|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 03, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep04 |
040903 |
623.00 |
623.00 |
613.50 |
614.75 |
-13.00 |
863 |
2,842 |
-354 |
Nov04 |
040903 |
623.00 |
623.00 |
608.00 |
612.25 |
-16.50 |
33,942 |
127,299 |
-609 |
Jan05 |
040903 |
631.00 |
631.00 |
615.50 |
618.50 |
-17.25 |
4,003 |
16,537 |
+1,039 |
Mar05 |
040903 |
635.00 |
636.00 |
623.00 |
626.50 |
-15.75 |
1,332 |
11,049 |
+132 |
May05 |
040903 |
635.00 |
636.00 |
624.50 |
628.00 |
-14.00 |
1,180 |
9,702 |
-213 |
Jul05 |
040903 |
638.00 |
639.00 |
630.00 |
634.00 |
-10.50 |
750 |
4,893 |
+53 |
Aug05 |
040903 |
636.00 |
636.00 |
631.00 |
631.00 |
-14.00 |
19 |
159 |
+1 |
Total Volume and Open Interest |
42,634 |
175,860 |
+134 |
Soybean Meal(CBOT) |
Sep04 |
040903 |
176.80 |
176.80 |
174.10 |
174.30 |
-3.40 |
1,528 |
5,378 |
-553 |
Oct04 |
040903 |
175.00 |
175.00 |
171.20 |
171.50 |
-4.50 |
3,546 |
20,282 |
+146 |
Dec04 |
040903 |
175.50 |
175.70 |
172.00 |
172.30 |
-5.50 |
7,739 |
53,601 |
+17 |
Jan05 |
040903 |
177.20 |
177.50 |
174.50 |
174.80 |
-5.00 |
836 |
11,207 |
-112 |
Mar05 |
040903 |
181.20 |
181.50 |
178.30 |
178.80 |
-5.00 |
1,013 |
8,819 |
-2 |
May05 |
040903 |
184.00 |
184.50 |
181.40 |
181.70 |
-4.90 |
1,536 |
11,675 |
-111 |
Jul05 |
040903 |
187.00 |
187.50 |
184.50 |
185.00 |
-4.50 |
424 |
9,799 |
+47 |
Aug05 |
040903 |
187.00 |
187.00 |
184.50 |
184.50 |
-4.00 |
174 |
3,576 |
+24 |
Total Volume and Open Interest |
17,058 |
129,671 |
-422 |
Soybean Oil(CBOT) |
Sep04 |
040903 |
26.45 |
26.45 |
25.90 |
26.23 |
-0.34 |
1,939 |
6,415 |
-228 |
Oct04 |
040903 |
26.00 |
26.03 |
25.56 |
25.87 |
-0.33 |
4,059 |
21,838 |
+243 |
Dec04 |
040903 |
25.55 |
25.66 |
25.17 |
25.43 |
-0.35 |
14,053 |
62,632 |
+1,510 |
Jan05 |
040903 |
25.43 |
25.53 |
25.14 |
25.29 |
-0.26 |
1,366 |
11,452 |
-401 |
Mar05 |
040903 |
25.29 |
25.30 |
24.99 |
25.25 |
-0.23 |
1,948 |
11,846 |
-219 |
May05 |
040903 |
25.00 |
25.20 |
24.85 |
25.05 |
-0.18 |
1,490 |
7,205 |
+195 |
Jul05 |
040903 |
24.89 |
25.05 |
24.65 |
24.90 |
-0.23 |
310 |
7,124 |
+93 |
Aug05 |
040903 |
24.59 |
24.65 |
24.49 |
24.58 |
-0.15 |
41 |
2,540 |
+1 |
Total Volume and Open Interest |
25,225 |
135,602 |
+1,195 |
Canola(WCE) |
Sep04 |
040903 |
381.5 |
381.5 |
381.5 |
381.5 |
-3.6 |
0 |
363 |
+0 |
Nov04 |
040903 |
369.0 |
371.7 |
367.3 |
369.7 |
-3.3 |
4,904 |
39,126 |
-1,696 |
Jan05 |
040903 |
371.0 |
373.5 |
371.0 |
372.7 |
-4.5 |
630 |
4,557 |
+210 |
Mar05 |
040903 |
378.0 |
378.0 |
375.7 |
375.7 |
-5.8 |
6 |
3,610 |
-25 |
May05 |
040903 |
380.5 |
380.5 |
380.5 |
380.5 |
-4.0 |
0 |
318 |
+0 |
Total Volume and Open Interest |
5,625 |
49,606 |
-1,426 |
Corn(CBOT) |
Sep04 |
040903 |
224.00 |
225.00 |
222.50 |
223.50 |
-4.25 |
6,504 |
11,258 |
-2,044 |
Dec04 |
040903 |
231.00 |
233.50 |
230.50 |
231.00 |
-5.25 |
47,528 |
362,226 |
+191 |
Mar05 |
040903 |
241.00 |
241.50 |
239.00 |
239.25 |
-5.25 |
6,759 |
79,797 |
+114 |
May05 |
040903 |
245.50 |
247.50 |
245.00 |
245.25 |
-5.00 |
1,535 |
27,928 |
+477 |
Jul05 |
040903 |
251.00 |
252.25 |
249.75 |
250.00 |
-5.00 |
1,175 |
29,996 |
+33 |
Sep05 |
040903 |
254.00 |
255.00 |
252.50 |
252.50 |
-4.50 |
117 |
6,840 |
+64 |
Total Volume and Open Interest |
64,014 |
535,647 |
-899 |
Wheat(CBOT) |
Sep04 |
040903 |
308.00 |
309.50 |
306.75 |
308.00 |
-3.25 |
2,873 |
4,812 |
-1,969 |
Dec04 |
040903 |
320.00 |
321.25 |
317.25 |
319.00 |
-3.50 |
22,461 |
129,478 |
+1,952 |
Mar05 |
040903 |
331.00 |
332.00 |
328.25 |
329.00 |
-4.25 |
1,069 |
19,581 |
+260 |
May05 |
040903 |
336.50 |
336.50 |
333.00 |
334.00 |
-3.00 |
109 |
2,957 |
+14 |
Jul05 |
040903 |
338.75 |
339.50 |
337.00 |
338.00 |
-0.75 |
160 |
5,010 |
+41 |
Total Volume and Open Interest |
26,679 |
162,026 |
+295 |
Wheat(KCBT) |
Sep04 |
040903 |
329.00 |
329.50 |
327.50 |
327.50 |
-1.50 |
163 |
343 |
-338 |
Dec04 |
040903 |
341.00 |
341.00 |
337.25 |
337.75 |
-4.25 |
4,026 |
53,628 |
-626 |
Mar05 |
040903 |
349.00 |
349.00 |
346.25 |
347.50 |
-2.50 |
592 |
9,894 |
+81 |
May05 |
040903 |
353.00 |
353.50 |
352.50 |
352.50 |
-4.50 |
302 |
2,560 |
+108 |
Jul05 |
040903 |
355.00 |
355.00 |
353.00 |
353.00 |
-3.00 |
18 |
2,309 |
+2 |
Total Volume and Open Interest |
5,101 |
68,782 |
-773 |
Wheat(MGE) |
Sep04 |
040903 |
350.50 |
352.50 |
350.25 |
352.50 |
unch |
433 |
328 |
-338 |
Dec04 |
040903 |
363.00 |
364.00 |
361.25 |
362.25 |
-2.25 |
3,037 |
23,643 |
+202 |
Mar05 |
040903 |
373.00 |
373.25 |
371.50 |
372.25 |
-3.25 |
244 |
5,516 |
-32 |
May05 |
040903 |
378.00 |
378.00 |
377.00 |
377.75 |
-2.25 |
1 |
1,765 |
+0 |
Jul05 |
040903 |
382.50 |
382.50 |
381.25 |
381.25 |
-5.25 |
