|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu April 01, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May04 |
040401 |
1003.00 |
1034.00 |
1002.00 |
1029.50 |
+34.50 |
60,467 |
129,880 |
-1,257 |
| Jul04 |
040401 |
1000.00 |
1030.50 |
998.00 |
1027.25 |
+32.25 |
28,456 |
62,519 |
+1,030 |
| Aug04 |
040401 |
951.00 |
978.00 |
951.00 |
974.50 |
+34.50 |
4,491 |
15,360 |
+283 |
| Sep04 |
040401 |
845.00 |
864.00 |
845.00 |
856.00 |
+21.00 |
2,265 |
9,153 |
-46 |
| Nov04 |
040401 |
757.00 |
776.00 |
755.00 |
766.00 |
+19.00 |
12,175 |
47,484 |
+187 |
| Jan05 |
040401 |
755.00 |
773.00 |
755.00 |
766.00 |
+16.50 |
340 |
2,907 |
+17 |
| Mar05 |
040401 |
747.00 |
759.00 |
746.00 |
758.00 |
+18.00 |
398 |
1,569 |
+128 |
| Total Volume and Open Interest |
108,812 |
270,309 |
+486 |
| Soybean Meal(CBOT) |
| May04 |
040401 |
317.00 |
329.80 |
315.80 |
329.40 |
+15.10 |
18,114 |
70,423 |
-303 |
| Jul04 |
040401 |
315.50 |
327.50 |
312.50 |
326.50 |
+16.00 |
16,853 |
47,956 |
+3,138 |
| Aug04 |
040401 |
302.00 |
313.00 |
302.00 |
312.50 |
+13.20 |
4,337 |
17,670 |
+884 |
| Sep04 |
040401 |
278.50 |
288.50 |
278.50 |
287.20 |
+10.40 |
984 |
14,759 |
-109 |
| Oct04 |
040401 |
239.00 |
248.00 |
239.00 |
246.00 |
+10.00 |
835 |
9,430 |
+99 |
| Dec04 |
040401 |
228.50 |
237.80 |
228.20 |
236.00 |
+9.20 |
2,710 |
20,590 |
-1,252 |
| Jan05 |
040401 |
226.50 |
236.50 |
226.50 |
233.20 |
+8.70 |
202 |
2,584 |
-13 |
| Mar05 |
040401 |
224.50 |
233.00 |
224.50 |
230.70 |
+7.70 |
344 |
1,772 |
+111 |
| Total Volume and Open Interest |
44,398 |
187,690 |
+2,558 |
| Soybean Oil(CBOT) |
| May04 |
040401 |
32.43 |
33.00 |
32.42 |
32.77 |
+0.54 |
19,378 |
65,755 |
-6,403 |
| Jul04 |
040401 |
32.35 |
32.86 |
32.23 |
32.70 |
+0.64 |
17,022 |
49,063 |
+2,469 |
| Aug04 |
040401 |
32.15 |
32.50 |
31.95 |
32.35 |
+0.65 |
3,128 |
12,677 |
+490 |
| Sep04 |
040401 |
31.70 |
31.75 |
31.45 |
31.60 |
+0.37 |
1,693 |
11,197 |
+309 |
| Oct04 |
040401 |
29.68 |
29.98 |
29.65 |
29.80 |
+0.40 |
1,120 |
8,168 |
-70 |
| Dec04 |
040401 |
28.35 |
28.90 |
28.35 |
28.77 |
+0.59 |
1,785 |
19,227 |
-1,196 |
| Jan05 |
040401 |
28.50 |
28.55 |
28.50 |
28.55 |
+0.60 |
540 |
1,394 |
+108 |
| Mar05 |
040401 |
28.00 |
28.20 |
28.00 |
28.20 |
+0.65 |
235 |
1,099 |
+117 |
| Total Volume and Open Interest |
44,901 |
169,420 |
-4,176 |
| Canola(WCE) |
| May04 |
040401 |
423.0 |
434.5 |
423.0 |
434.0 |
+10.5 |
8,550 |
31,055 |
+269 |
| Jul04 |
040401 |
427.0 |
439.5 |
427.0 |
438.6 |
+11.6 |
4,132 |
19,963 |
+634 |
| Sep04 |
040401 |
386.2 |
386.2 |
386.2 |
386.2 |
+6.3 |
0 |
10 |
+0 |
| Nov04 |
040401 |
380.0 |
389.5 |
380.0 |
388.0 |
+8.7 |
2,241 |
27,154 |
-78 |
| Jan05 |
040401 |
383.0 |
390.0 |
383.0 |
390.0 |
+8.5 |
0 |
942 |
-25 |
| Total Volume and Open Interest |
14,923 |
79,206 |
+800 |
| Corn(CBOT) |
| May04 |
040401 |
323.50 |
331.25 |
321.50 |
325.75 |
+5.75 |
73,242 |
283,246 |
-12,434 |
| Jul04 |
040401 |
328.00 |
337.00 |
327.50 |
332.00 |
+6.50 |
37,400 |
158,809 |
+10,402 |
| Sep04 |
040401 |
324.00 |
333.50 |
323.50 |
329.00 |
+8.75 |
5,655 |
30,199 |
+1,141 |
| Dec04 |
040401 |
322.00 |
331.50 |
321.50 |
326.50 |
+8.75 |
50,053 |
222,007 |
+13,350 |
| Mar05 |
040401 |
322.50 |
332.00 |
322.00 |
327.25 |
+8.50 |
1,609 |
16,386 |
+351 |
| May05 |
040401 |
324.00 |
332.50 |
323.50 |
328.25 |
+8.00 |
112 |
1,692 |
+41 |
| Total Volume and Open Interest |
169,633 |
721,782 |
+13,849 |
| Wheat(CBOT) |
| May04 |
040401 |
409.00 |
419.00 |
406.50 |
410.50 |
+2.50 |
36,766 |
88,351 |
-5,347 |
| Jul04 |
040401 |
415.00 |
425.00 |
413.00 |
416.75 |
+1.00 |
21,337 |
53,522 |
+2,930 |
| Sep04 |
040401 |
418.50 |
428.50 |
416.50 |
421.00 |
+0.50 |
582 |
7,824 |
+132 |
| Dec04 |
040401 |
426.00 |
435.00 |
424.50 |
429.00 |
+0.75 |
1,977 |
14,373 |
+45 |
| Mar05 |
040401 |
427.00 |
436.00 |
427.00 |
433.00 |
+2.00 |
63 |
816 |
+10 |
| Total Volume and Open Interest |
60,816 |
165,348 |
-2,195 |
| Wheat(KCBT) |
| May04 |
040401 |
411.50 |
421.00 |
411.00 |
416.25 |
+3.75 |
7,011 |
32,371 |
-621 |
| Jul04 |
040401 |
416.00 |
426.00 |
415.00 |
420.00 |
+2.50 |
6,022 |
24,569 |
+964 |
| Sep04 |
040401 |
418.00 |
430.00 |
418.00 |
423.00 |
+6.00 |
538 |
4,242 |
-211 |
| Dec04 |
040401 |
425.00 |
435.00 |
425.00 |
429.75 |
+5.50 |
268 |
5,074 |
+6 |
| Mar05 |
040401 |
431.00 |
437.00 |
431.00 |
437.00 |
+15.00 |
1 |
47 |
-1 |
| Total Volume and Open Interest |
13,845 |
66,354 |
+142 |
| Wheat(MGE) |
| May04 |
040401 |
435.50 |
446.00 |
435.00 |
441.25 |
+4.50 |
3,111 |
17,523 |
-416 |
| Jul04 |
040401 |
438.00 |
446.50 |
436.50 |
443.00 |
+5.00 |
2,478 |
8,571 |
+626 |
| Sep04 |
040401 |
438.00 |
447.00 |
437.50 |
443.75 |
+8.00 |
805 |
6,791 |
