|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue May 11, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May04 |
040511 |
1047.00 |
1055.00 |
1040.00 |
1053.50 |
+13.00 |
3,381 |
6,040 |
-1,359 |
| Jul04 |
040511 |
1017.00 |
1025.00 |
1012.00 |
1022.25 |
+9.75 |
53,503 |
133,260 |
-3,481 |
| Aug04 |
040511 |
949.00 |
954.50 |
943.50 |
951.50 |
+6.75 |
3,732 |
20,052 |
-360 |
| Sep04 |
040511 |
821.00 |
821.00 |
814.00 |
818.75 |
+0.25 |
1,002 |
11,487 |
+134 |
| Nov04 |
040511 |
757.00 |
757.00 |
746.00 |
754.75 |
+2.25 |
10,373 |
55,765 |
-405 |
| Jan05 |
040511 |
755.00 |
757.00 |
750.00 |
755.00 |
unch |
343 |
4,338 |
-27 |
| Mar05 |
040511 |
748.00 |
749.50 |
746.50 |
746.50 |
+0.50 |
352 |
3,008 |
+19 |
| Total Volume and Open Interest |
72,871 |
236,247 |
-5,499 |
| Soybean Meal(CBOT) |
| May04 |
040511 |
329.50 |
333.60 |
328.00 |
333.30 |
+4.40 |
3,372 |
5,939 |
-284 |
| Jul04 |
040511 |
325.50 |
329.00 |
323.40 |
328.00 |
+3.70 |
19,916 |
77,041 |
+521 |
| Aug04 |
040511 |
309.50 |
311.50 |
307.00 |
310.20 |
+2.20 |
4,328 |
22,684 |
+194 |
| Sep04 |
040511 |
283.00 |
284.00 |
279.50 |
282.70 |
+0.90 |
1,272 |
16,398 |
+72 |
| Oct04 |
040511 |
243.00 |
247.00 |
242.00 |
245.60 |
+0.80 |
805 |
12,288 |
+182 |
| Dec04 |
040511 |
239.50 |
241.00 |
236.20 |
240.00 |
+1.20 |
6,069 |
25,259 |
+95 |
| Jan05 |
040511 |
237.00 |
239.00 |
234.00 |
237.70 |
+1.20 |
169 |
2,956 |
-117 |
| Mar05 |
040511 |
233.00 |
236.00 |
231.50 |
234.70 |
+0.80 |
395 |
3,026 |
+46 |
| Total Volume and Open Interest |
36,570 |
169,419 |
+932 |
| Soybean Oil(CBOT) |
| May04 |
040511 |
32.90 |
33.10 |
32.80 |
33.10 |
+0.12 |
1,940 |
2,333 |
-695 |
| Jul04 |
040511 |
32.45 |
32.62 |
32.33 |
32.48 |
+0.10 |
16,103 |
76,487 |
-2,940 |
| Aug04 |
040511 |
31.35 |
31.44 |
31.20 |
31.39 |
+0.21 |
3,750 |
15,615 |
+582 |
| Sep04 |
040511 |
29.84 |
29.85 |
29.60 |
29.75 |
+0.07 |
815 |
12,301 |
-59 |
| Oct04 |
040511 |
27.90 |
27.95 |
27.75 |
27.84 |
-0.06 |
615 |
8,381 |
+149 |
| Dec04 |
040511 |
26.95 |
27.05 |
26.80 |
26.92 |
unch |
2,727 |
23,241 |
-40 |
| Jan05 |
040511 |
26.65 |
26.70 |
26.60 |
26.60 |
-0.13 |
18 |
2,590 |
-5 |
| Mar05 |
040511 |
26.50 |
26.50 |
26.35 |
26.48 |
-0.12 |
149 |
1,951 |
+47 |
| Total Volume and Open Interest |
26,267 |
144,861 |
-2,886 |
| Canola(WCE) |
| May04 |
040511 |
413.2 |
413.2 |
413.2 |
413.2 |
-5.3 |
0 |
35 |
+0 |
| Jul04 |
040511 |
422.5 |
422.7 |
417.0 |
417.9 |
-4.3 |
2,447 |
34,950 |
+269 |
| Sep04 |
040511 |
398.0 |
398.0 |
396.1 |
396.1 |
-4.9 |
|
|
|
| Nov04 |
040511 |
403.0 |
403.0 |
398.8 |
400.2 |
-2.8 |
1,174 |
36,550 |
+431 |
| Jan05 |
040511 |
406.5 |
406.5 |
403.7 |
404.5 |
-2.8 |
16 |
1,146 |
+5 |
| Total Volume and Open Interest |
3,648 |
73,347 |
+716 |
| Corn(CBOT) |
| May04 |
040511 |
296.50 |
297.50 |
294.50 |
296.00 |
+0.50 |
3,728 |
3,230 |
-1,254 |
| Jul04 |
040511 |
299.00 |
299.50 |
296.50 |
299.25 |
+0.75 |
40,201 |
249,320 |
-6,311 |
| Sep04 |
040511 |
295.00 |
296.00 |
293.25 |
295.25 |
+0.50 |
8,995 |
43,759 |
+3,487 |
| Dec04 |
040511 |
291.75 |
294.00 |
289.50 |
293.50 |
+1.50 |
77,315 |
299,120 |
-4,052 |
| Mar05 |
040511 |
297.25 |
298.75 |
294.75 |
298.50 |
+1.50 |
2,380 |
21,714 |
+132 |
| May05 |
040511 |
300.00 |
302.00 |
299.00 |
301.50 |
+1.75 |
703 |
5,456 |
+163 |
| Total Volume and Open Interest |
134,440 |
640,291 |
-7,717 |
| Wheat(CBOT) |
| May04 |
040511 |
380.00 |
380.00 |
370.00 |
370.00 |
-8.50 |
69 |
156 |
-51 |
| Jul04 |
040511 |
385.00 |
386.00 |
378.00 |
379.00 |
-6.25 |
27,255 |
102,806 |
-3,073 |
| Sep04 |
040511 |
391.00 |
392.50 |
385.00 |
385.50 |
-6.25 |
1,963 |
9,910 |
-301 |
| Dec04 |
040511 |
401.00 |
401.50 |
395.25 |
396.00 |
-5.25 |
5,942 |
17,230 |
+2 |
| Mar05 |
040511 |
406.50 |
406.50 |
401.00 |
402.00 |
-5.75 |
351 |
2,057 |
+133 |
| Total Volume and Open Interest |
35,610 |
133,393 |
-3,286 |
| Wheat(KCBT) |
| May04 |
040511 |
397.00 |
397.00 |
392.50 |
392.50 |
-9.50 |
79 |
137 |
-13 |
| Jul04 |
040511 |
406.00 |
406.50 |
396.00 |
398.00 |
-9.00 |
9,052 |
45,016 |
-3 |
| Sep04 |
040511 |
412.00 |
412.50 |
402.50 |
403.50 |
-10.00 |
654 |
6,966 |
+16 |
| Dec04 |
040511 |
419.00 |
419.50 |
411.00 |
412.50 |
-9.50 |
1,266 |
8,293 |
-16 |
| Mar05 |
040511 |
423.00 |
423.00 |
418.50 |
418.50 |
-8.00 |
38 |
450 |
+11 |
| Total Volume and Open Interest |
11,118 |
61,123 |
+21 |
| Wheat(MGE) |
| May04 |
040511 |
422.00 |
424.00 |
421.00 |
424.00 |
+0.50 |
6 |
381 |
-354 |
| Jul04 |
040511 |
423.00 |
423.00 |
416.00 |
418.75 |
-4.75 |
1,971 |
17,799 |
+215 |
| Sep04 |
040511 |
423.75 |
423.75 |
416.50 |
418.50 |
-5.50 |
811 |
7,710 |
+152 |
| Dec04 |
040511 |
428.00 |
428.50 |
420.25 |
422.00 |
-6.50 |
1,008 |
11,163 |
+349 |
| Mar05 |
040511 |
425.50 |
