|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon March 15, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May04 |
040315 |
977.00 |
981.00 |
968.00 |
978.25 |
+22.50 |
42,966 |
144,520 |
-1,535 |
| Jul04 |
040315 |
962.00 |
968.00 |
954.00 |
966.25 |
+24.75 |
12,500 |
54,229 |
+893 |
| Aug04 |
040315 |
915.00 |
920.00 |
908.00 |
919.00 |
+22.50 |
1,939 |
10,747 |
-127 |
| Sep04 |
040315 |
824.00 |
833.00 |
824.00 |
830.50 |
+15.00 |
752 |
7,038 |
+225 |
| Nov04 |
040315 |
747.00 |
754.25 |
744.50 |
752.00 |
+13.25 |
5,580 |
36,842 |
+208 |
| Jan05 |
040315 |
746.00 |
751.00 |
745.00 |
750.00 |
+12.00 |
74 |
1,489 |
+45 |
| Mar05 |
040315 |
740.00 |
745.00 |
737.00 |
744.50 |
+11.50 |
104 |
1,171 |
+56 |
| Total Volume and Open Interest |
64,617 |
256,885 |
-548 |
| Soybean Meal(CBOT) |
| May04 |
040315 |
296.50 |
299.30 |
296.00 |
297.80 |
+5.10 |
15,072 |
84,205 |
-701 |
| Jul04 |
040315 |
293.50 |
295.50 |
292.00 |
294.10 |
+5.70 |
7,323 |
41,452 |
+451 |
| Aug04 |
040315 |
282.00 |
283.00 |
279.00 |
281.00 |
+5.20 |
2,350 |
14,181 |
-16 |
| Sep04 |
040315 |
261.00 |
263.00 |
260.50 |
261.50 |
+4.80 |
1,706 |
12,290 |
-102 |
| Oct04 |
040315 |
226.70 |
229.30 |
226.50 |
228.50 |
+4.10 |
608 |
9,072 |
+311 |
| Dec04 |
040315 |
221.00 |
224.00 |
221.00 |
223.20 |
+4.20 |
2,041 |
20,327 |
+292 |
| Jan05 |
040315 |
222.50 |
223.50 |
222.50 |
222.50 |
+4.40 |
162 |
2,324 |
+8 |
| Mar05 |
040315 |
223.00 |
223.00 |
221.50 |
221.50 |
+4.30 |
128 |
1,335 |
-6 |
| Total Volume and Open Interest |
29,687 |
186,788 |
-79 |
| Soybean Oil(CBOT) |
| May04 |
040315 |
33.35 |
33.83 |
33.15 |
33.75 |
+0.70 |
13,732 |
91,265 |
-1,312 |
| Jul04 |
040315 |
33.25 |
33.59 |
32.98 |
33.57 |
+0.70 |
5,993 |
46,815 |
-90 |
| Aug04 |
040315 |
32.50 |
32.85 |
32.30 |
32.85 |
+0.61 |
581 |
7,944 |
-25 |
| Sep04 |
040315 |
31.45 |
31.70 |
31.25 |
31.62 |
+0.47 |
916 |
9,683 |
+76 |
| Oct04 |
040315 |
29.90 |
30.05 |
29.90 |
30.00 |
+0.27 |
972 |
7,538 |
+688 |
| Dec04 |
040315 |
28.60 |
28.75 |
28.40 |
28.65 |
+0.32 |
1,672 |
15,889 |
+121 |
| Jan05 |
040315 |
28.42 |
28.42 |
28.42 |
28.42 |
+0.24 |
45 |
865 |
+37 |
| Mar05 |
040315 |
28.20 |
28.20 |
28.20 |
28.20 |
+0.20 |
0 |
583 |
+0 |
| Total Volume and Open Interest |
23,994 |
181,325 |
-775 |
| Canola(WCE) |
| Mar04 |
040312 |
412.0 |
412.0 |
412.0 |
412.0 |
+1.0 |
|
|
|
| May04 |
040315 |
418.5 |
421.7 |
418.5 |
421.2 |
+4.5 |
2,858 |
31,625 |
+446 |
| Jul04 |
040315 |
423.0 |
425.8 |
423.0 |
424.7 |
+3.7 |
1,404 |
15,544 |
+680 |
| Sep04 |
040315 |
373.5 |
373.5 |
373.5 |
373.5 |
unch |
|
|
|
| Nov04 |
040315 |
377.8 |
379.4 |
377.8 |
378.2 |
+0.9 |
661 |
20,425 |
+158 |
| Total Volume and Open Interest |
4,923 |
67,871 |
+1,284 |
| Corn(CBOT) |
| May04 |
040315 |
304.50 |
308.00 |
303.75 |
307.50 |
+6.25 |
26,542 |
328,535 |
-692 |
| Jul04 |
040315 |
307.25 |
311.50 |
307.25 |
311.25 |
+6.50 |
8,856 |
118,665 |
+870 |
| Sep04 |
040315 |
300.25 |
303.50 |
300.00 |
303.25 |
+5.50 |
485 |
21,016 |
-43 |
| Dec04 |
040315 |
297.00 |
300.50 |
296.75 |
300.00 |
+5.25 |
9,410 |
170,124 |
+414 |
| Mar05 |
040315 |
298.25 |
300.50 |
297.00 |
300.00 |
+4.75 |
505 |
12,732 |
+42 |
| May05 |
040315 |
299.00 |
301.25 |
299.00 |
301.25 |
+4.25 |
18 |
836 |
+12 |
| Total Volume and Open Interest |
48,613 |
657,408 |
+2 |
| Wheat(CBOT) |
| May04 |
040315 |
365.00 |
374.50 |
364.50 |
373.00 |
+8.50 |
17,549 |
84,895 |
+79 |
| Jul04 |
040315 |
369.00 |
377.00 |
369.00 |
376.50 |
+8.75 |
4,690 |
30,822 |
-107 |
| Sep04 |
040315 |
373.00 |
381.00 |
373.00 |
379.50 |
+7.50 |
196 |
5,913 |
+34 |
| Dec04 |
040315 |
383.00 |
389.00 |
383.00 |
388.50 |
+7.00 |
424 |
6,407 |
-178 |
| Mar05 |
040315 |
388.00 |
390.50 |
387.00 |
390.50 |
+4.50 |
16 |
311 |
+4 |
| Total Volume and Open Interest |
23,031 |
128,732 |
-183 |
| Wheat(KCBT) |
| Mar04 |
040315 |
369.00 |
371.00 |
369.00 |
371.00 |
+4.00 |
2 |
11 |
-1 |
| May04 |
040315 |
374.50 |
381.00 |
374.50 |
380.75 |
+9.00 |
6,759 |
35,702 |
+69 |
| Jul04 |
040315 |
377.00 |
383.00 |
377.00 |
382.00 |
+7.75 |
2,507 |
18,911 |
+920 |
| Sep04 |
040315 |
381.00 |
386.00 |
380.00 |
386.00 |
+9.50 |
117 |
2,838 |
-162 |
| Dec04 |
040315 |
390.00 |
395.00 |
390.00 |
394.50 |
+6.00 |
166 |
3,227 |
-55 |
| Total Volume and Open Interest |
9,551 |
60,735 |
+766 |
| Wheat(MGE) |
| Mar04 |
040315 |
403.00 |
403.00 |
403.00 |
403.00 |
unch |
|
|
|
| May04 |
040315 |
409.00 |
415.50 |
409.00 |
415.25 |
+8.25 |
2,039 |
19,972 |
-32 |
| Jul04 |
040315 |
408.50 |
414.00 |
408.50 |
413.50 |
+7.25 |
465 |
7,283 |
+41 |
| Sep04 |
040315 |
410.00 |
414.00 |
409.50 |
413.00 |
+7.00 |
227 |
6,081 |
+27 |
| Dec04 |
040315 |
412.00 |
417.00 |
412.00 |
415.25 |
+4.50 |
82 |
3,092 |
+6 |
