|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue July 27, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug04 |
040727 |
676.00 |
686.00 |
660.00 |
665.50 |
-3.50 |
14,467 |
19,524 |
-3,142 |
Sep04 |
040727 |
616.00 |
621.00 |
598.00 |
609.00 |
-1.75 |
5,283 |
13,862 |
+241 |
Nov04 |
040727 |
600.00 |
607.00 |
586.00 |
597.00 |
unch |
35,898 |
107,181 |
+356 |
Jan05 |
040727 |
606.00 |
612.00 |
594.00 |
603.00 |
-1.00 |
1,741 |
10,295 |
+435 |
Mar05 |
040727 |
612.00 |
619.00 |
601.00 |
611.00 |
-1.00 |
895 |
5,933 |
+204 |
May05 |
040727 |
620.00 |
620.00 |
607.00 |
613.50 |
+0.50 |
310 |
5,438 |
+10 |
Jul05 |
040727 |
622.00 |
622.00 |
608.00 |
614.00 |
-1.00 |
88 |
2,059 |
+20 |
Total Volume and Open Interest |
58,822 |
165,724 |
-1,819 |
Soybean Meal(CBOT) |
Aug04 |
040727 |
214.50 |
221.00 |
205.00 |
212.70 |
+0.90 |
9,184 |
15,596 |
-1,555 |
Sep04 |
040727 |
202.00 |
208.00 |
195.00 |
200.00 |
+0.70 |
8,330 |
20,295 |
+593 |
Oct04 |
040727 |
189.00 |
191.00 |
183.00 |
186.20 |
+0.10 |
3,145 |
18,968 |
+405 |
Dec04 |
040727 |
188.00 |
190.00 |
180.50 |
184.80 |
-0.70 |
12,051 |
46,653 |
+998 |
Jan05 |
040727 |
188.50 |
190.00 |
181.50 |
185.30 |
-1.00 |
1,059 |
8,184 |
+250 |
Mar05 |
040727 |
190.00 |
192.50 |
184.00 |
188.50 |
+0.50 |
1,457 |
7,007 |
+202 |
May05 |
040727 |
192.50 |
195.00 |
186.00 |
188.80 |
-1.50 |
1,219 |
6,238 |
+310 |
Jul05 |
040727 |
195.50 |
196.50 |
190.00 |
192.50 |
-1.00 |
505 |
4,794 |
+268 |
Total Volume and Open Interest |
37,384 |
132,205 |
+1,632 |
Soybean Oil(CBOT) |
Aug04 |
040727 |
24.65 |
24.75 |
24.15 |
24.24 |
-0.25 |
5,433 |
15,151 |
+433 |
Sep04 |
040727 |
23.80 |
23.86 |
23.46 |
23.58 |
-0.10 |
5,173 |
16,816 |
+443 |
Oct04 |
040727 |
23.12 |
23.12 |
22.70 |
22.89 |
-0.09 |
1,963 |
14,915 |
+336 |
Dec04 |
040727 |
22.40 |
22.40 |
22.00 |
22.17 |
-0.09 |
8,526 |
60,281 |
+1,532 |
Jan05 |
040727 |
22.25 |
22.25 |
21.98 |
22.11 |
-0.01 |
1,264 |
9,453 |
+740 |
Mar05 |
040727 |
22.15 |
22.23 |
21.98 |
22.10 |
-0.05 |
1,255 |
7,873 |
+411 |
May05 |
040727 |
22.15 |
22.19 |
22.00 |
22.10 |
-0.05 |
344 |
5,834 |
+57 |
Jul05 |
040727 |
22.06 |
22.15 |
22.00 |
22.03 |
-0.03 |
280 |
4,143 |
+78 |
Total Volume and Open Interest |
24,682 |
138,401 |
+4,313 |
Canola(WCE) |
Sep04 |
040727 |
333.5 |
333.5 |
333.5 |
333.5 |
+10.0 |
0 |
313 |
-16 |
Nov04 |
040727 |
329.7 |
337.5 |
329.5 |
337.4 |
+8.4 |
2,888 |
43,890 |
-612 |
Jan05 |
040727 |
342.3 |
342.3 |
342.3 |
342.3 |
+8.3 |
126 |
2,391 |
+56 |
Mar05 |
040727 |
342.0 |
347.0 |
342.0 |
347.0 |
+8.0 |
941 |
3,319 |
+661 |
May05 |
040727 |
350.5 |
350.5 |
350.5 |
350.5 |
+8.5 |
0 |
325 |
+0 |
Total Volume and Open Interest |
3,955 |
51,226 |
+89 |
Corn(CBOT) |
Sep04 |
040727 |
223.00 |
224.00 |
220.75 |
222.25 |
-1.00 |
16,324 |
150,598 |
-832 |
Dec04 |
040727 |
231.50 |
232.25 |
229.00 |
230.75 |
-1.00 |
40,137 |
308,037 |
+1,285 |
Mar05 |
040727 |
239.25 |
240.75 |
237.75 |
239.25 |
-0.50 |
3,832 |
59,058 |
+359 |
May05 |
040727 |
247.00 |
247.00 |
244.25 |
245.25 |
-1.00 |
707 |
21,607 |
+196 |
Jul05 |
040727 |
252.00 |
252.00 |
248.75 |
250.00 |
-1.25 |
1,376 |
18,295 |
+200 |
Sep05 |
040727 |
252.00 |
252.00 |
250.25 |
251.00 |
-0.75 |
414 |
4,293 |
+316 |
Total Volume and Open Interest |
63,434 |
574,387 |
+1,525 |
Wheat(CBOT) |
Sep04 |
040727 |
322.50 |
324.00 |
319.50 |
321.25 |
-2.50 |
12,884 |
88,274 |
-1,471 |
Dec04 |
040727 |
337.00 |
337.50 |
333.50 |
335.00 |
-2.50 |
6,907 |
51,611 |
+1,172 |
Mar05 |
040727 |
346.50 |
347.50 |
345.00 |
346.50 |
-2.75 |
937 |
11,649 |
+156 |
May05 |
040727 |
353.00 |
353.00 |
350.00 |
351.00 |
-1.00 |
12 |
717 |
-2 |
Jul05 |
040727 |
353.50 |
354.00 |
351.00 |
353.00 |
-1.00 |
152 |
2,379 |
+24 |
Total Volume and Open Interest |
20,902 |
154,678 |
-125 |
Wheat(KCBT) |
Sep04 |
040727 |
350.50 |
352.50 |
349.50 |
350.25 |
-2.25 |
5,884 |
36,262 |
-328 |
Dec04 |
040727 |
362.50 |
364.00 |
360.75 |
361.00 |
-3.50 |
4,335 |
27,734 |
+291 |
Mar05 |
040727 |
372.50 |
372.50 |
370.00 |
370.75 |
-2.75 |
1,020 |
6,870 |
+730 |
May05 |
040727 |
373.00 |
373.00 |
373.00 |
373.00 |
-2.00 |
233 |
1,010 |
+230 |
Jul05 |
040727 |
371.00 |
372.50 |
371.00 |
372.00 |
-2.00 |
72 |
548 |
+3 |
Total Volume and Open Interest |
11,545 |
72,440 |
+927 |
Wheat(MGE) |
Sep04 |
040727 |
372.00 |
373.00 |
369.75 |
370.00 |
-2.75 |
1,941 |
13,516 |
-46 |
Dec04 |
040727 |
378.50 |
380.25 |
376.50 |
377.00 |
-3.00 |
1,512 |
13,838 |
+214 |
Mar05 |
040727 |
386.50 |
386.50 |
384.00 |
384.25 |
-2.75 |
183 |
3,084 |
+94 |
May05 |
040727 |
388.00 |
388.00 |
388.00 |
388.00 |
-2.50 |
96 |
609 |
+50 |
Jul05 |
