|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon July 12, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040712 |
955.00 |
957.00 |
930.00 |
937.00 |
-17.00 |
2,779 |
3,165 |
-1,505 |
| Aug04 |
040712 |
812.00 |
813.00 |
783.00 |
786.00 |
-28.00 |
15,181 |
46,487 |
+396 |
| Sep04 |
040712 |
674.50 |
675.00 |
659.00 |
665.75 |
-11.25 |
3,539 |
14,544 |
+551 |
| Nov04 |
040712 |
645.00 |
645.00 |
629.00 |
641.00 |
-5.25 |
27,361 |
97,549 |
+355 |
| Jan05 |
040712 |
641.00 |
648.00 |
635.00 |
646.00 |
-5.00 |
889 |
5,359 |
+384 |
| Mar05 |
040712 |
642.00 |
650.00 |
642.00 |
650.00 |
-5.00 |
721 |
3,832 |
-13 |
| May05 |
040712 |
640.00 |
646.00 |
639.50 |
645.50 |
-2.50 |
387 |
4,247 |
+143 |
| Total Volume and Open Interest |
51,188 |
177,565 |
+423 |
| Soybean Meal(CBOT) |
| Jul04 |
040712 |
327.00 |
327.00 |
311.00 |
313.00 |
-17.00 |
1,774 |
2,989 |
-738 |
| Aug04 |
040712 |
286.00 |
286.50 |
275.00 |
275.50 |
-13.50 |
14,495 |
39,110 |
+58 |
| Sep04 |
040712 |
243.00 |
243.50 |
236.00 |
239.00 |
-8.00 |
4,394 |
19,736 |
+727 |
| Oct04 |
040712 |
208.00 |
209.00 |
204.00 |
205.00 |
-6.30 |
1,432 |
16,021 |
+180 |
| Dec04 |
040712 |
204.00 |
205.00 |
198.50 |
201.10 |
-5.20 |
8,346 |
40,550 |
+390 |
| Jan05 |
040712 |
205.00 |
205.00 |
199.00 |
201.80 |
-5.00 |
636 |
5,346 |
+207 |
| Mar05 |
040712 |
204.50 |
205.00 |
199.70 |
202.00 |
-3.80 |
357 |
4,883 |
+181 |
| May05 |
040712 |
205.00 |
205.00 |
199.50 |
201.80 |
-3.50 |
448 |
4,597 |
-83 |
| Total Volume and Open Interest |
32,230 |
139,825 |
+940 |
| Soybean Oil(CBOT) |
| Jul04 |
040712 |
27.90 |
27.90 |
27.00 |
27.00 |
-1.18 |
925 |
2,694 |
-671 |
| Aug04 |
040712 |
26.90 |
26.90 |
26.43 |
26.57 |
-0.67 |
6,071 |
27,665 |
-325 |
| Sep04 |
040712 |
25.90 |
25.98 |
25.60 |
25.76 |
-0.38 |
2,978 |
18,114 |
-510 |
| Oct04 |
040712 |
23.95 |
24.40 |
23.81 |
24.30 |
+0.10 |
1,592 |
12,607 |
-161 |
| Dec04 |
040712 |
22.35 |
23.39 |
22.32 |
23.21 |
+0.61 |
12,273 |
53,870 |
+1,963 |
| Jan05 |
040712 |
22.50 |
23.20 |
22.40 |
23.10 |
+0.58 |
558 |
7,747 |
+262 |
| Mar05 |
040712 |
22.42 |
23.15 |
22.42 |
23.15 |
+0.57 |
1,700 |
6,515 |
+813 |
| May05 |
040712 |
22.42 |
23.15 |
22.42 |
23.10 |
+0.55 |
777 |
4,123 |
+18 |
| Total Volume and Open Interest |
27,095 |
139,497 |
+1,539 |
| Canola(WCE) |
| Jul04 |
040712 |
354.5 |
354.5 |
354.5 |
354.5 |
-4.5 |
72 |
46 |
-28 |
| Sep04 |
040712 |
341.0 |
341.0 |
341.0 |
341.0 |
-3.0 |
150 |
200 |
+150 |
| Nov04 |
040712 |
342.5 |
342.5 |
339.0 |
341.5 |
-2.8 |
4,787 |
46,337 |
+373 |
| Jan05 |
040712 |
345.0 |
347.0 |
345.0 |
347.0 |
-2.1 |
353 |
1,806 |
-1 |
| Mar05 |
040712 |
352.5 |
352.5 |
352.1 |
352.1 |
-2.4 |
485 |
1,996 |
+350 |
| Total Volume and Open Interest |
6,188 |
51,743 |
+1,046 |
| Corn(CBOT) |
| Jul04 |
040712 |
240.00 |
245.00 |
239.50 |
244.50 |
+2.25 |
1,816 |
2,546 |
-769 |
| Sep04 |
040712 |
242.00 |
248.50 |
242.00 |
248.00 |
+1.75 |
14,356 |
171,547 |
+1,337 |
| Dec04 |
040712 |
250.00 |
254.75 |
249.00 |
254.25 |
+2.00 |
37,199 |
304,956 |
-1,494 |
| Mar05 |
040712 |
256.75 |
262.25 |
256.75 |
262.00 |
+2.50 |
6,733 |
46,790 |
+3,834 |
| May05 |
040712 |
263.25 |
267.75 |
262.50 |
267.25 |
+2.50 |
696 |
13,484 |
+242 |
| Jul05 |
040712 |
267.00 |
271.25 |
266.25 |
270.50 |
+2.25 |
1,164 |
11,703 |
+656 |
| Total Volume and Open Interest |
62,464 |
564,145 |
+3,789 |
| Wheat(CBOT) |
| Jul04 |
040712 |
334.00 |
339.00 |
333.50 |
339.00 |
+9.00 |
123 |
206 |
-251 |
| Sep04 |
040712 |
338.00 |
347.50 |
338.00 |
345.50 |
+7.50 |
8,091 |
94,315 |
+561 |
| Dec04 |
040712 |
352.00 |
360.75 |
351.00 |
358.50 |
+7.00 |
3,848 |
48,866 |
+1,250 |
| Mar05 |
040712 |
363.00 |
371.50 |
363.00 |
369.25 |
+6.75 |
305 |
10,286 |
-22 |
| May05 |
040712 |
366.50 |
376.00 |
366.50 |
373.00 |
+6.50 |
7 |
375 |
+1 |
| Total Volume and Open Interest |
12,744 |
155,971 |
+1,666 |
| Wheat(KCBT) |
| Jul04 |
040712 |
363.50 |
375.00 |
363.50 |
370.00 |
+9.50 |
197 |
348 |
+66 |
| Sep04 |
040712 |
369.00 |
375.00 |
368.00 |
374.00 |
+5.50 |
3,135 |
37,058 |
-57 |
| Dec04 |
040712 |
380.00 |
386.00 |
379.00 |
384.25 |
+5.00 |
1,230 |
20,727 |
-98 |
| Mar05 |
040712 |
388.00 |
394.50 |
388.00 |
393.00 |
+5.00 |
21 |
3,593 |
-197 |
| May05 |
040712 |
398.00 |
398.00 |
398.00 |
398.00 |
+7.00 |
2 |
110 |
+0 |
| Total Volume and Open Interest |
4,615 |
62,393 |
-303 |
| Wheat(MGE) |
| Jul04 |
040712 |
386.00 |
386.00 |
386.00 |
386.00 |
+2.50 |
0 |
34 |
+0 |
| Sep04 |
040712 |
385.50 |
392.00 |
384.00 |
390.75 |
+3.25 |
1,895 |
12,679 |
+393 |
| Dec04 |
040712 |
394.00 |
400.00 |
392.00 |
398.00 |
+3.00 |
984 |
12,075 |
+139 |
| Mar05 |
040712 |
400.50 |
405.00 |
400.50 |
404.00 |
+2.75 |
144 |
1,854 |
+91 |
| May05 |
040712 |
405.50 |
405.50 |
405.50 |
