|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon July 19, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug04 |
040719 |
702.00 |
721.50 |
701.50 |
707.50 |
unch |
33,452 |
37,642 |
-6,111 |
| Sep04 |
040719 |
650.00 |
670.00 |
650.00 |
658.00 |
+7.00 |
7,028 |
14,900 |
+88 |
| Nov04 |
040719 |
640.00 |
658.75 |
639.00 |
647.75 |
+7.25 |
42,463 |
101,045 |
-326 |
| Jan05 |
040719 |
646.00 |
663.00 |
646.00 |
652.75 |
+8.25 |
570 |
6,956 |
+136 |
| Mar05 |
040719 |
648.50 |
665.50 |
648.50 |
657.50 |
+7.50 |
1,199 |
3,778 |
-51 |
| May05 |
040719 |
655.00 |
664.00 |
655.00 |
655.75 |
+8.25 |
168 |
4,281 |
+122 |
| Jul05 |
040719 |
662.00 |
665.50 |
657.00 |
657.00 |
+9.00 |
18 |
1,828 |
+1 |
| Total Volume and Open Interest |
85,009 |
171,691 |
-6,130 |
| Soybean Meal(CBOT) |
| Aug04 |
040719 |
239.00 |
245.50 |
238.50 |
242.00 |
+1.20 |
14,010 |
33,134 |
-735 |
| Sep04 |
040719 |
221.50 |
225.50 |
221.50 |
222.40 |
+0.60 |
4,642 |
19,082 |
+425 |
| Oct04 |
040719 |
202.50 |
207.50 |
201.50 |
204.10 |
+2.10 |
2,493 |
16,606 |
+167 |
| Dec04 |
040719 |
198.00 |
205.10 |
198.00 |
202.00 |
+3.30 |
10,802 |
42,709 |
+1,720 |
| Jan05 |
040719 |
200.00 |
205.50 |
199.00 |
202.50 |
+3.20 |
900 |
5,485 |
+131 |
| Mar05 |
040719 |
200.00 |
206.00 |
200.00 |
203.50 |
+3.00 |
1,047 |
5,229 |
+160 |
| May05 |
040719 |
200.50 |
206.00 |
200.50 |
203.50 |
+3.50 |
990 |
4,808 |
-124 |
| Jul05 |
040719 |
204.50 |
207.00 |
203.50 |
203.50 |
+2.50 |
295 |
3,886 |
+56 |
| Total Volume and Open Interest |
35,447 |
134,562 |
+2,044 |
| Soybean Oil(CBOT) |
| Aug04 |
040719 |
26.42 |
26.62 |
26.23 |
26.28 |
-0.07 |
5,856 |
23,664 |
-700 |
| Sep04 |
040719 |
25.67 |
25.90 |
25.50 |
25.65 |
unch |
3,631 |
17,074 |
-563 |
| Oct04 |
040719 |
24.79 |
25.00 |
24.60 |
24.72 |
+0.05 |
2,037 |
12,817 |
-158 |
| Dec04 |
040719 |
23.75 |
24.23 |
23.72 |
23.85 |
+0.19 |
14,753 |
54,130 |
+1,321 |
| Jan05 |
040719 |
23.75 |
23.95 |
23.65 |
23.65 |
+0.13 |
261 |
7,453 |
+38 |
| Mar05 |
040719 |
23.65 |
23.95 |
23.50 |
23.55 |
+0.18 |
846 |
5,543 |
-355 |
| May05 |
040719 |
23.64 |
23.75 |
23.32 |
23.41 |
+0.11 |
495 |
4,277 |
+115 |
| Jul05 |
040719 |
23.45 |
23.45 |
23.45 |
23.45 |
+0.19 |
356 |
3,161 |
-74 |
| Total Volume and Open Interest |
28,294 |
131,089 |
-394 |
| Canola(WCE) |
| Jul04 |
040714 |
354.5 |
354.5 |
354.5 |
354.5 |
unch |
2 |
46 |
+0 |
| Sep04 |
040719 |
340.1 |
340.1 |
340.1 |
340.1 |
unch |
0 |
200 |
+0 |
| Nov04 |
040719 |
339.5 |
342.8 |
339.5 |
341.3 |
+0.9 |
2,730 |
44,352 |
+28 |
| Jan05 |
040719 |
347.5 |
347.5 |
345.5 |
345.5 |
-0.2 |
12 |
1,956 |
-8 |
| Mar05 |
040719 |
350.5 |
350.5 |
350.5 |
350.5 |
unch |
56 |
2,052 |
+50 |
| Total Volume and Open Interest |
2,804 |
49,924 |
+70 |
| Corn(CBOT) |
| Sep04 |
040719 |
237.00 |
238.25 |
235.50 |
237.00 |
-2.00 |
16,076 |
161,993 |
-1,730 |
| Dec04 |
040719 |
245.50 |
246.25 |
243.50 |
245.00 |
-2.50 |
37,419 |
309,037 |
+79 |
| Mar05 |
040719 |
253.50 |
254.00 |
251.50 |
252.75 |
-2.50 |
2,889 |
50,885 |
+927 |
| May05 |
040719 |
259.50 |
259.75 |
257.25 |
259.00 |
-2.00 |
1,114 |
16,121 |
+716 |
| Jul05 |
040719 |
262.50 |
263.50 |
261.00 |
262.50 |
-2.00 |
909 |
13,276 |
+401 |
| Sep05 |
040719 |
262.50 |
263.00 |
260.00 |
263.00 |
unch |
142 |
2,806 |
-58 |
| Total Volume and Open Interest |
58,972 |
565,176 |
+469 |
| Wheat(CBOT) |
| Sep04 |
040719 |
333.00 |
337.50 |
330.00 |
335.50 |
+2.25 |
10,397 |
91,755 |
+91 |
| Dec04 |
040719 |
345.00 |
350.50 |
343.00 |
348.00 |
+2.00 |
8,592 |
51,751 |
+2,181 |
| Mar05 |
040719 |
356.00 |
360.50 |
355.00 |
358.50 |
+2.75 |
608 |
10,133 |
+165 |
| May05 |
040719 |
360.00 |
364.00 |
360.00 |
361.50 |
+1.00 |
9 |
678 |
-1 |
| Jul05 |
040719 |
356.00 |
362.00 |
355.50 |
360.50 |
+4.00 |
143 |
1,945 |
-22 |
| Total Volume and Open Interest |
19,760 |
156,301 |
+2,418 |
| Wheat(KCBT) |
| Jul04 |
040719 |
364.00 |
366.25 |
361.00 |
366.00 |
+1.00 |
23 |
19 |
-28 |
| Sep04 |
040719 |
364.00 |
367.50 |
362.50 |
365.00 |
unch |
4,533 |
36,806 |
-304 |
| Dec04 |
040719 |
375.00 |
378.50 |
373.00 |
375.50 |
-0.25 |
2,301 |
24,371 |
+904 |
| Mar05 |
040719 |
383.00 |
384.50 |
380.50 |
383.00 |
unch |
641 |
4,453 |
+418 |
| May05 |
040719 |
383.50 |
383.50 |
383.50 |
383.50 |
+0.50 |
0 |
156 |
+0 |
| Total Volume and Open Interest |
7,505 |
66,363 |
+990 |
| Wheat(MGE) |
| Jul04 |
040719 |
380.00 |
380.00 |
380.00 |
380.00 |
+5.00 |
0 |
2 |
+0 |
| Sep04 |
040719 |
381.50 |
384.00 |
381.25 |
382.00 |
-0.25 |
1,892 |
13,985 |
-139 |
| Dec04 |
040719 |
389.00 |
391.00 |
388.00 |
389.75 |
+0.25 |
1,912 |
12,852 |
+450 |
| Mar05 |
040719 |
395.00 |
396.50 |
395.00 |
395.75 |
+0.75 |
140 |
2,478 |
+78 |
| May05 |
040719 |
396.50 |
397.50 |
396.00 |
397.50 |
+0.50 |
0 |
309 |
+0 |
