|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue September 21, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
040921 |
542.50 |
546.50 |
541.50 |
542.25 |
-1.50 |
38,045 |
130,963 |
+1,999 |
| Jan05 |
040921 |
549.50 |
554.00 |
548.75 |
549.50 |
-1.25 |
5,230 |
21,516 |
-443 |
| Mar05 |
040921 |
557.00 |
560.50 |
556.50 |
557.25 |
-1.50 |
4,164 |
16,722 |
+1,124 |
| May05 |
040921 |
565.00 |
568.00 |
563.50 |
564.25 |
-0.75 |
2,059 |
11,546 |
-44 |
| Jul05 |
040921 |
570.00 |
573.50 |
569.50 |
570.50 |
-0.50 |
2,185 |
6,831 |
+448 |
| Aug05 |
040921 |
569.00 |
570.00 |
569.00 |
570.00 |
-0.50 |
1 |
219 |
+0 |
| Sep05 |
040921 |
568.00 |
568.00 |
568.00 |
568.00 |
-2.00 |
25 |
59 |
+25 |
| Total Volume and Open Interest |
52,326 |
191,888 |
+3,291 |
| Soybean Meal(CBOT) |
| Oct04 |
040921 |
161.50 |
162.00 |
159.50 |
159.90 |
-1.90 |
4,978 |
19,078 |
-54 |
| Dec04 |
040921 |
163.30 |
163.50 |
161.40 |
162.30 |
-1.10 |
7,842 |
53,734 |
-27 |
| Jan05 |
040921 |
165.00 |
165.30 |
163.00 |
163.90 |
-1.10 |
997 |
13,475 |
+276 |
| Mar05 |
040921 |
168.50 |
168.80 |
166.50 |
167.40 |
-0.80 |
2,015 |
10,825 |
+109 |
| May05 |
040921 |
171.30 |
172.00 |
169.50 |
170.50 |
-0.80 |
1,837 |
12,798 |
-104 |
| Jul05 |
040921 |
174.70 |
175.70 |
173.00 |
174.00 |
-0.90 |
2,029 |
11,076 |
-154 |
| Aug05 |
040921 |
175.30 |
177.00 |
174.10 |
174.10 |
-1.20 |
398 |
3,934 |
-42 |
| Sep05 |
040921 |
175.80 |
177.50 |
174.40 |
174.40 |
-1.20 |
250 |
2,881 |
+83 |
| Total Volume and Open Interest |
20,694 |
131,325 |
+35 |
| Soybean Oil(CBOT) |
| Oct04 |
040921 |
21.75 |
22.15 |
21.65 |
21.87 |
+0.10 |
5,257 |
18,294 |
-1,129 |
| Dec04 |
040921 |
21.50 |
22.00 |
21.45 |
21.71 |
+0.09 |
9,153 |
58,629 |
+239 |
| Jan05 |
040921 |
21.60 |
21.90 |
21.50 |
21.66 |
+0.09 |
1,854 |
14,063 |
+597 |
| Mar05 |
040921 |
21.50 |
21.80 |
21.50 |
21.57 |
+0.02 |
2,681 |
13,567 |
+553 |
| May05 |
040921 |
21.50 |
21.75 |
21.50 |
21.55 |
+0.03 |
1,537 |
8,734 |
+92 |
| Jul05 |
040921 |
21.50 |
21.72 |
21.45 |
21.50 |
unch |
1,245 |
8,305 |
+197 |
| Aug05 |
040921 |
21.63 |
21.65 |
21.40 |
21.44 |
-0.04 |
367 |
3,613 |
+148 |
| Sep05 |
040921 |
21.60 |
21.60 |
21.34 |
21.34 |
-0.11 |
147 |
1,793 |
+121 |
| Total Volume and Open Interest |
22,599 |
130,609 |
+949 |
| Canola(WCE) |
| Sep04 |
040914 |
355.0 |
355.0 |
340.0 |
341.0 |
-8.2 |
0 |
388 |
+0 |
| Nov04 |
040921 |
320.4 |
322.5 |
317.8 |
318.4 |
-5.0 |
6,118 |
39,000 |
+2,205 |
| Jan05 |
040921 |
323.5 |
326.2 |
323.0 |
323.9 |
-4.7 |
505 |
5,945 |
+255 |
| Mar05 |
040921 |
329.5 |
330.5 |
329.0 |
329.0 |
-3.0 |
204 |
4,244 |
+195 |
| May05 |
040921 |
333.5 |
333.5 |
333.5 |
333.5 |
-4.5 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
7,157 |
51,783 |
+2,770 |
| Corn(CBOT) |
| Dec04 |
040921 |
212.25 |
214.00 |
212.25 |
212.75 |
unch |
35,074 |
355,586 |
-2,407 |
| Mar05 |
040921 |
222.50 |
224.00 |
222.25 |
222.75 |
unch |
8,304 |
101,047 |
+2,341 |
| May05 |
040921 |
229.50 |
230.50 |
229.00 |
229.25 |
-0.25 |
2,748 |
32,346 |
+947 |
| Jul05 |
040921 |
234.50 |
235.75 |
234.50 |
234.75 |
-0.25 |
2,301 |
37,163 |
+711 |
| Sep05 |
040921 |
240.25 |
241.75 |
240.25 |
240.25 |
+0.25 |
422 |
8,080 |
+226 |
| Dec05 |
040921 |
247.25 |
247.50 |
246.50 |
247.00 |
-0.25 |
882 |
17,766 |
+350 |
| Total Volume and Open Interest |
49,763 |
553,452 |
+2,166 |
| Wheat(CBOT) |
| Dec04 |
040921 |
328.50 |
336.75 |
327.25 |
334.75 |
+6.00 |
19,228 |
120,931 |
+1,339 |
| Mar05 |
040921 |
339.00 |
346.50 |
338.25 |
345.25 |
+5.25 |
1,365 |
19,910 |
+121 |
| May05 |
040921 |
345.50 |
350.00 |
344.00 |
348.75 |
+4.25 |
138 |
3,772 |
-42 |
| Jul05 |
040921 |
345.00 |
352.50 |
345.00 |
350.50 |
+5.00 |
446 |
5,737 |
+16 |
| Sep05 |
040921 |
355.00 |
356.00 |
355.00 |
355.00 |
+4.00 |
0 |
141 |
+0 |
| Total Volume and Open Interest |
21,180 |
150,621 |
+1,433 |
| Wheat(KCBT) |
| Sep04 |
040914 |
348.50 |
348.50 |
348.50 |
348.50 |
-5.50 |
9 |
19 |
+0 |
| Dec04 |
040921 |
357.00 |
364.25 |
355.00 |
363.25 |
+5.75 |
5,526 |
50,714 |
-315 |
| Mar05 |
040921 |
364.00 |
371.00 |
363.50 |
370.50 |
+6.25 |
979 |
11,274 |
+74 |
| May05 |
040921 |
365.00 |
370.50 |
365.00 |
369.00 |
+5.00 |
210 |
2,963 |
+142 |
| Jul05 |
040921 |
364.00 |
368.00 |
364.00 |
367.00 |
+2.00 |
265 |
3,051 |
+111 |
| Total Volume and Open Interest |
6,980 |
68,063 |
+12 |
| Wheat(MGE) |
| Sep04 |
040921 |
370.00 |
370.00 |
370.00 |
370.00 |
unch |
|
|
|
| Dec04 |
040921 |
373.50 |
380.50 |
372.00 |
379.00 |
+4.75 |
3,337 |
24,211 |
+192 |
| Mar05 |
040921 |
383.00 |
391.00 |
383.00 |
388.00 |
+4.00 |
553 |
6,536 |
+30 |
| May05 |
040921 |
387.00 |
393.00 |
387.00 |
393.00 |
+5.50 |
394 |
2,761 |
+74 |
| Jul05 |
040921 |
384.00 |
393.00 |
384.00 |
393.00 |
+8.25 |
