|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri March 12, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040312 |
950.00 |
964.00 |
949.00 |
954.00 |
+10.00 |
831 |
577 |
-445 |
| May04 |
040312 |
950.00 |
959.50 |
944.00 |
955.75 |
+11.75 |
48,224 |
146,055 |
+62 |
| Jul04 |
040312 |
939.50 |
945.00 |
933.75 |
941.50 |
+7.75 |
13,062 |
53,336 |
+476 |
| Aug04 |
040312 |
899.00 |
900.00 |
892.00 |
896.50 |
+4.25 |
1,692 |
10,874 |
+136 |
| Sep04 |
040312 |
820.00 |
820.00 |
811.00 |
815.50 |
+1.50 |
776 |
6,813 |
+96 |
| Nov04 |
040312 |
743.00 |
743.50 |
734.00 |
738.75 |
-0.25 |
6,169 |
36,634 |
+123 |
| Jan05 |
040312 |
738.00 |
739.00 |
733.00 |
738.00 |
+2.00 |
287 |
1,444 |
+165 |
| Total Volume and Open Interest |
71,318 |
257,433 |
+795 |
| Soybean Meal(CBOT) |
| Mar04 |
040312 |
289.00 |
290.50 |
286.70 |
290.00 |
+4.50 |
732 |
462 |
-84 |
| May04 |
040312 |
288.50 |
293.40 |
287.20 |
292.70 |
+6.10 |
17,854 |
84,906 |
+2,494 |
| Jul04 |
040312 |
285.00 |
289.50 |
283.50 |
288.40 |
+6.10 |
8,606 |
41,001 |
+364 |
| Aug04 |
040312 |
274.00 |
276.80 |
272.50 |
275.80 |
+4.80 |
2,396 |
14,197 |
+620 |
| Sep04 |
040312 |
256.00 |
257.80 |
255.00 |
256.70 |
+2.70 |
1,332 |
12,392 |
+106 |
| Oct04 |
040312 |
224.00 |
225.00 |
222.50 |
224.40 |
+0.90 |
89 |
8,761 |
-63 |
| Dec04 |
040312 |
219.00 |
220.00 |
217.10 |
219.00 |
+1.00 |
1,587 |
20,035 |
+349 |
| Jan05 |
040312 |
219.50 |
219.50 |
217.50 |
218.10 |
+0.60 |
13 |
2,316 |
+13 |
| Total Volume and Open Interest |
32,748 |
186,867 |
+3,817 |
| Soybean Oil(CBOT) |
| Mar04 |
040312 |
33.50 |
33.50 |
33.05 |
33.05 |
-0.25 |
562 |
364 |
-254 |
| May04 |
040312 |
33.25 |
33.33 |
32.72 |
33.05 |
-0.14 |
14,214 |
92,577 |
-93 |
| Jul04 |
040312 |
33.05 |
33.10 |
32.50 |
32.87 |
-0.13 |
5,829 |
46,905 |
-1,055 |
| Aug04 |
040312 |
32.40 |
32.50 |
31.90 |
32.24 |
-0.08 |
307 |
7,969 |
-20 |
| Sep04 |
040312 |
31.50 |
31.50 |
30.90 |
31.15 |
-0.22 |
374 |
9,607 |
-41 |
| Oct04 |
040312 |
30.00 |
30.05 |
29.35 |
29.73 |
-0.22 |
235 |
6,850 |
+20 |
| Dec04 |
040312 |
28.70 |
28.75 |
28.13 |
28.33 |
-0.29 |
1,795 |
15,768 |
+737 |
| Jan05 |
040312 |
28.00 |
28.20 |
28.00 |
28.18 |
-0.24 |
25 |
828 |
+3 |
| Total Volume and Open Interest |
23,359 |
182,100 |
-685 |
| Canola(WCE) |
| Mar04 |
040312 |
412.0 |
412.0 |
412.0 |
412.0 |
+1.0 |
|
|
|
| May04 |
040312 |
417.0 |
417.5 |
415.0 |
416.7 |
+1.3 |
1,822 |
31,179 |
-2,187 |
| Jul04 |
040312 |
420.0 |
422.0 |
418.0 |
421.0 |
+1.8 |
1,855 |
14,864 |
+383 |
| Sep04 |
040312 |
373.5 |
373.5 |
373.5 |
373.5 |
unch |
|
|
|
| Nov04 |
040312 |
377.8 |
377.8 |
375.6 |
377.3 |
unch |
2,737 |
20,267 |
-236 |
| Total Volume and Open Interest |
6,520 |
66,587 |
-1,939 |
| Corn(CBOT) |
| Mar04 |
040312 |
297.00 |
297.00 |
292.50 |
295.50 |
+2.50 |
3,060 |
1,316 |
-1,463 |
| May04 |
040312 |
299.25 |
302.00 |
298.75 |
301.25 |
+2.25 |
32,960 |
329,227 |
+125 |
| Jul04 |
040312 |
303.00 |
305.50 |
302.50 |
304.75 |
+2.25 |
9,730 |
117,795 |
+2,014 |
| Sep04 |
040312 |
296.25 |
298.00 |
295.25 |
297.75 |
+2.50 |
1,328 |
21,059 |
+150 |
| Dec04 |
040312 |
292.25 |
295.00 |
292.25 |
294.75 |
+2.50 |
12,057 |
169,710 |
+3,295 |
| Mar05 |
040312 |
294.00 |
295.75 |
293.25 |
295.25 |
+2.50 |
622 |
12,690 |
+233 |
| Total Volume and Open Interest |
60,163 |
657,406 |
+4,454 |
| Wheat(CBOT) |
| Mar04 |
040312 |
354.00 |
359.00 |
354.00 |
357.00 |
+2.00 |
58 |
184 |
-47 |
| May04 |
040312 |
361.00 |
368.00 |
360.00 |
364.50 |
+3.25 |
22,465 |
84,816 |
+402 |
| Jul04 |
040312 |
366.50 |
370.25 |
364.00 |
367.75 |
+3.25 |
7,262 |
30,929 |
-124 |
| Sep04 |
040312 |
369.00 |
374.50 |
369.00 |
372.00 |
+3.00 |
1,133 |
5,879 |
+291 |
| Dec04 |
040312 |
379.50 |
383.50 |
378.50 |
381.50 |
+2.75 |
921 |
6,585 |
+1 |
| Total Volume and Open Interest |
31,891 |
128,915 |
+531 |
| Wheat(KCBT) |
| Mar04 |
040312 |
365.00 |
367.00 |
365.00 |
367.00 |
+5.00 |
4 |
12 |
-6 |
| May04 |
040312 |
367.00 |
374.00 |
366.00 |
371.75 |
+5.00 |
7,113 |
35,633 |
-420 |
| Jul04 |
040312 |
371.50 |
377.00 |
370.00 |
374.25 |
+3.25 |
3,143 |
17,991 |
-209 |
| Sep04 |
040312 |
375.00 |
381.50 |
375.00 |
376.50 |
+2.00 |
665 |
3,000 |
+238 |
| Dec04 |
040312 |
387.00 |
389.00 |
385.00 |
388.50 |
+4.50 |
145 |
3,282 |
+47 |
| Total Volume and Open Interest |
11,080 |
59,969 |
-340 |
| Wheat(MGE) |
| Mar04 |
040312 |
403.00 |
403.00 |
403.00 |
403.00 |
unch |
|
|
|
| May04 |
040312 |
404.50 |
409.00 |
402.50 |
407.00 |
+3.50 |
2,394 |
20,004 |
-531 |
| Jul04 |
040312 |
403.50 |
406.75 |
402.50 |
406.25 |
+3.00 |
588 |
7,242 |
+75 |
| Sep04 |
040312 |
405.00 |
407.25 |
403.00 |
406.00 |
+2.25 |
774 |
6,054 |
-155 |
| Dec04 |
040312 |
410.00 |
410.75 |
408.00 |
410.75 |
+3.50 |
151 |
3,086 |
+15 |