| Total Volume and Open Interest |
2,813 |
36,519 |
+42 |
| Oats(CBOT) |
| May04 |
040315 |
164.00 |
164.00 |
161.00 |
163.75 |
+2.25 |
344 |
5,504 |
+52 |
| Jul04 |
040315 |
166.00 |
168.00 |
165.00 |
167.75 |
+3.00 |
298 |
1,281 |
+154 |
| Sep04 |
040315 |
169.00 |
171.50 |
167.75 |
171.00 |
+4.00 |
134 |
352 |
+70 |
| Dec04 |
040315 |
165.50 |
168.00 |
165.00 |
167.75 |
+3.75 |
287 |
1,175 |
+96 |
| Total Volume and Open Interest |
1,066 |
8,325 |
+353 |
| Rough Rice(CBOT) |
| Mar04 |
040315 |
9.96 |
9.96 |
9.96 |
9.96 |
-0.04 |
10 |
11 |
-2 |
| May04 |
040315 |
10.25 |
10.25 |
10.10 |
10.14 |
-0.10 |
271 |
4,747 |
-128 |
| Jul04 |
040315 |
10.33 |
10.34 |
10.22 |
10.26 |
-0.07 |
174 |
816 |
-8 |
| Sep04 |
040315 |
9.25 |
9.25 |
9.25 |
9.25 |
+0.05 |
4 |
266 |
+1 |
| Total Volume and Open Interest |
554 |
6,452 |
-81 |
| Live Cattle(CME) |
| Apr04 |
040315 |
81.550 |
81.550 |
80.400 |
80.850 |
-0.550 |
5,954 |
31,920 |
-909 |
| Jun04 |
040315 |
76.200 |
76.450 |
75.600 |
75.975 |
+0.100 |
5,974 |
44,041 |
+1,794 |
| Aug04 |
040315 |
74.525 |
74.750 |
73.950 |
74.425 |
-0.100 |
1,021 |
14,307 |
+331 |
| Oct04 |
040315 |
76.750 |
76.950 |
76.200 |
76.450 |
-0.050 |
835 |
12,988 |
+140 |
| Dec04 |
040315 |
77.700 |
77.900 |
77.450 |
77.650 |
+0.075 |
201 |
4,517 |
+13 |
| Feb05 |
040315 |
78.800 |
79.250 |
78.800 |
79.225 |
-0.025 |
32 |
2,117 |
+10 |
| Total Volume and Open Interest |
14,025 |
109,990 |
+1,379 |
| Feeder Cattle(CME) |
| Mar04 |
040315 |
89.850 |
89.850 |
89.550 |
89.850 |
+0.050 |
508 |
1,694 |
-62 |
| Apr04 |
040315 |
88.400 |
88.450 |
87.525 |
87.950 |
-0.425 |
1,131 |
2,983 |
-27 |
| May04 |
040315 |
87.350 |
87.400 |
86.500 |
86.800 |
-0.425 |
835 |
5,814 |
+80 |
| Aug04 |
040315 |
88.500 |
88.600 |
87.950 |
88.075 |
-0.675 |
275 |
3,255 |
+103 |
| Sep04 |
040315 |
88.000 |
88.000 |
87.900 |
88.000 |
-0.400 |
13 |
309 |
+1 |
| Oct04 |
040315 |
88.450 |
88.450 |
87.750 |
87.950 |
-0.400 |
46 |
596 |
-21 |
| Nov04 |
040315 |
88.400 |
88.400 |
88.350 |
88.350 |
-0.350 |
3 |
112 |
+0 |
| Total Volume and Open Interest |
2,817 |
14,765 |
+76 |
| Lean Hogs(CME) |
| Apr04 |
040315 |
64.850 |
64.850 |
63.750 |
64.125 |
-0.200 |
4,308 |
17,306 |
-920 |
| May04 |
040315 |
64.050 |
64.300 |
63.200 |
63.500 |
-0.425 |
195 |
2,813 |
+41 |
| Jun04 |
040315 |
69.800 |
70.100 |
68.900 |
69.325 |
-0.375 |
3,220 |
27,712 |
+867 |
| Jul04 |
040315 |
65.900 |
65.950 |
65.075 |
65.825 |
+0.100 |
480 |
6,651 |
+126 |
| Aug04 |
040315 |
62.525 |
62.900 |
62.350 |
62.775 |
+0.250 |
153 |
2,513 |
+21 |
| Oct04 |
040315 |
54.050 |
54.650 |
54.050 |
54.300 |
+0.150 |
64 |
1,126 |
+4 |
| Dec04 |
040315 |
53.750 |
54.000 |
53.600 |
53.725 |
+0.125 |
78 |
966 |
+11 |
| Feb05 |
040315 |
56.650 |
56.850 |
56.650 |
56.725 |
+0.350 |
18 |
169 |
+9 |
| Total Volume and Open Interest |
8,524 |
59,286 |
+165 |
| Pork Bellies(CME) |
| Mar04 |
040315 |
96.750 |
97.000 |
96.200 |
96.700 |
-1.025 |
62 |
313 |
-46 |
| May04 |
040315 |
96.250 |
97.200 |
96.125 |
96.450 |
-1.050 |
373 |
2,435 |
+4 |
| Jul04 |
040315 |
96.500 |
97.300 |
96.200 |
96.975 |
-0.975 |
30 |
597 |
+16 |
| Aug04 |
040315 |
94.050 |
94.050 |
93.050 |
93.800 |
-0.700 |
7 |
37 |
+1 |
| Feb05 |
040315 |
85.750 |
85.750 |
85.750 |
85.750 |
-0.500 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
472 |
3,385 |
-25 |
| BFP Milk Class III(CME) |
| Mar04 |
040315 |
13.85 |
13.90 |
13.80 |
13.88 |
+0.05 |
180 |
2,808 |
+67 |
| Apr04 |
040315 |
16.34 |
17.00 |
16.34 |
16.92 |
+0.58 |
732 |
3,790 |
+295 |
| May04 |
040315 |
16.32 |
16.80 |
16.32 |
16.65 |
+0.33 |
552 |
3,615 |
+271 |
| Jun04 |
040315 |
15.96 |
16.15 |
15.85 |
15.96 |
+0.01 |
481 |
3,584 |
+316 |
| Jul04 |
040315 |
15.89 |
15.89 |
15.52 |
15.63 |
-0.26 |
307 |
3,233 |
+182 |
| Total Volume and Open Interest |
3,328 |
29,053 |
+1,312 |
| Cocoa(NYBOT) |
| Mar04 |
040315 |
1410 |
1428 |
1410 |
1428 |
+26 |
9 |
12 |
-2 |
| May04 |
040315 |
1425 |
1450 |
1425 |
1443 |
+36 |
3,370 |
37,820 |
+372 |
| Jul04 |
040315 |
1438 |
1457 |
1438 |
1451 |
+36 |
1,062 |
16,386 |
+269 |
| Sep04 |
040315 |
1458 |
1462 |
1455 |
1462 |
+37 |
522 |
12,347 |
+132 |
| Dec04 |
040315 |
1467 |
1478 |
1465 |
1475 |
+36 |
76 |
9,852 |
+35 |
| Mar05 |
040315 |
1485 |
1485 |
1485 |
1485 |
+32 |
103 |
7,933 |
-81 |
| May05 |
040315 |
1495 |
1495 |
1495 |
1495 |
+30 |
0 |
9,860 |
+0 |
| Total Volume and Open Interest |
5,184 |
104,016 |
+725 |
| Coffee "C"(NYBOT) |
| Mar04 |
040315 |
75.00 |
76.00 |
74.00 |
76.00 |
+1.35 |
55 |
494 |
-89 |
| May04 |
040315 |
76.05 |
77.80 |
75.20 |
77.45 |
+1.40 |
8,100 |
66,752 |
+1,098 |
| Jul04 |
040315 |
77.50 |
79.80 |
77.25 |
79.35 |
+1.35 |
1,789 |
14,548 |
+462 |
| Sep04 |
040315 |
79.30 |
81.25 |
79.25 |
