|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu May 20, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040520 |
895.00 |
898.00 |
863.00 |
869.00 |
-38.50 |
59,432 |
113,480 |
-5,308 |
| Aug04 |
040520 |
842.00 |
843.00 |
811.00 |
816.00 |
-33.50 |
7,438 |
19,894 |
-625 |
| Sep04 |
040520 |
754.00 |
754.00 |
731.00 |
732.50 |
-26.50 |
2,394 |
10,083 |
+33 |
| Nov04 |
040520 |
703.00 |
704.00 |
680.00 |
683.00 |
-24.00 |
14,360 |
56,851 |
+1,000 |
| Jan05 |
040520 |
703.00 |
703.00 |
685.00 |
685.50 |
-21.50 |
833 |
4,334 |
+189 |
| Mar05 |
040520 |
700.00 |
700.00 |
679.00 |
683.00 |
-22.00 |
84 |
2,956 |
-35 |
| May05 |
040520 |
685.00 |
685.00 |
676.00 |
676.00 |
-20.00 |
214 |
1,734 |
+49 |
| Total Volume and Open Interest |
84,791 |
210,729 |
-4,687 |
| Soybean Meal(CBOT) |
| Jul04 |
040520 |
291.80 |
292.00 |
280.00 |
282.30 |
-11.90 |
19,544 |
62,769 |
-1,606 |
| Aug04 |
040520 |
277.50 |
277.50 |
265.50 |
265.80 |
-13.40 |
6,603 |
24,555 |
-657 |
| Sep04 |
040520 |
258.00 |
258.00 |
247.00 |
247.50 |
-11.00 |
2,201 |
16,226 |
-56 |
| Oct04 |
040520 |
229.00 |
229.00 |
222.00 |
223.00 |
-7.00 |
1,301 |
13,180 |
-307 |
| Dec04 |
040520 |
224.00 |
224.50 |
216.50 |
218.20 |
-7.00 |
7,935 |
29,759 |
+751 |
| Jan05 |
040520 |
222.50 |
222.50 |
215.00 |
216.30 |
-6.20 |
327 |
3,701 |
+64 |
| Mar05 |
040520 |
220.00 |
220.00 |
212.50 |
214.50 |
-5.70 |
119 |
3,823 |
+52 |
| May05 |
040520 |
218.00 |
218.00 |
212.00 |
212.80 |
-5.40 |
179 |
1,354 |
+36 |
| Total Volume and Open Interest |
38,436 |
158,573 |
-1,739 |
| Soybean Oil(CBOT) |
| Jul04 |
040520 |
29.60 |
29.60 |
28.50 |
28.65 |
-1.10 |
16,289 |
58,270 |
-2,206 |
| Aug04 |
040520 |
28.91 |
28.95 |
27.90 |
27.99 |
-1.08 |
3,848 |
18,866 |
+274 |
| Sep04 |
040520 |
28.05 |
28.15 |
27.25 |
27.30 |
-0.92 |
2,984 |
15,984 |
+1,016 |
| Oct04 |
040520 |
26.25 |
26.33 |
25.65 |
25.80 |
-0.55 |
671 |
9,836 |
+354 |
| Dec04 |
040520 |
25.40 |
25.45 |
24.85 |
24.90 |
-0.56 |
7,231 |
24,259 |
-1,324 |
| Jan05 |
040520 |
25.30 |
25.30 |
24.70 |
24.80 |
-0.57 |
1,351 |
4,562 |
+109 |
| Mar05 |
040520 |
25.30 |
25.35 |
24.85 |
24.85 |
-0.52 |
1,140 |
2,597 |
+135 |
| May05 |
040520 |
25.30 |
25.30 |
24.75 |
24.75 |
-0.57 |
799 |
874 |
+227 |
| Total Volume and Open Interest |
34,560 |
137,401 |
-1,180 |
| Canola(WCE) |
| May04 |
040514 |
373.0 |
373.0 |
373.0 |
373.0 |
-20.6 |
18 |
4 |
-14 |
| Jul04 |
040520 |
374.0 |
374.0 |
368.5 |
371.7 |
-3.0 |
3,444 |
30,567 |
-381 |
| Sep04 |
040520 |
365.0 |
365.0 |
365.0 |
365.0 |
-3.3 |
0 |
50 |
+0 |
| Nov04 |
040520 |
373.5 |
373.5 |
366.5 |
369.4 |
-5.0 |
2,089 |
36,045 |
+312 |
| Jan05 |
040520 |
371.8 |
371.8 |
371.8 |
371.8 |
-7.1 |
21 |
1,291 |
+15 |
| Total Volume and Open Interest |
5,654 |
68,721 |
+36 |
| Corn(CBOT) |
| Jul04 |
040520 |
296.00 |
297.25 |
289.00 |
292.25 |
-6.25 |
21,036 |
230,102 |
-2,607 |
| Sep04 |
040520 |
291.00 |
291.50 |
283.50 |
285.50 |
-7.25 |
3,050 |
48,081 |
-411 |
| Dec04 |
040520 |
286.50 |
288.50 |
279.50 |
282.50 |
-7.25 |
33,485 |
300,467 |
-648 |
| Mar05 |
040520 |
291.50 |
292.50 |
284.50 |
286.75 |
-7.50 |
1,117 |
24,445 |
+168 |
| May05 |
040520 |
295.00 |
296.00 |
289.00 |
290.50 |
-7.50 |
170 |
6,363 |
-13 |
| Jul05 |
040520 |
295.75 |
295.75 |
288.00 |
289.50 |
-7.25 |
148 |
7,663 |
-38 |
| Total Volume and Open Interest |
59,326 |
628,336 |
-3,484 |
| Wheat(CBOT) |
| Jul04 |
040520 |
375.00 |
377.00 |
365.00 |
370.25 |
-6.75 |
17,711 |
89,674 |
-2,194 |
| Sep04 |
040520 |
382.00 |
383.50 |
372.50 |
377.50 |
-6.50 |
3,061 |
11,723 |
+692 |
| Dec04 |
040520 |
392.50 |
394.00 |
382.50 |
387.75 |
-6.25 |
2,716 |
15,010 |
-734 |
| Mar05 |
040520 |
391.00 |
395.00 |
389.00 |
395.00 |
-5.25 |
139 |
2,935 |
+15 |
| May05 |
040520 |
391.00 |
391.00 |
391.00 |
391.00 |
-4.00 |
1 |
73 |
+1 |
| Total Volume and Open Interest |
23,743 |
120,726 |
-2,152 |
| Wheat(KCBT) |
| May04 |
040519 |
387.50 |
387.50 |
387.50 |
387.50 |
+1.50 |
4 |
2 |
-16 |
| Jul04 |
040520 |
391.00 |
392.50 |
383.00 |
387.50 |
-4.25 |
5,345 |
38,604 |
-417 |
| Sep04 |
040520 |
396.25 |
397.50 |
388.00 |
392.75 |
-4.50 |
2,842 |
8,561 |
+682 |
| Dec04 |
040520 |
405.50 |
407.00 |
396.00 |
399.25 |
-5.75 |
1,916 |
9,368 |
+12 |
| Mar05 |
040520 |
403.00 |
404.00 |
403.00 |
404.00 |
-7.00 |
136 |
523 |
+85 |
| Total Volume and Open Interest |
10,322 |
57,491 |
+441 |
| Wheat(MGE) |
| May04 |
040519 |
412.00 |
412.00 |
412.00 |
412.00 |
unch |
|
|
|
| Jul04 |
040520 |
409.75 |
412.00 |
402.00 |
406.50 |
-4.25 |
1,903 |
15,741 |
-386 |
| Sep04 |
040520 |
412.50 |
413.50 |
405.00 |
409.00 |
-5.50 |
3,163 |
8,758 |
+625 |
| Dec04 |
040520 |
418.00 |
419.50 |
411.00 |
414.50 |
-5.00 |
1,668 |
9,929 |
-400 |
| Mar05 |
040520 |
