|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 01, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040601 |
862.00 |
864.00 |
852.00 |
864.00 |
+50.00 |
33,562 |
101,620 |
-2,570 |
| Aug04 |
040601 |
825.00 |
825.00 |
816.00 |
825.00 |
+50.00 |
7,456 |
23,573 |
+715 |
| Sep04 |
040601 |
764.00 |
764.00 |
754.00 |
764.00 |
+50.00 |
1,753 |
9,318 |
-41 |
| Nov04 |
040601 |
728.00 |
734.50 |
715.00 |
734.50 |
+50.00 |
14,244 |
54,512 |
-254 |
| Jan05 |
040601 |
726.00 |
736.00 |
718.00 |
736.00 |
+50.00 |
347 |
4,505 |
+177 |
| Mar05 |
040601 |
715.00 |
733.00 |
715.00 |
733.00 |
+50.00 |
227 |
3,542 |
+63 |
| May05 |
040601 |
707.00 |
727.00 |
706.00 |
725.50 |
+48.50 |
175 |
2,286 |
+66 |
| Total Volume and Open Interest |
57,870 |
200,987 |
-1,817 |
| Soybean Meal(CBOT) |
| Jul04 |
040601 |
267.00 |
274.80 |
266.00 |
273.70 |
+18.90 |
16,725 |
53,148 |
-4,113 |
| Aug04 |
040601 |
260.00 |
267.00 |
259.00 |
267.00 |
+20.00 |
6,468 |
23,902 |
+15 |
| Sep04 |
040601 |
245.00 |
253.00 |
244.00 |
251.50 |
+18.50 |
3,045 |
15,497 |
-479 |
| Oct04 |
040601 |
232.00 |
238.20 |
228.50 |
238.20 |
+20.00 |
1,644 |
13,496 |
+12 |
| Dec04 |
040601 |
230.00 |
235.00 |
225.00 |
234.70 |
+19.00 |
10,122 |
35,403 |
+2,900 |
| Jan05 |
040601 |
228.00 |
233.00 |
224.50 |
232.70 |
+19.00 |
873 |
4,271 |
+30 |
| Mar05 |
040601 |
225.00 |
232.00 |
222.50 |
231.70 |
+19.70 |
617 |
4,562 |
-64 |
| May05 |
040601 |
224.00 |
228.00 |
220.50 |
228.00 |
+17.00 |
797 |
2,297 |
+291 |
| Total Volume and Open Interest |
40,563 |
156,457 |
-1,272 |
| Soybean Oil(CBOT) |
| Jul04 |
040601 |
29.00 |
29.87 |
29.00 |
29.51 |
+1.46 |
13,632 |
53,871 |
-3,486 |
| Aug04 |
040601 |
28.80 |
29.50 |
28.70 |
29.05 |
+1.50 |
3,372 |
17,541 |
-417 |
| Sep04 |
040601 |
28.50 |
28.80 |
28.10 |
28.40 |
+1.45 |
946 |
15,828 |
-232 |
| Oct04 |
040601 |
27.20 |
27.20 |
26.70 |
26.97 |
+1.27 |
954 |
10,298 |
+250 |
| Dec04 |
040601 |
26.10 |
26.50 |
25.90 |
26.31 |
+1.14 |
6,910 |
26,406 |
+1,157 |
| Jan05 |
040601 |
25.90 |
26.35 |
25.90 |
26.25 |
+1.00 |
237 |
5,171 |
+167 |
| Mar05 |
040601 |
26.00 |
26.25 |
25.80 |
26.19 |
+0.99 |
102 |
3,957 |
+59 |
| May05 |
040601 |
25.85 |
26.10 |
25.85 |
26.02 |
+0.92 |
125 |
1,224 |
+22 |
| Total Volume and Open Interest |
26,480 |
137,314 |
-2,363 |
| Canola(WCE) |
| Jul04 |
040601 |
375.0 |
390.0 |
375.0 |
386.5 |
+21.3 |
2,412 |
25,044 |
+0 |
| Sep04 |
040601 |
381.0 |
381.0 |
381.0 |
381.0 |
+19.5 |
0 |
50 |
+0 |
| Nov04 |
040601 |
372.0 |
386.0 |
372.0 |
384.2 |
+22.6 |
3,298 |
38,779 |
+0 |
| Jan05 |
040601 |
385.5 |
389.0 |
385.5 |
388.5 |
+21.5 |
367 |
1,518 |
+0 |
| Mar05 |
040601 |
390.1 |
390.1 |
390.1 |
390.1 |
+21.6 |
0 |
460 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Corn(CBOT) |
| Jul04 |
040601 |
319.00 |
324.00 |
319.00 |
324.00 |
+20.00 |
31,948 |
212,388 |
-3,824 |
| Sep04 |
040601 |
319.75 |
319.75 |
314.25 |
319.75 |
+20.00 |
9,099 |
57,022 |
+1,320 |
| Dec04 |
040601 |
317.00 |
317.25 |
313.00 |
317.25 |
+20.00 |
49,895 |
307,736 |
-815 |
| Mar05 |
040601 |
318.00 |
321.50 |
317.00 |
321.50 |
+20.00 |
1,849 |
26,248 |
+1,174 |
| May05 |
040601 |
323.00 |
325.50 |
320.50 |
325.50 |
+20.00 |
218 |
7,079 |
+91 |
| Jul05 |
040601 |
321.00 |
324.75 |
320.00 |
324.75 |
+20.00 |
189 |
7,684 |
+19 |
| Total Volume and Open Interest |
93,621 |
630,302 |
-1,922 |
| Wheat(CBOT) |
| Jul04 |
040601 |
379.50 |
391.00 |
377.00 |
388.25 |
+26.25 |
22,313 |
83,610 |
-3,450 |
| Sep04 |
040601 |
388.00 |
399.00 |
386.00 |
397.25 |
+27.00 |
4,425 |
15,778 |
-241 |
| Dec04 |
040601 |
399.00 |
409.50 |
397.00 |
407.25 |
+25.75 |
7,882 |
19,598 |
+1,526 |
| Mar05 |
040601 |
405.00 |
414.00 |
405.00 |
414.00 |
+24.00 |
98 |
3,317 |
+55 |
| May05 |
040601 |
407.00 |
411.00 |
407.00 |
411.00 |
+19.00 |
9 |
87 |
+3 |
| Total Volume and Open Interest |
34,742 |
123,722 |
-2,106 |
| Wheat(KCBT) |
| Jul04 |
040601 |
394.00 |
410.00 |
393.00 |
403.25 |
+20.25 |
5,436 |
34,052 |
-514 |
| Sep04 |
040601 |
400.00 |
416.00 |
400.00 |
410.75 |
+20.00 |
1,877 |
11,575 |
+42 |
| Dec04 |
040601 |
411.00 |
423.00 |
410.00 |
420.75 |
+24.75 |
1,251 |
9,703 |
+220 |
| Mar05 |
040601 |
425.00 |
426.50 |
425.00 |
426.50 |
+23.50 |
9 |
660 |
+6 |
| May05 |
040601 |
415.00 |
415.00 |
415.00 |
415.00 |
+5.00 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
8,573 |
56,398 |
-246 |
| Wheat(MGE) |
| Jul04 |
040601 |
415.00 |
431.00 |
415.00 |
426.50 |
+19.00 |
1,848 |
14,523 |
-344 |
| Sep04 |
040601 |
415.00 |
432.00 |
415.00 |
426.00 |
+19.50 |
1,109 |
8,422 |
-11 |
| Dec04 |
040601 |
426.00 |
438.00 |
424.00 |
432.50 |
+19.00 |
1,025 |
10,420 |
+118 |
| Mar05 |
040601 |
438.00 |
438.00 |
