|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 28, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug04 |
040728 |
658.00 |
658.00 |
625.00 |
627.00 |
-38.50 |
13,321 |
18,325 |
-1,199 |
Sep04 |
040728 |
598.00 |
599.00 |
580.50 |
582.50 |
-26.50 |
6,007 |
14,248 |
+386 |
Nov04 |
040728 |
588.00 |
593.00 |
575.00 |
575.75 |
-21.25 |
45,460 |
108,095 |
+914 |
Jan05 |
040728 |
591.00 |
598.50 |
583.00 |
583.50 |
-19.50 |
1,602 |
10,530 |
+235 |
Mar05 |
040728 |
599.00 |
605.00 |
590.00 |
590.75 |
-20.25 |
1,204 |
6,066 |
+133 |
May05 |
040728 |
608.00 |
609.00 |
594.50 |
595.25 |
-18.25 |
1,191 |
5,450 |
+12 |
Jul05 |
040728 |
608.00 |
611.00 |
598.00 |
598.00 |
-16.00 |
71 |
2,075 |
+16 |
Total Volume and Open Interest |
68,981 |
166,302 |
+578 |
Soybean Meal(CBOT) |
Aug04 |
040728 |
210.80 |
211.00 |
197.50 |
198.80 |
-13.90 |
10,103 |
14,606 |
-990 |
Sep04 |
040728 |
197.50 |
198.00 |
188.00 |
188.80 |
-11.20 |
6,971 |
21,656 |
+1,361 |
Oct04 |
040728 |
182.10 |
184.00 |
178.00 |
178.80 |
-7.40 |
2,809 |
19,269 |
+301 |
Dec04 |
040728 |
182.00 |
183.50 |
177.00 |
177.90 |
-6.90 |
12,782 |
46,336 |
-317 |
Jan05 |
040728 |
183.00 |
184.00 |
177.50 |
178.50 |
-6.80 |
1,017 |
8,139 |
-45 |
Mar05 |
040728 |
185.50 |
186.10 |
180.00 |
181.80 |
-6.70 |
912 |
6,889 |
-118 |
May05 |
040728 |
187.00 |
188.50 |
182.50 |
182.80 |
-6.00 |
854 |
6,439 |
+201 |
Jul05 |
040728 |
191.00 |
191.50 |
186.00 |
188.00 |
-4.50 |
787 |
5,080 |
+286 |
Total Volume and Open Interest |
36,445 |
133,006 |
+801 |
Soybean Oil(CBOT) |
Aug04 |
040728 |
24.10 |
24.15 |
23.23 |
23.25 |
-0.99 |
7,695 |
12,275 |
-2,876 |
Sep04 |
040728 |
23.40 |
23.47 |
22.60 |
22.64 |
-0.94 |
6,290 |
17,592 |
+776 |
Oct04 |
040728 |
22.71 |
22.76 |
22.00 |
22.03 |
-0.86 |
3,430 |
15,727 |
+812 |
Dec04 |
040728 |
21.97 |
22.14 |
21.40 |
21.49 |
-0.68 |
9,553 |
60,429 |
+148 |
Jan05 |
040728 |
22.00 |
22.05 |
21.48 |
21.50 |
-0.61 |
1,117 |
9,814 |
+361 |
Mar05 |
040728 |
21.95 |
22.05 |
21.50 |
21.58 |
-0.52 |
838 |
8,057 |
+184 |
May05 |
040728 |
22.02 |
22.03 |
21.55 |
21.80 |
-0.30 |
571 |
5,897 |
+63 |
Jul05 |
040728 |
22.00 |
22.04 |
21.60 |
21.73 |
-0.30 |
411 |
4,233 |
+90 |
Total Volume and Open Interest |
30,244 |
138,162 |
-239 |
Canola(WCE) |
Sep04 |
040728 |
326.1 |
326.1 |
326.1 |
326.1 |
-7.4 |
0 |
306 |
-7 |
Nov04 |
040728 |
336.0 |
336.0 |
328.5 |
330.1 |
-7.3 |
3,602 |
43,154 |
-736 |
Jan05 |
040728 |
339.0 |
339.0 |
335.0 |
335.0 |
-7.3 |
4 |
2,393 |
+2 |
Mar05 |
040728 |
339.0 |
339.0 |
339.0 |
339.0 |
-8.0 |
25 |
3,344 |
+25 |
May05 |
040728 |
344.8 |
344.8 |
344.8 |
344.8 |
-5.7 |
0 |
325 |
+0 |
Total Volume and Open Interest |
3,706 |
50,550 |
-676 |
Corn(CBOT) |
Sep04 |
040728 |
222.00 |
222.50 |
217.50 |
218.50 |
-3.75 |
13,868 |
148,945 |
-1,653 |
Dec04 |
040728 |
229.75 |
230.75 |
225.50 |
226.75 |
-4.00 |
37,643 |
310,364 |
+2,327 |
Mar05 |
040728 |
238.50 |
239.00 |
234.25 |
235.50 |
-3.75 |
5,637 |
59,766 |
+708 |
May05 |
040728 |
244.25 |
245.25 |
240.50 |
241.50 |
-3.75 |
1,229 |
22,039 |
+432 |
Jul05 |
040728 |
249.00 |
249.50 |
245.00 |
246.25 |
-3.75 |
1,178 |
18,805 |
+510 |
Sep05 |
040728 |
251.00 |
251.00 |
248.00 |
248.00 |
-3.00 |
68 |
4,329 |
+36 |
Total Volume and Open Interest |
60,225 |
576,695 |
+2,308 |
Wheat(CBOT) |
Sep04 |
040728 |
321.50 |
322.00 |
314.00 |
314.75 |
-6.50 |
9,399 |
87,664 |
-610 |
Dec04 |
040728 |
336.00 |
336.00 |
327.00 |
327.50 |
-7.50 |
4,656 |
51,445 |
-166 |
Mar05 |
040728 |
347.50 |
347.50 |
339.00 |
339.25 |
-7.25 |
735 |
11,840 |
+191 |
May05 |
040728 |
350.50 |
351.00 |
344.50 |
345.25 |
-5.75 |
27 |
724 |
+7 |
Jul05 |
040728 |
353.00 |
353.00 |
350.00 |
350.00 |
-3.00 |
285 |
2,552 |
+173 |
Total Volume and Open Interest |
15,110 |
154,277 |
-401 |
Wheat(KCBT) |
Sep04 |
040728 |
349.50 |
350.50 |
342.50 |
343.00 |
-7.25 |
4,387 |
35,749 |
-513 |
Dec04 |
040728 |
361.00 |
361.50 |
354.00 |
354.50 |
-6.50 |
2,164 |
28,384 |
+650 |
Mar05 |
040728 |
371.00 |
371.00 |
363.50 |
364.00 |
-6.75 |
352 |
6,991 |
+121 |
May05 |
040728 |
373.00 |
373.00 |
368.50 |
368.50 |
-4.50 |
0 |
1,010 |
+0 |
Jul05 |
040728 |
370.00 |
370.00 |
367.50 |
368.50 |
-3.50 |
14 |
554 |
+6 |
Total Volume and Open Interest |
6,917 |
72,704 |
+264 |
Wheat(MGE) |
Sep04 |
040728 |
370.00 |
370.25 |
361.00 |
361.00 |
-9.00 |
2,457 |
13,794 |
+278 |
Dec04 |
040728 |
376.50 |
377.25 |
370.00 |
370.00 |
-7.00 |
1,553 |
14,122 |
+284 |
Mar05 |
040728 |
383.75 |
383.75 |
378.00 |
378.00 |
-6.25 |
468 |
3,312 |
+228 |
May05 |
040728 |
384.00 |
385.00 |
384.00 |
384.50 |
-3.50 |
25 |
634 |
+25 |
Jul05 |
040728 |
386.00 |