+61 |
| Dec04 |
040401 |
440.00 |
450.50 |
440.00 |
445.50 |
+5.25 |
416 |
5,530 |
+100 |
| Mar05 |
040401 |
440.00 |
440.00 |
440.00 |
440.00 |
unch |
0 |
59 |
+0 |
| Total Volume and Open Interest |
6,810 |
38,520 |
+371 |
| Oats(CBOT) |
| May04 |
040401 |
174.25 |
179.00 |
174.25 |
178.75 |
+4.75 |
994 |
5,683 |
+36 |
| Jul04 |
040401 |
179.50 |
184.50 |
179.50 |
183.50 |
+5.00 |
869 |
3,570 |
+200 |
| Sep04 |
040401 |
181.75 |
188.00 |
181.75 |
186.50 |
+6.00 |
150 |
989 |
+44 |
| Dec04 |
040401 |
183.75 |
189.00 |
183.75 |
189.00 |
+6.00 |
335 |
2,845 |
+89 |
| Total Volume and Open Interest |
2,376 |
13,131 |
+378 |
| Rough Rice(CBOT) |
| May04 |
040401 |
9.48 |
9.95 |
9.48 |
9.95 |
+0.50 |
160 |
4,407 |
-15 |
| Jul04 |
040401 |
9.90 |
10.14 |
9.88 |
10.14 |
+0.50 |
47 |
791 |
-2 |
| Sep04 |
040401 |
9.10 |
9.22 |
9.10 |
9.22 |
+0.50 |
31 |
285 |
+4 |
| Nov04 |
040401 |
8.70 |
9.05 |
8.70 |
9.05 |
+0.50 |
55 |
845 |
+32 |
| Total Volume and Open Interest |
300 |
6,403 |
+26 |
| Live Cattle(CME) |
| Apr04 |
040401 |
80.000 |
80.450 |
78.500 |
79.100 |
-0.725 |
4,979 |
21,601 |
-220 |
| Jun04 |
040401 |
76.350 |
76.600 |
74.750 |
75.650 |
-0.575 |
6,436 |
60,792 |
+1,256 |
| Aug04 |
040401 |
75.050 |
75.350 |
73.900 |
75.150 |
+0.050 |
1,552 |
16,402 |
-140 |
| Oct04 |
040401 |
76.825 |
77.050 |
76.150 |
76.900 |
+0.225 |
493 |
14,921 |
+75 |
| Dec04 |
040401 |
78.250 |
78.300 |
77.500 |
78.025 |
+0.075 |
160 |
5,692 |
+13 |
| Feb05 |
040401 |
79.000 |
79.500 |
79.000 |
79.450 |
+0.100 |
49 |
3,013 |
+5 |
| Total Volume and Open Interest |
13,678 |
122,531 |
+984 |
| Feeder Cattle(CME) |
| Apr04 |
040401 |
89.600 |
89.800 |
88.850 |
89.325 |
-0.175 |
454 |
2,093 |
-149 |
| May04 |
040401 |
87.400 |
87.500 |
86.225 |
86.425 |
-0.725 |
1,129 |
5,829 |
-20 |
| Aug04 |
040401 |
87.650 |
87.750 |
86.200 |
86.475 |
-1.100 |
539 |
4,184 |
+25 |
| Sep04 |
040401 |
86.750 |
86.800 |
86.500 |
86.500 |
-0.900 |
2 |
535 |
+0 |
| Oct04 |
040401 |
87.200 |
87.200 |
86.150 |
86.450 |
-0.750 |
52 |
694 |
+11 |
| Nov04 |
040401 |
86.500 |
86.500 |
86.500 |
86.500 |
-0.650 |
14 |
127 |
+10 |
| Jan05 |
040401 |
85.700 |
85.700 |
85.500 |
85.500 |
-0.800 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,190 |
13,466 |
-123 |
| Lean Hogs(CME) |
| Apr04 |
040401 |
65.950 |
66.300 |
64.800 |
65.300 |
-1.350 |
2,769 |
9,003 |
-622 |
| May04 |
040401 |
67.950 |
68.200 |
67.350 |
67.700 |
-0.900 |
860 |
3,282 |
+4 |
| Jun04 |
040401 |
73.950 |
74.600 |
73.500 |
74.400 |
-0.250 |
8,340 |
45,446 |
+3,979 |
| Jul04 |
040401 |
70.200 |
71.000 |
69.875 |
70.925 |
+0.300 |
1,526 |
10,417 |
+471 |
| Aug04 |
040401 |
67.050 |
68.500 |
66.950 |
68.400 |
+1.000 |
306 |
3,885 |
+35 |
| Oct04 |
040401 |
56.600 |
58.125 |
56.600 |
58.100 |
+1.200 |
254 |
2,017 |
+76 |
| Dec04 |
040401 |
55.600 |
56.750 |
55.400 |
56.625 |
+0.975 |
101 |
1,623 |
+1 |
| Feb05 |
040401 |
58.500 |
58.900 |
58.350 |
58.775 |
+0.275 |
12 |
335 |
+0 |
| Total Volume and Open Interest |
14,181 |
76,107 |
+3,948 |
| Pork Bellies(CME) |
| May04 |
040401 |
106.900 |
110.000 |
106.100 |
108.100 |
+0.725 |
449 |
2,634 |
-48 |
| Jul04 |
040401 |
106.500 |
109.100 |
105.900 |
108.225 |
+0.725 |
91 |
873 |
-16 |
| Aug04 |
040401 |
103.000 |
103.725 |
103.000 |
103.725 |
+0.625 |
5 |
67 |
+1 |
| Feb05 |
040401 |
86.300 |
86.300 |
86.300 |
86.300 |
unch |
0 |
2 |
+0 |
| Mar05 |
040401 |
86.300 |
86.300 |
86.300 |
86.300 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
545 |
3,578 |
-63 |
| BFP Milk Class III(CME) |
| Mar04 |
040401 |
14.32 |
14.40 |
14.32 |
14.40 |
unch |
14 |
0 |
-2,905 |
| Apr04 |
040401 |
18.73 |
18.99 |
18.70 |
18.91 |
+0.13 |
227 |
6,134 |
+178 |
| May04 |
040401 |
18.50 |
18.90 |
18.40 |
18.88 |
+0.33 |
484 |
5,630 |
+171 |
| Jun04 |
040401 |
17.65 |
17.87 |
17.55 |
17.81 |
+0.16 |
264 |
4,379 |
+114 |
| Jul04 |
040401 |
16.69 |
17.04 |
16.69 |
17.02 |
+0.23 |
265 |
3,269 |
+8 |
| Total Volume and Open Interest |
2,178 |
32,826 |
-2,257 |
| Cocoa(NYBOT) |
| May04 |
040401 |
1540 |
1562 |
1512 |
1517 |
-32 |
14,170 |
31,758 |
-3,074 |
| Jul04 |
040401 |
1537 |
1565 |
1520 |
1524 |
-25 |
2,011 |
17,851 |
+638 |
| Sep04 |
040401 |
1545 |
1555 |
1525 |
1530 |
-24 |
1,573 |
13,144 |
+470 |
| Dec04 |
040401 |
1555 |
1575 |
1537 |
1537 |
-25 |
1,443 |
9,676 |
-455 |
| Mar05 |
040401 |
1576 |
1576 |
1547 |
1547 |
-24 |
0 |
8,000 |
+0 |
| May05 |
040401 |
1555 |
1555 |
1555 |
1555 |
-24 |
88 |
10,732 |
+25 |
| Jul05 |
040401 |
1569 |
1569 |
1565 |
1565 |
-25 |
0 |
8,031 |
+0 |
| Total Volume and Open Interest |
19,285 |
101,458 |
-2,396 |
| Coffee "C"(NYBOT) |
| May04 |
040401 |
74.00 |
74.40 |
73.25 |
74.10 |
+0.35 |
8,600 |
59,439 |
