|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri May 21, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040521 |
871.00 |
880.00 |
852.00 |
872.50 |
+3.50 |
53,692 |
110,614 |
-2,866 |
| Aug04 |
040521 |
817.00 |
820.00 |
800.50 |
812.50 |
-3.50 |
9,429 |
20,227 |
+333 |
| Sep04 |
040521 |
735.00 |
738.00 |
722.00 |
728.75 |
-3.75 |
1,659 |
9,890 |
-193 |
| Nov04 |
040521 |
683.00 |
688.00 |
678.50 |
684.00 |
+1.00 |
11,486 |
56,783 |
-68 |
| Jan05 |
040521 |
684.00 |
688.50 |
681.00 |
684.00 |
-1.50 |
359 |
4,294 |
-40 |
| Mar05 |
040521 |
683.00 |
685.00 |
677.00 |
685.00 |
+2.00 |
197 |
3,066 |
+110 |
| May05 |
040521 |
677.00 |
680.00 |
673.00 |
676.00 |
unch |
75 |
1,726 |
-8 |
| Total Volume and Open Interest |
77,055 |
208,023 |
-2,706 |
| Soybean Meal(CBOT) |
| Jul04 |
040521 |
283.80 |
286.00 |
276.50 |
282.00 |
-0.30 |
16,166 |
62,194 |
-575 |
| Aug04 |
040521 |
268.00 |
270.00 |
261.00 |
265.20 |
-0.60 |
5,850 |
24,996 |
+441 |
| Sep04 |
040521 |
250.00 |
250.50 |
245.50 |
246.30 |
-1.20 |
1,520 |
16,342 |
+116 |
| Oct04 |
040521 |
225.00 |
225.00 |
221.20 |
222.80 |
-0.20 |
470 |
12,839 |
-341 |
| Dec04 |
040521 |
219.00 |
220.00 |
217.00 |
218.30 |
+0.10 |
6,204 |
30,117 |
+358 |
| Jan05 |
040521 |
216.50 |
217.50 |
215.00 |
215.50 |
-0.80 |
308 |
3,713 |
+12 |
| Mar05 |
040521 |
215.00 |
215.50 |
213.20 |
213.90 |
-0.60 |
593 |
3,981 |
+158 |
| May05 |
040521 |
213.50 |
214.00 |
212.00 |
212.80 |
unch |
170 |
1,427 |
+73 |
| Total Volume and Open Interest |
31,439 |
158,774 |
+201 |
| Soybean Oil(CBOT) |
| Jul04 |
040521 |
28.70 |
29.10 |
28.25 |
29.05 |
+0.40 |
16,696 |
57,112 |
-1,158 |
| Aug04 |
040521 |
28.10 |
28.40 |
27.62 |
28.37 |
+0.38 |
4,804 |
19,240 |
+374 |
| Sep04 |
040521 |
27.45 |
27.52 |
27.05 |
27.45 |
+0.15 |
1,890 |
15,849 |
-135 |
| Oct04 |
040521 |
26.00 |
26.00 |
25.60 |
25.83 |
+0.03 |
492 |
9,961 |
+125 |
| Dec04 |
040521 |
25.10 |
25.10 |
24.65 |
24.90 |
unch |
4,639 |
23,431 |
-828 |
| Jan05 |
040521 |
25.05 |
25.05 |
24.70 |
24.80 |
unch |
890 |
5,086 |
+524 |
| Mar05 |
040521 |
25.05 |
25.05 |
24.70 |
24.75 |
-0.10 |
245 |
2,974 |
+377 |
| May05 |
040521 |
25.05 |
25.05 |
24.65 |
24.70 |
-0.05 |
226 |
934 |
+60 |
| Total Volume and Open Interest |
29,982 |
136,830 |
-571 |
| Canola(WCE) |
| May04 |
040514 |
373.0 |
373.0 |
373.0 |
373.0 |
-20.6 |
18 |
4 |
-14 |
| Jul04 |
040521 |
371.0 |
376.0 |
367.0 |
375.7 |
+4.0 |
4,837 |
29,188 |
-1,379 |
| Sep04 |
040521 |
365.5 |
365.5 |
365.5 |
365.5 |
+0.5 |
0 |
50 |
+0 |
| Nov04 |
040521 |
371.8 |
373.0 |
366.0 |
372.9 |
+3.5 |
2,188 |
35,898 |
-147 |
| Jan05 |
040521 |
375.5 |
375.5 |
375.5 |
375.5 |
+3.7 |
0 |
1,291 |
+0 |
| Total Volume and Open Interest |
7,025 |
67,195 |
-1,526 |
| Corn(CBOT) |
| Jul04 |
040521 |
293.00 |
293.75 |
287.50 |
290.00 |
-2.25 |
30,708 |
228,260 |
-1,842 |
| Sep04 |
040521 |
285.75 |
287.25 |
281.75 |
284.75 |
-0.75 |
6,477 |
49,554 |
+1,473 |
| Dec04 |
040521 |
282.25 |
284.00 |
278.00 |
281.00 |
-1.50 |
57,717 |
302,398 |
+1,931 |
| Mar05 |
040521 |
286.25 |
288.00 |
283.50 |
286.00 |
-0.75 |
1,804 |
24,387 |
-58 |
| May05 |
040521 |
289.00 |
290.00 |
287.50 |
290.00 |
-0.50 |
260 |
6,426 |
+63 |
| Jul05 |
040521 |
291.00 |
291.00 |
287.50 |
288.50 |
-1.00 |
480 |
7,834 |
+171 |
| Total Volume and Open Interest |
98,073 |
630,412 |
+2,076 |
| Wheat(CBOT) |
| Jul04 |
040521 |
371.00 |
374.00 |
365.25 |
368.25 |
-2.00 |
16,337 |
88,829 |
-845 |
| Sep04 |
040521 |
378.00 |
381.00 |
373.25 |
376.50 |
-1.00 |
2,511 |
12,597 |
+874 |
| Dec04 |
040521 |
390.00 |
390.50 |
383.00 |
385.00 |
-2.75 |
2,808 |
14,946 |
-64 |
| Mar05 |
040521 |
390.00 |
393.00 |
390.00 |
393.00 |
-2.00 |
349 |
2,956 |
+21 |
| May05 |
040521 |
391.00 |
391.00 |
391.00 |
391.00 |
unch |
1 |
74 |
+1 |
| Total Volume and Open Interest |
22,107 |
120,737 |
+11 |
| Wheat(KCBT) |
| Jul04 |
040521 |
388.00 |
391.00 |
385.50 |
387.25 |
-0.25 |
7,193 |
37,380 |
-1,224 |
| Sep04 |
040521 |
392.75 |
395.00 |
389.75 |
391.75 |
-1.00 |
3,746 |
10,136 |
+1,575 |
| Dec04 |
040521 |
400.50 |
402.50 |
397.00 |
399.25 |
unch |
2,247 |
9,868 |
+500 |
| Mar05 |
040521 |
404.50 |
405.00 |
404.50 |
405.00 |
+1.00 |
2 |
523 |
+0 |
| May05 |
040521 |
410.00 |
410.00 |
410.00 |
410.00 |
unch |
0 |
10 |
+0 |
| Total Volume and Open Interest |
13,220 |
58,315 |
+824 |
| Wheat(MGE) |
| May04 |
040519 |
412.00 |
412.00 |
412.00 |
412.00 |
unch |
|
|
|
| Jul04 |
040521 |
406.50 |
408.50 |
403.25 |
406.50 |
unch |
2,348 |
14,993 |
-748 |
| Sep04 |
040521 |
411.00 |
411.00 |
399.00 |
408.75 |
-0.25 |
1,206 |
8,019 |
-739 |
| Dec04 |
040521 |
414.00 |
416.00 |
411.00 |
413.50 |
-1.00 |
556 |
10,061 |
+132 |
| Mar05 |
040521 |
416.00 |