405.50 |
+2.75 |
24 |
259 |
+0 |
| Total Volume and Open Interest |
3,047 |
26,973 |
+623 |
| Oats(CBOT) |
| Jul04 |
040712 |
136.00 |
136.00 |
136.00 |
136.00 |
+2.00 |
22 |
8 |
-11 |
| Sep04 |
040712 |
135.50 |
139.25 |
135.25 |
138.00 |
+2.75 |
272 |
3,437 |
+31 |
| Dec04 |
040712 |
142.00 |
146.50 |
142.00 |
145.00 |
+3.00 |
546 |
7,119 |
+229 |
| Mar05 |
040712 |
149.00 |
149.00 |
149.00 |
149.00 |
+2.50 |
2 |
183 |
+0 |
| Total Volume and Open Interest |
842 |
10,848 |
+249 |
| Rough Rice(CBOT) |
| Jul04 |
040712 |
9.30 |
9.30 |
9.05 |
9.20 |
-0.60 |
11 |
85 |
+0 |
| Sep04 |
040712 |
7.66 |
7.66 |
7.47 |
7.55 |
-0.15 |
17 |
980 |
+2 |
| Nov04 |
040712 |
7.60 |
7.60 |
7.41 |
7.51 |
-0.17 |
67 |
1,904 |
+9 |
| Jan05 |
040712 |
7.75 |
7.75 |
7.60 |
7.68 |
-0.17 |
32 |
286 |
-6 |
| Total Volume and Open Interest |
147 |
3,391 |
+21 |
| Live Cattle(CME) |
| Aug04 |
040712 |
84.250 |
84.500 |
83.550 |
83.675 |
-0.625 |
12,621 |
53,301 |
-4,939 |
| Oct04 |
040712 |
86.500 |
86.750 |
86.000 |
86.700 |
-0.250 |
8,205 |
33,768 |
+1,593 |
| Dec04 |
040712 |
86.750 |
86.900 |
86.350 |
86.725 |
-0.100 |
1,621 |
14,586 |
+165 |
| Feb05 |
040712 |
87.900 |
87.950 |
87.400 |
87.725 |
-0.150 |
485 |
7,330 |
+83 |
| Apr05 |
040712 |
85.750 |
85.825 |
85.500 |
85.675 |
-0.075 |
128 |
2,361 |
+62 |
| Jun05 |
040712 |
81.025 |
81.100 |
80.950 |
80.950 |
-0.100 |
21 |
889 |
-8 |
| Total Volume and Open Interest |
23,083 |
112,240 |
-3,046 |
| Feeder Cattle(CME) |
| Aug04 |
040712 |
113.400 |
114.050 |
112.400 |
113.550 |
+1.000 |
1,866 |
9,621 |
-215 |
| Sep04 |
040712 |
112.200 |
112.400 |
110.850 |
111.850 |
+0.425 |
820 |
2,572 |
+544 |
| Oct04 |
040712 |
109.000 |
109.400 |
107.600 |
108.900 |
+0.425 |
614 |
2,693 |
+166 |
| Nov04 |
040712 |
106.750 |
107.100 |
105.200 |
106.000 |
-0.050 |
142 |
1,190 |
+8 |
| Jan05 |
040712 |
102.900 |
103.000 |
102.300 |
102.750 |
-0.100 |
74 |
744 |
+20 |
| Mar05 |
040712 |
98.800 |
98.950 |
98.500 |
98.500 |
-0.200 |
32 |
183 |
+21 |
| Apr05 |
040712 |
98.000 |
98.100 |
97.750 |
97.750 |
-0.250 |
11 |
78 |
+1 |
| Total Volume and Open Interest |
3,565 |
17,096 |
+550 |
| Lean Hogs(CME) |
| Jul04 |
040712 |
79.600 |
79.800 |
79.400 |
79.450 |
-0.125 |
1,983 |
5,345 |
-266 |
| Aug04 |
040712 |
76.500 |
76.950 |
76.075 |
76.325 |
+0.125 |
7,528 |
36,990 |
-2,583 |
| Oct04 |
040712 |
66.750 |
66.900 |
66.050 |
66.825 |
+0.100 |
5,274 |
21,903 |
+2,307 |
| Dec04 |
040712 |
61.900 |
61.950 |
61.300 |
61.875 |
-0.050 |
766 |
11,012 |
+134 |
| Feb05 |
040712 |
60.300 |
60.600 |
60.000 |
60.075 |
-0.525 |
169 |
1,924 |
+90 |
| Apr05 |
040712 |
60.200 |
60.300 |
60.050 |
60.250 |
-0.350 |
76 |
786 |
+7 |
| May05 |
040712 |
62.075 |
62.075 |
62.075 |
62.075 |
-0.025 |
9 |
138 |
+2 |
| Jun05 |
040712 |
64.525 |
64.700 |
64.525 |
64.700 |
-0.150 |
6 |
145 |
-2 |
| Total Volume and Open Interest |
15,815 |
78,264 |
-309 |
| Pork Bellies(CME) |
| Jul04 |
040712 |
115.000 |
115.350 |
114.500 |
115.175 |
+0.275 |
182 |
621 |
-85 |
| Aug04 |
040712 |
111.750 |
112.200 |
111.350 |
111.775 |
+0.275 |
583 |
2,478 |
+28 |
| Feb05 |
040712 |
97.050 |
97.100 |
97.050 |
97.100 |
+0.050 |
2 |
126 |
+0 |
| Mar05 |
040712 |
95.150 |
95.150 |
95.150 |
95.150 |
unch |
0 |
2 |
+0 |
| May05 |
040712 |
98.750 |
98.750 |
98.750 |
98.750 |
|
|
|
|
| Class III Milk(CME) |
| Jul04 |
040712 |
14.75 |
14.78 |
14.75 |
14.78 |
unch |
109 |
5,970 |
+5 |
| Aug04 |
040712 |
13.38 |
14.05 |
13.38 |
13.77 |
+0.39 |
285 |
5,243 |
+60 |
| Sep04 |
040712 |
14.15 |
14.81 |
14.15 |
14.65 |
+0.59 |
149 |
5,144 |
+38 |
| Oct04 |
040712 |
13.70 |
13.99 |
13.70 |
13.85 |
+0.30 |
5 |
3,100 |
-4 |
| Nov04 |
040712 |
13.05 |
13.27 |
13.05 |
13.15 |
+0.23 |
67 |
2,062 |
+37 |
| Total Volume and Open Interest |
727 |
25,900 |
+153 |
| Cocoa(NYBOT) |
| Jul04 |
040712 |
1425 |
1440 |
1425 |
1440 |
+23 |
20 |
45 |
-20 |
| Sep04 |
040712 |
1422 |
1448 |
1410 |
1444 |
+22 |
5,550 |
39,886 |
-1,341 |
| Dec04 |
040712 |
1439 |
1460 |
1425 |
1457 |
+21 |
1,662 |
15,069 |
+57 |
| Mar05 |
040712 |
1457 |
1478 |
1445 |
1478 |
+23 |
693 |
10,949 |
+17 |
| May05 |
040712 |
1490 |
1490 |
1490 |
1490 |
+22 |
6 |
11,528 |
-6 |
| Jul05 |
040712 |
1503 |
1503 |
1503 |
1503 |
+21 |
54 |
11,384 |
-50 |
| Sep05 |
040712 |
1517 |
1517 |
1517 |
1517 |
+21 |
5 |
4,777 |
+0 |
| Total Volume and Open Interest |
8,002 |
100,709 |
-1,343 |
| Coffee "C"(NYBOT) |
| Jul04 |
040712 |
68.80 |
69.00 |
68.65 |
68.65 |
-0.20 |
324 |
491 |
+299 |
| Sep04 |
040712 |
70.75 |
71.25 |
70.25 |
70.65 |
-0.30 |
6,232 |
61,145 |
-1,045 |
| Dec04 |
040712 |
74.15 |
74.30 |
73.50 |
73.90 |
-0.25 |
1,239 |
17,206 |
+95 |
| Mar05 |
040712 |
77.10 |
77.10 |
76.40 |
76.85 |
-0.20 |
166 |
6,365 |
+11 |
| May05 |
040712 |
78.75 |
