|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 15, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040615 |
869.00 |
892.00 |
868.00 |
884.00 |
+11.50 |
46,249 |
84,620 |
-1,119 |
| Aug04 |
040615 |
800.00 |
815.50 |
800.00 |
806.00 |
+6.75 |
11,762 |
31,685 |
+743 |
| Sep04 |
040615 |
698.00 |
707.00 |
691.00 |
695.50 |
-10.00 |
3,278 |
11,267 |
-57 |
| Nov04 |
040615 |
662.00 |
672.50 |
653.50 |
657.50 |
-17.50 |
20,542 |
70,220 |
+2,800 |
| Jan05 |
040615 |
667.00 |
674.00 |
657.00 |
657.50 |
-14.50 |
245 |
4,930 |
+162 |
| Mar05 |
040615 |
669.00 |
669.00 |
654.00 |
656.00 |
-18.50 |
171 |
3,774 |
-31 |
| May05 |
040615 |
662.00 |
663.00 |
647.00 |
647.50 |
-19.50 |
84 |
3,009 |
+21 |
| Total Volume and Open Interest |
82,414 |
211,230 |
+2,517 |
| Soybean Meal(CBOT) |
| Jul04 |
040615 |
279.50 |
286.50 |
279.50 |
283.20 |
+3.70 |
14,839 |
43,430 |
-2,032 |
| Aug04 |
040615 |
264.00 |
269.50 |
264.00 |
265.20 |
+1.50 |
6,558 |
25,070 |
+637 |
| Sep04 |
040615 |
236.00 |
239.30 |
236.00 |
237.50 |
-0.10 |
1,411 |
16,065 |
+111 |
| Oct04 |
040615 |
209.00 |
211.00 |
209.00 |
210.70 |
+0.20 |
666 |
12,984 |
-145 |
| Dec04 |
040615 |
205.00 |
206.50 |
203.80 |
205.80 |
-1.20 |
3,662 |
35,695 |
-451 |
| Jan05 |
040615 |
205.50 |
205.50 |
203.00 |
204.00 |
-1.50 |
104 |
4,652 |
-28 |
| Mar05 |
040615 |
204.00 |
204.00 |
202.00 |
203.00 |
-1.70 |
354 |
4,580 |
+0 |
| May05 |
040615 |
203.50 |
204.00 |
201.00 |
202.00 |
-2.00 |
379 |
3,759 |
+62 |
| Total Volume and Open Interest |
28,274 |
151,150 |
-2,325 |
| Soybean Oil(CBOT) |
| Jul04 |
040615 |
28.15 |
28.30 |
27.12 |
27.34 |
-0.77 |
15,521 |
41,800 |
-1,947 |
| Aug04 |
040615 |
27.22 |
27.45 |
26.50 |
26.63 |
-0.59 |
5,246 |
19,930 |
+373 |
| Sep04 |
040615 |
26.50 |
26.65 |
25.90 |
26.05 |
-0.47 |
761 |
16,699 |
+99 |
| Oct04 |
040615 |
25.50 |
25.65 |
25.00 |
25.15 |
-0.41 |
471 |
10,462 |
-115 |
| Dec04 |
040615 |
24.55 |
24.70 |
24.05 |
24.19 |
-0.53 |
3,581 |
34,235 |
+1,355 |
| Jan05 |
040615 |
24.60 |
24.60 |
24.00 |
24.18 |
-0.49 |
66 |
5,826 |
+6 |
| Mar05 |
040615 |
24.55 |
24.55 |
24.00 |
24.20 |
-0.45 |
28 |
4,567 |
-11 |
| May05 |
040615 |
24.45 |
24.45 |
24.10 |
24.18 |
-0.52 |
100 |
1,800 |
+20 |
| Total Volume and Open Interest |
25,815 |
138,995 |
-195 |
| Canola(WCE) |
| Jul04 |
040615 |
388.5 |
389.4 |
382.2 |
384.0 |
-3.6 |
3,329 |
15,658 |
-1,059 |
| Sep04 |
040615 |
362.8 |
362.8 |
362.8 |
362.8 |
unch |
10 |
50 |
+0 |
| Nov04 |
040615 |
363.0 |
365.3 |
359.2 |
361.0 |
-3.0 |
2,375 |
40,501 |
+505 |
| Jan05 |
040615 |
364.5 |
364.5 |
364.5 |
364.5 |
-3.8 |
5 |
1,395 |
-5 |
| Mar05 |
040615 |
367.2 |
367.2 |
367.2 |
367.2 |
-4.3 |
0 |
490 |
+0 |
| Total Volume and Open Interest |
5,709 |
58,946 |
-559 |
| Corn(CBOT) |
| Jul04 |
040615 |
284.50 |
285.50 |
280.00 |
280.25 |
-8.00 |
30,134 |
148,151 |
-11,477 |
| Sep04 |
040615 |
289.00 |
289.00 |
282.50 |
282.75 |
-9.50 |
19,279 |
115,953 |
+7,820 |
| Dec04 |
040615 |
289.50 |
290.50 |
284.00 |
284.25 |
-10.25 |
40,525 |
314,128 |
+666 |
| Mar05 |
040615 |
293.50 |
294.25 |
289.00 |
289.25 |
-9.50 |
2,377 |
26,742 |
-638 |
| May05 |
040615 |
297.50 |
298.50 |
293.75 |
293.75 |
-9.25 |
336 |
8,720 |
-2 |
| Jul05 |
040615 |
297.50 |
298.50 |
293.50 |
293.50 |
-8.50 |
292 |
8,636 |
+7 |
| Total Volume and Open Interest |
93,073 |
634,446 |
-3,618 |
| Wheat(CBOT) |
| Jul04 |
040615 |
355.00 |
356.00 |
348.00 |
351.00 |
-5.50 |
29,765 |
46,689 |
-7,529 |
| Sep04 |
040615 |
364.00 |
365.50 |
358.00 |
361.00 |
-5.75 |
16,496 |
54,153 |
+7,056 |
| Dec04 |
040615 |
374.50 |
376.00 |
368.00 |
371.00 |
-5.75 |
3,724 |
24,694 |
+869 |
| Mar05 |
040615 |
381.50 |
381.50 |
375.50 |
378.00 |
-6.25 |
699 |
5,089 |
+179 |
| May05 |
040615 |
382.00 |
382.00 |
377.00 |
378.00 |
-7.00 |
1 |
98 |
+0 |
| Total Volume and Open Interest |
50,769 |
132,299 |
+519 |
| Wheat(KCBT) |
| Jul04 |
040615 |
377.00 |
378.00 |
373.00 |
373.50 |
-5.50 |
7,888 |
25,466 |
-1,411 |
| Sep04 |
040615 |
385.00 |
385.50 |
380.50 |
381.50 |
-5.75 |
6,347 |
23,490 |
+2,120 |
| Dec04 |
040615 |
394.00 |
395.00 |
389.50 |
391.00 |
-4.25 |
1,693 |
11,871 |
-57 |
| Mar05 |
040615 |
399.50 |
399.50 |
397.00 |
397.00 |
-3.50 |
71 |
1,286 |
+14 |
| May05 |
040615 |
395.00 |
395.00 |
395.00 |
395.00 |
-6.00 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
16,000 |
62,625 |
+666 |
| Wheat(MGE) |
| Jul04 |
040615 |
407.00 |
408.50 |
405.00 |
407.25 |
-1.00 |
1,558 |
11,783 |
-455 |
| Sep04 |
040615 |
404.00 |
405.00 |
400.00 |
403.00 |
-1.50 |
711 |
10,826 |
-2 |
| Dec04 |
040615 |
409.00 |
409.00 |
405.50 |
407.50 |
-2.00 |
431 |
10,228 |
+92 |
| Mar05 |
040615 |
410.00 |
410.00 |
409.50 |
409.50 |
-1.50 |
1 |
528 |
+0 |
| May05 |
040615 |
409.50 |
409.50 |
409.50 |
409.50 |
unch |
1 |
160 |
+0 |
| Total Volume and Open Interest |
