|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 06, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May04 |
040506 |
1033.00 |
1033.00 |
1016.00 |
1018.00 |
-16.50 |
4,382 |
10,023 |
-1,874 |
Jul04 |
040506 |
1016.00 |
1018.00 |
999.00 |
1000.50 |
-19.50 |
38,060 |
134,208 |
-976 |
Aug04 |
040506 |
955.00 |
957.50 |
940.50 |
941.00 |
-18.00 |
2,474 |
19,927 |
-72 |
Sep04 |
040506 |
845.00 |
845.00 |
825.00 |
825.00 |
-20.50 |
2,150 |
11,787 |
-207 |
Nov04 |
040506 |
777.00 |
784.00 |
766.00 |
767.50 |
-19.00 |
15,005 |
54,914 |
+416 |
Jan05 |
040506 |
778.00 |
782.00 |
767.50 |
768.25 |
-15.25 |
380 |
4,099 |
-22 |
Mar05 |
040506 |
765.00 |
770.00 |
758.00 |
759.00 |
-14.00 |
421 |
2,881 |
+108 |
Total Volume and Open Interest |
63,234 |
240,166 |
-2,400 |
Soybean Meal(CBOT) |
May04 |
040506 |
325.20 |
326.00 |
321.30 |
321.80 |
-4.40 |
3,549 |
8,363 |
-783 |
Jul04 |
040506 |
323.00 |
324.20 |
318.50 |
319.00 |
-5.40 |
16,250 |
72,670 |
+1,791 |
Aug04 |
040506 |
310.00 |
310.50 |
304.50 |
304.80 |
-6.20 |
4,438 |
21,868 |
+679 |
Sep04 |
040506 |
287.50 |
288.00 |
281.00 |
281.30 |
-7.20 |
1,326 |
15,706 |
+246 |
Oct04 |
040506 |
255.50 |
256.50 |
248.00 |
248.30 |
-8.40 |
909 |
12,272 |
+232 |
Dec04 |
040506 |
249.00 |
250.50 |
242.70 |
242.70 |
-8.90 |
4,405 |
24,632 |
+583 |
Jan05 |
040506 |
247.00 |
248.00 |
240.50 |
240.50 |
-9.00 |
252 |
3,053 |
+0 |
Mar05 |
040506 |
242.50 |
245.00 |
238.00 |
238.00 |
-7.50 |
454 |
2,973 |
-36 |
Total Volume and Open Interest |
31,701 |
165,089 |
+2,742 |
Soybean Oil(CBOT) |
May04 |
040506 |
33.75 |
33.75 |
33.06 |
33.07 |
-0.82 |
2,689 |
4,892 |
-1,391 |
Jul04 |
040506 |
32.95 |
33.10 |
32.58 |
32.62 |
-0.63 |
13,370 |
81,579 |
-562 |
Aug04 |
040506 |
31.60 |
31.70 |
31.28 |
31.34 |
-0.45 |
2,286 |
15,146 |
+163 |
Sep04 |
040506 |
30.00 |
30.15 |
29.85 |
29.85 |
-0.30 |
466 |
12,128 |
+117 |
Oct04 |
040506 |
28.05 |
28.10 |
27.90 |
28.07 |
-0.16 |
1,281 |
7,916 |
-1,383 |
Dec04 |
040506 |
27.20 |
27.35 |
26.80 |
27.15 |
-0.13 |
3,315 |
23,474 |
-597 |
Jan05 |
040506 |
26.95 |
27.05 |
26.90 |
26.98 |
-0.12 |
5 |
2,591 |
+0 |
Mar05 |
040506 |
26.60 |
26.70 |
26.50 |
26.70 |
-0.15 |
86 |
2,046 |
+34 |
Total Volume and Open Interest |
23,603 |
151,634 |
-3,569 |
Canola(WCE) |
May04 |
040506 |
413.5 |
414.0 |
413.5 |
414.0 |
+0.5 |
7 |
85 |
-7 |
Jul04 |
040506 |
418.0 |
420.0 |
416.0 |
417.6 |
-0.4 |
1,769 |
34,039 |
-870 |
Sep04 |
040506 |
400.0 |
400.0 |
400.0 |
400.0 |
+1.5 |
|
|
|
Nov04 |
040506 |
402.5 |
404.0 |
401.6 |
401.9 |
-2.0 |
1,046 |
35,471 |
+118 |
Jan05 |
040506 |
407.5 |
408.0 |
406.5 |
406.5 |
-2.3 |
32 |
1,348 |
+14 |
Total Volume and Open Interest |
2,867 |
71,598 |
-732 |
Corn(CBOT) |
May04 |
040506 |
313.00 |
313.00 |
305.25 |
305.75 |
-8.50 |
3,994 |
8,486 |
-1,399 |
Jul04 |
040506 |
317.00 |
317.00 |
310.00 |
310.25 |
-9.50 |
22,702 |
261,528 |
-1,425 |
Sep04 |
040506 |
313.25 |
313.25 |
306.00 |
306.75 |
-10.00 |
3,231 |
38,892 |
+1,295 |
Dec04 |
040506 |
312.00 |
312.00 |
303.00 |
303.75 |
-11.50 |
48,846 |
306,745 |
+4,716 |
Mar05 |
040506 |
314.50 |
314.75 |
307.25 |
307.75 |
-11.50 |
667 |
21,551 |
+113 |
May05 |
040506 |
315.50 |
316.00 |
309.50 |
310.25 |
-10.00 |
110 |
5,196 |
+82 |
Total Volume and Open Interest |
80,021 |
659,772 |
+3,446 |
Wheat(CBOT) |
May04 |
040506 |
398.00 |
402.50 |
394.00 |
394.50 |
-4.50 |
607 |
460 |
-172 |
Jul04 |
040506 |
407.00 |
411.00 |
401.00 |
403.25 |
-4.75 |
19,278 |
104,131 |
-610 |
Sep04 |
040506 |
412.00 |
416.50 |
407.50 |
409.25 |
-4.25 |
2,287 |
10,147 |
+121 |
Dec04 |
040506 |
423.00 |
426.00 |
416.50 |
418.75 |
-4.50 |
3,932 |
16,040 |
+1,028 |
Mar05 |
040506 |
426.00 |
429.00 |
421.50 |
424.00 |
-4.00 |
390 |
1,784 |
-17 |
Total Volume and Open Interest |
26,572 |
133,651 |
+356 |
Wheat(KCBT) |
May04 |
040506 |
411.00 |
419.00 |
411.00 |
416.00 |
+3.00 |
251 |
241 |
-285 |
Jul04 |
040506 |
423.50 |
426.00 |
418.00 |
421.25 |
-0.75 |
9,787 |
43,442 |
+962 |
Sep04 |
040506 |
428.00 |
432.00 |
423.50 |
425.00 |
-2.00 |
984 |
6,783 |
+471 |
Dec04 |
040506 |
438.00 |
439.50 |
431.00 |
435.00 |
-2.00 |
1,670 |
7,929 |
+40 |
Mar05 |
040506 |
433.50 |
438.00 |
433.50 |
438.00 |
-4.00 |
43 |
431 |
+40 |
Total Volume and Open Interest |
12,735 |
58,999 |
+1,228 |
Wheat(MGE) |
May04 |
040506 |
436.00 |
436.00 |
430.00 |
430.75 |
-3.25 |
217 |
880 |
-15 |
Jul04 |
040506 |
437.00 |
439.00 |
431.00 |
432.25 |
-5.00 |
2,484 |
17,232 |
-450 |
Sep04 |
040506 |
437.75 |
441.00 |
432.00 |
432.50 |
-5.75 |
579 |
7,540 |
+161 |
Dec04 |
040506 |
442.50 |
