|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu September 02, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep04 |
040902 |
629.00 |
632.00 |
623.00 |
627.75 |
-8.75 |
1,966 |
3,196 |
-529 |
| Nov04 |
040902 |
630.00 |
633.00 |
622.50 |
628.75 |
-8.50 |
55,769 |
127,908 |
-276 |
| Jan05 |
040902 |
637.00 |
639.50 |
630.00 |
635.75 |
-8.50 |
3,883 |
15,498 |
+708 |
| Mar05 |
040902 |
642.00 |
646.00 |
637.00 |
642.25 |
-7.50 |
2,487 |
10,917 |
+439 |
| May05 |
040902 |
641.00 |
646.00 |
637.00 |
642.00 |
-6.00 |
2,624 |
9,915 |
+692 |
| Jul05 |
040902 |
644.00 |
647.50 |
640.00 |
644.50 |
-6.50 |
1,294 |
4,840 |
+82 |
| Aug05 |
040902 |
643.00 |
645.00 |
640.00 |
645.00 |
-2.00 |
4 |
158 |
+0 |
| Total Volume and Open Interest |
68,975 |
175,726 |
+1,531 |
| Soybean Meal(CBOT) |
| Sep04 |
040902 |
180.00 |
180.20 |
177.30 |
177.70 |
-3.40 |
4,821 |
5,931 |
-309 |
| Oct04 |
040902 |
176.00 |
179.00 |
176.00 |
176.00 |
-3.90 |
5,620 |
20,136 |
-7 |
| Dec04 |
040902 |
178.50 |
180.70 |
177.50 |
177.80 |
-4.10 |
16,806 |
53,584 |
+298 |
| Jan05 |
040902 |
181.00 |
182.50 |
179.50 |
179.80 |
-3.70 |
1,107 |
11,319 |
+161 |
| Mar05 |
040902 |
185.50 |
185.80 |
183.20 |
183.80 |
-2.90 |
1,563 |
8,821 |
-177 |
| May05 |
040902 |
188.00 |
188.50 |
186.10 |
186.60 |
-3.40 |
2,192 |
11,786 |
+539 |
| Jul05 |
040902 |
190.00 |
192.50 |
189.50 |
189.50 |
-3.50 |
1,768 |
9,752 |
+139 |
| Aug05 |
040902 |
191.00 |
191.80 |
188.50 |
188.50 |
-3.70 |
197 |
3,552 |
+32 |
| Total Volume and Open Interest |
34,436 |
130,093 |
+1,036 |
| Soybean Oil(CBOT) |
| Sep04 |
040902 |
26.45 |
26.58 |
26.00 |
26.57 |
-0.13 |
1,041 |
6,643 |
-528 |
| Oct04 |
040902 |
25.95 |
26.30 |
25.69 |
26.20 |
-0.03 |
6,409 |
21,595 |
+225 |
| Dec04 |
040902 |
25.60 |
25.95 |
25.27 |
25.78 |
-0.19 |
23,400 |
61,122 |
-425 |
| Jan05 |
040902 |
25.25 |
25.75 |
25.18 |
25.55 |
-0.20 |
760 |
11,853 |
-206 |
| Mar05 |
040902 |
25.19 |
25.55 |
24.96 |
25.48 |
-0.12 |
888 |
12,065 |
+166 |
| May05 |
040902 |
24.97 |
25.35 |
24.75 |
25.23 |
-0.09 |
935 |
7,010 |
-167 |
| Jul05 |
040902 |
24.70 |
25.15 |
24.60 |
25.13 |
-0.02 |
802 |
7,031 |
-311 |
| Aug05 |
040902 |
24.80 |
24.80 |
24.50 |
24.73 |
-0.12 |
117 |
2,539 |
+51 |
| Total Volume and Open Interest |
34,359 |
134,407 |
-1,194 |
| Canola(WCE) |
| Sep04 |
040902 |
385.1 |
385.1 |
385.1 |
385.1 |
unch |
80 |
363 |
+0 |
| Nov04 |
040902 |
374.0 |
374.9 |
368.6 |
373.0 |
-5.9 |
6,524 |
40,822 |
+167 |
| Jan05 |
040902 |
378.5 |
378.5 |
375.0 |
377.2 |
-5.8 |
1,728 |
4,347 |
+578 |
| Mar05 |
040902 |
381.5 |
381.5 |
381.5 |
381.5 |
-5.5 |
403 |
3,635 |
+52 |
| May05 |
040902 |
384.5 |
384.5 |
384.5 |
384.5 |
-3.2 |
2 |
318 |
+2 |
| Total Volume and Open Interest |
8,746 |
51,032 |
+808 |
| Corn(CBOT) |
| Sep04 |
040902 |
231.00 |
231.00 |
226.50 |
227.75 |
-5.75 |
8,988 |
13,302 |
-2,851 |
| Dec04 |
040902 |
239.00 |
239.50 |
235.50 |
236.25 |
-6.50 |
79,053 |
362,035 |
+6,882 |
| Mar05 |
040902 |
246.50 |
247.75 |
243.75 |
244.50 |
-6.50 |
8,801 |
79,683 |
+2,106 |
| May05 |
040902 |
253.00 |
253.75 |
250.00 |
250.25 |
-6.25 |
1,956 |
27,451 |
+273 |
| Jul05 |
040902 |
257.50 |
258.00 |
254.50 |
255.00 |
-5.75 |
2,440 |
29,963 |
+853 |
| Sep05 |
040902 |
259.50 |
259.50 |
256.50 |
257.00 |
-4.50 |
98 |
6,776 |
-9 |
| Total Volume and Open Interest |
102,156 |
536,546 |
+7,543 |
| Wheat(CBOT) |
| Sep04 |
040902 |
315.00 |
317.75 |
308.50 |
311.25 |
-6.25 |
3,488 |
6,781 |
-1,567 |
| Dec04 |
040902 |
327.50 |
329.00 |
319.75 |
322.50 |
-7.75 |
30,238 |
127,526 |
-915 |
| Mar05 |
040902 |
337.50 |
339.00 |
330.50 |
333.25 |
-8.00 |
2,065 |
19,321 |
-280 |
| May05 |
040902 |
343.00 |
343.00 |
336.00 |
337.00 |
-7.50 |
416 |
2,943 |
+94 |
| Jul05 |
040902 |
340.50 |
341.50 |
337.00 |
338.75 |
-7.75 |
172 |
4,969 |
-106 |
| Total Volume and Open Interest |
36,435 |
161,731 |
-2,757 |
| Wheat(KCBT) |
| Sep04 |
040902 |
334.00 |
334.25 |
329.00 |
329.00 |
-8.00 |
886 |
681 |
-254 |
| Dec04 |
040902 |
345.00 |
347.25 |
340.00 |
342.00 |
-6.75 |
9,200 |
54,254 |
+90 |
| Mar05 |
040902 |
355.50 |
355.50 |
348.50 |
350.00 |
-7.50 |
261 |
9,813 |
+133 |
| May05 |
040902 |
360.50 |
361.00 |
355.50 |
357.00 |
-6.50 |
220 |
2,452 |
+93 |
| Jul05 |
040902 |
360.50 |
361.00 |
355.50 |
356.00 |
-7.00 |
44 |
2,307 |
+7 |
| Total Volume and Open Interest |
10,615 |
69,555 |
+73 |
| Wheat(MGE) |
| Sep04 |
040902 |
353.00 |
353.00 |
351.00 |
352.50 |
-3.00 |
979 |
666 |
-211 |
| Dec04 |
040902 |
367.00 |
367.75 |
363.00 |
364.50 |
-5.00 |
7,494 |
23,441 |
+855 |
| Mar05 |
040902 |
377.00 |
377.00 |
373.50 |
375.50 |
-2.50 |
723 |
5,548 |
+349 |
| May05 |
040902 |
379.50 |
380.00 |
379.50 |
380.00 |
-3.50 |
43 |
1,765 |
+7 |
| Jul05 |
040902 |
386.50 |
386.50 |
386.50 |
386.50 |
unch |
12 |
516 |
