|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed May 26, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040526 |
886.00 |
894.00 |
865.00 |
872.00 |
-10.25 |
41,890 |
107,273 |
-799 |
| Aug04 |
040526 |
838.00 |
844.00 |
820.00 |
823.50 |
-6.50 |
4,781 |
20,660 |
-307 |
| Sep04 |
040526 |
757.00 |
758.00 |
746.00 |
749.00 |
-1.50 |
968 |
9,406 |
-35 |
| Nov04 |
040526 |
713.00 |
716.00 |
701.00 |
709.00 |
-1.25 |
13,262 |
55,471 |
-34 |
| Jan05 |
040526 |
714.00 |
716.00 |
705.00 |
710.50 |
-0.50 |
252 |
4,381 |
+28 |
| Mar05 |
040526 |
711.00 |
712.00 |
701.00 |
709.25 |
+0.25 |
247 |
3,332 |
+134 |
| May05 |
040526 |
698.00 |
704.00 |
698.00 |
703.50 |
unch |
903 |
2,338 |
+391 |
| Total Volume and Open Interest |
62,522 |
204,427 |
-512 |
| Soybean Meal(CBOT) |
| Jul04 |
040526 |
287.50 |
289.00 |
276.70 |
277.30 |
-9.70 |
11,559 |
60,713 |
-239 |
| Aug04 |
040526 |
275.00 |
276.00 |
265.00 |
266.50 |
-6.50 |
4,058 |
24,585 |
+377 |
| Sep04 |
040526 |
258.50 |
260.50 |
251.00 |
252.00 |
-5.00 |
1,040 |
15,793 |
+97 |
| Oct04 |
040526 |
235.00 |
235.00 |
229.50 |
231.30 |
-3.20 |
665 |
12,975 |
+68 |
| Dec04 |
040526 |
230.50 |
231.00 |
225.00 |
227.20 |
-2.50 |
4,646 |
31,119 |
+103 |
| Jan05 |
040526 |
228.50 |
228.50 |
223.50 |
225.80 |
-1.70 |
387 |
3,742 |
-22 |
| Mar05 |
040526 |
227.00 |
227.00 |
222.00 |
223.50 |
-2.50 |
431 |
4,325 |
+134 |
| May05 |
040526 |
224.50 |
226.00 |
221.00 |
222.30 |
-2.20 |
636 |
1,794 |
+28 |
| Total Volume and Open Interest |
23,453 |
158,390 |
+541 |
| Soybean Oil(CBOT) |
| Jul04 |
040526 |
28.75 |
29.15 |
28.68 |
28.86 |
+0.12 |
9,490 |
57,678 |
-141 |
| Aug04 |
040526 |
28.25 |
28.63 |
28.18 |
28.24 |
+0.03 |
2,655 |
18,765 |
-279 |
| Sep04 |
040526 |
27.47 |
27.75 |
27.35 |
27.37 |
-0.07 |
875 |
16,151 |
-173 |
| Oct04 |
040526 |
25.80 |
25.95 |
25.65 |
25.68 |
-0.11 |
436 |
10,066 |
-62 |
| Dec04 |
040526 |
24.90 |
25.10 |
24.80 |
24.88 |
-0.04 |
2,471 |
23,961 |
+301 |
| Jan05 |
040526 |
24.88 |
24.95 |
24.80 |
24.83 |
-0.12 |
719 |
4,929 |
-69 |
| Mar05 |
040526 |
24.90 |
25.00 |
24.75 |
24.75 |
-0.15 |
648 |
3,313 |
+456 |
| May05 |
040526 |
24.95 |
24.95 |
24.70 |
24.78 |
-0.09 |
518 |
1,030 |
-4 |
| Total Volume and Open Interest |
18,105 |
138,474 |
+152 |
| Canola(WCE) |
| Jul04 |
040526 |
380.0 |
381.0 |
375.7 |
375.9 |
-2.8 |
1,512 |
27,414 |
-1,774 |
| Sep04 |
040526 |
373.5 |
373.5 |
373.5 |
373.5 |
+0.5 |
0 |
50 |
+0 |
| Nov04 |
040526 |
378.5 |
379.4 |
374.2 |
374.2 |
-2.9 |
1,476 |
36,797 |
+899 |
| Jan05 |
040526 |
379.0 |
379.0 |
379.0 |
379.0 |
-2.3 |
34 |
1,230 |
-61 |
| Mar05 |
040526 |
381.8 |
381.8 |
381.8 |
381.8 |
-2.2 |
0 |
460 |
+0 |
| Total Volume and Open Interest |
3,022 |
66,259 |
-936 |
| Corn(CBOT) |
| Jul04 |
040526 |
304.75 |
305.00 |
300.00 |
300.75 |
-3.00 |
25,829 |
224,110 |
-414 |
| Sep04 |
040526 |
300.00 |
300.50 |
296.00 |
296.25 |
-3.00 |
5,958 |
50,951 |
+1,014 |
| Dec04 |
040526 |
297.75 |
298.00 |
292.50 |
293.50 |
-3.00 |
45,007 |
307,992 |
+4,232 |
| Mar05 |
040526 |
302.25 |
302.25 |
297.25 |
298.00 |
-2.75 |
1,394 |
24,735 |
+258 |
| May05 |
040526 |
304.75 |
304.75 |
301.25 |
301.75 |
-2.75 |
408 |
6,744 |
-93 |
| Jul05 |
040526 |
303.50 |
304.50 |
301.00 |
301.00 |
-2.50 |
324 |
7,608 |
+28 |
| Total Volume and Open Interest |
80,011 |
634,351 |
+5,450 |
| Wheat(CBOT) |
| Jul04 |
040526 |
379.00 |
382.00 |
377.50 |
381.50 |
+3.50 |
19,867 |
88,602 |
-597 |
| Sep04 |
040526 |
386.50 |
391.00 |
386.00 |
390.50 |
+6.50 |
3,040 |
14,367 |
+787 |
| Dec04 |
040526 |
396.50 |
402.00 |
396.00 |
401.00 |
+5.50 |
4,994 |
16,371 |
+1,650 |
| Mar05 |
040526 |
402.00 |
408.50 |
402.00 |
407.50 |
+6.00 |
67 |
3,067 |
+28 |
| May05 |
040526 |
406.00 |
410.00 |
406.00 |
408.00 |
+4.00 |
1 |
76 |
+1 |
| Total Volume and Open Interest |
28,365 |
123,837 |
+1,895 |
| Wheat(KCBT) |
| Jul04 |
040526 |
393.50 |
398.00 |
393.50 |
397.25 |
+3.50 |
5,528 |
36,178 |
-930 |
| Sep04 |
040526 |
399.00 |
404.00 |
399.00 |
403.50 |
+5.25 |
1,560 |
10,775 |
+394 |
| Dec04 |
040526 |
407.00 |
412.50 |
407.00 |
411.00 |
+4.50 |
1,419 |
9,427 |
-29 |
| Mar05 |
040526 |
416.50 |
416.50 |
416.50 |
416.50 |
+4.00 |
19 |
560 |
+18 |
| May05 |
040526 |
410.00 |
410.00 |
410.00 |
410.00 |
unch |
0 |
10 |
+0 |
| Total Volume and Open Interest |
8,597 |
57,349 |
-532 |
| Wheat(MGE) |
| Jul04 |
040526 |
414.00 |
419.00 |
414.00 |
418.50 |
+4.75 |
1,401 |
15,021 |
+241 |
| Sep04 |
040526 |
416.00 |
421.00 |
416.00 |
421.00 |
+5.00 |
267 |
8,170 |
-4 |
| Dec04 |
040526 |
421.00 |
426.50 |
421.00 |
426.25 |
+5.25 |
311 |
9,994 |
-24 |
| Mar05 |
040526 |
429.00 |
429.25 |
428.50 |
429.00 |
+6.50 |
1 |
420 |
+0 |
| May05 |
040526 |
429.25 |
429.25 |
429.25 |
