|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri May 28, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040528 |
817.00 |
830.00 |
812.00 |
814.00 |
-8.00 |
51,287 |
104,190 |
-1,393 |
| Aug04 |
040528 |
776.00 |
790.00 |
772.00 |
775.00 |
-4.50 |
10,554 |
22,858 |
+1,169 |
| Sep04 |
040528 |
704.00 |
717.00 |
704.00 |
714.00 |
+7.00 |
1,662 |
9,359 |
-67 |
| Nov04 |
040528 |
671.00 |
687.00 |
670.25 |
684.50 |
+11.50 |
19,326 |
54,766 |
-491 |
| Jan05 |
040528 |
674.00 |
688.00 |
672.00 |
686.00 |
+10.50 |
351 |
4,328 |
-66 |
| Mar05 |
040528 |
675.00 |
683.00 |
673.50 |
683.00 |
+7.50 |
127 |
3,479 |
+61 |
| May05 |
040528 |
678.00 |
679.00 |
674.00 |
677.00 |
+6.00 |
169 |
2,220 |
-112 |
| Total Volume and Open Interest |
83,607 |
202,804 |
-883 |
| Soybean Meal(CBOT) |
| Jul04 |
040528 |
256.50 |
260.30 |
253.00 |
254.80 |
-2.50 |
22,186 |
57,261 |
-1,043 |
| Aug04 |
040528 |
249.00 |
254.00 |
245.80 |
247.00 |
-1.50 |
9,215 |
23,887 |
-444 |
| Sep04 |
040528 |
235.00 |
240.50 |
233.00 |
233.00 |
-2.60 |
3,445 |
15,976 |
+254 |
| Oct04 |
040528 |
216.00 |
221.00 |
215.50 |
218.20 |
+1.20 |
2,965 |
13,484 |
+220 |
| Dec04 |
040528 |
213.00 |
217.50 |
212.50 |
215.70 |
+1.90 |
9,241 |
32,503 |
+1,050 |
| Jan05 |
040528 |
212.00 |
216.50 |
211.50 |
213.70 |
+1.20 |
1,098 |
4,241 |
+469 |
| Mar05 |
040528 |
211.00 |
215.00 |
211.00 |
212.00 |
unch |
793 |
4,626 |
+319 |
| May05 |
040528 |
210.00 |
212.50 |
210.00 |
211.00 |
-1.50 |
277 |
2,006 |
+139 |
| Total Volume and Open Interest |
49,716 |
157,729 |
+1,294 |
| Soybean Oil(CBOT) |
| Jul04 |
040528 |
27.65 |
28.39 |
27.60 |
28.05 |
+0.47 |
15,364 |
57,357 |
+388 |
| Aug04 |
040528 |
27.25 |
27.85 |
27.15 |
27.55 |
+0.37 |
3,658 |
17,958 |
-359 |
| Sep04 |
040528 |
26.65 |
27.20 |
26.60 |
26.95 |
+0.45 |
2,998 |
16,060 |
+237 |
| Oct04 |
040528 |
25.65 |
25.75 |
25.16 |
25.70 |
+0.60 |
1,538 |
10,048 |
+51 |
| Dec04 |
040528 |
24.35 |
25.35 |
24.35 |
25.17 |
+0.92 |
6,256 |
25,249 |
+1,342 |
| Jan05 |
040528 |
24.30 |
25.25 |
24.30 |
25.25 |
+1.01 |
315 |
5,004 |
+104 |
| Mar05 |
040528 |
24.30 |
25.20 |
24.30 |
25.20 |
+0.92 |
580 |
3,898 |
+323 |
| May05 |
040528 |
24.30 |
25.20 |
24.30 |
25.10 |
+0.86 |
159 |
1,202 |
+144 |
| Total Volume and Open Interest |
31,377 |
139,677 |
+2,435 |
| Canola(WCE) |
| Jul04 |
040528 |
361.0 |
366.0 |
360.8 |
361.1 |
-2.7 |
2,504 |
26,218 |
-162 |
| Sep04 |
040528 |
361.5 |
361.5 |
361.5 |
361.5 |
-1.5 |
0 |
50 |
+0 |
| Nov04 |
040528 |
361.5 |
365.0 |
360.8 |
361.2 |
-3.1 |
1,729 |
37,546 |
+224 |
| Jan05 |
040528 |
366.0 |
366.5 |
364.5 |
365.6 |
-1.4 |
129 |
1,325 |
+95 |
| Mar05 |
040528 |
368.0 |
368.0 |
368.0 |
368.0 |
-1.0 |
0 |
460 |
+0 |
| Total Volume and Open Interest |
4,365 |
65,907 |
+157 |
| Corn(CBOT) |
| Jul04 |
040528 |
297.00 |
306.00 |
296.00 |
304.00 |
+5.25 |
24,201 |
216,212 |
-4,083 |
| Sep04 |
040528 |
294.00 |
301.75 |
293.50 |
299.75 |
+5.25 |
6,379 |
55,702 |
+3,394 |
| Dec04 |
040528 |
290.00 |
299.75 |
290.00 |
297.25 |
+6.00 |
48,858 |
308,551 |
-274 |
| Mar05 |
040528 |
295.00 |
304.00 |
295.00 |
301.50 |
+5.75 |
653 |
25,074 |
+44 |
| May05 |
040528 |
298.25 |
307.00 |
298.25 |
305.50 |
+5.75 |
336 |
6,988 |
+238 |
| Jul05 |
040528 |
301.00 |
307.00 |
300.00 |
304.75 |
+5.50 |
254 |
7,665 |
-10 |
| Total Volume and Open Interest |
80,891 |
632,224 |
-614 |
| Wheat(CBOT) |
| Jul04 |
040528 |
368.00 |
370.75 |
361.00 |
362.00 |
-7.25 |
24,552 |
87,060 |
-1,150 |
| Sep04 |
040528 |
380.00 |
381.00 |
369.50 |
370.25 |
-8.00 |
3,348 |
16,019 |
+201 |
| Dec04 |
040528 |
389.50 |
390.00 |
381.00 |
381.50 |
-7.50 |
6,443 |
18,072 |
+1,268 |
| Mar05 |
040528 |
396.00 |
396.25 |
388.00 |
390.00 |
-6.25 |
220 |
3,262 |
+142 |
| May05 |
040528 |
399.00 |
399.00 |
392.00 |
392.00 |
-7.00 |
2 |
84 |
+2 |
| Total Volume and Open Interest |
34,611 |
125,828 |
+437 |
| Wheat(KCBT) |
| Jul04 |
040528 |
384.00 |
388.00 |
381.25 |
383.00 |
-3.25 |
6,859 |
34,566 |
-1,023 |
| Sep04 |
040528 |
391.50 |
394.00 |
389.00 |
390.75 |
-2.50 |
2,714 |
11,533 |
+607 |
| Dec04 |
040528 |
401.00 |
403.00 |
396.00 |
396.00 |
-4.50 |
2,719 |
9,483 |
+269 |
| Mar05 |
040528 |
405.00 |
405.00 |
403.00 |
403.00 |
-4.00 |
38 |
654 |
+36 |
| May05 |
040528 |
410.00 |
410.00 |
410.00 |
410.00 |
unch |
0 |
10 |
+0 |
| Total Volume and Open Interest |
12,352 |
56,644 |
-107 |
| Wheat(MGE) |
| Jul04 |
040528 |
406.50 |
410.25 |
404.00 |
407.50 |
-0.25 |
2,286 |
14,867 |
-157 |
| Sep04 |
040528 |
408.00 |
411.50 |
405.00 |
406.50 |
-2.75 |
1,184 |
8,433 |
+249 |
| Dec04 |
040528 |
414.00 |
417.00 |
411.50 |
413.50 |
-1.75 |
1,709 |
10,302 |
-49 |
| Mar05 |
040528 |
417.00 |
417.00 |
415.00 |
415.00 |
-2.75 |
39 |
467 |
+36 |
| May05 |
