|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue April 27, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May04 |
040427 |
976.00 |
1009.00 |
974.00 |
1003.00 |
+38.50 |
13,561 |
46,261 |
-6,225 |
Jul04 |
040427 |
967.00 |
1000.00 |
966.00 |
994.50 |
+36.50 |
42,530 |
117,217 |
+3,938 |
Aug04 |
040427 |
911.00 |
943.50 |
910.00 |
936.25 |
+33.00 |
3,855 |
17,845 |
+369 |
Sep04 |
040427 |
797.50 |
819.00 |
797.50 |
813.50 |
+24.00 |
1,108 |
10,998 |
+381 |
Nov04 |
040427 |
739.00 |
757.50 |
739.00 |
751.50 |
+18.75 |
5,747 |
52,551 |
+88 |
Jan05 |
040427 |
744.00 |
756.00 |
744.00 |
751.50 |
+18.50 |
71 |
3,873 |
+14 |
Mar05 |
040427 |
735.00 |
746.00 |
735.00 |
743.75 |
+14.75 |
98 |
2,808 |
+23 |
Total Volume and Open Interest |
67,090 |
253,627 |
-1,378 |
Soybean Meal(CBOT) |
May04 |
040427 |
303.50 |
310.30 |
303.00 |
308.20 |
+7.00 |
8,984 |
22,545 |
-2,869 |
Jul04 |
040427 |
302.50 |
309.00 |
302.00 |
307.00 |
+7.30 |
13,470 |
60,966 |
+648 |
Aug04 |
040427 |
288.50 |
295.00 |
288.00 |
292.70 |
+6.80 |
3,519 |
22,859 |
+292 |
Sep04 |
040427 |
267.50 |
273.50 |
267.50 |
271.10 |
+5.80 |
1,414 |
15,383 |
+307 |
Oct04 |
040427 |
233.00 |
238.50 |
233.00 |
237.20 |
+4.90 |
610 |
11,040 |
+222 |
Dec04 |
040427 |
227.50 |
232.50 |
227.00 |
231.00 |
+5.30 |
2,838 |
23,786 |
-442 |
Jan05 |
040427 |
225.00 |
230.00 |
225.00 |
228.50 |
+4.50 |
237 |
3,109 |
+16 |
Mar05 |
040427 |
226.00 |
227.50 |
224.80 |
226.00 |
+3.70 |
171 |
2,697 |
+30 |
Total Volume and Open Interest |
31,348 |
165,766 |
-1,852 |
Soybean Oil(CBOT) |
May04 |
040427 |
33.05 |
34.47 |
33.03 |
34.26 |
+1.33 |
8,261 |
19,627 |
-990 |
Jul04 |
040427 |
32.90 |
34.15 |
32.90 |
33.95 |
+1.32 |
18,345 |
72,892 |
+3,328 |
Aug04 |
040427 |
31.75 |
32.90 |
31.75 |
32.72 |
+1.24 |
3,576 |
14,754 |
-273 |
Sep04 |
040427 |
30.35 |
31.45 |
30.30 |
31.15 |
+1.09 |
1,898 |
11,569 |
+29 |
Oct04 |
040427 |
28.30 |
29.20 |
28.29 |
28.84 |
+0.77 |
606 |
7,919 |
+188 |
Dec04 |
040427 |
27.45 |
28.45 |
27.45 |
28.15 |
+0.95 |
1,709 |
22,573 |
+49 |
Jan05 |
040427 |
27.35 |
28.10 |
27.35 |
27.90 |
+0.90 |
33 |
2,439 |
+15 |
Mar05 |
040427 |
27.00 |
27.75 |
27.00 |
27.67 |
+0.72 |
80 |
1,744 |
+61 |
Total Volume and Open Interest |
34,522 |
155,268 |
+2,399 |
Canola(WCE) |
May04 |
040427 |
410.5 |
415.0 |
410.5 |
414.8 |
+6.7 |
615 |
3,546 |
-1,101 |
Jul04 |
040427 |
415.0 |
421.0 |
415.0 |
419.2 |
+5.3 |
2,458 |
34,731 |
+272 |
Sep04 |
040427 |
393.0 |
393.0 |
393.0 |
393.0 |
+2.0 |
0 |
5 |
+0 |
Nov04 |
040427 |
394.0 |
400.0 |
394.0 |
398.9 |
+5.2 |
1,109 |
32,152 |
+269 |
Jan05 |
040427 |
400.5 |
403.0 |
400.5 |
403.0 |
+5.0 |
75 |
1,397 |
+67 |
Total Volume and Open Interest |
4,260 |
72,292 |
-490 |
Corn(CBOT) |
May04 |
040427 |
302.50 |
313.00 |
302.50 |
309.25 |
+8.00 |
20,252 |
50,210 |
-8,781 |
Jul04 |
040427 |
308.00 |
320.00 |
308.00 |
315.50 |
+8.25 |
28,626 |
246,336 |
+2,555 |
Sep04 |
040427 |
306.25 |
316.50 |
306.00 |
314.00 |
+9.00 |
1,982 |
36,990 |
+25 |
Dec04 |
040427 |
304.00 |
315.75 |
304.00 |
312.00 |
+9.00 |
36,575 |
291,585 |
+1,721 |
Mar05 |
040427 |
308.00 |
317.50 |
308.00 |
315.25 |
+9.00 |
1,444 |
20,386 |
-197 |
May05 |
040427 |
310.50 |
320.50 |
310.25 |
317.00 |
+9.00 |
967 |
5,001 |
+622 |
Total Volume and Open Interest |
90,614 |
675,180 |
+4,727 |
Wheat(CBOT) |
May04 |
040427 |
377.50 |
382.00 |
375.50 |
378.25 |
+4.25 |
5,161 |
13,647 |
-1,365 |
Jul04 |
040427 |
386.00 |
391.50 |
384.25 |
388.50 |
+5.50 |
21,032 |
100,048 |
+1,848 |
Sep04 |
040427 |
391.00 |
396.00 |
390.00 |
393.75 |
+5.75 |
945 |
10,515 |
+16 |
Dec04 |
040427 |
401.00 |
406.50 |
399.00 |
404.25 |
+6.00 |
1,337 |
14,460 |
-112 |
Mar05 |
040427 |
405.50 |
410.00 |
405.00 |
409.00 |
+5.00 |
278 |
1,820 |
-12 |
Total Volume and Open Interest |
28,816 |
141,850 |
+1,031 |
Wheat(KCBT) |
May04 |
040427 |
383.50 |
391.00 |
383.00 |
388.50 |
+5.50 |
4,734 |
6,528 |
-2,712 |
Jul04 |
040427 |
390.50 |
399.00 |
390.00 |
397.25 |
+7.25 |
7,534 |
40,621 |
+129 |
Sep04 |
040427 |
397.00 |
403.50 |
397.00 |
402.50 |
+7.00 |
890 |
5,628 |
+301 |
Dec04 |
040427 |
405.00 |
414.00 |
404.00 |
412.00 |
+7.00 |
1,187 |
6,445 |
-178 |
Mar05 |
040427 |
411.00 |
417.00 |
411.00 |
417.00 |
+9.00 |
165 |
242 |
+99 |
Total Volume and Open Interest |
14,513 |
59,610 |
-2,358 |
Wheat(MGE) |
May04 |
040427 |
413.50 |
418.00 |
413.50 |
415.50 |
+2.75 |
6,515 |
6,732 |
-2,795 |
Jul04 |
040427 |
417.00 |
422.00 |
416.50 |
420.75 |
+4.50 |
5,221 |
14,203 |
+2,055 |
Sep04 |
040427 |
421.00 |
425.00 |
420.75 |
423.50 |
+5.50 |
728 |
7,333 |
+82 |
