|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue April 20, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May04 |
040420 |
965.00 |
973.00 |
951.00 |
952.75 |
-16.25 |
13,451 |
69,954 |
-2,804 |
Jul04 |
040420 |
961.00 |
968.00 |
947.00 |
949.00 |
-16.50 |
37,606 |
100,631 |
+165 |
Aug04 |
040420 |
904.25 |
909.00 |
891.00 |
893.00 |
-15.50 |
2,481 |
18,267 |
+22 |
Sep04 |
040420 |
794.00 |
801.00 |
787.00 |
789.50 |
-4.75 |
807 |
11,350 |
+188 |
Nov04 |
040420 |
732.00 |
744.00 |
731.00 |
734.75 |
-0.50 |
5,383 |
51,997 |
-409 |
Jan05 |
040420 |
735.00 |
745.00 |
733.00 |
734.00 |
-3.00 |
100 |
3,665 |
+8 |
Mar05 |
040420 |
726.00 |
736.00 |
726.00 |
729.00 |
-1.00 |
141 |
2,477 |
+97 |
Total Volume and Open Interest |
60,054 |
260,208 |
-2,723 |
Soybean Meal(CBOT) |
May04 |
040420 |
303.00 |
304.00 |
296.80 |
297.30 |
-6.70 |
7,552 |
39,146 |
-1,921 |
Jul04 |
040420 |
301.50 |
302.50 |
295.50 |
295.70 |
-6.60 |
9,503 |
54,012 |
+529 |
Aug04 |
040420 |
289.50 |
290.50 |
284.10 |
284.30 |
-6.40 |
2,990 |
20,285 |
+350 |
Sep04 |
040420 |
267.00 |
269.00 |
265.00 |
265.30 |
-2.90 |
258 |
14,735 |
-30 |
Oct04 |
040420 |
232.70 |
236.00 |
232.00 |
234.50 |
+0.80 |
316 |
11,274 |
-568 |
Dec04 |
040420 |
225.50 |
229.00 |
224.90 |
227.50 |
+1.10 |
1,177 |
22,076 |
+198 |
Jan05 |
040420 |
224.00 |
228.00 |
223.50 |
226.10 |
+1.10 |
86 |
3,133 |
+3 |
Mar05 |
040420 |
222.20 |
226.50 |
222.20 |
224.50 |
+1.30 |
301 |
2,602 |
-208 |
Total Volume and Open Interest |
22,286 |
170,499 |
-1,622 |
Soybean Oil(CBOT) |
May04 |
040420 |
32.30 |
32.78 |
32.25 |
32.28 |
-0.09 |
5,093 |
31,679 |
-706 |
Jul04 |
040420 |
32.17 |
32.60 |
31.90 |
31.98 |
-0.24 |
9,684 |
64,218 |
+928 |
Aug04 |
040420 |
31.35 |
31.55 |
31.05 |
31.08 |
-0.27 |
2,186 |
13,548 |
-254 |
Sep04 |
040420 |
30.20 |
30.35 |
29.85 |
29.98 |
-0.22 |
700 |
11,970 |
-411 |
Oct04 |
040420 |
28.35 |
28.45 |
28.05 |
28.15 |
-0.20 |
513 |
7,386 |
-101 |
Dec04 |
040420 |
27.44 |
27.55 |
27.15 |
27.20 |
-0.25 |
837 |
21,552 |
+414 |
Jan05 |
040420 |
27.10 |
27.10 |
26.90 |
26.95 |
-0.15 |
81 |
2,251 |
+18 |
Mar05 |
040420 |
26.90 |
26.90 |
26.80 |
26.83 |
-0.17 |
63 |
1,552 |
+16 |
Total Volume and Open Interest |
19,180 |
155,447 |
-87 |
Canola(WCE) |
May04 |
040420 |
401.5 |
403.3 |
400.0 |
400.6 |
-1.7 |
207 |
9,849 |
-1,213 |
Jul04 |
040420 |
406.0 |
408.5 |
404.7 |
406.5 |
-0.5 |
1,395 |
30,631 |
+65 |
Sep04 |
040420 |
385.0 |
385.0 |
385.0 |
385.0 |
+0.5 |
0 |
5 |
+0 |
Nov04 |
040420 |
388.3 |
392.0 |
388.3 |
391.0 |
+2.7 |
254 |
32,037 |
+35 |
Jan05 |
040420 |
394.8 |
394.8 |
394.8 |
394.8 |
+1.8 |
22 |
1,203 |
+22 |
Total Volume and Open Interest |
1,878 |
74,129 |
-1,091 |
Corn(CBOT) |
May04 |
040420 |
309.00 |
310.75 |
307.75 |
309.25 |
-2.00 |
17,112 |
97,350 |
-7,126 |
Jul04 |
040420 |
315.50 |
317.00 |
313.75 |
315.00 |
-2.75 |
23,702 |
235,083 |
+1,935 |
Sep04 |
040420 |
311.75 |
313.00 |
309.50 |
311.00 |
-2.50 |
2,479 |
37,056 |
-144 |
Dec04 |
040420 |
308.00 |
310.00 |
306.25 |
307.50 |
-2.75 |
31,678 |
289,058 |
+2,463 |
Mar05 |
040420 |
310.75 |
312.75 |
309.75 |
311.00 |
-2.00 |
422 |
20,515 |
-133 |
May05 |
040420 |
312.50 |
314.75 |
311.75 |
312.50 |
-2.50 |
86 |
4,218 |
+50 |
Total Volume and Open Interest |
75,748 |
698,653 |
-2,855 |
Wheat(CBOT) |
May04 |
040420 |
390.00 |
398.50 |
389.00 |
397.00 |
+3.00 |
7,899 |
28,002 |
-3,966 |
Jul04 |
040420 |
400.00 |
408.00 |
397.50 |
406.00 |
+3.75 |
18,460 |
95,608 |
+3,775 |
Sep04 |
040420 |
403.50 |
412.00 |
403.25 |
411.50 |
+5.25 |
328 |
10,093 |
-18 |
Dec04 |
040420 |
413.50 |
420.50 |
411.50 |
420.00 |
+4.00 |
1,368 |
15,180 |
-265 |
Mar05 |
040420 |
415.00 |
424.50 |
415.00 |
424.50 |
+3.50 |
194 |
1,516 |
+29 |
Total Volume and Open Interest |
28,261 |
151,096 |
-439 |
Wheat(KCBT) |
May04 |
040420 |
401.00 |
406.50 |
399.00 |
406.00 |
+2.75 |
2,898 |
13,682 |
-1,333 |
Jul04 |
040420 |
408.00 |
414.00 |
405.00 |
412.75 |
+3.00 |
4,055 |
39,095 |
-420 |
Sep04 |
040420 |
412.00 |
418.00 |
411.00 |
417.50 |
+4.50 |
229 |
4,922 |
+22 |
Dec04 |
040420 |
417.50 |
425.00 |
417.50 |
424.75 |
+3.25 |
991 |
6,608 |
-65 |
Mar05 |
040420 |
425.00 |
425.00 |
425.00 |
425.00 |
-1.00 |
2 |
91 |
+0 |
Total Volume and Open Interest |
8,185 |
64,537 |
-1,789 |
Wheat(MGE) |
May04 |
040420 |
422.00 |
431.00 |
420.50 |
428.75 |
+5.75 |
829 |
13,387 |
-368 |
Jul04 |
040420 |
425.00 |
433.00 |
422.50 |
430.75 |
+4.75 |
1,311 |
11,006 |
+202 |
Sep04 |
040420 |
426.00 |
433.00 |
425.50 |
429.25 |
+2.00 |
119 |
7,201 |
-6 |
Dec04 |
040420 |
430.50 |
437.00 |
430.00 |
435.50 |
