|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu March 25, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May04 |
040325 |
1036.00 |
1039.00 |
1016.00 |
1028.50 |
+5.00 |
57,335 |
138,024 |
-873 |
| Jul04 |
040325 |
1031.00 |
1032.00 |
1006.00 |
1016.75 |
-0.25 |
23,037 |
57,412 |
-186 |
| Aug04 |
040325 |
1002.00 |
1005.00 |
974.00 |
986.00 |
-6.00 |
6,054 |
14,352 |
+506 |
| Sep04 |
040325 |
892.00 |
893.00 |
874.00 |
878.50 |
-7.50 |
1,512 |
8,846 |
+149 |
| Nov04 |
040325 |
793.00 |
793.00 |
774.00 |
778.75 |
-4.25 |
12,320 |
45,983 |
+949 |
| Jan05 |
040325 |
796.00 |
796.50 |
773.00 |
776.50 |
-5.50 |
291 |
2,119 |
+70 |
| Mar05 |
040325 |
780.00 |
781.00 |
767.00 |
773.00 |
-7.00 |
91 |
1,333 |
+9 |
| Total Volume and Open Interest |
100,781 |
269,260 |
+662 |
| Soybean Meal(CBOT) |
| May04 |
040325 |
321.00 |
322.00 |
313.50 |
319.70 |
+1.90 |
17,391 |
74,337 |
-1,713 |
| Jul04 |
040325 |
319.50 |
320.50 |
312.00 |
318.10 |
+2.30 |
12,412 |
43,880 |
+1,232 |
| Aug04 |
040325 |
310.00 |
310.00 |
302.50 |
307.50 |
+0.70 |
3,779 |
15,742 |
-123 |
| Sep04 |
040325 |
289.00 |
290.50 |
282.00 |
286.20 |
+0.80 |
1,568 |
14,990 |
+370 |
| Oct04 |
040325 |
250.00 |
250.50 |
243.50 |
246.00 |
-1.30 |
1,297 |
8,782 |
+31 |
| Dec04 |
040325 |
242.00 |
242.00 |
235.50 |
238.30 |
-1.10 |
4,734 |
22,021 |
+428 |
| Jan05 |
040325 |
239.50 |
239.50 |
234.00 |
236.00 |
-1.50 |
190 |
2,611 |
+97 |
| Mar05 |
040325 |
239.00 |
239.00 |
232.00 |
233.80 |
-0.70 |
338 |
1,569 |
+54 |
| Total Volume and Open Interest |
42,010 |
185,696 |
+464 |
| Soybean Oil(CBOT) |
| May04 |
040325 |
34.20 |
34.20 |
33.47 |
33.70 |
-0.20 |
17,435 |
84,912 |
-1,025 |
| Jul04 |
040325 |
33.95 |
33.95 |
33.25 |
33.49 |
-0.19 |
14,794 |
49,103 |
+1,426 |
| Aug04 |
040325 |
33.75 |
33.75 |
33.05 |
33.38 |
-0.07 |
3,360 |
11,547 |
+816 |
| Sep04 |
040325 |
32.85 |
32.95 |
32.30 |
32.58 |
-0.27 |
1,376 |
11,183 |
+215 |
| Oct04 |
040325 |
30.58 |
30.67 |
30.30 |
30.50 |
-0.07 |
1,770 |
8,509 |
+322 |
| Dec04 |
040325 |
29.40 |
29.50 |
29.10 |
29.23 |
-0.12 |
3,494 |
19,919 |
+148 |
| Jan05 |
040325 |
29.00 |
29.00 |
29.00 |
29.00 |
-0.05 |
83 |
1,040 |
+41 |
| Mar05 |
040325 |
28.65 |
28.65 |
28.60 |
28.60 |
-0.06 |
14 |
884 |
+3 |
| Total Volume and Open Interest |
42,326 |
187,871 |
+1,946 |
| Canola(WCE) |
| May04 |
040325 |
437.5 |
438.2 |
432.7 |
435.3 |
+0.6 |
3,087 |
33,442 |