438.00 |
438.00 |
+23.00 |
8 |
465 |
-2 |
| May05 |
040601 |
434.00 |
434.00 |
434.00 |
434.00 |
+18.00 |
11 |
134 |
+11 |
| Total Volume and Open Interest |
4,001 |
34,015 |
-228 |
| Oats(CBOT) |
| Jul04 |
040601 |
155.00 |
161.00 |
153.25 |
157.75 |
+10.00 |
1,382 |
5,304 |
-40 |
| Sep04 |
040601 |
165.00 |
167.50 |
160.50 |
163.75 |
+10.25 |
552 |
1,761 |
+214 |
| Dec04 |
040601 |
168.75 |
174.00 |
168.00 |
171.00 |
+9.00 |
480 |
4,524 |
+163 |
| Mar05 |
040601 |
175.00 |
175.00 |
175.00 |
175.00 |
+8.50 |
0 |
93 |
+0 |
| Total Volume and Open Interest |
2,418 |
11,716 |
+341 |
| Rough Rice(CBOT) |
| Jul04 |
040601 |
10.25 |
10.50 |
10.05 |
10.17 |
unch |
400 |
3,336 |
-272 |
| Sep04 |
040601 |
9.25 |
9.50 |
9.25 |
9.45 |
+0.45 |
10 |
465 |
+3 |
| Nov04 |
040601 |
9.25 |
9.40 |
9.25 |
9.28 |
+0.38 |
26 |
1,105 |
+6 |
| Jan05 |
040601 |
9.51 |
9.57 |
9.44 |
9.44 |
+0.37 |
0 |
182 |
+0 |
| Total Volume and Open Interest |
436 |
5,160 |
-263 |
| Live Cattle(CME) |
| Jun04 |
040601 |
87.675 |
87.800 |
86.050 |
86.650 |
-1.025 |
7,757 |
24,232 |
-2,191 |
| Aug04 |
040601 |
89.000 |
89.000 |
87.550 |
87.950 |
-0.675 |
9,328 |
64,162 |
+719 |
| Oct04 |
040601 |
87.900 |
88.150 |
86.550 |
86.650 |
-1.075 |
3,215 |
23,019 |
+601 |
| Dec04 |
040601 |
87.550 |
87.700 |
86.750 |
86.750 |
-0.750 |
1,090 |
10,227 |
-43 |
| Feb05 |
040601 |
87.450 |
87.500 |
86.800 |
86.950 |
-0.475 |
716 |
4,779 |
-305 |
| Apr05 |
040601 |
85.000 |
85.000 |
84.625 |
84.675 |
-0.400 |
122 |
1,530 |
+77 |
| Total Volume and Open Interest |
22,264 |
128,262 |
-1,103 |
| Feeder Cattle(CME) |
| Aug04 |
040601 |
106.500 |
106.650 |
104.575 |
104.725 |
-2.475 |
1,293 |
10,912 |
-62 |
| Sep04 |
040601 |
104.500 |
104.500 |
102.700 |
103.150 |
-2.375 |
184 |
1,050 |
+17 |
| Oct04 |
040601 |
103.000 |
103.800 |
101.750 |
102.225 |
-2.475 |
314 |
1,678 |
+44 |
| Nov04 |
040601 |
102.300 |
102.300 |
100.800 |
101.300 |
-2.000 |
117 |
639 |
+44 |
| Jan05 |
040601 |
97.800 |
97.800 |
96.800 |
96.800 |
-1.850 |
55 |
251 |
+15 |
| Mar05 |
040601 |
93.750 |
93.850 |
92.500 |
92.500 |
-2.000 |
7 |
28 |
+5 |
| Apr05 |
040601 |
93.000 |
93.000 |
91.750 |
92.000 |
-1.750 |
1 |
16 |
+0 |
| Total Volume and Open Interest |
1,971 |
14,574 |
-885 |
| Lean Hogs(CME) |
| Jun04 |
040601 |
76.300 |
77.350 |
76.300 |
76.550 |
+0.725 |
4,341 |
18,405 |
-350 |
| Jul04 |
040601 |
77.000 |
77.000 |
75.900 |
76.175 |
+0.900 |
5,113 |
35,639 |
+637 |
| Aug04 |
040601 |
74.700 |
75.500 |
74.400 |
75.350 |
+1.400 |
3,686 |
13,216 |
+788 |
| Oct04 |
040601 |
61.000 |
62.275 |
61.000 |
62.275 |
+2.000 |
1,297 |
8,883 |
+486 |
| Dec04 |
040601 |
57.000 |
57.500 |
56.600 |
57.475 |
+1.975 |
784 |
5,964 |
+182 |
| Feb05 |
040601 |
59.200 |
59.400 |
58.500 |
59.300 |
+0.500 |
31 |
780 |
+10 |
| Apr05 |
040601 |
59.500 |
60.000 |
59.500 |
60.000 |
+0.700 |
1 |
384 |
+1 |
| May05 |
040601 |
62.475 |
62.475 |
62.475 |
62.475 |
+0.075 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
15,253 |
83,336 |
+1,754 |
| Pork Bellies(CME) |
| Jul04 |
040601 |
113.750 |
116.400 |
113.750 |
116.250 |
+2.550 |
218 |
2,773 |
-65 |
| Aug04 |
040601 |
110.000 |
112.550 |
110.000 |
112.550 |
+3.000 |
56 |
587 |
+1 |
| Feb05 |
040601 |
99.300 |
99.300 |
98.500 |
98.500 |
+0.450 |
1 |
15 |
+0 |
| Mar05 |
040601 |
96.000 |
96.000 |
96.000 |
96.000 |
+2.000 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
275 |
3,377 |
-64 |
| Class III Milk(CME) |
| Jun04 |
040601 |
16.77 |
16.97 |
16.50 |
16.90 |
+0.13 |
406 |
5,768 |
-183 |
| Jul04 |
040601 |
14.60 |
14.75 |
14.30 |
14.64 |
+0.04 |
334 |
4,778 |
-34 |
| Aug04 |
040601 |
14.46 |
14.70 |
14.30 |
14.59 |
+0.13 |
104 |
4,655 |
+7 |
| Sep04 |
040601 |
14.33 |
14.50 |
14.15 |
14.33 |
unch |
290 |
4,330 |
+165 |
| Oct04 |
040601 |
13.80 |
13.85 |
13.80 |
13.80 |
unch |
15 |
3,125 |
+1 |
| Total Volume and Open Interest |
1,437 |
28,088 |
-8,090 |
| Cocoa(NYBOT) |
| Jul04 |
040601 |
1450 |
1454 |
1405 |
1423 |
-42 |
14,440 |
38,608 |
-2,905 |
| Sep04 |
040601 |
1456 |
1462 |
1419 |
1435 |
-37 |
3,136 |
18,850 |
+132 |
| Dec04 |
040601 |
1472 |
1473 |
1431 |
1448 |
-35 |
1,993 |
13,466 |
+275 |
| Mar05 |
040601 |
1452 |
1466 |
1452 |
1466 |
-32 |
585 |
9,577 |
+109 |
| May05 |
040601 |
1505 |
1505 |
1480 |
1480 |
-33 |
559 |
11,379 |
+12 |
| Jul05 |
040601 |
1490 |
1494 |
1485 |
1494 |
-34 |
369 |
10,102 |
+41 |
| Sep05 |
040601 |
1509 |
1509 |
1509 |
1509 |
-33 |
111 |
4,562 |
-39 |
| Total Volume and Open Interest |
21,693 |
107,147 |
-1,875 |
| Coffee "C"(NYBOT) |
| Jul04 |
040601 |
85.60 |
85.80 |
81.70 |
82.90 |
-2.65 |
24,944 |
64,769 |
+988 |
| Sep04 |
040601 |
87.50 |
87.50 |
84.00 |
85.05 |
-2.55 |
12,418 |