040528 |
417.00 |
417.00 |
416.00 |
416.00 |
unch |
0 |
123 |
+0 |
| Total Volume and Open Interest |
5,218 |
34,243 |
+79 |
| Oats(CBOT) |
| Jul04 |
040528 |
145.75 |
149.25 |
145.00 |
147.75 |
+0.25 |
1,064 |
5,344 |
-133 |
| Sep04 |
040528 |
152.50 |
155.50 |
152.00 |
153.50 |
+1.00 |
205 |
1,547 |
+50 |
| Dec04 |
040528 |
160.25 |
162.50 |
160.00 |
162.00 |
+1.00 |
237 |
4,361 |
+32 |
| Mar05 |
040528 |
166.50 |
166.50 |
166.50 |
166.50 |
+0.50 |
0 |
93 |
+0 |
| Total Volume and Open Interest |
1,506 |
11,375 |
-51 |
| Rough Rice(CBOT) |
| Jul04 |
040528 |
10.31 |
10.31 |
10.16 |
10.17 |
-0.18 |
270 |
3,608 |
-121 |
| Sep04 |
040528 |
9.02 |
9.04 |
9.00 |
9.00 |
-0.05 |
32 |
462 |
-2 |
| Nov04 |
040528 |
8.92 |
8.92 |
8.87 |
8.90 |
-0.05 |
11 |
1,099 |
-2 |
| Jan05 |
040528 |
9.07 |
9.07 |
9.07 |
9.07 |
-0.08 |
0 |
182 |
+0 |
| Total Volume and Open Interest |
315 |
5,423 |
-124 |
| Live Cattle(CME) |
| Jun04 |
040528 |
85.600 |
88.000 |
85.525 |
87.675 |
+2.000 |
9,577 |
26,423 |
+376 |
| Aug04 |
040528 |
87.850 |
89.550 |
87.700 |
88.625 |
+0.650 |
9,131 |
63,443 |
+1,928 |
| Oct04 |
040528 |
88.100 |
88.750 |
87.500 |
87.725 |
-0.625 |
4,380 |
22,418 |
+704 |
| Dec04 |
040528 |
87.650 |
88.500 |
87.300 |
87.500 |
-0.425 |
1,657 |
10,270 |
+368 |
| Feb05 |
040528 |
87.700 |
87.900 |
87.150 |
87.425 |
-0.250 |
387 |
5,084 |
+127 |
| Apr05 |
040528 |
85.350 |
85.750 |
85.050 |
85.075 |
-0.275 |
141 |
1,453 |
+11 |
| Total Volume and Open Interest |
25,288 |
129,365 |
+3,517 |
| Feeder Cattle(CME) |
| Aug04 |
040528 |
107.000 |
108.350 |
106.700 |
107.200 |
+0.250 |
1,651 |
10,974 |
+89 |
| Sep04 |
040528 |
105.500 |
106.500 |
105.250 |
105.525 |
-0.100 |
227 |
1,033 |
+26 |
| Oct04 |
040528 |
104.700 |
105.500 |
104.300 |
104.700 |
-0.200 |
319 |
1,634 |
+53 |
| Nov04 |
040528 |
103.700 |
104.200 |
103.250 |
103.300 |
-0.400 |
49 |
595 |
+24 |
| Jan05 |
040528 |
98.500 |
99.200 |
98.500 |
98.650 |
-0.100 |
45 |
236 |
+16 |
| Mar05 |
040528 |
95.000 |
95.500 |
94.500 |
94.500 |
-0.400 |
0 |
23 |
+0 |
| Apr05 |
040528 |
94.250 |
94.250 |
93.750 |
93.750 |
-0.850 |
1 |
16 |
+1 |
| Total Volume and Open Interest |
2,434 |
15,459 |
+92 |
| Lean Hogs(CME) |
| Jun04 |
040528 |
74.200 |
76.250 |
74.050 |
75.825 |
+1.350 |
4,631 |
18,755 |
-477 |
| Jul04 |
040528 |
74.200 |
76.200 |
74.200 |
75.275 |
+0.975 |
6,218 |
35,002 |
+91 |
| Aug04 |
040528 |
72.800 |
74.500 |
72.800 |
73.950 |
+1.050 |
2,352 |
12,428 |
+531 |
| Oct04 |
040528 |
61.200 |
62.650 |
60.250 |
60.275 |
-1.225 |
862 |
8,397 |
+143 |
| Dec04 |
040528 |
56.775 |
58.400 |
55.000 |
55.500 |
-1.475 |
1,430 |
5,782 |
+334 |
| Feb05 |
040528 |
58.600 |
59.000 |
58.600 |
58.800 |
+0.100 |
7 |
770 |
+3 |
| Apr05 |
040528 |
60.000 |
60.000 |
59.300 |
59.300 |
-0.200 |
0 |
383 |
+0 |
| May05 |
040528 |
62.400 |
62.400 |
62.400 |
62.400 |
+0.400 |
3 |
43 |
-2 |
| Total Volume and Open Interest |
15,503 |
81,582 |
+623 |
| Pork Bellies(CME) |
| Jul04 |
040528 |
112.500 |
113.775 |
112.400 |
113.700 |
+0.575 |
473 |
2,838 |
-4 |
| Aug04 |
040528 |
108.500 |
109.900 |
108.400 |
109.550 |
+0.725 |
68 |
586 |
-6 |
| Feb05 |
040528 |
97.200 |
98.050 |
97.200 |
98.050 |
+0.050 |
1 |
15 |
+1 |
| Mar05 |
040528 |
94.000 |
94.000 |
94.000 |
94.000 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
542 |
3,441 |
-9 |
| Class III Milk(CME) |
| May04 |
040528 |
20.55 |
20.55 |
20.52 |
20.55 |
unch |
7 |
8,153 |
-46 |
| Jun04 |
040528 |
16.40 |
16.80 |
16.40 |
16.77 |
+0.45 |
290 |
5,951 |
-65 |
| Jul04 |
040528 |
14.50 |
14.63 |
14.45 |
14.60 |
+0.20 |
345 |
4,812 |
-13 |
| Aug04 |
040528 |
14.35 |
14.55 |
14.30 |
14.46 |
+0.21 |
237 |
4,648 |
+98 |
| Sep04 |
040528 |
14.36 |
14.50 |
14.15 |
14.33 |
+0.06 |
405 |
4,165 |
+131 |
| Total Volume and Open Interest |
1,387 |
36,178 |
+135 |
| Cocoa(NYBOT) |
| Jul04 |
040528 |
1439 |
1476 |
1426 |
1465 |
+28 |
8,530 |
41,513 |
-500 |
| Sep04 |
040528 |
1440 |
1485 |
1435 |
1472 |
+29 |
1,687 |
18,718 |
+686 |
| Dec04 |
040528 |
1450 |
1490 |
1446 |
1483 |
+28 |
338 |
13,191 |
+29 |
| Mar05 |
040528 |
1469 |
1505 |
1468 |
1498 |
+25 |
1 |
9,468 |
+0 |
| May05 |
040528 |
1481 |
1525 |
1481 |
1513 |
+27 |
77 |
11,367 |
+1 |
| Jul05 |
040528 |
1536 |
1540 |
1510 |
1528 |
+27 |
340 |
10,061 |
+198 |
| Sep05 |
040528 |
1502 |
1542 |
1502 |
1542 |
+30 |
2 |
4,601 |
+2 |
| Total Volume and Open Interest |
10,975 |
109,022 |
+416 |
| Coffee "C"(NYBOT) |
| Jul04 |
040528 |
82.50 |
86.50 |
82.50 |
85.55 |
+5.60 |
14,929 |
63,781 |
+1,647 |
| Sep04 |
040528 |
86.00 |
88.75 |
84.75 |
87.60 |
+5.45 |
5,611 |
21,498 |
+424 |
| Dec04 |
040528 |
88.00 |
91.25 |
87.60 |
90.30 |
+5.40 |
1,738 |
8,453 |
+329 |
| Mar05 |
040528 |
90.00 |
93.00 |
89.60 |
92.70 |
+5.15 |
