|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed June 02, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040602 |
865.00 |
867.00 |
845.00 |
849.50 |
-14.50 |
21,165 |
100,006 |
-1,614 |
| Aug04 |
040602 |
830.50 |
831.00 |
816.00 |
818.25 |
-6.75 |
4,057 |
23,715 |
+142 |
| Sep04 |
040602 |
765.00 |
767.00 |
752.50 |
755.50 |
-8.50 |
1,566 |
9,539 |
+221 |
| Nov04 |
040602 |
733.00 |
734.00 |
717.00 |
719.25 |
-15.25 |
14,913 |
55,265 |
+753 |
| Jan05 |
040602 |
731.00 |
733.00 |
721.00 |
721.75 |
-14.25 |
364 |
4,611 |
+106 |
| Mar05 |
040602 |
725.00 |
727.00 |
717.00 |
720.00 |
-13.00 |
709 |
3,729 |
+187 |
| May05 |
040602 |
718.00 |
720.00 |
710.00 |
710.00 |
-15.50 |
512 |
2,546 |
+260 |
| Total Volume and Open Interest |
43,624 |
201,049 |
+62 |
| Soybean Meal(CBOT) |
| Jul04 |
040602 |
272.00 |
272.50 |
264.00 |
266.20 |
-7.50 |
14,511 |
53,543 |
+395 |
| Aug04 |
040602 |
265.50 |
266.00 |
259.00 |
260.50 |
-6.50 |
4,478 |
24,448 |
+546 |
| Sep04 |
040602 |
250.50 |
252.00 |
245.50 |
247.80 |
-3.70 |
2,254 |
15,792 |
+295 |
| Oct04 |
040602 |
236.50 |
236.50 |
230.00 |
231.50 |
-6.70 |
936 |
13,638 |
+142 |
| Dec04 |
040602 |
232.50 |
233.00 |
227.00 |
227.80 |
-6.90 |
6,269 |
36,291 |
+888 |
| Jan05 |
040602 |
230.50 |
231.00 |
225.00 |
225.00 |
-7.70 |
453 |
4,386 |
+115 |
| Mar05 |
040602 |
227.00 |
227.00 |
223.00 |
223.00 |
-8.70 |
385 |
4,409 |
-153 |
| May05 |
040602 |
224.50 |
226.00 |
222.00 |
222.00 |
-6.00 |
711 |
2,407 |
+110 |
| Total Volume and Open Interest |
30,211 |
158,817 |
+2,360 |
| Soybean Oil(CBOT) |
| Jul04 |
040602 |
29.45 |
29.45 |
28.93 |
28.96 |
-0.55 |
13,687 |
52,206 |
-1,665 |
| Aug04 |
040602 |
28.80 |
28.80 |
28.53 |
28.57 |
-0.48 |
3,804 |
17,575 |
+34 |
| Sep04 |
040602 |
28.20 |
28.20 |
27.82 |
27.84 |
-0.56 |
929 |
15,720 |
-108 |
| Oct04 |
040602 |
26.70 |
26.75 |
26.45 |
26.50 |
-0.47 |
2,123 |
10,545 |
+247 |
| Dec04 |
040602 |
26.05 |
26.05 |
25.65 |
25.68 |
-0.63 |
5,060 |
26,126 |
-280 |
| Jan05 |
040602 |
25.75 |
25.80 |
25.65 |
25.65 |
-0.60 |
208 |
5,148 |
-23 |
| Mar05 |
040602 |
25.90 |
25.90 |
25.65 |
25.65 |
-0.54 |
121 |
4,015 |
+58 |
| May05 |
040602 |
25.70 |
25.75 |
25.61 |
25.61 |
-0.41 |
318 |
1,362 |
+138 |
| Total Volume and Open Interest |
26,509 |
135,770 |
-1,544 |
| Canola(WCE) |
| Jul04 |
040602 |
386.5 |
386.5 |
378.0 |
382.7 |
-3.8 |
4,028 |
24,670 |
-374 |
| Sep04 |
040602 |
381.0 |
381.0 |
381.0 |
381.0 |
unch |
0 |
50 |
+0 |
| Nov04 |
040602 |
384.0 |
384.0 |
376.5 |
380.5 |
-3.7 |
3,352 |
40,055 |
+1,276 |
| Jan05 |
040602 |
381.5 |
384.6 |
381.5 |
384.6 |
-3.9 |
83 |
1,392 |
-126 |
| Mar05 |
040602 |
386.6 |
386.6 |
386.6 |
386.6 |
-3.5 |
0 |
460 |
+0 |
| Total Volume and Open Interest |
7,472 |
66,941 |
+66,941 |
| Corn(CBOT) |
| Jul04 |
040602 |
327.00 |
327.50 |
320.00 |
321.75 |
-2.25 |
26,812 |
210,467 |
-1,921 |
| Sep04 |
040602 |
321.00 |
322.50 |
317.00 |
319.75 |
unch |
5,691 |
58,911 |
+1,889 |
| Dec04 |
040602 |
320.00 |
322.00 |
316.50 |
319.25 |
+2.00 |
31,738 |
308,283 |
+547 |
| Mar05 |
040602 |
323.00 |
324.50 |
320.00 |
322.50 |
+1.00 |
1,724 |
26,618 |
+370 |
| May05 |
040602 |
327.00 |
327.00 |
323.00 |
325.50 |
unch |
694 |
7,120 |
+41 |
| Jul05 |
040602 |
325.00 |
326.25 |
323.00 |
324.50 |
-0.25 |
1,114 |
8,081 |
+397 |
| Total Volume and Open Interest |
69,665 |
631,739 |
+1,437 |
| Wheat(CBOT) |
| Jul04 |
040602 |
384.00 |
385.00 |
374.50 |
375.00 |
-13.25 |
35,427 |
81,434 |
-2,176 |
| Sep04 |
040602 |
393.50 |
394.00 |
383.50 |
384.25 |
-13.00 |
4,942 |
16,903 |
+1,125 |
| Dec04 |
040602 |
403.00 |
404.00 |
394.50 |
394.75 |
-12.50 |
2,384 |
19,903 |
+305 |
| Mar05 |
040602 |
410.00 |
410.00 |
401.50 |
402.00 |
-12.00 |
403 |
3,253 |
-64 |
| May05 |
040602 |
406.00 |
406.00 |
404.00 |
404.00 |
-7.00 |
9 |
88 |
+1 |
| Total Volume and Open Interest |
43,295 |
122,954 |
-768 |
| Wheat(KCBT) |
| Jul04 |
040602 |
399.00 |
400.00 |
393.00 |
393.00 |
-10.25 |
9,332 |
35,563 |
+1,511 |
| Sep04 |
040602 |
407.00 |
407.00 |
398.00 |
400.00 |
-10.75 |
4,733 |
13,347 |
+1,772 |
| Dec04 |
040602 |
418.00 |
418.00 |
408.50 |
408.75 |
-12.00 |
1,101 |
9,522 |
-181 |
| Mar05 |
040602 |
419.50 |
419.50 |
415.00 |
415.00 |
-11.50 |
75 |
709 |
+49 |
| May05 |
040602 |
415.00 |
415.00 |
415.00 |
415.00 |
unch |
0 |
10 |
+0 |
| Total Volume and Open Interest |
15,400 |
59,657 |
+3,259 |
| Wheat(MGE) |
| Jul04 |
040602 |
421.00 |
423.25 |
416.00 |
416.25 |
-10.25 |
1,736 |
14,492 |
-31 |
| Sep04 |
040602 |
424.00 |
424.00 |
415.00 |
416.00 |
-10.00 |
1,098 |
8,327 |
-95 |
| Dec04 |
040602 |
430.00 |
430.00 |
420.00 |
421.25 |
-11.25 |
975 |
10,366 |
-54 |
| Mar05 |
040602 |
428.00 |
428.00 |
420.00 |
422.00 |
-16.00 |
1 |
445 |
-20 |
| May05 |
040602 |
