|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon May 24, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040524 |
872.00 |
879.00 |
856.00 |
866.00 |
-6.50 |
42,986 |
108,191 |
-2,423 |
| Aug04 |
040524 |
816.00 |
820.00 |
804.00 |
811.75 |
-0.75 |
6,943 |
21,038 |
+811 |
| Sep04 |
040524 |
735.00 |
741.00 |
727.00 |
738.00 |
+9.25 |
2,239 |
9,645 |
-245 |
| Nov04 |
040524 |
695.00 |
701.00 |
685.25 |
698.50 |
+14.50 |
10,605 |
56,471 |
-312 |
| Jan05 |
040524 |
696.00 |
700.00 |
688.00 |
699.00 |
+15.00 |
465 |
4,343 |
+49 |
| Mar05 |
040524 |
692.00 |
698.50 |
688.00 |
698.50 |
+13.50 |
362 |
3,189 |
+123 |
| May05 |
040524 |
687.00 |
691.00 |
686.00 |
691.00 |
+15.00 |
248 |
1,826 |
+100 |
| Total Volume and Open Interest |
63,878 |
206,118 |
-1,905 |
| Soybean Meal(CBOT) |
| Jul04 |
040524 |
283.30 |
284.80 |
277.60 |
279.80 |
-2.20 |
12,137 |
61,167 |
-1,027 |
| Aug04 |
040524 |
266.30 |
268.00 |
263.00 |
266.00 |
+0.80 |
3,972 |
24,749 |
-247 |
| Sep04 |
040524 |
247.50 |
252.00 |
245.00 |
251.50 |
+5.20 |
1,717 |
16,048 |
-294 |
| Oct04 |
040524 |
225.00 |
229.50 |
222.00 |
229.50 |
+6.70 |
820 |
12,871 |
+32 |
| Dec04 |
040524 |
221.00 |
225.50 |
218.00 |
225.20 |
+6.90 |
4,379 |
30,987 |
+870 |
| Jan05 |
040524 |
218.50 |
225.00 |
216.00 |
224.50 |
+9.00 |
557 |
3,811 |
+98 |
| Mar05 |
040524 |
217.00 |
223.00 |
214.50 |
222.50 |
+8.60 |
467 |
4,098 |
+117 |
| May05 |
040524 |
217.00 |
221.00 |
214.00 |
220.70 |
+7.90 |
427 |
1,685 |
+258 |
| Total Volume and Open Interest |
24,649 |
158,714 |
-60 |
| Soybean Oil(CBOT) |
| Jul04 |
040524 |
28.70 |
28.82 |
28.08 |
28.29 |
-0.76 |
12,918 |
56,994 |
-118 |
| Aug04 |
040524 |
28.08 |
28.20 |
27.50 |
27.72 |
-0.65 |
4,033 |
18,926 |
-314 |
| Sep04 |
040524 |
27.30 |
27.33 |
26.85 |
26.98 |
-0.47 |
2,332 |
16,539 |
+690 |
| Oct04 |
040524 |
25.90 |
25.90 |
25.60 |
25.60 |
-0.23 |
616 |
10,143 |
+182 |
| Dec04 |
040524 |
25.00 |
25.05 |
24.70 |
24.74 |
-0.16 |
3,498 |
23,968 |
+537 |
| Jan05 |
040524 |
24.95 |
24.95 |
24.65 |
24.69 |
-0.11 |
579 |
5,027 |
-59 |
| Mar05 |
040524 |
24.95 |
24.95 |
24.70 |
24.70 |
-0.05 |
549 |
2,875 |
-99 |
| May05 |
040524 |
24.95 |
24.95 |
24.75 |
24.75 |
+0.05 |
330 |
993 |
+59 |
| Total Volume and Open Interest |
24,976 |
137,823 |
+993 |
| Canola(WCE) |
| 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 |
| Mar05 |
040521 |
379.5 |
379.5 |
379.5 |
379.5 |
+4.5 |
0 |
460 |
+0 |
| Total Volume and Open Interest |
7,025 |
67,195 |
-1,526 |
| Corn(CBOT) |
| Jul04 |
040524 |
292.50 |
296.75 |
290.75 |
296.00 |
+6.00 |
22,232 |
221,955 |
-6,305 |
| Sep04 |
040524 |
287.00 |
292.00 |
286.50 |
291.75 |
+7.00 |
4,348 |
50,234 |
+680 |
| Dec04 |
040524 |
284.25 |
289.50 |
283.25 |
289.25 |
+8.25 |
37,496 |
302,515 |
+117 |
| Mar05 |
040524 |
289.25 |
294.25 |
288.50 |
293.75 |
+7.75 |
1,784 |
24,278 |
-109 |
| May05 |
040524 |
294.00 |
297.50 |
292.00 |
297.50 |
+7.50 |
642 |
6,875 |
+449 |
| Jul05 |
040524 |
293.50 |
297.00 |
292.00 |
296.50 |
+8.00 |
235 |
7,878 |
+44 |
| Total Volume and Open Interest |
67,322 |
625,334 |
-5,078 |
| Wheat(CBOT) |
| Jul04 |
040524 |
371.00 |
379.00 |
370.50 |
378.50 |
+10.25 |
12,647 |
88,297 |
-532 |
| Sep04 |
040524 |
379.50 |
387.25 |
379.00 |
386.00 |
+9.50 |
1,841 |
13,145 |
+548 |
| Dec04 |
040524 |
387.50 |
397.00 |
387.50 |
396.50 |
+11.50 |
1,916 |
14,543 |
-403 |
| Mar05 |
040524 |
395.00 |
404.00 |
395.00 |
404.00 |
+11.00 |
300 |
2,959 |
+3 |
| May05 |
040524 |
394.00 |
404.00 |
394.00 |
404.00 |
+13.00 |
1 |
75 |
+1 |
| Total Volume and Open Interest |
16,752 |
120,352 |
-385 |
| Wheat(KCBT) |
| Jul04 |
040524 |
388.00 |
396.50 |
388.00 |
394.50 |
+7.25 |
2,946 |
37,590 |
+210 |
| Sep04 |
040524 |
395.00 |
402.00 |
394.00 |
400.75 |
+9.00 |
1,890 |
10,240 |
+104 |
| Dec04 |
040524 |
401.00 |
409.50 |
401.00 |
408.00 |
+8.75 |
778 |
9,613 |
-255 |
| Mar05 |
040524 |
414.00 |
414.00 |
414.00 |
414.00 |
+9.00 |
19 |
542 |
+19 |
| May05 |
040524 |
410.00 |
410.00 |
410.00 |
410.00 |
unch |
0 |
10 |
+0 |
| Total Volume and Open Interest |
5,648 |
58,383 |
+68 |
| Wheat(MGE) |
| Jul04 |
040524 |
407.00 |
416.00 |
407.00 |
415.50 |
+9.00 |
1,779 |
14,833 |
-160 |
| Sep04 |
040524 |
411.50 |
418.00 |
410.50 |
417.75 |
+9.00 |
770 |
8,050 |
+31 |
| Dec04 |
040524 |
415.00 |
423.00 |
415.00 |
422.75 |
+9.25 |
415 |
10,240 |
+179 |
| Mar05 |
040524 |
417.50 |
425.50 |
417.50 |
425.50 |
+11.00 |
40 |
420 |
+22 |
| May05 |
040524 |
420.00 |
420.00 |
420.00 |
420.00 |
+4.00 |
10 |
38 |
+10 |
| Total Volume and Open Interest |
3,014 |
33,625 |
+82 |
| Oats(CBOT) |
| Jul04 |
040524 |
151.00 |
152.50 |
146.50 |
149.75 |
+1.00 |
1,205 |
5,467 |
-149 |
| Sep04 |