-265 |
| Jul04 |
040325 |
440.0 |
441.5 |
436.5 |
439.6 |
+1.1 |
2,409 |
18,921 |
-111 |
| Sep04 |
040325 |
380.5 |
380.5 |
380.5 |
380.5 |
-1.5 |
0 |
10 |
+0 |
| Nov04 |
040325 |
383.0 |
383.0 |
380.5 |
383.0 |
+1.5 |
1,822 |
24,854 |
+221 |
| Jan05 |
040325 |
385.0 |
386.0 |
385.0 |
385.0 |
unch |
145 |
385 |
+23 |
| Total Volume and Open Interest |
7,463 |
77,684 |
-132 |
| Corn(CBOT) |
| May04 |
040325 |
309.25 |
311.75 |
305.50 |
306.75 |
-2.75 |
53,739 |
312,431 |
-7,399 |
| Jul04 |
040325 |
316.00 |
317.00 |
310.00 |
311.50 |
-3.75 |
25,378 |
135,829 |
+977 |
| Sep04 |
040325 |
311.75 |
313.50 |
306.50 |
307.00 |
-5.00 |
2,517 |
26,952 |
+647 |
| Dec04 |
040325 |
309.00 |
310.75 |
302.00 |
302.50 |
-6.25 |
24,961 |
202,887 |
+2,280 |
| Mar05 |
040325 |
311.75 |
312.50 |
304.50 |
305.00 |
-5.50 |
511 |
15,768 |
+147 |
| May05 |
040325 |
314.00 |
314.00 |
307.00 |
307.00 |
-4.50 |
124 |
1,504 |
+69 |
| Total Volume and Open Interest |
107,734 |
702,949 |
-3,119 |
| Wheat(CBOT) |
| May04 |
040325 |
412.00 |
413.75 |
404.25 |
408.00 |
-4.00 |
19,154 |
93,601 |
+1,676 |
| Jul04 |
040325 |
416.00 |
417.00 |
407.50 |
412.00 |
-4.00 |
12,060 |
48,430 |
+2,526 |
| Sep04 |
040325 |
417.50 |
419.00 |
411.50 |
415.50 |
-3.50 |
1,429 |
7,615 |
+361 |
| Dec04 |
040325 |
422.00 |
426.00 |
417.50 |
422.25 |
-3.00 |
2,180 |
12,201 |
+776 |
| Mar05 |
040325 |
423.00 |
425.00 |
419.00 |
422.00 |
-4.00 |
151 |
769 |
+58 |
| Total Volume and Open Interest |
35,017 |
162,943 |
+5,409 |
| Wheat(KCBT) |
| May04 |
040325 |
417.00 |
418.50 |
407.50 |
409.50 |
-8.50 |
6,379 |
33,064 |
+310 |
| Jul04 |
040325 |
418.50 |
418.50 |
409.50 |
412.00 |
-5.00 |
3,474 |
21,915 |
-7 |
| Sep04 |
040325 |
421.00 |
421.50 |
415.00 |
417.00 |
-4.50 |
808 |
3,891 |
+55 |
| Dec04 |
040325 |
426.00 |
429.00 |
423.00 |
425.00 |
-3.50 |
286 |
4,222 |
+73 |
| Mar05 |
040325 |
429.00 |
429.00 |
428.00 |
428.00 |
-4.00 |
7 |
28 |
+7 |
| Total Volume and Open Interest |
10,958 |
63,165 |
+442 |
| Wheat(MGE) |
| May04 |
040325 |
438.00 |
439.00 |
430.50 |
435.00 |
-1.75 |
2,891 |
19,703 |
-226 |
| Jul04 |
040325 |
440.00 |
440.50 |
433.00 |
436.00 |
-1.75 |
1,133 |
7,997 |
+176 |
| Sep04 |
040325 |
440.00 |
442.00 |
435.00 |
436.00 |
-3.50 |
1,637 |
6,881 |
+239 |
| Dec04 |
040325 |
442.00 |
444.50 |
439.00 |
440.75 |
-1.25 |
1,119 |
5,023 |
+329 |
| Mar05 |
040325 |
440.00 |
440.00 |
440.00 |
440.00 |