2,701 |
33,576 |
-365 |
| Oats(CBOT) |
| Jul04 |
040615 |
146.75 |
147.00 |
144.00 |
144.75 |
-2.50 |
394 |
4,360 |
-38 |
| Sep04 |
040615 |
152.50 |
152.50 |
150.00 |
150.00 |
-3.00 |
125 |
2,431 |
+4 |
| Dec04 |
040615 |
156.00 |
157.00 |
155.00 |
156.00 |
-2.00 |
147 |
4,823 |
+35 |
| Mar05 |
040615 |
161.00 |
161.00 |
161.00 |
161.00 |
-2.00 |
0 |
94 |
+0 |
| Total Volume and Open Interest |
666 |
11,742 |
+1 |
| Rough Rice(CBOT) |
| Jul04 |
040615 |
10.12 |
10.12 |
10.03 |
10.03 |
-0.09 |
352 |
2,591 |
-71 |
| Sep04 |
040615 |
9.08 |
9.08 |
9.05 |
9.07 |
-0.03 |
66 |
647 |
+8 |
| Nov04 |
040615 |
9.06 |
9.06 |
9.02 |
9.02 |
-0.06 |
73 |
1,170 |
+34 |
| Jan05 |
040615 |
9.16 |
9.16 |
9.16 |
9.16 |
-0.04 |
16 |
247 |
+12 |
| Total Volume and Open Interest |
527 |
4,769 |
+3 |
| Live Cattle(CME) |
| Jun04 |
040615 |
85.000 |
85.725 |
84.450 |
84.750 |
-0.575 |
3,157 |
8,958 |
-966 |
| Aug04 |
040615 |
85.600 |
86.350 |
84.775 |
85.150 |
-0.825 |
9,282 |
70,303 |
-683 |
| Oct04 |
040615 |
86.700 |
87.200 |
85.750 |
86.075 |
-0.650 |
2,441 |
27,810 |
-48 |
| Dec04 |
040615 |
87.100 |
87.500 |
86.475 |
86.525 |
-0.650 |
1,275 |
11,027 |
+154 |
| Feb05 |
040615 |
87.650 |
87.800 |
86.975 |
87.150 |
-0.300 |
342 |
5,715 |
+98 |
| Apr05 |
040615 |
85.500 |
85.800 |
85.100 |
85.125 |
-0.325 |
189 |
1,832 |
+33 |
| Total Volume and Open Interest |
16,747 |
126,204 |
-1,397 |
| Feeder Cattle(CME) |
| Aug04 |
040615 |
107.500 |
108.150 |
106.825 |
106.975 |
-0.275 |
2,096 |
11,554 |
+206 |
| Sep04 |
040615 |
105.600 |
106.100 |
104.900 |
105.150 |
-0.425 |
163 |
1,134 |
-15 |
| Oct04 |
040615 |
104.300 |
104.950 |
103.700 |
104.000 |
-0.250 |
230 |
2,016 |
-6 |
| Nov04 |
040615 |
103.400 |
103.700 |
102.750 |
102.950 |
-0.550 |
72 |
853 |
-8 |
| Jan05 |
040615 |
99.550 |
99.700 |
98.650 |
98.650 |
-0.550 |
29 |
334 |
+11 |
| Mar05 |
040615 |
95.250 |
95.250 |
94.350 |
94.350 |
-0.650 |
4 |
74 |
+2 |
| Apr05 |
040615 |
94.000 |
94.000 |
94.000 |
94.000 |
-0.400 |
6 |
48 |
+2 |
| Total Volume and Open Interest |
2,600 |
16,019 |
+192 |
| Lean Hogs(CME) |
| Jul04 |
040615 |
76.000 |
76.250 |
75.400 |
75.875 |
-0.775 |
7,142 |
23,115 |
-2,387 |
| Aug04 |
040615 |
75.350 |
75.600 |
74.575 |
74.975 |
-1.175 |
7,007 |
34,395 |
+3,644 |
| Oct04 |
040615 |
63.900 |
63.950 |
63.150 |
63.925 |
-0.300 |
733 |
10,732 |
+315 |
| Dec04 |
040615 |
58.550 |
59.000 |
58.250 |
58.975 |
-0.050 |
283 |
6,932 |
+123 |
| Feb05 |
040615 |
59.250 |
59.650 |
58.950 |
59.575 |
-0.075 |
29 |
858 |
+10 |
| Apr05 |
040615 |
60.450 |
60.450 |
60.450 |
60.450 |
+0.050 |
2 |
396 |
+2 |
| May05 |
040615 |
62.100 |
62.100 |
62.100 |
62.100 |
-0.400 |
2 |
49 |
+2 |
| Jun05 |
040615 |
64.500 |
64.900 |
64.500 |
64.900 |
+0.025 |
2 |
44 |
+1 |
| Total Volume and Open Interest |
17,759 |
82,512 |
+922 |
| Pork Bellies(CME) |
| Jul04 |
040615 |
110.600 |
112.150 |
109.700 |
111.925 |
+0.200 |
532 |
2,285 |
-85 |
| Aug04 |
040615 |
109.500 |
111.000 |
108.800 |
111.000 |
+0.850 |
175 |
670 |
+2 |
| Feb05 |
040615 |
92.000 |
95.400 |
92.000 |
95.400 |
+1.600 |
5 |
36 |
+1 |
| Mar05 |
040615 |
92.000 |
92.000 |
92.000 |
92.000 |
-0.750 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
712 |
2,993 |
-82 |
| Class III Milk(CME) |
| Jun04 |
040615 |
17.54 |
17.54 |
17.52 |
17.54 |
unch |
265 |
6,650 |
+72 |
| Jul04 |
040615 |
16.12 |
16.12 |
15.80 |
16.00 |
-0.17 |
406 |
4,349 |
-130 |
| Aug04 |
040615 |
15.85 |
16.00 |
15.26 |
15.63 |
-0.33 |
220 |
4,503 |
+28 |
| Sep04 |
040615 |
15.39 |
15.40 |
14.90 |
14.95 |
-0.61 |
118 |
4,250 |
-43 |
| Oct04 |
040615 |
14.10 |
14.11 |
13.75 |
13.98 |
-0.37 |
24 |
3,156 |
+0 |
| Total Volume and Open Interest |
1,109 |
28,407 |
-54 |
| Cocoa(NYBOT) |
| Jul04 |
040615 |
1340 |
1360 |
1334 |
1337 |
+13 |
7,832 |
10,050 |
-2,225 |
| Sep04 |
040615 |
1355 |
1372 |
1348 |
1351 |
+13 |
7,639 |
39,585 |
+3,589 |
| Dec04 |
040615 |
1375 |
1390 |
1364 |
1367 |
+13 |
208 |
14,572 |
+467 |
| Mar05 |
040615 |
1392 |
1408 |
1389 |
1389 |
+14 |
259 |
9,834 |
-70 |
| May05 |
040615 |
1403 |
1403 |
1403 |
1403 |
+14 |
70 |
11,332 |
-70 |
| Jul05 |
040615 |
1431 |
1431 |
1417 |
1417 |
+13 |
300 |
10,936 |
+0 |
| Sep05 |
040615 |
1433 |
1433 |
1433 |
1433 |
+13 |
19 |
4,743 |
+13 |
| Total Volume and Open Interest |
16,027 |
102,205 |
+1,704 |
| Coffee "C"(NYBOT) |
| Jul04 |
040615 |
79.30 |
79.60 |
77.50 |
78.20 |
-1.75 |
22,137 |
34,815 |
-9,321 |
| Sep04 |
040615 |
81.50 |
82.00 |
80.00 |
80.60 |
-1.80 |
16,297 |
53,999 |
+7,991 |
| Dec04 |
040615 |
84.50 |
84.80 |
83.00 |
83.50 |
-1.75 |
1,009 |
11,819 |
-10 |
| Mar05 |
040615 |
87.50 |
87.75 |
86.00 |
86.25 |
-1.70 |
77 |
6,168 |
+72 |
| May05 |
040615 |
89.00 |
89.00 |
87.30 |
87.85 |
-1.65 |
30 |
1,167 |
+93 |
| Jul05 |
040615 |
90.50 |
90.50 |
89.00 |
89.35 |
-1.60 |
