|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue July 06, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul04 |
040706 |
944.00 |
984.00 |
944.00 |
979.50 |
+40.00 |
6,187 |
12,577 |
-1,805 |
Aug04 |
040706 |
812.00 |
829.50 |
809.00 |
819.50 |
+10.25 |
14,253 |
45,352 |
-842 |
Sep04 |
040706 |
683.00 |
687.00 |
679.00 |
684.00 |
-4.75 |
2,860 |
12,935 |
+509 |
Nov04 |
040706 |
646.00 |
653.00 |
642.50 |
652.00 |
-0.25 |
30,054 |
87,991 |
-1,312 |
Jan05 |
040706 |
648.00 |
655.00 |
647.00 |
653.50 |
-4.00 |
1,271 |
4,702 |
-258 |
Mar05 |
040706 |
649.00 |
657.00 |
648.00 |
657.00 |
-0.50 |
667 |
3,802 |
-29 |
May05 |
040706 |
644.00 |
652.00 |
644.00 |
651.00 |
-1.50 |
481 |
3,855 |
+139 |
Total Volume and Open Interest |
55,875 |
173,406 |
-3,548 |
Soybean Meal(CBOT) |
Jul04 |
040706 |
317.50 |
345.00 |
316.60 |
344.70 |
+30.50 |
4,673 |
9,123 |
-1,875 |
Aug04 |
040706 |
284.00 |
295.50 |
282.00 |
294.70 |
+14.60 |
10,420 |
38,352 |
-887 |
Sep04 |
040706 |
241.50 |
250.00 |
239.50 |
249.70 |
+8.40 |
2,595 |
20,412 |
+380 |
Oct04 |
040706 |
210.50 |
213.00 |
208.00 |
213.00 |
+2.50 |
1,310 |
15,225 |
+283 |
Dec04 |
040706 |
203.00 |
205.00 |
200.60 |
204.70 |
+0.90 |
6,447 |
39,882 |
-79 |
Jan05 |
040706 |
201.50 |
204.30 |
200.50 |
204.00 |
+0.50 |
577 |
4,913 |
-13 |
Mar05 |
040706 |
201.50 |
204.00 |
200.00 |
203.60 |
+1.60 |
393 |
4,314 |
-19 |
May05 |
040706 |
200.00 |
203.00 |
199.50 |
202.70 |
+1.40 |
1,126 |
4,438 |
+207 |
Total Volume and Open Interest |
28,162 |
142,929 |
-1,565 |
Soybean Oil(CBOT) |
Jul04 |
040706 |
28.80 |
29.10 |
28.55 |
29.05 |
+0.25 |
3,570 |
5,940 |
-1,193 |
Aug04 |
040706 |
27.75 |
28.28 |
27.67 |
28.20 |
+0.30 |
9,847 |
30,383 |
-756 |
Sep04 |
040706 |
26.78 |
27.05 |
26.56 |
26.99 |
+0.16 |
1,724 |
18,518 |
-417 |
Oct04 |
040706 |
25.10 |
25.35 |
25.05 |
25.33 |
+0.03 |
1,052 |
11,155 |
+46 |
Dec04 |
040706 |
23.95 |
24.20 |
23.80 |
24.11 |
-0.13 |
8,483 |
45,405 |
+457 |
Jan05 |
040706 |
23.80 |
24.15 |
23.80 |
24.04 |
-0.19 |
654 |
6,919 |
+112 |
Mar05 |
040706 |
23.85 |
24.10 |
23.75 |
24.00 |
-0.20 |
777 |
4,970 |
+157 |
May05 |
040706 |
23.85 |
24.00 |
23.75 |
23.95 |
-0.20 |
691 |
2,767 |
+323 |
Total Volume and Open Interest |
27,140 |
130,883 |
-956 |
Canola(WCE) |
Jul04 |
040706 |
373.0 |
373.0 |
370.5 |
370.5 |
-2.5 |
1,546 |
1,440 |
+0 |
Sep04 |
040706 |
365.0 |
365.0 |
365.0 |
365.0 |
unch |
0 |
50 |
+0 |
Nov04 |
040706 |
356.0 |
356.0 |
351.3 |
351.7 |
-4.6 |
2,046 |
45,841 |
+0 |
Jan05 |
040706 |
360.1 |
360.5 |
356.5 |
356.5 |
-6.0 |
5 |
1,698 |
+0 |
Mar05 |
040706 |
363.5 |
363.5 |
361.1 |
361.1 |
-4.9 |
0 |
600 |
+0 |
Total Volume and Open Interest |
3,598 |
50,790 |
+0 |
Corn(CBOT) |
Jul04 |
040706 |
252.50 |
253.00 |
249.00 |
249.50 |
-5.75 |
6,712 |
9,922 |
-2,384 |
Sep04 |
040706 |
253.50 |
257.00 |
252.50 |
254.00 |
-5.25 |
19,664 |
165,324 |
-2,479 |
Dec04 |
040706 |
258.00 |
261.50 |
256.75 |
258.50 |
-4.50 |
36,881 |
305,668 |
-6,715 |
Mar05 |
040706 |
265.50 |
268.50 |
264.50 |
266.00 |
-4.00 |
4,616 |
40,091 |
+1,003 |
May05 |
040706 |
271.00 |
273.50 |
270.00 |
271.50 |
-3.75 |
1,018 |
12,605 |
+134 |
Jul05 |
040706 |
275.00 |
276.75 |
273.50 |
274.25 |
-4.25 |
995 |
10,776 |
-173 |
Total Volume and Open Interest |
70,405 |
557,088 |
-10,559 |
Wheat(CBOT) |
Jul04 |
040706 |
333.00 |
340.00 |
331.00 |
338.50 |
+3.50 |
1,217 |
1,107 |
-701 |
Sep04 |
040706 |
339.50 |
345.50 |
338.50 |
344.75 |
+3.25 |
12,757 |
91,702 |
+462 |
Dec04 |
040706 |
353.00 |
357.75 |
351.50 |
357.25 |
+3.25 |
6,381 |
45,564 |
+494 |
Mar05 |
040706 |
362.50 |
368.25 |
362.00 |
368.00 |
+5.50 |
829 |
8,961 |
-46 |
May05 |
040706 |
367.00 |
372.50 |
367.00 |
371.50 |
+6.00 |
7 |
285 |
+4 |
Total Volume and Open Interest |
21,252 |
149,307 |
+217 |
Wheat(KCBT) |
Jul04 |
040706 |
357.00 |
363.00 |
356.00 |
363.00 |
+4.00 |
424 |
927 |
-37 |
Sep04 |
040706 |
362.00 |
370.50 |
361.50 |
369.50 |
+5.25 |
5,744 |
36,031 |
-814 |
Dec04 |
040706 |
372.50 |
381.00 |
372.25 |
380.50 |
+7.00 |
3,240 |
17,917 |
+503 |
Mar05 |
040706 |
381.50 |
388.50 |
381.50 |
388.25 |
+5.75 |
490 |
3,036 |
+112 |
May05 |
040706 |
392.00 |
392.00 |
392.00 |
392.00 |
+7.00 |
16 |
90 |
+9 |
Total Volume and Open Interest |
9,934 |
58,562 |
-217 |
Wheat(MGE) |
Jul04 |
040706 |
380.00 |
384.25 |
380.00 |
384.25 |
+4.25 |
111 |
108 |
-79 |
Sep04 |
040706 |
385.00 |
391.50 |
384.50 |
390.50 |
+2.50 |
1,834 |
13,548 |
+29 |
Dec04 |
040706 |
393.00 |
399.00 |
392.00 |
398.00 |
+3.00 |
1,684 |
12,032 |
+466 |
Mar05 |
