|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue June 29, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul04 |
040629 |
895.00 |
902.00 |
890.00 |
894.50 |
+9.50 |
21,542 |
28,443 |
-7,827 |
Aug04 |
040629 |
815.00 |
818.00 |
804.00 |
805.50 |
-2.00 |
19,222 |
45,482 |
+1,891 |
Sep04 |
040629 |
730.00 |
734.00 |
723.00 |
726.50 |
+4.50 |
2,273 |
12,298 |
-494 |
Nov04 |
040629 |
697.00 |
705.00 |
694.00 |
699.75 |
+11.25 |
33,619 |
86,379 |
-2,941 |
Jan05 |
040629 |
698.00 |
706.50 |
696.00 |
702.50 |
+12.50 |
265 |
4,936 |
+5 |
Mar05 |
040629 |
699.00 |
704.00 |
696.00 |
700.00 |
+11.00 |
56 |
3,896 |
+15 |
May05 |
040629 |
685.00 |
693.00 |
685.00 |
691.00 |
+12.00 |
216 |
3,752 |
+18 |
Total Volume and Open Interest |
77,244 |
187,234 |
-9,351 |
Soybean Meal(CBOT) |
Jul04 |
040629 |
299.00 |
301.00 |
292.50 |
293.30 |
-0.70 |
15,970 |
21,011 |
-7,590 |
Aug04 |
040629 |
277.00 |
280.00 |
273.60 |
273.80 |
+0.50 |
18,919 |
37,201 |
+2,736 |
Sep04 |
040629 |
250.00 |
252.50 |
248.50 |
248.70 |
+0.90 |
2,303 |
19,436 |
+731 |
Oct04 |
040629 |
224.00 |
228.00 |
223.00 |
223.00 |
+2.00 |
534 |
14,501 |
-3 |
Dec04 |
040629 |
221.00 |
223.00 |
218.50 |
218.70 |
+1.40 |
9,440 |
38,411 |
+817 |
Jan05 |
040629 |
220.00 |
222.00 |
217.70 |
217.70 |
+0.40 |
212 |
4,452 |
+0 |
Mar05 |
040629 |
218.00 |
220.00 |
216.50 |
216.50 |
+0.50 |
212 |
4,321 |
+32 |
May05 |
040629 |
215.00 |
218.00 |
213.00 |
213.50 |
+0.20 |
174 |
4,436 |
-99 |
Total Volume and Open Interest |
47,784 |
148,889 |
-3,371 |
Soybean Oil(CBOT) |
Jul04 |
040629 |
28.75 |
28.85 |
28.40 |
28.75 |
+0.23 |
11,153 |
13,982 |
-3,207 |
Aug04 |
040629 |
27.80 |
28.08 |
27.55 |
27.93 |
+0.40 |
12,498 |
31,672 |
+1,504 |
Sep04 |
040629 |
26.85 |
27.15 |
26.70 |
27.15 |
+0.47 |
2,483 |
17,904 |
+696 |
Oct04 |
040629 |
25.80 |
26.20 |
25.68 |
26.15 |
+0.47 |
937 |
11,117 |
-46 |
Dec04 |
040629 |
24.80 |
25.70 |
24.60 |
25.50 |
+0.87 |
4,831 |
42,962 |
+447 |
Jan05 |
040629 |
24.75 |
25.40 |
24.75 |
25.40 |
+0.90 |
71 |
6,586 |
+6 |
Mar05 |
040629 |
24.50 |
25.40 |
24.50 |
25.35 |
+0.90 |
81 |
4,933 |
+38 |
May05 |
040629 |
24.80 |
25.00 |
24.60 |
25.00 |
+0.60 |
127 |
1,986 |
+28 |
Total Volume and Open Interest |
32,430 |
135,496 |
-358 |
Canola(WCE) |
Jul04 |
040629 |
387.0 |
387.5 |
381.5 |
382.0 |
-1.7 |
2,425 |
6,097 |
-1,529 |
Sep04 |
040629 |
365.6 |
365.6 |
365.6 |
365.6 |
unch |
0 |
50 |
+0 |
Nov04 |
040629 |
368.5 |
369.4 |
367.0 |
367.8 |
+1.9 |
3,853 |
47,366 |
+975 |
Jan05 |
040629 |
372.8 |
372.8 |
372.8 |
372.8 |
+2.3 |
26 |
1,704 |
+7 |
Mar05 |
040629 |
377.0 |
377.0 |
376.1 |
376.1 |
+1.5 |
0 |
600 |
+0 |
Total Volume and Open Interest |
6,329 |
56,977 |
-522 |
Corn(CBOT) |
Jul04 |
040629 |
273.50 |
274.00 |
266.50 |
268.00 |
-3.25 |
27,461 |
52,831 |
-18,124 |
Sep04 |
040629 |
278.00 |
278.25 |
271.50 |
272.50 |
-2.50 |
28,501 |
152,058 |
+6,336 |
Dec04 |
040629 |
281.75 |
282.25 |
276.25 |
277.50 |
-1.50 |
51,069 |
320,335 |
+1,842 |
Mar05 |
040629 |
288.25 |
288.25 |
283.00 |
283.75 |
-1.75 |
3,781 |
33,594 |
+1,157 |
May05 |
040629 |
292.75 |
292.75 |
287.50 |
289.00 |
-1.75 |
1,860 |
10,387 |
+689 |
Jul05 |
040629 |
294.75 |
295.00 |
290.00 |
291.25 |
-1.00 |
1,706 |
9,893 |
+1,025 |
Total Volume and Open Interest |
114,603 |
591,113 |
-7,054 |
Wheat(CBOT) |
Jul04 |
040629 |
337.50 |
340.50 |
335.00 |
337.50 |
-1.00 |
8,416 |
12,729 |
-5,779 |
Sep04 |
040629 |
347.50 |
350.00 |
345.00 |
347.25 |
-0.75 |
11,372 |
80,788 |
+783 |
Dec04 |
040629 |
358.00 |
361.00 |
356.50 |
360.25 |
+1.00 |
7,691 |
40,216 |
+2,823 |
Mar05 |
040629 |
369.00 |
370.50 |
367.00 |
369.75 |
+1.75 |
530 |
8,247 |
+254 |
May05 |
040629 |
372.00 |
373.00 |
371.00 |
372.50 |
+1.50 |
54 |
262 |
+45 |
Total Volume and Open Interest |
28,137 |
143,874 |
-1,873 |
Wheat(KCBT) |
Jul04 |
040629 |
361.00 |
363.50 |
359.00 |
359.00 |
-2.75 |
6,845 |
8,194 |
-3,267 |
Sep04 |
040629 |
370.00 |
373.00 |
367.50 |
367.75 |
-2.25 |
7,026 |
31,233 |
+711 |
Dec04 |
040629 |
380.00 |
383.00 |
378.50 |
379.00 |
-1.75 |
2,922 |
15,562 |
+327 |
Mar05 |
040629 |
388.00 |
390.00 |
386.50 |
386.50 |
-1.50 |
456 |
2,205 |
+192 |
May05 |
040629 |
391.00 |
393.00 |
390.00 |
393.00 |
+3.00 |
9 |
45 |
+0 |
Total Volume and Open Interest |
17,260 |
57,762 |
-2,035 |
Wheat(MGE) |
Jul04 |
040629 |
399.50 |
399.50 |
393.00 |
395.50 |
-1.25 |
1,420 |
2,031 |
-813 |
Sep04 |
040629 |
398.50 |
399.75 |
396.00 |
398.75 |
+1.25 |
2,793 |
11,888 |
+105 |
Dec04 |
040629 |
404.00 |
404.75 |
401.25 |
404.00 |
+1.25 |
1,192 |
10,799 |
+251 |
Mar05 |
040629 |
407.25 |
407.25 |
406.00 |
407.00 |
