|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed July 07, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040707 |
992.00 |
1035.00 |
955.00 |
961.50 |
-18.00 |
8,544 |
8,880 |
-3,697 |
| Aug04 |
040707 |
827.00 |
869.50 |
818.00 |
821.50 |
+2.00 |
20,500 |
44,898 |
-454 |
| Sep04 |
040707 |
683.00 |
725.00 |
680.50 |
685.50 |
+1.50 |
3,763 |
11,761 |
-1,174 |
| Nov04 |
040707 |
650.00 |
685.00 |
648.00 |
660.50 |
+8.50 |
33,604 |
88,090 |
+99 |
| Jan05 |
040707 |
652.00 |
687.00 |
652.00 |
663.00 |
+9.50 |
989 |
4,749 |
+47 |
| Mar05 |
040707 |
654.50 |
685.00 |
654.00 |
664.50 |
+7.50 |
260 |
3,879 |
+77 |
| May05 |
040707 |
664.00 |
681.00 |
653.00 |
660.00 |
+9.00 |
655 |
3,928 |
+73 |
| Total Volume and Open Interest |
68,575 |
168,379 |
-5,027 |
| Soybean Meal(CBOT) |
| Jul04 |
040707 |
352.00 |
378.50 |
330.00 |
339.80 |
-4.90 |
7,416 |
7,393 |
-1,730 |
| Aug04 |
040707 |
301.00 |
314.70 |
292.00 |
294.00 |
-0.70 |
17,152 |
37,520 |
-832 |
| Sep04 |
040707 |
253.00 |
269.70 |
248.50 |
251.00 |
+1.30 |
4,477 |
20,016 |
-396 |
| Oct04 |
040707 |
216.00 |
228.00 |
214.40 |
217.20 |
+4.20 |
1,773 |
15,565 |
+340 |
| Dec04 |
040707 |
205.50 |
215.50 |
204.00 |
208.50 |
+3.80 |
8,501 |
40,364 |
+482 |
| Jan05 |
040707 |
206.00 |
214.50 |
204.00 |
207.50 |
+3.50 |
647 |
4,909 |
-4 |
| Mar05 |
040707 |
206.00 |
212.00 |
204.00 |
207.50 |
+3.90 |
539 |
4,344 |
+30 |
| May05 |
040707 |
205.50 |
212.00 |
203.50 |
206.60 |
+3.90 |
521 |
4,528 |
+90 |
| Total Volume and Open Interest |
41,461 |
140,984 |
-1,945 |
| Soybean Oil(CBOT) |
| Jul04 |
040707 |
29.40 |
30.00 |
29.05 |
29.10 |
+0.05 |
3,735 |
5,000 |
-940 |
| Aug04 |
040707 |
28.42 |
29.15 |
28.12 |
28.14 |
-0.06 |
12,163 |
29,880 |
-503 |
| Sep04 |
040707 |
27.20 |
27.95 |
26.80 |
26.88 |
-0.11 |
2,194 |
18,249 |
-269 |
| Oct04 |
040707 |
25.45 |
26.00 |
24.80 |
24.85 |
-0.48 |
1,323 |
10,653 |
-502 |
| Dec04 |
040707 |
24.15 |
24.87 |
23.45 |
23.63 |
-0.48 |
4,631 |
45,741 |
+336 |
| Jan05 |
040707 |
24.20 |
24.65 |
23.54 |
23.62 |
-0.42 |
597 |
7,007 |
+88 |
| Mar05 |
040707 |
24.15 |
24.35 |
23.60 |
23.72 |
-0.28 |
211 |
4,991 |
+21 |
| May05 |
040707 |
24.10 |
24.15 |
23.64 |
23.64 |
-0.31 |
308 |
2,956 |
+189 |
| Total Volume and Open Interest |
25,559 |
129,548 |
-1,335 |
| Canola(WCE) |
| Jul04 |
040707 |
376.5 |
376.5 |
376.0 |
376.2 |
+5.7 |
229 |
1,105 |
-335 |
| Sep04 |
040707 |
364.8 |
364.8 |
364.8 |
364.8 |
-0.2 |
0 |
50 |
+0 |
| Nov04 |
040707 |
351.0 |
358.5 |
350.5 |
352.5 |
+0.8 |
2,796 |
45,171 |
-670 |
| Jan05 |
040707 |
357.0 |
362.0 |
357.0 |
359.5 |
+3.0 |
62 |
1,696 |
-2 |
| Mar05 |
040707 |
365.0 |
365.2 |
362.5 |
362.5 |
+1.4 |
195 |
795 |
+195 |
| Total Volume and Open Interest |
3,282 |
49,973 |
-817 |
| Corn(CBOT) |
| Jul04 |
040707 |
250.00 |
252.00 |
248.50 |
249.50 |
unch |
3,847 |
7,552 |
-2,370 |
| Sep04 |
040707 |
253.50 |
256.50 |
252.50 |
253.75 |
-0.25 |
27,863 |
167,492 |
+2,168 |
| Dec04 |
040707 |
258.00 |
261.75 |
257.50 |
258.50 |
unch |
64,367 |
296,072 |
-9,596 |
| Mar05 |
040707 |
265.00 |
269.00 |
264.75 |
266.00 |
unch |
4,394 |
40,371 |
+280 |
| May05 |
040707 |
271.25 |
274.25 |
270.50 |
271.50 |
unch |
1,547 |
12,853 |
+248 |
| Jul05 |
040707 |
274.25 |
277.00 |
273.50 |
274.50 |
+0.25 |
1,509 |
10,420 |
-356 |
| Total Volume and Open Interest |
104,059 |
547,475 |
-9,613 |
| Wheat(CBOT) |
| Jul04 |
040707 |
338.50 |
348.00 |
338.50 |
341.00 |
+2.50 |
752 |
1,137 |
+30 |
| Sep04 |
040707 |
345.00 |
351.50 |
345.00 |
348.25 |
+3.50 |
14,272 |
92,659 |
+957 |
| Dec04 |
040707 |
358.50 |
364.50 |
358.25 |
361.00 |
+3.75 |
5,658 |
45,996 |
+432 |
| Mar05 |
040707 |
369.50 |
374.50 |
369.50 |
372.75 |
+4.75 |
1,803 |
10,009 |
+1,048 |
| May05 |
040707 |
378.25 |
378.25 |
376.00 |
376.00 |
+4.50 |
61 |
300 |
+15 |
| Total Volume and Open Interest |
22,692 |
151,780 |
+2,473 |
| Wheat(KCBT) |
| Jul04 |
040707 |
365.00 |
367.50 |
365.00 |
366.50 |
+3.50 |
471 |
901 |
-26 |
| Sep04 |
040707 |
371.00 |
376.00 |
371.00 |
373.00 |
+3.50 |
6,321 |
37,761 |
+1,730 |
| Dec04 |
040707 |
382.00 |
386.00 |
382.00 |
384.00 |
+3.50 |
4,657 |
20,090 |
+2,173 |
| Mar05 |
040707 |
390.00 |
393.00 |
390.00 |
391.50 |
+3.25 |
528 |
3,322 |
+286 |
| May05 |
040707 |
395.00 |
395.00 |
395.00 |
395.00 |
+3.00 |
12 |
102 |
+12 |
| Total Volume and Open Interest |
12,014 |
62,748 |
+4,186 |
| Wheat(MGE) |
| Jul04 |
040707 |
388.00 |
389.00 |
388.00 |
388.00 |
+3.75 |
3 |
110 |
+2 |
| Sep04 |
040707 |
391.50 |
395.50 |
391.50 |
393.25 |
+2.75 |
1,380 |
13,344 |
-204 |
| Dec04 |
040707 |
399.00 |
403.00 |
399.00 |
400.25 |
+2.25 |
888 |
11,986 |
-46 |
| Mar05 |
040707 |
406.00 |
408.25 |
404.50 |
404.75 |
+0.75 |
134 |
1,691 |
-26 |
| May05 |
040707 |
406.00 |
407.00 |
405.00 |
405.00 |
