|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon September 13, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep04 |
040913 |
564.00 |
564.00 |
556.00 |
561.00 |
-2.00 |
597 |
858 |
-20 |
| Nov04 |
040913 |
566.00 |
572.25 |
563.50 |
571.00 |
-1.00 |
52,071 |
126,538 |
+508 |
| Jan05 |
040913 |
574.00 |
580.00 |
571.00 |
579.00 |
-1.50 |
4,861 |
19,511 |
+1,099 |
| Mar05 |
040913 |
580.50 |
586.50 |
579.00 |
586.00 |
-1.50 |
2,370 |
13,176 |
+323 |
| May05 |
040913 |
587.00 |
592.00 |
584.50 |
591.00 |
-2.50 |
2,050 |
11,317 |
+163 |
| Jul05 |
040913 |
593.00 |
596.50 |
588.50 |
595.00 |
-3.00 |
1,623 |
6,034 |
+400 |
| Aug05 |
040913 |
593.00 |
593.00 |
591.00 |
593.00 |
-3.00 |
0 |
192 |
+0 |
| Total Volume and Open Interest |
63,870 |
181,309 |
+2,635 |
| Soybean Meal(CBOT) |
| Sep04 |
040913 |
170.50 |
172.50 |
170.00 |
172.20 |
+1.90 |
2,273 |
1,885 |
-1,010 |
| Oct04 |
040913 |
165.00 |
166.80 |
164.00 |
166.40 |
+0.10 |
5,980 |
22,309 |
+1,262 |
| Dec04 |
040913 |
166.50 |
168.50 |
165.50 |
167.80 |
unch |
12,550 |
56,158 |
+986 |
| Jan05 |
040913 |
168.00 |
169.80 |
167.00 |
169.20 |
-0.10 |
1,868 |
11,834 |
+81 |
| Mar05 |
040913 |
171.80 |
173.00 |
170.50 |
172.40 |
-0.40 |
1,687 |
9,936 |
+343 |
| May05 |
040913 |
175.50 |
175.50 |
173.50 |
175.30 |
-0.50 |
1,371 |
12,729 |
+86 |
| Jul05 |
040913 |
178.80 |
178.80 |
176.70 |
178.50 |
-0.30 |
936 |
11,435 |
+146 |
| Aug05 |
040913 |
179.00 |
179.00 |
177.00 |
178.10 |
-0.90 |
82 |
3,901 |
+49 |
| Total Volume and Open Interest |
26,899 |
136,230 |
+2,027 |
| Soybean Oil(CBOT) |
| Sep04 |
040913 |
24.50 |
24.55 |
24.18 |
24.29 |
-0.31 |
1,649 |
2,435 |
-935 |
| Oct04 |
040913 |
23.65 |
23.65 |
23.48 |
23.51 |
-0.27 |
5,483 |
21,975 |
+392 |
| Dec04 |
040913 |
23.20 |
23.27 |
23.06 |
23.15 |
-0.21 |
12,296 |
61,511 |
+176 |
| Jan05 |
040913 |
23.20 |
23.20 |
23.02 |
23.07 |
-0.23 |
1,063 |
11,544 |
+304 |
| Mar05 |
040913 |
23.08 |
23.15 |
22.90 |
22.93 |
-0.32 |
1,689 |
12,338 |
+541 |
| May05 |
040913 |
23.05 |
23.10 |
22.80 |
22.85 |
-0.25 |
1,018 |
8,023 |
+143 |
| Jul05 |
040913 |
23.00 |
23.00 |
22.75 |
22.83 |
-0.17 |
980 |
7,458 |
+264 |
| Aug05 |
040913 |
22.68 |
22.68 |
22.68 |
22.68 |
-0.20 |
71 |
3,127 |
-29 |
| Total Volume and Open Interest |
24,481 |
133,057 |
+882 |
| Canola(WCE) |
| Sep04 |
040913 |
349.2 |
349.2 |
349.2 |
349.2 |
unch |
0 |
388 |
+0 |
| Nov04 |
040913 |
336.5 |
338.0 |
331.5 |
335.1 |
-1.8 |
6,953 |
38,981 |
+1,358 |
| Jan05 |
040913 |
341.0 |
341.5 |
337.5 |
339.8 |
-1.9 |
464 |
5,439 |
+218 |
| Mar05 |
040913 |
346.5 |
346.6 |
343.0 |
344.7 |
-0.3 |
12 |
3,816 |
+5 |
| May05 |
040913 |
347.5 |
347.5 |
347.5 |
347.5 |
-0.5 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
7,506 |
50,661 |
+1,614 |
| Corn(CBOT) |
| Sep04 |
040913 |
210.00 |
210.50 |
207.00 |
210.25 |
-0.50 |
1,186 |
2,384 |
-313 |
| Dec04 |
040913 |
220.75 |
221.25 |
218.75 |
220.50 |
-1.75 |
95,982 |
353,160 |
-1,030 |
| Mar05 |
040913 |
230.00 |
230.50 |
228.00 |
229.50 |
-1.75 |
13,232 |
85,141 |
+1,761 |
| May05 |
040913 |
236.25 |
236.25 |
234.25 |
235.75 |
-1.75 |
2,855 |
30,109 |
+978 |
| Jul05 |
040913 |
241.00 |
241.25 |
239.25 |
240.75 |
-1.50 |
4,554 |
34,056 |
+1,985 |
| Sep05 |
040913 |
245.00 |
245.50 |
244.50 |
245.00 |
-1.50 |
619 |
7,473 |
+410 |
| Total Volume and Open Interest |
119,850 |
530,355 |
+4,176 |
| Wheat(CBOT) |
| Sep04 |
040913 |
323.00 |
331.50 |
320.00 |
328.50 |
+5.50 |
995 |
461 |
-766 |
| Dec04 |
040913 |
331.00 |
339.50 |
329.00 |
336.25 |
+2.75 |
41,689 |
128,899 |
+1,594 |
| Mar05 |
040913 |
341.00 |
349.00 |
339.00 |
346.75 |
+3.50 |
3,090 |
20,680 |
+182 |
| May05 |
040913 |
345.00 |
352.00 |
343.50 |
350.50 |
+3.00 |
87 |
3,474 |
+33 |
| Jul05 |
040913 |
345.00 |
351.00 |
343.00 |
349.25 |
+1.75 |
414 |
5,407 |
+169 |
| Total Volume and Open Interest |
46,278 |
159,118 |
+1,213 |
| Wheat(KCBT) |
| Sep04 |
040913 |
348.50 |
354.00 |
348.50 |
354.00 |
+14.00 |
3 |
19 |
-8 |
| Dec04 |
040913 |
353.00 |
365.00 |
352.00 |
359.00 |
+2.75 |
14,081 |
54,024 |
-294 |
| Mar05 |
040913 |
360.50 |
370.50 |
360.00 |
366.25 |
+4.25 |
1,621 |
10,504 |
+604 |
| May05 |
040913 |
365.00 |
370.50 |
363.00 |
369.00 |
+2.00 |
156 |
2,658 |
+91 |
| Jul05 |
040913 |
363.00 |
370.00 |
362.00 |
370.00 |
+5.00 |
157 |
2,449 |
+54 |
| Total Volume and Open Interest |
16,018 |
69,695 |
+440 |
| Wheat(MGE) |
| Sep04 |
040913 |
385.00 |
385.00 |
385.00 |
385.00 |
+12.50 |
22 |
12 |
-31 |
| Dec04 |
040913 |
381.00 |
393.75 |
380.75 |
383.00 |
-0.25 |
7,129 |
23,030 |
+612 |
| Mar05 |
040913 |
390.00 |
399.00 |
386.00 |
387.75 |
-3.75 |
1,073 |
6,058 |
+315 |
| May05 |
040913 |
392.00 |
400.50 |
388.00 |
388.00 |
-9.00 |
152 |
1,842 |
+63 |
| Jul05 |
040913 |
391.00 |
391.00 |
387.00 |
387.00 |
-4.25 |
54 |
663 |
+48 |
