|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu July 29, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug04 |
040729 |
635.00 |
646.00 |
618.00 |
624.50 |
-2.50 |
13,700 |
13,733 |
-4,592 |
| Sep04 |
040729 |
591.00 |
600.00 |
584.00 |
590.00 |
+7.50 |
5,410 |
14,569 |
+321 |
| Nov04 |
040729 |
584.00 |
596.00 |
580.00 |
584.75 |
+9.00 |
42,308 |
109,302 |
+1,207 |
| Jan05 |
040729 |
592.00 |
602.50 |
589.00 |
592.25 |
+8.75 |
2,254 |
10,791 |
+261 |
| Mar05 |
040729 |
603.00 |
608.00 |
595.00 |
600.50 |
+9.75 |
1,273 |
6,605 |
+539 |
| May05 |
040729 |
605.00 |
614.00 |
600.50 |
605.00 |
+9.75 |
1,079 |
5,761 |
+311 |
| Jul05 |
040729 |
608.00 |
615.00 |
603.50 |
607.00 |
+9.00 |
147 |
2,117 |
+42 |
| Total Volume and Open Interest |
66,481 |
164,501 |
-1,801 |
| Soybean Meal(CBOT) |
| Aug04 |
040729 |
202.00 |
204.50 |
197.50 |
200.10 |
+1.30 |
8,046 |
10,706 |
-3,900 |
| Sep04 |
040729 |
193.50 |
195.00 |
189.20 |
192.20 |
+3.40 |
6,149 |
22,994 |
+1,338 |
| Oct04 |
040729 |
181.00 |
183.00 |
179.50 |
181.50 |
+2.70 |
2,500 |
19,905 |
+636 |
| Dec04 |
040729 |
183.00 |
183.00 |
179.00 |
181.20 |
+3.30 |
11,575 |
46,630 |
+294 |
| Jan05 |
040729 |
183.50 |
184.00 |
179.70 |
182.00 |
+3.50 |
1,363 |
8,291 |
+152 |
| Mar05 |
040729 |
185.00 |
186.00 |
182.80 |
184.00 |
+2.20 |
955 |
6,800 |
-89 |
| May05 |
040729 |
185.00 |
188.50 |
185.00 |
186.00 |
+3.20 |
2,514 |
7,432 |
+993 |
| Jul05 |
040729 |
192.00 |
192.00 |
188.50 |
189.50 |
+1.50 |
1,036 |
5,506 |
+426 |
| Total Volume and Open Interest |
35,256 |
132,923 |
-83 |
| Soybean Oil(CBOT) |
| Aug04 |
040729 |
23.40 |
23.72 |
22.75 |
22.83 |
-0.42 |
5,843 |
10,656 |
-1,619 |
| Sep04 |
040729 |
22.75 |
23.00 |
22.43 |
22.54 |
-0.10 |
5,364 |
19,176 |
+1,584 |
| Oct04 |
040729 |
22.15 |
22.50 |
22.05 |
22.07 |
+0.04 |
3,359 |
16,452 |
+725 |
| Dec04 |
040729 |
21.57 |
21.97 |
21.54 |
21.61 |
+0.12 |
12,906 |
62,241 |
+1,812 |
| Jan05 |
040729 |
21.55 |
21.85 |
21.55 |
21.58 |
+0.08 |
1,683 |
10,629 |
+815 |
| Mar05 |
040729 |
21.62 |
21.90 |
21.60 |
21.67 |
+0.09 |
1,197 |
8,192 |
+135 |
| May05 |
040729 |
21.70 |
21.95 |
21.60 |
21.75 |
-0.05 |
1,900 |
5,896 |
-1 |
| Jul05 |
040729 |
21.75 |
22.00 |
21.70 |
21.77 |
+0.04 |
1,546 |
4,596 |
+363 |
| Total Volume and Open Interest |
34,699 |
142,661 |
+4,499 |
| Canola(WCE) |
| Sep04 |
040729 |
326.0 |
326.0 |
326.0 |
326.0 |
-0.1 |
0 |
306 |
+0 |
| Nov04 |
040729 |
331.0 |
332.1 |
327.5 |
329.3 |
-0.8 |
3,467 |
44,059 |
+905 |
| Jan05 |
040729 |
332.8 |
334.4 |
332.8 |
334.4 |
-0.6 |
25 |
2,393 |
+0 |
| Mar05 |
040729 |
338.2 |
338.2 |
338.2 |
338.2 |
-0.8 |
25 |
3,344 |
+0 |
| May05 |
040729 |
342.5 |
342.5 |
342.5 |
342.5 |
-2.3 |
0 |
325 |
+0 |
| Total Volume and Open Interest |
3,517 |
51,455 |
+905 |
| Corn(CBOT) |
| Sep04 |
040729 |
220.00 |
222.50 |
218.00 |
218.50 |
unch |
14,331 |
147,663 |
-1,282 |
| Dec04 |
040729 |
228.50 |
231.50 |
226.50 |
227.00 |
+0.25 |
38,759 |
310,646 |
+282 |
| Mar05 |
040729 |
237.00 |
240.00 |
235.25 |
235.50 |
unch |
4,084 |
60,496 |
+730 |
| May05 |
040729 |
243.75 |
245.75 |
241.75 |
242.00 |
+0.50 |
1,468 |
22,496 |
+457 |
| Jul05 |
040729 |
247.50 |
250.75 |
246.00 |
246.75 |
+0.50 |
1,027 |
19,236 |
+431 |
| Sep05 |
040729 |
250.00 |
250.50 |
249.00 |
249.50 |
+1.50 |
109 |
4,381 |
+52 |
| Total Volume and Open Interest |
60,293 |
577,607 |
+912 |
| Wheat(CBOT) |
| Sep04 |
040729 |
316.00 |
319.50 |
312.25 |
312.75 |
-2.00 |
14,211 |
87,081 |
-583 |
| Dec04 |
040729 |
328.50 |
332.50 |
325.50 |
326.25 |
-1.25 |
8,261 |
52,716 |
+1,271 |
| Mar05 |
040729 |
340.00 |
343.00 |
337.00 |
337.50 |
-1.75 |
1,331 |
12,211 |
+371 |
| May05 |
040729 |
348.00 |
348.00 |
343.00 |
343.00 |
-2.25 |
175 |
820 |
+96 |
| Jul05 |
040729 |
349.50 |
351.50 |
349.50 |
349.75 |
-0.25 |
286 |
2,711 |
+159 |
| Total Volume and Open Interest |
24,265 |
155,592 |
+1,315 |
| Wheat(KCBT) |
| Sep04 |
040729 |
342.50 |
347.00 |
341.50 |
342.75 |
-0.25 |
7,332 |
35,772 |
+23 |
| Dec04 |
040729 |
355.00 |
358.00 |
353.00 |
354.00 |
-0.50 |
5,196 |
28,995 |
+611 |
| Mar05 |
040729 |
364.00 |
367.00 |
363.00 |
364.50 |
+0.50 |
756 |
7,127 |
+136 |
| May05 |
040729 |
369.00 |
372.00 |
367.50 |
367.50 |
-1.00 |
119 |
1,108 |
+98 |
| Jul05 |
040729 |
368.25 |
370.00 |
367.00 |
367.00 |
-1.50 |
84 |
628 |
+74 |
| Total Volume and Open Interest |
13,487 |
73,646 |
+942 |
| Wheat(MGE) |
| Sep04 |
040729 |
361.50 |
363.50 |
357.50 |
357.75 |
-3.25 |
4,370 |
14,077 |
+283 |
| Dec04 |
040729 |
372.00 |
373.00 |
367.00 |
367.25 |
-2.75 |
3,834 |
14,654 |
+532 |
| Mar05 |
040729 |
379.00 |
381.00 |
376.00 |
376.50 |
-1.50 |
785 |
3,417 |
+105 |
| May05 |
040729 |
386.00 |
386.00 |
381.50 |
381.50 |
-3.00 |
292 |
910 |
+276 |
| Jul05 |
040729 |
384.00 |
384.00 |
