|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri June 11, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul04 |
040610 |
853.00 |
857.00 |
839.00 |
847.00 |
-5.00 |
33,249 |
89,066 |
-2,597 |
Aug04 |
040610 |
796.00 |
797.00 |
780.00 |
784.50 |
-16.00 |
8,101 |
28,028 |
+1,441 |
Sep04 |
040610 |
703.00 |
703.00 |
682.00 |
691.75 |
-17.75 |
2,376 |
11,592 |
-261 |
Nov04 |
040610 |
666.00 |
669.00 |
654.50 |
663.50 |
-15.50 |
15,951 |
63,216 |
+1,699 |
Jan05 |
040610 |
667.00 |
670.00 |
658.00 |
665.00 |
-15.50 |
175 |
4,693 |
-16 |
Mar05 |
040610 |
664.00 |
669.00 |
660.00 |
664.50 |
-15.00 |
297 |
3,655 |
+103 |
May05 |
040610 |
662.00 |
665.00 |
654.00 |
661.00 |
-10.00 |
195 |
2,781 |
+132 |
Total Volume and Open Interest |
60,554 |
204,808 |
+534 |
Soybean Meal(CBOT) |
Jul04 |
040610 |
271.00 |
273.50 |
268.00 |
271.30 |
-1.20 |
12,790 |
45,454 |
-76 |
Aug04 |
040610 |
259.50 |
259.50 |
255.50 |
258.40 |
-3.60 |
7,066 |
24,301 |
+955 |
Sep04 |
040610 |
237.50 |
237.50 |
233.50 |
235.30 |
-3.70 |
1,369 |
15,861 |
-46 |
Oct04 |
040610 |
211.00 |
212.00 |
209.00 |
209.50 |
-5.00 |
302 |
13,088 |
+33 |
Dec04 |
040610 |
206.00 |
208.00 |
204.00 |
205.30 |
-4.70 |
5,952 |
33,992 |
+994 |
Jan05 |
040610 |
204.50 |
207.00 |
203.50 |
203.50 |
-5.00 |
383 |
4,434 |
+202 |
Mar05 |
040610 |
203.50 |
206.00 |
203.50 |
204.50 |
-4.50 |
195 |
4,590 |
+12 |
May05 |
040610 |
204.50 |
206.00 |
202.00 |
204.00 |
-4.00 |
509 |
3,281 |
+217 |
Total Volume and Open Interest |
28,794 |
149,698 |
+2,453 |
Soybean Oil(CBOT) |
Jul04 |
040610 |
28.08 |
28.17 |
27.68 |
27.83 |
-0.38 |
10,344 |
43,784 |
-2,127 |
Aug04 |
040610 |
27.50 |
27.55 |
26.95 |
27.01 |
-0.54 |
4,076 |
18,477 |
+842 |
Sep04 |
040610 |
26.85 |
26.85 |
26.25 |
26.25 |
-0.63 |
932 |
16,450 |
+21 |
Oct04 |
040610 |
25.40 |
25.40 |
25.12 |
25.25 |
-0.38 |
718 |
10,637 |
-6 |
Dec04 |
040610 |
24.57 |
24.57 |
24.22 |
24.36 |
-0.51 |
3,894 |
30,773 |
+1,258 |
Jan05 |
040610 |
24.45 |
24.45 |
24.28 |
24.28 |
-0.54 |
122 |
5,376 |
+54 |
Mar05 |
040610 |
24.45 |
24.45 |
24.25 |
24.28 |
-0.54 |
74 |
4,506 |
+20 |
May05 |
040610 |
24.45 |
24.45 |
24.23 |
24.28 |
-0.52 |
46 |
1,596 |
+6 |
Total Volume and Open Interest |
20,356 |
135,096 |
+8 |
Canola(WCE) |
Jul04 |
040610 |
381.5 |
381.5 |
379.5 |
379.5 |
-2.0 |
3,073 |
17,197 |
-295 |
Sep04 |
040610 |
362.8 |
362.8 |
362.8 |
362.8 |
-6.0 |
0 |
50 |
+0 |
Nov04 |
040610 |
364.0 |
364.0 |
362.0 |
362.4 |
-5.6 |
2,129 |
40,272 |
+870 |
Jan05 |
040610 |
366.3 |
366.3 |
366.3 |
366.3 |
-6.2 |
15 |
1,400 |
+10 |
Mar05 |
040610 |
369.0 |
369.0 |
369.0 |
369.0 |
-6.0 |
0 |
490 |
+0 |
Total Volume and Open Interest |
5,217 |
59,731 |
+585 |
Corn(CBOT) |
Jul04 |
040610 |
294.00 |
294.00 |
284.50 |
285.75 |
-11.75 |
35,711 |
171,870 |
-10,123 |
Sep04 |
040610 |
298.00 |
298.50 |
288.50 |
289.75 |
-12.50 |
21,713 |
96,177 |
+8,964 |
Dec04 |
040610 |
298.00 |
298.00 |
289.50 |
290.75 |
-11.75 |
44,065 |
315,416 |
-512 |
Mar05 |
040610 |
302.50 |
302.50 |
294.75 |
295.00 |
-12.00 |
2,465 |
28,556 |
+1,204 |
May05 |
040610 |
304.00 |
304.75 |
299.00 |
299.50 |
-10.75 |
852 |
8,371 |
+461 |
Jul05 |
040610 |
304.50 |
304.50 |
298.50 |
299.25 |
-10.25 |
346 |
8,321 |
+131 |
Total Volume and Open Interest |
105,838 |
640,721 |
-53 |
Wheat(CBOT) |
Jul04 |
040610 |
355.00 |
356.50 |
350.00 |
350.50 |
-9.50 |
20,398 |
58,985 |
-4,148 |
Sep04 |
040610 |
365.00 |
366.00 |
360.00 |
361.50 |
-9.50 |
10,407 |
38,947 |
+3,813 |
Dec04 |
040610 |
377.00 |
378.00 |
371.25 |
372.00 |
-9.50 |
2,521 |
22,425 |
+397 |
Mar05 |
040610 |
382.00 |
383.00 |
379.50 |
380.25 |
-8.75 |
265 |
4,865 |
+288 |
May05 |
040610 |
385.00 |
385.00 |
381.00 |
381.00 |
-9.50 |
0 |
98 |
+0 |
Total Volume and Open Interest |
33,608 |
126,862 |
+359 |
Wheat(KCBT) |
Jul04 |
040610 |
381.00 |
381.00 |
375.00 |
376.00 |
-6.75 |
6,653 |
28,184 |
-2,545 |
Sep04 |
040610 |
388.00 |
388.50 |
383.00 |
383.50 |
-8.50 |
4,590 |
19,497 |
+2,028 |
Dec04 |
040610 |
398.00 |
398.00 |
392.50 |
394.25 |
-6.50 |
1,789 |
11,527 |
+547 |
Mar05 |
040610 |
401.50 |
401.50 |
399.00 |
400.25 |
-6.75 |
147 |
1,142 |
+136 |
May05 |
040610 |
401.00 |
401.00 |
401.00 |
401.00 |
unch |
0 |
11 |
+0 |
Total Volume and Open Interest |
13,181 |
60,860 |
+166 |
Wheat(MGE) |
Jul04 |
040610 |
410.50 |
411.00 |
406.25 |
407.00 |
-5.75 |
2,219 |
12,757 |
-245 |
Sep04 |
040610 |
406.00 |
406.50 |
402.00 |
403.50 |
-5.50 |
1,562 |
10,192 |
+7 |
Dec04 |
040610 |
411.00 |
411.00 |
407.25 |
408.25 |
-4.75 |
481 |
10,239 |
+100 |
Mar05 |
040610 |
410.00 |
411.50 |
410.00 |
410.50 |
-4.25 |
22 |
506 |
+20 |
May05 |
040610 |
408.50 |
408.50 |
408.50 |
408.50 |
-4.00 |
0 |
159 |
+0 |
