|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 10, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar04 |
040310 |
939.00 |
953.00 |
922.00 |
923.50 |
-18.50 |
554 |
1,185 |
-261 |
May04 |
040310 |
941.00 |
958.00 |
922.00 |
923.50 |
-23.50 |
47,081 |
143,826 |
-1,771 |
Jul04 |
040310 |
933.00 |
948.00 |
914.00 |
915.00 |
-22.00 |
13,949 |
51,859 |
+29 |
Aug04 |
040310 |
890.00 |
909.00 |
877.00 |
878.25 |
-18.50 |
1,657 |
10,506 |
+42 |
Sep04 |
040310 |
814.00 |
828.00 |
806.00 |
806.00 |
-15.00 |
710 |
6,495 |
-11 |
Nov04 |
040310 |
740.50 |
750.00 |
730.50 |
731.75 |
-12.00 |
6,555 |
35,684 |
+244 |
Jan05 |
040310 |
737.00 |
745.00 |
731.00 |
731.00 |
-10.00 |
330 |
1,234 |
+53 |
Total Volume and Open Interest |
70,951 |
252,173 |
-1,627 |
Soybean Meal(CBOT) |
Mar04 |
040310 |
283.00 |
288.00 |
278.00 |
278.80 |
-5.30 |
1,817 |
1,071 |
-1,026 |
May04 |
040310 |
283.00 |
289.50 |
279.50 |
280.70 |
-4.40 |
11,279 |
83,694 |
+280 |
Jul04 |
040310 |
280.00 |
286.50 |
277.80 |
278.10 |
-3.60 |
4,553 |
39,952 |
-358 |
Aug04 |
040310 |
270.50 |
275.50 |
268.00 |
268.00 |
-3.00 |
2,106 |
13,750 |
+541 |
Sep04 |
040310 |
255.00 |
259.00 |
252.50 |
253.00 |
-3.70 |
1,433 |
12,155 |
+653 |
Oct04 |
040310 |
223.00 |
229.50 |
222.00 |
222.00 |
-3.00 |
385 |
8,805 |
-139 |
Dec04 |
040310 |
218.20 |
224.00 |
216.20 |
216.50 |
-3.70 |
1,893 |
19,766 |
+379 |
Jan05 |
040310 |
222.00 |
222.50 |
215.80 |
215.80 |
-4.40 |
133 |
2,320 |
+122 |
Total Volume and Open Interest |
23,927 |
184,282 |
+564 |
Soybean Oil(CBOT) |
Mar04 |
040310 |
33.20 |
33.50 |
32.50 |
32.50 |
-1.20 |
1,072 |
787 |
-316 |
May04 |
040310 |
33.10 |
33.40 |
32.25 |
32.40 |
-1.25 |
14,632 |
98,009 |
-3,110 |
Jul04 |
040310 |
32.95 |
33.20 |
32.15 |
32.33 |
-1.21 |
7,021 |
49,268 |
+958 |
Aug04 |
040310 |
32.30 |
32.60 |
31.70 |
31.73 |
-0.97 |
622 |
7,952 |
+65 |
Sep04 |
040310 |
31.45 |
31.75 |
30.85 |
30.88 |
-0.94 |
626 |
9,632 |
+158 |
Oct04 |
040310 |
30.10 |
30.10 |
29.60 |
29.60 |
-0.50 |
400 |
6,648 |
-252 |
Dec04 |
040310 |
28.40 |
28.60 |
28.30 |
28.45 |
-0.15 |
1,605 |
14,970 |
+689 |
Jan05 |
040310 |
28.30 |
28.30 |
28.30 |
28.30 |
-0.10 |
130 |
824 |
+104 |
Total Volume and Open Interest |
26,139 |
189,304 |
-1,684 |
Canola(WCE) |
Mar04 |
040310 |
410.0 |
410.0 |
410.0 |
410.0 |
+4.5 |
|
|
|
May04 |
040310 |
411.5 |
418.5 |
408.8 |
409.1 |
-4.0 |
4,186 |
33,514 |
+1,188 |
Jul04 |
040310 |
414.0 |
420.3 |
411.5 |
412.0 |
-3.5 |
821 |
14,276 |
-34 |
Sep04 |
040310 |
368.0 |
368.0 |
368.0 |
368.0 |
unch |
|
|
|
Nov04 |
040310 |
371.0 |
375.5 |
370.7 |
370.8 |
-2.2 |
627 |
19,827 |
+130 |
Total Volume and Open Interest |
5,647 |
67,793 |
+1,295 |
Corn(CBOT) |
Mar04 |
040310 |
294.00 |
296.50 |
291.00 |
291.75 |
-3.25 |
3,150 |
4,594 |
-1,136 |
May04 |
040310 |
300.50 |
303.25 |
297.50 |
298.25 |
-3.25 |
50,643 |
330,745 |
+6,857 |
Jul04 |
040310 |
304.00 |
307.00 |
301.50 |
302.00 |
-3.25 |
11,934 |
115,801 |
+1,850 |
Sep04 |
040310 |
296.50 |
300.00 |
294.50 |
294.75 |
-3.00 |
698 |
20,676 |
+232 |
Dec04 |
040310 |
293.75 |
297.25 |
290.75 |
291.75 |
-3.25 |
14,957 |
163,909 |
+2,368 |
Mar05 |
040310 |
294.50 |
297.50 |
291.50 |
292.00 |
-3.75 |
718 |
12,352 |
-88 |
Total Volume and Open Interest |
82,615 |
653,454 |
+10,247 |
Wheat(CBOT) |
Mar04 |
040310 |
365.00 |
365.00 |
355.00 |
359.00 |
-4.00 |
38 |
315 |
-39 |
May04 |
040310 |
369.50 |
372.50 |
360.75 |
366.00 |
-4.25 |
14,399 |
83,752 |
-6 |
Jul04 |
040310 |
372.00 |
375.50 |
365.00 |
369.00 |
-4.00 |
3,590 |
30,652 |
+206 |
Sep04 |
040310 |
377.00 |
379.50 |
371.00 |
373.00 |
-4.00 |
730 |
5,218 |
+407 |
Dec04 |
040310 |
387.00 |
387.50 |
379.50 |
383.00 |
-4.00 |
741 |
6,364 |
+310 |
Total Volume and Open Interest |
19,536 |
126,808 |
+878 |
Wheat(KCBT) |
Mar04 |
040310 |
369.00 |
370.00 |
365.00 |
365.00 |
-4.00 |
4 |
26 |
-3 |
May04 |
040310 |
370.00 |
374.00 |
365.25 |
370.00 |
-2.00 |
4,522 |
35,306 |
+75 |
Jul04 |
040310 |
374.00 |
378.00 |
370.00 |
373.50 |
-2.00 |
1,923 |
17,690 |
+143 |
Sep04 |
040310 |
378.00 |
382.50 |
375.00 |
379.00 |
-2.25 |
279 |
2,857 |
+50 |
Dec04 |
040310 |
388.50 |
391.00 |
385.50 |
388.25 |
-2.25 |
189 |
3,138 |
+59 |
Total Volume and Open Interest |
6,917 |
59,040 |
+324 |
Wheat(MGE) |
Mar04 |
040310 |
408.00 |
408.00 |
403.00 |
403.00 |
-6.00 |
18 |
21 |
-16 |
May04 |
040310 |
410.00 |
415.00 |
403.00 |
403.50 |
-9.50 |
2,069 |
21,114 |
-1,019 |
Jul04 |
040310 |
408.00 |
412.00 |
401.50 |
402.00 |
-7.75 |
572 |
6,989 |
+111 |
Sep04 |
040310 |
409.50 |
411.00 |
403.00 |
404.00 |
-4.00 |
341 |
6,096 |
+37 |
Dec04 |
040310 |
409.00 |
413.00 |
407.00 |
410.00 |