040727 |
390.00 |
390.00 |
388.00 |
388.00 |
-3.00 |
0 |
58 |
+0 |
Total Volume and Open Interest |
3,732 |
31,120 |
+312 |
Oats(CBOT) |
Sep04 |
040727 |
129.25 |
129.25 |
127.00 |
127.75 |
-0.50 |
377 |
2,656 |
-120 |
Dec04 |
040727 |
136.75 |
137.00 |
134.00 |
135.75 |
-0.50 |
893 |
6,725 |
+91 |
Mar05 |
040727 |
143.00 |
143.00 |
143.00 |
143.00 |
-1.75 |
0 |
697 |
+0 |
May05 |
040727 |
148.50 |
148.50 |
148.50 |
148.50 |
-1.00 |
0 |
82 |
+0 |
Total Volume and Open Interest |
1,270 |
10,180 |
-29 |
Rough Rice(CBOT) |
Sep04 |
040727 |
7.22 |
7.32 |
7.15 |
7.18 |
+0.03 |
259 |
1,114 |
+31 |
Nov04 |
040727 |
7.18 |
7.32 |
7.16 |
7.17 |
+0.02 |
182 |
1,790 |
+15 |
Jan05 |
040727 |
7.40 |
7.40 |
7.40 |
7.40 |
+0.02 |
22 |
526 |
+16 |
Mar05 |
040727 |
7.59 |
7.59 |
7.59 |
7.59 |
unch |
39 |
287 |
+11 |
Total Volume and Open Interest |
502 |
3,729 |
+72 |
Live Cattle(CME) |
Aug04 |
040727 |
87.700 |
88.700 |
87.200 |
88.475 |
+0.800 |
4,704 |
23,993 |
-1,045 |
Oct04 |
040727 |
90.675 |
91.725 |
90.075 |
90.950 |
+0.225 |
8,188 |
63,571 |
+2,416 |
Dec04 |
040727 |
90.850 |
91.950 |
90.500 |
91.450 |
+0.600 |
2,380 |
15,146 |
-45 |
Feb05 |
040727 |
91.325 |
91.850 |
90.850 |
91.500 |
+0.175 |
842 |
10,277 |
+54 |
Apr05 |
040727 |
88.800 |
89.150 |
88.250 |
88.600 |
-0.200 |
310 |
3,485 |
-9 |
Jun05 |
040727 |
83.450 |
83.900 |
83.150 |
83.300 |
-0.100 |
59 |
1,124 |
+6 |
Total Volume and Open Interest |
16,493 |
117,690 |
+1,377 |
Feeder Cattle(CME) |
Aug04 |
040727 |
115.200 |
115.900 |
114.525 |
115.425 |
+0.125 |
1,244 |
7,023 |
-195 |
Sep04 |
040727 |
114.900 |
115.500 |
114.300 |
115.325 |
+0.425 |
728 |
5,394 |
-37 |
Oct04 |
040727 |
113.600 |
114.450 |
113.250 |
114.275 |
+0.475 |
604 |
4,569 |
+67 |
Nov04 |
040727 |
109.800 |
110.850 |
109.750 |
110.675 |
+0.550 |
214 |
1,693 |
-6 |
Jan05 |
040727 |
106.000 |
106.850 |
105.750 |
106.000 |
+0.050 |
92 |
920 |
+37 |
Mar05 |
040727 |
101.750 |
101.900 |
101.500 |
101.800 |
+0.300 |
26 |
247 |
+17 |
Apr05 |
040727 |
100.800 |
100.800 |
100.800 |
100.800 |
+0.400 |
6 |
92 |
+2 |
Total Volume and Open Interest |
2,921 |
19,961 |
-115 |
Lean Hogs(CME) |
Aug04 |
040727 |
76.450 |
76.850 |
76.025 |
76.800 |
+0.275 |
5,891 |
17,031 |
-1,614 |
Oct04 |
040727 |
67.550 |
69.475 |
67.350 |
69.275 |
+1.800 |
6,573 |
44,199 |
+2,302 |
Dec04 |
040727 |
62.700 |
64.100 |
62.700 |
64.025 |
+1.275 |
2,190 |
14,482 |
+702 |
Feb05 |
040727 |
61.400 |
61.750 |
61.200 |
61.725 |
+0.150 |
301 |
2,656 |
+161 |
Apr05 |
040727 |
61.250 |
61.400 |
60.800 |
61.225 |
+0.025 |
76 |
1,068 |
+31 |
May05 |
040727 |
62.325 |
62.475 |
62.200 |
62.475 |
unch |
11 |
194 |
+8 |
Jun05 |
040727 |
65.075 |
65.200 |
64.900 |
64.900 |
-0.150 |
35 |
263 |
+13 |
Jul05 |
040727 |
62.200 |
62.250 |
62.100 |
62.100 |
-0.050 |
12 |
70 |
+7 |
Total Volume and Open Interest |
15,092 |
79,970 |
+1,613 |
Pork Bellies(CME) |
Aug04 |
040727 |
108.250 |
108.250 |
106.200 |
106.325 |
-2.500 |
670 |
1,730 |
-143 |
Feb05 |
040727 |
93.750 |
93.900 |
93.250 |
93.300 |
-1.350 |
35 |
218 |
+2 |
Mar05 |
040727 |
92.500 |
92.500 |
92.500 |
92.500 |
-0.550 |
2 |
3 |
+0 |
May05 |
040727 |
94.250 |
94.250 |
94.250 |
94.250 |
-0.500 |
0 |
1 |
+0 |
Total Volume and Open Interest |
852 |
2,013 |
-233 |
Class III Milk(CME) |
Jul04 |
040727 |
14.84 |
14.85 |
14.82 |
14.84 |
unch |
48 |
5,522 |
+0 |
Aug04 |
040727 |
14.35 |
14.36 |
14.00 |
14.20 |
-0.15 |
144 |
5,284 |
-6 |
Sep04 |
040727 |
15.60 |
15.90 |
15.40 |
15.56 |
-0.04 |
261 |
5,232 |
+64 |
Oct04 |
040727 |
14.40 |
14.65 |
14.25 |
14.41 |
+0.06 |
70 |
3,234 |
-29 |
Nov04 |
040727 |
13.09 |
13.25 |
12.90 |
13.11 |
+0.02 |
52 |
2,240 |
+33 |
Total Volume and Open Interest |
646 |
26,384 |
+72 |
Cocoa(NYBOT) |
Sep04 |
040727 |
1606 |
1616 |
1580 |
1604 |
+10 |
3,639 |
37,217 |
+137 |
Dec04 |
040727 |
1620 |
1630 |
1597 |
1618 |
+9 |
1,693 |
19,051 |
+101 |
Mar05 |
040727 |
1639 |
1647 |
1628 |
1640 |
+9 |
198 |
11,154 |
+67 |
May05 |
040727 |
1660 |
1660 |
1652 |
1652 |
+9 |
154 |
11,567 |
+7 |
Jul05 |
040727 |
1655 |
1667 |
1651 |
1667 |
+9 |
15 |
11,339 |
-49 |
Sep05 |
040727 |
1682 |
1682 |
1682 |
1682 |
+9 |
16 |
4,811 |
+16 |
Dec05 |
040727 |
1693 |
1693 |
1693 |
1693 |
+9 |
519 |
3,903 |
+368 |
Total Volume and Open Interest |
6,264 |
102,906 |
+677 |
Coffee "C"(NYBOT) |
Sep04 |
040727 |
68.40 |
68.40 |
67.80 |
67.95 |
-0.70 |
9,728 |
57,904 |
-510 |
Dec04 |
040727 |
71.60 |
71.70 |
71.20 |
71.25 |
-0.75 |
3,683 |
21,732 |
+597 |
Mar05 |
040727 |
74.75 |
74.80 |
74.20 |
74.35 |
-0.70 |
739 |
6,639 |
+45 |
May05 |
040727 |
76.10 |
76.25 |
76.00 |
76.00 |
-0.70 |
51 |
1,738 |