| Total Volume and Open Interest |
3,907 |
36,477 |
-596 |
| Oats(CBOT) |
| Mar04 |
040312 |
157.50 |
157.50 |
155.50 |
155.50 |
-1.50 |
11 |
23 |
-9 |
| May04 |
040312 |
160.50 |
161.50 |
159.25 |
161.50 |
+1.50 |
938 |
5,452 |
+249 |
| Jul04 |
040312 |
165.75 |
166.00 |
164.00 |
164.75 |
unch |
190 |
1,127 |
+55 |
| Sep04 |
040312 |
168.75 |
168.75 |
166.25 |
167.00 |
unch |
61 |
282 |
+37 |
| Total Volume and Open Interest |
1,372 |
7,972 |
+404 |
| Rough Rice(CBOT) |
| Mar04 |
040312 |
10.00 |
10.00 |
10.00 |
10.00 |
+0.01 |
12 |
13 |
-39 |
| May04 |
040312 |
10.22 |
10.29 |
10.05 |
10.24 |
+0.05 |
234 |
4,875 |
-64 |
| Jul04 |
040312 |
10.30 |
10.37 |
10.22 |
10.33 |
+0.06 |
45 |
824 |
-89 |
| Sep04 |
040312 |
9.14 |
9.20 |
9.14 |
9.20 |
+0.08 |
30 |
265 |
+12 |
| Total Volume and Open Interest |
469 |
6,533 |
-157 |
| Live Cattle(CME) |
| Apr04 |
040312 |
82.025 |
82.175 |
81.250 |
81.400 |
-0.425 |
15,253 |
32,829 |
-2,976 |
| Jun04 |
040312 |
76.400 |
76.475 |
75.850 |
75.875 |
-0.575 |
11,692 |
42,247 |
+5,410 |
| Aug04 |
040312 |
74.975 |
75.000 |
74.350 |
74.525 |
-0.450 |
1,880 |
13,976 |
+694 |
| Oct04 |
040312 |
76.750 |
76.975 |
76.400 |
76.500 |
-0.275 |
1,326 |
12,848 |
+251 |
| Dec04 |
040312 |
77.700 |
78.000 |
77.525 |
77.575 |
-0.125 |
320 |
4,504 |
+56 |
| Feb05 |
040312 |
79.550 |
79.550 |
79.100 |
79.250 |
-0.300 |
177 |
2,107 |
+93 |
| Total Volume and Open Interest |
30,692 |
108,611 |
+3,558 |
| Feeder Cattle(CME) |
| Mar04 |
040312 |
89.500 |
89.900 |
89.500 |
89.800 |
+0.350 |
372 |
1,756 |
-70 |
| Apr04 |
040312 |
88.050 |
89.150 |
87.850 |
88.375 |
+0.400 |
1,221 |
3,010 |
-353 |
| May04 |
040312 |
87.100 |
87.850 |
87.000 |
87.225 |
+0.100 |
977 |
5,734 |
+465 |
| Aug04 |
040312 |
88.800 |
88.950 |
88.400 |
88.750 |
-0.075 |
364 |
3,152 |
+80 |
| Sep04 |
040312 |
88.600 |
88.600 |
88.250 |
88.400 |
-0.350 |
41 |
308 |
+13 |
| Oct04 |
040312 |
88.500 |
88.550 |
88.125 |
88.350 |
-0.250 |
39 |
617 |
+6 |
| Nov04 |
040312 |
89.250 |
89.250 |
88.700 |
88.700 |
-0.675 |
13 |
112 |
+0 |
| Total Volume and Open Interest |
3,027 |
14,689 |
+141 |
| Lean Hogs(CME) |
| Apr04 |
040312 |
64.100 |
64.350 |
63.700 |
64.325 |
+0.600 |
8,084 |
18,226 |
-2,956 |
| May04 |
040312 |
64.000 |
64.250 |
63.500 |
63.925 |
-0.100 |
528 |
2,772 |
+170 |
| Jun04 |
040312 |
69.800 |
70.150 |
69.150 |
69.700 |
-0.200 |
5,811 |
26,845 |
+2,560 |
| Jul04 |
040312 |
65.800 |
66.200 |
65.400 |
65.725 |
-0.325 |
804 |
6,525 |
+317 |
| Aug04 |
040312 |
62.425 |
62.750 |
62.000 |
62.525 |
unch |
310 |
2,492 |
+101 |
| Oct04 |
040312 |
54.150 |
54.250 |
53.950 |
54.150 |
unch |
202 |
1,122 |
+48 |
| Dec04 |
040312 |
53.500 |
53.850 |
53.500 |
53.600 |
unch |
62 |
955 |
+19 |
| Feb05 |
040312 |
56.500 |
56.600 |
56.100 |
56.375 |
-0.025 |
48 |
160 |
+41 |
| Total Volume and Open Interest |
15,850 |
59,121 |
+299 |
| Pork Bellies(CME) |
| Mar04 |
040312 |
97.800 |
98.750 |
97.250 |
97.725 |
-0.600 |
110 |
359 |
-71 |
| May04 |
040312 |
97.900 |
99.000 |
97.250 |
97.500 |
-0.850 |
408 |
2,431 |
-86 |
| Jul04 |
040312 |
98.900 |
98.900 |
97.500 |
97.950 |
-0.975 |
35 |
581 |
+17 |
| Aug04 |
040312 |
94.100 |
94.500 |
94.100 |
94.500 |
-0.750 |
0 |
36 |
+0 |
| Feb05 |
040312 |
86.250 |
86.250 |
86.250 |
86.250 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
553 |
3,410 |
-140 |
| BFP Milk Class III(CME) |
| Mar04 |
040312 |
13.77 |
13.83 |
13.75 |
13.83 |
+0.06 |
12 |
2,741 |
-46 |
| Apr04 |
040312 |
15.85 |
16.60 |
15.80 |
16.34 |
+0.48 |
688 |
3,495 |
+324 |
| May04 |
040312 |
16.15 |
16.60 |
16.10 |
16.32 |
+0.16 |
473 |
3,344 |
+222 |
| Jun04 |
040312 |
15.97 |
16.50 |
15.65 |
15.95 |
-0.04 |
378 |
3,268 |
+172 |
| Jul04 |
040312 |
15.90 |
15.95 |
15.65 |
15.89 |
-0.06 |
265 |
3,051 |
+141 |
| Total Volume and Open Interest |
3,101 |
27,741 |
+1,148 |
| Cocoa(NYBOT) |
| Mar04 |
040312 |
1375 |
1402 |
1328 |
1402 |
+6 |
0 |
14 |
-5 |
| May04 |
040312 |
1398 |
1414 |
1391 |
1407 |
+6 |
3,629 |
37,448 |
+1,244 |
| Jul04 |
040312 |
1408 |
1418 |
1401 |
1415 |
+4 |
2,655 |
16,117 |
+135 |
| Sep04 |
040312 |
1420 |
1425 |
1414 |
1425 |
+4 |
495 |
12,215 |
-157 |
| Dec04 |
040312 |
1438 |
1440 |
1421 |
1439 |
+3 |
23 |
9,817 |
-42 |
| Mar05 |
040312 |
1450 |
1453 |
1445 |
1453 |
+5 |
549 |
8,014 |
-292 |
| May05 |
040312 |
1465 |
1465 |
1465 |
1465 |
+6 |
11 |
9,860 |
+0 |
| Total Volume and Open Interest |
8,483 |
103,291 |
+503 |
| Coffee "C"(NYBOT) |
| Mar04 |
040312 |
75.20 |
75.25 |
74.50 |
74.65 |
-0.10 |
49 |
583 |
-114 |
| May04 |
040312 |
76.50 |
77.25 |
75.45 |
76.05 |
-0.40 |
8,912 |
65,654 |
+1,580 |
| Jul04 |
040312 |
78.75 |
79.20 |
77.50 |
78.00 |
-0.45 |
1,403 |
14,086 |
+137 |
| Sep04 |
040312 |
80.50 |
81.25 |
79.50 |
80.00 |
-0.40 |
517 |
8,936 |
+64 |
| Dec04 |