384.00 |
384.00 |
-0.50 |
4 |
63 |
+0 |
| Total Volume and Open Interest |
9,285 |
33,136 |
+1,196 |
| Oats(CBOT) |
| Sep04 |
040729 |
126.50 |
126.50 |
124.00 |
124.00 |
-1.75 |
199 |
2,598 |
-35 |
| Dec04 |
040729 |
133.50 |
134.50 |
131.50 |
132.00 |
-1.25 |
417 |
6,612 |
+129 |
| Mar05 |
040729 |
140.00 |
140.50 |
139.00 |
139.00 |
-1.25 |
48 |
734 |
+37 |
| May05 |
040729 |
144.50 |
144.50 |
144.50 |
144.50 |
-1.00 |
0 |
82 |
+0 |
| Total Volume and Open Interest |
664 |
10,046 |
+131 |
| Rough Rice(CBOT) |
| Sep04 |
040729 |
7.10 |
7.13 |
7.08 |
7.08 |
-0.05 |
168 |
1,139 |
+40 |
| Nov04 |
040729 |
7.04 |
7.12 |
6.96 |
6.96 |
-0.12 |
213 |
1,849 |
+33 |
| Jan05 |
040729 |
7.26 |
7.26 |
7.19 |
7.19 |
-0.09 |
12 |
562 |
+6 |
| Mar05 |
040729 |
7.46 |
7.46 |
7.39 |
7.39 |
-0.10 |
16 |
293 |
+6 |
| Total Volume and Open Interest |
409 |
3,855 |
+85 |
| Live Cattle(CME) |
| Aug04 |
040729 |
87.700 |
87.700 |
86.750 |
86.875 |
-0.900 |
3,785 |
22,211 |
-1,043 |
| Oct04 |
040729 |
90.250 |
90.350 |
89.250 |
89.450 |
-0.900 |
4,474 |
66,070 |
+978 |
| Dec04 |
040729 |
90.800 |
90.800 |
89.800 |
89.875 |
-0.975 |
2,136 |
16,135 |
+21 |
| Feb05 |
040729 |
90.500 |
90.600 |
89.900 |
90.025 |
-0.750 |
665 |
10,560 |
-51 |
| Apr05 |
040729 |
87.900 |
88.000 |
87.375 |
87.475 |
-0.750 |
247 |
3,632 |
+15 |
| Jun05 |
040729 |
82.850 |
82.950 |
82.600 |
82.625 |
-0.375 |
32 |
1,210 |
+22 |
| Total Volume and Open Interest |
11,351 |
119,924 |
-47 |
| Feeder Cattle(CME) |
| Aug04 |
040729 |
115.700 |
115.800 |
115.250 |
115.475 |
-0.350 |
970 |
6,873 |
-63 |
| Sep04 |
040729 |
114.800 |
114.800 |
113.900 |
113.900 |
-1.075 |
525 |
5,491 |
-55 |
| Oct04 |
040729 |
113.700 |
113.750 |
112.700 |
113.075 |
-0.925 |
750 |
4,976 |
+43 |
| Nov04 |
040729 |
109.900 |
110.000 |
109.300 |
109.500 |
-0.900 |
165 |
1,765 |
-16 |
| Jan05 |
040729 |
105.700 |
105.900 |
105.250 |
105.250 |
-0.750 |
167 |
1,057 |
+109 |
| Mar05 |
040729 |
101.000 |
101.075 |
100.900 |
101.075 |
-0.275 |
24 |
264 |
+16 |
| Apr05 |
040729 |
100.700 |
100.700 |
100.500 |
100.500 |
-0.500 |
12 |
101 |
+6 |
| Total Volume and Open Interest |
2,614 |
20,550 |
+40 |
| Lean Hogs(CME) |
| Aug04 |
040729 |
77.100 |
78.350 |
77.000 |
78.175 |
+1.250 |
4,123 |
12,358 |
-1,894 |
| Oct04 |
040729 |
69.100 |
70.100 |
68.650 |
69.850 |
+1.200 |
6,170 |
48,806 |
+185 |
| Dec04 |
040729 |
64.150 |
64.950 |
63.650 |
64.875 |
+0.925 |
2,184 |
16,028 |
+398 |
| Feb05 |
040729 |
61.400 |
62.500 |
60.700 |
62.300 |
+1.025 |
503 |
3,273 |
+170 |
| Apr05 |
040729 |
61.000 |
61.000 |
60.250 |
61.000 |
unch |
61 |
1,256 |
+13 |
| May05 |
040729 |
62.200 |
62.375 |
62.175 |
62.375 |
-0.275 |
28 |
200 |
+6 |
| Jun05 |
040729 |
64.950 |
64.950 |
64.650 |
64.900 |
-0.150 |
33 |
299 |
+14 |
| Jul05 |
040729 |
62.000 |
62.000 |
62.000 |
62.000 |
-0.125 |
10 |
77 |
+6 |
| Total Volume and Open Interest |
13,112 |
82,304 |
-1,102 |
| Pork Bellies(CME) |
| Aug04 |
040729 |
103.750 |
105.200 |
101.750 |
105.050 |
+1.050 |
420 |
1,631 |
-59 |
| Feb05 |
040729 |
91.800 |
94.000 |
90.250 |
94.000 |
+1.500 |
82 |
246 |
+26 |
| Mar05 |
040729 |
90.750 |
93.300 |
90.000 |
93.300 |
+1.550 |
1 |
4 |
+1 |
| May05 |
040729 |
92.750 |
92.750 |
92.750 |
92.750 |
-1.000 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
504 |
1,883 |
-62 |
| Class III Milk(CME) |
| Jul04 |
040729 |
14.84 |
14.84 |
14.84 |
14.84 |
unch |
52 |
5,697 |
+34 |
| Aug04 |
040729 |
14.30 |
14.45 |
14.30 |
14.37 |
+0.07 |
247 |
5,292 |
+15 |
| Sep04 |
040729 |
15.75 |
16.12 |
15.75 |
15.88 |
+0.18 |
111 |
5,332 |
-3 |
| Oct04 |
040729 |
14.72 |
14.95 |
14.72 |
14.79 |
+0.20 |
73 |
3,268 |
+5 |
| Nov04 |
040729 |
13.35 |
13.45 |
13.35 |
13.35 |
+0.10 |
170 |
2,341 |
+98 |
| Total Volume and Open Interest |
757 |
26,916 |
+242 |
| Cocoa(NYBOT) |
| Sep04 |
040729 |
1650 |
1672 |
1632 |
1663 |
+5 |
6,265 |
37,756 |
+523 |
| Dec04 |
040729 |
1663 |
1686 |
1651 |
1678 |
+7 |
2,407 |
20,771 |
+409 |
| Mar05 |
040729 |
1695 |
1705 |
1675 |
1698 |
+6 |
589 |
11,512 |
+278 |
| May05 |
040729 |
1703 |
1712 |
1690 |
1712 |
+7 |
152 |
11,602 |
+42 |
| Jul05 |
040729 |
1727 |
1727 |
1727 |
1727 |
+7 |
14 |
11,321 |
-14 |
| Sep05 |
040729 |
1730 |
1742 |
1730 |
1742 |
+7 |
0 |
4,826 |
+0 |
| Dec05 |
040729 |
1743 |
1749 |
1743 |
1749 |
+6 |
352 |
4,707 |
+352 |
| Total Volume and Open Interest |
9,806 |
106,389 |
+1,617 |
| Coffee "C"(NYBOT) |
| Sep04 |
040729 |
68.25 |
68.40 |
67.50 |
67.65 |
-0.30 |
8,219 |
55,392 |
-1,742 |
| Dec04 |
040729 |
71.50 |
71.60 |
70.90 |
71.05 |
-0.30 |
4,644 |
22,855 |
+1,012 |
| Mar05 |
040729 |
74.70 |
74.70 |
74.00 |
74.10 |
-0.35 |
709 |
7,054 |
+199 |
| May05 |
040729 |
76.25 |
76.25 |
75.70 |
75.75 |
-0.35 |
80 |
1,771 |
+23 |
| Jul05 |
040729 |
77.40 |
77.60 |