040524 |
155.75 |
156.00 |
152.50 |
155.25 |
+0.50 |
354 |
1,499 |
+30 |
| Dec04 |
040524 |
164.75 |
165.00 |
161.50 |
164.00 |
+1.50 |
646 |
4,250 |
+135 |
| Mar05 |
040524 |
168.00 |
168.00 |
168.00 |
168.00 |
unch |
0 |
93 |
+0 |
| Total Volume and Open Interest |
2,205 |
11,339 |
+16 |
| Rough Rice(CBOT) |
| Jul04 |
040524 |
10.46 |
10.51 |
10.41 |
10.43 |
-0.05 |
113 |
3,731 |
-74 |
| Sep04 |
040524 |
9.24 |
9.24 |
9.24 |
9.24 |
unch |
5 |
457 |
+1 |
| Nov04 |
040524 |
9.10 |
9.10 |
9.07 |
9.10 |
unch |
13 |
1,098 |
-2 |
| Jan05 |
040524 |
9.29 |
9.29 |
9.29 |
9.29 |
unch |
0 |
176 |
+0 |
| Total Volume and Open Interest |
140 |
5,531 |
-66 |
| Live Cattle(CME) |
| Jun04 |
040524 |
83.450 |
83.750 |
82.900 |
83.625 |
+0.175 |
5,173 |
30,595 |
-2,355 |
| Aug04 |
040524 |
86.050 |
86.650 |
85.750 |
86.500 |
+0.475 |
5,315 |
56,214 |
+589 |
| Oct04 |
040524 |
87.000 |
87.050 |
86.500 |
86.925 |
-0.050 |
1,515 |
19,965 |
+225 |
| Dec04 |
040524 |
86.850 |
86.850 |
86.350 |
86.750 |
-0.100 |
803 |
9,549 |
+69 |
| Feb05 |
040524 |
86.500 |
86.700 |
86.300 |
86.700 |
-0.175 |
511 |
5,019 |
-20 |
| Apr05 |
040524 |
84.500 |
84.700 |
84.350 |
84.700 |
-0.300 |
176 |
1,332 |
+71 |
| Total Volume and Open Interest |
13,556 |
122,917 |
-1,394 |
| Feeder Cattle(CME) |
| May04 |
040524 |
104.950 |
105.600 |
104.850 |
105.575 |
+0.650 |
354 |
1,334 |
-168 |
| Aug04 |
040524 |
105.650 |
106.000 |
105.100 |
105.675 |
+0.325 |
1,621 |
11,077 |
-121 |
| Sep04 |
040524 |
104.500 |
104.700 |
103.850 |
104.400 |
+0.050 |
222 |
1,038 |
+52 |
| Oct04 |
040524 |
103.600 |
103.800 |
103.100 |
103.650 |
+0.200 |
334 |
1,536 |
+54 |
| Nov04 |
040524 |
102.300 |
102.850 |
101.950 |
102.850 |
+0.650 |
99 |
545 |
+42 |
| Jan05 |
040524 |
98.000 |
98.000 |
97.800 |
98.000 |
unch |
76 |
210 |
+46 |
| Mar05 |
040524 |
94.500 |
94.500 |
94.500 |
94.500 |
+0.500 |
1 |
16 |
+0 |
| Total Volume and Open Interest |
2,707 |
15,757 |
-95 |
| Lean Hogs(CME) |
| Jun04 |
040524 |
75.400 |
76.000 |
75.050 |
75.750 |
+0.300 |
3,462 |
19,600 |
-1,201 |
| Jul04 |
040524 |
74.600 |
75.400 |
74.250 |
75.300 |
+0.600 |
3,277 |
34,968 |
+1,051 |
| Aug04 |
040524 |
73.700 |
73.900 |
73.050 |
73.850 |
+0.200 |
1,861 |
11,319 |
+589 |
| Oct04 |
040524 |
62.300 |
62.500 |
61.950 |
62.350 |
-0.175 |
874 |
7,956 |
+411 |
| Dec04 |
040524 |
58.400 |
58.650 |
58.100 |
58.425 |
-0.325 |
564 |
5,072 |
+236 |
| Feb05 |
040524 |
59.500 |
59.550 |
59.300 |
59.300 |
-0.450 |
33 |
753 |
+24 |
| Apr05 |
040524 |
59.900 |
59.900 |
59.550 |
59.550 |
-0.350 |
22 |
376 |
+22 |
| May05 |
040524 |
62.550 |
62.550 |
62.550 |
62.550 |
+0.050 |
2 |
41 |
+2 |
| Total Volume and Open Interest |
10,101 |
80,095 |
+1,140 |
| Pork Bellies(CME) |
| May04 |
040524 |
122.250 |
125.000 |
121.200 |
125.000 |
+3.000 |
29 |
137 |
-33 |
| Jul04 |
040524 |
113.150 |
116.000 |
112.850 |
115.975 |
+2.825 |
565 |
2,783 |
-54 |
| Aug04 |
040524 |
107.650 |
110.550 |
107.650 |
110.550 |
+3.000 |
106 |
619 |
+16 |
| Feb05 |
040524 |
99.000 |
99.800 |
99.000 |
99.750 |
+1.250 |
7 |
12 |
-2 |
| Mar05 |
040524 |
93.025 |
93.025 |
93.025 |
93.025 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
707 |
3,553 |
-73 |
| Class III Milk(CME) |
| May04 |
040524 |
20.48 |
20.55 |
20.48 |
20.55 |
+0.07 |
10 |
8,231 |
-1 |
| Jun04 |
040524 |
15.84 |
16.61 |
15.75 |
16.61 |
+0.75 |
584 |
5,985 |
-187 |
| Jul04 |
040524 |
14.06 |
14.86 |
14.05 |
14.83 |
+0.72 |
541 |
4,761 |
+105 |
| Aug04 |
040524 |
14.10 |
14.87 |
14.08 |
14.85 |
+0.73 |
321 |
4,419 |
+192 |
| Sep04 |
040524 |
14.15 |
14.72 |
14.15 |
14.65 |
+0.50 |
297 |
3,975 |
+106 |
| Total Volume and Open Interest |
1,864 |
35,657 |
+250 |
| Cocoa(NYBOT) |
| Jul04 |
040524 |
1380 |
1387 |
1363 |
1368 |
-14 |
10,712 |
43,048 |
-2,575 |
| Sep04 |
040524 |
1381 |
1392 |
1370 |
1375 |
-12 |
1,372 |
17,255 |
-61 |
| Dec04 |
040524 |
1396 |
1405 |
1387 |
1390 |
-12 |
414 |
12,870 |
+103 |
| Mar05 |
040524 |
1415 |
1415 |
1406 |
1406 |
-12 |
35 |
9,414 |
-15 |
| May05 |
040524 |
1420 |
1425 |
1420 |
1420 |
-11 |
135 |
11,345 |
+0 |
| Jul05 |
040524 |
1435 |
1435 |
1435 |
1435 |
-12 |
378 |
9,911 |
+95 |
| Sep05 |
040524 |
1445 |
1445 |
1445 |
1445 |
-11 |
80 |
4,589 |
+80 |
| Total Volume and Open Interest |
13,126 |
108,534 |
-2,373 |
| Coffee "C"(NYBOT) |
| Jul04 |
040524 |
72.50 |
76.80 |
72.20 |
76.65 |
+4.30 |
4,916 |
60,389 |
+42 |
| Sep04 |
040524 |
74.70 |
78.90 |
74.40 |
78.75 |
+4.20 |
1,190 |
18,639 |
+309 |
| Dec04 |
040524 |
77.50 |
81.45 |
77.40 |
81.45 |
+4.05 |
503 |
7,716 |
-117 |
| Mar05 |
040524 |
80.45 |
84.05 |
80.45 |
84.05 |
+3.90 |
9 |
4,718 |
+5 |
| May05 |
040524 |
83.00 |
85.55 |
83.00 |
85.55 |
+3.90 |