+1.50 |
82 |
881 |
+62 |
May05 |
040629 |
406.00 |
406.00 |
406.00 |
406.00 |
+1.00 |
10 |
170 |
+5 |
Total Volume and Open Interest |
5,501 |
25,831 |
-386 |
Oats(CBOT) |
Jul04 |
040629 |
143.75 |
144.00 |
139.25 |
139.75 |
-3.25 |
961 |
1,387 |
-377 |
Sep04 |
040629 |
149.50 |
149.75 |
145.00 |
145.50 |
-2.00 |
671 |
3,182 |
+311 |
Dec04 |
040629 |
156.50 |
157.25 |
153.50 |
154.00 |
-1.25 |
489 |
5,636 |
+31 |
Mar05 |
040629 |
161.00 |
161.00 |
161.00 |
161.00 |
-0.50 |
0 |
133 |
+0 |
Total Volume and Open Interest |
2,121 |
10,372 |
-35 |
Rough Rice(CBOT) |
Jul04 |
040629 |
9.19 |
9.35 |
9.14 |
9.17 |
-0.02 |
485 |
816 |
-212 |
Sep04 |
040629 |
8.39 |
8.41 |
8.36 |
8.36 |
-0.02 |
78 |
833 |
-3 |
Nov04 |
040629 |
8.38 |
8.40 |
8.35 |
8.35 |
-0.03 |
254 |
1,729 |
+102 |
Jan05 |
040629 |
8.50 |
8.52 |
8.50 |
8.52 |
unch |
21 |
256 |
-7 |
Total Volume and Open Interest |
843 |
3,749 |
-120 |
Live Cattle(CME) |
Jun04 |
040629 |
87.500 |
88.850 |
87.400 |
88.800 |
+1.700 |
1,296 |
1,297 |
-712 |
Aug04 |
040629 |
86.600 |
88.550 |
86.300 |
87.875 |
+1.450 |
8,259 |
68,634 |
-2,120 |
Oct04 |
040629 |
87.100 |
88.900 |
86.900 |
88.125 |
+1.225 |
3,177 |
29,855 |
-89 |
Dec04 |
040629 |
87.100 |
88.600 |
87.000 |
88.150 |
+1.250 |
2,486 |
13,095 |
+1,012 |
Feb05 |
040629 |
87.650 |
89.250 |
87.650 |
88.850 |
+1.400 |
485 |
6,086 |
+67 |
Apr05 |
040629 |
85.150 |
86.700 |
85.150 |
86.425 |
+1.575 |
127 |
2,125 |
+1 |
Total Volume and Open Interest |
15,899 |
121,814 |
-1,846 |
Feeder Cattle(CME) |
Aug04 |
040629 |
110.250 |
112.300 |
110.200 |
112.025 |
+0.875 |
1,568 |
11,415 |
-238 |
Sep04 |
040629 |
108.500 |
110.800 |
108.250 |
110.525 |
+1.175 |
226 |
1,462 |
-38 |
Oct04 |
040629 |
106.800 |
108.650 |
106.800 |
108.350 |
+1.200 |
382 |
2,445 |
+1 |
Nov04 |
040629 |
105.000 |
106.600 |
105.000 |
106.475 |
+1.675 |
233 |
1,089 |
+80 |
Jan05 |
040629 |
100.825 |
102.600 |
100.825 |
102.400 |
+1.550 |
214 |
647 |
+32 |
Mar05 |
040629 |
97.500 |
98.300 |
97.500 |
98.300 |
+1.550 |
6 |
136 |
+1 |
Apr05 |
040629 |
96.300 |
97.200 |
96.300 |
97.200 |
+1.500 |
7 |
78 |
+2 |
Total Volume and Open Interest |
2,637 |
17,280 |
-161 |
Lean Hogs(CME) |
Jul04 |
040629 |
76.950 |
77.650 |
76.500 |
77.500 |
+0.450 |
3,429 |
10,417 |
-1,019 |
Aug04 |
040629 |
75.350 |
76.150 |
74.950 |
75.875 |
+0.350 |
6,186 |
45,288 |
+1,344 |
Oct04 |
040629 |
65.000 |
65.550 |
64.450 |
65.500 |
+0.375 |
1,061 |
13,793 |
+227 |
Dec04 |
040629 |
60.150 |
60.600 |
60.050 |
60.500 |
+0.075 |
801 |
9,367 |
+212 |
Feb05 |
040629 |
60.100 |
60.575 |
60.100 |
60.575 |
+0.125 |
152 |
1,343 |
+45 |
Apr05 |
040629 |
60.950 |
60.950 |
60.950 |
60.950 |
unch |
34 |
563 |
+17 |
May05 |
040629 |
62.350 |
62.350 |
62.350 |
62.350 |
-0.050 |
2 |
101 |
+0 |
Jun05 |
040629 |
64.950 |
64.950 |
64.950 |
64.950 |
+0.050 |
8 |
112 |
+3 |
Total Volume and Open Interest |
11,676 |
80,995 |
+831 |
Pork Bellies(CME) |
Jul04 |
040629 |
116.000 |
117.300 |
115.650 |
116.950 |
+0.575 |
369 |
1,908 |
-90 |
Aug04 |
040629 |
113.600 |
113.900 |
112.700 |
113.875 |
+0.250 |
267 |
1,121 |
+45 |
Feb05 |
040629 |
96.400 |
96.400 |
96.400 |
96.400 |
unch |
2 |
110 |
-1 |
Mar05 |
040629 |
95.100 |
95.100 |
95.100 |
95.100 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
638 |
3,141 |
-46 |
Class III Milk(CME) |
Jun04 |
040629 |
17.69 |
17.69 |
17.65 |
17.69 |
-0.01 |
40 |
6,237 |
+1 |
Jul04 |
040629 |
14.75 |
15.20 |
14.75 |
14.97 |
+0.24 |
857 |
6,030 |
+156 |
Aug04 |
040629 |
13.90 |
14.53 |
13.90 |
14.20 |
+0.42 |
858 |
5,280 |
-154 |
Sep04 |
040629 |
14.30 |
14.85 |
14.16 |
14.25 |
+0.15 |
617 |
4,869 |
-109 |
Oct04 |
040629 |
13.35 |
13.75 |
13.35 |
13.50 |
+0.25 |
77 |
3,146 |
+4 |
Total Volume and Open Interest |
2,766 |
31,873 |
-68 |
Cocoa(NYBOT) |
Jul04 |
040629 |
1370 |
1380 |
1360 |
1380 |
+2 |
10 |
278 |
-10 |
Sep04 |
040629 |
1376 |
1388 |
1363 |
1385 |
+2 |
6,728 |
42,644 |
-1,596 |
Dec04 |
040629 |
1385 |
1398 |
1376 |
1398 |
+5 |
1,091 |
15,447 |
-31 |
Mar05 |
040629 |
1400 |
1417 |
1398 |
1417 |
+6 |
58 |
9,962 |
+63 |
May05 |
040629 |
1430 |
1430 |
1430 |
1430 |
+7 |
193 |
11,203 |
-108 |
Jul05 |
040629 |
1443 |
1443 |
1443 |
1443 |
+7 |
263 |
11,131 |
+27 |
Sep05 |
040629 |
1458 |
1458 |
1458 |
1458 |
+7 |
203 |
4,640 |
-200 |
Total Volume and Open Interest |
8,546 |
97,752 |
-1,855 |
Coffee "C"(NYBOT) |
Jul04 |
040629 |
73.00 |
73.00 |
71.75 |
71.75 |
-0.80 |
176 |
475 |
-132 |
Sep04 |
040629 |
74.90 |
75.05 |
73.80 |
73.90 |
-0.80 |
10,074 |
64,358 |
+70 |
Dec04 |
040629 |
77.90 |
77.90 |
76.90 |
77.00 |
-0.75 |
2,545 |
12,977 |
+7 |
Mar05 |