unch |
0 |
47 |
+0 |
| Total Volume and Open Interest |
6,780 |
39,697 |
+518 |
| Oats(CBOT) |
| May04 |
040325 |
165.50 |
169.00 |
163.00 |
167.00 |
+1.50 |
2,038 |
5,752 |
-168 |
| Jul04 |
040325 |
170.50 |
174.50 |
167.00 |
171.00 |
+0.50 |
677 |
3,220 |
+123 |
| Sep04 |
040325 |
177.25 |
178.50 |
173.50 |
176.00 |
-0.50 |
274 |
915 |
+113 |
| Dec04 |
040325 |
176.00 |
178.00 |
175.50 |
175.50 |
-0.50 |
211 |
2,586 |
-25 |
| Total Volume and Open Interest |
3,200 |
12,483 |
+43 |
| Rough Rice(CBOT) |
| May04 |
040325 |
10.01 |
10.19 |
9.99 |
10.01 |
-0.02 |
229 |
4,607 |
-21 |
| Jul04 |
040325 |
10.21 |
10.30 |
10.15 |
10.16 |
-0.03 |
79 |
804 |
-32 |
| Sep04 |
040325 |
9.30 |
9.30 |
9.22 |
9.22 |
+0.02 |
36 |
283 |
+2 |
| Nov04 |
040325 |
9.10 |
9.16 |
9.04 |
9.04 |
-0.04 |
41 |
816 |
+10 |
| Total Volume and Open Interest |
405 |
6,559 |
-33 |
| Live Cattle(CME) |
| Apr04 |
040325 |
77.350 |
77.725 |
76.625 |
76.750 |
-0.625 |
5,919 |
24,104 |
-1,373 |
| Jun04 |
040325 |
72.650 |
73.300 |
72.650 |
73.100 |
+0.175 |
9,071 |
55,997 |
-1,517 |
| Aug04 |
040325 |
73.350 |
73.900 |
73.225 |
73.425 |
+0.075 |
1,254 |
14,867 |
-142 |
| Oct04 |
040325 |
76.000 |
76.400 |
75.875 |
75.900 |
+0.025 |
840 |
14,023 |
-150 |
| Dec04 |
040325 |
77.625 |
77.950 |
77.500 |
77.500 |
+0.175 |
504 |
5,600 |
-64 |
| Feb05 |
040325 |
79.175 |
79.300 |
78.900 |
79.075 |
+0.100 |
111 |
2,898 |
+25 |
| Total Volume and Open Interest |
17,705 |
117,606 |
-3,222 |
| Feeder Cattle(CME) |
| Mar04 |
040325 |
90.700 |
90.700 |
90.625 |
90.625 |
+0.150 |
262 |
1,110 |
-66 |
| Apr04 |
040325 |
87.625 |
88.000 |
87.450 |
87.950 |
+0.375 |
655 |
2,240 |
+126 |
| May04 |
040325 |
85.850 |
86.275 |
85.550 |
85.925 |
+0.175 |
1,143 |
5,977 |
-34 |
| Aug04 |
040325 |
87.000 |
87.450 |
86.800 |
87.450 |
+0.200 |
585 |
3,848 |
-8 |
| Sep04 |
040325 |
86.950 |
87.200 |
86.800 |
87.200 |
+0.300 |
36 |
499 |
+1 |
| Oct04 |
040325 |
86.950 |
87.250 |
86.950 |
87.150 |
+0.250 |
23 |
658 |
+10 |
| Nov04 |
040325 |
87.500 |
87.575 |
87.500 |
87.575 |
+0.325 |
1 |
103 |
-1 |
| Total Volume and Open Interest |
2,705 |
14,438 |
+28 |
| Lean Hogs(CME) |
| Apr04 |
040325 |
65.850 |
66.900 |
65.250 |
66.675 |
+0.850 |
2,088 |
12,331 |
-549 |
| May04 |
040325 |
66.400 |
67.250 |
65.950 |
67.225 |
+0.900 |
425 |
3,137 |
+67 |
| Jun04 |
040325 |
70.500 |
72.100 |
69.975 |
71.650 |
+1.325 |
2,931 |
35,089 |