+0 |
| Total Volume and Open Interest |
9,301 |
32,044 |
+1,039 |
| Oats(CBOT) |
| Sep04 |
040902 |
146.50 |
148.00 |
142.50 |
144.50 |
-2.00 |
59 |
99 |
-18 |
| Dec04 |
040902 |
152.25 |
154.50 |
150.00 |
150.50 |
-2.75 |
1,238 |
6,103 |
-22 |
| Mar05 |
040902 |
159.00 |
160.50 |
158.00 |
158.00 |
-2.00 |
21 |
1,117 |
-5 |
| May05 |
040902 |
162.00 |
162.00 |
162.00 |
162.00 |
-1.50 |
0 |
83 |
+0 |
| Total Volume and Open Interest |
1,318 |
7,422 |
-45 |
| Rough Rice(CBOT) |
| Sep04 |
040902 |
7.86 |
7.86 |
7.72 |
7.72 |
-0.10 |
92 |
138 |
-65 |
| Nov04 |
040902 |
7.87 |
7.90 |
7.71 |
7.72 |
-0.09 |
288 |
2,566 |
-24 |
| Jan05 |
040902 |
7.90 |
7.90 |
7.90 |
7.90 |
-0.06 |
3 |
627 |
+1 |
| Mar05 |
040902 |
8.09 |
8.09 |
8.09 |
8.09 |
-0.06 |
2 |
387 |
+2 |
| Total Volume and Open Interest |
385 |
3,734 |
-86 |
| Live Cattle(CME) |
| Oct04 |
040902 |
82.700 |
83.900 |
82.500 |
82.775 |
-0.300 |
8,878 |
57,438 |
-2,449 |
| Dec04 |
040902 |
85.900 |
86.900 |
85.600 |
86.275 |
-0.125 |
4,230 |
22,932 |
+650 |
| Feb05 |
040902 |
86.900 |
87.650 |
86.300 |
86.925 |
-0.150 |
817 |
12,764 |
+52 |
| Apr05 |
040902 |
85.300 |
85.900 |
84.800 |
85.175 |
-0.275 |
488 |
4,943 |
+40 |
| Jun05 |
040902 |
81.750 |
82.400 |
81.450 |
81.850 |
-0.025 |
172 |
3,141 |
+86 |
| Aug05 |
040902 |
81.850 |
82.200 |
81.600 |
81.725 |
-0.250 |
93 |
1,324 |
+60 |
| Total Volume and Open Interest |
14,678 |
102,542 |
-1,561 |
| Feeder Cattle(CME) |
| Sep04 |
040902 |
110.250 |
110.700 |
109.250 |
109.625 |
-0.525 |
968 |
3,065 |
-234 |
| Oct04 |
040902 |
107.100 |
107.750 |
106.400 |
106.700 |
-0.300 |
2,070 |
7,508 |
-463 |
| Nov04 |
040902 |
106.100 |
107.000 |
105.700 |
106.075 |
-0.250 |
721 |
2,874 |
+73 |
| Jan05 |
040902 |
102.500 |
103.000 |
102.100 |
102.500 |
-0.150 |
326 |
1,760 |
+57 |
| Mar05 |
040902 |
99.000 |
99.650 |
98.900 |
99.200 |
-0.450 |
80 |
506 |
+22 |
| Apr05 |
040902 |
98.600 |
98.625 |
98.000 |
98.100 |
-0.100 |
18 |
145 |
-5 |
| May05 |
040902 |
97.900 |
98.300 |
97.800 |
97.800 |
-0.300 |
19 |
98 |
-5 |
| Total Volume and Open Interest |
4,202 |
15,956 |
-555 |
| Lean Hogs(CME) |
| Oct04 |
040902 |
66.650 |
66.700 |
65.200 |
65.325 |
-1.475 |
8,519 |
43,216 |
-468 |
| Dec04 |
040902 |
63.700 |
64.025 |
63.000 |
63.250 |
-1.125 |
5,774 |
26,165 |
+1,059 |
| Feb05 |
040902 |
62.850 |
63.150 |
62.125 |
62.450 |
-0.950 |
1,295 |
7,576 |
+282 |
| Apr05 |
040902 |
62.000 |
62.100 |
61.500 |
61.650 |
-0.550 |
155 |
2,765 |
+22 |
| May05 |
040902 |
62.150 |
62.400 |
62.150 |
62.325 |
+0.325 |
72 |
562 |
+60 |
| Jun05 |
040902 |
65.500 |
65.800 |
65.000 |
65.325 |
-0.525 |
84 |
1,135 |
+29 |
| Jul05 |
040902 |
62.475 |
62.500 |
61.850 |
61.950 |
-0.375 |
6 |
285 |
+3 |
| Aug05 |
040902 |
58.300 |
58.475 |
58.300 |
58.475 |
-0.125 |
42 |
51 |
+21 |
| Total Volume and Open Interest |
15,949 |
81,767 |
+1,010 |
| Pork Bellies(CME) |
| Feb05 |
040902 |
95.650 |
95.800 |
94.800 |
95.025 |
-0.125 |
514 |
1,301 |
+45 |
| Mar05 |
040902 |
95.050 |
95.050 |
95.050 |
95.050 |
unch |
2 |
11 |
+1 |
| May05 |
040902 |
93.550 |
93.550 |
93.550 |
93.550 |
unch |
0 |
2 |
+0 |
| Jul05 |
040902 |
94.250 |
94.250 |
94.250 |
94.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
516 |
1,315 |
+46 |
| Class III Milk(CME) |
| Sep04 |
040902 |
14.50 |
14.50 |
14.40 |
14.45 |
unch |
474 |
4,866 |
+33 |
| Oct04 |
040902 |
13.50 |
13.52 |
13.00 |
13.35 |
-0.14 |
661 |
4,240 |
+225 |
| Nov04 |
040902 |
12.65 |
12.65 |
12.40 |
12.50 |
-0.10 |
143 |
2,911 |
+4 |
| Dec04 |
040902 |
12.20 |
12.25 |
12.15 |
12.15 |
-0.05 |
139 |
2,201 |
-4 |
| Jan05 |
040902 |
11.85 |
11.85 |
11.85 |
11.85 |
-0.05 |
5 |
860 |
+0 |
| Total Volume and Open Interest |
1,450 |
19,547 |
+286 |
| Cocoa(NYBOT) |
| Sep04 |
040902 |
1589 |
1597 |
1580 |
1584 |
-7 |
199 |
231 |
-154 |
| Dec04 |
040902 |
1592 |
1622 |
1578 |
1588 |
-7 |
8,444 |
52,853 |
-1,393 |
| Mar05 |
040902 |
1626 |
1645 |
1602 |
1611 |
-8 |
604 |
15,610 |
+199 |
| May05 |
040902 |
1643 |
1653 |
1616 |
1624 |
-8 |
14 |
10,852 |
-8 |
| Jul05 |
040902 |
1652 |
1652 |
1635 |
1635 |
-7 |
0 |
11,701 |
+0 |
| Sep05 |
040902 |
1648 |
1648 |
1648 |
1648 |
-7 |
115 |
5,449 |
+42 |
| Dec05 |
040902 |
1664 |
1664 |
1664 |
1664 |
-7 |
0 |
6,861 |
+0 |
| Total Volume and Open Interest |
9,476 |
107,895 |
-1,266 |
| Coffee "C"(NYBOT) |
| Sep04 |
040902 |
70.40 |
71.00 |
70.30 |
70.55 |
+0.10 |
133 |
261 |
+24 |
| Dec04 |
040902 |
73.95 |
75.10 |
73.40 |
74.25 |
+0.30 |
9,518 |
64,831 |
-614 |
| Mar05 |
040902 |
77.00 |
78.10 |
76.50 |
77.30 |
+0.30 |
777 |
10,439 |
+97 |
| May05 |
040902 |
79.00 |
79.45 |
79.00 |
79.10 |
+0.30 |
428 |
2,474 |
-125 |
| Jul05 |
040902 |
80.60 |
81.40 |
80.60 |
80.75 |
+0.30 |
298 |
1,637 |
+1 |
| Sep05 |
040902 |
81.85 |
82.65 |
81.85 |
82.20 |
+0.30 |
2 |
552 |
+0 |
