|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri July 16, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug04 |
040716 |
720.00 |
738.00 |
705.00 |
707.50 |
-43.50 |
16,468 |
43,753 |
-1,786 |
Sep04 |
040716 |
656.50 |
668.00 |
647.00 |
651.00 |
-11.00 |
4,018 |
14,812 |
-213 |
Nov04 |
040716 |
647.00 |
655.00 |
638.00 |
640.50 |
-5.00 |
39,694 |
101,371 |
+684 |
Jan05 |
040716 |
650.00 |
659.00 |
644.00 |
644.50 |
-5.50 |
1,490 |
6,820 |
+482 |
Mar05 |
040716 |
652.00 |
662.00 |
648.00 |
650.00 |
-5.00 |
644 |
3,829 |
-69 |
May05 |
040716 |
654.00 |
660.00 |
645.50 |
647.50 |
-4.00 |
460 |
4,159 |
-57 |
Jul05 |
040716 |
652.00 |
658.00 |
648.00 |
648.00 |
-3.00 |
430 |
1,827 |
+197 |
Total Volume and Open Interest |
63,230 |
177,821 |
-1,036 |
Soybean Meal(CBOT) |
Aug04 |
040716 |
249.00 |
250.00 |
240.00 |
240.80 |
-13.50 |
12,524 |
33,869 |
-229 |
Sep04 |
040716 |
222.00 |
226.00 |
220.50 |
221.80 |
-5.70 |
4,657 |
18,657 |
-167 |
Oct04 |
040716 |
203.00 |
206.50 |
201.00 |
202.00 |
-3.10 |
2,007 |
16,439 |
+292 |
Dec04 |
040716 |
200.00 |
203.00 |
198.00 |
198.70 |
-2.70 |
8,535 |
40,989 |
-520 |
Jan05 |
040716 |
201.00 |
203.00 |
199.00 |
199.30 |
-3.20 |
905 |
5,354 |
+48 |
Mar05 |
040716 |
202.50 |
204.50 |
200.00 |
200.50 |
-3.50 |
771 |
5,069 |
+101 |
May05 |
040716 |
203.50 |
204.50 |
199.50 |
200.00 |
-4.00 |
821 |
4,932 |
-61 |
Jul05 |
040716 |
205.00 |
205.50 |
201.00 |
201.00 |
-2.50 |
236 |
3,830 |
+48 |
Total Volume and Open Interest |
30,643 |
132,518 |
-529 |
Soybean Oil(CBOT) |
Aug04 |
040716 |
26.40 |
26.60 |
26.15 |
26.35 |
-0.08 |
6,023 |
24,364 |
-622 |
Sep04 |
040716 |
25.55 |
25.95 |
25.42 |
25.65 |
+0.12 |
3,301 |
17,637 |
-136 |
Oct04 |
040716 |
24.30 |
25.05 |
24.30 |
24.67 |
+0.30 |
1,300 |
12,975 |
-110 |
Dec04 |
040716 |
23.43 |
24.35 |
23.35 |
23.66 |
+0.36 |
8,190 |
52,809 |
-2,096 |
Jan05 |
040716 |
23.15 |
24.00 |
23.15 |
23.52 |
+0.42 |
1,137 |
7,415 |
-314 |
Mar05 |
040716 |
23.05 |
23.90 |
23.05 |
23.37 |
+0.26 |
1,433 |
5,898 |
-581 |
May05 |
040716 |
23.07 |
23.65 |
23.07 |
23.30 |
+0.23 |
369 |
4,162 |
+39 |
Jul05 |
040716 |
23.00 |
23.75 |
23.00 |
23.26 |
+0.21 |
252 |
3,235 |
+91 |
Total Volume and Open Interest |
22,102 |
131,483 |
-3,939 |
Canola(WCE) |
Jul04 |
040714 |
354.5 |
354.5 |
354.5 |
354.5 |
unch |
2 |
46 |
+0 |
Sep04 |
040716 |
340.1 |
340.1 |
340.1 |
340.1 |
unch |
0 |
200 |
+0 |
Nov04 |
040716 |
339.1 |
343.5 |
338.5 |
340.4 |
-0.2 |
2,173 |
44,324 |
-89 |
Jan05 |
040716 |
343.5 |
345.7 |
343.5 |
345.7 |
+0.2 |
20 |
1,964 |
+0 |
Mar05 |
040716 |
350.1 |
350.5 |
350.1 |
350.5 |
+0.5 |
11 |
2,002 |
+6 |
Total Volume and Open Interest |
2,210 |
49,854 |
-123 |
Corn(CBOT) |
Sep04 |
040716 |
240.00 |
241.00 |
238.75 |
239.00 |
-3.50 |
16,819 |
163,723 |
-1,295 |
Dec04 |
040716 |
247.00 |
249.25 |
247.00 |
247.50 |
-2.75 |
41,759 |
308,958 |
-371 |
Mar05 |
040716 |
255.50 |
257.00 |
255.00 |
255.25 |
-2.75 |
3,870 |
49,958 |
+1,134 |
May05 |
040716 |
261.00 |
262.50 |
260.75 |
261.00 |
-2.25 |
487 |
15,405 |
+354 |
Jul05 |
040716 |
265.00 |
265.75 |
264.50 |
264.50 |
-2.50 |
468 |
12,875 |
+38 |
Sep05 |
040716 |
263.50 |
265.00 |
262.50 |
263.00 |
-0.25 |
151 |
2,864 |
+59 |
Total Volume and Open Interest |
63,809 |
564,707 |
-472 |
Wheat(CBOT) |
Sep04 |
040716 |
332.00 |
337.00 |
331.50 |
333.25 |
unch |
18,112 |
91,664 |
-244 |
Dec04 |
040716 |
346.00 |
350.00 |
345.00 |
346.00 |
-0.50 |
9,896 |
49,570 |
+392 |
Mar05 |
040716 |
357.50 |
361.00 |
355.00 |
355.75 |
-1.75 |
1,175 |
9,968 |
-12 |
May05 |
040716 |
362.00 |
365.00 |
360.00 |
360.50 |
unch |
47 |
679 |
+15 |
Jul05 |
040716 |
355.00 |
359.50 |
355.00 |
356.50 |
+1.00 |
255 |
1,967 |
+102 |
Total Volume and Open Interest |
29,489 |
153,883 |
+224 |
Wheat(KCBT) |
Jul04 |
040716 |
367.00 |
367.25 |
365.00 |
365.00 |
+0.50 |
24 |
47 |
+12 |
Sep04 |
040716 |
365.00 |
368.00 |
364.00 |
365.00 |
+0.50 |
7,648 |
37,110 |
-393 |
Dec04 |
040716 |
375.50 |
379.00 |
374.50 |
375.75 |
+0.25 |
3,493 |
23,467 |
+856 |
Mar05 |
040716 |
382.00 |
385.00 |
382.00 |
383.00 |
+0.25 |
380 |
4,035 |
+159 |
May05 |
040716 |
383.00 |
383.00 |
383.00 |
383.00 |
unch |
1 |
156 |
+0 |
Total Volume and Open Interest |
11,561 |
65,373 |
+626 |
Wheat(MGE) |
Jul04 |
040716 |
375.00 |
375.00 |
375.00 |
375.00 |
-7.00 |
3 |
2 |
+0 |
Sep04 |
040716 |
381.00 |
385.00 |
381.00 |
382.25 |
+0.50 |
2,938 |
14,124 |
+484 |
Dec04 |
040716 |
389.25 |
392.00 |
388.50 |
389.50 |
+0.25 |
1,941 |
12,402 |
+548 |
Mar05 |
040716 |
396.00 |
397.00 |
395.00 |
395.00 |
-1.00 |
529 |
2,400 |
+345 |
May05 |
040716 |
397.00 |
