|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed June 16, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul04 |
040616 |
878.00 |
884.50 |
851.00 |
869.50 |
-14.50 |
38,671 |
72,999 |
-11,621 |
| Aug04 |
040616 |
806.00 |
817.00 |
791.00 |
800.50 |
-5.50 |
13,599 |
31,337 |
-348 |
| Sep04 |
040616 |
700.00 |
706.00 |
693.50 |
699.50 |
+4.00 |
4,235 |
11,545 |
+278 |
| Nov04 |
040616 |
669.00 |
678.00 |
659.00 |
667.75 |
+10.25 |
19,734 |
72,885 |
+2,665 |
| Jan05 |
040616 |
673.00 |
673.00 |
661.00 |
667.00 |
+9.50 |
366 |
4,970 |
+40 |
| Mar05 |
040616 |
668.00 |
668.00 |
658.00 |
665.25 |
+9.25 |
300 |
3,865 |
+91 |
| May05 |
040616 |
661.00 |
662.00 |
651.00 |
653.50 |
+6.00 |
285 |
3,001 |
-8 |
| Total Volume and Open Interest |
77,255 |
202,375 |
-8,855 |
| Soybean Meal(CBOT) |
| Jul04 |
040616 |
282.50 |
284.00 |
272.00 |
279.50 |
-3.70 |
16,404 |
44,082 |
+652 |
| Aug04 |
040616 |
263.30 |
268.00 |
258.00 |
263.00 |
-2.20 |
9,419 |
24,815 |
-255 |
| Sep04 |
040616 |
237.50 |
238.50 |
232.00 |
237.70 |
+0.20 |
3,298 |
16,121 |
+56 |
| Oct04 |
040616 |
211.50 |
214.00 |
210.00 |
212.20 |
+1.50 |
1,088 |
13,178 |
+194 |
| Dec04 |
040616 |
209.00 |
210.50 |
205.00 |
207.50 |
+1.70 |
5,546 |
35,209 |
-486 |
| Jan05 |
040616 |
210.00 |
210.00 |
204.50 |
206.50 |
+2.50 |
729 |
4,529 |
-123 |
| Mar05 |
040616 |
208.00 |
208.00 |
203.50 |
205.20 |
+2.20 |
346 |
4,502 |
-78 |
| May05 |
040616 |
206.00 |
206.00 |
202.00 |
205.00 |
+3.00 |
354 |
3,767 |
+8 |
| Total Volume and Open Interest |
37,386 |
151,253 |
+103 |
| Soybean Oil(CBOT) |
| Jul04 |
040616 |
27.20 |
27.40 |
27.16 |
27.36 |
+0.02 |
16,493 |
41,009 |
-791 |
| Aug04 |
040616 |
26.55 |
26.74 |
26.50 |
26.66 |
+0.03 |
7,181 |
19,925 |
-5 |
| Sep04 |
040616 |
25.90 |
26.15 |
25.90 |
26.05 |
unch |
1,702 |
16,879 |
+180 |
| Oct04 |
040616 |
25.10 |
25.30 |
25.00 |
25.03 |
-0.12 |
919 |
10,752 |
+290 |
| Dec04 |
040616 |
24.25 |
24.40 |
24.13 |
24.23 |
+0.04 |
4,817 |
35,088 |
+853 |
| Jan05 |
040616 |
24.25 |
24.30 |
24.10 |
24.18 |
unch |
767 |
6,262 |
+436 |
| Mar05 |
040616 |
24.30 |
24.30 |
24.10 |
24.15 |
-0.05 |
111 |
4,581 |
+14 |
| May05 |
040616 |
24.20 |
24.25 |
24.05 |
24.13 |
-0.05 |
353 |
1,900 |
+100 |
| Total Volume and Open Interest |
32,834 |
140,180 |
+1,185 |
| Canola(WCE) |
| Jul04 |
040616 |
383.0 |
388.0 |
382.0 |
382.4 |
-1.6 |
3,120 |
15,388 |
-270 |
| Sep04 |
040616 |
362.8 |
362.8 |
362.8 |
362.8 |
unch |
0 |
50 |
+0 |
| Nov04 |
040616 |
361.0 |
364.0 |
357.0 |
359.0 |
-2.0 |
2,151 |
41,052 |
+551 |
| Jan05 |
040616 |
362.0 |
362.5 |
362.0 |
362.5 |
-2.0 |
0 |
1,395 |
+0 |
| Mar05 |
040616 |
365.3 |
365.3 |
365.3 |
365.3 |
-1.9 |
0 |
490 |
+0 |
| Total Volume and Open Interest |
5,271 |
59,227 |
+281 |
| Corn(CBOT) |
| Jul04 |
040616 |
283.50 |
283.75 |
280.00 |
281.50 |
+1.25 |
27,018 |
139,892 |
-8,259 |
| Sep04 |
040616 |
286.00 |
286.50 |
283.00 |
285.00 |
+2.25 |
16,835 |
121,283 |
+5,330 |
| Dec04 |
040616 |
287.50 |
289.00 |
284.00 |
286.25 |
+2.00 |
56,718 |
313,860 |
-268 |
| Mar05 |
040616 |
293.25 |
293.25 |
289.25 |
291.00 |
+1.75 |
3,874 |
27,933 |
+1,191 |
| May05 |
040616 |
297.00 |
297.00 |
294.00 |
295.50 |
+1.75 |
1,352 |
8,986 |
+266 |
| Jul05 |
040616 |
297.50 |
297.50 |
294.00 |
295.50 |
+2.00 |
1,029 |
8,582 |
-54 |
| Total Volume and Open Interest |
107,357 |
632,589 |
-1,857 |
| Wheat(CBOT) |
| Jul04 |
040616 |
353.50 |
357.50 |
351.00 |
352.00 |
+1.00 |
20,506 |
43,623 |
-3,066 |
| Sep04 |
040616 |
364.00 |
366.50 |
360.00 |
361.00 |
unch |
9,735 |
56,386 |
+2,233 |
| Dec04 |
040616 |
373.00 |
376.50 |
369.50 |
370.50 |
-0.50 |
9,678 |
28,091 |
+3,397 |
| Mar05 |
040616 |
380.50 |
383.00 |
376.50 |
376.75 |
-1.25 |
1,033 |
5,453 |
+364 |
| May05 |
040616 |
376.00 |
376.00 |
376.00 |
376.00 |
-2.00 |
12 |
106 |
+8 |
| Total Volume and Open Interest |
40,975 |
135,180 |
+2,881 |
| Wheat(KCBT) |
| Jul04 |
040616 |
375.50 |
379.50 |
374.00 |
374.25 |
+0.75 |
4,352 |
24,589 |
-877 |
| Sep04 |
040616 |
382.00 |
386.50 |
380.50 |
381.25 |
-0.25 |
3,158 |
23,470 |
-20 |
| Dec04 |
040616 |
392.50 |
395.50 |
390.25 |
390.25 |
-0.75 |
1,700 |
12,032 |
+161 |
| Mar05 |
040616 |
399.50 |
401.00 |
397.00 |
397.00 |
unch |
36 |
1,315 |
+29 |
| May05 |
040616 |
395.00 |
395.00 |
395.00 |
395.00 |
unch |
4 |
15 |
+4 |
| Total Volume and Open Interest |
9,257 |
61,923 |
-702 |
| Wheat(MGE) |
| Jul04 |
040616 |
409.00 |
412.50 |
405.25 |
405.50 |
-1.75 |
2,307 |
11,274 |
-509 |
| Sep04 |
040616 |
405.00 |
407.00 |
402.00 |
402.25 |
-0.75 |
1,619 |
11,138 |
+312 |
| Dec04 |
040616 |
409.00 |
412.00 |
407.50 |
407.75 |
+0.25 |
625 |
10,442 |
+214 |
| Mar05 |
040616 |
414.00 |
414.00 |
410.00 |
410.00 |
+0.50 |
2 |
527 |
-1 |
| May05 |
040616 |
409.00 |
409.00 |
409.00 |
409.00 |
-0.50 |
0 |
160 |
+0 |
| Total Volume and Open Interest |
4,554 |
33,592 |
+16 |
| Oats(CBOT) |
| Jul04 |
040616 |
145.75 |
147.00 |
142.75 |
143.25 |
-1.50 |
506 |
4,288 |
-72 |
| Sep04 |
040616 |
152.00 |