Dec04 |
040427 |
423.00 |
428.00 |
423.00 |
427.00 |
+4.75 |
490 |
8,651 |
+200 |
Mar05 |
040427 |
429.00 |
429.00 |
429.00 |
429.00 |
+6.00 |
3 |
89 |
+0 |
Total Volume and Open Interest |
12,957 |
37,057 |
-458 |
Oats(CBOT) |
May04 |
040427 |
166.50 |
173.00 |
166.50 |
172.25 |
+6.00 |
1,315 |
2,224 |
-415 |
Jul04 |
040427 |
173.25 |
179.75 |
173.25 |
179.50 |
+6.25 |
1,734 |
6,023 |
+721 |
Sep04 |
040427 |
178.75 |
183.50 |
178.75 |
183.50 |
+5.50 |
10 |
1,008 |
+0 |
Dec04 |
040427 |
184.25 |
189.50 |
184.25 |
189.50 |
+5.50 |
225 |
3,516 |
+67 |
Total Volume and Open Interest |
3,294 |
12,872 |
+383 |
Rough Rice(CBOT) |
May04 |
040427 |
10.66 |
10.80 |
10.64 |
10.66 |
-0.01 |
1,213 |
1,749 |
-510 |
Jul04 |
040427 |
10.89 |
11.07 |
10.86 |
10.90 |
+0.01 |
1,271 |
4,023 |
+754 |
Sep04 |
040427 |
9.46 |
9.48 |
9.35 |
9.35 |
+0.03 |
94 |
298 |
+22 |
Nov04 |
040427 |
9.24 |
9.38 |
9.24 |
9.26 |
+0.02 |
33 |
984 |
-2 |
Total Volume and Open Interest |
2,684 |
7,201 |
+323 |
Live Cattle(CME) |
Apr04 |
040427 |
83.500 |
84.300 |
83.350 |
84.175 |
+0.750 |
1,298 |
2,910 |
-807 |
Jun04 |
040427 |
78.100 |
78.500 |
77.500 |
77.825 |
+0.025 |
6,498 |
69,721 |
+647 |
Aug04 |
040427 |
79.875 |
80.200 |
79.525 |
79.950 |
+0.075 |
1,941 |
24,705 |
+97 |
Oct04 |
040427 |
80.500 |
80.950 |
80.100 |
80.825 |
+0.500 |
1,203 |
17,920 |
+492 |
Dec04 |
040427 |
81.400 |
81.800 |
81.150 |
81.700 |
+0.400 |
374 |
7,014 |
+223 |
Feb05 |
040427 |
82.650 |
83.000 |
82.275 |
83.000 |
+0.350 |
146 |
3,777 |
+89 |
Total Volume and Open Interest |
11,498 |
126,428 |
+772 |
Feeder Cattle(CME) |
Apr04 |
040427 |
96.000 |
96.050 |
95.550 |
95.575 |
+0.275 |
323 |
762 |
-95 |
May04 |
040427 |
94.900 |
95.100 |
94.600 |
94.800 |
+0.350 |
1,395 |
3,989 |
-364 |
Aug04 |
040427 |
96.000 |
96.000 |
95.100 |
95.500 |
-0.225 |
2,218 |
9,088 |
+298 |
Sep04 |
040427 |
94.000 |
94.100 |
93.700 |
94.050 |
+0.250 |
41 |
761 |
+12 |
Oct04 |
040427 |
93.900 |
94.100 |
93.500 |
93.875 |
-0.025 |
109 |
824 |
+35 |
Nov04 |
040427 |
93.800 |
94.000 |
93.400 |
93.750 |
-0.150 |
15 |
227 |
+1 |
Jan05 |
040427 |
90.750 |
90.750 |
90.600 |
90.700 |
unch |
5 |
28 |
+5 |
Total Volume and Open Interest |
4,106 |
15,684 |
-108 |
Lean Hogs(CME) |
May04 |
040427 |
72.000 |
72.075 |
70.250 |
71.400 |
-0.675 |
634 |
3,094 |
-62 |
Jun04 |
040427 |
72.450 |
72.925 |
70.675 |
71.275 |
-1.400 |
4,469 |
45,576 |
+744 |
Jul04 |
040427 |
72.950 |
73.250 |
71.200 |
72.450 |
-0.525 |
1,920 |
12,840 |
+226 |
Aug04 |
040427 |
70.250 |
70.700 |
68.900 |
70.200 |
-0.225 |
828 |
6,783 |
-38 |
Oct04 |
040427 |
59.000 |
59.350 |
57.750 |
59.100 |
-0.100 |
390 |
3,745 |
+156 |
Dec04 |
040427 |
55.700 |
56.200 |
55.150 |
55.850 |
+0.075 |
156 |
2,593 |
+69 |
Feb05 |
040427 |
57.850 |
57.900 |
57.400 |
57.775 |
-0.075 |
6 |
625 |
+3 |
Apr05 |
040427 |
58.400 |
58.500 |
58.325 |
58.325 |
-0.025 |
2 |
305 |
+0 |
Total Volume and Open Interest |
8,405 |
75,572 |
+1,098 |
Pork Bellies(CME) |
May04 |
040427 |
106.300 |
109.000 |
105.900 |
107.800 |
+1.225 |
389 |
2,082 |
-78 |
Jul04 |
040427 |
106.450 |
108.500 |
105.800 |
107.300 |
+0.475 |
379 |
1,953 |
+161 |
Aug04 |
040427 |
102.900 |
103.200 |
102.800 |
102.900 |
unch |
30 |
239 |
+20 |
Feb05 |
040427 |
88.700 |
88.700 |
88.700 |
88.700 |
+0.200 |
0 |
4 |
+0 |
Mar05 |
040427 |
86.350 |
86.350 |
86.350 |
86.350 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
798 |
4,280 |
+103 |
BFP Milk Class III(CME) |
Apr04 |
040427 |
19.56 |
19.61 |
19.56 |
19.59 |
+0.02 |
81 |
6,612 |
+5 |
May04 |
040427 |
19.20 |
19.85 |
19.20 |
19.64 |
+0.14 |
487 |
7,243 |
+198 |
Jun04 |
040427 |
16.42 |
17.09 |
16.40 |
16.90 |
-0.02 |
423 |
4,855 |
+94 |
Jul04 |
040427 |
15.45 |
16.00 |
15.40 |
15.99 |
+0.19 |
207 |
3,882 |
-6 |
Aug04 |
040427 |
15.56 |
15.90 |
15.45 |
15.75 |
+0.10 |
285 |
3,873 |
+25 |
Total Volume and Open Interest |
2,433 |
38,144 |
+194 |
Cocoa(NYBOT) |
May04 |
040427 |
1385 |
1386 |
1378 |
1378 |
-18 |
50 |
521 |
-60 |
Jul04 |
040427 |
1385 |
1393 |
1375 |
1378 |
-18 |
6,505 |
46,466 |
-1,511 |
Sep04 |
040427 |
1390 |
1395 |
1382 |
1384 |
-15 |
1,666 |
14,129 |
+743 |
Dec04 |
040427 |
1408 |
1408 |
1395 |
1395 |
-16 |
405 |
11,250 |
-4 |
Mar05 |
040427 |
1415 |
1415 |
1410 |
1410 |
-14 |
10 |
8,917 |
+0 |
May05 |
040427 |
1421 |
1421 |
1421 |
1421 |
-15 |
10 |
10,810 |
-10 |
Jul05 |
040427 |
1445 |
1445 |
1439 |
1439 |
-17 |
325 |
9,276 |
+0 |
Total Volume and Open Interest |
8,971 |
105,303 |
-842 |
Coffee "C"(NYBOT) |
May04 |
040427 |
67.95 |
69.50 |
67.30 |
69.20 |
+1.15 |
142 |
688 |
-280 |
Jul04 |
