|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri June 04, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040604 |
813.00 |
844.50 |
811.00 |
838.50 |
+32.50 |
45,818 |
96,964 |
-1,361 |
| Aug04 |
040604 |
786.00 |
809.00 |
785.50 |
805.00 |
+24.50 |
10,525 |
24,782 |
+347 |
| Sep04 |
040604 |
725.00 |
739.00 |
721.00 |
731.00 |
+12.50 |
1,807 |
10,345 |
+41 |
| Nov04 |
040604 |
690.00 |
700.00 |
689.00 |
698.00 |
+10.50 |
15,837 |
57,276 |
+793 |
| Jan05 |
040604 |
692.00 |
700.00 |
692.00 |
695.50 |
+7.50 |
284 |
4,768 |
+5 |
| Mar05 |
040604 |
692.00 |
699.00 |
691.00 |
699.00 |
+12.00 |
138 |
3,661 |
-57 |
| May05 |
040604 |
688.00 |
694.00 |
688.00 |
694.00 |
+10.00 |
374 |
2,611 |
+49 |
| Total Volume and Open Interest |
75,160 |
202,363 |
+44 |
| Soybean Meal(CBOT) |
| Jul04 |
040604 |
255.50 |
265.30 |
255.50 |
263.70 |
+9.20 |
14,651 |
49,062 |
-2,166 |
| Aug04 |
040604 |
250.00 |
257.30 |
249.30 |
255.60 |
+7.80 |
7,546 |
22,884 |
-425 |
| Sep04 |
040604 |
238.00 |
242.50 |
237.00 |
241.70 |
+5.90 |
2,118 |
14,083 |
-509 |
| Oct04 |
040604 |
222.00 |
225.00 |
221.50 |
223.50 |
+3.00 |
877 |
12,839 |
+173 |
| Dec04 |
040604 |
218.50 |
221.00 |
217.50 |
220.20 |
+2.90 |
8,400 |
32,838 |
-4,236 |
| Jan05 |
040604 |
217.50 |
219.00 |
216.50 |
219.00 |
+3.20 |
335 |
4,157 |
+93 |
| Mar05 |
040604 |
216.00 |
218.00 |
215.00 |
218.00 |
+4.70 |
374 |
4,618 |
+135 |
| May05 |
040604 |
215.00 |
217.00 |
214.00 |
217.00 |
+4.70 |
197 |
2,363 |
-26 |
| Total Volume and Open Interest |
34,946 |
147,168 |
-6,544 |
| Soybean Oil(CBOT) |
| Jul04 |
040604 |
28.15 |
28.53 |
28.05 |
28.41 |
+0.51 |
13,625 |
49,858 |
-354 |
| Aug04 |
040604 |
27.73 |
28.02 |
27.62 |
27.98 |
+0.44 |
5,746 |
17,646 |
+28 |
| Sep04 |
040604 |
27.20 |
27.35 |
27.15 |
27.21 |
+0.16 |
1,089 |
15,707 |
-167 |
| Oct04 |
040604 |
26.10 |
26.10 |
25.85 |
25.88 |
-0.12 |
789 |
10,577 |
-122 |
| Dec04 |
040604 |
25.15 |
25.35 |
24.95 |
25.09 |
-0.02 |
3,759 |
26,388 |
-356 |
| Jan05 |
040604 |
25.15 |
25.15 |
25.04 |
25.04 |
-0.07 |
537 |
5,282 |
-14 |
| Mar05 |
040604 |
25.10 |
25.20 |
24.95 |
25.00 |
-0.13 |
472 |
4,457 |
+447 |
| May05 |
040604 |
25.10 |
25.13 |
24.90 |
24.93 |
-0.17 |
228 |
1,426 |
+71 |
| Total Volume and Open Interest |
26,728 |
134,816 |
-363 |
| Canola(WCE) |
| Jul04 |
040604 |
371.0 |
375.3 |
368.0 |
372.0 |
+2.3 |
3,188 |
23,711 |
-641 |
| Sep04 |
040604 |
368.8 |
368.8 |
368.8 |
368.8 |
unch |
0 |
50 |
+0 |
| Nov04 |
040604 |
370.4 |
371.5 |
367.2 |
367.3 |
-1.8 |
1,919 |
39,078 |
-752 |
| Jan05 |
040604 |
374.5 |
374.5 |
373.0 |
373.0 |
unch |
5 |
1,381 |
-3 |
| Mar05 |
040604 |
373.5 |
373.5 |
373.5 |
373.5 |
-2.0 |
25 |
485 |
+25 |
| Total Volume and Open Interest |
5,163 |
65,027 |
-1,358 |
| Corn(CBOT) |
| Jul04 |
040604 |
311.00 |
312.25 |
307.25 |
308.25 |
-2.50 |
39,786 |
209,454 |
+2,482 |
| Sep04 |
040604 |
310.50 |
312.25 |
307.75 |
309.50 |
-1.25 |
12,998 |
68,884 |
+5,510 |
| Dec04 |
040604 |
311.00 |
314.00 |
308.50 |
310.75 |
+0.75 |
70,824 |
315,459 |
+1,628 |
| Mar05 |
040604 |
314.50 |
317.75 |
313.00 |
315.00 |
+1.50 |
3,835 |
27,075 |
-116 |
| May05 |
040604 |
317.50 |
320.25 |
316.00 |
318.75 |
+2.00 |
810 |
7,595 |
+327 |
| Jul05 |
040604 |
316.00 |
320.00 |
315.00 |
318.25 |
+2.25 |
509 |
8,285 |
+128 |
| Total Volume and Open Interest |
129,140 |
649,173 |
+9,925 |
| Wheat(CBOT) |
| Jul04 |
040604 |
370.00 |
373.00 |
368.25 |
370.00 |
+2.75 |
18,667 |
77,701 |
-852 |
| Sep04 |
040604 |
379.00 |
382.00 |
377.00 |
380.50 |
+4.25 |
4,548 |
20,182 |
+2,037 |
| Dec04 |
040604 |
389.00 |
393.00 |
387.50 |
390.25 |
+4.25 |
2,765 |
21,031 |
+713 |
| Mar05 |
040604 |
397.00 |
399.50 |
395.50 |
398.50 |
+4.50 |
589 |
3,740 |
+410 |
| May05 |
040604 |
399.00 |
400.00 |
397.00 |
400.00 |
+3.00 |
1 |
96 |
+1 |
| Total Volume and Open Interest |
26,620 |
124,162 |
+2,329 |
| Wheat(KCBT) |
| Jul04 |
040604 |
389.00 |
393.00 |
388.50 |
389.00 |
+0.75 |
6,579 |
34,079 |
-1,011 |
| Sep04 |
040604 |
397.00 |
399.50 |
395.50 |
397.75 |
+2.75 |
2,561 |
14,297 |
+286 |
| Dec04 |
040604 |
406.00 |
408.00 |
405.00 |
406.25 |
+1.25 |
2,090 |
10,330 |
+411 |
| Mar05 |
040604 |
411.75 |
411.75 |
411.00 |
411.00 |
+1.00 |
167 |
873 |
+161 |
| May05 |
040604 |
415.00 |
415.00 |
415.00 |
415.00 |
unch |
0 |
10 |
+0 |
| Total Volume and Open Interest |
11,398 |
60,092 |
-155 |
| Wheat(MGE) |
| Jul04 |
040604 |
415.00 |
417.00 |
414.00 |
416.50 |
+3.25 |
1,896 |
14,015 |
-472 |
| Sep04 |
040604 |
414.50 |
415.00 |
412.25 |
414.50 |
+2.50 |
1,214 |
8,700 |
+84 |
| Dec04 |
040604 |
418.00 |
419.75 |
417.00 |
419.25 |
+3.25 |
748 |
10,349 |
+31 |
| Mar05 |
040604 |
421.50 |
421.50 |
421.50 |
421.50 |
+3.75 |
26 |
485 |
+15 |
| May05 |
040604 |
422.25 |