333 |
1,564 |
+273 |
| Total Volume and Open Interest |
4,620 |
35,284 |
+566 |
| Oats(CBOT) |
| Dec04 |
040921 |
163.75 |
171.00 |
163.75 |
170.50 |
+6.50 |
1,391 |
4,977 |
+2 |
| Mar05 |
040921 |
168.25 |
175.00 |
168.25 |
174.25 |
+5.25 |
43 |
1,252 |
+9 |
| May05 |
040921 |
178.50 |
178.50 |
178.50 |
178.50 |
+6.00 |
1 |
95 |
-1 |
| Jul05 |
040921 |
179.00 |
179.00 |
179.00 |
179.00 |
+4.00 |
2 |
31 |
+1 |
| Total Volume and Open Interest |
1,437 |
6,355 |
+11 |
| Rough Rice(CBOT) |
| Sep04 |
040921 |
7.25 |
7.25 |
7.25 |
7.25 |
unch |
11 |
58 |
+0 |
| Nov04 |
040921 |
7.12 |
7.25 |
7.12 |
7.18 |
+0.02 |
585 |
2,827 |
+138 |
| Jan05 |
040921 |
7.39 |
7.39 |
7.39 |
7.39 |
+0.03 |
67 |
750 |
+26 |
| Mar05 |
040921 |
7.57 |
7.62 |
7.57 |
7.62 |
+0.04 |
74 |
596 |
+61 |
| Total Volume and Open Interest |
737 |
4,258 |
+225 |
| Live Cattle(CME) |
| Oct04 |
040921 |
85.750 |
85.925 |
85.400 |
85.650 |
-0.350 |
7,112 |
27,018 |
-942 |
| Dec04 |
040921 |
88.500 |
88.700 |
88.175 |
88.375 |
-0.300 |
6,099 |
54,047 |
+961 |
| Feb05 |
040921 |
89.850 |
89.950 |
89.500 |
89.850 |
-0.200 |
1,239 |
14,383 |
+144 |
| Apr05 |
040921 |
87.600 |
87.800 |
87.250 |
87.600 |
-0.225 |
687 |
5,696 |
+205 |
| Jun05 |
040921 |
83.700 |
83.750 |
83.425 |
83.725 |
-0.175 |
391 |
3,506 |
+1 |
| Aug05 |
040921 |
82.900 |
83.025 |
82.900 |
83.025 |
-0.275 |
71 |
1,972 |
+46 |
| Total Volume and Open Interest |
15,627 |
106,782 |
+432 |
| Feeder Cattle(CME) |
| Sep04 |
040921 |
115.000 |
115.000 |
114.600 |
114.700 |
-0.500 |
316 |
1,787 |
-134 |
| Oct04 |
040921 |
112.600 |
112.650 |
112.100 |
112.525 |
-0.275 |
1,120 |
6,668 |
+251 |
| Nov04 |
040921 |
111.600 |
111.775 |
111.250 |
111.400 |
-0.600 |
1,132 |
6,078 |
+734 |
| Jan05 |
040921 |
106.750 |
106.775 |
106.250 |
106.425 |
-0.775 |
361 |
2,373 |
+107 |
| Mar05 |
040921 |
102.500 |
102.700 |
102.300 |
102.700 |
-0.600 |
45 |
715 |
+26 |
| Apr05 |
040921 |
101.900 |
101.900 |
101.900 |
101.900 |
unch |
10 |
201 |
-4 |
| May05 |
040921 |
101.200 |
101.300 |
101.200 |
101.200 |
-0.500 |
4 |
205 |
+4 |
| Total Volume and Open Interest |
2,988 |
18,027 |
+984 |
| Lean Hogs(CME) |
| Oct04 |
040921 |
74.050 |
74.750 |
73.825 |
74.450 |
+0.650 |
7,717 |
20,689 |
-80 |
| Dec04 |
040921 |
69.700 |
70.000 |
69.050 |
69.575 |
-0.125 |
9,592 |
49,710 |
+3,318 |
| Feb05 |
040921 |
68.050 |
68.250 |
67.500 |
68.050 |
-0.300 |
2,708 |
12,838 |
+1,009 |
| Apr05 |
040921 |
65.400 |
65.900 |
65.100 |
65.875 |
unch |
778 |
4,015 |
+326 |
| May05 |
040921 |
64.900 |
65.300 |
64.600 |
65.100 |
-0.450 |
210 |
798 |
+66 |
| Jun05 |
040921 |
68.900 |
69.350 |
68.550 |
69.350 |
-0.050 |
529 |
1,996 |
+261 |
| Jul05 |
040921 |
64.750 |
65.275 |
64.700 |
65.275 |
+0.025 |
169 |
482 |
+30 |
| Aug05 |
040921 |
61.400 |
61.550 |
60.800 |
61.550 |
+0.075 |
122 |
253 |
+59 |
| Total Volume and Open Interest |
21,855 |
90,839 |
+4,987 |
| Pork Bellies(CME) |
| Feb05 |
040921 |
101.500 |
101.750 |
100.200 |
101.225 |
unch |
778 |
1,399 |
-116 |
| Mar05 |
040921 |
101.100 |
101.550 |
100.000 |
101.550 |
+0.300 |
5 |
12 |
+0 |
| May05 |
040921 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.900 |
0 |
4 |
+0 |
| Jul05 |
040921 |
97.500 |
97.500 |
97.500 |
97.500 |
+0.500 |
2 |
2 |
+1 |
| Total Volume and Open Interest |
785 |
1,417 |
-115 |
| Class III Milk(CME) |
| Sep04 |
040921 |
14.64 |
14.67 |
14.63 |
14.67 |
unch |
55 |
5,557 |
-33 |
| Oct04 |
040921 |
13.57 |
13.73 |
13.55 |
13.70 |
+0.13 |
229 |
4,731 |
-35 |
| Nov04 |
040921 |
12.67 |
12.70 |
12.60 |
12.70 |
+0.03 |
107 |
3,066 |
+9 |
| Dec04 |
040921 |
12.20 |
12.20 |
12.18 |
12.18 |
-0.04 |
41 |
2,256 |
-6 |
| Jan05 |
040921 |
11.95 |
12.01 |
11.95 |
12.01 |
-0.03 |
12 |
1,182 |
+13 |
| Total Volume and Open Interest |
738 |
23,346 |
+113 |
| Cocoa(NYBOT) |
| Dec04 |
040921 |
1469 |
1494 |
1466 |
1492 |
+18 |
3,563 |
43,835 |
+44 |
| Mar05 |
040921 |
1495 |
1511 |
1487 |
1509 |
+16 |
710 |
16,448 |
+266 |
| May05 |
040921 |
1503 |
1519 |
1499 |
1519 |
+16 |
146 |
10,657 |
+54 |
| Jul05 |
040921 |
1529 |
1531 |
1529 |
1531 |
+17 |
0 |
10,935 |
-56 |
| Sep05 |
040921 |
1520 |
1544 |
1520 |
1544 |
+17 |
0 |
5,762 |
+0 |
| Dec05 |
040921 |
1560 |
1560 |
1560 |
1560 |
+17 |
3 |
7,194 |
+3 |
| Mar06 |
040921 |
1572 |
1572 |
1572 |
1572 |
+17 |
0 |
3,529 |
+0 |
| Total Volume and Open Interest |
4,422 |
99,952 |
+311 |
| Coffee "C"(NYBOT) |
| Sep04 |
040920 |
75.50 |
77.20 |
74.95 |
77.20 |
+1.85 |
27 |
42 |
-5 |
| Dec04 |
040921 |
81.25 |
82.40 |
80.85 |
81.65 |
+1.95 |
10,859 |
64,514 |
+190 |
| Mar05 |
040921 |
84.25 |
85.10 |
83.60 |
84.45 |
+1.90 |
1,694 |
11,635 |
-65 |
| May05 |
040921 |
86.25 |
87.00 |
85.55 |
86.30 |
+1.95 |
793 |
3,572 |
+231 |
| Jul05 |
040921 |
87.80 |
88.40 |
87.15 |
