|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon July 26, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug04 |
040726 |
647.00 |
670.00 |
634.00 |
669.00 |
-0.50 |
14,201 |
22,666 |
-7,991 |
| Sep04 |
040726 |
602.00 |
611.50 |
595.00 |
610.75 |
-10.50 |
4,327 |
13,621 |
-97 |
| Nov04 |
040726 |
592.00 |
598.25 |
586.00 |
597.00 |
-14.50 |
38,622 |
106,825 |
-3,348 |
| Jan05 |
040726 |
596.00 |
605.00 |
593.50 |
604.00 |
-15.00 |
2,340 |
9,860 |
+310 |
| Mar05 |
040726 |
606.00 |
612.00 |
601.00 |
612.00 |
-13.00 |
1,039 |
5,729 |
+214 |
| May05 |
040726 |
608.00 |
614.00 |
603.00 |
613.00 |
-15.00 |
1,130 |
5,428 |
+482 |
| Jul05 |
040726 |
611.00 |
615.00 |
607.00 |
615.00 |
-15.00 |
103 |
2,039 |
-67 |
| Total Volume and Open Interest |
61,882 |
167,543 |
-10,478 |
| Soybean Meal(CBOT) |
| Aug04 |
040726 |
209.00 |
212.00 |
205.00 |
211.80 |
-6.20 |
10,565 |
17,151 |
-5,580 |
| Sep04 |
040726 |
194.00 |
199.50 |
192.90 |
199.30 |
-2.40 |
7,534 |
19,702 |
+1,668 |
| Oct04 |
040726 |
180.00 |
186.50 |
180.00 |
186.10 |
-4.10 |
2,830 |
18,563 |
+436 |
| Dec04 |
040726 |
181.00 |
186.00 |
179.50 |
185.50 |
-3.30 |
10,851 |
45,655 |
+343 |
| Jan05 |
040726 |
182.00 |
186.50 |
180.50 |
186.30 |
-3.50 |
1,337 |
7,934 |
+241 |
| Mar05 |
040726 |
185.00 |
188.00 |
182.50 |
188.00 |
-3.70 |
1,367 |
6,805 |
-238 |
| May05 |
040726 |
186.00 |
190.50 |
184.80 |
190.30 |
-2.90 |
1,592 |
5,928 |
+111 |
| Jul05 |
040726 |
190.00 |
193.50 |
189.00 |
193.50 |
-1.50 |
1,114 |
4,526 |
+264 |
| Total Volume and Open Interest |
38,097 |
130,573 |
-2,648 |
| Soybean Oil(CBOT) |
| Aug04 |
040726 |
24.35 |
24.50 |
24.00 |
24.49 |
-0.23 |
5,959 |
14,718 |
-4,730 |
| Sep04 |
040726 |
23.62 |
23.85 |
23.50 |
23.68 |
-0.28 |
4,255 |
16,373 |
+849 |
| Oct04 |
040726 |
22.90 |
23.00 |
22.75 |
22.98 |
-0.20 |
2,908 |
14,579 |
+695 |
| Dec04 |
040726 |
22.15 |
22.35 |
22.04 |
22.26 |
-0.22 |
10,714 |
58,749 |
+1,965 |
| Jan05 |
040726 |
22.10 |
22.25 |
22.00 |
22.12 |
-0.33 |
1,017 |
8,713 |
+304 |
| Mar05 |
040726 |
22.05 |
22.25 |
22.00 |
22.15 |
-0.30 |
1,304 |
7,462 |
+638 |
| May05 |
040726 |
22.10 |
22.25 |
22.01 |
22.15 |
-0.32 |
570 |
5,777 |
-65 |
| Jul05 |
040726 |
22.10 |
22.25 |
22.00 |
22.06 |
-0.29 |
851 |
4,065 |
+81 |
| Total Volume and Open Interest |
28,230 |
134,088 |
-59 |
| Canola(WCE) |
| Sep04 |
040726 |
323.5 |
323.5 |
323.5 |
323.5 |
unch |
0 |
329 |
-17 |
| Nov04 |
040726 |
327.0 |
329.0 |
325.5 |
329.0 |
-0.5 |
2,594 |
44,502 |
-553 |
| Jan05 |
040726 |
331.0 |
334.0 |
330.7 |
334.0 |
-0.5 |
1 |
2,335 |
-6 |
| Mar05 |
040726 |
336.0 |
339.0 |
336.0 |
339.0 |
-0.5 |
400 |
2,658 |
+190 |
| May05 |
040726 |
342.0 |
342.0 |
342.0 |
342.0 |
-1.0 |
0 |
325 |
+0 |
| Total Volume and Open Interest |
2,995 |
51,137 |
-386 |
| Corn(CBOT) |
| Sep04 |
040726 |
219.50 |
223.50 |
218.00 |
223.25 |
-0.50 |
17,398 |
151,430 |
-950 |
| Dec04 |
040726 |
228.00 |
231.75 |
226.25 |
231.75 |
-0.25 |
50,921 |
306,752 |
+1,770 |
| Mar05 |
040726 |
235.50 |
240.00 |
234.75 |
239.75 |
-0.75 |
5,830 |
58,699 |
+1,325 |
| May05 |
040726 |
243.00 |
246.25 |
241.25 |
246.25 |
-0.50 |
1,794 |
21,411 |
+1,123 |
| Jul05 |
040726 |
247.50 |
251.25 |
245.75 |
251.25 |
-0.25 |
2,515 |
18,095 |
+951 |
| Sep05 |
040726 |
250.00 |
252.00 |
248.75 |
251.75 |
-1.75 |
288 |
3,977 |
+255 |
| Total Volume and Open Interest |
79,351 |
572,862 |
+4,692 |
| Wheat(CBOT) |
| Sep04 |
040726 |
325.00 |
327.00 |
320.75 |
323.75 |
-5.00 |
15,649 |
89,745 |
-456 |
| Dec04 |
040726 |
339.50 |
340.00 |
334.50 |
337.50 |
-4.75 |
6,939 |
50,439 |
+578 |
| Mar05 |
040726 |
351.00 |
351.50 |
346.50 |
349.25 |
-4.50 |
716 |
11,493 |
+101 |
| May05 |
040726 |
354.50 |
355.00 |
352.00 |
352.00 |
-5.50 |
28 |
719 |
-36 |
| Jul05 |
040726 |
357.50 |
357.50 |
352.50 |
354.00 |
-6.00 |
142 |
2,355 |
+53 |
| Total Volume and Open Interest |
23,476 |
154,803 |
+248 |
| Wheat(KCBT) |
| Sep04 |
040726 |
354.50 |
355.50 |
350.75 |
352.50 |
-5.50 |
5,128 |
36,590 |
+134 |
| Dec04 |
040726 |
365.00 |
366.50 |
362.00 |
364.50 |
-4.50 |
3,196 |
27,443 |
+658 |
| Mar05 |
040726 |
373.75 |
374.50 |
370.50 |
373.50 |
-4.00 |
913 |
6,140 |
+378 |
| May05 |
040726 |
377.75 |
377.75 |
374.00 |
375.00 |
-5.00 |
0 |
780 |
+0 |
| Jul05 |
040726 |
371.00 |
374.00 |
370.00 |
374.00 |
-1.00 |
6 |
545 |
-3 |
| Total Volume and Open Interest |
9,243 |
71,513 |
+1,167 |
| Wheat(MGE) |
| Sep04 |
040726 |
375.00 |
375.00 |
372.00 |
372.75 |
-4.25 |
1,815 |
13,562 |
-688 |
| Dec04 |
040726 |
381.50 |
381.50 |
379.00 |
380.00 |
-3.75 |
782 |
13,624 |
-1 |
| Mar05 |
040726 |
387.50 |
388.25 |
387.00 |
387.00 |
-3.50 |
113 |
2,990 |
-181 |
| May05 |
040726 |
390.50 |
390.50 |
390.00 |
390.50 |
-3.50 |
0 |
559 |
+0 |
| Jul05 |
040726 |
391.00 |
391.00 |