421.50 |
421.50 |
420.00 |
420.75 |
-13.25 |
1 |
134 |
+0 |
| Total Volume and Open Interest |
3,811 |
33,815 |
-200 |
| Oats(CBOT) |
| Jul04 |
040602 |
156.50 |
156.75 |
151.00 |
151.75 |
-6.00 |
1,902 |
4,992 |
-312 |
| Sep04 |
040602 |
162.50 |
162.50 |
156.25 |
157.00 |
-6.75 |
749 |
2,082 |
+321 |
| Dec04 |
040602 |
166.75 |
168.50 |
164.00 |
165.00 |
-6.00 |
464 |
4,547 |
+23 |
| Mar05 |
040602 |
171.00 |
171.50 |
170.00 |
170.00 |
-5.00 |
2 |
95 |
+2 |
| Total Volume and Open Interest |
3,117 |
11,750 |
+34 |
| Rough Rice(CBOT) |
| Jul04 |
040602 |
10.16 |
10.30 |
10.13 |
10.14 |
-0.03 |
720 |
3,049 |
-287 |
| Sep04 |
040602 |
9.43 |
9.54 |
9.40 |
9.40 |
-0.05 |
497 |
692 |
+227 |
| Nov04 |
040602 |
9.27 |
9.38 |
9.23 |
9.23 |
-0.05 |
143 |
1,068 |
-37 |
| Jan05 |
040602 |
9.52 |
9.52 |
9.40 |
9.40 |
-0.04 |
43 |
209 |
+27 |
| Total Volume and Open Interest |
1,419 |
5,102 |
-58 |
| Live Cattle(CME) |
| Jun04 |
040602 |
87.500 |
89.550 |
87.100 |
89.200 |
+2.550 |
6,298 |
23,466 |
-766 |
| Aug04 |
040602 |
88.750 |
90.825 |
88.575 |
89.925 |
+1.975 |
8,914 |
66,101 |
+1,939 |
| Oct04 |
040602 |
87.000 |
88.500 |
87.000 |
88.325 |
+1.675 |
2,832 |
24,005 |
+986 |
| Dec04 |
040602 |
87.050 |
88.750 |
87.050 |
88.625 |
+1.875 |
711 |
10,308 |
+81 |
| Feb05 |
040602 |
87.300 |
88.225 |
87.250 |
88.225 |
+1.275 |
112 |
4,802 |
+23 |
| Apr05 |
040602 |
84.750 |
86.000 |
84.750 |
85.950 |
+1.275 |
81 |
1,577 |
+47 |
| Total Volume and Open Interest |
18,988 |
130,593 |
+2,331 |
| Feeder Cattle(CME) |
| Aug04 |
040602 |
105.250 |
107.400 |
105.250 |
107.175 |
+2.450 |
1,548 |
10,729 |
-183 |
| Sep04 |
040602 |
103.800 |
105.700 |
103.750 |
105.700 |
+2.550 |
203 |
1,043 |
-7 |
| Oct04 |
040602 |
102.400 |
104.700 |
102.400 |
104.625 |
+2.400 |
286 |
1,697 |
+19 |
| Nov04 |
040602 |
101.700 |
103.650 |
101.700 |
103.575 |
+2.275 |
72 |
682 |
+43 |
| Jan05 |
040602 |
97.550 |
98.650 |
97.550 |
98.650 |
+1.850 |
8 |
252 |
+1 |
| Mar05 |
040602 |
93.800 |
93.800 |
93.800 |
93.800 |
+1.300 |
16 |
41 |
+13 |
| Apr05 |
040602 |
93.100 |
93.100 |
93.100 |
93.100 |
+1.100 |
28 |
38 |
+22 |
| Total Volume and Open Interest |
2,161 |
14,482 |
-92 |
| Lean Hogs(CME) |
| Jun04 |
040602 |
76.650 |
77.175 |
75.950 |
76.375 |
-0.175 |
4,300 |
17,083 |
-1,322 |
| Jul04 |
040602 |
76.400 |
76.900 |
75.250 |
75.750 |
-0.425 |
5,229 |
35,835 |
+196 |
| Aug04 |
040602 |
75.300 |
76.200 |
74.550 |
75.325 |
-0.025 |
3,682 |
13,809 |
+593 |
| Oct04 |
040602 |
62.150 |
62.775 |
61.650 |
62.625 |
+0.350 |
701 |
8,998 |
+115 |
| Dec04 |
040602 |
57.500 |
58.000 |
57.250 |
57.875 |
+0.400 |
604 |
6,155 |
+191 |
| Feb05 |
040602 |
59.400 |
59.500 |
59.100 |
59.200 |
-0.100 |
68 |
781 |
+1 |
| Apr05 |
040602 |
60.000 |
60.000 |
59.800 |
59.975 |
-0.025 |
3 |
384 |
+0 |
| May05 |
040602 |
62.400 |
62.400 |
62.400 |
62.400 |
-0.075 |
0 |
45 |
+2 |
| Total Volume and Open Interest |
14,591 |
83,114 |
-222 |
| Pork Bellies(CME) |
| Jul04 |
040602 |
116.500 |
117.700 |
115.300 |
115.925 |
-0.325 |
720 |
2,799 |
+26 |
| Aug04 |
040602 |
113.100 |
114.450 |
112.250 |
112.325 |
-0.225 |
124 |
609 |
+22 |
| Feb05 |
040602 |
99.000 |
99.000 |
98.975 |
98.975 |
+0.475 |
1 |
16 |
+1 |
| Mar05 |
040602 |
96.000 |
96.000 |
96.000 |
96.000 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
845 |
3,426 |
+49 |
| Class III Milk(CME) |
| Jun04 |
040602 |
16.85 |
17.09 |
16.82 |
17.06 |
+0.16 |
330 |
5,686 |
-82 |
| Jul04 |
040602 |
14.64 |
14.75 |
14.50 |
14.74 |
+0.10 |
152 |
4,796 |
+18 |
| Aug04 |
040602 |
14.65 |
14.75 |
14.50 |
14.66 |
+0.07 |
105 |
4,694 |
+39 |
| Sep04 |
040602 |
14.40 |
14.44 |
14.30 |
14.43 |
+0.10 |
182 |
4,424 |
+94 |
| Oct04 |
040602 |
13.74 |
13.75 |
13.73 |
13.75 |
-0.05 |
61 |
3,118 |
-7 |
| Total Volume and Open Interest |
849 |
28,151 |
+63 |
| Cocoa(NYBOT) |
| Jul04 |
040602 |
1415 |
1428 |
1338 |
1342 |
-81 |
8,554 |
35,439 |
-3,169 |
| Sep04 |
040602 |
1425 |
1442 |
1357 |
1359 |
-76 |
3,217 |
18,897 |
+47 |
| Dec04 |
040602 |
1440 |
1450 |
1372 |
1373 |
-75 |
768 |
13,680 |
+214 |
| Mar05 |
040602 |
1440 |
1440 |
1391 |
1391 |
-75 |
92 |
9,482 |
-95 |
| May05 |
040602 |
1456 |
1456 |
1405 |
1405 |
-75 |
31 |
11,350 |
-29 |
| Jul05 |
040602 |
1490 |
1490 |
1420 |
1420 |
-74 |
6 |
10,102 |
+0 |
| Sep05 |
040602 |
1482 |
1484 |
1435 |
1435 |
-74 |
40 |
4,602 |
+40 |
| Total Volume and Open Interest |
12,708 |
104,155 |
-2,992 |
| Coffee "C"(NYBOT) |
| Jul04 |
040602 |
84.00 |
86.15 |
82.30 |
83.90 |
+1.00 |
18,733 |
65,110 |
+341 |
| Sep04 |
040602 |
85.25 |
87.90 |
84.50 |
86.10 |
+1.05 |
10,188 |
28,712 |
+3,337 |
| Dec04 |
040602 |
87.80 |
90.50 |
87.75 |
88.85 |
+1.05 |
1,626 |
10,469 |
+139 |
| Mar05 |
040602 |
90.30 |
92.75 |
89.90 |
91.30 |
+1.00 |
547 |
5,804 |
