|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed March 03, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040303 |
933.00 |
945.00 |
925.50 |
942.00 |
+11.00 |
7,260 |
6,831 |
-3,936 |
| May04 |
040303 |
931.00 |
946.00 |
924.00 |
943.00 |
+14.50 |
85,634 |
151,780 |
+2,743 |
| Jul04 |
040303 |
918.00 |
936.00 |
909.00 |
927.75 |
+13.75 |
22,446 |
55,117 |
+1,838 |
| Aug04 |
040303 |
870.00 |
885.00 |
865.00 |
880.00 |
+10.50 |
3,120 |
10,377 |
+607 |
| Sep04 |
040303 |
809.00 |
818.00 |
802.00 |
810.50 |
+0.50 |
1,449 |
6,177 |
+362 |
| Nov04 |
040303 |
735.00 |
743.50 |
730.00 |
737.75 |
-2.25 |
11,997 |
33,893 |
+812 |
| Jan05 |
040303 |
737.00 |
742.00 |
730.50 |
734.50 |
-6.50 |
438 |
980 |
+164 |
| Total Volume and Open Interest |
132,578 |
266,334 |
+2,711 |
| Soybean Meal(CBOT) |
| Mar04 |
040303 |
280.30 |
283.30 |
279.00 |
283.10 |
+3.10 |
4,852 |
5,474 |
-1,813 |
| May04 |
040303 |
282.00 |
285.50 |
280.00 |
285.30 |
+4.00 |
17,291 |
81,468 |
+486 |
| Jul04 |
040303 |
278.30 |
280.80 |
276.00 |
280.60 |
+3.20 |
7,897 |
40,094 |
+626 |
| Aug04 |
040303 |
268.50 |
270.00 |
265.50 |
269.70 |
+2.70 |
2,472 |
13,570 |
+439 |
| Sep04 |
040303 |
253.50 |
254.50 |
251.50 |
254.00 |
+1.70 |
1,622 |
10,604 |
+127 |
| Oct04 |
040303 |
225.00 |
226.50 |
222.00 |
224.90 |
+0.90 |
1,229 |
9,265 |
+223 |
| Dec04 |
040303 |
219.50 |
222.00 |
217.00 |
220.00 |
+0.20 |
2,807 |
19,312 |
+31 |
| Jan05 |
040303 |
220.00 |
221.00 |
219.30 |
220.00 |
+0.20 |
636 |
2,021 |
+288 |
| Total Volume and Open Interest |
39,118 |
184,308 |
+608 |
| Soybean Oil(CBOT) |
| Mar04 |
040303 |
33.35 |
33.90 |
33.00 |
33.62 |
+0.27 |
4,012 |
3,031 |
-2,654 |
| May04 |
040303 |
33.20 |
33.76 |
32.87 |
33.50 |
+0.47 |
25,894 |
115,176 |
-1,808 |
| Jul04 |
040303 |
33.00 |
33.65 |
32.63 |
33.20 |
+0.40 |
14,523 |
49,728 |
+860 |
| Aug04 |
040303 |
32.30 |
32.48 |
31.80 |
32.27 |
+0.47 |
1,359 |
6,973 |
+201 |
| Sep04 |
040303 |
31.00 |
31.50 |
30.70 |
31.05 |
+0.35 |
1,123 |
8,794 |
+111 |
| Oct04 |
040303 |
29.75 |
29.75 |
29.15 |
29.60 |
+0.10 |
669 |
6,779 |
+261 |
| Dec04 |
040303 |
28.20 |
28.55 |
27.85 |
28.20 |
+0.20 |
1,938 |
13,383 |
+142 |
| Jan05 |
040303 |
28.00 |
28.00 |
27.75 |
27.75 |
-0.03 |
1 |
593 |
+0 |
| Total Volume and Open Interest |
49,522 |
205,626 |
-2,884 |
| Canola(WCE) |
| Mar04 |
040303 |
410.5 |
413.5 |
410.5 |
413.5 |
+3.0 |
1,683 |
747 |
-813 |
| May04 |
040303 |
410.0 |
413.2 |
408.3 |
412.2 |
unch |
8,289 |
32,366 |
-1,442 |
| Jul04 |
040303 |
412.0 |
416.0 |
411.0 |
414.9 |
-0.1 |
1,882 |
13,159 |
+498 |
| Sep04 |
040303 |
368.0 |
368.0 |
368.0 |
368.0 |
unch |
|
|
|
| Nov04 |
040303 |
369.0 |
372.0 |
369.0 |
371.9 |
+0.7 |
1,971 |
16,957 |
+517 |
| Total Volume and Open Interest |
13,911 |
63,387 |
-1,179 |
| Corn(CBOT) |
| Mar04 |
040303 |
288.00 |
291.50 |
287.50 |
290.50 |
+1.00 |
15,209 |
13,778 |
-6,693 |
| May04 |
040303 |
294.75 |
299.00 |
294.50 |
297.75 |
+2.00 |
70,423 |
335,705 |
-4,524 |
| Jul04 |
040303 |
298.00 |
302.75 |
297.75 |
301.50 |
+2.25 |
15,891 |
110,704 |
-431 |
| Sep04 |
040303 |
293.50 |
297.00 |
293.00 |
296.00 |
+2.50 |
2,498 |
20,444 |
+1,548 |
| Dec04 |
040303 |
290.00 |
293.75 |
289.00 |
293.25 |
+1.25 |
21,635 |
157,860 |
+3,395 |
| Mar05 |
040303 |
291.00 |
294.50 |
290.50 |
294.00 |
+0.25 |
1,139 |
12,086 |
+537 |
| Total Volume and Open Interest |
127,422 |
655,743 |
-5,918 |
| Wheat(CBOT) |
| Mar04 |
040303 |
373.50 |
373.50 |
369.50 |
369.50 |
-4.50 |
607 |
1,294 |
-1,374 |
| May04 |
040303 |
380.25 |
382.50 |
376.00 |
376.25 |
-5.50 |
17,171 |
83,540 |
-2,743 |
| Jul04 |
040303 |
383.50 |
385.50 |
379.00 |
379.75 |
-4.75 |
4,847 |
31,376 |
-685 |
| Sep04 |
040303 |
387.00 |
388.50 |
383.50 |
383.50 |
-4.50 |
433 |
4,272 |
+28 |
| Dec04 |
040303 |
394.50 |
395.50 |
390.50 |
392.00 |
-4.50 |
578 |
5,975 |
+84 |
| Total Volume and Open Interest |
23,642 |
126,917 |
-4,694 |
| Wheat(KCBT) |
| Mar04 |
040303 |
377.00 |
377.00 |
373.00 |
373.00 |
-6.00 |
181 |
307 |
-240 |
| May04 |
040303 |
381.00 |
383.00 |
379.00 |
380.50 |
-2.00 |
5,478 |
35,135 |
-333 |
| Jul04 |
040303 |
383.75 |
386.00 |
381.50 |
383.00 |
-1.75 |
2,988 |
16,398 |
+507 |
| Sep04 |
040303 |
387.00 |
387.50 |
385.50 |
386.50 |
-0.75 |
182 |
2,236 |
+25 |
| Dec04 |
040303 |
393.50 |
398.00 |
393.50 |
394.00 |
-2.00 |
330 |
3,440 |
+228 |
| Total Volume and Open Interest |
9,159 |
57,529 |
+187 |
| Wheat(MGE) |
| Mar04 |
040303 |
420.00 |
423.00 |
415.00 |
415.00 |
-7.00 |
404 |
640 |
-24 |
| May04 |
040303 |
419.00 |
420.50 |
416.00 |
419.00 |
-1.50 |
3,534 |
22,804 |
-571 |
| Jul04 |
040303 |
415.00 |
416.00 |
412.25 |
414.25 |
-2.25 |
702 |
6,693 |
+27 |
| Sep04 |
040303 |
412.00 |
412.25 |
410.00 |
410.00 |
-2.25 |
284 |
5,702 |
+167 |
| Dec04 |
040303 |
414.00 |
415.50 |
412.50 |
413.25 |
-2.25 |
245 |
2,980 |
+45 |
| Total Volume and Open Interest |
5,169 |
38,910 |
-356 |
| Oats(CBOT) |
| Mar04 |
040303 |
152.00 |
154.00 |
151.75 |
152.75 |
+0.75 |
73 |