391.00 |
391.00 |
unch |
0 |
58 |
+0 |
| Total Volume and Open Interest |
2,710 |
30,808 |
-870 |
| Oats(CBOT) |
| Sep04 |
040726 |
124.25 |
129.00 |
123.75 |
128.25 |
+2.50 |
340 |
2,776 |
-48 |
| Dec04 |
040726 |
132.75 |
137.50 |
131.25 |
136.25 |
+2.75 |
656 |
6,634 |
-36 |
| Mar05 |
040726 |
144.75 |
144.75 |
144.75 |
144.75 |
+3.75 |
62 |
697 |
+39 |
| May05 |
040726 |
149.50 |
149.50 |
149.50 |
149.50 |
+3.50 |
0 |
82 |
+0 |
| Total Volume and Open Interest |
1,058 |
10,209 |
-45 |
| Rough Rice(CBOT) |
| Sep04 |
040726 |
6.88 |
7.25 |
6.88 |
7.15 |
-0.23 |
53 |
1,083 |
-11 |
| Nov04 |
040726 |
7.15 |
7.25 |
6.90 |
7.15 |
-0.15 |
78 |
1,775 |
-30 |
| Jan05 |
040726 |
7.40 |
7.40 |
7.20 |
7.38 |
-0.13 |
0 |
510 |
+0 |
| Mar05 |
040726 |
7.60 |
7.60 |
7.48 |
7.59 |
-0.12 |
30 |
276 |
+15 |
| Total Volume and Open Interest |
161 |
3,657 |
-25 |
| Live Cattle(CME) |
| Aug04 |
040726 |
87.050 |
87.750 |
86.375 |
87.675 |
+0.775 |
7,236 |
25,038 |
-966 |
| Oct04 |
040726 |
89.550 |
90.800 |
88.900 |
90.725 |
+1.425 |
9,828 |
61,155 |
+2,203 |
| Dec04 |
040726 |
90.125 |
90.900 |
89.550 |
90.850 |
+0.900 |
2,008 |
15,191 |
+51 |
| Feb05 |
040726 |
90.800 |
91.350 |
90.250 |
91.325 |
+0.350 |
1,399 |
10,223 |
+631 |
| Apr05 |
040726 |
88.500 |
89.050 |
88.150 |
88.800 |
+0.050 |
412 |
3,494 |
+116 |
| Jun05 |
040726 |
83.400 |
83.750 |
83.150 |
83.400 |
unch |
85 |
1,118 |
+18 |
| Total Volume and Open Interest |
20,969 |
116,313 |
+2,053 |
| Feeder Cattle(CME) |
| Aug04 |
040726 |
114.900 |
115.500 |
114.250 |
115.300 |
+0.600 |
1,090 |
7,218 |
-79 |
| Sep04 |
040726 |
114.050 |
115.000 |
113.100 |
114.900 |
+1.175 |
567 |
5,431 |
+86 |
| Oct04 |
040726 |
112.000 |
113.900 |
111.300 |
113.800 |
+2.075 |
394 |
4,502 |
+90 |
| Nov04 |
040726 |
109.050 |
110.125 |
108.600 |
110.125 |
+1.275 |
206 |
1,699 |
+37 |
| Jan05 |
040726 |
104.850 |
105.950 |
104.550 |
105.950 |
+1.400 |
153 |
883 |
+93 |
| Mar05 |
040726 |
100.900 |
101.500 |
100.900 |
101.500 |
+0.950 |
24 |
230 |
-3 |
| Apr05 |
040726 |
100.000 |
100.400 |
100.000 |
100.400 |
+0.450 |
2 |
90 |
+1 |
| Total Volume and Open Interest |
2,437 |
20,076 |
+225 |
| Lean Hogs(CME) |
| Aug04 |
040726 |
75.550 |
76.600 |
75.400 |
76.525 |
+0.950 |
6,065 |
18,645 |
-1,319 |
| Oct04 |
040726 |
65.550 |
67.475 |
65.200 |
67.475 |
+2.000 |
5,543 |
41,897 |
+971 |
| Dec04 |
040726 |
60.775 |
62.900 |
60.750 |
62.750 |
+1.725 |
1,100 |
13,780 |
+566 |
| Feb05 |
040726 |
61.200 |
61.700 |
61.000 |
61.575 |
+0.325 |
243 |
2,495 |
+40 |
| Apr05 |
040726 |
60.750 |
61.375 |
60.700 |
61.200 |
+0.100 |
70 |
1,037 |
+27 |
| May05 |
040726 |
62.000 |
62.475 |
61.825 |
62.475 |
unch |
0 |
186 |
+0 |
| Jun05 |
040726 |
64.600 |
65.050 |
64.600 |
65.050 |
-0.050 |
11 |
250 |
-1 |
| Jul05 |
040726 |
62.050 |
62.150 |
62.000 |
62.150 |
-0.150 |
6 |
63 |
+2 |
| Total Volume and Open Interest |
13,040 |
78,357 |
+286 |
| Pork Bellies(CME) |
| Jul04 |
040726 |
114.600 |
116.700 |
113.900 |
116.350 |
+2.650 |
54 |
153 |
-40 |
| Aug04 |
040726 |
108.850 |
109.700 |
107.700 |
108.825 |
+0.950 |
458 |
1,873 |
-37 |
| Feb05 |
040726 |
94.650 |
95.000 |
94.000 |
94.650 |
unch |
33 |
216 |
+2 |
| Mar05 |
040726 |
93.000 |
93.050 |
93.000 |
93.050 |
unch |
0 |
3 |
+0 |
| May05 |
040726 |
94.750 |
94.750 |
94.750 |
94.750 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
545 |
2,246 |
-75 |
| Class III Milk(CME) |
| Jul04 |
040726 |
14.83 |
14.84 |
14.83 |
14.84 |
+0.01 |
175 |
5,522 |
-109 |
| Aug04 |
040726 |
14.25 |
14.40 |
14.20 |
14.35 |
+0.10 |
241 |
5,290 |
-100 |
| Sep04 |
040726 |
15.30 |
16.00 |
15.30 |
15.60 |
+0.27 |
196 |
5,168 |
+45 |
| Oct04 |
040726 |
14.05 |
14.40 |
14.05 |
14.35 |
+0.29 |
36 |
3,263 |
+24 |
| Nov04 |
040726 |
12.95 |
13.09 |
12.95 |
13.09 |
+0.19 |
25 |
2,207 |
+25 |
| Total Volume and Open Interest |
760 |
26,312 |
-111 |
| Cocoa(NYBOT) |
| Sep04 |
040726 |
1620 |
1620 |
1575 |
1594 |
-26 |
6,540 |
37,080 |
-1,445 |
| Dec04 |
040726 |
1630 |
1631 |
1590 |
1609 |
-25 |
1,198 |
18,950 |
+304 |
| Mar05 |
040726 |
1645 |
1645 |
1615 |
1631 |
-24 |
235 |
11,087 |
-35 |
| May05 |
040726 |
1635 |
1643 |
1630 |
1643 |
-25 |
50 |
11,560 |
+5 |
| Jul05 |
040726 |
1658 |
1658 |
1658 |
1658 |
-25 |
2 |
11,388 |
-27 |
| Sep05 |
040726 |
1673 |
1673 |
1673 |
1673 |
-25 |
0 |
4,795 |
-3 |
| Dec05 |
040726 |
1680 |
1684 |
1680 |
1684 |
-25 |
60 |
3,535 |
+0 |
| Total Volume and Open Interest |
8,141 |
102,229 |
-1,145 |
| Coffee "C"(NYBOT) |
| Sep04 |
040726 |
69.50 |
69.80 |
68.30 |
68.65 |
-1.20 |
8,362 |
58,414 |
-596 |
| Dec04 |
040726 |
72.90 |
73.00 |
71.60 |
72.00 |
-1.15 |
2,371 |
21,135 |
+413 |
| Mar05 |
040726 |
76.00 |
76.00 |
74.65 |
75.05 |
-1.10 |
260 |
6,594 |
+17 |
| May05 |
040726 |
77.50 |
77.50 |
76.70 |
76.70 |