429.25 |
+7.25 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
1,980 |
33,693 |
+213 |
| Oats(CBOT) |
| Jul04 |
040526 |
153.00 |
154.00 |
152.00 |
153.25 |
+0.50 |
643 |
5,463 |
+24 |
| Sep04 |
040526 |
159.00 |
159.75 |
157.75 |
159.25 |
+1.75 |
125 |
1,553 |
+55 |
| Dec04 |
040526 |
167.00 |
167.25 |
165.50 |
166.75 |
+0.25 |
299 |
4,342 |
+16 |
| Mar05 |
040526 |
170.00 |
170.00 |
170.00 |
170.00 |
unch |
0 |
93 |
+0 |
| Total Volume and Open Interest |
1,067 |
11,481 |
+95 |
| Rough Rice(CBOT) |
| Jul04 |
040526 |
10.79 |
10.87 |
10.46 |
10.48 |
-0.29 |
311 |
3,700 |
+18 |
| Sep04 |
040526 |
9.50 |
9.52 |
9.28 |
9.28 |
-0.22 |
7 |
460 |
+3 |
| Nov04 |
040526 |
9.37 |
9.37 |
9.18 |
9.18 |
-0.20 |
56 |
1,117 |
+22 |
| Jan05 |
040526 |
9.50 |
9.51 |
9.34 |
9.34 |
-0.16 |
0 |
176 |
+0 |
| Total Volume and Open Interest |
374 |
5,522 |
+43 |
| Live Cattle(CME) |
| Jun04 |
040526 |
82.200 |
82.750 |
81.800 |
82.675 |
+0.350 |
8,331 |
26,860 |
-1,992 |
| Aug04 |
040526 |
85.100 |
85.750 |
84.750 |
85.675 |
+0.225 |
8,588 |
60,550 |
+1,150 |
| Oct04 |
040526 |
85.900 |
86.700 |
85.750 |
86.675 |
+0.325 |
3,684 |
21,157 |
+1,082 |
| Dec04 |
040526 |
85.800 |
86.350 |
85.700 |
86.325 |
+0.200 |
1,172 |
9,738 |
+183 |
| Feb05 |
040526 |
85.650 |
86.250 |
85.650 |
86.225 |
+0.075 |
343 |
5,010 |
+90 |
| Apr05 |
040526 |
83.700 |
84.200 |
83.700 |
84.175 |
+0.025 |
131 |
1,431 |
+78 |
| Total Volume and Open Interest |
22,268 |
125,012 |
+601 |
| Feeder Cattle(CME) |
| May04 |
040526 |
105.900 |
106.100 |
105.900 |
106.100 |
+0.400 |
298 |
1,136 |
-89 |
| Aug04 |
040526 |
104.250 |
105.025 |
103.700 |
104.450 |
+0.100 |
2,354 |
10,838 |
-93 |
| Sep04 |
040526 |
103.100 |
103.500 |
102.750 |
103.300 |
+0.050 |
162 |
1,019 |
-30 |
| Oct04 |
040526 |
101.900 |
102.750 |
101.750 |
102.375 |
+0.225 |
276 |
1,572 |
-18 |
| Nov04 |
040526 |
101.000 |
101.750 |
100.900 |
101.750 |
+0.250 |
25 |
558 |
+9 |
| Jan05 |
040526 |
96.800 |
97.450 |
96.600 |
97.450 |
+0.650 |
18 |
216 |
+4 |
| Mar05 |
040526 |
93.000 |
93.150 |
93.000 |
93.150 |
-0.050 |
5 |
20 |
+4 |
| Total Volume and Open Interest |
3,139 |
15,362 |
-213 |
| Lean Hogs(CME) |
| Jun04 |
040526 |
74.400 |
74.650 |
74.000 |
74.275 |
-0.650 |
4,095 |
19,641 |
+110 |
| Jul04 |
040526 |
73.250 |
73.300 |
72.450 |
72.725 |
-0.875 |
5,090 |
35,010 |
-450 |
| Aug04 |
040526 |
71.750 |
72.000 |
71.025 |
71.700 |
-0.800 |
2,088 |
11,805 |
+139 |
| Oct04 |
040526 |
60.900 |
60.950 |
60.000 |
60.750 |
-0.700 |
931 |
8,196 |
+177 |
| Dec04 |
040526 |
56.800 |
56.800 |
56.000 |
56.475 |
-0.550 |
547 |
5,347 |
+139 |
| Feb05 |
040526 |
58.000 |
58.350 |
57.500 |
58.000 |
-0.450 |
37 |
760 |
+4 |
| Apr05 |
040526 |
58.500 |
58.500 |
58.500 |
58.500 |
-0.500 |
5 |
380 |
+5 |
| May05 |
040526 |
61.525 |
61.525 |
61.525 |
61.525 |
-0.325 |
9 |
45 |
+4 |
| Total Volume and Open Interest |
12,810 |
81,204 |
+135 |
| Pork Bellies(CME) |
| Jul04 |
040526 |
113.700 |
114.150 |
112.900 |
113.725 |
+0.550 |
524 |
2,798 |
-7 |
| Aug04 |
040526 |
109.000 |
110.000 |
109.000 |
109.400 |
+0.850 |
96 |
580 |
-7 |
| Feb05 |
040526 |
98.500 |
98.500 |
98.500 |
98.500 |
unch |
4 |
14 |
+2 |
| Mar05 |
040526 |
93.025 |
93.025 |
93.025 |
93.025 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
637 |
3,413 |
-44 |
| Class III Milk(CME) |
| May04 |
040526 |
20.55 |
20.55 |
20.54 |
20.54 |
-0.01 |
44 |
8,199 |
-19 |
| Jun04 |
040526 |
16.73 |
16.73 |
16.03 |
16.40 |
-0.38 |
486 |
6,109 |
+194 |
| Jul04 |
040526 |
14.85 |
14.85 |
14.30 |
14.35 |
-0.50 |
280 |
4,812 |
+42 |
| Aug04 |
040526 |
14.75 |
14.75 |
14.30 |
14.34 |
-0.46 |
234 |
4,539 |
+120 |
| Sep04 |
040526 |
14.40 |
14.45 |
14.11 |
14.11 |
-0.57 |
73 |
4,029 |
+37 |
| Total Volume and Open Interest |
1,327 |
36,075 |
+503 |
| Cocoa(NYBOT) |
| Jul04 |
040526 |
1396 |
1398 |
1370 |
1383 |
-13 |
4,497 |
41,998 |
-400 |
| Sep04 |
040526 |
1400 |
1400 |
1380 |
1389 |
-12 |
798 |
17,687 |
+253 |
| Dec04 |
040526 |
1412 |
1412 |
1390 |
1402 |
-12 |
344 |
13,051 |
+191 |
| Mar05 |
040526 |
1419 |
1419 |
1419 |
1419 |
-11 |
242 |
9,468 |
+66 |
| May05 |
040526 |
1427 |
1434 |
1427 |
1432 |
-12 |
292 |
11,366 |
+21 |
| Jul05 |
040526 |
1440 |
1450 |
1440 |
1448 |
-12 |
300 |
9,863 |
-48 |
| Sep05 |
040526 |
1455 |
1457 |
1455 |
1457 |
-13 |
0 |
4,589 |
+0 |
| Total Volume and Open Interest |
6,473 |
108,124 |
+83 |
| Coffee "C"(NYBOT) |
| Jul04 |
040526 |
79.00 |
82.15 |
78.30 |
80.15 |
+2.35 |
17,335 |
58,197 |
-1,791 |
| Sep04 |
040526 |
81.30 |
84.00 |
80.40 |
82.25 |
+2.30 |
5,106 |
19,592 |
+439 |
| Dec04 |
040526 |
84.00 |
86.50 |
83.10 |
84.95 |
+2.25 |
1,398 |
7,832 |
+29 |
| Mar05 |
040526 |
86.60 |
89.00 |
85.50 |
87.60 |
+2.20 |
1,139 |
4,787 |