-616 |
| Jul04 |
040401 |
76.30 |
76.60 |
75.50 |
76.35 |
+0.35 |
3,784 |
22,426 |
+1,100 |
| Sep04 |
040401 |
78.40 |
78.60 |
77.60 |
78.40 |
+0.35 |
350 |
9,767 |
+27 |
| Dec04 |
040401 |
80.90 |
81.20 |
80.60 |
81.10 |
+0.45 |
141 |
6,083 |
+34 |
| Mar05 |
040401 |
83.00 |
83.80 |
83.00 |
83.70 |
+0.55 |
10 |
3,751 |
-14 |
| May05 |
040401 |
84.75 |
85.15 |
84.75 |
85.15 |
+0.65 |
0 |
411 |
+0 |
| Total Volume and Open Interest |
12,885 |
102,648 |
+531 |
| Orange Juice(NYBOT) |
| May04 |
040401 |
59.80 |
59.90 |
58.65 |
59.05 |
-1.25 |
889 |
22,159 |
-167 |
| Jul04 |
040401 |
62.25 |
62.25 |
61.00 |
61.35 |
-1.30 |
284 |
6,088 |
+29 |
| Sep04 |
040401 |
64.00 |
64.25 |
63.50 |
63.65 |
-1.25 |
13 |
1,612 |
+10 |
| Nov04 |
040401 |
66.25 |
66.25 |
65.20 |
65.45 |
-1.00 |
60 |
1,548 |
+52 |
| Jan05 |
040401 |
67.20 |
67.50 |
67.00 |
67.20 |
-0.95 |
18 |
602 |
+11 |
| Total Volume and Open Interest |
1,400 |
34,376 |
+60 |
| Sugar #11(NYBOT) |
| May04 |
040401 |
6.46 |
6.47 |
6.22 |
6.25 |
-0.15 |
28,545 |
124,193 |
-7,252 |
| Jul04 |
040401 |
6.64 |
6.65 |
6.42 |
6.48 |
-0.10 |
21,951 |
61,866 |
+2,977 |
| Oct04 |
040401 |
6.65 |
6.66 |
6.52 |
6.53 |
-0.09 |
5,234 |
40,153 |
-841 |
| Mar05 |
040401 |
6.69 |
6.71 |
6.60 |
6.62 |
-0.07 |
2,191 |
24,040 |
+68 |
| May05 |
040401 |
6.68 |
6.70 |
6.61 |
6.61 |
-0.05 |
434 |
10,055 |
-66 |
| Total Volume and Open Interest |
59,848 |
272,276 |
-4,729 |
| London Cocoa(LCE) |
| May04 |
040401 |
889 |
893 |
862 |
867 |
-13 |
5,624 |
42,553 |
-1,126 |
| Jul04 |
040401 |
890 |
892 |
864 |
869 |
-10 |
1,665 |
27,783 |
-645 |
| Sep04 |
040401 |
903 |
905 |
879 |
883 |
-9 |
787 |
23,878 |
-160 |
| Dec04 |
040401 |
914 |
914 |
896 |
900 |
-7 |
1,645 |
42,426 |
+139 |
| Mar05 |
040401 |
930 |
930 |
912 |
915 |
-7 |
575 |
23,089 |
-298 |
| May05 |
040401 |
940 |
940 |
922 |
926 |
-7 |
15 |
6,521 |
+0 |
| Jul05 |
040401 |
943 |
945 |
937 |
937 |
-7 |
50 |
7,275 |
+50 |
| Total Volume and Open Interest |
10,382 |
183,892 |
-2,045 |
| London Coffee(LCE) |
| May04 |
040401 |
725.00 |
737.00 |
722.00 |
737.00 |
+8.00 |
5,128 |
50,659 |
-1,418 |
| Jul04 |
040401 |
746.00 |
756.00 |
742.00 |
755.00 |
+6.00 |
5,477 |
55,583 |
+611 |
| Sep04 |
040401 |
762.00 |
770.00 |
758.00 |
769.00 |
+4.00 |
334 |
23,483 |
+125 |
| Nov04 |
040401 |
774.00 |
784.00 |
774.00 |
784.00 |
+4.00 |
238 |
16,007 |
+101 |
| Jan05 |
040401 |
795.00 |
799.00 |
795.00 |
799.00 |
+4.00 |
26 |
10,062 |
+4 |
| Mar05 |
040401 |
814.00 |
814.00 |
814.00 |
814.00 |
+4.00 |
0 |
4,280 |
+0 |
| Total Volume and Open Interest |
11,213 |
160,462 |
-654 |
| London Sugar(LCE) |
| May04 |
040401 |
216.10 |
220.50 |
214.50 |
215.10 |
-1.40 |
4,002 |
17,290 |
-1,053 |
| Aug04 |
040401 |
214.60 |
216.70 |
212.50 |
213.00 |
-0.60 |
2,415 |
24,008 |
+1,406 |
| Oct04 |
040401 |
213.00 |
214.70 |
211.20 |
212.00 |
unch |
879 |
8,441 |
+241 |
| Dec04 |
040401 |
212.80 |
213.60 |
210.30 |
213.20 |
+1.30 |
325 |
3,843 |
-200 |
| Mar05 |
040401 |
212.40 |
214.00 |
210.30 |
213.30 |
+1.90 |
291 |
4,755 |
+197 |
| Total Volume and Open Interest |
8,536 |
62,111 |
+906 |
| Cotton(NYBOT) |
| May04 |
040401 |
61.40 |
62.45 |
60.30 |
61.53 |
-0.57 |
12,235 |
47,291 |
-1,220 |
| Jul04 |
040401 |
63.50 |
64.20 |
62.25 |
63.35 |
-0.55 |
7,434 |
23,675 |
+1,710 |
| Oct04 |
040401 |
65.35 |
65.60 |
64.30 |
64.95 |
-0.45 |
265 |
951 |
+29 |
| Dec04 |
040401 |
66.50 |
66.80 |
65.15 |
65.98 |
-0.43 |
3,999 |
14,410 |
+895 |
| Mar05 |
040401 |
68.83 |
68.83 |
67.40 |
68.10 |
-0.50 |
219 |
3,574 |
+59 |
| May05 |
040401 |
69.00 |
69.00 |
68.65 |
68.65 |
-0.55 |
293 |
523 |
+124 |
| Total Volume and Open Interest |
24,578 |
91,437 |
+1,605 |
| Lumber(CME) |
| May04 |
040401 |
383.5 |
391.1 |
383.5 |
391.1 |
+10.0 |
511 |
2,947 |
+85 |
| Jul04 |
040401 |
370.0 |
378.8 |
370.0 |
378.8 |
+9.6 |
150 |
891 |
+49 |
| Sep04 |
040401 |
359.5 |
365.0 |
359.5 |
364.9 |
+7.8 |
21 |
267 |
+12 |
| Nov04 |
040401 |
339.8 |
344.9 |
339.8 |
344.9 |
+5.2 |
20 |
57 |
+8 |
| Total Volume and Open Interest |
702 |
4,169 |
+154 |
| Crude Oil(NYM) |
| May04 |
040401 |
35.60 |
35.83 |
33.90 |
34.27 |
-1.49 |
139,023 |
187,814 |
-8,497 |
| Jun04 |
040401 |
35.00 |
35.20 |
33.35 |
33.75 |
-1.33 |
57,223 |
94,040 |
+6,397 |
| Jul04 |
040401 |
34.60 |
34.65 |
32.85 |
33.29 |
-1.26 |
15,732 |
48,349 |
+1,135 |
| Aug04 |
040401 |
34.05 |
34.15 |
32.40 |
32.85 |
-1.22 |
2,843 |
28,873 |
+408 |
| Sep04 |
040401 |
33.65 |
33.70 |
32.25 |
32.48 |
-1.17 |
3,314 |
29,081 |
+240 |
| Oct04 |
040401 |
33.25 |
33.25 |
32.16 |
32.16 |
-1.13 |
1,294 |
26,167 |
-13 |
| Nov04 |
040401 |
32.50 |
32.50 |
31.88 |
31.88 |
-1.09 |
407 |
19,026 |
+162 |
| Dec04 |
040401 |
32.80 |
