|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 14, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul04 |
040714 |
885.00 |
890.00 |
840.00 |
862.50 |
-48.50 |
2,398 |
857 |
-1,262 |
Aug04 |
040714 |
762.00 |
785.00 |
756.00 |
780.75 |
+13.25 |
16,422 |
46,034 |
-1,393 |
Sep04 |
040714 |
654.00 |
682.00 |
653.50 |
681.50 |
+25.00 |
5,711 |
14,684 |
-456 |
Nov04 |
040714 |
640.00 |
669.00 |
639.00 |
668.25 |
+27.00 |
36,818 |
100,223 |
+1,199 |
Jan05 |
040714 |
648.00 |
672.00 |
648.00 |
672.00 |
+26.50 |
1,124 |
5,807 |
+153 |
Mar05 |
040714 |
652.00 |
674.00 |
652.00 |
674.00 |
+24.00 |
137 |
3,958 |
+63 |
May05 |
040714 |
652.25 |
669.00 |
652.25 |
669.00 |
+22.00 |
190 |
4,267 |
-96 |
Total Volume and Open Interest |
63,018 |
178,560 |
-1,702 |
Soybean Meal(CBOT) |
Jul04 |
040714 |
290.00 |
293.00 |
280.00 |
285.00 |
-16.30 |
2,260 |
753 |
-1,044 |
Aug04 |
040714 |
261.50 |
270.80 |
259.50 |
269.00 |
+3.00 |
17,086 |
33,457 |
-5,001 |
Sep04 |
040714 |
233.00 |
239.50 |
231.50 |
239.00 |
+4.20 |
4,794 |
18,975 |
-591 |
Oct04 |
040714 |
206.00 |
214.50 |
204.50 |
214.20 |
+8.00 |
2,925 |
16,059 |
+1 |
Dec04 |
040714 |
202.00 |
210.50 |
202.00 |
210.20 |
+7.80 |
10,357 |
41,836 |
+205 |
Jan05 |
040714 |
202.50 |
210.50 |
202.50 |
210.50 |
+8.30 |
240 |
5,356 |
-37 |
Mar05 |
040714 |
203.50 |
210.50 |
203.50 |
210.20 |
+7.20 |
503 |
4,905 |
-61 |
May05 |
040714 |
203.50 |
209.50 |
203.50 |
209.50 |
+7.00 |
838 |
4,706 |
+54 |
Total Volume and Open Interest |
39,438 |
133,021 |
-6,260 |
Soybean Oil(CBOT) |
Jul04 |
040714 |
26.65 |
26.70 |
26.30 |
26.45 |
-0.45 |
1,016 |
363 |
-725 |
Aug04 |
040714 |
26.45 |
26.49 |
26.03 |
26.43 |
+0.01 |
8,183 |
24,860 |
-1,788 |
Sep04 |
040714 |
25.45 |
25.70 |
25.15 |
25.67 |
+0.24 |
2,827 |
18,270 |
+55 |
Oct04 |
040714 |
24.00 |
24.60 |
23.95 |
24.45 |
+0.47 |
1,718 |
13,264 |
+492 |
Dec04 |
040714 |
22.85 |
23.72 |
22.80 |
23.64 |
+0.92 |
7,766 |
54,803 |
-35 |
Jan05 |
040714 |
22.85 |
23.45 |
22.85 |
23.45 |
+0.75 |
183 |
7,772 |
+24 |
Mar05 |
040714 |
22.90 |
23.40 |
22.85 |
23.37 |
+0.67 |
495 |
6,874 |
-14 |
May05 |
040714 |
23.00 |
23.35 |
23.00 |
23.35 |
+0.65 |
364 |
4,136 |
+98 |
Total Volume and Open Interest |
22,639 |
136,499 |
-1,817 |
Canola(WCE) |
Jul04 |
040714 |
354.5 |
354.5 |
354.5 |
354.5 |
unch |
2 |
46 |
+0 |
Sep04 |
040714 |
341.0 |
341.0 |
341.0 |
341.0 |
unch |
0 |
200 |
+0 |
Nov04 |
040714 |
341.5 |
345.5 |
341.0 |
345.3 |
+4.9 |
1,694 |
44,705 |
-825 |
Jan05 |
040714 |
345.7 |
350.2 |
345.5 |
350.0 |
+4.7 |
105 |
1,890 |
+80 |
Mar05 |
040714 |
354.5 |
354.5 |
354.5 |
354.5 |
+4.4 |
55 |
1,996 |
+0 |
Total Volume and Open Interest |
1,799 |
50,195 |
-745 |
Corn(CBOT) |
Jul04 |
040714 |
242.00 |
244.25 |
241.00 |
242.00 |
+0.25 |
2,445 |
1,212 |
-529 |
Sep04 |
040714 |
244.00 |
247.75 |
244.00 |
246.50 |
+1.75 |
19,663 |
167,960 |
-3,188 |
Dec04 |
040714 |
251.00 |
256.00 |
251.00 |
254.00 |
+2.25 |
38,620 |
305,994 |
-84 |
Mar05 |
040714 |
259.00 |
263.25 |
258.75 |
261.50 |
+2.00 |
2,293 |
48,203 |
+478 |
May05 |
040714 |
265.50 |
269.25 |
265.25 |
267.25 |
+2.25 |
720 |
14,804 |
+409 |
Jul05 |
040714 |
268.50 |
272.75 |
268.50 |
270.50 |
+2.00 |
1,407 |
12,225 |
-34 |
Total Volume and Open Interest |
65,567 |
563,986 |
-2,895 |
Wheat(CBOT) |
Jul04 |
040714 |
332.00 |
339.50 |
332.00 |
337.00 |
+4.00 |
84 |
44 |
-111 |
Sep04 |
040714 |
338.00 |
347.00 |
337.50 |
345.00 |
+5.50 |
12,146 |
92,502 |
-1,510 |
Dec04 |
040714 |
351.00 |
360.00 |
350.50 |
357.75 |
+5.25 |
6,543 |
51,138 |
-100 |
Mar05 |
040714 |
362.50 |
370.50 |
362.50 |
368.00 |
+4.75 |
1,030 |
10,128 |
-249 |
May05 |
040714 |
370.50 |
373.50 |
370.50 |
371.50 |
+5.00 |
138 |
537 |
+124 |
Total Volume and Open Interest |
20,056 |
156,203 |
-1,841 |
Wheat(KCBT) |
Jul04 |
040714 |
367.00 |
376.50 |
366.00 |
369.50 |
+2.50 |
139 |
63 |
-114 |
Sep04 |
040714 |
367.50 |
377.00 |
367.00 |
373.50 |
+4.75 |
5,222 |
36,482 |
-252 |
Dec04 |
040714 |
379.00 |
387.50 |
378.00 |
384.75 |
+4.75 |
2,672 |
21,722 |
+589 |
Mar05 |
040714 |
387.00 |
395.00 |
387.00 |
391.50 |
+3.75 |
489 |
3,584 |
-187 |
May05 |
040714 |
390.00 |
392.50 |
389.00 |
389.00 |
+4.00 |
0 |
110 |
+0 |
Total Volume and Open Interest |
8,541 |
62,527 |
+39 |
Wheat(MGE) |
Jul04 |
040714 |
390.00 |
390.00 |
390.00 |
390.00 |
+7.00 |
29 |
5 |
-29 |
Sep04 |
040714 |
386.00 |
392.50 |
385.75 |
390.00 |
+3.25 |
1,596 |
13,342 |
+130 |
Dec04 |
040714 |
393.75 |
400.00 |
393.25 |
397.00 |
+3.00 |
924 |
12,210 |
-49 |
Mar05 |
040714 |
401.50 |
405.00 |
401.50 |
402.50 |
+2.25 |
53 |
1,870 |
+1,870 |
May05 |
040714 |
405.00 |
406.00 |
