|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 07, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040607 |
818.00 |
859.50 |
816.00 |
849.00 |
+10.50 |
40,495 |
94,550 |
-2,414 |
| Aug04 |
040607 |
781.00 |
816.00 |
780.50 |
807.50 |
+2.50 |
9,840 |
24,124 |
-658 |
| Sep04 |
040607 |
709.00 |
725.00 |
707.00 |
718.00 |
-13.00 |
3,218 |
11,543 |
+1,198 |
| Nov04 |
040607 |
670.00 |
690.00 |
670.00 |
689.50 |
-8.50 |
12,767 |
57,531 |
+255 |
| Jan05 |
040607 |
673.00 |
693.00 |
673.00 |
693.00 |
-2.50 |
335 |
4,727 |
-41 |
| Mar05 |
040607 |
676.00 |
689.00 |
672.00 |
689.00 |
-10.00 |
257 |
3,676 |
+15 |
| May05 |
040607 |
673.00 |
684.00 |
672.00 |
684.00 |
-10.00 |
138 |
2,631 |
+20 |
| Total Volume and Open Interest |
67,078 |
200,728 |
-1,635 |
| Soybean Meal(CBOT) |
| Jul04 |
040607 |
255.50 |
270.00 |
255.00 |
268.70 |
+5.00 |
12,721 |
48,253 |
-809 |
| Aug04 |
040607 |
247.00 |
259.70 |
247.00 |
259.50 |
+3.90 |
6,180 |
23,011 |
+127 |
| Sep04 |
040607 |
232.00 |
241.00 |
232.00 |
241.00 |
-0.70 |
1,891 |
14,348 |
+265 |
| Oct04 |
040607 |
215.00 |
218.50 |
214.00 |
218.50 |
-5.00 |
590 |
12,851 |
+12 |
| Dec04 |
040607 |
212.00 |
214.50 |
210.50 |
214.00 |
-6.20 |
6,001 |
32,805 |
-33 |
| Jan05 |
040607 |
212.00 |
213.00 |
210.00 |
212.00 |
-7.00 |
373 |
4,164 |
+7 |
| Mar05 |
040607 |
210.50 |
212.50 |
209.50 |
210.80 |
-7.20 |
939 |
4,660 |
+42 |
| May05 |
040607 |
210.00 |
212.00 |
209.00 |
209.50 |
-7.50 |
717 |
2,846 |
+483 |
| Total Volume and Open Interest |
29,474 |
147,461 |
+293 |
| Soybean Oil(CBOT) |
| Jul04 |
040607 |
27.85 |
28.89 |
27.81 |
28.53 |
+0.12 |
9,996 |
48,625 |
-1,233 |
| Aug04 |
040607 |
27.45 |
28.32 |
27.45 |
28.11 |
+0.13 |
4,025 |
17,605 |
-41 |
| Sep04 |
040607 |
26.81 |
27.55 |
26.81 |
27.31 |
+0.10 |
1,871 |
16,290 |
+583 |
| Oct04 |
040607 |
25.21 |
26.10 |
25.21 |
26.02 |
+0.14 |
669 |
10,632 |
+55 |
| Dec04 |
040607 |
24.80 |
25.40 |
24.80 |
25.22 |
+0.13 |
3,879 |
26,859 |
+471 |
| Jan05 |
040607 |
24.75 |
25.15 |
24.75 |
25.15 |
+0.11 |
221 |
5,313 |
+31 |
| Mar05 |
040607 |
24.74 |
25.10 |
24.74 |
25.10 |
+0.10 |
163 |
4,451 |
-6 |
| May05 |
040607 |
25.05 |
25.05 |
25.05 |
25.05 |
+0.12 |
340 |
1,590 |
+164 |
| Total Volume and Open Interest |
21,404 |
134,874 |
+58 |
| Canola(WCE) |
| Jul04 |
040607 |
366.5 |
377.0 |
365.5 |
377.0 |
+5.0 |
1,460 |
23,278 |
-433 |
| Sep04 |
040607 |
368.8 |
368.8 |
368.8 |
368.8 |
unch |
0 |
50 |
+0 |
| Nov04 |
040607 |
364.0 |
370.0 |
362.5 |
369.7 |
+2.4 |
1,632 |
39,426 |
+348 |
| Jan05 |
040607 |
372.5 |
372.5 |
372.5 |
372.5 |
-0.5 |
5 |
1,378 |
-3 |
| Mar05 |
040607 |
374.5 |
374.5 |
374.5 |
374.5 |
+1.0 |
5 |
490 |
+5 |
| Total Volume and Open Interest |
3,102 |
64,944 |
-83 |
| Corn(CBOT) |
| Jul04 |
040607 |
296.00 |
302.50 |
295.00 |
300.25 |
-8.00 |
37,091 |
206,321 |
-3,133 |
| Sep04 |
040607 |
297.00 |
303.75 |
296.00 |
302.50 |
-7.00 |
16,571 |
71,017 |
+2,133 |
| Dec04 |
040607 |
298.00 |
305.00 |
297.00 |
303.50 |
-7.25 |
49,247 |
317,670 |
+2,211 |
| Mar05 |
040607 |
304.00 |
309.50 |
303.00 |
307.75 |
-7.25 |
4,056 |
27,438 |
+363 |
| May05 |
040607 |
306.00 |
312.50 |
305.50 |
311.75 |
-7.00 |
270 |
7,824 |
+229 |
| Jul05 |
040607 |
305.50 |
312.50 |
305.50 |
311.25 |
-7.00 |
432 |
8,125 |
-160 |
| Total Volume and Open Interest |
108,259 |
650,607 |
+1,434 |
| Wheat(CBOT) |
| Jul04 |
040607 |
363.00 |
366.75 |
360.50 |
363.00 |
-7.00 |
15,040 |
73,445 |
-4,256 |
| Sep04 |
040607 |
375.75 |
376.00 |
371.00 |
373.75 |
-6.75 |
6,801 |
23,202 |
+3,020 |
| Dec04 |
040607 |
384.50 |
386.50 |
380.50 |
384.00 |
-6.25 |
2,524 |
21,393 |
+362 |
| Mar05 |
040607 |
390.00 |
394.00 |
390.00 |
392.00 |
-6.50 |
892 |
3,985 |
+245 |
| May05 |
040607 |
393.00 |
395.00 |
393.00 |
394.00 |
-6.00 |
6 |
102 |
+6 |
| Total Volume and Open Interest |
25,300 |
123,556 |
-606 |
| Wheat(KCBT) |
| Jul04 |
040607 |
383.50 |
386.00 |
380.00 |
383.50 |
-5.50 |
4,907 |
32,702 |
-1,377 |
| Sep04 |
040607 |
393.50 |
393.75 |
388.00 |
391.50 |
-6.25 |
3,031 |
15,237 |
+940 |
| Dec04 |
040607 |
401.00 |
402.50 |
398.50 |
401.25 |
-5.00 |
829 |
10,387 |
+57 |
| Mar05 |
040607 |
404.50 |
406.50 |
404.50 |
406.50 |
-4.50 |
43 |
896 |
+23 |
| May05 |
040607 |
410.00 |
410.00 |
410.00 |
410.00 |
-5.00 |
8 |
11 |
+1 |
| Total Volume and Open Interest |
8,818 |
59,735 |
-357 |
| Wheat(MGE) |
| Jul04 |
040607 |
411.00 |
415.00 |
408.00 |
413.50 |
-3.00 |
1,519 |
14,174 |
+159 |
| Sep04 |
040607 |
408.50 |
411.00 |
406.25 |
410.50 |
-4.00 |
559 |
8,870 |
+170 |
| Dec04 |
040607 |
415.00 |
415.00 |
411.00 |
414.25 |
-5.00 |
266 |
10,287 |
-62 |
| Mar05 |
040607 |
415.00 |
415.00 |
413.75 |
415.00 |
-6.50 |
26 |
485 |
+0 |
| May05 |
040607 |
415.50 |
415.50 |
412.50 |
412.50 |
-9.75 |
