|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 14, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040614 |
865.00 |
896.00 |
863.00 |
872.50 |
+25.50 |
42,893 |
85,739 |
-3,327 |
| Aug04 |
040614 |
798.00 |
820.00 |
793.00 |
799.25 |
+14.75 |
11,629 |
30,942 |
+2,914 |
| Sep04 |
040614 |
695.00 |
720.00 |
695.00 |
705.50 |
+13.75 |
1,976 |
11,324 |
-268 |
| Nov04 |
040614 |
661.00 |
686.00 |
660.00 |
675.00 |
+11.50 |
19,381 |
67,420 |
+4,204 |
| Jan05 |
040614 |
674.00 |
683.00 |
668.00 |
672.00 |
+7.00 |
382 |
4,768 |
+75 |
| Mar05 |
040614 |
663.00 |
679.00 |
663.00 |
674.50 |
+10.00 |
226 |
3,805 |
+150 |
| May05 |
040614 |
665.00 |
673.00 |
662.00 |
667.00 |
+6.00 |
551 |
2,988 |
+207 |
| Total Volume and Open Interest |
77,296 |
208,713 |
+3,905 |
| Soybean Meal(CBOT) |
| Jul04 |
040614 |
275.50 |
283.00 |
275.00 |
279.50 |
+8.20 |
12,395 |
45,462 |
+8 |
| Aug04 |
040614 |
262.00 |
266.50 |
262.00 |
263.70 |
+5.30 |
7,548 |
24,433 |
+132 |
| Sep04 |
040614 |
236.00 |
241.00 |
236.00 |
237.60 |
+2.30 |
1,114 |
15,954 |
+93 |
| Oct04 |
040614 |
209.00 |
214.00 |
209.00 |
210.50 |
+1.00 |
500 |
13,129 |
+41 |
| Dec04 |
040614 |
205.00 |
209.50 |
205.00 |
207.00 |
+1.70 |
5,935 |
36,146 |
+2,154 |
| Jan05 |
040614 |
205.50 |
208.50 |
205.00 |
205.50 |
+2.00 |
734 |
4,680 |
+246 |
| Mar05 |
040614 |
205.00 |
207.50 |
204.50 |
204.70 |
+0.20 |
751 |
4,580 |
-10 |
| May05 |
040614 |
204.00 |
206.00 |
203.00 |
204.00 |
unch |
1,121 |
3,697 |
+416 |
| Total Volume and Open Interest |
31,235 |
153,475 |
+3,777 |
| Soybean Oil(CBOT) |
| Jul04 |
040614 |
27.95 |
28.93 |
27.95 |
28.11 |
+0.28 |
13,670 |
43,747 |
-37 |
| Aug04 |
040614 |
27.28 |
27.95 |
27.20 |
27.22 |
+0.21 |
6,220 |
19,557 |
+1,080 |
| Sep04 |
040614 |
26.40 |
27.15 |
26.40 |
26.52 |
+0.27 |
2,696 |
16,600 |
+150 |
| Oct04 |
040614 |
25.39 |
25.90 |
25.31 |
25.56 |
+0.31 |
1,456 |
10,577 |
-60 |
| Dec04 |
040614 |
24.50 |
25.00 |
24.45 |
24.72 |
+0.36 |
5,995 |
32,880 |
+2,107 |
| Jan05 |
040614 |
24.67 |
24.67 |
24.67 |
24.67 |
+0.39 |
1,214 |
5,820 |
+444 |
| Mar05 |
040614 |
24.85 |
24.85 |
24.65 |
24.65 |
+0.37 |
497 |
4,578 |
+72 |
| May05 |
040614 |
24.80 |
24.80 |
24.70 |
24.70 |
+0.42 |
398 |
1,780 |
+184 |
| Total Volume and Open Interest |
33,124 |
139,190 |
+4,094 |
| Canola(WCE) |
| Jul04 |
040614 |
384.0 |
389.0 |
383.0 |
387.6 |
+8.1 |
2,256 |
16,717 |
+0 |
| Sep04 |
040614 |
362.8 |
362.8 |
362.8 |
362.8 |
unch |
0 |
50 |
+0 |
| Nov04 |
040614 |
361.0 |
367.0 |
361.0 |
364.0 |
+1.6 |
3,378 |
39,996 |
+0 |
| Jan05 |
040614 |
368.3 |
368.3 |
368.3 |
368.3 |
+2.0 |
27 |
1,400 |
+0 |
| Mar05 |
040614 |
371.5 |
371.5 |
371.5 |
371.5 |
+2.5 |
25 |
490 |
+0 |
| Total Volume and Open Interest |
6,216 |
59,505 |
+0 |
| Corn(CBOT) |
| Jul04 |
040614 |
285.25 |
290.00 |
285.00 |
288.25 |
+2.50 |
54,042 |
159,628 |
-12,242 |
| Sep04 |
040614 |
289.00 |
294.00 |
289.00 |
292.25 |
+2.50 |
27,240 |
108,133 |
+11,956 |
| Dec04 |
040614 |
290.00 |
296.50 |
290.00 |
294.50 |
+3.75 |
87,008 |
313,462 |
-1,954 |
| Mar05 |
040614 |
294.50 |
300.50 |
294.50 |
298.75 |
+3.75 |
3,523 |
27,380 |
-1,176 |
| May05 |
040614 |
301.00 |
304.00 |
301.00 |
303.00 |
+3.50 |
1,449 |
8,722 |
+351 |
| Jul05 |
040614 |
302.00 |
304.00 |
301.25 |
302.00 |
+2.75 |
918 |
8,629 |
+308 |
| Total Volume and Open Interest |
176,074 |
638,064 |
-2,657 |
| Wheat(CBOT) |
| Jul04 |
040614 |
351.50 |
360.00 |
350.00 |
356.50 |
+6.00 |
34,153 |
54,218 |
-4,767 |
| Sep04 |
040614 |
360.50 |
370.00 |
360.50 |
366.75 |
+5.25 |
15,525 |
47,097 |
+8,150 |
| Dec04 |
040614 |
371.50 |
379.50 |
371.50 |
376.75 |
+4.75 |
6,928 |
23,825 |
+1,400 |
| Mar05 |
040614 |
379.00 |
386.50 |
379.00 |
384.25 |
+4.00 |
540 |
4,910 |
+45 |
| May05 |
040614 |
385.00 |
385.00 |
385.00 |
385.00 |
+4.00 |
1 |
98 |
+0 |
| Total Volume and Open Interest |
57,363 |
131,780 |
+4,918 |
| Wheat(KCBT) |
| Jul04 |
040614 |
375.00 |
381.50 |
374.50 |
379.00 |
+3.00 |
9,358 |
26,877 |
-1,307 |
| Sep04 |
040614 |
383.00 |
388.00 |
382.50 |
387.25 |
+3.75 |
5,501 |
21,370 |
+1,873 |
| Dec04 |
040614 |
393.50 |
397.00 |
392.50 |
395.25 |
+1.00 |
3,007 |
11,928 |
+401 |
| Mar05 |
040614 |
401.00 |
403.00 |
400.50 |
400.50 |
+0.25 |
163 |
1,272 |
+130 |
| May05 |
040614 |
401.00 |
401.00 |
401.00 |
401.00 |
unch |
0 |
11 |
+0 |
| Total Volume and Open Interest |
18,031 |
61,959 |
+1,099 |
| Wheat(MGE) |
| Jul04 |
040614 |
406.00 |
413.50 |
406.00 |
408.25 |
+1.25 |
3,065 |
12,238 |
-519 |
| Sep04 |
040614 |
402.50 |
408.25 |
402.50 |
404.50 |
+1.00 |
2,442 |
10,828 |
+636 |
| Dec04 |
040614 |
408.00 |
412.25 |
408.00 |
409.50 |
+1.25 |
1,240 |
10,136 |
-103 |
| Mar05 |
040614 |
414.00 |
414.00 |
411.00 |
411.00 |
+0.50 |
33 |
528 |
+22 |
| May05 |
040614 |
409.50 |
409.50 |
409.50 |
