|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 21, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040621 |
870.00 |
894.00 |
870.00 |
888.50 |
+16.50 |
19,083 |
62,368 |
-2,845 |
| Aug04 |
040621 |
793.00 |
823.00 |
793.00 |
817.50 |
+18.50 |
8,340 |
32,736 |
-430 |
| Sep04 |
040621 |
694.00 |
719.00 |
692.00 |
716.50 |
+18.00 |
1,845 |
11,328 |
-297 |
| Nov04 |
040621 |
659.00 |
683.00 |
658.00 |
679.00 |
+13.00 |
19,575 |
75,323 |
+1,042 |
| Jan05 |
040621 |
665.00 |
684.00 |
665.00 |
680.00 |
+12.75 |
134 |
4,884 |
+39 |
| Mar05 |
040621 |
668.00 |
680.00 |
668.00 |
678.00 |
+11.00 |
129 |
4,052 |
-89 |
| May05 |
040621 |
666.00 |
672.00 |
664.00 |
669.00 |
+10.75 |
135 |
3,166 |
-71 |
| Total Volume and Open Interest |
49,270 |
195,677 |
-2,657 |
| Soybean Meal(CBOT) |
| Jul04 |
040621 |
282.40 |
294.50 |
282.00 |
293.00 |
+10.00 |
11,850 |
38,759 |
-1,572 |
| Aug04 |
040621 |
265.00 |
276.50 |
265.00 |
274.90 |
+9.00 |
8,231 |
24,404 |
+114 |
| Sep04 |
040621 |
237.00 |
246.00 |
237.00 |
244.70 |
+7.00 |
1,031 |
16,644 |
+267 |
| Oct04 |
040621 |
211.00 |
217.50 |
211.00 |
217.00 |
+4.20 |
514 |
14,110 |
+187 |
| Dec04 |
040621 |
206.40 |
212.60 |
206.40 |
211.70 |
+3.40 |
4,002 |
35,353 |
+79 |
| Jan05 |
040621 |
208.50 |
211.50 |
208.50 |
210.20 |
+3.20 |
124 |
4,672 |
+38 |
| Mar05 |
040621 |
204.50 |
209.50 |
204.50 |
208.20 |
+2.30 |
67 |
4,515 |
+29 |
| May05 |
040621 |
206.50 |
207.50 |
205.00 |
206.50 |
+2.70 |
169 |
3,959 |
-131 |
| Total Volume and Open Interest |
26,049 |
147,558 |
-973 |
| Soybean Oil(CBOT) |
| Jul04 |
040621 |
27.60 |
28.27 |
27.60 |
28.23 |
+0.75 |
12,259 |
33,524 |
-2,076 |
| Aug04 |
040621 |
27.00 |
27.45 |
26.98 |
27.41 |
+0.69 |
8,467 |
20,024 |
-426 |
| Sep04 |
040621 |
26.25 |
26.52 |
26.20 |
26.52 |
+0.64 |
1,626 |
17,421 |
-217 |
| Oct04 |
040621 |
25.30 |
25.30 |
25.12 |
25.25 |
+0.42 |
715 |
11,197 |
+345 |
| Dec04 |
040621 |
24.20 |
24.45 |
24.15 |
24.35 |
+0.31 |
4,701 |
37,652 |
+605 |
| Jan05 |
040621 |
24.15 |
24.15 |
24.10 |
24.12 |
+0.12 |
143 |
6,159 |
+1 |
| Mar05 |
040621 |
24.00 |
24.15 |
24.00 |
24.05 |
+0.15 |
82 |
4,617 |
+10 |
| May05 |
040621 |
24.10 |
24.15 |
24.00 |
24.00 |
+0.20 |
113 |
1,925 |
-108 |
| Total Volume and Open Interest |
28,171 |
136,500 |
-1,820 |
| Canola(WCE) |
| Jul04 |
040621 |
382.5 |
386.8 |
382.5 |
386.4 |
+2.1 |
2,139 |
10,929 |
-460 |
| Sep04 |
040621 |
360.5 |
360.5 |
360.5 |
360.5 |
unch |
0 |
50 |
+0 |
| Nov04 |
040621 |
359.5 |
364.7 |
359.5 |
364.3 |
+3.1 |
1,298 |
42,507 |
+128 |
| Jan05 |
040621 |
368.6 |
368.6 |
368.6 |
368.6 |
+2.8 |
64 |
1,584 |
+20 |
| Mar05 |
040621 |
372.0 |
372.0 |
372.0 |
372.0 |
+3.0 |
0 |
502 |
+0 |
| Total Volume and Open Interest |
3,501 |
56,526 |
-312 |
| Corn(CBOT) |
| Jul04 |
040621 |
270.00 |
275.50 |
269.50 |
274.50 |
unch |
19,641 |
119,354 |
-5,438 |
| Sep04 |
040621 |
274.50 |
280.00 |
274.00 |
279.00 |
+0.75 |
13,621 |
130,783 |
+2,236 |
| Dec04 |
040621 |
276.00 |
283.75 |
276.00 |
282.25 |
+2.25 |
41,517 |
308,648 |
-4,332 |
| Mar05 |
040621 |
282.50 |
289.00 |
282.00 |
287.50 |
+2.25 |
1,309 |
29,179 |
+583 |
| May05 |
040621 |
288.00 |
293.50 |
288.00 |
292.75 |
+2.75 |
140 |
9,678 |
-3 |
| Jul05 |
040621 |
289.50 |
294.75 |
289.00 |
293.75 |
+3.50 |
383 |
8,846 |
+80 |
| Total Volume and Open Interest |
76,868 |
618,738 |
-6,829 |
| Wheat(CBOT) |
| Jul04 |
040621 |
350.50 |
357.50 |
350.00 |
354.25 |
+1.50 |
7,633 |
34,397 |
-2,933 |
| Sep04 |
040621 |
359.50 |
367.00 |
358.50 |
363.25 |
+1.75 |
8,958 |
66,213 |
+3,139 |
| Dec04 |
040621 |
368.00 |
376.50 |
367.50 |
373.75 |
+2.75 |
3,090 |
30,600 |
+382 |
| Mar05 |
040621 |
375.50 |
385.00 |
375.50 |
382.00 |
+3.00 |
530 |
6,028 |
+284 |
| May05 |
040621 |
385.00 |
385.25 |
382.50 |
382.50 |
+2.50 |
50 |
206 |
+50 |
| Total Volume and Open Interest |
20,372 |
139,011 |
+958 |
| Wheat(KCBT) |
| Jul04 |
040621 |
374.50 |
380.50 |
373.50 |
379.25 |
+3.25 |
5,065 |
20,682 |
-1,688 |
| Sep04 |
040621 |
381.00 |
387.25 |
380.75 |
385.00 |
+2.50 |
3,027 |
24,747 |
+590 |
| Dec04 |
040621 |
390.00 |
395.75 |
389.50 |
393.75 |
+2.50 |
1,298 |
11,868 |
+85 |
| Mar05 |
040621 |
401.00 |
401.00 |
400.50 |
400.50 |
+2.50 |
77 |
1,480 |
+50 |
| May05 |
040621 |
395.00 |
395.00 |
395.00 |
395.00 |
unch |
0 |
20 |
+0 |
| Total Volume and Open Interest |
9,481 |
59,303 |
-957 |
| Wheat(MGE) |
| Jul04 |
040621 |
406.00 |
412.00 |
406.00 |
409.50 |
+1.25 |
1,875 |
9,030 |
-259 |
| Sep04 |
040621 |
403.50 |
409.00 |
403.50 |
406.25 |
+1.25 |
1,590 |
11,370 |
+196 |
| Dec04 |
040621 |
408.50 |
414.00 |
408.50 |
411.00 |
+1.25 |
955 |
10,019 |
-177 |
| Mar05 |
040621 |
414.50 |
414.50 |
413.50 |
413.50 |
+2.50 |
111 |
563 |
+11 |
| May05 |
040621 |
412.00 |
412.00 |
412.00 |
412.00 |
+1.75 |