| Total Volume and Open Interest |
11,159 |
80,466 |
-616 |
| Orange Juice(NYBOT) |
| Sep04 |
040902 |
85.00 |
85.00 |
78.50 |
79.40 |
+2.10 |
548 |
778 |
-288 |
| Nov04 |
040902 |
83.80 |
85.00 |
79.30 |
80.40 |
+1.60 |
3,818 |
20,969 |
+967 |
| Jan05 |
040902 |
86.00 |
86.00 |
81.50 |
82.50 |
+1.50 |
290 |
5,879 |
+100 |
| Mar05 |
040902 |
88.25 |
88.25 |
84.10 |
84.15 |
+0.90 |
713 |
7,547 |
+382 |
| May05 |
040902 |
90.50 |
90.50 |
88.00 |
88.00 |
+2.50 |
635 |
3,998 |
+401 |
| Total Volume and Open Interest |
6,207 |
39,638 |
+1,730 |
| Sugar #11(NYBOT) |
| Oct04 |
040902 |
8.16 |
8.25 |
8.13 |
8.20 |
+0.03 |
32,105 |
154,122 |
-6,106 |
| Mar05 |
040902 |
8.73 |
8.80 |
8.71 |
8.79 |
+0.03 |
20,288 |
75,733 |
+1,570 |
| May05 |
040902 |
8.65 |
8.73 |
8.65 |
8.72 |
+0.04 |
3,707 |
24,682 |
-170 |
| Jul05 |
040902 |
8.41 |
8.47 |
8.41 |
8.47 |
+0.04 |
1,319 |
15,093 |
+150 |
| Oct05 |
040902 |
8.20 |
8.28 |
8.20 |
8.27 |
+0.05 |
718 |
16,811 |
-8 |
| Total Volume and Open Interest |
58,774 |
294,596 |
-4,215 |
| London Cocoa(LCE) |
| Sep04 |
040902 |
917 |
921 |
896 |
904 |
-7 |
1,471 |
10,780 |
-750 |
| Dec04 |
040902 |
931 |
953 |
921 |
931 |
-7 |
6,697 |
82,246 |
-2,136 |
| Mar05 |
040902 |
954 |
975 |
948 |
955 |
-7 |
847 |
30,802 |
-107 |
| May05 |
040902 |
971 |
973 |
964 |
970 |
-7 |
586 |
16,786 |
-42 |
| Jul05 |
040902 |
982 |
997 |
977 |
986 |
-7 |
1,832 |
13,304 |
+602 |
| Sep05 |
040902 |
1005 |
1005 |
997 |
1003 |
-7 |
731 |
19,182 |
+31 |
| Dec05 |
040902 |
1014 |
1014 |
1012 |
1012 |
-6 |
191 |
8,824 |
+77 |
| Total Volume and Open Interest |
12,439 |
184,801 |
-2,281 |
| London Coffee(LCE) |
| Sep04 |
040902 |
652.00 |
652.00 |
645.00 |
646.00 |
-4.00 |
7,650 |
4,726 |
-3,370 |
| Nov04 |
040902 |
674.00 |
680.00 |
672.00 |
674.00 |
-3.00 |
5,406 |
81,971 |
+943 |
| Jan05 |
040902 |
689.00 |
695.00 |
689.00 |
690.00 |
-2.00 |
967 |
32,508 |
+439 |
| Mar05 |
040902 |
702.00 |
708.00 |
702.00 |
705.00 |
-2.00 |
300 |
18,326 |
-105 |
| May05 |
040902 |
717.00 |
724.00 |
717.00 |
720.00 |
-2.00 |
26 |
13,617 |
+26 |
| Jul05 |
040902 |
737.00 |
737.00 |
735.00 |
735.00 |
-2.00 |
0 |
3,784 |
+0 |
| Total Volume and Open Interest |
14,349 |
156,693 |
-2,067 |
| London Sugar(LCE) |
| Oct04 |
040902 |
247.90 |
249.00 |
246.50 |
249.00 |
+2.00 |
7,262 |
13,278 |
-3,730 |
| Dec04 |
040902 |
255.90 |
257.50 |
254.40 |
256.50 |
+2.00 |
2,925 |
9,596 |
+1,645 |
| Mar05 |
040902 |
261.50 |
263.00 |
260.70 |
262.00 |
+2.00 |
885 |
12,848 |
+430 |
| May05 |
040902 |
264.00 |
264.00 |
264.00 |
264.00 |
+1.00 |
130 |
7,359 |
+47 |
| Aug05 |
040902 |
257.00 |
258.00 |
257.00 |
258.00 |
+1.50 |
16 |
4,357 |
+2 |
| Total Volume and Open Interest |
11,225 |
52,259 |
-1,605 |
| Cotton(NYBOT) |
| Oct04 |
040902 |
55.00 |
55.00 |
53.50 |
54.00 |
+0.60 |
588 |
2,561 |
-107 |
| Dec04 |
040902 |
54.60 |
55.50 |
53.90 |
54.58 |
+0.67 |
15,458 |
42,058 |
-757 |
| Mar05 |
040902 |
55.60 |
56.50 |
55.10 |
55.76 |
+0.77 |
2,760 |
14,505 |
+693 |
| May05 |
040902 |
57.10 |
57.20 |
56.15 |
56.60 |
+0.59 |
551 |
3,446 |
-60 |
| Jul05 |
040902 |
57.30 |
58.10 |
57.30 |
57.50 |
+0.75 |
641 |
4,439 |
-116 |
| Oct05 |
040902 |
58.00 |
58.00 |
58.00 |
58.00 |
+0.25 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
20,202 |
69,011 |
-281 |
| Lumber(CME) |
| Sep04 |
040902 |
450.0 |
461.0 |
450.0 |
455.5 |
+9.2 |
890 |
1,886 |
-344 |
| Nov04 |
040902 |
408.0 |
413.1 |
406.5 |
407.4 |
+4.2 |
1,088 |
3,036 |
+430 |
| Jan05 |
040902 |
374.2 |
379.2 |
374.2 |
376.0 |
+2.5 |
82 |
713 |
+36 |
| Mar05 |
040902 |
369.7 |
370.5 |
368.6 |
368.6 |
+3.4 |
16 |
141 |
+2 |
| Total Volume and Open Interest |
2,081 |
5,791 |
+126 |
| Crude Oil(NYM) |
| Oct04 |
040902 |
44.40 |
45.37 |
43.95 |
44.06 |
+0.06 |
110,636 |
204,736 |
+2,666 |
| Nov04 |
040902 |
44.40 |
45.30 |
43.90 |
44.01 |
+0.05 |
54,939 |
90,438 |
+4,474 |
| Dec04 |
040902 |
44.10 |
44.85 |
43.60 |
43.68 |
+0.03 |
30,877 |
82,284 |
-353 |
| Jan05 |
040902 |
43.75 |
44.20 |
43.25 |
43.28 |
+0.05 |
5,530 |
33,541 |
-927 |
| Feb05 |
040902 |
43.40 |
44.10 |
42.85 |
42.88 |
+0.05 |
4,127 |
21,127 |
+1,008 |
| Mar05 |
040902 |
43.00 |
43.30 |
42.40 |
42.48 |
+0.05 |
4,242 |
20,335 |
+308 |
| Apr05 |
040902 |
42.85 |
42.85 |
42.08 |
42.08 |
+0.04 |
1,586 |
13,831 |
-73 |
| May05 |
040902 |
42.30 |
42.30 |
41.68 |
41.68 |
+0.03 |
530 |
14,026 |
-33 |
| Jun05 |
040902 |
41.55 |
42.00 |
41.20 |
41.28 |
+0.02 |
3,109 |
26,035 |
+599 |
| Jul05 |
040902 |
41.35 |
41.40 |
40.88 |
40.88 |
+0.02 |
138 |
9,431 |
-128 |
| Aug05 |
040902 |
41.00 |
41.00 |
40.53 |
40.53 |
+0.02 |
126 |
6,685 |
+75 |
| Sep05 |
040902 |
40.75 |
40.75 |
40.24 |
40.24 |
+0.02 |
1,225 |
10,409 |
+336 |
| Oct05 |
040902 |
40.45 |
40.45 |
39.96 |
39.96 |
+0.02 |
150 |
4,537 |
+11 |
| Nov05 |
040902 |
40.15 |
