|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri July 30, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug04 |
040730 |
624.00 |
633.00 |
599.00 |
599.50 |
-25.00 |
14,180 |
9,460 |
-4,273 |
| Sep04 |
040730 |
583.00 |
590.00 |
574.00 |
574.50 |
-15.50 |
7,277 |
14,989 |
+420 |
| Nov04 |
040730 |
575.00 |
582.50 |
568.00 |
569.00 |
-15.75 |
44,567 |
109,921 |
+619 |
| Jan05 |
040730 |
584.00 |
589.00 |
576.00 |
577.00 |
-15.25 |
1,454 |
10,858 |
+67 |
| Mar05 |
040730 |
591.00 |
596.00 |
584.75 |
585.50 |
-15.00 |
989 |
6,864 |
+259 |
| May05 |
040730 |
598.00 |
602.00 |
590.00 |
590.00 |
-15.00 |
1,728 |
6,389 |
+628 |
| Jul05 |
040730 |
601.00 |
605.00 |
593.00 |
594.00 |
-13.00 |
342 |
2,282 |
+165 |
| Total Volume and Open Interest |
70,740 |
162,508 |
-1,993 |
| Soybean Meal(CBOT) |
| Aug04 |
040730 |
198.50 |
204.00 |
192.00 |
198.00 |
-2.10 |
11,713 |
6,957 |
-3,749 |
| Sep04 |
040730 |
189.50 |
193.50 |
185.00 |
187.00 |
-5.20 |
8,179 |
24,398 |
+1,404 |
| Oct04 |
040730 |
179.00 |
181.50 |
175.00 |
175.50 |
-6.00 |
2,941 |
20,437 |
+532 |
| Dec04 |
040730 |
178.00 |
181.00 |
175.00 |
175.50 |
-5.70 |
12,078 |
46,781 |
+151 |
| Jan05 |
040730 |
178.00 |
181.30 |
176.50 |
176.50 |
-5.50 |
1,488 |
8,091 |
-200 |
| Mar05 |
040730 |
182.00 |
184.00 |
179.00 |
179.80 |
-4.20 |
1,378 |
6,151 |
-649 |
| May05 |
040730 |
184.00 |
186.50 |
181.00 |
181.30 |
-4.70 |
2,589 |
7,830 |
+398 |
| Jul05 |
040730 |
187.00 |
189.50 |
186.00 |
187.30 |
-2.20 |
2,163 |
5,987 |
+481 |
| Total Volume and Open Interest |
43,280 |
131,616 |
-1,307 |
| Soybean Oil(CBOT) |
| Aug04 |
040730 |
22.70 |
22.98 |
21.82 |
22.00 |
-0.83 |
7,858 |
7,495 |
-3,161 |
| Sep04 |
040730 |
22.40 |
22.55 |
21.48 |
21.65 |
-0.89 |
9,430 |
19,367 |
+191 |
| Oct04 |
040730 |
21.95 |
22.00 |
20.95 |
21.06 |
-1.01 |
3,608 |
16,729 |
+277 |
| Dec04 |
040730 |
21.43 |
21.51 |
20.40 |
20.48 |
-1.13 |
9,960 |
62,570 |
+329 |
| Jan05 |
040730 |
21.48 |
21.48 |
20.50 |
20.60 |
-0.98 |
1,433 |
10,789 |
+160 |
| Mar05 |
040730 |
21.60 |
21.60 |
20.52 |
20.68 |
-0.99 |
1,605 |
8,679 |
+487 |
| May05 |
040730 |
21.65 |
21.65 |
20.75 |
20.78 |
-0.97 |
728 |
5,983 |
+87 |
| Jul05 |
040730 |
21.65 |
21.68 |
20.85 |
20.90 |
-0.87 |
422 |
4,475 |
-121 |
| Total Volume and Open Interest |
35,170 |
140,929 |
-1,732 |
| Canola(WCE) |
| Sep04 |
040730 |
320.5 |
320.5 |
320.5 |
320.5 |
-5.5 |
50 |
306 |
+0 |
| Nov04 |
040730 |
328.0 |
328.0 |
321.9 |
324.7 |
-4.6 |
3,496 |
43,417 |
-642 |
| Jan05 |
040730 |
328.2 |
330.0 |
328.0 |
330.0 |
-4.4 |
10 |
2,357 |
-36 |
| Mar05 |
040730 |
335.0 |
335.0 |
335.0 |
335.0 |
-3.2 |
2 |
3,344 |
+0 |
| May05 |
040730 |
340.0 |
340.0 |
337.0 |
337.0 |
-5.5 |
0 |
325 |
+0 |
| Total Volume and Open Interest |
3,558 |
50,777 |
-678 |
| Corn(CBOT) |
| Sep04 |
040730 |
217.50 |
221.50 |
216.50 |
217.25 |
-1.25 |
15,786 |
144,568 |
-3,095 |
| Dec04 |
040730 |
225.75 |
230.50 |
225.00 |
225.50 |
-1.50 |
41,407 |
308,984 |
-1,662 |
| Mar05 |
040730 |
234.75 |
239.00 |
234.00 |
234.25 |
-1.25 |
2,079 |
60,463 |
-33 |
| May05 |
040730 |
240.75 |
245.00 |
240.25 |
240.25 |
-1.75 |
778 |
22,571 |
+75 |
| Jul05 |
040730 |
245.25 |
249.50 |
245.00 |
245.25 |
-1.50 |
1,163 |
19,863 |
+627 |
| Sep05 |
040730 |
250.25 |
251.75 |
249.00 |
249.25 |
-0.25 |
129 |
4,492 |
+111 |
| Total Volume and Open Interest |
61,695 |
573,758 |
-3,849 |
| Wheat(CBOT) |
| Sep04 |
040730 |
311.50 |
315.50 |
310.00 |
312.25 |
-0.50 |
12,359 |
85,437 |
-1,644 |
| Dec04 |
040730 |
325.50 |
329.00 |
323.50 |
325.50 |
-0.75 |
8,329 |
54,132 |
+1,416 |
| Mar05 |
040730 |
335.50 |
340.00 |
335.50 |
337.00 |
-0.50 |
917 |
12,317 |
+106 |
| May05 |
040730 |
341.00 |
344.00 |
340.00 |
340.50 |
-2.50 |
98 |
807 |
-13 |
| Jul05 |
040730 |
349.50 |
349.50 |
347.50 |
348.00 |
-1.75 |
211 |
2,726 |
+15 |
| Total Volume and Open Interest |
21,921 |
155,469 |
-123 |
| Wheat(KCBT) |
| Sep04 |
040730 |
338.00 |
342.00 |
333.00 |
333.75 |
-9.00 |
4,892 |
35,134 |
-638 |
| Dec04 |
040730 |
351.00 |
353.00 |
346.00 |
348.50 |
-5.50 |
3,085 |
28,749 |
-246 |
| Mar05 |
040730 |
361.50 |
362.50 |
356.00 |
357.25 |
-7.25 |
635 |
7,262 |
+135 |
| May05 |
040730 |
367.00 |
367.00 |
360.00 |
360.00 |
-7.50 |
158 |
1,151 |
+43 |
| Jul05 |
040730 |
364.00 |
365.50 |
363.00 |
363.00 |
-4.00 |
15 |
636 |
+8 |
| Total Volume and Open Interest |
8,792 |
72,955 |
-691 |
| Wheat(MGE) |
| Sep04 |
040730 |
355.50 |
355.75 |
349.00 |
349.50 |
-8.25 |
3,361 |
13,810 |
-267 |
| Dec04 |
040730 |
366.00 |
366.00 |
360.00 |
360.25 |
-7.00 |
2,120 |
14,679 |
+25 |
| Mar05 |
040730 |
374.00 |
375.00 |
370.75 |
371.00 |
-5.50 |
328 |
3,509 |
+92 |
| May05 |
040730 |
380.00 |
380.50 |
375.50 |
375.75 |
-5.75 |
70 |
965 |
+55 |
| Jul05 |
040730 |
380.00 |
