|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 27, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul04 |
040527 |
858.00 |
863.00 |
822.00 |
822.00 |
-50.00 |
43,458 |
105,583 |
-1,690 |
Aug04 |
040527 |
813.00 |
818.50 |
776.50 |
779.50 |
-44.00 |
10,231 |
21,689 |
+1,029 |
Sep04 |
040527 |
740.00 |
743.00 |
706.00 |
707.00 |
-42.00 |
559 |
9,426 |
+20 |
Nov04 |
040527 |
701.00 |
705.00 |
672.00 |
673.00 |
-36.00 |
11,468 |
55,257 |
-214 |
Jan05 |
040527 |
704.00 |
707.00 |
675.00 |
675.50 |
-35.00 |
97 |
4,394 |
+13 |
Mar05 |
040527 |
702.00 |
702.25 |
673.00 |
675.50 |
-33.75 |
109 |
3,418 |
+86 |
May05 |
040527 |
697.00 |
697.00 |
670.00 |
671.00 |
-32.50 |
376 |
2,332 |
-6 |
Total Volume and Open Interest |
66,340 |
203,687 |
-740 |
Soybean Meal(CBOT) |
Jul04 |
040527 |
273.50 |
273.50 |
257.30 |
257.30 |
-20.00 |
19,963 |
58,304 |
-2,409 |
Aug04 |
040527 |
260.50 |
265.00 |
247.50 |
248.50 |
-18.00 |
10,265 |
24,331 |
-254 |
Sep04 |
040527 |
247.50 |
249.50 |
235.10 |
235.60 |
-16.40 |
2,210 |
15,722 |
-71 |
Oct04 |
040527 |
227.00 |
228.00 |
217.00 |
217.00 |
-14.30 |
1,038 |
13,264 |
+289 |
Dec04 |
040527 |
224.50 |
226.00 |
213.50 |
213.80 |
-13.40 |
5,633 |
31,453 |
+334 |
Jan05 |
040527 |
223.50 |
223.50 |
212.50 |
212.50 |
-13.30 |
128 |
3,772 |
+30 |
Mar05 |
040527 |
222.00 |
222.00 |
210.50 |
212.00 |
-11.50 |
128 |
4,307 |
-18 |
May05 |
040527 |
219.50 |
221.00 |
210.00 |
212.50 |
-9.80 |
151 |
1,867 |
+73 |
Total Volume and Open Interest |
39,617 |
156,435 |
-1,955 |
Soybean Oil(CBOT) |
Jul04 |
040527 |
28.58 |
28.65 |
27.48 |
27.58 |
-1.28 |
12,034 |
56,969 |
-709 |
Aug04 |
040527 |
28.00 |
28.05 |
27.10 |
27.18 |
-1.06 |
4,539 |
18,317 |
-448 |
Sep04 |
040527 |
27.20 |
27.28 |
26.50 |
26.50 |
-0.87 |
1,287 |
15,823 |
-328 |
Oct04 |
040527 |
25.55 |
25.60 |
25.06 |
25.10 |
-0.58 |
903 |
9,997 |
-69 |
Dec04 |
040527 |
24.80 |
24.90 |
24.20 |
24.25 |
-0.63 |
3,254 |
23,907 |
-54 |
Jan05 |
040527 |
24.75 |
24.75 |
24.20 |
24.24 |
-0.59 |
250 |
4,900 |
-29 |
Mar05 |
040527 |
24.70 |
24.73 |
24.20 |
24.28 |
-0.47 |
512 |
3,575 |
+262 |
May05 |
040527 |
24.70 |
24.70 |
24.24 |
24.24 |
-0.54 |
162 |
1,058 |
+28 |
Total Volume and Open Interest |
23,056 |
137,242 |
-1,232 |
Canola(WCE) |
Jul04 |
040527 |
373.0 |
373.0 |
361.6 |
363.8 |
-12.1 |
2,499 |
26,380 |
-1,034 |
Sep04 |
040527 |
363.0 |
363.0 |
363.0 |
363.0 |
-10.5 |
0 |
50 |
+0 |
Nov04 |
040527 |
371.0 |
371.0 |
362.2 |
364.3 |
-9.9 |
1,879 |
37,322 |
+525 |
Jan05 |
040527 |
368.5 |
368.5 |
366.5 |
367.0 |
-12.0 |
0 |
1,230 |
+0 |
Mar05 |
040527 |
369.0 |
369.0 |
369.0 |
369.0 |
-12.8 |
0 |
460 |
+0 |
Total Volume and Open Interest |
4,378 |
65,750 |
-509 |
Corn(CBOT) |
Jul04 |
040527 |
303.00 |
304.25 |
297.00 |
298.75 |
-2.00 |
15,187 |
220,295 |
-3,815 |
Sep04 |
040527 |
298.00 |
300.00 |
293.00 |
294.50 |
-1.75 |
4,245 |
52,308 |
+1,357 |
Dec04 |
040527 |
296.00 |
298.00 |
289.50 |
291.25 |
-2.25 |
33,293 |
308,825 |
+833 |
Mar05 |
040527 |
300.00 |
301.75 |
294.00 |
295.75 |
-2.25 |
610 |
25,030 |
+295 |
May05 |
040527 |
303.50 |
304.75 |
298.50 |
299.75 |
-2.00 |
386 |
6,750 |
+6 |
Jul05 |
040527 |
302.75 |
305.00 |
298.00 |
299.25 |
-1.75 |
181 |
7,675 |
+67 |
Total Volume and Open Interest |
54,576 |
632,838 |
-1,513 |
Wheat(CBOT) |
Jul04 |
040527 |
380.50 |
381.75 |
369.00 |
369.25 |
-12.25 |
17,039 |
88,210 |
-392 |
Sep04 |
040527 |
388.00 |
389.00 |
377.50 |
378.25 |
-12.25 |
4,510 |
15,818 |
+1,451 |
Dec04 |
040527 |
400.00 |
400.00 |
388.50 |
389.00 |
-12.00 |
6,202 |
16,804 |
+433 |
Mar05 |
040527 |
401.00 |
403.00 |
396.00 |
396.25 |
-11.25 |
206 |
3,120 |
+53 |
May05 |
040527 |
404.00 |
404.00 |
398.00 |
399.00 |
-9.00 |
6 |
82 |
+6 |
Total Volume and Open Interest |
27,994 |
125,391 |
+1,554 |
Wheat(KCBT) |
Jul04 |
040527 |
394.00 |
396.00 |
385.50 |
386.25 |
-11.00 |
5,274 |
35,589 |
-589 |
Sep04 |
040527 |
401.00 |
401.50 |
391.50 |
393.25 |
-10.25 |
1,887 |
10,926 |
+151 |
Dec04 |
040527 |
409.00 |
410.50 |
400.00 |
400.50 |
-10.50 |
1,658 |
9,214 |
-213 |
Mar05 |
040527 |
410.00 |
413.00 |
407.00 |
407.00 |
-9.50 |
58 |
618 |
+58 |
May05 |
040527 |
410.00 |
410.00 |
410.00 |
410.00 |
unch |
0 |
10 |
+0 |
Total Volume and Open Interest |
8,890 |
56,751 |
-598 |
Wheat(MGE) |
Jul04 |
040527 |
418.00 |
418.75 |
407.50 |
407.75 |
-10.75 |
1,459 |
15,024 |
+3 |
Sep04 |
040527 |
420.00 |
420.00 |
409.00 |
409.25 |
-11.75 |
812 |
8,184 |
+14 |
Dec04 |
040527 |
424.25 |
425.00 |
414.75 |
415.25 |
-11.00 |
1,857 |
10,351 |
+357 |
Mar05 |
040527 |
422.50 |
422.50 |
417.75 |
417.75 |
