|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu July 22, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug04 |
040722 |
708.00 |
713.00 |
657.50 |
657.50 |
-50.00 |
15,449 |
31,414 |
-1,079 |
| Sep04 |
040722 |
629.00 |
632.00 |
598.00 |
600.50 |
-26.25 |
5,157 |
13,199 |
-160 |
| Nov04 |
040722 |
610.00 |
617.00 |
592.50 |
593.75 |
-18.25 |
50,138 |
108,396 |
+4,950 |
| Jan05 |
040722 |
616.00 |
622.00 |
599.00 |
599.50 |
-21.00 |
2,937 |
9,224 |
+988 |
| Mar05 |
040722 |
623.00 |
624.00 |
606.00 |
607.50 |
-17.50 |
2,586 |
4,999 |
+976 |
| May05 |
040722 |
628.00 |
630.00 |
609.00 |
609.50 |
-19.00 |
940 |
4,930 |
+369 |
| Jul05 |
040722 |
633.00 |
633.00 |
612.00 |
612.50 |
-20.50 |
451 |
2,125 |
+112 |
| Total Volume and Open Interest |
77,779 |
175,613 |
+6,194 |
| Soybean Meal(CBOT) |
| Aug04 |
040722 |
240.00 |
240.20 |
217.80 |
219.00 |
-18.80 |
10,834 |
26,947 |
-1,692 |
| Sep04 |
040722 |
214.50 |
215.00 |
196.00 |
196.30 |
-17.50 |
5,473 |
18,033 |
-603 |
| Oct04 |
040722 |
193.00 |
193.10 |
183.50 |
184.80 |
-8.00 |
2,722 |
17,807 |
+698 |
| Dec04 |
040722 |
190.00 |
191.00 |
182.20 |
183.40 |
-6.40 |
13,854 |
44,913 |
+1,202 |
| Jan05 |
040722 |
191.00 |
192.00 |
183.50 |
184.50 |
-6.80 |
2,155 |
6,981 |
+1,103 |
| Mar05 |
040722 |
193.50 |
194.00 |
186.00 |
186.30 |
-6.70 |
2,954 |
6,515 |
+978 |
| May05 |
040722 |
194.50 |
194.50 |
186.80 |
186.90 |
-6.40 |
1,417 |
5,143 |
+421 |
| Jul05 |
040722 |
196.50 |
196.50 |
190.00 |
191.00 |
-4.50 |
848 |
4,174 |
+304 |
| Total Volume and Open Interest |
40,427 |
134,601 |
+2,581 |
| Soybean Oil(CBOT) |
| Aug04 |
040722 |
25.30 |
25.47 |
24.39 |
24.40 |
-0.99 |
6,029 |
21,151 |
-1,749 |
| Sep04 |
040722 |
24.38 |
24.44 |
23.74 |
23.75 |
-0.71 |
4,358 |
16,723 |
+89 |
| Oct04 |
040722 |
23.50 |
23.54 |
22.91 |
22.92 |
-0.60 |
2,341 |
13,529 |
+509 |
| Dec04 |
040722 |
22.60 |
22.70 |
22.11 |
22.14 |
-0.46 |
13,224 |
55,179 |
+329 |
| Jan05 |
040722 |
22.60 |
22.60 |
22.10 |
22.12 |
-0.41 |
978 |
8,274 |
+248 |
| Mar05 |
040722 |
22.60 |
22.60 |
22.05 |
22.14 |
-0.41 |
1,497 |
6,197 |
+595 |
| May05 |
040722 |
22.41 |
22.45 |
22.10 |
22.13 |
-0.37 |
1,052 |
5,424 |
+59 |
| Jul05 |
040722 |
22.50 |
22.50 |
22.15 |
22.15 |
-0.38 |
1,013 |
3,757 |
+546 |
| Total Volume and Open Interest |
30,818 |
133,603 |
+896 |
| Canola(WCE) |
| Jul04 |
040714 |
354.5 |
354.5 |
354.5 |
354.5 |
unch |
2 |
46 |
+0 |
| Sep04 |
040722 |
323.5 |
323.5 |
323.5 |
323.5 |
-9.0 |
0 |
200 |
+0 |
| Nov04 |
040722 |
330.7 |
332.4 |
325.3 |
325.9 |
-4.8 |
3,985 |
45,483 |
+129 |
| Jan05 |
040722 |
336.0 |
337.3 |
330.0 |
330.8 |
-5.2 |
131 |
2,295 |
+99 |
| Mar05 |
040722 |
336.0 |
336.0 |
335.5 |
335.5 |
-5.3 |
281 |
2,388 |
+236 |
| Total Volume and Open Interest |
4,397 |
51,730 |
+464 |
| Corn(CBOT) |
| Sep04 |
040722 |
224.50 |
225.75 |
219.00 |
219.25 |
-7.00 |
22,507 |
157,823 |
-2,763 |
| Dec04 |
040722 |
233.50 |
234.25 |
227.50 |
227.75 |
-6.75 |
62,189 |
304,924 |
+3,932 |
| Mar05 |
040722 |
241.50 |
242.25 |
235.50 |
236.00 |
-6.75 |
7,536 |
57,173 |
+2,117 |
| May05 |
040722 |
248.00 |
248.25 |
242.00 |
242.00 |
-6.50 |
2,944 |
18,990 |
+1,237 |
| Jul05 |
040722 |
252.25 |
252.50 |
246.25 |
246.50 |
-6.25 |
3,764 |
15,975 |
+1,702 |
| Sep05 |
040722 |
255.50 |
255.75 |
250.00 |
250.00 |
-5.25 |
372 |
3,457 |
+161 |
| Total Volume and Open Interest |
100,767 |
570,322 |
+6,445 |
| Wheat(CBOT) |
| Sep04 |
040722 |
325.50 |
326.50 |
322.00 |
322.75 |
-1.25 |
17,848 |
91,271 |
-580 |
| Dec04 |
040722 |
339.00 |
339.50 |
335.75 |
336.25 |
-1.25 |
7,159 |
49,961 |
-689 |
| Mar05 |
040722 |
349.50 |
350.50 |
347.00 |
347.75 |
-0.50 |
669 |
11,177 |
+196 |
| May05 |
040722 |
352.50 |
354.00 |
350.00 |
350.00 |
-1.00 |
19 |
685 |
+13 |
| Jul05 |
040722 |
353.50 |
354.00 |
352.50 |
352.75 |
-1.50 |
225 |
2,066 |
+96 |
| Total Volume and Open Interest |
25,925 |
155,211 |
-959 |
| Wheat(KCBT) |
| Sep04 |
040722 |
356.25 |
358.00 |
355.00 |
355.25 |
-2.50 |
6,034 |
36,636 |
+216 |
| Dec04 |
040722 |
366.50 |
369.00 |
366.50 |
366.75 |
-1.50 |
5,692 |
26,401 |
+1,249 |
| Mar05 |
040722 |
374.75 |
377.00 |
374.00 |
376.00 |
unch |
1,087 |
5,279 |
+567 |
| May05 |
040722 |
377.75 |
379.00 |
377.75 |
378.50 |
+0.50 |
364 |
710 |
+354 |
| Jul05 |
040722 |
372.25 |
372.25 |
371.00 |
371.00 |
-1.50 |
19 |
545 |
+0 |
| Total Volume and Open Interest |
13,196 |
69,585 |
+2,384 |
| Wheat(MGE) |
| Jul04 |
040721 |
370.00 |
370.00 |
370.00 |
370.00 |
-10.00 |
|
|
|
| Sep04 |
040722 |
374.50 |
375.50 |
373.50 |
373.50 |
-2.00 |
2,725 |
14,425 |
+536 |
| Dec04 |
040722 |
382.50 |
382.50 |
380.75 |
380.75 |
-1.75 |
2,191 |
13,928 |
+453 |
| Mar05 |
040722 |
391.00 |
391.00 |
388.00 |
388.00 |
-1.50 |
709 |
3,133 |
+322 |
| May05 |
040722 |
391.75 |
391.75 |