422.25 |
422.25 |
422.25 |
+4.00 |
2 |
135 |
-1 |
| Total Volume and Open Interest |
3,886 |
33,735 |
-343 |
| Oats(CBOT) |
| Jul04 |
040604 |
147.50 |
149.75 |
145.00 |
148.25 |
+1.50 |
766 |
4,797 |
-57 |
| Sep04 |
040604 |
153.25 |
155.00 |
151.50 |
154.00 |
+1.25 |
351 |
2,268 |
+135 |
| Dec04 |
040604 |
160.00 |
161.50 |
157.50 |
161.00 |
+1.00 |
494 |
4,622 |
+76 |
| Mar05 |
040604 |
166.00 |
166.00 |
166.00 |
166.00 |
+1.00 |
1 |
94 |
+0 |
| Total Volume and Open Interest |
1,611 |
11,815 |
+154 |
| Rough Rice(CBOT) |
| Jul04 |
040604 |
10.01 |
10.07 |
9.93 |
10.01 |
-0.05 |
283 |
2,919 |
-87 |
| Sep04 |
040604 |
9.23 |
9.23 |
9.10 |
9.18 |
-0.10 |
15 |
701 |
-5 |
| Nov04 |
040604 |
9.08 |
9.10 |
8.96 |
9.04 |
-0.11 |
31 |
1,102 |
+14 |
| Jan05 |
040604 |
9.15 |
9.23 |
9.15 |
9.23 |
-0.09 |
1 |
210 |
+0 |
| Total Volume and Open Interest |
329 |
5,016 |
-78 |
| Live Cattle(CME) |
| Jun04 |
040604 |
89.825 |
90.600 |
89.675 |
90.500 |
+0.825 |
8,665 |
19,656 |
-1,375 |
| Aug04 |
040604 |
89.600 |
91.150 |
89.550 |
90.225 |
+0.325 |
9,388 |
71,327 |
+343 |
| Oct04 |
040604 |
88.100 |
89.350 |
87.650 |
88.725 |
+0.575 |
2,375 |
25,414 |
-404 |
| Dec04 |
040604 |
88.400 |
89.350 |
88.100 |
88.925 |
+0.425 |
741 |
10,108 |
-115 |
| Feb05 |
040604 |
88.200 |
88.850 |
88.050 |
88.850 |
+0.500 |
323 |
4,958 |
+71 |
| Apr05 |
040604 |
86.300 |
87.000 |
86.300 |
86.875 |
+0.575 |
132 |
1,628 |
+24 |
| Total Volume and Open Interest |
21,704 |
133,489 |
-1,420 |
| Feeder Cattle(CME) |
| Aug04 |
040604 |
108.050 |
108.850 |
107.450 |
108.625 |
+0.550 |
1,230 |
10,940 |
+92 |
| Sep04 |
040604 |
106.300 |
107.500 |
106.000 |
107.500 |
+0.800 |
240 |
1,101 |
+35 |
| Oct04 |
040604 |
105.350 |
106.450 |
105.050 |
106.425 |
+0.725 |
155 |
1,795 |
-18 |
| Nov04 |
040604 |
104.250 |
105.200 |
104.100 |
105.100 |
+0.400 |
59 |
743 |
+18 |
| Jan05 |
040604 |
99.250 |
100.400 |
99.250 |
100.200 |
+0.450 |
21 |
252 |
+1 |
| Mar05 |
040604 |
95.000 |
95.650 |
95.000 |
95.650 |
+0.750 |
9 |
51 |
+7 |
| Apr05 |
040604 |
94.550 |
94.800 |
94.550 |
94.800 |
+0.800 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
1,715 |
14,921 |
+136 |
| Lean Hogs(CME) |
| Jun04 |
040604 |
78.675 |
79.450 |
78.375 |
79.000 |
+0.625 |
5,520 |
13,634 |
-1,569 |
| Jul04 |
040604 |
78.150 |
78.600 |
77.375 |
77.700 |
-0.050 |
4,942 |
36,491 |
+1,197 |
| Aug04 |
040604 |
77.500 |
77.650 |
76.550 |
77.250 |
-0.025 |
5,083 |
18,650 |
+1,589 |
| Oct04 |
040604 |
64.300 |
64.500 |
63.250 |
64.475 |
+0.275 |
961 |
9,654 |
+476 |
| Dec04 |
040604 |
58.900 |
59.025 |
58.300 |
58.900 |
+0.050 |
470 |
6,305 |
+113 |
| Feb05 |
040604 |
59.850 |
59.850 |
59.400 |
59.800 |
-0.150 |
47 |
788 |
+13 |
| Apr05 |
040604 |
60.550 |
60.550 |
60.425 |
60.425 |
-0.075 |
10 |
385 |
+3 |
| May05 |
040604 |
62.575 |
62.575 |
62.575 |
62.575 |
-0.025 |
10 |
44 |
-1 |
| Total Volume and Open Interest |
17,049 |
85,978 |
+1,824 |
| Pork Bellies(CME) |
| Jul04 |
040604 |
117.100 |
117.175 |
113.900 |
114.050 |
-2.850 |
464 |
2,805 |
+0 |
| Aug04 |
040604 |
114.000 |
114.250 |
110.100 |
110.175 |
-2.900 |
90 |
636 |
+9 |
| Feb05 |
040604 |
98.000 |
98.900 |
98.000 |
98.900 |
unch |
1 |
16 |
+0 |
| Mar05 |
040604 |
96.025 |
96.025 |
96.025 |
96.025 |
+0.025 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
555 |
3,459 |
+9 |
| Class III Milk(CME) |
| Jun04 |
040604 |
17.10 |
17.24 |
17.06 |
17.20 |
+0.14 |
600 |
5,553 |
+80 |
| Jul04 |
040604 |
14.77 |
15.09 |
14.76 |
14.98 |
+0.26 |
320 |
4,809 |
+117 |
| Aug04 |
040604 |
14.45 |
14.80 |
14.40 |
14.70 |
+0.25 |
157 |
4,762 |
+81 |
| Sep04 |
040604 |
14.42 |
14.54 |
14.30 |
14.54 |
+0.17 |
88 |
4,554 |
+70 |
| Oct04 |
040604 |
13.75 |
13.75 |
13.75 |
13.75 |
+0.05 |
6 |
3,119 |
+2 |
| Total Volume and Open Interest |
1,184 |
28,221 |
+354 |
| Cocoa(NYBOT) |
| Jul04 |
040604 |
1351 |
1352 |
1326 |
1334 |
-12 |
8,758 |
31,357 |
-2,119 |
| Sep04 |
040604 |
1365 |
1365 |
1336 |
1345 |
-13 |
3,441 |
20,681 |
+1,795 |
| Dec04 |
040604 |
1375 |
1375 |
1350 |
1359 |
-12 |
222 |
13,992 |
-96 |
| Mar05 |
040604 |
1375 |
1383 |
1375 |
1379 |
-11 |
162 |
9,497 |
+13 |
| May05 |
040604 |
1388 |
1402 |
1388 |
1393 |
-11 |
34 |
11,352 |
-13 |
| Jul05 |
040604 |
1416 |
1416 |
1404 |
1408 |
-11 |
330 |
10,061 |
+0 |
| Sep05 |
040604 |
1423 |
1423 |
1423 |
1423 |
-11 |
135 |
4,626 |
+0 |
| Total Volume and Open Interest |
12,617 |
102,169 |
-420 |
| Coffee "C"(NYBOT) |
| Jul04 |
040604 |
84.00 |
84.10 |
82.60 |
83.00 |
-0.10 |
9,494 |
64,304 |
-980 |
| Sep04 |
040604 |
85.50 |
86.25 |
84.90 |
85.20 |
-0.10 |
6,647 |
32,892 |
+1,614 |
| Dec04 |
040604 |
88.00 |
89.00 |
87.80 |
88.15 |
unch |
2,498 |
11,027 |
+657 |
| Mar05 |
040604 |
90.60 |
91.60 |
90.50 |
90.80 |
+0.10 |
1,276 |