416.50 |
416.50 |
416.50 |
416.50 |
-5.50 |
21 |
398 |
+20 |
| Total Volume and Open Interest |
6,755 |
34,898 |
-141 |
| Oats(CBOT) |
| Jul04 |
040520 |
150.75 |
151.75 |
143.50 |
144.25 |
-5.75 |
1,515 |
5,933 |
+27 |
| Sep04 |
040520 |
157.50 |
157.50 |
149.50 |
150.00 |
-5.50 |
279 |
1,458 |
+57 |
| Dec04 |
040520 |
164.50 |
164.50 |
156.00 |
157.00 |
-5.50 |
587 |
3,942 |
+16 |
| Mar05 |
040520 |
165.00 |
165.00 |
165.00 |
165.00 |
-5.00 |
5 |
91 |
-5 |
| Total Volume and Open Interest |
2,396 |
11,434 |
+100 |
| Rough Rice(CBOT) |
| May04 |
040519 |
10.38 |
10.48 |
10.30 |
10.48 |
+0.07 |
28 |
40 |
-29 |
| Jul04 |
040520 |
10.48 |
10.51 |
10.35 |
10.35 |
-0.13 |
394 |
3,924 |
+42 |
| Sep04 |
040520 |
9.20 |
9.20 |
9.18 |
9.18 |
-0.15 |
15 |
459 |
+4 |
| Nov04 |
040520 |
9.20 |
9.20 |
9.03 |
9.03 |
-0.17 |
39 |
1,091 |
+32 |
| Total Volume and Open Interest |
572 |
5,797 |
+139 |
| Live Cattle(CME) |
| Jun04 |
040520 |
82.800 |
83.300 |
82.150 |
82.975 |
+0.125 |
10,530 |
34,992 |
-2,375 |
| Aug04 |
040520 |
85.300 |
85.600 |
84.350 |
85.125 |
unch |
7,941 |
54,662 |
+2,046 |
| Oct04 |
040520 |
85.700 |
86.500 |
85.150 |
86.400 |
+0.750 |
1,932 |
19,296 |
+110 |
| Dec04 |
040520 |
85.650 |
86.550 |
85.400 |
86.350 |
+0.650 |
1,915 |
10,330 |
+284 |
| Feb05 |
040520 |
85.750 |
86.500 |
85.550 |
86.450 |
+0.575 |
782 |
5,006 |
+473 |
| Apr05 |
040520 |
84.350 |
84.850 |
84.300 |
84.600 |
+0.150 |
182 |
1,262 |
+116 |
| Total Volume and Open Interest |
23,402 |
125,761 |
+755 |
| Feeder Cattle(CME) |
| May04 |
040520 |
103.700 |
104.000 |
103.250 |
103.900 |
-0.275 |
319 |
1,745 |
-98 |
| Aug04 |
040520 |
103.000 |
104.350 |
102.050 |
104.250 |
+1.325 |
1,444 |
11,046 |
-49 |
| Sep04 |
040520 |
101.350 |
102.950 |
100.850 |
102.875 |
+1.425 |
326 |
962 |
+81 |
| Oct04 |
040520 |
100.750 |
102.400 |
100.250 |
102.300 |
+1.500 |
300 |
1,486 |
+64 |
| Nov04 |
040520 |
99.700 |
101.300 |
99.450 |
101.300 |
+1.325 |
165 |
494 |
+85 |
| Jan05 |
040520 |
96.000 |
97.700 |
95.700 |
97.700 |
+1.100 |
50 |
157 |
+34 |
| Mar05 |
040520 |
94.000 |
94.000 |
94.000 |
94.000 |
+1.000 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
2,604 |
15,907 |
+117 |
| Lean Hogs(CME) |
| Jun04 |
040520 |
74.300 |
74.900 |
74.000 |
74.150 |
-0.900 |
7,124 |
23,078 |
-1,998 |
| Jul04 |
040520 |
74.700 |
75.100 |
73.725 |
73.925 |
-0.875 |
6,870 |
33,107 |
+2,423 |
| Aug04 |
040520 |
73.450 |
73.500 |
72.750 |
72.975 |
-0.725 |
1,676 |
9,815 |
+506 |
| Oct04 |
040520 |
61.550 |
61.950 |
61.250 |
61.825 |
+0.025 |
792 |
7,452 |
+301 |
| Dec04 |
040520 |
58.500 |
58.675 |
58.100 |
58.175 |
-0.625 |
459 |
4,763 |
+176 |
| Feb05 |
040520 |
59.000 |
59.300 |
58.900 |
59.200 |
-0.275 |
78 |
723 |
+16 |
| Apr05 |
040520 |
59.550 |
59.550 |
59.300 |
59.300 |
-0.250 |
60 |
345 |
+15 |
| May05 |
040520 |
62.100 |
62.100 |
62.100 |
62.100 |
-0.075 |
2 |
39 |
+1 |
| Total Volume and Open Interest |
17,063 |
79,326 |
+1,441 |
| Pork Bellies(CME) |
| May04 |
040520 |
119.000 |
122.600 |
118.000 |
120.850 |
+1.825 |
22 |
206 |
-35 |
| Jul04 |
040520 |
110.850 |
113.150 |
110.400 |
111.500 |
+0.325 |
806 |
2,905 |
-159 |
| Aug04 |
040520 |
106.300 |
108.350 |
105.900 |
105.900 |
-0.150 |
183 |
562 |
-58 |
| Feb05 |
040520 |
95.000 |
96.000 |
94.800 |
96.000 |
+1.000 |
5 |
11 |
+2 |
| Mar05 |
040520 |
93.025 |
93.025 |
93.025 |
93.025 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,016 |
3,686 |
-250 |
| Class III Milk(CME) |
| May04 |
040520 |
20.55 |
20.60 |
20.55 |
20.60 |
+0.01 |
15 |
8,229 |
+2 |
| Jun04 |
040520 |
16.50 |
16.68 |
16.26 |
16.60 |
+0.05 |
449 |
5,964 |
+47 |
| Jul04 |
040520 |
14.69 |
14.69 |
14.45 |
14.49 |
-0.20 |
175 |
4,644 |
+79 |
| Aug04 |
040520 |
14.65 |
14.65 |
14.45 |
14.45 |
-0.20 |
77 |
4,167 |
-6 |
| Sep04 |
040520 |
14.45 |
14.45 |
14.30 |
14.30 |
-0.20 |
43 |
3,833 |
-26 |
| Total Volume and Open Interest |
823 |
35,082 |
+120 |
| Cocoa(NYBOT) |
| Jul04 |
040520 |
1340 |
1430 |
1339 |
1416 |
+89 |
4,916 |
49,695 |
+543 |
| Sep04 |
040520 |
1354 |
1433 |
1351 |
1422 |
+88 |
570 |
16,815 |
+256 |
| Dec04 |
040520 |
1369 |
1435 |
1366 |
1435 |
+88 |
337 |
12,578 |
-24 |
| Mar05 |
040520 |
1384 |
1452 |
1382 |
1452 |
+88 |
25 |
9,325 |
+25 |
| May05 |
040520 |
1467 |
1467 |
1467 |
1467 |
+86 |
0 |
11,345 |
+0 |
| Jul05 |
040520 |
1500 |
1500 |
1483 |
1483 |
+86 |
284 |
9,766 |
+0 |
| Sep05 |
040520 |
1492 |
1492 |
1492 |
1492 |
+88 |
155 |
4,509 |
+15 |
| Total Volume and Open Interest |
6,287 |
114,135 |
+815 |
| Coffee "C"(NYBOT) |
| May04 |
040519 |
68.00 |
70.25 |
68.00 |
70.75 |
unch |
22 |
18 |
-36 |
| Jul04 |
040520 |
72.60 |
73.30 |
71.00 |
71.50 |
-1.45 |
10,672 |
60,999 |
-623 |
| Sep04 |
040520 |
74.90 |
75.35 |