+3.00 |
381 |
7,942 |
+119 |
Mar05 |
040420 |
435.00 |
435.00 |
435.00 |
435.00 |
unch |
0 |
101 |
+0 |
Total Volume and Open Interest |
2,640 |
39,686 |
-53 |
Oats(CBOT) |
May04 |
040420 |
163.00 |
164.50 |
160.00 |
163.25 |
+0.25 |
444 |
3,711 |
-147 |
Jul04 |
040420 |
169.00 |
170.50 |
166.00 |
169.75 |
+1.25 |
284 |
4,589 |
+36 |
Sep04 |
040420 |
174.00 |
175.50 |
171.00 |
175.25 |
+1.00 |
26 |
918 |
-4 |
Dec04 |
040420 |
181.25 |
184.00 |
178.00 |
183.00 |
+1.00 |
206 |
3,130 |
+29 |
Total Volume and Open Interest |
960 |
12,396 |
-86 |
Rough Rice(CBOT) |
May04 |
040420 |
10.08 |
10.17 |
10.05 |
10.11 |
+0.03 |
223 |
3,230 |
-460 |
Jul04 |
040420 |
10.35 |
10.40 |
10.27 |
10.34 |
+0.03 |
285 |
2,031 |
+123 |
Sep04 |
040420 |
9.00 |
9.00 |
9.00 |
9.00 |
unch |
14 |
285 |
+5 |
Nov04 |
040420 |
8.93 |
8.93 |
8.90 |
8.90 |
+0.03 |
51 |
933 |
-20 |
Total Volume and Open Interest |
573 |
6,567 |
-352 |
Live Cattle(CME) |
Apr04 |
040420 |
82.200 |
83.250 |
82.125 |
83.175 |
+0.975 |
1,875 |
5,850 |
-389 |
Jun04 |
040420 |
76.350 |
78.150 |
76.350 |
77.925 |
+1.700 |
7,780 |
70,407 |
-430 |
Aug04 |
040420 |
78.200 |
79.400 |
78.150 |
79.125 |
+1.050 |
2,730 |
22,691 |
+671 |
Oct04 |
040420 |
79.550 |
80.175 |
79.450 |
80.025 |
+0.500 |
1,717 |
17,003 |
+235 |
Dec04 |
040420 |
80.250 |
80.800 |
80.200 |
80.750 |
+0.475 |
588 |
6,389 |
+165 |
Feb05 |
040420 |
81.125 |
81.750 |
81.125 |
81.725 |
+0.575 |
267 |
3,735 |
+115 |
Total Volume and Open Interest |
14,981 |
126,389 |
+373 |
Feeder Cattle(CME) |
Apr04 |
040420 |
93.900 |
94.750 |
93.900 |
94.325 |
+0.500 |
173 |
1,159 |
-53 |
May04 |
040420 |
91.700 |
93.200 |
91.700 |
92.725 |
+1.300 |
1,285 |
5,104 |
-116 |
Aug04 |
040420 |
92.800 |
94.250 |
92.800 |
94.225 |
+1.900 |
1,427 |
6,816 |
+638 |
Sep04 |
040420 |
91.200 |
92.925 |
91.200 |
92.900 |
+1.700 |
58 |
652 |
+9 |
Oct04 |
040420 |
91.200 |
92.900 |
91.200 |
92.900 |
+1.900 |
82 |
710 |
-9 |
Nov04 |
040420 |
91.300 |
92.500 |
91.300 |
92.500 |
+1.350 |
14 |
196 |
+13 |
Jan05 |
040420 |
89.000 |
90.000 |
89.000 |
89.800 |
+1.000 |
1 |
8 |
+1 |
Total Volume and Open Interest |
3,040 |
14,646 |
+483 |
Lean Hogs(CME) |
May04 |
040420 |
69.500 |
69.950 |
68.400 |
68.650 |
-0.250 |
630 |
3,263 |
-71 |
Jun04 |
040420 |
71.800 |
72.250 |
70.450 |
70.600 |
-0.075 |
7,517 |
45,995 |
-2,191 |
Jul04 |
040420 |
70.400 |
71.050 |
69.600 |
70.100 |
+0.300 |
1,477 |
12,272 |
+18 |
Aug04 |
040420 |
68.900 |
69.300 |
67.850 |
68.225 |
-0.025 |
743 |
6,534 |
+240 |
Oct04 |
040420 |
58.800 |
59.000 |
57.600 |
57.850 |
-0.525 |
436 |
3,235 |
+48 |
Dec04 |
040420 |
55.100 |
55.500 |
54.850 |
54.925 |
+0.075 |
213 |
2,305 |
+61 |
Feb05 |
040420 |
57.400 |
57.575 |
57.200 |
57.575 |
+0.325 |
39 |
594 |
+5 |
Apr05 |
040420 |
57.875 |
57.875 |
57.875 |
57.875 |
+0.150 |
11 |
300 |
+8 |
Total Volume and Open Interest |
11,068 |
74,500 |
-1,880 |
Pork Bellies(CME) |
May04 |
040420 |
106.000 |
107.400 |
105.800 |
105.950 |
+1.325 |
415 |
2,197 |
-77 |
Jul04 |
040420 |
105.900 |
107.200 |
105.700 |
106.625 |
+1.625 |
374 |
1,361 |
+48 |
Aug04 |
040420 |
101.750 |
102.100 |
101.400 |
101.400 |
+2.300 |
2 |
202 |
+0 |
Feb05 |
040420 |
87.500 |
87.500 |
87.500 |
87.500 |
unch |
0 |
4 |
+0 |
Mar05 |
040420 |
86.350 |
86.350 |
86.350 |
86.350 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
791 |
3,766 |
-29 |
BFP Milk Class III(CME) |
Apr04 |
040420 |
19.63 |
19.65 |
19.61 |
19.63 |
+0.02 |
278 |
6,588 |
+2 |
May04 |
040420 |
19.91 |
20.05 |
19.70 |
19.90 |
+0.03 |
387 |
6,616 |
+19 |
Jun04 |
040420 |
18.86 |
18.98 |
18.57 |
18.75 |
-0.05 |
676 |
4,626 |
-77 |
Jul04 |
040420 |
17.60 |
17.74 |
17.25 |
17.53 |
+0.08 |
453 |
3,695 |
+37 |
Aug04 |
040420 |
17.10 |
17.25 |
16.82 |
16.93 |
-0.02 |
420 |
3,621 |
+33 |
Total Volume and Open Interest |
2,946 |
36,659 |
+107 |
Cocoa(NYBOT) |
May04 |
040420 |
1355 |
1363 |
1330 |
1332 |
-44 |
966 |
1,121 |
-664 |
Jul04 |
040420 |
1355 |
1366 |
1334 |
1337 |
-42 |
6,318 |
45,175 |
-804 |
Sep04 |
040420 |
1374 |
1375 |
1348 |
1351 |
-39 |
1,680 |
13,262 |
-169 |
Dec04 |
040420 |
1390 |
1393 |
1363 |
1366 |
-38 |
109 |
9,893 |
+67 |
Mar05 |
040420 |
1400 |
1400 |
1381 |
1381 |
-34 |
140 |
8,110 |
+65 |
May05 |
040420 |
1420 |
1420 |
1392 |
1392 |
-33 |
3 |
10,674 |
+0 |
Jul05 |
040420 |
1435 |
1435 |
1405 |
1410 |
-32 |
1,250 |
9,380 |
+1,072 |
Total Volume and Open Interest |
11,716 |
101,097 |
+653 |
Coffee "C"(NYBOT) |
May04 |
040420 |
70.25 |
71.70 |
69.50 |
69.65 |
-0.75 |
8,356 |
15,276 |
-4,623 |
Jul04 |
040420 |
72.25 |
73.80 |
71.75 |
71.85 |
-0.55 |
9,927 |