+21 |
Jul05 |
040727 |
77.90 |
77.95 |
77.50 |
77.55 |
-0.70 |
62 |
1,203 |
+27 |
Sep05 |
040727 |
78.95 |
78.95 |
78.95 |
78.95 |
-0.70 |
3 |
355 |
+3 |
Total Volume and Open Interest |
14,281 |
89,818 |
+184 |
Orange Juice(NYBOT) |
Sep04 |
040727 |
66.25 |
67.25 |
61.00 |
61.15 |
-4.85 |
7,578 |
18,121 |
-1,531 |
Nov04 |
040727 |
66.50 |
67.10 |
61.50 |
61.60 |
-4.80 |
3,704 |
10,852 |
-550 |
Jan05 |
040727 |
68.70 |
69.25 |
64.00 |
64.30 |
-3.95 |
421 |
1,997 |
+59 |
Mar05 |
040727 |
70.65 |
71.25 |
66.20 |
66.20 |
-4.80 |
480 |
4,610 |
+211 |
May05 |
040727 |
73.45 |
73.45 |
69.10 |
69.95 |
-4.05 |
60 |
2,994 |
+22 |
Total Volume and Open Interest |
12,252 |
38,717 |
-1,780 |
Sugar #11(NYBOT) |
Oct04 |
040727 |
8.24 |
8.26 |
8.15 |
8.20 |
+0.01 |
24,356 |
206,159 |
+163 |
Mar05 |
040727 |
8.71 |
8.75 |
8.65 |
8.70 |
+0.01 |
9,052 |
49,276 |
+1,014 |
May05 |
040727 |
8.57 |
8.61 |
8.52 |
8.55 |
-0.02 |
3,323 |
18,691 |
+250 |
Jul05 |
040727 |
8.35 |
8.40 |
8.31 |
8.32 |
-0.05 |
1,752 |
12,922 |
+542 |
Oct05 |
040727 |
8.23 |
8.27 |
8.18 |
8.19 |
-0.06 |
786 |
12,858 |
+282 |
Total Volume and Open Interest |
39,750 |
305,504 |
+2,363 |
London Cocoa(LCE) |
Jul04 |
040715 |
817 |
821 |
813 |
819 |
+2 |
402 |
112 |
-283 |
Sep04 |
040727 |
905 |
925 |
904 |
913 |
+6 |
1,196 |
49,183 |
-166 |
Dec04 |
040727 |
925 |
949 |
925 |
936 |
+6 |
1,576 |
50,727 |
+5 |
Mar05 |
040727 |
946 |
970 |
946 |
957 |
+6 |
482 |
28,196 |
+26 |
May05 |
040727 |
961 |
973 |
961 |
970 |
+5 |
30 |
14,226 |
+1 |
Jul05 |
040727 |
977 |
990 |
977 |
984 |
+5 |
36 |
12,078 |
+9 |
Sep05 |
040727 |
996 |
1007 |
989 |
998 |
+5 |
232 |
10,289 |
+173 |
Total Volume and Open Interest |
3,623 |
174,330 |
+106 |
London Coffee(LCE) |
Jul04 |
040727 |
664.00 |
665.00 |
657.00 |
665.00 |
+1.00 |
193 |
1,571 |
+1 |
Sep04 |
040727 |
675.00 |
680.00 |
664.00 |
672.00 |
-7.00 |
3,514 |
65,670 |
-94 |
Nov04 |
040727 |
694.00 |
695.00 |
680.00 |
688.00 |
-6.00 |
2,260 |
35,885 |
+411 |
Jan05 |
040727 |
707.00 |
707.00 |
695.00 |
702.00 |
-7.00 |
1,599 |
27,346 |
-65 |
Mar05 |
040727 |
709.00 |
718.00 |
709.00 |
717.00 |
-7.00 |
200 |
15,018 |
-18 |
May05 |
040727 |
731.00 |
733.00 |
731.00 |
732.00 |
-7.00 |
1,237 |
13,147 |
+478 |
Total Volume and Open Interest |
10,455 |
163,005 |
+2,087 |
London Sugar(LCE) |
Aug04 |
040716 |
244.50 |
248.90 |
244.00 |
248.90 |
+4.90 |
896 |
2,854 |
-394 |
Oct04 |
040727 |
248.40 |
249.50 |
247.20 |
248.00 |
unch |
1,941 |
24,866 |
+23 |
Dec04 |
040727 |
252.00 |
253.00 |
251.50 |
251.90 |
+0.90 |
218 |
5,905 |
+86 |
Mar05 |
040727 |
259.00 |
259.50 |
258.00 |
258.30 |
+0.30 |
162 |
9,679 |
-16 |
May05 |
040727 |
257.70 |
258.50 |
256.80 |
257.50 |
+0.70 |
306 |
4,574 |
-47 |
Total Volume and Open Interest |
3,191 |
53,126 |
+65 |
Cotton(NYBOT) |
Oct04 |
040727 |
44.50 |
44.50 |
43.50 |
43.94 |
-0.37 |
587 |
3,611 |
-25 |
Dec04 |
040727 |
45.50 |
45.50 |
44.40 |
44.52 |
-0.52 |
6,949 |
55,895 |
+283 |
Mar05 |
040727 |
47.00 |
47.00 |
45.85 |
45.99 |
-0.81 |
1,141 |
12,912 |
+146 |
May05 |
040727 |
48.00 |
48.00 |
47.05 |
47.05 |
-0.85 |
393 |
2,721 |
+188 |
Jul05 |
040727 |
49.08 |
49.08 |
48.05 |
48.10 |
-0.90 |
493 |
2,048 |
+161 |
Oct05 |
040727 |
50.60 |
50.60 |
50.60 |
50.60 |
unch |
0 |
25 |
+0 |
Total Volume and Open Interest |
9,711 |
78,902 |
+849 |
Lumber(CME) |
Sep04 |
040727 |
422.0 |
426.0 |
417.0 |
423.6 |
+4.7 |
528 |
4,191 |
+150 |
Nov04 |
040727 |
378.7 |
381.5 |
373.0 |
377.2 |
-0.7 |
204 |
1,379 |
+49 |
Jan05 |
040727 |
366.4 |
367.4 |
361.9 |
365.5 |
-0.5 |
11 |
291 |
+6 |
Mar05 |
040727 |
370.7 |
370.7 |
370.7 |
370.7 |
-0.2 |
3 |
41 |
+1 |
Total Volume and Open Interest |
746 |
5,902 |
+206 |
Crude Oil(NYM) |
Sep04 |
040727 |
41.67 |
42.22 |
41.65 |
41.84 |
+0.40 |
59,193 |
228,299 |
-4,158 |
Oct04 |
040727 |
41.20 |
41.60 |
41.15 |
41.26 |
+0.29 |
19,935 |
68,940 |
+1,584 |
Nov04 |
040727 |
40.90 |
41.20 |
40.84 |
40.84 |
+0.26 |
4,943 |
37,388 |
-184 |
Dec04 |
040727 |
40.40 |
40.70 |
40.35 |
40.41 |
+0.24 |
7,875 |
64,459 |
-38 |
Jan05 |
040727 |
40.00 |
40.10 |
39.91 |
39.91 |
+0.23 |
1,859 |
24,225 |
+198 |
Feb05 |
040727 |
39.80 |
39.80 |
39.48 |
39.48 |
+0.23 |
471 |
15,844 |
-37 |
Mar05 |
040727 |
39.20 |
39.20 |
39.08 |
39.08 |
+0.23 |
533 |
16,311 |
-31 |
Apr05 |
040727 |
38.85 |
38.90 |
38.71 |
38.71 |
+0.23 |
216 |
12,359 |
+14 |
May05 |
040727 |
38.50 |
38.51 |
38.35 |
38.35 |
+0.23 |
108 |
6,710 |
+100 |
Jun05 |
040727 |
38.20 |
38.20 |
38.02 |
38.02 |
+0.24 |
1,056 |
22,566 |
-52 |
Jul05 |
040727 |
37.73 |
37.73 |
37.73 |
37.73 |
+0.24 |
44 |
6,355 |
-32 |
Aug05 |
040727 |
37.48 |
37.48 |
