
040927 |
167.50 |
169.80 |
167.50 |
168.90 |
+1.40 |
1,488 |
12,576 |
+51 |
| Jul05 |
040927 |
170.70 |
173.50 |
170.50 |
172.20 |
+1.50 |
2,572 |
13,632 |
+813 |
| Aug05 |
040927 |
171.50 |
174.30 |
171.50 |
172.60 |
+1.10 |
351 |
4,375 |
+71 |
| Sep05 |
040927 |
172.30 |
175.30 |
172.30 |
173.50 |
+1.20 |
181 |
3,152 |
+34 |
| Total Volume and Open Interest |
25,268 |
133,854 |
-990 |
| Soybean Oil(CBOT) |
| Oct04 |
040927 |
20.78 |
21.13 |
20.70 |
21.11 |
+0.33 |
4,480 |
9,947 |
-3,825 |
| Dec04 |
040927 |
20.65 |
21.05 |
20.58 |
20.99 |
+0.31 |
20,624 |
62,611 |
+4,310 |
| Jan05 |
040927 |
20.70 |
21.07 |
20.64 |
21.03 |
+0.32 |
4,585 |
16,053 |
+1,002 |
| Mar05 |
040927 |
20.75 |
21.15 |
20.72 |
21.03 |
+0.26 |
3,951 |
15,337 |
+479 |
| May05 |
040927 |
20.80 |
21.15 |
20.75 |
21.10 |
+0.31 |
2,878 |
9,224 |
+327 |
| Jul05 |
040927 |
20.85 |
21.12 |
20.75 |
21.10 |
+0.33 |
2,818 |
9,803 |
+282 |
| Aug05 |
040927 |
20.80 |
21.12 |
20.80 |
21.12 |
+0.34 |
140 |
3,733 |
+26 |
| Sep05 |
040927 |
20.85 |
21.12 |
20.85 |
21.10 |
+0.35 |
341 |
2,038 |
+156 |
| Total Volume and Open Interest |
40,549 |
133,076 |
+3,104 |
| Canola(WCE) |
| Nov04 |
040927 |
301.0 |
303.5 |
299.5 |
301.0 |
-1.5 |
4,202 |
35,964 |
-550 |
| Jan05 |
040927 |
307.8 |
308.6 |
306.0 |
306.8 |
-0.9 |
624 |
5,579 |
-56 |
| Mar05 |
040927 |
312.0 |
313.0 |
311.9 |
311.9 |
-0.6 |
328 |
4,667 |
+295 |
| May05 |
040927 |
317.0 |
317.0 |
317.0 |
317.0 |
-1.7 |
0 |
341 |
+0 |
| Jul05 |
040927 |
326.0 |
326.0 |
326.0 |
326.0 |
-1.5 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
5,154 |
48,862 |
-311 |
| Corn(CBOT) |
| Dec04 |
040927 |
206.00 |
211.00 |
204.75 |
207.75 |
+2.50 |
42,200 |
345,232 |
-4,383 |
| Mar05 |
040927 |
216.75 |
220.25 |
215.50 |
218.25 |
+2.00 |
13,153 |
111,379 |
+3,671 |
| May05 |
040927 |
223.25 |
227.00 |
222.50 |
225.25 |
+2.50 |
3,831 |
36,371 |
+1,268 |
| Jul05 |
040927 |
229.75 |
232.75 |
228.50 |
231.25 |
+2.25 |
2,085 |
39,929 |
+412 |
| Sep05 |
040927 |
235.50 |
238.50 |
235.00 |
237.00 |
+2.00 |
1,478 |
10,175 |
+501 |
| Dec05 |
040927 |
242.25 |
244.75 |
241.75 |
244.25 |
+2.00 |
797 |
19,742 |
+301 |
| Total Volume and Open Interest |
63,557 |
564,468 |
+1,775 |
| Wheat(CBOT) |
| Dec04 |
040927 |
322.50 |
325.00 |
317.00 |
320.50 |
-1.25 |
10,622 |
121,160 |
-187 |
| Mar05 |
040927 |
334.00 |
336.50 |
329.00 |
332.75 |
-1.25 |
857 |
20,112 |
+290 |
| May05 |
040927 |
341.00 |
341.00 |
336.50 |
338.50 |
+0.50 |
163 |
3,681 |
+34 |
| Jul05 |
040927 |
343.00 |
344.50 |
337.50 |
341.25 |
unch |
197 |
6,034 |
+46 |
| Sep05 |
040927 |
347.00 |
350.00 |
345.00 |
347.00 |
unch |
6 |
163 |
-2 |
| Total Volume and Open Interest |
11,845 |
151,276 |
+181 |
| Wheat(KCBT) |
| Dec04 |
040927 |
352.00 |
354.00 |
348.25 |
350.00 |
-1.75 |
5,011 |
51,490 |
-322 |
| Mar05 |
040927 |
360.00 |
360.75 |
356.00 |
357.25 |
-2.25 |
2,044 |
11,855 |
+691 |
| May05 |
040927 |
361.50 |
361.50 |
358.00 |
358.00 |
-3.00 |
52 |
2,862 |
-5 |
| Jul05 |
040927 |
359.00 |
360.00 |
356.50 |
357.25 |
-1.50 |
151 |
3,422 |
+43 |
| Sep05 |
040927 |
366.00 |
366.00 |
366.00 |
366.00 |
unch |
0 |
49 |
+0 |
| Total Volume and Open Interest |
7,288 |
69,692 |
+407 |
| Wheat(MGE) |
| Dec04 |
040927 |
371.00 |
373.50 |
369.50 |
371.75 |
-0.50 |
3,006 |
24,278 |
-254 |
| Mar05 |
040927 |
382.00 |
383.50 |
380.00 |
381.25 |
-1.75 |
341 |
6,882 |
+209 |
| May05 |
040927 |
389.50 |
389.50 |
386.00 |
386.00 |
-1.75 |
62 |
3,218 |
+37 |
| Jul05 |
040927 |
389.00 |
389.00 |
386.25 |
386.25 |
-2.25 |
89 |
2,149 |
+42 |
| Sep05 |
040927 |
380.00 |
381.75 |
380.00 |
381.75 |
-2.75 |
87 |
224 |
+45 |
| Total Volume and Open Interest |
3,585 |
36,810 |
+79 |
| Oats(CBOT) |
| Dec04 |
040927 |
158.25 |
159.00 |
156.00 |
157.00 |
-3.25 |
1,204 |
4,662 |
-177 |
| Mar05 |
040927 |
163.25 |
164.00 |
161.75 |
162.50 |
-3.50 |
98 |
1,233 |
-8 |
| May05 |
040927 |
167.00 |
167.00 |
167.00 |
167.00 |
-3.50 |
0 |
96 |
+0 |
| Jul05 |
040927 |
170.50 |
170.50 |
170.50 |
170.50 |
-3.50 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
1,302 |
6,022 |
-185 |
| Rough Rice(CBOT) |
| Nov04 |
040927 |
6.89 |
6.98 |
6.89 |
6.92 |
+0.08 |
396 |
2,915 |
+36 |
| Jan05 |
040927 |
7.14 |
7.16 |
7.14 |
7.16 |
+0.08 |
150 |
881 |
+62 |
| Mar05 |
040927 |
7.38 |
7.40 |
7.36 |
7.40 |
+0.06 |
70 |
625 |
+36 |
| May05 |
040927 |
7.56 |
7.62 |
7.56 |
7.62 |
+0.08 |
20 |
27 |
+4 |
| Total Volume and Open Interest |
636 |
4,452 |
+138 |
| Live Cattle(CME) |
| Oct04 |
040927 |
84.350 |
84.400 |
83.750 |
83.800 |
-0.675 |
3,592 |
21,812 |
-1,065 |
| Dec04 |
040927 |
86.775 |