386.00 |
384.50 |
384.50 |
-3.50 |
5 |
63 |
+5 |
Total Volume and Open Interest |
4,508 |
31,940 |
+820 |
Oats(CBOT) |
Sep04 |
040728 |
127.25 |
127.50 |
125.25 |
125.75 |
-2.00 |
82 |
2,633 |
-23 |
Dec04 |
040728 |
135.00 |
135.25 |
133.25 |
133.25 |
-2.50 |
376 |
6,483 |
-242 |
Mar05 |
040728 |
140.50 |
140.50 |
139.75 |
140.25 |
-2.75 |
0 |
697 |
+0 |
May05 |
040728 |
145.50 |
145.50 |
145.50 |
145.50 |
-3.00 |
0 |
82 |
+0 |
Total Volume and Open Interest |
458 |
9,915 |
-265 |
Rough Rice(CBOT) |
Sep04 |
040728 |
7.20 |
7.40 |
7.13 |
7.13 |
-0.05 |
101 |
1,099 |
-15 |
Nov04 |
040728 |
7.25 |
7.38 |
7.08 |
7.08 |
-0.09 |
90 |
1,816 |
+26 |
Jan05 |
040728 |
7.30 |
7.30 |
7.28 |
7.28 |
-0.12 |
30 |
556 |
+30 |
Mar05 |
040728 |
7.55 |
7.55 |
7.49 |
7.49 |
-0.10 |
0 |
287 |
+0 |
Total Volume and Open Interest |
221 |
3,770 |
+41 |
Live Cattle(CME) |
Aug04 |
040728 |
88.200 |
88.225 |
87.525 |
87.775 |
-0.700 |
5,814 |
23,254 |
-739 |
Oct04 |
040728 |
90.900 |
90.975 |
90.100 |
90.350 |
-0.600 |
7,028 |
65,092 |
+1,521 |
Dec04 |
040728 |
91.350 |
91.600 |
90.800 |
90.850 |
-0.600 |
4,089 |
16,114 |
+968 |
Feb05 |
040728 |
91.400 |
91.400 |
90.750 |
90.775 |
-0.725 |
1,074 |
10,611 |
+334 |
Apr05 |
040728 |
88.400 |
88.600 |
88.000 |
88.225 |
-0.375 |
300 |
3,617 |
+132 |
Jun05 |
040728 |
83.250 |
83.350 |
83.000 |
83.000 |
-0.300 |
109 |
1,188 |
+64 |
Total Volume and Open Interest |
18,434 |
119,971 |
+2,281 |
Feeder Cattle(CME) |
Aug04 |
040728 |
115.500 |
116.100 |
115.100 |
115.825 |
+0.400 |
1,215 |
6,936 |
-87 |
Sep04 |
040728 |
115.500 |
115.500 |
114.600 |
114.975 |
-0.350 |
746 |
5,546 |
+152 |
Oct04 |
040728 |
114.275 |
114.450 |
113.350 |
114.000 |
-0.275 |
668 |
4,933 |
+364 |
Nov04 |
040728 |
110.500 |
111.150 |
110.200 |
110.400 |
-0.275 |
249 |
1,781 |
+88 |
Jan05 |
040728 |
106.000 |
106.750 |
105.700 |
106.000 |
unch |
109 |
948 |
+28 |
Mar05 |
040728 |
101.700 |
102.000 |
101.250 |
101.350 |
-0.450 |
12 |
248 |
+1 |
Apr05 |
040728 |
100.700 |
101.000 |
100.500 |
101.000 |
+0.200 |
4 |
95 |
+3 |
Total Volume and Open Interest |
3,003 |
20,510 |
+549 |
Lean Hogs(CME) |
Aug04 |
040728 |
76.950 |
77.350 |
76.500 |
76.925 |
+0.125 |
5,920 |
14,252 |
-2,779 |
Oct04 |
040728 |
69.200 |
69.450 |
68.500 |
68.650 |
-0.625 |
12,279 |
48,621 |
+4,422 |
Dec04 |
040728 |
63.900 |
64.250 |
63.700 |
63.950 |
-0.075 |
2,976 |
15,630 |
+1,148 |
Feb05 |
040728 |
61.550 |
61.800 |
61.125 |
61.275 |
-0.450 |
1,128 |
3,103 |
+447 |
Apr05 |
040728 |
61.050 |
61.250 |
61.000 |
61.000 |
-0.225 |
274 |
1,243 |
+175 |
May05 |
040728 |
62.475 |
62.800 |
62.475 |
62.650 |
+0.175 |
5 |
194 |
+0 |
Jun05 |
040728 |
64.550 |
65.100 |
64.550 |
65.050 |
+0.150 |
45 |
285 |
+22 |
Jul05 |
040728 |
62.200 |
62.250 |
62.000 |
62.125 |
+0.025 |
5 |
71 |
+1 |
Total Volume and Open Interest |
22,633 |
83,406 |
+3,436 |
Pork Bellies(CME) |
Aug04 |
040728 |
106.000 |
106.000 |
103.325 |
104.000 |
-2.325 |
428 |
1,690 |
-40 |
Feb05 |
040728 |
93.250 |
93.250 |
91.500 |
92.500 |
-0.800 |
7 |
220 |
+2 |
Mar05 |
040728 |
91.750 |
91.750 |
91.750 |
91.750 |
-0.750 |
0 |
3 |
+0 |
May05 |
040728 |
94.250 |
94.250 |
93.750 |
93.750 |
-0.500 |
0 |
1 |
+0 |
Total Volume and Open Interest |
479 |
1,945 |
-68 |
Class III Milk(CME) |
Jul04 |
040728 |
14.82 |
14.84 |
14.82 |
14.84 |
unch |
52 |
5,663 |
+141 |
Aug04 |
040728 |
14.15 |
14.30 |
14.00 |
14.30 |
+0.10 |
255 |
5,277 |
-7 |
Sep04 |
040728 |
15.56 |
15.75 |
15.40 |
15.70 |
+0.14 |
339 |
5,335 |
+103 |
Oct04 |
040728 |
14.35 |
14.65 |
14.25 |
14.59 |
+0.18 |
211 |
3,263 |
+29 |
Nov04 |
040728 |
13.02 |
13.29 |
13.00 |
13.25 |
+0.14 |
37 |
2,243 |
+3 |
Total Volume and Open Interest |
949 |
26,674 |
+290 |
Cocoa(NYBOT) |
Sep04 |
040728 |
1625 |
1662 |
1625 |
1658 |
+54 |
4,606 |
37,233 |
+16 |
Dec04 |
040728 |
1643 |
1675 |
1643 |
1671 |
+53 |
3,010 |
20,362 |
+1,311 |
Mar05 |
040728 |
1665 |
1695 |
1664 |
1692 |
+52 |
435 |
11,234 |
+80 |
May05 |
040728 |
1694 |
1707 |
1687 |
1705 |
+53 |
70 |
11,560 |
-7 |
Jul05 |
040728 |
1720 |
1720 |
1720 |
1720 |
+53 |
125 |
11,335 |
-4 |
Sep05 |
040728 |
1735 |
1735 |
1735 |
1735 |
+53 |
15 |
4,826 |
+15 |
Dec05 |
040728 |
1743 |
1743 |
1743 |
1743 |
+50 |
658 |
4,355 |
+452 |
Total Volume and Open Interest |
8,922 |
104,772 |
+1,866 |
Coffee "C"(NYBOT) |
Sep04 |
040728 |
68.10 |
68.90 |
67.90 |
67.95 |
unch |
7,209 |
57,134 |
-770 |
Dec04 |
040728 |
71.60 |
72.25 |
71.25 |
71.35 |
+0.10 |
2,394 |
21,843 |
+111 |
Mar05 |
040728 |
74.60 |
75.20 |
74.30 |
74.45 |
+0.10 |
601 |
6,855 |
+216 |
May05 |
040728 |
76.15 |
76.80 |
75.90 |
76.10 |
+0.10 |
34 |
1,748 |