-1.00 |
121 |
3,035 |
+3 |
Total Volume and Open Interest |
3,121 |
37,346 |
-886 |
Oats(CBOT) |
Mar04 |
040310 |
155.00 |
155.50 |
154.00 |
155.25 |
+0.25 |
10 |
39 |
-26 |
May04 |
040310 |
158.25 |
159.50 |
157.25 |
158.00 |
-1.50 |
599 |
5,204 |
+4 |
Jul04 |
040310 |
162.50 |
164.25 |
161.50 |
162.25 |
-0.75 |
87 |
1,016 |
+18 |
Sep04 |
040310 |
165.50 |
166.00 |
164.50 |
164.50 |
unch |
20 |
234 |
+4 |
Total Volume and Open Interest |
814 |
7,492 |
+42 |
Rough Rice(CBOT) |
Mar04 |
040310 |
10.00 |
10.00 |
9.92 |
9.92 |
-0.18 |
0 |
11 |
+0 |
May04 |
040310 |
10.15 |
10.35 |
10.10 |
10.10 |
-0.20 |
493 |
5,024 |
+22 |
Jul04 |
040310 |
10.15 |
10.40 |
10.15 |
10.20 |
-0.20 |
117 |
895 |
+76 |
Sep04 |
040310 |
9.04 |
9.09 |
9.04 |
9.07 |
+0.01 |
5 |
253 |
-9 |
Total Volume and Open Interest |
747 |
6,646 |
+177 |
Live Cattle(CME) |
Apr04 |
040310 |
80.050 |
82.425 |
80.000 |
82.425 |
+3.000 |
9,855 |
38,579 |
-1,328 |
Jun04 |
040310 |
75.000 |
76.600 |
75.000 |
76.375 |
+1.450 |
9,215 |
33,583 |
+4,191 |
Aug04 |
040310 |
73.600 |
74.900 |
73.600 |
74.750 |
+1.225 |
1,166 |
13,212 |
-128 |
Oct04 |
040310 |
75.550 |
77.075 |
75.550 |
76.525 |
+0.975 |
898 |
12,868 |
+185 |
Dec04 |
040310 |
76.800 |
77.975 |
76.800 |
77.650 |
+0.850 |
575 |
4,322 |
-57 |
Feb05 |
040310 |
78.725 |
79.550 |
78.600 |
79.525 |
+0.975 |
188 |
1,961 |
+9 |
Total Volume and Open Interest |
21,917 |
104,591 |
+2,873 |
Feeder Cattle(CME) |
Mar04 |
040310 |
88.250 |
89.250 |
88.250 |
89.225 |
+1.275 |
308 |
1,855 |
-166 |
Apr04 |
040310 |
85.800 |
88.250 |
85.800 |
87.900 |
+2.375 |
853 |
3,648 |
-65 |
May04 |
040310 |
85.900 |
87.250 |
85.700 |
86.950 |
+1.675 |
825 |
5,201 |
+130 |
Aug04 |
040310 |
87.500 |
88.900 |
87.500 |
88.775 |
+1.375 |
384 |
3,018 |
-39 |
Sep04 |
040310 |
87.500 |
88.800 |
87.500 |
88.800 |
+1.500 |
14 |
298 |
-8 |
Oct04 |
040310 |
87.700 |
88.750 |
87.700 |
88.750 |
+1.400 |
33 |
596 |
+15 |
Nov04 |
040310 |
88.300 |
89.250 |
88.250 |
89.250 |
+1.350 |
1 |
113 |
+1 |
Total Volume and Open Interest |
2,418 |
14,729 |
-132 |
Lean Hogs(CME) |
Apr04 |
040310 |
62.300 |
63.350 |
62.300 |
62.650 |
+0.350 |
7,072 |
23,563 |
-3,239 |
May04 |
040310 |
62.300 |
63.500 |
62.300 |
63.300 |
+0.925 |
244 |
2,495 |
+0 |
Jun04 |
040310 |
68.050 |
69.100 |
68.000 |
69.000 |
+0.850 |
5,764 |
22,605 |
+1,543 |
Jul04 |
040310 |
64.375 |
64.900 |
64.250 |
64.900 |
+0.525 |
739 |
6,136 |
+128 |
Aug04 |
040310 |
60.900 |
61.800 |
60.900 |
61.775 |
+0.875 |
234 |
2,237 |
+127 |
Oct04 |
040310 |
53.400 |
53.500 |
53.150 |
53.450 |
+0.350 |
39 |
1,063 |
+12 |
Dec04 |
040310 |
52.925 |
53.350 |
52.925 |
53.075 |
+0.175 |
56 |
922 |
+12 |
Feb05 |
040310 |
56.000 |
56.000 |
56.000 |
56.000 |
+0.300 |
6 |
114 |
+3 |
Total Volume and Open Interest |
14,156 |
59,153 |
-1,412 |
Pork Bellies(CME) |
Mar04 |
040310 |
95.900 |
97.200 |
95.600 |
96.900 |
+0.425 |
107 |
469 |
-71 |
May04 |
040310 |
97.050 |
98.100 |
96.750 |
97.325 |
+0.175 |
285 |
2,461 |
+41 |
Jul04 |
040310 |
97.500 |
97.975 |
97.400 |
97.975 |
+0.100 |
27 |
557 |
+4 |
Aug04 |
040310 |
94.950 |
94.950 |
94.950 |
94.950 |
+0.450 |
0 |
33 |
+0 |
Feb05 |
040310 |
86.500 |
86.500 |
86.500 |
86.500 |
-0.250 |
2 |
2 |
+1 |
Total Volume and Open Interest |
421 |
3,523 |
-25 |
BFP Milk Class III(CME) |
Mar04 |
040310 |
13.68 |
13.74 |
13.68 |
13.71 |
+0.05 |
104 |
2,750 |
+29 |
Apr04 |
040310 |
14.99 |
15.74 |
14.99 |
15.61 |
+0.62 |
298 |
3,140 |
+175 |
May04 |
040310 |
15.50 |
15.99 |
15.50 |
15.99 |
+0.50 |
263 |
3,031 |
+105 |
Jun04 |
040310 |
15.58 |
15.87 |
15.57 |
15.87 |
+0.32 |
276 |
3,026 |
+128 |
Jul04 |
040310 |
15.65 |
15.88 |
15.62 |
15.88 |
+0.23 |
333 |
2,829 |
+195 |
Total Volume and Open Interest |
2,104 |
26,003 |
+1,017 |
Cocoa(NYBOT) |
Mar04 |
040310 |
1379 |
1379 |
1379 |
1379 |
-59 |
7 |
20 |
-1 |
May04 |
040310 |
1425 |
1425 |
1380 |
1384 |
-59 |
8,246 |
33,591 |
+1,781 |
Jul04 |
040310 |
1435 |
1435 |
1390 |
1394 |
-58 |
1,991 |
15,345 |
+459 |
Sep04 |
040310 |
1444 |
1444 |
1403 |
1404 |
-57 |
869 |
12,044 |
-385 |
Dec04 |
040310 |
1454 |
1454 |
1415 |
1419 |
-53 |
299 |
9,782 |
-37 |
Mar05 |
040310 |
1458 |
1458 |
1429 |
1429 |
-51 |
317 |
8,196 |
+172 |
May05 |
040310 |
1470 |
1472 |
1440 |
1441 |
-49 |
300 |
9,711 |
+31 |
Total Volume and Open Interest |
12,299 |
98,202 |
+2,235 |
Coffee "C"(NYBOT) |
Mar04 |
040310 |
72.25 |
73.15 |
71.60 |
73.15 |
+1.05 |
88 |
718 |
-86 |
May04 |
040310 |
73.75 |
74.70 |
73.00 |
74.65 |
+0.95 |
8,659 |
64,165 |
-250 |
Jul04 |
040310 |
75.75 |
76.70 |
75.10 |
76.65 |
+0.95 |
1,780 |
13,869 |
-57 |
Sep04 |
040310 |
77.75 |
78.65 |
77.45 |
78.65 |
+0.95 |