0 |
516 |
+0 |
Total Volume and Open Interest |
3,716 |
31,876 |
-168 |
Oats(CBOT) |
Sep04 |
040903 |
140.00 |
143.50 |
140.00 |
143.50 |
-1.00 |
18 |
71 |
-28 |
Dec04 |
040903 |
148.50 |
149.50 |
146.50 |
149.25 |
-1.25 |
1,409 |
6,181 |
+78 |
Mar05 |
040903 |
156.25 |
156.50 |
154.25 |
156.50 |
-1.50 |
59 |
1,122 |
+5 |
May05 |
040903 |
162.00 |
162.00 |
161.00 |
161.00 |
-1.00 |
0 |
83 |
+0 |
Total Volume and Open Interest |
1,486 |
7,477 |
+55 |
Rough Rice(CBOT) |
Sep04 |
040903 |
7.72 |
7.72 |
7.58 |
7.58 |
-0.14 |
9 |
130 |
-8 |
Nov04 |
040903 |
7.73 |
7.75 |
7.50 |
7.59 |
-0.13 |
185 |
2,585 |
+19 |
Jan05 |
040903 |
7.75 |
7.77 |
7.75 |
7.77 |
-0.13 |
1 |
628 |
+1 |
Mar05 |
040903 |
8.13 |
8.13 |
7.95 |
7.96 |
-0.13 |
0 |
387 |
+0 |
Total Volume and Open Interest |
195 |
3,746 |
+12 |
Live Cattle(CME) |
Oct04 |
040903 |
82.600 |
83.200 |
82.500 |
82.725 |
-0.050 |
7,588 |
56,615 |
-823 |
Dec04 |
040903 |
86.275 |
86.500 |
85.750 |
86.050 |
-0.225 |
3,774 |
24,200 |
+1,268 |
Feb05 |
040903 |
86.850 |
87.150 |
86.500 |
86.875 |
-0.050 |
989 |
12,861 |
+97 |
Apr05 |
040903 |
85.250 |
85.475 |
84.600 |
84.700 |
-0.475 |
442 |
5,034 |
+91 |
Jun05 |
040903 |
81.850 |
81.850 |
81.250 |
81.575 |
-0.275 |
229 |
3,198 |
+57 |
Aug05 |
040903 |
81.600 |
81.650 |
81.475 |
81.525 |
-0.200 |
125 |
1,385 |
+61 |
Total Volume and Open Interest |
13,147 |
103,293 |
+751 |
Feeder Cattle(CME) |
Sep04 |
040903 |
109.500 |
110.100 |
109.100 |
109.400 |
-0.225 |
805 |
2,898 |
-167 |
Oct04 |
040903 |
106.500 |
107.200 |
106.150 |
106.250 |
-0.450 |
1,722 |
7,558 |
+50 |
Nov04 |
040903 |
105.900 |
106.400 |
105.400 |
105.775 |
-0.300 |
592 |
2,970 |
+96 |
Jan05 |
040903 |
102.250 |
102.650 |
102.000 |
102.500 |
unch |
244 |
1,801 |
+41 |
Mar05 |
040903 |
99.100 |
99.200 |
98.400 |
98.700 |
-0.500 |
33 |
517 |
+11 |
Apr05 |
040903 |
98.300 |
98.325 |
98.125 |
98.125 |
+0.025 |
17 |
154 |
+9 |
May05 |
040903 |
97.925 |
97.925 |
97.825 |
97.900 |
+0.100 |
30 |
108 |
+10 |
Total Volume and Open Interest |
3,443 |
16,006 |
+50 |
Lean Hogs(CME) |
Oct04 |
040903 |
65.650 |
66.100 |
65.025 |
65.400 |
+0.075 |
7,001 |
42,285 |
-931 |
Dec04 |
040903 |
63.400 |
63.700 |
62.600 |
63.300 |
+0.050 |
4,276 |
26,347 |
+182 |
Feb05 |
040903 |
62.500 |
62.800 |
61.800 |
62.200 |
-0.250 |
924 |
7,926 |
+350 |
Apr05 |
040903 |
61.550 |
61.800 |
61.000 |
61.300 |
-0.350 |
257 |
2,842 |
+77 |
May05 |
040903 |
62.000 |
62.200 |
61.300 |
62.200 |
-0.125 |
6 |
565 |
+3 |
Jun05 |
040903 |
65.100 |
65.300 |
64.600 |
64.900 |
-0.425 |
24 |
1,141 |
+6 |
Jul05 |
040903 |
61.700 |
61.725 |
61.600 |
61.725 |
-0.225 |
14 |
292 |
+7 |
Aug05 |
040903 |
58.550 |
58.550 |
58.550 |
58.550 |
+0.075 |
4 |
54 |
+3 |
Total Volume and Open Interest |
12,519 |
81,475 |
-292 |
Pork Bellies(CME) |
Feb05 |
040903 |
95.000 |
97.750 |
94.400 |
96.700 |
+1.675 |
347 |
1,302 |
+1 |
Mar05 |
040903 |
96.000 |
96.650 |
96.000 |
96.650 |
+1.600 |
0 |
11 |
+0 |
May05 |
040903 |
93.900 |
93.900 |
93.900 |
93.900 |
+0.350 |
0 |
2 |
+0 |
Jul05 |
040903 |
94.300 |
94.300 |
94.300 |
94.300 |
+0.050 |
0 |
1 |
+0 |
Total Volume and Open Interest |
347 |
1,316 |
+1 |
Class III Milk(CME) |
Sep04 |
040903 |
14.40 |
14.54 |
14.38 |
14.50 |
+0.05 |
218 |
4,980 |
+114 |
Oct04 |
040903 |
13.30 |
13.40 |
13.05 |
13.40 |
+0.05 |
233 |
4,196 |
-44 |
Nov04 |
040903 |
12.40 |
12.50 |
12.35 |
12.50 |
unch |
56 |
2,934 |
+23 |
Dec04 |
040903 |
12.10 |
12.15 |
12.10 |
12.15 |
unch |
17 |
2,203 |
+2 |
Jan05 |
040903 |
11.85 |
11.85 |
11.85 |
11.85 |
unch |
16 |
866 |
+6 |
Total Volume and Open Interest |
659 |
19,690 |
+143 |
Cocoa(NYBOT) |
Sep04 |
040903 |
1580 |
1580 |
1555 |
1567 |
-17 |
4 |
162 |
-69 |
Dec04 |
040903 |
1585 |
1588 |
1552 |
1571 |
-17 |
4,750 |
51,911 |
-942 |
Mar05 |
040903 |
1603 |
1608 |
1576 |
1594 |
-17 |
345 |
15,682 |
+72 |
May05 |
040903 |
1596 |
1606 |
1596 |
1606 |
-18 |
80 |
10,861 |
+9 |
Jul05 |
040903 |
1617 |
1617 |
1617 |
1617 |
-18 |
25 |
11,701 |
+0 |
Sep05 |
040903 |
1630 |
1630 |
1630 |
1630 |
-18 |
16 |
5,449 |
+0 |
Dec05 |
040903 |
1646 |
1646 |
1646 |
1646 |
-18 |
0 |
6,861 |
+0 |
Total Volume and Open Interest |
5,220 |
106,965 |
-930 |
Coffee "C"(NYBOT) |
Sep04 |
040903 |
70.25 |
70.95 |
68.30 |
68.30 |
-2.25 |
96 |
193 |
-68 |
Dec04 |
040903 |
75.00 |
75.05 |
71.50 |
72.20 |
-2.05 |
7,286 |
64,512 |
-319 |
Mar05 |
040903 |
77.70 |
77.80 |
75.00 |
75.25 |
-2.05 |
707 |
10,702 |
+263 |
May05 |
040903 |
79.50 |
79.50 |
77.00 |
77.05 |
-2.05 |
31 |
2,468 |
-6 |
Jul05 |
040903 |
81.25 |
81.40 |
78.65 |
78.70 |
-2.05 |
80 |
1,639 |
+2 |
Sep05 |
040903 |
80.15 |
80.15 |
80.15 |
80.15 |
-2.05 |