+18 |
| May05 |
040602 |
91.50 |
94.00 |
91.50 |
92.75 |
+1.00 |
63 |
947 |
-17 |
| Jul05 |
040602 |
94.50 |
95.25 |
94.10 |
94.10 |
+1.00 |
5 |
1,039 |
+1 |
| Total Volume and Open Interest |
31,162 |
112,457 |
+3,819 |
| Orange Juice(NYBOT) |
| Jul04 |
040602 |
54.65 |
55.35 |
54.50 |
55.25 |
+0.60 |
2,960 |
22,260 |
+3 |
| Sep04 |
040602 |
56.90 |
57.50 |
56.70 |
57.25 |
+0.30 |
744 |
5,519 |
+397 |
| Nov04 |
040602 |
59.25 |
59.50 |
58.60 |
59.40 |
+0.40 |
383 |
3,908 |
+246 |
| Jan05 |
040602 |
61.00 |
61.90 |
61.00 |
61.75 |
+0.40 |
33 |
1,167 |
+32 |
| Mar05 |
040602 |
64.00 |
64.05 |
64.00 |
64.05 |
+0.20 |
136 |
2,700 |
-57 |
| Total Volume and Open Interest |
4,263 |
38,455 |
+626 |
| Sugar #11(NYBOT) |
| Jul04 |
040602 |
7.27 |
7.36 |
7.00 |
7.04 |
-0.18 |
28,018 |
130,017 |
-1,876 |
| Oct04 |
040602 |
7.55 |
7.64 |
7.32 |
7.34 |
-0.18 |
18,577 |
74,927 |
+5,696 |
| Mar05 |
040602 |
7.67 |
7.77 |
7.50 |
7.53 |
-0.14 |
6,555 |
39,059 |
+148 |
| May05 |
040602 |
7.55 |
7.62 |
7.37 |
7.37 |
-0.15 |
555 |
13,800 |
+71 |
| Jul05 |
040602 |
7.36 |
7.40 |
7.17 |
7.17 |
-0.16 |
330 |
9,396 |
+17 |
| Total Volume and Open Interest |
54,196 |
276,987 |
+4,030 |
| London Cocoa(LCE) |
| Jul04 |
040602 |
804 |
808 |
770 |
775 |
-34 |
4,551 |
43,360 |
-1,668 |
| Sep04 |
040602 |
816 |
822 |
786 |
790 |
-34 |
2,314 |
26,468 |
+188 |
| Dec04 |
040602 |
840 |
842 |
810 |
814 |
-33 |
1,382 |
45,551 |
-83 |
| Mar05 |
040602 |
860 |
865 |
831 |
835 |
-32 |
529 |
26,434 |
-256 |
| May05 |
040602 |
865 |
865 |
846 |
848 |
-32 |
318 |
10,007 |
+90 |
| Jul05 |
040602 |
885 |
885 |
860 |
862 |
-32 |
349 |
9,507 |
+56 |
| Sep05 |
040602 |
899 |
899 |
870 |
871 |
-32 |
149 |
6,621 |
-5 |
| Total Volume and Open Interest |
9,641 |
174,497 |
-1,641 |
| London Coffee(LCE) |
| Jul04 |
040602 |
801.00 |
825.00 |
799.00 |
822.00 |
+21.00 |
8,540 |
65,040 |
-8,003 |
| Sep04 |
040602 |
779.00 |
806.00 |
778.00 |
802.00 |
+21.00 |
5,460 |
50,189 |
-1,501 |
| Nov04 |
040602 |
785.00 |
804.00 |
785.00 |
799.00 |
+15.00 |
1,162 |
24,246 |
-482 |
| Jan05 |
040602 |
795.00 |
810.00 |
791.00 |
804.00 |
+11.00 |
119 |
15,367 |
-110 |
| Mar05 |
040602 |
804.00 |
817.00 |
804.00 |
810.00 |
+11.00 |
6 |
9,768 |
-14 |
| May05 |
040602 |
816.00 |
827.00 |
816.00 |
819.00 |
+5.00 |
1 |
4,591 |
-19 |
| Total Volume and Open Interest |
15,288 |
169,424 |
-10,129 |
| London Sugar(LCE) |
| Aug04 |
040602 |
222.00 |
224.00 |
216.20 |
216.60 |
-4.90 |
4,287 |
21,368 |
-1,014 |
| Oct04 |
040602 |
226.50 |
229.00 |
220.60 |
221.80 |
-4.20 |
1,372 |
11,709 |
+322 |
| Dec04 |
040602 |
232.00 |
233.00 |
225.80 |
226.80 |
-4.70 |
89 |
4,990 |
+0 |
| Mar05 |
040602 |
236.00 |
237.90 |
231.00 |
231.00 |
-5.00 |
772 |
9,105 |
-57 |
| May05 |
040602 |
233.00 |
234.50 |
227.10 |
228.50 |
-4.60 |
81 |
3,814 |
+4 |
| Total Volume and Open Interest |
6,841 |
56,278 |
-598 |
| Cotton(NYBOT) |
| Jul04 |
040602 |
58.40 |
59.15 |
55.50 |
57.38 |
-0.85 |
10,273 |
41,600 |
-590 |
| Oct04 |
040602 |
58.65 |
59.10 |
56.85 |
58.00 |
-0.65 |
563 |
1,845 |
+373 |
| Dec04 |
040602 |
58.05 |
58.75 |
56.90 |
58.13 |
-0.03 |
4,725 |
30,151 |
+715 |
| Mar05 |
040602 |
60.25 |
60.95 |
59.30 |
60.30 |
-0.05 |
134 |
5,730 |
-30 |
| May05 |
040602 |
60.78 |
61.10 |
60.00 |
61.10 |
-0.05 |
243 |
1,256 |
+141 |
| Jul05 |
040602 |
61.50 |
62.10 |
61.00 |
62.10 |
-0.05 |
68 |
772 |
-10 |
| Total Volume and Open Interest |
16,008 |
81,883 |
+598 |
| Lumber(CME) |
| Jul04 |
040602 |
397.0 |
398.5 |
392.7 |
397.0 |
+0.7 |
786 |
3,701 |
+4 |
| Sep04 |
040602 |
367.3 |
368.4 |
364.5 |
367.8 |
+1.4 |
295 |
1,041 |
+52 |
| Nov04 |
040602 |
336.0 |
339.9 |
335.1 |
338.4 |
+0.2 |
87 |
438 |
-13 |
| Jan05 |
040602 |
336.0 |
339.5 |
336.0 |
336.2 |
-9.8 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
1,168 |
5,228 |
+43 |
| Crude Oil(NYM) |
| Jul04 |
040602 |
42.00 |
42.05 |
39.85 |
39.96 |
-2.37 |
131,220 |
228,701 |
+8,457 |
| Aug04 |
040602 |
41.88 |
41.90 |
39.80 |
39.93 |
-2.26 |
46,597 |
82,149 |
+3,691 |
| Sep04 |
040602 |
41.45 |
41.48 |
39.64 |
39.64 |
-2.13 |
12,516 |
60,615 |
+2,251 |
| Oct04 |
040602 |
40.88 |
40.90 |
39.10 |
39.17 |
-2.03 |
5,059 |
32,426 |
+656 |
| Nov04 |
040602 |
40.20 |
40.20 |
38.67 |
38.67 |
-1.95 |
2,419 |
22,889 |
+603 |
| Dec04 |
040602 |
39.70 |
39.80 |
38.15 |
38.15 |
-1.90 |
7,491 |
67,669 |
+1,358 |
| Jan05 |
040602 |
39.20 |
39.20 |
37.59 |
37.59 |
-1.84 |
1,096 |
20,396 |
+468 |
| Feb05 |
040602 |
37.09 |
37.09 |
37.09 |
37.09 |
-1.78 |
791 |
12,202 |
+0 |
| Mar05 |
040602 |
37.90 |
37.90 |
36.67 |
36.67 |
-1.72 |
1,259 |
11,678 |
-15 |
| Apr05 |
040602 |
36.27 |
36.27 |
36.27 |
36.27 |
-1.70 |
243 |
7,822 |
+85 |
| May05 |
040602 |
35.91 |
35.91 |
35.91 |
35.91 |
-1.66 |
254 |
4,381 |
+199 |