87.250 |
86.350 |
86.425 |
-0.550 |
4,824 |
55,917 |
-133 |
| Feb05 |
040927 |
88.450 |
88.650 |
88.100 |
88.400 |
-0.200 |
1,416 |
14,794 |
-55 |
| Apr05 |
040927 |
86.700 |
86.850 |
86.200 |
86.275 |
-0.625 |
702 |
6,190 |
+126 |
| Jun05 |
040927 |
82.700 |
83.000 |
82.600 |
82.675 |
-0.250 |
312 |
3,802 |
+64 |
| Aug05 |
040927 |
82.750 |
82.775 |
82.500 |
82.700 |
-0.200 |
92 |
2,056 |
-25 |
| Total Volume and Open Interest |
10,938 |
104,766 |
-1,088 |
| Feeder Cattle(CME) |
| Sep04 |
040927 |
115.200 |
115.200 |
114.850 |
114.950 |
-0.200 |
390 |
1,554 |
-54 |
| Oct04 |
040927 |
111.800 |
112.000 |
110.300 |
110.650 |
-1.475 |
1,011 |
6,118 |
-137 |
| Nov04 |
040927 |
110.850 |
110.850 |
108.600 |
109.100 |
-1.800 |
658 |
6,844 |
+272 |
| Jan05 |
040927 |
106.300 |
106.600 |
105.150 |
105.925 |
-0.725 |
510 |
2,879 |
+92 |
| Mar05 |
040927 |
102.400 |
102.600 |
101.450 |
102.500 |
+0.025 |
27 |
807 |
+7 |
| Apr05 |
040927 |
101.900 |
101.900 |
100.750 |
101.700 |
-0.100 |
20 |
221 |
+9 |
| May05 |
040927 |
101.600 |
101.600 |
100.500 |
101.325 |
-0.275 |
7 |
219 |
+0 |
| Total Volume and Open Interest |
2,623 |
18,642 |
+189 |
| Lean Hogs(CME) |
| Oct04 |
040927 |
76.300 |
76.700 |
75.300 |
75.550 |
-0.875 |
6,321 |
14,574 |
-2,511 |
| Dec04 |
040927 |
70.700 |
70.700 |
68.825 |
68.825 |
-2.000 |
8,587 |
54,282 |
+2,301 |
| Feb05 |
040927 |
67.850 |
67.850 |
65.850 |
65.850 |
-2.000 |
1,645 |
14,653 |
+394 |
| Apr05 |
040927 |
65.350 |
65.350 |
63.925 |
63.925 |
-2.000 |
871 |
5,213 |
+255 |
| May05 |
040927 |
64.250 |
64.250 |
62.550 |
62.550 |
-2.000 |
66 |
883 |
+36 |
| Jun05 |
040927 |
68.200 |
68.200 |
66.775 |
66.775 |
-2.000 |
396 |
2,561 |
+201 |
| Jul05 |
040927 |
63.950 |
64.300 |
62.900 |
62.900 |
-2.000 |
50 |
559 |
+31 |
| Aug05 |
040927 |
59.000 |
59.025 |
59.000 |
59.025 |
-1.975 |
32 |
329 |
+6 |
| Total Volume and Open Interest |
17,968 |
93,118 |
+713 |
| Pork Bellies(CME) |
| Feb05 |
040927 |
100.300 |
100.350 |
97.500 |
97.500 |
-3.000 |
581 |
1,523 |
-77 |
| Mar05 |
040927 |
100.650 |
100.650 |
99.750 |
99.750 |
-3.000 |
2 |
18 |
+1 |
| May05 |
040927 |
98.450 |
98.450 |
98.450 |
98.450 |
-3.000 |
9 |
8 |
+4 |
| Jul05 |
040927 |
102.000 |
102.000 |
102.000 |
102.000 |
-1.200 |
1 |
7 |
+1 |
| Total Volume and Open Interest |
593 |
1,556 |
-71 |
| Class III Milk(CME) |
| Sep04 |
040927 |
14.70 |
14.72 |
14.70 |
14.72 |
unch |
253 |
5,568 |
+6 |
| Oct04 |
040927 |
13.95 |
14.09 |
13.80 |
13.84 |
-0.11 |
883 |
4,145 |
-311 |
| Nov04 |
040927 |
12.90 |
12.90 |
12.70 |
12.72 |
-0.17 |
210 |
3,079 |
-5 |
| Dec04 |
040927 |
12.35 |
12.39 |
12.30 |
12.30 |
-0.14 |
125 |
2,262 |
-11 |
| Jan05 |
040927 |
12.10 |
12.10 |
12.10 |
12.10 |
-0.05 |
60 |
1,196 |
-6 |
| Total Volume and Open Interest |
1,770 |
23,113 |
-249 |
| Cocoa(NYBOT) |
| Dec04 |
040927 |
1458 |
1468 |
1450 |
1455 |
-3 |
5,801 |
44,176 |
-652 |
| Mar05 |
040927 |
1472 |
1483 |
1468 |
1470 |
-3 |
1,328 |
16,430 |
-35 |
| May05 |
040927 |
1482 |
1491 |
1479 |
1480 |
-3 |
494 |
10,929 |
+289 |
| Jul05 |
040927 |
1493 |
1493 |
1489 |
1490 |
-3 |
17 |
10,877 |
-61 |
| Sep05 |
040927 |
1504 |
1504 |
1498 |
1500 |
-6 |
1 |
5,729 |
+0 |
| Dec05 |
040927 |
1520 |
1520 |
1516 |
1516 |
-4 |
490 |
7,124 |
-70 |
| Mar06 |
040927 |
1527 |
1527 |
1527 |
1527 |
-4 |
5 |
3,684 |
+5 |
| Total Volume and Open Interest |
8,136 |
100,541 |
-524 |
| Coffee "C"(NYBOT) |
| Dec04 |
040927 |
84.25 |
86.40 |
83.30 |
86.00 |
+3.00 |
9,518 |
65,946 |
+740 |
| Mar05 |
040927 |
87.40 |
89.20 |
86.50 |
88.95 |
+2.95 |
1,998 |
12,977 |
+446 |
| May05 |
040927 |
89.25 |
91.05 |
88.40 |
90.90 |
+2.95 |
153 |
3,934 |
-20 |
| Jul05 |
040927 |
90.80 |
93.00 |
90.30 |
92.65 |
+2.90 |
48 |
1,709 |
+14 |
| Sep05 |
040927 |
92.70 |
94.65 |
92.40 |
94.40 |
+3.00 |
45 |
545 |
-15 |
| Dec05 |
040927 |
95.00 |
97.25 |
95.00 |
97.00 |
+3.05 |
0 |
305 |
-20 |
| Total Volume and Open Interest |
11,773 |
85,568 |
+1,140 |
| Orange Juice(NYBOT) |
| Nov04 |
040927 |
82.50 |
85.70 |
82.50 |
85.50 |
+6.75 |
989 |
19,994 |
-3 |
| Jan05 |
040927 |
85.00 |
85.75 |
85.00 |
85.75 |
+5.00 |
244 |
6,363 |
+6 |
| Mar05 |
040927 |
86.80 |
87.50 |
86.80 |
87.50 |
+5.00 |
182 |
8,268 |
+61 |
| May05 |
040927 |
88.75 |
90.00 |
88.75 |
90.00 |
+5.00 |
205 |
4,364 |
+26 |
| Jul05 |
040927 |
91.50 |
92.00 |
91.50 |
92.00 |
+5.00 |
2 |
522 |
+2 |
| Total Volume and Open Interest |
1,623 |
39,684 |
+93 |
| Sugar #11(NYBOT) |
| Oct04 |
040927 |
7.87 |
8.25 |
7.86 |
8.25 |
+0.46 |
16,057 |
27,463 |
-3,683 |
| Mar05 |
040927 |
8.73 |
9.05 |
8.69 |
9.03 |
+0.40 |
22,395 |
172,799 |
+1,943 |