040629 |
80.50 |
80.50 |
79.85 |
79.85 |
-0.70 |
1,053 |
6,127 |
-716 |
May05 |
040629 |
82.00 |
82.00 |
81.30 |
81.50 |
-0.70 |
294 |
1,522 |
+203 |
Jul05 |
040629 |
83.50 |
83.50 |
83.05 |
83.05 |
-0.70 |
88 |
1,104 |
+0 |
Total Volume and Open Interest |
14,231 |
87,306 |
-567 |
Orange Juice(NYBOT) |
Jul04 |
040629 |
60.40 |
63.40 |
60.20 |
63.40 |
+3.00 |
2,932 |
6,032 |
-1,445 |
Sep04 |
040629 |
61.50 |
63.75 |
61.50 |
63.40 |
+1.90 |
3,253 |
22,473 |
+789 |
Nov04 |
040629 |
63.70 |
66.00 |
63.70 |
65.45 |
+1.45 |
635 |
8,271 |
+349 |
Jan05 |
040629 |
66.25 |
67.90 |
66.10 |
67.55 |
+1.25 |
73 |
1,816 |
-9 |
Mar05 |
040629 |
68.00 |
70.00 |
68.00 |
69.95 |
+1.50 |
145 |
3,105 |
-17 |
Total Volume and Open Interest |
7,060 |
44,771 |
-333 |
Sugar #11(NYBOT) |
Jul04 |
040629 |
7.17 |
7.32 |
7.12 |
7.32 |
+0.19 |
16,052 |
9,509 |
-8,859 |
Oct04 |
040629 |
7.65 |
7.79 |
7.61 |
7.78 |
+0.15 |
19,257 |
172,029 |
+1,743 |
Mar05 |
040629 |
8.03 |
8.17 |
8.00 |
8.16 |
+0.15 |
5,422 |
45,358 |
-449 |
May05 |
040629 |
8.00 |
8.14 |
7.98 |
8.12 |
+0.13 |
932 |
17,018 |
+473 |
Jul05 |
040629 |
7.80 |
7.95 |
7.79 |
7.92 |
+0.13 |
523 |
11,501 |
+120 |
Total Volume and Open Interest |
42,919 |
269,816 |
-6,902 |
London Cocoa(LCE) |
Jul04 |
040629 |
782 |
790 |
772 |
789 |
+8 |
2,156 |
34,512 |
-799 |
Sep04 |
040629 |
801 |
808 |
789 |
806 |
+8 |
4,555 |
36,786 |
-142 |
Dec04 |
040629 |
823 |
831 |
814 |
830 |
+7 |
676 |
47,857 |
+71 |
Mar05 |
040629 |
842 |
850 |
834 |
849 |
+6 |
1,366 |
29,762 |
+209 |
May05 |
040629 |
853 |
862 |
846 |
861 |
+5 |
685 |
11,600 |
+270 |
Jul05 |
040629 |
867 |
874 |
860 |
874 |
+4 |
261 |
10,651 |
+226 |
Sep05 |
040629 |
874 |
886 |
872 |
886 |
+5 |
5 |
7,437 |
+0 |
Total Volume and Open Interest |
9,821 |
187,624 |
-50 |
London Coffee(LCE) |
Jul04 |
040629 |
796.00 |
796.00 |
789.00 |
789.00 |
+6.00 |
1,947 |
42,045 |
-577 |
Sep04 |
040629 |
789.00 |
797.00 |
786.00 |
787.00 |
+7.00 |
3,671 |
68,925 |
-351 |
Nov04 |
040629 |
779.00 |
790.00 |
778.00 |
780.00 |
+5.00 |
1,285 |
27,973 |
+461 |
Jan05 |
040629 |
775.00 |
783.00 |
772.00 |
774.00 |
+4.00 |
780 |
20,489 |
+268 |
Mar05 |
040629 |
782.00 |
793.00 |
779.00 |
781.00 |
+2.00 |
239 |
11,998 |
+59 |
May05 |
040629 |
795.00 |
797.00 |
789.00 |
789.00 |
+2.00 |
210 |
7,356 |
+178 |
Total Volume and Open Interest |
8,388 |
179,838 |
+221 |
London Sugar(LCE) |
Aug04 |
040629 |
223.10 |
224.60 |
222.00 |
224.60 |
+1.90 |
2,262 |
19,421 |
-210 |
Oct04 |
040629 |
227.90 |
229.40 |
226.70 |
229.40 |
+2.40 |
892 |
12,734 |
-46 |
Dec04 |
040629 |
234.50 |
235.80 |
233.60 |
235.80 |
+1.90 |
189 |
5,068 |
-84 |
Mar05 |
040629 |
240.70 |
243.20 |
240.10 |
243.00 |
+2.00 |
61 |
9,309 |
+4 |
May05 |
040629 |
240.20 |
243.00 |
240.00 |
243.00 |
+2.80 |
63 |
3,821 |
-10 |
Total Volume and Open Interest |
3,467 |
56,610 |
-346 |
Cotton(NYBOT) |
Jul04 |
040629 |
49.50 |
50.60 |
49.00 |
49.70 |
+1.05 |
60 |
138 |
-71 |
Oct04 |
040629 |
52.60 |
52.85 |
51.90 |
52.52 |
+0.32 |
531 |
3,617 |
-38 |
Dec04 |
040629 |
53.15 |
53.35 |
51.90 |
52.91 |
-0.03 |
8,298 |
52,455 |
+1,163 |
Mar05 |
040629 |
54.60 |
55.25 |
54.00 |
55.00 |
+0.12 |
1,232 |
10,218 |
+474 |
May05 |
040629 |
55.40 |
55.90 |
55.00 |
55.90 |
+0.20 |
104 |
1,908 |
+79 |
Jul05 |
040629 |
56.50 |
56.90 |
56.10 |
56.90 |
+0.30 |
52 |
1,202 |
+29 |
Total Volume and Open Interest |
10,522 |
70,779 |
+1,777 |
Lumber(CME) |
Jul04 |
040629 |
381.1 |
382.8 |
379.0 |
379.5 |
-0.1 |
752 |
2,406 |
-371 |
Sep04 |
040629 |
358.0 |
361.4 |
356.5 |
360.9 |
+3.2 |
670 |
1,669 |
+239 |
Nov04 |
040629 |
331.9 |
331.9 |
329.0 |
330.9 |
+2.4 |
48 |
516 |
+16 |
Jan05 |
040629 |
330.9 |
331.0 |
329.0 |
330.9 |
+0.3 |
25 |
93 |
+8 |
Total Volume and Open Interest |
1,497 |
4,689 |
-108 |
Crude Oil(NYM) |
Aug04 |
040629 |
36.00 |
36.38 |
35.60 |
35.66 |
-0.58 |
103,488 |
191,429 |
-8,244 |
Sep04 |
040629 |
36.15 |
36.45 |
35.70 |
35.75 |
-0.56 |
38,325 |
105,199 |
+2,387 |
Oct04 |
040629 |
36.00 |
36.27 |
35.65 |
35.65 |
-0.55 |
13,492 |
43,901 |
+1,130 |
Nov04 |
040629 |
35.90 |
36.12 |
35.53 |
35.53 |
-0.53 |
5,030 |
27,861 |
-358 |
Dec04 |
040629 |
35.78 |
36.00 |
35.39 |
35.39 |
-0.52 |
16,234 |
60,089 |
-779 |
Jan05 |
040629 |
35.63 |
35.64 |
35.15 |
35.15 |
-0.51 |
1,842 |
24,937 |
+523 |
Feb05 |
040629 |
35.35 |
35.35 |
34.91 |
34.91 |
-0.49 |
871 |
12,624 |
-5 |
Mar05 |
040629 |
35.15 |
35.15 |
34.69 |
34.69 |
-0.47 |
1,134 |
12,275 |
-52 |
Apr05 |
040629 |
34.95 |
34.95 |
34.48 |
34.48 |
-0.46 |
100 |
9,195 |
-102 |
May05 |
040629 |
34.28 |
34.28 |
34.28 |
34.28 |
-0.44 |
750 |
7,152 |
-300 |
Jun05 |
