|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 29, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov04 |
040929 |
534.50 |
539.50 |
533.00 |
533.50 |
+2.00 |
30,673 |
134,609 |
+1,849 |
| Jan05 |
040929 |
541.50 |
547.50 |
540.50 |
540.75 |
+1.25 |
3,187 |
27,142 |
+891 |
| Mar05 |
040929 |
551.00 |
554.50 |
547.50 |
548.00 |
+1.25 |
1,762 |
19,859 |
+342 |
| May05 |
040929 |
557.50 |
561.00 |
554.00 |
554.50 |
+1.00 |
1,918 |
12,620 |
+366 |
| Jul05 |
040929 |
564.50 |
567.00 |
560.75 |
561.00 |
+0.50 |
1,218 |
8,689 |
+175 |
| Aug05 |
040929 |
561.00 |
561.00 |
561.00 |
561.00 |
+1.00 |
1 |
230 |
+1 |
| Sep05 |
040929 |
559.00 |
559.00 |
559.00 |
559.00 |
-1.00 |
127 |
140 |
+78 |
| Total Volume and Open Interest |
38,969 |
207,611 |
+3,692 |
| Soybean Meal(CBOT) |
| Oct04 |
040929 |
158.50 |
159.90 |
158.30 |
158.50 |
+0.30 |
5,357 |
11,329 |
-459 |
| Dec04 |
040929 |
162.10 |
163.50 |
162.10 |
162.30 |
+0.70 |
9,504 |
55,396 |
+553 |
| Jan05 |
040929 |
164.00 |
164.80 |
163.40 |
163.40 |
+0.50 |
786 |
13,643 |
+135 |
| Mar05 |
040929 |
166.50 |
167.50 |
165.70 |
165.80 |
unch |
1,434 |
13,151 |
-22 |
| May05 |
040929 |
170.00 |
170.30 |
168.50 |
168.70 |
-0.10 |
1,276 |
13,048 |
+249 |
| Jul05 |
040929 |
173.00 |
173.50 |
172.00 |
172.10 |
-0.20 |
1,357 |
13,969 |
+158 |
| Aug05 |
040929 |
174.00 |
174.50 |
172.80 |
172.80 |
-0.20 |
215 |
4,724 |
+119 |
| Sep05 |
040929 |
175.50 |
175.50 |
173.50 |
173.60 |
-0.30 |
197 |
3,195 |
+2 |
| Total Volume and Open Interest |
20,172 |
132,373 |
+751 |
| Soybean Oil(CBOT) |
| Oct04 |
040929 |
20.95 |
21.15 |
20.80 |
20.81 |
-0.04 |
3,836 |
7,106 |
-2,867 |
| Dec04 |
040929 |
21.00 |
21.19 |
20.80 |
20.82 |
-0.01 |
10,616 |
62,874 |
-352 |
| Jan05 |
040929 |
21.08 |
21.22 |
20.87 |
20.87 |
-0.01 |
2,204 |
16,390 |
-451 |
| Mar05 |
040929 |
21.12 |
21.25 |
20.93 |
20.93 |
-0.02 |
1,111 |
16,091 |
+107 |
| May05 |
040929 |
21.18 |
21.28 |
20.96 |
20.97 |
unch |
1,681 |
9,502 |
-198 |
| Jul05 |
040929 |
21.20 |
21.32 |
21.00 |
21.00 |
-0.02 |
1,282 |
10,321 |
+247 |
| Aug05 |
040929 |
21.20 |
21.33 |
21.02 |
21.02 |
unch |
88 |
3,795 |
-16 |
| Sep05 |
040929 |
21.33 |
21.33 |
21.00 |
21.01 |
+0.01 |
96 |
2,219 |
+24 |
| Total Volume and Open Interest |
21,084 |
132,814 |
-3,449 |
| Canola(WCE) |
| Nov04 |
040929 |
307.0 |
309.1 |
305.8 |
306.6 |
+3.4 |
2,131 |
35,334 |
-1,534 |
| Jan05 |
040929 |
313.0 |
315.0 |
311.7 |
312.0 |
+3.3 |
542 |
6,511 |
+189 |
| Mar05 |
040929 |
320.0 |
320.0 |
317.0 |
317.0 |
+3.2 |
88 |
4,776 |
+29 |
| May05 |
040929 |
323.5 |
323.5 |
323.5 |
323.5 |
+4.7 |
0 |
341 |
+0 |
| Jul05 |
040929 |
328.5 |
328.5 |
328.5 |
328.5 |
+5.0 |
1 |
263 |
+0 |
| Total Volume and Open Interest |
2,766 |
49,574 |
-1,311 |
| Corn(CBOT) |
| Dec04 |
040929 |
209.50 |
210.25 |
206.75 |
207.25 |
-1.25 |
30,929 |
344,652 |
-2,580 |
| Mar05 |
040929 |
220.50 |
221.00 |
217.75 |
218.00 |
-1.50 |
8,482 |
113,235 |
+355 |
| May05 |
040929 |
227.25 |
228.00 |
224.75 |
225.25 |
-1.00 |
2,828 |
37,185 |
+429 |
| Jul05 |
040929 |
233.50 |
234.00 |
231.00 |
231.25 |
-1.25 |
2,707 |
41,446 |
+959 |
| Sep05 |
040929 |
239.75 |
240.50 |
237.50 |
237.75 |
-1.00 |
475 |
10,446 |
+63 |
| Dec05 |
040929 |
246.75 |
247.50 |
245.25 |
245.50 |
-0.50 |
357 |
19,879 |
+62 |
| Total Volume and Open Interest |
45,797 |
568,559 |
-707 |
| Wheat(CBOT) |
| Dec04 |
040929 |
318.00 |
321.50 |
316.25 |
319.75 |
+4.00 |
12,372 |
121,197 |
-474 |
| Mar05 |
040929 |
330.00 |
333.50 |
328.00 |
332.75 |
+5.00 |
1,471 |
20,153 |
+125 |
| May05 |
040929 |
335.00 |
337.25 |
334.00 |
337.00 |
+4.00 |
152 |
3,726 |
+64 |
| Jul05 |
040929 |
338.00 |
341.00 |
337.50 |
340.00 |
+3.25 |
544 |
6,106 |
+61 |
| Sep05 |
040929 |
346.00 |
346.00 |
346.00 |
346.00 |
+3.00 |
5 |
155 |
-4 |
| Total Volume and Open Interest |
14,548 |
151,468 |
-230 |
| Wheat(KCBT) |
| Dec04 |
040929 |
346.50 |
349.00 |
345.00 |
347.50 |
+2.25 |
5,050 |
50,380 |
-473 |
| Mar05 |
040929 |
353.00 |
356.50 |
353.00 |
354.25 |
+1.75 |
695 |
12,663 |
+144 |
| May05 |
040929 |
354.00 |
356.75 |
354.00 |
356.00 |
+3.50 |
38 |
2,902 |
+1 |
| Jul05 |
040929 |
353.00 |
354.50 |
352.00 |
354.00 |
+2.50 |
98 |
3,453 |
+24 |
| Sep05 |
040929 |
359.00 |
359.00 |
359.00 |
359.00 |
unch |
0 |
49 |
+0 |
| Total Volume and Open Interest |
5,881 |
69,461 |
-304 |
| Wheat(MGE) |
| Dec04 |
040929 |
369.00 |
372.50 |
369.00 |
372.25 |
+4.25 |
4,171 |
23,653 |
+379 |
| Mar05 |
040929 |
380.00 |
382.50 |
379.00 |
381.00 |
+3.50 |
517 |
7,210 |
+143 |
| May05 |
040929 |
385.00 |
386.00 |
385.00 |
385.00 |
+2.00 |
21 |
3,212 |
-12 |
| Jul05 |
040929 |
386.00 |
386.00 |
383.00 |
385.00 |
+0.50 |
16 |
2,119 |
+2 |
| Sep05 |
040929 |
378.00 |
379.00 |
376.00 |