88.00 |
+2.00 |
354 |
1,676 |
+113 |
| Sep05 |
040921 |
89.25 |
89.75 |
88.70 |
89.45 |
+2.00 |
25 |
520 |
+23 |
| Total Volume and Open Interest |
13,768 |
82,350 |
+466 |
| Orange Juice(NYBOT) |
| Nov04 |
040921 |
78.00 |
78.70 |
77.90 |
78.50 |
+0.75 |
722 |
19,205 |
-173 |
| Jan05 |
040921 |
80.50 |
80.75 |
80.30 |
80.65 |
+0.90 |
264 |
6,469 |
-45 |
| Mar05 |
040921 |
82.00 |
82.65 |
81.90 |
82.65 |
+0.90 |
191 |
8,155 |
-70 |
| May05 |
040921 |
84.45 |
84.80 |
84.45 |
84.65 |
+0.20 |
27 |
4,082 |
+12 |
| Jul05 |
040921 |
86.75 |
86.75 |
86.50 |
86.50 |
+0.05 |
15 |
488 |
+15 |
| Total Volume and Open Interest |
1,219 |
38,551 |
-261 |
| Sugar #11(NYBOT) |
| Oct04 |
040921 |
7.34 |
7.60 |
7.33 |
7.59 |
+0.21 |
19,976 |
49,733 |
-9,233 |
| Mar05 |
040921 |
8.23 |
8.43 |
8.18 |
8.42 |
+0.16 |
28,949 |
156,989 |
-1,274 |
| May05 |
040921 |
8.31 |
8.46 |
8.27 |
8.45 |
+0.09 |
3,022 |
32,384 |
+769 |
| Jul05 |
040921 |
8.08 |
8.25 |
8.07 |
8.25 |
+0.09 |
2,752 |
18,482 |
-24 |
| Oct05 |
040921 |
8.05 |
8.20 |
8.04 |
8.19 |
+0.09 |
921 |
21,170 |
+330 |
| Total Volume and Open Interest |
55,739 |
287,880 |
-9,341 |
| London Cocoa(LCE) |
| Sep04 |
040915 |
841 |
850 |
837 |
842 |
+7 |
666 |
3,324 |
-605 |
| Dec04 |
040921 |
867 |
870 |
854 |
865 |
unch |
2,854 |
82,380 |
+563 |
| Mar05 |
040921 |
890 |
892 |
877 |
888 |
unch |
3,771 |
33,660 |
+2,132 |
| May05 |
040921 |
905 |
905 |
895 |
903 |
unch |
659 |
16,815 |
-213 |
| Jul05 |
040921 |
918 |
920 |
908 |
918 |
+1 |
360 |
13,097 |
-147 |
| Sep05 |
040921 |
935 |
938 |
925 |
935 |
+1 |
3,144 |
21,974 |
+2,467 |
| Dec05 |
040921 |
935 |
944 |
935 |
944 |
+1 |
20 |
9,660 |
+0 |
| Total Volume and Open Interest |
10,828 |
180,468 |
+4,802 |
| London Coffee(LCE) |
| Sep04 |
040921 |
662.00 |
669.00 |
658.00 |
667.00 |
+34.00 |
115 |
3,549 |
-1,315 |
| Nov04 |
040921 |
665.00 |
694.00 |
665.00 |
693.00 |
+34.00 |
2,075 |
72,952 |
-148 |
| Jan05 |
040921 |
681.00 |
708.00 |
681.00 |
708.00 |
+31.00 |
1,237 |
33,932 |
+887 |
| Mar05 |
040921 |
704.00 |
725.00 |
704.00 |
724.00 |
+31.00 |
43 |
20,460 |
+17 |
| May05 |
040921 |
722.00 |
739.00 |
722.00 |
739.00 |
+32.00 |
310 |
14,366 |
+9 |
| Jul05 |
040921 |
731.00 |
753.00 |
731.00 |
753.00 |
+31.00 |
8 |
4,066 |
+0 |
| Total Volume and Open Interest |
3,808 |
151,406 |
-558 |
| London Sugar(LCE) |
| Oct04 |
040915 |
230.50 |
230.50 |
220.00 |
226.80 |
-3.70 |
3,846 |
2,040 |
-2,500 |
| Dec04 |
040921 |
231.00 |
233.50 |
229.10 |
233.00 |
+1.50 |
1,674 |
12,117 |
+36 |
| Mar05 |
040921 |
247.00 |
249.20 |
245.10 |
249.00 |
+2.00 |
1,429 |
16,304 |
+348 |
| May05 |
040921 |
253.20 |
256.00 |
252.30 |
256.00 |
+2.00 |
361 |
8,009 |
+156 |
| Aug05 |
040921 |
250.30 |
252.10 |
249.00 |
252.10 |
+2.00 |
206 |
4,419 |
+144 |
| Total Volume and Open Interest |
3,680 |
46,082 |
+687 |
| Cotton(NYBOT) |
| Oct04 |
040921 |
49.80 |
50.25 |
49.55 |
50.20 |
+0.85 |
296 |
1,911 |
-134 |
| Dec04 |
040921 |
47.70 |
48.40 |
47.50 |
48.13 |
+0.72 |
11,658 |
42,670 |
+784 |
| Mar05 |
040921 |
49.60 |
50.00 |
49.25 |
49.84 |
+0.72 |
1,994 |
15,517 |
+304 |
| May05 |
040921 |
50.80 |
50.90 |
50.30 |
50.89 |
+0.84 |
486 |
3,541 |
+61 |
| Jul05 |
040921 |
51.50 |
51.90 |
51.40 |
51.83 |
+0.81 |
573 |
5,012 |
+291 |
| Oct05 |
040921 |
53.25 |
53.25 |
53.25 |
53.25 |
+0.50 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
15,341 |
70,803 |
+1,517 |
| Lumber(CME) |
| Nov04 |
040921 |
353.1 |
356.0 |
347.5 |
347.8 |
-3.5 |
844 |
3,299 |
+6 |
| Jan05 |
040921 |
344.6 |
348.2 |
342.7 |
343.4 |
-2.2 |
163 |
837 |
-7 |
| Mar05 |
040921 |
349.1 |
349.5 |
345.1 |
345.1 |
-3.7 |
14 |
176 |
+2 |
| May05 |
040921 |
355.0 |
355.0 |
345.2 |
345.2 |
-3.8 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
1,021 |
4,354 |
+1 |
| Crude Oil(NYM) |
| Oct04 |
040921 |
46.70 |
47.40 |
46.60 |
47.10 |
+0.75 |
72,383 |
24,260 |
-17,539 |
| Nov04 |
040921 |
46.50 |
47.15 |
46.35 |
46.76 |
+0.57 |
104,132 |
210,105 |
+10,377 |
| Dec04 |
040921 |
45.95 |
46.50 |
45.80 |
46.16 |
+0.57 |
31,091 |
93,555 |
-2,360 |
| Jan05 |
040921 |
45.30 |
45.85 |
45.25 |
45.52 |
+0.55 |
11,982 |
40,092 |
+1,633 |
| Feb05 |
040921 |
44.65 |
45.00 |
44.65 |
44.92 |
+0.53 |
6,293 |
24,928 |
+615 |
| Mar05 |
040921 |
44.20 |
44.40 |
44.00 |
44.33 |
+0.51 |
3,856 |
24,456 |
+5 |
| Apr05 |
040921 |
43.80 |
43.80 |
43.75 |
43.75 |
+0.49 |
616 |
13,596 |
-77 |
| May05 |
040921 |
43.18 |
43.18 |
43.18 |
43.18 |
+0.47 |
709 |
13,898 |
-165 |
| Jun05 |
040921 |
42.50 |
42.75 |
42.40 |
42.62 |
+0.45 |
2,962 |
21,633 |
+446 |
| Jul05 |
040921 |
42.05 |
42.11 |
42.05 |
42.11 |
+0.43 |
224 |
11,324 |
-160 |
| Aug05 |
040921 |
41.66 |
41.66 |
41.66 |
41.66 |
+0.41 |
97 |
6,907 |
-77 |
| Sep05 |
040921 |
41.00 |
41.25 |
41.00 |