58,454 |
+3,734 |
Sep04 |
040420 |
74.50 |
75.70 |
73.90 |
73.90 |
-0.60 |
1,226 |
12,916 |
+394 |
Dec04 |
040420 |
77.80 |
78.50 |
76.65 |
76.65 |
-0.60 |
640 |
6,894 |
+74 |
Mar05 |
040420 |
80.00 |
80.50 |
79.25 |
79.25 |
-0.60 |
245 |
4,124 |
+107 |
May05 |
040420 |
82.00 |
82.00 |
80.80 |
80.80 |
-0.55 |
7 |
471 |
+0 |
Total Volume and Open Interest |
20,475 |
99,005 |
-253 |
Orange Juice(NYBOT) |
May04 |
040420 |
60.05 |
60.30 |
59.90 |
60.30 |
+0.25 |
1,040 |
15,915 |
-273 |
Jul04 |
040420 |
62.05 |
62.30 |
61.75 |
62.30 |
+0.25 |
1,042 |
12,684 |
+508 |
Sep04 |
040420 |
64.30 |
64.50 |
64.05 |
64.40 |
+0.35 |
28 |
2,140 |
+19 |
Nov04 |
040420 |
66.40 |
66.40 |
66.40 |
66.40 |
+0.25 |
75 |
1,886 |
+34 |
Jan05 |
040420 |
68.25 |
68.50 |
68.05 |
68.50 |
+0.25 |
86 |
812 |
+41 |
Total Volume and Open Interest |
2,387 |
36,296 |
+408 |
Sugar #11(NYBOT) |
May04 |
040420 |
6.54 |
6.68 |
6.51 |
6.60 |
+0.02 |
9,349 |
44,380 |
-3,090 |
Jul04 |
040420 |
6.78 |
6.97 |
6.77 |
6.88 |
+0.04 |
18,303 |
137,264 |
+7,035 |
Oct04 |
040420 |
7.00 |
7.12 |
6.97 |
7.06 |
+0.05 |
4,326 |
46,449 |
+779 |
Mar05 |
040420 |
7.09 |
7.22 |
7.09 |
7.14 |
+0.04 |
2,392 |
26,445 |
+315 |
May05 |
040420 |
7.00 |
7.02 |
6.97 |
7.00 |
+0.03 |
357 |
11,076 |
-103 |
Total Volume and Open Interest |
35,638 |
282,128 |
+5,207 |
London Cocoa(LCE) |
May04 |
040420 |
800 |
800 |
777 |
781 |
-16 |
1,605 |
36,682 |
-907 |
Jul04 |
040420 |
807 |
807 |
787 |
793 |
-12 |
2,271 |
36,657 |
-489 |
Sep04 |
040420 |
822 |
822 |
806 |
810 |
-12 |
441 |
22,509 |
+144 |
Dec04 |
040420 |
840 |
842 |
828 |
832 |
-12 |
1,019 |
43,306 |
+371 |
Mar05 |
040420 |
857 |
857 |
850 |
851 |
-12 |
257 |
23,107 |
+48 |
May05 |
040420 |
869 |
869 |
863 |
863 |
-12 |
35 |
7,341 |
+32 |
Jul05 |
040420 |
883 |
885 |
874 |
874 |
-12 |
45 |
8,236 |
+0 |
Total Volume and Open Interest |
5,773 |
188,852 |
-801 |
London Coffee(LCE) |
May04 |
040420 |
707.00 |
708.00 |
703.00 |
704.00 |
+1.00 |
2,741 |
33,337 |
-853 |
Jul04 |
040420 |
727.00 |
731.00 |
726.00 |
727.00 |
+1.00 |
2,186 |
71,965 |
-240 |
Sep04 |
040420 |
741.00 |
748.00 |
741.00 |
744.00 |
+2.00 |
1,229 |
26,767 |
+106 |
Nov04 |
040420 |
761.00 |
763.00 |
759.00 |
759.00 |
+1.00 |
343 |
17,113 |
-2 |
Jan05 |
040420 |
774.00 |
780.00 |
774.00 |
776.00 |
+1.00 |
461 |
11,256 |
+381 |
Mar05 |
040420 |
790.00 |
790.00 |
790.00 |
790.00 |
+3.00 |
152 |
5,777 |
+152 |
Total Volume and Open Interest |
7,112 |
167,000 |
-456 |
London Sugar(LCE) |
May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
Aug04 |
040420 |
227.20 |
231.80 |
224.60 |
228.50 |
+2.30 |
3,322 |
32,722 |
-602 |
Oct04 |
040420 |
224.00 |
230.80 |
224.00 |
227.50 |
+2.30 |
1,233 |
9,323 |
+156 |
Dec04 |
040420 |
225.30 |
229.30 |
225.20 |
228.50 |
+3.30 |
239 |
3,954 |
+202 |
Mar05 |
040420 |
225.00 |
229.20 |
225.00 |
229.20 |
+3.00 |
326 |
6,320 |
+260 |
Total Volume and Open Interest |
5,161 |
57,873 |
+46 |
Cotton(NYBOT) |
May04 |
040420 |
61.75 |
61.85 |
61.10 |
61.50 |
-0.71 |
5,976 |
14,385 |
-4,147 |
Jul04 |
040420 |
62.10 |
62.35 |
61.65 |
61.84 |
-0.87 |
7,058 |
46,678 |
+1,904 |
Oct04 |
040420 |
63.45 |
63.45 |
63.05 |
63.05 |
-0.65 |
27 |
1,083 |
+1 |
Dec04 |
040420 |
64.12 |
64.25 |
63.65 |
63.80 |
-0.70 |
1,484 |
18,861 |
+659 |
Mar05 |
040420 |
65.80 |
65.80 |
65.80 |
65.80 |
-0.70 |
72 |
3,947 |
+17 |
May05 |
040420 |
66.50 |
66.60 |
66.50 |
66.60 |
-0.50 |
3 |
559 |
+2 |
Total Volume and Open Interest |
14,620 |
86,609 |
-1,564 |
Lumber(CME) |
May04 |
040420 |
411.0 |
414.5 |
404.8 |
406.9 |
-5.1 |
326 |
3,134 |
-49 |
Jul04 |
040420 |
397.9 |
399.9 |
392.2 |
395.3 |
-2.0 |
184 |
1,717 |
-7 |
Sep04 |
040420 |
373.4 |
374.4 |
370.0 |
374.4 |
-0.5 |
25 |
493 |
-1 |
Nov04 |
040420 |
348.0 |
349.9 |
348.0 |
349.9 |
unch |
8 |
130 |
+2 |
Total Volume and Open Interest |
543 |
5,488 |
-55 |
Crude Oil(NYM) |
May04 |
040420 |
37.05 |
37.75 |
37.05 |
37.60 |
+0.18 |
79,571 |
30,598 |
-17,237 |
Jun04 |
040420 |
36.30 |
36.75 |
36.20 |
36.50 |
-0.25 |
94,146 |
227,746 |
+7,851 |
Jul04 |
040420 |
36.10 |
36.25 |
35.89 |
36.06 |
-0.34 |
14,386 |
73,403 |
+1,039 |
Aug04 |
040420 |
35.60 |
35.70 |
35.50 |
35.60 |
-0.32 |
4,401 |
38,309 |
+631 |
Sep04 |
040420 |
35.25 |
35.30 |
35.00 |
35.15 |
-0.31 |
2,259 |
32,602 |
+156 |
Oct04 |
040420 |
34.65 |
34.72 |
34.63 |
34.72 |
-0.30 |
1,106 |
28,856 |
+267 |
Nov04 |
040420 |
34.30 |
34.48 |
34.22 |
34.36 |
-0.31 |
294 |
19,923 |
-28 |
Dec04 |
040420 |
34.05 |
34.15 |
33.85 |
34.02 |
-0.31 |
6,685 |
68,999 |
+13 |
Jan05 |
040420 |
33.80 |
33.80 |
33.59 |
33.59 |
-0.31 |
338 |