4 |
728 |
+0 |
| Jul05 |
040524 |
84.50 |
86.95 |
84.50 |
86.95 |
+3.90 |
2 |
878 |
+0 |
| Total Volume and Open Interest |
6,624 |
93,449 |
+239 |
| Orange Juice(NYBOT) |
| Jul04 |
040524 |
55.10 |
55.40 |
54.65 |
54.70 |
-0.15 |
1,703 |
21,928 |
+203 |
| Sep04 |
040524 |
57.20 |
57.25 |
56.85 |
56.90 |
-0.05 |
169 |
4,152 |
+41 |
| Nov04 |
040524 |
59.40 |
59.40 |
59.00 |
59.00 |
-0.40 |
51 |
3,251 |
+29 |
| Jan05 |
040524 |
61.75 |
61.90 |
61.40 |
61.40 |
-0.40 |
14 |
1,011 |
+5 |
| Mar05 |
040524 |
64.25 |
64.25 |
64.00 |
64.00 |
unch |
17 |
2,758 |
+13 |
| Total Volume and Open Interest |
1,972 |
35,982 |
-203 |
| Sugar #11(NYBOT) |
| Jul04 |
040524 |
6.58 |
6.64 |
6.53 |
6.62 |
+0.04 |
11,557 |
133,161 |
-672 |
| Oct04 |
040524 |
6.92 |
6.94 |
6.87 |
6.92 |
unch |
4,109 |
61,054 |
+941 |
| Mar05 |
040524 |
7.24 |
7.25 |
7.19 |
7.22 |
-0.01 |
1,172 |
36,767 |
+300 |
| May05 |
040524 |
7.10 |
7.11 |
7.07 |
7.09 |
unch |
666 |
13,107 |
-125 |
| Jul05 |
040524 |
6.92 |
6.93 |
6.90 |
6.90 |
+0.01 |
170 |
9,044 |
-17 |
| Total Volume and Open Interest |
18,057 |
262,107 |
+446 |
| London Cocoa(LCE) |
| May04 |
040513 |
787 |
787 |
772 |
775 |
-6 |
1,328 |
292 |
-571 |
| Jul04 |
040524 |
810 |
811 |
800 |
802 |
-8 |
3,884 |
45,071 |
-1,370 |
| Sep04 |
040524 |
821 |
824 |
812 |
814 |
-8 |
1,576 |
25,212 |
+597 |
| Dec04 |
040524 |
842 |
845 |
834 |
836 |
-7 |
1,034 |
43,265 |
+44 |
| Mar05 |
040524 |
860 |
861 |
852 |
854 |
-7 |
436 |
25,628 |
-116 |
| May05 |
040524 |
867 |
867 |
867 |
867 |
-6 |
248 |
9,602 |
+134 |
| Jul05 |
040524 |
887 |
889 |
879 |
879 |
-6 |
50 |
9,121 |
+30 |
| Total Volume and Open Interest |
7,281 |
170,853 |
-678 |
| London Coffee(LCE) |
| May04 |
040524 |
685.00 |
695.00 |
685.00 |
693.00 |
+6.00 |
59 |
419 |
+1 |
| Jul04 |
040524 |
709.00 |
720.00 |
705.00 |
718.00 |
+7.00 |
1,798 |
82,114 |
-323 |
| Sep04 |
040524 |
725.00 |
734.00 |
720.00 |
732.00 |
+6.00 |
1,241 |
39,111 |
+663 |
| Nov04 |
040524 |
736.00 |
749.00 |
735.00 |
747.00 |
+5.00 |
89 |
19,395 |
+16 |
| Jan05 |
040524 |
750.00 |
763.00 |
750.00 |
763.00 |
+6.00 |
159 |
14,111 |
+136 |
| Mar05 |
040524 |
770.00 |
777.00 |
770.00 |
777.00 |
+6.00 |
0 |
8,501 |
+0 |
| Total Volume and Open Interest |
3,418 |
167,466 |
+545 |
| London Sugar(LCE) |
| May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
| Aug04 |
040524 |
218.00 |
219.00 |
215.00 |
215.50 |
-2.20 |
1,362 |
22,572 |
-685 |
| Oct04 |
040524 |
222.60 |
223.00 |
220.10 |
221.00 |
-0.90 |
385 |
10,970 |
+28 |
| Dec04 |
040524 |
226.90 |
226.90 |
224.90 |
225.50 |
-0.50 |
112 |
4,993 |
+51 |
| Mar05 |
040524 |
229.00 |
229.90 |
228.20 |
228.20 |
-1.30 |
433 |
8,491 |
-86 |
| Total Volume and Open Interest |
2,886 |
55,614 |
-255 |
| Cotton(NYBOT) |
| Jul04 |
040524 |
63.00 |
63.75 |
62.50 |
63.54 |
+0.54 |
3,259 |
44,159 |
-345 |
| Oct04 |
040524 |
60.00 |
61.20 |
59.95 |
61.10 |
+0.75 |
82 |
1,442 |
-33 |
| Dec04 |
040524 |
58.81 |
59.72 |
58.55 |
59.54 |
+0.83 |
2,804 |
27,525 |
+562 |
| Mar05 |
040524 |
61.60 |
61.75 |
61.45 |
61.50 |
+0.65 |
118 |
5,550 |
+28 |
| May05 |
040524 |
62.05 |
62.05 |
62.05 |
62.05 |
+0.45 |
61 |
1,031 |
+22 |
| Jul05 |
040524 |
62.40 |
62.80 |
62.40 |
62.80 |
+0.10 |
32 |
736 |
-13 |
| Total Volume and Open Interest |
6,357 |
80,968 |
+221 |
| Lumber(CME) |
| Jul04 |
040524 |
391.0 |
397.2 |
387.3 |
397.2 |
+10.0 |
682 |
3,829 |
-109 |
| Sep04 |
040524 |
368.0 |
373.4 |
364.3 |
372.9 |
+8.6 |
110 |
901 |
-8 |
| Nov04 |
040524 |
340.3 |
347.1 |
339.2 |
344.5 |
+6.2 |
35 |
409 |
+20 |
| Jan05 |
040524 |
335.5 |
339.5 |
335.5 |
339.5 |
+4.2 |
2 |
39 |
+0 |
| Total Volume and Open Interest |
829 |
5,178 |
-97 |
| Crude Oil(NYM) |
| Jul04 |
040524 |
40.25 |
41.82 |
40.25 |
41.72 |
+1.79 |
118,040 |
226,659 |
-9,445 |
| Aug04 |
040524 |
39.95 |
41.33 |
39.90 |
41.24 |
+1.68 |
24,176 |
63,727 |
+953 |
| Sep04 |
040524 |
39.40 |
40.70 |
39.40 |
40.64 |
+1.63 |
12,303 |
51,264 |
+1,630 |
| Oct04 |
040524 |
39.10 |
40.04 |
39.10 |
40.02 |
+1.56 |
7,410 |
32,886 |
+800 |
| Nov04 |
040524 |
38.30 |
39.41 |
38.30 |
39.41 |
+1.50 |
4,741 |
22,055 |
-600 |
| Dec04 |
040524 |
37.70 |
38.85 |
37.65 |
38.84 |
+1.45 |
11,884 |
63,063 |
-2,500 |
| Jan05 |
040524 |
37.85 |
38.22 |
37.85 |
38.22 |
+1.40 |
1,646 |
19,188 |
+22 |
| Feb05 |
040524 |
37.55 |
37.64 |
37.55 |
37.64 |
+1.36 |
1,997 |
11,870 |
-71 |
| Mar05 |
040524 |
37.50 |
37.50 |
36.95 |
37.16 |
+1.32 |
928 |
11,676 |
+277 |
| Apr05 |
040524 |
36.75 |
36.75 |
36.73 |
36.73 |
+1.28 |
0 |
6,761 |
+0 |
| May05 |
040524 |
36.32 |
36.32 |
36.32 |
36.32 |
+1.25 |
319 |
3,519 |
+47 |
| Jun05 |
040524 |
34.75 |
35.94 |
34.75 |
35.94 |
+1.23 |
2,972 |
20,833 |
-185 |