-11.25 |
23 |
431 |
+11 |
May05 |
040527 |
416.00 |
416.00 |
416.00 |
416.00 |
-13.25 |
85 |
123 |
+85 |
Total Volume and Open Interest |
4,237 |
34,164 |
+471 |
Oats(CBOT) |
Jul04 |
040527 |
152.25 |
155.50 |
146.25 |
147.50 |
-5.75 |
334 |
5,477 |
+14 |
Sep04 |
040527 |
159.00 |
160.50 |
152.25 |
152.50 |
-6.75 |
39 |
1,497 |
-56 |
Dec04 |
040527 |
166.00 |
168.00 |
160.00 |
161.00 |
-5.75 |
96 |
4,329 |
-13 |
Mar05 |
040527 |
166.00 |
166.00 |
166.00 |
166.00 |
-4.00 |
0 |
93 |
+0 |
Total Volume and Open Interest |
469 |
11,426 |
-55 |
Rough Rice(CBOT) |
Jul04 |
040527 |
10.48 |
10.48 |
10.35 |
10.35 |
-0.13 |
416 |
3,729 |
+29 |
Sep04 |
040527 |
9.22 |
9.22 |
9.00 |
9.05 |
-0.23 |
41 |
464 |
+4 |
Nov04 |
040527 |
9.08 |
9.08 |
8.90 |
8.95 |
-0.23 |
44 |
1,101 |
-16 |
Jan05 |
040527 |
9.15 |
9.15 |
9.15 |
9.15 |
-0.19 |
7 |
182 |
+6 |
Total Volume and Open Interest |
510 |
5,547 |
+25 |
Live Cattle(CME) |
Jun04 |
040527 |
83.500 |
85.675 |
83.500 |
85.675 |
+3.000 |
5,359 |
26,047 |
-813 |
Aug04 |
040527 |
86.400 |
88.675 |
86.400 |
87.975 |
+2.300 |
4,567 |
61,515 |
+965 |
Oct04 |
040527 |
87.075 |
88.900 |
87.000 |
88.350 |
+1.675 |
2,410 |
21,714 |
+557 |
Dec04 |
040527 |
86.450 |
88.250 |
86.400 |
87.925 |
+1.600 |
784 |
9,902 |
+164 |
Feb05 |
040527 |
86.350 |
88.000 |
86.350 |
87.675 |
+1.450 |
156 |
4,957 |
-53 |
Apr05 |
040527 |
84.200 |
85.600 |
84.200 |
85.350 |
+1.175 |
39 |
1,442 |
+11 |
Total Volume and Open Interest |
13,327 |
125,848 |
+836 |
Feeder Cattle(CME) |
May04 |
040527 |
106.050 |
106.050 |
106.000 |
106.050 |
-0.050 |
142 |
1,065 |
-71 |
Aug04 |
040527 |
104.700 |
107.400 |
104.650 |
106.950 |
+2.500 |
1,094 |
10,885 |
+47 |
Sep04 |
040527 |
103.700 |
106.000 |
103.700 |
105.625 |
+2.325 |
104 |
1,007 |
-12 |
Oct04 |
040527 |
102.800 |
105.375 |
102.800 |
104.900 |
+2.525 |
85 |
1,581 |
+9 |
Nov04 |
040527 |
102.000 |
103.800 |
102.000 |
103.700 |
+1.950 |
17 |
571 |
+13 |
Jan05 |
040527 |
97.550 |
98.950 |
97.550 |
98.750 |
+1.300 |
52 |
220 |
+4 |
Mar05 |
040527 |
94.900 |
94.900 |
94.900 |
94.900 |
+1.750 |
7 |
23 |
+3 |
Total Volume and Open Interest |
1,515 |
15,367 |
+5 |
Lean Hogs(CME) |
Jun04 |
040527 |
74.350 |
75.950 |
74.275 |
74.475 |
+0.200 |
4,204 |
19,232 |
-409 |
Jul04 |
040527 |
72.900 |
74.725 |
72.750 |
74.300 |
+1.575 |
5,803 |
34,911 |
-99 |
Aug04 |
040527 |
71.600 |
73.600 |
71.450 |
72.900 |
+1.200 |
1,385 |
11,897 |
+92 |
Oct04 |
040527 |
60.500 |
61.600 |
60.400 |
61.500 |
+0.750 |
711 |
8,254 |
+58 |
Dec04 |
040527 |
56.250 |
57.125 |
56.150 |
56.975 |
+0.500 |
543 |
5,448 |
+101 |
Feb05 |
040527 |
57.950 |
58.700 |
57.950 |
58.700 |
+0.700 |
14 |
767 |
+7 |
Apr05 |
040527 |
59.500 |
59.500 |
59.500 |
59.500 |
+1.000 |
5 |
383 |
+3 |
May05 |
040527 |
61.750 |
62.000 |
61.750 |
62.000 |
+0.475 |
0 |
45 |
+0 |
Total Volume and Open Interest |
12,668 |
80,959 |
-245 |
Pork Bellies(CME) |
Jul04 |
040527 |
113.250 |
114.750 |
112.400 |
113.125 |
-0.600 |
347 |
2,842 |
+44 |
Aug04 |
040527 |
110.000 |
111.000 |
108.825 |
108.825 |
-0.575 |
44 |
592 |
+12 |
Feb05 |
040527 |
98.000 |
98.000 |
98.000 |
98.000 |
-0.500 |
0 |
14 |
+0 |
Mar05 |
040527 |
94.000 |
94.000 |
94.000 |
94.000 |
+0.975 |
0 |
2 |
+0 |
Total Volume and Open Interest |
391 |
3,450 |
+37 |
Class III Milk(CME) |
May04 |
040527 |
20.55 |
20.55 |
20.50 |
20.55 |
+0.01 |
1 |
8,199 |
+0 |
Jun04 |
040527 |
16.36 |
16.60 |
16.20 |
16.32 |
-0.08 |
317 |
6,016 |
-93 |
Jul04 |
040527 |
14.33 |
14.65 |
14.16 |
14.40 |
+0.05 |
126 |
4,825 |
+13 |
Aug04 |
040527 |
14.25 |
14.65 |
14.20 |
14.25 |
-0.09 |
105 |
4,550 |
+11 |
Sep04 |
040527 |
14.05 |
14.65 |
14.00 |
14.27 |
+0.16 |
145 |
4,034 |
+5 |
Total Volume and Open Interest |
946 |
36,043 |
-32 |
Cocoa(NYBOT) |
Jul04 |
040527 |
1390 |
1439 |
1390 |
1437 |
+54 |
5,210 |
42,013 |
+15 |
Sep04 |
040527 |
1398 |
1445 |
1398 |
1443 |
+54 |
908 |
18,032 |
+345 |
Dec04 |
040527 |
1408 |
1456 |
1408 |
1455 |
+53 |
250 |
13,162 |
+111 |
Mar05 |
040527 |
1475 |
1475 |
1473 |
1473 |
+54 |
57 |
9,468 |
+0 |
May05 |
040527 |
1483 |
1486 |
1483 |
1486 |
+54 |
41 |
11,366 |
+0 |
Jul05 |
040527 |
1501 |
1501 |
1501 |
1501 |
+53 |
150 |
9,863 |
+0 |
Sep05 |
040527 |
1512 |
1512 |
1512 |
1512 |
+55 |
10 |
4,599 |
+10 |
Total Volume and Open Interest |
6,627 |
108,606 |
+482 |
Coffee "C"(NYBOT) |
Jul04 |
040527 |
80.00 |
80.00 |
78.70 |
79.95 |
-0.20 |
27,393 |
62,134 |
+3,937 |
Sep04 |
040527 |
81.40 |
82.20 |
80.75 |
82.15 |
-0.10 |
8,469 |
21,074 |
+1,482 |
Dec04 |
040527 |
83.75 |
85.00 |
83.50 |
84.90 |
-0.05 |
2,367 |
8,124 |
+292 |