78.75 |
78.30 |
78.45 |
-0.30 |
36 |
1,611 |
+10 |
| Jul05 |
040712 |
80.00 |
80.00 |
80.00 |
80.00 |
-0.30 |
24 |
1,065 |
+11 |
| Total Volume and Open Interest |
8,022 |
88,871 |
-619 |
| Orange Juice(NYBOT) |
| Jul04 |
040712 |
65.60 |
67.00 |
65.00 |
65.20 |
-1.55 |
243 |
785 |
-261 |
| Sep04 |
040712 |
67.80 |
68.25 |
67.00 |
67.20 |
-0.40 |
2,474 |
22,155 |
-135 |
| Nov04 |
040712 |
69.20 |
69.75 |
68.60 |
68.80 |
-0.40 |
488 |
8,774 |
-188 |
| Jan05 |
040712 |
71.10 |
71.30 |
70.20 |
70.50 |
-0.30 |
360 |
2,321 |
-45 |
| Mar05 |
040712 |
72.00 |
72.70 |
71.80 |
71.95 |
-0.25 |
358 |
3,518 |
+123 |
| Total Volume and Open Interest |
3,950 |
40,606 |
-488 |
| Sugar #11(NYBOT) |
| Oct04 |
040712 |
8.30 |
8.38 |
8.25 |
8.33 |
+0.06 |
30,464 |
206,889 |
+3,705 |
| Mar05 |
040712 |
8.64 |
8.75 |
8.64 |
8.72 |
+0.09 |
11,991 |
49,501 |
+1,133 |
| May05 |
040712 |
8.45 |
8.55 |
8.44 |
8.53 |
+0.11 |
2,105 |
18,373 |
-243 |
| Jul05 |
040712 |
8.24 |
8.38 |
8.23 |
8.35 |
+0.13 |
1,173 |
12,495 |
+369 |
| Oct05 |
040712 |
8.08 |
8.18 |
8.07 |
8.17 |
+0.10 |
556 |
11,081 |
+52 |
| Total Volume and Open Interest |
46,583 |
303,191 |
+5,074 |
| London Cocoa(LCE) |
| Jul04 |
040712 |
778 |
795 |
776 |
790 |
+5 |
1,130 |
2,001 |
-675 |
| Sep04 |
040712 |
808 |
824 |
803 |
817 |
+7 |
2,941 |
55,018 |
+282 |
| Dec04 |
040712 |
833 |
848 |
826 |
841 |
+8 |
1,395 |
51,037 |
+120 |
| Mar05 |
040712 |
849 |
867 |
848 |
862 |
+8 |
485 |
29,862 |
-197 |
| May05 |
040712 |
869 |
880 |
869 |
875 |
+8 |
140 |
12,941 |
+99 |
| Jul05 |
040712 |
880 |
887 |
880 |
887 |
+7 |
0 |
11,818 |
+0 |
| Sep05 |
040712 |
888 |
900 |
886 |
900 |
+7 |
1 |
8,166 |
+0 |
| Total Volume and Open Interest |
6,092 |
180,228 |
-371 |
| London Coffee(LCE) |
| Jul04 |
040712 |
702.00 |
702.00 |
692.00 |
692.00 |
-6.00 |
39 |
6,442 |
-64 |
| Sep04 |
040712 |
705.00 |
715.00 |
699.00 |
700.00 |
-11.00 |
4,197 |
71,064 |
+53 |
| Nov04 |
040712 |
715.00 |
724.00 |
711.00 |
711.00 |
-9.00 |
1,585 |
33,899 |
-101 |
| Jan05 |
040712 |
731.00 |
735.00 |
721.00 |
721.00 |
-10.00 |
948 |
24,611 |
-197 |
| Mar05 |
040712 |
744.00 |
745.00 |
735.00 |
735.00 |
-11.00 |
119 |
14,472 |
-6 |
| May05 |
040712 |
759.00 |
759.00 |
748.00 |
748.00 |
-10.00 |
353 |
11,990 |
+24 |
| Total Volume and Open Interest |
7,241 |
164,684 |
-291 |
| London Sugar(LCE) |
| Aug04 |
040712 |
248.00 |
252.00 |
247.00 |
248.50 |
+0.50 |
3,799 |
11,225 |
-797 |
| Oct04 |
040712 |
251.00 |
255.70 |
251.00 |
253.00 |
+1.50 |
6,703 |
25,736 |
+2,891 |
| Dec04 |
040712 |
257.00 |
258.80 |
255.60 |
257.00 |
+2.00 |
730 |
5,489 |
+30 |
| Mar05 |
040712 |
261.70 |
262.90 |
258.50 |
261.00 |
+1.50 |
570 |
9,309 |
-276 |
| May05 |
040712 |
257.00 |
260.00 |
256.80 |
258.70 |
+1.80 |
217 |
4,070 |
+125 |
| Total Volume and Open Interest |
12,218 |
62,778 |
+1,992 |
| Cotton(NYBOT) |
| Oct04 |
040712 |
47.20 |
47.20 |
45.50 |
46.60 |
-1.25 |
283 |
3,842 |
+94 |
| Dec04 |
040712 |
48.15 |
48.20 |
46.05 |
47.33 |
-1.15 |
3,450 |
55,075 |
+208 |
| Mar05 |
040712 |
49.90 |
49.90 |
48.01 |
49.08 |
-1.22 |
476 |
11,485 |
+189 |
| May05 |
040712 |
50.98 |
51.00 |
49.25 |
50.13 |
-1.22 |
14 |
2,331 |
-7 |
| Jul05 |
040712 |
52.08 |
52.08 |
50.48 |
51.20 |
-1.30 |
29 |
1,518 |
+29 |
| Oct05 |
040712 |
52.10 |
52.10 |
52.10 |
52.10 |
-0.70 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
4,258 |
75,626 |
+463 |
| Lumber(CME) |
| Jul04 |
040712 |
396.0 |
398.4 |
395.0 |
395.5 |
unch |
327 |
785 |
-82 |
| Sep04 |
040712 |
377.0 |
377.0 |
373.0 |
373.6 |
-1.6 |
467 |
2,872 |
+102 |
| Nov04 |
040712 |
351.0 |
351.0 |
348.0 |
348.4 |
-3.3 |
176 |
801 |
+49 |
| Jan05 |
040712 |
347.0 |
347.0 |
343.7 |
343.7 |
+1.7 |
81 |
126 |
-7 |
| Total Volume and Open Interest |
1,053 |
4,602 |
+64 |
| Crude Oil(NYM) |
| Aug04 |
040712 |
39.80 |
40.75 |
39.38 |
39.50 |
-0.46 |
72,661 |
136,797 |
-16,137 |
| Sep04 |
040712 |
40.15 |
40.90 |
39.50 |
39.64 |
-0.50 |
64,408 |
137,516 |
+3,144 |
| Oct04 |
040712 |
39.65 |
40.35 |
39.10 |
39.20 |
-0.41 |
16,106 |
53,599 |
+2,648 |
| Nov04 |
040712 |
39.20 |
39.80 |
38.81 |
38.81 |
-0.39 |
4,530 |
32,092 |
+1,163 |
| Dec04 |
040712 |
38.85 |
39.50 |
38.30 |
38.43 |
-0.36 |
7,806 |
57,851 |
+955 |
| Jan05 |
040712 |
38.30 |
38.90 |
37.98 |
37.98 |
-0.34 |
1,688 |
23,684 |
+125 |
| Feb05 |
040712 |
37.57 |
37.57 |
37.57 |
37.57 |
-0.32 |
1,434 |
13,467 |
+180 |
| Mar05 |
040712 |
37.95 |
38.05 |
37.20 |
37.20 |
-0.30 |
960 |
13,277 |
+822 |
| Apr05 |
040712 |
37.70 |
37.70 |
36.84 |
36.84 |
-0.27 |
416 |
10,035 |
-30 |
| May05 |
040712 |
36.50 |
36.50 |
36.50 |
36.50 |
-0.26 |
0 |
6,689 |
+111 |
| Jun05 |
040712 |
36.50 |
36.80 |
36.18 |
36.18 |
-0.25 |
1,704 |
22,585 |
+934 |
| Jul05 |
040712 |
35.92 |
35.92 |
35.92 |