380.00 |
378.50 |
378.50 |
-5.50 |
0 |
59 |
-4 |
| Total Volume and Open Interest |
5,879 |
33,037 |
-99 |
| Oats(CBOT) |
| Sep04 |
040730 |
125.00 |
125.25 |
120.50 |
121.75 |
-2.25 |
175 |
2,513 |
-85 |
| Dec04 |
040730 |
131.50 |
131.75 |
128.25 |
129.75 |
-2.25 |
525 |
6,504 |
-108 |
| Mar05 |
040730 |
138.00 |
138.00 |
135.25 |
137.25 |
-1.75 |
66 |
749 |
+15 |
| May05 |
040730 |
144.00 |
144.00 |
144.00 |
144.00 |
-0.50 |
0 |
82 |
+0 |
| Total Volume and Open Interest |
766 |
9,868 |
-178 |
| Rough Rice(CBOT) |
| Sep04 |
040730 |
7.10 |
7.23 |
7.08 |
7.09 |
+0.01 |
85 |
1,181 |
+42 |
| Nov04 |
040730 |
6.98 |
7.08 |
6.96 |
6.97 |
+0.01 |
127 |
1,857 |
+8 |
| Jan05 |
040730 |
7.20 |
7.28 |
7.20 |
7.20 |
+0.01 |
21 |
573 |
+11 |
| Mar05 |
040730 |
7.40 |
7.44 |
7.40 |
7.44 |
+0.05 |
19 |
310 |
+17 |
| Total Volume and Open Interest |
252 |
3,936 |
+81 |
| Live Cattle(CME) |
| Aug04 |
040730 |
86.100 |
86.250 |
85.275 |
85.725 |
-1.150 |
3,718 |
21,364 |
-847 |
| Oct04 |
040730 |
88.600 |
88.800 |
87.900 |
88.750 |
-0.700 |
5,006 |
66,572 |
+502 |
| Dec04 |
040730 |
89.100 |
89.600 |
88.500 |
89.500 |
-0.375 |
1,209 |
16,174 |
+39 |
| Feb05 |
040730 |
89.300 |
89.950 |
88.950 |
89.925 |
-0.100 |
1,257 |
10,534 |
-26 |
| Apr05 |
040730 |
86.900 |
87.500 |
86.600 |
87.450 |
-0.025 |
118 |
3,678 |
+46 |
| Jun05 |
040730 |
82.200 |
82.500 |
82.200 |
82.200 |
-0.425 |
74 |
1,229 |
+19 |
| Total Volume and Open Interest |
11,397 |
119,662 |
-262 |
| Feeder Cattle(CME) |
| Aug04 |
040730 |
114.900 |
115.100 |
113.900 |
114.650 |
-0.825 |
718 |
6,740 |
-133 |
| Sep04 |
040730 |
113.550 |
113.550 |
112.300 |
112.975 |
-0.925 |
505 |
5,499 |
+8 |
| Oct04 |
040730 |
112.700 |
112.700 |
111.000 |
112.100 |
-0.975 |
832 |
5,085 |
+109 |
| Nov04 |
040730 |
109.350 |
109.350 |
108.000 |
109.100 |
-0.400 |
121 |
1,801 |
+36 |
| Jan05 |
040730 |
104.400 |
105.000 |
104.000 |
104.600 |
-0.650 |
50 |
1,067 |
+10 |
| Mar05 |
040730 |
100.250 |
100.500 |
100.000 |
100.000 |
-1.075 |
32 |
295 |
+31 |
| Apr05 |
040730 |
100.000 |
100.000 |
99.800 |
99.800 |
-0.700 |
1 |
100 |
-1 |
| Total Volume and Open Interest |
2,259 |
20,610 |
+60 |
| Lean Hogs(CME) |
| Aug04 |
040730 |
78.250 |
78.300 |
77.100 |
77.750 |
-0.425 |
3,336 |
10,729 |
-1,629 |
| Oct04 |
040730 |
69.900 |
69.900 |
68.700 |
69.225 |
-0.625 |
7,178 |
51,047 |
+2,241 |
| Dec04 |
040730 |
64.750 |
64.950 |
63.700 |
64.750 |
-0.125 |
2,524 |
16,624 |
+596 |
| Feb05 |
040730 |
62.250 |
62.450 |
61.050 |
62.425 |
+0.125 |
861 |
3,375 |
+102 |
| Apr05 |
040730 |
60.650 |
60.900 |
60.550 |
60.675 |
-0.325 |
459 |
1,585 |
+329 |
| May05 |
040730 |
62.300 |
62.375 |
62.275 |
62.375 |
unch |
10 |
200 |
+0 |
| Jun05 |
040730 |
64.500 |
64.500 |
64.500 |
64.500 |
-0.400 |
13 |
306 |
+7 |
| Jul05 |
040730 |
61.900 |
61.900 |
61.750 |
61.750 |
-0.250 |
122 |
192 |
+115 |
| Total Volume and Open Interest |
14,504 |
84,066 |
+1,762 |
| Pork Bellies(CME) |
| Aug04 |
040730 |
105.150 |
105.150 |
102.550 |
104.100 |
-0.950 |
657 |
1,458 |
-173 |
| Feb05 |
040730 |
93.500 |
93.500 |
92.000 |
92.950 |
-1.050 |
106 |
268 |
+22 |
| Mar05 |
040730 |
92.550 |
92.550 |
92.550 |
92.550 |
-0.750 |
5 |
4 |
+0 |
| May05 |
040730 |
92.750 |
92.750 |
92.750 |
92.750 |
unch |
1 |
3 |
+1 |
| Total Volume and Open Interest |
769 |
1,733 |
-150 |
| Class III Milk(CME) |
| Jul04 |
040730 |
14.85 |
14.85 |
14.85 |
14.85 |
+0.01 |
205 |
5,702 |
+5 |
| Aug04 |
040730 |
14.28 |
14.33 |
14.19 |
14.25 |
-0.12 |
210 |
5,370 |
+78 |
| Sep04 |
040730 |
15.90 |
16.00 |
15.80 |
15.92 |
+0.04 |
407 |
5,443 |
+111 |
| Oct04 |
040730 |
14.87 |
15.00 |
14.84 |
14.97 |
+0.18 |
127 |
3,300 |
+32 |
| Nov04 |
040730 |
13.40 |
13.48 |
13.35 |
13.42 |
+0.07 |
64 |
2,366 |
+25 |
| Total Volume and Open Interest |
1,144 |
27,179 |
+263 |
| Cocoa(NYBOT) |
| Sep04 |
040730 |
1642 |
1660 |
1620 |
1645 |
-18 |
5,728 |
38,806 |
+1,050 |
| Dec04 |
040730 |
1653 |
1673 |
1642 |
1660 |
-18 |
2,730 |
21,197 |
+426 |
| Mar05 |
040730 |
1676 |
1692 |
1676 |
1680 |
-18 |
864 |
11,802 |
+290 |
| May05 |
040730 |
1685 |
1708 |
1684 |
1692 |
-20 |
119 |
11,632 |
+30 |
| Jul05 |
040730 |
1704 |
1704 |
1704 |
1704 |
-23 |
63 |
11,346 |
+25 |
| Sep05 |
040730 |
1718 |
1718 |
1718 |
1718 |
-24 |
40 |
4,854 |
+28 |
| Dec05 |
040730 |
1728 |
1728 |
1728 |
1728 |
-21 |
209 |
4,941 |
+234 |
| Total Volume and Open Interest |
9,875 |
108,550 |
+2,161 |
| Coffee "C"(NYBOT) |
| Sep04 |
040730 |
67.50 |
67.75 |
66.20 |
66.45 |
-1.20 |
6,976 |
55,342 |
-50 |
| Dec04 |
040730 |
71.00 |
71.20 |
69.60 |
69.85 |
-1.20 |
2,841 |
23,374 |
+519 |
| Mar05 |
040730 |
74.10 |
74.20 |
72.80 |
73.00 |
-1.10 |
608 |
7,093 |
+39 |
| May05 |
040730 |
76.10 |
76.10 |
74.65 |
74.65 |
-1.10 |
146 |
1,864 |
+93 |