41.25 |
+0.39 |
435 |
9,891 |
+258 |
| Oct05 |
040921 |
40.75 |
40.87 |
40.75 |
40.87 |
+0.37 |
76 |
5,010 |
+0 |
| Nov05 |
040921 |
40.49 |
40.49 |
40.49 |
40.49 |
+0.35 |
150 |
6,192 |
-50 |
| Dec05 |
040921 |
39.95 |
40.25 |
39.92 |
40.12 |
+0.33 |
7,117 |
44,809 |
-40 |
| Jan06 |
040921 |
39.56 |
39.73 |
39.56 |
39.73 |
+0.32 |
7 |
4,983 |
+0 |
| Total Volume and Open Interest |
245,833 |
672,349 |
-6,654 |
| Heating Oil(NYM) |
| Oct04 |
040921 |
127.55 |
130.90 |
127.55 |
130.29 |
+3.70 |
19,205 |
32,134 |
-1,123 |
| Nov04 |
040921 |
128.90 |
131.70 |
128.70 |
131.05 |
+3.66 |
13,221 |
55,936 |
+1,684 |
| Dec04 |
040921 |
129.00 |
131.60 |
129.00 |
131.30 |
+3.46 |
3,204 |
29,845 |
+337 |
| Jan05 |
040921 |
129.40 |
131.60 |
129.20 |
131.25 |
+3.26 |
1,690 |
15,784 |
+309 |
| Feb05 |
040921 |
129.10 |
129.50 |
128.10 |
129.45 |
+2.86 |
1,298 |
15,807 |
+58 |
| Mar05 |
040921 |
123.75 |
125.30 |
123.75 |
125.20 |
+2.56 |
858 |
14,371 |
+149 |
| Apr05 |
040921 |
118.75 |
120.20 |
118.75 |
119.95 |
+2.21 |
152 |
4,617 |
-34 |
| May05 |
040921 |
115.00 |
115.10 |
115.00 |
115.10 |
+1.91 |
455 |
3,876 |
+361 |
| Jun05 |
040921 |
111.95 |
111.95 |
111.95 |
111.95 |
+1.71 |
190 |
5,253 |
+34 |
| Jul05 |
040921 |
110.00 |
110.60 |
110.00 |
110.60 |
+1.51 |
255 |
4,740 |
-28 |
| Aug05 |
040921 |
110.45 |
110.45 |
110.45 |
110.45 |
+1.46 |
30 |
616 |
-17 |
| Sep05 |
040921 |
110.80 |
110.80 |
110.80 |
110.80 |
+1.41 |
30 |
1,814 |
-13 |
| Total Volume and Open Interest |
40,937 |
195,285 |
+1,528 |
| Unleaded Gas(NYM) |
| Oct04 |
040921 |
128.00 |
129.70 |
126.30 |
128.96 |
+1.51 |
19,778 |
27,384 |
-2,611 |
| Nov04 |
040921 |
126.50 |
128.50 |
125.30 |
127.48 |
+1.72 |
9,288 |
51,483 |
+1,832 |
| Dec04 |
040921 |
124.25 |
125.00 |
123.75 |
124.78 |
+1.67 |
1,385 |
20,213 |
+438 |
| Jan05 |
040921 |
123.40 |
124.08 |
123.40 |
124.08 |
+1.67 |
845 |
10,761 |
+101 |
| Feb05 |
040921 |
124.38 |
124.38 |
124.38 |
124.38 |
+1.62 |
484 |
6,841 |
-91 |
| Mar05 |
040921 |
124.78 |
124.78 |
124.78 |
124.78 |
+1.57 |
246 |
3,323 |
-57 |
| Apr05 |
040921 |
131.13 |
131.13 |
131.13 |
131.13 |
+1.52 |
115 |
9,753 |
-72 |
| May05 |
040921 |
130.73 |
130.73 |
130.73 |
130.73 |
+1.52 |
0 |
9,115 |
+0 |
| Jun05 |
040921 |
129.43 |
129.43 |
129.43 |
129.43 |
+1.42 |
35 |
3,172 |
-5 |
| Jul05 |
040921 |
127.18 |
127.18 |
127.18 |
127.18 |
+1.32 |
102 |
1,813 |
-99 |
| Aug05 |
040921 |
124.28 |
124.28 |
124.28 |
124.28 |
+1.27 |
119 |
1,614 |
+14 |
| Sep05 |
040921 |
121.03 |
121.03 |
121.03 |
121.03 |
+1.27 |
42 |
443 |
+25 |
| Total Volume and Open Interest |
32,439 |
145,915 |
-525 |
| Natural Gas(NYM) |
| Oct04 |
040921 |
5.375 |
5.640 |
5.370 |
5.608 |
+0.359 |
35,102 |
38,153 |
-3,510 |
| Nov04 |
040921 |
5.830 |
6.200 |
5.810 |
6.182 |
+0.432 |
16,181 |
64,476 |
+2,310 |
| Dec04 |
040921 |
6.350 |
6.722 |
6.350 |
6.722 |
+0.407 |
5,813 |
36,756 |
+913 |
| Jan05 |
040921 |
6.670 |
6.992 |
6.670 |
6.992 |
+0.360 |
5,550 |
31,833 |
+445 |
| Feb05 |
040921 |
6.665 |
6.957 |
6.665 |
6.957 |
+0.330 |
1,130 |
20,349 |
-394 |
| Mar05 |
040921 |
6.560 |
6.822 |
6.540 |
6.822 |
+0.310 |
2,006 |
22,012 |
-319 |
| Apr05 |
040921 |
6.030 |
6.197 |
6.015 |
6.197 |
+0.185 |
1,955 |
17,371 |
+98 |
| May05 |
040921 |
5.920 |
6.062 |
5.910 |
6.062 |
+0.175 |
604 |
12,732 |
+205 |
| Jun05 |
040921 |
5.950 |
6.094 |
5.950 |
6.094 |
+0.175 |
493 |
10,412 |
-83 |
| Jul05 |
040921 |
5.980 |
6.127 |
5.980 |
6.127 |
+0.175 |
183 |
12,923 |
+63 |
| Aug05 |
040921 |
6.000 |
6.152 |
6.000 |
6.152 |
+0.175 |
59 |
10,156 |
+11 |
| Sep05 |
040921 |
6.030 |
6.142 |
6.030 |
6.142 |
+0.175 |
629 |
10,032 |
-319 |
| Oct05 |
040921 |
6.010 |
6.167 |
6.010 |
6.167 |
+0.180 |
626 |
13,243 |
+196 |
| Nov05 |
040921 |
6.250 |
6.397 |
6.250 |
6.397 |
+0.181 |
286 |
7,250 |
-116 |
| Dec05 |
040921 |
6.440 |
6.607 |
6.440 |
6.607 |
+0.180 |
596 |
9,071 |
+5 |
| Jan06 |
040921 |
6.590 |
6.747 |
6.590 |
6.747 |
+0.180 |
31 |
9,472 |
+29 |
| Total Volume and Open Interest |
72,883 |
402,234 |
+761 |
| Brent Crude Oil(IPE) |
| Nov04 |
040921 |
42.91 |
43.79 |
42.60 |
43.39 |
+0.48 |
34,647 |
67,735 |
-2,712 |
| Dec04 |
040921 |
42.40 |
43.18 |
42.09 |
42.82 |
+0.48 |
20,635 |
82,942 |
+2,209 |
| Jan05 |
040921 |
41.80 |
42.50 |
41.56 |
42.25 |
+0.47 |
4,476 |
25,633 |
+355 |
| Feb05 |
040921 |
41.16 |
41.90 |
41.05 |
41.71 |
+0.46 |
1,199 |
10,417 |
-134 |
| Mar05 |
040921 |
40.64 |
41.48 |
40.53 |
41.18 |
+0.44 |
1,197 |
13,558 |
+703 |
| Apr05 |
040921 |
40.21 |
40.70 |
40.11 |
40.67 |
+0.43 |
828 |
13,795 |
+200 |
| May05 |
040921 |
40.00 |
40.22 |
40.00 |
40.22 |
+0.42 |
525 |
2,920 |
+492 |
| Jun05 |
040921 |
39.30 |
40.10 |
39.20 |
39.80 |
+0.41 |
1,415 |
19,445 |
-223 |
| Jul05 |
040921 |
39.00 |
39.38 |