+272 |
| Jul04 |
040325 |
67.150 |
68.200 |
66.750 |
68.150 |
+0.925 |
576 |
8,249 |
+178 |
| Aug04 |
040325 |
64.600 |
65.850 |
64.300 |
65.725 |
+0.925 |
258 |
3,482 |
+26 |
| Oct04 |
040325 |
56.025 |
56.775 |
55.675 |
56.525 |
+0.550 |
179 |
1,523 |
+21 |
| Dec04 |
040325 |
54.900 |
55.700 |
54.900 |
55.250 |
+0.450 |
183 |
1,409 |
+84 |
| Feb05 |
040325 |
58.600 |
59.000 |
58.600 |
59.000 |
+0.100 |
3 |
280 |
+1 |
| Total Volume and Open Interest |
6,650 |
65,562 |
+106 |
| Pork Bellies(CME) |
| Mar04 |
040325 |
109.000 |
110.000 |
109.000 |
110.000 |
+3.000 |
41 |
35 |
-24 |
| May04 |
040325 |
105.000 |
106.000 |
104.350 |
105.950 |
+1.900 |
433 |
2,634 |
-63 |
| Jul04 |
040325 |
104.100 |
105.250 |
103.450 |
105.075 |
+1.375 |
78 |
789 |
+15 |
| Aug04 |
040325 |
99.000 |
99.000 |
98.750 |
99.000 |
+1.050 |
1 |
50 |
+0 |
| Feb05 |
040325 |
86.150 |
86.150 |
86.150 |
86.150 |
+0.300 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
553 |
3,512 |
-72 |
| BFP Milk Class III(CME) |
| Mar04 |
040325 |
14.32 |
14.32 |
14.30 |
14.32 |
unch |
18 |
2,876 |
+17 |
| Apr04 |
040325 |
18.30 |
18.45 |
18.30 |
18.41 |
+0.02 |
189 |
5,550 |
+101 |
| May04 |
040325 |
17.40 |
18.05 |
17.40 |
18.01 |
+0.56 |
363 |
4,960 |
+152 |
| Jun04 |
040325 |
16.42 |
17.10 |
16.42 |
17.09 |
+0.69 |
234 |
4,049 |
+108 |
| Jul04 |
040325 |
15.56 |
15.85 |
15.56 |
15.85 |
+0.35 |
178 |
3,323 |
+17 |
| Total Volume and Open Interest |
1,830 |
33,338 |
+507 |
| Cocoa(NYBOT) |
| May04 |
040325 |
1485 |
1510 |
1440 |
1462 |
-21 |
3,569 |
34,704 |
+323 |
| Jul04 |
040325 |
1493 |
1510 |
1446 |
1464 |
-20 |
579 |
17,164 |
+251 |
| Sep04 |
040325 |
1505 |
1510 |
1460 |
1472 |
-21 |
262 |
12,499 |
+142 |
| Dec04 |
040325 |
1515 |
1526 |
1470 |
1482 |
-22 |
105 |
10,119 |
+44 |
| Mar05 |
040325 |
1525 |
1527 |
1476 |
1492 |
-19 |
27 |
8,081 |
+17 |
| May05 |
040325 |
1527 |
1547 |
1489 |
1504 |
-20 |
190 |
10,249 |
+132 |
| Jul05 |
040325 |
1545 |
1555 |
1500 |
1515 |
-20 |
25 |
8,067 |
+25 |
| Total Volume and Open Interest |
4,849 |
103,094 |
+1,016 |
| Coffee "C"(NYBOT) |
| May04 |
040325 |
73.50 |
73.50 |
71.20 |
71.25 |
-3.80 |
7,484 |
69,054 |
-978 |
| Jul04 |
040325 |
75.50 |
75.50 |
73.30 |
73.45 |
-3.70 |
1,864 |
18,207 |
+318 |
| Sep04 |
040325 |
77.50 |
77.60 |
75.50 |
75.55 |
-3.65 |
467 |
9,595 |
+246 |
| Dec04 |
040325 |
79.70 |
80.00 |
78.15 |
78.15 |
-3.55 |
57 |
6,083 |