0 |
160 |
+0 |
| Total Volume and Open Interest |
4,531 |
31,193 |
-229 |
| Oats(CBOT) |
| Jul04 |
040621 |
140.00 |
144.50 |
139.50 |
143.25 |
+2.25 |
830 |
3,786 |
+6 |
| Sep04 |
040621 |
146.00 |
150.50 |
145.75 |
149.25 |
+2.25 |
134 |
2,490 |
+5 |
| Dec04 |
040621 |
154.25 |
158.50 |
154.00 |
157.00 |
+2.50 |
827 |
5,157 |
+197 |
| Mar05 |
040621 |
160.50 |
160.50 |
160.50 |
160.50 |
+0.50 |
3 |
95 |
+1 |
| Total Volume and Open Interest |
1,794 |
11,562 |
+209 |
| Rough Rice(CBOT) |
| Jul04 |
040621 |
9.85 |
9.88 |
9.70 |
9.70 |
-0.18 |
578 |
2,377 |
-39 |
| Sep04 |
040621 |
9.25 |
9.26 |
9.15 |
9.15 |
-0.09 |
183 |
858 |
+225 |
| Nov04 |
040621 |
9.14 |
9.14 |
9.07 |
9.07 |
-0.05 |
113 |
1,298 |
+26 |
| Jan05 |
040621 |
9.29 |
9.29 |
9.25 |
9.25 |
-0.04 |
10 |
257 |
+10 |
| Total Volume and Open Interest |
884 |
4,904 |
+222 |
| Live Cattle(CME) |
| Jun04 |
040621 |
86.400 |
87.550 |
86.400 |
87.000 |
+0.450 |
1,830 |
6,139 |
-500 |
| Aug04 |
040621 |
86.900 |
87.850 |
86.900 |
87.375 |
+0.325 |
7,018 |
70,207 |
-851 |
| Oct04 |
040621 |
86.650 |
87.700 |
86.650 |
87.350 |
+0.600 |
1,870 |
27,959 |
-218 |
| Dec04 |
040621 |
87.550 |
88.225 |
87.500 |
87.825 |
+0.200 |
917 |
11,436 |
-52 |
| Feb05 |
040621 |
88.600 |
88.800 |
88.450 |
88.625 |
-0.100 |
188 |
5,938 |
+44 |
| Apr05 |
040621 |
86.200 |
86.450 |
86.150 |
86.250 |
-0.050 |
165 |
1,961 |
+55 |
| Total Volume and Open Interest |
12,004 |
124,229 |
-1,518 |
| Feeder Cattle(CME) |
| Aug04 |
040621 |
109.950 |
111.250 |
109.850 |
111.025 |
+1.225 |
1,086 |
11,614 |
-35 |
| Sep04 |
040621 |
107.750 |
109.100 |
107.750 |
109.000 |
+1.275 |
119 |
1,233 |
+10 |
| Oct04 |
040621 |
106.700 |
107.900 |
106.700 |
107.500 |
+0.900 |
129 |
2,036 |
+17 |
| Nov04 |
040621 |
105.400 |
106.700 |
105.400 |
106.275 |
+0.725 |
75 |
868 |
+13 |
| Jan05 |
040621 |
101.000 |
101.750 |
101.000 |
101.600 |
+0.750 |
82 |
374 |
+42 |
| Mar05 |
040621 |
96.500 |
97.900 |
96.500 |
97.900 |
+1.200 |
1 |
78 |
-1 |
| Apr05 |
040621 |
96.200 |
96.600 |
96.200 |
96.600 |
+0.800 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
1,492 |
16,266 |
+46 |
| Lean Hogs(CME) |
| Jul04 |
040621 |
78.100 |
78.675 |
77.800 |
77.900 |
+0.050 |
7,226 |
18,035 |
-1,348 |
| Aug04 |
040621 |
76.875 |
77.675 |
76.250 |
76.325 |
-0.550 |
6,850 |
41,877 |
+3,328 |
| Oct04 |
040621 |
65.400 |
65.725 |
65.200 |
65.475 |
+0.250 |
1,407 |
11,857 |
+596 |
| Dec04 |
040621 |
60.150 |
60.725 |
60.000 |
60.475 |
+0.500 |
711 |
7,806 |
+211 |
| Feb05 |
040621 |
60.500 |
61.050 |
60.500 |
61.000 |
+0.500 |
227 |
995 |
+81 |
| Apr05 |
040621 |
61.500 |
61.850 |
61.500 |
61.850 |
+0.400 |
74 |
443 |
+44 |
| May05 |
040621 |
62.950 |
63.075 |
62.900 |
63.075 |
+0.575 |
0 |
47 |
+0 |
| Jun05 |
040621 |
66.000 |
66.200 |
66.000 |
66.200 |
+0.500 |
16 |
54 |
+7 |
| Total Volume and Open Interest |
16,511 |
81,115 |
+2,919 |
| Pork Bellies(CME) |
| Jul04 |
040621 |
115.800 |
116.000 |
114.550 |
114.925 |
-0.725 |
355 |
2,078 |
-113 |
| Aug04 |
040621 |
114.050 |
114.250 |
113.100 |
113.300 |
-0.750 |
220 |
836 |
+61 |
| Feb05 |
040621 |
97.000 |
98.000 |
96.500 |
98.000 |
-0.750 |
10 |
43 |
+2 |
| Mar05 |
040621 |
95.050 |
95.050 |
95.050 |
95.050 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
585 |
2,959 |
-50 |
| Class III Milk(CME) |
| Jun04 |
040621 |
17.61 |
17.65 |
17.61 |
17.63 |
-0.02 |
177 |
6,329 |
+5 |
| Jul04 |
040621 |
16.15 |
16.35 |
15.87 |
16.13 |
-0.12 |
733 |
4,605 |
+195 |
| Aug04 |
040621 |
15.20 |
15.20 |
14.76 |
14.86 |
-0.35 |
240 |
4,689 |
-49 |
| Sep04 |
040621 |
14.65 |
15.05 |
14.49 |
14.51 |
-0.29 |
109 |
4,443 |
+30 |
| Oct04 |
040621 |
13.86 |
13.86 |
13.50 |
13.68 |
-0.23 |
20 |
3,172 |
+13 |
| Total Volume and Open Interest |
1,346 |
28,915 |
+243 |
| Cocoa(NYBOT) |
| Jul04 |
040621 |
1325 |
1348 |
1325 |
1343 |
+8 |
169 |
586 |
-176 |
| Sep04 |
040621 |
1344 |
1359 |
1341 |
1351 |
+9 |
6,269 |
42,291 |
+436 |
| Dec04 |
040621 |
1368 |
1371 |
1360 |
1365 |
+6 |
591 |
14,681 |
+82 |
| Mar05 |
040621 |
1386 |
1386 |
1385 |
1385 |
+6 |
30 |
9,704 |
+9 |
| May05 |
040621 |
1398 |
1401 |
1397 |
1399 |
+7 |
67 |
11,368 |
+21 |
| Jul05 |
040621 |
1410 |
1412 |
1410 |
1412 |
+6 |
0 |
10,931 |
+0 |
| Sep05 |
040621 |
1422 |
1426 |
1422 |
1426 |
+6 |
7 |
4,761 |
-7 |
| Total Volume and Open Interest |
7,334 |
96,169 |
+559 |
| Coffee "C"(NYBOT) |
| Jul04 |
040621 |
75.50 |
75.75 |
72.85 |
73.60 |
-2.10 |
10,719 |
9,136 |
-5,385 |
| Sep04 |
040621 |
78.00 |
78.25 |
75.40 |
76.10 |
-2.20 |
14,027 |
68,395 |
+3,615 |
| Dec04 |
040621 |
81.00 |
81.25 |
78.45 |
79.10 |
-2.20 |
1,802 |
12,394 |
+207 |
| Mar05 |
040621 |
83.80 |
83.90 |
81.40 |
81.90 |
-2.20 |
280 |
6,812 |
+19 |
| May05 |
040621 |
83.75 |
83.75 |
83.50 |
83.50 |
-2.20 |
36 |
1,198 |