32.80 |
31.50 |
31.61 |
-1.05 |
11,800 |
62,641 |
+1,212 |
| Jan05 |
040401 |
32.15 |
32.15 |
31.30 |
31.30 |
-1.02 |
878 |
16,906 |
-694 |
| Feb05 |
040401 |
32.00 |
32.00 |
31.04 |
31.04 |
-1.00 |
94 |
8,627 |
-10 |
| Mar05 |
040401 |
30.81 |
30.81 |
30.81 |
30.81 |
-0.98 |
95 |
8,176 |
+49 |
| Apr05 |
040401 |
30.58 |
30.58 |
30.58 |
30.58 |
-0.97 |
630 |
5,528 |
+10 |
| May05 |
040401 |
30.36 |
30.36 |
30.36 |
30.36 |
-0.95 |
0 |
2,759 |
-5 |
| Jun05 |
040401 |
30.16 |
30.16 |
30.16 |
30.16 |
-0.93 |
3,287 |
19,795 |
+1,090 |
| Jul05 |
040401 |
29.98 |
29.98 |
29.98 |
29.98 |
-0.91 |
830 |
4,702 |
+619 |
| Aug05 |
040401 |
29.83 |
29.83 |
29.83 |
29.83 |
-0.89 |
0 |
2,435 |
+0 |
| Total Volume and Open Interest |
248,113 |
671,380 |
+3,247 |
| Heating Oil(NYM) |
| May04 |
040401 |
89.20 |
90.20 |
84.00 |
84.72 |
-4.84 |
31,549 |
59,253 |
+282 |
| Jun04 |
040401 |
88.60 |
89.10 |
83.00 |
84.16 |
-4.60 |
8,139 |
21,553 |
+502 |
| Jul04 |
040401 |
87.80 |
87.80 |
83.40 |
83.66 |
-4.55 |
2,974 |
16,695 |
+370 |
| Aug04 |
040401 |
87.80 |
87.80 |
83.56 |
83.56 |
-4.50 |
758 |
10,480 |
+374 |
| Sep04 |
040401 |
88.30 |
88.30 |
84.06 |
84.06 |
-4.45 |
204 |
4,826 |
-128 |
| Oct04 |
040401 |
88.65 |
88.65 |
84.76 |
84.76 |
-4.40 |
76 |
3,886 |
-20 |
| Nov04 |
040401 |
89.15 |
89.30 |
85.46 |
85.46 |
-4.35 |
57 |
3,865 |
-9 |
| Dec04 |
040401 |
90.00 |
90.00 |
86.00 |
86.16 |
-4.30 |
2,310 |
20,787 |
-285 |
| Jan05 |
040401 |
89.50 |
89.95 |
86.56 |
86.56 |
-4.25 |
53 |
4,106 |
-17 |
| Feb05 |
040401 |
89.60 |
89.80 |
86.31 |
86.31 |
-4.15 |
36 |
2,369 |
+24 |
| Mar05 |
040401 |
87.40 |
87.40 |
83.81 |
83.81 |
-4.00 |
418 |
6,044 |
+340 |
| Apr05 |
040401 |
84.70 |
84.70 |
81.21 |
81.21 |
-3.90 |
113 |
727 |
+48 |
| Total Volume and Open Interest |
58,842 |
156,603 |
-4,497 |
| Unleaded Gas(NYM) |
| May04 |
040401 |
113.80 |
114.30 |
106.00 |
107.59 |
-5.91 |
46,702 |
75,940 |
+75 |
| Jun04 |
040401 |
112.10 |
112.50 |
105.75 |
106.74 |
-4.91 |
7,674 |
20,652 |
+89 |
| Jul04 |
040401 |
109.25 |
109.50 |
103.30 |
104.50 |
-4.30 |
1,250 |
10,275 |
+136 |
| Aug04 |
040401 |
106.00 |
106.00 |
101.50 |
101.85 |
-3.80 |
563 |
7,437 |
-68 |
| Sep04 |
040401 |
102.40 |
102.40 |
98.35 |
98.35 |
-3.45 |
1,080 |
12,590 |
+148 |
| Oct04 |
040401 |
96.00 |
96.00 |
93.75 |
93.75 |
-3.00 |
4 |
3,579 |
+1 |
| Nov04 |
040401 |
91.35 |
91.35 |
91.35 |
91.35 |
-2.65 |
127 |
925 |
+55 |
| Dec04 |
040401 |
91.70 |
91.70 |
89.75 |
89.75 |
-2.45 |
359 |
3,284 |
-50 |
| Jan05 |
040401 |
88.75 |
88.75 |
88.75 |
88.75 |
-2.30 |
0 |
2,009 |
+0 |
| Feb05 |
040401 |
88.70 |
88.70 |
88.70 |
88.70 |
-2.20 |
0 |
1,574 |
+0 |
| Mar05 |
040401 |
89.15 |
89.15 |
89.15 |
89.15 |
-2.15 |
1 |
91 |
+1 |
| Apr05 |
040401 |
95.65 |
95.65 |
95.65 |
95.65 |
|
|
|
|
| Natural Gas(NYM) |
| May04 |
040401 |
5.910 |
5.990 |
5.730 |
5.765 |
-0.168 |
47,495 |
64,744 |
+5,316 |
| Jun04 |
040401 |
5.980 |
6.020 |
5.780 |
5.828 |
-0.155 |
8,129 |
23,925 |
+245 |
| Jul04 |
040401 |
6.020 |
6.060 |
5.850 |
5.873 |
-0.146 |
4,704 |
18,388 |
-746 |
| Aug04 |
040401 |
6.025 |
6.070 |
5.860 |
5.898 |
-0.140 |
2,775 |
18,673 |
-128 |
| Sep04 |
040401 |
5.970 |
6.015 |
5.850 |
5.868 |
-0.135 |
2,059 |
19,849 |
+192 |
| Oct04 |
040401 |
5.990 |
6.030 |
5.870 |
5.883 |
-0.135 |
2,907 |
18,852 |
-298 |
| Nov04 |
040401 |
6.145 |
6.180 |
6.010 |
6.043 |
-0.125 |
1,540 |
12,297 |
+225 |
| Dec04 |
040401 |
6.290 |
6.330 |
6.140 |
6.203 |
-0.115 |
1,944 |
15,880 |
+122 |
| Jan05 |
040401 |
6.420 |
6.425 |
6.300 |
6.328 |
-0.110 |
1,693 |
14,779 |
+668 |
| Feb05 |
040401 |
6.370 |
6.370 |
6.270 |
6.278 |
-0.100 |
685 |
11,060 |
+86 |
| Mar05 |
040401 |
6.120 |
6.140 |
6.043 |
6.043 |
-0.090 |
1,457 |
10,771 |
-67 |
| Apr05 |
040401 |
5.420 |
5.420 |
5.368 |
5.368 |
-0.065 |
728 |
10,244 |
+281 |
| May05 |
040401 |
5.290 |
5.290 |
5.223 |
5.223 |
-0.060 |
236 |
7,316 |
-244 |
| Jun05 |
040401 |
5.285 |
5.290 |
5.220 |
5.235 |
-0.060 |
72 |
5,381 |
-19 |
| Jul05 |
040401 |
5.318 |
5.318 |
5.245 |
5.268 |
-0.060 |
238 |
11,095 |
+24 |
| Aug05 |
040401 |
5.318 |
5.318 |
5.250 |
5.268 |
-0.060 |
137 |
5,223 |
+91 |
| Total Volume and Open Interest |
77,619 |
319,126 |
+5,998 |
| Brent Crude Oil(IPE) |
| May04 |
040401 |
31.70 |
32.04 |
31.35 |
31.55 |
+0.04 |
60,612 |
86,895 |
-5,554 |
| Jun04 |
040401 |
31.41 |
31.80 |
31.18 |
31.33 |
-0.05 |
39,208 |
74,100 |
+3,188 |
| Jul04 |
040401 |
31.21 |
31.42 |
30.96 |
31.11 |
-0.02 |
5,230 |
27,916 |
+1,592 |
| Aug04 |
040401 |
31.00 |
31.26 |
30.70 |
30.85 |
-0.03 |
1,161 |
13,396 |
+276 |
| Sep04 |
040401 |
31.00 |
31.00 |
30.44 |
30.59 |
-0.04 |
514 |
14,935 |
-257 |
| Oct04 |
040401 |
30.50 |
30.50 |
30.33 |
30.33 |
-0.05 |