2 |
135 |
+0 |
| Total Volume and Open Interest |
2,344 |
34,002 |
+267 |
| Oats(CBOT) |
| Jul04 |
040607 |
139.50 |
146.00 |
139.50 |
144.75 |
-3.50 |
388 |
4,712 |
-85 |
| Sep04 |
040607 |
149.00 |
151.75 |
148.50 |
150.75 |
-3.25 |
182 |
2,308 |
+40 |
| Dec04 |
040607 |
157.00 |
158.50 |
156.00 |
158.00 |
-3.00 |
382 |
4,567 |
-55 |
| Mar05 |
040607 |
163.00 |
163.00 |
163.00 |
163.00 |
-3.00 |
0 |
94 |
+0 |
| Total Volume and Open Interest |
952 |
11,715 |
-100 |
| Rough Rice(CBOT) |
| Jul04 |
040607 |
10.03 |
10.27 |
10.03 |
10.10 |
+0.09 |
338 |
2,815 |
-104 |
| Sep04 |
040607 |
9.35 |
9.36 |
9.24 |
9.24 |
+0.06 |
13 |
693 |
-8 |
| Nov04 |
040607 |
9.06 |
9.12 |
9.06 |
9.10 |
+0.06 |
105 |
1,124 |
+22 |
| Jan05 |
040607 |
9.25 |
9.39 |
9.25 |
9.26 |
+0.03 |
1 |
211 |
+1 |
| Total Volume and Open Interest |
457 |
4,927 |
-89 |
| Live Cattle(CME) |
| Jun04 |
040607 |
90.850 |
92.700 |
90.700 |
91.200 |
+0.700 |
6,346 |
13,472 |
-6,184 |
| Aug04 |
040607 |
90.450 |
92.700 |
90.450 |
91.125 |
+0.900 |
6,897 |
72,155 |
+828 |
| Oct04 |
040607 |
89.025 |
90.750 |
88.950 |
89.550 |
+0.825 |
2,711 |
26,067 |
+653 |
| Dec04 |
040607 |
89.150 |
90.250 |
89.100 |
89.400 |
+0.475 |
798 |
10,325 |
+217 |
| Feb05 |
040607 |
89.000 |
90.200 |
89.000 |
89.325 |
+0.475 |
400 |
5,044 |
+86 |
| Apr05 |
040607 |
87.100 |
88.000 |
87.100 |
87.275 |
+0.400 |
190 |
1,789 |
+161 |
| Total Volume and Open Interest |
17,367 |
129,260 |
-4,229 |
| Feeder Cattle(CME) |
| Aug04 |
040607 |
109.150 |
110.100 |
109.000 |
109.675 |
+1.050 |
937 |
11,107 |
+167 |
| Sep04 |
040607 |
107.950 |
108.800 |
107.900 |
108.600 |
+1.100 |
145 |
1,141 |
+40 |
| Oct04 |
040607 |
106.800 |
107.925 |
106.800 |
107.500 |
+1.075 |
182 |
1,852 |
+57 |
| Nov04 |
040607 |
105.800 |
106.600 |
105.500 |
106.100 |
+1.000 |
72 |
774 |
+31 |
| Jan05 |
040607 |
100.450 |
101.900 |
100.450 |
101.600 |
+1.400 |
69 |
286 |
+34 |
| Mar05 |
040607 |
95.975 |
96.950 |
95.975 |
96.950 |
+1.300 |
19 |
62 |
+11 |
| Apr05 |
040607 |
95.000 |
95.900 |
95.000 |
95.900 |
+1.100 |
2 |
40 |
+2 |
| Total Volume and Open Interest |
1,426 |
15,263 |
+342 |
| Lean Hogs(CME) |
| Jun04 |
040607 |
79.250 |
79.500 |
78.650 |
79.300 |
+0.300 |
5,096 |
12,090 |
-1,544 |
| Jul04 |
040607 |
78.000 |
78.000 |
77.100 |
77.450 |
-0.250 |
6,263 |
35,729 |
-762 |
| Aug04 |
040607 |
77.300 |
77.450 |
76.600 |
77.175 |
-0.075 |
3,968 |
19,831 |
+1,181 |
| Oct04 |
040607 |
64.400 |
64.500 |
63.750 |
64.500 |
+0.025 |
958 |
10,014 |
+360 |
| Dec04 |
040607 |
58.950 |
59.025 |
58.600 |
58.975 |
+0.075 |
495 |
6,428 |
+123 |
| Feb05 |
040607 |
59.850 |
60.000 |
59.650 |
60.000 |
+0.200 |
36 |
798 |
+10 |
| Apr05 |
040607 |
60.400 |
60.500 |
60.300 |
60.500 |
+0.075 |
9 |
388 |
+3 |
| May05 |
040607 |
62.625 |
62.625 |
62.625 |
62.625 |
+0.050 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
16,833 |
85,356 |
-622 |
| Pork Bellies(CME) |
| Jul04 |
040607 |
113.000 |
113.350 |
111.600 |
112.350 |
-1.700 |
398 |
2,737 |
-68 |
| Aug04 |
040607 |
109.750 |
110.400 |
109.200 |
109.600 |
-0.575 |
140 |
648 |
+12 |
| Feb05 |
040607 |
95.900 |
97.950 |
95.900 |
97.950 |
-0.950 |
2 |
17 |
+1 |
| Mar05 |
040607 |
95.300 |
95.300 |
95.300 |
95.300 |
-0.725 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
540 |
3,404 |
-55 |
| Class III Milk(CME) |
| Jun04 |
040607 |
17.20 |
17.29 |
17.15 |
17.27 |
+0.07 |
832 |
5,537 |
-16 |
| Jul04 |
040607 |
15.01 |
15.60 |
15.01 |
15.55 |
+0.57 |
241 |
4,929 |
+120 |
| Aug04 |
040607 |
14.79 |
15.19 |
14.77 |
15.15 |
+0.45 |
50 |
4,768 |
+6 |
| Sep04 |
040607 |
14.64 |
14.95 |
14.64 |
14.81 |
+0.27 |
45 |
4,584 |
+30 |
| Oct04 |
040607 |
13.75 |
14.40 |
13.75 |
14.13 |
+0.38 |
1 |
3,119 |
+0 |
| Total Volume and Open Interest |
1,170 |
28,361 |
+140 |
| Cocoa(NYBOT) |
| Jul04 |
040607 |
1338 |
1342 |
1318 |
1333 |
-1 |
8,848 |
30,095 |
-1,262 |
| Sep04 |
040607 |
1350 |
1354 |
1331 |
1347 |
+2 |
6,455 |
22,711 |
+2,030 |
| Dec04 |
040607 |
1368 |
1368 |
1350 |
1362 |
+3 |
862 |
14,289 |
+297 |
| Mar05 |
040607 |
1380 |
1384 |
1375 |
1384 |
+5 |
748 |
9,629 |
+132 |
| May05 |
040607 |
1390 |
1398 |
1390 |
1398 |
+5 |
42 |
11,354 |
+2 |
| Jul05 |
040607 |
1402 |
1413 |
1400 |
1413 |
+5 |
130 |
10,035 |
-26 |
| Sep05 |
040607 |
1425 |
1429 |
1425 |
1429 |
+6 |
10 |
4,636 |
+10 |
| Total Volume and Open Interest |
17,645 |
103,902 |
+1,733 |
| Coffee "C"(NYBOT) |
| Jul04 |
040607 |
82.75 |
82.75 |
80.80 |
81.05 |
-1.95 |
7,923 |
63,949 |
-355 |
| Sep04 |
040607 |
84.50 |
84.60 |
83.10 |
83.35 |
-1.85 |
5,955 |
34,135 |
+1,243 |
| Dec04 |
040607 |
87.25 |
87.50 |
86.25 |
86.30 |
-1.85 |
2,533 |
10,651 |
-376 |
| Mar05 |
040607 |
89.10 |
89.80 |
88.60 |
89.00 |
-1.80 |
1,868 |
5,835 |
-64 |
| May05 |