+11 |
| Jul05 |
040621 |
84.50 |
85.40 |
84.50 |
84.95 |
-2.25 |
100 |
1,089 |
-5 |
| Total Volume and Open Interest |
26,974 |
99,702 |
-1,538 |
| Orange Juice(NYBOT) |
| Jul04 |
040621 |
57.60 |
58.10 |
57.50 |
57.85 |
+0.35 |
4,883 |
17,125 |
-2,259 |
| Sep04 |
040621 |
60.00 |
60.30 |
59.65 |
60.15 |
+0.65 |
4,067 |
12,866 |
+1,795 |
| Nov04 |
040621 |
62.40 |
62.65 |
62.00 |
62.60 |
+0.65 |
606 |
6,226 |
+292 |
| Jan05 |
040621 |
64.35 |
64.85 |
64.25 |
64.85 |
+0.70 |
158 |
1,702 |
+62 |
| Mar05 |
040621 |
66.25 |
66.85 |
66.25 |
66.80 |
+0.65 |
71 |
3,071 |
+51 |
| Total Volume and Open Interest |
9,807 |
43,923 |
-53 |
| Sugar #11(NYBOT) |
| Jul04 |
040621 |
6.75 |
7.04 |
6.73 |
7.03 |
+0.21 |
21,769 |
49,469 |
-10,447 |
| Oct04 |
040621 |
7.28 |
7.68 |
7.25 |
7.65 |
+0.27 |
42,035 |
151,098 |
+4,927 |
| Mar05 |
040621 |
7.65 |
8.01 |
7.63 |
8.00 |
+0.26 |
9,110 |
42,269 |
+727 |
| May05 |
040621 |
7.62 |
7.95 |
7.62 |
7.94 |
+0.24 |
2,242 |
15,121 |
+306 |
| Jul05 |
040621 |
7.50 |
7.75 |
7.50 |
7.74 |
+0.21 |
682 |
10,502 |
+47 |
| Total Volume and Open Interest |
76,240 |
282,194 |
-4,387 |
| London Cocoa(LCE) |
| Jul04 |
040621 |
764 |
771 |
761 |
768 |
+4 |
1,864 |
37,363 |
-738 |
| Sep04 |
040621 |
781 |
787 |
778 |
785 |
+4 |
3,473 |
36,483 |
+842 |
| Dec04 |
040621 |
807 |
813 |
804 |
811 |
+4 |
1,919 |
46,770 |
+115 |
| Mar05 |
040621 |
825 |
831 |
825 |
831 |
+4 |
1,053 |
29,324 |
+10 |
| May05 |
040621 |
842 |
845 |
840 |
845 |
+4 |
1,143 |
11,129 |
+365 |
| Jul05 |
040621 |
853 |
858 |
853 |
858 |
+4 |
321 |
9,958 |
+197 |
| Sep05 |
040621 |
866 |
869 |
866 |
869 |
+4 |
0 |
7,103 |
+0 |
| Total Volume and Open Interest |
10,202 |
185,359 |
+1,220 |
| London Coffee(LCE) |
| Jul04 |
040621 |
785.00 |
787.00 |
766.00 |
773.00 |
-14.00 |
2,122 |
50,274 |
-1,036 |
| Sep04 |
040621 |
778.00 |
778.00 |
761.00 |
769.00 |
-11.00 |
3,337 |
61,730 |
+514 |
| Nov04 |
040621 |
770.00 |
770.00 |
755.00 |
761.00 |
-11.00 |
1,354 |
25,460 |
+29 |
| Jan05 |
040621 |
763.00 |
763.00 |
752.00 |
756.00 |
-14.00 |
817 |
19,758 |
-39 |
| Mar05 |
040621 |
769.00 |
773.00 |
765.00 |
766.00 |
-10.00 |
466 |
11,327 |
+247 |
| May05 |
040621 |
780.00 |
783.00 |
775.00 |
776.00 |
-10.00 |
698 |
6,114 |
+448 |
| Total Volume and Open Interest |
8,794 |
175,298 |
+163 |
| London Sugar(LCE) |
| Aug04 |
040621 |
215.70 |
218.10 |
212.00 |
217.50 |
+0.50 |
6,050 |
20,529 |
+138 |
| Oct04 |
040621 |
222.50 |
225.40 |
219.10 |
224.70 |
+0.70 |
2,047 |
12,120 |
+267 |
| Dec04 |
040621 |
227.10 |
233.00 |
226.70 |
231.80 |
+1.20 |
624 |
5,116 |
+73 |
| Mar05 |
040621 |
234.10 |
238.60 |
232.30 |
237.80 |
+1.90 |
767 |
9,118 |
+69 |
| May05 |
040621 |
231.80 |
237.00 |
231.80 |
236.30 |
+2.10 |
113 |
3,686 |
-33 |
| Total Volume and Open Interest |
10,006 |
56,823 |
+772 |
| Cotton(NYBOT) |
| Jul04 |
040621 |
50.50 |
51.50 |
49.60 |
50.09 |
-1.91 |
2,290 |
9,826 |
-1,909 |
| Oct04 |
040621 |
52.80 |
53.70 |
52.20 |
52.56 |
-1.44 |
169 |
2,253 |
-20 |
| Dec04 |
040621 |
53.65 |
54.00 |
53.05 |
53.28 |
-1.17 |
4,041 |
53,222 |
+428 |
| Mar05 |
040621 |
55.50 |
55.90 |
55.20 |
55.20 |
-1.20 |
237 |
9,211 |
+15 |
| May05 |
040621 |
56.48 |
56.58 |
56.20 |
56.20 |
-1.10 |
78 |
1,604 |
+43 |
| Jul05 |
040621 |
57.48 |
57.50 |
57.09 |
57.09 |
-0.91 |
113 |
1,025 |
+9 |
| Total Volume and Open Interest |
6,929 |
77,918 |
-1,434 |
| Lumber(CME) |
| Jul04 |
040621 |
381.9 |
387.4 |
379.6 |
381.1 |
+0.8 |
432 |
3,228 |
-51 |
| Sep04 |
040621 |
356.5 |
358.0 |
352.0 |
354.8 |
+1.8 |
111 |
1,239 |
-31 |
| Nov04 |
040621 |
326.0 |
326.9 |
324.2 |
325.2 |
+0.9 |
105 |
464 |
+8 |
| Jan05 |
040621 |
324.5 |
325.0 |
324.5 |
325.0 |
+1.8 |
2 |
55 |
+0 |
| Total Volume and Open Interest |
650 |
4,988 |
-74 |
| Crude Oil(NYM) |
| Jul04 |
040621 |
38.95 |
39.05 |
37.50 |
37.63 |
-1.12 |
44,603 |
33,979 |
-9,026 |
| Aug04 |
040621 |
39.16 |
39.17 |
37.66 |
37.77 |
-1.23 |
88,124 |
201,498 |
+4,336 |
| Sep04 |
040621 |
39.12 |
39.18 |
37.70 |
37.80 |
-1.21 |
21,079 |
89,945 |
+3,306 |
| Oct04 |
040621 |
38.48 |
38.50 |
37.46 |
37.57 |
-1.15 |
9,531 |
43,588 |
+265 |
| Nov04 |
040621 |
38.03 |
38.10 |
37.20 |
37.28 |
-1.06 |
5,363 |
27,285 |
+371 |
| Dec04 |
040621 |
38.05 |
38.05 |
36.90 |
36.97 |
-0.98 |
10,528 |
63,740 |
-924 |
| Jan05 |
040621 |
36.54 |
36.54 |
36.54 |
36.54 |
-0.95 |
3,102 |
24,164 |
-733 |
| Feb05 |
040621 |
36.15 |
36.15 |
36.15 |
36.15 |
-0.92 |
1,788 |
12,707 |
-79 |
| Mar05 |
040621 |
35.85 |
35.85 |
35.81 |
35.81 |
-0.88 |
1,752 |
12,665 |
-643 |
| Apr05 |
040621 |
35.51 |
35.51 |
35.51 |
35.51 |
-0.84 |
1,703 |
9,044 |
+548 |
| May05 |
040621 |
35.25 |
35.30 |
35.22 |
35.22 |
-0.81 |
1,807 |
7,301 |
+1,017 |
| Jun05 |
040621 |
34.85 |
35.00 |
34.85 |
34.97 |
-0.77 |
2,346 |
19,882 |