| Total Volume and Open Interest |
8,446 |
31,736 |
+1,021 |
| Oats(CBOT) |
| Sep04 |
040913 |
155.00 |
160.50 |
155.00 |
160.00 |
+5.00 |
9 |
41 |
-9 |
| Dec04 |
040913 |
158.50 |
161.50 |
156.00 |
156.50 |
-3.00 |
1,864 |
5,699 |
-180 |
| Mar05 |
040913 |
165.50 |
167.75 |
163.00 |
163.00 |
-2.75 |
53 |
1,104 |
-3 |
| May05 |
040913 |
165.00 |
165.00 |
165.00 |
165.00 |
-3.00 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
1,926 |
6,951 |
-192 |
| Rough Rice(CBOT) |
| Sep04 |
040913 |
7.70 |
7.74 |
7.70 |
7.74 |
+0.14 |
49 |
60 |
-29 |
| Nov04 |
040913 |
7.63 |
7.80 |
7.60 |
7.73 |
+0.14 |
158 |
2,649 |
+1 |
| Jan05 |
040913 |
7.80 |
7.97 |
7.80 |
7.93 |
+0.15 |
23 |
681 |
+6 |
| Mar05 |
040913 |
8.00 |
8.12 |
8.00 |
8.12 |
+0.12 |
36 |
426 |
-6 |
| Total Volume and Open Interest |
266 |
3,843 |
-28 |
| Live Cattle(CME) |
| Oct04 |
040913 |
85.000 |
85.575 |
84.900 |
85.025 |
unch |
15,810 |
41,096 |
-5,469 |
| Dec04 |
040913 |
88.000 |
88.500 |
87.750 |
88.425 |
+0.325 |
12,853 |
37,211 |
+4,114 |
| Feb05 |
040913 |
88.700 |
89.250 |
88.500 |
89.075 |
+0.075 |
3,115 |
13,158 |
+400 |
| Apr05 |
040913 |
86.275 |
86.700 |
86.150 |
86.450 |
+0.050 |
421 |
5,254 |
-7 |
| Jun05 |
040913 |
82.700 |
83.150 |
82.700 |
82.975 |
+0.075 |
276 |
3,379 |
+121 |
| Aug05 |
040913 |
82.800 |
83.000 |
82.500 |
82.975 |
+0.050 |
129 |
1,688 |
+83 |
| Total Volume and Open Interest |
32,693 |
101,875 |
-671 |
| Feeder Cattle(CME) |
| Sep04 |
040913 |
112.400 |
113.100 |
112.350 |
113.000 |
+0.700 |
685 |
2,338 |
-80 |
| Oct04 |
040913 |
110.700 |
111.900 |
110.600 |
111.650 |
+1.325 |
2,181 |
6,031 |
-470 |
| Nov04 |
040913 |
109.500 |
110.400 |
109.450 |
110.325 |
+1.075 |
882 |
3,955 |
+619 |
| Jan05 |
040913 |
105.300 |
105.900 |
105.200 |
105.700 |
+0.600 |
260 |
2,043 |
+96 |
| Mar05 |
040913 |
101.600 |
101.800 |
101.300 |
101.800 |
+0.600 |
67 |
622 |
+35 |
| Apr05 |
040913 |
100.900 |
101.000 |
100.700 |
100.800 |
+0.600 |
28 |
165 |
+10 |
| May05 |
040913 |
100.300 |
100.500 |
100.000 |
100.300 |
+0.300 |
44 |
157 |
+38 |
| Total Volume and Open Interest |
4,147 |
15,311 |
+248 |
| Lean Hogs(CME) |
| Oct04 |
040913 |
67.300 |
67.300 |
66.400 |
67.075 |
+1.025 |
8,928 |
31,236 |
-3,064 |
| Dec04 |
040913 |
64.300 |
65.050 |
63.850 |
64.950 |
+1.025 |
7,848 |
32,887 |
+2,152 |
| Feb05 |
040913 |
63.700 |
64.250 |
63.400 |
64.250 |
+0.950 |
1,049 |
9,007 |
+139 |
| Apr05 |
040913 |
61.700 |
62.000 |
61.600 |
61.975 |
+0.500 |
108 |
3,261 |
+7 |
| May05 |
040913 |
62.375 |
62.450 |
62.375 |
62.450 |
+0.250 |
12 |
624 |
+3 |
| Jun05 |
040913 |
65.300 |
65.600 |
65.100 |
65.600 |
+0.600 |
30 |
1,321 |
+11 |
| Jul05 |
040913 |
61.900 |
62.000 |
61.750 |
62.000 |
+0.500 |
11 |
309 |
+4 |
| Aug05 |
040913 |
58.550 |
58.575 |
58.400 |
58.575 |
+0.075 |
3 |
57 |
+1 |
| Total Volume and Open Interest |
17,989 |
78,740 |
-747 |
| Pork Bellies(CME) |
| Feb05 |
040913 |
93.800 |
94.250 |
93.150 |
93.525 |
-0.175 |
496 |
1,336 |
-71 |
| Mar05 |
040913 |
93.600 |
93.600 |
93.300 |
93.300 |
+0.050 |
3 |
11 |
-1 |
| May05 |
040913 |
94.050 |
94.050 |
94.050 |
94.050 |
+0.050 |
0 |
4 |
+0 |
| Jul05 |
040913 |
94.050 |
94.050 |
94.050 |
94.050 |
+0.050 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
499 |
1,352 |
-72 |
| Class III Milk(CME) |
| Sep04 |
040913 |
14.62 |
14.62 |
14.60 |
14.62 |
unch |
1,417 |
5,527 |
+67 |
| Oct04 |
040913 |
13.27 |
13.29 |
13.12 |
13.20 |
-0.05 |
1,209 |
4,702 |
+39 |
| Nov04 |
040913 |
12.40 |
12.40 |
12.40 |
12.40 |
unch |
14 |
3,055 |
+2 |
| Dec04 |
040913 |
12.10 |
12.15 |
12.08 |
12.13 |
-0.02 |
59 |
2,259 |
-5 |
| Jan05 |
040913 |
12.05 |
12.05 |
12.05 |
12.05 |
-0.03 |
28 |
1,107 |
+1 |
| Total Volume and Open Interest |
2,929 |
22,682 |
+154 |
| Cocoa(NYBOT) |
| Sep04 |
040913 |
1470 |
1470 |
1436 |
1436 |
-19 |
23 |
34 |
+17 |
| Dec04 |
040913 |
1452 |
1474 |
1442 |
1456 |
-1 |
4,289 |
45,648 |
-1,420 |
| Mar05 |
040913 |
1476 |
1485 |
1465 |
1476 |
unch |
716 |
15,894 |
-4 |
| May05 |
040913 |
1485 |
1489 |
1479 |
1486 |
unch |
106 |
10,572 |
+55 |
| Jul05 |
040913 |
1495 |
1512 |
1489 |
1498 |
+1 |
27 |
11,239 |
-8 |
| Sep05 |
040913 |
1511 |
1511 |
1511 |
1511 |
+1 |
22 |
5,449 |
-2 |
| Dec05 |
040913 |
1520 |
1527 |
1520 |
1527 |
+1 |
0 |
7,276 |
+0 |
| Total Volume and Open Interest |
5,187 |
100,733 |
-1,358 |
| Coffee "C"(NYBOT) |
| Sep04 |
040913 |
70.50 |
73.55 |
70.50 |
73.55 |
+3.15 |
24 |
103 |
-86 |
| Dec04 |
040913 |
74.00 |
77.60 |
73.75 |
77.35 |
+3.15 |
7,697 |
64,209 |
-17 |
| Mar05 |
040913 |
77.00 |
80.55 |
77.00 |
80.35 |
+3.15 |
1,172 |
11,079 |
+209 |
| May05 |
040913 |
79.50 |
82.50 |
79.20 |
82.15 |
+3.15 |
390 |
2,889 |
+4 |
| Jul05 |
040913 |
81.20 |
83.80 |
80.85 |
83.80 |
+3.15 |
112 |
1,647 |
+2 |
| Sep05 |
040913 |
82.25 |
85.25 |
82.25 |
85.25 |
+3.15 |
2 |
501 |