497 |
8,935 |
+101 |
Dec04 |
040310 |
80.25 |
81.20 |
79.70 |
81.20 |
+0.95 |
101 |
5,509 |
+3 |
Mar05 |
040310 |
82.75 |
83.80 |
82.75 |
83.80 |
+0.95 |
15 |
3,590 |
+6 |
Total Volume and Open Interest |
11,486 |
97,845 |
-272 |
Orange Juice(NYBOT) |
Mar04 |
040310 |
59.90 |
60.60 |
59.90 |
60.50 |
+0.40 |
89 |
921 |
-54 |
May04 |
040310 |
61.90 |
62.95 |
61.65 |
62.75 |
+0.85 |
1,269 |
22,761 |
+358 |
Jul04 |
040310 |
64.40 |
65.05 |
64.10 |
65.05 |
+0.70 |
479 |
4,450 |
+247 |
Sep04 |
040310 |
67.00 |
67.40 |
66.70 |
67.35 |
+0.65 |
37 |
1,282 |
+20 |
Nov04 |
040310 |
69.55 |
69.85 |
69.50 |
69.85 |
+0.35 |
44 |
1,099 |
+28 |
Total Volume and Open Interest |
1,918 |
31,959 |
+599 |
Sugar #11(NYBOT) |
May04 |
040310 |
6.32 |
6.36 |
6.30 |
6.35 |
+0.04 |
25,122 |
144,567 |
-1,209 |
Jul04 |
040310 |
6.13 |
6.18 |
6.13 |
6.17 |
+0.04 |
6,685 |
39,118 |
+654 |
Oct04 |
040310 |
6.17 |
6.20 |
6.16 |
6.20 |
+0.04 |
3,071 |
32,125 |
+59 |
Mar05 |
040310 |
6.35 |
6.38 |
6.35 |
6.37 |
+0.03 |
1,160 |
15,210 |
+234 |
May05 |
040310 |
6.35 |
6.35 |
6.34 |
6.35 |
+0.01 |
508 |
6,530 |
+324 |
Total Volume and Open Interest |
36,991 |
244,852 |
+64 |
London Cocoa(LCE) |
Mar04 |
040310 |
826 |
826 |
809 |
812 |
-11 |
1,179 |
14,374 |
-1,071 |
May04 |
040310 |
817 |
817 |
804 |
807 |
-10 |
5,007 |
45,343 |
+1,384 |
Jul04 |
040310 |
835 |
835 |
824 |
827 |
-10 |
2,034 |
20,851 |
+168 |
Sep04 |
040310 |
851 |
851 |
842 |
844 |
-9 |
958 |
23,754 |
-24 |
Dec04 |
040310 |
865 |
868 |
860 |
862 |
-8 |
544 |
36,557 |
+217 |
Mar05 |
040310 |
882 |
883 |
875 |
877 |
-9 |
256 |
22,218 |
+99 |
May05 |
040310 |
896 |
896 |
888 |
888 |
-9 |
156 |
5,881 |
+120 |
Total Volume and Open Interest |
11,121 |
184,340 |
+1,607 |
London Coffee(LCE) |
Mar04 |
040310 |
685.00 |
685.00 |
680.00 |
684.00 |
-1.00 |
153 |
304 |
+2 |
May04 |
040310 |
722.00 |
725.00 |
719.00 |
723.00 |
-3.00 |
2,680 |
61,768 |
-558 |
Jul04 |
040310 |
742.00 |
747.00 |
740.00 |
745.00 |
-2.00 |
1,967 |
36,684 |
+1,075 |
Sep04 |
040310 |
760.00 |
763.00 |
758.00 |
763.00 |
-1.00 |
236 |
21,113 |
+169 |
Nov04 |
040310 |
774.00 |
779.00 |
774.00 |
779.00 |
unch |
154 |
14,838 |
+82 |
Jan05 |
040310 |
790.00 |
796.00 |
789.00 |
795.00 |
+1.00 |
39 |
9,009 |
+18 |
Total Volume and Open Interest |
5,277 |
147,339 |
+788 |
London Sugar(LCE) |
Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
May04 |
040310 |
215.40 |
218.00 |
214.50 |
215.70 |
+0.10 |
3,863 |
27,386 |
+519 |
Aug04 |
040310 |
206.50 |
209.30 |
206.50 |
208.20 |
+1.30 |
1,757 |
16,356 |
+85 |
Oct04 |
040310 |
200.40 |
203.00 |
200.40 |
202.20 |
+2.20 |
1,111 |
7,485 |
+244 |
Dec04 |
040310 |
201.50 |
202.00 |
200.00 |
201.20 |
+1.70 |
103 |
3,244 |
+13 |
Total Volume and Open Interest |
6,895 |
58,959 |
+898 |
Cotton(NYBOT) |
May04 |
040310 |
65.03 |
65.70 |
63.75 |
64.63 |
+0.62 |
12,682 |
49,849 |
+1,577 |
Jul04 |
040310 |
66.10 |
66.90 |
65.20 |
66.11 |
+0.71 |
6,447 |
16,899 |
+1,460 |
Oct04 |
040310 |
64.35 |
64.80 |
64.30 |
64.40 |
+0.75 |
223 |
836 |
+88 |
Dec04 |
040310 |
65.10 |
65.61 |
64.90 |
65.33 |
+0.74 |
3,429 |
10,440 |
+411 |
Mar05 |
040310 |
67.20 |
67.53 |
67.20 |
67.53 |
+0.83 |
53 |
2,327 |
+75 |
May05 |
040310 |
68.18 |
68.18 |
68.18 |
68.18 |
+0.83 |
0 |
393 |
+0 |
Total Volume and Open Interest |
22,837 |
81,527 |
+3,601 |
Lumber(CME) |
Mar04 |
040310 |
373.9 |
373.9 |
371.2 |
372.1 |
-3.9 |
307 |
556 |
-129 |
May04 |
040310 |
366.0 |
366.6 |
363.2 |
363.4 |
-4.7 |
495 |
2,459 |
-37 |
Jul04 |
040310 |
356.6 |
358.8 |
355.1 |
357.4 |
-1.6 |
124 |
518 |
+22 |
Sep04 |
040310 |
347.9 |
349.9 |
347.9 |
349.9 |
+0.8 |
25 |
175 |
+7 |
Total Volume and Open Interest |
951 |
3,729 |
-137 |
Crude Oil(NYM) |
Apr04 |
040310 |
36.25 |
36.30 |
35.63 |
36.10 |
-0.18 |
88,589 |
147,858 |
-8,278 |
May04 |
040310 |
35.40 |
35.50 |
34.75 |
35.36 |
-0.09 |
75,149 |
116,739 |
+7,856 |
Jun04 |
040310 |
34.55 |
34.60 |
34.00 |
34.53 |
-0.07 |
14,441 |
61,732 |
+1,455 |
Jul04 |
040310 |
34.00 |
34.00 |
33.40 |
33.90 |
-0.05 |
3,527 |
35,433 |
+70 |
Aug04 |
040310 |
33.32 |
33.37 |
32.85 |
33.37 |
-0.03 |
3,639 |
26,216 |
+1,806 |
Sep04 |
040310 |
32.95 |
32.95 |
32.52 |
32.94 |
-0.01 |
2,302 |
28,819 |
-46 |
Oct04 |
040310 |
32.30 |
32.61 |
32.10 |
32.61 |
+0.01 |
2,578 |
23,976 |
+1,195 |
Nov04 |
040310 |
32.10 |
32.30 |
31.80 |
32.30 |
+0.02 |
2,068 |
17,451 |
+957 |
Dec04 |
040310 |
31.90 |
32.01 |
31.45 |
32.01 |
+0.03 |
5,560 |
52,481 |
-822 |
Jan05 |
040310 |
31.60 |
31.68 |
31.40 |
31.68 |
+0.03 |
196 |
15,768 |
+55 |
Feb05 |
040310 |
31.15 |
31.40 |
31.10 |
31.40 |
+0.03 |
220 |
7,018 |
+138 |
Mar05 |
040310 |
31.00 |
31.13 |