152.75 |
149.00 |
149.25 |
-0.75 |
81 |
2,429 |
-2 |
| Dec04 |
040616 |
156.50 |
158.00 |
155.50 |
156.50 |
+0.50 |
463 |
4,904 |
+81 |
| Mar05 |
040616 |
161.00 |
161.00 |
161.00 |
161.00 |
unch |
0 |
94 |
+0 |
| Total Volume and Open Interest |
1,050 |
11,749 |
+7 |
| Rough Rice(CBOT) |
| Jul04 |
040616 |
10.05 |
10.07 |
10.00 |
10.06 |
+0.03 |
126 |
2,540 |
-51 |
| Sep04 |
040616 |
9.09 |
9.09 |
9.08 |
9.09 |
+0.02 |
33 |
634 |
-13 |
| Nov04 |
040616 |
9.06 |
9.06 |
9.00 |
9.06 |
+0.04 |
42 |
1,205 |
+35 |
| Jan05 |
040616 |
9.14 |
9.19 |
9.14 |
9.19 |
+0.03 |
16 |
247 |
+0 |
| Total Volume and Open Interest |
237 |
4,740 |
-29 |
| Live Cattle(CME) |
| Jun04 |
040616 |
84.650 |
85.225 |
84.400 |
85.000 |
+0.250 |
2,002 |
8,376 |
-582 |
| Aug04 |
040616 |
85.100 |
86.100 |
85.000 |
85.925 |
+0.775 |
8,625 |
69,283 |
-1,020 |
| Oct04 |
040616 |
86.075 |
86.450 |
85.525 |
86.150 |
+0.075 |
2,281 |
27,686 |
-124 |
| Dec04 |
040616 |
86.550 |
87.000 |
86.250 |
86.950 |
+0.425 |
1,372 |
11,151 |
+124 |
| Feb05 |
040616 |
87.150 |
87.900 |
86.925 |
87.750 |
+0.600 |
312 |
5,761 |
+46 |
| Apr05 |
040616 |
85.350 |
85.500 |
85.000 |
85.450 |
+0.325 |
114 |
1,832 |
+0 |
| Total Volume and Open Interest |
14,774 |
124,660 |
-1,544 |
| Feeder Cattle(CME) |
| Aug04 |
040616 |
107.000 |
108.950 |
107.000 |
108.800 |
+1.825 |
1,704 |
11,389 |
-165 |
| Sep04 |
040616 |
105.150 |
106.900 |
105.150 |
106.800 |
+1.650 |
105 |
1,125 |
-9 |
| Oct04 |
040616 |
104.150 |
105.750 |
104.000 |
105.750 |
+1.750 |
182 |
1,987 |
-29 |
| Nov04 |
040616 |
102.950 |
105.000 |
102.900 |
105.000 |
+2.050 |
86 |
834 |
-19 |
| Jan05 |
040616 |
98.900 |
99.800 |
98.900 |
99.800 |
+1.150 |
254 |
337 |
+3 |
| Mar05 |
040616 |
94.250 |
96.150 |
94.250 |
96.150 |
+1.800 |
6 |
76 |
+2 |
| Apr05 |
040616 |
94.350 |
95.200 |
94.350 |
95.200 |
+1.200 |
0 |
51 |
+3 |
| Total Volume and Open Interest |
2,337 |
15,805 |
-214 |
| Lean Hogs(CME) |
| Jul04 |
040616 |
76.000 |
77.075 |
75.700 |
76.325 |
+0.450 |
5,850 |
21,366 |
-1,749 |
| Aug04 |
040616 |
75.000 |
76.100 |
74.700 |
75.300 |
+0.325 |
5,376 |
35,648 |
+1,253 |
| Oct04 |
040616 |
63.750 |
64.425 |
63.400 |
64.025 |
+0.100 |
998 |
10,928 |
+196 |
| Dec04 |
040616 |
58.800 |
59.225 |
58.550 |
59.025 |
+0.050 |
601 |
7,086 |
+154 |
| Feb05 |
040616 |
59.500 |
59.700 |
59.100 |
59.600 |
+0.025 |
77 |
876 |
+18 |
| Apr05 |
040616 |
59.850 |
60.400 |
59.600 |
60.400 |
-0.050 |
1 |
396 |
+0 |
| May05 |
040616 |
62.200 |
62.200 |
62.200 |
62.200 |
+0.100 |
0 |
49 |
+0 |
| Jun05 |
040616 |
64.400 |
64.900 |
64.350 |
64.900 |
unch |
11 |
45 |
+1 |
| Total Volume and Open Interest |
12,914 |
76,394 |
-6,118 |
| Pork Bellies(CME) |
| Jul04 |
040616 |
111.900 |
112.950 |
111.000 |
111.925 |
unch |
503 |
2,311 |
+26 |
| Aug04 |
040616 |
110.500 |
111.900 |
110.400 |
110.900 |
-0.100 |
146 |
707 |
+37 |
| Feb05 |
040616 |
94.500 |
96.000 |
94.500 |
96.000 |
+0.600 |
5 |
40 |
+4 |
| Mar05 |
040616 |
92.050 |
92.050 |
92.050 |
92.050 |
+0.050 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
654 |
3,060 |
+67 |
| Class III Milk(CME) |
| Jun04 |
040616 |
17.54 |
17.54 |
17.52 |
17.53 |
-0.01 |
107 |
6,486 |
-164 |
| Jul04 |
040616 |
16.00 |
16.40 |
15.95 |
16.08 |
+0.08 |
314 |
4,376 |
+27 |
| Aug04 |
040616 |
15.53 |
15.95 |
15.40 |
15.59 |
-0.04 |
533 |
4,670 |
+167 |
| Sep04 |
040616 |
14.95 |
15.25 |
14.95 |
14.98 |
+0.03 |
279 |
4,384 |
+134 |
| Oct04 |
040616 |
13.98 |
14.10 |
13.98 |
14.05 |
+0.07 |
83 |
3,157 |
+1 |
| Total Volume and Open Interest |
1,386 |
28,585 |
+178 |
| Cocoa(NYBOT) |
| Jul04 |
040616 |
1345 |
1380 |
1338 |
1355 |
+18 |
5,956 |
5,584 |
-4,466 |
| Sep04 |
040616 |
1353 |
1395 |
1351 |
1370 |
+19 |
7,593 |
41,935 |
+2,350 |
| Dec04 |
040616 |
1373 |
1411 |
1372 |
1387 |
+20 |
505 |
14,677 |
+105 |
| Mar05 |
040616 |
1405 |
1415 |
1405 |
1408 |
+19 |
696 |
9,636 |
-198 |
| May05 |
040616 |
1422 |
1422 |
1422 |
1422 |
+19 |
250 |
11,332 |
+0 |
| Jul05 |
040616 |
1436 |
1436 |
1436 |
1436 |
+19 |
35 |
10,931 |
-5 |
| Sep05 |
040616 |
1460 |
1460 |
1452 |
1452 |
+19 |
0 |
4,743 |
+0 |
| Total Volume and Open Interest |
15,535 |
100,491 |
-1,714 |
| Coffee "C"(NYBOT) |
| Jul04 |
040616 |
78.00 |
79.00 |
77.30 |
78.15 |
-0.05 |
16,466 |
22,486 |
-12,329 |
| Sep04 |
040616 |
80.10 |
81.30 |
79.60 |
80.60 |
unch |
15,764 |
59,582 |
+5,583 |
| Dec04 |
040616 |
83.10 |
84.25 |
83.00 |
83.55 |
+0.05 |
1,750 |
12,012 |
+193 |
| Mar05 |
040616 |
85.75 |
86.70 |
85.60 |
86.30 |
+0.05 |
832 |
6,596 |
+428 |
| May05 |
040616 |
87.40 |
87.85 |
87.00 |
87.85 |
unch |
57 |
1,166 |
-1 |
| Jul05 |
040616 |
89.00 |
89.30 |
88.80 |
89.30 |
-0.05 |
13 |
956 |
-2 |
| Total Volume and Open Interest |
34,884 |
103,388 |
-6,126 |
| Orange Juice(NYBOT) |
| Jul04 |
040616 |
56.90 |
57.25 |
56.25 |
56.90 |
+0.10 |
2,985 |
21,074 |
-261 |
| Sep04 |
040616 |
59.25 |
59.50 |
58.50 |
59.15 |
+0.25 |
1,259 |
8,269 |
+405 |
| Nov04 |
040616 |
61.60 |
61.70 |
60.90 |
61.40 |
+0.15 |
276 |