| Jul05 |
040730 |
77.50 |
77.50 |
76.25 |
76.25 |
-1.00 |
97 |
1,162 |
-79 |
| Sep05 |
040730 |
78.50 |
78.65 |
77.65 |
77.65 |
-1.00 |
40 |
355 |
+0 |
| Total Volume and Open Interest |
10,708 |
89,439 |
+522 |
| Orange Juice(NYBOT) |
| Sep04 |
040730 |
60.70 |
61.75 |
60.60 |
61.50 |
+0.20 |
1,666 |
14,919 |
-379 |
| Nov04 |
040730 |
61.70 |
62.50 |
61.70 |
62.15 |
+0.10 |
916 |
10,802 |
+7 |
| Jan05 |
040730 |
64.50 |
64.80 |
64.40 |
64.50 |
+0.15 |
82 |
2,794 |
+34 |
| Mar05 |
040730 |
66.30 |
66.75 |
66.25 |
66.25 |
+0.05 |
208 |
5,276 |
+71 |
| May05 |
040730 |
69.85 |
69.85 |
69.80 |
69.80 |
-0.05 |
104 |
3,069 |
-3 |
| Total Volume and Open Interest |
2,976 |
37,012 |
-270 |
| Sugar #11(NYBOT) |
| Oct04 |
040730 |
8.28 |
8.30 |
8.11 |
8.28 |
unch |
11,664 |
201,239 |
+372 |
| Mar05 |
040730 |
8.73 |
8.73 |
8.59 |
8.72 |
-0.01 |
4,664 |
52,182 |
+826 |
| May05 |
040730 |
8.56 |
8.56 |
8.42 |
8.54 |
-0.01 |
1,290 |
18,781 |
+132 |
| Jul05 |
040730 |
8.30 |
8.30 |
8.17 |
8.27 |
-0.03 |
1,050 |
12,915 |
+330 |
| Oct05 |
040730 |
8.13 |
8.14 |
8.03 |
8.10 |
-0.03 |
738 |
12,813 |
-193 |
| Total Volume and Open Interest |
19,667 |
303,569 |
+1,531 |
| London Cocoa(LCE) |
| Jul04 |
040715 |
817 |
821 |
813 |
819 |
+2 |
402 |
112 |
-283 |
| Sep04 |
040730 |
957 |
957 |
930 |
937 |
-17 |
3,999 |
47,085 |
-1,002 |
| Dec04 |
040730 |
975 |
979 |
955 |
961 |
-17 |
5,838 |
53,417 |
+2,110 |
| Mar05 |
040730 |
981 |
990 |
976 |
980 |
-17 |
1,168 |
28,114 |
-128 |
| May05 |
040730 |
991 |
1002 |
990 |
994 |
-17 |
73 |
13,946 |
-16 |
| Jul05 |
040730 |
1004 |
1015 |
1004 |
1008 |
-17 |
200 |
12,262 |
+200 |
| Sep05 |
040730 |
1014 |
1028 |
1014 |
1020 |
-17 |
500 |
11,704 |
+500 |
| Total Volume and Open Interest |
11,784 |
176,176 |
+1,667 |
| London Coffee(LCE) |
| Jul04 |
040730 |
666.00 |
669.00 |
665.00 |
669.00 |
unch |
168 |
266 |
+0 |
| Sep04 |
040730 |
670.00 |
673.00 |
664.00 |
667.00 |
-8.00 |
3,946 |
63,934 |
-331 |
| Nov04 |
040730 |
688.00 |
690.00 |
681.00 |
684.00 |
-8.00 |
1,244 |
37,878 |
+687 |
| Jan05 |
040730 |
704.00 |
705.00 |
695.00 |
698.00 |
-8.00 |
459 |
27,981 |
+181 |
| Mar05 |
040730 |
714.00 |
716.00 |
709.00 |
712.00 |
-8.00 |
173 |
15,396 |
+157 |
| May05 |
040730 |
730.00 |
731.00 |
727.00 |
727.00 |
-8.00 |
8 |
13,182 |
+0 |
| Total Volume and Open Interest |
6,002 |
163,029 |
+698 |
| London Sugar(LCE) |
| Aug04 |
040716 |
244.50 |
248.90 |
244.00 |
248.90 |
+4.90 |
896 |
2,854 |
-394 |
| Oct04 |
040730 |
249.20 |
252.00 |
246.20 |
251.90 |
+1.30 |
1,749 |
24,523 |
-251 |
| Dec04 |
040730 |
251.20 |
254.00 |
249.50 |
254.00 |
+1.10 |
951 |
6,079 |
+53 |
| Mar05 |
040730 |
259.00 |
260.60 |
256.00 |
260.60 |
+1.20 |
489 |
9,577 |
+60 |
| May05 |
040730 |
259.10 |
259.90 |
257.50 |
259.90 |
+0.60 |
868 |
5,483 |
+668 |
| Total Volume and Open Interest |
4,588 |
54,096 |
+604 |
| Cotton(NYBOT) |
| Oct04 |
040730 |
43.75 |
44.20 |
43.50 |
43.83 |
+0.10 |
288 |
3,280 |
+12 |
| Dec04 |
040730 |
44.12 |
44.80 |
43.50 |
44.40 |
+0.28 |
7,251 |
55,734 |
-6 |
| Mar05 |
040730 |
45.05 |
46.00 |
44.75 |
45.77 |
+0.27 |
1,441 |
13,051 |
-46 |
| May05 |
040730 |
45.80 |
47.07 |
45.50 |
47.00 |
+0.40 |
440 |
2,850 |
+36 |
| Jul05 |
040730 |
47.10 |
48.00 |
46.78 |
48.00 |
+0.38 |
433 |
2,535 |
+140 |
| Oct05 |
040730 |
50.40 |
50.40 |
50.40 |
50.40 |
+0.15 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
9,865 |
79,229 |
+146 |
| Lumber(CME) |
| Sep04 |
040730 |
427.5 |
432.0 |
421.4 |
422.3 |
-9.0 |
476 |
4,368 |
-30 |
| Nov04 |
040730 |
376.3 |
376.8 |
368.8 |
369.4 |
-9.3 |
216 |
1,439 |
-7 |
| Jan05 |
040730 |
365.0 |
366.9 |
360.1 |
360.1 |
-6.4 |
5 |
306 |
-1 |
| Mar05 |
040730 |
365.0 |
365.0 |
365.0 |
365.0 |
-4.8 |
2 |
44 |
+0 |
| Total Volume and Open Interest |
699 |
6,157 |
-38 |
| Crude Oil(NYM) |
| Sep04 |
040730 |
43.20 |
43.85 |
43.16 |
43.80 |
+1.05 |
74,547 |
232,504 |
+287 |
| Oct04 |
040730 |
42.75 |
43.10 |
42.55 |
43.05 |
+0.92 |
34,130 |
76,476 |
+1,737 |
| Nov04 |
040730 |
42.20 |
42.65 |
42.00 |
42.49 |
+0.85 |
10,905 |
39,341 |
+1,512 |
| Dec04 |
040730 |
41.65 |
42.10 |
41.50 |
41.99 |
+0.82 |
10,491 |
66,534 |
+241 |
| Jan05 |
040730 |
41.05 |
41.47 |
41.00 |
41.47 |
+0.80 |
2,145 |
24,578 |
+611 |
| Feb05 |
040730 |
40.60 |
41.03 |
40.60 |
41.03 |
+0.79 |
593 |
15,983 |
+127 |
| Mar05 |
040730 |
40.30 |
40.62 |
40.30 |
40.62 |
+0.78 |
707 |
17,713 |
+323 |
| Apr05 |
040730 |
40.24 |
40.24 |
40.24 |
40.24 |
+0.77 |
1,450 |
12,683 |
+214 |
| May05 |
040730 |
39.87 |
39.87 |
39.87 |
39.87 |
+0.76 |
1,183 |
6,276 |
-599 |
| Jun05 |
040730 |
39.20 |
39.52 |
39.20 |
39.52 |
+0.75 |
3,247 |
23,312 |
+193 |
| Jul05 |
040730 |
39.22 |
39.22 |
39.22 |
39.22 |
+0.74 |
900 |
6,994 |
+230 |
| Aug05 |
040730 |
38.97 |
38.97 |