| Total Volume and Open Interest |
3,944 |
29,699 |
+389 |
| Oats(CBOT) |
| Sep04 |
040719 |
137.50 |
138.50 |
134.00 |
134.25 |
-2.50 |
125 |
3,383 |
+5 |
| Dec04 |
040719 |
142.50 |
143.50 |
140.50 |
140.75 |
-2.00 |
307 |
6,152 |
+22 |
| Mar05 |
040719 |
150.75 |
150.75 |
149.00 |
149.00 |
-2.00 |
104 |
239 |
+48 |
| May05 |
040719 |
154.00 |
154.00 |
154.00 |
154.00 |
-2.00 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
536 |
9,875 |
+75 |
| Rough Rice(CBOT) |
| Jul04 |
040719 |
9.45 |
9.50 |
9.45 |
9.50 |
+0.20 |
0 |
84 |
+0 |
| Sep04 |
040719 |
7.45 |
7.54 |
7.41 |
7.46 |
+0.08 |
104 |
1,021 |
-14 |
| Nov04 |
040719 |
7.38 |
7.45 |
7.33 |
7.35 |
+0.07 |
205 |
1,825 |
-50 |
| Jan05 |
040719 |
7.60 |
7.60 |
7.54 |
7.56 |
+0.06 |
6 |
487 |
+1 |
| Total Volume and Open Interest |
338 |
3,680 |
-63 |
| Live Cattle(CME) |
| Aug04 |
040719 |
82.850 |
83.750 |
82.675 |
83.100 |
+0.025 |
8,780 |
35,650 |
-1,806 |
| Oct04 |
040719 |
85.000 |
86.100 |
85.000 |
85.850 |
+0.450 |
7,488 |
47,573 |
+1,240 |
| Dec04 |
040719 |
85.550 |
86.250 |
85.400 |
86.075 |
+0.425 |
1,611 |
14,937 |
+266 |
| Feb05 |
040719 |
87.150 |
87.500 |
87.050 |
87.475 |
+0.075 |
478 |
8,013 |
+103 |
| Apr05 |
040719 |
85.150 |
85.750 |
85.100 |
85.700 |
+0.375 |
276 |
2,591 |
+139 |
| Jun05 |
040719 |
80.900 |
81.400 |
80.900 |
81.200 |
+0.600 |
181 |
1,094 |
+113 |
| Total Volume and Open Interest |
18,825 |
109,875 |
+65 |
| Feeder Cattle(CME) |
| Aug04 |
040719 |
108.500 |
109.900 |
108.450 |
109.075 |
+0.550 |
1,657 |
8,463 |
-276 |
| Sep04 |
040719 |
107.800 |
108.750 |
107.600 |
108.200 |
+0.600 |
1,119 |
3,771 |
+321 |
| Oct04 |
040719 |
105.600 |
106.700 |
105.550 |
106.625 |
+0.725 |
482 |
3,071 |
+109 |
| Nov04 |
040719 |
103.700 |
104.600 |
103.700 |
104.475 |
+0.700 |
214 |
1,478 |
+109 |
| Jan05 |
040719 |
101.300 |
101.750 |
101.300 |
101.750 |
+0.150 |
56 |
831 |
+6 |
| Mar05 |
040719 |
97.200 |
97.200 |
96.950 |
97.175 |
-0.025 |
16 |
212 |
-2 |
| Apr05 |
040719 |
96.500 |
96.500 |
96.500 |
96.500 |
unch |
0 |
86 |
+0 |
| Total Volume and Open Interest |
3,544 |
17,935 |
+267 |
| Lean Hogs(CME) |
| Aug04 |
040719 |
73.275 |
74.250 |
73.250 |
74.225 |
+1.075 |
6,505 |
25,065 |
-1,871 |
| Oct04 |
040719 |
64.600 |
65.400 |
64.550 |
65.275 |
+0.875 |
5,412 |
33,950 |
+1,600 |
| Dec04 |
040719 |
60.850 |
61.250 |
60.800 |
61.225 |
+0.350 |
1,055 |
12,569 |
+106 |
| Feb05 |
040719 |
60.200 |
60.750 |
60.200 |
60.675 |
+0.300 |
134 |
2,070 |
+24 |
| Apr05 |
040719 |
60.500 |
60.650 |
60.300 |
60.625 |
+0.050 |
35 |
879 |
+8 |
| May05 |
040719 |
62.000 |
62.150 |
61.900 |
62.150 |
+0.200 |
0 |
144 |
+0 |
| Jun05 |
040719 |
64.650 |
64.650 |
64.650 |
64.650 |
+0.025 |
14 |
219 |
-7 |
| Jul05 |
040719 |
62.650 |
62.650 |
62.650 |
62.650 |
+0.050 |
29 |
54 |
+29 |
| Total Volume and Open Interest |
13,184 |
74,950 |
-2,841 |
| Pork Bellies(CME) |
| Jul04 |
040719 |
111.400 |
112.350 |
109.500 |
112.350 |
+0.700 |
76 |
365 |
-55 |
| Aug04 |
040719 |
106.700 |
107.500 |
104.700 |
107.225 |
+0.500 |
745 |
2,313 |
-82 |
| Feb05 |
040719 |
93.150 |
93.800 |
93.050 |
93.800 |
+0.250 |
31 |
165 |
+11 |
| Mar05 |
040719 |
93.250 |
93.250 |
92.900 |
92.900 |
-0.600 |
0 |
2 |
+0 |
| May05 |
040719 |
94.750 |
94.750 |
94.750 |
94.750 |
-0.500 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
852 |
2,846 |
-126 |
| Class III Milk(CME) |
| Jul04 |
040719 |
14.69 |
14.69 |
14.65 |
14.67 |
-0.02 |
242 |
5,767 |
-131 |
| Aug04 |
040719 |
13.90 |
14.05 |
13.88 |
13.95 |
+0.16 |
140 |
5,197 |
+43 |
| Sep04 |
040719 |
14.75 |
15.10 |
14.73 |
14.90 |
+0.35 |
264 |
5,199 |
-62 |
| Oct04 |
040719 |
13.85 |
13.99 |
13.85 |
13.93 |
+0.18 |
60 |
3,123 |
+2 |
| Nov04 |
040719 |
12.90 |
12.99 |
12.90 |
12.91 |
+0.06 |
76 |
2,051 |
-4 |
| Total Volume and Open Interest |
878 |
25,955 |
-176 |
| Cocoa(NYBOT) |
| Sep04 |
040719 |
1545 |
1572 |
1544 |
1566 |
+38 |
6,924 |
38,889 |
-1,042 |
| Dec04 |
040719 |
1561 |
1585 |
1559 |
1580 |
+39 |
1,296 |
16,514 |
+565 |
| Mar05 |
040719 |
1578 |
1608 |
1578 |
1602 |
+39 |
1,190 |
11,126 |
-18 |
| May05 |
040719 |
1614 |
1614 |
1614 |
1614 |
+39 |
12 |
11,595 |
+12 |
| Jul05 |
040719 |
1626 |
1626 |
1626 |
1626 |
+38 |
0 |
11,387 |
+0 |
| Sep05 |
040719 |
1623 |
1639 |
1623 |
1639 |
+36 |
6 |
4,759 |
+6 |
| Dec05 |
040719 |
1653 |
1653 |
1653 |
1653 |
+37 |
23 |
3,423 |
+20 |
| Total Volume and Open Interest |
9,451 |
101,361 |
-471 |
| Coffee "C"(NYBOT) |
| Jul04 |
040719 |
70.00 |
70.50 |
69.75 |
70.20 |
+0.45 |
48 |
73 |
-2 |
| Sep04 |
040719 |
71.25 |
72.20 |
70.95 |
71.95 |
+0.30 |
6,144 |
60,956 |
+291 |
| Dec04 |
040719 |
74.50 |
75.30 |
74.40 |
75.10 |
+0.30 |
927 |
18,306 |
+187 |
| Mar05 |
040719 |
77.50 |
78.10 |
77.30 |
78.05 |
+0.30 |
197 |
6,414 |
-41 |