-1.05 |
19 |
1,717 |
+9 |
| Jul05 |
040726 |
79.00 |
79.00 |
78.25 |
78.25 |
-1.00 |
7 |
1,176 |
-4 |
| Sep05 |
040726 |
80.50 |
80.50 |
79.65 |
79.65 |
-1.00 |
0 |
352 |
+0 |
| Total Volume and Open Interest |
11,029 |
89,634 |
-161 |
| Orange Juice(NYBOT) |
| Sep04 |
040726 |
72.50 |
72.80 |
65.00 |
66.00 |
-5.15 |
2,607 |
19,652 |
+76 |
| Nov04 |
040726 |
72.50 |
72.80 |
66.40 |
66.40 |
-5.00 |
998 |
11,402 |
+302 |
| Jan05 |
040726 |
74.00 |
74.40 |
68.10 |
68.25 |
-4.85 |
393 |
1,938 |
-22 |
| Mar05 |
040726 |
75.80 |
75.90 |
69.90 |
71.00 |
-3.90 |
298 |
4,399 |
+231 |
| May05 |
040726 |
72.50 |
74.75 |
72.50 |
74.00 |
-3.45 |
133 |
2,972 |
-128 |
| Total Volume and Open Interest |
4,429 |
40,497 |
+459 |
| Sugar #11(NYBOT) |
| Oct04 |
040726 |
8.00 |
8.27 |
7.99 |
8.19 |
+0.18 |
27,498 |
205,996 |
-4,490 |
| Mar05 |
040726 |
8.55 |
8.75 |
8.55 |
8.69 |
+0.21 |
9,324 |
48,262 |
-962 |
| May05 |
040726 |
8.44 |
8.61 |
8.44 |
8.57 |
+0.21 |
2,499 |
18,441 |
+327 |
| Jul05 |
040726 |
8.26 |
8.42 |
8.26 |
8.37 |
+0.20 |
606 |
12,380 |
-90 |
| Oct05 |
040726 |
8.12 |
8.27 |
8.12 |
8.25 |
+0.20 |
449 |
12,576 |
-54 |
| Total Volume and Open Interest |
40,419 |
303,141 |
-5,289 |
| London Cocoa(LCE) |
| Jul04 |
040715 |
817 |
821 |
813 |
819 |
+2 |
402 |
112 |
-283 |
| Sep04 |
040726 |
923 |
923 |
894 |
907 |
-12 |
2,790 |
49,349 |
+10 |
| Dec04 |
040726 |
940 |
940 |
918 |
930 |
-11 |
2,317 |
50,722 |
-307 |
| Mar05 |
040726 |
955 |
956 |
938 |
951 |
-11 |
1,562 |
28,170 |
-824 |
| May05 |
040726 |
964 |
969 |
959 |
965 |
-11 |
258 |
14,225 |
+65 |
| Jul05 |
040726 |
981 |
981 |
975 |
979 |
-11 |
51 |
12,069 |
+41 |
| Sep05 |
040726 |
993 |
998 |
984 |
993 |
-11 |
1,075 |
10,116 |
+679 |
| Total Volume and Open Interest |
8,155 |
174,224 |
-302 |
| London Coffee(LCE) |
| Jul04 |
040726 |
672.00 |
674.00 |
662.00 |
664.00 |
-11.00 |
152 |
1,570 |
-58 |
| Sep04 |
040726 |
684.00 |
690.00 |
675.00 |
679.00 |
-11.00 |
4,879 |
65,764 |
-1,712 |
| Nov04 |
040726 |
699.00 |
704.00 |
691.00 |
694.00 |
-8.00 |
2,879 |
35,474 |
+464 |
| Jan05 |
040726 |
715.00 |
718.00 |
706.00 |
709.00 |
-7.00 |
1,656 |
27,411 |
+478 |
| Mar05 |
040726 |
729.00 |
730.00 |
721.00 |
724.00 |
-7.00 |
634 |
15,036 |
+253 |
| May05 |
040726 |
745.00 |
746.00 |
737.00 |
739.00 |
-7.00 |
743 |
12,669 |
+683 |
| Total Volume and Open Interest |
11,043 |
160,918 |
+208 |
| London Sugar(LCE) |
| Aug04 |
040716 |
244.50 |
248.90 |
244.00 |
248.90 |
+4.90 |
896 |
2,854 |
-394 |
| Oct04 |
040726 |
244.00 |
248.30 |
243.50 |
248.00 |
+3.40 |
2,030 |
24,843 |
-277 |
| Dec04 |
040726 |
247.00 |
251.00 |
247.00 |
251.00 |
+3.00 |
335 |
5,819 |
+30 |
| Mar05 |
040726 |
254.10 |
258.00 |
254.10 |
258.00 |
+4.40 |
492 |
9,695 |
+68 |
| May05 |
040726 |
252.40 |
257.00 |
252.40 |
256.80 |
+4.80 |
580 |
4,621 |
-72 |
| Total Volume and Open Interest |
3,594 |
53,061 |
-321 |
| Cotton(NYBOT) |
| Oct04 |
040726 |
45.75 |
45.75 |
43.80 |
44.31 |
-2.14 |
368 |
3,636 |
+9 |
| Dec04 |
040726 |
46.00 |
46.00 |
44.75 |
45.04 |
-1.58 |
4,866 |
55,612 |
+276 |
| Mar05 |
040726 |
47.20 |
47.20 |
46.50 |
46.80 |
-1.59 |
745 |
12,766 |
+93 |
| May05 |
040726 |
48.00 |
48.40 |
47.50 |
47.90 |
-1.47 |
211 |
2,533 |
+49 |
| Jul05 |
040726 |
49.00 |
49.30 |
49.00 |
49.00 |
-1.37 |
43 |
1,887 |
+12 |
| Oct05 |
040726 |
50.60 |
50.60 |
50.60 |
50.60 |
-0.65 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
6,256 |
78,053 |
+452 |
| Lumber(CME) |
| Sep04 |
040726 |
417.0 |
422.0 |
412.0 |
418.9 |
+1.0 |
669 |
4,041 |
+98 |
| Nov04 |
040726 |
375.3 |
378.0 |
370.6 |
377.9 |
+0.6 |
272 |
1,330 |
+37 |
| Jan05 |
040726 |
365.5 |
366.6 |
364.0 |
366.0 |
-3.7 |
31 |
285 |
-7 |
| Mar05 |
040726 |
366.5 |
370.9 |
366.5 |
370.9 |
-0.5 |
6 |
40 |
+0 |
| Total Volume and Open Interest |
978 |
5,696 |
+128 |
| Crude Oil(NYM) |
| Sep04 |
040726 |
41.45 |
41.70 |
41.05 |
41.44 |
-0.27 |
64,917 |
232,457 |
-7,559 |
| Oct04 |
040726 |
41.06 |
41.25 |
40.60 |
40.97 |
-0.30 |
25,519 |
67,356 |
+10 |
| Nov04 |
040726 |
40.62 |
40.78 |
40.35 |
40.58 |
-0.29 |
6,907 |
37,572 |
+141 |
| Dec04 |
040726 |
40.20 |
40.48 |
39.92 |
40.17 |
-0.28 |
10,584 |
64,497 |
+1,076 |
| Jan05 |
040726 |
39.70 |
39.85 |
39.55 |
39.68 |
-0.26 |
2,378 |
24,027 |
-409 |
| Feb05 |
040726 |
39.30 |
39.30 |
39.25 |
39.25 |
-0.25 |
1,085 |
15,881 |
+465 |
| Mar05 |
040726 |
38.80 |
38.85 |
38.75 |
38.85 |
-0.24 |
2,312 |
16,342 |
-229 |
| Apr05 |
040726 |
38.48 |
38.48 |
38.48 |
38.48 |
-0.23 |
1,097 |
12,345 |
+677 |
| May05 |
040726 |
38.12 |
38.12 |
38.12 |
38.12 |
-0.22 |
113 |
6,610 |
-42 |
| Jun05 |
040726 |
37.80 |
38.00 |
37.75 |
37.78 |
-0.21 |
1,144 |
22,618 |
+176 |
| Jul05 |
040726 |
37.49 |
37.49 |
37.49 |
37.49 |
-0.20 |
54 |
6,387 |
-12 |
| Aug05 |
040726 |
37.24 |