38.97 |
38.97 |
+0.73 |
450 |
5,945 |
-395 |
| Sep05 |
040730 |
38.50 |
38.75 |
38.50 |
38.75 |
+0.72 |
110 |
9,366 |
+25 |
| Oct05 |
040730 |
38.35 |
38.55 |
38.35 |
38.55 |
+0.71 |
0 |
3,773 |
+0 |
| Nov05 |
040730 |
38.36 |
38.36 |
38.36 |
38.36 |
+0.70 |
0 |
4,439 |
+0 |
| Dec05 |
040730 |
37.95 |
38.19 |
37.95 |
38.19 |
+0.70 |
5,515 |
44,654 |
+99 |
| Total Volume and Open Interest |
151,427 |
699,969 |
+6,714 |
| Heating Oil(NYM) |
| Aug04 |
040730 |
115.00 |
116.15 |
114.80 |
115.68 |
+2.40 |
16,332 |
5,549 |
-5,711 |
| Sep04 |
040730 |
116.00 |
117.15 |
116.00 |
116.93 |
+2.31 |
19,531 |
74,586 |
+2,250 |
| Oct04 |
040730 |
118.00 |
118.10 |
117.30 |
117.83 |
+2.26 |
4,235 |
20,150 |
+336 |
| Nov04 |
040730 |
118.50 |
119.00 |
117.60 |
118.68 |
+2.21 |
2,248 |
14,090 |
+177 |
| Dec04 |
040730 |
119.50 |
119.80 |
118.90 |
119.43 |
+2.21 |
4,490 |
25,167 |
+159 |
| Jan05 |
040730 |
119.50 |
119.90 |
119.10 |
119.83 |
+2.16 |
2,140 |
12,425 |
+1,070 |
| Feb05 |
040730 |
118.75 |
118.90 |
118.20 |
118.43 |
+2.01 |
1,741 |
12,557 |
+969 |
| Mar05 |
040730 |
115.90 |
115.90 |
114.70 |
115.18 |
+1.86 |
913 |
10,898 |
+280 |
| Apr05 |
040730 |
111.00 |
111.00 |
110.48 |
110.48 |
+1.71 |
46 |
2,941 |
+39 |
| May05 |
040730 |
106.23 |
106.23 |
106.23 |
106.23 |
+1.61 |
481 |
2,553 |
+78 |
| Jun05 |
040730 |
104.00 |
104.00 |
103.63 |
103.63 |
+1.56 |
317 |
5,132 |
+139 |
| Jul05 |
040730 |
102.85 |
103.25 |
102.73 |
102.73 |
+1.51 |
160 |
5,927 |
+87 |
| Total Volume and Open Interest |
53,444 |
203,742 |
-249 |
| Unleaded Gas(NYM) |
| Aug04 |
040730 |
129.25 |
130.90 |
129.00 |
129.95 |
+2.43 |
15,888 |
6,414 |
-5,063 |
| Sep04 |
040730 |
129.85 |
131.10 |
129.10 |
130.49 |
+2.59 |
25,086 |
68,033 |
+579 |
| Oct04 |
040730 |
124.30 |
125.50 |
123.90 |
125.24 |
+2.39 |
3,834 |
11,846 |
+421 |
| Nov04 |
040730 |
120.75 |
121.24 |
120.75 |
121.24 |
+2.14 |
1,105 |
7,254 |
+205 |
| Dec04 |
040730 |
118.00 |
118.50 |
117.50 |
118.29 |
+2.04 |
2,452 |
13,557 |
+417 |
| Jan05 |
040730 |
117.00 |
117.39 |
116.70 |
117.39 |
+1.89 |
391 |
5,161 |
-302 |
| Feb05 |
040730 |
117.69 |
117.69 |
117.69 |
117.69 |
+1.89 |
41 |
5,240 |
+0 |
| Mar05 |
040730 |
117.65 |
118.29 |
117.65 |
118.29 |
+1.84 |
4 |
1,864 |
+4 |
| Apr05 |
040730 |
124.25 |
124.84 |
124.25 |
124.84 |
+1.79 |
354 |
7,714 |
+46 |
| May05 |
040730 |
124.54 |
124.54 |
124.54 |
124.54 |
+1.79 |
0 |
7,616 |
+0 |
| Jun05 |
040730 |
123.19 |
123.19 |
123.19 |
123.19 |
+1.74 |
0 |
2,143 |
+0 |
| Jul05 |
040730 |
120.84 |
120.84 |
120.84 |
120.84 |
+1.74 |
0 |
2,095 |
+0 |
| Total Volume and Open Interest |
49,155 |
138,937 |
-3,693 |
| Natural Gas(NYM) |
| Sep04 |
040730 |
6.230 |
6.250 |
6.090 |
6.112 |
-0.068 |
29,138 |
69,465 |
-2,629 |
| Oct04 |
040730 |
6.300 |
6.310 |
6.170 |
6.182 |
-0.059 |
6,294 |
40,997 |
-529 |
| Nov04 |
040730 |
6.600 |
6.630 |
6.520 |
6.546 |
-0.010 |
2,371 |
19,654 |
+72 |
| Dec04 |
040730 |
6.880 |
6.890 |
6.800 |
6.841 |
+0.015 |
2,910 |
27,290 |
-14 |
| Jan05 |
040730 |
7.020 |
7.060 |
6.980 |
7.017 |
+0.021 |
2,319 |
24,340 |
+648 |
| Feb05 |
040730 |
7.000 |
7.010 |
6.950 |
6.978 |
+0.024 |
1,190 |
16,863 |
+375 |
| Mar05 |
040730 |
6.870 |
6.870 |
6.810 |
6.845 |
+0.034 |
1,144 |
17,192 |
+47 |
| Apr05 |
040730 |
6.170 |
6.210 |
6.160 |
6.207 |
+0.060 |
739 |
14,150 |
+137 |
| May05 |
040730 |
6.100 |
6.100 |
6.055 |
6.087 |
+0.060 |
278 |
12,175 |
+133 |
| Jun05 |
040730 |
6.100 |
6.110 |
6.070 |
6.100 |
+0.060 |
368 |
8,537 |
+102 |
| Jul05 |
040730 |
6.130 |
6.160 |
6.115 |
6.130 |
+0.060 |
156 |
11,814 |
+27 |
| Aug05 |
040730 |
6.150 |
6.160 |
6.125 |
6.139 |
+0.060 |
41 |
8,435 |
+32 |
| Sep05 |
040730 |
6.140 |
6.150 |
6.139 |
6.139 |
+0.065 |
97 |
8,028 |
+17 |
| Oct05 |
040730 |
6.140 |
6.162 |
6.140 |
6.162 |
+0.070 |
166 |
6,982 |
+81 |
| Nov05 |
040730 |
6.330 |
6.360 |
6.310 |
6.347 |
+0.080 |
146 |
7,076 |
+58 |
| Dec05 |
040730 |
6.480 |
6.530 |
6.480 |
6.527 |
+0.090 |
291 |
6,412 |
+146 |
| Total Volume and Open Interest |
49,867 |
365,321 |
-3,492 |
| Brent Crude Oil(IPE) |
| Sep04 |
040730 |
39.75 |
40.05 |
39.60 |
40.03 |
+0.78 |
45,553 |
80,351 |
-4,013 |
| Oct04 |
040730 |
39.05 |
39.42 |
38.99 |
39.42 |
+0.77 |
21,587 |
84,630 |
+674 |
| Nov04 |
040730 |
38.80 |
39.08 |
38.63 |
39.05 |
+0.75 |
5,646 |
15,270 |
-1,057 |
| Dec04 |
040730 |
38.37 |
38.65 |
38.23 |
38.65 |
+0.74 |
7,478 |
30,817 |
+124 |
| Jan05 |
040730 |
37.91 |
38.25 |
37.85 |
38.25 |
+0.74 |
510 |
13,055 |
-108 |
| Feb05 |
040730 |
37.50 |
37.89 |
37.50 |
37.89 |
+0.73 |
39 |
7,539 |
+0 |
| Mar05 |
040730 |
37.26 |
37.56 |
37.20 |
37.56 |
+0.72 |
300 |
11,571 |
+200 |
| Apr05 |
040730 |
37.00 |
37.24 |
37.00 |
37.24 |
+0.71 |
16 |
6,322 |
+16 |
| May05 |
040730 |
36.96 |
36.96 |
36.96 |