397.00 |
397.00 |
397.00 |
unch |
1 |
309 |
+0 |
Total Volume and Open Interest |
5,408 |
29,310 |
+1,377 |
Oats(CBOT) |
Sep04 |
040716 |
137.25 |
138.50 |
136.25 |
136.75 |
unch |
263 |
3,378 |
-130 |
Dec04 |
040716 |
145.00 |
145.50 |
142.50 |
142.75 |
-1.00 |
467 |
6,130 |
+5 |
Mar05 |
040716 |
151.00 |
151.00 |
151.00 |
151.00 |
+0.25 |
40 |
191 |
+0 |
May05 |
040716 |
156.00 |
156.00 |
156.00 |
156.00 |
unch |
0 |
81 |
+0 |
Total Volume and Open Interest |
730 |
9,800 |
-125 |
Rough Rice(CBOT) |
Jul04 |
040716 |
9.30 |
9.30 |
9.30 |
9.30 |
unch |
1 |
84 |
+0 |
Sep04 |
040716 |
7.25 |
7.40 |
7.24 |
7.38 |
+0.15 |
23 |
1,035 |
+4 |
Nov04 |
040716 |
7.19 |
7.32 |
7.17 |
7.28 |
+0.13 |
94 |
1,875 |
-34 |
Jan05 |
040716 |
7.43 |
7.50 |
7.43 |
7.50 |
+0.13 |
39 |
486 |
+10 |
Total Volume and Open Interest |
171 |
3,743 |
-5 |
Live Cattle(CME) |
Aug04 |
040716 |
82.600 |
83.475 |
82.250 |
83.075 |
+0.300 |
10,775 |
37,456 |
-3,848 |
Oct04 |
040716 |
84.900 |
85.750 |
84.650 |
85.400 |
-0.150 |
6,766 |
46,333 |
+1,336 |
Dec04 |
040716 |
85.700 |
85.975 |
85.000 |
85.650 |
-0.275 |
1,577 |
14,671 |
+86 |
Feb05 |
040716 |
87.050 |
87.400 |
86.750 |
87.400 |
+0.075 |
848 |
7,910 |
+92 |
Apr05 |
040716 |
85.150 |
85.425 |
84.750 |
85.325 |
-0.025 |
237 |
2,452 |
+20 |
Jun05 |
040716 |
80.650 |
80.800 |
80.600 |
80.600 |
-0.050 |
55 |
981 |
+25 |
Total Volume and Open Interest |
20,267 |
109,810 |
-2,287 |
Feeder Cattle(CME) |
Aug04 |
040716 |
108.425 |
109.450 |
107.700 |
108.525 |
-0.100 |
2,041 |
8,739 |
-180 |
Sep04 |
040716 |
107.250 |
108.300 |
106.700 |
107.600 |
+0.100 |
894 |
3,450 |
+76 |
Oct04 |
040716 |
105.250 |
106.050 |
104.750 |
105.900 |
+0.550 |
698 |
2,962 |
+35 |
Nov04 |
040716 |
103.300 |
103.800 |
102.550 |
103.775 |
+0.125 |
251 |
1,369 |
+115 |
Jan05 |
040716 |
101.250 |
101.600 |
100.700 |
101.600 |
-0.050 |
86 |
825 |
+19 |
Mar05 |
040716 |
96.100 |
97.200 |
96.000 |
97.200 |
+0.700 |
26 |
214 |
+8 |
Apr05 |
040716 |
96.500 |
96.500 |
96.500 |
96.500 |
+0.700 |
18 |
86 |
+1 |
Total Volume and Open Interest |
4,016 |
17,668 |
+76 |
Lean Hogs(CME) |
Aug04 |
040716 |
73.800 |
73.800 |
73.000 |
73.150 |
-0.500 |
10,196 |
26,936 |
-2,334 |
Oct04 |
040716 |
65.250 |
65.350 |
64.250 |
64.400 |
-0.950 |
4,871 |
32,350 |
+1,344 |
Dec04 |
040716 |
61.275 |
61.275 |
60.700 |
60.875 |
-0.425 |
1,259 |
12,463 |
+418 |
Feb05 |
040716 |
60.050 |
60.375 |
60.025 |
60.375 |
+0.325 |
433 |
2,046 |
+29 |
Apr05 |
040716 |
60.250 |
60.600 |
60.100 |
60.575 |
+0.500 |
55 |
871 |
+41 |
May05 |
040716 |
61.950 |
61.950 |
61.950 |
61.950 |
+0.050 |
7 |
144 |
+4 |
Jun05 |
040716 |
64.525 |
64.625 |
64.525 |
64.625 |
+0.125 |
109 |
226 |
+78 |
Jul05 |
040716 |
62.025 |
62.600 |
62.000 |
62.600 |
+0.200 |
3 |
25 |
+0 |
Total Volume and Open Interest |
17,465 |
77,791 |
-616 |
Pork Bellies(CME) |
Jul04 |
040716 |
113.275 |
113.275 |
110.875 |
111.650 |
-2.200 |
160 |
420 |
-95 |
Aug04 |
040716 |
108.400 |
108.625 |
106.550 |
106.725 |
-2.425 |
804 |
2,395 |
-131 |
Feb05 |
040716 |
94.725 |
94.725 |
93.550 |
93.550 |
-1.175 |
47 |
154 |
+20 |
Mar05 |
040716 |
93.500 |
93.500 |
93.500 |
93.500 |
-1.100 |
0 |
2 |
+0 |
May05 |
040716 |
95.250 |
95.250 |
95.250 |
95.250 |
-1.450 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,011 |
2,972 |
-206 |
Class III Milk(CME) |
Jul04 |
040716 |
14.76 |
14.76 |
14.65 |
14.69 |
-0.16 |
11 |
5,898 |
-14 |
Aug04 |
040716 |
13.96 |
13.96 |
13.75 |
13.79 |
-0.18 |
297 |
5,154 |
+18 |
Sep04 |
040716 |
14.75 |
14.75 |
14.50 |
14.55 |
-0.35 |
502 |
5,261 |
-69 |
Oct04 |
040716 |
13.50 |
13.85 |
13.50 |
13.75 |
unch |
83 |
3,121 |
+5 |
Nov04 |
040716 |
12.65 |
12.85 |
12.60 |
12.85 |
-0.10 |
40 |
2,055 |
+11 |
Total Volume and Open Interest |
976 |
26,131 |
-36 |
Cocoa(NYBOT) |
Jul04 |
040715 |
1505 |
1543 |
1505 |
1541 |
+43 |
2 |
25 |
-14 |
Sep04 |
040716 |
1531 |
1545 |
1520 |
1528 |
-3 |
8,641 |
39,931 |
+77 |
Dec04 |
040716 |
1538 |
1555 |
1532 |
1541 |
-2 |
2,210 |
15,949 |
+520 |
Mar05 |
040716 |
1573 |
1573 |
1560 |
1563 |
unch |
543 |
11,144 |
+131 |
May05 |
040716 |
1582 |
1582 |
1575 |
1575 |
-2 |
55 |
11,583 |
+55 |
Jul05 |
040716 |
1588 |
1588 |
1588 |
1588 |
-2 |
2 |
11,387 |
+2 |
Sep05 |
040716 |
1603 |
1603 |
1603 |
1603 |
unch |
2 |
4,753 |
+0 |
Total Volume and Open Interest |
11,464 |
101,832 |
+774 |
Coffee "C"(NYBOT) |
Jul04 |
040716 |
69.75 |
69.85 |
69.00 |
69.75 |
-0.45 |
7 |
75 |
-28 |
Sep04 |
040716 |
71.50 |
71.90 |
70.60 |
71.65 |
-0.45 |
6,811 |
60,665 |
+174 |
Dec04 |
040716 |
74.60 |
75.00 |
73.85 |
74.80 |
-0.45 |
1,617 |
18,119 |
+371 |