+678 |
| Jul05 |
040621 |
35.15 |
35.15 |
34.74 |
34.74 |
-0.74 |
52 |
5,033 |
-15 |
| Aug05 |
040621 |
34.53 |
34.53 |
34.53 |
34.53 |
-0.71 |
525 |
5,070 |
+125 |
| Sep05 |
040621 |
34.30 |
34.40 |
34.25 |
34.33 |
-0.68 |
70 |
6,604 |
+50 |
| Oct05 |
040621 |
34.12 |
34.12 |
34.12 |
34.12 |
-0.66 |
349 |
3,579 |
+176 |
| Total Volume and Open Interest |
198,928 |
717,193 |
-125 |
| Heating Oil(NYM) |
| Jul04 |
040621 |
103.00 |
103.10 |
99.15 |
99.32 |
-3.21 |
19,050 |
26,974 |
-2,568 |
| Aug04 |
040621 |
103.70 |
103.80 |
100.00 |
100.23 |
-3.14 |
15,766 |
48,799 |
+2,944 |
| Sep04 |
040621 |
104.20 |
104.25 |
100.80 |
101.03 |
-3.04 |
2,049 |
16,983 |
+192 |
| Oct04 |
040621 |
104.05 |
104.05 |
101.70 |
101.73 |
-2.89 |
1,595 |
10,854 |
+535 |
| Nov04 |
040621 |
105.10 |
105.10 |
102.38 |
102.38 |
-2.74 |
266 |
8,838 |
-35 |
| Dec04 |
040621 |
105.10 |
105.60 |
102.88 |
102.88 |
-2.64 |
2,478 |
22,778 |
-583 |
| Jan05 |
040621 |
105.80 |
105.80 |
103.10 |
103.18 |
-2.54 |
800 |
9,901 |
+89 |
| Feb05 |
040621 |
104.70 |
104.70 |
102.13 |
102.13 |
-2.49 |
584 |
7,018 |
-73 |
| Mar05 |
040621 |
102.00 |
102.00 |
99.48 |
99.48 |
-2.39 |
545 |
8,153 |
-62 |
| Apr05 |
040621 |
98.35 |
98.50 |
95.98 |
95.98 |
-2.29 |
41 |
1,447 |
+24 |
| May05 |
040621 |
93.80 |
94.00 |
92.58 |
92.58 |
-2.19 |
4 |
1,543 |
+2 |
| Jun05 |
040621 |
90.23 |
90.23 |
90.23 |
90.23 |
-2.14 |
75 |
3,374 |
-50 |
| Total Volume and Open Interest |
43,554 |
173,417 |
+365 |
| Unleaded Gas(NYM) |
| Jul04 |
040621 |
119.70 |
119.70 |
115.30 |
116.15 |
-3.55 |
22,053 |
34,037 |
+695 |
| Aug04 |
040621 |
118.30 |
118.80 |
115.10 |
115.61 |
-3.17 |
11,552 |
46,329 |
+451 |
| Sep04 |
040621 |
115.80 |
115.80 |
112.50 |
112.86 |
-3.02 |
3,691 |
20,870 |
-398 |
| Oct04 |
040621 |
108.01 |
108.01 |
108.01 |
108.01 |
-2.97 |
1,498 |
8,953 |
+214 |
| Nov04 |
040621 |
105.01 |
105.01 |
105.01 |
105.01 |
-2.97 |
1,643 |
4,883 |
+1,456 |
| Dec04 |
040621 |
105.00 |
105.50 |
103.01 |
103.01 |
-2.97 |
1,143 |
9,875 |
+229 |
| Jan05 |
040621 |
102.26 |
102.26 |
102.26 |
102.26 |
-2.97 |
0 |
2,594 |
+0 |
| Feb05 |
040621 |
102.31 |
102.31 |
102.31 |
102.31 |
-2.97 |
50 |
2,871 |
+0 |
| Mar05 |
040621 |
102.91 |
102.91 |
102.91 |
102.91 |
-2.97 |
0 |
1,155 |
+0 |
| Apr05 |
040621 |
109.41 |
109.41 |
109.41 |
109.41 |
-2.97 |
0 |
5,107 |
+0 |
| May05 |
040621 |
109.21 |
109.21 |
109.21 |
109.21 |
-2.97 |
0 |
5,100 |
+0 |
| Jun05 |
040621 |
108.06 |
108.06 |
108.06 |
108.06 |
-2.97 |
0 |
1,806 |
+0 |
| Total Volume and Open Interest |
41,630 |
143,580 |
+2,647 |
| Natural Gas(NYM) |
| Jul04 |
040621 |
6.460 |
6.490 |
6.300 |
6.339 |
-0.181 |
18,892 |
33,343 |
-1,116 |
| Aug04 |
040621 |
6.540 |
6.555 |
6.370 |
6.410 |
-0.182 |
10,113 |
59,971 |
+1,143 |
| Sep04 |
040621 |
6.540 |
6.550 |
6.395 |
6.420 |
-0.172 |
3,408 |
33,937 |
-836 |
| Oct04 |
040621 |
6.550 |
6.555 |
6.400 |
6.438 |
-0.169 |
3,740 |
32,755 |
+505 |
| Nov04 |
040621 |
6.750 |
6.760 |
6.630 |
6.650 |
-0.155 |
1,280 |
18,540 |
-292 |
| Dec04 |
040621 |
6.930 |
6.970 |
6.830 |
6.860 |
-0.145 |
1,666 |
20,780 |
-28 |
| Jan05 |
040621 |
7.050 |
7.085 |
6.970 |
6.983 |
-0.142 |
454 |
21,824 |
+1,528 |
| Feb05 |
040621 |
7.000 |
7.030 |
6.920 |
6.926 |
-0.139 |
463 |
12,506 |
-163 |
| Mar05 |
040621 |
6.860 |
6.890 |
6.740 |
6.764 |
-0.136 |
1,196 |
16,324 |
+329 |
| Apr05 |
040621 |
6.100 |
6.100 |
6.030 |
6.034 |
-0.094 |
952 |
11,473 |
+142 |
| May05 |
040621 |
5.925 |
5.925 |
5.850 |
5.859 |
-0.084 |
1,072 |
10,416 |
+226 |
| Jun05 |
040621 |
5.930 |
5.935 |
5.859 |
5.859 |
-0.084 |
111 |
7,261 |
+32 |
| Jul05 |
040621 |
5.950 |
5.950 |
5.894 |
5.894 |
-0.079 |
245 |
11,305 |
-19 |
| Aug05 |
040621 |
5.945 |
5.945 |
5.904 |
5.904 |
-0.074 |
104 |
6,813 |
-18 |
| Sep05 |
040621 |
5.905 |
5.920 |
5.879 |
5.879 |
-0.069 |
64 |
7,683 |
+31 |
| Oct05 |
040621 |
5.910 |
5.920 |
5.890 |
5.897 |
-0.064 |
930 |
5,976 |
+561 |
| Total Volume and Open Interest |
45,845 |
373,440 |
+2,320 |
| Brent Crude Oil(IPE) |
| Aug04 |
040621 |
35.96 |
36.59 |
35.05 |
35.13 |
-1.08 |
41,504 |
86,637 |
-8,224 |
| Sep04 |
040621 |
36.05 |
36.50 |
35.05 |
35.11 |
-1.10 |
15,467 |
70,461 |
+3,086 |
| Oct04 |
040621 |
35.87 |
36.27 |
34.90 |
34.94 |
-1.09 |
3,724 |
22,285 |
+741 |
| Nov04 |
040621 |
35.50 |
35.85 |
34.68 |
34.68 |
-1.03 |
2,387 |
10,370 |
-697 |
| Dec04 |
040621 |
35.07 |
35.55 |
34.38 |
34.38 |
-0.95 |
5,124 |
37,402 |
-1,414 |
| Jan05 |
040621 |
34.77 |
35.13 |
34.06 |
34.06 |
-0.87 |
517 |
13,933 |
+176 |
| Feb05 |
040621 |
34.10 |
34.10 |
33.74 |
33.74 |
-0.81 |
866 |
7,343 |
+270 |
| Mar05 |
040621 |
33.43 |
33.43 |
33.43 |
33.43 |
-0.76 |
1,160 |
8,500 |
+1,035 |
| Apr05 |
040621 |
33.12 |
33.12 |
33.12 |
33.12 |
-0.72 |
0 |
7,430 |
-100 |
| May05 |
040621 |