36.96 |
+0.70 |
0 |
1,593 |
+0 |
| Jun05 |
040730 |
36.45 |
36.70 |
36.30 |
36.70 |
+0.69 |
1,525 |
15,317 |
+425 |
| Jul05 |
040730 |
36.17 |
36.47 |
36.17 |
36.47 |
+0.68 |
0 |
1,715 |
+0 |
| Aug05 |
040730 |
36.26 |
36.26 |
36.26 |
36.26 |
+0.65 |
0 |
111 |
+0 |
| Sep05 |
040730 |
36.05 |
36.05 |
36.05 |
36.05 |
+0.62 |
0 |
3,215 |
+0 |
| Total Volume and Open Interest |
86,304 |
333,655 |
-3,369 |
| Gas Oil(IPE) |
| Aug04 |
040730 |
366.00 |
372.00 |
366.00 |
370.25 |
+6.00 |
13,148 |
44,388 |
-2,529 |
| Sep04 |
040730 |
363.75 |
369.25 |
363.75 |
366.50 |
+6.25 |
8,732 |
43,485 |
+1,551 |
| Oct04 |
040730 |
360.25 |
364.25 |
359.75 |
362.00 |
+6.00 |
2,718 |
20,481 |
+1,157 |
| Nov04 |
040730 |
356.50 |
357.00 |
356.50 |
356.50 |
+6.00 |
1,090 |
10,440 |
-440 |
| Dec04 |
040730 |
351.00 |
353.00 |
350.00 |
350.75 |
+6.00 |
2,416 |
25,270 |
-642 |
| Jan05 |
040730 |
346.00 |
347.50 |
345.75 |
345.75 |
+5.75 |
200 |
6,560 |
+200 |
| Feb05 |
040730 |
340.25 |
340.25 |
340.25 |
340.25 |
+5.75 |
0 |
2,753 |
+0 |
| Mar05 |
040730 |
334.00 |
334.00 |
333.00 |
333.00 |
+5.25 |
0 |
2,785 |
+0 |
| Apr05 |
040730 |
326.00 |
326.00 |
324.50 |
324.50 |
+4.50 |
0 |
900 |
+0 |
| May05 |
040730 |
319.50 |
319.50 |
319.50 |
319.50 |
+4.00 |
0 |
850 |
+0 |
| Total Volume and Open Interest |
29,354 |
186,150 |
-153 |
| US Dollar Index(NYBOT) |
| Sep04 |
040730 |
90.10 |
90.23 |
89.50 |
90.11 |
-0.03 |
3,161 |
12,279 |
-328 |
| Dec04 |
040730 |
90.32 |
90.36 |
89.91 |
90.34 |
-0.03 |
6 |
2,119 |
+0 |
| Mar05 |
040730 |
90.57 |
90.57 |
90.57 |
90.57 |
-0.03 |
1 |
12 |
+0 |
| Total Volume and Open Interest |
3,168 |
14,411 |
-328 |
| Australian Dollar(CME) |
| Sep04 |
040730 |
69.76 |
70.35 |
69.73 |
69.79 |
+0.38 |
1,981 |
29,843 |
+887 |
| Dec04 |
040730 |
69.20 |
69.20 |
69.17 |
69.17 |
+0.37 |
4 |
278 |
+0 |
| Mar05 |
040730 |
68.61 |
68.61 |
68.61 |
68.61 |
+0.36 |
1 |
31 |
+0 |
| Total Volume and Open Interest |
1,990 |
30,215 |
+890 |
| British Pound(CME) |
| Sep04 |
040730 |
180.94 |
181.74 |
180.87 |
181.24 |
+0.41 |
8,533 |
66,408 |
+375 |
| Dec04 |
040730 |
179.30 |
180.20 |
179.30 |
179.80 |
+0.41 |
1 |
450 |
-1 |
| Mar05 |
040730 |
178.50 |
178.50 |
178.50 |
178.50 |
+0.41 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
8,534 |
66,865 |
+374 |
| Canadian Dollar(CME) |
| Sep04 |
040730 |
75.50 |
75.80 |
75.00 |
75.08 |
-0.26 |
4,653 |
69,388 |
-1,282 |
| Dec04 |
040730 |
75.43 |
75.60 |
74.98 |
75.01 |
-0.26 |
50 |
4,672 |
+70 |
| Mar05 |
040730 |
75.08 |
75.08 |
74.96 |
74.96 |
-0.26 |
0 |
783 |
+0 |
| Jun05 |
040730 |
74.91 |
74.91 |
74.91 |
74.91 |
-0.26 |
0 |
562 |
+0 |
| Total Volume and Open Interest |
4,703 |
75,457 |
-1,212 |
| Japanese Yen(CME) |
| Sep04 |
040730 |
89.80 |
90.20 |
89.69 |
89.92 |
+0.59 |
9,746 |
98,072 |
+2,362 |
| Dec04 |
040730 |
90.15 |
90.50 |
90.15 |
90.37 |
+0.59 |
316 |
10,656 |
+215 |
| Mar05 |
040730 |
90.91 |
90.91 |
90.91 |
90.91 |
+0.59 |
1 |
6 |
+1 |
| Total Volume and Open Interest |
10,063 |
108,737 |
+2,578 |
| Swiss Franc(CME) |
| Sep04 |
040730 |
78.17 |
78.90 |
78.01 |
78.10 |
-0.03 |
10,106 |
42,420 |
+4,931 |
| Dec04 |
040730 |
78.43 |
78.78 |
78.35 |
78.35 |
-0.03 |
1 |
138 |
+0 |
| Mar05 |
040730 |
78.62 |
78.62 |
78.62 |
78.62 |
-0.03 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
10,107 |
42,623 |
+4,931 |
| EuroFX(CME) |
| Sep04 |
040730 |
120.29 |
121.13 |
119.93 |
120.07 |
-0.21 |
12,444 |
150,192 |
+4,584 |
| Dec04 |
040730 |
120.22 |
121.02 |
120.00 |
120.00 |
-0.21 |
44 |
1,201 |
+7 |
| Mar05 |
040730 |
120.20 |
120.60 |
119.92 |
120.00 |
-0.21 |
83 |
247 |
+18 |
| Total Volume and Open Interest |
12,571 |
151,732 |
+4,609 |
| Mexican Peso(CME) |
| Sep04 |
040730 |
8707.0 |
8725.0 |
8690.0 |
8695.0 |
+3.0 |
8,030 |
42,342 |
+3,586 |
| Dec04 |
040730 |
8565.0 |
8565.0 |
8565.0 |
8565.0 |
+3.0 |
18 |
1,349 |
+0 |
| Total Volume and Open Interest |
8,078 |
44,609 |
+3,607 |
| 30-Year T-Bonds(CBOT) |
| Sep04 |
040730 |
106~30 |
108~10 |
106~26 |
108~07 |
+1~08 |
211,608 |
501,755 |
-12,170 |
| Dec04 |
040730 |
105~24 |
107~03 |
105~24 |
107~01 |
+1~08 |
758 |
20,186 |
+146 |
| Mar05 |
040730 |
104~28 |
105~31 |
104~28 |
105~30 |
+1~08 |
1 |
155 |
+1 |
| Total Volume and Open Interest |
212,367 |
522,183 |
-12,023 |
| Municipal Bonds(CBOT) |
| Sep04 |
040730 |
101~00 |
101~27 |
101~00 |
101~24 |
+0~25 |
107 |
2,468 |
-12 |
| Total Volume and Open Interest |
107 |
2,468 |
-12 |
| 10-Year T-Notes(CBOT) |
| Sep04 |
040730 |
109~300 |
110~240 |
109~265 |
110~230 |
+0~240 |
576,429 |
1,383,468 |
-35,504 |
| Dec04 |
040730 |
109~000 |
109~160 |
108~265 |
109~160 |
+0~240 |
11,405 |
54,711 |
+2,403 |
| Total Volume and Open Interest |
587,837 |
1,438,367 |
-33,101 |
| 5-Year T-Notes(CBOT) |
| Sep04 |