445.00 |
437.00 |
437.50 |
-5.50 |
2,150 |
10,824 |
+995 |
Mar05 |
040506 |
440.00 |
441.00 |
439.75 |
439.75 |
-5.25 |
113 |
188 |
+95 |
Total Volume and Open Interest |
5,548 |
36,717 |
+789 |
Oats(CBOT) |
May04 |
040506 |
168.00 |
168.00 |
168.00 |
168.00 |
-5.50 |
222 |
90 |
-41 |
Jul04 |
040506 |
178.00 |
178.25 |
172.25 |
172.75 |
-6.00 |
1,301 |
7,510 |
-97 |
Sep04 |
040506 |
180.00 |
180.00 |
178.00 |
178.00 |
-6.00 |
169 |
1,164 |
+65 |
Dec04 |
040506 |
187.50 |
187.50 |
183.00 |
183.75 |
-5.00 |
230 |
4,159 |
+73 |
Total Volume and Open Interest |
1,922 |
13,024 |
+0 |
Rough Rice(CBOT) |
May04 |
040506 |
10.80 |
11.00 |
10.80 |
11.00 |
+0.30 |
104 |
253 |
-92 |
Jul04 |
040506 |
11.02 |
11.22 |
11.00 |
11.11 |
+0.16 |
232 |
4,324 |
-188 |
Sep04 |
040506 |
9.22 |
9.22 |
9.22 |
9.22 |
+0.12 |
74 |
421 |
+65 |
Nov04 |
040506 |
9.04 |
9.21 |
9.04 |
9.10 |
+0.10 |
8 |
931 |
+5 |
Total Volume and Open Interest |
418 |
6,151 |
-210 |
Live Cattle(CME) |
Jun04 |
040506 |
86.300 |
87.550 |
84.250 |
85.175 |
-0.275 |
13,256 |
65,829 |
-2,008 |
Aug04 |
040506 |
85.800 |
86.950 |
84.150 |
85.750 |
+0.325 |
8,339 |
34,197 |
+2,643 |
Oct04 |
040506 |
84.700 |
85.750 |
83.100 |
84.550 |
unch |
2,125 |
19,401 |
+611 |
Dec04 |
040506 |
83.600 |
84.400 |
82.200 |
82.900 |
-0.700 |
694 |
8,319 |
+271 |
Feb05 |
040506 |
84.850 |
85.350 |
83.250 |
84.250 |
-0.600 |
253 |
4,136 |
-118 |
Apr05 |
040506 |
83.600 |
83.700 |
82.500 |
82.650 |
-0.650 |
24 |
948 |
+17 |
Total Volume and Open Interest |
24,700 |
132,869 |
+1,414 |
Feeder Cattle(CME) |
May04 |
040506 |
101.000 |
102.800 |
100.550 |
101.825 |
+1.375 |
872 |
2,462 |
-128 |
Aug04 |
040506 |
99.400 |
100.900 |
97.800 |
98.625 |
-0.650 |
1,155 |
10,689 |
+136 |
Sep04 |
040506 |
98.250 |
99.500 |
96.600 |
97.500 |
-0.450 |
171 |
879 |
+56 |
Oct04 |
040506 |
97.500 |
99.100 |
96.400 |
97.025 |
-0.375 |
88 |
1,470 |
+32 |
Nov04 |
040506 |
97.100 |
98.200 |
96.000 |
96.800 |
-0.550 |
27 |
356 |
+12 |
Jan05 |
040506 |
94.700 |
95.000 |
94.000 |
94.000 |
-0.300 |
7 |
64 |
-5 |
Mar05 |
040506 |
91.800 |
91.800 |
91.500 |
91.500 |
unch |
1 |
12 |
+0 |
Total Volume and Open Interest |
2,321 |
15,933 |
+103 |
Lean Hogs(CME) |
May04 |
040506 |
76.250 |
76.900 |
75.700 |
76.350 |
+0.900 |
1,099 |
2,521 |
-176 |
Jun04 |
040506 |
74.900 |
75.300 |
73.500 |
73.525 |
-0.825 |
5,505 |
44,182 |
-753 |
Jul04 |
040506 |
75.900 |
76.300 |
74.700 |
74.800 |
-0.975 |
3,770 |
15,026 |
+818 |
Aug04 |
040506 |
72.900 |
73.150 |
71.750 |
71.775 |
-1.050 |
707 |
8,597 |
+282 |
Oct04 |
040506 |
61.175 |
61.475 |
60.350 |
60.525 |
-0.650 |
550 |
5,674 |
+357 |
Dec04 |
040506 |
57.600 |
57.700 |
56.950 |
57.075 |
-0.275 |
625 |
3,775 |
+342 |
Feb05 |
040506 |
58.925 |
58.950 |
58.850 |
58.850 |
-0.100 |
22 |
656 |
+13 |
Apr05 |
040506 |
59.500 |
59.500 |
59.300 |
59.300 |
-0.150 |
8 |
319 |
+2 |
Total Volume and Open Interest |
12,286 |
80,767 |
+885 |
Pork Bellies(CME) |
May04 |
040506 |
120.500 |
120.700 |
118.500 |
119.275 |
-0.575 |
396 |
850 |
-191 |
Jul04 |
040506 |
114.750 |
115.100 |
112.400 |
112.750 |
-2.050 |
1,016 |
2,947 |
+165 |
Aug04 |
040506 |
108.600 |
110.250 |
106.500 |
106.500 |
-1.750 |
9 |
426 |
+4 |
Feb05 |
040506 |
94.000 |
94.000 |
94.000 |
94.000 |
+0.700 |
3 |
5 |
+1 |
Mar05 |
040506 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,424 |
4,230 |
-21 |
Class III Milk(CME) |
Apr04 |
040430 |
19.61 |
19.61 |
19.57 |
19.61 |
unch |
42 |
6,592 |
+0 |
May04 |
040506 |
19.95 |
20.20 |
19.85 |
20.20 |
+0.12 |
608 |
7,988 |
+63 |
Jun04 |
040506 |
16.65 |
16.75 |
16.20 |
16.60 |
-0.21 |
545 |
5,207 |
+325 |
Jul04 |
040506 |
15.45 |
15.46 |
15.10 |
15.40 |
-0.26 |
187 |
4,072 |
+11 |
Aug04 |
040506 |
15.50 |
15.60 |
15.30 |
15.45 |
-0.35 |
155 |
3,946 |
+47 |
Total Volume and Open Interest |
1,720 |
32,994 |
+489 |
Cocoa(NYBOT) |
May04 |
040506 |
1360 |
1360 |
1357 |
1357 |
+3 |
0 |
232 |
-2 |
Jul04 |
040506 |
1372 |
1388 |
1358 |
1361 |
-1 |
6,570 |
45,738 |
+1,646 |
Sep04 |
040506 |
1384 |
1391 |
1365 |
1367 |
-2 |
821 |
14,327 |
+330 |
Dec04 |
040506 |
1400 |
1400 |
1380 |
1380 |
-3 |
511 |
11,806 |
+301 |
Mar05 |
040506 |
1415 |
1415 |
1394 |
1394 |
-2 |
366 |
9,275 |
+234 |
May05 |
040506 |
1409 |
1409 |
1409 |
1409 |
+2 |
109 |
11,330 |
+0 |
Jul05 |
040506 |
1431 |
1431 |
1425 |
1425 |
+2 |
101 |
9,382 |
-14 |
Total Volume and Open Interest |
8,504 |
106,349 |
+2,521 |
Coffee "C"(NYBOT) |
May04 |
040506 |
70.75 |
70.75 |
68.90 |
69.15 |
-1.05 |
105 |
286 |
+54 |
Jul04 |
040506 |
72.20 |
72.60 |
70.70 |
71.15 |
-1.05 |