96 |
502 |
-50 |
Total Volume and Open Interest |
8,298 |
80,288 |
-178 |
Orange Juice(NYBOT) |
Sep04 |
040903 |
77.00 |
77.00 |
74.00 |
74.35 |
-5.05 |
157 |
771 |
-7 |
Nov04 |
040903 |
79.50 |
79.50 |
75.00 |
76.35 |
-4.05 |
4,334 |
21,819 |
+850 |
Jan05 |
040903 |
80.50 |
81.00 |
77.50 |
78.25 |
-4.25 |
1,604 |
6,324 |
+445 |
Mar05 |
040903 |
83.00 |
83.00 |
79.50 |
80.35 |
-3.80 |
519 |
7,586 |
+39 |
May05 |
040903 |
84.50 |
84.50 |
83.00 |
83.35 |
-4.65 |
492 |
4,156 |
+158 |
Total Volume and Open Interest |
7,111 |
41,128 |
+1,490 |
Sugar #11(NYBOT) |
Oct04 |
040903 |
8.20 |
8.21 |
8.10 |
8.13 |
-0.07 |
21,569 |
155,744 |
+1,622 |
Mar05 |
040903 |
8.78 |
8.79 |
8.69 |
8.72 |
-0.07 |
9,631 |
75,790 |
+57 |
May05 |
040903 |
8.68 |
8.70 |
8.61 |
8.65 |
-0.07 |
1,203 |
23,868 |
-814 |
Jul05 |
040903 |
8.45 |
8.48 |
8.41 |
8.43 |
-0.04 |
1,233 |
15,456 |
+363 |
Oct05 |
040903 |
8.26 |
8.30 |
8.25 |
8.27 |
unch |
1,967 |
17,501 |
+690 |
Total Volume and Open Interest |
35,886 |
296,714 |
+2,118 |
London Cocoa(LCE) |
Sep04 |
040903 |
909 |
909 |
890 |
901 |
-3 |
537 |
10,801 |
+21 |
Dec04 |
040903 |
935 |
939 |
915 |
928 |
-3 |
3,036 |
82,490 |
+244 |
Mar05 |
040903 |
955 |
957 |
940 |
952 |
-3 |
308 |
30,886 |
+84 |
May05 |
040903 |
968 |
968 |
959 |
967 |
-3 |
75 |
16,769 |
-17 |
Jul05 |
040903 |
977 |
983 |
973 |
983 |
-3 |
108 |
13,307 |
+3 |
Sep05 |
040903 |
999 |
1000 |
999 |
1000 |
-3 |
169 |
19,272 |
+90 |
Dec05 |
040903 |
1009 |
1009 |
1009 |
1009 |
-3 |
137 |
8,919 |
+95 |
Total Volume and Open Interest |
4,370 |
185,321 |
+520 |
London Coffee(LCE) |
Sep04 |
040903 |
645.00 |
645.00 |
623.00 |
624.00 |
-22.00 |
58 |
4,714 |
-12 |
Nov04 |
040903 |
673.00 |
676.00 |
650.00 |
652.00 |
-22.00 |
1,445 |
80,856 |
-1,115 |
Jan05 |
040903 |
688.00 |
690.00 |
666.00 |
668.00 |
-22.00 |
157 |
32,589 |
+81 |
Mar05 |
040903 |
700.00 |
703.00 |
682.00 |
683.00 |
-22.00 |
194 |
18,259 |
-67 |
May05 |
040903 |
710.00 |
710.00 |
698.00 |
698.00 |
-22.00 |
143 |
13,693 |
+76 |
Jul05 |
040903 |
731.00 |
731.00 |
713.00 |
713.00 |
-22.00 |
12 |
3,782 |
-2 |
Total Volume and Open Interest |
2,009 |
155,654 |
-1,039 |
London Sugar(LCE) |
Oct04 |
040903 |
248.00 |
249.40 |
244.00 |
244.50 |
-4.50 |
3,042 |
12,369 |
-909 |
Dec04 |
040903 |
257.00 |
258.00 |
252.50 |
252.90 |
-3.60 |
1,838 |
10,808 |
+1,212 |
Mar05 |
040903 |
261.00 |
263.00 |
258.00 |
258.40 |
-3.60 |
553 |
12,825 |
-23 |
May05 |
040903 |
264.00 |
265.00 |
261.40 |
261.40 |
-2.60 |
10 |
7,354 |
-5 |
Aug05 |
040903 |
255.40 |
255.40 |
255.40 |
255.40 |
-2.60 |
30 |
4,382 |
+25 |
Total Volume and Open Interest |
5,478 |
52,554 |
+295 |
Cotton(NYBOT) |
Oct04 |
040903 |
53.00 |
53.00 |
51.00 |
51.00 |
-3.00 |
810 |
2,346 |
-215 |
Dec04 |
040903 |
53.60 |
53.70 |
51.58 |
51.58 |
-3.00 |
9,264 |
43,043 |
+985 |
Mar05 |
040903 |
54.20 |
54.35 |
52.76 |
52.78 |
-2.98 |
2,143 |
14,340 |
-165 |
May05 |
040903 |
55.40 |
55.40 |
53.65 |
53.65 |
-2.95 |
90 |
3,376 |
-70 |
Jul05 |
040903 |
56.50 |
56.50 |
54.50 |
54.50 |
-3.00 |
48 |
4,387 |
-52 |
Oct05 |
040903 |
56.00 |
56.00 |
56.00 |
56.00 |
-2.00 |
0 |
32 |
+0 |
Total Volume and Open Interest |
12,521 |
69,394 |
+383 |
Lumber(CME) |
Sep04 |
040903 |
452.0 |
452.5 |
445.5 |
447.5 |
-8.0 |
912 |
1,454 |
-432 |
Nov04 |
040903 |
405.0 |
405.0 |
397.4 |
397.5 |
-9.9 |
1,168 |
3,428 |
+392 |
Jan05 |
040903 |
374.3 |
374.3 |
370.4 |
372.3 |
-3.7 |
192 |
762 |
+49 |
Mar05 |
040903 |
366.1 |
367.3 |
364.0 |
365.2 |
-3.4 |
22 |
152 |
+11 |
Total Volume and Open Interest |
2,295 |
5,812 |
+21 |
Crude Oil(NYM) |
Oct04 |
040903 |
43.85 |
44.45 |
43.60 |
43.99 |
-0.07 |
101,453 |
197,531 |
-7,205 |
Nov04 |
040903 |
43.90 |
44.40 |
43.60 |
43.96 |
-0.05 |
43,623 |
93,044 |
+2,606 |
Dec04 |
040903 |
43.45 |
44.00 |
43.25 |
43.63 |
-0.05 |
22,727 |
82,384 |
+100 |
Jan05 |
040903 |
43.00 |
43.50 |
42.95 |
43.23 |
-0.05 |
7,134 |
33,440 |
-101 |
Feb05 |
040903 |
42.65 |
43.20 |
42.65 |
42.83 |
-0.05 |
3,629 |
21,791 |
+664 |
Mar05 |
040903 |
42.25 |
42.48 |
42.25 |
42.43 |
-0.05 |
5,985 |
20,901 |
+566 |
Apr05 |
040903 |
42.03 |
42.03 |
42.03 |
42.03 |
-0.05 |
3,850 |
13,780 |
-51 |
May05 |
040903 |
41.63 |
41.63 |
41.63 |
41.63 |
-0.05 |
2,394 |
14,281 |
+255 |
Jun05 |
040903 |
41.20 |
41.25 |
41.00 |
41.23 |
-0.05 |
3,587 |
25,726 |
-309 |
Jul05 |
040903 |
40.83 |
40.83 |
40.83 |
40.83 |
-0.05 |
1,075 |
9,968 |
+537 |
Aug05 |
040903 |
40.48 |
40.48 |
40.48 |
40.48 |
-0.05 |
541 |
6,713 |
+28 |
Sep05 |
040903 |
40.19 |
40.19 |
40.19 |
40.19 |
-0.05 |
133 |
10,390 |
-19 |
Oct05 |
040903 |
39.91 |
39.91 |
39.91 |
39.91 |
-0.05 |
20 |
4,547 |
+10 |
Nov05 |
040903 |