+10 |
Jul05 |
040728 |
78.10 |
78.10 |
77.35 |
77.55 |
unch |
60 |
1,206 |
+3 |
Sep05 |
040728 |
78.95 |
78.95 |
78.95 |
78.95 |
unch |
0 |
355 |
+0 |
Total Volume and Open Interest |
10,300 |
89,390 |
-428 |
Orange Juice(NYBOT) |
Sep04 |
040728 |
60.55 |
62.50 |
59.90 |
62.30 |
+1.15 |
5,360 |
16,083 |
-2,038 |
Nov04 |
040728 |
61.00 |
63.00 |
60.40 |
62.95 |
+1.35 |
2,035 |
10,860 |
+8 |
Jan05 |
040728 |
63.50 |
65.60 |
63.45 |
65.30 |
+1.00 |
867 |
2,213 |
+216 |
Mar05 |
040728 |
66.00 |
67.45 |
65.50 |
67.20 |
+1.00 |
295 |
4,814 |
+204 |
May05 |
040728 |
68.75 |
70.75 |
68.75 |
70.75 |
+0.80 |
164 |
3,051 |
+57 |
Total Volume and Open Interest |
8,736 |
37,173 |
-1,544 |
Sugar #11(NYBOT) |
Oct04 |
040728 |
8.10 |
8.24 |
8.05 |
8.23 |
+0.03 |
10,828 |
204,080 |
-2,079 |
Mar05 |
040728 |
8.61 |
8.70 |
8.56 |
8.70 |
unch |
5,163 |
50,583 |
+1,307 |
May05 |
040728 |
8.45 |
8.54 |
8.43 |
8.53 |
-0.02 |
969 |
18,733 |
+42 |
Jul05 |
040728 |
8.24 |
8.28 |
8.21 |
8.28 |
-0.04 |
826 |
12,758 |
-164 |
Oct05 |
040728 |
8.14 |
8.15 |
8.08 |
8.15 |
-0.04 |
415 |
12,921 |
+63 |
Total Volume and Open Interest |
18,272 |
304,640 |
-864 |
London Cocoa(LCE) |
Jul04 |
040715 |
817 |
821 |
813 |
819 |
+2 |
402 |
112 |
-283 |
Sep04 |
040728 |
914 |
949 |
914 |
947 |
+34 |
1,895 |
48,538 |
-645 |
Dec04 |
040728 |
938 |
973 |
938 |
972 |
+36 |
1,294 |
50,471 |
-256 |
Mar05 |
040728 |
960 |
991 |
960 |
990 |
+33 |
755 |
27,975 |
-221 |
May05 |
040728 |
984 |
1006 |
984 |
1004 |
+34 |
108 |
14,225 |
-1 |
Jul05 |
040728 |
1003 |
1019 |
1003 |
1018 |
+34 |
54 |
12,028 |
-50 |
Sep05 |
040728 |
1009 |
1032 |
1007 |
1031 |
+33 |
194 |
10,339 |
+50 |
Total Volume and Open Interest |
4,319 |
173,209 |
-1,121 |
London Coffee(LCE) |
Jul04 |
040728 |
661.00 |
676.00 |
660.00 |
676.00 |
+11.00 |
218 |
1,334 |
-237 |
Sep04 |
040728 |
665.00 |
685.00 |
665.00 |
684.00 |
+12.00 |
6,126 |
64,712 |
-958 |
Nov04 |
040728 |
682.00 |
701.00 |
681.00 |
700.00 |
+12.00 |
2,685 |
36,753 |
+868 |
Jan05 |
040728 |
699.00 |
715.00 |
695.00 |
714.00 |
+12.00 |
1,437 |
27,788 |
+442 |
Mar05 |
040728 |
715.00 |
728.00 |
707.00 |
728.00 |
+11.00 |
235 |
15,193 |
+175 |
May05 |
040728 |
730.00 |
743.00 |
730.00 |
743.00 |
+11.00 |
196 |
13,166 |
+19 |
Total Volume and Open Interest |
10,928 |
163,283 |
+278 |
London Sugar(LCE) |
Aug04 |
040716 |
244.50 |
248.90 |
244.00 |
248.90 |
+4.90 |
896 |
2,854 |
-394 |
Oct04 |
040728 |
247.10 |
247.50 |
245.00 |
246.90 |
-1.10 |
586 |
24,911 |
+45 |
Dec04 |
040728 |
249.00 |
251.00 |
249.00 |
250.40 |
-1.50 |
496 |
6,034 |
+129 |
Mar05 |
040728 |
257.00 |
257.50 |
256.00 |
257.40 |
-0.90 |
488 |
9,723 |
+44 |
May05 |
040728 |
256.10 |
257.60 |
255.10 |
256.60 |
-0.90 |
738 |
4,611 |
+37 |
Total Volume and Open Interest |
2,953 |
53,632 |
+506 |
Cotton(NYBOT) |
Oct04 |
040728 |
43.94 |
44.80 |
43.60 |
44.45 |
+0.51 |
496 |
3,453 |
-158 |
Dec04 |
040728 |
44.70 |
45.15 |
44.15 |
44.81 |
+0.29 |
5,178 |
55,796 |
-99 |
Mar05 |
040728 |
46.20 |
46.50 |
45.60 |
46.18 |
+0.19 |
1,146 |
13,071 |
+159 |
May05 |
040728 |
47.05 |
47.13 |
46.90 |
47.13 |
+0.08 |
150 |
2,756 |
+35 |
Jul05 |
040728 |
47.98 |
48.20 |
47.80 |
48.10 |
unch |
387 |
2,221 |
+173 |
Oct05 |
040728 |
50.30 |
50.30 |
50.30 |
50.30 |
-0.30 |
0 |
25 |
+0 |
Total Volume and Open Interest |
7,399 |
79,015 |
+113 |
Lumber(CME) |
Sep04 |
040728 |
428.0 |
432.4 |
423.0 |
432.2 |
+8.6 |
638 |
4,254 |
+63 |
Nov04 |
040728 |
379.6 |
380.7 |
376.0 |
379.5 |
+2.3 |
216 |
1,375 |
-4 |
Jan05 |
040728 |
363.0 |
367.0 |
363.0 |
365.8 |
+0.3 |
65 |
312 |
+21 |
Mar05 |
040728 |
371.6 |
371.6 |
365.0 |
366.9 |
-3.8 |
0 |
41 |
+0 |
Total Volume and Open Interest |
919 |
5,982 |
+80 |
Crude Oil(NYM) |
Sep04 |
040728 |
42.28 |
43.05 |
42.10 |
42.90 |
+1.06 |
70,722 |
227,481 |
-818 |
Oct04 |
040728 |
41.60 |
42.40 |
41.40 |
42.28 |
+1.02 |
32,766 |
68,335 |
-605 |
Nov04 |
040728 |
41.20 |
41.90 |
41.05 |
41.81 |
+0.97 |
8,927 |
37,042 |
-346 |
Dec04 |
040728 |
40.75 |
41.40 |
40.63 |
41.34 |
+0.93 |
6,815 |
65,623 |
+1,164 |
Jan05 |
040728 |
40.20 |
41.00 |
40.20 |
40.83 |
+0.92 |
549 |
24,135 |
-90 |
Feb05 |
040728 |
39.85 |
40.60 |
39.70 |
40.39 |
+0.91 |
662 |
15,866 |
+22 |
Mar05 |
040728 |
39.80 |
39.98 |
39.60 |
39.98 |
+0.90 |
1,056 |
16,868 |
+557 |
Apr05 |
040728 |
39.00 |
39.60 |
39.00 |
39.60 |
+0.89 |
464 |
12,440 |
+81 |
May05 |
040728 |
39.23 |
39.23 |
39.23 |
39.23 |
+0.88 |
767 |
7,060 |
+350 |
Jun05 |
040728 |
38.40 |
38.88 |
38.35 |
38.88 |
+0.86 |
2,253 |
22,872 |
+306 |
Jul05 |
040728 |
38.55 |
38.59 |
38.55 |
38.59 |
+0.86 |
425 |
6,555 |
+200 |
Aug05 |
040728 |