040730 |
109~035 |
109~170 |
109~035 |
109~160 |
+0~140 |
294,874 |
0 |
+0 |
| Dec04 |
040730 |
108~185 |
108~185 |
108~185 |
108~185 |
+0~155 |
4,082 |
106,196 |
+3,193 |
| Total Volume and Open Interest |
298,956 |
106,196 |
+3,193 |
| 2 Year T-Notes(CBOT) |
| Sep04 |
040730 |
105~054 |
105~074 |
105~054 |
105~072 |
+0~018 |
2,558 |
193,096 |
+383 |
| Dec04 |
040730 |
104~121 |
104~121 |
104~121 |
104~121 |
+0~017 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
2,558 |
193,496 |
+383 |
| Eurodollars(CME) |
| Sep04 |
040730 |
98.030 |
98.065 |
98.025 |
98.060 |
+0.030 |
41,653 |
925,938 |
-994 |
| Dec04 |
040730 |
97.570 |
97.645 |
97.570 |
97.640 |
+0.065 |
69,457 |
886,280 |
+1,013 |
| Mar05 |
040730 |
97.145 |
97.245 |
97.145 |
97.240 |
+0.090 |
65,246 |
840,301 |
-12,367 |
| Jun05 |
040730 |
96.760 |
96.875 |
96.750 |
96.870 |
+0.105 |
79,121 |
640,110 |
-4,874 |
| Sep05 |
040730 |
96.415 |
96.535 |
96.415 |
96.530 |
+0.110 |
40,088 |
565,293 |
+2,193 |
| Dec05 |
040730 |
96.110 |
96.235 |
96.110 |
96.225 |
+0.105 |
37,670 |
461,254 |
+11,786 |
| Mar06 |
040730 |
95.895 |
96.005 |
95.895 |
96.000 |
+0.100 |
22,523 |
387,754 |
+5,411 |
| Jun06 |
040730 |
95.710 |
95.820 |
95.710 |
95.815 |
+0.100 |
18,275 |
226,765 |
+1,927 |
| Sep06 |
040730 |
95.540 |
95.660 |
95.540 |
95.650 |
+0.100 |
12,112 |
198,987 |
+1,130 |
| Dec06 |
040730 |
95.375 |
95.495 |
95.375 |
95.485 |
+0.100 |
13,903 |
146,425 |
-837 |
| Mar07 |
040730 |
95.250 |
95.350 |
95.245 |
95.345 |
+0.100 |
11,074 |
152,777 |
-28 |
| Jun07 |
040730 |
95.115 |
95.215 |
95.110 |
95.215 |
+0.105 |
10,261 |
111,957 |
-1,186 |
| Total Volume and Open Interest |
464,561 |
6,152,310 |
+14,113 |
| 3-Mth Euro-Yen(CME) |
| Sep04 |
040730 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
7,156 |
+0 |
| Dec04 |
040730 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
105 |
6,973 |
-20 |
| Mar05 |
040730 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
0 |
8,266 |
+45 |
| Jun05 |
040730 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
506 |
9,087 |
+67 |
| Sep05 |
040730 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.01 |
0 |
4,899 |
-249 |
| Dec05 |
040730 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.01 |
0 |
2,983 |
-7 |
| Mar06 |
040730 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
2,012 |
+86 |
| Jun06 |
040730 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
2 |
1,218 |
+0 |
| Sep06 |
040730 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.01 |
0 |
1,079 |
+0 |
| Dec06 |
040730 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.01 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
613 |
45,344 |
-78 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040730 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
46,438 |
+0 |
| Dec04 |
040730 |
99.87 |
99.87 |
99.87 |
99.87 |
-0.01 |
1,150 |
66,201 |
+154 |
| Mar05 |
040730 |
99.81 |
99.81 |
99.80 |
99.80 |
-0.01 |
2,515 |
61,114 |
+160 |
| Jun05 |
040730 |
99.70 |
99.70 |
99.69 |
99.69 |
-0.01 |
2,973 |
60,151 |
+1,190 |
| Sep05 |
040730 |
99.57 |
99.57 |
99.55 |
99.56 |
-0.01 |
783 |
45,212 |
-530 |
| Dec05 |
040730 |
99.43 |
99.43 |
99.42 |
99.42 |
-0.01 |
3,324 |
39,039 |
+124 |
| Mar06 |
040730 |
99.28 |
99.29 |
99.28 |
99.28 |
-0.01 |
140 |
28,094 |
+80 |
| Jun06 |
040730 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.01 |
0 |
13,023 |
+0 |
| Total Volume and Open Interest |
10,885 |
375,711 |
+1,178 |
| German Euro-Bund(EUREX) |
| Sep04 |
040730 |
113.70 |
114.28 |
113.68 |
114.25 |
+0.52 |
732,118 |
1,032,371 |
+18,271 |
| Dec04 |
040730 |
112.76 |
113.30 |
112.76 |
113.30 |
+0.52 |
998 |
19,772 |
+31 |
| Mar05 |
040730 |
112.62 |
112.62 |
112.62 |
112.62 |
+0.48 |
308 |
2 |
+1 |
| Total Volume and Open Interest |
733,424 |
1,052,145 |
+18,303 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040730 |
110.63 |
111.01 |
110.61 |
110.98 |
+0.33 |
496,758 |
672,196 |
-6,228 |
| Dec04 |
040730 |
109.70 |
110.07 |
109.69 |
110.06 |
+0.32 |
455 |
6,591 |
+59 |
| Mar05 |
040730 |
109.59 |
109.59 |
109.59 |
109.59 |
+0.33 |
2,220 |
0 |
+0 |
| Total Volume and Open Interest |
499,433 |
678,787 |
-6,169 |
| Long Gilt(LIFFE) |
| Sep04 |
040730 |
105~12 |
106~00 |
105~11 |
105~30 |
+0~19 |
34,435 |
204,443 |
-1,032 |
| Dec04 |
040730 |
105~13 |
105~22 |
105~13 |
105~21 |
+0~17 |
|
|
|
| Total Volume and Open Interest |
34,435 |
204,443 |
-1,032 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040730 |
94.91 |
94.92 |
94.88 |
94.90 |
-0.01 |
35,371 |
205,694 |
+1,896 |
| Dec04 |
040730 |
94.69 |
94.75 |
94.67 |
94.73 |
+0.02 |
68,402 |
236,628 |
+10,757 |
| Mar05 |
040730 |
94.55 |
94.62 |
94.52 |
94.60 |
+0.03 |
55,038 |
205,988 |
+3,294 |
| Total Volume and Open Interest |
227,032 |