17,106 |
+108 |
Feb05 |
040420 |
33.21 |
33.21 |
33.21 |
33.21 |
-0.31 |
27 |
9,312 |
+0 |
Mar05 |
040420 |
32.85 |
32.87 |
32.85 |
32.87 |
-0.31 |
228 |
10,735 |
+3 |
Apr05 |
040420 |
32.55 |
32.55 |
32.54 |
32.54 |
-0.31 |
72 |
5,858 |
+25 |
May05 |
040420 |
32.10 |
32.21 |
32.10 |
32.21 |
-0.31 |
25 |
3,162 |
+25 |
Jun05 |
040420 |
32.00 |
32.05 |
31.82 |
31.90 |
-0.31 |
949 |
20,861 |
-337 |
Jul05 |
040420 |
31.64 |
31.64 |
31.64 |
31.64 |
-0.31 |
30 |
4,776 |
+20 |
Aug05 |
040420 |
31.41 |
31.41 |
31.41 |
31.41 |
-0.31 |
70 |
2,645 |
+60 |
Total Volume and Open Interest |
209,188 |
707,408 |
-7,265 |
Heating Oil(NYM) |
May04 |
040420 |
93.50 |
94.00 |
92.75 |
93.11 |
-1.16 |
17,864 |
33,246 |
-2,412 |
Jun04 |
040420 |
93.00 |
93.20 |
91.90 |
92.31 |
-0.87 |
12,818 |
60,255 |
+2,488 |
Jul04 |
040420 |
92.00 |
92.30 |
91.60 |
91.76 |
-0.72 |
2,032 |
21,396 |
+260 |
Aug04 |
040420 |
91.90 |
91.90 |
91.51 |
91.51 |
-0.67 |
1,716 |
12,418 |
+288 |
Sep04 |
040420 |
92.00 |
92.00 |
91.91 |
91.91 |
-0.62 |
274 |
7,818 |
+442 |
Oct04 |
040420 |
92.80 |
92.80 |
92.46 |
92.46 |
-0.62 |
80 |
4,347 |
+59 |
Nov04 |
040420 |
93.35 |
93.35 |
93.06 |
93.06 |
-0.57 |
195 |
4,725 |
-71 |
Dec04 |
040420 |
94.20 |
94.20 |
93.50 |
93.61 |
-0.57 |
1,762 |
26,854 |
+382 |
Jan05 |
040420 |
94.00 |
94.00 |
93.80 |
93.81 |
-0.57 |
226 |
5,755 |
-12 |
Feb05 |
040420 |
93.50 |
93.60 |
93.26 |
93.26 |
-0.52 |
12 |
2,824 |
+7 |
Mar05 |
040420 |
91.00 |
91.00 |
90.41 |
90.41 |
-0.37 |
129 |
6,878 |
-85 |
Apr05 |
040420 |
87.50 |
87.50 |
87.26 |
87.26 |
-0.22 |
13 |
849 |
-7 |
Total Volume and Open Interest |
37,187 |
188,397 |
+1,400 |
Unleaded Gas(NYM) |
May04 |
040420 |
116.00 |
116.50 |
114.30 |
115.84 |
-0.66 |
21,337 |
37,082 |
-4,730 |
Jun04 |
040420 |
115.50 |
115.90 |
114.20 |
115.16 |
-0.86 |
17,498 |
55,413 |
+2,375 |
Jul04 |
040420 |
113.90 |
113.90 |
112.40 |
113.41 |
-0.81 |
2,902 |
14,919 |
+353 |
Aug04 |
040420 |
109.40 |
110.26 |
109.40 |
110.26 |
-0.76 |
1,094 |
9,110 |
+335 |
Sep04 |
040420 |
105.20 |
105.90 |
105.20 |
105.76 |
-0.71 |
1,005 |
15,583 |
+63 |
Oct04 |
040420 |
100.16 |
100.16 |
100.16 |
100.16 |
-0.76 |
500 |
6,382 |
-25 |
Nov04 |
040420 |
96.91 |
96.91 |
96.91 |
96.91 |
-0.76 |
200 |
2,040 |
+70 |
Dec04 |
040420 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.76 |
528 |
3,719 |
+381 |
Jan05 |
040420 |
93.41 |
93.41 |
93.41 |
93.41 |
-0.76 |
1 |
2,054 |
+1 |
Feb05 |
040420 |
93.06 |
93.06 |
93.06 |
93.06 |
-0.76 |
101 |
1,730 |
+0 |
Mar05 |
040420 |
93.46 |
93.46 |
93.46 |
93.46 |
-0.71 |
0 |
835 |
+0 |
Apr05 |
040420 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.71 |
0 |
982 |
+0 |
Total Volume and Open Interest |
45,065 |
149,849 |
-1,177 |
Natural Gas(NYM) |
May04 |
040420 |
5.505 |
5.585 |
5.485 |
5.553 |
+0.044 |
43,398 |
33,879 |
-7,684 |
Jun04 |
040420 |
5.600 |
5.660 |
5.570 |
5.642 |
+0.045 |
20,292 |
47,335 |
+3,256 |
Jul04 |
040420 |
5.670 |
5.730 |
5.640 |
5.714 |
+0.042 |
5,173 |
26,920 |
+436 |
Aug04 |
040420 |
5.730 |
5.770 |
5.710 |
5.754 |
+0.039 |
2,905 |
22,486 |
+125 |
Sep04 |
040420 |
5.700 |
5.745 |
5.700 |
5.730 |
+0.038 |
2,186 |
20,753 |
-167 |
Oct04 |
040420 |
5.710 |
5.760 |
5.710 |
5.750 |
+0.035 |
2,539 |
22,867 |
+791 |
Nov04 |
040420 |
5.900 |
5.935 |
5.900 |
5.927 |
+0.035 |
707 |
13,093 |
-28 |
Dec04 |
040420 |
6.080 |
6.120 |
6.075 |
6.102 |
+0.035 |
1,474 |
16,721 |
-593 |
Jan05 |
040420 |
6.195 |
6.250 |
6.195 |
6.230 |
+0.035 |
2,037 |
15,745 |
+557 |
Feb05 |
040420 |
6.150 |
6.190 |
6.150 |
6.180 |
+0.035 |
1,271 |
11,697 |
+369 |
Mar05 |
040420 |
5.960 |
6.010 |
5.960 |
5.985 |
+0.035 |
1,588 |
11,935 |
-6 |
Apr05 |
040420 |
5.340 |
5.380 |
5.340 |
5.365 |
+0.035 |
688 |
11,175 |
+221 |
May05 |
040420 |
5.220 |
5.260 |
5.220 |
5.236 |
+0.035 |
160 |
7,179 |
-1 |
Jun05 |
040420 |
5.220 |
5.251 |
5.220 |
5.251 |
+0.035 |
105 |
5,973 |
+33 |
Jul05 |
040420 |
5.280 |
5.280 |
5.277 |
5.277 |
+0.035 |
172 |
11,523 |
+16 |
Aug05 |
040420 |
5.282 |
5.282 |
5.282 |
5.282 |
+0.035 |
127 |
5,368 |
+20 |
Total Volume and Open Interest |
85,318 |
337,906 |
-2,490 |
Brent Crude Oil(IPE) |
Jun04 |
040420 |
33.40 |
33.42 |
32.90 |
33.11 |
-0.35 |
42,171 |
95,485 |
+1,727 |
Jul04 |
040420 |
33.18 |
33.23 |
32.76 |
32.94 |
-0.36 |
15,728 |
77,188 |
+3,529 |
Aug04 |
040420 |
32.93 |
32.95 |
32.61 |
32.69 |
-0.35 |
2,546 |
21,222 |
-671 |
Sep04 |
040420 |
32.62 |
32.63 |
32.30 |
32.36 |
-0.33 |
1,055 |
16,368 |
+344 |
Oct04 |
040420 |
32.24 |
32.24 |
31.95 |
32.01 |
-0.33 |
293 |
8,175 |
+42 |
Nov04 |
040420 |
31.82 |
31.82 |
31.62 |
31.66 |