39.63 |
39.63 |
39.63 |
39.63 |
-0.05 |
175 |
5,550 |
-48 |
Dec05 |
040903 |
39.20 |
39.37 |
39.20 |
39.37 |
-0.05 |
6,858 |
41,294 |
+690 |
Jan06 |
040903 |
39.04 |
39.04 |
39.04 |
39.04 |
-0.05 |
0 |
5,761 |
+0 |
Total Volume and Open Interest |
209,142 |
694,876 |
-216 |
Heating Oil(NYM) |
Oct04 |
040903 |
118.30 |
119.10 |
117.10 |
117.69 |
-0.70 |
26,098 |
61,981 |
-1,976 |
Nov04 |
040903 |
119.10 |
120.20 |
118.30 |
118.84 |
-0.68 |
8,191 |
29,444 |
+2,084 |
Dec04 |
040903 |
120.00 |
121.00 |
119.10 |
119.64 |
-0.68 |
4,083 |
30,193 |
-557 |
Jan05 |
040903 |
120.50 |
121.20 |
120.04 |
120.04 |
-0.68 |
1,009 |
15,652 |
+262 |
Feb05 |
040903 |
119.50 |
120.10 |
118.90 |
119.24 |
-0.68 |
823 |
15,766 |
+207 |
Mar05 |
040903 |
116.50 |
117.50 |
116.39 |
116.39 |
-0.63 |
652 |
13,980 |
+6 |
Apr05 |
040903 |
112.50 |
113.40 |
112.44 |
112.44 |
-0.53 |
112 |
3,221 |
+105 |
May05 |
040903 |
109.60 |
109.60 |
108.69 |
108.69 |
-0.43 |
653 |
2,959 |
+274 |
Jun05 |
040903 |
107.20 |
107.20 |
106.34 |
106.34 |
-0.38 |
846 |
5,158 |
+329 |
Jul05 |
040903 |
105.59 |
105.59 |
105.59 |
105.59 |
-0.38 |
672 |
5,718 |
+24 |
Aug05 |
040903 |
105.69 |
105.69 |
105.69 |
105.69 |
-0.38 |
263 |
642 |
-263 |
Sep05 |
040903 |
106.19 |
106.19 |
106.19 |
106.19 |
-0.43 |
27 |
1,387 |
-3 |
Total Volume and Open Interest |
43,890 |
196,785 |
+303 |
Unleaded Gas(NYM) |
Oct04 |
040903 |
119.05 |
121.40 |
118.50 |
120.65 |
+1.33 |
35,141 |
55,141 |
-788 |
Nov04 |
040903 |
118.10 |
120.00 |
117.50 |
119.41 |
+0.92 |
13,030 |
24,479 |
+2,076 |
Dec04 |
040903 |
117.10 |
118.25 |
117.00 |
118.21 |
+0.72 |
5,286 |
17,872 |
+917 |
Jan05 |
040903 |
117.60 |
118.21 |
117.60 |
118.21 |
+0.72 |
1,561 |
8,547 |
+198 |
Feb05 |
040903 |
117.70 |
118.66 |
117.70 |
118.66 |
+0.67 |
634 |
7,123 |
+7 |
Mar05 |
040903 |
118.85 |
119.21 |
118.85 |
119.21 |
+0.62 |
17 |
2,730 |
-4 |
Apr05 |
040903 |
125.35 |
125.76 |
125.35 |
125.76 |
+0.67 |
37 |
8,988 |
+2 |
May05 |
040903 |
125.46 |
125.46 |
125.46 |
125.46 |
+0.62 |
426 |
8,223 |
-296 |
Jun05 |
040903 |
124.56 |
124.56 |
124.56 |
124.56 |
+0.62 |
0 |
2,968 |
+0 |
Jul05 |
040903 |
122.66 |
122.66 |
122.66 |
122.66 |
+0.62 |
0 |
2,008 |
+0 |
Aug05 |
040903 |
120.01 |
120.01 |
120.01 |
120.01 |
+0.62 |
50 |
1,085 |
+25 |
Sep05 |
040903 |
117.01 |
117.01 |
117.01 |
117.01 |
+0.62 |
50 |
50 |
+50 |
Total Volume and Open Interest |
56,232 |
139,214 |
+2,187 |
Natural Gas(NYM) |
Oct04 |
040903 |
4.680 |
4.840 |
4.620 |
4.675 |
-0.092 |
48,175 |
72,234 |
+1,204 |
Nov04 |
040903 |
5.440 |
5.610 |
5.420 |
5.500 |
+0.005 |
17,724 |
36,924 |
+279 |
Dec04 |
040903 |
6.090 |
6.210 |
6.050 |
6.155 |
+0.025 |
9,686 |
33,237 |
+2,270 |
Jan05 |
040903 |
6.455 |
6.570 |
6.440 |
6.515 |
unch |
8,832 |
32,124 |
+1,497 |
Feb05 |
040903 |
6.490 |
6.620 |
6.490 |
6.550 |
unch |
2,561 |
20,181 |
+302 |
Mar05 |
040903 |
6.400 |
6.510 |
6.390 |
6.455 |
unch |
5,130 |
22,900 |
+842 |
Apr05 |
040903 |
5.950 |
6.020 |
5.950 |
5.989 |
+0.004 |
3,526 |
15,044 |
+464 |
May05 |
040903 |
5.890 |
5.900 |
5.850 |
5.879 |
-0.001 |
1,076 |
11,434 |
-135 |
Jun05 |
040903 |
5.910 |
5.920 |
5.890 |
5.900 |
-0.001 |
254 |
9,952 |
+76 |
Jul05 |
040903 |
5.950 |
5.960 |
5.910 |
5.930 |
-0.006 |
234 |
12,594 |
+114 |
Aug05 |
040903 |
5.950 |
5.980 |
5.940 |
5.955 |
-0.006 |
195 |
9,289 |
+116 |
Sep05 |
040903 |
5.970 |
5.975 |
5.940 |
5.950 |
-0.003 |
279 |
9,454 |
+85 |
Oct05 |
040903 |
5.990 |
6.010 |
5.985 |
5.985 |
+0.002 |
261 |
11,528 |
+0 |
Nov05 |
040903 |
6.230 |
6.240 |
6.200 |
6.225 |
+0.007 |
497 |
7,846 |
+240 |
Dec05 |
040903 |
6.430 |
6.450 |
6.410 |
6.438 |
+0.007 |
317 |
8,616 |
+35 |
Jan06 |
040903 |
6.580 |
6.590 |
6.550 |
6.578 |
+0.005 |
435 |
9,136 |
+75 |
Total Volume and Open Interest |
100,470 |
393,974 |
+8,053 |
Brent Crude Oil(IPE) |
Oct04 |
040903 |
41.58 |
41.80 |
41.10 |
41.23 |
-0.34 |
54,525 |
75,006 |
+3,629 |
Nov04 |
040903 |
41.50 |
41.73 |
41.06 |
41.11 |
-0.41 |
36,487 |
73,816 |
+7,219 |
Dec04 |
040903 |
41.24 |
41.41 |
40.80 |
40.86 |
-0.37 |
14,076 |
50,052 |
+3,717 |
Jan05 |
040903 |
40.94 |
41.00 |
40.49 |
40.49 |
-0.34 |
2,829 |
16,261 |
+757 |
Feb05 |
040903 |
40.51 |
40.55 |
40.11 |
40.11 |
-0.32 |
1,260 |
9,081 |
+437 |
Mar05 |
040903 |
40.15 |
40.19 |
39.73 |
39.73 |
-0.30 |
2,711 |
15,759 |
-477 |
Apr05 |
040903 |
39.77 |
39.77 |
39.35 |
39.35 |
-0.28 |
700 |
11,431 |
+200 |
May05 |
040903 |
39.43 |
39.43 |
38.97 |
38.97 |
-0.26 |
575 |
2,368 |
+268 |
Jun05 |
040903 |
38.70 |
38.85 |
38.58 |
38.58 |
-0.25 |
1,600 |
22,258 |
+550 |
Jul05 |
040903 |
38.23 |
38.23 |
38.23 |
38.23 |
-0.25 |
0 |
2,176 |
+0 |
Aug05 |
040903 |
37.91 |