+1.00 |
8 |
236 |
+2 |
| Total Volume and Open Interest |
2,414 |
27,439 |
-272 |
| Oats(CBOT) |
| Jul04 |
040707 |
135.50 |
136.00 |
134.00 |
135.00 |
+1.00 |
28 |
85 |
-10 |
| Sep04 |
040707 |
137.50 |
140.50 |
137.25 |
137.25 |
-1.25 |
270 |
3,373 |
-91 |
| Dec04 |
040707 |
145.25 |
148.00 |
143.50 |
144.00 |
-1.50 |
784 |
6,758 |
-56 |
| Mar05 |
040707 |
153.00 |
153.00 |
152.00 |
152.00 |
-1.50 |
2 |
181 |
+2 |
| Total Volume and Open Interest |
1,084 |
10,498 |
-156 |
| Rough Rice(CBOT) |
| Jul04 |
040707 |
10.00 |
10.00 |
10.00 |
10.00 |
+0.50 |
4 |
85 |
-12 |
| Sep04 |
040707 |
7.74 |
7.83 |
7.72 |
7.82 |
+0.09 |
263 |
1,026 |
+111 |
| Nov04 |
040707 |
7.69 |
7.82 |
7.68 |
7.82 |
+0.12 |
126 |
1,865 |
+1 |
| Jan05 |
040707 |
7.85 |
7.96 |
7.83 |
7.96 |
+0.13 |
6 |
275 |
+5 |
| Total Volume and Open Interest |
405 |
3,366 |
+105 |
| Live Cattle(CME) |
| Aug04 |
040707 |
87.200 |
87.625 |
86.225 |
86.425 |
-1.200 |
8,489 |
63,861 |
-829 |
| Oct04 |
040707 |
88.400 |
88.850 |
87.725 |
88.000 |
-0.875 |
4,299 |
30,359 |
+705 |
| Dec04 |
040707 |
88.450 |
88.650 |
87.600 |
87.675 |
-1.100 |
1,588 |
14,456 |
+139 |
| Feb05 |
040707 |
88.750 |
89.300 |
88.300 |
88.550 |
-0.675 |
406 |
6,857 |
+151 |
| Apr05 |
040707 |
86.150 |
86.425 |
85.650 |
85.850 |
-0.575 |
241 |
2,230 |
+149 |
| Jun05 |
040707 |
81.500 |
81.500 |
81.225 |
81.275 |
-0.450 |
51 |
860 |
+20 |
| Total Volume and Open Interest |
15,083 |
118,633 |
+336 |
| Feeder Cattle(CME) |
| Aug04 |
040707 |
111.750 |
111.900 |
110.750 |
111.100 |
-0.300 |
387 |
9,993 |
-130 |
| Sep04 |
040707 |
110.800 |
111.300 |
109.850 |
110.550 |
-0.250 |
152 |
1,688 |
+30 |
| Oct04 |
040707 |
109.250 |
109.300 |
107.850 |
108.325 |
-0.650 |
283 |
2,381 |
-15 |
| Nov04 |
040707 |
107.500 |
107.600 |
106.200 |
106.600 |
-0.900 |
108 |
1,167 |
+12 |
| Jan05 |
040707 |
103.200 |
103.400 |
102.100 |
102.600 |
-0.900 |
98 |
682 |
-15 |
| Mar05 |
040707 |
99.500 |
99.500 |
98.500 |
99.000 |
-1.100 |
30 |
157 |
+10 |
| Apr05 |
040707 |
98.250 |
98.250 |
98.250 |
98.250 |
-1.000 |
11 |
76 |
-3 |
| Total Volume and Open Interest |
1,069 |
16,152 |
-111 |
| Lean Hogs(CME) |
| Jul04 |
040707 |
79.650 |
79.750 |
78.250 |
78.325 |
-1.050 |
1,855 |
8,005 |
-296 |
| Aug04 |
040707 |
76.800 |
77.000 |
75.050 |
75.100 |
-1.550 |
4,248 |
44,662 |
-1,254 |
| Oct04 |
040707 |
66.950 |
67.050 |
65.600 |
65.725 |
-1.225 |
3,377 |
16,818 |
+767 |
| Dec04 |
040707 |
61.800 |
62.150 |
60.925 |
61.075 |
-0.825 |
938 |
10,414 |
+143 |
| Feb05 |
040707 |
60.500 |
60.600 |
60.100 |
60.250 |
-0.400 |
147 |
1,714 |
+27 |
| Apr05 |
040707 |
60.500 |
60.500 |
60.300 |
60.450 |
-0.150 |
125 |
743 |
+71 |
| May05 |
040707 |
61.700 |
61.700 |
61.700 |
61.700 |
-0.200 |
11 |
135 |
+6 |
| Jun05 |
040707 |
64.575 |
64.750 |
64.550 |
64.750 |
-0.100 |
20 |
144 |
+10 |
| Total Volume and Open Interest |
10,722 |
82,650 |
-525 |
| Pork Bellies(CME) |
| Jul04 |
040707 |
114.250 |
115.150 |
113.750 |
114.000 |
-0.200 |
429 |
884 |
-153 |
| Aug04 |
040707 |
111.600 |
112.750 |
110.850 |
111.400 |
-0.200 |
761 |
2,240 |
+190 |
| Feb05 |
040707 |
97.050 |
97.100 |
97.050 |
97.100 |
+0.200 |
7 |
117 |
+2 |
| Mar05 |
040707 |
95.125 |
95.125 |
95.125 |
95.125 |
+0.025 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,197 |
3,243 |
+39 |
| Class III Milk(CME) |
| Jul04 |
040707 |
14.75 |
14.85 |
14.73 |
14.82 |
unch |
318 |
5,983 |
+56 |
| Aug04 |
040707 |
13.65 |
13.80 |
13.65 |
13.75 |
+0.07 |
117 |
5,218 |
+59 |
| Sep04 |
040707 |
13.90 |
14.30 |
13.90 |
14.25 |
+0.30 |
52 |
5,031 |
+8 |
| Oct04 |
040707 |
13.55 |
13.70 |
13.55 |
13.61 |
+0.11 |
16 |
3,114 |
+1 |
| Nov04 |
040707 |
12.90 |
13.05 |
12.90 |
13.05 |
+0.15 |
17 |
2,037 |
+7 |
| Total Volume and Open Interest |
546 |
25,703 |
+137 |
| Cocoa(NYBOT) |
| Jul04 |
040707 |
1414 |
1414 |
1414 |
1414 |
+76 |
17 |
229 |
-9 |
| Sep04 |
040707 |
1345 |
1425 |
1345 |
1419 |
+81 |
7,162 |
47,334 |
+2,077 |
| Dec04 |
040707 |
1365 |
1435 |
1365 |
1433 |
+80 |
1,327 |
17,175 |
-716 |
| Mar05 |
040707 |
1388 |
1455 |
1388 |
1451 |
+77 |
210 |
10,262 |
+137 |
| May05 |
040707 |
1464 |
1464 |
1464 |
1464 |
+77 |
100 |
11,274 |
-6 |
| Jul05 |
040707 |
1479 |
1479 |
1479 |
1479 |
+76 |
50 |
11,434 |
-103 |
| Sep05 |
040707 |
1430 |
1494 |
1430 |
1494 |
+76 |
23 |
4,802 |
-18 |
| Total Volume and Open Interest |
9,057 |
106,874 |
+1,530 |
| Coffee "C"(NYBOT) |
| Jul04 |
040707 |
69.40 |
69.70 |
69.00 |
69.40 |
+0.70 |
112 |
206 |
-8 |
| Sep04 |
040707 |
71.10 |
71.70 |
71.10 |
71.55 |
+0.75 |
13,867 |
63,587 |
-2,344 |
| Dec04 |
040707 |
74.60 |
74.90 |
74.30 |
74.80 |
+0.75 |
2,855 |
15,560 |
+150 |
| Mar05 |
040707 |
77.50 |
77.80 |
77.40 |
77.75 |
+0.75 |
437 |
6,123 |
-24 |
| May05 |
040707 |
79.25 |
79.40 |
79.15 |