33.42 |
33.42 |
32.81 |
32.81 |
-0.70 |
0 |
1,268 |
+0 |
| Jun05 |
040621 |
33.08 |
33.15 |
32.53 |
32.53 |
-0.68 |
300 |
17,089 |
+235 |
| Jul05 |
040621 |
32.29 |
32.29 |
32.29 |
32.29 |
-0.67 |
0 |
650 |
+0 |
| Total Volume and Open Interest |
71,949 |
335,902 |
-5,262 |
| Gas Oil(IPE) |
| Jul04 |
040621 |
318.50 |
325.00 |
316.75 |
317.25 |
-3.25 |
10,876 |
43,605 |
-547 |
| Aug04 |
040621 |
315.50 |
322.00 |
314.50 |
314.50 |
-2.50 |
6,784 |
30,952 |
-459 |
| Sep04 |
040621 |
315.00 |
318.25 |
312.50 |
312.50 |
-2.00 |
2,443 |
16,764 |
-77 |
| Oct04 |
040621 |
311.25 |
315.50 |
310.00 |
310.00 |
-2.00 |
507 |
10,819 |
-125 |
| Nov04 |
040621 |
310.75 |
310.75 |
307.00 |
307.00 |
-1.75 |
121 |
6,605 |
+100 |
| Dec04 |
040621 |
305.00 |
310.50 |
303.75 |
303.75 |
-1.50 |
1,234 |
22,759 |
-419 |
| Jan05 |
040621 |
303.00 |
304.00 |
300.00 |
300.00 |
-1.25 |
625 |
5,003 |
-47 |
| Feb05 |
040621 |
296.00 |
296.00 |
296.00 |
296.00 |
-0.75 |
0 |
2,250 |
+0 |
| Mar05 |
040621 |
290.50 |
290.50 |
290.50 |
290.50 |
-0.75 |
0 |
2,493 |
+0 |
| Apr05 |
040621 |
284.50 |
284.50 |
284.50 |
284.50 |
-0.75 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
23,640 |
161,669 |
-2,092 |
| US Dollar Index(NYBOT) |
| Sep04 |
040621 |
89.50 |
89.73 |
89.46 |
89.60 |
+0.17 |
2,589 |
8,498 |
+431 |
| Dec04 |
040621 |
89.83 |
89.86 |
89.80 |
89.86 |
+0.17 |
0 |
2,045 |
+0 |
| Mar05 |
040621 |
90.12 |
90.12 |
90.12 |
90.12 |
+0.17 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,589 |
10,554 |
+431 |
| Australian Dollar(CME) |
| Sep04 |
040621 |
68.47 |
68.53 |
68.28 |
68.40 |
+0.07 |
2,700 |
23,644 |
-1,405 |
| Dec04 |
040621 |
67.82 |
67.82 |
67.82 |
67.82 |
+0.07 |
17 |
260 |
-6 |
| Mar05 |
040621 |
67.34 |
67.34 |
67.34 |
67.34 |
+0.07 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
2,717 |
23,996 |
-1,411 |
| British Pound(CME) |
| Sep04 |
040621 |
181.82 |
182.00 |
181.40 |
181.63 |
-0.92 |
2,254 |
49,514 |
-17 |
| Dec04 |
040621 |
180.23 |
180.23 |
180.23 |
180.23 |
-0.92 |
15 |
387 |
-10 |
| Mar05 |
040621 |
178.97 |
178.97 |
178.97 |
178.97 |
-0.92 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,269 |
49,905 |
-27 |
| Canadian Dollar(CME) |
| Sep04 |
040621 |
73.08 |
73.28 |
73.00 |
73.16 |
-0.09 |
4,311 |
54,897 |
+701 |
| Dec04 |
040621 |
72.97 |
73.25 |
72.97 |
73.10 |
-0.09 |
57 |
4,447 |
+11 |
| Mar05 |
040621 |
73.00 |
73.10 |
73.00 |
73.05 |
-0.09 |
0 |
692 |
+0 |
| Jun05 |
040621 |
73.01 |
73.01 |
73.01 |
73.01 |
-0.09 |
1 |
193 |
+1 |
| Total Volume and Open Interest |
4,369 |
60,267 |
+713 |
| Japanese Yen(CME) |
| Sep04 |
040621 |
92.63 |
92.67 |
92.20 |
92.23 |
+0.03 |
8,476 |
84,090 |
+3,926 |
| Dec04 |
040621 |
93.25 |
93.25 |
92.70 |
92.70 |
+0.03 |
9 |
10,398 |
+0 |
| Mar05 |
040621 |
93.26 |
93.26 |
93.26 |
93.26 |
+0.03 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
8,485 |
94,494 |
+3,926 |
| Swiss Franc(CME) |
| Sep04 |
040621 |
80.44 |
80.47 |
80.23 |
80.43 |
-0.16 |
3,103 |
43,178 |
+2,080 |
| Dec04 |
040621 |
80.68 |
80.68 |
80.68 |
80.68 |
-0.16 |
0 |
123 |
+0 |
| Mar05 |
040621 |
80.95 |
80.95 |
80.95 |
80.95 |
-0.16 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
3,103 |
43,365 |
+2,080 |
| EuroFX(CME) |
| Sep04 |
040621 |
120.87 |
120.97 |
120.58 |
120.86 |
-0.35 |
8,117 |
92,636 |
+3,367 |
| Dec04 |
040621 |
120.67 |
120.82 |
120.67 |
120.82 |
-0.35 |
6 |
778 |
+9 |
| Mar05 |
040621 |
120.90 |
120.90 |
120.86 |
120.86 |
-0.35 |
51 |
193 |
+1 |
| Total Volume and Open Interest |
8,174 |
93,635 |
+3,377 |
| Mexican Peso(CME) |
| Jun04 |
040614 |
8780.0 |
8783.0 |
8750.0 |
8755.0 |
-45.0 |
4,318 |
21,915 |
-3,370 |
| Sep04 |
040621 |
8713.0 |
8745.0 |
8705.0 |
8730.0 |
+33.0 |
10,797 |
46,320 |
+4,664 |
| Total Volume and Open Interest |
10,824 |
49,153 |
+4,686 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040621 |
106~13 |
106~26 |
106~12 |
106~22 |
+0~07 |
8,607 |
23,985 |
-6,088 |
| Sep04 |
040621 |
105~04 |
105~16 |
104~29 |
105~09 |
+0~05 |
160,003 |
492,869 |
+1,625 |
| Dec04 |
040621 |
104~02 |
104~06 |
104~02 |
104~04 |
+0~05 |
2,074 |
10,777 |
-560 |
| Total Volume and Open Interest |
170,684 |
527,830 |
-5,023 |
| Municipal Bonds(CBOT) |
| Jun04 |
040621 |
100~09 |
100~09 |
100~09 |
100~09 |
+0~02 |
152 |
842 |
-85 |
| Sep04 |
040621 |
99~14 |
99~17 |
99~10 |
99~15 |
+0~02 |
326 |
1,867 |
+82 |
| Total Volume and Open Interest |
478 |
2,709 |
-3 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040621 |
109~230 |
110~000 |
109~220 |
109~305 |
+0~065 |
27,742 |
50,070 |
-24,876 |
| Sep04 |
040621 |
108~100 |
108~205 |
108~065 |
108~175 |
+0~060 |
421,265 |
1,231,221 |
+18,574 |
| Total Volume and Open Interest |
451,335 |
1,300,034 |
-5,951 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040621 |
109~090 |