| Jun05 |
040602 |
36.85 |
36.85 |
35.59 |
35.59 |
-1.62 |
1,542 |
19,573 |
-287 |
| Jul05 |
040602 |
35.32 |
35.32 |
35.32 |
35.32 |
-1.59 |
404 |
5,880 |
+252 |
| Aug05 |
040602 |
35.08 |
35.08 |
35.08 |
35.08 |
-1.54 |
0 |
3,962 |
+0 |
| Sep05 |
040602 |
35.95 |
35.95 |
34.86 |
34.86 |
-1.49 |
84 |
6,506 |
+25 |
| Oct05 |
040602 |
34.64 |
34.64 |
34.64 |
34.64 |
-1.47 |
50 |
3,339 |
+50 |
| Total Volume and Open Interest |
214,934 |
735,377 |
+17,421 |
| Heating Oil(NYM) |
| Jul04 |
040602 |
106.10 |
106.10 |
100.90 |
101.15 |
-5.26 |
30,128 |
71,294 |
+4,961 |
| Aug04 |
040602 |
106.00 |
106.10 |
101.50 |
101.71 |
-5.17 |
5,581 |
16,822 |
-317 |
| Sep04 |
040602 |
106.30 |
106.30 |
102.00 |
102.26 |
-5.07 |
1,827 |
12,496 |
+790 |
| Oct04 |
040602 |
106.80 |
106.80 |
102.86 |
102.86 |
-4.92 |
776 |
8,385 |
+72 |
| Nov04 |
040602 |
106.20 |
106.20 |
103.46 |
103.46 |
-4.77 |
181 |
7,692 |
+34 |
| Dec04 |
040602 |
108.00 |
108.00 |
104.01 |
104.01 |
-4.67 |
859 |
22,723 |
+245 |
| Jan05 |
040602 |
108.50 |
108.50 |
104.26 |
104.26 |
-4.52 |
168 |
8,844 |
+82 |
| Feb05 |
040602 |
107.10 |
107.25 |
103.56 |
103.56 |
-4.32 |
66 |
4,773 |
+29 |
| Mar05 |
040602 |
104.00 |
104.00 |
100.81 |
100.81 |
-4.07 |
14 |
7,237 |
+6 |
| Apr05 |
040602 |
101.00 |
101.00 |
97.26 |
97.26 |
-3.82 |
3 |
1,118 |
-1 |
| May05 |
040602 |
93.86 |
93.86 |
93.86 |
93.86 |
-3.67 |
228 |
1,173 |
+99 |
| Jun05 |
040602 |
91.31 |
91.31 |
91.31 |
91.31 |
-3.62 |
271 |
1,809 |
+114 |
| Total Volume and Open Interest |
40,102 |
164,716 |
+5,140 |
| Unleaded Gas(NYM) |
| Jul04 |
040602 |
133.80 |
133.80 |
127.50 |
128.23 |
-7.07 |
35,847 |
66,969 |
+2,708 |
| Aug04 |
040602 |
128.50 |
128.60 |
123.90 |
124.27 |
-5.72 |
10,817 |
22,005 |
+743 |
| Sep04 |
040602 |
122.80 |
123.20 |
119.52 |
119.52 |
-5.12 |
5,433 |
17,678 |
+761 |
| Oct04 |
040602 |
116.00 |
116.00 |
113.02 |
113.02 |
-4.82 |
1,048 |
7,369 |
+182 |
| Nov04 |
040602 |
112.20 |
112.20 |
109.02 |
109.02 |
-4.62 |
168 |
3,462 |
+38 |
| Dec04 |
040602 |
110.00 |
110.00 |
106.32 |
106.32 |
-4.47 |
424 |
7,791 |
+227 |
| Jan05 |
040602 |
108.00 |
108.10 |
105.02 |
105.02 |
-4.37 |
55 |
2,838 |
+0 |
| Feb05 |
040602 |
104.72 |
104.72 |
104.72 |
104.72 |
-4.32 |
0 |
1,791 |
+0 |
| Mar05 |
040602 |
105.42 |
105.42 |
105.42 |
105.42 |
-4.27 |
40 |
1,134 |
-15 |
| Apr05 |
040602 |
111.97 |
111.97 |
111.97 |
111.97 |
-4.22 |
0 |
3,896 |
-10 |
| May05 |
040602 |
111.82 |
111.82 |
111.82 |
111.82 |
-4.17 |
332 |
3,975 |
-10 |
| Jun05 |
040602 |
110.62 |
110.62 |
110.62 |
110.62 |
-4.12 |
250 |
250 |
|
| Total Volume and Open Interest |
54,414 |
139,158 |
|
| Natural Gas(NYM) |
| Jul04 |
040602 |
6.610 |
6.650 |
6.500 |
6.519 |
-0.162 |
44,510 |
91,461 |
+4,226 |
| Aug04 |
040602 |
6.650 |
6.685 |
6.555 |
6.567 |
-0.159 |
9,758 |
32,137 |
+14 |
| Sep04 |
040602 |
6.640 |
6.665 |
6.540 |
6.561 |
-0.145 |
5,002 |
28,439 |
+1,623 |
| Oct04 |
040602 |
6.650 |
6.675 |
6.560 |
6.581 |
-0.143 |
4,088 |
26,856 |
-449 |
| Nov04 |
040602 |
6.840 |
6.855 |
6.740 |
6.759 |
-0.135 |
2,295 |
18,235 |
-319 |
| Dec04 |
040602 |
7.010 |
7.030 |
6.935 |
6.947 |
-0.132 |
2,248 |
20,626 |
+486 |
| Jan05 |
040602 |
7.120 |
7.160 |
7.050 |
7.077 |
-0.127 |
1,926 |
19,936 |
-658 |
| Feb05 |
040602 |
7.090 |
7.100 |
7.020 |
7.027 |
-0.117 |
1,087 |
12,729 |
-332 |
| Mar05 |
040602 |
6.905 |
6.910 |
6.820 |
6.842 |
-0.112 |
1,177 |
14,108 |
-770 |
| Apr05 |
040602 |
6.160 |
6.165 |
6.127 |
6.127 |
-0.067 |
928 |
11,725 |
+152 |
| May05 |
040602 |
5.940 |
6.000 |
5.940 |
5.952 |
-0.062 |
455 |
9,591 |
-20 |
| Jun05 |
040602 |
5.980 |
5.980 |
5.957 |
5.957 |
-0.057 |
173 |
6,669 |
+15 |
| Jul05 |
040602 |
6.020 |
6.030 |
5.987 |
5.987 |
-0.052 |
513 |
11,104 |
+145 |
| Aug05 |
040602 |
6.035 |
6.040 |
5.997 |
5.997 |
-0.052 |
205 |
6,326 |
+114 |
| Sep05 |
040602 |
5.990 |
5.990 |
5.959 |
5.959 |
-0.045 |
106 |
6,697 |
+20 |
| Oct05 |
040602 |
6.010 |
6.010 |
5.974 |
5.974 |
-0.045 |
779 |
5,502 |
+252 |
| Total Volume and Open Interest |
77,826 |
380,310 |
+5,218 |
| Brent Crude Oil(IPE) |
| Jul04 |
040602 |
38.65 |
38.71 |
36.82 |
36.86 |
-2.22 |
46,796 |
86,818 |
+8,244 |
| Aug04 |
040602 |
38.27 |
38.40 |
36.60 |
36.61 |
-2.09 |
26,269 |
77,688 |
+1,336 |
| Sep04 |
040602 |
37.93 |
38.00 |
36.30 |
36.30 |
-2.00 |
6,875 |
26,437 |
+757 |
| Oct04 |
040602 |
37.45 |
37.55 |
35.90 |
35.90 |
-1.91 |
1,614 |
13,891 |
+693 |
| Nov04 |
040602 |
36.93 |
36.98 |
35.46 |
35.46 |
-1.85 |
1,086 |
9,681 |
-361 |
| Dec04 |
040602 |
36.50 |
36.55 |
35.01 |
35.01 |
-1.79 |
8,006 |
32,696 |
-1,730 |
| Jan05 |
040602 |
35.80 |
35.80 |
34.55 |
34.55 |
-1.74 |
1,030 |
14,116 |
+405 |
| Feb05 |
040602 |
35.31 |
35.31 |
34.11 |
34.11 |
-1.70 |
62 |
6,455 |
-56 |
| Mar05 |
040602 |