409.50 |
+1.00 |
1 |
160 |
+1 |
| Total Volume and Open Interest |
6,781 |
33,941 |
+37 |
| Oats(CBOT) |
| Jul04 |
040614 |
144.75 |
149.50 |
144.75 |
147.25 |
+2.00 |
629 |
4,398 |
-132 |
| Sep04 |
040614 |
151.75 |
155.00 |
151.50 |
153.00 |
+2.00 |
70 |
2,427 |
-9 |
| Dec04 |
040614 |
158.00 |
160.00 |
157.50 |
158.00 |
+1.50 |
506 |
4,788 |
+97 |
| Mar05 |
040614 |
163.00 |
163.00 |
163.00 |
163.00 |
unch |
0 |
94 |
+0 |
| Total Volume and Open Interest |
1,205 |
11,741 |
-44 |
| Rough Rice(CBOT) |
| Jul04 |
040614 |
10.32 |
10.53 |
10.12 |
10.12 |
+0.05 |
95 |
2,662 |
-124 |
| Sep04 |
040614 |
9.25 |
9.35 |
9.10 |
9.10 |
+0.02 |
3 |
639 |
-5 |
| Nov04 |
040614 |
9.20 |
9.24 |
9.08 |
9.08 |
+0.04 |
56 |
1,136 |
-26 |
| Jan05 |
040614 |
9.30 |
9.30 |
9.20 |
9.20 |
+0.05 |
10 |
235 |
+9 |
| Total Volume and Open Interest |
174 |
4,766 |
-136 |
| Live Cattle(CME) |
| Jun04 |
040614 |
86.300 |
86.450 |
85.200 |
85.325 |
-1.425 |
4,938 |
9,924 |
-1,597 |
| Aug04 |
040614 |
86.500 |
87.700 |
85.875 |
85.975 |
-1.275 |
10,082 |
70,986 |
-583 |
| Oct04 |
040614 |
87.350 |
87.900 |
86.525 |
86.725 |
-0.925 |
4,099 |
27,858 |
+986 |
| Dec04 |
040614 |
87.750 |
88.500 |
87.100 |
87.175 |
-0.875 |
865 |
10,873 |
+132 |
| Feb05 |
040614 |
87.900 |
88.000 |
87.125 |
87.450 |
-0.675 |
390 |
5,617 |
+92 |
| Apr05 |
040614 |
85.600 |
85.700 |
85.100 |
85.450 |
-0.600 |
96 |
1,799 |
-2 |
| Total Volume and Open Interest |
20,555 |
127,601 |
-907 |
| Feeder Cattle(CME) |
| Aug04 |
040614 |
107.400 |
107.750 |
106.775 |
107.250 |
-0.250 |
1,024 |
11,348 |
+1 |
| Sep04 |
040614 |
105.800 |
105.800 |
105.000 |
105.575 |
-0.325 |
237 |
1,149 |
+10 |
| Oct04 |
040614 |
104.800 |
104.800 |
103.900 |
104.250 |
-0.800 |
262 |
2,022 |
+53 |
| Nov04 |
040614 |
103.550 |
103.600 |
102.850 |
103.500 |
-0.600 |
42 |
861 |
+10 |
| Jan05 |
040614 |
99.500 |
99.500 |
98.750 |
99.200 |
-0.800 |
32 |
323 |
+6 |
| Mar05 |
040614 |
95.125 |
95.125 |
95.000 |
95.000 |
-0.200 |
11 |
72 |
-3 |
| Apr05 |
040614 |
94.950 |
94.950 |
94.400 |
94.400 |
-0.600 |
2 |
46 |
+1 |
| Total Volume and Open Interest |
1,612 |
15,827 |
+80 |
| Lean Hogs(CME) |
| Jun04 |
040614 |
79.000 |
79.200 |
78.850 |
79.175 |
+0.775 |
2,543 |
6,779 |
-1,079 |
| Jul04 |
040614 |
77.100 |
77.900 |
76.600 |
76.650 |
+0.325 |
7,774 |
25,502 |
-1,423 |
| Aug04 |
040614 |
76.450 |
77.050 |
76.000 |
76.150 |
-0.075 |
6,252 |
30,751 |
+3,616 |
| Oct04 |
040614 |
64.300 |
64.600 |
64.000 |
64.225 |
-0.150 |
1,048 |
10,417 |
+183 |
| Dec04 |
040614 |
59.225 |
59.225 |
58.750 |
59.025 |
-0.200 |
351 |
6,809 |
+167 |
| Feb05 |
040614 |
59.500 |
59.650 |
59.000 |
59.650 |
+0.150 |
17 |
848 |
-2 |
| Apr05 |
040614 |
60.000 |
60.400 |
60.000 |
60.400 |
+0.150 |
18 |
394 |
+7 |
| May05 |
040614 |
62.500 |
62.500 |
62.500 |
62.500 |
+0.325 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
18,006 |
81,590 |
+1,471 |
| Pork Bellies(CME) |
| Jul04 |
040614 |
111.550 |
113.250 |
111.550 |
111.725 |
-0.025 |
569 |
2,370 |
-23 |
| Aug04 |
040614 |
109.600 |
111.250 |
109.500 |
110.150 |
+0.350 |
184 |
668 |
+22 |
| Feb05 |
040614 |
93.000 |
93.850 |
93.000 |
93.800 |
+1.050 |
13 |
35 |
+11 |
| Mar05 |
040614 |
92.750 |
92.750 |
92.750 |
92.750 |
-0.500 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
766 |
3,075 |
+10 |
| Class III Milk(CME) |
| Jun04 |
040614 |
17.57 |
17.57 |
17.52 |
17.54 |
-0.03 |
186 |
6,578 |
+9 |
| Jul04 |
040614 |
16.30 |
16.30 |
15.99 |
16.17 |
-0.13 |
467 |
4,479 |
-71 |
| Aug04 |
040614 |
16.21 |
16.25 |
15.96 |
15.96 |
-0.25 |
246 |
4,475 |
-22 |
| Sep04 |
040614 |
15.73 |
15.80 |
15.56 |
15.56 |
-0.22 |
151 |
4,293 |
+42 |
| Oct04 |
040614 |
14.55 |
14.60 |
14.30 |
14.35 |
-0.20 |
31 |
3,156 |
+13 |
| Total Volume and Open Interest |
1,109 |
28,461 |
-15 |
| Cocoa(NYBOT) |
| Jul04 |
040614 |
1330 |
1337 |
1322 |
1324 |
-23 |
8,165 |
12,275 |
-6,575 |
| Sep04 |
040614 |
1348 |
1350 |
1335 |
1338 |
-22 |
7,607 |
35,996 |
+4,218 |
| Dec04 |
040614 |
1359 |
1359 |
1351 |
1354 |
-20 |
502 |
14,105 |
-437 |
| Mar05 |
040614 |
1385 |
1385 |
1375 |
1375 |
-22 |
2 |
9,904 |
+2 |
| May05 |
040614 |
1389 |
1389 |
1389 |
1389 |
-22 |
18 |
11,402 |
-2 |
| Jul05 |
040614 |
1404 |
1404 |
1404 |
1404 |
-22 |
300 |
10,936 |
+100 |
| Sep05 |
040614 |
1420 |
1420 |
1420 |
1420 |
-22 |
0 |
4,730 |
+0 |
| Total Volume and Open Interest |
16,594 |
100,501 |
-2,694 |
| Coffee "C"(NYBOT) |
| Jul04 |
040614 |
83.00 |
83.00 |
79.80 |
79.95 |
-3.30 |
13,992 |
44,136 |
-7,323 |
| Sep04 |
040614 |
84.50 |
85.20 |
82.20 |
82.40 |
-3.15 |
10,960 |
46,008 |
+3,781 |
| Dec04 |
040614 |
87.75 |
87.80 |
85.20 |
85.25 |
-3.10 |
1,512 |
11,829 |
+96 |
| Mar05 |
040614 |
90.30 |
90.30 |
87.90 |
87.95 |
-3.10 |
282 |
6,096 |
-52 |
| May05 |
040614 |
92.00 |
92.00 |
89.50 |