39.00 |
39.38 |
+0.38 |
0 |
1,826 |
+0 |
| Aug05 |
040921 |
38.96 |
38.96 |
38.96 |
38.96 |
+0.35 |
0 |
2,007 |
+0 |
| Sep05 |
040921 |
38.15 |
38.57 |
38.15 |
38.57 |
+0.32 |
0 |
4,122 |
+0 |
| Oct05 |
040921 |
38.20 |
38.20 |
38.20 |
38.20 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
68,099 |
321,470 |
+1,500 |
| Gas Oil(IPE) |
| Oct04 |
040921 |
403.00 |
409.75 |
400.50 |
409.50 |
+10.75 |
13,957 |
53,874 |
-1,272 |
| Nov04 |
040921 |
396.50 |
402.25 |
393.75 |
402.25 |
+10.50 |
5,481 |
32,895 |
+143 |
| Dec04 |
040921 |
389.00 |
394.50 |
386.50 |
394.50 |
+10.50 |
2,755 |
24,462 |
+276 |
| Jan05 |
040921 |
380.00 |
389.00 |
379.50 |
387.00 |
+10.00 |
827 |
11,520 |
-158 |
| Feb05 |
040921 |
373.00 |
378.75 |
373.00 |
378.75 |
+9.75 |
20 |
3,090 |
-10 |
| Mar05 |
040921 |
363.50 |
372.50 |
363.50 |
369.75 |
+9.50 |
0 |
4,178 |
+0 |
| Apr05 |
040921 |
360.50 |
360.50 |
360.50 |
360.50 |
+9.25 |
0 |
1,990 |
+0 |
| May05 |
040921 |
353.25 |
353.25 |
353.25 |
353.25 |
+9.50 |
0 |
1,750 |
+0 |
| Jun05 |
040921 |
348.25 |
348.25 |
348.25 |
348.25 |
+9.50 |
5 |
8,949 |
+0 |
| Jul05 |
040921 |
345.75 |
345.75 |
345.75 |
345.75 |
+9.50 |
0 |
825 |
+0 |
| Total Volume and Open Interest |
23,705 |
164,137 |
-886 |
| US Dollar Index(NYBOT) |
| Dec04 |
040921 |
89.20 |
89.20 |
88.15 |
88.31 |
-0.87 |
454 |
10,709 |
+96 |
| Mar05 |
040921 |
88.87 |
88.87 |
88.50 |
88.50 |
-0.87 |
2 |
2,262 |
+0 |
| Jun05 |
040921 |
88.69 |
88.69 |
88.69 |
88.69 |
-0.87 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
456 |
12,983 |
+96 |
| Australian Dollar(CME) |
| Dec04 |
040921 |
69.83 |
69.85 |
69.35 |
69.78 |
+0.33 |
447 |
21,031 |
+362 |
| Mar05 |
040921 |
69.23 |
69.23 |
69.23 |
69.23 |
+0.33 |
0 |
60 |
+0 |
| Jun05 |
040921 |
68.52 |
68.73 |
68.52 |
68.73 |
+0.33 |
1 |
62 |
+1 |
| Total Volume and Open Interest |
448 |
21,162 |
+363 |
| British Pound(CME) |
| Dec04 |
040921 |
178.46 |
179.00 |
177.92 |
178.68 |
+1.36 |
1,862 |
47,511 |
+1,347 |
| Mar05 |
040921 |
177.48 |
177.48 |
177.48 |
177.48 |
+1.36 |
4 |
14 |
+4 |
| Jun05 |
040921 |
176.38 |
176.38 |
176.38 |
176.38 |
+1.36 |
|
|
|
| Total Volume and Open Interest |
1,866 |
47,527 |
+1,351 |
| Canadian Dollar(CME) |
| Dec04 |
040921 |
77.33 |
77.68 |
77.28 |
77.53 |
+0.39 |
6,390 |
81,992 |
+4,457 |
| Mar05 |
040921 |
77.32 |
77.50 |
77.31 |
77.43 |
+0.39 |
60 |
1,431 |
+43 |
| Jun05 |
040921 |
77.34 |
77.34 |
77.34 |
77.34 |
+0.39 |
30 |
851 |
+24 |
| Sep05 |
040921 |
77.25 |
77.25 |
77.25 |
77.25 |
+0.39 |
47 |
270 |
+5 |
| Total Volume and Open Interest |
6,527 |
84,565 |
+4,529 |
| Japanese Yen(CME) |
| Dec04 |
040921 |
91.63 |
91.63 |
91.13 |
91.51 |
+0.12 |
1,854 |
80,262 |
+1,364 |
| Mar05 |
040921 |
92.02 |
92.02 |
92.02 |
92.02 |
+0.12 |
0 |
426 |
-1 |
| Jun05 |
040921 |
92.62 |
92.62 |
92.62 |
92.62 |
+0.12 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,854 |
80,692 |
+1,363 |
| Swiss Franc(CME) |
| Dec04 |
040921 |
79.69 |
80.10 |
79.45 |
79.92 |
+1.12 |
3,175 |
32,458 |
+3,009 |
| Mar05 |
040921 |
80.30 |
80.30 |
80.18 |
80.18 |
+1.12 |
3 |
22 |
-25 |
| Jun05 |
040921 |
80.48 |
80.48 |
80.48 |
80.48 |
+1.12 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
3,178 |
32,540 |
+2,984 |
| EuroFX(CME) |
| Dec04 |
040921 |
122.72 |
123.40 |
122.38 |
123.12 |
+1.50 |
5,230 |
84,012 |
-16 |
| Mar05 |
040921 |
122.60 |
123.30 |
122.41 |
123.10 |
+1.50 |
121 |
755 |
+13 |
| Jun05 |
040921 |
123.11 |
123.11 |
123.11 |
123.11 |
+1.50 |
0 |
130 |
+0 |
| Total Volume and Open Interest |
5,352 |
84,908 |
-3 |
| Mexican Peso(CME) |
| Sep04 |
040913 |
8635.0 |
8640.0 |
8635.0 |
8640.0 |
+45.0 |
4,059 |
23,626 |
-5,632 |
| Dec04 |
040921 |
8617.0 |
8660.0 |
8617.0 |
8647.0 |
+42.0 |
9,297 |
34,086 |
+3,256 |
| Total Volume and Open Interest |
9,297 |
34,812 |
+3,256 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040921 |
113~27 |
113~27 |
113~16 |
113~24 |
-0~03 |
8,342 |
22,133 |
-5,338 |
| Dec04 |
040921 |
112~20 |
113~05 |
112~03 |
113~01 |
+0~12 |
167,227 |
550,039 |
+3,582 |
| Mar05 |
040921 |
111~08 |
111~30 |
111~04 |
111~30 |
+0~12 |
756 |
8,800 |
+647 |
| Total Volume and Open Interest |
176,325 |
581,059 |
-1,109 |
| Municipal Bonds(CBOT) |
| Sep04 |
040921 |
104~17 |
104~24 |
104~16 |
104~22 |
-0~01 |
218 |
1,903 |
-105 |
| Dec04 |
040921 |
103~15 |
103~20 |
103~05 |
103~19 |
+0~02 |
240 |
1,400 |
+65 |
| Total Volume and Open Interest |
458 |
3,303 |
-40 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040921 |
114~110 |
114~110 |
114~025 |
114~070 |
-0~040 |
21,743 |
44,569 |
-14,812 |
| Dec04 |
040921 |
113~065 |
113~125 |
112~225 |
113~095 |
+0~025 |
471,731 |
1,472,509 |
+16,978 |
| Total Volume and Open Interest |
496,370 |
1,537,022 |