405.00 |
406.00 |
+5.00 |
64 |
309 |
+50 |
Total Volume and Open Interest |
2,666 |
27,809 |
+1,972 |
Oats(CBOT) |
Jul04 |
040714 |
136.00 |
136.00 |
136.00 |
136.00 |
unch |
12 |
1 |
-6 |
Sep04 |
040714 |
136.50 |
139.75 |
136.50 |
137.50 |
+2.00 |
119 |
3,456 |
+30 |
Dec04 |
040714 |
143.25 |
146.75 |
143.25 |
143.75 |
+1.50 |
420 |
7,072 |
-53 |
Mar05 |
040714 |
152.00 |
152.00 |
151.50 |
152.00 |
+3.50 |
1 |
181 |
+0 |
Total Volume and Open Interest |
552 |
10,811 |
-29 |
Rough Rice(CBOT) |
Jul04 |
040714 |
9.30 |
9.30 |
9.30 |
9.30 |
+0.10 |
6 |
84 |
+0 |
Sep04 |
040714 |
7.33 |
7.35 |
7.22 |
7.23 |
-0.17 |
34 |
988 |
+7 |
Nov04 |
040714 |
7.29 |
7.30 |
7.14 |
7.16 |
-0.19 |
204 |
1,862 |
-10 |
Jan05 |
040714 |
7.48 |
7.48 |
7.38 |
7.38 |
-0.16 |
135 |
351 |
+35 |
Total Volume and Open Interest |
510 |
3,517 |
+123 |
Live Cattle(CME) |
Aug04 |
040714 |
83.850 |
84.500 |
83.125 |
84.425 |
+0.525 |
9,712 |
44,326 |
-3,790 |
Oct04 |
040714 |
86.600 |
87.300 |
85.725 |
87.275 |
+0.525 |
8,027 |
40,191 |
+3,476 |
Dec04 |
040714 |
86.750 |
87.600 |
86.150 |
87.350 |
+0.600 |
1,405 |
14,452 |
-307 |
Feb05 |
040714 |
87.800 |
88.350 |
87.100 |
88.300 |
+0.325 |
887 |
7,575 |
+173 |
Apr05 |
040714 |
85.400 |
86.000 |
85.150 |
85.975 |
+0.125 |
181 |
2,441 |
+48 |
Jun05 |
040714 |
81.100 |
81.100 |
80.600 |
81.000 |
-0.100 |
56 |
911 |
-2 |
Total Volume and Open Interest |
20,269 |
109,901 |
-403 |
Feeder Cattle(CME) |
Aug04 |
040714 |
113.050 |
113.050 |
110.750 |
111.625 |
-1.900 |
1,762 |
9,092 |
-406 |
Sep04 |
040714 |
111.700 |
111.700 |
109.600 |
110.500 |
-1.500 |
789 |
3,126 |
+329 |
Oct04 |
040714 |
108.500 |
108.500 |
106.750 |
107.825 |
-1.275 |
466 |
2,849 |
+89 |
Nov04 |
040714 |
105.100 |
105.850 |
104.600 |
105.800 |
-0.600 |
36 |
1,211 |
+5 |
Jan05 |
040714 |
102.050 |
102.500 |
101.300 |
102.500 |
-0.575 |
91 |
788 |
+43 |
Mar05 |
040714 |
97.600 |
97.600 |
96.300 |
97.000 |
-1.250 |
21 |
192 |
+8 |
Apr05 |
040714 |
95.800 |
96.000 |
95.750 |
96.000 |
-1.750 |
1 |
80 |
+0 |
Total Volume and Open Interest |
3,166 |
17,357 |
+68 |
Lean Hogs(CME) |
Jul04 |
040714 |
79.550 |
79.600 |
79.250 |
79.425 |
+0.475 |
2,448 |
3,231 |
-1,002 |
Aug04 |
040714 |
75.900 |
76.700 |
75.250 |
75.650 |
+0.150 |
9,148 |
32,621 |
-1,728 |
Oct04 |
040714 |
66.850 |
67.450 |
66.650 |
67.350 |
+0.525 |
6,060 |
28,107 |
+3,044 |
Dec04 |
040714 |
61.800 |
62.800 |
61.800 |
62.775 |
+0.775 |
1,412 |
11,604 |
+351 |
Feb05 |
040714 |
60.150 |
61.000 |
60.100 |
60.975 |
+0.600 |
123 |
1,972 |
+24 |
Apr05 |
040714 |
60.250 |
60.700 |
60.250 |
60.700 |
+0.300 |
56 |
814 |
+17 |
May05 |
040714 |
61.525 |
62.100 |
61.525 |
62.100 |
+0.100 |
2 |
139 |
+1 |
Jun05 |
040714 |
64.775 |
64.775 |
64.775 |
64.775 |
+0.075 |
1 |
148 |
+1 |
Total Volume and Open Interest |
19,253 |
78,661 |
+710 |
Pork Bellies(CME) |
Jul04 |
040714 |
114.800 |
115.700 |
114.600 |
114.950 |
+0.425 |
63 |
565 |
-33 |
Aug04 |
040714 |
111.200 |
112.500 |
111.200 |
111.900 |
+0.875 |
363 |
2,540 |
+40 |
Feb05 |
040714 |
95.500 |
96.250 |
95.500 |
95.800 |
+0.300 |
3 |
126 |
+0 |
Mar05 |
040714 |
95.150 |
95.150 |
95.150 |
95.150 |
unch |
0 |
2 |
+0 |
May05 |
040714 |
97.500 |
97.500 |
97.500 |
97.500 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
429 |
3,234 |
+7 |
Class III Milk(CME) |
Jul04 |
040714 |
14.80 |
14.90 |
14.76 |
14.87 |
+0.07 |
9 |
5,978 |
-3 |
Aug04 |
040714 |
13.75 |
14.47 |
13.50 |
14.35 |
+0.63 |
169 |
5,204 |
+3 |
Sep04 |
040714 |
14.77 |
15.50 |
14.50 |
15.40 |
+0.63 |
388 |
5,166 |
-12 |
Oct04 |
040714 |
13.80 |
14.50 |
13.65 |
14.20 |
+0.40 |
37 |
3,107 |
+7 |
Nov04 |
040714 |
13.10 |
13.34 |
13.10 |
13.25 |
+0.05 |
16 |
2,068 |
+9 |
Total Volume and Open Interest |
773 |
26,142 |
+57 |
Cocoa(NYBOT) |
Jul04 |
040714 |
1458 |
1498 |
1458 |
1498 |
+56 |
3 |
39 |
-3 |
Sep04 |
040714 |
1437 |
1509 |
1426 |
1493 |
+56 |
2,757 |
39,476 |
-338 |
Dec04 |
040714 |
1450 |
1516 |
1442 |
1503 |
+54 |
339 |
15,315 |
+25 |
Mar05 |
040714 |
1475 |
1532 |
1475 |
1523 |
+53 |
55 |
10,897 |
-30 |
May05 |
040714 |
1535 |
1535 |
1535 |
1535 |
+52 |
0 |
11,528 |
+0 |
Jul05 |
040714 |
1548 |
1548 |
1548 |
1548 |
+51 |
0 |
11,384 |
+0 |
Sep05 |
040714 |
1563 |
1563 |
1563 |
1563 |
+51 |
0 |
4,776 |
-1 |
Total Volume and Open Interest |
3,154 |
100,486 |
-347 |
Coffee "C"(NYBOT) |
Jul04 |
040714 |
69.50 |
69.55 |
69.35 |
69.55 |
+1.00 |
76 |
425 |
-67 |
Sep04 |
040714 |
70.50 |
71.90 |
70.50 |
71.55 |
+1.00 |
9,282 |
60,873 |
-508 |
Dec04 |
040714 |
73.80 |
75.10 |
73.80 |
74.80 |
+1.00 |
1,689 |
17,714 |
+406 |
Mar05 |
040714 |
76.80 |
78.00 |
76.80 |
77.70 |
+1.00 |