81.25 |
+1.25 |
829 |
9,023 |
+87 |
| Dec04 |
040315 |
81.90 |
83.65 |
81.85 |
83.65 |
+1.10 |
142 |
5,512 |
+30 |
| Mar05 |
040315 |
84.25 |
86.10 |
84.20 |
86.10 |
+1.05 |
226 |
3,674 |
+111 |
| Total Volume and Open Interest |
11,234 |
101,133 |
+1,708 |
| Orange Juice(NYBOT) |
| May04 |
040315 |
61.90 |
62.65 |
61.45 |
62.10 |
-0.10 |
636 |
23,526 |
-6 |
| Jul04 |
040315 |
64.20 |
65.00 |
63.70 |
64.45 |
-0.10 |
304 |
4,863 |
+181 |
| Sep04 |
040315 |
67.15 |
67.25 |
66.75 |
66.75 |
-0.10 |
25 |
1,336 |
+8 |
| Nov04 |
040315 |
69.40 |
69.50 |
69.10 |
69.10 |
-0.10 |
3 |
1,117 |
+2 |
| Jan05 |
040315 |
71.50 |
71.50 |
71.35 |
71.45 |
-0.10 |
1 |
308 |
+1 |
| Total Volume and Open Interest |
969 |
32,354 |
-644 |
| Sugar #11(NYBOT) |
| May04 |
040315 |
6.68 |
6.77 |
6.59 |
6.74 |
+0.06 |
52,921 |
140,403 |
-1,117 |
| Jul04 |
040315 |
6.42 |
6.53 |
6.39 |
6.51 |
+0.05 |
17,267 |
43,445 |
+1,748 |
| Oct04 |
040315 |
6.34 |
6.45 |
6.32 |
6.43 |
+0.05 |
6,715 |
35,331 |
+1,713 |
| Mar05 |
040315 |
6.46 |
6.52 |
6.44 |
6.52 |
+0.03 |
3,314 |
18,371 |
+1,510 |
| May05 |
040315 |
6.37 |
6.44 |
6.37 |
6.44 |
+0.05 |
1,560 |
8,004 |
+799 |
| Total Volume and Open Interest |
82,877 |
252,930 |
+4,720 |
| London Cocoa(LCE) |
| Mar04 |
040315 |
831 |
838 |
820 |
834 |
+12 |
2,069 |
8,160 |
-1,789 |
| May04 |
040315 |
829 |
841 |
821 |
837 |
+15 |
2,193 |
47,179 |
+93 |
| Jul04 |
040315 |
846 |
859 |
841 |
855 |
+15 |
571 |
20,977 |
+105 |
| Sep04 |
040315 |
858 |
874 |
857 |
872 |
+16 |
201 |
24,183 |
-40 |
| Dec04 |
040315 |
879 |
895 |
879 |
890 |
+15 |
819 |
37,252 |
+103 |
| Mar05 |
040315 |
908 |
908 |
906 |
906 |
+14 |
154 |
23,644 |
+49 |
| May05 |
040315 |
916 |
916 |
916 |
916 |
+14 |
268 |
5,928 |
+22 |
| Total Volume and Open Interest |
6,275 |
183,419 |
-1,457 |
| London Coffee(LCE) |
| Mar04 |
040315 |
678.00 |
697.00 |
678.00 |
697.00 |
+8.00 |
130 |
165 |
-6 |
| May04 |
040315 |
728.00 |
737.00 |
721.00 |
737.00 |
+6.00 |
11,133 |
58,668 |
-2,114 |
| Jul04 |
040315 |
750.00 |
758.00 |
743.00 |
758.00 |
+5.00 |
5,962 |
42,563 |
+4,033 |
| Sep04 |
040315 |
768.00 |
777.00 |
762.00 |
776.00 |
+4.00 |
717 |
22,153 |
+212 |
| Nov04 |
040315 |
780.00 |
793.00 |
780.00 |
793.00 |
+5.00 |
305 |
15,124 |
+119 |
| Jan05 |
040315 |
792.00 |
808.00 |
792.00 |
808.00 |
+5.00 |
506 |
9,651 |
+325 |
| Total Volume and Open Interest |
18,780 |
152,574 |
+2,569 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
| May04 |
040315 |
218.20 |
218.20 |
215.00 |
216.00 |
-1.20 |
1,540 |
26,974 |
-542 |
| Aug04 |
040315 |
212.10 |
212.10 |
210.70 |
211.90 |
-0.20 |
1,431 |
16,758 |
-91 |
| Oct04 |
040315 |
206.40 |
206.50 |
205.20 |
205.90 |
-0.20 |
1,221 |
8,238 |
-259 |
| Dec04 |
040315 |
205.40 |
205.50 |
204.50 |
204.90 |
-0.20 |
467 |
3,504 |
-385 |
| Total Volume and Open Interest |
5,422 |
61,017 |
-670 |
| Cotton(NYBOT) |
| May04 |
040315 |
64.10 |
65.50 |
62.97 |
65.43 |
+0.81 |
5,357 |
51,722 |
+197 |
| Jul04 |
040315 |
65.61 |
66.90 |
64.31 |
66.76 |
+0.72 |
2,247 |
17,652 |
+212 |
| Oct04 |
040315 |
64.40 |
65.25 |
63.20 |
65.25 |
+0.60 |
14 |
852 |
+10 |
| Dec04 |
040315 |
65.30 |
66.10 |
64.00 |
66.10 |
+0.63 |
1,136 |
10,868 |
+58 |
| Mar05 |
040315 |
68.25 |
68.25 |
68.25 |
68.25 |
+0.60 |
31 |
2,462 |
+12 |
| May05 |
040315 |
68.95 |
68.95 |
68.95 |
68.95 |
+0.60 |
0 |
393 |
+0 |
| Total Volume and Open Interest |
8,876 |
84,727 |
+523 |
| Lumber(CME) |
| Mar04 |
040315 |
374.0 |
374.0 |
355.0 |
356.0 |
-16.0 |
287 |
248 |
-110 |
| May04 |
040315 |
364.0 |
367.5 |
358.5 |
358.5 |
-10.0 |
828 |
2,619 |
+81 |
| Jul04 |
040315 |
358.7 |
358.7 |
348.8 |
349.3 |
-9.5 |
224 |
622 |
+69 |
| Sep04 |
040315 |
346.8 |
346.8 |
340.5 |
342.8 |
-6.0 |
34 |
209 |
+21 |
| Total Volume and Open Interest |
1,373 |
3,719 |
+61 |
| Crude Oil(NYM) |
| Apr04 |
040315 |
36.39 |
37.48 |
36.39 |
37.44 |
+1.25 |
124,247 |
100,801 |
-17,984 |
| May04 |
040315 |
35.90 |
36.80 |
35.80 |
36.70 |
+1.13 |
87,037 |
161,986 |
+18,403 |
| Jun04 |
040315 |
35.00 |
35.90 |
35.00 |
35.84 |
+1.05 |
20,983 |
65,958 |
+1,295 |
| Jul04 |
040315 |
34.35 |
35.14 |
34.35 |
35.14 |
+0.99 |
5,731 |
35,593 |
-714 |
| Aug04 |
040315 |
33.75 |
34.56 |
33.75 |
34.56 |
+0.94 |
2,763 |
26,282 |
+23 |
| Sep04 |
040315 |
33.50 |
34.08 |
33.50 |
34.08 |
+0.90 |
2,918 |
30,477 |
-208 |
| Oct04 |
040315 |
33.22 |
33.69 |
33.22 |
33.69 |
+0.85 |
1,202 |
25,427 |
+569 |
| Nov04 |
040315 |
32.82 |
33.34 |
32.82 |
33.34 |
+0.83 |
2,459 |
18,333 |
+654 |
| Dec04 |
040315 |
32.35 |
33.00 |
32.35 |
33.00 |
+0.80 |
7,714 |
52,167 |
+431 |
| Jan05 |
040315 |
32.48 |
32.64 |
32.48 |
32.64 |
+0.76 |
532 |
16,113 |
+161 |
| Feb05 |
040315 |
32.35 |
32.35 |
32.35 |
32.35 |
+0.74 |
152 |
7,147 |
+77 |