-0.33 |
496 |
8,028 |
+288 |
Dec04 |
040420 |
31.50 |
31.60 |
31.24 |
31.31 |
-0.33 |
4,501 |
28,911 |
-1,207 |
Jan05 |
040420 |
30.92 |
30.92 |
30.92 |
30.92 |
-0.34 |
925 |
9,664 |
+903 |
Feb05 |
040420 |
30.57 |
30.57 |
30.57 |
30.57 |
-0.34 |
0 |
3,464 |
+0 |
Mar05 |
040420 |
30.30 |
30.30 |
30.24 |
30.24 |
-0.36 |
300 |
5,887 |
-65 |
Apr05 |
040420 |
30.01 |
30.01 |
29.94 |
29.94 |
-0.35 |
300 |
4,070 |
+300 |
May05 |
040420 |
29.80 |
29.80 |
29.67 |
29.67 |
-0.35 |
|
|
|
Jun05 |
040420 |
29.50 |
29.50 |
29.40 |
29.40 |
-0.35 |
0 |
15,304 |
+0 |
Total Volume and Open Interest |
70,175 |
324,106 |
+5,225 |
Gas Oil(IPE) |
May04 |
040420 |
295.00 |
296.00 |
289.50 |
292.75 |
-7.75 |
10,948 |
56,716 |
+464 |
Jun04 |
040420 |
287.25 |
287.75 |
282.25 |
284.75 |
-2.75 |
5,871 |
37,541 |
+1,475 |
Jul04 |
040420 |
283.25 |
283.50 |
279.00 |
281.00 |
-6.75 |
1,319 |
14,350 |
-79 |
Aug04 |
040420 |
280.00 |
280.00 |
279.75 |
279.75 |
-6.25 |
3 |
7,649 |
-157 |
Sep04 |
040420 |
280.75 |
280.75 |
279.25 |
279.25 |
-6.50 |
411 |
7,638 |
-289 |
Oct04 |
040420 |
280.75 |
280.75 |
279.00 |
279.00 |
-6.50 |
434 |
7,269 |
+434 |
Nov04 |
040420 |
278.50 |
278.50 |
278.50 |
278.50 |
-6.50 |
0 |
4,321 |
+0 |
Dec04 |
040420 |
278.50 |
278.50 |
275.00 |
276.75 |
-6.00 |
1,844 |
18,068 |
+663 |
Jan05 |
040420 |
273.50 |
273.50 |
273.50 |
273.50 |
-5.25 |
0 |
3,130 |
+0 |
Feb05 |
040420 |
269.00 |
269.00 |
269.00 |
269.00 |
-4.75 |
0 |
303 |
+0 |
Total Volume and Open Interest |
20,830 |
172,960 |
+2,211 |
US Dollar Index(NYBOT) |
Jun04 |
040420 |
90.16 |
90.91 |
90.16 |
90.75 |
+0.64 |
1,283 |
10,778 |
-680 |
Sep04 |
040420 |
91.00 |
91.18 |
91.00 |
91.16 |
+0.64 |
1 |
2,059 |
-1 |
Dec04 |
040420 |
91.56 |
91.56 |
91.56 |
91.56 |
+0.64 |
0 |
27 |
+0 |
Total Volume and Open Interest |
1,284 |
12,864 |
-681 |
Australian Dollar(CME) |
Jun04 |
040420 |
73.43 |
73.46 |
73.03 |
73.06 |
-0.96 |
410 |
30,115 |
-521 |
Sep04 |
040420 |
72.45 |
72.45 |
72.28 |
72.28 |
-0.96 |
2 |
779 |
+0 |
Dec04 |
040420 |
71.80 |
71.80 |
71.50 |
71.50 |
-0.96 |
1 |
131 |
+0 |
Total Volume and Open Interest |
413 |
31,114 |
-521 |
British Pound(CME) |
Jun04 |
040420 |
178.62 |
178.93 |
177.65 |
178.39 |
-1.58 |
2,121 |
40,774 |
-1,151 |
Sep04 |
040420 |
176.70 |
177.00 |
176.41 |
176.82 |
-1.58 |
3 |
78 |
+1 |
Dec04 |
040420 |
175.25 |
175.25 |
175.25 |
175.25 |
-1.58 |
0 |
361 |
+0 |
Total Volume and Open Interest |
2,121 |
41,215 |
-1,150 |
Canadian Dollar(CME) |
Jun04 |
040420 |
73.77 |
73.90 |
73.51 |
73.73 |
-0.50 |
3,022 |
58,175 |
-401 |
Sep04 |
040420 |
73.62 |
73.72 |
73.40 |
73.59 |
-0.50 |
26 |
3,366 |
+14 |
Dec04 |
040420 |
73.50 |
73.58 |
73.35 |
73.47 |
-0.50 |
42 |
2,440 |
+4 |
Mar05 |
040420 |
73.40 |
73.40 |
73.20 |
73.36 |
-0.50 |
1 |
280 |
+0 |
Total Volume and Open Interest |
3,091 |
64,440 |
-383 |
Japanese Yen(CME) |
Jun04 |
040420 |
92.84 |
92.85 |
92.30 |
92.43 |
+0.10 |
8,978 |
102,248 |
-2,708 |
Sep04 |
040420 |
93.02 |
93.02 |
92.73 |
92.73 |
+0.10 |
4 |
590 |
+1 |
Dec04 |
040420 |
93.11 |
93.11 |
93.11 |
93.11 |
+0.10 |
0 |
69 |
+0 |
Total Volume and Open Interest |
8,982 |
102,909 |
-2,707 |
Swiss Franc(CME) |
Jun04 |
040420 |
76.78 |
76.81 |
76.33 |
76.57 |
-0.95 |
2,182 |
36,237 |
-1,290 |
Sep04 |
040420 |
76.93 |
76.93 |
76.67 |
76.73 |
-0.95 |
0 |
48 |
+0 |
Dec04 |
040420 |
76.91 |
76.91 |
76.91 |
76.91 |
-0.95 |
0 |
106 |
+0 |
Total Volume and Open Interest |
2,182 |
36,448 |
-1,290 |
EuroFX(CME) |
Jun04 |
040420 |
119.06 |
119.21 |
118.62 |
118.89 |
-1.08 |
3,819 |
106,481 |
-989 |
Sep04 |
040420 |
118.80 |
118.80 |
118.46 |
118.66 |
-1.08 |
11 |
856 |
+0 |
Dec04 |
040420 |
118.45 |
118.49 |
118.45 |
118.49 |
-1.08 |
7 |
424 |
+7 |
Total Volume and Open Interest |
3,837 |
107,911 |
-982 |
Mexican Peso(CME) |
Jun04 |
040420 |
8812.0 |
8815.0 |
8750.0 |
8772.0 |
-46.0 |
2,532 |
36,069 |
-444 |
Sep04 |
040420 |
8680.0 |
8680.0 |
8660.0 |
8662.0 |
-46.0 |
35 |
691 |
+25 |
Total Volume and Open Interest |
2,594 |
38,062 |
-424 |
30-Year T-Bonds(CBOT) |
Jun04 |
040420 |
107~28 |
108~04 |
107~00 |
107~20 |
-0~13 |
167,254 |
464,930 |
+3,074 |
Sep04 |
040420 |
106~20 |
106~21 |
105~19 |
106~07 |
-0~13 |
1,533 |
19,827 |
+74 |
Dec04 |
040420 |
104~28 |
105~08 |
104~28 |
104~28 |
-0~13 |
6 |
214 |
+5 |
Total Volume and Open Interest |
168,793 |
485,153 |
+3,153 |
Municipal Bonds(CBOT) |
Jun04 |
040420 |
101~01 |
101~07 |
100~29 |
100~31 |
-0~08 |
31 |
2,242 |
+13 |
Total Volume and Open Interest |
31 |
2,242 |
+13 |
10-Year T-Notes(CBOT) |
Jun04 |
040420 |
111~110 |
111~155 |
110~180 |
111~030 |
-0~105 |