040706 |
397.50 |
404.00 |
397.50 |
404.00 |
+3.00 |
177 |
1,717 |
+127 |
May05 |
040706 |
405.00 |
405.00 |
404.00 |
404.00 |
+2.50 |
0 |
234 |
+0 |
Total Volume and Open Interest |
3,806 |
27,711 |
+543 |
Oats(CBOT) |
Jul04 |
040706 |
133.00 |
136.00 |
132.00 |
134.00 |
+2.75 |
81 |
95 |
-245 |
Sep04 |
040706 |
135.50 |
140.50 |
135.25 |
138.50 |
+3.25 |
259 |
3,464 |
-11 |
Dec04 |
040706 |
141.25 |
148.00 |
141.00 |
145.50 |
+4.00 |
1,148 |
6,814 |
+14 |
Mar05 |
040706 |
155.50 |
155.50 |
153.50 |
153.50 |
+4.50 |
22 |
179 |
+17 |
Total Volume and Open Interest |
1,521 |
10,654 |
-223 |
Rough Rice(CBOT) |
Jul04 |
040706 |
9.50 |
9.50 |
9.50 |
9.50 |
-0.10 |
25 |
97 |
-52 |
Sep04 |
040706 |
7.75 |
7.75 |
7.55 |
7.73 |
-0.24 |
70 |
915 |
+16 |
Nov04 |
040706 |
7.60 |
7.74 |
7.60 |
7.70 |
-0.24 |
151 |
1,864 |
-31 |
Jan05 |
040706 |
7.85 |
7.85 |
7.77 |
7.83 |
-0.27 |
8 |
270 |
+2 |
Total Volume and Open Interest |
254 |
3,261 |
-65 |
Live Cattle(CME) |
Aug04 |
040706 |
87.100 |
88.250 |
86.950 |
87.625 |
+2.300 |
4,308 |
64,690 |
-747 |
Oct04 |
040706 |
88.200 |
89.100 |
88.200 |
88.875 |
+2.475 |
1,933 |
29,654 |
+165 |
Dec04 |
040706 |
88.200 |
89.000 |
88.200 |
88.775 |
+2.025 |
508 |
14,317 |
-67 |
Feb05 |
040706 |
88.600 |
90.000 |
88.600 |
89.225 |
+2.000 |
208 |
6,706 |
+10 |
Apr05 |
040706 |
85.900 |
87.650 |
85.900 |
86.425 |
+1.775 |
57 |
2,081 |
+37 |
Jun05 |
040706 |
82.000 |
82.250 |
81.650 |
81.725 |
+1.575 |
84 |
840 |
+40 |
Total Volume and Open Interest |
7,098 |
118,297 |
-562 |
Feeder Cattle(CME) |
Aug04 |
040706 |
111.400 |
111.400 |
111.400 |
111.400 |
+3.000 |
1,292 |
10,123 |
-382 |
Sep04 |
040706 |
110.800 |
110.800 |
110.500 |
110.800 |
+3.000 |
201 |
1,658 |
+45 |
Oct04 |
040706 |
108.975 |
108.975 |
108.700 |
108.975 |
+3.000 |
396 |
2,396 |
-23 |
Nov04 |
040706 |
107.500 |
107.500 |
107.200 |
107.500 |
+3.000 |
143 |
1,155 |
+24 |
Jan05 |
040706 |
103.000 |
103.600 |
103.000 |
103.500 |
+2.900 |
75 |
697 |
+31 |
Mar05 |
040706 |
98.350 |
100.100 |
98.350 |
100.100 |
+3.000 |
2 |
147 |
+1 |
Apr05 |
040706 |
97.900 |
99.250 |
97.900 |
99.250 |
+3.000 |
0 |
79 |
+0 |
Total Volume and Open Interest |
2,109 |
16,263 |
-304 |
Lean Hogs(CME) |
Jul04 |
040706 |
79.250 |
79.475 |
78.750 |
79.375 |
+0.250 |
1,506 |
8,301 |
-614 |
Aug04 |
040706 |
76.925 |
77.250 |
76.425 |
76.650 |
-0.275 |
4,148 |
45,916 |
-334 |
Oct04 |
040706 |
67.000 |
67.200 |
66.600 |
66.950 |
-0.200 |
2,257 |
16,051 |
+827 |
Dec04 |
040706 |
61.900 |
62.150 |
61.650 |
61.900 |
-0.050 |
544 |
10,271 |
+135 |
Feb05 |
040706 |
60.750 |
60.950 |
60.300 |
60.650 |
unch |
177 |
1,687 |
+141 |
Apr05 |
040706 |
60.400 |
60.600 |
60.400 |
60.600 |
+0.100 |
53 |
672 |
+34 |
May05 |
040706 |
62.000 |
62.000 |
61.900 |
61.900 |
unch |
10 |
129 |
+5 |
Jun05 |
040706 |
64.600 |
64.850 |
64.600 |
64.850 |
-0.050 |
11 |
134 |
+5 |
Total Volume and Open Interest |
8,707 |
83,175 |
+199 |
Pork Bellies(CME) |
Jul04 |
040706 |
113.000 |
114.400 |
112.300 |
114.200 |
+1.750 |
773 |
1,037 |
-248 |
Aug04 |
040706 |
110.300 |
112.000 |
110.200 |
111.600 |
+1.425 |
847 |
2,050 |
+439 |
Feb05 |
040706 |
96.500 |
97.400 |
96.500 |
96.900 |
+0.650 |
17 |
115 |
+1 |
Mar05 |
040706 |
95.100 |
95.100 |
95.100 |
95.100 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,637 |
3,204 |
+192 |
Class III Milk(CME) |
Jul04 |
040706 |
14.85 |
14.88 |
14.60 |
14.82 |
-0.08 |
167 |
5,927 |
+65 |
Aug04 |
040706 |
13.65 |
13.75 |
13.45 |
13.68 |
+0.03 |
302 |
5,159 |
-71 |
Sep04 |
040706 |
13.85 |
13.95 |
13.70 |
13.95 |
+0.12 |
265 |
5,023 |
+17 |
Oct04 |
040706 |
13.42 |
13.50 |
13.42 |
13.50 |
unch |
120 |
3,113 |
-39 |
Nov04 |
040706 |
12.80 |
13.05 |
12.80 |
12.90 |
+0.10 |
81 |
2,030 |
+51 |
Total Volume and Open Interest |
1,025 |
25,566 |
+68 |
Cocoa(NYBOT) |
Jul04 |
040706 |
1340 |
1340 |
1338 |
1338 |
+26 |
13 |
238 |
-12 |
Sep04 |
040706 |
1303 |
1341 |
1301 |
1338 |
+21 |
7,864 |
45,257 |
+2,265 |
Dec04 |
040706 |
1325 |
1358 |
1317 |
1353 |
+22 |
2,564 |
17,891 |
+2,072 |
Mar05 |
040706 |
1348 |
1374 |
1344 |
1374 |
+22 |
65 |
10,125 |
+47 |
May05 |
040706 |
1365 |
1387 |
1358 |
1387 |
+22 |
567 |
11,280 |
-242 |
Jul05 |
040706 |
1403 |
1403 |
1403 |
1403 |
+22 |
83 |
11,537 |
+80 |
Sep05 |
040706 |
1390 |
1418 |
1385 |
1418 |
+21 |
145 |
4,820 |
+143 |
Total Volume and Open Interest |
13,051 |
105,344 |
+6,102 |
Coffee "C"(NYBOT) |
Jul04 |
040706 |
69.90 |
70.00 |
68.50 |
68.70 |
-1.35 |
80 |
214 |
-60 |
Sep04 |
040706 |
71.50 |
71.50 |
70.40 |
70.80 |