040607 |
91.55 |
91.55 |
90.40 |
90.60 |
-1.75 |
69 |
1,136 |
+34 |
| Jul05 |
040607 |
92.25 |
92.25 |
91.50 |
92.10 |
-1.70 |
3 |
1,053 |
+0 |
| Total Volume and Open Interest |
18,352 |
117,130 |
+482 |
| Orange Juice(NYBOT) |
| Jul04 |
040607 |
57.00 |
57.00 |
56.20 |
56.25 |
-0.55 |
3,125 |
21,453 |
-344 |
| Sep04 |
040607 |
59.00 |
59.25 |
58.25 |
58.40 |
-0.50 |
1,228 |
6,282 |
+467 |
| Nov04 |
040607 |
61.40 |
61.40 |
60.40 |
60.40 |
-0.55 |
225 |
4,713 |
+99 |
| Jan05 |
040607 |
63.00 |
63.00 |
62.45 |
62.45 |
-0.55 |
31 |
1,185 |
+2 |
| Mar05 |
040607 |
65.25 |
65.60 |
64.60 |
64.60 |
-0.30 |
144 |
2,813 |
+93 |
| Total Volume and Open Interest |
4,755 |
39,348 |
+317 |
| Sugar #11(NYBOT) |
| Jul04 |
040607 |
7.21 |
7.25 |
7.04 |
7.19 |
unch |
18,840 |
131,035 |
-1,062 |
| Oct04 |
040607 |
7.54 |
7.61 |
7.39 |
7.57 |
+0.03 |
12,727 |
89,601 |
+4,364 |
| Mar05 |
040607 |
7.68 |
7.76 |
7.58 |
7.74 |
+0.03 |
3,247 |
37,972 |
-21 |
| May05 |
040607 |
7.55 |
7.62 |
7.47 |
7.60 |
+0.05 |
1,134 |
13,127 |
-34 |
| Jul05 |
040607 |
7.30 |
7.38 |
7.26 |
7.38 |
+0.08 |
236 |
9,586 |
-135 |
| Total Volume and Open Interest |
36,409 |
291,495 |
+3,208 |
| London Cocoa(LCE) |
| Jul04 |
040607 |
771 |
776 |
762 |
769 |
-1 |
4,164 |
45,095 |
-182 |
| Sep04 |
040607 |
785 |
790 |
776 |
783 |
+1 |
3,816 |
28,912 |
+1,198 |
| Dec04 |
040607 |
804 |
810 |
800 |
807 |
+2 |
3,139 |
46,639 |
+491 |
| Mar05 |
040607 |
825 |
831 |
821 |
828 |
+3 |
1,190 |
27,314 |
+86 |
| May05 |
040607 |
837 |
842 |
837 |
842 |
+3 |
586 |
10,424 |
+227 |
| Jul05 |
040607 |
850 |
856 |
849 |
856 |
+3 |
224 |
9,689 |
+117 |
| Sep05 |
040607 |
860 |
866 |
860 |
866 |
+3 |
105 |
7,065 |
+97 |
| Total Volume and Open Interest |
13,364 |
181,823 |
+2,100 |
| London Coffee(LCE) |
| Jul04 |
040607 |
832.00 |
840.00 |
816.00 |
817.00 |
-9.00 |
6,420 |
61,777 |
-1,327 |
| Sep04 |
040607 |
809.00 |
820.00 |
798.00 |
799.00 |
-7.00 |
4,502 |
54,265 |
+1,269 |
| Nov04 |
040607 |
808.00 |
812.00 |
791.00 |
794.00 |
-7.00 |
1,230 |
25,623 |
+145 |
| Jan05 |
040607 |
810.00 |
812.00 |
793.00 |
796.00 |
-6.00 |
623 |
16,515 |
+506 |
| Mar05 |
040607 |
820.00 |
820.00 |
804.00 |
804.00 |
-6.00 |
244 |
9,957 |
+148 |
| May05 |
040607 |
825.00 |
825.00 |
811.00 |
811.00 |
-6.00 |
1 |
4,651 |
+0 |
| Total Volume and Open Interest |
13,020 |
173,011 |
+741 |
| London Sugar(LCE) |
| Aug04 |
040607 |
221.00 |
222.00 |
219.40 |
221.50 |
+1.10 |
1,938 |
22,621 |
+261 |
| Oct04 |
040607 |
224.90 |
226.20 |
224.00 |
226.00 |
+1.60 |
886 |
11,778 |
-152 |
| Dec04 |
040607 |
230.50 |
231.00 |
229.90 |
231.00 |
+1.00 |
82 |
4,989 |
+1 |
| Mar05 |
040607 |
235.10 |
237.00 |
233.00 |
237.00 |
+1.50 |
362 |
9,215 |
+98 |
| May05 |
040607 |
232.00 |
234.00 |
232.00 |
234.00 |
+1.50 |
17 |
3,795 |
-2 |
| Total Volume and Open Interest |
3,520 |
58,262 |
+330 |
| Cotton(NYBOT) |
| Jul04 |
040607 |
58.05 |
58.20 |
56.25 |
56.53 |
-1.27 |
6,295 |
41,317 |
-462 |
| Oct04 |
040607 |
58.20 |
58.20 |
56.05 |
56.30 |
-1.45 |
174 |
1,885 |
-28 |
| Dec04 |
040607 |
57.60 |
57.60 |
55.65 |
56.19 |
-1.32 |
3,038 |
33,345 |
+689 |
| Mar05 |
040607 |
59.65 |
59.65 |
58.08 |
58.35 |
-1.25 |
554 |
6,305 |
+246 |
| May05 |
040607 |
60.25 |
60.25 |
59.00 |
59.15 |
-1.15 |
10 |
1,303 |
+8 |
| Jul05 |
040607 |
61.00 |
61.00 |
60.00 |
60.10 |
-1.10 |
47 |
774 |
-15 |
| Total Volume and Open Interest |
10,132 |
85,521 |
+451 |
| Lumber(CME) |
| Jul04 |
040607 |
390.0 |
398.6 |
384.0 |
398.6 |
+10.0 |
508 |
3,730 |
+63 |
| Sep04 |
040607 |
361.5 |
371.5 |
356.1 |
370.9 |
+9.4 |
82 |
1,098 |
+25 |
| Nov04 |
040607 |
334.8 |
342.5 |
331.6 |
340.4 |
+5.2 |
11 |
424 |
-7 |
| Jan05 |
040607 |
333.0 |
341.0 |
333.0 |
338.1 |
+4.8 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
601 |
5,300 |
+81 |
| Crude Oil(NYM) |
| Jul04 |
040607 |
38.05 |
38.90 |
37.95 |
38.66 |
+0.17 |
115,921 |
176,043 |
-24,175 |
| Aug04 |
040607 |
38.10 |
38.90 |
38.00 |
38.75 |
+0.22 |
69,249 |
104,730 |
+9,667 |
| Sep04 |
040607 |
37.95 |
38.65 |
37.85 |
38.59 |
+0.21 |
17,984 |
61,488 |
+732 |
| Oct04 |
040607 |
37.70 |
38.27 |
37.50 |
38.27 |
+0.24 |
6,328 |
37,703 |
+975 |
| Nov04 |
040607 |
37.25 |
37.85 |
37.08 |
37.85 |
+0.25 |
3,475 |
23,596 |
+479 |
| Dec04 |
040607 |
36.85 |
37.45 |
36.70 |
37.45 |
+0.25 |
14,961 |
69,550 |
+608 |
| Jan05 |
040607 |
36.75 |
37.00 |
36.35 |
37.00 |
+0.27 |
1,817 |
21,696 |
+153 |
| Feb05 |
040607 |
36.20 |
36.60 |
36.00 |
36.60 |
+0.28 |
1,135 |
12,334 |
-81 |
| Mar05 |
040607 |
35.95 |
36.25 |
35.95 |
36.25 |
+0.29 |
458 |
12,077 |
+119 |
| Apr05 |
040607 |
35.50 |
35.92 |
35.50 |
35.92 |
+0.30 |
375 |
7,945 |
+138 |
| May05 |
040607 |
35.62 |
35.62 |
35.62 |
35.62 |
+0.31 |
68 |
4,389 |
+3 |
| Jun05 |
040607 |
35.00 |
35.36 |