408,268 |
1,283,814 |
-19,530 |
Sep04 |
040420 |
109~240 |
109~315 |
109~045 |
109~205 |
-0~105 |
4,451 |
105,699 |
+476 |
Total Volume and Open Interest |
412,719 |
1,389,532 |
-19,054 |
5-Year T-Notes(CBOT) |
Jun04 |
040420 |
110~235 |
110~260 |
110~170 |
110~180 |
-0~075 |
188,845 |
965,595 |
+965,595 |
Sep04 |
040420 |
109~155 |
109~155 |
109~100 |
109~100 |
-0~080 |
4,753 |
68,155 |
+3,699 |
Dec04 |
040420 |
107~280 |
107~280 |
107~280 |
107~280 |
-0~080 |
4 |
4 |
+0 |
Total Volume and Open Interest |
193,598 |
68,155 |
+3,695 |
2 Year T-Notes(CBOT) |
Jun04 |
040420 |
106~080 |
106~084 |
106~072 |
106~072 |
-0~014 |
786 |
169,827 |
-3,093 |
Sep04 |
040420 |
105~120 |
105~120 |
105~110 |
105~110 |
-0~014 |
700 |
600 |
+0 |
Total Volume and Open Interest |
786 |
170,427 |
-3,093 |
Eurodollars(CME) |
Jun04 |
040420 |
98.730 |
98.735 |
98.720 |
98.725 |
-0.005 |
49,494 |
814,093 |
+1,018 |
Sep04 |
040420 |
98.415 |
98.435 |
98.390 |
98.395 |
-0.025 |
72,156 |
876,014 |
-6,719 |
Dec04 |
040420 |
98.015 |
98.045 |
97.985 |
97.990 |
-0.035 |
80,226 |
722,145 |
-10,065 |
Mar05 |
040420 |
97.595 |
97.630 |
97.545 |
97.550 |
-0.055 |
70,902 |
526,530 |
-1,986 |
Jun05 |
040420 |
97.155 |
97.195 |
97.110 |
97.115 |
-0.060 |
61,835 |
537,962 |
+29,760 |
Sep05 |
040420 |
96.770 |
96.805 |
96.720 |
96.725 |
-0.060 |
29,552 |
371,744 |
+860 |
Dec05 |
040420 |
96.430 |
96.460 |
96.365 |
96.375 |
-0.075 |
27,655 |
294,557 |
-2,900 |
Mar06 |
040420 |
96.145 |
96.170 |
96.080 |
96.080 |
-0.085 |
17,507 |
238,726 |
+935 |
Jun06 |
040420 |
95.885 |
95.905 |
95.830 |
95.830 |
-0.080 |
14,397 |
164,941 |
+2,673 |
Sep06 |
040420 |
95.670 |
95.670 |
95.610 |
95.610 |
-0.070 |
15,375 |
166,654 |
+12 |
Dec06 |
040420 |
95.450 |
95.465 |
95.395 |
95.395 |
-0.075 |
17,143 |
121,212 |
-1,843 |
Mar07 |
040420 |
95.275 |
95.285 |
95.225 |
95.225 |
-0.070 |
13,687 |
115,366 |
+104 |
Total Volume and Open Interest |
531,342 |
5,629,363 |
+19,917 |
3-Mth Euro-Yen(CME) |
Jun04 |
040420 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,742 |
+0 |
Sep04 |
040420 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
200 |
7,363 |
+0 |
Dec04 |
040420 |
99.87 |
99.87 |
99.86 |
99.86 |
-0.01 |
29 |
9,182 |
+67 |
Mar05 |
040420 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
0 |
4,839 |
-79 |
Jun05 |
040420 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
5,328 |
+0 |
Sep05 |
040420 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
1,899 |
-200 |
Dec05 |
040420 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
897 |
+0 |
Mar06 |
040420 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
304 |
+0 |
Jun06 |
040420 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
0 |
97 |
+25 |
Sep06 |
040420 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.02 |
0 |
39 |
+0 |
Total Volume and Open Interest |
229 |
41,953 |
-187 |
3-Mth Euro-Yen(SIMEX) |
Jun04 |
040420 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
5 |
71,385 |
-3 |
Sep04 |
040420 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
1,012 |
39,558 |
-476 |
Dec04 |
040420 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
1,776 |
61,657 |
+325 |
Mar05 |
040420 |
99.81 |
99.81 |
99.80 |
99.80 |
-0.01 |
1,804 |
38,999 |
-76 |
Jun05 |
040420 |
99.72 |
99.72 |
99.71 |
99.72 |
unch |
1,397 |
43,645 |
-387 |
Sep05 |
040420 |
99.62 |
99.62 |
99.61 |
99.61 |
unch |
359 |
37,866 |
-366 |
Dec05 |
040420 |
99.50 |
99.51 |
99.50 |
99.50 |
-0.01 |
554 |
14,468 |
+61 |
Mar06 |
040420 |
99.39 |
99.39 |
99.38 |
99.38 |
-0.01 |
25 |
9,162 |
+0 |
Total Volume and Open Interest |
6,957 |
328,467 |
-897 |
German Euro-Bund(EUREX) |
Jun04 |
040420 |
114.34 |
114.35 |
114.04 |
114.29 |
-0.16 |
541,609 |
1,023,033 |
+5,416 |
Sep04 |
040420 |
113.85 |
113.87 |
113.70 |
113.87 |
-0.16 |
2,810 |
23,526 |
+57 |
Dec04 |
040420 |
112.89 |
112.89 |
112.89 |
112.89 |
-0.16 |
230 |
1 |
+0 |
Total Volume and Open Interest |
544,649 |
1,046,560 |
+5,473 |
German Euro-Bobl(EUREX) |
Jun04 |
040420 |
111.64 |
111.64 |
111.48 |
111.64 |
-0.06 |
352,472 |
679,941 |
-4,837 |
Sep04 |
040420 |
111.03 |
111.04 |
110.90 |
111.04 |
-0.05 |
12,504 |
14,314 |
+6,500 |
Dec04 |
040420 |
110.22 |
110.22 |
110.22 |
110.22 |
-0.06 |
0 |
1 |
+0 |
Total Volume and Open Interest |
364,976 |
694,256 |
+1,663 |
Long Gilt(LIFFE) |
Jun04 |
040420 |
107~00 |
107~05 |
106~28 |
107~00 |
-0~06 |
23,105 |
176,689 |
+4,311 |
Sep04 |
040420 |
106~19 |
106~19 |
106~19 |
106~19 |
-0~07 |
0 |
3 |
+0 |
Total Volume and Open Interest |
23,105 |
176,692 |
+4,311 |
3-Mth Short Sterling(LIFFE) |