79.40 |
+0.75 |
127 |
1,550 |
-123 |
| Jul05 |
040707 |
80.90 |
80.95 |
80.60 |
80.95 |
+0.75 |
33 |
1,071 |
-44 |
| Total Volume and Open Interest |
17,432 |
88,907 |
-2,393 |
| Orange Juice(NYBOT) |
| Jul04 |
040707 |
67.90 |
67.90 |
66.85 |
67.20 |
+0.20 |
138 |
1,417 |
-149 |
| Sep04 |
040707 |
67.75 |
68.40 |
67.50 |
67.85 |
+0.10 |
4,159 |
22,366 |
-821 |
| Nov04 |
040707 |
68.90 |
69.60 |
68.75 |
69.20 |
+0.55 |
1,208 |
8,694 |
-142 |
| Jan05 |
040707 |
70.10 |
71.00 |
70.00 |
70.65 |
+0.40 |
332 |
2,163 |
-88 |
| Mar05 |
040707 |
71.55 |
72.25 |
71.55 |
72.10 |
+0.55 |
136 |
3,198 |
-3 |
| Total Volume and Open Interest |
6,026 |
41,048 |
-1,156 |
| Sugar #11(NYBOT) |
| Oct04 |
040707 |
8.18 |
8.22 |
8.07 |
8.22 |
+0.09 |
29,210 |
194,263 |
+7,650 |
| Mar05 |
040707 |
8.50 |
8.56 |
8.44 |
8.56 |
+0.09 |
10,334 |
46,880 |
+1,019 |
| May05 |
040707 |
8.35 |
8.40 |
8.29 |
8.40 |
+0.08 |
3,178 |
18,023 |
+852 |
| Jul05 |
040707 |
8.14 |
8.20 |
8.10 |
8.20 |
+0.08 |
2,121 |
11,927 |
+29 |
| Oct05 |
040707 |
8.02 |
8.06 |
8.00 |
8.06 |
+0.05 |
1,015 |
10,950 |
+562 |
| Total Volume and Open Interest |
46,193 |
286,630 |
+10,307 |
| London Cocoa(LCE) |
| Jul04 |
040707 |
761 |
796 |
756 |
788 |
+30 |
638 |
8,460 |
+8,460 |
| Sep04 |
040707 |
780 |
819 |
777 |
810 |
+30 |
3,129 |
58,944 |
+58,944 |
| Dec04 |
040707 |
806 |
841 |
801 |
832 |
+28 |
1,743 |
51,266 |
+51,266 |
| Mar05 |
040707 |
826 |
858 |
821 |
851 |
+25 |
835 |
30,181 |
+30,181 |
| May05 |
040707 |
839 |
868 |
836 |
863 |
+23 |
391 |
12,617 |
+12,617 |
| Jul05 |
040707 |
853 |
879 |
850 |
876 |
+23 |
667 |
11,727 |
+11,727 |
| Sep05 |
040707 |
866 |
888 |
866 |
888 |
+22 |
582 |
8,220 |
+8,220 |
| Total Volume and Open Interest |
8,008 |
190,803 |
+190,803 |
| London Coffee(LCE) |
| Jul04 |
040707 |
693.00 |
693.00 |
687.00 |
688.00 |
+2.00 |
179 |
6,807 |
+6,807 |
| Sep04 |
040707 |
698.00 |
708.00 |
697.00 |
699.00 |
+2.00 |
11,731 |
73,326 |
+73,326 |
| Nov04 |
040707 |
711.00 |
723.00 |
711.00 |
713.00 |
+2.00 |
3,957 |
31,716 |
+31,716 |
| Jan05 |
040707 |
726.00 |
734.00 |
725.00 |
725.00 |
+2.00 |
2,039 |
24,377 |
+24,377 |
| Mar05 |
040707 |
738.00 |
745.00 |
738.00 |
739.00 |
+1.00 |
819 |
13,051 |
+13,051 |
| May05 |
040707 |
754.00 |
755.00 |
754.00 |
754.00 |
+2.00 |
1,091 |
11,221 |
+11,221 |
| Total Volume and Open Interest |
19,848 |
162,131 |
+162,131 |
| London Sugar(LCE) |
| Aug04 |
040707 |
236.00 |
242.50 |
235.50 |
241.30 |
+4.90 |
4,307 |
14,860 |
+14,860 |
| Oct04 |
040707 |
241.00 |
248.20 |
239.70 |
245.80 |
+5.80 |
3,418 |
17,341 |
+17,341 |
| Dec04 |
040707 |
246.00 |
252.30 |
245.30 |
250.30 |
+4.30 |
327 |
5,303 |
+5,303 |
| Mar05 |
040707 |
252.00 |
258.00 |
251.50 |
256.30 |
+4.80 |
441 |
9,138 |
+9,138 |
| May05 |
040707 |
251.20 |
255.10 |
249.70 |
254.50 |
+5.00 |
40 |
3,740 |
+3,740 |
| Total Volume and Open Interest |
8,774 |
56,955 |
+56,955 |
| Cotton(NYBOT) |
| Jul04 |
040707 |
47.30 |
47.30 |
46.75 |
46.75 |
+0.25 |
17 |
95 |
-10 |
| Oct04 |
040707 |
49.55 |
50.00 |
48.80 |
48.85 |
-0.64 |
271 |
3,839 |
+46 |
| Dec04 |
040707 |
49.65 |
50.20 |
49.46 |
49.53 |
-0.12 |
7,457 |
54,389 |
+598 |
| Mar05 |
040707 |
51.50 |
51.95 |
51.40 |
51.43 |
+0.13 |
590 |
11,225 |
+51 |
| May05 |
040707 |
52.45 |
53.25 |
52.35 |
52.35 |
+0.05 |
290 |
2,291 |
+5 |
| Jul05 |
040707 |
53.32 |
53.32 |
53.32 |
53.32 |
+0.02 |
110 |
1,462 |
+71 |
| Total Volume and Open Interest |
8,782 |
74,601 |
+793 |
| Lumber(CME) |
| Jul04 |
040707 |
385.0 |
385.0 |
381.8 |
384.2 |
+0.4 |
465 |
1,320 |
-169 |
| Sep04 |
040707 |
370.0 |
370.0 |
365.0 |
368.0 |
+1.7 |
478 |
2,486 |
+79 |
| Nov04 |
040707 |
339.3 |
341.5 |
338.5 |
341.2 |
+2.9 |
48 |
594 |
+2 |
| Jan05 |
040707 |
337.5 |
339.9 |
337.0 |
339.9 |
+2.5 |
3 |
110 |
+2 |
| Total Volume and Open Interest |
1,001 |
4,522 |
-81 |
| Crude Oil(NYM) |
| Aug04 |
040707 |
39.20 |
39.55 |
38.75 |
39.08 |
-0.57 |
80,281 |
174,308 |
-3,748 |
| Sep04 |
040707 |
39.40 |
39.65 |
38.85 |
39.20 |
-0.52 |
51,373 |
116,659 |
+4,111 |
| Oct04 |
040707 |
39.08 |
39.25 |
38.55 |
38.89 |
-0.57 |
15,942 |
48,460 |
+3,815 |
| Nov04 |
040707 |
38.75 |
38.95 |
38.45 |
38.59 |
-0.59 |
4,118 |
29,682 |
+1,089 |
| Dec04 |
040707 |
38.45 |
38.60 |
38.00 |
38.27 |
-0.59 |
10,489 |
60,114 |
-811 |
| Jan05 |
040707 |
37.97 |
38.00 |
37.77 |
37.85 |
-0.56 |
1,911 |
23,914 |
-86 |
| Feb05 |
040707 |
37.55 |
37.55 |
37.30 |
37.45 |
-0.54 |
518 |
13,581 |
+150 |
| Mar05 |
040707 |
37.25 |
37.30 |
37.00 |
37.11 |
-0.52 |
350 |
12,305 |
+230 |
| Apr05 |
040707 |
36.90 |
36.90 |
36.77 |
36.77 |
-0.50 |
509 |
10,684 |
+190 |
| May05 |
040707 |
36.45 |
36.45 |
36.45 |
36.45 |
-0.49 |
155 |
6,894 |
+8 |
| Jun05 |
040707 |
36.60 |
36.60 |
36.00 |
36.15 |
-0.48 |
2,890 |
20,991 |
+265 |