| Mar05 |
040315 |
31.85 |
32.07 |
31.85 |
32.07 |
+0.72 |
8 |
6,979 |
-97 |
| Apr05 |
040315 |
31.79 |
31.79 |
31.79 |
31.79 |
+0.70 |
157 |
5,484 |
+79 |
| May05 |
040315 |
31.54 |
31.54 |
31.54 |
31.54 |
+0.68 |
0 |
2,465 |
+0 |
| Jun05 |
040315 |
31.05 |
31.29 |
31.05 |
31.29 |
+0.65 |
1,600 |
13,851 |
+637 |
| Jul05 |
040315 |
31.06 |
31.06 |
31.06 |
31.06 |
+0.62 |
225 |
3,933 |
+75 |
| Total Volume and Open Interest |
261,549 |
674,771 |
+4,516 |
| Heating Oil(NYM) |
| Apr04 |
040315 |
88.25 |
92.10 |
88.20 |
91.69 |
+3.80 |
29,747 |
36,054 |
-1,578 |
| May04 |
040315 |
88.25 |
91.50 |
88.10 |
91.15 |
+3.43 |
18,422 |
39,105 |
+2,358 |
| Jun04 |
040315 |
87.30 |
90.10 |
87.30 |
90.05 |
+3.03 |
6,600 |
17,766 |
-1,516 |
| Jul04 |
040315 |
88.00 |
89.30 |
88.00 |
89.30 |
+2.78 |
3,310 |
15,508 |
-266 |
| Aug04 |
040315 |
86.50 |
89.05 |
86.50 |
89.05 |
+2.63 |
1,959 |
10,722 |
+598 |
| Sep04 |
040315 |
87.20 |
89.35 |
87.20 |
89.35 |
+2.53 |
566 |
4,458 |
-152 |
| Oct04 |
040315 |
90.30 |
90.30 |
89.75 |
89.75 |
+2.43 |
355 |
3,531 |
+105 |
| Nov04 |
040315 |
90.90 |
90.90 |
90.30 |
90.30 |
+2.38 |
68 |
3,539 |
+4 |
| Dec04 |
040315 |
89.75 |
90.85 |
89.60 |
90.85 |
+2.33 |
1,931 |
16,960 |
-2 |
| Jan05 |
040315 |
90.90 |
91.10 |
90.90 |
91.10 |
+2.28 |
9 |
4,020 |
+6 |
| Feb05 |
040315 |
91.00 |
91.00 |
90.65 |
90.65 |
+2.18 |
149 |
2,401 |
+113 |
| Mar05 |
040315 |
88.40 |
88.40 |
87.85 |
87.85 |
+1.98 |
109 |
4,758 |
+101 |
| Total Volume and Open Interest |
63,367 |
159,676 |
-88 |
| Unleaded Gas(NYM) |
| Apr04 |
040315 |
110.70 |
113.50 |
109.10 |
113.19 |
+3.46 |
26,828 |
48,408 |
-1,796 |
| May04 |
040315 |
110.00 |
112.50 |
108.80 |
112.22 |
+3.16 |
14,623 |
46,181 |
+1,371 |
| Jun04 |
040315 |
108.20 |
110.70 |
107.80 |
110.37 |
+3.06 |
4,484 |
16,559 |
+536 |
| Jul04 |
040315 |
105.80 |
107.90 |
105.80 |
107.82 |
+3.06 |
875 |
9,680 |
+374 |
| Aug04 |
040315 |
103.00 |
105.50 |
103.00 |
104.97 |
+3.01 |
261 |
7,823 |
-7 |
| Sep04 |
040315 |
99.50 |
101.17 |
99.50 |
101.17 |
+2.96 |
283 |
11,693 |
+154 |
| Oct04 |
040315 |
95.00 |
96.47 |
94.90 |
96.47 |
+2.86 |
107 |
3,418 |
+5 |
| Nov04 |
040315 |
93.87 |
93.87 |
93.87 |
93.87 |
+2.86 |
0 |
890 |
+0 |
| Dec04 |
040315 |
89.90 |
92.17 |
89.90 |
92.17 |
+2.86 |
2 |
2,843 |
+0 |
| Jan05 |
040315 |
91.27 |
91.27 |
91.27 |
91.27 |
+2.86 |
0 |
1,928 |
+0 |
| Feb05 |
040315 |
91.12 |
91.12 |
91.12 |
91.12 |
+2.86 |
0 |
1,507 |
+0 |
| Mar05 |
040315 |
91.57 |
91.57 |
91.57 |
91.57 |
+2.86 |
0 |
67 |
+0 |
| Total Volume and Open Interest |
47,463 |
150,997 |
+637 |
| Natural Gas(NYM) |
| Apr04 |
040315 |
5.700 |
5.750 |
5.660 |
5.718 |
+0.122 |
27,498 |
34,742 |
-463 |
| May04 |
040315 |
5.790 |
5.820 |
5.735 |
5.797 |
+0.113 |
10,737 |
45,650 |
+486 |
| Jun04 |
040315 |
5.820 |
5.840 |
5.770 |
5.827 |
+0.110 |
3,210 |
22,845 |
+238 |
| Jul04 |
040315 |
5.860 |
5.865 |
5.800 |
5.850 |
+0.098 |
2,820 |
19,993 |
+1 |
| Aug04 |
040315 |
5.850 |
5.870 |
5.810 |
5.865 |
+0.098 |
2,806 |
16,945 |
+54 |
| Sep04 |
040315 |
5.800 |
5.832 |
5.770 |
5.832 |
+0.098 |
2,064 |
17,347 |
+895 |
| Oct04 |
040315 |
5.830 |
5.842 |
5.800 |
5.842 |
+0.098 |
1,455 |
16,907 |
-102 |
| Nov04 |
040315 |
5.970 |
6.000 |
5.960 |
6.000 |
+0.096 |
439 |
11,386 |
-37 |
| Dec04 |
040315 |
6.150 |
6.155 |
6.110 |
6.155 |
+0.096 |
1,392 |
15,379 |
+267 |
| Jan05 |
040315 |
6.250 |
6.285 |
6.240 |
6.285 |
+0.096 |
1,857 |
13,769 |
+208 |
| Feb05 |
040315 |
6.150 |
6.220 |
6.150 |
6.220 |
+0.094 |
919 |
10,382 |
-818 |
| Mar05 |
040315 |
5.930 |
5.990 |
5.930 |
5.990 |
+0.086 |
516 |
10,247 |
+123 |
| Apr05 |
040315 |
5.310 |
5.325 |
5.300 |
5.325 |
+0.046 |
365 |
10,199 |
+147 |
| May05 |
040315 |
5.165 |
5.180 |
5.165 |
5.180 |
+0.036 |
121 |
5,390 |
+66 |
| Jun05 |
040315 |
5.195 |
5.195 |
5.170 |
5.185 |
+0.029 |
87 |
5,194 |
+40 |
| Jul05 |
040315 |
5.200 |
5.210 |
5.200 |
5.210 |
+0.024 |
261 |
11,060 |
+19 |
| Total Volume and Open Interest |
56,886 |
321,977 |
+1,292 |
| Brent Crude Oil(IPE) |
| Apr04 |
040315 |
32.46 |
33.82 |
32.34 |
33.80 |
+1.56 |
39,765 |
39,700 |
-15,121 |
| May04 |
040315 |
31.90 |
32.92 |
31.77 |
32.81 |
+1.12 |
63,792 |
98,439 |
+2,808 |
| Jun04 |
040315 |
31.56 |
32.50 |
31.47 |
32.43 |
+1.04 |
20,320 |
68,438 |
+3,082 |
| Jul04 |
040315 |
31.30 |
32.08 |
31.20 |
32.08 |
+0.95 |
1,643 |
18,778 |
-17 |
| Aug04 |
040315 |
30.00 |
31.78 |
30.00 |
31.78 |
+0.91 |
1,804 |
9,644 |
+453 |
| Sep04 |
040315 |
30.72 |
31.49 |
30.70 |
31.49 |
+0.89 |
9 |
13,744 |
+0 |
| Oct04 |
040315 |
31.07 |
31.20 |
31.07 |
31.20 |
+0.86 |
8 |
7,840 |
+0 |
| Nov04 |
040315 |
30.80 |
30.93 |
30.80 |
30.93 |
+0.85 |
300 |
6,737 |
+300 |
| Dec04 |
040315 |
29.97 |
30.70 |
29.97 |
30.66 |
+0.84 |