| Jul05 |
040524 |
35.70 |
35.70 |
35.65 |
35.65 |
+1.20 |
512 |
5,797 |
-250 |
| Aug05 |
040524 |
35.37 |
35.37 |
35.37 |
35.37 |
+1.17 |
66 |
3,363 |
+0 |
| Sep05 |
040524 |
35.09 |
35.09 |
35.09 |
35.09 |
+1.14 |
12 |
6,139 |
+10 |
| Oct05 |
040524 |
34.83 |
34.83 |
34.83 |
34.83 |
+1.12 |
450 |
3,239 |
+435 |
| Total Volume and Open Interest |
192,700 |
693,740 |
-13,053 |
| Heating Oil(NYM) |
| Jun04 |
040524 |
100.80 |
105.40 |
100.80 |
104.86 |
+5.26 |
21,757 |
25,196 |
-5,197 |
| Jul04 |
040524 |
101.20 |
105.50 |
100.90 |
104.89 |
+5.10 |
18,327 |
57,527 |
+62 |
| Aug04 |
040524 |
101.30 |
105.40 |
101.30 |
104.94 |
+5.00 |
2,173 |
15,299 |
+102 |
| Sep04 |
040524 |
104.00 |
105.60 |
104.00 |
105.29 |
+4.80 |
1,081 |
10,893 |
-722 |
| Oct04 |
040524 |
104.50 |
106.25 |
104.50 |
105.69 |
+4.65 |
261 |
7,876 |
+73 |
| Nov04 |
040524 |
105.00 |
106.75 |
105.00 |
106.09 |
+4.50 |
584 |
7,080 |
+80 |
| Dec04 |
040524 |
104.00 |
107.20 |
104.00 |
106.49 |
+4.35 |
3,659 |
24,395 |
-1,208 |
| Jan05 |
040524 |
104.30 |
107.30 |
104.30 |
106.54 |
+4.25 |
382 |
8,725 |
+31 |
| Feb05 |
040524 |
104.60 |
106.30 |
104.60 |
105.44 |
+3.95 |
173 |
4,533 |
+79 |
| Mar05 |
040524 |
103.50 |
103.50 |
102.34 |
102.34 |
+3.55 |
331 |
7,484 |
+193 |
| Apr05 |
040524 |
98.50 |
100.00 |
98.50 |
98.59 |
+3.30 |
23 |
1,002 |
+0 |
| May05 |
040524 |
95.20 |
95.20 |
95.04 |
95.04 |
+3.05 |
4 |
329 |
+3 |
| Total Volume and Open Interest |
48,755 |
171,927 |
-6,504 |
| Unleaded Gas(NYM) |
| Jun04 |
040524 |
142.50 |
146.90 |
142.50 |
145.78 |
+4.10 |
31,891 |
34,203 |
-4,369 |
| Jul04 |
040524 |
133.50 |
137.80 |
133.50 |
136.85 |
+4.33 |
25,722 |
60,616 |
+3,288 |
| Aug04 |
040524 |
128.30 |
131.20 |
127.80 |
130.90 |
+4.23 |
4,373 |
17,731 |
+467 |
| Sep04 |
040524 |
122.80 |
124.60 |
122.60 |
124.50 |
+4.13 |
3,351 |
14,133 |
+509 |
| Oct04 |
040524 |
114.60 |
116.80 |
114.60 |
116.80 |
+4.08 |
1,028 |
6,945 |
+222 |
| Nov04 |
040524 |
112.15 |
112.15 |
112.15 |
112.15 |
+4.03 |
269 |
3,165 |
-49 |
| Dec04 |
040524 |
106.90 |
108.85 |
106.80 |
108.85 |
+4.03 |
183 |
7,058 |
+86 |
| Jan05 |
040524 |
105.67 |
107.20 |
105.67 |
107.20 |
+4.03 |
14 |
2,683 |
+7 |
| Feb05 |
040524 |
106.70 |
106.70 |
106.70 |
106.70 |
+4.08 |
1 |
1,791 |
+1 |
| Mar05 |
040524 |
107.20 |
107.20 |
107.20 |
107.20 |
+4.13 |
50 |
1,109 |
+50 |
| Apr05 |
040524 |
113.50 |
113.50 |
113.50 |
113.50 |
+4.33 |
130 |
1,190 |
+105 |
| May05 |
040524 |
113.35 |
113.35 |
113.35 |
113.35 |
+4.33 |
150 |
650 |
+130 |
| Total Volume and Open Interest |
67,162 |
151,274 |
+447 |
| Natural Gas(NYM) |
| Jun04 |
040524 |
6.450 |
6.730 |
6.450 |
6.705 |
+0.352 |
36,811 |
27,659 |
-5,206 |
| Jul04 |
040524 |
6.500 |
6.800 |
6.500 |
6.767 |
+0.358 |
20,088 |
83,369 |
+437 |
| Aug04 |
040524 |
6.550 |
6.820 |
6.550 |
6.797 |
+0.346 |
3,752 |
28,558 |
-273 |
| Sep04 |
040524 |
6.525 |
6.780 |
6.515 |
6.762 |
+0.339 |
2,747 |
26,340 |
+520 |
| Oct04 |
040524 |
6.530 |
6.790 |
6.530 |
6.772 |
+0.336 |
3,037 |
26,684 |
-629 |
| Nov04 |
040524 |
6.800 |
6.922 |
6.770 |
6.922 |
+0.326 |
800 |
18,454 |
+17 |
| Dec04 |
040524 |
6.870 |
7.110 |
6.865 |
7.100 |
+0.316 |
1,258 |
19,872 |
-192 |
| Jan05 |
040524 |
7.000 |
7.225 |
7.000 |
7.225 |
+0.311 |
748 |
19,256 |
-52 |
| Feb05 |
040524 |
7.050 |
7.159 |
7.000 |
7.159 |
+0.305 |
482 |
12,554 |
+254 |
| Mar05 |
040524 |
6.850 |
6.960 |
6.830 |
6.949 |
+0.295 |
825 |
15,214 |
-63 |
| Apr05 |
040524 |
6.050 |
6.120 |
5.904 |
6.094 |
+0.160 |
662 |
11,556 |
+22 |
| May05 |
040524 |
5.880 |
5.940 |
5.870 |
5.904 |
+0.145 |
123 |
9,859 |
+14 |
| Jun05 |
040524 |
5.900 |
5.933 |
5.870 |
5.912 |
+0.140 |
75 |
6,556 |
+7 |
| Jul05 |
040524 |
5.910 |
5.950 |
5.910 |
5.933 |
+0.137 |
27 |
10,874 |
-23 |
| Aug05 |
040524 |
5.919 |
5.945 |
5.904 |
5.944 |
+0.135 |
157 |
6,025 |
-8 |
| Sep05 |
040524 |
5.810 |
5.940 |
5.810 |
5.904 |
+0.133 |
28 |
6,537 |
-5 |
| Total Volume and Open Interest |
73,780 |
389,469 |
-4,136 |
| Brent Crude Oil(IPE) |
| Jul04 |
040524 |
36.18 |
38.20 |
36.13 |
38.17 |
+1.66 |
45,006 |
86,375 |
-4,344 |
| Aug04 |
040524 |
35.85 |
37.77 |
35.77 |
37.77 |
+1.65 |
14,959 |
77,673 |
+395 |
| Sep04 |
040524 |
35.36 |
37.30 |
35.36 |
37.30 |
+1.61 |
4,409 |
23,848 |
+1,846 |
| Oct04 |
040524 |
35.14 |
36.81 |
35.07 |
36.81 |
+1.54 |
629 |
13,139 |
+139 |
| Nov04 |
040524 |
34.60 |
36.32 |
34.60 |
36.32 |
+1.49 |
78 |
10,555 |
+0 |
| Dec04 |
040524 |
34.15 |
35.83 |
34.14 |
35.83 |
+1.44 |
3,837 |
33,624 |
-18 |
| Jan05 |
040524 |
34.10 |
35.31 |
34.10 |
35.31 |
+1.39 |
215 |
13,165 |
+150 |
| Feb05 |
040524 |
34.82 |
34.82 |
34.82 |
34.82 |
+1.34 |
0 |
5,104 |
+0 |
| Mar05 |
040524 |
34.10 |