Total Volume and Open Interest |
4,285 |
33,904 |
-118 |
Oats(CBOT) |
Jul04 |
040610 |
145.50 |
146.25 |
143.00 |
145.25 |
-1.50 |
438 |
4,530 |
-107 |
Sep04 |
040610 |
151.00 |
151.50 |
150.00 |
151.00 |
-1.50 |
125 |
2,436 |
+57 |
Dec04 |
040610 |
157.75 |
158.00 |
155.00 |
156.50 |
-2.50 |
250 |
4,691 |
+7 |
Mar05 |
040610 |
163.00 |
163.00 |
163.00 |
163.00 |
-2.00 |
1 |
94 |
+0 |
Total Volume and Open Interest |
814 |
11,785 |
-43 |
Rough Rice(CBOT) |
Jul04 |
040610 |
10.10 |
10.15 |
10.04 |
10.07 |
+0.04 |
323 |
2,786 |
+10 |
Sep04 |
040610 |
9.30 |
9.30 |
9.08 |
9.08 |
-0.07 |
90 |
644 |
-52 |
Nov04 |
040610 |
9.10 |
9.12 |
8.90 |
9.04 |
-0.01 |
10 |
1,162 |
+1 |
Jan05 |
040610 |
9.20 |
9.20 |
9.15 |
9.15 |
-0.06 |
0 |
226 |
+0 |
Total Volume and Open Interest |
423 |
4,902 |
-41 |
Live Cattle(CME) |
Jun04 |
040610 |
89.250 |
89.250 |
86.475 |
86.750 |
-2.725 |
6,053 |
11,521 |
-2,117 |
Aug04 |
040610 |
89.000 |
89.000 |
86.900 |
87.250 |
-1.900 |
10,626 |
71,569 |
-493 |
Oct04 |
040610 |
88.700 |
88.700 |
87.450 |
87.650 |
-1.100 |
3,985 |
26,872 |
-84 |
Dec04 |
040610 |
88.600 |
88.600 |
87.550 |
88.050 |
-0.475 |
1,120 |
10,741 |
+246 |
Feb05 |
040610 |
88.125 |
88.350 |
87.750 |
88.125 |
-0.525 |
280 |
5,525 |
+67 |
Apr05 |
040610 |
86.200 |
86.200 |
85.750 |
86.050 |
-0.475 |
143 |
1,801 |
-4 |
Total Volume and Open Interest |
22,266 |
128,508 |
-2,355 |
Feeder Cattle(CME) |
Aug04 |
040610 |
108.600 |
108.600 |
107.100 |
107.500 |
-0.875 |
1,579 |
11,347 |
-28 |
Sep04 |
040610 |
107.150 |
107.250 |
105.800 |
105.900 |
-1.150 |
245 |
1,139 |
-53 |
Oct04 |
040610 |
106.000 |
106.000 |
104.850 |
105.050 |
-0.825 |
272 |
1,969 |
+24 |
Nov04 |
040610 |
104.700 |
104.700 |
103.700 |
104.100 |
-0.800 |
73 |
851 |
+45 |
Jan05 |
040610 |
100.400 |
100.400 |
100.000 |
100.000 |
-0.750 |
25 |
317 |
+0 |
Mar05 |
040610 |
95.950 |
96.000 |
95.000 |
95.200 |
-0.800 |
14 |
75 |
+5 |
Apr05 |
040610 |
95.500 |
95.500 |
95.000 |
95.000 |
-0.700 |
2 |
45 |
+0 |
Total Volume and Open Interest |
2,210 |
15,747 |
-7 |
Lean Hogs(CME) |
Jun04 |
040610 |
77.900 |
78.500 |
77.900 |
78.400 |
+0.250 |
2,342 |
7,858 |
-618 |
Jul04 |
040610 |
75.400 |
76.550 |
75.350 |
76.325 |
+0.850 |
7,799 |
26,925 |
-3,812 |
Aug04 |
040610 |
75.050 |
76.250 |
74.900 |
76.225 |
+0.775 |
6,665 |
27,135 |
+2,912 |
Oct04 |
040610 |
63.500 |
64.400 |
63.200 |
64.375 |
+0.575 |
891 |
10,234 |
+29 |
Dec04 |
040610 |
58.100 |
59.250 |
57.900 |
59.225 |
+0.925 |
361 |
6,642 |
+50 |
Feb05 |
040610 |
59.000 |
59.500 |
59.000 |
59.500 |
+0.200 |
62 |
850 |
+20 |
Apr05 |
040610 |
60.100 |
60.250 |
60.100 |
60.250 |
+0.100 |
10 |
387 |
+3 |
May05 |
040610 |
62.175 |
62.175 |
62.175 |
62.175 |
-0.025 |
0 |
47 |
+0 |
Total Volume and Open Interest |
18,132 |
80,119 |
-1,416 |
Pork Bellies(CME) |
Jul04 |
040610 |
108.600 |
111.750 |
107.950 |
111.750 |
+2.725 |
549 |
2,393 |
-81 |
Aug04 |
040610 |
107.000 |
110.100 |
106.250 |
109.800 |
+2.375 |
165 |
646 |
-5 |
Feb05 |
040610 |
94.400 |
94.500 |
92.750 |
92.750 |
-1.750 |
3 |
24 |
+2 |
Mar05 |
040610 |
93.250 |
93.250 |
93.250 |
93.250 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
717 |
3,065 |
-84 |
Class III Milk(CME) |
Jun04 |
040610 |
17.50 |
17.57 |
17.47 |
17.57 |
+0.02 |
315 |
6,569 |
+89 |
Jul04 |
040610 |
16.40 |
16.42 |
16.22 |
16.30 |
-0.16 |
927 |
4,550 |
-212 |
Aug04 |
040610 |
16.40 |
16.46 |
16.19 |
16.21 |
-0.28 |
849 |
4,497 |
-267 |
Sep04 |
040610 |
15.75 |
15.90 |
15.62 |
15.78 |
-0.01 |
503 |
4,251 |
-225 |
Oct04 |
040610 |
14.48 |
14.55 |
14.45 |
14.55 |
-0.05 |
129 |
3,143 |
+10 |
Total Volume and Open Interest |
2,805 |
28,476 |
-615 |
Cocoa(NYBOT) |
Jul04 |
040610 |
1351 |
1359 |
1342 |
1347 |
-14 |
9,642 |
18,850 |
-3,607 |
Sep04 |
040610 |
1361 |
1370 |
1353 |
1360 |
-11 |
8,040 |
31,778 |
+3,575 |
Dec04 |
040610 |
1381 |
1381 |
1370 |
1374 |
-12 |
945 |
14,542 |
+241 |
Mar05 |
040610 |
1400 |
1400 |
1397 |
1397 |
-11 |
110 |
9,902 |
+65 |
May05 |
040610 |
1412 |
1412 |
1411 |
1411 |
-11 |
50 |
11,404 |
+50 |
Jul05 |
040610 |
1430 |
1430 |
1426 |
1426 |
-11 |
1,639 |
10,836 |
+790 |
Sep05 |
040610 |
1442 |
1442 |
1442 |
1442 |
-11 |
1 |
4,730 |
+0 |
Total Volume and Open Interest |
20,427 |
103,195 |
+1,114 |
Coffee "C"(NYBOT) |
Jul04 |
040610 |
84.00 |
85.00 |
82.50 |
83.25 |
+0.25 |
14,348 |
51,459 |
-5,774 |
Sep04 |
040610 |
86.00 |
87.25 |
84.80 |
85.55 |
+0.25 |
10,463 |
42,227 |
+5,278 |
Dec04 |
040610 |
88.60 |
90.25 |
88.00 |
88.35 |
+0.10 |
1,470 |
11,733 |
+3 |
Mar05 |
040610 |
91.00 |
92.10 |
90.80 |
91.05 |
+0.10 |
244 |
6,148 |
+100 |
May05 |
040610 |
92.50 |
93.50 |
91.00 |
92.55 |
+0.05 |
76 |
1,136 |
-12 |
Jul05 |
040610 |
94.00 |
95.00 |
