|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue May 04, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May04 |
040504 |
1038.00 |
1052.00 |
1033.00 |
1038.25 |
-3.25 |
5,467 |
14,536 |
-2,394 |
| Jul04 |
040504 |
1017.00 |
1031.00 |
1011.50 |
1021.50 |
+0.50 |
44,355 |
133,996 |
-6 |
| Aug04 |
040504 |
951.00 |
963.00 |
948.00 |
956.00 |
+3.50 |
3,595 |
19,629 |
+198 |
| Sep04 |
040504 |
835.00 |
843.00 |
830.00 |
838.50 |
+7.25 |
1,303 |
12,138 |
+46 |
| Nov04 |
040504 |
761.00 |
777.00 |
760.00 |
776.00 |
+13.50 |
9,602 |
54,239 |
+299 |
| Jan05 |
040504 |
760.00 |
775.00 |
759.00 |
774.50 |
+13.50 |
280 |
4,115 |
+120 |
| Mar05 |
040504 |
752.00 |
764.00 |
750.50 |
764.00 |
+11.00 |
166 |
2,808 |
-32 |
| Total Volume and Open Interest |
64,848 |
243,589 |
-1,761 |
| Soybean Meal(CBOT) |
| May04 |
040504 |
321.50 |
326.80 |
319.80 |
322.40 |
+0.20 |
5,601 |
10,234 |
-2,064 |
| Jul04 |
040504 |
320.00 |
326.00 |
318.60 |
321.60 |
+0.40 |
19,540 |
70,112 |
+508 |
| Aug04 |
040504 |
304.70 |
311.50 |
304.70 |
308.20 |
+2.50 |
5,192 |
21,535 |
-368 |
| Sep04 |
040504 |
280.00 |
287.50 |
280.00 |
284.00 |
+3.50 |
999 |
15,430 |
-205 |
| Oct04 |
040504 |
243.50 |
251.00 |
243.00 |
248.90 |
+6.20 |
1,259 |
11,994 |
+31 |
| Dec04 |
040504 |
236.50 |
244.00 |
236.50 |
242.70 |
+5.50 |
3,234 |
24,473 |
-67 |
| Jan05 |
040504 |
234.50 |
241.00 |
234.50 |
240.00 |
+5.30 |
99 |
3,009 |
+35 |
| Mar05 |
040504 |
231.00 |
238.50 |
231.00 |
237.70 |
+6.20 |
155 |
2,857 |
-17 |
| Total Volume and Open Interest |
36,191 |
163,180 |
-2,115 |
| Soybean Oil(CBOT) |
| May04 |
040504 |
33.98 |
34.25 |
33.65 |
34.21 |
+0.29 |
4,884 |
7,253 |
-2,116 |
| Jul04 |
040504 |
33.45 |
33.74 |
33.23 |
33.58 |
+0.26 |
14,553 |
82,226 |
-249 |
| Aug04 |
040504 |
32.15 |
32.35 |
31.85 |
32.20 |
+0.16 |
3,419 |
14,967 |
+39 |
| Sep04 |
040504 |
30.40 |
30.75 |
30.30 |
30.46 |
+0.15 |
355 |
11,755 |
+32 |
| Oct04 |
040504 |
28.50 |
28.65 |
28.30 |
28.49 |
+0.16 |
1,582 |
9,200 |
+590 |
| Dec04 |
040504 |
27.68 |
27.90 |
27.45 |
27.80 |
+0.18 |
2,190 |
23,832 |
+537 |
| Jan05 |
040504 |
27.50 |
27.50 |
27.35 |
27.40 |
unch |
10 |
2,556 |
+9 |
| Mar05 |
040504 |
27.20 |
27.20 |
27.10 |
27.10 |
-0.10 |
0 |
1,891 |
+0 |
| Total Volume and Open Interest |
27,003 |
155,507 |
-1,158 |
| Canola(WCE) |
| May04 |
040504 |
412.8 |
412.8 |
412.8 |
412.8 |
-2.9 |
346 |
229 |
-304 |
| Jul04 |
040504 |
419.0 |
421.1 |
416.5 |
417.5 |
-2.2 |
1,826 |
35,050 |
-154 |
| Sep04 |
040504 |
397.0 |
397.0 |
397.0 |
397.0 |
unch |
5 |
5 |
+0 |
| Nov04 |
040504 |
402.0 |
404.0 |
400.5 |
403.2 |
+0.2 |
1,371 |
34,613 |
+368 |
| Jan05 |
040504 |
406.5 |
407.8 |
406.0 |
407.8 |
+0.8 |
88 |
1,335 |
-2 |
| Total Volume and Open Interest |
3,636 |
71,774 |
-92 |
| Corn(CBOT) |
| May04 |
040504 |
316.50 |
319.75 |
315.50 |
317.75 |
-0.25 |
10,132 |
11,973 |
-4,269 |
| Jul04 |
040504 |
322.00 |
326.50 |
321.50 |
323.75 |
-0.25 |
24,103 |
261,912 |
+1,882 |
| Sep04 |
040504 |
318.50 |
323.00 |
318.25 |
321.00 |
unch |
2,440 |
37,155 |
+223 |
| Dec04 |
040504 |
317.00 |
322.25 |
317.00 |
320.00 |
+0.25 |
34,842 |
303,230 |
+3,242 |
| Mar05 |
040504 |
320.50 |
325.25 |
320.50 |
323.25 |
+0.50 |
1,107 |
21,421 |
+532 |
| May05 |
040504 |
322.50 |
326.00 |
322.50 |
324.25 |
+0.50 |
61 |
5,109 |
+110 |
| Total Volume and Open Interest |
73,475 |
658,008 |
+1,886 |
| Wheat(CBOT) |
| May04 |
040504 |
390.00 |
403.50 |
390.00 |
403.50 |
+16.25 |
1,616 |
1,538 |
-559 |
| Jul04 |
040504 |
399.00 |
413.00 |
399.00 |
411.25 |
+14.00 |
16,888 |
104,003 |
-81 |
| Sep04 |
040504 |
404.00 |
418.00 |
404.00 |
416.00 |
+13.50 |
1,034 |
10,081 |
+168 |
| Dec04 |
040504 |
414.50 |
427.00 |
414.50 |
424.75 |
+13.50 |
1,761 |
15,001 |
+174 |
| Mar05 |
040504 |
420.00 |
429.00 |
420.00 |
429.00 |
+12.25 |
63 |
1,917 |
+42 |
| Total Volume and Open Interest |
21,452 |
133,509 |
-191 |
| Wheat(KCBT) |
| May04 |
040504 |
403.00 |
415.00 |
402.00 |
415.00 |
+17.00 |
821 |
429 |
-982 |
| Jul04 |
040504 |
411.00 |
425.00 |
409.25 |
423.00 |
+16.50 |
5,748 |
41,625 |
+150 |
| Sep04 |
040504 |
417.50 |
431.00 |
415.00 |
427.50 |
+15.25 |
540 |
5,845 |
+60 |
| Dec04 |
040504 |
426.00 |
439.50 |
423.50 |
438.50 |
+16.50 |
769 |
7,654 |
+354 |
| Mar05 |
040504 |
432.00 |
443.00 |
432.00 |
443.00 |
+17.00 |
3 |
386 |
+3 |
| Total Volume and Open Interest |
7,889 |
56,106 |
-412 |
| Wheat(MGE) |
| May04 |
040504 |
433.00 |
438.00 |
432.00 |
437.50 |
+15.00 |
360 |
940 |
-132 |
| Jul04 |
040504 |
428.00 |
441.00 |
428.00 |
440.50 |
+14.25 |
2,220 |
16,900 |
-12 |
| Sep04 |
040504 |
431.50 |
443.00 |
431.00 |
442.00 |
+12.50 |
164 |
7,251 |
-39 |
| Dec04 |
040504 |