139 |
-59 |
| May04 |
040303 |
155.00 |
159.00 |
155.00 |
157.75 |
-0.50 |
2,201 |
5,330 |
-222 |
| Jul04 |
040303 |
161.50 |
162.75 |
161.00 |
161.25 |
-1.25 |
334 |
889 |
+84 |
| Sep04 |
040303 |
161.25 |
162.50 |
161.25 |
162.25 |
+0.25 |
57 |
192 |
+14 |
| Total Volume and Open Interest |
2,780 |
7,478 |
-165 |
| Rough Rice(CBOT) |
| Mar04 |
040303 |
9.10 |
9.70 |
9.10 |
9.56 |
+0.58 |
91 |
96 |
-60 |
| May04 |
040303 |
9.33 |
9.74 |
9.32 |
9.74 |
+0.50 |
851 |
4,750 |
+124 |
| Jul04 |
040303 |
9.50 |
9.89 |
9.50 |
9.89 |
+0.50 |
107 |
683 |
+7 |
| Sep04 |
040303 |
8.50 |
8.88 |
8.50 |
8.88 |
+0.43 |
29 |
149 |
-1 |
| Total Volume and Open Interest |
1,089 |
5,873 |
+77 |
| Live Cattle(CME) |
| Apr04 |
040303 |
77.550 |
78.400 |
75.700 |
78.325 |
+0.750 |
5,682 |
46,625 |
-488 |
| Jun04 |
040303 |
73.300 |
73.800 |
71.500 |
73.750 |
+0.175 |
3,556 |
21,495 |
+845 |
| Aug04 |
040303 |
73.650 |
74.100 |
72.650 |
74.025 |
+0.025 |
1,366 |
14,162 |
-105 |
| Oct04 |
040303 |
76.600 |
77.150 |
75.700 |
77.025 |
+0.100 |
779 |
13,064 |
+153 |
| Dec04 |
040303 |
78.300 |
78.750 |
77.200 |
78.725 |
+0.275 |
240 |
4,414 |
+26 |
| Feb05 |
040303 |
79.350 |
79.900 |
78.800 |
79.900 |
unch |
219 |
1,935 |
+30 |
| Total Volume and Open Interest |
11,847 |
101,772 |
+460 |
| Feeder Cattle(CME) |
| Mar04 |
040303 |
87.800 |
87.800 |
85.600 |
87.750 |
+0.250 |
582 |
2,635 |
-81 |
| Apr04 |
040303 |
86.500 |
86.600 |
84.200 |
86.375 |
+0.200 |
1,062 |
4,794 |
-302 |
| May04 |
040303 |
87.200 |
87.600 |
84.900 |
87.425 |
+0.100 |
877 |
4,044 |
-14 |
| Aug04 |
040303 |
88.900 |
89.000 |
87.500 |
89.000 |
+0.100 |
195 |
2,965 |
+33 |
| Sep04 |
040303 |
88.100 |
89.100 |
87.950 |
89.050 |
+0.175 |
17 |
317 |
+10 |
| Oct04 |
040303 |
88.100 |
88.850 |
87.925 |
88.850 |
-0.050 |
9 |
553 |
+5 |
| Nov04 |
040303 |
88.000 |
89.000 |
88.000 |
89.000 |
-0.200 |
12 |
102 |
-3 |
| Total Volume and Open Interest |
2,754 |
15,410 |
-352 |
| Lean Hogs(CME) |
| Apr04 |
040303 |
62.000 |
62.200 |
60.825 |
60.900 |
-1.925 |
4,420 |
34,536 |
-1,613 |
| May04 |
040303 |
62.200 |
62.200 |
60.300 |
60.800 |
-1.475 |
240 |
2,517 |
+28 |
| Jun04 |
040303 |
66.900 |
67.050 |
65.850 |
66.325 |
-1.425 |
2,793 |
18,366 |
+399 |
| Jul04 |
040303 |
63.500 |
63.500 |
61.800 |
62.725 |
-0.875 |
434 |
4,645 |
+275 |
| Aug04 |
040303 |
60.150 |
60.150 |
59.000 |
59.550 |
-1.000 |
166 |
1,969 |
+77 |
| Oct04 |
040303 |
53.475 |
53.475 |
52.500 |
52.775 |
-0.725 |
92 |
1,029 |
+35 |
| Dec04 |
040303 |
53.250 |
53.250 |
52.500 |
52.550 |
-0.725 |
180 |
875 |
+72 |
| Feb05 |
040303 |
55.500 |
55.500 |
55.500 |
55.500 |
-0.800 |
17 |
103 |
+8 |
| Total Volume and Open Interest |
8,344 |
64,049 |
-719 |
| Pork Bellies(CME) |
| Mar04 |
040303 |
97.000 |
97.000 |
95.250 |
96.400 |
-1.150 |
576 |
1,015 |
-816 |
| May04 |
040303 |
98.200 |
98.200 |
96.700 |
97.675 |
-1.025 |
661 |
1,750 |
+122 |
| Jul04 |
040303 |
98.200 |
98.725 |
97.325 |
98.700 |
-0.750 |
40 |
552 |
+4 |
| Aug04 |
040303 |
96.200 |
96.200 |
96.000 |
96.000 |
-0.900 |
0 |
34 |
+0 |
| Feb05 |
040303 |
85.700 |
85.700 |
85.700 |
85.700 |
-0.150 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,277 |
3,353 |
-690 |
| Class III Milk(CME) |
| Mar04 |
040303 |
13.55 |
13.58 |
13.53 |
13.56 |
+0.01 |
144 |
2,727 |
-12 |
| Apr04 |
040303 |
14.20 |
14.50 |
14.20 |
14.36 |
+0.16 |
159 |
2,760 |
+74 |
| May04 |
040303 |
14.52 |
14.85 |
14.52 |
14.80 |
+0.28 |
175 |
2,521 |
+132 |
| Jun04 |
040303 |
14.65 |
14.90 |
14.65 |
14.85 |
+0.20 |
136 |
2,374 |
+82 |
| Jul04 |
040303 |
14.85 |
15.10 |
14.85 |
15.00 |
+0.16 |
153 |
2,280 |
+54 |
| Total Volume and Open Interest |
1,109 |
22,123 |
+406 |
| Cocoa(NYBOT) |
| Mar04 |
040303 |
1495 |
1495 |
1483 |
1483 |
-37 |
25 |
90 |
-44 |
| May04 |
040303 |
1490 |
1504 |
1476 |
1491 |
-37 |
3,191 |
29,400 |
+75 |
| Jul04 |
040303 |
1493 |
1500 |
1482 |
1496 |
-34 |
407 |
14,102 |
+151 |
| Sep04 |
040303 |
1493 |
1500 |
1490 |
1498 |
-34 |
339 |
11,420 |
+125 |
| Dec04 |
040303 |
1502 |
1506 |
1494 |
1505 |
-35 |
222 |
9,519 |
+217 |
| Mar05 |
040303 |
1510 |
1511 |
1510 |
1511 |
-35 |
0 |
7,269 |
+0 |
| May05 |
040303 |
1520 |
1525 |
1510 |
1517 |
-33 |
66 |
8,116 |
-16 |
| Total Volume and Open Interest |
4,279 |
87,283 |
+508 |
| Coffee "C"(NYBOT) |
| Mar04 |
040303 |
73.30 |
73.30 |
71.70 |
71.80 |
-1.90 |
144 |
1,317 |
-176 |
| May04 |
040303 |
74.50 |
74.50 |
72.60 |
73.45 |
-1.85 |
8,749 |
65,597 |
+600 |
| Jul04 |
040303 |
76.25 |
76.25 |
74.70 |
75.45 |
-1.85 |
937 |
12,644 |
+138 |
| Sep04 |
040303 |
78.25 |
78.25 |
76.70 |
77.40 |
-1.75 |
127 |
8,667 |
-11 |
| Dec04 |
040303 |
80.60 |
80.60 |
79.60 |
80.00 |
-1.70 |
89 |
5,347 |
-52 |
| Mar05 |
040303 |
83.30 |
83.30 |
82.30 |
82.50 |
-1.85 |
24 |
3,359 |
-4 |
| Total Volume and Open Interest |
10,099 |
97,874 |
+508 |
| Orange Juice(NYBOT) |
| Mar04 |
040303 |
62.00 |
62.40 |
61.00 |
61.80 |
-0.10 |
1,562 |
2,023 |
-1,539 |
| May04 |
040303 |
64.00 |
64.30 |
63.50 |
63.65 |