8,411 |
64,317 |
-185 |
Sep04 |
040506 |
74.20 |
74.70 |
73.00 |
73.30 |
-1.10 |
883 |
17,395 |
+29 |
Dec04 |
040506 |
76.95 |
77.50 |
75.90 |
76.10 |
-1.05 |
214 |
8,125 |
+72 |
Mar05 |
040506 |
79.50 |
79.75 |
78.80 |
78.80 |
-0.95 |
89 |
4,533 |
+67 |
May05 |
040506 |
80.75 |
80.75 |
80.25 |
80.25 |
-0.90 |
0 |
665 |
+0 |
Total Volume and Open Interest |
9,765 |
96,573 |
+87 |
Orange Juice(NYBOT) |
May04 |
040506 |
58.15 |
58.15 |
56.80 |
56.80 |
-1.55 |
208 |
1,924 |
-125 |
Jul04 |
040506 |
60.70 |
60.75 |
58.90 |
59.40 |
-1.60 |
1,903 |
22,259 |
+75 |
Sep04 |
040506 |
62.60 |
62.60 |
61.00 |
61.30 |
-1.70 |
66 |
3,073 |
+10 |
Nov04 |
040506 |
64.70 |
64.70 |
62.60 |
63.10 |
-1.90 |
97 |
2,548 |
+17 |
Jan05 |
040506 |
66.70 |
66.70 |
65.00 |
65.10 |
-1.90 |
16 |
952 |
+13 |
Total Volume and Open Interest |
2,312 |
33,815 |
+8 |
Sugar #11(NYBOT) |
Jul04 |
040506 |
6.63 |
6.80 |
6.63 |
6.78 |
+0.15 |
31,825 |
153,598 |
-3,903 |
Oct04 |
040506 |
6.96 |
7.09 |
6.94 |
7.08 |
+0.16 |
8,858 |
57,205 |
+1,417 |
Mar05 |
040506 |
7.30 |
7.37 |
7.29 |
7.37 |
+0.10 |
6,382 |
35,478 |
+1,755 |
May05 |
040506 |
7.16 |
7.23 |
7.15 |
7.23 |
+0.10 |
961 |
12,724 |
-11 |
Jul05 |
040506 |
6.99 |
7.06 |
6.98 |
7.06 |
+0.10 |
654 |
8,248 |
-36 |
Total Volume and Open Interest |
48,966 |
275,924 |
-808 |
London Cocoa(LCE) |
May04 |
040506 |
784 |
795 |
781 |
788 |
-2 |
5,186 |
25,773 |
-2,820 |
Jul04 |
040506 |
801 |
810 |
792 |
802 |
unch |
7,148 |
38,640 |
+2,888 |
Sep04 |
040506 |
815 |
822 |
810 |
815 |
-2 |
1,045 |
23,348 |
+308 |
Dec04 |
040506 |
831 |
842 |
829 |
835 |
-2 |
348 |
41,144 |
+85 |
Mar05 |
040506 |
851 |
861 |
847 |
854 |
-2 |
471 |
24,130 |
+244 |
May05 |
040506 |
860 |
866 |
860 |
866 |
-2 |
65 |
9,055 |
+50 |
Jul05 |
040506 |
874 |
877 |
874 |
877 |
-2 |
248 |
8,938 |
+88 |
Total Volume and Open Interest |
14,611 |
183,568 |
+843 |
London Coffee(LCE) |
May04 |
040506 |
691.00 |
694.00 |
690.00 |
694.00 |
+1.00 |
226 |
1,367 |
-117 |
Jul04 |
040506 |
726.00 |
727.00 |
720.00 |
722.00 |
-6.00 |
3,153 |
90,435 |
+490 |
Sep04 |
040506 |
742.00 |
743.00 |
738.00 |
738.00 |
-7.00 |
574 |
33,625 |
-197 |
Nov04 |
040506 |
759.00 |
759.00 |
753.00 |
754.00 |
-7.00 |
181 |
19,099 |
+95 |
Jan05 |
040506 |
771.00 |
772.00 |
769.00 |
769.00 |
-8.00 |
0 |
13,149 |
+0 |
Mar05 |
040506 |
791.00 |
791.00 |
785.00 |
785.00 |
-7.00 |
0 |
6,843 |
+0 |
Total Volume and Open Interest |
4,134 |
166,888 |
+271 |
London Sugar(LCE) |
May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
Aug04 |
040506 |
221.50 |
224.00 |
221.00 |
224.00 |
+2.20 |
2,583 |
30,405 |
+58 |
Oct04 |
040506 |
225.80 |
228.00 |
225.80 |
227.80 |
+2.00 |
71 |
10,796 |
-4 |
Dec04 |
040506 |
230.00 |
232.10 |
229.70 |
232.10 |
+1.80 |
20 |
4,784 |
-20 |
Mar05 |
040506 |
232.00 |
234.50 |
232.00 |
233.60 |
+1.30 |
6 |
7,337 |
-1 |
Total Volume and Open Interest |
2,747 |
60,725 |
+97 |
Cotton(NYBOT) |
May04 |
040506 |
61.93 |
63.75 |
61.93 |
63.75 |
+1.82 |
8 |
296 |
-9 |
Jul04 |
040506 |
60.80 |
61.80 |
60.55 |
61.75 |
+1.21 |
3,338 |
51,320 |
-13 |
Oct04 |
040506 |
62.35 |
62.70 |
62.29 |
62.43 |
+0.53 |
82 |
1,586 |
-52 |
Dec04 |
040506 |
62.95 |
63.05 |
62.61 |
62.90 |
+0.27 |
783 |
24,709 |
+58 |
Mar05 |
040506 |
64.95 |
65.05 |
64.95 |
64.95 |
+0.22 |
29 |
4,817 |
+0 |
May05 |
040506 |
65.60 |
65.60 |
65.60 |
65.60 |
+0.15 |
0 |
836 |
+0 |
Total Volume and Open Interest |
4,240 |
84,848 |
-16 |
Lumber(CME) |
May04 |
040506 |
445.5 |
448.4 |
440.6 |
446.9 |
+3.7 |
479 |
1,353 |
-362 |
Jul04 |
040506 |
425.5 |
429.5 |
423.7 |
425.5 |
+0.2 |
527 |
3,398 |
+109 |
Sep04 |
040506 |
396.9 |
397.1 |
391.9 |
395.5 |
-0.5 |
161 |
776 |
+79 |
Nov04 |
040506 |
359.5 |
363.1 |
359.5 |
363.0 |
+3.2 |
54 |
270 |
+39 |
Total Volume and Open Interest |
1,226 |
5,827 |
-134 |
Crude Oil(NYM) |
Jun04 |
040506 |
39.85 |
39.88 |
39.15 |
39.37 |
-0.20 |
105,651 |
211,285 |
-2,423 |
Jul04 |
040506 |
39.55 |
39.70 |
38.90 |
39.17 |
-0.19 |
65,739 |
108,296 |
+10,332 |
Aug04 |
040506 |
39.00 |
39.00 |
38.40 |
38.62 |
-0.17 |
15,967 |
50,900 |
+719 |
Sep04 |
040506 |
38.30 |
38.30 |
37.85 |
37.96 |
-0.17 |
10,170 |
37,015 |
-354 |
Oct04 |
040506 |
37.40 |
37.55 |
37.39 |
37.39 |
-0.17 |
3,506 |
29,361 |
+822 |
Nov04 |
040506 |
37.10 |
37.10 |
36.85 |
36.87 |
-0.17 |
1,616 |
21,524 |
+534 |
Dec04 |
040506 |
36.78 |
36.78 |
36.25 |
36.42 |
-0.17 |
10,092 |
65,299 |
-529 |
Jan05 |
040506 |
36.10 |
36.13 |
35.70 |
35.89 |
-0.17 |
1,519 |
18,648 |
+265 |
Feb05 |
040506 |
35.45 |
35.45 |
35.42 |
35.42 |
-0.16 |
317 |
9,736 |