931 |
6,373 |
-7 |
May05 |
040714 |
78.80 |
79.25 |
78.80 |
79.25 |
+1.00 |
105 |
1,662 |
+51 |
Jul05 |
040714 |
80.60 |
80.80 |
80.40 |
80.80 |
+1.05 |
58 |
1,107 |
+35 |
Total Volume and Open Interest |
12,653 |
88,745 |
-501 |
Orange Juice(NYBOT) |
Sep04 |
040714 |
68.20 |
69.65 |
67.25 |
69.55 |
+1.45 |
1,843 |
21,627 |
-114 |
Nov04 |
040714 |
70.30 |
71.00 |
69.00 |
71.00 |
+1.20 |
819 |
8,923 |
+128 |
Jan05 |
040714 |
71.50 |
72.40 |
71.00 |
72.40 |
+1.15 |
318 |
2,470 |
+163 |
Mar05 |
040714 |
73.20 |
74.00 |
72.75 |
74.00 |
+1.05 |
349 |
3,709 |
+186 |
May05 |
040714 |
75.00 |
76.20 |
75.00 |
76.20 |
+0.95 |
30 |
2,945 |
-3 |
Total Volume and Open Interest |
3,399 |
39,806 |
-379 |
Sugar #11(NYBOT) |
Oct04 |
040714 |
7.95 |
8.33 |
7.92 |
8.23 |
+0.10 |
25,712 |
208,944 |
+298 |
Mar05 |
040714 |
8.43 |
8.74 |
8.42 |
8.67 |
+0.11 |
9,510 |
47,889 |
-896 |
May05 |
040714 |
8.35 |
8.60 |
8.35 |
8.52 |
+0.08 |
3,281 |
18,074 |
+211 |
Jul05 |
040714 |
8.23 |
8.40 |
8.23 |
8.35 |
+0.04 |
1,992 |
13,286 |
+369 |
Oct05 |
040714 |
8.14 |
8.24 |
8.13 |
8.19 |
+0.02 |
969 |
11,623 |
+328 |
Total Volume and Open Interest |
41,529 |
304,780 |
+399 |
London Cocoa(LCE) |
Jul04 |
040714 |
788 |
826 |
785 |
817 |
+25 |
1,042 |
395 |
-945 |
Sep04 |
040714 |
815 |
851 |
810 |
839 |
+21 |
2,420 |
54,994 |
-408 |
Dec04 |
040714 |
835 |
874 |
835 |
862 |
+20 |
1,282 |
51,188 |
+789 |
Mar05 |
040714 |
863 |
892 |
858 |
883 |
+20 |
286 |
29,927 |
+102 |
May05 |
040714 |
873 |
904 |
873 |
895 |
+20 |
321 |
13,024 |
+80 |
Jul05 |
040714 |
886 |
918 |
884 |
908 |
+21 |
106 |
11,824 |
+6 |
Sep05 |
040714 |
899 |
931 |
897 |
921 |
+21 |
1 |
8,147 |
+1 |
Total Volume and Open Interest |
5,458 |
178,884 |
-375 |
London Coffee(LCE) |
Jul04 |
040714 |
690.00 |
700.00 |
690.00 |
693.00 |
-3.00 |
421 |
5,867 |
-396 |
Sep04 |
040714 |
702.00 |
715.00 |
697.00 |
703.00 |
-3.00 |
3,067 |
68,746 |
-242 |
Nov04 |
040714 |
715.00 |
724.00 |
710.00 |
716.00 |
-1.00 |
520 |
34,125 |
+132 |
Jan05 |
040714 |
725.00 |
736.00 |
722.00 |
726.00 |
-3.00 |
340 |
24,850 |
+180 |
Mar05 |
040714 |
737.00 |
742.00 |
735.00 |
740.00 |
-3.00 |
255 |
14,756 |
+236 |
May05 |
040714 |
753.00 |
753.00 |
753.00 |
753.00 |
-3.00 |
0 |
11,995 |
+0 |
Total Volume and Open Interest |
4,627 |
162,566 |
-70 |
London Sugar(LCE) |
Aug04 |
040714 |
233.50 |
242.00 |
230.00 |
240.00 |
+4.50 |
4,895 |
5,416 |
-3,378 |
Oct04 |
040714 |
239.60 |
247.00 |
236.00 |
245.00 |
+5.50 |
7,744 |
27,033 |
-329 |
Dec04 |
040714 |
245.00 |
251.90 |
242.00 |
251.90 |
+6.40 |
306 |
5,611 |
+37 |
Mar05 |
040714 |
248.00 |
258.10 |
247.50 |
257.00 |
+7.50 |
539 |
9,185 |
-207 |
May05 |
040714 |
246.00 |
254.90 |
246.00 |
254.50 |
+7.30 |
90 |
4,372 |
+52 |
Total Volume and Open Interest |
13,804 |
58,633 |
-3,871 |
Cotton(NYBOT) |
Oct04 |
040714 |
46.90 |
47.95 |
46.60 |
46.80 |
+0.20 |
226 |
3,775 |
-35 |
Dec04 |
040714 |
47.60 |
48.44 |
47.00 |
47.34 |
+0.04 |
3,742 |
56,697 |
+217 |
Mar05 |
040714 |
49.50 |
50.10 |
48.90 |
49.20 |
+0.20 |
485 |
11,877 |
+131 |
May05 |
040714 |
51.25 |
51.25 |
50.30 |
50.30 |
+0.20 |
123 |
2,404 |
+51 |
Jul05 |
040714 |
52.25 |
52.30 |
51.30 |
51.30 |
+0.15 |
286 |
1,660 |
+127 |
Oct05 |
040714 |
51.80 |
51.80 |
51.80 |
51.80 |
-0.10 |
2 |
25 |
+1 |
Total Volume and Open Interest |
4,969 |
77,935 |
+532 |
Lumber(CME) |
Jul04 |
040714 |
407.0 |
435.0 |
407.0 |
418.0 |
+11.0 |
475 |
367 |
-169 |
Sep04 |
040714 |
384.8 |
393.6 |
384.0 |
389.5 |
+5.9 |
983 |
3,094 |
+192 |
Nov04 |
040714 |
358.0 |
366.1 |
357.5 |
359.5 |
+3.1 |
262 |
924 |
+95 |
Jan05 |
040714 |
356.5 |
358.5 |
355.5 |
356.9 |
+3.4 |
55 |
145 |
+19 |
Total Volume and Open Interest |
1,780 |
4,551 |
+140 |
Crude Oil(NYM) |
Aug04 |
040714 |
39.45 |
41.05 |
39.20 |
40.97 |
+1.53 |
87,631 |
94,881 |
-19,382 |
Sep04 |
040714 |
39.55 |
41.20 |
39.40 |
41.15 |
+1.61 |
79,234 |
161,316 |
+14,207 |
Oct04 |
040714 |
39.15 |
40.60 |
39.00 |
40.57 |
+1.47 |
15,110 |
55,586 |
+695 |
Nov04 |
040714 |
38.70 |
40.25 |
38.70 |
40.09 |
+1.38 |
3,929 |
33,951 |
+827 |
Dec04 |
040714 |
38.30 |
39.66 |
38.20 |
39.66 |
+1.33 |
9,938 |
58,974 |
+1,079 |
Jan05 |
040714 |
38.00 |
39.16 |
38.00 |
39.16 |
+1.27 |
2,534 |
23,398 |
-622 |
Feb05 |
040714 |
37.40 |
38.73 |
37.40 |
38.73 |
+1.24 |
203 |
13,551 |
-72 |
Mar05 |
040714 |
37.20 |
38.34 |
37.10 |
38.34 |
+1.21 |
285 |
13,397 |
+71 |
Apr05 |
040714 |
37.96 |
37.96 |
37.96 |
37.96 |
+1.18 |
165 |
10,379 |
+60 |
May05 |
040714 |
37.59 |
37.59 |
37.59 |
37.59 |
+1.14 |
115 |
6,584 |
+10 |
Jun05 |
040714 |
36.17 |
37.24 |
36.12 |
37.24 |
+1.11 |
2,867 |
22,239 |
-289 |
Jul05 |