| May05 |
040927 |
8.79 |
8.99 |
8.75 |
8.98 |
+0.29 |
2,202 |
33,748 |
-416 |
| Jul05 |
040927 |
8.52 |
8.68 |
8.50 |
8.68 |
+0.24 |
1,929 |
20,420 |
+836 |
| Oct05 |
040927 |
8.42 |
8.56 |
8.41 |
8.56 |
+0.20 |
700 |
21,505 |
-67 |
| Total Volume and Open Interest |
43,349 |
285,293 |
-1,338 |
| London Cocoa(LCE) |
| Sep04 |
040915 |
841 |
850 |
837 |
842 |
+7 |
666 |
3,324 |
-605 |
| Dec04 |
040927 |
830 |
841 |
827 |
831 |
-1 |
5,821 |
82,202 |
+1,370 |
| Mar05 |
040927 |
853 |
864 |
850 |
855 |
-1 |
2,584 |
34,529 |
+227 |
| May05 |
040927 |
870 |
875 |
869 |
870 |
unch |
328 |
16,667 |
-24 |
| Jul05 |
040927 |
885 |
886 |
883 |
885 |
unch |
277 |
13,120 |
+53 |
| Sep05 |
040927 |
901 |
904 |
900 |
901 |
-1 |
1,027 |
23,211 |
+758 |
| Dec05 |
040927 |
907 |
914 |
907 |
911 |
-1 |
431 |
10,211 |
+363 |
| Total Volume and Open Interest |
10,569 |
183,285 |
+2,780 |
| London Coffee(LCE) |
| Sep04 |
040927 |
669.00 |
677.00 |
664.00 |
677.00 |
+18.00 |
55 |
1,928 |
-49 |
| Nov04 |
040927 |
692.00 |
705.00 |
688.00 |
705.00 |
+18.00 |
4,663 |
68,258 |
-99 |
| Jan05 |
040927 |
710.00 |
721.00 |
706.00 |
721.00 |
+17.00 |
1,270 |
34,437 |
+473 |
| Mar05 |
040927 |
725.00 |
738.00 |
721.00 |
738.00 |
+17.00 |
310 |
21,443 |
+59 |
| May05 |
040927 |
742.00 |
754.00 |
739.00 |
754.00 |
+17.00 |
44 |
14,523 |
-27 |
| Jul05 |
040927 |
753.00 |
769.00 |
753.00 |
769.00 |
+18.00 |
41 |
4,582 |
+29 |
| Total Volume and Open Interest |
6,389 |
147,324 |
+386 |
| London Sugar(LCE) |
| Oct04 |
040915 |
230.50 |
230.50 |
220.00 |
226.80 |
-3.70 |
3,846 |
2,040 |
-2,500 |
| Dec04 |
040927 |
237.00 |
245.00 |
237.00 |
245.00 |
+8.70 |
1,388 |
13,966 |
+493 |
| Mar05 |
040927 |
251.00 |
258.90 |
251.00 |
258.90 |
+8.80 |
949 |
17,864 |
+51 |
| May05 |
040927 |
257.50 |
262.40 |
257.50 |
262.40 |
+6.80 |
300 |
9,154 |
+94 |
| Aug05 |
040927 |
253.00 |
256.90 |
253.00 |
256.90 |
+5.00 |
13 |
4,434 |
+0 |
| Total Volume and Open Interest |
2,665 |
50,683 |
+653 |
| Cotton(NYBOT) |
| Oct04 |
040927 |
50.00 |
51.50 |
50.00 |
50.30 |
+0.90 |
170 |
776 |
-538 |
| Dec04 |
040927 |
48.05 |
49.90 |
47.47 |
48.05 |
+1.03 |
6,740 |
43,397 |
+653 |
| Mar05 |
040927 |
49.80 |
51.50 |
49.30 |
49.72 |
+0.69 |
1,291 |
15,752 |
+174 |
| May05 |
040927 |
50.75 |
52.25 |
50.30 |
50.70 |
+0.70 |
193 |
3,922 |
+36 |
| Jul05 |
040927 |
51.50 |
53.15 |
51.50 |
51.70 |
+0.80 |
82 |
5,035 |
-18 |
| Oct05 |
040927 |
53.50 |
53.50 |
53.10 |
53.10 |
+0.50 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
8,510 |
71,087 |
+311 |
| Lumber(CME) |
| Nov04 |
040927 |
338.0 |
342.6 |
336.6 |
338.4 |
-0.2 |
760 |
3,001 |
-96 |
| Jan05 |
040927 |
337.5 |
339.9 |
335.0 |
337.2 |
-0.3 |
137 |
872 |
-18 |
| Mar05 |
040927 |
344.0 |
345.5 |
342.5 |
345.0 |
-3.0 |
17 |
208 |
+1 |
| May05 |
040927 |
345.1 |
347.3 |
345.0 |
347.3 |
+2.1 |
4 |
49 |
+0 |
| Total Volume and Open Interest |
918 |
4,130 |
-113 |
| Crude Oil(NYM) |
| Nov04 |
040927 |
49.50 |
49.75 |
49.10 |
49.64 |
+0.76 |
69,258 |
218,924 |
-3,845 |
| Dec04 |
040927 |
48.85 |
49.00 |
48.40 |
48.93 |
+0.85 |
47,531 |
106,624 |
+5,068 |
| Jan05 |
040927 |
48.10 |
48.40 |
47.75 |
48.26 |
+0.84 |
17,000 |
42,720 |
-725 |
| Feb05 |
040927 |
47.45 |
47.65 |
47.20 |
47.62 |
+0.82 |
7,682 |
25,505 |
+604 |
| Mar05 |
040927 |
46.94 |
46.96 |
46.65 |
46.96 |
+0.80 |
3,485 |
23,368 |
-155 |
| Apr05 |
040927 |
46.00 |
46.30 |
45.90 |
46.30 |
+0.77 |
571 |
13,823 |
-307 |
| May05 |
040927 |
45.40 |
45.65 |
45.40 |
45.65 |
+0.74 |
1,158 |
13,937 |
+80 |
| Jun05 |
040927 |
44.80 |
45.10 |
44.65 |
45.02 |
+0.72 |
4,123 |
21,498 |
+440 |
| Jul05 |
040927 |
44.42 |
44.42 |
44.42 |
44.42 |
+0.70 |
869 |
11,716 |
-535 |
| Aug05 |
040927 |
43.80 |
43.88 |
43.80 |
43.88 |
+0.68 |
265 |
7,321 |
+1 |
| Sep05 |
040927 |
43.10 |
43.40 |
43.10 |
43.39 |
+0.66 |
1,578 |
10,774 |
+178 |
| Oct05 |
040927 |
42.40 |
42.93 |
42.40 |
42.93 |
+0.64 |
267 |
5,537 |
+95 |
| Nov05 |
040927 |
42.49 |
42.49 |
42.49 |
42.49 |
+0.64 |
300 |
6,777 |
+100 |
| Dec05 |
040927 |
41.80 |
42.08 |
41.65 |
42.08 |
+0.65 |
3,267 |
40,875 |
-260 |
| Jan06 |
040927 |
41.67 |
41.67 |
41.67 |
41.67 |
+0.65 |
50 |
5,322 |
-50 |
| Feb06 |
040927 |
41.27 |
41.27 |
41.27 |
41.27 |
+0.66 |
99 |
2,495 |
+0 |
| Total Volume and Open Interest |
161,353 |
672,727 |
+27 |
| Heating Oil(NYM) |
| Oct04 |
040927 |
137.50 |
137.50 |
135.30 |
136.80 |
+1.01 |
17,381 |
23,303 |
-2,732 |
| Nov04 |
040927 |
137.50 |
137.70 |
136.00 |
137.24 |
+1.03 |
16,668 |
70,718 |
+3,276 |
| Dec04 |
040927 |
137.30 |
137.85 |
136.45 |
137.54 |
+1.13 |
7,103 |
32,770 |
+405 |