35.00 |
35.36 |
+0.32 |
830 |
19,504 |
-230 |
| Jul05 |
040607 |
34.85 |
35.13 |
34.85 |
35.13 |
+0.32 |
30 |
5,586 |
-225 |
| Aug05 |
040607 |
34.94 |
34.94 |
34.94 |
34.94 |
+0.33 |
0 |
3,962 |
+0 |
| Sep05 |
040607 |
34.75 |
34.75 |
34.75 |
34.75 |
+0.34 |
60 |
6,456 |
-50 |
| Oct05 |
040607 |
34.56 |
34.56 |
34.56 |
34.56 |
+0.34 |
20 |
3,374 |
+20 |
| Total Volume and Open Interest |
241,668 |
720,514 |
-12,324 |
| Heating Oil(NYM) |
| Jul04 |
040607 |
97.40 |
99.50 |
97.00 |
98.92 |
+0.69 |
27,687 |
52,615 |
-6,419 |
| Aug04 |
040607 |
97.60 |
100.00 |
97.50 |
99.55 |
+0.89 |
10,527 |
21,799 |
+1,984 |
| Sep04 |
040607 |
98.40 |
100.35 |
98.40 |
100.25 |
+0.89 |
1,871 |
13,721 |
+259 |
| Oct04 |
040607 |
100.00 |
100.85 |
100.00 |
100.85 |
+0.84 |
553 |
8,791 |
+150 |
| Nov04 |
040607 |
100.50 |
101.70 |
100.50 |
101.45 |
+0.79 |
432 |
7,934 |
+70 |
| Dec04 |
040607 |
101.00 |
102.30 |
101.00 |
102.05 |
+0.74 |
7,243 |
21,706 |
-20 |
| Jan05 |
040607 |
102.40 |
102.70 |
101.75 |
102.35 |
+0.74 |
367 |
8,391 |
+6 |
| Feb05 |
040607 |
100.80 |
102.30 |
100.80 |
101.80 |
+0.74 |
532 |
5,559 |
+158 |
| Mar05 |
040607 |
99.40 |
100.00 |
99.00 |
99.40 |
+0.84 |
216 |
7,508 |
+54 |
| Apr05 |
040607 |
95.50 |
96.35 |
95.50 |
96.05 |
+0.89 |
158 |
1,359 |
+21 |
| May05 |
040607 |
92.95 |
92.95 |
92.50 |
92.90 |
+0.94 |
34 |
1,218 |
+32 |
| Jun05 |
040607 |
90.75 |
90.75 |
90.65 |
90.65 |
+0.99 |
35 |
2,252 |
+2 |
| Total Volume and Open Interest |
49,655 |
153,217 |
-3,703 |
| Unleaded Gas(NYM) |
| Jul04 |
040607 |
116.50 |
120.50 |
116.10 |
120.14 |
+2.35 |
37,012 |
56,456 |
-3,362 |
| Aug04 |
040607 |
114.50 |
117.90 |
114.50 |
117.62 |
+2.17 |
13,446 |
26,340 |
+179 |
| Sep04 |
040607 |
111.00 |
114.50 |
111.00 |
114.04 |
+2.29 |
5,185 |
17,058 |
-343 |
| Oct04 |
040607 |
107.30 |
108.34 |
107.30 |
108.34 |
+2.29 |
1,107 |
6,418 |
-63 |
| Nov04 |
040607 |
104.80 |
105.29 |
104.80 |
105.29 |
+2.54 |
116 |
3,528 |
-84 |
| Dec04 |
040607 |
100.50 |
103.50 |
100.50 |
103.35 |
+2.70 |
1,466 |
7,825 |
-78 |
| Jan05 |
040607 |
102.45 |
102.45 |
102.45 |
102.45 |
+2.75 |
173 |
2,735 |
-5 |
| Feb05 |
040607 |
102.50 |
102.50 |
102.50 |
102.50 |
+2.80 |
562 |
2,235 |
+45 |
| Mar05 |
040607 |
103.25 |
103.25 |
103.25 |
103.25 |
+2.80 |
150 |
1,140 |
+0 |
| Apr05 |
040607 |
108.50 |
109.95 |
108.50 |
109.95 |
+2.80 |
301 |
4,508 |
+115 |
| May05 |
040607 |
109.90 |
109.90 |
109.90 |
109.90 |
+2.85 |
211 |
4,775 |
+100 |
| Jun05 |
040607 |
108.90 |
108.90 |
108.90 |
108.90 |
+2.70 |
116 |
356 |
+106 |
| Total Volume and Open Interest |
59,845 |
133,374 |
-3,390 |
| Natural Gas(NYM) |
| Jul04 |
040607 |
6.140 |
6.265 |
6.080 |
6.207 |
-0.054 |
31,815 |
77,020 |
-3,206 |
| Aug04 |
040607 |
6.170 |
6.320 |
6.170 |
6.265 |
-0.051 |
7,418 |
32,602 |
+379 |
| Sep04 |
040607 |
6.210 |
6.320 |
6.180 |
6.269 |
-0.049 |
3,759 |
30,429 |
+55 |
| Oct04 |
040607 |
6.220 |
6.350 |
6.210 |
6.292 |
-0.049 |
5,250 |
27,963 |
+836 |
| Nov04 |
040607 |
6.450 |
6.545 |
6.430 |
6.502 |
-0.044 |
3,151 |
17,598 |
-144 |
| Dec04 |
040607 |
6.650 |
6.750 |
6.640 |
6.702 |
-0.039 |
2,126 |
20,350 |
-208 |
| Jan05 |
040607 |
6.780 |
6.870 |
6.760 |
6.832 |
-0.039 |
3,329 |
20,605 |
+435 |
| Feb05 |
040607 |
6.745 |
6.820 |
6.720 |
6.787 |
-0.039 |
1,824 |
12,945 |
-86 |
| Mar05 |
040607 |
6.600 |
6.630 |
6.560 |
6.617 |
-0.039 |
1,973 |
15,246 |
+160 |
| Apr05 |
040607 |
5.980 |
6.020 |
5.980 |
6.004 |
-0.034 |
975 |
10,627 |
-361 |
| May05 |
040607 |
5.830 |
5.860 |
5.830 |
5.839 |
-0.034 |
683 |
9,874 |
+144 |
| Jun05 |
040607 |
5.860 |
5.880 |
5.845 |
5.854 |
-0.030 |
361 |
6,697 |
+24 |
| Jul05 |
040607 |
5.910 |
5.910 |
5.880 |
5.890 |
-0.022 |
95 |
11,243 |
+0 |
| Aug05 |
040607 |
5.885 |
5.920 |
5.885 |
5.903 |
-0.022 |
200 |
6,423 |
-5 |
| Sep05 |
040607 |
5.880 |
5.880 |
5.868 |
5.868 |
-0.022 |
456 |
7,063 |
-199 |
| Oct05 |
040607 |
5.880 |
5.915 |
5.880 |
5.882 |
-0.022 |
63 |
5,304 |
+5 |
| Total Volume and Open Interest |
66,014 |
372,347 |
-1,112 |
| Brent Crude Oil(IPE) |
| Jul04 |
040607 |
35.35 |
36.05 |
34.80 |
35.96 |
+0.29 |
41,920 |
71,866 |
-5,020 |
| Aug04 |
040607 |
35.20 |
35.90 |
34.80 |
35.86 |
+0.27 |
32,154 |
78,326 |
+2,011 |
| Sep04 |
040607 |
35.33 |
35.71 |
34.65 |
35.70 |
+0.30 |
10,836 |
31,510 |
+2,277 |
| Oct04 |
040607 |
34.85 |
35.42 |
34.44 |
35.42 |
+0.30 |
2,953 |
15,886 |
+424 |
| Nov04 |
040607 |
34.40 |
35.07 |
34.40 |
35.07 |
+0.30 |
1,182 |
9,658 |
+535 |
| Dec04 |
040607 |
34.10 |
34.70 |
33.75 |
34.70 |
+0.28 |
3,672 |
34,931 |
+805 |
| Jan05 |
040607 |
33.82 |
34.33 |
33.82 |
34.33 |
+0.31 |
405 |
14,188 |
-55 |
| Feb05 |
040607 |
33.40 |
33.98 |
33.40 |
33.98 |
+0.35 |
70 |
7,152 |
+60 |
| Mar05 |
040607 |
33.66 |
33.66 |
33.66 |
33.66 |