| May05 |
040719 |
79.00 |
79.60 |
79.00 |
79.60 |
+0.30 |
2 |
1,683 |
+4 |
| Jul05 |
040719 |
81.05 |
81.05 |
81.05 |
81.05 |
+0.30 |
51 |
1,183 |
+5 |
| Total Volume and Open Interest |
7,427 |
89,175 |
+397 |
| Orange Juice(NYBOT) |
| Sep04 |
040719 |
69.30 |
70.20 |
68.50 |
70.20 |
+0.80 |
2,484 |
20,894 |
+84 |
| Nov04 |
040719 |
70.20 |
71.30 |
69.50 |
71.30 |
+0.75 |
1,327 |
10,290 |
+393 |
| Jan05 |
040719 |
71.80 |
73.00 |
71.10 |
72.85 |
+0.60 |
648 |
2,199 |
-276 |
| Mar05 |
040719 |
73.80 |
74.30 |
73.05 |
74.30 |
+0.35 |
52 |
4,073 |
+15 |
| May05 |
040719 |
76.00 |
77.00 |
75.75 |
76.95 |
unch |
39 |
3,129 |
-4 |
| Total Volume and Open Interest |
4,550 |
40,717 |
+212 |
| Sugar #11(NYBOT) |
| Oct04 |
040719 |
8.30 |
8.30 |
8.21 |
8.28 |
+0.03 |
12,758 |
210,989 |
+1,354 |
| Mar05 |
040719 |
8.70 |
8.74 |
8.67 |
8.73 |
+0.03 |
3,909 |
49,238 |
+9 |
| May05 |
040719 |
8.60 |
8.62 |
8.58 |
8.62 |
+0.04 |
1,294 |
18,030 |
+40 |
| Jul05 |
040719 |
8.43 |
8.45 |
8.41 |
8.44 |
+0.04 |
513 |
12,352 |
-121 |
| Oct05 |
040719 |
8.27 |
8.30 |
8.27 |
8.28 |
+0.01 |
127 |
12,689 |
-6 |
| Total Volume and Open Interest |
19,060 |
308,628 |
+1,511 |
| London Cocoa(LCE) |
| Jul04 |
040715 |
817 |
821 |
813 |
819 |
+2 |
402 |
112 |
-283 |
| Sep04 |
040719 |
858 |
880 |
856 |
879 |
+16 |
5,622 |
50,025 |
-1,752 |
| Dec04 |
040719 |
879 |
902 |
879 |
902 |
+17 |
2,030 |
51,726 |
-412 |
| Mar05 |
040719 |
905 |
923 |
905 |
923 |
+18 |
520 |
29,537 |
-29 |
| May05 |
040719 |
928 |
936 |
928 |
936 |
+18 |
56 |
13,314 |
+26 |
| Jul05 |
040719 |
949 |
949 |
949 |
949 |
+18 |
25 |
11,817 |
+0 |
| Sep05 |
040719 |
963 |
963 |
963 |
963 |
+18 |
81 |
7,886 |
-4 |
| Total Volume and Open Interest |
8,355 |
173,760 |
-2,239 |
| London Coffee(LCE) |
| Jul04 |
040719 |
689.00 |
689.00 |
687.00 |
688.00 |
-1.00 |
193 |
2,824 |
-38 |
| Sep04 |
040719 |
700.00 |
704.00 |
700.00 |
703.00 |
unch |
2,574 |
68,221 |
-98 |
| Nov04 |
040719 |
713.00 |
717.00 |
713.00 |
715.00 |
-1.00 |
479 |
34,376 |
+57 |
| Jan05 |
040719 |
725.00 |
727.00 |
725.00 |
726.00 |
unch |
370 |
25,959 |
+285 |
| Mar05 |
040719 |
739.00 |
739.00 |
736.00 |
737.00 |
-1.00 |
635 |
14,763 |
-141 |
| May05 |
040719 |
751.00 |
753.00 |
751.00 |
751.00 |
-1.00 |
9 |
11,984 |
+9 |
| Total Volume and Open Interest |
4,777 |
160,865 |
+485 |
| London Sugar(LCE) |
| Aug04 |
040716 |
244.50 |
248.90 |
244.00 |
248.90 |
+4.90 |
896 |
2,854 |
-394 |
| Oct04 |
040719 |
246.10 |
248.00 |
245.00 |
245.50 |
-1.40 |
1,263 |
25,220 |
-119 |
| Dec04 |
040719 |
253.50 |
253.50 |
251.30 |
251.30 |
-1.60 |
53 |
5,599 |
+1 |
| Mar05 |
040719 |
259.00 |
259.10 |
256.60 |
257.00 |
-1.40 |
197 |
9,174 |
-117 |
| May05 |
040719 |
256.80 |
256.80 |
254.00 |
254.00 |
-1.90 |
105 |
4,468 |
+45 |
| Total Volume and Open Interest |
2,922 |
55,618 |
+870 |
| Cotton(NYBOT) |
| Oct04 |
040719 |
47.05 |
47.60 |
46.90 |
47.50 |
+0.20 |
137 |
3,780 |
+7 |
| Dec04 |
040719 |
47.30 |
48.10 |
47.13 |
47.84 |
+0.46 |
3,230 |
55,666 |
-339 |
| Mar05 |
040719 |
49.20 |
49.90 |
48.95 |
49.60 |
+0.30 |
501 |
12,013 |
+33 |
| May05 |
040719 |
50.30 |
50.85 |
50.16 |
50.63 |
+0.28 |
48 |
2,486 |
+33 |
| Jul05 |
040719 |
51.60 |
51.80 |
51.40 |
51.63 |
+0.23 |
6 |
1,669 |
-5 |
| Oct05 |
040719 |
52.05 |
52.05 |
52.05 |
52.05 |
+0.05 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
4,004 |
77,196 |
-228 |
| Lumber(CME) |
| Sep04 |
040719 |
406.0 |
411.4 |
406.0 |
411.4 |
+10.0 |
565 |
3,460 |
+114 |
| Nov04 |
040719 |
373.8 |
380.3 |
373.8 |
378.7 |
+7.7 |
278 |
1,080 |
+55 |
| Jan05 |
040719 |
362.3 |
369.9 |
362.3 |
368.6 |
+8.7 |
62 |
218 |
+35 |
| Mar05 |
040719 |
358.0 |
362.9 |
358.0 |
362.9 |
+3.9 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
905 |
4,785 |
+185 |
| Crude Oil(NYM) |
| Aug04 |
040719 |
41.11 |
41.90 |
40.90 |
41.64 |
+0.39 |
65,130 |
47,242 |
-12,165 |
| Sep04 |
040719 |
41.35 |
41.68 |
40.90 |
41.44 |
+0.14 |
106,911 |
219,453 |
+18,059 |
| Oct04 |
040719 |
41.05 |
41.05 |
40.50 |
40.88 |
+0.06 |
23,958 |
69,585 |
+4,691 |
| Nov04 |
040719 |
40.55 |
40.62 |
40.15 |
40.38 |
+0.04 |
4,851 |
35,090 |
+682 |
| Dec04 |
040719 |
39.95 |
40.15 |
39.70 |
39.93 |
+0.02 |
12,562 |
61,490 |
+991 |
| Jan05 |
040719 |
39.40 |
39.45 |
39.35 |
39.41 |
unch |
2,929 |
22,762 |
+333 |
| Feb05 |
040719 |
39.15 |
39.15 |
38.90 |
38.96 |
-0.02 |
781 |
13,442 |
+258 |
| Mar05 |
040719 |
38.65 |
38.65 |
38.54 |
38.54 |
-0.05 |
1,408 |
14,607 |
+266 |
| Apr05 |
040719 |
38.50 |
38.50 |
38.15 |
38.15 |
-0.06 |
260 |
10,703 |
+92 |
| May05 |
040719 |
37.77 |
37.77 |
37.77 |
37.77 |
-0.07 |
30 |
6,529 |
+0 |
| Jun05 |
040719 |
37.50 |
37.55 |
37.41 |
37.41 |
-0.08 |
2,357 |
22,041 |
-457 |
| Jul05 |
040719 |
37.25 |
37.25 |
37.12 |
37.12 |
-0.08 |
2,182 |