040427 |
70.30 |
71.70 |
69.30 |
71.60 |
+1.05 |
4,366 |
64,920 |
+168 |
Sep04 |
040427 |
72.60 |
73.90 |
71.70 |
73.75 |
+1.00 |
501 |
14,516 |
+7 |
Dec04 |
040427 |
75.40 |
76.60 |
74.50 |
76.50 |
+1.00 |
233 |
7,431 |
-7 |
Mar05 |
040427 |
77.95 |
79.15 |
77.25 |
79.15 |
+0.95 |
255 |
4,322 |
+38 |
May05 |
040427 |
79.00 |
80.65 |
79.00 |
80.65 |
+0.90 |
69 |
549 |
-1 |
Total Volume and Open Interest |
5,606 |
93,420 |
-43 |
Orange Juice(NYBOT) |
May04 |
040427 |
58.40 |
58.60 |
57.80 |
58.00 |
-0.60 |
2,179 |
10,538 |
-761 |
Jul04 |
040427 |
60.35 |
60.60 |
60.10 |
60.15 |
-0.50 |
2,143 |
17,542 |
+960 |
Sep04 |
040427 |
62.80 |
62.90 |
62.50 |
62.50 |
-0.50 |
509 |
2,554 |
+292 |
Nov04 |
040427 |
64.90 |
64.90 |
64.20 |
64.50 |
-0.60 |
123 |
2,051 |
+9 |
Jan05 |
040427 |
67.10 |
67.10 |
66.60 |
66.75 |
-0.35 |
14 |
879 |
+7 |
Total Volume and Open Interest |
5,009 |
36,580 |
+544 |
Sugar #11(NYBOT) |
May04 |
040427 |
6.55 |
6.65 |
6.54 |
6.64 |
+0.11 |
12,138 |
17,183 |
-6,172 |
Jul04 |
040427 |
6.92 |
7.11 |
6.92 |
7.11 |
+0.22 |
14,325 |
148,692 |
+2,693 |
Oct04 |
040427 |
7.10 |
7.28 |
7.09 |
7.26 |
+0.18 |
2,079 |
48,454 |
+23 |
Mar05 |
040427 |
7.29 |
7.44 |
7.29 |
7.43 |
+0.15 |
1,577 |
29,112 |
+228 |
May05 |
040427 |
7.11 |
7.20 |
7.11 |
7.20 |
+0.10 |
282 |
11,860 |
+139 |
Total Volume and Open Interest |
30,697 |
271,753 |
-3,068 |
London Cocoa(LCE) |
May04 |
040427 |
822 |
822 |
800 |
804 |
-11 |
946 |
34,072 |
-448 |
Jul04 |
040427 |
826 |
833 |
811 |
815 |
-10 |
1,342 |
34,916 |
-29 |
Sep04 |
040427 |
845 |
845 |
828 |
830 |
-10 |
457 |
22,003 |
-241 |
Dec04 |
040427 |
855 |
869 |
849 |
851 |
-9 |
366 |
41,841 |
+30 |
Mar05 |
040427 |
870 |
875 |
868 |
870 |
-9 |
651 |
23,859 |
+61 |
May05 |
040427 |
884 |
886 |
879 |
881 |
-9 |
42 |
8,738 |
+1 |
Jul05 |
040427 |
892 |
895 |
888 |
892 |
-9 |
1 |
8,592 |
+0 |
Total Volume and Open Interest |
3,805 |
186,168 |
-626 |
London Coffee(LCE) |
May04 |
040427 |
698.00 |
698.00 |
691.00 |
694.00 |
-4.00 |
2,406 |
18,711 |
-655 |
Jul04 |
040427 |
722.00 |
724.00 |
717.00 |
720.00 |
-5.00 |
1,665 |
84,171 |
+639 |
Sep04 |
040427 |
740.00 |
741.00 |
734.00 |
736.00 |
-5.00 |
929 |
30,844 |
+737 |
Nov04 |
040427 |
755.00 |
755.00 |
749.00 |
752.00 |
-4.00 |
18 |
18,536 |
-2 |
Jan05 |
040427 |
769.00 |
769.00 |
767.00 |
767.00 |
-4.00 |
12 |
13,190 |
+0 |
Mar05 |
040427 |
786.00 |
786.00 |
781.00 |
782.00 |
-4.00 |
3 |
6,722 |
+0 |
Total Volume and Open Interest |
5,119 |
174,346 |
+798 |
London Sugar(LCE) |
May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
Aug04 |
040427 |
228.00 |
232.20 |
228.00 |
232.20 |
+3.90 |
1,181 |
32,308 |
-246 |
Oct04 |
040427 |
228.50 |
231.20 |
228.50 |
231.20 |
+2.70 |
355 |
9,730 |
+65 |
Dec04 |
040427 |
228.60 |
232.30 |
228.50 |
232.30 |
+3.90 |
390 |
4,537 |
+201 |
Mar05 |
040427 |
231.10 |
234.50 |
231.00 |
234.50 |
+3.90 |
185 |
6,970 |
+14 |
Total Volume and Open Interest |
2,380 |
59,356 |
+156 |
Cotton(NYBOT) |
May04 |
040427 |
63.20 |
64.90 |
63.20 |
64.85 |
+0.67 |
932 |
3,084 |
-1,153 |
Jul04 |
040427 |
61.90 |
62.88 |
61.25 |
62.63 |
+0.46 |
7,054 |
52,535 |
+84 |
Oct04 |
040427 |
63.00 |
63.80 |
62.80 |
63.65 |
+0.12 |
43 |
1,121 |
+2 |
Dec04 |
040427 |
63.90 |
64.80 |
63.45 |
64.46 |
+0.24 |
1,285 |
20,942 |
+308 |
Mar05 |
040427 |
66.05 |
66.75 |
66.05 |
66.55 |
+0.20 |
33 |
4,369 |
-12 |
May05 |
040427 |
67.15 |
67.15 |
67.15 |
67.15 |
+0.20 |
0 |
585 |
+0 |
Total Volume and Open Interest |
9,395 |
83,723 |
-741 |
Lumber(CME) |
May04 |
040427 |
404.6 |
414.5 |
404.6 |
414.5 |
+10.0 |
477 |
2,647 |
-173 |
Jul04 |
040427 |
397.9 |
405.3 |
395.7 |
405.3 |
+10.0 |
439 |
2,203 |
+39 |
Sep04 |
040427 |
373.4 |
380.7 |
373.4 |
380.7 |
+7.7 |
36 |
527 |
-1 |
Nov04 |
040427 |
354.8 |
354.8 |
351.5 |
353.9 |
+3.1 |
3 |
182 |
-1 |
Total Volume and Open Interest |
955 |
5,577 |
-136 |
Crude Oil(NYM) |
Jun04 |
040427 |
37.35 |
37.70 |
37.21 |
37.53 |
+0.56 |
72,079 |
222,102 |
+3,881 |
Jul04 |
040427 |
37.01 |
37.39 |
36.90 |
37.23 |
+0.63 |
24,538 |
77,891 |
+3,037 |
Aug04 |
040427 |
36.70 |
36.82 |
36.50 |
36.82 |
+0.62 |
8,762 |
41,175 |
+1,191 |
Sep04 |
040427 |
36.20 |
36.40 |
36.05 |
36.35 |
+0.59 |
3,659 |
32,103 |
-94 |
Oct04 |
040427 |
35.75 |
35.95 |
35.50 |
35.91 |
+0.56 |
2,051 |
28,861 |
+582 |
Nov04 |
040427 |
35.20 |
35.60 |
35.20 |
35.50 |
+0.54 |
1,313 |
19,881 |
+105 |
Dec04 |
040427 |
34.90 |
35.15 |
34.80 |
35.11 |
+0.53 |
9,320 |
62,936 |
+303 |
Jan05 |
040427 |
34.65 |
34.65 |
34.65 |
34.65 |
+0.51 |
565 |
17,067 |
+463 |
Feb05 |
040427 |
34.23 |
34.23 |