4,951 |
24,759 |
-870 |
| Jan05 |
040315 |
29.82 |
30.36 |
29.82 |
30.36 |
+0.83 |
200 |
4,568 |
+74 |
| Feb05 |
040315 |
30.08 |
30.08 |
30.08 |
30.08 |
+0.79 |
0 |
3,125 |
+0 |
| Mar05 |
040315 |
29.80 |
29.80 |
29.80 |
29.80 |
+0.75 |
0 |
3,121 |
+0 |
| Total Volume and Open Interest |
135,667 |
348,457 |
-8,221 |
| Gas Oil(IPE) |
| Apr04 |
040315 |
271.50 |
282.00 |
269.00 |
281.75 |
+16.00 |
20,768 |
51,194 |
-860 |
| May04 |
040315 |
267.00 |
275.50 |
264.75 |
275.50 |
+14.50 |
10,651 |
21,410 |
-313 |
| Jun04 |
040315 |
263.75 |
272.00 |
262.50 |
272.00 |
+13.25 |
4,580 |
19,279 |
+1,294 |
| Jul04 |
040315 |
265.50 |
270.00 |
265.50 |
270.00 |
+12.50 |
675 |
8,155 |
+225 |
| Aug04 |
040315 |
263.75 |
269.25 |
263.75 |
269.25 |
+12.50 |
100 |
4,598 |
-100 |
| Sep04 |
040315 |
269.25 |
269.25 |
269.25 |
269.25 |
+12.50 |
345 |
7,096 |
+196 |
| Oct04 |
040315 |
269.25 |
269.25 |
269.25 |
269.25 |
+12.25 |
200 |
4,166 |
+200 |
| Nov04 |
040315 |
269.00 |
269.00 |
269.00 |
269.00 |
+12.00 |
50 |
4,515 |
+50 |
| Dec04 |
040315 |
264.75 |
269.50 |
264.75 |
268.50 |
+12.25 |
400 |
13,053 |
+300 |
| Jan05 |
040315 |
266.75 |
266.75 |
266.75 |
266.75 |
+12.25 |
0 |
2,630 |
+0 |
| Total Volume and Open Interest |
37,769 |
149,999 |
+313 |
| US Dollar Index(NYBOT) |
| Mar04 |
040315 |
89.16 |
89.19 |
88.75 |
89.19 |
+0.10 |
1,245 |
3,847 |
-232 |
| Jun04 |
040315 |
89.63 |
89.64 |
89.00 |
89.23 |
-0.35 |
3,036 |
8,725 |
-239 |
| Sep04 |
040315 |
89.60 |
89.88 |
89.60 |
89.68 |
-0.35 |
7 |
2,018 |
+5 |
| Total Volume and Open Interest |
4,288 |
14,605 |
-466 |
| Australian Dollar(CME) |
| Mar04 |
040315 |
73.33 |
73.48 |
73.20 |
73.20 |
-0.01 |
3,017 |
22,327 |
-1,993 |
| Jun04 |
040315 |
72.61 |
73.05 |
72.15 |
72.80 |
+0.38 |
5,125 |
30,527 |
-652 |
| Sep04 |
040315 |
72.02 |
72.02 |
72.02 |
72.02 |
+0.39 |
20 |
835 |
+4 |
| Total Volume and Open Interest |
8,168 |
53,891 |
-2,641 |
| British Pound(CME) |
| Mar04 |
040315 |
180.40 |
180.40 |
179.68 |
179.76 |
-0.46 |
5,233 |
26,967 |
-6,762 |
| Jun04 |
040315 |
178.75 |
179.24 |
178.10 |
178.85 |
+0.02 |
8,222 |
37,788 |
+2,011 |
| Sep04 |
040315 |
177.00 |
177.40 |
177.00 |
177.40 |
+0.02 |
0 |
31 |
+10 |
| Total Volume and Open Interest |
13,457 |
65,146 |
-4,741 |
| Canadian Dollar(CME) |
| Mar04 |
040315 |
75.10 |
75.25 |
74.98 |
75.12 |
+0.25 |
6,422 |
25,031 |
-4,544 |
| Jun04 |
040315 |
74.89 |
75.14 |
74.78 |
74.92 |
+0.25 |
14,100 |
40,425 |
+3,119 |
| Sep04 |
040315 |
74.78 |
74.90 |
74.74 |
74.79 |
+0.25 |
101 |
2,410 |
+0 |
| Dec04 |
040315 |
74.68 |
74.70 |
74.62 |
74.68 |
+0.25 |
152 |
1,675 |
+60 |
| Total Volume and Open Interest |
20,805 |
69,835 |
-1,355 |
| Japanese Yen(CME) |
| Mar04 |
040315 |
90.34 |
90.35 |
90.15 |
90.20 |
+0.04 |
10,265 |
62,355 |
-7,263 |
| Jun04 |
040315 |
90.56 |
91.80 |
90.43 |
90.91 |
+0.50 |
12,364 |
91,173 |
+6,181 |
| Sep04 |
040315 |
91.18 |
91.18 |
91.18 |
91.18 |
+0.50 |
44 |
148 |
+43 |
| Total Volume and Open Interest |
22,703 |
153,726 |
-1,009 |
| Swiss Franc(CME) |
| Mar04 |
040315 |
78.51 |
78.51 |
78.35 |
78.35 |
+0.41 |
3,506 |
18,919 |
-1,430 |
| Jun04 |
040315 |
78.66 |
78.83 |
78.17 |
78.54 |
+0.44 |
6,797 |
34,876 |
+1,301 |
| Sep04 |
040315 |
78.70 |
78.70 |
78.70 |
78.70 |
+0.44 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
10,303 |
53,974 |
-129 |
| EuroFX(CME) |
| Mar04 |
040315 |
122.81 |
122.87 |
122.35 |
122.35 |
+0.13 |
13,128 |
62,089 |
-10,296 |
| Jun04 |
040315 |
122.52 |
122.82 |
121.81 |
122.32 |
+0.40 |
18,029 |
81,249 |
+10,638 |
| Sep04 |
040315 |
121.55 |
122.06 |
121.55 |
122.06 |
+0.40 |
282 |
741 |
+229 |
| Total Volume and Open Interest |
31,474 |
144,645 |
+587 |
| Mexican Peso(CME) |
| Mar04 |
040315 |
9122.0 |
9122.0 |
9122.0 |
9122.0 |
+7.0 |
6,317 |
19,855 |
-3,174 |
| Jun04 |
040315 |
8990.0 |
9030.0 |
8935.0 |
8960.0 |
-47.0 |
10,480 |
37,714 |
+2,593 |
| Total Volume and Open Interest |
16,849 |
58,570 |
-597 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040315 |
116~16 |
116~28 |
116~09 |
116~13 |
unch |
6,222 |
42,995 |
-4,716 |
| Jun04 |
040315 |
114~25 |
115~16 |
114~24 |
114~30 |
unch |
210,520 |
503,063 |
-15,796 |
| Sep04 |
040315 |
114~00 |
114~00 |
113~15 |
113~17 |
unch |
116 |
11,477 |
+34 |
| Total Volume and Open Interest |
216,859 |
557,906 |
-20,479 |
| Municipal Bonds(CBOT) |
| Mar04 |
040315 |
107~06 |
107~06 |
107~00 |
107~04 |
-0~05 |
66 |
1,398 |
-71 |
| Jun04 |
040315 |
106~10 |
106~11 |
105~27 |
106~00 |
-0~06 |
132 |
1,752 |
+56 |
| Total Volume and Open Interest |
198 |
3,150 |
-15 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040315 |
117~145 |
117~200 |
117~010 |
117~050 |
-0~030 |
21,648 |
70,778 |
-18,389 |
| Jun04 |
040315 |
115~250 |
116~060 |