390.50 |
390.50 |
-2.00 |
163 |
509 |
-51 |
| Total Volume and Open Interest |
5,788 |
32,068 |
+1,260 |
| Oats(CBOT) |
| Sep04 |
040722 |
126.50 |
127.50 |
123.25 |
124.25 |
-3.25 |
677 |
3,061 |
-225 |
| Dec04 |
040722 |
133.75 |
133.75 |
131.00 |
131.75 |
-1.75 |
1,898 |
6,652 |
+355 |
| Mar05 |
040722 |
142.00 |
142.00 |
138.25 |
139.00 |
-2.50 |
490 |
603 |
+235 |
| May05 |
040722 |
146.00 |
146.00 |
144.50 |
144.50 |
-2.00 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
3,065 |
10,417 |
+365 |
| Rough Rice(CBOT) |
| Sep04 |
040722 |
7.83 |
7.85 |
7.21 |
7.40 |
-0.31 |
226 |
1,031 |
-1 |
| Nov04 |
040722 |
7.64 |
7.65 |
7.14 |
7.30 |
-0.25 |
304 |
1,774 |
+18 |
| Jan05 |
040722 |
7.35 |
7.55 |
7.32 |
7.55 |
-0.20 |
3 |
484 |
+0 |
| Mar05 |
040722 |
7.60 |
7.75 |
7.55 |
7.75 |
-0.20 |
0 |
261 |
+0 |
| Total Volume and Open Interest |
533 |
3,629 |
+9 |
| Live Cattle(CME) |
| Aug04 |
040722 |
86.150 |
88.150 |
86.150 |
87.975 |
+2.725 |
8,910 |
27,973 |
-890 |
| Oct04 |
040722 |
88.000 |
90.125 |
87.950 |
90.125 |
+3.000 |
8,916 |
57,159 |
+1,952 |
| Dec04 |
040722 |
88.500 |
90.350 |
88.500 |
90.275 |
+2.350 |
1,820 |
15,078 |
+34 |
| Feb05 |
040722 |
89.600 |
91.250 |
89.600 |
91.225 |
+1.925 |
1,207 |
8,809 |
+566 |
| Apr05 |
040722 |
87.500 |
89.000 |
87.500 |
88.925 |
+1.550 |
996 |
3,145 |
+511 |
| Jun05 |
040722 |
82.300 |
83.700 |
82.300 |
83.700 |
+1.700 |
144 |
1,162 |
+31 |
| Total Volume and Open Interest |
22,008 |
113,378 |
+2,217 |
| Feeder Cattle(CME) |
| Aug04 |
040722 |
112.300 |
114.700 |
112.300 |
114.650 |
+2.725 |
1,657 |
7,798 |
-417 |
| Sep04 |
040722 |
111.550 |
113.950 |
111.550 |
113.675 |
+2.525 |
1,983 |
5,193 |
+1,229 |
| Oct04 |
040722 |
109.700 |
112.025 |
109.650 |
111.750 |
+2.725 |
1,893 |
4,479 |
+1,246 |
| Nov04 |
040722 |
106.950 |
109.300 |
106.950 |
109.300 |
+2.575 |
333 |
1,619 |
+135 |
| Jan05 |
040722 |
103.600 |
104.950 |
103.600 |
104.900 |
+1.650 |
55 |
832 |
+7 |
| Mar05 |
040722 |
99.800 |
100.700 |
99.800 |
100.700 |
+1.400 |
20 |
227 |
-4 |
| Apr05 |
040722 |
99.250 |
99.850 |
99.250 |
99.850 |
+1.050 |
20 |
84 |
-3 |
| Total Volume and Open Interest |
5,963 |
20,255 |
+2,193 |
| Lean Hogs(CME) |
| Aug04 |
040722 |
73.950 |
74.550 |
73.550 |
74.125 |
+0.125 |
3,828 |
20,861 |
-874 |
| Oct04 |
040722 |
64.250 |
65.000 |
63.950 |
64.700 |
+0.225 |
3,107 |
39,958 |
+377 |
| Dec04 |
040722 |
60.600 |
61.200 |
60.525 |
60.800 |
-0.150 |
1,066 |
12,933 |
+276 |
| Feb05 |
040722 |
61.050 |
61.700 |
61.050 |
61.375 |
-0.025 |
428 |
2,311 |
+123 |
| Apr05 |
040722 |
61.300 |
61.350 |
61.000 |
61.300 |
-0.050 |
241 |
984 |
+25 |
| May05 |
040722 |
62.100 |
62.450 |
62.100 |
62.450 |
-0.025 |
32 |
174 |
+21 |
| Jun05 |
040722 |
64.925 |
65.200 |
64.900 |
65.200 |
+0.100 |
36 |
240 |
+18 |
| Jul05 |
040722 |
62.700 |
62.700 |
62.400 |
62.400 |
-0.700 |
6 |
58 |
+4 |
| Total Volume and Open Interest |
8,748 |
77,523 |
-28 |
| Pork Bellies(CME) |
| Jul04 |
040722 |
112.400 |
112.400 |
109.625 |
110.700 |
-1.925 |
35 |
251 |
-26 |
| Aug04 |
040722 |
106.700 |
106.700 |
104.700 |
104.950 |
-2.750 |
369 |
2,002 |
-44 |
| Feb05 |
040722 |
93.000 |
93.450 |
92.700 |
93.000 |
-1.000 |
30 |
205 |
-3 |
| Mar05 |
040722 |
93.025 |
93.025 |
93.025 |
93.025 |
unch |
0 |
3 |
+0 |
| May05 |
040722 |
94.750 |
94.750 |
94.750 |
94.750 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
434 |
2,462 |
-73 |
| Class III Milk(CME) |
| Jul04 |
040722 |
14.67 |
14.78 |
14.67 |
14.69 |
unch |
153 |
5,612 |
+0 |
| Aug04 |
040722 |
14.13 |
14.48 |
14.00 |
14.30 |
+0.05 |
182 |
5,264 |
-14 |
| Sep04 |
040722 |
15.05 |
15.32 |
14.95 |
15.30 |
-0.04 |
272 |
5,054 |
-107 |
| Oct04 |
040722 |
14.00 |
14.15 |
14.00 |
14.05 |
-0.15 |
125 |
3,222 |
+44 |
| Nov04 |
040722 |
12.90 |
12.95 |
12.80 |
12.95 |
-0.05 |
96 |
2,138 |
+56 |
| Total Volume and Open Interest |
938 |
26,093 |
-9 |
| Cocoa(NYBOT) |
| Sep04 |
040722 |
1610 |
1625 |
1540 |
1622 |
+18 |
12,462 |
38,358 |
+429 |
| Dec04 |
040722 |
1615 |
1637 |
1570 |
1635 |
+18 |
2,654 |
17,832 |
+393 |
| Mar05 |
040722 |
1641 |
1659 |
1605 |
1657 |
+19 |
723 |
11,167 |
+35 |
| May05 |
040722 |
1650 |
1669 |
1625 |
1669 |
+19 |
312 |
11,575 |
-10 |
| Jul05 |
040722 |
1683 |
1683 |
1683 |
1683 |
+19 |
103 |
11,415 |
+31 |
| Sep05 |
040722 |
1698 |
1698 |
1698 |
1698 |
+19 |
4 |
4,798 |
+3 |
| Dec05 |
040722 |
1708 |
1708 |
1708 |
1708 |
+17 |
9 |
3,435 |
+9 |
| Total Volume and Open Interest |
16,277 |
102,283 |
+900 |
| Coffee "C"(NYBOT) |
| Sep04 |
040722 |
70.90 |
71.85 |
70.80 |
71.70 |
+0.35 |
13,584 |
60,026 |
-845 |
| Dec04 |
040722 |
74.60 |
75.10 |
74.30 |
75.00 |
+0.40 |
4,100 |
20,437 |
+1,041 |
| Mar05 |
040722 |
77.60 |
78.00 |
77.50 |
78.00 |
+0.40 |
328 |
6,530 |
+56 |
| May05 |
040722 |
79.25 |
79.60 |