35.92 |
-0.24 |
50 |
6,101 |
-50 |
| Aug05 |
040712 |
36.38 |
36.38 |
35.68 |
35.68 |
-0.23 |
0 |
5,083 |
+0 |
| Sep05 |
040712 |
35.46 |
35.46 |
35.46 |
35.46 |
-0.22 |
123 |
7,944 |
-32 |
| Oct05 |
040712 |
35.35 |
35.35 |
35.25 |
35.25 |
-0.21 |
100 |
3,618 |
+0 |
| Nov05 |
040712 |
35.04 |
35.04 |
35.04 |
35.04 |
-0.20 |
0 |
3,190 |
+0 |
| Total Volume and Open Interest |
176,814 |
691,914 |
-4,732 |
| Heating Oil(NYM) |
| Aug04 |
040712 |
108.80 |
110.80 |
105.80 |
106.06 |
-2.03 |
22,892 |
50,135 |
-4,613 |
| Sep04 |
040712 |
109.80 |
111.40 |
106.85 |
107.04 |
-1.96 |
12,691 |
33,748 |
+5,178 |
| Oct04 |
040712 |
110.80 |
112.00 |
107.50 |
107.84 |
-1.91 |
935 |
14,921 |
+48 |
| Nov04 |
040712 |
111.70 |
112.55 |
107.80 |
108.54 |
-1.86 |
344 |
11,402 |
+186 |
| Dec04 |
040712 |
111.70 |
113.00 |
109.00 |
109.09 |
-1.81 |
1,499 |
23,361 |
+118 |
| Jan05 |
040712 |
112.00 |
113.40 |
109.44 |
109.44 |
-1.76 |
1,222 |
10,554 |
-79 |
| Feb05 |
040712 |
110.35 |
111.80 |
107.89 |
107.89 |
-1.66 |
190 |
10,556 |
+26 |
| Mar05 |
040712 |
107.35 |
108.80 |
104.99 |
104.99 |
-1.56 |
5 |
9,058 |
+7 |
| Apr05 |
040712 |
103.75 |
104.60 |
100.84 |
100.84 |
-1.46 |
753 |
2,403 |
+382 |
| May05 |
040712 |
99.80 |
99.80 |
96.94 |
96.94 |
-1.36 |
65 |
1,876 |
+65 |
| Jun05 |
040712 |
94.49 |
94.49 |
94.49 |
94.49 |
-1.26 |
103 |
4,240 |
+100 |
| Jul05 |
040712 |
93.69 |
93.69 |
93.69 |
93.69 |
-1.21 |
96 |
5,369 |
+84 |
| Total Volume and Open Interest |
41,250 |
187,100 |
+1,987 |
| Unleaded Gas(NYM) |
| Aug04 |
040712 |
132.50 |
136.50 |
129.95 |
130.02 |
-2.13 |
27,909 |
58,669 |
-1,236 |
| Sep04 |
040712 |
129.00 |
132.00 |
126.20 |
126.69 |
-1.58 |
14,294 |
30,437 |
+2,313 |
| Oct04 |
040712 |
120.50 |
122.75 |
118.10 |
118.34 |
-1.61 |
3,266 |
9,913 |
+164 |
| Nov04 |
040712 |
116.50 |
116.50 |
112.70 |
113.04 |
-1.86 |
884 |
6,548 |
+138 |
| Dec04 |
040712 |
112.50 |
113.00 |
109.39 |
109.39 |
-1.96 |
680 |
12,520 |
+29 |
| Jan05 |
040712 |
112.00 |
112.00 |
108.39 |
108.39 |
-2.01 |
0 |
3,647 |
-100 |
| Feb05 |
040712 |
111.00 |
112.00 |
108.34 |
108.34 |
-2.01 |
150 |
3,471 |
+35 |
| Mar05 |
040712 |
108.74 |
108.74 |
108.74 |
108.74 |
-2.01 |
0 |
1,287 |
+0 |
| Apr05 |
040712 |
115.14 |
115.14 |
115.14 |
115.14 |
-2.01 |
175 |
6,605 |
+75 |
| May05 |
040712 |
114.69 |
114.69 |
114.69 |
114.69 |
-2.01 |
361 |
6,505 |
+186 |
| Jun05 |
040712 |
113.24 |
113.24 |
113.24 |
113.24 |
-2.11 |
181 |
2,138 |
+50 |
| Jul05 |
040712 |
110.74 |
110.74 |
110.74 |
110.74 |
-2.11 |
50 |
1,350 |
+100 |
| Total Volume and Open Interest |
47,950 |
143,090 |
+1,754 |
| Natural Gas(NYM) |
| Aug04 |
040712 |
6.020 |
6.125 |
5.850 |
5.857 |
-0.284 |
25,779 |
56,662 |
-4,834 |
| Sep04 |
040712 |
6.065 |
6.170 |
5.900 |
5.912 |
-0.281 |
10,609 |
41,952 |
+3,129 |
| Oct04 |
040712 |
6.110 |
6.215 |
5.950 |
5.967 |
-0.276 |
4,257 |
36,797 |
-849 |
| Nov04 |
040712 |
6.450 |
6.495 |
6.260 |
6.277 |
-0.239 |
2,599 |
20,667 |
+95 |
| Dec04 |
040712 |
6.690 |
6.765 |
6.570 |
6.577 |
-0.207 |
3,104 |
21,215 |
-647 |
| Jan05 |
040712 |
6.850 |
6.920 |
6.730 |
6.747 |
-0.190 |
2,604 |
21,551 |
-100 |
| Feb05 |
040712 |
6.855 |
6.880 |
6.708 |
6.708 |
-0.181 |
1,506 |
14,204 |
+529 |
| Mar05 |
040712 |
6.710 |
6.750 |
6.570 |
6.576 |
-0.171 |
2,298 |
16,805 |
+224 |
| Apr05 |
040712 |
6.100 |
6.140 |
5.990 |
6.006 |
-0.121 |
901 |
13,576 |
+54 |
| May05 |
040712 |
5.990 |
6.000 |
5.878 |
5.878 |
-0.114 |
709 |
10,937 |
-448 |
| Jun05 |
040712 |
5.970 |
6.000 |
5.891 |
5.891 |
-0.111 |
147 |
7,740 |
-219 |
| Jul05 |
040712 |
6.040 |
6.040 |
5.927 |
5.927 |
-0.110 |
100 |
11,131 |
-172 |
| Aug05 |
040712 |
6.050 |
6.050 |
5.944 |
5.944 |
-0.108 |
366 |
7,928 |
+56 |
| Sep05 |
040712 |
6.025 |
6.030 |
5.939 |
5.939 |
-0.093 |
79 |
8,071 |
-76 |
| Oct05 |
040712 |
6.050 |
6.050 |
5.979 |
5.979 |
-0.078 |
158 |
6,749 |
+106 |
| Nov05 |
040712 |
6.240 |
6.240 |
6.160 |
6.160 |
-0.067 |
15 |
5,895 |
-56 |
| Total Volume and Open Interest |
56,666 |
366,608 |
-2,973 |
| Brent Crude Oil(IPE) |
| Aug04 |
040712 |
37.20 |
37.70 |
36.60 |
36.63 |
-0.42 |
32,822 |
46,371 |
-5,244 |
| Sep04 |
040712 |
36.75 |
37.35 |
36.29 |
36.32 |
-0.31 |
50,617 |
89,939 |
-2,752 |
| Oct04 |
040712 |
36.61 |
37.02 |
36.10 |
36.16 |
-0.30 |
19,427 |
54,104 |
+3,575 |
| Nov04 |
040712 |
36.28 |
36.64 |
35.84 |
35.88 |
-0.27 |
3,712 |
13,216 |
-1,279 |
| Dec04 |
040712 |
35.92 |
36.45 |
35.56 |
35.60 |
-0.28 |
3,389 |
32,649 |
-407 |
| Jan05 |
040712 |
35.60 |
35.70 |
35.24 |
35.24 |
-0.26 |
684 |
10,634 |
-430 |
| Feb05 |
040712 |
35.06 |
35.37 |
34.89 |
34.89 |
-0.23 |
645 |
7,141 |
-535 |
| Mar05 |
040712 |
34.58 |
34.58 |
34.58 |
34.58 |
-0.21 |
100 |
9,825 |
-100 |
| Apr05 |
040712 |
34.29 |
34.29 |
34.29 |