379.00 |
-1.00 |
3 |
225 |
+0 |
| Total Volume and Open Interest |
4,725 |
36,484 |
+512 |
| Oats(CBOT) |
| Dec04 |
040929 |
151.00 |
151.00 |
146.50 |
146.75 |
+0.50 |
2,697 |
4,856 |
+86 |
| Mar05 |
040929 |
158.00 |
158.00 |
153.50 |
153.50 |
+0.50 |
181 |
1,380 |
+44 |
| May05 |
040929 |
161.00 |
161.00 |
159.50 |
159.50 |
+1.00 |
0 |
96 |
+0 |
| Jul05 |
040929 |
165.00 |
165.00 |
165.00 |
165.00 |
+2.00 |
4 |
32 |
+1 |
| Total Volume and Open Interest |
2,882 |
6,364 |
+131 |
| Rough Rice(CBOT) |
| Nov04 |
040929 |
6.93 |
7.04 |
6.85 |
6.89 |
-0.03 |
292 |
3,043 |
+119 |
| Jan05 |
040929 |
7.17 |
7.20 |
7.10 |
7.12 |
-0.05 |
63 |
907 |
+26 |
| Mar05 |
040929 |
7.33 |
7.33 |
7.33 |
7.33 |
-0.07 |
50 |
673 |
+34 |
| May05 |
040929 |
7.54 |
7.54 |
7.54 |
7.54 |
-0.08 |
2 |
29 |
+0 |
| Total Volume and Open Interest |
405 |
4,656 |
+179 |
| Live Cattle(CME) |
| Oct04 |
040929 |
83.900 |
85.950 |
83.900 |
85.900 |
+1.800 |
4,550 |
19,630 |
-336 |
| Dec04 |
040929 |
86.500 |
88.250 |
86.500 |
87.925 |
+1.275 |
7,139 |
58,269 |
+211 |
| Feb05 |
040929 |
88.525 |
89.900 |
88.250 |
89.800 |
+1.275 |
1,843 |
15,259 |
+388 |
| Apr05 |
040929 |
86.400 |
87.700 |
86.150 |
87.700 |
+1.250 |
740 |
6,527 |
+150 |
| Jun05 |
040929 |
82.900 |
83.600 |
82.550 |
83.575 |
+0.575 |
239 |
4,042 |
+132 |
| Aug05 |
040929 |
82.500 |
83.200 |
82.400 |
83.175 |
+0.475 |
120 |
2,151 |
+36 |
| Total Volume and Open Interest |
14,723 |
106,117 |
+555 |
| Feeder Cattle(CME) |
| Sep04 |
040929 |
114.900 |
114.900 |
114.700 |
114.800 |
-0.075 |
162 |
1,461 |
-69 |
| Oct04 |
040929 |
111.050 |
112.400 |
110.900 |
112.175 |
+0.975 |
1,114 |
6,047 |
+147 |
| Nov04 |
040929 |
109.275 |
110.400 |
109.150 |
110.125 |
+0.650 |
880 |
6,590 |
-4 |
| Jan05 |
040929 |
105.900 |
106.800 |
105.850 |
106.700 |
+0.475 |
579 |
3,116 |
+158 |
| Mar05 |
040929 |
102.600 |
103.000 |
102.500 |
103.000 |
+0.300 |
40 |
836 |
+19 |
| Apr05 |
040929 |
101.600 |
102.000 |
101.350 |
102.000 |
+0.400 |
23 |
232 |
+1 |
| May05 |
040929 |
101.400 |
102.000 |
101.250 |
102.000 |
+0.650 |
26 |
263 |
+5 |
| Total Volume and Open Interest |
2,824 |
18,545 |
+257 |
| Lean Hogs(CME) |
| Oct04 |
040929 |
74.200 |
74.850 |
73.700 |
74.500 |
+0.300 |
4,750 |
11,966 |
-1,923 |
| Dec04 |
040929 |
67.950 |
69.400 |
67.800 |
68.575 |
+0.750 |
8,668 |
55,416 |
+586 |
| Feb05 |
040929 |
65.500 |
67.300 |
65.500 |
66.675 |
+1.375 |
2,475 |
15,297 |
+462 |
| Apr05 |
040929 |
63.100 |
65.200 |
63.100 |
64.600 |
+1.350 |
762 |
5,510 |
+140 |
| May05 |
040929 |
62.500 |
63.350 |
62.500 |
63.200 |
+0.975 |
56 |
898 |
+3 |
| Jun05 |
040929 |
66.200 |
67.900 |
66.100 |
67.875 |
+1.600 |
126 |
2,597 |
+19 |
| Jul05 |
040929 |
62.500 |
63.900 |
62.500 |
63.900 |
+1.500 |
55 |
594 |
+34 |
| Aug05 |
040929 |
59.000 |
59.750 |
59.000 |
59.750 |
+1.250 |
2 |
332 |
+1 |
| Total Volume and Open Interest |
16,903 |
92,676 |
-679 |
| Pork Bellies(CME) |
| Feb05 |
040929 |
94.950 |
97.300 |
93.800 |
96.725 |
+1.775 |
692 |
1,290 |
-159 |
| Mar05 |
040929 |
94.000 |
96.900 |
94.000 |
96.900 |
+0.150 |
2 |
15 |
-1 |
| May05 |
040929 |
96.500 |
96.500 |
96.500 |
96.500 |
-0.500 |
5 |
5 |
-3 |
| Jul05 |
040929 |
100.975 |
100.975 |
100.975 |
100.975 |
-0.025 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
699 |
1,317 |
-163 |
| Class III Milk(CME) |
| Sep04 |
040929 |
14.68 |
14.71 |
14.68 |
14.70 |
-0.02 |
46 |
5,552 |
-11 |
| Oct04 |
040929 |
13.98 |
14.34 |
13.98 |
14.25 |
+0.27 |
78 |
4,257 |
-37 |
| Nov04 |
040929 |
13.00 |
13.30 |
12.96 |
13.29 |
+0.31 |
213 |
3,162 |
+89 |
| Dec04 |
040929 |
12.52 |
12.67 |
12.49 |
12.66 |
+0.16 |
131 |
2,340 |
+75 |
| Jan05 |
040929 |
12.19 |
12.20 |
12.15 |
12.20 |
+0.01 |
46 |
1,212 |
+16 |
| Total Volume and Open Interest |
788 |
23,690 |
+328 |
| Cocoa(NYBOT) |
| Dec04 |
040929 |
1438 |
1453 |
1431 |
1449 |
+4 |
3,491 |
44,156 |
+52 |
| Mar05 |
040929 |
1453 |
1468 |
1448 |
1466 |
+4 |
874 |
16,703 |
+634 |
| May05 |
040929 |
1463 |
1477 |
1460 |
1477 |
+5 |
526 |
11,209 |
+202 |
| Jul05 |
040929 |
1474 |
1490 |
1471 |
1486 |
+4 |
162 |
10,846 |
-22 |
| Sep05 |
040929 |
1486 |
1498 |
1486 |
1498 |
+5 |
306 |
6,250 |
+194 |
| Dec05 |
040929 |
1505 |
1514 |
1505 |
1514 |
+4 |
3 |
7,099 |
-3 |
| Mar06 |
040929 |
1525 |
1525 |
1525 |
1525 |
+4 |
0 |
3,684 |
+0 |
| Total Volume and Open Interest |
5,362 |
101,539 |
+1,057 |
| Coffee "C"(NYBOT) |
| Dec04 |
040929 |
81.40 |
82.70 |
80.50 |
82.40 |
+1.30 |
13,324 |
67,132 |
-385 |
| Mar05 |
040929 |
84.60 |
85.50 |
83.50 |
85.40 |
+1.35 |
2,137 |
13,690 |
+229 |
| May05 |
040929 |
86.50 |
87.50 |
85.75 |
87.40 |
+1.35 |
1,261 |
3,964 |
-43 |
| Jul05 |
040929 |
89.20 |
89.25 |
89.20 |
89.25 |
+1.35 |
89 |
1,586 |
+27 |
| Sep05 |