25,375 |
+3,877 |
| Dec04 |
040601 |
89.90 |
90.00 |
87.00 |
87.80 |
-2.50 |
6,043 |
10,330 |
+1,877 |
| Mar05 |
040601 |
92.25 |
92.25 |
90.00 |
90.30 |
-2.40 |
2,434 |
5,786 |
+791 |
| May05 |
040601 |
93.60 |
93.60 |
91.00 |
91.75 |
-2.35 |
218 |
964 |
+77 |
| Jul05 |
040601 |
94.25 |
94.25 |
93.00 |
93.10 |
-2.30 |
158 |
1,038 |
+99 |
| Total Volume and Open Interest |
46,217 |
108,638 |
+7,708 |
| Orange Juice(NYBOT) |
| Jul04 |
040601 |
56.40 |
56.40 |
54.60 |
54.65 |
-1.45 |
1,212 |
22,257 |
+122 |
| Sep04 |
040601 |
58.25 |
58.25 |
56.75 |
56.95 |
-1.10 |
573 |
5,122 |
+375 |
| Nov04 |
040601 |
60.30 |
60.30 |
59.00 |
59.00 |
-0.85 |
318 |
3,662 |
+238 |
| Jan05 |
040601 |
62.55 |
62.55 |
61.35 |
61.35 |
-1.15 |
39 |
1,135 |
+13 |
| Mar05 |
040601 |
64.75 |
64.75 |
63.85 |
63.85 |
-0.90 |
80 |
2,757 |
+11 |
| Total Volume and Open Interest |
2,228 |
37,829 |
+765 |
| Sugar #11(NYBOT) |
| Jul04 |
040601 |
7.09 |
7.25 |
6.99 |
7.22 |
+0.16 |
29,471 |
131,893 |
+22 |
| Oct04 |
040601 |
7.33 |
7.53 |
7.28 |
7.52 |
+0.20 |
17,671 |
69,231 |
+4,667 |
| Mar05 |
040601 |
7.54 |
7.67 |
7.52 |
7.67 |
+0.12 |
5,357 |
38,911 |
+862 |
| May05 |
040601 |
7.43 |
7.52 |
7.42 |
7.52 |
+0.10 |
1,316 |
13,729 |
+382 |
| Jul05 |
040601 |
7.22 |
7.33 |
7.22 |
7.33 |
+0.08 |
405 |
9,379 |
+75 |
| Total Volume and Open Interest |
54,693 |
272,957 |
+6,258 |
| London Cocoa(LCE) |
| Jul04 |
040601 |
835 |
835 |
799 |
809 |
-35 |
3,665 |
45,028 |
+734 |
| Sep04 |
040601 |
846 |
849 |
813 |
824 |
-32 |
2,748 |
26,280 |
+316 |
| Dec04 |
040601 |
875 |
875 |
839 |
847 |
-31 |
2,473 |
45,634 |
+1,428 |
| Mar05 |
040601 |
889 |
890 |
859 |
867 |
-31 |
1,605 |
26,690 |
+835 |
| May05 |
040601 |
903 |
903 |
880 |
880 |
-31 |
383 |
9,917 |
+292 |
| Jul05 |
040601 |
917 |
917 |
885 |
894 |
-31 |
471 |
9,451 |
+152 |
| Sep05 |
040601 |
895 |
904 |
895 |
903 |
-31 |
388 |
6,626 |
+18 |
| Total Volume and Open Interest |
11,735 |
176,138 |
+3,773 |
| London Coffee(LCE) |
| Jul04 |
040601 |
805.00 |
827.00 |
786.00 |
801.00 |
+1.00 |
13,913 |
73,043 |
+5,520 |
| Sep04 |
040601 |
777.00 |
796.00 |
773.00 |
781.00 |
-1.00 |
11,929 |
51,690 |
+4,734 |
| Nov04 |
040601 |
786.00 |
799.00 |
777.00 |
784.00 |
-2.00 |
4,654 |
24,728 |
+2,929 |
| Jan05 |
040601 |
794.00 |
810.00 |
790.00 |
793.00 |
-1.00 |
1,004 |
15,477 |
+745 |
| Mar05 |
040601 |
800.00 |
800.00 |
799.00 |
799.00 |
-1.00 |
82 |
9,782 |
+63 |
| May05 |
040601 |
815.00 |
815.00 |
814.00 |
814.00 |
+4.00 |
473 |
4,610 |
+46 |
| Total Volume and Open Interest |
32,081 |
179,553 |
+13,916 |
| London Sugar(LCE) |
| Aug04 |
040601 |
219.00 |
222.00 |
218.20 |
221.50 |
+3.00 |
1,465 |
22,382 |
-333 |
| Oct04 |
040601 |
223.70 |
226.80 |
222.90 |
226.00 |
+2.50 |
314 |
11,387 |
+86 |
| Dec04 |
040601 |
230.00 |
232.00 |
229.80 |
231.50 |
+2.50 |
54 |
4,990 |
+29 |
| Mar05 |
040601 |
233.20 |
236.00 |
233.20 |
236.00 |
+3.00 |
104 |
9,162 |
+46 |
| May05 |
040601 |
232.20 |
234.50 |
231.70 |
233.10 |
+1.60 |
30 |
3,810 |
+21 |
| Total Volume and Open Interest |
2,073 |
56,876 |
-89 |
| Cotton(NYBOT) |
| Jul04 |
040601 |
61.25 |
61.50 |
58.19 |
58.23 |
-2.96 |
7,259 |
42,190 |
-1,023 |
| Oct04 |
040601 |
60.40 |
60.40 |
58.50 |
58.65 |
-0.95 |
26 |
1,472 |
+14 |
| Dec04 |
040601 |
59.30 |
59.40 |
57.75 |
58.16 |
-0.86 |
4,273 |
29,436 |
+986 |
| Mar05 |
040601 |
61.10 |
61.10 |
60.00 |
60.35 |
-0.75 |
49 |
5,760 |
+20 |
| May05 |
040601 |
61.08 |
61.15 |
60.85 |
61.15 |
-0.80 |
0 |
1,115 |
+0 |
| Jul05 |
040601 |
62.01 |
62.15 |
61.70 |
62.15 |
-0.75 |
32 |
782 |
+32 |
| Total Volume and Open Interest |
11,639 |
81,285 |
+29 |
| Lumber(CME) |
| Jul04 |
040601 |
406.0 |
410.0 |
395.5 |
396.3 |
-9.2 |
542 |
3,697 |
+45 |
| Sep04 |
040601 |
374.0 |
376.3 |
365.5 |
366.4 |
-4.4 |
167 |
989 |
+14 |
| Nov04 |
040601 |
343.5 |
346.5 |
337.8 |
338.2 |
-3.7 |
36 |
451 |
+6 |
| Jan05 |
040601 |
346.0 |
346.0 |
346.0 |
346.0 |
+5.1 |
8 |
47 |
+3 |
| Total Volume and Open Interest |
754 |
5,185 |
+68 |
| Crude Oil(NYM) |
| Jul04 |
040601 |
40.95 |
42.38 |
40.90 |
42.33 |
+2.45 |
75,153 |
220,244 |
-5,201 |
| Aug04 |
040601 |
40.90 |
42.25 |
40.85 |
42.19 |
+2.48 |
29,554 |
78,458 |
+4,223 |
| Sep04 |
040601 |
40.55 |
41.80 |
40.45 |
41.77 |
+2.42 |
9,122 |
58,364 |
+716 |
| Oct04 |
040601 |
40.00 |
41.20 |
40.00 |
41.20 |
+2.35 |
2,764 |
31,770 |
+211 |
| Nov04 |
040601 |
39.70 |
40.62 |
39.70 |
40.62 |
+2.28 |
1,513 |
22,286 |
+84 |
| Dec04 |
040601 |
38.80 |
40.05 |
38.70 |
40.05 |
+2.23 |
5,408 |
66,311 |
-3 |
| Jan05 |
040601 |
38.60 |
39.43 |
38.60 |
39.43 |
+2.17 |
2,507 |
19,928 |
+924 |
| Feb05 |
040601 |
38.85 |
38.87 |
38.85 |
38.87 |
+2.12 |
1,967 |
12,202 |
-170 |