34.29 |
-0.20 |
0 |
6,675 |
+0 |
| May05 |
040712 |
34.02 |
34.02 |
34.02 |
34.02 |
-0.19 |
0 |
1,423 |
+0 |
| Jun05 |
040712 |
34.45 |
34.45 |
33.75 |
33.75 |
-0.19 |
300 |
14,390 |
-200 |
| Jul05 |
040712 |
34.20 |
34.20 |
33.48 |
33.48 |
-0.19 |
0 |
1,565 |
+0 |
| Sep05 |
040712 |
33.09 |
33.09 |
33.09 |
33.09 |
-0.18 |
0 |
3,390 |
+0 |
| Total Volume and Open Interest |
112,821 |
343,524 |
-6,872 |
| Gas Oil(IPE) |
| Jul04 |
040712 |
342.50 |
348.00 |
342.50 |
345.50 |
unch |
17,171 |
6,041 |
-9,536 |
| Aug04 |
040712 |
340.25 |
348.50 |
340.25 |
347.75 |
+5.25 |
18,122 |
60,435 |
+1,295 |
| Sep04 |
040712 |
339.00 |
345.75 |
339.00 |
345.75 |
+5.50 |
6,967 |
25,146 |
+1,878 |
| Oct04 |
040712 |
335.50 |
340.75 |
335.00 |
340.75 |
+5.25 |
1,637 |
12,563 |
+751 |
| Nov04 |
040712 |
333.75 |
336.25 |
333.75 |
336.25 |
+5.25 |
0 |
7,454 |
+0 |
| Dec04 |
040712 |
326.50 |
331.50 |
324.75 |
331.50 |
+5.00 |
655 |
24,105 |
-752 |
| Jan05 |
040712 |
322.50 |
327.25 |
322.50 |
327.25 |
+5.00 |
0 |
5,899 |
-118 |
| Feb05 |
040712 |
317.50 |
321.75 |
317.50 |
321.75 |
+5.00 |
0 |
2,273 |
+0 |
| Mar05 |
040712 |
313.50 |
313.50 |
313.50 |
313.50 |
+3.75 |
0 |
1,913 |
+0 |
| Apr05 |
040712 |
305.25 |
305.25 |
305.25 |
305.25 |
+2.50 |
0 |
900 |
+0 |
| Total Volume and Open Interest |
44,552 |
169,949 |
-6,482 |
| US Dollar Index(NYBOT) |
| Sep04 |
040712 |
87.46 |
87.70 |
87.40 |
87.65 |
-0.02 |
966 |
13,556 |
+274 |
| Dec04 |
040712 |
87.90 |
87.90 |
87.88 |
87.88 |
-0.02 |
5 |
2,090 |
+3 |
| Mar05 |
040712 |
88.11 |
88.11 |
88.11 |
88.11 |
-0.02 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
972 |
15,658 |
+278 |
| Australian Dollar(CME) |
| Sep04 |
040712 |
72.11 |
72.35 |
72.08 |
72.30 |
+0.51 |
2,803 |
30,784 |
+2,374 |
| Dec04 |
040712 |
71.40 |
71.72 |
71.40 |
71.66 |
+0.50 |
1 |
256 |
+0 |
| Mar05 |
040712 |
71.09 |
71.09 |
71.09 |
71.09 |
+0.48 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
2,804 |
31,132 |
+2,374 |
| British Pound(CME) |
| Sep04 |
040712 |
184.90 |
185.54 |
184.90 |
185.43 |
+0.69 |
3,439 |
67,126 |
+3,485 |
| Dec04 |
040712 |
183.74 |
184.03 |
183.74 |
184.03 |
+0.69 |
0 |
394 |
+1 |
| Mar05 |
040712 |
182.73 |
182.73 |
182.73 |
182.73 |
+0.69 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
3,439 |
67,526 |
+3,486 |
| Canadian Dollar(CME) |
| Sep04 |
040712 |
75.85 |
75.90 |
75.59 |
75.75 |
+0.05 |
4,709 |
59,045 |
-1,025 |
| Dec04 |
040712 |
75.61 |
75.76 |
75.61 |
75.68 |
+0.05 |
161 |
4,738 |
+65 |
| Mar05 |
040712 |
75.63 |
75.63 |
75.63 |
75.63 |
+0.05 |
12 |
670 |
+0 |
| Jun05 |
040712 |
75.58 |
75.58 |
75.58 |
75.58 |
+0.05 |
81 |
471 |
-9 |
| Total Volume and Open Interest |
4,963 |
64,971 |
-969 |
| Japanese Yen(CME) |
| Sep04 |
040712 |
92.67 |
92.75 |
92.47 |
92.64 |
+0.03 |
4,595 |
96,000 |
+3,278 |
| Dec04 |
040712 |
93.11 |
93.11 |
93.11 |
93.11 |
+0.03 |
1 |
12,298 |
+4 |
| Mar05 |
040712 |
93.67 |
93.67 |
93.67 |
93.67 |
+0.03 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
4,596 |
108,304 |
+3,282 |
| Swiss Franc(CME) |
| Sep04 |
040712 |
81.78 |
81.93 |
81.70 |
81.76 |
-0.11 |
2,359 |
59,036 |
+3,136 |
| Dec04 |
040712 |
82.01 |
82.01 |
82.01 |
82.01 |
-0.11 |
8 |
128 |
+6 |
| Mar05 |
040712 |
82.28 |
82.28 |
82.28 |
82.28 |
-0.11 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
2,367 |
59,228 |
+3,142 |
| EuroFX(CME) |
| Sep04 |
040712 |
123.81 |
124.05 |
123.73 |
123.89 |
-0.03 |
8,655 |
137,606 |
+2,641 |
| Dec04 |
040712 |
123.74 |
123.94 |
123.71 |
123.83 |
-0.03 |
152 |
1,168 |
+98 |
| Mar05 |
040712 |
123.83 |
123.83 |
123.83 |
123.83 |
-0.03 |
10 |
189 |
+8 |
| Total Volume and Open Interest |
8,817 |
138,992 |
+2,747 |
| Mexican Peso(CME) |
| Sep04 |
040712 |
8595.0 |
8625.0 |
8590.0 |
8612.0 |
+2.0 |
4,836 |
45,297 |
-1,268 |
| Dec04 |
040712 |
8482.0 |
8482.0 |
8482.0 |
8482.0 |
+2.0 |
51 |
1,643 |
+21 |
| Total Volume and Open Interest |
4,887 |
48,236 |
-1,247 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040712 |
108~01 |
108~12 |
108~00 |
108~06 |
+0~07 |
106,878 |
494,302 |
-5,238 |
| Dec04 |
040712 |
107~05 |
107~05 |
106~30 |
107~00 |
+0~07 |
166 |
17,209 |
+47 |
| Mar05 |
040712 |
105~29 |
105~29 |
105~29 |
105~29 |
+0~07 |
2 |
194 |
+0 |
| Total Volume and Open Interest |
107,046 |
511,712 |
-5,191 |
| Municipal Bonds(CBOT) |
| Sep04 |
040712 |
101~06 |
101~14 |
101~06 |
101~10 |
+0~05 |
225 |
2,529 |
+29 |
| Total Volume and Open Interest |
225 |
2,529 |
+29 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040712 |
110~190 |
110~265 |
110~185 |
110~225 |
+0~040 |
316,851 |
1,277,887 |
+10,067 |
| Dec04 |
040712 |
109~140 |
109~175 |
109~130 |
109~145 |
+0~040 |
6,865 |
21,599 |
-123 |
| Total Volume and Open Interest |
323,716 |
1,299,496 |