| Jul05 |
040707 |
35.91 |
35.91 |
35.91 |
35.91 |
-0.46 |
130 |
6,087 |
-40 |
| Aug05 |
040707 |
35.70 |
35.70 |
35.70 |
35.70 |
-0.44 |
226 |
5,296 |
+0 |
| Sep05 |
040707 |
35.49 |
35.49 |
35.49 |
35.49 |
-0.42 |
450 |
7,783 |
+150 |
| Oct05 |
040707 |
35.29 |
35.29 |
35.29 |
35.29 |
-0.41 |
25 |
3,594 |
+0 |
| Nov05 |
040707 |
34.95 |
35.09 |
34.95 |
35.09 |
-0.40 |
0 |
3,185 |
+0 |
| Total Volume and Open Interest |
175,477 |
699,223 |
+5,574 |
| Heating Oil(NYM) |
| Aug04 |
040707 |
108.50 |
108.80 |
106.20 |
107.91 |
-1.40 |
18,159 |
64,701 |
-27 |
| Sep04 |
040707 |
109.40 |
109.70 |
107.10 |
108.67 |
-1.50 |
5,417 |
23,079 |
+141 |
| Oct04 |
040707 |
109.80 |
109.80 |
108.70 |
109.37 |
-1.35 |
1,122 |
14,910 |
+26 |
| Nov04 |
040707 |
110.50 |
110.50 |
108.75 |
109.97 |
-1.25 |
1,170 |
11,026 |
-184 |
| Dec04 |
040707 |
110.90 |
111.00 |
109.00 |
110.42 |
-1.15 |
2,982 |
23,009 |
-712 |
| Jan05 |
040707 |
111.25 |
111.25 |
109.60 |
110.62 |
-1.05 |
804 |
10,302 |
+177 |
| Feb05 |
040707 |
109.50 |
109.50 |
108.70 |
109.02 |
-0.90 |
135 |
10,071 |
+7 |
| Mar05 |
040707 |
106.00 |
106.70 |
105.80 |
106.12 |
-0.60 |
124 |
9,260 |
+56 |
| Apr05 |
040707 |
102.25 |
102.25 |
101.50 |
102.02 |
-0.45 |
99 |
1,901 |
+35 |
| May05 |
040707 |
98.45 |
98.45 |
97.50 |
98.17 |
-0.30 |
86 |
1,794 |
+26 |
| Jun05 |
040707 |
95.85 |
95.85 |
95.00 |
95.67 |
-0.20 |
18 |
3,869 |
+7 |
| Jul05 |
040707 |
94.82 |
94.82 |
94.82 |
94.82 |
-0.10 |
101 |
5,084 |
-3 |
| Total Volume and Open Interest |
30,287 |
187,760 |
-436 |
| Unleaded Gas(NYM) |
| Aug04 |
040707 |
126.50 |
127.80 |
125.30 |
127.35 |
+0.14 |
23,905 |
61,649 |
+1,654 |
| Sep04 |
040707 |
123.80 |
124.80 |
122.70 |
124.56 |
+0.30 |
9,104 |
25,379 |
+1,226 |
| Oct04 |
040707 |
116.50 |
117.50 |
116.50 |
117.46 |
+0.15 |
1,405 |
9,767 |
-16 |
| Nov04 |
040707 |
112.50 |
113.06 |
112.10 |
113.06 |
-0.05 |
512 |
5,875 |
+55 |
| Dec04 |
040707 |
109.40 |
110.06 |
109.10 |
110.06 |
-0.15 |
1,288 |
11,905 |
+227 |
| Jan05 |
040707 |
108.20 |
109.16 |
107.40 |
109.16 |
-0.05 |
282 |
2,670 |
+105 |
| Feb05 |
040707 |
109.05 |
109.11 |
109.05 |
109.11 |
+0.05 |
285 |
3,491 |
-96 |
| Mar05 |
040707 |
109.46 |
109.46 |
109.46 |
109.46 |
+0.05 |
122 |
1,364 |
-15 |
| Apr05 |
040707 |
115.76 |
115.76 |
115.76 |
115.76 |
+0.05 |
149 |
6,432 |
+87 |
| May05 |
040707 |
115.10 |
115.41 |
115.10 |
115.41 |
+0.05 |
0 |
6,318 |
+0 |
| Jun05 |
040707 |
114.21 |
114.21 |
114.21 |
114.21 |
+0.10 |
14 |
2,138 |
-8 |
| Jul05 |
040707 |
111.86 |
111.86 |
111.86 |
111.86 |
+0.20 |
750 |
750 |
+0 |
| Total Volume and Open Interest |
37,066 |
137,738 |
+3,219 |
| Natural Gas(NYM) |
| Aug04 |
040707 |
6.380 |
6.430 |
6.335 |
6.370 |
-0.054 |
42,987 |
66,926 |
+1,403 |
| Sep04 |
040707 |
6.420 |
6.470 |
6.380 |
6.413 |
-0.049 |
10,706 |
37,565 |
+423 |
| Oct04 |
040707 |
6.455 |
6.500 |
6.410 |
6.447 |
-0.043 |
5,268 |
37,181 |
+901 |
| Nov04 |
040707 |
6.690 |
6.730 |
6.640 |
6.678 |
-0.043 |
1,231 |
19,835 |
-83 |
| Dec04 |
040707 |
6.915 |
6.950 |
6.875 |
6.906 |
-0.041 |
2,053 |
21,617 |
-302 |
| Jan05 |
040707 |
7.050 |
7.080 |
7.000 |
7.039 |
-0.041 |
1,940 |
21,321 |
+780 |
| Feb05 |
040707 |
6.990 |
7.010 |
6.960 |
6.981 |
-0.039 |
1,338 |
13,274 |
+222 |
| Mar05 |
040707 |
6.840 |
6.860 |
6.805 |
6.824 |
-0.036 |
1,797 |
16,920 |
+206 |
| Apr05 |
040707 |
6.130 |
6.150 |
6.120 |
6.124 |
-0.026 |
1,102 |
13,240 |
-74 |
| May05 |
040707 |
5.990 |
6.000 |
5.975 |
5.976 |
-0.022 |
1,000 |
11,179 |
+498 |
| Jun05 |
040707 |
6.000 |
6.005 |
5.980 |
5.983 |
-0.020 |
502 |
7,802 |
+198 |
| Jul05 |
040707 |
6.030 |
6.040 |
6.000 |
6.012 |
-0.016 |
302 |
11,301 |
+123 |
| Aug05 |
040707 |
6.050 |
6.055 |
6.010 |
6.021 |
-0.012 |
267 |
7,970 |
-69 |
| Sep05 |
040707 |
6.020 |
6.025 |
5.990 |
5.998 |
-0.012 |
469 |
8,111 |
-19 |
| Oct05 |
040707 |
6.030 |
6.030 |
6.010 |
6.018 |
-0.012 |
365 |
6,491 |
+37 |
| Nov05 |
040707 |
6.205 |
6.205 |
6.170 |
6.181 |
-0.012 |
127 |
5,961 |
-57 |
| Total Volume and Open Interest |
71,872 |
371,114 |
+4,112 |
| Brent Crude Oil(IPE) |
| Aug04 |
040707 |
36.87 |
37.00 |
36.26 |
36.61 |
-0.57 |
42,714 |
67,959 |
+67,959 |
| Sep04 |
040707 |
36.80 |
36.86 |
36.06 |
36.37 |
-0.73 |
39,158 |
88,101 |
+88,101 |
| Oct04 |
040707 |
36.70 |
36.70 |
35.90 |
36.22 |
-0.74 |
10,494 |
36,822 |
+36,822 |
| Nov04 |
040707 |
36.15 |
36.33 |
35.84 |
35.96 |
-0.71 |
1,983 |
14,597 |
+14,597 |
| Dec04 |
040707 |
36.05 |
36.07 |
35.55 |
35.67 |
-0.66 |
4,972 |
32,560 |
+32,560 |
| Jan05 |
040707 |
35.60 |
35.60 |
35.27 |
35.30 |
-0.62 |
774 |
11,485 |
+11,485 |
| Feb05 |
040707 |
34.96 |
34.96 |
34.96 |
34.96 |
-0.59 |
325 |
7,911 |
+7,911 |
| Mar05 |
040707 |
34.70 |
34.70 |
34.61 |
34.65 |
-0.56 |
100 |
10,115 |
+10,115 |
| Apr05 |