37.91 |
37.91 |
37.91 |
-0.24 |
0 |
1,907 |
+0 |
Sep05 |
040903 |
37.59 |
37.59 |
37.59 |
37.59 |
-0.23 |
0 |
3,222 |
+0 |
Total Volume and Open Interest |
116,023 |
356,842 |
+15,795 |
Gas Oil(IPE) |
Sep04 |
040903 |
376.50 |
378.75 |
372.00 |
375.00 |
-9.50 |
14,120 |
30,093 |
+1,651 |
Oct04 |
040903 |
373.50 |
376.25 |
369.75 |
372.00 |
-8.75 |
15,749 |
49,656 |
+3,462 |
Nov04 |
040903 |
369.75 |
372.00 |
368.25 |
368.25 |
-9.00 |
3,021 |
19,181 |
+95 |
Dec04 |
040903 |
365.50 |
367.00 |
362.75 |
363.75 |
-8.25 |
5,228 |
28,140 |
+496 |
Jan05 |
040903 |
360.50 |
362.50 |
358.00 |
359.25 |
-8.00 |
826 |
10,458 |
+161 |
Feb05 |
040903 |
354.25 |
354.25 |
354.25 |
354.25 |
-7.50 |
350 |
3,403 |
+100 |
Mar05 |
040903 |
350.75 |
350.75 |
348.75 |
348.75 |
-7.00 |
100 |
4,106 |
+0 |
Apr05 |
040903 |
342.75 |
342.75 |
342.75 |
342.75 |
-6.75 |
200 |
1,940 |
+200 |
May05 |
040903 |
337.50 |
337.50 |
337.50 |
337.50 |
-7.00 |
0 |
1,350 |
+0 |
Jun05 |
040903 |
336.00 |
337.00 |
334.25 |
334.25 |
-7.25 |
1,034 |
9,187 |
-150 |
Total Volume and Open Interest |
41,278 |
175,669 |
+5,815 |
US Dollar Index(NYBOT) |
Sep04 |
040903 |
88.91 |
89.80 |
88.80 |
89.66 |
+0.64 |
1,050 |
11,737 |
-390 |
Dec04 |
040903 |
89.16 |
90.05 |
89.00 |
89.93 |
+0.63 |
43 |
2,484 |
+2 |
Mar05 |
040903 |
90.17 |
90.17 |
90.17 |
90.17 |
+0.62 |
251 |
257 |
+245 |
Total Volume and Open Interest |
1,345 |
14,490 |
-142 |
Australian Dollar(CME) |
Sep04 |
040903 |
69.65 |
69.72 |
68.82 |
68.85 |
-0.59 |
3,723 |
31,335 |
+1,531 |
Dec04 |
040903 |
69.05 |
69.05 |
68.20 |
68.24 |
-0.58 |
126 |
1,784 |
+261 |
Mar05 |
040903 |
68.15 |
68.15 |
67.69 |
67.69 |
-0.58 |
1 |
37 |
+0 |
Total Volume and Open Interest |
3,850 |
33,224 |
+1,792 |
British Pound(CME) |
Sep04 |
040903 |
178.83 |
178.92 |
177.38 |
177.53 |
-1.23 |
1,415 |
76,695 |
+699 |
Dec04 |
040903 |
177.56 |
177.60 |
176.05 |
176.19 |
-1.22 |
206 |
3,360 |
+450 |
Mar05 |
040903 |
174.89 |
174.89 |
174.89 |
174.89 |
-1.22 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,621 |
80,062 |
+1,149 |
Canadian Dollar(CME) |
Sep04 |
040903 |
76.99 |
77.14 |
76.70 |
76.92 |
-0.01 |
5,606 |
76,833 |
-872 |
Dec04 |
040903 |
76.93 |
77.00 |
76.65 |
76.81 |
-0.01 |
3,177 |
10,683 |
+2,007 |
Mar05 |
040903 |
76.62 |
76.74 |
76.62 |
76.72 |
-0.01 |
42 |
925 |
+4 |
Jun05 |
040903 |
76.63 |
76.63 |
76.63 |
76.63 |
-0.01 |
0 |
566 |
+0 |
Total Volume and Open Interest |
8,830 |
89,081 |
+1,142 |
Japanese Yen(CME) |
Sep04 |
040903 |
91.62 |
91.68 |
90.38 |
90.44 |
-0.92 |
2,543 |
94,349 |
+160 |
Dec04 |
040903 |
92.05 |
92.10 |
90.82 |
90.87 |
-0.92 |
610 |
12,773 |
+235 |
Mar05 |
040903 |
91.38 |
91.38 |
91.38 |
91.38 |
-0.92 |
86 |
75 |
+65 |
Total Volume and Open Interest |
3,239 |
107,199 |
+460 |
Swiss Franc(CME) |
Sep04 |
040903 |
79.38 |
79.56 |
78.61 |
78.83 |
-0.42 |
1,668 |
37,803 |
-447 |
Dec04 |
040903 |
79.64 |
79.70 |
78.87 |
79.06 |
-0.42 |
578 |
1,400 |
+202 |
Mar05 |
040903 |
79.32 |
79.32 |
79.32 |
79.32 |
-0.42 |
0 |
9 |
+0 |
Total Volume and Open Interest |
2,246 |
39,272 |
-245 |
EuroFX(CME) |
Sep04 |
040903 |
121.70 |
121.95 |
120.39 |
120.66 |
-0.91 |
5,846 |
158,109 |
-862 |
Dec04 |
040903 |
121.60 |
121.85 |
120.31 |
120.58 |
-0.91 |
1,199 |
7,698 |
+120 |
Mar05 |
040903 |
121.25 |
121.25 |
120.37 |
120.57 |
-0.90 |
66 |
398 |
+15 |
Total Volume and Open Interest |
7,153 |
166,354 |
-707 |
Mexican Peso(CME) |
Sep04 |
040903 |
8653.0 |
8685.0 |
8620.0 |
8673.0 |
+1.0 |
14,680 |
61,846 |
-4,474 |
Dec04 |
040903 |
8500.0 |
8555.0 |
8500.0 |
8543.0 |
unch |
2,728 |
10,090 |
+2,419 |
Total Volume and Open Interest |
17,409 |
72,511 |
-2,054 |
30-Year T-Bonds(CBOT) |
Sep04 |
040903 |
111~22 |
112~28 |
110~20 |
110~26 |
-1~02 |
43,734 |
192,463 |
-27,682 |
Dec04 |
040903 |
110~14 |
112~02 |
109~05 |
109~20 |
-1~01 |
268,170 |
417,529 |
+5,121 |
Mar05 |
040903 |
108~26 |
109~04 |
108~17 |
108~17 |
-1~00 |
33 |
256 |
-2 |
Total Volume and Open Interest |
311,937 |
610,335 |
-22,563 |
Municipal Bonds(CBOT) |
Sep04 |
040903 |
103~10 |
103~10 |
102~09 |
102~14 |
-0~25 |
162 |
2,346 |
-5 |
Dec04 |
040903 |
102~08 |
102~08 |
101~13 |
101~14 |
-0~23 |
138 |
677 |
+71 |
Total Volume and Open Interest |
300 |
3,023 |
+66 |
10-Year T-Notes(CBOT) |
Sep04 |
040903 |
113~040 |
114~105 |
112~090 |
112~150 |
-0~225 |
132,374 |
330,155 |
-60,678 |
Dec04 |
040903 |
111~275 |
113~035 |
111~025 |
111~090 |
-0~230 |
763,184 |
1,127,713 |
+24,421 |
Total Volume and Open Interest |
895,562 |
1,459,427 |
-36,257 |
5-Year T-Notes(CBOT) |
Sep04 |
040903 |
111~145 |
111~155 |
110~240 |
110~250 |
-0~175 |
94,229 |
0 |
+0 |
Dec04 |
040903 |