040929 |
91.00 |
91.15 |
90.00 |
91.05 |
+1.35 |
111 |
543 |
-2 |
| Dec05 |
040929 |
92.75 |
93.90 |
92.75 |
93.75 |
+1.35 |
161 |
561 |
+124 |
| Total Volume and Open Interest |
17,194 |
87,632 |
-49 |
| Orange Juice(NYBOT) |
| Nov04 |
040929 |
85.90 |
87.40 |
85.80 |
87.25 |
+1.50 |
2,409 |
19,339 |
-180 |
| Jan05 |
040929 |
87.75 |
89.40 |
87.75 |
89.20 |
+1.55 |
906 |
6,751 |
+228 |
| Mar05 |
040929 |
89.65 |
91.20 |
89.65 |
91.20 |
+1.55 |
497 |
8,275 |
+105 |
| May05 |
040929 |
92.00 |
93.90 |
92.00 |
93.90 |
+1.90 |
183 |
4,380 |
-23 |
| Jul05 |
040929 |
95.70 |
95.70 |
95.70 |
95.70 |
+1.95 |
2 |
529 |
+1 |
| Total Volume and Open Interest |
4,216 |
39,604 |
+288 |
| Sugar #11(NYBOT) |
| Oct04 |
040929 |
8.28 |
8.48 |
8.28 |
8.39 |
+0.11 |
16,114 |
17,324 |
-5,137 |
| Mar05 |
040929 |
8.97 |
9.10 |
8.95 |
8.98 |
+0.05 |
29,509 |
195,469 |
+4,212 |
| May05 |
040929 |
8.97 |
9.05 |
8.94 |
8.97 |
+0.05 |
5,868 |
34,441 |
+215 |
| Jul05 |
040929 |
8.67 |
8.72 |
8.65 |
8.66 |
+0.04 |
2,045 |
21,310 |
+157 |
| Oct05 |
040929 |
8.55 |
8.61 |
8.55 |
8.57 |
+0.06 |
1,850 |
21,391 |
+267 |
| Total Volume and Open Interest |
56,701 |
299,887 |
+7 |
| London Cocoa(LCE) |
| Sep04 |
040915 |
841 |
850 |
837 |
842 |
+7 |
666 |
3,324 |
-605 |
| Dec04 |
040929 |
826 |
835 |
821 |
834 |
+7 |
3,040 |
82,343 |
+186 |
| Mar05 |
040929 |
851 |
858 |
845 |
858 |
+7 |
553 |
34,503 |
-219 |
| May05 |
040929 |
863 |
873 |
860 |
873 |
+7 |
470 |
16,630 |
+29 |
| Jul05 |
040929 |
877 |
887 |
875 |
887 |
+6 |
183 |
13,366 |
+39 |
| Sep05 |
040929 |
900 |
906 |
893 |
904 |
+7 |
214 |
23,398 |
+137 |
| Dec05 |
040929 |
910 |
914 |
900 |
912 |
+6 |
60 |
10,211 |
+22 |
| Total Volume and Open Interest |
4,681 |
183,871 |
+219 |
| London Coffee(LCE) |
| Sep04 |
040929 |
655.00 |
657.00 |
653.00 |
657.00 |
+9.00 |
1,391 |
2,524 |
+1,288 |
| Nov04 |
040929 |
670.00 |
684.00 |
669.00 |
677.00 |
+3.00 |
7,260 |
67,215 |
-185 |
| Jan05 |
040929 |
688.00 |
703.00 |
687.00 |
695.00 |
+4.00 |
1,518 |
34,662 |
-70 |
| Mar05 |
040929 |
707.00 |
720.00 |
707.00 |
712.00 |
+4.00 |
289 |
21,444 |
+34 |
| May05 |
040929 |
727.00 |
732.00 |
724.00 |
728.00 |
+4.00 |
309 |
14,578 |
+68 |
| Jul05 |
040929 |
743.00 |
743.00 |
743.00 |
743.00 |
+4.00 |
69 |
4,637 |
+40 |
| Total Volume and Open Interest |
10,874 |
147,265 |
+1,177 |
| London Sugar(LCE) |
| Oct04 |
040915 |
230.50 |
230.50 |
220.00 |
226.80 |
-3.70 |
3,846 |
2,040 |
-2,500 |
| Dec04 |
040929 |
243.10 |
246.90 |
239.00 |
239.00 |
-5.30 |
2,194 |
13,481 |
-508 |
| Mar05 |
040929 |
257.00 |
260.50 |
255.00 |
255.00 |
-3.00 |
1,547 |
18,224 |
+145 |
| May05 |
040929 |
261.50 |
264.50 |
258.50 |
259.00 |
-2.60 |
727 |
9,003 |
+33 |
| Aug05 |
040929 |
256.00 |
259.80 |
254.50 |
254.50 |
-2.00 |
37 |
4,404 |
+5 |
| Total Volume and Open Interest |
4,505 |
50,413 |
-325 |
| Cotton(NYBOT) |
| Oct04 |
040929 |
48.00 |
49.35 |
47.60 |
48.20 |
+0.25 |
28 |
586 |
-158 |
| Dec04 |
040929 |
47.50 |
47.70 |
46.70 |
47.03 |
-0.98 |
2,958 |
43,028 |
-226 |
| Mar05 |
040929 |
49.00 |
49.30 |
48.52 |
48.95 |
-0.73 |
452 |
16,061 |
+107 |
| May05 |
040929 |
50.05 |
50.25 |
49.75 |
49.95 |
-0.70 |
38 |
3,981 |
+13 |
| Jul05 |
040929 |
51.00 |
51.05 |
51.00 |
51.00 |
-0.60 |
36 |
5,003 |
-6 |
| Oct05 |
040929 |
52.15 |
52.15 |
52.15 |
52.15 |
-0.80 |
2 |
33 |
+0 |
| Total Volume and Open Interest |
3,532 |
70,864 |
-271 |
| Lumber(CME) |
| Nov04 |
040929 |
340.0 |
341.3 |
328.4 |
328.4 |
-10.0 |
573 |
2,852 |
-91 |
| Jan05 |
040929 |
339.6 |
339.6 |
331.9 |
332.6 |
-6.7 |
121 |
878 |
-13 |
| Mar05 |
040929 |
345.1 |
345.9 |
341.1 |
341.2 |
-3.5 |
6 |
214 |
+1 |
| May05 |
040929 |
344.1 |
350.7 |
340.5 |
341.3 |
-3.8 |
3 |
51 |
-1 |
| Total Volume and Open Interest |
703 |
3,995 |
-104 |
| Crude Oil(NYM) |
| Nov04 |
040929 |
49.85 |
50.20 |
48.40 |
49.51 |
-0.39 |
102,585 |
218,886 |
+922 |
| Dec04 |
040929 |
49.25 |
49.55 |
47.90 |
48.91 |
-0.28 |
67,917 |
111,723 |
+1,865 |
| Jan05 |
040929 |
48.60 |
48.75 |
47.35 |
48.27 |
-0.22 |
24,906 |
45,409 |
+2,053 |
| Feb05 |
040929 |
48.00 |
48.00 |
46.75 |
47.68 |
-0.16 |
6,221 |
24,937 |
+60 |
| Mar05 |
040929 |
46.60 |
47.05 |
46.15 |
47.05 |
-0.12 |
3,605 |
23,201 |
-563 |
| Apr05 |
040929 |
46.00 |
46.43 |
45.65 |
46.43 |
-0.08 |
1,982 |
14,883 |
+167 |
| May05 |
040929 |
45.81 |
45.81 |
45.81 |
45.81 |
-0.05 |
947 |
14,420 |
+180 |
| Jun05 |
040929 |
45.35 |
45.45 |
44.42 |
45.20 |
-0.02 |
5,222 |
22,363 |
+998 |
| Jul05 |
040929 |
44.70 |
44.70 |
44.61 |
44.61 |
unch |
2,104 |
12,092 |
+83 |
| Aug05 |
040929 |
44.08 |
44.08 |
44.08 |
44.08 |
+0.02 |
661 |
7,166 |
-165 |
| Sep05 |
040929 |
43.60 |
43.62 |
43.05 |
43.60 |
+0.04 |
584 |
11,130 |
+21 |
| Oct05 |
040929 |
43.30 |