040714 |
35.95 |
36.95 |
35.95 |
36.95 |
+1.08 |
410 |
6,230 |
+219 |
Aug05 |
040714 |
36.69 |
36.69 |
36.69 |
36.69 |
+1.05 |
30 |
5,103 |
+0 |
Sep05 |
040714 |
36.45 |
36.45 |
36.45 |
36.45 |
+1.02 |
587 |
7,748 |
-200 |
Oct05 |
040714 |
36.23 |
36.23 |
36.23 |
36.23 |
+1.00 |
2 |
3,620 |
+0 |
Nov05 |
040714 |
36.01 |
36.01 |
36.01 |
36.01 |
+0.98 |
0 |
3,190 |
+0 |
Total Volume and Open Interest |
210,423 |
679,462 |
-2,543 |
Heating Oil(NYM) |
Aug04 |
040714 |
105.90 |
109.40 |
104.70 |
109.17 |
+3.00 |
26,777 |
41,735 |
-4,092 |
Sep04 |
040714 |
107.00 |
110.40 |
105.80 |
110.22 |
+3.09 |
15,341 |
40,747 |
+3,286 |
Oct04 |
040714 |
107.60 |
111.02 |
107.30 |
111.02 |
+3.09 |
5,812 |
16,414 |
+1,841 |
Nov04 |
040714 |
108.30 |
111.72 |
108.30 |
111.72 |
+3.09 |
1,966 |
12,088 |
+591 |
Dec04 |
040714 |
108.90 |
112.27 |
107.90 |
112.27 |
+3.09 |
3,402 |
23,448 |
+80 |
Jan05 |
040714 |
109.50 |
112.62 |
109.10 |
112.62 |
+3.09 |
1,403 |
10,108 |
-438 |
Feb05 |
040714 |
108.75 |
111.40 |
107.60 |
111.12 |
+3.09 |
495 |
10,918 |
+266 |
Mar05 |
040714 |
105.90 |
108.17 |
105.20 |
108.17 |
+2.99 |
136 |
9,012 |
+60 |
Apr05 |
040714 |
101.15 |
103.92 |
101.15 |
103.92 |
+2.79 |
11 |
2,405 |
+1 |
May05 |
040714 |
97.90 |
100.00 |
97.90 |
99.92 |
+2.59 |
7 |
1,885 |
+7 |
Jun05 |
040714 |
95.65 |
97.42 |
95.65 |
97.42 |
+2.44 |
53 |
4,217 |
+2 |
Jul05 |
040714 |
96.62 |
96.62 |
96.62 |
96.62 |
+2.34 |
565 |
5,719 |
+350 |
Total Volume and Open Interest |
56,968 |
188,597 |
+2,372 |
Unleaded Gas(NYM) |
Aug04 |
040714 |
128.00 |
132.00 |
126.00 |
131.60 |
+3.07 |
30,178 |
50,312 |
-4,469 |
Sep04 |
040714 |
125.10 |
129.30 |
123.50 |
129.16 |
+3.63 |
14,042 |
35,605 |
+2,292 |
Oct04 |
040714 |
117.40 |
121.31 |
116.75 |
121.31 |
+3.68 |
3,101 |
9,701 |
+168 |
Nov04 |
040714 |
112.20 |
116.31 |
112.20 |
116.31 |
+3.73 |
844 |
6,761 |
+94 |
Dec04 |
040714 |
109.25 |
112.91 |
108.40 |
112.91 |
+3.78 |
1,121 |
12,992 |
+69 |
Jan05 |
040714 |
110.20 |
111.96 |
110.20 |
111.96 |
+3.78 |
31 |
3,689 |
-10 |
Feb05 |
040714 |
111.96 |
111.96 |
111.96 |
111.96 |
+3.78 |
326 |
3,670 |
+191 |
Mar05 |
040714 |
112.41 |
112.41 |
112.41 |
112.41 |
+3.78 |
350 |
1,301 |
+14 |
Apr05 |
040714 |
117.00 |
118.86 |
117.00 |
118.86 |
+3.78 |
150 |
6,649 |
+44 |
May05 |
040714 |
118.46 |
118.46 |
118.46 |
118.46 |
+3.78 |
100 |
6,548 |
+68 |
Jun05 |
040714 |
117.11 |
117.11 |
117.11 |
117.11 |
+3.78 |
50 |
1,988 |
-50 |
Jul05 |
040714 |
114.76 |
114.76 |
114.76 |
114.76 |
+3.78 |
50 |
1,450 |
+50 |
Total Volume and Open Interest |
50,343 |
140,666 |
-1,539 |
Natural Gas(NYM) |
Aug04 |
040714 |
5.900 |
5.990 |
5.880 |
5.977 |
+0.072 |
42,370 |
50,281 |
-2,168 |
Sep04 |
040714 |
5.960 |
6.040 |
5.930 |
6.034 |
+0.079 |
16,218 |
49,800 |
+3,451 |
Oct04 |
040714 |
6.010 |
6.081 |
5.985 |
6.081 |
+0.078 |
8,918 |
38,130 |
-97 |
Nov04 |
040714 |
6.320 |
6.390 |
6.305 |
6.375 |
+0.073 |
4,552 |
20,254 |
-483 |
Dec04 |
040714 |
6.600 |
6.670 |
6.590 |
6.662 |
+0.071 |
4,425 |
21,167 |
-30 |
Jan05 |
040714 |
6.770 |
6.835 |
6.730 |
6.827 |
+0.069 |
3,842 |
21,111 |
+807 |
Feb05 |
040714 |
6.735 |
6.795 |
6.710 |
6.789 |
+0.068 |
2,691 |
15,006 |
+56 |
Mar05 |
040714 |
6.600 |
6.660 |
6.580 |
6.655 |
+0.067 |
3,569 |
17,894 |
+181 |
Apr05 |
040714 |
6.030 |
6.055 |
6.010 |
6.055 |
+0.047 |
2,544 |
14,864 |
+727 |
May05 |
040714 |
5.900 |
5.930 |
5.880 |
5.927 |
+0.047 |
419 |
11,135 |
+49 |
Jun05 |
040714 |
5.900 |
5.950 |
5.900 |
5.940 |
+0.047 |
251 |
7,767 |
-5 |
Jul05 |
040714 |
5.950 |
5.980 |
5.940 |
5.968 |
+0.037 |
544 |
11,532 |
+214 |
Aug05 |
040714 |
5.970 |
5.980 |
5.955 |
5.978 |
+0.028 |
85 |
7,960 |
-41 |
Sep05 |
040714 |
5.950 |
5.975 |
5.950 |
5.963 |
+0.033 |
229 |
8,229 |
+103 |
Oct05 |
040714 |
5.965 |
5.993 |
5.965 |
5.993 |
+0.033 |
269 |
6,648 |
-129 |
Nov05 |
040714 |
6.165 |
6.195 |
6.165 |
6.170 |
+0.045 |
45 |
6,015 |
+2 |
Total Volume and Open Interest |
93,663 |
374,281 |
+4,133 |
Brent Crude Oil(IPE) |
Aug04 |
040714 |
36.95 |
38.58 |
36.60 |
38.54 |
+1.85 |
28,911 |
30,847 |
-9,693 |
Sep04 |
040714 |
36.37 |
37.80 |
36.10 |
37.74 |
+1.51 |
61,111 |
94,532 |
+4,389 |
Oct04 |
040714 |
36.11 |
37.50 |
35.85 |
37.41 |
+1.36 |
21,184 |
71,508 |
+11,331 |
Nov04 |
040714 |
35.79 |
37.10 |
35.65 |
37.08 |
+1.32 |
3,593 |
14,551 |
+1,403 |
Dec04 |
040714 |
35.45 |
36.75 |
35.32 |
36.75 |
+1.28 |
6,101 |
33,166 |
+974 |
Jan05 |
040714 |
35.20 |
36.37 |
35.05 |
36.37 |
+1.24 |
1,203 |
11,107 |
+298 |
Feb05 |
040714 |
34.75 |
36.02 |
34.74 |
36.02 |
+1.21 |
225 |
7,070 |
+10 |
Mar05 |
040714 |
34.43 |
35.68 |
34.43 |
35.68 |
+1.18 |
225 |
10,050 |