6,041 |
-164 |
| Aug05 |
040719 |
37.00 |
37.00 |
36.86 |
36.86 |
-0.08 |
1,537 |
6,252 |
+1,199 |
| Sep05 |
040719 |
36.85 |
36.85 |
36.63 |
36.63 |
-0.07 |
130 |
7,790 |
-130 |
| Oct05 |
040719 |
36.43 |
36.43 |
36.43 |
36.43 |
-0.05 |
240 |
3,563 |
+130 |
| Nov05 |
040719 |
36.23 |
36.23 |
36.23 |
36.23 |
-0.03 |
0 |
3,315 |
+0 |
| Total Volume and Open Interest |
230,967 |
709,822 |
+13,621 |
| Heating Oil(NYM) |
| Aug04 |
040719 |
109.90 |
111.35 |
108.80 |
110.55 |
+0.96 |
19,644 |
36,233 |
-2,015 |
| Sep04 |
040719 |
111.20 |
112.20 |
109.80 |
111.55 |
+0.88 |
8,801 |
47,841 |
+2,339 |
| Oct04 |
040719 |
112.30 |
112.75 |
111.50 |
112.35 |
+0.93 |
1,441 |
17,340 |
+167 |
| Nov04 |
040719 |
112.70 |
113.60 |
112.70 |
113.00 |
+0.93 |
243 |
12,295 |
-44 |
| Dec04 |
040719 |
112.80 |
114.20 |
112.80 |
113.55 |
+0.93 |
1,572 |
23,370 |
-4 |
| Jan05 |
040719 |
114.15 |
114.70 |
113.95 |
113.95 |
+0.93 |
652 |
9,967 |
+124 |
| Feb05 |
040719 |
112.80 |
113.20 |
112.45 |
112.45 |
+0.83 |
266 |
10,819 |
+39 |
| Mar05 |
040719 |
110.00 |
110.20 |
109.45 |
109.45 |
+0.73 |
212 |
9,397 |
+138 |
| Apr05 |
040719 |
105.90 |
105.90 |
105.15 |
105.15 |
+0.68 |
67 |
2,416 |
-15 |
| May05 |
040719 |
101.40 |
101.40 |
101.10 |
101.10 |
+0.68 |
12 |
1,962 |
+6 |
| Jun05 |
040719 |
98.25 |
98.55 |
98.25 |
98.55 |
+0.68 |
5 |
3,939 |
+1 |
| Jul05 |
040719 |
97.00 |
97.70 |
97.00 |
97.70 |
+0.68 |
203 |
5,675 |
-97 |
| Total Volume and Open Interest |
33,271 |
191,246 |
+664 |
| Unleaded Gas(NYM) |
| Aug04 |
040719 |
130.70 |
131.40 |
128.40 |
129.17 |
-0.88 |
25,959 |
42,287 |
-2,402 |
| Sep04 |
040719 |
127.80 |
128.90 |
126.25 |
127.18 |
-0.16 |
15,589 |
44,632 |
+2,595 |
| Oct04 |
040719 |
120.50 |
121.00 |
119.00 |
119.68 |
-0.06 |
1,974 |
10,679 |
+111 |
| Nov04 |
040719 |
115.60 |
115.60 |
114.98 |
114.98 |
-0.06 |
944 |
6,666 |
+37 |
| Dec04 |
040719 |
112.25 |
113.00 |
111.88 |
111.88 |
-0.06 |
1,192 |
12,032 |
-426 |
| Jan05 |
040719 |
111.25 |
112.25 |
111.25 |
111.28 |
-0.01 |
349 |
4,062 |
+24 |
| Feb05 |
040719 |
111.43 |
111.43 |
111.43 |
111.43 |
+0.04 |
244 |
4,009 |
+17 |
| Mar05 |
040719 |
111.98 |
111.98 |
111.98 |
111.98 |
+0.09 |
426 |
1,446 |
+130 |
| Apr05 |
040719 |
118.53 |
118.53 |
118.53 |
118.53 |
+0.14 |
1,241 |
7,468 |
+439 |
| May05 |
040719 |
118.13 |
118.13 |
118.13 |
118.13 |
+0.14 |
650 |
7,153 |
+305 |
| Jun05 |
040719 |
116.78 |
116.78 |
116.78 |
116.78 |
+0.14 |
290 |
2,018 |
-20 |
| Jul05 |
040719 |
114.48 |
114.48 |
114.48 |
114.48 |
+0.19 |
520 |
1,970 |
+520 |
| Total Volume and Open Interest |
49,378 |
144,422 |
+1,330 |
| Natural Gas(NYM) |
| Aug04 |
040719 |
5.830 |
5.865 |
5.770 |
5.818 |
-0.069 |
33,845 |
42,000 |
-2,989 |
| Sep04 |
040719 |
5.860 |
5.910 |
5.800 |
5.864 |
-0.068 |
11,531 |
57,703 |
+2,648 |
| Oct04 |
040719 |
5.910 |
5.950 |
5.860 |
5.919 |
-0.066 |
5,885 |
38,795 |
+111 |
| Nov04 |
040719 |
6.240 |
6.290 |
6.220 |
6.258 |
-0.052 |
2,150 |
18,712 |
-8 |
| Dec04 |
040719 |
6.560 |
6.605 |
6.550 |
6.568 |
-0.052 |
2,952 |
24,593 |
+822 |
| Jan05 |
040719 |
6.730 |
6.780 |
6.710 |
6.741 |
-0.051 |
2,828 |
20,988 |
+687 |
| Feb05 |
040719 |
6.700 |
6.730 |
6.680 |
6.705 |
-0.049 |
1,238 |
15,361 |
-394 |
| Mar05 |
040719 |
6.580 |
6.600 |
6.550 |
6.574 |
-0.046 |
3,150 |
17,682 |
-345 |
| Apr05 |
040719 |
5.980 |
5.990 |
5.970 |
5.974 |
-0.031 |
1,175 |
13,773 |
-371 |
| May05 |
040719 |
5.870 |
5.880 |
5.850 |
5.857 |
-0.031 |
87 |
11,505 |
+28 |
| Jun05 |
040719 |
5.890 |
5.900 |
5.873 |
5.873 |
-0.030 |
40 |
8,335 |
+17 |
| Jul05 |
040719 |
5.930 |
5.935 |
5.910 |
5.910 |
-0.028 |
161 |
11,627 |
-5 |
| Aug05 |
040719 |
5.950 |
5.950 |
5.929 |
5.929 |
-0.026 |
589 |
8,383 |
+260 |
| Sep05 |
040719 |
5.940 |
5.950 |
5.919 |
5.919 |
-0.026 |
55 |
8,131 |
+9 |
| Oct05 |
040719 |
5.960 |
5.970 |
5.944 |
5.944 |
-0.026 |
103 |
6,752 |
+12 |
| Nov05 |
040719 |
6.140 |
6.150 |
6.124 |
6.124 |
-0.026 |
102 |
6,353 |
+22 |
| Total Volume and Open Interest |
68,764 |
377,637 |
+806 |
| Brent Crude Oil(IPE) |
| Sep04 |
040719 |
37.70 |
38.25 |
37.61 |
37.90 |
-0.10 |
48,924 |
82,888 |
-7,292 |
| Oct04 |
040719 |
37.35 |
37.80 |
37.23 |
37.50 |
-0.11 |
14,190 |
77,459 |
-1,050 |
| Nov04 |
040719 |
37.03 |
37.40 |
36.92 |
37.13 |
-0.12 |
3,637 |
13,959 |
-538 |
| Dec04 |
040719 |
36.65 |
37.00 |
36.55 |
36.73 |
-0.15 |
9,112 |
30,325 |
-79 |
| Jan05 |
040719 |
36.24 |
36.60 |
36.10 |
36.32 |
-0.19 |
2,672 |
12,023 |
+468 |
| Feb05 |
040719 |
36.24 |
36.24 |
35.96 |
35.96 |
-0.19 |
794 |
6,993 |
+563 |
| Mar05 |
040719 |
35.62 |
35.62 |
35.62 |
35.62 |
-0.19 |
498 |
9,472 |
-162 |
| Apr05 |
040719 |
35.24 |
35.30 |
35.24 |
35.30 |
-0.20 |
0 |
6,430 |
+0 |
| May05 |
040719 |
35.00 |
35.00 |
35.00 |
35.00 |
-0.21 |
0 |
1,423 |