38.34 |
38.34 |
38.34 |
38.34 |
+0.86 |
0 |
6,290 |
+0 |
Sep05 |
040728 |
37.70 |
38.12 |
37.70 |
38.12 |
+0.86 |
100 |
9,226 |
+25 |
Oct05 |
040728 |
37.93 |
37.93 |
37.93 |
37.93 |
+0.86 |
0 |
3,773 |
+0 |
Nov05 |
040728 |
37.74 |
37.74 |
37.74 |
37.74 |
+0.86 |
0 |
4,439 |
+0 |
Dec05 |
040728 |
37.00 |
37.60 |
37.00 |
37.57 |
+0.86 |
7,145 |
42,823 |
-2,966 |
Total Volume and Open Interest |
143,932 |
676,035 |
-4,151 |
Heating Oil(NYM) |
Aug04 |
040728 |
112.80 |
114.70 |
111.85 |
114.42 |
+2.18 |
15,924 |
13,838 |
-3,907 |
Sep04 |
040728 |
114.20 |
115.80 |
113.00 |
115.46 |
+2.20 |
17,365 |
69,589 |
+2,714 |
Oct04 |
040728 |
115.20 |
116.60 |
114.20 |
116.36 |
+2.20 |
4,608 |
19,620 |
+862 |
Nov04 |
040728 |
115.95 |
117.50 |
115.25 |
117.21 |
+2.25 |
2,457 |
13,898 |
+901 |
Dec04 |
040728 |
116.50 |
118.25 |
115.80 |
117.96 |
+2.30 |
3,226 |
25,465 |
+425 |
Jan05 |
040728 |
117.05 |
118.60 |
116.50 |
118.41 |
+2.30 |
905 |
11,195 |
-162 |
Feb05 |
040728 |
115.85 |
117.50 |
115.85 |
117.16 |
+2.25 |
1,502 |
11,405 |
+238 |
Mar05 |
040728 |
112.70 |
114.50 |
112.70 |
113.96 |
+2.20 |
781 |
10,304 |
+15 |
Apr05 |
040728 |
108.20 |
110.00 |
108.20 |
109.36 |
+2.10 |
445 |
2,946 |
+243 |
May05 |
040728 |
104.00 |
105.16 |
104.00 |
105.16 |
+2.00 |
234 |
2,311 |
+155 |
Jun05 |
040728 |
101.00 |
102.56 |
101.00 |
102.56 |
+1.95 |
561 |
4,968 |
+361 |
Jul05 |
040728 |
101.71 |
101.71 |
101.71 |
101.71 |
+1.95 |
1 |
5,525 |
+1 |
Total Volume and Open Interest |
48,010 |
202,689 |
+1,847 |
Unleaded Gas(NYM) |
Aug04 |
040728 |
124.80 |
129.80 |
124.00 |
129.54 |
+5.11 |
22,561 |
15,900 |
-5,698 |
Sep04 |
040728 |
125.00 |
129.50 |
124.40 |
129.18 |
+4.79 |
18,509 |
61,729 |
+2,863 |
Oct04 |
040728 |
120.20 |
123.80 |
120.10 |
123.78 |
+4.21 |
3,740 |
11,472 |
+119 |
Nov04 |
040728 |
118.00 |
119.68 |
118.00 |
119.68 |
+3.61 |
1,506 |
6,936 |
+481 |
Dec04 |
040728 |
114.00 |
116.68 |
113.60 |
116.68 |
+3.26 |
2,058 |
12,926 |
-150 |
Jan05 |
040728 |
115.40 |
115.93 |
115.00 |
115.93 |
+3.06 |
461 |
5,346 |
+143 |
Feb05 |
040728 |
116.23 |
116.23 |
116.23 |
116.23 |
+3.01 |
2,155 |
5,328 |
+1,013 |
Mar05 |
040728 |
116.78 |
116.78 |
116.78 |
116.78 |
+2.96 |
316 |
1,910 |
+264 |
Apr05 |
040728 |
123.38 |
123.38 |
123.38 |
123.38 |
+2.91 |
1,016 |
7,663 |
-65 |
May05 |
040728 |
123.03 |
123.03 |
123.03 |
123.03 |
+2.86 |
100 |
7,593 |
+100 |
Jun05 |
040728 |
121.68 |
121.68 |
121.68 |
121.68 |
+2.81 |
25 |
2,088 |
+30 |
Jul05 |
040728 |
119.33 |
119.33 |
119.33 |
119.33 |
+2.76 |
0 |
2,095 |
+0 |
Total Volume and Open Interest |
52,447 |
140,986 |
-900 |
Natural Gas(NYM) |
Aug04 |
040728 |
5.890 |
6.110 |
5.880 |
6.048 |
+0.059 |
30,291 |
16,731 |
-4,625 |
Sep04 |
040728 |
5.930 |
6.220 |
5.925 |
6.142 |
+0.120 |
13,915 |
68,741 |
+2,177 |
Oct04 |
040728 |
5.995 |
6.250 |
5.990 |
6.197 |
+0.125 |
5,053 |
40,391 |
-66 |
Nov04 |
040728 |
6.320 |
6.565 |
6.320 |
6.501 |
+0.114 |
1,251 |
20,601 |
+266 |
Dec04 |
040728 |
6.630 |
6.820 |
6.610 |
6.774 |
+0.101 |
2,214 |
25,937 |
+384 |
Jan05 |
040728 |
6.795 |
7.000 |
6.795 |
6.943 |
+0.096 |
1,886 |
23,301 |
+87 |
Feb05 |
040728 |
6.760 |
6.960 |
6.755 |
6.901 |
+0.093 |
824 |
16,323 |
+41 |
Mar05 |
040728 |
6.630 |
6.800 |
6.620 |
6.758 |
+0.089 |
1,679 |
17,260 |
-257 |
Apr05 |
040728 |
6.030 |
6.135 |
6.000 |
6.093 |
+0.074 |
929 |
13,931 |
+151 |
May05 |
040728 |
5.910 |
5.985 |
5.885 |
5.973 |
+0.064 |
616 |
11,956 |
+232 |
Jun05 |
040728 |
5.915 |
6.010 |
5.910 |
5.986 |
+0.062 |
354 |
8,409 |
+8 |
Jul05 |
040728 |
5.955 |
6.055 |
5.950 |
6.014 |
+0.061 |
172 |
11,767 |
+88 |
Aug05 |
040728 |
5.970 |
6.055 |
5.970 |
6.025 |
+0.060 |
43 |
8,388 |
-8 |
Sep05 |
040728 |
5.960 |
6.040 |
5.960 |
6.025 |
+0.065 |
787 |
7,937 |
-51 |
Oct05 |
040728 |
5.985 |
6.075 |
5.985 |
6.043 |
+0.064 |
592 |
7,120 |
-218 |
Nov05 |
040728 |
6.165 |
6.240 |
6.165 |
6.218 |
+0.059 |
5 |
7,021 |
+1 |
Total Volume and Open Interest |
61,515 |
377,255 |
-2,369 |
Brent Crude Oil(IPE) |
Sep04 |
040728 |
38.50 |
39.68 |
38.48 |
39.53 |
+0.99 |
35,892 |
81,150 |
-3,307 |
Oct04 |
040728 |
37.96 |
39.02 |
37.96 |
38.92 |
+0.93 |
22,423 |
83,747 |
-90 |
Nov04 |
040728 |
37.68 |
38.60 |
37.59 |
38.56 |
+0.88 |
6,752 |
15,044 |
+1,512 |
Dec04 |
040728 |
37.20 |
38.18 |
37.20 |
38.15 |
+0.85 |
4,101 |
30,731 |
+481 |
Jan05 |
040728 |
36.95 |
37.74 |
36.95 |
37.74 |
+0.83 |
1,020 |
13,063 |
+310 |
Feb05 |
040728 |
36.65 |
37.38 |
36.62 |
37.38 |
+0.83 |
205 |
7,314 |
+0 |
Mar05 |
040728 |
36.39 |
37.05 |
36.36 |
37.05 |
+0.83 |
518 |
11,397 |
+318 |
Apr05 |
040728 |
36.75 |
36.75 |
36.75 |
36.75 |
+0.83 |
0 |