31.00 |
31.13 |
+0.03 |
415 |
6,786 |
+202 |
Apr05 |
040310 |
30.80 |
30.86 |
30.70 |
30.86 |
+0.03 |
480 |
5,500 |
+293 |
May05 |
040310 |
30.62 |
30.62 |
30.62 |
30.62 |
+0.04 |
110 |
2,454 |
+0 |
Jun05 |
040310 |
30.33 |
30.39 |
30.25 |
30.39 |
+0.05 |
955 |
12,160 |
+288 |
Jul05 |
040310 |
30.18 |
30.18 |
30.18 |
30.18 |
+0.06 |
250 |
3,758 |
+61 |
Total Volume and Open Interest |
207,930 |
664,593 |
+2,182 |
Heating Oil(NYM) |
Apr04 |
040310 |
89.20 |
89.25 |
86.65 |
87.93 |
-1.31 |
24,690 |
46,244 |
-4,185 |
May04 |
040310 |
88.40 |
88.40 |
86.60 |
87.62 |
-0.98 |
14,129 |
30,576 |
+913 |
Jun04 |
040310 |
87.20 |
87.20 |
85.70 |
86.72 |
-0.58 |
5,573 |
18,766 |
-526 |
Jul04 |
040310 |
85.50 |
86.12 |
85.10 |
86.12 |
-0.43 |
2,183 |
14,424 |
+506 |
Aug04 |
040310 |
85.80 |
85.97 |
85.10 |
85.97 |
-0.43 |
1,374 |
8,782 |
+233 |
Sep04 |
040310 |
85.70 |
86.37 |
85.20 |
86.37 |
-0.38 |
445 |
4,205 |
+19 |
Oct04 |
040310 |
86.87 |
86.87 |
86.87 |
86.87 |
-0.38 |
374 |
3,375 |
+97 |
Nov04 |
040310 |
87.30 |
87.47 |
87.05 |
87.47 |
-0.38 |
338 |
2,965 |
+103 |
Dec04 |
040310 |
87.80 |
88.07 |
87.80 |
88.07 |
-0.38 |
1,772 |
15,864 |
+1,262 |
Jan05 |
040310 |
88.32 |
88.32 |
88.32 |
88.32 |
-0.43 |
8 |
4,002 |
+0 |
Feb05 |
040310 |
87.80 |
88.02 |
87.80 |
88.02 |
-0.33 |
28 |
2,383 |
+3 |
Mar05 |
040310 |
85.57 |
85.57 |
85.57 |
85.57 |
-0.23 |
457 |
4,056 |
+401 |
Total Volume and Open Interest |
51,401 |
156,305 |
-1,169 |
Unleaded Gas(NYM) |
Apr04 |
040310 |
105.90 |
107.40 |
104.30 |
107.02 |
+1.09 |
30,050 |
57,477 |
-5,709 |
May04 |
040310 |
105.60 |
107.20 |
104.50 |
107.03 |
+1.15 |
20,805 |
37,160 |
+522 |
Jun04 |
040310 |
104.70 |
105.63 |
103.60 |
105.63 |
+1.05 |
6,531 |
15,659 |
+935 |
Jul04 |
040310 |
102.75 |
103.75 |
101.90 |
103.53 |
+0.85 |
1,769 |
9,049 |
+209 |
Aug04 |
040310 |
100.50 |
101.13 |
100.40 |
101.13 |
+0.75 |
2,548 |
7,679 |
+130 |
Sep04 |
040310 |
96.90 |
97.63 |
96.40 |
97.63 |
+0.70 |
3,000 |
11,157 |
+1,391 |
Oct04 |
040310 |
93.08 |
93.08 |
93.08 |
93.08 |
+0.65 |
641 |
3,537 |
-135 |
Nov04 |
040310 |
90.00 |
90.58 |
90.00 |
90.58 |
+0.65 |
119 |
881 |
+75 |
Dec04 |
040310 |
88.50 |
88.98 |
88.50 |
88.98 |
+0.55 |
1 |
2,808 |
+0 |
Jan05 |
040310 |
88.18 |
88.18 |
88.18 |
88.18 |
+0.50 |
1 |
1,928 |
+1 |
Feb05 |
040310 |
88.08 |
88.08 |
88.08 |
88.08 |
+0.50 |
1 |
1,507 |
+1 |
Mar05 |
040310 |
88.58 |
88.58 |
88.58 |
88.58 |
+0.50 |
2 |
4 |
+2 |
Total Volume and Open Interest |
65,468 |
148,846 |
-2,578 |
Natural Gas(NYM) |
Apr04 |
040310 |
5.375 |
5.460 |
5.310 |
5.397 |
-0.041 |
22,846 |
37,029 |
-4,150 |
May04 |
040310 |
5.445 |
5.530 |
5.390 |
5.475 |
-0.038 |
11,045 |
40,468 |
+1,253 |
Jun04 |
040310 |
5.490 |
5.560 |
5.440 |
5.515 |
-0.038 |
2,523 |
22,540 |
-491 |
Jul04 |
040310 |
5.535 |
5.590 |
5.500 |
5.555 |
-0.038 |
1,974 |
20,046 |
+146 |
Aug04 |
040310 |
5.565 |
5.610 |
5.520 |
5.575 |
-0.040 |
1,026 |
16,178 |
+120 |
Sep04 |
040310 |
5.550 |
5.590 |
5.520 |
5.550 |
-0.039 |
593 |
15,888 |
+29 |
Oct04 |
040310 |
5.570 |
5.600 |
5.520 |
5.565 |
-0.039 |
1,492 |
16,893 |
+243 |
Nov04 |
040310 |
5.730 |
5.750 |
5.660 |
5.735 |
-0.039 |
168 |
11,413 |
+2 |
Dec04 |
040310 |
5.900 |
5.925 |
5.850 |
5.904 |
-0.040 |
817 |
14,834 |
+92 |
Jan05 |
040310 |
6.030 |
6.050 |
5.990 |
6.039 |
-0.035 |
750 |
13,751 |
+203 |
Feb05 |
040310 |
6.000 |
6.000 |
5.910 |
5.979 |
-0.035 |
613 |
10,874 |
+286 |
Mar05 |
040310 |
5.770 |
5.800 |
5.750 |
5.769 |
-0.035 |
293 |
10,129 |
-4 |
Apr05 |
040310 |
5.190 |
5.220 |
5.190 |
5.194 |
-0.030 |
407 |
10,284 |
+84 |
May05 |
040310 |
5.095 |
5.095 |
5.060 |
5.077 |
-0.033 |
553 |
5,229 |
+136 |
Jun05 |
040310 |
5.120 |
5.124 |
5.080 |
5.092 |
-0.036 |
62 |
5,200 |
+24 |
Jul05 |
040310 |
5.140 |
5.160 |
5.120 |
5.124 |
-0.037 |
327 |
11,031 |
+89 |
Total Volume and Open Interest |
47,533 |
315,739 |
-2,017 |
Brent Crude Oil(IPE) |
Apr04 |
040310 |
32.50 |
32.50 |
31.62 |
31.99 |
-0.24 |
43,116 |
80,827 |
-6,716 |
May04 |
040310 |
31.98 |
31.99 |
31.20 |
31.52 |
-0.24 |
56,247 |
85,744 |
+1,940 |
Jun04 |
040310 |
31.64 |
31.66 |
30.95 |
31.29 |
-0.15 |
20,816 |
50,077 |
+6,581 |
Jul04 |
040310 |
31.33 |
31.33 |
30.72 |
31.04 |
-0.14 |
2,453 |
17,093 |
+49 |
Aug04 |
040310 |
31.02 |
31.02 |
30.60 |
30.80 |
-0.11 |
683 |
9,511 |
+315 |
Sep04 |
040310 |
30.75 |
30.75 |
30.40 |
30.56 |
-0.07 |
153 |
12,946 |
+100 |
Oct04 |
040310 |
30.60 |
30.60 |
30.05 |
30.30 |
-0.05 |
310 |
7,452 |
+0 |
Nov04 |
040310 |
30.04 |
30.04 |
30.04 |
30.04 |
-0.03 |
1 |
6,437 |
-1 |
Dec04 |
040310 |
30.00 |
30.00 |
29.50 |
29.79 |
-0.02 |
3,457 |
24,486 |
-519 |
Jan05 |
040310 |
29.54 |