+0 |
| Jun05 |
040719 |
34.85 |
34.85 |
34.72 |
34.72 |
-0.21 |
1,280 |
13,879 |
+20 |
| Jul05 |
040719 |
34.49 |
34.49 |
34.49 |
34.49 |
-0.22 |
0 |
1,715 |
+0 |
| Aug05 |
040719 |
34.28 |
34.28 |
34.28 |
34.28 |
-0.23 |
20 |
0 |
|
| Sep05 |
040719 |
34.08 |
34.08 |
34.08 |
34.08 |
-0.23 |
0 |
3,390 |
+0 |
| Total Volume and Open Interest |
86,071 |
313,665 |
-19,212 |
| Gas Oil(IPE) |
| Aug04 |
040719 |
348.50 |
353.50 |
347.50 |
351.75 |
-1.00 |
12,358 |
57,160 |
-445 |
| Sep04 |
040719 |
346.50 |
351.00 |
345.25 |
350.50 |
unch |
7,547 |
34,644 |
-911 |
| Oct04 |
040719 |
341.50 |
345.75 |
341.00 |
345.75 |
-0.25 |
2,739 |
16,371 |
+1,324 |
| Nov04 |
040719 |
341.00 |
341.00 |
341.00 |
341.00 |
unch |
25 |
7,640 |
-150 |
| Dec04 |
040719 |
333.00 |
335.75 |
332.00 |
335.75 |
unch |
3,297 |
25,420 |
+691 |
| Jan05 |
040719 |
330.00 |
331.00 |
330.00 |
331.00 |
unch |
300 |
5,713 |
+0 |
| Feb05 |
040719 |
325.25 |
325.25 |
325.25 |
325.25 |
+0.25 |
0 |
2,473 |
+0 |
| Mar05 |
040719 |
316.00 |
318.50 |
316.00 |
318.50 |
+1.00 |
400 |
2,313 |
+400 |
| Apr05 |
040719 |
310.50 |
310.50 |
310.50 |
310.50 |
+1.25 |
0 |
900 |
+0 |
| May05 |
040719 |
305.50 |
305.50 |
305.50 |
305.50 |
+1.50 |
0 |
850 |
+0 |
| Total Volume and Open Interest |
28,550 |
176,751 |
+1,693 |
| US Dollar Index(NYBOT) |
| Sep04 |
040719 |
87.25 |
87.53 |
87.20 |
87.35 |
+0.05 |
2,258 |
15,981 |
+781 |
| Dec04 |
040719 |
87.66 |
87.66 |
87.58 |
87.58 |
+0.06 |
20 |
2,106 |
+8 |
| Mar05 |
040719 |
87.70 |
87.81 |
87.70 |
87.81 |
+0.06 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,278 |
18,099 |
+789 |
| Australian Dollar(CME) |
| Sep04 |
040719 |
72.85 |
73.00 |
72.70 |
72.75 |
+0.01 |
3,890 |
36,002 |
+3,123 |
| Dec04 |
040719 |
72.12 |
72.33 |
72.10 |
72.10 |
+0.01 |
0 |
257 |
+5 |
| Mar05 |
040719 |
71.53 |
71.53 |
71.53 |
71.53 |
+0.01 |
1 |
30 |
+0 |
| Total Volume and Open Interest |
3,891 |
36,349 |
+3,128 |
| British Pound(CME) |
| Sep04 |
040719 |
186.07 |
186.48 |
185.76 |
185.92 |
-0.49 |
11,055 |
81,130 |
+7,617 |
| Dec04 |
040719 |
184.80 |
185.00 |
184.50 |
184.50 |
-0.49 |
6 |
412 |
+4 |
| Mar05 |
040719 |
183.20 |
183.20 |
183.20 |
183.20 |
-0.49 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
11,061 |
81,548 |
+7,621 |
| Canadian Dollar(CME) |
| Sep04 |
040719 |
76.19 |
76.41 |
76.15 |
76.34 |
+0.01 |
10,373 |
76,098 |
+9,141 |
| Dec04 |
040719 |
76.25 |
76.30 |
76.22 |
76.26 |
unch |
95 |
4,662 |
+20 |
| Mar05 |
040719 |
76.20 |
76.20 |
76.19 |
76.19 |
-0.02 |
11 |
757 |
-4 |
| Jun05 |
040719 |
76.12 |
76.12 |
76.12 |
76.12 |
-0.04 |
5 |
522 |
+10 |
| Total Volume and Open Interest |
10,484 |
82,076 |
+9,167 |
| Japanese Yen(CME) |
| Sep04 |
040719 |
92.66 |
92.72 |
92.50 |
92.64 |
+0.48 |
9,439 |
96,016 |
+92 |
| Dec04 |
040719 |
93.15 |
93.15 |
93.08 |
93.09 |
+0.48 |
107 |
10,370 |
-19 |
| Mar05 |
040719 |
93.63 |
93.63 |
93.63 |
93.63 |
+0.48 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
9,546 |
106,394 |
+73 |
| Swiss Franc(CME) |
| Sep04 |
040719 |
81.41 |
81.65 |
81.35 |
81.51 |
-0.29 |
4,906 |
59,316 |
+2,144 |
| Dec04 |
040719 |
81.76 |
81.76 |
81.76 |
81.76 |
-0.29 |
2 |
130 |
+1 |
| Mar05 |
040719 |
82.03 |
82.03 |
82.03 |
82.03 |
-0.29 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
4,908 |
59,510 |
+2,145 |
| EuroFX(CME) |
| Sep04 |
040719 |
123.94 |
124.34 |
123.86 |
124.23 |
-0.13 |
13,131 |
148,482 |
+4,985 |
| Dec04 |
040719 |
123.86 |
124.20 |
123.86 |
124.16 |
-0.13 |
11 |
1,225 |
-42 |
| Mar05 |
040719 |
124.16 |
124.16 |
124.16 |
124.16 |
-0.13 |
35 |
213 |
+15 |
| Total Volume and Open Interest |
13,177 |
149,949 |
+4,958 |
| Mexican Peso(CME) |
| Sep04 |
040719 |
8705.0 |
8730.0 |
8685.0 |
8717.0 |
+37.0 |
12,787 |
42,907 |
-2,569 |
| Dec04 |
040719 |
8585.0 |
8587.0 |
8585.0 |
8587.0 |
+37.0 |
9 |
1,353 |
+5 |
| Total Volume and Open Interest |
12,826 |
45,407 |
-2,534 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040719 |
109~11 |
109~15 |
109~03 |
109~11 |
unch |
295,637 |
515,462 |
+21,890 |
| Dec04 |
040719 |
108~05 |
108~08 |
107~28 |
108~04 |
-0~01 |
1,085 |
18,035 |
+524 |
| Mar05 |
040719 |
107~01 |
107~01 |
107~01 |
107~01 |
-0~01 |
2 |
195 |
+1 |
| Total Volume and Open Interest |
296,724 |
533,699 |
+22,415 |
| Municipal Bonds(CBOT) |
| Sep04 |
040719 |
102~00 |
102~00 |
101~27 |
101~29 |
-0~01 |
487 |
2,612 |
+62 |
| Total Volume and Open Interest |
487 |
2,612 |
+62 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040719 |
111~115 |
111~130 |
111~060 |
111~105 |
-0~005 |
811,099 |
1,352,989 |
+52,685 |
| Dec04 |
040719 |
110~010 |
110~045 |
109~310 |
110~020 |
unch |
6,260 |
33,325 |
+3,597 |
| Total Volume and Open Interest |
817,359 |
1,386,324 |
+56,282 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040719 |