040629 |
34.60 |
34.60 |
34.10 |
34.10 |
-0.43 |
4,419 |
19,904 |
+465 |
Jul05 |
040629 |
33.94 |
33.94 |
33.94 |
33.94 |
-0.41 |
500 |
5,369 |
+200 |
Aug05 |
040629 |
33.78 |
33.78 |
33.78 |
33.78 |
-0.40 |
459 |
5,289 |
+59 |
Sep05 |
040629 |
33.80 |
33.80 |
33.64 |
33.64 |
-0.39 |
650 |
7,289 |
-58 |
Oct05 |
040629 |
33.50 |
33.50 |
33.50 |
33.50 |
-0.39 |
0 |
3,555 |
+0 |
Nov05 |
040629 |
33.37 |
33.37 |
33.37 |
33.37 |
-0.38 |
50 |
3,215 |
+50 |
Total Volume and Open Interest |
201,815 |
692,215 |
-4,020 |
Heating Oil(NYM) |
Jul04 |
040629 |
96.90 |
98.10 |
96.25 |
96.34 |
-1.16 |
14,714 |
10,267 |
-3,431 |
Aug04 |
040629 |
97.80 |
99.00 |
97.10 |
97.20 |
-1.10 |
37,349 |
56,105 |
-2,284 |
Sep04 |
040629 |
98.80 |
99.90 |
98.00 |
98.15 |
-1.05 |
8,804 |
17,983 |
+594 |
Oct04 |
040629 |
99.95 |
100.70 |
98.95 |
98.95 |
-1.00 |
3,698 |
14,517 |
+1,326 |
Nov04 |
040629 |
100.70 |
101.50 |
99.70 |
99.70 |
-1.00 |
2,481 |
10,147 |
+571 |
Dec04 |
040629 |
101.60 |
102.20 |
100.35 |
100.35 |
-1.00 |
4,181 |
23,367 |
-84 |
Jan05 |
040629 |
102.00 |
102.65 |
100.75 |
100.75 |
-1.00 |
1,515 |
9,258 |
-50 |
Feb05 |
040629 |
101.20 |
102.10 |
99.85 |
99.85 |
-1.00 |
1,626 |
10,439 |
+692 |
Mar05 |
040629 |
98.90 |
99.75 |
97.55 |
97.55 |
-0.90 |
500 |
8,690 |
+143 |
Apr05 |
040629 |
95.25 |
96.25 |
94.35 |
94.35 |
-0.90 |
111 |
1,780 |
+46 |
May05 |
040629 |
92.15 |
92.85 |
91.20 |
91.20 |
-0.95 |
38 |
1,571 |
+32 |
Jun05 |
040629 |
90.00 |
90.00 |
89.05 |
89.05 |
-0.95 |
146 |
3,263 |
-75 |
Total Volume and Open Interest |
76,674 |
179,852 |
-1,637 |
Unleaded Gas(NYM) |
Jul04 |
040629 |
113.80 |
115.50 |
112.30 |
112.43 |
-2.05 |
22,436 |
13,992 |
-5,839 |
Aug04 |
040629 |
113.40 |
115.00 |
111.65 |
111.99 |
-1.79 |
29,945 |
55,656 |
+80 |
Sep04 |
040629 |
111.25 |
112.20 |
109.50 |
109.79 |
-1.54 |
5,985 |
21,326 |
+1,112 |
Oct04 |
040629 |
106.20 |
106.35 |
104.64 |
104.64 |
-1.34 |
2,206 |
10,217 |
+1,155 |
Nov04 |
040629 |
102.70 |
103.20 |
101.69 |
101.69 |
-1.19 |
99 |
5,351 |
-54 |
Dec04 |
040629 |
100.75 |
101.60 |
99.79 |
99.79 |
-1.19 |
738 |
11,124 |
+392 |
Jan05 |
040629 |
99.34 |
99.34 |
99.34 |
99.34 |
-1.14 |
50 |
2,526 |
-55 |
Feb05 |
040629 |
99.54 |
99.54 |
99.54 |
99.54 |
-1.09 |
15 |
3,486 |
+0 |
Mar05 |
040629 |
100.24 |
100.24 |
100.24 |
100.24 |
-1.04 |
220 |
1,332 |
+170 |
Apr05 |
040629 |
106.94 |
106.94 |
106.94 |
106.94 |
-0.94 |
320 |
5,492 |
+150 |
May05 |
040629 |
106.84 |
106.84 |
106.84 |
106.84 |
-0.89 |
0 |
5,450 |
+0 |
Jun05 |
040629 |
105.89 |
105.89 |
105.89 |
105.89 |
-0.64 |
600 |
2,006 |
+100 |
Total Volume and Open Interest |
62,614 |
137,958 |
-2,789 |
Natural Gas(NYM) |
Aug04 |
040629 |
6.140 |
6.225 |
6.090 |
6.118 |
-0.083 |
30,523 |
67,016 |
-460 |
Sep04 |
040629 |
6.180 |
6.250 |
6.130 |
6.148 |
-0.080 |
5,569 |
33,240 |
-986 |
Oct04 |
040629 |
6.215 |
6.290 |
6.170 |
6.188 |
-0.072 |
5,276 |
34,898 |
+863 |
Nov04 |
040629 |
6.460 |
6.520 |
6.410 |
6.425 |
-0.065 |
2,235 |
19,123 |
+18 |
Dec04 |
040629 |
6.690 |
6.730 |
6.650 |
6.651 |
-0.063 |
2,103 |
20,880 |
-193 |
Jan05 |
040629 |
6.820 |
6.855 |
6.780 |
6.784 |
-0.060 |
1,885 |
20,266 |
-114 |
Feb05 |
040629 |
6.770 |
6.810 |
6.730 |
6.734 |
-0.058 |
1,311 |
12,580 |
+45 |
Mar05 |
040629 |
6.640 |
6.645 |
6.583 |
6.583 |
-0.057 |
1,335 |
15,944 |
-145 |
Apr05 |
040629 |
6.030 |
6.040 |
5.968 |
5.968 |
-0.047 |
934 |
10,413 |
-64 |
May05 |
040629 |
5.880 |
5.880 |
5.823 |
5.823 |
-0.037 |
1,332 |
10,143 |
-742 |
Jun05 |
040629 |
5.890 |
5.890 |
5.841 |
5.841 |
-0.034 |
115 |
7,405 |
+42 |
Jul05 |
040629 |
5.920 |
5.930 |
5.883 |
5.883 |
-0.032 |
87 |
11,015 |
+17 |
Aug05 |
040629 |
5.960 |
5.960 |
5.900 |
5.900 |
-0.030 |
1,140 |
7,607 |
+927 |
Sep05 |
040629 |
5.930 |
5.930 |
5.883 |
5.883 |
-0.037 |
58 |
7,965 |
-11 |
Oct05 |
040629 |
5.940 |
5.940 |
5.903 |
5.903 |
-0.037 |
715 |
6,302 |
+73 |
Nov05 |
040629 |
6.120 |
6.120 |
6.068 |
6.068 |
-0.037 |
71 |
5,837 |
+59 |
Total Volume and Open Interest |
88,613 |
350,513 |
-13,959 |
Brent Crude Oil(IPE) |
Aug04 |
040629 |
33.33 |
33.88 |
33.08 |
33.11 |
-0.59 |
47,406 |
67,032 |
-7,254 |
Sep04 |
040629 |
33.53 |
34.00 |
33.28 |
33.28 |
-0.60 |
24,109 |
75,832 |
-1,464 |
Oct04 |
040629 |
33.53 |
33.98 |
33.30 |
33.30 |
-0.56 |
7,592 |
24,554 |
-1,991 |
Nov04 |
040629 |
33.50 |
33.84 |
33.18 |
33.18 |
-0.54 |
3,160 |
11,284 |
-341 |
Dec04 |
040629 |
33.25 |
33.64 |
33.01 |
33.01 |
-0.53 |
13,838 |
32,994 |
-906 |
Jan05 |
040629 |
33.07 |
33.45 |
32.79 |
32.79 |
-0.50 |
1,662 |
13,880 |
-616 |
Feb05 |
040629 |
32.97 |
32.97 |
32.59 |
32.59 |
-0.47 |
629 |
6,984 |