34.38 |
34.07 |
34.38 |
+1.30 |
100 |
6,747 |
-39 |
| Apr05 |
040524 |
33.96 |
33.96 |
33.96 |
33.96 |
+1.26 |
100 |
6,295 |
-100 |
| May05 |
040524 |
32.18 |
33.55 |
32.18 |
33.55 |
+1.21 |
250 |
1,568 |
+250 |
| Jun05 |
040524 |
31.90 |
33.16 |
31.90 |
33.16 |
+1.16 |
1,400 |
16,904 |
-10 |
| Total Volume and Open Interest |
72,133 |
340,983 |
-1,292 |
| Gas Oil(IPE) |
| Jun04 |
040524 |
312.00 |
333.00 |
312.00 |
332.25 |
+19.00 |
14,965 |
46,739 |
-2,427 |
| Jul04 |
040524 |
306.50 |
324.00 |
306.25 |
323.25 |
+16.75 |
8,624 |
38,890 |
+635 |
| Aug04 |
040524 |
304.75 |
321.00 |
304.25 |
320.75 |
+15.75 |
1,841 |
15,428 |
-384 |
| Sep04 |
040524 |
303.50 |
319.25 |
303.00 |
319.25 |
+15.50 |
526 |
12,213 |
+215 |
| Oct04 |
040524 |
302.50 |
317.50 |
302.50 |
317.50 |
+15.50 |
1,790 |
8,262 |
-223 |
| Nov04 |
040524 |
313.50 |
315.00 |
313.50 |
315.00 |
+15.50 |
620 |
5,136 |
+150 |
| Dec04 |
040524 |
298.00 |
312.00 |
297.75 |
311.75 |
+15.25 |
1,232 |
23,455 |
+370 |
| Jan05 |
040524 |
295.00 |
308.00 |
295.00 |
308.00 |
+14.75 |
1,350 |
4,730 |
+1,100 |
| Feb05 |
040524 |
301.75 |
301.75 |
301.75 |
301.75 |
+14.50 |
1,350 |
1,950 |
+950 |
| Mar05 |
040524 |
295.75 |
295.75 |
295.75 |
295.75 |
+14.50 |
0 |
2,393 |
+0 |
| Total Volume and Open Interest |
32,298 |
173,903 |
+386 |
| US Dollar Index(NYBOT) |
| Jun04 |
040524 |
90.76 |
90.90 |
90.49 |
90.59 |
+0.02 |
2,760 |
10,386 |
-486 |
| Sep04 |
040524 |
91.18 |
91.25 |
90.85 |
90.96 |
+0.02 |
55 |
2,196 |
-3 |
| Dec04 |
040524 |
91.30 |
91.31 |
91.30 |
91.31 |
+0.02 |
3 |
28 |
+0 |
| Total Volume and Open Interest |
2,818 |
12,618 |
-489 |
| Australian Dollar(CME) |
| Jun04 |
040524 |
69.81 |
69.88 |
69.46 |
69.66 |
-0.04 |
1,505 |
37,659 |
-69 |
| Sep04 |
040524 |
68.95 |
69.00 |
68.75 |
68.96 |
-0.04 |
14 |
1,179 |
+17 |
| Dec04 |
040524 |
68.65 |
68.65 |
68.31 |
68.31 |
-0.04 |
8 |
141 |
+1 |
| Total Volume and Open Interest |
1,527 |
39,067 |
-51 |
| British Pound(CME) |
| Jun04 |
040524 |
178.80 |
179.00 |
178.50 |
178.86 |
+0.23 |
3,635 |
43,286 |
-473 |
| Sep04 |
040524 |
177.50 |
177.80 |
177.42 |
177.42 |
+0.23 |
71 |
463 |
+69 |
| Dec04 |
040524 |
176.30 |
176.30 |
176.04 |
176.04 |
+0.23 |
0 |
360 |
-1 |
| Total Volume and Open Interest |
3,706 |
44,110 |
-405 |
| Canadian Dollar(CME) |
| Jun04 |
040524 |
72.99 |
73.22 |
72.86 |
72.87 |
+0.17 |
4,313 |
71,951 |
-1,223 |
| Sep04 |
040524 |
72.90 |
73.05 |
72.74 |
72.75 |
+0.17 |
162 |
5,514 |
+80 |
| Dec04 |
040524 |
72.73 |
72.73 |
72.69 |
72.69 |
+0.17 |
25 |
3,683 |
+2 |
| Mar05 |
040524 |
72.64 |
72.64 |
72.64 |
72.64 |
+0.17 |
1 |
458 |
+0 |
| Total Volume and Open Interest |
4,501 |
81,797 |
-1,141 |
| Japanese Yen(CME) |
| Jun04 |
040524 |
88.90 |
89.00 |
88.60 |
88.72 |
-0.44 |
3,840 |
105,304 |
-1,971 |
| Sep04 |
040524 |
89.25 |
89.30 |
88.94 |
89.04 |
-0.44 |
63 |
1,055 |
+14 |
| Dec04 |
040524 |
89.46 |
89.46 |
89.46 |
89.46 |
-0.44 |
1 |
127 |
+1 |
| Total Volume and Open Interest |
3,904 |
106,491 |
-1,956 |
| Swiss Franc(CME) |
| Jun04 |
040524 |
78.00 |
78.42 |
77.79 |
78.28 |
+0.13 |
7,130 |
35,772 |
-446 |
| Sep04 |
040524 |
78.25 |
78.62 |
78.09 |
78.49 |
+0.13 |
15 |
387 |
+11 |
| Dec04 |
040524 |
78.54 |
78.85 |
78.43 |
78.74 |
+0.16 |
2 |
115 |
+0 |
| Total Volume and Open Interest |
7,147 |
36,331 |
-435 |
| EuroFX(CME) |
| Jun04 |
040524 |
119.63 |
120.17 |
119.36 |
120.08 |
+0.09 |
11,587 |
144,053 |
+743 |
| Sep04 |
040524 |
119.25 |
119.90 |
119.22 |
119.87 |
+0.09 |
249 |
1,632 |
+57 |
| Dec04 |
040524 |
119.27 |
119.78 |
119.27 |
119.78 |
+0.10 |
5 |
441 |
+0 |
| Total Volume and Open Interest |
11,842 |
146,303 |
+801 |
| Mexican Peso(CME) |
| Jun04 |
040524 |
8613.0 |
8690.0 |
8600.0 |
8675.0 |
+68.0 |
1,816 |
67,950 |
+299 |
| Sep04 |
040524 |
8495.0 |
8550.0 |
8495.0 |
8550.0 |
+68.0 |
11 |
1,250 |
+1 |
| Total Volume and Open Interest |
1,827 |
71,495 |
+300 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040524 |
104~30 |
105~17 |
104~21 |
105~12 |
+0~12 |
231,479 |
442,921 |
-24,862 |
| Sep04 |
040524 |
103~18 |
104~06 |
103~12 |
104~02 |
+0~12 |
31,894 |
95,709 |
+19,641 |
| Dec04 |
040524 |
102~28 |
102~28 |
102~28 |
102~28 |
+0~12 |
63 |
1,489 |
-2 |
| Total Volume and Open Interest |
263,436 |
540,313 |
-5,223 |
| Municipal Bonds(CBOT) |
| Jun04 |
040524 |
99~19 |
99~19 |
99~16 |
99~18 |
+0~04 |
89 |
2,225 |
+36 |
| Sep04 |
040524 |
98~24 |
98~24 |
98~22 |
98~22 |
+0~02 |
2 |
43 |
+0 |
| Total Volume and Open Interest |
91 |
2,268 |
+36 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040524 |
108~295 |
109~065 |
108~250 |
109~040 |
+0~055 |
681,024 |
908,543 |
-133,185 |
| Sep04 |
040524 |
107~105 |
107~225 |
107~105 |
