|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 08, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep04 |
040908 |
589.00 |
589.00 |
580.00 |
581.50 |
-6.50 |
1,128 |
1,566 |
-1,276 |
Nov04 |
040908 |
584.50 |
586.00 |
577.50 |
583.50 |
unch |
42,063 |
126,990 |
-309 |
Jan05 |
040908 |
591.00 |
592.50 |
585.00 |
590.50 |
-0.50 |
4,048 |
18,009 |
+1,472 |
Mar05 |
040908 |
598.50 |
599.00 |
592.00 |
597.25 |
unch |
1,728 |
11,749 |
+700 |
May05 |
040908 |
605.00 |
605.00 |
598.00 |
603.00 |
+1.25 |
1,988 |
10,331 |
+629 |
Jul05 |
040908 |
609.00 |
609.00 |
603.00 |
607.50 |
-0.50 |
1,260 |
5,356 |
+463 |
Aug05 |
040908 |
606.00 |
606.00 |
604.00 |
605.00 |
-2.50 |
22 |
172 |
+13 |
Total Volume and Open Interest |
52,892 |
177,696 |
+1,836 |
Soybean Meal(CBOT) |
Sep04 |
040908 |
174.20 |
174.50 |
171.00 |
171.90 |
-1.50 |
2,113 |
4,291 |
-1,087 |
Oct04 |
040908 |
168.50 |
169.80 |
166.50 |
169.20 |
+1.40 |
5,522 |
21,673 |
+1,391 |
Dec04 |
040908 |
169.50 |
171.00 |
167.30 |
170.70 |
+2.00 |
16,127 |
55,597 |
+1,996 |
Jan05 |
040908 |
171.50 |
173.00 |
169.50 |
173.00 |
+2.60 |
1,385 |
11,341 |
+134 |
Mar05 |
040908 |
174.50 |
176.00 |
173.50 |
176.00 |
+1.80 |
1,748 |
9,448 |
+629 |
May05 |
040908 |
177.50 |
179.00 |
176.30 |
178.70 |
+1.20 |
2,920 |
12,536 |
+861 |
Jul05 |
040908 |
181.50 |
182.50 |
179.50 |
182.00 |
+1.50 |
1,381 |
10,480 |
+681 |
Aug05 |
040908 |
181.50 |
183.00 |
180.50 |
181.70 |
+1.90 |
147 |
3,840 |
+264 |
Total Volume and Open Interest |
31,637 |
135,158 |
+5,487 |
Soybean Oil(CBOT) |
Sep04 |
040908 |
24.95 |
24.95 |
24.35 |
24.73 |
-0.22 |
1,535 |
4,828 |
-1,587 |
Oct04 |
040908 |
24.33 |
24.37 |
23.80 |
24.09 |
-0.25 |
6,005 |
21,798 |
-40 |
Dec04 |
040908 |
23.90 |
23.95 |
23.28 |
23.62 |
-0.35 |
16,098 |
63,493 |
+861 |
Jan05 |
040908 |
23.80 |
23.84 |
23.30 |
23.54 |
-0.33 |
1,376 |
10,991 |
-461 |
Mar05 |
040908 |
23.60 |
23.80 |
23.25 |
23.50 |
-0.40 |
2,070 |
11,758 |
-88 |
May05 |
040908 |
23.65 |
23.65 |
23.10 |
23.40 |
-0.31 |
2,274 |
7,397 |
+192 |
Jul05 |
040908 |
23.65 |
23.65 |
23.20 |
23.30 |
-0.40 |
1,388 |
7,043 |
-81 |
Aug05 |
040908 |
23.50 |
23.50 |
23.10 |
23.15 |
-0.45 |
664 |
3,086 |
+546 |
Total Volume and Open Interest |
31,609 |
134,961 |
-641 |
Canola(WCE) |
Sep04 |
040908 |
351.5 |
351.5 |
351.5 |
351.5 |
-30.0 |
0 |
363 |
+0 |
Nov04 |
040908 |
355.0 |
356.0 |
343.5 |
347.6 |
-2.9 |
6,807 |
39,474 |
+348 |
Jan05 |
040908 |
359.0 |
359.0 |
349.5 |
351.2 |
-2.6 |
235 |
5,000 |
+443 |
Mar05 |
040908 |
356.0 |
356.0 |
355.5 |
355.5 |
-1.0 |
0 |
3,814 |
+204 |
May05 |
040908 |
360.5 |
360.5 |
360.5 |
360.5 |
-2.5 |
0 |
318 |
+0 |
Total Volume and Open Interest |
7,047 |
50,693 |
+1,087 |
Corn(CBOT) |
Sep04 |
040908 |
219.75 |
219.75 |
216.75 |
217.00 |
-2.25 |
5,364 |
6,044 |
-5,214 |
Dec04 |
040908 |
226.50 |
228.00 |
225.25 |
226.75 |
+0.25 |
60,695 |
362,350 |
+124 |
Mar05 |
040908 |
234.50 |
236.50 |
233.75 |
235.50 |
+1.00 |
6,669 |
81,166 |
+1,369 |
May05 |
040908 |
240.75 |
242.50 |
240.00 |
241.75 |
+1.00 |
1,615 |
28,879 |
+951 |
Jul05 |
040908 |
246.00 |
247.50 |
245.00 |
247.00 |
+1.25 |
3,428 |
31,260 |
+1,264 |
Sep05 |
040908 |
249.00 |
250.75 |
248.50 |
250.00 |
+1.00 |
274 |
6,986 |
+146 |
Total Volume and Open Interest |
79,033 |
534,235 |
-1,412 |
Wheat(CBOT) |
Sep04 |
040908 |
307.00 |
309.25 |
306.00 |
309.25 |
+3.50 |
2,250 |
2,341 |
-2,471 |
Dec04 |
040908 |
318.00 |
320.75 |
316.00 |
319.75 |
+2.50 |
21,028 |
130,413 |
+935 |
Mar05 |
040908 |
328.00 |
330.25 |
326.00 |
330.00 |
+2.25 |
4,117 |
19,486 |
-95 |
May05 |
040908 |
332.00 |
333.75 |
330.00 |
333.75 |
+4.25 |
433 |
3,380 |
+423 |
Jul05 |
040908 |
334.00 |
336.00 |
333.00 |
335.50 |
+3.00 |
185 |
5,097 |
+87 |
Total Volume and Open Interest |
28,013 |
160,913 |
-1,113 |
Wheat(KCBT) |
Sep04 |
040908 |
324.00 |
330.50 |
323.75 |
326.75 |
+2.75 |
49 |
127 |
-216 |
Dec04 |
040908 |
336.50 |
339.00 |
335.00 |
338.75 |
+3.25 |
4,469 |
54,170 |
+542 |
Mar05 |
040908 |
345.25 |
347.50 |
345.00 |
347.00 |
+2.25 |
547 |
9,815 |
-79 |
May05 |
040908 |
351.00 |
352.00 |
351.00 |
352.00 |
+3.00 |
53 |
2,558 |
-2 |
Jul05 |
040908 |
351.00 |
354.00 |
351.00 |
353.50 |
+2.50 |
9 |
2,319 |
+10 |
Total Volume and Open Interest |
5,127 |
69,037 |
+255 |
Wheat(MGE) |
Sep04 |
040908 |
349.00 |
352.50 |
349.00 |
352.50 |
+4.00 |
72 |
106 |
-222 |
Dec04 |
040908 |
360.00 |
364.00 |
358.50 |
364.00 |
+4.75 |
2,306 |
23,011 |
-632 |
Mar05 |
040908 |
370.00 |
372.50 |
368.75 |
372.50 |
+3.25 |
302 |
5,416 |
-100 |
May05 |
040908 |
374.25 |
376.25 |
374.25 |
375.50 |
+1.50 |
56 |
1,762 |
-3 |
Jul05 |
040908 |
379.50 |
379.50 |
377.75 |
377.75 |
+0.75 |
0 |
516 |
+0 |