109~115 |
109~075 |
109~110 |
+0~055 |
7,554 |
0 |
+0 |
| Sep04 |
040621 |
108~015 |
108~045 |
107~310 |
108~030 |
+0~050 |
217,303 |
0 |
+0 |
| Dec04 |
040621 |
107~020 |
107~020 |
107~020 |
107~020 |
+0~060 |
0 |
2,661 |
+0 |
| Total Volume and Open Interest |
224,857 |
2,661 |
+0 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040621 |
105~104 |
105~106 |
105~101 |
105~106 |
+0~010 |
164 |
19,248 |
-1,186 |
| Sep04 |
040621 |
104~127 |
105~006 |
104~126 |
105~005 |
+0~011 |
1,966 |
189,086 |
+1,649 |
| Total Volume and Open Interest |
2,130 |
208,334 |
+463 |
| Eurodollars(CME) |
| Sep04 |
040621 |
97.915 |
97.940 |
97.900 |
97.930 |
+0.030 |
56,507 |
989,124 |
-10,989 |
| Dec04 |
040621 |
97.395 |
97.410 |
97.380 |
97.400 |
+0.020 |
64,711 |
908,998 |
+11,657 |
| Mar05 |
040621 |
96.935 |
96.955 |
96.915 |
96.935 |
+0.025 |
63,572 |
775,103 |
-1,384 |
| Jun05 |
040621 |
96.530 |
96.550 |
96.505 |
96.530 |
+0.025 |
55,498 |
617,929 |
-4,155 |
| Sep05 |
040621 |
96.185 |
96.200 |
96.160 |
96.185 |
+0.025 |
33,112 |
509,199 |
+3,359 |
| Dec05 |
040621 |
95.875 |
95.890 |
95.850 |
95.875 |
+0.030 |
27,796 |
391,328 |
-75 |
| Mar06 |
040621 |
95.625 |
95.650 |
95.615 |
95.630 |
+0.020 |
27,274 |
328,554 |
-724 |
| Jun06 |
040621 |
95.430 |
95.445 |
95.415 |
95.435 |
+0.020 |
20,366 |
206,802 |
-1,533 |
| Sep06 |
040621 |
95.270 |
95.290 |
95.250 |
95.280 |
+0.030 |
9,876 |
192,894 |
+1,032 |
| Dec06 |
040621 |
95.110 |
95.145 |
95.110 |
95.125 |
+0.025 |
9,280 |
145,645 |
+1,957 |
| Mar07 |
040621 |
94.980 |
95.015 |
94.975 |
95.000 |
+0.025 |
8,140 |
140,649 |
+1,207 |
| Jun07 |
040621 |
94.865 |
94.890 |
94.845 |
94.870 |
+0.025 |
7,562 |
99,432 |
+927 |
| Total Volume and Open Interest |
424,025 |
5,909,944 |
+8,214 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040614 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.01 |
120 |
11,888 |
-79 |
| Sep04 |
040621 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
0 |
7,195 |
+250 |
| Dec04 |
040621 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.01 |
2 |
8,620 |
+2 |
| Mar05 |
040621 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
65 |
8,493 |
-465 |
| Jun05 |
040621 |
99.66 |
99.67 |
99.66 |
99.66 |
unch |
12 |
7,659 |
+114 |
| Sep05 |
040621 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
0 |
4,236 |
+108 |
| Dec05 |
040621 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
0 |
2,347 |
-175 |
| Mar06 |
040621 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
0 |
2,274 |
+35 |
| Jun06 |
040621 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
0 |
831 |
+0 |
| Sep06 |
040621 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.01 |
0 |
789 |
+0 |
| Total Volume and Open Interest |
79 |
43,800 |
-131 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040621 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
2,022 |
46,608 |
+672 |
| Dec04 |
040621 |
99.85 |
99.86 |
99.84 |
99.85 |
unch |
1,279 |
64,605 |
+296 |
| Mar05 |
040621 |
99.75 |
99.77 |
99.75 |
99.76 |
unch |
1,973 |
58,036 |
+267 |
| Jun05 |
040621 |
99.64 |
99.66 |
99.64 |
99.65 |
unch |
2,471 |
57,028 |
-607 |
| Sep05 |
040621 |
99.50 |
99.53 |
99.50 |
99.52 |
unch |
2,155 |
43,349 |
-364 |
| Dec05 |
040621 |
99.35 |
99.38 |
99.35 |
99.38 |
unch |
1,270 |
31,499 |
+141 |
| Mar06 |
040621 |
99.19 |
99.22 |
99.19 |
99.21 |
-0.01 |
1,226 |
20,415 |
-74 |
| Jun06 |
040621 |
99.08 |
99.10 |
99.07 |
99.07 |
-0.01 |
979 |
8,535 |
+202 |
| Total Volume and Open Interest |
13,410 |
345,422 |
+568 |
| German Euro-Bund(EUREX) |
| Sep04 |
040621 |
112.65 |
112.92 |
112.50 |
112.86 |
+0.15 |
698,146 |
910,335 |
-34,592 |
| Dec04 |
040621 |
111.87 |
111.93 |
111.85 |
111.93 |
+0.14 |
8 |
1,557 |
+2 |
| Mar05 |
040621 |
111.35 |
111.35 |
111.35 |
111.35 |
+0.14 |
1,030 |
0 |
+0 |
| Total Volume and Open Interest |
699,184 |
911,892 |
-34,590 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040621 |
109.97 |
110.11 |
109.84 |
110.06 |
+0.05 |
575,160 |
786,543 |
-39,355 |
| Dec04 |
040621 |
109.19 |
109.19 |
109.19 |
109.19 |
+0.05 |
108 |
325 |
-2 |
| Mar05 |
040621 |
108.68 |
108.68 |
108.68 |
108.68 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
575,268 |
786,868 |
-39,357 |
| Long Gilt(LIFFE) |
| Jun04 |
040621 |
105~15 |
105~23 |
105~15 |
105~20 |
+0~02 |
90 |
23,593 |
-105 |
| Sep04 |
040621 |
105~01 |
105~15 |
105~01 |
105~11 |
+0~02 |
38,526 |
217,317 |
-2,020 |
| Total Volume and Open Interest |
38,616 |
240,910 |
-2,125 |
| 3-Mth Short Sterling(LIFFE) |
| Sep04 |
040621 |
94.84 |
94.89 |
94.84 |
94.87 |
+0.03 |
48,868 |
202,058 |
+5,197 |
| Dec04 |
040621 |
94.62 |
94.68 |
94.61 |
94.65 |
+0.03 |
66,858 |
255,387 |
-7,149 |
| Mar05 |
040621 |
94.48 |
94.52 |
94.46 |
94.50 |
+0.02 |
53,000 |
203,038 |