107~205 |
+0~050 |
94,428 |
307,801 |
+39,969 |
| Total Volume and Open Interest |
778,567 |
1,231,069 |
-92,437 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040524 |
109~010 |
109~025 |
108~285 |
109~015 |
+0~025 |
261,319 |
0 |
+0 |
| Sep04 |
040524 |
107~205 |
107~215 |
107~170 |
107~210 |
+0~020 |
10,800 |
0 |
+0 |
| Dec04 |
040524 |
106~130 |
106~130 |
106~130 |
106~130 |
+0~170 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
272,119 |
2 |
+0 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040524 |
105~116 |
105~120 |
105~110 |
105~119 |
+0~007 |
16,268 |
187,962 |
-3,335 |
| Sep04 |
040524 |
105~013 |
105~016 |
105~008 |
105~016 |
+0~004 |
14,136 |
27,344 |
+20,027 |
| Total Volume and Open Interest |
30,404 |
215,306 |
+16,692 |
| Eurodollars(CME) |
| Jun04 |
040524 |
98.558 |
98.560 |
98.550 |
98.555 |
+0.003 |
59,474 |
867,247 |
-17,031 |
| Sep04 |
040524 |
98.050 |
98.050 |
98.030 |
98.045 |
+0.015 |
97,010 |
870,397 |
-9,640 |
| Dec04 |
040524 |
97.525 |
97.535 |
97.500 |
97.525 |
+0.025 |
98,682 |
890,670 |
+11,499 |
| Mar05 |
040524 |
97.040 |
97.045 |
97.010 |
97.035 |
+0.025 |
94,531 |
651,042 |
+2,437 |
| Jun05 |
040524 |
96.600 |
96.600 |
96.565 |
96.595 |
+0.025 |
61,932 |
553,885 |
-1,766 |
| Sep05 |
040524 |
96.230 |
96.230 |
96.190 |
96.225 |
+0.025 |
36,608 |
425,633 |
+5,925 |
| Dec05 |
040524 |
95.885 |
95.890 |
95.855 |
95.885 |
+0.025 |
30,751 |
362,933 |
+3,701 |
| Mar06 |
040524 |
95.615 |
95.620 |
95.585 |
95.615 |
+0.025 |
31,236 |
264,854 |
+612 |
| Jun06 |
040524 |
95.375 |
95.385 |
95.345 |
95.380 |
+0.030 |
9,416 |
186,119 |
+82 |
| Sep06 |
040524 |
95.160 |
95.170 |
95.140 |
95.170 |
+0.030 |
10,682 |
189,071 |
-774 |
| Dec06 |
040524 |
94.960 |
94.970 |
94.935 |
94.965 |
+0.030 |
9,516 |
146,977 |
-1,474 |
| Mar07 |
040524 |
94.800 |
94.810 |
94.775 |
94.805 |
+0.030 |
7,947 |
115,402 |
-2,780 |
| Total Volume and Open Interest |
589,039 |
6,141,630 |
-3,655 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040524 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
0 |
12,369 |
-578 |
| Sep04 |
040524 |
99.90 |
99.90 |
99.90 |
99.90 |
-0.01 |
3 |
5,963 |
-51 |
| Dec04 |
040524 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
8,239 |
+0 |
| Mar05 |
040524 |
99.85 |
99.85 |
99.84 |
99.84 |
unch |
7 |
6,023 |
-126 |
| Jun05 |
040524 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
617 |
5,275 |
+372 |
| Sep05 |
040524 |
99.65 |
99.65 |
99.64 |
99.64 |
-0.01 |
0 |
2,729 |
+0 |
| Dec05 |
040524 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
944 |
+0 |
| Mar06 |
040524 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
0 |
297 |
+0 |
| Jun06 |
040524 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
652 |
+0 |
| Sep06 |
040524 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
739 |
+0 |
| Total Volume and Open Interest |
627 |
44,499 |
-383 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040524 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
8 |
71,589 |
-507 |
| Sep04 |
040524 |
99.90 |
99.91 |
99.90 |
99.91 |
unch |
127 |
38,157 |
+59 |
| Dec04 |
040524 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
75 |
67,860 |
-870 |
| Mar05 |
040524 |
99.84 |
99.85 |
99.84 |
99.85 |
unch |
1,518 |
45,562 |
+429 |
| Jun05 |
040524 |
99.75 |
99.76 |
99.75 |
99.76 |
-0.01 |
1,213 |
43,794 |
+504 |
| Sep05 |
040524 |
99.64 |
99.66 |
99.64 |
99.65 |
-0.01 |
1,993 |
44,863 |
-100 |
| Dec05 |
040524 |
99.57 |
99.57 |
99.56 |
99.56 |
-0.01 |
587 |
16,048 |
+88 |
| Mar06 |
040524 |
99.46 |
99.46 |
99.45 |
99.45 |
-0.01 |
960 |
11,511 |
-425 |
| Total Volume and Open Interest |
7,351 |
358,171 |
-12 |
| German Euro-Bund(EUREX) |
| Jun04 |
040524 |
112.80 |
112.99 |
112.72 |
112.98 |
+0.11 |
709,464 |
1,091,950 |
+4,931 |
| Sep04 |
040524 |
112.31 |
112.49 |
112.24 |
112.49 |
+0.12 |
11,035 |
149,469 |
+3,026 |
| Dec04 |
040524 |
111.63 |
111.63 |
111.63 |
111.63 |
+0.06 |
907 |
1 |
+0 |
| Total Volume and Open Interest |
721,406 |
1,241,420 |
+7,957 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040524 |
110.60 |
110.74 |
110.53 |
110.74 |
+0.09 |
547,348 |
718,910 |
+402 |
| Sep04 |
040524 |
109.95 |
110.07 |
109.89 |
110.07 |
+0.08 |
20,919 |
229,969 |
+15,909 |
| Dec04 |
040524 |
109.31 |
109.31 |
109.31 |
109.31 |
+0.11 |
2,885 |
1 |
+0 |
| Total Volume and Open Interest |
571,152 |
948,880 |
+16,311 |
| Long Gilt(LIFFE) |
| Jun04 |
040524 |
105~15 |
105~21 |
105~11 |
105~16 |
-0~08 |
32,464 |
215,020 |
-3,151 |
| Sep04 |
040524 |
105~04 |
105~08 |
105~02 |
105~05 |
-0~08 |
5,131 |
11,628 |
+2,231 |
| Total Volume and Open Interest |
37,595 |
226,648 |
-920 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040524 |