29.54 |
29.54 |
29.54 |
+0.03 |
100 |
4,494 |
-100 |
Feb05 |
040310 |
29.41 |
29.41 |
29.31 |
29.31 |
+0.08 |
0 |
2,725 |
+0 |
Mar05 |
040310 |
29.11 |
29.11 |
29.11 |
29.11 |
+0.12 |
0 |
3,272 |
+0 |
Total Volume and Open Interest |
128,286 |
352,208 |
+1,949 |
Gas Oil(IPE) |
Mar04 |
040310 |
273.50 |
274.00 |
267.00 |
272.50 |
-1.00 |
23,179 |
15,732 |
-9,496 |
Apr04 |
040310 |
269.25 |
269.50 |
263.25 |
266.25 |
-2.75 |
21,792 |
49,823 |
-1,898 |
May04 |
040310 |
266.75 |
266.75 |
261.00 |
263.25 |
-3.75 |
9,733 |
17,234 |
+1,350 |
Jun04 |
040310 |
265.00 |
265.00 |
259.25 |
261.25 |
-3.75 |
4,434 |
17,263 |
+592 |
Jul04 |
040310 |
260.00 |
260.00 |
260.00 |
260.00 |
-3.75 |
756 |
7,825 |
+101 |
Aug04 |
040310 |
258.25 |
259.75 |
258.25 |
259.75 |
-4.00 |
650 |
4,542 |
+150 |
Sep04 |
040310 |
263.00 |
263.00 |
258.50 |
259.75 |
-4.00 |
865 |
6,105 |
+132 |
Oct04 |
040310 |
260.00 |
260.00 |
260.00 |
260.00 |
-4.25 |
600 |
3,866 |
+65 |
Nov04 |
040310 |
260.00 |
260.00 |
260.00 |
260.00 |
-4.25 |
600 |
4,465 |
+250 |
Dec04 |
040310 |
262.25 |
262.50 |
257.75 |
259.00 |
-4.25 |
600 |
12,642 |
-100 |
Total Volume and Open Interest |
63,209 |
155,480 |
-8,854 |
US Dollar Index(NYBOT) |
Mar04 |
040310 |
88.57 |
89.26 |
88.02 |
89.02 |
+0.63 |
3,835 |
6,280 |
-971 |
Jun04 |
040310 |
88.94 |
89.70 |
88.75 |
89.44 |
+0.64 |
2,539 |
6,854 |
+1,850 |
Sep04 |
040310 |
88.86 |
88.86 |
88.86 |
88.86 |
-0.35 |
0 |
2,016 |
+0 |
Total Volume and Open Interest |
6,374 |
15,165 |
+879 |
Australian Dollar(CME) |
Mar04 |
040310 |
75.07 |
75.10 |
74.51 |
75.00 |
-0.84 |
12,231 |
30,627 |
-10,015 |
Jun04 |
040310 |
74.25 |
74.38 |
73.70 |
74.18 |
-0.83 |
11,814 |
26,605 |
+9,386 |
Sep04 |
040310 |
73.40 |
73.40 |
73.36 |
73.36 |
-0.82 |
0 |
829 |
+8 |
Total Volume and Open Interest |
24,051 |
58,264 |
-620 |
British Pound(CME) |
Mar04 |
040310 |
182.00 |
182.10 |
179.60 |
180.38 |
-2.68 |
8,979 |
46,707 |
-5,697 |
Jun04 |
040310 |
180.55 |
181.05 |
178.14 |
178.96 |
-2.65 |
9,537 |
26,491 |
+10,787 |
Sep04 |
040310 |
179.20 |
179.20 |
177.51 |
177.51 |
-2.65 |
0 |
13 |
+0 |
Total Volume and Open Interest |
18,516 |
73,570 |
+5,090 |
Canadian Dollar(CME) |
Mar04 |
040310 |
75.60 |
75.70 |
75.14 |
75.58 |
+0.06 |
9,346 |
39,443 |
-6,013 |
Jun04 |
040310 |
75.41 |
75.55 |
74.91 |
75.36 |
+0.05 |
10,085 |
29,569 |
+7,798 |
Sep04 |
040310 |
74.85 |
75.25 |
74.80 |
75.21 |
+0.03 |
10 |
2,147 |
+2 |
Dec04 |
040310 |
75.05 |
75.10 |
74.70 |
75.08 |
+0.03 |
21 |
1,516 |
+15 |
Total Volume and Open Interest |
19,494 |
72,882 |
+1,812 |
Japanese Yen(CME) |
Mar04 |
040310 |
90.20 |
90.30 |
89.91 |
90.22 |
+0.31 |
29,523 |
89,615 |
-20,147 |
Jun04 |
040310 |
90.45 |
90.60 |
90.16 |
90.48 |
+0.32 |
27,769 |
67,212 |
+17,547 |
Sep04 |
040310 |
90.60 |
90.75 |
90.55 |
90.75 |
+0.32 |
10 |
79 |
+5 |
Total Volume and Open Interest |
57,302 |
156,926 |
-2,595 |
Swiss Franc(CME) |
Mar04 |
040310 |
78.10 |
78.20 |
77.42 |
77.62 |
-0.65 |
12,836 |
22,792 |
-8,490 |
Jun04 |
040310 |
78.24 |
78.45 |
77.52 |
77.78 |
-0.65 |
14,874 |
29,212 |
+11,909 |
Sep04 |
040310 |
77.94 |
77.94 |
77.94 |
77.94 |
-0.65 |
6 |
18 |
+4 |
Total Volume and Open Interest |
27,716 |
52,178 |
+3,423 |
EuroFX(CME) |
Mar04 |
040310 |
123.01 |
123.30 |
122.00 |
122.31 |
-1.17 |
13,641 |
91,557 |
-15,066 |
Jun04 |
040310 |
122.69 |
123.00 |
121.66 |
122.01 |
-1.17 |
17,797 |
49,873 |
+17,073 |
Sep04 |
040310 |
122.00 |
122.00 |
121.70 |
121.75 |
-1.17 |
23 |
382 |
+12 |
Total Volume and Open Interest |
31,479 |
142,361 |
+2,026 |
Mexican Peso(CME) |
Mar04 |
040310 |
9150.0 |
9160.0 |
9105.0 |
9113.0 |
-2.0 |
3,654 |
29,007 |
-3,280 |
Jun04 |
040310 |
9048.0 |
9050.0 |
8985.0 |
9005.0 |
-2.0 |
5,201 |
24,417 |
+7,868 |
Total Volume and Open Interest |
8,859 |
54,432 |
+4,592 |
30-Year T-Bonds(CBOT) |
Mar04 |
040310 |
116~26 |
117~03 |
116~16 |
116~23 |
-0~04 |
11,282 |
61,518 |
-2,961 |
Jun04 |
040310 |
115~13 |
115~22 |
115~02 |
115~09 |
-0~04 |
310,871 |
510,165 |
+12,936 |
Sep04 |
040310 |
113~31 |
114~10 |
113~22 |
113~28 |
-0~04 |
947 |
11,677 |
+635 |
Total Volume and Open Interest |
323,105 |
583,731 |
+10,610 |
Municipal Bonds(CBOT) |
Mar04 |
040310 |
107~09 |
107~14 |
107~09 |
107~14 |
+0~01 |
181 |
1,496 |
-86 |
Jun04 |
040310 |
106~14 |
106~16 |
106~12 |
106~14 |
unch |
280 |
1,686 |
+115 |
Total Volume and Open Interest |
461 |
3,182 |
+29 |
10-Year T-Notes(CBOT) |
Mar04 |
040310 |
117~120 |
117~180 |
117~070 |
117~100 |
-0~035 |
47,950 |
127,254 |
-28,868 |
Jun04 |
040310 |
116~000 |
116~050 |
115~245 |
115~290 |
-0~040 |
806,833 |
1,218,101 |
+16,504 |
Total Volume and Open Interest |