110~020 |
110~025 |
109~310 |
110~000 |
-0~020 |
418,535 |
0 |
-1,133,632 |
| Dec04 |
040719 |
109~035 |
109~035 |
109~020 |
109~020 |
-0~020 |
5,646 |
72,839 |
+12,942 |
| Total Volume and Open Interest |
424,181 |
72,839 |
+12,942 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040719 |
105~098 |
105~100 |
105~093 |
105~094 |
-0~004 |
5,708 |
188,911 |
-332 |
| Total Volume and Open Interest |
5,708 |
188,911 |
-332 |
| Eurodollars(CME) |
| Sep04 |
040719 |
98.100 |
98.110 |
98.095 |
98.100 |
+0.005 |
80,233 |
838,931 |
-64,390 |
| Dec04 |
040719 |
97.695 |
97.700 |
97.685 |
97.695 |
unch |
111,374 |
894,136 |
+3,564 |
| Mar05 |
040719 |
97.325 |
97.325 |
97.305 |
97.310 |
-0.010 |
112,752 |
824,864 |
+26,668 |
| Jun05 |
040719 |
96.965 |
96.970 |
96.940 |
96.945 |
-0.015 |
117,105 |
664,560 |
+20,174 |
| Sep05 |
040719 |
96.635 |
96.640 |
96.610 |
96.615 |
-0.015 |
97,436 |
536,215 |
-41,206 |
| Dec05 |
040719 |
96.335 |
96.335 |
96.305 |
96.320 |
-0.010 |
57,722 |
466,718 |
+12,038 |
| Mar06 |
040719 |
96.115 |
96.115 |
96.080 |
96.095 |
-0.015 |
33,915 |
347,492 |
-303 |
| Jun06 |
040719 |
95.935 |
95.935 |
95.900 |
95.915 |
-0.015 |
32,432 |
215,323 |
+1,915 |
| Sep06 |
040719 |
95.790 |
95.790 |
95.750 |
95.760 |
-0.020 |
11,134 |
190,950 |
+1,162 |
| Dec06 |
040719 |
95.630 |
95.630 |
95.600 |
95.605 |
-0.015 |
13,142 |
147,720 |
+1,274 |
| Mar07 |
040719 |
95.495 |
95.495 |
95.450 |
95.475 |
-0.010 |
11,811 |
146,399 |
+1,173 |
| Jun07 |
040719 |
95.340 |
95.355 |
95.320 |
95.345 |
-0.010 |
8,778 |
115,074 |
+1,678 |
| Total Volume and Open Interest |
734,602 |
6,036,525 |
-37,213 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040719 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
7 |
5,839 |
-199 |
| Dec04 |
040719 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
49 |
6,882 |
-25 |
| Mar05 |
040719 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
327 |
8,380 |
+107 |
| Jun05 |
040719 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
60 |
8,419 |
+23 |
| Sep05 |
040719 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
26 |
5,319 |
+26 |
| Dec05 |
040719 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
17 |
3,090 |
-17 |
| Mar06 |
040719 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
43 |
2,065 |
+42 |
| Jun06 |
040719 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
1,218 |
+0 |
| Sep06 |
040719 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.02 |
0 |
1,079 |
+0 |
| Dec06 |
040719 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.02 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
529 |
43,964 |
-43 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040719 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
42,588 |
-210 |
| Dec04 |
040719 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
400 |
66,955 |
-63 |
| Mar05 |
040719 |
99.83 |
99.84 |
99.83 |
99.83 |
unch |
690 |
56,952 |
-494 |
| Jun05 |
040719 |
99.74 |
99.74 |
99.73 |
99.73 |
unch |
509 |
58,677 |
+11 |
| Sep05 |
040719 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
280 |
45,917 |
+49 |
| Dec05 |
040719 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
690 |
36,149 |
+450 |
| Mar06 |
040719 |
99.37 |
99.37 |
99.36 |
99.36 |
+0.02 |
1 |
27,305 |
+1 |
| Jun06 |
040719 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.02 |
160 |
13,072 |
+129 |
| Total Volume and Open Interest |
2,730 |
363,901 |
-127 |
| German Euro-Bund(EUREX) |
| Sep04 |
040719 |
114.36 |
114.42 |
114.20 |
114.36 |
+0.04 |
782,272 |
1,097,124 |
+51,312 |
| Dec04 |
040719 |
113.35 |
113.41 |
113.26 |
113.41 |
+0.05 |
452 |
17,652 |
-9 |
| Mar05 |
040719 |
112.86 |
112.86 |
112.86 |
112.86 |
+0.04 |
927 |
0 |
+0 |
| Total Volume and Open Interest |
783,651 |
1,114,776 |
+51,303 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040719 |
111.17 |
111.18 |
111.04 |
111.15 |
+0.01 |
533,197 |
734,557 |
+32,312 |
| Dec04 |
040719 |
110.13 |
110.23 |
110.13 |
110.23 |
-0.01 |
1,240 |
4,173 |
+840 |
| Mar05 |
040719 |
109.76 |
109.76 |
109.76 |
109.76 |
+0.01 |
1,609 |
0 |
+0 |
| Total Volume and Open Interest |
536,046 |
738,730 |
+33,152 |
| Long Gilt(LIFFE) |
| Sep04 |
040719 |
106~13 |
106~19 |
106~09 |
106~13 |
-0~02 |
47,253 |
207,227 |
-313 |
| Dec04 |
040719 |
106~06 |
106~06 |
106~06 |
106~06 |
-0~02 |
|
|
|
| Total Volume and Open Interest |
47,253 |
207,227 |
-313 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040719 |
95.05 |
95.06 |
95.03 |
95.04 |
-0.01 |
59,540 |
199,319 |
-2,578 |
| Dec04 |
040719 |
94.90 |
94.93 |
94.89 |
94.90 |
-0.01 |
106,065 |
240,964 |
-7,520 |
| Mar05 |
040719 |
94.81 |
94.82 |
94.77 |
94.79 |
-0.02 |
85,061 |
199,482 |
+301 |
| Total Volume and Open Interest |
362,313 |
1,172,623 |