89.50 |
-3.05 |
130 |
1,074 |
-62 |
| Jul05 |
040614 |
92.25 |
92.25 |
90.95 |
90.95 |
-3.00 |
124 |
926 |
-42 |
| Total Volume and Open Interest |
27,031 |
110,652 |
-3,579 |
| Orange Juice(NYBOT) |
| Jul04 |
040614 |
55.10 |
55.25 |
54.75 |
54.90 |
-0.70 |
3,070 |
21,529 |
+341 |
| Sep04 |
040614 |
57.55 |
57.65 |
57.15 |
57.35 |
-0.55 |
814 |
7,526 |
+306 |
| Nov04 |
040614 |
60.00 |
60.00 |
59.30 |
59.50 |
-0.65 |
385 |
5,360 |
+187 |
| Jan05 |
040614 |
62.00 |
62.00 |
61.60 |
61.60 |
-0.70 |
137 |
1,479 |
+113 |
| Mar05 |
040614 |
63.80 |
63.80 |
63.50 |
63.55 |
-0.40 |
120 |
2,899 |
+23 |
| Total Volume and Open Interest |
4,551 |
41,726 |
+975 |
| Sugar #11(NYBOT) |
| Jul04 |
040614 |
6.70 |
6.74 |
6.57 |
6.66 |
-0.09 |
39,947 |
102,793 |
-15,404 |
| Oct04 |
040614 |
7.15 |
7.20 |
7.07 |
7.17 |
-0.07 |
31,298 |
109,495 |
+5,816 |
| Mar05 |
040614 |
7.52 |
7.56 |
7.45 |
7.54 |
-0.04 |
6,127 |
38,020 |
+403 |
| May05 |
040614 |
7.47 |
7.50 |
7.42 |
7.49 |
-0.03 |
2,048 |
13,678 |
-337 |
| Jul05 |
040614 |
7.30 |
7.31 |
7.25 |
7.31 |
-0.01 |
765 |
9,763 |
-31 |
| Total Volume and Open Interest |
81,195 |
284,698 |
-9,119 |
| London Cocoa(LCE) |
| Jul04 |
040614 |
775 |
779 |
772 |
773 |
unch |
531 |
41,108 |
+0 |
| Sep04 |
040614 |
791 |
794 |
786 |
787 |
-2 |
1,634 |
32,797 |
+0 |
| Dec04 |
040614 |
814 |
816 |
809 |
810 |
-2 |
661 |
46,721 |
+0 |
| Mar05 |
040614 |
831 |
839 |
831 |
831 |
-2 |
352 |
28,139 |
+0 |
| May05 |
040614 |
847 |
848 |
844 |
844 |
-2 |
90 |
10,588 |
+0 |
| Jul05 |
040614 |
857 |
857 |
857 |
857 |
-2 |
50 |
9,629 |
+0 |
| Sep05 |
040614 |
870 |
870 |
867 |
867 |
-2 |
10 |
7,056 |
+0 |
| Total Volume and Open Interest |
3,328 |
|
|
| London Coffee(LCE) |
| Jul04 |
040614 |
874.00 |
874.00 |
846.00 |
848.00 |
-18.00 |
1,632 |
58,946 |
+0 |
| Sep04 |
040614 |
838.00 |
846.00 |
826.00 |
828.00 |
-10.00 |
4,121 |
59,341 |
+0 |
| Nov04 |
040614 |
822.00 |
829.00 |
812.00 |
812.00 |
-12.00 |
1,233 |
25,524 |
+0 |
| Jan05 |
040614 |
818.00 |
825.00 |
810.00 |
810.00 |
-8.00 |
349 |
18,017 |
+0 |
| Mar05 |
040614 |
820.00 |
823.00 |
814.00 |
814.00 |
-9.00 |
0 |
10,627 |
+0 |
| May05 |
040614 |
819.00 |
819.00 |
819.00 |
819.00 |
-9.00 |
0 |
4,970 |
+0 |
| Total Volume and Open Interest |
7,335 |
|
|
| London Sugar(LCE) |
| Aug04 |
040614 |
213.20 |
214.40 |
210.00 |
211.70 |
-1.90 |
1,864 |
20,558 |
+0 |
| Oct04 |
040614 |
218.20 |
218.70 |
215.50 |
216.40 |
-2.20 |
608 |
12,315 |
+0 |
| Dec04 |
040614 |
223.50 |
224.10 |
221.60 |
223.30 |
-0.20 |
46 |
5,062 |
+0 |
| Mar05 |
040614 |
228.10 |
230.50 |
228.10 |
229.80 |
+0.50 |
56 |
9,755 |
+0 |
| May05 |
040614 |
227.00 |
228.50 |
226.20 |
227.80 |
+0.50 |
0 |
3,806 |
+0 |
| Total Volume and Open Interest |
2,585 |
|
|
| Cotton(NYBOT) |
| Jul04 |
040614 |
59.00 |
59.40 |
57.10 |
57.32 |
-0.85 |
12,874 |
34,378 |
-2,132 |
| Oct04 |
040614 |
59.20 |
59.20 |
57.50 |
57.50 |
-1.10 |
114 |
2,002 |
+5 |
| Dec04 |
040614 |
58.54 |
58.80 |
56.60 |
56.78 |
-1.76 |
11,733 |
41,816 |
+2,722 |
| Mar05 |
040614 |
60.35 |
60.35 |
58.18 |
58.20 |
-2.25 |
84 |
7,329 |
-16 |
| May05 |
040614 |
61.15 |
61.15 |
58.90 |
58.90 |
-2.25 |
3 |
1,312 |
+2 |
| Jul05 |
040614 |
61.80 |
61.80 |
59.50 |
59.65 |
-2.25 |
0 |
808 |
+0 |
| Total Volume and Open Interest |
24,809 |
88,271 |
+581 |
| Lumber(CME) |
| Jul04 |
040614 |
399.8 |
399.8 |
395.0 |
397.5 |
+7.7 |
276 |
3,540 |
-15 |
| Sep04 |
040614 |
364.9 |
369.4 |
364.0 |
366.0 |
+6.5 |
81 |
1,160 |
+22 |
| Nov04 |
040614 |
334.3 |
338.0 |
334.3 |
335.1 |
+6.3 |
14 |
448 |
+6 |
| Jan05 |
040614 |
331.0 |
331.0 |
331.0 |
331.0 |
-0.5 |
2 |
48 |
+2 |
| Total Volume and Open Interest |
373 |
5,198 |
+15 |
| Crude Oil(NYM) |
| Jul04 |
040614 |
38.05 |
38.40 |
37.45 |
37.59 |
-0.86 |
109,717 |
96,087 |
-19,708 |
| Aug04 |
040614 |
38.45 |
38.55 |
37.70 |
37.88 |
-0.77 |
89,268 |
140,899 |
+16,663 |
| Sep04 |
040614 |
38.35 |
38.43 |
37.65 |
37.83 |
-0.72 |
26,328 |
71,472 |
+3,930 |
| Oct04 |
040614 |
38.00 |
38.10 |
37.45 |
37.58 |
-0.70 |
9,229 |
41,231 |
+969 |
| Nov04 |
040614 |
37.72 |
37.73 |
37.23 |
37.23 |
-0.68 |
3,518 |
23,720 |
+54 |
| Dec04 |
040614 |
37.34 |
37.45 |
36.65 |
36.88 |
-0.66 |
17,681 |
63,069 |
-1,728 |
| Jan05 |
040614 |
36.90 |
36.90 |
36.49 |
36.49 |
-0.64 |
3,101 |
22,976 |
+413 |
| Feb05 |
040614 |
36.00 |
36.14 |
36.00 |
36.14 |
-0.62 |
262 |
12,003 |
+13 |
| Mar05 |
040614 |
36.25 |
36.25 |
35.60 |
35.82 |
-0.60 |
2,104 |
12,903 |
+486 |
| Apr05 |
040614 |
36.00 |
36.00 |
35.54 |
35.54 |
-0.58 |
80 |
8,099 |
+60 |
| May05 |
040614 |
35.67 |
35.67 |
35.27 |
35.27 |
-0.56 |
195 |
4,280 |
+195 |
| Jun05 |
040614 |
35.40 |
35.40 |
35.04 |
35.04 |
-0.54 |
3,915 |
18,650 |
-907 |
| Jul05 |
040614 |
35.20 |
35.20 |
34.83 |
34.83 |
-0.53 |
251 |
5,188 |
-163 |
| Aug05 |