79.20 |
79.60 |
+0.40 |
26 |
1,707 |
+13 |
| Jul05 |
040722 |
80.50 |
81.15 |
80.50 |
81.15 |
+0.45 |
21 |
1,190 |
-2 |
| Sep05 |
040722 |
82.25 |
82.55 |
82.25 |
82.55 |
+0.45 |
55 |
337 |
+27 |
| Total Volume and Open Interest |
18,118 |
90,473 |
+263 |
| Orange Juice(NYBOT) |
| Sep04 |
040722 |
68.65 |
70.45 |
68.65 |
70.40 |
+1.55 |
1,232 |
20,149 |
-45 |
| Nov04 |
040722 |
70.00 |
71.00 |
69.90 |
70.95 |
+0.70 |
314 |
10,689 |
+39 |
| Jan05 |
040722 |
71.70 |
72.70 |
71.70 |
72.65 |
+0.90 |
48 |
2,164 |
+29 |
| Mar05 |
040722 |
73.40 |
74.30 |
73.40 |
74.30 |
+0.85 |
19 |
4,094 |
-12 |
| May05 |
040722 |
76.00 |
77.00 |
76.00 |
77.00 |
+1.00 |
21 |
3,096 |
+1 |
| Total Volume and Open Interest |
1,634 |
40,326 |
+12 |
| Sugar #11(NYBOT) |
| Oct04 |
040722 |
8.07 |
8.10 |
7.93 |
7.99 |
-0.12 |
16,843 |
212,519 |
+710 |
| Mar05 |
040722 |
8.50 |
8.53 |
8.40 |
8.45 |
-0.10 |
4,405 |
49,454 |
-270 |
| May05 |
040722 |
8.42 |
8.42 |
8.31 |
8.35 |
-0.10 |
1,835 |
18,191 |
+94 |
| Jul05 |
040722 |
8.25 |
8.25 |
8.16 |
8.20 |
-0.10 |
703 |
12,510 |
+85 |
| Oct05 |
040722 |
8.15 |
8.15 |
8.00 |
8.10 |
-0.07 |
131 |
12,658 |
-40 |
| Total Volume and Open Interest |
24,277 |
310,840 |
+688 |
| London Cocoa(LCE) |
| Jul04 |
040715 |
817 |
821 |
813 |
819 |
+2 |
402 |
112 |
-283 |
| Sep04 |
040722 |
913 |
921 |
881 |
920 |
+6 |
6,274 |
46,340 |
-1,039 |
| Dec04 |
040722 |
936 |
945 |
903 |
943 |
+6 |
6,490 |
51,144 |
+826 |
| Mar05 |
040722 |
957 |
965 |
928 |
964 |
+7 |
2,815 |
29,599 |
-29 |
| May05 |
040722 |
963 |
977 |
948 |
977 |
+7 |
1,359 |
13,710 |
+240 |
| Jul05 |
040722 |
966 |
993 |
960 |
991 |
+8 |
152 |
11,836 |
+19 |
| Sep05 |
040722 |
994 |
1006 |
973 |
1006 |
+9 |
2,443 |
9,612 |
+1,726 |
| Total Volume and Open Interest |
19,831 |
171,758 |
+1,804 |
| London Coffee(LCE) |
| Jul04 |
040722 |
702.00 |
703.00 |
697.00 |
697.00 |
-11.00 |
160 |
1,628 |
-600 |
| Sep04 |
040722 |
715.00 |
720.00 |
710.00 |
714.00 |
-11.00 |
5,307 |
67,765 |
+301 |
| Nov04 |
040722 |
727.00 |
730.00 |
722.00 |
725.00 |
-11.00 |
888 |
35,128 |
-22 |
| Jan05 |
040722 |
737.00 |
739.00 |
732.00 |
736.00 |
-10.00 |
1,119 |
26,774 |
+482 |
| Mar05 |
040722 |
750.00 |
750.00 |
743.00 |
748.00 |
-8.00 |
14 |
14,725 |
-6 |
| May05 |
040722 |
761.00 |
761.00 |
761.00 |
761.00 |
-8.00 |
24 |
11,986 |
+1 |
| Total Volume and Open Interest |
7,512 |
160,895 |
+156 |
| London Sugar(LCE) |
| Aug04 |
040716 |
244.50 |
248.90 |
244.00 |
248.90 |
+4.90 |
896 |
2,854 |
-394 |
| Oct04 |
040722 |
243.00 |
244.20 |
241.50 |
242.40 |
-0.90 |
1,434 |
25,325 |
-39 |
| Dec04 |
040722 |
247.50 |
248.30 |
245.50 |
246.10 |
-1.70 |
731 |
5,587 |
-21 |
| Mar05 |
040722 |
253.20 |
253.50 |
251.70 |
252.70 |
-1.10 |
950 |
9,609 |
+347 |
| May05 |
040722 |
251.50 |
252.00 |
250.50 |
251.20 |
-0.80 |
152 |
4,556 |
+85 |
| Total Volume and Open Interest |
3,930 |
53,112 |
+627 |
| Cotton(NYBOT) |
| Oct04 |
040722 |
47.30 |
47.35 |
46.20 |
46.85 |
-1.15 |
385 |
3,761 |
-50 |
| Dec04 |
040722 |
47.75 |
47.90 |
46.55 |
47.02 |
-1.16 |
6,235 |
55,196 |
-110 |
| Mar05 |
040722 |
49.60 |
49.60 |
48.41 |
48.62 |
-1.29 |
847 |
12,406 |
+192 |
| May05 |
040722 |
50.50 |
50.70 |
49.56 |
49.70 |
-1.40 |
82 |
2,507 |
-12 |
| Jul05 |
040722 |
51.25 |
51.67 |
49.67 |
50.67 |
-1.53 |
22 |
1,763 |
+4 |
| Oct05 |
040722 |
51.43 |
51.43 |
51.43 |
51.43 |
-1.07 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
7,612 |
77,232 |
+54 |
| Lumber(CME) |
| Sep04 |
040722 |
420.0 |
424.5 |
419.5 |
421.0 |
+6.5 |
650 |
3,834 |
+214 |
| Nov04 |
040722 |
380.6 |
384.9 |
379.0 |
381.7 |
+6.6 |
255 |
1,283 |
+103 |
| Jan05 |
040722 |
371.6 |
374.0 |
370.6 |
370.6 |
unch |
63 |
294 |
+27 |
| Mar05 |
040722 |
371.4 |
374.8 |
370.5 |
374.8 |
+3.3 |
6 |
35 |
+4 |
| Total Volume and Open Interest |
974 |
5,446 |
+348 |
| Crude Oil(NYM) |
| Sep04 |
040722 |
40.65 |
41.65 |
40.42 |
41.36 |
+0.78 |
82,120 |
236,710 |
-2,179 |
| Oct04 |
040722 |
40.10 |
41.08 |
39.95 |
40.88 |
+0.79 |
27,873 |
65,708 |
-3,359 |
| Nov04 |
040722 |
39.65 |
40.60 |
39.50 |
40.46 |
+0.78 |
6,619 |
37,619 |
+1,228 |
| Dec04 |
040722 |
39.33 |
40.15 |
39.20 |
40.03 |
+0.77 |
11,566 |
62,953 |
+976 |
| Jan05 |
040722 |
38.70 |
39.52 |
38.70 |
39.52 |
+0.75 |
3,766 |
24,383 |
+1,186 |
| Feb05 |
040722 |
39.00 |
39.18 |
39.00 |
39.08 |
+0.73 |
1,801 |
14,899 |
+1,276 |
| Mar05 |
040722 |
38.45 |
38.75 |
38.45 |
38.67 |
+0.71 |
781 |
14,919 |
+44 |
| Apr05 |
040722 |
38.25 |
38.29 |
38.25 |
38.29 |
+0.70 |
1,063 |
11,255 |
+284 |
| May05 |
040722 |
37.92 |
37.92 |
37.92 |
37.92 |
+0.68 |
255 |
6,462 |
+1 |
| Jun05 |
040722 |
36.85 |
37.60 |
36.80 |
37.57 |
+0.67 |
3,285 |
21,853 |
-157 |
| Jul05 |
040722 |
37.27 |
37.27 |
37.27 |
37.27 |
+0.64 |
795 |
6,359 |
+362 |
| Aug05 |
040722 |