+6 |
| May05 |
040526 |
87.50 |
89.25 |
87.00 |
89.10 |
+2.20 |
27 |
846 |
+18 |
| Jul05 |
040526 |
89.00 |
90.50 |
88.75 |
90.50 |
+2.20 |
22 |
915 |
+2 |
| Total Volume and Open Interest |
25,030 |
92,547 |
-1,300 |
| Orange Juice(NYBOT) |
| Jul04 |
040526 |
55.30 |
55.30 |
54.80 |
54.95 |
+0.05 |
835 |
21,677 |
-5 |
| Sep04 |
040526 |
57.00 |
57.30 |
56.90 |
57.00 |
+0.20 |
162 |
4,335 |
+102 |
| Nov04 |
040526 |
59.15 |
59.50 |
59.00 |
59.00 |
+0.05 |
94 |
3,353 |
+63 |
| Jan05 |
040526 |
61.25 |
61.55 |
61.25 |
61.30 |
-0.05 |
61 |
1,082 |
+30 |
| Mar05 |
040526 |
64.25 |
64.25 |
63.70 |
63.70 |
-0.15 |
86 |
2,737 |
-20 |
| Total Volume and Open Interest |
1,239 |
36,073 |
+170 |
| Sugar #11(NYBOT) |
| Jul04 |
040526 |
6.76 |
6.99 |
6.75 |
6.91 |
+0.16 |
19,179 |
133,876 |
-97 |
| Oct04 |
040526 |
7.04 |
7.24 |
7.04 |
7.19 |
+0.17 |
6,204 |
62,922 |
+894 |
| Mar05 |
040526 |
7.35 |
7.50 |
7.35 |
7.45 |
+0.13 |
2,158 |
37,609 |
+912 |
| May05 |
040526 |
7.25 |
7.37 |
7.23 |
7.33 |
+0.14 |
300 |
12,976 |
+108 |
| Jul05 |
040526 |
7.07 |
7.18 |
7.07 |
7.15 |
+0.14 |
126 |
8,962 |
+65 |
| Total Volume and Open Interest |
28,112 |
265,389 |
+1,897 |
| London Cocoa(LCE) |
| May04 |
040513 |
787 |
787 |
772 |
775 |
-6 |
1,328 |
292 |
-571 |
| Jul04 |
040526 |
810 |
816 |
799 |
810 |
-2 |
2,285 |
44,609 |
-227 |
| Sep04 |
040526 |
823 |
827 |
811 |
822 |
-2 |
1,090 |
25,843 |
+257 |
| Dec04 |
040526 |
848 |
848 |
833 |
843 |
-3 |
333 |
43,505 |
+67 |
| Mar05 |
040526 |
867 |
867 |
850 |
861 |
-3 |
68 |
25,638 |
+16 |
| May05 |
040526 |
875 |
875 |
865 |
873 |
-3 |
2 |
9,603 |
-2 |
| Jul05 |
040526 |
891 |
894 |
884 |
886 |
-3 |
0 |
9,271 |
+0 |
| Total Volume and Open Interest |
3,778 |
171,512 |
+111 |
| London Coffee(LCE) |
| May04 |
040526 |
727.00 |
761.00 |
725.00 |
750.00 |
+28.00 |
134 |
468 |
+37 |
| Jul04 |
040526 |
751.00 |
794.00 |
751.00 |
778.00 |
+28.00 |
22,571 |
81,434 |
+137 |
| Sep04 |
040526 |
747.00 |
772.00 |
745.00 |
763.00 |
+13.00 |
8,546 |
44,273 |
+3,218 |
| Nov04 |
040526 |
762.00 |
785.00 |
761.00 |
774.00 |
+10.00 |
955 |
19,660 |
+155 |
| Jan05 |
040526 |
787.00 |
796.00 |
782.00 |
788.00 |
+9.00 |
547 |
14,105 |
+4 |
| Mar05 |
040526 |
797.00 |
809.00 |
795.00 |
802.00 |
+9.00 |
272 |
8,802 |
+267 |
| Total Volume and Open Interest |
33,075 |
172,567 |
+3,828 |
| London Sugar(LCE) |
| May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
| Aug04 |
040526 |
218.20 |
220.00 |
215.50 |
215.60 |
-1.90 |
1,122 |
22,070 |
-111 |
| Oct04 |
040526 |
222.50 |
224.50 |
221.50 |
221.60 |
-0.80 |
615 |
11,164 |
+198 |
| Dec04 |
040526 |
227.90 |
230.00 |
227.90 |
228.00 |
+1.10 |
6 |
4,961 |
+2 |
| Mar05 |
040526 |
230.80 |
233.40 |
230.80 |
231.00 |
+1.50 |
196 |
8,674 |
+158 |
| Total Volume and Open Interest |
1,964 |
55,625 |
+232 |
| Cotton(NYBOT) |
| Jul04 |
040526 |
63.85 |
64.20 |
61.95 |
62.35 |
-1.33 |
2,844 |
43,774 |
-1 |
| Oct04 |
040526 |
61.40 |
61.40 |
60.20 |
60.20 |
-0.85 |
36 |
1,457 |
+6 |
| Dec04 |
040526 |
59.80 |
60.05 |
58.85 |
59.52 |
-0.18 |
1,107 |
27,782 |
+219 |
| Mar05 |
040526 |
61.90 |
61.90 |
61.00 |
61.60 |
-0.10 |
169 |
5,683 |
+107 |
| May05 |
040526 |
62.20 |
62.30 |
62.00 |
62.30 |
+0.20 |
6 |
1,030 |
-1 |
| Jul05 |
040526 |
62.95 |
63.25 |
62.65 |
63.25 |
unch |
60 |
743 |
+12 |
| Total Volume and Open Interest |
4,222 |
80,999 |
+342 |
| Lumber(CME) |
| Jul04 |
040526 |
393.2 |
403.1 |
393.2 |
397.0 |
+3.9 |
619 |
3,618 |
-72 |
| Sep04 |
040526 |
368.2 |
376.5 |
366.0 |
366.8 |
-1.4 |
138 |
926 |
+25 |
| Nov04 |
040526 |
345.0 |
347.3 |
341.0 |
341.1 |
-0.4 |
29 |
425 |
+8 |
| Jan05 |
040526 |
343.0 |
343.0 |
339.0 |
339.0 |
+1.9 |
10 |
40 |
+2 |
| Total Volume and Open Interest |
798 |
5,010 |
-36 |
| Crude Oil(NYM) |
| Jul04 |
040526 |
41.15 |
41.65 |
40.52 |
40.70 |
-0.44 |
100,013 |
239,933 |
-3,589 |
| Aug04 |
040526 |
40.80 |
41.25 |
40.20 |
40.38 |
-0.30 |
31,526 |
66,948 |
+896 |
| Sep04 |
040526 |
40.00 |
40.55 |
39.65 |
39.89 |
-0.23 |
14,430 |
52,873 |
-499 |
| Oct04 |
040526 |
39.65 |
40.00 |
39.25 |
39.33 |
-0.20 |
4,096 |
32,242 |
-729 |
| Nov04 |
040526 |
39.20 |
39.20 |
38.77 |
38.77 |
-0.18 |
1,145 |
22,176 |
-214 |
| Dec04 |
040526 |
38.45 |
38.65 |
38.05 |
38.22 |
-0.18 |
9,467 |
62,857 |
-350 |
| Jan05 |
040526 |
37.85 |
38.10 |
37.55 |
37.61 |
-0.18 |
2,087 |
18,811 |
-389 |
| Feb05 |
040526 |
37.30 |
37.50 |
37.05 |
37.05 |
-0.18 |
1,170 |
12,129 |
+200 |
| Mar05 |
040526 |
37.20 |
37.20 |
36.59 |
36.59 |
-0.18 |
1,611 |
11,002 |
-384 |
| Apr05 |
040526 |
36.19 |
36.19 |
36.19 |
36.19 |
-0.18 |
1,526 |
7,628 |
+892 |
| May05 |
040526 |
35.81 |
35.81 |
35.81 |
35.81 |
-0.18 |
2,663 |
4,060 |
+512 |
| Jun05 |
040526 |
35.40 |
35.50 |
35.40 |