77.25 |
77.25 |
-0.30 |
124 |
1,241 |
+35 |
| Sep05 |
040729 |
78.65 |
78.65 |
78.65 |
78.65 |
-0.30 |
0 |
355 |
+0 |
| Total Volume and Open Interest |
13,776 |
88,917 |
-473 |
| Orange Juice(NYBOT) |
| Sep04 |
040729 |
62.40 |
62.75 |
60.50 |
61.30 |
-1.00 |
4,375 |
15,298 |
-785 |
| Nov04 |
040729 |
63.30 |
63.50 |
61.50 |
62.05 |
-0.90 |
1,790 |
10,795 |
-65 |
| Jan05 |
040729 |
65.60 |
65.85 |
64.25 |
64.35 |
-0.95 |
778 |
2,760 |
+547 |
| Mar05 |
040729 |
67.65 |
67.65 |
66.15 |
66.20 |
-1.00 |
749 |
5,205 |
+391 |
| May05 |
040729 |
70.10 |
70.10 |
69.50 |
69.85 |
-0.90 |
84 |
3,072 |
+21 |
| Total Volume and Open Interest |
7,776 |
37,282 |
+109 |
| Sugar #11(NYBOT) |
| Oct04 |
040729 |
8.23 |
8.29 |
8.17 |
8.28 |
+0.05 |
14,110 |
200,867 |
-3,213 |
| Mar05 |
040729 |
8.72 |
8.73 |
8.63 |
8.73 |
+0.03 |
3,961 |
51,356 |
+773 |
| May05 |
040729 |
8.55 |
8.55 |
8.50 |
8.55 |
+0.02 |
815 |
18,649 |
-84 |
| Jul05 |
040729 |
8.29 |
8.30 |
8.24 |
8.30 |
+0.02 |
235 |
12,585 |
-173 |
| Oct05 |
040729 |
8.15 |
8.15 |
8.06 |
8.13 |
-0.02 |
179 |
13,006 |
+85 |
| Total Volume and Open Interest |
19,351 |
302,038 |
-2,602 |
| London Cocoa(LCE) |
| Jul04 |
040715 |
817 |
821 |
813 |
819 |
+2 |
402 |
112 |
-283 |
| Sep04 |
040729 |
952 |
956 |
938 |
954 |
+7 |
3,565 |
48,087 |
-451 |
| Dec04 |
040729 |
972 |
981 |
962 |
978 |
+6 |
4,492 |
51,307 |
+836 |
| Mar05 |
040729 |
995 |
997 |
981 |
997 |
+7 |
2,316 |
28,242 |
+267 |
| May05 |
040729 |
1002 |
1011 |
997 |
1011 |
+7 |
1,019 |
13,962 |
-263 |
| Jul05 |
040729 |
1018 |
1025 |
1018 |
1025 |
+7 |
160 |
12,062 |
+34 |
| Sep05 |
040729 |
1025 |
1037 |
1025 |
1037 |
+6 |
1,189 |
11,204 |
+865 |
| Total Volume and Open Interest |
12,761 |
174,509 |
+1,300 |
| London Coffee(LCE) |
| Jul04 |
040729 |
670.00 |
671.00 |
664.00 |
669.00 |
-7.00 |
177 |
266 |
-1,068 |
| Sep04 |
040729 |
675.00 |
679.00 |
670.00 |
675.00 |
-9.00 |
3,709 |
64,265 |
-447 |
| Nov04 |
040729 |
694.00 |
694.00 |
687.00 |
692.00 |
-8.00 |
1,802 |
37,191 |
+438 |
| Jan05 |
040729 |
706.00 |
708.00 |
701.00 |
706.00 |
-8.00 |
689 |
27,800 |
+12 |
| Mar05 |
040729 |
723.00 |
725.00 |
716.00 |
720.00 |
-8.00 |
252 |
15,239 |
+46 |
| May05 |
040729 |
735.00 |
735.00 |
731.00 |
735.00 |
-8.00 |
16 |
13,182 |
+16 |
| Total Volume and Open Interest |
6,742 |
162,331 |
-952 |
| London Sugar(LCE) |
| Aug04 |
040716 |
244.50 |
248.90 |
244.00 |
248.90 |
+4.90 |
896 |
2,854 |
-394 |
| Oct04 |
040729 |
246.90 |
250.80 |
246.90 |
250.60 |
+3.70 |
1,034 |
24,774 |
-137 |
| Dec04 |
040729 |
251.10 |
253.00 |
251.10 |
252.90 |
+2.50 |
784 |
6,026 |
-8 |
| Mar05 |
040729 |
258.00 |
260.00 |
258.00 |
259.40 |
+2.00 |
517 |
9,517 |
-206 |
| May05 |
040729 |
257.00 |
260.00 |
257.00 |
259.30 |
+2.70 |
373 |
4,815 |
+204 |
| Total Volume and Open Interest |
2,782 |
53,492 |
-140 |
| Cotton(NYBOT) |
| Oct04 |
040729 |
44.52 |
45.40 |
43.50 |
43.73 |
-0.72 |
409 |
3,268 |
-185 |
| Dec04 |
040729 |
44.70 |
45.90 |
44.00 |
44.12 |
-0.69 |
5,022 |
55,740 |
-56 |
| Mar05 |
040729 |
46.25 |
47.20 |
45.50 |
45.50 |
-0.68 |
1,485 |
13,097 |
+26 |
| May05 |
040729 |
47.20 |
48.10 |
46.60 |
46.60 |
-0.53 |
346 |
2,814 |
+58 |
| Jul05 |
040729 |
48.20 |
48.75 |
47.60 |
47.62 |
-0.48 |
435 |
2,395 |
+174 |
| Oct05 |
040729 |
50.25 |
50.25 |
50.25 |
50.25 |
-0.05 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
7,776 |
79,083 |
+68 |
| Lumber(CME) |
| Sep04 |
040729 |
434.0 |
435.8 |
429.0 |
431.3 |
-0.9 |
736 |
4,398 |
+144 |
| Nov04 |
040729 |
380.1 |
382.9 |
378.1 |
378.7 |
-0.8 |
250 |
1,446 |
+71 |
| Jan05 |
040729 |
366.5 |
366.7 |
366.5 |
366.5 |
+0.7 |
45 |
307 |
-5 |
| Mar05 |
040729 |
369.8 |
369.8 |
369.8 |
369.8 |
+2.9 |
9 |
44 |
+3 |
| Total Volume and Open Interest |
1,040 |
6,195 |
+213 |
| Crude Oil(NYM) |
| Sep04 |
040729 |
42.50 |
42.98 |
42.10 |
42.75 |
-0.15 |
107,257 |
232,217 |
+4,736 |
| Oct04 |
040729 |
42.00 |
42.30 |
41.55 |
42.13 |
-0.15 |
37,305 |
74,739 |
+6,404 |
| Nov04 |
040729 |
41.55 |
41.75 |
41.30 |
41.64 |
-0.17 |
7,672 |
37,829 |
+787 |
| Dec04 |
040729 |
41.15 |
41.38 |
40.70 |
41.17 |
-0.17 |
8,922 |
66,293 |
+670 |
| Jan05 |
040729 |
40.50 |
40.75 |
40.38 |
40.67 |
-0.16 |
2,136 |
23,967 |
-168 |
| Feb05 |
040729 |
39.98 |
40.24 |
39.95 |
40.24 |
-0.15 |
343 |
15,856 |
-10 |
| Mar05 |
040729 |
39.75 |
39.84 |
39.75 |
39.84 |
-0.14 |
1,208 |
17,390 |
+522 |
| Apr05 |
040729 |
39.15 |
39.48 |
39.15 |
39.47 |
-0.13 |
161 |
12,469 |
+29 |
| May05 |
040729 |
39.07 |
39.11 |
39.07 |
39.11 |
-0.12 |
325 |
6,875 |
-185 |
| Jun05 |
040729 |
38.50 |
38.84 |
38.50 |
38.77 |
-0.11 |
1,436 |
23,119 |
+247 |
| Jul05 |
040729 |
38.48 |
38.48 |
38.48 |
38.48 |
-0.11 |
240 |
6,764 |
+209 |
| Aug05 |
040729 |
38.24 |
38.24 |
38.24 |
38.24 |
-0.10 |
150 |
6,340 |
+50 |