Mar05 |
040527 |
86.25 |
87.55 |
86.25 |
87.55 |
-0.05 |
864 |
4,921 |
+134 |
May05 |
040527 |
88.25 |
89.05 |
87.75 |
89.05 |
-0.05 |
164 |
909 |
+63 |
Jul05 |
040527 |
89.25 |
90.45 |
89.00 |
90.45 |
-0.05 |
92 |
935 |
+20 |
Total Volume and Open Interest |
39,351 |
98,474 |
+5,927 |
Orange Juice(NYBOT) |
Jul04 |
040527 |
55.30 |
56.25 |
55.25 |
56.25 |
+1.30 |
732 |
21,624 |
-53 |
Sep04 |
040527 |
57.50 |
58.60 |
57.40 |
58.20 |
+1.20 |
357 |
4,546 |
+211 |
Nov04 |
040527 |
59.40 |
60.40 |
59.40 |
60.35 |
+1.35 |
125 |
3,402 |
+49 |
Jan05 |
040527 |
61.75 |
62.75 |
61.75 |
62.65 |
+1.35 |
41 |
1,093 |
+11 |
Mar05 |
040527 |
63.70 |
65.25 |
63.70 |
65.05 |
+1.35 |
24 |
2,748 |
+11 |
Total Volume and Open Interest |
1,285 |
36,303 |
+230 |
Sugar #11(NYBOT) |
Jul04 |
040527 |
6.90 |
7.02 |
6.87 |
6.89 |
-0.02 |
45,369 |
132,245 |
-1,631 |
Oct04 |
040527 |
7.17 |
7.26 |
7.16 |
7.17 |
-0.02 |
17,942 |
63,713 |
+791 |
Mar05 |
040527 |
7.43 |
7.52 |
7.42 |
7.43 |
-0.02 |
5,542 |
37,867 |
+258 |
May05 |
040527 |
7.31 |
7.40 |
7.31 |
7.31 |
-0.02 |
822 |
13,304 |
+328 |
Jul05 |
040527 |
7.15 |
7.22 |
7.14 |
7.14 |
-0.01 |
778 |
9,140 |
+178 |
Total Volume and Open Interest |
71,343 |
265,785 |
+396 |
London Cocoa(LCE) |
May04 |
040513 |
787 |
787 |
772 |
775 |
-6 |
1,328 |
292 |
-571 |
Jul04 |
040527 |
808 |
823 |
795 |
822 |
+12 |
2,201 |
44,541 |
-68 |
Sep04 |
040527 |
817 |
833 |
808 |
832 |
+10 |
907 |
26,015 |
+172 |
Dec04 |
040527 |
840 |
854 |
830 |
854 |
+11 |
341 |
43,491 |
-14 |
Mar05 |
040527 |
861 |
873 |
848 |
872 |
+11 |
93 |
25,634 |
-4 |
May05 |
040527 |
872 |
884 |
872 |
884 |
+11 |
25 |
9,616 |
+13 |
Jul05 |
040527 |
884 |
898 |
884 |
898 |
+12 |
67 |
9,274 |
+3 |
Total Volume and Open Interest |
3,654 |
171,614 |
+102 |
London Coffee(LCE) |
May04 |
040527 |
742.00 |
742.00 |
735.00 |
735.00 |
-15.00 |
487 |
313 |
-155 |
Jul04 |
040527 |
774.00 |
775.00 |
756.00 |
763.00 |
-15.00 |
30,793 |
70,503 |
-10,931 |
Sep04 |
040527 |
756.00 |
760.00 |
745.00 |
757.00 |
-6.00 |
12,231 |
46,346 |
+2,073 |
Nov04 |
040527 |
768.00 |
770.00 |
759.00 |
766.00 |
-8.00 |
4,401 |
21,660 |
+2,000 |
Jan05 |
040527 |
773.00 |
780.00 |
771.00 |
780.00 |
-8.00 |
1,254 |
14,659 |
+554 |
Mar05 |
040527 |
793.00 |
794.00 |
792.00 |
792.00 |
-10.00 |
1,117 |
9,416 |
+614 |
Total Volume and Open Interest |
51,133 |
167,442 |
-5,125 |
London Sugar(LCE) |
May04 |
040415 |
229.70 |
233.00 |
228.50 |
230.50 |
+0.80 |
2,920 |
4,852 |
-431 |
Aug04 |
040527 |
216.50 |
218.50 |
215.50 |
216.30 |
+0.70 |
2,740 |
22,839 |
+769 |
Oct04 |
040527 |
221.50 |
222.70 |
220.90 |
221.30 |
-0.30 |
637 |
11,271 |
+107 |
Dec04 |
040527 |
227.70 |
229.00 |
226.70 |
226.70 |
-1.30 |
251 |
4,990 |
+29 |
Mar05 |
040527 |
232.00 |
232.50 |
231.00 |
231.50 |
+0.50 |
510 |
8,948 |
+274 |
Total Volume and Open Interest |
4,448 |
56,944 |
+1,319 |
Cotton(NYBOT) |
Jul04 |
040527 |
61.60 |
61.85 |
59.35 |
61.15 |
-1.20 |
7,821 |
43,613 |
-161 |
Oct04 |
040527 |
59.50 |
60.50 |
58.00 |
59.60 |
-0.60 |
72 |
1,414 |
-43 |
Dec04 |
040527 |
59.00 |
59.80 |
58.00 |
59.02 |
-0.50 |
2,303 |
27,633 |
-149 |
Mar05 |
040527 |
60.80 |
61.25 |
60.28 |
61.15 |
-0.45 |
116 |
5,720 |
+37 |
May05 |
040527 |
61.50 |
61.95 |
61.08 |
61.95 |
-0.35 |
36 |
1,035 |
+5 |
Jul05 |
040527 |
62.70 |
62.90 |
62.05 |
62.90 |
-0.35 |
30 |
738 |
-5 |
Total Volume and Open Interest |
10,378 |
80,683 |
-316 |
Lumber(CME) |
Jul04 |
040527 |
399.0 |
399.0 |
393.0 |
397.5 |
+0.5 |
632 |
3,661 |
+43 |
Sep04 |
040527 |
368.0 |
368.0 |
364.0 |
366.5 |
-0.3 |
182 |
968 |
+42 |
Nov04 |
040527 |
339.2 |
342.3 |
338.0 |
340.0 |
-1.1 |
39 |
442 |
+17 |
Jan05 |
040527 |
337.0 |
339.9 |
336.5 |
339.9 |
+0.9 |
17 |
45 |
+5 |
Total Volume and Open Interest |
870 |
5,117 |
+107 |
Crude Oil(NYM) |
Jul04 |
040527 |
39.90 |
39.99 |
39.00 |
39.44 |
-1.26 |
109,886 |
238,462 |
-1,471 |
Aug04 |
040527 |
39.60 |
39.65 |
38.80 |
39.28 |
-1.10 |
44,758 |
70,264 |
+3,316 |
Sep04 |
040527 |
39.15 |
39.20 |
38.45 |
38.91 |
-0.98 |
15,527 |
56,522 |
+3,649 |
Oct04 |
040527 |
38.70 |
38.70 |
38.10 |
38.40 |
-0.93 |
6,394 |
31,938 |
-304 |
Nov04 |
040527 |
37.80 |
38.00 |
37.60 |
37.88 |
-0.89 |
2,026 |
21,820 |
-356 |
Dec04 |
040527 |
37.68 |
37.68 |
37.05 |
37.36 |
-0.86 |
11,828 |
65,333 |
+2,476 |
Jan05 |
040527 |
37.20 |
37.20 |
36.30 |
36.79 |
-0.82 |
3,431 |
19,162 |
+351 |
Feb05 |
040527 |
36.00 |
36.60 |
36.00 |
36.28 |
-0.77 |
836 |
12,555 |
+426 |
Mar05 |
040527 |
36.00 |
36.10 |
35.80 |
35.86 |
-0.73 |
1,396 |
11,806 |
+804 |
Apr05 |
040527 |
35.65 |
35.65 |
35.50 |
35.50 |