Mar05 |
040716 |
77.70 |
77.90 |
76.80 |
77.75 |
-0.45 |
492 |
6,455 |
+41 |
May05 |
040716 |
79.30 |
79.30 |
79.00 |
79.30 |
-0.45 |
40 |
1,679 |
+15 |
Jul05 |
040716 |
80.10 |
80.75 |
80.10 |
80.75 |
-0.45 |
124 |
1,178 |
+68 |
Total Volume and Open Interest |
9,091 |
88,778 |
+641 |
Orange Juice(NYBOT) |
Sep04 |
040716 |
69.90 |
70.10 |
68.50 |
69.40 |
-0.50 |
4,394 |
20,810 |
-1,025 |
Nov04 |
040716 |
71.20 |
71.50 |
70.00 |
70.55 |
-0.80 |
1,211 |
9,897 |
+606 |
Jan05 |
040716 |
72.65 |
73.10 |
72.25 |
72.25 |
-0.65 |
352 |
2,475 |
-65 |
Mar05 |
040716 |
74.50 |
74.70 |
73.95 |
73.95 |
-0.70 |
145 |
4,058 |
+115 |
May05 |
040716 |
76.90 |
77.20 |
76.90 |
76.95 |
-0.15 |
96 |
3,133 |
+90 |
Total Volume and Open Interest |
6,198 |
40,505 |
-279 |
Sugar #11(NYBOT) |
Oct04 |
040716 |
8.17 |
8.35 |
8.17 |
8.25 |
+0.01 |
20,586 |
209,635 |
-996 |
Mar05 |
040716 |
8.64 |
8.77 |
8.64 |
8.70 |
unch |
7,824 |
49,229 |
+807 |
May05 |
040716 |
8.52 |
8.65 |
8.52 |
8.58 |
+0.02 |
1,877 |
17,990 |
+168 |
Jul05 |
040716 |
8.37 |
8.46 |
8.37 |
8.40 |
+0.02 |
1,084 |
12,473 |
-109 |
Oct05 |
040716 |
8.23 |
8.30 |
8.23 |
8.27 |
+0.04 |
495 |
12,695 |
+39 |
Total Volume and Open Interest |
32,019 |
307,117 |
-130 |
London Cocoa(LCE) |
Jul04 |
040715 |
817 |
821 |
813 |
819 |
+2 |
402 |
112 |
-283 |
Sep04 |
040716 |
875 |
875 |
849 |
863 |
+2 |
9,639 |
51,777 |
-1,967 |
Dec04 |
040716 |
890 |
897 |
872 |
885 |
+2 |
3,576 |
52,138 |
+827 |
Mar05 |
040716 |
904 |
915 |
892 |
905 |
+1 |
1,734 |
29,566 |
-186 |
May05 |
040716 |
928 |
928 |
909 |
918 |
+1 |
242 |
13,288 |
+132 |
Jul05 |
040716 |
945 |
945 |
931 |
931 |
+1 |
381 |
11,817 |
-19 |
Sep05 |
040716 |
950 |
959 |
942 |
945 |
+1 |
540 |
7,890 |
-117 |
Total Volume and Open Interest |
16,289 |
175,999 |
-1,304 |
London Coffee(LCE) |
Jul04 |
040716 |
690.00 |
695.00 |
689.00 |
689.00 |
-6.00 |
1,373 |
2,862 |
-1,383 |
Sep04 |
040716 |
703.00 |
708.00 |
699.00 |
703.00 |
-5.00 |
3,718 |
68,319 |
-190 |
Nov04 |
040716 |
716.00 |
720.00 |
714.00 |
716.00 |
-5.00 |
849 |
34,319 |
+136 |
Jan05 |
040716 |
725.00 |
728.00 |
724.00 |
726.00 |
-5.00 |
930 |
25,674 |
+640 |
Mar05 |
040716 |
738.00 |
738.00 |
735.00 |
738.00 |
-6.00 |
0 |
14,904 |
+0 |
May05 |
040716 |
750.00 |
753.00 |
750.00 |
752.00 |
-5.00 |
0 |
11,975 |
+0 |
Total Volume and Open Interest |
6,870 |
160,380 |
-797 |
London Sugar(LCE) |
Aug04 |
040716 |
244.50 |
248.90 |
244.00 |
248.90 |
+4.90 |
896 |
2,854 |
-394 |
Oct04 |
040716 |
246.50 |
247.50 |
243.50 |
246.90 |
-0.60 |
3,219 |
25,339 |
-816 |
Dec04 |
040716 |
251.00 |
253.00 |
250.50 |
252.90 |
-0.90 |
233 |
5,598 |
-26 |
Mar05 |
040716 |
257.00 |
258.80 |
256.00 |
258.40 |
-0.70 |
63 |
9,291 |
+28 |
May05 |
040716 |
254.00 |
255.90 |
254.00 |
255.90 |
-0.60 |
35 |
4,423 |
+15 |
Total Volume and Open Interest |
4,871 |
54,748 |
-966 |
Cotton(NYBOT) |
Oct04 |
040716 |
47.80 |
47.90 |
47.30 |
47.30 |
+0.02 |
203 |
3,773 |
+31 |
Dec04 |
040716 |
48.20 |
48.30 |
47.31 |
47.38 |
-0.47 |
4,644 |
56,005 |
-69 |
Mar05 |
040716 |
50.00 |
50.15 |
49.25 |
49.30 |
-0.45 |
430 |
11,980 |
+43 |
May05 |
040716 |
51.20 |
51.30 |
50.35 |
50.35 |
-0.38 |
106 |
2,453 |
+42 |
Jul05 |
040716 |
52.10 |
52.10 |
51.40 |
51.40 |
-0.40 |
83 |
1,674 |
+69 |
Oct05 |
040716 |
52.00 |
52.00 |
52.00 |
52.00 |
unch |
0 |
25 |
+0 |
Total Volume and Open Interest |
5,471 |
77,424 |
+113 |
Lumber(CME) |
Sep04 |
040716 |
394.9 |
401.4 |
391.5 |
401.4 |
+10.0 |
537 |
3,346 |
+72 |
Nov04 |
040716 |
361.5 |
371.0 |
361.5 |
371.0 |
+10.0 |
175 |
1,025 |
+18 |
Jan05 |
040716 |
356.1 |
361.0 |
356.1 |
359.9 |
+7.9 |
42 |
183 |
+12 |
Mar05 |
040716 |
359.0 |
359.0 |
359.0 |
359.0 |
+6.0 |
8 |
27 |
+4 |
Total Volume and Open Interest |
842 |
4,600 |
-91 |
Crude Oil(NYM) |
Aug04 |
040716 |
41.20 |
41.80 |
40.40 |
41.25 |
+0.48 |
75,873 |
59,407 |
-22,598 |
Sep04 |
040716 |
41.30 |
41.90 |
40.50 |
41.30 |
+0.37 |
83,068 |
201,394 |
+19,124 |
Oct04 |
040716 |
41.00 |
41.30 |
40.20 |
40.82 |
+0.41 |
22,635 |
64,894 |
+3,056 |
Nov04 |
040716 |
40.50 |
40.70 |
39.65 |
40.34 |
+0.41 |
7,309 |
34,408 |
+655 |
Dec04 |
040716 |
39.90 |
40.30 |
39.25 |
39.91 |
+0.41 |
10,794 |
60,499 |
+974 |
Jan05 |
040716 |
39.40 |
39.50 |
38.90 |
39.41 |
+0.41 |
3,502 |
22,429 |
-346 |
Feb05 |
040716 |
39.00 |
39.02 |
38.50 |
38.98 |
+0.41 |
1,832 |
13,184 |
-338 |
Mar05 |
040716 |
38.45 |
38.59 |
38.35 |
38.59 |
+0.41 |
314 |
14,341 |
-47 |
Apr05 |
040716 |
38.25 |
38.25 |
38.00 |
38.21 |
+0.41 |
834 |
10,611 |
+195 |
May05 |
040716 |
37.84 |
37.84 |
37.84 |
37.84 |
+0.41 |
21 |
6,529 |
+20 |
Jun05 |
040716 |