-0.30 |
3,185 |
21,983 |
-63 |
| Jul04 |
040303 |
66.20 |
66.60 |
65.70 |
65.90 |
-0.50 |
399 |
3,750 |
+101 |
| Sep04 |
040303 |
68.90 |
69.10 |
68.15 |
68.15 |
-0.75 |
82 |
1,220 |
+30 |
| Nov04 |
040303 |
71.00 |
71.00 |
70.25 |
70.40 |
-0.75 |
22 |
1,067 |
-16 |
| Total Volume and Open Interest |
5,250 |
31,487 |
-1,487 |
| Sugar #11(NYBOT) |
| May04 |
040303 |
6.14 |
6.21 |
6.05 |
6.06 |
-0.10 |
12,335 |
146,766 |
-966 |
| Jul04 |
040303 |
5.98 |
6.04 |
5.95 |
5.95 |
-0.07 |
2,998 |
38,156 |
+244 |
| Oct04 |
040303 |
6.02 |
6.10 |
6.02 |
6.05 |
-0.02 |
2,257 |
31,527 |
+199 |
| Mar05 |
040303 |
6.25 |
6.28 |
6.24 |
6.27 |
unch |
596 |
14,084 |
+53 |
| May05 |
040303 |
6.28 |
6.29 |
6.28 |
6.29 |
+0.01 |
129 |
6,119 |
-31 |
| Total Volume and Open Interest |
18,754 |
243,233 |
-353 |
| Sugar #14(NYBOT) |
| Mar04 |
040209 |
20.36 |
20.36 |
20.30 |
20.35 |
-0.12 |
146 |
715 |
-130 |
| May04 |
040303 |
21.03 |
21.03 |
21.00 |
21.00 |
-0.04 |
252 |
3,313 |
-3 |
| Jul04 |
040303 |
21.07 |
21.08 |
21.07 |
21.08 |
-0.02 |
87 |
3,715 |
-14 |
| Sep04 |
040303 |
21.22 |
21.26 |
21.22 |
21.26 |
-0.01 |
71 |
3,251 |
-6 |
| Nov04 |
040303 |
21.31 |
21.32 |
21.31 |
21.32 |
+0.01 |
32 |
1,056 |
-10 |
| Total Volume and Open Interest |
451 |
12,121 |
-29 |
| London Cocoa(LCE) |
| Mar04 |
040303 |
876 |
876 |
842 |
856 |
-19 |
1,371 |
36,651 |
-512 |
| May04 |
040303 |
859 |
863 |
816 |
852 |
-9 |
5,272 |
32,625 |
+36 |
| Jul04 |
040303 |
875 |
875 |
840 |
867 |
-8 |
786 |
19,971 |
-412 |
| Sep04 |
040303 |
900 |
900 |
847 |
883 |
-7 |
706 |
23,130 |
+345 |
| Dec04 |
040303 |
903 |
905 |
881 |
898 |
-5 |
689 |
35,069 |
+40 |
| Mar05 |
040303 |
908 |
911 |
893 |
910 |
-4 |
108 |
21,757 |
+78 |
| May05 |
040303 |
908 |
918 |
907 |
918 |
-4 |
18 |
5,712 |
+0 |
| Total Volume and Open Interest |
9,541 |
181,227 |
+160 |
| London Coffee(LCE) |
| Mar04 |
040303 |
705.00 |
708.00 |
696.00 |
700.00 |
-8.00 |
765 |
554 |
-702 |
| May04 |
040303 |
736.00 |
737.00 |
720.00 |
729.00 |
-9.00 |
5,149 |
65,854 |
-166 |
| Jul04 |
040303 |
755.00 |
755.00 |
742.00 |
750.00 |
-6.00 |
1,589 |
30,528 |
+703 |
| Sep04 |
040303 |
773.00 |
773.00 |
760.00 |
767.00 |
-7.00 |
660 |
20,796 |
+331 |
| Nov04 |
040303 |
789.00 |
789.00 |
776.00 |
783.00 |
-6.00 |
479 |
14,344 |
+248 |
| Jan05 |
040303 |
803.00 |
803.00 |
791.00 |
798.00 |
-5.00 |
219 |
7,492 |
+91 |
| Total Volume and Open Interest |
8,961 |
142,729 |
+605 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
|
|
|
| May04 |
040303 |
206.00 |
207.50 |
204.70 |
205.50 |
-0.90 |
3,434 |
25,272 |
-412 |
| Aug04 |
040303 |
199.60 |
200.70 |
198.70 |
199.50 |
-0.40 |
613 |
15,740 |
+27 |
| Oct04 |
040303 |
193.50 |
194.00 |
192.60 |
193.10 |
-0.40 |
630 |
7,034 |
+193 |
| Dec04 |
040303 |
193.70 |
194.20 |
193.00 |
193.00 |
-0.40 |
285 |
3,196 |
+268 |
| Total Volume and Open Interest |
5,457 |
55,672 |
+314 |
| Cotton(NYBOT) |
| Mar04 |
040303 |
68.00 |
68.50 |
67.20 |
68.50 |
-1.40 |
7 |
113 |
-15 |
| May04 |
040303 |
69.00 |
71.40 |
68.70 |
70.02 |
-0.71 |
8,654 |
50,568 |
+619 |
| Jul04 |
040303 |
70.30 |
72.70 |
70.10 |
71.28 |
-0.66 |
1,694 |
15,081 |
+135 |
| Oct04 |
040303 |
65.00 |
66.25 |
65.00 |
66.25 |
unch |
34 |
692 |
+2 |
| Dec04 |
040303 |
66.00 |
67.00 |
65.80 |
66.95 |
+0.15 |
834 |
8,999 |
+187 |
| Mar05 |
040303 |
69.05 |
69.05 |
69.05 |
69.05 |
+0.15 |
124 |
1,772 |
+90 |
| Total Volume and Open Interest |
11,369 |
78,350 |
+996 |
| Lumber(CME) |
| Mar04 |
040303 |
384.0 |
386.0 |
380.0 |
381.1 |
-7.9 |
378 |
1,384 |
-182 |
| May04 |
040303 |
380.2 |
380.2 |
370.4 |
370.5 |
-9.8 |
523 |
2,173 |
+86 |
| Jul04 |
040303 |
366.5 |
368.1 |
361.7 |
363.2 |
-8.4 |
86 |
465 |
+37 |
| Sep04 |
040303 |
356.5 |
357.9 |
355.1 |
357.8 |
-5.6 |
2 |
163 |
-1 |
| Total Volume and Open Interest |
989 |
4,202 |
-60 |
| Crude Oil(NYM) |
| Apr04 |
040303 |
36.50 |
36.80 |
35.40 |
35.80 |
-0.86 |
56,553 |
189,273 |
-8,740 |
| May04 |
040303 |
35.78 |
36.00 |
34.70 |
35.05 |
-0.94 |
44,789 |
87,205 |
+690 |
| Jun04 |
040303 |
34.98 |
35.15 |
34.00 |
34.32 |
-0.91 |
19,848 |
59,631 |
-570 |
| Jul04 |
040303 |
34.30 |
34.45 |
33.40 |
33.73 |
-0.84 |
4,987 |
35,371 |
-384 |
| Aug04 |
040303 |
33.80 |
33.80 |
33.00 |
33.23 |
-0.77 |
3,548 |
23,391 |
+475 |
| Sep04 |
040303 |
33.30 |
33.30 |
32.70 |
32.80 |
-0.71 |
2,107 |
29,503 |
+320 |
| Oct04 |
040303 |
32.80 |
32.80 |
32.45 |
32.45 |
-0.66 |
1,374 |
22,213 |
+713 |
| Nov04 |
040303 |
32.50 |
32.70 |
32.05 |
32.13 |
-0.62 |
917 |
14,753 |
-43 |
| Dec04 |
040303 |
32.20 |
32.35 |
31.70 |
31.84 |
-0.58 |
6,572 |
53,518 |
-6 |
| Jan05 |
040303 |
31.80 |
31.80 |
31.35 |
31.52 |
-0.55 |
207 |
15,771 |
+7 |
| Feb05 |
040303 |
31.25 |
31.25 |
31.25 |
31.25 |
-0.52 |
411 |
7,539 |
+196 |
| Mar05 |
040303 |
31.25 |
31.25 |
30.99 |
30.99 |
-0.49 |
25 |
6,378 |
+0 |
| Apr05 |
040303 |
30.73 |
30.73 |
30.73 |
30.73 |
-0.46 |
0 |
5,208 |
+0 |
| May05 |
040303 |
30.55 |
30.55 |
30.48 |
30.48 |
-0.43 |
75 |
2,467 |
+0 |
| Jun05 |