35.46 |
-0.17 |
542 |
21,090 |
+113 |
| Jul05 |
040526 |
35.40 |
35.40 |
35.19 |
35.19 |
-0.17 |
601 |
5,564 |
-233 |
| Aug05 |
040526 |
35.10 |
35.10 |
34.92 |
34.92 |
-0.17 |
300 |
3,463 |
+100 |
| Sep05 |
040526 |
34.66 |
34.66 |
34.66 |
34.66 |
-0.16 |
560 |
6,550 |
+130 |
| Oct05 |
040526 |
34.42 |
34.42 |
34.42 |
34.42 |
-0.16 |
0 |
3,189 |
+0 |
| Total Volume and Open Interest |
175,943 |
713,794 |
-2,956 |
| Heating Oil(NYM) |
| Jun04 |
040526 |
102.90 |
104.00 |
101.30 |
101.96 |
-0.77 |
19,702 |
13,802 |
-5,792 |
| Jul04 |
040526 |
103.25 |
104.30 |
101.50 |
102.26 |
-0.81 |
23,510 |
68,994 |
+1,733 |
| Aug04 |
040526 |
103.70 |
104.30 |
102.50 |
102.56 |
-0.71 |
5,730 |
16,143 |
+120 |
| Sep04 |
040526 |
103.30 |
104.40 |
103.00 |
103.01 |
-0.66 |
1,251 |
11,433 |
+602 |
| Oct04 |
040526 |
104.10 |
104.90 |
103.51 |
103.51 |
-0.61 |
523 |
8,163 |
+278 |
| Nov04 |
040526 |
105.35 |
105.50 |
103.96 |
103.96 |
-0.61 |
646 |
7,517 |
+358 |
| Dec04 |
040526 |
105.72 |
105.80 |
104.41 |
104.41 |
-0.61 |
1,825 |
24,952 |
+379 |
| Jan05 |
040526 |
105.00 |
105.90 |
104.56 |
104.56 |
-0.56 |
659 |
8,910 |
+257 |
| Feb05 |
040526 |
104.50 |
105.00 |
103.76 |
103.76 |
-0.46 |
110 |
4,532 |
-8 |
| Mar05 |
040526 |
101.80 |
102.20 |
100.96 |
100.96 |
-0.36 |
940 |
6,872 |
-614 |
| Apr05 |
040526 |
98.30 |
98.50 |
97.36 |
97.36 |
-0.31 |
1 |
1,008 |
+1 |
| May05 |
040526 |
94.75 |
94.75 |
93.96 |
93.96 |
-0.26 |
752 |
1,073 |
+739 |
| Total Volume and Open Interest |
55,650 |
175,109 |
-1,947 |
| Unleaded Gas(NYM) |
| Jun04 |
040526 |
141.40 |
146.00 |
139.20 |
141.92 |
+0.27 |
35,815 |
21,704 |
-7,581 |
| Jul04 |
040526 |
133.40 |
136.00 |
131.00 |
132.73 |
-1.14 |
32,408 |
68,297 |
+2,250 |
| Aug04 |
040526 |
128.00 |
129.70 |
126.50 |
127.03 |
-1.24 |
7,606 |
19,959 |
+590 |
| Sep04 |
040526 |
122.20 |
123.25 |
120.50 |
121.13 |
-1.04 |
3,196 |
15,628 |
+510 |
| Oct04 |
040526 |
114.60 |
115.00 |
113.88 |
113.88 |
-0.89 |
1,278 |
7,315 |
-3 |
| Nov04 |
040526 |
109.48 |
109.48 |
109.48 |
109.48 |
-0.79 |
4 |
3,377 |
+4 |
| Dec04 |
040526 |
107.30 |
107.70 |
106.50 |
106.53 |
-0.59 |
287 |
7,414 |
+203 |
| Jan05 |
040526 |
105.00 |
105.03 |
104.90 |
105.03 |
-0.54 |
4 |
2,768 |
+3 |
| Feb05 |
040526 |
104.68 |
104.68 |
104.68 |
104.68 |
-0.49 |
26 |
1,791 |
+0 |
| Mar05 |
040526 |
105.50 |
105.50 |
105.28 |
105.28 |
-0.44 |
25 |
1,136 |
+1 |
| Apr05 |
040526 |
111.68 |
111.68 |
111.68 |
111.68 |
-0.39 |
1,625 |
2,205 |
+1,014 |
| May05 |
040526 |
112.50 |
112.60 |
111.48 |
111.48 |
-0.39 |
1,625 |
2,276 |
+1,625 |
| Total Volume and Open Interest |
83,899 |
153,870 |
-1,384 |
| Natural Gas(NYM) |
| Jun04 |
040526 |
6.690 |
6.730 |
6.580 |
6.680 |
-0.004 |
41,808 |
16,934 |
-6,707 |
| Jul04 |
040526 |
6.730 |
6.800 |
6.650 |
6.732 |
-0.008 |
30,711 |
93,408 |
+3,345 |
| Aug04 |
040526 |
6.760 |
6.820 |
6.700 |
6.759 |
-0.008 |
4,746 |
29,720 |
-289 |
| Sep04 |
040526 |
6.740 |
6.770 |
6.660 |
6.724 |
-0.007 |
1,901 |
26,962 |
+274 |
| Oct04 |
040526 |
6.745 |
6.800 |
6.650 |
6.734 |
-0.007 |
2,511 |
26,635 |
+69 |
| Nov04 |
040526 |
6.880 |
6.930 |
6.840 |
6.886 |
-0.005 |
1,335 |
18,627 |
-163 |
| Dec04 |
040526 |
7.055 |
7.110 |
7.000 |
7.066 |
-0.003 |
2,567 |
20,083 |
+271 |
| Jan05 |
040526 |
7.195 |
7.230 |
7.110 |
7.191 |
-0.003 |
1,781 |
19,751 |
+576 |
| Feb05 |
040526 |
7.130 |
7.145 |
7.060 |
7.129 |
-0.001 |
823 |
12,957 |
+234 |
| Mar05 |
040526 |
6.910 |
6.950 |
6.880 |
6.931 |
+0.011 |
1,520 |
15,228 |
+183 |
| Apr05 |
040526 |
6.120 |
6.140 |
6.090 |
6.136 |
+0.051 |
2,211 |
11,324 |
-269 |
| May05 |
040526 |
5.905 |
5.956 |
5.900 |
5.956 |
+0.051 |
1,590 |
9,865 |
-151 |
| Jun05 |
040526 |
5.920 |
5.970 |
5.920 |
5.964 |
+0.051 |
128 |
6,535 |
+32 |
| Jul05 |
040526 |
5.920 |
6.000 |
5.920 |
5.986 |
+0.051 |
195 |
10,912 |
-19 |
| Aug05 |
040526 |
5.925 |
6.000 |
5.925 |
5.998 |
+0.051 |
185 |
6,161 |
+19 |
| Sep05 |
040526 |
5.910 |
5.958 |
5.910 |
5.958 |
+0.051 |
275 |
6,624 |
-22 |
| Total Volume and Open Interest |
96,344 |
392,700 |
-1,864 |
| Brent Crude Oil(IPE) |
| Jul04 |
040526 |
37.38 |
37.90 |
37.05 |
37.08 |
-0.36 |
46,727 |
92,794 |
+385 |
| Aug04 |
040526 |
37.04 |
37.44 |
36.70 |
36.71 |
-0.36 |
19,124 |
81,005 |
+3,176 |
| Sep04 |
040526 |
36.52 |
37.00 |
36.25 |
36.30 |
-0.32 |
4,546 |
22,785 |
-70 |
| Oct04 |
040526 |
36.18 |
36.44 |
35.87 |
35.87 |
-0.28 |
1,280 |
13,278 |
-241 |
| Nov04 |
040526 |
35.60 |
35.73 |
35.40 |
35.44 |
-0.25 |
2,553 |
9,424 |
-1,166 |
| Dec04 |
040526 |
35.17 |
35.55 |
34.90 |
35.01 |
-0.20 |
5,246 |
33,747 |
-1,098 |
| Jan05 |
040526 |
34.70 |
34.95 |
34.40 |
34.52 |
-0.18 |
520 |
13,670 |
+465 |
| Feb05 |
040526 |
34.22 |
34.35 |
34.07 |
34.07 |
-0.15 |
1,650 |