18 |
958 |
+32 |
| Total Volume and Open Interest |
39,575 |
109,514 |
-1,138 |
| Orange Juice(NYBOT) |
| Jul04 |
040615 |
54.80 |
57.10 |
54.65 |
56.80 |
+1.90 |
655 |
21,335 |
-194 |
| Sep04 |
040615 |
57.15 |
59.25 |
57.00 |
58.90 |
+1.55 |
569 |
7,864 |
+338 |
| Nov04 |
040615 |
59.50 |
61.40 |
59.40 |
61.25 |
+1.75 |
98 |
5,440 |
+80 |
| Jan05 |
040615 |
61.50 |
63.50 |
61.25 |
63.25 |
+1.65 |
32 |
1,508 |
+29 |
| Mar05 |
040615 |
63.55 |
65.25 |
63.55 |
65.25 |
+1.70 |
94 |
2,926 |
+27 |
| Total Volume and Open Interest |
1,448 |
42,006 |
+280 |
| Sugar #11(NYBOT) |
| Jul04 |
040615 |
6.65 |
6.80 |
6.62 |
6.78 |
+0.12 |
44,999 |
84,994 |
-17,799 |
| Oct04 |
040615 |
7.15 |
7.30 |
7.15 |
7.28 |
+0.11 |
27,483 |
119,520 |
+10,025 |
| Mar05 |
040615 |
7.55 |
7.64 |
7.52 |
7.63 |
+0.09 |
8,042 |
39,946 |
+1,926 |
| May05 |
040615 |
7.49 |
7.61 |
7.49 |
7.58 |
+0.09 |
1,053 |
14,970 |
+1,292 |
| Jul05 |
040615 |
7.31 |
7.39 |
7.31 |
7.39 |
+0.08 |
1,623 |
10,074 |
+311 |
| Total Volume and Open Interest |
86,514 |
281,977 |
-2,721 |
| London Cocoa(LCE) |
| Jul04 |
040615 |
773 |
793 |
771 |
776 |
+3 |
1,100 |
40,745 |
-363 |
| Sep04 |
040615 |
787 |
807 |
785 |
790 |
+3 |
1,501 |
33,891 |
+1,094 |
| Dec04 |
040615 |
809 |
830 |
809 |
814 |
+4 |
614 |
46,829 |
+108 |
| Mar05 |
040615 |
830 |
850 |
830 |
834 |
+3 |
301 |
28,260 |
+121 |
| May05 |
040615 |
846 |
861 |
846 |
847 |
+3 |
279 |
10,709 |
+121 |
| Jul05 |
040615 |
857 |
875 |
857 |
860 |
+3 |
3 |
9,671 |
+42 |
| Sep05 |
040615 |
881 |
881 |
870 |
870 |
+3 |
50 |
7,080 |
+24 |
| Total Volume and Open Interest |
3,848 |
183,964 |
+183,964 |
| London Coffee(LCE) |
| Jul04 |
040615 |
840.00 |
840.00 |
806.00 |
822.00 |
-26.00 |
2,367 |
57,945 |
-1,001 |
| Sep04 |
040615 |
820.00 |
820.00 |
786.00 |
801.00 |
-27.00 |
4,493 |
60,687 |
+1,346 |
| Nov04 |
040615 |
806.00 |
806.00 |
775.00 |
788.00 |
-24.00 |
705 |
25,656 |
+132 |
| Jan05 |
040615 |
799.00 |
799.00 |
774.00 |
785.00 |
-25.00 |
1,012 |
18,899 |
+882 |
| Mar05 |
040615 |
791.00 |
800.00 |
784.00 |
793.00 |
-21.00 |
45 |
10,672 |
+45 |
| May05 |
040615 |
801.00 |
801.00 |
801.00 |
801.00 |
-18.00 |
0 |
4,970 |
+0 |
| Total Volume and Open Interest |
8,622 |
179,173 |
+179,173 |
| London Sugar(LCE) |
| Aug04 |
040615 |
211.50 |
213.00 |
210.00 |
212.70 |
+1.00 |
4,040 |
19,786 |
-772 |
| Oct04 |
040615 |
215.50 |
218.10 |
215.10 |
218.10 |
+1.70 |
1,188 |
12,098 |
-217 |
| Dec04 |
040615 |
223.50 |
225.10 |
222.50 |
225.10 |
+1.80 |
239 |
4,903 |
-159 |
| Mar05 |
040615 |
230.10 |
232.10 |
230.00 |
232.10 |
+2.30 |
175 |
9,677 |
-78 |
| May05 |
040615 |
227.80 |
231.10 |
227.80 |
231.10 |
+3.30 |
180 |
3,838 |
+32 |
| Total Volume and Open Interest |
6,328 |
56,268 |
+56,268 |
| Cotton(NYBOT) |
| Jul04 |
040615 |
56.90 |
56.99 |
53.37 |
54.32 |
-3.00 |
15,005 |
24,471 |
-9,907 |
| Oct04 |
040615 |
57.40 |
57.40 |
55.00 |
55.01 |
-2.49 |
217 |
2,078 |
+76 |
| Dec04 |
040615 |
56.70 |
56.75 |
55.05 |
55.37 |
-1.41 |
12,445 |
46,106 |
+4,290 |
| Mar05 |
040615 |
58.08 |
58.08 |
57.08 |
57.08 |
-1.12 |
645 |
7,463 |
+134 |
| May05 |
040615 |
58.65 |
58.65 |
57.88 |
57.88 |
-1.02 |
7 |
1,317 |
+5 |
| Jul05 |
040615 |
59.50 |
59.50 |
58.73 |
58.73 |
-0.92 |
36 |
790 |
-18 |
| Total Volume and Open Interest |
28,388 |
82,864 |
-5,407 |
| Lumber(CME) |
| Jul04 |
040615 |
393.8 |
395.0 |
391.4 |
392.1 |
-5.4 |
410 |
3,590 |
+50 |
| Sep04 |
040615 |
364.0 |
365.0 |
361.7 |
363.8 |
-2.2 |
173 |
1,172 |
+12 |
| Nov04 |
040615 |
334.1 |
334.2 |
332.6 |
332.6 |
-2.5 |
32 |
440 |
-8 |
| Jan05 |
040615 |
334.5 |
334.5 |
334.5 |
334.5 |
+3.5 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
615 |
5,252 |
+54 |
| Crude Oil(NYM) |
| Jul04 |
040615 |
38.30 |
38.40 |
36.90 |
37.19 |
-0.40 |
71,784 |
84,002 |
-12,085 |
| Aug04 |
040615 |
38.60 |
38.70 |
37.11 |
37.42 |
-0.46 |
70,381 |
154,917 |
+14,018 |
| Sep04 |
040615 |
38.60 |
38.65 |
37.05 |
37.44 |
-0.39 |
19,180 |
77,490 |
+6,018 |
| Oct04 |
040615 |
38.30 |
38.40 |
37.15 |
37.24 |
-0.34 |
4,497 |
41,115 |
-116 |
| Nov04 |
040615 |
37.35 |
37.35 |
36.70 |
36.93 |
-0.30 |
3,099 |
24,437 |
+717 |
| Dec04 |
040615 |
37.52 |
37.55 |
36.35 |
36.62 |
-0.26 |
7,171 |
64,083 |
+1,014 |
| Jan05 |
040615 |
36.75 |
36.75 |
36.10 |
36.26 |
-0.23 |
1,527 |
23,780 |
+804 |
| Feb05 |
040615 |
35.98 |
36.15 |
35.92 |
35.92 |
-0.22 |
495 |
12,030 |
+27 |
| Mar05 |
040615 |
35.61 |
35.61 |
35.61 |
35.61 |
-0.21 |
695 |
13,046 |
+143 |
| Apr05 |
040615 |
35.34 |
35.34 |
35.34 |
35.34 |
-0.20 |
403 |
7,749 |
-350 |
| May05 |
040615 |
35.07 |
35.07 |
35.07 |
35.07 |
-0.20 |
710 |
4,239 |
-41 |
| Jun05 |
040615 |
35.20 |
35.20 |
34.70 |
34.84 |
-0.20 |
1,181 |
18,688 |
+38 |
| Jul05 |
040615 |
35.00 |
35.00 |
34.50 |
34.63 |
-0.20 |
50 |
5,188 |
+0 |
| Aug05 |
040615 |