1,204,399 |
+22,348 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040730 |
97.845 |
97.860 |
97.840 |
97.850 |
+0.010 |
51,638 |
500,708 |
-3,187 |
| Dec04 |
040730 |
97.670 |
97.715 |
97.665 |
97.705 |
+0.040 |
96,932 |
567,547 |
+11,446 |
| Mar05 |
040730 |
97.445 |
97.520 |
97.435 |
97.505 |
+0.065 |
106,616 |
409,965 |
+909 |
| Total Volume and Open Interest |
434,213 |
2,776,768 |
+6,920 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040730 |
94.50 |
94.50 |
94.46 |
94.48 |
-0.01 |
9,356 |
119,669 |
-6,389 |
| Dec04 |
040730 |
94.39 |
94.39 |
94.32 |
94.34 |
-0.04 |
7,975 |
109,207 |
-10,198 |
| Mar05 |
040730 |
94.30 |
94.31 |
94.23 |
94.26 |
-0.04 |
8,624 |
63,587 |
-939 |
| Jun05 |
040730 |
94.25 |
94.27 |
94.19 |
94.21 |
-0.04 |
1,157 |
31,198 |
-627 |
| Sep05 |
040730 |
94.18 |
94.18 |
94.16 |
94.16 |
-0.04 |
657 |
19,844 |
-507 |
| Dec05 |
040730 |
94.12 |
94.12 |
94.11 |
94.11 |
-0.03 |
376 |
14,106 |
-180 |
| Mar06 |
040730 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.03 |
15 |
10,863 |
-40 |
| Jun06 |
040730 |
94.00 |
94.00 |
94.00 |
94.00 |
-0.04 |
40 |
6,720 |
-25 |
| Sep06 |
040730 |
93.94 |
93.94 |
93.94 |
93.94 |
-0.04 |
0 |
2,872 |
+0 |
| Dec06 |
040730 |
93.88 |
93.88 |
93.88 |
93.88 |
-0.05 |
0 |
1,811 |
+0 |
| Total Volume and Open Interest |
28,200 |
383,308 |
-18,905 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040730 |
94.15 |
94.15 |
94.10 |
94.14 |
unch |
16,190 |
200,682 |
-8,242 |
| Dec04 |
040730 |
94.14 |
94.14 |
94.14 |
94.14 |
unch |
|
|
|
| Total Volume and Open Interest |
50,920 |
360,298 |
-59,610 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040730 |
94.43 |
94.44 |
94.36 |
94.38 |
-0.04 |
31,661 |
360,298 |
-59,610 |
| Dec04 |
040730 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
31,661 |
360,298 |
-59,610 |
| Gold(CMX) |
| Aug04 |
040730 |
388.5 |
392.0 |
388.0 |
391.0 |
+4.0 |
42,070 |
19,584 |
-17,219 |
| Oct04 |
040730 |
391.0 |
393.5 |
390.1 |
392.4 |
+4.0 |
7,550 |
19,800 |
+2,170 |
| Dec04 |
040730 |
391.5 |
394.9 |
391.3 |
393.7 |
+3.9 |
69,127 |
135,766 |
+19,577 |
| Feb05 |
040730 |
393.3 |
395.2 |
393.3 |
395.2 |
+3.9 |
654 |
7,319 |
-397 |
| Apr05 |
040730 |
396.9 |
396.9 |
396.9 |
396.9 |
+3.9 |
18 |
4,932 |
+0 |
| Jun05 |
040730 |
398.5 |
398.7 |
398.5 |
398.7 |
+3.9 |
100 |
14,127 |
+21 |
| Aug05 |
040730 |
400.8 |
400.8 |
400.8 |
400.8 |
+3.9 |
22 |
2,824 |
+22 |
| Oct05 |
040730 |
402.9 |
402.9 |
402.9 |
402.9 |
+3.9 |
0 |
281 |
+0 |
| Dec05 |
040730 |
405.5 |
405.5 |
405.0 |
405.0 |
+3.9 |
2 |
6,102 |
+5 |
| Feb06 |
040730 |
407.4 |
407.4 |
407.4 |
407.4 |
+3.9 |
0 |
853 |
+10 |
| Apr06 |
040730 |
409.8 |
409.8 |
409.8 |
409.8 |
+3.9 |
0 |
485 |
+0 |
| Jun06 |
040730 |
412.3 |
412.3 |
412.3 |
412.3 |
+3.9 |
20 |
7,768 |
+19 |
| Total Volume and Open Interest |
119,563 |
226,693 |
+4,208 |
| Silver(CMX) |
| Sep04 |
040730 |
643.5 |
665.0 |
642.5 |
656.0 |
+20.5 |
11,059 |
56,826 |
+929 |
| Dec04 |
040730 |
646.0 |
669.0 |
646.0 |
659.2 |
+20.6 |
775 |
21,215 |
+301 |
| Mar05 |
040730 |
656.0 |
662.5 |
655.0 |
662.5 |
+20.6 |
65 |
5,191 |
+1 |
| May05 |
040730 |
664.7 |
664.7 |
664.7 |
664.7 |
+20.6 |
2 |
1,113 |
+0 |
| Jul05 |
040730 |
659.0 |
666.8 |
659.0 |
666.8 |
+20.6 |
0 |
1,972 |
+0 |
| Sep05 |
040730 |
668.8 |
668.8 |
668.8 |
668.8 |
+20.6 |
0 |
98 |
+0 |
| Dec05 |
040730 |
655.0 |
672.0 |
655.0 |
671.7 |
+20.6 |
2 |
3,134 |
+1 |
| Total Volume and Open Interest |
11,915 |
91,031 |
+1,194 |
| Platinum(NYM) |
| Oct04 |
040730 |
815.0 |
819.8 |
813.0 |
817.9 |
+0.2 |
1,005 |
5,290 |
-57 |
| Jan05 |
040730 |
811.9 |
811.9 |
811.9 |
811.9 |
+0.2 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
1,005 |
5,301 |
-57 |
| Palladium(NYME) |
| Sep04 |
040730 |
219.00 |
219.50 |
216.50 |
217.20 |
+0.95 |
268 |
7,461 |
-114 |
| Dec04 |
040730 |
221.00 |
221.00 |
218.50 |
218.70 |
+0.95 |
4 |
723 |
+1 |
| Mar05 |
040730 |
220.95 |
220.95 |
220.95 |
220.95 |
+0.95 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
272 |
8,193 |
-113 |
| Copper(CMX) |
| Sep04 |
040730 |
129.70 |
131.30 |
129.40 |
130.80 |
+1.45 |
9,978 |
42,975 |
-250 |
| Dec04 |
040730 |
126.40 |
127.80 |
126.10 |
127.55 |
+1.55 |
1,150 |
12,952 |
+164 |
| Mar05 |
040730 |
122.30 |
123.50 |
122.30 |
123.50 |
+1.10 |
57 |
2,482 |
+22 |
| May05 |
040730 |
120.70 |
120.70 |
120.70 |
120.70 |
+0.90 |
0 |
437 |
+0 |
| Jul05 |
040730 |
117.75 |
117.75 |
117.75 |
117.75 |
+0.65 |
4 |
833 |
-4 |
| Total Volume and Open Interest |
12,010 |
67,234 |
-892 |
| DJIA Index(CBOT) |
| Sep04 |
040730 |
10108 |
10145 |
10070 |
10140 |
+19 |
6,927 |
42,856 |
-1,308 |
| Dec04 |
040730 |
10095 |
10137 |
10095 |
10137 |
+19 |
1 |
365 |
+0 |
| Mar05 |
040730 |
10142 |
10142 |
10142 |
10142 |
+19 |
|
|
|