+225 |
Apr05 |
040714 |
34.19 |
35.36 |
34.19 |
35.36 |
+1.15 |
105 |
6,730 |
+55 |
May05 |
040714 |
35.08 |
35.08 |
35.08 |
35.08 |
+1.12 |
0 |
1,423 |
+0 |
Jun05 |
040714 |
33.70 |
34.81 |
33.69 |
34.81 |
+1.09 |
1,350 |
13,520 |
-625 |
Jul05 |
040714 |
34.55 |
34.55 |
34.55 |
34.55 |
+1.07 |
0 |
1,715 |
+0 |
Sep05 |
040714 |
34.05 |
34.05 |
34.05 |
34.05 |
+0.95 |
0 |
3,390 |
+0 |
Total Volume and Open Interest |
127,223 |
351,941 |
+8,992 |
Gas Oil(IPE) |
Aug04 |
040714 |
337.00 |
339.00 |
333.00 |
338.75 |
+5.25 |
17,959 |
58,931 |
-4,344 |
Sep04 |
040714 |
335.00 |
337.00 |
332.75 |
336.50 |
+4.25 |
11,252 |
29,994 |
+3,754 |
Oct04 |
040714 |
331.25 |
332.25 |
329.00 |
332.25 |
+4.00 |
2,748 |
13,561 |
+1,192 |
Nov04 |
040714 |
327.50 |
327.75 |
324.75 |
327.75 |
+3.75 |
100 |
7,756 |
+0 |
Dec04 |
040714 |
321.25 |
323.00 |
320.00 |
323.00 |
+3.75 |
2,245 |
23,960 |
+125 |
Jan05 |
040714 |
318.50 |
318.50 |
317.00 |
318.50 |
+3.50 |
162 |
5,938 |
-114 |
Feb05 |
040714 |
312.00 |
313.00 |
312.00 |
313.00 |
+3.00 |
0 |
2,273 |
+0 |
Mar05 |
040714 |
306.50 |
306.50 |
306.50 |
306.50 |
+2.75 |
0 |
1,913 |
+0 |
Apr05 |
040714 |
299.50 |
299.50 |
299.50 |
299.50 |
+2.75 |
0 |
900 |
+0 |
May05 |
040714 |
294.25 |
294.25 |
294.25 |
294.25 |
+2.00 |
0 |
850 |
+0 |
Total Volume and Open Interest |
34,966 |
168,396 |
-43 |
US Dollar Index(NYBOT) |
Sep04 |
040714 |
88.05 |
88.07 |
87.55 |
87.76 |
-0.25 |
2,977 |
14,296 |
+717 |
Dec04 |
040714 |
88.00 |
88.00 |
87.99 |
87.99 |
-0.28 |
6 |
2,094 |
+3 |
Mar05 |
040714 |
88.22 |
88.22 |
88.22 |
88.22 |
-0.31 |
0 |
11 |
+0 |
Total Volume and Open Interest |
2,983 |
16,402 |
+720 |
Australian Dollar(CME) |
Sep04 |
040714 |
72.03 |
72.17 |
71.78 |
72.00 |
-0.18 |
2,416 |
30,245 |
-693 |
Dec04 |
040714 |
71.46 |
71.46 |
71.29 |
71.36 |
-0.18 |
3 |
248 |
+2 |
Mar05 |
040714 |
70.79 |
70.79 |
70.79 |
70.79 |
-0.18 |
1 |
30 |
+0 |
Total Volume and Open Interest |
2,420 |
30,583 |
-691 |
British Pound(CME) |
Sep04 |
040714 |
184.94 |
185.21 |
184.30 |
184.69 |
-0.07 |
7,126 |
71,702 |
+3,351 |
Dec04 |
040714 |
183.30 |
183.30 |
183.27 |
183.27 |
-0.09 |
1 |
393 |
+0 |
Mar05 |
040714 |
181.97 |
181.97 |
181.97 |
181.97 |
-0.09 |
0 |
6 |
+0 |
Total Volume and Open Interest |
7,126 |
72,101 |
+3,351 |
Canadian Dollar(CME) |
Sep04 |
040714 |
75.65 |
75.90 |
75.50 |
75.62 |
-0.25 |
8,557 |
66,752 |
+1,850 |
Dec04 |
040714 |
75.60 |
75.79 |
75.44 |
75.55 |
-0.25 |
165 |
4,682 |
-475 |
Mar05 |
040714 |
75.50 |
75.50 |
75.50 |
75.50 |
-0.25 |
16 |
666 |
-4 |
Jun05 |
040714 |
75.45 |
75.45 |
75.45 |
75.45 |
-0.25 |
43 |
502 |
+31 |
Total Volume and Open Interest |
8,781 |
72,639 |
+1,392 |
Japanese Yen(CME) |
Sep04 |
040714 |
92.11 |
92.30 |
91.85 |
91.95 |
-0.33 |
12,198 |
96,081 |
-327 |
Dec04 |
040714 |
92.78 |
92.78 |
92.42 |
92.42 |
-0.33 |
11 |
10,303 |
-2,003 |
Mar05 |
040714 |
92.98 |
92.98 |
92.98 |
92.98 |
-0.33 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,209 |
106,390 |
-2,330 |
Swiss Franc(CME) |
Sep04 |
040714 |
81.38 |
81.74 |
81.37 |
81.58 |
+0.50 |
9,566 |
59,898 |
-260 |
Dec04 |
040714 |
81.59 |
81.83 |
81.59 |
81.83 |
+0.50 |
2 |
129 |
+1 |
Mar05 |
040714 |
82.10 |
82.10 |
82.10 |
82.10 |
+0.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
9,568 |
60,091 |
-259 |
EuroFX(CME) |
Sep04 |
040714 |
123.69 |
124.10 |
123.60 |
123.82 |
+0.63 |
13,451 |
146,075 |
-455 |
Dec04 |
040714 |
123.68 |
123.85 |
123.66 |
123.76 |
+0.63 |
27 |
1,292 |
+103 |
Mar05 |
040714 |
124.00 |
124.00 |
123.76 |
123.76 |
+0.63 |
10 |
189 |
+0 |
Total Volume and Open Interest |
13,488 |
147,585 |
-352 |
Mexican Peso(CME) |
Sep04 |
040714 |
8625.0 |
8662.0 |
8622.0 |
8652.0 |
+22.0 |
8,459 |
44,832 |
-86 |
Dec04 |
040714 |
8522.0 |
8522.0 |
8522.0 |
8522.0 |
+22.0 |
0 |
1,633 |
+0 |
Total Volume and Open Interest |
8,459 |
47,754 |
-93 |
30-Year T-Bonds(CBOT) |
Sep04 |
040714 |
107~30 |
108~14 |
107~20 |
107~26 |
+0~01 |
175,829 |
498,707 |
-2,583 |
Dec04 |
040714 |
106~25 |
107~00 |
106~19 |
106~20 |
+0~01 |
2,743 |
17,161 |
-288 |
Mar05 |
040714 |
105~17 |
105~17 |
105~17 |
105~17 |
+0~01 |
0 |
194 |
+0 |
Total Volume and Open Interest |
178,572 |
516,069 |
-2,871 |
Municipal Bonds(CBOT) |
Sep04 |
040714 |
101~13 |
101~18 |
101~00 |
101~04 |
-0~04 |
158 |
2,587 |
+23 |
Total Volume and Open Interest |
158 |
2,587 |
+23 |
10-Year T-Notes(CBOT) |
Sep04 |
040714 |
110~165 |
110~255 |
110~085 |
110~130 |
-0~010 |
489,425 |
1,292,285 |
+6,282 |
Dec04 |
040714 |
109~090 |
109~150 |
109~020 |
109~040 |
-0~015 |
7,698 |
25,932 |
+3,786 |
Total Volume and Open Interest |
497,123 |
1,318,227 |
+10,068 |