5,557 |
+117 |
| Jan05 |
040616 |
63.90 |
64.40 |
63.35 |
63.50 |
+0.25 |
156 |
1,571 |
+63 |
| Mar05 |
040616 |
66.25 |
66.25 |
65.10 |
65.50 |
+0.25 |
105 |
2,988 |
+62 |
| Total Volume and Open Interest |
4,782 |
42,393 |
+387 |
| Sugar #11(NYBOT) |
| Jul04 |
040616 |
6.76 |
7.04 |
6.75 |
7.03 |
+0.25 |
30,914 |
79,216 |
-5,778 |
| Oct04 |
040616 |
7.28 |
7.60 |
7.26 |
7.58 |
+0.30 |
22,976 |
129,382 |
+9,862 |
| Mar05 |
040616 |
7.62 |
7.95 |
7.60 |
7.93 |
+0.30 |
3,861 |
39,610 |
-336 |
| May05 |
040616 |
7.57 |
7.85 |
7.57 |
7.85 |
+0.27 |
1,031 |
15,320 |
+350 |
| Jul05 |
040616 |
7.45 |
7.67 |
7.45 |
7.64 |
+0.25 |
1,205 |
10,012 |
-62 |
| Total Volume and Open Interest |
60,697 |
286,329 |
+4,352 |
| Sugar #14(NYBOT) |
| Jul04 |
040608 |
20.00 |
20.01 |
19.92 |
20.01 |
+0.01 |
624 |
283 |
-525 |
| Sep04 |
040616 |
20.00 |
20.01 |
20.00 |
20.01 |
unch |
50 |
4,020 |
+16 |
| Nov04 |
040616 |
20.49 |
20.49 |
20.46 |
20.46 |
-0.03 |
88 |
1,866 |
+33 |
| Jan05 |
040616 |
20.81 |
20.81 |
20.81 |
20.81 |
+0.02 |
22 |
1,661 |
+12 |
| Mar05 |
040616 |
20.99 |
20.99 |
20.99 |
20.99 |
unch |
5 |
935 |
+5 |
| Total Volume and Open Interest |
168 |
9,409 |
+67 |
| London Cocoa(LCE) |
| Jul04 |
040616 |
776 |
795 |
776 |
781 |
+5 |
2,367 |
39,693 |
-1,052 |
| Sep04 |
040616 |
791 |
811 |
791 |
796 |
+6 |
2,667 |
34,440 |
+549 |
| Dec04 |
040616 |
815 |
835 |
815 |
820 |
+6 |
1,940 |
46,254 |
-575 |
| Mar05 |
040616 |
837 |
853 |
837 |
840 |
+6 |
1,401 |
29,020 |
+760 |
| May05 |
040616 |
855 |
869 |
853 |
853 |
+6 |
58 |
10,704 |
-5 |
| Jul05 |
040616 |
865 |
876 |
865 |
867 |
+7 |
307 |
9,558 |
-113 |
| Sep05 |
040616 |
891 |
891 |
877 |
877 |
+7 |
110 |
7,082 |
+2 |
| Total Volume and Open Interest |
8,850 |
183,530 |
-434 |
| London Coffee(LCE) |
| Jul04 |
040616 |
823.00 |
823.00 |
797.00 |
798.00 |
-24.00 |
6,598 |
53,933 |
-4,012 |
| Sep04 |
040616 |
801.00 |
801.00 |
784.00 |
786.00 |
-15.00 |
7,630 |
61,434 |
+747 |
| Nov04 |
040616 |
786.00 |
791.00 |
780.00 |
782.00 |
-6.00 |
1,410 |
25,974 |
+318 |
| Jan05 |
040616 |
783.00 |
786.00 |
775.00 |
777.00 |
-8.00 |
778 |
19,422 |
+523 |
| Mar05 |
040616 |
794.00 |
796.00 |
785.00 |
787.00 |
-6.00 |
514 |
10,761 |
+89 |
| May05 |
040616 |
795.00 |
797.00 |
795.00 |
795.00 |
-6.00 |
158 |
4,970 |
+0 |
| Total Volume and Open Interest |
17,158 |
176,838 |
-2,335 |
| London Sugar(LCE) |
| Aug04 |
040616 |
212.50 |
216.90 |
211.80 |
216.50 |
+3.80 |
2,244 |
19,415 |
-371 |
| Oct04 |
040616 |
218.00 |
222.90 |
217.30 |
222.50 |
+4.40 |
884 |
12,021 |
-77 |
| Dec04 |
040616 |
225.10 |
229.90 |
225.10 |
229.50 |
+4.40 |
331 |
4,848 |
-55 |
| Mar05 |
040616 |
232.00 |
237.00 |
232.00 |
237.00 |
+4.90 |
376 |
9,430 |
-247 |
| May05 |
040616 |
230.70 |
236.00 |
230.30 |
236.00 |
+4.90 |
160 |
3,845 |
+7 |
| Total Volume and Open Interest |
4,239 |
55,526 |
-742 |
| Cotton(NYBOT) |
| Jul04 |
040616 |
53.80 |
54.70 |
51.32 |
51.53 |
-2.79 |
13,018 |
18,427 |
-6,044 |
| Oct04 |
040616 |
55.00 |
55.40 |
53.40 |
53.75 |
-1.26 |
715 |
2,266 |
+188 |
| Dec04 |
040616 |
55.01 |
55.35 |
53.00 |
54.13 |
-1.24 |
14,219 |
49,439 |
+3,333 |
| Mar05 |
040616 |
56.90 |
57.20 |
55.10 |
55.90 |
-1.18 |
1,448 |
8,285 |
+822 |
| May05 |
040616 |
57.80 |
57.88 |
56.50 |
56.85 |
-1.03 |
246 |
1,376 |
+59 |
| Jul05 |
040616 |
58.68 |
58.68 |
57.70 |
57.70 |
-1.03 |
121 |
853 |
+63 |
| Total Volume and Open Interest |
29,770 |
81,283 |
-1,581 |
| Lumber(CME) |
| Jul04 |
040616 |
390.0 |
391.3 |
382.1 |
382.1 |
-10.0 |
370 |
3,505 |
-85 |
| Sep04 |
040616 |
362.0 |
362.9 |
353.8 |
354.4 |
-9.4 |
163 |
1,180 |
+8 |
| Nov04 |
040616 |
331.0 |
333.0 |
326.5 |
326.7 |
-5.9 |
21 |
447 |
+7 |
| Jan05 |
040616 |
333.0 |
334.0 |
325.5 |
325.5 |
-9.0 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
554 |
5,182 |
-70 |
| Crude Oil(NYM) |
| Jul04 |
040616 |
37.50 |
37.67 |
37.00 |
37.32 |
+0.13 |
87,403 |
73,402 |
-10,600 |
| Aug04 |
040616 |
37.65 |
37.90 |
37.28 |
37.65 |
+0.23 |
94,008 |
167,512 |
+12,595 |
| Sep04 |
040616 |
37.65 |
37.90 |
37.30 |
37.63 |
+0.19 |
32,172 |
79,268 |
+1,778 |
| Oct04 |
040616 |
37.30 |
37.50 |
37.12 |
37.41 |
+0.17 |
10,254 |
41,769 |
+654 |
| Nov04 |
040616 |
37.00 |
37.08 |
36.85 |
37.08 |
+0.15 |
5,179 |
24,174 |
-263 |
| Dec04 |
040616 |
36.80 |
36.95 |
36.55 |
36.76 |
+0.14 |
17,608 |
62,842 |
-1,241 |
| Jan05 |
040616 |
36.30 |
36.39 |
36.12 |
36.39 |
+0.13 |
4,448 |
22,856 |
-924 |
| Feb05 |
040616 |
35.87 |
36.05 |
35.85 |
36.05 |
+0.13 |
1,870 |
12,499 |
+469 |
| Mar05 |
040616 |
35.74 |
35.74 |
35.74 |
35.74 |
+0.13 |
2,149 |
13,410 |
+364 |
| Apr05 |
040616 |
35.47 |
35.47 |
35.47 |
35.47 |
+0.13 |
2,243 |
8,312 |
+563 |
| May05 |
040616 |
35.20 |
35.20 |
35.20 |
35.20 |
+0.13 |
72 |
4,180 |
-59 |
| Jun05 |
040616 |
35.00 |
35.00 |
34.68 |
34.96 |
+0.12 |
3,322 |
18,278 |
-410 |
| Jul05 |
040616 |
34.74 |
34.74 |
34.74 |
34.74 |
+0.11 |
243 |
5,109 |
-79 |
| Aug05 |
040616 |
34.54 |
34.54 |
34.54 |
34.54 |
+0.10 |
597 |