37.01 |
37.01 |
37.01 |
37.01 |
+0.62 |
199 |
6,345 |
+10 |
| Sep05 |
040722 |
36.78 |
36.78 |
36.78 |
36.78 |
+0.60 |
2,875 |
8,884 |
+775 |
| Oct05 |
040722 |
36.59 |
36.59 |
36.59 |
36.59 |
+0.59 |
325 |
3,789 |
+210 |
| Nov05 |
040722 |
36.40 |
36.40 |
36.40 |
36.40 |
+0.58 |
1,967 |
4,574 |
+1,259 |
| Dec05 |
040722 |
36.20 |
36.30 |
36.20 |
36.23 |
+0.57 |
4,427 |
47,440 |
-910 |
| Total Volume and Open Interest |
153,206 |
684,530 |
-12,320 |
| Heating Oil(NYM) |
| Aug04 |
040722 |
108.00 |
112.20 |
107.50 |
111.79 |
+3.52 |
17,802 |
28,029 |
-2,334 |
| Sep04 |
040722 |
108.70 |
113.10 |
108.50 |
112.67 |
+3.55 |
11,185 |
54,278 |
+1,404 |
| Oct04 |
040722 |
109.60 |
113.80 |
109.40 |
113.47 |
+3.45 |
1,531 |
17,998 |
+58 |
| Nov04 |
040722 |
110.90 |
114.25 |
110.90 |
114.17 |
+3.40 |
952 |
12,721 |
+95 |
| Dec04 |
040722 |
111.60 |
115.00 |
111.50 |
114.82 |
+3.35 |
2,525 |
24,212 |
+189 |
| Jan05 |
040722 |
112.20 |
115.45 |
112.20 |
115.22 |
+3.30 |
838 |
10,523 |
+253 |
| Feb05 |
040722 |
112.30 |
114.30 |
111.90 |
113.97 |
+3.15 |
379 |
11,108 |
+39 |
| Mar05 |
040722 |
109.30 |
111.90 |
108.80 |
110.92 |
+3.00 |
222 |
10,067 |
+210 |
| Apr05 |
040722 |
105.10 |
107.50 |
104.50 |
106.52 |
+2.80 |
273 |
2,636 |
+209 |
| May05 |
040722 |
101.15 |
103.70 |
100.80 |
102.42 |
+2.65 |
63 |
1,995 |
+14 |
| Jun05 |
040722 |
99.82 |
99.82 |
99.82 |
99.82 |
+2.50 |
214 |
3,951 |
+10 |
| Jul05 |
040722 |
98.97 |
98.97 |
98.97 |
98.97 |
+2.40 |
0 |
5,623 |
+0 |
| Total Volume and Open Interest |
36,084 |
193,291 |
+247 |
| Unleaded Gas(NYM) |
| Aug04 |
040722 |
124.00 |
126.50 |
122.80 |
125.72 |
+1.44 |
28,491 |
31,140 |
-3,040 |
| Sep04 |
040722 |
122.90 |
125.70 |
122.20 |
125.06 |
+1.69 |
23,097 |
52,812 |
+4,985 |
| Oct04 |
040722 |
117.00 |
120.30 |
116.70 |
119.66 |
+2.19 |
4,369 |
10,611 |
+420 |
| Nov04 |
040722 |
113.25 |
115.86 |
113.25 |
115.86 |
+2.29 |
1,704 |
6,696 |
+286 |
| Dec04 |
040722 |
111.10 |
113.06 |
111.10 |
113.06 |
+2.19 |
1,826 |
12,237 |
-142 |
| Jan05 |
040722 |
112.51 |
112.51 |
112.51 |
112.51 |
+2.14 |
117 |
4,820 |
+115 |
| Feb05 |
040722 |
112.71 |
112.71 |
112.71 |
112.71 |
+2.14 |
25 |
4,042 |
+0 |
| Mar05 |
040722 |
113.31 |
113.31 |
113.31 |
113.31 |
+2.14 |
10 |
1,342 |
-154 |
| Apr05 |
040722 |
119.91 |
119.91 |
119.91 |
119.91 |
+2.19 |
156 |
7,696 |
-2 |
| May05 |
040722 |
119.56 |
119.56 |
119.56 |
119.56 |
+2.19 |
0 |
7,491 |
+0 |
| Jun05 |
040722 |
118.26 |
118.26 |
118.26 |
118.26 |
+2.19 |
0 |
1,998 |
+0 |
| Jul05 |
040722 |
115.91 |
115.91 |
115.91 |
115.91 |
+2.19 |
0 |
2,095 |
+0 |
| Total Volume and Open Interest |
59,795 |
142,980 |
+2,468 |
| Natural Gas(NYM) |
| Aug04 |
040722 |
5.900 |
6.220 |
5.885 |
6.152 |
+0.221 |
24,001 |
35,199 |
-887 |
| Sep04 |
040722 |
5.910 |
6.245 |
5.910 |
6.200 |
+0.231 |
9,133 |
62,384 |
+869 |
| Oct04 |
040722 |
5.980 |
6.300 |
5.970 |
6.244 |
+0.220 |
6,850 |
39,102 |
-479 |
| Nov04 |
040722 |
6.320 |
6.650 |
6.310 |
6.529 |
+0.178 |
3,580 |
20,481 |
+1,240 |
| Dec04 |
040722 |
6.615 |
6.860 |
6.610 |
6.814 |
+0.163 |
2,961 |
25,562 |
+818 |
| Jan05 |
040722 |
6.790 |
7.000 |
6.780 |
6.982 |
+0.158 |
2,823 |
22,591 |
+164 |
| Feb05 |
040722 |
6.750 |
6.960 |
6.750 |
6.929 |
+0.145 |
458 |
15,788 |
-69 |
| Mar05 |
040722 |
6.630 |
6.810 |
6.610 |
6.779 |
+0.130 |
2,405 |
17,854 |
+142 |
| Apr05 |
040722 |
6.015 |
6.089 |
5.985 |
6.086 |
+0.069 |
996 |
13,576 |
+198 |
| May05 |
040722 |
5.885 |
6.000 |
5.870 |
5.963 |
+0.059 |
791 |
11,614 |
+173 |
| Jun05 |
040722 |
5.980 |
6.000 |
5.970 |
5.973 |
+0.059 |
152 |
8,331 |
-24 |
| Jul05 |
040722 |
5.905 |
6.030 |
5.905 |
5.993 |
+0.049 |
115 |
11,674 |
+83 |
| Aug05 |
040722 |
5.910 |
6.030 |
5.910 |
5.993 |
+0.042 |
257 |
8,394 |
+141 |
| Sep05 |
040722 |
5.895 |
5.990 |
5.870 |
5.973 |
+0.037 |
74 |
7,865 |
+8 |
| Oct05 |
040722 |
6.010 |
6.010 |
5.998 |
5.998 |
+0.037 |
39 |
6,650 |
+6 |
| Nov05 |
040722 |
6.110 |
6.163 |
6.110 |
6.163 |
+0.037 |
676 |
6,888 |
+213 |
| Total Volume and Open Interest |
56,764 |
382,948 |
+3,301 |
| Brent Crude Oil(IPE) |
| Sep04 |
040722 |
37.28 |
38.15 |
37.05 |
38.01 |
+0.85 |
34,244 |
86,746 |
+4,266 |
| Oct04 |
040722 |
36.90 |
37.73 |
36.72 |
37.65 |
+0.87 |
11,284 |
83,002 |
-322 |
| Nov04 |
040722 |
36.63 |
37.40 |
36.40 |
37.34 |
+0.88 |
1,804 |
13,950 |
+686 |
| Dec04 |
040722 |
36.28 |
37.03 |
36.10 |
36.97 |
+0.89 |
4,896 |
30,065 |
-1,549 |
| Jan05 |
040722 |
35.88 |
36.60 |
35.88 |
36.60 |
+0.90 |
970 |
12,637 |
-34 |
| Feb05 |
040722 |
35.55 |
36.25 |
35.53 |
36.25 |
+0.90 |
374 |
7,199 |
+256 |
| Mar05 |
040722 |
35.74 |
35.93 |
35.67 |
35.93 |
+0.90 |
0 |
10,179 |
+0 |
| Apr05 |
040722 |
35.00 |
35.61 |
34.95 |
35.61 |
+0.88 |
0 |
6,081 |
+0 |
| May05 |
040722 |
34.72 |
35.31 |
34.72 |
35.31 |