34.23 |
34.23 |
+0.49 |
241 |
9,549 |
+126 |
Mar05 |
040427 |
33.58 |
33.85 |
33.58 |
33.85 |
+0.47 |
804 |
11,492 |
+1,158 |
Apr05 |
040427 |
33.47 |
33.47 |
33.47 |
33.47 |
+0.44 |
100 |
6,083 |
+0 |
May05 |
040427 |
33.09 |
33.09 |
33.09 |
33.09 |
+0.41 |
250 |
3,263 |
+100 |
Jun05 |
040427 |
32.60 |
32.80 |
32.60 |
32.76 |
+0.40 |
1,192 |
21,174 |
-161 |
Jul05 |
040427 |
32.51 |
32.51 |
32.51 |
32.51 |
+0.39 |
50 |
4,761 |
+0 |
Aug05 |
040427 |
32.29 |
32.29 |
32.29 |
32.29 |
+0.38 |
60 |
2,660 |
+10 |
Sep05 |
040427 |
32.07 |
32.07 |
32.07 |
32.07 |
+0.37 |
0 |
4,883 |
+0 |
Total Volume and Open Interest |
132,337 |
687,558 |
+12,097 |
Heating Oil(NYM) |
May04 |
040427 |
94.50 |
95.25 |
93.50 |
94.21 |
+0.94 |
14,845 |
19,116 |
-3,099 |
Jun04 |
040427 |
94.80 |
94.80 |
93.30 |
94.21 |
+1.19 |
19,131 |
64,185 |
+2,161 |
Jul04 |
040427 |
94.40 |
94.60 |
93.40 |
94.01 |
+1.19 |
5,503 |
23,395 |
+1,795 |
Aug04 |
040427 |
93.40 |
94.20 |
93.15 |
93.86 |
+1.19 |
1,085 |
14,451 |
+466 |
Sep04 |
040427 |
94.50 |
94.50 |
93.60 |
94.21 |
+1.19 |
147 |
7,426 |
-38 |
Oct04 |
040427 |
94.20 |
95.25 |
94.00 |
94.76 |
+1.19 |
8 |
5,108 |
+3 |
Nov04 |
040427 |
95.36 |
95.36 |
95.36 |
95.36 |
+1.19 |
345 |
4,958 |
+221 |
Dec04 |
040427 |
95.85 |
96.20 |
95.50 |
95.96 |
+1.24 |
1,202 |
25,732 |
+7 |
Jan05 |
040427 |
95.70 |
96.11 |
95.70 |
96.11 |
+1.24 |
366 |
5,663 |
+167 |
Feb05 |
040427 |
95.56 |
95.56 |
95.56 |
95.56 |
+1.24 |
16 |
2,805 |
+2 |
Mar05 |
040427 |
92.05 |
92.50 |
92.05 |
92.46 |
+1.24 |
189 |
7,216 |
+104 |
Apr05 |
040427 |
88.75 |
89.16 |
88.75 |
89.16 |
+1.24 |
1 |
770 |
+1 |
Total Volume and Open Interest |
42,838 |
182,011 |
+1,790 |
Unleaded Gas(NYM) |
May04 |
040427 |
120.20 |
120.75 |
119.00 |
120.67 |
+2.45 |
22,567 |
21,953 |
-4,177 |
Jun04 |
040427 |
120.40 |
120.40 |
118.70 |
120.17 |
+2.28 |
20,685 |
67,450 |
+3,347 |
Jul04 |
040427 |
117.90 |
118.30 |
117.00 |
118.27 |
+2.08 |
6,279 |
19,519 |
+1,833 |
Aug04 |
040427 |
114.25 |
114.90 |
114.15 |
114.82 |
+1.93 |
829 |
9,361 |
-6 |
Sep04 |
040427 |
109.00 |
111.00 |
109.00 |
109.87 |
+1.78 |
1,020 |
15,852 |
+293 |
Oct04 |
040427 |
103.30 |
103.92 |
103.10 |
103.92 |
+1.63 |
271 |
6,472 |
+58 |
Nov04 |
040427 |
99.75 |
100.52 |
99.75 |
100.52 |
+1.53 |
218 |
2,399 |
+9 |
Dec04 |
040427 |
96.70 |
98.17 |
96.70 |
98.17 |
+1.48 |
116 |
4,245 |
+94 |
Jan05 |
040427 |
95.55 |
96.87 |
95.55 |
96.87 |
+1.43 |
1 |
2,235 |
+0 |
Feb05 |
040427 |
96.57 |
96.57 |
96.57 |
96.57 |
+1.38 |
0 |
1,732 |
+0 |
Mar05 |
040427 |
96.92 |
96.92 |
96.92 |
96.92 |
+1.38 |
0 |
845 |
+0 |
Apr05 |
040427 |
103.22 |
103.22 |
103.22 |
103.22 |
+1.33 |
0 |
942 |
+0 |
Total Volume and Open Interest |
51,986 |
153,005 |
+1,451 |
Natural Gas(NYM) |
May04 |
040427 |
5.810 |
5.895 |
5.810 |
5.874 |
+0.110 |
41,480 |
21,655 |
-2,104 |
Jun04 |
040427 |
5.920 |
5.990 |
5.920 |
5.970 |
+0.099 |
42,040 |
56,197 |
+5,673 |
Jul04 |
040427 |
5.980 |
6.060 |
5.980 |
6.037 |
+0.104 |
6,147 |
32,017 |
+302 |
Aug04 |
040427 |
6.010 |
6.100 |
6.010 |
6.074 |
+0.104 |
1,451 |
23,956 |
+44 |
Sep04 |
040427 |
6.000 |
6.080 |
6.000 |
6.054 |
+0.104 |
2,250 |
22,358 |
+631 |
Oct04 |
040427 |
6.020 |
6.065 |
6.010 |
6.065 |
+0.097 |
1,913 |
23,282 |
+399 |
Nov04 |
040427 |
6.180 |
6.228 |
6.180 |
6.228 |
+0.093 |
1,192 |
13,985 |
+429 |
Dec04 |
040427 |
6.360 |
6.394 |
6.340 |
6.394 |
+0.089 |
1,577 |
17,390 |
+279 |
Jan05 |
040427 |
6.460 |
6.508 |
6.450 |
6.508 |
+0.088 |
1,204 |
15,315 |
+149 |
Feb05 |
040427 |
6.420 |
6.453 |
6.385 |
6.453 |
+0.088 |
1,431 |
11,942 |
+136 |
Mar05 |
040427 |
6.205 |
6.238 |
6.200 |
6.238 |
+0.078 |
964 |
12,620 |
+79 |
Apr05 |
040427 |
5.495 |
5.498 |
5.490 |
5.498 |
+0.018 |
680 |
10,579 |
+103 |
May05 |
040427 |
5.350 |
5.350 |
5.330 |
5.348 |
+0.008 |
199 |
7,471 |
+104 |
Jun05 |
040427 |
5.360 |
5.360 |
5.330 |
5.358 |
+0.008 |
273 |
6,261 |
+90 |
Jul05 |
040427 |
5.350 |
5.378 |
5.350 |
5.378 |
+0.008 |
242 |
12,148 |
+146 |
Aug05 |
040427 |
5.383 |
5.383 |
5.370 |
5.381 |
+0.008 |
153 |
5,451 |
-38 |
Total Volume and Open Interest |
103,717 |
349,003 |
+6,543 |
Brent Crude Oil(IPE) |
Jun04 |
040427 |
33.75 |
34.45 |
33.71 |
34.28 |
+0.70 |
38,733 |
95,902 |
+4,468 |
Jul04 |
040427 |
33.55 |
34.23 |
33.55 |
34.08 |
+0.67 |
13,271 |
77,555 |
-673 |
Aug04 |
040427 |
33.30 |
33.87 |
33.27 |
33.79 |
+0.65 |
2,239 |
22,831 |
+733 |
Sep04 |
040427 |
32.95 |
33.49 |
32.93 |
33.44 |
+0.64 |
1,598 |
17,553 |
+146 |
Oct04 |
040427 |
32.57 |
33.10 |
32.52 |
33.05 |
+0.62 |
267 |
7,983 |
+19 |
Nov04 |
040427 |
32.34 |
32.79 |
32.34 |