4,620 |
+354 |
| Sep05 |
040616 |
34.35 |
34.35 |
34.35 |
34.35 |
+0.09 |
2 |
6,454 |
+0 |
| Oct05 |
040616 |
34.16 |
34.16 |
34.16 |
34.16 |
+0.08 |
2 |
3,354 |
+0 |
| Total Volume and Open Interest |
268,771 |
699,418 |
+3,826 |
| Heating Oil(NYM) |
| Jul04 |
040616 |
98.40 |
99.20 |
97.50 |
98.60 |
+0.85 |
26,237 |
28,950 |
-4,059 |
| Aug04 |
040616 |
99.00 |
100.00 |
98.10 |
99.36 |
+0.88 |
12,489 |
40,267 |
+2,978 |
| Sep04 |
040616 |
99.90 |
100.55 |
99.20 |
100.11 |
+0.88 |
2,356 |
15,652 |
-223 |
| Oct04 |
040616 |
100.50 |
101.20 |
100.50 |
100.76 |
+0.88 |
940 |
9,952 |
+183 |
| Nov04 |
040616 |
101.25 |
101.85 |
101.00 |
101.41 |
+0.88 |
471 |
8,348 |
+118 |
| Dec04 |
040616 |
101.90 |
102.10 |
101.30 |
101.96 |
+0.93 |
2,965 |
23,111 |
+472 |
| Jan05 |
040616 |
102.00 |
102.50 |
101.65 |
102.31 |
+0.93 |
845 |
9,281 |
+297 |
| Feb05 |
040616 |
101.30 |
101.80 |
101.20 |
101.56 |
+0.88 |
306 |
7,029 |
+213 |
| Mar05 |
040616 |
98.90 |
99.60 |
98.75 |
99.16 |
+0.88 |
363 |
8,173 |
+225 |
| Apr05 |
040616 |
95.45 |
95.86 |
95.45 |
95.86 |
+0.88 |
7 |
1,375 |
+0 |
| May05 |
040616 |
92.50 |
93.10 |
92.50 |
92.61 |
+0.88 |
163 |
1,466 |
+62 |
| Jun05 |
040616 |
90.00 |
90.41 |
90.00 |
90.41 |
+0.88 |
186 |
3,414 |
+150 |
| Total Volume and Open Interest |
48,958 |
163,219 |
+1,946 |
| Unleaded Gas(NYM) |
| Jul04 |
040616 |
115.50 |
116.00 |
113.30 |
114.62 |
-0.41 |
30,317 |
37,311 |
-1,720 |
| Aug04 |
040616 |
114.80 |
115.00 |
112.90 |
114.07 |
unch |
15,536 |
40,877 |
+697 |
| Sep04 |
040616 |
112.20 |
112.20 |
110.50 |
111.59 |
+0.04 |
4,757 |
19,766 |
+504 |
| Oct04 |
040616 |
107.40 |
107.40 |
106.00 |
106.91 |
+0.23 |
1,367 |
8,186 |
+825 |
| Nov04 |
040616 |
103.40 |
104.21 |
103.30 |
104.21 |
+0.33 |
165 |
3,343 |
+27 |
| Dec04 |
040616 |
101.75 |
102.54 |
101.75 |
102.54 |
+0.39 |
959 |
9,460 |
-163 |
| Jan05 |
040616 |
102.00 |
102.00 |
101.92 |
101.92 |
+0.42 |
80 |
2,632 |
-20 |
| Feb05 |
040616 |
102.07 |
102.07 |
102.07 |
102.07 |
+0.47 |
0 |
2,871 |
+0 |
| Mar05 |
040616 |
101.50 |
102.77 |
101.50 |
102.77 |
+0.47 |
0 |
1,135 |
+0 |
| Apr05 |
040616 |
109.37 |
109.37 |
109.37 |
109.37 |
+0.47 |
450 |
5,007 |
+350 |
| May05 |
040616 |
109.22 |
109.22 |
109.22 |
109.22 |
+0.47 |
50 |
5,100 |
+0 |
| Jun05 |
040616 |
108.07 |
108.07 |
108.07 |
108.07 |
+0.42 |
400 |
1,456 |
+400 |
| Total Volume and Open Interest |
54,081 |
137,144 |
+900 |
| Natural Gas(NYM) |
| Jul04 |
040616 |
6.380 |
6.500 |
6.350 |
6.489 |
+0.185 |
39,285 |
37,844 |
-3,135 |
| Aug04 |
040616 |
6.420 |
6.550 |
6.400 |
6.542 |
+0.178 |
18,291 |
49,700 |
+3,892 |
| Sep04 |
040616 |
6.435 |
6.560 |
6.420 |
6.553 |
+0.165 |
5,132 |
36,102 |
+1,285 |
| Oct04 |
040616 |
6.450 |
6.568 |
6.440 |
6.568 |
+0.156 |
4,985 |
33,893 |
+1,983 |
| Nov04 |
040616 |
6.680 |
6.765 |
6.660 |
6.765 |
+0.138 |
2,091 |
17,344 |
+135 |
| Dec04 |
040616 |
6.870 |
6.960 |
6.860 |
6.960 |
+0.133 |
2,337 |
20,600 |
+225 |
| Jan05 |
040616 |
7.000 |
7.090 |
6.990 |
7.077 |
+0.125 |
1,353 |
19,481 |
+63 |
| Feb05 |
040616 |
6.970 |
7.017 |
6.940 |
7.017 |
+0.120 |
879 |
12,698 |
+100 |
| Mar05 |
040616 |
6.760 |
6.847 |
6.750 |
6.847 |
+0.115 |
938 |
15,912 |
+121 |
| Apr05 |
040616 |
6.040 |
6.087 |
6.040 |
6.087 |
+0.057 |
666 |
9,861 |
+83 |
| May05 |
040616 |
5.890 |
5.907 |
5.860 |
5.907 |
+0.052 |
531 |
9,800 |
+32 |
| Jun05 |
040616 |
5.880 |
5.912 |
5.865 |
5.912 |
+0.052 |
284 |
7,043 |
+81 |
| Jul05 |
040616 |
5.900 |
5.942 |
5.900 |
5.942 |
+0.052 |
180 |
11,349 |
-3 |
| Aug05 |
040616 |
5.925 |
5.952 |
5.910 |
5.952 |
+0.052 |
376 |
6,676 |
+92 |
| Sep05 |
040616 |
5.895 |
5.922 |
5.885 |
5.922 |
+0.047 |
431 |
7,553 |
+303 |
| Oct05 |
040616 |
5.895 |
5.930 |
5.895 |
5.930 |
+0.047 |
141 |
5,331 |
+9 |
| Total Volume and Open Interest |
78,537 |
362,586 |
+5,225 |
| Brent Crude Oil(ICE) |
| Aug04 |
040616 |
35.28 |
35.48 |
34.85 |
35.20 |
+0.17 |
78,989 |
88,044 |
-2,519 |
| Sep04 |
040616 |
35.35 |
35.40 |
34.85 |
35.18 |
+0.14 |
22,214 |
67,116 |
+5,000 |
| Oct04 |
040616 |
35.10 |
35.20 |
34.70 |
35.04 |
+0.13 |
7,281 |
20,383 |
+700 |
| Nov04 |
040616 |
34.80 |
34.89 |
34.50 |
34.79 |
+0.13 |
2,806 |
9,792 |
+32 |
| Dec04 |
040616 |
34.35 |
34.60 |
34.19 |
34.48 |
+0.13 |
9,809 |
39,007 |
+3,151 |
| Jan05 |
040616 |
33.99 |
34.22 |
33.99 |
34.12 |
+0.12 |
1,450 |
13,835 |
+479 |
| Feb05 |
040616 |
33.67 |
33.90 |
33.60 |
33.79 |
+0.12 |
50 |
7,398 |
+50 |
| Mar05 |
040616 |
33.40 |
33.58 |
33.30 |
33.46 |
+0.12 |
175 |
7,180 |
+36 |
| Apr05 |
040616 |
33.20 |
33.20 |
33.17 |
33.17 |
+0.10 |
0 |
7,030 |
+0 |
| May05 |
040616 |
32.91 |
32.91 |
32.91 |
32.91 |
+0.09 |
0 |
1,568 |
+0 |
| Jun05 |
040616 |
32.70 |
32.75 |
32.60 |
32.68 |
+0.08 |
670 |
16,549 |
+310 |
| Jul05 |
040616 |
32.48 |
32.48 |
32.48 |
32.48 |
|
|
|
|
| Sep05 |
040616 |
32.15 |
32.15 |
32.15 |
32.15 |
+0.06 |
0 |
2,310 |
+0 |
| Total Volume and Open Interest |
134,765 |
347,275 |
+2,812 |
| Gas Oil(ICE) |
| Jul04 |
040616 |
312.00 |