73.40 |
73.75 |
-1.35 |
3,242 |
18,478 |
+24 |
| Dec04 |
040520 |
77.75 |
78.25 |
76.50 |
76.55 |
-1.30 |
987 |
7,953 |
-660 |
| Mar05 |
040520 |
79.25 |
79.25 |
79.25 |
79.25 |
-1.30 |
395 |
4,714 |
-52 |
| May05 |
040520 |
80.75 |
80.80 |
80.75 |
80.80 |
-1.20 |
31 |
703 |
-5 |
| Total Volume and Open Interest |
15,392 |
94,105 |
-1,269 |
| Orange Juice(NYBOT) |
| Jul04 |
040520 |
55.40 |
55.70 |
54.50 |
54.65 |
-0.15 |
1,383 |
22,668 |
-122 |
| Sep04 |
040520 |
57.40 |
57.80 |
56.75 |
57.05 |
+0.10 |
251 |
4,002 |
+133 |
| Nov04 |
040520 |
59.50 |
59.50 |
58.80 |
59.00 |
+0.50 |
46 |
2,661 |
+36 |
| Jan05 |
040520 |
61.00 |
61.30 |
61.00 |
61.30 |
-0.20 |
107 |
1,011 |
+28 |
| Mar05 |
040520 |
64.50 |
64.60 |
64.00 |
64.00 |
-0.50 |
46 |
1,495 |
+46 |
| Total Volume and Open Interest |
1,842 |
34,044 |
+129 |
| Sugar #11(NYBOT) |
| Jul04 |
040520 |
6.53 |
6.58 |
6.45 |
6.49 |
-0.04 |
10,425 |
134,108 |
+924 |
| Oct04 |
040520 |
6.82 |
6.88 |
6.78 |
6.81 |
-0.03 |
3,099 |
60,416 |
+254 |
| Mar05 |
040520 |
7.15 |
7.21 |
7.13 |
7.15 |
-0.02 |
1,715 |
36,274 |
-57 |
| May05 |
040520 |
7.06 |
7.10 |
7.05 |
7.05 |
-0.02 |
715 |
13,403 |
+258 |
| Jul05 |
040520 |
6.91 |
6.94 |
6.90 |
6.90 |
-0.02 |
358 |
9,021 |
-27 |
| Total Volume and Open Interest |
16,593 |
262,265 |
+1,362 |
| London Cocoa(LCE) |
| May04 |
040513 |
787 |
787 |
772 |
775 |
-6 |
1,328 |
292 |
-571 |
| Jul04 |
040520 |
792 |
851 |
791 |
835 |
+45 |
2,205 |
49,370 |
+266 |
| Sep04 |
040520 |
810 |
861 |
804 |
846 |
+44 |
1,102 |
25,114 |
+305 |
| Dec04 |
040520 |
827 |
876 |
827 |
866 |
+42 |
436 |
43,174 |
-13 |
| Mar05 |
040520 |
850 |
896 |
847 |
884 |
+40 |
771 |
25,434 |
+342 |
| May05 |
040520 |
869 |
903 |
867 |
896 |
+40 |
53 |
9,462 |
+52 |
| Jul05 |
040520 |
878 |
915 |
872 |
909 |
+41 |
265 |
9,130 |
+73 |
| Total Volume and Open Interest |
4,893 |
174,656 |
+1,051 |
| London Coffee(LCE) |
| May04 |
040520 |
695.00 |
695.00 |
684.00 |
684.00 |
-7.00 |
42 |
420 |
+2 |
| Jul04 |
040520 |
717.00 |
718.00 |
707.00 |
708.00 |
-9.00 |
4,600 |
82,181 |
-1,106 |
| Sep04 |
040520 |
733.00 |
733.00 |
723.00 |
724.00 |
-9.00 |
1,297 |
37,768 |
+358 |
| Nov04 |
040520 |
748.00 |
748.00 |
738.00 |
740.00 |
-8.00 |
245 |
19,283 |
+13 |
| Jan05 |
040520 |
756.00 |
756.00 |
754.00 |
755.00 |
-9.00 |
75 |
13,953 |
-40 |
| Mar05 |
040520 |
769.00 |
769.00 |
769.00 |
769.00 |
-9.00 |
404 |
8,501 |
+315 |
| Total Volume and Open Interest |
6,913 |
165,871 |
-208 |
| London Sugar(LCE) |
| May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
| Aug04 |
040520 |
218.00 |
218.00 |
216.00 |
216.50 |
-2.00 |
1,666 |
23,562 |
-270 |
| Oct04 |
040520 |
220.70 |
221.00 |
220.20 |
220.80 |
-1.40 |
549 |
10,916 |
+80 |
| Dec04 |
040520 |
225.40 |
225.40 |
224.30 |
225.30 |
-0.90 |
131 |
4,923 |
+121 |
| Mar05 |
040520 |
227.50 |
229.00 |
227.50 |
228.50 |
-0.60 |
271 |
8,540 |
+7 |
| Total Volume and Open Interest |
2,963 |
56,033 |
+194 |
| Cotton(NYBOT) |
| Jul04 |
040520 |
63.60 |
64.50 |
63.20 |
63.54 |
-0.43 |
6,330 |
44,959 |
-613 |
| Oct04 |
040520 |
61.90 |
62.30 |
61.00 |
61.10 |
-0.40 |
150 |
1,469 |
-2 |
| Dec04 |
040520 |
60.60 |
60.90 |
59.85 |
60.08 |
-0.52 |
4,849 |
27,116 |
+965 |
| Mar05 |
040520 |
62.25 |
62.25 |
62.00 |
62.00 |
-0.68 |
708 |
5,521 |
+115 |
| May05 |
040520 |
63.05 |
63.05 |
62.80 |
62.80 |
-0.70 |
289 |
1,011 |
+19 |
| Jul05 |
040520 |
63.60 |
63.60 |
63.60 |
63.60 |
-0.70 |
15 |
749 |
-15 |
| Total Volume and Open Interest |
12,378 |
81,350 |
+486 |
| Lumber(CME) |
| Jul04 |
040520 |
397.0 |
403.7 |
393.8 |
396.6 |
-4.2 |
792 |
4,029 |
-22 |
| Sep04 |
040520 |
374.1 |
378.0 |
366.0 |
371.4 |
-2.7 |
135 |
909 |
+10 |
| Nov04 |
040520 |
348.5 |
350.6 |
345.0 |
345.5 |
-3.8 |
20 |
380 |
+1 |
| Jan05 |
040520 |
342.9 |
343.0 |
339.1 |
339.1 |
-6.0 |
3 |
38 |
+2 |
| Total Volume and Open Interest |
950 |
5,356 |
-9 |
| Crude Oil(NYM) |
| Jun04 |
040520 |
41.35 |
41.60 |
40.75 |
40.92 |
-0.58 |
81,705 |
24,776 |
-24,842 |
| Jul04 |
040520 |
41.46 |
41.65 |
40.60 |
40.80 |
-0.72 |
148,178 |
237,586 |
+18,653 |
| Aug04 |
040520 |
41.00 |
41.20 |
40.25 |
40.40 |
-0.60 |
28,337 |
59,096 |
+3,437 |
| Sep04 |
040520 |
40.30 |
40.50 |
39.70 |
39.79 |
-0.55 |
11,770 |
49,257 |
+890 |
| Oct04 |
040520 |
39.67 |
39.75 |
39.18 |
39.18 |
-0.51 |
5,417 |
32,705 |
+153 |
| Nov04 |
040520 |
39.00 |
39.00 |
38.57 |
38.57 |
-0.49 |
1,810 |
22,378 |
-21 |
| Dec04 |
040520 |
38.50 |
38.60 |
38.00 |
38.01 |
-0.49 |
12,097 |
65,644 |
+1,314 |
| Jan05 |
040520 |
37.95 |
37.95 |
37.42 |
37.42 |
-0.46 |
2,683 |
19,133 |
+382 |
| Feb05 |
040520 |
37.20 |
37.20 |
36.87 |
36.87 |
-0.45 |
1,470 |
12,162 |
+352 |
| Mar05 |
040520 |
36.75 |
36.75 |
36.41 |
36.41 |
-0.44 |
1,027 |