| Sep05 |
040729 |
37.95 |
38.08 |
37.90 |
38.03 |
-0.09 |
325 |
9,341 |
+115 |
| Oct05 |
040729 |
37.84 |
37.84 |
37.84 |
37.84 |
-0.09 |
0 |
3,773 |
+0 |
| Nov05 |
040729 |
37.66 |
37.66 |
37.66 |
37.66 |
-0.08 |
0 |
4,439 |
+0 |
| Dec05 |
040729 |
37.35 |
37.50 |
37.30 |
37.49 |
-0.08 |
5,000 |
44,555 |
+1,732 |
| Total Volume and Open Interest |
178,318 |
693,255 |
+17,220 |
| Heating Oil(NYM) |
| Aug04 |
040729 |
113.00 |
114.00 |
111.80 |
113.28 |
-1.14 |
12,175 |
11,260 |
-2,578 |
| Sep04 |
040729 |
114.00 |
115.40 |
113.10 |
114.62 |
-0.84 |
20,502 |
72,336 |
+2,747 |
| Oct04 |
040729 |
114.90 |
116.10 |
114.60 |
115.57 |
-0.79 |
3,222 |
19,814 |
+194 |
| Nov04 |
040729 |
115.90 |
117.00 |
115.20 |
116.47 |
-0.74 |
1,318 |
13,913 |
+15 |
| Dec04 |
040729 |
117.00 |
117.80 |
116.00 |
117.22 |
-0.74 |
2,925 |
25,008 |
-457 |
| Jan05 |
040729 |
117.40 |
118.25 |
116.50 |
117.67 |
-0.74 |
578 |
11,355 |
+160 |
| Feb05 |
040729 |
116.30 |
117.30 |
115.40 |
116.42 |
-0.74 |
857 |
11,588 |
+183 |
| Mar05 |
040729 |
113.00 |
114.40 |
112.40 |
113.32 |
-0.64 |
451 |
10,618 |
+314 |
| Apr05 |
040729 |
108.75 |
110.00 |
108.75 |
108.77 |
-0.59 |
19 |
2,902 |
-44 |
| May05 |
040729 |
104.25 |
105.90 |
104.25 |
104.62 |
-0.54 |
592 |
2,475 |
+164 |
| Jun05 |
040729 |
102.07 |
102.07 |
102.07 |
102.07 |
-0.49 |
33 |
4,993 |
+25 |
| Jul05 |
040729 |
101.22 |
101.22 |
101.22 |
101.22 |
-0.49 |
365 |
5,840 |
+315 |
| Total Volume and Open Interest |
44,057 |
203,991 |
+1,302 |
| Unleaded Gas(NYM) |
| Aug04 |
040729 |
127.20 |
128.40 |
126.00 |
127.52 |
-2.02 |
20,925 |
11,477 |
-4,423 |
| Sep04 |
040729 |
127.00 |
128.60 |
126.00 |
127.90 |
-1.28 |
34,007 |
67,454 |
+5,725 |
| Oct04 |
040729 |
121.50 |
122.85 |
120.90 |
122.85 |
-0.93 |
5,286 |
11,425 |
-47 |
| Nov04 |
040729 |
118.10 |
119.10 |
118.10 |
119.10 |
-0.58 |
1,420 |
7,049 |
+113 |
| Dec04 |
040729 |
115.00 |
116.25 |
114.35 |
116.25 |
-0.43 |
2,012 |
13,140 |
+214 |
| Jan05 |
040729 |
113.80 |
115.50 |
113.00 |
115.50 |
-0.43 |
331 |
5,463 |
+117 |
| Feb05 |
040729 |
115.80 |
115.80 |
115.80 |
115.80 |
-0.43 |
140 |
5,240 |
-88 |
| Mar05 |
040729 |
116.45 |
116.45 |
116.45 |
116.45 |
-0.33 |
95 |
1,860 |
-50 |
| Apr05 |
040729 |
123.05 |
123.05 |
123.05 |
123.05 |
-0.33 |
105 |
7,668 |
+5 |
| May05 |
040729 |
122.75 |
122.75 |
122.75 |
122.75 |
-0.28 |
25 |
7,616 |
+23 |
| Jun05 |
040729 |
121.45 |
121.45 |
121.45 |
121.45 |
-0.23 |
55 |
2,143 |
+55 |
| Jul05 |
040729 |
119.10 |
119.10 |
119.10 |
119.10 |
-0.23 |
0 |
2,095 |
+0 |
| Total Volume and Open Interest |
64,401 |
142,630 |
+1,644 |
| Natural Gas(NYM) |
| Sep04 |
040729 |
6.120 |
6.220 |
6.100 |
6.180 |
+0.038 |
42,839 |
72,094 |
+3,353 |
| Oct04 |
040729 |
6.190 |
6.270 |
6.165 |
6.241 |
+0.044 |
8,224 |
41,526 |
+1,135 |
| Nov04 |
040729 |
6.490 |
6.570 |
6.480 |
6.556 |
+0.055 |
3,603 |
19,582 |
-1,019 |
| Dec04 |
040729 |
6.790 |
6.840 |
6.750 |
6.826 |
+0.052 |
4,277 |
27,304 |
+1,367 |
| Jan05 |
040729 |
6.935 |
7.010 |
6.930 |
6.996 |
+0.053 |
3,505 |
23,692 |
+391 |
| Feb05 |
040729 |
6.900 |
6.980 |
6.900 |
6.954 |
+0.053 |
841 |
16,488 |
+165 |
| Mar05 |
040729 |
6.760 |
6.830 |
6.740 |
6.811 |
+0.053 |
1,591 |
17,145 |
-115 |
| Apr05 |
040729 |
6.105 |
6.170 |
6.100 |
6.147 |
+0.054 |
740 |
14,013 |
+82 |
| May05 |
040729 |
6.000 |
6.050 |
5.980 |
6.027 |
+0.054 |
133 |
12,042 |
+86 |
| Jun05 |
040729 |
6.020 |
6.070 |
6.010 |
6.040 |
+0.054 |
182 |
8,435 |
+26 |
| Jul05 |
040729 |
6.060 |
6.095 |
6.050 |
6.070 |
+0.056 |
399 |
11,787 |
+20 |
| Aug05 |
040729 |
6.075 |
6.090 |
6.060 |
6.079 |
+0.054 |
46 |
8,403 |
+15 |
| Sep05 |
040729 |
6.075 |
6.090 |
6.050 |
6.074 |
+0.049 |
492 |
8,011 |
+74 |
| Oct05 |
040729 |
6.080 |
6.120 |
6.080 |
6.092 |
+0.049 |
629 |
6,901 |
-219 |
| Nov05 |
040729 |
6.260 |
6.300 |
6.260 |
6.267 |
+0.049 |
29 |
7,018 |
-3 |
| Dec05 |
040729 |
6.410 |
6.460 |
6.410 |
6.437 |
+0.049 |
43 |
6,266 |
-16 |
| Total Volume and Open Interest |
100,803 |
368,813 |
-8,442 |
| Brent Crude Oil(IPE) |
| Sep04 |
040729 |
39.10 |
39.38 |
38.70 |
39.25 |
-0.28 |
56,301 |
84,364 |
+3,214 |
| Oct04 |
040729 |
38.40 |
38.78 |
38.15 |
38.65 |
-0.27 |
26,980 |
83,956 |
+209 |
| Nov04 |
040729 |
38.20 |
38.35 |
37.88 |
38.30 |
-0.26 |
6,798 |
16,327 |
+1,283 |
| Dec04 |
040729 |
37.80 |
38.00 |
37.50 |
37.91 |
-0.24 |
4,521 |
30,693 |
-38 |
| Jan05 |
040729 |
37.38 |
37.51 |
37.15 |
37.51 |
-0.23 |
829 |
13,163 |
+100 |
| Feb05 |
040729 |
37.25 |
37.25 |
37.10 |
37.16 |
-0.22 |
235 |
7,539 |
+225 |
| Mar05 |
040729 |
36.48 |
36.84 |
36.48 |
36.84 |
-0.21 |
325 |
11,371 |
-26 |
| Apr05 |
040729 |
36.35 |
36.53 |
36.35 |
36.53 |
-0.22 |
0 |
6,306 |
+0 |
| May05 |
040729 |
36.26 |
36.26 |
36.26 |
36.26 |
-0.22 |
0 |
1,593 |
+0 |
| Jun05 |