+0.38 |
8 |
6,830 |
+8 |
| Apr05 |
040607 |
32.78 |
33.34 |
32.78 |
33.34 |
+0.38 |
120 |
7,005 |
+60 |
| May05 |
040607 |
33.06 |
33.06 |
33.06 |
33.06 |
+0.38 |
100 |
1,568 |
+0 |
| Jun05 |
040607 |
32.25 |
32.85 |
32.25 |
32.85 |
+0.38 |
625 |
16,614 |
+0 |
| Total Volume and Open Interest |
98,545 |
348,917 |
+2,330 |
| Gas Oil(IPE) |
| Jun04 |
040607 |
313.00 |
314.00 |
303.50 |
311.50 |
-1.50 |
12,056 |
22,937 |
-3,803 |
| Jul04 |
040607 |
312.00 |
314.00 |
303.50 |
305.75 |
-1.50 |
13,736 |
47,972 |
+540 |
| Aug04 |
040607 |
306.00 |
307.00 |
297.75 |
304.75 |
-1.75 |
3,854 |
17,292 |
+805 |
| Sep04 |
040607 |
305.25 |
306.50 |
299.00 |
304.00 |
-1.75 |
615 |
14,925 |
+118 |
| Oct04 |
040607 |
301.25 |
305.50 |
298.00 |
303.00 |
-1.50 |
1,824 |
8,595 |
-218 |
| Nov04 |
040607 |
301.50 |
301.50 |
301.50 |
301.50 |
-1.00 |
50 |
5,516 |
+0 |
| Dec04 |
040607 |
296.75 |
300.00 |
293.50 |
298.50 |
-1.25 |
1,212 |
24,253 |
-320 |
| Jan05 |
040607 |
293.50 |
295.00 |
291.00 |
295.00 |
-1.25 |
500 |
4,816 |
+0 |
| Feb05 |
040607 |
290.75 |
290.75 |
290.75 |
290.75 |
-1.00 |
0 |
1,950 |
+0 |
| Mar05 |
040607 |
285.25 |
285.25 |
285.25 |
285.25 |
-0.75 |
0 |
2,465 |
+0 |
| Total Volume and Open Interest |
36,647 |
170,593 |
-603 |
| US Dollar Index(NYBOT) |
| Jun04 |
040607 |
88.27 |
88.38 |
88.09 |
88.29 |
-0.30 |
2,620 |
8,678 |
-766 |
| Sep04 |
040607 |
88.60 |
88.73 |
88.46 |
88.64 |
-0.30 |
1,453 |
3,496 |
+946 |
| Dec04 |
040607 |
88.90 |
88.90 |
88.90 |
88.90 |
-0.35 |
12 |
53 |
-2 |
| Total Volume and Open Interest |
4,085 |
12,235 |
+178 |
| Australian Dollar(CME) |
| Jun04 |
040607 |
70.24 |
70.69 |
70.20 |
70.63 |
+1.13 |
1,951 |
35,457 |
-1,213 |
| Sep04 |
040607 |
69.54 |
69.99 |
69.52 |
69.93 |
+1.12 |
500 |
4,724 |
+158 |
| Dec04 |
040607 |
69.33 |
69.33 |
69.33 |
69.33 |
+1.11 |
0 |
227 |
+0 |
| Total Volume and Open Interest |
2,451 |
40,496 |
-1,055 |
| British Pound(CME) |
| Jun04 |
040607 |
183.70 |
184.18 |
183.37 |
183.90 |
+0.03 |
3,928 |
53,748 |
-1,307 |
| Sep04 |
040607 |
182.26 |
182.73 |
181.92 |
182.42 |
+0.03 |
1,098 |
6,797 |
+1,499 |
| Dec04 |
040607 |
181.02 |
181.02 |
181.02 |
181.02 |
+0.03 |
33 |
393 |
+30 |
| Total Volume and Open Interest |
5,059 |
60,942 |
+222 |
| Canadian Dollar(CME) |
| Jun04 |
040607 |
74.21 |
74.43 |
74.18 |
74.26 |
+0.20 |
11,784 |
57,883 |
-3,830 |
| Sep04 |
040607 |
74.08 |
74.28 |
74.05 |
74.13 |
+0.20 |
2,620 |
16,573 |
+2,637 |
| Dec04 |
040607 |
74.00 |
74.15 |
74.00 |
74.06 |
+0.20 |
240 |
4,061 |
+175 |
| Mar05 |
040607 |
74.00 |
74.07 |
74.00 |
74.00 |
+0.20 |
0 |
488 |
+0 |
| Total Volume and Open Interest |
14,659 |
79,236 |
-1,033 |
| Japanese Yen(CME) |
| Jun04 |
040607 |
91.05 |
91.37 |
90.95 |
91.22 |
+1.17 |
7,387 |
108,831 |
-4,933 |
| Sep04 |
040607 |
91.40 |
91.72 |
91.30 |
91.57 |
+1.18 |
5,826 |
9,749 |
+3,373 |
| Dec04 |
040607 |
92.02 |
92.02 |
92.02 |
92.02 |
+1.19 |
2 |
141 |
+1 |
| Total Volume and Open Interest |
13,215 |
118,726 |
-1,559 |
| Swiss Franc(CME) |
| Jun04 |
040607 |
80.82 |
80.98 |
80.60 |
80.81 |
+0.05 |
8,464 |
41,891 |
-847 |
| Sep04 |
040607 |
81.06 |
81.23 |
80.85 |
81.04 |
+0.05 |
8,701 |
14,852 |
+10,458 |
| Dec04 |
040607 |
81.29 |
81.29 |
81.29 |
81.29 |
+0.05 |
0 |
125 |
+0 |
| Total Volume and Open Interest |
17,165 |
56,925 |
+9,611 |
| EuroFX(CME) |
| Jun04 |
040607 |
123.19 |
123.34 |
123.00 |
123.11 |
+0.23 |
13,881 |
135,625 |
-4,389 |
| Sep04 |
040607 |
122.97 |
123.14 |
122.78 |
122.91 |
+0.24 |
3,388 |
14,392 |
+4,121 |
| Dec04 |
040607 |
123.00 |
123.00 |
122.84 |
122.84 |
+0.25 |
0 |
444 |
+0 |
| Total Volume and Open Interest |
17,270 |
150,675 |
-268 |
| Mexican Peso(CME) |
| Jun04 |
040607 |
8778.0 |
8820.0 |
8770.0 |
8793.0 |
+40.0 |
7,353 |
50,509 |
-7,974 |
| Sep04 |
040607 |
8635.0 |
8680.0 |
8635.0 |
8655.0 |
+40.0 |
3,437 |
15,534 |
+9,526 |
| Total Volume and Open Interest |
10,855 |
68,447 |
+1,550 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040607 |
105~03 |
105~10 |
104~27 |
105~08 |
+0~03 |
40,290 |
104,964 |
-16,589 |
| Sep04 |
040607 |
103~23 |
103~31 |
103~15 |
103~28 |
+0~03 |
352,321 |
411,566 |
+15,356 |
| Dec04 |
040607 |
102~18 |
102~21 |
102~18 |
102~21 |
+0~03 |
51 |
3,020 |
+1 |
| Total Volume and Open Interest |
392,667 |
519,749 |
-1,229 |
| Municipal Bonds(CBOT) |
| Jun04 |
040607 |
99~15 |
99~21 |
99~13 |
99~20 |
+0~02 |
209 |
1,580 |
-73 |
| Sep04 |
040607 |
98~22 |
98~29 |
98~18 |
98~27 |
+0~03 |
133 |
1,142 |
+106 |
| Total Volume and Open Interest |
342 |
2,722 |
+33 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040607 |
108~300 |
109~080 |
108~280 |
109~070 |
+0~055 |
117,346 |
229,016 |
-31,824 |
| Sep04 |
040607 |
107~150 |
107~255 |
107~110 |
107~235 |
+0~060 |
944,181 |