855,153 |
1,355,399 |
-12,231 |
5-Year T-Notes(CBOT) |
Mar04 |
040310 |
114~290 |
115~015 |
114~280 |
114~285 |
-0~035 |
8,737 |
0 |
+0 |
Jun04 |
040310 |
113~230 |
113~265 |
113~175 |
113~215 |
-0~030 |
307,251 |
0 |
+0 |
Sep04 |
040310 |
112~180 |
112~180 |
112~180 |
112~180 |
-0~030 |
2 |
55 |
+0 |
Total Volume and Open Interest |
315,990 |
55 |
+0 |
2 Year T-Notes(CBOT) |
Mar04 |
040310 |
108~007 |
108~008 |
108~004 |
108~006 |
-0~006 |
3,323 |
47,114 |
-3,112 |
Jun04 |
040310 |
107~082 |
107~082 |
107~075 |
107~078 |
-0~006 |
7,132 |
152,989 |
-3,774 |
Total Volume and Open Interest |
10,455 |
200,103 |
-6,886 |
Eurodollars(CME) |
Mar04 |
040310 |
98.887 |
98.890 |
98.887 |
98.887 |
unch |
63,496 |
710,106 |
+1,209 |
Jun04 |
040310 |
98.825 |
98.825 |
98.810 |
98.815 |
-0.010 |
146,287 |
914,394 |
-15,849 |
Sep04 |
040310 |
98.685 |
98.685 |
98.660 |
98.670 |
-0.020 |
171,150 |
919,153 |
-9,695 |
Dec04 |
040310 |
98.445 |
98.450 |
98.420 |
98.430 |
-0.030 |
195,475 |
717,066 |
+16,243 |
Mar05 |
040310 |
98.165 |
98.175 |
98.130 |
98.150 |
-0.030 |
118,316 |
584,521 |
+6,889 |
Jun05 |
040310 |
97.840 |
97.855 |
97.810 |
97.830 |
-0.025 |
61,975 |
398,330 |
+4,822 |
Sep05 |
040310 |
97.510 |
97.535 |
97.480 |
97.515 |
-0.010 |
53,382 |
328,460 |
+2,508 |
Dec05 |
040310 |
97.200 |
97.240 |
97.185 |
97.220 |
unch |
54,208 |
236,108 |
+3,866 |
Mar06 |
040310 |
96.965 |
97.000 |
96.935 |
96.975 |
unch |
56,141 |
218,505 |
+11,164 |
Jun06 |
040310 |
96.735 |
96.765 |
96.700 |
96.750 |
+0.005 |
20,251 |
138,876 |
+3,093 |
Sep06 |
040310 |
96.510 |
96.570 |
96.500 |
96.540 |
+0.010 |
17,596 |
141,814 |
+2,461 |
Dec06 |
040310 |
96.305 |
96.360 |
96.290 |
96.335 |
+0.010 |
14,988 |
123,439 |
-1,010 |
Total Volume and Open Interest |
1,021,736 |
6,039,977 |
+26,914 |
3-Mth Euro-Yen(CME) |
Mar04 |
040310 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
22 |
8,084 |
-11 |
Jun04 |
040310 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1 |
11,047 |
-410 |
Sep04 |
040310 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
120 |
8,830 |
+10 |
Dec04 |
040310 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
195 |
7,912 |
+192 |
Mar05 |
040310 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.02 |
7 |
3,747 |
-184 |
Jun05 |
040310 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.04 |
0 |
1,309 |
-756 |
Sep05 |
040310 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.05 |
0 |
1,589 |
-68 |
Dec05 |
040310 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.06 |
0 |
1,029 |
+0 |
Mar06 |
040310 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.05 |
0 |
294 |
+0 |
Jun06 |
040310 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.08 |
0 |
47 |
+0 |
Total Volume and Open Interest |
345 |
45,184 |
-1,227 |
3-Mth Euro-Yen(SIMEX) |
Jun04 |
040310 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
475 |
70,859 |
+359 |
Sep04 |
040310 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
485 |
39,007 |
+297 |
Dec04 |
040310 |
99.86 |
99.88 |
99.86 |
99.87 |
+0.01 |
1,348 |
60,981 |
-115 |
Mar05 |
040310 |
99.80 |
99.82 |
99.80 |
99.82 |
+0.02 |
500 |
30,320 |
+32 |
Jun05 |
040310 |
99.76 |
99.79 |
99.76 |
99.79 |
+0.04 |
1,995 |
43,693 |
+796 |
Sep05 |
040310 |
99.68 |
99.69 |
99.68 |
99.69 |
+0.05 |
711 |
20,329 |
+288 |
Dec05 |
040310 |
99.54 |
99.58 |
99.54 |
99.58 |
+0.05 |
820 |
5,965 |
+99 |
Mar06 |
040310 |
99.47 |
99.50 |
99.47 |
99.47 |
+0.05 |
245 |
4,790 |
+60 |
Total Volume and Open Interest |
7,122 |
345,248 |
+1,858 |
German Euro-Bund(EUREX) |
Mar04 |
040308 |
116.42 |
116.69 |
116.31 |
116.67 |
+0.23 |
996,368 |
5,819 |
-338,915 |
Jun04 |
040310 |
115.89 |
115.99 |
115.76 |
115.96 |
-0.03 |
953,292 |
1,043,235 |
+194 |
Sep04 |
040310 |
115.48 |
115.69 |
115.36 |
115.69 |
+0.10 |
2,005 |
218 |
+122 |
Total Volume and Open Interest |
955,297 |
1,043,453 |
+316 |
German Euro-Bobl(EUREX) |
Mar04 |
040308 |
113.04 |
113.17 |
112.95 |
113.15 |
+0.06 |
538,543 |
44,738 |
-209,959 |
Jun04 |
040310 |
112.56 |
112.63 |
112.46 |
112.58 |
-0.03 |
609,580 |
757,746 |
-22,815 |
Sep04 |
040310 |
112.00 |
112.03 |
112.00 |
112.03 |
-0.03 |
846 |
3,233 |
+1 |
Total Volume and Open Interest |
610,426 |
760,979 |
-22,814 |
Long Gilt(LIFFE) |
Mar04 |
040310 |
109~28 |
110~00 |
109~27 |
109~29 |
-0~04 |
7,405 |
19,432 |
-2,928 |
Jun04 |
040310 |
109~15 |
109~20 |
109~12 |
109~15 |
-0~04 |
45,700 |
170,813 |
+5,952 |
Total Volume and Open Interest |
53,105 |
190,245 |
+3,024 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040310 |
95.72 |
95.73 |
95.71 |
95.72 |
unch |
25,771 |
186,244 |
+1,054 |
Jun04 |
040310 |
95.54 |