37.55 |
37.55 |
37.15 |
37.49 |
+0.41 |
2,626 |
22,498 |
-215 |
Jul05 |
040716 |
37.01 |
37.20 |
37.01 |
37.20 |
+0.41 |
20 |
6,205 |
-50 |
Aug05 |
040716 |
36.94 |
36.94 |
36.94 |
36.94 |
+0.41 |
20 |
5,053 |
+0 |
Sep05 |
040716 |
36.70 |
36.70 |
36.70 |
36.70 |
+0.41 |
200 |
7,920 |
+200 |
Oct05 |
040716 |
36.48 |
36.48 |
36.48 |
36.48 |
+0.41 |
500 |
3,433 |
+0 |
Nov05 |
040716 |
36.26 |
36.26 |
36.26 |
36.26 |
+0.41 |
100 |
3,315 |
+100 |
Total Volume and Open Interest |
215,686 |
696,201 |
+1,279 |
Heating Oil(NYM) |
Aug04 |
040716 |
111.10 |
112.50 |
108.30 |
109.59 |
-0.27 |
15,460 |
38,248 |
-643 |
Sep04 |
040716 |
112.30 |
113.45 |
109.30 |
110.67 |
-0.10 |
7,732 |
45,502 |
+1,599 |
Oct04 |
040716 |
113.00 |
113.50 |
111.20 |
111.42 |
-0.10 |
916 |
17,173 |
+6 |
Nov04 |
040716 |
114.20 |
114.20 |
111.70 |
112.07 |
-0.10 |
900 |
12,339 |
+201 |
Dec04 |
040716 |
113.50 |
114.70 |
112.00 |
112.62 |
-0.10 |
3,727 |
23,374 |
-301 |
Jan05 |
040716 |
115.30 |
115.30 |
112.30 |
113.02 |
-0.05 |
809 |
9,843 |
-28 |
Feb05 |
040716 |
113.40 |
113.50 |
111.40 |
111.62 |
+0.05 |
119 |
10,780 |
-2 |
Mar05 |
040716 |
110.50 |
110.50 |
108.60 |
108.72 |
+0.15 |
49 |
9,259 |
+22 |
Apr05 |
040716 |
106.00 |
106.25 |
104.47 |
104.47 |
+0.25 |
7 |
2,431 |
+71 |
May05 |
040716 |
102.00 |
102.00 |
100.42 |
100.42 |
+0.30 |
1 |
1,956 |
+1 |
Jun05 |
040716 |
97.90 |
97.90 |
97.80 |
97.87 |
+0.35 |
547 |
3,938 |
-279 |
Jul05 |
040716 |
97.02 |
97.02 |
97.02 |
97.02 |
+0.35 |
892 |
5,772 |
-22 |
Total Volume and Open Interest |
31,660 |
190,582 |
+586 |
Unleaded Gas(NYM) |
Aug04 |
040716 |
133.50 |
134.20 |
128.80 |
130.05 |
-1.97 |
20,635 |
44,689 |
-4,103 |
Sep04 |
040716 |
130.50 |
131.00 |
126.40 |
127.34 |
-1.56 |
14,960 |
42,037 |
+3,021 |
Oct04 |
040716 |
122.40 |
122.60 |
119.10 |
119.74 |
-1.11 |
3,446 |
10,568 |
+702 |
Nov04 |
040716 |
117.50 |
117.50 |
114.10 |
115.04 |
-0.71 |
1,279 |
6,629 |
-111 |
Dec04 |
040716 |
113.20 |
113.30 |
111.10 |
111.94 |
-0.31 |
2,363 |
12,458 |
-15 |
Jan05 |
040716 |
112.50 |
112.60 |
111.29 |
111.29 |
-0.01 |
373 |
4,038 |
+294 |
Feb05 |
040716 |
112.40 |
112.40 |
111.39 |
111.39 |
+0.09 |
117 |
3,992 |
+14 |
Mar05 |
040716 |
111.89 |
111.89 |
111.89 |
111.89 |
+0.14 |
15 |
1,316 |
+0 |
Apr05 |
040716 |
118.39 |
118.39 |
118.39 |
118.39 |
+0.19 |
272 |
7,029 |
+250 |
May05 |
040716 |
117.99 |
117.99 |
117.99 |
117.99 |
+0.29 |
300 |
6,848 |
+250 |
Jun05 |
040716 |
116.64 |
116.64 |
116.64 |
116.64 |
+0.29 |
50 |
2,038 |
+0 |
Jul05 |
040716 |
114.29 |
114.29 |
114.29 |
114.29 |
+0.29 |
50 |
1,450 |
+0 |
Total Volume and Open Interest |
43,795 |
143,092 |
+302 |
Natural Gas(NYM) |
Aug04 |
040716 |
5.860 |
5.990 |
5.840 |
5.887 |
+0.041 |
35,733 |
44,989 |
-2,693 |
Sep04 |
040716 |
5.900 |
6.030 |
5.890 |
5.932 |
+0.034 |
14,620 |
55,055 |
+1,630 |
Oct04 |
040716 |
5.960 |
6.070 |
5.950 |
5.985 |
+0.032 |
11,406 |
38,684 |
+623 |
Nov04 |
040716 |
6.285 |
6.380 |
6.280 |
6.310 |
+0.035 |
7,081 |
18,720 |
-1,754 |
Dec04 |
040716 |
6.600 |
6.700 |
6.600 |
6.620 |
+0.037 |
7,052 |
23,771 |
+2,120 |
Jan05 |
040716 |
6.775 |
6.855 |
6.760 |
6.792 |
+0.039 |
3,871 |
20,301 |
-1,114 |
Feb05 |
040716 |
6.740 |
6.810 |
6.740 |
6.754 |
+0.036 |
713 |
15,755 |
+165 |
Mar05 |
040716 |
6.620 |
6.685 |
6.610 |
6.620 |
+0.032 |
3,010 |
18,027 |
-43 |
Apr05 |
040716 |
6.010 |
6.025 |
6.005 |
6.005 |
+0.012 |
4,217 |
14,144 |
-838 |
May05 |
040716 |
5.900 |
5.925 |
5.888 |
5.888 |
+0.012 |
59 |
11,477 |
-7 |
Jun05 |
040716 |
5.920 |
5.930 |
5.903 |
5.903 |
+0.012 |
88 |
8,318 |
+25 |
Jul05 |
040716 |
5.935 |
5.970 |
5.935 |
5.938 |
+0.017 |
90 |
11,632 |
-10 |
Aug05 |
040716 |
5.980 |
5.980 |
5.955 |
5.955 |
+0.017 |
234 |
8,123 |
+57 |
Sep05 |
040716 |
5.950 |
5.980 |
5.940 |
5.945 |
+0.017 |
199 |
8,122 |
-124 |
Oct05 |
040716 |
5.990 |
5.990 |
5.970 |
5.970 |
+0.017 |
94 |
6,740 |
+22 |
Nov05 |
040716 |
6.180 |
6.180 |
6.150 |
6.150 |
+0.017 |
462 |
6,331 |
+225 |
Total Volume and Open Interest |
90,155 |
376,831 |
-1,669 |
Brent Crude Oil(IPE) |
Sep04 |
040716 |
37.68 |
38.50 |
37.25 |
38.00 |
+0.52 |
54,813 |
90,180 |
+3,840 |
Oct04 |
040716 |
37.35 |
38.00 |
36.87 |
37.61 |
+0.53 |
16,733 |
78,509 |
+1,395 |
Nov04 |
040716 |
36.86 |
37.50 |
36.60 |
37.25 |
+0.52 |
3,336 |
14,497 |
+196 |
Dec04 |
040716 |
36.55 |
37.15 |
36.30 |
36.88 |
+0.50 |
4,680 |
30,404 |
-1,204 |
Jan05 |
040716 |
36.11 |
36.60 |
36.11 |
36.51 |
+0.51 |
154 |
11,555 |
+143 |
Feb05 |
040716 |
35.72 |
36.15 |
35.72 |
36.15 |
+0.52 |
200 |
6,430 |
-110 |
Mar05 |
040716 |
35.56 |
36.00 |
35.56 |
35.81 |
+0.54 |
680 |