+0 |
| Total Volume and Open Interest |
9,477 |
80,808 |
+183 |
| Orange Juice(NYBOT) |
| Nov04 |
040913 |
77.50 |
78.40 |
75.80 |
76.60 |
-5.80 |
2,225 |
20,772 |
+219 |
| Jan05 |
040913 |
78.95 |
80.25 |
78.95 |
78.95 |
-5.00 |
611 |
6,809 |
+108 |
| Mar05 |
040913 |
79.90 |
81.25 |
79.90 |
79.90 |
-5.00 |
434 |
8,275 |
+132 |
| May05 |
040913 |
82.45 |
83.50 |
82.45 |
82.45 |
-5.00 |
111 |
4,091 |
-12 |
| Jul05 |
040913 |
83.95 |
83.95 |
83.95 |
83.95 |
-5.00 |
100 |
455 |
+93 |
| Total Volume and Open Interest |
3,524 |
40,587 |
+490 |
| Sugar #11(NYBOT) |
| Oct04 |
040913 |
7.81 |
7.83 |
7.62 |
7.66 |
-0.15 |
49,656 |
108,847 |
-17,212 |
| Mar05 |
040913 |
8.68 |
8.71 |
8.54 |
8.58 |
-0.07 |
27,952 |
109,965 |
+10,920 |
| May05 |
040913 |
8.68 |
8.68 |
8.58 |
8.61 |
unch |
1,677 |
24,631 |
+277 |
| Jul05 |
040913 |
8.44 |
8.44 |
8.35 |
8.38 |
unch |
766 |
16,084 |
+18 |
| Oct05 |
040913 |
8.27 |
8.28 |
8.18 |
8.23 |
-0.01 |
781 |
19,054 |
+701 |
| Total Volume and Open Interest |
81,211 |
286,826 |
-5,487 |
| London Cocoa(LCE) |
| Sep04 |
040913 |
838 |
838 |
820 |
830 |
-1 |
1,161 |
6,385 |
-94 |
| Dec04 |
040913 |
854 |
861 |
843 |
854 |
unch |
3,358 |
81,661 |
-616 |
| Mar05 |
040913 |
880 |
884 |
867 |
877 |
-2 |
616 |
31,610 |
-31 |
| May05 |
040913 |
892 |
895 |
883 |
892 |
-2 |
132 |
16,758 |
+52 |
| Jul05 |
040913 |
909 |
910 |
897 |
907 |
-2 |
29 |
13,292 |
+0 |
| Sep05 |
040913 |
926 |
926 |
914 |
924 |
-1 |
104 |
19,360 |
+7 |
| Dec05 |
040913 |
925 |
934 |
924 |
934 |
unch |
33 |
9,158 |
+30 |
| Total Volume and Open Interest |
5,433 |
181,120 |
-652 |
| London Coffee(LCE) |
| Sep04 |
040913 |
632.00 |
639.00 |
625.00 |
639.00 |
+5.00 |
70 |
4,832 |
-20 |
| Nov04 |
040913 |
655.00 |
670.00 |
652.00 |
666.00 |
+6.00 |
2,929 |
77,840 |
-883 |
| Jan05 |
040913 |
672.00 |
685.00 |
668.00 |
682.00 |
+6.00 |
678 |
32,797 |
-167 |
| Mar05 |
040913 |
688.00 |
700.00 |
688.00 |
697.00 |
+6.00 |
55 |
20,061 |
-1 |
| May05 |
040913 |
700.00 |
712.00 |
700.00 |
712.00 |
+6.00 |
10 |
13,781 |
+10 |
| Jul05 |
040913 |
727.00 |
727.00 |
727.00 |
727.00 |
+6.00 |
215 |
3,940 |
+101 |
| Total Volume and Open Interest |
3,961 |
155,067 |
-960 |
| London Sugar(LCE) |
| Oct04 |
040913 |
239.00 |
239.00 |
229.80 |
234.50 |
-2.00 |
4,605 |
6,774 |
-699 |
| Dec04 |
040913 |
254.10 |
255.50 |
248.60 |
250.50 |
-2.50 |
3,266 |
15,493 |
+1,167 |
| Mar05 |
040913 |
263.30 |
266.70 |
258.00 |
260.10 |
-1.90 |
1,161 |
15,014 |
+747 |
| May05 |
040913 |
267.00 |
267.00 |
261.20 |
263.20 |
-2.30 |
135 |
7,518 |
+3 |
| Aug05 |
040913 |
256.00 |
262.00 |
256.00 |
258.00 |
-2.00 |
90 |
4,436 |
+65 |
| Total Volume and Open Interest |
9,281 |
54,089 |
+1,307 |
| Cotton(NYBOT) |
| Oct04 |
040913 |
52.70 |
53.05 |
51.50 |
53.05 |
+1.80 |
445 |
2,323 |
-217 |
| Dec04 |
040913 |
51.95 |
52.58 |
51.00 |
52.39 |
+1.67 |
5,031 |
41,699 |
+9 |
| Mar05 |
040913 |
53.40 |
53.85 |
52.70 |
53.70 |
+1.60 |
687 |
14,678 |
+250 |
| May05 |
040913 |
54.10 |
54.70 |
54.10 |
54.65 |
+1.55 |
16 |
3,462 |
+4 |
| Jul05 |
040913 |
55.45 |
55.55 |
55.45 |
55.55 |
+1.60 |
40 |
4,256 |
-8 |
| Oct05 |
040913 |
56.05 |
56.05 |
56.05 |
56.05 |
+0.95 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
6,230 |
68,331 |
+36 |
| Lumber(CME) |
| Sep04 |
040913 |
427.9 |
428.0 |
421.2 |
425.0 |
-2.9 |
309 |
271 |
-220 |
| Nov04 |
040913 |
381.0 |
392.3 |
381.0 |
384.9 |
+2.6 |
663 |
3,499 |
+41 |
| Jan05 |
040913 |
364.5 |
370.0 |
361.9 |
364.4 |
-0.2 |
68 |
825 |
+9 |
| Mar05 |
040913 |
360.0 |
365.0 |
358.3 |
358.3 |
+0.2 |
6 |
159 |
+0 |
| Total Volume and Open Interest |
1,049 |
4,782 |
-167 |
| Crude Oil(NYM) |
| Oct04 |
040913 |
43.60 |
44.45 |
43.60 |
43.87 |
+1.06 |
108,493 |
139,695 |
-17,612 |
| Nov04 |
040913 |
43.80 |
44.35 |
43.60 |
43.83 |
+0.99 |
69,918 |
130,610 |
+6,044 |
| Dec04 |
040913 |
43.25 |
43.80 |
43.25 |
43.36 |
+0.92 |
26,272 |
89,786 |
+2,930 |
| Jan05 |
040913 |
42.90 |
43.20 |
42.80 |
42.86 |
+0.86 |
10,421 |
37,883 |
+3,147 |
| Feb05 |
040913 |
42.60 |
42.80 |
42.42 |
42.42 |
+0.81 |
2,232 |
21,544 |
-386 |
| Mar05 |
040913 |
42.00 |
42.25 |
41.98 |
41.98 |
+0.76 |
3,646 |
24,575 |
+1,449 |
| Apr05 |
040913 |
41.90 |
41.90 |
41.54 |
41.54 |
+0.74 |
545 |
13,394 |
-24 |
| May05 |
040913 |
41.11 |
41.11 |
41.11 |
41.11 |
+0.73 |
798 |
13,400 |
-347 |
| Jun05 |
040913 |
41.40 |
41.40 |
40.60 |
40.69 |
+0.72 |
3,091 |
24,593 |
+425 |
| Jul05 |
040913 |
40.35 |
40.40 |
40.15 |
40.29 |
+0.70 |
29 |
9,892 |
-4 |
| Aug05 |
040913 |
39.94 |
39.94 |
39.94 |
39.94 |
+0.68 |
654 |
7,137 |
+296 |
| Sep05 |
040913 |
39.64 |
39.64 |
39.64 |
39.64 |
+0.66 |
220 |
9,682 |
-146 |
| Oct05 |
040913 |
39.45 |
39.45 |
39.36 |
39.36 |
+0.65 |
0 |
4,587 |
+0 |
| Nov05 |
040913 |
39.08 |
39.08 |
39.08 |
39.08 |
+0.65 |
66 |
6,130 |
+6 |
| Dec05 |
040913 |