93.95 |
93.95 |
-0.05 |
130 |
968 |
+25 |
Total Volume and Open Interest |
26,798 |
114,231 |
-336 |
Orange Juice(NYBOT) |
Jul04 |
040610 |
56.05 |
56.25 |
54.65 |
55.60 |
-0.80 |
989 |
21,188 |
+41 |
Sep04 |
040610 |
58.50 |
58.50 |
57.10 |
57.90 |
-0.70 |
652 |
7,220 |
+297 |
Nov04 |
040610 |
60.50 |
60.50 |
59.20 |
60.15 |
-0.40 |
198 |
5,173 |
+90 |
Jan05 |
040610 |
62.65 |
62.70 |
61.50 |
62.30 |
-0.40 |
277 |
1,366 |
+155 |
Mar05 |
040610 |
64.00 |
64.00 |
63.50 |
63.95 |
-0.90 |
60 |
2,876 |
-5 |
Total Volume and Open Interest |
2,194 |
40,751 |
+596 |
Sugar #11(NYBOT) |
Jul04 |
040610 |
6.93 |
6.95 |
6.68 |
6.75 |
-0.18 |
26,481 |
118,197 |
-3,701 |
Oct04 |
040610 |
7.37 |
7.39 |
7.14 |
7.24 |
-0.13 |
18,181 |
103,679 |
+5,503 |
Mar05 |
040610 |
7.67 |
7.69 |
7.51 |
7.58 |
-0.09 |
4,759 |
37,617 |
-438 |
May05 |
040610 |
7.59 |
7.59 |
7.47 |
7.52 |
-0.07 |
1,925 |
14,015 |
+280 |
Jul05 |
040610 |
7.40 |
7.41 |
7.29 |
7.32 |
-0.07 |
451 |
9,794 |
+159 |
Total Volume and Open Interest |
52,064 |
293,817 |
+1,960 |
London Cocoa(LCE) |
Jul04 |
040610 |
775 |
781 |
771 |
773 |
-12 |
2,663 |
41,797 |
-914 |
Sep04 |
040610 |
788 |
796 |
787 |
789 |
-11 |
2,436 |
31,688 |
+1,257 |
Dec04 |
040610 |
817 |
820 |
810 |
812 |
-12 |
564 |
46,697 |
+98 |
Mar05 |
040610 |
839 |
839 |
833 |
833 |
-11 |
516 |
28,069 |
+12 |
May05 |
040610 |
852 |
852 |
845 |
846 |
-11 |
428 |
10,495 |
+27 |
Jul05 |
040610 |
861 |
861 |
859 |
859 |
-11 |
259 |
9,577 |
-18 |
Sep05 |
040610 |
869 |
869 |
869 |
869 |
-11 |
0 |
7,070 |
+0 |
Total Volume and Open Interest |
6,866 |
182,082 |
+462 |
London Coffee(LCE) |
Jul04 |
040610 |
864.00 |
872.00 |
852.00 |
866.00 |
+36.00 |
1,601 |
58,961 |
-394 |
Sep04 |
040610 |
839.00 |
845.00 |
827.00 |
838.00 |
+26.00 |
3,353 |
57,183 |
+570 |
Nov04 |
040610 |
817.00 |
832.00 |
808.00 |
824.00 |
+21.00 |
1,253 |
25,867 |
+130 |
Jan05 |
040610 |
811.00 |
826.00 |
808.00 |
818.00 |
+14.00 |
1,123 |
16,696 |
+400 |
Mar05 |
040610 |
823.00 |
823.00 |
823.00 |
823.00 |
+14.00 |
279 |
10,477 |
+82 |
May05 |
040610 |
828.00 |
828.00 |
828.00 |
828.00 |
+14.00 |
76 |
4,738 |
+18 |
Total Volume and Open Interest |
7,685 |
174,266 |
+806 |
London Sugar(LCE) |
Aug04 |
040610 |
215.40 |
217.30 |
213.00 |
213.60 |
-3.90 |
1,450 |
22,512 |
-290 |
Oct04 |
040610 |
221.70 |
221.70 |
218.00 |
218.60 |
-3.30 |
353 |
12,488 |
-35 |
Dec04 |
040610 |
226.50 |
226.50 |
223.50 |
223.50 |
-3.90 |
19 |
5,016 |
+14 |
Mar05 |
040610 |
231.80 |
232.30 |
229.30 |
229.30 |
-3.60 |
425 |
9,693 |
+302 |
May05 |
040610 |
227.30 |
227.30 |
227.30 |
227.30 |
-3.60 |
50 |
3,809 |
+0 |
Total Volume and Open Interest |
2,501 |
59,465 |
+44 |
Cotton(NYBOT) |
Jul04 |
040610 |
57.40 |
58.75 |
56.90 |
58.17 |
+1.58 |
8,218 |
36,510 |
-138 |
Oct04 |
040610 |
58.30 |
58.90 |
58.00 |
58.60 |
+1.30 |
86 |
1,997 |
+1 |
Dec04 |
040610 |
58.70 |
58.85 |
57.85 |
58.54 |
+0.50 |
6,911 |
39,094 |
+559 |
Mar05 |
040610 |
60.70 |
60.80 |
60.10 |
60.45 |
+0.50 |
831 |
7,345 |
+270 |
May05 |
040610 |
61.37 |
61.37 |
61.15 |
61.15 |
+0.50 |
7 |
1,310 |
+1 |
Jul05 |
040610 |
61.90 |
61.90 |
61.90 |
61.90 |
+0.45 |
14 |
808 |
-14 |
Total Volume and Open Interest |
16,088 |
87,690 |
+695 |
Lumber(CME) |
Jul04 |
040610 |
394.0 |
396.1 |
388.1 |
389.8 |
-3.9 |
435 |
3,555 |
-37 |
Sep04 |
040610 |
362.9 |
364.7 |
359.0 |
359.5 |
-3.4 |
177 |
1,138 |
+24 |
Nov04 |
040610 |
332.0 |
332.1 |
328.8 |
328.8 |
-4.6 |
49 |
442 |
-10 |
Jan05 |
040610 |
333.0 |
333.0 |
331.5 |
331.5 |
+0.4 |
0 |
46 |
+0 |
Total Volume and Open Interest |
661 |
5,183 |
-23 |
Crude Oil(NYM) |
Jul04 |
040610 |
37.60 |
38.60 |
37.45 |
38.45 |
+0.91 |
124,258 |
115,795 |
-21,181 |
Aug04 |
040610 |
37.75 |
38.75 |
37.65 |
38.65 |
+0.91 |
95,950 |
124,236 |
+9,481 |
Sep04 |
040610 |
37.70 |
38.65 |
37.65 |
38.55 |
+0.90 |
28,595 |
67,542 |
+2,071 |
Oct04 |
040610 |
37.50 |
38.28 |
37.50 |
38.28 |
+0.83 |
5,908 |
40,262 |
+1,252 |
Nov04 |
040610 |
37.15 |
37.91 |
37.15 |
37.91 |
+0.77 |
2,315 |
23,666 |
+362 |
Dec04 |
040610 |
36.80 |
37.55 |
36.80 |
37.54 |
+0.71 |
15,929 |
64,797 |
-2,589 |
Jan05 |
040610 |
36.45 |
37.13 |
36.45 |
37.13 |
+0.68 |
3,964 |
22,563 |
+927 |
Feb05 |
040610 |
36.76 |
36.76 |
36.76 |
36.76 |
+0.65 |
3,436 |
11,990 |
+83 |
Mar05 |
040610 |
36.42 |
36.42 |
36.42 |
36.42 |
+0.62 |
1,478 |
12,417 |
-470 |
Apr05 |
040610 |
36.12 |
36.12 |
36.12 |
36.12 |
+0.59 |
130 |
8,039 |
+110 |
May05 |
040610 |
35.83 |
35.83 |
35.83 |
35.83 |
+0.56 |
287 |
4,085 |
-144 |
Jun05 |
040610 |
35.15 |
35.58 |
35.15 |
35.58 |
+0.53 |
2,549 |
19,557 |
+514 |
Jul05 |
040610 |
35.30 |
35.36 |
35.30 |
35.36 |
+0.50 |
1,060 |
5,351 |
-491 |
Aug05 |
040610 |
35.16 |
35.16 |