+3,145 |
| Total Volume and Open Interest |
233,694 |
1,177,857 |
-1,306 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040621 |
97.760 |
97.770 |
97.755 |
97.770 |
+0.005 |
59,257 |
574,235 |
-3,001 |
| Dec04 |
040621 |
97.520 |
97.545 |
97.495 |
97.530 |
unch |
112,150 |
578,850 |
-7,955 |
| Mar05 |
040621 |
97.260 |
97.290 |
97.230 |
97.270 |
-0.005 |
119,641 |
400,587 |
-427 |
| Total Volume and Open Interest |
490,243 |
2,739,413 |
-23,689 |
| 3-Mth Aus T-Bills(SFE) |
| Sep04 |
040621 |
94.50 |
94.50 |
94.46 |
94.48 |
-0.02 |
8,473 |
153,558 |
-4,376 |
| Dec04 |
040621 |
94.45 |
94.45 |
94.40 |
94.42 |
-0.04 |
11,980 |
96,810 |
-2,267 |
| Mar05 |
040621 |
94.42 |
94.42 |
94.36 |
94.38 |
-0.04 |
4,051 |
51,096 |
+2,338 |
| Jun05 |
040621 |
94.37 |
94.37 |
94.34 |
94.35 |
-0.04 |
1,677 |
26,649 |
+860 |
| Sep05 |
040621 |
94.31 |
94.31 |
94.31 |
94.31 |
-0.04 |
337 |
16,734 |
+175 |
| Dec05 |
040621 |
94.27 |
94.27 |
94.26 |
94.26 |
-0.05 |
966 |
13,767 |
+463 |
| Mar06 |
040621 |
94.24 |
94.24 |
94.20 |
94.20 |
-0.06 |
329 |
9,966 |
+293 |
| Jun06 |
040621 |
94.16 |
94.17 |
94.15 |
94.15 |
-0.05 |
1,461 |
5,324 |
+1,565 |
| Sep06 |
040621 |
94.08 |
94.08 |
94.08 |
94.08 |
-0.05 |
323 |
2,550 |
+203 |
| Dec06 |
040621 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.05 |
20 |
1,250 |
+20 |
| Total Volume and Open Interest |
29,637 |
379,620 |
-726 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040621 |
94.17 |
94.20 |
94.17 |
94.19 |
0.00 |
23,620 |
206,203 |
+11,668 |
| Dec04 |
040621 |
94.17 |
94.17 |
94.17 |
94.17 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
91,667 |
313,065 |
+38,327 |
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040621 |
94.55 |
94.55 |
94.52 |
94.54 |
-0.02 |
54,776 |
313,065 |
+38,327 |
| Dec04 |
040621 |
94.54 |
94.54 |
94.54 |
94.54 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
54,776 |
313,065 |
+38,327 |
| Gold(CMX) |
| Jun04 |
040621 |
394.5 |
394.5 |
394.0 |
394.0 |
-1.1 |
108 |
647 |
-1 |
| Aug04 |
040621 |
397.5 |
397.9 |
393.3 |
394.5 |
-1.2 |
60,318 |
128,268 |
-1,866 |
| Oct04 |
040621 |
399.5 |
399.5 |
395.5 |
395.8 |
-1.2 |
1,298 |
9,881 |
-305 |
| Dec04 |
040621 |
400.0 |
401.0 |
396.3 |
397.3 |
-1.2 |
1,937 |
37,874 |
-68 |
| Feb05 |
040621 |
399.3 |
399.3 |
398.9 |
398.9 |
-1.2 |
83 |
3,144 |
+5 |
| Apr05 |
040621 |
400.6 |
400.6 |
400.6 |
400.6 |
-1.2 |
79 |
3,527 |
-52 |
| Jun05 |
040621 |
403.0 |
403.0 |
402.5 |
402.5 |
-1.2 |
75 |
13,789 |
-16 |
| Aug05 |
040621 |
404.5 |
404.5 |
404.5 |
404.5 |
-1.2 |
80 |
2,193 |
-80 |
| Oct05 |
040621 |
406.5 |
406.5 |
406.5 |
406.5 |
-1.2 |
0 |
276 |
+0 |
| Dec05 |
040621 |
410.0 |
410.0 |
408.6 |
408.6 |
-1.2 |
721 |
6,302 |
-164 |
| Feb06 |
040621 |
411.0 |
411.0 |
411.0 |
411.0 |
-1.2 |
50 |
743 |
+0 |
| Apr06 |
040621 |
413.4 |
413.4 |
413.4 |
413.4 |
-1.2 |
0 |
435 |
+0 |
| Total Volume and Open Interest |
65,487 |
221,072 |
-1,943 |
| Silver(CMX) |
| Jul04 |
040621 |
601.0 |
605.0 |
574.0 |
586.0 |
-12.3 |
12,014 |
45,418 |
-1,436 |
| Sep04 |
040621 |
603.5 |
608.0 |
575.0 |
588.0 |
-12.2 |
1,817 |
14,154 |
+620 |
| Dec04 |
040621 |
607.0 |
610.0 |
580.0 |
591.1 |
-12.2 |
744 |
15,287 |
+159 |
| Mar05 |
040621 |
594.1 |
594.1 |
594.1 |
594.1 |
-12.2 |
709 |
4,326 |
+150 |
| May05 |
040621 |
596.3 |
596.3 |
596.3 |
596.3 |
-12.2 |
0 |
994 |
+0 |
| Jul05 |
040621 |
598.3 |
598.3 |
598.3 |
598.3 |
-12.2 |
1 |
1,591 |
+0 |
| Sep05 |
040621 |
600.4 |
600.4 |
600.4 |
600.4 |
-12.2 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
15,292 |
86,421 |
-501 |
| Platinum(NYM) |
| Jul04 |
040621 |
817.5 |
818.5 |
813.0 |
813.9 |
+4.6 |
1,047 |
4,018 |
-466 |
| Oct04 |
040621 |
808.0 |
809.5 |
805.0 |
806.9 |
+4.4 |
117 |
1,327 |
+29 |
| Jan05 |
040621 |
801.9 |
801.9 |
801.9 |
801.9 |
+4.4 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
1,164 |
5,353 |
-437 |
| Palladium(NYME) |
| Jun04 |
040621 |
228.05 |
228.05 |
228.05 |
228.05 |
-1.15 |
2 |
98 |
+1 |
| Sep04 |
040621 |
230.00 |
232.00 |
228.50 |
229.25 |
-0.75 |
541 |
7,423 |
+141 |
| Dec04 |
040621 |
234.00 |
234.00 |
230.75 |
230.75 |
-0.75 |
42 |
474 |
+22 |
| Total Volume and Open Interest |
585 |
7,996 |
+164 |
| Copper(CMX) |
| Jul04 |
040621 |
120.00 |
120.00 |
118.30 |
119.50 |
+0.25 |
6,046 |
22,114 |
+556 |
| Sep04 |
040621 |
120.30 |
120.40 |
118.80 |
120.00 |
+0.30 |
2,953 |
23,119 |
+1,184 |
| Dec04 |
040621 |
117.10 |
117.15 |
116.10 |
117.15 |
+0.50 |
280 |
10,776 |
-200 |
| Mar05 |
040621 |
114.15 |
114.15 |
114.15 |
114.15 |
+0.40 |
6 |
1,375 |
+0 |
| May05 |
040621 |
112.15 |
112.15 |
112.15 |
112.15 |
+0.50 |
0 |
327 |
+0 |
| Total Volume and Open Interest |
9,436 |
64,884 |
+1,475 |
| DJIA Index(CBOT) |
| Jun04 |
040617 |
10377 |
10390 |
10340 |
10379 |
+3 |
10,860 |
27,862 |