040303 |
30.45 |
30.45 |
30.24 |
30.24 |
-0.40 |
675 |
11,319 |
-277 |
| Jul05 |
040303 |
30.10 |
30.10 |
30.02 |
30.02 |
-0.37 |
0 |
3,606 |
+0 |
| Total Volume and Open Interest |
146,259 |
669,029 |
-7,536 |
| Heating Oil(NYM) |
| Apr04 |
040303 |
93.30 |
93.50 |
89.50 |
89.85 |
-3.60 |
21,685 |
60,235 |
-1,290 |
| May04 |
040303 |
90.90 |
91.10 |
87.80 |
88.18 |
-2.97 |
11,589 |
23,703 |
+316 |
| Jun04 |
040303 |
89.10 |
89.10 |
86.38 |
86.38 |
-2.72 |
6,040 |
17,629 |
+185 |
| Jul04 |
040303 |
87.90 |
87.90 |
85.58 |
85.58 |
-2.52 |
2,360 |
12,879 |
+573 |
| Aug04 |
040303 |
85.70 |
86.00 |
85.43 |
85.43 |
-2.37 |
939 |
8,252 |
-35 |
| Sep04 |
040303 |
86.10 |
86.10 |
85.78 |
85.78 |
-2.27 |
53 |
3,859 |
+9 |
| Oct04 |
040303 |
86.70 |
86.70 |
86.28 |
86.28 |
-2.22 |
52 |
2,751 |
+136 |
| Nov04 |
040303 |
86.88 |
86.88 |
86.88 |
86.88 |
-2.17 |
78 |
2,341 |
+20 |
| Dec04 |
040303 |
89.25 |
89.25 |
87.43 |
87.43 |
-2.17 |
2,439 |
14,617 |
+879 |
| Jan05 |
040303 |
87.73 |
87.73 |
87.73 |
87.73 |
-2.17 |
405 |
3,970 |
+289 |
| Feb05 |
040303 |
87.43 |
87.43 |
87.43 |
87.43 |
-2.07 |
639 |
2,326 |
+4 |
| Mar05 |
040303 |
86.90 |
86.90 |
85.13 |
85.13 |
-2.02 |
519 |
2,886 |
-90 |
| Total Volume and Open Interest |
46,799 |
156,055 |
+997 |
| Unleaded Gas(NYM) |
| Apr04 |
040303 |
113.80 |
113.80 |
109.00 |
109.57 |
-4.71 |
22,265 |
77,506 |
-2,188 |
| May04 |
040303 |
112.40 |
112.55 |
108.60 |
108.91 |
-4.17 |
14,096 |
28,131 |
+1,079 |
| Jun04 |
040303 |
109.50 |
110.10 |
106.50 |
106.81 |
-3.64 |
4,492 |
12,027 |
+396 |
| Jul04 |
040303 |
106.70 |
106.70 |
104.00 |
104.41 |
-3.22 |
1,809 |
7,497 |
+847 |
| Aug04 |
040303 |
103.50 |
103.50 |
101.61 |
101.61 |
-2.89 |
1,217 |
6,930 |
+487 |
| Total Volume and Open Interest |
45,617 |
149,837 |
+1,550 |
| RBOB Gasoline(NYMEX) |
| e-MiNY RBOB Gasoline(NYMEX) |
| Natural Gas(NYM) |
| Apr04 |
040303 |
5.500 |
5.540 |
5.355 |
5.375 |
-0.190 |
28,111 |
47,261 |
-1,315 |
| May04 |
040303 |
5.565 |
5.590 |
5.430 |
5.452 |
-0.185 |
13,972 |
34,215 |
+3,210 |
| Jun04 |
040303 |
5.580 |
5.620 |
5.485 |
5.495 |
-0.167 |
4,479 |
22,603 |
+360 |
| Jul04 |
040303 |
5.600 |
5.640 |
5.510 |
5.530 |
-0.157 |
2,132 |
19,213 |
-144 |
| Aug04 |
040303 |
5.610 |
5.655 |
5.535 |
5.550 |
-0.152 |
2,022 |
15,788 |
-14 |
| Sep04 |
040303 |
5.600 |
5.610 |
5.510 |
5.523 |
-0.144 |
1,601 |
15,444 |
+249 |
| Oct04 |
040303 |
5.600 |
5.620 |
5.520 |
5.540 |
-0.137 |
1,628 |
17,004 |
+205 |
| Nov04 |
040303 |
5.770 |
5.780 |
5.680 |
5.715 |
-0.117 |
1,208 |
10,823 |
+37 |
| Dec04 |
040303 |
5.920 |
5.950 |
5.855 |
5.885 |
-0.107 |
1,175 |
14,057 |
+246 |
| Jan05 |
040303 |
6.070 |
6.070 |
5.980 |
6.015 |
-0.105 |
947 |
12,869 |
-175 |
| Feb05 |
040303 |
6.010 |
6.010 |
5.940 |
5.950 |
-0.100 |
559 |
10,147 |
-6 |
| Mar05 |
040303 |
5.815 |
5.815 |
5.750 |
5.750 |
-0.095 |
581 |
9,768 |
-86 |
| Apr05 |
040303 |
5.240 |
5.240 |
5.195 |
5.205 |
-0.060 |
630 |
10,223 |
+450 |
| May05 |
040303 |
5.120 |
5.130 |
5.085 |
5.090 |
-0.055 |
339 |
4,931 |
+102 |
| Jun05 |
040303 |
5.150 |
5.150 |
5.113 |
5.113 |
-0.055 |
195 |
5,141 |
+99 |
| Jul05 |
040303 |
5.160 |
5.160 |
5.145 |
5.145 |
-0.055 |
221 |
10,928 |
+96 |
| Total Volume and Open Interest |
63,965 |
312,473 |
+4,334 |
| Brent Crude Oil(ICE) |
| Apr04 |
040303 |
32.94 |
33.10 |
32.00 |
32.23 |
-0.92 |
37,769 |
98,454 |
-2,124 |
| May04 |
040303 |
32.34 |
32.55 |
31.56 |
31.76 |
-0.83 |
31,540 |
72,231 |
+7,829 |
| Jun04 |
040303 |
32.01 |
32.17 |
31.25 |
31.46 |
-0.76 |
13,475 |
35,567 |
+799 |
| Jul04 |
040303 |
31.63 |
31.81 |
31.02 |
31.16 |
-0.73 |
2,692 |
16,300 |
-1 |
| Aug04 |
040303 |
31.30 |
31.50 |
30.80 |
30.87 |
-0.70 |
1,394 |
8,738 |
-269 |
| Sep04 |
040303 |
31.01 |
31.15 |
30.52 |
30.63 |
-0.62 |
1,438 |
12,067 |
+168 |
| Oct04 |
040303 |
30.70 |
30.70 |
30.30 |
30.36 |
-0.57 |
1,372 |
6,863 |
+316 |
| Nov04 |
040303 |
30.44 |
30.44 |
30.01 |
30.08 |
-0.54 |
157 |
6,430 |
+7 |
| Dec04 |
040303 |
30.10 |
30.30 |
29.65 |
29.82 |
-0.50 |
4,499 |
24,322 |
+1,385 |
| Jan05 |
040303 |
29.80 |
29.90 |
29.51 |
29.53 |
-0.47 |
0 |
4,513 |
+0 |
| Feb05 |
040303 |
29.26 |
29.26 |
29.26 |
29.26 |
-0.44 |
151 |
2,069 |
+98 |
| Mar05 |
040303 |
28.99 |
28.99 |
28.99 |
28.99 |
-0.41 |
1 |
3,272 |
+0 |
| Total Volume and Open Interest |
96,688 |
336,825 |
+9,530 |
| Gas Oil(ICE) |
| Mar04 |
040303 |
279.25 |
279.50 |
272.00 |
274.75 |
-8.50 |
15,346 |
39,244 |
-2,092 |
| Apr04 |
040303 |
275.00 |
275.00 |
268.00 |
269.75 |
-8.75 |
14,790 |
44,825 |
+4,828 |
| May04 |
040303 |
271.00 |
271.25 |
264.75 |
266.25 |
-8.25 |
2,992 |
12,260 |
+523 |
| Jun04 |
040303 |
267.50 |
267.50 |
262.00 |
263.25 |
-7.75 |
2,206 |
16,620 |
-521 |
| Jul04 |
040303 |
265.25 |
265.25 |
261.50 |
261.50 |
-7.25 |
842 |
7,626 |
+504 |
| Aug04 |
040303 |
264.00 |
264.00 |
260.00 |
261.25 |
-7.00 |
175 |
4,403 |
+175 |
| Sep04 |
040303 |
263.00 |
263.00 |
261.00 |
261.00 |
-7.25 |
100 |
5,031 |
-100 |
| Oct04 |
040303 |
263.00 |