37.48 |
37.48 |
+0.24 |
44 |
6,290 |
+0 |
Sep05 |
040727 |
37.26 |
37.26 |
37.26 |
37.26 |
+0.24 |
55 |
9,201 |
+0 |
Oct05 |
040727 |
37.07 |
37.07 |
37.07 |
37.07 |
+0.24 |
0 |
3,773 |
+0 |
Nov05 |
040727 |
36.88 |
36.88 |
36.88 |
36.88 |
+0.24 |
0 |
4,439 |
+0 |
Dec05 |
040727 |
36.80 |
36.90 |
36.71 |
36.71 |
+0.24 |
3,790 |
45,789 |
-708 |
Total Volume and Open Interest |
102,430 |
680,186 |
-3,313 |
Heating Oil(NYM) |
Aug04 |
040727 |
112.20 |
113.30 |
112.00 |
112.24 |
+0.91 |
18,380 |
17,745 |
-4,579 |
Sep04 |
040727 |
113.20 |
114.30 |
113.00 |
113.26 |
+0.93 |
20,608 |
66,875 |
+3,963 |
Oct04 |
040727 |
114.20 |
114.80 |
114.00 |
114.16 |
+0.93 |
3,450 |
18,758 |
+727 |
Nov04 |
040727 |
115.20 |
115.60 |
114.96 |
114.96 |
+0.98 |
925 |
12,997 |
+282 |
Dec04 |
040727 |
116.00 |
116.20 |
115.40 |
115.66 |
+0.98 |
2,198 |
25,040 |
-59 |
Jan05 |
040727 |
116.40 |
116.90 |
115.90 |
116.11 |
+0.98 |
1,196 |
11,357 |
+501 |
Feb05 |
040727 |
115.20 |
115.70 |
114.90 |
114.91 |
+0.98 |
211 |
11,167 |
+42 |
Mar05 |
040727 |
113.50 |
113.50 |
111.76 |
111.76 |
+0.98 |
753 |
10,289 |
+265 |
Apr05 |
040727 |
107.40 |
107.90 |
107.26 |
107.26 |
+0.98 |
232 |
2,703 |
+65 |
May05 |
040727 |
103.60 |
103.60 |
103.16 |
103.16 |
+0.98 |
2 |
2,156 |
+2 |
Jun05 |
040727 |
101.00 |
101.00 |
100.61 |
100.61 |
+0.98 |
505 |
4,607 |
+254 |
Jul05 |
040727 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.98 |
0 |
5,524 |
+0 |
Total Volume and Open Interest |
49,261 |
200,842 |
+1,257 |
Unleaded Gas(NYM) |
Aug04 |
040727 |
125.00 |
125.90 |
124.25 |
124.43 |
-0.24 |
21,092 |
21,598 |
-4,120 |
Sep04 |
040727 |
125.00 |
125.70 |
124.20 |
124.39 |
-0.04 |
19,957 |
58,866 |
+2,767 |
Oct04 |
040727 |
120.20 |
120.40 |
119.30 |
119.57 |
+0.09 |
5,340 |
11,353 |
+1,002 |
Nov04 |
040727 |
116.50 |
116.70 |
116.07 |
116.07 |
+0.22 |
1,059 |
6,455 |
+94 |
Dec04 |
040727 |
113.50 |
114.10 |
113.42 |
113.42 |
+0.32 |
621 |
13,076 |
+232 |
Jan05 |
040727 |
112.87 |
112.87 |
112.87 |
112.87 |
+0.32 |
27 |
5,203 |
+29 |
Feb05 |
040727 |
113.05 |
113.70 |
113.05 |
113.22 |
+0.37 |
25 |
4,315 |
+0 |
Mar05 |
040727 |
113.82 |
113.82 |
113.82 |
113.82 |
+0.37 |
0 |
1,646 |
+0 |
Apr05 |
040727 |
121.05 |
121.05 |
120.47 |
120.47 |
+0.42 |
280 |
7,728 |
+30 |
May05 |
040727 |
120.17 |
120.17 |
120.17 |
120.17 |
+0.42 |
0 |
7,493 |
+0 |
Jun05 |
040727 |
118.87 |
118.87 |
118.87 |
118.87 |
+0.42 |
80 |
2,058 |
+75 |
Jul05 |
040727 |
116.57 |
116.57 |
116.57 |
116.57 |
+0.42 |
0 |
2,095 |
+0 |
Total Volume and Open Interest |
48,481 |
141,886 |
+109 |
Natural Gas(NYM) |
Aug04 |
040727 |
5.990 |
6.025 |
5.965 |
5.989 |
+0.032 |
33,476 |
21,356 |
-4,914 |
Sep04 |
040727 |
6.040 |
6.060 |
6.010 |
6.022 |
+0.026 |
20,881 |
66,564 |
+861 |
Oct04 |
040727 |
6.085 |
6.120 |
6.065 |
6.072 |
+0.021 |
5,685 |
40,457 |
+877 |
Nov04 |
040727 |
6.390 |
6.410 |
6.380 |
6.387 |
+0.021 |
1,753 |
20,335 |
-179 |
Dec04 |
040727 |
6.675 |
6.700 |
6.655 |
6.673 |
+0.019 |
2,324 |
25,553 |
+1 |
Jan05 |
040727 |
6.850 |
6.870 |
6.840 |
6.847 |
+0.018 |
2,997 |
23,214 |
+224 |
Feb05 |
040727 |
6.815 |
6.840 |
6.808 |
6.808 |
+0.021 |
617 |
16,282 |
+84 |
Mar05 |
040727 |
6.680 |
6.695 |
6.665 |
6.669 |
+0.018 |
2,269 |
17,517 |
+26 |
Apr05 |
040727 |
6.035 |
6.035 |
6.019 |
6.019 |
+0.014 |
1,315 |
13,780 |
+379 |
May05 |
040727 |
5.910 |
5.920 |
5.909 |
5.909 |
+0.014 |
741 |
11,724 |
-80 |
Jun05 |
040727 |
5.940 |
5.940 |
5.924 |
5.924 |
+0.017 |
209 |
8,401 |
-2 |
Jul05 |
040727 |
5.955 |
5.960 |
5.953 |
5.953 |
+0.018 |
160 |
11,679 |
+12 |
Aug05 |
040727 |
5.960 |
5.965 |
5.960 |
5.965 |
+0.020 |
179 |
8,396 |
-30 |
Sep05 |
040727 |
5.970 |
5.970 |
5.960 |
5.960 |
+0.020 |
212 |
7,988 |
-13 |
Oct05 |
040727 |
6.000 |
6.000 |
5.979 |
5.979 |
+0.009 |
326 |
7,338 |
+57 |
Nov05 |
040727 |
6.180 |
6.180 |
6.159 |
6.159 |
+0.009 |
17 |
7,020 |
+4 |
Total Volume and Open Interest |
76,882 |
379,624 |
-930 |
Brent Crude Oil(IPE) |
Sep04 |
040727 |
38.15 |
38.73 |
38.15 |
38.54 |
+0.43 |
33,164 |
84,457 |
-2,198 |
Oct04 |
040727 |
37.74 |
38.20 |
37.70 |
37.99 |
+0.35 |
10,584 |
83,837 |
+724 |
Nov04 |
040727 |
37.47 |
37.85 |
37.42 |
37.68 |
+0.32 |
2,397 |
13,532 |
+408 |
Dec04 |
040727 |
37.13 |
37.46 |
37.08 |
37.30 |
+0.30 |
2,058 |
30,250 |
-504 |
Jan05 |
040727 |
36.75 |
36.99 |
36.70 |
36.91 |
+0.30 |
1,345 |
12,753 |
+309 |
Feb05 |
040727 |
36.45 |
36.55 |
36.45 |
36.55 |
+0.30 |
197 |
7,314 |
+115 |
Mar05 |
040727 |
36.10 |
36.34 |
36.05 |
36.22 |
+0.31 |
100 |
11,079 |
+100 |
Apr05 |
040727 |
35.92 |
35.92 |
35.92 |
35.92 |
+0.31 |
0 |
6,306 |
+0 |
May05 |
040727 |