35.00 |
35.20 |
33.70 |
33.70 |
-1.66 |
25 |
6,997 |
+25 |
| Apr05 |
040602 |
33.33 |
33.33 |
33.33 |
33.33 |
-1.62 |
0 |
6,895 |
+0 |
| May05 |
040602 |
33.01 |
33.01 |
33.01 |
33.01 |
-1.58 |
0 |
1,568 |
+0 |
| Jun05 |
040602 |
33.90 |
33.90 |
32.69 |
32.69 |
-1.55 |
500 |
16,052 |
-250 |
| Total Volume and Open Interest |
97,678 |
348,332 |
+10,083 |
| Gas Oil(IPE) |
| Jun04 |
040602 |
335.00 |
335.75 |
328.25 |
328.25 |
-8.00 |
19,582 |
39,873 |
+2,506 |
| Jul04 |
040602 |
329.50 |
329.75 |
323.75 |
323.75 |
-6.75 |
13,051 |
43,837 |
+1,936 |
| Aug04 |
040602 |
327.00 |
327.00 |
321.75 |
321.75 |
-6.25 |
3,489 |
15,357 |
+236 |
| Sep04 |
040602 |
325.50 |
325.50 |
320.25 |
320.25 |
-6.25 |
893 |
14,410 |
+598 |
| Oct04 |
040602 |
323.00 |
323.00 |
318.50 |
318.50 |
-6.00 |
56 |
8,742 |
-56 |
| Nov04 |
040602 |
316.25 |
316.25 |
316.25 |
316.25 |
-5.75 |
200 |
5,316 |
+200 |
| Dec04 |
040602 |
317.00 |
317.00 |
312.25 |
313.00 |
-5.50 |
496 |
23,504 |
+179 |
| Jan05 |
040602 |
309.00 |
309.00 |
309.00 |
309.00 |
-5.50 |
100 |
4,916 |
+0 |
| Feb05 |
040602 |
304.00 |
304.00 |
304.00 |
304.00 |
-5.50 |
100 |
1,950 |
+0 |
| Mar05 |
040602 |
297.50 |
297.50 |
297.50 |
297.50 |
-5.25 |
0 |
2,465 |
+0 |
| Total Volume and Open Interest |
38,067 |
176,667 |
+5,499 |
| US Dollar Index(NYBOT) |
| Jun04 |
040602 |
88.62 |
89.05 |
88.41 |
88.90 |
-0.01 |
1,671 |
9,584 |
+519 |
| Sep04 |
040602 |
89.03 |
89.42 |
88.78 |
89.26 |
-0.02 |
466 |
2,412 |
+132 |
| Dec04 |
040602 |
89.40 |
89.65 |
89.23 |
89.59 |
-0.02 |
24 |
58 |
+8 |
| Total Volume and Open Interest |
2,161 |
12,062 |
+659 |
| Australian Dollar(CME) |
| Jun04 |
040602 |
69.97 |
70.10 |
69.30 |
69.39 |
-1.27 |
4,437 |
36,028 |
+46 |
| Sep04 |
040602 |
69.28 |
69.36 |
68.57 |
68.69 |
-1.26 |
1,315 |
2,743 |
+1,027 |
| Dec04 |
040602 |
68.50 |
68.50 |
68.09 |
68.09 |
-1.24 |
2 |
195 |
+1 |
| Total Volume and Open Interest |
5,754 |
39,054 |
+1,074 |
| British Pound(CME) |
| Jun04 |
040602 |
184.43 |
184.57 |
182.87 |
183.34 |
-0.45 |
4,512 |
52,149 |
+2,263 |
| Sep04 |
040602 |
182.97 |
183.00 |
181.20 |
181.86 |
-0.45 |
737 |
2,120 |
+800 |
| Dec04 |
040602 |
180.46 |
180.46 |
180.46 |
180.46 |
-0.45 |
1 |
363 |
+1 |
| Total Volume and Open Interest |
5,250 |
54,636 |
+3,064 |
| Canadian Dollar(CME) |
| Jun04 |
040602 |
73.31 |
73.56 |
73.30 |
73.41 |
+0.34 |
11,507 |
65,910 |
-1,689 |
| Sep04 |
040602 |
73.17 |
73.40 |
73.17 |
73.28 |
+0.34 |
6,579 |
11,687 |
+5,490 |
| Dec04 |
040602 |
73.15 |
73.29 |
73.12 |
73.21 |
+0.34 |
119 |
3,812 |
+65 |
| Mar05 |
040602 |
73.15 |
73.15 |
73.15 |
73.15 |
+0.34 |
0 |
488 |
+0 |
| Total Volume and Open Interest |
18,206 |
82,138 |
+3,867 |
| Japanese Yen(CME) |
| Jun04 |
040602 |
90.60 |
91.02 |
90.60 |
90.87 |
+0.41 |
11,205 |
112,415 |
-257 |
| Sep04 |
040602 |
90.95 |
91.20 |
90.95 |
91.20 |
+0.41 |
1,580 |
3,284 |
+1,545 |
| Dec04 |
040602 |
91.36 |
91.63 |
91.36 |
91.63 |
+0.41 |
2 |
135 |
+0 |
| Total Volume and Open Interest |
12,787 |
115,839 |
+1,288 |
| Swiss Franc(CME) |
| Jun04 |
040602 |
80.43 |
80.62 |
79.93 |
80.05 |
-0.12 |
3,962 |
44,100 |
+986 |
| Sep04 |
040602 |
80.66 |
80.83 |
80.19 |
80.27 |
-0.12 |
246 |
1,689 |
+334 |
| Dec04 |
040602 |
80.52 |
80.52 |
80.52 |
80.52 |
-0.12 |
1 |
124 |
+1 |
| Total Volume and Open Interest |
4,209 |
45,970 |
+1,321 |
| EuroFX(CME) |
| Jun04 |
040602 |
122.75 |
123.03 |
122.04 |
122.21 |
-0.01 |
13,193 |
150,554 |
+3,023 |
| Sep04 |
040602 |
122.53 |
122.79 |
121.85 |
122.00 |
-0.01 |
4,485 |
8,394 |
+4,700 |
| Dec04 |
040602 |
122.45 |
122.45 |
121.80 |
121.91 |
-0.01 |
1 |
438 |
+1 |
| Total Volume and Open Interest |
17,695 |
159,590 |
+7,740 |
| Mexican Peso(CME) |
| Jun04 |
040602 |
8700.0 |
8745.0 |
8690.0 |
8700.0 |
+8.0 |
6,377 |
60,444 |
+2,872 |
| Sep04 |
040602 |
8570.0 |
8600.0 |
8565.0 |
8565.0 |
-5.0 |
564 |
5,012 |
+519 |
| Total Volume and Open Interest |
7,051 |
67,809 |
+3,384 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040602 |
105~28 |
105~31 |
105~14 |
105~19 |
-0~08 |
89,500 |
181,117 |
-48,355 |
| Sep04 |
040602 |
104~15 |
104~20 |
104~01 |
104~07 |
-0~09 |
338,515 |
361,468 |
+39,762 |
| Dec04 |
040602 |
103~00 |
103~00 |
103~00 |
103~00 |
-0~09 |
17 |
2,816 |
+5 |
| Total Volume and Open Interest |
428,032 |
545,597 |
-8,588 |
| Municipal Bonds(CBOT) |
| Jun04 |
040602 |
99~24 |
99~28 |
99~21 |
99~22 |
-0~09 |
623 |
1,770 |
-161 |
| Sep04 |
040602 |
98~31 |
98~31 |
98~28 |
98~28 |
-0~08 |
371 |
902 |
+215 |
| Total Volume and Open Interest |
994 |
2,672 |
+54 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040602 |
109~200 |
109~220 |
109~090 |
109~120 |
-0~080 |
211,097 |
369,799 |
-95,369 |
| Sep04 |
040602 |
108~040 |
108~060 |
107~240 |
107~280 |
-0~080 |