040312 |
83.20 |
83.20 |
82.20 |
82.55 |
-0.40 |
344 |
5,482 |
-31 |
| Mar05 |
040312 |
85.60 |
85.70 |
85.05 |
85.05 |
-0.45 |
284 |
3,563 |
+12 |
| Total Volume and Open Interest |
11,523 |
99,425 |
+1,654 |
| Orange Juice(NYBOT) |
| May04 |
040312 |
62.50 |
62.80 |
62.00 |
62.20 |
-0.10 |
2,346 |
23,532 |
+541 |
| Jul04 |
040312 |
64.90 |
65.05 |
64.20 |
64.55 |
-0.20 |
396 |
4,682 |
+144 |
| Sep04 |
040312 |
67.40 |
67.40 |
66.80 |
66.85 |
-0.15 |
42 |
1,328 |
+12 |
| Nov04 |
040312 |
69.80 |
69.80 |
69.20 |
69.20 |
-0.05 |
27 |
1,115 |
+15 |
| Jan05 |
040312 |
72.45 |
72.45 |
71.55 |
71.55 |
-0.20 |
69 |
307 |
+60 |
| Total Volume and Open Interest |
3,168 |
32,998 |
+759 |
| Sugar #11(NYBOT) |
| May04 |
040312 |
6.70 |
6.78 |
6.66 |
6.68 |
+0.01 |
76,481 |
141,520 |
-2,006 |
| Jul04 |
040312 |
6.45 |
6.52 |
6.44 |
6.46 |
+0.06 |
18,682 |
41,697 |
+1,611 |
| Oct04 |
040312 |
6.38 |
6.44 |
6.36 |
6.38 |
+0.02 |
7,585 |
33,618 |
+900 |
| Mar05 |
040312 |
6.50 |
6.54 |
6.48 |
6.49 |
unch |
3,754 |
16,861 |
+1,247 |
| May05 |
040312 |
6.38 |
6.42 |
6.38 |
6.39 |
+0.02 |
1,276 |
7,205 |
+391 |
| Total Volume and Open Interest |
108,788 |
248,210 |
+2,265 |
| London Cocoa(LCE) |
| Mar04 |
040312 |
837 |
837 |
812 |
822 |
-3 |
1,962 |
9,949 |
-1,226 |
| May04 |
040312 |
826 |
833 |
811 |
822 |
unch |
4,750 |
47,086 |
+1,602 |
| Jul04 |
040312 |
847 |
851 |
831 |
840 |
unch |
1,203 |
20,872 |
-176 |
| Sep04 |
040312 |
865 |
865 |
845 |
856 |
+1 |
396 |
24,223 |
+9 |
| Dec04 |
040312 |
885 |
886 |
867 |
875 |
+1 |
447 |
37,149 |
+206 |
| Mar05 |
040312 |
891 |
892 |
881 |
892 |
+1 |
1,566 |
23,595 |
+1,377 |
| May05 |
040312 |
898 |
902 |
894 |
902 |
+1 |
92 |
5,906 |
+24 |
| Total Volume and Open Interest |
10,675 |
184,876 |
+1,887 |
| London Coffee(LCE) |
| Mar04 |
040312 |
690.00 |
711.00 |
689.00 |
689.00 |
+2.00 |
11 |
171 |
-99 |
| May04 |
040312 |
730.00 |
745.00 |
730.00 |
731.00 |
+5.00 |
2,860 |
60,782 |
-29 |
| Jul04 |
040312 |
752.00 |
765.00 |
751.00 |
753.00 |
+6.00 |
1,745 |
38,530 |
+927 |
| Sep04 |
040312 |
773.00 |
783.00 |
771.00 |
772.00 |
+6.00 |
624 |
21,941 |
+408 |
| Nov04 |
040312 |
788.00 |
799.00 |
786.00 |
788.00 |
+8.00 |
123 |
15,005 |
+71 |
| Jan05 |
040312 |
812.00 |
813.00 |
800.00 |
803.00 |
+7.00 |
194 |
9,326 |
+106 |
| Total Volume and Open Interest |
5,819 |
150,005 |
+1,602 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
| May04 |
040312 |
221.00 |
222.00 |
217.00 |
217.20 |
-2.10 |
2,975 |
27,516 |
+464 |
| Aug04 |
040312 |
214.20 |
215.20 |
211.90 |
212.10 |
-1.10 |
2,063 |
16,849 |
+314 |
| Oct04 |
040312 |
207.50 |
208.00 |
206.00 |
206.10 |
-1.10 |
1,343 |
8,497 |
+472 |
| Dec04 |
040312 |
205.00 |
206.50 |
204.80 |
205.10 |
-0.10 |
511 |
3,889 |
+93 |
| Total Volume and Open Interest |
7,349 |
61,687 |
+1,534 |
| Cotton(NYBOT) |
| May04 |
040312 |
65.25 |
65.75 |
64.58 |
64.62 |
-1.31 |
8,377 |
51,525 |
-287 |
| Jul04 |
040312 |
66.60 |
67.15 |
65.90 |
66.04 |
-1.31 |
2,172 |
17,440 |
+95 |
| Oct04 |
040312 |
64.70 |
64.90 |
64.65 |
64.65 |
-0.65 |
8 |
842 |
+5 |
| Dec04 |
040312 |
65.80 |
66.10 |
65.45 |
65.47 |
-0.73 |
950 |
10,810 |
+18 |
| Mar05 |
040312 |
67.65 |
67.65 |
67.65 |
67.65 |
-0.70 |
2 |
2,450 |
+1 |
| May05 |
040312 |
68.35 |
68.35 |
68.35 |
68.35 |
-0.70 |
0 |
393 |
+0 |
| Total Volume and Open Interest |
11,509 |
84,204 |
-168 |
| Lumber(CME) |
| Mar04 |
040312 |
364.0 |
374.8 |
362.5 |
372.0 |
+6.5 |
294 |
358 |
-127 |
| May04 |
040312 |
356.5 |
368.5 |
356.2 |
368.5 |
+10.0 |
552 |
2,538 |
+51 |
| Jul04 |
040312 |
351.2 |
359.9 |
349.6 |
358.8 |
+6.8 |
73 |
553 |
+15 |
| Sep04 |
040312 |
341.5 |
348.8 |
341.0 |
348.8 |
+7.8 |
11 |
188 |
+5 |
| Total Volume and Open Interest |
930 |
3,658 |
-56 |
| Crude Oil(NYM) |
| Apr04 |
040312 |
36.81 |
36.82 |
35.30 |
36.19 |
-0.59 |
95,428 |
118,785 |
-13,191 |
| May04 |
040312 |
36.00 |
36.10 |
34.80 |
35.57 |
-0.57 |
80,028 |
143,583 |
+15,785 |
| Jun04 |
040312 |
35.15 |
35.20 |
34.00 |
34.79 |
-0.49 |
19,681 |
64,663 |
+1,471 |
| Jul04 |
040312 |
34.50 |
34.52 |
33.40 |
34.15 |
-0.45 |
6,719 |
36,307 |
+293 |
| Aug04 |
040312 |
33.75 |
33.85 |
32.80 |
33.62 |
-0.41 |
3,192 |
26,259 |
+45 |
| Sep04 |
040312 |
33.25 |
33.25 |
32.35 |
33.18 |
-0.38 |
4,475 |
30,685 |
+1,202 |
| Oct04 |
040312 |
32.90 |
32.90 |
32.40 |
32.84 |
-0.36 |
2,569 |
24,858 |
+901 |
| Nov04 |
040312 |
32.60 |
32.60 |
32.50 |
32.51 |
-0.35 |
400 |
17,679 |
+178 |
| Dec04 |
040312 |
32.45 |
32.45 |
31.66 |
32.20 |
-0.34 |
7,490 |
51,736 |
-144 |
| Jan05 |
040312 |
32.00 |
32.00 |
31.40 |
31.88 |
-0.33 |
101 |
15,952 |
-100 |
| Feb05 |
040312 |
31.73 |
31.73 |
31.10 |
31.61 |
-0.32 |
0 |
7,070 |
+0 |
| Mar05 |
040312 |
31.46 |
31.46 |
31.35 |
31.35 |
-0.31 |
407 |
7,076 |
+275 |