11,542 |
+239 |
| Apr05 |
040520 |
36.25 |
36.25 |
35.98 |
35.98 |
-0.43 |
100 |
6,660 |
+0 |
| May05 |
040520 |
35.90 |
35.95 |
35.56 |
35.56 |
-0.42 |
0 |
3,558 |
+0 |
| Jun05 |
040520 |
35.50 |
35.55 |
35.17 |
35.17 |
-0.41 |
1,691 |
20,648 |
-140 |
| Jul05 |
040520 |
35.30 |
35.30 |
34.89 |
34.89 |
-0.40 |
112 |
5,141 |
-47 |
| Aug05 |
040520 |
34.85 |
34.85 |
34.62 |
34.62 |
-0.40 |
0 |
3,360 |
+0 |
| Sep05 |
040520 |
34.60 |
34.60 |
34.35 |
34.35 |
-0.40 |
125 |
6,199 |
-25 |
| Total Volume and Open Interest |
304,235 |
721,921 |
+1,578 |
| Heating Oil(NYM) |
| Jun04 |
040520 |
104.60 |
104.90 |
102.25 |
102.71 |
-2.14 |
24,767 |
33,023 |
-2,302 |
| Jul04 |
040520 |
104.30 |
104.70 |
102.30 |
102.64 |
-2.01 |
18,504 |
56,224 |
+5,175 |
| Aug04 |
040520 |
104.20 |
104.60 |
102.55 |
102.74 |
-1.81 |
2,543 |
15,340 |
+385 |
| Sep04 |
040520 |
104.40 |
104.40 |
103.19 |
103.19 |
-1.66 |
1,250 |
11,656 |
+258 |
| Oct04 |
040520 |
105.00 |
105.00 |
103.50 |
103.64 |
-1.61 |
426 |
7,851 |
+43 |
| Nov04 |
040520 |
105.50 |
105.50 |
104.14 |
104.14 |
-1.56 |
615 |
6,901 |
+201 |
| Dec04 |
040520 |
105.30 |
106.20 |
104.64 |
104.64 |
-1.51 |
2,646 |
26,769 |
+271 |
| Jan05 |
040520 |
106.25 |
106.40 |
104.74 |
104.74 |
-1.56 |
249 |
8,627 |
-38 |
| Feb05 |
040520 |
105.25 |
105.25 |
103.74 |
103.74 |
-1.51 |
247 |
4,443 |
+71 |
| Mar05 |
040520 |
102.05 |
102.05 |
100.64 |
100.64 |
-1.41 |
380 |
7,264 |
+99 |
| Apr05 |
040520 |
98.50 |
98.50 |
97.04 |
97.04 |
-1.46 |
52 |
956 |
+1 |
| May05 |
040520 |
93.54 |
93.54 |
93.54 |
93.54 |
-1.76 |
6 |
326 |
+0 |
| Total Volume and Open Interest |
51,966 |
180,944 |
+4,442 |
| Unleaded Gas(NYM) |
| Jun04 |
040520 |
144.80 |
147.00 |
144.30 |
145.02 |
-0.01 |
34,283 |
41,874 |
-3,195 |
| Jul04 |
040520 |
137.70 |
138.10 |
135.50 |
136.15 |
-1.57 |
25,909 |
55,550 |
+4,406 |
| Aug04 |
040520 |
131.40 |
131.90 |
129.95 |
129.95 |
-2.07 |
4,094 |
17,047 |
+406 |
| Sep04 |
040520 |
124.70 |
125.50 |
123.17 |
123.17 |
-2.35 |
3,052 |
13,661 |
-255 |
| Oct04 |
040520 |
116.70 |
117.20 |
115.17 |
115.17 |
-2.55 |
250 |
6,945 |
+84 |
| Nov04 |
040520 |
112.50 |
112.50 |
110.32 |
110.32 |
-2.70 |
117 |
3,212 |
+0 |
| Dec04 |
040520 |
109.30 |
109.30 |
106.92 |
106.92 |
-2.80 |
638 |
6,897 |
+329 |
| Jan05 |
040520 |
105.22 |
105.22 |
105.22 |
105.22 |
-2.80 |
0 |
2,676 |
+0 |
| Feb05 |
040520 |
107.00 |
107.00 |
104.62 |
104.62 |
-2.80 |
0 |
1,790 |
+0 |
| Mar05 |
040520 |
107.50 |
107.50 |
105.02 |
105.02 |
-2.80 |
0 |
1,059 |
+0 |
| Apr05 |
040520 |
111.02 |
111.02 |
111.02 |
111.02 |
-2.70 |
0 |
978 |
+0 |
| May05 |
040520 |
114.00 |
114.00 |
110.82 |
110.82 |
-2.60 |
0 |
450 |
+0 |
| Total Volume and Open Interest |
68,343 |
152,139 |
+1,775 |
| Natural Gas(NYM) |
| Jun04 |
040520 |
6.450 |
6.570 |
6.300 |
6.324 |
-0.131 |
58,730 |
36,709 |
-7,220 |
| Jul04 |
040520 |
6.540 |
6.650 |
6.390 |
6.400 |
-0.146 |
30,368 |
78,437 |
+10,494 |
| Aug04 |
040520 |
6.565 |
6.670 |
6.440 |
6.442 |
-0.141 |
4,382 |
28,115 |
+260 |
| Sep04 |
040520 |
6.530 |
6.630 |
6.410 |
6.414 |
-0.139 |
4,098 |
25,566 |
-715 |
| Oct04 |
040520 |
6.540 |
6.640 |
6.420 |
6.427 |
-0.136 |
3,287 |
27,424 |
+1,193 |
| Nov04 |
040520 |
6.700 |
6.800 |
6.590 |
6.590 |
-0.131 |
3,841 |
18,367 |
-182 |
| Dec04 |
040520 |
6.890 |
7.000 |
6.778 |
6.778 |
-0.125 |
2,486 |
19,761 |
+3 |
| Jan05 |
040520 |
7.005 |
7.080 |
6.890 |
6.908 |
-0.120 |
1,413 |
19,340 |
+327 |
| Feb05 |
040520 |
6.930 |
7.020 |
6.848 |
6.848 |
-0.115 |
696 |
12,398 |
-122 |
| Mar05 |
040520 |
6.720 |
6.750 |
6.648 |
6.648 |
-0.110 |
4,064 |
14,380 |
+142 |
| Apr05 |
040520 |
5.950 |
5.980 |
5.933 |
5.933 |
-0.045 |
1,906 |
11,837 |
-141 |
| May05 |
040520 |
5.770 |
5.810 |
5.760 |
5.763 |
-0.032 |
461 |
9,861 |
+222 |
| Jun05 |
040520 |
5.810 |
5.810 |
5.778 |
5.778 |
-0.028 |
78 |
6,469 |
+41 |
| Jul05 |
040520 |
5.800 |
5.860 |
5.800 |
5.803 |
-0.025 |
327 |
10,887 |
+185 |
| Aug05 |
040520 |
5.810 |
5.880 |
5.810 |
5.818 |
-0.028 |
744 |
6,022 |
-127 |
| Sep05 |
040520 |
5.770 |
5.830 |
5.770 |
5.780 |
-0.028 |
57 |
6,514 |
+0 |
| Total Volume and Open Interest |
117,699 |
390,511 |
+4,721 |
| Brent Crude Oil(IPE) |
| Jul04 |
040520 |
38.10 |
38.16 |
37.25 |
37.26 |
-0.64 |
49,387 |
92,172 |
+1,024 |
| Aug04 |
040520 |
37.67 |
37.69 |
36.84 |
36.84 |
-0.64 |
14,384 |
77,851 |
+3,055 |
| Sep04 |
040520 |
37.15 |
37.20 |
36.38 |
36.38 |
-0.63 |
5,023 |
22,072 |
+381 |
| Oct04 |
040520 |
36.65 |
36.65 |
35.92 |
35.92 |
-0.60 |
1,805 |
12,783 |
-326 |
| Nov04 |
040520 |
36.13 |
36.13 |
35.45 |
35.45 |
-0.58 |
815 |
10,279 |
+11 |
| Dec04 |
040520 |
35.60 |
35.66 |
34.96 |
34.96 |
-0.57 |
3,079 |
33,591 |
-141 |
| Jan05 |
040520 |
35.05 |
35.10 |
34.47 |