263.00 |
261.25 |
261.25 |
-7.00 |
0 |
3,797 |
+0 |
| Nov04 |
040303 |
263.25 |
263.25 |
261.00 |
261.00 |
-7.00 |
0 |
3,724 |
+0 |
| Dec04 |
040303 |
263.25 |
263.50 |
260.00 |
260.00 |
-6.75 |
280 |
12,472 |
+130 |
| Total Volume and Open Interest |
37,031 |
165,785 |
+3,572 |
| US Dollar Index(NYBOT) |
| Mar04 |
040303 |
89.05 |
89.95 |
89.02 |
89.14 |
+0.21 |
7,136 |
12,534 |
-2,322 |
| Jun04 |
040303 |
89.71 |
90.37 |
89.48 |
89.55 |
+0.22 |
1,200 |
2,953 |
+355 |
| Sep04 |
040303 |
90.20 |
90.20 |
89.99 |
89.99 |
+0.22 |
1 |
16 |
+1 |
| Total Volume and Open Interest |
8,339 |
15,513 |
-1,964 |
| Australian Dollar(CME) |
| Mar04 |
040303 |
74.73 |
75.10 |
73.93 |
74.96 |
-1.27 |
6,915 |
49,396 |
-6,467 |
| Jun04 |
040303 |
73.86 |
74.15 |
73.05 |
74.13 |
-1.25 |
3,025 |
5,161 |
+2,411 |
| Sep04 |
040303 |
73.20 |
73.30 |
73.20 |
73.30 |
-1.23 |
12 |
819 |
+1 |
| Total Volume and Open Interest |
9,966 |
55,548 |
-4,041 |
| British Pound(CME) |
| Mar04 |
040303 |
182.76 |
183.29 |
181.39 |
182.72 |
-1.23 |
10,678 |
58,093 |
-9,600 |
| Jun04 |
040303 |
181.40 |
181.85 |
180.00 |
181.28 |
-1.23 |
3,296 |
4,632 |
+3,008 |
| Sep04 |
040303 |
179.83 |
179.83 |
179.83 |
179.83 |
-1.23 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
13,974 |
63,096 |
-6,592 |
| Canadian Dollar(CME) |
| Mar04 |
040303 |
73.77 |
74.75 |
73.66 |
74.69 |
+0.17 |
6,754 |
55,179 |
-3,060 |
| Jun04 |
040303 |
73.58 |
74.59 |
73.47 |
74.49 |
+0.17 |
542 |
7,003 |
+298 |
| Sep04 |
040303 |
73.50 |
74.36 |
73.50 |
74.36 |
+0.17 |
1 |
1,757 |
+2 |
| Dec04 |
040303 |
73.30 |
74.23 |
73.30 |
74.23 |
+0.17 |
39 |
1,363 |
+17 |
| Total Volume and Open Interest |
7,341 |
65,508 |
-2,738 |
| Japanese Yen(CME) |
| Mar04 |
040303 |
90.71 |
90.94 |
90.63 |
90.88 |
+0.01 |
11,185 |
134,722 |
-919 |
| Jun04 |
040303 |
90.93 |
91.20 |
90.90 |
91.14 |
+0.01 |
2,282 |
18,741 |
+1,386 |
| Sep04 |
040303 |
91.20 |
91.45 |
91.20 |
91.42 |
+0.01 |
21 |
69 |
+16 |
| Total Volume and Open Interest |
13,488 |
153,545 |
+483 |
| Swiss Franc(CME) |
| Mar04 |
040303 |
76.82 |
77.31 |
76.48 |
77.26 |
-0.03 |
13,418 |
43,156 |
+591 |
| Jun04 |
040303 |
76.95 |
77.46 |
76.64 |
77.43 |
-0.03 |
3,713 |
4,533 |
+3,437 |
| Sep04 |
040303 |
77.60 |
77.60 |
77.60 |
77.60 |
-0.03 |
0 |
8 |
-27 |
| Total Volume and Open Interest |
17,132 |
47,795 |
+4,001 |
| EuroFX(CME) |
| Mar04 |
040303 |
121.35 |
121.92 |
120.52 |
121.90 |
-0.35 |
26,101 |
128,571 |
-3,005 |
| Jun04 |
040303 |
121.04 |
121.62 |
120.28 |
121.61 |
-0.35 |
2,182 |
6,348 |
+2,528 |
| Sep04 |
040303 |
120.70 |
121.25 |
120.25 |
121.25 |
-0.46 |
35 |
272 |
+7 |
| Total Volume and Open Interest |
28,410 |
135,662 |
-397 |
| Mexican Peso(CME) |
| Mar04 |
040303 |
9117.5 |
9120.0 |
9002.5 |
9012.5 |
-87.5 |
12,196 |
39,350 |
+908 |
| Apr04 |
040303 |
9010.0 |
9010.0 |
8967.5 |
8967.5 |
-87.5 |
20 |
92 |
+20 |
| Total Volume and Open Interest |
12,630 |
44,291 |
+1,197 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040303 |
113~00 |
113~04 |
112~12 |
113~00 |
-0~05 |
103,165 |
128,870 |
-70,054 |
| Jun04 |
040303 |
111~18 |
111~24 |
110~29 |
111~17 |
-0~05 |
349,873 |
440,423 |
+10,888 |
| Sep04 |
040303 |
109~30 |
110~04 |
109~17 |
110~04 |
-0~05 |
562 |
1,195 |
+296 |
| Total Volume and Open Interest |
453,606 |
570,786 |
-58,872 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040303 |
114~265 |
114~285 |
114~145 |
114~260 |
-0~025 |
162,731 |
299,809 |
-99,925 |
| Jun04 |
040303 |
113~095 |
113~125 |
112~295 |
113~100 |
-0~020 |
745,230 |
1,011,823 |
+39,552 |
| Total Volume and Open Interest |
908,990 |
1,316,838 |
-60,037 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040303 |
113~070 |
113~115 |
113~040 |
113~105 |
-0~015 |
50,514 |
0 |
-349,194 |
| Jun04 |
040303 |
111~260 |
111~305 |
111~220 |
111~300 |
-0~020 |
336,739 |
0 |
-669,867 |
| Sep04 |
040303 |
110~245 |
110~245 |
110~245 |
110~245 |
-0~035 |
|
|
|
| Total Volume and Open Interest |
387,253 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar04 |
040303 |
107~077 |
107~082 |
107~073 |
107~082 |
-0~003 |
11,854 |
74,765 |
-5,004 |
| Jun04 |
040303 |
107~004 |
107~012 |
106~124 |
107~006 |
-0~006 |
20,740 |
159,623 |
+2,814 |
| Total Volume and Open Interest |
32,594 |
234,388 |
-2,190 |
| Eurodollars(CME) |
| Mar04 |
040303 |
98.865 |
98.865 |
98.860 |
98.865 |
unch |
58,831 |
734,986 |
-11,751 |
| Jun04 |
040303 |
98.730 |
98.740 |
98.710 |
98.735 |
-0.005 |
123,599 |
925,869 |
-18,829 |
| Sep04 |
040303 |
98.500 |
98.510 |
98.460 |
98.510 |
-0.005 |
154,271 |
934,100 |
-19,409 |
| Dec04 |
040303 |
98.160 |
98.180 |
98.120 |
98.180 |
-0.005 |
205,666 |
660,138 |
-16,318 |
| Mar05 |
040303 |
97.790 |
97.815 |
97.750 |
97.815 |
-0.010 |
109,510 |
535,357 |
-2,738 |
| Jun05 |
040303 |
97.410 |
97.430 |
97.365 |
97.430 |
-0.015 |
63,342 |
402,348 |
+479 |
| Sep05 |
040303 |
97.060 |
97.075 |
97.005 |
97.075 |
-0.010 |
48,797 |
326,233 |
-817 |
| Dec05 |
040303 |
96.725 |
96.750 |
96.685 |