+140 |
Mar05 |
040629 |
32.77 |
32.90 |
32.40 |
32.40 |
-0.45 |
616 |
8,326 |
+1 |
Apr05 |
040629 |
32.61 |
32.61 |
32.23 |
32.23 |
-0.42 |
0 |
7,380 |
+0 |
May05 |
040629 |
32.08 |
32.08 |
32.08 |
32.08 |
-0.39 |
0 |
1,723 |
+0 |
Jun05 |
040629 |
32.28 |
32.28 |
31.95 |
31.95 |
-0.37 |
850 |
14,331 |
-537 |
Jul05 |
040629 |
32.10 |
32.10 |
31.79 |
31.79 |
-0.37 |
0 |
1,115 |
+0 |
Total Volume and Open Interest |
104,502 |
319,993 |
-11,978 |
Gas Oil(IPE) |
Jul04 |
040629 |
305.75 |
312.75 |
305.25 |
311.25 |
+3.00 |
18,152 |
35,749 |
-3,638 |
Aug04 |
040629 |
303.00 |
310.00 |
302.75 |
307.00 |
+1.25 |
11,364 |
36,733 |
+961 |
Sep04 |
040629 |
302.00 |
308.50 |
302.00 |
306.00 |
+1.75 |
3,587 |
18,003 |
+50 |
Oct04 |
040629 |
300.00 |
305.00 |
300.00 |
303.50 |
+1.75 |
920 |
11,199 |
-46 |
Nov04 |
040629 |
299.50 |
302.50 |
299.50 |
300.75 |
+1.50 |
159 |
6,271 |
-150 |
Dec04 |
040629 |
294.50 |
299.50 |
294.50 |
297.75 |
+1.50 |
2,228 |
23,925 |
+201 |
Jan05 |
040629 |
291.50 |
297.00 |
291.50 |
294.75 |
+1.50 |
2,305 |
6,187 |
+789 |
Feb05 |
040629 |
290.75 |
290.75 |
290.75 |
290.75 |
+1.50 |
0 |
2,270 |
+0 |
Mar05 |
040629 |
285.75 |
285.75 |
285.75 |
285.75 |
+1.50 |
0 |
2,513 |
+0 |
Apr05 |
040629 |
277.75 |
280.75 |
277.75 |
280.75 |
+1.50 |
400 |
600 |
+275 |
Total Volume and Open Interest |
42,590 |
165,319 |
-558 |
US Dollar Index(NYBOT) |
Sep04 |
040629 |
89.13 |
89.78 |
89.09 |
89.70 |
+0.69 |
2,338 |
9,216 |
+188 |
Dec04 |
040629 |
89.93 |
89.96 |
89.93 |
89.96 |
+0.69 |
11 |
2,057 |
+10 |
Mar05 |
040629 |
90.22 |
90.22 |
90.22 |
90.22 |
+0.69 |
0 |
11 |
+0 |
Total Volume and Open Interest |
2,349 |
11,284 |
+198 |
Australian Dollar(CME) |
Sep04 |
040629 |
69.08 |
69.16 |
68.28 |
68.40 |
-1.05 |
1,603 |
24,620 |
-782 |
Dec04 |
040629 |
67.82 |
67.82 |
67.82 |
67.82 |
-1.05 |
1 |
265 |
+2 |
Mar05 |
040629 |
67.34 |
67.34 |
67.34 |
67.34 |
-1.05 |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,604 |
24,977 |
-780 |
British Pound(CME) |
Sep04 |
040629 |
180.99 |
181.02 |
179.25 |
179.53 |
-2.22 |
3,255 |
50,463 |
+1,732 |
Dec04 |
040629 |
179.10 |
179.12 |
178.13 |
178.13 |
-2.22 |
1 |
394 |
+0 |
Mar05 |
040629 |
176.87 |
176.87 |
176.87 |
176.87 |
-2.20 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,256 |
50,863 |
+1,732 |
Canadian Dollar(CME) |
Sep04 |
040629 |
74.35 |
74.60 |
74.04 |
74.28 |
unch |
5,849 |
53,162 |
+923 |
Dec04 |
040629 |
74.38 |
74.50 |
74.10 |
74.23 |
unch |
37 |
4,445 |
+22 |
Mar05 |
040629 |
74.49 |
74.49 |
74.15 |
74.19 |
unch |
19 |
654 |
+19 |
Jun05 |
040629 |
74.10 |
74.16 |
74.10 |
74.16 |
unch |
0 |
188 |
+0 |
Total Volume and Open Interest |
5,905 |
58,482 |
+964 |
Japanese Yen(CME) |
Sep04 |
040629 |
92.61 |
92.86 |
92.30 |
92.65 |
-0.23 |
3,135 |
88,225 |
+260 |
Dec04 |
040629 |
93.13 |
93.13 |
93.13 |
93.13 |
-0.23 |
11 |
10,348 |
+0 |
Mar05 |
040629 |
93.70 |
93.70 |
93.70 |
93.70 |
-0.23 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,146 |
98,579 |
+260 |
Swiss Franc(CME) |
Sep04 |
040629 |
79.88 |
79.92 |
79.05 |
79.14 |
-1.13 |
3,042 |
45,168 |
+689 |
Dec04 |
040629 |
80.20 |
80.20 |
79.39 |
79.39 |
-1.13 |
0 |
131 |
+0 |
Mar05 |
040629 |
79.66 |
79.66 |
79.66 |
79.66 |
-1.13 |
0 |
7 |
+0 |
Total Volume and Open Interest |
3,042 |
45,363 |
+689 |
EuroFX(CME) |
Sep04 |
040629 |
121.58 |
121.65 |
120.52 |
120.66 |
-1.04 |
10,926 |
110,445 |
+1,879 |
Dec04 |
040629 |
121.53 |
121.53 |
120.62 |
120.62 |
-1.04 |
3 |
816 |
+6 |
Mar05 |
040629 |
120.66 |
120.66 |
120.66 |
120.66 |
-1.04 |
25 |
199 |
-24 |
Total Volume and Open Interest |
10,954 |
111,488 |
+1,861 |
Mexican Peso(CME) |
Jun04 |
040614 |
8780.0 |
8783.0 |
8750.0 |
8755.0 |
-45.0 |
4,318 |
21,915 |
-3,370 |
Sep04 |
040629 |
8613.0 |
8615.0 |
8530.0 |
8565.0 |
-25.0 |
14,306 |
43,664 |
-3,646 |
Total Volume and Open Interest |
14,417 |
46,476 |
-3,709 |
30-Year T-Bonds(CBOT) |
Sep04 |
040629 |
104~30 |
105~18 |
104~21 |
105~14 |
+0~18 |
227,200 |
481,242 |
+3,056 |
Dec04 |
040629 |
104~09 |
104~13 |
104~07 |
104~10 |
+0~19 |
26 |
11,205 |
-1 |
Mar05 |
040629 |
103~07 |
103~07 |
103~07 |
103~07 |
+0~19 |
0 |
194 |
+0 |
Total Volume and Open Interest |
227,226 |
492,648 |
+3,055 |
Municipal Bonds(CBOT) |
Sep04 |
040629 |
99~02 |
99~15 |
99~00 |
99~15 |
+0~15 |
265 |
2,220 |
+51 |
Total Volume and Open Interest |
265 |
2,220 |
+51 |
10-Year T-Notes(CBOT) |
Sep04 |
040629 |
108~100 |
108~230 |
108~030 |
108~195 |
+0~110 |
677,521 |
1,246,954 |
+63,260 |
Dec04 |
040629 |
107~100 |
107~125 |
107~050 |
107~120 |
+0~115 |
2,610 |
22,411 |
-216 |
Total Volume and Open Interest |