5,899 |
+66 |
| May05 |
040604 |
92.30 |
93.00 |
92.25 |
92.35 |
+0.15 |
174 |
1,102 |
-33 |
| Jul05 |
040604 |
93.60 |
93.80 |
93.60 |
93.80 |
+0.20 |
94 |
1,053 |
+16 |
| Total Volume and Open Interest |
20,196 |
116,648 |
+1,337 |
| Orange Juice(NYBOT) |
| Jul04 |
040604 |
54.65 |
57.00 |
54.65 |
56.80 |
+2.15 |
1,213 |
21,797 |
-223 |
| Sep04 |
040604 |
56.75 |
59.00 |
56.75 |
58.90 |
+2.05 |
227 |
5,815 |
+136 |
| Nov04 |
040604 |
58.90 |
61.00 |
58.90 |
60.95 |
+1.95 |
595 |
4,614 |
+555 |
| Jan05 |
040604 |
61.50 |
63.00 |
61.50 |
63.00 |
+1.70 |
16 |
1,183 |
+15 |
| Mar05 |
040604 |
63.75 |
65.25 |
63.75 |
64.90 |
+1.35 |
22 |
2,720 |
+21 |
| Total Volume and Open Interest |
2,080 |
39,031 |
+506 |
| Sugar #11(NYBOT) |
| Jul04 |
040604 |
7.03 |
7.21 |
6.94 |
7.19 |
+0.16 |
20,653 |
132,097 |
-985 |
| Oct04 |
040604 |
7.38 |
7.54 |
7.28 |
7.54 |
+0.18 |
10,177 |
85,237 |
+2,766 |
| Mar05 |
040604 |
7.58 |
7.73 |
7.50 |
7.71 |
+0.15 |
2,178 |
37,993 |
-478 |
| May05 |
040604 |
7.42 |
7.55 |
7.38 |
7.55 |
+0.14 |
1,373 |
13,161 |
-500 |
| Jul05 |
040604 |
7.22 |
7.30 |
7.22 |
7.30 |
+0.08 |
322 |
9,721 |
+111 |
| Total Volume and Open Interest |
35,052 |
288,287 |
+1,031 |
| London Cocoa(LCE) |
| Jul04 |
040604 |
774 |
783 |
765 |
770 |
-4 |
3,591 |
45,277 |
+168 |
| Sep04 |
040604 |
789 |
799 |
779 |
782 |
-6 |
3,851 |
27,714 |
+931 |
| Dec04 |
040604 |
814 |
822 |
803 |
805 |
-8 |
1,776 |
46,148 |
+467 |
| Mar05 |
040604 |
833 |
839 |
824 |
825 |
-8 |
607 |
27,228 |
+321 |
| May05 |
040604 |
846 |
851 |
837 |
839 |
-7 |
240 |
10,197 |
+65 |
| Jul05 |
040604 |
869 |
869 |
853 |
853 |
-6 |
282 |
9,572 |
-78 |
| Sep05 |
040604 |
869 |
869 |
863 |
863 |
-6 |
319 |
6,968 |
+143 |
| Total Volume and Open Interest |
10,716 |
179,723 |
+2,067 |
| London Coffee(LCE) |
| Jul04 |
040604 |
829.00 |
835.00 |
824.00 |
826.00 |
+7.00 |
5,781 |
63,104 |
-1,904 |
| Sep04 |
040604 |
807.00 |
814.00 |
806.00 |
806.00 |
+2.00 |
8,692 |
52,996 |
+2,593 |
| Nov04 |
040604 |
806.00 |
810.00 |
801.00 |
801.00 |
+1.00 |
3,033 |
25,478 |
+1,244 |
| Jan05 |
040604 |
806.00 |
810.00 |
802.00 |
802.00 |
+2.00 |
1,090 |
16,009 |
+352 |
| Mar05 |
040604 |
818.00 |
818.00 |
810.00 |
810.00 |
+5.00 |
51 |
9,809 |
+41 |
| May05 |
040604 |
818.00 |
818.00 |
817.00 |
817.00 |
+5.00 |
1 |
4,651 |
+0 |
| Total Volume and Open Interest |
18,648 |
172,270 |
+2,326 |
| London Sugar(LCE) |
| Aug04 |
040604 |
219.00 |
221.50 |
217.50 |
220.40 |
+1.70 |
1,943 |
22,360 |
+261 |
| Oct04 |
040604 |
223.50 |
226.70 |
222.20 |
224.40 |
+0.90 |
634 |
11,930 |
+107 |
| Dec04 |
040604 |
228.00 |
230.00 |
227.60 |
230.00 |
+1.50 |
120 |
4,988 |
-4 |
| Mar05 |
040604 |
233.20 |
236.00 |
231.50 |
235.50 |
+1.60 |
121 |
9,117 |
+11 |
| May05 |
040604 |
230.20 |
232.70 |
230.20 |
232.50 |
+1.10 |
35 |
3,797 |
+0 |
| Total Volume and Open Interest |
2,858 |
57,932 |
+377 |
| Cotton(NYBOT) |
| Jul04 |
040604 |
57.50 |
58.70 |
57.30 |
57.80 |
+0.76 |
9,458 |
41,779 |
+39 |
| Oct04 |
040604 |
57.30 |
58.60 |
57.30 |
57.75 |
+0.50 |
141 |
1,913 |
-20 |
| Dec04 |
040604 |
57.50 |
57.85 |
57.30 |
57.51 |
+0.21 |
5,215 |
32,656 |
+1,498 |
| Mar05 |
040604 |
59.80 |
59.80 |
59.50 |
59.60 |
+0.10 |
555 |
6,059 |
+180 |
| May05 |
040604 |
60.30 |
60.30 |
60.30 |
60.30 |
+0.05 |
89 |
1,295 |
+37 |
| Jul05 |
040604 |
61.30 |
61.30 |
61.20 |
61.20 |
+0.20 |
62 |
789 |
+7 |
| Total Volume and Open Interest |
15,547 |
85,070 |
+1,753 |
| Lumber(CME) |
| Jul04 |
040604 |
395.1 |
398.0 |
388.1 |
388.6 |
-4.8 |
512 |
3,667 |
-63 |
| Sep04 |
040604 |
367.9 |
369.9 |
361.0 |
361.5 |
-5.0 |
124 |
1,073 |
+29 |
| Nov04 |
040604 |
336.2 |
339.0 |
335.0 |
335.2 |
-3.2 |
33 |
431 |
-5 |
| Jan05 |
040604 |
333.3 |
333.3 |
333.3 |
333.3 |
-3.7 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
669 |
5,219 |
-39 |
| Crude Oil(NYM) |
| Jul04 |
040604 |
38.70 |
39.10 |
38.31 |
38.49 |
-0.79 |
177,597 |
200,218 |
-10,168 |
| Aug04 |
040604 |
38.75 |
39.10 |
38.38 |
38.53 |
-0.70 |
66,848 |
95,063 |
+7,413 |
| Sep04 |
040604 |
38.55 |
38.85 |
38.28 |
38.38 |
-0.64 |
24,091 |
60,756 |
-3,346 |
| Oct04 |
040604 |
38.20 |
38.45 |
38.00 |
38.03 |
-0.58 |
9,547 |
36,728 |
+1,390 |
| Nov04 |
040604 |
37.80 |
38.00 |
37.50 |
37.60 |
-0.56 |
4,020 |
23,117 |
+231 |
| Dec04 |
040604 |
37.40 |
37.65 |
37.10 |
37.20 |
-0.51 |
24,507 |
68,942 |
+1,198 |
| Jan05 |
040604 |
36.85 |
36.85 |
36.73 |
36.73 |
-0.48 |
1,946 |
21,543 |
-34 |
| Feb05 |
040604 |
36.32 |
36.32 |
36.32 |
36.32 |
-0.44 |
1,154 |
12,415 |
+285 |
| Mar05 |
040604 |
36.00 |
36.40 |
35.96 |
35.96 |
-0.43 |
470 |
11,958 |
+307 |
| Apr05 |
040604 |
35.62 |
35.62 |
35.62 |
35.62 |
-0.41 |
58 |
7,807 |
-15 |
| May05 |
040604 |
35.36 |
35.40 |
35.31 |
35.31 |
-0.39 |
56 |