877,689 |
977,402 |
+85,892 |
| Total Volume and Open Interest |
1,093,272 |
1,361,296 |
-9,763 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040602 |
109~125 |
109~125 |
109~060 |
109~070 |
-0~065 |
99,828 |
0 |
+0 |
| Sep04 |
040602 |
108~000 |
108~005 |
107~250 |
107~265 |
-0~065 |
396,075 |
0 |
+0 |
| Dec04 |
040602 |
106~195 |
106~195 |
106~195 |
106~195 |
-0~080 |
900 |
2,026 |
+900 |
| Total Volume and Open Interest |
496,803 |
2,026 |
+900 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040602 |
105~124 |
105~124 |
105~114 |
105~117 |
-0~009 |
26,395 |
62,859 |
-17,096 |
| Sep04 |
040602 |
105~021 |
105~022 |
105~012 |
105~014 |
-0~010 |
28,079 |
149,968 |
+16,429 |
| Total Volume and Open Interest |
54,474 |
212,827 |
-667 |
| Eurodollars(CME) |
| Jun04 |
040602 |
98.562 |
98.565 |
98.550 |
98.555 |
-0.012 |
72,170 |
804,398 |
-13,483 |
| Sep04 |
040602 |
98.030 |
98.045 |
98.000 |
98.010 |
-0.040 |
87,982 |
834,760 |
+8,394 |
| Dec04 |
040602 |
97.515 |
97.550 |
97.480 |
97.495 |
-0.050 |
130,499 |
842,777 |
+1,670 |
| Mar05 |
040602 |
97.055 |
97.075 |
97.005 |
97.025 |
-0.055 |
162,756 |
667,978 |
+24,899 |
| Jun05 |
040602 |
96.635 |
96.650 |
96.575 |
96.600 |
-0.055 |
111,369 |
590,001 |
+22,920 |
| Sep05 |
040602 |
96.275 |
96.295 |
96.215 |
96.235 |
-0.060 |
53,207 |
432,071 |
+7,025 |
| Dec05 |
040602 |
95.940 |
95.945 |
95.885 |
95.910 |
-0.050 |
41,329 |
369,661 |
+8,219 |
| Mar06 |
040602 |
95.685 |
95.685 |
95.635 |
95.650 |
-0.055 |
49,042 |
291,119 |
+5,646 |
| Jun06 |
040602 |
95.455 |
95.475 |
95.420 |
95.425 |
-0.050 |
26,065 |
190,165 |
+4,050 |
| Sep06 |
040602 |
95.250 |
95.260 |
95.220 |
95.220 |
-0.050 |
19,065 |
185,053 |
+549 |
| Dec06 |
040602 |
95.050 |
95.065 |
95.025 |
95.030 |
-0.045 |
17,593 |
137,044 |
-267 |
| Mar07 |
040602 |
94.905 |
94.915 |
94.875 |
94.885 |
-0.040 |
19,363 |
125,169 |
+1,071 |
| Total Volume and Open Interest |
853,575 |
6,093,887 |
+80,926 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040602 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
1,022 |
12,723 |
-44 |
| Sep04 |
040602 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
120 |
5,865 |
-200 |
| Dec04 |
040602 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
68 |
9,360 |
+123 |
| Mar05 |
040602 |
99.83 |
99.83 |
99.83 |
99.83 |
-0.01 |
38 |
5,343 |
-162 |
| Jun05 |
040602 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
5,089 |
-157 |
| Sep05 |
040602 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
3,026 |
+264 |
| Dec05 |
040602 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
1,963 |
-188 |
| Mar06 |
040602 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
0 |
1,684 |
+175 |
| Jun06 |
040602 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
701 |
+0 |
| Sep06 |
040602 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.01 |
0 |
789 |
+0 |
| Total Volume and Open Interest |
1,248 |
47,897 |
-189 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040602 |
99.93 |
99.93 |
99.92 |
99.92 |
-0.01 |
202 |
71,686 |
+65,341 |
| Sep04 |
040602 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
258 |
39,447 |
+28,051 |
| Dec04 |
040602 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
2,742 |
69,729 |
+63,279 |
| Mar05 |
040602 |
99.83 |
99.85 |
99.83 |
99.83 |
-0.01 |
562 |
47,417 |
+47,417 |
| Jun05 |
040602 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
2,091 |
46,493 |
+44,093 |
| Sep05 |
040602 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
540 |
42,353 |
+38,103 |
| Dec05 |
040602 |
99.53 |
99.53 |
99.52 |
99.53 |
unch |
1,025 |
21,995 |
+21,995 |
| Mar06 |
040602 |
99.42 |
99.42 |
99.40 |
99.42 |
unch |
759 |
13,848 |
+13,848 |
| Total Volume and Open Interest |
8,239 |
373,888 |
+373,888 |
| German Euro-Bund(EUREX) |
| Jun04 |
040602 |
113.10 |
113.15 |
112.79 |
112.87 |
-0.11 |
778,168 |
845,259 |
-73,725 |
| Sep04 |
040602 |
112.59 |
112.64 |
112.29 |
112.32 |
-0.15 |
122,315 |
328,768 |
+48,876 |
| Dec04 |
040602 |
111.53 |
111.53 |
111.44 |
111.44 |
-0.12 |
688 |
24 |
+21 |
| Total Volume and Open Interest |
901,171 |
1,174,051 |
+1,174,051 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040602 |
110.83 |
110.85 |
110.64 |
110.69 |
-0.06 |
511,078 |
589,578 |
-16,541 |
| Sep04 |
040602 |
110.16 |
110.20 |
110.00 |
110.07 |
-0.03 |
84,657 |
346,452 |
+31,943 |
| Dec04 |
040602 |
109.18 |
109.18 |
109.18 |
109.18 |
-0.06 |
1,105 |
10 |
+9 |
| Total Volume and Open Interest |
596,840 |
936,040 |
+936,040 |
| Long Gilt(LIFFE) |
| Jun04 |
040602 |
105~14 |
105~15 |
105~07 |
105~09 |
-0~02 |
12,404 |
46,873 |
-2,569 |
| Sep04 |
040602 |
104~32 |
105~04 |
104~25 |
104~30 |
-0~01 |
33,856 |
203,411 |
+6,791 |
| Total Volume and Open Interest |
46,260 |
250,284 |