Total Volume and Open Interest |
2,736 |
30,923 |
-953 |
Oats(CBOT) |
Sep04 |
040908 |
141.50 |
143.75 |
140.00 |
143.75 |
+1.75 |
6 |
57 |
-14 |
Dec04 |
040908 |
146.50 |
147.75 |
145.25 |
147.50 |
unch |
566 |
6,072 |
-109 |
Mar05 |
040908 |
154.00 |
155.75 |
154.00 |
155.00 |
+0.50 |
22 |
1,106 |
-16 |
May05 |
040908 |
159.00 |
159.00 |
159.00 |
159.00 |
unch |
0 |
85 |
+2 |
Total Volume and Open Interest |
594 |
7,340 |
-137 |
Rough Rice(CBOT) |
Sep04 |
040908 |
7.60 |
7.75 |
7.60 |
7.75 |
+0.20 |
22 |
95 |
-35 |
Nov04 |
040908 |
7.49 |
7.85 |
7.49 |
7.74 |
+0.25 |
293 |
2,636 |
+51 |
Jan05 |
040908 |
7.69 |
7.94 |
7.69 |
7.94 |
+0.23 |
52 |
654 |
+26 |
Mar05 |
040908 |
8.14 |
8.14 |
8.14 |
8.14 |
+0.23 |
40 |
422 |
+35 |
Total Volume and Open Interest |
417 |
3,833 |
+87 |
Live Cattle(CME) |
Oct04 |
040908 |
82.450 |
83.400 |
82.400 |
82.900 |
+0.525 |
7,748 |
53,546 |
-2,238 |
Dec04 |
040908 |
85.800 |
86.900 |
85.800 |
86.375 |
+0.475 |
5,313 |
26,736 |
+1,835 |
Feb05 |
040908 |
86.575 |
87.700 |
86.575 |
87.200 |
+0.625 |
1,428 |
13,001 |
+23 |
Apr05 |
040908 |
84.750 |
85.400 |
84.750 |
85.050 |
+0.375 |
176 |
5,194 |
+54 |
Jun05 |
040908 |
81.750 |
82.300 |
81.700 |
81.900 |
+0.375 |
164 |
3,276 |
+69 |
Aug05 |
040908 |
81.600 |
82.000 |
81.400 |
81.925 |
+0.600 |
84 |
1,462 |
+67 |
Total Volume and Open Interest |
14,913 |
103,215 |
-190 |
Feeder Cattle(CME) |
Sep04 |
040908 |
109.625 |
111.250 |
109.550 |
110.850 |
+1.325 |
583 |
2,677 |
-182 |
Oct04 |
040908 |
106.600 |
108.650 |
106.600 |
108.075 |
+1.500 |
1,411 |
7,334 |
-163 |
Nov04 |
040908 |
106.000 |
107.900 |
105.975 |
107.450 |
+1.475 |
492 |
3,020 |
+65 |
Jan05 |
040908 |
102.700 |
104.100 |
102.700 |
103.700 |
+0.875 |
155 |
1,825 |
+26 |
Mar05 |
040908 |
98.750 |
99.800 |
98.750 |
99.800 |
+1.225 |
31 |
553 |
+10 |
Apr05 |
040908 |
97.900 |
98.600 |
97.900 |
98.550 |
+0.650 |
5 |
153 |
+2 |
May05 |
040908 |
97.900 |
98.150 |
97.900 |
98.150 |
+0.450 |
1 |
107 |
+0 |
Total Volume and Open Interest |
2,678 |
15,669 |
-242 |
Lean Hogs(CME) |
Oct04 |
040908 |
65.000 |
65.150 |
64.150 |
64.550 |
-0.575 |
6,095 |
40,741 |
-1,390 |
Dec04 |
040908 |
63.050 |
63.100 |
61.900 |
62.000 |
-1.275 |
5,414 |
27,858 |
+868 |
Feb05 |
040908 |
62.100 |
62.100 |
61.325 |
61.425 |
-0.900 |
1,031 |
8,576 |
+403 |
Apr05 |
040908 |
60.300 |
60.650 |
60.200 |
60.575 |
-0.275 |
339 |
3,135 |
+114 |
May05 |
040908 |
61.900 |
62.000 |
61.900 |
62.000 |
-0.050 |
39 |
613 |
+26 |
Jun05 |
040908 |
63.800 |
64.100 |
63.725 |
64.100 |
-0.350 |
74 |
1,246 |
+32 |
Jul05 |
040908 |
61.050 |
61.050 |
60.700 |
60.850 |
-0.475 |
4 |
294 |
+2 |
Aug05 |
040908 |
58.300 |
58.300 |
58.300 |
58.300 |
-0.150 |
0 |
54 |
+0 |
Total Volume and Open Interest |
13,007 |
82,551 |
+64 |
Pork Bellies(CME) |
Feb05 |
040908 |
95.750 |
96.600 |
94.900 |
96.050 |
+0.300 |
275 |
1,326 |
-74 |
Mar05 |
040908 |
96.500 |
96.500 |
96.500 |
96.500 |
-0.050 |
0 |
12 |
+0 |
May05 |
040908 |
96.900 |
96.900 |
96.900 |
96.900 |
+2.900 |
0 |
2 |
+0 |
Jul05 |
040908 |
94.325 |
94.325 |
94.325 |
94.325 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
275 |
1,341 |
-74 |
Class III Milk(CME) |
Sep04 |
040908 |
14.52 |
14.56 |
14.47 |
14.50 |
-0.06 |
341 |
5,297 |
+135 |
Oct04 |
040908 |
13.30 |
13.32 |
13.03 |
13.18 |
-0.17 |
527 |
4,497 |
+160 |
Nov04 |
040908 |
12.43 |
12.46 |
12.21 |
12.39 |
-0.09 |
88 |
3,013 |
+52 |
Dec04 |
040908 |
12.22 |
12.24 |
12.15 |
12.24 |
+0.02 |
90 |
2,253 |
+44 |
Jan05 |
040908 |
11.94 |
12.10 |
11.90 |
12.10 |
+0.16 |
72 |
956 |
+64 |
Total Volume and Open Interest |
1,349 |
21,220 |
+533 |
Cocoa(NYBOT) |
Sep04 |
040908 |
1473 |
1484 |
1473 |
1484 |
+9 |
123 |
68 |
-94 |
Dec04 |
040908 |
1455 |
1498 |
1450 |
1488 |
+9 |
11,289 |
47,674 |
-4,237 |
Mar05 |
040908 |
1477 |
1521 |
1477 |
1509 |
+7 |
1,158 |
16,094 |
+412 |
May05 |
040908 |
1505 |
1520 |
1503 |
1520 |
+6 |
312 |
11,011 |
+150 |
Jul05 |
040908 |
1506 |
1531 |
1506 |
1531 |
+6 |
360 |
11,450 |
-251 |
Sep05 |
040908 |
1528 |
1544 |
1528 |
1544 |
+7 |
280 |
5,342 |
-107 |
Dec05 |
040908 |
1545 |
1559 |
1545 |
1559 |
+8 |
400 |
7,261 |
+400 |
Total Volume and Open Interest |
14,302 |
103,479 |
-3,486 |
Coffee "C"(NYBOT) |
Sep04 |
040908 |
67.50 |
67.85 |
67.00 |
67.55 |
+0.40 |
69 |
148 |
-45 |
Dec04 |
040908 |
71.00 |
71.60 |
70.55 |
71.25 |
+0.40 |
10,186 |
65,002 |
+490 |
Mar05 |
040908 |
74.10 |
74.65 |
73.65 |
74.35 |
+0.40 |
847 |
10,702 |
+0 |
May05 |
040908 |
76.00 |
76.40 |
75.80 |
76.15 |
+0.30 |
161 |
2,520 |
+52 |
Jul05 |
040908 |
77.50 |
77.90 |
77.50 |
77.80 |
+0.30 |
65 |
1,637 |
-2 |
Sep05 |
040908 |
79.25 |
79.25 |
79.25 |
79.25 |
+0.25 |
20 |
497 |
-5 |
Total Volume and Open Interest |