34.47 |
-0.55 |
450 |
12,670 |
-50 |
| Feb05 |
040520 |
34.56 |
34.56 |
34.00 |
34.00 |
-0.50 |
1,137 |
5,104 |
+624 |
| Mar05 |
040520 |
34.11 |
34.11 |
33.55 |
33.55 |
-0.49 |
350 |
6,661 |
+150 |
| Apr05 |
040520 |
33.14 |
33.14 |
33.14 |
33.14 |
-0.47 |
250 |
6,395 |
+0 |
| May05 |
040520 |
32.76 |
32.76 |
32.76 |
32.76 |
-0.44 |
0 |
1,318 |
+0 |
| Jun05 |
040520 |
32.88 |
32.90 |
32.40 |
32.40 |
-0.39 |
750 |
16,814 |
-534 |
| Total Volume and Open Interest |
79,645 |
343,454 |
+2,254 |
| Gas Oil(IPE) |
| Jun04 |
040520 |
328.25 |
329.50 |
325.50 |
325.75 |
-0.75 |
15,802 |
48,315 |
+423 |
| Jul04 |
040520 |
321.75 |
323.00 |
319.00 |
319.25 |
-0.75 |
7,597 |
39,481 |
+747 |
| Aug04 |
040520 |
319.00 |
320.50 |
316.25 |
316.50 |
-0.75 |
1,527 |
14,578 |
-610 |
| Sep04 |
040520 |
317.00 |
318.25 |
315.00 |
315.00 |
-0.75 |
549 |
11,148 |
-646 |
| Oct04 |
040520 |
314.75 |
316.50 |
313.00 |
313.00 |
-1.00 |
853 |
9,069 |
+10 |
| Nov04 |
040520 |
313.00 |
313.50 |
310.25 |
310.25 |
-1.00 |
0 |
4,852 |
+0 |
| Dec04 |
040520 |
310.50 |
310.50 |
306.75 |
306.75 |
-1.25 |
2,148 |
23,065 |
+743 |
| Jan05 |
040520 |
303.25 |
303.25 |
303.25 |
303.25 |
-1.25 |
250 |
3,630 |
+0 |
| Feb05 |
040520 |
298.00 |
298.00 |
298.00 |
298.00 |
-1.50 |
0 |
1,000 |
+0 |
| Mar05 |
040520 |
292.75 |
292.75 |
291.00 |
291.00 |
-1.75 |
0 |
2,368 |
+0 |
| Total Volume and Open Interest |
29,126 |
172,263 |
+1,067 |
| US Dollar Index(NYBOT) |
| Jun04 |
040520 |
90.72 |
91.42 |
90.72 |
91.15 |
+0.49 |
1,958 |
10,882 |
-290 |
| Sep04 |
040520 |
91.06 |
91.70 |
91.06 |
91.52 |
+0.49 |
58 |
2,198 |
+25 |
| Dec04 |
040520 |
91.85 |
91.87 |
91.80 |
91.87 |
+0.49 |
4 |
30 |
-1 |
| Total Volume and Open Interest |
2,020 |
13,118 |
-266 |
| Australian Dollar(CME) |
| Jun04 |
040520 |
69.18 |
69.45 |
68.95 |
69.22 |
-0.44 |
2,001 |
37,721 |
+733 |
| Sep04 |
040520 |
68.62 |
68.63 |
68.30 |
68.53 |
-0.44 |
21 |
1,161 |
+16 |
| Dec04 |
040520 |
67.84 |
67.84 |
67.84 |
67.84 |
-0.44 |
0 |
140 |
+0 |
| Total Volume and Open Interest |
2,022 |
39,110 |
+749 |
| British Pound(CME) |
| Jun04 |
040520 |
176.69 |
177.13 |
176.55 |
176.99 |
-0.99 |
3,810 |
42,183 |
-291 |
| Sep04 |
040520 |
175.16 |
175.75 |
175.16 |
175.56 |
-0.99 |
7 |
384 |
+4 |
| Dec04 |
040520 |
174.22 |
174.22 |
174.22 |
174.22 |
-0.99 |
2 |
361 |
-1 |
| Total Volume and Open Interest |
3,819 |
42,930 |
-288 |
| Canadian Dollar(CME) |
| Jun04 |
040520 |
72.50 |
73.06 |
72.50 |
73.04 |
+0.46 |
6,824 |
76,492 |
-4,899 |
| Sep04 |
040520 |
72.38 |
72.92 |
72.38 |
72.92 |
+0.46 |
140 |
5,421 |
+28 |
| Dec04 |
040520 |
72.53 |
72.86 |
72.53 |
72.86 |
+0.46 |
27 |
3,687 |
+5 |
| Mar05 |
040520 |
72.75 |
72.81 |
72.75 |
72.81 |
+0.46 |
0 |
457 |
+0 |
| Total Volume and Open Interest |
6,991 |
86,248 |
-4,866 |
| Japanese Yen(CME) |
| Jun04 |
040520 |
88.39 |
88.70 |
88.23 |
88.65 |
-0.19 |
5,099 |
106,232 |
+1,579 |
| Sep04 |
040520 |
88.75 |
89.00 |
88.56 |
88.97 |
-0.19 |
184 |
1,031 |
+8 |
| Dec04 |
040520 |
89.45 |
89.45 |
89.39 |
89.39 |
-0.19 |
2 |
117 |
-1 |
| Total Volume and Open Interest |
5,285 |
107,385 |
+1,586 |
| Swiss Franc(CME) |
| Jun04 |
040520 |
77.63 |
77.88 |
77.45 |
77.61 |
-0.65 |
3,253 |
35,432 |
+1,093 |
| Sep04 |
040520 |
77.82 |
77.82 |
77.70 |
77.82 |
-0.65 |
119 |
472 |
+115 |
| Dec04 |
040520 |
78.04 |
78.04 |
78.04 |
78.04 |
-0.65 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
3,372 |
36,076 |
+1,208 |
| EuroFX(CME) |
| Jun04 |
040520 |
119.14 |
119.46 |
118.88 |
119.12 |
-0.94 |
8,375 |
142,900 |
-673 |
| Sep04 |
040520 |
118.84 |
119.19 |
118.75 |
118.91 |
-0.94 |
162 |
1,522 |
+108 |
| Dec04 |
040520 |
118.81 |
118.81 |
118.81 |
118.81 |
-0.94 |
5 |
436 |
+0 |
| Total Volume and Open Interest |
8,577 |
145,034 |
-540 |
| Mexican Peso(CME) |
| Jun04 |
040520 |
8597.0 |
8640.0 |
8560.0 |
8597.0 |
-43.0 |
5,450 |
64,730 |
-955 |
| Sep04 |
040520 |
8490.0 |
8490.0 |
8472.0 |
8472.0 |
-43.0 |
28 |
1,249 |
-5 |
| Total Volume and Open Interest |
5,481 |
68,274 |
-958 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040520 |
104~24 |
105~19 |
104~19 |
105~13 |
+0~30 |
232,897 |
480,282 |
-14,096 |
| Sep04 |
040520 |
103~15 |
104~09 |
103~13 |
104~03 |
+0~30 |
16,088 |
70,922 |
+8,565 |
| Dec04 |
040520 |
102~24 |
102~29 |
102~24 |
102~29 |
+0~30 |
7 |
1,489 |
+6 |
| Total Volume and Open Interest |
249,002 |
552,887 |
-5,515 |
| Municipal Bonds(CBOT) |
| Jun04 |
040520 |
99~03 |
99~26 |
99~03 |
99~25 |
+0~20 |
103 |
2,247 |
+21 |
| Sep04 |
040520 |
99~00 |
99~00 |
99~00 |
99~00 |
+0~20 |
6 |
43 |
+5 |
| Total Volume and Open Interest |
109 |
2,290 |
+26 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040520 |
108~300 |
109~125 |
108~265 |
109~085 |
+0~170 |