39.10 |
39.10 |
38.83 |
38.83 |
+0.66 |
7,389 |
41,589 |
+807 |
| Jan06 |
040913 |
38.55 |
38.55 |
38.48 |
38.48 |
+0.66 |
462 |
5,986 |
+119 |
| Total Volume and Open Interest |
239,001 |
690,579 |
-3,114 |
| Heating Oil(NYM) |
| Oct04 |
040913 |
120.50 |
121.80 |
120.00 |
120.52 |
+4.10 |
33,854 |
48,567 |
-4,298 |
| Nov04 |
040913 |
121.00 |
122.70 |
120.60 |
121.62 |
+3.93 |
13,125 |
41,993 |
+2,530 |
| Dec04 |
040913 |
122.00 |
123.10 |
121.80 |
122.27 |
+3.83 |
7,315 |
28,844 |
-502 |
| Jan05 |
040913 |
122.30 |
123.25 |
122.30 |
122.52 |
+3.73 |
2,616 |
14,564 |
-435 |
| Feb05 |
040913 |
121.50 |
122.15 |
121.32 |
121.32 |
+3.63 |
940 |
16,272 |
+82 |
| Mar05 |
040913 |
118.25 |
118.25 |
117.92 |
117.92 |
+3.48 |
555 |
14,512 |
-198 |
| Apr05 |
040913 |
112.15 |
114.45 |
112.15 |
113.42 |
+3.28 |
547 |
4,495 |
+274 |
| May05 |
040913 |
111.00 |
111.50 |
109.32 |
109.32 |
+3.13 |
163 |
3,382 |
+83 |
| Jun05 |
040913 |
108.00 |
108.00 |
106.62 |
106.62 |
+2.98 |
606 |
4,402 |
-415 |
| Jul05 |
040913 |
105.57 |
105.57 |
105.57 |
105.57 |
+2.88 |
927 |
5,331 |
-91 |
| Aug05 |
040913 |
105.57 |
105.57 |
105.57 |
105.57 |
+2.83 |
12 |
575 |
+2 |
| Sep05 |
040913 |
106.02 |
106.02 |
106.02 |
106.02 |
+2.83 |
7 |
1,817 |
+3 |
| Total Volume and Open Interest |
61,046 |
195,640 |
-2,896 |
| Unleaded Gas(NYM) |
| Oct04 |
040913 |
119.20 |
121.80 |
118.75 |
120.14 |
+3.72 |
29,914 |
43,971 |
-4,012 |
| Nov04 |
040913 |
118.50 |
120.90 |
118.50 |
119.61 |
+3.72 |
14,870 |
36,012 |
+4,829 |
| Dec04 |
040913 |
116.50 |
118.70 |
116.25 |
117.61 |
+3.42 |
2,463 |
17,733 |
-167 |
| Jan05 |
040913 |
117.40 |
117.75 |
117.20 |
117.36 |
+3.27 |
1,552 |
9,955 |
+464 |
| Feb05 |
040913 |
117.81 |
117.81 |
117.81 |
117.81 |
+3.22 |
187 |
7,114 |
+149 |
| Mar05 |
040913 |
118.36 |
118.36 |
118.36 |
118.36 |
+3.17 |
122 |
3,049 |
+100 |
| Apr05 |
040913 |
124.96 |
124.96 |
124.96 |
124.96 |
+3.12 |
728 |
9,513 |
+442 |
| May05 |
040913 |
124.66 |
124.66 |
124.66 |
124.66 |
+3.07 |
460 |
8,838 |
+115 |
| Jun05 |
040913 |
123.56 |
123.56 |
123.56 |
123.56 |
+3.02 |
330 |
3,143 |
+200 |
| Jul05 |
040913 |
121.56 |
121.56 |
121.56 |
121.56 |
+2.92 |
65 |
1,958 |
+0 |
| Aug05 |
040913 |
118.86 |
118.86 |
118.86 |
118.86 |
+2.82 |
65 |
1,150 |
-100 |
| Sep05 |
040913 |
115.71 |
115.71 |
115.71 |
115.71 |
+2.77 |
115 |
365 |
+65 |
| Total Volume and Open Interest |
50,871 |
142,801 |
+2,085 |
| Natural Gas(NYM) |
| Oct04 |
040913 |
5.050 |
5.080 |
4.800 |
4.850 |
+0.280 |
26,646 |
66,325 |
-2,195 |
| Nov04 |
040913 |
5.830 |
5.880 |
5.640 |
5.707 |
+0.158 |
16,275 |
47,615 |
+1,949 |
| Dec04 |
040913 |
6.600 |
6.600 |
6.430 |
6.472 |
+0.108 |
5,656 |
34,544 |
+608 |
| Jan05 |
040913 |
6.910 |
6.980 |
6.830 |
6.857 |
+0.093 |
5,448 |
32,634 |
-681 |
| Feb05 |
040913 |
6.940 |
7.010 |
6.860 |
6.897 |
+0.083 |
1,857 |
21,213 |
+381 |
| Mar05 |
040913 |
6.870 |
6.890 |
6.750 |
6.775 |
+0.078 |
2,694 |
24,070 |
+788 |
| Apr05 |
040913 |
6.130 |
6.220 |
6.110 |
6.120 |
+0.023 |
2,110 |
16,094 |
+326 |
| May05 |
040913 |
6.050 |
6.080 |
5.995 |
5.995 |
+0.018 |
728 |
11,934 |
+170 |
| Jun05 |
040913 |
6.080 |
6.090 |
6.018 |
6.018 |
+0.018 |
605 |
10,475 |
+137 |
| Jul05 |
040913 |
6.100 |
6.120 |
6.050 |
6.050 |
+0.018 |
458 |
12,841 |
+194 |
| Aug05 |
040913 |
6.110 |
6.130 |
6.070 |
6.070 |
+0.018 |
789 |
9,782 |
+272 |
| Sep05 |
040913 |
6.110 |
6.120 |
6.060 |
6.060 |
+0.016 |
172 |
9,870 |
+110 |
| Oct05 |
040913 |
6.140 |
6.160 |
6.090 |
6.090 |
+0.016 |
1,758 |
12,715 |
+974 |
| Nov05 |
040913 |
6.400 |
6.400 |
6.330 |
6.330 |
+0.016 |
1,458 |
7,144 |
-875 |
| Dec05 |
040913 |
6.620 |
6.620 |
6.550 |
6.550 |
+0.016 |
503 |
9,210 |
-27 |
| Jan06 |
040913 |
6.710 |
6.750 |
6.680 |
6.690 |
+0.016 |
301 |
9,250 |
+77 |
| Total Volume and Open Interest |
68,194 |
408,954 |
+2,525 |
| Brent Crude Oil(IPE) |
| Oct04 |
040913 |
40.65 |
41.50 |
40.30 |
41.06 |
+0.86 |
42,254 |
49,305 |
-10,813 |
| Nov04 |
040913 |
40.33 |
41.13 |
39.90 |
40.75 |
+0.96 |
59,618 |
82,725 |
+5,488 |
| Dec04 |
040913 |
39.97 |
40.70 |
39.58 |
40.38 |
+0.84 |
26,497 |
59,091 |
+2,839 |
| Jan05 |
040913 |
39.30 |
40.17 |
39.23 |
39.97 |
+0.83 |
4,787 |
21,754 |
+1,213 |
| Feb05 |
040913 |
39.10 |
39.60 |
38.82 |
39.56 |
+0.81 |
2,294 |
10,225 |
+1,243 |
| Mar05 |
040913 |
38.70 |
39.17 |
38.52 |
39.17 |
+0.80 |
1,812 |
13,727 |
-288 |
| Apr05 |
040913 |
38.33 |
38.85 |
38.33 |
38.79 |
+0.79 |
1,200 |
13,137 |
+750 |
| May05 |
040913 |
38.38 |
38.43 |
38.38 |
38.43 |
+0.79 |
350 |
2,178 |
+35 |
| Jun05 |
040913 |
37.50 |
38.20 |
37.45 |
38.08 |
+0.80 |
3,230 |
20,726 |
+503 |
| Jul05 |
040913 |
36.80 |
37.80 |
36.80 |
37.73 |
+0.78 |
0 |
1,926 |
+0 |
| Aug05 |
040913 |
37.41 |
37.41 |
37.41 |
37.41 |
+0.79 |
0 |
1,907 |
+0 |
| Sep05 |
040913 |
37.10 |
37.10 |
37.10 |