95.28 |
95.30 |
95.27 |
95.29 |
-0.01 |
35,311 |
215,477 |
-2,481 |
| Sep04 |
040524 |
94.93 |
94.95 |
94.91 |
94.93 |
-0.02 |
55,336 |
210,326 |
-10,858 |
| Dec04 |
040524 |
94.66 |
94.70 |
94.64 |
94.68 |
-0.02 |
56,603 |
246,882 |
+7,037 |
| Total Volume and Open Interest |
215,404 |
1,285,015 |
+1,572 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040524 |
97.895 |
97.900 |
97.890 |
97.895 |
-0.005 |
40,089 |
620,196 |
-7,563 |
| Sep04 |
040524 |
97.775 |
97.795 |
97.770 |
97.780 |
-0.020 |
76,386 |
520,983 |
-8,994 |
| Dec04 |
040524 |
97.575 |
97.595 |
97.565 |
97.575 |
-0.040 |
104,692 |
557,447 |
-8,021 |
| Total Volume and Open Interest |
465,976 |
3,051,921 |
-49,286 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040524 |
94.48 |
94.49 |
94.48 |
94.49 |
-0.01 |
5,772 |
124,134 |
-4,155 |
| Sep04 |
040524 |
94.38 |
94.38 |
94.36 |
94.37 |
-0.03 |
20,486 |
188,753 |
+5,546 |
| Dec04 |
040524 |
94.28 |
94.28 |
94.25 |
94.27 |
-0.03 |
7,398 |
69,928 |
+1,035 |
| Mar05 |
040524 |
94.20 |
94.20 |
94.17 |
94.19 |
-0.04 |
933 |
43,100 |
+565 |
| Jun05 |
040524 |
94.12 |
94.12 |
94.10 |
94.10 |
-0.05 |
1,555 |
20,961 |
+1,253 |
| Sep05 |
040524 |
94.05 |
94.05 |
94.03 |
94.03 |
-0.05 |
521 |
14,303 |
-71 |
| Dec05 |
040524 |
93.96 |
93.96 |
93.96 |
93.96 |
-0.04 |
311 |
11,740 |
+196 |
| Mar06 |
040524 |
93.89 |
93.89 |
93.88 |
93.88 |
-0.05 |
115 |
6,661 |
+6 |
| Jun06 |
040524 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.05 |
150 |
2,339 |
-2 |
| Sep06 |
040524 |
93.77 |
93.77 |
93.77 |
93.77 |
-0.04 |
95 |
1,915 |
+50 |
| Total Volume and Open Interest |
37,346 |
487,155 |
+4,613 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040524 |
93.98 |
94.02 |
93.97 |
94.01 |
-0.01 |
11,549 |
242,268 |
-264,381 |
| Sep04 |
040524 |
93.92 |
93.92 |
93.92 |
93.92 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
70,759 |
508,864 |
+2,215 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040524 |
94.37 |
94.38 |
94.34 |
94.36 |
-0.05 |
42,746 |
505,864 |
-785 |
| Sep04 |
040524 |
94.27 |
94.27 |
94.27 |
94.27 |
-0.05 |
3,000 |
3,000 |
+3,000 |
| Total Volume and Open Interest |
45,746 |
508,864 |
+2,215 |
| Gold(CMX) |
| Jun04 |
040524 |
384.0 |
386.8 |
383.4 |
385.7 |
+0.8 |
67,114 |
121,030 |
-19,678 |
| Aug04 |
040524 |
385.0 |
387.9 |
384.2 |
386.7 |
+0.8 |
20,418 |
48,655 |
+11,383 |
| Oct04 |
040524 |
386.5 |
389.5 |
386.0 |
387.9 |
+0.8 |
253 |
7,543 |
-22 |
| Dec04 |
040524 |
388.2 |
390.7 |
387.0 |
389.2 |
+0.8 |
1,260 |
32,104 |
+556 |
| Feb05 |
040524 |
391.0 |
391.5 |
390.0 |
390.7 |
+0.8 |
75 |
3,116 |
+0 |
| Apr05 |
040524 |
392.3 |
392.3 |
392.3 |
392.3 |
+0.9 |
30 |
3,521 |
-15 |
| Total Volume and Open Interest |
89,725 |
250,852 |
-7,847 |
| Silver(CMX) |
| May04 |
040524 |
583.5 |
600.0 |
583.5 |
599.0 |
+12.7 |
15 |
139 |
-6 |
| Jul04 |
040524 |
583.0 |
602.0 |
578.5 |
599.7 |
+12.7 |
10,370 |
56,628 |
-398 |
| Sep04 |
040524 |
588.0 |
603.0 |
582.5 |
601.3 |
+12.7 |
113 |
6,725 |
-126 |
| Dec04 |
040524 |
584.0 |
607.0 |
584.0 |
603.4 |
+12.7 |
224 |
14,236 |
+84 |
| Mar05 |
040524 |
608.0 |
608.0 |
605.0 |
605.5 |
+12.7 |
0 |
3,776 |
+0 |
| Total Volume and Open Interest |
10,740 |
88,388 |
-452 |
| Platinum(NYM) |
| Jul04 |
040524 |
819.0 |
822.8 |
816.0 |
821.9 |
+4.8 |
669 |
4,907 |
-48 |
| Oct04 |
040524 |
813.9 |
813.9 |
813.9 |
813.9 |
+4.8 |
0 |
409 |
+0 |
| Jan05 |
040524 |
808.9 |
808.9 |
808.9 |
808.9 |
+4.8 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
669 |
5,324 |
-48 |
| Palladium(NYME) |
| Jun04 |
040524 |
250.50 |
253.00 |
245.20 |
253.00 |
+3.50 |
1,197 |
6,438 |
-465 |
| Sep04 |
040524 |
251.00 |
256.00 |
251.00 |
255.40 |
+3.90 |
829 |
2,365 |
+616 |
| Dec04 |
040524 |
252.00 |
256.90 |
252.00 |
256.90 |
+3.90 |
9 |
321 |
+8 |
| Total Volume and Open Interest |
2,035 |
9,124 |
+159 |
| Copper(CMX) |
| May04 |
040524 |
123.20 |
124.50 |
123.20 |
123.25 |
+1.25 |
455 |
658 |
-47 |
| Jul04 |
040524 |
122.40 |
124.95 |
122.40 |
123.40 |
+1.20 |
11,806 |
38,547 |
+2,239 |
| Sep04 |
040524 |
121.00 |
123.00 |
120.90 |
121.60 |
+1.05 |
1,487 |
7,306 |
+615 |
| Dec04 |
040524 |
117.00 |
119.10 |
117.00 |
117.20 |
+0.80 |
488 |
10,476 |
-85 |
| Mar05 |
040524 |
114.50 |
114.75 |
113.60 |
113.60 |
+0.80 |
203 |
1,429 |
-88 |
| Total Volume and Open Interest |
15,386 |
66,314 |
+2,918 |
| DJIA Index(CBOT) |
| Jun04 |
040524 |
10015 |
10045 |
9925 |
9970 |
+3 |
7,906 |
45,213 |
+365 |
| Sep04 |
040524 |
9998 |
10015 |
9922 |
9954 |
+4 |
96 |
1,104 |
+42 |
| Dec04 |
040524 |
9945 |
9945 |
9945 |
9945 |
+4 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
8,002 |
46,332 |
+407 |
| S & P 500(CME) |