35.46 |
35.65 |
35.46 |
35.65 |
+0.31 |
0 |
1,573 |
+0 |
Jun05 |
040727 |
35.10 |
35.48 |
35.10 |
35.39 |
+0.32 |
125 |
13,919 |
+100 |
Jul05 |
040727 |
35.16 |
35.16 |
35.16 |
35.16 |
+0.30 |
0 |
1,715 |
+0 |
Aug05 |
040727 |
34.97 |
34.97 |
34.97 |
34.97 |
+0.29 |
0 |
100 |
+0 |
Sep05 |
040727 |
34.78 |
34.78 |
34.78 |
34.78 |
+0.28 |
0 |
3,340 |
+0 |
Total Volume and Open Interest |
51,983 |
326,479 |
-46 |
Gas Oil(IPE) |
Aug04 |
040727 |
357.00 |
362.00 |
356.50 |
361.00 |
+3.00 |
10,022 |
48,433 |
-1,560 |
Sep04 |
040727 |
355.25 |
359.75 |
354.75 |
358.50 |
+1.75 |
7,540 |
38,743 |
+196 |
Oct04 |
040727 |
351.75 |
355.00 |
350.50 |
354.00 |
+2.00 |
2,314 |
18,556 |
-596 |
Nov04 |
040727 |
346.00 |
349.50 |
345.00 |
348.50 |
+1.50 |
1,429 |
9,152 |
+862 |
Dec04 |
040727 |
341.00 |
344.00 |
340.00 |
343.00 |
+1.50 |
1,565 |
24,935 |
-500 |
Jan05 |
040727 |
338.00 |
338.00 |
338.00 |
338.00 |
+1.50 |
150 |
6,260 |
+30 |
Feb05 |
040727 |
332.75 |
332.75 |
332.75 |
332.75 |
+1.50 |
275 |
2,653 |
+175 |
Mar05 |
040727 |
323.25 |
325.50 |
323.25 |
325.50 |
+1.75 |
0 |
2,735 |
+0 |
Apr05 |
040727 |
317.25 |
317.25 |
317.25 |
317.25 |
+1.75 |
0 |
900 |
+0 |
May05 |
040727 |
312.25 |
312.25 |
312.25 |
312.25 |
+1.75 |
0 |
850 |
+0 |
Total Volume and Open Interest |
24,053 |
180,466 |
-835 |
US Dollar Index(NYBOT) |
Sep04 |
040727 |
89.25 |
90.06 |
88.92 |
89.98 |
+0.76 |
1,390 |
14,295 |
+240 |
Dec04 |
040727 |
89.23 |
90.21 |
89.23 |
90.21 |
+0.76 |
6 |
2,119 |
+1 |
Mar05 |
040727 |
90.44 |
90.44 |
90.44 |
90.44 |
+0.76 |
0 |
12 |
+0 |
Total Volume and Open Interest |
1,396 |
16,427 |
+241 |
Australian Dollar(CME) |
Sep04 |
040727 |
70.91 |
70.93 |
69.36 |
69.51 |
-1.06 |
1,314 |
32,763 |
+702 |
Dec04 |
040727 |
70.22 |
70.22 |
68.90 |
68.90 |
-1.04 |
1 |
278 |
+20 |
Mar05 |
040727 |
68.35 |
68.35 |
68.35 |
68.35 |
-1.04 |
0 |
31 |
+0 |
Total Volume and Open Interest |
1,315 |
33,132 |
+722 |
British Pound(CME) |
Sep04 |
040727 |
183.28 |
183.28 |
181.20 |
181.37 |
-2.00 |
2,938 |
69,686 |
-188 |
Dec04 |
040727 |
181.90 |
181.90 |
179.93 |
179.93 |
-2.00 |
4 |
426 |
+1 |
Mar05 |
040727 |
178.63 |
178.63 |
178.63 |
178.63 |
-2.00 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,942 |
70,119 |
-187 |
Canadian Dollar(CME) |
Sep04 |
040727 |
75.20 |
75.24 |
74.65 |
74.94 |
-0.13 |
10,737 |
70,262 |
-3,418 |
Dec04 |
040727 |
75.12 |
75.12 |
74.60 |
74.87 |
-0.12 |
130 |
4,556 |
+17 |
Mar05 |
040727 |
75.05 |
75.05 |
74.70 |
74.82 |
-0.10 |
25 |
783 |
+25 |
Jun05 |
040727 |
74.40 |
74.77 |
74.40 |
74.77 |
-0.08 |
6 |
562 |
+1 |
Total Volume and Open Interest |
10,901 |
76,213 |
-3,373 |
Japanese Yen(CME) |
Sep04 |
040727 |
91.22 |
91.23 |
90.11 |
90.23 |
-0.94 |
6,599 |
96,880 |
+443 |
Dec04 |
040727 |
91.35 |
91.35 |
90.68 |
90.68 |
-0.94 |
68 |
10,399 |
-18 |
Mar05 |
040727 |
91.22 |
91.22 |
91.22 |
91.22 |
-0.94 |
0 |
5 |
+0 |
Total Volume and Open Interest |
6,667 |
107,287 |
+425 |
Swiss Franc(CME) |
Sep04 |
040727 |
79.25 |
79.26 |
78.37 |
78.45 |
-0.78 |
5,718 |
39,478 |
-1,526 |
Dec04 |
040727 |
79.48 |
79.48 |
78.66 |
78.70 |
-0.78 |
2 |
139 |
+2 |
Mar05 |
040727 |
78.97 |
78.97 |
78.97 |
78.97 |
-0.78 |
0 |
6 |
+0 |
Total Volume and Open Interest |
5,720 |
39,681 |
-1,524 |
EuroFX(CME) |
Sep04 |
040727 |
121.54 |
121.56 |
120.26 |
120.33 |
-0.98 |
11,991 |
135,942 |
-6,059 |
Dec04 |
040727 |
121.37 |
121.37 |
120.26 |
120.26 |
-0.98 |
44 |
1,289 |
+27 |
Mar05 |
040727 |
120.70 |
120.70 |
120.23 |
120.26 |
-0.98 |
37 |
211 |
+1 |
Total Volume and Open Interest |
12,072 |
137,533 |
-6,031 |
Mexican Peso(CME) |
Sep04 |
040727 |
8645.0 |
8650.0 |
8605.0 |
8632.0 |
-5.0 |
14,827 |
41,673 |
+1,269 |
Dec04 |
040727 |
8485.0 |
8502.0 |
8485.0 |
8502.0 |
-5.0 |
4 |
1,350 |
-4 |
Total Volume and Open Interest |
14,856 |
43,970 |
+1,240 |
30-Year T-Bonds(CBOT) |
Sep04 |
040727 |
108~01 |
108~03 |
106~17 |
106~23 |
-1~15 |
124,880 |
507,329 |
+9,428 |
Dec04 |
040727 |
106~24 |
106~24 |
105~14 |
105~17 |
-1~15 |
796 |
17,910 |
-52 |
Mar05 |
040727 |
105~18 |
105~19 |
104~14 |
104~14 |
-1~15 |
0 |
151 |
+0 |
Total Volume and Open Interest |
125,676 |
525,477 |
+9,376 |
Municipal Bonds(CBOT) |
Sep04 |
040727 |
101~11 |
101~11 |
100~20 |
100~23 |
-0~25 |
68 |
2,552 |
+18 |
Total Volume and Open Interest |
68 |
2,552 |
+18 |
10-Year T-Notes(CBOT) |
Sep04 |
040727 |
110~115 |
110~130 |
109~175 |
109~210 |
-0~265 |
367,891 |
1,331,851 |
+40,877 |
Dec04 |
040727 |
109~030 |
109~045 |
108~120 |
108~140 |
-0~265 |
8,651 |
45,877 |
+3,116 |
Total Volume and Open Interest |
376,587 |
1,377,799 |
+43,949 |
5-Year T-Notes(CBOT) |