416.00 |
413.50 |
414.50 |
-2.00 |
0 |
398 |
+0 |
| Total Volume and Open Interest |
4,110 |
33,543 |
-1,355 |
| Oats(CBOT) |
| Jul04 |
040521 |
142.50 |
149.00 |
142.00 |
148.75 |
+4.50 |
1,390 |
5,616 |
-317 |
| Sep04 |
040521 |
149.25 |
154.75 |
148.00 |
154.75 |
+4.75 |
141 |
1,469 |
+11 |
| Dec04 |
040521 |
156.50 |
162.75 |
156.00 |
162.50 |
+5.50 |
654 |
4,115 |
+173 |
| Mar05 |
040521 |
168.00 |
168.00 |
168.00 |
168.00 |
+3.00 |
5 |
93 |
+2 |
| Total Volume and Open Interest |
2,217 |
11,323 |
-111 |
| Rough Rice(CBOT) |
| Jul04 |
040521 |
10.45 |
10.54 |
10.41 |
10.48 |
+0.13 |
377 |
3,805 |
-119 |
| Sep04 |
040521 |
9.24 |
9.29 |
9.24 |
9.24 |
+0.06 |
7 |
456 |
-3 |
| Nov04 |
040521 |
9.10 |
9.22 |
9.10 |
9.10 |
+0.07 |
34 |
1,100 |
+9 |
| Jan05 |
040521 |
9.29 |
9.29 |
9.29 |
9.29 |
+0.06 |
3 |
176 |
+2 |
| Total Volume and Open Interest |
422 |
5,597 |
-200 |
| Live Cattle(CME) |
| Jun04 |
040521 |
82.650 |
83.675 |
82.650 |
83.450 |
+0.475 |
7,448 |
32,950 |
-2,042 |
| Aug04 |
040521 |
85.000 |
86.100 |
84.950 |
86.025 |
+0.900 |
7,183 |
55,625 |
+963 |
| Oct04 |
040521 |
86.500 |
87.000 |
86.300 |
86.975 |
+0.575 |
2,114 |
19,740 |
+444 |
| Dec04 |
040521 |
86.500 |
86.900 |
86.400 |
86.850 |
+0.500 |
1,207 |
9,480 |
-850 |
| Feb05 |
040521 |
86.550 |
86.950 |
86.350 |
86.875 |
+0.425 |
1,233 |
5,039 |
+33 |
| Apr05 |
040521 |
84.750 |
85.075 |
84.725 |
85.000 |
+0.400 |
203 |
1,261 |
-1 |
| Total Volume and Open Interest |
19,400 |
124,311 |
-1,450 |
| Feeder Cattle(CME) |
| May04 |
040521 |
103.800 |
105.000 |
103.800 |
104.925 |
+1.025 |
382 |
1,502 |
-243 |
| Aug04 |
040521 |
104.150 |
105.800 |
103.800 |
105.350 |
+1.100 |
1,488 |
11,198 |
+152 |
| Sep04 |
040521 |
102.600 |
104.350 |
102.200 |
104.350 |
+1.475 |
382 |
986 |
+24 |
| Oct04 |
040521 |
102.000 |
103.600 |
101.625 |
103.450 |
+1.150 |
188 |
1,482 |
-4 |
| Nov04 |
040521 |
101.000 |
102.400 |
101.000 |
102.200 |
+0.900 |
90 |
503 |
+9 |
| Jan05 |
040521 |
97.250 |
98.000 |
97.250 |
98.000 |
+0.300 |
29 |
164 |
+7 |
| Mar05 |
040521 |
94.000 |
94.000 |
94.000 |
94.000 |
unch |
0 |
16 |
+0 |
| Total Volume and Open Interest |
2,559 |
15,852 |
-55 |
| Lean Hogs(CME) |
| Jun04 |
040521 |
74.700 |
76.100 |
74.650 |
75.450 |
+1.300 |
7,042 |
20,801 |
-2,277 |
| Jul04 |
040521 |
74.550 |
75.800 |
74.550 |
74.700 |
+0.775 |
5,718 |
33,917 |
+810 |
| Aug04 |
040521 |
73.500 |
74.000 |
73.400 |
73.650 |
+0.675 |
2,265 |
10,730 |
+915 |
| Oct04 |
040521 |
61.775 |
62.650 |
61.775 |
62.525 |
+0.700 |
436 |
7,545 |
+93 |
| Dec04 |
040521 |
58.400 |
59.350 |
58.400 |
58.750 |
+0.575 |
352 |
4,836 |
+73 |
| Feb05 |
040521 |
58.900 |
59.750 |
58.900 |
59.750 |
+0.550 |
23 |
729 |
+6 |
| Apr05 |
040521 |
59.750 |
60.000 |
59.750 |
59.900 |
+0.600 |
26 |
354 |
+9 |
| May05 |
040521 |
62.500 |
62.500 |
62.500 |
62.500 |
+0.400 |
1 |
39 |
+0 |
| Total Volume and Open Interest |
15,863 |
78,955 |
-371 |
| Pork Bellies(CME) |
| May04 |
040521 |
121.500 |
122.900 |
121.500 |
122.000 |
+1.150 |
41 |
170 |
-36 |
| Jul04 |
040521 |
112.250 |
114.450 |
112.250 |
113.150 |
+1.650 |
809 |
2,837 |
-68 |
| Aug04 |
040521 |
107.200 |
108.900 |
107.200 |
107.550 |
+1.650 |
122 |
603 |
+41 |
| Feb05 |
040521 |
98.000 |
98.900 |
98.000 |
98.500 |
+2.500 |
6 |
14 |
+3 |
| Mar05 |
040521 |
93.025 |
93.025 |
93.025 |
93.025 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
978 |
3,626 |
-60 |
| Class III Milk(CME) |
| May04 |
040521 |
20.55 |
20.55 |
20.40 |
20.48 |
-0.12 |
49 |
8,232 |
+3 |
| Jun04 |
040521 |
16.40 |
16.40 |
15.85 |
15.86 |
-0.74 |
638 |
6,172 |
+208 |
| Jul04 |
040521 |
14.39 |
14.40 |
14.09 |
14.11 |
-0.38 |
118 |
4,656 |
+12 |
| Aug04 |
040521 |
14.40 |
14.40 |
14.10 |
14.12 |
-0.33 |
102 |
4,227 |
+60 |
| Sep04 |
040521 |
14.26 |
14.28 |
14.10 |
14.15 |
-0.15 |
50 |
3,869 |
+36 |
| Total Volume and Open Interest |
987 |
35,407 |
+325 |
| Cocoa(NYBOT) |
| Jul04 |
040521 |
1410 |
1421 |
1360 |
1382 |
-34 |
17,392 |
45,623 |
-4,072 |
| Sep04 |
040521 |
1413 |
1427 |
1365 |
1387 |
-35 |
2,840 |
17,316 |
+501 |
| Dec04 |
040521 |
1433 |
1437 |
1384 |
1402 |
-33 |
570 |
12,767 |
+189 |
| Mar05 |
040521 |
1418 |
1418 |
1418 |
1418 |
-34 |
323 |
9,429 |
+104 |
| May05 |
040521 |
1457 |
1466 |
1431 |
1431 |
-36 |
120 |
11,345 |
+0 |
| Jul05 |
040521 |
1473 |
1482 |
1445 |
1447 |
-36 |
160 |
9,816 |
+50 |
| Sep05 |
040521 |
1483 |
1489 |
1456 |
1456 |
-36 |
0 |
4,509 |
+0 |
| Total Volume and Open Interest |
21,405 |
110,907 |
-3,228 |
| Coffee "C"(NYBOT) |
| Jul04 |
040521 |
71.80 |
72.80 |
71.15 |
72.35 |
+0.85 |
7,853 |
60,347 |
-652 |
| Sep04 |
040521 |
73.70 |
74.95 |
73.40 |
74.55 |
+0.80 |
1,455 |
18,330 |
-148 |
| Dec04 |
040521 |
76.30 |
77.70 |