434.00 |
448.00 |
434.00 |
447.75 |
+14.25 |
513 |
9,200 |
+283 |
| Mar05 |
040504 |
445.00 |
448.00 |
445.00 |
448.00 |
+13.00 |
0 |
92 |
+0 |
| Total Volume and Open Interest |
3,257 |
34,433 |
+100 |
| Oats(CBOT) |
| May04 |
040504 |
170.00 |
173.00 |
169.75 |
171.00 |
unch |
311 |
226 |
-153 |
| Jul04 |
040504 |
176.75 |
180.25 |
176.75 |
177.00 |
+0.50 |
1,752 |
7,388 |
-117 |
| Sep04 |
040504 |
184.00 |
184.00 |
182.50 |
182.75 |
+0.25 |
23 |
1,093 |
+9 |
| Dec04 |
040504 |
188.50 |
190.00 |
188.00 |
189.00 |
unch |
101 |
4,027 |
+30 |
| Total Volume and Open Interest |
2,187 |
12,835 |
-231 |
| Rough Rice(CBOT) |
| May04 |
040504 |
10.90 |
10.90 |
10.70 |
10.72 |
-0.38 |
69 |
485 |
-70 |
| Jul04 |
040504 |
11.20 |
11.20 |
10.78 |
10.85 |
-0.27 |
1,262 |
4,689 |
-116 |
| Sep04 |
040504 |
9.06 |
9.06 |
9.00 |
9.02 |
-0.18 |
8 |
319 |
+1 |
| Nov04 |
040504 |
9.10 |
9.10 |
8.95 |
8.95 |
-0.15 |
20 |
952 |
+0 |
| Total Volume and Open Interest |
1,375 |
6,666 |
-176 |
| Live Cattle(CME) |
| Jun04 |
040504 |
82.450 |
84.700 |
82.250 |
84.575 |
+2.375 |
8,200 |
68,903 |
-1,161 |
| Aug04 |
040504 |
84.050 |
85.400 |
83.950 |
85.250 |
+0.975 |
5,315 |
28,543 |
+896 |
| Oct04 |
040504 |
84.100 |
84.675 |
84.025 |
84.450 |
+0.325 |
1,583 |
18,725 |
+189 |
| Dec04 |
040504 |
83.775 |
84.200 |
83.750 |
84.025 |
+0.350 |
588 |
7,799 |
+159 |
| Feb05 |
040504 |
84.850 |
85.175 |
84.600 |
85.175 |
+0.125 |
194 |
3,981 |
+81 |
| Apr05 |
040504 |
83.400 |
83.750 |
83.400 |
83.725 |
+0.150 |
150 |
819 |
+124 |
| Total Volume and Open Interest |
16,054 |
128,800 |
+303 |
| Feeder Cattle(CME) |
| May04 |
040504 |
99.800 |
100.350 |
99.600 |
100.125 |
+0.375 |
972 |
2,767 |
-151 |
| Aug04 |
040504 |
99.225 |
99.900 |
98.600 |
99.550 |
+0.325 |
1,667 |
10,311 |
+226 |
| Sep04 |
040504 |
98.100 |
98.450 |
97.500 |
98.000 |
-0.300 |
108 |
846 |
+16 |
| Oct04 |
040504 |
97.850 |
98.300 |
97.300 |
97.650 |
-0.225 |
232 |
1,499 |
+126 |
| Nov04 |
040504 |
98.000 |
98.300 |
97.300 |
97.700 |
-0.300 |
63 |
337 |
+25 |
| Jan05 |
040504 |
94.700 |
94.750 |
94.600 |
94.700 |
-0.100 |
6 |
50 |
+2 |
| Mar05 |
040504 |
91.650 |
91.650 |
91.650 |
91.650 |
+0.100 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
3,049 |
15,823 |
+245 |
| Lean Hogs(CME) |
| May04 |
040504 |
74.650 |
74.800 |
74.025 |
74.575 |
-0.650 |
690 |
2,711 |
-216 |
| Jun04 |
040504 |
74.650 |
74.700 |
73.650 |
73.850 |
-1.000 |
6,176 |
44,907 |
+201 |
| Jul04 |
040504 |
75.350 |
75.400 |
74.600 |
74.875 |
-0.675 |
3,032 |
13,985 |
+25 |
| Aug04 |
040504 |
72.800 |
72.800 |
72.000 |
72.325 |
-0.750 |
999 |
8,135 |
+323 |
| Oct04 |
040504 |
60.600 |
60.900 |
60.300 |
60.700 |
-0.225 |
672 |
5,163 |
+420 |
| Dec04 |
040504 |
57.200 |
57.250 |
56.750 |
56.775 |
-0.250 |
422 |
3,317 |
+220 |
| Feb05 |
040504 |
58.800 |
58.800 |
58.650 |
58.650 |
-0.050 |
45 |
637 |
+11 |
| Apr05 |
040504 |
59.300 |
59.300 |
59.150 |
59.150 |
unch |
18 |
317 |
+8 |
| Total Volume and Open Interest |
12,056 |
79,189 |
+992 |
| Pork Bellies(CME) |
| May04 |
040504 |
116.800 |
117.000 |
115.000 |
116.750 |
-0.250 |
435 |
1,045 |
-160 |
| Jul04 |
040504 |
111.700 |
112.750 |
110.700 |
112.100 |
-0.375 |
1,303 |
2,600 |
+176 |
| Aug04 |
040504 |
106.100 |
107.000 |
105.250 |
105.250 |
-0.425 |
19 |
407 |
+2 |
| Feb05 |
040504 |
90.300 |
90.300 |
90.300 |
90.300 |
+0.100 |
0 |
4 |
+0 |
| Mar05 |
040504 |
87.000 |
87.000 |
87.000 |
87.000 |
+0.650 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,757 |
4,058 |
+18 |
| Class III Milk(CME) |
| Apr04 |
040430 |
19.61 |
19.61 |
19.57 |
19.61 |
unch |
42 |
6,592 |
+0 |
| May04 |
040504 |
19.96 |
20.25 |
19.96 |
20.23 |
+0.27 |
752 |
7,673 |
+219 |
| Jun04 |
040504 |
17.21 |
17.65 |
17.13 |
17.50 |
+0.47 |
524 |
5,089 |
+141 |
| Jul04 |
040504 |
15.72 |
16.37 |
15.72 |
16.20 |
+0.58 |
219 |
3,998 |
-12 |
| Aug04 |
040504 |
15.75 |
16.38 |
15.75 |
16.20 |
+0.57 |
146 |
3,904 |
-11 |
| Total Volume and Open Interest |
1,842 |
32,407 |
+326 |
| Cocoa(NYBOT) |
| May04 |
040504 |
1357 |
1394 |
1357 |
1387 |
+10 |
18 |
265 |
-3 |
| Jul04 |
040504 |
1385 |
1410 |
1370 |
1395 |
+10 |
5,142 |
45,547 |
+605 |
| Sep04 |
040504 |
1390 |
1414 |
1378 |
1401 |
+10 |
327 |
14,027 |
-38 |
| Dec04 |
040504 |
1406 |
1422 |
1394 |
1416 |
+10 |
53 |
11,493 |
-25 |
| Mar05 |
040504 |
1429 |
1429 |
1429 |
1429 |
+10 |
20 |
8,980 |
+0 |
| May05 |
040504 |
1440 |
1440 |
1440 |
1440 |
+11 |
5 |
11,330 |
+0 |
| Jul05 |
040504 |
1450 |
1456 |
1450 |
1456 |
+11 |
1 |
9,395 |
+1 |
| Total Volume and Open Interest |
5,683 |
105,195 |
+656 |
| Coffee "C"(NYBOT) |
| May04 |
040504 |
68.25 |
70.10 |
68.25 |
70.10 |
+2.35 |
107 |
269 |
-5 |
| Jul04 |
