|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri June 18, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul04 |
040618 |
861.00 |
878.00 |
860.00 |
872.00 |
+9.00 |
41,387 |
65,213 |
-3,384 |
Aug04 |
040618 |
788.00 |
804.00 |
787.00 |
799.00 |
+4.50 |
10,799 |
33,166 |
+1,143 |
Sep04 |
040618 |
696.00 |
704.00 |
694.00 |
698.50 |
unch |
2,251 |
11,625 |
+82 |
Nov04 |
040618 |
666.00 |
674.50 |
661.50 |
666.00 |
-3.00 |
18,332 |
74,281 |
+1,353 |
Jan05 |
040618 |
664.00 |
674.00 |
664.00 |
667.25 |
-3.75 |
319 |
4,845 |
-46 |
Mar05 |
040618 |
669.00 |
671.00 |
664.00 |
667.00 |
-3.00 |
39 |
4,141 |
+0 |
May05 |
040618 |
660.00 |
663.50 |
658.25 |
658.25 |
-0.75 |
260 |
3,237 |
+68 |
Total Volume and Open Interest |
73,387 |
198,334 |
-747 |
Soybean Meal(CBOT) |
Jul04 |
040618 |
278.80 |
284.80 |
278.50 |
283.00 |
+2.30 |
12,752 |
40,331 |
-1,528 |
Aug04 |
040618 |
262.00 |
266.70 |
262.00 |
265.90 |
+1.70 |
7,762 |
24,290 |
+39 |
Sep04 |
040618 |
236.00 |
238.00 |
235.00 |
237.70 |
+0.40 |
1,559 |
16,377 |
+418 |
Oct04 |
040618 |
213.00 |
215.50 |
212.30 |
212.80 |
-1.20 |
1,129 |
13,923 |
+346 |
Dec04 |
040618 |
209.00 |
211.50 |
207.50 |
208.30 |
-1.90 |
6,169 |
35,274 |
+454 |
Jan05 |
040618 |
208.50 |
209.50 |
207.00 |
207.00 |
-1.50 |
539 |
4,634 |
+22 |
Mar05 |
040618 |
208.00 |
208.50 |
205.50 |
205.90 |
-2.10 |
345 |
4,486 |
+98 |
May05 |
040618 |
205.70 |
206.00 |
203.50 |
203.80 |
-1.90 |
715 |
4,090 |
+14 |
Total Volume and Open Interest |
31,117 |
148,531 |
-125 |
Soybean Oil(CBOT) |
Jul04 |
040618 |
27.05 |
27.68 |
27.05 |
27.48 |
+0.24 |
14,714 |
35,600 |
-2,930 |
Aug04 |
040618 |
26.40 |
26.95 |
26.33 |
26.72 |
+0.18 |
7,931 |
20,450 |
+1,207 |
Sep04 |
040618 |
25.70 |
26.20 |
25.65 |
25.88 |
unch |
2,006 |
17,638 |
+367 |
Oct04 |
040618 |
24.75 |
25.15 |
24.75 |
24.83 |
unch |
1,073 |
10,852 |
+132 |
Dec04 |
040618 |
23.90 |
24.28 |
23.85 |
24.04 |
+0.08 |
4,762 |
37,047 |
+862 |
Jan05 |
040618 |
24.05 |
24.15 |
23.80 |
24.00 |
+0.10 |
582 |
6,158 |
-116 |
Mar05 |
040618 |
23.99 |
24.12 |
23.76 |
23.90 |
+0.01 |
165 |
4,607 |
-39 |
May05 |
040618 |
24.05 |
24.10 |
23.75 |
23.80 |
unch |
239 |
2,033 |
+53 |
Total Volume and Open Interest |
31,535 |
138,320 |
-415 |
Canola(WCE) |
Jul04 |
040618 |
381.0 |
385.0 |
379.0 |
384.3 |
+1.1 |
2,474 |
11,389 |
-526 |
Sep04 |
040618 |
360.5 |
360.5 |
360.5 |
360.5 |
unch |
0 |
50 |
+0 |
Nov04 |
040618 |
359.0 |
362.0 |
359.0 |
361.2 |
unch |
2,488 |
42,379 |
+483 |
Jan05 |
040618 |
365.0 |
365.8 |
365.0 |
365.8 |
-0.2 |
354 |
1,564 |
+155 |
Mar05 |
040618 |
369.0 |
369.0 |
369.0 |
369.0 |
-1.0 |
13 |
502 |
+12 |
Total Volume and Open Interest |
5,329 |
56,838 |
+124 |
Corn(CBOT) |
Jul04 |
040618 |
275.00 |
280.00 |
273.75 |
274.50 |
-3.25 |
27,895 |
124,792 |
-6,807 |
Sep04 |
040618 |
279.00 |
283.50 |
277.50 |
278.25 |
-3.00 |
16,351 |
128,547 |
+4,792 |
Dec04 |
040618 |
280.50 |
286.00 |
279.50 |
280.00 |
-3.25 |
56,416 |
312,980 |
-248 |
Mar05 |
040618 |
285.50 |
290.75 |
285.00 |
285.25 |
-3.00 |
2,356 |
28,596 |
+243 |
May05 |
040618 |
291.50 |
294.50 |
290.00 |
290.00 |
-3.00 |
951 |
9,681 |
+442 |
Jul05 |
040618 |
292.00 |
295.50 |
290.00 |
290.25 |
-2.75 |
473 |
8,766 |
+170 |
Total Volume and Open Interest |
104,999 |
625,567 |
-1,369 |
Wheat(CBOT) |
Jul04 |
040618 |
352.00 |
354.00 |
351.00 |
352.75 |
+0.25 |
10,856 |
37,330 |
-3,839 |
Sep04 |
040618 |
361.00 |
363.50 |
360.00 |
361.50 |
-0.25 |
15,477 |
63,074 |
+3,097 |
Dec04 |
040618 |
371.00 |
373.50 |
369.50 |
371.00 |
-0.75 |
3,560 |
30,218 |
+408 |
Mar05 |
040618 |
380.00 |
380.00 |
377.00 |
379.00 |
unch |
209 |
5,744 |
+76 |
May05 |
040618 |
380.00 |
380.00 |
380.00 |
380.00 |
-0.50 |
50 |
156 |
+50 |
Total Volume and Open Interest |
30,241 |
138,053 |
-208 |
Wheat(KCBT) |
Jul04 |
040618 |
376.00 |
378.00 |
375.50 |
376.00 |
+0.25 |
4,067 |
22,370 |
-825 |
Sep04 |
040618 |
382.50 |
384.50 |
382.25 |
382.50 |
+0.25 |
3,929 |
24,157 |
+381 |
Dec04 |
040618 |
392.00 |
394.00 |
391.00 |
391.25 |
-0.25 |
1,199 |
11,783 |
-121 |
Mar05 |
040618 |
398.00 |
399.00 |
397.50 |
398.00 |
unch |
12 |
1,430 |
+6 |
May05 |
040618 |
395.00 |
395.00 |
395.00 |
395.00 |
unch |
5 |
20 |
+5 |
Total Volume and Open Interest |
9,249 |
60,260 |
-557 |
Wheat(MGE) |
Jul04 |
040618 |
409.00 |
410.50 |
407.00 |
408.25 |
-0.75 |
1,523 |
9,289 |
-699 |
Sep04 |
040618 |
405.00 |
406.00 |
403.00 |
405.00 |
+0.25 |
1,082 |
11,174 |
+59 |
Dec04 |
040618 |
409.50 |
411.00 |
408.00 |
409.75 |
-0.25 |
646 |
10,196 |
-220 |
Mar05 |
040618 |
411.50 |
411.50 |
411.00 |
411.00 |
unch |
4 |
552 |
+2 |
May05 |
040618 |
410.25 |