+4,222 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040602 |
95.27 |
95.28 |
95.25 |
95.27 |
unch |
24,086 |
211,200 |
-1,195 |
| Sep04 |
040602 |
94.91 |
94.91 |
94.86 |
94.87 |
-0.02 |
32,472 |
215,680 |
+5,499 |
| Dec04 |
040602 |
94.63 |
94.64 |
94.58 |
94.60 |
-0.03 |
38,182 |
248,555 |
+2,072 |
| Total Volume and Open Interest |
133,783 |
1,329,058 |
+11,861 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040602 |
97.900 |
97.905 |
97.895 |
97.900 |
unch |
56,679 |
576,067 |
-9,799 |
| Sep04 |
040602 |
97.800 |
97.805 |
97.780 |
97.785 |
-0.010 |
81,198 |
511,781 |
-9,795 |
| Dec04 |
040602 |
97.600 |
97.610 |
97.565 |
97.575 |
-0.015 |
132,984 |
572,954 |
-2,686 |
| Total Volume and Open Interest |
575,241 |
3,065,753 |
+4,536 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040602 |
94.50 |
94.51 |
94.49 |
94.51 |
+0.01 |
7,130 |
76,978 |
+178 |
| Sep04 |
040602 |
94.43 |
94.50 |
94.43 |
94.49 |
+0.05 |
20,655 |
152,827 |
+4,095 |
| Dec04 |
040602 |
94.38 |
94.45 |
94.38 |
94.45 |
+0.06 |
8,653 |
75,010 |
+4,229 |
| Mar05 |
040602 |
94.32 |
94.41 |
94.32 |
94.40 |
+0.06 |
2,753 |
41,175 |
+37 |
| Jun05 |
040602 |
94.28 |
94.35 |
94.27 |
94.35 |
+0.07 |
994 |
20,166 |
+268 |
| Sep05 |
040602 |
94.21 |
94.28 |
94.21 |
94.28 |
+0.07 |
681 |
14,324 |
+300 |
| Dec05 |
040602 |
94.18 |
94.22 |
94.18 |
94.22 |
+0.08 |
650 |
11,131 |
+212 |
| Mar06 |
040602 |
94.12 |
94.14 |
94.12 |
94.14 |
+0.07 |
1,313 |
7,215 |
+170 |
| Jun06 |
040602 |
94.02 |
94.07 |
94.02 |
94.07 |
+0.07 |
41 |
2,107 |
+16 |
| Sep06 |
040602 |
94.00 |
94.01 |
93.99 |
94.01 |
+0.08 |
40 |
1,808 |
-40 |
| Total Volume and Open Interest |
42,995 |
405,801 |
+405,801 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040602 |
94.51 |
94.59 |
94.47 |
94.59 |
+0.46 |
12,606 |
216,049 |
-162,414 |
| Sep04 |
040602 |
94.49 |
94.52 |
94.49 |
94.52 |
+0.43 |
85 |
100 |
-5,940 |
| Total Volume and Open Interest |
62,847 |
387,179 |
+2,676 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040602 |
94.51 |
94.59 |
94.50 |
94.59 |
+0.08 |
44,080 |
381,075 |
+2,612 |
| Sep04 |
040602 |
94.49 |
94.52 |
94.49 |
94.52 |
+0.09 |
564 |
6,104 |
+64 |
| Total Volume and Open Interest |
44,644 |
387,179 |
+387,179 |
| Gold(CMX) |
| Jun04 |
040602 |
397.5 |
397.5 |
390.0 |
391.6 |
-3.0 |
1,864 |
3,000 |
-4,360 |
| Aug04 |
040602 |
398.0 |
398.0 |
391.0 |
392.5 |
-3.0 |
51,840 |
135,653 |
-1,894 |
| Oct04 |
040602 |
399.5 |
399.5 |
392.0 |
393.8 |
-3.0 |
635 |
9,477 |
+357 |
| Dec04 |
040602 |
401.0 |
401.0 |
394.0 |
395.2 |
-3.0 |
1,541 |
38,500 |
+20 |
| Feb05 |
040602 |
398.7 |
398.7 |
396.0 |
396.7 |
-3.0 |
143 |
3,129 |
+64 |
| Apr05 |
040602 |
398.4 |
398.4 |
398.4 |
398.4 |
-3.0 |
1 |
3,565 |
+0 |
| Total Volume and Open Interest |
56,402 |
228,721 |
-5,855 |
| Silver(CMX) |
| Jul04 |
040602 |
609.0 |
611.0 |
580.0 |
583.8 |
-21.7 |
14,801 |
51,824 |
-786 |
| Sep04 |
040602 |
611.0 |
611.5 |
582.0 |
585.5 |
-21.7 |
2,090 |
8,952 |
+1,085 |
| Dec04 |
040602 |
613.0 |
614.0 |
583.0 |
587.9 |
-21.5 |
232 |
14,570 |
+47 |
| Mar05 |
040602 |
600.0 |
600.0 |
590.1 |
590.1 |
-21.3 |
459 |
3,771 |
-148 |
| May05 |
040602 |
592.2 |
592.2 |
592.2 |
592.2 |
-20.9 |
0 |
812 |
+0 |
| Total Volume and Open Interest |
17,592 |
85,891 |
+195 |
| Platinum(NYM) |
| Jul04 |
040602 |
843.8 |
843.8 |
825.0 |
826.4 |
-16.1 |
699 |
4,759 |
-176 |
| Oct04 |
040602 |
825.0 |
825.0 |
817.0 |
819.4 |
-16.4 |
184 |
608 |
+170 |
| Jan05 |
040602 |
814.4 |
814.4 |
814.4 |
814.4 |
-16.4 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
883 |
5,375 |
-6 |
| Palladium(NYME) |
| Jun04 |
040602 |
250.00 |
250.00 |
243.00 |
245.40 |
-6.80 |
1,015 |
1,250 |
-973 |
| Sep04 |
040602 |
254.50 |
255.25 |
245.20 |
246.90 |
-7.10 |
1,173 |
6,835 |
+644 |
| Dec04 |
040602 |
252.00 |
252.00 |
248.40 |
248.40 |
-7.10 |
15 |
410 |
+15 |
| Total Volume and Open Interest |
2,203 |
8,495 |
-314 |
| Copper(CMX) |
| Jul04 |
040602 |
129.80 |
130.00 |
124.25 |
124.80 |
-4.45 |
8,122 |
41,118 |
-946 |
| Sep04 |
040602 |
129.00 |
129.35 |
123.50 |
124.30 |
-4.15 |
2,989 |
10,815 |
+1,324 |
| Dec04 |
040602 |
122.50 |
122.50 |
121.00 |
121.00 |
-3.55 |
481 |
10,423 |
+28 |
| Mar05 |
040602 |
111.80 |
118.00 |
111.80 |
118.00 |
-3.30 |
43 |
1,296 |
+3 |
| May05 |
040602 |
115.90 |
115.90 |
115.90 |
115.90 |
-3.30 |
13 |
302 |
+0 |
| Total Volume and Open Interest |
12,217 |
71,536 |
+323 |
| DJIA Index(CBOT) |
| Jun04 |
040602 |
10235 |
10288 |
10191 |
10263 |
+63 |
6,721 |
44,110 |
+283 |
| Sep04 |
040602 |
10224 |
10265 |
10186 |
10246 |
+63 |
113 |
1,683 |
+59 |
| Dec04 |
040602 |
10210 |
10250 |
10210 |
10239 |
+63 |
11 |
17 |
+0 |
| Total Volume and Open Interest |
6,845 |
45,810 |
+342 |
| S & P 500(CME) |
| Jun04 |