34.80 |
34.80 |
34.44 |
34.44 |
-0.20 |
100 |
4,266 |
+60 |
| Sep05 |
040615 |
34.26 |
34.26 |
34.26 |
34.26 |
-0.19 |
0 |
6,454 |
+0 |
| Oct05 |
040615 |
34.08 |
34.08 |
34.08 |
34.08 |
-0.19 |
0 |
3,354 |
+0 |
| Total Volume and Open Interest |
183,220 |
695,592 |
+9,884 |
| Heating Oil(NYM) |
| Jul04 |
040615 |
100.60 |
101.50 |
96.75 |
97.75 |
-0.49 |
20,150 |
33,009 |
-3,367 |
| Aug04 |
040615 |
102.00 |
102.00 |
97.60 |
98.48 |
-0.50 |
10,616 |
37,289 |
+2,086 |
| Sep04 |
040615 |
102.25 |
102.50 |
98.80 |
99.23 |
-0.50 |
3,192 |
15,875 |
+1,170 |
| Oct04 |
040615 |
102.50 |
103.18 |
99.88 |
99.88 |
-0.50 |
1,552 |
9,769 |
+702 |
| Nov04 |
040615 |
103.83 |
103.83 |
100.53 |
100.53 |
-0.50 |
499 |
8,230 |
-20 |
| Dec04 |
040615 |
104.33 |
104.33 |
100.70 |
101.03 |
-0.50 |
2,207 |
22,639 |
+552 |
| Jan05 |
040615 |
104.63 |
104.63 |
101.25 |
101.38 |
-0.45 |
1,591 |
8,984 |
+481 |
| Feb05 |
040615 |
103.88 |
103.88 |
100.60 |
100.68 |
-0.40 |
507 |
6,816 |
+343 |
| Mar05 |
040615 |
101.43 |
101.43 |
98.25 |
98.28 |
-0.35 |
642 |
7,948 |
+464 |
| Apr05 |
040615 |
97.98 |
97.98 |
94.98 |
94.98 |
-0.20 |
4 |
1,375 |
+0 |
| May05 |
040615 |
91.73 |
91.73 |
91.73 |
91.73 |
-0.10 |
4 |
1,404 |
+4 |
| Jun05 |
040615 |
90.90 |
90.90 |
89.50 |
89.53 |
unch |
1,001 |
3,264 |
+439 |
| Total Volume and Open Interest |
43,101 |
161,273 |
+3,712 |
| Unleaded Gas(NYM) |
| Jul04 |
040615 |
116.50 |
116.80 |
113.60 |
115.03 |
-0.22 |
31,576 |
39,031 |
-2,926 |
| Aug04 |
040615 |
115.70 |
115.90 |
112.80 |
114.07 |
-0.38 |
15,276 |
40,180 |
+2,199 |
| Sep04 |
040615 |
113.25 |
113.25 |
110.50 |
111.55 |
-0.52 |
2,773 |
19,262 |
+659 |
| Oct04 |
040615 |
108.50 |
109.00 |
106.68 |
106.68 |
-0.64 |
1,030 |
7,361 |
+16 |
| Nov04 |
040615 |
104.25 |
105.00 |
103.88 |
103.88 |
-0.52 |
321 |
3,316 |
+62 |
| Dec04 |
040615 |
102.80 |
102.80 |
101.50 |
102.15 |
-0.35 |
397 |
9,623 |
+108 |
| Jan05 |
040615 |
101.50 |
101.50 |
101.50 |
101.50 |
-0.35 |
22 |
2,652 |
-9 |
| Feb05 |
040615 |
101.60 |
101.60 |
101.60 |
101.60 |
-0.35 |
1 |
2,871 |
+1 |
| Mar05 |
040615 |
102.30 |
102.30 |
102.30 |
102.30 |
-0.35 |
76 |
1,135 |
+0 |
| Apr05 |
040615 |
108.90 |
108.90 |
108.90 |
108.90 |
-0.35 |
280 |
4,657 |
+61 |
| May05 |
040615 |
108.75 |
108.75 |
108.75 |
108.75 |
-0.40 |
455 |
5,100 |
+95 |
| Jun05 |
040615 |
107.65 |
107.65 |
107.65 |
107.65 |
-0.45 |
250 |
1,056 |
+250 |
| Total Volume and Open Interest |
52,457 |
136,244 |
+516 |
| Natural Gas(NYM) |
| Jul04 |
040615 |
6.350 |
6.400 |
6.250 |
6.304 |
+0.060 |
36,705 |
40,979 |
-5,164 |
| Aug04 |
040615 |
6.435 |
6.450 |
6.300 |
6.364 |
+0.052 |
15,629 |
45,808 |
+2,693 |
| Sep04 |
040615 |
6.460 |
6.490 |
6.340 |
6.388 |
+0.051 |
4,243 |
34,817 |
+1,145 |
| Oct04 |
040615 |
6.470 |
6.485 |
6.370 |
6.412 |
+0.050 |
3,266 |
31,910 |
+1,145 |
| Nov04 |
040615 |
6.670 |
6.680 |
6.610 |
6.627 |
+0.047 |
2,966 |
17,209 |
+1,403 |
| Dec04 |
040615 |
6.900 |
6.900 |
6.810 |
6.827 |
+0.044 |
1,199 |
20,375 |
-11 |
| Jan05 |
040615 |
7.020 |
7.020 |
6.920 |
6.952 |
+0.041 |
1,091 |
19,418 |
-164 |
| Feb05 |
040615 |
6.940 |
6.940 |
6.880 |
6.897 |
+0.037 |
721 |
12,598 |
-365 |
| Mar05 |
040615 |
6.770 |
6.770 |
6.700 |
6.732 |
+0.037 |
2,754 |
15,791 |
+721 |
| Apr05 |
040615 |
6.070 |
6.070 |
6.020 |
6.030 |
+0.010 |
501 |
9,778 |
+77 |
| May05 |
040615 |
5.910 |
5.910 |
5.855 |
5.855 |
+0.010 |
487 |
9,768 |
+66 |
| Jun05 |
040615 |
5.885 |
5.890 |
5.860 |
5.860 |
+0.010 |
122 |
6,962 |
+69 |
| Jul05 |
040615 |
5.910 |
5.925 |
5.890 |
5.890 |
+0.010 |
215 |
11,352 |
+67 |
| Aug05 |
040615 |
5.920 |
5.935 |
5.900 |
5.900 |
+0.010 |
122 |
6,584 |
+47 |
| Sep05 |
040615 |
5.900 |
5.910 |
5.875 |
5.875 |
+0.010 |
133 |
7,250 |
+77 |
| Oct05 |
040615 |
5.930 |
5.930 |
5.883 |
5.883 |
+0.004 |
40 |
5,322 |
+16 |
| Total Volume and Open Interest |
70,576 |
357,361 |
+1,915 |
| Brent Crude Oil(IPE) |
| Jul04 |
040615 |
34.85 |
35.90 |
34.75 |
35.29 |
-0.20 |
33,958 |
20,203 |
-19,101 |
| Aug04 |
040615 |
34.92 |
36.24 |
34.75 |
35.03 |
-0.45 |
58,488 |
90,563 |
+5,862 |
| Sep04 |
040615 |
34.80 |
36.13 |
34.77 |
35.04 |
-0.43 |
13,213 |
62,116 |
+5,398 |
| Oct04 |
040615 |
34.60 |
35.90 |
34.59 |
34.91 |
-0.38 |
2,555 |
19,683 |
+1,716 |
| Nov04 |
040615 |
34.31 |
35.00 |
34.31 |
34.66 |
-0.33 |
913 |
9,760 |
+620 |
| Dec04 |
040615 |
34.00 |
35.17 |
34.00 |
34.35 |
-0.34 |
4,255 |
35,856 |
+932 |
| Jan05 |
040615 |
33.74 |
34.40 |
33.74 |
34.00 |
-0.33 |
320 |
13,356 |
+105 |
| Feb05 |
040615 |
33.44 |
33.67 |
33.44 |
33.67 |
-0.32 |
0 |
7,348 |
+448 |
| Mar05 |
040615 |
33.07 |
33.54 |
33.07 |
33.34 |
-0.35 |
0 |
7,144 |
+0 |
| Apr05 |
040615 |
33.07 |
33.07 |
33.07 |
33.07 |
-0.33 |
0 |
7,030 |
-250 |
| May05 |
040615 |
32.82 |
32.82 |
32.82 |
32.82 |
-0.33 |
0 |
1,568 |
+0 |
| Jun05 |