425.50 |
422.00 |
422.00 |
-7.50 |
35 |
366 |
+14 |
| Total Volume and Open Interest |
3,831 |
37,472 |
+376 |
| Oats(CBOT) |
| May04 |
040511 |
163.00 |
163.00 |
162.00 |
162.00 |
unch |
10 |
27 |
-9 |
| Jul04 |
040511 |
166.00 |
168.00 |
165.50 |
167.00 |
+1.00 |
1,457 |
6,866 |
-472 |
| Sep04 |
040511 |
172.00 |
172.50 |
171.00 |
171.00 |
-0.25 |
39 |
1,177 |
-25 |
| Dec04 |
040511 |
179.00 |
179.50 |
177.25 |
178.00 |
-1.25 |
51 |
4,102 |
-28 |
| Total Volume and Open Interest |
1,557 |
12,273 |
-534 |
| Rough Rice(CBOT) |
| May04 |
040511 |
11.15 |
11.15 |
11.15 |
11.15 |
-0.08 |
12 |
115 |
-13 |
| Jul04 |
040511 |
11.37 |
11.39 |
11.28 |
11.30 |
-0.08 |
235 |
4,380 |
+36 |
| Sep04 |
040511 |
9.45 |
9.48 |
9.40 |
9.41 |
-0.05 |
1 |
422 |
+0 |
| Nov04 |
040511 |
9.30 |
9.30 |
9.30 |
9.30 |
unch |
2 |
986 |
-1 |
| Total Volume and Open Interest |
251 |
6,126 |
+23 |
| Live Cattle(CME) |
| Jun04 |
040511 |
85.000 |
85.150 |
83.775 |
83.850 |
-0.775 |
13,839 |
58,681 |
-3,358 |
| Aug04 |
040511 |
86.750 |
86.850 |
85.525 |
85.825 |
-0.875 |
7,846 |
40,844 |
+2,958 |
| Oct04 |
040511 |
84.700 |
85.000 |
84.250 |
84.325 |
-0.400 |
2,039 |
19,235 |
+124 |
| Dec04 |
040511 |
83.550 |
84.000 |
83.400 |
83.500 |
-0.025 |
564 |
8,909 |
+236 |
| Feb05 |
040511 |
84.200 |
84.700 |
84.100 |
84.275 |
unch |
252 |
4,345 |
+114 |
| Apr05 |
040511 |
82.525 |
82.525 |
82.350 |
82.500 |
-0.225 |
128 |
1,024 |
+56 |
| Total Volume and Open Interest |
24,677 |
133,105 |
+138 |
| Feeder Cattle(CME) |
| May04 |
040511 |
103.850 |
103.900 |
103.250 |
103.400 |
-0.125 |
480 |
2,163 |
-106 |
| Aug04 |
040511 |
100.400 |
100.450 |
99.750 |
100.100 |
unch |
2,098 |
10,742 |
-141 |
| Sep04 |
040511 |
99.000 |
99.000 |
98.500 |
98.800 |
unch |
105 |
926 |
+3 |
| Oct04 |
040511 |
98.500 |
98.850 |
98.100 |
98.350 |
+0.050 |
253 |
1,597 |
+1 |
| Nov04 |
040511 |
97.750 |
97.750 |
97.250 |
97.500 |
-0.250 |
37 |
382 |
+5 |
| Jan05 |
040511 |
94.625 |
94.625 |
94.500 |
94.500 |
-0.100 |
15 |
105 |
+11 |
| Mar05 |
040511 |
92.250 |
92.500 |
92.250 |
92.500 |
+0.800 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
2,988 |
15,929 |
-227 |
| Lean Hogs(CME) |
| May04 |
040511 |
80.200 |
81.375 |
80.100 |
81.375 |
+2.000 |
1,080 |
2,526 |
-69 |
| Jun04 |
040511 |
75.550 |
76.500 |
75.250 |
76.500 |
+2.000 |
10,132 |
37,982 |
-2,762 |
| Jul04 |
040511 |
76.350 |
77.250 |
75.650 |
77.050 |
+1.175 |
7,334 |
19,181 |
+1,146 |
| Aug04 |
040511 |
73.500 |
74.500 |
72.800 |
74.375 |
+1.375 |
2,661 |
8,860 |
+276 |
| Oct04 |
040511 |
61.700 |
62.250 |
61.300 |
62.225 |
+0.625 |
647 |
6,547 |
+212 |
| Dec04 |
040511 |
57.725 |
58.275 |
57.650 |
58.150 |
+0.775 |
492 |
4,158 |
+53 |
| Feb05 |
040511 |
59.000 |
59.325 |
58.750 |
59.325 |
+0.325 |
10 |
659 |
-2 |
| Apr05 |
040511 |
59.400 |
60.000 |
59.400 |
59.850 |
+0.450 |
6 |
321 |
-3 |
| Total Volume and Open Interest |
22,375 |
80,258 |
-1,142 |
| Pork Bellies(CME) |
| May04 |
040511 |
122.900 |
123.250 |
122.000 |
122.975 |
+0.375 |
136 |
515 |
-108 |
| Jul04 |
040511 |
117.350 |
117.600 |
115.550 |
116.750 |
+0.100 |
614 |
3,085 |
+61 |
| Aug04 |
040511 |
111.000 |
111.250 |
110.500 |
110.525 |
+0.025 |
76 |
547 |
+40 |
| Feb05 |
040511 |
98.900 |
98.900 |
98.900 |
98.900 |
+2.900 |
0 |
4 |
+0 |
| Mar05 |
040511 |
90.025 |
90.025 |
90.025 |
90.025 |
+3.000 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
826 |
4,153 |
-7 |
| Class III Milk(CME) |
| May04 |
040511 |
20.47 |
20.50 |
20.30 |
20.39 |
-0.06 |
283 |
7,990 |
-64 |
| Jun04 |
040511 |
17.60 |
17.60 |
16.74 |
16.74 |
-0.75 |
471 |
5,547 |
+83 |
| Jul04 |
040511 |
15.86 |
15.86 |
15.10 |
15.10 |
-0.75 |
318 |
4,236 |
+60 |
| Aug04 |
040511 |
15.80 |
15.80 |
15.14 |
15.14 |
-0.75 |
125 |
4,003 |
+0 |
| Sep04 |
040511 |
15.45 |
15.45 |
14.75 |
14.75 |
-0.75 |
83 |
3,811 |
+15 |
| Total Volume and Open Interest |
1,512 |
33,687 |
+179 |
| Cocoa(NYBOT) |
| May04 |
040511 |
1355 |
1355 |
1354 |
1354 |
unch |
6 |
66 |
-140 |
| Jul04 |
040511 |
1353 |
1376 |
1351 |
1358 |
unch |
2,564 |
44,605 |
-1,288 |
| Sep04 |
040511 |
1361 |
1379 |
1358 |
1363 |
-1 |
319 |
14,516 |
+116 |
| Dec04 |
040511 |
1377 |
1392 |
1370 |
1378 |
-1 |
81 |
12,083 |
+36 |
| Mar05 |
040511 |
1403 |
1403 |
1391 |
1391 |
-2 |
5 |
9,250 |
-5 |
| May05 |
040511 |
1403 |
1403 |
1403 |
1403 |
-2 |
11 |
11,330 |
+0 |
| Jul05 |
040511 |
1415 |
1418 |
1415 |
1418 |
-1 |
0 |
9,383 |
+0 |
| Total Volume and Open Interest |
2,986 |
105,492 |
-1,281 |
| Coffee "C"(NYBOT) |
| May04 |
040511 |
70.00 |
70.75 |
70.00 |
70.45 |
+0.55 |
2 |
171 |
-10 |
| Jul04 |
040511 |
71.75 |
73.00 |
71.50 |
72.40 |
+0.45 |
10,589 |
64,886 |
-840 |
| Sep04 |
040511 |
73.80 |
75.20 |
73.80 |
74.50 |
+0.45 |
1,275 |
18,562 |
+265 |