6,039 |
+935 |
| Mar05 |
040526 |
33.80 |
33.80 |
33.65 |
33.65 |
-0.14 |
150 |
6,997 |
+150 |
| Apr05 |
040526 |
33.28 |
33.28 |
33.28 |
33.28 |
-0.14 |
775 |
6,995 |
+700 |
| May05 |
040526 |
33.02 |
33.02 |
32.95 |
32.95 |
-0.11 |
0 |
1,568 |
+0 |
| Jun05 |
040526 |
32.68 |
32.77 |
32.68 |
32.68 |
-0.04 |
775 |
17,134 |
+250 |
| Total Volume and Open Interest |
84,846 |
351,544 |
+3,195 |
| Gas Oil(IPE) |
| Jun04 |
040526 |
321.75 |
327.25 |
319.75 |
325.75 |
+2.25 |
16,874 |
46,407 |
-2,315 |
| Jul04 |
040526 |
315.50 |
320.75 |
313.50 |
318.50 |
+1.75 |
10,008 |
40,087 |
+782 |
| Aug04 |
040526 |
313.50 |
317.25 |
313.00 |
316.50 |
+1.50 |
2,065 |
15,048 |
+365 |
| Sep04 |
040526 |
313.00 |
316.00 |
312.00 |
315.75 |
+2.00 |
2,647 |
13,538 |
+1,044 |
| Oct04 |
040526 |
311.00 |
314.00 |
311.00 |
314.00 |
+1.75 |
955 |
8,678 |
+345 |
| Nov04 |
040526 |
311.75 |
311.75 |
311.75 |
311.75 |
+1.50 |
300 |
5,047 |
-89 |
| Dec04 |
040526 |
305.50 |
311.00 |
305.50 |
308.75 |
+1.75 |
3,374 |
23,762 |
-171 |
| Jan05 |
040526 |
303.25 |
305.25 |
303.25 |
305.00 |
+1.25 |
110 |
4,835 |
+105 |
| Feb05 |
040526 |
300.00 |
300.00 |
300.00 |
300.00 |
+2.75 |
0 |
1,950 |
+0 |
| Mar05 |
040526 |
293.50 |
293.50 |
293.50 |
293.50 |
+2.00 |
0 |
2,393 |
+0 |
| Total Volume and Open Interest |
36,633 |
177,102 |
+266 |
| US Dollar Index(NYBOT) |
| Jun04 |
040526 |
89.93 |
90.04 |
89.56 |
89.81 |
-0.08 |
3,952 |
8,566 |
-1,717 |
| Sep04 |
040526 |
90.09 |
90.25 |
89.88 |
90.15 |
-0.10 |
62 |
2,215 |
-1 |
| Dec04 |
040526 |
90.35 |
90.50 |
90.35 |
90.50 |
-0.10 |
3 |
29 |
+1 |
| Total Volume and Open Interest |
4,017 |
10,818 |
-1,717 |
| Australian Dollar(CME) |
| Jun04 |
040526 |
70.58 |
70.75 |
70.35 |
70.55 |
-0.16 |
1,448 |
37,204 |
-71 |
| Sep04 |
040526 |
69.98 |
69.98 |
69.79 |
69.85 |
-0.16 |
43 |
1,183 |
-11 |
| Dec04 |
040526 |
69.20 |
69.20 |
69.20 |
69.20 |
-0.16 |
0 |
143 |
+0 |
| Total Volume and Open Interest |
1,491 |
38,618 |
-82 |
| British Pound(CME) |
| Jun04 |
040526 |
181.44 |
181.65 |
180.90 |
181.28 |
+0.41 |
9,001 |
44,459 |
+979 |
| Sep04 |
040526 |
179.96 |
180.20 |
179.50 |
179.82 |
+0.41 |
63 |
531 |
+51 |
| Dec04 |
040526 |
178.44 |
178.44 |
178.44 |
178.44 |
+0.41 |
0 |
362 |
+0 |
| Total Volume and Open Interest |
9,067 |
45,355 |
+1,032 |
| Canadian Dollar(CME) |
| Jun04 |
040526 |
73.26 |
73.35 |
72.79 |
72.95 |
+0.13 |
4,403 |
72,315 |
+1,968 |
| Sep04 |
040526 |
73.12 |
73.15 |
72.68 |
72.83 |
+0.13 |
141 |
5,599 |
+34 |
| Dec04 |
040526 |
72.95 |
72.95 |
72.77 |
72.77 |
+0.13 |
62 |
3,705 |
+24 |
| Mar05 |
040526 |
72.72 |
72.72 |
72.72 |
72.72 |
+0.13 |
1 |
459 |
+1 |
| Total Volume and Open Interest |
4,607 |
82,269 |
+2,027 |
| Japanese Yen(CME) |
| Jun04 |
040526 |
89.72 |
89.90 |
89.47 |
89.53 |
+0.03 |
6,507 |
106,288 |
-994 |
| Sep04 |
040526 |
90.08 |
90.22 |
89.85 |
89.85 |
+0.03 |
219 |
1,180 |
+105 |
| Dec04 |
040526 |
90.57 |
90.57 |
90.27 |
90.27 |
+0.03 |
15 |
124 |
-3 |
| Total Volume and Open Interest |
6,741 |
107,597 |
-892 |
| Swiss Franc(CME) |
| Jun04 |
040526 |
78.81 |
78.95 |
78.51 |
78.72 |
+0.04 |
7,056 |
35,890 |
+387 |
| Sep04 |
040526 |
79.05 |
79.15 |
78.81 |
78.93 |
+0.04 |
99 |
458 |
+59 |
| Dec04 |
040526 |
79.18 |
79.18 |
79.18 |
79.18 |
+0.04 |
1 |
124 |
-1 |
| Total Volume and Open Interest |
7,156 |
36,529 |
+445 |
| EuroFX(CME) |
| Jun04 |
040526 |
121.07 |
121.25 |
120.72 |
121.07 |
+0.08 |
10,751 |
146,116 |
+4,087 |
| Sep04 |
040526 |
120.87 |
121.01 |
120.59 |
120.86 |
+0.08 |
663 |
1,876 |
+194 |
| Dec04 |
040526 |
120.63 |
120.80 |
120.63 |
120.77 |
+0.08 |
1 |
442 |
+0 |
| Total Volume and Open Interest |
11,450 |
148,621 |
+4,280 |
| Mexican Peso(CME) |
| Jun04 |
040526 |
8737.0 |
8737.0 |
8685.0 |
8702.0 |
+5.0 |
12,821 |
63,723 |
-3,171 |
| Sep04 |
040526 |
8575.0 |
8580.0 |
8575.0 |
8580.0 |
+5.0 |
3,533 |
4,452 |
+3,200 |
| Total Volume and Open Interest |
16,354 |
70,451 |
+4 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040526 |
105~22 |
106~11 |
105~21 |
106~05 |
+0~16 |
300,188 |
397,361 |
-45,295 |
| Sep04 |
040526 |
104~11 |
105~00 |
104~11 |
104~26 |
+0~15 |
129,927 |
184,225 |
+75,353 |
| Dec04 |
040526 |
103~06 |
103~18 |
103~06 |
103~18 |
+0~14 |
69 |
1,516 |
+26 |
| Total Volume and Open Interest |
430,184 |
583,296 |
+30,084 |
| Municipal Bonds(CBOT) |
| Jun04 |
040526 |
99~28 |
100~05 |
99~28 |
100~04 |
+0~14 |
285 |
2,116 |
-72 |
| Sep04 |
040526 |
99~00 |
99~06 |
99~00 |
99~06 |
+0~13 |
72 |
187 |
+67 |
| Total Volume and Open Interest |
357 |
2,303 |
-5 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040526 |
109~080 |
109~285 |
109~075 |
109~250 |
+0~165 |
753,055 |
873,070 |
-62,088 |
| Sep04 |
040526 |
107~260 |
108~135 |