| Jan05 |
040927 |
137.50 |
137.60 |
135.90 |
137.29 |
+1.23 |
1,915 |
17,298 |
+30 |
| Feb05 |
040927 |
135.20 |
135.80 |
135.00 |
135.39 |
+1.23 |
570 |
15,557 |
+124 |
| Mar05 |
040927 |
130.25 |
131.50 |
130.25 |
131.04 |
+1.33 |
602 |
15,074 |
-237 |
| Apr05 |
040927 |
124.70 |
125.90 |
124.70 |
125.49 |
+1.33 |
9 |
4,435 |
-3 |
| May05 |
040927 |
120.80 |
120.80 |
120.00 |
120.34 |
+1.33 |
600 |
3,778 |
-190 |
| Jun05 |
040927 |
116.40 |
116.94 |
116.40 |
116.94 |
+1.33 |
657 |
5,521 |
+128 |
| Jul05 |
040927 |
115.24 |
115.24 |
115.24 |
115.24 |
+1.33 |
1,406 |
3,953 |
-373 |
| Aug05 |
040927 |
115.09 |
115.09 |
115.09 |
115.09 |
+1.33 |
0 |
619 |
+0 |
| Sep05 |
040927 |
115.49 |
115.49 |
115.49 |
115.49 |
+1.33 |
2 |
2,123 |
+1 |
| Total Volume and Open Interest |
47,794 |
204,833 |
-499 |
| Unleaded Gas(NYM) |
| Oct04 |
040927 |
136.50 |
136.50 |
133.30 |
134.63 |
-0.19 |
23,595 |
23,192 |
-2,322 |
| Nov04 |
040927 |
134.00 |
134.50 |
132.00 |
133.52 |
+0.68 |
22,142 |
61,448 |
+1,360 |
| Dec04 |
040927 |
131.00 |
131.07 |
129.70 |
131.07 |
+1.23 |
5,802 |
22,288 |
+471 |
| Jan05 |
040927 |
130.20 |
130.37 |
129.60 |
130.37 |
+1.43 |
3,319 |
12,580 |
+1,134 |
| Feb05 |
040927 |
130.60 |
130.67 |
130.60 |
130.67 |
+1.53 |
324 |
6,903 |
+22 |
| Mar05 |
040927 |
130.30 |
131.02 |
130.30 |
131.02 |
+1.58 |
506 |
3,375 |
+67 |
| Apr05 |
040927 |
135.70 |
137.37 |
135.70 |
137.37 |
+1.68 |
86 |
9,333 |
+7 |
| May05 |
040927 |
136.00 |
136.77 |
136.00 |
136.77 |
+1.68 |
667 |
9,422 |
+98 |
| Jun05 |
040927 |
135.27 |
135.27 |
135.27 |
135.27 |
+1.68 |
33 |
3,351 |
+16 |
| Jul05 |
040927 |
133.07 |
133.07 |
133.07 |
133.07 |
+1.78 |
521 |
2,291 |
+513 |
| Aug05 |
040927 |
130.12 |
130.12 |
130.12 |
130.12 |
+1.83 |
23 |
1,109 |
+18 |
| Sep05 |
040927 |
125.10 |
126.42 |
125.10 |
126.42 |
+1.88 |
900 |
2,003 |
+650 |
| Total Volume and Open Interest |
57,918 |
157,295 |
+2,034 |
| Natural Gas(NYM) |
| Oct04 |
040927 |
5.230 |
5.300 |
5.200 |
5.262 |
-0.130 |
27,791 |
26,705 |
-3,977 |
| Nov04 |
040927 |
5.970 |
5.980 |
5.900 |
5.931 |
-0.136 |
20,040 |
61,942 |
+595 |
| Dec04 |
040927 |
6.730 |
6.760 |
6.680 |
6.706 |
-0.096 |
7,770 |
32,043 |
-395 |
| Jan05 |
040927 |
7.090 |
7.125 |
7.070 |
7.101 |
-0.016 |
5,638 |
31,540 |
+1,113 |
| Feb05 |
040927 |
7.075 |
7.115 |
7.070 |
7.091 |
+0.009 |
1,962 |
20,808 |
+371 |
| Mar05 |
040927 |
6.910 |
6.940 |
6.890 |
6.916 |
-0.001 |
2,211 |
22,031 |
+65 |
| Apr05 |
040927 |
6.210 |
6.240 |
6.210 |
6.225 |
-0.001 |
645 |
14,596 |
-146 |
| May05 |
040927 |
6.040 |
6.095 |
6.040 |
6.085 |
-0.001 |
232 |
13,290 |
+90 |
| Jun05 |
040927 |
6.120 |
6.130 |
6.110 |
6.112 |
-0.001 |
110 |
10,571 |
-7 |
| Jul05 |
040927 |
6.130 |
6.150 |
6.130 |
6.139 |
-0.001 |
207 |
12,854 |
-34 |
| Aug05 |
040927 |
6.165 |
6.175 |
6.155 |
6.164 |
-0.001 |
194 |
10,049 |
-1 |
| Sep05 |
040927 |
6.160 |
6.160 |
6.140 |
6.147 |
-0.001 |
129 |
9,896 |
+23 |
| Oct05 |
040927 |
6.175 |
6.175 |
6.170 |
6.175 |
+0.002 |
697 |
13,812 |
+51 |
| Nov05 |
040927 |
6.410 |
6.410 |
6.400 |
6.410 |
+0.002 |
103 |
7,522 |
+9 |
| Dec05 |
040927 |
6.630 |
6.630 |
6.620 |
6.630 |
+0.002 |
569 |
9,132 |
+237 |
| Jan06 |
040927 |
6.755 |
6.765 |
6.755 |
6.765 |
unch |
56 |
9,481 |
+5 |
| Total Volume and Open Interest |
69,661 |
383,722 |
-1,534 |
| Brent Crude Oil(IPE) |
| Nov04 |
040927 |
46.00 |
46.28 |
45.50 |
45.93 |
+0.60 |
32,852 |
61,975 |
-537 |
| Dec04 |
040927 |
45.05 |
45.37 |
44.70 |
45.12 |
+0.62 |
21,878 |
95,322 |
+5,743 |
| Jan05 |
040927 |
44.30 |
44.65 |
44.02 |
44.44 |
+0.62 |
4,125 |
27,186 |
+1,765 |
| Feb05 |
040927 |
43.60 |
44.00 |
43.50 |
43.83 |
+0.61 |
1,836 |
11,681 |
+174 |
| Mar05 |
040927 |
43.01 |
43.26 |
43.01 |
43.26 |
+0.59 |
1,390 |
12,359 |
-340 |
| Apr05 |
040927 |
42.46 |
42.71 |
42.45 |
42.71 |
+0.57 |
780 |
14,482 |
+750 |
| May05 |
040927 |
42.30 |
42.30 |
42.15 |
42.21 |
+0.55 |
500 |
3,635 |
+500 |
| Jun05 |
040927 |
41.64 |
41.85 |
41.40 |
41.72 |
+0.52 |
3,368 |
18,875 |
+1,527 |
| Jul05 |
040927 |
41.26 |
41.26 |
41.26 |
41.26 |
+0.51 |
600 |
4,320 |
+600 |
| Aug05 |
040927 |
40.80 |
40.80 |
40.80 |
40.80 |
+0.50 |
0 |
2,007 |
+0 |
| Sep05 |
040927 |
40.34 |
40.34 |
40.34 |
40.34 |
+0.49 |
200 |
4,409 |
+200 |
| Oct05 |
040927 |
39.92 |
39.92 |
39.92 |
39.92 |
+0.48 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
71,520 |
332,789 |
+9,605 |
| Gas Oil(IPE) |
| Oct04 |
040927 |
429.00 |
432.00 |
427.00 |
431.00 |
+8.50 |
13,238 |
48,122 |
-579 |
| Nov04 |
040927 |
419.50 |
421.50 |
416.75 |
419.50 |
+6.50 |
8,477 |
37,025 |
+545 |
| Dec04 |