43.30 |
43.15 |
43.15 |
+0.05 |
655 |
5,151 |
-309 |
| Nov05 |
040929 |
42.72 |
42.72 |
42.72 |
42.72 |
+0.07 |
53 |
6,680 |
+3 |
| Dec05 |
040929 |
42.40 |
42.48 |
41.60 |
42.31 |
+0.08 |
5,430 |
42,880 |
+1,329 |
| Jan06 |
040929 |
42.00 |
42.00 |
41.20 |
41.91 |
+0.09 |
250 |
5,334 |
+12 |
| Feb06 |
040929 |
41.52 |
41.52 |
41.52 |
41.52 |
+0.10 |
0 |
2,495 |
+0 |
| Total Volume and Open Interest |
231,683 |
688,084 |
+9,514 |
| Heating Oil(NYM) |
| Oct04 |
040929 |
138.40 |
138.50 |
134.40 |
137.38 |
-0.40 |
19,316 |
14,849 |
-4,244 |
| Nov04 |
040929 |
138.30 |
139.00 |
134.70 |
137.61 |
-0.58 |
24,554 |
74,356 |
+927 |
| Dec04 |
040929 |
138.60 |
139.30 |
135.00 |
137.86 |
-0.63 |
8,032 |
34,280 |
+1,723 |
| Jan05 |
040929 |
139.00 |
139.00 |
134.80 |
137.66 |
-0.58 |
1,833 |
16,893 |
+134 |
| Feb05 |
040929 |
136.75 |
136.75 |
134.10 |
135.81 |
-0.53 |
1,293 |
14,815 |
-429 |
| Mar05 |
040929 |
131.25 |
131.56 |
129.60 |
131.56 |
-0.43 |
846 |
14,839 |
-109 |
| Apr05 |
040929 |
124.40 |
126.01 |
124.40 |
126.01 |
-0.33 |
585 |
4,362 |
-106 |
| May05 |
040929 |
119.10 |
120.86 |
119.00 |
120.86 |
-0.28 |
1,029 |
3,402 |
-389 |
| Jun05 |
040929 |
117.95 |
117.95 |
115.90 |
117.46 |
-0.28 |
1,651 |
5,209 |
-472 |
| Jul05 |
040929 |
115.25 |
115.76 |
115.25 |
115.76 |
-0.28 |
1,004 |
3,785 |
-266 |
| Aug05 |
040929 |
115.61 |
115.61 |
115.61 |
115.61 |
-0.23 |
4 |
622 |
+0 |
| Sep05 |
040929 |
116.01 |
116.01 |
116.01 |
116.01 |
-0.23 |
97 |
2,176 |
+0 |
| Total Volume and Open Interest |
60,596 |
199,137 |
-3,406 |
| Unleaded Gas(NYM) |
| Oct04 |
040929 |
136.10 |
136.50 |
130.90 |
133.60 |
-2.19 |
23,562 |
14,601 |
-5,504 |
| Nov04 |
040929 |
135.35 |
135.80 |
130.00 |
132.99 |
-2.01 |
21,013 |
67,636 |
+2,990 |
| Dec04 |
040929 |
132.40 |
133.00 |
128.50 |
130.99 |
-1.41 |
5,154 |
22,086 |
+77 |
| Jan05 |
040929 |
132.00 |
133.00 |
128.70 |
130.49 |
-1.11 |
2,440 |
13,494 |
+396 |
| Feb05 |
040929 |
130.75 |
130.75 |
130.05 |
130.74 |
-1.06 |
571 |
6,926 |
+81 |
| Mar05 |
040929 |
129.50 |
131.04 |
129.50 |
131.04 |
-1.06 |
125 |
5,780 |
+31 |
| Apr05 |
040929 |
136.50 |
137.34 |
136.50 |
137.34 |
-1.06 |
294 |
9,299 |
+43 |
| May05 |
040929 |
136.10 |
136.79 |
136.10 |
136.79 |
-1.01 |
576 |
9,298 |
-157 |
| Jun05 |
040929 |
135.70 |
135.70 |
135.19 |
135.19 |
-1.01 |
115 |
3,382 |
+14 |
| Jul05 |
040929 |
132.99 |
132.99 |
132.99 |
132.99 |
-1.01 |
20 |
2,294 |
-4 |
| Aug05 |
040929 |
129.99 |
129.99 |
129.99 |
129.99 |
-1.06 |
7 |
1,123 |
+7 |
| Sep05 |
040929 |
126.24 |
126.24 |
126.24 |
126.24 |
-1.06 |
14 |
4,528 |
+0 |
| Total Volume and Open Interest |
53,891 |
160,447 |
-2,026 |
| Natural Gas(NYM) |
| Nov04 |
040929 |
6.920 |
7.230 |
6.650 |
6.911 |
+0.560 |
36,512 |
64,577 |
+1,621 |
| Dec04 |
040929 |
7.580 |
7.800 |
7.300 |
7.561 |
+0.540 |
9,435 |
34,346 |
+60 |
| Jan05 |
040929 |
7.950 |
8.000 |
7.630 |
7.861 |
+0.460 |
7,233 |
36,218 |
+1,402 |
| Feb05 |
040929 |
7.880 |
7.950 |
7.600 |
7.841 |
+0.450 |
3,054 |
20,943 |
-247 |
| Mar05 |
040929 |
7.600 |
7.730 |
7.400 |
7.611 |
+0.430 |
3,852 |
22,491 |
+125 |
| Apr05 |
040929 |
6.750 |
6.750 |
6.500 |
6.611 |
+0.190 |
2,486 |
14,854 |
+81 |
| May05 |
040929 |
6.580 |
6.580 |
6.300 |
6.429 |
+0.158 |
1,062 |
13,631 |
+498 |
| Jun05 |
040929 |
6.600 |
6.600 |
6.300 |
6.448 |
+0.152 |
324 |
10,593 |
+85 |
| Jul05 |
040929 |
6.650 |
6.650 |
6.340 |
6.467 |
+0.146 |
501 |
12,960 |
+137 |
| Aug05 |
040929 |
6.500 |
6.520 |
6.350 |
6.486 |
+0.141 |
298 |
10,227 |
+32 |
| Sep05 |
040929 |
6.400 |
6.500 |
6.340 |
6.456 |
+0.131 |
275 |
9,740 |
+61 |
| Oct05 |
040929 |
6.600 |
6.600 |
6.350 |
6.476 |
+0.127 |
511 |
13,932 |
+108 |
| Nov05 |
040929 |
6.600 |
6.708 |
6.600 |
6.708 |
+0.124 |
720 |
8,101 |
+463 |
| Dec05 |
040929 |
6.900 |
6.926 |
6.820 |
6.926 |
+0.122 |
916 |
8,602 |
-533 |
| Jan06 |
040929 |
6.950 |
7.061 |
6.950 |
7.061 |
+0.122 |
3,311 |
10,747 |
+1,169 |
| Feb06 |
040929 |
6.910 |
7.011 |
6.910 |
7.011 |
+0.112 |
3,070 |
7,537 |
+2,090 |
| Total Volume and Open Interest |
108,953 |
372,820 |
-12,612 |
| Brent Crude Oil(IPE) |
| Nov04 |
040929 |
46.27 |
46.70 |
45.05 |
46.08 |
-0.37 |
39,149 |
62,598 |
+1,111 |
| Dec04 |
040929 |
45.46 |
45.81 |
44.35 |
45.29 |
-0.29 |
29,344 |
94,003 |
-1,605 |
| Jan05 |
040929 |
44.81 |
45.10 |
43.84 |
44.66 |
-0.21 |
6,199 |
27,249 |
+645 |
| Feb05 |
040929 |
44.20 |
44.40 |
43.31 |
44.08 |
-0.19 |
1,653 |
11,323 |
-340 |
| Mar05 |
040929 |
43.65 |
43.66 |
42.80 |
43.51 |
-0.18 |
1,249 |
12,975 |
+745 |
| Apr05 |
040929 |
43.13 |
43.28 |
42.76 |
43.00 |
-0.14 |
864 |
13,887 |
+305 |
| May05 |
040929 |
42.50 |
42.50 |
42.50 |
42.50 |
-0.12 |
105 |
3,525 |
+40 |
| Jun05 |
040929 |
42.20 |
42.20 |
41.35 |