Sep04 |
040727 |
109~050 |
109~080 |
108~250 |
108~260 |
-0~160 |
168,544 |
0 |
+0 |
Dec04 |
040727 |
108~075 |
108~075 |
107~270 |
107~270 |
-0~170 |
1,096 |
94,224 |
+1,772 |
Total Volume and Open Interest |
169,640 |
94,224 |
+1,772 |
2 Year T-Notes(CBOT) |
Sep04 |
040727 |
105~048 |
105~052 |
105~032 |
105~036 |
-0~018 |
4,250 |
191,428 |
+364 |
Dec04 |
040727 |
104~085 |
104~085 |
104~085 |
104~085 |
-0~021 |
0 |
400 |
+0 |
Total Volume and Open Interest |
4,250 |
191,828 |
+364 |
Eurodollars(CME) |
Sep04 |
040727 |
98.025 |
98.040 |
98.010 |
98.015 |
-0.025 |
35,841 |
922,839 |
-368 |
Dec04 |
040727 |
97.530 |
97.550 |
97.500 |
97.510 |
-0.050 |
39,007 |
866,988 |
+15,528 |
Mar05 |
040727 |
97.080 |
97.100 |
97.040 |
97.050 |
-0.070 |
62,687 |
817,352 |
+16,311 |
Jun05 |
040727 |
96.680 |
96.705 |
96.625 |
96.640 |
-0.085 |
59,802 |
609,401 |
+11,334 |
Sep05 |
040727 |
96.350 |
96.370 |
96.280 |
96.290 |
-0.100 |
26,796 |
548,359 |
+5,892 |
Dec05 |
040727 |
96.060 |
96.080 |
95.990 |
96.000 |
-0.100 |
25,217 |
462,700 |
-1,366 |
Mar06 |
040727 |
95.860 |
95.875 |
95.780 |
95.790 |
-0.105 |
12,746 |
373,697 |
+3,642 |
Jun06 |
040727 |
95.690 |
95.710 |
95.605 |
95.610 |
-0.115 |
13,641 |
228,961 |
+3,875 |
Sep06 |
040727 |
95.550 |
95.560 |
95.450 |
95.460 |
-0.120 |
9,433 |
197,333 |
+2,429 |
Dec06 |
040727 |
95.390 |
95.410 |
95.300 |
95.305 |
-0.125 |
9,952 |
149,051 |
+1,152 |
Mar07 |
040727 |
95.265 |
95.285 |
95.175 |
95.175 |
-0.130 |
5,480 |
154,235 |
+205 |
Jun07 |
040727 |
95.145 |
95.160 |
95.045 |
95.055 |
-0.130 |
8,051 |
114,659 |
+885 |
Total Volume and Open Interest |
325,545 |
6,033,134 |
+63,795 |
3-Mth Euro-Yen(CME) |
Sep04 |
040727 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
6,697 |
-300 |
Dec04 |
040727 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
66 |
6,996 |
+0 |
Mar05 |
040727 |
99.80 |
99.80 |
99.79 |
99.79 |
-0.01 |
9 |
8,003 |
-1 |
Jun05 |
040727 |
99.69 |
99.69 |
99.68 |
99.68 |
-0.01 |
396 |
8,272 |
+22 |
Sep05 |
040727 |
99.55 |
99.55 |
99.54 |
99.54 |
-0.02 |
184 |
4,985 |
-462 |
Dec05 |
040727 |
99.43 |
99.43 |
99.41 |
99.41 |
-0.03 |
80 |
2,902 |
-113 |
Mar06 |
040727 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.02 |
1 |
1,880 |
-205 |
Jun06 |
040727 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.02 |
0 |
1,218 |
+0 |
Sep06 |
040727 |
99.02 |
99.02 |
99.02 |
99.02 |
unch |
0 |
1,079 |
+0 |
Dec06 |
040727 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.03 |
0 |
655 |
+0 |
Total Volume and Open Interest |
1,236 |
43,703 |
-1,061 |
3-Mth Euro-Yen(SIMEX) |
Sep04 |
040727 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
220 |
43,255 |
+129 |
Dec04 |
040727 |
99.88 |
99.88 |
99.87 |
99.87 |
-0.01 |
755 |
66,829 |
-303 |
Mar05 |
040727 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
847 |
60,671 |
+241 |
Jun05 |
040727 |
99.69 |
99.70 |
99.68 |
99.69 |
unch |
987 |
58,286 |
-668 |
Sep05 |
040727 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
201 |
46,265 |
-147 |
Dec05 |
040727 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
235 |
37,992 |
-216 |
Mar06 |
040727 |
99.28 |
99.30 |
99.28 |
99.29 |
unch |
167 |
27,862 |
-40 |
Jun06 |
040727 |
99.14 |
99.16 |
99.14 |
99.15 |
unch |
50 |
13,034 |
-8 |
Total Volume and Open Interest |
3,462 |
370,633 |
-1,012 |
German Euro-Bund(EUREX) |
Sep04 |
040727 |
113.72 |
113.77 |
113.48 |
113.52 |
-0.21 |
469,584 |
1,045,892 |
-16,746 |
Dec04 |
040727 |
112.75 |
112.78 |
112.55 |
112.56 |
-0.23 |
1,051 |
18,813 |
+430 |
Mar05 |
040727 |
111.97 |
111.97 |
111.97 |
111.97 |
-0.26 |
1,000 |
0 |
+0 |
Total Volume and Open Interest |
471,635 |
1,064,705 |
-16,316 |
German Euro-Bobl(EUREX) |
Sep04 |
040727 |
110.57 |
110.62 |
110.44 |
110.47 |
-0.11 |
317,959 |
700,967 |
-12,509 |
Dec04 |
040727 |
109.63 |
109.69 |
109.56 |
109.56 |
-0.11 |
521 |
5,519 |
+73 |
Mar05 |
040727 |
109.08 |
109.08 |
109.08 |
109.08 |
-0.11 |
|
|
|
Total Volume and Open Interest |
318,480 |
706,486 |
-12,436 |
Long Gilt(LIFFE) |
Sep04 |
040727 |
105~13 |
105~20 |
105~08 |
105~13 |
-0~05 |
35,668 |
201,904 |
+35 |
Dec04 |
040727 |
105~07 |
105~07 |
105~07 |
105~07 |
-0~05 |
|
|
|
Total Volume and Open Interest |
35,668 |
201,904 |
+35 |
3-Mth Short Sterling(LIFFE) |
Sep04 |
040727 |
94.92 |
94.93 |
94.91 |
94.92 |
-0.01 |
14,566 |
202,394 |
+612 |
Dec04 |
040727 |
94.74 |
94.77 |
94.72 |
94.73 |
-0.02 |
30,109 |
226,282 |
-3,203 |
Mar05 |
040727 |
94.60 |
94.63 |
94.58 |
94.59 |
-0.03 |
25,300 |
199,111 |
+352 |
Total Volume and Open Interest |
102,942 |
1,176,653 |
+1,820 |
3-Mth Euribor(LIFFE) |
Sep04 |
040727 |