35.16 |
35.16 |
+0.48 |
1,039 |
4,206 |
+194 |
Sep05 |
040610 |
34.96 |
34.96 |
34.96 |
34.96 |
+0.46 |
3 |
6,454 |
-2 |
Oct05 |
040610 |
34.77 |
34.77 |
34.77 |
34.77 |
+0.44 |
1 |
3,354 |
+0 |
Total Volume and Open Interest |
296,719 |
685,950 |
-8,609 |
Heating Oil(NYM) |
Jul04 |
040610 |
98.30 |
101.50 |
97.80 |
100.40 |
+2.33 |
34,468 |
39,237 |
-4,672 |
Aug04 |
040610 |
99.00 |
102.30 |
99.00 |
101.27 |
+2.33 |
20,293 |
30,995 |
+5,004 |
Sep04 |
040610 |
99.60 |
102.55 |
99.60 |
101.97 |
+2.33 |
3,923 |
14,489 |
+320 |
Oct04 |
040610 |
101.20 |
102.95 |
101.20 |
102.57 |
+2.28 |
945 |
8,804 |
-89 |
Nov04 |
040610 |
102.30 |
103.65 |
102.30 |
103.17 |
+2.23 |
930 |
8,307 |
+346 |
Dec04 |
040610 |
101.00 |
104.00 |
101.00 |
103.62 |
+2.13 |
5,201 |
21,239 |
+335 |
Jan05 |
040610 |
103.10 |
104.50 |
103.10 |
103.87 |
+2.08 |
790 |
8,175 |
-147 |
Feb05 |
040610 |
102.60 |
103.60 |
102.60 |
103.17 |
+1.93 |
628 |
6,369 |
+521 |
Mar05 |
040610 |
100.60 |
101.30 |
100.60 |
100.72 |
+1.78 |
566 |
7,313 |
-6 |
Apr05 |
040610 |
97.60 |
97.60 |
97.22 |
97.22 |
+1.63 |
149 |
1,435 |
-73 |
May05 |
040610 |
94.30 |
94.30 |
93.82 |
93.82 |
+1.43 |
269 |
1,243 |
+6 |
Jun05 |
040610 |
91.47 |
91.47 |
91.47 |
91.47 |
+1.38 |
681 |
2,525 |
+145 |
Total Volume and Open Interest |
70,338 |
153,644 |
+2,520 |
Unleaded Gas(NYM) |
Jul04 |
040610 |
116.50 |
119.00 |
116.20 |
118.81 |
+2.08 |
39,630 |
49,088 |
-1,894 |
Aug04 |
040610 |
115.30 |
117.70 |
115.00 |
117.46 |
+2.12 |
16,247 |
32,612 |
+2,060 |
Sep04 |
040610 |
112.40 |
114.80 |
112.40 |
114.76 |
+2.42 |
4,660 |
17,577 |
+259 |
Oct04 |
040610 |
109.10 |
109.91 |
108.50 |
109.91 |
+2.82 |
1,401 |
7,602 |
+234 |
Nov04 |
040610 |
104.30 |
197.11 |
104.30 |
107.11 |
+2.87 |
701 |
3,218 |
-192 |
Dec04 |
040610 |
102.50 |
105.41 |
102.50 |
105.41 |
+2.87 |
1,030 |
9,207 |
+647 |
Jan05 |
040610 |
103.10 |
104.61 |
102.80 |
104.61 |
+2.87 |
136 |
2,673 |
-13 |
Feb05 |
040610 |
104.66 |
104.66 |
104.66 |
104.66 |
+2.87 |
292 |
2,870 |
+208 |
Mar05 |
040610 |
103.00 |
105.36 |
103.00 |
105.36 |
+2.87 |
50 |
1,135 |
-5 |
Apr05 |
040610 |
112.06 |
112.06 |
112.06 |
112.06 |
+2.87 |
221 |
4,596 |
-17 |
May05 |
040610 |
111.96 |
111.96 |
111.96 |
111.96 |
+2.82 |
420 |
4,975 |
+178 |
Jun05 |
040610 |
110.91 |
110.91 |
110.91 |
110.91 |
+2.82 |
200 |
806 |
+200 |
Total Volume and Open Interest |
64,988 |
136,359 |
+1,665 |
Natural Gas(NYM) |
Jul04 |
040610 |
6.020 |
6.220 |
5.980 |
6.176 |
+0.094 |
55,557 |
53,133 |
-10,043 |
Aug04 |
040610 |
6.050 |
6.280 |
6.040 |
6.246 |
+0.102 |
14,668 |
36,873 |
+2,141 |
Sep04 |
040610 |
6.060 |
6.290 |
6.050 |
6.266 |
+0.110 |
6,418 |
31,974 |
+991 |
Oct04 |
040610 |
6.090 |
6.305 |
6.080 |
6.291 |
+0.110 |
6,636 |
30,197 |
+444 |
Nov04 |
040610 |
6.320 |
6.520 |
6.305 |
6.509 |
+0.103 |
3,741 |
16,166 |
-848 |
Dec04 |
040610 |
6.520 |
6.720 |
6.520 |
6.712 |
+0.096 |
3,259 |
20,169 |
+185 |
Jan05 |
040610 |
6.650 |
6.850 |
6.650 |
6.840 |
+0.094 |
2,191 |
19,598 |
-298 |
Feb05 |
040610 |
6.580 |
6.790 |
6.580 |
6.790 |
+0.089 |
1,076 |
13,107 |
+208 |
Mar05 |
040610 |
6.480 |
6.630 |
6.480 |
6.622 |
+0.081 |
3,388 |
14,849 |
-793 |
Apr05 |
040610 |
5.860 |
5.970 |
5.860 |
5.970 |
+0.044 |
3,122 |
9,676 |
-1,052 |
May05 |
040610 |
5.720 |
5.800 |
5.720 |
5.800 |
+0.037 |
1,188 |
9,710 |
+169 |
Jun05 |
040610 |
5.740 |
5.820 |
5.740 |
5.810 |
+0.032 |
336 |
6,654 |
-66 |
Jul05 |
040610 |
5.820 |
5.845 |
5.810 |
5.845 |
+0.032 |
249 |
11,240 |
-89 |
Aug05 |
040610 |
5.840 |
5.858 |
5.840 |
5.858 |
+0.032 |
188 |
6,510 |
+91 |
Sep05 |
040610 |
5.790 |
5.830 |
5.790 |
5.830 |
+0.039 |
194 |
7,077 |
+29 |
Oct05 |
040610 |
5.800 |
5.844 |
5.800 |
5.844 |
+0.039 |
134 |
5,381 |
+25 |
Total Volume and Open Interest |
106,852 |
353,688 |
-8,257 |
Brent Crude Oil(IPE) |
Jul04 |
040610 |
35.70 |
35.84 |
35.41 |
35.44 |
+0.15 |
47,132 |
50,313 |
-10,405 |
Aug04 |
040610 |
35.75 |
35.90 |
35.42 |
35.46 |
+0.10 |
61,042 |
82,131 |
+2,591 |
Sep04 |
040610 |
35.68 |
35.83 |
35.37 |
35.37 |
-0.01 |
20,405 |
50,162 |
+5,884 |
Oct04 |
040610 |
35.38 |
35.55 |
35.15 |
35.15 |
-0.02 |
4,846 |
17,411 |
+834 |
Nov04 |
040610 |
35.10 |
35.26 |
34.83 |
34.83 |
-0.03 |
2,139 |
8,635 |
-524 |
Dec04 |
040610 |
34.70 |
34.90 |
34.47 |
34.47 |
-0.07 |
8,240 |
33,309 |
-1,324 |
Jan05 |
040610 |
34.52 |
34.52 |
34.11 |
34.11 |
-0.09 |
859 |
14,136 |
-59 |
Feb05 |
040610 |
34.06 |
34.06 |
33.78 |
33.78 |
-0.10 |
1,420 |
6,442 |
-810 |
Mar05 |
040610 |
33.47 |
33.47 |
33.47 |
33.47 |
-0.11 |
1,450 |
7,144 |
+314 |
Apr05 |
040610 |
33.45 |
33.45 |
33.17 |
33.17 |
-0.14 |
50 |
7,280 |
+25 |
May05 |
040610 |
32.91 |
32.91 |
32.91 |
32.91 |
-0.15 |
0 |
1,568 |