+2,274 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040921 |
111~240 |
111~255 |
111~220 |
111~225 |
-0~060 |
7,856 |
0 |
+0 |
| Dec04 |
040921 |
111~040 |
111~070 |
110~250 |
111~050 |
-0~015 |
249,002 |
0 |
+0 |
| Mar05 |
040921 |
110~055 |
110~090 |
110~055 |
110~090 |
-0~010 |
6,156 |
15,581 |
+7,415 |
| Total Volume and Open Interest |
263,014 |
15,581 |
+7,415 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040921 |
106~029 |
106~036 |
106~024 |
106~033 |
-0~009 |
329 |
24,117 |
-527 |
| Dec04 |
040921 |
105~108 |
105~109 |
105~092 |
105~106 |
-0~007 |
3,970 |
192,853 |
+2,311 |
| Total Volume and Open Interest |
4,299 |
216,970 |
+1,784 |
| Eurodollars(CME) |
| Dec04 |
040921 |
97.785 |
97.785 |
97.745 |
97.765 |
-0.025 |
31,329 |
895,517 |
+3,000 |
| Mar05 |
040921 |
97.585 |
97.590 |
97.510 |
97.565 |
-0.040 |
33,014 |
831,892 |
+9,167 |
| Jun05 |
040921 |
97.390 |
97.395 |
97.300 |
97.370 |
-0.045 |
37,623 |
903,209 |
-2,128 |
| Sep05 |
040921 |
97.135 |
97.145 |
97.050 |
97.125 |
-0.035 |
32,935 |
655,731 |
+9,877 |
| Dec05 |
040921 |
96.835 |
96.865 |
96.760 |
96.850 |
-0.020 |
34,999 |
516,999 |
-2,964 |
| Mar06 |
040921 |
96.610 |
96.625 |
96.550 |
96.625 |
-0.005 |
32,848 |
395,159 |
-3,898 |
| Jun06 |
040921 |
96.415 |
96.435 |
96.370 |
96.430 |
-0.005 |
26,513 |
256,606 |
-885 |
| Sep06 |
040921 |
96.270 |
96.290 |
96.220 |
96.280 |
unch |
23,906 |
200,318 |
+1,780 |
| Dec06 |
040921 |
96.095 |
96.150 |
96.090 |
96.145 |
+0.005 |
16,562 |
161,835 |
+1,658 |
| Mar07 |
040921 |
96.005 |
96.030 |
95.970 |
96.030 |
+0.010 |
18,239 |
150,293 |
-1,595 |
| Jun07 |
040921 |
95.875 |
95.920 |
95.850 |
95.915 |
+0.010 |
13,666 |
115,302 |
-215 |
| Sep07 |
040921 |
95.765 |
95.805 |
95.745 |
95.805 |
+0.010 |
14,229 |
95,666 |
+1,780 |
| Total Volume and Open Interest |
363,693 |
5,764,766 |
+18,179 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040913 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
6,271 |
+121 |
| Dec04 |
040921 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
9,576 |
+0 |
| Mar05 |
040921 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
70 |
22,089 |
-363 |
| Jun05 |
040921 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
0 |
10,351 |
+0 |
| Sep05 |
040921 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
8,499 |
+0 |
| Dec05 |
040921 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
4,210 |
+13 |
| Mar06 |
040921 |
99.60 |
99.61 |
99.60 |
99.61 |
+0.01 |
0 |
10,102 |
+10 |
| Jun06 |
040921 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
2,246 |
+0 |
| Sep06 |
040921 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
1,654 |
+0 |
| Dec06 |
040921 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
0 |
657 |
+0 |
| Total Volume and Open Interest |
70 |
70,326 |
-340 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040921 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
57,325 |
+151 |
| Mar05 |
040921 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
467 |
77,711 |
-559 |
| Jun05 |
040921 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
201 |
67,693 |
-28 |
| Sep05 |
040921 |
99.79 |
99.79 |
99.78 |
99.78 |
unch |
100 |
40,193 |
-19 |
| Dec05 |
040921 |
99.71 |
99.71 |
99.70 |
99.70 |
-0.01 |
156 |
33,795 |
-874 |
| Mar06 |
040921 |
99.61 |
99.61 |
99.60 |
99.60 |
-0.01 |
10 |
32,745 |
-27 |
| Jun06 |
040921 |
99.50 |
99.50 |
99.49 |
99.49 |
-0.01 |
0 |
16,076 |
+0 |
| Sep06 |
040921 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
0 |
5,439 |
-130 |
| Total Volume and Open Interest |
964 |
343,724 |
-1,486 |
| German Euro-Bund(EUREX) |
| Dec04 |
040921 |
115.45 |
115.47 |
115.21 |
115.39 |
-0.02 |
502,495 |
1,165,125 |
-6,354 |
| Mar05 |
040921 |
114.66 |
114.66 |
114.66 |
114.66 |
-0.04 |
58 |
3,776 |
-107 |
| Jun05 |
040921 |
114.00 |
114.00 |
113.88 |
113.88 |
-0.03 |
175 |
2 |
+0 |
| Total Volume and Open Interest |
502,728 |
1,168,903 |
-6,461 |
| German Euro-Bobl(EUREX) |
| Dec04 |
040921 |
111.31 |
111.31 |
111.13 |
111.24 |
-0.05 |
300,701 |
764,043 |
+6,273 |
| Mar05 |
040921 |
110.85 |
110.91 |
110.85 |
110.91 |
-0.01 |
4 |
8 |
+4 |
| Jun05 |
040921 |
110.24 |
110.24 |
110.24 |
110.24 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
300,705 |
764,051 |
+6,277 |
| Long Gilt(LIFFE) |
| Sep04 |
040921 |
107~14 |
107~18 |
107~13 |
107~18 |
+0~04 |
96 |
16,675 |
-31 |
| Dec04 |
040921 |
107~09 |
107~10 |
107~03 |
107~09 |
+0~03 |
39,804 |
214,532 |
-1,582 |
| Total Volume and Open Interest |
39,900 |
231,207 |
-1,613 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
040921 |
94.94 |
94.95 |
94.92 |
94.94 |
+0.02 |
26,561 |
267,734 |
+1,486 |
| Mar05 |
040921 |
94.87 |
94.89 |
94.86 |
94.88 |
+0.03 |
18,159 |
228,055 |
+2,052 |
| Jun05 |
040921 |
94.86 |
94.88 |