32.65 |
+0.61 |
654 |
8,248 |
+59 |
Dec04 |
040427 |
31.78 |
32.34 |
31.78 |
32.25 |
+0.60 |
4,835 |
33,071 |
+352 |
Jan05 |
040427 |
31.55 |
32.00 |
31.55 |
31.84 |
+0.60 |
866 |
10,639 |
-7 |
Feb05 |
040427 |
31.13 |
31.47 |
31.10 |
31.47 |
+0.60 |
720 |
4,074 |
+200 |
Mar05 |
040427 |
30.70 |
31.12 |
30.70 |
31.12 |
+0.58 |
320 |
5,872 |
+0 |
Apr05 |
040427 |
30.81 |
30.81 |
30.81 |
30.81 |
+0.54 |
100 |
4,945 |
+100 |
May05 |
040427 |
30.51 |
30.51 |
30.51 |
30.51 |
+0.51 |
0 |
610 |
+0 |
Jun05 |
040427 |
29.90 |
30.21 |
29.87 |
30.21 |
+0.46 |
600 |
18,629 |
+350 |
Total Volume and Open Interest |
65,740 |
350,498 |
+6,134 |
Gas Oil(IPE) |
May04 |
040427 |
293.00 |
302.00 |
293.00 |
301.00 |
+7.50 |
10,196 |
51,520 |
+1,317 |
Jun04 |
040427 |
285.75 |
292.00 |
285.75 |
291.25 |
+5.50 |
5,984 |
37,102 |
-132 |
Jul04 |
040427 |
283.00 |
287.50 |
283.00 |
287.00 |
+4.50 |
1,358 |
17,729 |
+224 |
Aug04 |
040427 |
282.50 |
285.25 |
282.25 |
285.25 |
+4.00 |
64 |
7,966 |
+6 |
Sep04 |
040427 |
282.50 |
285.25 |
282.00 |
285.25 |
+4.00 |
10 |
9,548 |
+10 |
Oct04 |
040427 |
285.00 |
285.00 |
285.00 |
285.00 |
+4.00 |
0 |
7,669 |
+0 |
Nov04 |
040427 |
282.00 |
284.00 |
282.00 |
284.00 |
+3.50 |
0 |
4,321 |
+0 |
Dec04 |
040427 |
279.25 |
281.75 |
278.50 |
281.75 |
+3.50 |
201 |
20,131 |
+0 |
Jan05 |
040427 |
278.50 |
278.50 |
278.50 |
278.50 |
+3.25 |
0 |
3,330 |
+0 |
Feb05 |
040427 |
274.25 |
274.25 |
274.25 |
274.25 |
+3.00 |
0 |
303 |
+0 |
Total Volume and Open Interest |
18,013 |
175,644 |
+1,225 |
US Dollar Index(NYBOT) |
Jun04 |
040427 |
90.87 |
91.15 |
90.57 |
90.63 |
-0.22 |
1,220 |
10,414 |
+235 |
Sep04 |
040427 |
91.29 |
91.45 |
91.04 |
91.04 |
-0.22 |
18 |
2,072 |
+14 |
Dec04 |
040427 |
91.44 |
91.44 |
91.44 |
91.44 |
-0.22 |
0 |
28 |
+0 |
Total Volume and Open Interest |
1,238 |
12,514 |
+249 |
Australian Dollar(CME) |
Jun04 |
040427 |
72.84 |
73.05 |
72.35 |
73.04 |
+0.09 |
1,623 |
31,623 |
+1,037 |
Sep04 |
040427 |
72.28 |
72.28 |
72.28 |
72.28 |
+0.09 |
0 |
807 |
+15 |
Dec04 |
040427 |
71.52 |
71.52 |
71.52 |
71.52 |
+0.09 |
0 |
134 |
+0 |
Total Volume and Open Interest |
1,623 |
32,653 |
+1,052 |
British Pound(CME) |
Jun04 |
040427 |
178.33 |
178.70 |
177.70 |
178.31 |
+0.28 |
3,247 |
41,988 |
+53 |
Sep04 |
040427 |
176.82 |
176.82 |
176.82 |
176.82 |
+0.26 |
5 |
84 |
-1 |
Dec04 |
040427 |
175.33 |
175.33 |
175.33 |
175.33 |
+0.24 |
0 |
359 |
+0 |
Total Volume and Open Interest |
3,252 |
42,433 |
+52 |
Canadian Dollar(CME) |
Jun04 |
040427 |
73.86 |
74.09 |
73.68 |
73.88 |
-0.09 |
11,960 |
63,407 |
+2,901 |
Sep04 |
040427 |
73.60 |
73.75 |
73.60 |
73.75 |
-0.09 |
74 |
3,595 |
+45 |
Dec04 |
040427 |
73.55 |
73.68 |
73.54 |
73.64 |
-0.09 |
26 |
3,124 |
-30 |
Mar05 |
040427 |
73.54 |
73.54 |
73.54 |
73.54 |
-0.09 |
1 |
314 |
-1 |
Total Volume and Open Interest |
12,061 |
70,595 |
+2,915 |
Japanese Yen(CME) |
Jun04 |
040427 |
91.27 |
91.57 |
91.14 |
91.50 |
-0.63 |
9,858 |
103,492 |
-2,911 |
Sep04 |
040427 |
91.62 |
91.80 |
91.62 |
91.80 |
-0.63 |
9 |
641 |
+8 |
Dec04 |
040427 |
92.18 |
92.18 |
92.18 |
92.18 |
-0.63 |
0 |
69 |
+0 |
Total Volume and Open Interest |
9,867 |
104,204 |
-2,903 |
Swiss Franc(CME) |
Jun04 |
040427 |
76.77 |
77.29 |
76.67 |
77.19 |
+0.49 |
4,773 |
38,751 |
-360 |
Sep04 |
040427 |
77.08 |
77.35 |
77.08 |
77.35 |
+0.49 |
5 |
48 |
+2 |
Dec04 |
040427 |
77.53 |
77.53 |
77.53 |
77.53 |
+0.49 |
1 |
110 |
+3 |
Total Volume and Open Interest |
4,779 |
38,966 |
-355 |
EuroFX(CME) |
Jun04 |
040427 |
118.66 |
119.33 |
118.42 |
119.19 |
+0.57 |
9,223 |
116,471 |
+2,105 |
Sep04 |
040427 |
118.46 |
119.00 |
118.46 |
118.96 |
+0.57 |
94 |
943 |
+4 |
Dec04 |
040427 |
118.80 |
118.82 |
118.80 |
118.82 |
+0.57 |
1 |
436 |
+2 |
Total Volume and Open Interest |
9,318 |
118,004 |
+2,116 |
Mexican Peso(CME) |
Jun04 |
040427 |
8795.0 |
8850.0 |
8765.0 |
8810.0 |
unch |
5,525 |
34,274 |
-2,061 |
Sep04 |
040427 |
8703.0 |
8703.0 |
8703.0 |
8703.0 |
+1.0 |
0 |
722 |
+0 |
Total Volume and Open Interest |
5,545 |
36,835 |
-2,081 |
30-Year T-Bonds(CBOT) |
Jun04 |
040427 |
107~24 |
108~10 |
107~19 |
108~04 |
+0~09 |
186,926 |
468,115 |
+10,483 |
Sep04 |
040427 |
106~17 |
106~30 |
106~09 |
106~24 |
+0~09 |
1,614 |
27,791 |
+443 |
Dec04 |
040427 |
105~12 |
105~17 |
105~10 |
105~15 |
+0~09 |
11 |
1,295 |
+1 |
Total Volume and Open Interest |
188,551 |
497,383 |
+10,927 |
Municipal Bonds(CBOT) |
Jun04 |
040427 |
101~09 |
101~16 |
101~04 |
101~14 |
+0~10 |
129 |
2,237 |
-24 |
Total Volume and Open Interest |
129 |
2,237 |
-24 |
10-Year T-Notes(CBOT) |
Jun04 |
040427 |
110~225 |