615,984 |
1,081,712 |
-35,461 |
| Sep04 |
040520 |
107~165 |
107~300 |
107~145 |
107~260 |
+0~170 |
51,062 |
258,668 |
+14,870 |
| Total Volume and Open Interest |
669,029 |
1,351,592 |
-20,070 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040520 |
108~305 |
109~055 |
108~300 |
109~050 |
+0~110 |
259,418 |
0 |
+0 |
| Sep04 |
040520 |
107~180 |
107~250 |
107~180 |
107~250 |
+0~110 |
14,507 |
0 |
+0 |
| Dec04 |
040520 |
106~020 |
106~020 |
106~020 |
106~020 |
+0~110 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
273,925 |
2 |
+0 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040520 |
105~110 |
105~122 |
105~110 |
105~121 |
+0~017 |
1,066 |
190,552 |
-2,333 |
| Sep04 |
040520 |
105~012 |
105~024 |
105~012 |
105~021 |
+0~021 |
530 |
5,814 |
+829 |
| Total Volume and Open Interest |
1,596 |
196,366 |
-1,504 |
| Eurodollars(CME) |
| Jun04 |
040520 |
98.543 |
98.555 |
98.543 |
98.552 |
+0.015 |
80,509 |
881,515 |
+286 |
| Sep04 |
040520 |
98.050 |
98.075 |
98.045 |
98.060 |
+0.035 |
87,265 |
872,457 |
+809 |
| Dec04 |
040520 |
97.535 |
97.570 |
97.530 |
97.555 |
+0.055 |
83,856 |
880,209 |
+10,234 |
| Mar05 |
040520 |
97.050 |
97.095 |
97.040 |
97.085 |
+0.075 |
91,100 |
645,779 |
-1,005 |
| Jun05 |
040520 |
96.600 |
96.655 |
96.595 |
96.645 |
+0.090 |
66,574 |
559,579 |
+7,549 |
| Sep05 |
040520 |
96.215 |
96.275 |
96.210 |
96.270 |
+0.095 |
53,247 |
424,647 |
-1,013 |
| Dec05 |
040520 |
95.875 |
95.940 |
95.860 |
95.935 |
+0.105 |
30,843 |
356,678 |
+1,746 |
| Mar06 |
040520 |
95.595 |
95.660 |
95.590 |
95.655 |
+0.105 |
31,861 |
263,548 |
-3,733 |
| Jun06 |
040520 |
95.345 |
95.420 |
95.345 |
95.415 |
+0.110 |
23,283 |
187,924 |
-3,946 |
| Sep06 |
040520 |
95.130 |
95.210 |
95.130 |
95.210 |
+0.120 |
14,850 |
189,702 |
+290 |
| Dec06 |
040520 |
94.925 |
95.005 |
94.925 |
95.005 |
+0.115 |
12,455 |
148,714 |
-8 |
| Mar07 |
040520 |
94.775 |
94.845 |
94.765 |
94.845 |
+0.115 |
12,558 |
117,963 |
+1,291 |
| Total Volume and Open Interest |
639,183 |
6,140,294 |
+22,203 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040520 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
0 |
12,931 |
-610 |
| Sep04 |
040520 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
46 |
6,028 |
-359 |
| Dec04 |
040520 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
300 |
8,239 |
+0 |
| Mar05 |
040520 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
359 |
6,254 |
+524 |
| Jun05 |
040520 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
0 |
4,843 |
+29 |
| Sep05 |
040520 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
2,729 |
+205 |
| Dec05 |
040520 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
10 |
954 |
+0 |
| Mar06 |
040520 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
297 |
+0 |
| Jun06 |
040520 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
652 |
+0 |
| Sep06 |
040520 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.04 |
0 |
739 |
+0 |
| Total Volume and Open Interest |
715 |
44,935 |
-211 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040520 |
99.92 |
99.93 |
99.92 |
99.92 |
unch |
816 |
72,046 |
-27 |
| Sep04 |
040520 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
213 |
38,241 |
-383 |
| Dec04 |
040520 |
99.88 |
99.89 |
99.88 |
99.89 |
+0.01 |
482 |
65,486 |
-46 |
| Mar05 |
040520 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
573 |
45,018 |
+274 |
| Jun05 |
040520 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
3,001 |
43,973 |
-1,257 |
| Sep05 |
040520 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.01 |
600 |
44,789 |
-439 |
| Dec05 |
040520 |
99.56 |
99.56 |
99.55 |
99.56 |
+0.01 |
552 |
17,135 |
+500 |
| Mar06 |
040520 |
99.45 |
99.45 |
99.44 |
99.44 |
unch |
0 |
10,753 |
-250 |
| Total Volume and Open Interest |
6,237 |
354,002 |
-1,628 |
| German Euro-Bund(EUREX) |
| Jun04 |
040520 |
112.84 |
113.03 |
112.71 |
112.94 |
+0.18 |
941,063 |
1,120,628 |
+27,711 |
| Sep04 |
040520 |
112.35 |
112.51 |
112.22 |
112.45 |
+0.19 |
10,993 |
130,249 |
+5,814 |
| Dec04 |
040520 |
111.54 |
111.54 |
111.54 |
111.54 |
+0.18 |
1,850 |
1 |
+0 |
| Total Volume and Open Interest |
953,906 |
1,250,878 |
+33,525 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040520 |
110.62 |
110.79 |
110.55 |
110.72 |
+0.14 |
676,185 |
744,646 |
+12,235 |
| Sep04 |
040520 |
109.97 |
110.06 |
109.96 |
110.06 |
+0.15 |
19,239 |
203,349 |
+14,378 |
| Dec04 |
040520 |
109.27 |
109.27 |
109.27 |
109.27 |
+0.09 |
2,719 |
1 |
+0 |
| Total Volume and Open Interest |
698,143 |
947,996 |
+26,613 |
| Long Gilt(LIFFE) |
| Jun04 |
040520 |
105~24 |
105~29 |
105~18 |
105~22 |
+0~00 |
47,574 |
218,149 |
+3,210 |
| Sep04 |
040520 |
105~12 |
105~14 |
105~09 |
105~11 |
+0~00 |
4,054 |