42.04 |
-0.08 |
3,047 |
18,240 |
-533 |
| Jul05 |
040929 |
41.59 |
41.59 |
41.59 |
41.59 |
-0.06 |
500 |
4,279 |
+25 |
| Aug05 |
040929 |
41.30 |
41.30 |
41.14 |
41.14 |
-0.06 |
725 |
1,607 |
-400 |
| Sep05 |
040929 |
40.71 |
40.71 |
40.71 |
40.71 |
-0.06 |
200 |
4,109 |
-100 |
| Oct05 |
040929 |
40.28 |
40.28 |
40.28 |
40.28 |
-0.06 |
300 |
400 |
+300 |
| Total Volume and Open Interest |
86,625 |
332,168 |
+1,155 |
| Gas Oil(IPE) |
| Oct04 |
040929 |
429.75 |
433.75 |
425.00 |
432.50 |
+2.75 |
15,929 |
45,531 |
-3,673 |
| Nov04 |
040929 |
420.00 |
422.00 |
415.00 |
420.25 |
+0.75 |
12,148 |
37,171 |
-164 |
| Dec04 |
040929 |
412.75 |
413.00 |
406.75 |
411.50 |
+0.75 |
4,497 |
23,475 |
+445 |
| Jan05 |
040929 |
405.00 |
405.50 |
400.50 |
403.50 |
+0.50 |
2,929 |
11,552 |
+329 |
| Feb05 |
040929 |
395.25 |
395.25 |
395.25 |
395.25 |
+0.75 |
1,100 |
4,575 |
+1,000 |
| Mar05 |
040929 |
386.25 |
386.25 |
385.50 |
386.25 |
+1.00 |
8 |
4,566 |
-192 |
| Apr05 |
040929 |
378.00 |
378.00 |
376.00 |
377.00 |
+1.25 |
0 |
2,362 |
+0 |
| May05 |
040929 |
368.50 |
369.50 |
368.50 |
369.50 |
+1.50 |
0 |
2,450 |
+0 |
| Jun05 |
040929 |
363.00 |
364.00 |
363.00 |
364.00 |
+1.25 |
900 |
9,777 |
+386 |
| Jul05 |
040929 |
361.75 |
361.75 |
361.75 |
361.75 |
+1.75 |
0 |
825 |
+0 |
| Total Volume and Open Interest |
38,211 |
164,168 |
-1,719 |
| US Dollar Index(NYBOT) |
| Dec04 |
040929 |
88.32 |
88.50 |
88.11 |
88.29 |
+0.02 |
1,038 |
17,889 |
+257 |
| Mar05 |
040929 |
88.42 |
88.60 |
88.42 |
88.48 |
+0.02 |
1 |
2,298 |
+0 |
| Jun05 |
040929 |
88.67 |
88.67 |
88.67 |
88.67 |
+0.02 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,038 |
20,199 |
+257 |
| Australian Dollar(CME) |
| Dec04 |
040929 |
71.16 |
71.30 |
70.80 |
71.16 |
-0.06 |
3,583 |
29,347 |
+2,108 |
| Mar05 |
040929 |
70.61 |
70.61 |
70.61 |
70.61 |
-0.06 |
2 |
136 |
+1 |
| Jun05 |
040929 |
70.11 |
70.11 |
70.11 |
70.11 |
-0.06 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
3,598 |
29,604 |
+2,109 |
| British Pound(CME) |
| Dec04 |
040929 |
179.71 |
179.80 |
178.57 |
178.94 |
-1.23 |
2,838 |
55,626 |
+1,406 |
| Mar05 |
040929 |
178.30 |
178.30 |
177.79 |
177.79 |
-1.23 |
0 |
15 |
+0 |
| Jun05 |
040929 |
176.79 |
176.79 |
176.79 |
176.79 |
-1.23 |
|
|
|
| Total Volume and Open Interest |
2,838 |
55,643 |
+1,406 |
| Canadian Dollar(CME) |
| Dec04 |
040929 |
78.58 |
78.80 |
78.46 |
78.55 |
unch |
5,290 |
95,391 |
+1,913 |
| Mar05 |
040929 |
78.66 |
78.66 |
78.45 |
78.45 |
unch |
63 |
1,515 |
+37 |
| Jun05 |
040929 |
78.36 |
78.36 |
78.36 |
78.36 |
unch |
27 |
902 |
+21 |
| Sep05 |
040929 |
78.27 |
78.27 |
78.27 |
78.27 |
unch |
0 |
356 |
+0 |
| Total Volume and Open Interest |
5,380 |
98,326 |
+1,971 |
| Japanese Yen(CME) |
| Dec04 |
040929 |
90.54 |
90.71 |
90.39 |
90.57 |
+0.43 |
6,867 |
94,094 |
+3,761 |
| Mar05 |
040929 |
91.20 |
91.20 |
91.08 |
91.08 |
+0.43 |
10 |
438 |
+10 |
| Jun05 |
040929 |
91.68 |
91.68 |
91.68 |
91.68 |
+0.43 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
6,877 |
94,536 |
+3,771 |
| Swiss Franc(CME) |
| Dec04 |
040929 |
79.65 |
79.78 |
79.31 |
79.62 |
-0.03 |
3,229 |
29,698 |
+254 |
| Mar05 |
040929 |
79.96 |
79.96 |
79.89 |
79.89 |
-0.03 |
0 |
16 |
+0 |
| Jun05 |
040929 |
80.19 |
80.19 |
80.19 |
80.19 |
-0.03 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
3,229 |
29,774 |
+254 |
| EuroFX(CME) |
| Dec04 |
040929 |
123.17 |
123.40 |
122.83 |
123.23 |
+0.03 |
10,432 |
106,648 |
+9,790 |
| Mar05 |
040929 |
123.16 |
123.30 |
123.03 |
123.24 |
+0.04 |
136 |
756 |
+1 |
| Jun05 |
040929 |
123.27 |
123.27 |
123.27 |
123.27 |
+0.05 |
0 |
129 |
+0 |
| Total Volume and Open Interest |
10,568 |
107,544 |
+9,791 |
| Mexican Peso(CME) |
| Sep04 |
040913 |
8635.0 |
8640.0 |
8635.0 |
8640.0 |
+45.0 |
4,059 |
23,626 |
-5,632 |
| Dec04 |
040929 |
8650.0 |
8660.0 |
8630.0 |
8647.0 |
+4.0 |
4,510 |
56,427 |
+1,881 |
| Total Volume and Open Interest |
4,543 |
57,174 |
+1,906 |
| 30-Year T-Bonds(CBOT) |
| Dec04 |
040929 |
113~19 |
113~21 |
112~15 |
112~20 |
-0~28 |
303,136 |
564,738 |
+891 |
| Mar05 |
040929 |
112~10 |
112~10 |
111~15 |
111~18 |
-0~28 |
599 |
9,542 |
+69 |
| Jun05 |
040929 |
110~17 |
110~17 |
110~17 |
110~17 |
-0~28 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
303,735 |
574,371 |
+960 |
| Municipal Bonds(CBOT) |
| Dec04 |
040929 |
103~07 |
103~07 |
102~23 |
102~25 |
-0~22 |
127 |
1,539 |
+9 |
| Total Volume and Open Interest |
127 |
1,539 |
+9 |
| 10-Year T-Notes(CBOT) |
| Dec04 |
040929 |
113~130 |
113~150 |
112~220 |
112~250 |
-0~190 |
783,801 |
1,541,582 |
-1,644 |
| Mar05 |
040929 |
112~065 |
112~120 |
112~020 |
112~040 |
-0~195 |
12,459 |
39,459 |
+8,969 |
| Total Volume and Open Interest |
796,614 |
1,581,423 |
+7,629 |