| Total Volume and Open Interest |
6,928 |
43,221 |
-1,308 |
| S & P 500(CME) |
| Sep04 |
040730 |
1098.20 |
1104.00 |
1096.10 |
1101.10 |
+0.90 |
29,889 |
571,264 |
-436 |
| Dec04 |
040730 |
1098.50 |
1101.50 |
1098.00 |
1101.50 |
+0.90 |
192 |
15,261 |
-123 |
| Mar05 |
040730 |
1102.70 |
1102.70 |
1102.70 |
1102.70 |
+0.70 |
0 |
527 |
+0 |
| Jun05 |
040730 |
1105.80 |
1105.80 |
1105.80 |
1105.80 |
+0.70 |
0 |
269 |
+0 |
| Total Volume and Open Interest |
30,085 |
587,382 |
-555 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040730 |
1100.25 |
1104.00 |
1096.00 |
1101.00 |
+0.75 |
671,856 |
579,878 |
+5,901 |
| Dec04 |
040730 |
1101.25 |
1104.00 |
1097.00 |
1101.50 |
+1.00 |
706 |
48,144 |
+123 |
| Total Volume and Open Interest |
672,562 |
628,022 |
+6,024 |
| NASDAQ 100(CME) |
| Sep04 |
040730 |
1400.00 |
1414.00 |
1396.00 |
1402.50 |
+1.00 |
9,190 |
71,845 |
-1,101 |
| Dec04 |
040730 |
1407.50 |
1407.50 |
1407.50 |
1407.50 |
+1.00 |
331 |
2,410 |
+118 |
| Mar05 |
040730 |
1412.50 |
1412.50 |
1412.50 |
1412.50 |
+1.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,521 |
74,258 |
-983 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040730 |
1402.5 |
1414.0 |
1393.0 |
1402.5 |
+1.0 |
342,856 |
230,482 |
-3,918 |
| Dec04 |
040730 |
1412.0 |
1415.5 |
1403.0 |
1407.5 |
+1.0 |
23 |
4,881 |
+8 |
| Total Volume and Open Interest |
342,879 |
235,363 |
-3,910 |
| S & P Midcap 400(CME) |
| Sep04 |
040730 |
577.25 |
580.70 |
575.70 |
579.10 |
+0.10 |
575 |
13,468 |
-3 |
| Dec04 |
040730 |
578.85 |
578.85 |
578.85 |
578.85 |
+0.10 |
|
|
|
| Mar05 |
040730 |
578.85 |
578.85 |
578.85 |
578.85 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
575 |
13,468 |
-3 |
| Russell 2000(CME) |
| Sep04 |
040730 |
547.00 |
552.00 |
546.00 |
551.70 |
+3.20 |
1,057 |
28,411 |
+106 |
| Dec04 |
040730 |
551.70 |
551.70 |
551.70 |
551.70 |
+3.20 |
|
|
|
| Mar05 |
040730 |
551.70 |
551.70 |
551.70 |
551.70 |
+3.20 |
|
|
|
| Total Volume and Open Interest |
1,057 |
28,411 |
+106 |
| Value Line(KCBT) |
| Sep04 |
040730 |
1543.00 |
1544.50 |
1540.50 |
1540.50 |
+5.00 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
0 |
54 |
+0 |
| Nikkei 225(CME) |
| Sep04 |
040730 |
11240 |
11325 |
11230 |
11295 |
+55 |
3,420 |
32,213 |
+527 |
| Dec04 |
040730 |
11295 |
11295 |
11295 |
11295 |
+55 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
3,420 |
32,234 |
+527 |
| Nikkei 225(SIMEX) |
| Sep04 |
040730 |
11265 |
11330 |
11235 |
11310 |
+200 |
24,274 |
143,599 |
+2,911 |
| Dec04 |
040730 |
11275 |
11275 |
11275 |
11275 |
+200 |
|
|
|
| Mar05 |
040730 |
11270 |
11270 |
11270 |
11270 |
+200 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
24,274 |
143,601 |
+2,911 |
| CAC 40(MATIF) |
| Jul04 |
040730 |
3646.0 |
3653.0 |
3621.5 |
3644.5 |
+1.5 |
106,089 |
413,491 |
+20,046 |
| Aug04 |
040730 |
3646.0 |
3670.0 |
3627.0 |
3655.5 |
+7.0 |
53,189 |
93,162 |
+48,316 |
| Sep04 |
040730 |
3661.0 |
3676.0 |
3634.5 |
3662.0 |
+7.0 |
11,078 |
111,729 |
+10,678 |
| Total Volume and Open Interest |
170,358 |
630,800 |
+79,040 |
| DAX Index(EUREX) |
| Sep04 |
040730 |
3909.0 |
3925.0 |
3877.5 |
3904.0 |
+0.5 |
116,063 |
145,779 |
-5,841 |
| Dec04 |
040730 |
3920.5 |
3942.0 |
3900.0 |
3925.0 |
+0.5 |
478 |
5,385 |
+46 |
| Mar05 |
040730 |
3937.5 |
3959.5 |
3930.5 |
3948.0 |
+0.5 |
399 |
6,702 |
+334 |
| Total Volume and Open Interest |
116,940 |
157,866 |
-5,461 |
| FT-SE 100(LIFFE) |
| Sep04 |
040730 |
4405.00 |
4425.00 |
4375.00 |
4410.00 |
+4.50 |
68,628 |
442,356 |
+614 |
| Dec04 |
040730 |
4430.00 |
4442.50 |
4430.00 |
4442.50 |
+4.50 |
53 |
30,810 |
+28 |
| Mar05 |
040730 |
4449.50 |
4449.50 |
4449.50 |
4449.50 |
+4.50 |
500 |
4,984 |
+500 |
| Total Volume and Open Interest |
69,183 |
482,200 |
+1,142 |
| SPI 200(SFE) |
| Sep04 |
040730 |
3507.0 |
3532.0 |
3504.0 |
3528.0 |
+38.0 |
10,710 |
151,021 |
+1,270 |
| Dec04 |
040730 |
3520.0 |
3540.0 |
3520.0 |
3540.0 |
+38.0 |
98 |
5,422 |
+64 |
| Mar05 |
040730 |
3551.0 |
3551.0 |
3551.0 |
3551.0 |
+38.0 |
8 |
1,842 |
-76 |
| Total Volume and Open Interest |
10,826 |
160,622 |
+1,265 |
| GSCI(CME) |
| Aug04 |
040730 |
306.00 |
307.30 |
305.75 |
306.85 |
+3.15 |
288 |
16,629 |
+15 |
| Sep04 |
040730 |
305.45 |
305.45 |
305.45 |
305.45 |
+2.45 |
|
|
|
| Oct04 |
040730 |
304.75 |
304.75 |
304.75 |
304.75 |
+2.75 |
|
|
|
| Total Volume and Open Interest |
288 |
16,629 |
+15 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040730 |
267.00 |
267.75 |
267.00 |
267.00 |
+0.50 |
21 |
242 |
-5 |
| Nov04 |
040730 |
268.00 |
269.50 |
268.00 |
269.00 |
+0.50 |
1 |
123 |
-1 |
| Jan05 |
040730 |
269.00 |
269.00 |
269.00 |
269.00 |
+0.50 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
22 |
418 |
-6 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|