| Apr05 |
040312 |
31.19 |
31.19 |
31.09 |
31.09 |
-0.30 |
100 |
5,405 |
-100 |
| May05 |
040312 |
30.86 |
30.86 |
30.86 |
30.86 |
-0.29 |
40 |
2,465 |
-25 |
| Jun05 |
040312 |
30.20 |
30.64 |
30.15 |
30.64 |
-0.28 |
1,100 |
13,214 |
+754 |
| Jul05 |
040312 |
30.44 |
30.44 |
30.44 |
30.44 |
-0.27 |
0 |
3,858 |
+0 |
| Total Volume and Open Interest |
225,701 |
670,255 |
+7,695 |
| Heating Oil(NYM) |
| Apr04 |
040312 |
88.50 |
89.00 |
85.60 |
87.89 |
-1.15 |
25,276 |
37,632 |
-3,522 |
| May04 |
040312 |
88.00 |
88.40 |
85.30 |
87.72 |
-1.07 |
14,420 |
36,747 |
+3,339 |
| Jun04 |
040312 |
87.50 |
87.50 |
85.00 |
87.02 |
-0.92 |
5,375 |
19,282 |
+386 |
| Jul04 |
040312 |
87.25 |
87.25 |
85.75 |
86.52 |
-0.87 |
1,630 |
15,774 |
+185 |
| Aug04 |
040312 |
86.30 |
87.00 |
85.00 |
86.42 |
-0.82 |
2,139 |
10,124 |
+957 |
| Sep04 |
040312 |
87.40 |
87.40 |
85.80 |
86.82 |
-0.77 |
716 |
4,610 |
+136 |
| Oct04 |
040312 |
87.90 |
87.90 |
86.40 |
87.32 |
-0.77 |
107 |
3,426 |
+0 |
| Nov04 |
040312 |
88.50 |
88.50 |
87.00 |
87.92 |
-0.77 |
255 |
3,535 |
+219 |
| Dec04 |
040312 |
87.00 |
88.52 |
86.80 |
88.52 |
-0.77 |
1,099 |
16,962 |
+171 |
| Jan05 |
040312 |
88.82 |
88.82 |
88.82 |
88.82 |
-0.72 |
49 |
4,014 |
+12 |
| Feb05 |
040312 |
88.47 |
88.47 |
88.47 |
88.47 |
-0.72 |
52 |
2,288 |
+2 |
| Mar05 |
040312 |
85.87 |
85.87 |
85.87 |
85.87 |
-0.72 |
5 |
4,657 |
+5 |
| Total Volume and Open Interest |
51,173 |
159,764 |
+1,940 |
| Unleaded Gas(NYM) |
| Apr04 |
040312 |
110.70 |
111.80 |
107.10 |
109.73 |
-2.30 |
34,277 |
50,204 |
-2,095 |
| May04 |
040312 |
110.00 |
110.60 |
106.90 |
109.06 |
-1.91 |
21,869 |
44,810 |
+5,228 |
| Jun04 |
040312 |
107.50 |
109.00 |
105.50 |
107.31 |
-1.76 |
3,749 |
16,023 |
+16 |
| Jul04 |
040312 |
105.70 |
106.40 |
103.00 |
104.76 |
-1.71 |
1,878 |
9,306 |
-60 |
| Aug04 |
040312 |
103.00 |
103.00 |
100.20 |
101.96 |
-1.66 |
961 |
7,830 |
-265 |
| Sep04 |
040312 |
98.55 |
98.80 |
96.70 |
98.21 |
-1.61 |
1,130 |
11,539 |
+65 |
| Oct04 |
040312 |
92.70 |
93.61 |
92.70 |
93.61 |
-1.51 |
238 |
3,413 |
-11 |
| Nov04 |
040312 |
91.01 |
91.01 |
91.01 |
91.01 |
-1.41 |
99 |
890 |
+58 |
| Dec04 |
040312 |
89.50 |
89.50 |
89.31 |
89.31 |
-1.31 |
72 |
2,843 |
+35 |
| Jan05 |
040312 |
88.41 |
88.41 |
88.41 |
88.41 |
-1.31 |
0 |
1,928 |
+0 |
| Feb05 |
040312 |
88.26 |
88.26 |
88.26 |
88.26 |
-1.31 |
0 |
1,507 |
+0 |
| Mar05 |
040312 |
88.71 |
88.71 |
88.71 |
88.71 |
-1.31 |
63 |
67 |
+63 |
| Total Volume and Open Interest |
64,336 |
150,360 |
+3,034 |
| Natural Gas(NYM) |
| Apr04 |
040312 |
5.610 |
5.650 |
5.490 |
5.596 |
-0.047 |
41,561 |
35,205 |
+531 |
| May04 |
040312 |
5.710 |
5.730 |
5.580 |
5.684 |
-0.051 |
18,300 |
45,164 |
+2,875 |
| Jun04 |
040312 |
5.740 |
5.750 |
5.620 |
5.717 |
-0.053 |
3,696 |
22,607 |
-30 |
| Jul04 |
040312 |
5.770 |
5.780 |
5.670 |
5.752 |
-0.056 |
2,953 |
19,992 |
-30 |
| Aug04 |
040312 |
5.770 |
5.790 |
5.675 |
5.767 |
-0.056 |
3,684 |
16,891 |
+663 |
| Sep04 |
040312 |
5.750 |
5.750 |
5.670 |
5.734 |
-0.059 |
1,853 |
16,452 |
+571 |
| Oct04 |
040312 |
5.760 |
5.780 |
5.670 |
5.744 |
-0.059 |
1,609 |
17,009 |
+42 |
| Nov04 |
040312 |
5.920 |
5.920 |
5.840 |
5.904 |
-0.059 |
495 |
11,423 |
-55 |
| Dec04 |
040312 |
6.090 |
6.090 |
6.000 |
6.059 |
-0.064 |
2,022 |
15,112 |
+235 |
| Jan05 |
040312 |
6.180 |
6.205 |
6.125 |
6.189 |
-0.064 |
1,218 |
13,561 |
+384 |
| Feb05 |
040312 |
6.120 |
6.130 |
6.060 |
6.126 |
-0.057 |
699 |
11,200 |
-27 |
| Mar05 |
040312 |
5.920 |
5.920 |
5.860 |
5.904 |
-0.054 |
707 |
10,124 |
+52 |
| Apr05 |
040312 |
5.300 |
5.300 |
5.240 |
5.279 |
-0.039 |
198 |
10,052 |
-51 |
| May05 |
040312 |
5.120 |
5.144 |
5.110 |
5.144 |
-0.034 |
395 |
5,324 |
+44 |
| Jun05 |
040312 |
5.150 |
5.156 |
5.120 |
5.156 |
-0.032 |
107 |
5,154 |
-86 |
| Jul05 |
040312 |
5.180 |
5.186 |
5.150 |
5.186 |
-0.032 |
75 |
11,041 |
-33 |
| Total Volume and Open Interest |
80,220 |
320,685 |
+5,412 |
| Brent Crude Oil(IPE) |
| Apr04 |
040312 |
33.13 |
33.13 |
31.65 |
32.24 |
-0.59 |
34,763 |
54,821 |
-12,077 |
| May04 |
040312 |
32.56 |
32.61 |
31.05 |
31.69 |
-0.54 |
52,914 |
95,631 |
+6,958 |
| Jun04 |
040312 |
32.25 |
32.27 |
30.86 |
31.39 |
-0.57 |
22,460 |
65,356 |
+9,075 |
| Jul04 |
040312 |
31.98 |
31.98 |
30.70 |
31.13 |
-0.56 |
4,052 |
18,795 |
+1,256 |
| Aug04 |
040312 |
31.58 |
31.66 |
30.50 |
30.87 |
-0.55 |
1,986 |
9,191 |
-296 |
| Sep04 |
040312 |
30.70 |
30.70 |
30.60 |
30.60 |
-0.54 |
1,143 |
13,744 |
+698 |
| Oct04 |
040312 |
31.06 |
31.08 |
30.34 |
30.34 |
-0.52 |
334 |
7,840 |
+307 |
| Nov04 |
040312 |
30.25 |
30.25 |
30.08 |
30.08 |
-0.50 |
0 |
6,437 |
+0 |
| Dec04 |
040312 |
30.47 |
30.52 |
29.49 |
29.82 |
-0.49 |
4,813 |
25,629 |
+591 |
| Jan05 |
040312 |
30.18 |
30.18 |
29.53 |
29.53 |
-0.47 |
150 |
4,494 |
+0 |