-0.69 |
125 |
7,703 |
+75 |
May05 |
040527 |
35.15 |
35.16 |
35.15 |
35.16 |
-0.65 |
617 |
4,007 |
-53 |
Jun05 |
040527 |
35.30 |
35.30 |
34.70 |
34.85 |
-0.61 |
1,562 |
20,487 |
-603 |
Jul05 |
040527 |
34.60 |
34.60 |
34.60 |
34.60 |
-0.59 |
855 |
5,643 |
+79 |
Aug05 |
040527 |
34.36 |
34.36 |
34.36 |
34.36 |
-0.56 |
46 |
3,462 |
-1 |
Sep05 |
040527 |
34.10 |
34.13 |
34.10 |
34.13 |
-0.53 |
45 |
6,481 |
-69 |
Oct05 |
040527 |
33.93 |
33.93 |
33.93 |
33.93 |
-0.49 |
0 |
3,189 |
+0 |
Total Volume and Open Interest |
207,169 |
724,013 |
+10,219 |
Heating Oil(NYM) |
Jun04 |
040527 |
100.00 |
100.50 |
97.40 |
98.78 |
-3.18 |
14,404 |
9,191 |
-4,611 |
Jul04 |
040527 |
100.25 |
100.80 |
97.80 |
99.30 |
-2.96 |
20,297 |
69,167 |
+173 |
Aug04 |
040527 |
100.40 |
100.75 |
98.20 |
99.70 |
-2.86 |
5,166 |
17,104 |
+961 |
Sep04 |
040527 |
100.50 |
101.20 |
99.00 |
100.20 |
-2.81 |
880 |
11,491 |
+58 |
Oct04 |
040527 |
101.70 |
102.00 |
99.75 |
100.75 |
-2.76 |
316 |
8,126 |
-37 |
Nov04 |
040527 |
102.10 |
102.10 |
100.20 |
101.30 |
-2.66 |
366 |
7,707 |
+190 |
Dec04 |
040527 |
102.70 |
102.70 |
100.90 |
101.80 |
-2.61 |
2,488 |
24,824 |
-128 |
Jan05 |
040527 |
102.25 |
103.25 |
101.10 |
102.05 |
-2.51 |
279 |
8,803 |
-107 |
Feb05 |
040527 |
102.20 |
102.75 |
100.95 |
101.45 |
-2.31 |
56 |
4,530 |
-2 |
Mar05 |
040527 |
99.00 |
100.65 |
98.25 |
98.90 |
-2.06 |
23 |
6,876 |
+4 |
Apr05 |
040527 |
96.00 |
96.00 |
95.50 |
95.55 |
-1.81 |
94 |
1,094 |
+86 |
May05 |
040527 |
92.60 |
92.60 |
92.20 |
92.30 |
-1.66 |
8 |
1,075 |
+2 |
Total Volume and Open Interest |
44,432 |
171,731 |
-3,378 |
Unleaded Gas(NYM) |
Jun04 |
040527 |
137.90 |
140.80 |
134.80 |
138.52 |
-3.40 |
27,188 |
15,407 |
-6,297 |
Jul04 |
040527 |
129.00 |
130.00 |
125.50 |
128.06 |
-4.67 |
29,561 |
69,204 |
+907 |
Aug04 |
040527 |
124.00 |
124.00 |
120.70 |
122.86 |
-4.17 |
5,942 |
21,141 |
+1,182 |
Sep04 |
040527 |
118.20 |
118.60 |
116.05 |
117.51 |
-3.62 |
1,377 |
16,359 |
+731 |
Oct04 |
040527 |
112.00 |
112.10 |
109.75 |
110.76 |
-3.12 |
285 |
7,207 |
-108 |
Nov04 |
040527 |
106.50 |
108.20 |
106.00 |
106.56 |
-2.92 |
32 |
3,382 |
+5 |
Dec04 |
040527 |
103.00 |
105.25 |
103.00 |
103.71 |
-2.82 |
46 |
7,430 |
+16 |
Jan05 |
040527 |
104.00 |
104.00 |
102.31 |
102.31 |
-2.72 |
46 |
2,793 |
+25 |
Feb05 |
040527 |
101.96 |
101.96 |
101.96 |
101.96 |
-2.72 |
1 |
1,791 |
+0 |
Mar05 |
040527 |
102.61 |
102.61 |
102.61 |
102.61 |
-2.67 |
3 |
1,138 |
+2 |
Apr05 |
040527 |
109.06 |
109.06 |
109.06 |
109.06 |
-2.62 |
1,771 |
3,921 |
+1,716 |
May05 |
040527 |
108.00 |
108.86 |
108.00 |
108.86 |
-2.62 |
1,826 |
3,985 |
+1,709 |
Total Volume and Open Interest |
68,078 |
153,758 |
-112 |
Natural Gas(NYM) |
Jun04 |
040526 |
6.690 |
6.730 |
6.580 |
6.680 |
-0.004 |
41,808 |
16,934 |
-6,707 |
Jul04 |
040527 |
6.610 |
6.640 |
6.465 |
6.573 |
-0.159 |
30,278 |
95,706 |
+2,298 |
Aug04 |
040527 |
6.640 |
6.670 |
6.520 |
6.615 |
-0.144 |
5,805 |
30,803 |
+1,083 |
Sep04 |
040527 |
6.605 |
6.620 |
6.500 |
6.585 |
-0.139 |
3,028 |
27,593 |
+631 |
Oct04 |
040527 |
6.605 |
6.625 |
6.500 |
6.598 |
-0.136 |
2,960 |
27,133 |
+498 |
Nov04 |
040527 |
6.780 |
6.790 |
6.680 |
6.763 |
-0.123 |
1,331 |
19,105 |
+478 |
Dec04 |
040527 |
6.960 |
6.980 |
6.870 |
6.948 |
-0.118 |
1,173 |
20,459 |
+376 |
Jan05 |
040527 |
7.070 |
7.090 |
6.970 |
7.078 |
-0.113 |
1,529 |
20,146 |
+395 |
Feb05 |
040527 |
7.010 |
7.050 |
6.940 |
7.018 |
-0.111 |
496 |
13,015 |
+58 |
Mar05 |
040527 |
6.860 |
6.860 |
6.770 |
6.826 |
-0.105 |
983 |
15,144 |
-84 |
Apr05 |
040527 |
6.090 |
6.110 |
6.060 |
6.081 |
-0.055 |
717 |
11,460 |
+136 |
May05 |
040527 |
5.930 |
5.940 |
5.890 |
5.909 |
-0.047 |
261 |
9,781 |
-84 |
Jun05 |
040527 |
5.910 |
5.940 |
5.909 |
5.917 |
-0.047 |
93 |
6,609 |
+74 |
Jul05 |
040527 |
5.955 |
5.960 |
5.930 |
5.942 |
-0.044 |
260 |
10,971 |
+59 |
Aug05 |
040527 |
5.965 |
5.980 |
5.930 |
5.955 |
-0.043 |
361 |
6,116 |
-45 |
Sep05 |
040527 |
5.910 |
5.950 |
5.907 |
5.915 |
-0.043 |
9 |
6,627 |
+3 |
Total Volume and Open Interest |
88,586 |
385,112 |
-7,588 |
Brent Crude Oil(IPE) |
Jul04 |
040527 |
36.99 |
37.00 |
35.95 |
36.25 |
-0.83 |
48,110 |
93,364 |
+570 |
Aug04 |
040527 |
36.59 |
36.60 |
35.65 |
35.89 |
-0.82 |
17,776 |
79,446 |
-1,559 |
Sep04 |
040527 |
36.06 |
36.06 |
35.30 |
35.49 |
-0.81 |
3,876 |
23,901 |
+1,116 |
Oct04 |
040527 |
35.55 |
35.60 |
34.97 |
35.09 |
-0.78 |
2,719 |
13,514 |
+236 |
Nov04 |
040527 |
34.78 |
34.78 |
34.60 |
34.67 |
-0.77 |
434 |
9,556 |
+132 |
Dec04 |
040527 |
34.80 |
34.80 |
34.07 |
34.24 |
-0.77 |
5,773 |
34,955 |
+1,208 |