11,389 |
80,812 |
+524 |
Orange Juice(NYBOT) |
Sep04 |
040908 |
77.25 |
79.15 |
77.25 |
79.15 |
+0.65 |
14 |
719 |
-52 |
Nov04 |
040908 |
79.00 |
79.80 |
78.20 |
79.40 |
+0.15 |
3,392 |
21,138 |
-681 |
Jan05 |
040908 |
81.25 |
81.60 |
80.50 |
81.55 |
+0.45 |
821 |
6,812 |
+488 |
Mar05 |
040908 |
83.50 |
83.50 |
82.00 |
83.25 |
+0.35 |
804 |
8,091 |
+505 |
May05 |
040908 |
85.25 |
86.25 |
85.25 |
86.25 |
+0.25 |
38 |
4,097 |
-59 |
Total Volume and Open Interest |
5,101 |
41,369 |
+241 |
Sugar #11(NYBOT) |
Oct04 |
040908 |
7.81 |
7.99 |
7.72 |
7.92 |
+0.03 |
33,669 |
150,901 |
-4,843 |
Mar05 |
040908 |
8.47 |
8.71 |
8.41 |
8.66 |
+0.12 |
17,444 |
82,040 |
+6,250 |
May05 |
040908 |
8.42 |
8.60 |
8.39 |
8.57 |
+0.10 |
1,698 |
24,098 |
+230 |
Jul05 |
040908 |
8.24 |
8.36 |
8.21 |
8.34 |
+0.07 |
261 |
15,575 |
+119 |
Oct05 |
040908 |
8.10 |
8.24 |
8.10 |
8.22 |
+0.08 |
1,368 |
17,966 |
+465 |
Total Volume and Open Interest |
54,529 |
298,949 |
+2,235 |
London Cocoa(LCE) |
Sep04 |
040908 |
829 |
855 |
829 |
849 |
-1 |
981 |
8,484 |
+8,484 |
Dec04 |
040908 |
870 |
886 |
852 |
876 |
-1 |
5,956 |
82,394 |
+82,394 |
Mar05 |
040908 |
900 |
910 |
879 |
899 |
-2 |
2,620 |
31,444 |
+31,444 |
May05 |
040908 |
905 |
923 |
896 |
914 |
-2 |
200 |
16,835 |
+16,835 |
Jul05 |
040908 |
915 |
931 |
915 |
929 |
-3 |
1,086 |
13,176 |
+13,176 |
Sep05 |
040908 |
932 |
950 |
930 |
945 |
-3 |
98 |
19,298 |
+19,298 |
Dec05 |
040908 |
942 |
954 |
939 |
954 |
-3 |
100 |
8,919 |
+8,919 |
Total Volume and Open Interest |
11,148 |
183,445 |
+183,445 |
London Coffee(LCE) |
Sep04 |
040908 |
615.00 |
618.00 |
613.00 |
618.00 |
+1.00 |
297 |
4,898 |
+4,898 |
Nov04 |
040908 |
640.00 |
648.00 |
638.00 |
646.00 |
+4.00 |
4,027 |
79,568 |
+79,568 |
Jan05 |
040908 |
659.00 |
663.00 |
655.00 |
662.00 |
+3.00 |
1,583 |
33,055 |
+33,055 |
Mar05 |
040908 |
673.00 |
678.00 |
670.00 |
677.00 |
+2.00 |
1,396 |
19,417 |
+19,417 |
May05 |
040908 |
685.00 |
691.00 |
685.00 |
691.00 |
+2.00 |
401 |
13,752 |
+13,752 |
Jul05 |
040908 |
700.00 |
707.00 |
700.00 |
707.00 |
+2.00 |
7 |
3,802 |
+3,802 |
Total Volume and Open Interest |
7,764 |
156,315 |
+156,315 |
London Sugar(LCE) |
Oct04 |
040908 |
237.00 |
238.50 |
235.00 |
238.20 |
-0.30 |
2,639 |
11,288 |
+11,288 |
Dec04 |
040908 |
244.00 |
249.50 |
243.50 |
249.20 |
+2.20 |
2,031 |
12,337 |
+12,337 |
Mar05 |
040908 |
252.00 |
257.70 |
251.00 |
257.20 |
+3.20 |
910 |
13,848 |
+13,848 |
May05 |
040908 |
255.50 |
260.70 |
255.50 |
260.20 |
+3.20 |
164 |
7,406 |
+7,406 |
Aug05 |
040908 |
249.00 |
254.20 |
249.00 |
254.20 |
+3.70 |
26 |
4,366 |
+4,366 |
Total Volume and Open Interest |
5,825 |
54,048 |
+54,048 |
Cotton(NYBOT) |
Oct04 |
040908 |
52.10 |
53.85 |
51.90 |
53.00 |
+0.80 |
389 |
2,445 |
+99 |
Dec04 |
040908 |
52.10 |
54.25 |
52.10 |
53.12 |
+0.37 |
13,004 |
41,812 |
-1,231 |
Mar05 |
040908 |
53.80 |
55.50 |
53.80 |
54.35 |
+0.26 |
1,631 |
14,407 |
+67 |
May05 |
040908 |
55.50 |
56.50 |
55.40 |
55.50 |
+0.08 |
352 |
3,512 |
+136 |
Jul05 |
040908 |
56.50 |
57.00 |
56.40 |
56.40 |
+0.40 |
51 |
4,301 |
-86 |
Oct05 |
040908 |
56.25 |
56.25 |
56.25 |
56.25 |
+0.25 |
0 |
32 |
+0 |
Total Volume and Open Interest |
15,440 |
68,390 |
-1,004 |
Lumber(CME) |
Sep04 |
040908 |
441.5 |
443.0 |
431.0 |
432.0 |
-11.3 |
666 |
1,067 |
-316 |
Nov04 |
040908 |
392.0 |
395.6 |
383.0 |
383.1 |
-9.4 |
886 |
3,585 |
+248 |
Jan05 |
040908 |
372.8 |
372.8 |
363.0 |
364.8 |
-7.2 |
80 |
767 |
+2 |
Mar05 |
040908 |
362.1 |
363.3 |
361.1 |
361.1 |
-2.0 |
10 |
157 |
+0 |
Total Volume and Open Interest |
1,649 |
5,600 |
-59 |
Crude Oil(NYM) |
Oct04 |
040908 |
43.05 |
43.70 |
42.40 |
42.77 |
-0.54 |
73,478 |
182,894 |
-14,637 |
Nov04 |
040908 |
43.10 |
43.65 |
42.40 |
42.84 |
-0.47 |
38,852 |
102,858 |
+9,814 |
Dec04 |
040908 |
42.85 |
43.35 |
42.15 |
42.52 |
-0.49 |
23,649 |
82,843 |
+459 |
Jan05 |
040908 |
42.45 |
42.80 |
41.95 |
42.15 |
-0.49 |
4,134 |
33,823 |
+383 |
Feb05 |
040908 |
42.05 |
42.30 |
41.60 |
41.80 |
-0.47 |
1,888 |
22,671 |
+880 |
Mar05 |
040908 |
41.65 |
42.20 |
41.25 |
41.45 |
-0.45 |
2,427 |
21,367 |
+466 |
Apr05 |
040908 |
41.45 |
41.45 |
40.80 |
41.09 |
-0.44 |
2,714 |
13,424 |
-356 |
May05 |
040908 |
41.00 |
41.00 |
40.73 |
40.73 |
-0.43 |
456 |
14,221 |
-60 |
Jun05 |
040908 |
40.60 |
40.75 |
40.25 |
40.37 |
-0.42 |
4,976 |
26,440 |
+714 |
Jul05 |
040908 |
40.00 |
40.00 |
40.00 |
40.00 |
-0.42 |
72 |
9,929 |
-39 |
Aug05 |
040908 |
39.68 |
39.68 |
39.68 |
39.68 |
-0.42 |
100 |
6,898 |
+185 |
Sep05 |
040908 |
39.41 |
39.41 |
39.41 |
39.41 |
-0.42 |
350 |
10,384 |
-6 |
Oct05 |
040908 |
39.15 |
39.15 |
39.15 |
39.15 |
-0.42 |
185 |
4,557 |
+10 |
Nov05 |
040908 |
38.89 |
38.89 |
38.89 |
38.89 |