| Jun04 |
040524 |
1099.30 |
1101.70 |
1091.00 |
1096.60 |
+4.10 |
42,185 |
548,828 |
-3,993 |
| Sep04 |
040524 |
1098.80 |
1099.50 |
1094.20 |
1095.90 |
+4.10 |
4,323 |
34,345 |
+4,023 |
| Dec04 |
040524 |
1095.00 |
1096.10 |
1095.00 |
1096.10 |
+4.10 |
0 |
2,954 |
+0 |
| Mar05 |
040524 |
1097.70 |
1097.70 |
1097.70 |
1097.70 |
+4.10 |
3 |
237 |
+0 |
| Total Volume and Open Interest |
46,511 |
586,573 |
+30 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040524 |
1092.75 |
1101.75 |
1091.00 |
1096.50 |
+4.00 |
674,780 |
568,308 |
-12,593 |
| Sep04 |
040524 |
1092.50 |
1100.00 |
1090.75 |
1096.00 |
+4.25 |
151 |
4,236 |
+22 |
| Total Volume and Open Interest |
674,931 |
572,544 |
-12,571 |
| NASDAQ 100(CME) |
| Jun04 |
040524 |
1420.50 |
1427.00 |
1408.00 |
1418.00 |
+9.50 |
10,234 |
79,921 |
+277 |
| Sep04 |
040524 |
1417.00 |
1422.00 |
1417.00 |
1422.00 |
+9.50 |
256 |
832 |
+204 |
| Dec04 |
040524 |
1426.00 |
1426.00 |
1426.00 |
1426.00 |
+9.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
10,490 |
80,758 |
+481 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040524 |
1407.5 |
1426.5 |
1407.5 |
1418.0 |
+9.5 |
248,850 |
310,603 |
-2,641 |
| Sep04 |
040524 |
1417.5 |
1427.5 |
1413.5 |
1422.0 |
+9.5 |
202 |
1,788 |
+13 |
| Total Volume and Open Interest |
249,052 |
312,391 |
-2,628 |
| S & P Midcap 400(CME) |
| Jun04 |
040524 |
572.00 |
574.75 |
569.90 |
574.70 |
+6.70 |
505 |
16,164 |
+231 |
| Sep04 |
040524 |
574.70 |
574.70 |
574.70 |
574.70 |
+6.70 |
|
|
|
| Dec04 |
040524 |
574.70 |
574.70 |
574.70 |
574.70 |
+6.70 |
|
|
|
| Total Volume and Open Interest |
505 |
16,164 |
+231 |
| Russell 2000(CME) |
| Jun04 |
040524 |
548.50 |
551.75 |
545.75 |
551.45 |
+7.45 |
873 |
32,345 |
+28 |
| Sep04 |
040524 |
550.45 |
550.45 |
550.45 |
550.45 |
+7.45 |
121 |
126 |
+97 |
| Dec04 |
040524 |
550.45 |
550.45 |
550.45 |
550.45 |
+7.45 |
|
|
|
| Total Volume and Open Interest |
994 |
32,471 |
+125 |
| Value Line(KCBT) |
| Jun04 |
040524 |
1523.00 |
1528.00 |
1523.00 |
1528.00 |
+17.00 |
2 |
37 |
-3 |
| Total Volume and Open Interest |
3 |
39 |
-5 |
| Nikkei 225(CME) |
| Jun04 |
040524 |
11130 |
11190 |
11010 |
11030 |
+5 |
2,653 |
37,565 |
+252 |
| Sep04 |
040524 |
11135 |
11135 |
11030 |
11030 |
+5 |
20 |
189 |
+19 |
| Total Volume and Open Interest |
2,673 |
37,757 |
+271 |
| Nikkei 225(SIMEX) |
| Jun04 |
040524 |
11060 |
11170 |
11035 |
11095 |
+55 |
22,237 |
158,787 |
-2,826 |
| Sep04 |
040524 |
11045 |
11100 |
11045 |
11090 |
+55 |
0 |
3,503 |
+0 |
| Dec04 |
040524 |
11060 |
11060 |
11060 |
11060 |
+55 |
|
|
|
| Total Volume and Open Interest |
22,237 |
162,290 |
-2,826 |
| CAC 40(MATIF) |
| May04 |
040524 |
3597.0 |
3641.5 |
3588.0 |
3625.5 |
+40.5 |
50,218 |
458,590 |
+12,278 |
| Jun04 |
040524 |
3585.0 |
3625.5 |
3580.0 |
3611.0 |
+40.5 |
726 |
207,816 |
-1,991 |
| Jul04 |
040524 |
3634.5 |
3634.5 |
3634.5 |
3634.5 |
+59.0 |
0 |
300 |
+0 |
| Total Volume and Open Interest |
44,251 |
687,848 |
+10,290 |
| DAX Index(EUREX) |
| Jun04 |
040524 |
3856.0 |
3908.5 |
3851.5 |
3860.0 |
+30.5 |
98,729 |
205,518 |
+2,665 |
| Sep04 |
040524 |
3876.0 |
3926.0 |
3875.5 |
3880.0 |
+30.5 |
355 |
9,016 |
-45 |
| Dec04 |
040524 |
3933.0 |
3946.0 |
3897.5 |
3902.0 |
+31.0 |
40 |
2,513 |
+15 |
| Total Volume and Open Interest |
99,124 |
217,047 |
+2,635 |
| FT-SE 100(LIFFE) |
| Jun04 |
040524 |
4450.00 |
4474.00 |
4424.00 |
4436.00 |
+0.50 |
53,036 |
397,068 |
+2,888 |
| Sep04 |
040524 |
4460.00 |
4481.00 |
4436.00 |
4446.00 |
+0.50 |
539 |
32,114 |
+25 |
| Dec04 |
040524 |
4477.00 |
4477.00 |
4477.00 |
4477.00 |
+0.50 |
0 |
21,123 |
+0 |
| Total Volume and Open Interest |
53,575 |
451,456 |
+2,913 |
| SPI 200(SFE) |
| Jun04 |
040524 |
3405.0 |
3409.0 |
3395.0 |
3406.0 |
unch |
11,632 |
163,642 |
-2,160 |
| Sep04 |
040524 |
3408.0 |
3412.0 |
3405.0 |
3412.0 |
+1.0 |
46 |
4,468 |
+5 |
| Dec04 |
040524 |
3424.0 |
3425.0 |
3424.0 |
3425.0 |
unch |
3 |
2,485 |
+2 |
| Total Volume and Open Interest |
12,034 |
172,205 |
-2,013 |
| GSCI(CME) |
| Jun04 |
040524 |
301.90 |
311.50 |
301.90 |
311.50 |
+10.80 |
136 |
16,255 |
+59 |
| Jul04 |
040524 |
297.30 |
306.25 |
297.30 |
306.25 |
+10.55 |
0 |
75 |
+0 |
| Aug04 |
040524 |
302.00 |
302.00 |
302.00 |
302.00 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
136 |
16,330 |
+59 |
| Reuters CRB Index(NYBOT) |
| Jun04 |
040524 |
269.50 |
274.50 |
269.50 |
274.50 |
+5.75 |
27 |
248 |
-9 |
| Aug04 |
040524 |
266.50 |
272.25 |
266.50 |
272.25 |
+6.00 |
0 |
59 |
+0 |
| Nov04 |
040524 |
268.95 |
273.00 |
268.95 |
273.00 |
+6.00 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
27 |
312 |
-9 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|