-10,217 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040719 |
97.845 |
97.850 |
97.840 |
97.845 |
unch |
62,467 |
515,475 |
-975 |
| Dec04 |
040719 |
97.740 |
97.745 |
97.715 |
97.730 |
unch |
135,516 |
542,388 |
+8,320 |
| Mar05 |
040719 |
97.570 |
97.575 |
97.540 |
97.560 |
unch |
150,215 |
420,769 |
+21,301 |
| Total Volume and Open Interest |
666,552 |
2,840,305 |
+57,193 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040719 |
94.52 |
94.53 |
94.52 |
94.53 |
+0.03 |
19,241 |
178,944 |
-1,578 |
| Dec04 |
040719 |
94.40 |
94.45 |
94.40 |
94.44 |
+0.07 |
11,447 |
134,743 |
-2,429 |
| Mar05 |
040719 |
94.36 |
94.40 |
94.36 |
94.39 |
+0.07 |
5,477 |
52,219 |
-2,915 |
| Jun05 |
040719 |
94.33 |
94.36 |
94.32 |
94.35 |
+0.07 |
1,980 |
29,424 |
-803 |
| Sep05 |
040719 |
94.32 |
94.32 |
94.30 |
94.32 |
+0.08 |
586 |
19,244 |
-248 |
| Dec05 |
040719 |
94.28 |
94.28 |
94.26 |
94.27 |
+0.08 |
126 |
13,408 |
+138 |
| Mar06 |
040719 |
94.23 |
94.23 |
94.22 |
94.23 |
+0.09 |
56 |
9,656 |
+74 |
| Jun06 |
040719 |
94.17 |
94.18 |
94.17 |
94.18 |
+0.10 |
0 |
6,036 |
+100 |
| Sep06 |
040719 |
94.12 |
94.12 |
94.12 |
94.12 |
+0.08 |
0 |
2,754 |
+0 |
| Dec06 |
040719 |
94.08 |
94.08 |
94.08 |
94.08 |
+0.08 |
0 |
1,695 |
+0 |
| Total Volume and Open Interest |
38,913 |
451,101 |
-7,561 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040719 |
94.38 |
94.39 |
94.35 |
94.38 |
+0.11 |
5,727 |
188,791 |
-6,580 |
| Dec04 |
040719 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
45,304 |
387,066 |
-2,521 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040719 |
94.61 |
94.63 |
94.59 |
94.61 |
+0.08 |
20,851 |
387,066 |
-2,521 |
| Dec04 |
040719 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
20,851 |
387,066 |
-2,521 |
| Gold(CMX) |
| Aug04 |
040719 |
406.2 |
407.2 |
404.8 |
405.8 |
-1.0 |
35,605 |
141,781 |
+2,171 |
| Oct04 |
040719 |
407.8 |
409.0 |
406.6 |
407.1 |
-1.0 |
743 |
10,745 |
+13 |
| Dec04 |
040719 |
409.0 |
410.0 |
407.5 |
408.5 |
-1.0 |
6,927 |
61,635 |
+5,062 |
| Feb05 |
040719 |
410.2 |
410.5 |
410.1 |
410.1 |
-1.0 |
417 |
6,613 |
+208 |
| Apr05 |
040719 |
411.7 |
411.7 |
411.7 |
411.7 |
-1.0 |
1 |
4,882 |
-1 |
| Jun05 |
040719 |
414.0 |
414.5 |
413.5 |
413.5 |
-1.0 |
35 |
13,558 |
-17 |
| Aug05 |
040719 |
415.5 |
415.5 |
415.5 |
415.5 |
-1.0 |
0 |
2,290 |
+0 |
| Oct05 |
040719 |
417.5 |
417.5 |
417.5 |
417.5 |
-1.0 |
0 |
281 |
+0 |
| Dec05 |
040719 |
419.6 |
419.6 |
419.6 |
419.6 |
-1.0 |
28 |
6,389 |
+1 |
| Feb06 |
040719 |
422.0 |
422.0 |
422.0 |
422.0 |
-1.0 |
0 |
843 |
+0 |
| Apr06 |
040719 |
424.4 |
424.4 |
424.4 |
424.4 |
-1.0 |
0 |
485 |
+0 |
| Jun06 |
040719 |
426.8 |
426.8 |
426.8 |
426.8 |
-1.0 |
0 |
7,535 |
+0 |
| Total Volume and Open Interest |
43,758 |
263,574 |
+7,339 |
| Silver(CMX) |
| Jul04 |
040719 |
669.0 |
669.0 |
658.7 |
658.7 |
-12.5 |
17 |
99 |
-43 |
| Sep04 |
040719 |
671.0 |
678.0 |
656.5 |
660.0 |
-12.5 |
10,331 |
58,756 |
+698 |
| Dec04 |
040719 |
674.5 |
680.0 |
660.0 |
663.2 |
-12.5 |
2,055 |
20,515 |
+330 |
| Mar05 |
040719 |
680.0 |
680.0 |
666.1 |
666.1 |
-12.5 |
12 |
5,051 |
-3 |
| May05 |
040719 |
667.8 |
667.8 |
667.8 |
667.8 |
-12.5 |
2 |
1,110 |
+1 |
| Jul05 |
040719 |
669.5 |
669.5 |
669.5 |
669.5 |
-12.5 |
127 |
2,017 |
+8 |
| Sep05 |
040719 |
671.2 |
671.2 |
671.2 |
671.2 |
-12.5 |
0 |
98 |
+0 |
| Total Volume and Open Interest |
12,599 |
92,237 |
+1,025 |
| Platinum(NYM) |
| Jul04 |
040719 |
835.0 |
835.0 |
828.5 |
828.5 |
+5.5 |
0 |
272 |
-8 |
| Oct04 |
040719 |
825.0 |
828.0 |
820.2 |
824.0 |
+3.0 |
789 |
4,801 |
-76 |
| Jan05 |
040719 |
818.0 |
818.0 |
818.0 |
818.0 |
+3.0 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
789 |
5,091 |
-84 |
| Palladium(NYME) |
| Sep04 |
040719 |
228.50 |
228.90 |
225.00 |
227.00 |
-2.55 |
279 |
7,432 |
+108 |
| Dec04 |
040719 |
226.00 |
228.75 |
226.00 |
228.75 |
-2.55 |
3 |
675 |
+0 |
| Mar05 |
040719 |
231.00 |
231.00 |
231.00 |
231.00 |
-2.55 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
282 |
8,108 |
+108 |
| Copper(CMX) |
| Jul04 |
040719 |
130.60 |
130.95 |
130.50 |
130.85 |
-0.50 |
732 |
2,134 |
-285 |
| Sep04 |
040719 |
130.80 |
130.90 |
129.80 |
130.50 |
-0.55 |
8,930 |
45,100 |
+1,254 |
| Dec04 |
040719 |
126.10 |
126.50 |
125.50 |
126.45 |
-0.20 |
406 |
10,544 |
-81 |
| Mar05 |
040719 |
122.45 |
122.45 |
122.45 |
122.45 |
+0.20 |
81 |
1,602 |
-43 |
| May05 |
040719 |
119.75 |
119.75 |
119.75 |
119.75 |
+0.05 |
0 |
392 |
+0 |
| Total Volume and Open Interest |
11,071 |
68,835 |
+750 |
| DJIA Index(CBOT) |
| Sep04 |
040719 |
10145 |
10150 |
10048 |
10072 |
-65 |
6,757 |
41,891 |
-1,633 |
| Dec04 |
040719 |
10110 |
10120 |
10050 |
10066 |
-67 |
3 |
143 |
+0 |
| Mar05 |
040719 |
10071 |
10071 |
10071 |
10071 |
-67 |
|
|
|
| Total Volume and Open Interest |