110~185 |
110~310 |
109~250 |
109~295 |
-0~175 |
399,353 |
0 |
+0 |
Mar05 |
040903 |
108~215 |
108~215 |
108~215 |
108~215 |
-0~175 |
1 |
1 |
+1 |
Total Volume and Open Interest |
493,583 |
1 |
+1 |
2 Year T-Notes(CBOT) |
Sep04 |
040903 |
106~040 |
106~040 |
105~122 |
105~125 |
-0~035 |
4,005 |
84,880 |
-8,592 |
Dec04 |
040903 |
105~106 |
105~112 |
105~052 |
105~062 |
-0~038 |
5,071 |
150,472 |
+1,978 |
Total Volume and Open Interest |
9,076 |
235,352 |
-6,614 |
Eurodollars(CME) |
Sep04 |
040903 |
98.130 |
98.132 |
98.082 |
98.088 |
-0.042 |
70,671 |
840,618 |
-6,994 |
Dec04 |
040903 |
97.800 |
97.815 |
97.680 |
97.685 |
-0.115 |
66,122 |
885,706 |
-19,467 |
Mar05 |
040903 |
97.555 |
97.645 |
97.380 |
97.385 |
-0.165 |
45,796 |
863,378 |
-4,839 |
Jun05 |
040903 |
97.325 |
97.400 |
97.100 |
97.105 |
-0.200 |
53,941 |
858,255 |
-4,071 |
Sep05 |
040903 |
97.075 |
97.200 |
96.830 |
96.835 |
-0.210 |
43,162 |
647,634 |
-5,112 |
Dec05 |
040903 |
96.800 |
96.840 |
96.560 |
96.570 |
-0.205 |
33,863 |
453,424 |
-5,897 |
Mar06 |
040903 |
96.575 |
96.575 |
96.345 |
96.355 |
-0.195 |
24,829 |
393,941 |
+10,658 |
Jun06 |
040903 |
96.355 |
96.365 |
96.150 |
96.160 |
-0.180 |
24,602 |
246,189 |
+8,525 |
Sep06 |
040903 |
96.180 |
96.180 |
95.980 |
96.000 |
-0.170 |
16,086 |
224,152 |
+2,663 |
Dec06 |
040903 |
96.000 |
96.005 |
95.815 |
95.825 |
-0.165 |
8,514 |
165,256 |
-680 |
Mar07 |
040903 |
95.850 |
95.855 |
95.670 |
95.680 |
-0.160 |
8,521 |
149,989 |
-596 |
Jun07 |
040903 |
95.705 |
95.710 |
95.530 |
95.540 |
-0.155 |
10,583 |
121,649 |
+360 |
Total Volume and Open Interest |
450,910 |
6,421,879 |
-19,459 |
3-Mth Euro-Yen(CME) |
Sep04 |
040903 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
2 |
6,213 |
+0 |
Dec04 |
040903 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
10 |
7,048 |
+10 |
Mar05 |
040903 |
99.87 |
99.87 |
99.87 |
99.87 |
-0.01 |
56 |
7,160 |
+32 |
Jun05 |
040903 |
99.81 |
99.81 |
99.81 |
99.81 |
-0.02 |
50 |
10,569 |
+339 |
Sep05 |
040903 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.03 |
297 |
6,820 |
-822 |
Dec05 |
040903 |
99.65 |
99.65 |
99.64 |
99.64 |
-0.04 |
35 |
4,497 |
-31 |
Mar06 |
040903 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.02 |
0 |
7,401 |
+0 |
Jun06 |
040903 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.02 |
15 |
2,295 |
+15 |
Sep06 |
040903 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.02 |
0 |
1,704 |
+0 |
Dec06 |
040903 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.01 |
0 |
657 |
+0 |
Total Volume and Open Interest |
465 |
55,306 |
-457 |
3-Mth Euro-Yen(SIMEX) |
Sep04 |
040903 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
44,595 |
+0 |
Dec04 |
040903 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
3,740 |
60,945 |
-427 |
Mar05 |
040903 |
99.87 |
99.88 |
99.87 |
99.88 |
unch |
3,204 |
67,966 |
+43 |
Jun05 |
040903 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
1,742 |
64,686 |
+313 |
Sep05 |
040903 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
2,352 |
42,925 |
-745 |
Dec05 |
040903 |
99.66 |
99.67 |
99.65 |
99.65 |
-0.02 |
2,327 |
31,211 |
-531 |
Mar06 |
040903 |
99.54 |
99.55 |
99.54 |
99.54 |
-0.02 |
2,968 |
33,435 |
-2,263 |
Jun06 |
040903 |
99.43 |
99.44 |
99.43 |
99.43 |
-0.02 |
1 |
16,088 |
-1 |
Total Volume and Open Interest |
16,354 |
379,597 |
-3,611 |
German Euro-Bund(EUREX) |
Sep04 |
040903 |
115.64 |
116.14 |
114.61 |
115.03 |
-0.67 |
1,088,904 |
810,118 |
-94,067 |
Dec04 |
040903 |
114.68 |
115.15 |
113.69 |
114.08 |
-0.68 |
299,643 |
326,632 |
+149,930 |
Mar05 |
040903 |
113.90 |
113.90 |
113.28 |
113.28 |
-0.76 |
1,645 |
12 |
+0 |
Total Volume and Open Interest |
1,390,192 |
1,136,762 |
+55,863 |
German Euro-Bobl(EUREX) |
Sep04 |
040903 |
111.91 |
112.25 |
111.38 |
111.47 |
-0.48 |
780,454 |
508,949 |
-90,751 |
Dec04 |
040903 |
110.99 |
111.30 |
110.50 |
110.57 |
-0.48 |
221,073 |
262,529 |
+111,617 |
Mar05 |
040903 |
110.07 |
110.07 |
110.07 |
110.07 |
-0.49 |
697 |
4 |
+2 |
Total Volume and Open Interest |
1,002,224 |
771,482 |
+20,868 |
Long Gilt(LIFFE) |
Sep04 |
040903 |
106~31 |
107~02 |
106~13 |
106~17 |
-0~14 |
16,680 |
43,131 |
-4,361 |
Dec04 |
040903 |
106~21 |
107~13 |
106~04 |
106~08 |
-0~14 |
43,954 |
187,256 |
+4,861 |
Total Volume and Open Interest |
60,634 |
230,387 |
+500 |
3-Mth Short Sterling(LIFFE) |
Sep04 |
040903 |
95.06 |
95.07 |
95.04 |
95.05 |
-0.01 |
28,759 |
183,669 |
-4,197 |
Dec04 |
040903 |
94.93 |
94.96 |
94.88 |
94.90 |
-0.04 |
58,921 |
263,868 |
+4,150 |
Mar05 |
040903 |
94.88 |
94.92 |
94.81 |
94.83 |
-0.05 |
37,539 |
199,020 |
+305 |
Total Volume and Open Interest |
206,445 |
1,258,838 |