+86 |
Mar05 |
040506 |
35.30 |
35.30 |
34.99 |
34.99 |
-0.15 |
46 |
10,751 |
+25 |
Apr05 |
040506 |
34.56 |
34.56 |
34.56 |
34.56 |
-0.14 |
350 |
6,193 |
+6 |
May05 |
040506 |
34.15 |
34.15 |
34.14 |
34.14 |
-0.13 |
3 |
3,281 |
-3 |
Jun05 |
040506 |
34.00 |
34.00 |
33.70 |
33.75 |
-0.12 |
1,228 |
21,546 |
-2 |
Jul05 |
040506 |
33.47 |
33.47 |
33.47 |
33.47 |
-0.11 |
0 |
4,856 |
+0 |
Aug05 |
040506 |
33.20 |
33.20 |
33.20 |
33.20 |
-0.10 |
50 |
2,835 |
+0 |
Sep05 |
040506 |
33.24 |
33.24 |
32.96 |
32.96 |
-0.09 |
951 |
5,672 |
+465 |
Total Volume and Open Interest |
221,878 |
735,988 |
+9,429 |
Heating Oil(NYM) |
Jun04 |
040506 |
100.00 |
101.80 |
99.60 |
100.45 |
+0.67 |
30,483 |
65,823 |
-3,144 |
Jul04 |
040506 |
100.30 |
100.70 |
99.20 |
99.91 |
+0.40 |
15,496 |
30,331 |
+3,824 |
Aug04 |
040506 |
100.00 |
100.40 |
99.50 |
99.71 |
+0.25 |
3,270 |
15,323 |
-160 |
Sep04 |
040506 |
100.00 |
100.40 |
99.90 |
100.01 |
+0.25 |
2,512 |
10,187 |
+1,048 |
Oct04 |
040506 |
100.75 |
100.80 |
100.20 |
100.46 |
+0.25 |
312 |
6,882 |
+121 |
Nov04 |
040506 |
101.30 |
101.30 |
100.75 |
100.91 |
+0.20 |
383 |
5,853 |
+105 |
Dec04 |
040506 |
101.90 |
102.00 |
101.20 |
101.41 |
+0.20 |
2,634 |
25,717 |
-59 |
Jan05 |
040506 |
102.10 |
102.10 |
101.45 |
101.51 |
+0.20 |
444 |
8,017 |
+81 |
Feb05 |
040506 |
101.30 |
101.55 |
100.61 |
100.61 |
+0.10 |
399 |
3,308 |
+259 |
Mar05 |
040506 |
97.90 |
97.90 |
97.26 |
97.26 |
+0.10 |
187 |
7,304 |
-122 |
Apr05 |
040506 |
94.20 |
94.40 |
93.46 |
93.46 |
+0.05 |
1 |
785 |
+0 |
May05 |
040506 |
91.20 |
91.20 |
90.21 |
90.21 |
unch |
2 |
228 |
-1 |
Total Volume and Open Interest |
56,126 |
180,934 |
+1,955 |
Unleaded Gas(NYM) |
Jun04 |
040506 |
131.90 |
132.90 |
130.50 |
131.20 |
-0.05 |
34,363 |
75,017 |
-1,818 |
Jul04 |
040506 |
127.50 |
128.20 |
125.80 |
126.67 |
-0.48 |
13,930 |
26,163 |
+1,521 |
Aug04 |
040506 |
122.80 |
122.80 |
121.50 |
121.87 |
-0.45 |
2,820 |
13,022 |
+400 |
Sep04 |
040506 |
117.20 |
117.20 |
116.00 |
116.22 |
-0.35 |
1,275 |
15,375 |
+253 |
Oct04 |
040506 |
109.75 |
110.30 |
109.39 |
109.39 |
-0.25 |
132 |
6,387 |
+63 |
Nov04 |
040506 |
105.00 |
105.24 |
105.00 |
105.24 |
-0.25 |
90 |
2,554 |
+30 |
Dec04 |
040506 |
101.70 |
102.29 |
101.70 |
102.29 |
-0.25 |
308 |
5,470 |
+68 |
Jan05 |
040506 |
101.40 |
101.40 |
100.50 |
100.94 |
-0.20 |
106 |
2,365 |
+93 |
Feb05 |
040506 |
100.80 |
100.80 |
100.44 |
100.44 |
-0.15 |
0 |
1,732 |
+0 |
Mar05 |
040506 |
101.50 |
101.50 |
100.89 |
100.89 |
-0.10 |
0 |
1,045 |
+0 |
Apr05 |
040506 |
108.00 |
108.00 |
106.99 |
106.99 |
-0.05 |
0 |
942 |
+0 |
May05 |
040506 |
106.79 |
106.79 |
106.79 |
106.79 |
-0.05 |
0 |
450 |
+0 |
Total Volume and Open Interest |
53,024 |
150,522 |
+610 |
Natural Gas(NYM) |
Jun04 |
040506 |
6.290 |
6.360 |
6.190 |
6.219 |
-0.091 |
34,937 |
70,565 |
+3,202 |
Jul04 |
040506 |
6.380 |
6.430 |
6.300 |
6.316 |
-0.075 |
10,198 |
42,858 |
+1,620 |
Aug04 |
040506 |
6.415 |
6.470 |
6.340 |
6.356 |
-0.075 |
4,682 |
25,834 |
+229 |
Sep04 |
040506 |
6.370 |
6.420 |
6.300 |
6.327 |
-0.071 |
3,852 |
24,261 |
+921 |
Oct04 |
040506 |
6.390 |
6.410 |
6.320 |
6.340 |
-0.069 |
2,873 |
23,134 |
+217 |
Nov04 |
040506 |
6.535 |
6.535 |
6.470 |
6.495 |
-0.067 |
1,278 |
16,758 |
+191 |
Dec04 |
040506 |
6.670 |
6.670 |
6.640 |
6.658 |
-0.062 |
1,582 |
19,482 |
-75 |
Jan05 |
040506 |
6.800 |
6.840 |
6.740 |
6.778 |
-0.059 |
1,561 |
17,468 |
+284 |
Feb05 |
040506 |
6.750 |
6.800 |
6.690 |
6.718 |
-0.059 |
1,514 |
12,036 |
-418 |
Mar05 |
040506 |
6.515 |
6.520 |
6.450 |
6.498 |
-0.054 |
1,440 |
14,054 |
-107 |
Apr05 |
040506 |
5.620 |
5.620 |
5.580 |
5.598 |
-0.024 |
1,335 |
10,775 |
-276 |
May05 |
040506 |
5.410 |
5.420 |
5.390 |
5.408 |
-0.024 |
1,205 |
8,414 |
+384 |
Jun05 |
040506 |
5.440 |
5.440 |
5.421 |
5.421 |
-0.022 |
523 |
6,316 |
+32 |
Jul05 |
040506 |
5.460 |
5.460 |
5.430 |
5.441 |
-0.019 |
1,310 |
11,995 |
+58 |
Aug05 |
040506 |
5.448 |
5.448 |
5.448 |
5.448 |
-0.019 |
439 |
6,758 |
+58 |
Sep05 |
040506 |
5.400 |
5.408 |
5.400 |
5.408 |
-0.019 |
300 |
7,012 |
+72 |
Total Volume and Open Interest |
71,320 |
372,124 |
+7,471 |
Brent Crude Oil(IPE) |
Jun04 |
040506 |
37.00 |
37.20 |
36.42 |
36.53 |
-0.19 |
54,001 |
83,799 |
-5,251 |
Jul04 |
040506 |
36.45 |
36.68 |
36.02 |
36.06 |
-0.29 |
45,977 |
92,840 |
+3,965 |
Aug04 |
040506 |
36.00 |
36.13 |
35.60 |
35.66 |
-0.24 |
13,894 |
31,261 |
+7,451 |
Sep04 |
040506 |
35.50 |
35.60 |
35.10 |
35.17 |
-0.23 |
3,968 |
17,042 |
+503 |
Oct04 |
040506 |
34.98 |
35.07 |
34.60 |
34.67 |
-0.23 |
2,015 |
10,628 |
+357 |