040729 |
36.00 |
36.10 |
35.84 |
36.01 |
-0.20 |
425 |
14,892 |
+385 |
| Jul05 |
040729 |
35.79 |
35.79 |
35.79 |
35.79 |
-0.19 |
0 |
1,715 |
+0 |
| Aug05 |
040729 |
35.61 |
35.61 |
35.61 |
35.61 |
-0.18 |
11 |
111 |
+11 |
| Sep05 |
040729 |
35.43 |
35.43 |
35.43 |
35.43 |
-0.17 |
350 |
3,215 |
-125 |
| Total Volume and Open Interest |
100,925 |
337,024 |
+7,338 |
| Gas Oil(IPE) |
| Aug04 |
040729 |
364.25 |
364.75 |
359.50 |
364.25 |
-3.50 |
13,430 |
46,917 |
+82 |
| Sep04 |
040729 |
362.25 |
362.75 |
357.50 |
360.25 |
-5.25 |
8,390 |
41,934 |
+1,726 |
| Oct04 |
040729 |
358.00 |
358.00 |
353.25 |
356.00 |
-5.00 |
3,775 |
19,324 |
-110 |
| Nov04 |
040729 |
351.00 |
351.50 |
349.50 |
350.50 |
-4.75 |
967 |
10,880 |
+382 |
| Dec04 |
040729 |
345.50 |
346.75 |
342.75 |
344.75 |
-4.75 |
1,632 |
25,912 |
+613 |
| Jan05 |
040729 |
338.75 |
340.00 |
338.75 |
340.00 |
-4.50 |
100 |
6,360 |
+100 |
| Feb05 |
040729 |
334.50 |
334.50 |
334.50 |
334.50 |
-4.75 |
100 |
2,753 |
+100 |
| Mar05 |
040729 |
327.75 |
327.75 |
327.75 |
327.75 |
-4.50 |
0 |
2,785 |
+0 |
| Apr05 |
040729 |
320.00 |
320.00 |
320.00 |
320.00 |
-4.00 |
0 |
900 |
+0 |
| May05 |
040729 |
315.50 |
315.50 |
315.50 |
315.50 |
-3.50 |
0 |
850 |
+0 |
| Total Volume and Open Interest |
29,946 |
186,303 |
+3,577 |
| US Dollar Index(NYBOT) |
| Sep04 |
040729 |
89.96 |
90.49 |
89.71 |
90.14 |
+0.20 |
2,223 |
12,607 |
-342 |
| Dec04 |
040729 |
90.17 |
90.37 |
90.02 |
90.37 |
+0.20 |
16 |
2,119 |
+0 |
| Mar05 |
040729 |
90.55 |
90.60 |
90.55 |
90.60 |
+0.20 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
2,239 |
14,739 |
-342 |
| Australian Dollar(CME) |
| Sep04 |
040729 |
69.29 |
69.72 |
68.98 |
69.41 |
-0.19 |
2,274 |
28,956 |
+948 |
| Dec04 |
040729 |
68.75 |
68.80 |
68.75 |
68.80 |
-0.19 |
3 |
278 |
+0 |
| Mar05 |
040729 |
68.27 |
68.27 |
68.25 |
68.25 |
-0.19 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
2,277 |
29,325 |
+948 |
| British Pound(CME) |
| Sep04 |
040729 |
180.62 |
181.36 |
180.10 |
180.83 |
-0.70 |
5,232 |
66,033 |
-791 |
| Dec04 |
040729 |
179.10 |
179.39 |
179.10 |
179.39 |
-0.70 |
6 |
451 |
+23 |
| Mar05 |
040729 |
178.09 |
178.09 |
178.09 |
178.09 |
-0.70 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
5,238 |
66,491 |
-768 |
| Canadian Dollar(CME) |
| Sep04 |
040729 |
74.87 |
75.50 |
74.73 |
75.34 |
+0.12 |
3,155 |
70,670 |
+749 |
| Dec04 |
040729 |
75.00 |
75.45 |
75.00 |
75.27 |
+0.12 |
33 |
4,602 |
+17 |
| Mar05 |
040729 |
75.22 |
75.22 |
75.22 |
75.22 |
+0.12 |
4 |
783 |
-2 |
| Jun05 |
040729 |
75.17 |
75.17 |
75.17 |
75.17 |
+0.12 |
1 |
562 |
+0 |
| Total Volume and Open Interest |
3,193 |
76,669 |
+764 |
| Japanese Yen(CME) |
| Sep04 |
040729 |
89.23 |
89.72 |
89.05 |
89.33 |
-0.35 |
11,009 |
95,710 |
-1,011 |
| Dec04 |
040729 |
89.75 |
90.12 |
89.66 |
89.78 |
-0.35 |
22 |
10,441 |
+0 |
| Mar05 |
040729 |
90.20 |
90.32 |
90.20 |
90.32 |
-0.35 |
1 |
5 |
+0 |
| Total Volume and Open Interest |
11,032 |
106,159 |
-1,011 |
| Swiss Franc(CME) |
| Sep04 |
040729 |
78.22 |
78.78 |
77.97 |
78.13 |
-0.34 |
8,681 |
37,489 |
-2,419 |
| Dec04 |
040729 |
78.42 |
78.42 |
78.38 |
78.38 |
-0.34 |
0 |
138 |
+0 |
| Mar05 |
040729 |
78.65 |
78.65 |
78.65 |
78.65 |
-0.34 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
8,681 |
37,692 |
-2,419 |
| EuroFX(CME) |
| Sep04 |
040729 |
120.21 |
120.88 |
119.82 |
120.28 |
-0.22 |
15,221 |
145,608 |
+9,157 |
| Dec04 |
040729 |
120.08 |
120.70 |
120.08 |
120.21 |
-0.22 |
37 |
1,194 |
-23 |
| Mar05 |
040729 |
120.24 |
120.67 |
120.10 |
120.21 |
-0.22 |
57 |
229 |
+15 |
| Total Volume and Open Interest |
15,315 |
147,123 |
+9,149 |
| Mexican Peso(CME) |
| Sep04 |
040729 |
8680.0 |
8710.0 |
8675.0 |
8692.0 |
+10.0 |
10,016 |
38,756 |
+595 |
| Dec04 |
040729 |
8555.0 |
8570.0 |
8555.0 |
8562.0 |
+10.0 |
35 |
1,349 |
-1 |
| Total Volume and Open Interest |
10,051 |
41,002 |
+594 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040729 |
106~23 |
107~03 |
106~08 |
106~31 |
+0~05 |
316,466 |
513,925 |
-3,199 |
| Dec04 |
040729 |
105~28 |
105~30 |
105~06 |
105~25 |
+0~05 |
4,187 |
20,040 |
+1,871 |
| Mar05 |
040729 |
104~05 |
104~22 |
104~05 |
104~22 |
+0~05 |
2 |
154 |
+1 |
| Total Volume and Open Interest |
320,655 |
534,206 |
-1,327 |
| Municipal Bonds(CBOT) |
| Sep04 |
040729 |
100~18 |
101~02 |
100~17 |
100~31 |
+0~06 |
78 |
2,480 |
-3 |
| Total Volume and Open Interest |
78 |
2,480 |
-3 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040729 |
109~265 |
110~005 |
109~160 |
109~310 |
+0~045 |
865,890 |
1,418,972 |
+26,790 |
| Dec04 |
040729 |
108~175 |
108~245 |
108~115 |
108~240 |
+0~045 |
14,609 |
52,308 |
+1,980 |
| Total Volume and Open Interest |
880,536 |
1,471,468 |
+28,767 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040729 |
108~280 |