| 5-Year T-Notes(CBOT) |
| Dec04 |
040929 |
111~000 |
111~020 |
110~225 |
110~240 |
-0~125 |
387,062 |
1,085,328 |
+1,085,328 |
| Mar05 |
040929 |
109~280 |
109~280 |
109~280 |
109~280 |
-0~130 |
2,730 |
24,811 |
+0 |
| Jun05 |
040929 |
108~280 |
108~280 |
108~280 |
108~280 |
-0~130 |
2 |
24,811 |
|
| Total Volume and Open Interest |
389,794 |
1,134,950 |
|
| 2 Year T-Notes(CBOT) |
| Dec04 |
040929 |
105~084 |
105~085 |
105~072 |
105~072 |
-0~020 |
4,403 |
188,266 |
+3,629 |
| Total Volume and Open Interest |
4,425 |
205,302 |
+3,439 |
| Eurodollars(CME) |
| Dec04 |
040929 |
97.695 |
97.705 |
97.685 |
97.695 |
-0.020 |
52,693 |
909,072 |
+23,032 |
| Mar05 |
040929 |
97.455 |
97.465 |
97.425 |
97.440 |
-0.040 |
40,528 |
829,143 |
-3,191 |
| Jun05 |
040929 |
97.245 |
97.250 |
97.200 |
97.210 |
-0.060 |
47,366 |
839,781 |
+6,605 |
| Sep05 |
040929 |
97.020 |
97.030 |
96.955 |
96.975 |
-0.075 |
40,131 |
651,492 |
+8,768 |
| Dec05 |
040929 |
96.765 |
96.775 |
96.710 |
96.720 |
-0.080 |
38,461 |
526,662 |
+3,942 |
| Mar06 |
040929 |
96.565 |
96.570 |
96.505 |
96.515 |
-0.085 |
31,830 |
394,521 |
+2,991 |
| Jun06 |
040929 |
96.395 |
96.400 |
96.330 |
96.340 |
-0.085 |
34,867 |
267,990 |
+7,656 |
| Sep06 |
040929 |
96.260 |
96.270 |
96.200 |
96.200 |
-0.090 |
33,189 |
207,892 |
+2,539 |
| Dec06 |
040929 |
96.100 |
96.110 |
96.065 |
96.070 |
-0.090 |
12,952 |
170,636 |
+2,017 |
| Mar07 |
040929 |
96.005 |
96.005 |
95.960 |
95.960 |
-0.095 |
11,012 |
141,839 |
+3,642 |
| Jun07 |
040929 |
95.890 |
95.890 |
95.840 |
95.845 |
-0.095 |
13,210 |
126,652 |
+2,437 |
| Sep07 |
040929 |
95.810 |
95.815 |
95.740 |
95.740 |
-0.100 |
14,436 |
95,515 |
+5,026 |
| Total Volume and Open Interest |
415,815 |
5,765,585 |
+68,929 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040913 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
30 |
6,271 |
+121 |
| Dec04 |
040929 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,071 |
+511 |
| Mar05 |
040929 |
99.88 |
99.88 |
99.88 |
99.88 |
-0.01 |
0 |
25,402 |
+1,525 |
| Jun05 |
040929 |
99.85 |
99.85 |
99.84 |
99.84 |
-0.01 |
0 |
15,525 |
+1,000 |
| Sep05 |
040929 |
99.78 |
99.78 |
99.78 |
99.78 |
-0.01 |
0 |
8,502 |
-197 |
| Dec05 |
040929 |
99.70 |
99.71 |
99.70 |
99.70 |
-0.01 |
0 |
4,686 |
+0 |
| Mar06 |
040929 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
10,392 |
-50 |
| Jun06 |
040929 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
2,246 |
+0 |
| Sep06 |
040929 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
1,654 |
+0 |
| Dec06 |
040929 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.03 |
0 |
427 |
-230 |
| Total Volume and Open Interest |
0 |
79,850 |
+2,559 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec04 |
040929 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
879 |
57,033 |
+49 |
| Mar05 |
040929 |
99.89 |
99.89 |
99.88 |
99.89 |
unch |
1,733 |
79,066 |
+410 |
| Jun05 |
040929 |
99.85 |
99.85 |
99.85 |
99.85 |
-0.01 |
1,215 |
70,129 |
+553 |
| Sep05 |
040929 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
151 |
40,105 |
+189 |
| Dec05 |
040929 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
3 |
33,477 |
+2 |
| Mar06 |
040929 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
457 |
32,229 |
-188 |
| Jun06 |
040929 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
15,395 |
+0 |
| Sep06 |
040929 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
5,489 |
+0 |
| Total Volume and Open Interest |
4,438 |
345,739 |
+1,015 |
| German Euro-Bund(EUREX) |
| Dec04 |
040929 |
115.91 |
115.91 |
115.53 |
115.63 |
-0.30 |
1,246,041 |
1,282,180 |
+11,718 |
| Mar05 |
040929 |
114.89 |
114.96 |
114.84 |
114.92 |
-0.31 |
2,521 |
6,182 |
+1,981 |
| Jun05 |
040929 |
114.13 |
114.13 |
114.13 |
114.13 |
-0.39 |
1,103 |
240 |
+0 |
| Total Volume and Open Interest |
1,249,665 |
1,288,602 |
+13,699 |
| German Euro-Bobl(EUREX) |
| Dec04 |
040929 |
111.54 |
111.56 |
111.31 |
111.40 |
-0.15 |
641,246 |
794,730 |
+32,307 |
| Mar05 |
040929 |
111.11 |
111.11 |
111.09 |
111.09 |
-0.14 |
39 |
695 |
+28 |
| Jun05 |
040929 |
110.28 |
110.28 |
110.28 |
110.28 |
-0.07 |
628 |
400 |
+0 |
| Total Volume and Open Interest |
641,913 |
795,825 |
+32,335 |
| Long Gilt(LIFFE) |
| Dec04 |
040929 |
107~24 |
107~29 |
107~14 |
107~22 |
-0~04 |
53,539 |
234,757 |
+1,182 |
| Mar05 |
040929 |
108~20 |
108~20 |
108~20 |
108~20 |
-0~04 |
|
|
|
| Total Volume and Open Interest |
54,015 |
234,757 |
-13,984 |
| 3-Mth Short Sterling(LIFFE) |
| Dec04 |
040929 |
94.96 |
95.05 |
94.94 |
95.03 |
+0.06 |
13,033 |
264,679 |
-920 |
| Mar05 |
040929 |
94.92 |
95.02 |
94.89 |
94.99 |
+0.06 |
19,662 |
218,745 |
-2,508 |
| Jun05 |
040929 |
94.91 |
95.02 |
94.87 |
94.98 |
+0.06 |
17,617 |
188,134 |