314.50 |
308.25 |
308.75 |
+0.50 |
18,587 |
46,188 |
-1,078 |
| Aug04 |
040616 |
310.00 |
312.00 |
306.25 |
306.50 |
+0.25 |
10,427 |
30,264 |
+834 |
| Sep04 |
040616 |
308.25 |
309.75 |
305.25 |
305.25 |
+0.25 |
2,234 |
16,611 |
-300 |
| Oct04 |
040616 |
306.25 |
306.25 |
303.25 |
303.25 |
+0.25 |
1,228 |
10,126 |
+234 |
| Nov04 |
040616 |
303.75 |
305.00 |
300.75 |
300.75 |
+0.25 |
200 |
6,134 |
-250 |
| Dec04 |
040616 |
299.25 |
303.00 |
297.25 |
297.50 |
unch |
1,984 |
23,451 |
+327 |
| Jan05 |
040616 |
296.00 |
296.00 |
294.25 |
294.25 |
unch |
900 |
5,125 |
-105 |
| Feb05 |
040616 |
290.50 |
290.50 |
290.50 |
290.50 |
-0.25 |
0 |
2,150 |
+0 |
| Mar05 |
040616 |
285.50 |
285.50 |
285.50 |
285.50 |
-0.25 |
120 |
2,565 |
-120 |
| Apr05 |
040616 |
280.50 |
280.50 |
280.50 |
280.50 |
+0.25 |
150 |
150 |
+150 |
| Total Volume and Open Interest |
37,380 |
163,911 |
+742 |
| US Dollar Index(NYBOT) |
| Sep04 |
040616 |
89.43 |
90.56 |
89.43 |
90.42 |
+1.00 |
2,239 |
8,147 |
+273 |
| Dec04 |
040616 |
90.30 |
90.68 |
90.30 |
90.68 |
+1.00 |
1 |
2,043 |
-1 |
| Mar05 |
040616 |
90.94 |
90.94 |
90.94 |
90.94 |
+1.00 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,240 |
10,201 |
-2,313 |
| Australian Dollar(CME) |
| Sep04 |
040616 |
68.38 |
68.47 |
67.90 |
68.05 |
-1.15 |
2,153 |
23,415 |
+437 |
| Dec04 |
040616 |
67.47 |
67.47 |
67.47 |
67.47 |
-1.15 |
1 |
254 |
+0 |
| Mar05 |
040616 |
66.99 |
66.99 |
66.99 |
66.99 |
-1.15 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
2,154 |
23,761 |
-19,049 |
| British Pound(CME) |
| Sep04 |
040616 |
181.33 |
181.84 |
180.90 |
181.30 |
-0.42 |
2,999 |
46,698 |
-132 |
| Dec04 |
040616 |
179.90 |
179.90 |
179.90 |
179.90 |
-0.42 |
1 |
396 |
-1 |
| Mar05 |
040616 |
178.64 |
178.64 |
178.64 |
178.64 |
-0.42 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
3,000 |
47,098 |
-21,456 |
| Canadian Dollar(CME) |
| Sep04 |
040616 |
72.64 |
72.78 |
72.42 |
72.56 |
-0.33 |
8,517 |
51,486 |
+2,464 |
| Dec04 |
040616 |
72.56 |
72.62 |
72.40 |
72.50 |
-0.33 |
54 |
4,429 |
+5 |
| Mar05 |
040616 |
72.35 |
72.45 |
72.35 |
72.45 |
-0.33 |
0 |
691 |
+0 |
| Jun05 |
040616 |
72.41 |
72.41 |
72.41 |
72.41 |
-0.33 |
5 |
188 |
+5 |
| Total Volume and Open Interest |
9,851 |
84,500 |
+987 |
| Japanese Yen(CME) |
| Sep04 |
040616 |
91.23 |
91.35 |
91.05 |
91.19 |
-0.65 |
9,308 |
80,965 |
+1,175 |
| Dec04 |
040616 |
91.70 |
91.70 |
91.52 |
91.66 |
-0.65 |
9,827 |
10,196 |
+9,766 |
| Mar05 |
040616 |
92.22 |
92.22 |
92.22 |
92.22 |
-0.65 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
19,135 |
91,167 |
-37,853 |
| Swiss Franc(CME) |
| Sep04 |
040616 |
79.24 |
79.50 |
78.90 |
79.04 |
-1.32 |
4,170 |
43,202 |
+513 |
| Dec04 |
040616 |
79.48 |
79.48 |
79.29 |
79.29 |
-1.32 |
0 |
122 |
+0 |
| Mar05 |
040616 |
79.59 |
79.59 |
79.56 |
79.56 |
-1.32 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
4,170 |
43,388 |
-19,697 |
| EuroFX(CME) |
| Sep04 |
040616 |
120.34 |
120.50 |
119.60 |
119.85 |
-1.61 |
15,367 |
84,666 |
-520 |
| Dec04 |
040616 |
120.36 |
120.37 |
119.82 |
119.82 |
-1.61 |
3 |
757 |
+0 |
| Mar05 |
040616 |
120.42 |
120.47 |
119.80 |
119.87 |
-1.61 |
75 |
202 |
-4 |
| Total Volume and Open Interest |
15,445 |
85,653 |
-63,052 |
| Mexican Peso(CME) |
| Jun04 |
040614 |
8780.0 |
8783.0 |
8750.0 |
8755.0 |
-45.0 |
4,318 |
21,915 |
-3,370 |
| Sep04 |
040616 |
8647.0 |
8680.0 |
8625.0 |
8675.0 |
+33.0 |
6,965 |
45,530 |
+903 |
| Total Volume and Open Interest |
7,053 |
48,287 |
-20,762 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040616 |
106~19 |
106~19 |
105~29 |
106~01 |
-0~17 |
18,228 |
46,752 |
-6,428 |
| Sep04 |
040616 |
105~10 |
105~11 |
104~16 |
104~22 |
-0~17 |
404,423 |
470,018 |
+18,644 |
| Dec04 |
040616 |
103~21 |
103~22 |
103~17 |
103~17 |
-0~16 |
731 |
3,400 |
+114 |
| Total Volume and Open Interest |
423,382 |
520,369 |
+12,330 |
| Municipal Bonds(CBOT) |
| Jun04 |
040616 |
100~08 |
100~08 |
99~31 |
100~04 |
-0~10 |
167 |
1,213 |
+36 |
| Sep04 |
040616 |
99~16 |
99~16 |
98~31 |
99~10 |
-0~10 |
272 |
1,515 |
+2 |
| Total Volume and Open Interest |
439 |
2,728 |
+38 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040616 |
109~245 |
109~260 |
109~140 |
109~200 |
-0~105 |
59,383 |
106,440 |
-20,587 |
| Sep04 |
040616 |
108~185 |
108~185 |
107~310 |
108~060 |
-0~105 |
1,096,072 |
1,194,061 |
+24,333 |
| Total Volume and Open Interest |
1,157,018 |
1,316,844 |
+3,874 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040616 |
109~020 |
109~050 |
108~310 |
109~025 |
-0~065 |
14,643 |
0 |
-95,603 |
| Sep04 |
040616 |
107~285 |
107~295 |
107~205 |
107~255 |
-0~070 |
544,144 |
0 |
-1,048,720 |
| Dec04 |
040616 |
106~250 |
106~250 |
106~235 |
106~235 |
-0~070 |
0 |
2,661 |
+0 |
| Total Volume and Open Interest |
558,787 |
2,661 |
+0 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040616 |
105~097 |
105~097 |
105~084 |
105~089 |
-0~011 |
1,042 |
27,298 |
-207 |
| Sep04 |
040616 |
104~121 |
104~122 |
104~105 |
104~112 |
-0~014 |