107~260 |
108~100 |
+0~160 |
292,126 |
480,621 |
+127,509 |
| Total Volume and Open Interest |
1,045,502 |
1,368,544 |
+65,349 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040526 |
109~095 |
109~165 |
109~095 |
109~160 |
+0~125 |
356,479 |
0 |
-744,301 |
| Sep04 |
040526 |
107~290 |
108~050 |
107~290 |
108~045 |
+0~135 |
85,762 |
0 |
-259,949 |
| Dec04 |
040526 |
106~305 |
106~305 |
106~305 |
106~305 |
+0~125 |
2 |
2 |
+0 |
| Total Volume and Open Interest |
442,243 |
2 |
+0 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040526 |
106~002 |
106~013 |
106~001 |
106~012 |
+0~020 |
21,522 |
150,909 |
-27,952 |
| Sep04 |
040526 |
105~026 |
105~040 |
105~025 |
105~038 |
+0~022 |
22,017 |
52,137 |
+21,163 |
| Total Volume and Open Interest |
43,539 |
203,046 |
-6,789 |
| Eurodollars(CME) |
| Jun04 |
040526 |
98.570 |
98.577 |
98.567 |
98.573 |
+0.013 |
68,214 |
849,226 |
-10,768 |
| Sep04 |
040526 |
98.075 |
98.095 |
98.070 |
98.090 |
+0.045 |
98,558 |
856,105 |
-16,977 |
| Dec04 |
040526 |
97.575 |
97.620 |
97.570 |
97.615 |
+0.080 |
81,905 |
890,426 |
-3,609 |
| Mar05 |
040526 |
97.105 |
97.165 |
97.095 |
97.160 |
+0.105 |
81,163 |
646,172 |
-9,451 |
| Jun05 |
040526 |
96.665 |
96.735 |
96.660 |
96.730 |
+0.115 |
48,313 |
564,001 |
+3,985 |
| Sep05 |
040526 |
96.295 |
96.355 |
96.285 |
96.350 |
+0.115 |
43,599 |
442,074 |
+13,241 |
| Dec05 |
040526 |
95.950 |
96.005 |
95.940 |
96.000 |
+0.105 |
31,793 |
370,611 |
+5,946 |
| Mar06 |
040526 |
95.675 |
95.725 |
95.665 |
95.720 |
+0.100 |
35,504 |
275,630 |
+10,949 |
| Jun06 |
040526 |
95.430 |
95.485 |
95.430 |
95.480 |
+0.095 |
9,846 |
185,037 |
-2,296 |
| Sep06 |
040526 |
95.230 |
95.270 |
95.220 |
95.270 |
+0.100 |
12,066 |
187,186 |
-2,594 |
| Dec06 |
040526 |
95.025 |
95.060 |
95.020 |
95.060 |
+0.090 |
8,948 |
144,498 |
-1,387 |
| Mar07 |
040526 |
94.855 |
94.900 |
94.855 |
94.900 |
+0.090 |
11,734 |
115,873 |
+491 |
| Total Volume and Open Interest |
566,198 |
6,147,599 |
-8,607 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040526 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
105 |
12,448 |
+83 |
| Sep04 |
040526 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
100 |
6,172 |
+64 |
| Dec04 |
040526 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
30 |
8,324 |
+17 |
| Mar05 |
040526 |
99.85 |
99.85 |
99.84 |
99.84 |
-0.01 |
75 |
5,764 |
-307 |
| Jun05 |
040526 |
99.77 |
99.77 |
99.76 |
99.77 |
unch |
20 |
4,810 |
-763 |
| Sep05 |
040526 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
112 |
2,957 |
+3 |
| Dec05 |
040526 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.01 |
0 |
943 |
-1 |
| Mar06 |
040526 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.02 |
61 |
770 |
+309 |
| Jun06 |
040526 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.02 |
0 |
652 |
+0 |
| Sep06 |
040526 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
739 |
+0 |
| Total Volume and Open Interest |
503 |
44,848 |
-595 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040526 |
99.93 |
99.93 |
99.93 |
99.93 |
+0.01 |
2 |
71,572 |
-6 |
| Sep04 |
040526 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
2 |
37,910 |
-21 |
| Dec04 |
040526 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
40 |
68,293 |
+18 |
| Mar05 |
040526 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
243 |
45,353 |
+6 |
| Jun05 |
040526 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
515 |
44,012 |
+45 |
| Sep05 |
040526 |
99.66 |
99.67 |
99.66 |
99.66 |
unch |
3,311 |
42,683 |
-2,233 |
| Dec05 |
040526 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
3,934 |
18,336 |
+2,038 |
| Mar06 |
040526 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
886 |
12,113 |
+494 |
| Total Volume and Open Interest |
9,687 |
359,895 |
+854 |
| German Euro-Bund(EUREX) |
| Jun04 |
040526 |
113.02 |
113.37 |
112.92 |
113.34 |
+0.32 |
838,994 |
1,021,766 |
-40,838 |
| Sep04 |
040526 |
112.49 |
112.89 |
112.44 |
112.86 |
+0.33 |
53,997 |
205,252 |
+31,585 |
| Dec04 |
040526 |
111.80 |
111.92 |
111.80 |
111.92 |
+0.25 |
935 |
1 |
+0 |
| Total Volume and Open Interest |
893,926 |
1,227,019 |
-9,253 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040526 |
110.78 |
110.99 |
110.70 |
110.98 |
+0.20 |
603,504 |
645,124 |
-55,859 |
| Sep04 |
040526 |
110.13 |
110.34 |
110.08 |
110.34 |
+0.22 |
60,185 |
278,725 |
+32,560 |
| Dec04 |
040526 |
109.58 |
109.58 |
109.58 |
109.58 |
+0.20 |
2,028 |
1 |
+0 |
| Total Volume and Open Interest |
665,717 |
923,850 |
-23,299 |
| Long Gilt(LIFFE) |
| Jun04 |
040526 |
105~23 |
106~04 |
105~23 |
106~00 |
+0~10 |
129,086 |
138,429 |
-70,783 |
| Sep04 |
040526 |
105~12 |
105~24 |
105~11 |
105~21 |
+0~10 |
92,579 |
85,016 |
+68,214 |