Jan05 |
040527 |
34.10 |
34.15 |
33.79 |
33.79 |
-0.73 |
1,330 |
13,960 |
+290 |
Feb05 |
040527 |
33.36 |
33.36 |
33.36 |
33.36 |
-0.71 |
637 |
6,511 |
+472 |
Mar05 |
040527 |
33.26 |
33.26 |
32.96 |
32.96 |
-0.69 |
150 |
7,047 |
+50 |
Apr05 |
040527 |
33.15 |
33.15 |
32.59 |
32.59 |
-0.69 |
0 |
6,995 |
+0 |
May05 |
040527 |
32.27 |
32.27 |
32.27 |
32.27 |
-0.68 |
50 |
1,568 |
+0 |
Jun05 |
040527 |
32.50 |
32.50 |
32.01 |
32.01 |
-0.67 |
250 |
16,884 |
-250 |
Total Volume and Open Interest |
82,957 |
354,007 |
+2,463 |
Gas Oil(IPE) |
Jun04 |
040527 |
320.00 |
320.00 |
309.00 |
314.50 |
-11.25 |
10,991 |
47,970 |
+1,563 |
Jul04 |
040527 |
313.50 |
314.00 |
304.00 |
308.50 |
-10.00 |
7,624 |
41,225 |
+1,138 |
Aug04 |
040527 |
312.00 |
312.00 |
304.00 |
307.25 |
-9.25 |
1,227 |
15,519 |
+471 |
Sep04 |
040527 |
309.50 |
311.25 |
303.25 |
306.75 |
-9.00 |
1,206 |
13,782 |
+244 |
Oct04 |
040527 |
307.00 |
308.00 |
304.00 |
305.50 |
-8.50 |
306 |
8,713 |
+35 |
Nov04 |
040527 |
305.00 |
305.00 |
302.00 |
303.50 |
-8.25 |
0 |
5,047 |
+0 |
Dec04 |
040527 |
303.50 |
303.50 |
298.00 |
300.75 |
-8.00 |
2,441 |
23,017 |
-745 |
Jan05 |
040527 |
298.50 |
298.50 |
297.25 |
297.25 |
-7.75 |
900 |
4,835 |
+0 |
Feb05 |
040527 |
292.75 |
292.75 |
292.75 |
292.75 |
-7.25 |
0 |
1,950 |
+0 |
Mar05 |
040527 |
288.00 |
288.00 |
286.75 |
286.75 |
-6.75 |
0 |
2,393 |
+0 |
Total Volume and Open Interest |
24,895 |
179,808 |
+2,706 |
US Dollar Index(NYBOT) |
Jun04 |
040527 |
89.91 |
89.98 |
88.63 |
88.71 |
-1.10 |
1,081 |
8,895 |
+329 |
Sep04 |
040527 |
90.41 |
90.41 |
89.01 |
89.06 |
-1.09 |
61 |
2,212 |
-3 |
Dec04 |
040527 |
90.10 |
90.10 |
89.39 |
89.39 |
-1.11 |
1 |
30 |
+1 |
Total Volume and Open Interest |
1,143 |
11,145 |
+327 |
Australian Dollar(CME) |
Jun04 |
040527 |
71.19 |
71.78 |
71.13 |
71.67 |
+1.12 |
1,301 |
37,200 |
-4 |
Sep04 |
040527 |
70.70 |
71.12 |
70.60 |
70.95 |
+1.10 |
14 |
1,184 |
+1 |
Dec04 |
040527 |
70.05 |
70.30 |
70.00 |
70.30 |
+1.10 |
52 |
193 |
+50 |
Total Volume and Open Interest |
1,367 |
38,665 |
+47 |
British Pound(CME) |
Jun04 |
040527 |
182.36 |
183.53 |
182.30 |
183.41 |
+2.13 |
6,183 |
46,099 |
+1,640 |
Sep04 |
040527 |
180.95 |
182.15 |
180.95 |
181.93 |
+2.11 |
127 |
621 |
+90 |
Dec04 |
040527 |
180.53 |
180.53 |
180.53 |
180.53 |
+2.09 |
0 |
362 |
+0 |
Total Volume and Open Interest |
6,311 |
47,085 |
+1,730 |
Canadian Dollar(CME) |
Jun04 |
040527 |
73.10 |
73.74 |
73.05 |
73.59 |
+0.64 |
6,726 |
72,004 |
-311 |
Sep04 |
040527 |
72.95 |
73.60 |
72.95 |
73.46 |
+0.63 |
218 |
5,666 |
+67 |
Dec04 |
040527 |
73.25 |
73.50 |
73.25 |
73.39 |
+0.62 |
56 |
3,721 |
+16 |
Mar05 |
040527 |
73.45 |
73.45 |
73.33 |
73.33 |
+0.61 |
1 |
460 |
+1 |
Total Volume and Open Interest |
7,001 |
82,042 |
-227 |
Japanese Yen(CME) |
Jun04 |
040527 |
89.78 |
90.43 |
89.72 |
90.20 |
+0.67 |
11,822 |
113,706 |
+7,418 |
Sep04 |
040527 |
90.07 |
90.69 |
90.07 |
90.52 |
+0.67 |
165 |
1,220 |
+40 |
Dec04 |
040527 |
90.94 |
90.94 |
90.94 |
90.94 |
+0.67 |
22 |
135 |
+11 |
Total Volume and Open Interest |
12,009 |
115,066 |
+7,469 |
Swiss Franc(CME) |
Jun04 |
040527 |
79.30 |
80.45 |
79.28 |
80.41 |
+1.69 |
2,297 |
37,128 |
+1,238 |
Sep04 |
040527 |
79.54 |
80.67 |
79.54 |
80.62 |
+1.69 |
120 |
571 |
+113 |
Dec04 |
040527 |
80.74 |
80.87 |
80.74 |
80.87 |
+1.69 |
0 |
124 |
+0 |
Total Volume and Open Interest |
2,417 |
37,880 |
+1,351 |
EuroFX(CME) |
Jun04 |
040527 |
121.64 |
122.83 |
121.60 |
122.68 |
+1.61 |
5,027 |
148,128 |
+2,012 |
Sep04 |
040527 |
121.46 |
122.56 |
121.45 |
122.46 |
+1.60 |
556 |
2,217 |
+341 |
Dec04 |
040527 |
122.38 |
122.38 |
122.35 |
122.37 |
+1.60 |
5 |
439 |
-3 |
Total Volume and Open Interest |
5,588 |
150,971 |
+2,350 |
Mexican Peso(CME) |
Jun04 |
040527 |
8702.0 |
8732.0 |
8690.0 |
8727.0 |
+25.0 |
6,142 |
60,692 |
-3,031 |
Sep04 |
040527 |
8590.0 |
8605.0 |
8585.0 |
8605.0 |
+25.0 |
25 |
4,453 |
+1 |
Total Volume and Open Interest |
6,195 |
67,448 |
-3,003 |
30-Year T-Bonds(CBOT) |
Jun04 |
040527 |
106~09 |
107~05 |
106~00 |
107~05 |
+1~00 |
322,065 |
320,950 |
-76,411 |
Sep04 |
040527 |
104~27 |
105~27 |
104~22 |
105~26 |
+1~00 |
127,937 |
238,189 |
+53,964 |
Dec04 |
040527 |
103~28 |
104~18 |
103~23 |
104~18 |
+1~00 |
1,049 |
2,271 |
+755 |
Total Volume and Open Interest |
451,052 |
561,605 |
-21,691 |
Municipal Bonds(CBOT) |
Jun04 |
040527 |
100~04 |
100~29 |
100~02 |
100~27 |
+0~23 |
255 |
2,110 |
-6 |
Sep04 |
040527 |
99~02 |
99~29 |
99~02 |
99~29 |
+0~23 |
89 |
256 |
+69 |
Total Volume and Open Interest |
344 |
2,366 |
+63 |
10-Year T-Notes(CBOT) |
Jun04 |