040707 |
34.59 |
34.59 |
34.30 |
34.35 |
-0.53 |
250 |
6,750 |
+6,750 |
| May05 |
040707 |
34.09 |
34.09 |
34.09 |
34.09 |
-0.48 |
0 |
1,423 |
+1,423 |
| Jun05 |
040707 |
33.80 |
33.85 |
33.80 |
33.84 |
-0.43 |
55 |
14,067 |
+14,067 |
| Jul05 |
040707 |
33.58 |
33.58 |
33.58 |
33.58 |
-0.37 |
50 |
1,565 |
+1,565 |
| Total Volume and Open Interest |
102,585 |
348,317 |
+348,317 |
| Gas Oil(IPE) |
| Jul04 |
040707 |
349.25 |
349.25 |
339.25 |
342.75 |
-8.25 |
10,811 |
24,892 |
+24,892 |
| Aug04 |
040707 |
343.50 |
343.50 |
336.00 |
340.00 |
-5.75 |
12,691 |
52,518 |
+52,518 |
| Sep04 |
040707 |
338.50 |
340.00 |
333.25 |
337.25 |
-4.25 |
2,124 |
19,055 |
+19,055 |
| Oct04 |
040707 |
334.75 |
334.75 |
329.75 |
332.50 |
-4.25 |
905 |
11,821 |
+11,821 |
| Nov04 |
040707 |
327.00 |
328.00 |
327.00 |
328.00 |
-4.25 |
55 |
7,279 |
+7,279 |
| Dec04 |
040707 |
326.00 |
326.00 |
321.75 |
323.50 |
-4.00 |
2,062 |
23,233 |
+23,233 |
| Jan05 |
040707 |
319.25 |
319.25 |
319.25 |
319.25 |
-4.00 |
100 |
5,903 |
+5,903 |
| Feb05 |
040707 |
313.50 |
313.50 |
313.50 |
313.50 |
-4.00 |
0 |
2,273 |
+2,273 |
| Mar05 |
040707 |
306.25 |
306.25 |
306.25 |
306.25 |
-4.00 |
0 |
1,913 |
+1,913 |
| Apr05 |
040707 |
299.00 |
299.00 |
299.00 |
299.00 |
-4.00 |
0 |
900 |
+900 |
| Total Volume and Open Interest |
29,198 |
172,907 |
+172,907 |
| US Dollar Index(NYBOT) |
| Sep04 |
040707 |
88.47 |
88.54 |
87.73 |
87.88 |
-0.47 |
2,050 |
13,217 |
+15 |
| Dec04 |
040707 |
88.07 |
88.19 |
88.00 |
88.11 |
-0.47 |
13 |
2,089 |
-6 |
| Mar05 |
040707 |
88.34 |
88.34 |
88.34 |
88.34 |
-0.47 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,063 |
15,317 |
+9 |
| Australian Dollar(CME) |
| Sep04 |
040707 |
71.71 |
71.91 |
71.57 |
71.82 |
+0.91 |
4,949 |
25,487 |
+1,387 |
| Dec04 |
040707 |
70.95 |
71.19 |
70.95 |
71.19 |
+0.91 |
2 |
253 |
-1 |
| Mar05 |
040707 |
70.64 |
70.64 |
70.64 |
70.64 |
+0.91 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
4,951 |
25,832 |
+1,386 |
| British Pound(CME) |
| Sep04 |
040707 |
184.09 |
184.70 |
183.93 |
184.42 |
+1.28 |
9,460 |
53,458 |
+4,312 |
| Dec04 |
040707 |
182.80 |
183.02 |
182.80 |
183.02 |
+1.32 |
32 |
391 |
-7 |
| Mar05 |
040707 |
181.72 |
181.72 |
181.72 |
181.72 |
+1.32 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
9,492 |
53,855 |
+4,305 |
| Canadian Dollar(CME) |
| Sep04 |
040707 |
75.67 |
75.79 |
75.44 |
75.55 |
+0.18 |
6,259 |
56,562 |
+1,648 |
| Dec04 |
040707 |
75.62 |
75.62 |
75.45 |
75.51 |
+0.18 |
58 |
4,528 |
+7 |
| Mar05 |
040707 |
75.49 |
75.60 |
75.39 |
75.47 |
+0.18 |
4 |
669 |
+0 |
| Jun05 |
040707 |
75.70 |
75.75 |
75.30 |
75.43 |
+0.18 |
1 |
201 |
+0 |
| Total Volume and Open Interest |
6,332 |
62,007 |
+1,659 |
| Japanese Yen(CME) |
| Sep04 |
040707 |
92.46 |
92.70 |
92.25 |
92.46 |
+0.82 |
5,197 |
87,216 |
-1,912 |
| Dec04 |
040707 |
92.82 |
92.93 |
92.82 |
92.93 |
+0.82 |
15 |
12,290 |
-7 |
| Mar05 |
040707 |
93.49 |
93.49 |
93.49 |
93.49 |
+0.82 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
5,212 |
99,512 |
-1,919 |
| Swiss Franc(CME) |
| Sep04 |
040707 |
81.56 |
81.78 |
81.50 |
81.60 |
+0.43 |
6,616 |
53,377 |
+2,088 |
| Dec04 |
040707 |
81.92 |
81.92 |
81.85 |
81.85 |
+0.43 |
1 |
120 |
+0 |
| Mar05 |
040707 |
82.12 |
82.12 |
82.12 |
82.12 |
+0.43 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
6,617 |
53,561 |
+2,088 |
| EuroFX(CME) |
| Sep04 |
040707 |
123.50 |
123.75 |
123.36 |
123.53 |
+0.61 |
9,281 |
124,068 |
+6,750 |
| Dec04 |
040707 |
123.39 |
123.62 |
123.39 |
123.48 |
+0.61 |
18 |
882 |
+31 |
| Mar05 |
040707 |
123.50 |
123.50 |
123.50 |
123.50 |
+0.61 |
60 |
195 |
+11 |
| Total Volume and Open Interest |
9,361 |
125,199 |
+6,818 |
| Mexican Peso(CME) |
| Sep04 |
040707 |
8630.0 |
8640.0 |
8605.0 |
8607.0 |
-11.0 |
4,404 |
47,696 |
+2,619 |
| Dec04 |
040707 |
8477.0 |
8477.0 |
8477.0 |
8477.0 |
-11.0 |
25 |
1,622 |
+0 |
| Total Volume and Open Interest |
4,429 |
50,614 |
+2,619 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040707 |
107~27 |
108~01 |
107~20 |
107~27 |
+0~01 |
140,060 |
482,663 |
-22,618 |
| Dec04 |
040707 |
106~23 |
106~23 |
106~15 |
106~21 |
+0~01 |
864 |
16,958 |
+26 |
| Mar05 |
040707 |
105~18 |
105~18 |
105~18 |
105~18 |
+0~01 |
0 |
194 |
+0 |
| Total Volume and Open Interest |
140,924 |
499,822 |
-22,592 |
| Municipal Bonds(CBOT) |
| Sep04 |
040707 |
100~28 |
101~05 |
100~28 |
100~31 |
unch |
291 |
2,487 |
-15 |
| Total Volume and Open Interest |
291 |
2,487 |
-15 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040707 |
110~130 |
110~180 |
110~070 |
110~135 |
+0~010 |
504,233 |
1,246,054 |
-19,009 |
| Dec04 |
040707 |
109~045 |
109~100 |
109~035 |
109~055 |
+0~005 |
2,591 |
22,066 |
-287 |
| Total Volume and Open Interest |
506,824 |
1,268,130 |