40.30 |
39.68 |
39.68 |
+0.02 |
275 |
5,598 |
+133 |
| Dec05 |
040902 |
39.80 |
40.10 |
39.35 |
39.42 |
+0.02 |
7,961 |
40,604 |
-1,381 |
| Jan06 |
040902 |
39.09 |
39.09 |
39.09 |
39.09 |
+0.01 |
24 |
5,761 |
+0 |
| Total Volume and Open Interest |
228,379 |
695,092 |
+6,210 |
| Heating Oil(NYM) |
| Oct04 |
040902 |
119.00 |
122.00 |
118.20 |
118.39 |
+0.14 |
31,186 |
63,957 |
+637 |
| Nov04 |
040902 |
119.80 |
122.30 |
119.40 |
119.52 |
+0.27 |
9,649 |
27,360 |
+2,816 |
| Dec04 |
040902 |
120.60 |
123.40 |
120.32 |
120.32 |
+0.27 |
7,661 |
30,750 |
+244 |
| Jan05 |
040902 |
121.10 |
123.30 |
120.72 |
120.72 |
+0.27 |
1,427 |
15,390 |
-149 |
| Feb05 |
040902 |
120.40 |
122.00 |
119.92 |
119.92 |
+0.22 |
2,295 |
15,559 |
+668 |
| Mar05 |
040902 |
117.80 |
119.50 |
117.02 |
117.02 |
+0.17 |
1,152 |
13,974 |
+293 |
| Apr05 |
040902 |
113.80 |
115.30 |
112.97 |
112.97 |
+0.12 |
22 |
3,116 |
+14 |
| May05 |
040902 |
110.20 |
110.20 |
109.12 |
109.12 |
+0.07 |
621 |
2,685 |
+112 |
| Jun05 |
040902 |
108.90 |
108.90 |
106.72 |
106.72 |
+0.07 |
615 |
4,829 |
-279 |
| Jul05 |
040902 |
105.97 |
105.97 |
105.97 |
105.97 |
+0.07 |
511 |
5,694 |
-236 |
| Aug05 |
040902 |
106.07 |
106.07 |
106.07 |
106.07 |
+0.07 |
133 |
905 |
+83 |
| Sep05 |
040902 |
106.62 |
106.62 |
106.62 |
106.62 |
+0.07 |
283 |
1,390 |
-99 |
| Total Volume and Open Interest |
56,156 |
196,482 |
+1,904 |
| Unleaded Gas(NYM) |
| Oct04 |
040902 |
119.80 |
123.50 |
119.00 |
119.32 |
+0.42 |
31,562 |
55,929 |
-1,036 |
| Nov04 |
040902 |
118.80 |
122.00 |
118.25 |
118.49 |
-0.07 |
11,867 |
22,403 |
+1,658 |
| Dec04 |
040902 |
118.60 |
120.20 |
117.49 |
117.49 |
+0.03 |
4,173 |
16,955 |
-1,122 |
| Jan05 |
040902 |
118.70 |
120.00 |
117.49 |
117.49 |
+0.03 |
2,011 |
8,349 |
+105 |
| Feb05 |
040902 |
119.00 |
120.30 |
117.99 |
117.99 |
-0.02 |
205 |
7,116 |
-108 |
| Mar05 |
040902 |
118.65 |
119.20 |
118.59 |
118.59 |
-0.07 |
135 |
2,734 |
-95 |
| Apr05 |
040902 |
126.00 |
126.50 |
125.09 |
125.09 |
-0.12 |
979 |
8,986 |
+284 |
| May05 |
040902 |
124.50 |
125.60 |
124.50 |
124.84 |
-0.12 |
80 |
8,519 |
-50 |
| Jun05 |
040902 |
123.94 |
123.94 |
123.94 |
123.94 |
-0.12 |
80 |
2,968 |
+0 |
| Jul05 |
040902 |
122.04 |
122.04 |
122.04 |
122.04 |
-0.12 |
0 |
2,008 |
+0 |
| Aug05 |
040902 |
119.39 |
119.39 |
119.39 |
119.39 |
-0.12 |
0 |
1,060 |
+0 |
| Sep05 |
040902 |
116.39 |
116.39 |
116.39 |
116.39 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
51,092 |
137,027 |
|
| Natural Gas(NYM) |
| Oct04 |
040902 |
4.930 |
4.970 |
4.710 |
4.767 |
-0.198 |
36,829 |
71,030 |
+583 |
| Nov04 |
040902 |
5.550 |
5.620 |
5.400 |
5.495 |
-0.071 |
20,039 |
36,645 |
+4,958 |
| Dec04 |
040902 |
6.190 |
6.230 |
6.050 |
6.130 |
-0.071 |
8,544 |
30,967 |
+1,579 |
| Jan05 |
040902 |
6.560 |
6.580 |
6.450 |
6.515 |
-0.066 |
5,924 |
30,627 |
-95 |
| Feb05 |
040902 |
6.630 |
6.630 |
6.500 |
6.550 |
-0.081 |
1,875 |
19,879 |
-262 |
| Mar05 |
040902 |
6.530 |
6.530 |
6.410 |
6.455 |
-0.081 |
3,491 |
22,058 |
+782 |
| Apr05 |
040902 |
6.000 |
6.020 |
5.950 |
5.985 |
-0.021 |
3,608 |
14,580 |
+649 |
| May05 |
040902 |
5.900 |
5.910 |
5.860 |
5.880 |
-0.016 |
2,208 |
11,569 |
+106 |
| Jun05 |
040902 |
5.940 |
5.940 |
5.885 |
5.901 |
-0.016 |
305 |
9,876 |
-47 |
| Jul05 |
040902 |
5.930 |
5.950 |
5.910 |
5.936 |
-0.016 |
285 |
12,480 |
+41 |
| Aug05 |
040902 |
5.950 |
5.990 |
5.950 |
5.961 |
-0.016 |
193 |
9,173 |
+41 |
| Sep05 |
040902 |
5.970 |
5.990 |
5.950 |
5.953 |
-0.016 |
232 |
9,369 |
-59 |
| Oct05 |
040902 |
6.000 |
6.020 |
5.960 |
5.983 |
-0.018 |
734 |
11,528 |
-104 |
| Nov05 |
040902 |
6.220 |
6.225 |
6.210 |
6.218 |
-0.018 |
382 |
7,606 |
-124 |
| Dec05 |
040902 |
6.450 |
6.450 |
6.431 |
6.431 |
-0.020 |
507 |
8,581 |
+243 |
| Jan06 |
040902 |
6.600 |
6.600 |
6.573 |
6.573 |
-0.023 |
534 |
9,061 |
+376 |
| Total Volume and Open Interest |
87,372 |
385,921 |
+9,926 |
| Brent Crude Oil(IPE) |
| Oct04 |
040902 |
41.45 |
43.04 |
41.35 |
41.57 |
+0.10 |
42,790 |
71,377 |
-5,858 |
| Nov04 |
040902 |
41.42 |
42.90 |
41.32 |
41.52 |
+0.12 |
28,458 |
66,597 |
-455 |
| Dec04 |
040902 |
41.17 |
42.16 |
41.09 |
41.23 |
+0.11 |
15,327 |
46,335 |
+1,027 |
| Jan05 |
040902 |
40.80 |
41.61 |
40.68 |
40.83 |
+0.10 |
1,270 |
15,504 |
-1,352 |
| Feb05 |
040902 |
40.41 |
41.20 |
40.27 |
40.43 |
+0.09 |
1,475 |
8,644 |
-671 |
| Mar05 |
040902 |
40.00 |
40.85 |
39.94 |
40.03 |
+0.09 |
1,518 |
16,236 |
-1,165 |
| Apr05 |
040902 |
40.11 |
40.13 |
39.63 |
39.63 |
+0.09 |
133 |
11,231 |
-629 |
| May05 |
040902 |
39.78 |
39.90 |
39.23 |
39.23 |
+0.09 |
0 |
2,100 |
+0 |
| Jun05 |
040902 |
38.85 |
39.38 |
38.83 |
38.83 |
+0.09 |
2,936 |
21,708 |
-488 |
| Jul05 |
040902 |
38.48 |
38.48 |
38.48 |
38.48 |
+0.09 |
0 |
2,176 |
+0 |
| Aug05 |
040902 |
38.15 |
38.15 |
38.15 |
38.15 |