76.15 |
77.40 |
+0.85 |
1,013 |
7,833 |
-120 |
| Mar05 |
040521 |
79.50 |
80.15 |
79.50 |
80.15 |
+0.90 |
43 |
4,713 |
-1 |
| May05 |
040521 |
81.65 |
81.65 |
81.65 |
81.65 |
+0.85 |
39 |
728 |
+25 |
| Jul05 |
040521 |
83.05 |
83.05 |
83.05 |
83.05 |
+0.85 |
13 |
878 |
+1 |
| Total Volume and Open Interest |
10,416 |
93,210 |
-895 |
| Orange Juice(NYBOT) |
| Jul04 |
040521 |
54.25 |
55.85 |
54.20 |
54.85 |
+0.20 |
2,358 |
21,725 |
-943 |
| Sep04 |
040521 |
56.60 |
58.00 |
56.60 |
56.95 |
-0.10 |
326 |
4,111 |
+109 |
| Nov04 |
040521 |
58.65 |
59.75 |
58.55 |
59.40 |
+0.40 |
918 |
3,222 |
+561 |
| Jan05 |
040521 |
61.50 |
62.30 |
61.30 |
61.80 |
+0.50 |
2 |
1,006 |
-5 |
| Mar05 |
040521 |
65.00 |
65.00 |
64.00 |
64.00 |
unch |
1,253 |
2,745 |
+1,250 |
| Total Volume and Open Interest |
6,100 |
36,185 |
+2,141 |
| Sugar #11(NYBOT) |
| Jul04 |
040521 |
6.45 |
6.59 |
6.41 |
6.58 |
+0.09 |
8,851 |
133,833 |
-275 |
| Oct04 |
040521 |
6.78 |
6.92 |
6.76 |
6.92 |
+0.11 |
2,244 |
60,113 |
-303 |
| Mar05 |
040521 |
7.14 |
7.23 |
7.11 |
7.23 |
+0.08 |
771 |
36,467 |
+193 |
| May05 |
040521 |
7.05 |
7.09 |
7.04 |
7.09 |
+0.04 |
260 |
13,232 |
-171 |
| Jul05 |
040521 |
6.90 |
6.90 |
6.89 |
6.89 |
-0.01 |
65 |
9,061 |
+40 |
| Total Volume and Open Interest |
12,416 |
261,661 |
-604 |
| London Cocoa(LCE) |
| May04 |
040513 |
787 |
787 |
772 |
775 |
-6 |
1,328 |
292 |
-571 |
| Jul04 |
040521 |
831 |
838 |
795 |
810 |
-25 |
8,146 |
46,441 |
-2,929 |
| Sep04 |
040521 |
843 |
849 |
807 |
822 |
-24 |
2,258 |
24,615 |
-499 |
| Dec04 |
040521 |
864 |
869 |
827 |
843 |
-23 |
635 |
43,221 |
+47 |
| Mar05 |
040521 |
875 |
881 |
845 |
861 |
-23 |
939 |
25,744 |
+310 |
| May05 |
040521 |
893 |
893 |
861 |
873 |
-23 |
184 |
9,468 |
+6 |
| Jul05 |
040521 |
875 |
885 |
871 |
885 |
-24 |
152 |
9,091 |
-39 |
| Total Volume and Open Interest |
12,440 |
171,531 |
-3,125 |
| London Coffee(LCE) |
| May04 |
040521 |
682.00 |
687.00 |
682.00 |
687.00 |
+3.00 |
8 |
418 |
-2 |
| Jul04 |
040521 |
708.00 |
713.00 |
704.00 |
711.00 |
+3.00 |
2,682 |
82,437 |
+256 |
| Sep04 |
040521 |
721.00 |
728.00 |
720.00 |
726.00 |
+2.00 |
852 |
38,448 |
+680 |
| Nov04 |
040521 |
736.00 |
743.00 |
736.00 |
742.00 |
+2.00 |
141 |
19,379 |
+96 |
| Jan05 |
040521 |
752.00 |
761.00 |
752.00 |
757.00 |
+2.00 |
63 |
13,975 |
+22 |
| Mar05 |
040521 |
771.00 |
771.00 |
771.00 |
771.00 |
+2.00 |
0 |
8,501 |
+0 |
| Total Volume and Open Interest |
3,753 |
166,921 |
+1,050 |
| London Sugar(LCE) |
| May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
| Aug04 |
040521 |
216.00 |
217.70 |
215.20 |
217.70 |
+1.20 |
867 |
23,257 |
-305 |
| Oct04 |
040521 |
220.00 |
222.00 |
219.50 |
221.90 |
+1.10 |
99 |
10,942 |
+26 |
| Dec04 |
040521 |
224.10 |
226.00 |
223.50 |
226.00 |
+0.70 |
28 |
4,942 |
+19 |
| Mar05 |
040521 |
226.70 |
229.50 |
226.50 |
229.50 |
+1.00 |
85 |
8,577 |
+37 |
| Total Volume and Open Interest |
1,559 |
55,869 |
-164 |
| Cotton(NYBOT) |
| Jul04 |
040521 |
63.90 |
63.90 |
62.50 |
63.00 |
-0.54 |
2,625 |
44,504 |
-455 |
| Oct04 |
040521 |
60.50 |
60.90 |
60.00 |
60.35 |
-0.75 |
65 |
1,475 |
+6 |
| Dec04 |
040521 |
60.10 |
60.20 |
58.40 |
58.71 |
-1.37 |
881 |
26,963 |
-153 |
| Mar05 |
040521 |
62.00 |
62.00 |
60.60 |
60.85 |
-1.15 |
9 |
5,522 |
+1 |
| May05 |
040521 |
62.20 |
62.20 |
61.55 |
61.60 |
-1.20 |
3 |
1,009 |
-2 |
| Jul05 |
040521 |
63.00 |
63.00 |
62.40 |
62.70 |
-0.90 |
0 |
749 |
+0 |
| Total Volume and Open Interest |
3,583 |
80,747 |
-603 |
| Lumber(CME) |
| Jul04 |
040521 |
392.0 |
396.0 |
387.1 |
387.2 |
-9.4 |
765 |
3,938 |
-91 |
| Sep04 |
040521 |
367.0 |
369.5 |
363.6 |
364.3 |
-7.1 |
173 |
909 |
+0 |
| Nov04 |
040521 |
344.1 |
344.1 |
336.6 |
338.3 |
-7.2 |
28 |
389 |
+9 |
| Jan05 |
040521 |
335.3 |
335.3 |
335.3 |
335.3 |
-3.8 |
0 |
39 |
+1 |
| Total Volume and Open Interest |
966 |
5,275 |
-81 |
| Crude Oil(NYM) |
| Jul04 |
040521 |
40.60 |
40.75 |
39.65 |
39.93 |
-0.87 |
111,250 |
236,104 |
-1,482 |
| Aug04 |
040521 |
40.25 |
40.30 |
39.30 |
39.56 |
-0.84 |
22,352 |
62,774 |
+3,678 |
| Sep04 |
040521 |
39.70 |
39.70 |
38.75 |
39.01 |
-0.78 |
10,587 |
49,634 |
+377 |
| Oct04 |
040521 |
39.05 |
39.05 |
38.20 |
38.46 |
-0.72 |
4,561 |
32,086 |
-619 |
| Nov04 |
040521 |
37.95 |
37.95 |
37.70 |
37.91 |
-0.66 |
1,682 |
22,655 |
+277 |
| Dec04 |
040521 |
37.95 |
37.95 |
37.15 |
37.39 |
-0.62 |
7,930 |
65,563 |
-81 |
| Jan05 |
040521 |
36.85 |
36.90 |
36.50 |
36.82 |
-0.60 |
632 |
19,166 |
+33 |
| Feb05 |
040521 |
36.75 |
36.75 |
36.15 |
36.28 |
-0.59 |
459 |
11,941 |
-221 |
| Mar05 |
040521 |
36.15 |
36.15 |
35.60 |
35.84 |
-0.57 |
1,070 |
11,399 |
-143 |
| Apr05 |
040521 |
35.45 |
35.45 |
35.45 |
35.45 |
-0.53 |
104 |
6,761 |
+101 |