37.24 |
37.24 |
37.24 |
-0.19 |
49 |
6,290 |
-5 |
| Sep05 |
040726 |
37.00 |
37.25 |
37.00 |
37.02 |
-0.18 |
206 |
9,201 |
+144 |
| Oct05 |
040726 |
36.83 |
36.83 |
36.83 |
36.83 |
-0.18 |
25 |
3,773 |
-16 |
| Nov05 |
040726 |
36.64 |
36.64 |
36.64 |
36.64 |
-0.18 |
100 |
4,439 |
+35 |
| Dec05 |
040726 |
36.55 |
36.65 |
36.45 |
36.47 |
-0.18 |
2,656 |
46,497 |
-184 |
| Total Volume and Open Interest |
126,534 |
683,499 |
-8,007 |
| Heating Oil(NYM) |
| Aug04 |
040726 |
112.50 |
113.00 |
110.80 |
111.33 |
-1.84 |
16,114 |
22,324 |
-3,273 |
| Sep04 |
040726 |
113.50 |
113.70 |
111.80 |
112.33 |
-1.79 |
18,480 |
62,912 |
+3,817 |
| Oct04 |
040726 |
114.00 |
114.50 |
113.10 |
113.23 |
-1.69 |
2,624 |
18,031 |
+15 |
| Nov04 |
040726 |
114.30 |
115.20 |
113.98 |
113.98 |
-1.64 |
1,558 |
12,715 |
+107 |
| Dec04 |
040726 |
114.50 |
115.60 |
114.50 |
114.68 |
-1.59 |
4,472 |
25,099 |
+687 |
| Jan05 |
040726 |
116.80 |
116.80 |
114.90 |
115.13 |
-1.54 |
795 |
10,856 |
+164 |
| Feb05 |
040726 |
115.50 |
115.50 |
113.93 |
113.93 |
-1.39 |
542 |
11,125 |
-22 |
| Mar05 |
040726 |
111.75 |
111.80 |
110.78 |
110.78 |
-1.29 |
232 |
10,024 |
-32 |
| Apr05 |
040726 |
107.35 |
107.35 |
106.28 |
106.28 |
-1.19 |
18 |
2,638 |
+0 |
| May05 |
040726 |
102.70 |
103.00 |
102.18 |
102.18 |
-1.04 |
210 |
2,154 |
+194 |
| Jun05 |
040726 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.89 |
386 |
4,353 |
-147 |
| Jul05 |
040726 |
98.78 |
98.78 |
98.78 |
98.78 |
-0.84 |
329 |
5,524 |
+61 |
| Total Volume and Open Interest |
46,099 |
199,585 |
+1,850 |
| Unleaded Gas(NYM) |
| Aug04 |
040726 |
126.90 |
127.00 |
123.80 |
124.67 |
-3.21 |
15,462 |
25,718 |
-2,885 |
| Sep04 |
040726 |
125.80 |
126.00 |
123.30 |
124.43 |
-2.54 |
14,075 |
56,099 |
+1,629 |
| Oct04 |
040726 |
120.35 |
120.40 |
119.00 |
119.48 |
-1.99 |
1,816 |
10,351 |
+421 |
| Nov04 |
040726 |
116.80 |
117.50 |
115.85 |
115.85 |
-1.67 |
545 |
6,361 |
-56 |
| Dec04 |
040726 |
113.20 |
113.90 |
112.75 |
113.10 |
-1.47 |
1,104 |
12,844 |
+540 |
| Jan05 |
040726 |
112.55 |
112.55 |
112.55 |
112.55 |
-1.32 |
262 |
5,174 |
+152 |
| Feb05 |
040726 |
112.85 |
112.85 |
112.85 |
112.85 |
-1.22 |
501 |
4,315 |
+268 |
| Mar05 |
040726 |
113.45 |
113.45 |
113.45 |
113.45 |
-1.12 |
531 |
1,646 |
+283 |
| Apr05 |
040726 |
120.05 |
120.05 |
120.05 |
120.05 |
-1.07 |
200 |
7,698 |
+0 |
| May05 |
040726 |
119.75 |
119.75 |
119.75 |
119.75 |
-0.97 |
0 |
7,493 |
+0 |
| Jun05 |
040726 |
118.45 |
118.45 |
118.45 |
118.45 |
-0.97 |
0 |
1,983 |
+0 |
| Jul05 |
040726 |
116.15 |
116.15 |
116.15 |
116.15 |
-0.92 |
0 |
2,095 |
+0 |
| Total Volume and Open Interest |
34,496 |
141,777 |
+352 |
| Natural Gas(NYM) |
| Aug04 |
040726 |
6.060 |
6.080 |
5.940 |
5.957 |
-0.177 |
27,045 |
26,270 |
-5,782 |
| Sep04 |
040726 |
6.110 |
6.130 |
5.980 |
5.996 |
-0.195 |
15,947 |
65,703 |
+2,649 |
| Oct04 |
040726 |
6.160 |
6.170 |
6.040 |
6.051 |
-0.185 |
2,702 |
39,580 |
+204 |
| Nov04 |
040726 |
6.465 |
6.470 |
6.355 |
6.366 |
-0.168 |
2,425 |
20,514 |
+253 |
| Dec04 |
040726 |
6.750 |
6.765 |
6.650 |
6.654 |
-0.163 |
798 |
25,552 |
-37 |
| Jan05 |
040726 |
6.925 |
6.935 |
6.820 |
6.829 |
-0.156 |
620 |
22,990 |
+108 |
| Feb05 |
040726 |
6.880 |
6.890 |
6.787 |
6.787 |
-0.149 |
526 |
16,198 |
+151 |
| Mar05 |
040726 |
6.730 |
6.745 |
6.650 |
6.651 |
-0.139 |
1,358 |
17,491 |
-286 |
| Apr05 |
040726 |
6.060 |
6.060 |
6.005 |
6.005 |
-0.095 |
538 |
13,401 |
-310 |
| May05 |
040726 |
5.940 |
5.940 |
5.895 |
5.895 |
-0.085 |
355 |
11,804 |
-53 |
| Jun05 |
040726 |
5.960 |
5.960 |
5.907 |
5.907 |
-0.083 |
211 |
8,403 |
+49 |
| Jul05 |
040726 |
5.975 |
5.975 |
5.935 |
5.935 |
-0.080 |
87 |
11,667 |
+3 |
| Aug05 |
040726 |
5.980 |
5.990 |
5.945 |
5.945 |
-0.075 |
53 |
8,426 |
+2 |
| Sep05 |
040726 |
5.965 |
5.965 |
5.940 |
5.940 |
-0.065 |
262 |
8,001 |
+9 |
| Oct05 |
040726 |
6.010 |
6.010 |
5.970 |
5.970 |
-0.060 |
410 |
7,281 |
+319 |
| Nov05 |
040726 |
6.175 |
6.180 |
6.150 |
6.150 |
-0.055 |
350 |
7,016 |
+146 |
| Total Volume and Open Interest |
54,975 |
380,554 |
-2,107 |
| Brent Crude Oil(IPE) |
| Sep04 |
040726 |
38.30 |
38.43 |
37.75 |
38.11 |
-0.16 |
32,335 |
86,655 |
-4,449 |
| Oct04 |
040726 |
37.92 |
38.06 |
37.41 |
37.64 |
-0.25 |
15,921 |
83,113 |
-1,774 |
| Nov04 |
040726 |
37.74 |
37.74 |
37.20 |
37.36 |
-0.25 |
5,524 |
13,124 |
-383 |
| Dec04 |
040726 |
37.35 |
37.39 |
36.89 |
37.00 |
-0.25 |
5,104 |
30,754 |
+160 |
| Jan05 |
040726 |
36.90 |
36.90 |
36.60 |
36.61 |
-0.26 |
950 |
12,444 |
-390 |
| Feb05 |
040726 |
36.65 |
36.65 |
36.25 |
36.25 |
-0.24 |
400 |
7,199 |
-33 |
| Mar05 |
040726 |
35.95 |
35.95 |
35.91 |
35.91 |
-0.23 |
400 |
10,979 |
+0 |
| Apr05 |
040726 |
35.61 |
35.61 |
35.61 |
35.61 |
-0.22 |
0 |
6,306 |
+0 |
| May05 |
040726 |
35.34 |
35.34 |
35.34 |