1,114,665 |
+70,746 |
| Total Volume and Open Interest |
1,062,376 |
1,357,841 |
+39,015 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040607 |
108~260 |
109~030 |
108~260 |
109~030 |
+0~055 |
42,596 |
205,493 |
-46,958 |
| Sep04 |
040607 |
107~155 |
107~255 |
107~140 |
107~240 |
+0~060 |
502,223 |
878,489 |
+40,424 |
| Dec04 |
040607 |
106~100 |
106~170 |
106~100 |
106~170 |
+0~060 |
450 |
2,476 |
+0 |
| Total Volume and Open Interest |
544,819 |
2,476 |
+0 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040607 |
105~101 |
105~116 |
105~100 |
105~114 |
+0~010 |
3,674 |
45,839 |
-4,289 |
| Sep04 |
040607 |
104~125 |
105~012 |
104~123 |
105~010 |
+0~010 |
10,798 |
170,912 |
+8,814 |
| Total Volume and Open Interest |
14,472 |
216,751 |
+4,525 |
| Eurodollars(CME) |
| Jun04 |
040607 |
98.537 |
98.550 |
98.535 |
98.548 |
+0.007 |
98,841 |
797,678 |
+3,783 |
| Sep04 |
040607 |
97.955 |
97.985 |
97.945 |
97.980 |
+0.020 |
129,528 |
891,891 |
+30,097 |
| Dec04 |
040607 |
97.435 |
97.490 |
97.420 |
97.485 |
+0.050 |
127,771 |
855,408 |
+17,698 |
| Mar05 |
040607 |
96.960 |
97.030 |
96.945 |
97.025 |
+0.065 |
175,461 |
724,170 |
+32,679 |
| Jun05 |
040607 |
96.535 |
96.610 |
96.520 |
96.605 |
+0.070 |
92,239 |
628,853 |
+26,863 |
| Sep05 |
040607 |
96.175 |
96.250 |
96.160 |
96.240 |
+0.060 |
78,081 |
481,210 |
+20,082 |
| Dec05 |
040607 |
95.850 |
95.925 |
95.835 |
95.915 |
+0.060 |
39,602 |
374,974 |
+2,518 |
| Mar06 |
040607 |
95.575 |
95.660 |
95.560 |
95.650 |
+0.055 |
31,913 |
300,659 |
+1,399 |
| Jun06 |
040607 |
95.355 |
95.435 |
95.340 |
95.425 |
+0.055 |
13,722 |
198,645 |
+3,449 |
| Sep06 |
040607 |
95.170 |
95.230 |
95.140 |
95.220 |
+0.050 |
19,612 |
185,357 |
-512 |
| Dec06 |
040607 |
94.945 |
95.040 |
94.945 |
95.030 |
+0.045 |
10,044 |
138,225 |
+471 |
| Mar07 |
040607 |
94.805 |
94.895 |
94.795 |
94.885 |
+0.045 |
10,471 |
124,306 |
-1,991 |
| Total Volume and Open Interest |
862,271 |
6,337,599 |
+138,865 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040607 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
4 |
12,462 |
-38 |
| Sep04 |
040607 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
5,573 |
+23 |
| Dec04 |
040607 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
9,805 |
+125 |
| Mar05 |
040607 |
99.85 |
99.85 |
99.84 |
99.84 |
-0.01 |
0 |
5,215 |
-183 |
| Jun05 |
040607 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.01 |
0 |
5,013 |
-11 |
| Sep05 |
040607 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
3,199 |
-57 |
| Dec05 |
040607 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.04 |
0 |
1,763 |
-100 |
| Mar06 |
040607 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.04 |
0 |
1,552 |
+48 |
| Jun06 |
040607 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.05 |
0 |
701 |
+0 |
| Sep06 |
040607 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.06 |
0 |
1,089 |
+150 |
| Total Volume and Open Interest |
4 |
47,726 |
-43 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040607 |
99.93 |
99.93 |
99.92 |
99.92 |
-0.01 |
300 |
71,371 |
-84 |
| Sep04 |
040607 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
2,771 |
40,226 |
-138 |
| Dec04 |
040607 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
279 |
65,933 |
-282 |
| Mar05 |
040607 |
99.85 |
99.85 |
99.84 |
99.85 |
unch |
263 |
51,160 |
-135 |
| Jun05 |
040607 |
99.77 |
99.77 |
99.76 |
99.76 |
-0.01 |
521 |
46,473 |
-316 |
| Sep05 |
040607 |
99.65 |
99.65 |
99.64 |
99.65 |
unch |
629 |
40,946 |
-472 |
| Dec05 |
040607 |
99.53 |
99.53 |
99.50 |
99.50 |
-0.04 |
1,315 |
25,405 |
+442 |
| Mar06 |
040607 |
99.36 |
99.36 |
99.35 |
99.35 |
-0.05 |
109 |
16,728 |
+9 |
| Total Volume and Open Interest |
6,415 |
380,347 |
-643 |
| German Euro-Bund(EUREX) |
| Jun04 |
040607 |
112.63 |
113.07 |
112.59 |
113.04 |
+0.28 |
1,439,611 |
407,808 |
-178,458 |
| Sep04 |
040607 |
112.05 |
112.51 |
112.05 |
112.46 |
+0.22 |
628,822 |
746,663 |
+163,981 |
| Dec04 |
040607 |
111.58 |
111.58 |
111.58 |
111.58 |
+0.27 |
1,149 |
126 |
+0 |
| Total Volume and Open Interest |
2,069,582 |
1,154,597 |
-14,477 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040607 |
110.50 |
110.74 |
110.44 |
110.74 |
+0.16 |
886,534 |
262,913 |
-140,385 |
| Sep04 |
040607 |
109.84 |
110.12 |
109.81 |
110.07 |
+0.10 |
381,435 |
581,489 |
+114,289 |
| Dec04 |
040607 |
109.24 |
109.24 |
109.24 |
109.24 |
+0.14 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
1,267,969 |
844,412 |
-26,096 |
| Long Gilt(LIFFE) |
| Jun04 |
040607 |
105~07 |
105~14 |
105~07 |
105~10 |
+0~02 |
11,993 |
34,976 |
-3,077 |
| Sep04 |
040607 |
104~28 |
105~03 |
104~27 |
104~31 |
+0~03 |
39,691 |
208,661 |
-1,572 |
| Total Volume and Open Interest |
51,684 |
243,637 |