040927 |
409.50 |
412.25 |
407.50 |
410.50 |
+6.25 |
2,680 |
23,175 |
+452 |
| Jan05 |
040927 |
402.25 |
404.25 |
400.00 |
402.50 |
+6.00 |
1,750 |
11,840 |
-424 |
| Feb05 |
040927 |
394.00 |
394.00 |
394.00 |
394.00 |
+6.00 |
500 |
3,575 |
+500 |
| Mar05 |
040927 |
384.00 |
386.00 |
382.50 |
384.50 |
+5.50 |
250 |
4,553 |
+100 |
| Apr05 |
040927 |
375.00 |
375.00 |
374.00 |
374.75 |
+5.25 |
0 |
2,102 |
+0 |
| May05 |
040927 |
366.75 |
366.75 |
366.75 |
366.75 |
+5.25 |
600 |
2,450 |
+500 |
| Jun05 |
040927 |
358.25 |
361.25 |
358.25 |
361.25 |
+5.00 |
0 |
9,391 |
+0 |
| Jul05 |
040927 |
358.50 |
358.50 |
358.50 |
358.50 |
+5.25 |
0 |
825 |
+0 |
| Total Volume and Open Interest |
27,495 |
164,092 |
+1,044 |
| US Dollar Index(NYBOT) |
| Dec04 |
040927 |
88.46 |
88.72 |
88.32 |
88.48 |
-0.11 |
2,861 |
17,712 |
+1,027 |
| Mar05 |
040927 |
88.60 |
88.67 |
88.60 |
88.67 |
-0.11 |
43 |
2,298 |
+35 |
| Jun05 |
040927 |
88.86 |
88.86 |
88.86 |
88.86 |
-0.11 |
1 |
12 |
+0 |
| Total Volume and Open Interest |
2,905 |
20,022 |
+1,062 |
| Australian Dollar(CME) |
| Dec04 |
040927 |
70.79 |
70.90 |
70.72 |
70.73 |
-0.15 |
6,238 |
25,885 |
+2,107 |
| Mar05 |
040927 |
70.18 |
70.18 |
70.18 |
70.18 |
-0.15 |
0 |
132 |
+0 |
| Jun05 |
040927 |
69.73 |
69.73 |
69.68 |
69.68 |
-0.15 |
56 |
81 |
+17 |
| Total Volume and Open Interest |
6,294 |
26,125 |
+2,124 |
| British Pound(CME) |
| Dec04 |
040927 |
179.51 |
179.85 |
179.40 |
179.69 |
+0.46 |
3,164 |
53,566 |
+2,050 |
| Mar05 |
040927 |
178.00 |
178.54 |
178.00 |
178.54 |
+0.46 |
0 |
14 |
+0 |
| Jun05 |
040927 |
177.54 |
177.54 |
177.54 |
177.54 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
3,164 |
53,582 |
+2,050 |
| Canadian Dollar(CME) |
| Dec04 |
040927 |
78.27 |
78.58 |
78.27 |
78.47 |
+0.13 |
4,186 |
93,259 |
+1,796 |
| Mar05 |
040927 |
78.18 |
78.42 |
78.18 |
78.37 |
+0.13 |
41 |
1,469 |
+13 |
| Jun05 |
040927 |
78.25 |
78.28 |
78.25 |
78.28 |
+0.13 |
126 |
881 |
+81 |
| Sep05 |
040927 |
78.16 |
78.26 |
78.14 |
78.19 |
+0.13 |
18 |
300 |
+30 |
| Total Volume and Open Interest |
4,391 |
95,939 |
+1,940 |
| Japanese Yen(CME) |
| Dec04 |
040927 |
90.26 |
90.42 |
90.10 |
90.20 |
-0.45 |
6,819 |
85,491 |
+33 |
| Mar05 |
040927 |
90.71 |
90.71 |
90.71 |
90.71 |
-0.45 |
0 |
430 |
+0 |
| Jun05 |
040927 |
91.31 |
91.31 |
91.31 |
91.31 |
-0.45 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
6,819 |
85,925 |
+33 |
| Swiss Franc(CME) |
| Dec04 |
040927 |
79.36 |
79.72 |
79.35 |
79.48 |
+0.06 |
6,572 |
27,853 |
-9 |
| Mar05 |
040927 |
79.75 |
79.75 |
79.75 |
79.75 |
+0.07 |
0 |
16 |
+0 |
| Jun05 |
040927 |
80.05 |
80.05 |
80.05 |
80.05 |
+0.07 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
6,572 |
27,929 |
-9 |
| EuroFX(CME) |
| Dec04 |
040927 |
122.56 |
123.10 |
122.54 |
122.85 |
+0.28 |
10,561 |
93,487 |
+3,000 |
| Mar05 |
040927 |
122.57 |
122.94 |
122.56 |
122.85 |
+0.28 |
252 |
735 |
-26 |
| Jun05 |
040927 |
122.87 |
122.87 |
122.87 |
122.87 |
+0.28 |
0 |
129 |
+0 |
| Total Volume and Open Interest |
10,813 |
94,362 |
+2,974 |
| Mexican Peso(CME) |
| Sep04 |
040913 |
8635.0 |
8640.0 |
8635.0 |
8640.0 |
+45.0 |
4,059 |
23,626 |
-5,632 |
| Dec04 |
040927 |
8620.0 |
8650.0 |
8610.0 |
8637.0 |
-13.0 |
5,141 |
53,068 |
+1,689 |
| Total Volume and Open Interest |
5,143 |
53,790 |
+1,689 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
040927 |
113~13 |
114~02 |
113~07 |
113~26 |
+0~12 |
280,050 |
551,394 |
+6,960 |
| Mar05 |
040927 |
112~13 |
112~30 |
112~11 |
112~24 |
+0~12 |
799 |
9,530 |
+122 |
| Jun05 |
040927 |
111~23 |
111~23 |
111~23 |
111~23 |
+0~12 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
280,849 |
561,015 |
+7,082 |
| Municipal Bonds(CBOT) |
| Dec04 |
040927 |
103~17 |
103~26 |
103~16 |
103~22 |
+0~11 |
145 |
1,542 |
-7 |
| Total Volume and Open Interest |
145 |
1,542 |
-7 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
040927 |
113~050 |
113~190 |
113~010 |
113~140 |
+0~075 |
780,351 |
1,524,635 |
-8,708 |
| Mar05 |
040927 |
112~200 |
112~295 |
112~160 |
112~260 |
+0~095 |
1,316 |
24,097 |
+631 |
| Total Volume and Open Interest |
781,667 |
1,548,810 |
-8,077 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
040927 |
110~300 |
111~060 |
110~285 |
111~035 |
+0~065 |
444,102 |
0 |
+0 |
| Mar05 |
040927 |
110~085 |
110~085 |
110~085 |
110~085 |
+0~065 |
1,250 |
22,885 |
+1,707 |
| Total Volume and Open Interest |
445,352 |
22,885 |
+1,707 |
| 2 Year T-Notes(CBOT) |
| Dec04 |
040927 |
105~077 |
105~088 |
105~077 |
105~085 |
+0~010 |
3,881 |
186,445 |
-796 |
| Total Volume and Open Interest |
4,027 |
204,062 |
-5,124 |