+9,944 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040712 |
109~230 |
109~255 |
109~215 |
109~230 |
+0~025 |
126,551 |
0 |
+0 |
| Dec04 |
040712 |
108~230 |
108~245 |
108~230 |
108~245 |
+0~030 |
250 |
32,439 |
+707 |
| Total Volume and Open Interest |
126,801 |
32,439 |
+707 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040712 |
105~092 |
105~093 |
105~089 |
105~090 |
+0~001 |
965 |
193,910 |
-1,016 |
| Total Volume and Open Interest |
965 |
193,910 |
-1,016 |
| Eurodollars(CME) |
| Sep04 |
040712 |
98.080 |
98.095 |
98.075 |
98.080 |
+0.005 |
45,466 |
911,090 |
-7,579 |
| Dec04 |
040712 |
97.680 |
97.690 |
97.675 |
97.675 |
unch |
51,463 |
890,118 |
+13,640 |
| Mar05 |
040712 |
97.305 |
97.315 |
97.300 |
97.300 |
unch |
37,891 |
777,110 |
-7,993 |
| Jun05 |
040712 |
96.955 |
96.960 |
96.945 |
96.945 |
unch |
37,390 |
626,683 |
+5,301 |
| Sep05 |
040712 |
96.620 |
96.625 |
96.610 |
96.610 |
unch |
28,755 |
554,321 |
-560 |
| Dec05 |
040712 |
96.315 |
96.320 |
96.295 |
96.300 |
unch |
19,049 |
447,532 |
+1,097 |
| Mar06 |
040712 |
96.080 |
96.080 |
96.060 |
96.065 |
+0.005 |
20,712 |
332,183 |
+1,596 |
| Jun06 |
040712 |
95.870 |
95.875 |
95.860 |
95.865 |
+0.010 |
12,845 |
207,354 |
+936 |
| Sep06 |
040712 |
95.700 |
95.710 |
95.700 |
95.700 |
+0.010 |
7,126 |
186,131 |
-992 |
| Dec06 |
040712 |
95.535 |
95.540 |
95.525 |
95.535 |
+0.020 |
5,566 |
140,019 |
-821 |
| Mar07 |
040712 |
95.380 |
95.400 |
95.380 |
95.390 |
+0.020 |
12,429 |
142,449 |
+2,596 |
| Jun07 |
040712 |
95.255 |
95.265 |
95.240 |
95.255 |
+0.025 |
8,456 |
109,838 |
-375 |
| Total Volume and Open Interest |
315,492 |
5,964,032 |
+3,791 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040712 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
349 |
6,098 |
+241 |
| Dec04 |
040712 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
20 |
7,537 |
+19 |
| Mar05 |
040712 |
99.84 |
99.84 |
99.84 |
99.84 |
+0.01 |
68 |
8,862 |
-40 |
| Jun05 |
040712 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
537 |
8,699 |
+256 |
| Sep05 |
040712 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
5,475 |
-355 |
| Dec05 |
040712 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
3,146 |
+0 |
| Mar06 |
040712 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
2,023 |
+0 |
| Jun06 |
040712 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
1,218 |
+0 |
| Sep06 |
040712 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.01 |
0 |
1,079 |
+0 |
| Dec06 |
040712 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.01 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
974 |
45,810 |
+121 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040712 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,052 |
42,638 |
-607 |
| Dec04 |
040712 |
99.88 |
99.89 |
99.88 |
99.89 |
unch |
877 |
66,846 |
-989 |
| Mar05 |
040712 |
99.83 |
99.84 |
99.83 |
99.84 |
+0.01 |
970 |
57,496 |
-581 |
| Jun05 |
040712 |
99.74 |
99.75 |
99.74 |
99.75 |
+0.01 |
1,358 |
58,728 |
-812 |
| Sep05 |
040712 |
99.61 |
99.62 |
99.61 |
99.62 |
unch |
824 |
46,184 |
-18 |
| Dec05 |
040712 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.01 |
987 |
35,564 |
+129 |
| Mar06 |
040712 |
99.33 |
99.34 |
99.33 |
99.34 |
unch |
131 |
26,948 |
-26 |
| Jun06 |
040712 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
60 |
12,943 |
+60 |
| Total Volume and Open Interest |
6,511 |
363,622 |
-2,649 |
| German Euro-Bund(EUREX) |
| Sep04 |
040712 |
114.08 |
114.14 |
113.96 |
114.14 |
+0.11 |
462,736 |
1,072,770 |
+32,848 |
| Dec04 |
040712 |
113.10 |
113.19 |
113.10 |
113.19 |
+0.10 |
61 |
17,413 |
+6 |
| Mar05 |
040712 |
112.69 |
112.69 |
112.69 |
112.69 |
+0.11 |
243 |
0 |
+0 |
| Total Volume and Open Interest |
463,040 |
1,090,183 |
+32,854 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040712 |
110.95 |
111.00 |
110.88 |
111.00 |
+0.08 |
355,438 |
740,017 |
-12,224 |
| Dec04 |
040712 |
110.06 |
110.09 |
110.06 |
110.09 |
+0.06 |
772 |
1,833 |
+750 |
| Mar05 |
040712 |
109.60 |
109.60 |
109.60 |
109.60 |
+0.08 |
457 |
0 |
+0 |
| Total Volume and Open Interest |
356,667 |
741,850 |
-11,474 |
| Long Gilt(LIFFE) |
| Sep04 |
040712 |
106~09 |
106~12 |
106~07 |
106~09 |
+0~03 |
20,844 |
211,508 |
-1,581 |
| Dec04 |
040712 |
106~03 |
106~03 |
106~03 |
106~03 |
+0~03 |
|
|
|
| Total Volume and Open Interest |
20,844 |
211,508 |
-1,581 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040712 |
94.98 |
94.98 |
94.95 |
94.96 |
unch |
28,723 |
200,325 |
-120 |
| Dec04 |
040712 |
94.81 |
94.82 |
94.77 |
94.79 |
unch |
27,042 |
237,459 |
+1,508 |
| Mar05 |
040712 |
94.68 |
94.70 |
94.65 |
94.67 |
-0.01 |
20,256 |
166,412 |
-253 |
| Total Volume and Open Interest |
99,591 |
1,147,751 |