238 |
4,995 |
+74 |
| May05 |
040528 |
91.25 |
94.10 |
91.00 |
94.10 |
+5.05 |
67 |
887 |
-22 |
| Jul05 |
040528 |
92.25 |
95.40 |
92.25 |
95.40 |
+4.95 |
8 |
939 |
+4 |
| Total Volume and Open Interest |
22,591 |
100,930 |
+2,456 |
| Orange Juice(NYBOT) |
| Jul04 |
040528 |
56.60 |
56.65 |
55.60 |
56.10 |
-0.15 |
3,106 |
22,135 |
+511 |
| Sep04 |
040528 |
58.90 |
58.90 |
57.70 |
58.05 |
-0.15 |
403 |
4,747 |
+201 |
| Nov04 |
040528 |
60.80 |
60.80 |
59.85 |
59.85 |
-0.50 |
152 |
3,424 |
+22 |
| Jan05 |
040528 |
63.50 |
63.50 |
62.50 |
62.50 |
-0.15 |
32 |
1,122 |
+29 |
| Mar05 |
040528 |
66.00 |
66.00 |
64.75 |
64.75 |
-0.30 |
69 |
2,746 |
-2 |
| Total Volume and Open Interest |
3,763 |
37,064 |
+761 |
| Sugar #11(NYBOT) |
| Jul04 |
040528 |
6.86 |
7.07 |
6.86 |
7.06 |
+0.17 |
27,751 |
131,871 |
-374 |
| Oct04 |
040528 |
7.17 |
7.32 |
7.16 |
7.32 |
+0.15 |
12,486 |
64,564 |
+851 |
| Mar05 |
040528 |
7.43 |
7.56 |
7.43 |
7.55 |
+0.12 |
2,933 |
38,049 |
+182 |
| May05 |
040528 |
7.32 |
7.42 |
7.32 |
7.42 |
+0.11 |
510 |
13,347 |
+43 |
| Jul05 |
040528 |
7.15 |
7.25 |
7.15 |
7.25 |
+0.11 |
391 |
9,304 |
+164 |
| Total Volume and Open Interest |
44,939 |
266,699 |
+914 |
| London Cocoa(LCE) |
| May04 |
040513 |
787 |
787 |
772 |
775 |
-6 |
1,328 |
292 |
-571 |
| Jul04 |
040528 |
822 |
844 |
818 |
844 |
+22 |
2,392 |
44,294 |
-247 |
| Sep04 |
040528 |
833 |
857 |
829 |
856 |
+24 |
1,838 |
25,964 |
-51 |
| Dec04 |
040528 |
850 |
878 |
850 |
878 |
+24 |
1,002 |
44,206 |
+715 |
| Mar05 |
040528 |
875 |
899 |
870 |
898 |
+26 |
758 |
25,855 |
+221 |
| May05 |
040528 |
887 |
911 |
885 |
911 |
+27 |
10 |
9,625 |
+9 |
| Jul05 |
040528 |
901 |
926 |
896 |
925 |
+27 |
39 |
9,299 |
+25 |
| Total Volume and Open Interest |
6,291 |
172,365 |
+751 |
| London Coffee(LCE) |
| May04 |
040528 |
765.00 |
766.00 |
735.00 |
735.00 |
unch |
212 |
129 |
-184 |
| Jul04 |
040528 |
768.00 |
815.00 |
768.00 |
800.00 |
+37.00 |
9,099 |
67,523 |
-2,980 |
| Sep04 |
040528 |
763.00 |
799.00 |
760.00 |
782.00 |
+25.00 |
5,255 |
46,956 |
+610 |
| Nov04 |
040528 |
777.00 |
801.00 |
771.00 |
786.00 |
+20.00 |
1,674 |
21,799 |
+139 |
| Jan05 |
040528 |
780.00 |
807.00 |
780.00 |
794.00 |
+14.00 |
228 |
14,732 |
+73 |
| Mar05 |
040528 |
815.00 |
816.00 |
800.00 |
800.00 |
+8.00 |
350 |
9,719 |
+303 |
| Total Volume and Open Interest |
17,219 |
165,637 |
-1,805 |
| London Sugar(LCE) |
| May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
| Aug04 |
040528 |
217.00 |
218.70 |
215.60 |
218.50 |
+2.20 |
1,651 |
22,715 |
-124 |
| Oct04 |
040528 |
221.00 |
223.50 |
220.60 |
223.50 |
+2.20 |
310 |
11,301 |
+30 |
| Dec04 |
040528 |
227.10 |
229.50 |
227.10 |
229.00 |
+2.30 |
298 |
4,961 |
-29 |
| Mar05 |
040528 |
231.60 |
234.50 |
230.00 |
233.00 |
+1.50 |
281 |
9,116 |
+168 |
| Total Volume and Open Interest |
2,565 |
56,965 |
+21 |
| Cotton(NYBOT) |
| Jul04 |
040528 |
61.45 |
62.60 |
60.85 |
61.19 |
+0.04 |
13,331 |
43,213 |
-400 |
| Oct04 |
040528 |
60.00 |
60.80 |
59.60 |
59.60 |
unch |
465 |
1,458 |
+44 |
| Dec04 |
040528 |
59.20 |
59.70 |
58.65 |
59.02 |
unch |
6,029 |
28,450 |
+817 |
| Mar05 |
040528 |
60.85 |
61.40 |
60.85 |
61.10 |
-0.05 |
169 |
5,740 |
+20 |
| May05 |
040528 |
61.95 |
61.95 |
61.95 |
61.95 |
unch |
142 |
1,115 |
+80 |
| Jul05 |
040528 |
62.75 |
63.10 |
62.75 |
62.90 |
unch |
52 |
750 |
+12 |
| Total Volume and Open Interest |
20,191 |
81,256 |
+573 |
| Lumber(CME) |
| Jul04 |
040528 |
400.0 |
407.4 |
400.0 |
405.5 |
+8.0 |
337 |
3,652 |
-9 |
| Sep04 |
040528 |
368.0 |
371.9 |
368.0 |
370.8 |
+4.3 |
109 |
975 |
+7 |
| Nov04 |
040528 |
341.0 |
343.5 |
340.0 |
341.9 |
+1.9 |
21 |
445 |
+3 |
| Jan05 |
040528 |
338.0 |
340.9 |
338.0 |
340.9 |
+1.0 |
1 |
44 |
-1 |
| Total Volume and Open Interest |
468 |
5,117 |
+0 |
| Crude Oil(NYM) |
| Jul04 |
040528 |
39.40 |
39.94 |
39.25 |
39.88 |
+0.44 |
135,396 |
225,445 |
-13,017 |
| Aug04 |
040528 |
39.25 |
39.78 |
39.10 |
39.71 |
+0.43 |
47,674 |
74,235 |
+3,971 |
| Sep04 |
040528 |
39.00 |
39.40 |
38.80 |
39.35 |
+0.44 |
13,928 |
57,648 |
+1,126 |
| Oct04 |
040528 |
38.30 |
38.85 |
38.30 |
38.85 |
+0.45 |
5,133 |
31,559 |
-379 |
| Nov04 |
040528 |
37.98 |
38.34 |
37.98 |
38.34 |
+0.46 |
1,939 |
22,202 |
+382 |
| Dec04 |
040528 |
37.40 |
37.94 |
37.35 |
37.82 |
+0.46 |
17,645 |
66,314 |
+981 |
| Jan05 |
040528 |
36.85 |
37.26 |
36.85 |
37.26 |
+0.47 |
1,473 |
19,004 |
-158 |
| Feb05 |
040528 |
36.35 |
36.75 |
36.35 |
36.75 |
+0.47 |
1,919 |
12,372 |
-183 |
| Mar05 |
040528 |
35.95 |
36.33 |
35.95 |
36.33 |
+0.47 |
913 |
11,722 |
-84 |
| Apr05 |
040528 |
35.97 |
35.97 |
35.97 |
35.97 |
+0.47 |
150 |
7,653 |
-50 |
| May05 |
040528 |
35.63 |
35.63 |
35.63 |
35.63 |
+0.47 |
391 |
4,160 |
+153 |
| Jun05 |
040528 |