040615 |
32.33 |
32.87 |
32.33 |
32.60 |
-0.31 |
0 |
16,239 |
-300 |
| Total Volume and Open Interest |
114,327 |
344,463 |
+344,463 |
| Gas Oil(IPE) |
| Jul04 |
040615 |
308.50 |
321.50 |
306.75 |
308.25 |
-5.00 |
13,295 |
47,266 |
-1,302 |
| Aug04 |
040615 |
306.50 |
318.75 |
304.75 |
306.25 |
-5.00 |
8,464 |
29,430 |
+3,007 |
| Sep04 |
040615 |
305.25 |
316.00 |
304.50 |
305.00 |
-4.75 |
2,940 |
16,911 |
+2,225 |
| Oct04 |
040615 |
302.50 |
312.25 |
302.50 |
303.00 |
-4.75 |
1,265 |
9,892 |
+163 |
| Nov04 |
040615 |
300.50 |
300.50 |
300.50 |
300.50 |
-4.75 |
359 |
6,384 |
+259 |
| Dec04 |
040615 |
297.50 |
306.00 |
297.00 |
297.50 |
-4.25 |
1,605 |
23,124 |
-259 |
| Jan05 |
040615 |
294.50 |
300.00 |
294.25 |
294.25 |
-4.00 |
1,300 |
5,230 |
-50 |
| Feb05 |
040615 |
290.75 |
290.75 |
290.75 |
290.75 |
-4.00 |
0 |
2,150 |
+0 |
| Mar05 |
040615 |
294.50 |
294.50 |
285.75 |
285.75 |
-3.50 |
120 |
2,685 |
+20 |
| Apr05 |
040615 |
279.50 |
280.50 |
279.50 |
280.25 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
29,448 |
163,169 |
+163,169 |
| US Dollar Index(NYBOT) |
| Sep04 |
040615 |
90.20 |
90.45 |
89.42 |
89.42 |
-0.86 |
4,051 |
7,874 |
-323 |
| Dec04 |
040615 |
90.00 |
90.00 |
89.68 |
89.68 |
-0.86 |
5 |
2,044 |
+0 |
| Mar05 |
040615 |
89.94 |
89.94 |
89.94 |
89.94 |
-0.86 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
4,761 |
12,514 |
-724 |
| Australian Dollar(CME) |
| Sep04 |
040615 |
67.65 |
69.22 |
67.55 |
69.20 |
+1.21 |
1,777 |
22,978 |
+903 |
| Dec04 |
040615 |
68.62 |
68.62 |
68.62 |
68.62 |
+1.21 |
0 |
254 |
+0 |
| Mar05 |
040615 |
68.14 |
68.14 |
68.14 |
68.14 |
+1.21 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
2,350 |
42,810 |
-140 |
| British Pound(CME) |
| Sep04 |
040615 |
179.97 |
181.74 |
179.95 |
181.72 |
+1.90 |
6,085 |
46,830 |
-612 |
| Dec04 |
040615 |
179.30 |
180.32 |
179.30 |
180.32 |
+1.90 |
2 |
397 |
+1 |
| Mar05 |
040615 |
179.06 |
179.06 |
179.06 |
179.06 |
+1.90 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
8,545 |
68,554 |
-1,474 |
| Canadian Dollar(CME) |
| Sep04 |
040615 |
72.40 |
73.07 |
72.38 |
72.89 |
+0.22 |
10,680 |
49,022 |
+5,914 |
| Dec04 |
040615 |
72.38 |
72.93 |
72.38 |
72.83 |
+0.22 |
131 |
4,424 |
+10 |
| Mar05 |
040615 |
72.78 |
72.78 |
72.78 |
72.78 |
+0.22 |
20 |
691 |
+20 |
| Jun05 |
040615 |
72.85 |
72.85 |
72.74 |
72.74 |
+0.22 |
0 |
183 |
+0 |
| Total Volume and Open Interest |
14,038 |
83,513 |
+3,527 |
| Japanese Yen(CME) |
| Sep04 |
040615 |
90.35 |
91.85 |
90.25 |
91.84 |
+1.58 |
15,464 |
79,790 |
-4,986 |
| Dec04 |
040615 |
91.35 |
92.31 |
91.35 |
92.31 |
+1.58 |
48 |
430 |
+48 |
| Mar05 |
040615 |
92.87 |
92.87 |
92.87 |
92.87 |
+1.58 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
16,466 |
129,020 |
-6,412 |
| Swiss Franc(CME) |
| Sep04 |
040615 |
79.64 |
80.39 |
79.50 |
80.36 |
+0.53 |
6,153 |
42,689 |
-2,889 |
| Dec04 |
040615 |
80.61 |
80.61 |
80.61 |
80.61 |
+0.53 |
0 |
122 |
+0 |
| Mar05 |
040615 |
80.88 |
80.88 |
80.88 |
80.88 |
+0.53 |
1 |
7 |
+0 |
| Total Volume and Open Interest |
6,956 |
63,085 |
-3,520 |
| EuroFX(CME) |
| Sep04 |
040615 |
120.37 |
121.48 |
120.20 |
121.46 |
+1.03 |
14,556 |
85,186 |
-855 |
| Dec04 |
040615 |
121.10 |
121.43 |
121.10 |
121.43 |
+1.03 |
41 |
757 |
+78 |
| Mar05 |
040615 |
120.75 |
121.48 |
120.75 |
121.48 |
+1.03 |
20 |
206 |
+18 |
| Total Volume and Open Interest |
16,339 |
148,705 |
-5,426 |
| Mexican Peso(CME) |
| Jun04 |
040614 |
8780.0 |
8783.0 |
8750.0 |
8755.0 |
-45.0 |
4,318 |
21,915 |
-3,370 |
| Sep04 |
040615 |
8587.0 |
8655.0 |
8585.0 |
8642.0 |
+57.0 |
5,171 |
44,627 |
+1,616 |
| Total Volume and Open Interest |
5,392 |
69,049 |
+1,362 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040615 |
104~10 |
106~23 |
104~10 |
106~18 |
+2~08 |
6,145 |
53,180 |
-2,734 |
| Sep04 |
040615 |
103~00 |
105~13 |
102~30 |
105~07 |
+2~07 |
192,397 |
451,374 |
+12,899 |
| Dec04 |
040615 |
102~20 |
104~05 |
102~20 |
104~01 |
+2~06 |
106 |
3,286 |
+58 |
| Total Volume and Open Interest |
198,648 |
508,039 |
+10,223 |
| Municipal Bonds(CBOT) |
| Jun04 |
040615 |
99~19 |
100~21 |
99~19 |
100~14 |
+1~00 |
168 |
1,177 |
-72 |
| Sep04 |
040615 |
98~21 |
99~27 |
98~21 |
99~20 |
+1~02 |
207 |
1,513 |
+179 |
| Total Volume and Open Interest |
375 |
2,690 |
+107 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040615 |
108~160 |
110~000 |
108~160 |
109~305 |
+1~140 |
40,829 |
127,027 |
-17,606 |
| Sep04 |
040615 |
107~010 |
108~200 |
107~010 |
108~165 |
+1~150 |
601,895 |
1,169,728 |
-7,450 |
| Total Volume and Open Interest |
644,745 |
1,312,970 |
-23,540 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040615 |
108~315 |
109~090 |
108~310 |
109~090 |
+0~270 |
15,024 |
95,603 |
+0 |
| Sep04 |
040615 |
107~085 |
108~035 |
107~085 |
108~005 |
+0~290 |
326,733 |
1,048,720 |