+0.09 |
0 |
1,907 |
+0 |
| Sep05 |
040902 |
37.82 |
37.82 |
37.82 |
37.82 |
+0.09 |
0 |
3,222 |
+0 |
| Total Volume and Open Interest |
96,364 |
341,047 |
-9,911 |
| Gas Oil(IPE) |
| Sep04 |
040902 |
371.50 |
385.50 |
371.50 |
384.50 |
+14.25 |
18,563 |
28,442 |
-3,038 |
| Oct04 |
040902 |
370.75 |
384.00 |
370.25 |
380.75 |
+12.50 |
19,772 |
46,194 |
+951 |
| Nov04 |
040902 |
368.00 |
377.75 |
367.75 |
377.25 |
+11.75 |
6,191 |
19,086 |
+2,563 |
| Dec04 |
040902 |
365.50 |
372.50 |
365.50 |
372.00 |
+11.00 |
2,640 |
27,644 |
-562 |
| Jan05 |
040902 |
359.00 |
367.25 |
359.00 |
367.25 |
+10.50 |
1,132 |
10,297 |
+576 |
| Feb05 |
040902 |
355.25 |
361.75 |
355.25 |
361.75 |
+9.75 |
100 |
3,303 |
-100 |
| Mar05 |
040902 |
351.50 |
355.75 |
351.50 |
355.75 |
+9.50 |
0 |
4,106 |
+25 |
| Apr05 |
040902 |
342.00 |
349.50 |
342.00 |
349.50 |
+9.25 |
0 |
1,740 |
+0 |
| May05 |
040902 |
344.50 |
344.50 |
344.50 |
344.50 |
+8.75 |
0 |
1,350 |
+0 |
| Jun05 |
040902 |
333.00 |
341.50 |
333.00 |
341.50 |
+8.50 |
1,717 |
9,337 |
+1,248 |
| Total Volume and Open Interest |
50,615 |
169,854 |
+1,828 |
| US Dollar Index(NYBOT) |
| Sep04 |
040902 |
88.86 |
89.12 |
88.84 |
89.02 |
+0.10 |
916 |
12,127 |
+24 |
| Dec04 |
040902 |
89.18 |
89.38 |
89.18 |
89.30 |
+0.10 |
120 |
2,482 |
+26 |
| Mar05 |
040902 |
89.40 |
89.55 |
89.40 |
89.55 |
+0.10 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,046 |
14,632 |
+41 |
| Australian Dollar(CME) |
| Sep04 |
040902 |
69.68 |
69.80 |
69.32 |
69.44 |
-0.84 |
3,226 |
29,804 |
-1,266 |
| Dec04 |
040902 |
69.10 |
69.10 |
68.72 |
68.82 |
-0.83 |
169 |
1,523 |
+36 |
| Mar05 |
040902 |
68.35 |
68.35 |
68.15 |
68.27 |
-0.82 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
3,395 |
31,432 |
-1,230 |
| British Pound(CME) |
| Sep04 |
040902 |
179.04 |
179.14 |
178.54 |
178.76 |
-0.31 |
5,334 |
75,996 |
+3,716 |
| Dec04 |
040902 |
177.75 |
177.75 |
177.25 |
177.41 |
-0.30 |
348 |
2,910 |
+372 |
| Mar05 |
040902 |
176.11 |
176.11 |
176.11 |
176.11 |
-0.30 |
1 |
6 |
+0 |
| Total Volume and Open Interest |
5,683 |
78,913 |
+4,088 |
| Canadian Dollar(CME) |
| Sep04 |
040902 |
76.67 |
77.02 |
76.65 |
76.93 |
+0.37 |
5,967 |
77,705 |
+566 |
| Dec04 |
040902 |
76.55 |
76.90 |
76.55 |
76.82 |
+0.36 |
2,012 |
8,676 |
+1,209 |
| Mar05 |
040902 |
76.65 |
76.80 |
76.65 |
76.73 |
+0.35 |
36 |
921 |
-20 |
| Jun05 |
040902 |
76.64 |
76.64 |
76.64 |
76.64 |
+0.34 |
4 |
566 |
+0 |
| Total Volume and Open Interest |
8,019 |
87,939 |
+1,755 |
| Japanese Yen(CME) |
| Sep04 |
040902 |
91.53 |
91.60 |
91.25 |
91.36 |
-0.08 |
5,304 |
94,189 |
-2,525 |
| Dec04 |
040902 |
91.98 |
92.04 |
91.68 |
91.79 |
-0.08 |
545 |
12,538 |
+67 |
| Mar05 |
040902 |
92.15 |
92.30 |
92.15 |
92.30 |
-0.08 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
5,850 |
106,739 |
-2,459 |
| Swiss Franc(CME) |
| Sep04 |
040902 |
79.40 |
79.49 |
79.06 |
79.25 |
-0.15 |
6,426 |
38,250 |
-2,116 |
| Dec04 |
040902 |
79.66 |
79.66 |
79.32 |
79.48 |
-0.15 |
279 |
1,198 |
-26 |
| Mar05 |
040902 |
79.74 |
79.74 |
79.74 |
79.74 |
-0.15 |
1 |
9 |
+1 |
| Total Volume and Open Interest |
6,707 |
39,517 |
-2,140 |
| EuroFX(CME) |
| Sep04 |
040902 |
121.75 |
121.85 |
121.39 |
121.57 |
-0.29 |
13,656 |
158,971 |
-6,783 |
| Dec04 |
040902 |
121.64 |
121.76 |
121.35 |
121.49 |
-0.29 |
1,879 |
7,578 |
+2,542 |
| Mar05 |
040902 |
121.52 |
121.52 |
121.47 |
121.47 |
-0.29 |
40 |
383 |
-23 |
| Total Volume and Open Interest |
15,575 |
167,061 |
-4,264 |
| Mexican Peso(CME) |
| Sep04 |
040902 |
8702.0 |
8720.0 |
8670.0 |
8672.0 |
-63.0 |
9,299 |
66,320 |
-2,338 |
| Dec04 |
040902 |
8573.0 |
8583.0 |
8543.0 |
8543.0 |
-62.0 |
903 |
7,671 |
+386 |
| Total Volume and Open Interest |
10,204 |
74,565 |
-1,952 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040902 |
112~20 |
112~25 |
111~19 |
111~28 |
-0~24 |
77,535 |
220,145 |
-31,468 |
| Dec04 |
040902 |
111~15 |
111~19 |
110~12 |
110~21 |
-0~24 |
398,191 |
412,408 |
+27,954 |
| Mar05 |
040902 |
109~08 |
110~03 |
109~08 |
109~17 |
-0~24 |
11 |
258 |
+3 |
| Total Volume and Open Interest |
475,737 |
632,898 |
-3,511 |
| Municipal Bonds(CBOT) |
| Sep04 |
040902 |
103~20 |
103~22 |
103~03 |
103~07 |
-0~13 |
136 |
2,351 |
-62 |
| Dec04 |
040902 |
102~16 |
102~23 |
102~05 |
102~05 |
-0~14 |
120 |
606 |
+49 |
| Total Volume and Open Interest |
256 |
2,957 |
-13 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040902 |
113~200 |
113~235 |
113~010 |
113~055 |
-0~140 |
239,033 |
390,833 |
-86,209 |
| Dec04 |
040902 |
112~145 |
112~180 |
111~265 |
112~000 |
-0~140 |
1,081,191 |
1,103,292 |
+111,312 |
| Total Volume and Open Interest |
1,320,706 |
1,495,684 |
+25,344 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040902 |
111~185 |
111~190 |
111~100 |
111~105 |
-0~085 |
115,453 |
0 |
-503,558 |