-0.42 |
5 |
5,538 |
-12 |
Dec05 |
040908 |
38.90 |
39.00 |
38.64 |
38.64 |
-0.42 |
2,496 |
41,172 |
-122 |
Jan06 |
040908 |
38.33 |
38.33 |
38.33 |
38.33 |
-0.42 |
0 |
5,761 |
+0 |
Total Volume and Open Interest |
157,824 |
693,750 |
-1,126 |
Heating Oil(NYM) |
Oct04 |
040908 |
116.20 |
118.40 |
114.50 |
116.12 |
-0.24 |
22,519 |
59,194 |
-2,787 |
Nov04 |
040908 |
117.75 |
119.40 |
115.60 |
117.26 |
-0.29 |
6,774 |
33,510 |
+4,066 |
Dec04 |
040908 |
118.60 |
120.20 |
116.90 |
118.06 |
-0.34 |
4,126 |
30,405 |
+212 |
Jan05 |
040908 |
119.60 |
120.50 |
117.90 |
118.46 |
-0.39 |
1,135 |
15,637 |
-15 |
Feb05 |
040908 |
119.70 |
120.20 |
117.00 |
117.66 |
-0.44 |
314 |
15,768 |
+2 |
Mar05 |
040908 |
116.40 |
116.40 |
114.00 |
114.86 |
-0.49 |
1,287 |
14,478 |
+498 |
Apr05 |
040908 |
112.00 |
112.00 |
111.01 |
111.01 |
-0.49 |
285 |
3,369 |
+148 |
May05 |
040908 |
108.00 |
108.00 |
107.31 |
107.31 |
-0.49 |
12 |
3,015 |
+56 |
Jun05 |
040908 |
105.60 |
105.60 |
104.91 |
104.91 |
-0.54 |
166 |
4,722 |
-436 |
Jul05 |
040908 |
104.11 |
104.11 |
104.11 |
104.11 |
-0.59 |
10 |
5,713 |
-5 |
Aug05 |
040908 |
104.16 |
104.16 |
104.16 |
104.16 |
-0.64 |
11 |
635 |
-7 |
Sep05 |
040908 |
104.66 |
104.66 |
104.66 |
104.66 |
-0.64 |
10 |
1,775 |
+388 |
Total Volume and Open Interest |
36,679 |
198,869 |
+2,084 |
Unleaded Gas(NYM) |
Oct04 |
040908 |
118.50 |
120.00 |
116.30 |
118.17 |
+0.25 |
25,398 |
53,665 |
-1,476 |
Nov04 |
040908 |
117.70 |
118.60 |
115.50 |
117.18 |
+0.32 |
7,777 |
24,711 |
+232 |
Dec04 |
040908 |
115.40 |
116.50 |
114.00 |
115.58 |
+0.22 |
3,311 |
18,534 |
+662 |
Jan05 |
040908 |
116.40 |
116.50 |
115.60 |
115.60 |
+0.19 |
1,184 |
8,904 |
+357 |
Feb05 |
040908 |
116.80 |
116.80 |
116.15 |
116.15 |
+0.19 |
175 |
7,011 |
-112 |
Mar05 |
040908 |
117.40 |
117.40 |
116.75 |
116.75 |
+0.19 |
17 |
2,760 |
+30 |
Apr05 |
040908 |
124.00 |
124.00 |
123.35 |
123.35 |
+0.19 |
154 |
9,122 |
+134 |
May05 |
040908 |
123.05 |
123.05 |
123.05 |
123.05 |
+0.19 |
0 |
8,723 |
+500 |
Jun05 |
040908 |
122.15 |
122.15 |
122.15 |
122.15 |
+0.19 |
32 |
2,968 |
+0 |
Jul05 |
040908 |
120.25 |
120.25 |
120.25 |
120.25 |
+0.19 |
0 |
2,008 |
+0 |
Aug05 |
040908 |
117.60 |
117.60 |
117.60 |
117.60 |
+0.19 |
0 |
1,085 |
+0 |
Sep05 |
040908 |
114.60 |
114.60 |
114.60 |
114.60 |
+0.19 |
0 |
50 |
+0 |
Total Volume and Open Interest |
38,048 |
139,541 |
+327 |
Natural Gas(NYM) |
Oct04 |
040908 |
4.830 |
4.880 |
4.620 |
4.631 |
-0.159 |
23,803 |
72,442 |
+208 |
Nov04 |
040908 |
5.670 |
5.725 |
5.520 |
5.521 |
-0.119 |
9,255 |
37,733 |
+809 |
Dec04 |
040908 |
6.340 |
6.380 |
6.220 |
6.241 |
-0.051 |
5,558 |
33,253 |
+16 |
Jan05 |
040908 |
6.680 |
6.710 |
6.560 |
6.571 |
-0.056 |
3,631 |
33,282 |
+1,158 |
Feb05 |
040908 |
6.720 |
6.740 |
6.600 |
6.601 |
-0.051 |
1,568 |
20,142 |
-39 |
Mar05 |
040908 |
6.620 |
6.620 |
6.496 |
6.496 |
-0.046 |
1,674 |
22,673 |
-227 |
Apr05 |
040908 |
6.100 |
6.100 |
6.010 |
6.011 |
-0.026 |
888 |
15,052 |
+8 |
May05 |
040908 |
5.980 |
5.980 |
5.896 |
5.896 |
-0.026 |
159 |
11,455 |
+21 |
Jun05 |
040908 |
6.000 |
6.000 |
5.919 |
5.919 |
-0.026 |
326 |
10,260 |
+308 |
Jul05 |
040908 |
6.020 |
6.060 |
5.951 |
5.951 |
-0.026 |
160 |
12,474 |
-120 |
Aug05 |
040908 |
6.050 |
6.070 |
5.971 |
5.971 |
-0.026 |
102 |
9,388 |
+99 |
Sep05 |
040908 |
6.040 |
6.040 |
5.957 |
5.957 |
-0.030 |
92 |
9,581 |
+127 |
Oct05 |
040908 |
6.070 |
6.070 |
5.992 |
5.992 |
-0.030 |
322 |
11,619 |
+91 |
Nov05 |
040908 |
6.300 |
6.300 |
6.232 |
6.232 |
-0.030 |
31 |
7,864 |
+18 |
Dec05 |
040908 |
6.520 |
6.520 |
6.445 |
6.445 |
-0.030 |
297 |
8,754 |
+138 |
Jan06 |
040908 |
6.630 |
6.630 |
6.580 |
6.580 |
-0.030 |
463 |
9,009 |
-127 |
Total Volume and Open Interest |
48,739 |
396,385 |
+2,411 |
Brent Crude Oil(IPE) |
Oct04 |
040908 |
40.50 |
41.10 |
40.06 |
40.39 |
-0.37 |
42,153 |
60,314 |
+60,314 |
Nov04 |
040908 |
40.40 |
40.85 |
39.95 |
40.16 |
-0.45 |
36,628 |
73,122 |
+73,122 |
Dec04 |
040908 |
40.06 |
40.53 |
39.70 |
39.91 |
-0.40 |
23,394 |
49,616 |
+49,616 |
Jan05 |
040908 |
39.70 |
40.08 |
39.35 |
39.56 |
-0.39 |
5,288 |
18,490 |
+18,490 |
Feb05 |
040908 |
39.35 |
39.70 |
39.00 |
39.21 |
-0.38 |
975 |
9,279 |
+9,279 |
Mar05 |
040908 |
39.00 |
39.28 |
38.87 |
38.87 |
-0.37 |
1,260 |
14,145 |
+14,145 |
Apr05 |
040908 |
38.67 |
39.04 |
38.53 |
38.53 |
-0.36 |
1,150 |
11,462 |
+11,462 |
May05 |
040908 |
38.70 |
38.70 |
37.95 |
38.20 |
-0.35 |
0 |
1,993 |
+1,993 |
Jun05 |
040908 |
38.20 |
38.31 |
37.70 |
37.87 |
-0.35 |
3,013 |
22,803 |
+22,803 |
Jul05 |
040908 |
37.85 |
37.90 |
37.56 |
37.56 |
-0.34 |
0 |
2,176 |
+2,176 |
Aug05 |
040908 |
37.26 |
37.26 |
37.26 |
37.26 |
-0.34 |
0 |
1,907 |
+1,907 |
Sep05 |
040908 |