| Mar05 |
040601 |
37.83 |
38.39 |
37.75 |
38.39 |
+2.06 |
857 |
11,693 |
-29 |
| Apr05 |
040601 |
37.00 |
37.97 |
37.00 |
37.97 |
+2.00 |
975 |
7,737 |
+84 |
| May05 |
040601 |
36.90 |
37.57 |
36.90 |
37.57 |
+1.94 |
242 |
4,182 |
+22 |
| Jun05 |
040601 |
36.65 |
37.21 |
36.65 |
37.21 |
+1.88 |
1,737 |
19,860 |
-323 |
| Jul05 |
040601 |
36.20 |
36.91 |
36.20 |
36.91 |
+1.84 |
1,600 |
5,628 |
-149 |
| Aug05 |
040601 |
36.62 |
36.62 |
36.62 |
36.62 |
+1.80 |
800 |
3,962 |
+500 |
| Sep05 |
040601 |
35.75 |
36.35 |
35.75 |
36.35 |
+1.76 |
0 |
6,481 |
+0 |
| Oct05 |
040601 |
35.59 |
36.11 |
35.59 |
36.11 |
+1.72 |
150 |
3,289 |
+100 |
| Total Volume and Open Interest |
140,032 |
717,956 |
+1,035 |
| Heating Oil(NYM) |
| Jul04 |
040601 |
103.00 |
106.80 |
102.80 |
106.41 |
+6.12 |
16,287 |
66,333 |
+68 |
| Aug04 |
040601 |
103.60 |
107.10 |
103.30 |
106.88 |
+6.19 |
2,240 |
17,139 |
-163 |
| Sep04 |
040601 |
104.00 |
107.33 |
103.90 |
107.33 |
+6.14 |
1,390 |
11,706 |
+170 |
| Oct04 |
040601 |
104.90 |
107.78 |
104.90 |
107.78 |
+6.04 |
336 |
8,313 |
-82 |
| Nov04 |
040601 |
107.90 |
108.23 |
107.00 |
108.23 |
+5.94 |
430 |
7,658 |
-24 |
| Dec04 |
040601 |
106.20 |
108.68 |
105.90 |
108.68 |
+5.89 |
876 |
22,478 |
-281 |
| Jan05 |
040601 |
106.45 |
108.80 |
106.00 |
108.78 |
+5.74 |
75 |
8,762 |
+6 |
| Feb05 |
040601 |
107.88 |
107.88 |
107.88 |
107.88 |
+5.44 |
304 |
4,744 |
+56 |
| Mar05 |
040601 |
104.70 |
104.90 |
104.40 |
104.88 |
+5.04 |
303 |
7,231 |
+166 |
| Apr05 |
040601 |
101.20 |
101.20 |
101.08 |
101.08 |
+4.64 |
1 |
1,119 |
+0 |
| May05 |
040601 |
97.53 |
97.53 |
97.53 |
97.53 |
+4.34 |
0 |
1,074 |
+0 |
| Jun05 |
040601 |
94.93 |
94.93 |
94.93 |
94.93 |
+4.14 |
0 |
1,695 |
+50 |
| Total Volume and Open Interest |
31,085 |
159,576 |
-4,171 |
| Unleaded Gas(NYM) |
| Jul04 |
040601 |
131.80 |
136.20 |
131.60 |
135.30 |
+6.55 |
25,006 |
64,261 |
-1,511 |
| Aug04 |
040601 |
126.50 |
130.20 |
126.50 |
129.99 |
+6.26 |
6,001 |
21,262 |
+835 |
| Sep04 |
040601 |
122.00 |
125.00 |
121.00 |
124.64 |
+6.11 |
1,269 |
16,917 |
-9 |
| Oct04 |
040601 |
113.50 |
117.84 |
113.50 |
117.84 |
+5.91 |
266 |
7,187 |
+61 |
| Nov04 |
040601 |
113.64 |
113.64 |
113.64 |
113.64 |
+5.76 |
130 |
3,424 |
+35 |
| Dec04 |
040601 |
107.00 |
110.79 |
107.00 |
110.79 |
+5.66 |
164 |
7,564 |
+46 |
| Jan05 |
040601 |
106.75 |
109.39 |
106.75 |
109.39 |
+5.66 |
75 |
2,838 |
+25 |
| Feb05 |
040601 |
109.04 |
109.04 |
109.04 |
109.04 |
+5.66 |
0 |
1,791 |
+0 |
| Mar05 |
040601 |
109.69 |
109.69 |
109.69 |
109.69 |
+5.66 |
130 |
1,149 |
+11 |
| Apr05 |
040601 |
116.19 |
116.19 |
116.19 |
116.19 |
+5.66 |
10 |
3,906 |
+1 |
| May05 |
040601 |
113.00 |
115.99 |
113.00 |
115.99 |
+5.61 |
5 |
3,985 |
+0 |
| Jun05 |
040601 |
114.74 |
114.74 |
114.74 |
114.74 |
|
|
|
|
| Natural Gas(NYM) |
| Jul04 |
040601 |
6.550 |
6.730 |
6.500 |
6.681 |
+0.239 |
33,556 |
87,235 |
-5,631 |
| Aug04 |
040601 |
6.560 |
6.760 |
6.545 |
6.726 |
+0.237 |
6,618 |
32,123 |
+423 |
| Sep04 |
040601 |
6.550 |
6.730 |
6.540 |
6.706 |
+0.242 |
3,797 |
26,816 |
+113 |
| Oct04 |
040601 |
6.560 |
6.750 |
6.540 |
6.724 |
+0.242 |
3,858 |
27,305 |
+217 |
| Nov04 |
040601 |
6.740 |
6.920 |
6.730 |
6.894 |
+0.237 |
3,087 |
18,554 |
-430 |
| Dec04 |
040601 |
6.900 |
7.090 |
6.900 |
7.079 |
+0.232 |
1,656 |
20,140 |
-38 |
| Jan05 |
040601 |
7.070 |
7.204 |
7.030 |
7.204 |
+0.227 |
1,912 |
20,594 |
+475 |
| Feb05 |
040601 |
7.000 |
7.144 |
7.000 |
7.144 |
+0.222 |
331 |
13,061 |
+47 |
| Mar05 |
040601 |
6.810 |
6.970 |
6.810 |
6.954 |
+0.217 |
1,315 |
14,878 |
+895 |
| Apr05 |
040601 |
6.080 |
6.194 |
6.080 |
6.194 |
+0.162 |
301 |
11,573 |
-75 |
| May05 |
040601 |
5.920 |
6.020 |
5.920 |
6.014 |
+0.147 |
345 |
9,611 |
-110 |
| Jun05 |
040601 |
5.980 |
6.014 |
5.980 |
6.014 |
+0.137 |
217 |
6,654 |
+31 |
| Jul05 |
040601 |
5.950 |
6.050 |
5.950 |
6.039 |
+0.135 |
329 |
10,959 |
-60 |
| Aug05 |
040601 |
5.980 |
6.049 |
5.980 |
6.049 |
+0.131 |
78 |
6,212 |
+26 |
| Sep05 |
040601 |
5.970 |
6.004 |
5.970 |
6.004 |
+0.126 |
75 |
6,677 |
-34 |
| Oct05 |
040601 |
5.990 |
6.019 |
5.990 |
6.019 |
+0.126 |
146 |
5,250 |
+33 |
| Total Volume and Open Interest |
58,008 |
375,092 |
-4,119 |
| Brent Crude Oil(IPE) |
| Jul04 |
040601 |
37.70 |
39.12 |
37.65 |
39.08 |
+2.50 |
31,643 |
78,574 |
-7,485 |
| Aug04 |
040601 |
37.35 |
38.70 |
36.23 |
38.70 |
+2.47 |
14,609 |
76,352 |
-4,302 |
| Sep04 |
040601 |
36.92 |
38.30 |
35.90 |
38.30 |
+2.38 |
4,118 |
25,680 |
+419 |
| Oct04 |
040601 |
36.50 |
37.81 |
35.37 |
37.81 |
+2.28 |
1,624 |
13,198 |
+325 |
| Nov04 |
040601 |
36.10 |
37.31 |
35.10 |
37.31 |
+2.18 |
591 |
10,042 |
-149 |
| Dec04 |
040601 |
35.69 |
36.80 |
34.60 |