6,306 |
+0 |
May05 |
040728 |
36.48 |
36.48 |
36.48 |
36.48 |
+0.83 |
150 |
1,593 |
+20 |
Jun05 |
040728 |
35.55 |
36.21 |
35.55 |
36.21 |
+0.82 |
900 |
14,507 |
+588 |
Jul05 |
040728 |
35.98 |
35.98 |
35.98 |
35.98 |
+0.82 |
0 |
1,715 |
+0 |
Aug05 |
040728 |
35.79 |
35.79 |
35.79 |
35.79 |
+0.82 |
0 |
100 |
+0 |
Sep05 |
040728 |
34.90 |
35.60 |
34.90 |
35.60 |
+0.82 |
0 |
3,340 |
+0 |
Total Volume and Open Interest |
83,111 |
329,686 |
+3,207 |
Gas Oil(IPE) |
Aug04 |
040728 |
358.50 |
368.25 |
356.75 |
367.75 |
+6.75 |
9,855 |
46,835 |
-1,598 |
Sep04 |
040728 |
357.00 |
365.75 |
355.75 |
365.50 |
+7.00 |
6,961 |
40,208 |
+1,465 |
Oct04 |
040728 |
352.00 |
361.00 |
351.50 |
361.00 |
+7.00 |
3,768 |
19,434 |
+878 |
Nov04 |
040728 |
347.00 |
355.25 |
347.00 |
355.25 |
+6.75 |
1,909 |
10,498 |
+1,346 |
Dec04 |
040728 |
341.00 |
349.50 |
341.00 |
349.50 |
+6.50 |
3,193 |
25,299 |
+364 |
Jan05 |
040728 |
338.50 |
344.50 |
338.50 |
344.50 |
+6.50 |
0 |
6,260 |
+0 |
Feb05 |
040728 |
333.00 |
339.25 |
333.00 |
339.25 |
+6.50 |
0 |
2,653 |
+0 |
Mar05 |
040728 |
332.25 |
332.25 |
332.25 |
332.25 |
+6.75 |
50 |
2,785 |
+50 |
Apr05 |
040728 |
324.00 |
324.00 |
324.00 |
324.00 |
+6.75 |
0 |
900 |
+0 |
May05 |
040728 |
319.00 |
319.00 |
319.00 |
319.00 |
+6.75 |
0 |
850 |
+0 |
Total Volume and Open Interest |
27,786 |
182,726 |
+2,260 |
US Dollar Index(NYBOT) |
Sep04 |
040728 |
89.88 |
90.31 |
89.78 |
89.94 |
-0.04 |
5,867 |
12,949 |
-1,346 |
Dec04 |
040728 |
90.35 |
90.46 |
90.12 |
90.17 |
-0.04 |
7 |
2,119 |
+0 |
Mar05 |
040728 |
90.40 |
90.40 |
90.40 |
90.40 |
-0.04 |
0 |
12 |
+0 |
Total Volume and Open Interest |
5,874 |
15,081 |
-1,346 |
Australian Dollar(CME) |
Sep04 |
040728 |
69.26 |
69.61 |
69.19 |
69.60 |
+0.09 |
6,798 |
28,008 |
-4,755 |
Dec04 |
040728 |
68.88 |
68.99 |
68.70 |
68.99 |
+0.09 |
6 |
278 |
+0 |
Mar05 |
040728 |
68.44 |
68.44 |
68.44 |
68.44 |
+0.09 |
0 |
31 |
+0 |
Total Volume and Open Interest |
6,804 |
28,377 |
-4,755 |
British Pound(CME) |
Sep04 |
040728 |
181.03 |
181.82 |
180.87 |
181.53 |
+0.16 |
8,749 |
66,824 |
-2,862 |
Dec04 |
040728 |
179.40 |
180.40 |
179.40 |
180.09 |
+0.16 |
5 |
428 |
+2 |
Mar05 |
040728 |
178.79 |
178.79 |
178.79 |
178.79 |
+0.16 |
0 |
6 |
+0 |
Total Volume and Open Interest |
8,754 |
67,259 |
-2,860 |
Canadian Dollar(CME) |
Sep04 |
040728 |
74.73 |
75.36 |
74.66 |
75.22 |
+0.28 |
4,212 |
69,921 |
-341 |
Dec04 |
040728 |
74.66 |
75.24 |
74.62 |
75.15 |
+0.28 |
57 |
4,585 |
+29 |
Mar05 |
040728 |
75.10 |
75.10 |
75.10 |
75.10 |
+0.28 |
8 |
785 |
+2 |
Jun05 |
040728 |
75.15 |
75.15 |
75.05 |
75.05 |
+0.28 |
1 |
562 |
+0 |
Total Volume and Open Interest |
4,280 |
75,905 |
-308 |
Japanese Yen(CME) |
Sep04 |
040728 |
89.84 |
90.13 |
89.52 |
89.68 |
-0.55 |
9,793 |
96,721 |
-159 |
Dec04 |
040728 |
90.22 |
90.40 |
90.10 |
90.13 |
-0.55 |
32 |
10,441 |
+42 |
Mar05 |
040728 |
90.60 |
90.67 |
90.60 |
90.67 |
-0.55 |
0 |
5 |
+0 |
Total Volume and Open Interest |
9,825 |
107,170 |
-117 |
Swiss Franc(CME) |
Sep04 |
040728 |
78.38 |
78.73 |
78.22 |
78.47 |
+0.02 |
9,317 |
39,908 |
+430 |
Dec04 |
040728 |
78.72 |
78.72 |
78.72 |
78.72 |
+0.02 |
4 |
138 |
-1 |
Mar05 |
040728 |
78.99 |
78.99 |
78.99 |
78.99 |
+0.02 |
0 |
6 |
+0 |
Total Volume and Open Interest |
9,322 |
40,111 |
+430 |
EuroFX(CME) |
Sep04 |
040728 |
120.16 |
120.67 |
119.90 |
120.50 |
+0.17 |
17,018 |
136,451 |
+509 |
Dec04 |
040728 |
120.02 |
120.54 |
120.02 |
120.43 |
+0.17 |
109 |
1,217 |
-72 |
Mar05 |
040728 |
120.28 |
120.50 |
120.00 |
120.43 |
+0.17 |
80 |
214 |
+3 |
Total Volume and Open Interest |
17,207 |
137,974 |
+441 |
Mexican Peso(CME) |
Sep04 |
040728 |
8647.0 |
8685.0 |
8630.0 |
8682.0 |
+50.0 |
12,359 |
38,161 |
-3,512 |
Dec04 |
040728 |
8505.0 |
8552.0 |
8505.0 |
8552.0 |
+50.0 |
30 |
1,350 |
+0 |
Total Volume and Open Interest |
12,501 |
40,408 |
-3,562 |
30-Year T-Bonds(CBOT) |
Sep04 |
040728 |
106~16 |
106~28 |
106~05 |
106~26 |
+0~03 |
334,489 |
517,124 |
+9,795 |
Dec04 |
040728 |
105~13 |
105~20 |
105~00 |
105~20 |
+0~03 |
901 |
18,169 |
+259 |
Mar05 |
040728 |
104~17 |
104~17 |
104~17 |
104~17 |
+0~03 |
6 |
153 |
+2 |
Total Volume and Open Interest |
335,396 |
535,533 |
+10,056 |
Municipal Bonds(CBOT) |
Sep04 |
040728 |
100~14 |
100~28 |
100~14 |
100~25 |
+0~02 |
536 |
2,483 |
-69 |
Total Volume and Open Interest |
536 |
2,483 |
-69 |
10-Year T-Notes(CBOT) |
Sep04 |
040728 |
109~170 |
109~275 |
109~115 |
109~265 |
+0~055 |
802,471 |
1,392,182 |
+60,331 |
Dec04 |
040728 |
108~115 |
108~195 |
108~070 |
108~195 |
+0~055 |
12,279 |
50,328 |
+4,451 |
Total Volume and Open Interest |
814,870 |
1,442,701 |