Jun04 |
040420 |
95.45 |
95.50 |
95.45 |
95.48 |
+0.02 |
14,700 |
200,876 |
-4,708 |
Sep04 |
040420 |
95.19 |
95.25 |
95.18 |
95.23 |
+0.03 |
17,443 |
190,218 |
-3,644 |
Dec04 |
040420 |
95.01 |
95.08 |
95.00 |
95.05 |
+0.03 |
28,125 |
217,898 |
-3,817 |
Total Volume and Open Interest |
85,353 |
1,113,362 |
-14,577 |
3-Mth Euribor(LIFFE) |
Jun04 |
040420 |
97.970 |
97.980 |
97.965 |
97.970 |
-0.010 |
110,726 |
727,160 |
+29,785 |
Sep04 |
040420 |
97.905 |
97.920 |
97.885 |
97.900 |
-0.020 |
70,000 |
465,361 |
+1,030 |
Dec04 |
040420 |
97.745 |
97.750 |
97.710 |
97.730 |
-0.035 |
74,246 |
527,271 |
+6,330 |
Total Volume and Open Interest |
392,238 |
2,898,199 |
+56,759 |
3-Mth Aus T-Bills(SFE) |
Jun04 |
040420 |
94.48 |
94.49 |
94.47 |
94.49 |
-0.01 |
9,213 |
127,741 |
-9,561 |
Sep04 |
040420 |
94.43 |
94.44 |
94.42 |
94.43 |
-0.02 |
6,349 |
90,864 |
-3,457 |
Dec04 |
040420 |
94.38 |
94.39 |
94.37 |
94.39 |
-0.02 |
2,988 |
65,765 |
+293 |
Mar05 |
040420 |
94.31 |
94.33 |
94.31 |
94.32 |
-0.03 |
1,034 |
33,879 |
-399 |
Jun05 |
040420 |
94.22 |
94.23 |
94.22 |
94.23 |
-0.03 |
111 |
16,055 |
-307 |
Sep05 |
040420 |
94.13 |
94.16 |
94.13 |
94.14 |
-0.04 |
33 |
12,978 |
-251 |
Dec05 |
040420 |
94.06 |
94.07 |
94.05 |
94.06 |
-0.03 |
1 |
9,927 |
-1 |
Mar06 |
040420 |
93.96 |
93.99 |
93.96 |
93.99 |
-0.03 |
81 |
4,014 |
-81 |
Jun06 |
040420 |
93.92 |
93.93 |
93.90 |
93.93 |
-0.02 |
104 |
1,893 |
+5 |
Sep06 |
040420 |
93.83 |
93.87 |
93.83 |
93.87 |
-0.02 |
4 |
1,374 |
+1 |
Total Volume and Open Interest |
19,918 |
365,980 |
-13,758 |
10-Year Aus T-Bonds(SFE) |
Jun04 |
040420 |
94.10 |
94.11 |
94.09 |
94.11 |
unch |
2,578 |
224,944 |
-4,823 |
Sep04 |
040420 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.04 |
|
|
|
Total Volume and Open Interest |
35,519 |
358,451 |
-26,904 |
3-Year Aus T-Bonds(SFE) |
Jun04 |
040420 |
94.40 |
94.42 |
94.39 |
94.42 |
-0.03 |
25,560 |
358,451 |
-26,904 |
Sep04 |
040420 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.03 |
|
|
|
Total Volume and Open Interest |
25,560 |
358,451 |
-26,904 |
Gold(CMX) |
Apr04 |
040420 |
397.2 |
398.7 |
396.8 |
397.7 |
-2.9 |
76 |
252 |
-22 |
Jun04 |
040420 |
398.8 |
399.6 |
396.3 |
398.3 |
-2.9 |
33,547 |
178,623 |
-6,108 |
Aug04 |
040420 |
400.3 |
400.4 |
398.5 |
399.3 |
-2.9 |
336 |
10,720 |
+54 |
Oct04 |
040420 |
399.5 |
400.4 |
399.5 |
400.4 |
-2.9 |
165 |
6,355 |
+37 |
Dec04 |
040420 |
402.5 |
402.5 |
399.4 |
401.6 |
-2.9 |
756 |
29,980 |
+111 |
Feb05 |
040420 |
403.3 |
403.3 |
402.9 |
402.9 |
-3.0 |
0 |
3,442 |
+0 |
Total Volume and Open Interest |
34,926 |
260,421 |
-5,931 |
Silver(CMX) |
May04 |
040420 |
699.0 |
706.5 |
689.5 |
694.5 |
-26.5 |
10,200 |
63,270 |
-1,309 |
Jul04 |
040420 |
700.0 |
708.5 |
691.5 |
696.3 |
-26.5 |
2,810 |
19,572 |
+888 |
Sep04 |
040420 |
703.0 |
706.0 |
696.0 |
698.0 |
-26.5 |
275 |
3,838 |
+60 |
Dec04 |
040420 |
704.5 |
711.0 |
695.0 |
698.8 |
-26.5 |
282 |
15,865 |
+216 |
Mar05 |
040420 |
695.0 |
699.6 |
695.0 |
699.6 |
-26.3 |
3 |
2,951 |
-2 |
Total Volume and Open Interest |
13,583 |
111,205 |
-138 |
Platinum(NYM) |
Apr04 |
040420 |
936.0 |
936.0 |
930.0 |
930.7 |
-19.6 |
9 |
83 |
-16 |
Jul04 |
040420 |
923.5 |
923.5 |
909.0 |
915.7 |
-19.6 |
490 |
8,082 |
+142 |
Oct04 |
040420 |
905.7 |
905.7 |
905.7 |
905.7 |
-19.6 |
0 |
221 |
+0 |
Jan05 |
040420 |
905.7 |
905.7 |
905.7 |
905.7 |
-19.6 |
2 |
7 |
+0 |
Total Volume and Open Interest |
501 |
8,393 |
+126 |
Palladium(NYME) |
Jun04 |
040420 |
322.00 |
322.00 |
310.00 |
316.35 |
-9.95 |
696 |
11,234 |
-89 |
Sep04 |
040420 |
317.00 |
318.50 |
312.00 |
317.60 |
-9.95 |
4 |
278 |
-4 |
Dec04 |
040420 |
327.00 |
327.00 |
313.00 |
318.60 |
-9.95 |
2 |
198 |
+2 |
Total Volume and Open Interest |
702 |
11,710 |
-91 |
Copper(CMX) |
May04 |
040420 |
133.10 |
133.40 |
130.30 |
131.00 |
-4.90 |
8,323 |
32,162 |
+1,027 |
Jul04 |
040420 |
132.50 |
133.00 |
130.10 |
130.80 |
-4.70 |
4,801 |
22,523 |
+1,673 |
Sep04 |
040420 |
129.75 |
129.75 |
127.50 |
127.90 |
-4.35 |
210 |
3,829 |
-44 |
Dec04 |
040420 |
125.50 |
125.50 |
122.80 |
122.80 |
-4.00 |
197 |
9,783 |
+110 |
Mar05 |
040420 |
120.80 |
120.80 |
117.80 |
117.80 |
-4.00 |
83 |
835 |
+29 |
Total Volume and Open Interest |
14,031 |
74,811 |
+2,784 |
DJIA Index(CBOT) |
Jun04 |
040420 |
10450 |
10463 |
10250 |
10268 |
-144 |
5,024 |
44,184 |
-420 |
Sep04 |
040420 |
10362 |
10362 |
10249 |
10249 |
-144 |
1 |
295 |
+1 |
Dec04 |
040420 |
10385 |
10385 |
10236 |
10236 |
-144 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,025 |
44,489 |
-419 |
S & P 500(CME) |
Jun04 |
040420 |
1136.30 |
1138.40 |