35.05 |
35.33 |
35.05 |
35.33 |
+0.48 |
2,080 |
20,183 |
-304 |
| Jul05 |
040528 |
35.07 |
35.07 |
35.07 |
35.07 |
+0.47 |
174 |
5,777 |
+134 |
| Aug05 |
040528 |
34.82 |
34.82 |
34.82 |
34.82 |
+0.46 |
22 |
3,462 |
+0 |
| Sep05 |
040528 |
34.59 |
34.59 |
34.59 |
34.59 |
+0.46 |
92 |
6,481 |
+0 |
| Oct05 |
040528 |
34.15 |
34.39 |
34.15 |
34.39 |
+0.46 |
22 |
3,189 |
+0 |
| Total Volume and Open Interest |
235,000 |
716,921 |
-7,092 |
| Heating Oil(NYM) |
| Jun04 |
040528 |
99.20 |
100.50 |
98.75 |
99.92 |
+1.14 |
16,093 |
5,112 |
-4,079 |
| Jul04 |
040528 |
99.80 |
100.70 |
98.90 |
100.29 |
+0.99 |
34,956 |
66,265 |
-2,902 |
| Aug04 |
040528 |
100.10 |
100.80 |
99.50 |
100.69 |
+0.99 |
3,146 |
17,302 |
+198 |
| Sep04 |
040528 |
100.50 |
101.30 |
99.85 |
101.19 |
+0.99 |
1,642 |
11,536 |
+45 |
| Oct04 |
040528 |
100.95 |
101.74 |
100.85 |
101.74 |
+0.99 |
1,018 |
8,395 |
+269 |
| Nov04 |
040528 |
102.20 |
102.29 |
101.30 |
102.29 |
+0.99 |
416 |
7,682 |
-25 |
| Dec04 |
040528 |
101.80 |
102.79 |
101.60 |
102.79 |
+0.99 |
4,244 |
22,759 |
-2,065 |
| Jan05 |
040528 |
102.05 |
103.50 |
102.05 |
103.04 |
+0.99 |
715 |
8,756 |
-47 |
| Feb05 |
040528 |
101.45 |
102.90 |
101.45 |
102.44 |
+0.99 |
653 |
4,688 |
+158 |
| Mar05 |
040528 |
99.80 |
100.40 |
99.20 |
99.84 |
+0.94 |
273 |
7,065 |
+189 |
| Apr05 |
040528 |
96.00 |
96.44 |
96.00 |
96.44 |
+0.89 |
75 |
1,119 |
+25 |
| May05 |
040528 |
93.19 |
93.19 |
93.19 |
93.19 |
+0.89 |
7 |
1,074 |
-1 |
| Total Volume and Open Interest |
63,639 |
163,747 |
-7,984 |
| Unleaded Gas(NYM) |
| Jun04 |
040528 |
138.00 |
146.00 |
138.00 |
143.67 |
+5.15 |
32,651 |
8,419 |
-6,988 |
| Jul04 |
040528 |
128.20 |
129.70 |
126.90 |
128.75 |
+0.69 |
42,948 |
65,772 |
-3,432 |
| Aug04 |
040528 |
123.10 |
124.00 |
122.50 |
123.73 |
+0.87 |
8,133 |
20,427 |
-714 |
| Sep04 |
040528 |
117.80 |
119.00 |
117.80 |
118.53 |
+1.02 |
3,257 |
16,926 |
+567 |
| Oct04 |
040528 |
111.93 |
111.93 |
111.93 |
111.93 |
+1.17 |
392 |
7,126 |
-81 |
| Nov04 |
040528 |
107.00 |
107.88 |
107.00 |
107.88 |
+1.32 |
24 |
3,389 |
+7 |
| Dec04 |
040528 |
104.00 |
105.13 |
104.00 |
105.13 |
+1.42 |
167 |
7,518 |
+88 |
| Jan05 |
040528 |
103.73 |
103.73 |
103.73 |
103.73 |
+1.42 |
51 |
2,813 |
+20 |
| Feb05 |
040528 |
103.38 |
103.38 |
103.38 |
103.38 |
+1.42 |
50 |
1,791 |
+0 |
| Mar05 |
040528 |
104.03 |
104.03 |
104.03 |
104.03 |
+1.42 |
0 |
1,138 |
+0 |
| Apr05 |
040528 |
110.53 |
110.53 |
110.53 |
110.53 |
+1.47 |
100 |
3,905 |
-16 |
| May05 |
040528 |
109.00 |
110.38 |
109.00 |
110.38 |
+1.52 |
1 |
3,985 |
+0 |
| Total Volume and Open Interest |
87,774 |
143,209 |
-10,549 |
| Natural Gas(NYM) |
| Jul04 |
040528 |
6.540 |
6.550 |
6.400 |
6.442 |
-0.131 |
42,106 |
92,866 |
-2,840 |
| Aug04 |
040528 |
6.570 |
6.570 |
6.460 |
6.489 |
-0.126 |
8,813 |
31,700 |
+897 |
| Sep04 |
040528 |
6.540 |
6.540 |
6.435 |
6.464 |
-0.121 |
4,542 |
26,703 |
-890 |
| Oct04 |
040528 |
6.570 |
6.570 |
6.450 |
6.482 |
-0.116 |
3,662 |
27,088 |
-45 |
| Nov04 |
040528 |
6.730 |
6.730 |
6.645 |
6.657 |
-0.106 |
5,169 |
18,984 |
-121 |
| Dec04 |
040528 |
6.910 |
6.925 |
6.820 |
6.847 |
-0.101 |
2,024 |
20,178 |
-281 |
| Jan05 |
040528 |
7.020 |
7.020 |
6.970 |
6.977 |
-0.101 |
1,444 |
20,119 |
-27 |
| Feb05 |
040528 |
6.970 |
6.970 |
6.920 |
6.922 |
-0.096 |
1,082 |
13,014 |
-1 |
| Mar05 |
040528 |
6.780 |
6.810 |
6.720 |
6.737 |
-0.089 |
4,194 |
13,983 |
-1,161 |
| Apr05 |
040528 |
6.050 |
6.080 |
6.032 |
6.032 |
-0.049 |
915 |
11,648 |
+188 |
| May05 |
040528 |
5.910 |
5.910 |
5.867 |
5.867 |
-0.042 |
501 |
9,721 |
-60 |
| Jun05 |
040528 |
5.920 |
5.920 |
5.877 |
5.877 |
-0.040 |
244 |
6,623 |
+14 |
| Jul05 |
040528 |
5.940 |
5.940 |
5.904 |
5.904 |
-0.038 |
343 |
11,019 |
+48 |
| Aug05 |
040528 |
5.950 |
5.955 |
5.918 |
5.918 |
-0.037 |
625 |
6,186 |
+70 |
| Sep05 |
040528 |
5.910 |
5.910 |
5.878 |
5.878 |
-0.037 |
254 |
6,711 |
+84 |
| Oct05 |
040528 |
5.925 |
5.925 |
5.893 |
5.893 |
-0.033 |
572 |
5,217 |
-42 |
| Total Volume and Open Interest |
80,106 |
379,211 |
-5,901 |
| Brent Crude Oil(IPE) |
| Jul04 |
040528 |
36.30 |
36.67 |
36.19 |
36.58 |
+0.33 |
58,337 |
86,059 |
-7,305 |
| Aug04 |
040528 |
36.03 |
36.26 |
35.85 |
36.23 |
+0.34 |
26,725 |
80,654 |
+1,208 |
| Sep04 |
040528 |
35.60 |
35.95 |
35.50 |
35.92 |
+0.43 |
6,415 |
25,261 |
+1,360 |
| Oct04 |
040528 |
35.28 |
35.53 |
35.10 |
35.53 |
+0.44 |
3,544 |
12,873 |
-641 |
| Nov04 |
040528 |
34.86 |
35.13 |
34.71 |
35.13 |
+0.46 |
1,214 |
10,191 |
+635 |
| Dec04 |
040528 |
34.40 |
34.72 |
34.30 |
34.72 |
+0.48 |
8,306 |
35,831 |
+876 |
| Jan05 |
040528 |
33.86 |
34.28 |
33.86 |
34.28 |
+0.49 |
725 |
13,825 |
-135 |
| Feb05 |
040528 |
33.85 |
33.85 |
33.85 |
33.85 |
+0.49 |
0 |
6,511 |
+0 |
| Mar05 |