9,634 |
-60 |
Apr05 |
040716 |
35.50 |
35.50 |
35.50 |
35.50 |
+0.56 |
0 |
6,430 |
+0 |
May05 |
040716 |
35.21 |
35.21 |
35.21 |
35.21 |
+0.57 |
0 |
1,423 |
+0 |
Jun05 |
040716 |
34.54 |
35.00 |
34.49 |
34.93 |
+0.58 |
1,600 |
13,859 |
+539 |
Jul05 |
040716 |
34.71 |
34.71 |
34.71 |
34.71 |
+0.62 |
0 |
1,715 |
+0 |
Aug05 |
040716 |
34.51 |
34.51 |
34.51 |
34.51 |
|
|
|
|
Sep05 |
040716 |
34.31 |
34.31 |
34.31 |
34.31 |
+0.62 |
200 |
3,390 |
+0 |
Total Volume and Open Interest |
93,858 |
332,877 |
+3,611 |
Gas Oil(IPE) |
Aug04 |
040716 |
349.00 |
358.00 |
348.50 |
352.75 |
+4.75 |
19,108 |
57,605 |
+3,053 |
Sep04 |
040716 |
346.50 |
355.00 |
346.00 |
350.50 |
+5.25 |
12,599 |
35,555 |
+3,356 |
Oct04 |
040716 |
342.00 |
348.50 |
342.00 |
346.00 |
+5.25 |
3,441 |
15,047 |
+169 |
Nov04 |
040716 |
340.25 |
341.00 |
340.25 |
341.00 |
+5.00 |
968 |
7,790 |
-105 |
Dec04 |
040716 |
331.50 |
338.00 |
331.50 |
335.75 |
+5.00 |
3,251 |
24,729 |
+822 |
Jan05 |
040716 |
327.75 |
331.00 |
327.75 |
331.00 |
+4.75 |
250 |
5,713 |
-150 |
Feb05 |
040716 |
325.00 |
325.00 |
325.00 |
325.00 |
+4.25 |
200 |
2,473 |
+100 |
Mar05 |
040716 |
316.00 |
317.50 |
316.00 |
317.50 |
+3.75 |
0 |
1,913 |
+0 |
Apr05 |
040716 |
309.25 |
309.25 |
309.25 |
309.25 |
+3.50 |
0 |
900 |
+0 |
May05 |
040716 |
304.00 |
304.00 |
304.00 |
304.00 |
+3.25 |
0 |
850 |
+0 |
Total Volume and Open Interest |
40,819 |
175,058 |
+7,119 |
US Dollar Index(NYBOT) |
Sep04 |
040716 |
88.12 |
88.20 |
87.24 |
87.30 |
-0.90 |
798 |
15,200 |
+74 |
Dec04 |
040716 |
87.84 |
87.84 |
87.52 |
87.52 |
-0.91 |
10 |
2,098 |
+4 |
Mar05 |
040716 |
87.75 |
87.75 |
87.75 |
87.75 |
-0.91 |
0 |
11 |
+0 |
Total Volume and Open Interest |
808 |
17,310 |
+78 |
Australian Dollar(CME) |
Sep04 |
040716 |
71.98 |
72.76 |
71.92 |
72.74 |
+0.95 |
666 |
32,879 |
+566 |
Dec04 |
040716 |
72.09 |
72.09 |
72.09 |
72.09 |
+0.94 |
2 |
252 |
+0 |
Mar05 |
040716 |
71.52 |
71.52 |
71.52 |
71.52 |
+0.94 |
0 |
30 |
+0 |
Total Volume and Open Interest |
668 |
33,221 |
+566 |
British Pound(CME) |
Sep04 |
040716 |
184.97 |
186.59 |
184.97 |
186.41 |
+2.20 |
2,625 |
73,513 |
+597 |
Dec04 |
040716 |
185.00 |
185.00 |
184.99 |
184.99 |
+2.20 |
18 |
408 |
+9 |
Mar05 |
040716 |
183.69 |
183.69 |
183.69 |
183.69 |
+2.20 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,643 |
73,927 |
+606 |
Canadian Dollar(CME) |
Sep04 |
040716 |
75.58 |
76.50 |
75.50 |
76.33 |
+0.92 |
2,225 |
66,957 |
-905 |
Dec04 |
040716 |
75.52 |
76.37 |
75.52 |
76.26 |
+0.92 |
65 |
4,642 |
+4 |
Mar05 |
040716 |
76.20 |
76.21 |
76.20 |
76.21 |
+0.92 |
5 |
761 |
+0 |
Jun05 |
040716 |
76.10 |
76.16 |
76.10 |
76.16 |
+0.92 |
10 |
512 |
+10 |
Total Volume and Open Interest |
2,305 |
72,909 |
-891 |
Japanese Yen(CME) |
Sep04 |
040716 |
91.50 |
92.35 |
91.43 |
92.16 |
+0.87 |
11,635 |
95,924 |
-1,531 |
Dec04 |
040716 |
92.80 |
92.80 |
92.61 |
92.61 |
+0.87 |
159 |
10,389 |
+87 |
Mar05 |
040716 |
93.15 |
93.15 |
93.15 |
93.15 |
+0.87 |
0 |
5 |
+2 |
Total Volume and Open Interest |
11,794 |
106,321 |
-1,442 |
Swiss Franc(CME) |
Sep04 |
040716 |
81.06 |
81.89 |
81.02 |
81.80 |
+0.98 |
5,634 |
57,172 |
-4,328 |
Dec04 |
040716 |
81.37 |
82.06 |
81.37 |
82.05 |
+0.98 |
2 |
129 |
+0 |
Mar05 |
040716 |
82.32 |
82.32 |
82.32 |
82.32 |
+0.98 |
0 |
7 |
+0 |
Total Volume and Open Interest |
5,636 |
57,365 |
-4,328 |
EuroFX(CME) |
Sep04 |
040716 |
123.47 |
124.48 |
123.41 |
124.36 |
+1.10 |
5,933 |
143,497 |
-3,283 |
Dec04 |
040716 |
124.10 |
124.35 |
124.10 |
124.29 |
+1.09 |
1 |
1,267 |
-17 |
Mar05 |
040716 |
124.25 |
124.29 |
124.25 |
124.29 |
+1.09 |
10 |
198 |
-10 |
Total Volume and Open Interest |
5,944 |
144,991 |
-3,310 |
Mexican Peso(CME) |
Sep04 |
040716 |
8630.0 |
8692.0 |
8630.0 |
8680.0 |
+52.0 |
5,700 |
45,476 |
+1,366 |
Dec04 |
040716 |
8545.0 |
8550.0 |
8545.0 |
8550.0 |
+52.0 |
405 |
1,348 |
-285 |
Total Volume and Open Interest |
6,605 |
47,941 |
+881 |
30-Year T-Bonds(CBOT) |
Sep04 |
040716 |
107~31 |
109~13 |
107~25 |
109~11 |
+1~15 |
156,526 |
493,572 |
-1,772 |
Dec04 |
040716 |
107~10 |
108~18 |
106~24 |
108~05 |
+1~15 |
618 |
17,511 |
+405 |
Mar05 |
040716 |
106~15 |
107~02 |
106~15 |
107~02 |
+1~15 |
0 |
194 |
+0 |
Total Volume and Open Interest |
157,144 |
511,284 |
-1,367 |
Municipal Bonds(CBOT) |
Sep04 |
040716 |
101~01 |
102~00 |
101~00 |
101~30 |
+0~28 |
183 |
2,550 |
-42 |
Total Volume and Open Interest |
183 |
2,550 |
-42 |
10-Year T-Notes(CBOT) |
Sep04 |
040716 |
110~135 |
111~135 |
110~090 |
111~110 |
+0~305 |
500,990 |
1,300,304 |
+2,255 |
Dec04 |
040716 |
108~310 |
110~025 |
108~310 |
110~020 |
+0~305 |
5,334 |