35.34 |
-0.20 |
25 |
1,573 |
+0 |
| Jun05 |
040726 |
35.00 |
35.07 |
35.00 |
35.07 |
-0.19 |
50 |
13,819 |
-150 |
| Jul05 |
040726 |
34.86 |
34.86 |
34.86 |
34.86 |
-0.17 |
0 |
1,715 |
+0 |
| Aug05 |
040726 |
34.68 |
34.68 |
34.68 |
34.68 |
-0.15 |
0 |
100 |
+0 |
| Sep05 |
040726 |
34.50 |
34.50 |
34.50 |
34.50 |
-0.13 |
0 |
3,340 |
+0 |
| Total Volume and Open Interest |
66,909 |
326,525 |
-8,420 |
| Gas Oil(IPE) |
| Aug04 |
040726 |
359.25 |
361.25 |
356.00 |
358.00 |
+0.75 |
14,652 |
49,993 |
-5,063 |
| Sep04 |
040726 |
356.00 |
358.50 |
353.75 |
356.75 |
+1.50 |
13,156 |
38,547 |
+1,579 |
| Oct04 |
040726 |
350.50 |
353.50 |
349.50 |
352.00 |
+1.75 |
4,037 |
19,152 |
+798 |
| Nov04 |
040726 |
347.50 |
349.00 |
345.00 |
347.00 |
+1.75 |
864 |
8,290 |
-39 |
| Dec04 |
040726 |
342.50 |
343.00 |
339.00 |
341.50 |
+1.75 |
3,374 |
25,435 |
+589 |
| Jan05 |
040726 |
337.50 |
337.50 |
334.00 |
336.50 |
+1.75 |
1,100 |
6,230 |
+217 |
| Feb05 |
040726 |
332.25 |
332.25 |
328.75 |
331.25 |
+2.50 |
0 |
2,478 |
+0 |
| Mar05 |
040726 |
323.75 |
323.75 |
323.75 |
323.75 |
+2.25 |
0 |
2,735 |
+0 |
| Apr05 |
040726 |
315.50 |
315.50 |
315.50 |
315.50 |
+2.25 |
0 |
900 |
+0 |
| May05 |
040726 |
310.50 |
310.50 |
310.50 |
310.50 |
+3.00 |
0 |
850 |
+0 |
| Total Volume and Open Interest |
37,703 |
181,301 |
-1,769 |
| US Dollar Index(NYBOT) |
| Sep04 |
040726 |
89.42 |
89.42 |
88.95 |
89.22 |
-0.24 |
2,162 |
14,055 |
-993 |
| Dec04 |
040726 |
89.30 |
89.54 |
89.30 |
89.45 |
-0.24 |
7 |
2,118 |
-1 |
| Mar05 |
040726 |
89.68 |
89.68 |
89.68 |
89.68 |
-0.24 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
2,169 |
16,186 |
-994 |
| Australian Dollar(CME) |
| Sep04 |
040726 |
70.72 |
70.76 |
70.50 |
70.57 |
+0.01 |
1,240 |
32,061 |
-1,937 |
| Dec04 |
040726 |
70.05 |
70.05 |
69.94 |
69.94 |
+0.01 |
0 |
258 |
-1 |
| Mar05 |
040726 |
69.39 |
69.39 |
69.39 |
69.39 |
+0.01 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
1,240 |
32,410 |
-1,938 |
| British Pound(CME) |
| Sep04 |
040726 |
183.25 |
183.40 |
182.96 |
183.37 |
+1.07 |
6,899 |
69,874 |
-6,147 |
| Dec04 |
040726 |
181.70 |
181.93 |
181.70 |
181.93 |
+1.07 |
0 |
425 |
+3 |
| Mar05 |
040726 |
180.63 |
180.63 |
180.63 |
180.63 |
+1.07 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
6,900 |
70,306 |
-6,143 |
| Canadian Dollar(CME) |
| Sep04 |
040726 |
75.78 |
75.90 |
74.86 |
75.07 |
-0.55 |
2,241 |
73,680 |
-3,419 |
| Dec04 |
040726 |
75.15 |
75.18 |
74.84 |
74.99 |
-0.55 |
64 |
4,539 |
+3 |
| Mar05 |
040726 |
74.95 |
74.95 |
74.92 |
74.92 |
-0.55 |
18 |
758 |
-10 |
| Jun05 |
040726 |
74.90 |
74.90 |
74.85 |
74.85 |
-0.55 |
6 |
561 |
+3 |
| Total Volume and Open Interest |
2,329 |
79,586 |
-3,423 |
| Japanese Yen(CME) |
| Sep04 |
040726 |
91.50 |
91.50 |
90.99 |
91.17 |
+0.13 |
3,030 |
96,437 |
-373 |
| Dec04 |
040726 |
91.95 |
91.95 |
91.54 |
91.62 |
+0.13 |
61 |
10,417 |
+29 |
| Mar05 |
040726 |
92.16 |
92.16 |
92.16 |
92.16 |
+0.13 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
3,091 |
106,862 |
-344 |
| Swiss Franc(CME) |
| Sep04 |
040726 |
79.40 |
79.45 |
79.17 |
79.23 |
+0.22 |
12,236 |
41,004 |
-5,331 |
| Dec04 |
040726 |
79.67 |
79.67 |
79.48 |
79.48 |
+0.13 |
7 |
137 |
-2 |
| Mar05 |
040726 |
79.75 |
79.75 |
79.75 |
79.75 |
+0.13 |
1 |
6 |
-1 |
| Total Volume and Open Interest |
12,244 |
41,205 |
-5,334 |
| EuroFX(CME) |
| Sep04 |
040726 |
121.48 |
121.57 |
121.16 |
121.31 |
+0.43 |
16,638 |
142,001 |
+3,346 |
| Dec04 |
040726 |
121.34 |
121.34 |
121.23 |
121.24 |
+0.43 |
34 |
1,262 |
-78 |
| Mar05 |
040726 |
121.40 |
121.42 |
121.24 |
121.24 |
+0.43 |
15 |
210 |
+0 |
| Total Volume and Open Interest |
16,689 |
143,564 |
+3,269 |
| Mexican Peso(CME) |
| Sep04 |
040726 |
8677.0 |
8685.0 |
8625.0 |
8637.0 |
-35.0 |
2,903 |
40,404 |
-712 |
| Dec04 |
040726 |
8495.0 |
8507.0 |
8495.0 |
8507.0 |
-35.0 |
0 |
1,354 |
+0 |
| Total Volume and Open Interest |
2,911 |
42,730 |
-712 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040726 |
108~19 |
108~22 |
107~30 |
108~06 |
-0~14 |
79,943 |
497,901 |
+2,782 |
| Dec04 |
040726 |
107~06 |
107~15 |
106~26 |
107~00 |
-0~14 |
350 |
17,962 |
+90 |
| Mar05 |
040726 |
105~29 |
105~29 |
105~29 |
105~29 |
-0~14 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
80,293 |
516,101 |
+2,872 |
| Municipal Bonds(CBOT) |
| Sep04 |
040726 |
101~17 |
101~21 |
101~11 |
101~16 |
-0~03 |
102 |
2,534 |
+32 |
| Total Volume and Open Interest |
102 |
2,534 |
+32 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040726 |
110~220 |
110~235 |
110~110 |
110~155 |
-0~080 |
292,045 |
1,290,974 |
-17,003 |
| Dec04 |
040726 |
109~130 |
109~150 |
109~070 |
109~085 |
-0~080 |
9,237 |
42,761 |
+1,330 |
| Total Volume and Open Interest |
301,548 |
1,333,850 |