040528 |
33.46 |
33.46 |
33.46 |
33.46 |
+0.50 |
25 |
6,972 |
-75 |
| Apr05 |
040528 |
33.10 |
33.10 |
33.10 |
33.10 |
+0.51 |
200 |
6,895 |
-100 |
| May05 |
040528 |
32.80 |
32.80 |
32.80 |
32.80 |
+0.53 |
0 |
1,568 |
+0 |
| Jun05 |
040528 |
32.30 |
32.55 |
32.15 |
32.55 |
+0.54 |
611 |
16,362 |
-522 |
| Total Volume and Open Interest |
109,390 |
350,270 |
-3,737 |
| Gas Oil(IPE) |
| Jun04 |
040528 |
311.50 |
316.25 |
311.00 |
314.50 |
unch |
20,200 |
39,326 |
-8,644 |
| Jul04 |
040528 |
306.25 |
311.00 |
306.00 |
309.00 |
+0.50 |
10,878 |
40,150 |
-1,075 |
| Aug04 |
040528 |
305.75 |
309.25 |
305.00 |
308.25 |
+1.00 |
2,431 |
14,842 |
-677 |
| Sep04 |
040528 |
306.25 |
307.50 |
305.25 |
307.50 |
+0.75 |
994 |
13,609 |
-173 |
| Oct04 |
040528 |
303.50 |
306.00 |
303.50 |
306.00 |
+0.50 |
960 |
8,798 |
+85 |
| Nov04 |
040528 |
303.75 |
304.00 |
302.00 |
304.00 |
+0.50 |
1,250 |
5,197 |
+150 |
| Dec04 |
040528 |
300.00 |
301.75 |
299.75 |
301.00 |
+0.25 |
1,312 |
23,175 |
+158 |
| Jan05 |
040528 |
297.25 |
297.50 |
297.25 |
297.50 |
+0.25 |
100 |
4,835 |
+0 |
| Feb05 |
040528 |
293.25 |
293.25 |
293.25 |
293.25 |
+0.50 |
0 |
1,950 |
+0 |
| Mar05 |
040528 |
287.50 |
287.50 |
287.50 |
287.50 |
+0.75 |
300 |
2,465 |
+72 |
| Total Volume and Open Interest |
39,225 |
170,104 |
-9,704 |
| US Dollar Index(NYBOT) |
| Jun04 |
040528 |
88.89 |
89.08 |
88.66 |
88.98 |
+0.27 |
7,890 |
8,810 |
-85 |
| Sep04 |
040528 |
89.22 |
89.45 |
89.02 |
89.34 |
+0.28 |
360 |
2,264 |
+52 |
| Dec04 |
040528 |
89.43 |
89.67 |
89.43 |
89.67 |
+0.28 |
34 |
50 |
+20 |
| Total Volume and Open Interest |
8,284 |
11,132 |
-13 |
| Australian Dollar(CME) |
| Jun04 |
040528 |
71.33 |
71.50 |
71.10 |
71.24 |
-0.43 |
1,378 |
36,575 |
-625 |
| Sep04 |
040528 |
70.65 |
70.70 |
70.50 |
70.52 |
-0.43 |
43 |
1,188 |
+4 |
| Dec04 |
040528 |
69.90 |
69.90 |
69.90 |
69.90 |
-0.40 |
6 |
193 |
+0 |
| Total Volume and Open Interest |
1,427 |
38,044 |
-621 |
| British Pound(CME) |
| Jun04 |
040528 |
183.31 |
183.68 |
182.73 |
183.04 |
-0.37 |
8,045 |
49,905 |
+3,806 |
| Sep04 |
040528 |
181.70 |
182.25 |
181.26 |
181.56 |
-0.37 |
255 |
832 |
+211 |
| Dec04 |
040528 |
180.16 |
180.16 |
180.16 |
180.16 |
-0.37 |
0 |
362 |
+0 |
| Total Volume and Open Interest |
8,300 |
51,102 |
+4,017 |
| Canadian Dollar(CME) |
| Jun04 |
040528 |
73.38 |
73.52 |
73.12 |
73.25 |
-0.34 |
10,596 |
69,116 |
-2,888 |
| Sep04 |
040528 |
73.24 |
73.42 |
73.00 |
73.12 |
-0.34 |
190 |
5,700 |
+34 |
| Dec04 |
040528 |
73.18 |
73.18 |
72.93 |
73.05 |
-0.34 |
118 |
3,738 |
+17 |
| Mar05 |
040528 |
72.99 |
72.99 |
72.99 |
72.99 |
-0.34 |
7 |
463 |
+3 |
| Total Volume and Open Interest |
10,960 |
79,257 |
-2,785 |
| Japanese Yen(CME) |
| Jun04 |
040528 |
90.29 |
90.92 |
90.27 |
90.61 |
+0.41 |
5,848 |
112,962 |
-744 |
| Sep04 |
040528 |
90.64 |
91.20 |
90.62 |
90.93 |
+0.41 |
159 |
1,344 |
+124 |
| Dec04 |
040528 |
91.35 |
91.35 |
91.35 |
91.35 |
+0.41 |
0 |
135 |
+0 |
| Total Volume and Open Interest |
6,007 |
114,446 |
-620 |
| Swiss Franc(CME) |
| Jun04 |
040528 |
80.08 |
80.22 |
79.69 |
79.92 |
-0.49 |
14,679 |
41,693 |
+4,565 |
| Sep04 |
040528 |
80.33 |
80.33 |
79.94 |
80.14 |
-0.48 |
332 |
782 |
+211 |
| Dec04 |
040528 |
80.47 |
80.57 |
80.39 |
80.39 |
-0.48 |
1 |
125 |
+1 |
| Total Volume and Open Interest |
15,012 |
42,657 |
+4,777 |
| EuroFX(CME) |
| Jun04 |
040528 |
122.44 |
122.70 |
121.96 |
122.10 |
-0.58 |
15,878 |
149,537 |
+1,409 |
| Sep04 |
040528 |
122.25 |
122.36 |
121.79 |
121.88 |
-0.58 |
2,233 |
3,185 |
+968 |
| Dec04 |
040528 |
121.85 |
121.85 |
121.79 |
121.79 |
-0.58 |
5 |
438 |
-1 |
| Total Volume and Open Interest |
18,136 |
153,347 |
+2,376 |
| Mexican Peso(CME) |
| Jun04 |
040528 |
8738.0 |
8770.0 |
8728.0 |
8745.0 |
+18.0 |
8,525 |
58,661 |
-2,031 |
| Sep04 |
040528 |
8620.0 |
8630.0 |
8610.0 |
8623.0 |
+18.0 |
63 |
4,454 |
+1 |
| Total Volume and Open Interest |
8,588 |
65,418 |
-2,030 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040528 |
107~01 |
107~04 |
106~10 |
106~18 |
-0~19 |
173,190 |
267,785 |
-53,165 |
| Sep04 |
040528 |
105~23 |
105~25 |
105~00 |
105~07 |
-0~19 |
308,051 |
300,131 |
+61,942 |
| Dec04 |
040528 |
104~04 |
104~04 |
104~00 |
104~00 |
-0~18 |
763 |
2,812 |
+541 |
| Total Volume and Open Interest |
482,005 |
570,924 |
+9,319 |
| Municipal Bonds(CBOT) |
| Jun04 |
040528 |
100~18 |
100~20 |
100~08 |
100~08 |
-0~19 |
612 |
2,044 |
-66 |
| Sep04 |
040528 |
99~21 |
99~29 |
99~11 |
99~11 |
-0~18 |
440 |
526 |
+270 |
| Total Volume and Open Interest |
1,052 |
2,570 |
+204 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040528 |
110~095 |
110~135 |
109~245 |
109~280 |
-0~165 |
616,482 |
541,055 |
-175,457 |
| Sep04 |
040528 |
108~270 |
108~295 |
108~090 |