| Eurodollars(CME) |
| Dec04 |
040927 |
97.700 |
97.720 |
97.695 |
97.700 |
unch |
44,697 |
889,359 |
-10,974 |
| Mar05 |
040927 |
97.460 |
97.495 |
97.455 |
97.465 |
+0.015 |
71,942 |
845,873 |
+1,245 |
| Jun05 |
040927 |
97.240 |
97.290 |
97.235 |
97.250 |
+0.025 |
106,578 |
855,648 |
-41,765 |
| Sep05 |
040927 |
97.010 |
97.060 |
96.995 |
97.025 |
+0.035 |
55,583 |
651,640 |
-4,286 |
| Dec05 |
040927 |
96.760 |
96.810 |
96.750 |
96.775 |
+0.035 |
66,212 |
528,598 |
+410 |
| Mar06 |
040927 |
96.550 |
96.600 |
96.550 |
96.575 |
+0.035 |
33,157 |
392,151 |
-6,761 |
| Jun06 |
040927 |
96.375 |
96.420 |
96.375 |
96.410 |
+0.040 |
32,632 |
265,232 |
-2,172 |
| Sep06 |
040927 |
96.250 |
96.290 |
96.240 |
96.280 |
+0.040 |
29,143 |
201,579 |
+35 |
| Dec06 |
040927 |
96.110 |
96.155 |
96.110 |
96.145 |
+0.040 |
17,121 |
163,005 |
-617 |
| Mar07 |
040927 |
96.020 |
96.050 |
96.020 |
96.040 |
+0.040 |
11,644 |
135,961 |
-2,606 |
| Jun07 |
040927 |
95.890 |
95.935 |
95.890 |
95.930 |
+0.040 |
14,916 |
115,551 |
+822 |
| Sep07 |
040927 |
95.805 |
95.840 |
95.805 |
95.830 |
+0.040 |
19,073 |
88,631 |
+353 |
| Total Volume and Open Interest |
549,581 |
5,731,852 |
-60,935 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040913 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
6,271 |
+121 |
| Dec04 |
040927 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
9,562 |
-12 |
| Mar05 |
040927 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
23,863 |
+3,000 |
| Jun05 |
040927 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
0 |
14,318 |
+3,000 |
| Sep05 |
040927 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
110 |
8,740 |
+17 |
| Dec05 |
040927 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
27 |
4,770 |
+3 |
| Mar06 |
040927 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
10,392 |
-4 |
| Jun06 |
040927 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
2,246 |
+0 |
| Sep06 |
040927 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.02 |
0 |
1,654 |
+0 |
| Dec06 |
040927 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
657 |
+0 |
| Total Volume and Open Interest |
137 |
77,147 |
+6,004 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040927 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
454 |
56,968 |
+93 |
| Mar05 |
040927 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3,192 |
78,512 |
+1,543 |
| Jun05 |
040927 |
99.85 |
99.86 |
99.85 |
99.86 |
unch |
3,124 |
69,559 |
+1,553 |
| Sep05 |
040927 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
635 |
39,943 |
+341 |
| Dec05 |
040927 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
154 |
33,725 |
-33 |
| Mar06 |
040927 |
99.61 |
99.62 |
99.61 |
99.61 |
unch |
51 |
32,882 |
-73 |
| Jun06 |
040927 |
99.52 |
99.52 |
99.51 |
99.51 |
unch |
52 |
15,395 |
-6 |
| Sep06 |
040927 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.01 |
22 |
5,489 |
+0 |
| Total Volume and Open Interest |
7,750 |
345,289 |
+3,484 |
| German Euro-Bund(EUREX) |
| Dec04 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-115.85 |
1,031,160 |
1,257,929 |
+1,257,929 |
| Mar05 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-115.15 |
5,634 |
4,196 |
+4,196 |
| Jun05 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-114.34 |
0 |
240 |
+240 |
| Total Volume and Open Interest |
1,036,794 |
1,262,365 |
+1,262,365 |
| German Euro-Bobl(EUREX) |
| Dec04 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-111.49 |
662,684 |
773,391 |
+773,391 |
| Mar05 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-111.17 |
1,102 |
912 |
+912 |
| Jun05 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-110.49 |
0 |
400 |
+400 |
| Total Volume and Open Interest |
663,786 |
774,703 |
+774,703 |
| Long Gilt(LIFFE) |
| Sep04 |
040927 |
0~00 |
0~00 |
0~00 |
0~00 |
-107~30 |
156 |
16,243 |
+16,243 |
| Dec04 |
040927 |
0~00 |
0~00 |
0~00 |
0~00 |
-107~21 |
44,682 |
232,498 |
+232,498 |
| Total Volume and Open Interest |
44,838 |
248,741 |
+248,741 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-94.95 |
21,892 |
260,388 |
+260,388 |
| Mar05 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-94.88 |
21,516 |
208,170 |
+208,170 |
| Jun05 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-94.86 |
20,966 |
187,171 |
+187,171 |
| Total Volume and Open Interest |
114,397 |
1,140,283 |
+1,140,283 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
040927 |
0.000 |
0.000 |
0.000 |
0.000 |
-97.760 |
95,698 |
582,140 |
+582,140 |
| Mar05 |
040927 |
0.000 |
0.000 |
0.000 |
0.000 |
-97.595 |
121,425 |
536,058 |
+536,058 |
| Jun05 |