+64,902 |
5-Year T-Notes(CBOT) |
Sep04 |
040728 |
108~230 |
108~315 |
108~200 |
108~305 |
+0~045 |
353,310 |
0 |
+0 |
Dec04 |
040728 |
107~250 |
107~310 |
107~250 |
107~310 |
+0~040 |
1,344 |
0 |
-94,224 |
Total Volume and Open Interest |
354,654 |
|
|
2 Year T-Notes(CBOT) |
Sep04 |
040728 |
105~032 |
105~046 |
105~028 |
105~045 |
+0~009 |
4,500 |
191,177 |
-251 |
Dec04 |
040728 |
104~096 |
104~096 |
104~096 |
104~096 |
+0~011 |
0 |
400 |
+0 |
Total Volume and Open Interest |
4,500 |
191,577 |
-251 |
Eurodollars(CME) |
Sep04 |
040728 |
98.005 |
98.030 |
98.005 |
98.020 |
+0.005 |
70,240 |
924,695 |
+1,856 |
Dec04 |
040728 |
97.505 |
97.540 |
97.495 |
97.535 |
+0.025 |
103,706 |
866,437 |
-551 |
Mar05 |
040728 |
97.040 |
97.100 |
97.025 |
97.095 |
+0.045 |
82,086 |
839,898 |
+22,546 |
Jun05 |
040728 |
96.630 |
96.700 |
96.615 |
96.695 |
+0.055 |
83,290 |
630,714 |
+21,313 |
Sep05 |
040728 |
96.285 |
96.355 |
96.265 |
96.350 |
+0.060 |
56,974 |
558,716 |
+10,357 |
Dec05 |
040728 |
95.990 |
96.060 |
95.970 |
96.055 |
+0.055 |
54,509 |
460,498 |
-2,202 |
Mar06 |
040728 |
95.785 |
95.845 |
95.760 |
95.840 |
+0.050 |
30,290 |
377,297 |
+3,600 |
Jun06 |
040728 |
95.600 |
95.655 |
95.565 |
95.650 |
+0.040 |
26,250 |
228,601 |
-360 |
Sep06 |
040728 |
95.450 |
95.490 |
95.410 |
95.490 |
+0.030 |
11,528 |
198,337 |
+1,004 |
Dec06 |
040728 |
95.295 |
95.330 |
95.255 |
95.330 |
+0.025 |
8,514 |
148,381 |
-670 |
Mar07 |
040728 |
95.165 |
95.195 |
95.135 |
95.195 |
+0.020 |
7,857 |
153,545 |
-690 |
Jun07 |
040728 |
95.045 |
95.065 |
95.015 |
95.065 |
+0.010 |
8,198 |
113,908 |
-751 |
Total Volume and Open Interest |
583,601 |
6,089,637 |
+56,503 |
3-Mth Euro-Yen(CME) |
Sep04 |
040728 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
383 |
7,079 |
+382 |
Dec04 |
040728 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
6,993 |
-3 |
Mar05 |
040728 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.01 |
411 |
7,969 |
-34 |
Jun05 |
040728 |
99.70 |
99.70 |
99.69 |
99.69 |
+0.01 |
1,339 |
9,027 |
+755 |
Sep05 |
040728 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.02 |
259 |
5,217 |
+232 |
Dec05 |
040728 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.02 |
151 |
2,952 |
+50 |
Mar06 |
040728 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.01 |
80 |
1,930 |
+50 |
Jun06 |
040728 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.02 |
77 |
1,248 |
+30 |
Sep06 |
040728 |
99.02 |
99.02 |
99.02 |
99.02 |
unch |
0 |
1,079 |
+0 |
Dec06 |
040728 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.03 |
0 |
655 |
+0 |
Total Volume and Open Interest |
2,700 |
45,165 |
+1,462 |
3-Mth Euro-Yen(SIMEX) |
Sep04 |
040728 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
3,397 |
46,391 |
+3,136 |
Dec04 |
040728 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.01 |
1,003 |
66,168 |
-661 |
Mar05 |
040728 |
99.79 |
99.81 |
99.79 |
99.81 |
+0.01 |
3,543 |
60,964 |
+293 |
Jun05 |
040728 |
99.68 |
99.70 |
99.68 |
99.70 |
+0.01 |
2,367 |
59,086 |
+800 |
Sep05 |
040728 |
99.55 |
99.57 |
99.55 |
99.57 |
+0.01 |
2,006 |
45,747 |
-518 |
Dec05 |
040728 |
99.42 |
99.43 |
99.42 |
99.43 |
unch |
1,722 |
38,786 |
+794 |
Mar06 |
040728 |
99.27 |
99.29 |
99.27 |
99.29 |
unch |
1,452 |
27,804 |
-58 |
Jun06 |
040728 |
99.13 |
99.15 |
99.13 |
99.15 |
unch |
696 |
13,098 |
+64 |
Total Volume and Open Interest |
16,186 |
374,483 |
+3,850 |
German Euro-Bund(EUREX) |
Sep04 |
040728 |
113.36 |
113.61 |
113.30 |
113.58 |
+0.06 |
722,329 |
1,014,083 |
-31,809 |
Dec04 |
040728 |
112.44 |
112.63 |
112.38 |
112.63 |
+0.07 |
1,751 |
19,694 |
+881 |
Mar05 |
040728 |
111.98 |
111.98 |
111.98 |
111.98 |
+0.01 |
634 |
0 |
+0 |
Total Volume and Open Interest |
724,714 |
1,033,777 |
-30,928 |
German Euro-Bobl(EUREX) |
Sep04 |
040728 |
110.37 |
110.56 |
110.34 |
110.53 |
+0.06 |
541,260 |
692,909 |
-8,058 |
Dec04 |
040728 |
109.48 |
109.63 |
109.45 |
109.63 |
+0.07 |
1,383 |
6,034 |
+515 |
Mar05 |
040728 |
109.14 |
109.14 |
109.14 |
109.14 |
+0.06 |
|
|
|
Total Volume and Open Interest |
542,643 |
698,943 |
-7,543 |
Long Gilt(LIFFE) |
Sep04 |
040728 |
105~08 |
105~13 |
105~05 |
105~09 |
-0~04 |
56,910 |
205,327 |
+3,423 |
Dec04 |
040728 |
105~02 |
105~02 |
105~02 |
105~02 |
-0~04 |
|
|
|
Total Volume and Open Interest |
56,910 |
205,327 |
+3,423 |
3-Mth Short Sterling(LIFFE) |
Sep04 |
040728 |
94.91 |
94.95 |
94.91 |
94.93 |
+0.01 |
20,377 |
203,839 |
+1,445 |
Dec04 |
040728 |
94.72 |
94.77 |
94.71 |
94.74 |
+0.01 |
25,409 |
225,675 |
-607 |
Mar05 |
040728 |
94.58 |
94.63 |
94.56 |
94.60 |
+0.01 |
23,207 |
201,763 |
+2,652 |
Total Volume and Open Interest |