040504 |
69.80 |
72.50 |
69.80 |
72.20 |
+2.45 |
4,558 |
65,389 |
+17 |
| Sep04 |
040504 |
72.30 |
74.50 |
72.30 |
74.40 |
+2.40 |
1,055 |
16,949 |
+72 |
| Dec04 |
040504 |
75.20 |
77.25 |
75.20 |
77.10 |
+2.35 |
255 |
7,970 |
+12 |
| Mar05 |
040504 |
79.10 |
79.90 |
79.10 |
79.65 |
+2.25 |
18 |
4,561 |
+4 |
| May05 |
040504 |
80.25 |
81.00 |
80.25 |
81.00 |
+2.20 |
12 |
587 |
+0 |
| Total Volume and Open Interest |
6,005 |
96,911 |
+100 |
| Orange Juice(NYBOT) |
| May04 |
040504 |
57.30 |
58.20 |
57.30 |
58.00 |
+0.35 |
205 |
2,942 |
-75 |
| Jul04 |
040504 |
60.40 |
61.30 |
60.30 |
61.00 |
+0.50 |
1,335 |
21,765 |
+55 |
| Sep04 |
040504 |
62.30 |
63.05 |
62.30 |
62.80 |
+0.25 |
32 |
2,994 |
+9 |
| Nov04 |
040504 |
64.60 |
65.00 |
64.50 |
64.80 |
+0.25 |
86 |
2,358 |
-16 |
| Jan05 |
040504 |
66.90 |
66.95 |
66.60 |
66.90 |
-0.05 |
4 |
965 |
+2 |
| Total Volume and Open Interest |
1,663 |
34,053 |
-26 |
| Sugar #11(NYBOT) |
| Jul04 |
040504 |
6.88 |
6.89 |
6.76 |
6.87 |
-0.02 |
14,943 |
156,413 |
-180 |
| Oct04 |
040504 |
7.14 |
7.17 |
7.06 |
7.15 |
-0.01 |
2,883 |
55,054 |
+933 |
| Mar05 |
040504 |
7.41 |
7.45 |
7.35 |
7.45 |
+0.01 |
1,413 |
33,931 |
+16 |
| May05 |
040504 |
7.23 |
7.26 |
7.21 |
7.26 |
+0.01 |
188 |
12,715 |
-26 |
| Jul05 |
040504 |
7.05 |
7.09 |
7.00 |
7.07 |
+0.02 |
94 |
8,336 |
-12 |
| Total Volume and Open Interest |
19,679 |
275,160 |
-121 |
| London Cocoa(LCE) |
| May04 |
040504 |
811 |
815 |
799 |
807 |
-26 |
4,338 |
0 |
-31,384 |
| Jul04 |
040504 |
822 |
826 |
811 |
818 |
-26 |
3,519 |
0 |
-35,075 |
| Sep04 |
040504 |
839 |
839 |
825 |
832 |
-24 |
3,826 |
0 |
-21,932 |
| Dec04 |
040504 |
854 |
857 |
845 |
851 |
-22 |
947 |
0 |
-41,407 |
| Mar05 |
040504 |
870 |
873 |
863 |
869 |
-20 |
728 |
0 |
-24,133 |
| May05 |
040504 |
880 |
886 |
875 |
881 |
-20 |
60 |
0 |
-8,818 |
| Jul05 |
040504 |
895 |
897 |
887 |
891 |
-20 |
253 |
0 |
-8,700 |
| Total Volume and Open Interest |
13,735 |
|
|
| London Coffee(LCE) |
| May04 |
040504 |
678.00 |
700.00 |
678.00 |
692.00 |
+14.00 |
9,279 |
0 |
-8,750 |
| Jul04 |
040504 |
716.00 |
735.00 |
715.00 |
728.00 |
+12.00 |
9,132 |
0 |
-87,072 |
| Sep04 |
040504 |
732.00 |
752.00 |
732.00 |
743.00 |
+11.00 |
1,472 |
0 |
-33,229 |
| Nov04 |
040504 |
750.00 |
762.00 |
748.00 |
760.00 |
+12.00 |
423 |
0 |
-18,681 |
| Jan05 |
040504 |
771.00 |
779.00 |
770.00 |
776.00 |
+13.00 |
135 |
0 |
-13,212 |
| Mar05 |
040504 |
790.00 |
790.00 |
790.00 |
790.00 |
+13.00 |
1 |
0 |
-6,842 |
| Total Volume and Open Interest |
20,619 |
|
|
| London Sugar(LCE) |
| May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
| Aug04 |
040504 |
224.70 |
227.00 |
223.60 |
225.60 |
-2.70 |
3,180 |
0 |
-29,816 |
| Oct04 |
040504 |
230.10 |
230.10 |
227.70 |
229.60 |
-2.40 |
781 |
0 |
-10,409 |
| Dec04 |
040504 |
234.60 |
234.60 |
232.30 |
234.00 |
-2.00 |
559 |
0 |
-4,697 |
| Mar05 |
040504 |
237.00 |
237.10 |
233.70 |
236.00 |
-2.00 |
215 |
0 |
-7,084 |
| Total Volume and Open Interest |
5,003 |
|
|
| Cotton(NYBOT) |
| May04 |
040504 |
60.80 |
60.80 |
60.60 |
60.60 |
-0.90 |
11 |
314 |
-733 |
| Jul04 |
040504 |
60.20 |
60.70 |
59.35 |
59.68 |
-0.56 |
5,575 |
51,422 |
+743 |
| Oct04 |
040504 |
62.20 |
62.20 |
61.40 |
61.40 |
-0.63 |
11 |
1,635 |
+2 |
| Dec04 |
040504 |
62.95 |
63.25 |
62.00 |
62.15 |
-0.71 |
1,695 |
24,324 |
-311 |
| Mar05 |
040504 |
65.25 |
65.25 |
64.25 |
64.25 |
-0.70 |
31 |
4,816 |
+0 |
| May05 |
040504 |
64.95 |
64.95 |
64.95 |
64.95 |
-0.65 |
0 |
836 |
+0 |
| Total Volume and Open Interest |
7,323 |
84,631 |
-299 |
| Lumber(CME) |
| May04 |
040504 |
429.1 |
431.5 |
426.0 |
431.0 |
+1.2 |
501 |
1,784 |
-78 |
| Jul04 |
040504 |
416.8 |
416.9 |
413.7 |
415.3 |
-1.0 |
613 |
3,342 |
+189 |
| Sep04 |
040504 |
388.7 |
389.4 |
387.0 |
389.4 |
+0.8 |
38 |
694 |
+12 |
| Nov04 |
040504 |
355.9 |
357.3 |
355.5 |
357.3 |
+1.4 |
4 |
225 |
+2 |
| Total Volume and Open Interest |
1,156 |
6,074 |
+125 |
| Crude Oil(NYM) |
| Jun04 |
040504 |
38.30 |
39.15 |
38.30 |
38.98 |
+0.77 |
67,882 |
220,392 |
+927 |
| Jul04 |
040504 |
38.20 |
38.90 |
38.10 |
38.75 |
+0.76 |
32,296 |
87,806 |
+3,670 |
| Aug04 |
040504 |
37.75 |
38.30 |
37.75 |
38.24 |
+0.66 |
7,282 |
46,736 |
+768 |
| Sep04 |
040504 |
37.20 |
37.70 |
37.20 |
37.63 |
+0.56 |
1,745 |
35,475 |
+158 |
| Oct04 |
040504 |
36.72 |
37.15 |
36.72 |
37.12 |
+0.50 |
1,700 |
27,956 |
-681 |
| Nov04 |
040504 |
36.50 |
36.65 |
36.50 |
36.65 |
+0.45 |
411 |
20,373 |
-160 |
| Dec04 |
040504 |
35.80 |
36.25 |
35.80 |
36.22 |
+0.42 |
5,292 |
64,327 |
+1,051 |
| Jan05 |
040504 |
35.55 |
35.77 |
35.55 |
35.71 |
+0.39 |
388 |
18,793 |
+146 |
| Feb05 |
040504 |
35.24 |
35.24 |
35.24 |
35.24 |
+0.36 |
14 |