410.25 |
410.25 |
410.25 |
+0.25 |
0 |
160 |
+0 |
Total Volume and Open Interest |
3,255 |
31,422 |
-858 |
Oats(CBOT) |
Jul04 |
040618 |
143.75 |
144.75 |
140.00 |
141.00 |
-1.25 |
908 |
3,780 |
-421 |
Sep04 |
040618 |
148.50 |
148.75 |
146.00 |
147.00 |
-1.50 |
401 |
2,485 |
+27 |
Dec04 |
040618 |
154.50 |
155.00 |
153.50 |
154.50 |
-1.50 |
742 |
4,960 |
+71 |
Mar05 |
040618 |
160.00 |
160.00 |
160.00 |
160.00 |
-1.00 |
0 |
94 |
+0 |
Total Volume and Open Interest |
2,051 |
11,353 |
-323 |
Rough Rice(CBOT) |
Jul04 |
040618 |
10.08 |
10.08 |
9.78 |
9.88 |
-0.22 |
186 |
2,416 |
-76 |
Sep04 |
040618 |
9.17 |
9.24 |
9.17 |
9.24 |
+0.12 |
22 |
633 |
-3 |
Nov04 |
040618 |
9.16 |
9.19 |
9.12 |
9.12 |
unch |
141 |
1,272 |
+67 |
Jan05 |
040618 |
9.29 |
9.29 |
9.29 |
9.29 |
+0.04 |
0 |
247 |
+0 |
Total Volume and Open Interest |
349 |
4,682 |
-12 |
Live Cattle(CME) |
Jun04 |
040618 |
86.000 |
86.750 |
85.300 |
86.550 |
+0.850 |
1,198 |
6,639 |
-587 |
Aug04 |
040618 |
86.950 |
87.200 |
85.750 |
87.050 |
+0.400 |
6,125 |
71,058 |
+781 |
Oct04 |
040618 |
87.000 |
87.100 |
85.800 |
86.750 |
-0.175 |
2,534 |
28,177 |
+532 |
Dec04 |
040618 |
88.000 |
88.000 |
87.050 |
87.625 |
-0.175 |
680 |
11,488 |
+207 |
Feb05 |
040618 |
88.650 |
88.750 |
87.800 |
88.725 |
+0.125 |
428 |
5,894 |
+128 |
Apr05 |
040618 |
86.400 |
86.400 |
85.700 |
86.300 |
unch |
97 |
1,906 |
+50 |
Total Volume and Open Interest |
11,073 |
125,747 |
+1,112 |
Feeder Cattle(CME) |
Aug04 |
040618 |
109.625 |
110.000 |
108.800 |
109.800 |
+0.175 |
1,924 |
11,649 |
+88 |
Sep04 |
040618 |
107.600 |
107.850 |
106.850 |
107.725 |
+0.125 |
208 |
1,223 |
+90 |
Oct04 |
040618 |
106.450 |
106.850 |
105.650 |
106.600 |
+0.175 |
199 |
2,019 |
+18 |
Nov04 |
040618 |
105.600 |
105.600 |
104.800 |
105.550 |
unch |
104 |
855 |
+15 |
Jan05 |
040618 |
100.650 |
100.850 |
100.250 |
100.850 |
+0.150 |
43 |
332 |
+7 |
Mar05 |
040618 |
96.700 |
96.700 |
96.700 |
96.700 |
-0.050 |
0 |
79 |
+0 |
Apr05 |
040618 |
95.800 |
95.800 |
95.800 |
95.800 |
unch |
0 |
56 |
+0 |
Total Volume and Open Interest |
2,478 |
16,220 |
+218 |
Lean Hogs(CME) |
Jul04 |
040618 |
77.100 |
78.050 |
76.700 |
77.850 |
+0.750 |
4,270 |
19,383 |
-525 |
Aug04 |
040618 |
76.350 |
77.200 |
75.700 |
76.875 |
+0.875 |
5,266 |
38,549 |
+1,467 |
Oct04 |
040618 |
64.300 |
65.300 |
64.000 |
65.225 |
+0.875 |
824 |
11,261 |
+60 |
Dec04 |
040618 |
59.375 |
60.000 |
59.350 |
59.975 |
+0.500 |
650 |
7,595 |
+322 |
Feb05 |
040618 |
60.000 |
60.500 |
59.900 |
60.500 |
+0.500 |
57 |
914 |
+24 |
Apr05 |
040618 |
60.500 |
61.450 |
60.500 |
61.450 |
+0.550 |
12 |
399 |
+2 |
May05 |
040618 |
62.500 |
62.500 |
62.500 |
62.500 |
+0.100 |
2 |
47 |
-2 |
Jun05 |
040618 |
65.425 |
65.700 |
65.200 |
65.700 |
+0.300 |
7 |
47 |
+0 |
Total Volume and Open Interest |
11,088 |
78,196 |
+1,348 |
Pork Bellies(CME) |
Jul04 |
040618 |
113.800 |
115.700 |
113.200 |
115.650 |
+1.675 |
406 |
2,191 |
-30 |
Aug04 |
040618 |
112.800 |
114.150 |
112.000 |
114.050 |
+1.350 |
193 |
775 |
+13 |
Feb05 |
040618 |
98.000 |
98.900 |
96.500 |
98.750 |
+1.200 |
5 |
41 |
+2 |
Mar05 |
040618 |
95.050 |
95.050 |
95.050 |
95.050 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
604 |
3,009 |
-15 |
Class III Milk(CME) |
Jun04 |
040618 |
17.60 |
17.69 |
17.60 |
17.65 |
+0.08 |
349 |
6,324 |
-152 |
Jul04 |
040618 |
16.30 |
16.35 |
16.17 |
16.25 |
-0.05 |
230 |
4,410 |
+72 |
Aug04 |
040618 |
15.65 |
15.65 |
15.21 |
15.21 |
-0.39 |
250 |
4,738 |
+91 |
Sep04 |
040618 |
15.07 |
15.07 |
14.69 |
14.80 |
-0.27 |
140 |
4,413 |
+15 |
Oct04 |
040618 |
14.08 |
14.08 |
13.85 |
13.91 |
-0.17 |
21 |
3,159 |
+10 |
Total Volume and Open Interest |
1,089 |
28,672 |
+79 |
Cocoa(NYBOT) |
Jul04 |
040618 |
1338 |
1368 |
1330 |
1335 |
-15 |
355 |
762 |
-280 |
Sep04 |
040618 |
1355 |
1382 |
1339 |
1342 |
-17 |
4,912 |
41,855 |
+590 |
Dec04 |
040618 |
1370 |
1393 |
1355 |
1359 |
-17 |
489 |
14,599 |
-26 |
Mar05 |
040618 |
1397 |
1397 |
1379 |
1379 |
-18 |
141 |
9,695 |
+44 |
May05 |
040618 |
1415 |
1415 |
1392 |
1392 |
-19 |
120 |
11,347 |
+15 |
Jul05 |
040618 |
1406 |
1406 |
1406 |
1406 |
-19 |
0 |
10,931 |
+0 |
Sep05 |
040618 |
1422 |
1422 |
1420 |
1420 |
-19 |
26 |
4,768 |
+25 |
Total Volume and Open Interest |
6,043 |
95,610 |
+368 |
Coffee "C"(NYBOT) |
Jul04 |
040618 |
76.95 |
76.95 |
75.65 |
75.70 |
-0.25 |
9,687 |
14,521 |
-4,137 |
Sep04 |
040618 |
78.95 |
79.25 |
78.20 |
78.30 |
-0.15 |
16,595 |
64,780 |
+2,656 |
Dec04 |
040618 |
81.85 |
82.10 |
81.20 |
81.30 |
-0.15 |
537 |
12,187 |
+131 |
Mar05 |
040618 |
84.50 |
84.50 |
83.90 |
84.10 |
-0.10 |
269 |
6,793 |
+85 |
May05 |
040618 |
86.40 |