37.10 |
+0.80 |
50 |
3,672 |
+0 |
| Total Volume and Open Interest |
144,257 |
354,663 |
+1,498 |
| Gas Oil(IPE) |
| Oct04 |
040913 |
380.75 |
387.25 |
376.75 |
385.25 |
unch |
22,355 |
62,190 |
+4,833 |
| Nov04 |
040913 |
376.00 |
381.50 |
372.25 |
380.00 |
-0.50 |
6,314 |
26,687 |
+2,127 |
| Dec04 |
040913 |
374.50 |
374.50 |
367.00 |
373.75 |
-0.50 |
2,548 |
25,712 |
+404 |
| Jan05 |
040913 |
362.00 |
367.50 |
362.00 |
366.50 |
-1.50 |
552 |
10,713 |
+76 |
| Feb05 |
040913 |
356.25 |
359.50 |
356.25 |
359.50 |
-1.50 |
0 |
3,213 |
+0 |
| Mar05 |
040913 |
351.50 |
351.50 |
351.50 |
351.50 |
-1.75 |
50 |
4,080 |
+50 |
| Apr05 |
040913 |
342.00 |
343.25 |
342.00 |
343.25 |
-2.00 |
50 |
1,990 |
+50 |
| May05 |
040913 |
337.50 |
337.50 |
337.50 |
337.50 |
-1.75 |
0 |
1,750 |
+0 |
| Jun05 |
040913 |
332.00 |
334.50 |
332.00 |
333.25 |
-2.25 |
567 |
8,782 |
+12 |
| Jul05 |
040913 |
331.25 |
331.25 |
331.25 |
331.25 |
-2.75 |
0 |
850 |
+0 |
| Total Volume and Open Interest |
39,213 |
166,111 |
+1,173 |
| US Dollar Index(NYBOT) |
| Sep04 |
040913 |
88.30 |
88.72 |
88.30 |
88.72 |
+0.35 |
1,237 |
5,847 |
-863 |
| Dec04 |
040913 |
88.55 |
88.97 |
88.53 |
88.82 |
+0.21 |
3,640 |
10,906 |
+2,462 |
| Mar05 |
040913 |
89.01 |
89.01 |
89.01 |
89.01 |
+0.21 |
0 |
2,259 |
+0 |
| Total Volume and Open Interest |
4,877 |
19,024 |
+1,599 |
| Australian Dollar(CME) |
| Sep04 |
040913 |
69.69 |
69.80 |
69.55 |
69.55 |
-0.06 |
3,093 |
16,196 |
-2,983 |
| Dec04 |
040913 |
69.07 |
69.20 |
68.85 |
68.91 |
-0.09 |
4,925 |
19,964 |
+1,779 |
| Mar05 |
040913 |
68.60 |
68.60 |
68.36 |
68.36 |
-0.09 |
0 |
46 |
+0 |
| Total Volume and Open Interest |
8,018 |
36,276 |
-1,204 |
| British Pound(CME) |
| Sep04 |
040913 |
179.90 |
179.95 |
179.70 |
179.70 |
+0.10 |
6,582 |
38,202 |
-7,038 |
| Dec04 |
040913 |
178.67 |
178.79 |
178.09 |
178.28 |
+0.01 |
9,159 |
44,879 |
+8,311 |
| Mar05 |
040913 |
177.08 |
177.08 |
177.08 |
177.08 |
+0.01 |
5 |
11 |
+1 |
| Total Volume and Open Interest |
15,746 |
83,093 |
+1,274 |
| Canadian Dollar(CME) |
| Sep04 |
040913 |
77.34 |
77.37 |
76.86 |
76.91 |
-0.64 |
4,844 |
25,729 |
-5,971 |
| Dec04 |
040913 |
77.24 |
77.26 |
76.73 |
76.80 |
-0.64 |
7,503 |
91,327 |
+9,649 |
| Mar05 |
040913 |
77.09 |
77.09 |
76.63 |
76.71 |
-0.64 |
55 |
1,128 |
-6 |
| Jun05 |
040913 |
76.88 |
76.88 |
76.62 |
76.62 |
-0.64 |
25 |
725 |
+25 |
| Total Volume and Open Interest |
12,427 |
119,079 |
+3,697 |
| Japanese Yen(CME) |
| Sep04 |
040913 |
90.65 |
90.85 |
90.65 |
90.74 |
-0.52 |
12,705 |
35,091 |
-5,686 |
| Dec04 |
040913 |
91.10 |
91.34 |
90.99 |
91.24 |
-0.45 |
20,488 |
79,939 |
+9,899 |
| Mar05 |
040913 |
91.75 |
91.75 |
91.75 |
91.75 |
-0.45 |
102 |
663 |
+257 |
| Total Volume and Open Interest |
33,295 |
115,697 |
+4,470 |
| Swiss Franc(CME) |
| Sep04 |
040913 |
79.34 |
79.34 |
79.22 |
79.22 |
-0.31 |
1,227 |
22,693 |
-883 |
| Dec04 |
040913 |
79.61 |
79.85 |
79.48 |
79.71 |
-0.06 |
5,451 |
22,659 |
+115 |
| Mar05 |
040913 |
79.90 |
79.97 |
79.90 |
79.97 |
-0.06 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
6,679 |
45,417 |
-767 |
| EuroFX(CME) |
| Sep04 |
040913 |
122.33 |
122.45 |
122.28 |
122.28 |
-0.39 |
12,057 |
96,941 |
-21,014 |
| Dec04 |
040913 |
122.25 |
122.61 |
122.15 |
122.51 |
-0.08 |
29,081 |
83,678 |
+21,761 |
| Mar05 |
040913 |
122.23 |
122.49 |
122.23 |
122.49 |
-0.08 |
267 |
680 |
+263 |
| Total Volume and Open Interest |
41,407 |
181,451 |
+1,012 |
| Mexican Peso(CME) |
| Sep04 |
040913 |
8635.0 |
8640.0 |
8635.0 |
8640.0 |
+45.0 |
4,059 |
23,626 |
-5,632 |
| Dec04 |
040913 |
8505.0 |
8525.0 |
8500.0 |
8512.0 |
+47.0 |
8,567 |
37,569 |
+4,326 |
| Total Volume and Open Interest |
12,676 |
61,995 |
-1,256 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040913 |
112~10 |
112~23 |
112~05 |
112~20 |
+0~10 |
39,225 |
71,002 |
-19,249 |
| Dec04 |
040913 |
110~31 |
111~18 |
110~28 |
111~14 |
+0~11 |
309,651 |
521,274 |
+35,045 |
| Mar05 |
040913 |
110~10 |
110~11 |
110~09 |
110~11 |
+0~11 |
24 |
270 |
+10 |
| Total Volume and Open Interest |
348,900 |
592,633 |
+15,806 |
| Municipal Bonds(CBOT) |
| Sep04 |
040913 |
103~28 |
104~04 |
103~23 |
104~04 |
+0~09 |
89 |
2,242 |
+10 |
| Dec04 |
040913 |
102~25 |
102~29 |
102~21 |
102~29 |
+0~04 |
236 |
951 |
+134 |
| Total Volume and Open Interest |
325 |
3,193 |
+144 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040913 |
113~150 |
113~215 |
113~105 |
113~195 |
+0~065 |
38,437 |
124,448 |
-27,408 |
| Dec04 |
040913 |
112~085 |
112~185 |
112~050 |
112~155 |
+0~065 |
744,033 |
1,329,910 |
-2,636 |
| Total Volume and Open Interest |
782,476 |
1,457,270 |
-30,043 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040913 |
111~110 |
111~160 |
111~110 |
111~145 |
+0~025 |
12,608 |
0 |
+0 |
| Dec04 |
040913 |
110~185 |
110~240 |
110~175 |
110~220 |
+0~025 |