+0 |
Jun05 |
040610 |
32.92 |
32.95 |
32.66 |
32.66 |
-0.18 |
1,100 |
17,354 |
+990 |
Total Volume and Open Interest |
151,483 |
349,332 |
-2,355 |
Gas Oil(IPE) |
Jul04 |
040610 |
318.50 |
318.50 |
313.00 |
313.00 |
+6.00 |
23,862 |
48,087 |
-901 |
Aug04 |
040610 |
314.00 |
315.50 |
311.00 |
311.00 |
+5.75 |
8,423 |
23,946 |
+1,938 |
Sep04 |
040610 |
313.00 |
314.00 |
309.50 |
309.50 |
+5.25 |
3,653 |
15,254 |
+432 |
Oct04 |
040610 |
311.00 |
311.50 |
307.75 |
307.75 |
+4.75 |
1,454 |
9,641 |
+549 |
Nov04 |
040610 |
305.25 |
305.25 |
305.25 |
305.25 |
+4.00 |
0 |
6,000 |
+0 |
Dec04 |
040610 |
305.00 |
305.00 |
302.00 |
302.00 |
+4.00 |
2,264 |
24,635 |
+355 |
Jan05 |
040610 |
298.50 |
298.50 |
298.50 |
298.50 |
+3.75 |
500 |
5,330 |
+350 |
Feb05 |
040610 |
294.75 |
294.75 |
294.75 |
294.75 |
+3.75 |
200 |
2,150 |
+200 |
Mar05 |
040610 |
289.25 |
289.25 |
289.25 |
289.25 |
+3.25 |
400 |
2,665 |
+200 |
Apr05 |
040610 |
283.25 |
283.25 |
283.25 |
283.25 |
+2.25 |
|
|
|
Total Volume and Open Interest |
56,701 |
163,075 |
-5,879 |
US Dollar Index(NYBOT) |
Jun04 |
040610 |
89.68 |
89.78 |
89.14 |
89.28 |
-0.47 |
3,987 |
3,704 |
-1,512 |
Sep04 |
040610 |
90.05 |
90.17 |
89.50 |
89.62 |
-0.47 |
4,329 |
7,879 |
+2,396 |
Dec04 |
040610 |
89.95 |
89.95 |
89.88 |
89.88 |
-0.47 |
26 |
2,043 |
+23 |
Total Volume and Open Interest |
8,348 |
13,637 |
+910 |
Australian Dollar(CME) |
Jun04 |
040610 |
69.40 |
69.82 |
69.17 |
69.79 |
+0.88 |
8,342 |
24,581 |
-5,526 |
Sep04 |
040610 |
68.70 |
69.25 |
68.42 |
69.10 |
+0.88 |
7,794 |
17,690 |
+5,626 |
Dec04 |
040610 |
68.55 |
68.55 |
68.51 |
68.51 |
+0.88 |
14 |
243 |
+14 |
Total Volume and Open Interest |
16,150 |
42,602 |
+114 |
British Pound(CME) |
Jun04 |
040610 |
182.31 |
184.33 |
182.27 |
184.27 |
+1.48 |
9,253 |
29,532 |
-8,698 |
Sep04 |
040610 |
180.88 |
182.97 |
180.55 |
182.80 |
+1.49 |
11,584 |
35,186 |
+9,120 |
Dec04 |
040610 |
181.50 |
181.60 |
181.40 |
181.40 |
+1.49 |
0 |
394 |
+0 |
Total Volume and Open Interest |
20,837 |
65,116 |
+422 |
Canadian Dollar(CME) |
Jun04 |
040610 |
73.54 |
73.80 |
73.45 |
73.50 |
-0.09 |
16,871 |
35,182 |
-6,900 |
Sep04 |
040610 |
73.45 |
73.65 |
73.30 |
73.38 |
-0.09 |
16,733 |
42,688 |
+12,612 |
Dec04 |
040610 |
73.50 |
73.50 |
73.27 |
73.32 |
-0.09 |
325 |
4,369 |
+206 |
Mar05 |
040610 |
73.22 |
73.27 |
73.22 |
73.27 |
-0.09 |
66 |
621 |
+65 |
Total Volume and Open Interest |
33,995 |
83,081 |
+5,983 |
Japanese Yen(CME) |
Jun04 |
040610 |
91.46 |
91.56 |
91.25 |
91.48 |
+0.98 |
30,726 |
55,535 |
-21,330 |
Sep04 |
040610 |
91.84 |
91.97 |
91.59 |
91.84 |
+0.99 |
36,517 |
78,052 |
+29,196 |
Dec04 |
040610 |
92.40 |
92.40 |
92.20 |
92.31 |
+1.01 |
48 |
376 |
+35 |
Total Volume and Open Interest |
67,291 |
133,967 |
+7,901 |
Swiss Franc(CME) |
Jun04 |
040610 |
79.74 |
80.43 |
79.74 |
80.30 |
+0.65 |
4,271 |
25,820 |
-3,901 |
Sep04 |
040610 |
79.93 |
80.68 |
79.90 |
80.51 |
+0.65 |
7,072 |
41,261 |
+1,186 |
Dec04 |
040610 |
80.62 |
80.76 |
80.62 |
80.76 |
+0.65 |
2 |
123 |
-2 |
Total Volume and Open Interest |
11,351 |
67,268 |
-2,710 |
EuroFX(CME) |
Jun04 |
040610 |
120.56 |
121.15 |
120.27 |
121.04 |
+0.61 |
31,371 |
82,482 |
-29,948 |
Sep04 |
040610 |
120.39 |
120.99 |
120.07 |
120.85 |
+0.61 |
40,332 |
72,368 |
+26,317 |
Dec04 |
040610 |
120.85 |
120.94 |
120.80 |
120.80 |
+0.62 |
86 |
551 |
+60 |
Total Volume and Open Interest |
71,868 |
155,617 |
-3,555 |
Mexican Peso(CME) |
Jun04 |
040610 |
8790.0 |
8805.0 |
8790.0 |
8800.0 |
+23.0 |
18,029 |
25,285 |
-10,905 |
Sep04 |
040610 |
8660.0 |
8690.0 |
8655.0 |
8665.0 |
+23.0 |
21,967 |
43,449 |
+14,281 |
Total Volume and Open Interest |
40,173 |
71,496 |
+3,410 |
30-Year T-Bonds(CBOT) |
Jun04 |
040610 |
105~00 |
105~09 |
104~23 |
105~08 |
+0~11 |
20,033 |
57,996 |
-9,710 |
Sep04 |
040610 |
103~19 |
103~31 |
103~11 |
103~29 |
+0~11 |
247,262 |
445,800 |
+11,624 |
Dec04 |
040610 |
102~15 |
102~23 |
102~07 |
102~23 |
+0~11 |
181 |
3,222 |
+49 |
Total Volume and Open Interest |
267,476 |
507,217 |
+1,963 |
Municipal Bonds(CBOT) |
Jun04 |
040610 |
99~12 |
99~23 |
99~12 |
99~23 |
+0~09 |
86 |
1,263 |
-128 |
Sep04 |
040610 |
98~24 |
98~30 |
98~17 |
98~30 |
+0~09 |
139 |
1,270 |
+28 |
Total Volume and Open Interest |
225 |
2,533 |
-100 |
10-Year T-Notes(CBOT) |
Jun04 |
040610 |
108~285 |
109~045 |
108~230 |
109~030 |
+0~070 |
71,518 |
155,499 |
-33,651 |
Sep04 |
040610 |
107~140 |
107~215 |
107~070 |
107~200 |
+0~065 |
665,705 |
1,181,610 |
+19,894 |
Total Volume and Open Interest |
738,085 |
1,351,602 |
-13,366 |
5-Year T-Notes(CBOT) |
Jun04 |
040610 |
108~240 |
108~285 |
108~215 |
108~285 |
+0~015 |
18,296 |
0 |
-140,734 |
Sep04 |
040610 |
107~140 |
107~180 |
107~110 |