-1.45 |
10,938 |
65,931 |
+1,160 |
Dec04 |
040706 |
74.50 |
74.65 |
73.70 |
74.05 |
-1.40 |
3,607 |
15,410 |
+2,273 |
Mar05 |
040706 |
77.30 |
77.40 |
76.75 |
77.00 |
-1.30 |
154 |
6,147 |
-43 |
May05 |
040706 |
79.10 |
79.15 |
78.30 |
78.65 |
-1.30 |
25 |
1,673 |
+109 |
Jul05 |
040706 |
80.50 |
80.50 |
79.50 |
80.20 |
-1.30 |
10 |
1,115 |
+54 |
Total Volume and Open Interest |
14,814 |
91,300 |
+3,493 |
Orange Juice(NYBOT) |
Jul04 |
040706 |
64.00 |
67.00 |
64.00 |
67.00 |
+1.70 |
765 |
1,566 |
-998 |
Sep04 |
040706 |
66.00 |
67.80 |
65.50 |
67.75 |
+2.10 |
6,194 |
23,187 |
-272 |
Nov04 |
040706 |
67.20 |
68.70 |
67.00 |
68.65 |
+1.60 |
971 |
8,836 |
-39 |
Jan05 |
040706 |
68.80 |
70.30 |
68.75 |
70.25 |
+1.05 |
383 |
2,251 |
+308 |
Mar05 |
040706 |
70.50 |
71.55 |
70.50 |
71.55 |
+0.35 |
301 |
3,201 |
-5 |
Total Volume and Open Interest |
8,669 |
42,204 |
-939 |
Sugar #11(NYBOT) |
Oct04 |
040706 |
8.20 |
8.20 |
8.04 |
8.13 |
+0.17 |
20,840 |
186,613 |
+8,242 |
Mar05 |
040706 |
8.42 |
8.50 |
8.40 |
8.47 |
+0.15 |
8,483 |
45,861 |
-305 |
May05 |
040706 |
8.30 |
8.35 |
8.25 |
8.32 |
+0.10 |
1,048 |
17,171 |
+33 |
Jul05 |
040706 |
8.10 |
8.15 |
8.09 |
8.12 |
+0.09 |
743 |
11,898 |
+306 |
Oct05 |
040706 |
7.99 |
8.04 |
7.96 |
8.01 |
+0.10 |
273 |
10,388 |
-49 |
Total Volume and Open Interest |
31,839 |
276,323 |
+8,400 |
London Cocoa(LCE) |
Jul04 |
040706 |
748 |
758 |
733 |
758 |
+11 |
451 |
0 |
-9,358 |
Sep04 |
040706 |
770 |
780 |
755 |
780 |
+11 |
847 |
0 |
-58,329 |
Dec04 |
040706 |
793 |
805 |
780 |
804 |
+11 |
579 |
0 |
-51,099 |
Mar05 |
040706 |
814 |
826 |
802 |
826 |
+12 |
601 |
0 |
-30,104 |
May05 |
040706 |
830 |
840 |
817 |
840 |
+12 |
152 |
0 |
-12,327 |
Jul05 |
040706 |
833 |
853 |
830 |
853 |
+13 |
123 |
0 |
-11,691 |
Sep05 |
040706 |
856 |
866 |
842 |
866 |
+13 |
72 |
0 |
-7,811 |
Total Volume and Open Interest |
2,839 |
|
|
London Coffee(LCE) |
Jul04 |
040706 |
690.00 |
699.00 |
685.00 |
686.00 |
-9.00 |
505 |
0 |
-7,435 |
Sep04 |
040706 |
690.00 |
716.00 |
690.00 |
697.00 |
-8.00 |
19,599 |
0 |
-85,712 |
Nov04 |
040706 |
713.00 |
728.00 |
707.00 |
711.00 |
-8.00 |
6,555 |
0 |
-28,695 |
Jan05 |
040706 |
723.00 |
744.00 |
722.00 |
723.00 |
-6.00 |
2,144 |
0 |
-23,093 |
Mar05 |
040706 |
733.00 |
745.00 |
732.00 |
738.00 |
-3.00 |
1,240 |
0 |
-12,575 |
May05 |
040706 |
747.00 |
764.00 |
747.00 |
752.00 |
-3.00 |
2,204 |
0 |
-9,106 |
Total Volume and Open Interest |
32,981 |
|
|
London Sugar(LCE) |
Aug04 |
040706 |
233.60 |
237.60 |
232.50 |
236.40 |
+2.60 |
2,574 |
0 |
-16,429 |
Oct04 |
040706 |
237.40 |
241.00 |
237.00 |
240.00 |
+1.50 |
1,844 |
0 |
-15,926 |
Dec04 |
040706 |
243.60 |
246.00 |
243.60 |
246.00 |
+1.10 |
201 |
0 |
-5,047 |
Mar05 |
040706 |
248.60 |
251.50 |
248.60 |
251.50 |
+1.10 |
166 |
0 |
-9,199 |
May05 |
040706 |
248.00 |
249.50 |
247.90 |
249.50 |
unch |
111 |
0 |
-3,704 |
Total Volume and Open Interest |
5,074 |
|
|
Cotton(NYBOT) |
Jul04 |
040706 |
47.50 |
47.50 |
46.50 |
46.50 |
-0.75 |
23 |
105 |
-30 |
Oct04 |
040706 |
49.10 |
49.50 |
48.60 |
49.49 |
+0.02 |
649 |
3,793 |
-22 |
Dec04 |
040706 |
49.20 |
49.80 |
48.65 |
49.65 |
+0.09 |
7,121 |
53,791 |
+598 |
Mar05 |
040706 |
50.90 |
51.30 |
50.58 |
51.30 |
-0.10 |
678 |
11,174 |
+62 |
May05 |
040706 |
52.00 |
52.30 |
51.55 |
52.30 |
-0.10 |
77 |
2,286 |
+43 |
Jul05 |
040706 |
52.78 |
53.30 |
52.65 |
53.30 |
-0.10 |
173 |
1,391 |
+37 |
Total Volume and Open Interest |
8,734 |
73,808 |
+696 |
Lumber(CME) |
Jul04 |
040706 |
380.8 |
383.8 |
375.5 |
383.8 |
+5.5 |
317 |
1,489 |
-236 |
Sep04 |
040706 |
366.8 |
366.9 |
359.2 |
366.3 |
+2.5 |
395 |
2,407 |
+198 |
Nov04 |
040706 |
338.9 |
339.0 |
333.8 |
338.3 |
+1.3 |
66 |
592 |
+24 |
Jan05 |
040706 |
338.9 |
339.0 |
337.0 |
337.4 |
-1.1 |
2 |
108 |
+0 |
Total Volume and Open Interest |
780 |
4,603 |
-14 |
Crude Oil(NYM) |
Aug04 |
040706 |
39.10 |
39.70 |
38.90 |
39.65 |
+1.26 |
71,639 |
178,056 |
-4,385 |
Sep04 |
040706 |
39.05 |
39.75 |
38.95 |
39.72 |
+1.26 |
46,144 |
112,548 |
+168 |
Oct04 |
040706 |
38.85 |
39.50 |
38.70 |
39.46 |
+1.22 |
9,856 |
44,645 |
+993 |
Nov04 |
040706 |
38.50 |
39.25 |
38.50 |
39.18 |
+1.20 |
2,024 |
28,593 |
-223 |
Dec04 |
040706 |
38.30 |
38.90 |
38.10 |
38.86 |
+1.16 |
7,463 |
60,925 |
+285 |
Jan05 |
040706 |
37.95 |
38.41 |
37.95 |
38.41 |
+1.10 |
595 |
24,000 |
+17 |
Feb05 |
040706 |
37.99 |
37.99 |
37.99 |
37.99 |
+1.03 |
816 |
13,431 |
-67 |
Mar05 |
040706 |
37.50 |
37.63 |
37.50 |
37.63 |
+0.99 |
861 |
12,075 |
+25 |
Apr05 |
040706 |
37.15 |
37.27 |
37.15 |
37.27 |