108~120 |
-0~175 |
814,839 |
823,413 |
+138,960 |
| Total Volume and Open Interest |
1,431,811 |
1,379,194 |
-36,460 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040528 |
109~220 |
109~290 |
109~155 |
109~180 |
-0~105 |
268,048 |
0 |
+0 |
| Sep04 |
040528 |
108~095 |
108~175 |
108~035 |
108~055 |
-0~115 |
464,248 |
0 |
+0 |
| Dec04 |
040528 |
107~000 |
107~000 |
107~000 |
107~000 |
-0~115 |
542 |
526 |
+525 |
| Total Volume and Open Interest |
732,838 |
526 |
+525 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040528 |
106~021 |
106~030 |
106~006 |
106~008 |
-0~022 |
29,439 |
89,763 |
-28,363 |
| Sep04 |
040528 |
105~048 |
105~060 |
105~034 |
105~035 |
-0~025 |
26,579 |
121,561 |
+36,883 |
| Total Volume and Open Interest |
56,018 |
211,324 |
+8,520 |
| Eurodollars(CME) |
| Jun04 |
040528 |
98.580 |
98.588 |
98.565 |
98.567 |
-0.020 |
88,854 |
825,776 |
-15,024 |
| Sep04 |
040528 |
98.105 |
98.130 |
98.065 |
98.075 |
-0.065 |
166,056 |
824,330 |
-22,620 |
| Dec04 |
040528 |
97.645 |
97.680 |
97.570 |
97.585 |
-0.100 |
136,877 |
858,684 |
-11,388 |
| Mar05 |
040528 |
97.205 |
97.250 |
97.110 |
97.125 |
-0.130 |
166,549 |
639,020 |
-12,203 |
| Jun05 |
040528 |
96.790 |
96.835 |
96.685 |
96.705 |
-0.135 |
123,010 |
559,624 |
-1,712 |
| Sep05 |
040528 |
96.415 |
96.465 |
96.320 |
96.340 |
-0.135 |
81,256 |
429,086 |
-13,719 |
| Dec05 |
040528 |
96.070 |
96.125 |
95.990 |
96.005 |
-0.130 |
45,932 |
362,612 |
-8,188 |
| Mar06 |
040528 |
95.800 |
95.845 |
95.730 |
95.740 |
-0.115 |
46,815 |
278,622 |
+2,678 |
| Jun06 |
040528 |
95.550 |
95.615 |
95.505 |
95.510 |
-0.105 |
25,558 |
185,811 |
+894 |
| Sep06 |
040528 |
95.350 |
95.400 |
95.310 |
95.310 |
-0.090 |
24,325 |
184,478 |
+231 |
| Dec06 |
040528 |
95.130 |
95.190 |
95.105 |
95.110 |
-0.085 |
18,780 |
138,210 |
-1,833 |
| Mar07 |
040528 |
94.985 |
95.030 |
94.950 |
94.960 |
-0.075 |
28,477 |
121,722 |
+6,910 |
| Total Volume and Open Interest |
1,057,327 |
6,026,115 |
-76,396 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040528 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
40 |
12,429 |
-11 |
| Sep04 |
040528 |
99.90 |
99.90 |
99.90 |
99.90 |
-0.01 |
25 |
6,165 |
+0 |
| Dec04 |
040528 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
25 |
9,218 |
+32 |
| Mar05 |
040528 |
99.83 |
99.83 |
99.83 |
99.83 |
-0.01 |
102 |
5,264 |
-1,362 |
| Jun05 |
040528 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
107 |
5,172 |
+144 |
| Sep05 |
040528 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
76 |
3,068 |
+75 |
| Dec05 |
040528 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
591 |
1,988 |
+745 |
| Mar06 |
040528 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
302 |
841 |
+145 |
| Jun06 |
040528 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.02 |
1 |
701 |
-1 |
| Sep06 |
040528 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.02 |
0 |
789 |
+0 |
| Total Volume and Open Interest |
1,269 |
46,904 |
-233 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040528 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.01 |
0 |
71,545 |
+0 |
| Sep04 |
040528 |
99.90 |
99.90 |
99.90 |
99.90 |
-0.01 |
3,563 |
40,199 |
+2,287 |
| Dec04 |
040528 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3,323 |
69,835 |
+1,233 |
| Mar05 |
040528 |
99.84 |
99.84 |
99.83 |
99.83 |
-0.01 |
891 |
45,838 |
+375 |
| Jun05 |
040528 |
99.75 |
99.75 |
99.74 |
99.75 |
-0.01 |
861 |
44,473 |
+471 |
| Sep05 |
040528 |
99.65 |
99.65 |
99.62 |
99.63 |
-0.02 |
848 |
42,537 |
-238 |
| Dec05 |
040528 |
99.54 |
99.54 |
99.50 |
99.51 |
-0.03 |
704 |
18,967 |
+590 |
| Mar06 |
040528 |
99.43 |
99.43 |
99.38 |
99.39 |
-0.04 |
385 |
11,859 |
+160 |
| Total Volume and Open Interest |
11,285 |
365,523 |
+5,475 |
| German Euro-Bund(EUREX) |
| Jun04 |
040528 |
113.60 |
113.66 |
113.20 |
113.33 |
-0.37 |
1,028,485 |
954,874 |
-51,635 |
| Sep04 |
040528 |
113.13 |
113.18 |
112.73 |
112.85 |
-0.37 |
74,300 |
252,828 |
+18,387 |
| Dec04 |
040528 |
111.93 |
111.93 |
111.93 |
111.93 |
-0.37 |
309 |
3 |
+1 |
| Total Volume and Open Interest |
1,103,094 |
1,207,705 |
-33,247 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040528 |
111.22 |
111.26 |
110.89 |
110.96 |
-0.31 |
690,118 |
640,185 |
-19,434 |
| Sep04 |
040528 |
110.60 |
110.60 |
110.27 |
110.33 |
-0.32 |
72,340 |
311,011 |
+30,606 |
| Dec04 |
040528 |
109.51 |
109.51 |
109.51 |
109.51 |
-0.31 |
3,361 |
1 |
+0 |
| Total Volume and Open Interest |
765,819 |
951,197 |
+11,172 |
| Long Gilt(LIFFE) |
| Jun04 |
040528 |
106~04 |
106~06 |
105~19 |
105~23 |
-0~13 |
91,691 |
54,404 |
-11,020 |
| Sep04 |
040528 |
105~26 |
105~27 |
105~07 |
105~12 |
-0~13 |
47,562 |
185,679 |
+23,452 |
| Total Volume and Open Interest |