107~175 |
+0~015 |
382,234 |
0 |
-966,369 |
Dec04 |
040610 |
106~080 |
106~135 |
106~080 |
106~135 |
+0~035 |
175 |
2,651 |
+175 |
Total Volume and Open Interest |
400,705 |
2,651 |
+175 |
2 Year T-Notes(CBOT) |
Jun04 |
040610 |
105~085 |
105~089 |
105~081 |
105~089 |
-0~001 |
4,240 |
33,115 |
-6,076 |
Sep04 |
040610 |
104~107 |
104~111 |
104~101 |
104~111 |
-0~001 |
11,806 |
184,338 |
+8,414 |
Total Volume and Open Interest |
16,046 |
217,453 |
+2,338 |
Eurodollars(CME) |
Jun04 |
040610 |
98.515 |
98.520 |
98.505 |
98.510 |
-0.022 |
73,101 |
747,791 |
-28,701 |
Sep04 |
040610 |
97.875 |
97.880 |
97.845 |
97.870 |
-0.035 |
133,685 |
921,126 |
+24,537 |
Dec04 |
040610 |
97.340 |
97.345 |
97.305 |
97.335 |
-0.035 |
110,657 |
879,477 |
+19,388 |
Mar05 |
040610 |
96.865 |
96.880 |
96.830 |
96.870 |
-0.020 |
143,373 |
769,263 |
+11,266 |
Jun05 |
040610 |
96.450 |
96.465 |
96.410 |
96.455 |
-0.020 |
74,289 |
643,758 |
+11,257 |
Sep05 |
040610 |
96.100 |
96.110 |
96.060 |
96.110 |
-0.010 |
56,717 |
490,124 |
+7,197 |
Dec05 |
040610 |
95.790 |
95.810 |
95.755 |
95.810 |
unch |
33,838 |
388,939 |
+3,816 |
Mar06 |
040610 |
95.545 |
95.570 |
95.520 |
95.565 |
unch |
39,904 |
323,276 |
+1,643 |
Jun06 |
040610 |
95.330 |
95.365 |
95.315 |
95.365 |
+0.010 |
24,003 |
204,088 |
+4,647 |
Sep06 |
040610 |
95.170 |
95.180 |
95.140 |
95.180 |
+0.010 |
17,471 |
185,179 |
-240 |
Dec06 |
040610 |
94.985 |
95.015 |
94.960 |
95.015 |
+0.025 |
13,058 |
139,696 |
+1,244 |
Mar07 |
040610 |
94.860 |
94.880 |
94.825 |
94.880 |
+0.030 |
10,314 |
131,164 |
-13 |
Total Volume and Open Interest |
796,461 |
6,474,158 |
+56,022 |
3-Mth Euro-Yen(CME) |
Jun04 |
040610 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
194 |
11,967 |
-228 |
Sep04 |
040610 |
99.88 |
99.88 |
99.88 |
99.88 |
-0.01 |
225 |
8,224 |
+119 |
Dec04 |
040610 |
99.84 |
99.84 |
99.83 |
99.84 |
-0.02 |
321 |
10,915 |
+907 |
Mar05 |
040610 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.02 |
645 |
8,920 |
+1,194 |
Jun05 |
040610 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.02 |
1,885 |
7,637 |
+1,488 |
Sep05 |
040610 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
850 |
4,083 |
+679 |
Dec05 |
040610 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
1,196 |
3,926 |
+1,070 |
Mar06 |
040610 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
302 |
2,252 |
+287 |
Jun06 |
040610 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.01 |
0 |
861 |
-172 |
Sep06 |
040610 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.02 |
0 |
789 |
+0 |
Total Volume and Open Interest |
5,618 |
60,928 |
+5,344 |
3-Mth Euro-Yen(SIMEX) |
Sep04 |
040610 |
99.88 |
99.89 |
99.88 |
99.88 |
-0.01 |
9,345 |
44,730 |
+3,247 |
Dec04 |
040610 |
99.83 |
99.85 |
99.83 |
99.84 |
-0.02 |
12,783 |
70,465 |
+4,081 |
Mar05 |
040610 |
99.75 |
99.76 |
99.74 |
99.75 |
-0.04 |
10,752 |
56,689 |
+4,060 |
Jun05 |
040610 |
99.65 |
99.68 |
99.64 |
99.65 |
-0.04 |
11,432 |
52,771 |
+2,791 |
Sep05 |
040610 |
99.50 |
99.54 |
99.50 |
99.51 |
-0.02 |
9,505 |
42,169 |
+1,850 |
Dec05 |
040610 |
99.35 |
99.39 |
99.35 |
99.36 |
-0.03 |
2,690 |
31,084 |
+1,401 |
Mar06 |
040610 |
99.19 |
99.23 |
99.18 |
99.19 |
-0.04 |
1,047 |
18,251 |
+320 |
Jun06 |
040610 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.04 |
531 |
7,971 |
-15 |
Total Volume and Open Interest |
60,652 |
411,252 |
+17,885 |
German Euro-Bund(EUREX) |
Sep04 |
040610 |
112.15 |
112.17 |
111.89 |
111.94 |
-0.33 |
777,456 |
973,259 |
+24,935 |
Dec04 |
040610 |
111.06 |
111.06 |
111.00 |
111.00 |
-0.34 |
1,522 |
126 |
+0 |
Mar05 |
040610 |
110.34 |
110.34 |
110.34 |
110.34 |
-0.33 |
|
|
|
Total Volume and Open Interest |
778,978 |
973,385 |
|
German Euro-Bobl(EUREX) |
Sep04 |
040610 |
109.73 |
109.74 |
109.44 |
109.47 |
-0.42 |
697,028 |
778,152 |
+32,658 |
Dec04 |
040610 |
108.61 |
108.61 |
108.61 |
108.61 |
-0.41 |
2,569 |
2,536 |
+2,526 |
Mar05 |
040610 |
108.09 |
108.09 |
108.09 |
108.09 |
-0.42 |
|
|
|
Total Volume and Open Interest |
699,597 |
780,688 |
|
Long Gilt(LIFFE) |
Jun04 |
040610 |
105~06 |
105~08 |
105~04 |
105~04 |
+0~03 |
3,278 |
27,218 |
-263 |
Sep04 |
040610 |
104~24 |
104~30 |
104~24 |
104~26 |
+0~03 |
37,021 |
210,340 |
+2,818 |
Total Volume and Open Interest |
40,299 |
237,558 |
+2,555 |
3-Mth Short Sterling(LIFFE) |
Jun04 |
040610 |
95.20 |
95.21 |
95.19 |
95.20 |
-0.04 |
48,762 |
193,123 |
+9,341 |
Sep04 |
040610 |
94.84 |
94.85 |
94.80 |
94.82 |
-0.03 |
36,017 |
218,567 |
+5,903 |
Dec04 |
040610 |
94.61 |
94.63 |
94.58 |
94.60 |
+0.01 |
43,596 |
260,549 |
+9,911 |
Total Volume and Open Interest |
215,386 |
1,341,023 |
+35,537 |
3-Mth Euribor(LIFFE) |
Jun04 |
040610 |
97.880 |
97.890 |
97.875 |