47 |
7,027 |
+43 |
| Nov04 |
040401 |
30.07 |
30.07 |
30.07 |
30.07 |
-0.06 |
13 |
6,743 |
+13 |
| Dec04 |
040401 |
29.88 |
30.20 |
29.79 |
29.81 |
-0.07 |
8,756 |
27,698 |
-300 |
| Jan05 |
040401 |
29.50 |
29.75 |
29.50 |
29.53 |
-0.07 |
700 |
5,499 |
+100 |
| Feb05 |
040401 |
29.24 |
29.26 |
29.24 |
29.26 |
-0.08 |
374 |
3,415 |
+286 |
| Mar05 |
040401 |
29.00 |
29.02 |
29.00 |
29.02 |
-0.09 |
0 |
3,821 |
+0 |
| Apr05 |
040401 |
28.82 |
28.82 |
28.82 |
28.82 |
-0.09 |
0 |
620 |
+0 |
| Total Volume and Open Interest |
121,465 |
329,468 |
+867 |
| Gas Oil(IPE) |
| Apr04 |
040401 |
282.00 |
283.00 |
274.25 |
278.25 |
-2.75 |
13,937 |
35,878 |
-3,470 |
| May04 |
040401 |
273.00 |
273.00 |
266.25 |
269.00 |
-2.00 |
12,669 |
38,170 |
+2,689 |
| Jun04 |
040401 |
268.50 |
268.50 |
262.50 |
265.50 |
-1.00 |
4,096 |
23,363 |
-1,334 |
| Jul04 |
040401 |
263.75 |
264.25 |
260.25 |
263.75 |
-1.00 |
554 |
9,085 |
+11 |
| Aug04 |
040401 |
262.50 |
263.75 |
262.50 |
263.75 |
-1.00 |
203 |
7,431 |
-497 |
| Sep04 |
040401 |
265.00 |
265.00 |
263.50 |
264.25 |
-0.75 |
0 |
7,061 |
+0 |
| Oct04 |
040401 |
259.50 |
264.25 |
259.50 |
264.25 |
-1.00 |
200 |
5,951 |
+200 |
| Nov04 |
040401 |
264.25 |
264.25 |
264.25 |
264.25 |
-0.75 |
0 |
4,315 |
+0 |
| Dec04 |
040401 |
263.50 |
264.00 |
261.00 |
263.25 |
-0.75 |
455 |
16,040 |
-50 |
| Jan05 |
040401 |
261.25 |
261.25 |
261.25 |
261.25 |
-0.75 |
450 |
2,380 |
-100 |
| Total Volume and Open Interest |
33,014 |
163,827 |
-2,351 |
| US Dollar Index(NYBOT) |
| Jun04 |
040401 |
87.90 |
88.15 |
87.30 |
87.53 |
-0.42 |
8,139 |
13,614 |
+4,806 |
| Sep04 |
040401 |
87.95 |
88.02 |
87.80 |
87.94 |
-0.41 |
3 |
2,036 |
-1 |
| Dec04 |
040401 |
88.34 |
88.34 |
88.34 |
88.34 |
-0.42 |
2 |
37 |
-1 |
| Total Volume and Open Interest |
8,144 |
15,687 |
+4,804 |
| Australian Dollar(CME) |
| Jun04 |
040401 |
75.81 |
76.30 |
75.75 |
76.28 |
+0.39 |
6,014 |
30,006 |
+667 |
| Sep04 |
040401 |
74.95 |
75.50 |
74.95 |
75.50 |
+0.39 |
2 |
818 |
+2 |
| Dec04 |
040401 |
74.72 |
74.72 |
74.72 |
74.72 |
+0.39 |
6 |
125 |
-3 |
| Total Volume and Open Interest |
6,023 |
31,034 |
+667 |
| British Pound(CME) |
| Jun04 |
040401 |
184.51 |
184.90 |
184.08 |
184.32 |
+1.16 |
3,662 |
40,679 |
+1,665 |
| Sep04 |
040401 |
182.75 |
182.75 |
182.75 |
182.75 |
+1.14 |
0 |
38 |
+0 |
| Dec04 |
040401 |
181.18 |
181.18 |
181.18 |
181.18 |
+1.12 |
0 |
360 |
+0 |
| Total Volume and Open Interest |
3,662 |
41,078 |
+1,665 |
| Canadian Dollar(CME) |
| Jun04 |
040401 |
76.12 |
76.40 |
75.63 |
76.36 |
+0.25 |
6,799 |
73,847 |
+3,069 |
| Sep04 |
040401 |
75.72 |
76.22 |
75.55 |
76.22 |
+0.26 |
101 |
2,933 |
+53 |
| Dec04 |
040401 |
75.75 |
76.09 |
75.65 |
76.09 |
+0.26 |
146 |
2,183 |
+103 |
| Mar05 |
040401 |
75.98 |
75.98 |
75.98 |
75.98 |
+0.26 |
0 |
218 |
+0 |
| Total Volume and Open Interest |
7,076 |
79,346 |
+3,233 |
| Japanese Yen(CME) |
| Jun04 |
040401 |
96.41 |
96.88 |
96.41 |
96.58 |
+0.54 |
35,207 |
129,470 |
+22,887 |
| Sep04 |
040401 |
96.78 |
96.85 |
96.78 |
96.85 |
+0.54 |
12 |
378 |
+2 |
| Dec04 |
040401 |
97.40 |
97.40 |
97.18 |
97.18 |
+0.54 |
1 |
56 |
-1 |
| Total Volume and Open Interest |
35,220 |
129,905 |
+22,888 |
| Swiss Franc(CME) |
| Jun04 |
040401 |
79.35 |
79.55 |
78.95 |
79.20 |
+0.12 |
6,093 |
32,346 |
-2,168 |
| Sep04 |
040401 |
79.36 |
79.36 |
79.36 |
79.36 |
+0.12 |
5 |
33 |
+7 |
| Dec04 |
040401 |
79.54 |
79.54 |
79.54 |
79.54 |
+0.12 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
6,098 |
32,540 |
-2,161 |
| EuroFX(CME) |
| Jun04 |
040401 |
123.38 |
123.66 |
122.79 |
123.27 |
+0.47 |
11,773 |
101,261 |
+1,849 |
| Sep04 |
040401 |
123.22 |
123.34 |
122.84 |
123.04 |
+0.47 |
40 |
873 |
-24 |
| Dec04 |
040401 |
122.78 |
122.85 |
122.77 |
122.85 |
+0.47 |
6 |
449 |
+5 |
| Total Volume and Open Interest |
11,819 |
102,720 |
+1,830 |
| Mexican Peso(CME) |
| Jun04 |
040401 |
8887.0 |
8890.0 |
8840.0 |
8852.0 |
-43.0 |
6,841 |
30,928 |
-425 |
| Sep04 |
040401 |
8737.0 |
8737.0 |
8737.0 |
8737.0 |
-43.0 |
4 |
641 |
+4 |
| Total Volume and Open Interest |
6,895 |
32,881 |
-421 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040401 |
114~01 |
114~12 |
113~04 |
113~15 |
-0~19 |
233,923 |
488,622 |
-5,681 |
| Sep04 |
040401 |
112~10 |
112~20 |
111~24 |
112~03 |
-0~18 |
87 |
13,477 |
+3 |
| Dec04 |
040401 |
110~13 |
111~03 |
110~10 |
110~22 |
-0~18 |
0 |
184 |
-2 |
| Total Volume and Open Interest |
234,010 |
502,502 |
-5,680 |
| Municipal Bonds(CBOT) |
| Jun04 |
040401 |
104~06 |
104~07 |
103~18 |
103~24 |
-0~18 |
466 |
2,117 |
+52 |
| Total Volume and Open Interest |
466 |
2,117 |
+52 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040401 |
115~130 |
115~160 |
114~245 |