36.80 |
+2.08 |
5,679 |
34,426 |
-1,405 |
| Jan05 |
040601 |
35.20 |
36.29 |
33.86 |
36.29 |
+2.01 |
36 |
13,711 |
-114 |
| Feb05 |
040601 |
34.80 |
35.81 |
34.80 |
35.81 |
+1.96 |
0 |
6,511 |
+0 |
| Mar05 |
040601 |
34.30 |
35.36 |
34.30 |
35.36 |
+1.90 |
0 |
6,972 |
+0 |
| Apr05 |
040601 |
34.95 |
34.95 |
34.95 |
34.95 |
+1.85 |
0 |
6,895 |
+0 |
| May05 |
040601 |
34.59 |
34.59 |
34.59 |
34.59 |
+1.79 |
0 |
1,568 |
+0 |
| Jun05 |
040601 |
32.15 |
34.24 |
32.15 |
34.24 |
+1.69 |
200 |
16,302 |
-60 |
| Total Volume and Open Interest |
62,865 |
338,249 |
-12,021 |
| Gas Oil(IPE) |
| Jun04 |
040601 |
324.50 |
337.00 |
324.50 |
336.25 |
+21.75 |
11,581 |
37,367 |
-1,959 |
| Jul04 |
040601 |
320.00 |
330.50 |
319.75 |
330.50 |
+21.50 |
7,899 |
41,901 |
+1,751 |
| Aug04 |
040601 |
318.25 |
328.00 |
318.00 |
328.00 |
+19.75 |
989 |
15,121 |
+279 |
| Sep04 |
040601 |
320.00 |
326.50 |
320.00 |
326.50 |
+19.00 |
353 |
13,812 |
+203 |
| Oct04 |
040601 |
322.00 |
324.50 |
322.00 |
324.50 |
+18.50 |
120 |
8,798 |
+0 |
| Nov04 |
040601 |
316.00 |
322.00 |
316.00 |
322.00 |
+18.00 |
201 |
5,116 |
-81 |
| Dec04 |
040601 |
314.00 |
318.50 |
313.50 |
318.50 |
+17.50 |
1,422 |
23,325 |
+150 |
| Jan05 |
040601 |
313.00 |
314.50 |
313.00 |
314.50 |
+17.00 |
81 |
4,916 |
+81 |
| Feb05 |
040601 |
307.25 |
309.50 |
307.25 |
309.50 |
+16.25 |
0 |
1,950 |
+0 |
| Mar05 |
040601 |
302.75 |
302.75 |
302.75 |
302.75 |
+15.25 |
0 |
2,465 |
+0 |
| Total Volume and Open Interest |
23,836 |
171,168 |
+1,064 |
| US Dollar Index(NYBOT) |
| Jun04 |
040601 |
88.72 |
89.10 |
88.56 |
88.91 |
-0.07 |
1,800 |
9,065 |
+255 |
| Sep04 |
040601 |
89.04 |
89.52 |
89.00 |
89.28 |
-0.06 |
288 |
2,280 |
+16 |
| Dec04 |
040601 |
89.80 |
89.80 |
89.61 |
89.61 |
-0.06 |
2 |
50 |
+0 |
| Total Volume and Open Interest |
2,090 |
11,403 |
+271 |
| Australian Dollar(CME) |
| Jun04 |
040601 |
71.41 |
71.54 |
70.52 |
70.66 |
-0.58 |
3,146 |
35,982 |
-593 |
| Sep04 |
040601 |
70.70 |
70.80 |
69.80 |
69.95 |
-0.57 |
777 |
1,716 |
+528 |
| Dec04 |
040601 |
69.90 |
69.90 |
69.33 |
69.33 |
-0.57 |
1 |
194 |
+1 |
| Total Volume and Open Interest |
3,924 |
37,980 |
-64 |
| British Pound(CME) |
| Jun04 |
040601 |
183.60 |
183.80 |
183.19 |
183.79 |
+0.75 |
4,470 |
49,886 |
-19 |
| Sep04 |
040601 |
182.16 |
182.40 |
181.70 |
182.31 |
+0.75 |
671 |
1,320 |
+488 |
| Dec04 |
040601 |
180.91 |
180.91 |
180.91 |
180.91 |
+0.75 |
0 |
362 |
+0 |
| Total Volume and Open Interest |
5,142 |
51,572 |
+470 |
| Canadian Dollar(CME) |
| Jun04 |
040601 |
73.23 |
73.33 |
72.83 |
73.07 |
-0.18 |
5,070 |
67,599 |
-1,517 |
| Sep04 |
040601 |
73.12 |
73.19 |
72.72 |
72.94 |
-0.18 |
753 |
6,197 |
+497 |
| Dec04 |
040601 |
73.05 |
73.05 |
72.75 |
72.87 |
-0.18 |
71 |
3,747 |
+9 |
| Mar05 |
040601 |
72.81 |
72.81 |
72.81 |
72.81 |
-0.18 |
205 |
488 |
+25 |
| Total Volume and Open Interest |
6,099 |
78,271 |
-986 |
| Japanese Yen(CME) |
| Jun04 |
040601 |
91.31 |
91.43 |
90.35 |
90.46 |
-0.15 |
5,410 |
112,672 |
-290 |
| Sep04 |
040601 |
91.69 |
91.75 |
90.72 |
90.79 |
-0.14 |
890 |
1,739 |
+395 |
| Dec04 |
040601 |
91.40 |
91.40 |
91.22 |
91.22 |
-0.13 |
0 |
135 |
+0 |
| Total Volume and Open Interest |
6,300 |
114,551 |
+105 |
| Swiss Franc(CME) |
| Jun04 |
040601 |
80.12 |
80.33 |
79.62 |
80.17 |
+0.25 |
4,374 |
43,114 |
+1,421 |
| Sep04 |
040601 |
80.34 |
80.51 |
79.88 |
80.39 |
+0.25 |
534 |
1,355 |
+573 |
| Dec04 |
040601 |
80.67 |
80.67 |
80.64 |
80.64 |
+0.25 |
2 |
123 |
-2 |
| Total Volume and Open Interest |
4,910 |
44,649 |
+1,992 |
| EuroFX(CME) |
| Jun04 |
040601 |
122.34 |
122.48 |
121.85 |
122.22 |
+0.12 |
8,519 |
147,531 |
-2,006 |
| Sep04 |
040601 |
122.13 |
122.22 |
121.64 |
122.01 |
+0.13 |
602 |
3,694 |
+509 |
| Dec04 |
040601 |
121.90 |
121.92 |
121.90 |
121.92 |
+0.13 |
2 |
437 |
-1 |
| Total Volume and Open Interest |
9,163 |
151,850 |
-1,497 |
| Mexican Peso(CME) |
| Jun04 |
040601 |
8725.0 |
8725.0 |
8670.0 |
8692.0 |
-53.0 |
10,288 |
57,572 |
-1,089 |
| Sep04 |
040601 |
8570.0 |
8570.0 |
8550.0 |
8570.0 |
-52.0 |
183 |
4,493 |
+39 |
| Total Volume and Open Interest |
10,637 |
64,425 |
-993 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040601 |
106~13 |
106~15 |
105~11 |
105~27 |
-0~23 |
69,727 |
229,472 |
-38,313 |
| Sep04 |
040601 |
105~00 |
105~05 |
104~00 |
104~16 |
-0~23 |
260,134 |
321,706 |
+21,575 |
| Dec04 |
040601 |
103~00 |
103~09 |
102~29 |
103~09 |
-0~23 |
19 |
2,811 |
-1 |
| Total Volume and Open Interest |
329,880 |
554,185 |
-16,739 |
| Municipal Bonds(CBOT) |
| Jun04 |
040601 |
99~30 |
100~01 |
99~18 |
99~31 |
-0~09 |
252 |
1,931 |
-113 |
| Sep04 |
040601 |
99~04 |
99~04 |
98~22 |
99~04 |
-0~07 |
353 |
687 |
+161 |