86.40 |
85.70 |
85.70 |
-0.05 |
36 |
1,187 |
+22 |
Jul05 |
040618 |
87.20 |
87.20 |
87.20 |
87.20 |
unch |
14 |
1,094 |
-14 |
Total Volume and Open Interest |
27,146 |
101,240 |
-1,250 |
Orange Juice(NYBOT) |
Jul04 |
040618 |
57.95 |
58.20 |
57.20 |
57.50 |
-0.30 |
3,523 |
19,384 |
-852 |
Sep04 |
040618 |
60.25 |
60.50 |
59.35 |
59.50 |
-0.65 |
3,417 |
11,071 |
+1,959 |
Nov04 |
040618 |
62.50 |
62.70 |
61.30 |
61.95 |
-0.45 |
506 |
5,934 |
+197 |
Jan05 |
040618 |
64.35 |
64.70 |
63.75 |
64.15 |
-0.35 |
199 |
1,640 |
+60 |
Mar05 |
040618 |
67.00 |
67.00 |
66.15 |
66.15 |
-0.20 |
64 |
3,020 |
+37 |
Total Volume and Open Interest |
7,744 |
43,976 |
+1,394 |
Sugar #11(NYBOT) |
Jul04 |
040618 |
7.32 |
7.34 |
6.70 |
6.82 |
-0.42 |
23,813 |
59,916 |
-9,426 |
Oct04 |
040618 |
7.85 |
7.85 |
7.23 |
7.38 |
-0.37 |
33,652 |
146,171 |
+10,087 |
Mar05 |
040618 |
8.10 |
8.11 |
7.60 |
7.74 |
-0.32 |
9,849 |
41,542 |
+580 |
May05 |
040618 |
7.99 |
8.02 |
7.66 |
7.70 |
-0.29 |
2,979 |
14,815 |
-362 |
Jul05 |
040618 |
7.80 |
7.80 |
7.52 |
7.53 |
-0.24 |
1,966 |
10,455 |
+344 |
Total Volume and Open Interest |
73,669 |
286,581 |
+1,671 |
London Cocoa(LCE) |
Jul04 |
040618 |
775 |
779 |
761 |
764 |
-9 |
3,057 |
38,101 |
-641 |
Sep04 |
040618 |
791 |
796 |
780 |
781 |
-8 |
2,262 |
35,641 |
+147 |
Dec04 |
040618 |
815 |
822 |
805 |
807 |
-8 |
1,858 |
46,655 |
+246 |
Mar05 |
040618 |
837 |
841 |
825 |
827 |
-8 |
883 |
29,314 |
-5 |
May05 |
040618 |
850 |
854 |
840 |
841 |
-7 |
887 |
10,764 |
+52 |
Jul05 |
040618 |
858 |
868 |
854 |
854 |
-8 |
187 |
9,761 |
+97 |
Sep05 |
040618 |
865 |
865 |
865 |
865 |
-8 |
29 |
7,103 |
+11 |
Total Volume and Open Interest |
9,247 |
184,139 |
-71 |
London Coffee(LCE) |
Jul04 |
040618 |
781.00 |
796.00 |
774.00 |
787.00 |
+6.00 |
4,335 |
51,310 |
-1,969 |
Sep04 |
040618 |
766.00 |
785.00 |
765.00 |
780.00 |
+8.00 |
6,769 |
61,216 |
+135 |
Nov04 |
040618 |
764.00 |
780.00 |
764.00 |
772.00 |
+4.00 |
2,811 |
25,431 |
-825 |
Jan05 |
040618 |
763.00 |
777.00 |
758.00 |
770.00 |
+7.00 |
1,006 |
19,797 |
+245 |
Mar05 |
040618 |
773.00 |
783.00 |
772.00 |
776.00 |
+3.00 |
371 |
11,080 |
+220 |
May05 |
040618 |
776.00 |
795.00 |
776.00 |
786.00 |
+5.00 |
749 |
5,666 |
+527 |
Total Volume and Open Interest |
16,514 |
175,135 |
-1,411 |
London Sugar(LCE) |
Aug04 |
040618 |
219.50 |
226.30 |
216.00 |
217.00 |
-2.90 |
2,600 |
20,391 |
+931 |
Oct04 |
040618 |
227.00 |
231.30 |
222.90 |
224.00 |
-3.30 |
2,673 |
11,853 |
-334 |
Dec04 |
040618 |
234.00 |
237.00 |
228.50 |
230.60 |
-2.90 |
654 |
5,043 |
+71 |
Mar05 |
040618 |
240.00 |
243.00 |
231.60 |
235.90 |
-4.90 |
1,007 |
9,049 |
-300 |
May05 |
040618 |
240.50 |
241.50 |
233.10 |
234.20 |
-5.10 |
567 |
3,719 |
-91 |
Total Volume and Open Interest |
7,584 |
56,051 |
+276 |
Cotton(NYBOT) |
Jul04 |
040618 |
52.00 |
52.60 |
51.50 |
52.00 |
-0.29 |
3,459 |
11,735 |
-2,284 |
Oct04 |
040618 |
54.00 |
54.40 |
53.75 |
54.00 |
unch |
200 |
2,273 |
+52 |
Dec04 |
040618 |
54.50 |
54.70 |
54.01 |
54.45 |
+0.24 |
7,044 |
52,794 |
+866 |
Mar05 |
040618 |
56.30 |
56.40 |
55.86 |
56.40 |
+0.40 |
404 |
9,196 |
+31 |
May05 |
040618 |
57.05 |
57.30 |
56.73 |
57.30 |
+0.40 |
13 |
1,561 |
-1 |
Jul05 |
040618 |
57.90 |
58.10 |
57.80 |
58.00 |
+0.15 |
3 |
1,016 |
+0 |
Total Volume and Open Interest |
11,327 |
79,352 |
-1,235 |
Lumber(CME) |
Jul04 |
040618 |
378.0 |
383.6 |
377.2 |
380.3 |
+2.2 |
568 |
3,279 |
-205 |
Sep04 |
040618 |
352.8 |
354.4 |
350.1 |
353.0 |
+0.8 |
168 |
1,270 |
+5 |
Nov04 |
040618 |
323.7 |
325.9 |
321.0 |
324.3 |
+0.7 |
39 |
456 |
+9 |
Jan05 |
040618 |
323.2 |
323.2 |
323.2 |
323.2 |
-2.1 |
5 |
55 |
+1 |
Total Volume and Open Interest |
780 |
5,062 |
-190 |
Crude Oil(NYM) |
Jul04 |
040618 |
38.45 |
38.80 |
38.15 |
38.75 |
+0.29 |
77,070 |
43,005 |
-20,364 |
Aug04 |
040618 |
38.80 |
39.14 |
38.51 |
39.00 |
+0.19 |
111,915 |
197,162 |
+20,304 |
Sep04 |
040618 |
38.75 |
39.10 |
38.50 |
39.01 |
+0.19 |
31,342 |
86,639 |
+5,019 |
Oct04 |
040618 |
38.45 |
38.75 |
38.27 |
38.72 |
+0.18 |
9,751 |
43,323 |
+2,023 |
Nov04 |
040618 |
38.10 |
38.34 |
38.00 |
38.34 |
+0.18 |
5,744 |
26,914 |
+1,506 |
Dec04 |
040618 |
37.75 |
38.10 |
37.45 |
37.95 |
+0.16 |
14,108 |
64,664 |
+978 |
Jan05 |
040618 |
37.15 |
37.49 |
37.10 |
37.49 |
+0.11 |
1,562 |
24,897 |
+509 |
Feb05 |
040618 |
37.07 |
37.07 |
37.07 |
37.07 |
+0.07 |
308 |
12,786 |
-78 |
Mar05 |
040618 |
36.69 |
36.69 |
36.69 |
36.69 |
+0.05 |
1,880 |
13,308 |
-539 |
Apr05 |
040618 |
36.35 |
36.35 |
36.35 |
36.35 |
+0.03 |
433 |
8,496 |
+184 |
May05 |
040618 |
36.03 |
36.03 |
36.03 |
36.03 |
+0.02 |
1,520 |
6,284 |
+665 |
Jun05 |
040618 |