7,811 |
187,030 |
-4,848 |
| Total Volume and Open Interest |
8,853 |
214,328 |
-5,055 |
| Eurodollars(CME) |
| Sep04 |
040616 |
97.870 |
97.875 |
97.835 |
97.860 |
unch |
210,832 |
977,249 |
+12,333 |
| Dec04 |
040616 |
97.360 |
97.370 |
97.305 |
97.330 |
-0.030 |
169,897 |
905,601 |
+433 |
| Mar05 |
040616 |
96.915 |
96.920 |
96.835 |
96.860 |
-0.065 |
190,655 |
766,126 |
+18,507 |
| Jun05 |
040616 |
96.520 |
96.525 |
96.420 |
96.455 |
-0.075 |
144,230 |
621,477 |
+33,589 |
| Sep05 |
040616 |
96.185 |
96.185 |
96.070 |
96.110 |
-0.085 |
78,279 |
487,593 |
-363 |
| Dec05 |
040616 |
95.885 |
95.885 |
95.780 |
95.810 |
-0.085 |
62,807 |
391,993 |
+10,216 |
| Mar06 |
040616 |
95.655 |
95.655 |
95.545 |
95.580 |
-0.080 |
52,254 |
322,857 |
+4,431 |
| Jun06 |
040616 |
95.450 |
95.455 |
95.350 |
95.385 |
-0.080 |
47,486 |
208,072 |
+8,834 |
| Sep06 |
040616 |
95.280 |
95.280 |
95.190 |
95.220 |
-0.070 |
18,025 |
189,643 |
+2,557 |
| Dec06 |
040616 |
95.100 |
95.105 |
95.030 |
95.065 |
-0.060 |
22,246 |
142,185 |
-345 |
| Mar07 |
040616 |
94.970 |
94.970 |
94.910 |
94.940 |
-0.055 |
15,661 |
132,660 |
+98 |
| Jun07 |
040616 |
94.840 |
94.850 |
94.780 |
94.810 |
-0.050 |
17,614 |
96,800 |
-1,403 |
| Total Volume and Open Interest |
1,108,690 |
5,831,765 |
+92,192 |
| 3-Mth Euro-Yen(CME) |
| Jun04 |
040614 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.01 |
120 |
11,888 |
-79 |
| Sep04 |
040616 |
99.88 |
99.88 |
99.88 |
99.88 |
-0.01 |
9 |
6,774 |
-126 |
| Dec04 |
040616 |
99.85 |
99.85 |
99.84 |
99.84 |
-0.02 |
204 |
8,809 |
-15 |
| Mar05 |
040616 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.02 |
808 |
9,204 |
+58 |
| Jun05 |
040616 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.02 |
921 |
8,011 |
+153 |
| Sep05 |
040616 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.02 |
20 |
4,155 |
-330 |
| Dec05 |
040616 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
2,752 |
+123 |
| Mar06 |
040616 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
2,259 |
-171 |
| Jun06 |
040616 |
99.09 |
99.09 |
99.09 |
99.09 |
unch |
51 |
831 |
+0 |
| Sep06 |
040616 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.01 |
0 |
789 |
+0 |
| Total Volume and Open Interest |
2,013 |
44,940 |
-308 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep04 |
040616 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
2,515 |
48,060 |
+230 |
| Dec04 |
040616 |
99.86 |
99.86 |
99.84 |
99.85 |
+0.01 |
1,523 |
64,333 |
-3,703 |
| Mar05 |
040616 |
99.78 |
99.78 |
99.74 |
99.76 |
unch |
3,637 |
56,505 |
+860 |
| Jun05 |
040616 |
99.67 |
99.69 |
99.64 |
99.65 |
unch |
3,908 |
53,408 |
+1,467 |
| Sep05 |
040616 |
99.55 |
99.55 |
99.51 |
99.53 |
+0.01 |
2,758 |
42,629 |
-1,133 |
| Dec05 |
040616 |
99.40 |
99.40 |
99.35 |
99.38 |
+0.01 |
742 |
31,545 |
+359 |
| Mar06 |
040616 |
99.26 |
99.26 |
99.19 |
99.22 |
+0.01 |
593 |
19,076 |
+134 |
| Jun06 |
040616 |
99.10 |
99.13 |
99.06 |
99.09 |
+0.01 |
51 |
8,092 |
+51 |
| Total Volume and Open Interest |
15,727 |
338,960 |
-1,745 |
| German Euro-Bund(EUREX) |
| Sep04 |
040616 |
112.86 |
112.89 |
112.41 |
112.55 |
-0.42 |
943,702 |
1,006,349 |
+30,514 |
| Dec04 |
040616 |
111.91 |
111.91 |
111.56 |
111.63 |
-0.41 |
63 |
1,443 |
+1,226 |
| Mar05 |
040616 |
111.05 |
111.05 |
111.05 |
111.05 |
-0.33 |
2,404 |
0 |
+0 |
| Total Volume and Open Interest |
946,169 |
1,007,792 |
+31,740 |
| German Euro-Bobl(EUREX) |
| Sep04 |
040616 |
110.10 |
110.12 |
109.75 |
109.85 |
-0.33 |
755,606 |
888,804 |
+36,350 |
| Dec04 |
040616 |
108.95 |
108.95 |
108.95 |
108.95 |
-0.33 |
210 |
155 |
-79 |
| Mar05 |
040616 |
108.47 |
108.47 |
108.47 |
108.47 |
-0.33 |
|
|
|
| Total Volume and Open Interest |
755,816 |
888,959 |
+36,271 |
| Long Gilt(LIFFE) |
| Jun04 |
040616 |
105~25 |
105~25 |
105~12 |
105~12 |
-0~11 |
170 |
24,138 |
-135 |
| Sep04 |
040616 |
105~13 |
105~19 |
105~01 |
105~02 |
-0~11 |
60,186 |
212,675 |
-1,067 |
| Total Volume and Open Interest |
60,356 |
236,813 |
-1,202 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040616 |
95.17 |
95.19 |
95.17 |
95.18 |
unch |
27,936 |
182,339 |
-9,239 |
| Sep04 |
040616 |
94.83 |
94.87 |
94.80 |
94.81 |
-0.01 |
72,663 |
195,863 |
-8,475 |
| Dec04 |
040616 |
94.62 |
94.66 |
94.57 |
94.59 |
unch |
97,736 |
256,083 |
-7,229 |
| Total Volume and Open Interest |
354,485 |
1,334,118 |
-26,424 |
| 3-Mth Euribor(LIFFE) |
| Sep04 |
040616 |
97.775 |
97.790 |
97.750 |
97.755 |
unch |
157,430 |
558,200 |
-12,663 |
| Dec04 |
040616 |
97.555 |
97.570 |
97.500 |
97.510 |
-0.015 |
213,458 |
591,648 |
-17,975 |
| Mar05 |
040616 |
97.300 |
97.325 |
97.225 |
97.240 |
-0.025 |
287,919 |
405,663 |
-3,749 |
| Total Volume and Open Interest |
1,108,788 |
2,735,238 |
-42,863 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040610 |
94.48 |
94.50 |
94.47 |
94.49 |
unch |
14,453 |
36,697 |
-9,031 |
| Sep04 |
040616 |
94.48 |
94.50 |
94.47 |
94.49 |
+0.04 |
18,043 |
160,188 |
-15,785 |
| Dec04 |
040616 |
94.42 |
94.44 |
94.41 |