+0 |
| Dec04 |
040615 |
106~305 |
106~305 |
106~305 |
106~305 |
+0~290 |
19 |
2,661 |
+10 |
| Total Volume and Open Interest |
341,776 |
2,661 |
-1,144,313 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040615 |
105~068 |
105~104 |
105~068 |
105~100 |
+0~042 |
1,615 |
27,505 |
-3,212 |
| Sep04 |
040615 |
104~088 |
105~004 |
104~088 |
104~126 |
+0~048 |
8,980 |
191,878 |
+8,064 |
| Total Volume and Open Interest |
10,595 |
219,383 |
+4,852 |
| Eurodollars(CME) |
| Sep04 |
040615 |
97.770 |
97.895 |
97.765 |
97.860 |
+0.105 |
139,083 |
964,916 |
+33,196 |
| Dec04 |
040615 |
97.225 |
97.390 |
97.225 |
97.360 |
+0.155 |
104,169 |
905,168 |
+36,246 |
| Mar05 |
040615 |
96.755 |
96.950 |
96.755 |
96.925 |
+0.200 |
99,770 |
747,619 |
-14,841 |
| Jun05 |
040615 |
96.345 |
96.555 |
96.340 |
96.530 |
+0.225 |
89,296 |
587,888 |
-50,023 |
| Sep05 |
040615 |
96.005 |
96.220 |
96.005 |
96.195 |
+0.240 |
50,481 |
487,956 |
-2,423 |
| Dec05 |
040615 |
95.700 |
95.920 |
95.700 |
95.895 |
+0.235 |
36,183 |
381,777 |
-2,448 |
| Mar06 |
040615 |
95.475 |
95.680 |
95.475 |
95.660 |
+0.235 |
31,998 |
318,426 |
-2,587 |
| Jun06 |
040615 |
95.275 |
95.490 |
95.275 |
95.465 |
+0.235 |
29,824 |
199,238 |
-8,099 |
| Sep06 |
040615 |
95.120 |
95.320 |
95.120 |
95.290 |
+0.230 |
12,857 |
187,086 |
+5 |
| Dec06 |
040615 |
94.950 |
95.145 |
94.950 |
95.125 |
+0.225 |
8,686 |
142,530 |
+2,035 |
| Mar07 |
040615 |
94.830 |
95.015 |
94.830 |
94.995 |
+0.220 |
8,108 |
132,562 |
+850 |
| Jun07 |
040615 |
94.700 |
94.875 |
94.700 |
94.860 |
+0.215 |
15,575 |
98,203 |
-1,036 |
| Total Volume and Open Interest |
689,017 |
5,739,573 |
-699,875 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040614 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.01 |
120 |
11,888 |
-79 |
| Sep04 |
040615 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
256 |
6,900 |
-36 |
| Dec04 |
040615 |
99.85 |
99.86 |
99.85 |
99.86 |
+0.03 |
9 |
8,824 |
-1,609 |
| Mar05 |
040615 |
99.76 |
99.77 |
99.76 |
99.77 |
+0.03 |
66 |
9,146 |
+360 |
| Jun05 |
040615 |
99.66 |
99.67 |
99.66 |
99.67 |
+0.04 |
145 |
7,858 |
+612 |
| Sep05 |
040615 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.04 |
0 |
4,485 |
+7 |
| Dec05 |
040615 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.03 |
105 |
2,629 |
+54 |
| Mar06 |
040615 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.05 |
10 |
2,430 |
+88 |
| Jun06 |
040615 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.03 |
0 |
831 |
-30 |
| Sep06 |
040615 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.03 |
0 |
789 |
+0 |
| Total Volume and Open Interest |
593 |
45,248 |
-12,440 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040615 |
99.89 |
99.89 |
99.88 |
99.88 |
-0.01 |
7,526 |
47,830 |
+2,043 |
| Dec04 |
040615 |
99.84 |
99.84 |
99.83 |
99.84 |
unch |
10,534 |
68,036 |
-1,332 |
| Mar05 |
040615 |
99.74 |
99.76 |
99.74 |
99.76 |
+0.01 |
4,362 |
55,645 |
+424 |
| Jun05 |
040615 |
99.64 |
99.66 |
99.63 |
99.65 |
+0.01 |
6,429 |
51,941 |
+260 |
| Sep05 |
040615 |
99.49 |
99.53 |
99.49 |
99.52 |
+0.03 |
3,719 |
43,762 |
+1,399 |
| Dec05 |
040615 |
99.34 |
99.37 |
99.34 |
99.37 |
+0.03 |
151 |
31,186 |
-181 |
| Mar06 |
040615 |
99.20 |
99.22 |
99.19 |
99.21 |
+0.03 |
714 |
18,942 |
+227 |
| Jun06 |
040615 |
99.09 |
99.09 |
99.08 |
99.08 |
+0.03 |
72 |
8,041 |
+22 |
| Total Volume and Open Interest |
33,517 |
340,705 |
+340,705 |
| German Euro-Bund(EUREX) |
| Sep04 |
040615 |
111.84 |
112.99 |
111.84 |
112.97 |
+0.93 |
649,109 |
975,835 |
+17,294 |
| Dec04 |
040615 |
110.96 |
112.05 |
110.90 |
112.04 |
+0.93 |
3,249 |
217 |
+90 |
| Mar05 |
040615 |
111.38 |
111.38 |
111.38 |
111.38 |
+0.94 |
|
|
|
| Total Volume and Open Interest |
652,358 |
976,052 |
+976,052 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040615 |
109.41 |
110.20 |
109.37 |
110.18 |
+0.63 |
558,509 |
852,454 |
+49,809 |
| Dec04 |
040615 |
108.62 |
109.28 |
108.60 |
109.28 |
+0.54 |
25 |
234 |
-607 |
| Mar05 |
040615 |
108.80 |
108.80 |
108.80 |
108.80 |
+0.63 |
|
|
|
| Total Volume and Open Interest |
558,534 |
852,688 |
+852,688 |
| Long Gilt(LIFFE) |
| Jun04 |
040615 |
105~00 |
105~23 |
104~31 |
105~23 |
+0~22 |
484 |
24,273 |
-1,150 |
| Sep04 |
040615 |
104~17 |
105~20 |
104~17 |
105~12 |
+0~22 |
30,016 |
213,742 |
+3,441 |
| Total Volume and Open Interest |
30,500 |
238,015 |
+238,015 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040615 |
95.17 |
95.18 |
95.16 |
95.18 |
unch |
21,691 |
191,578 |
-7,064 |
| Sep04 |
040615 |
94.77 |
94.86 |
94.75 |
94.82 |
+0.03 |
47,717 |
204,338 |
-13,077 |
| Dec04 |
040615 |
94.51 |
94.64 |
94.49 |
94.59 |
+0.04 |
55,623 |
263,312 |
+130 |
| Total Volume and Open Interest |
214,242 |
1,360,542 |
+1,360,542 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040615 |
97.725 |