+0.85 |
0 |
1,423 |
+0 |
| Jun05 |
040722 |
34.50 |
35.04 |
34.25 |
35.04 |
+0.82 |
200 |
13,869 |
-475 |
| Jul05 |
040722 |
34.81 |
34.81 |
34.81 |
34.81 |
+0.81 |
0 |
1,715 |
+0 |
| Aug05 |
040722 |
34.61 |
34.61 |
34.61 |
34.61 |
+0.80 |
0 |
100 |
+0 |
| Sep05 |
040722 |
34.41 |
34.41 |
34.41 |
34.41 |
+0.79 |
0 |
3,340 |
+0 |
| Total Volume and Open Interest |
58,872 |
325,361 |
+2,792 |
| Gas Oil(IPE) |
| Aug04 |
040722 |
345.00 |
356.50 |
343.50 |
356.25 |
+10.00 |
7,799 |
54,639 |
-2,581 |
| Sep04 |
040722 |
343.25 |
354.25 |
343.00 |
354.25 |
+9.50 |
4,906 |
36,151 |
-165 |
| Oct04 |
040722 |
339.00 |
349.75 |
338.75 |
349.75 |
+9.25 |
1,451 |
16,843 |
+288 |
| Nov04 |
040722 |
334.75 |
344.50 |
334.75 |
344.50 |
+8.50 |
563 |
8,308 |
+350 |
| Dec04 |
040722 |
330.00 |
339.25 |
330.00 |
339.25 |
+8.00 |
1,016 |
24,350 |
-1,730 |
| Jan05 |
040722 |
326.50 |
334.50 |
326.50 |
334.25 |
+7.50 |
100 |
5,963 |
-100 |
| Feb05 |
040722 |
328.50 |
328.50 |
328.50 |
328.50 |
+7.25 |
0 |
2,478 |
+0 |
| Mar05 |
040722 |
320.50 |
320.50 |
320.50 |
320.50 |
+6.00 |
200 |
2,735 |
+0 |
| Apr05 |
040722 |
312.25 |
312.25 |
312.25 |
312.25 |
+5.50 |
0 |
900 |
+0 |
| May05 |
040722 |
307.25 |
307.25 |
307.25 |
307.25 |
+5.25 |
0 |
850 |
+0 |
| Total Volume and Open Interest |
17,335 |
177,932 |
-3,138 |
| US Dollar Index(NYBOT) |
| Sep04 |
040722 |
88.63 |
88.78 |
88.28 |
88.63 |
-0.14 |
5,144 |
15,006 |
-917 |
| Dec04 |
040722 |
88.70 |
88.86 |
88.69 |
88.86 |
-0.14 |
14 |
2,119 |
+8 |
| Mar05 |
040722 |
89.09 |
89.09 |
89.09 |
89.09 |
-0.14 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
5,158 |
17,138 |
-909 |
| Australian Dollar(CME) |
| Sep04 |
040722 |
71.31 |
71.45 |
71.05 |
71.09 |
+0.15 |
6,361 |
35,811 |
-482 |
| Dec04 |
040722 |
70.60 |
70.65 |
70.46 |
70.46 |
+0.15 |
2 |
260 |
+1 |
| Mar05 |
040722 |
69.91 |
69.91 |
69.91 |
69.91 |
+0.15 |
1 |
31 |
+1 |
| Total Volume and Open Interest |
6,364 |
36,162 |
-480 |
| British Pound(CME) |
| Sep04 |
040722 |
183.57 |
184.10 |
183.28 |
183.42 |
+0.51 |
11,708 |
76,290 |
-3,104 |
| Dec04 |
040722 |
182.30 |
182.50 |
182.00 |
182.00 |
+0.51 |
7 |
420 |
+0 |
| Mar05 |
040722 |
180.70 |
180.70 |
180.70 |
180.70 |
+0.51 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
11,715 |
76,716 |
-3,104 |
| Canadian Dollar(CME) |
| Sep04 |
040722 |
75.66 |
76.16 |
75.47 |
75.84 |
+0.38 |
6,326 |
75,997 |
-1,108 |
| Dec04 |
040722 |
75.58 |
76.00 |
75.46 |
75.76 |
+0.38 |
168 |
4,520 |
+2 |
| Mar05 |
040722 |
75.90 |
75.90 |
75.69 |
75.69 |
+0.38 |
17 |
746 |
+6 |
| Jun05 |
040722 |
75.90 |
75.90 |
75.62 |
75.62 |
+0.38 |
41 |
557 |
+15 |
| Total Volume and Open Interest |
6,562 |
81,868 |
-1,076 |
| Japanese Yen(CME) |
| Sep04 |
040722 |
91.48 |
91.69 |
91.23 |
91.24 |
+0.09 |
16,293 |
96,251 |
-2,667 |
| Dec04 |
040722 |
91.87 |
91.87 |
91.65 |
91.69 |
+0.09 |
24 |
10,382 |
-13 |
| Mar05 |
040722 |
92.23 |
92.23 |
92.23 |
92.23 |
+0.09 |
3 |
5 |
+0 |
| Total Volume and Open Interest |
16,320 |
106,641 |
-2,680 |
| Swiss Franc(CME) |
| Sep04 |
040722 |
80.11 |
80.54 |
79.93 |
80.11 |
+0.20 |
10,256 |
50,403 |
-5,171 |
| Dec04 |
040722 |
80.36 |
80.36 |
80.36 |
80.36 |
+0.20 |
4 |
140 |
+1 |
| Mar05 |
040722 |
80.63 |
80.63 |
80.63 |
80.63 |
+0.20 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
10,260 |
50,608 |
-5,170 |
| EuroFX(CME) |
| Sep04 |
040722 |
122.52 |
122.84 |
122.29 |
122.31 |
+0.04 |
17,599 |
146,640 |
+2,889 |
| Dec04 |
040722 |
122.56 |
122.72 |
122.24 |
122.24 |
+0.04 |
325 |
1,321 |
+90 |
| Mar05 |
040722 |
122.24 |
122.24 |
122.24 |
122.24 |
+0.04 |
22 |
210 |
+9 |
| Total Volume and Open Interest |
17,946 |
148,201 |
+2,988 |
| Mexican Peso(CME) |
| Sep04 |
040722 |
8647.0 |
8690.0 |
8642.0 |
8675.0 |
+30.0 |
11,862 |
44,382 |
+242 |
| Dec04 |
040722 |
8545.0 |
8545.0 |
8545.0 |
8545.0 |
+30.0 |
0 |
1,354 |
+0 |
| Total Volume and Open Interest |
11,887 |
46,683 |
+217 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040722 |
108~04 |
108~17 |
107~27 |
108~07 |
+0~08 |
217,287 |
482,215 |
-415 |
| Dec04 |
040722 |
107~04 |
107~11 |
106~22 |
107~01 |
+0~09 |
534 |
17,854 |
-189 |
| Mar05 |
040722 |
106~03 |
106~03 |
105~30 |
105~30 |
+0~09 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
217,821 |
500,307 |
-604 |
| Municipal Bonds(CBOT) |
| Sep04 |
040722 |
101~01 |
101~13 |
101~00 |
101~08 |
+0~09 |
163 |
2,453 |
-87 |
| Total Volume and Open Interest |
163 |
2,453 |
-87 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040722 |
110~155 |
110~210 |
110~085 |
110~160 |
+0~050 |
726,593 |
1,291,944 |
-44,658 |
| Dec04 |
040722 |
109~085 |
109~110 |
109~015 |
109~080 |
+0~055 |
8,957 |
39,047 |
+1,410 |
| Total Volume and Open Interest |
735,550 |
1,331,001 |
-43,248 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040722 |