36.97 |
36.97 |
36.97 |
36.97 |
-0.33 |
605 |
3,822 |
+3,822 |
Total Volume and Open Interest |
119,042 |
343,888 |
+343,888 |
Gas Oil(IPE) |
Sep04 |
040908 |
373.00 |
379.00 |
371.75 |
377.50 |
+4.00 |
12,319 |
20,558 |
+20,558 |
Oct04 |
040908 |
370.50 |
376.75 |
368.75 |
374.25 |
+3.75 |
16,541 |
54,004 |
+54,004 |
Nov04 |
040908 |
367.25 |
372.00 |
364.50 |
369.25 |
+2.50 |
4,420 |
21,640 |
+21,640 |
Dec04 |
040908 |
361.75 |
366.00 |
360.00 |
363.75 |
+2.25 |
3,793 |
27,897 |
+27,897 |
Jan05 |
040908 |
356.75 |
361.25 |
354.75 |
358.25 |
+1.75 |
32 |
9,817 |
+9,817 |
Feb05 |
040908 |
354.75 |
354.75 |
352.75 |
352.75 |
+1.75 |
10 |
3,213 |
+3,213 |
Mar05 |
040908 |
345.00 |
346.75 |
345.00 |
346.75 |
+1.50 |
400 |
4,425 |
+4,425 |
Apr05 |
040908 |
340.25 |
340.25 |
340.25 |
340.25 |
+1.25 |
0 |
1,940 |
+1,940 |
May05 |
040908 |
335.00 |
335.00 |
335.00 |
335.00 |
+1.50 |
0 |
1,350 |
+1,350 |
Jun05 |
040908 |
332.00 |
332.00 |
331.75 |
331.75 |
+1.75 |
650 |
8,753 |
+8,753 |
Total Volume and Open Interest |
39,320 |
172,734 |
+172,734 |
US Dollar Index(NYBOT) |
Sep04 |
040908 |
89.33 |
89.77 |
88.78 |
88.80 |
-0.44 |
6,861 |
7,989 |
-3,748 |
Dec04 |
040908 |
89.55 |
90.05 |
88.98 |
89.04 |
-0.45 |
9,392 |
6,115 |
+3,631 |
Mar05 |
040908 |
89.28 |
89.28 |
89.28 |
89.28 |
-0.40 |
2,020 |
2,256 |
+1,999 |
Total Volume and Open Interest |
18,273 |
16,372 |
+1,882 |
Australian Dollar(CME) |
Sep04 |
040908 |
68.90 |
69.82 |
68.80 |
69.61 |
+0.25 |
8,477 |
26,037 |
-6,157 |
Dec04 |
040908 |
68.29 |
69.16 |
68.18 |
69.00 |
+0.25 |
7,017 |
9,225 |
+6,428 |
Mar05 |
040908 |
68.20 |
68.45 |
68.20 |
68.45 |
+0.25 |
8 |
43 |
+6 |
Total Volume and Open Interest |
15,504 |
35,375 |
+279 |
British Pound(CME) |
Sep04 |
040908 |
177.22 |
179.02 |
177.16 |
178.82 |
+1.48 |
19,533 |
59,496 |
-15,885 |
Dec04 |
040908 |
175.87 |
177.66 |
175.76 |
177.50 |
+1.47 |
17,396 |
21,564 |
+16,825 |
Mar05 |
040908 |
176.30 |
176.30 |
176.30 |
176.30 |
+1.47 |
0 |
6 |
+0 |
Total Volume and Open Interest |
36,929 |
81,067 |
+940 |
Canadian Dollar(CME) |
Sep04 |
040908 |
77.34 |
77.60 |
77.25 |
77.53 |
-0.17 |
18,008 |
61,076 |
-12,178 |
Dec04 |
040908 |
77.24 |
77.50 |
77.14 |
77.42 |
-0.17 |
22,120 |
44,357 |
+31,067 |
Mar05 |
040908 |
77.30 |
77.34 |
77.08 |
77.33 |
-0.17 |
118 |
929 |
+0 |
Jun05 |
040908 |
77.03 |
77.24 |
77.03 |
77.24 |
-0.17 |
243 |
635 |
+69 |
Total Volume and Open Interest |
40,642 |
107,167 |
+19,054 |
Japanese Yen(CME) |
Sep04 |
040908 |
91.15 |
91.70 |
91.15 |
91.50 |
+0.02 |
34,883 |
62,785 |
-27,185 |
Dec04 |
040908 |
91.57 |
92.17 |
91.50 |
91.94 |
+0.02 |
38,353 |
43,675 |
+28,844 |
Mar05 |
040908 |
92.45 |
92.45 |
92.45 |
92.45 |
+0.02 |
0 |
75 |
+0 |
Total Volume and Open Interest |
73,236 |
106,537 |
+1,659 |
Swiss Franc(CME) |
Sep04 |
040908 |
78.27 |
79.39 |
78.20 |
79.37 |
+0.44 |
6,942 |
30,941 |
-4,546 |
Dec04 |
040908 |
78.49 |
79.65 |
78.41 |
79.61 |
+0.45 |
7,056 |
10,677 |
+6,078 |
Mar05 |
040908 |
78.71 |
79.87 |
78.71 |
79.87 |
+0.45 |
0 |
9 |
+0 |
Total Volume and Open Interest |
13,998 |
41,687 |
+1,532 |
EuroFX(CME) |
Sep04 |
040908 |
120.36 |
121.90 |
120.26 |
121.87 |
+0.80 |
15,265 |
141,311 |
-19,019 |
Dec04 |
040908 |
120.26 |
121.83 |
120.17 |
121.79 |
+0.80 |
13,527 |
26,937 |
+17,010 |
Mar05 |
040908 |
120.22 |
121.78 |
120.22 |
121.78 |
+0.80 |
44 |
472 |
+40 |
Total Volume and Open Interest |
28,837 |
168,870 |
-1,968 |
Mexican Peso(CME) |
Sep04 |
040908 |
8610.0 |
8630.0 |
8595.0 |
8615.0 |
-2.0 |
12,796 |
44,546 |
-7,634 |
Dec04 |
040908 |
8480.0 |
8500.0 |
8455.0 |
8485.0 |
-2.0 |
9,412 |
18,250 |
+3,487 |
Total Volume and Open Interest |
22,238 |
63,521 |
-4,158 |
30-Year T-Bonds(CBOT) |
Sep04 |
040908 |
111~15 |
112~18 |
110~29 |
112~14 |
+0~31 |
52,259 |
154,800 |
-37,663 |
Dec04 |
040908 |
110~09 |
111~11 |
109~21 |
111~08 |
+0~31 |
202,942 |
444,132 |
+26,603 |
Mar05 |
040908 |
108~23 |
110~05 |
108~23 |
110~05 |
+0~31 |
140 |
250 |
-6 |
Total Volume and Open Interest |
255,341 |
599,269 |
-11,066 |
Municipal Bonds(CBOT) |
Sep04 |
040908 |
102~26 |
103~24 |
102~26 |
103~24 |
+0~24 |
106 |
2,180 |
-166 |
Dec04 |
040908 |
101~29 |
102~26 |
101~29 |
102~26 |
+0~26 |
116 |
698 |
+21 |
Total Volume and Open Interest |
222 |
2,878 |
-145 |
10-Year T-Notes(CBOT) |
Sep04 |
040908 |
112~255 |
113~145 |
112~135 |
113~135 |
+0~215 |
135,534 |
228,675 |
-101,480 |
Dec04 |
040908 |
111~185 |
112~105 |
111~070 |
112~090 |
+0~225 |
543,713 |
1,210,138 |
+82,425 |
Total Volume and Open Interest |
679,550 |
1,440,651 |
-18,776 |
5-Year T-Notes(CBOT) |
Sep04 |
040908 |
110~280 |
111~140 |
110~245 |
111~135 |
+0~155 |
55,062 |
0 |
-321,984 |
Dec04 |
040908 |
110~000 |