-19,296 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040707 |
109~145 |
109~200 |
109~140 |
109~170 |
unch |
265,294 |
1,144,284 |
+1,144,284 |
| Dec04 |
040707 |
108~150 |
108~180 |
108~150 |
108~180 |
unch |
850 |
24,162 |
-725 |
| Total Volume and Open Interest |
266,144 |
24,162 |
-725 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040707 |
105~076 |
105~084 |
105~076 |
105~081 |
+0~002 |
2,792 |
190,082 |
-3,307 |
| Total Volume and Open Interest |
2,792 |
190,082 |
-3,307 |
| Eurodollars(CME) |
| Sep04 |
040707 |
98.055 |
98.080 |
98.045 |
98.065 |
+0.005 |
61,959 |
939,389 |
+16,921 |
| Dec04 |
040707 |
97.640 |
97.675 |
97.640 |
97.660 |
+0.005 |
79,846 |
907,812 |
-23,450 |
| Mar05 |
040707 |
97.250 |
97.295 |
97.245 |
97.270 |
+0.010 |
52,598 |
781,039 |
+8,014 |
| Jun05 |
040707 |
96.880 |
96.935 |
96.880 |
96.910 |
+0.010 |
62,972 |
615,523 |
-552 |
| Sep05 |
040707 |
96.555 |
96.600 |
96.550 |
96.575 |
+0.010 |
46,081 |
551,135 |
-2,418 |
| Dec05 |
040707 |
96.245 |
96.290 |
96.245 |
96.265 |
+0.005 |
39,243 |
440,991 |
+532 |
| Mar06 |
040707 |
96.010 |
96.050 |
96.010 |
96.030 |
+0.005 |
22,189 |
331,386 |
-5,435 |
| Jun06 |
040707 |
95.815 |
95.850 |
95.810 |
95.825 |
unch |
18,974 |
206,010 |
-207 |
| Sep06 |
040707 |
95.640 |
95.680 |
95.640 |
95.650 |
+0.010 |
12,766 |
190,328 |
+77 |
| Dec06 |
040707 |
95.465 |
95.510 |
95.465 |
95.480 |
+0.005 |
12,376 |
142,571 |
-2,603 |
| Mar07 |
040707 |
95.320 |
95.360 |
95.320 |
95.335 |
+0.005 |
11,772 |
141,622 |
-1,067 |
| Jun07 |
040707 |
95.175 |
95.220 |
95.175 |
95.195 |
+0.010 |
8,640 |
111,531 |
-17 |
| Total Volume and Open Interest |
471,439 |
6,002,844 |
-6,627 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040707 |
99.91 |
99.91 |
99.91 |
99.91 |
+0.01 |
3 |
5,711 |
-69 |
| Dec04 |
040707 |
99.88 |
99.88 |
99.88 |
99.88 |
-0.01 |
0 |
7,700 |
-132 |
| Mar05 |
040707 |
99.83 |
99.83 |
99.83 |
99.83 |
-0.01 |
0 |
9,229 |
+606 |
| Jun05 |
040707 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.01 |
487 |
8,331 |
+90 |
| Sep05 |
040707 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.02 |
530 |
5,896 |
+350 |
| Dec05 |
040707 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.02 |
0 |
3,146 |
+100 |
| Mar06 |
040707 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.02 |
0 |
2,021 |
+0 |
| Jun06 |
040707 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.01 |
0 |
1,218 |
+0 |
| Sep06 |
040707 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.01 |
0 |
1,079 |
+0 |
| Dec06 |
040707 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.04 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
1,020 |
46,004 |
+945 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040707 |
99.91 |
99.91 |
99.91 |
99.91 |
+0.01 |
1,805 |
45,201 |
+45,201 |
| Dec04 |
040707 |
99.89 |
99.89 |
99.88 |
99.88 |
-0.01 |
1,805 |
65,994 |
+65,994 |
| Mar05 |
040707 |
99.85 |
99.85 |
99.83 |
99.83 |
unch |
2,307 |
58,904 |
+58,904 |
| Jun05 |
040707 |
99.76 |
99.77 |
99.74 |
99.75 |
unch |
3,279 |
57,838 |
+57,838 |
| Sep05 |
040707 |
99.65 |
99.65 |
99.62 |
99.62 |
-0.02 |
2,513 |
47,491 |
+47,491 |
| Dec05 |
040707 |
99.52 |
99.52 |
99.50 |
99.50 |
-0.01 |
605 |
34,810 |
+34,810 |
| Mar06 |
040707 |
99.37 |
99.37 |
99.34 |
99.34 |
-0.01 |
222 |
26,887 |
+26,887 |
| Jun06 |
040707 |
99.23 |
99.23 |
99.21 |
99.21 |
-0.01 |
100 |
12,964 |
+12,964 |
| Total Volume and Open Interest |
12,646 |
366,109 |
+366,109 |
| German Euro-Bund(EUREX) |
| Sep04 |
040707 |
113.64 |
113.97 |
113.57 |
113.90 |
+0.23 |
655,228 |
1,013,425 |
+1,013,425 |
| Dec04 |
040707 |
112.67 |
112.96 |
112.67 |
112.96 |
+0.23 |
31 |
17,434 |
+17,434 |
| Mar05 |
040707 |
112.36 |
112.36 |
112.36 |
112.36 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
655,259 |
1,030,859 |
+1,030,859 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040707 |
110.72 |
110.92 |
110.66 |
110.88 |
+0.16 |
472,870 |
741,880 |
+741,880 |
| Dec04 |
040707 |
109.96 |
109.97 |
109.96 |
109.97 |
+0.15 |
1,810 |
583 |
+583 |
| Mar05 |
040707 |
109.48 |
109.48 |
109.48 |
109.48 |
+0.16 |
100 |
0 |
+0 |
| Total Volume and Open Interest |
474,780 |
742,463 |
+742,463 |
| Long Gilt(LIFFE) |
| Sep04 |
040707 |
106~04 |
106~12 |
106~02 |
106~11 |
+0~05 |
30,793 |
219,390 |
+219,390 |
| Dec04 |
040707 |
106~04 |
106~04 |
106~04 |
106~04 |
+0~05 |
|
|
|
| Total Volume and Open Interest |
30,793 |
219,390 |
+219,390 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040707 |
94.96 |
94.96 |
94.93 |
94.94 |
-0.01 |
34,645 |
199,790 |
+199,790 |
| Dec04 |
040707 |
94.79 |
94.80 |
94.75 |
94.79 |
unch |
52,318 |
231,011 |
+231,011 |
| Mar05 |
040707 |
94.67 |
94.70 |
94.62 |
94.68 |
+0.01 |
28,978 |
168,599 |
+168,599 |
| Total Volume and Open Interest |
171,258 |
1,136,979 |