96.750 |
-0.010 |
34,909 |
227,588 |
-382 |
| Mar06 |
040303 |
96.470 |
96.490 |
96.425 |
96.490 |
-0.010 |
25,455 |
190,982 |
-1,877 |
| Jun06 |
040303 |
96.235 |
96.260 |
96.185 |
96.255 |
-0.010 |
13,971 |
133,909 |
-1,108 |
| Sep06 |
040303 |
96.000 |
96.035 |
95.970 |
96.035 |
-0.010 |
18,569 |
137,684 |
-2,762 |
| Dec06 |
040303 |
95.780 |
95.825 |
95.760 |
95.825 |
-0.010 |
12,523 |
115,039 |
+2,993 |
| Mar07 |
040303 |
95.605 |
95.645 |
95.590 |
95.645 |
-0.010 |
10,439 |
90,348 |
+5,924 |
| Jun07 |
040303 |
95.430 |
95.470 |
95.415 |
95.470 |
-0.010 |
4,838 |
68,159 |
+1,234 |
| Sep07 |
040303 |
95.275 |
95.315 |
95.260 |
95.315 |
-0.010 |
8,394 |
69,596 |
+164 |
| Dec07 |
040303 |
95.105 |
95.160 |
95.105 |
95.160 |
-0.010 |
5,171 |
59,140 |
+1,163 |
| Mar08 |
040303 |
95.005 |
95.035 |
94.980 |
95.035 |
-0.010 |
6,041 |
46,538 |
+360 |
| Jun08 |
040303 |
94.880 |
94.910 |
94.860 |
94.910 |
-0.010 |
4,207 |
50,151 |
+941 |
| Total Volume and Open Interest |
923,892 |
5,935,902 |
-56,990 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040303 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
9,193 |
-70 |
| Jun04 |
040303 |
99.91 |
99.91 |
99.91 |
99.91 |
-0.01 |
600 |
9,898 |
+565 |
| Sep04 |
040303 |
99.89 |
99.89 |
99.88 |
99.88 |
-0.01 |
56 |
8,768 |
-15 |
| Dec04 |
040303 |
99.85 |
99.85 |
99.84 |
99.84 |
-0.02 |
862 |
8,291 |
+491 |
| Mar05 |
040303 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.02 |
155 |
3,924 |
+170 |
| Jun05 |
040303 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.02 |
285 |
1,628 |
+718 |
| Sep05 |
040303 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.05 |
40 |
1,334 |
+220 |
| Dec05 |
040303 |
99.41 |
99.43 |
99.41 |
99.43 |
-0.06 |
1,289 |
1,273 |
+1,209 |
| Mar06 |
040303 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.06 |
0 |
294 |
+0 |
| Jun06 |
040303 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.09 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
3,287 |
45,945 |
+3,286 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040303 |
99.91 |
99.92 |
99.91 |
99.91 |
unch |
4 |
60,246 |
+218 |
| Jun04 |
040303 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
877 |
66,544 |
+410 |
| Sep04 |
040303 |
99.90 |
99.90 |
99.88 |
99.88 |
-0.02 |
5,225 |
39,085 |
-1,747 |
| Dec04 |
040303 |
99.86 |
99.86 |
99.85 |
99.85 |
-0.01 |
11,294 |
61,112 |
+5,107 |
| Mar05 |
040303 |
99.78 |
99.78 |
99.76 |
99.77 |
-0.03 |
1,728 |
31,086 |
+471 |
| Jun05 |
040303 |
99.71 |
99.73 |
99.68 |
99.70 |
-0.05 |
3,969 |
44,202 |
+1,544 |
| Sep05 |
040303 |
99.61 |
99.62 |
99.57 |
99.57 |
-0.07 |
2,255 |
18,025 |
+765 |
| Dec05 |
040303 |
99.47 |
99.52 |
99.44 |
99.44 |
-0.07 |
1,195 |
4,551 |
+782 |
| Total Volume and Open Interest |
26,597 |
338,771 |
+7,550 |
| German Euro-Bund(EUREX) |
| Mar04 |
040303 |
115.35 |
115.37 |
114.98 |
115.17 |
-0.21 |
1,214,622 |
720,319 |
-70,843 |
| Jun04 |
040303 |
114.45 |
114.45 |
114.04 |
114.22 |
-0.19 |
325,685 |
366,378 |
+97,310 |
| Sep04 |
040303 |
113.64 |
113.64 |
113.59 |
113.61 |
-0.16 |
2,531 |
2 |
-1 |
| Total Volume and Open Interest |
1,542,838 |
1,086,699 |
+26,466 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040303 |
112.27 |
112.32 |
112.07 |
112.19 |
-0.12 |
1,007,596 |
468,052 |
-87,747 |
| Jun04 |
040303 |
111.49 |
111.52 |
111.28 |
111.40 |
-0.09 |
329,763 |
427,843 |
+93,193 |
| Sep04 |
040303 |
110.80 |
110.84 |
110.80 |
110.84 |
-0.09 |
705 |
3,207 |
+0 |
| Total Volume and Open Interest |
1,338,064 |
899,102 |
+5,446 |
| Long Gilt(LIFFE) |
| Mar04 |
040303 |
108~20 |
108~22 |
108~02 |
108~04 |
-0~22 |
24,174 |
37,858 |
-11,681 |
| Jun04 |
040303 |
108~05 |
108~07 |
107~18 |
107~21 |
-0~22 |
46,283 |
145,718 |
+8,014 |
| Total Volume and Open Interest |
70,457 |
183,576 |
-3,667 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040303 |
95.71 |
95.74 |
95.71 |
95.72 |
-0.01 |
32,225 |
185,499 |
-5,746 |
| Jun04 |
040303 |
95.49 |
95.53 |
95.48 |
95.49 |
-0.02 |
46,373 |
209,775 |
-1,487 |
| Sep04 |
040303 |
95.28 |
95.33 |
95.27 |
95.29 |
-0.02 |
41,844 |
152,220 |
-4,246 |
| Total Volume and Open Interest |
225,517 |
1,132,972 |
-2,190 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040303 |
97.950 |
97.960 |
97.945 |
97.950 |
-0.010 |
85,829 |
567,365 |
+3,266 |
| Jun04 |
040303 |
97.955 |
97.970 |
97.935 |
97.955 |
-0.020 |
173,909 |
622,277 |
-5,737 |
| Sep04 |
040303 |
97.855 |
97.875 |
97.835 |
97.850 |
-0.045 |
148,713 |
505,268 |
-2,890 |
| Total Volume and Open Interest |
810,650 |
3,205,966 |
-8,020 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040303 |
94.46 |
94.51 |
94.42 |
94.44 |
-0.03 |
21,524 |
135,519 |
+10,889 |
| Jun04 |
040303 |
94.39 |
94.43 |
94.35 |
94.37 |
-0.04 |
33,535 |
206,780 |
+9,121 |
| Sep04 |
040303 |
94.34 |
94.39 |
94.30 |
94.32 |
-0.04 |
12,350 |
76,617 |
+7,621 |
| Dec04 |
040303 |
94.31 |
94.35 |
94.26 |
94.28 |
-0.04 |
3,558 |
33,924 |
+1,693 |
| Mar05 |
040303 |
94.23 |
94.24 |
94.20 |
94.22 |