| Total Volume and Open Interest |
605 |
2,618 |
+48 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040601 |
109~235 |
109~275 |
109~080 |
109~200 |
-0~080 |
265,421 |
465,168 |
-75,887 |
| Sep04 |
040601 |
108~075 |
108~110 |
107~235 |
108~040 |
-0~080 |
755,880 |
891,510 |
+68,097 |
| Total Volume and Open Interest |
1,022,555 |
1,371,059 |
-8,135 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040601 |
109~160 |
109~165 |
109~080 |
109~135 |
-0~045 |
96,868 |
0 |
+0 |
| Sep04 |
040601 |
108~035 |
108~045 |
107~270 |
108~010 |
-0~045 |
365,858 |
0 |
+0 |
| Dec04 |
040601 |
106~275 |
106~275 |
106~275 |
106~275 |
-0~045 |
600 |
1,126 |
+600 |
| Total Volume and Open Interest |
463,326 |
1,126 |
+600 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040601 |
106~006 |
106~006 |
105~121 |
105~126 |
-0~010 |
13,419 |
79,955 |
-9,808 |
| Sep04 |
040601 |
105~030 |
105~033 |
105~017 |
105~024 |
-0~010 |
13,692 |
133,539 |
+11,978 |
| Total Volume and Open Interest |
27,111 |
213,494 |
+2,170 |
| Eurodollars(CME) |
| Jun04 |
040601 |
98.567 |
98.570 |
98.555 |
98.567 |
unch |
55,860 |
817,881 |
-7,895 |
| Sep04 |
040601 |
98.065 |
98.075 |
98.020 |
98.050 |
-0.025 |
76,755 |
826,366 |
+2,036 |
| Dec04 |
040601 |
97.580 |
97.585 |
97.505 |
97.545 |
-0.040 |
103,076 |
841,107 |
-17,577 |
| Mar05 |
040601 |
97.120 |
97.135 |
97.030 |
97.080 |
-0.045 |
114,127 |
643,079 |
+4,059 |
| Jun05 |
040601 |
96.700 |
96.710 |
96.600 |
96.655 |
-0.050 |
72,239 |
567,081 |
+7,457 |
| Sep05 |
040601 |
96.330 |
96.345 |
96.240 |
96.295 |
-0.045 |
48,769 |
425,046 |
-4,040 |
| Dec05 |
040601 |
96.000 |
96.015 |
95.915 |
95.960 |
-0.045 |
32,626 |
361,442 |
-1,170 |
| Mar06 |
040601 |
95.725 |
95.755 |
95.650 |
95.705 |
-0.035 |
34,166 |
285,473 |
+6,851 |
| Jun06 |
040601 |
95.495 |
95.520 |
95.435 |
95.475 |
-0.035 |
19,696 |
186,115 |
+304 |
| Sep06 |
040601 |
95.290 |
95.300 |
95.230 |
95.270 |
-0.040 |
13,991 |
184,504 |
+26 |
| Dec06 |
040601 |
95.100 |
95.120 |
95.030 |
95.075 |
-0.035 |
13,935 |
137,311 |
-899 |
| Mar07 |
040601 |
94.955 |
94.970 |
94.885 |
94.925 |
-0.035 |
18,072 |
124,098 |
+2,376 |
| Total Volume and Open Interest |
666,139 |
6,012,961 |
-13,154 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040601 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
887 |
12,767 |
+338 |
| Sep04 |
040601 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
85 |
6,065 |
-100 |
| Dec04 |
040601 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
335 |
9,237 |
+19 |
| Mar05 |
040601 |
99.84 |
99.84 |
99.84 |
99.84 |
+0.01 |
275 |
5,505 |
+241 |
| Jun05 |
040601 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
343 |
5,246 |
+74 |
| Sep05 |
040601 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
90 |
2,762 |
-306 |
| Dec05 |
040601 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
2,151 |
+163 |
| Mar06 |
040601 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.01 |
0 |
1,509 |
+668 |
| Jun06 |
040601 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.01 |
0 |
701 |
+0 |
| Sep06 |
040601 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.01 |
0 |
789 |
+0 |
| Total Volume and Open Interest |
2,100 |
48,086 |
+1,182 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040601 |
99.93 |
99.93 |
99.93 |
99.93 |
-0.02 |
0 |
6,345 |
-65,199 |
| Sep04 |
040601 |
99.91 |
99.91 |
99.91 |
99.91 |
-0.02 |
0 |
11,396 |
-27,694 |
| Dec04 |
040601 |
99.89 |
99.90 |
99.89 |
99.90 |
-0.02 |
0 |
6,450 |
-62,743 |
| Mar05 |
040601 |
99.84 |
99.84 |
99.84 |
99.84 |
-0.03 |
|
|
|
| Jun05 |
040601 |
99.76 |
99.77 |
99.76 |
99.76 |
-0.03 |
0 |
2,400 |
-42,781 |
| Sep05 |
040601 |
99.64 |
99.65 |
99.64 |
99.64 |
-0.03 |
0 |
4,250 |
-38,210 |
| Dec05 |
040601 |
99.52 |
99.54 |
99.52 |
99.53 |
-0.04 |
|
|
|
| Mar06 |
040601 |
99.41 |
99.43 |
99.40 |
99.42 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| German Euro-Bund(EUREX) |
| Jun04 |
040601 |
113.00 |
113.12 |
112.88 |
112.98 |
+0.07 |
222,921 |
918,984 |
+0 |
| Sep04 |
040601 |
112.53 |
112.63 |
112.38 |
112.47 |
+0.06 |
5,573 |
279,892 |
+0 |
| Dec04 |
040601 |
111.60 |
111.60 |
111.56 |
111.56 |
+0.05 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
|
|
|
| German Euro-Bobl(EUREX) |
| Jun04 |
040601 |
110.70 |
110.85 |
110.69 |
110.75 |
+0.10 |
119,719 |
606,119 |
+0 |
| Sep04 |
040601 |
110.05 |
110.19 |
110.04 |
110.10 |
+0.10 |
3,459 |
314,509 |
+0 |
| Dec04 |
040601 |
109.24 |
109.24 |
109.24 |
109.24 |
+0.04 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Jun04 |
040601 |
105~13 |
105~20 |
105~09 |
105~11 |
-0~12 |
47,230 |
49,442 |
-4,962 |
| Sep04 |
040601 |
105~02 |
105~08 |
104~28 |
104~31 |