| Dec04 |
040511 |
76.75 |
77.80 |
76.75 |
77.25 |
+0.40 |
207 |
8,188 |
+139 |
| Mar05 |
040511 |
79.40 |
80.50 |
79.40 |
79.95 |
+0.30 |
214 |
4,550 |
+107 |
| May05 |
040511 |
81.35 |
81.35 |
81.35 |
81.35 |
+0.30 |
8 |
674 |
+0 |
| Total Volume and Open Interest |
12,295 |
98,199 |
-339 |
| Orange Juice(NYBOT) |
| May04 |
040511 |
56.05 |
56.50 |
55.55 |
55.65 |
unch |
795 |
880 |
-565 |
| Jul04 |
040511 |
57.15 |
58.20 |
56.60 |
57.15 |
-1.00 |
1,914 |
22,641 |
+427 |
| Sep04 |
040511 |
59.90 |
60.10 |
59.00 |
59.45 |
-0.90 |
259 |
3,342 |
+155 |
| Nov04 |
040511 |
61.20 |
61.75 |
61.10 |
61.10 |
-0.90 |
115 |
2,603 |
+54 |
| Jan05 |
040511 |
63.50 |
64.00 |
63.10 |
63.25 |
-0.75 |
110 |
967 |
-49 |
| Total Volume and Open Interest |
3,473 |
33,821 |
+246 |
| Sugar #11(NYBOT) |
| Jul04 |
040511 |
6.39 |
6.52 |
6.27 |
6.29 |
-0.09 |
28,626 |
144,125 |
-2,900 |
| Oct04 |
040511 |
6.77 |
6.85 |
6.66 |
6.67 |
-0.09 |
8,934 |
57,673 |
+138 |
| Mar05 |
040511 |
7.13 |
7.20 |
7.08 |
7.08 |
-0.04 |
5,013 |
36,800 |
+863 |
| May05 |
040511 |
7.08 |
7.12 |
7.05 |
7.05 |
-0.01 |
762 |
13,098 |
+276 |
| Jul05 |
040511 |
6.96 |
7.02 |
6.93 |
6.93 |
-0.04 |
304 |
8,343 |
+143 |
| Total Volume and Open Interest |
43,689 |
268,876 |
-1,587 |
| London Cocoa(LCE) |
| May04 |
040511 |
790 |
793 |
785 |
787 |
+1 |
9,851 |
16,219 |
-8,469 |
| Jul04 |
040511 |
808 |
819 |
802 |
813 |
+8 |
7,443 |
41,549 |
+2,560 |
| Sep04 |
040511 |
819 |
831 |
814 |
824 |
+7 |
768 |
23,409 |
+84 |
| Dec04 |
040511 |
835 |
850 |
835 |
843 |
+6 |
1,913 |
41,389 |
+15 |
| Mar05 |
040511 |
856 |
864 |
855 |
862 |
+7 |
644 |
24,253 |
-8 |
| May05 |
040511 |
878 |
878 |
874 |
874 |
+7 |
0 |
9,092 |
+0 |
| Jul05 |
040511 |
880 |
885 |
880 |
885 |
+7 |
29 |
9,022 |
-5 |
| Total Volume and Open Interest |
20,648 |
177,523 |
-5,823 |
| London Coffee(LCE) |
| May04 |
040511 |
695.00 |
698.00 |
695.00 |
695.00 |
+2.00 |
194 |
895 |
-170 |
| Jul04 |
040511 |
720.00 |
724.00 |
716.00 |
720.00 |
+3.00 |
2,889 |
87,673 |
-121 |
| Sep04 |
040511 |
735.00 |
739.00 |
734.00 |
736.00 |
+2.00 |
596 |
34,706 |
+291 |
| Nov04 |
040511 |
752.00 |
755.00 |
751.00 |
753.00 |
+3.00 |
418 |
19,167 |
-18 |
| Jan05 |
040511 |
768.00 |
768.00 |
768.00 |
768.00 |
+2.00 |
44 |
13,439 |
+21 |
| Mar05 |
040511 |
782.00 |
782.00 |
782.00 |
782.00 |
+1.00 |
102 |
7,784 |
+99 |
| Total Volume and Open Interest |
4,274 |
166,672 |
+121 |
| London Sugar(LCE) |
| May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
| Aug04 |
040511 |
215.00 |
216.40 |
213.50 |
214.00 |
-1.60 |
5,568 |
27,164 |
-2,172 |
| Oct04 |
040511 |
220.00 |
220.70 |
219.00 |
220.00 |
-0.60 |
686 |
10,922 |
+325 |
| Dec04 |
040511 |
225.00 |
225.00 |
222.80 |
224.00 |
-1.60 |
61 |
4,809 |
-4 |
| Mar05 |
040511 |
228.00 |
228.90 |
226.50 |
227.40 |
-1.20 |
195 |
7,814 |
+131 |
| Total Volume and Open Interest |
6,785 |
58,323 |
-1,588 |
| Cotton(NYBOT) |
| Jul04 |
040511 |
64.70 |
64.70 |
62.40 |
64.15 |
-0.39 |
10,614 |
48,065 |
-984 |
| Oct04 |
040511 |
63.40 |
63.40 |
62.80 |
63.10 |
-0.40 |
112 |
1,468 |
+16 |
| Dec04 |
040511 |
62.98 |
63.20 |
62.20 |
63.12 |
-0.12 |
2,601 |
25,041 |
-192 |
| Mar05 |
040511 |
65.00 |
65.00 |
64.40 |
64.75 |
-0.45 |
156 |
4,932 |
+78 |
| May05 |
040511 |
65.10 |
65.40 |
65.10 |
65.40 |
-0.40 |
5 |
836 |
+0 |
| Jul05 |
040511 |
65.70 |
66.15 |
65.70 |
66.15 |
-0.35 |
48 |
774 |
+17 |
| Total Volume and Open Interest |
13,536 |
81,643 |
-1,065 |
| Lumber(CME) |
| May04 |
040511 |
443.0 |
447.0 |
439.6 |
446.4 |
+3.5 |
385 |
621 |
-213 |
| Jul04 |
040511 |
417.5 |
419.3 |
411.0 |
418.6 |
+1.6 |
716 |
3,757 |
+8 |
| Sep04 |
040511 |
390.9 |
391.0 |
386.8 |
390.3 |
+2.5 |
153 |
806 |
-8 |
| Nov04 |
040511 |
356.8 |
362.0 |
356.0 |
360.4 |
+3.6 |
24 |
316 |
+3 |
| Total Volume and Open Interest |
1,281 |
5,531 |
-211 |
| Crude Oil(NYM) |
| Jun04 |
040511 |
38.90 |
40.15 |
38.90 |
40.06 |
+1.13 |
106,499 |
173,536 |
-18,305 |
| Jul04 |
040511 |
38.75 |
40.00 |
38.75 |
39.97 |
+1.22 |
60,214 |
127,353 |
+9,935 |
| Aug04 |
040511 |
38.30 |
39.45 |
38.25 |
39.38 |
+1.18 |
12,928 |
50,520 |
+920 |
| Sep04 |
040511 |
37.57 |
38.68 |
37.57 |
38.68 |
+1.11 |
4,169 |
37,932 |
-150 |
| Oct04 |
040511 |
37.10 |
38.07 |
37.10 |
38.07 |
+1.05 |
893 |
30,043 |
-519 |
| Nov04 |
040511 |
36.52 |
37.53 |
36.52 |
37.53 |
+1.01 |
860 |
22,008 |
-257 |
| Dec04 |
040511 |
36.05 |
37.08 |
36.05 |
37.08 |
+0.98 |
9,703 |
64,709 |
-953 |
| Jan05 |
040511 |
35.45 |
36.53 |
35.45 |
36.53 |
+0.94 |
3,413 |
16,952 |
-763 |
| Feb05 |
040511 |
36.07 |
36.07 |
36.07 |
36.07 |
+0.92 |
165 |
9,865 |
+19 |
| Mar05 |
040511 |
35.65 |
35.65 |
35.65 |
35.65 |
+0.90 |
904 |
10,585 |
-155 |
| Apr05 |
040511 |
34.70 |
35.24 |
34.70 |
35.24 |