040614 |
35.00 |
35.00 |
34.64 |
34.64 |
-0.52 |
0 |
4,206 |
+0 |
| Sep05 |
040614 |
34.45 |
34.45 |
34.45 |
34.45 |
-0.51 |
0 |
6,454 |
+0 |
| Oct05 |
040614 |
34.27 |
34.27 |
34.27 |
34.27 |
-0.50 |
0 |
3,354 |
+0 |
| Total Volume and Open Interest |
274,850 |
685,708 |
-242 |
| Heating Oil(NYM) |
| Jul04 |
040614 |
100.10 |
100.60 |
98.10 |
98.24 |
-2.16 |
31,235 |
36,376 |
-2,861 |
| Aug04 |
040614 |
100.70 |
101.15 |
98.80 |
98.98 |
-2.29 |
16,445 |
35,203 |
+4,208 |
| Sep04 |
040614 |
101.40 |
101.75 |
99.70 |
99.73 |
-2.24 |
4,287 |
14,705 |
+216 |
| Oct04 |
040614 |
102.60 |
102.60 |
100.10 |
100.38 |
-2.19 |
2,496 |
9,067 |
+263 |
| Nov04 |
040614 |
103.15 |
103.20 |
101.00 |
101.03 |
-2.14 |
1,257 |
8,250 |
-57 |
| Dec04 |
040614 |
103.60 |
103.65 |
101.53 |
101.53 |
-2.09 |
4,185 |
22,087 |
+848 |
| Jan05 |
040614 |
103.85 |
103.90 |
101.83 |
101.83 |
-2.04 |
909 |
8,503 |
+328 |
| Feb05 |
040614 |
103.15 |
103.40 |
101.08 |
101.08 |
-2.09 |
558 |
6,473 |
+104 |
| Mar05 |
040614 |
100.70 |
100.80 |
98.63 |
98.63 |
-2.09 |
187 |
7,484 |
+171 |
| Apr05 |
040614 |
97.20 |
97.40 |
95.18 |
95.18 |
-2.04 |
142 |
1,375 |
-60 |
| May05 |
040614 |
93.80 |
93.80 |
91.83 |
91.83 |
-1.99 |
227 |
1,400 |
+157 |
| Jun05 |
040614 |
91.45 |
91.45 |
89.53 |
89.53 |
-1.94 |
450 |
2,825 |
+300 |
| Total Volume and Open Interest |
63,678 |
157,561 |
+3,917 |
| Unleaded Gas(NYM) |
| Jul04 |
040614 |
117.65 |
118.40 |
114.10 |
115.25 |
-3.56 |
35,647 |
41,957 |
-7,131 |
| Aug04 |
040614 |
116.10 |
117.00 |
113.70 |
114.45 |
-3.01 |
19,858 |
37,981 |
+5,369 |
| Sep04 |
040614 |
114.20 |
114.20 |
111.50 |
112.07 |
-2.69 |
5,202 |
18,603 |
+1,026 |
| Oct04 |
040614 |
109.40 |
109.40 |
106.80 |
107.32 |
-2.59 |
1,746 |
7,345 |
-257 |
| Nov04 |
040614 |
106.00 |
106.00 |
104.40 |
104.40 |
-2.71 |
222 |
3,254 |
+36 |
| Dec04 |
040614 |
103.70 |
103.70 |
102.20 |
102.50 |
-2.91 |
922 |
9,515 |
+308 |
| Jan05 |
040614 |
102.70 |
102.70 |
101.85 |
101.85 |
-2.76 |
107 |
2,661 |
-12 |
| Feb05 |
040614 |
102.00 |
102.00 |
101.95 |
101.95 |
-2.71 |
0 |
2,870 |
+0 |
| Mar05 |
040614 |
102.50 |
102.65 |
102.50 |
102.65 |
-2.71 |
100 |
1,135 |
+0 |
| Apr05 |
040614 |
109.25 |
109.25 |
109.25 |
109.25 |
-2.81 |
125 |
4,596 |
+0 |
| May05 |
040614 |
109.15 |
109.15 |
109.15 |
109.15 |
-2.81 |
50 |
5,005 |
+30 |
| Jun05 |
040614 |
108.10 |
108.10 |
108.10 |
108.10 |
-2.81 |
0 |
806 |
+0 |
| Total Volume and Open Interest |
63,979 |
135,728 |
-631 |
| Natural Gas(NYM) |
| Jul04 |
040614 |
6.170 |
6.330 |
6.170 |
6.244 |
+0.068 |
46,387 |
46,143 |
-6,990 |
| Aug04 |
040614 |
6.235 |
6.380 |
6.230 |
6.312 |
+0.066 |
18,799 |
43,115 |
+6,242 |
| Sep04 |
040614 |
6.270 |
6.420 |
6.260 |
6.337 |
+0.071 |
6,196 |
33,672 |
+1,698 |
| Oct04 |
040614 |
6.275 |
6.400 |
6.270 |
6.362 |
+0.071 |
4,135 |
30,765 |
+568 |
| Nov04 |
040614 |
6.510 |
6.600 |
6.510 |
6.580 |
+0.071 |
2,990 |
15,806 |
-360 |
| Dec04 |
040614 |
6.705 |
6.830 |
6.695 |
6.783 |
+0.071 |
2,256 |
20,386 |
+217 |
| Jan05 |
040614 |
6.840 |
6.920 |
6.840 |
6.911 |
+0.071 |
1,881 |
19,582 |
-16 |
| Feb05 |
040614 |
6.790 |
6.870 |
6.770 |
6.860 |
+0.070 |
971 |
12,963 |
-144 |
| Mar05 |
040614 |
6.655 |
6.710 |
6.630 |
6.695 |
+0.073 |
2,219 |
15,070 |
+221 |
| Apr05 |
040614 |
5.980 |
6.030 |
5.980 |
6.020 |
+0.050 |
1,334 |
9,701 |
+25 |
| May05 |
040614 |
5.820 |
5.850 |
5.820 |
5.845 |
+0.045 |
1,243 |
9,702 |
-8 |
| Jun05 |
040614 |
5.810 |
5.865 |
5.810 |
5.850 |
+0.040 |
453 |
6,893 |
+239 |
| Jul05 |
040614 |
5.900 |
5.900 |
5.860 |
5.880 |
+0.035 |
676 |
11,285 |
+45 |
| Aug05 |
040614 |
5.910 |
5.910 |
5.890 |
5.890 |
+0.032 |
170 |
6,537 |
+27 |
| Sep05 |
040614 |
5.860 |
5.870 |
5.860 |
5.865 |
+0.035 |
478 |
7,173 |
+96 |
| Oct05 |
040614 |
5.870 |
5.879 |
5.870 |
5.879 |
+0.035 |
238 |
5,306 |
-75 |
| Total Volume and Open Interest |
91,618 |
355,446 |
+1,758 |
| Brent Crude Oil(IPE) |
| Jul04 |
040614 |
35.42 |
35.90 |
35.19 |
35.49 |
+0.05 |
22,353 |
39,304 |
+0 |
| Aug04 |
040614 |
35.45 |
35.85 |
35.18 |
35.48 |
+0.02 |
29,758 |
84,701 |
+0 |
| Sep04 |
040614 |
35.32 |
35.72 |
35.13 |
35.47 |
+0.10 |
6,109 |
56,718 |
+0 |
| Oct04 |
040614 |
35.22 |
35.50 |
34.95 |
35.29 |
+0.14 |
2,143 |
17,967 |
+0 |
| Nov04 |
040614 |
34.87 |
34.99 |
34.61 |
34.99 |
+0.16 |
1,433 |
9,140 |
+0 |
| Dec04 |
040614 |
34.50 |
34.80 |
34.29 |
34.69 |
+0.22 |
1,121 |
34,924 |
+0 |
| Jan05 |
040614 |
34.40 |
34.40 |
33.93 |
34.33 |
+0.22 |
223 |
13,251 |
+0 |
| Feb05 |
040614 |
33.99 |
33.99 |
33.99 |
33.99 |
+0.21 |
1,350 |
6,900 |
+0 |
| Mar05 |
040614 |
33.69 |
33.69 |
33.69 |
33.69 |
+0.22 |
0 |
7,144 |
+0 |
| Apr05 |
040614 |
33.40 |
33.40 |
33.40 |
33.40 |
+0.23 |
1,650 |
7,280 |
+0 |
| May05 |
040614 |
33.15 |
33.15 |
33.15 |
33.15 |
+0.24 |
0 |
1,568 |