| May05 |
040521 |
35.07 |
35.07 |
35.07 |
35.07 |
-0.49 |
650 |
3,472 |
-86 |
| Jun05 |
040521 |
35.15 |
35.15 |
34.60 |
34.71 |
-0.46 |
1,732 |
21,018 |
+370 |
| Jul05 |
040521 |
34.45 |
34.45 |
34.45 |
34.45 |
-0.44 |
964 |
6,047 |
+906 |
| Aug05 |
040521 |
34.10 |
34.20 |
34.10 |
34.20 |
-0.42 |
4 |
3,363 |
+3 |
| Sep05 |
040521 |
34.00 |
34.00 |
33.95 |
33.95 |
-0.40 |
89 |
6,129 |
-70 |
| Oct05 |
040521 |
33.71 |
33.71 |
33.71 |
33.71 |
-0.38 |
4 |
2,804 |
+4 |
| Total Volume and Open Interest |
223,806 |
706,793 |
-15,128 |
| Heating Oil(NYM) |
| Jun04 |
040521 |
102.50 |
102.80 |
99.25 |
99.60 |
-3.11 |
15,722 |
30,393 |
-2,630 |
| Jul04 |
040521 |
102.50 |
102.80 |
99.60 |
99.79 |
-2.85 |
10,157 |
57,465 |
+1,241 |
| Aug04 |
040521 |
102.90 |
102.90 |
99.50 |
99.94 |
-2.80 |
2,756 |
15,197 |
-143 |
| Sep04 |
040521 |
101.10 |
101.15 |
100.49 |
100.49 |
-2.70 |
900 |
11,615 |
-41 |
| Oct04 |
040521 |
102.70 |
102.70 |
101.04 |
101.04 |
-2.60 |
643 |
7,803 |
-48 |
| Nov04 |
040521 |
103.10 |
104.10 |
101.59 |
101.59 |
-2.55 |
464 |
7,000 |
+99 |
| Dec04 |
040521 |
104.60 |
104.60 |
101.80 |
102.14 |
-2.50 |
3,226 |
25,603 |
-1,166 |
| Jan05 |
040521 |
104.70 |
104.70 |
101.80 |
102.29 |
-2.45 |
857 |
8,694 |
+67 |
| Feb05 |
040521 |
104.10 |
104.10 |
101.49 |
101.49 |
-2.25 |
126 |
4,454 |
+11 |
| Mar05 |
040521 |
99.65 |
100.20 |
98.79 |
98.79 |
-1.85 |
1,107 |
7,291 |
+27 |
| Apr05 |
040521 |
96.60 |
96.60 |
95.29 |
95.29 |
-1.75 |
312 |
1,002 |
+46 |
| May05 |
040521 |
93.10 |
93.10 |
91.99 |
91.99 |
-1.55 |
0 |
326 |
+0 |
| Total Volume and Open Interest |
36,279 |
178,431 |
-2,513 |
| Unleaded Gas(NYM) |
| Jun04 |
040521 |
144.50 |
145.00 |
140.90 |
141.68 |
-3.34 |
34,154 |
38,572 |
-3,302 |
| Jul04 |
040521 |
135.50 |
135.70 |
132.30 |
132.52 |
-3.63 |
20,098 |
57,328 |
+1,778 |
| Aug04 |
040521 |
129.70 |
129.80 |
126.50 |
126.67 |
-3.28 |
3,983 |
17,264 |
+217 |
| Sep04 |
040521 |
122.10 |
122.20 |
120.00 |
120.37 |
-2.80 |
2,710 |
13,624 |
-37 |
| Oct04 |
040521 |
113.25 |
113.25 |
112.72 |
112.72 |
-2.45 |
1,180 |
6,723 |
-222 |
| Nov04 |
040521 |
108.50 |
108.50 |
108.12 |
108.12 |
-2.20 |
37 |
3,214 |
+2 |
| Dec04 |
040521 |
104.00 |
104.82 |
104.00 |
104.82 |
-2.10 |
79 |
6,972 |
+75 |
| Jan05 |
040521 |
102.70 |
103.17 |
102.70 |
103.17 |
-2.05 |
1 |
2,676 |
+0 |
| Feb05 |
040521 |
103.25 |
103.25 |
102.62 |
102.62 |
-2.00 |
27 |
1,790 |
+0 |
| Mar05 |
040521 |
103.02 |
103.07 |
103.02 |
103.07 |
-1.95 |
2 |
1,059 |
+0 |
| Apr05 |
040521 |
109.17 |
109.17 |
109.17 |
109.17 |
-1.85 |
132 |
1,085 |
+107 |
| May05 |
040521 |
110.50 |
110.50 |
109.02 |
109.02 |
-1.80 |
207 |
520 |
+70 |
| Total Volume and Open Interest |
62,610 |
150,827 |
-1,312 |
| Natural Gas(NYM) |
| Jun04 |
040521 |
6.370 |
6.390 |
6.250 |
6.353 |
+0.029 |
41,469 |
32,865 |
-3,844 |
| Jul04 |
040521 |
6.450 |
6.470 |
6.300 |
6.409 |
+0.009 |
18,943 |
82,932 |
+4,495 |
| Aug04 |
040521 |
6.490 |
6.500 |
6.370 |
6.451 |
+0.009 |
3,306 |
28,831 |
+716 |
| Sep04 |
040521 |
6.460 |
6.465 |
6.340 |
6.423 |
+0.009 |
2,788 |
25,820 |
+254 |
| Oct04 |
040521 |
6.460 |
6.470 |
6.350 |
6.436 |
+0.009 |
5,043 |
27,313 |
-111 |
| Nov04 |
040521 |
6.640 |
6.640 |
6.520 |
6.596 |
+0.006 |
3,779 |
18,437 |
+70 |
| Dec04 |
040521 |
6.830 |
6.830 |
6.700 |
6.784 |
+0.006 |
2,592 |
20,064 |
+303 |
| Jan05 |
040521 |
6.910 |
6.914 |
6.840 |
6.914 |
+0.006 |
1,399 |
19,308 |
-32 |
| Feb05 |
040521 |
6.870 |
6.870 |
6.780 |
6.854 |
+0.006 |
852 |
12,300 |
-98 |
| Mar05 |
040521 |
6.670 |
6.690 |
6.595 |
6.654 |
+0.006 |
2,396 |
15,277 |
+897 |
| Apr05 |
040521 |
5.920 |
5.934 |
5.880 |
5.934 |
+0.001 |
1,774 |
11,534 |
-303 |
| May05 |
040521 |
5.750 |
5.760 |
5.745 |
5.759 |
-0.004 |
818 |
9,845 |
-16 |
| Jun05 |
040521 |
5.760 |
5.772 |
5.760 |
5.772 |
-0.006 |
226 |
6,549 |
+80 |
| Jul05 |
040521 |
5.800 |
5.800 |
5.796 |
5.796 |
-0.007 |
115 |
10,897 |
+10 |
| Aug05 |
040521 |
5.790 |
5.809 |
5.790 |
5.809 |
-0.009 |
56 |
6,033 |
+11 |
| Sep05 |
040521 |
5.780 |
5.780 |
5.771 |
5.771 |
-0.009 |
56 |
6,542 |
+28 |
| Total Volume and Open Interest |
87,124 |
393,605 |
+3,094 |
| Brent Crude Oil(IPE) |
| Jul04 |
040521 |
37.15 |
37.20 |
36.35 |
36.51 |
-0.75 |
45,377 |
90,719 |
-1,453 |
| Aug04 |
040521 |
36.75 |
36.78 |
35.97 |
36.12 |
-0.72 |
13,285 |
77,278 |
-573 |
| Sep04 |
040521 |
36.22 |
36.32 |
35.60 |
35.69 |
-0.69 |
5,781 |
22,002 |
-70 |
| Oct04 |
040521 |
35.88 |
35.88 |
35.16 |
35.27 |
-0.65 |
1,095 |
13,000 |
+217 |
| Nov04 |
040521 |
34.78 |
34.83 |
34.78 |
34.83 |
-0.62 |
797 |
10,555 |
+276 |
| Dec04 |
040521 |
34.81 |
34.95 |
34.25 |
34.39 |
-0.57 |
4,596 |
33,642 |
+51 |
| Jan05 |
040521 |
34.26 |
34.30 |
33.92 |
33.92 |