1113.50 |
1114.50 |
-19.20 |
25,834 |
579,402 |
-781 |
Sep04 |
040420 |
1134.00 |
1134.00 |
1113.50 |
1113.50 |
-19.20 |
131 |
19,053 |
-14 |
Dec04 |
040420 |
1113.00 |
1113.00 |
1113.00 |
1113.00 |
-19.00 |
1 |
1,794 |
+1 |
Mar05 |
040420 |
1113.70 |
1113.70 |
1113.70 |
1113.70 |
-19.00 |
1 |
121 |
+3 |
Total Volume and Open Interest |
25,966 |
600,515 |
-791 |
S & P 500 E-Mini(Globex) |
Jun04 |
040420 |
1133.50 |
1138.50 |
1113.25 |
1114.50 |
-19.25 |
507,413 |
556,393 |
-13,063 |
Sep04 |
040420 |
1132.25 |
1137.00 |
1113.00 |
1113.50 |
-19.25 |
513 |
1,083 |
+40 |
Total Volume and Open Interest |
507,926 |
557,476 |
-13,023 |
NASDAQ 100(CME) |
Jun04 |
040420 |
1475.00 |
1482.00 |
1435.50 |
1437.50 |
-33.50 |
10,412 |
81,486 |
-1,111 |
Sep04 |
040420 |
1440.00 |
1440.00 |
1440.00 |
1440.00 |
-33.50 |
0 |
12 |
+0 |
Dec04 |
040420 |
1442.50 |
1442.50 |
1442.50 |
1442.50 |
-33.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,412 |
81,502 |
-1,111 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun04 |
040420 |
1470.5 |
1482.0 |
1435.0 |
1437.5 |
-33.5 |
222,671 |
260,473 |
+5,522 |
Sep04 |
040420 |
1479.5 |
1483.0 |
1440.0 |
1440.0 |
-33.5 |
19 |
333 |
+3 |
Total Volume and Open Interest |
222,690 |
260,806 |
+5,525 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Jun04 |
040420 |
604.50 |
605.25 |
592.75 |
593.00 |
-9.25 |
403 |
16,038 |
-24 |
Sep04 |
040420 |
593.00 |
593.00 |
593.00 |
593.00 |
-9.25 |
|
|
|
Dec04 |
040420 |
593.00 |
593.00 |
593.00 |
593.00 |
-9.25 |
|
|
|
Total Volume and Open Interest |
403 |
16,038 |
-24 |
Russell 2000(CME) |
Jun04 |
040420 |
588.50 |
591.75 |
572.50 |
573.25 |
-13.25 |
986 |
27,811 |
+56 |
Sep04 |
040420 |
573.25 |
573.25 |
573.25 |
573.25 |
-13.25 |
0 |
1 |
+0 |
Dec04 |
040420 |
573.25 |
573.25 |
573.25 |
573.25 |
-13.25 |
|
|
|
Total Volume and Open Interest |
986 |
27,812 |
+56 |
Value Line(KCBT) |
Jun04 |
040420 |
1622.00 |
1629.00 |
1587.00 |
1590.00 |
-27.00 |
8 |
47 |
+6 |
Total Volume and Open Interest |
8 |
47 |
+6 |
Nikkei 225(CME) |
Jun04 |
040420 |
12030 |
12040 |
11850 |
11870 |
+100 |
2,951 |
43,136 |
+210 |
Sep04 |
040420 |
11870 |
11870 |
11870 |
11870 |
+100 |
0 |
18 |
+0 |
Total Volume and Open Interest |
2,951 |
43,157 |
+210 |
Nikkei 225(SIMEX) |
Jun04 |
040420 |
11770 |
12035 |
11770 |
11965 |
+230 |
26,977 |
180,642 |
-723 |
Sep04 |
040420 |
11830 |
11960 |
11830 |
11960 |
+230 |
|
|
|
Dec04 |
040420 |
11935 |
11935 |
11935 |
11935 |
+230 |
|
|
|
Total Volume and Open Interest |
26,977 |
180,642 |
-724 |
CAC 40(MATIF) |
Apr04 |
040420 |
3754.5 |
3789.5 |
3754.5 |
3770.0 |
+31.0 |
42,761 |
376,453 |
+372 |
May04 |
040420 |
3706.0 |
3733.5 |
3706.0 |
3716.0 |
+31.5 |
730 |
7,660 |
+144 |
Jun04 |
040420 |
3698.0 |
3723.5 |
3698.0 |
3705.5 |
+32.5 |
1,557 |
159,723 |
-173 |
Total Volume and Open Interest |
64,217 |
560,789 |
+343 |
DAX Index(EUREX) |
Jun04 |
040420 |
4061.0 |
4097.5 |
4061.0 |
4078.0 |
+33.0 |
94,063 |
182,149 |
-1,077 |
Sep04 |
040420 |
4085.0 |
4115.5 |
4085.0 |
4098.5 |
+33.5 |
396 |
8,852 |
-7 |
Dec04 |
040420 |
4115.0 |
4137.5 |
4114.5 |
4120.5 |
+34.5 |
125 |
1,800 |
+41 |
Total Volume and Open Interest |
94,584 |
192,801 |
-1,043 |
FT-SE 100(LIFFE) |
Jun04 |
040420 |
4562.00 |
4593.50 |
4558.50 |
4565.00 |
+19.00 |
42,059 |
386,211 |
+521 |
Sep04 |
040420 |
4576.00 |
4576.00 |
4576.00 |
4576.00 |
+20.00 |
0 |
16,781 |
+0 |
Dec04 |
040420 |
4607.00 |
4607.50 |
4607.00 |
4607.50 |
+20.50 |
0 |
16,573 |
+0 |
Total Volume and Open Interest |
42,059 |
420,065 |
+521 |
SPI 200(SFE) |
Jun04 |
040420 |
3443.0 |
3467.0 |
3441.0 |
3467.0 |
+24.0 |
5,677 |
149,872 |
-3,260 |
Sep04 |
040420 |
3452.0 |
3475.0 |
3452.0 |
3475.0 |
+24.0 |
273 |
3,248 |
+5 |
Dec04 |
040420 |
3488.0 |
3488.0 |
3488.0 |
3488.0 |
+22.0 |
217 |
2,465 |
+195 |
Total Volume and Open Interest |
6,168 |
156,711 |
-3,060 |
GSCI(CME) |
May04 |
040420 |
283.00 |
284.40 |
282.60 |
283.80 |
-1.70 |
59 |
16,167 |
+12 |
Jun04 |
040420 |
282.75 |
282.75 |
282.75 |
282.75 |
-1.50 |
35 |
169 |
-35 |
Jul04 |
040420 |
279.00 |
279.00 |
279.00 |
279.00 |
-1.75 |
50 |
50 |
+50 |
Total Volume and Open Interest |
144 |
16,386 |
-778 |
Reuters CRB Index(NYBOT) |
Jun04 |
040420 |
275.50 |
276.50 |
274.75 |
275.25 |
-2.00 |
67 |
658 |
-52 |
Aug04 |
040420 |
274.00 |
274.00 |
273.75 |
273.75 |
-1.50 |
3 |
82 |
+2 |
Nov04 |
040420 |
274.00 |
274.75 |
274.00 |
274.75 |
-1.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
70 |
741 |
-50 |
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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