361,667 |
0 |
+0 |
| Mar05 |
040913 |
109~220 |
109~220 |
109~220 |
109~220 |
+0~025 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
374,275 |
1 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040913 |
106~020 |
106~024 |
106~020 |
106~024 |
+0~002 |
2,988 |
47,307 |
-2,722 |
| Dec04 |
040913 |
105~088 |
105~094 |
105~086 |
105~092 |
unch |
3,722 |
173,144 |
+7,554 |
| Total Volume and Open Interest |
6,710 |
220,451 |
+4,832 |
| Eurodollars(CME) |
| Sep04 |
040910 |
98.120 |
98.130 |
98.118 |
98.128 |
+0.013 |
62,559 |
795,823 |
-28,294 |
| Dec04 |
040913 |
97.785 |
97.805 |
97.780 |
97.790 |
unch |
113,268 |
884,839 |
+26,054 |
| Mar05 |
040913 |
97.530 |
97.565 |
97.520 |
97.555 |
+0.020 |
96,839 |
843,499 |
+270 |
| Jun05 |
040913 |
97.275 |
97.320 |
97.270 |
97.315 |
+0.030 |
100,788 |
843,720 |
+44,940 |
| Sep05 |
040913 |
97.005 |
97.055 |
97.000 |
97.045 |
+0.030 |
77,510 |
588,314 |
-55,178 |
| Dec05 |
040913 |
96.720 |
96.765 |
96.715 |
96.760 |
+0.025 |
70,766 |
476,196 |
+7,970 |
| Mar06 |
040913 |
96.510 |
96.535 |
96.490 |
96.530 |
+0.015 |
69,102 |
420,700 |
+17,858 |
| Jun06 |
040913 |
96.310 |
96.335 |
96.290 |
96.320 |
+0.005 |
50,253 |
285,967 |
+5,869 |
| Sep06 |
040913 |
96.140 |
96.160 |
96.110 |
96.150 |
+0.010 |
41,975 |
209,429 |
-12,030 |
| Dec06 |
040913 |
95.970 |
96.000 |
95.950 |
95.990 |
+0.020 |
21,637 |
162,328 |
-2,095 |
| Mar07 |
040913 |
95.825 |
95.870 |
95.815 |
95.860 |
+0.025 |
21,397 |
162,130 |
+2,346 |
| Jun07 |
040913 |
95.690 |
95.740 |
95.680 |
95.730 |
+0.030 |
19,189 |
121,011 |
-3,989 |
| Total Volume and Open Interest |
852,357 |
6,350,273 |
-2,265 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040913 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
6,271 |
+121 |
| Dec04 |
040913 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
201 |
6,728 |
+112 |
| Mar05 |
040913 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
175 |
7,373 |
+185 |
| Jun05 |
040913 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
54 |
10,701 |
-60 |
| Sep05 |
040913 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
200 |
8,171 |
+170 |
| Dec05 |
040913 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
70 |
4,382 |
-257 |
| Mar06 |
040913 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
7,742 |
+999 |
| Jun06 |
040913 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
2,296 |
+0 |
| Sep06 |
040913 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
1,704 |
+0 |
| Dec06 |
040913 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
657 |
+0 |
| Total Volume and Open Interest |
730 |
56,967 |
+1,270 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040913 |
99.91 |
99.92 |
99.91 |
99.91 |
unch |
1,950 |
60,281 |
+907 |
| Mar05 |
040913 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
980 |
67,095 |
+183 |
| Jun05 |
040913 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
771 |
67,780 |
+79 |
| Sep05 |
040913 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
3,707 |
40,649 |
-1,383 |
| Dec05 |
040913 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
2,694 |
32,842 |
+805 |
| Mar06 |
040913 |
99.58 |
99.58 |
99.57 |
99.57 |
unch |
5,146 |
31,955 |
-1,653 |
| Jun06 |
040913 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
1,359 |
15,987 |
-783 |
| Sep06 |
040913 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
5,041 |
+0 |
| Total Volume and Open Interest |
18,793 |
377,622 |
-1,994 |
| German Euro-Bund(EUREX) |
| Dec04 |
040913 |
114.74 |
114.89 |
114.61 |
114.89 |
+0.03 |
872,114 |
1,086,911 |
+24,808 |
| Mar05 |
040913 |
113.91 |
114.14 |
113.87 |
114.14 |
+0.01 |
3,322 |
72 |
+50 |
| Jun05 |
040913 |
113.89 |
113.89 |
113.89 |
113.89 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
875,436 |
1,086,983 |
+24,858 |
| German Euro-Bobl(EUREX) |
| Dec04 |
040913 |
110.91 |
110.98 |
110.81 |
110.96 |
-0.06 |
614,478 |
698,539 |
+15,946 |
| Mar05 |
040913 |
110.56 |
110.56 |
110.56 |
110.56 |
-0.06 |
1,000 |
4 |
+0 |
| Jun05 |
040913 |
109.96 |
109.96 |
109.96 |
109.96 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
615,478 |
698,543 |
+15,946 |
| Long Gilt(LIFFE) |
| Sep04 |
040913 |
107~06 |
107~07 |
107~03 |
107~07 |
-0~04 |
1,849 |
18,510 |
-1,847 |
| Dec04 |
040913 |
106~28 |
107~00 |
106~26 |
106~30 |
-0~04 |
54,777 |
217,455 |
+4,673 |
| Total Volume and Open Interest |
56,626 |
235,965 |
+2,826 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040913 |
95.05 |
95.06 |
95.04 |
95.06 |
unch |
13,041 |
157,400 |
-5,622 |
| Dec04 |
040913 |
94.95 |
94.96 |
94.92 |
94.95 |
-0.01 |
36,762 |
257,237 |
+1,817 |
| Mar05 |
040913 |
94.89 |
94.91 |
94.87 |
94.90 |
-0.02 |
36,858 |
209,051 |
+756 |
| Total Volume and Open Interest |
159,223 |
1,242,873 |
-1,874 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040913 |