29,728 |
+1,797 |
Total Volume and Open Interest |
506,324 |
1,330,042 |
+4,052 |
5-Year T-Notes(CBOT) |
Sep04 |
040716 |
109~130 |
110~025 |
109~125 |
110~020 |
+0~200 |
246,071 |
1,133,632 |
+1,133,632 |
Dec04 |
040716 |
108~210 |
109~040 |
108~210 |
109~040 |
+0~210 |
8,438 |
59,897 |
+9,571 |
Total Volume and Open Interest |
254,509 |
59,897 |
+9,571 |
2 Year T-Notes(CBOT) |
Sep04 |
040716 |
105~068 |
105~100 |
105~068 |
105~098 |
+0~026 |
816 |
189,243 |
-1,810 |
Total Volume and Open Interest |
816 |
189,243 |
-1,810 |
Eurodollars(CME) |
Sep04 |
040716 |
98.060 |
98.100 |
98.055 |
98.095 |
+0.030 |
43,659 |
903,321 |
+6,697 |
Dec04 |
040716 |
97.615 |
97.715 |
97.615 |
97.695 |
+0.065 |
56,820 |
890,572 |
+8,361 |
Mar05 |
040716 |
97.195 |
97.340 |
97.185 |
97.320 |
+0.105 |
59,153 |
798,196 |
+11,672 |
Jun05 |
040716 |
96.815 |
96.985 |
96.810 |
96.960 |
+0.130 |
66,840 |
644,386 |
+4,812 |
Sep05 |
040716 |
96.470 |
96.645 |
96.470 |
96.630 |
+0.140 |
53,054 |
577,421 |
+9,968 |
Dec05 |
040716 |
96.170 |
96.340 |
96.160 |
96.330 |
+0.150 |
29,409 |
454,680 |
+2,825 |
Mar06 |
040716 |
95.935 |
96.115 |
95.935 |
96.110 |
+0.155 |
21,459 |
347,795 |
+7,964 |
Jun06 |
040716 |
95.765 |
95.935 |
95.765 |
95.930 |
+0.165 |
21,486 |
213,408 |
+936 |
Sep06 |
040716 |
95.600 |
95.780 |
95.600 |
95.780 |
+0.170 |
5,310 |
189,788 |
-84 |
Dec06 |
040716 |
95.450 |
95.620 |
95.440 |
95.620 |
+0.170 |
6,044 |
146,446 |
-305 |
Mar07 |
040716 |
95.305 |
95.495 |
95.305 |
95.485 |
+0.170 |
5,257 |
145,226 |
+1,041 |
Jun07 |
040716 |
95.225 |
95.360 |
95.225 |
95.355 |
+0.170 |
9,340 |
113,396 |
+2,541 |
Total Volume and Open Interest |
415,602 |
6,073,738 |
+60,738 |
3-Mth Euro-Yen(CME) |
Sep04 |
040716 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
200 |
6,038 |
+166 |
Dec04 |
040716 |
99.88 |
99.89 |
99.88 |
99.89 |
+0.01 |
0 |
6,907 |
-23 |
Mar05 |
040716 |
99.82 |
99.83 |
99.82 |
99.83 |
+0.01 |
200 |
8,273 |
+1 |
Jun05 |
040716 |
99.73 |
99.74 |
99.73 |
99.74 |
+0.02 |
158 |
8,396 |
-21 |
Sep05 |
040716 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
5,293 |
+0 |
Dec05 |
040716 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.02 |
0 |
3,107 |
+75 |
Mar06 |
040716 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.04 |
1 |
2,023 |
+0 |
Jun06 |
040716 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.02 |
0 |
1,218 |
+0 |
Sep06 |
040716 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.01 |
0 |
1,079 |
+0 |
Dec06 |
040716 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.01 |
0 |
655 |
+0 |
Total Volume and Open Interest |
559 |
44,007 |
+198 |
3-Mth Euro-Yen(SIMEX) |
Sep04 |
040716 |
99.91 |
99.91 |
99.91 |
99.91 |
+0.01 |
567 |
42,798 |
+274 |
Dec04 |
040716 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
458 |
67,018 |
+289 |
Mar05 |
040716 |
99.82 |
99.83 |
99.82 |
99.83 |
+0.01 |
2,172 |
57,446 |
+173 |
Jun05 |
040716 |
99.72 |
99.73 |
99.72 |
99.73 |
+0.01 |
1,129 |
58,666 |
+469 |
Sep05 |
040716 |
99.60 |
99.61 |
99.60 |
99.61 |
unch |
958 |
45,868 |
-34 |
Dec05 |
040716 |
99.48 |
99.49 |
99.48 |
99.49 |
+0.01 |
269 |
35,699 |
+67 |
Mar06 |
040716 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
196 |
27,304 |
+195 |
Jun06 |
040716 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
0 |
12,943 |
+0 |
Total Volume and Open Interest |
5,749 |
364,028 |
+1,433 |
German Euro-Bund(EUREX) |
Sep04 |
040716 |
113.79 |
114.38 |
113.75 |
114.32 |
+0.51 |
615,505 |
1,045,812 |
-2,681 |
Dec04 |
040716 |
112.86 |
113.38 |
112.86 |
113.36 |
+0.50 |
129 |
17,661 |
-57 |
Mar05 |
040716 |
112.82 |
112.82 |
112.82 |
112.82 |
+0.51 |
1,168 |
0 |
+0 |
Total Volume and Open Interest |
616,802 |
1,063,473 |
-2,738 |
German Euro-Bobl(EUREX) |
Sep04 |
040716 |
110.73 |
111.17 |
110.72 |
111.14 |
+0.39 |
423,479 |
702,245 |
+632 |
Dec04 |
040716 |
109.87 |
110.24 |
109.85 |
110.24 |
+0.39 |
51 |
3,333 |
-50 |
Mar05 |
040716 |
109.75 |
109.75 |
109.75 |
109.75 |
+0.40 |
315 |
0 |
+0 |
Total Volume and Open Interest |
423,845 |
705,578 |
+582 |
Long Gilt(LIFFE) |
Sep04 |
040716 |
105~28 |
106~16 |
105~28 |
106~14 |
+0~18 |
36,600 |
207,540 |
+433 |
Dec04 |
040716 |
106~08 |
106~08 |
106~08 |
106~08 |
+0~18 |
|
|
|
Total Volume and Open Interest |
36,600 |
207,540 |
+433 |
3-Mth Short Sterling(LIFFE) |
Sep04 |
040716 |
94.98 |
95.06 |
94.98 |
95.05 |
+0.07 |
22,321 |
201,897 |
+2,423 |
Dec04 |
040716 |
94.81 |
94.92 |
94.79 |
94.91 |
+0.11 |
47,634 |
248,484 |
-3,844 |
Mar05 |
040716 |
94.68 |
94.82 |
94.66 |
94.81 |
+0.14 |
47,135 |
199,181 |
+13,145 |
Total Volume and Open Interest |