-15,568 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040726 |
109~145 |
109~150 |
109~075 |
109~100 |
-0~055 |
108,140 |
0 |
+0 |
| Dec04 |
040726 |
108~165 |
108~165 |
108~120 |
108~120 |
-0~055 |
322 |
92,452 |
+92,452 |
| Total Volume and Open Interest |
108,462 |
92,452 |
+92,452 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040726 |
105~062 |
105~064 |
105~052 |
105~054 |
-0~010 |
519 |
191,064 |
+881 |
| Dec04 |
040726 |
104~106 |
104~106 |
104~106 |
104~106 |
-0~010 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
519 |
191,464 |
+881 |
| Eurodollars(CME) |
| Sep04 |
040726 |
98.055 |
98.055 |
98.030 |
98.040 |
-0.015 |
28,822 |
923,207 |
+3,548 |
| Dec04 |
040726 |
97.595 |
97.595 |
97.550 |
97.560 |
-0.045 |
28,225 |
851,460 |
-7,580 |
| Mar05 |
040726 |
97.160 |
97.165 |
97.095 |
97.120 |
-0.050 |
28,013 |
801,041 |
-12,569 |
| Jun05 |
040726 |
96.765 |
96.770 |
96.695 |
96.725 |
-0.050 |
31,520 |
598,067 |
-9,335 |
| Sep05 |
040726 |
96.425 |
96.430 |
96.365 |
96.390 |
-0.045 |
28,230 |
542,467 |
-7,916 |
| Dec05 |
040726 |
96.135 |
96.150 |
96.080 |
96.100 |
-0.055 |
21,787 |
464,066 |
+706 |
| Mar06 |
040726 |
95.935 |
95.935 |
95.880 |
95.895 |
-0.050 |
15,323 |
370,055 |
+6,227 |
| Jun06 |
040726 |
95.760 |
95.765 |
95.710 |
95.725 |
-0.045 |
11,856 |
225,086 |
+2,484 |
| Sep06 |
040726 |
95.610 |
95.620 |
95.570 |
95.580 |
-0.050 |
6,648 |
194,904 |
+1,292 |
| Dec06 |
040726 |
95.470 |
95.480 |
95.420 |
95.430 |
-0.055 |
6,365 |
147,899 |
+2,453 |
| Mar07 |
040726 |
95.345 |
95.345 |
95.290 |
95.305 |
-0.055 |
5,776 |
154,030 |
+1,302 |
| Jun07 |
040726 |
95.220 |
95.220 |
95.175 |
95.185 |
-0.050 |
5,232 |
113,774 |
+1,167 |
| Total Volume and Open Interest |
228,745 |
5,969,339 |
-16,572 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040726 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
6,997 |
-200 |
| Dec04 |
040726 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
6,996 |
-165 |
| Mar05 |
040726 |
99.80 |
99.80 |
99.80 |
99.80 |
-0.01 |
1 |
8,004 |
+3 |
| Jun05 |
040726 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.02 |
2 |
8,250 |
+0 |
| Sep05 |
040726 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.02 |
44 |
5,447 |
+205 |
| Dec05 |
040726 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.02 |
0 |
3,015 |
+0 |
| Mar06 |
040726 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.02 |
14 |
2,085 |
+0 |
| Jun06 |
040726 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.03 |
0 |
1,218 |
+0 |
| Sep06 |
040726 |
99.02 |
99.02 |
99.02 |
99.02 |
-0.03 |
0 |
1,079 |
+0 |
| Dec06 |
040726 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.03 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
61 |
44,764 |
-157 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040726 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
50 |
43,126 |
+3 |
| Dec04 |
040726 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
1,776 |
67,132 |
-1,174 |
| Mar05 |
040726 |
99.81 |
99.81 |
99.80 |
99.80 |
-0.01 |
6,241 |
60,430 |
+506 |
| Jun05 |
040726 |
99.71 |
99.71 |
99.69 |
99.69 |
-0.02 |
4,053 |
58,954 |
-866 |
| Sep05 |
040726 |
99.58 |
99.58 |
99.56 |
99.56 |
-0.02 |
1,984 |
46,412 |
+448 |
| Dec05 |
040726 |
99.45 |
99.45 |
99.44 |
99.44 |
-0.01 |
1,879 |
38,208 |
+1,178 |
| Mar06 |
040726 |
99.31 |
99.31 |
99.29 |
99.29 |
-0.02 |
928 |
27,902 |
+427 |
| Jun06 |
040726 |
99.17 |
99.17 |
99.15 |
99.15 |
-0.03 |
30 |
13,042 |
+0 |
| Total Volume and Open Interest |
17,016 |
371,645 |
+572 |
| German Euro-Bund(EUREX) |
| Sep04 |
040726 |
113.93 |
114.00 |
113.67 |
113.73 |
-0.22 |
483,878 |
1,062,638 |
-5,153 |
| Dec04 |
040726 |
112.99 |
113.03 |
112.78 |
112.79 |
-0.21 |
712 |
18,383 |
+23 |
| Mar05 |
040726 |
112.23 |
112.23 |
112.23 |
112.23 |
-0.22 |
3,059 |
0 |
+0 |
| Total Volume and Open Interest |
487,649 |
1,081,021 |
-5,130 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040726 |
110.77 |
110.78 |
110.56 |
110.58 |
-0.19 |
342,908 |
713,476 |
-21,876 |
| Dec04 |
040726 |
109.87 |
109.87 |
109.67 |
109.67 |
-0.20 |
1,223 |
5,446 |
-507 |
| Mar05 |
040726 |
109.19 |
109.19 |
109.19 |
109.19 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
344,131 |
718,922 |
-22,383 |
| Long Gilt(LIFFE) |
| Sep04 |
040726 |
105~23 |
105~25 |
105~14 |
105~18 |
-0~06 |
37,160 |
201,869 |
+1,849 |
| Dec04 |
040726 |
105~12 |
105~12 |
105~12 |
105~12 |
-0~06 |
|
|
|
| Total Volume and Open Interest |
37,160 |
201,869 |
+1,849 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040726 |
94.93 |
94.94 |
94.92 |
94.93 |
unch |
23,518 |
201,782 |
+3,604 |
| Dec04 |
040726 |
94.75 |
94.76 |
94.72 |
94.75 |
unch |
43,170 |
229,485 |
+892 |
| Mar05 |
040726 |
94.61 |
94.63 |
94.58 |
94.62 |
unch |
39,700 |
198,759 |
-1,646 |
| Total Volume and Open Interest |