5-Year T-Notes(CBOT) |
Sep04 |
040714 |
109~200 |
109~250 |
109~130 |
109~155 |
-0~025 |
231,434 |
1,135,241 |
+1,135,241 |
Dec04 |
040714 |
108~185 |
108~185 |
108~165 |
108~165 |
-0~025 |
5,491 |
40,601 |
+5,634 |
Total Volume and Open Interest |
236,925 |
40,601 |
+5,634 |
2 Year T-Notes(CBOT) |
Sep04 |
040714 |
105~084 |
105~090 |
105~072 |
105~074 |
-0~008 |
3,912 |
195,028 |
-788 |
Total Volume and Open Interest |
3,912 |
195,028 |
-788 |
Eurodollars(CME) |
Sep04 |
040714 |
98.070 |
98.075 |
98.055 |
98.065 |
unch |
45,517 |
902,040 |
-4,202 |
Dec04 |
040714 |
97.655 |
97.685 |
97.620 |
97.635 |
-0.010 |
50,641 |
886,030 |
+1,491 |
Mar05 |
040714 |
97.270 |
97.295 |
97.215 |
97.230 |
-0.020 |
59,256 |
788,573 |
+871 |
Jun05 |
040714 |
96.900 |
96.945 |
96.835 |
96.855 |
-0.030 |
63,230 |
637,655 |
+16,251 |
Sep05 |
040714 |
96.565 |
96.595 |
96.495 |
96.515 |
-0.040 |
38,878 |
559,070 |
+9,040 |
Dec05 |
040714 |
96.265 |
96.275 |
96.185 |
96.205 |
-0.045 |
26,250 |
449,307 |
+2,115 |
Mar06 |
040714 |
96.030 |
96.030 |
95.955 |
95.975 |
-0.040 |
21,629 |
340,137 |
+5,207 |
Jun06 |
040714 |
95.835 |
95.835 |
95.760 |
95.780 |
-0.035 |
23,074 |
213,256 |
+3,307 |
Sep06 |
040714 |
95.670 |
95.670 |
95.600 |
95.620 |
-0.030 |
13,362 |
188,097 |
+2,518 |
Dec06 |
040714 |
95.505 |
95.505 |
95.435 |
95.455 |
-0.030 |
7,713 |
145,727 |
+5,771 |
Mar07 |
040714 |
95.360 |
95.360 |
95.300 |
95.320 |
-0.025 |
7,383 |
144,262 |
+2,671 |
Jun07 |
040714 |
95.230 |
95.230 |
95.170 |
95.190 |
-0.020 |
8,911 |
111,490 |
+1,511 |
Total Volume and Open Interest |
388,363 |
6,002,529 |
+43,737 |
3-Mth Euro-Yen(CME) |
Sep04 |
040714 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
5 |
5,852 |
-117 |
Dec04 |
040714 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
7,432 |
-85 |
Mar05 |
040714 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.01 |
82 |
8,775 |
-61 |
Jun05 |
040714 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
230 |
8,786 |
+114 |
Sep05 |
040714 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
109 |
5,284 |
-191 |
Dec05 |
040714 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
3,237 |
-109 |
Mar06 |
040714 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
2,023 |
+0 |
Jun06 |
040714 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
1,218 |
+0 |
Sep06 |
040714 |
99.10 |
99.10 |
99.10 |
99.10 |
unch |
0 |
1,079 |
+0 |
Dec06 |
040714 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.01 |
0 |
655 |
+0 |
Total Volume and Open Interest |
426 |
45,359 |
-449 |
3-Mth Euro-Yen(SIMEX) |
Sep04 |
040714 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
310 |
42,768 |
+234 |
Dec04 |
040714 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
812 |
66,936 |
+125 |
Mar05 |
040714 |
99.84 |
99.84 |
99.83 |
99.83 |
unch |
192 |
57,370 |
-128 |
Jun05 |
040714 |
99.74 |
99.74 |
99.73 |
99.74 |
-0.01 |
907 |
58,208 |
-190 |
Sep05 |
040714 |
99.61 |
99.62 |
99.61 |
99.62 |
unch |
544 |
45,992 |
-237 |
Dec05 |
040714 |
99.49 |
99.50 |
99.49 |
99.50 |
unch |
853 |
35,877 |
+113 |
Mar06 |
040714 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
167 |
27,120 |
+167 |
Jun06 |
040714 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
41 |
12,943 |
+0 |
Total Volume and Open Interest |
3,848 |
363,500 |
+95 |
German Euro-Bund(EUREX) |
Sep04 |
040714 |
113.83 |
113.95 |
113.73 |
113.81 |
+0.09 |
863,236 |
1,040,216 |
-26,251 |
Dec04 |
040714 |
112.87 |
112.87 |
112.80 |
112.86 |
+0.08 |
58 |
17,408 |
-4 |
Mar05 |
040714 |
112.31 |
112.31 |
112.31 |
112.31 |
+0.09 |
2,573 |
0 |
+0 |
Total Volume and Open Interest |
865,867 |
1,057,624 |
-26,255 |
German Euro-Bobl(EUREX) |
Sep04 |
040714 |
110.76 |
110.87 |
110.72 |
110.77 |
+0.09 |
657,162 |
701,406 |
-24,204 |
Dec04 |
040714 |
109.87 |
109.87 |
109.87 |
109.87 |
+0.09 |
1,550 |
3,383 |
+1,550 |
Mar05 |
040714 |
109.37 |
109.37 |
109.37 |
109.37 |
+0.09 |
191 |
0 |
+0 |
Total Volume and Open Interest |
658,903 |
704,789 |
-22,654 |
Long Gilt(LIFFE) |
Sep04 |
040714 |
106~00 |
106~05 |
105~27 |
105~31 |
+0~05 |
58,546 |
206,839 |
-5,192 |
Dec04 |
040714 |
105~24 |
105~24 |
105~24 |
105~24 |
+0~05 |
|
|
|
Total Volume and Open Interest |
58,546 |
206,839 |
-5,192 |
3-Mth Short Sterling(LIFFE) |
Sep04 |
040714 |
94.96 |
94.98 |
94.95 |
94.96 |
+0.01 |
24,928 |
199,539 |
-340 |
Dec04 |
040714 |
94.76 |
94.82 |
94.75 |
94.79 |
+0.03 |
47,110 |
249,202 |
+8,417 |
Mar05 |
040714 |
94.63 |
94.70 |
94.62 |
94.66 |
+0.03 |
48,535 |
185,711 |
+8,997 |
Total Volume and Open Interest |
192,126 |
1,165,405 |
+5,887 |
3-Mth Euribor(LIFFE) |
Sep04 |
040714 |