+0 |
| Jun05 |
040614 |
32.91 |
32.91 |
32.91 |
32.91 |
+0.25 |
500 |
16,539 |
+0 |
| Total Volume and Open Interest |
66,990 |
|
|
| Gas Oil(IPE) |
| Jul04 |
040614 |
313.00 |
316.25 |
312.00 |
313.25 |
+0.25 |
6,567 |
48,568 |
+0 |
| Aug04 |
040614 |
310.50 |
313.75 |
309.75 |
311.25 |
+0.25 |
4,127 |
26,423 |
+0 |
| Sep04 |
040614 |
310.00 |
312.00 |
308.75 |
309.75 |
+0.25 |
1,698 |
14,686 |
+0 |
| Oct04 |
040614 |
307.50 |
310.00 |
307.50 |
307.75 |
unch |
820 |
9,729 |
+0 |
| Nov04 |
040614 |
305.00 |
307.00 |
305.00 |
305.25 |
unch |
0 |
6,125 |
+0 |
| Dec04 |
040614 |
303.00 |
304.00 |
301.75 |
301.75 |
-0.25 |
234 |
23,383 |
+0 |
| Jan05 |
040614 |
300.50 |
300.50 |
298.25 |
298.25 |
-0.25 |
0 |
5,280 |
+0 |
| Feb05 |
040614 |
294.75 |
294.75 |
294.75 |
294.75 |
unch |
0 |
2,150 |
+0 |
| Mar05 |
040614 |
289.25 |
292.75 |
289.25 |
289.25 |
unch |
0 |
2,665 |
+0 |
| Apr05 |
040614 |
283.25 |
283.25 |
283.25 |
283.25 |
unch |
|
|
|
| Total Volume and Open Interest |
13,446 |
|
|
| US Dollar Index(NYBOT) |
| Jun04 |
040614 |
90.18 |
90.19 |
89.84 |
89.84 |
+0.56 |
807 |
2,986 |
-718 |
| Sep04 |
040614 |
90.54 |
90.64 |
90.05 |
90.28 |
+0.66 |
2,200 |
8,197 |
+318 |
| Dec04 |
040614 |
90.82 |
90.82 |
90.52 |
90.54 |
+0.66 |
22 |
2,044 |
+1 |
| Total Volume and Open Interest |
3,029 |
13,238 |
-399 |
| Australian Dollar(CME) |
| Jun04 |
040614 |
68.68 |
69.10 |
68.68 |
69.05 |
-0.74 |
5,508 |
20,529 |
-4,052 |
| Sep04 |
040614 |
68.05 |
68.62 |
67.90 |
67.99 |
-1.11 |
6,316 |
22,075 |
+4,385 |
| Dec04 |
040614 |
67.41 |
67.41 |
67.41 |
67.41 |
-1.10 |
17 |
254 |
+11 |
| Total Volume and Open Interest |
11,845 |
42,950 |
+348 |
| British Pound(CME) |
| Jun04 |
040614 |
180.50 |
181.70 |
180.50 |
181.70 |
-2.57 |
10,373 |
22,186 |
-7,346 |
| Sep04 |
040614 |
179.38 |
180.39 |
179.31 |
179.82 |
-2.98 |
16,735 |
47,442 |
+12,256 |
| Dec04 |
040614 |
179.00 |
179.00 |
178.42 |
178.42 |
-2.98 |
18 |
396 |
+2 |
| Total Volume and Open Interest |
27,126 |
70,028 |
+4,912 |
| Canadian Dollar(CME) |
| Jun04 |
040614 |
73.15 |
73.24 |
72.72 |
72.79 |
-0.71 |
4,031 |
31,572 |
-3,610 |
| Sep04 |
040614 |
73.08 |
73.13 |
72.55 |
72.67 |
-0.71 |
7,193 |
43,108 |
+420 |
| Dec04 |
040614 |
73.03 |
73.03 |
72.61 |
72.61 |
-0.71 |
143 |
4,414 |
+45 |
| Mar05 |
040614 |
72.85 |
72.85 |
72.56 |
72.56 |
-0.71 |
18 |
671 |
+50 |
| Total Volume and Open Interest |
11,386 |
79,986 |
-3,095 |
| Japanese Yen(CME) |
| Jun04 |
040614 |
89.95 |
90.15 |
89.95 |
90.15 |
-1.33 |
6,452 |
50,269 |
-5,266 |
| Sep04 |
040614 |
90.25 |
90.65 |
90.06 |
90.26 |
-1.58 |
9,316 |
84,776 |
+6,724 |
| Dec04 |
040614 |
90.87 |
91.10 |
90.73 |
90.73 |
-1.58 |
9 |
382 |
+6 |
| Total Volume and Open Interest |
15,778 |
135,432 |
+1,465 |
| Swiss Franc(CME) |
| Jun04 |
040614 |
79.33 |
79.70 |
79.21 |
79.58 |
-0.72 |
5,008 |
20,841 |
-4,979 |
| Sep04 |
040614 |
79.42 |
79.93 |
79.37 |
79.83 |
-0.68 |
8,524 |
45,578 |
+4,317 |
| Dec04 |
040614 |
80.08 |
80.08 |
80.08 |
80.08 |
-0.68 |
1 |
122 |
-1 |
| Total Volume and Open Interest |
13,534 |
66,605 |
-663 |
| EuroFX(CME) |
| Jun04 |
040614 |
120.00 |
120.68 |
119.95 |
120.68 |
-0.36 |
14,272 |
67,195 |
-15,287 |
| Sep04 |
040614 |
119.84 |
120.70 |
119.75 |
120.43 |
-0.42 |
22,878 |
86,041 |
+13,673 |
| Dec04 |
040614 |
120.34 |
120.57 |
120.34 |
120.40 |
-0.40 |
146 |
679 |
+128 |
| Total Volume and Open Interest |
37,296 |
154,131 |
-1,486 |
| Mexican Peso(CME) |
| Jun04 |
040614 |
8780.0 |
8783.0 |
8750.0 |
8755.0 |
-45.0 |
4,318 |
21,915 |
-3,370 |
| Sep04 |
040614 |
8650.0 |
8660.0 |
8570.0 |
8585.0 |
-80.0 |
8,217 |
43,011 |
-438 |
| Total Volume and Open Interest |
12,681 |
67,687 |
-3,809 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040614 |
104~23 |
104~31 |
104~07 |
104~10 |
-0~30 |
4,705 |
55,914 |
-2,082 |
| Sep04 |
040614 |
103~12 |
103~23 |
102~28 |
103~00 |
-0~29 |
171,309 |
438,475 |
-7,325 |
| Dec04 |
040614 |
102~07 |
102~14 |
101~27 |
101~27 |
-0~28 |
51 |
3,228 |
+6 |
| Total Volume and Open Interest |
176,065 |
497,816 |
-9,401 |
| Municipal Bonds(CBOT) |
| Jun04 |
040614 |
99~19 |
99~25 |
99~11 |
99~14 |
-0~09 |
72 |
1,249 |
-14 |
| Sep04 |
040614 |
98~23 |
98~31 |
98~12 |
98~18 |
-0~12 |
159 |
1,334 |
+64 |
| Total Volume and Open Interest |
231 |
2,583 |
+50 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040614 |
108~215 |
108~280 |
108~150 |
108~165 |
-0~185 |
27,993 |
144,633 |
-10,866 |
| Sep04 |
040614 |
107~055 |
107~145 |
106~315 |
107~015 |
-0~185 |
608,860 |
1,177,178 |
-4,432 |
| Total Volume and Open Interest |
638,118 |
1,336,510 |
-15,092 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040614 |
108~170 |
108~200 |
108~140 |
108~140 |
-0~145 |
7,344 |
95,603 |
+95,603 |
| Sep04 |
040614 |
107~050 |
107~105 |
107~015 |
107~035 |