+1,136,979 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040707 |
97.850 |
97.855 |
97.840 |
97.850 |
+0.005 |
72,314 |
528,572 |
+528,572 |
| Dec04 |
040707 |
97.690 |
97.720 |
97.675 |
97.700 |
+0.020 |
88,799 |
531,507 |
+531,507 |
| Mar05 |
040707 |
97.475 |
97.525 |
97.460 |
97.500 |
+0.030 |
131,804 |
383,026 |
+383,026 |
| Total Volume and Open Interest |
560,261 |
2,718,820 |
+2,718,820 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040707 |
94.44 |
94.48 |
94.44 |
94.47 |
+0.01 |
7,094 |
137,574 |
+137,574 |
| Dec04 |
040707 |
94.37 |
94.40 |
94.37 |
94.38 |
unch |
7,069 |
107,472 |
+107,472 |
| Mar05 |
040707 |
94.30 |
94.34 |
94.30 |
94.32 |
unch |
2,353 |
52,738 |
+52,738 |
| Jun05 |
040707 |
94.29 |
94.30 |
94.28 |
94.28 |
unch |
950 |
26,832 |
+26,832 |
| Sep05 |
040707 |
94.23 |
94.26 |
94.23 |
94.24 |
unch |
914 |
17,048 |
+17,048 |
| Dec05 |
040707 |
94.21 |
94.22 |
94.19 |
94.20 |
unch |
963 |
12,765 |
+12,765 |
| Mar06 |
040707 |
94.15 |
94.16 |
94.14 |
94.14 |
unch |
496 |
10,490 |
+10,490 |
| Jun06 |
040707 |
94.10 |
94.10 |
94.08 |
94.08 |
unch |
614 |
5,118 |
+5,118 |
| Sep06 |
040707 |
94.00 |
94.01 |
94.00 |
94.01 |
unch |
21 |
2,808 |
+2,808 |
| Dec06 |
040707 |
93.93 |
93.96 |
93.93 |
93.94 |
unch |
180 |
1,333 |
+1,333 |
| Total Volume and Open Interest |
21,854 |
376,759 |
+376,759 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040707 |
94.46 |
94.50 |
94.44 |
94.49 |
+0.02 |
53,287 |
273,456 |
+273,456 |
| Dec04 |
040707 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
53,287 |
273,456 |
+273,456 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040707 |
94.45 |
94.50 |
94.44 |
94.49 |
+0.02 |
28,848 |
273,456 |
+273,456 |
| Dec04 |
040707 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
28,848 |
273,456 |
+273,456 |
| Gold(CMX) |
| Aug04 |
040707 |
397.9 |
404.0 |
397.8 |
402.7 |
+9.7 |
60,823 |
131,340 |
-976 |
| Oct04 |
040707 |
400.3 |
404.5 |
399.8 |
404.0 |
+9.8 |
1,112 |
10,204 |
-180 |
| Dec04 |
040707 |
400.4 |
406.5 |
399.6 |
405.5 |
+9.9 |
1,695 |
39,075 |
+375 |
| Feb05 |
040707 |
402.3 |
407.1 |
402.3 |
407.1 |
+10.0 |
66 |
3,605 |
-24 |
| Apr05 |
040707 |
408.7 |
408.7 |
408.7 |
408.7 |
+10.0 |
0 |
4,678 |
+0 |
| Jun05 |
040707 |
410.4 |
410.4 |
410.4 |
410.4 |
+10.0 |
5 |
13,691 |
+0 |
| Aug05 |
040707 |
407.6 |
412.3 |
407.6 |
412.3 |
+10.0 |
10 |
2,223 |
+0 |
| Oct05 |
040707 |
414.3 |
414.3 |
414.3 |
414.3 |
+10.0 |
0 |
281 |
+0 |
| Dec05 |
040707 |
416.4 |
416.4 |
416.4 |
416.4 |
+10.0 |
41 |
6,417 |
+30 |
| Feb06 |
040707 |
418.7 |
418.7 |
418.7 |
418.7 |
+10.0 |
0 |
843 |
+0 |
| Apr06 |
040707 |
421.0 |
421.0 |
421.0 |
421.0 |
+10.0 |
0 |
435 |
+0 |
| Jun06 |
040707 |
423.3 |
423.3 |
423.3 |
423.3 |
+10.0 |
0 |
7,533 |
+0 |
| Total Volume and Open Interest |
63,747 |
226,957 |
-775 |
| Silver(CMX) |
| Jul04 |
040707 |
606.5 |
614.0 |
606.0 |
611.0 |
+14.6 |
171 |
1,448 |
+365 |
| Sep04 |
040707 |
606.5 |
616.0 |
606.0 |
612.5 |
+14.5 |
10,327 |
49,307 |
-686 |
| Dec04 |
040707 |
609.0 |
620.0 |
609.0 |
615.6 |
+14.5 |
580 |
19,346 |
+45 |
| Mar05 |
040707 |
615.0 |
620.0 |
615.0 |
618.7 |
+14.5 |
11 |
4,904 |
+8 |
| May05 |
040707 |
620.7 |
620.7 |
620.7 |
620.7 |
+14.5 |
0 |
995 |
+0 |
| Jul05 |
040707 |
622.7 |
622.7 |
622.7 |
622.7 |
+14.5 |
0 |
2,058 |
+0 |
| Sep05 |
040707 |
624.7 |
624.7 |
624.7 |
624.7 |
+14.5 |
0 |
97 |
+0 |
| Total Volume and Open Interest |
11,090 |
82,761 |
-269 |
| Platinum(NYM) |
| Jul04 |
040707 |
800.0 |
800.0 |
798.9 |
798.9 |
+19.5 |
77 |
570 |
-64 |
| Oct04 |
040707 |
783.0 |
792.0 |
783.0 |
790.9 |
+20.0 |
549 |
4,967 |
+90 |
| Jan05 |
040707 |
785.9 |
785.9 |
785.9 |
785.9 |
+20.0 |
6 |
16 |
+5 |
| Total Volume and Open Interest |
632 |
5,553 |
+31 |
| Palladium(NYME) |
| Sep04 |
040707 |
222.50 |
227.40 |
220.00 |
225.90 |
+4.85 |
243 |
7,341 |
+44 |
| Dec04 |
040707 |
225.50 |
227.15 |
220.50 |
227.15 |
+4.60 |
5 |
525 |
+1 |
| Mar05 |
040707 |
229.65 |
229.65 |
229.65 |
229.65 |
+4.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
248 |
7,867 |
+45 |
| Copper(CMX) |
| Jul04 |
040707 |
123.70 |
125.70 |
123.70 |
125.70 |
+3.70 |
826 |
3,770 |
-188 |
| Sep04 |
040707 |
123.70 |
126.00 |
123.20 |
125.50 |
+3.70 |
7,694 |
34,346 |
+1,394 |
| Dec04 |
040707 |
120.70 |
122.80 |
120.70 |
122.50 |
+3.50 |
1,149 |
9,183 |
+272 |
| Mar05 |
040707 |
118.50 |
119.30 |
118.50 |
119.30 |
+3.30 |
73 |
1,616 |
+9 |
| May05 |
040707 |
116.95 |
116.95 |
116.95 |
116.95 |
+3.30 |
0 |
385 |
+0 |
| Total Volume and Open Interest |
9,952 |
58,133 |
+1,419 |
| DJIA Index(CBOT) |
| Sep04 |
040707 |
10215 |
10260 |
10185 |
10231 |
+28 |
6,983 |
42,964 |
+744 |
| Dec04 |
040707 |
10200 |
10231 |
10200 |
10231 |
+28 |
0 |
50 |
+0 |
| Mar05 |
040707 |
10236 |
10236 |