177,539 |
1,182,840 |
+13,513 |
3-Mth Euribor(LIFFE) |
Sep04 |
040716 |
97.835 |
97.850 |
97.830 |
97.845 |
+0.010 |
57,438 |
516,450 |
-3,524 |
Dec04 |
040716 |
97.680 |
97.740 |
97.675 |
97.730 |
+0.045 |
73,396 |
534,068 |
+625 |
Mar05 |
040716 |
97.475 |
97.570 |
97.470 |
97.560 |
+0.080 |
74,293 |
399,468 |
-997 |
Total Volume and Open Interest |
410,414 |
2,783,112 |
+20,119 |
3-Mth Aus T-Bills(SFE) |
Sep04 |
040716 |
94.51 |
94.52 |
94.48 |
94.50 |
-0.02 |
25,276 |
180,522 |
+15,576 |
Dec04 |
040716 |
94.38 |
94.39 |
94.36 |
94.37 |
-0.03 |
38,609 |
137,172 |
+15,523 |
Mar05 |
040716 |
94.33 |
94.33 |
94.30 |
94.32 |
-0.01 |
12,372 |
55,134 |
+2,502 |
Jun05 |
040716 |
94.29 |
94.30 |
94.27 |
94.28 |
-0.01 |
4,510 |
30,227 |
+2,899 |
Sep05 |
040716 |
94.25 |
94.26 |
94.24 |
94.24 |
-0.02 |
913 |
19,492 |
+863 |
Dec05 |
040716 |
94.22 |
94.22 |
94.19 |
94.19 |
-0.02 |
611 |
13,270 |
+293 |
Mar06 |
040716 |
94.17 |
94.17 |
94.14 |
94.14 |
-0.02 |
263 |
9,582 |
+70 |
Jun06 |
040716 |
94.08 |
94.08 |
94.08 |
94.08 |
-0.03 |
273 |
5,936 |
+39 |
Sep06 |
040716 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.02 |
0 |
2,754 |
+0 |
Dec06 |
040716 |
94.00 |
94.00 |
94.00 |
94.00 |
-0.02 |
0 |
1,695 |
+0 |
Total Volume and Open Interest |
82,827 |
458,662 |
+37,765 |
10-Year Aus T-Bonds(SFE) |
Sep04 |
040716 |
94.28 |
94.29 |
94.25 |
94.26 |
-0.01 |
3,206 |
195,371 |
+676 |
Dec04 |
040716 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.02 |
|
|
|
Total Volume and Open Interest |
84,921 |
389,587 |
+14,663 |
3-Year Aus T-Bonds(SFE) |
Sep04 |
040716 |
94.53 |
94.54 |
94.51 |
94.53 |
-0.01 |
62,894 |
389,587 |
+14,663 |
Dec04 |
040716 |
94.53 |
94.53 |
94.53 |
94.53 |
-0.01 |
|
|
|
Total Volume and Open Interest |
62,894 |
389,587 |
+14,663 |
Gold(CMX) |
Aug04 |
040716 |
405.5 |
408.1 |
404.2 |
406.8 |
+2.4 |
39,613 |
139,610 |
-1,107 |
Oct04 |
040716 |
407.0 |
409.5 |
406.4 |
408.1 |
+2.4 |
859 |
10,732 |
-166 |
Dec04 |
040716 |
408.5 |
411.0 |
407.5 |
409.5 |
+2.4 |
11,029 |
56,573 |
+3,030 |
Feb05 |
040716 |
410.5 |
412.7 |
410.5 |
411.1 |
+2.4 |
332 |
6,405 |
+39 |
Apr05 |
040716 |
412.7 |
412.7 |
412.7 |
412.7 |
+2.4 |
7 |
4,883 |
+0 |
Jun05 |
040716 |
414.5 |
414.5 |
414.5 |
414.5 |
+2.4 |
232 |
13,575 |
+116 |
Aug05 |
040716 |
416.5 |
416.5 |
416.5 |
416.5 |
+2.4 |
50 |
2,290 |
+50 |
Oct05 |
040716 |
418.5 |
418.5 |
418.5 |
418.5 |
+2.4 |
0 |
281 |
+0 |
Dec05 |
040716 |
422.0 |
422.0 |
420.6 |
420.6 |
+2.4 |
54 |
6,388 |
+12 |
Feb06 |
040716 |
423.0 |
423.0 |
423.0 |
423.0 |
+2.4 |
0 |
843 |
+0 |
Apr06 |
040716 |
425.4 |
425.4 |
425.4 |
425.4 |
+2.4 |
50 |
485 |
+50 |
Jun06 |
040716 |
427.8 |
427.8 |
427.8 |
427.8 |
+2.4 |
0 |
7,535 |
+0 |
Total Volume and Open Interest |
52,232 |
256,235 |
+2,022 |
Silver(CMX) |
Jul04 |
040716 |
675.0 |
675.0 |
671.2 |
671.2 |
+6.0 |
129 |
142 |
-25 |
Sep04 |
040716 |
666.5 |
676.0 |
660.5 |
672.5 |
+6.2 |
14,213 |
58,058 |
+2,091 |
Dec04 |
040716 |
671.0 |
679.0 |
665.5 |
675.7 |
+6.2 |
1,473 |
20,185 |
+309 |
Mar05 |
040716 |
683.0 |
683.0 |
676.0 |
678.6 |
+6.2 |
87 |
5,054 |
+30 |
May05 |
040716 |
680.0 |
680.3 |
678.0 |
680.3 |
+6.0 |
0 |
1,109 |
+0 |
Jul05 |
040716 |
682.0 |
682.0 |
682.0 |
682.0 |
+5.8 |
4 |
2,009 |
+0 |
Sep05 |
040716 |
683.7 |
683.7 |
683.7 |
683.7 |
+5.8 |
1 |
98 |
+0 |
Total Volume and Open Interest |
15,907 |
91,212 |
+2,402 |
Platinum(NYM) |
Jul04 |
040716 |
823.0 |
823.0 |
823.0 |
823.0 |
+7.0 |
170 |
280 |
-142 |
Oct04 |
040716 |
817.0 |
823.0 |
817.0 |
821.0 |
+7.0 |
839 |
4,877 |
+102 |
Jan05 |
040716 |
815.0 |
815.0 |
815.0 |
815.0 |
+7.0 |
8 |
18 |
+7 |
Total Volume and Open Interest |
1,017 |
5,175 |
-33 |
Palladium(NYME) |
Sep04 |
040716 |
225.50 |
229.80 |
225.50 |
229.55 |
+3.55 |
177 |
7,324 |
+16 |
Dec04 |
040716 |
230.75 |
231.30 |
230.75 |
231.30 |
+3.55 |
37 |
675 |
+9 |
Mar05 |
040716 |
233.55 |
233.55 |
233.55 |
233.55 |
+3.55 |
0 |
1 |
+0 |
Total Volume and Open Interest |
214 |
8,000 |
+25 |
Copper(CMX) |
Jul04 |
040716 |
130.30 |
131.60 |
129.50 |
131.35 |
+2.40 |
234 |
2,419 |
-81 |
Sep04 |
040716 |
130.00 |
131.50 |
128.90 |
131.05 |
+2.30 |
5,107 |
43,846 |
+283 |
Dec04 |
040716 |
125.40 |
126.80 |
125.40 |
126.65 |
+2.00 |
363 |
10,625 |
+126 |
Mar05 |
040716 |
122.10 |
122.25 |
122.10 |
122.25 |
+1.40 |
32 |
1,645 |
+26 |
May05 |
040716 |
119.70 |
119.70 |
119.70 |
119.70 |
+1.40 |
6 |
392 |
+6 |
Total Volume and Open Interest |
6,242 |
68,085 |
+694 |
DJIA Index(CBOT) |
Sep04 |
040716 |
10156 |
10220 |
10120 |
10137 |
+7 |
5,717 |
43,524 |
+263 |
Dec04 |
040716 |
10150 |
10170 |
10133 |