-0~12 |
31,373 |
196,620 |
+10,941 |
| Total Volume and Open Interest |
78,603 |
246,062 |
+5,979 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040601 |
95.27 |
95.29 |
95.26 |
95.27 |
-0.01 |
38,084 |
212,395 |
-2,353 |
| Sep04 |
040601 |
94.91 |
94.91 |
94.87 |
94.89 |
-0.03 |
28,580 |
210,181 |
+3,424 |
| Dec04 |
040601 |
94.63 |
94.65 |
94.61 |
94.63 |
-0.03 |
45,350 |
246,483 |
+1,631 |
| Total Volume and Open Interest |
183,872 |
1,317,197 |
+14,984 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040601 |
97.900 |
97.905 |
97.895 |
97.900 |
unch |
49,555 |
585,866 |
-3,646 |
| Sep04 |
040601 |
97.795 |
97.810 |
97.785 |
97.795 |
-0.020 |
136,672 |
521,576 |
-6,340 |
| Dec04 |
040601 |
97.590 |
97.615 |
97.580 |
97.590 |
-0.045 |
191,837 |
575,640 |
+6,223 |
| Total Volume and Open Interest |
704,476 |
3,061,217 |
+2,442 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040601 |
94.51 |
94.51 |
94.49 |
94.50 |
-0.01 |
4,904 |
76,800 |
-5,600 |
| Sep04 |
040601 |
94.44 |
94.45 |
94.42 |
94.44 |
-0.01 |
17,221 |
148,732 |
-1,356 |
| Dec04 |
040601 |
94.38 |
94.40 |
94.37 |
94.39 |
-0.01 |
13,655 |
70,781 |
+174 |
| Mar05 |
040601 |
94.33 |
94.34 |
94.32 |
94.34 |
unch |
2,972 |
41,138 |
+669 |
| Jun05 |
040601 |
94.27 |
94.28 |
94.27 |
94.28 |
unch |
572 |
19,898 |
+297 |
| Sep05 |
040601 |
94.20 |
94.21 |
94.20 |
94.21 |
-0.01 |
400 |
14,024 |
+200 |
| Dec05 |
040601 |
94.13 |
94.14 |
94.13 |
94.14 |
-0.01 |
131 |
10,919 |
-55 |
| Mar06 |
040601 |
94.05 |
94.07 |
94.05 |
94.07 |
unch |
256 |
7,045 |
+256 |
| Jun06 |
040601 |
93.98 |
94.00 |
93.98 |
94.00 |
-0.01 |
10 |
2,091 |
+10 |
| Sep06 |
040601 |
93.93 |
93.93 |
93.93 |
93.93 |
-0.01 |
0 |
1,848 |
+0 |
| Total Volume and Open Interest |
|
|
|
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040601 |
94.12 |
94.14 |
94.11 |
94.13 |
-0.38 |
43,663 |
378,463 |
+148,570 |
| Sep04 |
040601 |
94.08 |
94.08 |
94.08 |
94.08 |
-0.33 |
2,440 |
6,040 |
+6,027 |
| Total Volume and Open Interest |
46,103 |
384,503 |
+154,597 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040601 |
94.50 |
94.51 |
94.48 |
94.51 |
unch |
43,663 |
378,463 |
-20,025 |
| Sep04 |
040601 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.01 |
2,440 |
6,040 |
+440 |
| Total Volume and Open Interest |
|
|
|
| Gold(CMX) |
| Jun04 |
040601 |
397.1 |
399.0 |
393.3 |
394.6 |
+0.6 |
9,836 |
7,360 |
-7,480 |
| Aug04 |
040601 |
397.0 |
399.8 |
394.3 |
395.5 |
+0.6 |
43,690 |
137,547 |
+1,349 |
| Oct04 |
040601 |
399.5 |
401.0 |
396.8 |
396.8 |
+0.6 |
104 |
9,120 |
+66 |
| Dec04 |
040601 |
401.0 |
402.7 |
397.0 |
398.2 |
+0.7 |
1,539 |
38,480 |
+142 |
| Feb05 |
040601 |
401.0 |
401.0 |
399.7 |
399.7 |
+0.7 |
325 |
3,065 |
+119 |
| Apr05 |
040601 |
401.4 |
401.4 |
401.4 |
401.4 |
+0.8 |
152 |
3,565 |
-57 |
| Total Volume and Open Interest |
56,124 |
234,576 |
-5,799 |
| Silver(CMX) |
| Jul04 |
040601 |
617.0 |
619.5 |
605.0 |
605.5 |
-5.5 |
11,195 |
52,610 |
-1,132 |
| Sep04 |
040601 |
621.0 |
621.0 |
607.2 |
607.2 |
-5.6 |
2,309 |
7,867 |
+1,412 |
| Dec04 |
040601 |
623.0 |
624.0 |
609.0 |
609.4 |
-5.5 |
311 |
14,523 |
-60 |
| Mar05 |
040601 |
625.0 |
625.0 |
610.0 |
611.4 |
-5.5 |
0 |
3,919 |
+0 |
| May05 |
040601 |
613.1 |
613.1 |
613.1 |
613.1 |
-5.5 |
0 |
812 |
+0 |
| Total Volume and Open Interest |
13,821 |
85,696 |
+207 |
| Platinum(NYM) |
| Jul04 |
040601 |
846.0 |
847.0 |
840.5 |
842.5 |
+13.3 |
561 |
4,935 |
-31 |
| Oct04 |
040601 |
841.0 |
841.0 |
835.8 |
835.8 |
+13.6 |
6 |
438 |
-5 |
| Jan05 |
040601 |
830.8 |
830.8 |
830.8 |
830.8 |
+13.6 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
567 |
5,381 |
-36 |
| Palladium(NYME) |
| Jun04 |
040601 |
250.00 |
256.00 |
250.00 |
252.20 |
-5.25 |
1,186 |
2,223 |
-1,041 |
| Sep04 |
040601 |
254.00 |
258.00 |
252.50 |
254.00 |
-5.45 |
1,535 |
6,191 |
+780 |
| Dec04 |
040601 |
255.50 |
255.50 |
255.50 |
255.50 |
-5.45 |
25 |
395 |
+23 |
| Total Volume and Open Interest |
2,746 |
8,809 |
-238 |
| Copper(CMX) |
| Jul04 |
040601 |
129.20 |
130.00 |
128.70 |
129.25 |
+1.50 |
8,752 |
42,064 |
-409 |
| Sep04 |
040601 |
128.30 |
128.70 |
127.60 |
128.45 |
+1.70 |
3,033 |
9,491 |
+1,108 |
| Dec04 |
040601 |
124.30 |
125.00 |
123.90 |
124.55 |
+1.60 |
676 |
10,395 |
-380 |
| Mar05 |
040601 |
120.30 |
121.30 |
120.30 |
121.30 |
+1.75 |
15 |
1,293 |
+5 |
| May05 |
040601 |
119.20 |
119.20 |
119.20 |
119.20 |
+1.85 |
0 |
302 |
+0 |
| Total Volume and Open Interest |
13,181 |
71,213 |
+385 |
| DJIA Index(CBOT) |
| Jun04 |
040601 |
10155 |
10210 |
10125 |
10200 |
unch |
3,252 |
43,827 |
-734 |
| Sep04 |
040601 |
10140 |
10195 |
10125 |
10183 |
-1 |
36 |
1,624 |
+0 |
| Dec04 |
040601 |
10180 |
10180 |