109~035 |
108~245 |
109~020 |
+0~035 |
419,252 |
0 |
+0 |
| Dec04 |
040729 |
107~285 |
108~030 |
107~280 |
108~030 |
+0~040 |
2,505 |
103,003 |
+103,003 |
| Total Volume and Open Interest |
421,757 |
103,003 |
+103,003 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040729 |
105~041 |
105~056 |
105~038 |
105~054 |
+0~009 |
1,925 |
192,713 |
+1,536 |
| Dec04 |
040729 |
104~104 |
104~104 |
104~104 |
104~104 |
+0~008 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
1,925 |
193,113 |
+1,536 |
| Eurodollars(CME) |
| Sep04 |
040729 |
98.020 |
98.040 |
98.010 |
98.030 |
+0.010 |
53,360 |
926,932 |
+2,237 |
| Dec04 |
040729 |
97.525 |
97.585 |
97.515 |
97.575 |
+0.040 |
78,821 |
885,267 |
+18,830 |
| Mar05 |
040729 |
97.075 |
97.155 |
97.060 |
97.150 |
+0.055 |
79,195 |
852,668 |
+12,770 |
| Jun05 |
040729 |
96.680 |
96.770 |
96.655 |
96.765 |
+0.070 |
81,097 |
644,984 |
+14,270 |
| Sep05 |
040729 |
96.330 |
96.425 |
96.310 |
96.420 |
+0.070 |
43,741 |
563,100 |
+4,384 |
| Dec05 |
040729 |
96.040 |
96.125 |
96.025 |
96.120 |
+0.065 |
45,518 |
449,468 |
-11,030 |
| Mar06 |
040729 |
95.820 |
95.905 |
95.800 |
95.900 |
+0.060 |
32,394 |
382,343 |
+5,046 |
| Jun06 |
040729 |
95.630 |
95.720 |
95.615 |
95.715 |
+0.065 |
23,137 |
224,838 |
-3,763 |
| Sep06 |
040729 |
95.460 |
95.550 |
95.460 |
95.550 |
+0.060 |
15,702 |
197,857 |
-480 |
| Dec06 |
040729 |
95.310 |
95.390 |
95.300 |
95.385 |
+0.055 |
12,395 |
147,262 |
-1,119 |
| Mar07 |
040729 |
95.165 |
95.250 |
95.165 |
95.245 |
+0.050 |
15,088 |
152,805 |
-740 |
| Jun07 |
040729 |
95.030 |
95.115 |
95.030 |
95.110 |
+0.045 |
10,943 |
113,143 |
-765 |
| Total Volume and Open Interest |
542,553 |
6,138,197 |
+48,560 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040729 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
7,156 |
+77 |
| Dec04 |
040729 |
99.87 |
99.87 |
99.87 |
99.87 |
-0.01 |
0 |
6,993 |
+0 |
| Mar05 |
040729 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
604 |
8,221 |
+252 |
| Jun05 |
040729 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
861 |
9,020 |
-7 |
| Sep05 |
040729 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
55 |
5,148 |
-69 |
| Dec05 |
040729 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
370 |
2,990 |
+38 |
| Mar06 |
040729 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
10 |
1,926 |
-4 |
| Jun06 |
040729 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
1,218 |
-30 |
| Sep06 |
040729 |
99.02 |
99.02 |
99.02 |
99.02 |
unch |
0 |
1,079 |
+0 |
| Dec06 |
040729 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
0 |
655 |
+0 |
| Total Volume and Open Interest |
1,900 |
45,422 |
+257 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040729 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
52 |
46,438 |
+47 |
| Dec04 |
040729 |
99.87 |
99.88 |
99.87 |
99.88 |
unch |
724 |
66,047 |
-121 |
| Mar05 |
040729 |
99.80 |
99.82 |
99.80 |
99.81 |
unch |
3,048 |
60,954 |
-10 |
| Jun05 |
040729 |
99.70 |
99.71 |
99.70 |
99.70 |
unch |
1,679 |
58,961 |
-125 |
| Sep05 |
040729 |
99.57 |
99.58 |
99.57 |
99.57 |
unch |
1,470 |
45,742 |
-5 |
| Dec05 |
040729 |
99.43 |
99.45 |
99.43 |
99.43 |
unch |
697 |
38,915 |
+129 |
| Mar06 |
040729 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
437 |
28,014 |
+210 |
| Jun06 |
040729 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
70 |
13,023 |
-75 |
| Total Volume and Open Interest |
8,177 |
374,533 |
+50 |
| German Euro-Bund(EUREX) |
| Sep04 |
040729 |
113.53 |
113.75 |
113.44 |
113.73 |
+0.15 |
871,767 |
1,014,100 |
+17 |
| Dec04 |
040729 |
112.57 |
112.78 |
112.52 |
112.78 |
+0.15 |
2,221 |
19,741 |
+47 |
| Mar05 |
040729 |
112.14 |
112.14 |
112.14 |
112.14 |
+0.16 |
1,136 |
1 |
+1 |
| Total Volume and Open Interest |
875,124 |
1,033,842 |
+65 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040729 |
110.50 |
110.68 |
110.45 |
110.65 |
+0.12 |
569,195 |
678,424 |
-14,485 |
| Dec04 |
040729 |
109.59 |
109.74 |
109.56 |
109.74 |
+0.11 |
2,561 |
6,532 |
+498 |
| Mar05 |
040729 |
109.26 |
109.26 |
109.26 |
109.26 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
571,756 |
684,956 |
-13,987 |
| Long Gilt(LIFFE) |
| Sep04 |
040729 |
105~10 |
105~12 |
105~04 |
105~11 |
+0~02 |
39,917 |
205,475 |
+148 |
| Dec04 |
040729 |
105~04 |
105~04 |
105~04 |
105~04 |
+0~02 |
|
|
|
| Total Volume and Open Interest |
39,917 |
205,475 |
+148 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040729 |
94.94 |
94.94 |
94.90 |
94.91 |
-0.02 |
20,002 |
203,798 |
-41 |
| Dec04 |
040729 |
94.74 |
94.75 |
94.69 |
94.71 |
-0.03 |
41,689 |
225,871 |
+196 |
| Mar05 |
040729 |
94.61 |
94.62 |
94.54 |
94.57 |
-0.03 |
23,777 |
202,694 |
+931 |
| Total Volume and Open Interest |
140,011 |
1,182,051 |