Nov04 |
040506 |
34.50 |
34.60 |
34.16 |
34.16 |
-0.24 |
610 |
8,049 |
+14 |
Dec04 |
040506 |
33.97 |
34.05 |
33.60 |
33.65 |
-0.25 |
5,914 |
36,096 |
+196 |
Jan05 |
040506 |
33.55 |
33.55 |
33.16 |
33.16 |
-0.24 |
1,100 |
12,753 |
+865 |
Feb05 |
040506 |
32.90 |
32.90 |
32.70 |
32.70 |
-0.22 |
160 |
4,069 |
-40 |
Mar05 |
040506 |
32.60 |
32.60 |
32.28 |
32.28 |
-0.20 |
500 |
6,361 |
+350 |
Apr05 |
040506 |
31.92 |
31.92 |
31.92 |
31.92 |
-0.18 |
0 |
5,145 |
+0 |
May05 |
040506 |
31.58 |
31.58 |
31.58 |
31.58 |
-0.16 |
0 |
610 |
+0 |
Jun05 |
040506 |
31.15 |
31.26 |
31.15 |
31.26 |
-0.14 |
550 |
17,798 |
-80 |
Total Volume and Open Interest |
131,744 |
371,468 |
+8,295 |
Gas Oil(IPE) |
May04 |
040506 |
325.00 |
332.50 |
325.00 |
328.25 |
+6.50 |
15,254 |
33,715 |
-3,166 |
Jun04 |
040506 |
316.00 |
323.25 |
315.50 |
317.50 |
+5.75 |
16,396 |
52,220 |
+2,279 |
Jul04 |
040506 |
309.50 |
316.00 |
309.50 |
312.25 |
+6.25 |
5,015 |
19,955 |
+1,231 |
Aug04 |
040506 |
306.00 |
311.00 |
306.00 |
308.50 |
+5.50 |
954 |
9,432 |
+461 |
Sep04 |
040506 |
306.00 |
309.50 |
306.00 |
306.75 |
+5.00 |
313 |
10,162 |
-162 |
Oct04 |
040506 |
303.50 |
308.50 |
303.50 |
305.50 |
+4.75 |
544 |
7,993 |
-32 |
Nov04 |
040506 |
303.00 |
303.00 |
303.00 |
303.00 |
+4.00 |
0 |
4,716 |
+0 |
Dec04 |
040506 |
300.50 |
302.00 |
299.50 |
299.50 |
+4.00 |
1,254 |
21,394 |
+483 |
Jan05 |
040506 |
295.25 |
295.25 |
295.25 |
295.25 |
+3.75 |
0 |
3,180 |
+0 |
Feb05 |
040506 |
293.50 |
293.50 |
289.00 |
290.50 |
+3.50 |
0 |
600 |
+0 |
Total Volume and Open Interest |
39,730 |
179,192 |
+1,094 |
US Dollar Index(NYBOT) |
Jun04 |
040506 |
89.58 |
90.18 |
89.57 |
90.09 |
+0.59 |
4,061 |
8,968 |
+57 |
Sep04 |
040506 |
89.99 |
90.52 |
89.99 |
90.49 |
+0.58 |
31 |
2,122 |
+8 |
Dec04 |
040506 |
90.89 |
90.89 |
90.89 |
90.89 |
+0.58 |
0 |
31 |
+0 |
Total Volume and Open Interest |
4,093 |
11,122 |
+66 |
Australian Dollar(CME) |
Jun04 |
040506 |
72.73 |
72.76 |
71.75 |
71.90 |
-1.06 |
1,113 |
34,615 |
+41 |
Sep04 |
040506 |
71.59 |
71.59 |
71.14 |
71.14 |
-1.06 |
17 |
931 |
+9 |
Dec04 |
040506 |
71.00 |
71.00 |
70.38 |
70.38 |
-1.06 |
0 |
137 |
+0 |
Total Volume and Open Interest |
1,132 |
35,770 |
+48 |
British Pound(CME) |
Jun04 |
040506 |
179.02 |
179.26 |
178.50 |
178.92 |
+0.25 |
2,637 |
46,194 |
+300 |
Sep04 |
040506 |
177.50 |
177.60 |
177.50 |
177.51 |
+0.27 |
11 |
86 |
+0 |
Dec04 |
040506 |
176.19 |
176.19 |
176.19 |
176.19 |
+0.38 |
0 |
359 |
+0 |
Total Volume and Open Interest |
2,648 |
46,641 |
+300 |
Canadian Dollar(CME) |
Jun04 |
040506 |
72.52 |
72.69 |
72.33 |
72.50 |
-0.16 |
5,929 |
74,705 |
+660 |
Sep04 |
040506 |
72.38 |
72.50 |
72.23 |
72.39 |
-0.16 |
178 |
3,994 |
+37 |
Dec04 |
040506 |
72.34 |
72.44 |
72.17 |
72.32 |
-0.16 |
145 |
3,285 |
+50 |
Mar05 |
040506 |
72.26 |
72.26 |
72.26 |
72.26 |
-0.16 |
30 |
382 |
+30 |
Total Volume and Open Interest |
6,282 |
82,544 |
+777 |
Japanese Yen(CME) |
Jun04 |
040506 |
91.43 |
91.49 |
91.11 |
91.18 |
-0.97 |
6,393 |
103,351 |
+352 |
Sep04 |
040506 |
91.72 |
91.76 |
91.46 |
91.48 |
-0.97 |
61 |
803 |
+14 |
Dec04 |
040506 |
91.88 |
91.88 |
91.88 |
91.88 |
-0.97 |
8 |
67 |
-2 |
Total Volume and Open Interest |
6,462 |
104,225 |
+364 |
Swiss Franc(CME) |
Jun04 |
040506 |
78.23 |
78.32 |
77.80 |
77.97 |
-0.59 |
4,201 |
36,583 |
-88 |
Sep04 |
040506 |
78.19 |
78.19 |
78.14 |
78.14 |
-0.59 |
5 |
63 |
+3 |
Dec04 |
040506 |
78.33 |
78.33 |
78.33 |
78.33 |
-0.59 |
1 |
114 |
+1 |
Total Volume and Open Interest |
4,207 |
36,817 |
-84 |
EuroFX(CME) |
Jun04 |
040506 |
121.03 |
121.15 |
120.50 |
120.66 |
-0.90 |
12,791 |
123,763 |
+1,156 |
Sep04 |
040506 |
120.82 |
120.85 |
120.37 |
120.43 |
-0.90 |
82 |
996 |
-11 |
Dec04 |
040506 |
120.30 |
120.30 |
120.30 |
120.30 |
-0.90 |
1 |
403 |
+0 |
Total Volume and Open Interest |
12,875 |
125,315 |
+1,145 |
Mexican Peso(CME) |
Jun04 |
040506 |
8715.0 |
8717.0 |
8665.0 |
8690.0 |
-22.0 |
5,926 |
52,751 |
+1,767 |
Sep04 |
040506 |
8560.0 |
8570.0 |
8560.0 |
8570.0 |
-25.0 |
120 |
1,052 |
+5 |
Total Volume and Open Interest |
6,061 |
55,776 |
+1,787 |
30-Year T-Bonds(CBOT) |
Jun04 |
040506 |
106~05 |
106~15 |
105~24 |
105~31 |
-0~13 |
305,310 |
484,357 |
+9,650 |
Sep04 |
040506 |
105~02 |
105~02 |
104~16 |
104~20 |
-0~13 |
11,451 |
43,332 |
+3,100 |
Dec04 |
040506 |
103~18 |
103~18 |
103~12 |
103~12 |
-0~13 |
4 |
1,264 |
+1 |
Total Volume and Open Interest |
316,765 |
529,135 |
+12,751 |
Municipal Bonds(CBOT) |
Jun04 |
040506 |
100~03 |
100~06 |
99~25 |
99~29 |
-0~11 |
399 |
2,229 |
-96 |
Total Volume and Open Interest |