9,573 |
+14 |
| Mar05 |
040504 |
34.70 |
34.90 |
34.70 |
34.81 |
+0.33 |
421 |
10,652 |
+118 |
| Apr05 |
040504 |
34.38 |
34.38 |
34.38 |
34.38 |
+0.30 |
3 |
6,187 |
+3 |
| May05 |
040504 |
33.96 |
33.96 |
33.96 |
33.96 |
+0.27 |
305 |
3,266 |
+13 |
| Jun05 |
040504 |
33.30 |
33.60 |
33.30 |
33.57 |
+0.24 |
381 |
22,789 |
+5 |
| Jul05 |
040504 |
33.28 |
33.28 |
33.28 |
33.28 |
+0.22 |
25 |
4,766 |
+5 |
| Aug05 |
040504 |
33.00 |
33.00 |
33.00 |
33.00 |
+0.20 |
0 |
2,835 |
+0 |
| Sep05 |
040504 |
32.75 |
32.75 |
32.75 |
32.75 |
+0.19 |
0 |
5,207 |
+0 |
| Total Volume and Open Interest |
123,351 |
714,230 |
+7,548 |
| Heating Oil(NYM) |
| Jun04 |
040504 |
97.50 |
99.25 |
97.40 |
98.81 |
+2.02 |
22,059 |
70,716 |
+1,841 |
| Jul04 |
040504 |
97.35 |
98.90 |
97.35 |
98.62 |
+1.90 |
8,159 |
25,648 |
+108 |
| Aug04 |
040504 |
97.50 |
98.60 |
97.50 |
98.57 |
+1.85 |
2,713 |
14,901 |
+307 |
| Sep04 |
040504 |
97.80 |
98.90 |
97.70 |
98.87 |
+1.80 |
391 |
8,659 |
-37 |
| Oct04 |
040504 |
98.20 |
99.32 |
98.20 |
99.32 |
+1.75 |
550 |
6,448 |
+252 |
| Nov04 |
040504 |
99.40 |
99.82 |
99.30 |
99.82 |
+1.70 |
127 |
5,740 |
-56 |
| Dec04 |
040504 |
99.40 |
100.32 |
99.40 |
100.32 |
+1.65 |
1,651 |
25,454 |
-291 |
| Jan05 |
040504 |
99.70 |
100.47 |
99.70 |
100.47 |
+1.60 |
254 |
7,857 |
-59 |
| Feb05 |
040504 |
99.00 |
99.70 |
99.00 |
99.67 |
+1.50 |
38 |
3,059 |
+3 |
| Mar05 |
040504 |
95.90 |
96.40 |
95.90 |
96.32 |
+1.40 |
864 |
7,419 |
-78 |
| Apr05 |
040504 |
92.75 |
92.75 |
92.57 |
92.57 |
+1.20 |
70 |
779 |
+2 |
| May05 |
040504 |
89.60 |
89.60 |
89.37 |
89.37 |
+1.00 |
16 |
228 |
+16 |
| Total Volume and Open Interest |
36,944 |
178,039 |
-467 |
| Unleaded Gas(NYM) |
| Jun04 |
040504 |
126.50 |
130.95 |
126.30 |
130.58 |
+4.38 |
24,803 |
77,993 |
+703 |
| Jul04 |
040504 |
123.90 |
126.90 |
123.75 |
126.49 |
+2.96 |
9,532 |
24,219 |
+404 |
| Aug04 |
040504 |
119.90 |
121.72 |
119.90 |
121.72 |
+2.16 |
2,669 |
11,999 |
+636 |
| Sep04 |
040504 |
114.50 |
116.30 |
114.50 |
115.99 |
+2.03 |
1,241 |
15,783 |
-135 |
| Oct04 |
040504 |
107.50 |
109.09 |
107.50 |
109.09 |
+1.93 |
745 |
6,971 |
+263 |
| Nov04 |
040504 |
104.70 |
104.99 |
104.70 |
104.99 |
+1.73 |
57 |
2,449 |
-3 |
| Dec04 |
040504 |
101.10 |
102.09 |
101.10 |
102.09 |
+1.58 |
592 |
5,170 |
+517 |
| Jan05 |
040504 |
100.00 |
100.54 |
100.00 |
100.54 |
+1.53 |
0 |
2,263 |
+0 |
| Feb05 |
040504 |
99.99 |
99.99 |
99.99 |
99.99 |
+1.48 |
0 |
1,732 |
+0 |
| Mar05 |
040504 |
100.39 |
100.39 |
100.39 |
100.39 |
+1.53 |
0 |
1,045 |
+0 |
| Apr05 |
040504 |
106.39 |
106.39 |
106.39 |
106.39 |
+1.43 |
450 |
942 |
+0 |
| May05 |
040504 |
106.19 |
106.19 |
106.19 |
106.19 |
+1.38 |
450 |
450 |
|
| Total Volume and Open Interest |
40,539 |
151,016 |
|
| Natural Gas(NYM) |
| Jun04 |
040504 |
6.270 |
6.360 |
6.235 |
6.269 |
+0.038 |
52,914 |
67,924 |
+8,228 |
| Jul04 |
040504 |
6.370 |
6.430 |
6.320 |
6.354 |
+0.037 |
16,183 |
38,997 |
+3,260 |
| Aug04 |
040504 |
6.420 |
6.450 |
6.360 |
6.394 |
+0.037 |
5,706 |
25,525 |
+537 |
| Sep04 |
040504 |
6.390 |
6.450 |
6.340 |
6.366 |
+0.034 |
4,076 |
22,867 |
-455 |
| Oct04 |
040504 |
6.390 |
6.420 |
6.350 |
6.376 |
+0.031 |
2,400 |
22,051 |
+261 |
| Nov04 |
040504 |
6.530 |
6.570 |
6.520 |
6.529 |
+0.029 |
3,001 |
15,468 |
+1,424 |
| Dec04 |
040504 |
6.680 |
6.720 |
6.650 |
6.686 |
+0.031 |
2,285 |
18,660 |
+658 |
| Jan05 |
040504 |
6.790 |
6.830 |
6.790 |
6.803 |
+0.031 |
1,449 |
16,616 |
+24 |
| Feb05 |
040504 |
6.720 |
6.760 |
6.720 |
6.743 |
+0.030 |
506 |
12,207 |
+83 |
| Mar05 |
040504 |
6.525 |
6.550 |
6.500 |
6.518 |
+0.030 |
3,632 |
13,570 |
+1,021 |
| Apr05 |
040504 |
5.600 |
5.640 |
5.600 |
5.613 |
+0.015 |
1,023 |
10,995 |
+12 |
| May05 |
040504 |
5.430 |
5.440 |
5.410 |
5.423 |
+0.015 |
338 |
7,729 |
+15 |
| Jun05 |
040504 |
5.435 |
5.450 |
5.420 |
5.433 |
+0.020 |
138 |
6,174 |
-8 |
| Jul05 |
040504 |
5.440 |
5.460 |
5.440 |
5.448 |
+0.020 |
261 |
11,926 |
-788 |
| Aug05 |
040504 |
5.450 |
5.480 |
5.440 |
5.455 |
+0.022 |
323 |
6,025 |
+92 |
| Sep05 |
040504 |
5.420 |
5.420 |
5.415 |
5.415 |
+0.025 |
187 |
6,960 |
+772 |
| Total Volume and Open Interest |
95,724 |
356,399 |
+15,384 |
| Brent Crude Oil(IPE) |
| Jun04 |
040504 |
35.15 |
36.00 |
34.95 |
35.93 |
+1.45 |
2,404 |
0 |
-87,009 |
| Jul04 |
040504 |
34.79 |
35.62 |
34.64 |
35.58 |
+1.35 |
22,963 |
0 |
-87,385 |
| Aug04 |
040504 |
34.42 |
35.25 |
34.30 |
35.19 |
+1.27 |
4,398 |
0 |
-25,266 |
| Sep04 |
040504 |
33.90 |
34.75 |
33.90 |
34.75 |
+1.21 |
2,081 |
0 |
-17,025 |
| Oct04 |
040504 |
33.45 |
34.30 |
33.45 |
34.30 |
+1.15 |
1,125 |
0 |
-9,496 |
| Nov04 |
040504 |
33.34 |
33.84 |
33.34 |
33.84 |
+1.10 |
483 |
0 |
-8,386 |