97.835 |
97.835 |
97.825 |
97.830 |
unch |
50,323 |
504,964 |
-3,275 |
Dec04 |
040727 |
97.650 |
97.660 |
97.630 |
97.640 |
-0.010 |
72,826 |
531,138 |
+7,201 |
Mar05 |
040727 |
97.425 |
97.440 |
97.395 |
97.410 |
-0.025 |
65,832 |
412,728 |
-6,095 |
Total Volume and Open Interest |
315,904 |
2,767,424 |
+1,936 |
3-Mth Aus T-Bills(SFE) |
Sep04 |
040727 |
94.50 |
94.51 |
94.49 |
94.50 |
unch |
10,363 |
135,396 |
+3,866 |
Dec04 |
040727 |
94.39 |
94.40 |
94.39 |
94.40 |
unch |
15,036 |
118,338 |
+2,653 |
Mar05 |
040727 |
94.32 |
94.34 |
94.32 |
94.33 |
-0.01 |
5,320 |
59,558 |
+2,454 |
Jun05 |
040727 |
94.29 |
94.30 |
94.29 |
94.30 |
-0.01 |
1,576 |
30,317 |
+430 |
Sep05 |
040727 |
94.26 |
94.27 |
94.26 |
94.27 |
-0.01 |
630 |
20,360 |
+266 |
Dec05 |
040727 |
94.22 |
94.23 |
94.22 |
94.23 |
-0.01 |
310 |
14,871 |
+101 |
Mar06 |
040727 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.01 |
209 |
10,918 |
-91 |
Jun06 |
040727 |
94.12 |
94.13 |
94.12 |
94.13 |
-0.01 |
147 |
6,378 |
+55 |
Sep06 |
040727 |
94.06 |
94.08 |
94.06 |
94.08 |
-0.02 |
225 |
2,895 |
+0 |
Dec06 |
040727 |
94.01 |
94.01 |
94.00 |
94.01 |
-0.05 |
76 |
1,860 |
+76 |
Total Volume and Open Interest |
33,977 |
404,264 |
+9,895 |
10-Year Aus T-Bonds(SFE) |
Sep04 |
040727 |
94.25 |
94.26 |
94.24 |
94.25 |
-0.04 |
11,222 |
187,270 |
-3,449 |
Dec04 |
040727 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.04 |
|
|
|
Total Volume and Open Interest |
51,986 |
377,845 |
+9,039 |
3-Year Aus T-Bonds(SFE) |
Sep04 |
040727 |
94.51 |
94.53 |
94.50 |
94.52 |
-0.02 |
37,687 |
377,845 |
+9,039 |
Dec04 |
040727 |
94.52 |
94.52 |
94.52 |
94.52 |
-0.02 |
|
|
|
Total Volume and Open Interest |
37,687 |
377,845 |
+9,039 |
Gold(CMX) |
Aug04 |
040727 |
392.2 |
392.3 |
385.8 |
387.0 |
-3.3 |
66,050 |
82,151 |
-27,225 |
Oct04 |
040727 |
393.5 |
393.5 |
387.4 |
388.4 |
-3.2 |
2,500 |
13,851 |
+21 |
Dec04 |
040727 |
395.0 |
395.0 |
388.5 |
389.8 |
-3.2 |
40,433 |
82,561 |
+17,778 |
Feb05 |
040727 |
395.5 |
396.3 |
391.0 |
391.3 |
-3.2 |
1,394 |
7,123 |
-97 |
Apr05 |
040727 |
393.0 |
393.0 |
393.0 |
393.0 |
-3.1 |
2 |
4,844 |
-26 |
Jun05 |
040727 |
397.0 |
397.0 |
394.0 |
394.8 |
-3.1 |
48 |
13,751 |
+9 |
Aug05 |
040727 |
396.0 |
396.8 |
396.0 |
396.8 |
-3.1 |
6 |
2,803 |
+0 |
Oct05 |
040727 |
398.9 |
398.9 |
398.9 |
398.9 |
-3.0 |
0 |
281 |
+0 |
Dec05 |
040727 |
400.0 |
401.0 |
400.0 |
401.0 |
-3.0 |
11 |
6,305 |
+4 |
Feb06 |
040727 |
403.3 |
403.3 |
403.3 |
403.3 |
-3.0 |
0 |
843 |
+0 |
Apr06 |
040727 |
405.7 |
405.7 |
405.7 |
405.7 |
-3.0 |
0 |
485 |
+0 |
Jun06 |
040727 |
411.0 |
411.0 |
408.1 |
408.1 |
-3.0 |
0 |
7,538 |
+0 |
Total Volume and Open Interest |
110,449 |
229,139 |
-9,537 |
Silver(CMX) |
Jul04 |
040727 |
625.5 |
625.5 |
623.7 |
623.7 |
+0.3 |
52 |
39 |
-31 |
Sep04 |
040727 |
626.0 |
629.0 |
616.0 |
624.7 |
+0.2 |
12,540 |
57,322 |
-1,023 |
Dec04 |
040727 |
628.0 |
632.5 |
619.0 |
627.8 |
+0.1 |
1,289 |
20,327 |
-392 |
Mar05 |
040727 |
623.0 |
631.1 |
611.1 |
631.1 |
+0.1 |
221 |
5,188 |
+41 |
May05 |
040727 |
633.3 |
633.3 |
633.3 |
633.3 |
+0.1 |
52 |
1,113 |
+0 |
Jul05 |
040727 |
635.4 |
635.4 |
635.4 |
635.4 |
+0.4 |
200 |
1,979 |
-58 |
Sep05 |
040727 |
637.4 |
637.4 |
637.4 |
637.4 |
+0.1 |
0 |
98 |
+0 |
Total Volume and Open Interest |
14,454 |
90,674 |
-1,491 |
Platinum(NYM) |
Jul04 |
040727 |
818.0 |
818.0 |
813.2 |
813.2 |
-2.2 |
4 |
62 |
-2 |
Oct04 |
040727 |
808.0 |
809.0 |
802.5 |
803.2 |
-8.2 |
257 |
5,449 |
+9 |
Jan05 |
040727 |
797.2 |
797.2 |
797.2 |
797.2 |
-8.2 |
0 |
11 |
+0 |
Total Volume and Open Interest |
261 |
5,522 |
+7 |
Palladium(NYME) |
Sep04 |
040727 |
220.00 |
223.50 |
219.20 |
219.40 |
-0.60 |
216 |
7,361 |
+9 |
Dec04 |
040727 |
220.75 |
221.00 |
220.00 |
220.90 |
-0.60 |
6 |
696 |
-4 |
Mar05 |
040727 |
223.15 |
223.15 |
223.15 |
223.15 |
-0.60 |
7 |
8 |
+7 |
Total Volume and Open Interest |
229 |
8,065 |
+12 |
Copper(CMX) |
Jul04 |
040727 |
124.80 |
124.80 |
121.90 |
122.00 |
-2.95 |
258 |
734 |
-107 |
Sep04 |
040727 |
124.90 |
125.30 |
121.65 |
122.10 |
-2.90 |
4,546 |
41,729 |
-717 |
Dec04 |
040727 |
121.70 |
121.70 |
118.50 |
119.00 |
-2.75 |
1,067 |
12,246 |
+439 |
Mar05 |
040727 |
117.50 |
117.50 |
115.90 |
115.90 |
-2.60 |
65 |
2,226 |
+20 |
May05 |
040727 |
114.70 |
114.70 |
113.40 |
113.40 |
-2.40 |
4 |
395 |
-1 |
Total Volume and Open Interest |
6,603 |
66,495 |
-98 |
DJIA Index(CBOT) |
Sep04 |
040727 |
9971 |
10085 |
9965 |
10062 |
+113 |
8,291 |
40,620 |
+130 |
Dec04 |
040727 |
10021 |
10072 |
10021 |
10059 |
+116 |
7 |
349 |
+2 |
Mar05 |
040727 |
10064 |
10064 |
10064 |
10064 |
+116 |
|
|
|
Total Volume and Open Interest |