115~180 |
115~225 |
-0~035 |
588,729 |
1,240,038 |
-9,056 |
| Total Volume and Open Interest |
611,590 |
1,322,326 |
-26,950 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040315 |
114~310 |
114~310 |
114~245 |
114~245 |
-0~015 |
8,481 |
0 |
+0 |
| Jun04 |
040315 |
113~255 |
113~260 |
113~145 |
113~180 |
-0~025 |
243,469 |
0 |
+0 |
| Sep04 |
040315 |
112~210 |
112~210 |
112~160 |
112~160 |
-0~010 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
251,950 |
55 |
+0 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040315 |
108~001 |
108~001 |
108~000 |
108~001 |
-0~005 |
3,998 |
33,600 |
-3,399 |
| Jun04 |
040315 |
107~084 |
107~084 |
107~068 |
107~074 |
-0~006 |
6,697 |
150,667 |
-1,310 |
| Total Volume and Open Interest |
10,695 |
184,267 |
-4,709 |
| Eurodollars(CME) |
| Mar04 |
040315 |
98.890 |
98.890 |
98.890 |
98.890 |
unch |
37,979 |
692,299 |
+4,145 |
| Jun04 |
040315 |
98.825 |
98.825 |
98.810 |
98.815 |
-0.005 |
85,261 |
879,055 |
-13,103 |
| Sep04 |
040315 |
98.695 |
98.700 |
98.655 |
98.675 |
unch |
98,663 |
890,826 |
-11,064 |
| Dec04 |
040315 |
98.465 |
98.480 |
98.400 |
98.435 |
-0.005 |
119,505 |
731,812 |
+2,797 |
| Mar05 |
040315 |
98.185 |
98.205 |
98.100 |
98.135 |
-0.020 |
77,060 |
503,136 |
-86,503 |
| Jun05 |
040315 |
97.850 |
97.870 |
97.760 |
97.795 |
-0.025 |
58,656 |
394,568 |
-3,152 |
| Sep05 |
040315 |
97.535 |
97.550 |
97.440 |
97.470 |
-0.030 |
35,269 |
331,031 |
-709 |
| Dec05 |
040315 |
97.230 |
97.245 |
97.130 |
97.175 |
-0.025 |
37,243 |
232,843 |
-2,296 |
| Mar06 |
040315 |
96.985 |
96.990 |
96.900 |
96.925 |
-0.025 |
26,866 |
210,310 |
-2,384 |
| Jun06 |
040315 |
96.750 |
96.775 |
96.670 |
96.695 |
-0.025 |
26,548 |
146,380 |
+1,531 |
| Sep06 |
040315 |
96.510 |
96.530 |
96.480 |
96.480 |
-0.030 |
15,358 |
144,402 |
+394 |
| Dec06 |
040315 |
96.305 |
96.320 |
96.275 |
96.280 |
-0.020 |
13,065 |
125,207 |
+955 |
| Total Volume and Open Interest |
701,458 |
5,902,902 |
-99,994 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040315 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
82 |
7,197 |
+0 |
| Jun04 |
040315 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
27 |
10,822 |
-94 |
| Sep04 |
040315 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
8,683 |
+0 |
| Dec04 |
040315 |
99.87 |
99.87 |
99.87 |
99.87 |
-0.01 |
6 |
7,806 |
+6 |
| Mar05 |
040315 |
99.81 |
99.81 |
99.80 |
99.80 |
-0.02 |
60 |
4,335 |
+146 |
| Jun05 |
040315 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.01 |
0 |
1,763 |
-115 |
| Sep05 |
040315 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
1,619 |
+0 |
| Dec05 |
040315 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
1,029 |
+0 |
| Mar06 |
040315 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
294 |
+0 |
| Jun06 |
040315 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.01 |
0 |
72 |
+0 |
| Total Volume and Open Interest |
175 |
44,916 |
-57 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040315 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,134 |
70,953 |
-176 |
| Sep04 |
040315 |
99.90 |
99.90 |
99.89 |
99.90 |
unch |
1,478 |
40,812 |
+411 |
| Dec04 |
040315 |
99.87 |
99.87 |
99.87 |
99.87 |
-0.01 |
1,117 |
59,439 |
-1,940 |
| Mar05 |
040315 |
99.81 |
99.81 |
99.81 |
99.81 |
-0.01 |
263 |
30,248 |
-187 |
| Jun05 |
040315 |
99.77 |
99.77 |
99.76 |
99.77 |
-0.01 |
442 |
40,876 |
-1,315 |
| Sep05 |
040315 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
108 |
23,073 |
-102 |
| Dec05 |
040315 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.01 |
12 |
6,212 |
-293 |
| Mar06 |
040315 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
5,278 |
+0 |
| Total Volume and Open Interest |
6,216 |
346,868 |
-3,664 |
| German Euro-Bund(EUREX) |
| Jun04 |
040315 |
116.03 |
116.38 |
116.00 |
116.13 |
+0.11 |
750,838 |
1,033,540 |
-13,317 |
| Sep04 |
040315 |
115.88 |
115.88 |
115.79 |
115.79 |
+0.16 |
893 |
296 |
+26 |
| Dec04 |
040315 |
115.02 |
115.02 |
115.02 |
115.02 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
751,731 |
1,033,836 |
-13,291 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040315 |
112.68 |
112.89 |
112.64 |
112.71 |
+0.06 |
604,759 |
741,386 |
-7,122 |
| Sep04 |
040315 |
112.19 |
112.19 |
112.19 |
112.19 |
+0.06 |
0 |
3,235 |
+0 |
| Dec04 |
040315 |
111.30 |
111.30 |
111.30 |
111.30 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
604,759 |
744,621 |
-7,122 |
| Long Gilt(LIFFE) |
| Mar04 |
040315 |
110~04 |
110~04 |
110~04 |
110~04 |
+0~03 |
110 |
17,084 |
-70 |
| Jun04 |
040315 |
109~24 |
109~25 |
109~18 |
109~22 |
+0~03 |
24,388 |
171,203 |
+2,563 |
| Total Volume and Open Interest |
24,498 |
188,287 |
+2,493 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040315 |