| Dec04 |
040504 |
32.77 |
33.45 |
32.65 |
33.38 |
+1.04 |
3,446 |
0 |
-37,021 |
| Jan05 |
040504 |
32.30 |
32.90 |
32.30 |
32.90 |
+0.97 |
|
|
|
| Feb05 |
040504 |
32.46 |
32.46 |
32.46 |
32.46 |
+0.91 |
|
|
|
| Mar05 |
040504 |
32.09 |
32.09 |
32.09 |
32.09 |
+0.90 |
|
|
|
| Apr05 |
040504 |
31.61 |
31.72 |
31.61 |
31.72 |
+0.85 |
300 |
0 |
-4,995 |
| May05 |
040504 |
31.37 |
31.37 |
31.37 |
31.37 |
+0.81 |
|
|
|
| Jun05 |
040504 |
30.56 |
31.04 |
30.52 |
31.04 |
+0.78 |
100 |
0 |
-18,979 |
| Total Volume and Open Interest |
38,370 |
|
|
| Gas Oil(IPE) |
| May04 |
040504 |
311.00 |
321.75 |
311.00 |
321.00 |
+12.00 |
17,002 |
0 |
-43,981 |
| Jun04 |
040504 |
302.00 |
311.75 |
301.25 |
310.75 |
+12.25 |
18,182 |
0 |
-43,807 |
| Jul04 |
040504 |
297.00 |
305.25 |
296.00 |
304.50 |
+11.25 |
3,615 |
0 |
-17,599 |
| Aug04 |
040504 |
294.00 |
301.75 |
293.75 |
301.25 |
+10.50 |
687 |
0 |
-7,700 |
| Sep04 |
040504 |
293.00 |
300.00 |
293.00 |
300.00 |
+10.00 |
1,178 |
0 |
-9,923 |
| Oct04 |
040504 |
292.00 |
298.75 |
291.75 |
298.75 |
+9.25 |
1,316 |
0 |
-7,809 |
| Nov04 |
040504 |
290.50 |
296.50 |
290.50 |
296.50 |
+8.50 |
|
|
|
| Dec04 |
040504 |
288.00 |
295.50 |
287.25 |
293.25 |
+8.00 |
965 |
0 |
-20,285 |
| Jan05 |
040504 |
289.00 |
289.00 |
289.00 |
289.00 |
+7.75 |
100 |
0 |
-3,330 |
| Feb05 |
040504 |
279.00 |
284.00 |
279.00 |
284.00 |
+6.75 |
200 |
0 |
-403 |
| Total Volume and Open Interest |
43,945 |
|
|
| US Dollar Index(NYBOT) |
| Jun04 |
040504 |
91.02 |
91.04 |
89.85 |
90.05 |
-0.97 |
1,643 |
9,553 |
-211 |
| Sep04 |
040504 |
90.52 |
90.63 |
90.35 |
90.46 |
-0.97 |
31 |
2,110 |
+2 |
| Dec04 |
040504 |
90.85 |
90.86 |
90.80 |
90.86 |
-0.97 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
1,674 |
11,693 |
-209 |
| Australian Dollar(CME) |
| Jun04 |
040504 |
72.25 |
72.68 |
72.25 |
72.68 |
+0.86 |
2,243 |
34,469 |
+367 |
| Sep04 |
040504 |
71.57 |
71.92 |
71.57 |
71.92 |
+0.86 |
2 |
924 |
+0 |
| Dec04 |
040504 |
70.75 |
71.16 |
70.75 |
71.16 |
+0.86 |
2 |
137 |
+1 |
| Total Volume and Open Interest |
2,247 |
35,619 |
+368 |
| British Pound(CME) |
| Jun04 |
040504 |
178.30 |
178.85 |
178.00 |
178.58 |
+2.13 |
2,137 |
44,740 |
-536 |
| Sep04 |
040504 |
177.50 |
177.50 |
176.80 |
177.15 |
+2.19 |
0 |
85 |
+0 |
| Dec04 |
040504 |
175.00 |
175.72 |
175.00 |
175.72 |
+2.25 |
0 |
359 |
+0 |
| Total Volume and Open Interest |
2,137 |
45,186 |
-536 |
| Canadian Dollar(CME) |
| Jun04 |
040504 |
73.04 |
73.28 |
72.80 |
72.83 |
+0.06 |
5,148 |
72,557 |
+1,799 |
| Sep04 |
040504 |
72.96 |
73.09 |
72.65 |
72.72 |
+0.06 |
45 |
3,913 |
+10 |
| Dec04 |
040504 |
73.00 |
73.10 |
72.65 |
72.65 |
+0.06 |
110 |
3,158 |
+21 |
| Mar05 |
040504 |
72.59 |
72.59 |
72.59 |
72.59 |
+0.06 |
0 |
352 |
+0 |
| Total Volume and Open Interest |
5,303 |
80,135 |
+1,830 |
| Japanese Yen(CME) |
| Jun04 |
040504 |
91.23 |
91.40 |
90.94 |
91.26 |
+0.53 |
2,357 |
102,383 |
-47 |
| Sep04 |
040504 |
91.55 |
91.62 |
91.37 |
91.56 |
+0.53 |
10 |
781 |
+4 |
| Dec04 |
040504 |
91.90 |
91.96 |
91.90 |
91.96 |
+0.53 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
2,367 |
103,233 |
-43 |
| Swiss Franc(CME) |
| Jun04 |
040504 |
77.84 |
78.25 |
77.73 |
78.05 |
+1.13 |
2,984 |
38,810 |
+1,543 |
| Sep04 |
040504 |
78.29 |
78.29 |
78.22 |
78.22 |
+1.14 |
5 |
54 |
-5 |
| Dec04 |
040504 |
78.39 |
78.49 |
78.39 |
78.41 |
+1.15 |
1 |
110 |
+1 |
| Total Volume and Open Interest |
2,990 |
39,031 |
+1,539 |
| EuroFX(CME) |
| Jun04 |
040504 |
120.55 |
121.05 |
120.42 |
120.77 |
+1.51 |
5,856 |
118,236 |
-189 |
| Sep04 |
040504 |
120.35 |
120.68 |
120.25 |
120.54 |
+1.51 |
57 |
940 |
+17 |
| Dec04 |
040504 |
120.14 |
120.41 |
120.14 |
120.41 |
+1.51 |
2 |
402 |
+0 |
| Total Volume and Open Interest |
5,915 |
119,731 |
-172 |
| Mexican Peso(CME) |
| Jun04 |
040504 |
8685.0 |
8720.0 |
8680.0 |
8707.0 |
+40.0 |
7,470 |
49,811 |
+3,741 |
| Sep04 |
040504 |
8590.0 |
8590.0 |
8585.0 |
8590.0 |
+33.0 |
0 |
1,043 |
+0 |
| Total Volume and Open Interest |
7,470 |
52,789 |
+3,741 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040504 |
107~07 |
107~28 |
106~11 |
106~21 |
-0~17 |
170,096 |
472,617 |
-2,041 |
| Sep04 |
040504 |
105~27 |
106~15 |
105~02 |
105~10 |
-0~17 |
1,610 |
38,441 |
-8 |
| Dec04 |
040504 |
104~25 |
104~28 |
104~02 |
104~02 |
-0~17 |
24 |
1,307 |
+2 |
| Total Volume and Open Interest |
171,730 |
512,547 |
-2,047 |
| Municipal Bonds(CBOT) |
| Jun04 |
040504 |
101~02 |
101~20 |
100~11 |
100~25 |
-0~06 |
153 |
2,250 |
+12 |
| Total Volume and Open Interest |
153 |
2,250 |
+12 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040504 |
110~160 |
111~030 |
109~310 |
110~095 |
-0~065 |
479,212 |
1,272,457 |
+332 |