35.58 |
35.75 |
35.58 |
35.74 |
+0.01 |
2,497 |
19,204 |
+1,073 |
Jul05 |
040618 |
35.48 |
35.48 |
35.48 |
35.48 |
unch |
0 |
5,048 |
-1 |
Aug05 |
040618 |
35.24 |
35.24 |
35.24 |
35.24 |
-0.01 |
345 |
4,945 |
+325 |
Sep05 |
040618 |
34.80 |
35.01 |
34.80 |
35.01 |
-0.02 |
0 |
6,554 |
+0 |
Oct05 |
040618 |
34.78 |
34.78 |
34.78 |
34.78 |
-0.03 |
0 |
3,403 |
+0 |
Total Volume and Open Interest |
263,622 |
717,318 |
+11,820 |
Heating Oil(NYM) |
Jul04 |
040618 |
103.00 |
103.60 |
101.90 |
102.53 |
-0.55 |
25,074 |
29,542 |
+1,821 |
Aug04 |
040618 |
103.50 |
104.30 |
102.60 |
103.37 |
-0.42 |
18,679 |
45,855 |
+4,462 |
Sep04 |
040618 |
103.60 |
104.30 |
103.45 |
104.07 |
-0.27 |
2,925 |
16,791 |
+434 |
Oct04 |
040618 |
105.10 |
105.10 |
104.60 |
104.62 |
-0.22 |
1,183 |
10,319 |
+269 |
Nov04 |
040618 |
105.20 |
105.50 |
105.12 |
105.12 |
-0.22 |
1,201 |
8,873 |
+237 |
Dec04 |
040618 |
105.50 |
106.00 |
104.80 |
105.52 |
-0.22 |
4,266 |
23,361 |
+462 |
Jan05 |
040618 |
105.50 |
106.20 |
105.20 |
105.72 |
-0.22 |
286 |
9,812 |
+113 |
Feb05 |
040618 |
104.50 |
104.95 |
104.50 |
104.62 |
-0.32 |
154 |
7,091 |
+9 |
Mar05 |
040618 |
102.00 |
102.60 |
101.87 |
101.87 |
-0.42 |
726 |
8,215 |
-432 |
Apr05 |
040618 |
98.50 |
99.15 |
98.27 |
98.27 |
-0.47 |
59 |
1,423 |
+49 |
May05 |
040618 |
95.00 |
95.60 |
94.77 |
94.77 |
-0.52 |
41 |
1,541 |
+41 |
Jun05 |
040618 |
92.37 |
92.37 |
92.37 |
92.37 |
-0.57 |
46 |
3,424 |
-40 |
Total Volume and Open Interest |
55,014 |
173,052 |
+7,299 |
Unleaded Gas(NYM) |
Jul04 |
040618 |
119.00 |
120.20 |
117.60 |
119.70 |
+0.99 |
30,527 |
33,342 |
-2,687 |
Aug04 |
040618 |
118.30 |
119.40 |
117.20 |
118.78 |
+0.83 |
19,767 |
45,878 |
+3,384 |
Sep04 |
040618 |
115.50 |
116.25 |
114.80 |
115.88 |
+0.73 |
4,374 |
21,268 |
+1,107 |
Oct04 |
040618 |
111.00 |
111.75 |
110.98 |
110.98 |
+0.63 |
1,134 |
8,739 |
+323 |
Nov04 |
040618 |
107.98 |
107.98 |
107.98 |
107.98 |
+0.58 |
233 |
3,427 |
+56 |
Dec04 |
040618 |
105.90 |
106.50 |
105.50 |
105.98 |
+0.48 |
974 |
9,646 |
+194 |
Jan05 |
040618 |
105.23 |
105.23 |
105.23 |
105.23 |
+0.43 |
27 |
2,594 |
-1 |
Feb05 |
040618 |
105.28 |
105.28 |
105.28 |
105.28 |
+0.38 |
0 |
2,871 |
+0 |
Mar05 |
040618 |
105.88 |
105.88 |
105.88 |
105.88 |
+0.33 |
0 |
1,155 |
+0 |
Apr05 |
040618 |
112.38 |
112.38 |
112.38 |
112.38 |
+0.28 |
0 |
5,107 |
+0 |
May05 |
040618 |
112.18 |
112.18 |
112.18 |
112.18 |
+0.23 |
0 |
5,100 |
+0 |
Jun05 |
040618 |
111.03 |
111.03 |
111.03 |
111.03 |
+0.23 |
0 |
1,806 |
+0 |
Total Volume and Open Interest |
57,036 |
140,933 |
+2,376 |
Natural Gas(NYM) |
Jul04 |
040618 |
6.530 |
6.580 |
6.495 |
6.520 |
-0.062 |
43,217 |
34,459 |
-1,811 |
Aug04 |
040618 |
6.595 |
6.635 |
6.560 |
6.592 |
-0.062 |
29,820 |
58,828 |
+4,528 |
Sep04 |
040618 |
6.610 |
6.630 |
6.560 |
6.592 |
-0.049 |
12,010 |
34,773 |
-2,257 |
Oct04 |
040618 |
6.590 |
6.635 |
6.550 |
6.607 |
-0.046 |
7,916 |
32,250 |
-2,202 |
Nov04 |
040618 |
6.770 |
6.810 |
6.770 |
6.805 |
-0.035 |
4,332 |
18,832 |
+932 |
Dec04 |
040618 |
7.000 |
7.030 |
6.960 |
7.005 |
-0.028 |
2,481 |
20,808 |
-25 |
Jan05 |
040618 |
7.080 |
7.140 |
7.070 |
7.125 |
-0.025 |
2,219 |
20,296 |
-51 |
Feb05 |
040618 |
7.045 |
7.070 |
7.040 |
7.065 |
-0.025 |
461 |
12,669 |
-65 |
Mar05 |
040618 |
6.900 |
6.910 |
6.860 |
6.900 |
-0.020 |
6,483 |
15,995 |
-585 |
Apr05 |
040618 |
6.080 |
6.130 |
6.080 |
6.128 |
unch |
3,949 |
11,331 |
+1,197 |
May05 |
040618 |
5.900 |
5.950 |
5.900 |
5.943 |
-0.005 |
838 |
10,190 |
+367 |
Jun05 |
040618 |
5.935 |
5.970 |
5.920 |
5.943 |
-0.005 |
202 |
7,229 |
+55 |
Jul05 |
040618 |
5.955 |
5.980 |
5.940 |
5.973 |
-0.005 |
137 |
11,324 |
+15 |
Aug05 |
040618 |
5.955 |
5.980 |
5.955 |
5.978 |
-0.005 |
171 |
6,831 |
+118 |
Sep05 |
040618 |
5.940 |
5.950 |
5.935 |
5.948 |
unch |
140 |
7,652 |
+39 |
Oct05 |
040618 |
5.940 |
5.970 |
5.940 |
5.961 |
+0.005 |
361 |
5,415 |
+40 |
Total Volume and Open Interest |
116,193 |
371,120 |
+540 |
Brent Crude Oil(IPE) |
Aug04 |
040618 |
36.60 |
36.65 |
35.81 |
36.21 |
unch |
60,778 |
94,861 |
+11,189 |
Sep04 |
040618 |
36.52 |
36.60 |
35.82 |
36.21 |
unch |
22,896 |
67,375 |
+2,087 |
Oct04 |
040618 |
36.30 |
36.36 |
35.70 |
36.03 |
+0.02 |
6,117 |
21,544 |
+243 |
Nov04 |
040618 |
36.00 |
36.04 |
35.58 |
35.71 |
+0.01 |
1,987 |
11,067 |
+1,441 |
Dec04 |
040618 |
35.60 |
35.64 |
35.00 |
35.33 |
-0.01 |
5,597 |
38,816 |
+1,899 |
Jan05 |
040618 |
35.18 |
35.18 |
34.80 |
34.93 |
-0.02 |
51 |
13,757 |
-100 |
Feb05 |
040618 |
34.80 |
34.80 |
34.47 |
34.55 |
-0.02 |
1,200 |
7,073 |
-650 |
Mar05 |
040618 |
34.50 |
34.50 |
34.19 |
34.19 |
-0.02 |
300 |
7,465 |
-65 |
Apr05 |