4,386 |
+5 |
| Jun05 |
040604 |
35.30 |
35.30 |
35.00 |
35.04 |
-0.37 |
2,130 |
19,734 |
+196 |
| Jul05 |
040604 |
34.81 |
34.81 |
34.81 |
34.81 |
-0.35 |
284 |
5,811 |
-69 |
| Aug05 |
040604 |
34.61 |
34.61 |
34.61 |
34.61 |
-0.33 |
0 |
3,962 |
+0 |
| Sep05 |
040604 |
34.41 |
34.41 |
34.41 |
34.41 |
-0.31 |
240 |
6,506 |
+0 |
| Oct05 |
040604 |
34.22 |
34.22 |
34.22 |
34.22 |
-0.30 |
240 |
3,354 |
+15 |
| Total Volume and Open Interest |
329,908 |
732,838 |
+2,744 |
| Heating Oil(NYM) |
| Jul04 |
040604 |
98.50 |
99.60 |
97.75 |
98.23 |
-1.30 |
43,065 |
59,034 |
-8,647 |
| Aug04 |
040604 |
99.10 |
100.10 |
98.20 |
98.66 |
-1.42 |
12,075 |
19,815 |
+2,113 |
| Sep04 |
040604 |
99.70 |
100.30 |
99.20 |
99.36 |
-1.42 |
6,353 |
13,462 |
+772 |
| Oct04 |
040604 |
100.50 |
100.95 |
100.01 |
100.01 |
-1.42 |
1,067 |
8,641 |
+220 |
| Nov04 |
040604 |
101.15 |
102.30 |
100.66 |
100.66 |
-1.37 |
648 |
7,864 |
+158 |
| Dec04 |
040604 |
101.75 |
103.00 |
101.31 |
101.31 |
-1.32 |
6,041 |
21,726 |
-737 |
| Jan05 |
040604 |
102.90 |
103.30 |
101.61 |
101.61 |
-1.32 |
1,396 |
8,385 |
-640 |
| Feb05 |
040604 |
102.30 |
102.80 |
101.06 |
101.06 |
-1.27 |
1,578 |
5,401 |
+638 |
| Mar05 |
040604 |
99.90 |
100.30 |
98.56 |
98.56 |
-1.17 |
352 |
7,454 |
+198 |
| Apr05 |
040604 |
96.35 |
96.75 |
95.16 |
95.16 |
-1.17 |
76 |
1,338 |
+28 |
| May05 |
040604 |
93.00 |
93.50 |
91.96 |
91.96 |
-1.07 |
13 |
1,186 |
+13 |
| Jun05 |
040604 |
89.66 |
89.66 |
89.66 |
89.66 |
-0.87 |
151 |
2,250 |
+140 |
| Total Volume and Open Interest |
72,827 |
156,920 |
-5,732 |
| Unleaded Gas(NYM) |
| Jul04 |
040604 |
121.80 |
122.50 |
117.50 |
117.79 |
-5.75 |
44,654 |
59,818 |
-3,193 |
| Aug04 |
040604 |
118.60 |
119.40 |
115.00 |
115.45 |
-4.85 |
17,322 |
26,161 |
+2,076 |
| Sep04 |
040604 |
113.40 |
114.50 |
111.75 |
111.75 |
-4.25 |
7,477 |
17,401 |
-261 |
| Oct04 |
040604 |
108.35 |
108.35 |
106.05 |
106.05 |
-3.80 |
3,055 |
6,481 |
-887 |
| Nov04 |
040604 |
103.80 |
104.00 |
102.75 |
102.75 |
-3.35 |
275 |
3,612 |
+38 |
| Dec04 |
040604 |
102.70 |
102.70 |
100.65 |
100.65 |
-3.00 |
621 |
7,903 |
+205 |
| Jan05 |
040604 |
102.00 |
102.00 |
99.70 |
99.70 |
-2.80 |
64 |
2,740 |
-24 |
| Feb05 |
040604 |
101.80 |
101.80 |
99.70 |
99.70 |
-2.60 |
865 |
2,190 |
+399 |
| Mar05 |
040604 |
100.45 |
100.45 |
100.45 |
100.45 |
-2.60 |
365 |
1,140 |
-9 |
| Apr05 |
040604 |
109.20 |
109.20 |
107.15 |
107.15 |
-2.55 |
713 |
4,393 |
+512 |
| May05 |
040604 |
109.05 |
109.05 |
107.05 |
107.05 |
-2.50 |
712 |
4,675 |
+700 |
| Jun05 |
040604 |
107.85 |
107.85 |
106.20 |
106.20 |
-2.15 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
76,123 |
136,764 |
-444 |
| Natural Gas(NYM) |
| Jul04 |
040604 |
6.250 |
6.315 |
6.220 |
6.261 |
-0.102 |
57,809 |
80,226 |
-8,125 |
| Aug04 |
040604 |
6.300 |
6.370 |
6.280 |
6.316 |
-0.095 |
9,496 |
32,223 |
+968 |
| Sep04 |
040604 |
6.315 |
6.360 |
6.280 |
6.318 |
-0.095 |
3,778 |
30,374 |
+388 |
| Oct04 |
040604 |
6.345 |
6.390 |
6.300 |
6.341 |
-0.094 |
3,276 |
27,127 |
-137 |
| Nov04 |
040604 |
6.540 |
6.585 |
6.510 |
6.546 |
-0.074 |
2,836 |
17,742 |
-445 |
| Dec04 |
040604 |
6.725 |
6.770 |
6.705 |
6.741 |
-0.069 |
2,120 |
20,558 |
-492 |
| Jan05 |
040604 |
6.850 |
6.910 |
6.810 |
6.871 |
-0.069 |
2,191 |
20,170 |
+169 |
| Feb05 |
040604 |
6.800 |
6.850 |
6.785 |
6.826 |
-0.064 |
1,567 |
13,031 |
-303 |
| Mar05 |
040604 |
6.640 |
6.685 |
6.610 |
6.656 |
-0.054 |
3,474 |
15,086 |
+1,028 |
| Apr05 |
040604 |
6.050 |
6.050 |
6.010 |
6.038 |
-0.017 |
2,908 |
10,988 |
-541 |
| May05 |
040604 |
5.860 |
5.885 |
5.860 |
5.873 |
-0.012 |
853 |
9,730 |
+182 |
| Jun05 |
040604 |
5.890 |
5.895 |
5.880 |
5.884 |
-0.009 |
130 |
6,673 |
-4 |
| Jul05 |
040604 |
5.900 |
5.930 |
5.900 |
5.912 |
-0.011 |
376 |
11,243 |
+94 |
| Aug05 |
040604 |
5.920 |
5.945 |
5.920 |
5.925 |
-0.013 |
65 |
6,428 |
-22 |
| Sep05 |
040604 |
5.910 |
5.910 |
5.890 |
5.890 |
-0.010 |
138 |
7,262 |
+23 |
| Oct05 |
040604 |
5.930 |
5.930 |
5.904 |
5.904 |
-0.011 |
124 |
5,299 |
+57 |
| Total Volume and Open Interest |
95,022 |
373,459 |
-5,663 |
| Brent Crude Oil(IPE) |
| Jul04 |
040604 |
36.10 |
36.18 |
35.65 |
35.67 |
-0.73 |
56,060 |
76,886 |
-4,793 |
| Aug04 |
040604 |
35.95 |
36.11 |
35.59 |
35.59 |
-0.63 |
40,887 |
76,315 |
-4,946 |
| Sep04 |
040604 |
35.77 |
35.85 |
35.40 |
35.40 |
-0.56 |
11,802 |
29,233 |
+63 |
| Oct04 |
040604 |
35.30 |
35.55 |
35.12 |
35.12 |
-0.49 |
3,032 |
15,462 |
+767 |
| Nov04 |
040604 |
34.90 |
35.15 |
34.75 |
34.77 |
-0.41 |
728 |
9,123 |
-508 |
| Dec04 |
040604 |
34.40 |
34.75 |
34.35 |
34.42 |
-0.33 |
5,851 |
34,126 |
+1,005 |
| Jan05 |
040604 |
34.00 |
34.15 |
34.00 |
34.02 |
-0.29 |
1,150 |
14,243 |
+127 |
| Feb05 |
040604 |
33.77 |
33.77 |
33.60 |
33.63 |
-0.27 |
875 |