109~145 |
109~165 |
109~080 |
109~120 |
+0~025 |
395,688 |
0 |
+0 |
| Dec04 |
040722 |
108~165 |
108~165 |
108~135 |
108~135 |
+0~025 |
4,561 |
0 |
-82,166 |
| Total Volume and Open Interest |
400,249 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep04 |
040722 |
105~062 |
105~065 |
105~053 |
105~060 |
+0~004 |
2,875 |
188,140 |
+1,328 |
| Dec04 |
040722 |
104~112 |
104~112 |
104~112 |
104~112 |
+0~004 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
2,875 |
188,540 |
+1,328 |
| Eurodollars(CME) |
| Sep04 |
040722 |
98.055 |
98.060 |
98.040 |
98.050 |
+0.010 |
80,643 |
909,392 |
+5,823 |
| Dec04 |
040722 |
97.595 |
97.605 |
97.570 |
97.585 |
+0.015 |
100,163 |
882,639 |
+4,770 |
| Mar05 |
040722 |
97.165 |
97.185 |
97.130 |
97.155 |
+0.025 |
122,651 |
819,511 |
-86 |
| Jun05 |
040722 |
96.785 |
96.800 |
96.735 |
96.760 |
+0.020 |
149,136 |
614,440 |
-54,014 |
| Sep05 |
040722 |
96.440 |
96.465 |
96.400 |
96.425 |
+0.025 |
83,623 |
553,840 |
-473 |
| Dec05 |
040722 |
96.150 |
96.175 |
96.105 |
96.140 |
+0.030 |
53,106 |
463,379 |
+17,168 |
| Mar06 |
040722 |
95.935 |
95.960 |
95.890 |
95.930 |
+0.035 |
40,926 |
356,443 |
+8,986 |
| Jun06 |
040722 |
95.765 |
95.780 |
95.710 |
95.755 |
+0.030 |
33,622 |
219,698 |
+8,520 |
| Sep06 |
040722 |
95.620 |
95.630 |
95.570 |
95.610 |
+0.030 |
14,868 |
194,410 |
+3,110 |
| Dec06 |
040722 |
95.470 |
95.485 |
95.420 |
95.460 |
+0.030 |
11,659 |
145,933 |
+1,657 |
| Mar07 |
040722 |
95.345 |
95.360 |
95.310 |
95.335 |
+0.030 |
11,210 |
151,222 |
+3,687 |
| Jun07 |
040722 |
95.220 |
95.220 |
95.200 |
95.210 |
+0.030 |
13,389 |
112,808 |
+2,090 |
| Total Volume and Open Interest |
749,827 |
6,003,146 |
+9,067 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040722 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
7,413 |
+301 |
| Dec04 |
040722 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
40 |
7,034 |
+115 |
| Mar05 |
040722 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
360 |
7,943 |
-491 |
| Jun05 |
040722 |
99.72 |
99.73 |
99.72 |
99.72 |
unch |
25 |
8,235 |
-28 |
| Sep05 |
040722 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
50 |
5,242 |
-51 |
| Dec05 |
040722 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
3,015 |
+0 |
| Mar06 |
040722 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
2,108 |
+0 |
| Jun06 |
040722 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
1,218 |
+0 |
| Sep06 |
040722 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
0 |
1,079 |
+0 |
| Dec06 |
040722 |
98.95 |
98.95 |
98.95 |
98.95 |
unch |
0 |
655 |
+0 |
| Total Volume and Open Interest |
475 |
44,960 |
-154 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040722 |
99.91 |
99.91 |
99.90 |
99.91 |
unch |
38 |
43,928 |
+1,539 |
| Dec04 |
040722 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
363 |
68,435 |
-46 |
| Mar05 |
040722 |
99.83 |
99.83 |
99.82 |
99.82 |
-0.01 |
742 |
57,311 |
+108 |
| Jun05 |
040722 |
99.73 |
99.73 |
99.72 |
99.72 |
-0.01 |
1,325 |
59,412 |
+676 |
| Sep05 |
040722 |
99.61 |
99.61 |
99.60 |
99.60 |
unch |
701 |
46,188 |
+393 |
| Dec05 |
040722 |
99.47 |
99.48 |
99.47 |
99.48 |
unch |
1,358 |
36,915 |
+342 |
| Mar06 |
040722 |
99.34 |
99.34 |
99.33 |
99.33 |
unch |
356 |
27,313 |
+7 |
| Jun06 |
040722 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
157 |
13,042 |
-30 |
| Total Volume and Open Interest |
5,110 |
368,932 |
+2,991 |
| German Euro-Bund(EUREX) |
| Sep04 |
040722 |
113.68 |
113.96 |
113.62 |
113.93 |
+0.37 |
1,028,806 |
1,064,013 |
+14,111 |
| Dec04 |
040722 |
112.76 |
113.00 |
112.72 |
112.98 |
+0.37 |
511 |
18,109 |
-665 |
| Mar05 |
040722 |
112.43 |
112.43 |
112.43 |
112.43 |
+0.37 |
4,801 |
0 |
+0 |
| Total Volume and Open Interest |
1,034,118 |
1,082,122 |
+13,446 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040722 |
110.67 |
110.86 |
110.63 |
110.84 |
+0.23 |
726,692 |
723,766 |
+12,098 |
| Dec04 |
040722 |
109.75 |
109.92 |
109.75 |
109.92 |
+0.25 |
965 |
5,477 |
+809 |
| Mar05 |
040722 |
109.45 |
109.45 |
109.45 |
109.45 |
+0.23 |
|
|
|
| Total Volume and Open Interest |
727,657 |
729,243 |
+12,907 |
| Long Gilt(LIFFE) |
| Sep04 |
040722 |
105~26 |
105~29 |
105~19 |
105~28 |
+0~06 |
67,840 |
194,277 |
-5,768 |
| Dec04 |
040722 |
105~22 |
105~22 |
105~22 |
105~22 |
+0~06 |
|
|
|
| Total Volume and Open Interest |
67,840 |
194,277 |
-5,768 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040722 |
95.00 |
95.01 |
94.94 |
94.96 |
-0.04 |
46,068 |
191,660 |
-9,061 |
| Dec04 |
040722 |
94.85 |
94.85 |
94.75 |
94.78 |
-0.05 |
74,079 |
235,190 |
-9,170 |
| Mar05 |
040722 |
94.72 |
94.72 |
94.61 |
94.65 |
-0.05 |
55,356 |
204,608 |
-1,972 |
| Total Volume and Open Interest |
261,212 |
1,165,826 |