040602 |
1124.20 |
1128.20 |
1118.20 |
1125.40 |
+4.10 |
51,540 |
532,390 |
-10,222 |
| Sep04 |
040602 |
1123.50 |
1127.40 |
1118.20 |
1124.80 |
+4.10 |
16,606 |
58,170 |
+12,725 |
| Dec04 |
040602 |
1122.00 |
1125.30 |
1122.00 |
1125.30 |
+4.30 |
3 |
2,981 |
+0 |
| Mar05 |
040602 |
1127.10 |
1127.10 |
1127.10 |
1127.10 |
+4.60 |
0 |
236 |
+0 |
| Total Volume and Open Interest |
68,149 |
593,986 |
+2,503 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040602 |
1121.25 |
1128.50 |
1118.25 |
1125.50 |
+4.25 |
621,570 |
546,784 |
+1,942 |
| Sep04 |
040602 |
1114.75 |
1128.00 |
1114.75 |
1124.75 |
+4.00 |
5,571 |
17,841 |
+4,439 |
| Total Volume and Open Interest |
627,141 |
564,625 |
+6,381 |
| NASDAQ 100(CME) |
| Jun04 |
040602 |
1471.00 |
1474.50 |
1455.00 |
1465.50 |
-3.50 |
11,023 |
78,969 |
+1,220 |
| Sep04 |
040602 |
1474.50 |
1477.00 |
1460.00 |
1469.50 |
-3.50 |
123 |
2,947 |
+95 |
| Dec04 |
040602 |
1473.50 |
1473.50 |
1473.50 |
1473.50 |
-3.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
11,146 |
81,922 |
+1,315 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040602 |
1468.5 |
1476.0 |
1455.0 |
1465.5 |
-3.5 |
250,987 |
314,430 |
+4,544 |
| Sep04 |
040602 |
1466.5 |
1480.5 |
1460.0 |
1469.5 |
-3.5 |
633 |
2,141 |
+471 |
| Total Volume and Open Interest |
251,620 |
316,571 |
+5,015 |
| S & P Midcap 400(CME) |
| Jun04 |
040602 |
599.00 |
599.00 |
594.00 |
596.25 |
-1.95 |
846 |
16,460 |
+105 |
| Sep04 |
040602 |
596.25 |
596.25 |
596.25 |
596.25 |
-1.95 |
|
|
|
| Dec04 |
040602 |
596.25 |
596.25 |
596.25 |
596.25 |
-1.95 |
|
|
|
| Total Volume and Open Interest |
846 |
16,460 |
+105 |
| Russell 2000(CME) |
| Jun04 |
040602 |
575.00 |
575.25 |
569.25 |
572.75 |
-0.75 |
2,830 |
31,759 |
+188 |
| Sep04 |
040602 |
573.00 |
573.00 |
571.75 |
571.75 |
-0.75 |
6 |
254 |
+1 |
| Dec04 |
040602 |
571.55 |
571.55 |
571.55 |
571.55 |
-0.75 |
|
|
|
| Total Volume and Open Interest |
2,836 |
32,013 |
+189 |
| Value Line(KCBT) |
| Jun04 |
040602 |
1583.00 |
1583.00 |
1583.00 |
1583.00 |
+3.00 |
4 |
39 |
-1 |
| Total Volume and Open Interest |
4 |
41 |
-1 |
| Nikkei 225(CME) |
| Jun04 |
040602 |
11310 |
11340 |
11240 |
11340 |
+50 |
3,948 |
40,110 |
+343 |
| Sep04 |
040602 |
11300 |
11370 |
11300 |
11360 |
+50 |
838 |
1,045 |
+836 |
| Total Volume and Open Interest |
4,786 |
41,158 |
+1,179 |
| Nikkei 225(SIMEX) |
| Jun04 |
040602 |
11245 |
11270 |
11180 |
11245 |
-70 |
23,864 |
156,320 |
-1,110 |
| Sep04 |
040602 |
11205 |
11250 |
11195 |
11240 |
-70 |
16 |
3,973 |
+70 |
| Dec04 |
040602 |
11210 |
11210 |
11210 |
11210 |
-70 |
|
|
|
| Total Volume and Open Interest |
23,880 |
160,293 |
+160,293 |
| CAC 40(MATIF) |
| Jun04 |
040602 |
3626.5 |
3664.5 |
3624.5 |
3638.0 |
+25.0 |
38,522 |
388,017 |
+3,488 |
| Jul04 |
040602 |
3631.0 |
3666.0 |
3631.0 |
3643.5 |
+25.0 |
172 |
345 |
+23 |
| Aug04 |
040602 |
3649.0 |
3649.0 |
3649.0 |
3649.0 |
+25.0 |
|
|
|
| Total Volume and Open Interest |
38,702 |
409,895 |
|
| DAX Index(EUREX) |
| Jun04 |
040602 |
3894.0 |
3923.0 |
3883.5 |
3923.0 |
+49.5 |
102,430 |
202,751 |
+6,534 |
| Sep04 |
040602 |
3918.5 |
3943.5 |
3905.0 |
3943.5 |
+49.5 |
1,107 |
8,861 |
+387 |
| Dec04 |
040602 |
3941.0 |
3965.5 |
3928.5 |
3965.5 |
+50.0 |
181 |
3,232 |
+23 |
| Total Volume and Open Interest |
103,718 |
214,844 |
+214,844 |
| FT-SE 100(LIFFE) |
| Jun04 |
040602 |
4444.00 |
4470.00 |
4425.00 |
4437.50 |
+12.50 |
60,223 |
405,745 |
+3,399 |
| Sep04 |
040602 |
4454.00 |
4480.00 |
4448.00 |
4448.00 |
+13.00 |
1,560 |
38,138 |
+1,512 |
| Dec04 |
040602 |
4479.00 |
4479.00 |
4479.00 |
4479.00 |
+12.50 |
0 |
21,622 |
+0 |
| Total Volume and Open Interest |
61,783 |
466,656 |
+4,911 |
| SPI 200(SFE) |
| Jun04 |
040602 |
3449.0 |
3480.0 |
3449.0 |
3477.0 |
+25.0 |
8,261 |
153,326 |
-1,536 |
| Sep04 |
040602 |
3458.0 |
3485.0 |
3458.0 |
3484.0 |
+26.0 |
779 |
7,411 |
+602 |
| Dec04 |
040602 |
3486.0 |
3498.0 |
3483.0 |
3498.0 |
+26.0 |
40 |
2,564 |
+39 |
| Total Volume and Open Interest |
9,130 |
164,954 |
+164,954 |
| GSCI(CME) |
| Jun04 |
040602 |
314.00 |
314.10 |
303.70 |
304.10 |
-11.00 |
380 |
15,708 |
-149 |
| Jul04 |
040602 |
305.00 |
305.00 |
302.30 |
302.60 |
-9.90 |
129 |
383 |
+91 |
| Aug04 |
040602 |
304.00 |
307.50 |
299.50 |
299.50 |
-9.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
509 |
16,092 |
-58 |
| Reuters CRB Index(NYBOT) |
| Jun04 |
040602 |
280.75 |
280.75 |
276.50 |
277.00 |
-4.50 |
62 |
221 |
-8 |
| Aug04 |
040602 |
279.00 |
279.00 |
274.75 |
275.00 |
-4.00 |
26 |
84 |
+4 |
| Nov04 |
040602 |
275.50 |
275.50 |
275.50 |
275.50 |
-4.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
88 |
313 |
-4 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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