| Feb05 |
040312 |
29.29 |
29.29 |
29.29 |
29.29 |
-0.45 |
150 |
3,125 |
+0 |
| Mar05 |
040312 |
29.05 |
29.05 |
29.05 |
29.05 |
-0.43 |
150 |
3,121 |
-151 |
| Total Volume and Open Interest |
124,095 |
356,678 |
+7,211 |
| Gas Oil(IPE) |
| Apr04 |
040312 |
279.50 |
280.50 |
263.75 |
265.75 |
-7.50 |
22,994 |
52,054 |
+2,762 |
| May04 |
040312 |
275.00 |
275.00 |
259.50 |
261.00 |
-7.75 |
8,217 |
21,723 |
+3,548 |
| Jun04 |
040312 |
271.25 |
271.25 |
258.75 |
258.75 |
-7.50 |
1,621 |
17,985 |
-344 |
| Jul04 |
040312 |
268.00 |
268.50 |
257.50 |
257.50 |
-7.25 |
141 |
7,930 |
+105 |
| Aug04 |
040312 |
263.00 |
263.00 |
256.75 |
256.75 |
-7.25 |
100 |
4,698 |
+24 |
| Sep04 |
040312 |
268.25 |
268.50 |
256.75 |
256.75 |
-7.50 |
562 |
6,900 |
+558 |
| Oct04 |
040312 |
258.75 |
258.75 |
257.00 |
257.00 |
-7.25 |
100 |
3,966 |
+100 |
| Nov04 |
040312 |
258.25 |
258.25 |
257.00 |
257.00 |
-7.00 |
0 |
4,465 |
+0 |
| Dec04 |
040312 |
266.00 |
266.00 |
256.25 |
256.25 |
-7.00 |
800 |
12,753 |
+196 |
| Jan05 |
040312 |
254.50 |
254.50 |
254.50 |
254.50 |
-6.75 |
350 |
2,630 |
+350 |
| Total Volume and Open Interest |
44,570 |
149,686 |
+944 |
| US Dollar Index(NYBOT) |
| Mar04 |
040312 |
88.84 |
89.44 |
88.84 |
89.09 |
+0.60 |
410 |
4,079 |
-282 |
| Jun04 |
040312 |
88.74 |
89.89 |
88.74 |
89.58 |
+0.67 |
2,711 |
8,964 |
+123 |
| Sep04 |
040312 |
90.28 |
90.28 |
90.00 |
90.03 |
+0.70 |
0 |
2,013 |
+0 |
| Total Volume and Open Interest |
3,121 |
15,071 |
-159 |
| Australian Dollar(CME) |
| Mar04 |
040312 |
73.07 |
73.35 |
72.85 |
73.21 |
-0.66 |
6,351 |
24,320 |
-1,720 |
| Jun04 |
040312 |
72.29 |
72.62 |
72.05 |
72.42 |
-0.65 |
8,678 |
31,179 |
+2,459 |
| Sep04 |
040312 |
71.60 |
71.63 |
71.32 |
71.63 |
-0.64 |
1 |
831 |
+1 |
| Total Volume and Open Interest |
15,041 |
56,532 |
+738 |
| British Pound(CME) |
| Mar04 |
040312 |
179.60 |
180.32 |
179.20 |
180.22 |
-0.63 |
8,580 |
33,729 |
-1,888 |
| Jun04 |
040312 |
178.17 |
178.86 |
177.65 |
178.83 |
-0.62 |
11,172 |
35,777 |
+2,545 |
| Sep04 |
040312 |
177.38 |
177.38 |
177.38 |
177.38 |
-0.62 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
19,752 |
69,887 |
+657 |
| Canadian Dollar(CME) |
| Mar04 |
040312 |
75.05 |
75.25 |
74.68 |
74.87 |
-0.88 |
6,086 |
29,575 |
-1,896 |
| Jun04 |
040312 |
74.83 |
75.08 |
74.46 |
74.67 |
-0.86 |
7,495 |
37,306 |
+1,706 |
| Sep04 |
040312 |
74.73 |
74.75 |
74.35 |
74.54 |
-0.84 |
274 |
2,410 |
+223 |
| Dec04 |
040312 |
74.75 |
74.75 |
74.22 |
74.43 |
-0.82 |
77 |
1,615 |
+38 |
| Total Volume and Open Interest |
14,011 |
71,190 |
+94 |
| Japanese Yen(CME) |
| Mar04 |
040312 |
89.82 |
90.38 |
89.79 |
90.16 |
-0.01 |
12,952 |
69,618 |
-9,242 |
| Jun04 |
040312 |
90.08 |
90.70 |
90.00 |
90.41 |
-0.02 |
13,059 |
84,992 |
+7,897 |
| Sep04 |
040312 |
90.40 |
90.68 |
90.40 |
90.68 |
-0.02 |
4 |
105 |
+0 |
| Total Volume and Open Interest |
26,015 |
154,735 |
-1,345 |
| Swiss Franc(CME) |
| Mar04 |
040312 |
78.00 |
78.18 |
77.64 |
77.94 |
-0.64 |
2,579 |
20,349 |
-242 |
| Jun04 |
040312 |
78.19 |
78.50 |
77.80 |
78.10 |
-0.64 |
7,185 |
33,575 |
-942 |
| Sep04 |
040312 |
78.26 |
78.26 |
78.26 |
78.26 |
-0.64 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
9,764 |
54,103 |
-1,184 |
| EuroFX(CME) |
| Mar04 |
040312 |
122.36 |
122.67 |
121.76 |
122.22 |
-0.94 |
8,319 |
72,385 |
-3,371 |
| Jun04 |
040312 |
122.07 |
122.40 |
121.42 |
121.92 |
-0.94 |
15,048 |
70,611 |
+9,671 |
| Sep04 |
040312 |
121.35 |
121.66 |
121.35 |
121.66 |
-0.94 |
119 |
512 |
+48 |
| Total Volume and Open Interest |
23,502 |
144,058 |
+6,345 |
| Mexican Peso(CME) |
| Mar04 |
040312 |
9100.0 |
9125.0 |
9080.0 |
9115.0 |
-7.0 |
4,352 |
23,029 |
-3,010 |
| Jun04 |
040312 |
8985.0 |
9015.0 |
8950.0 |
9007.0 |
-8.0 |
10,680 |
35,121 |
+6,610 |
| Total Volume and Open Interest |
15,092 |
59,167 |
+3,596 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040312 |
117~03 |
117~04 |
116~09 |
116~13 |
-0~07 |
13,778 |
47,711 |
-9,609 |
| Jun04 |
040312 |
115~21 |
115~27 |
114~25 |
114~30 |
-0~08 |
384,588 |
518,859 |
+6,038 |
| Sep04 |
040312 |
114~00 |
114~00 |
113~17 |
113~17 |
-0~08 |
1,131 |
11,443 |
-230 |
| Total Volume and Open Interest |
399,501 |
578,385 |
-3,801 |
| Municipal Bonds(CBOT) |
| Mar04 |
040312 |
107~13 |
107~18 |
107~07 |
107~09 |
-0~03 |
96 |
1,469 |
-24 |
| Jun04 |
040312 |
106~11 |
106~21 |
106~06 |
106~06 |
-0~03 |
132 |
1,696 |
+9 |
| Total Volume and Open Interest |
228 |
3,165 |
-15 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040312 |
117~200 |
117~270 |
117~045 |
117~080 |
-0~015 |
49,132 |
89,167 |
-14,261 |
| Jun04 |
040312 |
116~095 |
116~120 |
115~220 |
115~260 |
-0~020 |
997,158 |
1,249,094 |
+38,828 |
| Total Volume and Open Interest |
1,047,250 |
1,349,276 |