040618 |
33.84 |
33.84 |
33.84 |
33.84 |
-0.02 |
1,200 |
7,530 |
+650 |
May05 |
040618 |
33.51 |
33.51 |
33.51 |
33.51 |
-0.03 |
650 |
1,268 |
-300 |
Jun05 |
040618 |
33.40 |
33.40 |
33.15 |
33.21 |
-0.04 |
275 |
16,854 |
+275 |
Jul05 |
040618 |
32.96 |
32.96 |
32.96 |
32.96 |
-0.05 |
650 |
650 |
+650 |
Total Volume and Open Interest |
103,866 |
341,164 |
+17,620 |
Gas Oil(IPE) |
Jul04 |
040618 |
324.50 |
326.00 |
319.00 |
320.50 |
+2.00 |
12,176 |
44,152 |
+369 |
Aug04 |
040618 |
320.25 |
322.00 |
315.25 |
317.00 |
+1.75 |
9,166 |
31,411 |
+73 |
Sep04 |
040618 |
318.25 |
319.75 |
314.50 |
314.50 |
+1.25 |
3,308 |
16,841 |
-450 |
Oct04 |
040618 |
315.75 |
317.00 |
312.00 |
312.00 |
+1.25 |
3,200 |
10,944 |
+449 |
Nov04 |
040618 |
312.50 |
313.50 |
308.75 |
308.75 |
+0.75 |
25 |
6,505 |
-184 |
Dec04 |
040618 |
310.00 |
310.00 |
305.25 |
305.25 |
+0.75 |
3,085 |
23,178 |
-414 |
Jan05 |
040618 |
306.00 |
306.00 |
301.25 |
301.25 |
+0.75 |
736 |
5,050 |
+275 |
Feb05 |
040618 |
296.75 |
296.75 |
296.75 |
296.75 |
+0.25 |
400 |
2,250 |
+100 |
Mar05 |
040618 |
291.25 |
291.25 |
291.25 |
291.25 |
+0.25 |
200 |
2,493 |
-72 |
Apr05 |
040618 |
285.25 |
285.25 |
285.25 |
285.25 |
unch |
0 |
150 |
+0 |
Total Volume and Open Interest |
32,906 |
163,761 |
-164 |
US Dollar Index(NYBOT) |
Sep04 |
040618 |
90.09 |
90.40 |
89.38 |
89.43 |
-0.52 |
1,241 |
8,067 |
+452 |
Dec04 |
040618 |
89.69 |
89.69 |
89.69 |
89.69 |
-0.52 |
0 |
2,045 |
+0 |
Mar05 |
040618 |
89.95 |
89.95 |
89.95 |
89.95 |
-0.52 |
0 |
11 |
+0 |
Total Volume and Open Interest |
1,241 |
10,123 |
+452 |
Australian Dollar(CME) |
Sep04 |
040618 |
68.11 |
68.44 |
68.11 |
68.33 |
+0.51 |
1,510 |
25,049 |
+1,130 |
Dec04 |
040618 |
67.80 |
67.80 |
67.75 |
67.75 |
+0.51 |
0 |
266 |
+1 |
Mar05 |
040618 |
67.27 |
67.27 |
67.27 |
67.27 |
+0.51 |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,510 |
25,407 |
+1,131 |
British Pound(CME) |
Sep04 |
040618 |
182.23 |
182.63 |
182.14 |
182.55 |
+0.29 |
3,375 |
49,531 |
+1,197 |
Dec04 |
040618 |
181.00 |
181.15 |
181.00 |
181.15 |
+0.29 |
0 |
397 |
+1 |
Mar05 |
040618 |
179.89 |
179.89 |
179.89 |
179.89 |
+0.29 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,375 |
49,932 |
+1,198 |
Canadian Dollar(CME) |
Sep04 |
040618 |
72.79 |
73.32 |
72.72 |
73.25 |
+0.57 |
4,133 |
54,196 |
+1,909 |
Dec04 |
040618 |
72.97 |
73.20 |
72.97 |
73.19 |
+0.57 |
44 |
4,436 |
-10 |
Mar05 |
040618 |
73.14 |
73.14 |
73.14 |
73.14 |
+0.57 |
1 |
692 |
+1 |
Jun05 |
040618 |
73.00 |
73.10 |
73.00 |
73.10 |
+0.57 |
0 |
192 |
+0 |
Total Volume and Open Interest |
4,178 |
59,554 |
+1,900 |
Japanese Yen(CME) |
Sep04 |
040618 |
92.07 |
92.48 |
92.00 |
92.20 |
+0.64 |
5,594 |
80,164 |
-512 |
Dec04 |
040618 |
92.45 |
92.67 |
92.45 |
92.67 |
+0.64 |
4 |
10,398 |
+1 |
Mar05 |
040618 |
93.23 |
93.23 |
93.23 |
93.23 |
+0.64 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,598 |
90,568 |
-511 |
Swiss Franc(CME) |
Sep04 |
040618 |
80.01 |
80.73 |
79.99 |
80.59 |
+0.44 |
5,585 |
41,098 |
+1,050 |
Dec04 |
040618 |
80.84 |
80.84 |
80.84 |
80.84 |
+0.44 |
0 |
123 |
+0 |
Mar05 |
040618 |
81.11 |
81.11 |
81.11 |
81.11 |
+0.44 |
1 |
7 |
+1 |
Total Volume and Open Interest |
5,586 |
41,285 |
+1,051 |
EuroFX(CME) |
Sep04 |
040618 |
120.30 |
121.28 |
120.30 |
121.21 |
+0.76 |
7,949 |
89,269 |
-1,536 |
Dec04 |
040618 |
121.00 |
121.20 |
121.00 |
121.17 |
+0.75 |
0 |
769 |
+6 |
Mar05 |
040618 |
120.68 |
121.21 |
120.68 |
121.21 |
+0.74 |
10 |
192 |
+10 |
Total Volume and Open Interest |
7,959 |
90,258 |
-1,520 |
Mexican Peso(CME) |
Jun04 |
040614 |
8780.0 |
8783.0 |
8750.0 |
8755.0 |
-45.0 |
4,318 |
21,915 |
-3,370 |
Sep04 |
040618 |
8717.0 |
8750.0 |
8695.0 |
8697.0 |
unch |
11,550 |
41,656 |
-3,757 |
Total Volume and Open Interest |
11,602 |
44,467 |
-3,714 |
30-Year T-Bonds(CBOT) |
Jun04 |
040618 |
106~25 |
107~04 |
106~13 |
106~15 |
-0~07 |
18,370 |
30,073 |
-5,767 |
Sep04 |
040618 |
105~14 |
105~26 |
104~31 |
105~04 |
-0~07 |
242,299 |
491,244 |
+17,500 |
Dec04 |
040618 |
104~15 |
104~20 |
103~30 |
103~31 |
-0~07 |
7,947 |
11,337 |
+7,062 |
Total Volume and Open Interest |
268,616 |
532,853 |
+18,795 |
Municipal Bonds(CBOT) |
Jun04 |
040618 |
100~07 |
100~09 |
100~04 |
100~07 |
-0~01 |
77 |
927 |
-47 |
Sep04 |
040618 |
99~18 |
99~22 |
99~06 |
99~13 |
-0~01 |
136 |
1,785 |
+53 |
Total Volume and Open Interest |
213 |
2,712 |
+6 |
10-Year T-Notes(CBOT) |
Jun04 |
040618 |
109~285 |
110~050 |
109~140 |
109~240 |
-0~045 |
28,331 |
74,946 |
-11,745 |
Sep04 |
040618 |
108~165 |
108~255 |
108~105 |
108~115 |
-0~040 |
737,743 |
1,212,647 |
-4,934 |
Total Volume and Open Interest |