9,206 |
+3,305 |
| Total Volume and Open Interest |
51,628 |
227,355 |
+6,515 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040520 |
95.33 |
95.34 |
95.30 |
95.31 |
-0.03 |
114,626 |
220,085 |
-1,456 |
| Sep04 |
040520 |
94.97 |
94.98 |
94.94 |
94.96 |
-0.02 |
104,463 |
222,247 |
+14,667 |
| Dec04 |
040520 |
94.72 |
94.74 |
94.69 |
94.71 |
-0.02 |
146,288 |
238,228 |
+5,619 |
| Total Volume and Open Interest |
507,757 |
1,275,420 |
+25,259 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040520 |
97.895 |
97.900 |
97.895 |
97.900 |
+0.005 |
38,569 |
636,156 |
-76 |
| Sep04 |
040520 |
97.785 |
97.800 |
97.775 |
97.790 |
+0.010 |
80,857 |
524,558 |
+6,212 |
| Dec04 |
040520 |
97.585 |
97.605 |
97.560 |
97.590 |
+0.015 |
127,349 |
559,180 |
+13,705 |
| Total Volume and Open Interest |
550,174 |
3,087,071 |
+37,519 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040520 |
94.48 |
94.49 |
94.47 |
94.49 |
unch |
6,620 |
132,218 |
-1,992 |
| Sep04 |
040520 |
94.39 |
94.41 |
94.38 |
94.39 |
-0.01 |
14,284 |
171,827 |
-3,952 |
| Dec04 |
040520 |
94.30 |
94.31 |
94.29 |
94.29 |
-0.02 |
4,927 |
56,132 |
-2,850 |
| Mar05 |
040520 |
94.21 |
94.21 |
94.20 |
94.21 |
-0.01 |
3,762 |
40,596 |
+783 |
| Jun05 |
040520 |
94.12 |
94.13 |
94.12 |
94.12 |
-0.01 |
953 |
18,991 |
+66 |
| Sep05 |
040520 |
94.05 |
94.05 |
94.04 |
94.04 |
-0.01 |
197 |
14,298 |
+125 |
| Dec05 |
040520 |
93.96 |
93.96 |
93.96 |
93.96 |
-0.01 |
783 |
11,525 |
+426 |
| Mar06 |
040520 |
93.89 |
93.89 |
93.89 |
93.89 |
unch |
410 |
6,721 |
-50 |
| Jun06 |
040520 |
93.84 |
93.84 |
93.82 |
93.82 |
-0.01 |
0 |
2,341 |
-45 |
| Sep06 |
040520 |
93.76 |
93.76 |
93.76 |
93.76 |
-0.01 |
0 |
1,865 |
-5 |
| Total Volume and Open Interest |
31,936 |
459,645 |
-7,644 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040520 |
93.99 |
94.00 |
93.92 |
93.97 |
-0.01 |
15,116 |
228,828 |
+3,378 |
| Sep04 |
040520 |
93.97 |
93.97 |
93.97 |
93.97 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
53,863 |
470,921 |
+3,117 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040520 |
94.36 |
94.38 |
94.35 |
94.36 |
-0.01 |
29,261 |
470,921 |
+3,117 |
| Sep04 |
040520 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
29,261 |
470,921 |
+3,117 |
| Gold(CMX) |
| Jun04 |
040520 |
379.6 |
381.7 |
378.2 |
378.5 |
-4.5 |
45,796 |
147,316 |
+2,042 |
| Aug04 |
040520 |
381.0 |
382.8 |
379.0 |
379.5 |
-4.5 |
7,159 |
33,177 |
+3,333 |
| Oct04 |
040520 |
383.0 |
383.0 |
380.6 |
380.6 |
-4.5 |
353 |
7,235 |
+170 |
| Dec04 |
040520 |
382.5 |
385.5 |
381.8 |
381.9 |
-4.5 |
935 |
30,910 |
+216 |
| Feb05 |
040520 |
385.5 |
385.5 |
383.4 |
383.4 |
-4.5 |
75 |
3,083 |
+10 |
| Apr05 |
040520 |
384.9 |
384.9 |
384.9 |
384.9 |
-4.5 |
0 |
3,536 |
+0 |
| Total Volume and Open Interest |
55,622 |
260,205 |
+6,558 |
| Silver(CMX) |
| May04 |
040520 |
582.0 |
585.5 |
577.3 |
577.3 |
-14.7 |
14 |
162 |
-62 |
| Jul04 |
040520 |
584.0 |
591.0 |
577.0 |
578.0 |
-14.7 |
15,399 |
58,653 |
+381 |
| Sep04 |
040520 |
587.0 |
592.0 |
579.6 |
579.6 |
-14.7 |
355 |
6,269 |
+70 |
| Dec04 |
040520 |
588.0 |
596.0 |
581.0 |
581.7 |
-14.7 |
292 |
14,135 |
-106 |
| Mar05 |
040520 |
583.8 |
583.8 |
583.8 |
583.8 |
-14.7 |
0 |
3,736 |
+0 |
| Total Volume and Open Interest |
16,321 |
89,846 |
+470 |
| Platinum(NYM) |
| Jul04 |
040520 |
803.0 |
803.5 |
798.0 |
802.9 |
-2.4 |
434 |
4,995 |
+17 |
| Oct04 |
040520 |
795.0 |
795.0 |
794.0 |
794.9 |
-2.4 |
18 |
408 |
+10 |
| Jan05 |
040520 |
789.9 |
789.9 |
789.9 |
789.9 |
-2.4 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
452 |
5,411 |
+27 |
| Palladium(NYME) |
| Jun04 |
040520 |
239.10 |
242.00 |
238.00 |
240.00 |
-5.50 |
748 |
7,276 |
-406 |
| Sep04 |
040520 |
244.00 |
244.00 |
242.00 |
242.00 |
-5.30 |
450 |
1,329 |
+393 |
| Dec04 |
040520 |
243.50 |
243.50 |
243.50 |
243.50 |
-5.30 |
21 |
313 |
-7 |
| Total Volume and Open Interest |
1,219 |
8,918 |
-20 |
| Copper(CMX) |
| May04 |
040520 |
118.00 |
118.90 |
118.00 |
118.90 |
-0.85 |
528 |
1,059 |
-171 |
| Jul04 |
040520 |
117.00 |
119.10 |
116.80 |
118.65 |
-1.00 |
11,204 |
36,992 |
+336 |
| Sep04 |
040520 |
115.20 |
117.30 |
115.20 |
117.15 |
-0.70 |
560 |
6,742 |
-160 |
| Dec04 |
040520 |
112.00 |
113.60 |
112.00 |
113.25 |
-0.85 |
373 |
10,568 |
-49 |
| Mar05 |
040520 |
109.75 |
109.75 |
109.75 |
109.75 |
-0.85 |
48 |
1,497 |
+5 |
| Total Volume and Open Interest |
13,298 |
64,487 |
+130 |
| DJIA Index(CBOT) |
| Jun04 |
040520 |
9925 |
9968 |
9895 |
9954 |
+28 |
9,726 |
44,475 |
+584 |
| Sep04 |
040520 |
9910 |
9945 |
9885 |
9937 |
+27 |
16 |
892 |
+4 |
| Dec04 |
040520 |
9920 |
9928 |
9915 |
9928 |
+27 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
9,742 |
45,380 |
+588 |
| S & P 500(CME) |
| Jun04 |