-0.55 |
355 |
13,015 |
+345 |
| Feb05 |
040521 |
33.48 |
33.48 |
33.48 |
33.48 |
-0.52 |
50 |
5,104 |
+0 |
| Mar05 |
040521 |
33.43 |
33.43 |
33.08 |
33.08 |
-0.47 |
150 |
6,786 |
+125 |
| Apr05 |
040521 |
33.00 |
33.00 |
32.70 |
32.70 |
-0.44 |
0 |
6,395 |
+0 |
| May05 |
040521 |
32.64 |
32.64 |
32.34 |
32.34 |
-0.42 |
0 |
1,318 |
+0 |
| Jun05 |
040521 |
32.30 |
32.50 |
31.98 |
32.00 |
-0.40 |
300 |
16,914 |
+100 |
| Total Volume and Open Interest |
73,666 |
342,275 |
-1,179 |
| Gas Oil(IPE) |
| Jun04 |
040521 |
322.75 |
322.75 |
310.75 |
313.25 |
-12.50 |
11,957 |
49,166 |
+851 |
| Jul04 |
040521 |
316.00 |
316.25 |
305.50 |
306.50 |
-12.75 |
7,691 |
38,255 |
-1,226 |
| Aug04 |
040521 |
313.25 |
313.25 |
305.00 |
305.00 |
-11.50 |
3,142 |
15,812 |
+1,234 |
| Sep04 |
040521 |
310.00 |
310.00 |
302.00 |
303.75 |
-11.25 |
1,567 |
11,998 |
+850 |
| Oct04 |
040521 |
309.00 |
309.00 |
302.00 |
302.00 |
-11.00 |
1,237 |
8,485 |
-584 |
| Nov04 |
040521 |
306.50 |
306.50 |
299.50 |
299.50 |
-10.75 |
331 |
4,986 |
+134 |
| Dec04 |
040521 |
303.00 |
303.25 |
296.50 |
296.50 |
-10.25 |
1,026 |
23,085 |
+20 |
| Jan05 |
040521 |
298.25 |
298.25 |
293.25 |
293.25 |
-10.00 |
0 |
3,630 |
+0 |
| Feb05 |
040521 |
292.25 |
292.25 |
287.25 |
287.25 |
-10.75 |
0 |
1,000 |
+0 |
| Mar05 |
040521 |
281.25 |
281.25 |
281.25 |
281.25 |
-9.75 |
50 |
2,393 |
+25 |
| Total Volume and Open Interest |
27,051 |
173,517 |
+1,254 |
| US Dollar Index(NYBOT) |
| Jun04 |
040521 |
91.00 |
91.00 |
90.16 |
90.57 |
-0.58 |
1,074 |
10,872 |
-10 |
| Sep04 |
040521 |
90.88 |
90.94 |
90.60 |
90.94 |
-0.58 |
74 |
2,199 |
+1 |
| Dec04 |
040521 |
91.13 |
91.29 |
91.13 |
91.29 |
-0.58 |
6 |
28 |
-2 |
| Total Volume and Open Interest |
1,154 |
13,107 |
-11 |
| Australian Dollar(CME) |
| Jun04 |
040521 |
69.90 |
70.20 |
69.69 |
69.70 |
+0.48 |
1,682 |
37,728 |
+7 |
| Sep04 |
040521 |
69.38 |
69.40 |
69.00 |
69.00 |
+0.47 |
19 |
1,162 |
+1 |
| Dec04 |
040521 |
68.70 |
68.70 |
68.35 |
68.35 |
+0.51 |
0 |
140 |
+0 |
| Total Volume and Open Interest |
1,701 |
39,118 |
+8 |
| British Pound(CME) |
| Jun04 |
040521 |
178.74 |
179.17 |
178.36 |
178.63 |
+1.64 |
2,557 |
43,759 |
+1,576 |
| Sep04 |
040521 |
177.40 |
177.40 |
177.19 |
177.19 |
+1.63 |
10 |
394 |
+10 |
| Dec04 |
040521 |
175.81 |
175.81 |
175.81 |
175.81 |
+1.59 |
0 |
361 |
+0 |
| Total Volume and Open Interest |
2,568 |
44,515 |
+1,585 |
| Canadian Dollar(CME) |
| Jun04 |
040521 |
73.00 |
73.02 |
72.64 |
72.70 |
-0.34 |
7,359 |
73,174 |
-3,318 |
| Sep04 |
040521 |
72.87 |
72.87 |
72.55 |
72.58 |
-0.34 |
44 |
5,434 |
+13 |
| Dec04 |
040521 |
72.70 |
72.70 |
72.52 |
72.52 |
-0.34 |
42 |
3,681 |
-6 |
| Mar05 |
040521 |
72.47 |
72.47 |
72.47 |
72.47 |
-0.34 |
2 |
458 |
+1 |
| Total Volume and Open Interest |
7,447 |
82,938 |
-3,310 |
| Japanese Yen(CME) |
| Jun04 |
040521 |
89.37 |
89.55 |
89.10 |
89.16 |
+0.51 |
6,868 |
107,275 |
+1,043 |
| Sep04 |
040521 |
89.73 |
89.82 |
89.43 |
89.48 |
+0.51 |
56 |
1,041 |
+10 |
| Dec04 |
040521 |
90.30 |
90.30 |
89.90 |
89.90 |
+0.51 |
10 |
126 |
+9 |
| Total Volume and Open Interest |
6,934 |
108,447 |
+1,062 |
| Swiss Franc(CME) |
| Jun04 |
040521 |
78.33 |
78.68 |
78.10 |
78.15 |
+0.54 |
4,790 |
36,218 |
+786 |
| Sep04 |
040521 |
78.55 |
78.55 |
78.36 |
78.36 |
+0.54 |
11 |
376 |
-96 |
| Dec04 |
040521 |
78.73 |
78.73 |
78.58 |
78.58 |
+0.54 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
4,801 |
36,766 |
+690 |
| EuroFX(CME) |
| Jun04 |
040521 |
120.27 |
120.61 |
119.86 |
119.99 |
+0.87 |
9,458 |
143,310 |
+410 |
| Sep04 |
040521 |
120.02 |
120.39 |
119.69 |
119.78 |
+0.87 |
198 |
1,575 |
+53 |
| Dec04 |
040521 |
119.84 |
119.84 |
119.62 |
119.68 |
+0.87 |
12 |
441 |
+5 |
| Total Volume and Open Interest |
9,668 |
145,502 |
+468 |
| Mexican Peso(CME) |
| Jun04 |
040521 |
8625.0 |
8627.0 |
8580.0 |
8607.0 |
+10.0 |
8,216 |
67,651 |
+2,921 |
| Sep04 |
040521 |
8510.0 |
8510.0 |
8482.0 |
8482.0 |
+10.0 |
17 |
1,249 |
+0 |
| Total Volume and Open Interest |
8,233 |
71,195 |
+2,921 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040521 |
105~16 |
105~29 |
104~29 |
105~00 |
-0~13 |
248,181 |
467,783 |
-12,499 |
| Sep04 |
040521 |
104~07 |
104~19 |
103~19 |
103~22 |
-0~13 |
8,620 |
76,068 |
+5,146 |
| Dec04 |
040521 |
103~04 |
103~04 |
102~16 |
102~16 |
-0~13 |
35 |
1,491 |
+2 |
| Total Volume and Open Interest |
256,837 |
545,536 |
-7,351 |
| Municipal Bonds(CBOT) |
| Jun04 |
040521 |
99~29 |
99~30 |
99~09 |
99~14 |
-0~11 |
145 |
2,189 |
-58 |
| Sep04 |
040521 |
99~04 |
99~04 |
98~20 |
98~20 |
-0~12 |
6 |
43 |
+0 |
| Total Volume and Open Interest |
151 |
2,232 |
-58 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040521 |
109~115 |
109~195 |
108~290 |