+0.94 |
122 |
10,494 |
-77 |
May05 |
040706 |
36.94 |
36.94 |
36.94 |
36.94 |
+0.90 |
856 |
6,886 |
-143 |
Jun05 |
040706 |
35.85 |
36.63 |
35.85 |
36.63 |
+0.85 |
1,945 |
20,726 |
-1,027 |
Jul05 |
040706 |
36.05 |
36.37 |
36.05 |
36.37 |
+0.82 |
52 |
6,127 |
+2 |
Aug05 |
040706 |
36.14 |
36.14 |
36.14 |
36.14 |
+0.81 |
226 |
5,296 |
-66 |
Sep05 |
040706 |
35.58 |
35.91 |
35.58 |
35.91 |
+0.79 |
0 |
7,633 |
+0 |
Oct05 |
040706 |
35.70 |
35.70 |
35.70 |
35.70 |
+0.78 |
25 |
3,594 |
+0 |
Nov05 |
040706 |
35.49 |
35.49 |
35.49 |
35.49 |
+0.77 |
0 |
3,185 |
+0 |
Total Volume and Open Interest |
149,678 |
693,649 |
-4,514 |
Heating Oil(NYM) |
Aug04 |
040706 |
108.90 |
110.60 |
108.60 |
109.31 |
+2.04 |
17,762 |
64,728 |
-391 |
Sep04 |
040706 |
109.40 |
111.30 |
109.30 |
110.17 |
+2.09 |
3,909 |
22,938 |
+820 |
Oct04 |
040706 |
110.10 |
111.50 |
110.10 |
110.72 |
+2.14 |
1,482 |
14,884 |
+297 |
Nov04 |
040706 |
110.60 |
111.80 |
110.50 |
111.22 |
+2.19 |
1,022 |
11,210 |
-147 |
Dec04 |
040706 |
111.20 |
112.30 |
111.00 |
111.57 |
+2.19 |
2,051 |
23,721 |
+270 |
Jan05 |
040706 |
111.30 |
112.60 |
111.30 |
111.67 |
+2.19 |
1,140 |
10,125 |
-17 |
Feb05 |
040706 |
109.70 |
111.00 |
109.70 |
109.92 |
+2.09 |
473 |
10,064 |
+180 |
Mar05 |
040706 |
106.70 |
108.00 |
106.70 |
106.72 |
+1.99 |
93 |
9,204 |
+33 |
Apr05 |
040706 |
102.65 |
104.00 |
102.47 |
102.47 |
+1.84 |
28 |
1,866 |
+10 |
May05 |
040706 |
98.80 |
98.80 |
98.47 |
98.47 |
+1.69 |
1 |
1,768 |
+0 |
Jun05 |
040706 |
95.15 |
96.10 |
95.15 |
95.87 |
+1.59 |
25 |
3,862 |
+0 |
Jul05 |
040706 |
95.50 |
95.50 |
94.92 |
94.92 |
+1.49 |
0 |
5,087 |
-25 |
Total Volume and Open Interest |
28,113 |
188,196 |
+1,045 |
Unleaded Gas(NYM) |
Aug04 |
040706 |
126.50 |
128.15 |
125.20 |
127.21 |
+2.77 |
20,017 |
59,995 |
+997 |
Sep04 |
040706 |
123.00 |
124.80 |
122.30 |
124.26 |
+2.72 |
6,248 |
24,153 |
+836 |
Oct04 |
040706 |
116.00 |
117.50 |
115.80 |
117.31 |
+2.17 |
1,438 |
9,783 |
-3 |
Nov04 |
040706 |
112.10 |
114.11 |
111.70 |
113.11 |
+1.87 |
566 |
5,820 |
+179 |
Dec04 |
040706 |
109.00 |
111.21 |
109.00 |
110.21 |
+1.57 |
590 |
11,678 |
+18 |
Jan05 |
040706 |
108.10 |
110.21 |
108.10 |
109.21 |
+1.37 |
112 |
2,565 |
+76 |
Feb05 |
040706 |
108.10 |
110.06 |
108.10 |
109.06 |
+1.32 |
181 |
3,587 |
+36 |
Mar05 |
040706 |
108.25 |
110.41 |
108.25 |
109.41 |
+1.22 |
1 |
1,379 |
+1 |
Apr05 |
040706 |
115.71 |
115.71 |
115.71 |
115.71 |
+1.12 |
288 |
6,345 |
+170 |
May05 |
040706 |
115.36 |
115.36 |
115.36 |
115.36 |
+1.07 |
0 |
6,318 |
+0 |
Jun05 |
040706 |
113.70 |
115.11 |
113.70 |
114.11 |
+1.02 |
773 |
2,146 |
-728 |
Jul05 |
040706 |
111.66 |
111.66 |
111.66 |
111.66 |
+0.97 |
750 |
750 |
+750 |
Total Volume and Open Interest |
30,964 |
134,519 |
+2,332 |
Natural Gas(NYM) |
Aug04 |
040706 |
6.250 |
6.460 |
6.230 |
6.424 |
+0.276 |
17,744 |
65,523 |
-2,535 |
Sep04 |
040706 |
6.270 |
6.500 |
6.260 |
6.462 |
+0.281 |
4,236 |
37,142 |
+226 |
Oct04 |
040706 |
6.300 |
6.500 |
6.290 |
6.490 |
+0.272 |
2,512 |
36,280 |
+271 |
Nov04 |
040706 |
6.530 |
6.740 |
6.530 |
6.721 |
+0.263 |
1,167 |
19,918 |
-123 |
Dec04 |
040706 |
6.770 |
6.950 |
6.770 |
6.947 |
+0.254 |
1,229 |
21,919 |
+125 |
Jan05 |
040706 |
6.900 |
7.100 |
6.900 |
7.080 |
+0.257 |
645 |
20,541 |
+91 |
Feb05 |
040706 |
6.840 |
7.020 |
6.840 |
7.020 |
+0.245 |
463 |
13,052 |
+71 |
Mar05 |
040706 |
6.730 |
6.880 |
6.730 |
6.860 |
+0.232 |
1,457 |
16,714 |
+224 |
Apr05 |
040706 |
6.070 |
6.180 |
6.070 |
6.150 |
+0.149 |
777 |
13,314 |
-75 |
May05 |
040706 |
5.930 |
6.020 |
5.930 |
5.998 |
+0.137 |
150 |
10,681 |
+35 |
Jun05 |
040706 |
5.970 |
6.030 |
5.950 |
6.003 |
+0.123 |
227 |
7,604 |
+25 |
Jul05 |
040706 |
6.000 |
6.070 |
5.960 |
6.028 |
+0.110 |
67 |
11,178 |
-33 |
Aug05 |
040706 |
6.000 |
6.080 |
6.000 |
6.033 |
+0.102 |
491 |
8,039 |
+275 |
Sep05 |
040706 |
6.020 |
6.070 |
6.010 |
6.010 |
+0.099 |
241 |
8,130 |
+53 |
Oct05 |
040706 |
5.990 |
6.080 |
5.990 |
6.030 |
+0.099 |
518 |
6,454 |
+0 |
Nov05 |
040706 |
6.220 |
6.240 |
6.193 |
6.193 |
+0.097 |
136 |
6,018 |
+35 |
Total Volume and Open Interest |
34,866 |
367,002 |
-502 |
Brent Crude Oil(IPE) |
Aug04 |
040706 |
36.70 |
37.30 |
36.65 |
37.18 |
+0.88 |
21,221 |
0 |
-64,772 |
Sep04 |
040706 |
36.78 |
37.20 |
36.58 |
37.10 |
+0.77 |
13,396 |
0 |
-82,652 |
Oct04 |
040706 |
36.68 |
37.02 |
36.44 |
36.96 |
+0.71 |
5,374 |
0 |
-31,222 |
Nov04 |
040706 |
36.42 |
36.72 |
36.20 |
36.67 |
+0.69 |
457 |
0 |
-15,436 |
Dec04 |
040706 |
36.05 |
36.33 |
35.90 |
36.33 |
+0.67 |
2,210 |