+0.89 |
82 |
6,173 |
-7 |
| May05 |
040511 |
34.84 |
34.84 |
34.84 |
34.84 |
+0.88 |
17 |
3,281 |
+3 |
| Jun05 |
040511 |
33.80 |
34.47 |
33.80 |
34.47 |
+0.87 |
1,521 |
19,900 |
-563 |
| Jul05 |
040511 |
33.60 |
34.20 |
33.60 |
34.20 |
+0.87 |
101 |
4,904 |
+0 |
| Aug05 |
040511 |
33.50 |
33.95 |
33.50 |
33.95 |
+0.87 |
2 |
2,837 |
+2 |
| Sep05 |
040511 |
33.70 |
33.70 |
33.70 |
33.70 |
+0.86 |
11 |
5,742 |
-6 |
| Total Volume and Open Interest |
212,164 |
718,997 |
-7,399 |
| Heating Oil(NYM) |
| Jun04 |
040511 |
98.00 |
101.80 |
98.00 |
101.58 |
+3.62 |
30,950 |
56,099 |
-5,796 |
| Jul04 |
040511 |
98.10 |
101.40 |
98.10 |
101.31 |
+3.42 |
14,137 |
35,433 |
+3,120 |
| Aug04 |
040511 |
98.10 |
101.16 |
98.10 |
101.16 |
+3.32 |
1,472 |
14,708 |
+113 |
| Sep04 |
040511 |
99.10 |
101.60 |
99.10 |
101.46 |
+3.27 |
716 |
10,649 |
+455 |
| Oct04 |
040511 |
99.20 |
101.86 |
99.20 |
101.86 |
+3.17 |
850 |
7,513 |
+22 |
| Nov04 |
040511 |
99.50 |
103.00 |
99.50 |
102.31 |
+3.12 |
64 |
5,926 |
+38 |
| Dec04 |
040511 |
100.00 |
102.76 |
100.00 |
102.76 |
+3.07 |
1,151 |
26,006 |
+9 |
| Jan05 |
040511 |
101.40 |
102.86 |
100.70 |
102.86 |
+3.02 |
267 |
8,236 |
+193 |
| Feb05 |
040511 |
99.80 |
101.81 |
99.80 |
101.81 |
+2.87 |
282 |
3,737 |
+180 |
| Mar05 |
040511 |
97.20 |
98.46 |
97.20 |
98.46 |
+2.77 |
170 |
7,248 |
-46 |
| Apr05 |
040511 |
93.50 |
94.86 |
93.50 |
94.86 |
+2.77 |
35 |
765 |
-27 |
| May05 |
040511 |
91.76 |
91.76 |
91.76 |
91.76 |
+2.77 |
0 |
294 |
+0 |
| Total Volume and Open Interest |
50,099 |
177,827 |
-1,735 |
| Unleaded Gas(NYM) |
| Jun04 |
040511 |
129.00 |
132.40 |
128.10 |
132.23 |
+2.60 |
35,694 |
65,634 |
-4,170 |
| Jul04 |
040511 |
124.70 |
128.70 |
124.40 |
128.44 |
+3.22 |
23,425 |
31,573 |
+4,036 |
| Aug04 |
040511 |
120.80 |
124.20 |
120.80 |
124.19 |
+3.22 |
4,372 |
13,821 |
+539 |
| Sep04 |
040511 |
115.40 |
118.64 |
115.40 |
118.64 |
+3.07 |
2,112 |
14,149 |
-166 |
| Oct04 |
040511 |
108.50 |
111.79 |
108.50 |
111.79 |
+2.92 |
141 |
6,743 |
+104 |
| Nov04 |
040511 |
105.40 |
107.54 |
105.40 |
107.54 |
+2.77 |
84 |
2,867 |
+21 |
| Dec04 |
040511 |
101.20 |
104.80 |
101.20 |
104.44 |
+2.62 |
259 |
5,874 |
+152 |
| Jan05 |
040511 |
102.89 |
102.89 |
102.89 |
102.89 |
+2.47 |
0 |
2,545 |
+0 |
| Feb05 |
040511 |
102.34 |
102.34 |
102.34 |
102.34 |
+2.42 |
0 |
1,732 |
+0 |
| Mar05 |
040511 |
102.74 |
102.74 |
102.74 |
102.74 |
+2.37 |
11 |
1,050 |
+5 |
| Apr05 |
040511 |
108.74 |
108.74 |
108.74 |
108.74 |
+2.27 |
0 |
943 |
+0 |
| May05 |
040511 |
108.54 |
108.54 |
108.54 |
108.54 |
+2.27 |
0 |
450 |
+0 |
| Total Volume and Open Interest |
66,098 |
147,381 |
+521 |
| Natural Gas(NYM) |
| Jun04 |
040511 |
6.250 |
6.400 |
6.240 |
6.386 |
+0.202 |
32,068 |
67,094 |
-772 |
| Jul04 |
040511 |
6.360 |
6.460 |
6.320 |
6.456 |
+0.190 |
8,179 |
48,149 |
+1,817 |
| Aug04 |
040511 |
6.400 |
6.485 |
6.350 |
6.484 |
+0.176 |
1,829 |
27,047 |
+118 |
| Sep04 |
040511 |
6.350 |
6.450 |
6.325 |
6.449 |
+0.168 |
1,713 |
25,039 |
+310 |
| Oct04 |
040511 |
6.355 |
6.470 |
6.340 |
6.461 |
+0.165 |
2,067 |
23,780 |
+111 |
| Nov04 |
040511 |
6.505 |
6.618 |
6.490 |
6.618 |
+0.162 |
759 |
16,938 |
+98 |
| Dec04 |
040511 |
6.680 |
6.790 |
6.650 |
6.785 |
+0.159 |
2,724 |
19,595 |
+7 |
| Jan05 |
040511 |
6.810 |
6.901 |
6.780 |
6.901 |
+0.155 |
1,182 |
18,556 |
+284 |
| Feb05 |
040511 |
6.750 |
6.841 |
6.730 |
6.841 |
+0.150 |
733 |
11,664 |
-501 |
| Mar05 |
040511 |
6.540 |
6.621 |
6.510 |
6.621 |
+0.140 |
1,069 |
14,506 |
+155 |
| Apr05 |
040511 |
5.650 |
5.740 |
5.650 |
5.731 |
+0.120 |
416 |
11,173 |
+256 |
| May05 |
040511 |
5.480 |
5.560 |
5.480 |
5.546 |
+0.115 |
96 |
8,803 |
+28 |
| Jun05 |
040511 |
5.490 |
5.559 |
5.490 |
5.559 |
+0.115 |
49 |
6,225 |
+26 |
| Jul05 |
040511 |
5.580 |
5.584 |
5.570 |
5.584 |
+0.115 |
148 |
10,741 |
-1,053 |
| Aug05 |
040511 |
5.580 |
5.594 |
5.580 |
5.594 |
+0.115 |
98 |
5,771 |
-893 |
| Sep05 |
040511 |
5.450 |
5.560 |
5.450 |
5.554 |
+0.115 |
60 |
6,391 |
-658 |
| Total Volume and Open Interest |
55,482 |
378,999 |
+1,206 |
| Brent Crude Oil(IPE) |
| Jun04 |
040511 |
35.65 |
37.40 |
35.56 |
37.36 |
+1.39 |
56,825 |
60,952 |
-11,811 |
| Jul04 |
040511 |
35.35 |
36.70 |
35.18 |
36.67 |
+1.11 |
55,321 |
94,967 |
+2,745 |
| Aug04 |
040511 |
35.03 |
36.28 |
34.83 |
36.26 |
+1.02 |
22,276 |
45,332 |
+8,122 |
| Sep04 |
040511 |
34.58 |
35.77 |
34.42 |
35.77 |
+0.97 |
1,814 |
18,605 |
-342 |
| Oct04 |
040511 |
34.04 |
35.29 |
34.04 |
35.29 |
+0.92 |
520 |
10,691 |
-348 |
| Nov04 |
040511 |
34.81 |
34.81 |
34.81 |
34.81 |
+0.88 |
810 |
8,670 |
+109 |
| Dec04 |
040511 |
33.30 |
34.33 |
33.13 |
34.33 |
+0.83 |
6,213 |
34,598 |
-535 |
| Jan05 |
040511 |
33.00 |
33.86 |
32.93 |
33.86 |
+0.79 |
818 |
12,650 |
-15 |