768,888 |
1,305,985 |
-14,847 |
5-Year T-Notes(CBOT) |
Jun04 |
040618 |
109~125 |
109~125 |
109~055 |
109~055 |
-0~015 |
12,252 |
0 |
+0 |
Sep04 |
040618 |
108~030 |
108~060 |
107~285 |
107~300 |
-0~005 |
366,119 |
0 |
+0 |
Dec04 |
040618 |
106~280 |
106~280 |
106~280 |
106~280 |
-0~005 |
2 |
2,661 |
+0 |
Total Volume and Open Interest |
378,373 |
2,661 |
+0 |
2 Year T-Notes(CBOT) |
Jun04 |
040618 |
105~104 |
105~104 |
105~096 |
105~096 |
unch |
1,217 |
20,434 |
-1,634 |
Sep04 |
040618 |
105~000 |
105~004 |
104~121 |
104~122 |
+0~001 |
3,744 |
187,437 |
-2,456 |
Total Volume and Open Interest |
4,961 |
207,871 |
-4,090 |
Eurodollars(CME) |
Sep04 |
040618 |
97.910 |
97.915 |
97.885 |
97.900 |
+0.005 |
121,441 |
1,000,113 |
+31,390 |
Dec04 |
040618 |
97.405 |
97.420 |
97.355 |
97.380 |
unch |
122,963 |
897,341 |
-2,218 |
Mar05 |
040618 |
96.945 |
96.965 |
96.880 |
96.910 |
-0.005 |
119,657 |
776,487 |
+17,048 |
Jun05 |
040618 |
96.545 |
96.570 |
96.475 |
96.505 |
-0.005 |
92,885 |
622,084 |
-4,552 |
Sep05 |
040618 |
96.200 |
96.220 |
96.130 |
96.160 |
-0.005 |
65,265 |
505,840 |
+15,398 |
Dec05 |
040618 |
95.895 |
95.910 |
95.830 |
95.845 |
-0.015 |
39,365 |
391,403 |
-592 |
Mar06 |
040618 |
95.650 |
95.675 |
95.590 |
95.610 |
-0.015 |
30,157 |
329,278 |
+2,987 |
Jun06 |
040618 |
95.455 |
95.475 |
95.400 |
95.415 |
-0.015 |
26,645 |
208,335 |
+2,238 |
Sep06 |
040618 |
95.290 |
95.300 |
95.230 |
95.250 |
-0.010 |
17,108 |
191,862 |
+1,910 |
Dec06 |
040618 |
95.140 |
95.140 |
95.085 |
95.100 |
-0.005 |
12,111 |
143,688 |
-657 |
Mar07 |
040618 |
95.020 |
95.020 |
94.960 |
94.975 |
-0.005 |
16,470 |
139,442 |
+7,604 |
Jun07 |
040618 |
94.875 |
94.895 |
94.830 |
94.845 |
-0.005 |
13,653 |
98,505 |
+581 |
Total Volume and Open Interest |
739,029 |
5,901,730 |
+72,751 |
3-Mth Euro-Yen(CME) |
Jun04 |
040614 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.01 |
120 |
11,888 |
-79 |
Sep04 |
040618 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
0 |
6,945 |
+39 |
Dec04 |
040618 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
0 |
8,618 |
-1,290 |
Mar05 |
040618 |
99.75 |
99.76 |
99.75 |
99.76 |
+0.03 |
4 |
8,958 |
+95 |
Jun05 |
040618 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.03 |
0 |
7,545 |
+12 |
Sep05 |
040618 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
100 |
4,128 |
+348 |
Dec05 |
040618 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.02 |
0 |
2,522 |
-176 |
Mar06 |
040618 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.03 |
25 |
2,239 |
+5 |
Jun06 |
040618 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.03 |
0 |
831 |
+0 |
Sep06 |
040618 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.06 |
0 |
789 |
+0 |
Total Volume and Open Interest |
130 |
43,931 |
-967 |
3-Mth Euro-Yen(SIMEX) |
Sep04 |
040618 |
99.89 |
99.90 |
99.89 |
99.90 |
+0.01 |
2,022 |
45,936 |
-228 |
Dec04 |
040618 |
99.83 |
99.86 |
99.83 |
99.85 |
+0.02 |
1,279 |
64,309 |
-245 |
Mar05 |
040618 |
99.73 |
99.76 |
99.73 |
99.76 |
+0.03 |
1,973 |
57,769 |
+871 |
Jun05 |
040618 |
99.62 |
99.66 |
99.62 |
99.65 |
+0.03 |
2,471 |
57,635 |
+1,811 |
Sep05 |
040618 |
99.50 |
99.52 |
99.48 |
99.52 |
+0.04 |
2,155 |
43,713 |
+713 |
Dec05 |
040618 |
99.37 |
99.38 |
99.37 |
99.38 |
+0.05 |
1,270 |
31,358 |
-434 |
Mar06 |
040618 |
99.18 |
99.22 |
99.18 |
99.22 |
+0.05 |
1,226 |
20,489 |
+786 |
Jun06 |
040618 |
99.06 |
99.08 |
99.06 |
99.08 |
+0.06 |
979 |
8,333 |
+99 |
Total Volume and Open Interest |
13,410 |
344,854 |
+3,373 |
German Euro-Bund(EUREX) |
Sep04 |
040618 |
112.60 |
112.86 |
112.52 |
112.71 |
+0.25 |
889,093 |
944,927 |
+16,852 |
Dec04 |
040618 |
111.69 |
111.88 |
111.69 |
111.79 |
+0.25 |
54 |
1,555 |
+54 |
Mar05 |
040618 |
111.21 |
111.21 |
111.21 |
111.21 |
+0.25 |
1,335 |
0 |
+0 |
Total Volume and Open Interest |
890,482 |
946,482 |
+16,906 |
German Euro-Bobl(EUREX) |
Sep04 |
040618 |
109.85 |
110.07 |
109.78 |
110.01 |
+0.26 |
743,657 |
825,898 |
+11,672 |
Dec04 |
040618 |
109.14 |
109.14 |
109.14 |
109.14 |
+0.25 |
1,220 |
327 |
+172 |
Mar05 |
040618 |
108.63 |
108.63 |
108.63 |
108.63 |
+0.26 |
|
|
|
Total Volume and Open Interest |
744,877 |
826,225 |
+11,844 |
Long Gilt(LIFFE) |
Jun04 |
040618 |
105~22 |
105~22 |
105~19 |
105~19 |
+0~12 |
1,338 |
23,698 |
-8 |
Sep04 |
040618 |
105~03 |
105~15 |
104~32 |
105~09 |
+0~12 |
62,053 |
219,337 |
+7,647 |
Total Volume and Open Interest |
63,391 |
243,035 |
+7,639 |
3-Mth Short Sterling(LIFFE) |
Sep04 |
040618 |
94.80 |
94.86 |
94.78 |
94.84 |
+0.06 |
32,283 |
196,861 |
-536 |
Dec04 |
040618 |
94.56 |
94.64 |
94.54 |
94.62 |
+0.08 |
55,909 |
262,536 |
+10,616 |