-4,649 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040607 |
95.26 |
95.27 |
95.25 |
95.27 |
unch |
14,900 |
190,057 |
-2,994 |
| Sep04 |
040607 |
94.86 |
94.89 |
94.86 |
94.87 |
-0.01 |
23,864 |
214,619 |
-740 |
| Dec04 |
040607 |
94.58 |
94.62 |
94.58 |
94.60 |
-0.01 |
35,837 |
245,295 |
+234 |
| Total Volume and Open Interest |
116,566 |
1,300,073 |
-3,726 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040607 |
97.900 |
97.900 |
97.890 |
97.900 |
+0.005 |
87,001 |
555,507 |
-3,501 |
| Sep04 |
040607 |
97.780 |
97.800 |
97.770 |
97.790 |
+0.010 |
110,726 |
516,262 |
-663 |
| Dec04 |
040607 |
97.570 |
97.600 |
97.560 |
97.580 |
+0.010 |
177,830 |
570,642 |
-520 |
| Total Volume and Open Interest |
747,087 |
3,069,038 |
-8,340 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040607 |
94.51 |
94.51 |
94.49 |
94.50 |
-0.02 |
6,808 |
70,584 |
-4,532 |
| Sep04 |
040607 |
94.51 |
94.51 |
94.48 |
94.49 |
-0.03 |
32,566 |
209,784 |
-8,214 |
| Dec04 |
040607 |
94.46 |
94.46 |
94.43 |
94.45 |
-0.04 |
13,540 |
92,092 |
-11,293 |
| Mar05 |
040607 |
94.39 |
94.40 |
94.38 |
94.40 |
-0.04 |
4,000 |
46,819 |
-1,969 |
| Jun05 |
040607 |
94.35 |
94.36 |
94.34 |
94.35 |
-0.05 |
1,082 |
22,307 |
-2,014 |
| Sep05 |
040607 |
94.29 |
94.31 |
94.29 |
94.31 |
-0.04 |
1,785 |
15,582 |
+987 |
| Dec05 |
040607 |
94.23 |
94.24 |
94.23 |
94.24 |
-0.04 |
1,422 |
12,632 |
-199 |
| Mar06 |
040607 |
94.17 |
94.17 |
94.17 |
94.17 |
-0.04 |
820 |
8,096 |
+260 |
| Jun06 |
040607 |
94.10 |
94.10 |
94.10 |
94.10 |
-0.06 |
870 |
2,714 |
+350 |
| Sep06 |
040607 |
94.03 |
94.03 |
94.03 |
94.03 |
-0.07 |
31 |
2,058 |
+0 |
| Total Volume and Open Interest |
63,035 |
485,859 |
-26,543 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040607 |
94.63 |
94.66 |
94.55 |
94.58 |
+0.42 |
8,514 |
232,133 |
+228,586 |
| Sep04 |
040607 |
94.56 |
94.56 |
94.48 |
94.50 |
+0.32 |
70 |
3,815 |
+3,810 |
| Total Volume and Open Interest |
121,161 |
508,364 |
-28,520 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040607 |
94.60 |
94.60 |
94.55 |
94.58 |
-0.06 |
76,126 |
479,274 |
-30,389 |
| Sep04 |
040607 |
94.51 |
94.51 |
94.48 |
94.50 |
-0.06 |
2,445 |
29,090 |
+1,869 |
| Total Volume and Open Interest |
78,571 |
508,364 |
-28,520 |
| Gold(CMX) |
| Jun04 |
040607 |
392.8 |
394.0 |
392.0 |
393.7 |
+2.8 |
234 |
1,068 |
-109 |
| Aug04 |
040607 |
393.4 |
395.2 |
392.6 |
394.5 |
+2.8 |
38,393 |
136,847 |
+2,309 |
| Oct04 |
040607 |
395.2 |
395.9 |
394.5 |
395.8 |
+2.8 |
28 |
9,544 |
-12 |
| Dec04 |
040607 |
396.7 |
398.0 |
395.5 |
397.2 |
+2.8 |
1,629 |
38,218 |
-397 |
| Feb05 |
040607 |
399.0 |
399.8 |
398.5 |
398.8 |
+2.8 |
301 |
3,155 |
+19 |
| Apr05 |
040607 |
400.6 |
400.6 |
400.6 |
400.6 |
+2.8 |
270 |
3,642 |
+77 |
| Total Volume and Open Interest |
41,115 |
228,343 |
+1,790 |
| Silver(CMX) |
| Jul04 |
040607 |
585.0 |
592.5 |
581.5 |
590.0 |
+9.0 |
9,978 |
50,211 |
-784 |
| Sep04 |
040607 |
588.0 |
595.0 |
583.0 |
591.9 |
+9.1 |
568 |
9,385 |
+203 |
| Dec04 |
040607 |
590.0 |
598.0 |
586.0 |
594.4 |
+9.2 |
554 |
14,799 |
-27 |
| Mar05 |
040607 |
593.0 |
596.9 |
593.0 |
596.9 |
+9.5 |
286 |
3,968 |
+199 |
| May05 |
040607 |
599.1 |
599.1 |
599.1 |
599.1 |
+9.7 |
0 |
812 |
+0 |
| Total Volume and Open Interest |
11,446 |
85,187 |
-352 |
| Platinum(NYM) |
| Jul04 |
040607 |
830.0 |
837.0 |
828.0 |
836.2 |
+6.6 |
498 |
4,708 |
-72 |
| Oct04 |
040607 |
827.0 |
832.0 |
827.0 |
829.7 |
+6.6 |
114 |
764 |
+104 |
| Jan05 |
040607 |
824.7 |
824.7 |
824.7 |
824.7 |
+6.6 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
612 |
5,480 |
+32 |
| Palladium(NYME) |
| Jun04 |
040607 |
244.00 |
245.35 |
244.00 |
245.35 |
+2.35 |
39 |
459 |
-77 |
| Sep04 |
040607 |
244.00 |
247.00 |
243.50 |
246.60 |
+2.20 |
449 |
6,806 |
-77 |
| Dec04 |
040607 |
248.10 |
248.10 |
248.10 |
248.10 |
+2.20 |
39 |
448 |
+26 |
| Total Volume and Open Interest |
527 |
7,713 |
-128 |
| Copper(CMX) |
| Jul04 |
040607 |
125.60 |
126.80 |
125.30 |
126.55 |
+3.40 |
7,948 |
38,067 |
-1,165 |
| Sep04 |
040607 |
125.10 |
126.30 |
124.70 |
126.15 |
+3.50 |
1,111 |
11,813 |
+176 |
| Dec04 |
040607 |
122.40 |
123.30 |
122.30 |
123.05 |
+3.50 |
346 |
10,382 |
+53 |
| Mar05 |
040607 |
120.05 |
120.05 |
120.05 |
120.05 |
+3.40 |
39 |
1,334 |
+34 |
| May05 |
040607 |
117.95 |
117.95 |
117.95 |
117.95 |
+3.40 |
0 |
309 |
+0 |
| Total Volume and Open Interest |
9,621 |
69,370 |
-922 |
| DJIA Index(CBOT) |
| Jun04 |
040607 |
10308 |
10391 |
10295 |
10379 |
+129 |
7,478 |
45,282 |
+97 |
| Sep04 |
040607 |
10295 |
10365 |
10280 |
10363 |
+130 |
291 |
1,949 |
+158 |
| Dec04 |
040607 |
10335 |
10356 |
10335 |
10356 |
+130 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
7,769 |
47,250 |
+255 |
| S & P 500(CME) |
| Jun04 |
040607 |
1128.00 |
1141.70 |