7,092 |
+662 |
| Mar05 |
040604 |
33.40 |
33.40 |
33.28 |
33.28 |
-0.23 |
0 |
6,822 |
-50 |
| Apr05 |
040604 |
33.10 |
33.10 |
32.96 |
32.96 |
-0.19 |
50 |
6,945 |
+50 |
| May05 |
040604 |
32.80 |
32.80 |
32.68 |
32.68 |
-0.16 |
0 |
1,568 |
+0 |
| Jun05 |
040604 |
32.40 |
32.60 |
32.38 |
32.47 |
-0.16 |
592 |
16,614 |
+387 |
| Total Volume and Open Interest |
129,127 |
346,587 |
-4,371 |
| Gas Oil(IPE) |
| Jun04 |
040604 |
313.75 |
315.00 |
309.50 |
313.00 |
-1.25 |
18,513 |
26,740 |
-8,607 |
| Jul04 |
040604 |
309.50 |
310.75 |
305.50 |
307.25 |
-2.50 |
16,884 |
47,432 |
+336 |
| Aug04 |
040604 |
307.75 |
308.50 |
304.50 |
306.50 |
-1.50 |
1,930 |
16,487 |
+613 |
| Sep04 |
040604 |
306.00 |
306.25 |
305.00 |
305.75 |
-1.25 |
420 |
14,807 |
-94 |
| Oct04 |
040604 |
306.50 |
306.50 |
302.50 |
304.50 |
-0.75 |
672 |
8,813 |
+81 |
| Nov04 |
040604 |
300.75 |
302.50 |
300.75 |
302.50 |
-0.75 |
200 |
5,516 |
+200 |
| Dec04 |
040604 |
301.50 |
302.25 |
299.00 |
299.75 |
-0.25 |
3,255 |
24,573 |
+617 |
| Jan05 |
040604 |
296.00 |
296.75 |
295.75 |
296.25 |
unch |
717 |
4,816 |
-100 |
| Feb05 |
040604 |
291.75 |
291.75 |
291.75 |
291.75 |
+0.25 |
67 |
1,950 |
+0 |
| Mar05 |
040604 |
286.00 |
286.00 |
286.00 |
286.00 |
+0.50 |
0 |
2,465 |
+0 |
| Total Volume and Open Interest |
43,908 |
171,196 |
-6,054 |
| US Dollar Index(NYBOT) |
| Jun04 |
040604 |
89.10 |
89.50 |
88.50 |
88.59 |
-0.41 |
1,343 |
9,444 |
-138 |
| Sep04 |
040604 |
89.43 |
89.90 |
88.83 |
88.94 |
-0.42 |
318 |
2,550 |
+84 |
| Dec04 |
040604 |
90.30 |
90.30 |
89.25 |
89.25 |
-0.42 |
10 |
55 |
-3 |
| Total Volume and Open Interest |
1,671 |
12,057 |
-57 |
| Australian Dollar(CME) |
| Jun04 |
040604 |
69.04 |
69.61 |
68.75 |
69.50 |
+0.76 |
2,324 |
36,670 |
+753 |
| Sep04 |
040604 |
68.37 |
68.88 |
68.32 |
68.81 |
+0.76 |
996 |
4,566 |
+1,225 |
| Dec04 |
040604 |
68.22 |
68.22 |
68.22 |
68.22 |
+0.76 |
45 |
227 |
+31 |
| Total Volume and Open Interest |
3,365 |
41,551 |
+2,009 |
| British Pound(CME) |
| Jun04 |
040604 |
183.66 |
184.40 |
183.00 |
183.87 |
-0.01 |
4,976 |
55,055 |
+959 |
| Sep04 |
040604 |
182.14 |
182.80 |
181.50 |
182.39 |
-0.01 |
2,654 |
5,298 |
+2,592 |
| Dec04 |
040604 |
180.50 |
180.99 |
180.50 |
180.99 |
-0.01 |
30 |
363 |
+0 |
| Total Volume and Open Interest |
7,630 |
60,720 |
+3,551 |
| Canadian Dollar(CME) |
| Jun04 |
040604 |
73.50 |
74.18 |
73.41 |
74.06 |
+0.65 |
6,549 |
61,713 |
-1,838 |
| Sep04 |
040604 |
73.35 |
74.05 |
73.35 |
73.93 |
+0.65 |
582 |
13,936 |
+282 |
| Dec04 |
040604 |
73.45 |
73.86 |
73.45 |
73.86 |
+0.65 |
201 |
3,886 |
+129 |
| Mar05 |
040604 |
73.80 |
73.80 |
73.80 |
73.80 |
+0.65 |
0 |
488 |
+0 |
| Total Volume and Open Interest |
7,377 |
80,269 |
-1,422 |
| Japanese Yen(CME) |
| Jun04 |
040604 |
89.90 |
90.70 |
89.30 |
90.05 |
-0.17 |
6,504 |
113,764 |
+1,581 |
| Sep04 |
040604 |
90.22 |
91.15 |
89.70 |
90.39 |
-0.16 |
3,203 |
6,376 |
+2,671 |
| Dec04 |
040604 |
90.83 |
90.83 |
90.83 |
90.83 |
-0.15 |
31 |
140 |
+5 |
| Total Volume and Open Interest |
9,738 |
120,285 |
+4,257 |
| Swiss Franc(CME) |
| Jun04 |
040604 |
79.92 |
80.85 |
79.55 |
80.76 |
+0.85 |
3,796 |
42,738 |
-456 |
| Sep04 |
040604 |
80.15 |
81.05 |
79.70 |
80.99 |
+0.86 |
2,135 |
4,394 |
+2,034 |
| Dec04 |
040604 |
81.24 |
81.24 |
81.24 |
81.24 |
+0.86 |
1 |
125 |
+1 |
| Total Volume and Open Interest |
5,932 |
47,314 |
+1,579 |
| EuroFX(CME) |
| Jun04 |
040604 |
122.00 |
122.98 |
121.30 |
122.88 |
+0.75 |
8,530 |
140,014 |
-3,605 |
| Sep04 |
040604 |
121.77 |
122.75 |
121.10 |
122.67 |
+0.75 |
1,394 |
10,271 |
+826 |
| Dec04 |
040604 |
122.59 |
122.59 |
122.59 |
122.59 |
+0.76 |
22 |
444 |
+2 |
| Total Volume and Open Interest |
9,946 |
150,943 |
-2,776 |
| Mexican Peso(CME) |
| Jun04 |
040604 |
8733.0 |
8760.0 |
8720.0 |
8753.0 |
+30.0 |
7,721 |
58,483 |
-944 |
| Sep04 |
040604 |
8600.0 |
8620.0 |
8600.0 |
8615.0 |
+27.0 |
258 |
6,008 |
+36 |
| Total Volume and Open Interest |
8,043 |
66,897 |
-908 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040604 |
105~22 |
106~14 |
105~03 |
105~05 |
-0~20 |
37,603 |
121,553 |
-29,883 |
| Sep04 |
040604 |
104~11 |
105~02 |
103~24 |
103~25 |
-0~20 |
227,341 |
396,210 |
+10,396 |
| Dec04 |
040604 |
103~06 |
103~06 |
102~18 |
102~18 |
-0~20 |
262 |
3,019 |
+201 |
| Total Volume and Open Interest |
265,206 |
520,978 |
-19,286 |
| Municipal Bonds(CBOT) |
| Jun04 |
040604 |
99~29 |
100~09 |
99~18 |
99~18 |
-0~12 |
93 |
1,653 |
-19 |
| Sep04 |
040604 |
98~31 |
99~03 |
98~23 |
98~24 |
-0~12 |
123 |
1,036 |
+53 |
| Total Volume and Open Interest |
216 |
2,689 |
+34 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040604 |
109~160 |
109~270 |
109~010 |
109~015 |
-0~160 |
93,012 |
260,840 |
-49,441 |
| Sep04 |
040604 |
108~010 |
108~115 |