-1,856 |
| Total Volume and Open Interest |
72,317 |
1,154,675 |
-7,203 |
| 3-Mth Euribor(LIFFE) |
| Dec04 |
040929 |
97.770 |
97.770 |
97.755 |
97.760 |
-0.010 |
94,070 |
579,911 |
-4,980 |
| Mar05 |
040929 |
97.600 |
97.605 |
97.575 |
97.590 |
-0.020 |
115,203 |
537,585 |
+48 |
| Jun05 |
040929 |
97.440 |
97.440 |
97.395 |
97.420 |
-0.030 |
128,621 |
418,193 |
-14,719 |
| Total Volume and Open Interest |
559,020 |
2,769,659 |
-11,183 |
| 3-Mth Aus T-Bills(SFE) |
| Dec04 |
040929 |
94.57 |
94.58 |
94.57 |
94.58 |
-0.01 |
7,173 |
224,885 |
-6,978 |
| Mar05 |
040929 |
94.55 |
94.55 |
94.53 |
94.53 |
-0.03 |
3,221 |
122,575 |
+128 |
| Jun05 |
040929 |
94.50 |
94.51 |
94.48 |
94.48 |
-0.05 |
1,261 |
50,615 |
-653 |
| Sep05 |
040929 |
94.47 |
94.47 |
94.45 |
94.45 |
-0.05 |
2,375 |
30,902 |
+437 |
| Dec05 |
040929 |
94.43 |
94.43 |
94.40 |
94.41 |
-0.05 |
90 |
17,807 |
+5 |
| Mar06 |
040929 |
94.39 |
94.39 |
94.35 |
94.35 |
-0.07 |
234 |
11,033 |
-25 |
| Jun06 |
040929 |
94.35 |
94.35 |
94.32 |
94.32 |
-0.07 |
0 |
8,805 |
+0 |
| Sep06 |
040929 |
94.27 |
94.27 |
94.27 |
94.27 |
-0.07 |
0 |
4,233 |
+0 |
| Dec06 |
040929 |
94.23 |
94.23 |
94.23 |
94.23 |
-0.06 |
0 |
2,936 |
+0 |
| Mar07 |
040929 |
94.19 |
94.19 |
94.19 |
94.19 |
-0.06 |
0 |
1,960 |
+0 |
| Total Volume and Open Interest |
14,354 |
478,603 |
-7,086 |
| 10-Year Aus T-Bonds(SFE) |
| Dec04 |
040929 |
94.60 |
94.61 |
94.57 |
94.57 |
-0.22 |
47,368 |
369,318 |
-9,860 |
| Mar05 |
040929 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.22 |
|
|
|
| Total Volume and Open Interest |
47,368 |
369,318 |
-9,860 |
| 3-Year Aus T-Bonds(SFE) |
| Dec04 |
040929 |
94.76 |
94.77 |
94.74 |
94.75 |
-0.04 |
18,555 |
369,318 |
-9,860 |
| Mar05 |
040929 |
94.75 |
94.75 |
94.75 |
94.75 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
18,555 |
369,318 |
-9,860 |
| Gold(CMX) |
| Oct04 |
040929 |
412.2 |
414.0 |
411.7 |
413.0 |
+0.5 |
9,143 |
9,549 |
-5,658 |
| Dec04 |
040929 |
414.1 |
416.2 |
413.3 |
414.7 |
+0.5 |
53,251 |
196,186 |
+7,321 |
| Feb05 |
040929 |
415.2 |
418.0 |
415.2 |
416.3 |
+0.5 |
1,362 |
11,722 |
+77 |
| Apr05 |
040929 |
419.2 |
419.5 |
417.9 |
417.9 |
+0.5 |
80 |
4,392 |
+13 |
| Jun05 |
040929 |
420.2 |
421.8 |
419.6 |
419.7 |
+0.5 |
62 |
12,354 |
+5 |
| Aug05 |
040929 |
421.6 |
421.6 |
421.6 |
421.6 |
+0.5 |
1 |
6,850 |
+1 |
| Oct05 |
040929 |
423.6 |
423.6 |
423.5 |
423.5 |
+0.5 |
3 |
878 |
+1 |
| Dec05 |
040929 |
427.0 |
427.0 |
425.4 |
425.4 |
+0.4 |
192 |
7,569 |
+6 |
| Feb06 |
040929 |
427.6 |
427.6 |
427.6 |
427.6 |
+0.5 |
0 |
844 |
+0 |
| Apr06 |
040929 |
429.8 |
429.8 |
429.8 |
429.8 |
+0.5 |
0 |
485 |
+0 |
| Jun06 |
040929 |
432.0 |
432.0 |
432.0 |
432.0 |
+0.5 |
0 |
8,651 |
+0 |
| Total Volume and Open Interest |
64,140 |
266,565 |
+1,788 |
| Silver(CMX) |
| Dec04 |
040929 |
660.5 |
675.0 |
659.5 |
669.5 |
+8.5 |
11,026 |
67,036 |
-1,035 |
| Mar05 |
040929 |
664.0 |
677.5 |
664.0 |
673.2 |
+8.5 |
176 |
7,806 |
+26 |
| May05 |
040929 |
675.6 |
675.6 |
675.6 |
675.6 |
+8.5 |
13 |
2,008 |
-10 |
| Jul05 |
040929 |
678.3 |
678.3 |
678.3 |
678.3 |
+8.5 |
6 |
1,813 |
+53 |
| Sep05 |
040929 |
680.8 |
680.8 |
680.8 |
680.8 |
+8.5 |
2 |
506 |
+2 |
| Dec05 |
040929 |
687.0 |
687.0 |
684.7 |
684.7 |
+9.0 |
35 |
3,003 |
+7 |
| Mar06 |
040929 |
689.8 |
689.8 |
689.8 |
689.8 |
+9.0 |
|
|
|
| Total Volume and Open Interest |
11,382 |
83,896 |
-950 |
| Platinum(NYM) |
| Oct04 |
040929 |
852.0 |
858.0 |
845.0 |
846.5 |
-30.5 |
979 |
782 |
-384 |
| Jan05 |
040929 |
848.0 |
854.0 |
846.1 |
847.0 |
-29.0 |
2,691 |
6,223 |
+1,043 |
| Total Volume and Open Interest |
3,672 |
7,005 |
+659 |
| Palladium(NYME) |
| Dec04 |
040929 |
217.75 |
221.75 |
217.50 |
219.90 |
-0.70 |
824 |
9,412 |
+62 |
| Mar05 |
040929 |
221.65 |
221.65 |
221.65 |
221.65 |
-0.70 |
9 |
43 |
+3 |
| Total Volume and Open Interest |
833 |
9,455 |
+49 |
| Copper(CMX) |
| Dec04 |
040929 |
137.30 |
139.60 |
137.10 |
139.30 |
+2.35 |
6,440 |
71,570 |
+966 |
| Mar05 |
040929 |
132.20 |
133.90 |
132.20 |
133.70 |
+1.65 |
979 |
7,520 |
+276 |
| May05 |
040929 |
128.10 |
128.20 |
128.10 |
128.20 |
+1.15 |
43 |
903 |
+0 |
| Jul05 |
040929 |
124.90 |
124.90 |
123.80 |
123.80 |
-0.20 |
29 |
1,492 |
+8 |
| Sep05 |
040929 |
120.80 |
120.80 |
120.80 |
120.80 |
+0.15 |
8 |
1,130 |
-2 |
| Total Volume and Open Interest |
9,665 |
93,997 |
+659 |
| DJIA Index(CBOT) |
| Sep04 |
040916 |
10240 |
10283 |
10235 |
10253 |
+18 |
5,556 |
17,761 |
-2,948 |
| Dec04 |
040929 |
10065 |
10127 |
10041 |
10123 |
+58 |
6,518 |
42,031 |
-135 |
| Mar05 |
040929 |
10100 |
10118 |
10100 |
10118 |
+58 |
5 |
15 |
+4 |
| Jun05 |
040929 |
10118 |
10118 |
10118 |
10118 |
+58 |
|
|
|
| Total Volume and Open Interest |
6,523 |
42,047 |
-131 |