10236 |
10236 |
+28 |
2 |
50 |
|
| Total Volume and Open Interest |
6,985 |
43,014 |
|
| S & P 500(CME) |
| Sep04 |
040707 |
1114.20 |
1121.80 |
1114.00 |
1118.10 |
+3.10 |
33,261 |
573,171 |
-287 |
| Dec04 |
040707 |
1118.30 |
1118.30 |
1118.30 |
1118.30 |
+3.00 |
83 |
6,397 |
+61 |
| Mar05 |
040707 |
1119.70 |
1119.70 |
1119.70 |
1119.70 |
+3.00 |
0 |
356 |
+0 |
| Jun05 |
040707 |
1122.80 |
1122.80 |
1122.80 |
1122.80 |
+2.60 |
0 |
246 |
+0 |
| Total Volume and Open Interest |
33,344 |
580,210 |
-226 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040707 |
1115.00 |
1122.00 |
1113.50 |
1118.00 |
+3.00 |
750,511 |
575,931 |
+19,096 |
| Dec04 |
040707 |
1116.25 |
1120.75 |
1115.75 |
1118.25 |
+3.00 |
160 |
8,413 |
+14 |
| Total Volume and Open Interest |
750,671 |
584,344 |
+19,110 |
| NASDAQ 100(CME) |
| Sep04 |
040707 |
1450.00 |
1463.00 |
1450.00 |
1454.00 |
+0.50 |
15,332 |
67,724 |
-955 |
| Dec04 |
040707 |
1466.50 |
1466.50 |
1459.00 |
1459.00 |
unch |
1 |
103 |
+0 |
| Mar05 |
040707 |
1464.00 |
1464.00 |
1464.00 |
1464.00 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
15,333 |
67,827 |
-955 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040707 |
1453.0 |
1463.0 |
1448.5 |
1454.0 |
+0.5 |
380,227 |
192,324 |
+8,145 |
| Dec04 |
040707 |
1463.0 |
1467.0 |
1457.5 |
1459.0 |
unch |
15 |
735 |
-9 |
| Total Volume and Open Interest |
380,242 |
193,059 |
+8,136 |
| S & P Midcap 400(CME) |
| Sep04 |
040707 |
590.50 |
595.00 |
590.50 |
592.75 |
+1.25 |
409 |
14,250 |
-135 |
| Dec04 |
040707 |
592.50 |
592.50 |
592.50 |
592.50 |
+1.25 |
|
|
|
| Mar05 |
040707 |
592.50 |
592.50 |
592.50 |
592.50 |
+1.25 |
|
|
|
| Total Volume and Open Interest |
409 |
14,250 |
-135 |
| Russell 2000(CME) |
| Sep04 |
040707 |
571.25 |
576.50 |
570.50 |
572.05 |
-0.95 |
1,512 |
23,009 |
+295 |
| Dec04 |
040707 |
572.05 |
572.05 |
572.05 |
572.05 |
-0.95 |
|
|
|
| Mar05 |
040707 |
572.05 |
572.05 |
572.05 |
572.05 |
-0.95 |
|
|
|
| Total Volume and Open Interest |
1,512 |
23,009 |
+295 |
| Value Line(KCBT) |
| Sep04 |
040707 |
1578.00 |
1583.00 |
1578.00 |
1583.00 |
+1.50 |
2 |
60 |
+1 |
| Total Volume and Open Interest |
2 |
60 |
+1 |
| Nikkei 225(CME) |
| Sep04 |
040707 |
11435 |
11460 |
11405 |
11450 |
+85 |
4,231 |
31,682 |
+464 |
| Dec04 |
040707 |
11450 |
11450 |
11450 |
11450 |
+85 |
1 |
16 |
+1 |
| Total Volume and Open Interest |
4,232 |
31,779 |
+465 |
| Nikkei 225(SIMEX) |
| Sep04 |
040707 |
11330 |
11430 |
11250 |
11370 |
-125 |
18,380 |
143,803 |
+143,803 |
| Dec04 |
040707 |
11340 |
11340 |
11340 |
11340 |
-125 |
|
|
|
| Mar05 |
040707 |
11340 |
11340 |
11340 |
11340 |
-125 |
0 |
1 |
+1 |
| Total Volume and Open Interest |
18,380 |
143,804 |
+143,804 |
| CAC 40(MATIF) |
| Jul04 |
040707 |
3666.5 |
3686.0 |
3661.0 |
3663.5 |
-3.0 |
17,275 |
333,099 |
-6,099 |
| Aug04 |
040707 |
3673.0 |
3679.0 |
3669.0 |
3669.5 |
-2.5 |
10 |
183 |
+0 |
| Sep04 |
040707 |
3676.5 |
3686.0 |
3675.0 |
3675.0 |
-2.0 |
197 |
92,604 |
+40 |
| Total Volume and Open Interest |
17,482 |
438,181 |
-6,059 |
| DAX Index(EUREX) |
| Sep04 |
040707 |
3961.5 |
3977.0 |
3938.5 |
3965.5 |
+6.5 |
102,900 |
151,080 |
+790 |
| Dec04 |
040707 |
3989.5 |
3997.0 |
3960.0 |
3987.0 |
+7.0 |
221 |
4,742 |
+81 |
| Mar05 |
040707 |
4008.0 |
4009.5 |
3988.5 |
4009.5 |
+6.5 |
17 |
454 |
+6 |
| Total Volume and Open Interest |
103,138 |
156,276 |
+877 |
| FT-SE 100(LIFFE) |
| Sep04 |
040707 |
4374.00 |
4394.00 |
4351.00 |
4358.50 |
-14.50 |
70,164 |
420,483 |
+420,483 |
| Dec04 |
040707 |
4420.00 |
4420.00 |
4389.50 |
4389.50 |
-14.50 |
0 |
26,329 |
+26,329 |
| Mar05 |
040707 |
4398.50 |
4398.50 |
4398.50 |
4398.50 |
-14.00 |
0 |
4,050 |
+4,050 |
| Total Volume and Open Interest |
70,164 |
450,862 |
+450,862 |
| SPI 200(SFE) |
| Sep04 |
040707 |
3560.0 |
3576.0 |
3552.0 |
3564.0 |
-8.0 |
12,019 |
157,783 |
+157,783 |
| Dec04 |
040707 |
3571.0 |
3577.0 |
3571.0 |
3577.0 |
-7.0 |
32 |
4,306 |
+4,306 |
| Mar05 |
040707 |
3584.0 |
3589.0 |
3584.0 |
3589.0 |
-7.0 |
0 |
1,292 |
+1,292 |
| Total Volume and Open Interest |
12,051 |
164,998 |
+164,998 |
| GSCI(CME) |
| Jul04 |
040707 |
298.30 |
299.30 |
297.30 |
298.10 |
-2.40 |
139 |
15,737 |
-99 |
| Aug04 |
040707 |
296.80 |
297.30 |
296.00 |
297.30 |
-2.15 |
65 |
344 |
+33 |
| Sep04 |
040707 |
295.00 |
295.00 |
295.00 |
295.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
204 |
16,081 |
-66 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040707 |
268.75 |
272.00 |
268.50 |
269.75 |
+1.75 |
20 |
219 |
+2 |
| Nov04 |
040707 |
272.50 |
272.50 |
270.75 |
270.75 |
+1.75 |
15 |
110 |
+15 |
| Jan05 |
040707 |
269.75 |
269.75 |
269.75 |
269.75 |
+1.75 |
15 |
53 |
+15 |
| Total Volume and Open Interest |
50 |
382 |
+32 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|