| Total Volume and Open Interest |
221,665 |
223,445 |
-2,569 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040526 |
95.30 |
95.33 |
95.29 |
95.32 |
+0.02 |
24,314 |
213,563 |
-1,861 |
| Sep04 |
040526 |
94.95 |
95.00 |
94.94 |
94.97 |
+0.02 |
24,529 |
204,937 |
-1,127 |
| Dec04 |
040526 |
94.70 |
94.74 |
94.69 |
94.72 |
+0.02 |
25,569 |
254,748 |
-1,899 |
| Total Volume and Open Interest |
122,661 |
1,304,272 |
-2,599 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040526 |
97.900 |
97.905 |
97.890 |
97.900 |
unch |
36,283 |
613,543 |
-4,856 |
| Sep04 |
040526 |
97.800 |
97.820 |
97.790 |
97.810 |
+0.015 |
66,788 |
521,759 |
+2,472 |
| Dec04 |
040526 |
97.605 |
97.635 |
97.590 |
97.625 |
+0.025 |
93,805 |
561,460 |
+3,238 |
| Total Volume and Open Interest |
393,328 |
3,066,036 |
-3,193 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040526 |
94.51 |
94.52 |
94.50 |
94.52 |
+0.02 |
5,149 |
123,807 |
-105 |
| Sep04 |
040526 |
94.40 |
94.41 |
94.38 |
94.41 |
+0.02 |
6,343 |
187,583 |
-4,772 |
| Dec04 |
040526 |
94.31 |
94.32 |
94.30 |
94.32 |
+0.02 |
2,172 |
74,588 |
-731 |
| Mar05 |
040526 |
94.24 |
94.25 |
94.24 |
94.25 |
+0.02 |
3,195 |
45,145 |
+659 |
| Jun05 |
040526 |
94.17 |
94.18 |
94.17 |
94.18 |
+0.03 |
1,443 |
20,911 |
+466 |
| Sep05 |
040526 |
94.11 |
94.11 |
94.11 |
94.11 |
+0.03 |
285 |
14,500 |
+281 |
| Dec05 |
040526 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.01 |
162 |
11,862 |
+122 |
| Mar06 |
040526 |
93.97 |
93.97 |
93.96 |
93.96 |
+0.02 |
200 |
6,829 |
+140 |
| Jun06 |
040526 |
93.90 |
93.90 |
93.90 |
93.90 |
+0.03 |
0 |
2,189 |
+0 |
| Sep06 |
040526 |
93.85 |
93.85 |
93.85 |
93.85 |
+0.03 |
0 |
1,915 |
+0 |
| Total Volume and Open Interest |
18,959 |
492,660 |
-3,930 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040526 |
94.04 |
94.08 |
94.04 |
94.07 |
+0.03 |
15,396 |
247,613 |
+7,069 |
| Sep04 |
040526 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
58,950 |
501,468 |
-9,331 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040526 |
94.41 |
94.42 |
94.39 |
94.42 |
+0.03 |
31,471 |
498,468 |
-9,331 |
| Sep04 |
040526 |
94.33 |
94.33 |
94.33 |
94.33 |
+0.03 |
0 |
3,000 |
+0 |
| Total Volume and Open Interest |
31,471 |
501,468 |
-9,331 |
| Gold(CMX) |
| Jun04 |
040526 |
390.9 |
392.1 |
387.6 |
388.3 |
-0.1 |
68,368 |
86,047 |
-16,071 |
| Aug04 |
040526 |
391.7 |
393.2 |
388.7 |
389.4 |
-0.1 |
37,136 |
81,669 |
+20,839 |
| Oct04 |
040526 |
394.8 |
394.8 |
390.7 |
390.7 |
unch |
787 |
8,038 |
+372 |
| Dec04 |
040526 |
395.0 |
396.0 |
391.5 |
392.0 |
unch |
1,966 |
35,233 |
+977 |
| Feb05 |
040526 |
393.5 |
393.5 |
393.5 |
393.5 |
unch |
133 |
2,963 |
-7 |
| Apr05 |
040526 |
395.1 |
395.1 |
395.1 |
395.1 |
unch |
0 |
3,506 |
+0 |
| Total Volume and Open Interest |
108,784 |
252,665 |
+6,346 |
| Silver(CMX) |
| May04 |
040526 |
615.0 |
615.0 |
604.8 |
604.8 |
-3.0 |
11 |
53 |
-76 |
| Jul04 |
040526 |
612.0 |
616.0 |
601.0 |
605.5 |
-3.0 |
13,286 |
56,508 |
-10 |
| Sep04 |
040526 |
617.0 |
617.0 |
603.0 |
607.1 |
-3.0 |
307 |
6,601 |
-111 |
| Dec04 |
040526 |
617.0 |
619.5 |
605.0 |
609.3 |
-3.0 |
672 |
14,504 |
+183 |
| Mar05 |
040526 |
611.3 |
611.3 |
611.3 |
611.3 |
-3.0 |
133 |
3,826 |
+45 |
| Total Volume and Open Interest |
14,513 |
88,330 |
-25 |
| Platinum(NYM) |
| Jul04 |
040526 |
840.0 |
843.0 |
834.2 |
836.4 |
+1.8 |
852 |
4,985 |
+66 |
| Oct04 |
040526 |
830.0 |
830.0 |
829.4 |
829.4 |
+2.8 |
28 |
427 |
+18 |
| Jan05 |
040526 |
824.4 |
824.4 |
824.4 |
824.4 |
+2.8 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
880 |
5,420 |
+84 |
| Palladium(NYME) |
| Jun04 |
040526 |
254.00 |
255.00 |
248.00 |
250.75 |
-2.50 |
799 |
5,214 |
-459 |
| Sep04 |
040526 |
258.00 |
258.00 |
248.00 |
253.05 |
-2.60 |
676 |
3,328 |
+369 |
| Dec04 |
040526 |
256.50 |
256.50 |
254.45 |
254.55 |
-2.60 |
39 |
340 |
+27 |
| Total Volume and Open Interest |
1,514 |
8,882 |
-63 |
| Copper(CMX) |
| May04 |
040526 |
123.80 |
124.40 |
123.00 |
123.25 |
+0.05 |
591 |
701 |
+133 |
| Jul04 |
040526 |
123.80 |
124.80 |
122.55 |
123.15 |
-0.25 |
5,257 |
39,586 |
+926 |
| Sep04 |
040526 |
122.25 |
122.80 |
121.40 |
121.60 |
-0.10 |
631 |
7,749 |
+326 |
| Dec04 |
040526 |
118.00 |
118.50 |
117.60 |
118.00 |
+0.50 |
116 |
10,606 |
+33 |
| Mar05 |
040526 |
115.30 |
115.30 |
115.00 |
115.00 |
+1.10 |
14 |
1,433 |
+6 |
| Total Volume and Open Interest |
7,391 |
68,371 |
+1,808 |
| DJIA Index(CBOT) |
| Jun04 |
040526 |
10095 |
10130 |
10073 |
10120 |
+9 |
12,358 |
45,881 |
+187 |
| Sep04 |
040526 |
10070 |
10115 |
10070 |
10103 |
+9 |
410 |
1,671 |
+174 |
| Dec04 |
040526 |
10110 |
10110 |
10094 |
10094 |
+9 |
3 |
16 |
+1 |
| Total Volume and Open Interest |
12,771 |
47,568 |
+362 |