| S & P 500(CME) |
| Dec04 |
040929 |
1109.20 |
1115.40 |
1107.30 |
1115.20 |
+5.50 |
34,631 |
600,602 |
+2,565 |
| Mar05 |
040929 |
1111.00 |
1116.30 |
1110.50 |
1116.30 |
+5.50 |
925 |
11,666 |
+960 |
| Jun05 |
040929 |
1118.70 |
1118.70 |
1118.70 |
1118.70 |
+5.60 |
1 |
566 |
+1 |
| Sep05 |
040929 |
1121.70 |
1121.70 |
1121.70 |
1121.70 |
+5.90 |
8 |
43 |
+6 |
| Total Volume and Open Interest |
35,590 |
612,986 |
+3,554 |
| S & P 500 E-Mini(Globex) |
| Dec04 |
040929 |
1109.75 |
1115.50 |
1107.25 |
1115.25 |
+5.50 |
661,460 |
598,028 |
+24,943 |
| Mar05 |
040929 |
1110.50 |
1116.50 |
1108.50 |
1116.25 |
+5.50 |
363 |
2,259 |
+60 |
| Total Volume and Open Interest |
661,823 |
600,287 |
+25,003 |
| NASDAQ 100(CME) |
| Dec04 |
040929 |
1393.00 |
1417.00 |
1392.50 |
1415.50 |
+22.00 |
12,297 |
74,430 |
+1,832 |
| Mar05 |
040929 |
1422.50 |
1422.50 |
1422.50 |
1422.50 |
+22.00 |
1 |
12 |
+0 |
| Jun05 |
040929 |
1428.50 |
1428.50 |
1428.50 |
1428.50 |
+22.00 |
|
|
|
| Total Volume and Open Interest |
12,298 |
74,442 |
+1,832 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec04 |
040929 |
1393.5 |
1417.0 |
1389.5 |
1415.5 |
+22.0 |
301,245 |
234,029 |
+7,101 |
| Mar05 |
040929 |
1405.0 |
1422.5 |
1405.0 |
1422.5 |
+22.0 |
252 |
834 |
+121 |
| Total Volume and Open Interest |
301,497 |
234,863 |
+7,222 |
| S & P Midcap 400(CME) |
| Dec04 |
040929 |
586.50 |
590.80 |
586.50 |
590.60 |
+3.10 |
297 |
12,722 |
+21 |
| Mar05 |
040929 |
591.60 |
591.60 |
591.60 |
591.60 |
+3.10 |
0 |
1 |
+0 |
| Jun05 |
040929 |
591.60 |
591.60 |
591.60 |
591.60 |
+3.10 |
|
|
|
| Total Volume and Open Interest |
297 |
12,723 |
+21 |
| Russell 2000(CME) |
| Dec04 |
040929 |
565.00 |
571.75 |
564.50 |
571.50 |
+5.65 |
801 |
26,821 |
+13 |
| Mar05 |
040929 |
571.50 |
571.50 |
571.50 |
571.50 |
+5.65 |
|
|
|
| Jun05 |
040929 |
571.50 |
571.50 |
571.50 |
571.50 |
+5.65 |
|
|
|
| Total Volume and Open Interest |
801 |
26,821 |
+127 |
| Value Line(KCBT) |
| Dec04 |
040929 |
1571.00 |
1571.00 |
1571.00 |
1571.00 |
+10.00 |
1 |
14 |
+1 |
| Total Volume and Open Interest |
1 |
14 |
+1 |
| Nikkei 225(CME) |
| Dec04 |
040929 |
10810 |
10900 |
10810 |
10880 |
-5 |
2,292 |
23,709 |
+423 |
| Mar05 |
040929 |
10890 |
10890 |
10890 |
10890 |
-5 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
2,292 |
23,725 |
+423 |
| Nikkei 225(SIMEX) |
| Dec04 |
040929 |
10880 |
10900 |
10760 |
10795 |
+10 |
16,414 |
139,902 |
+326 |
| Mar05 |
040929 |
10790 |
10790 |
10790 |
10790 |
+10 |
0 |
4 |
+0 |
| Jun05 |
040929 |
10745 |
10745 |
10745 |
10745 |
+10 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
16,414 |
139,909 |
+326 |
| CAC 40(MATIF) |
| Sep04 |
040929 |
3671.0 |
3698.5 |
3668.5 |
3682.0 |
+13.5 |
93,357 |
504,082 |
+11,765 |
| Oct04 |
040929 |
3674.0 |
3701.0 |
3672.0 |
3685.0 |
+14.0 |
48,481 |
124,287 |
+47,199 |
| Nov04 |
040929 |
3701.0 |
3705.0 |
3692.0 |
3692.0 |
+13.5 |
1 |
53 |
+1 |
| Total Volume and Open Interest |
147,710 |
687,652 |
+64,414 |
| DAX Index(EUREX) |
| Dec04 |
040929 |
3912.0 |
3963.5 |
3909.0 |
3943.0 |
+30.0 |
105,847 |
151,929 |
-2,462 |
| Mar05 |
040929 |
3939.0 |
3983.5 |
3939.0 |
3965.0 |
+30.0 |
216 |
9,163 |
+13 |
| Jun05 |
040929 |
3975.5 |
3990.0 |
3975.5 |
3990.0 |
+30.0 |
28 |
509 |
+4 |
| Total Volume and Open Interest |
106,091 |
161,601 |
-2,445 |
| FT-SE 100(LIFFE) |
| Dec04 |
040929 |
4605.00 |
4628.50 |
4603.50 |
4619.50 |
+25.00 |
48,221 |
437,890 |
+659 |
| Mar05 |
040929 |
4624.00 |
4628.00 |
4624.00 |
4626.50 |
+25.00 |
2 |
10,588 |
+2 |
| Jun05 |
040929 |
4636.00 |
4646.00 |
4636.00 |
4644.50 |
+24.50 |
0 |
6,250 |
+0 |
| Total Volume and Open Interest |
48,223 |
454,728 |
+661 |
| SPI 200(SFE) |
| Sep04 |
040916 |
3615.0 |
3616.0 |
3591.0 |
3597.0 |
-30.0 |
29,884 |
91,598 |
-42,587 |
| Dec04 |
040929 |
3656.0 |
3677.0 |
3650.0 |
3670.0 |
+28.0 |
8,182 |
154,182 |
+348 |
| Mar05 |
040929 |
3664.0 |
3683.0 |
3664.0 |
3678.0 |
+28.0 |
171 |
2,526 |
+147 |
| Total Volume and Open Interest |
8,389 |
161,652 |
+495 |
| GSCI(CME) |
| Oct04 |
040929 |
338.40 |
341.60 |
332.50 |
336.80 |
+1.20 |
20 |
17,368 |
-2 |
| Nov04 |
040929 |
337.50 |
337.50 |
337.50 |
337.50 |
+1.90 |
0 |
3 |
+0 |
| Dec04 |
040929 |
337.50 |
337.50 |
337.50 |
337.50 |
+1.90 |
|
|
|
| Total Volume and Open Interest |
20 |
17,371 |
-2 |
| Reuters CRB Index(NYBOT) |
| Nov04 |
040929 |
282.50 |
283.90 |
282.50 |
283.05 |
+0.80 |
26 |
247 |
+3 |
| Jan05 |
040929 |
283.00 |
283.00 |
282.55 |
282.55 |
+0.80 |
0 |
205 |
+0 |
| Feb05 |
040929 |
280.80 |
280.80 |
280.80 |
280.80 |
+0.80 |
6 |
25 |
+4 |
| Total Volume and Open Interest |
32 |
577 |
+7 |
|
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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