110,174 |
1,179,217 |
+2,564 |
3-Mth Euribor(LIFFE) |
Sep04 |
040728 |
97.825 |
97.840 |
97.820 |
97.830 |
unch |
44,210 |
503,168 |
-1,796 |
Dec04 |
040728 |
97.630 |
97.660 |
97.620 |
97.640 |
unch |
110,046 |
538,075 |
+6,937 |
Mar05 |
040728 |
97.385 |
97.430 |
97.380 |
97.410 |
unch |
109,178 |
408,189 |
-4,539 |
Total Volume and Open Interest |
506,326 |
2,750,865 |
-16,559 |
3-Mth Aus T-Bills(SFE) |
Sep04 |
040728 |
94.49 |
94.50 |
94.47 |
94.50 |
unch |
7,536 |
132,549 |
-2,847 |
Dec04 |
040728 |
94.36 |
94.39 |
94.35 |
94.38 |
-0.02 |
9,244 |
118,848 |
+510 |
Mar05 |
040728 |
94.29 |
94.30 |
94.26 |
94.30 |
-0.03 |
2,776 |
61,262 |
+1,704 |
Jun05 |
040728 |
94.25 |
94.26 |
94.23 |
94.25 |
-0.05 |
1,018 |
31,077 |
+760 |
Sep05 |
040728 |
94.21 |
94.22 |
94.18 |
94.21 |
-0.06 |
406 |
19,932 |
-428 |
Dec05 |
040728 |
94.16 |
94.16 |
94.13 |
94.16 |
-0.07 |
200 |
15,071 |
+200 |
Mar06 |
040728 |
94.10 |
94.10 |
94.08 |
94.10 |
-0.08 |
0 |
10,918 |
+0 |
Jun06 |
040728 |
94.04 |
94.05 |
94.01 |
94.05 |
-0.08 |
20 |
6,398 |
+20 |
Sep06 |
040728 |
93.97 |
94.00 |
93.94 |
94.00 |
-0.08 |
25 |
2,896 |
+1 |
Dec06 |
040728 |
93.94 |
93.94 |
93.92 |
93.93 |
-0.08 |
31 |
1,860 |
+0 |
Total Volume and Open Interest |
21,266 |
404,194 |
-70 |
10-Year Aus T-Bonds(SFE) |
Sep04 |
040728 |
94.13 |
94.16 |
94.10 |
94.15 |
-0.10 |
14,673 |
190,573 |
+3,303 |
Dec04 |
040728 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.10 |
|
|
|
Total Volume and Open Interest |
45,309 |
374,558 |
-3,287 |
3-Year Aus T-Bonds(SFE) |
Sep04 |
040728 |
94.41 |
94.45 |
94.38 |
94.44 |
-0.08 |
28,178 |
374,558 |
-3,287 |
Dec04 |
040728 |
94.44 |
94.44 |
94.44 |
94.44 |
-0.08 |
|
|
|
Total Volume and Open Interest |
28,178 |
374,558 |
-3,287 |
Gold(CMX) |
Aug04 |
040728 |
386.5 |
390.3 |
385.8 |
389.0 |
+2.0 |
78,207 |
69,438 |
-12,713 |
Oct04 |
040728 |
388.5 |
391.5 |
387.0 |
390.4 |
+2.0 |
6,292 |
16,431 |
+2,580 |
Dec04 |
040728 |
389.5 |
393.0 |
388.6 |
391.8 |
+2.0 |
27,202 |
94,500 |
+11,939 |
Feb05 |
040728 |
392.0 |
393.9 |
392.0 |
393.3 |
+2.0 |
2,006 |
7,824 |
+701 |
Apr05 |
040728 |
395.0 |
395.0 |
395.0 |
395.0 |
+2.0 |
0 |
4,844 |
+0 |
Jun05 |
040728 |
394.5 |
397.3 |
394.5 |
396.8 |
+2.0 |
211 |
13,860 |
+109 |
Aug05 |
040728 |
398.9 |
398.9 |
398.9 |
398.9 |
+2.1 |
10 |
2,802 |
-1 |
Oct05 |
040728 |
401.0 |
401.0 |
401.0 |
401.0 |
+2.1 |
0 |
281 |
+0 |
Dec05 |
040728 |
401.5 |
403.1 |
401.0 |
403.1 |
+2.1 |
3 |
6,303 |
-2 |
Feb06 |
040728 |
405.5 |
405.5 |
405.5 |
405.5 |
+2.2 |
0 |
843 |
+0 |
Apr06 |
040728 |
407.9 |
407.9 |
407.9 |
407.9 |
+2.2 |
0 |
485 |
+0 |
Jun06 |
040728 |
410.4 |
410.4 |
410.4 |
410.4 |
+2.3 |
1 |
7,544 |
+6 |
Total Volume and Open Interest |
114,194 |
232,007 |
+2,868 |
Silver(CMX) |
Jul04 |
040728 |
630.0 |
636.3 |
630.0 |
636.3 |
+12.6 |
29 |
53 |
+14 |
Sep04 |
040728 |
623.0 |
638.5 |
611.0 |
637.3 |
+12.6 |
11,348 |
58,425 |
+1,103 |
Dec04 |
040728 |
626.0 |
642.0 |
615.0 |
640.4 |
+12.6 |
996 |
20,534 |
+207 |
Mar05 |
040728 |
632.0 |
644.0 |
632.0 |
643.7 |
+12.6 |
9 |
5,187 |
-1 |
May05 |
040728 |
645.9 |
645.9 |
645.9 |
645.9 |
+12.6 |
0 |
1,113 |
+0 |
Jul05 |
040728 |
648.0 |
648.0 |
648.0 |
648.0 |
+12.6 |
7 |
1,972 |
-7 |
Sep05 |
040728 |
650.0 |
650.0 |
650.0 |
650.0 |
+12.6 |
0 |
98 |
+0 |
Total Volume and Open Interest |
12,392 |
91,991 |
+1,317 |
Platinum(NYM) |
Oct04 |
040728 |
798.0 |
800.0 |
791.0 |
798.8 |
-4.4 |
760 |
5,555 |
+106 |
Jan05 |
040728 |
792.8 |
792.8 |
792.8 |
792.8 |
-4.4 |
0 |
11 |
+0 |
Total Volume and Open Interest |
775 |
5,616 |
+94 |
Palladium(NYME) |
Sep04 |
040728 |
218.00 |
218.25 |
213.00 |
213.75 |
-5.65 |
259 |
7,503 |
+142 |
Dec04 |
040728 |
220.00 |
220.00 |
215.25 |
215.25 |
-5.65 |
44 |
715 |
+19 |
Mar05 |
040728 |
225.00 |
225.00 |
217.50 |
217.50 |
-5.65 |
0 |
8 |
+0 |
Total Volume and Open Interest |
303 |
8,226 |
+161 |
Copper(CMX) |
Jul04 |
040728 |
124.20 |
126.90 |
124.10 |
126.80 |
+4.80 |
193 |
560 |
-174 |
Sep04 |
040728 |
124.00 |
128.00 |
123.80 |
127.10 |
+5.00 |
8,617 |
40,810 |
-919 |
Dec04 |
040728 |
121.00 |
124.30 |
120.70 |
123.70 |
+4.70 |
1,013 |
12,349 |
+103 |
Mar05 |
040728 |
119.50 |
120.30 |
119.50 |
120.30 |
+4.40 |
108 |
2,263 |
+37 |
May05 |
040728 |
117.10 |
117.70 |
117.10 |
117.70 |
+4.30 |
26 |
408 |
+13 |
Total Volume and Open Interest |
10,189 |
65,605 |
-890 |
DJIA Index(CBOT) |
Sep04 |
040728 |
10050 |
10133 |
9975 |
10110 |
+48 |
7,665 |
40,437 |
-183 |
Dec04 |
040728 |
10060 |
10112 |
10020 |
10107 |
+48 |
12 |
371 |
+22 |
Mar05 |
040728 |
10112 |
10112 |
10112 |
10112 |
+48 |
|
|
|
Total Volume and Open Interest |