+25,094 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040312 |
114~310 |
115~005 |
114~260 |
114~260 |
-0~025 |
12,564 |
0 |
+0 |
| Jun04 |
040312 |
113~290 |
113~295 |
113~200 |
113~205 |
-0~010 |
331,450 |
0 |
+0 |
| Sep04 |
040312 |
112~170 |
112~170 |
112~170 |
112~170 |
-0~010 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
344,014 |
55 |
+0 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040312 |
108~012 |
108~013 |
108~006 |
108~006 |
+0~001 |
5,650 |
36,999 |
-7,463 |
| Jun04 |
040312 |
107~088 |
107~088 |
107~078 |
107~080 |
+0~002 |
8,398 |
151,977 |
+95 |
| Total Volume and Open Interest |
14,048 |
188,976 |
-7,368 |
| Eurodollars(CME) |
| Mar04 |
040312 |
98.890 |
98.893 |
98.890 |
98.890 |
+0.003 |
79,081 |
688,154 |
-6,822 |
| Jun04 |
040312 |
98.825 |
98.830 |
98.815 |
98.820 |
+0.005 |
157,483 |
892,158 |
-11,475 |
| Sep04 |
040312 |
98.700 |
98.705 |
98.675 |
98.675 |
+0.005 |
159,890 |
901,890 |
-13,092 |
| Dec04 |
040312 |
98.475 |
98.480 |
98.435 |
98.440 |
unch |
217,580 |
729,015 |
+7,865 |
| Mar05 |
040312 |
98.200 |
98.200 |
98.150 |
98.155 |
-0.005 |
133,976 |
589,639 |
+16,202 |
| Jun05 |
040312 |
97.880 |
97.880 |
97.815 |
97.820 |
-0.015 |
77,693 |
397,720 |
-3,013 |
| Sep05 |
040312 |
97.560 |
97.565 |
97.495 |
97.500 |
-0.015 |
48,332 |
331,740 |
+1,772 |
| Dec05 |
040312 |
97.265 |
97.265 |
97.190 |
97.200 |
-0.020 |
44,343 |
235,139 |
-1,417 |
| Mar06 |
040312 |
97.025 |
97.025 |
96.950 |
96.950 |
-0.025 |
26,784 |
212,694 |
-2,923 |
| Jun06 |
040312 |
96.795 |
96.795 |
96.720 |
96.720 |
-0.025 |
17,329 |
144,849 |
+729 |
| Sep06 |
040312 |
96.580 |
96.580 |
96.510 |
96.510 |
-0.020 |
15,113 |
144,008 |
-721 |
| Dec06 |
040312 |
96.375 |
96.375 |
96.300 |
96.300 |
-0.025 |
13,507 |
124,252 |
-1,128 |
| Total Volume and Open Interest |
1,045,756 |
6,002,896 |
-12,205 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040312 |
99.92 |
99.92 |
99.91 |
99.92 |
+0.01 |
257 |
7,197 |
-803 |
| Jun04 |
040312 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
312 |
10,916 |
-101 |
| Sep04 |
040312 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
254 |
8,683 |
-133 |
| Dec04 |
040312 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
80 |
7,800 |
-265 |
| Mar05 |
040312 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
400 |
4,189 |
+429 |
| Jun05 |
040312 |
99.78 |
99.78 |
99.78 |
99.78 |
-0.01 |
520 |
1,878 |
+504 |
| Sep05 |
040312 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
5 |
1,619 |
+30 |
| Dec05 |
040312 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
1,029 |
-3 |
| Mar06 |
040312 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
294 |
+0 |
| Jun06 |
040312 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
0 |
72 |
+0 |
| Total Volume and Open Interest |
1,828 |
44,973 |
-342 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040312 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,744 |
71,129 |
+639 |
| Sep04 |
040312 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
2,275 |
40,401 |
+282 |
| Dec04 |
040312 |
99.88 |
99.88 |
99.87 |
99.88 |
+0.01 |
3,471 |
61,379 |
+297 |
| Mar05 |
040312 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
1,603 |
30,435 |
-1,611 |
| Jun05 |
040312 |
99.79 |
99.79 |
99.78 |
99.78 |
unch |
3,320 |
42,191 |
-1,758 |
| Sep05 |
040312 |
99.70 |
99.70 |
99.69 |
99.69 |
unch |
1,449 |
23,175 |
+792 |
| Dec05 |
040312 |
99.58 |
99.60 |
99.58 |
99.60 |
unch |
508 |
6,505 |
+231 |
| Mar06 |
040312 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
2 |
5,278 |
-2 |
| Total Volume and Open Interest |
15,946 |
350,532 |
-713 |
| German Euro-Bund(EUREX) |
| Jun04 |
040312 |
116.25 |
116.36 |
115.96 |
116.02 |
+0.06 |
1,290,799 |
1,046,857 |
+32,454 |
| Sep04 |
040312 |
115.80 |
115.80 |
115.63 |
115.63 |
+0.02 |
2,553 |
270 |
+0 |
| Dec04 |
040312 |
114.91 |
114.91 |
114.91 |
114.91 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
1,293,352 |
1,047,127 |
+32,454 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040312 |
112.82 |
112.91 |
112.59 |
112.65 |
+0.04 |
990,895 |
748,508 |
+3,613 |
| Sep04 |
040312 |
112.13 |
112.13 |
112.13 |
112.13 |
+0.04 |
102 |
3,235 |
+2 |
| Dec04 |
040312 |
111.24 |
111.24 |
111.24 |
111.24 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
990,997 |
751,743 |
+3,615 |
| Long Gilt(LIFFE) |
| Mar04 |
040312 |
109~31 |
110~01 |
109~31 |
110~01 |
+0~02 |
661 |
17,154 |
-571 |
| Jun04 |
040312 |
109~28 |
109~28 |
109~14 |
109~19 |
+0~02 |
54,701 |
168,640 |
+359 |
| Total Volume and Open Interest |
55,362 |
185,794 |
-212 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040312 |
95.75 |
95.76 |
95.72 |
95.73 |
+0.01 |
30,472 |
178,661 |
-2,565 |
| Jun04 |
040312 |
95.59 |
95.62 |
95.57 |
95.59 |
+0.03 |
123,309 |