97.885 |
-0.010 |
36,657 |
536,864 |
-5,076 |
Sep04 |
040610 |
97.760 |
97.765 |
97.730 |
97.750 |
-0.035 |
105,754 |
523,203 |
+2,233 |
Dec04 |
040610 |
97.520 |
97.520 |
97.465 |
97.490 |
-0.085 |
183,509 |
572,308 |
+2,332 |
Total Volume and Open Interest |
813,175 |
3,115,886 |
+29,589 |
3-Mth Aus T-Bills(SFE) |
Jun04 |
040610 |
94.48 |
94.50 |
94.47 |
94.49 |
unch |
14,453 |
36,697 |
-9,031 |
Sep04 |
040610 |
94.46 |
94.47 |
94.44 |
94.45 |
-0.04 |
21,800 |
184,391 |
-12,583 |
Dec04 |
040610 |
94.40 |
94.41 |
94.37 |
94.38 |
-0.06 |
8,430 |
89,205 |
-3,190 |
Mar05 |
040610 |
94.36 |
94.36 |
94.33 |
94.34 |
-0.05 |
1,465 |
46,748 |
+174 |
Jun05 |
040610 |
94.30 |
94.31 |
94.28 |
94.29 |
-0.06 |
823 |
24,300 |
+614 |
Sep05 |
040610 |
94.24 |
94.24 |
94.23 |
94.24 |
-0.05 |
232 |
16,330 |
-35 |
Dec05 |
040610 |
94.18 |
94.18 |
94.16 |
94.17 |
-0.05 |
379 |
12,034 |
+2 |
Mar06 |
040610 |
94.11 |
94.11 |
94.08 |
94.09 |
-0.05 |
37 |
8,209 |
-64 |
Jun06 |
040610 |
94.00 |
94.03 |
94.00 |
94.02 |
-0.05 |
355 |
2,824 |
+55 |
Sep06 |
040610 |
93.94 |
93.94 |
93.94 |
93.94 |
-0.05 |
50 |
2,209 |
+50 |
Total Volume and Open Interest |
48,099 |
426,162 |
-23,958 |
10-Year Aus T-Bonds(SFE) |
Jun04 |
040611 |
94.04 |
94.04 |
94.03 |
94.03 |
-0.10 |
12,703 |
253,900 |
+21,249 |
Sep04 |
040611 |
94.00 |
94.00 |
93.98 |
93.98 |
-0.11 |
12,128 |
130,835 |
+85,293 |
Total Volume and Open Interest |
265,911 |
571,333 |
+56,866 |
3-Year Aus T-Bonds(SFE) |
Jun04 |
040610 |
94.47 |
94.47 |
94.46 |
94.46 |
-0.10 |
74,126 |
413,356 |
-11,446 |
Sep04 |
040610 |
94.40 |
94.40 |
94.39 |
94.39 |
-0.10 |
48,804 |
101,111 |
+42,587 |
Total Volume and Open Interest |
122,930 |
514,467 |
+31,141 |
Gold(CMX) |
Jun04 |
040610 |
385.3 |
385.9 |
384.5 |
385.9 |
+1.4 |
543 |
1,096 |
-33 |
Aug04 |
040610 |
385.7 |
388.4 |
384.3 |
386.6 |
+1.4 |
50,311 |
133,235 |
-452 |
Oct04 |
040610 |
387.2 |
389.0 |
386.5 |
387.9 |
+1.4 |
487 |
9,581 |
+79 |
Dec04 |
040610 |
389.0 |
391.4 |
387.0 |
389.3 |
+1.4 |
3,035 |
38,487 |
+74 |
Feb05 |
040610 |
391.5 |
392.2 |
390.9 |
390.9 |
+1.4 |
235 |
3,181 |
+10 |
Apr05 |
040610 |
392.7 |
392.7 |
392.7 |
392.7 |
+1.4 |
0 |
3,639 |
+0 |
Jun05 |
040610 |
396.0 |
396.0 |
394.7 |
394.7 |
+1.5 |
21 |
13,338 |
-1 |
Aug05 |
040610 |
396.8 |
396.8 |
396.8 |
396.8 |
+1.6 |
0 |
2,311 |
+0 |
Oct05 |
040610 |
399.0 |
399.0 |
399.0 |
399.0 |
+1.6 |
0 |
276 |
+0 |
Dec05 |
040610 |
399.7 |
401.3 |
399.7 |
401.3 |
+1.6 |
2 |
6,423 |
-1 |
Feb06 |
040610 |
403.8 |
403.8 |
403.8 |
403.8 |
+1.6 |
0 |
573 |
+0 |
Apr06 |
040610 |
406.3 |
406.3 |
406.3 |
406.3 |
+1.6 |
0 |
435 |
+0 |
Total Volume and Open Interest |
54,664 |
225,592 |
-329 |
Silver(CMX) |
Jul04 |
040610 |
565.0 |
575.5 |
563.5 |
574.8 |
+11.5 |
15,989 |
46,642 |
-859 |
Sep04 |
040610 |
567.0 |
578.5 |
567.0 |
576.7 |
+11.5 |
1,064 |
10,603 |
+450 |
Dec04 |
040610 |
570.0 |
579.5 |
568.5 |
579.5 |
+11.6 |
693 |
15,044 |
+213 |
Mar05 |
040610 |
582.3 |
582.3 |
582.3 |
582.3 |
+11.7 |
14 |
4,313 |
+7 |
May05 |
040610 |
584.6 |
584.6 |
584.6 |
584.6 |
+11.7 |
0 |
974 |
+0 |
Jul05 |
040610 |
586.4 |
586.4 |
586.4 |
586.4 |
+11.7 |
1 |
1,617 |
+1 |
Sep05 |
040610 |
588.9 |
588.9 |
588.9 |
588.9 |
+12.6 |
0 |
86 |
+0 |
Total Volume and Open Interest |
17,781 |
83,625 |
-184 |
Platinum(NYM) |
Jul04 |
040610 |
794.0 |
805.8 |
794.0 |
797.6 |
-5.7 |
1,980 |
5,037 |
+300 |
Oct04 |
040610 |
791.0 |
800.0 |
790.6 |
790.6 |
-5.7 |
349 |
996 |
+200 |
Jan05 |
040610 |
785.6 |
785.6 |
785.6 |
785.6 |
-5.7 |
0 |
8 |
+0 |
Total Volume and Open Interest |
2,329 |
6,041 |
+500 |
Palladium(NYME) |
Jun04 |
040610 |
221.00 |
221.00 |
219.05 |
219.05 |
+0.85 |
7 |
215 |
-214 |
Sep04 |
040610 |
216.50 |
222.90 |
215.50 |
219.55 |
+0.35 |
1,633 |
7,207 |
+181 |
Dec04 |
040610 |
222.00 |
223.00 |
221.05 |
221.05 |
+0.35 |
58 |
430 |
-18 |
Total Volume and Open Interest |
1,698 |
7,853 |
-51 |
Copper(CMX) |
Jul04 |
040610 |
117.30 |
117.70 |
112.15 |
117.30 |
+0.85 |
18,240 |
27,988 |
-5,596 |
Sep04 |
040610 |
117.40 |
117.50 |
112.50 |
117.45 |
+0.95 |
4,839 |
17,210 |
+2,314 |
Dec04 |
040610 |
115.00 |
115.00 |
110.30 |
114.65 |
+0.95 |
706 |
10,756 |
+135 |
Mar05 |
040610 |
112.50 |
112.50 |
111.85 |
111.85 |
+0.95 |
173 |
1,348 |
+74 |
May05 |
040610 |
111.20 |
111.20 |
109.70 |
109.70 |
+1.00 |
0 |
311 |
+0 |
Total Volume and Open Interest |
24,197 |
64,061 |
-3,143 |
DJIA Index(CBOT) |
Jun04 |
040610 |
10390 |
10410 |
10375 |
10403 |
+36 |
10,280 |
43,870 |
-1,421 |
Sep04 |
040610 |
10380 |
10395 |
10360 |
10390 |
+37 |
4,257 |
6,440 |
+3,263 |
Dec04 |
040610 |
10355 |
10386 |
10355 |
10386 |
+40 |
2 |
42 |
+10 |
Total Volume and Open Interest |
14,539 |
50,352 |
+1,852 |