040927 |
0.000 |
0.000 |
0.000 |
0.000 |
-97.430 |
163,787 |
420,877 |
+420,877 |
| Total Volume and Open Interest |
649,607 |
2,745,850 |
+2,745,850 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
040927 |
94.57 |
94.57 |
94.56 |
94.57 |
-0.01 |
18,817 |
239,508 |
+17,047 |
| Mar05 |
040927 |
94.54 |
94.54 |
94.51 |
94.54 |
-0.01 |
8,748 |
126,059 |
+5,634 |
| Jun05 |
040927 |
94.49 |
94.50 |
94.48 |
94.50 |
-0.02 |
3,283 |
51,035 |
+2,610 |
| Sep05 |
040927 |
94.47 |
94.47 |
94.46 |
94.47 |
-0.02 |
1,232 |
29,839 |
+556 |
| Dec05 |
040927 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.03 |
1,119 |
17,995 |
-49 |
| Mar06 |
040927 |
94.39 |
94.39 |
94.39 |
94.39 |
-0.03 |
175 |
11,158 |
-9,675 |
| Jun06 |
040927 |
94.35 |
94.35 |
94.34 |
94.35 |
-0.04 |
318 |
8,792 |
+323 |
| Sep06 |
040927 |
94.29 |
94.30 |
94.29 |
94.30 |
-0.05 |
170 |
4,233 |
+170 |
| Dec06 |
040927 |
94.26 |
94.26 |
94.24 |
94.25 |
-0.05 |
0 |
2,936 |
+0 |
| Mar07 |
040927 |
94.21 |
94.21 |
94.21 |
94.21 |
-0.05 |
0 |
1,960 |
+0 |
| Total Volume and Open Interest |
33,862 |
496,367 |
+16,616 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
040927 |
94.78 |
94.79 |
94.73 |
94.74 |
-0.05 |
104,906 |
415,290 |
+190,698 |
| Mar05 |
040927 |
94.74 |
94.74 |
94.74 |
94.74 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
104,906 |
415,290 |
+27,468 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
040927 |
94.75 |
94.75 |
94.73 |
94.74 |
-0.05 |
65,232 |
415,290 |
+27,468 |
| Mar05 |
040927 |
94.74 |
94.74 |
94.74 |
94.74 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
65,232 |
415,290 |
+27,468 |
| Gold(CMX) |
| Oct04 |
040927 |
408.5 |
410.2 |
408.3 |
409.1 |
+1.0 |
2,604 |
18,924 |
-596 |
| Dec04 |
040927 |
410.3 |
412.0 |
409.9 |
410.7 |
+1.0 |
44,571 |
186,293 |
+1,010 |
| Feb05 |
040927 |
411.8 |
413.5 |
411.8 |
412.3 |
+1.0 |
313 |
11,460 |
+142 |
| Apr05 |
040927 |
413.5 |
414.8 |
413.5 |
413.9 |
+1.0 |
67 |
4,449 |
-9 |
| Jun05 |
040927 |
416.0 |
416.1 |
415.4 |
415.7 |
+1.0 |
46 |
12,384 |
+35 |
| Aug05 |
040927 |
417.5 |
417.6 |
417.5 |
417.6 |
+1.0 |
0 |
6,848 |
+0 |
| Oct05 |
040927 |
419.5 |
419.5 |
419.5 |
419.5 |
+1.0 |
0 |
877 |
+0 |
| Dec05 |
040927 |
421.8 |
422.0 |
421.0 |
421.5 |
+1.0 |
4 |
7,413 |
-1 |
| Feb06 |
040927 |
423.6 |
423.6 |
423.6 |
423.6 |
+1.0 |
0 |
844 |
+0 |
| Apr06 |
040927 |
425.8 |
425.8 |
425.8 |
425.8 |
+1.0 |
0 |
485 |
+0 |
| Jun06 |
040927 |
428.0 |
428.0 |
428.0 |
428.0 |
+1.0 |
25 |
8,651 |
+25 |
| Total Volume and Open Interest |
47,655 |
265,682 |
+631 |
| Silver(CMX) |
| Sep04 |
040927 |
642.0 |
655.0 |
642.0 |
652.9 |
+12.4 |
15 |
77 |
-21 |
| Dec04 |
040927 |
642.0 |
657.0 |
641.0 |
655.0 |
+12.5 |
10,242 |
67,732 |
+317 |
| Mar05 |
040927 |
647.0 |
660.0 |
647.0 |
658.7 |
+12.5 |
573 |
7,726 |
+426 |
| May05 |
040927 |
661.1 |
661.1 |
661.1 |
661.1 |
+12.5 |
152 |
2,018 |
+150 |
| Jul05 |
040927 |
663.8 |
663.8 |
663.8 |
663.8 |
+12.5 |
117 |
1,811 |
+59 |
| Sep05 |
040927 |
657.0 |
666.6 |
657.0 |
666.6 |
+12.5 |
10 |
503 |
-5 |
| Dec05 |
040927 |
656.0 |
675.0 |
656.0 |
670.0 |
+12.5 |
81 |
2,997 |
+15 |
| Total Volume and Open Interest |
11,190 |
84,507 |
+941 |
| Platinum(NYM) |
| Oct04 |
040927 |
864.0 |
864.0 |
855.0 |
859.5 |
+2.2 |
1,505 |
2,059 |
-929 |
| Jan05 |
040927 |
856.8 |
859.8 |
852.0 |
856.0 |
+4.2 |
1,840 |
4,461 |
+1,144 |
| Total Volume and Open Interest |
3,345 |
6,520 |
+215 |
| Palladium(NYME) |
| Sep04 |
040927 |
225.85 |
225.85 |
225.85 |
225.85 |
+3.10 |
0 |
16 |
+0 |
| Dec04 |
040927 |
226.00 |
227.50 |
224.10 |
226.85 |
+3.10 |
1,022 |
9,081 |
+27 |
| Mar05 |
040927 |
228.60 |
228.60 |
228.60 |
228.60 |
+3.10 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
1,022 |
9,137 |
+27 |
| Copper(CMX) |
| Sep04 |
040927 |
137.70 |
138.80 |
137.70 |
138.55 |
+2.35 |
430 |
899 |
-121 |
| Dec04 |
040927 |
137.45 |
138.10 |
136.90 |
137.80 |
+2.05 |
5,573 |
70,280 |
+991 |
| Mar05 |
040927 |
132.00 |
132.70 |
131.80 |
132.40 |
+1.40 |
520 |
7,116 |
+252 |
| May05 |
040927 |
128.00 |
128.10 |
127.60 |
127.60 |
+0.90 |
50 |
904 |
+12 |
| Jul05 |
040927 |
124.50 |
124.50 |
124.00 |
124.20 |
+1.20 |
3 |
1,437 |
+0 |
| Total Volume and Open Interest |
7,386 |
92,653 |
+1,317 |
| DJIA Index(CBOT) |
| Sep04 |
040916 |
10240 |
10283 |
10235 |
10253 |
+18 |
5,556 |
17,761 |
-2,948 |
| Dec04 |
040927 |
10020 |
10033 |
9976 |
9993 |
-54 |
6,308 |
42,899 |
-707 |
| Mar05 |
040927 |
9988 |
9988 |
9988 |
9988 |
-54 |
0 |
11 |
+0 |
| Jun05 |
040927 |
9988 |
9988 |
9988 |
9988 |
-54 |
|
|
|
| Total Volume and Open Interest |
6,308 |