399 |
2,229 |
-96 |
10-Year T-Notes(CBOT) |
Jun04 |
040506 |
110~000 |
110~045 |
109~230 |
109~265 |
-0~075 |
807,369 |
1,253,658 |
-18,991 |
Sep04 |
040506 |
108~165 |
108~195 |
108~080 |
108~115 |
-0~080 |
18,770 |
172,653 |
+3,632 |
Total Volume and Open Interest |
827,739 |
1,429,488 |
-14,551 |
5-Year T-Notes(CBOT) |
Jun04 |
040506 |
109~215 |
109~220 |
109~155 |
109~170 |
-0~055 |
376,638 |
0 |
+0 |
Sep04 |
040506 |
108~110 |
108~110 |
108~075 |
108~075 |
-0~055 |
3,152 |
0 |
+0 |
Dec04 |
040506 |
107~000 |
107~000 |
107~000 |
107~000 |
-0~050 |
2 |
0 |
+0 |
Total Volume and Open Interest |
379,792 |
|
|
2 Year T-Notes(CBOT) |
Jun04 |
040506 |
106~030 |
106~030 |
106~018 |
106~020 |
-0~013 |
4,760 |
182,714 |
+949 |
Sep04 |
040506 |
105~064 |
105~064 |
105~050 |
105~050 |
-0~015 |
1,318 |
1,976 |
+665 |
Total Volume and Open Interest |
6,078 |
184,690 |
+1,614 |
Eurodollars(CME) |
Jun04 |
040506 |
98.655 |
98.660 |
98.620 |
98.635 |
-0.020 |
85,253 |
842,240 |
+18,756 |
Sep04 |
040506 |
98.245 |
98.245 |
98.195 |
98.200 |
-0.050 |
102,876 |
912,482 |
+10,973 |
Dec04 |
040506 |
97.785 |
97.785 |
97.715 |
97.720 |
-0.075 |
112,599 |
796,300 |
+11,888 |
Mar05 |
040506 |
97.310 |
97.310 |
97.240 |
97.250 |
-0.070 |
125,180 |
595,820 |
+1,456 |
Jun05 |
040506 |
96.855 |
96.855 |
96.795 |
96.800 |
-0.060 |
82,106 |
574,883 |
-2,483 |
Sep05 |
040506 |
96.455 |
96.455 |
96.400 |
96.410 |
-0.050 |
81,910 |
392,584 |
-8,690 |
Dec05 |
040506 |
96.105 |
96.105 |
96.050 |
96.060 |
-0.050 |
43,322 |
314,652 |
+477 |
Mar06 |
040506 |
95.800 |
95.805 |
95.765 |
95.780 |
-0.040 |
45,283 |
260,203 |
-3,677 |
Jun06 |
040506 |
95.540 |
95.545 |
95.510 |
95.525 |
-0.035 |
14,997 |
180,166 |
+1,088 |
Sep06 |
040506 |
95.310 |
95.320 |
95.280 |
95.300 |
-0.040 |
16,650 |
168,651 |
-669 |
Dec06 |
040506 |
95.100 |
95.110 |
95.060 |
95.085 |
-0.035 |
12,784 |
132,209 |
+119 |
Mar07 |
040506 |
94.925 |
94.935 |
94.895 |
94.910 |
-0.035 |
13,417 |
111,565 |
+631 |
Total Volume and Open Interest |
790,007 |
5,912,192 |
+42,051 |
3-Mth Euro-Yen(CME) |
Jun04 |
040506 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
13,073 |
+1 |
Sep04 |
040506 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
3 |
6,987 |
+5 |
Dec04 |
040506 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
0 |
9,030 |
-40 |
Mar05 |
040506 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
64 |
5,006 |
-1 |
Jun05 |
040506 |
99.73 |
99.73 |
99.73 |
99.73 |
+0.01 |
0 |
4,471 |
+31 |
Sep05 |
040506 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.02 |
0 |
3,061 |
+510 |
Dec05 |
040506 |
99.53 |
99.53 |
99.52 |
99.53 |
+0.02 |
0 |
889 |
+0 |
Mar06 |
040506 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.01 |
0 |
294 |
+0 |
Jun06 |
040506 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.02 |
0 |
77 |
+0 |
Sep06 |
040506 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.02 |
0 |
114 |
+0 |
Total Volume and Open Interest |
67 |
44,267 |
+506 |
3-Mth Euro-Yen(SIMEX) |
Jun04 |
040506 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
445 |
72,462 |
+202 |
Sep04 |
040506 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
556 |
39,128 |
-40 |
Dec04 |
040506 |
99.87 |
99.88 |
99.87 |
99.87 |
unch |
118 |
62,730 |
+62 |
Mar05 |
040506 |
99.80 |
99.82 |
99.80 |
99.81 |
unch |
121 |
43,450 |
+4 |
Jun05 |
040506 |
99.72 |
99.74 |
99.72 |
99.73 |
+0.01 |
5 |
44,650 |
+57 |
Sep05 |
040506 |
99.60 |
99.62 |
99.60 |
99.62 |
+0.02 |
20 |
42,480 |
+496 |
Dec05 |
040506 |
99.50 |
99.52 |
99.50 |
99.52 |
+0.02 |
0 |
16,531 |
+0 |
Mar06 |
040506 |
99.38 |
99.40 |
99.38 |
99.40 |
+0.02 |
0 |
9,849 |
+0 |
Total Volume and Open Interest |
1,265 |
345,203 |
+781 |
German Euro-Bund(EUREX) |
Jun04 |
040506 |
113.97 |
114.03 |
113.55 |
113.62 |
-0.42 |
817,346 |
1,024,101 |
+5,371 |
Sep04 |
040506 |
113.58 |
113.60 |
113.13 |
113.18 |
-0.44 |
3,907 |
65,599 |
+2,200 |
Dec04 |
040506 |
112.22 |
112.22 |
112.22 |
112.22 |
-0.42 |
430 |
1 |
+0 |
Total Volume and Open Interest |
821,683 |
1,089,701 |
+7,571 |
German Euro-Bobl(EUREX) |
Jun04 |
040506 |
111.45 |
111.50 |
111.13 |
111.19 |
-0.28 |
677,028 |
707,841 |
+23,542 |
Sep04 |
040506 |
110.86 |
110.86 |
110.56 |
110.56 |
-0.31 |
5,293 |
93,709 |
+1,559 |
Dec04 |
040506 |
109.79 |
109.79 |
109.79 |
109.79 |
-0.28 |
0 |
1 |
+0 |
Total Volume and Open Interest |
682,321 |
801,551 |
+25,101 |
Long Gilt(LIFFE) |
Jun04 |
040506 |
107~02 |
107~04 |
106~17 |
106~21 |
-0~17 |
42,622 |
189,466 |
-3,320 |
Sep04 |
040506 |
106~24 |
106~24 |
106~10 |
106~10 |