680,131 |
1,269,375 |
+63,044 |
5-Year T-Notes(CBOT) |
Sep04 |
040629 |
108~025 |
108~065 |
107~270 |
108~060 |
+0~070 |
409,177 |
0 |
+0 |
Dec04 |
040629 |
107~060 |
107~060 |
107~060 |
107~060 |
+0~070 |
3,699 |
20,367 |
+7,502 |
Total Volume and Open Interest |
412,876 |
20,367 |
+7,502 |
2 Year T-Notes(CBOT) |
Sep04 |
040629 |
104~126 |
105~004 |
104~114 |
105~003 |
+0~010 |
2,817 |
195,766 |
-1,913 |
Total Volume and Open Interest |
3,299 |
203,508 |
-3,889 |
Eurodollars(CME) |
Sep04 |
040629 |
97.890 |
97.905 |
97.860 |
97.895 |
+0.010 |
88,625 |
984,059 |
+5,888 |
Dec04 |
040629 |
97.335 |
97.375 |
97.310 |
97.365 |
+0.025 |
81,785 |
930,115 |
+1,121 |
Mar05 |
040629 |
96.865 |
96.900 |
96.825 |
96.895 |
+0.040 |
83,775 |
787,474 |
+8,595 |
Jun05 |
040629 |
96.460 |
96.485 |
96.405 |
96.480 |
+0.040 |
108,853 |
633,221 |
+24,109 |
Sep05 |
040629 |
96.125 |
96.145 |
96.065 |
96.140 |
+0.040 |
56,222 |
541,465 |
+13,922 |
Dec05 |
040629 |
95.830 |
95.860 |
95.775 |
95.855 |
+0.045 |
33,348 |
412,560 |
+885 |
Mar06 |
040629 |
95.615 |
95.650 |
95.565 |
95.645 |
+0.055 |
27,979 |
338,901 |
+2,436 |
Jun06 |
040629 |
95.420 |
95.465 |
95.390 |
95.460 |
+0.055 |
17,264 |
202,903 |
+2,482 |
Sep06 |
040629 |
95.260 |
95.310 |
95.240 |
95.300 |
+0.050 |
19,723 |
193,118 |
-970 |
Dec06 |
040629 |
95.110 |
95.155 |
95.090 |
95.145 |
+0.055 |
19,326 |
145,837 |
-473 |
Mar07 |
040629 |
94.975 |
95.020 |
94.955 |
95.010 |
+0.055 |
12,702 |
141,675 |
-752 |
Jun07 |
040629 |
94.840 |
94.890 |
94.820 |
94.880 |
+0.060 |
11,939 |
109,718 |
+2,207 |
Total Volume and Open Interest |
600,531 |
6,041,654 |
+63,133 |
3-Mth Euro-Yen(CME) |
Jun04 |
040614 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.01 |
120 |
11,888 |
-79 |
Sep04 |
040629 |
99.90 |
99.90 |
99.89 |
99.89 |
-0.01 |
1 |
6,642 |
-699 |
Dec04 |
040629 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
8,240 |
-1 |
Mar05 |
040629 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
25 |
7,674 |
+34 |
Jun05 |
040629 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
1,057 |
8,195 |
+307 |
Sep05 |
040629 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
115 |
5,177 |
+5 |
Dec05 |
040629 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
199 |
2,373 |
+199 |
Mar06 |
040629 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.02 |
0 |
2,504 |
+200 |
Jun06 |
040629 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
831 |
+0 |
Sep06 |
040629 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.02 |
0 |
824 |
+0 |
Total Volume and Open Interest |
1,397 |
43,901 |
+45 |
3-Mth Euro-Yen(SIMEX) |
Sep04 |
040629 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
243 |
45,450 |
-166 |
Dec04 |
040629 |
99.86 |
99.87 |
99.86 |
99.86 |
-0.01 |
512 |
64,485 |
-267 |
Mar05 |
040629 |
99.79 |
99.81 |
99.79 |
99.79 |
-0.01 |
1,133 |
58,476 |
-546 |
Jun05 |
040629 |
99.69 |
99.71 |
99.68 |
99.70 |
unch |
2,874 |
57,756 |
+66 |
Sep05 |
040629 |
99.55 |
99.57 |
99.55 |
99.57 |
+0.01 |
1,432 |
45,369 |
+129 |
Dec05 |
040629 |
99.43 |
99.45 |
99.42 |
99.43 |
unch |
527 |
33,147 |
+44 |
Mar06 |
040629 |
99.27 |
99.31 |
99.27 |
99.29 |
+0.01 |
272 |
22,645 |
+143 |
Jun06 |
040629 |
99.15 |
99.17 |
99.15 |
99.15 |
unch |
3 |
10,337 |
+0 |
Total Volume and Open Interest |
6,996 |
353,320 |
-597 |
German Euro-Bund(EUREX) |
Sep04 |
040629 |
112.60 |
112.76 |
112.45 |
112.74 |
+0.14 |
857,409 |
924,407 |
-22,796 |
Dec04 |
040629 |
111.71 |
111.80 |
111.60 |
111.80 |
+0.13 |
27 |
4,036 |
+21 |
Mar05 |
040629 |
111.24 |
111.24 |
111.24 |
111.24 |
+0.14 |
1,413 |
0 |
+0 |
Total Volume and Open Interest |
858,849 |
928,443 |
-22,775 |
German Euro-Bobl(EUREX) |
Sep04 |
040629 |
109.96 |
110.04 |
109.80 |
110.02 |
+0.05 |
661,368 |
738,763 |
+26,486 |
Dec04 |
040629 |
108.96 |
109.17 |
108.96 |
109.17 |
+0.10 |
3,040 |
312 |
+15 |
Mar05 |
040629 |
108.64 |
108.64 |
108.64 |
108.64 |
+0.05 |
|
|
|
Total Volume and Open Interest |
664,408 |
739,075 |
+26,501 |
Long Gilt(LIFFE) |
Sep04 |
040629 |
105~12 |
105~15 |
105~04 |
105~12 |
+0~01 |
47,948 |
212,972 |
+3,773 |
Dec04 |
040629 |
105~05 |
105~05 |
105~05 |
105~05 |
+0~01 |
|
|
|
Total Volume and Open Interest |
48,705 |
212,972 |
-17,792 |
3-Mth Short Sterling(LIFFE) |
Sep04 |
040629 |
94.90 |
94.93 |
94.88 |
94.91 |
+0.01 |
36,123 |
204,392 |
+6,627 |
Dec04 |
040629 |
94.71 |
94.75 |
94.70 |
94.72 |
unch |
55,815 |
229,374 |
-2,125 |
Mar05 |
040629 |
94.60 |
94.64 |
94.57 |
94.60 |
unch |
36,519 |
183,574 |
-2,958 |
Total Volume and Open Interest |
240,577 |
1,159,121 |
+19,114 |
3-Mth Euribor(LIFFE) |
Sep04 |
040629 |