-21,463 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040722 |
97.835 |
97.840 |
97.800 |
97.835 |
+0.010 |
84,701 |
510,610 |
-11,412 |
| Dec04 |
040722 |
97.670 |
97.690 |
97.640 |
97.685 |
+0.035 |
178,584 |
519,556 |
-1,262 |
| Mar05 |
040722 |
97.460 |
97.495 |
97.450 |
97.490 |
+0.050 |
182,501 |
411,556 |
-4,633 |
| Total Volume and Open Interest |
864,474 |
2,762,834 |
-24,532 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040722 |
94.51 |
94.53 |
94.51 |
94.52 |
+0.01 |
11,279 |
143,411 |
+1,276 |
| Dec04 |
040722 |
94.41 |
94.42 |
94.40 |
94.41 |
+0.01 |
17,163 |
126,758 |
+8,931 |
| Mar05 |
040722 |
94.34 |
94.36 |
94.34 |
94.35 |
+0.01 |
6,069 |
57,575 |
+174 |
| Jun05 |
040722 |
94.31 |
94.33 |
94.31 |
94.31 |
+0.01 |
2,388 |
29,630 |
+969 |
| Sep05 |
040722 |
94.27 |
94.30 |
94.27 |
94.28 |
+0.02 |
1,913 |
19,261 |
+844 |
| Dec05 |
040722 |
94.24 |
94.25 |
94.23 |
94.23 |
+0.02 |
1,282 |
14,707 |
+390 |
| Mar06 |
040722 |
94.21 |
94.21 |
94.18 |
94.18 |
+0.02 |
926 |
11,102 |
+655 |
| Jun06 |
040722 |
94.14 |
94.14 |
94.13 |
94.13 |
+0.02 |
260 |
6,301 |
+228 |
| Sep06 |
040722 |
94.08 |
94.08 |
94.08 |
94.08 |
+0.02 |
11 |
2,890 |
+109 |
| Dec06 |
040722 |
94.02 |
94.03 |
94.02 |
94.03 |
+0.03 |
2 |
1,771 |
-25 |
| Total Volume and Open Interest |
41,313 |
416,707 |
+13,844 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040722 |
94.32 |
94.32 |
94.29 |
94.32 |
+0.03 |
18,906 |
194,820 |
+5,747 |
| Dec04 |
040722 |
94.32 |
94.32 |
94.32 |
94.32 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
73,333 |
395,079 |
+11,380 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040722 |
94.54 |
94.56 |
94.53 |
94.55 |
+0.02 |
46,883 |
395,079 |
+11,380 |
| Dec04 |
040722 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
46,883 |
395,079 |
+11,380 |
| Gold(CMX) |
| Aug04 |
040722 |
397.7 |
398.8 |
395.0 |
395.3 |
-2.0 |
66,796 |
122,042 |
-9,812 |
| Oct04 |
040722 |
399.2 |
400.0 |
396.1 |
396.6 |
-2.0 |
972 |
11,483 |
+185 |
| Dec04 |
040722 |
400.5 |
401.7 |
397.7 |
398.0 |
-2.0 |
6,790 |
66,292 |
+2,330 |
| Feb05 |
040722 |
403.0 |
403.0 |
399.6 |
399.6 |
-2.0 |
345 |
6,610 |
-46 |
| Apr05 |
040722 |
404.5 |
404.5 |
401.3 |
401.3 |
-2.0 |
1,421 |
4,575 |
-307 |
| Jun05 |
040722 |
404.4 |
404.4 |
403.1 |
403.1 |
-2.0 |
444 |
13,965 |
+438 |
| Aug05 |
040722 |
405.1 |
405.1 |
405.1 |
405.1 |
-2.0 |
2 |
2,298 |
-1 |
| Oct05 |
040722 |
407.2 |
407.2 |
407.2 |
407.2 |
-2.0 |
0 |
281 |
+0 |
| Dec05 |
040722 |
409.4 |
409.4 |
409.4 |
409.4 |
-2.0 |
480 |
6,309 |
-103 |
| Feb06 |
040722 |
411.8 |
411.8 |
411.8 |
411.8 |
-2.0 |
0 |
843 |
+0 |
| Apr06 |
040722 |
414.2 |
414.2 |
414.2 |
414.2 |
-2.0 |
0 |
485 |
+0 |
| Jun06 |
040722 |
416.7 |
416.7 |
416.7 |
416.7 |
-2.0 |
0 |
7,535 |
+0 |
| Total Volume and Open Interest |
77,357 |
249,316 |
-7,256 |
| Silver(CMX) |
| Jul04 |
040722 |
647.5 |
647.5 |
641.8 |
641.8 |
+2.1 |
120 |
144 |
+78 |
| Sep04 |
040722 |
642.0 |
651.0 |
640.0 |
642.8 |
+1.8 |
15,773 |
59,171 |
+90 |
| Dec04 |
040722 |
643.0 |
654.0 |
643.0 |
646.0 |
+1.8 |
1,495 |
20,598 |
+157 |
| Mar05 |
040722 |
659.0 |
659.0 |
649.1 |
649.1 |
+1.8 |
19 |
5,057 |
+11 |
| May05 |
040722 |
651.3 |
651.3 |
651.3 |
651.3 |
+1.8 |
11 |
1,118 |
+9 |
| Jul05 |
040722 |
660.0 |
660.0 |
653.3 |
653.3 |
+1.8 |
130 |
1,980 |
-46 |
| Sep05 |
040722 |
655.6 |
655.6 |
655.6 |
655.6 |
+2.1 |
0 |
98 |
+0 |
| Total Volume and Open Interest |
17,573 |
92,760 |
+304 |
| Platinum(NYM) |
| Jul04 |
040722 |
831.2 |
831.2 |
831.2 |
831.2 |
+0.8 |
2 |
270 |
-2 |
| Oct04 |
040722 |
820.0 |
829.3 |
820.0 |
826.2 |
+0.8 |
932 |
5,270 |
+246 |
| Jan05 |
040722 |
820.2 |
820.2 |
820.2 |
820.2 |
+0.8 |
8 |
11 |
-7 |
| Total Volume and Open Interest |
942 |
5,551 |
+237 |
| Palladium(NYME) |
| Sep04 |
040722 |
224.50 |
227.00 |
224.00 |
225.75 |
-0.40 |
256 |
7,399 |
-36 |
| Dec04 |
040722 |
228.00 |
229.50 |
227.25 |
227.25 |
-0.40 |
50 |
687 |
+28 |
| Mar05 |
040722 |
229.50 |
229.50 |
229.50 |
229.50 |
-0.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
306 |
8,087 |
-8 |
| Copper(CMX) |
| Jul04 |
040722 |
128.70 |
128.70 |
128.00 |
128.45 |
+0.80 |
383 |
1,338 |
-380 |
| Sep04 |
040722 |
127.50 |
129.00 |
127.40 |
128.70 |
+1.20 |
7,143 |
45,503 |
-207 |
| Dec04 |
040722 |
124.50 |
125.50 |
124.30 |
125.45 |
+1.15 |
897 |
11,586 |
+396 |
| Mar05 |
040722 |
121.60 |
122.00 |
121.60 |
122.00 |
+1.10 |
48 |
1,616 |
+4 |
| May05 |
040722 |
119.30 |
119.30 |
119.30 |
119.30 |
+1.10 |
0 |
392 |
-1 |
| Total Volume and Open Interest |
8,712 |
69,310 |
-195 |
| DJIA Index(CBOT) |
| Sep04 |
040722 |
10025 |
10060 |
9930 |
10016 |
+3 |
10,417 |
41,551 |
+316 |
| Dec04 |
040722 |
10010 |
10010 |
9965 |
10009 |
+3 |
36 |
341 |
+172 |
| Mar05 |
040722 |
10014 |
10014 |
10014 |
10014 |
+3 |
|
|
|
| Total Volume and Open Interest |