242,275 |
+16,851 |
| Sep04 |
040312 |
95.50 |
95.52 |
95.46 |
95.49 |
+0.04 |
113,590 |
173,618 |
+4,122 |
| Total Volume and Open Interest |
514,187 |
1,214,399 |
+35,167 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040312 |
97.945 |
97.950 |
97.945 |
97.945 |
unch |
79,008 |
530,974 |
-16,662 |
| Jun04 |
040312 |
98.025 |
98.040 |
98.000 |
98.005 |
unch |
182,615 |
611,337 |
+15,467 |
| Sep04 |
040312 |
98.000 |
98.035 |
97.970 |
97.980 |
unch |
195,103 |
474,827 |
-225 |
| Total Volume and Open Interest |
1,016,951 |
3,180,725 |
-389 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040311 |
94.46 |
94.46 |
94.43 |
94.45 |
-0.01 |
14,988 |
63,866 |
-21,391 |
| Jun04 |
040312 |
94.58 |
94.62 |
94.58 |
94.60 |
+0.04 |
58,485 |
260,566 |
+46,693 |
| Sep04 |
040312 |
94.62 |
94.67 |
94.62 |
94.63 |
+0.05 |
35,755 |
131,327 |
+22,170 |
| Dec04 |
040312 |
94.67 |
94.67 |
94.62 |
94.62 |
+0.06 |
13,830 |
57,282 |
+10,401 |
| Mar05 |
040312 |
94.60 |
94.62 |
94.58 |
94.59 |
+0.08 |
4,648 |
25,474 |
+3,662 |
| Jun05 |
040312 |
94.55 |
94.58 |
94.54 |
94.55 |
+0.09 |
2,855 |
16,029 |
+2,007 |
| Sep05 |
040312 |
94.51 |
94.54 |
94.51 |
94.51 |
+0.10 |
1,011 |
9,963 |
+986 |
| Dec05 |
040312 |
94.48 |
94.48 |
94.46 |
94.46 |
+0.09 |
665 |
5,151 |
+640 |
| Mar06 |
040312 |
94.44 |
94.44 |
94.43 |
94.44 |
+0.12 |
207 |
1,422 |
+147 |
| Jun06 |
040312 |
94.42 |
94.42 |
94.42 |
94.42 |
+0.13 |
242 |
1,583 |
+240 |
| Total Volume and Open Interest |
132,926 |
512,342 |
+25,685 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040312 |
94.68 |
94.76 |
94.68 |
94.70 |
+0.08 |
88,899 |
247,634 |
+35,180 |
| Jun04 |
040312 |
94.67 |
94.75 |
94.67 |
94.68 |
+0.09 |
75,474 |
126,059 |
+72,960 |
| Total Volume and Open Interest |
164,373 |
373,693 |
+108,140 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040312 |
94.90 |
94.99 |
94.90 |
94.93 |
+0.11 |
205,671 |
638,228 |
+140,114 |
| Jun04 |
040312 |
94.81 |
94.88 |
94.81 |
94.82 |
+0.09 |
100,793 |
201,603 |
+102,322 |
| Total Volume and Open Interest |
306,464 |
839,831 |
+242,436 |
| Gold(CMX) |
| Apr04 |
040312 |
401.0 |
401.3 |
395.1 |
395.6 |
-5.4 |
35,278 |
128,882 |
-938 |
| Jun04 |
040312 |
402.0 |
402.5 |
396.1 |
396.6 |
-5.4 |
2,581 |
42,386 |
+1,187 |
| Aug04 |
040312 |
401.5 |
401.5 |
397.5 |
397.5 |
-5.4 |
321 |
8,287 |
+70 |
| Oct04 |
040312 |
400.5 |
402.0 |
398.3 |
398.3 |
-5.4 |
4 |
2,443 |
-8 |
| Dec04 |
040312 |
405.0 |
405.0 |
398.3 |
399.1 |
-5.4 |
248 |
23,814 |
+20 |
| Feb05 |
040312 |
400.0 |
400.0 |
400.0 |
400.0 |
-5.4 |
0 |
2,796 |
+1 |
| Total Volume and Open Interest |
38,794 |
236,632 |
+369 |
| Silver(CMX) |
| Mar04 |
040312 |
712.0 |
712.0 |
700.0 |
705.1 |
-13.0 |
80 |
460 |
-45 |
| May04 |
040312 |
718.0 |
722.0 |
694.0 |
706.3 |
-13.0 |
14,450 |
85,938 |
-16 |
| Jul04 |
040312 |
717.0 |
723.5 |
695.0 |
707.3 |
-13.0 |
589 |
9,137 |
+61 |
| Sep04 |
040312 |
707.0 |
714.0 |
700.0 |
708.2 |
-12.9 |
111 |
2,201 |
+5 |
| Dec04 |
040312 |
723.5 |
723.5 |
698.0 |
709.4 |
-12.9 |
520 |
14,876 |
+47 |
| Total Volume and Open Interest |
16,428 |
118,619 |
+560 |
| Platinum(NYM) |
| Apr04 |
040312 |
909.9 |
910.5 |
903.0 |
907.1 |
+4.3 |
1,111 |
7,784 |
-237 |
| Jul04 |
040312 |
895.0 |
898.0 |
894.0 |
897.1 |
+4.8 |
179 |
954 |
+45 |
| Oct04 |
040312 |
885.6 |
885.6 |
885.6 |
885.6 |
+4.3 |
36 |
232 |
+15 |
| Total Volume and Open Interest |
1,326 |
8,970 |
-177 |
| Palladium(NYME) |
| Mar04 |
040312 |
276.55 |
276.55 |
276.55 |
276.55 |
+0.60 |
160 |
474 |
+15 |
| Jun04 |
040312 |
282.00 |
284.00 |
275.00 |
278.55 |
+0.70 |
827 |
11,230 |
-47 |
| Sep04 |
040312 |
279.55 |
279.55 |
279.55 |
279.55 |
+0.70 |
1 |
55 |
+1 |
| Total Volume and Open Interest |
999 |
11,948 |
-23 |
| Copper(CMX) |
| Mar04 |
040312 |
132.20 |
133.50 |
130.60 |
130.90 |
-2.65 |
283 |
1,479 |
-181 |
| May04 |
040312 |
132.60 |
134.40 |
130.00 |
131.35 |
-2.55 |
11,192 |
47,900 |
+1,136 |
| Jul04 |
040312 |
131.80 |
133.20 |
129.70 |
130.55 |
-2.55 |
595 |
7,569 |
-38 |
| Sep04 |
040312 |
128.70 |
128.70 |
128.65 |
128.65 |
-2.65 |
77 |
3,463 |
-10 |
| Dec04 |
040312 |
127.40 |
127.40 |
124.50 |
125.45 |
-2.45 |
49 |
6,953 |
-21 |
| Total Volume and Open Interest |
12,412 |
75,135 |
+860 |
| DJIA Index(CBOT) |
| Mar04 |
040312 |
10145 |
10243 |
10145 |
10228 |
+110 |
14,902 |
42,899 |
-2,186 |
| Jun04 |
040312 |
10125 |
10224 |
10120 |
10205 |
+110 |
22,637 |
15,294 |
+8,597 |
| Sep04 |
040312 |
10175 |
10183 |
10175 |
10183 |
+110 |
0 |
245 |
+0 |
| Dec04 |
040312 |
10168 |
10168 |
10168 |
10168 |
+110 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
37,539 |
58,442 |
+6,411 |
| S & P 500(CME) |
| Mar04 |
040312 |
1111.00 |
1120.80 |
1109.50 |
1119.30 |
+13.80 |
101,806 |
296,873 |
-60,581 |
| Jun04 |
040312 |