110~210 |
109~290 |
110~205 |
+0~170 |
239,392 |
0 |
-898,020 |
Mar05 |
040908 |
109~155 |
109~155 |
109~155 |
109~155 |
+0~190 |
0 |
1 |
+0 |
Total Volume and Open Interest |
294,454 |
1 |
-1,220,004 |
2 Year T-Notes(CBOT) |
Sep04 |
040908 |
105~124 |
106~025 |
105~120 |
106~025 |
+0~024 |
6,173 |
64,027 |
-20,853 |
Dec04 |
040908 |
105~064 |
105~096 |
105~060 |
105~096 |
+0~028 |
10,155 |
154,631 |
+4,159 |
Total Volume and Open Interest |
16,328 |
218,658 |
-16,694 |
Eurodollars(CME) |
Sep04 |
040908 |
98.085 |
98.107 |
98.085 |
98.105 |
+0.015 |
42,765 |
832,200 |
-27,205 |
Dec04 |
040908 |
97.680 |
97.750 |
97.665 |
97.745 |
+0.050 |
56,689 |
867,265 |
-21,238 |
Mar05 |
040908 |
97.370 |
97.495 |
97.350 |
97.490 |
+0.095 |
44,785 |
839,974 |
-14,462 |
Jun05 |
040908 |
97.100 |
97.260 |
97.080 |
97.250 |
+0.125 |
54,905 |
816,808 |
-34,047 |
Sep05 |
040908 |
96.835 |
97.020 |
96.815 |
97.010 |
+0.140 |
42,391 |
651,068 |
-7,471 |
Dec05 |
040908 |
96.585 |
96.765 |
96.560 |
96.760 |
+0.140 |
32,794 |
453,080 |
+11,366 |
Mar06 |
040908 |
96.380 |
96.565 |
96.365 |
96.560 |
+0.150 |
15,588 |
408,113 |
+5,259 |
Jun06 |
040908 |
96.190 |
96.375 |
96.170 |
96.370 |
+0.150 |
13,677 |
250,900 |
+2,232 |
Sep06 |
040908 |
96.040 |
96.200 |
96.010 |
96.200 |
+0.140 |
17,971 |
230,572 |
+6,879 |
Dec06 |
040908 |
95.870 |
96.025 |
95.855 |
96.025 |
+0.135 |
13,654 |
169,722 |
+4,142 |
Mar07 |
040908 |
95.725 |
95.895 |
95.715 |
95.880 |
+0.135 |
15,463 |
152,803 |
+2,750 |
Jun07 |
040908 |
95.595 |
95.740 |
95.585 |
95.740 |
+0.135 |
11,233 |
126,303 |
+3,060 |
Total Volume and Open Interest |
406,110 |
6,393,530 |
-50,105 |
3-Mth Euro-Yen(CME) |
Sep04 |
040908 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
7 |
6,118 |
-97 |
Dec04 |
040908 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
3 |
6,439 |
-4 |
Mar05 |
040908 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
50 |
7,107 |
-3 |
Jun05 |
040908 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.01 |
291 |
10,840 |
+189 |
Sep05 |
040908 |
99.72 |
99.72 |
99.72 |
99.72 |
-0.01 |
105 |
10,757 |
+3,743 |
Dec05 |
040908 |
99.62 |
99.63 |
99.62 |
99.63 |
unch |
250 |
4,622 |
-67 |
Mar06 |
040908 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
14 |
6,161 |
-1,490 |
Jun06 |
040908 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
14 |
2,296 |
+9 |
Sep06 |
040908 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.01 |
0 |
1,704 |
+0 |
Dec06 |
040908 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
0 |
657 |
+0 |
Total Volume and Open Interest |
734 |
57,643 |
+2,280 |
3-Mth Euro-Yen(SIMEX) |
Dec04 |
040908 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,616 |
59,059 |
-837 |
Mar05 |
040908 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
814 |
67,202 |
-453 |
Jun05 |
040908 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.01 |
414 |
64,840 |
-321 |
Sep05 |
040908 |
99.73 |
99.73 |
99.72 |
99.72 |
-0.01 |
909 |
41,707 |
-3,911 |
Dec05 |
040908 |
99.63 |
99.63 |
99.62 |
99.63 |
unch |
1,608 |
31,464 |
+121 |
Mar06 |
040908 |
99.52 |
99.52 |
99.51 |
99.51 |
-0.01 |
647 |
32,359 |
-664 |
Jun06 |
040908 |
99.40 |
99.40 |
99.39 |
99.39 |
-0.01 |
565 |
16,601 |
+291 |
Sep06 |
040908 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.01 |
70 |
5,041 |
-70 |
Total Volume and Open Interest |
6,835 |
374,951 |
+374,951 |
German Euro-Bund(EUREX) |
Sep04 |
040908 |
115.20 |
115.22 |
115.02 |
115.06 |
+115.06 |
1,134,571 |
15,306 |
+15,306 |
Dec04 |
040908 |
114.24 |
114.39 |
113.91 |
114.37 |
+114.37 |
961,968 |
969,504 |
+969,504 |
Mar05 |
040908 |
113.34 |
113.62 |
113.27 |
113.62 |
+113.62 |
3,633 |
16 |
+16 |
Total Volume and Open Interest |
2,100,172 |
984,826 |
+984,826 |
German Euro-Bobl(EUREX) |
Sep04 |
040908 |
111.46 |
111.49 |
111.35 |
111.40 |
+111.40 |
740,435 |
16,963 |
+16,963 |
Dec04 |
040908 |
110.57 |
110.71 |
110.35 |
110.70 |
+110.70 |
743,536 |
636,581 |
+636,581 |
Mar05 |
040908 |
110.21 |
110.21 |
110.21 |
110.21 |
+110.21 |
7,012 |
2 |
+2 |
Total Volume and Open Interest |
1,490,983 |
653,546 |
+653,546 |
Long Gilt(LIFFE) |
Sep04 |
040908 |
106~25 |
106~29 |
106~21 |
106~29 |
+106~29 |
18,096 |
24,045 |
+24,045 |
Dec04 |
040908 |
106~19 |
106~23 |
106~11 |
106~20 |
+106~20 |
55,387 |
202,285 |
+202,285 |
Total Volume and Open Interest |
73,483 |
226,330 |
+226,330 |
3-Mth Short Sterling(LIFFE) |
Sep04 |
040908 |
95.04 |
95.05 |
95.04 |
95.05 |
+95.05 |
19,193 |
169,214 |
+169,214 |
Dec04 |
040908 |
94.92 |
94.93 |
94.89 |
94.91 |
+94.91 |
40,103 |
263,573 |
+263,573 |
Mar05 |
040908 |
94.85 |
94.86 |
94.81 |
94.84 |
+94.84 |
40,820 |
198,609 |
+198,609 |
Total Volume and Open Interest |