-0.05 |
481 |
19,437 |
+368 |
| Jun05 |
040303 |
94.14 |
94.17 |
94.14 |
94.17 |
-0.05 |
397 |
13,342 |
-67 |
| Sep05 |
040303 |
94.14 |
94.14 |
94.10 |
94.11 |
-0.05 |
226 |
6,816 |
+100 |
| Dec05 |
040303 |
94.10 |
94.10 |
94.05 |
94.05 |
-0.06 |
125 |
3,189 |
+0 |
| Mar06 |
040303 |
94.00 |
94.00 |
94.00 |
94.00 |
-0.07 |
50 |
927 |
+0 |
| Jun06 |
040303 |
93.96 |
93.96 |
93.96 |
93.96 |
-0.08 |
0 |
1,343 |
+0 |
| Total Volume and Open Interest |
72,246 |
498,829 |
+29,725 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040303 |
94.46 |
94.49 |
94.36 |
94.39 |
-0.11 |
21,908 |
253,715 |
+9,430 |
| Jun04 |
040303 |
94.40 |
94.40 |
94.34 |
94.36 |
-0.11 |
1,013 |
3,070 |
+2,085 |
| Total Volume and Open Interest |
22,921 |
256,785 |
+11,515 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040303 |
94.57 |
94.62 |
94.50 |
94.54 |
-0.07 |
66,783 |
572,740 |
+15,990 |
| Jun04 |
040303 |
94.46 |
94.46 |
94.43 |
94.44 |
-0.09 |
3,904 |
9,620 |
+4,405 |
| Total Volume and Open Interest |
70,687 |
582,360 |
+20,395 |
| Gold(CMX) |
| Apr04 |
040303 |
391.8 |
393.5 |
388.2 |
392.7 |
-1.1 |
57,558 |
139,800 |
+1,590 |
| Jun04 |
040303 |
392.0 |
394.5 |
389.0 |
393.7 |
-1.1 |
5,361 |
35,853 |
+1,766 |
| Aug04 |
040303 |
393.0 |
394.6 |
391.0 |
394.6 |
-1.1 |
172 |
8,229 |
+68 |
| Oct04 |
040303 |
395.4 |
395.4 |
395.4 |
395.4 |
-1.1 |
0 |
1,918 |
+0 |
| Dec04 |
040303 |
395.1 |
397.3 |
392.0 |
396.3 |
-1.1 |
436 |
23,006 |
+147 |
| Feb05 |
040303 |
396.0 |
397.3 |
396.0 |
397.3 |
-1.0 |
4 |
3,027 |
+3 |
| Apr05 |
040303 |
398.3 |
398.3 |
398.3 |
398.3 |
-1.0 |
1 |
372 |
+1 |
| Jun05 |
040303 |
399.4 |
399.4 |
399.4 |
399.4 |
-1.0 |
267 |
11,596 |
+257 |
| Aug05 |
040303 |
400.6 |
400.6 |
400.6 |
400.6 |
-1.0 |
160 |
1,374 |
+0 |
| Oct05 |
040303 |
402.0 |
402.0 |
402.0 |
402.0 |
-1.0 |
2 |
145 |
+0 |
| Dec05 |
040303 |
403.5 |
404.5 |
402.5 |
403.4 |
-1.0 |
414 |
4,662 |
-20 |
| Total Volume and Open Interest |
64,643 |
237,352 |
+4,019 |
| Silver(CMX) |
| Mar04 |
040303 |
665.0 |
677.0 |
664.0 |
674.3 |
+3.3 |
418 |
2,792 |
-331 |
| May04 |
040303 |
665.0 |
685.5 |
663.5 |
675.2 |
+2.7 |
18,542 |
80,710 |
-579 |
| Jul04 |
040303 |
667.0 |
686.0 |
664.5 |
676.2 |
+2.6 |
861 |
8,211 |
-179 |
| Sep04 |
040303 |
681.0 |
682.0 |
673.0 |
677.3 |
+2.4 |
84 |
1,924 |
+38 |
| Dec04 |
040303 |
672.0 |
688.5 |
670.0 |
678.8 |
+2.4 |
1,168 |
14,757 |
-408 |
| Mar05 |
040303 |
679.7 |
679.7 |
679.7 |
679.7 |
+2.5 |
2 |
1,615 |
+0 |
| May05 |
040303 |
680.4 |
680.4 |
680.4 |
680.4 |
+2.5 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
21,296 |
113,485 |
-1,398 |
| Platinum(NYM) |
| Apr04 |
040303 |
874.0 |
885.0 |
874.0 |
883.5 |
+8.0 |
1,486 |
8,000 |
-15 |
| Jul04 |
040303 |
872.0 |
874.0 |
869.0 |
872.5 |
+7.5 |
149 |
735 |
+118 |
| Oct04 |
040303 |
868.0 |
868.0 |
868.0 |
868.0 |
+7.5 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
1,635 |
8,759 |
+103 |
| Palladium(NYME) |
| Mar04 |
040303 |
237.00 |
240.00 |
233.00 |
237.45 |
-0.40 |
178 |
1,446 |
-563 |
| Jun04 |
040303 |
240.00 |
247.00 |
235.00 |
239.95 |
-0.90 |
1,018 |
10,577 |
+446 |
| Sep04 |
040303 |
240.95 |
240.95 |
240.95 |
240.95 |
-0.90 |
1 |
52 |
+0 |
| Total Volume and Open Interest |
1,198 |
12,245 |
-116 |
| Copper(CMX) |
| Mar04 |
040303 |
135.50 |
135.75 |
127.80 |
130.10 |
-7.00 |
839 |
3,021 |
-68 |
| May04 |
040303 |
136.00 |
136.25 |
127.50 |
130.65 |
-6.95 |
7,398 |
56,252 |
+141 |
| Jul04 |
040303 |
134.10 |
134.60 |
126.50 |
129.25 |
-6.75 |
226 |
7,081 |
+67 |
| Sep04 |
040303 |
133.20 |
133.20 |
125.40 |
127.55 |
-6.85 |
78 |
3,318 |
+3 |
| Dec04 |
040303 |
129.40 |
129.40 |
121.50 |
124.05 |
-6.85 |
102 |
6,841 |
+44 |
| Total Volume and Open Interest |
9,618 |
84,146 |
+148 |
| Aluminum(CMX) |
| Mar04 |
040303 |
81.50 |
81.50 |
81.45 |
81.45 |
-2.70 |
15 |
1,227 |
+0 |
| Apr04 |
040303 |
81.05 |
81.05 |
81.05 |
81.05 |
-2.80 |
12 |
2,061 |
-10 |
| May04 |
040303 |
82.80 |
82.80 |
80.45 |
80.45 |
-2.80 |
76 |
463 |
+24 |
| Jun04 |
040303 |
80.15 |
80.15 |
80.15 |
80.15 |
-2.80 |
0 |
404 |
+0 |
| Jul04 |
040303 |
79.85 |
79.85 |
79.85 |
79.85 |
-2.80 |
0 |
377 |
+0 |
| Aug04 |
040303 |
79.55 |
79.55 |
79.55 |
79.55 |
-2.80 |
0 |
121 |
+0 |
| Total Volume and Open Interest |
246 |
8,909 |
+0 |
| DJIA Index(CBOT) |
| Mar04 |
040303 |
10565 |
10608 |
10545 |
10588 |
unch |
10,569 |
47,846 |
-173 |
| Jun04 |
040303 |
10549 |
10570 |
10530 |
10564 |
unch |
138 |
1,364 |
+61 |
| Sep04 |
040303 |
10549 |
10549 |
10549 |
10549 |
unch |
0 |
238 |
+0 |
| Dec04 |
040303 |
10534 |
10534 |
10534 |
10534 |
unch |
0 |
4 |
+0 |
| Total Volume and Open Interest |
10,707 |
49,452 |
-112 |
| S & P 500(CME) |
| Mar04 |
040303 |
1146.20 |
1152.70 |
1143.00 |
1150.70 |
+1.70 |
47,320 |
555,543 |
-4,432 |
| Jun04 |
040303 |
1145.50 |
1151.00 |
1143.00 |
1149.70 |
+1.70 |
5,862 |
59,196 |
+6,161 |
| Sep04 |
040303 |
1148.80 |
1148.80 |
1148.80 |
1148.80 |
+1.80 |
153 |
3,648 |
+25 |
| Dec04 |
040303 |
1148.10 |
1148.10 |