| Sep04 |
040504 |
109~030 |
109~220 |
108~240 |
108~285 |
-0~065 |
15,697 |
166,424 |
+3,707 |
| Total Volume and Open Interest |
494,909 |
1,441,245 |
+4,039 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040504 |
109~315 |
110~105 |
109~200 |
109~265 |
-0~025 |
220,669 |
0 |
+0 |
| Sep04 |
040504 |
108~225 |
108~225 |
108~180 |
108~180 |
-0~025 |
10,281 |
98,815 |
+98,815 |
| Dec04 |
040504 |
107~105 |
107~105 |
107~105 |
107~105 |
-0~025 |
|
|
|
| Total Volume and Open Interest |
230,950 |
98,815 |
+98,815 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040504 |
106~037 |
106~052 |
106~021 |
106~036 |
+0~004 |
1,781 |
180,707 |
-262 |
| Sep04 |
040504 |
105~068 |
105~068 |
105~068 |
105~068 |
+0~006 |
0 |
1,036 |
+0 |
| Total Volume and Open Interest |
1,781 |
181,743 |
-262 |
| Eurodollars(CME) |
| Jun04 |
040504 |
98.670 |
98.700 |
98.655 |
98.670 |
unch |
49,410 |
823,073 |
-4,672 |
| Sep04 |
040504 |
98.265 |
98.300 |
98.190 |
98.265 |
+0.005 |
63,224 |
873,785 |
-3,866 |
| Dec04 |
040504 |
97.810 |
97.870 |
97.710 |
97.810 |
+0.015 |
63,887 |
758,291 |
-5,974 |
| Mar05 |
040504 |
97.340 |
97.420 |
97.250 |
97.330 |
+0.010 |
67,123 |
603,509 |
-3,271 |
| Jun05 |
040504 |
96.885 |
96.980 |
96.855 |
96.880 |
+0.015 |
46,889 |
572,181 |
-3,811 |
| Sep05 |
040504 |
96.495 |
96.580 |
96.470 |
96.485 |
+0.015 |
26,434 |
403,583 |
-356 |
| Dec05 |
040504 |
96.165 |
96.245 |
96.125 |
96.145 |
unch |
26,857 |
311,793 |
-2,353 |
| Mar06 |
040504 |
95.890 |
95.980 |
95.835 |
95.870 |
-0.005 |
25,528 |
255,182 |
-72 |
| Jun06 |
040504 |
95.660 |
95.690 |
95.600 |
95.620 |
-0.015 |
14,070 |
176,692 |
-418 |
| Sep06 |
040504 |
95.450 |
95.470 |
95.400 |
95.400 |
-0.030 |
13,609 |
170,094 |
+1,471 |
| Dec06 |
040504 |
95.240 |
95.265 |
95.185 |
95.195 |
-0.030 |
11,591 |
130,076 |
+545 |
| Mar07 |
040504 |
95.080 |
95.100 |
95.025 |
95.025 |
-0.035 |
10,713 |
110,091 |
+2,129 |
| Total Volume and Open Interest |
464,573 |
5,790,940 |
-18,825 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040504 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
13,384 |
-15 |
| Sep04 |
040504 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
6,922 |
+25 |
| Dec04 |
040504 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
0 |
9,119 |
-15 |
| Mar05 |
040504 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
5,022 |
+0 |
| Jun05 |
040504 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
4,388 |
+0 |
| Sep05 |
040504 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
2,055 |
+0 |
| Dec05 |
040504 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
889 |
-67 |
| Mar06 |
040504 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
294 |
+0 |
| Jun06 |
040504 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
77 |
+0 |
| Sep06 |
040504 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
114 |
+0 |
| Total Volume and Open Interest |
0 |
43,529 |
-72 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040504 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
72,376 |
-15 |
| Sep04 |
040504 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
276 |
38,967 |
+258 |
| Dec04 |
040504 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
658 |
62,453 |
+40 |
| Mar05 |
040504 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
35 |
43,307 |
+15 |
| Jun05 |
040504 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
68 |
44,646 |
-86 |
| Sep05 |
040504 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
41,984 |
+0 |
| Dec05 |
040504 |
99.49 |
99.50 |
99.49 |
99.50 |
unch |
0 |
16,554 |
-40 |
| Mar06 |
040504 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
9,849 |
+0 |
| Total Volume and Open Interest |
1,037 |
344,059 |
+172 |
| German Euro-Bund(EUREX) |
| Jun04 |
040504 |
114.20 |
114.29 |
114.11 |
114.22 |
-0.05 |
304,167 |
1,028,577 |
+2,705 |
| Sep04 |
040504 |
113.80 |
113.84 |
113.73 |
113.81 |
-0.07 |
1,163 |
61,779 |
+258 |
| Dec04 |
040504 |
112.82 |
112.82 |
112.82 |
112.82 |
-0.05 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
305,330 |
1,090,357 |
+2,963 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040504 |
111.56 |
111.57 |
111.42 |
111.50 |
-0.10 |
178,878 |
698,331 |
+3,104 |
| Sep04 |
040504 |
110.93 |
110.93 |
110.84 |
110.90 |
-0.09 |
0 |
91,099 |
+0 |
| Dec04 |
040504 |
110.10 |
110.10 |
110.10 |
110.10 |
-0.10 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
178,878 |
789,431 |
+3,104 |
| Long Gilt(LIFFE) |
| Jun04 |
040504 |
107~04 |
107~10 |
107~00 |
107~06 |
+0~08 |
32,009 |
0 |
-195,854 |
| Sep04 |
040504 |
106~27 |
106~27 |
106~27 |
106~27 |
+0~08 |
|
|
|
| Total Volume and Open Interest |
32,009 |
|
|