8,298 |
40,969 |
+132 |
S & P 500(CME) |
Sep04 |
040727 |
1085.30 |
1096.00 |
1084.50 |
1092.50 |
+9.60 |
35,791 |
575,947 |
-1,490 |
Dec04 |
040727 |
1093.50 |
1093.50 |
1092.90 |
1092.90 |
+9.70 |
33 |
12,717 |
+14 |
Mar05 |
040727 |
1094.40 |
1094.40 |
1094.40 |
1094.40 |
+9.90 |
5 |
507 |
+1 |
Jun05 |
040727 |
1097.50 |
1097.50 |
1097.50 |
1097.50 |
+9.90 |
1 |
268 |
+0 |
Total Volume and Open Interest |
35,843 |
589,488 |
-1,470 |
S & P 500 E-Mini(Globex) |
Sep04 |
040727 |
1083.00 |
1096.00 |
1082.75 |
1092.50 |
+9.50 |
728,731 |
596,759 |
+95 |
Dec04 |
040727 |
1086.00 |
1096.00 |
1085.25 |
1093.00 |
+9.75 |
1,175 |
45,357 |
+239 |
Total Volume and Open Interest |
729,906 |
642,116 |
+334 |
NASDAQ 100(CME) |
Sep04 |
040727 |
1378.00 |
1398.00 |
1372.50 |
1390.50 |
+17.50 |
11,458 |
70,024 |
-20 |
Dec04 |
040727 |
1395.50 |
1395.50 |
1395.50 |
1395.50 |
+17.50 |
3 |
2,292 |
+0 |
Mar05 |
040727 |
1400.50 |
1400.50 |
1400.50 |
1400.50 |
+17.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,461 |
72,319 |
-20 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep04 |
040727 |
1373.5 |
1398.0 |
1372.5 |
1390.5 |
+17.5 |
383,690 |
225,193 |
+4,823 |
Dec04 |
040727 |
1383.0 |
1401.0 |
1380.0 |
1395.5 |
+17.5 |
350 |
4,819 |
+278 |
Total Volume and Open Interest |
384,040 |
230,012 |
+5,101 |
S & P Midcap 400(CME) |
Sep04 |
040727 |
567.00 |
575.00 |
567.00 |
573.40 |
+7.15 |
700 |
13,640 |
+49 |
Dec04 |
040727 |
573.15 |
573.15 |
573.15 |
573.15 |
+7.15 |
|
|
|
Mar05 |
040727 |
573.15 |
573.15 |
573.15 |
573.15 |
+7.15 |
|
|
|
Total Volume and Open Interest |
700 |
13,640 |
+49 |
Russell 2000(CME) |
Sep04 |
040727 |
534.00 |
544.50 |
533.75 |
542.25 |
+10.50 |
853 |
27,605 |
-28 |
Dec04 |
040727 |
542.25 |
542.25 |
542.25 |
542.25 |
+10.50 |
|
|
|
Mar05 |
040727 |
542.25 |
542.25 |
542.25 |
542.25 |
+10.50 |
|
|
|
Total Volume and Open Interest |
853 |
27,605 |
-28 |
Value Line(KCBT) |
Sep04 |
040727 |
1521.00 |
1521.00 |
1521.00 |
1521.00 |
+22.00 |
1 |
61 |
+0 |
Total Volume and Open Interest |
1 |
61 |
+0 |
Nikkei 225(CME) |
Sep04 |
040727 |
11080 |
11220 |
11080 |
11200 |
+110 |
2,340 |
31,494 |
+339 |
Dec04 |
040727 |
11200 |
11200 |
11200 |
11200 |
+110 |
1 |
21 |
+0 |
Total Volume and Open Interest |
2,340 |
31,515 |
+339 |
Nikkei 225(SIMEX) |
Sep04 |
040727 |
11080 |
11185 |
11025 |
11070 |
-80 |
18,493 |
140,792 |
+1,370 |
Dec04 |
040727 |
11035 |
11035 |
11035 |
11035 |
-80 |
|
|
|
Mar05 |
040727 |
11030 |
11030 |
11030 |
11030 |
-80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
18,493 |
140,794 |
+1,370 |
CAC 40(MATIF) |
Jul04 |
040727 |
3539.5 |
3580.0 |
3535.5 |
3565.5 |
+31.5 |
39,334 |
376,402 |
+3,933 |
Aug04 |
040727 |
3543.0 |
3586.0 |
3543.0 |
3571.0 |
+31.5 |
2,428 |
5,472 |
+2,462 |
Sep04 |
040727 |
3552.0 |
3585.5 |
3549.0 |
3577.0 |
+31.5 |
306 |
95,078 |
+287 |
Total Volume and Open Interest |
42,069 |
489,345 |
+6,682 |
DAX Index(EUREX) |
Sep04 |
040727 |
3779.5 |
3840.5 |
3774.5 |
3834.0 |
+67.0 |
99,541 |
153,036 |
-2,196 |
Dec04 |
040727 |
3799.0 |
3860.0 |
3799.0 |
3855.0 |
+67.0 |
120 |
5,290 |
-58 |
Mar05 |
040727 |
3830.0 |
3877.5 |
3827.0 |
3877.5 |
+67.5 |
29 |
1,188 |
+8 |
Total Volume and Open Interest |
99,690 |
159,514 |
-2,246 |
FT-SE 100(LIFFE) |
Sep04 |
040727 |
4293.00 |
4329.50 |
4283.00 |
4312.00 |
+33.00 |
40,263 |
437,067 |
+1,149 |
Dec04 |
040727 |
4315.50 |
4343.00 |
4315.50 |
4343.00 |
+32.50 |
0 |
30,726 |
+0 |
Mar05 |
040727 |
4349.50 |
4349.50 |
4349.50 |
4349.50 |
+33.00 |
55 |
4,059 |
+0 |
Total Volume and Open Interest |
40,321 |
473,102 |
+1,149 |
SPI 200(SFE) |
Sep04 |
040727 |
3488.0 |
3501.0 |
3479.0 |
3487.0 |
-5.0 |
10,663 |
150,769 |
+510 |
Dec04 |
040727 |
3498.0 |
3498.0 |
3498.0 |
3498.0 |
-5.0 |
251 |
5,396 |
+214 |
Mar05 |
040727 |
3509.0 |
3509.0 |
3509.0 |
3509.0 |
-5.0 |
6 |
1,774 |
-2 |
Total Volume and Open Interest |
10,920 |
159,898 |
+722 |
GSCI(CME) |
Aug04 |
040727 |
299.45 |
301.00 |
299.45 |
300.40 |
+2.05 |
85 |
16,474 |
+6 |
Sep04 |
040727 |
299.00 |
299.00 |
299.00 |
299.00 |
+1.50 |
|
|
|
Oct04 |
040727 |
298.00 |
298.00 |
298.00 |
298.00 |
+1.00 |
|
|
|
Total Volume and Open Interest |
85 |
16,474 |
+6 |
Reuters CRB Index(NYBOT) |
Aug04 |
040727 |
266.00 |
266.50 |
264.00 |
264.25 |
-2.00 |
23 |
249 |
-2 |
Nov04 |
040727 |
267.25 |
267.25 |
266.75 |
266.75 |
-1.50 |
9 |
124 |
+1 |
Jan05 |
040727 |
266.75 |
266.75 |
266.75 |
266.75 |
-1.50 |
0 |
51 |
+0 |
Total Volume and Open Interest |
32 |
424 |
-1 |
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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