108~305 |
-0~100 |
604,159 |
1,041,728 |
-39,984 |
| Sep04 |
040521 |
107~300 |
108~045 |
107~145 |
107~155 |
-0~105 |
30,425 |
267,832 |
+9,164 |
| Total Volume and Open Interest |
639,021 |
1,323,506 |
-28,086 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040521 |
109~095 |
109~115 |
108~295 |
108~310 |
-0~060 |
284,043 |
0 |
+0 |
| Sep04 |
040521 |
107~290 |
107~305 |
107~180 |
107~190 |
-0~060 |
30,838 |
0 |
+0 |
| Dec04 |
040521 |
105~280 |
105~280 |
105~280 |
105~280 |
-0~060 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
314,881 |
2 |
+0 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040521 |
105~126 |
106~001 |
105~112 |
105~112 |
-0~009 |
6,129 |
191,297 |
+745 |
| Sep04 |
040521 |
105~026 |
105~029 |
105~012 |
105~012 |
-0~009 |
2,338 |
7,317 |
+1,503 |
| Total Volume and Open Interest |
8,467 |
198,614 |
+2,248 |
| Eurodollars(CME) |
| Jun04 |
040521 |
98.560 |
98.562 |
98.548 |
98.552 |
unch |
70,688 |
884,278 |
+2,763 |
| Sep04 |
040521 |
98.080 |
98.095 |
98.025 |
98.030 |
-0.030 |
72,800 |
880,037 |
+7,580 |
| Dec04 |
040521 |
97.580 |
97.600 |
97.495 |
97.500 |
-0.055 |
72,535 |
879,171 |
-1,038 |
| Mar05 |
040521 |
97.120 |
97.130 |
97.005 |
97.010 |
-0.075 |
79,115 |
648,605 |
+2,826 |
| Jun05 |
040521 |
96.680 |
96.695 |
96.565 |
96.570 |
-0.075 |
50,727 |
555,651 |
-3,928 |
| Sep05 |
040521 |
96.305 |
96.315 |
96.195 |
96.200 |
-0.070 |
40,042 |
419,708 |
-4,939 |
| Dec05 |
040521 |
95.965 |
95.980 |
95.855 |
95.860 |
-0.075 |
24,586 |
359,232 |
+2,554 |
| Mar06 |
040521 |
95.685 |
95.710 |
95.585 |
95.590 |
-0.065 |
22,779 |
264,242 |
+694 |
| Jun06 |
040521 |
95.450 |
95.470 |
95.345 |
95.350 |
-0.065 |
14,956 |
186,037 |
-1,887 |
| Sep06 |
040521 |
95.250 |
95.260 |
95.140 |
95.140 |
-0.070 |
11,467 |
189,845 |
+143 |
| Dec06 |
040521 |
95.055 |
95.055 |
94.935 |
94.935 |
-0.070 |
14,834 |
148,451 |
-263 |
| Mar07 |
040521 |
94.880 |
94.895 |
94.775 |
94.775 |
-0.070 |
10,987 |
118,182 |
+219 |
| Total Volume and Open Interest |
524,563 |
6,145,285 |
+4,991 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040521 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
70 |
12,947 |
+16 |
| Sep04 |
040521 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
36 |
6,014 |
-14 |
| Dec04 |
040521 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
8,239 |
+0 |
| Mar05 |
040521 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
6,149 |
-105 |
| Jun05 |
040521 |
99.77 |
99.77 |
99.76 |
99.76 |
unch |
70 |
4,903 |
+60 |
| Sep05 |
040521 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
2,729 |
+0 |
| Dec05 |
040521 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
944 |
-10 |
| Mar06 |
040521 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.01 |
0 |
297 |
+0 |
| Jun06 |
040521 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.02 |
0 |
652 |
+0 |
| Sep06 |
040521 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.02 |
0 |
739 |
+0 |
| Total Volume and Open Interest |
176 |
44,882 |
-53 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040521 |
99.93 |
99.93 |
99.93 |
99.93 |
+0.01 |
575 |
72,096 |
+50 |
| Sep04 |
040521 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
35 |
38,098 |
-143 |
| Dec04 |
040521 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3,936 |
68,730 |
+3,244 |
| Mar05 |
040521 |
99.84 |
99.85 |
99.84 |
99.85 |
+0.01 |
652 |
45,133 |
+115 |
| Jun05 |
040521 |
99.77 |
99.77 |
99.77 |
99.77 |
+0.01 |
939 |
43,290 |
-683 |
| Sep05 |
040521 |
99.65 |
99.66 |
99.65 |
99.66 |
+0.01 |
1,034 |
44,963 |
+174 |
| Dec05 |
040521 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
730 |
15,960 |
-1,175 |
| Mar06 |
040521 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.02 |
2,065 |
11,936 |
+1,183 |
| Total Volume and Open Interest |
11,501 |
358,183 |
+4,181 |
| German Euro-Bund(EUREX) |
| Jun04 |
040521 |
113.00 |
113.32 |
112.82 |
112.87 |
-0.07 |
554,999 |
1,087,019 |
-33,609 |
| Sep04 |
040521 |
112.52 |
112.82 |
112.37 |
112.37 |
-0.08 |
17,622 |
146,443 |
+16,194 |
| Dec04 |
040521 |
111.57 |
111.57 |
111.57 |
111.57 |
+0.03 |
1,244 |
1 |
+0 |
| Total Volume and Open Interest |
573,865 |
1,233,463 |
-17,415 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040521 |
110.77 |
110.98 |
110.62 |
110.65 |
-0.07 |
390,877 |
718,508 |
-26,138 |
| Sep04 |
040521 |
110.13 |
110.30 |
109.99 |
109.99 |
-0.07 |
15,726 |
214,060 |
+10,711 |
| Dec04 |
040521 |
109.20 |
109.20 |
109.20 |
109.20 |
-0.07 |
866 |
1 |
+0 |
| Total Volume and Open Interest |
407,469 |
932,569 |
-15,427 |
| Long Gilt(LIFFE) |
| Jun04 |
040521 |
105~31 |
106~01 |
105~20 |
105~24 |
+0~02 |
38,438 |
218,171 |
+22 |
| Sep04 |
040521 |
105~19 |
105~20 |
105~13 |