114~280 |
-0~170 |
694,943 |
1,263,288 |
-9,719 |
| Sep04 |
040401 |
113~285 |
114~055 |
113~190 |
113~205 |
-0~180 |
9,536 |
40,840 |
+6,354 |
| Total Volume and Open Interest |
704,481 |
1,304,132 |
-3,363 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040401 |
113~165 |
113~180 |
113~035 |
113~065 |
-0~115 |
245,871 |
0 |
+0 |
| Sep04 |
040401 |
112~135 |
112~140 |
112~035 |
112~035 |
-0~115 |
5,640 |
17,819 |
+5,615 |
| Total Volume and Open Interest |
251,511 |
17,819 |
+5,615 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040401 |
107~073 |
107~074 |
107~053 |
107~057 |
-0~017 |
4,530 |
158,005 |
+3,601 |
| Total Volume and Open Interest |
4,530 |
158,005 |
+3,601 |
| Eurodollars(CME) |
| Jun04 |
040401 |
98.830 |
98.835 |
98.815 |
98.820 |
-0.010 |
49,321 |
811,245 |
-4,817 |
| Sep04 |
040401 |
98.675 |
98.680 |
98.610 |
98.640 |
-0.035 |
77,607 |
853,289 |
+783 |
| Dec04 |
040401 |
98.425 |
98.425 |
98.350 |
98.375 |
-0.055 |
122,111 |
700,610 |
-886 |
| Mar05 |
040401 |
98.120 |
98.130 |
98.040 |
98.060 |
-0.075 |
110,972 |
516,321 |
+1,940 |
| Jun05 |
040401 |
97.790 |
97.790 |
97.695 |
97.720 |
-0.075 |
63,262 |
444,200 |
-38 |
| Sep05 |
040401 |
97.460 |
97.480 |
97.370 |
97.395 |
-0.070 |
44,090 |
341,358 |
-8,042 |
| Dec05 |
040401 |
97.170 |
97.170 |
97.080 |
97.090 |
-0.090 |
26,743 |
250,942 |
+1,388 |
| Mar06 |
040401 |
96.910 |
96.915 |
96.820 |
96.835 |
-0.085 |
21,752 |
215,041 |
-1,926 |
| Jun06 |
040401 |
96.670 |
96.680 |
96.580 |
96.595 |
-0.085 |
16,123 |
151,616 |
+2,490 |
| Sep06 |
040401 |
96.450 |
96.460 |
96.360 |
96.370 |
-0.090 |
15,392 |
163,236 |
+1,566 |
| Dec06 |
040401 |
96.235 |
96.240 |
96.145 |
96.160 |
-0.080 |
12,437 |
118,247 |
-508 |
| Mar07 |
040401 |
96.050 |
96.055 |
95.960 |
95.975 |
-0.080 |
9,215 |
103,775 |
+1,489 |
| Total Volume and Open Interest |
603,632 |
5,291,850 |
-7,443 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040401 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,150 |
11,417 |
+640 |
| Sep04 |
040401 |
99.89 |
99.89 |
99.88 |
99.89 |
unch |
10 |
8,078 |
-86 |
| Dec04 |
040401 |
99.86 |
99.86 |
99.85 |
99.85 |
unch |
100 |
7,524 |
+80 |
| Mar05 |
040401 |
99.79 |
99.79 |
99.78 |
99.78 |
unch |
0 |
5,053 |
+0 |
| Jun05 |
040401 |
99.71 |
99.72 |
99.71 |
99.72 |
+0.02 |
0 |
3,070 |
-187 |
| Sep05 |
040401 |
99.62 |
99.62 |
99.61 |
99.61 |
+0.01 |
120 |
2,097 |
+0 |
| Dec05 |
040401 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
262 |
773 |
+240 |
| Mar06 |
040401 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
294 |
+0 |
| Jun06 |
040401 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.04 |
0 |
72 |
+0 |
| Sep06 |
040401 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.04 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
1,642 |
39,679 |
+687 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040401 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
4,252 |
72,901 |
+3,384 |
| Sep04 |
040401 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,478 |
39,668 |
-512 |
| Dec04 |
040401 |
99.85 |
99.86 |
99.85 |
99.86 |
unch |
2,405 |
59,507 |
+314 |
| Mar05 |
040401 |
99.77 |
99.79 |
99.77 |
99.79 |
+0.02 |
1,474 |
33,733 |
+892 |
| Jun05 |
040401 |
99.69 |
99.73 |
99.69 |
99.73 |
+0.03 |
2,896 |
41,726 |
+1,435 |
| Sep05 |
040401 |
99.59 |
99.63 |
99.59 |
99.62 |
+0.03 |
30 |
35,116 |
+27 |
| Dec05 |
040401 |
99.50 |
99.52 |
99.50 |
99.52 |
+0.04 |
1,693 |
11,182 |
+1,143 |
| Mar06 |
040401 |
99.37 |
99.41 |
99.37 |
99.41 |
+0.04 |
50 |
8,035 |
+50 |
| Total Volume and Open Interest |
14,278 |
313,151 |
+6,733 |
| German Euro-Bund(EUREX) |
| Jun04 |
040401 |
116.06 |
116.21 |
115.48 |
115.89 |
-0.18 |
997,097 |
1,021,534 |
-30,772 |
| Sep04 |
040401 |
115.57 |
115.75 |
115.15 |
115.47 |
-0.18 |
1,383 |
5,435 |
+401 |
| Dec04 |
040401 |
114.46 |
114.46 |
114.46 |
114.46 |
-0.18 |
2,550 |
1 |
+0 |
| Total Volume and Open Interest |
1,001,030 |
1,026,970 |
-30,371 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040401 |
112.93 |
113.00 |
112.44 |
112.68 |
-0.22 |
590,896 |
677,376 |
-14,654 |
| Sep04 |
040401 |
112.12 |
112.12 |
112.12 |
112.12 |
-0.20 |
258 |
5,371 |
+67 |
| Dec04 |
040401 |
111.17 |
111.17 |
111.17 |
111.17 |
-0.22 |
1,742 |
1 |
+0 |
| Total Volume and Open Interest |
592,896 |
682,748 |
-14,587 |
| Long Gilt(LIFFE) |
| Jun04 |
040401 |
108~23 |
108~28 |
108~14 |
108~20 |
-0~06 |
49,745 |
144,482 |
-1,759 |
| Sep04 |
040401 |
108~10 |
108~10 |
108~10 |
108~10 |
-0~06 |
|
|
|
| Total Volume and Open Interest |
49,745 |
144,482 |
-1,759 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040401 |
95.46 |
95.47 |
95.43 |
95.43 |
-0.03 |
33,818 |
217,633 |