94.43 |
+0.07 |
15,390 |
96,967 |
+5,411 |
| Mar05 |
040616 |
94.39 |
94.40 |
94.38 |
94.39 |
+0.07 |
3,525 |
43,176 |
-216 |
| Jun05 |
040616 |
94.33 |
94.36 |
94.33 |
94.35 |
+0.08 |
2,114 |
23,988 |
+259 |
| Sep05 |
040616 |
94.27 |
94.31 |
94.27 |
94.30 |
+0.09 |
489 |
16,464 |
+271 |
| Dec05 |
040616 |
94.23 |
94.26 |
94.23 |
94.25 |
+0.11 |
1,178 |
13,083 |
+821 |
| Mar06 |
040616 |
94.17 |
94.20 |
94.17 |
94.20 |
+0.12 |
745 |
8,866 |
+520 |
| Jun06 |
040616 |
94.09 |
94.14 |
94.09 |
94.14 |
+0.13 |
380 |
3,242 |
+272 |
| Sep06 |
040616 |
94.05 |
94.06 |
94.05 |
94.06 |
+0.13 |
122 |
2,346 |
+83 |
| Total Volume and Open Interest |
41,998 |
371,630 |
+371,630 |
| 10-Year Aus T-Bonds(SFE) |
| Sep04 |
040616 |
94.11 |
94.13 |
94.10 |
94.12 |
+0.15 |
26,146 |
187,866 |
+19,299 |
| Dec04 |
040616 |
94.12 |
94.12 |
94.12 |
94.12 |
|
|
|
|
| 3-Year Aus T-Bonds(SFE) |
| Sep04 |
040616 |
94.51 |
94.52 |
94.49 |
94.51 |
+0.12 |
98,952 |
291,610 |
+47,181 |
| Dec04 |
040616 |
94.51 |
94.51 |
94.51 |
94.51 |
|
|
|
|
| Gold(CMX) |
| Jun04 |
040616 |
386.5 |
386.5 |
383.5 |
384.6 |
-3.5 |
51 |
708 |
-137 |
| Aug04 |
040616 |
386.0 |
387.4 |
383.9 |
385.2 |
-3.5 |
46,080 |
131,126 |
-386 |
| Oct04 |
040616 |
387.2 |
387.8 |
385.5 |
386.5 |
-3.5 |
368 |
10,116 |
+190 |
| Dec04 |
040616 |
389.5 |
390.3 |
386.7 |
388.0 |
-3.5 |
928 |
37,794 |
+13 |
| Feb05 |
040616 |
391.0 |
391.0 |
389.6 |
389.6 |
-3.5 |
156 |
3,070 |
-46 |
| Apr05 |
040616 |
391.4 |
391.4 |
391.4 |
391.4 |
-3.5 |
187 |
3,613 |
+128 |
| Jun05 |
040616 |
393.3 |
393.3 |
393.3 |
393.3 |
-3.5 |
160 |
13,554 |
+29 |
| Aug05 |
040616 |
395.4 |
395.4 |
395.4 |
395.4 |
-3.5 |
0 |
2,273 |
+0 |
| Oct05 |
040616 |
397.5 |
397.5 |
397.5 |
397.5 |
-3.5 |
0 |
276 |
+0 |
| Dec05 |
040616 |
399.6 |
399.6 |
399.6 |
399.6 |
-3.5 |
356 |
6,492 |
+57 |
| Feb06 |
040616 |
402.1 |
402.1 |
402.1 |
402.1 |
-3.4 |
0 |
573 |
+0 |
| Apr06 |
040616 |
404.5 |
404.5 |
404.5 |
404.5 |
-3.4 |
0 |
435 |
+0 |
| Total Volume and Open Interest |
48,609 |
223,243 |
+151 |
| Silver(CMX) |
| Jul04 |
040616 |
567.5 |
574.0 |
563.5 |
572.5 |
-1.0 |
10,614 |
47,296 |
+40 |
| Sep04 |
040616 |
572.0 |
576.0 |
566.0 |
574.3 |
-1.0 |
1,065 |
12,054 |
+31 |
| Dec04 |
040616 |
574.0 |
579.0 |
568.0 |
577.2 |
-1.0 |
352 |
15,034 |
+103 |
| Mar05 |
040616 |
580.1 |
580.1 |
580.1 |
580.1 |
-1.0 |
20 |
4,157 |
+20 |
| May05 |
040616 |
582.3 |
582.3 |
582.3 |
582.3 |
-1.0 |
20 |
994 |
+20 |
| Jul05 |
040616 |
579.0 |
584.3 |
579.0 |
584.3 |
-0.6 |
0 |
1,592 |
+0 |
| Sep05 |
040616 |
586.6 |
586.6 |
586.6 |
586.6 |
-0.6 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
12,339 |
85,796 |
+408 |
| Platinum(NYM) |
| Jul04 |
040616 |
774.0 |
782.0 |
772.0 |
776.5 |
+3.5 |
1,240 |
4,705 |
-104 |
| Oct04 |
040616 |
768.0 |
775.0 |
766.0 |
770.0 |
+4.2 |
109 |
1,024 |
+8 |
| Jan05 |
040616 |
765.0 |
765.0 |
765.0 |
765.0 |
+4.2 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
1,349 |
5,737 |
-96 |
| Palladium(NYME) |
| Jun04 |
040616 |
220.90 |
220.90 |
220.90 |
220.90 |
-1.75 |
46 |
134 |
-39 |
| Sep04 |
040616 |
222.50 |
225.50 |
221.00 |
221.70 |
-1.75 |
346 |
7,184 |
+37 |
| Dec04 |
040616 |
224.00 |
224.00 |
223.20 |
223.20 |
-1.75 |
13 |
446 |
+4 |
| Total Volume and Open Interest |
405 |
7,765 |
+2 |
| Copper(CMX) |
| Jul04 |
040616 |
117.20 |
117.95 |
115.80 |
117.90 |
-1.20 |
8,693 |
22,691 |
-929 |
| Sep04 |
040616 |
117.20 |
118.40 |
116.30 |
118.25 |
-1.15 |
2,006 |
20,906 |
+40 |
| Dec04 |
040616 |
114.50 |
115.80 |
113.80 |
115.55 |
-1.15 |
379 |
10,797 |
-83 |
| Mar05 |
040616 |
112.20 |
113.05 |
112.20 |
113.05 |
-1.15 |
8 |
1,374 |
+3 |
| May05 |
040616 |
111.05 |
111.05 |
111.05 |
111.05 |
-1.15 |
5 |
327 |
+5 |
| Total Volume and Open Interest |
11,420 |
62,719 |
-988 |
| Aluminum(CMX) |
| Jun04 |
040616 |
81.15 |
81.15 |
81.15 |
81.15 |
+1.25 |
0 |
161 |
+0 |
| Jul04 |
040616 |
80.30 |
81.25 |
80.30 |
81.25 |
+1.25 |
0 |
2,111 |
+0 |
| Aug04 |
040616 |
81.25 |
81.25 |
81.25 |
81.25 |
+1.25 |
0 |
699 |
+0 |
| Sep04 |
040616 |
80.95 |
80.95 |
80.95 |
80.95 |
+1.25 |
0 |
415 |
+0 |
| Oct04 |
040616 |
80.60 |
80.60 |
80.60 |
80.60 |
+1.25 |
0 |
387 |
+0 |
| Nov04 |
040616 |
80.20 |
80.20 |
80.20 |
80.20 |
+1.25 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
0 |
10,668 |
+0 |
| DJIA Index(CBOT) |
| Jun04 |
040616 |
10415 |
10415 |
10360 |
10376 |
-17 |
8,272 |
28,102 |
-1,245 |
| Sep04 |
040616 |
10403 |
10403 |
10341 |
10367 |
-15 |
16,076 |
32,524 |
+7,501 |
| Dec04 |
040616 |
10363 |
10363 |
10363 |
10363 |
-15 |
10 |
41 |
+8 |
| Total Volume and Open Interest |
24,358 |
60,667 |
+6,264 |
| S & P 500(CME) |
| Jun04 |
040616 |
1133.50 |
1134.80 |
1130.50 |
1133.10 |
-0.80 |
122,366 |
149,507 |
-77,561 |
| Sep04 |
040616 |
1133.50 |
1135.40 |
1130.10 |
1133.00 |
-0.70 |
153,543 |
496,785 |
+90,987 |
| Dec04 |
040616 |
1133.90 |
1133.90 |
1133.90 |
1133.90 |
-0.70 |
3,679 |
4,197 |
+877 |
| Mar05 |
040616 |
1136.30 |
1136.30 |
1136.30 |
1136.30 |
-0.70 |