-0~140 |
24,913 |
1,048,720 |
+1,048,720 |
| Dec04 |
040614 |
105~310 |
106~015 |
105~310 |
106~015 |
-0~120 |
102 |
2,651 |
+0 |
| Total Volume and Open Interest |
32,359 |
1,146,974 |
+1,144,323 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040614 |
105~068 |
105~070 |
105~057 |
105~058 |
-0~030 |
1,354 |
30,717 |
-2,398 |
| Sep04 |
040614 |
104~085 |
104~092 |
104~076 |
104~078 |
-0~032 |
4,598 |
183,814 |
-524 |
| Total Volume and Open Interest |
5,952 |
214,531 |
-2,922 |
| Eurodollars(CME) |
| Jun04 |
040610 |
98.515 |
98.520 |
98.505 |
98.510 |
-0.022 |
73,101 |
747,791 |
-28,701 |
| Sep04 |
040614 |
97.765 |
97.790 |
97.750 |
97.755 |
-0.115 |
92,828 |
931,720 |
+10,594 |
| Dec04 |
040614 |
97.225 |
97.260 |
97.190 |
97.205 |
-0.130 |
90,138 |
868,922 |
-10,555 |
| Mar05 |
040614 |
96.755 |
96.795 |
96.705 |
96.725 |
-0.145 |
105,323 |
762,460 |
-6,803 |
| Jun05 |
040614 |
96.345 |
96.390 |
96.290 |
96.305 |
-0.150 |
55,396 |
637,911 |
-5,847 |
| Sep05 |
040614 |
96.015 |
96.050 |
95.950 |
95.955 |
-0.155 |
38,803 |
490,379 |
+255 |
| Dec05 |
040614 |
95.715 |
95.750 |
95.655 |
95.660 |
-0.150 |
22,625 |
384,225 |
-4,714 |
| Mar06 |
040614 |
95.485 |
95.520 |
95.425 |
95.425 |
-0.140 |
24,358 |
321,013 |
-2,263 |
| Jun06 |
040614 |
95.280 |
95.320 |
95.230 |
95.230 |
-0.135 |
17,430 |
207,337 |
+3,249 |
| Sep06 |
040614 |
95.100 |
95.140 |
95.060 |
95.060 |
-0.130 |
14,452 |
187,081 |
+1,902 |
| Dec06 |
040614 |
94.935 |
94.975 |
94.895 |
94.900 |
-0.115 |
11,706 |
140,495 |
+799 |
| Mar07 |
040614 |
94.795 |
94.835 |
94.760 |
94.775 |
-0.105 |
9,436 |
131,712 |
+548 |
| Total Volume and Open Interest |
645,385 |
6,439,448 |
-34,710 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040614 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.01 |
120 |
11,888 |
-79 |
| Sep04 |
040614 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
7 |
6,936 |
-1,288 |
| Dec04 |
040614 |
99.83 |
99.83 |
99.83 |
99.83 |
-0.01 |
206 |
10,433 |
-482 |
| Mar05 |
040614 |
99.75 |
99.75 |
99.74 |
99.74 |
-0.02 |
881 |
8,786 |
-134 |
| Jun05 |
040614 |
99.64 |
99.64 |
99.63 |
99.63 |
-0.02 |
500 |
7,246 |
-391 |
| Sep05 |
040614 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
379 |
4,478 |
+395 |
| Dec05 |
040614 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
110 |
2,575 |
-1,351 |
| Mar06 |
040614 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
10 |
2,342 |
+90 |
| Jun06 |
040614 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
0 |
861 |
+0 |
| Sep06 |
040614 |
98.95 |
98.95 |
98.95 |
98.95 |
-0.02 |
0 |
789 |
+0 |
| Total Volume and Open Interest |
2,215 |
57,688 |
-3,240 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040614 |
99.88 |
99.89 |
99.87 |
99.89 |
+0.01 |
2,636 |
45,787 |
-820 |
| Dec04 |
040614 |
99.84 |
99.84 |
99.82 |
99.84 |
unch |
8,768 |
69,368 |
-1,999 |
| Mar05 |
040614 |
99.75 |
99.75 |
99.71 |
99.75 |
unch |
1,850 |
55,221 |
-2,544 |
| Jun05 |
040614 |
99.64 |
99.64 |
99.60 |
99.64 |
-0.01 |
3,955 |
51,681 |
-557 |
| Sep05 |
040614 |
99.50 |
99.50 |
99.46 |
99.49 |
-0.02 |
1,575 |
42,363 |
-153 |
| Dec05 |
040614 |
99.35 |
99.35 |
99.32 |
99.34 |
-0.02 |
640 |
31,367 |
+190 |
| Mar06 |
040614 |
99.19 |
99.19 |
99.16 |
99.18 |
-0.01 |
649 |
18,715 |
+88 |
| Jun06 |
040614 |
99.05 |
99.05 |
99.04 |
99.05 |
-0.02 |
58 |
8,019 |
-2 |
| Total Volume and Open Interest |
20,396 |
|
|
| German Euro-Bund(EUREX) |
| Sep04 |
040614 |
111.89 |
112.13 |
111.81 |
112.04 |
+0.10 |
501,770 |
958,541 |
+0 |
| Dec04 |
040614 |
110.97 |
111.16 |
110.97 |
111.11 |
+0.11 |
1,417 |
127 |
+0 |
| Mar05 |
040614 |
110.44 |
110.44 |
110.44 |
110.44 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
503,187 |
|
|
| German Euro-Bobl(EUREX) |
| Sep04 |
040614 |
109.42 |
109.58 |
109.32 |
109.55 |
+0.08 |
432,130 |
802,645 |
+0 |
| Dec04 |
040614 |
108.70 |
108.74 |
108.70 |
108.74 |
+0.13 |
1,632 |
841 |
+0 |
| Mar05 |
040614 |
108.17 |
108.17 |
108.17 |
108.17 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
433,762 |
|
|
| Long Gilt(LIFFE) |
| Jun04 |
040614 |
105~01 |
105~03 |
105~01 |
105~02 |
-0~03 |
9 |
25,423 |
+0 |
| Sep04 |
040614 |
104~26 |
104~28 |
104~20 |
104~23 |
-0~03 |
14,779 |
210,301 |
+0 |
| Total Volume and Open Interest |
14,788 |
|
|
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040614 |
95.19 |
95.19 |
95.17 |
95.18 |
-0.02 |
17,809 |
198,642 |
+0 |
| Sep04 |
040614 |
94.79 |
94.81 |
94.76 |
94.79 |
-0.03 |
31,781 |
217,415 |
+0 |
| Dec04 |
040614 |
94.58 |
94.58 |
94.53 |
94.55 |
-0.05 |
35,816 |
263,182 |
+0 |
| Total Volume and Open Interest |
161,053 |
|
|
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040614 |
97.885 |
97.890 |
97.880 |
97.885 |
unch |
62,570 |
532,558 |
+0 |
| Sep04 |
040614 |
97.725 |
97.740 |