| Feb05 |
040511 |
33.27 |
33.40 |
33.27 |
33.40 |
+0.74 |
208 |
4,230 |
-58 |
| Mar05 |
040511 |
32.97 |
32.97 |
32.97 |
32.97 |
+0.70 |
333 |
6,361 |
-258 |
| Apr05 |
040511 |
32.59 |
32.59 |
32.59 |
32.59 |
+0.69 |
0 |
5,045 |
-400 |
| May05 |
040511 |
32.23 |
32.23 |
32.23 |
32.23 |
+0.68 |
0 |
610 |
+0 |
| Jun05 |
040511 |
30.92 |
31.88 |
30.90 |
31.88 |
+0.66 |
600 |
17,285 |
-438 |
| Total Volume and Open Interest |
147,988 |
364,038 |
-3,279 |
| Gas Oil(IPE) |
| May04 |
040511 |
318.50 |
330.00 |
317.50 |
327.50 |
+2.75 |
16,222 |
16,495 |
-10,601 |
| Jun04 |
040511 |
308.25 |
317.00 |
306.25 |
314.25 |
+0.75 |
21,158 |
50,363 |
-3,442 |
| Jul04 |
040511 |
303.25 |
311.00 |
301.00 |
309.25 |
+0.75 |
6,713 |
27,235 |
+1,795 |
| Aug04 |
040511 |
299.75 |
306.25 |
298.00 |
305.50 |
unch |
1,771 |
10,284 |
+882 |
| Sep04 |
040511 |
298.25 |
304.50 |
298.25 |
304.00 |
unch |
339 |
10,523 |
+135 |
| Oct04 |
040511 |
298.25 |
302.50 |
298.25 |
302.50 |
unch |
701 |
8,011 |
-9 |
| Nov04 |
040511 |
300.25 |
300.25 |
300.25 |
300.25 |
-0.50 |
400 |
4,816 |
+100 |
| Dec04 |
040511 |
292.50 |
299.25 |
292.50 |
296.75 |
-0.75 |
1,706 |
21,523 |
+567 |
| Jan05 |
040511 |
288.00 |
295.00 |
288.00 |
293.00 |
-0.75 |
0 |
3,180 |
+0 |
| Feb05 |
040511 |
294.25 |
294.25 |
288.25 |
288.25 |
-1.00 |
0 |
600 |
+0 |
| Total Volume and Open Interest |
49,010 |
168,855 |
-10,573 |
| US Dollar Index(NYBOT) |
| Jun04 |
040511 |
91.84 |
92.29 |
91.60 |
91.84 |
+0.09 |
7,419 |
13,461 |
+4,007 |
| Sep04 |
040511 |
92.10 |
92.61 |
92.00 |
92.24 |
+0.09 |
33 |
2,117 |
+0 |
| Dec04 |
040511 |
92.64 |
92.64 |
92.64 |
92.64 |
+0.09 |
5 |
32 |
+1 |
| Total Volume and Open Interest |
7,458 |
15,612 |
+4,009 |
| Australian Dollar(CME) |
| Jun04 |
040511 |
69.07 |
69.62 |
69.00 |
69.26 |
-0.05 |
2,483 |
37,037 |
+960 |
| Sep04 |
040511 |
68.70 |
68.70 |
68.55 |
68.55 |
-0.05 |
27 |
955 |
+5 |
| Dec04 |
040511 |
67.84 |
67.84 |
67.84 |
67.84 |
-0.05 |
2 |
139 |
+0 |
| Total Volume and Open Interest |
2,562 |
38,219 |
+966 |
| British Pound(CME) |
| Jun04 |
040511 |
175.10 |
175.51 |
174.85 |
175.12 |
-2.03 |
4,845 |
45,263 |
+1,078 |
| Sep04 |
040511 |
173.70 |
173.90 |
173.60 |
173.77 |
-1.97 |
2 |
109 |
+0 |
| Dec04 |
040511 |
172.51 |
172.51 |
172.51 |
172.51 |
-1.91 |
1 |
362 |
+2 |
| Total Volume and Open Interest |
4,848 |
45,736 |
+1,080 |
| Canadian Dollar(CME) |
| Jun04 |
040511 |
71.86 |
72.15 |
71.78 |
71.97 |
+0.10 |
6,617 |
77,787 |
-744 |
| Sep04 |
040511 |
71.69 |
72.01 |
71.69 |
71.85 |
+0.10 |
985 |
5,145 |
+915 |
| Dec04 |
040511 |
71.69 |
71.90 |
71.69 |
71.79 |
+0.10 |
385 |
3,684 |
+292 |
| Mar05 |
040511 |
71.74 |
71.74 |
71.74 |
71.74 |
+0.10 |
1 |
383 |
+0 |
| Total Volume and Open Interest |
7,993 |
87,187 |
+463 |
| Japanese Yen(CME) |
| Jun04 |
040511 |
87.97 |
88.42 |
87.90 |
88.31 |
+0.26 |
19,375 |
106,508 |
-4,077 |
| Sep04 |
040511 |
88.35 |
88.70 |
88.34 |
88.63 |
+0.26 |
114 |
842 |
-19 |
| Dec04 |
040511 |
88.65 |
89.09 |
88.65 |
89.05 |
+0.26 |
2 |
110 |
+0 |
| Total Volume and Open Interest |
19,491 |
107,464 |
-4,096 |
| Swiss Franc(CME) |
| Jun04 |
040511 |
76.60 |
77.21 |
76.54 |
77.12 |
-0.05 |
4,390 |
37,848 |
-794 |
| Sep04 |
040511 |
77.33 |
77.33 |
77.33 |
77.33 |
-0.03 |
0 |
66 |
-1 |
| Dec04 |
040511 |
77.55 |
77.55 |
77.55 |
77.55 |
-0.02 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
4,390 |
38,085 |
-795 |
| EuroFX(CME) |
| Jun04 |
040511 |
117.92 |
118.68 |
117.82 |
118.51 |
-0.02 |
11,659 |
128,883 |
-783 |
| Sep04 |
040511 |
117.68 |
118.35 |
117.60 |
118.30 |
-0.01 |
68 |
990 |
-46 |
| Dec04 |
040511 |
117.83 |
118.30 |
117.79 |
118.20 |
-0.01 |
32 |
430 |
+22 |
| Total Volume and Open Interest |
11,759 |
130,456 |
-807 |
| Mexican Peso(CME) |
| Jun04 |
040511 |
8532.0 |
8580.0 |
8505.0 |
8570.0 |
+70.0 |
9,270 |
60,308 |
-801 |
| Sep04 |
040511 |
8440.0 |
8445.0 |
8440.0 |
8445.0 |
+70.0 |
230 |
1,222 |
+115 |
| Total Volume and Open Interest |
9,552 |
63,710 |
-667 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040511 |
104~07 |
104~25 |
104~04 |
104~18 |
+0~06 |
218,819 |
501,469 |
+7,640 |
| Sep04 |
040511 |
102~28 |
103~12 |
102~28 |
103~08 |
+0~06 |
9,512 |
58,500 |
+5,756 |
| Dec04 |
040511 |
101~30 |
102~05 |
101~29 |
102~01 |
+0~06 |
9 |
1,274 |
+8 |
| Total Volume and Open Interest |
228,341 |
561,426 |
+13,405 |
| Municipal Bonds(CBOT) |
| Jun04 |
040511 |
98~30 |
99~05 |
98~30 |
99~03 |
+0~01 |
193 |
2,213 |
+65 |
| Sep04 |
040511 |
98~07 |
98~07 |
98~07 |
98~07 |
+0~05 |
9 |
9 |
+9 |
| Total Volume and Open Interest |
202 |
2,222 |
+74 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040511 |
108~160 |
108~260 |
108~135 |
108~220 |
+0~040 |
628,213 |
1,235,207 |
+16,488 |
| Sep04 |
040511 |