94.84 |
94.87 |
+0.04 |
17,921 |
177,930 |
-1,979 |
| Total Volume and Open Interest |
90,904 |
1,133,248 |
+4,726 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
040921 |
97.755 |
97.760 |
97.740 |
97.755 |
+0.005 |
79,368 |
593,875 |
+9,281 |
| Mar05 |
040921 |
97.595 |
97.595 |
97.565 |
97.580 |
-0.005 |
94,909 |
535,212 |
+19,473 |
| Jun05 |
040921 |
97.420 |
97.425 |
97.380 |
97.400 |
-0.015 |
94,534 |
445,696 |
+8,201 |
| Total Volume and Open Interest |
410,298 |
2,805,422 |
+43,219 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
040921 |
94.60 |
94.61 |
94.60 |
94.61 |
+0.01 |
11,764 |
221,070 |
+1,759 |
| Mar05 |
040921 |
94.56 |
94.59 |
94.56 |
94.58 |
+0.02 |
4,556 |
120,770 |
-4,132 |
| Jun05 |
040921 |
94.54 |
94.56 |
94.54 |
94.55 |
+0.02 |
1,269 |
47,460 |
-255 |
| Sep05 |
040921 |
94.52 |
94.54 |
94.52 |
94.53 |
+0.02 |
556 |
27,026 |
-179 |
| Dec05 |
040921 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.02 |
370 |
18,267 |
-345 |
| Mar06 |
040921 |
94.47 |
94.48 |
94.46 |
94.46 |
+0.02 |
640 |
11,078 |
+145 |
| Jun06 |
040921 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.02 |
0 |
8,499 |
-115 |
| Sep06 |
040921 |
94.40 |
94.41 |
94.40 |
94.41 |
+0.02 |
2 |
3,571 |
-210 |
| Dec06 |
040921 |
94.37 |
94.37 |
94.37 |
94.37 |
+0.02 |
2 |
2,936 |
+0 |
| Mar07 |
040921 |
94.34 |
94.34 |
94.34 |
94.34 |
+0.02 |
222 |
1,994 |
-223 |
| Total Volume and Open Interest |
19,381 |
465,517 |
-3,555 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
040921 |
94.62 |
94.64 |
94.62 |
94.64 |
+0.03 |
7,721 |
210,963 |
+3,945 |
| Mar05 |
040921 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
49,388 |
401,496 |
-3,685 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
040921 |
94.83 |
94.84 |
94.82 |
94.84 |
+0.04 |
27,129 |
401,496 |
-3,685 |
| Mar05 |
040921 |
94.84 |
94.84 |
94.84 |
94.84 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
27,129 |
401,496 |
-3,685 |
| Gold(CMX) |
| Oct04 |
040921 |
408.0 |
409.8 |
408.0 |
408.5 |
+3.0 |
873 |
20,932 |
-24 |
| Dec04 |
040921 |
410.5 |
412.0 |
409.6 |
410.1 |
+3.1 |
13,530 |
171,948 |
+215 |
| Feb05 |
040921 |
412.5 |
414.0 |
411.5 |
411.6 |
+3.1 |
168 |
10,648 |
-35 |
| Apr05 |
040921 |
412.5 |
414.3 |
412.5 |
413.2 |
+3.2 |
19 |
4,625 |
-40 |
| Jun05 |
040921 |
416.0 |
416.3 |
414.9 |
414.9 |
+3.2 |
219 |
12,163 |
-64 |
| Aug05 |
040921 |
416.7 |
416.7 |
416.7 |
416.7 |
+3.2 |
104 |
6,997 |
+15 |
| Oct05 |
040921 |
418.5 |
418.5 |
418.5 |
418.5 |
+3.2 |
0 |
677 |
+0 |
| Dec05 |
040921 |
422.0 |
422.0 |
420.4 |
420.4 |
+3.2 |
90 |
7,218 |
-30 |
| Feb06 |
040921 |
422.5 |
422.5 |
422.5 |
422.5 |
+3.2 |
0 |
844 |
+0 |
| Apr06 |
040921 |
424.6 |
424.6 |
424.6 |
424.6 |
+3.2 |
0 |
485 |
+0 |
| Jun06 |
040921 |
426.8 |
426.8 |
426.8 |
426.8 |
+3.2 |
0 |
8,626 |
+0 |
| Total Volume and Open Interest |
15,048 |
252,242 |
+57 |
| Silver(CMX) |
| Sep04 |
040921 |
632.5 |
635.5 |
631.0 |
634.6 |
+9.4 |
54 |
87 |
+3 |
| Dec04 |
040921 |
636.0 |
640.0 |
632.5 |
637.3 |
+9.3 |
3,709 |
66,234 |
-286 |
| Mar05 |
040921 |
639.0 |
643.0 |
637.0 |
640.8 |
+9.4 |
120 |
7,206 |
+57 |
| May05 |
040921 |
639.0 |
643.2 |
639.0 |
643.2 |
+9.4 |
90 |
1,718 |
+50 |
| Jul05 |
040921 |
645.0 |
645.9 |
645.0 |
645.9 |
+9.4 |
0 |
1,751 |
+0 |
| Sep05 |
040921 |
648.5 |
648.5 |
648.5 |
648.5 |
+9.4 |
0 |
508 |
+0 |
| Dec05 |
040921 |
656.0 |
656.0 |
651.9 |
651.9 |
+9.4 |
1 |
2,976 |
+1 |
| Total Volume and Open Interest |
3,974 |
82,119 |
-175 |
| Platinum(NYM) |
| Oct04 |
040921 |
855.0 |
856.0 |
849.0 |
852.0 |
+10.1 |
1,090 |
4,736 |
-411 |
| Jan05 |
040921 |
846.5 |
848.7 |
841.0 |
845.0 |
+10.1 |
949 |
1,108 |
+556 |
| Total Volume and Open Interest |
2,039 |
5,844 |
+145 |
| Palladium(NYME) |
| Sep04 |
040921 |
209.40 |
209.40 |
209.40 |
209.40 |
+2.30 |
0 |
61 |
-2 |
| Dec04 |
040921 |
210.10 |
210.70 |
208.25 |
210.55 |
+2.30 |
271 |
8,677 |
-8 |
| Mar05 |
040921 |
212.30 |
212.30 |
212.30 |
212.30 |
+2.30 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
271 |
8,775 |
-10 |
| Copper(CMX) |
| Sep04 |
040921 |
134.10 |
134.80 |
133.55 |
134.15 |
+2.25 |
458 |
1,918 |
-55 |
| Dec04 |
040921 |
134.00 |
134.95 |
133.30 |
134.15 |
+2.20 |
8,022 |
61,484 |
+2,175 |
| Mar05 |
040921 |
130.10 |
130.10 |
128.90 |
129.50 |
+1.70 |
791 |
6,041 |
+403 |
| May05 |
040921 |
126.70 |
126.70 |
125.80 |
126.00 |
+1.30 |
101 |
864 |
+7 |
| Jul05 |
040921 |
122.70 |
122.70 |
122.70 |
122.70 |
+1.00 |
0 |
1,379 |
+0 |
| Total Volume and Open Interest |
9,771 |
82,542 |
+2,451 |
| DJIA Index(CBOT) |
| Sep04 |
040916 |
10240 |
10283 |
10235 |
10253 |
+18 |
5,556 |
17,761 |
-2,948 |
| Dec04 |
040921 |
10228 |
10270 |
10195 |
10222 |
+24 |
5,801 |
44,044 |
+482 |
| Mar05 |
040921 |
10217 |
10217 |