97.835 |
97.840 |
97.835 |
97.840 |
+0.005 |
58,339 |
527,669 |
-457 |
Dec04 |
040714 |
97.680 |
97.700 |
97.675 |
97.685 |
+0.005 |
150,799 |
527,021 |
-13,816 |
Mar05 |
040714 |
97.480 |
97.505 |
97.470 |
97.480 |
+0.010 |
153,220 |
398,009 |
-976 |
Total Volume and Open Interest |
634,399 |
2,764,304 |
-14,505 |
3-Mth Aus T-Bills(SFE) |
Sep04 |
040714 |
94.52 |
94.53 |
94.51 |
94.52 |
-0.01 |
13,094 |
176,204 |
+1,508 |
Dec04 |
040714 |
94.42 |
94.45 |
94.42 |
94.42 |
-0.02 |
6,901 |
130,424 |
-418 |
Mar05 |
040714 |
94.38 |
94.40 |
94.37 |
94.37 |
-0.02 |
2,888 |
51,593 |
-1,284 |
Jun05 |
040714 |
94.35 |
94.36 |
94.33 |
94.33 |
-0.03 |
2,789 |
28,492 |
+1,268 |
Sep05 |
040714 |
94.31 |
94.31 |
94.29 |
94.29 |
-0.04 |
827 |
18,386 |
+187 |
Dec05 |
040714 |
94.26 |
94.26 |
94.23 |
94.23 |
-0.05 |
486 |
13,013 |
-37 |
Mar06 |
040714 |
94.22 |
94.22 |
94.19 |
94.19 |
-0.04 |
247 |
9,862 |
-350 |
Jun06 |
040714 |
94.18 |
94.18 |
94.14 |
94.14 |
-0.05 |
651 |
5,297 |
+156 |
Sep06 |
040714 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.05 |
100 |
2,754 |
+50 |
Dec06 |
040714 |
94.02 |
94.02 |
94.02 |
94.02 |
-0.06 |
160 |
1,695 |
+160 |
Total Volume and Open Interest |
28,182 |
440,567 |
+1,273 |
10-Year Aus T-Bonds(SFE) |
Sep04 |
040714 |
94.30 |
94.32 |
94.27 |
94.29 |
-0.01 |
4,429 |
200,482 |
-464 |
Dec04 |
040714 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.03 |
|
|
|
Total Volume and Open Interest |
49,254 |
367,109 |
+7,671 |
3-Year Aus T-Bonds(SFE) |
Sep04 |
040714 |
94.57 |
94.59 |
94.54 |
94.56 |
-0.03 |
29,864 |
367,109 |
+7,671 |
Dec04 |
040714 |
94.56 |
94.56 |
94.56 |
94.56 |
-0.03 |
|
|
|
Total Volume and Open Interest |
29,864 |
367,109 |
+7,671 |
Gold(CMX) |
Aug04 |
040714 |
404.3 |
406.8 |
403.0 |
405.6 |
+3.3 |
48,605 |
137,954 |
-1,832 |
Oct04 |
040714 |
405.5 |
407.8 |
404.5 |
406.9 |
+3.3 |
1,675 |
10,832 |
+758 |
Dec04 |
040714 |
407.8 |
409.5 |
406.0 |
408.3 |
+3.2 |
6,658 |
52,015 |
+3,061 |
Feb05 |
040714 |
410.2 |
410.2 |
408.0 |
409.9 |
+3.2 |
827 |
4,090 |
+388 |
Apr05 |
040714 |
411.5 |
411.5 |
411.5 |
411.5 |
+3.2 |
6 |
4,898 |
+6 |
Jun05 |
040714 |
412.5 |
413.3 |
411.5 |
413.3 |
+3.2 |
208 |
13,599 |
-100 |
Aug05 |
040714 |
415.3 |
415.3 |
415.3 |
415.3 |
+3.2 |
0 |
2,240 |
+0 |
Oct05 |
040714 |
417.3 |
417.3 |
417.3 |
417.3 |
+3.2 |
0 |
281 |
+0 |
Dec05 |
040714 |
419.4 |
419.4 |
419.4 |
419.4 |
+3.2 |
38 |
6,376 |
-20 |
Feb06 |
040714 |
421.7 |
421.7 |
421.7 |
421.7 |
+3.2 |
0 |
843 |
+0 |
Apr06 |
040714 |
424.0 |
424.0 |
424.0 |
424.0 |
+3.2 |
0 |
435 |
+0 |
Jun06 |
040714 |
426.4 |
426.4 |
426.4 |
426.4 |
+3.2 |
0 |
7,535 |
+0 |
Total Volume and Open Interest |
58,017 |
247,735 |
+2,261 |
Silver(CMX) |
Jul04 |
040714 |
651.0 |
659.8 |
651.0 |
659.8 |
+22.0 |
43 |
182 |
-32 |
Sep04 |
040714 |
647.0 |
662.5 |
645.5 |
661.2 |
+22.0 |
15,205 |
54,506 |
+23 |
Dec04 |
040714 |
648.0 |
665.0 |
648.0 |
664.4 |
+22.0 |
1,558 |
19,685 |
-447 |
Mar05 |
040714 |
657.0 |
668.0 |
657.0 |
667.3 |
+22.0 |
24 |
5,016 |
-6 |
May05 |
040714 |
669.2 |
669.2 |
669.2 |
669.2 |
+22.0 |
3 |
1,109 |
-3 |
Jul05 |
040714 |
665.0 |
671.1 |
665.0 |
671.1 |
+22.0 |
12 |
2,007 |
-5 |
Sep05 |
040714 |
672.8 |
672.8 |
672.8 |
672.8 |
+22.0 |
1 |
98 |
+1 |
Total Volume and Open Interest |
16,863 |
87,162 |
-504 |
Platinum(NYM) |
Jul04 |
040714 |
818.5 |
818.5 |
818.5 |
818.5 |
+7.8 |
44 |
434 |
-30 |
Oct04 |
040714 |
815.0 |
817.0 |
810.0 |
815.5 |
+8.8 |
595 |
4,838 |
-43 |
Jan05 |
040714 |
809.5 |
809.5 |
809.5 |
809.5 |
+8.8 |
6 |
11 |
-5 |
Total Volume and Open Interest |
676 |
5,747 |
+386 |
Palladium(NYME) |
Sep04 |
040714 |
224.00 |
229.00 |
224.00 |
228.35 |
+6.35 |
436 |
7,403 |
-92 |
Dec04 |
040714 |
230.10 |
230.10 |
230.10 |
230.10 |
+6.60 |
67 |
577 |
+4 |
Mar05 |
040714 |
232.60 |
232.60 |
232.60 |
232.60 |
+6.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
503 |
7,981 |
-88 |
Copper(CMX) |
Jul04 |
040714 |
128.00 |
128.80 |
127.80 |
127.80 |
-0.10 |
254 |
2,683 |
-211 |
Sep04 |
040714 |
127.50 |
128.90 |
127.20 |
127.70 |
-0.10 |
6,273 |
42,842 |
+493 |
Dec04 |
040714 |
123.75 |
124.60 |
123.75 |
123.85 |
-0.25 |
241 |
10,446 |
+65 |
Mar05 |
040714 |
120.70 |
120.70 |
120.10 |
120.10 |
-0.25 |
4 |
1,658 |
+2 |
May05 |
040714 |
117.75 |
117.75 |
117.75 |
117.75 |
-0.15 |
0 |
385 |
+0 |
Total Volume and Open Interest |
7,411 |
66,740 |
+204 |
DJIA Index(CBOT) |
Sep04 |
040714 |
10175 |
10272 |
10160 |
10196 |
-31 |
8,223 |
43,324 |
-1,192 |
Dec04 |
040714 |
10245 |
10245 |
10192 |
10192 |
-33 |
2 |
51 |
-1 |
Mar05 |
040714 |
10197 |
10197 |
10197 |
10197 |
-33 |
|
|
|
Total Volume and Open Interest |