+1,244 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040712 |
97.855 |
97.855 |
97.845 |
97.845 |
-0.005 |
30,108 |
524,117 |
-4,217 |
| Dec04 |
040712 |
97.710 |
97.715 |
97.700 |
97.710 |
+0.005 |
54,727 |
539,965 |
+6,972 |
| Mar05 |
040712 |
97.520 |
97.530 |
97.505 |
97.520 |
+0.015 |
65,054 |
397,758 |
+3,337 |
| Total Volume and Open Interest |
248,112 |
2,767,008 |
+19,745 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040712 |
94.53 |
94.54 |
94.51 |
94.54 |
+0.01 |
30,794 |
184,037 |
+16,426 |
| Dec04 |
040712 |
94.43 |
94.46 |
94.42 |
94.45 |
+0.01 |
20,529 |
130,149 |
+5,335 |
| Mar05 |
040712 |
94.38 |
94.41 |
94.37 |
94.41 |
+0.02 |
4,945 |
53,133 |
-587 |
| Jun05 |
040712 |
94.34 |
94.38 |
94.34 |
94.38 |
+0.03 |
996 |
26,922 |
-274 |
| Sep05 |
040712 |
94.32 |
94.35 |
94.32 |
94.35 |
+0.03 |
1,224 |
17,990 |
+508 |
| Dec05 |
040712 |
94.29 |
94.32 |
94.29 |
94.31 |
+0.02 |
117 |
12,734 |
-93 |
| Mar06 |
040712 |
94.26 |
94.27 |
94.25 |
94.26 |
+0.02 |
12 |
10,195 |
-140 |
| Jun06 |
040712 |
94.22 |
94.22 |
94.20 |
94.21 |
+0.03 |
67 |
5,114 |
+3 |
| Sep06 |
040712 |
94.16 |
94.17 |
94.16 |
94.17 |
+0.04 |
51 |
2,758 |
-50 |
| Dec06 |
040712 |
94.12 |
94.12 |
94.12 |
94.12 |
+0.03 |
50 |
1,535 |
+50 |
| Total Volume and Open Interest |
59,295 |
447,377 |
+21,120 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040712 |
94.33 |
94.37 |
94.32 |
94.36 |
+0.02 |
17,006 |
199,119 |
-3,399 |
| Dec04 |
040712 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
71,966 |
347,207 |
+17,367 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040712 |
94.58 |
94.61 |
94.56 |
94.61 |
+0.04 |
39,196 |
347,207 |
+17,367 |
| Dec04 |
040712 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
39,196 |
347,207 |
+17,367 |
| Gold(CMX) |
| Aug04 |
040712 |
407.0 |
408.8 |
406.0 |
408.4 |
+0.5 |
46,056 |
136,754 |
+2,451 |
| Oct04 |
040712 |
409.0 |
410.1 |
407.5 |
409.7 |
+0.5 |
1,760 |
9,350 |
-1,107 |
| Dec04 |
040712 |
410.2 |
411.7 |
409.0 |
411.2 |
+0.5 |
6,596 |
43,688 |
+1,248 |
| Feb05 |
040712 |
411.3 |
412.8 |
411.0 |
412.8 |
+0.5 |
1,165 |
3,704 |
-93 |
| Apr05 |
040712 |
414.4 |
414.4 |
414.4 |
414.4 |
+0.5 |
74 |
4,892 |
-18 |
| Jun05 |
040712 |
415.0 |
416.2 |
415.0 |
416.2 |
+0.5 |
216 |
13,698 |
+0 |
| Aug05 |
040712 |
418.1 |
418.1 |
418.1 |
418.1 |
+0.5 |
17 |
2,240 |
+12 |
| Oct05 |
040712 |
420.1 |
420.1 |
420.1 |
420.1 |
+0.5 |
0 |
281 |
+0 |
| Dec05 |
040712 |
422.0 |
422.2 |
422.0 |
422.2 |
+0.5 |
36 |
6,393 |
-26 |
| Feb06 |
040712 |
424.5 |
424.5 |
424.5 |
424.5 |
+0.5 |
0 |
843 |
+0 |
| Apr06 |
040712 |
426.8 |
426.8 |
426.8 |
426.8 |
+0.5 |
0 |
435 |
+0 |
| Jun06 |
040712 |
429.1 |
429.1 |
429.1 |
429.1 |
+0.5 |
2 |
7,535 |
+2 |
| Total Volume and Open Interest |
55,939 |
236,465 |
+2,486 |
| Silver(CMX) |
| Jul04 |
040712 |
648.5 |
654.5 |
647.0 |
652.8 |
+6.7 |
391 |
366 |
-150 |
| Sep04 |
040712 |
648.0 |
658.0 |
645.0 |
654.2 |
+6.7 |
14,401 |
53,854 |
+510 |
| Dec04 |
040712 |
652.0 |
660.0 |
648.0 |
657.4 |
+6.8 |
1,993 |
19,927 |
+482 |
| Mar05 |
040712 |
658.5 |
664.0 |
658.5 |
660.3 |
+6.8 |
9 |
5,021 |
+6 |
| May05 |
040712 |
662.2 |
662.2 |
662.2 |
662.2 |
+6.8 |
0 |
1,112 |
+0 |
| Jul05 |
040712 |
663.9 |
663.9 |
663.9 |
663.9 |
+6.8 |
2 |
2,020 |
-9 |
| Sep05 |
040712 |
665.5 |
665.5 |
665.5 |
665.5 |
+6.8 |
0 |
105 |
+0 |
| Total Volume and Open Interest |
16,796 |
86,990 |
+828 |
| Platinum(NYM) |
| Jul04 |
040712 |
821.2 |
821.2 |
821.2 |
821.2 |
+7.4 |
72 |
479 |
-64 |
| Oct04 |
040712 |
820.0 |
820.0 |
814.0 |
817.2 |
+8.4 |
579 |
4,771 |
+17 |
| Jan05 |
040712 |
812.2 |
812.2 |
812.2 |
812.2 |
+8.4 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
651 |
5,266 |
-47 |
| Palladium(NYME) |
| Sep04 |
040712 |
227.00 |
227.00 |
224.00 |
224.75 |
-0.55 |
328 |
7,487 |
-10 |
| Dec04 |
040712 |
227.00 |
227.00 |
226.25 |
226.25 |
-0.55 |
150 |
572 |
+13 |
| Mar05 |
040712 |
228.75 |
228.75 |
228.75 |
228.75 |
-0.55 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
478 |
8,060 |
+3 |
| Copper(CMX) |
| Jul04 |
040712 |
129.00 |
130.00 |
127.70 |
127.75 |
-0.35 |
261 |
2,968 |
-220 |
| Sep04 |
040712 |
129.10 |
130.00 |
127.50 |
127.75 |
-0.35 |
11,148 |
39,383 |
+3,647 |
| Dec04 |
040712 |
125.80 |
126.40 |
124.00 |
124.15 |
-0.45 |
809 |
10,049 |
+64 |
| Mar05 |
040712 |
121.75 |
121.75 |
120.55 |
120.55 |
-0.45 |
7 |
1,694 |
-3 |
| May05 |
040712 |
118.10 |
118.10 |
118.10 |
118.10 |
-0.35 |
0 |
385 |
+0 |
| Total Volume and Open Interest |
12,337 |
63,321 |
+3,521 |
| DJIA Index(CBOT) |
| Sep04 |
040712 |
10195 |
10245 |
10145 |
10225 |
+23 |
4,265 |
44,124 |
-655 |
| Dec04 |
040712 |
10163 |
10240 |
10163 |
10224 |
+22 |
0 |
52 |
+0 |
| Mar05 |
040712 |
10229 |
10229 |
10229 |
10229 |
+22 |
|
|
|