+1,235 |
| Sep04 |
040401 |
95.28 |
95.30 |
95.24 |
95.25 |
-0.04 |
31,286 |
192,013 |
-1,290 |
| Dec04 |
040401 |
95.15 |
95.18 |
95.10 |
95.12 |
-0.04 |
46,659 |
207,273 |
+11,063 |
| Total Volume and Open Interest |
164,878 |
1,112,832 |
+16,253 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040401 |
98.135 |
98.145 |
98.010 |
98.030 |
-0.095 |
261,739 |
661,508 |
-46,892 |
| Sep04 |
040401 |
98.115 |
98.130 |
97.995 |
98.015 |
-0.090 |
153,755 |
486,015 |
+313 |
| Dec04 |
040401 |
98.000 |
98.015 |
97.865 |
97.900 |
-0.085 |
148,023 |
544,348 |
+6,798 |
| Total Volume and Open Interest |
867,420 |
2,921,441 |
-26,046 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040401 |
94.55 |
94.56 |
94.54 |
94.56 |
+0.03 |
15,911 |
185,829 |
+3,630 |
| Sep04 |
040401 |
94.56 |
94.58 |
94.56 |
94.58 |
+0.04 |
9,612 |
112,591 |
-998 |
| Dec04 |
040401 |
94.58 |
94.58 |
94.55 |
94.58 |
+0.04 |
4,406 |
67,932 |
-482 |
| Mar05 |
040401 |
94.54 |
94.55 |
94.53 |
94.55 |
+0.05 |
1,587 |
33,847 |
+1,031 |
| Jun05 |
040401 |
94.51 |
94.51 |
94.50 |
94.51 |
+0.05 |
988 |
17,922 |
+161 |
| Sep05 |
040401 |
94.46 |
94.47 |
94.46 |
94.47 |
+0.06 |
1,090 |
11,711 |
+448 |
| Dec05 |
040401 |
94.42 |
94.42 |
94.42 |
94.42 |
+0.05 |
1,056 |
8,837 |
+106 |
| Mar06 |
040401 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.06 |
303 |
3,260 |
+61 |
| Jun06 |
040401 |
94.33 |
94.34 |
94.33 |
94.34 |
+0.06 |
25 |
1,730 |
+25 |
| Sep06 |
040401 |
94.29 |
94.30 |
94.29 |
94.30 |
+0.05 |
25 |
965 |
+0 |
| Total Volume and Open Interest |
35,154 |
445,553 |
+3,987 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040401 |
94.55 |
94.57 |
94.54 |
94.56 |
+0.06 |
20,607 |
212,289 |
+10,456 |
| Sep04 |
040401 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
20,607 |
212,289 |
+10,456 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040401 |
94.76 |
94.77 |
94.75 |
94.77 |
+0.06 |
73,400 |
500,308 |
+34,244 |
| Sep04 |
040401 |
94.77 |
94.77 |
94.77 |
94.77 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
73,400 |
500,308 |
+34,244 |
| Gold(CMX) |
| Apr04 |
040401 |
428.0 |
432.0 |
424.5 |
427.8 |
+0.5 |
4,496 |
5,697 |
-9,188 |
| Jun04 |
040401 |
429.8 |
433.0 |
425.9 |
428.8 |
+0.5 |
55,135 |
221,765 |
+14,977 |
| Aug04 |
040401 |
431.0 |
433.0 |
427.5 |
429.8 |
+0.5 |
679 |
8,879 |
+215 |
| Oct04 |
040401 |
431.0 |
432.0 |
430.0 |
430.8 |
+0.5 |
67 |
4,620 |
+99 |
| Dec04 |
040401 |
433.5 |
436.5 |
429.0 |
431.8 |
+0.6 |
1,435 |
27,847 |
+350 |
| Feb05 |
040401 |
435.0 |
435.0 |
429.0 |
432.9 |
+0.7 |
586 |
3,264 |
+436 |
| Total Volume and Open Interest |
62,784 |
302,040 |
+6,996 |
| Silver(CMX) |
| May04 |
040401 |
793.0 |
821.0 |
790.5 |
814.8 |
+20.3 |
17,817 |
82,302 |
-15 |
| Jul04 |
040401 |
794.5 |
824.0 |
793.0 |
815.9 |
+20.3 |
1,447 |
12,449 |
+346 |
| Sep04 |
040401 |
812.0 |
820.0 |
805.0 |
816.8 |
+20.3 |
613 |
2,689 |
+289 |
| Dec04 |
040401 |
797.1 |
823.0 |
795.0 |
817.3 |
+20.2 |
1,221 |
15,429 |
+27 |
| Mar05 |
040401 |
811.0 |
818.0 |
808.0 |
817.3 |
+20.1 |
584 |
2,485 |
+291 |
| Total Volume and Open Interest |
22,263 |
120,328 |
+1,181 |
| Platinum(NYM) |
| Apr04 |
040401 |
910.0 |
919.3 |
909.0 |
919.3 |
+10.6 |
812 |
538 |
-251 |
| Jul04 |
040401 |
907.5 |
911.0 |
900.2 |
910.3 |
+10.1 |
1,454 |
7,692 |
+196 |
| Oct04 |
040401 |
900.3 |
900.3 |
900.3 |
900.3 |
+10.1 |
0 |
203 |
+0 |
| Jan05 |
040401 |
900.3 |
900.3 |
900.3 |
900.3 |
+10.1 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,266 |
8,435 |
-55 |
| Palladium(NYME) |
| Jun04 |
040401 |
294.00 |
302.00 |
292.50 |
301.20 |
+11.25 |
615 |
10,884 |
-169 |
| Sep04 |
040401 |
301.00 |
302.70 |
301.00 |
302.70 |
+11.25 |
56 |
118 |
+55 |
| Dec04 |
040401 |
298.00 |
303.70 |
298.00 |
303.70 |
+11.25 |
6 |
163 |
+1 |
| Total Volume and Open Interest |
677 |
11,165 |
-113 |
| Copper(CMX) |
| May04 |
040401 |
137.20 |
137.55 |
135.80 |
137.10 |
+1.10 |
9,648 |
46,094 |
-6,995 |
| Jul04 |
040401 |
137.10 |
137.10 |
135.10 |
136.85 |
+1.35 |
2,472 |
8,067 |
+82 |
| Sep04 |
040401 |
134.00 |
134.00 |
132.70 |
133.95 |
+0.95 |
43 |
3,571 |
+8 |
| Dec04 |
040401 |
130.00 |
130.00 |
128.70 |
129.65 |
+0.35 |
56 |
9,172 |
+31 |
| Mar05 |
040401 |
125.50 |
125.70 |
125.50 |
125.70 |
+0.20 |
73 |
736 |
+38 |
| Total Volume and Open Interest |
13,619 |
74,468 |
-8,354 |
| DJIA Index(CBOT) |
| Jun04 |
040401 |
10333 |
10396 |
10320 |
10369 |
+19 |
7,722 |
42,880 |
+40 |
| Sep04 |
040401 |
10335 |
10345 |
10325 |
10345 |
+20 |
7 |
284 |
-1 |
| Dec04 |
040401 |
10327 |
10327 |
10327 |
10327 |
+20 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
7,729 |
43,174 |
+39 |
| S & P 500(CME) |
| Jun04 |
040401 |
1126.50 |
1134.80 |