-0~16 |
2 |
15 |
+2 |
Total Volume and Open Interest |
42,624 |
189,481 |
-3,318 |
3-Mth Short Sterling(LIFFE) |
Jun04 |
040506 |
95.47 |
95.50 |
95.44 |
95.47 |
unch |
31,600 |
225,600 |
+1,384 |
Sep04 |
040506 |
95.24 |
95.26 |
95.18 |
95.21 |
-0.03 |
34,054 |
186,849 |
-5,965 |
Dec04 |
040506 |
95.09 |
95.11 |
95.00 |
95.02 |
-0.06 |
61,107 |
186,389 |
-20,198 |
Total Volume and Open Interest |
181,795 |
1,105,457 |
-38,834 |
3-Mth Euribor(LIFFE) |
Jun04 |
040506 |
97.925 |
97.940 |
97.915 |
97.925 |
-0.010 |
79,024 |
681,335 |
-4,796 |
Sep04 |
040506 |
97.850 |
97.870 |
97.815 |
97.830 |
-0.035 |
161,378 |
470,043 |
-16,938 |
Dec04 |
040506 |
97.695 |
97.710 |
97.630 |
97.655 |
-0.055 |
232,794 |
530,893 |
-3,265 |
Total Volume and Open Interest |
848,787 |
2,871,542 |
-18,497 |
3-Mth Aus T-Bills(SFE) |
Jun04 |
040506 |
94.38 |
94.39 |
94.37 |
94.39 |
-0.01 |
18,816 |
166,496 |
+3,273 |
Sep04 |
040506 |
94.28 |
94.29 |
94.27 |
94.29 |
-0.02 |
13,860 |
120,320 |
+1,993 |
Dec04 |
040506 |
94.21 |
94.23 |
94.20 |
94.22 |
-0.02 |
2,334 |
70,154 |
-2,274 |
Mar05 |
040506 |
94.15 |
94.17 |
94.15 |
94.16 |
-0.03 |
936 |
32,830 |
-855 |
Jun05 |
040506 |
94.09 |
94.10 |
94.09 |
94.09 |
-0.03 |
5 |
18,333 |
-391 |
Sep05 |
040506 |
94.03 |
94.03 |
94.03 |
94.03 |
-0.02 |
150 |
13,826 |
-472 |
Dec05 |
040506 |
93.96 |
93.96 |
93.96 |
93.96 |
-0.03 |
210 |
11,365 |
-1,505 |
Mar06 |
040506 |
93.88 |
93.88 |
93.88 |
93.88 |
-0.03 |
21 |
6,164 |
+0 |
Jun06 |
040506 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.02 |
1 |
1,966 |
+0 |
Sep06 |
040506 |
93.76 |
93.77 |
93.76 |
93.77 |
-0.01 |
162 |
1,480 |
-293 |
Total Volume and Open Interest |
36,551 |
445,508 |
-711 |
10-Year Aus T-Bonds(SFE) |
Jun04 |
040506 |
94.05 |
94.06 |
94.00 |
94.00 |
-0.07 |
9,277 |
265,132 |
-5,655 |
Sep04 |
040506 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.03 |
|
|
|
Total Volume and Open Interest |
82,828 |
406,461 |
-7,252 |
3-Year Aus T-Bonds(SFE) |
Jun04 |
040506 |
94.28 |
94.31 |
94.28 |
94.30 |
-0.03 |
44,017 |
406,461 |
-7,252 |
Sep04 |
040506 |
94.30 |
94.30 |
94.30 |
94.30 |
-0.03 |
|
|
|
Total Volume and Open Interest |
44,017 |
406,461 |
-7,252 |
Gold(CMX) |
Jun04 |
040506 |
391.0 |
391.6 |
387.0 |
388.4 |
-5.4 |
39,429 |
159,250 |
+1,026 |
Aug04 |
040506 |
392.5 |
392.5 |
388.1 |
389.4 |
-5.4 |
629 |
14,649 |
+103 |
Oct04 |
040506 |
391.8 |
391.8 |
389.8 |
390.5 |
-5.4 |
130 |
6,718 |
+68 |
Dec04 |
040506 |
395.0 |
395.0 |
390.2 |
391.7 |
-5.3 |
1,272 |
29,384 |
+31 |
Feb05 |
040506 |
396.0 |
396.0 |
393.1 |
393.1 |
-5.3 |
217 |
3,195 |
-125 |
Apr05 |
040506 |
394.6 |
394.6 |
394.6 |
394.6 |
-5.3 |
0 |
2,081 |
+0 |
Total Volume and Open Interest |
42,145 |
248,305 |
+1,442 |
Silver(CMX) |
May04 |
040506 |
599.0 |
602.0 |
578.0 |
581.9 |
-28.5 |
111 |
697 |
-261 |
Jul04 |
040506 |
601.0 |
602.0 |
577.0 |
583.0 |
-28.5 |
9,644 |
64,576 |
+1,059 |
Sep04 |
040506 |
603.0 |
603.0 |
577.0 |
584.4 |
-28.4 |
52 |
4,799 |
+10 |
Dec04 |
040506 |
609.0 |
609.0 |
580.0 |
586.0 |
-28.2 |
234 |
14,344 |
+80 |
Mar05 |
040506 |
599.0 |
601.0 |
587.3 |
587.3 |
-28.2 |
9 |
3,267 |
+2 |
Total Volume and Open Interest |
10,075 |
94,059 |
+893 |
Platinum(NYM) |
Jul04 |
040506 |
798.0 |
799.5 |
792.0 |
793.9 |
-11.6 |
652 |
5,696 |
-143 |
Oct04 |
040506 |
783.9 |
783.9 |
783.9 |
783.9 |
-11.6 |
3 |
236 |
+0 |
Jan05 |
040506 |
778.9 |
778.9 |
778.9 |
778.9 |
-11.6 |
0 |
8 |
+0 |
Total Volume and Open Interest |
655 |
5,940 |
-143 |
Palladium(NYME) |
Jun04 |
040506 |
253.00 |
255.00 |
251.00 |
254.05 |
unch |
850 |
8,254 |
-43 |
Sep04 |
040506 |
256.00 |
256.05 |
256.00 |
256.05 |
unch |
64 |
397 |
+21 |
Dec04 |
040506 |
258.05 |
258.05 |
258.05 |
258.05 |
unch |
3 |
252 |
+3 |
Total Volume and Open Interest |
917 |
8,903 |
-19 |
Copper(CMX) |
May04 |
040506 |
125.10 |
125.50 |
123.00 |
123.85 |
-0.80 |
319 |
4,323 |
-636 |
Jul04 |
040506 |
125.10 |
125.20 |
122.60 |
123.70 |
-0.50 |
6,264 |
37,977 |
+216 |
Sep04 |
040506 |
122.20 |
122.20 |
120.00 |
121.05 |
-0.15 |
705 |
5,610 |
+220 |
Dec04 |
040506 |
118.20 |
118.20 |
115.60 |
117.20 |
+0.20 |
238 |
9,997 |
-59 |
Mar05 |
040506 |
113.00 |
113.00 |
113.00 |
113.00 |
+0.25 |
39 |
1,015 |
+9 |
Total Volume and Open Interest |
7,893 |
65,282 |
-156 |
DJIA Index(CBOT) |
Jun04 |
040506 |
10254 |
10276 |
10155 |
10222 |
-83 |
6,572 |
43,061 |
-394 |
Sep04 |
040506 |
10245 |
10245 |
10145 |
10203 |
-83 |
33 |
696 |
+27 |
Dec04 |
040506 |
10193 |
10193 |
10193 |
10193 |
-83 |
0 |
12 |
+0 |
Total Volume and Open Interest |
6,605 |
43,769 |