164,597 |
1,242,114 |
+1,242,114 |
3-Mth Euribor(LIFFE) |
Sep04 |
040908 |
97.880 |
97.885 |
97.875 |
97.880 |
+97.880 |
27,122 |
416,808 |
+416,808 |
Dec04 |
040908 |
97.705 |
97.730 |
97.695 |
97.715 |
+97.715 |
127,864 |
553,755 |
+553,755 |
Mar05 |
040908 |
97.520 |
97.545 |
97.485 |
97.520 |
+97.520 |
174,105 |
515,449 |
+515,449 |
Total Volume and Open Interest |
788,188 |
2,948,084 |
+2,948,084 |
3-Mth Aus T-Bills(SFE) |
Sep04 |
040908 |
94.52 |
94.55 |
94.52 |
94.54 |
+0.01 |
9,854 |
62,258 |
-10,117 |
Dec04 |
040908 |
94.46 |
94.49 |
94.44 |
94.48 |
+0.02 |
48,297 |
184,403 |
-31,754 |
Mar05 |
040908 |
94.40 |
94.42 |
94.39 |
94.42 |
+0.02 |
15,502 |
89,047 |
-6,659 |
Jun05 |
040908 |
94.36 |
94.37 |
94.36 |
94.37 |
+0.02 |
2,104 |
41,606 |
+19 |
Sep05 |
040908 |
94.32 |
94.34 |
94.32 |
94.33 |
+0.03 |
744 |
25,226 |
+194 |
Dec05 |
040908 |
94.27 |
94.28 |
94.27 |
94.28 |
+0.02 |
217 |
15,800 |
-861 |
Mar06 |
040908 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.04 |
147 |
11,024 |
-305 |
Jun06 |
040908 |
94.19 |
94.19 |
94.19 |
94.19 |
+0.04 |
828 |
8,318 |
+118 |
Sep06 |
040908 |
94.13 |
94.14 |
94.13 |
94.14 |
+0.05 |
405 |
2,934 |
+5 |
Dec06 |
040908 |
94.08 |
94.08 |
94.08 |
94.08 |
+0.04 |
574 |
2,990 |
+275 |
Total Volume and Open Interest |
79,246 |
448,076 |
+448,076 |
10-Year Aus T-Bonds(SFE) |
Sep04 |
040908 |
94.45 |
94.47 |
94.44 |
94.46 |
+0.03 |
27,962 |
211,740 |
-9,677 |
Dec04 |
040908 |
94.39 |
94.41 |
94.39 |
94.41 |
+0.05 |
8,095 |
8,588 |
+6,754 |
Total Volume and Open Interest |
88,074 |
396,427 |
+396,427 |
3-Year Aus T-Bonds(SFE) |
Sep04 |
040908 |
94.59 |
94.63 |
94.58 |
94.61 |
+0.02 |
68,043 |
377,735 |
-81,593 |
Dec04 |
040908 |
94.55 |
94.59 |
94.55 |
94.58 |
+0.02 |
3,366 |
18,692 |
+1,976 |
Total Volume and Open Interest |
71,409 |
396,427 |
+396,427 |
Gold(CMX) |
Oct04 |
040908 |
396.0 |
400.5 |
395.4 |
399.9 |
+2.0 |
4,370 |
21,929 |
+525 |
Dec04 |
040908 |
397.7 |
402.3 |
396.9 |
401.4 |
+2.0 |
56,530 |
176,632 |
-17,811 |
Feb05 |
040908 |
399.5 |
403.5 |
398.7 |
402.9 |
+2.0 |
2,021 |
10,420 |
+1,102 |
Apr05 |
040908 |
401.0 |
405.3 |
401.0 |
404.5 |
+2.0 |
727 |
4,386 |
-356 |
Jun05 |
040908 |
402.5 |
407.0 |
402.5 |
406.3 |
+2.0 |
354 |
12,364 |
+155 |
Aug05 |
040908 |
404.5 |
408.1 |
404.5 |
408.1 |
+2.0 |
0 |
6,758 |
+0 |
Oct05 |
040908 |
410.0 |
410.0 |
410.0 |
410.0 |
+2.0 |
5 |
677 |
+0 |
Dec05 |
040908 |
409.0 |
412.5 |
408.0 |
411.9 |
+2.0 |
81 |
7,160 |
+18 |
Feb06 |
040908 |
414.1 |
414.1 |
414.1 |
414.1 |
+2.0 |
0 |
844 |
+1 |
Apr06 |
040908 |
416.3 |
416.3 |
416.3 |
416.3 |
+2.0 |
0 |
486 |
+1 |
Jun06 |
040908 |
418.5 |
418.5 |
418.5 |
418.5 |
+2.0 |
37 |
8,024 |
+1 |
Total Volume and Open Interest |
64,186 |
256,711 |
-16,336 |
Silver(CMX) |
Sep04 |
040908 |
621.0 |
624.0 |
610.0 |
617.8 |
-2.1 |
365 |
305 |
-1,331 |
Dec04 |
040908 |
620.0 |
627.0 |
610.0 |
621.2 |
-2.3 |
30,338 |
71,341 |
-6,653 |
Mar05 |
040908 |
619.0 |
628.5 |
614.0 |
624.8 |
-2.3 |
391 |
7,199 |
+79 |
May05 |
040908 |
614.0 |
627.4 |
614.0 |
627.4 |
-2.3 |
155 |
1,571 |
+96 |
Jul05 |
040908 |
623.0 |
630.1 |
623.0 |
630.1 |
-2.3 |
72 |
1,729 |
-15 |
Sep05 |
040908 |
632.5 |
632.5 |
632.5 |
632.5 |
-2.3 |
0 |
518 |
+0 |
Dec05 |
040908 |
632.0 |
635.7 |
628.0 |
635.7 |
-2.3 |
179 |
2,910 |
-18 |
Total Volume and Open Interest |
31,623 |
87,139 |
-7,823 |
Platinum(NYM) |
Oct04 |
040908 |
837.0 |
846.8 |
828.0 |
846.4 |
+1.1 |
1,157 |
5,800 |
-547 |
Jan05 |
040908 |
835.0 |
840.0 |
827.1 |
839.4 |
+0.6 |
210 |
357 |
+195 |
Total Volume and Open Interest |
1,367 |
6,157 |
-352 |
Palladium(NYME) |
Sep04 |
040908 |
205.00 |
206.75 |
205.00 |
206.75 |
+1.05 |
4 |
369 |
-54 |
Dec04 |
040908 |
207.50 |
209.00 |
205.00 |
208.25 |
+0.75 |
585 |
8,386 |
-16 |
Mar05 |
040908 |
210.25 |
210.25 |
210.25 |
210.25 |
+0.75 |
0 |
31 |
+0 |
Total Volume and Open Interest |
589 |
8,786 |
-70 |
Copper(CMX) |
Sep04 |
040908 |
125.50 |
126.10 |
124.30 |
125.75 |
-1.55 |
990 |
4,468 |
-796 |
Dec04 |
040908 |
125.70 |
126.20 |
124.10 |
125.65 |
-1.55 |
10,998 |
49,459 |
+245 |
Mar05 |
040908 |
121.60 |
122.30 |
120.60 |
122.05 |
-1.25 |
654 |
4,746 |
+547 |
May05 |
040908 |
119.35 |
119.35 |
119.35 |
119.35 |
-1.25 |
167 |
895 |
+285 |
Jul05 |
040908 |
116.65 |
116.65 |
116.65 |
116.65 |
-1.25 |
275 |
1,346 |
+275 |
Total Volume and Open Interest |
13,595 |
72,214 |
+323 |
DJIA Index(CBOT) |
Sep04 |
040908 |
10330 |
10358 |
10301 |
10327 |
-15 |
7,675 |
39,709 |
-84 |
Dec04 |
040908 |
10325 |
10355 |
10300 |
10326 |
-14 |
1,171 |
3,018 |
+956 |
Mar05 |
040908 |
10326 |
10326 |
10326 |
10326 |
-14 |
15 |
22 |
+21 |
Total Volume and Open Interest |
8,861 |
42,750 |
+893 |