+2,834 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040729 |
97.835 |
97.845 |
97.830 |
97.840 |
+0.010 |
60,155 |
503,895 |
+727 |
| Dec04 |
040729 |
97.645 |
97.675 |
97.640 |
97.665 |
+0.025 |
113,766 |
556,101 |
+18,026 |
| Mar05 |
040729 |
97.420 |
97.455 |
97.405 |
97.440 |
+0.030 |
110,719 |
409,056 |
+867 |
| Total Volume and Open Interest |
540,018 |
2,769,848 |
+18,983 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040729 |
94.49 |
94.50 |
94.48 |
94.49 |
-0.01 |
20,453 |
126,058 |
-6,491 |
| Dec04 |
040729 |
94.38 |
94.38 |
94.37 |
94.38 |
unch |
30,235 |
119,405 |
+557 |
| Mar05 |
040729 |
94.30 |
94.30 |
94.28 |
94.30 |
unch |
8,698 |
64,526 |
+3,264 |
| Jun05 |
040729 |
94.25 |
94.26 |
94.24 |
94.25 |
unch |
1,917 |
31,825 |
+748 |
| Sep05 |
040729 |
94.22 |
94.22 |
94.20 |
94.20 |
-0.01 |
1,701 |
20,351 |
+419 |
| Dec05 |
040729 |
94.15 |
94.15 |
94.14 |
94.14 |
-0.02 |
1,577 |
14,286 |
-785 |
| Mar06 |
040729 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.01 |
70 |
10,903 |
-15 |
| Jun06 |
040729 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.01 |
560 |
6,745 |
+347 |
| Sep06 |
040729 |
93.98 |
93.98 |
93.98 |
93.98 |
-0.02 |
161 |
2,872 |
-24 |
| Dec06 |
040729 |
93.93 |
93.93 |
93.93 |
93.93 |
unch |
51 |
1,811 |
-49 |
| Total Volume and Open Interest |
65,425 |
402,213 |
-1,981 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040729 |
94.14 |
94.17 |
94.12 |
94.14 |
-0.01 |
42,618 |
208,924 |
+18,351 |
| Dec04 |
040729 |
94.14 |
94.14 |
94.14 |
94.14 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
165,055 |
419,908 |
+45,350 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040729 |
94.42 |
94.44 |
94.41 |
94.42 |
-0.02 |
122,796 |
419,908 |
+45,350 |
| Dec04 |
040729 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
122,796 |
419,908 |
+45,350 |
| Gold(CMX) |
| Aug04 |
040729 |
387.0 |
390.0 |
385.0 |
387.0 |
-2.0 |
69,175 |
36,803 |
-32,635 |
| Oct04 |
040729 |
386.0 |
391.7 |
386.0 |
388.4 |
-2.0 |
4,830 |
17,630 |
+1,199 |
| Dec04 |
040729 |
389.0 |
392.9 |
387.5 |
389.8 |
-2.0 |
44,415 |
116,189 |
+21,689 |
| Feb05 |
040729 |
392.0 |
394.0 |
391.3 |
391.3 |
-2.0 |
158 |
7,716 |
-108 |
| Apr05 |
040729 |
393.0 |
393.0 |
393.0 |
393.0 |
-2.0 |
154 |
4,932 |
+88 |
| Jun05 |
040729 |
395.0 |
396.5 |
394.8 |
394.8 |
-2.0 |
272 |
14,106 |
+246 |
| Aug05 |
040729 |
396.9 |
396.9 |
396.9 |
396.9 |
-2.0 |
22 |
2,802 |
+0 |
| Oct05 |
040729 |
399.0 |
399.0 |
399.0 |
399.0 |
-2.0 |
0 |
281 |
+0 |
| Dec05 |
040729 |
401.1 |
401.1 |
401.1 |
401.1 |
-2.0 |
253 |
6,097 |
-206 |
| Feb06 |
040729 |
403.5 |
403.5 |
403.5 |
403.5 |
-2.0 |
0 |
843 |
+0 |
| Apr06 |
040729 |
405.9 |
405.9 |
405.9 |
405.9 |
-2.0 |
0 |
485 |
+0 |
| Jun06 |
040729 |
408.4 |
408.4 |
408.4 |
408.4 |
-2.0 |
240 |
7,749 |
+205 |
| Total Volume and Open Interest |
119,544 |
222,485 |
-9,522 |
| Silver(CMX) |
| Sep04 |
040729 |
632.5 |
641.0 |
623.5 |
635.5 |
-1.8 |
16,653 |
55,897 |
-2,528 |
| Dec04 |
040729 |
635.0 |
645.0 |
626.0 |
638.6 |
-1.8 |
1,287 |
20,914 |
+380 |
| Mar05 |
040729 |
633.0 |
644.0 |
632.5 |
641.9 |
-1.8 |
16 |
5,190 |
+3 |
| May05 |
040729 |
640.0 |
644.1 |
640.0 |
644.1 |
-1.8 |
0 |
1,113 |
+0 |
| Jul05 |
040729 |
646.2 |
646.2 |
646.2 |
646.2 |
-1.8 |
0 |
1,972 |
+0 |
| Sep05 |
040729 |
648.2 |
648.2 |
648.2 |
648.2 |
-1.8 |
0 |
98 |
+0 |
| Dec05 |
040729 |
652.5 |
652.5 |
651.1 |
651.1 |
-1.8 |
1 |
3,133 |
+0 |
| Total Volume and Open Interest |
18,010 |
89,837 |
-2,154 |
| Platinum(NYM) |
| Oct04 |
040729 |
810.5 |
822.0 |
808.0 |
817.7 |
+18.9 |
1,036 |
5,347 |
-208 |
| Jan05 |
040729 |
811.7 |
811.7 |
811.7 |
811.7 |
+18.9 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
1,036 |
5,358 |
-258 |
| Palladium(NYME) |
| Sep04 |
040729 |
213.20 |
219.80 |
213.20 |
216.25 |
+2.50 |
520 |
7,575 |
+72 |
| Dec04 |
040729 |
216.10 |
219.00 |
216.10 |
217.75 |
+2.50 |
33 |
722 |
+7 |
| Mar05 |
040729 |
220.00 |
220.00 |
220.00 |
220.00 |
+2.50 |
1 |
9 |
+1 |
| Total Volume and Open Interest |
554 |
8,306 |
+80 |
| Copper(CMX) |
| Sep04 |
040729 |
127.60 |
129.50 |
126.70 |
129.35 |
+2.25 |
13,985 |
43,225 |
+2,415 |
| Dec04 |
040729 |
124.10 |
126.00 |
123.60 |
126.00 |
+2.30 |
2,667 |
12,788 |
+439 |
| Mar05 |
040729 |
120.80 |
122.40 |
120.80 |
122.40 |
+2.10 |
279 |
2,460 |
+197 |
| May05 |
040729 |
119.80 |
119.80 |
119.80 |
119.80 |
+2.10 |
35 |
437 |
+29 |
| Jul05 |
040729 |
117.10 |
117.10 |
117.10 |
117.10 |
+2.10 |
0 |
837 |
+0 |
| Total Volume and Open Interest |
18,932 |
68,126 |
+2,521 |
| DJIA Index(CBOT) |
| Sep04 |
040729 |
10130 |
10150 |
10070 |
10121 |
+11 |
10,575 |
44,164 |
+3,727 |
| Dec04 |
040729 |
10105 |
10118 |
10105 |
10118 |
+11 |
13 |
365 |
-6 |
| Mar05 |
040729 |
10123 |
10123 |
10123 |
10123 |
+11 |
|
|
|
| Total Volume and Open Interest |