1148.10 |
1148.10 |
+2.00 |
72 |
310 |
+2 |
| Total Volume and Open Interest |
53,411 |
618,866 |
+1,756 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040303 |
1149.25 |
1152.75 |
1143.25 |
1150.75 |
+1.75 |
588,494 |
579,493 |
-26,860 |
| Jun04 |
040303 |
1147.25 |
1151.50 |
1142.50 |
1149.75 |
+1.75 |
6,073 |
40,103 |
+5,879 |
| Total Volume and Open Interest |
594,567 |
619,596 |
-20,981 |
| NASDAQ 100(CME) |
| Mar04 |
040303 |
1469.50 |
1474.00 |
1457.00 |
1464.00 |
-9.00 |
15,875 |
73,441 |
-1,012 |
| Jun04 |
040303 |
1472.00 |
1475.00 |
1463.50 |
1467.50 |
-9.00 |
2,110 |
6,139 |
+2,337 |
| Sep04 |
040303 |
1471.00 |
1471.00 |
1471.00 |
1471.00 |
-9.00 |
2 |
8 |
+0 |
| Total Volume and Open Interest |
17,987 |
79,588 |
+1,325 |
| NASDAQ 100 E-Mini(Globex) |
| Mar04 |
040303 |
1472.50 |
1475.00 |
1456.50 |
1464.00 |
-9.00 |
314,302 |
247,995 |
-9,259 |
| Jun04 |
040303 |
1476.00 |
1476.00 |
1461.50 |
1467.50 |
-9.00 |
889 |
2,128 |
+282 |
| Total Volume and Open Interest |
315,191 |
250,123 |
-8,977 |
| S & P Midcap 400(CME) |
| Mar04 |
040303 |
607.50 |
609.50 |
602.50 |
608.35 |
-0.30 |
526 |
16,142 |
+26 |
| Jun04 |
040303 |
605.50 |
608.35 |
605.50 |
608.35 |
-0.30 |
0 |
1 |
+0 |
| Sep04 |
040303 |
608.35 |
608.35 |
608.35 |
608.35 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
526 |
16,143 |
+26 |
| Russell 2000(CME) |
| Mar04 |
040303 |
588.50 |
592.90 |
584.25 |
589.75 |
+0.25 |
2,106 |
26,530 |
+313 |
| Jun04 |
040303 |
587.50 |
589.65 |
587.50 |
589.65 |
+0.30 |
6 |
225 |
+2 |
| Sep04 |
040303 |
589.95 |
589.95 |
589.95 |
589.95 |
+0.25 |
|
|
|
| Total Volume and Open Interest |
2,112 |
26,755 |
+315 |
| Russell 2000 E-Mini(Globex) |
| Mar04 |
040303 |
589.80 |
593.10 |
584.20 |
589.80 |
+0.30 |
53,371 |
62,241 |
-78 |
| Jun04 |
040303 |
588.00 |
592.70 |
584.80 |
589.70 |
+0.30 |
404 |
699 |
+334 |
| Sep04 |
040223 |
571.00 |
571.00 |
571.00 |
571.00 |
|
|
|
|
| Value Line(KCBT) |
| Mar04 |
040303 |
1620.00 |
1627.00 |
1615.00 |
1627.00 |
+2.00 |
12 |
66 |
-12 |
| Total Volume and Open Interest |
12 |
66 |
-12 |
| Nikkei 225(CME) |
| Mar04 |
040303 |
11380 |
11440 |
11315 |
11355 |
-10 |
27,064 |
183,206 |
+5,586 |
| Jun04 |
040303 |
11345 |
11395 |
11280 |
11310 |
-10 |
481 |
1,578 |
+286 |
| Total Volume and Open Interest |
27,545 |
184,784 |
+5,872 |
| Nikkei 225(SGX) |
| Mar04 |
040303 |
11380 |
11440 |
11315 |
11355 |
-10 |
27,064 |
183,206 |
+5,586 |
| Jun04 |
040303 |
11345 |
11395 |
11280 |
11310 |
-10 |
481 |
1,578 |
+286 |
| Sep04 |
040303 |
11295 |
11295 |
11295 |
11295 |
-10 |
|
|
|
| Total Volume and Open Interest |
27,545 |
184,784 |
+5,872 |
| CAC 40(EURONEXT) |
| Mar04 |
040303 |
3782.0 |
3788.5 |
3748.0 |
3763.5 |
-28.5 |
45,162 |
437,896 |
+11,571 |
| Apr04 |
040303 |
3774.0 |
3782.0 |
3747.5 |
3762.0 |
-28.5 |
837 |
2,930 |
+608 |
| May04 |
040303 |
3720.5 |
3720.5 |
3720.5 |
3720.5 |
-28.5 |
|
|
|
| Total Volume and Open Interest |
46,040 |
467,292 |
|
| Hang Seng Index(HKFE) |
| Mar04 |
040303 |
13453 |
13474 |
13312 |
13325 |
-235 |
34,116 |
104,653 |
+408 |
| Apr04 |
040303 |
13424 |
13425 |
13270 |
13293 |
-226 |
846 |
2,831 |
+111 |
| Total Volume and Open Interest |
35,032 |
108,178 |
+580 |
| DAX(EUREX) |
| Mar04 |
040303 |
4084.0 |
4101.5 |
4061.0 |
4087.0 |
+3.5 |
103,172 |
292,205 |
+609 |
| Jun04 |
040303 |
4104.0 |
4119.0 |
4084.0 |
4107.5 |
+3.5 |
1,598 |
12,521 |
+328 |
| Sep04 |
040303 |
4125.0 |
4138.0 |
4103.5 |
4128.0 |
+4.0 |
885 |
4,453 |
+2 |
| Total Volume and Open Interest |
105,655 |
309,179 |
+939 |
| FT-SE 100(EURONEXT) |
| Mar04 |
040303 |
4501.00 |
4525.00 |
4489.00 |
4510.00 |
-11.00 |
48,969 |
413,956 |
-743 |
| Jun04 |
040303 |
4512.50 |
4528.00 |
4499.50 |
4518.50 |
-11.00 |
875 |
31,349 |
+704 |
| Sep04 |
040303 |
4523.00 |
4533.00 |
4522.50 |
4529.50 |
-10.50 |
2 |
12,275 |
+0 |
| Total Volume and Open Interest |
49,888 |
472,003 |
-39 |
| SPI 200(SFE) |
| Mar04 |
040303 |
3382.0 |
3391.0 |
3379.0 |
3384.0 |
+4.0 |
10,253 |
169,235 |
+2,609 |
| Jun04 |
040303 |
3387.0 |
3401.0 |
3387.0 |
3396.0 |
+4.0 |
665 |
11,742 |
+528 |
| Sep04 |
040303 |
3407.0 |
3407.0 |
3407.0 |
3407.0 |
+4.0 |
44 |
2,043 |
-18 |
| Total Volume and Open Interest |
10,978 |
185,269 |
+3,123 |
| GSCI(CME) |
| Mar04 |
040303 |
279.25 |
279.80 |
273.60 |
274.55 |
-6.65 |
97 |
15,119 |
-6 |
| Apr04 |
040303 |
273.30 |
273.30 |
272.40 |
272.50 |
-6.60 |
73 |
375 |
+34 |
| May04 |
040303 |
270.00 |
270.00 |
270.00 |
270.00 |
-6.25 |
0 |
112 |
+0 |
| Total Volume and Open Interest |
170 |
15,606 |
+28 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040303 |
271.75 |
271.75 |
268.00 |
269.25 |
-3.15 |
132 |
848 |
-36 |
| Jun04 |
040303 |
269.00 |
269.25 |
268.75 |
269.00 |
-2.75 |
12 |
95 |
+5 |
| Aug04 |
040303 |
268.00 |
268.00 |
268.00 |
268.00 |
-2.75 |
2 |
3 |
+1 |
| Total Volume and Open Interest |
146 |
946 |
-30 |
|
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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