147,762 |
1,174,833 |
+3,699 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040726 |
97.835 |
97.840 |
97.825 |
97.830 |
-0.005 |
36,814 |
508,239 |
-9,167 |
| Dec04 |
040726 |
97.675 |
97.680 |
97.640 |
97.650 |
-0.025 |
52,238 |
523,937 |
-858 |
| Mar05 |
040726 |
97.465 |
97.470 |
97.420 |
97.435 |
-0.035 |
56,730 |
418,823 |
+5,619 |
| Total Volume and Open Interest |
266,195 |
2,765,488 |
-2,718 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040726 |
94.51 |
94.52 |
94.49 |
94.50 |
-0.02 |
2,796 |
131,530 |
-12,035 |
| Dec04 |
040726 |
94.41 |
94.41 |
94.38 |
94.40 |
-0.01 |
7,506 |
115,685 |
-7,950 |
| Mar05 |
040726 |
94.35 |
94.37 |
94.33 |
94.34 |
-0.01 |
3,083 |
57,104 |
-1,349 |
| Jun05 |
040726 |
94.33 |
94.33 |
94.30 |
94.31 |
unch |
509 |
29,887 |
+274 |
| Sep05 |
040726 |
94.30 |
94.30 |
94.27 |
94.28 |
-0.01 |
870 |
20,094 |
+248 |
| Dec05 |
040726 |
94.26 |
94.26 |
94.24 |
94.24 |
-0.01 |
257 |
14,770 |
-135 |
| Mar06 |
040726 |
94.22 |
94.22 |
94.19 |
94.19 |
-0.01 |
102 |
11,009 |
+5 |
| Jun06 |
040726 |
94.18 |
94.18 |
94.14 |
94.14 |
unch |
20 |
6,323 |
+60 |
| Sep06 |
040726 |
94.11 |
94.12 |
94.10 |
94.10 |
unch |
15 |
2,895 |
+5 |
| Dec06 |
040726 |
94.06 |
94.06 |
94.05 |
94.06 |
+0.02 |
0 |
1,784 |
+0 |
| Total Volume and Open Interest |
15,158 |
394,369 |
-20,877 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040726 |
94.35 |
94.35 |
94.29 |
94.29 |
-0.01 |
9,676 |
190,719 |
-4,779 |
| Dec04 |
040726 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
31,217 |
368,806 |
-15,875 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040726 |
94.57 |
94.58 |
94.52 |
94.54 |
unch |
17,240 |
368,806 |
-15,875 |
| Dec04 |
040726 |
94.54 |
94.54 |
94.54 |
94.54 |
unch |
|
|
|
| Total Volume and Open Interest |
17,240 |
368,806 |
-15,875 |
| Gold(CMX) |
| Aug04 |
040726 |
392.3 |
392.5 |
389.5 |
390.3 |
-0.2 |
73,548 |
109,376 |
-7,160 |
| Oct04 |
040726 |
393.5 |
393.7 |
390.5 |
391.6 |
-0.1 |
3,346 |
13,830 |
+307 |
| Dec04 |
040726 |
394.5 |
395.5 |
392.0 |
393.0 |
unch |
15,493 |
64,783 |
-2,051 |
| Feb05 |
040726 |
396.5 |
396.5 |
394.5 |
394.5 |
unch |
76 |
7,220 |
-24 |
| Apr05 |
040726 |
398.5 |
398.5 |
396.1 |
396.1 |
unch |
35 |
4,870 |
+14 |
| Jun05 |
040726 |
398.7 |
399.5 |
397.0 |
397.9 |
unch |
205 |
13,742 |
-207 |
| Aug05 |
040726 |
399.9 |
399.9 |
399.9 |
399.9 |
unch |
641 |
2,803 |
+505 |
| Oct05 |
040726 |
401.9 |
401.9 |
401.9 |
401.9 |
unch |
0 |
281 |
+0 |
| Dec05 |
040726 |
404.4 |
404.4 |
403.0 |
404.0 |
unch |
142 |
6,301 |
-9 |
| Feb06 |
040726 |
406.3 |
406.3 |
406.3 |
406.3 |
unch |
0 |
843 |
+0 |
| Apr06 |
040726 |
408.7 |
408.7 |
408.7 |
408.7 |
unch |
0 |
485 |
+0 |
| Jun06 |
040726 |
411.1 |
411.1 |
411.1 |
411.1 |
unch |
3 |
7,538 |
+3 |
| Total Volume and Open Interest |
93,499 |
238,676 |
-8,616 |
| Silver(CMX) |
| Jul04 |
040726 |
631.0 |
631.0 |
616.0 |
623.4 |
-10.0 |
32 |
70 |
+14 |
| Sep04 |
040726 |
634.0 |
636.0 |
616.5 |
624.5 |
-10.0 |
13,558 |
58,345 |
-616 |
| Dec04 |
040726 |
637.0 |
639.0 |
620.0 |
627.7 |
-10.0 |
1,498 |
20,719 |
+196 |
| Mar05 |
040726 |
633.0 |
639.0 |
623.0 |
631.0 |
-10.0 |
521 |
5,147 |
+89 |
| May05 |
040726 |
629.0 |
633.2 |
629.0 |
633.2 |
-9.8 |
85 |
1,113 |
-5 |
| Jul05 |
040726 |
640.0 |
643.0 |
632.5 |
635.0 |
-10.0 |
44 |
2,037 |
+4 |
| Sep05 |
040726 |
637.3 |
637.3 |
637.3 |
637.3 |
-9.9 |
0 |
98 |
+0 |
| Total Volume and Open Interest |
15,792 |
92,165 |
-276 |
| Platinum(NYM) |
| Jul04 |
040726 |
815.4 |
815.4 |
815.4 |
815.4 |
-4.6 |
7 |
64 |
-205 |
| Oct04 |
040726 |
813.1 |
815.7 |
810.0 |
811.4 |
-4.6 |
571 |
5,440 |
+7 |
| Jan05 |
040726 |
805.4 |
805.4 |
805.4 |
805.4 |
-4.6 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
578 |
5,515 |
-198 |
| Palladium(NYME) |
| Sep04 |
040726 |
221.00 |
222.50 |
219.50 |
220.00 |
-2.75 |
277 |
7,352 |
-32 |
| Dec04 |
040726 |
224.50 |
224.50 |
221.25 |
221.50 |
-2.75 |
15 |
700 |
+1 |
| Mar05 |
040726 |
226.00 |
227.00 |
223.75 |
223.75 |
-2.75 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
292 |
8,053 |
-31 |
| Copper(CMX) |
| Jul04 |
040726 |
125.80 |
126.00 |
124.90 |
124.95 |
+0.25 |
339 |
841 |
-244 |
| Sep04 |
040726 |
125.30 |
126.30 |
124.70 |
125.00 |
+0.20 |
11,876 |
42,446 |
-2,960 |
| Dec04 |
040726 |
122.10 |
122.70 |
121.70 |
121.75 |
-0.05 |
550 |
11,807 |
+163 |
| Mar05 |
040726 |
119.60 |
119.90 |
118.50 |
118.50 |
-0.30 |
148 |
2,206 |
+109 |
| May05 |
040726 |
115.80 |
115.80 |
115.80 |
115.80 |
-0.50 |
6 |
396 |
+4 |
| Total Volume and Open Interest |
13,130 |
66,593 |
-2,993 |
| DJIA Index(CBOT) |
| Sep04 |
040726 |
9972 |
9990 |
9900 |
9949 |
-6 |
7,109 |
40,490 |
-603 |
| Dec04 |
040726 |
9940 |
9943 |
9928 |
9943 |
-6 |
17 |
347 |
+2 |
| Mar05 |
040726 |
9948 |