107~170 |
107~175 |
-0~160 |
655,884 |
1,043,919 |
+39,770 |
| Total Volume and Open Interest |
751,024 |
1,318,826 |
-10,168 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040604 |
109~070 |
109~130 |
108~290 |
108~295 |
-0~115 |
43,797 |
252,451 |
+252,451 |
| Sep04 |
040604 |
107~275 |
108~025 |
107~175 |
107~180 |
-0~115 |
325,882 |
838,065 |
+838,065 |
| Dec04 |
040604 |
106~110 |
106~110 |
106~110 |
106~110 |
-0~115 |
450 |
2,476 |
+450 |
| Total Volume and Open Interest |
370,129 |
2,476 |
+450 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040604 |
105~114 |
105~120 |
105~104 |
105~104 |
-0~016 |
5,976 |
50,128 |
-11,177 |
| Sep04 |
040604 |
105~016 |
105~023 |
104~127 |
105~000 |
-0~018 |
7,751 |
162,098 |
+6,303 |
| Total Volume and Open Interest |
13,727 |
212,226 |
-4,874 |
| Eurodollars(CME) |
| Jun04 |
040604 |
98.535 |
98.550 |
98.500 |
98.540 |
-0.012 |
77,507 |
793,895 |
-12,069 |
| Sep04 |
040604 |
97.980 |
98.015 |
97.900 |
97.960 |
-0.045 |
115,259 |
861,794 |
+6,941 |
| Dec04 |
040604 |
97.485 |
97.525 |
97.430 |
97.435 |
-0.065 |
113,848 |
837,710 |
-13,028 |
| Mar05 |
040604 |
97.020 |
97.065 |
96.895 |
96.960 |
-0.075 |
121,778 |
691,491 |
+3,394 |
| Jun05 |
040604 |
96.610 |
96.650 |
96.500 |
96.535 |
-0.085 |
84,939 |
601,990 |
+6,602 |
| Sep05 |
040604 |
96.255 |
96.305 |
96.170 |
96.180 |
-0.080 |
71,920 |
461,128 |
+21,899 |
| Dec05 |
040604 |
95.925 |
95.955 |
95.850 |
95.855 |
-0.080 |
42,902 |
372,456 |
+4,746 |
| Mar06 |
040604 |
95.675 |
95.700 |
95.590 |
95.595 |
-0.075 |
34,967 |
299,260 |
+8,151 |
| Jun06 |
040604 |
95.430 |
95.450 |
95.365 |
95.370 |
-0.070 |
16,775 |
195,196 |
+5,829 |
| Sep06 |
040604 |
95.220 |
95.270 |
95.170 |
95.170 |
-0.070 |
14,341 |
185,869 |
+334 |
| Dec06 |
040604 |
95.005 |
95.070 |
94.975 |
94.985 |
-0.060 |
11,409 |
137,754 |
-242 |
| Mar07 |
040604 |
94.885 |
94.925 |
94.840 |
94.840 |
-0.060 |
11,445 |
126,297 |
+121 |
| Total Volume and Open Interest |
764,553 |
6,198,734 |
+37,740 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040604 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
130 |
12,500 |
-109 |
| Sep04 |
040604 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
5,550 |
-273 |
| Dec04 |
040604 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1 |
9,680 |
-216 |
| Mar05 |
040604 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
4 |
5,398 |
+22 |
| Jun05 |
040604 |
99.77 |
99.77 |
99.77 |
99.77 |
+0.01 |
0 |
5,024 |
+160 |
| Sep05 |
040604 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
3,256 |
+280 |
| Dec05 |
040604 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
1,863 |
+0 |
| Mar06 |
040604 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
1,504 |
+80 |
| Jun06 |
040604 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
701 |
+0 |
| Sep06 |
040604 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.01 |
150 |
939 |
+150 |
| Total Volume and Open Interest |
285 |
47,769 |
+94 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040604 |
99.92 |
99.93 |
99.92 |
99.93 |
unch |
7 |
71,455 |
-4 |
| Sep04 |
040604 |
99.90 |
99.91 |
99.90 |
99.91 |
unch |
2,783 |
40,364 |
+984 |
| Dec04 |
040604 |
99.89 |
99.90 |
99.89 |
99.89 |
unch |
1,033 |
66,215 |
-615 |
| Mar05 |
040604 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
1,041 |
51,295 |
-40 |
| Jun05 |
040604 |
99.77 |
99.78 |
99.77 |
99.77 |
+0.01 |
2,437 |
46,789 |
+26 |
| Sep05 |
040604 |
99.65 |
99.66 |
99.65 |
99.65 |
unch |
4,763 |
41,418 |
-1,033 |
| Dec05 |
040604 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
3,432 |
24,963 |
+2,360 |
| Mar06 |
040604 |
99.42 |
99.42 |
99.40 |
99.40 |
unch |
3,658 |
16,719 |
+2,793 |
| Total Volume and Open Interest |
20,129 |
380,990 |
+5,296 |
| German Euro-Bund(EUREX) |
| Jun04 |
040604 |
112.93 |
113.07 |
112.34 |
112.76 |
-0.15 |
1,387,927 |
586,266 |
-137,713 |
| Sep04 |
040604 |
112.47 |
112.55 |
111.82 |
112.24 |
-0.19 |
486,247 |
582,682 |
+160,314 |
| Dec04 |
040604 |
111.31 |
111.31 |
111.31 |
111.31 |
-0.14 |
260 |
126 |
+92 |
| Total Volume and Open Interest |
1,874,434 |
1,169,074 |
+22,693 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040604 |
110.73 |
110.80 |
110.32 |
110.58 |
-0.11 |
920,807 |
403,298 |
-110,172 |
| Sep04 |
040604 |
110.09 |
110.20 |
109.72 |
109.97 |
-0.17 |
307,162 |
467,200 |
+52,655 |
| Dec04 |
040604 |
109.10 |
109.10 |
109.10 |
109.10 |
-0.11 |
1,927 |
10 |
+0 |
| Total Volume and Open Interest |
1,229,896 |
870,508 |
-57,517 |
| Long Gilt(LIFFE) |
| Jun04 |
040604 |
105~07 |
105~17 |
105~04 |
105~08 |
-0~02 |
5,083 |
38,053 |
-756 |
| Sep04 |
040604 |
104~27 |
105~06 |
104~18 |
104~28 |
-0~03 |
37,027 |
210,233 |
+3,751 |
| Total Volume and Open Interest |