040527 |
109~275 |
110~130 |
109~210 |
110~125 |
+0~195 |
925,459 |
716,512 |
-156,558 |
Sep04 |
040527 |
108~080 |
108~300 |
108~060 |
108~295 |
+0~195 |
430,175 |
684,453 |
+203,832 |
Total Volume and Open Interest |
1,355,673 |
1,415,654 |
+47,110 |
5-Year T-Notes(CBOT) |
Jun04 |
040527 |
109~145 |
109~295 |
109~145 |
109~285 |
+0~125 |
452,728 |
0 |
+0 |
Sep04 |
040527 |
108~030 |
108~175 |
108~025 |
108~170 |
+0~125 |
159,609 |
0 |
+0 |
Dec04 |
040527 |
107~050 |
107~115 |
107~050 |
107~115 |
+0~130 |
1 |
1 |
-1 |
Total Volume and Open Interest |
612,338 |
1 |
-1 |
2 Year T-Notes(CBOT) |
Jun04 |
040527 |
106~012 |
106~032 |
106~012 |
106~030 |
+0~018 |
43,915 |
118,126 |
-32,783 |
Sep04 |
040527 |
105~037 |
105~060 |
105~037 |
105~060 |
+0~022 |
39,919 |
84,678 |
+32,541 |
Total Volume and Open Interest |
83,834 |
202,804 |
-242 |
Eurodollars(CME) |
Jun04 |
040527 |
98.575 |
98.590 |
98.573 |
98.588 |
+0.015 |
69,095 |
840,800 |
-8,426 |
Sep04 |
040527 |
98.075 |
98.145 |
98.075 |
98.140 |
+0.050 |
71,444 |
846,950 |
-9,155 |
Dec04 |
040527 |
97.595 |
97.690 |
97.590 |
97.685 |
+0.070 |
82,121 |
870,072 |
-20,354 |
Mar05 |
040527 |
97.140 |
97.260 |
97.135 |
97.255 |
+0.095 |
97,103 |
651,223 |
+5,051 |
Jun05 |
040527 |
96.710 |
96.850 |
96.710 |
96.840 |
+0.110 |
84,492 |
561,336 |
-2,665 |
Sep05 |
040527 |
96.335 |
96.480 |
96.330 |
96.475 |
+0.125 |
47,171 |
442,805 |
+731 |
Dec05 |
040527 |
95.990 |
96.140 |
95.985 |
96.135 |
+0.135 |
57,460 |
370,800 |
+189 |
Mar06 |
040527 |
95.705 |
95.860 |
95.705 |
95.855 |
+0.135 |
32,268 |
275,944 |
+314 |
Jun06 |
040527 |
95.465 |
95.620 |
95.460 |
95.615 |
+0.135 |
16,241 |
184,917 |
-120 |
Sep06 |
040527 |
95.290 |
95.410 |
95.290 |
95.400 |
+0.130 |
8,543 |
184,247 |
-2,939 |
Dec06 |
040527 |
95.040 |
95.200 |
95.040 |
95.195 |
+0.135 |
9,348 |
140,043 |
-4,455 |
Mar07 |
040527 |
94.880 |
95.035 |
94.880 |
95.035 |
+0.135 |
10,132 |
114,812 |
-1,061 |
Total Volume and Open Interest |
626,399 |
6,102,511 |
-45,088 |
3-Mth Euro-Yen(CME) |
Jun04 |
040527 |
99.92 |
99.93 |
99.92 |
99.93 |
unch |
4 |
12,440 |
-8 |
Sep04 |
040527 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1 |
6,165 |
-7 |
Dec04 |
040527 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
9,186 |
+862 |
Mar05 |
040527 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
1,556 |
6,626 |
+862 |
Jun05 |
040527 |
99.76 |
99.76 |
99.75 |
99.75 |
-0.02 |
300 |
5,028 |
+218 |
Sep05 |
040527 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.02 |
0 |
2,993 |
+36 |
Dec05 |
040527 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.03 |
300 |
1,243 |
+300 |
Mar06 |
040527 |
99.42 |
99.42 |
99.40 |
99.40 |
-0.06 |
0 |
696 |
-74 |
Jun06 |
040527 |
99.33 |
99.33 |
99.32 |
99.32 |
-0.06 |
0 |
702 |
+50 |
Sep06 |
040527 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.06 |
0 |
789 |
+50 |
Total Volume and Open Interest |
2,161 |
47,137 |
+2,289 |
3-Mth Euro-Yen(SIMEX) |
Jun04 |
040527 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
0 |
71,545 |
-27 |
Sep04 |
040527 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
15 |
37,912 |
+2 |
Dec04 |
040527 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
444 |
68,602 |
+309 |
Mar05 |
040527 |
99.84 |
99.84 |
99.84 |
99.84 |
-0.01 |
358 |
45,463 |
+110 |
Jun05 |
040527 |
99.77 |
99.77 |
99.76 |
99.76 |
-0.01 |
89 |
44,002 |
-10 |
Sep05 |
040527 |
99.66 |
99.66 |
99.65 |
99.65 |
-0.01 |
330 |
42,775 |
+92 |
Dec05 |
040527 |
99.56 |
99.57 |
99.54 |
99.54 |
-0.03 |
109 |
18,377 |
+41 |
Mar06 |
040527 |
99.45 |
99.45 |
99.42 |
99.43 |
-0.04 |
46 |
11,699 |
-414 |
Total Volume and Open Interest |
1,491 |
360,048 |
+153 |
German Euro-Bund(EUREX) |
Jun04 |
040527 |
113.41 |
113.73 |
113.34 |
113.70 |
+0.36 |
997,785 |
1,006,509 |
-15,257 |
Sep04 |
040527 |
112.94 |
113.26 |
112.85 |
113.22 |
+0.36 |
60,717 |
234,441 |
+29,189 |
Dec04 |
040527 |
112.14 |
112.30 |
112.14 |
112.30 |
+0.38 |
101 |
2 |
+1 |
Total Volume and Open Interest |
1,058,603 |
1,240,952 |
+13,933 |
German Euro-Bobl(EUREX) |
Jun04 |
040527 |
111.01 |
111.29 |
111.01 |
111.27 |
+0.29 |
690,357 |
659,619 |
+14,495 |
Sep04 |
040527 |
110.41 |
110.66 |
110.38 |
110.65 |
+0.31 |
48,767 |
280,405 |
+1,680 |
Dec04 |
040527 |
109.82 |
109.82 |
109.82 |
109.82 |
+0.24 |
900 |
1 |
+0 |
Total Volume and Open Interest |
740,024 |
940,025 |
+16,175 |
Long Gilt(LIFFE) |
Jun04 |
040527 |
106~02 |
106~07 |
105~25 |
106~04 |
+0~04 |
191,025 |
65,424 |
-73,005 |
Sep04 |
040527 |
105~23 |
105~28 |
105~14 |
105~25 |
+0~04 |
127,133 |
162,227 |
+77,211 |