0 |
-33,289 |
Jan05 |
040706 |
35.58 |
35.92 |
35.54 |
35.92 |
+0.64 |
255 |
0 |
-11,246 |
Feb05 |
040706 |
35.22 |
35.55 |
35.20 |
35.55 |
+0.62 |
|
|
|
Mar05 |
040706 |
35.00 |
35.21 |
35.00 |
35.21 |
+0.60 |
|
|
|
Apr05 |
040706 |
34.85 |
34.88 |
34.85 |
34.88 |
+0.57 |
175 |
0 |
-6,475 |
May05 |
040706 |
34.57 |
34.57 |
34.57 |
34.57 |
+0.54 |
|
|
|
Jun05 |
040706 |
34.00 |
34.27 |
34.00 |
34.27 |
+0.51 |
|
|
|
Jul05 |
040706 |
33.75 |
33.95 |
33.75 |
33.95 |
+0.48 |
|
|
|
Total Volume and Open Interest |
44,463 |
|
|
Gas Oil(IPE) |
Jul04 |
040706 |
347.50 |
351.50 |
346.00 |
351.00 |
+7.75 |
8,571 |
0 |
-29,754 |
Aug04 |
040706 |
342.50 |
346.00 |
341.50 |
345.75 |
+7.50 |
7,076 |
0 |
-47,095 |
Sep04 |
040706 |
339.00 |
341.50 |
337.75 |
341.50 |
+6.75 |
1,312 |
0 |
-19,406 |
Oct04 |
040706 |
336.50 |
336.75 |
334.00 |
336.75 |
+7.00 |
1,389 |
0 |
-12,185 |
Nov04 |
040706 |
330.00 |
332.25 |
330.00 |
332.25 |
+7.00 |
163 |
0 |
-7,164 |
Dec04 |
040706 |
327.25 |
327.75 |
325.00 |
327.50 |
+6.75 |
1,169 |
0 |
-23,276 |
Jan05 |
040706 |
322.00 |
323.25 |
322.00 |
323.25 |
+7.00 |
1,150 |
0 |
-6,058 |
Feb05 |
040706 |
317.50 |
317.50 |
317.50 |
317.50 |
+6.75 |
|
|
|
Mar05 |
040706 |
310.25 |
310.25 |
310.25 |
310.25 |
+6.00 |
500 |
0 |
-2,313 |
Apr05 |
040706 |
303.00 |
303.00 |
303.00 |
303.00 |
+5.25 |
|
|
|
Total Volume and Open Interest |
21,930 |
|
|
US Dollar Index(NYBOT) |
Sep04 |
040706 |
88.27 |
88.56 |
88.18 |
88.35 |
+0.17 |
691 |
13,202 |
+1,753 |
Dec04 |
040706 |
88.50 |
88.79 |
88.50 |
88.58 |
+0.17 |
43 |
2,095 |
+20 |
Mar05 |
040706 |
88.81 |
88.81 |
88.81 |
88.81 |
+0.17 |
0 |
11 |
+0 |
Total Volume and Open Interest |
691 |
15,308 |
+1,773 |
Australian Dollar(CME) |
Sep04 |
040706 |
71.20 |
71.39 |
70.80 |
70.91 |
+0.08 |
5,147 |
24,100 |
+114 |
Dec04 |
040706 |
70.55 |
70.55 |
70.28 |
70.28 |
+0.08 |
3 |
254 |
-3 |
Mar05 |
040706 |
69.73 |
69.73 |
69.73 |
69.73 |
+0.06 |
0 |
30 |
+0 |
Total Volume and Open Interest |
5,150 |
24,446 |
+111 |
British Pound(CME) |
Sep04 |
040706 |
183.14 |
183.30 |
182.74 |
183.14 |
+1.00 |
4,355 |
49,146 |
+1,609 |
Dec04 |
040706 |
181.45 |
181.70 |
181.45 |
181.70 |
+1.00 |
2 |
398 |
+0 |
Mar05 |
040706 |
180.40 |
180.40 |
180.40 |
180.40 |
+1.00 |
0 |
6 |
+0 |
Total Volume and Open Interest |
4,357 |
49,550 |
+1,609 |
Canadian Dollar(CME) |
Sep04 |
040706 |
75.69 |
75.69 |
75.18 |
75.37 |
-0.11 |
6,466 |
54,914 |
+1,774 |
Dec04 |
040706 |
75.65 |
75.65 |
75.10 |
75.33 |
-0.10 |
66 |
4,521 |
+1 |
Mar05 |
040706 |
75.61 |
75.61 |
75.29 |
75.29 |
-0.09 |
1 |
669 |
+1 |
Jun05 |
040706 |
75.21 |
75.25 |
75.21 |
75.25 |
-0.08 |
1 |
201 |
+0 |
Total Volume and Open Interest |
6,534 |
60,348 |
+1,786 |
Japanese Yen(CME) |
Sep04 |
040706 |
91.89 |
92.10 |
91.58 |
91.64 |
-0.92 |
5,852 |
89,128 |
-541 |
Dec04 |
040706 |
92.29 |
92.29 |
92.11 |
92.11 |
-0.92 |
6 |
12,297 |
+0 |
Mar05 |
040706 |
92.67 |
92.67 |
92.67 |
92.67 |
-0.92 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,858 |
101,431 |
-541 |
Swiss Franc(CME) |
Sep04 |
040706 |
81.29 |
81.40 |
80.97 |
81.17 |
-0.20 |
15,005 |
51,289 |
+8,154 |
Dec04 |
040706 |
81.42 |
81.42 |
81.42 |
81.42 |
-0.20 |
28 |
120 |
-12 |
Mar05 |
040706 |
81.69 |
81.69 |
81.69 |
81.69 |
-0.20 |
0 |
7 |
+0 |
Total Volume and Open Interest |
15,033 |
51,473 |
+8,142 |
EuroFX(CME) |
Sep04 |
040706 |
123.09 |
123.16 |
122.50 |
122.92 |
-0.17 |
14,040 |
117,318 |
+9,070 |
Dec04 |
040706 |
122.87 |
122.87 |
122.87 |
122.87 |
-0.17 |
26 |
851 |
+11 |
Mar05 |
040706 |
123.09 |
123.09 |
122.89 |
122.89 |
-0.18 |
52 |
184 |
-5 |
Total Volume and Open Interest |
14,118 |
118,381 |
+9,076 |
Mexican Peso(CME) |
Sep04 |
040706 |
8635.0 |
8640.0 |
8595.0 |
8618.0 |
-29.0 |
6,203 |
45,077 |
+2,323 |
Dec04 |
040706 |
8480.0 |
8488.0 |
8480.0 |
8488.0 |
-29.0 |
20 |
1,622 |
+20 |
Total Volume and Open Interest |
6,223 |
47,995 |
+2,343 |
30-Year T-Bonds(CBOT) |
Sep04 |
040706 |
108~01 |
108~12 |
107~23 |
107~26 |
-0~07 |
274,731 |
505,281 |
-1,550 |
Dec04 |
040706 |
107~01 |
107~02 |
106~20 |
106~20 |
-0~07 |
216 |
16,932 |
-411 |
Mar05 |
040706 |
105~17 |
105~17 |
105~17 |
105~17 |
-0~07 |
0 |
194 |
+0 |
Total Volume and Open Interest |
274,947 |
522,414 |
-1,961 |
Municipal Bonds(CBOT) |
Sep04 |
040706 |
101~04 |
101~11 |
100~29 |
100~31 |
-0~01 |
340 |
2,502 |
+147 |
Total Volume and Open Interest |
340 |
2,502 |
+147 |
10-Year T-Notes(CBOT) |
Sep04 |
040706 |
110~145 |
110~230 |
110~105 |
110~125 |
-0~035 |
844,645 |
1,265,063 |
-4,159 |
Dec04 |
040706 |