97.800 |
97.715 |
97.755 |
+0.025 |
183,342 |
570,863 |
+11,597 |
| Dec04 |
040615 |
97.440 |
97.575 |
97.435 |
97.525 |
+0.065 |
194,847 |
609,623 |
+14,851 |
| Mar05 |
040615 |
97.160 |
97.330 |
97.150 |
97.265 |
+0.085 |
201,392 |
409,412 |
-6,351 |
| Total Volume and Open Interest |
944,703 |
3,421,883 |
+3,421,883 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040610 |
94.48 |
94.50 |
94.47 |
94.49 |
unch |
14,453 |
36,697 |
-9,031 |
| Sep04 |
040615 |
94.42 |
94.45 |
94.41 |
94.45 |
unch |
25,855 |
175,973 |
+4,461 |
| Dec04 |
040615 |
94.36 |
94.36 |
94.33 |
94.36 |
-0.02 |
13,456 |
91,556 |
+811 |
| Mar05 |
040615 |
94.30 |
94.32 |
94.28 |
94.32 |
-0.02 |
2,729 |
43,392 |
-2,945 |
| Jun05 |
040615 |
94.24 |
94.27 |
94.23 |
94.27 |
-0.02 |
543 |
23,729 |
-1,969 |
| Sep05 |
040615 |
94.19 |
94.21 |
94.19 |
94.21 |
-0.03 |
805 |
16,193 |
+42 |
| Dec05 |
040615 |
94.12 |
94.15 |
94.12 |
94.14 |
-0.03 |
382 |
12,262 |
+102 |
| Mar06 |
040615 |
94.05 |
94.08 |
94.05 |
94.08 |
-0.01 |
301 |
8,346 |
+100 |
| Jun06 |
040615 |
93.97 |
94.01 |
93.97 |
94.01 |
-0.01 |
201 |
2,970 |
+226 |
| Sep06 |
040615 |
93.92 |
93.93 |
93.92 |
93.93 |
-0.01 |
0 |
2,263 |
+0 |
| Total Volume and Open Interest |
44,322 |
|
|
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040615 |
93.98 |
93.99 |
93.96 |
93.99 |
+0.00 |
3,212 |
121,422 |
-40,962 |
| Sep04 |
040615 |
93.93 |
93.97 |
93.93 |
93.97 |
+0.03 |
4,923 |
168,567 |
-2,682 |
| Total Volume and Open Interest |
18,798 |
529,133 |
-106,319 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040615 |
94.42 |
94.43 |
94.40 |
94.43 |
-0.05 |
154,267 |
391,023 |
-12,675 |
| Sep04 |
040615 |
94.35 |
94.39 |
94.34 |
94.39 |
-0.02 |
135,873 |
244,429 |
+76,794 |
| Total Volume and Open Interest |
290,140 |
|
|
| Gold(CMX) |
| Jun04 |
040615 |
383.0 |
388.5 |
383.0 |
388.1 |
+4.5 |
209 |
845 |
-25 |
| Aug04 |
040615 |
383.8 |
390.0 |
383.0 |
388.7 |
+4.5 |
31,290 |
131,512 |
-416 |
| Oct04 |
040615 |
386.8 |
391.2 |
386.8 |
390.0 |
+4.4 |
349 |
9,926 |
+90 |
| Dec04 |
040615 |
387.0 |
393.0 |
387.0 |
391.5 |
+4.4 |
963 |
37,781 |
-468 |
| Feb05 |
040615 |
389.5 |
393.1 |
389.5 |
393.1 |
+4.3 |
467 |
3,116 |
-94 |
| Apr05 |
040615 |
392.0 |
395.0 |
392.0 |
394.9 |
+4.2 |
375 |
3,485 |
-202 |
| Jun05 |
040615 |
397.5 |
397.5 |
395.1 |
396.8 |
+4.1 |
744 |
13,525 |
+193 |
| Aug05 |
040615 |
398.9 |
398.9 |
398.9 |
398.9 |
+4.0 |
35 |
2,273 |
-25 |
| Oct05 |
040615 |
401.0 |
401.0 |
401.0 |
401.0 |
+3.9 |
0 |
276 |
+0 |
| Dec05 |
040615 |
400.0 |
403.1 |
400.0 |
403.1 |
+3.7 |
4 |
6,435 |
+4 |
| Feb06 |
040615 |
405.5 |
405.5 |
405.5 |
405.5 |
+3.5 |
0 |
573 |
+0 |
| Apr06 |
040615 |
407.9 |
407.9 |
407.9 |
407.9 |
+3.3 |
0 |
435 |
+0 |
| Total Volume and Open Interest |
34,671 |
223,092 |
-1,050 |
| Silver(CMX) |
| Jul04 |
040615 |
565.0 |
577.0 |
563.0 |
573.5 |
+7.7 |
9,496 |
47,256 |
+407 |
| Sep04 |
040615 |
566.0 |
580.0 |
566.0 |
575.3 |
+7.6 |
1,028 |
12,023 |
+739 |
| Dec04 |
040615 |
571.0 |
581.0 |
570.0 |
578.2 |
+7.6 |
486 |
14,931 |
+116 |
| Mar05 |
040615 |
581.1 |
581.1 |
581.1 |
581.1 |
+7.5 |
60 |
4,137 |
-10 |
| May05 |
040615 |
583.3 |
583.3 |
583.3 |
583.3 |
+7.4 |
0 |
974 |
+0 |
| Jul05 |
040615 |
584.9 |
584.9 |
584.9 |
584.9 |
+7.2 |
50 |
1,592 |
+0 |
| Sep05 |
040615 |
587.2 |
587.2 |
587.2 |
587.2 |
+7.0 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
11,079 |
85,388 |
+1,192 |
| Platinum(NYM) |
| Jul04 |
040615 |
770.0 |
782.0 |
767.0 |
773.0 |
-17.9 |
511 |
4,809 |
-223 |
| Oct04 |
040615 |
766.0 |
775.0 |
765.8 |
765.8 |
-18.1 |
69 |
1,016 |
-20 |
| Jan05 |
040615 |
760.8 |
760.8 |
760.8 |
760.8 |
-18.1 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
511 |
5,833 |
-243 |
| Palladium(NYME) |
| Jun04 |
040615 |
216.50 |
222.65 |
216.50 |
222.65 |
+2.85 |
24 |
173 |
-7 |
| Sep04 |
040615 |
214.50 |
224.00 |
214.10 |
223.45 |
+3.15 |
522 |
7,147 |
+0 |
| Dec04 |
040615 |
219.90 |
224.95 |
219.90 |
224.95 |
+3.15 |
11 |
442 |
+9 |
| Total Volume and Open Interest |
557 |
7,763 |
+2 |
| Copper(CMX) |
| Jul04 |
040615 |
113.50 |
119.70 |
112.80 |
119.10 |
+3.85 |
9,129 |
23,620 |
-1,831 |
| Sep04 |
040615 |
114.10 |
119.80 |
113.40 |
119.40 |
+3.65 |
3,863 |
20,866 |
+1,976 |
| Dec04 |
040615 |
111.00 |
117.00 |
111.00 |
116.70 |
+3.55 |
224 |
10,880 |
+3 |
| Mar05 |
040615 |
110.50 |
114.20 |
110.50 |
114.20 |
+3.55 |
27 |
1,371 |
+17 |
| May05 |
040615 |
108.70 |
112.20 |
108.70 |
112.20 |
+3.55 |
4 |
322 |
+4 |
| Total Volume and Open Interest |
13,995 |
63,707 |
+291 |
| DJIA Index(CBOT) |
| Jun04 |
040615 |
10365 |
10429 |
10345 |
10393 |
+55 |
13,698 |
29,347 |
-10,589 |
| Sep04 |
040615 |
10350 |
10420 |
10332 |
10382 |
+55 |
17,844 |
25,023 |
+11,813 |
| Dec04 |
040615 |
10400 |
10400 |
10378 |
10378 |
+55 |
3 |
33 |
+0 |