S & P 500(CME) |
Sep04 |
040908 |
1119.30 |
1123.40 |
1116.10 |
1118.70 |
-3.50 |
106,629 |
463,497 |
-29,350 |
Dec04 |
040908 |
1120.20 |
1123.90 |
1116.70 |
1119.30 |
-3.50 |
63,120 |
168,947 |
+53,789 |
Mar05 |
040908 |
1122.00 |
1122.00 |
1120.30 |
1120.30 |
-3.70 |
505 |
9,337 |
+50 |
Jun05 |
040908 |
1122.60 |
1122.60 |
1122.60 |
1122.60 |
-3.90 |
8 |
563 |
+0 |
Total Volume and Open Interest |
170,262 |
642,406 |
+24,489 |
S & P 500 E-Mini(Globex) |
Sep04 |
040908 |
1122.00 |
1123.50 |
1116.00 |
1118.75 |
-3.50 |
657,022 |
708,398 |
+13,003 |
Dec04 |
040908 |
1122.50 |
1124.00 |
1116.75 |
1119.25 |
-3.50 |
23,336 |
103,802 |
+17,984 |
Total Volume and Open Interest |
680,358 |
812,200 |
+30,987 |
NASDAQ 100(CME) |
Sep04 |
040908 |
1380.50 |
1395.00 |
1374.00 |
1380.50 |
-3.50 |
11,232 |
74,118 |
+402 |
Dec04 |
040908 |
1385.00 |
1392.00 |
1380.50 |
1385.50 |
-3.50 |
1,706 |
6,034 |
+1,547 |
Mar05 |
040908 |
1390.50 |
1390.50 |
1390.50 |
1390.50 |
-3.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
12,938 |
80,156 |
+1,949 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep04 |
040908 |
1384.0 |
1395.0 |
1374.0 |
1380.5 |
+1380.5 |
301,303 |
281,070 |
+281,070 |
Dec04 |
040908 |
1388.0 |
1400.0 |
1379.5 |
1385.5 |
+1385.5 |
3,720 |
10,723 |
+10,723 |
Total Volume and Open Interest |
305,023 |
291,793 |
+291,793 |
S & P Midcap 400(CME) |
Sep04 |
040908 |
586.00 |
588.00 |
582.00 |
584.50 |
-4.25 |
705 |
14,110 |
-135 |
Dec04 |
040908 |
588.00 |
588.00 |
583.75 |
585.45 |
-4.20 |
455 |
809 |
+533 |
Mar05 |
040908 |
585.45 |
585.45 |
585.45 |
585.45 |
-4.20 |
|
|
|
Total Volume and Open Interest |
1,160 |
14,919 |
+398 |
Russell 2000(CME) |
Sep04 |
040908 |
560.25 |
566.25 |
557.25 |
559.25 |
+559.25 |
5,313 |
33,611 |
+33,611 |
Dec04 |
040908 |
560.90 |
565.00 |
557.25 |
558.80 |
+558.80 |
3,325 |
4,103 |
+4,103 |
Mar05 |
040908 |
559.25 |
559.25 |
559.25 |
559.25 |
+3.20 |
|
|
|
Total Volume and Open Interest |
1,910 |
|
|
Value Line(KCBT) |
Sep04 |
040908 |
1558.75 |
1558.75 |
1546.00 |
1546.00 |
-12.00 |
2 |
56 |
-3 |
Total Volume and Open Interest |
2 |
57 |
-3 |
Nikkei 225(CME) |
Sep04 |
040908 |
11295 |
11325 |
11245 |
11260 |
-95 |
12,664 |
26,041 |
+26,041 |
Dec04 |
040908 |
11265 |
11310 |
11240 |
11240 |
-95 |
10,154 |
10,235 |
+10,235 |
Total Volume and Open Interest |
22,818 |
36,279 |
+36,279 |
Nikkei 225(SIMEX) |
Sep04 |
040908 |
11330 |
11360 |
11265 |
11285 |
-30 |
63,515 |
127,450 |
-17,368 |
Dec04 |
040908 |
11300 |
11340 |
11235 |
11250 |
-25 |
44,491 |
47,915 |
+35,994 |
Mar05 |
040908 |
11250 |
11250 |
11250 |
11250 |
-25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
108,006 |
175,368 |
+175,368 |
CAC 40(MATIF) |
Sep04 |
040908 |
3692.0 |
3696.5 |
3674.5 |
3679.0 |
+10.5 |
45,414 |
409,867 |
+3,738 |
Oct04 |
040908 |
3681.0 |
3693.5 |
3681.0 |
3682.0 |
+10.5 |
83 |
1,827 |
+50 |
Nov04 |
040908 |
3689.0 |
3689.0 |
3689.0 |
3689.0 |
+10.5 |
|
|
|
Total Volume and Open Interest |
45,499 |
432,576 |
+3,788 |
DAX Index(EUREX) |
Sep04 |
040908 |
3891.5 |
3901.5 |
3860.5 |
3882.5 |
-18.0 |
97,487 |
144,801 |
-5,414 |
Dec04 |
040908 |
3913.5 |
3921.0 |
3883.5 |
3903.0 |
-18.0 |
5,509 |
11,780 |
+3,577 |
Mar05 |
040908 |
3935.0 |
3942.5 |
3906.5 |
3925.5 |
-18.0 |
1,014 |
7,846 |
+193 |
Total Volume and Open Interest |
104,010 |
164,427 |
-1,644 |
FT-SE 100(LIFFE) |
Sep04 |
040908 |
4567.50 |
4578.50 |
4470.00 |
4558.00 |
-12.50 |
72,568 |
448,827 |
+448,827 |
Dec04 |
040908 |
4608.00 |
4611.50 |
4587.50 |
4590.50 |
-13.00 |
26,441 |
71,089 |
+71,089 |
Mar05 |
040908 |
4597.00 |
4597.00 |
4597.00 |
4597.00 |
-12.50 |
0 |
10,485 |
+10,485 |
Total Volume and Open Interest |
99,009 |
536,660 |
+536,660 |
SPI 200(SFE) |
Sep04 |
040908 |
3596.0 |
3600.0 |
3582.0 |
3591.0 |
-3.0 |
19,069 |
150,083 |
-1,671 |
Dec04 |
040908 |
3605.0 |
3608.0 |
3592.0 |
3599.0 |
-3.0 |
12,136 |
22,567 |
+10,369 |
Mar05 |
040908 |
3602.0 |
3609.0 |
3602.0 |
3609.0 |
-2.0 |
2 |
2,483 |
+2 |
Total Volume and Open Interest |
31,207 |
179,544 |
+179,544 |
GSCI(CME) |
Sep04 |
040908 |
297.00 |
298.20 |
293.90 |
294.85 |
-2.15 |
113 |
18,783 |
+3 |
Oct04 |
040908 |
303.60 |
303.60 |
299.00 |
299.80 |
-2.50 |
4 |
337 |
-10 |
Nov04 |
040908 |
302.00 |
302.00 |
302.00 |
302.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
117 |
19,120 |
-7 |
Reuters CRB Index(NYBOT) |
Nov04 |
040908 |
271.00 |
273.40 |
271.00 |
272.90 |
-0.10 |
56 |
222 |
+5 |
Jan05 |
040908 |
272.90 |
272.90 |
272.90 |
272.90 |
-0.10 |
0 |
206 |
+0 |
Feb05 |
040908 |
271.50 |
271.50 |
270.90 |
270.90 |
-0.10 |
0 |
2 |
-1 |
Total Volume and Open Interest |
56 |
530 |
+4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|