109~110 |
109~125 |
109~010 |
109~050 |
-0~025 |
1,947 |
22,353 |
-440 |
Total Volume and Open Interest |
846,592 |
1,287,426 |
-4,599 |
5-Year T-Notes(CBOT) |
Sep04 |
040706 |
109~205 |
109~225 |
109~150 |
109~170 |
-0~020 |
425,027 |
0 |
+0 |
Dec04 |
040706 |
108~180 |
108~180 |
108~180 |
108~180 |
-0~020 |
32 |
24,887 |
-28 |
Total Volume and Open Interest |
425,059 |
24,887 |
-28 |
2 Year T-Notes(CBOT) |
Sep04 |
040706 |
105~084 |
105~084 |
105~074 |
105~079 |
-0~001 |
3,877 |
193,389 |
-2,859 |
Total Volume and Open Interest |
3,877 |
193,389 |
-2,859 |
Eurodollars(CME) |
Sep04 |
040706 |
98.060 |
98.070 |
98.045 |
98.060 |
+0.005 |
196,066 |
922,468 |
-60,458 |
Dec04 |
040706 |
97.665 |
97.675 |
97.625 |
97.655 |
-0.005 |
146,518 |
931,262 |
+10,541 |
Mar05 |
040706 |
97.275 |
97.290 |
97.230 |
97.260 |
-0.015 |
151,586 |
773,025 |
-19,086 |
Jun05 |
040706 |
96.925 |
96.940 |
96.875 |
96.900 |
-0.020 |
158,510 |
616,075 |
+18,677 |
Sep05 |
040706 |
96.595 |
96.610 |
96.545 |
96.565 |
-0.025 |
125,268 |
553,553 |
+341 |
Dec05 |
040706 |
96.300 |
96.310 |
96.250 |
96.260 |
-0.035 |
93,060 |
440,459 |
-6,787 |
Mar06 |
040706 |
96.060 |
96.070 |
96.015 |
96.025 |
-0.035 |
53,752 |
336,821 |
-6,287 |
Jun06 |
040706 |
95.860 |
95.870 |
95.810 |
95.825 |
-0.030 |
47,941 |
206,217 |
+326 |
Sep06 |
040706 |
95.680 |
95.690 |
95.640 |
95.640 |
-0.030 |
29,405 |
190,251 |
-6,540 |
Dec06 |
040706 |
95.500 |
95.515 |
95.465 |
95.475 |
-0.020 |
18,420 |
145,174 |
-413 |
Mar07 |
040706 |
95.350 |
95.375 |
95.320 |
95.330 |
-0.015 |
15,456 |
142,689 |
+2,812 |
Jun07 |
040706 |
95.200 |
95.220 |
95.175 |
95.185 |
-0.010 |
20,307 |
111,548 |
-1,519 |
Total Volume and Open Interest |
1,131,661 |
6,009,471 |
-61,083 |
3-Mth Euro-Yen(CME) |
Sep04 |
040706 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
251 |
5,780 |
+103 |
Dec04 |
040706 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
589 |
7,832 |
-34 |
Mar05 |
040706 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
766 |
8,623 |
+598 |
Jun05 |
040706 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
1,173 |
8,241 |
+1,005 |
Sep05 |
040706 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
301 |
5,546 |
+151 |
Dec05 |
040706 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
134 |
3,046 |
+169 |
Mar06 |
040706 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
0 |
2,021 |
-198 |
Jun06 |
040706 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.02 |
0 |
1,218 |
+510 |
Sep06 |
040706 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.03 |
0 |
1,079 |
+255 |
Dec06 |
040706 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.03 |
0 |
655 |
+0 |
Total Volume and Open Interest |
3,214 |
45,059 |
+2,559 |
3-Mth Euro-Yen(SIMEX) |
Sep04 |
040706 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
100 |
0 |
-43,839 |
Dec04 |
040706 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
5,968 |
0 |
-65,321 |
Mar05 |
040706 |
99.83 |
99.85 |
99.83 |
99.83 |
-0.01 |
7,407 |
0 |
-58,951 |
Jun05 |
040706 |
99.75 |
99.75 |
99.74 |
99.75 |
unch |
6,338 |
0 |
-56,881 |
Sep05 |
040706 |
99.63 |
99.64 |
99.62 |
99.64 |
+0.01 |
1,184 |
0 |
-45,957 |
Dec05 |
040706 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
553 |
0 |
-34,479 |
Mar06 |
040706 |
99.37 |
99.37 |
99.35 |
99.35 |
+0.01 |
615 |
0 |
-27,208 |
Jun06 |
040706 |
99.23 |
99.23 |
99.22 |
99.22 |
+0.02 |
20 |
0 |
-12,864 |
Total Volume and Open Interest |
22,205 |
|
|
German Euro-Bund(EUREX) |
Sep04 |
040706 |
113.70 |
113.86 |
113.58 |
113.67 |
+0.01 |
201,568 |
0 |
-1,052,269 |
Dec04 |
040706 |
112.73 |
112.85 |
112.73 |
112.73 |
+0.03 |
140 |
0 |
-17,506 |
Mar05 |
040706 |
112.12 |
112.12 |
112.12 |
112.12 |
+0.01 |
|
|
|
Total Volume and Open Interest |
201,708 |
|
|
German Euro-Bobl(EUREX) |
Sep04 |
040706 |
110.73 |
110.88 |
110.66 |
110.72 |
+0.02 |
191,270 |
0 |
-767,044 |
Dec04 |
040706 |
109.82 |
109.82 |
109.82 |
109.82 |
+0.04 |
151 |
0 |
-573 |
Mar05 |
040706 |
109.32 |
109.32 |
109.32 |
109.32 |
+0.02 |
|
|
|
Total Volume and Open Interest |
191,421 |
|
|
Long Gilt(LIFFE) |
Sep04 |
040706 |
106~08 |
106~11 |
106~03 |
106~05 |
0~00 |
19,509 |
0 |
-212,467 |
Dec04 |
040706 |
105~31 |
105~31 |
105~31 |
105~31 |
0~00 |
|
|
|
Total Volume and Open Interest |
19,509 |
|
|
3-Mth Short Sterling(LIFFE) |
Sep04 |
040706 |
94.96 |
94.98 |
94.94 |
94.95 |
-0.01 |
15,825 |
0 |
-204,093 |
Dec04 |
040706 |
94.81 |
94.82 |
94.77 |
94.79 |
-0.01 |
27,745 |
0 |
-226,281 |
Mar05 |
040706 |
94.68 |
94.71 |
94.65 |