42,110 |
248,286 |
+2,995 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040604 |
95.28 |
95.28 |
95.26 |
95.27 |
-0.01 |
39,798 |
193,051 |
-10,263 |
| Sep04 |
040604 |
94.88 |
94.90 |
94.84 |
94.88 |
-0.01 |
41,320 |
215,359 |
-5,341 |
| Dec04 |
040604 |
94.62 |
94.63 |
94.56 |
94.61 |
-0.01 |
49,883 |
245,061 |
-1,440 |
| Total Volume and Open Interest |
177,409 |
1,303,799 |
-17,859 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040604 |
97.895 |
97.900 |
97.885 |
97.895 |
-0.005 |
56,764 |
559,008 |
-15,595 |
| Sep04 |
040604 |
97.780 |
97.790 |
97.765 |
97.780 |
-0.010 |
111,628 |
516,925 |
+4,216 |
| Dec04 |
040604 |
97.580 |
97.600 |
97.545 |
97.570 |
-0.015 |
152,189 |
571,162 |
+1,605 |
| Total Volume and Open Interest |
661,255 |
3,077,378 |
-123 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040604 |
94.52 |
94.52 |
94.51 |
94.52 |
-0.01 |
13,695 |
75,116 |
+364 |
| Sep04 |
040604 |
94.54 |
94.55 |
94.50 |
94.52 |
-0.03 |
67,194 |
217,998 |
+41,038 |
| Dec04 |
040604 |
94.50 |
94.50 |
94.46 |
94.49 |
-0.02 |
32,072 |
103,385 |
+24,726 |
| Mar05 |
040604 |
94.47 |
94.47 |
94.43 |
94.44 |
-0.03 |
5,226 |
48,788 |
+5,448 |
| Jun05 |
040604 |
94.42 |
94.42 |
94.39 |
94.40 |
-0.02 |
3,007 |
24,321 |
+3,551 |
| Sep05 |
040604 |
94.36 |
94.36 |
94.33 |
94.35 |
-0.02 |
156 |
14,595 |
+211 |
| Dec05 |
040604 |
94.27 |
94.29 |
94.26 |
94.28 |
-0.02 |
1,450 |
12,831 |
+1,340 |
| Mar06 |
040604 |
94.22 |
94.23 |
94.21 |
94.21 |
-0.02 |
220 |
7,836 |
+310 |
| Jun06 |
040604 |
94.13 |
94.16 |
94.13 |
94.16 |
-0.01 |
0 |
2,364 |
-51 |
| Sep06 |
040604 |
94.08 |
94.10 |
94.08 |
94.10 |
unch |
0 |
2,058 |
+0 |
| Total Volume and Open Interest |
123,020 |
512,402 |
+76,937 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040604 |
94.21 |
94.23 |
94.14 |
94.16 |
-0.02 |
198 |
3,547 |
-218,700 |
| Sep04 |
040604 |
94.17 |
94.18 |
94.17 |
94.18 |
-2.61 |
14,268 |
5 |
-983 |
| Total Volume and Open Interest |
209,930 |
536,884 |
+107,134 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040604 |
94.66 |
94.66 |
94.60 |
94.64 |
-0.02 |
142,421 |
509,663 |
+92,866 |
| Sep04 |
040604 |
94.59 |
94.59 |
94.54 |
94.56 |
-0.02 |
11,567 |
27,221 |
+14,268 |
| Total Volume and Open Interest |
153,988 |
536,884 |
+107,134 |
| Gold(CMX) |
| Jun04 |
040604 |
387.4 |
391.5 |
385.5 |
390.9 |
+2.8 |
601 |
1,177 |
-448 |
| Aug04 |
040604 |
388.0 |
392.5 |
385.5 |
391.7 |
+2.8 |
40,174 |
134,538 |
+1,658 |
| Oct04 |
040604 |
390.5 |
393.0 |
388.0 |
393.0 |
+2.8 |
184 |
9,556 |
+14 |
| Dec04 |
040604 |
391.2 |
395.3 |
388.0 |
394.4 |
+2.8 |
1,234 |
38,615 |
+39 |
| Feb05 |
040604 |
392.0 |
396.0 |
392.0 |
396.0 |
+2.9 |
63 |
3,136 |
-48 |
| Apr05 |
040604 |
397.8 |
397.8 |
397.8 |
397.8 |
+3.0 |
1 |
3,565 |
+0 |
| Total Volume and Open Interest |
42,468 |
226,553 |
+1,220 |
| Silver(CMX) |
| Jul04 |
040604 |
573.0 |
583.5 |
565.0 |
581.0 |
+7.5 |
11,569 |
50,995 |
-2,111 |
| Sep04 |
040604 |
577.0 |
586.0 |
565.0 |
582.8 |
+7.5 |
534 |
9,182 |
-35 |
| Dec04 |
040604 |
578.0 |
589.0 |
567.0 |
585.2 |
+7.5 |
843 |
14,826 |
+109 |
| Mar05 |
040604 |
587.4 |
587.4 |
587.4 |
587.4 |
+7.4 |
22 |
3,769 |
+1 |
| May05 |
040604 |
589.4 |
589.4 |
589.4 |
589.4 |
+7.3 |
0 |
812 |
+0 |
| Total Volume and Open Interest |
13,040 |
85,539 |
-2,049 |
| Platinum(NYM) |
| Jul04 |
040604 |
829.8 |
830.0 |
825.5 |
829.6 |
+2.3 |
452 |
4,780 |
-27 |
| Oct04 |
040604 |
822.0 |
823.1 |
820.0 |
823.1 |
+2.8 |
60 |
660 |
-9 |
| Jan05 |
040604 |
818.1 |
818.1 |
818.1 |
818.1 |
+2.8 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
512 |
5,448 |
-36 |
| Palladium(NYME) |
| Jun04 |
040604 |
237.00 |
243.00 |
237.00 |
243.00 |
-2.75 |
87 |
536 |
-369 |
| Sep04 |
040604 |
240.00 |
245.00 |
238.00 |
244.40 |
-2.60 |
195 |
6,883 |
-4 |
| Dec04 |
040604 |
245.00 |
246.00 |
245.00 |
245.90 |
-2.60 |
3 |
422 |
+2 |
| Total Volume and Open Interest |
285 |
7,841 |
-371 |
| Copper(CMX) |
| Jul04 |
040604 |
122.10 |
123.50 |
120.80 |
123.15 |
-1.45 |
5,439 |
39,232 |
-986 |
| Sep04 |
040604 |
121.80 |
122.90 |
120.80 |
122.65 |
-1.50 |
921 |
11,637 |
+153 |
| Dec04 |
040604 |
118.60 |
119.80 |
118.00 |
119.55 |
-1.40 |
432 |
10,329 |
-28 |
| Mar05 |
040604 |
116.00 |
116.65 |
116.00 |
116.65 |
-1.30 |
6 |
1,300 |
+4 |
| May05 |
040604 |
114.55 |
114.55 |
114.55 |
114.55 |
-1.30 |
7 |
309 |
+0 |
| Total Volume and Open Interest |
7,151 |
70,292 |
-890 |
| DJIA Index(CBOT) |
| Jun04 |
040604 |
10230 |
10297 |
10215 |
10250 |
+65 |
7,215 |
45,185 |
+648 |
| Sep04 |
040604 |
10215 |
10280 |
10210 |
10233 |
+65 |
112 |
1,791 |
+65 |
| Dec04 |
040604 |
10226 |
10226 |
10226 |
10226 |
+65 |
2 |
19 |
+0 |
| Total Volume and Open Interest |
7,327 |
46,995 |
+713 |
| S & P 500(CME) |
| Jun04 |