8,225 |
43,375 |
-1,193 |
S & P 500(CME) |
Sep04 |
040714 |
1108.50 |
1119.70 |
1107.20 |
1111.30 |
-2.90 |
23,734 |
579,042 |
+1,033 |
Dec04 |
040714 |
1108.00 |
1111.50 |
1108.00 |
1111.50 |
-2.90 |
0 |
6,446 |
+0 |
Mar05 |
040714 |
1112.70 |
1112.70 |
1112.70 |
1112.70 |
-2.90 |
0 |
487 |
+0 |
Jun05 |
040714 |
1115.80 |
1115.80 |
1115.80 |
1115.80 |
-2.90 |
0 |
268 |
+0 |
Total Volume and Open Interest |
23,738 |
586,287 |
+1,037 |
S & P 500 E-Mini(Globex) |
Sep04 |
040714 |
1111.75 |
1119.75 |
1106.75 |
1111.25 |
-3.00 |
484,624 |
554,923 |
-12,400 |
Dec04 |
040714 |
1110.00 |
1119.50 |
1107.50 |
1111.50 |
-3.00 |
22 |
8,474 |
-2 |
Total Volume and Open Interest |
484,646 |
563,397 |
-12,402 |
NASDAQ 100(CME) |
Sep04 |
040714 |
1418.50 |
1436.50 |
1414.00 |
1419.00 |
-15.00 |
6,757 |
67,057 |
-171 |
Dec04 |
040714 |
1420.00 |
1424.00 |
1420.00 |
1424.00 |
-15.00 |
0 |
829 |
+0 |
Mar05 |
040714 |
1429.00 |
1429.00 |
1429.00 |
1429.00 |
-15.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,757 |
67,887 |
-171 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep04 |
040714 |
1426.0 |
1436.5 |
1413.5 |
1419.0 |
-15.0 |
265,902 |
197,572 |
-5,441 |
Dec04 |
040714 |
1427.5 |
1438.0 |
1424.0 |
1424.0 |
-15.0 |
6 |
688 |
-5 |
Total Volume and Open Interest |
265,908 |
198,260 |
-5,446 |
S & P Midcap 400(CME) |
Sep04 |
040714 |
583.00 |
590.50 |
583.00 |
584.50 |
-1.50 |
507 |
14,148 |
-112 |
Dec04 |
040714 |
584.25 |
584.25 |
584.25 |
584.25 |
-1.50 |
|
|
|
Mar05 |
040714 |
584.25 |
584.25 |
584.25 |
584.25 |
-1.50 |
|
|
|
Total Volume and Open Interest |
507 |
14,148 |
-112 |
Russell 2000(CME) |
Sep04 |
040714 |
557.50 |
566.00 |
557.00 |
558.80 |
-2.70 |
719 |
24,756 |
-35 |
Dec04 |
040714 |
558.80 |
558.80 |
558.80 |
558.80 |
-2.70 |
|
|
|
Mar05 |
040714 |
558.80 |
558.80 |
558.80 |
558.80 |
-2.70 |
|
|
|
Total Volume and Open Interest |
719 |
24,756 |
-35 |
Value Line(KCBT) |
Sep04 |
040714 |
1552.00 |
1567.00 |
1552.00 |
1556.50 |
-8.50 |
3 |
64 |
+0 |
Total Volume and Open Interest |
3 |
64 |
+0 |
Nikkei 225(CME) |
Sep04 |
040714 |
11380 |
11470 |
11360 |
11385 |
-340 |
4,110 |
30,735 |
-201 |
Dec04 |
040714 |
11385 |
11385 |
11385 |
11385 |
-340 |
0 |
16 |
+0 |
Total Volume and Open Interest |
4,110 |
30,832 |
-201 |
Nikkei 225(SIMEX) |
Sep04 |
040714 |
11670 |
11705 |
11345 |
11350 |
-230 |
14,955 |
142,591 |
-2,398 |
Dec04 |
040714 |
11315 |
11315 |
11315 |
11315 |
-230 |
|
|
|
Mar05 |
040714 |
11310 |
11310 |
11310 |
11310 |
-230 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,955 |
142,593 |
-2,398 |
CAC 40(MATIF) |
Jul04 |
040714 |
3642.0 |
3656.0 |
3621.5 |
3653.0 |
-8.0 |
30,614 |
350,791 |
+2,996 |
Aug04 |
040714 |
3644.0 |
3659.5 |
3630.0 |
3658.5 |
-8.5 |
250 |
1,118 |
+466 |
Sep04 |
040714 |
3646.5 |
3667.0 |
3641.5 |
3665.5 |
-7.0 |
182 |
93,226 |
-7 |
Total Volume and Open Interest |
37,519 |
457,430 |
+3,455 |
DAX Index(EUREX) |
Sep04 |
040714 |
3880.5 |
3918.5 |
3865.5 |
3906.0 |
-15.0 |
84,934 |
147,910 |
-5,873 |
Dec04 |
040714 |
3903.0 |
3939.0 |
3888.0 |
3927.0 |
-15.0 |
70 |
4,822 |
+33 |
Mar05 |
040714 |
3925.0 |
3962.5 |
3914.0 |
3949.5 |
-15.5 |
12 |
491 |
-4 |
Total Volume and Open Interest |
85,016 |
153,223 |
-5,844 |
FT-SE 100(LIFFE) |
Sep04 |
040714 |
4340.00 |
4377.00 |
4321.00 |
4370.50 |
+19.00 |
42,692 |
429,049 |
+1,814 |
Dec04 |
040714 |
4370.00 |
4401.00 |
4367.00 |
4401.00 |
+19.50 |
0 |
28,329 |
+0 |
Mar05 |
040714 |
4365.00 |
4410.50 |
4365.00 |
4407.50 |
+15.50 |
40 |
4,073 |
+23 |
Total Volume and Open Interest |
43,732 |
462,701 |
+2,837 |
SPI 200(SFE) |
Sep04 |
040714 |
3553.0 |
3554.0 |
3515.0 |
3517.0 |
-44.0 |
5,595 |
153,151 |
+77 |
Dec04 |
040714 |
3553.0 |
3553.0 |
3529.0 |
3529.0 |
-44.0 |
11 |
4,641 |
-96 |
Mar05 |
040714 |
3541.0 |
3541.0 |
3541.0 |
3541.0 |
-44.0 |
47 |
1,424 |
+0 |
Total Volume and Open Interest |
5,849 |
161,000 |
+121 |
GSCI(CME) |
Jul04 |
040714 |
294.25 |
301.55 |
293.50 |
301.55 |
+7.20 |
4,108 |
2,779 |
-3,966 |
Aug04 |
040714 |
293.40 |
301.10 |
293.40 |
301.10 |
+7.25 |
3,909 |
14,167 |
+3,901 |
Sep04 |
040714 |
298.50 |
298.50 |
298.50 |
298.50 |
+6.50 |
|
|
|
Total Volume and Open Interest |
8,017 |
16,946 |
-65 |
Reuters CRB Index(NYBOT) |
Aug04 |
040714 |
270.00 |
272.00 |
269.25 |
272.00 |
+4.50 |
23 |
260 |
-4 |
Nov04 |
040714 |
270.00 |
273.00 |
270.00 |
273.00 |
+4.00 |
2 |
110 |
+0 |
Jan05 |
040714 |
272.00 |
272.00 |
272.00 |
272.00 |
+3.50 |
0 |
51 |
+0 |
Total Volume and Open Interest |
25 |
421 |
-4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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