10,453 |
41,892 |
+488 |
| S & P 500(CME) |
| Sep04 |
040722 |
1089.00 |
1099.20 |
1083.10 |
1093.70 |
+3.10 |
52,193 |
579,019 |
-1,059 |
| Dec04 |
040722 |
1089.50 |
1094.00 |
1085.00 |
1094.00 |
+3.00 |
6,547 |
12,623 |
+3,519 |
| Mar05 |
040722 |
1085.00 |
1095.40 |
1085.00 |
1095.40 |
+3.00 |
0 |
465 |
+0 |
| Jun05 |
040722 |
1098.50 |
1098.50 |
1098.50 |
1098.50 |
+3.00 |
0 |
268 |
+0 |
| Total Volume and Open Interest |
58,740 |
592,419 |
+2,460 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040722 |
1090.25 |
1099.25 |
1083.00 |
1093.75 |
+3.25 |
891,225 |
626,520 |
+38,300 |
| Dec04 |
040722 |
1091.00 |
1098.00 |
1083.75 |
1094.00 |
+3.00 |
41,153 |
44,108 |
+32,837 |
| Total Volume and Open Interest |
932,378 |
670,628 |
+71,137 |
| NASDAQ 100(CME) |
| Sep04 |
040722 |
1388.50 |
1413.50 |
1380.00 |
1405.50 |
+19.00 |
18,284 |
70,457 |
+2,384 |
| Dec04 |
040722 |
1410.50 |
1410.50 |
1410.50 |
1410.50 |
+19.00 |
1,537 |
2,308 |
+1,258 |
| Mar05 |
040722 |
1415.50 |
1415.50 |
1415.50 |
1415.50 |
+19.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
19,821 |
72,768 |
+3,642 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040722 |
1382.5 |
1414.0 |
1380.0 |
1405.5 |
+19.0 |
424,125 |
218,714 |
+11,836 |
| Dec04 |
040722 |
1392.5 |
1415.5 |
1387.5 |
1410.5 |
+19.0 |
5,419 |
4,508 |
+3,063 |
| Total Volume and Open Interest |
429,544 |
223,222 |
+14,899 |
| S & P Midcap 400(CME) |
| Sep04 |
040722 |
577.50 |
579.50 |
572.00 |
578.50 |
+1.00 |
855 |
13,604 |
-165 |
| Dec04 |
040722 |
578.25 |
578.25 |
578.25 |
578.25 |
+1.00 |
|
|
|
| Mar05 |
040722 |
578.25 |
578.25 |
578.25 |
578.25 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
855 |
13,604 |
-165 |
| Russell 2000(CME) |
| Sep04 |
040722 |
547.00 |
548.50 |
537.00 |
546.00 |
-0.50 |
2,184 |
26,579 |
+868 |
| Dec04 |
040722 |
546.00 |
546.00 |
546.00 |
546.00 |
-0.50 |
|
|
|
| Mar05 |
040722 |
546.00 |
546.00 |
546.00 |
546.00 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
2,184 |
26,579 |
+868 |
| Value Line(KCBT) |
| Sep04 |
040722 |
1508.00 |
1532.00 |
1508.00 |
1530.00 |
-3.00 |
3 |
59 |
-5 |
| Total Volume and Open Interest |
3 |
59 |
-5 |
| Nikkei 225(CME) |
| Sep04 |
040722 |
11280 |
11320 |
11150 |
11245 |
+20 |
3,681 |
31,542 |
+159 |
| Dec04 |
040722 |
11250 |
11250 |
11245 |
11245 |
+20 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
3,681 |
31,639 |
+240 |
| Nikkei 225(SIMEX) |
| Sep04 |
040722 |
11215 |
11300 |
11205 |
11295 |
-110 |
18,191 |
141,651 |
-1,551 |
| Dec04 |
040722 |
11260 |
11260 |
11260 |
11260 |
-110 |
|
|
|
| Mar05 |
040722 |
11255 |
11255 |
11255 |
11255 |
-110 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
18,191 |
141,653 |
-1,551 |
| CAC 40(MATIF) |
| Jul04 |
040722 |
3590.0 |
3600.0 |
3566.0 |
3574.0 |
-63.0 |
50,441 |
353,233 |
+5,017 |
| Aug04 |
040722 |
3596.5 |
3601.0 |
3575.0 |
3580.0 |
-63.0 |
238 |
2,866 |
+429 |
| Sep04 |
040722 |
3603.5 |
3606.0 |
3581.5 |
3586.0 |
-62.5 |
962 |
94,413 |
+606 |
| Total Volume and Open Interest |
44,243 |
462,805 |
+6,051 |
| DAX Index(EUREX) |
| Sep04 |
040722 |
3830.5 |
3842.5 |
3803.5 |
3826.0 |
-42.5 |
100,619 |
147,584 |
-4,608 |
| Dec04 |
040722 |
3851.5 |
3863.5 |
3825.0 |
3846.5 |
-43.5 |
175 |
4,792 |
-12 |
| Mar05 |
040722 |
3870.0 |
3886.5 |
3851.0 |
3869.0 |
-44.0 |
231 |
1,107 |
+151 |
| Total Volume and Open Interest |
101,025 |
153,483 |
-4,469 |
| FT-SE 100(LIFFE) |
| Sep04 |
040722 |
4333.50 |
4334.00 |
4289.50 |
4306.00 |
-68.50 |
65,666 |
434,365 |
-1,160 |
| Dec04 |
040722 |
4356.50 |
4356.50 |
4337.50 |
4337.50 |
-68.50 |
1,043 |
30,916 |
+53 |
| Mar05 |
040722 |
4343.50 |
4343.50 |
4343.50 |
4343.50 |
-68.50 |
0 |
4,059 |
+0 |
| Total Volume and Open Interest |
66,709 |
470,590 |
-1,107 |
| SPI 200(SFE) |
| Sep04 |
040722 |
3500.0 |
3504.0 |
3487.0 |
3503.0 |
-17.0 |
9,290 |
151,850 |
-661 |
| Dec04 |
040722 |
3500.0 |
3515.0 |
3500.0 |
3515.0 |
-16.0 |
141 |
5,028 |
+141 |
| Mar05 |
040722 |
3521.0 |
3525.0 |
3521.0 |
3525.0 |
-17.0 |
0 |
1,772 |
+0 |
| Total Volume and Open Interest |
9,431 |
160,543 |
-520 |
| GSCI(CME) |
| Aug04 |
040722 |
295.00 |
300.20 |
293.80 |
299.05 |
+3.65 |
352 |
16,570 |
+264 |
| Sep04 |
040722 |
298.50 |
298.50 |
298.50 |
298.50 |
+5.00 |
|
|
|
| Oct04 |
040722 |
297.50 |
297.50 |
297.50 |
297.50 |
+4.25 |
|
|
|
| Total Volume and Open Interest |
352 |
16,570 |
+264 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040722 |
267.75 |
269.00 |
267.75 |
269.00 |
+0.75 |
32 |
244 |
-2 |
| Nov04 |
040722 |
270.25 |
271.50 |
270.25 |
271.25 |
+1.00 |
5 |
122 |
+3 |
| Jan05 |
040722 |
271.50 |
271.50 |
271.50 |
271.50 |
+1.25 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
37 |
417 |
+1 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|