-367 |
S & P 500(CME) |
Jun04 |
040506 |
1114.70 |
1118.50 |
1104.80 |
1113.00 |
-9.00 |
32,673 |
558,056 |
-3,958 |
Sep04 |
040506 |
1113.50 |
1113.50 |
1111.20 |
1112.10 |
-9.00 |
1,670 |
23,487 |
+1,498 |
Dec04 |
040506 |
1112.50 |
1112.50 |
1111.80 |
1111.80 |
-9.00 |
0 |
2,738 |
+0 |
Mar05 |
040506 |
1112.90 |
1112.90 |
1112.90 |
1112.90 |
-9.00 |
0 |
200 |
+0 |
Total Volume and Open Interest |
34,351 |
584,654 |
-2,460 |
S & P 500 E-Mini(Globex) |
Jun04 |
040506 |
1122.00 |
1122.25 |
1104.75 |
1113.00 |
-9.00 |
665,017 |
559,833 |
+8,839 |
Sep04 |
040506 |
1116.75 |
1116.75 |
1105.00 |
1112.00 |
-9.00 |
83 |
1,344 |
-16 |
Total Volume and Open Interest |
665,100 |
561,177 |
+8,823 |
NASDAQ 100(CME) |
Jun04 |
040506 |
1418.00 |
1426.00 |
1403.50 |
1419.00 |
-13.00 |
11,066 |
80,375 |
-82 |
Sep04 |
040506 |
1422.50 |
1422.50 |
1422.50 |
1422.50 |
-12.00 |
0 |
15 |
-12 |
Dec04 |
040506 |
1426.00 |
1426.00 |
1426.00 |
1426.00 |
-11.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,066 |
80,394 |
-94 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun04 |
040506 |
1432.5 |
1433.5 |
1403.5 |
1419.0 |
-13.0 |
308,423 |
280,968 |
-11,242 |
Sep04 |
040506 |
1424.5 |
1429.0 |
1409.0 |
1422.5 |
-12.0 |
412 |
874 |
+192 |
Total Volume and Open Interest |
308,835 |
281,842 |
-11,050 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Jun04 |
040506 |
590.50 |
590.50 |
581.25 |
585.15 |
-8.70 |
429 |
15,239 |
-28 |
Sep04 |
040506 |
585.15 |
585.15 |
585.15 |
585.15 |
-8.70 |
|
|
|
Dec04 |
040506 |
585.15 |
585.15 |
585.15 |
585.15 |
-8.70 |
|
|
|
Total Volume and Open Interest |
429 |
15,239 |
-28 |
Russell 2000(CME) |
Jun04 |
040506 |
565.75 |
565.75 |
553.75 |
560.00 |
-9.25 |
725 |
28,015 |
+2 |
Sep04 |
040506 |
560.00 |
560.00 |
560.00 |
560.00 |
-9.25 |
0 |
1 |
+0 |
Dec04 |
040506 |
560.00 |
560.00 |
560.00 |
560.00 |
-9.25 |
|
|
|
Total Volume and Open Interest |
725 |
28,016 |
+2 |
Value Line(KCBT) |
Jun04 |
040506 |
1554.00 |
1557.00 |
1546.00 |
1557.00 |
-19.00 |
4 |
50 |
+3 |
Total Volume and Open Interest |
5 |
51 |
+4 |
Nikkei 225(CME) |
Jun04 |
040506 |
11510 |
11540 |
11430 |
11520 |
-250 |
3,603 |
41,539 |
-145 |
Sep04 |
040506 |
11505 |
11520 |
11450 |
11520 |
-250 |
0 |
78 |
+0 |
Total Volume and Open Interest |
3,603 |
41,620 |
-145 |
Nikkei 225(SIMEX) |
Jun04 |
040506 |
11740 |
11790 |
11525 |
11530 |
-155 |
29,149 |
0 |
+0 |
Sep04 |
040506 |
11525 |
11525 |
11525 |
11525 |
-155 |
|
|
|
Dec04 |
040506 |
11500 |
11500 |
11500 |
11500 |
-155 |
|
|
|
Total Volume and Open Interest |
29,149 |
|
|
CAC 40(MATIF) |
May04 |
040506 |
3679.0 |
3683.5 |
3590.0 |
3612.5 |
-76.5 |
63,149 |
300,831 |
+21,008 |
Jun04 |
040506 |
3663.0 |
3663.0 |
3580.0 |
3600.0 |
-77.0 |
2,880 |
171,530 |
-695 |
Jul04 |
040506 |
3605.5 |
3605.5 |
3605.5 |
3605.5 |
-77.0 |
|
|
|
Total Volume and Open Interest |
61,120 |
490,335 |
+20,313 |
DAX Index(EUREX) |
Jun04 |
040506 |
4008.5 |
4023.5 |
3888.5 |
3892.0 |
-144.0 |
115,541 |
201,657 |
+1,316 |
Sep04 |
040506 |
4032.0 |
4035.5 |
3910.0 |
3912.5 |
-144.0 |
179 |
8,847 |
+119 |
Dec04 |
040506 |
4062.0 |
4062.0 |
3934.0 |
3934.0 |
-145.0 |
116 |
1,783 |
+79 |
Total Volume and Open Interest |
115,836 |
212,287 |
+1,514 |
FT-SE 100(LIFFE) |
Jun04 |
040506 |
4555.50 |
4570.00 |
4513.50 |
4519.50 |
-51.50 |
74,017 |
409,554 |
-8,476 |
Sep04 |
040506 |
4567.00 |
4567.00 |
4525.50 |
4529.50 |
-51.50 |
5 |
19,128 |
+0 |
Dec04 |
040506 |
4564.00 |
4564.00 |
4560.00 |
4560.00 |
-51.50 |
0 |
20,123 |
+0 |
Total Volume and Open Interest |
74,022 |
449,305 |
-8,476 |
SPI 200(SFE) |
Jun04 |
040506 |
3406.0 |
3410.0 |
3382.0 |
3398.0 |
-7.0 |
12,883 |
156,799 |
+1,907 |
Sep04 |
040506 |
3405.0 |
3406.0 |
3394.0 |
3406.0 |
-7.0 |
59 |
3,658 |
+19 |
Dec04 |
040506 |
3421.0 |
3421.0 |
3421.0 |
3421.0 |
-7.0 |
18 |
2,491 |
-18 |
Total Volume and Open Interest |
13,053 |
164,317 |
+1,839 |
GSCI(CME) |
May04 |
040506 |
304.45 |
304.70 |
300.85 |
300.85 |
-2.35 |
126 |
16,050 |
+4 |
Jun04 |
040506 |
302.10 |
302.10 |
300.20 |
300.20 |
-1.80 |
43 |
448 |
+25 |
Jul04 |
040506 |
296.50 |
296.50 |
296.50 |
296.50 |
-1.00 |
25 |
75 |
+25 |
Total Volume and Open Interest |
194 |
16,573 |
+54 |
Reuters CRB Index(NYBOT) |
Jun04 |
040506 |
276.75 |
276.75 |
271.50 |
271.75 |
-4.50 |
32 |
375 |
+4 |
Aug04 |
040506 |
271.50 |
271.50 |
269.25 |
269.25 |
-4.50 |
8 |
71 |
-2 |
Nov04 |
040506 |
270.50 |
270.50 |
270.50 |
270.50 |
-4.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
40 |
451 |
+2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|