0 |
271 |
+0 |
| Total Volume and Open Interest |
279,588 |
650,979 |
+14,303 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040616 |
1133.50 |
1137.00 |
1130.25 |
1133.00 |
-1.00 |
117,868 |
399,668 |
-20,562 |
| Sep04 |
040616 |
1133.25 |
1137.00 |
1130.00 |
1133.00 |
-0.75 |
745,580 |
444,083 |
+110,972 |
| Total Volume and Open Interest |
863,448 |
843,751 |
+90,410 |
| NASDAQ 100(CME) |
| Jun04 |
040616 |
1478.50 |
1483.00 |
1474.00 |
1477.50 |
-3.00 |
16,250 |
58,651 |
-4,165 |
| Sep04 |
040616 |
1483.50 |
1489.00 |
1478.00 |
1482.00 |
-3.00 |
24,122 |
54,001 |
+7,573 |
| Dec04 |
040616 |
1488.00 |
1488.00 |
1488.00 |
1488.00 |
-3.00 |
1 |
7 |
+0 |
| Total Volume and Open Interest |
40,373 |
112,659 |
+3,408 |
| NASDAQ 100 E-Mini(Globex) |
| Jun04 |
040616 |
1480.50 |
1486.00 |
1474.50 |
1477.50 |
-3.00 |
31,659 |
277,768 |
-12,176 |
| Sep04 |
040616 |
1484.50 |
1491.00 |
1478.50 |
1482.00 |
-3.00 |
297,916 |
104,217 |
+15,176 |
| Total Volume and Open Interest |
329,575 |
381,985 |
+3,000 |
| S & P Midcap 400(CME) |
| Jun04 |
040616 |
594.25 |
595.50 |
592.50 |
595.05 |
+0.30 |
3,018 |
8,642 |
-929 |
| Sep04 |
040616 |
595.50 |
596.25 |
593.00 |
595.50 |
+0.25 |
3,637 |
12,640 |
+2,614 |
| Dec04 |
040616 |
595.50 |
595.50 |
595.50 |
595.50 |
+0.25 |
|
|
|
| Total Volume and Open Interest |
6,655 |
21,282 |
+1,685 |
| Russell 2000(CME) |
| Jun04 |
040616 |
568.50 |
570.00 |
568.25 |
569.45 |
+0.65 |
6,635 |
19,292 |
-4,492 |
| Sep04 |
040616 |
566.90 |
569.75 |
565.00 |
568.25 |
+1.25 |
7,601 |
19,547 |
+3,262 |
| Dec04 |
040616 |
568.25 |
568.25 |
568.25 |
568.25 |
+1.25 |
|
|
|
| Total Volume and Open Interest |
14,236 |
38,839 |
-1,230 |
| Russell 2000 E-Mini(Globex) |
| Jun04 |
040616 |
569.90 |
571.30 |
566.30 |
569.50 |
+0.70 |
18,939 |
86,340 |
-5,429 |
| Sep04 |
040616 |
567.00 |
569.60 |
564.70 |
568.30 |
+1.30 |
91,204 |
51,866 |
+7,783 |
| Total Volume and Open Interest |
110,143 |
138,206 |
+2,354 |
| Value Line(KCBT) |
| Jun04 |
040616 |
1584.00 |
1586.00 |
1584.00 |
1586.00 |
+4.50 |
3 |
24 |
-3 |
| Total Volume and Open Interest |
8 |
51 |
+1 |
| Nikkei 225(CME) |
| Sep04 |
040616 |
11580 |
11645 |
11575 |
11635 |
+110 |
3,996 |
29,116 |
+1,092 |
| Dec04 |
040616 |
11635 |
11635 |
11635 |
11635 |
+110 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
3,996 |
29,128 |
+1,092 |
| Nikkei 225(SIMEX) |
| Sep04 |
040616 |
11550 |
11675 |
11520 |
11620 |
+180 |
27,783 |
125,299 |
+1,601 |
| Dec04 |
040616 |
11590 |
11590 |
11590 |
11590 |
+180 |
|
|
|
| Mar05 |
040616 |
11590 |
11590 |
11590 |
11590 |
+180 |
|
|
|
| Total Volume and Open Interest |
27,783 |
125,299 |
+1,601 |
| CAC 40(MATIF) |
| Jun04 |
040616 |
3700.5 |
3721.0 |
3691.5 |
3713.5 |
+26.5 |
58,072 |
516,889 |
+13,675 |
| Jul04 |
040616 |
3700.5 |
3725.0 |
3700.5 |
3719.0 |
+26.5 |
103 |
2,852 |
+261 |
| Aug04 |
040616 |
3725.5 |
3725.5 |
3725.5 |
3725.5 |
+26.5 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
59,172 |
544,161 |
+14,710 |
| Hang Seng Index(HKFE) |
| Jun04 |
040616 |
12320 |
12339 |
12090 |
12200 |
+101 |
29,472 |
85,685 |
-1,887 |
| Jul04 |
040616 |
12320 |
12335 |
12093 |
12205 |
+105 |
554 |
1,377 |
+30 |
| Total Volume and Open Interest |
30,074 |
87,586 |
-1,828 |
| DAX Index(EUREX) |
| Jun04 |
040616 |
4006.5 |
4016.5 |
3994.0 |
4002.5 |
-10.5 |
134,141 |
149,559 |
-46,989 |
| Sep04 |
040616 |
4030.0 |
4038.5 |
4016.0 |
4024.0 |
-13.0 |
49,573 |
74,574 |
+33,361 |
| Dec04 |
040616 |
4058.0 |
4060.0 |
4038.5 |
4046.5 |
-11.0 |
4,209 |
4,318 |
+577 |
| Total Volume and Open Interest |
256,882 |
228,451 |
-13,051 |
| FT-SE 100(LIFFE) |
| Jun04 |
040616 |
4466.50 |
4511.00 |
4458.50 |
4490.00 |
+30.50 |
154,817 |
185,795 |
-58,120 |
| Sep04 |
040616 |
4478.50 |
4524.00 |
4470.00 |
4503.00 |
+32.00 |
107,871 |
301,557 |
+67,712 |
| Dec04 |
040616 |
4534.50 |
4534.50 |
4534.50 |
4534.50 |
+30.50 |
3,750 |
26,622 |
+1,500 |
| Total Volume and Open Interest |
266,438 |
517,324 |
+11,092 |
| SPI 200(SFE) |
| Jun04 |
040616 |
3484.0 |
3495.0 |
3480.0 |
3495.0 |
+26.0 |
66,475 |
133,354 |
-11,072 |
| Sep04 |
040616 |
3487.0 |
3503.0 |
3484.0 |
3502.0 |
+29.0 |
65,549 |
113,789 |
+49,317 |
| Dec04 |
040616 |
3504.0 |
3515.0 |
3500.0 |
3515.0 |
+28.0 |
1 |
2,978 |
+0 |
| Total Volume and Open Interest |
132,027 |
252,021 |
+252,021 |
| GSCI(CME) |
| Jul04 |
040616 |
288.35 |
290.35 |
287.40 |
289.40 |
+2.90 |
245 |
16,067 |
+108 |
| Aug04 |
040616 |
287.60 |
287.60 |
287.60 |
287.60 |
+2.20 |
2 |
3 |
+0 |
| Sep04 |
040616 |
286.00 |
286.00 |
286.00 |
286.00 |
|
|
|
|
| Reuters CRB Index(NYBOT) |
| Aug04 |
040616 |
265.25 |
266.25 |
265.00 |
266.00 |
+1.10 |
65 |
248 |
-2 |
| Nov04 |
040616 |
266.50 |
266.50 |
266.50 |
266.50 |
+1.10 |
0 |
21 |
+0 |
| Jan05 |
040616 |
266.50 |
266.50 |
266.50 |
266.50 |
+1.10 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
65 |
274 |
-2 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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