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040504 |
95.46 |
95.48 |
95.45 |
95.47 |
+0.01 |
22,472 |
0 |
-212,713 |
| Sep04 |
040504 |
95.21 |
95.24 |
95.20 |
95.23 |
+0.02 |
19,427 |
0 |
-184,595 |
| Dec04 |
040504 |
95.03 |
95.08 |
95.02 |
95.06 |
+0.03 |
28,644 |
0 |
-210,541 |
| Total Volume and Open Interest |
101,146 |
|
|
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040504 |
97.935 |
97.940 |
97.925 |
97.935 |
unch |
18,537 |
690,336 |
-5,866 |
| Sep04 |
040504 |
97.855 |
97.865 |
97.850 |
97.855 |
unch |
33,367 |
471,154 |
-3,059 |
| Dec04 |
040504 |
97.700 |
97.710 |
97.685 |
97.690 |
-0.005 |
37,696 |
535,517 |
-169 |
| Total Volume and Open Interest |
141,883 |
2,887,688 |
-22,944 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040504 |
94.35 |
94.36 |
94.34 |
94.36 |
unch |
18,393 |
167,654 |
+11,082 |
| Sep04 |
040504 |
94.26 |
94.27 |
94.25 |
94.26 |
unch |
12,631 |
123,750 |
+2,816 |
| Dec04 |
040504 |
94.21 |
94.21 |
94.19 |
94.21 |
unch |
4,059 |
71,497 |
+671 |
| Mar05 |
040504 |
94.15 |
94.15 |
94.14 |
94.15 |
unch |
2,638 |
33,906 |
-203 |
| Jun05 |
040504 |
94.08 |
94.10 |
94.08 |
94.09 |
unch |
440 |
18,604 |
-91 |
| Sep05 |
040504 |
94.02 |
94.04 |
94.02 |
94.03 |
-0.01 |
293 |
13,982 |
+160 |
| Dec05 |
040504 |
93.95 |
93.97 |
93.95 |
93.97 |
unch |
1,980 |
12,960 |
+1,963 |
| Mar06 |
040504 |
93.90 |
93.90 |
93.89 |
93.89 |
-0.01 |
304 |
6,203 |
+170 |
| Jun06 |
040504 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.01 |
145 |
2,006 |
+10 |
| Sep06 |
040504 |
93.76 |
93.77 |
93.75 |
93.75 |
-0.01 |
5 |
1,585 |
+5 |
| Total Volume and Open Interest |
40,893 |
454,308 |
+16,588 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040504 |
94.07 |
94.08 |
94.06 |
94.07 |
+0.01 |
11,003 |
271,453 |
+728 |
| Sep04 |
040504 |
94.07 |
94.07 |
94.07 |
94.07 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
49,924 |
413,230 |
-60,547 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040504 |
94.29 |
94.30 |
94.27 |
94.29 |
+0.01 |
28,312 |
413,230 |
-60,547 |
| Sep04 |
040504 |
94.29 |
94.29 |
94.29 |
94.29 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
28,312 |
413,230 |
-60,547 |
| Gold(CMX) |
| Jun04 |
040504 |
391.5 |
394.0 |
390.9 |
391.8 |
+4.3 |
25,697 |
160,646 |
+952 |
| Aug04 |
040504 |
393.0 |
395.0 |
392.0 |
392.8 |
+4.3 |
614 |
12,277 |
+91 |
| Oct04 |
040504 |
394.5 |
395.0 |
393.6 |
393.8 |
+4.3 |
197 |
6,960 |
+43 |
| Dec04 |
040504 |
394.8 |
397.0 |
394.5 |
394.9 |
+4.4 |
916 |
29,747 |
+187 |
| Feb05 |
040504 |
396.0 |
397.8 |
396.0 |
396.3 |
+4.4 |
8 |
3,409 |
-6 |
| Apr05 |
040504 |
397.7 |
397.7 |
397.7 |
397.7 |
+4.4 |
444 |
1,814 |
+367 |
| Total Volume and Open Interest |
27,936 |
247,500 |
+1,628 |
| Silver(CMX) |
| May04 |
040504 |
610.5 |
616.0 |
602.5 |
603.7 |
+2.1 |
290 |
1,096 |
-1,026 |
| Jul04 |
040504 |
611.0 |
617.5 |
601.0 |
604.8 |
+2.0 |
11,611 |
65,675 |
-403 |
| Sep04 |
040504 |
613.0 |
618.5 |
606.1 |
606.1 |
+2.0 |
96 |
4,727 |
+17 |
| Dec04 |
040504 |
614.0 |
620.0 |
605.0 |
607.5 |
+2.0 |
425 |
15,305 |
-12 |
| Mar05 |
040504 |
612.0 |
612.0 |
608.8 |
608.8 |
+2.0 |
0 |
3,265 |
+0 |
| Total Volume and Open Interest |
12,479 |
96,440 |
-1,425 |
| Platinum(NYM) |
| Jul04 |
040504 |
815.0 |
820.8 |
812.0 |
814.2 |
+7.5 |
588 |
5,863 |
+33 |
| Oct04 |
040504 |
807.0 |
807.0 |
804.2 |
804.2 |
+7.5 |
0 |
236 |
+0 |
| Jan05 |
040504 |
799.2 |
799.2 |
799.2 |
799.2 |
+7.5 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
588 |
6,107 |
+33 |
| Palladium(NYME) |
| Jun04 |
040504 |
267.00 |
269.00 |
252.00 |
255.80 |
-5.70 |
621 |
8,190 |
-235 |
| Sep04 |
040504 |
269.00 |
270.00 |
257.70 |
257.70 |
-5.65 |
96 |
368 |
+55 |
| Dec04 |
040504 |
272.00 |
272.00 |
259.70 |
259.70 |
-5.15 |
22 |
222 |
+17 |
| Total Volume and Open Interest |
739 |
8,780 |
-163 |
| Copper(CMX) |
| May04 |
040504 |
123.60 |
123.65 |
123.00 |
123.15 |
+0.35 |
2,812 |
4,864 |
+446 |
| Jul04 |
040504 |
123.20 |
123.60 |
122.50 |
122.85 |
+0.30 |
6,368 |
37,671 |
+499 |
| Sep04 |
040504 |
120.60 |
120.70 |
119.90 |
120.20 |
+0.15 |
75 |
5,388 |
+42 |
| Dec04 |
040504 |
116.50 |
116.80 |
115.90 |
116.20 |
-0.10 |
27 |
10,018 |
-2 |
| Mar05 |
040504 |
112.80 |
112.80 |
111.95 |
111.95 |
-0.25 |
0 |
996 |
+0 |
| Total Volume and Open Interest |
9,337 |
65,192 |
+1,007 |
| DJIA Index(CBOT) |
| Jun04 |
040504 |
10315 |
10374 |
10245 |
10278 |
-14 |
7,787 |
43,683 |
-155 |
| Sep04 |
040504 |
10280 |
10295 |
10255 |
10260 |
-14 |
28 |
867 |
+427 |
| Dec04 |
040504 |
10280 |
10280 |
10250 |
10250 |
-14 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
7,815 |
44,564 |
+272 |
| S & P 500(CME) |
| Jun04 |
040504 |