10176 |
10176 |
+1 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
3,288 |
45,468 |
-734 |
| S & P 500(CME) |
| Jun04 |
040601 |
1118.30 |
1122.50 |
1112.50 |
1121.30 |
+1.00 |
29,581 |
542,612 |
-2,264 |
| Sep04 |
040601 |
1118.30 |
1121.00 |
1113.70 |
1120.70 |
+1.10 |
1,853 |
45,445 |
+1,233 |
| Dec04 |
040601 |
1117.50 |
1121.00 |
1115.20 |
1121.00 |
+1.00 |
0 |
2,981 |
+0 |
| Mar05 |
040601 |
1122.50 |
1122.50 |
1122.50 |
1122.50 |
+1.00 |
3 |
236 |
-1 |
| Total Volume and Open Interest |
31,437 |
591,483 |
-1,032 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040601 |
1121.50 |
1123.00 |
1112.50 |
1121.25 |
+1.00 |
359,808 |
544,842 |
-9,224 |
| Sep04 |
040601 |
1120.00 |
1122.25 |
1112.00 |
1120.75 |
+1.25 |
356 |
13,402 |
+58 |
| Total Volume and Open Interest |
360,164 |
558,244 |
-9,166 |
| NASDAQ 100(CME) |
| Jun04 |
040601 |
1459.00 |
1470.50 |
1453.00 |
1469.00 |
+2.00 |
6,998 |
77,749 |
-2,026 |
| Sep04 |
040601 |
1466.50 |
1473.00 |
1458.50 |
1473.00 |
+2.00 |
638 |
2,852 |
+496 |
| Dec04 |
040601 |
1477.00 |
1477.00 |
1477.00 |
1477.00 |
+2.00 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
7,636 |
80,607 |
-1,530 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040601 |
1466.0 |
1470.5 |
1453.0 |
1469.0 |
+2.0 |
139,193 |
309,886 |
-2,283 |
| Sep04 |
040601 |
1471.5 |
1477.0 |
1458.0 |
1473.0 |
+2.0 |
111 |
1,670 |
-1 |
| Total Volume and Open Interest |
139,304 |
311,556 |
-2,284 |
| S & P Midcap 400(CME) |
| Jun04 |
040601 |
594.00 |
598.50 |
592.25 |
598.20 |
+3.50 |
348 |
16,355 |
-14 |
| Sep04 |
040601 |
598.20 |
598.20 |
598.20 |
598.20 |
+3.50 |
|
|
|
| Dec04 |
040601 |
598.20 |
598.20 |
598.20 |
598.20 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
348 |
16,355 |
-14 |
| Russell 2000(CME) |
| Jun04 |
040601 |
566.00 |
574.25 |
565.00 |
573.50 |
+5.25 |
1,094 |
31,571 |
-508 |
| Sep04 |
040601 |
571.00 |
572.50 |
571.00 |
572.50 |
+5.45 |
7 |
253 |
+6 |
| Dec04 |
040601 |
572.30 |
572.30 |
572.30 |
572.30 |
+5.25 |
|
|
|
| Total Volume and Open Interest |
1,101 |
31,824 |
-502 |
| Value Line(KCBT) |
| Jun04 |
040601 |
1571.00 |
1580.00 |
1571.00 |
1580.00 |
+4.00 |
1 |
40 |
+1 |
| Total Volume and Open Interest |
1 |
42 |
+1 |
| Nikkei 225(CME) |
| Jun04 |
040601 |
11260 |
11310 |
11220 |
11290 |
-10 |
4,373 |
39,767 |
+1,093 |
| Sep04 |
040601 |
11290 |
11325 |
11280 |
11310 |
unch |
4 |
209 |
+1 |
| Total Volume and Open Interest |
4,377 |
39,979 |
+1,094 |
| Nikkei 225(SIMEX) |
| Jun04 |
040601 |
11250 |
11350 |
11165 |
11315 |
+70 |
21,750 |
157,430 |
+0 |
| Sep04 |
040601 |
11240 |
11320 |
11240 |
11310 |
+70 |
41 |
3,903 |
+0 |
| Dec04 |
040601 |
11280 |
11280 |
11280 |
11280 |
+70 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| CAC 40(MATIF) |
| Jun04 |
040601 |
3648.0 |
3658.5 |
3601.0 |
3613.0 |
-43.5 |
98,576 |
384,529 |
+32,424 |
| Jul04 |
040601 |
3655.0 |
3661.0 |
3615.5 |
3618.5 |
-43.5 |
39 |
322 |
+12 |
| Aug04 |
040601 |
3624.0 |
3624.0 |
3624.0 |
3624.0 |
|
|
|
|
| DAX Index(EUREX) |
| Jun04 |
040601 |
3932.0 |
3932.0 |
3858.5 |
3873.5 |
-58.5 |
20,265 |
196,217 |
+0 |
| Sep04 |
040601 |
3946.0 |
3946.0 |
3882.5 |
3894.0 |
-58.5 |
21 |
8,474 |
+0 |
| Dec04 |
040601 |
3964.0 |
3964.0 |
3904.0 |
3915.5 |
-58.5 |
9 |
3,209 |
+0 |
| Total Volume and Open Interest |
|
|
|
| FT-SE 100(LIFFE) |
| Jun04 |
040601 |
4445.50 |
4445.50 |
4411.00 |
4425.00 |
-1.50 |
67,463 |
402,346 |
+3,512 |
| Sep04 |
040601 |
4429.00 |
4441.00 |
4429.00 |
4435.00 |
-1.50 |
91 |
36,626 |
+27 |
| Dec04 |
040601 |
4466.50 |
4466.50 |
4466.50 |
4466.50 |
-1.50 |
0 |
21,622 |
+0 |
| Total Volume and Open Interest |
67,554 |
461,745 |
+3,539 |
| SPI 200(SFE) |
| Jun04 |
040601 |
3466.0 |
3466.0 |
3447.0 |
3452.0 |
-10.0 |
11,891 |
154,862 |
-2,442 |
| Sep04 |
040601 |
3465.0 |
3465.0 |
3455.0 |
3458.0 |
-10.0 |
1,858 |
6,809 |
+1,496 |
| Dec04 |
040601 |
3473.0 |
3474.0 |
3472.0 |
3472.0 |
-10.0 |
105 |
2,525 |
+104 |
| Total Volume and Open Interest |
|
|
|
| GSCI(CME) |
| Jun04 |
040601 |
308.80 |
315.40 |
308.40 |
315.10 |
+13.15 |
572 |
15,857 |
-159 |
| Jul04 |
040601 |
306.90 |
312.50 |
306.90 |
312.50 |
+13.25 |
258 |
292 |
+217 |
| Aug04 |
040601 |
308.50 |
308.50 |
308.50 |
308.50 |
+15.50 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
831 |
16,150 |
+59 |
| Reuters CRB Index(NYBOT) |
| Jun04 |
040601 |
279.75 |
282.00 |
278.50 |
281.50 |
+5.25 |
14 |
229 |
-15 |
| Aug04 |
040601 |
276.00 |
279.00 |
276.00 |
279.00 |
+4.25 |
11 |
80 |
+2 |
| Nov04 |
040601 |
279.50 |
279.50 |
279.50 |
279.50 |
+4.25 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
25 |
317 |
-13 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|