| Total Volume and Open Interest |
4,265 |
44,176 |
-655 |
| S & P 500(CME) |
| Sep04 |
040712 |
1111.30 |
1116.20 |
1106.20 |
1113.40 |
+0.60 |
25,622 |
578,750 |
+4,727 |
| Dec04 |
040712 |
1108.50 |
1113.60 |
1108.20 |
1113.60 |
+0.60 |
28 |
6,426 |
-1 |
| Mar05 |
040712 |
1114.80 |
1114.80 |
1114.80 |
1114.80 |
+0.60 |
0 |
487 |
+0 |
| Jun05 |
040712 |
1117.90 |
1117.90 |
1117.90 |
1117.90 |
+0.60 |
0 |
268 |
-1 |
| Total Volume and Open Interest |
25,650 |
585,971 |
+4,725 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040712 |
1113.75 |
1116.25 |
1106.00 |
1113.50 |
+0.75 |
489,827 |
561,058 |
-3,685 |
| Dec04 |
040712 |
1111.25 |
1116.25 |
1107.25 |
1113.50 |
+0.50 |
153 |
8,603 |
+2 |
| Total Volume and Open Interest |
489,980 |
569,661 |
-3,683 |
| NASDAQ 100(CME) |
| Sep04 |
040712 |
1434.50 |
1439.00 |
1420.50 |
1434.00 |
-8.00 |
7,455 |
67,054 |
-117 |
| Dec04 |
040712 |
1428.50 |
1439.00 |
1428.50 |
1439.00 |
-8.00 |
450 |
829 |
+400 |
| Mar05 |
040712 |
1444.00 |
1444.00 |
1444.00 |
1444.00 |
-8.00 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
7,906 |
67,884 |
+284 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040712 |
1444.5 |
1446.0 |
1421.0 |
1434.0 |
-8.0 |
256,429 |
195,250 |
-1,431 |
| Dec04 |
040712 |
1436.0 |
1441.5 |
1428.0 |
1439.0 |
-8.0 |
75 |
706 |
+29 |
| Total Volume and Open Interest |
256,504 |
195,956 |
-1,402 |
| S & P Midcap 400(CME) |
| Sep04 |
040712 |
587.00 |
588.00 |
582.50 |
585.75 |
-3.25 |
439 |
14,315 |
-35 |
| Dec04 |
040712 |
585.50 |
585.50 |
585.50 |
585.50 |
-3.25 |
|
|
|
| Mar05 |
040712 |
585.50 |
585.50 |
585.50 |
585.50 |
-3.25 |
|
|
|
| Total Volume and Open Interest |
439 |
14,315 |
-35 |
| Russell 2000(CME) |
| Sep04 |
040712 |
563.00 |
565.00 |
557.00 |
561.50 |
-2.50 |
1,167 |
25,044 |
+164 |
| Dec04 |
040712 |
561.50 |
561.50 |
561.50 |
561.50 |
-2.50 |
|
|
|
| Mar05 |
040712 |
561.50 |
561.50 |
561.50 |
561.50 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
1,167 |
25,044 |
+164 |
| Value Line(KCBT) |
| Sep04 |
040712 |
1563.00 |
1564.00 |
1555.00 |
1564.00 |
-4.50 |
1 |
62 |
+1 |
| Total Volume and Open Interest |
1 |
62 |
+1 |
| Nikkei 225(CME) |
| Sep04 |
040712 |
11535 |
11550 |
11410 |
11480 |
+50 |
2,503 |
31,009 |
-269 |
| Dec04 |
040712 |
11480 |
11480 |
11480 |
11480 |
+50 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
2,503 |
31,106 |
-269 |
| Nikkei 225(SIMEX) |
| Sep04 |
040712 |
11480 |
11600 |
11460 |
11555 |
+135 |
19,062 |
144,272 |
-394 |
| Dec04 |
040712 |
11520 |
11520 |
11520 |
11520 |
+135 |
|
|
|
| Mar05 |
040712 |
11515 |
11515 |
11515 |
11515 |
+135 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
19,062 |
144,274 |
-394 |
| CAC 40(MATIF) |
| Jul04 |
040712 |
3659.0 |
3686.0 |
3647.5 |
3656.0 |
-16.0 |
34,671 |
343,658 |
+4,334 |
| Aug04 |
040712 |
3666.0 |
3689.5 |
3655.5 |
3661.5 |
-16.5 |
72 |
608 |
+33 |
| Sep04 |
040712 |
3677.0 |
3696.0 |
3662.5 |
3667.5 |
-16.0 |
121 |
93,279 |
+80 |
| Total Volume and Open Interest |
50,328 |
449,840 |
+4,447 |
| DAX Index(EUREX) |
| Sep04 |
040712 |
3911.0 |
3945.0 |
3897.0 |
3905.0 |
-20.0 |
89,683 |
155,913 |
+1,749 |
| Dec04 |
040712 |
3948.0 |
3963.5 |
3924.5 |
3926.0 |
-20.0 |
86 |
4,799 |
+15 |
| Mar05 |
040712 |
3978.0 |
3979.0 |
3945.0 |
3949.0 |
-19.0 |
76 |
496 |
+36 |
| Total Volume and Open Interest |
89,845 |
161,208 |
+1,800 |
| FT-SE 100(LIFFE) |
| Sep04 |
040712 |
4384.50 |
4395.50 |
4350.00 |
4365.00 |
-29.50 |
41,483 |
427,611 |
+1,252 |
| Dec04 |
040712 |
4395.00 |
4395.00 |
4395.00 |
4395.00 |
-30.50 |
0 |
28,329 |
+0 |
| Mar05 |
040712 |
4403.50 |
4403.50 |
4403.50 |
4403.50 |
-29.50 |
0 |
4,050 |
+0 |
| Total Volume and Open Interest |
41,733 |
460,240 |
+1,502 |
| SPI 200(SFE) |
| Sep04 |
040712 |
3579.0 |
3580.0 |
3558.0 |
3567.0 |
-7.0 |
6,511 |
154,797 |
-1,941 |
| Dec04 |
040712 |
3590.0 |
3590.0 |
3574.0 |
3579.0 |
-7.0 |
335 |
4,720 |
+288 |
| Mar05 |
040712 |
3598.0 |
3598.0 |
3591.0 |
3591.0 |
-7.0 |
154 |
1,426 |
+40 |
| Total Volume and Open Interest |
7,000 |
162,581 |
-1,613 |
| GSCI(CME) |
| Jul04 |
040712 |
298.00 |
302.10 |
295.25 |
295.50 |
-3.90 |
3,065 |
9,850 |
-2,977 |
| Aug04 |
040712 |
297.00 |
301.15 |
294.85 |
294.85 |
-3.75 |
3,117 |
6,707 |
+3,062 |
| Sep04 |
040712 |
293.50 |
293.50 |
293.50 |
293.50 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
6,182 |
16,557 |
+85 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040712 |
268.50 |
270.50 |
268.50 |
269.50 |
+0.50 |
11 |
265 |
-3 |
| Nov04 |
040712 |
270.25 |
270.50 |
270.00 |
270.00 |
unch |
0 |
110 |
+0 |
| Jan05 |
040712 |
269.50 |
269.50 |
269.50 |
269.50 |
+0.50 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
11 |
426 |
-3 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|