97.880 |
97.885 |
97.880 |
97.885 |
unch |
34,218 |
374,713 |
-19,095 |
| Dec04 |
040913 |
97.745 |
97.745 |
97.710 |
97.725 |
-0.030 |
115,309 |
547,006 |
-2,390 |
| Mar05 |
040913 |
97.580 |
97.580 |
97.535 |
97.550 |
-0.050 |
144,916 |
509,012 |
+3,974 |
| Total Volume and Open Interest |
675,978 |
2,934,826 |
-12,889 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040909 |
94.53 |
94.57 |
94.52 |
94.56 |
+0.02 |
20,531 |
52,886 |
-9,372 |
| Dec04 |
040913 |
94.61 |
94.61 |
94.58 |
94.60 |
unch |
28,621 |
208,221 |
+10,242 |
| Mar05 |
040913 |
94.56 |
94.56 |
94.54 |
94.56 |
unch |
12,583 |
112,875 |
+8,210 |
| Jun05 |
040913 |
94.51 |
94.53 |
94.50 |
94.53 |
+0.01 |
3,447 |
46,842 |
-60 |
| Sep05 |
040913 |
94.47 |
94.49 |
94.47 |
94.49 |
unch |
1,486 |
27,065 |
-4,224 |
| Dec05 |
040913 |
94.43 |
94.44 |
94.42 |
94.44 |
unch |
280 |
17,881 |
-689 |
| Mar06 |
040913 |
94.39 |
94.39 |
94.39 |
94.39 |
unch |
115 |
11,121 |
+75 |
| Jun06 |
040913 |
94.33 |
94.35 |
94.33 |
94.35 |
unch |
5 |
8,725 |
-185 |
| Sep06 |
040913 |
94.30 |
94.31 |
94.29 |
94.31 |
unch |
200 |
3,426 |
-95 |
| Dec06 |
040913 |
94.26 |
94.26 |
94.26 |
94.26 |
unch |
0 |
3,080 |
-26 |
| Total Volume and Open Interest |
46,867 |
444,092 |
-515,628 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040913 |
94.60 |
94.62 |
94.59 |
94.62 |
+0.01 |
49,733 |
274,723 |
+37,704 |
| Dec04 |
040913 |
94.55 |
94.57 |
94.54 |
94.57 |
+0.00 |
39,526 |
69,072 |
+39,913 |
| Total Volume and Open Interest |
218,029 |
560,090 |
+47,028 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040913 |
94.76 |
94.77 |
94.74 |
94.77 |
unch |
86,265 |
458,068 |
-9,765 |
| Dec04 |
040913 |
94.74 |
94.75 |
94.71 |
94.74 |
unch |
58,702 |
102,022 |
+56,793 |
| Total Volume and Open Interest |
144,967 |
560,090 |
+47,028 |
| Gold(CMX) |
| Oct04 |
040913 |
400.0 |
405.0 |
399.5 |
404.5 |
+2.2 |
1,035 |
21,366 |
-359 |
| Dec04 |
040913 |
402.0 |
406.8 |
400.9 |
406.0 |
+2.2 |
38,005 |
162,543 |
-5,308 |
| Feb05 |
040913 |
403.0 |
407.7 |
402.4 |
407.5 |
+2.2 |
237 |
10,806 |
+45 |
| Apr05 |
040913 |
404.5 |
409.1 |
404.5 |
409.1 |
+2.2 |
66 |
4,278 |
-24 |
| Jun05 |
040913 |
411.5 |
411.5 |
410.3 |
410.9 |
+2.2 |
44 |
12,316 |
-9 |
| Aug05 |
040913 |
412.7 |
412.7 |
412.7 |
412.7 |
+2.2 |
0 |
6,751 |
+0 |
| Oct05 |
040913 |
414.6 |
414.6 |
414.6 |
414.6 |
+2.2 |
0 |
677 |
+0 |
| Dec05 |
040913 |
415.5 |
416.5 |
415.5 |
416.5 |
+2.2 |
0 |
7,135 |
+0 |
| Feb06 |
040913 |
418.7 |
418.7 |
418.7 |
418.7 |
+2.2 |
0 |
844 |
+0 |
| Apr06 |
040913 |
419.5 |
420.9 |
419.5 |
420.9 |
+2.2 |
0 |
486 |
+0 |
| Jun06 |
040913 |
423.1 |
423.1 |
423.1 |
423.1 |
+2.2 |
0 |
8,024 |
+0 |
| Total Volume and Open Interest |
39,512 |
242,258 |
-5,660 |
| Silver(CMX) |
| Sep04 |
040913 |
611.0 |
621.0 |
608.0 |
618.3 |
+5.0 |
115 |
229 |
+19 |
| Dec04 |
040913 |
614.0 |
626.0 |
607.0 |
621.5 |
+5.0 |
12,708 |
66,534 |
-411 |
| Mar05 |
040913 |
612.5 |
626.5 |
611.5 |
625.1 |
+5.0 |
107 |
7,113 |
+32 |
| May05 |
040913 |
627.7 |
627.7 |
627.7 |
627.7 |
+5.0 |
1 |
1,573 |
+0 |
| Jul05 |
040913 |
630.0 |
630.4 |
630.0 |
630.4 |
+5.0 |
9 |
1,739 |
+5 |
| Sep05 |
040913 |
632.8 |
632.8 |
632.8 |
632.8 |
+5.0 |
0 |
518 |
+0 |
| Dec05 |
040913 |
629.0 |
636.0 |
625.0 |
636.0 |
+5.0 |
3 |
2,918 |
+3 |
| Total Volume and Open Interest |
12,947 |
82,263 |
-350 |
| Platinum(NYM) |
| Oct04 |
040913 |
835.0 |
845.9 |
834.0 |
843.8 |
+9.3 |
673 |
5,103 |
-84 |
| Jan05 |
040913 |
831.0 |
836.3 |
831.0 |
836.3 |
+9.3 |
15 |
348 |
-2 |
| Total Volume and Open Interest |
688 |
5,451 |
-86 |
| Palladium(NYME) |
| Sep04 |
040913 |
209.75 |
209.75 |
209.05 |
209.05 |
+2.70 |
3 |
198 |
+0 |
| Dec04 |
040913 |
207.50 |
212.00 |
207.00 |
210.55 |
+2.75 |
201 |
8,300 |
+42 |
| Mar05 |
040913 |
212.55 |
212.55 |
212.55 |
212.55 |
+2.75 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
204 |
8,529 |
+42 |
| Copper(CMX) |
| Sep04 |
040913 |
127.60 |
128.55 |
127.50 |
128.50 |
+0.40 |
406 |
3,085 |
-158 |
| Dec04 |
040913 |
127.50 |
128.70 |
127.20 |
128.50 |
+0.50 |
11,044 |
51,314 |
+3,329 |
| Mar05 |
040913 |
123.85 |
124.80 |
123.85 |
124.75 |
+0.65 |
509 |
5,270 |
+196 |
| May05 |
040913 |
121.70 |
121.70 |
121.70 |
121.70 |
+0.30 |
17 |
896 |
+3 |
| Jul05 |
040913 |
119.00 |
119.00 |
119.00 |
119.00 |
+0.30 |
6 |
1,351 |
+5 |
| Total Volume and Open Interest |
12,146 |
73,482 |
+3,400 |
| DJIA Index(CBOT) |
| Sep04 |
040913 |
10330 |
10349 |
10300 |
10329 |
+26 |
7,459 |
29,665 |
-2,882 |
| Dec04 |
040913 |
10325 |
10347 |
10295 |
10327 |
+26 |
10,722 |
23,178 |
+6,923 |
| Mar05 |
040913 |
10322 |
10322 |
10322 |
10322 |
+26 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
18,181 |
52,856 |
+4,041 |
| S & P 500(CME) |
| Sep04 |
040913 |
1125.80 |
1130.20 |
1123.50 |
1127.70 |
+4.40 |
93,357 |