040520 |
1089.30 |
1092.50 |
1084.50 |
1090.60 |
+3.80 |
46,823 |
553,481 |
-570 |
| Sep04 |
040520 |
1089.20 |
1090.80 |
1084.50 |
1089.90 |
+3.80 |
2,418 |
29,740 |
+2,290 |
| Dec04 |
040520 |
1089.00 |
1089.90 |
1089.00 |
1089.90 |
+3.80 |
69 |
2,957 |
+24 |
| Mar05 |
040520 |
1087.00 |
1091.50 |
1087.00 |
1091.50 |
+3.60 |
70 |
217 |
+29 |
| Total Volume and Open Interest |
49,384 |
586,604 |
+1,774 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040520 |
1087.00 |
1092.75 |
1084.00 |
1090.50 |
+3.75 |
1,029,552 |
583,400 |
+5,079 |
| Sep04 |
040520 |
1084.00 |
1091.50 |
1083.25 |
1090.00 |
+4.00 |
2,658 |
4,189 |
+1,861 |
| Total Volume and Open Interest |
1,032,210 |
587,589 |
+6,940 |
| NASDAQ 100(CME) |
| Jun04 |
040520 |
1399.00 |
1409.00 |
1390.00 |
1402.00 |
+6.00 |
14,595 |
80,326 |
+933 |
| Sep04 |
040520 |
1406.00 |
1406.00 |
1406.00 |
1406.00 |
+6.00 |
31 |
627 |
+15 |
| Dec04 |
040520 |
1410.00 |
1410.00 |
1410.00 |
1410.00 |
+6.00 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
14,626 |
80,958 |
+948 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040520 |
1394.5 |
1409.0 |
1390.0 |
1402.0 |
+6.0 |
371,693 |
314,026 |
+1,573 |
| Sep04 |
040520 |
1395.5 |
1409.0 |
1395.5 |
1406.0 |
+6.0 |
271 |
1,737 |
+22 |
| Total Volume and Open Interest |
371,964 |
315,763 |
+1,595 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Jun04 |
040520 |
564.50 |
569.00 |
562.75 |
566.50 |
+2.50 |
912 |
15,930 |
+225 |
| Sep04 |
040520 |
566.50 |
566.50 |
566.50 |
566.50 |
+2.50 |
|
|
|
| Dec04 |
040520 |
566.50 |
566.50 |
566.50 |
566.50 |
+2.50 |
|
|
|
| Total Volume and Open Interest |
912 |
15,930 |
+225 |
| Russell 2000(CME) |
| Jun04 |
040520 |
538.00 |
543.00 |
535.00 |
539.50 |
+1.85 |
1,159 |
32,295 |
+207 |
| Sep04 |
040520 |
539.25 |
539.25 |
539.25 |
539.25 |
+1.85 |
0 |
29 |
+0 |
| Dec04 |
040520 |
539.25 |
539.25 |
539.25 |
539.25 |
+1.85 |
|
|
|
| Total Volume and Open Interest |
1,159 |
32,324 |
+207 |
| Value Line(KCBT) |
| Jun04 |
040520 |
1503.00 |
1503.00 |
1503.00 |
1503.00 |
-2.00 |
14 |
40 |
-10 |
| Total Volume and Open Interest |
16 |
44 |
-9 |
| Nikkei 225(CME) |
| Jun04 |
040520 |
10880 |
10920 |
10790 |
10880 |
+10 |
6,572 |
37,475 |
-980 |
| Sep04 |
040520 |
10880 |
10880 |
10880 |
10880 |
+10 |
4 |
171 |
+1 |
| Total Volume and Open Interest |
6,576 |
37,649 |
-979 |
| Nikkei 225(SIMEX) |
| Jun04 |
040520 |
10890 |
11055 |
10750 |
10850 |
-95 |
36,455 |
163,393 |
-3,533 |
| Sep04 |
040520 |
10845 |
10845 |
10845 |
10845 |
-95 |
0 |
3,503 |
+0 |
| Dec04 |
040520 |
10815 |
10815 |
10815 |
10815 |
-95 |
|
|
|
| Total Volume and Open Interest |
36,455 |
166,896 |
-3,533 |
| CAC 40(MATIF) |
| May04 |
040520 |
3575.0 |
3596.5 |
3570.0 |
3586.0 |
-35.0 |
53,027 |
429,722 |
+18,209 |
| Jun04 |
040520 |
3555.5 |
3581.0 |
3555.5 |
3571.5 |
-35.0 |
1,827 |
207,423 |
+740 |
| Jul04 |
040520 |
3576.5 |
3576.5 |
3576.5 |
3576.5 |
-35.5 |
0 |
300 |
+0 |
| Total Volume and Open Interest |
54,854 |
658,523 |
+18,943 |
| DAX Index(EUREX) |
| Jun04 |
040520 |
3830.5 |
3853.0 |
3817.0 |
3839.5 |
-28.5 |
93,574 |
205,235 |
-4,416 |
| Sep04 |
040520 |
3862.5 |
3870.0 |
3838.0 |
3859.5 |
-28.5 |
213 |
9,018 |
+52 |
| Dec04 |
040520 |
3872.0 |
3892.0 |
3865.5 |
3881.5 |
-29.0 |
114 |
2,480 |
+85 |
| Total Volume and Open Interest |
93,901 |
216,733 |
-4,279 |
| FT-SE 100(LIFFE) |
| Jun04 |
040520 |
4429.50 |
4448.50 |
4415.00 |
4433.50 |
-36.50 |
78,428 |
396,188 |
+1,680 |
| Sep04 |
040520 |
4449.00 |
4450.00 |
4430.00 |
4443.50 |
-36.00 |
5,937 |
25,652 |
+2,352 |
| Dec04 |
040520 |
4480.50 |
4480.50 |
4474.50 |
4474.50 |
-36.50 |
400 |
21,123 |
+0 |
| Total Volume and Open Interest |
86,417 |
444,114 |
+4,677 |
| SPI 200(SFE) |
| Jun04 |
040520 |
3383.0 |
3389.0 |
3368.0 |
3371.0 |
-16.0 |
14,157 |
159,443 |
-1,013 |
| Sep04 |
040520 |
3385.0 |
3391.0 |
3375.0 |
3376.0 |
-16.0 |
353 |
4,166 |
+18 |
| Dec04 |
040520 |
3403.0 |
3403.0 |
3390.0 |
3390.0 |
-16.0 |
140 |
2,483 |
+25 |
| Total Volume and Open Interest |
14,879 |
167,551 |
-881 |
| GSCI(CME) |
| Jun04 |
040520 |
307.75 |
308.05 |
303.80 |
303.80 |
-4.00 |
338 |
16,152 |
-121 |
| Jul04 |
040520 |
299.75 |
299.75 |
299.75 |
299.75 |
-3.25 |
4 |
75 |
-1 |
| Aug04 |
040520 |
295.50 |
295.50 |
295.50 |
295.50 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
342 |
16,227 |
-122 |
| Reuters CRB Index(NYBOT) |
| Jun04 |
040520 |
270.00 |
270.50 |
268.90 |
269.25 |
-1.50 |
44 |
260 |
-4 |
| Aug04 |
040520 |
266.75 |
266.75 |
266.75 |
266.75 |
-1.50 |
13 |
59 |
+8 |
| Nov04 |
040520 |
267.50 |
267.50 |
267.50 |
267.50 |
-1.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
57 |
324 |
+4 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|