97.800 |
97.820 |
97.795 |
97.800 |
-0.005 |
72,396 |
543,607 |
+1,175 |
Dec04 |
040629 |
97.545 |
97.575 |
97.540 |
97.555 |
-0.015 |
128,118 |
549,951 |
-3,094 |
Mar05 |
040629 |
97.290 |
97.305 |
97.265 |
97.290 |
-0.015 |
142,508 |
397,934 |
+470 |
Total Volume and Open Interest |
623,774 |
2,705,447 |
-8,381 |
3-Mth Aus T-Bills(SFE) |
Sep04 |
040629 |
94.50 |
94.51 |
94.49 |
94.50 |
-0.02 |
5,251 |
146,414 |
-5,214 |
Dec04 |
040629 |
94.41 |
94.42 |
94.39 |
94.41 |
-0.04 |
2,662 |
96,636 |
-1,063 |
Mar05 |
040629 |
94.35 |
94.36 |
94.33 |
94.36 |
-0.04 |
1,970 |
53,637 |
-106 |
Jun05 |
040629 |
94.29 |
94.31 |
94.29 |
94.31 |
-0.04 |
290 |
25,701 |
-142 |
Sep05 |
040629 |
94.24 |
94.26 |
94.24 |
94.26 |
-0.04 |
62 |
16,746 |
-234 |
Dec05 |
040629 |
94.19 |
94.21 |
94.19 |
94.21 |
-0.04 |
17 |
13,448 |
-541 |
Mar06 |
040629 |
94.13 |
94.15 |
94.13 |
94.15 |
-0.05 |
47 |
10,222 |
-12 |
Jun06 |
040629 |
94.06 |
94.08 |
94.06 |
94.08 |
-0.05 |
32 |
5,113 |
+32 |
Sep06 |
040629 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.06 |
0 |
2,543 |
+0 |
Dec06 |
040629 |
93.94 |
93.94 |
93.94 |
93.94 |
-0.05 |
0 |
1,250 |
+0 |
Total Volume and Open Interest |
10,331 |
373,625 |
-7,280 |
10-Year Aus T-Bonds(SFE) |
Sep04 |
040629 |
94.54 |
94.54 |
94.45 |
94.48 |
+0.31 |
5,346 |
181,781 |
-3,841 |
Dec04 |
040629 |
94.48 |
94.48 |
94.48 |
94.48 |
+0.31 |
|
|
|
Total Volume and Open Interest |
23,313 |
285,220 |
-32,369 |
3-Year Aus T-Bonds(SFE) |
Sep04 |
040629 |
94.46 |
94.48 |
94.45 |
94.48 |
-0.06 |
11,931 |
285,220 |
-32,369 |
Dec04 |
040629 |
94.48 |
94.48 |
94.48 |
94.48 |
-0.06 |
|
|
|
Total Volume and Open Interest |
11,931 |
285,220 |
-32,369 |
Gold(CMX) |
Aug04 |
040629 |
399.0 |
399.0 |
391.0 |
392.8 |
-8.5 |
42,173 |
136,471 |
-2,415 |
Oct04 |
040629 |
400.0 |
400.5 |
393.3 |
394.0 |
-8.6 |
741 |
9,953 |
+0 |
Dec04 |
040629 |
401.5 |
402.0 |
394.0 |
395.4 |
-8.6 |
1,790 |
37,490 |
-284 |
Feb05 |
040629 |
403.0 |
403.0 |
396.0 |
397.0 |
-8.7 |
166 |
3,318 |
+37 |
Apr05 |
040629 |
398.7 |
398.7 |
398.7 |
398.7 |
-8.8 |
106 |
4,772 |
+99 |
Jun05 |
040629 |
407.8 |
407.8 |
400.0 |
400.5 |
-8.9 |
16 |
13,736 |
+0 |
Aug05 |
040629 |
402.6 |
402.6 |
402.6 |
402.6 |
-8.9 |
0 |
2,193 |
+0 |
Oct05 |
040629 |
404.8 |
404.8 |
404.8 |
404.8 |
-8.9 |
100 |
281 |
+1 |
Dec05 |
040629 |
410.0 |
410.0 |
407.0 |
407.0 |
-8.9 |
2 |
6,331 |
-1 |
Feb06 |
040629 |
409.4 |
409.4 |
409.4 |
409.4 |
-8.9 |
0 |
843 |
+0 |
Apr06 |
040629 |
411.9 |
411.9 |
411.9 |
411.9 |
-8.9 |
0 |
435 |
+0 |
Jun06 |
040629 |
414.5 |
414.5 |
414.5 |
414.5 |
-8.9 |
1 |
7,533 |
+1 |
Total Volume and Open Interest |
45,438 |
230,007 |
-2,902 |
Silver(CMX) |
Jul04 |
040629 |
593.0 |
595.0 |
580.0 |
585.3 |
-4.5 |
18,894 |
21,072 |
-7,335 |
Sep04 |
040629 |
594.0 |
597.0 |
581.5 |
587.3 |
-4.7 |
19,860 |
40,784 |
+7,031 |
Dec04 |
040629 |
602.0 |
602.0 |
585.0 |
590.5 |
-4.7 |
1,756 |
18,252 |
+1,001 |
Mar05 |
040629 |
601.0 |
601.0 |
593.6 |
593.6 |
-4.7 |
89 |
4,866 |
+22 |
May05 |
040629 |
595.8 |
595.8 |
595.8 |
595.8 |
-4.7 |
2 |
992 |
-2 |
Jul05 |
040629 |
608.0 |
608.0 |
597.8 |
597.8 |
-4.7 |
172 |
1,931 |
+137 |
Sep05 |
040629 |
599.9 |
599.9 |
599.9 |
599.9 |
-4.7 |
3 |
94 |
+3 |
Total Volume and Open Interest |
40,782 |
92,596 |
+857 |
Platinum(NYM) |
Jul04 |
040629 |
781.2 |
784.0 |
775.0 |
780.6 |
-9.6 |
1,545 |
1,564 |
-792 |
Oct04 |
040629 |
771.0 |
776.0 |
765.0 |
770.6 |
-9.7 |
1,731 |
3,830 |
+840 |
Jan05 |
040629 |
765.0 |
771.0 |
765.0 |
765.6 |
-9.7 |
1 |
12 |
+1 |
Total Volume and Open Interest |
3,277 |
5,406 |
+49 |
Palladium(NYME) |
Sep04 |
040629 |
221.10 |
222.50 |
217.00 |
219.60 |
-8.10 |
527 |
7,353 |
+49 |
Dec04 |
040629 |
219.00 |
221.10 |
217.00 |
221.10 |
-8.10 |
10 |
499 |
+3 |
Mar05 |
040629 |
223.60 |
223.60 |
223.60 |
223.60 |
-8.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
537 |
7,853 |
+0 |
Copper(CMX) |
Jul04 |
040629 |
119.50 |
120.20 |
116.40 |
117.15 |
-3.60 |
4,596 |
8,553 |
-2,390 |
Sep04 |
040629 |
120.10 |
120.50 |
116.80 |
117.50 |
-3.55 |
6,091 |
31,825 |
+1,385 |
Dec04 |
040629 |
116.90 |
116.90 |
114.00 |
114.50 |
-3.05 |
566 |
8,992 |
-114 |
Mar05 |
040629 |
113.00 |
113.00 |
111.80 |
111.80 |
-2.75 |
125 |
1,615 |
-29 |
May05 |
040629 |
109.80 |
109.80 |
109.80 |
109.80 |
-2.65 |
0 |
389 |
+0 |
Total Volume and Open Interest |
12,564 |
60,426 |
-358 |
DJIA Index(CBOT) |
Jun04 |
040617 |
10377 |
10390 |
10340 |
10379 |
+3 |
10,860 |
27,862 |
-240 |
Sep04 |
040629 |
10350 |
10418 |
10326 |
10399 |
+69 |
6,210 |
41,377 |
+325 |
Dec04 |
040629 |
10399 |
10399 |
10399 |
10399 |
+71 |