105~13 |
+0~02 |
424 |
9,397 |
+191 |
| Total Volume and Open Interest |
38,862 |
227,568 |
+213 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040521 |
95.32 |
95.34 |
95.30 |
95.30 |
-0.01 |
41,451 |
217,958 |
-2,127 |
| Sep04 |
040521 |
94.98 |
95.01 |
94.94 |
94.95 |
-0.01 |
41,094 |
221,184 |
-1,063 |
| Dec04 |
040521 |
94.74 |
94.77 |
94.69 |
94.70 |
-0.01 |
36,820 |
239,845 |
+1,617 |
| Total Volume and Open Interest |
186,104 |
1,283,443 |
+8,023 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040521 |
97.900 |
97.905 |
97.895 |
97.900 |
unch |
30,677 |
627,759 |
-8,397 |
| Sep04 |
040521 |
97.810 |
97.815 |
97.790 |
97.800 |
+0.010 |
57,064 |
529,977 |
+5,419 |
| Dec04 |
040521 |
97.625 |
97.635 |
97.595 |
97.615 |
+0.025 |
90,551 |
565,468 |
+6,288 |
| Total Volume and Open Interest |
352,996 |
3,101,207 |
+14,136 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040521 |
94.49 |
94.51 |
94.48 |
94.50 |
+0.01 |
3,024 |
128,289 |
-3,929 |
| Sep04 |
040521 |
94.41 |
94.42 |
94.38 |
94.40 |
+0.01 |
14,404 |
183,207 |
+11,380 |
| Dec04 |
040521 |
94.31 |
94.32 |
94.28 |
94.30 |
+0.01 |
2,109 |
68,893 |
+12,761 |
| Mar05 |
040521 |
94.23 |
94.23 |
94.22 |
94.23 |
+0.02 |
1,306 |
42,535 |
+1,939 |
| Jun05 |
040521 |
94.15 |
94.16 |
94.14 |
94.15 |
+0.03 |
836 |
19,708 |
+717 |
| Sep05 |
040521 |
94.06 |
94.08 |
94.06 |
94.08 |
+0.04 |
71 |
14,374 |
+76 |
| Dec05 |
040521 |
93.99 |
94.00 |
93.99 |
94.00 |
+0.04 |
0 |
11,544 |
+19 |
| Mar06 |
040521 |
93.94 |
93.94 |
93.93 |
93.93 |
+0.04 |
50 |
6,655 |
-66 |
| Jun06 |
040521 |
93.86 |
93.87 |
93.86 |
93.87 |
+0.05 |
200 |
2,341 |
+0 |
| Sep06 |
040521 |
93.80 |
93.81 |
93.80 |
93.81 |
+0.05 |
0 |
1,865 |
+0 |
| Total Volume and Open Interest |
22,000 |
482,542 |
+22,897 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040521 |
94.04 |
94.04 |
94.00 |
94.03 |
-0.33 |
63,208 |
506,649 |
+277,821 |
| Sep04 |
040521 |
93.96 |
93.96 |
93.96 |
93.96 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
63,208 |
506,649 |
+35,728 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040521 |
94.42 |
94.43 |
94.39 |
94.41 |
+0.05 |
32,592 |
506,649 |
+35,728 |
| Sep04 |
040521 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
32,592 |
506,649 |
+35,728 |
| Gold(CMX) |
| Jun04 |
040521 |
381.9 |
387.3 |
381.8 |
384.9 |
+6.4 |
39,045 |
140,708 |
-6,608 |
| Aug04 |
040521 |
383.5 |
388.5 |
382.8 |
385.9 |
+6.4 |
8,665 |
37,272 |
+4,095 |
| Oct04 |
040521 |
383.5 |
388.8 |
383.5 |
387.1 |
+6.5 |
839 |
7,565 |
+330 |
| Dec04 |
040521 |
386.0 |
391.0 |
386.0 |
388.4 |
+6.5 |
1,362 |
31,548 |
+638 |
| Feb05 |
040521 |
391.0 |
391.0 |
389.9 |
389.9 |
+6.5 |
90 |
3,116 |
+33 |
| Apr05 |
040521 |
391.4 |
391.4 |
391.4 |
391.4 |
+6.5 |
0 |
3,536 |
+0 |
| Total Volume and Open Interest |
50,007 |
258,699 |
-1,506 |
| Silver(CMX) |
| May04 |
040521 |
586.0 |
592.5 |
586.0 |
586.3 |
+9.0 |
24 |
145 |
-17 |
| Jul04 |
040521 |
587.0 |
596.0 |
584.0 |
587.0 |
+9.0 |
7,384 |
57,026 |
-1,627 |
| Sep04 |
040521 |
592.0 |
598.0 |
587.0 |
588.6 |
+9.0 |
727 |
6,851 |
+582 |
| Dec04 |
040521 |
593.0 |
600.0 |
590.0 |
590.7 |
+9.0 |
214 |
14,152 |
+17 |
| Mar05 |
040521 |
592.8 |
592.8 |
592.8 |
592.8 |
+9.0 |
40 |
3,776 |
+40 |
| Total Volume and Open Interest |
8,391 |
88,840 |
-1,006 |
| Platinum(NYM) |
| Jul04 |
040521 |
808.0 |
819.8 |
807.5 |
817.1 |
+14.2 |
503 |
4,955 |
-40 |
| Oct04 |
040521 |
809.1 |
809.1 |
809.1 |
809.1 |
+14.2 |
11 |
409 |
+1 |
| Jan05 |
040521 |
804.1 |
804.1 |
804.1 |
804.1 |
+14.2 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
514 |
5,372 |
-39 |
| Palladium(NYME) |
| Jun04 |
040521 |
242.00 |
251.00 |
242.00 |
249.50 |
+9.50 |
683 |
6,903 |
-373 |
| Sep04 |
040521 |
244.50 |
251.50 |
244.50 |
251.50 |
+9.50 |
579 |
1,749 |
+420 |
| Dec04 |
040521 |
253.00 |
254.00 |
253.00 |
253.00 |
+9.50 |
0 |
313 |
+0 |
| Total Volume and Open Interest |
1,262 |
8,965 |
+47 |
| Copper(CMX) |
| May04 |
040521 |
122.10 |
122.50 |
121.70 |
122.00 |
+3.10 |
272 |
705 |
-354 |
| Jul04 |
040521 |
121.40 |
122.90 |
121.40 |
122.20 |
+3.55 |
6,174 |
36,308 |
-684 |
| Sep04 |
040521 |
119.80 |
120.70 |
119.80 |
120.55 |
+3.40 |
520 |
6,691 |
-51 |
| Dec04 |
040521 |
115.50 |
116.80 |
115.50 |
116.40 |
+3.15 |
180 |
10,561 |
-7 |
| Mar05 |
040521 |
113.00 |
113.00 |
112.50 |
112.80 |
+3.05 |
20 |
1,517 |
+20 |
| Total Volume and Open Interest |
7,341 |
63,396 |
-1,091 |
| DJIA Index(CBOT) |
| Jun04 |
040521 |
9990 |
10035 |
9940 |
9967 |
+13 |
8,024 |
44,848 |
+373 |
| Sep04 |
040521 |
9970 |
10015 |
9941 |
9950 |
+13 |
255 |
1,062 |
+170 |
| Dec04 |
040521 |
9941 |
9941 |
9941 |
9941 |
+13 |
4 |
15 |
+2 |
| Total Volume and Open Interest |
8,283 |