111~080 |
110~200 |
111~030 |
+0~095 |
477,886 |
1,250,766 |
+49,468 |
Sep04 |
040427 |
109~125 |
109~260 |
109~090 |
109~235 |
+0~110 |
12,885 |
137,687 |
+5,157 |
Total Volume and Open Interest |
490,771 |
1,388,472 |
+54,625 |
5-Year T-Notes(CBOT) |
Jun04 |
040427 |
110~090 |
110~130 |
110~025 |
110~115 |
+0~070 |
223,223 |
0 |
+0 |
Sep04 |
040427 |
109~010 |
109~040 |
108~270 |
109~040 |
+0~070 |
381 |
0 |
+0 |
Dec04 |
040427 |
107~290 |
107~290 |
107~290 |
107~290 |
+0~070 |
0 |
4 |
+4 |
Total Volume and Open Interest |
223,604 |
4 |
+4 |
2 Year T-Notes(CBOT) |
Jun04 |
040427 |
106~046 |
106~056 |
106~038 |
106~055 |
+0~017 |
2,929 |
184,405 |
-534 |
Sep04 |
040427 |
105~089 |
105~089 |
105~089 |
105~089 |
+0~017 |
1 |
1,011 |
+1 |
Total Volume and Open Interest |
2,930 |
185,416 |
-533 |
Eurodollars(CME) |
Jun04 |
040427 |
98.680 |
98.685 |
98.670 |
98.680 |
+0.005 |
51,868 |
838,436 |
+3,556 |
Sep04 |
040427 |
98.295 |
98.315 |
98.270 |
98.310 |
+0.030 |
75,696 |
889,079 |
-3,969 |
Dec04 |
040427 |
97.840 |
97.880 |
97.805 |
97.870 |
+0.050 |
95,560 |
762,307 |
+3,938 |
Mar05 |
040427 |
97.380 |
97.440 |
97.345 |
97.430 |
+0.070 |
97,744 |
585,695 |
+2,532 |
Jun05 |
040427 |
96.940 |
97.000 |
96.905 |
96.995 |
+0.075 |
54,153 |
559,531 |
+517 |
Sep05 |
040427 |
96.555 |
96.625 |
96.520 |
96.620 |
+0.085 |
36,167 |
393,841 |
+3,287 |
Dec05 |
040427 |
96.225 |
96.295 |
96.190 |
96.285 |
+0.080 |
27,806 |
310,396 |
-1,102 |
Mar06 |
040427 |
95.960 |
96.030 |
95.935 |
96.025 |
+0.080 |
19,789 |
254,219 |
-3,209 |
Jun06 |
040427 |
95.750 |
95.795 |
95.710 |
95.795 |
+0.075 |
23,580 |
172,457 |
-2,313 |
Sep06 |
040427 |
95.540 |
95.590 |
95.500 |
95.580 |
+0.060 |
12,160 |
170,806 |
+1,636 |
Dec06 |
040427 |
95.350 |
95.385 |
95.315 |
95.385 |
+0.060 |
11,792 |
126,945 |
+1,533 |
Mar07 |
040427 |
95.210 |
95.220 |
95.155 |
95.220 |
+0.055 |
12,963 |
114,740 |
+1,321 |
Total Volume and Open Interest |
561,358 |
5,772,675 |
+10,008 |
3-Mth Euro-Yen(CME) |
Jun04 |
040427 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,552 |
-3 |
Sep04 |
040427 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
0 |
7,000 |
-103 |
Dec04 |
040427 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
0 |
9,258 |
+6 |
Mar05 |
040427 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.01 |
0 |
5,058 |
-181 |
Jun05 |
040427 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
100 |
5,825 |
+19 |
Sep05 |
040427 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
2,121 |
+0 |
Dec05 |
040427 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
922 |
+0 |
Mar06 |
040427 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.01 |
0 |
329 |
+0 |
Jun06 |
040427 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
47 |
+0 |
Sep06 |
040427 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.02 |
0 |
39 |
+0 |
Total Volume and Open Interest |
100 |
42,414 |
-262 |
3-Mth Euro-Yen(SIMEX) |
Jun04 |
040427 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
4 |
71,677 |
-27 |
Sep04 |
040427 |
99.90 |
99.90 |
99.89 |
99.90 |
unch |
363 |
38,865 |
-98 |
Dec04 |
040427 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.01 |
1,066 |
62,353 |
+265 |
Mar05 |
040427 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.01 |
724 |
42,747 |
-229 |
Jun05 |
040427 |
99.72 |
99.73 |
99.72 |
99.73 |
+0.01 |
636 |
44,758 |
+172 |
Sep05 |
040427 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
137 |
39,219 |
+32 |
Dec05 |
040427 |
99.51 |
99.51 |
99.50 |
99.50 |
+0.01 |
201 |
15,588 |
+0 |
Mar06 |
040427 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.02 |
100 |
9,892 |
+0 |
Total Volume and Open Interest |
3,231 |
338,214 |
+115 |
German Euro-Bund(EUREX) |
Jun04 |
040427 |
113.87 |
114.06 |
113.76 |
113.88 |
+0.04 |
743,722 |
1,009,963 |
-29,150 |
Sep04 |
040427 |
113.50 |
113.64 |
113.40 |
113.47 |
+0.05 |
5,216 |
51,903 |
+2,235 |
Dec04 |
040427 |
112.48 |
112.48 |
112.48 |
112.48 |
+0.04 |
3,530 |
1 |
+0 |
Total Volume and Open Interest |
752,468 |
1,061,867 |
-26,915 |
German Euro-Bobl(EUREX) |
Jun04 |
040427 |
111.34 |
111.46 |
111.18 |
111.30 |
-0.01 |
566,791 |
683,875 |
-46,129 |
Sep04 |
040427 |
110.69 |
110.70 |
110.69 |
110.70 |
+0.01 |
19,352 |
40,667 |
+11,176 |
Dec04 |
040427 |
109.82 |
109.82 |
109.82 |
109.82 |
-0.01 |
750 |
1 |
+0 |
Total Volume and Open Interest |
586,893 |
724,543 |
-34,953 |
Long Gilt(LIFFE) |
Jun04 |
040427 |
107~00 |
107~03 |
106~25 |
106~28 |
+0~00 |
34,270 |
184,821 |
+3,670 |
Sep04 |
040427 |
106~15 |
106~15 |
106~15 |
106~15 |