1117.00 |
1127.50 |
1111.50 |
1115.50 |
-0.50 |
34,427 |
562,923 |
-1,148 |
| Sep04 |
040504 |
1115.80 |
1115.80 |
1112.00 |
1114.50 |
-0.50 |
74 |
21,881 |
+1 |
| Dec04 |
040504 |
1115.80 |
1115.80 |
1114.20 |
1114.20 |
-0.50 |
0 |
2,738 |
+0 |
| Mar05 |
040504 |
1115.30 |
1115.30 |
1115.30 |
1115.30 |
-0.50 |
8 |
200 |
+0 |
| Total Volume and Open Interest |
34,509 |
587,915 |
-1,147 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040504 |
1116.00 |
1127.50 |
1111.50 |
1115.50 |
-0.50 |
609,878 |
545,451 |
-7,278 |
| Sep04 |
040504 |
1115.25 |
1123.75 |
1111.25 |
1114.50 |
-0.50 |
164 |
1,351 |
-63 |
| Total Volume and Open Interest |
610,042 |
546,802 |
-7,341 |
| NASDAQ 100(CME) |
| Jun04 |
040504 |
1417.50 |
1439.00 |
1410.00 |
1419.00 |
+4.50 |
14,646 |
80,694 |
-1,240 |
| Sep04 |
040504 |
1425.00 |
1438.00 |
1421.50 |
1421.50 |
+4.50 |
2 |
26 |
+1 |
| Dec04 |
040504 |
1424.00 |
1424.00 |
1424.00 |
1424.00 |
+4.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
14,648 |
80,724 |
-1,239 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040504 |
1413.5 |
1439.5 |
1410.5 |
1419.0 |
+4.5 |
305,892 |
294,978 |
+501 |
| Sep04 |
040504 |
1415.5 |
1438.5 |
1414.5 |
1421.5 |
+4.5 |
29 |
627 |
+0 |
| Total Volume and Open Interest |
305,921 |
295,605 |
+501 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Jun04 |
040504 |
589.20 |
594.25 |
586.50 |
588.50 |
-0.10 |
601 |
15,349 |
-100 |
| Sep04 |
040504 |
588.50 |
588.50 |
588.50 |
588.50 |
-0.10 |
|
|
|
| Dec04 |
040504 |
588.50 |
588.50 |
588.50 |
588.50 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
601 |
15,349 |
-100 |
| Russell 2000(CME) |
| Jun04 |
040504 |
564.00 |
575.00 |
562.50 |
566.85 |
+3.75 |
1,859 |
28,207 |
+47 |
| Sep04 |
040504 |
566.85 |
566.85 |
566.85 |
566.85 |
+3.75 |
0 |
1 |
+0 |
| Dec04 |
040504 |
566.85 |
566.85 |
566.85 |
566.85 |
+3.75 |
|
|
|
| Total Volume and Open Interest |
1,859 |
28,208 |
+47 |
| Value Line(KCBT) |
| Jun04 |
040504 |
1573.00 |
1573.00 |
1573.00 |
1573.00 |
+10.00 |
1 |
46 |
+0 |
| Total Volume and Open Interest |
1 |
46 |
+0 |
| Nikkei 225(CME) |
| Jun04 |
040504 |
11680 |
11730 |
11620 |
11635 |
+85 |
4,490 |
41,854 |
+730 |
| Sep04 |
040504 |
11635 |
11635 |
11635 |
11635 |
+85 |
20 |
78 |
+20 |
| Total Volume and Open Interest |
4,510 |
41,935 |
+750 |
| Nikkei 225(SIMEX) |
| Jun04 |
040430 |
11660 |
11740 |
11600 |
11685 |
-295 |
16,329 |
0 |
-181,868 |
| Sep04 |
040430 |
11680 |
11680 |
11680 |
11680 |
-295 |
|
|
|
| Dec04 |
040430 |
11655 |
11655 |
11655 |
11655 |
-295 |
|
|
|
| Total Volume and Open Interest |
16,329 |
|
|
| CAC 40(MATIF) |
| May04 |
040504 |
3640.0 |
3669.0 |
3629.0 |
3655.5 |
-6.5 |
87,329 |
272,668 |
+52,778 |
| Jun04 |
040504 |
3633.5 |
3655.0 |
3620.0 |
3643.5 |
-5.5 |
4,147 |
172,959 |
+1,830 |
| Jul04 |
040504 |
3648.0 |
3648.0 |
3648.0 |
3648.0 |
-7.0 |
|
|
|
| Total Volume and Open Interest |
91,478 |
463,601 |
|
| DAX Index(EUREX) |
| Jun04 |
040504 |
4013.5 |
4028.5 |
3978.0 |
3987.0 |
-20.5 |
93,485 |
201,579 |
-323 |
| Sep04 |
040504 |
4043.0 |
4043.0 |
4005.0 |
4007.5 |
-20.5 |
318 |
8,629 |
+10 |
| Dec04 |
040504 |
4059.0 |
4063.0 |
4029.5 |
4029.5 |
-20.5 |
192 |
1,663 |
-51 |
| Total Volume and Open Interest |
93,995 |
211,871 |
-364 |
| FT-SE 100(LIFFE) |
| Jun04 |
040504 |
4520.00 |
4558.50 |
4502.50 |
4549.50 |
+55.00 |
73,273 |
0 |
-401,841 |
| Sep04 |
040504 |
4523.50 |
4565.50 |
4517.00 |
4559.50 |
+54.00 |
16 |
0 |
-19,105 |
| Dec04 |
040504 |
4590.00 |
4590.00 |
4590.00 |
4590.00 |
+55.00 |
400 |
0 |
-16,573 |
| Total Volume and Open Interest |
73,689 |
|
|
| SPI 200(SFE) |
| Jun04 |
040504 |
3380.0 |
3394.0 |
3380.0 |
3389.0 |
+19.0 |
12,394 |
155,564 |
+1,915 |
| Sep04 |
040504 |
3395.0 |
3397.0 |
3395.0 |
3397.0 |
+19.0 |
458 |
3,639 |
+124 |
| Dec04 |
040504 |
3412.0 |
3412.0 |
3412.0 |
3412.0 |
+19.0 |
130 |
2,581 |
+91 |
| Total Volume and Open Interest |
12,986 |
163,224 |
+2,132 |
| GSCI(CME) |
| May04 |
040504 |
296.25 |
301.50 |
296.25 |
301.00 |
+5.75 |
52 |
16,073 |
-21 |
| Jun04 |
040504 |
299.05 |
299.10 |
298.95 |
298.95 |
+4.45 |
160 |
565 |
+135 |
| Jul04 |
040504 |
295.00 |
295.25 |
295.00 |
295.25 |
+5.25 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
212 |
16,688 |
+114 |
| Reuters CRB Index(NYBOT) |
| Jun04 |
040504 |
274.75 |
277.00 |
274.75 |
276.75 |
+2.75 |
61 |
372 |
-8 |
| Aug04 |
040504 |
274.50 |
274.50 |
274.25 |
274.25 |
+2.75 |
14 |
72 |
+0 |
| Nov04 |
040504 |
275.50 |
275.50 |
275.50 |
275.50 |
+2.75 |
3 |
4 |
+2 |
| Total Volume and Open Interest |
78 |
449 |
-6 |
|
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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