1126.50 |
1133.60 |
+8.70 |
43,747 |
565,383 |
+1,328 |
| Sep04 |
040401 |
1130.00 |
1132.30 |
1130.00 |
1132.30 |
+8.80 |
153 |
18,405 |
+17 |
| Dec04 |
040401 |
1131.00 |
1131.00 |
1131.00 |
1131.00 |
+8.80 |
24 |
1,110 |
-24 |
| Mar05 |
040401 |
1130.60 |
1130.60 |
1130.60 |
1130.60 |
+9.00 |
0 |
94 |
+0 |
| Total Volume and Open Interest |
43,925 |
585,125 |
+1,322 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040401 |
1127.25 |
1134.75 |
1123.50 |
1133.50 |
+6.00 |
693,645 |
484,548 |
+18,907 |
| Sep04 |
040401 |
1126.50 |
1133.00 |
1122.50 |
1132.25 |
+8.75 |
478 |
525 |
+76 |
| Total Volume and Open Interest |
694,123 |
485,073 |
+18,983 |
| NASDAQ 100(CME) |
| Jun04 |
040401 |
1442.50 |
1460.00 |
1442.00 |
1458.50 |
+17.00 |
10,910 |
76,691 |
-191 |
| Sep04 |
040401 |
1461.00 |
1461.00 |
1461.00 |
1461.00 |
+17.00 |
0 |
12 |
+0 |
| Dec04 |
040401 |
1463.50 |
1463.50 |
1463.50 |
1463.50 |
+17.00 |
3 |
4 |
+3 |
| Total Volume and Open Interest |
10,913 |
76,707 |
-188 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040401 |
1442.5 |
1460.0 |
1438.0 |
1458.5 |
+17.0 |
246,968 |
175,123 |
+2,258 |
| Sep04 |
040401 |
1456.0 |
1463.5 |
1456.0 |
1461.0 |
+17.0 |
6 |
175 |
+0 |
| Total Volume and Open Interest |
246,974 |
175,298 |
+2,258 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Jun04 |
040401 |
603.00 |
610.00 |
603.00 |
610.00 |
+6.50 |
655 |
14,872 |
+42 |
| Sep04 |
040401 |
610.00 |
610.00 |
610.00 |
610.00 |
+6.50 |
|
|
|
| Dec04 |
040401 |
610.00 |
610.00 |
610.00 |
610.00 |
+6.50 |
|
|
|
| Total Volume and Open Interest |
655 |
14,872 |
+42 |
| Russell 2000(CME) |
| Jun04 |
040401 |
589.00 |
595.50 |
588.25 |
595.25 |
+4.65 |
1,684 |
26,177 |
+73 |
| Sep04 |
040401 |
595.25 |
595.25 |
595.25 |
595.25 |
+4.65 |
0 |
1 |
+0 |
| Dec04 |
040401 |
595.25 |
595.25 |
595.25 |
595.25 |
+4.65 |
|
|
|
| Total Volume and Open Interest |
1,684 |
26,178 |
+73 |
| Value Line(KCBT) |
| Jun04 |
040401 |
1613.50 |
1624.00 |
1613.50 |
1624.00 |
+12.00 |
1 |
43 |
+1 |
| Total Volume and Open Interest |
1 |
43 |
+1 |
| Nikkei 225(CME) |
| Jun04 |
040401 |
11730 |
11830 |
11730 |
11770 |
+10 |
3,693 |
40,026 |
+621 |
| Sep04 |
040401 |
11770 |
11770 |
11770 |
11770 |
+10 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
3,693 |
40,046 |
+621 |
| Nikkei 225(SIMEX) |
| Jun04 |
040401 |
11780 |
11835 |
11655 |
11690 |
-75 |
21,557 |
182,416 |
+504 |
| Sep04 |
040401 |
11685 |
11685 |
11685 |
11685 |
-75 |
|
|
|
| Dec04 |
040401 |
11660 |
11660 |
11660 |
11660 |
-75 |
|
|
|
| Total Volume and Open Interest |
21,597 |
187,456 |
+544 |
| CAC 40(MATIF) |
| Apr04 |
040401 |
3640.0 |
3684.0 |
3625.5 |
3672.5 |
+42.5 |
92,572 |
195,122 |
+72,014 |
| May04 |
040401 |
3591.5 |
3624.5 |
3577.0 |
3621.5 |
+44.0 |
132 |
1,316 |
+6 |
| Jun04 |
040401 |
3582.0 |
3617.5 |
3562.5 |
3608.0 |
+42.0 |
7,562 |
149,295 |
+45,155 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Jun04 |
040401 |
3902.0 |
3956.0 |
3872.0 |
3940.0 |
+62.5 |
102,002 |
173,569 |
+2,300 |
| Sep04 |
040401 |
3914.0 |
3971.0 |
3895.5 |
3958.0 |
+62.5 |
442 |
7,392 |
+223 |
| Dec04 |
040401 |
3946.5 |
3992.0 |
3917.5 |
3979.0 |
+65.0 |
203 |
801 |
+29 |
| Total Volume and Open Interest |
102,647 |
181,762 |
+2,552 |
| FT-SE 100(LIFFE) |
| Jun04 |
040401 |
4415.50 |
4431.00 |
4394.00 |
4420.50 |
+23.50 |
61,765 |
382,967 |
-5,379 |
| Sep04 |
040401 |
4410.50 |
4431.00 |
4410.00 |
4430.00 |
+23.50 |
2 |
16,352 |
+0 |
| Dec04 |
040401 |
4446.50 |
4458.50 |
4446.50 |
4458.50 |
+24.50 |
1,000 |
18,473 |
-1,000 |
| Total Volume and Open Interest |
62,767 |
417,792 |
-6,379 |
| SPI 200(SFE) |
| Jun04 |
040401 |
3426.0 |
3462.0 |
3426.0 |
3459.0 |
+39.0 |
10,416 |
156,545 |
+4,107 |
| Sep04 |
040401 |
3455.0 |
3468.0 |
3448.0 |
3466.0 |
+38.0 |
7 |
2,965 |
-4 |
| Dec04 |
040401 |
3467.0 |
3479.0 |
3467.0 |
3479.0 |
+39.0 |
1 |
1,820 |
+0 |
| Total Volume and Open Interest |
10,429 |
162,262 |
+4,103 |
| GSCI(CME) |
| Apr04 |
040401 |
282.30 |
283.50 |
273.80 |
275.00 |
-6.75 |
310 |
16,082 |
-92 |
| May04 |
040401 |
281.40 |
282.00 |
275.00 |
275.00 |
-6.85 |
229 |
436 |
+225 |
| Jun04 |
040401 |
273.00 |
273.00 |
273.00 |
273.00 |
-5.00 |
1 |
24 |
-1 |
| Total Volume and Open Interest |
540 |
16,542 |
+132 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040401 |
283.00 |
283.50 |
281.55 |
281.55 |
+0.05 |
69 |
379 |
-33 |
| Jun04 |
040401 |
284.25 |
284.25 |
282.30 |
282.70 |
+0.20 |
59 |
491 |
+20 |
| Aug04 |
040401 |
280.95 |
280.95 |
280.95 |
280.95 |
+0.20 |
2 |
61 |
+2 |
| Total Volume and Open Interest |
130 |
932 |
-11 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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