10,588 |
44,529 |
+3,721 |
| S & P 500(CME) |
| Sep04 |
040729 |
1099.90 |
1103.50 |
1095.00 |
1100.20 |
+4.70 |
37,330 |
571,700 |
-4,663 |
| Dec04 |
040729 |
1100.20 |
1101.00 |
1099.50 |
1100.60 |
+4.70 |
2,287 |
15,384 |
+1,627 |
| Mar05 |
040729 |
1102.00 |
1102.00 |
1102.00 |
1102.00 |
+4.70 |
36 |
527 |
+23 |
| Jun05 |
040729 |
1105.10 |
1105.10 |
1105.10 |
1105.10 |
+4.70 |
1 |
269 |
+1 |
| Total Volume and Open Interest |
39,658 |
587,937 |
-3,008 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040729 |
1095.75 |
1103.75 |
1092.50 |
1100.25 |
+4.75 |
802,235 |
573,977 |
-10,488 |
| Dec04 |
040729 |
1097.25 |
1103.75 |
1096.25 |
1100.50 |
+4.50 |
998 |
48,021 |
+478 |
| Total Volume and Open Interest |
803,233 |
621,998 |
-10,010 |
| NASDAQ 100(CME) |
| Sep04 |
040729 |
1397.50 |
1406.50 |
1390.00 |
1401.50 |
+16.50 |
15,926 |
72,946 |
+2,169 |
| Dec04 |
040729 |
1406.50 |
1406.50 |
1406.50 |
1406.50 |
+16.50 |
0 |
2,292 |
+0 |
| Mar05 |
040729 |
1411.50 |
1411.50 |
1411.50 |
1411.50 |
+16.50 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
15,926 |
75,241 |
+2,169 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040729 |
1384.5 |
1406.5 |
1380.0 |
1401.5 |
+16.5 |
428,480 |
234,400 |
+6,249 |
| Dec04 |
040729 |
1398.0 |
1411.0 |
1398.0 |
1406.5 |
+16.5 |
32 |
4,873 |
+11 |
| Total Volume and Open Interest |
428,512 |
239,273 |
+6,260 |
| S & P Midcap 400(CME) |
| Sep04 |
040729 |
572.50 |
579.50 |
572.50 |
579.00 |
+7.75 |
706 |
13,471 |
-72 |
| Dec04 |
040729 |
578.75 |
578.75 |
578.75 |
578.75 |
+7.75 |
|
|
|
| Mar05 |
040729 |
578.75 |
578.75 |
578.75 |
578.75 |
+7.75 |
|
|
|
| Total Volume and Open Interest |
706 |
13,471 |
-72 |
| Russell 2000(CME) |
| Sep04 |
040729 |
544.00 |
550.00 |
542.00 |
548.50 |
+7.50 |
1,597 |
28,305 |
+208 |
| Dec04 |
040729 |
548.50 |
548.50 |
548.50 |
548.50 |
+7.50 |
|
|
|
| Mar05 |
040729 |
548.50 |
548.50 |
548.50 |
548.50 |
+7.50 |
|
|
|
| Total Volume and Open Interest |
1,597 |
28,305 |
+208 |
| Value Line(KCBT) |
| Sep04 |
040729 |
1535.50 |
1535.50 |
1535.50 |
1535.50 |
+17.50 |
15 |
54 |
-7 |
| Total Volume and Open Interest |
15 |
54 |
-7 |
| Nikkei 225(CME) |
| Sep04 |
040729 |
11195 |
11250 |
11160 |
11240 |
-10 |
4,383 |
31,686 |
+94 |
| Dec04 |
040729 |
11240 |
11240 |
11240 |
11240 |
-10 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
4,383 |
31,707 |
+94 |
| Nikkei 225(SIMEX) |
| Sep04 |
040729 |
11220 |
11220 |
11020 |
11110 |
-110 |
17,185 |
140,688 |
-1,484 |
| Dec04 |
040729 |
11075 |
11075 |
11075 |
11075 |
-110 |
|
|
|
| Mar05 |
040729 |
11070 |
11070 |
11070 |
11070 |
-110 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
17,185 |
140,690 |
-1,484 |
| CAC 40(MATIF) |
| Jul04 |
040729 |
3593.0 |
3650.5 |
3588.5 |
3643.0 |
+66.5 |
73,923 |
393,445 |
+6,284 |
| Aug04 |
040729 |
3599.0 |
3654.0 |
3594.5 |
3648.5 |
+66.0 |
33,771 |
44,846 |
+32,607 |
| Sep04 |
040729 |
3601.5 |
3660.0 |
3601.5 |
3655.0 |
+67.0 |
6,159 |
101,051 |
+5,486 |
| Total Volume and Open Interest |
113,865 |
551,760 |
+44,377 |
| DAX Index(EUREX) |
| Sep04 |
040729 |
3841.5 |
3918.0 |
3837.0 |
3903.5 |
+90.5 |
106,487 |
151,620 |
+1,344 |
| Dec04 |
040729 |
3864.0 |
3935.5 |
3860.0 |
3924.5 |
+90.5 |
168 |
5,339 |
-4 |
| Mar05 |
040729 |
3898.0 |
3950.0 |
3883.0 |
3947.5 |
+91.5 |
5,095 |
6,368 |
+5,064 |
| Total Volume and Open Interest |
111,750 |
163,327 |
+6,404 |
| FT-SE 100(LIFFE) |
| Sep04 |
040729 |
4362.00 |
4413.50 |
4357.00 |
4405.50 |
+58.00 |
62,109 |
441,742 |
+4,247 |
| Dec04 |
040729 |
4415.00 |
4442.00 |
4415.00 |
4438.00 |
+59.50 |
6 |
30,782 |
+2 |
| Mar05 |
040729 |
4446.00 |
4446.00 |
4445.00 |
4445.00 |
+60.00 |
500 |
4,484 |
+425 |
| Total Volume and Open Interest |
64,623 |
481,058 |
+6,624 |
| SPI 200(SFE) |
| Sep04 |
040729 |
3500.0 |
3503.0 |
3486.0 |
3490.0 |
unch |
9,870 |
149,751 |
-859 |
| Dec04 |
040729 |
3511.0 |
3513.0 |
3502.0 |
3502.0 |
unch |
123 |
5,358 |
+34 |
| Mar05 |
040729 |
3523.0 |
3523.0 |
3513.0 |
3513.0 |
-1.0 |
217 |
1,918 |
+148 |
| Total Volume and Open Interest |
10,245 |
159,357 |
-657 |
| GSCI(CME) |
| Aug04 |
040729 |
302.95 |
304.70 |
301.90 |
303.70 |
-0.70 |
431 |
16,614 |
+134 |
| Sep04 |
040729 |
303.00 |
303.00 |
303.00 |
303.00 |
-0.25 |
|
|
|
| Oct04 |
040729 |
302.00 |
302.00 |
302.00 |
302.00 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
431 |
16,614 |
+134 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040729 |
265.75 |
267.75 |
265.75 |
266.50 |
-1.00 |
63 |
247 |
-7 |
| Nov04 |
040729 |
270.00 |
270.00 |
268.50 |
268.50 |
-1.50 |
3 |
124 |
+1 |
| Jan05 |
040729 |
268.50 |
268.50 |
268.50 |
268.50 |
-2.00 |
1 |
52 |
+1 |
| Total Volume and Open Interest |
68 |
424 |
-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. |
|
|