45,925 |
+545 |
| S & P 500(CME) |
| Jun04 |
040521 |
1094.00 |
1099.70 |
1089.00 |
1092.50 |
+1.90 |
31,659 |
552,821 |
-660 |
| Sep04 |
040521 |
1091.00 |
1097.00 |
1091.00 |
1091.80 |
+1.90 |
787 |
30,322 |
+582 |
| Dec04 |
040521 |
1092.00 |
1092.00 |
1092.00 |
1092.00 |
+2.10 |
43 |
2,954 |
-3 |
| Mar05 |
040521 |
1093.60 |
1093.60 |
1093.60 |
1093.60 |
+2.10 |
48 |
237 |
+20 |
| Total Volume and Open Interest |
32,537 |
586,543 |
-61 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040521 |
1090.00 |
1099.75 |
1088.75 |
1092.50 |
+2.00 |
659,182 |
580,901 |
-2,499 |
| Sep04 |
040521 |
1094.50 |
1099.00 |
1089.00 |
1091.75 |
+1.75 |
296 |
4,214 |
+25 |
| Total Volume and Open Interest |
659,478 |
585,115 |
-2,474 |
| NASDAQ 100(CME) |
| Jun04 |
040521 |
1409.00 |
1416.00 |
1397.50 |
1408.50 |
+6.50 |
8,376 |
79,644 |
-682 |
| Sep04 |
040521 |
1410.00 |
1414.00 |
1410.00 |
1412.50 |
+6.50 |
5 |
628 |
+1 |
| Dec04 |
040521 |
1416.50 |
1416.50 |
1416.50 |
1416.50 |
+6.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
8,381 |
80,277 |
-681 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040521 |
1401.0 |
1415.5 |
1397.5 |
1408.5 |
+6.5 |
294,556 |
313,244 |
-782 |
| Sep04 |
040521 |
1416.0 |
1419.0 |
1402.5 |
1412.5 |
+6.5 |
198 |
1,775 |
+38 |
| Total Volume and Open Interest |
294,754 |
315,019 |
-744 |
| S & P Midcap 400(CME) |
| Jun04 |
040521 |
567.50 |
570.80 |
565.75 |
568.00 |
+1.50 |
464 |
15,933 |
+3 |
| Sep04 |
040521 |
568.00 |
568.00 |
568.00 |
568.00 |
+1.50 |
|
|
|
| Dec04 |
040521 |
568.00 |
568.00 |
568.00 |
568.00 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
464 |
15,933 |
+3 |
| Russell 2000(CME) |
| Jun04 |
040521 |
540.25 |
545.90 |
539.25 |
544.00 |
+4.50 |
716 |
32,317 |
+22 |
| Sep04 |
040521 |
540.30 |
543.00 |
540.30 |
543.00 |
+3.75 |
0 |
29 |
+0 |
| Dec04 |
040521 |
543.00 |
543.00 |
543.00 |
543.00 |
+3.75 |
|
|
|
| Total Volume and Open Interest |
716 |
32,346 |
+22 |
| Value Line(KCBT) |
| Jun04 |
040521 |
1509.00 |
1511.00 |
1509.00 |
1511.00 |
+8.00 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
0 |
44 |
+0 |
| Nikkei 225(CME) |
| Jun04 |
040521 |
11020 |
11050 |
10960 |
11025 |
+145 |
1,545 |
37,313 |
-162 |
| Sep04 |
040521 |
11010 |
11070 |
11010 |
11025 |
+145 |
1 |
170 |
-1 |
| Total Volume and Open Interest |
1,546 |
37,486 |
-163 |
| Nikkei 225(SIMEX) |
| Jun04 |
040521 |
10850 |
11080 |
10840 |
11040 |
+190 |
34,411 |
161,613 |
-1,780 |
| Sep04 |
040521 |
11035 |
11035 |
11035 |
11035 |
+190 |
0 |
3,503 |
+0 |
| Dec04 |
040521 |
11005 |
11005 |
11005 |
11005 |
+190 |
|
|
|
| Total Volume and Open Interest |
34,411 |
165,116 |
-1,780 |
| CAC 40(MATIF) |
| May04 |
040521 |
3606.0 |
3607.0 |
3566.5 |
3585.0 |
-1.0 |
64,930 |
446,312 |
+16,590 |
| Jun04 |
040521 |
3589.0 |
3589.0 |
3558.0 |
3570.5 |
-1.0 |
7,512 |
209,807 |
+2,384 |
| Jul04 |
040521 |
3575.5 |
3575.5 |
3575.5 |
3575.5 |
-1.0 |
0 |
300 |
+0 |
| Total Volume and Open Interest |
72,505 |
677,558 |
+19,035 |
| DAX Index(EUREX) |
| Jun04 |
040521 |
3860.0 |
3876.5 |
3813.0 |
3829.5 |
-10.0 |
80,791 |
202,853 |
-2,382 |
| Sep04 |
040521 |
3875.5 |
3884.5 |
3836.0 |
3849.5 |
-10.0 |
216 |
9,061 |
+43 |
| Dec04 |
040521 |
3906.0 |
3906.0 |
3858.0 |
3871.0 |
-10.5 |
100 |
2,498 |
+18 |
| Total Volume and Open Interest |
81,107 |
214,412 |
-2,321 |
| FT-SE 100(LIFFE) |
| Jun04 |
040521 |
4440.00 |
4460.50 |
4419.00 |
4435.50 |
+2.00 |
65,264 |
394,180 |
-2,008 |
| Sep04 |
040521 |
4455.00 |
4467.00 |
4445.50 |
4445.50 |
+2.00 |
7,016 |
32,089 |
+6,437 |
| Dec04 |
040521 |
4476.50 |
4476.50 |
4476.50 |
4476.50 |
+2.00 |
500 |
21,123 |
+0 |
| Total Volume and Open Interest |
72,780 |
448,543 |
+4,429 |
| SPI 200(SFE) |
| Jun04 |
040521 |
3384.0 |
3408.0 |
3380.0 |
3406.0 |
+35.0 |
8,317 |
165,802 |
+6,359 |
| Sep04 |
040521 |
3388.0 |
3412.0 |
3388.0 |
3411.0 |
+35.0 |
631 |
4,463 |
+297 |
| Dec04 |
040521 |
3415.0 |
3425.0 |
3415.0 |
3425.0 |
+35.0 |
5 |
2,483 |
+0 |
| Total Volume and Open Interest |
8,968 |
174,218 |
+6,667 |
| GSCI(CME) |
| Jun04 |
040521 |
303.00 |
303.20 |
299.80 |
300.70 |
-3.10 |
132 |
16,196 |
+44 |
| Jul04 |
040521 |
295.70 |
295.70 |
295.70 |
295.70 |
-4.05 |
0 |
75 |
+0 |
| Aug04 |
040521 |
293.00 |
293.00 |
293.00 |
293.00 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
132 |
16,271 |
+44 |
| Reuters CRB Index(NYBOT) |
| Jun04 |
040521 |
270.00 |
270.50 |
268.25 |
268.75 |
-0.50 |
23 |
257 |
-3 |
| Aug04 |
040521 |
266.25 |
266.25 |
266.25 |
266.25 |
-0.50 |
0 |
59 |
+0 |
| Nov04 |
040521 |
267.00 |
267.00 |
267.00 |
267.00 |
-0.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
23 |
321 |
-3 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|