| Dec04 |
040902 |
110~235 |
110~260 |
110~145 |
110~150 |
-0~090 |
517,276 |
0 |
-713,993 |
| Mar05 |
040902 |
109~070 |
109~070 |
109~070 |
109~070 |
-0~170 |
|
|
|
| Total Volume and Open Interest |
632,729 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep04 |
040902 |
106~040 |
106~041 |
106~030 |
106~032 |
-0~012 |
18,604 |
93,472 |
-6,281 |
| Dec04 |
040902 |
105~112 |
105~113 |
105~100 |
105~100 |
-0~013 |
23,239 |
148,494 |
+17,407 |
| Total Volume and Open Interest |
41,843 |
241,966 |
+11,126 |
| Eurodollars(CME) |
| Sep04 |
040902 |
98.143 |
98.143 |
98.122 |
98.130 |
-0.018 |
37,845 |
847,612 |
+10,733 |
| Dec04 |
040902 |
97.835 |
97.840 |
97.795 |
97.800 |
-0.045 |
52,531 |
905,173 |
-5,489 |
| Mar05 |
040902 |
97.585 |
97.600 |
97.545 |
97.550 |
-0.055 |
59,477 |
868,217 |
+9,334 |
| Jun05 |
040902 |
97.345 |
97.360 |
97.300 |
97.305 |
-0.060 |
63,764 |
862,326 |
+11,985 |
| Sep05 |
040902 |
97.095 |
97.115 |
97.040 |
97.045 |
-0.065 |
43,766 |
652,746 |
+6,122 |
| Dec05 |
040902 |
96.825 |
96.825 |
96.765 |
96.775 |
-0.060 |
27,489 |
459,321 |
+4,945 |
| Mar06 |
040902 |
96.595 |
96.600 |
96.545 |
96.550 |
-0.060 |
25,271 |
383,283 |
+7,000 |
| Jun06 |
040902 |
96.405 |
96.405 |
96.335 |
96.340 |
-0.070 |
20,193 |
237,664 |
+1,323 |
| Sep06 |
040902 |
96.230 |
96.240 |
96.170 |
96.170 |
-0.070 |
14,363 |
221,489 |
+2,998 |
| Dec06 |
040902 |
96.060 |
96.065 |
95.990 |
95.990 |
-0.080 |
10,197 |
165,936 |
+313 |
| Mar07 |
040902 |
95.910 |
95.915 |
95.835 |
95.840 |
-0.080 |
11,279 |
150,585 |
-530 |
| Jun07 |
040902 |
95.765 |
95.770 |
95.685 |
95.695 |
-0.080 |
10,878 |
121,289 |
+109 |
| Total Volume and Open Interest |
433,455 |
6,441,338 |
+56,674 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040902 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
6,213 |
-5 |
| Dec04 |
040902 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
7,038 |
+4 |
| Mar05 |
040902 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
242 |
7,128 |
-113 |
| Jun05 |
040902 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
30 |
10,230 |
-228 |
| Sep05 |
040902 |
99.77 |
99.77 |
99.76 |
99.76 |
+0.01 |
905 |
7,642 |
-2,830 |
| Dec05 |
040902 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.02 |
143 |
4,528 |
+120 |
| Mar06 |
040902 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.02 |
0 |
7,401 |
+1,147 |
| Jun06 |
040902 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.04 |
0 |
2,280 |
+0 |
| Sep06 |
040902 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
1,704 |
+0 |
| Dec06 |
040902 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
0 |
657 |
+0 |
| Total Volume and Open Interest |
1,320 |
55,763 |
-1,905 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040902 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
25 |
44,595 |
-1,413 |
| Dec04 |
040902 |
99.91 |
99.91 |
99.91 |
99.91 |
-0.01 |
3,463 |
61,372 |
-49 |
| Mar05 |
040902 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
4,589 |
67,923 |
+575 |
| Jun05 |
040902 |
99.83 |
99.84 |
99.83 |
99.83 |
unch |
1,563 |
64,373 |
-218 |
| Sep05 |
040902 |
99.76 |
99.77 |
99.76 |
99.76 |
unch |
1,536 |
43,670 |
-6,363 |
| Dec05 |
040902 |
99.67 |
99.68 |
99.67 |
99.67 |
unch |
4,511 |
31,742 |
-4,387 |
| Mar06 |
040902 |
99.56 |
99.57 |
99.56 |
99.56 |
unch |
1,728 |
35,698 |
+731 |
| Jun06 |
040902 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
49 |
16,089 |
+4 |
| Total Volume and Open Interest |
17,467 |
383,208 |
-11,117 |
| German Euro-Bund(EUREX) |
| Sep04 |
040901 |
116.09 |
116.23 |
115.94 |
116.03 |
-0.15 |
849,642 |
1,018,006 |
-71,825 |
| Dec04 |
040901 |
115.14 |
115.26 |
114.99 |
115.07 |
-0.16 |
77,812 |
129,460 |
+38,362 |
| Mar05 |
040901 |
114.52 |
114.52 |
114.36 |
114.37 |
-0.15 |
2,639 |
10 |
+3 |
| Total Volume and Open Interest |
930,093 |
1,147,476 |
-33,460 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040901 |
112.23 |
112.31 |
112.13 |
112.17 |
-0.10 |
538,846 |
655,678 |
-40,206 |
| Dec04 |
040901 |
111.31 |
111.40 |
111.25 |
111.26 |
-0.11 |
61,160 |
111,599 |
+27,211 |
| Mar05 |
040901 |
110.72 |
110.72 |
110.72 |
110.72 |
-0.26 |
497 |
0 |
+0 |
| Total Volume and Open Interest |
600,503 |
767,277 |
-12,995 |
| Long Gilt(LIFFE) |
| Sep04 |
040901 |
107~10 |
107~15 |
107~04 |
107~07 |
-0~02 |
102,167 |
56,575 |
+56,575 |
| Dec04 |
040901 |
107~04 |
107~05 |
106~26 |
106~30 |
-0~03 |
80,482 |
177,142 |
+177,142 |
| Total Volume and Open Interest |
182,649 |
233,717 |
+233,717 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040901 |
95.05 |
95.06 |
95.04 |
95.06 |
+0.02 |
31,644 |
190,498 |
+190,498 |
| Dec04 |
040901 |
94.94 |
95.00 |
94.93 |
94.96 |
+0.03 |
55,758 |
264,138 |
+264,138 |
| Mar05 |
040901 |
94.89 |
94.94 |
94.88 |
94.91 |
+0.03 |