040604 |
1123.70 |
1129.50 |
1120.60 |
1123.20 |
+8.30 |
59,346 |
506,600 |
-15,321 |
| Sep04 |
040604 |
1123.30 |
1128.80 |
1121.70 |
1122.70 |
+8.40 |
26,652 |
87,056 |
+19,924 |
| Dec04 |
040604 |
1123.20 |
1123.20 |
1123.20 |
1123.20 |
+8.50 |
53 |
3,163 |
+20 |
| Mar05 |
040604 |
1125.40 |
1125.40 |
1125.40 |
1125.40 |
+8.90 |
5 |
236 |
+0 |
| Total Volume and Open Interest |
86,062 |
597,271 |
+4,623 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040604 |
1116.00 |
1129.50 |
1115.50 |
1123.25 |
+8.25 |
613,526 |
549,722 |
-8,959 |
| Sep04 |
040604 |
1122.50 |
1128.75 |
1115.25 |
1122.75 |
+8.50 |
13,080 |
36,182 |
+10,642 |
| Total Volume and Open Interest |
626,606 |
585,904 |
+1,683 |
| NASDAQ 100(CME) |
| Jun04 |
040604 |
1462.00 |
1474.00 |
1455.00 |
1456.50 |
+13.50 |
12,388 |
76,563 |
-2,016 |
| Sep04 |
040604 |
1466.50 |
1471.50 |
1460.00 |
1460.50 |
+13.50 |
1,454 |
5,265 |
+1,224 |
| Dec04 |
040604 |
1464.50 |
1464.50 |
1464.50 |
1464.50 |
+13.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
13,842 |
81,834 |
-792 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040604 |
1448.5 |
1473.5 |
1444.5 |
1456.5 |
+13.5 |
290,141 |
309,467 |
-8,467 |
| Sep04 |
040604 |
1450.5 |
1475.5 |
1450.5 |
1460.5 |
+13.5 |
583 |
2,606 |
+163 |
| Total Volume and Open Interest |
290,724 |
312,073 |
-8,304 |
| S & P Midcap 400(CME) |
| Jun04 |
040604 |
592.00 |
595.60 |
590.00 |
593.25 |
+6.25 |
1,377 |
17,080 |
+680 |
| Sep04 |
040604 |
593.60 |
593.60 |
593.60 |
593.60 |
+6.60 |
50 |
50 |
+50 |
| Dec04 |
040604 |
593.60 |
593.60 |
593.60 |
593.60 |
+6.60 |
|
|
|
| Total Volume and Open Interest |
1,427 |
17,130 |
+730 |
| Russell 2000(CME) |
| Jun04 |
040604 |
565.75 |
571.50 |
563.50 |
567.25 |
+6.25 |
3,281 |
32,869 |
+1,143 |
| Sep04 |
040604 |
564.50 |
568.00 |
564.50 |
566.50 |
+6.40 |
514 |
1,084 |
+498 |
| Dec04 |
040604 |
566.50 |
566.50 |
566.50 |
566.50 |
+6.60 |
|
|
|
| Total Volume and Open Interest |
3,795 |
33,953 |
+1,641 |
| Value Line(KCBT) |
| Jun04 |
040604 |
1576.00 |
1576.00 |
1570.00 |
1574.00 |
+13.00 |
1 |
38 |
-1 |
| Total Volume and Open Interest |
1 |
41 |
-1 |
| Nikkei 225(CME) |
| Jun04 |
040604 |
11190 |
11240 |
11165 |
11230 |
+205 |
5,035 |
39,443 |
+151 |
| Sep04 |
040604 |
11220 |
11260 |
11170 |
11245 |
+205 |
413 |
2,789 |
+228 |
| Total Volume and Open Interest |
5,448 |
42,235 |
+379 |
| Nikkei 225(SIMEX) |
| Jun04 |
040604 |
11050 |
11150 |
11010 |
11135 |
+80 |
48,586 |
160,548 |
+4,990 |
| Sep04 |
040604 |
11055 |
11135 |
11020 |
11135 |
+80 |
2,081 |
6,429 |
+2,326 |
| Dec04 |
040604 |
11105 |
11105 |
11105 |
11105 |
+80 |
|
|
|
| Total Volume and Open Interest |
50,667 |
166,977 |
+7,316 |
| CAC 40(MATIF) |
| Jun04 |
040604 |
3641.5 |
3702.0 |
3636.0 |
3686.0 |
+39.5 |
58 |
559 |
-418,751 |
| Jul04 |
040604 |
3676.0 |
3692.5 |
3676.0 |
3691.5 |
+39.0 |
193 |
559 |
+191 |
| Aug04 |
040604 |
3679.0 |
3697.5 |
3679.0 |
3697.5 |
+45.0 |
|
|
|
| Total Volume and Open Interest |
50,999 |
450,270 |
+9,059 |
| DAX Index(EUREX) |
| Jun04 |
040604 |
3920.0 |
3984.5 |
3917.5 |
3982.5 |
+57.5 |
111,220 |
200,956 |
+1,047 |
| Sep04 |
040604 |
3946.0 |
4005.0 |
3939.0 |
4003.5 |
+58.0 |
2,329 |
9,550 |
+723 |
| Dec04 |
040604 |
3988.0 |
4026.0 |
3988.0 |
4026.0 |
+58.0 |
530 |
3,370 |
+130 |
| Total Volume and Open Interest |
114,079 |
213,876 |
+1,900 |
| FT-SE 100(LIFFE) |
| Jun04 |
040604 |
4439.00 |
4467.00 |
4430.00 |
4461.00 |
+26.00 |
56,006 |
405,659 |
+2,665 |
| Sep04 |
040604 |
4442.00 |
4474.50 |
4442.00 |
4472.00 |
+26.00 |
857 |
40,241 |
-56 |
| Dec04 |
040604 |
4502.50 |
4502.50 |
4502.50 |
4502.50 |
+26.00 |
0 |
21,622 |
+0 |
| Total Volume and Open Interest |
57,563 |
469,372 |
+3,308 |
| SPI 200(SFE) |
| Jun04 |
040604 |
3463.0 |
3477.0 |
3456.0 |
3476.0 |
+8.0 |
13,121 |
158,972 |
+1,576 |
| Sep04 |
040604 |
3457.0 |
3483.0 |
3457.0 |
3483.0 |
+8.0 |
2,040 |
9,303 |
+1,665 |
| Dec04 |
040604 |
3483.0 |
3496.0 |
3483.0 |
3496.0 |
+8.0 |
67 |
2,652 |
+66 |
| Total Volume and Open Interest |
15,376 |
172,640 |
+3,367 |
| GSCI(CME) |
| Jun04 |
040604 |
296.40 |
297.55 |
294.60 |
294.60 |
-3.60 |
419 |
15,776 |
+134 |
| Jul04 |
040604 |
293.50 |
293.50 |
293.50 |
293.50 |
-3.50 |
10 |
394 |
+7 |
| Aug04 |
040604 |
291.25 |
291.25 |
291.25 |
291.25 |
-2.25 |
|
|
|
| Total Volume and Open Interest |
429 |
16,170 |
+140 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040604 |
271.75 |
274.00 |
271.50 |
273.75 |
+2.25 |
50 |
122 |
+26 |
| Nov04 |
040604 |
274.25 |
274.25 |
274.25 |
274.25 |
+2.25 |
0 |
3 |
+0 |
| Jan05 |
040604 |
274.50 |
274.50 |
274.50 |
274.50 |
+2.25 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
90 |
300 |
-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. |
|
|