42,911 |
-707 |
| S & P 500(CME) |
| Dec04 |
040927 |
1108.50 |
1109.00 |
1103.30 |
1105.20 |
-6.30 |
24,094 |
596,066 |
-328 |
| Mar05 |
040927 |
1107.50 |
1108.50 |
1104.60 |
1106.20 |
-6.30 |
69 |
10,644 |
-21 |
| Jun05 |
040927 |
1108.50 |
1108.50 |
1108.50 |
1108.50 |
-6.10 |
28 |
570 |
+5 |
| Sep05 |
040927 |
1111.20 |
1111.20 |
1111.20 |
1111.20 |
-5.90 |
10 |
37 |
+2 |
| Total Volume and Open Interest |
24,211 |
607,404 |
-341 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
040927 |
1111.25 |
1114.00 |
1103.25 |
1105.25 |
-6.25 |
421,659 |
557,182 |
-10,784 |
| Mar05 |
040927 |
1109.50 |
1109.50 |
1104.50 |
1106.25 |
-6.25 |
95 |
2,184 |
+2 |
| Total Volume and Open Interest |
421,754 |
559,366 |
-10,782 |
| NASDAQ 100(CME) |
| Dec04 |
040927 |
1396.50 |
1401.50 |
1386.50 |
1391.50 |
-13.00 |
11,291 |
73,552 |
+131 |
| Mar05 |
040927 |
1398.50 |
1398.50 |
1398.50 |
1398.50 |
-13.00 |
0 |
12 |
+0 |
| Jun05 |
040927 |
1404.50 |
1404.50 |
1404.50 |
1404.50 |
-13.00 |
|
|
|
| Total Volume and Open Interest |
11,291 |
73,564 |
+131 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec04 |
040927 |
0.0 |
0.0 |
0.0 |
0.0 |
-1404.5 |
280,567 |
230,678 |
+230,678 |
| Mar05 |
040927 |
0.0 |
0.0 |
0.0 |
0.0 |
-1411.5 |
109 |
708 |
+708 |
| Total Volume and Open Interest |
280,676 |
231,386 |
+231,386 |
| S & P Midcap 400(CME) |
| Dec04 |
040927 |
588.00 |
588.00 |
582.50 |
584.50 |
-5.00 |
175 |
12,686 |
-18 |
| Mar05 |
040927 |
585.50 |
585.50 |
585.50 |
585.50 |
-5.25 |
0 |
1 |
+0 |
| Jun05 |
040927 |
585.50 |
585.50 |
585.50 |
585.50 |
-5.25 |
|
|
|
| Total Volume and Open Interest |
175 |
12,687 |
-18 |
| Russell 2000(CME) |
| Dec04 |
040927 |
0.00 |
0.00 |
0.00 |
0.00 |
-566.00 |
689 |
26,694 |
+26,694 |
| 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 |
040927 |
1557.00 |
1557.00 |
1546.00 |
1546.00 |
-17.00 |
3 |
14 |
+1 |
| Total Volume and Open Interest |
3 |
14 |
+1 |
| Nikkei 225(CME) |
| Dec04 |
040927 |
10850 |
10865 |
10810 |
10830 |
-60 |
2,530 |
23,342 |
+23,342 |
| Mar05 |
040927 |
10840 |
10840 |
10840 |
10840 |
-60 |
0 |
14 |
+14 |
| Total Volume and Open Interest |
2,530 |
23,358 |
+23,358 |
| Nikkei 225(SIMEX) |
| Dec04 |
040927 |
10825 |
10885 |
10770 |
10880 |
+20 |
21,633 |
142,768 |
+142,768 |
| Mar05 |
040927 |
10875 |
10875 |
10875 |
10875 |
+20 |
0 |
4 |
+4 |
| Jun05 |
040927 |
10830 |
10830 |
10830 |
10830 |
+20 |
0 |
3 |
+3 |
| Total Volume and Open Interest |
21,633 |
142,775 |
+142,775 |
| CAC 40(MATIF) |
| Sep04 |
040927 |
3672.0 |
3672.0 |
3647.5 |
3660.0 |
-14.0 |
230,008 |
550,783 |
+81,182 |
| Oct04 |
040927 |
3675.0 |
3675.0 |
3650.5 |
3663.0 |
-14.0 |
160,497 |
135,933 |
+131,652 |
| Nov04 |
040927 |
3670.0 |
3670.0 |
3670.0 |
3670.0 |
-14.0 |
32 |
52 |
+30 |
| Total Volume and Open Interest |
395,172 |
722,239 |
+218,266 |
| DAX Index(EUREX) |
| Dec04 |
040927 |
3922.5 |
3923.5 |
3878.0 |
3899.0 |
-31.0 |
82,873 |
151,348 |
-503 |
| Mar05 |
040927 |
3938.0 |
3938.0 |
3903.0 |
3921.0 |
-31.0 |
289 |
9,140 |
-5 |
| Jun05 |
040927 |
3952.5 |
3952.5 |
3927.0 |
3945.0 |
-31.0 |
189 |
481 |
+49 |
| Total Volume and Open Interest |
83,351 |
160,969 |
-459 |
| FT-SE 100(LIFFE) |
| Dec04 |
040927 |
4610.00 |
4610.00 |
4560.00 |
4573.50 |
-35.50 |
48,879 |
439,247 |
-1,268 |
| Mar05 |
040927 |
4574.00 |
4584.00 |
4573.00 |
4580.50 |
-36.00 |
99 |
10,582 |
+97 |
| Jun05 |
040927 |
4599.00 |
4599.00 |
4599.00 |
4599.00 |
-36.50 |
156 |
6,250 |
-8 |
| Total Volume and Open Interest |
49,134 |
456,079 |
-1,179 |
| SPI 200(SFE) |
| Sep04 |
040916 |
3615.0 |
3616.0 |
3591.0 |
3597.0 |
-30.0 |
29,884 |
91,598 |
-42,587 |
| Dec04 |
040927 |
3644.0 |
3652.0 |
3620.0 |
3637.0 |
-5.0 |
10,273 |
155,356 |
+1,205 |
| Mar05 |
040927 |
3633.0 |
3646.0 |
3631.0 |
3646.0 |
-4.0 |
0 |
2,379 |
-4 |
| Total Volume and Open Interest |
10,273 |
162,665 |
+1,201 |
| GSCI(CME) |
| Oct04 |
040927 |
332.80 |
333.00 |
331.40 |
332.50 |
+3.30 |
39 |
17,369 |
-7 |
| Nov04 |
040927 |
333.25 |
333.25 |
333.25 |
333.25 |
+3.75 |
0 |
3 |
+0 |
| Dec04 |
040927 |
333.75 |
333.75 |
333.75 |
333.75 |
+3.95 |
|
|
|
| Total Volume and Open Interest |
39 |
17,372 |
-7 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040927 |
281.25 |
283.00 |
280.50 |
282.00 |
+3.50 |
20 |
231 |
-5 |
| Jan05 |
040927 |
281.50 |
281.50 |
281.50 |
281.50 |
+3.50 |
0 |
205 |
+0 |
| Feb05 |
040927 |
277.00 |
280.00 |
277.00 |
279.50 |
+3.50 |
18 |
16 |
+12 |
| Total Volume and Open Interest |
38 |
552 |
+7 |
|
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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