-240 |
| Sep04 |
040621 |
10415 |
10430 |
10348 |
10354 |
-43 |
7,295 |
40,231 |
-17 |
| Dec04 |
040621 |
10420 |
10420 |
10350 |
10350 |
-43 |
1 |
43 |
+1 |
| Total Volume and Open Interest |
7,296 |
40,274 |
-25,635 |
| S & P 500(CME) |
| Sep04 |
040621 |
1134.70 |
1138.30 |
1128.50 |
1129.20 |
-4.80 |
30,304 |
573,054 |
+3,192 |
| Dec04 |
040621 |
1129.90 |
1129.90 |
1129.90 |
1129.90 |
-4.90 |
0 |
5,202 |
+0 |
| Mar05 |
040621 |
1132.30 |
1132.30 |
1132.30 |
1132.30 |
-4.90 |
5 |
273 |
+0 |
| Jun05 |
040621 |
1136.80 |
1136.80 |
1136.80 |
1136.80 |
-4.90 |
5 |
191 |
-1 |
| Total Volume and Open Interest |
30,314 |
578,748 |
-92,894 |
| S & P 500 E-Mini(Globex) |
| Sep04 |
040621 |
1134.75 |
1139.25 |
1128.25 |
1129.25 |
-4.75 |
522,615 |
545,974 |
+38,758 |
| Dec04 |
040621 |
1136.50 |
1137.75 |
1130.00 |
1130.00 |
-4.75 |
|
|
|
| Total Volume and Open Interest |
527,910 |
896,104 |
|
| NASDAQ 100(CME) |
| Sep04 |
040621 |
1472.50 |
1477.50 |
1455.00 |
1458.00 |
-10.00 |
11,253 |
66,074 |
+1,043 |
| Dec04 |
040621 |
1464.00 |
1464.00 |
1464.00 |
1464.00 |
-10.00 |
0 |
87 |
+0 |
| Mar05 |
040621 |
1470.00 |
1470.00 |
1470.00 |
1470.00 |
-10.00 |
|
|
|
| Total Volume and Open Interest |
11,253 |
66,161 |
|
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep04 |
040621 |
1469.0 |
1479.0 |
1454.5 |
1458.0 |
-10.0 |
246,258 |
126,533 |
+5,581 |
| Dec04 |
040621 |
1475.0 |
1475.0 |
1462.5 |
1464.0 |
-10.0 |
|
|
|
| Total Volume and Open Interest |
247,515 |
385,701 |
|
| S & P Midcap 400(CME) |
| Sep04 |
040621 |
593.70 |
597.00 |
592.50 |
593.35 |
+0.35 |
692 |
14,551 |
+69 |
| Dec04 |
040621 |
593.35 |
593.35 |
593.35 |
593.35 |
+0.35 |
|
|
|
| Mar05 |
040621 |
593.35 |
593.35 |
593.35 |
593.35 |
+0.35 |
|
|
|
| Total Volume and Open Interest |
692 |
14,551 |
-8,241 |
| Russell 2000(CME) |
| Sep04 |
040621 |
570.00 |
572.00 |
567.00 |
567.00 |
-1.50 |
964 |
22,508 |
+71 |
| Dec04 |
040621 |
567.00 |
567.00 |
567.00 |
567.00 |
-1.50 |
|
|
|
| Mar05 |
040621 |
567.00 |
567.00 |
567.00 |
567.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
964 |
22,508 |
-17,441 |
| Value Line(KCBT) |
| Sep04 |
040621 |
1585.00 |
1585.00 |
1585.00 |
1585.00 |
-2.00 |
5 |
61 |
-1 |
| Total Volume and Open Interest |
5 |
61 |
-16 |
| Nikkei 225(CME) |
| Sep04 |
040621 |
11600 |
11620 |
11550 |
11550 |
+50 |
1,615 |
29,369 |
+212 |
| Dec04 |
040621 |
11550 |
11550 |
11550 |
11550 |
+50 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
1,615 |
29,384 |
+212 |
| Nikkei 225(SIMEX) |
| Sep04 |
040621 |
11520 |
11750 |
11515 |
11595 |
+150 |
29,611 |
128,437 |
-1,477 |
| Dec04 |
040621 |
11565 |
11565 |
11565 |
11565 |
+150 |
|
|
|
| Mar05 |
040621 |
11565 |
11565 |
11565 |
11565 |
+150 |
|
|
|
| Total Volume and Open Interest |
29,611 |
128,437 |
-1,477 |
| CAC 40(MATIF) |
| Jun04 |
040621 |
3743.0 |
3761.0 |
3725.5 |
3741.0 |
-3.0 |
60,103 |
537,030 |
+16,807 |
| Jul04 |
040621 |
3760.0 |
3762.5 |
3733.5 |
3747.0 |
-3.0 |
236 |
3,325 |
+187 |
| Aug04 |
040621 |
3753.0 |
3753.0 |
3753.0 |
3753.0 |
-3.0 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
60,628 |
564,679 |
+16,893 |
| DAX Index(EUREX) |
| Sep04 |
040621 |
4050.0 |
4057.0 |
3998.0 |
4012.0 |
-0.5 |
97,153 |
132,069 |
+12,658 |
| Dec04 |
040621 |
4056.0 |
4068.5 |
4024.5 |
4034.5 |
-0.5 |
2,753 |
4,950 |
+4 |
| Mar05 |
040621 |
4059.0 |
4059.0 |
4059.0 |
4059.0 |
|
|
|
|
| FT-SE 100(LIFFE) |
| Sep04 |
040621 |
4534.00 |
4535.00 |
4495.00 |
4507.00 |
-2.50 |
67,335 |
394,174 |
+4,262 |
| Dec04 |
040621 |
4539.00 |
4539.00 |
4539.00 |
4539.00 |
-2.50 |
0 |
26,722 |
+0 |
| Mar05 |
040621 |
4551.50 |
4551.50 |
4551.50 |
4551.50 |
-2.50 |
0 |
3,350 |
+0 |
| Total Volume and Open Interest |
89,759 |
544,727 |
+10,493 |
| SPI 200(SFE) |
| Jun04 |
040617 |
3496.0 |
3501.0 |
3488.0 |
3495.0 |
unch |
50,374 |
120,653 |
-12,701 |
| Sep04 |
040621 |
3535.0 |
3565.0 |
3534.0 |
3564.0 |
+31.0 |
10,277 |
161,983 |
+3,383 |
| Dec04 |
040621 |
3564.0 |
3576.0 |
3560.0 |
3576.0 |
+31.0 |
702 |
4,307 |
+649 |
| Total Volume and Open Interest |
11,012 |
168,237 |
-59,045 |
| GSCI(CME) |
| Jul04 |
040621 |
294.45 |
295.30 |
289.90 |
290.75 |
-5.45 |
27 |
15,822 |
+5 |
| Aug04 |
040621 |
289.00 |
289.00 |
289.00 |
289.00 |
-4.60 |
1 |
4 |
+1 |
| Sep04 |
040621 |
288.50 |
288.50 |
288.50 |
288.50 |
-3.75 |
|
|
|
| Total Volume and Open Interest |
28 |
15,826 |
+6 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040621 |
267.75 |
267.75 |
266.50 |
267.05 |
-0.70 |
42 |
242 |
-9 |
| Nov04 |
040621 |
268.00 |
268.00 |
267.55 |
267.55 |
-0.70 |
0 |
21 |
+0 |
| Jan05 |
040621 |
267.55 |
267.55 |
267.55 |
267.55 |
-0.70 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
42 |
268 |
-9 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|