57,771 |
198,885 |
+198,885 |
| Total Volume and Open Interest |
215,127 |
1,268,347 |
+1,268,347 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040901 |
97.880 |
97.885 |
97.875 |
97.880 |
unch |
64,330 |
451,397 |
-19,666 |
| Dec04 |
040901 |
97.820 |
97.825 |
97.800 |
97.810 |
-0.010 |
65,492 |
580,851 |
+589 |
| Mar05 |
040901 |
97.715 |
97.725 |
97.690 |
97.700 |
-0.015 |
101,279 |
519,654 |
+7,560 |
| Total Volume and Open Interest |
482,078 |
2,997,375 |
+6,672 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040902 |
94.57 |
94.58 |
94.56 |
94.58 |
+0.01 |
2,348 |
75,569 |
-3,149 |
| Dec04 |
040902 |
94.53 |
94.56 |
94.52 |
94.56 |
+0.02 |
40,377 |
201,627 |
+11,995 |
| Mar05 |
040902 |
94.49 |
94.53 |
94.48 |
94.52 |
+0.02 |
17,085 |
83,421 |
+8,975 |
| Jun05 |
040902 |
94.46 |
94.50 |
94.46 |
94.49 |
+0.03 |
3,548 |
39,670 |
+245 |
| Sep05 |
040902 |
94.43 |
94.47 |
94.43 |
94.46 |
+0.03 |
1,361 |
23,328 |
-85 |
| Dec05 |
040902 |
94.40 |
94.43 |
94.40 |
94.42 |
+0.04 |
1,229 |
14,908 |
-49 |
| Mar06 |
040902 |
94.37 |
94.40 |
94.37 |
94.38 |
+0.04 |
12 |
10,495 |
-35 |
| Jun06 |
040902 |
94.32 |
94.34 |
94.32 |
94.34 |
+0.04 |
0 |
7,122 |
+0 |
| Sep06 |
040902 |
94.29 |
94.30 |
94.29 |
94.30 |
+0.05 |
30 |
2,743 |
-20 |
| Dec06 |
040902 |
94.22 |
94.25 |
94.22 |
94.25 |
+0.06 |
30 |
2,190 |
+5 |
| Total Volume and Open Interest |
66,115 |
464,386 |
+17,888 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040902 |
94.56 |
94.63 |
94.55 |
94.61 |
+0.06 |
21,403 |
205,268 |
-178,894 |
| Dec04 |
040902 |
94.52 |
94.55 |
94.52 |
94.55 |
+0.07 |
0 |
51 |
-599 |
| Total Volume and Open Interest |
21,403 |
205,319 |
-179,493 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040902 |
94.73 |
94.78 |
94.71 |
94.76 |
+0.03 |
92,768 |
429,914 |
+45,752 |
| Dec04 |
040902 |
94.73 |
94.74 |
94.73 |
94.74 |
+0.04 |
5,350 |
6,000 |
+5,350 |
| Total Volume and Open Interest |
98,118 |
435,914 |
+51,102 |
| Gold(CMX) |
| Oct04 |
040902 |
409.0 |
409.0 |
406.3 |
406.5 |
-2.8 |
875 |
21,528 |
-94 |
| Dec04 |
040902 |
410.3 |
410.7 |
407.8 |
408.0 |
-2.8 |
33,012 |
193,589 |
+2,596 |
| Feb05 |
040902 |
412.0 |
412.5 |
409.6 |
409.6 |
-2.8 |
256 |
9,151 |
-113 |
| Apr05 |
040902 |
411.1 |
411.1 |
411.1 |
411.1 |
-2.8 |
72 |
4,742 |
+17 |
| Jun05 |
040902 |
415.2 |
415.5 |
412.8 |
412.8 |
-2.8 |
425 |
12,393 |
+83 |
| Aug05 |
040902 |
414.6 |
414.6 |
414.6 |
414.6 |
-2.8 |
420 |
6,690 |
+261 |
| Oct05 |
040902 |
416.4 |
416.4 |
416.4 |
416.4 |
-2.9 |
0 |
677 |
+0 |
| Dec05 |
040902 |
419.0 |
419.0 |
418.3 |
418.3 |
-2.9 |
279 |
7,138 |
+16 |
| Feb06 |
040902 |
420.5 |
420.5 |
420.5 |
420.5 |
-2.9 |
0 |
843 |
+0 |
| Apr06 |
040902 |
422.6 |
422.6 |
422.6 |
422.6 |
-2.9 |
0 |
485 |
+0 |
| Jun06 |
040902 |
424.8 |
424.8 |
424.8 |
424.8 |
-2.9 |
182 |
8,065 |
-12 |
| Total Volume and Open Interest |
35,558 |
272,280 |
+2,705 |
| Silver(CMX) |
| Sep04 |
040902 |
678.5 |
680.0 |
675.0 |
676.8 |
-2.5 |
682 |
1,654 |
-1,392 |
| Dec04 |
040902 |
681.0 |
685.0 |
675.0 |
681.0 |
-2.0 |
7,266 |
77,768 |
+616 |
| Mar05 |
040902 |
682.0 |
684.4 |
682.0 |
684.4 |
-2.0 |
387 |
7,120 |
+281 |
| May05 |
040902 |
686.8 |
686.8 |
686.8 |
686.8 |
-2.0 |
3 |
1,475 |
+3 |
| Jul05 |
040902 |
689.4 |
689.4 |
689.4 |
689.4 |
-2.0 |
2 |
1,744 |
-2 |
| Sep05 |
040902 |
691.7 |
691.7 |
691.7 |
691.7 |
-2.0 |
73 |
492 |
+20 |
| Dec05 |
040902 |
699.0 |
699.0 |
694.7 |
694.7 |
-2.0 |
19 |
2,927 |
+11 |
| Total Volume and Open Interest |
8,434 |
94,727 |
-503 |
| Platinum(NYM) |
| Oct04 |
040902 |
874.5 |
874.5 |
867.0 |
870.0 |
-3.9 |
671 |
6,289 |
-14 |
| Jan05 |
040902 |
866.0 |
866.0 |
861.0 |
862.0 |
-3.9 |
10 |
159 |
+7 |
| Total Volume and Open Interest |
681 |
6,448 |
-7 |
| Palladium(NYME) |
| Sep04 |
040902 |
214.10 |
214.10 |
210.00 |
212.00 |
-1.10 |
170 |
609 |
-779 |
| Dec04 |
040902 |
218.00 |
218.00 |
213.60 |
214.00 |
-1.10 |
428 |
8,363 |
+350 |
| Mar05 |
040902 |
216.00 |
216.00 |
216.00 |
216.00 |
-1.10 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
598 |
9,002 |
-429 |
| Copper(CMX) |
| Sep04 |
040902 |
126.00 |
126.00 |
124.10 |
124.75 |
-2.75 |
1,055 |
5,829 |
-626 |
| Dec04 |
040902 |
126.55 |
126.55 |
123.80 |
124.80 |
-2.90 |
5,124 |
51,133 |
+505 |
| Mar05 |
040902 |
122.50 |
122.50 |
120.40 |
120.75 |
-2.85 |
335 |
4,276 |
+162 |
| May05 |
040902 |
118.50 |
118.50 |
117.75 |
117.75 |
-2.85 |
22 |
606 |
+12 |
| Jul05 |
040902 |
114.75 |
114.75 |
114.75 |
114.75 |
-2.85 |
239 |
1,056 |
+192 |
| Total Volume and Open Interest |
7,337 |
74,357 |
+602 |
| DJIA Index(CBOT) |
| Sep04 |
040902 |
10165 |
10308 |
10155 |
10299 |
+128 |
5,865 |
38,615 |
+12 |
| Dec04 |
040902 |
10160 |
10300 |
10150 |
10293 |
+127 |
440 |
1,913 |
+377 |
| Mar05 |
040902 |
10295 |
10295 |
10295 |
10295 |