1109.80 |
1119.80 |
1108.50 |
1118.10 |
+13.80 |
143,588 |
352,558 |
+66,774 |
| Sep04 |
040312 |
1112.00 |
1116.80 |
1112.00 |
1116.80 |
+13.80 |
59 |
11,200 |
+2 |
| Dec04 |
040312 |
1115.50 |
1115.50 |
1115.50 |
1115.50 |
+13.60 |
52 |
640 |
+27 |
| Total Volume and Open Interest |
245,505 |
661,440 |
+6,222 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040312 |
1105.75 |
1120.75 |
1102.25 |
1119.25 |
+13.75 |
306,870 |
570,982 |
-24,966 |
| Jun04 |
040312 |
1104.50 |
1119.75 |
1101.00 |
1118.00 |
+13.75 |
1,036,107 |
263,051 |
+93,615 |
| Total Volume and Open Interest |
1,342,977 |
834,033 |
+68,649 |
| NASDAQ 100(CME) |
| Mar04 |
040312 |
1415.00 |
1432.00 |
1414.00 |
1429.00 |
+26.00 |
28,456 |
66,887 |
-6,667 |
| Jun04 |
040312 |
1417.50 |
1434.00 |
1416.50 |
1431.50 |
+26.00 |
34,289 |
44,259 |
+17,704 |
| Sep04 |
040312 |
1434.00 |
1434.00 |
1434.00 |
1434.00 |
+26.00 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
62,745 |
111,157 |
+11,037 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040312 |
1403.0 |
1431.0 |
1383.0 |
1429.0 |
+26.0 |
133,625 |
260,236 |
-17,663 |
| Jun04 |
040312 |
1405.5 |
1433.5 |
1400.0 |
1431.5 |
+26.0 |
407,206 |
86,666 |
+63,556 |
| Total Volume and Open Interest |
540,831 |
346,902 |
+45,893 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040312 |
589.25 |
597.50 |
589.25 |
595.55 |
+9.15 |
3,015 |
11,489 |
-1,493 |
| Jun04 |
040312 |
589.50 |
598.00 |
589.25 |
595.60 |
+9.10 |
3,244 |
6,975 |
+2,892 |
| Sep04 |
040312 |
596.30 |
596.30 |
596.30 |
596.30 |
+9.10 |
|
|
|
| Total Volume and Open Interest |
6,259 |
18,464 |
+1,399 |
| Russell 2000(CME) |
| Mar04 |
040312 |
572.00 |
582.50 |
571.00 |
582.50 |
+15.65 |
8,016 |
17,755 |
-4,798 |
| Jun04 |
040312 |
571.25 |
582.50 |
570.00 |
581.90 |
+15.40 |
7,795 |
12,656 |
+7,343 |
| Sep04 |
040312 |
582.40 |
582.40 |
582.40 |
582.40 |
+15.40 |
2 |
1 |
+1 |
| Total Volume and Open Interest |
15,813 |
30,412 |
+2,546 |
| Value Line(KCBT) |
| Mar04 |
040312 |
1571.00 |
1592.00 |
1571.00 |
1592.00 |
+28.00 |
3 |
48 |
-2 |
| Total Volume and Open Interest |
7 |
53 |
+0 |
| Nikkei 225(CME) |
| Jun04 |
040312 |
11130 |
11300 |
11130 |
11295 |
+220 |
9,457 |
29,782 |
+3,384 |
| Sep04 |
040312 |
11295 |
11295 |
11295 |
11295 |
+220 |
4 |
13 |
+0 |
| Total Volume and Open Interest |
13,650 |
58,931 |
+1,678 |
| Nikkei 225(SIMEX) |
| Jun04 |
040312 |
11150 |
11170 |
10995 |
11145 |
-130 |
48,193 |
175,046 |
+22,117 |
| Sep04 |
040312 |
11140 |
11140 |
11140 |
11140 |
-120 |
|
|
|
| Dec04 |
040312 |
11115 |
11115 |
11115 |
11115 |
-125 |
|
|
|
| Total Volume and Open Interest |
77,286 |
180,046 |
-122,438 |
| CAC 40(MATIF) |
| Mar04 |
040312 |
3620.5 |
3676.5 |
3572.0 |
3667.5 |
+19.5 |
164,951 |
509,681 |
+18,071 |
| Apr04 |
040312 |
3622.0 |
3668.0 |
3574.5 |
3666.0 |
+19.5 |
1,761 |
14,142 |
+180 |
| May04 |
040312 |
3602.0 |
3616.5 |
3602.0 |
3616.5 |
+12.0 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040312 |
3860.0 |
3927.0 |
3825.5 |
3905.0 |
-24.0 |
224,749 |
278,962 |
-5,648 |
| Jun04 |
040312 |
3870.0 |
3947.0 |
3846.0 |
3925.0 |
-24.5 |
19,050 |
47,876 |
+12,430 |
| Sep04 |
040312 |
3892.0 |
3964.5 |
3867.0 |
3945.0 |
-24.5 |
2,746 |
4,915 |
+157 |
| Total Volume and Open Interest |
246,545 |
331,753 |
+6,939 |
| FT-SE 100(LIFFE) |
| Mar04 |
040312 |
4420.00 |
4468.00 |
4354.50 |
4457.50 |
+17.50 |
216,430 |
292,769 |
-44,840 |
| Jun04 |
040312 |
4422.00 |
4477.00 |
4365.00 |
4466.50 |
+18.00 |
79,051 |
149,790 |
+45,496 |
| Sep04 |
040312 |
4475.50 |
4475.50 |
4475.50 |
4475.50 |
+16.50 |
2 |
14,825 |
+2 |
| Total Volume and Open Interest |
295,483 |
475,657 |
+658 |
| SPI 200(SFE) |
| Mar04 |
040312 |
3390.0 |
3405.0 |
3386.0 |
3404.0 |
-5.0 |
18,051 |
176,440 |
+5,566 |
| Jun04 |
040312 |
3397.0 |
3414.0 |
3395.0 |
3412.0 |
-7.0 |
6,064 |
25,267 |
+3,779 |
| Sep04 |
040312 |
3413.0 |
3423.0 |
3411.0 |
3421.0 |
-7.0 |
86 |
2,631 |
-19 |
| Total Volume and Open Interest |
24,392 |
206,807 |
+9,451 |
| GSCI(CME) |
| Mar04 |
040312 |
273.50 |
276.25 |
273.50 |
276.25 |
-2.95 |
3,306 |
531 |
-2,983 |
| Apr04 |
040312 |
277.50 |
277.50 |
271.60 |
274.70 |
-2.90 |
3,277 |
16,127 |
+3,242 |
| May04 |
040312 |
272.50 |
272.50 |
272.50 |
272.50 |
-2.00 |
0 |
138 |
+0 |
| Total Volume and Open Interest |
6,583 |
16,796 |
+259 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040312 |
273.00 |
273.00 |
270.25 |
272.00 |
-2.75 |
51 |
823 |
+8 |
| Jun04 |
040312 |
271.75 |
271.75 |
270.80 |
271.50 |
-2.50 |
3 |
155 |
-1 |
| Aug04 |
040312 |
270.00 |
270.00 |
270.00 |
270.00 |
-2.50 |
1 |
4 |
+0 |
| Total Volume and Open Interest |
55 |
982 |
+7 |
|
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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