| Total Volume and Open Interest |
31,542 |
54,403 |
+1,224 |
| S & P 500(CME) |
| Jun04 |
040615 |
1132.50 |
1138.00 |
1129.00 |
1133.90 |
+8.30 |
110,629 |
227,068 |
-67,638 |
| Sep04 |
040615 |
1132.50 |
1137.80 |
1128.50 |
1133.70 |
+8.20 |
138,206 |
405,798 |
+84,003 |
| Dec04 |
040615 |
1134.60 |
1134.60 |
1134.60 |
1134.60 |
+8.10 |
20 |
3,320 |
+1 |
| Mar05 |
040615 |
1137.00 |
1137.00 |
1137.00 |
1137.00 |
+7.70 |
1,000 |
271 |
+0 |
| Total Volume and Open Interest |
248,855 |
636,676 |
+16,366 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040615 |
1125.75 |
1138.00 |
1125.50 |
1134.00 |
+8.50 |
109,840 |
420,230 |
-83,368 |
| Sep04 |
040615 |
1125.50 |
1137.75 |
1125.25 |
1133.75 |
+8.25 |
580,332 |
333,111 |
+79,250 |
| Total Volume and Open Interest |
690,172 |
753,341 |
-4,118 |
| NASDAQ 100(CME) |
| Jun04 |
040615 |
1471.50 |
1488.50 |
1471.00 |
1480.50 |
+19.00 |
23,456 |
62,816 |
-6,468 |
| Sep04 |
040615 |
1475.00 |
1493.50 |
1474.50 |
1485.00 |
+19.00 |
28,947 |
46,428 |
+16,488 |
| Dec04 |
040615 |
1491.00 |
1491.00 |
1491.00 |
1491.00 |
+19.00 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
52,403 |
109,251 |
+10,020 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040615 |
1467.5 |
1489.0 |
1460.5 |
1480.5 |
+19.0 |
54,944 |
289,944 |
-6,892 |
| Sep04 |
040615 |
1465.0 |
1493.5 |
1464.0 |
1485.0 |
+19.0 |
275,315 |
89,041 |
+42,096 |
| Total Volume and Open Interest |
330,259 |
378,985 |
+35,204 |
| S & P Midcap 400(CME) |
| Jun04 |
040615 |
591.50 |
595.50 |
591.50 |
594.75 |
+6.85 |
2,872 |
9,571 |
-2,014 |
| Sep04 |
040615 |
592.00 |
597.25 |
591.75 |
595.25 |
+6.75 |
3,373 |
10,026 |
+2,424 |
| Dec04 |
040615 |
595.25 |
595.25 |
595.25 |
595.25 |
+6.75 |
|
|
|
| Total Volume and Open Interest |
6,245 |
19,597 |
+410 |
| Russell 2000(CME) |
| Jun04 |
040615 |
562.50 |
570.50 |
562.50 |
568.80 |
+10.45 |
6,360 |
23,784 |
-2,408 |
| Sep04 |
040615 |
560.50 |
569.25 |
560.50 |
567.00 |
+10.00 |
6,199 |
16,285 |
+4,972 |
| Dec04 |
040615 |
567.00 |
567.00 |
567.00 |
567.00 |
+10.00 |
|
|
|
| Total Volume and Open Interest |
12,559 |
40,069 |
+2,564 |
| Value Line(KCBT) |
| Jun04 |
040615 |
1581.00 |
1581.50 |
1581.00 |
1581.50 |
+22.50 |
1 |
27 |
-2 |
| Total Volume and Open Interest |
11 |
50 |
+1 |
| Nikkei 225(CME) |
| Sep04 |
040615 |
11530 |
11560 |
11470 |
11525 |
+90 |
3,890 |
28,024 |
+2,005 |
| Dec04 |
040615 |
11525 |
11525 |
11525 |
11525 |
+90 |
1 |
12 |
-1 |
| Total Volume and Open Interest |
3,891 |
28,036 |
-28,807 |
| Nikkei 225(SIMEX) |
| Sep04 |
040615 |
11400 |
11485 |
11350 |
11440 |
-40 |
20,881 |
123,698 |
-1,517 |
| Dec04 |
040615 |
11410 |
11410 |
11410 |
11410 |
-40 |
|
|
|
| Mar05 |
040615 |
11410 |
11410 |
11410 |
11410 |
-40 |
|
|
|
| Total Volume and Open Interest |
20,881 |
123,698 |
+123,698 |
| CAC 40(MATIF) |
| Jun04 |
040615 |
3645.0 |
3707.0 |
3642.5 |
3687.0 |
+45.0 |
64,176 |
486,430 |
-8,775 |
| Jul04 |
040615 |
3654.0 |
3705.5 |
3654.0 |
3692.5 |
+44.5 |
2,425 |
706 |
+23 |
| Aug04 |
040615 |
3699.0 |
3699.0 |
3699.0 |
3699.0 |
+45.0 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
18,551 |
510,447 |
-8,044 |
| DAX Index(EUREX) |
| Jun04 |
040615 |
3945.0 |
4016.0 |
3933.0 |
4013.0 |
+79.5 |
120,882 |
196,548 |
+6 |
| Sep04 |
040615 |
3964.0 |
4037.0 |
3956.0 |
4037.0 |
+82.5 |
28,959 |
41,213 |
+21,743 |
| Dec04 |
040615 |
3990.5 |
4058.5 |
3979.5 |
4057.5 |
+80.5 |
2,386 |
3,741 |
+273 |
| Total Volume and Open Interest |
152,227 |
241,502 |
+22,022 |
| FT-SE 100(LIFFE) |
| Jun04 |
040615 |
4444.50 |
4475.00 |
4425.00 |
4459.50 |
+15.50 |
136,732 |
243,915 |
-59,305 |
| Sep04 |
040615 |
4456.50 |
4480.50 |
4447.00 |
4471.00 |
+15.00 |
91,802 |
233,845 |
+60,603 |
| Dec04 |
040615 |
4493.00 |
4504.00 |
4493.00 |
4504.00 |
+15.50 |
250 |
25,122 |
+0 |
| Total Volume and Open Interest |
228,784 |
506,232 |
+506,232 |
| SPI 200(SFE) |
| Jun04 |
040615 |
3473.0 |
3473.0 |
3457.0 |
3469.0 |
-15.0 |
38,194 |
144,426 |
+3,565 |
| Sep04 |
040615 |
3480.0 |
3480.0 |
3461.0 |
3473.0 |
-16.0 |
33,412 |
64,472 |
+29,612 |
| Dec04 |
040615 |
3479.0 |
3487.0 |
3479.0 |
3487.0 |
-16.0 |
6 |
2,978 |
+3 |
| Total Volume and Open Interest |
71,621 |
|
|
| GSCI(CME) |
| Jul04 |
040615 |
291.50 |
293.40 |
286.50 |
286.50 |
-3.10 |
1,972 |
15,959 |
+1,792 |
| Aug04 |
040615 |
285.50 |
285.50 |
285.40 |
285.40 |
-2.10 |
3 |
3 |
+3 |
| Total Volume and Open Interest |
3,555 |
16,689 |
+230 |
| Reuters CRB Index(NYBOT) |
| Aug04 |
040615 |
265.00 |
266.50 |
264.05 |
264.90 |
-2.10 |
41 |
250 |
+10 |
| Nov04 |
040615 |
265.40 |
265.40 |
265.40 |
265.40 |
-2.10 |
1 |
21 |
+1 |
| Jan05 |
040615 |
265.40 |
265.40 |
265.40 |
265.40 |
-2.10 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
42 |
276 |
-42 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|