94.67 |
-0.02 |
25,057 |
0 |
-172,209 |
Total Volume and Open Interest |
111,768 |
|
|
3-Mth Euribor(LIFFE) |
Sep04 |
040706 |
97.850 |
97.855 |
97.840 |
97.845 |
-0.005 |
31,227 |
0 |
-531,771 |
Dec04 |
040706 |
97.700 |
97.705 |
97.675 |
97.680 |
-0.010 |
52,320 |
0 |
-554,486 |
Mar05 |
040706 |
97.490 |
97.505 |
97.460 |
97.470 |
-0.005 |
33,853 |
0 |
-388,170 |
Total Volume and Open Interest |
219,871 |
|
|
3-Mth Aus T-Bills(SFE) |
Sep04 |
040706 |
94.45 |
94.46 |
94.44 |
94.46 |
unch |
9,765 |
0 |
-147,634 |
Dec04 |
040706 |
94.36 |
94.38 |
94.35 |
94.38 |
+0.01 |
10,734 |
0 |
-121,739 |
Mar05 |
040706 |
94.30 |
94.32 |
94.30 |
94.32 |
+0.01 |
2,613 |
0 |
-51,466 |
Jun05 |
040706 |
94.25 |
94.28 |
94.25 |
94.28 |
+0.02 |
940 |
0 |
-26,937 |
Sep05 |
040706 |
94.22 |
94.24 |
94.22 |
94.24 |
+0.02 |
500 |
0 |
-16,752 |
Dec05 |
040706 |
94.16 |
94.20 |
94.16 |
94.20 |
+0.03 |
146 |
0 |
-12,873 |
Mar06 |
040706 |
94.12 |
94.14 |
94.12 |
94.14 |
+0.02 |
57 |
0 |
-10,498 |
Jun06 |
040706 |
94.05 |
94.08 |
94.05 |
94.08 |
+0.03 |
10 |
0 |
-5,155 |
Sep06 |
040706 |
94.00 |
94.01 |
94.00 |
94.01 |
+0.04 |
|
|
|
Dec06 |
040706 |
93.91 |
93.95 |
93.91 |
93.94 |
+0.04 |
50 |
0 |
-1,203 |
Total Volume and Open Interest |
24,815 |
|
|
10-Year Aus T-Bonds(SFE) |
Sep04 |
040706 |
94.44 |
94.47 |
94.43 |
94.47 |
+0.28 |
8,104 |
0 |
-186,026 |
Dec04 |
040706 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.28 |
|
|
|
Total Volume and Open Interest |
8,104 |
|
|
3-Year Aus T-Bonds(SFE) |
Sep04 |
040706 |
94.44 |
94.47 |
94.43 |
94.47 |
+0.02 |
26,287 |
0 |
-280,843 |
Dec04 |
040706 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.02 |
|
|
|
Total Volume and Open Interest |
26,287 |
|
|
Gold(CMX) |
Aug04 |
040706 |
399.5 |
399.8 |
389.0 |
393.0 |
-5.7 |
34,495 |
132,316 |
+2,597 |
Oct04 |
040706 |
401.0 |
401.0 |
391.0 |
394.2 |
-5.7 |
122 |
10,384 |
+15 |
Dec04 |
040706 |
401.5 |
402.8 |
391.0 |
395.6 |
-5.7 |
1,115 |
38,700 |
+33 |
Feb05 |
040706 |
400.0 |
400.0 |
397.1 |
397.1 |
-5.7 |
91 |
3,629 |
+15 |
Apr05 |
040706 |
398.7 |
398.7 |
398.7 |
398.7 |
-5.7 |
0 |
4,678 |
+0 |
Jun05 |
040706 |
400.4 |
400.4 |
400.4 |
400.4 |
-5.7 |
5 |
13,691 |
+0 |
Aug05 |
040706 |
402.3 |
402.3 |
402.3 |
402.3 |
-5.7 |
10 |
2,223 |
+0 |
Oct05 |
040706 |
404.3 |
404.3 |
404.3 |
404.3 |
-5.7 |
0 |
281 |
+0 |
Dec05 |
040706 |
412.5 |
412.5 |
406.4 |
406.4 |
-5.7 |
0 |
6,387 |
+0 |
Feb06 |
040706 |
408.7 |
408.7 |
408.7 |
408.7 |
-5.7 |
0 |
843 |
+0 |
Apr06 |
040706 |
411.0 |
411.0 |
411.0 |
411.0 |
-5.7 |
0 |
435 |
+0 |
Jun06 |
040706 |
413.3 |
413.3 |
413.3 |
413.3 |
-5.7 |
0 |
7,533 |
+0 |
Total Volume and Open Interest |
35,858 |
227,732 |
+2,668 |
Silver(CMX) |
Jul04 |
040706 |
604.0 |
606.5 |
590.0 |
596.4 |
-3.4 |
466 |
1,083 |
-963 |
Sep04 |
040706 |
606.5 |
608.0 |
589.0 |
598.0 |
-3.5 |
11,353 |
49,993 |
+215 |
Dec04 |
040706 |
609.0 |
611.0 |
592.0 |
601.1 |
-3.5 |
1,010 |
19,301 |
+349 |
Mar05 |
040706 |
612.0 |
612.0 |
600.0 |
604.2 |
-3.5 |
4 |
4,896 |
-2 |
May05 |
040706 |
606.2 |
606.2 |
606.2 |
606.2 |
-3.5 |
0 |
995 |
+0 |
Jul05 |
040706 |
608.2 |
608.2 |
608.2 |
608.2 |
-3.5 |
0 |
2,058 |
+0 |
Sep05 |
040706 |
610.2 |
610.2 |
610.2 |
610.2 |
-3.5 |
0 |
97 |
+0 |
Total Volume and Open Interest |
12,839 |
83,030 |
-400 |
Platinum(NYM) |
Jul04 |
040706 |
775.0 |
779.4 |
775.0 |
779.4 |
-2.1 |
96 |
634 |
-58 |
Oct04 |
040706 |
772.0 |
774.5 |
766.5 |
770.9 |
-2.1 |
694 |
4,877 |
+124 |
Jan05 |
040706 |
759.0 |
765.9 |
759.0 |
765.9 |
-2.1 |
0 |
11 |
+0 |
Total Volume and Open Interest |
790 |
5,522 |
+66 |
Palladium(NYME) |
Sep04 |
040706 |
217.00 |
223.50 |
217.00 |
221.05 |
+4.05 |
679 |
7,297 |
+20 |
Dec04 |
040706 |
220.10 |
223.00 |
220.10 |
222.55 |
+4.05 |
25 |
524 |
+14 |
Mar05 |
040706 |
225.05 |
225.05 |
225.05 |
225.05 |
+4.05 |
0 |
1 |
+0 |
Total Volume and Open Interest |
704 |
7,822 |
+34 |
Copper(CMX) |
Jul04 |
040706 |
123.30 |
123.75 |
121.05 |
122.00 |
unch |
524 |
3,958 |
-258 |
Sep04 |
040706 |
123.40 |
124.10 |
119.50 |
121.80 |
-0.20 |
4,160 |
32,952 |
+326 |
Dec04 |
040706 |
120.10 |
121.00 |
117.30 |
119.00 |
+0.10 |
459 |
8,911 |
+130 |
Mar05 |
040706 |
116.00 |
116.00 |
116.00 |
116.00 |
+0.30 |
109 |
1,607 |
+29 |
May05 |
040706 |
113.65 |
113.65 |
113.65 |
113.65 |
+0.35 |
0 |
385 |
+0 |
Total Volume and Open Interest |
5,332 |
56,714 |
+170 |
DJIA Index(CBOT) |
Sep04 |
040706 |
10225 |
10255 |
10175 |
10203 |
-71 |
5,695 |
42,220 |
-747 |
Dec04 |
040706 |
10225 |
10225 |
10203 |
10203 |
-71 |
0 |
50 |