107~005 |
107~080 |
106~315 |
107~060 |
+0~040 |
29,393 |
196,634 |
+10,921 |
| Total Volume and Open Interest |
657,613 |
1,435,464 |
+27,090 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040511 |
108~195 |
108~220 |
108~165 |
108~205 |
+0~020 |
312,278 |
0 |
+0 |
| Sep04 |
040511 |
107~070 |
107~095 |
107~045 |
107~085 |
+0~015 |
5,932 |
0 |
+0 |
| Dec04 |
040511 |
106~020 |
106~020 |
106~020 |
106~020 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
318,210 |
|
|
| 2 Year T-Notes(CBOT) |
| Jun04 |
040511 |
105~097 |
105~101 |
105~096 |
105~100 |
+0~003 |
4,255 |
192,184 |
+2,063 |
| Sep04 |
040511 |
104~120 |
104~125 |
104~118 |
104~125 |
+0~004 |
1,020 |
2,909 |
+1,000 |
| Total Volume and Open Interest |
5,275 |
195,093 |
+3,063 |
| Eurodollars(CME) |
| Jun04 |
040511 |
98.545 |
98.550 |
98.535 |
98.545 |
+0.010 |
98,825 |
873,343 |
-7,800 |
| Sep04 |
040511 |
98.035 |
98.055 |
98.030 |
98.045 |
+0.015 |
149,615 |
846,806 |
-36,507 |
| Dec04 |
040511 |
97.500 |
97.535 |
97.500 |
97.525 |
+0.030 |
124,031 |
831,202 |
-6,914 |
| Mar05 |
040511 |
97.010 |
97.035 |
96.995 |
97.025 |
+0.030 |
110,189 |
636,111 |
+7,637 |
| Jun05 |
040511 |
96.545 |
96.570 |
96.530 |
96.555 |
+0.025 |
89,143 |
585,029 |
+8,127 |
| Sep05 |
040511 |
96.135 |
96.160 |
96.115 |
96.150 |
+0.025 |
46,726 |
431,018 |
+1,200 |
| Dec05 |
040511 |
95.775 |
95.800 |
95.755 |
95.795 |
+0.025 |
26,036 |
350,591 |
+4,527 |
| Mar06 |
040511 |
95.500 |
95.520 |
95.475 |
95.510 |
+0.020 |
30,532 |
266,272 |
+2,692 |
| Jun06 |
040511 |
95.250 |
95.275 |
95.235 |
95.265 |
+0.020 |
24,235 |
186,916 |
+5,247 |
| Sep06 |
040511 |
95.030 |
95.060 |
95.010 |
95.050 |
+0.020 |
16,469 |
185,327 |
+2,684 |
| Dec06 |
040511 |
94.825 |
94.850 |
94.800 |
94.850 |
+0.030 |
16,782 |
137,614 |
+4,244 |
| Mar07 |
040511 |
94.655 |
94.690 |
94.625 |
94.680 |
+0.030 |
17,988 |
107,394 |
-495 |
| Total Volume and Open Interest |
803,441 |
6,087,739 |
-11,905 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040511 |
99.92 |
99.93 |
99.92 |
99.92 |
unch |
0 |
13,028 |
+1 |
| Sep04 |
040511 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
6,783 |
+64 |
| Dec04 |
040511 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
8,715 |
-397 |
| Mar05 |
040511 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
125 |
5,222 |
-124 |
| Jun05 |
040511 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.01 |
121 |
4,851 |
+33 |
| Sep05 |
040511 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
3,011 |
-662 |
| Dec05 |
040511 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
20 |
962 |
+9 |
| Mar06 |
040511 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
296 |
+1 |
| Jun06 |
040511 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
652 |
+0 |
| Sep06 |
040511 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.01 |
0 |
689 |
+0 |
| Total Volume and Open Interest |
266 |
45,476 |
-1,075 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040511 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
223 |
72,191 |
+14 |
| Sep04 |
040511 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,017 |
38,727 |
+312 |
| Dec04 |
040511 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
2,245 |
64,668 |
+676 |
| Mar05 |
040511 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
1,668 |
45,152 |
+1,057 |
| Jun05 |
040511 |
99.75 |
99.75 |
99.74 |
99.75 |
unch |
884 |
44,802 |
-731 |
| Sep05 |
040511 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
2,042 |
45,025 |
+288 |
| Dec05 |
040511 |
99.55 |
99.55 |
99.53 |
99.54 |
-0.01 |
543 |
16,810 |
+45 |
| Mar06 |
040511 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.01 |
56 |
10,566 |
+56 |
| Total Volume and Open Interest |
8,873 |
353,545 |
+1,912 |
| German Euro-Bund(EUREX) |
| Jun04 |
040511 |
113.10 |
113.17 |
112.93 |
113.09 |
-0.03 |
698,038 |
1,061,998 |
-2,945 |
| Sep04 |
040511 |
112.66 |
112.66 |
112.53 |
112.62 |
-0.04 |
4,135 |
79,840 |
+456 |
| Dec04 |
040511 |
111.69 |
111.69 |
111.69 |
111.69 |
-0.03 |
4,011 |
1 |
+0 |
| Total Volume and Open Interest |
706,184 |
1,141,839 |
-2,489 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040511 |
110.75 |
110.81 |
110.67 |
110.78 |
-0.01 |
577,418 |
720,937 |
+18,049 |
| Sep04 |
040511 |
110.11 |
110.14 |
110.03 |
110.12 |
-0.01 |
11,738 |
119,522 |
+8,595 |
| Dec04 |
040511 |
109.38 |
109.38 |
109.38 |
109.38 |
-0.01 |
100 |
1 |
+0 |
| Total Volume and Open Interest |
589,256 |
840,460 |
+26,644 |
| Long Gilt(LIFFE) |
| Jun04 |
040511 |
105~31 |
106~09 |
105~30 |
106~08 |
+0~06 |
33,021 |
209,188 |
+5,246 |
| Sep04 |
040511 |
105~28 |
105~28 |
105~28 |
105~28 |
+0~06 |
274 |
289 |
+274 |
| Total Volume and Open Interest |
33,295 |
209,477 |