97.705 |
97.730 |
-0.020 |
134,299 |
559,266 |
+0 |
| Dec04 |
040614 |
97.460 |
97.475 |
97.430 |
97.460 |
-0.030 |
126,242 |
594,772 |
+0 |
| Total Volume and Open Interest |
643,563 |
|
|
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040610 |
94.48 |
94.50 |
94.47 |
94.49 |
unch |
14,453 |
36,697 |
-9,031 |
| Sep04 |
040611 |
94.46 |
94.47 |
94.44 |
94.45 |
-0.03 |
16,939 |
171,512 |
-12,879 |
| Dec04 |
040611 |
94.40 |
94.41 |
94.37 |
94.38 |
-0.05 |
13,389 |
90,745 |
+1,540 |
| Mar05 |
040611 |
94.36 |
94.36 |
94.33 |
94.34 |
-0.04 |
6,077 |
46,337 |
-411 |
| Jun05 |
040611 |
94.30 |
94.31 |
94.28 |
94.29 |
-0.04 |
3,255 |
25,698 |
+1,398 |
| Sep05 |
040611 |
94.24 |
94.24 |
94.23 |
94.24 |
-0.04 |
1,203 |
16,151 |
-179 |
| Dec05 |
040611 |
94.18 |
94.18 |
94.16 |
94.17 |
-0.03 |
215 |
12,160 |
+126 |
| Mar06 |
040611 |
94.11 |
94.11 |
94.08 |
94.09 |
-0.03 |
140 |
8,246 |
+37 |
| Jun06 |
040611 |
94.00 |
94.03 |
94.00 |
94.02 |
-0.04 |
400 |
2,744 |
-80 |
| Sep06 |
040611 |
93.94 |
93.94 |
93.94 |
93.94 |
-0.03 |
54 |
2,263 |
+54 |
| Total Volume and Open Interest |
41,762 |
379,106 |
-47,056 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040614 |
94.02 |
94.04 |
93.97 |
93.98 |
-0.04 |
5,213 |
162,384 |
-91,516 |
| Sep04 |
040614 |
93.98 |
94.00 |
93.94 |
93.94 |
-0.04 |
4,504 |
171,249 |
+40,414 |
| Total Volume and Open Interest |
329,456 |
635,452 |
+250,717 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040611 |
94.52 |
94.53 |
94.45 |
94.48 |
-0.04 |
138,042 |
403,698 |
-9,658 |
| Sep04 |
040611 |
94.46 |
94.47 |
94.40 |
94.41 |
-0.05 |
96,378 |
167,635 |
+66,524 |
| Total Volume and Open Interest |
234,420 |
571,333 |
+56,866 |
| Gold(CMX) |
| Jun04 |
040614 |
383.6 |
385.3 |
383.0 |
383.6 |
-2.3 |
71 |
870 |
-226 |
| Aug04 |
040614 |
383.7 |
386.9 |
383.5 |
384.2 |
-2.4 |
33,756 |
131,928 |
-1,307 |
| Oct04 |
040614 |
386.6 |
387.4 |
385.0 |
385.6 |
-2.3 |
705 |
9,836 |
+255 |
| Dec04 |
040614 |
386.0 |
389.5 |
386.0 |
387.1 |
-2.2 |
1,053 |
38,249 |
-238 |
| Feb05 |
040614 |
388.8 |
388.8 |
388.8 |
388.8 |
-2.1 |
321 |
3,210 |
+29 |
| Apr05 |
040614 |
390.7 |
390.7 |
390.7 |
390.7 |
-2.0 |
109 |
3,687 |
+48 |
| Jun05 |
040614 |
393.2 |
393.2 |
392.7 |
392.7 |
-2.0 |
8 |
13,332 |
-6 |
| Aug05 |
040614 |
394.9 |
394.9 |
394.9 |
394.9 |
-1.9 |
63 |
2,298 |
-13 |
| Oct05 |
040614 |
397.1 |
397.1 |
397.1 |
397.1 |
-1.9 |
0 |
276 |
+0 |
| Dec05 |
040614 |
400.0 |
400.0 |
399.4 |
399.4 |
-1.9 |
100 |
6,431 |
+8 |
| Feb06 |
040614 |
402.0 |
402.0 |
402.0 |
402.0 |
-1.8 |
0 |
573 |
+0 |
| Apr06 |
040614 |
404.6 |
404.6 |
404.6 |
404.6 |
-1.7 |
0 |
435 |
+0 |
| Total Volume and Open Interest |
36,186 |
224,142 |
-1,450 |
| Silver(CMX) |
| Jul04 |
040614 |
567.0 |
578.5 |
563.0 |
565.8 |
-9.0 |
10,534 |
46,849 |
+207 |
| Sep04 |
040614 |
571.0 |
580.0 |
565.5 |
567.7 |
-9.0 |
1,390 |
11,284 |
+681 |
| Dec04 |
040614 |
575.0 |
583.5 |
568.0 |
570.6 |
-8.9 |
960 |
14,815 |
-229 |
| Mar05 |
040614 |
573.6 |
573.6 |
573.6 |
573.6 |
-8.7 |
660 |
4,147 |
-166 |
| May05 |
040614 |
575.9 |
575.9 |
575.9 |
575.9 |
-8.7 |
0 |
974 |
+0 |
| Jul05 |
040614 |
577.7 |
577.7 |
577.7 |
577.7 |
-8.7 |
50 |
1,592 |
-25 |
| Sep05 |
040614 |
580.2 |
580.2 |
580.2 |
580.2 |
-8.7 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
13,719 |
84,196 |
+571 |
| Platinum(NYM) |
| Jul04 |
040614 |
792.0 |
794.0 |
790.2 |
790.9 |
-6.7 |
964 |
5,032 |
-5 |
| Oct04 |
040614 |
783.9 |
783.9 |
783.9 |
783.9 |
-6.7 |
69 |
1,036 |
+40 |
| Jan05 |
040614 |
778.9 |
778.9 |
778.9 |
778.9 |
-6.7 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
1,033 |
6,076 |
+35 |
| Palladium(NYME) |
| Jun04 |
040614 |
213.00 |
219.80 |
213.00 |
219.80 |
+0.75 |
48 |
180 |
-35 |
| Sep04 |
040614 |
213.00 |
221.00 |
212.20 |
220.30 |
+0.75 |
685 |
7,147 |
-60 |
| Dec04 |
040614 |
217.00 |
221.80 |
217.00 |
221.80 |
+0.75 |
6 |
433 |
+3 |
| Total Volume and Open Interest |
739 |
7,761 |
-92 |
| Copper(CMX) |
| Jul04 |
040614 |
115.90 |
116.20 |
113.90 |
115.25 |
-2.05 |
16,862 |
25,451 |
-2,537 |
| Sep04 |
040614 |
116.10 |
116.20 |
114.20 |
115.75 |
-1.70 |
3,391 |
18,890 |
+1,680 |
| Dec04 |
040614 |
113.00 |
113.60 |
112.00 |
113.15 |
-1.50 |
428 |
10,877 |
+121 |
| Mar05 |
040614 |
110.00 |
110.65 |
109.00 |
110.65 |
-1.20 |
11 |
1,354 |
+6 |
| May05 |
040614 |
108.65 |
108.65 |
108.65 |
108.65 |
-1.05 |
7 |
318 |
+7 |
| Total Volume and Open Interest |
21,168 |
63,416 |
-645 |
| DJIA Index(CBOT) |
| Jun04 |
040614 |
10365 |
10375 |
10310 |
10338 |
-65 |
9,457 |
39,936 |
-3,934 |
| Sep04 |
040614 |
10355 |
10363 |
10295 |
10327 |
-63 |
10,951 |
13,210 |
+6,770 |
| Dec04 |
040614 |
10315 |
10323 |
10315 |
10323 |
-63 |
3 |
33 |
-9 |
| Total Volume and Open Interest |
20,411 |
53,179 |
+2,827 |
| S & P 500(CME) |