Total Volume and Open Interest |
318,158 |
227,651 |
+4,206 |
3-Mth Short Sterling(LIFFE) |
Jun04 |
040527 |
95.33 |
95.33 |
95.30 |
95.31 |
-0.01 |
30,694 |
212,909 |
-654 |
Sep04 |
040527 |
94.99 |
94.99 |
94.94 |
94.96 |
-0.01 |
24,745 |
204,520 |
-417 |
Dec04 |
040527 |
94.74 |
94.75 |
94.69 |
94.71 |
-0.01 |
30,091 |
250,032 |
-4,716 |
Total Volume and Open Interest |
143,806 |
1,300,304 |
-3,968 |
3-Mth Euribor(LIFFE) |
Jun04 |
040527 |
97.900 |
97.910 |
97.900 |
97.905 |
+0.005 |
39,519 |
603,397 |
-10,146 |
Sep04 |
040527 |
97.820 |
97.850 |
97.815 |
97.840 |
+0.030 |
74,812 |
523,880 |
+2,121 |
Dec04 |
040527 |
97.645 |
97.695 |
97.640 |
97.680 |
+0.055 |
101,535 |
558,160 |
-3,300 |
Total Volume and Open Interest |
434,506 |
3,056,808 |
-9,228 |
3-Mth Aus T-Bills(SFE) |
Jun04 |
040527 |
94.51 |
94.52 |
94.51 |
94.52 |
unch |
16,227 |
96,796 |
-27,011 |
Sep04 |
040527 |
94.43 |
94.45 |
94.42 |
94.45 |
+0.04 |
16,760 |
166,793 |
-20,790 |
Dec04 |
040527 |
94.35 |
94.40 |
94.35 |
94.39 |
+0.07 |
4,993 |
72,672 |
-1,916 |
Mar05 |
040527 |
94.30 |
94.34 |
94.30 |
94.33 |
+0.08 |
4,135 |
45,989 |
+844 |
Jun05 |
040527 |
94.24 |
94.27 |
94.23 |
94.26 |
+0.08 |
1,545 |
20,664 |
-247 |
Sep05 |
040527 |
94.16 |
94.19 |
94.16 |
94.18 |
+0.07 |
215 |
14,592 |
+92 |
Dec05 |
040527 |
94.09 |
94.12 |
94.09 |
94.12 |
+0.09 |
100 |
11,932 |
+70 |
Mar06 |
040527 |
94.03 |
94.05 |
94.03 |
94.05 |
+0.09 |
120 |
6,874 |
+45 |
Jun06 |
040527 |
93.96 |
93.99 |
93.96 |
93.99 |
+0.09 |
100 |
2,289 |
+100 |
Sep06 |
040527 |
93.89 |
93.92 |
93.89 |
93.92 |
+0.07 |
0 |
1,915 |
+0 |
Total Volume and Open Interest |
44,195 |
443,847 |
-48,813 |
10-Year Aus T-Bonds(SFE) |
Jun04 |
040527 |
94.14 |
94.17 |
94.13 |
94.15 |
+0.08 |
16,906 |
245,162 |
-2,451 |
Sep04 |
040527 |
94.11 |
94.11 |
94.11 |
94.11 |
+0.08 |
|
|
|
Total Volume and Open Interest |
51,579 |
413,629 |
-87,839 |
3-Year Aus T-Bonds(SFE) |
Jun04 |
040527 |
94.47 |
94.50 |
94.46 |
94.49 |
+0.07 |
30,495 |
410,129 |
-88,339 |
Sep04 |
040527 |
94.42 |
94.42 |
94.42 |
94.42 |
+0.09 |
500 |
3,500 |
+500 |
Total Volume and Open Interest |
30,995 |
413,629 |
-87,839 |
Gold(CMX) |
Jun04 |
040527 |
392.0 |
395.9 |
391.8 |
394.9 |
+6.6 |
81,917 |
45,018 |
-41,029 |
Aug04 |
040527 |
393.0 |
396.9 |
393.0 |
396.1 |
+6.7 |
54,038 |
112,293 |
+30,624 |
Oct04 |
040527 |
395.0 |
397.8 |
395.0 |
397.4 |
+6.7 |
798 |
8,493 |
+455 |
Dec04 |
040527 |
394.8 |
399.5 |
394.8 |
398.7 |
+6.7 |
2,863 |
36,518 |
+1,285 |
Feb05 |
040527 |
399.0 |
400.2 |
399.0 |
400.2 |
+6.7 |
0 |
2,963 |
+0 |
Apr05 |
040527 |
401.8 |
401.8 |
401.7 |
401.7 |
+6.6 |
268 |
3,589 |
+83 |
Total Volume and Open Interest |
139,904 |
244,100 |
-8,565 |
Silver(CMX) |
May04 |
040526 |
615.0 |
615.0 |
604.8 |
604.8 |
-3.0 |
11 |
53 |
-76 |
Jul04 |
040527 |
610.0 |
622.0 |
608.5 |
619.5 |
+14.0 |
10,471 |
54,041 |
-2,467 |
Sep04 |
040527 |
616.0 |
622.0 |
612.5 |
621.1 |
+14.0 |
579 |
6,495 |
-106 |
Dec04 |
040527 |
615.0 |
626.0 |
613.0 |
623.2 |
+13.9 |
384 |
14,449 |
-55 |
Mar05 |
040527 |
629.5 |
629.5 |
625.2 |
625.2 |
+13.9 |
5 |
3,826 |
+0 |
Total Volume and Open Interest |
11,492 |
85,630 |
-2,700 |
Platinum(NYM) |
Jul04 |
040527 |
845.0 |
846.0 |
841.0 |
844.4 |
+8.0 |
690 |
4,954 |
-31 |
Oct04 |
040527 |
837.0 |
840.0 |
835.0 |
837.4 |
+8.0 |
169 |
434 |
+7 |
Jan05 |
040527 |
832.4 |
832.4 |
832.4 |
832.4 |
+8.0 |
0 |
8 |
+0 |
Total Volume and Open Interest |
859 |
5,396 |
-24 |
Palladium(NYME) |
Jun04 |
040527 |
250.00 |
254.00 |
250.00 |
253.30 |
+2.55 |
2,029 |
4,253 |
-961 |
Sep04 |
040527 |
257.00 |
257.00 |
253.00 |
255.30 |
+2.25 |
1,990 |
4,185 |
+857 |
Dec04 |
040527 |
260.00 |
260.00 |
256.80 |
256.80 |
+2.25 |
44 |
365 |
+25 |
Total Volume and Open Interest |
4,063 |
8,803 |
-79 |
Copper(CMX) |
May04 |
040527 |
124.80 |
124.80 |
124.80 |
124.80 |
+1.55 |
1,117 |
943 |
+242 |
Jul04 |
040527 |
125.00 |
128.20 |
124.90 |
127.30 |
+4.15 |
6,885 |
39,662 |
+76 |
Sep04 |
040527 |
123.50 |
126.10 |
123.50 |
125.60 |
+4.00 |
1,702 |
7,891 |
+142 |
Dec04 |
040527 |
119.30 |
122.00 |
119.30 |
121.70 |
+3.70 |
102 |
10,635 |
+29 |
Mar05 |
040527 |
116.50 |
118.30 |
116.50 |
118.30 |
+3.30 |
471 |
1,395 |
-38 |
Total Volume and Open Interest |
11,640 |
68,850 |
+479 |
DJIA Index(CBOT) |
Jun04 |
040527 |
10144 |
10220 |
10140 |
10217 |
+97 |
6,616 |
44,895 |
-986 |
Sep04 |
040527 |
10125 |
10201 |
10125 |
10201 |
+98 |
36 |
1,576 |
-95 |
Dec04 |
040527 |
10190 |
10192 |
10190 |
10192 |
+98 |
1 |
15 |
-1 |
Total Volume and Open Interest |
6,653 |
46,486 |
-1,082 |
S & P 500(CME) |