1 |
46 |
+0 |
Total Volume and Open Interest |
6,211 |
41,423 |
+325 |
S & P 500(CME) |
Sep04 |
040629 |
1132.30 |
1138.30 |
1131.20 |
1135.80 |
+4.00 |
28,662 |
573,216 |
-705 |
Dec04 |
040629 |
1136.50 |
1136.50 |
1136.50 |
1136.50 |
+4.10 |
11 |
6,240 |
+4 |
Mar05 |
040629 |
1138.90 |
1138.90 |
1138.90 |
1138.90 |
+4.00 |
2 |
345 |
+2 |
Jun05 |
040629 |
1143.30 |
1143.30 |
1143.30 |
1143.30 |
+4.00 |
2 |
190 |
+0 |
Total Volume and Open Interest |
28,685 |
580,031 |
-691 |
S & P 500 E-Mini(Globex) |
Sep04 |
040629 |
1132.00 |
1138.50 |
1127.75 |
1135.75 |
+4.00 |
569,180 |
585,150 |
+1,965 |
Dec04 |
040629 |
1130.00 |
1138.25 |
1130.00 |
1136.50 |
+4.00 |
304 |
414 |
+227 |
Total Volume and Open Interest |
569,484 |
585,564 |
+2,192 |
NASDAQ 100(CME) |
Sep04 |
040629 |
1497.50 |
1512.00 |
1496.00 |
1507.50 |
+14.00 |
10,658 |
67,643 |
+426 |
Dec04 |
040629 |
1515.00 |
1515.00 |
1513.00 |
1513.00 |
+14.00 |
1 |
101 |
+1 |
Mar05 |
040629 |
1518.50 |
1518.50 |
1518.50 |
1518.50 |
+14.00 |
|
|
|
Total Volume and Open Interest |
10,659 |
67,744 |
+427 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep04 |
040629 |
1493.0 |
1512.0 |
1488.5 |
1507.5 |
+14.0 |
318,937 |
163,266 |
+4,010 |
Dec04 |
040629 |
1501.5 |
1516.5 |
1501.5 |
1513.0 |
+14.0 |
83 |
690 |
-66 |
Total Volume and Open Interest |
319,020 |
163,956 |
+3,944 |
S & P Midcap 400(CME) |
Sep04 |
040629 |
600.75 |
604.25 |
600.75 |
602.75 |
+2.25 |
534 |
15,593 |
-109 |
Dec04 |
040629 |
602.50 |
602.50 |
602.50 |
602.50 |
+2.25 |
|
|
|
Mar05 |
040629 |
602.50 |
602.50 |
602.50 |
602.50 |
+2.25 |
|
|
|
Total Volume and Open Interest |
534 |
15,593 |
-109 |
Russell 2000(CME) |
Sep04 |
040629 |
584.50 |
591.25 |
584.50 |
588.50 |
+4.00 |
1,867 |
24,395 |
-222 |
Dec04 |
040629 |
588.50 |
588.50 |
588.50 |
588.50 |
+4.00 |
|
|
|
Mar05 |
040629 |
588.50 |
588.50 |
588.50 |
588.50 |
+4.00 |
|
|
|
Total Volume and Open Interest |
1,867 |
24,395 |
-222 |
Value Line(KCBT) |
Sep04 |
040629 |
1616.50 |
1621.00 |
1616.50 |
1621.00 |
+6.00 |
6 |
63 |
+2 |
Total Volume and Open Interest |
6 |
63 |
+2 |
Nikkei 225(CME) |
Sep04 |
040629 |
11850 |
11940 |
11835 |
11900 |
+25 |
2,806 |
30,449 |
-257 |
Dec04 |
040629 |
11900 |
11900 |
11900 |
11900 |
+25 |
0 |
15 |
+0 |
Total Volume and Open Interest |
2,806 |
30,545 |
-257 |
Nikkei 225(SIMEX) |
Sep04 |
040629 |
11840 |
11890 |
11785 |
11855 |
-10 |
14,227 |
141,377 |
+1,506 |
Dec04 |
040629 |
11825 |
11825 |
11825 |
11825 |
-10 |
1 |
1 |
+0 |
Mar05 |
040629 |
11825 |
11825 |
11825 |
11825 |
-10 |
|
|
|
Total Volume and Open Interest |
14,228 |
141,378 |
+1,506 |
CAC 40(MATIF) |
Jun04 |
040629 |
3753.5 |
3766.0 |
3748.0 |
3754.5 |
-15.5 |
220,764 |
502,212 |
-27,727 |
Jul04 |
040629 |
3770.0 |
3772.0 |
3754.0 |
3760.0 |
-16.5 |
124,117 |
64,159 |
+27,479 |
Aug04 |
040629 |
3766.5 |
3766.5 |
3766.5 |
3766.5 |
-15.5 |
1 |
9 |
+1 |
Total Volume and Open Interest |
102,306 |
605,520 |
+3,897 |
DAX Index(EUREX) |
Sep04 |
040629 |
4084.0 |
4107.5 |
4070.5 |
4092.0 |
-1.0 |
100,307 |
143,576 |
+4,831 |
Dec04 |
040629 |
4100.0 |
4125.0 |
4094.0 |
4114.0 |
-1.0 |
1,807 |
4,726 |
-444 |
Mar05 |
040629 |
4125.0 |
4143.0 |
4125.0 |
4139.0 |
-1.0 |
111 |
191 |
+66 |
Total Volume and Open Interest |
102,225 |
148,493 |
+4,453 |
FT-SE 100(LIFFE) |
Sep04 |
040629 |
4515.00 |
4523.50 |
4499.50 |
4516.50 |
-10.50 |
51,398 |
408,477 |
+2,911 |
Dec04 |
040629 |
4540.00 |
4548.50 |
4540.00 |
4548.50 |
-10.50 |
0 |
26,722 |
+0 |
Mar05 |
040629 |
4561.00 |
4561.00 |
4561.00 |
4561.00 |
-10.50 |
0 |
3,350 |
+0 |
Total Volume and Open Interest |
51,398 |
438,549 |
+2,911 |
SPI 200(SFE) |
Jun04 |
040617 |
3496.0 |
3501.0 |
3488.0 |
3495.0 |
unch |
50,374 |
120,653 |
-12,701 |
Sep04 |
040629 |
3524.0 |
3537.0 |
3516.0 |
3521.0 |
-9.0 |
6,937 |
152,851 |
-1,184 |
Dec04 |
040629 |
3589.0 |
3589.0 |
3532.0 |
3535.0 |
-8.0 |
504 |
4,398 |
+3 |
Total Volume and Open Interest |
8,183 |
160,319 |
-798 |
GSCI(CME) |
Jul04 |
040629 |
282.90 |
284.40 |
280.40 |
280.40 |
-3.40 |
331 |
16,192 |
+237 |
Aug04 |
040629 |
279.50 |
279.50 |
279.50 |
279.50 |
-2.50 |
0 |
3 |
+0 |
Sep04 |
040629 |
279.00 |
279.00 |
279.00 |
279.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
331 |
16,195 |
+237 |
Reuters CRB Index(NYBOT) |
Aug04 |
040629 |
264.00 |
265.20 |
264.00 |
265.00 |
-1.30 |
67 |
224 |
-1 |
Nov04 |
040629 |
266.00 |
266.00 |
266.00 |
266.00 |
-1.30 |
12 |
95 |
+9 |
Jan05 |
040629 |
265.00 |
265.00 |
265.00 |
265.00 |
-1.30 |
10 |
38 |
+10 |
Total Volume and Open Interest |
89 |
357 |
+18 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|