95.55 |
95.51 |
95.53 |
-0.03 |
43,087 |
222,558 |
+1,044 |
Sep04 |
040310 |
95.42 |
95.43 |
95.38 |
95.40 |
-0.04 |
57,318 |
166,258 |
+9,692 |
Total Volume and Open Interest |
219,177 |
1,180,744 |
+4,234 |
3-Mth Euribor(LIFFE) |
Mar04 |
040310 |
97.945 |
97.950 |
97.940 |
97.940 |
-0.010 |
75,453 |
548,479 |
+4,308 |
Jun04 |
040310 |
98.010 |
98.015 |
97.980 |
97.985 |
-0.040 |
126,239 |
580,715 |
-9,011 |
Sep04 |
040310 |
97.990 |
97.990 |
97.940 |
97.945 |
-0.060 |
148,770 |
493,440 |
-4,858 |
Total Volume and Open Interest |
692,465 |
3,168,470 |
+7,805 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040310 |
94.48 |
94.48 |
94.44 |
94.46 |
-0.02 |
12,666 |
85,257 |
-18,328 |
Jun04 |
040310 |
94.54 |
94.54 |
94.50 |
94.52 |
unch |
34,455 |
243,069 |
+26,832 |
Sep04 |
040310 |
94.50 |
94.50 |
94.47 |
94.50 |
+0.02 |
12,437 |
93,857 |
+2,307 |
Dec04 |
040310 |
94.47 |
94.47 |
94.43 |
94.46 |
+0.02 |
3,245 |
48,727 |
-119 |
Mar05 |
040310 |
94.40 |
94.42 |
94.39 |
94.42 |
+0.02 |
1,493 |
21,433 |
+130 |
Jun05 |
040310 |
94.35 |
94.37 |
94.35 |
94.37 |
+0.03 |
494 |
14,585 |
-265 |
Sep05 |
040310 |
94.31 |
94.33 |
94.31 |
94.33 |
+0.03 |
534 |
8,747 |
-12 |
Dec05 |
040310 |
94.26 |
94.28 |
94.26 |
94.28 |
+0.04 |
504 |
4,208 |
+334 |
Mar06 |
040310 |
94.23 |
94.25 |
94.22 |
94.25 |
+0.05 |
45 |
924 |
+45 |
Jun06 |
040310 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.07 |
0 |
1,343 |
+0 |
Total Volume and Open Interest |
65,873 |
523,090 |
+10,924 |
10-Year Aus T-Bonds(SFE) |
Mar04 |
040310 |
94.54 |
94.58 |
94.53 |
94.56 |
+0.03 |
26,467 |
220,931 |
-53,992 |
Jun04 |
040310 |
100.55 |
100.55 |
100.55 |
100.55 |
+6.04 |
1,030 |
15,228 |
+1,386 |
Total Volume and Open Interest |
27,497 |
236,159 |
-52,606 |
3-Year Aus T-Bonds(SFE) |
Mar04 |
040310 |
94.77 |
94.77 |
94.73 |
94.75 |
+0.03 |
50,987 |
572,795 |
-37,433 |
Jun04 |
040310 |
94.68 |
94.68 |
94.64 |
94.66 |
+0.03 |
7,046 |
58,757 |
+2,127 |
Total Volume and Open Interest |
58,033 |
631,552 |
-35,306 |
Gold(CMX) |
Apr04 |
040310 |
403.2 |
403.3 |
397.7 |
400.3 |
-4.2 |
42,615 |
125,152 |
+1,590 |
Jun04 |
040310 |
404.5 |
404.9 |
399.0 |
401.3 |
-4.2 |
3,418 |
39,988 |
+1,794 |
Aug04 |
040310 |
403.0 |
404.7 |
399.9 |
402.2 |
-4.2 |
81 |
8,269 |
+12 |
Oct04 |
040310 |
403.0 |
403.0 |
403.0 |
403.0 |
-4.2 |
275 |
2,131 |
-51 |
Dec04 |
040310 |
407.0 |
407.0 |
401.5 |
403.8 |
-4.2 |
489 |
23,691 |
+85 |
Feb05 |
040310 |
406.8 |
406.8 |
402.8 |
404.7 |
-4.2 |
205 |
2,804 |
-52 |
Total Volume and Open Interest |
47,207 |
230,009 |
+3,339 |
Silver(CMX) |
Mar04 |
040310 |
720.0 |
721.0 |
710.0 |
717.1 |
+0.5 |
91 |
458 |
-72 |
May04 |
040310 |
720.0 |
727.5 |
709.5 |
718.5 |
+0.5 |
16,662 |
85,127 |
+2,673 |
Jul04 |
040310 |
724.0 |
728.0 |
711.0 |
719.5 |
+0.5 |
1,049 |
8,538 |
+420 |
Sep04 |
040310 |
721.0 |
722.0 |
713.0 |
720.3 |
+0.4 |
66 |
2,186 |
+2 |
Dec04 |
040310 |
724.0 |
731.0 |
713.0 |
721.5 |
+0.3 |
736 |
14,727 |
-146 |
Total Volume and Open Interest |
18,958 |
116,299 |
+2,894 |
Platinum(NYM) |
Apr04 |
040310 |
909.0 |
924.0 |
903.0 |
923.6 |
+26.4 |
497 |
7,660 |
-17 |
Jul04 |
040310 |
904.0 |
913.1 |
902.0 |
913.1 |
+26.4 |
67 |
798 |
+9 |
Oct04 |
040310 |
902.1 |
902.1 |
902.1 |
902.1 |
+26.4 |
50 |
217 |
+40 |
Total Volume and Open Interest |
614 |
8,675 |
+32 |
Palladium(NYME) |
Mar04 |
040310 |
270.60 |
270.60 |
270.60 |
270.60 |
+11.85 |
4 |
517 |
-285 |
Jun04 |
040310 |
265.00 |
275.00 |
261.00 |
273.10 |
+11.65 |
1,045 |
11,147 |
+123 |
Sep04 |
040310 |
261.50 |
274.10 |
261.50 |
274.10 |
+11.65 |
0 |
53 |
+0 |
Total Volume and Open Interest |
1,052 |
11,897 |
-170 |
Copper(CMX) |
Mar04 |
040310 |
128.90 |
128.90 |
127.85 |
128.40 |
+1.40 |
1,025 |
1,860 |
-421 |
May04 |
040310 |
128.80 |
129.30 |
127.50 |
128.70 |
+1.50 |
13,456 |
47,461 |
-2,595 |
Jul04 |
040310 |
128.00 |
128.50 |
127.00 |
128.20 |
+1.55 |
905 |
7,355 |
+184 |
Sep04 |
040310 |
126.50 |
127.50 |
126.40 |
126.80 |
+1.65 |
264 |
3,457 |
+24 |
Dec04 |
040310 |
124.20 |
124.20 |
123.85 |
123.85 |
+1.70 |
393 |
6,982 |
+227 |
Total Volume and Open Interest |
16,605 |
74,980 |
-2,247 |
DJIA Index(CBOT) |
Mar04 |
040310 |
10461 |
10466 |
10255 |
10260 |
-183 |
11,258 |
46,779 |
+171 |
Jun04 |
040310 |
10435 |
10445 |
10230 |
10237 |
-182 |
1,932 |
3,065 |
+1,088 |
Sep04 |
040310 |
10340 |
10340 |
10215 |
10215 |
-183 |
0 |
244 |
+0 |
Dec04 |
040310 |
10200 |
10200 |
10200 |
10200 |
-183 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,190 |
50,092 |
+1,259 |
S & P 500(CME) |
Mar04 |
040310 |
1141.30 |
1141.50 |
1119.50 |
1120.30 |
-19.10 |
67,937 |
410,942 |
-17,637 |
Jun04 |