95.73 |
95.74 |
95.72 |
95.73 |
unch |
12,268 |
175,959 |
-2,702 |
| Jun04 |
040315 |
95.60 |
95.61 |
95.56 |
95.58 |
-0.01 |
49,090 |
239,224 |
-3,051 |
| Sep04 |
040315 |
95.50 |
95.51 |
95.46 |
95.47 |
-0.02 |
48,966 |
169,890 |
-3,728 |
| Total Volume and Open Interest |
216,157 |
1,223,983 |
+9,584 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040315 |
97.950 |
97.950 |
97.945 |
97.950 |
+0.005 |
37,619 |
524,289 |
-6,685 |
| Jun04 |
040315 |
98.015 |
98.025 |
98.010 |
98.015 |
+0.010 |
115,891 |
603,749 |
-7,588 |
| Sep04 |
040315 |
97.980 |
98.015 |
97.980 |
98.000 |
+0.020 |
103,652 |
481,877 |
+7,050 |
| Total Volume and Open Interest |
564,425 |
3,182,105 |
+1,380 |
| 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 |
040315 |
94.61 |
94.65 |
94.59 |
94.60 |
unch |
26,127 |
257,854 |
-2,712 |
| Sep04 |
040315 |
94.63 |
94.67 |
94.61 |
94.63 |
unch |
24,388 |
125,655 |
-5,672 |
| Dec04 |
040315 |
94.63 |
94.67 |
94.60 |
94.60 |
-0.02 |
3,577 |
51,369 |
-5,913 |
| Mar05 |
040315 |
94.63 |
94.63 |
94.55 |
94.56 |
-0.03 |
1,103 |
21,466 |
-4,008 |
| Jun05 |
040315 |
94.53 |
94.54 |
94.52 |
94.52 |
-0.03 |
423 |
14,594 |
-1,435 |
| Sep05 |
040315 |
94.48 |
94.50 |
94.48 |
94.49 |
-0.02 |
798 |
8,921 |
-1,042 |
| Dec05 |
040315 |
94.47 |
94.47 |
94.45 |
94.45 |
-0.01 |
780 |
5,000 |
-151 |
| Mar06 |
040315 |
94.42 |
94.43 |
94.42 |
94.43 |
-0.01 |
280 |
1,307 |
-115 |
| Jun06 |
040315 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.02 |
50 |
1,368 |
-215 |
| Total Volume and Open Interest |
57,626 |
488,524 |
-23,818 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040315 |
94.66 |
94.69 |
94.65 |
94.67 |
-0.03 |
92,841 |
212,645 |
-34,989 |
| Jun04 |
040315 |
94.64 |
94.68 |
94.63 |
94.64 |
-0.04 |
88,624 |
188,480 |
+62,421 |
| Total Volume and Open Interest |
181,465 |
401,125 |
+27,432 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040315 |
94.93 |
94.96 |
94.92 |
94.93 |
unch |
251,411 |
593,069 |
-45,159 |
| Jun04 |
040315 |
94.83 |
94.85 |
94.78 |
94.79 |
-0.03 |
197,376 |
316,488 |
+114,885 |
| Total Volume and Open Interest |
448,787 |
909,557 |
+69,726 |
| Gold(CMX) |
| Apr04 |
040315 |
398.8 |
401.0 |
397.3 |
399.6 |
+4.0 |
52,717 |
125,119 |
-3,763 |
| Jun04 |
040315 |
400.5 |
401.5 |
398.4 |
400.6 |
+4.0 |
9,846 |
46,393 |
+4,007 |
| Aug04 |
040315 |
400.6 |
401.9 |
399.6 |
401.5 |
+4.0 |
98 |
8,306 |
+19 |
| Oct04 |
040315 |
401.0 |
402.3 |
401.0 |
402.3 |
+4.0 |
1 |
2,443 |
+0 |
| Dec04 |
040315 |
402.8 |
403.7 |
401.0 |
403.1 |
+4.0 |
521 |
24,085 |
+271 |
| Feb05 |
040315 |
404.0 |
404.0 |
404.0 |
404.0 |
+4.0 |
0 |
2,796 |
+0 |
| Total Volume and Open Interest |
63,853 |
237,511 |
+879 |
| Silver(CMX) |
| Mar04 |
040315 |
711.5 |
716.5 |
711.5 |
712.8 |
+7.7 |
113 |
450 |
-10 |
| May04 |
040315 |
711.0 |
716.5 |
709.5 |
714.0 |
+7.7 |
23,787 |
85,661 |
-277 |
| Jul04 |
040315 |
713.0 |
716.5 |
711.5 |
714.9 |
+7.6 |
862 |
9,201 |
+64 |
| Sep04 |
040315 |
715.0 |
716.0 |
714.0 |
715.8 |
+7.6 |
110 |
2,208 |
+7 |
| Dec04 |
040315 |
717.0 |
719.5 |
713.0 |
716.8 |
+7.4 |
1,050 |
14,823 |
-53 |
| Total Volume and Open Interest |
26,908 |
118,852 |
+233 |
| Platinum(NYM) |
| Apr04 |
040315 |
914.0 |
914.8 |
909.0 |
914.0 |
+6.9 |
594 |
7,834 |
+50 |
| Jul04 |
040315 |
907.0 |
907.0 |
898.0 |
904.5 |
+7.4 |
177 |
1,016 |
+62 |
| Oct04 |
040315 |
893.5 |
893.5 |
893.5 |
893.5 |
+7.9 |
0 |
217 |
-15 |
| Total Volume and Open Interest |
771 |
9,067 |
+97 |
| Palladium(NYME) |
| Mar04 |
040315 |
281.00 |
281.00 |
277.75 |
277.75 |
+1.20 |
57 |
296 |
-178 |
| Jun04 |
040315 |
282.00 |
285.00 |
278.00 |
279.75 |
+1.20 |
916 |
11,156 |
-74 |
| Sep04 |
040315 |
280.75 |
280.75 |
280.75 |
280.75 |
+1.20 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
980 |
11,691 |
-257 |
| Copper(CMX) |
| Mar04 |
040315 |
133.70 |
134.70 |
133.20 |
134.70 |
+3.80 |
856 |
1,796 |
+317 |
| May04 |
040315 |
134.10 |
135.15 |
133.00 |
134.90 |
+3.55 |
9,230 |
47,763 |
-137 |
| Jul04 |
040315 |
133.20 |
134.00 |
132.40 |
133.75 |
+3.20 |
843 |
7,670 |
+101 |
| Sep04 |
040315 |
130.40 |
131.70 |
130.40 |
131.60 |
+2.95 |
362 |
3,588 |
+125 |
| Dec04 |
040315 |
127.70 |
128.50 |
127.20 |
128.50 |
+3.05 |
113 |
6,999 |
+46 |
| Total Volume and Open Interest |
11,608 |
75,635 |
+500 |
| DJIA Index(CBOT) |
| Mar04 |
040315 |
10215 |
10215 |
10090 |
10121 |
-107 |
16,926 |
36,101 |
-6,798 |
| Jun04 |
040315 |
10190 |
10190 |
10066 |
10097 |
-108 |
25,246 |
28,795 |
+13,501 |
| Sep04 |
040315 |
10075 |
10075 |
10075 |
10075 |
-108 |
1 |
245 |
+0 |
| Dec04 |
040315 |
10070 |
10070 |
10057 |
10057 |
-111 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
42,173 |
65,145 |
+6,703 |
| S & P 500(CME) |
| Mar04 |