10133 |
+7 |
103 |
143 |
+0 |
Mar05 |
040716 |
10138 |
10138 |
10138 |
10138 |
+7 |
|
|
|
Total Volume and Open Interest |
5,717 |
43,667 |
+263 |
S & P 500(CME) |
Sep04 |
040716 |
1111.60 |
1112.00 |
1100.20 |
1102.80 |
-0.60 |
31,468 |
581,961 |
+623 |
Dec04 |
040716 |
1107.00 |
1107.00 |
1102.90 |
1102.90 |
-0.70 |
399 |
7,161 |
+104 |
Mar05 |
040716 |
1104.10 |
1104.10 |
1104.10 |
1104.10 |
-0.70 |
0 |
465 |
+0 |
Jun05 |
040716 |
1107.20 |
1107.20 |
1107.20 |
1107.20 |
-0.70 |
0 |
268 |
+0 |
Total Volume and Open Interest |
31,867 |
589,899 |
+727 |
S & P 500 E-Mini(Globex) |
Sep04 |
040716 |
1105.00 |
1112.50 |
1100.00 |
1102.75 |
-0.75 |
681,355 |
581,110 |
+8,427 |
Dec04 |
040716 |
1109.50 |
1111.25 |
1100.75 |
1103.00 |
-0.50 |
76 |
8,566 |
-4 |
Total Volume and Open Interest |
681,431 |
589,676 |
+8,423 |
NASDAQ 100(CME) |
Sep04 |
040716 |
1427.50 |
1428.00 |
1395.00 |
1397.50 |
-16.50 |
9,193 |
68,563 |
+990 |
Dec04 |
040716 |
1400.00 |
1402.00 |
1400.00 |
1402.00 |
-17.00 |
7 |
930 |
+101 |
Mar05 |
040716 |
1406.50 |
1406.50 |
1406.50 |
1406.50 |
-17.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,200 |
69,494 |
+1,091 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep04 |
040716 |
1417.0 |
1428.0 |
1394.5 |
1397.5 |
-16.5 |
337,908 |
210,104 |
-4,256 |
Dec04 |
040716 |
1428.5 |
1428.5 |
1401.0 |
1402.0 |
-17.0 |
987 |
1,152 |
+472 |
Total Volume and Open Interest |
338,895 |
211,256 |
-3,784 |
S & P Midcap 400(CME) |
Sep04 |
040716 |
591.50 |
591.50 |
583.50 |
584.75 |
-1.00 |
493 |
14,136 |
+56 |
Dec04 |
040716 |
584.50 |
584.50 |
584.50 |
584.50 |
-1.00 |
|
|
|
Mar05 |
040716 |
584.50 |
584.50 |
584.50 |
584.50 |
-1.00 |
|
|
|
Total Volume and Open Interest |
493 |
14,136 |
+56 |
Russell 2000(CME) |
Sep04 |
040716 |
565.00 |
565.00 |
553.25 |
554.35 |
-4.90 |
1,209 |
25,117 |
+309 |
Dec04 |
040716 |
554.35 |
554.35 |
554.35 |
554.35 |
-4.90 |
|
|
|
Mar05 |
040716 |
554.35 |
554.35 |
554.35 |
554.35 |
-4.90 |
|
|
|
Total Volume and Open Interest |
1,209 |
25,117 |
+309 |
Value Line(KCBT) |
Sep04 |
040716 |
1559.00 |
1559.00 |
1543.00 |
1547.00 |
-14.00 |
1 |
64 |
-1 |
Total Volume and Open Interest |
1 |
64 |
-1 |
Nikkei 225(CME) |
Sep04 |
040716 |
11400 |
11440 |
11315 |
11325 |
-35 |
2,608 |
31,208 |
+69 |
Dec04 |
040716 |
11325 |
11325 |
11325 |
11325 |
-35 |
0 |
16 |
+0 |
Total Volume and Open Interest |
2,608 |
31,305 |
+69 |
Nikkei 225(SIMEX) |
Sep04 |
040716 |
11325 |
11475 |
11235 |
11410 |
+15 |
22,614 |
142,671 |
+143 |
Dec04 |
040716 |
11375 |
11375 |
11375 |
11375 |
+15 |
|
|
|
Mar05 |
040716 |
11370 |
11370 |
11370 |
11370 |
+15 |
0 |
1 |
+0 |
Total Volume and Open Interest |
22,614 |
142,673 |
+143 |
CAC 40(MATIF) |
Jul04 |
040716 |
3610.0 |
3641.5 |
3600.0 |
3610.5 |
-3.0 |
52,354 |
342,702 |
-10,185 |
Aug04 |
040716 |
3618.0 |
3641.5 |
3614.5 |
3616.0 |
-3.0 |
405 |
1,347 |
+47 |
Sep04 |
040716 |
3628.0 |
3650.0 |
3615.0 |
3622.5 |
-2.0 |
247 |
93,448 |
+92 |
Total Volume and Open Interest |
41,932 |
449,792 |
-10,046 |
DAX Index(EUREX) |
Sep04 |
040716 |
3866.5 |
3898.0 |
3844.0 |
3847.5 |
-28.0 |
117,920 |
147,414 |
-6,298 |
Dec04 |
040716 |
3899.0 |
3916.0 |
3867.0 |
3868.5 |
-28.5 |
218 |
4,602 |
+40 |
Mar05 |
040716 |
3915.0 |
3915.0 |
3890.5 |
3890.5 |
-29.0 |
37 |
815 |
+15 |
Total Volume and Open Interest |
118,175 |
152,831 |
-6,243 |
FT-SE 100(LIFFE) |
Sep04 |
040716 |
4330.50 |
4356.00 |
4325.00 |
4338.00 |
-6.50 |
56,970 |
431,579 |
+3,751 |
Dec04 |
040716 |
4368.00 |
4368.00 |
4368.00 |
4368.00 |
-7.00 |
0 |
30,842 |
+0 |
Mar05 |
040716 |
4386.50 |
4386.50 |
4373.50 |
4373.50 |
-8.00 |
0 |
4,104 |
+0 |
Total Volume and Open Interest |
56,970 |
467,775 |
+3,751 |
SPI 200(SFE) |
Sep04 |
040716 |
3519.0 |
3543.0 |
3517.0 |
3532.0 |
+3.0 |
7,501 |
155,261 |
+278 |
Dec04 |
040716 |
3531.0 |
3553.0 |
3531.0 |
3544.0 |
+3.0 |
91 |
4,759 |
+78 |
Mar05 |
040716 |
3555.0 |
3555.0 |
3555.0 |
3555.0 |
+2.0 |
3 |
1,427 |
+3 |
Total Volume and Open Interest |
7,595 |
163,224 |
+350 |
GSCI(CME) |
Aug04 |
040716 |
300.60 |
302.65 |
297.15 |
300.00 |
+0.90 |
103 |
15,964 |
-119 |
Sep04 |
040716 |
298.00 |
298.00 |
298.00 |
298.00 |
+1.00 |
|
|
|
Oct04 |
040716 |
296.00 |
296.00 |
296.00 |
296.00 |
|
|
|
|
Reuters CRB Index(NYBOT) |
Aug04 |
040716 |
272.50 |
272.50 |
271.00 |
271.50 |
+0.50 |
44 |
254 |
+0 |
Nov04 |
040716 |
272.50 |
272.50 |
272.50 |
272.50 |
+0.50 |
6 |
117 |
+3 |
Jan05 |
040716 |
271.50 |
271.50 |
271.50 |
271.50 |
+0.50 |
0 |
51 |
+0 |
Total Volume and Open Interest |
50 |
422 |
+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. |
|
|