251,728 |
-73,212 |
| Dec04 |
040913 |
1126.40 |
1130.90 |
1123.70 |
1128.30 |
+4.40 |
115,047 |
388,004 |
+72,919 |
| Mar05 |
040913 |
1127.50 |
1130.00 |
1127.50 |
1129.30 |
+4.40 |
102 |
9,375 |
-17 |
| Jun05 |
040913 |
1131.60 |
1131.60 |
1131.60 |
1131.60 |
+4.40 |
0 |
548 |
+0 |
| Total Volume and Open Interest |
208,509 |
649,721 |
-310 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040913 |
1123.50 |
1130.25 |
1122.75 |
1127.75 |
+4.50 |
124,196 |
463,702 |
-41,065 |
| Dec04 |
040913 |
1124.00 |
1130.75 |
1123.25 |
1128.25 |
+4.25 |
540,756 |
335,976 |
+71,491 |
| Total Volume and Open Interest |
664,952 |
799,678 |
+30,426 |
| NASDAQ 100(CME) |
| Sep04 |
040913 |
1418.00 |
1436.00 |
1415.00 |
1431.50 |
+18.00 |
13,945 |
57,551 |
-2,144 |
| Dec04 |
040913 |
1423.00 |
1442.00 |
1418.50 |
1436.50 |
+18.50 |
19,637 |
42,182 |
+7,147 |
| Mar05 |
040913 |
1441.50 |
1441.50 |
1441.50 |
1441.50 |
+18.50 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
33,582 |
99,736 |
+5,003 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040913 |
1414.0 |
1437.0 |
1410.5 |
1431.5 |
+18.0 |
59,516 |
253,753 |
-25,092 |
| Dec04 |
040913 |
1417.5 |
1441.5 |
1415.5 |
1436.5 |
+18.5 |
282,814 |
160,340 |
+39,598 |
| Total Volume and Open Interest |
342,330 |
414,093 |
+14,506 |
| S & P Midcap 400(CME) |
| Sep04 |
040913 |
590.75 |
594.00 |
590.75 |
593.00 |
+3.65 |
2,199 |
9,159 |
-1,903 |
| Dec04 |
040913 |
591.75 |
595.65 |
591.00 |
594.00 |
+3.65 |
2,529 |
5,938 |
+2,135 |
| Mar05 |
040913 |
595.50 |
595.50 |
595.50 |
595.50 |
+5.15 |
|
|
|
| Total Volume and Open Interest |
4,728 |
15,097 |
+232 |
| Russell 2000(CME) |
| Sep04 |
040913 |
570.00 |
575.00 |
570.00 |
573.25 |
+3.45 |
4,899 |
24,541 |
-2,891 |
| Dec04 |
040913 |
570.00 |
575.50 |
570.00 |
573.00 |
+3.60 |
4,976 |
18,939 |
+4,219 |
| Mar05 |
040913 |
573.00 |
573.00 |
573.00 |
573.00 |
+3.15 |
|
|
|
| Total Volume and Open Interest |
9,875 |
43,480 |
+1,328 |
| Value Line(KCBT) |
| Sep04 |
040913 |
1576.00 |
1582.00 |
1576.00 |
1582.00 |
+10.00 |
8 |
66 |
+1 |
| Total Volume and Open Interest |
10 |
73 |
+2 |
| Nikkei 225(CME) |
| Dec04 |
040913 |
11280 |
11340 |
11240 |
11260 |
+130 |
3,745 |
22,318 |
-2 |
| Mar05 |
040913 |
11270 |
11270 |
11270 |
11270 |
+130 |
2 |
14 |
+2 |
| Total Volume and Open Interest |
3,747 |
22,333 |
-18,695 |
| Nikkei 225(SIMEX) |
| Dec04 |
040913 |
11085 |
11230 |
11085 |
11225 |
+195 |
33,474 |
137,702 |
+4,013 |
| Mar05 |
040913 |
11220 |
11220 |
11220 |
11220 |
+195 |
0 |
4 |
+0 |
| Jun05 |
040913 |
11175 |
11175 |
11175 |
11175 |
+195 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
33,474 |
137,709 |
+4,013 |
| CAC 40(MATIF) |
| Sep04 |
040913 |
3690.5 |
3727.5 |
3690.5 |
3725.5 |
+43.5 |
56,200 |
425,446 |
-15,862 |
| Oct04 |
040913 |
3707.0 |
3728.5 |
3707.0 |
3728.5 |
+43.5 |
67 |
1,834 |
+2 |
| Nov04 |
040913 |
3736.0 |
3736.0 |
3736.0 |
3736.0 |
+44.0 |
|
|
|
| Total Volume and Open Interest |
56,337 |
448,223 |
-15,805 |
| DAX Index(EUREX) |
| Sep04 |
040913 |
3910.0 |
3962.0 |
3907.5 |
3957.5 |
+67.0 |
112,264 |
133,954 |
-7,598 |
| Dec04 |
040913 |
3935.5 |
3982.5 |
3928.5 |
3981.5 |
+70.5 |
25,444 |
31,405 |
+14,818 |
| Mar05 |
040913 |
3952.5 |
4005.5 |
3951.5 |
4001.5 |
+68.0 |
523 |
7,561 |
-14 |
| Total Volume and Open Interest |
138,231 |
172,920 |
+7,206 |
| FT-SE 100(LIFFE) |
| Sep04 |
040913 |
4560.00 |
4571.50 |
4548.00 |
4565.00 |
+17.50 |
129,486 |
339,584 |
-39,866 |
| Dec04 |
040913 |
4600.00 |
4603.00 |
4580.50 |
4597.00 |
+17.50 |
75,113 |
189,829 |
+49,633 |
| Mar05 |
040913 |
4604.00 |
4604.00 |
4604.00 |
4604.00 |
+18.00 |
0 |
10,485 |
+0 |
| Total Volume and Open Interest |
204,599 |
546,157 |
+9,767 |
| SPI 200(SFE) |
| Sep04 |
040913 |
3605.0 |
3622.0 |
3603.0 |
3619.0 |
+14.0 |
24,672 |
154,139 |
+7,473 |
| Dec04 |
040913 |
3620.0 |
3630.0 |
3611.0 |
3627.0 |
+15.0 |
18,773 |
53,254 |
+15,543 |
| Mar05 |
040913 |
3636.0 |
3636.0 |
3636.0 |
3636.0 |
+15.0 |
65 |
2,492 |
+0 |
| Total Volume and Open Interest |
43,638 |
214,818 |
+23,127 |
| GSCI(CME) |
| Sep04 |
040913 |
300.50 |
304.00 |
300.50 |
302.30 |
+8.00 |
3,941 |
8,194 |
-4,045 |
| Oct04 |
040913 |
304.80 |
307.00 |
304.80 |
307.00 |
+7.10 |
4,634 |
11,486 |
+4,345 |
| Nov04 |
040913 |
308.50 |
308.50 |
308.50 |
308.50 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
8,575 |
19,680 |
+300 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040913 |
273.00 |
275.75 |
272.50 |
275.00 |
+2.50 |
22 |
224 |
+3 |
| Jan05 |
040913 |
275.00 |
275.00 |
275.00 |
275.00 |
+2.50 |
0 |
206 |
+0 |
| Feb05 |
040913 |
273.00 |
273.00 |
273.00 |
273.00 |
+2.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
22 |
534 |
+3 |
|
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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