040315 |
1116.00 |
1116.80 |
1103.00 |
1106.30 |
-13.00 |
72,658 |
245,051 |
-51,822 |
| Jun04 |
040315 |
1115.00 |
1115.80 |
1101.70 |
1105.00 |
-13.10 |
111,014 |
407,381 |
+54,823 |
| Sep04 |
040315 |
1106.80 |
1106.80 |
1101.50 |
1103.70 |
-13.10 |
75 |
11,248 |
+48 |
| Dec04 |
040315 |
1102.40 |
1102.40 |
1102.40 |
1102.40 |
-13.10 |
72 |
689 |
+49 |
| Total Volume and Open Interest |
183,839 |
664,558 |
+3,118 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040315 |
1117.50 |
1122.00 |
1102.50 |
1106.25 |
-13.00 |
119,451 |
540,068 |
-30,914 |
| Jun04 |
040315 |
1117.25 |
1118.75 |
1101.50 |
1105.00 |
-13.00 |
741,242 |
320,891 |
+57,840 |
| Total Volume and Open Interest |
860,693 |
860,959 |
+26,926 |
| NASDAQ 100(CME) |
| Mar04 |
040315 |
1424.00 |
1424.50 |
1400.00 |
1405.00 |
-24.00 |
14,632 |
60,032 |
-6,855 |
| Jun04 |
040315 |
1425.00 |
1427.00 |
1403.00 |
1407.50 |
-24.00 |
26,036 |
52,649 |
+8,390 |
| Sep04 |
040315 |
1416.00 |
1416.00 |
1410.00 |
1410.00 |
-24.00 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
40,668 |
112,692 |
+1,535 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040315 |
1425.0 |
1431.0 |
1400.5 |
1405.0 |
-24.0 |
52,942 |
242,516 |
-17,720 |
| Jun04 |
040315 |
1428.5 |
1434.5 |
1403.0 |
1407.5 |
-24.0 |
312,444 |
109,929 |
+23,263 |
| Total Volume and Open Interest |
365,386 |
352,445 |
+5,543 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040315 |
596.00 |
596.00 |
587.75 |
587.95 |
-7.60 |
2,538 |
9,634 |
-1,855 |
| Jun04 |
040315 |
596.00 |
596.00 |
586.90 |
588.00 |
-7.60 |
3,218 |
9,538 |
+2,563 |
| Sep04 |
040315 |
588.70 |
588.70 |
588.70 |
588.70 |
-7.60 |
|
|
|
| Total Volume and Open Interest |
5,756 |
19,172 |
+708 |
| Russell 2000(CME) |
| Mar04 |
040315 |
580.00 |
580.00 |
565.00 |
567.20 |
-15.30 |
3,416 |
15,107 |
-2,648 |
| Jun04 |
040315 |
580.50 |
580.50 |
565.00 |
566.25 |
-15.65 |
5,634 |
15,290 |
+2,634 |
| Sep04 |
040315 |
566.75 |
566.75 |
566.75 |
566.75 |
-15.65 |
2 |
1 |
+0 |
| Total Volume and Open Interest |
9,050 |
30,398 |
-14 |
| Value Line(KCBT) |
| Mar04 |
040315 |
1559.00 |
1559.00 |
1559.00 |
1559.00 |
-33.00 |
3 |
45 |
-3 |
| Total Volume and Open Interest |
6 |
50 |
-3 |
| Nikkei 225(CME) |
| Jun04 |
040315 |
11240 |
11270 |
11170 |
11210 |
-85 |
784 |
31,311 |
+1,529 |
| Sep04 |
040315 |
11210 |
11210 |
11210 |
11210 |
-85 |
3,433 |
17 |
+4 |
| Total Volume and Open Interest |
4,221 |
31,331 |
-27,600 |
| Nikkei 225(SIMEX) |
| Jun04 |
040315 |
11290 |
11305 |
11225 |
11265 |
+120 |
33,097 |
176,293 |
+1,247 |
| Sep04 |
040315 |
11260 |
11260 |
11260 |
11260 |
+120 |
|
|
|
| Dec04 |
040315 |
11235 |
11235 |
11235 |
11235 |
+120 |
|
|
|
| Total Volume and Open Interest |
33,097 |
181,293 |
+1,247 |
| CAC 40(MATIF) |
| Mar04 |
040315 |
3659.5 |
3668.5 |
3552.0 |
3580.0 |
-87.5 |
110,317 |
580,298 |
+70,617 |
| Apr04 |
040315 |
3646.0 |
3646.0 |
3551.0 |
3579.0 |
-87.0 |
670 |
15,163 |
+1,021 |
| May04 |
040315 |
3531.0 |
3531.0 |
3531.0 |
3531.0 |
-85.5 |
750 |
0 |
+0 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040315 |
3879.0 |
3912.5 |
3802.0 |
3810.0 |
-95.0 |
174,429 |
271,769 |
-7,193 |
| Jun04 |
040315 |
3892.5 |
3930.0 |
3824.5 |
3830.5 |
-94.5 |
20,052 |
56,080 |
+8,204 |
| Sep04 |
040315 |
3940.0 |
3949.5 |
3842.5 |
3848.5 |
-96.5 |
4,947 |
4,904 |
-11 |
| Total Volume and Open Interest |
199,428 |
332,753 |
+1,000 |
| FT-SE 100(LIFFE) |
| Mar04 |
040315 |
4444.00 |
4466.00 |
4388.50 |
4418.00 |
-39.50 |
154,167 |
273,659 |
-19,110 |
| Jun04 |
040315 |
4457.00 |
4473.50 |
4398.00 |
4427.00 |
-39.50 |
46,466 |
167,373 |
+17,583 |
| Sep04 |
040315 |
4436.00 |
4436.00 |
4436.00 |
4436.00 |
-39.50 |
0 |
14,825 |
+0 |
| Total Volume and Open Interest |
201,333 |
474,830 |
-827 |
| SPI 200(SFE) |
| Mar04 |
040315 |
3420.0 |
3426.0 |
3411.0 |
3425.0 |
+21.0 |
30,706 |
171,041 |
-5,399 |
| Jun04 |
040315 |
3430.0 |
3433.0 |
3420.0 |
3432.0 |
+20.0 |
22,755 |
46,502 |
+21,235 |
| Sep04 |
040315 |
3432.0 |
3441.0 |
3432.0 |
3441.0 |
+20.0 |
81 |
2,689 |
+58 |
| Total Volume and Open Interest |
53,611 |
222,755 |
+15,948 |
| GSCI(CME) |
| Apr04 |
040315 |
276.05 |
281.55 |
276.05 |
280.70 |
+6.00 |
261 |
16,108 |
-19 |
| May04 |
040315 |
278.50 |
278.50 |
278.50 |
278.50 |
+6.00 |
0 |
138 |
+0 |
| Jun04 |
040315 |
276.00 |
276.00 |
276.00 |
276.00 |
|
|
|
|
| Reuters CRB Index(NYBOT) |
| Apr04 |
040315 |
274.75 |
276.00 |
274.50 |
276.00 |
+4.00 |
74 |
806 |
-17 |
| Jun04 |
040315 |
274.50 |
275.50 |
274.50 |
275.50 |
+4.00 |
46 |
133 |
-22 |
| Aug04 |
040315 |
274.00 |
274.00 |
274.00 |
274.00 |
+4.00 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
120 |
943 |
-39 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|