+0~00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
34,270 |
184,824 |
+3,670 |
3-Mth Short Sterling(LIFFE) |
Jun04 |
040427 |
95.48 |
95.49 |
95.45 |
95.46 |
-0.01 |
33,583 |
203,276 |
+5,917 |
Sep04 |
040427 |
95.23 |
95.25 |
95.18 |
95.20 |
-0.02 |
41,244 |
175,627 |
+1,222 |
Dec04 |
040427 |
95.04 |
95.06 |
95.00 |
95.01 |
-0.02 |
62,885 |
201,045 |
+7,480 |
Total Volume and Open Interest |
233,058 |
1,068,497 |
+26,520 |
3-Mth Euribor(LIFFE) |
Jun04 |
040427 |
97.940 |
97.950 |
97.930 |
97.940 |
unch |
92,015 |
697,804 |
-13,670 |
Sep04 |
040427 |
97.865 |
97.880 |
97.845 |
97.860 |
-0.005 |
109,042 |
454,076 |
+3,711 |
Dec04 |
040427 |
97.690 |
97.715 |
97.660 |
97.680 |
-0.010 |
148,598 |
551,936 |
+7,233 |
Total Volume and Open Interest |
619,904 |
2,900,408 |
+18,080 |
3-Mth Aus T-Bills(SFE) |
Jun04 |
040427 |
94.44 |
94.45 |
94.42 |
94.45 |
-0.06 |
15,258 |
0 |
-129,089 |
Sep04 |
040427 |
94.37 |
94.37 |
94.32 |
94.36 |
-0.07 |
11,674 |
0 |
-94,819 |
Dec04 |
040427 |
94.31 |
94.32 |
94.27 |
94.31 |
-0.07 |
3,987 |
0 |
-63,117 |
Mar05 |
040427 |
94.26 |
94.28 |
94.23 |
94.26 |
-0.07 |
1,759 |
0 |
-32,035 |
Jun05 |
040427 |
94.19 |
94.22 |
94.17 |
94.21 |
-0.06 |
1,459 |
0 |
-16,739 |
Sep05 |
040427 |
94.12 |
94.17 |
94.12 |
94.17 |
-0.03 |
1,671 |
0 |
-13,283 |
Dec05 |
040427 |
94.09 |
94.12 |
94.09 |
94.11 |
-0.02 |
1,331 |
0 |
-9,959 |
Mar06 |
040427 |
94.04 |
94.08 |
94.04 |
94.06 |
-0.03 |
858 |
0 |
-4,330 |
Jun06 |
040427 |
93.98 |
94.03 |
93.98 |
94.03 |
unch |
73 |
0 |
-1,858 |
Sep06 |
040427 |
93.93 |
93.97 |
93.93 |
93.97 |
-0.01 |
30 |
0 |
-1,427 |
Total Volume and Open Interest |
38,317 |
|
|
10-Year Aus T-Bonds(SFE) |
Jun04 |
040427 |
94.15 |
94.18 |
94.14 |
94.18 |
-0.22 |
13,924 |
368,557 |
+368,557 |
Sep04 |
040427 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.25 |
|
|
|
Total Volume and Open Interest |
13,924 |
368,557 |
-36,193 |
3-Year Aus T-Bonds(SFE) |
Jun04 |
040427 |
94.39 |
94.41 |
94.34 |
94.41 |
-0.05 |
33,863 |
0 |
-390,432 |
Sep04 |
040427 |
94.41 |
94.41 |
94.41 |
94.41 |
-0.05 |
|
|
|
Total Volume and Open Interest |
33,863 |
|
|
Gold(CMX) |
Apr04 |
040427 |
397.7 |
399.0 |
395.8 |
398.6 |
+2.6 |
45 |
135 |
+13 |
Jun04 |
040427 |
397.5 |
399.8 |
396.3 |
399.1 |
+2.5 |
21,067 |
167,276 |
-731 |
Aug04 |
040427 |
399.0 |
401.0 |
397.5 |
400.1 |
+2.5 |
235 |
11,370 |
+2 |
Oct04 |
040427 |
400.0 |
401.1 |
400.0 |
401.1 |
+2.4 |
22 |
6,748 |
-2 |
Dec04 |
040427 |
400.5 |
403.0 |
399.5 |
402.2 |
+2.4 |
495 |
27,566 |
+114 |
Feb05 |
040427 |
403.6 |
403.6 |
403.6 |
403.6 |
+2.4 |
81 |
3,406 |
-4 |
Total Volume and Open Interest |
22,123 |
250,023 |
-507 |
Silver(CMX) |
May04 |
040427 |
625.5 |
630.0 |
617.5 |
623.5 |
+6.2 |
16,361 |
39,369 |
-8,714 |
Jul04 |
040427 |
628.0 |
632.0 |
619.0 |
625.4 |
+6.2 |
10,602 |
39,753 |
+7,150 |
Sep04 |
040427 |
631.0 |
634.0 |
624.0 |
626.8 |
+6.2 |
191 |
4,573 |
+20 |
Dec04 |
040427 |
633.0 |
636.0 |
622.0 |
628.0 |
+6.3 |
668 |
14,852 |
-74 |
Mar05 |
040427 |
630.0 |
632.0 |
629.2 |
629.2 |
+6.3 |
2 |
3,230 |
+13 |
Total Volume and Open Interest |
27,948 |
108,008 |
-1,600 |
Platinum(NYM) |
Apr04 |
040427 |
872.0 |
872.0 |
863.5 |
863.5 |
+24.6 |
25 |
56 |
-9 |
Jul04 |
040427 |
840.0 |
845.0 |
833.2 |
833.5 |
+19.6 |
1,201 |
6,286 |
-5 |
Oct04 |
040427 |
823.5 |
823.5 |
823.5 |
823.5 |
+19.6 |
10 |
232 |
+10 |
Jan05 |
040427 |
823.5 |
823.5 |
823.5 |
823.5 |
+19.6 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,236 |
6,582 |
-4 |
Palladium(NYME) |
Jun04 |
040427 |
278.00 |
280.00 |
273.25 |
277.95 |
+4.80 |
822 |
9,126 |
-170 |
Sep04 |
040427 |
276.00 |
279.45 |
276.00 |
279.45 |
+4.80 |
7 |
305 |
+2 |
Dec04 |
040427 |
275.00 |
280.95 |
275.00 |
280.95 |
+4.80 |
175 |
175 |
+21 |
Total Volume and Open Interest |
1,004 |
9,606 |
-147 |
Copper(CMX) |
May04 |
040427 |
124.05 |
124.05 |
122.60 |
123.50 |
-0.65 |
8,281 |
17,022 |
-4,745 |
Jul04 |
040427 |
124.20 |
124.30 |
122.70 |
123.80 |
-0.45 |
9,784 |
31,090 |
+4,940 |
Sep04 |
040427 |
121.40 |
121.40 |
120.40 |
121.20 |
-0.45 |
221 |
4,518 |
+43 |
Dec04 |
040427 |
116.80 |
117.60 |
116.50 |
117.40 |
-0.25 |
54 |
9,769 |
+10 |
Mar05 |
040427 |
112.30 |
112.30 |
112.30 |
112.30 |
-1.05 |
0 |
931 |
+0 |
Total Volume and Open Interest |
18,925 |
69,136 |
+350 |
DJIA Index(CBOT) |
Jun04 |
040427 |
10455 |
10522 |
10440 |
10467 |
+8 |
7,171 |
44,484 |
+358 |
Sep04 |
040427 |
10460 |
10490 |
10449 |
10449 |
+9 |
8 |
293 |
+0 |
Dec04 |
040427 |
10437 |
10437 |
10437 |
10437 |
+9 |
0 |
14 |
+0 |
Total Volume and Open Interest |
7,179 |
44,791 |
+358 |
S & P 500(CME) |