9948 |
9948 |
9948 |
-6 |
|
|
|
| Total Volume and Open Interest |
7,126 |
40,837 |
-601 |
| S & P 500(CME) |
| Sep04 |
040726 |
1086.60 |
1089.20 |
1077.00 |
1082.90 |
-2.60 |
29,709 |
577,437 |
-1,555 |
| Dec04 |
040726 |
1086.50 |
1086.50 |
1080.50 |
1083.20 |
-2.60 |
188 |
12,703 |
+3 |
| Mar05 |
040726 |
1084.50 |
1084.50 |
1084.50 |
1084.50 |
-2.70 |
2 |
506 |
-1 |
| Jun05 |
040726 |
1087.60 |
1087.60 |
1087.60 |
1087.60 |
-2.70 |
0 |
268 |
+0 |
| Total Volume and Open Interest |
29,899 |
590,958 |
-1,553 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040726 |
1085.75 |
1089.50 |
1077.00 |
1083.00 |
-2.50 |
638,928 |
596,664 |
-13,249 |
| Dec04 |
040726 |
1087.00 |
1089.50 |
1078.00 |
1083.25 |
-2.50 |
2,076 |
45,118 |
+1,293 |
| Total Volume and Open Interest |
641,004 |
641,782 |
-11,956 |
| NASDAQ 100(CME) |
| Sep04 |
040726 |
1380.00 |
1385.50 |
1360.00 |
1373.00 |
-5.00 |
10,603 |
70,044 |
+588 |
| Dec04 |
040726 |
1370.00 |
1378.00 |
1370.00 |
1378.00 |
-5.00 |
0 |
2,292 |
+0 |
| Mar05 |
040726 |
1383.00 |
1383.00 |
1383.00 |
1383.00 |
-5.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
10,603 |
72,339 |
+588 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040726 |
1381.0 |
1388.0 |
1360.0 |
1373.0 |
-5.0 |
345,337 |
220,370 |
+3,513 |
| Dec04 |
040726 |
1391.5 |
1391.5 |
1368.0 |
1378.0 |
-5.0 |
52 |
4,541 |
+28 |
| Total Volume and Open Interest |
345,389 |
224,911 |
+3,541 |
| S & P Midcap 400(CME) |
| Sep04 |
040726 |
573.00 |
573.30 |
565.00 |
566.25 |
-4.75 |
477 |
13,591 |
+5 |
| Dec04 |
040726 |
566.00 |
566.00 |
566.00 |
566.00 |
-4.75 |
|
|
|
| Mar05 |
040726 |
566.00 |
566.00 |
566.00 |
566.00 |
-4.75 |
|
|
|
| Total Volume and Open Interest |
477 |
13,591 |
+5 |
| Russell 2000(CME) |
| Sep04 |
040726 |
540.50 |
541.50 |
529.00 |
531.75 |
-6.75 |
1,321 |
27,633 |
+307 |
| Dec04 |
040726 |
531.75 |
531.75 |
531.75 |
531.75 |
-6.75 |
|
|
|
| Mar05 |
040726 |
531.75 |
531.75 |
531.75 |
531.75 |
-6.75 |
|
|
|
| Total Volume and Open Interest |
1,321 |
27,633 |
+307 |
| Value Line(KCBT) |
| Sep04 |
040726 |
1518.50 |
1518.50 |
1499.00 |
1499.00 |
-13.00 |
1 |
61 |
+0 |
| Total Volume and Open Interest |
1 |
61 |
+0 |
| Nikkei 225(CME) |
| Sep04 |
040726 |
11110 |
11145 |
11070 |
11090 |
unch |
3,953 |
31,155 |
-327 |
| Dec04 |
040726 |
11090 |
11090 |
11090 |
11090 |
unch |
1 |
21 |
+1 |
| Total Volume and Open Interest |
3,954 |
31,176 |
-326 |
| Nikkei 225(SIMEX) |
| Sep04 |
040726 |
11080 |
11150 |
11060 |
11150 |
-30 |
16,821 |
139,422 |
-2,274 |
| Dec04 |
040726 |
11115 |
11115 |
11115 |
11115 |
-30 |
|
|
|
| Mar05 |
040726 |
11110 |
11110 |
11110 |
11110 |
-30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
16,821 |
139,424 |
-2,274 |
| CAC 40(MATIF) |
| Jul04 |
040726 |
3563.5 |
3583.0 |
3532.0 |
3534.0 |
-37.0 |
40,103 |
372,469 |
+8,405 |
| Aug04 |
040726 |
3569.5 |
3588.0 |
3539.0 |
3539.5 |
-37.5 |
2,430 |
3,010 |
-130 |
| Sep04 |
040726 |
3580.0 |
3590.0 |
3544.5 |
3545.5 |
-37.5 |
306 |
94,791 |
-338 |
| Total Volume and Open Interest |
59,162 |
482,663 |
+7,937 |
| DAX Index(EUREX) |
| Sep04 |
040726 |
3804.0 |
3824.0 |
3760.0 |
3767.0 |
-34.5 |
80,468 |
155,232 |
-1,164 |
| Dec04 |
040726 |
3820.0 |
3839.0 |
3782.0 |
3788.0 |
-34.5 |
224 |
5,348 |
+24 |
| Mar05 |
040726 |
3852.0 |
3858.0 |
3804.5 |
3810.0 |
-34.5 |
68 |
1,180 |
+48 |
| Total Volume and Open Interest |
80,760 |
161,760 |
-1,092 |
| FT-SE 100(LIFFE) |
| Sep04 |
040726 |
4316.00 |
4328.00 |
4269.50 |
4279.00 |
-44.50 |
44,288 |
435,918 |
-1,584 |
| Dec04 |
040726 |
4310.50 |
4310.50 |
4310.50 |
4310.50 |
-44.50 |
0 |
30,726 |
+0 |
| Mar05 |
040726 |
4359.50 |
4359.50 |
4316.50 |
4316.50 |
-44.50 |
5 |
4,059 |
+0 |
| Total Volume and Open Interest |
44,294 |
471,953 |
-1,584 |
| SPI 200(SFE) |
| Sep04 |
040726 |
3475.0 |
3493.0 |
3469.0 |
3492.0 |
+9.0 |
8,065 |
150,259 |
-1,021 |
| Dec04 |
040726 |
3491.0 |
3503.0 |
3491.0 |
3503.0 |
+8.0 |
10 |
5,182 |
-23 |
| Mar05 |
040726 |
3496.0 |
3514.0 |
3496.0 |
3514.0 |
+8.0 |
4 |
1,776 |
+4 |
| Total Volume and Open Interest |
8,145 |
159,176 |
-974 |
| GSCI(CME) |
| Aug04 |
040726 |
300.40 |
300.40 |
298.00 |
298.35 |
-3.25 |
99 |
16,468 |
+13 |
| Sep04 |
040726 |
297.50 |
297.50 |
297.50 |
297.50 |
-2.00 |
|
|
|
| Oct04 |
040726 |
297.00 |
297.00 |
297.00 |
297.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
99 |
16,468 |
+13 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040726 |
267.50 |
268.00 |
265.00 |
266.25 |
-3.25 |
32 |
251 |
+10 |
| Nov04 |
040726 |
268.00 |
268.25 |
267.00 |
268.25 |
-3.25 |
4 |
123 |
-1 |
| Jan05 |
040726 |
268.25 |
268.25 |
268.25 |
268.25 |
-3.25 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
36 |
425 |
+9 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|