+5,520 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040511 |
95.42 |
95.47 |
95.42 |
95.45 |
+0.02 |
24,430 |
229,971 |
-5,518 |
| Sep04 |
040511 |
95.12 |
95.17 |
95.10 |
95.16 |
+0.05 |
28,176 |
200,961 |
+12 |
| Dec04 |
040511 |
94.89 |
94.96 |
94.87 |
94.95 |
+0.07 |
50,597 |
211,840 |
+13,739 |
| Total Volume and Open Interest |
178,865 |
1,182,579 |
+18,462 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040511 |
97.895 |
97.905 |
97.890 |
97.900 |
+0.005 |
75,459 |
674,563 |
-5,369 |
| Sep04 |
040511 |
97.770 |
97.785 |
97.765 |
97.780 |
+0.005 |
125,319 |
483,842 |
-10,327 |
| Dec04 |
040511 |
97.570 |
97.580 |
97.550 |
97.570 |
+0.005 |
172,566 |
554,108 |
+9,762 |
| Total Volume and Open Interest |
744,612 |
2,983,131 |
-10,355 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040511 |
94.46 |
94.51 |
94.45 |
94.50 |
+0.04 |
15,745 |
125,955 |
-11,673 |
| Sep04 |
040511 |
94.37 |
94.39 |
94.35 |
94.39 |
+0.03 |
28,049 |
141,236 |
-14,795 |
| Dec04 |
040511 |
94.30 |
94.32 |
94.28 |
94.31 |
+0.03 |
5,270 |
65,281 |
-15,656 |
| Mar05 |
040511 |
94.19 |
94.23 |
94.19 |
94.22 |
+0.03 |
2,506 |
40,546 |
+2,493 |
| Jun05 |
040511 |
94.09 |
94.13 |
94.09 |
94.13 |
+0.04 |
1,133 |
20,747 |
+1,461 |
| Sep05 |
040511 |
94.00 |
94.03 |
94.00 |
94.03 |
+0.02 |
445 |
14,688 |
+344 |
| Dec05 |
040511 |
93.90 |
93.93 |
93.90 |
93.93 |
+0.01 |
101 |
12,014 |
+0 |
| Mar06 |
040511 |
93.82 |
93.83 |
93.82 |
93.83 |
+0.01 |
8 |
6,449 |
+6 |
| Jun06 |
040511 |
93.73 |
93.75 |
93.73 |
93.75 |
+0.01 |
158 |
2,232 |
+156 |
| Sep06 |
040511 |
93.66 |
93.68 |
93.66 |
93.68 |
+0.01 |
38 |
1,518 |
+38 |
| Total Volume and Open Interest |
53,548 |
433,352 |
-37,535 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040511 |
93.91 |
93.93 |
93.89 |
93.93 |
0.00 |
18,678 |
214,627 |
-60,131 |
| Sep04 |
040511 |
93.93 |
93.93 |
93.93 |
93.93 |
0.00 |
|
|
|
| Total Volume and Open Interest |
95,285 |
415,674 |
-47,862 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040511 |
94.28 |
94.30 |
94.26 |
94.30 |
+0.02 |
48,972 |
415,674 |
-47,862 |
| Sep04 |
040511 |
94.30 |
94.30 |
94.30 |
94.30 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
48,972 |
415,674 |
-47,862 |
| Gold(CMX) |
| Jun04 |
040511 |
377.0 |
378.9 |
374.6 |
377.2 |
-1.5 |
55,907 |
158,892 |
-431 |
| Aug04 |
040511 |
378.2 |
380.3 |
375.6 |
378.2 |
-1.5 |
3,037 |
19,249 |
+866 |
| Oct04 |
040511 |
380.0 |
380.8 |
378.3 |
379.3 |
-1.5 |
273 |
6,048 |
-55 |
| Dec04 |
040511 |
380.5 |
382.3 |
378.0 |
380.6 |
-1.5 |
2,071 |
30,153 |
-289 |
| Feb05 |
040511 |
382.0 |
383.8 |
380.0 |
382.1 |
-1.5 |
198 |
3,069 |
-70 |
| Apr05 |
040511 |
385.2 |
385.2 |
383.7 |
383.7 |
-1.5 |
1,911 |
3,596 |
+1,350 |
| Total Volume and Open Interest |
64,445 |
254,923 |
+1,329 |
| Silver(CMX) |
| May04 |
040511 |
570.0 |
570.5 |
551.4 |
551.4 |
-24.2 |
116 |
500 |
-18 |
| Jul04 |
040511 |
570.0 |
575.0 |
550.0 |
552.3 |
-24.2 |
12,162 |
63,295 |
+1,718 |
| Sep04 |
040511 |
573.0 |
577.0 |
551.0 |
553.7 |
-24.2 |
144 |
5,621 |
+15 |
| Dec04 |
040511 |
573.0 |
578.5 |
553.0 |
555.8 |
-24.2 |
612 |
14,358 |
+32 |
| Mar05 |
040511 |
570.0 |
570.0 |
557.8 |
557.8 |
-24.2 |
55 |
3,718 |
-2 |
| Total Volume and Open Interest |
13,204 |
94,068 |
+1,715 |
| Platinum(NYM) |
| Jul04 |
040511 |
779.0 |
783.0 |
776.0 |
779.5 |
+16.1 |
673 |
5,359 |
-119 |
| Oct04 |
040511 |
765.0 |
769.5 |
765.0 |
769.5 |
+16.1 |
4 |
238 |
+2 |
| Jan05 |
040511 |
764.5 |
764.5 |
764.5 |
764.5 |
+16.1 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
677 |
5,605 |
-117 |
| Palladium(NYME) |
| Jun04 |
040511 |
238.00 |
239.40 |
233.00 |
235.30 |
-0.70 |
509 |
7,958 |
+21 |
| Sep04 |
040511 |
237.50 |
240.00 |
237.00 |
237.00 |
-0.75 |
22 |
500 |
+1 |
| Dec04 |
040511 |
240.00 |
240.00 |
238.25 |
238.25 |
-0.75 |
46 |
266 |
+14 |
| Total Volume and Open Interest |
577 |
8,724 |
+36 |
| Copper(CMX) |
| May04 |
040511 |
118.00 |
119.35 |
117.80 |
119.35 |
+2.60 |
498 |
2,437 |
-1,268 |
| Jul04 |
040511 |
117.90 |
119.50 |
117.40 |
119.40 |
+2.65 |
10,828 |
36,269 |
-371 |
| Sep04 |
040511 |
115.80 |
116.70 |
115.10 |
116.70 |
+2.35 |
866 |
6,323 |
+229 |
| Dec04 |
040511 |
111.40 |
112.90 |
111.20 |
112.90 |
+2.25 |
258 |
10,298 |
+132 |
| Mar05 |
040511 |
108.60 |
109.20 |
108.60 |
109.20 |
+2.35 |
62 |
1,083 |
-1 |
| Total Volume and Open Interest |
12,687 |
63,134 |
-1,219 |
| DJIA Index(CBOT) |
| Jun04 |
040511 |
9985 |
10022 |
9955 |
9985 |
+33 |
16,270 |
44,120 |
+527 |
| Sep04 |
040511 |
9984 |
9985 |
9960 |
9970 |
+35 |
49 |
704 |
+1 |
| Dec04 |
040511 |
9961 |
9961 |
9961 |
9961 |
+35 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
16,319 |
44,836 |
+528 |
| S & P 500(CME) |
| Jun04 |
040511 |
1089.00 |
1095.00 |
1088.00 |