+0 |
Mar05 |
040706 |
10217 |
10218 |
10208 |
10208 |
|
|
|
|
S & P 500(CME) |
Sep04 |
040706 |
1120.30 |
1120.80 |
1112.50 |
1115.00 |
-10.80 |
26,832 |
573,458 |
+1,506 |
Dec04 |
040706 |
1115.30 |
1115.30 |
1115.30 |
1115.30 |
-10.80 |
85 |
6,336 |
+40 |
Mar05 |
040706 |
1116.70 |
1116.70 |
1116.70 |
1116.70 |
-10.60 |
0 |
356 |
+0 |
Jun05 |
040706 |
1120.20 |
1120.20 |
1120.20 |
1120.20 |
-10.60 |
39 |
246 |
-1 |
Total Volume and Open Interest |
26,956 |
580,436 |
+1,545 |
S & P 500 E-Mini(Globex) |
Sep04 |
040706 |
1123.75 |
1129.00 |
1112.50 |
1115.00 |
-10.75 |
457,987 |
556,835 |
-15,964 |
Dec04 |
040706 |
1126.75 |
1128.50 |
1114.00 |
1115.25 |
-11.50 |
732 |
8,399 |
+312 |
Total Volume and Open Interest |
458,719 |
565,234 |
-15,652 |
NASDAQ 100(CME) |
Sep04 |
040706 |
1475.50 |
1476.00 |
1445.50 |
1453.50 |
-34.50 |
11,065 |
68,679 |
+1,458 |
Dec04 |
040706 |
1460.00 |
1460.00 |
1459.00 |
1459.00 |
-34.50 |
0 |
103 |
+0 |
Mar05 |
040706 |
1464.50 |
1464.50 |
1464.50 |
1464.50 |
-34.50 |
|
|
|
Total Volume and Open Interest |
11,065 |
68,782 |
+1,458 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep04 |
040706 |
1487.5 |
1493.0 |
1445.0 |
1453.5 |
-34.5 |
240,753 |
184,179 |
+7,451 |
Dec04 |
040706 |
1473.0 |
1473.0 |
1456.5 |
1459.0 |
-40.5 |
18 |
744 |
-6 |
Total Volume and Open Interest |
240,771 |
184,923 |
+7,445 |
S & P Midcap 400(CME) |
Sep04 |
040706 |
597.75 |
598.00 |
590.50 |
591.50 |
-8.10 |
550 |
14,385 |
-96 |
Dec04 |
040706 |
591.25 |
591.25 |
591.25 |
591.25 |
-8.10 |
|
|
|
Mar05 |
040706 |
591.25 |
591.25 |
591.25 |
591.25 |
-8.10 |
|
|
|
Total Volume and Open Interest |
550 |
14,385 |
-96 |
Russell 2000(CME) |
Sep04 |
040706 |
579.50 |
580.00 |
570.50 |
573.00 |
-9.80 |
1,111 |
22,714 |
+72 |
Dec04 |
040706 |
573.00 |
573.00 |
573.00 |
573.00 |
-9.80 |
|
|
|
Mar05 |
040706 |
573.00 |
573.00 |
573.00 |
573.00 |
-9.80 |
|
|
|
Total Volume and Open Interest |
1,111 |
22,714 |
+72 |
Value Line(KCBT) |
Sep04 |
040706 |
1595.00 |
1595.00 |
1580.00 |
1581.50 |
-23.50 |
3 |
59 |
-1 |
Total Volume and Open Interest |
3 |
59 |
-1 |
Nikkei 225(CME) |
Sep04 |
040706 |
11410 |
11440 |
11350 |
11365 |
-275 |
3,046 |
31,218 |
-790 |
Dec04 |
040706 |
11400 |
11400 |
11365 |
11365 |
-275 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,046 |
31,314 |
-790 |
Nikkei 225(SIMEX) |
Sep04 |
040706 |
11530 |
11605 |
11465 |
11495 |
-40 |
26,506 |
0 |
-144,518 |
Dec04 |
040706 |
11465 |
11465 |
11465 |
11465 |
-40 |
|
|
|
Mar05 |
040706 |
11465 |
11465 |
11465 |
11465 |
-40 |
1 |
0 |
+0 |
Total Volume and Open Interest |
26,507 |
|
|
CAC 40(MATIF) |
Jul04 |
040706 |
3699.0 |
3704.5 |
3655.0 |
3666.5 |
-25.0 |
17,802 |
339,198 |
+19,392 |
Aug04 |
040706 |
3680.0 |
3680.0 |
3663.5 |
3672.0 |
-25.5 |
10 |
183 |
+50 |
Sep04 |
040706 |
3704.0 |
3704.0 |
3667.5 |
3677.0 |
-25.5 |
197 |
92,564 |
+211 |
Total Volume and Open Interest |
57,784 |
444,240 |
+19,653 |
DAX Index(EUREX) |
Sep04 |
040706 |
4024.5 |
4026.5 |
3952.5 |
3959.0 |
-61.5 |
89,000 |
150,290 |
+0 |
Dec04 |
040706 |
4039.0 |
4039.0 |
3975.0 |
3980.0 |
-62.5 |
241 |
4,661 |
+0 |
Mar05 |
040706 |
4055.0 |
4055.0 |
4003.0 |
4003.0 |
-62.5 |
79 |
448 |
+0 |
Total Volume and Open Interest |
89,320 |
155,399 |
+0 |
FT-SE 100(LIFFE) |
Sep04 |
040706 |
4418.00 |
4418.00 |
4359.50 |
4373.00 |
-34.00 |
31,745 |
0 |
-416,588 |
Dec04 |
040706 |
4404.00 |
4404.00 |
4404.00 |
4404.00 |
-34.00 |
1,081 |
0 |
-26,430 |
Mar05 |
040706 |
4412.50 |
4412.50 |
4412.50 |
4412.50 |
-34.00 |
1,000 |
0 |
-3,350 |
Total Volume and Open Interest |
33,826 |
|
|
SPI 200(SFE) |
Sep04 |
040706 |
3551.0 |
3576.0 |
3551.0 |
3572.0 |
+17.0 |
10,268 |
0 |
-153,651 |
Dec04 |
040706 |
3578.0 |
3585.0 |
3578.0 |
3584.0 |
+17.0 |
55 |
0 |
-4,343 |
Mar05 |
040706 |
3596.0 |
3596.0 |
3596.0 |
3596.0 |
+17.0 |
|
|
|
Total Volume and Open Interest |
10,323 |
|
|
GSCI(CME) |
Jul04 |
040706 |
296.50 |
300.50 |
296.50 |
300.50 |
+7.00 |
112 |
15,836 |
+26 |
Aug04 |
040706 |
297.60 |
299.50 |
296.20 |
299.45 |
+7.15 |
42 |
311 |
+29 |
Sep04 |
040706 |
297.00 |
297.00 |
297.00 |
297.00 |
+5.25 |
|
|
|
Total Volume and Open Interest |
154 |
16,147 |
+55 |
Reuters CRB Index(NYBOT) |
Aug04 |
040706 |
265.50 |
268.50 |
265.50 |
268.00 |
+2.50 |
22 |
217 |
-2 |
Nov04 |
040706 |
266.50 |
269.00 |
266.50 |
269.00 |
+2.50 |
1 |
95 |
+0 |
Jan05 |
040706 |
265.50 |
268.00 |
265.50 |
268.00 |
+2.50 |
0 |
38 |
+0 |
Total Volume and Open Interest |
23 |
350 |
-2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|