6,760 |
42,034 |
-1,633 |
| S & P 500(CME) |
| Sep04 |
040719 |
1103.30 |
1105.30 |
1095.50 |
1098.70 |
-4.10 |
35,455 |
579,705 |
-2,256 |
| Dec04 |
040719 |
1098.70 |
1098.70 |
1098.70 |
1098.70 |
-4.20 |
1,023 |
7,092 |
-69 |
| Mar05 |
040719 |
1099.90 |
1099.90 |
1099.90 |
1099.90 |
-4.20 |
0 |
465 |
+0 |
| Jun05 |
040719 |
1103.00 |
1103.00 |
1103.00 |
1103.00 |
-4.20 |
0 |
268 |
+0 |
| Total Volume and Open Interest |
36,478 |
587,574 |
-2,325 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040719 |
1103.00 |
1106.00 |
1095.50 |
1098.75 |
-4.00 |
655,474 |
600,265 |
+19,155 |
| Dec04 |
040719 |
1103.25 |
1105.50 |
1096.25 |
1098.75 |
-4.25 |
178 |
8,585 |
+19 |
| Total Volume and Open Interest |
655,652 |
608,850 |
+19,174 |
| NASDAQ 100(CME) |
| Sep04 |
040719 |
1401.50 |
1410.00 |
1389.00 |
1395.00 |
-2.50 |
12,795 |
68,603 |
+40 |
| Dec04 |
040719 |
1400.50 |
1400.50 |
1396.00 |
1399.50 |
-2.50 |
170 |
999 |
+69 |
| Mar05 |
040719 |
1403.00 |
1404.00 |
1403.00 |
1404.00 |
-2.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,965 |
69,603 |
+109 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040719 |
1398.0 |
1409.5 |
1389.5 |
1395.0 |
-2.5 |
362,050 |
212,304 |
+2,200 |
| Dec04 |
040719 |
1406.0 |
1412.5 |
1397.5 |
1399.5 |
-2.5 |
333 |
1,325 |
+173 |
| Total Volume and Open Interest |
362,383 |
213,629 |
+2,373 |
| S & P Midcap 400(CME) |
| Sep04 |
040719 |
585.50 |
585.50 |
581.75 |
583.75 |
-1.00 |
837 |
14,117 |
-19 |
| Dec04 |
040719 |
583.50 |
583.50 |
583.50 |
583.50 |
-1.00 |
|
|
|
| Mar05 |
040719 |
583.50 |
583.50 |
583.50 |
583.50 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
837 |
14,117 |
-19 |
| Russell 2000(CME) |
| Sep04 |
040719 |
556.00 |
556.50 |
549.50 |
554.10 |
-0.25 |
1,458 |
25,104 |
-13 |
| Dec04 |
040719 |
554.10 |
554.10 |
554.10 |
554.10 |
-0.25 |
|
|
|
| Mar05 |
040719 |
554.10 |
554.10 |
554.10 |
554.10 |
-0.25 |
|
|
|
| Total Volume and Open Interest |
1,458 |
25,104 |
-13 |
| Value Line(KCBT) |
| Sep04 |
040719 |
1546.00 |
1546.50 |
1546.00 |
1546.50 |
-0.50 |
8 |
63 |
-1 |
| Total Volume and Open Interest |
8 |
63 |
-1 |
| Nikkei 225(CME) |
| Sep04 |
040719 |
11375 |
11400 |
11255 |
11310 |
-15 |
2,280 |
31,339 |
+131 |
| Dec04 |
040719 |
11310 |
11310 |
11310 |
11310 |
-15 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
2,280 |
31,436 |
+131 |
| Nikkei 225(SIMEX) |
| Sep04 |
040716 |
11325 |
11475 |
11235 |
11410 |
+15 |
22,614 |
142,671 |
+143 |
| Dec04 |
040716 |
11375 |
11375 |
11375 |
11375 |
+15 |
|
|
|
| Mar05 |
040716 |
11370 |
11370 |
11370 |
11370 |
+15 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22,614 |
142,673 |
+143 |
| CAC 40(MATIF) |
| Jul04 |
040719 |
3613.0 |
3617.0 |
3583.5 |
3597.0 |
-13.5 |
41,825 |
339,062 |
-3,640 |
| Aug04 |
040719 |
3613.0 |
3619.0 |
3594.0 |
3602.5 |
-13.5 |
508 |
1,707 |
+360 |
| Sep04 |
040719 |
3615.5 |
3622.5 |
3600.0 |
3608.5 |
-14.0 |
196 |
93,606 |
+158 |
| Total Volume and Open Interest |
52,043 |
446,670 |
-3,122 |
| DAX Index(EUREX) |
| Sep04 |
040719 |
3848.0 |
3859.5 |
3811.0 |
3814.0 |
-33.5 |
91,365 |
150,841 |
+3,427 |
| Dec04 |
040719 |
3870.0 |
3878.5 |
3835.0 |
3835.0 |
-33.5 |
337 |
4,766 |
+164 |
| Mar05 |
040719 |
3894.5 |
3894.5 |
3854.5 |
3856.5 |
-34.0 |
90 |
882 |
+67 |
| Total Volume and Open Interest |
91,792 |
156,489 |
+3,658 |
| FT-SE 100(LIFFE) |
| Sep04 |
040719 |
4340.00 |
4346.00 |
4303.00 |
4321.00 |
-17.00 |
55,086 |
434,425 |
+2,846 |
| Dec04 |
040719 |
4370.50 |
4370.50 |
4351.00 |
4351.00 |
-17.00 |
0 |
30,842 |
+0 |
| Mar05 |
040719 |
4357.00 |
4357.00 |
4357.00 |
4357.00 |
-16.50 |
100 |
4,059 |
-45 |
| Total Volume and Open Interest |
55,186 |
470,576 |
+2,801 |
| SPI 200(SFE) |
| Sep04 |
040719 |
3527.0 |
3538.0 |
3524.0 |
3531.0 |
-1.0 |
8,117 |
152,391 |
-2,870 |
| Dec04 |
040719 |
3548.0 |
3548.0 |
3543.0 |
3543.0 |
-1.0 |
219 |
4,757 |
-2 |
| Mar05 |
040719 |
3553.0 |
3553.0 |
3553.0 |
3553.0 |
-2.0 |
223 |
1,647 |
+220 |
| Total Volume and Open Interest |
8,704 |
160,688 |
-2,536 |
| GSCI(CME) |
| Aug04 |
040719 |
299.20 |
300.50 |
299.20 |
300.30 |
+0.30 |
132 |
15,999 |
+35 |
| Sep04 |
040719 |
298.10 |
298.10 |
298.10 |
298.10 |
+0.10 |
|
|
|
| Oct04 |
040719 |
297.00 |
297.00 |
297.00 |
297.00 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
219 |
17,172 |
|
| Reuters CRB Index(NYBOT) |
| Aug04 |
040719 |
271.50 |
273.25 |
271.50 |
272.75 |
+1.25 |
11 |
246 |
-8 |
| Nov04 |
040719 |
272.75 |
274.25 |
272.75 |
274.25 |
+1.75 |
0 |
117 |
+0 |
| Jan05 |
040719 |
273.75 |
273.75 |
273.75 |
273.75 |
+2.25 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
11 |
414 |
-8 |
|
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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