Jun04 |
040427 |
1137.30 |
1146.20 |
1134.70 |
1137.90 |
unch |
34,535 |
572,090 |
-582 |
Sep04 |
040427 |
1143.00 |
1143.00 |
1136.90 |
1136.90 |
-0.10 |
110 |
21,161 |
+37 |
Dec04 |
040427 |
1136.70 |
1136.70 |
1136.70 |
1136.70 |
-0.10 |
180 |
2,500 |
+150 |
Mar05 |
040427 |
1137.80 |
1137.80 |
1137.80 |
1137.80 |
-0.20 |
7 |
133 |
+2 |
Total Volume and Open Interest |
34,844 |
596,069 |
-387 |
S & P 500 E-Mini(Globex) |
Jun04 |
040427 |
1137.75 |
1146.25 |
1134.75 |
1138.00 |
unch |
554,092 |
560,063 |
-15,312 |
Sep04 |
040427 |
1136.25 |
1144.75 |
1134.25 |
1137.00 |
unch |
54 |
1,315 |
+10 |
Total Volume and Open Interest |
554,146 |
561,378 |
-15,302 |
NASDAQ 100(CME) |
Jun04 |
040427 |
1487.50 |
1498.00 |
1477.50 |
1484.50 |
-5.00 |
10,629 |
83,279 |
+622 |
Sep04 |
040427 |
1487.00 |
1487.00 |
1487.00 |
1487.00 |
-5.00 |
0 |
12 |
+0 |
Dec04 |
040427 |
1489.50 |
1489.50 |
1489.50 |
1489.50 |
-5.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,629 |
83,295 |
+622 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun04 |
040427 |
1489.0 |
1498.0 |
1477.5 |
1484.5 |
-5.0 |
252,066 |
279,258 |
+1,177 |
Sep04 |
040427 |
1491.0 |
1501.5 |
1487.0 |
1487.0 |
-5.0 |
98 |
578 |
+52 |
Total Volume and Open Interest |
252,164 |
279,836 |
+1,229 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Jun04 |
040427 |
606.50 |
611.50 |
604.00 |
605.75 |
-0.50 |
312 |
16,574 |
-6 |
Sep04 |
040427 |
605.75 |
605.75 |
605.75 |
605.75 |
-0.50 |
|
|
|
Dec04 |
040427 |
605.75 |
605.75 |
605.75 |
605.75 |
-0.50 |
|
|
|
Total Volume and Open Interest |
312 |
16,574 |
-6 |
Russell 2000(CME) |
Jun04 |
040427 |
590.50 |
595.00 |
585.50 |
589.00 |
-2.20 |
1,440 |
28,650 |
+418 |
Sep04 |
040427 |
589.00 |
589.00 |
589.00 |
589.00 |
-2.20 |
0 |
1 |
+0 |
Dec04 |
040427 |
589.00 |
589.00 |
589.00 |
589.00 |
-2.20 |
|
|
|
Total Volume and Open Interest |
1,440 |
28,651 |
+418 |
Value Line(KCBT) |
Jun04 |
040427 |
1621.00 |
1621.00 |
1621.00 |
1621.00 |
unch |
0 |
38 |
+0 |
Total Volume and Open Interest |
0 |
38 |
+0 |
Nikkei 225(CME) |
Jun04 |
040427 |
12090 |
12130 |
12050 |
12065 |
-65 |
2,025 |
42,754 |
-397 |
Sep04 |
040427 |
12065 |
12065 |
12065 |
12065 |
-65 |
0 |
20 |
+0 |
Total Volume and Open Interest |
2,025 |
42,777 |
-397 |
Nikkei 225(SIMEX) |
Jun04 |
040427 |
12130 |
12135 |
12020 |
12070 |
-115 |
21,816 |
182,968 |
+3,382 |
Sep04 |
040427 |
12065 |
12065 |
12065 |
12065 |
-115 |
0 |
1 |
+0 |
Dec04 |
040427 |
12040 |
12040 |
12040 |
12040 |
-115 |
|
|
|
Total Volume and Open Interest |
21,816 |
182,969 |
+3,382 |
CAC 40(MATIF) |
Apr04 |
040427 |
3787.0 |
3800.0 |
3775.5 |
3787.0 |
+3.0 |
61,490 |
428,299 |
+1,152 |
May04 |
040427 |
3735.0 |
3747.0 |
3726.0 |
3733.0 |
+1.5 |
719 |
10,154 |
+439 |
Jun04 |
040427 |
3721.0 |
3737.0 |
3713.5 |
3718.0 |
-2.0 |
1,172 |
160,915 |
+4 |
Total Volume and Open Interest |
63,667 |
617,432 |
+1,956 |
DAX Index(EUREX) |
Jun04 |
040427 |
4140.0 |
4165.5 |
4124.5 |
4163.5 |
+24.5 |
99,047 |
183,149 |
+1,313 |
Sep04 |
040427 |
4156.5 |
4186.0 |
4148.0 |
4185.0 |
+24.5 |
415 |
8,769 |
-14 |
Dec04 |
040427 |
4177.0 |
4208.5 |
4170.5 |
4207.5 |
+24.5 |
240 |
1,734 |
-53 |
Total Volume and Open Interest |
99,702 |
193,652 |
+1,246 |
FT-SE 100(LIFFE) |
Jun04 |
040427 |
4578.50 |
4587.00 |
4554.00 |
4583.50 |
+6.50 |
37,643 |
404,432 |
-3,632 |
Sep04 |
040427 |
4579.00 |
4597.00 |
4579.00 |
4594.50 |
+6.50 |
2,251 |
18,280 |
+499 |
Dec04 |
040427 |
4625.50 |
4625.50 |
4625.50 |
4625.50 |
+6.50 |
1,200 |
16,573 |
+0 |
Total Volume and Open Interest |
41,094 |
439,785 |
-3,133 |
SPI 200(SFE) |
Jun04 |
040427 |
3457.0 |
3460.0 |
3444.0 |
3457.0 |
-4.0 |
1,643 |
142,098 |
+142,098 |
Sep04 |
040427 |
3465.0 |
3465.0 |
3465.0 |
3465.0 |
-3.0 |
0 |
3,349 |
+3,349 |
Dec04 |
040427 |
3479.0 |
3479.0 |
3479.0 |
3479.0 |
-4.0 |
0 |
2,490 |
+2,490 |
Total Volume and Open Interest |
1,643 |
148,217 |
+148,217 |
GSCI(CME) |
May04 |
040427 |
288.00 |
289.70 |
286.40 |
289.50 |
+4.60 |
96 |
16,161 |
-13 |
Jun04 |
040427 |
288.00 |
288.00 |
288.00 |
288.00 |
+4.25 |
45 |
200 |
+40 |
Jul04 |
040427 |
284.00 |
284.00 |
284.00 |
284.00 |
+4.00 |
0 |
50 |
+0 |
Total Volume and Open Interest |
141 |
16,411 |
+27 |
Reuters CRB Index(NYBOT) |
Jun04 |
040427 |
270.00 |
273.00 |
270.00 |
273.00 |
+3.50 |
42 |
452 |
-6 |
Aug04 |
040427 |
270.00 |
271.50 |
270.00 |
271.00 |
+3.75 |
2 |
70 |
-1 |
Nov04 |
040427 |
271.25 |
271.25 |
271.00 |
271.00 |
+4.25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
44 |
525 |
-7 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|