+20 |
| Mar05 |
040325 |
82.00 |
82.25 |
80.70 |
80.70 |
-3.55 |
37 |
3,859 |
+2 |
| May05 |
040325 |
83.00 |
83.00 |
82.05 |
82.05 |
-3.55 |
4 |
404 |
+0 |
| Total Volume and Open Interest |
9,915 |
107,964 |
-388 |
| Orange Juice(NYBOT) |
| May04 |
040325 |
61.40 |
61.50 |
60.35 |
61.40 |
-0.05 |
2,196 |
22,710 |
-435 |
| Jul04 |
040325 |
63.60 |
63.60 |
62.75 |
63.45 |
-0.25 |
495 |
5,921 |
+220 |
| Sep04 |
040325 |
65.60 |
65.80 |
65.25 |
65.70 |
-0.30 |
41 |
1,461 |
+22 |
| Nov04 |
040325 |
67.00 |
67.90 |
67.00 |
67.50 |
-0.30 |
35 |
1,260 |
+20 |
| Jan05 |
040325 |
69.95 |
69.95 |
69.25 |
69.50 |
-0.10 |
38 |
418 |
+38 |
| Total Volume and Open Interest |
2,865 |
33,800 |
-133 |
| Sugar #11(NYBOT) |
| May04 |
040325 |
7.15 |
7.15 |
6.50 |
6.62 |
-0.53 |
42,041 |
184,910 |
+8,840 |
| Jul04 |
040325 |
7.05 |
7.05 |
6.70 |
6.76 |
-0.43 |
23,972 |
52,731 |
+3,337 |
| Oct04 |
040325 |
6.95 |
6.95 |
6.70 |
6.74 |
-0.36 |
12,547 |
38,560 |
+281 |
| Mar05 |
040325 |
6.85 |
6.90 |
6.70 |
6.75 |
-0.25 |
6,332 |
21,220 |
+217 |
| May05 |
040325 |
6.80 |
6.85 |
6.65 |
6.68 |
-0.22 |
1,534 |
10,818 |
+485 |
| Total Volume and Open Interest |
88,837 |
318,841 |
+14,121 |
| London Cocoa(LCE) |
| Mar04 |
040316 |
835 |
837 |
826 |
826 |
-8 |
5,517 |
7,666 |
-494 |
| May04 |
040325 |
855 |
880 |
846 |
849 |
-6 |
6,990 |
46,159 |
+1,645 |
| Jul04 |
040325 |
856 |
879 |
845 |
850 |
-4 |
1,480 |
28,712 |
-179 |
| Sep04 |
040325 |
869 |
890 |
857 |
860 |
-4 |
611 |
24,162 |
+4 |
| Dec04 |
040325 |
883 |
907 |
873 |
877 |
-3 |
2,103 |
43,078 |
+750 |
| Mar05 |
040325 |
907 |
922 |
889 |
893 |
-2 |
626 |
23,359 |
+133 |
| May05 |
040325 |
922 |
933 |
904 |
904 |
-2 |
48 |
6,381 |
+28 |
| Total Volume and Open Interest |
13,006 |
189,260 |
+3,257 |
| London Coffee(LCE) |
| Mar04 |
040325 |
684.00 |
684.00 |
669.00 |
669.00 |
-20.00 |
0 |
115 |
+0 |
| May04 |
040325 |
720.00 |
720.00 |
698.00 |
702.00 |
-20.00 |
2,813 |
56,788 |
-1,611 |
| Jul04 |
040325 |
741.00 |
741.00 |
720.00 |
724.00 |
-20.00 |
2,279 |
49,857 |
+445 |
| Sep04 |
040325 |
760.00 |
760.00 |
740.00 |
743.00 |
-19.00 |
418 |
22,976 |
+355 |
| Nov04 |
040325 |
774.00 |
774.00 |
759.00 |
759.00 |
-19.00 |
250 |
15,604 |
+128 |
| Jan05 |
040325 |
785.00 |
790.00 |
773.00 |
775.00 |
-19.00 |
237 |
9,807 |
+70 |
| Total Volume and Open Interest |
6,109 |
159,578 |
-601 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