10217 |
10217 |
+24 |
0 |
11 |
+0 |
| Jun05 |
040921 |
10205 |
10217 |
10205 |
10217 |
|
|
|
|
| S & P 500(CME) |
| Dec04 |
040921 |
1125.00 |
1132.30 |
1123.10 |
1127.30 |
+5.00 |
24,378 |
598,227 |
-234 |
| Mar05 |
040921 |
1128.40 |
1132.00 |
1128.30 |
1128.30 |
+5.00 |
55 |
10,413 |
+62 |
| Jun05 |
040921 |
1130.60 |
1130.60 |
1130.60 |
1130.60 |
+5.20 |
0 |
554 |
+0 |
| Sep05 |
040921 |
1133.30 |
1133.30 |
1133.30 |
1133.30 |
+5.20 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
24,433 |
609,315 |
-172 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
040921 |
1122.50 |
1132.50 |
1121.25 |
1127.25 |
+5.00 |
563,160 |
543,707 |
-7,889 |
| Mar05 |
040921 |
1126.00 |
1133.00 |
1125.00 |
1128.25 |
+5.00 |
3,979 |
1,989 |
+1,989 |
| Total Volume and Open Interest |
567,139 |
545,696 |
-281,247 |
| NASDAQ 100(CME) |
| Dec04 |
040921 |
1434.50 |
1447.00 |
1430.50 |
1435.50 |
+4.00 |
9,945 |
73,055 |
+805 |
| Mar05 |
040921 |
1442.50 |
1442.50 |
1442.50 |
1442.50 |
+4.00 |
4 |
9 |
+4 |
| Jun05 |
040921 |
1448.50 |
1448.50 |
1448.50 |
1448.50 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
9,949 |
73,064 |
+809 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec04 |
040921 |
1433.5 |
1446.5 |
1428.0 |
1435.5 |
+4.0 |
350,334 |
223,698 |
+11,183 |
| Mar05 |
040921 |
1439.0 |
1452.5 |
1436.5 |
1442.5 |
+4.0 |
634 |
343 |
+343 |
| Total Volume and Open Interest |
350,968 |
224,041 |
-175,350 |
| S & P Midcap 400(CME) |
| Dec04 |
040921 |
592.50 |
596.00 |
592.00 |
593.00 |
+3.50 |
267 |
12,070 |
-88 |
| Mar05 |
040921 |
594.75 |
594.75 |
594.75 |
594.75 |
+3.75 |
0 |
1 |
+0 |
| Jun05 |
040921 |
593.25 |
593.25 |
593.25 |
593.25 |
+3.75 |
|
|
|
| Total Volume and Open Interest |
267 |
12,071 |
-88 |
| Russell 2000(CME) |
| Dec04 |
040921 |
573.25 |
578.00 |
572.25 |
575.10 |
+3.85 |
2,086 |
26,207 |
+958 |
| Mar05 |
040921 |
575.10 |
575.10 |
575.10 |
575.10 |
+3.85 |
|
|
|
| Jun05 |
040921 |
575.10 |
575.10 |
575.10 |
575.10 |
+3.85 |
|
|
|
| Total Volume and Open Interest |
2,086 |
26,207 |
+958 |
| Value Line(KCBT) |
| Dec04 |
040921 |
1584.00 |
1594.00 |
1584.00 |
1592.00 |
+14.00 |
10 |
18 |
+7 |
| Total Volume and Open Interest |
10 |
18 |
+7 |
| Nikkei 225(CME) |
| Dec04 |
040921 |
11100 |
11140 |
11080 |
11130 |
+10 |
3,348 |
22,977 |
+401 |
| Mar05 |
040921 |
11140 |
11140 |
11140 |
11140 |
+10 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
3,348 |
22,992 |
+401 |
| Nikkei 225(SIMEX) |
| Dec04 |
040921 |
11140 |
11140 |
11020 |
11055 |
-20 |
16,296 |
0 |
-136,303 |
| Mar05 |
040921 |
11050 |
11050 |
11050 |
11050 |
-20 |
|
|
|
| Jun05 |
040921 |
11005 |
11005 |
11005 |
11005 |
-20 |
|
|
|
| Total Volume and Open Interest |
16,296 |
|
|
| CAC 40(MATIF) |
| Sep04 |
040921 |
3700.5 |
3736.0 |
3693.0 |
3735.0 |
+29.5 |
40,818 |
451,762 |
+7,009 |
| Oct04 |
040921 |
3700.5 |
3739.0 |
3700.5 |
3738.0 |
+30.0 |
651 |
3,336 |
+371 |
| Nov04 |
040921 |
3729.5 |
3744.0 |
3729.5 |
3744.0 |
+29.0 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
41,569 |
483,075 |
+7,356 |
| DAX Index(EUREX) |
| Dec04 |
040921 |
3992.0 |
4018.5 |
3990.0 |
4017.0 |
+29.0 |
83,423 |
146,193 |
+2,718 |
| Mar05 |
040921 |
4018.0 |
4041.0 |
4018.0 |
4039.5 |
+28.5 |
151 |
9,314 |
+7 |
| Jun05 |
040921 |
4050.0 |
4064.0 |
4050.0 |
4064.0 |
+29.0 |
3 |
3 |
|
| Total Volume and Open Interest |
83,577 |
155,510 |
|
| FT-SE 100(LIFFE) |
| Dec04 |
040921 |
4609.00 |
4647.00 |
4605.00 |
4640.00 |
+33.00 |
46,054 |
439,653 |
+1,836 |
| Mar05 |
040921 |
4648.00 |
4648.00 |
4648.00 |
4648.00 |
+33.00 |
0 |
10,485 |
+0 |
| Jun05 |
040921 |
4667.00 |
4667.00 |
4667.00 |
4667.00 |
+33.00 |
0 |
6,258 |
+0 |
| Total Volume and Open Interest |
46,054 |
456,396 |
-113,212 |
| SPI 200(SFE) |
| Sep04 |
040916 |
3615.0 |
3616.0 |
3591.0 |
3597.0 |
-30.0 |
29,884 |
91,598 |
-42,587 |
| Dec04 |
040921 |
3634.0 |
3645.0 |
3623.0 |
3642.0 |
+2.0 |
8,696 |
145,680 |
+57 |
| Mar05 |
040921 |
3641.0 |
3650.0 |
3641.0 |
3650.0 |
+1.0 |
23 |
2,426 |
-5 |
| Total Volume and Open Interest |
8,903 |
152,896 |
+60 |
| GSCI(CME) |
| Oct04 |
040921 |
318.00 |
323.00 |
318.00 |
322.00 |
+6.40 |
157 |
18,066 |
-23 |
| Nov04 |
040921 |
322.40 |
322.50 |
322.40 |
322.50 |
+6.75 |
1 |
3 |
+0 |
| Dec04 |
040921 |
323.00 |
323.00 |
323.00 |
323.00 |
+7.00 |
|
|
|
| Total Volume and Open Interest |
158 |
18,069 |
-23 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040921 |
276.25 |
278.00 |
276.25 |
277.95 |
+2.95 |
44 |
221 |
+11 |
| Jan05 |
040921 |
277.25 |
277.50 |
277.25 |
277.50 |
+2.50 |
0 |
205 |
+0 |
| Feb05 |
040921 |
275.50 |
275.50 |
275.50 |
275.50 |
+2.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
44 |
530 |
+11 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|