1127.80 |
1140.30 |
+17.10 |
55,972 |
490,695 |
-15,905 |
| Sep04 |
040607 |
1127.90 |
1141.20 |
1127.50 |
1139.90 |
+17.20 |
26,263 |
108,584 |
+21,528 |
| Dec04 |
040607 |
1131.30 |
1140.40 |
1131.30 |
1140.40 |
+17.20 |
20 |
3,183 |
+20 |
| Mar05 |
040607 |
1142.60 |
1142.60 |
1142.60 |
1142.60 |
+17.20 |
1 |
236 |
+0 |
| Total Volume and Open Interest |
82,256 |
602,914 |
+5,643 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040607 |
1122.50 |
1142.00 |
1122.50 |
1140.25 |
+17.00 |
623,184 |
553,037 |
+3,315 |
| Sep04 |
040607 |
1123.25 |
1141.50 |
1122.50 |
1140.00 |
+17.25 |
18,158 |
50,394 |
+14,212 |
| Total Volume and Open Interest |
641,342 |
603,431 |
+17,527 |
| NASDAQ 100(CME) |
| Jun04 |
040607 |
1466.50 |
1493.00 |
1464.00 |
1491.00 |
+34.50 |
12,747 |
74,744 |
-1,819 |
| Sep04 |
040607 |
1469.50 |
1496.00 |
1469.00 |
1495.00 |
+34.50 |
3,051 |
8,344 |
+3,079 |
| Dec04 |
040607 |
1502.00 |
1502.00 |
1502.00 |
1502.00 |
+37.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
15,798 |
83,094 |
+1,260 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040607 |
1454.5 |
1493.0 |
1454.0 |
1491.0 |
+34.5 |
286,793 |
319,113 |
+9,646 |
| Sep04 |
040607 |
1460.5 |
1496.5 |
1460.5 |
1495.0 |
+34.5 |
1,415 |
3,233 |
+627 |
| Total Volume and Open Interest |
288,208 |
322,346 |
+10,273 |
| S & P Midcap 400(CME) |
| Jun04 |
040607 |
596.00 |
602.50 |
594.50 |
602.25 |
+9.00 |
654 |
16,963 |
-117 |
| Sep04 |
040607 |
602.75 |
602.75 |
602.75 |
602.75 |
+9.15 |
32 |
82 |
+32 |
| Dec04 |
040607 |
602.75 |
602.75 |
602.75 |
602.75 |
+9.15 |
|
|
|
| Total Volume and Open Interest |
686 |
17,045 |
-85 |
| Russell 2000(CME) |
| Jun04 |
040607 |
571.00 |
578.75 |
569.00 |
578.35 |
+11.10 |
2,641 |
32,794 |
-75 |
| Sep04 |
040607 |
569.50 |
577.65 |
569.50 |
577.65 |
+11.15 |
835 |
1,801 |
+717 |
| Dec04 |
040607 |
577.65 |
577.65 |
577.65 |
577.65 |
+11.15 |
|
|
|
| Total Volume and Open Interest |
3,476 |
34,595 |
+642 |
| Value Line(KCBT) |
| Jun04 |
040607 |
1586.00 |
1600.00 |
1586.00 |
1600.00 |
+26.00 |
18 |
26 |
-12 |
| Total Volume and Open Interest |
31 |
39 |
-2 |
| Nikkei 225(CME) |
| Jun04 |
040607 |
11420 |
11530 |
11410 |
11500 |
+270 |
4,165 |
39,047 |
-396 |
| Sep04 |
040607 |
11440 |
11530 |
11400 |
11510 |
+265 |
1,397 |
3,781 |
+992 |
| Total Volume and Open Interest |
5,562 |
42,831 |
+596 |
| Nikkei 225(SIMEX) |
| Jun04 |
040607 |
11235 |
11490 |
11235 |
11415 |
+280 |
23,651 |
157,317 |
-3,231 |
| Sep04 |
040607 |
11250 |
11490 |
11245 |
11415 |
+280 |
2,551 |
9,285 |
+2,856 |
| Dec04 |
040607 |
11385 |
11385 |
11385 |
11385 |
+280 |
|
|
|
| Total Volume and Open Interest |
26,202 |
166,602 |
-375 |
| CAC 40(MATIF) |
| Jun04 |
040607 |
3703.0 |
3720.0 |
3695.5 |
3715.0 |
+29.0 |
68,005 |
453,110 |
+452,551 |
| Jul04 |
040607 |
3713.5 |
3721.5 |
3702.5 |
3721.0 |
+29.5 |
47 |
567 |
+8 |
| Aug04 |
040607 |
3727.0 |
3727.0 |
3727.0 |
3727.0 |
+29.5 |
16 |
0 |
+0 |
| Total Volume and Open Interest |
69,251 |
475,306 |
+25,036 |
| DAX Index(EUREX) |
| Jun04 |
040607 |
4012.0 |
4028.0 |
4004.5 |
4026.0 |
+43.5 |
112,535 |
196,346 |
-4,610 |
| Sep04 |
040607 |
4035.0 |
4047.5 |
4026.0 |
4047.5 |
+44.0 |
1,089 |
9,696 |
+146 |
| Dec04 |
040607 |
4061.5 |
4070.0 |
4050.0 |
4070.0 |
+44.0 |
70 |
3,370 |
+0 |
| Total Volume and Open Interest |
113,694 |
209,412 |
-4,464 |
| FT-SE 100(LIFFE) |
| Jun04 |
040607 |
4483.00 |
4504.00 |
4475.00 |
4492.00 |
+31.00 |
62,357 |
400,240 |
-5,419 |
| Sep04 |
040607 |
4495.50 |
4513.00 |
4489.50 |
4503.00 |
+31.00 |
2,433 |
42,570 |
+2,329 |
| Dec04 |
040607 |
4527.00 |
4535.50 |
4527.00 |
4535.50 |
+33.00 |
0 |
21,622 |
+0 |
| Total Volume and Open Interest |
66,290 |
467,782 |
-1,590 |
| SPI 200(SFE) |
| Jun04 |
040607 |
3486.0 |
3501.0 |
3481.0 |
3500.0 |
+24.0 |
10,407 |
156,629 |
-2,343 |
| Sep04 |
040607 |
3491.0 |
3509.0 |
3489.0 |
3508.0 |
+25.0 |
2,827 |
11,937 |
+2,634 |
| Dec04 |
040607 |
3521.0 |
3521.0 |
3521.0 |
3521.0 |
+25.0 |
1 |
2,614 |
-38 |
| Total Volume and Open Interest |
13,237 |
172,893 |
+253 |
| GSCI(CME) |
| Jun04 |
040607 |
291.00 |
295.45 |
291.00 |
295.45 |
+0.85 |
164 |
15,639 |
-137 |
| Jul04 |
040607 |
292.50 |
294.40 |
292.50 |
294.40 |
+0.90 |
0 |
394 |
+0 |
| Aug04 |
040607 |
291.50 |
291.50 |
291.50 |
291.50 |
+0.25 |
|
|
|
| Total Volume and Open Interest |
164 |
16,033 |
-137 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040607 |
271.25 |
273.50 |
271.25 |
273.00 |
-0.75 |
79 |
163 |
+41 |
| Nov04 |
040607 |
273.50 |
273.50 |
273.50 |
273.50 |
-0.75 |
0 |
3 |
+0 |
| Jan05 |
040607 |
273.75 |
273.75 |
273.75 |
273.75 |
-0.75 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
146 |
335 |
+35 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|