040310 |
1140.20 |
1140.50 |
1118.50 |
1119.20 |
-19.10 |
29,980 |
217,206 |
+22,006 |
Sep04 |
040310 |
1117.90 |
1117.90 |
1117.90 |
1117.90 |
-19.10 |
127 |
11,208 |
+3 |
Dec04 |
040310 |
1116.80 |
1116.80 |
1116.80 |
1116.80 |
-19.00 |
200 |
613 |
+200 |
Total Volume and Open Interest |
98,244 |
640,138 |
+4,572 |
S & P 500 E-Mini(Globex) |
Mar04 |
040310 |
1139.50 |
1141.75 |
1119.50 |
1120.25 |
-19.25 |
777,885 |
609,470 |
-12,020 |
Jun04 |
040310 |
1138.75 |
1140.50 |
1118.25 |
1119.25 |
-19.00 |
7,317 |
122,531 |
+3,196 |
Total Volume and Open Interest |
785,202 |
732,001 |
-8,824 |
NASDAQ 100(CME) |
Mar04 |
040310 |
1439.00 |
1448.00 |
1413.00 |
1414.50 |
-20.50 |
22,863 |
73,117 |
+1,947 |
Jun04 |
040310 |
1440.50 |
1451.00 |
1416.00 |
1417.50 |
-20.50 |
3,728 |
17,454 |
+3,045 |
Sep04 |
040310 |
1420.50 |
1420.50 |
1420.50 |
1420.50 |
-20.50 |
10 |
11 |
+3 |
Total Volume and Open Interest |
26,601 |
90,582 |
+4,995 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040310 |
1436.0 |
1448.5 |
1413.0 |
1414.5 |
-20.5 |
454,907 |
291,169 |
+12,846 |
Jun04 |
040310 |
1438.0 |
1450.5 |
1415.5 |
1417.5 |
-20.5 |
3,690 |
6,053 |
+1,484 |
Total Volume and Open Interest |
458,597 |
297,222 |
+14,330 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040310 |
606.50 |
606.75 |
594.00 |
594.25 |
-11.05 |
1,833 |
14,863 |
-1,360 |
Jun04 |
040310 |
604.25 |
604.25 |
594.35 |
594.35 |
-11.05 |
1,215 |
1,518 |
+1,198 |
Sep04 |
040310 |
595.05 |
595.05 |
595.05 |
595.05 |
-11.05 |
|
|
|
Total Volume and Open Interest |
3,048 |
16,381 |
-162 |
Russell 2000(CME) |
Mar04 |
040310 |
587.75 |
590.25 |
572.50 |
573.00 |
-12.25 |
2,118 |
23,776 |
-435 |
Jun04 |
040310 |
587.50 |
589.25 |
572.75 |
572.75 |
-12.25 |
966 |
3,765 |
+668 |
Sep04 |
040310 |
573.25 |
573.25 |
573.25 |
573.25 |
-12.25 |
|
|
|
Total Volume and Open Interest |
3,084 |
27,541 |
+233 |
Value Line(KCBT) |
Mar04 |
040310 |
1611.00 |
1611.00 |
1580.00 |
1580.00 |
-31.00 |
2 |
55 |
-2 |
Total Volume and Open Interest |
3 |
56 |
-1 |
Nikkei 225(CME) |
Mar04 |
040310 |
11450 |
11470 |
11290 |
11305 |
-205 |
11,897 |
33,696 |
-3,543 |
Jun04 |
040310 |
11425 |
11460 |
11260 |
11280 |
-210 |
9,282 |
16,358 |
+6,129 |
Total Volume and Open Interest |
21,179 |
50,067 |
+2,586 |
Nikkei 225(SIMEX) |
Mar04 |
040310 |
11465 |
11500 |
11355 |
11435 |
-105 |
83,039 |
165,030 |
-16,217 |
Jun04 |
040310 |
11440 |
11450 |
11310 |
11395 |
-105 |
58,361 |
86,671 |
+51,990 |
Sep04 |
040310 |
11380 |
11380 |
11380 |
11380 |
-105 |
|
|
|
Total Volume and Open Interest |
141,400 |
256,701 |
+35,773 |
CAC 40(MATIF) |
Mar04 |
040310 |
3714.0 |
3767.5 |
3707.5 |
3761.0 |
+17.5 |
72,029 |
464,474 |
-7,699 |
Apr04 |
040310 |
3711.0 |
3761.0 |
3711.0 |
3760.0 |
+18.0 |
9,451 |
4,966 |
+93 |
May04 |
040310 |
3718.0 |
3718.0 |
3718.0 |
3718.0 |
+18.0 |
|
|
|
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Mar04 |
040310 |
4061.0 |
4065.5 |
4015.5 |
4020.0 |
-36.0 |
127,344 |
294,244 |
-560 |
Jun04 |
040310 |
4080.5 |
4085.5 |
4036.0 |
4040.5 |
-36.5 |
12,124 |
28,952 |
+4,759 |
Sep04 |
040310 |
4095.0 |
4105.5 |
4058.5 |
4061.0 |
-36.5 |
961 |
4,790 |
-3 |
Total Volume and Open Interest |
140,429 |
327,986 |
+4,196 |
FT-SE 100(LIFFE) |
Mar04 |
040310 |
4508.50 |
4540.50 |
4508.50 |
4536.00 |
+3.50 |
86,070 |
366,624 |
-12,516 |
Jun04 |
040310 |
4524.50 |
4549.00 |
4519.00 |
4545.50 |
+4.50 |
33,796 |
67,183 |
+26,299 |
Sep04 |
040310 |
4545.50 |
4555.00 |
4541.00 |
4555.00 |
+3.50 |
0 |
12,925 |
+0 |
Total Volume and Open Interest |
120,166 |
464,005 |
+14,083 |
SPI 200(SFE) |
Mar04 |
040310 |
3412.0 |
3419.0 |
3406.0 |
3416.0 |
+1.0 |
10,422 |
165,126 |
-1,939 |
Jun04 |
040310 |
3425.0 |
3429.0 |
3418.0 |
3426.0 |
unch |
1,633 |
15,230 |
+434 |
Sep04 |
040310 |
3429.0 |
3435.0 |
3429.0 |
3435.0 |
-1.0 |
359 |
2,606 |
+358 |
Total Volume and Open Interest |
12,417 |
185,230 |
-1,183 |
GSCI(CME) |
Mar04 |
040310 |
273.50 |
273.75 |
270.50 |
273.70 |
-0.30 |
3,211 |
6,535 |
-2,943 |
Apr04 |
040310 |
271.50 |
272.40 |
269.40 |
271.90 |
-0.25 |
3,266 |
9,867 |
+3,156 |
May04 |
040310 |
268.25 |
268.25 |
268.25 |
268.25 |
-1.75 |
15 |
138 |
+15 |
Total Volume and Open Interest |
6,492 |
16,540 |
+228 |
Reuters CRB Index(NYBOT) |
Apr04 |
040310 |
271.50 |
272.00 |
270.00 |
271.50 |
-0.75 |
62 |
813 |
+2 |
Jun04 |
040310 |
271.00 |
271.25 |
271.00 |
271.25 |
-0.50 |
25 |
151 |
+16 |
Aug04 |
040310 |
270.00 |
270.00 |
270.00 |
270.00 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
87 |
968 |
+18 |
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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