| S & P 500(CME) |
| Jun04 |
040526 |
1110.50 |
1116.80 |
1109.30 |
1116.00 |
+3.60 |
48,657 |
546,038 |
-248 |
| Sep04 |
040526 |
1110.00 |
1115.30 |
1109.70 |
1115.30 |
+3.60 |
1,989 |
39,675 |
+1,691 |
| Dec04 |
040526 |
1115.50 |
1115.50 |
1115.50 |
1115.50 |
+3.60 |
2 |
2,982 |
+0 |
| Mar05 |
040526 |
1117.00 |
1117.00 |
1117.00 |
1117.00 |
+3.40 |
0 |
237 |
+0 |
| Total Volume and Open Interest |
50,648 |
589,141 |
+1,443 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040526 |
1112.00 |
1117.00 |
1108.75 |
1116.00 |
+3.50 |
914,619 |
574,161 |
+10,991 |
| Sep04 |
040526 |
1111.50 |
1115.75 |
1108.75 |
1115.25 |
+3.50 |
1,743 |
8,252 |
+850 |
| Total Volume and Open Interest |
916,362 |
582,413 |
+11,841 |
| NASDAQ 100(CME) |
| Jun04 |
040526 |
1443.00 |
1456.00 |
1441.00 |
1455.50 |
+9.50 |
19,765 |
81,096 |
+1,059 |
| Sep04 |
040526 |
1446.00 |
1459.50 |
1446.00 |
1459.50 |
+9.50 |
303 |
1,446 |
+297 |
| Dec04 |
040526 |
1454.00 |
1463.50 |
1454.00 |
1463.50 |
+9.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
20,068 |
82,547 |
+1,356 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040526 |
1446.0 |
1457.0 |
1438.5 |
1455.5 |
+9.5 |
389,632 |
322,181 |
+9,151 |
| Sep04 |
040526 |
1450.5 |
1460.0 |
1445.0 |
1459.5 |
+9.5 |
213 |
1,612 |
+17 |
| Total Volume and Open Interest |
389,845 |
323,793 |
+9,168 |
| S & P Midcap 400(CME) |
| Jun04 |
040526 |
584.50 |
589.00 |
583.50 |
588.50 |
+3.80 |
721 |
16,326 |
+96 |
| Sep04 |
040526 |
588.50 |
588.50 |
588.50 |
588.50 |
+3.80 |
|
|
|
| Dec04 |
040526 |
588.50 |
588.50 |
588.50 |
588.50 |
+3.80 |
|
|
|
| Total Volume and Open Interest |
721 |
16,326 |
+96 |
| Russell 2000(CME) |
| Jun04 |
040526 |
561.75 |
567.25 |
560.50 |
566.00 |
+2.75 |
1,475 |
32,346 |
+92 |
| Sep04 |
040526 |
562.50 |
565.25 |
562.50 |
565.25 |
+3.00 |
0 |
116 |
+0 |
| Dec04 |
040526 |
565.25 |
565.25 |
565.25 |
565.25 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
1,475 |
32,462 |
+92 |
| Value Line(KCBT) |
| Jun04 |
040526 |
1569.50 |
1569.50 |
1569.50 |
1569.50 |
+10.50 |
1 |
38 |
+1 |
| Total Volume and Open Interest |
1 |
40 |
+1 |
| Nikkei 225(CME) |
| Jun04 |
040526 |
11150 |
11205 |
11130 |
11160 |
-15 |
4,085 |
38,122 |
+140 |
| Sep04 |
040526 |
11180 |
11225 |
11170 |
11170 |
-15 |
4 |
188 |
+4 |
| Total Volume and Open Interest |
4,089 |
38,313 |
+144 |
| Nikkei 225(SIMEX) |
| Jun04 |
040526 |
11170 |
11225 |
11125 |
11160 |
+170 |
34,317 |
160,466 |
+731 |
| Sep04 |
040526 |
11145 |
11155 |
11145 |
11155 |
+170 |
30 |
3,564 |
+29 |
| Dec04 |
040526 |
11125 |
11125 |
11125 |
11125 |
+170 |
|
|
|
| Total Volume and Open Interest |
34,347 |
164,030 |
+760 |
| CAC 40(MATIF) |
| May04 |
040526 |
3651.0 |
3666.0 |
3637.0 |
3659.0 |
+53.5 |
55,732 |
471,244 |
+12,841 |
| Jun04 |
040526 |
3636.0 |
3649.0 |
3623.0 |
3644.5 |
+53.5 |
2,889 |
210,601 |
+2,663 |
| Jul04 |
040526 |
3650.0 |
3650.0 |
3650.0 |
3650.0 |
+54.0 |
10 |
300 |
+0 |
| Total Volume and Open Interest |
58,625 |
703,288 |
+15,505 |
| DAX Index(EUREX) |
| Jun04 |
040526 |
3911.5 |
3914.0 |
3862.5 |
3883.0 |
+7.5 |
113,975 |
202,802 |
-1,492 |
| Sep04 |
040526 |
3919.5 |
3931.0 |
3884.0 |
3903.0 |
+7.5 |
954 |
8,705 |
-399 |
| Dec04 |
040526 |
3936.5 |
3939.5 |
3905.0 |
3925.0 |
+8.0 |
521 |
2,550 |
+18 |
| Total Volume and Open Interest |
115,450 |
214,057 |
-1,873 |
| FT-SE 100(LIFFE) |
| Jun04 |
040526 |
4474.00 |
4474.00 |
4418.00 |
4443.00 |
+17.00 |
59,953 |
396,940 |
+911 |
| Sep04 |
040526 |
4480.00 |
4480.00 |
4437.50 |
4453.00 |
+17.00 |
3,410 |
35,566 |
+3,190 |
| Dec04 |
040526 |
4482.50 |
4484.00 |
4482.50 |
4484.00 |
+17.00 |
501 |
21,623 |
+500 |
| Total Volume and Open Interest |
63,864 |
455,280 |
+4,601 |
| SPI 200(SFE) |
| Jun04 |
040526 |
3422.0 |
3428.0 |
3417.0 |
3426.0 |
+31.0 |
9,417 |
161,655 |
-1,319 |
| Sep04 |
040526 |
3427.0 |
3432.0 |
3424.0 |
3432.0 |
+31.0 |
104 |
5,089 |
-231 |
| Dec04 |
040526 |
3446.0 |
3446.0 |
3446.0 |
3446.0 |
+31.0 |
231 |
2,554 |
+75 |
| Total Volume and Open Interest |
9,806 |
170,896 |
-1,423 |
| GSCI(CME) |
| Jun04 |
040526 |
308.00 |
309.50 |
305.70 |
306.20 |
-0.95 |
354 |
15,989 |
-121 |
| Jul04 |
040526 |
303.00 |
303.00 |
303.00 |
303.00 |
+0.50 |
3 |
75 |
-1 |
| Aug04 |
040526 |
299.00 |
299.00 |
299.00 |
299.00 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
357 |
16,064 |
-122 |
| Reuters CRB Index(NYBOT) |
| Jun04 |
040526 |
275.75 |
277.25 |
274.75 |
275.00 |
+0.25 |
92 |
257 |
-4 |
| Aug04 |
040526 |
273.50 |
274.00 |
273.25 |
273.25 |
+0.25 |
17 |
71 |
+14 |
| Nov04 |
040526 |
275.00 |
275.00 |
273.75 |
273.75 |
+0.25 |
0 |
2 |
-2 |
| Total Volume and Open Interest |
109 |
331 |
+8 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|