1092.20 |
+8.80 |
53,449 |
562,329 |
+4,391 |
| Sep04 |
040511 |
1090.00 |
1092.00 |
1090.00 |
1091.50 |
+8.90 |
181 |
25,881 |
+33 |
| Dec04 |
040511 |
1091.40 |
1091.40 |
1091.40 |
1091.40 |
+8.50 |
1 |
3,040 |
+1 |
| Mar05 |
040511 |
1092.70 |
1092.70 |
1092.70 |
1092.70 |
+8.50 |
2 |
187 |
+0 |
| Total Volume and Open Interest |
53,637 |
591,607 |
+4,425 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040511 |
1083.50 |
1095.25 |
1081.25 |
1092.25 |
+8.75 |
1,231,781 |
614,259 |
+29,124 |
| Sep04 |
040511 |
1077.50 |
1094.00 |
1077.50 |
1091.50 |
+9.00 |
623 |
2,032 |
+39 |
| Total Volume and Open Interest |
1,232,404 |
616,291 |
+29,163 |
| NASDAQ 100(CME) |
| Jun04 |
040511 |
1407.00 |
1424.00 |
1406.00 |
1416.00 |
+20.50 |
16,060 |
80,419 |
+255 |
| Sep04 |
040511 |
1410.00 |
1420.00 |
1410.00 |
1420.00 |
+21.00 |
0 |
561 |
+0 |
| Dec04 |
040511 |
1424.00 |
1424.00 |
1424.00 |
1424.00 |
+21.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
16,060 |
80,984 |
+255 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040511 |
1395.5 |
1424.5 |
1394.0 |
1416.0 |
+20.5 |
454,962 |
291,878 |
-1,617 |
| Sep04 |
040511 |
1388.0 |
1426.0 |
1388.0 |
1420.0 |
+21.0 |
175 |
1,438 |
+31 |
| Total Volume and Open Interest |
455,137 |
293,316 |
-1,586 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Jun04 |
040511 |
565.00 |
572.25 |
565.00 |
569.25 |
+7.35 |
1,133 |
15,771 |
+493 |
| Sep04 |
040511 |
569.25 |
569.25 |
569.25 |
569.25 |
+7.35 |
|
|
|
| Dec04 |
040511 |
569.25 |
569.25 |
569.25 |
569.25 |
+7.35 |
|
|
|
| Total Volume and Open Interest |
1,133 |
15,771 |
+493 |
| Russell 2000(CME) |
| Jun04 |
040511 |
538.50 |
548.00 |
537.25 |
545.60 |
+11.35 |
2,540 |
30,350 |
+582 |
| Sep04 |
040511 |
545.60 |
545.60 |
545.60 |
545.60 |
+11.35 |
0 |
1 |
+0 |
| Dec04 |
040511 |
545.60 |
545.60 |
545.60 |
545.60 |
+11.35 |
|
|
|
| Total Volume and Open Interest |
2,540 |
30,351 |
+582 |
| Value Line(KCBT) |
| Jun04 |
040511 |
1522.00 |
1522.00 |
1522.00 |
1522.00 |
+22.00 |
8 |
50 |
+1 |
| Total Volume and Open Interest |
9 |
52 |
+2 |
| Nikkei 225(CME) |
| Jun04 |
040511 |
10950 |
10995 |
10925 |
10965 |
+145 |
10,645 |
41,788 |
+807 |
| Sep04 |
040511 |
10940 |
11000 |
10940 |
10965 |
+145 |
2 |
137 |
+2 |
| Total Volume and Open Interest |
10,647 |
41,928 |
+809 |
| Nikkei 225(SIMEX) |
| Jun04 |
040511 |
10795 |
10970 |
10775 |
10905 |
+105 |
64,679 |
178,625 |
+5,346 |
| Sep04 |
040511 |
10770 |
10900 |
10770 |
10900 |
+105 |
1,501 |
3,502 |
+1,501 |
| Dec04 |
040511 |
10875 |
10875 |
10875 |
10875 |
+105 |
|
|
|
| Total Volume and Open Interest |
66,180 |
182,127 |
+6,847 |
| CAC 40(MATIF) |
| May04 |
040511 |
3526.0 |
3576.0 |
3525.0 |
3570.0 |
+57.5 |
98,264 |
346,263 |
-5,857 |
| Jun04 |
040511 |
3513.0 |
3560.0 |
3513.0 |
3557.5 |
+58.0 |
6,665 |
183,298 |
-116 |
| Jul04 |
040511 |
3563.5 |
3563.5 |
3563.5 |
3563.5 |
+58.0 |
|
|
|
| Total Volume and Open Interest |
73,747 |
547,517 |
-5,992 |
| DAX Index(EUREX) |
| Jun04 |
040511 |
3819.5 |
3866.5 |
3817.5 |
3839.0 |
+36.0 |
155,817 |
220,430 |
+9,247 |
| Sep04 |
040511 |
3847.5 |
3886.0 |
3844.0 |
3859.0 |
+36.0 |
526 |
8,937 |
+42 |
| Dec04 |
040511 |
3877.0 |
3908.0 |
3865.5 |
3881.0 |
+36.5 |
229 |
2,173 |
-36 |
| Total Volume and Open Interest |
156,572 |
231,540 |
+9,253 |
| FT-SE 100(LIFFE) |
| Jun04 |
040511 |
4418.50 |
4460.00 |
4411.00 |
4456.00 |
+55.50 |
84,611 |
407,260 |
+1,003 |
| Sep04 |
040511 |
4428.00 |
4469.00 |
4426.00 |
4466.00 |
+56.00 |
603 |
20,651 |
-1 |
| Dec04 |
040511 |
4496.50 |
4496.50 |
4496.50 |
4496.50 |
+55.50 |
0 |
20,623 |
+0 |
| Total Volume and Open Interest |
85,214 |
449,034 |
+1,002 |
| SPI 200(SFE) |
| Jun04 |
040511 |
3332.0 |
3351.0 |
3332.0 |
3343.0 |
+1.0 |
17,023 |
156,705 |
-50 |
| Sep04 |
040511 |
3346.0 |
3353.0 |
3343.0 |
3349.0 |
unch |
173 |
3,825 |
+50 |
| Dec04 |
040511 |
3365.0 |
3365.0 |
3365.0 |
3365.0 |
+1.0 |
0 |
2,504 |
+0 |
| Total Volume and Open Interest |
17,196 |
164,405 |
+0 |
| GSCI(CME) |
| May04 |
040511 |
296.90 |
302.30 |
296.70 |
302.25 |
+5.50 |
3,723 |
9,511 |
-3,637 |
| Jun04 |
040511 |
296.20 |
301.80 |
296.20 |
301.20 |
+5.40 |
2,877 |
6,806 |
+2,882 |
| Jul04 |
040511 |
296.00 |
296.00 |
296.00 |
296.00 |
+4.75 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
6,600 |
16,392 |
-755 |
| Reuters CRB Index(NYBOT) |
| Jun04 |
040511 |
269.00 |
269.50 |
268.50 |
269.50 |
+2.00 |
67 |
302 |
-18 |
| Aug04 |
040511 |
266.50 |
266.50 |
265.50 |
266.50 |
+2.00 |
3 |
67 |
-1 |
| Nov04 |
040511 |
267.50 |
267.50 |
267.50 |
267.50 |
+1.75 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
70 |
374 |
-19 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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