7,677 |
40,808 |
-161 |
S & P 500(CME) |
Sep04 |
040728 |
1090.70 |
1098.40 |
1081.00 |
1095.50 |
+3.00 |
37,426 |
576,363 |
+416 |
Dec04 |
040728 |
1086.00 |
1095.90 |
1086.00 |
1095.90 |
+3.00 |
186 |
13,757 |
+1,040 |
Mar05 |
040728 |
1097.30 |
1097.30 |
1097.30 |
1097.30 |
+2.90 |
3 |
504 |
-3 |
Jun05 |
040728 |
1100.40 |
1100.40 |
1100.40 |
1100.40 |
+2.90 |
0 |
268 |
+0 |
Total Volume and Open Interest |
37,620 |
590,945 |
+1,457 |
S & P 500 E-Mini(Globex) |
Sep04 |
040728 |
1092.50 |
1098.50 |
1080.75 |
1095.50 |
+3.00 |
744,885 |
584,465 |
-12,294 |
Dec04 |
040728 |
1093.75 |
1097.25 |
1082.50 |
1096.00 |
+3.00 |
3,233 |
47,543 |
+2,186 |
Total Volume and Open Interest |
748,118 |
632,008 |
-10,108 |
NASDAQ 100(CME) |
Sep04 |
040728 |
1386.00 |
1395.00 |
1361.50 |
1385.00 |
-5.50 |
11,859 |
70,777 |
+753 |
Dec04 |
040728 |
1390.00 |
1390.00 |
1390.00 |
1390.00 |
-5.50 |
0 |
2,292 |
+0 |
Mar05 |
040728 |
1395.00 |
1395.00 |
1395.00 |
1395.00 |
-5.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,859 |
73,072 |
+753 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep04 |
040728 |
1391.0 |
1395.0 |
1361.5 |
1385.0 |
-5.5 |
349,128 |
228,151 |
+2,958 |
Dec04 |
040728 |
1389.0 |
1399.5 |
1370.5 |
1390.0 |
-5.5 |
120 |
4,862 |
+43 |
Total Volume and Open Interest |
349,248 |
233,013 |
+3,001 |
S & P Midcap 400(CME) |
Sep04 |
040728 |
572.50 |
572.50 |
564.75 |
571.25 |
-2.15 |
407 |
13,543 |
-97 |
Dec04 |
040728 |
571.00 |
571.00 |
571.00 |
571.00 |
-2.15 |
|
|
|
Mar05 |
040728 |
571.00 |
571.00 |
571.00 |
571.00 |
-2.15 |
|
|
|
Total Volume and Open Interest |
407 |
13,543 |
-97 |
Russell 2000(CME) |
Sep04 |
040728 |
540.25 |
544.25 |
533.00 |
541.00 |
-1.25 |
1,741 |
28,097 |
+492 |
Dec04 |
040728 |
541.00 |
541.00 |
541.00 |
541.00 |
-1.25 |
|
|
|
Mar05 |
040728 |
541.00 |
541.00 |
541.00 |
541.00 |
-1.25 |
|
|
|
Total Volume and Open Interest |
1,741 |
28,097 |
+492 |
Value Line(KCBT) |
Sep04 |
040728 |
1514.00 |
1518.00 |
1497.50 |
1518.00 |
-3.00 |
0 |
61 |
+0 |
Total Volume and Open Interest |
0 |
61 |
+0 |
Nikkei 225(CME) |
Sep04 |
040728 |
11210 |
11270 |
11130 |
11250 |
+50 |
4,281 |
31,592 |
+98 |
Dec04 |
040728 |
11250 |
11250 |
11250 |
11250 |
+50 |
0 |
21 |
+0 |
Total Volume and Open Interest |
4,281 |
31,613 |
+98 |
Nikkei 225(SIMEX) |
Sep04 |
040728 |
11190 |
11245 |
11145 |
11220 |
+150 |
20,772 |
142,172 |
+1,380 |
Dec04 |
040728 |
11185 |
11185 |
11185 |
11185 |
+150 |
|
|
|
Mar05 |
040728 |
11180 |
11180 |
11180 |
11180 |
+150 |
0 |
1 |
+0 |
Total Volume and Open Interest |
20,772 |
142,174 |
+1,380 |
CAC 40(MATIF) |
Jul04 |
040728 |
3582.0 |
3603.5 |
3565.0 |
3576.5 |
+11.0 |
76,591 |
387,161 |
+10,759 |
Aug04 |
040728 |
3592.0 |
3608.0 |
3572.0 |
3582.5 |
+11.5 |
34,067 |
12,239 |
+6,767 |
Sep04 |
040728 |
3598.0 |
3611.5 |
3578.5 |
3588.0 |
+11.0 |
6,172 |
95,565 |
+487 |
Total Volume and Open Interest |
60,705 |
507,383 |
+18,038 |
DAX Index(EUREX) |
Sep04 |
040728 |
3849.0 |
3868.0 |
3805.5 |
3813.0 |
-21.0 |
92,356 |
150,276 |
-2,760 |
Dec04 |
040728 |
3869.0 |
3888.5 |
3830.0 |
3834.0 |
-21.0 |
101 |
5,343 |
+53 |
Mar05 |
040728 |
3908.0 |
3911.0 |
3854.0 |
3856.0 |
-21.5 |
149 |
1,304 |
+116 |
Total Volume and Open Interest |
92,606 |
156,923 |
-2,591 |
FT-SE 100(LIFFE) |
Sep04 |
040728 |
4330.00 |
4362.50 |
4330.00 |
4347.50 |
+35.50 |
49,452 |
437,495 |
+428 |
Dec04 |
040728 |
4390.50 |
4390.50 |
4373.50 |
4378.50 |
+35.50 |
89 |
30,780 |
+54 |
Mar05 |
040728 |
4392.50 |
4392.50 |
4385.00 |
4385.00 |
+35.50 |
0 |
4,059 |
+0 |
Total Volume and Open Interest |
50,402 |
474,434 |
+1,332 |
SPI 200(SFE) |
Sep04 |
040728 |
3502.0 |
3505.0 |
3483.0 |
3490.0 |
+3.0 |
10,866 |
150,610 |
-159 |
Dec04 |
040728 |
3504.0 |
3506.0 |
3500.0 |
3502.0 |
+4.0 |
156 |
5,324 |
-72 |
Mar05 |
040728 |
3514.0 |
3514.0 |
3513.0 |
3514.0 |
+5.0 |
0 |
1,770 |
-4 |
Total Volume and Open Interest |
11,459 |
160,014 |
+116 |
GSCI(CME) |
Aug04 |
040728 |
301.40 |
305.90 |
300.30 |
304.40 |
+4.00 |
47 |
16,480 |
+6 |
Sep04 |
040728 |
303.25 |
303.25 |
303.25 |
303.25 |
+4.25 |
|
|
|
Oct04 |
040728 |
302.50 |
302.50 |
302.50 |
302.50 |
+4.50 |
|
|
|
Total Volume and Open Interest |
47 |
16,480 |
+6 |
Reuters CRB Index(NYBOT) |
Aug04 |
040728 |
265.00 |
268.10 |
264.50 |
267.50 |
+3.25 |
32 |
254 |
+5 |
Nov04 |
040728 |
270.00 |
270.00 |
270.00 |
270.00 |
+3.25 |
4 |
123 |
-1 |
Jan05 |
040728 |
267.50 |
270.50 |
267.50 |
270.50 |
+3.75 |
0 |
51 |
+0 |
Total Volume and Open Interest |
36 |
428 |
+4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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