S & P 500(CME) |
Jun04 |
040610 |
1134.00 |
1136.90 |
1133.00 |
1136.50 |
+5.10 |
100,779 |
380,377 |
-54,229 |
Sep04 |
040610 |
1134.00 |
1136.50 |
1132.70 |
1136.20 |
+5.10 |
71,943 |
232,833 |
+59,860 |
Dec04 |
040610 |
1136.80 |
1136.80 |
1136.80 |
1136.80 |
+5.30 |
129 |
3,240 |
+14 |
Mar05 |
040610 |
1139.10 |
1139.10 |
1139.10 |
1139.10 |
+5.40 |
15 |
271 |
+15 |
Total Volume and Open Interest |
172,870 |
616,940 |
+5,663 |
S & P 500 E-Mini(Globex) |
Jun04 |
040610 |
1131.75 |
1137.00 |
1128.50 |
1136.50 |
+5.00 |
615,183 |
565,646 |
-15,487 |
Sep04 |
040610 |
1131.50 |
1136.50 |
1129.25 |
1136.25 |
+5.25 |
59,155 |
134,554 |
+46,218 |
Total Volume and Open Interest |
674,338 |
700,200 |
+30,731 |
NASDAQ 100(CME) |
Jun04 |
040610 |
1475.00 |
1483.00 |
1471.00 |
1482.00 |
+10.50 |
18,767 |
74,430 |
-786 |
Sep04 |
040610 |
1480.50 |
1486.50 |
1474.50 |
1486.00 |
+10.50 |
6,597 |
18,883 |
+4,386 |
Dec04 |
040610 |
1492.00 |
1492.00 |
1492.00 |
1492.00 |
+9.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
25,364 |
93,320 |
+3,600 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun04 |
040610 |
1472.0 |
1530.0 |
1468.0 |
1482.0 |
+10.5 |
296,221 |
314,554 |
-11,976 |
Sep04 |
040610 |
1474.0 |
1487.0 |
1473.0 |
1486.0 |
+10.5 |
26,917 |
19,054 |
+12,947 |
Total Volume and Open Interest |
323,138 |
333,608 |
+971 |
S & P Midcap 400(CME) |
Jun04 |
040610 |
597.00 |
597.25 |
594.25 |
595.45 |
+2.20 |
2,066 |
13,761 |
-1,526 |
Sep04 |
040610 |
596.25 |
597.75 |
595.00 |
596.00 |
+2.25 |
1,832 |
4,131 |
+1,657 |
Dec04 |
040610 |
596.00 |
596.00 |
596.00 |
596.00 |
+2.25 |
|
|
|
Total Volume and Open Interest |
3,898 |
17,892 |
+131 |
Russell 2000(CME) |
Jun04 |
040610 |
570.00 |
572.00 |
567.00 |
569.70 |
+2.30 |
5,512 |
27,908 |
-3,153 |
Sep04 |
040610 |
570.00 |
571.50 |
566.00 |
568.50 |
+2.10 |
3,901 |
7,811 |
+3,508 |
Dec04 |
040610 |
568.50 |
568.50 |
568.50 |
568.50 |
+2.10 |
|
|
|
Total Volume and Open Interest |
9,413 |
35,719 |
+355 |
Value Line(KCBT) |
Jun04 |
040610 |
1588.00 |
1588.00 |
1588.00 |
1588.00 |
+7.00 |
5 |
29 |
-1 |
Total Volume and Open Interest |
7 |
49 |
-2 |
Nikkei 225(CME) |
Sep04 |
040610 |
11570 |
11595 |
11535 |
11595 |
+225 |
14,066 |
22,895 |
+10,399 |
Dec04 |
040610 |
11595 |
11595 |
11595 |
11595 |
+225 |
10 |
13 |
+10 |
Total Volume and Open Interest |
28,507 |
55,748 |
+8,906 |
Nikkei 225(SIMEX) |
Sep04 |
040610 |
11630 |
11645 |
11475 |
11520 |
+65 |
57,929 |
101,750 |
+50,755 |
Dec04 |
040610 |
11490 |
11490 |
11490 |
11490 |
+65 |
|
|
|
Mar05 |
040610 |
11490 |
11490 |
11490 |
11490 |
+65 |
|
|
|
Total Volume and Open Interest |
134,411 |
231,848 |
+34,367 |
CAC 40(MATIF) |
Jun04 |
040611 |
3707.5 |
3708.5 |
3682.5 |
3698.5 |
-0.5 |
415,090 |
491,684 |
+14,031 |
Jul04 |
040611 |
3691.0 |
3704.5 |
3691.0 |
3704.5 |
-0.5 |
1,120 |
625 |
-7 |
Aug04 |
040611 |
3710.5 |
3710.5 |
3710.5 |
3710.5 |
-0.5 |
0 |
8 |
+0 |
Total Volume and Open Interest |
49,651 |
514,861 |
+14,312 |
DAX Index(EUREX) |
Jun04 |
040610 |
4018.0 |
4021.0 |
3994.0 |
4013.0 |
+21.0 |
90,671 |
201,197 |
+2,346 |
Sep04 |
040610 |
4042.0 |
4042.0 |
4016.5 |
4034.5 |
+21.5 |
4,357 |
17,088 |
+2,761 |
Dec04 |
040610 |
4063.0 |
4065.0 |
4040.0 |
4057.0 |
+21.5 |
488 |
3,404 |
-26 |
Total Volume and Open Interest |
95,516 |
221,689 |
+5,081 |
FT-SE 100(LIFFE) |
Jun04 |
040610 |
4489.00 |
4498.00 |
4464.50 |
4491.00 |
+1.00 |
127,006 |
332,281 |
-51,919 |
Sep04 |
040610 |
4506.00 |
4506.50 |
4477.00 |
4503.00 |
+1.50 |
83,984 |
138,466 |
+54,548 |
Dec04 |
040610 |
4535.00 |
4535.00 |
4535.00 |
4535.00 |
+1.50 |
3,000 |
25,122 |
+3,000 |
Total Volume and Open Interest |
213,990 |
499,219 |
+5,629 |
SPI 200(SFE) |
Jun04 |
040610 |
3481.0 |
3485.0 |
3479.0 |
3480.0 |
-4.0 |
15,522 |
152,203 |
-2,159 |
Sep04 |
040610 |
3488.0 |
3490.0 |
3484.0 |
3484.0 |
-7.0 |
4,003 |
24,971 |
+3,209 |
Dec04 |
040610 |
3503.0 |
3503.0 |
3503.0 |
3503.0 |
-2.0 |
411 |
2,975 |
+360 |
Total Volume and Open Interest |
20,026 |
181,988 |
+1,410 |
GSCI(CME) |
Jun04 |
040610 |
289.30 |
292.20 |
289.30 |
292.20 |
+2.35 |
3,808 |
5,693 |
-3,614 |
Jul04 |
040610 |
289.75 |
292.50 |
289.70 |
291.80 |
+2.30 |
3,896 |
10,413 |
+3,711 |
Aug04 |
040610 |
290.00 |
290.00 |
290.00 |
290.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
7,704 |
16,106 |
+97 |
Reuters CRB Index(NYBOT) |
Aug04 |
040610 |
268.75 |
269.50 |
267.25 |
268.75 |
unch |
43 |
201 |
+14 |
Nov04 |
040610 |
269.25 |
269.25 |
269.25 |
269.25 |
-0.50 |
17 |
20 |
+12 |
Jan05 |
040610 |
269.25 |
269.25 |
269.25 |
269.25 |
-0.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
106 |
320 |
+12 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|