Jun04 |
040527 |
1119.20 |
1124.20 |
1114.50 |
1122.70 |
+6.70 |
34,051 |
544,157 |
-1,881 |
Sep04 |
040527 |
1118.00 |
1123.00 |
1115.00 |
1122.00 |
+6.70 |
2,041 |
41,285 |
+1,610 |
Dec04 |
040527 |
1122.20 |
1122.20 |
1122.20 |
1122.20 |
+6.70 |
0 |
2,982 |
+0 |
Mar05 |
040527 |
1123.50 |
1123.50 |
1123.50 |
1123.50 |
+6.50 |
0 |
237 |
+0 |
Total Volume and Open Interest |
36,092 |
588,870 |
-271 |
S & P 500 E-Mini(Globex) |
Jun04 |
040527 |
1116.00 |
1124.50 |
1114.50 |
1122.75 |
+6.75 |
605,407 |
553,297 |
-20,864 |
Sep04 |
040527 |
1115.25 |
1123.50 |
1114.50 |
1122.00 |
+6.75 |
5,437 |
12,987 |
+4,735 |
Total Volume and Open Interest |
610,844 |
566,284 |
-16,129 |
NASDAQ 100(CME) |
Jun04 |
040527 |
1460.50 |
1468.50 |
1450.00 |
1467.00 |
+11.50 |
11,137 |
79,672 |
-1,424 |
Sep04 |
040527 |
1464.00 |
1471.00 |
1456.00 |
1471.00 |
+11.50 |
8 |
1,452 |
+6 |
Dec04 |
040527 |
1475.00 |
1475.00 |
1475.00 |
1475.00 |
+11.50 |
1 |
6 |
+1 |
Total Volume and Open Interest |
11,146 |
81,130 |
-1,417 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun04 |
040527 |
1455.0 |
1468.5 |
1450.5 |
1467.0 |
+11.5 |
262,489 |
311,922 |
-10,259 |
Sep04 |
040527 |
1461.5 |
1472.0 |
1455.5 |
1471.0 |
+11.5 |
137 |
1,635 |
+23 |
Total Volume and Open Interest |
262,626 |
313,557 |
-10,236 |
S & P Midcap 400(CME) |
Jun04 |
040527 |
590.50 |
593.25 |
586.25 |
592.10 |
+3.60 |
518 |
16,339 |
+13 |
Sep04 |
040527 |
592.10 |
592.10 |
592.10 |
592.10 |
+3.60 |
|
|
|
Dec04 |
040527 |
592.10 |
592.10 |
592.10 |
592.10 |
+3.60 |
|
|
|
Total Volume and Open Interest |
518 |
16,339 |
+13 |
Russell 2000(CME) |
Jun04 |
040527 |
568.00 |
572.00 |
562.50 |
567.25 |
+1.25 |
1,256 |
32,330 |
-16 |
Sep04 |
040527 |
569.00 |
569.00 |
566.50 |
566.50 |
+1.25 |
76 |
198 |
+82 |
Dec04 |
040527 |
566.50 |
566.50 |
566.50 |
566.50 |
+1.25 |
|
|
|
Total Volume and Open Interest |
1,332 |
32,528 |
+66 |
Value Line(KCBT) |
Jun04 |
040527 |
1573.00 |
1576.00 |
1568.00 |
1576.00 |
+6.50 |
1 |
39 |
+1 |
Total Volume and Open Interest |
1 |
41 |
+1 |
Nikkei 225(CME) |
Jun04 |
040527 |
11230 |
11285 |
11180 |
11275 |
+115 |
3,085 |
37,979 |
-143 |
Sep04 |
040527 |
11225 |
11285 |
11225 |
11285 |
+115 |
12 |
195 |
+7 |
Total Volume and Open Interest |
3,097 |
38,177 |
-136 |
Nikkei 225(SIMEX) |
Jun04 |
040527 |
11175 |
11230 |
11120 |
11160 |
unch |
28,929 |
158,183 |
-2,283 |
Sep04 |
040527 |
11155 |
11155 |
11155 |
11155 |
unch |
240 |
3,783 |
+219 |
Dec04 |
040527 |
11125 |
11125 |
11125 |
11125 |
unch |
|
|
|
Total Volume and Open Interest |
29,169 |
161,966 |
-2,064 |
CAC 40(MATIF) |
May04 |
040527 |
3667.5 |
3691.5 |
3662.5 |
3679.0 |
+20.0 |
91,633 |
454,090 |
-17,154 |
Jun04 |
040527 |
3653.0 |
3677.0 |
3648.5 |
3665.0 |
+20.5 |
44,592 |
230,059 |
+19,458 |
Jul04 |
040527 |
3670.0 |
3670.0 |
3670.0 |
3670.0 |
+20.0 |
10 |
310 |
+10 |
Total Volume and Open Interest |
136,346 |
705,713 |
+2,425 |
DAX Index(EUREX) |
Jun04 |
040527 |
3891.0 |
3932.5 |
3885.5 |
3912.5 |
+29.5 |
99,703 |
202,012 |
-790 |
Sep04 |
040527 |
3908.0 |
3950.0 |
3908.0 |
3932.5 |
+29.5 |
750 |
8,274 |
-431 |
Dec04 |
040527 |
3929.5 |
3972.0 |
3928.5 |
3954.5 |
+29.5 |
858 |
3,192 |
+642 |
Total Volume and Open Interest |
101,311 |
213,478 |
-579 |
FT-SE 100(LIFFE) |
Jun04 |
040527 |
4459.00 |
4476.00 |
4442.50 |
4459.00 |
+16.00 |
72,294 |
398,214 |
+1,274 |
Sep04 |
040527 |
4464.00 |
4482.50 |
4454.00 |
4469.00 |
+16.00 |
1,073 |
36,595 |
+1,029 |
Dec04 |
040527 |
4501.00 |
4501.00 |
4501.00 |
4501.00 |
+17.00 |
1 |
21,622 |
-1 |
Total Volume and Open Interest |
73,368 |
457,582 |
+2,302 |
SPI 200(SFE) |
Jun04 |
040527 |
3432.0 |
3449.0 |
3425.0 |
3447.0 |
+21.0 |
11,511 |
158,867 |
-2,788 |
Sep04 |
040527 |
3433.0 |
3454.0 |
3433.0 |
3454.0 |
+22.0 |
121 |
5,102 |
+13 |
Dec04 |
040527 |
3467.0 |
3467.0 |
3467.0 |
3467.0 |
+21.0 |
108 |
2,526 |
-28 |
Total Volume and Open Interest |
11,750 |
168,093 |
-2,803 |
GSCI(CME) |
Jun04 |
040527 |
302.90 |
302.90 |
298.05 |
299.70 |
-6.50 |
362 |
15,896 |
-93 |
Jul04 |
040527 |
298.00 |
298.00 |
297.70 |
297.70 |
-5.30 |
0 |
75 |
+0 |
Aug04 |
040527 |
295.00 |
295.00 |
295.00 |
295.00 |
-4.00 |
|
|
|
Total Volume and Open Interest |
362 |
15,971 |
-93 |
Reuters CRB Index(NYBOT) |
Jun04 |
040527 |
275.90 |
276.00 |
274.50 |
275.00 |
unch |
48 |
247 |
-10 |
Aug04 |
040527 |
274.00 |
274.00 |
272.75 |
273.50 |
+0.25 |
9 |
77 |
+6 |
Nov04 |
040527 |
274.00 |
274.00 |
274.00 |
274.00 |
+0.25 |
1 |
3 |
+1 |
Total Volume and Open Interest |
64 |
332 |
+1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|