Mar05 |
040618 |
94.41 |
94.51 |
94.39 |
94.48 |
+0.09 |
53,996 |
199,893 |
+8,500 |
Total Volume and Open Interest |
217,889 |
1,179,163 |
-213,222 |
3-Mth Euribor(LIFFE) |
Sep04 |
040618 |
97.755 |
97.775 |
97.750 |
97.765 |
+0.015 |
100,654 |
577,236 |
+8,123 |
Dec04 |
040618 |
97.510 |
97.545 |
97.495 |
97.530 |
+0.050 |
144,161 |
586,805 |
+204 |
Mar05 |
040618 |
97.240 |
97.285 |
97.225 |
97.275 |
+0.075 |
238,528 |
401,014 |
-4,624 |
Total Volume and Open Interest |
846,616 |
2,763,102 |
+24,049 |
3-Mth Aus T-Bills(SFE) |
Sep04 |
040618 |
94.50 |
94.51 |
94.49 |
94.50 |
unch |
7,258 |
157,934 |
-2,580 |
Dec04 |
040618 |
94.47 |
94.47 |
94.44 |
94.46 |
+0.02 |
9,605 |
99,077 |
-788 |
Mar05 |
040618 |
94.43 |
94.43 |
94.41 |
94.42 |
+0.02 |
3,707 |
48,758 |
+180 |
Jun05 |
040618 |
94.39 |
94.40 |
94.38 |
94.39 |
+0.03 |
1,971 |
25,789 |
+540 |
Sep05 |
040618 |
94.34 |
94.35 |
94.34 |
94.35 |
+0.03 |
449 |
16,559 |
+102 |
Dec05 |
040618 |
94.30 |
94.31 |
94.30 |
94.31 |
+0.04 |
422 |
13,304 |
+2 |
Mar06 |
040618 |
94.25 |
94.26 |
94.25 |
94.26 |
+0.05 |
21 |
9,673 |
-372 |
Jun06 |
040618 |
94.20 |
94.20 |
94.18 |
94.20 |
+0.05 |
400 |
3,759 |
+312 |
Sep06 |
040618 |
94.13 |
94.13 |
94.12 |
94.13 |
+0.04 |
0 |
2,347 |
+0 |
Dec06 |
040618 |
94.05 |
94.06 |
94.05 |
94.06 |
+0.04 |
10 |
1,230 |
+0 |
Total Volume and Open Interest |
23,923 |
380,346 |
-2,574 |
10-Year Aus T-Bonds(SFE) |
Sep04 |
040618 |
94.19 |
94.21 |
94.18 |
94.20 |
+0.08 |
12,966 |
194,535 |
-58 |
Dec04 |
040618 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.08 |
|
|
|
Total Volume and Open Interest |
50,263 |
274,738 |
-11,800 |
3-Year Aus T-Bonds(SFE) |
Sep04 |
040618 |
94.56 |
94.58 |
94.55 |
94.56 |
+0.05 |
25,281 |
274,738 |
-11,800 |
Dec04 |
040618 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.05 |
|
|
|
Total Volume and Open Interest |
25,281 |
274,738 |
-11,800 |
Gold(CMX) |
Jun04 |
040618 |
393.0 |
396.4 |
393.0 |
395.1 |
+6.2 |
17 |
648 |
-15 |
Aug04 |
040618 |
393.5 |
396.9 |
393.3 |
395.7 |
+6.2 |
37,712 |
130,134 |
+2,008 |
Oct04 |
040618 |
395.5 |
398.1 |
395.5 |
397.0 |
+6.2 |
1,175 |
10,186 |
+84 |
Dec04 |
040618 |
396.0 |
399.8 |
396.0 |
398.5 |
+6.2 |
1,987 |
37,942 |
+150 |
Feb05 |
040618 |
398.5 |
401.0 |
398.0 |
400.1 |
+6.2 |
23 |
3,139 |
+16 |
Apr05 |
040618 |
401.8 |
401.8 |
401.8 |
401.8 |
+6.1 |
40 |
3,579 |
-40 |
Jun05 |
040618 |
403.0 |
405.0 |
403.0 |
403.7 |
+6.1 |
356 |
13,805 |
+225 |
Aug05 |
040618 |
405.7 |
405.7 |
405.7 |
405.7 |
+6.1 |
0 |
2,273 |
+0 |
Oct05 |
040618 |
407.7 |
407.7 |
407.7 |
407.7 |
+6.0 |
0 |
276 |
+0 |
Dec05 |
040618 |
411.0 |
411.0 |
409.8 |
409.8 |
+6.0 |
331 |
6,466 |
-7 |
Feb06 |
040618 |
412.2 |
412.2 |
412.2 |
412.2 |
+5.9 |
170 |
743 |
+170 |
Apr06 |
040618 |
414.6 |
414.6 |
414.6 |
414.6 |
+5.9 |
0 |
435 |
+0 |
Total Volume and Open Interest |
41,981 |
223,015 |
+2,759 |
Silver(CMX) |
Jul04 |
040618 |
596.0 |
604.5 |
595.5 |
598.3 |
+5.8 |
13,931 |
46,854 |
-723 |
Sep04 |
040618 |
601.0 |
606.0 |
596.5 |
600.2 |
+5.9 |
2,225 |
13,534 |
+689 |
Dec04 |
040618 |
603.0 |
608.0 |
601.0 |
603.3 |
+5.9 |
944 |
15,128 |
+146 |
Mar05 |
040618 |
606.3 |
606.3 |
606.3 |
606.3 |
+5.7 |
91 |
4,176 |
+39 |
May05 |
040618 |
608.5 |
608.5 |
608.5 |
608.5 |
+5.7 |
0 |
994 |
+0 |
Jul05 |
040618 |
610.0 |
610.5 |
610.0 |
610.5 |
+5.7 |
6 |
1,591 |
+0 |
Sep05 |
040618 |
612.6 |
612.6 |
612.6 |
612.6 |
+5.5 |
1 |
86 |
+0 |
Total Volume and Open Interest |
17,204 |
86,922 |
+138 |
Platinum(NYM) |
Jul04 |
040618 |
810.0 |
812.0 |
803.0 |
809.3 |
+15.3 |
1,110 |
4,484 |
-135 |
Oct04 |
040618 |
802.0 |
804.0 |
797.0 |
802.5 |
+15.3 |
278 |
1,298 |
+156 |
Jan05 |
040618 |
797.5 |
797.5 |
797.5 |
797.5 |
+15.3 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,388 |
5,790 |
+21 |
Palladium(NYME) |
Jun04 |
040618 |
233.00 |
233.00 |
229.20 |
229.20 |
+3.30 |
61 |
97 |
-36 |
Sep04 |
040618 |
230.00 |
233.00 |
229.20 |
230.00 |
+3.10 |
685 |
7,282 |
+125 |
Dec04 |
040618 |
235.00 |
235.00 |
231.50 |
231.50 |
+3.10 |
117 |
452 |
+6 |
Total Volume and Open Interest |
864 |
7,832 |
+95 |
Copper(CMX) |
Jul04 |
040618 |
119.10 |
120.20 |
118.20 |
119.25 |
-0.65 |
5,040 |
21,558 |
-340 |
Sep04 |
040618 |
119.60 |
120.30 |
118.70 |
119.70 |
-0.60 |
2,450 |
21,935 |
+695 |
Dec04 |
040618 |
116.40 |
116.95 |
115.40 |
116.65 |
-0.45 |
952 |
10,976 |
+162 |
Mar05 |
040618 |
114.00 |
114.00 |
113.75 |
113.75 |
-0.35 |
0 |
1,375 |
+0 |
May05 |
040618 |
111.65 |
111.65 |
111.65 |
111.65 |
-0.45 |
4 |
327 |
+0 |
Total Volume and Open Interest |
9,413 |
63,409 |
+1,180 |
DJIA Index(CBOT) |
Jun04 |
040617 |
10377 |