139,253 |
240,083 |
+12,432 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040528 |
95.30 |
95.31 |
95.27 |
95.28 |
-0.03 |
32,125 |
214,748 |
+1,839 |
| Sep04 |
040528 |
94.95 |
94.96 |
94.91 |
94.92 |
-0.04 |
40,118 |
206,757 |
+2,237 |
| Dec04 |
040528 |
94.70 |
94.71 |
94.65 |
94.66 |
-0.05 |
59,967 |
244,852 |
-5,180 |
| Total Volume and Open Interest |
201,724 |
1,302,213 |
+1,909 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040528 |
97.905 |
97.910 |
97.895 |
97.900 |
-0.005 |
56,345 |
589,512 |
-13,885 |
| Sep04 |
040528 |
97.845 |
97.850 |
97.805 |
97.815 |
-0.025 |
142,975 |
527,916 |
+4,036 |
| Dec04 |
040528 |
97.690 |
97.690 |
97.615 |
97.635 |
-0.045 |
180,486 |
569,417 |
+11,257 |
| Total Volume and Open Interest |
764,833 |
3,058,775 |
+1,967 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040528 |
94.52 |
94.52 |
94.51 |
94.52 |
unch |
7,246 |
99,259 |
+2,463 |
| Sep04 |
040528 |
94.46 |
94.47 |
94.44 |
94.45 |
unch |
29,751 |
192,164 |
+25,371 |
| Dec04 |
040528 |
94.41 |
94.41 |
94.38 |
94.40 |
+0.01 |
16,566 |
88,527 |
+15,855 |
| Mar05 |
040528 |
94.37 |
94.37 |
94.35 |
94.35 |
+0.02 |
3,346 |
49,345 |
+3,356 |
| Jun05 |
040528 |
94.30 |
94.30 |
94.29 |
94.29 |
+0.03 |
1,836 |
22,375 |
+1,711 |
| Sep05 |
040528 |
94.22 |
94.23 |
94.22 |
94.23 |
+0.05 |
654 |
15,046 |
+454 |
| Dec05 |
040528 |
94.16 |
94.16 |
94.15 |
94.15 |
+0.03 |
324 |
12,056 |
+124 |
| Mar06 |
040528 |
94.08 |
94.09 |
94.08 |
94.09 |
+0.04 |
324 |
7,097 |
+223 |
| Jun06 |
040528 |
94.01 |
94.02 |
94.01 |
94.02 |
+0.03 |
173 |
2,362 |
+73 |
| Sep06 |
040528 |
93.94 |
93.96 |
93.94 |
93.96 |
+0.04 |
3 |
1,918 |
+3 |
| Total Volume and Open Interest |
60,229 |
493,483 |
+49,636 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040528 |
94.17 |
94.18 |
94.10 |
94.10 |
-0.05 |
16,864 |
249,290 |
+4,128 |
| Sep04 |
040528 |
94.10 |
94.10 |
94.10 |
94.10 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
94,347 |
461,080 |
+47,451 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040528 |
94.54 |
94.55 |
94.51 |
94.53 |
+0.04 |
59,985 |
455,480 |
+45,351 |
| Sep04 |
040528 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.03 |
100 |
5,600 |
+2,100 |
| Total Volume and Open Interest |
60,085 |
461,080 |
+47,451 |
| Gold(CMX) |
| Jun04 |
040528 |
393.8 |
395.2 |
392.6 |
394.0 |
-0.9 |
53,047 |
14,840 |
-30,178 |
| Aug04 |
040528 |
395.3 |
396.3 |
393.5 |
394.9 |
-1.2 |
75,006 |
136,198 |
+23,905 |
| Oct04 |
040528 |
397.0 |
397.5 |
395.0 |
396.2 |
-1.2 |
1,056 |
9,054 |
+561 |
| Dec04 |
040528 |
399.0 |
399.0 |
396.0 |
397.5 |
-1.2 |
5,975 |
38,338 |
+1,820 |
| Feb05 |
040528 |
399.8 |
399.8 |
398.0 |
399.0 |
-1.2 |
238 |
2,946 |
-17 |
| Apr05 |
040528 |
400.6 |
400.6 |
400.6 |
400.6 |
-1.1 |
60 |
3,622 |
+33 |
| Total Volume and Open Interest |
135,811 |
240,375 |
-3,725 |
| Silver(CMX) |
| Jul04 |
040528 |
617.0 |
619.0 |
603.0 |
611.0 |
-8.5 |
12,424 |
53,742 |
-299 |
| Sep04 |
040528 |
619.0 |
619.0 |
608.5 |
612.8 |
-8.3 |
232 |
6,455 |
-40 |
| Dec04 |
040528 |
623.0 |
625.0 |
607.0 |
614.9 |
-8.3 |
685 |
14,583 |
+134 |
| Mar05 |
040528 |
616.9 |
616.9 |
616.9 |
616.9 |
-8.3 |
166 |
3,919 |
+93 |
| May05 |
040528 |
618.6 |
618.6 |
618.6 |
618.6 |
-8.3 |
0 |
812 |
+0 |
| Total Volume and Open Interest |
13,513 |
85,489 |
-141 |
| Platinum(NYM) |
| Jul04 |
040528 |
839.0 |
840.5 |
825.0 |
829.2 |
-15.2 |
420 |
4,966 |
+12 |
| Oct04 |
040528 |
828.5 |
828.5 |
822.2 |
822.2 |
-15.2 |
19 |
443 |
+9 |
| Jan05 |
040528 |
817.2 |
817.2 |
817.2 |
817.2 |
-15.2 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
439 |
5,417 |
+21 |
| Palladium(NYME) |
| Jun04 |
040528 |
249.00 |
257.45 |
246.00 |
257.45 |
+4.15 |
2,550 |
3,264 |
-989 |
| Sep04 |
040528 |
254.50 |
262.00 |
246.25 |
259.45 |
+4.15 |
2,390 |
5,411 |
+1,226 |
| Dec04 |
040528 |
258.00 |
260.95 |
253.00 |
260.95 |
+4.15 |
7 |
372 |
+7 |
| Total Volume and Open Interest |
4,947 |
9,047 |
+244 |
| Copper(CMX) |
| Jul04 |
040528 |
126.80 |
128.50 |
126.70 |
127.75 |
+0.45 |
14,432 |
42,473 |
+2,811 |
| Sep04 |
040528 |
125.30 |
127.10 |
125.10 |
126.75 |
+1.15 |
1,044 |
8,383 |
+492 |
| Dec04 |
040528 |
121.40 |
123.00 |
121.40 |
122.95 |
+1.25 |
315 |
10,775 |
+140 |
| Mar05 |
040528 |
119.55 |
119.55 |
119.55 |
119.55 |
+1.25 |
8 |
1,288 |
-107 |
| May05 |
040528 |
117.35 |
117.35 |
117.35 |
117.35 |
+1.25 |
3 |
302 |
+1 |
| Total Volume and Open Interest |
16,470 |
70,828 |
+1,978 |
| DJIA Index(CBOT) |
| Jun04 |
040528 |
10190 |
10220 |
10170 |
10200 |
-17 |
8,499 |
44,561 |
-334 |
| Sep04 |
040528 |
10190 |
10190 |
10165 |
10184 |
-17 |
115 |
1,624 |
+48 |
| Dec04 |
040528 |
10175 |
10175 |
10175 |
10175 |
-17 |
2 |
17 |
+2 |
| Total Volume and Open Interest |