+127 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
6,305 |
40,530 |
+389 |
| S & P 500(CME) |
| Sep04 |
040902 |
1106.30 |
1120.00 |
1105.80 |
1119.60 |
+12.90 |
52,840 |
519,508 |
-8,964 |
| Dec04 |
040902 |
1106.30 |
1120.70 |
1106.00 |
1120.00 |
+13.00 |
12,043 |
89,723 |
+8,255 |
| Mar05 |
040902 |
1109.20 |
1120.80 |
1108.80 |
1120.80 |
+13.10 |
0 |
2,746 |
+0 |
| Jun05 |
040902 |
1122.70 |
1122.70 |
1122.70 |
1122.70 |
+13.00 |
0 |
368 |
+0 |
| Total Volume and Open Interest |
64,885 |
612,407 |
-708 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040902 |
1106.50 |
1120.25 |
1104.50 |
1119.50 |
+12.75 |
613,831 |
693,113 |
+13,460 |
| Dec04 |
040902 |
1105.75 |
1120.50 |
1105.00 |
1120.00 |
+13.00 |
14,214 |
71,310 |
+3,490 |
| Total Volume and Open Interest |
628,045 |
764,423 |
+16,950 |
| NASDAQ 100(CME) |
| Sep04 |
040902 |
1374.00 |
1404.00 |
1374.00 |
1398.00 |
+20.00 |
11,409 |
74,932 |
-262 |
| Dec04 |
040902 |
1380.00 |
1405.50 |
1380.00 |
1403.00 |
+20.00 |
1,195 |
3,649 |
+899 |
| Mar05 |
040902 |
1397.00 |
1408.00 |
1397.00 |
1408.00 |
+20.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
12,604 |
78,584 |
+637 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040901 |
1369.5 |
1386.0 |
1360.0 |
1378.0 |
+8.0 |
238,090 |
285,624 |
+13,597 |
| Dec04 |
040901 |
1374.0 |
1390.5 |
1365.0 |
1383.0 |
+8.0 |
616 |
6,856 |
+388 |
| Total Volume and Open Interest |
238,706 |
292,480 |
+13,985 |
| S & P Midcap 400(CME) |
| Sep04 |
040902 |
581.00 |
588.50 |
581.00 |
588.50 |
+6.75 |
767 |
14,134 |
+141 |
| Dec04 |
040902 |
583.00 |
589.40 |
583.00 |
589.40 |
+6.70 |
20 |
271 |
+0 |
| Mar05 |
040902 |
589.40 |
589.40 |
589.40 |
589.40 |
+6.70 |
|
|
|
| Total Volume and Open Interest |
787 |
14,405 |
+141 |
| Russell 2000(CME) |
| Sep04 |
040901 |
546.50 |
555.95 |
546.50 |
552.50 |
+4.40 |
2,485 |
35,544 |
+1,024 |
| Dec04 |
040901 |
551.80 |
551.80 |
551.80 |
551.80 |
+4.05 |
29 |
355 |
+28 |
| Mar05 |
040901 |
552.20 |
552.20 |
552.20 |
552.20 |
+4.05 |
|
|
|
| Total Volume and Open Interest |
2,514 |
35,899 |
+1,052 |
| Value Line(KCBT) |
| Sep04 |
040902 |
1555.00 |
1555.00 |
1555.00 |
1555.00 |
+20.00 |
2 |
59 |
+1 |
| Total Volume and Open Interest |
2 |
60 |
+1 |
| Nikkei 225(CME) |
| Sep04 |
040902 |
11100 |
11250 |
11100 |
11245 |
+90 |
2,218 |
0 |
-28,828 |
| Dec04 |
040902 |
11130 |
11225 |
11100 |
11225 |
+90 |
535 |
0 |
-243 |
| Total Volume and Open Interest |
2,753 |
|
|
| Nikkei 225(SIMEX) |
| Sep04 |
040902 |
11155 |
11200 |
11090 |
11130 |
-20 |
15,093 |
139,793 |
-115 |
| Dec04 |
040902 |
11130 |
11160 |
11080 |
11095 |
-20 |
174 |
1,641 |
+141 |
| Mar05 |
040902 |
11095 |
11095 |
11095 |
11095 |
-20 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
15,267 |
141,437 |
+26 |
| CAC 40(MATIF) |
| Sep04 |
040901 |
3620.0 |
3630.5 |
3606.0 |
3617.5 |
+10.0 |
85,603 |
348,412 |
+66,690 |
| Oct04 |
040901 |
3621.0 |
3632.0 |
3620.5 |
3620.5 |
+10.0 |
0 |
3 |
+0 |
| Nov04 |
040901 |
3627.5 |
3627.5 |
3627.5 |
3627.5 |
unch |
|
|
|
| Total Volume and Open Interest |
104,608 |
413,622 |
|
| DAX Index(EUREX) |
| Sep04 |
040902 |
3811.0 |
3849.0 |
3801.5 |
3847.0 |
+31.0 |
94,086 |
147,393 |
-1,947 |
| Dec04 |
040902 |
3830.5 |
3867.0 |
3823.5 |
3867.0 |
+30.5 |
415 |
6,991 |
-5 |
| Mar05 |
040902 |
3851.5 |
3888.5 |
3845.0 |
3888.5 |
+31.0 |
111 |
7,685 |
+0 |
| Total Volume and Open Interest |
94,612 |
162,069 |
-1,952 |
| FT-SE 100(LIFFE) |
| Sep04 |
040902 |
4493.00 |
4537.50 |
4491.50 |
4515.00 |
+12.50 |
45,156 |
457,854 |
-825 |
| Dec04 |
040902 |
4530.00 |
4566.50 |
4525.00 |
4547.50 |
+13.00 |
296 |
43,102 |
+154 |
| Mar05 |
040902 |
4553.00 |
4553.00 |
4553.00 |
4553.00 |
+13.50 |
0 |
8,985 |
+0 |
| Total Volume and Open Interest |
45,452 |
516,201 |
-671 |
| SPI 200(SFE) |
| Sep04 |
040902 |
3588.0 |
3599.0 |
3586.0 |
3594.0 |
+5.0 |
17,421 |
155,704 |
-939 |
| Dec04 |
040902 |
3595.0 |
3605.0 |
3595.0 |
3603.0 |
+5.0 |
1,154 |
8,643 |
+342 |
| Mar05 |
040902 |
3606.0 |
3610.0 |
3606.0 |
3610.0 |
+5.0 |
315 |
2,462 |
-68 |
| Total Volume and Open Interest |
18,977 |
171,151 |
-582 |
| GSCI(CME) |
| Sep04 |
040902 |
305.60 |
308.00 |
302.60 |
302.85 |
-1.65 |
835 |
18,837 |
+691 |
| Oct04 |
040902 |
310.40 |
310.75 |
306.00 |
306.00 |
-1.50 |
22 |
276 |
-12 |
| Nov04 |
040902 |
308.00 |
308.00 |
308.00 |
308.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
857 |
19,113 |
+679 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040902 |
282.25 |
282.25 |
279.00 |
279.00 |
-3.50 |
89 |
211 |
-2 |
| Jan05 |
040902 |
279.00 |
279.00 |
279.00 |
279.00 |
-3.50 |
2 |
206 |
+1 |
| Feb05 |
040902 |
277.00 |
277.00 |
277.00 |
277.00 |
-3.50 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
92 |
520 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|