-4,456 |
3-Mth Euribor(LIFFE) |
Sep04 |
040903 |
97.880 |
97.880 |
97.820 |
97.875 |
-0.005 |
74,541 |
445,721 |
+2,020 |
Dec04 |
040903 |
97.760 |
97.780 |
97.685 |
97.720 |
-0.065 |
119,453 |
586,434 |
+3,082 |
Mar05 |
040903 |
97.625 |
97.645 |
97.510 |
97.545 |
-0.115 |
190,008 |
541,240 |
+22,766 |
Total Volume and Open Interest |
799,723 |
3,039,669 |
+28,161 |
3-Mth Aus T-Bills(SFE) |
Sep04 |
040903 |
94.57 |
94.57 |
94.56 |
94.57 |
-0.01 |
6,033 |
74,314 |
-1,255 |
Dec04 |
040903 |
94.54 |
94.56 |
94.52 |
94.55 |
-0.01 |
29,532 |
210,281 |
+8,654 |
Mar05 |
040903 |
94.49 |
94.52 |
94.48 |
94.51 |
-0.01 |
19,336 |
91,175 |
+7,754 |
Jun05 |
040903 |
94.46 |
94.48 |
94.45 |
94.48 |
-0.01 |
3,836 |
40,367 |
+697 |
Sep05 |
040903 |
94.43 |
94.45 |
94.42 |
94.45 |
-0.01 |
1,486 |
24,237 |
+909 |
Dec05 |
040903 |
94.39 |
94.42 |
94.38 |
94.41 |
-0.01 |
881 |
14,757 |
-151 |
Mar06 |
040903 |
94.35 |
94.38 |
94.34 |
94.36 |
-0.02 |
743 |
10,732 |
+237 |
Jun06 |
040903 |
94.30 |
94.32 |
94.29 |
94.31 |
-0.03 |
642 |
6,779 |
-343 |
Sep06 |
040903 |
94.25 |
94.27 |
94.25 |
94.27 |
-0.03 |
99 |
2,829 |
+86 |
Dec06 |
040903 |
94.21 |
94.22 |
94.21 |
94.22 |
-0.03 |
242 |
2,432 |
+242 |
Total Volume and Open Interest |
63,071 |
481,247 |
+16,861 |
10-Year Aus T-Bonds(SFE) |
Sep04 |
040903 |
94.57 |
94.58 |
94.54 |
94.56 |
-0.05 |
31,152 |
211,563 |
+6,295 |
Dec04 |
040903 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.05 |
53 |
154 |
+103 |
Total Volume and Open Interest |
138,942 |
416,246 |
-19,668 |
3-Year Aus T-Bonds(SFE) |
Sep04 |
040903 |
94.73 |
94.75 |
94.70 |
94.73 |
-0.03 |
79,350 |
404,094 |
-25,820 |
Dec04 |
040903 |
94.70 |
94.70 |
94.70 |
94.70 |
-0.04 |
5,702 |
12,152 |
+6,152 |
Total Volume and Open Interest |
85,052 |
416,246 |
-19,668 |
Gold(CMX) |
Oct04 |
040903 |
406.5 |
407.0 |
399.5 |
401.0 |
-5.5 |
525 |
21,404 |
-124 |
Dec04 |
040903 |
408.3 |
408.6 |
401.0 |
402.5 |
-5.5 |
23,674 |
194,443 |
+854 |
Feb05 |
040903 |
409.2 |
409.2 |
403.8 |
404.1 |
-5.5 |
230 |
9,318 |
+167 |
Apr05 |
040903 |
410.5 |
410.5 |
405.0 |
405.6 |
-5.5 |
0 |
4,742 |
+0 |
Jun05 |
040903 |
409.0 |
409.0 |
407.3 |
407.3 |
-5.5 |
477 |
12,209 |
-184 |
Aug05 |
040903 |
409.1 |
409.1 |
409.1 |
409.1 |
-5.5 |
102 |
6,758 |
+68 |
Oct05 |
040903 |
411.0 |
411.0 |
411.0 |
411.0 |
-5.4 |
0 |
677 |
+0 |
Dec05 |
040903 |
414.0 |
415.0 |
412.5 |
412.9 |
-5.4 |
2 |
7,142 |
+4 |
Feb06 |
040903 |
415.0 |
415.1 |
415.0 |
415.1 |
-5.4 |
0 |
843 |
+0 |
Apr06 |
040903 |
418.0 |
418.0 |
417.2 |
417.2 |
-5.4 |
0 |
485 |
+0 |
Jun06 |
040903 |
419.4 |
419.4 |
419.4 |
419.4 |
-5.4 |
418 |
8,023 |
-42 |
Total Volume and Open Interest |
25,471 |
273,047 |
+767 |
Silver(CMX) |
Sep04 |
040903 |
670.0 |
673.0 |
650.0 |
655.3 |
-21.5 |
703 |
1,636 |
-18 |
Dec04 |
040903 |
679.5 |
679.5 |
650.0 |
659.0 |
-22.0 |
6,712 |
77,994 |
+226 |
Mar05 |
040903 |
679.0 |
682.0 |
657.0 |
662.5 |
-21.9 |
12 |
7,120 |
+0 |
May05 |
040903 |
667.0 |
667.0 |
664.8 |
664.8 |
-22.0 |
0 |
1,475 |
+0 |
Jul05 |
040903 |
667.4 |
667.4 |
667.4 |
667.4 |
-22.0 |
0 |
1,744 |
+0 |
Sep05 |
040903 |
669.7 |
669.7 |
669.7 |
669.7 |
-22.0 |
0 |
518 |
+26 |
Dec05 |
040903 |
678.0 |
680.0 |
665.0 |
672.7 |
-22.0 |
1 |
2,928 |
+1 |
Total Volume and Open Interest |
7,428 |
94,962 |
+235 |
Platinum(NYM) |
Oct04 |
040903 |
865.0 |
865.0 |
858.0 |
859.4 |
-10.6 |
336 |
6,347 |
+58 |
Jan05 |
040903 |
855.4 |
855.4 |
851.4 |
851.4 |
-10.6 |
5 |
162 |
+3 |
Total Volume and Open Interest |
341 |
6,509 |
+61 |
Palladium(NYME) |
Sep04 |
040903 |
210.50 |
213.50 |
210.40 |
210.40 |
-1.60 |
75 |
423 |
-186 |
Dec04 |
040903 |
217.00 |
217.00 |
212.00 |
212.30 |
-1.70 |
169 |
8,402 |
+39 |
Mar05 |
040903 |
214.30 |
214.30 |
214.30 |
214.30 |
-1.70 |
1 |
31 |
+1 |
Total Volume and Open Interest |
245 |
8,856 |
-146 |
Copper(CMX) |
Sep04 |
040903 |
124.10 |
124.50 |
122.30 |
124.05 |
-0.70 |
799 |
5,264 |
-565 |
Dec04 |
040903 |
124.10 |
124.70 |
122.00 |
123.95 |
-0.85 |
12,030 |
49,214 |
-1,919 |
Mar05 |
040903 |
120.00 |
120.50 |
119.00 |
120.15 |
-0.60 |
168 |
4,199 |
-77 |
May05 |
040903 |
117.70 |
117.70 |
116.00 |
117.45 |
-0.30 |
4 |
610 |
+4 |
Jul05 |
040903 |
114.75 |
114.75 |
114.75 |
114.75 |
unch |
16 |
1,071 |
+15 |
Total Volume and Open Interest |
13,199 |
71,891 |
-2,466 |
DJIA Index(CBOT) |
Sep04 |
040903 |
10270 |
10320 |
10261 |
10271 |
-28 |
6,947 |
39,793 |
+1,178 |
Dec04 |
040903 |
10265 |
10314 |
10260 |
10265 |
-28 |
285 |
2,062 |
+149 |
Mar05 |
040903 |
10275 |
10275 |
10264 |
10264 |
-31 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,232 |
41,857 |
+1,327 |
S & P 500(CME) |
Sep04 |