8,616 |
46,202 |
-284 |
| S & P 500(CME) |
| Jun04 |
040528 |
1121.20 |
1123.00 |
1117.50 |
1120.30 |
-2.40 |
43,004 |
544,876 |
+719 |
| Sep04 |
040528 |
1121.00 |
1122.00 |
1118.00 |
1119.60 |
-2.40 |
3,986 |
44,212 |
+2,927 |
| Dec04 |
040528 |
1120.00 |
1120.00 |
1120.00 |
1120.00 |
-2.20 |
1 |
2,981 |
-1 |
| Mar05 |
040528 |
1121.50 |
1121.50 |
1121.50 |
1121.50 |
-2.00 |
5 |
237 |
+0 |
| Total Volume and Open Interest |
47,001 |
592,515 |
+3,645 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040528 |
1122.25 |
1123.75 |
1117.50 |
1120.25 |
-2.50 |
706,751 |
554,066 |
+769 |
| Sep04 |
040528 |
1121.00 |
1122.50 |
1117.00 |
1119.50 |
-2.50 |
1,069 |
13,344 |
+357 |
| Total Volume and Open Interest |
707,820 |
567,410 |
+1,126 |
| NASDAQ 100(CME) |
| Jun04 |
040528 |
1463.50 |
1471.00 |
1457.00 |
1467.00 |
unch |
12,715 |
79,775 |
+103 |
| Sep04 |
040528 |
1463.50 |
1471.00 |
1463.00 |
1471.00 |
unch |
808 |
2,356 |
+904 |
| Dec04 |
040528 |
1475.00 |
1475.00 |
1475.00 |
1475.00 |
unch |
0 |
6 |
+0 |
| Total Volume and Open Interest |
13,523 |
82,137 |
+1,007 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040528 |
1465.5 |
1471.5 |
1457.0 |
1467.0 |
unch |
311,661 |
312,169 |
+247 |
| Sep04 |
040528 |
1474.5 |
1474.5 |
1463.0 |
1471.0 |
unch |
211 |
1,671 |
+36 |
| Total Volume and Open Interest |
311,872 |
313,840 |
+283 |
| S & P Midcap 400(CME) |
| Jun04 |
040528 |
592.00 |
595.10 |
591.25 |
594.70 |
+2.60 |
502 |
16,369 |
+30 |
| Sep04 |
040528 |
594.70 |
594.70 |
594.70 |
594.70 |
+2.60 |
|
|
|
| Dec04 |
040528 |
594.70 |
594.70 |
594.70 |
594.70 |
+2.60 |
|
|
|
| Total Volume and Open Interest |
502 |
16,369 |
+30 |
| Russell 2000(CME) |
| Jun04 |
040528 |
566.50 |
569.00 |
564.50 |
568.25 |
+1.00 |
1,218 |
32,079 |
-251 |
| Sep04 |
040528 |
565.50 |
567.05 |
565.50 |
567.05 |
+0.55 |
52 |
247 |
+49 |
| Dec04 |
040528 |
567.05 |
567.05 |
567.05 |
567.05 |
+0.55 |
|
|
|
| Total Volume and Open Interest |
1,270 |
32,326 |
-202 |
| Value Line(KCBT) |
| Jun04 |
040528 |
1578.00 |
1578.00 |
1576.00 |
1576.00 |
unch |
7 |
39 |
+0 |
| Total Volume and Open Interest |
7 |
41 |
+0 |
| Nikkei 225(CME) |
| Jun04 |
040528 |
11300 |
11340 |
11280 |
11300 |
+25 |
4,379 |
38,674 |
+695 |
| Sep04 |
040528 |
11280 |
11350 |
11280 |
11310 |
+25 |
20 |
208 |
+13 |
| Total Volume and Open Interest |
4,399 |
38,885 |
+708 |
| Nikkei 225(SIMEX) |
| Jun04 |
040528 |
11270 |
11365 |
11260 |
11340 |
+180 |
20,529 |
155,654 |
-2,529 |
| Sep04 |
040528 |
11290 |
11350 |
11275 |
11335 |
+180 |
23 |
3,861 |
+78 |
| Dec04 |
040528 |
11305 |
11305 |
11305 |
11305 |
+180 |
|
|
|
| Total Volume and Open Interest |
20,552 |
159,515 |
-2,451 |
| CAC 40(MATIF) |
| May04 |
040528 |
3692.0 |
3699.0 |
3648.5 |
3653.5 |
-25.5 |
136,995 |
471,689 |
+17,599 |
| Jun04 |
040528 |
3670.0 |
3685.5 |
3636.0 |
3640.5 |
-24.5 |
87,703 |
301,593 |
+71,534 |
| Jul04 |
040528 |
3660.0 |
3660.0 |
3645.5 |
3645.5 |
-24.5 |
0 |
310 |
+0 |
| Total Volume and Open Interest |
230,091 |
794,996 |
+89,283 |
| DAX Index(EUREX) |
| Jun04 |
040528 |
3940.0 |
3947.0 |
3896.5 |
3921.5 |
+9.0 |
104,391 |
197,375 |
-4,637 |
| Sep04 |
040528 |
3961.0 |
3965.0 |
3918.0 |
3942.0 |
+9.5 |
236 |
8,417 |
+143 |
| Dec04 |
040528 |
3979.5 |
3987.0 |
3940.5 |
3963.5 |
+9.0 |
95 |
3,247 |
+55 |
| Total Volume and Open Interest |
104,722 |
209,039 |
-4,439 |
| FT-SE 100(LIFFE) |
| Jun04 |
040528 |
4472.50 |
4479.00 |
4425.00 |
4426.50 |
-32.50 |
58,836 |
398,834 |
+620 |
| Sep04 |
040528 |
4479.00 |
4482.50 |
4436.50 |
4436.50 |
-32.50 |
481 |
36,599 |
+4 |
| Dec04 |
040528 |
4468.00 |
4468.00 |
4468.00 |
4468.00 |
-33.00 |
0 |
21,622 |
+0 |
| Total Volume and Open Interest |
59,317 |
458,206 |
+624 |
| SPI 200(SFE) |
| Jun04 |
040528 |
3457.0 |
3467.0 |
3448.0 |
3461.0 |
+14.0 |
13,181 |
160,006 |
+1,139 |
| Sep04 |
040528 |
3458.0 |
3472.0 |
3455.0 |
3467.0 |
+13.0 |
269 |
5,344 |
+242 |
| Dec04 |
040528 |
3485.0 |
3485.0 |
3481.0 |
3481.0 |
+14.0 |
1 |
2,513 |
-13 |
| Total Volume and Open Interest |
13,511 |
169,489 |
+1,396 |
| GSCI(CME) |
| Jun04 |
040528 |
300.00 |
302.40 |
299.50 |
301.95 |
+2.25 |
496 |
16,016 |
+120 |
| Jul04 |
040528 |
299.25 |
299.25 |
299.25 |
299.25 |
+1.55 |
6 |
75 |
+0 |
| Aug04 |
040528 |
293.00 |
293.00 |
293.00 |
293.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
502 |
16,091 |
+120 |
| Reuters CRB Index(NYBOT) |
| Jun04 |
040528 |
275.00 |
277.00 |
275.00 |
276.25 |
+1.25 |
41 |
244 |
-3 |
| Aug04 |
040528 |
274.00 |
275.40 |
274.00 |
274.75 |
+1.25 |
7 |
78 |
+1 |
| Nov04 |
040528 |
275.25 |
275.25 |
275.25 |
275.25 |
+1.25 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
48 |
330 |
-2 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|