| Jun04 |
040614 |
1131.50 |
1131.80 |
1122.00 |
1125.60 |
-10.90 |
123,995 |
294,706 |
-85,671 |
| Sep04 |
040614 |
1131.40 |
1131.40 |
1121.80 |
1125.50 |
-10.70 |
132,984 |
321,795 |
+88,962 |
| Dec04 |
040614 |
1125.80 |
1126.50 |
1125.80 |
1126.50 |
-10.30 |
108 |
3,319 |
+79 |
| Mar05 |
040614 |
1129.30 |
1129.30 |
1129.30 |
1129.30 |
-9.80 |
0 |
271 |
+0 |
| Total Volume and Open Interest |
257,087 |
620,310 |
+3,370 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040614 |
1136.25 |
1137.00 |
1122.00 |
1125.50 |
-11.00 |
184,992 |
503,598 |
-62,048 |
| Sep04 |
040614 |
1136.50 |
1136.50 |
1121.75 |
1125.50 |
-10.75 |
366,761 |
253,861 |
+119,307 |
| Total Volume and Open Interest |
551,753 |
757,459 |
+57,259 |
| NASDAQ 100(CME) |
| Jun04 |
040614 |
1472.50 |
1473.00 |
1452.00 |
1461.50 |
-20.50 |
19,134 |
69,284 |
-5,146 |
| Sep04 |
040614 |
1476.00 |
1476.00 |
1456.00 |
1466.00 |
-20.00 |
17,626 |
29,940 |
+11,057 |
| Dec04 |
040614 |
1472.00 |
1472.00 |
1472.00 |
1472.00 |
-20.00 |
1 |
7 |
+0 |
| Total Volume and Open Interest |
36,761 |
99,231 |
+5,911 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040614 |
1485.0 |
1485.0 |
1451.5 |
1461.5 |
-20.5 |
71,921 |
296,836 |
-17,718 |
| Sep04 |
040614 |
1486.5 |
1486.5 |
1455.5 |
1466.0 |
-20.0 |
135,124 |
46,945 |
+27,891 |
| Total Volume and Open Interest |
207,045 |
343,781 |
+10,173 |
| S & P Midcap 400(CME) |
| Jun04 |
040614 |
594.00 |
594.00 |
587.00 |
587.90 |
-7.55 |
3,656 |
11,585 |
-2,176 |
| Sep04 |
040614 |
594.00 |
594.25 |
587.40 |
588.50 |
-7.50 |
3,835 |
7,602 |
+3,471 |
| Dec04 |
040614 |
588.50 |
588.50 |
588.50 |
588.50 |
-7.50 |
|
|
|
| Total Volume and Open Interest |
7,491 |
19,187 |
+1,295 |
| Russell 2000(CME) |
| Jun04 |
040614 |
566.00 |
566.25 |
557.00 |
558.35 |
-11.35 |
4,104 |
26,192 |
-1,716 |
| Sep04 |
040614 |
565.50 |
565.75 |
556.00 |
557.00 |
-11.50 |
4,769 |
11,313 |
+3,502 |
| Dec04 |
040614 |
557.00 |
557.00 |
557.00 |
557.00 |
-11.50 |
|
|
|
| Total Volume and Open Interest |
8,873 |
37,505 |
+1,786 |
| Value Line(KCBT) |
| Jun04 |
040614 |
1577.00 |
1577.00 |
1559.00 |
1559.00 |
-29.00 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
5 |
49 |
+0 |
| Nikkei 225(CME) |
| Sep04 |
040614 |
11460 |
11475 |
11395 |
11435 |
-160 |
8,025 |
26,019 |
+3,124 |
| Dec04 |
040614 |
11400 |
11435 |
11400 |
11435 |
-160 |
10 |
13 |
+0 |
| Total Volume and Open Interest |
33,603 |
56,843 |
+1,095 |
| Nikkei 225(SIMEX) |
| Sep04 |
040614 |
11490 |
11625 |
11455 |
11480 |
-40 |
19,671 |
125,215 |
+1,209 |
| Dec04 |
040614 |
11450 |
11450 |
11450 |
11450 |
-40 |
|
|
|
| Mar05 |
040614 |
11450 |
11450 |
11450 |
11450 |
-40 |
|
|
|
| Total Volume and Open Interest |
19,671 |
|
|
| CAC 40(MATIF) |
| Jun04 |
040614 |
3690.0 |
3696.0 |
3630.5 |
3642.0 |
-56.5 |
17,916 |
495,205 |
+3,521 |
| Jul04 |
040614 |
3661.5 |
3661.5 |
3645.0 |
3648.0 |
-56.5 |
25 |
683 |
+58 |
| Aug04 |
040614 |
3654.0 |
3654.0 |
3654.0 |
3654.0 |
-56.5 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
40,851 |
518,491 |
+3,630 |
| DAX Index(EUREX) |
| Jun04 |
040614 |
3999.0 |
4006.0 |
3928.5 |
3933.5 |
-79.5 |
65,310 |
196,542 |
+0 |
| Sep04 |
040614 |
4019.5 |
4025.5 |
3942.0 |
3954.5 |
-80.0 |
4,000 |
19,470 |
+0 |
| Dec04 |
040614 |
4046.5 |
4048.0 |
3972.0 |
3977.0 |
-80.0 |
277 |
3,468 |
+0 |
| Total Volume and Open Interest |
69,587 |
219,480 |
+0 |
| FT-SE 100(LIFFE) |
| Jun04 |
040614 |
4478.50 |
4488.00 |
4427.50 |
4444.00 |
-47.00 |
27,291 |
303,220 |
+0 |
| Sep04 |
040614 |
4489.50 |
4496.50 |
4439.50 |
4456.00 |
-47.00 |
9,035 |
173,242 |
+0 |
| Dec04 |
040614 |
4497.00 |
4497.00 |
4488.50 |
4488.50 |
-46.50 |
0 |
25,122 |
+0 |
| Total Volume and Open Interest |
36,326 |
|
|
| SPI 200(SFE) |
| Jun04 |
040611 |
3482.0 |
3489.0 |
3477.0 |
3484.0 |
+10.0 |
18,724 |
140,861 |
-11,342 |
| Sep04 |
040611 |
3495.0 |
3495.0 |
3485.0 |
3489.0 |
+8.0 |
11,420 |
34,860 |
+9,889 |
| Dec04 |
040611 |
3505.0 |
3505.0 |
3503.0 |
3503.0 |
+8.0 |
0 |
2,975 |
+0 |
| Total Volume and Open Interest |
30,251 |
180,582 |
-1,406 |
| GSCI(CME) |
| Jun04 |
040614 |
290.50 |
290.50 |
289.00 |
290.00 |
-2.20 |
4,148 |
2,292 |
-3,401 |
| Jul04 |
040614 |
290.70 |
291.30 |
289.30 |
289.60 |
-2.20 |
4,015 |
14,167 |
+3,754 |
| Aug04 |
040614 |
287.50 |
287.50 |
287.50 |
287.50 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
8,163 |
16,459 |
+353 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040614 |
268.25 |
268.25 |
266.00 |
267.00 |
-1.75 |
68 |
240 |
+39 |
| Nov04 |
040614 |
268.00 |
268.00 |
267.50 |
267.50 |
-1.75 |
0 |
20 |
+0 |
| Jan05 |
040614 |
267.50 |
267.50 |
267.50 |
267.50 |
-1.75 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
123 |
318 |
-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. |
|
|