040903 |
1116.50 |
1121.30 |
1113.50 |
1114.40 |
-5.20 |
58,225 |
501,928 |
-17,580 |
Dec04 |
040903 |
1117.20 |
1121.20 |
1114.30 |
1114.90 |
-5.10 |
20,987 |
104,205 |
+14,482 |
Mar05 |
040903 |
1116.00 |
1116.00 |
1116.00 |
1116.00 |
-4.80 |
7,147 |
9,287 |
+6,541 |
Jun05 |
040903 |
1118.50 |
1118.50 |
1118.50 |
1118.50 |
-4.20 |
260 |
518 |
+150 |
Total Volume and Open Interest |
86,619 |
616,000 |
+3,593 |
S & P 500 E-Mini(Globex) |
Sep04 |
040903 |
1116.25 |
1121.25 |
1112.75 |
1114.50 |
-5.00 |
512,030 |
689,731 |
-3,382 |
Dec04 |
040903 |
1115.50 |
1121.25 |
1113.50 |
1115.00 |
-5.00 |
4,832 |
75,073 |
+3,763 |
Total Volume and Open Interest |
516,862 |
764,804 |
+381 |
NASDAQ 100(CME) |
Sep04 |
040903 |
1385.50 |
1394.00 |
1369.00 |
1375.00 |
-23.00 |
10,060 |
73,424 |
-1,508 |
Dec04 |
040903 |
1390.00 |
1396.00 |
1376.00 |
1380.00 |
-23.00 |
817 |
4,268 |
+619 |
Mar05 |
040903 |
1385.00 |
1385.00 |
1385.00 |
1385.00 |
-23.00 |
4 |
3 |
+0 |
Total Volume and Open Interest |
10,881 |
77,695 |
-889 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep04 |
040903 |
1387.0 |
1394.0 |
1369.5 |
1375.0 |
-23.0 |
205,485 |
279,969 |
-5,057 |
Dec04 |
040903 |
1396.0 |
1399.5 |
1375.0 |
1380.0 |
-23.0 |
462 |
7,166 |
+93 |
Total Volume and Open Interest |
205,947 |
287,135 |
-4,964 |
S & P Midcap 400(CME) |
Sep04 |
040903 |
585.00 |
587.00 |
581.00 |
584.25 |
-4.25 |
379 |
14,204 |
+70 |
Dec04 |
040903 |
585.00 |
585.15 |
585.00 |
585.15 |
-4.25 |
7 |
271 |
+0 |
Mar05 |
040903 |
585.15 |
585.15 |
585.15 |
585.15 |
-4.25 |
|
|
|
Total Volume and Open Interest |
386 |
14,475 |
+70 |
Russell 2000(CME) |
Sep04 |
040903 |
558.75 |
562.00 |
553.00 |
556.25 |
-5.25 |
1,144 |
35,809 |
+1 |
Dec04 |
040903 |
558.00 |
558.00 |
555.60 |
555.60 |
-5.30 |
59 |
552 |
+95 |
Mar05 |
040903 |
556.05 |
556.05 |
556.05 |
556.05 |
-5.25 |
|
|
|
Total Volume and Open Interest |
1,203 |
36,361 |
+96 |
Value Line(KCBT) |
Sep04 |
040903 |
1551.00 |
1551.00 |
1545.00 |
1545.00 |
-10.00 |
0 |
59 |
+0 |
Total Volume and Open Interest |
0 |
60 |
+0 |
Nikkei 225(CME) |
Sep04 |
040903 |
11080 |
11115 |
11020 |
11060 |
-185 |
3,192 |
27,762 |
-745 |
Dec04 |
040903 |
11080 |
11085 |
11035 |
11035 |
-190 |
485 |
1,191 |
+456 |
Total Volume and Open Interest |
3,679 |
28,956 |
-287 |
Nikkei 225(SIMEX) |
Sep04 |
040903 |
11190 |
11200 |
10975 |
11010 |
-120 |
14,639 |
139,671 |
-122 |
Dec04 |
040903 |
11170 |
11170 |
10975 |
10975 |
-120 |
303 |
1,908 |
+267 |
Mar05 |
040903 |
10975 |
10975 |
10975 |
10975 |
-120 |
0 |
2 |
+0 |
Total Volume and Open Interest |
14,942 |
141,582 |
+145 |
CAC 40(MATIF) |
Sep04 |
040903 |
3655.5 |
3681.0 |
3623.0 |
3668.5 |
+30.5 |
49,127 |
406,129 |
+13,662 |
Oct04 |
040903 |
3668.5 |
3678.0 |
3668.5 |
3671.5 |
+30.5 |
1,530 |
1,777 |
+1,503 |
Nov04 |
040903 |
3678.5 |
3678.5 |
3678.5 |
3678.5 |
+30.5 |
|
|
|
Total Volume and Open Interest |
50,659 |
428,788 |
+15,166 |
DAX Index(EUREX) |
Sep04 |
040903 |
3837.0 |
3886.5 |
3825.5 |
3877.0 |
+30.0 |
84,211 |
145,834 |
-1,559 |
Dec04 |
040903 |
3859.5 |
3904.5 |
3849.0 |
3897.5 |
+30.5 |
538 |
7,143 |
+152 |
Mar05 |
040903 |
3875.0 |
3922.0 |
3870.0 |
3919.5 |
+31.0 |
153 |
7,619 |
-66 |
Total Volume and Open Interest |
84,902 |
160,596 |
-1,473 |
FT-SE 100(LIFFE) |
Sep04 |
040903 |
4526.00 |
4559.00 |
4510.50 |
4552.00 |
+37.00 |
53,188 |
463,616 |
+5,762 |
Dec04 |
040903 |
4555.50 |
4590.00 |
4544.00 |
4584.50 |
+37.00 |
442 |
43,196 |
+94 |
Mar05 |
040903 |
4571.00 |
4590.50 |
4571.00 |
4590.50 |
+37.50 |
0 |
8,985 |
+0 |
Total Volume and Open Interest |
53,630 |
522,057 |
+5,856 |
SPI 200(SFE) |
Sep04 |
040903 |
3608.0 |
3608.0 |
3572.0 |
3578.0 |
-16.0 |
12,984 |
157,512 |
+1,808 |
Dec04 |
040903 |
3615.0 |
3615.0 |
3580.0 |
3586.0 |
-17.0 |
594 |
8,928 |
+285 |
Mar05 |
040903 |
3607.0 |
3607.0 |
3593.0 |
3593.0 |
-17.0 |
135 |
2,481 |
+19 |
Total Volume and Open Interest |
13,866 |
173,356 |
+2,205 |
GSCI(CME) |
Sep04 |
040903 |
300.20 |
302.45 |
299.50 |
299.50 |
-3.35 |
170 |
18,803 |
-34 |
Oct04 |
040903 |
304.30 |
305.10 |
303.90 |
303.90 |
-2.10 |
14 |
292 |
+16 |
Nov04 |
040903 |
306.75 |
306.75 |
306.75 |
306.75 |
-1.25 |
|
|
|
Total Volume and Open Interest |
184 |
19,095 |
-18 |
Reuters CRB Index(NYBOT) |
Nov04 |
040903 |
277.75 |
277.90 |
275.25 |
275.25 |
-3.75 |
23 |
217 |
+6 |
Jan05 |
040903 |
275.25 |
275.25 |
275.25 |
275.25 |
-3.75 |
0 |
206 |
+0 |
Feb05 |
040903 |
274.00 |
274.00 |
273.25 |
273.25 |
-3.75 |
0 |
3 |
+0 |
Total Volume and Open Interest |
23 |
526 |
+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. |
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