10390 |
10340 |
10379 |
+3 |
10,860 |
27,862 |
-240 |
Sep04 |
040618 |
10343 |
10428 |
10340 |
10397 |
+30 |
9,819 |
40,248 |
+2,327 |
Dec04 |
040618 |
10340 |
10393 |
10340 |
10393 |
+30 |
0 |
42 |
+0 |
Total Volume and Open Interest |
15,961 |
65,909 |
+84 |
S & P 500(CME) |
Sep04 |
040618 |
1129.50 |
1139.30 |
1129.50 |
1134.00 |
+2.40 |
68,615 |
569,862 |
+20,952 |
Dec04 |
040618 |
1134.80 |
1134.80 |
1134.80 |
1134.80 |
+2.40 |
864 |
5,202 |
+398 |
Mar05 |
040618 |
1137.20 |
1137.20 |
1137.20 |
1137.20 |
+2.40 |
11 |
273 |
+2 |
Jun05 |
040618 |
1141.70 |
1141.70 |
1141.70 |
1141.70 |
+2.40 |
0 |
192 |
+0 |
Total Volume and Open Interest |
112,342 |
671,642 |
+4,922 |
S & P 500 E-Mini(Globex) |
Sep04 |
040618 |
1131.25 |
1139.50 |
1126.50 |
1134.00 |
+2.50 |
569,216 |
507,216 |
+29,474 |
Dec04 |
040618 |
1134.75 |
1134.75 |
1134.75 |
1134.75 |
|
|
|
|
NASDAQ 100(CME) |
Sep04 |
040618 |
1464.50 |
1486.50 |
1463.00 |
1468.00 |
-1.50 |
14,784 |
65,031 |
+3,638 |
Dec04 |
040618 |
1474.00 |
1474.00 |
1474.00 |
1474.00 |
-1.50 |
81 |
87 |
+80 |
Mar05 |
040618 |
1480.00 |
1480.00 |
1480.00 |
1480.00 |
|
|
|
|
NASDAQ 100 E-Mini(GLOBEX) |
Sep04 |
040618 |
1469.5 |
1486.5 |
1460.5 |
1468.0 |
-1.5 |
252,929 |
120,952 |
+11,220 |
Dec04 |
040618 |
1474.0 |
1474.0 |
1474.0 |
1474.0 |
|
|
|
|
S & P Midcap 400(CME) |
Sep04 |
040618 |
593.00 |
598.00 |
593.00 |
593.00 |
-2.00 |
835 |
14,482 |
+352 |
Dec04 |
040618 |
593.00 |
593.00 |
593.00 |
593.00 |
-2.00 |
|
|
|
Mar05 |
040618 |
593.00 |
593.00 |
593.00 |
593.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
1,300 |
22,792 |
-74 |
Russell 2000(CME) |
Sep04 |
040618 |
566.00 |
572.00 |
565.50 |
568.50 |
+1.00 |
2,560 |
22,437 |
+826 |
Dec04 |
040618 |
568.50 |
568.50 |
568.50 |
568.50 |
+1.00 |
|
|
|
Mar05 |
040618 |
568.50 |
568.50 |
568.50 |
568.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
4,524 |
39,949 |
+254 |
Value Line(KCBT) |
Jun04 |
040618 |
1579.95 |
1579.95 |
1579.95 |
1579.95 |
-5.55 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3 |
77 |
+3 |
Nikkei 225(CME) |
Sep04 |
040618 |
11450 |
11510 |
11440 |
11500 |
-40 |
1,610 |
29,157 |
-841 |
Dec04 |
040618 |
11500 |
11500 |
11500 |
11500 |
-40 |
3 |
15 |
+3 |
Total Volume and Open Interest |
1,613 |
29,172 |
-838 |
Nikkei 225(SIMEX) |
Sep04 |
040618 |
11540 |
11555 |
11310 |
11445 |
-135 |
20,394 |
129,914 |
-39 |
Dec04 |
040618 |
11415 |
11415 |
11415 |
11415 |
-135 |
|
|
|
Mar05 |
040618 |
11415 |
11415 |
11415 |
11415 |
-135 |
|
|
|
Total Volume and Open Interest |
20,394 |
129,914 |
-39 |
CAC 40(MATIF) |
Jun04 |
040618 |
3707.0 |
3745.0 |
3698.0 |
3744.0 |
+23.0 |
55,210 |
520,223 |
+3,334 |
Jul04 |
040618 |
3711.5 |
3750.0 |
3705.0 |
3750.0 |
+23.5 |
444 |
3,138 |
+286 |
Aug04 |
040618 |
3756.0 |
3756.0 |
3756.0 |
3756.0 |
+23.0 |
0 |
8 |
+0 |
Total Volume and Open Interest |
55,696 |
547,786 |
+3,625 |
DAX Index(EUREX) |
Jun04 |
040618 |
3979.0 |
3995.0 |
3964.5 |
3977.0 |
-18.5 |
152,657 |
73,802 |
-36,817 |
Sep04 |
040618 |
4005.0 |
4027.5 |
3986.5 |
4012.5 |
-5.0 |
66,228 |
119,411 |
+20,555 |
Dec04 |
040618 |
4020.0 |
4046.5 |
4009.5 |
4035.0 |
-4.5 |
5,812 |
4,946 |
+652 |
Total Volume and Open Interest |
224,697 |
198,159 |
-15,610 |
FT-SE 100(LIFFE) |
Jun04 |
040618 |
4475.00 |
4508.00 |
4471.50 |
4502.50 |
+14.50 |
129,367 |
114,250 |
-27,016 |
Sep04 |
040618 |
4480.00 |
4524.50 |
4480.00 |
4509.50 |
+9.00 |
84,916 |
389,912 |
+34,216 |
Dec04 |
040618 |
4541.50 |
4541.50 |
4541.50 |
4541.50 |
+9.00 |
500 |
26,722 |
+100 |
Total Volume and Open Interest |
214,783 |
534,234 |
+7,300 |
SPI 200(SFE) |
Jun04 |
040617 |
3496.0 |
3501.0 |
3488.0 |
3495.0 |
unch |
50,374 |
120,653 |
-12,701 |
Sep04 |
040618 |
3522.0 |
3540.0 |
3522.0 |
3533.0 |
+9.0 |
13,952 |
158,600 |
+642 |
Dec04 |
040618 |
3544.0 |
3548.0 |
3540.0 |
3545.0 |
+9.0 |
124 |
3,658 |
+74 |
Total Volume and Open Interest |
20,747 |
227,282 |
-56,820 |
GSCI(CME) |
Jul04 |
040618 |
296.35 |
296.40 |
295.60 |
296.20 |
+0.30 |
312 |
15,817 |
-232 |
Aug04 |
040618 |
294.05 |
294.05 |
293.60 |
293.60 |
+0.10 |
0 |
3 |
+0 |
Sep04 |
040618 |
292.25 |
292.25 |
292.25 |
292.25 |
+0.75 |
|
|
|
Total Volume and Open Interest |
312 |
15,820 |
-734 |
Reuters CRB Index(NYBOT) |
Aug04 |
040618 |
268.75 |
269.00 |
267.50 |
267.75 |
-0.75 |
41 |
251 |
-5 |
Nov04 |
040618 |
268.25 |
268.25 |
268.25 |
268.25 |
-0.75 |
0 |
21 |
+0 |
Jan05 |
040618 |
268.25 |
268.25 |
268.25 |
268.25 |
-0.75 |
0 |
5 |
+0 |
Total Volume and Open Interest |
41 |
277 |
-5 |
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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