| May04 |
040325 |
225.00 |
225.00 |
212.60 |
215.70 |
-8.50 |
4,191 |
23,095 |
-497 |
| Aug04 |
040325 |
220.20 |
220.20 |
210.10 |
214.20 |
-6.50 |
4,337 |
20,330 |
+70 |
| Oct04 |
040325 |
216.50 |
217.50 |
210.10 |
212.70 |
-4.80 |
908 |
8,388 |
+74 |
| Dec04 |
040325 |
215.90 |
215.90 |
211.20 |
213.20 |
-3.80 |
401 |
3,681 |
+76 |
| Total Volume and Open Interest |
10,855 |
62,123 |
+94 |
| Cotton(NYBOT) |
| May04 |
040325 |
65.00 |
65.80 |
63.76 |
64.20 |
-1.06 |
5,763 |
50,679 |
-593 |
| Jul04 |
040325 |
66.50 |
67.15 |
65.21 |
65.70 |
-0.94 |
2,069 |
19,419 |
+42 |
| Oct04 |
040325 |
66.00 |
66.25 |
66.00 |
66.25 |
+0.10 |
1 |
899 |
-7 |
| Dec04 |
040325 |
67.00 |
67.80 |
66.55 |
67.16 |
+0.19 |
1,444 |
12,589 |
+30 |
| Mar05 |
040325 |
69.50 |
69.50 |
69.00 |
69.27 |
+0.12 |
50 |
3,014 |
+27 |
| May05 |
040325 |
70.00 |
70.00 |
69.82 |
69.82 |
+0.12 |
11 |
393 |
+10 |
| Total Volume and Open Interest |
9,375 |
87,878 |
-474 |
| Lumber(CME) |
| May04 |
040325 |
369.0 |
371.1 |
367.0 |
371.1 |
+10.0 |
462 |
2,712 |
+58 |
| Jul04 |
040325 |
359.8 |
365.0 |
358.0 |
365.0 |
+10.0 |
156 |
720 |
+53 |
| Sep04 |
040325 |
347.9 |
354.1 |
347.9 |
354.0 |
+8.1 |
17 |
237 |
+13 |
| Nov04 |
040325 |
334.0 |
336.0 |
334.0 |
335.7 |
+2.2 |
6 |
33 |
+0 |
| Total Volume and Open Interest |
641 |
3,702 |
+124 |
| Crude Oil(NYM) |
| May04 |
040325 |
36.25 |
36.35 |
35.40 |
35.51 |
-1.50 |
82,227 |
214,788 |
-6,869 |
| Jun04 |
040325 |
35.50 |
35.60 |
34.70 |
34.80 |
-1.49 |
33,957 |
80,765 |
+1,070 |
| Jul04 |
040325 |
35.00 |
35.00 |
34.15 |
34.26 |
-1.38 |
8,668 |
43,129 |
+548 |
| Aug04 |
040325 |
34.50 |
34.50 |
33.75 |
33.77 |
-1.28 |
1,887 |
27,333 |
-189 |
| Sep04 |
040325 |
33.60 |
33.80 |
33.25 |
33.35 |
-1.21 |
690 |
30,527 |
-300 |
| Oct04 |
040325 |
33.60 |
33.65 |
33.01 |
33.01 |
-1.14 |
1,095 |
25,023 |
+235 |
| Nov04 |
040325 |
32.85 |
32.85 |
32.71 |
32.71 |
-1.08 |
258 |
18,964 |
+97 |
| Dec04 |
040325 |
33.20 |
33.20 |
32.43 |
32.43 |
-1.02 |
9,595 |
60,712 |
+2,206 |
| Jan05 |
040325 |
32.70 |
32.70 |
32.10 |
32.10 |
-0.99 |
941 |
16,573 |
-747 |
| Feb05 |
040325 |
32.19 |
32.19 |
31.83 |
31.83 |
-0.96 |
256 |
7,690 |
+189 |
| Mar05 |
040325 |
31.92 |
31.92 |
31.60 |
31.60 |
-0.92 |
530 |
8,011 |
-30 |
| Apr05 |
040325 |
31.65 |
31.65 |
31.38 |
31.38 |
-0.87 |
400 |
5,463 |
+0 |
| May05 |
040325 |
31.17 |
31.17 |
31.17 |
31.17 |
-0.81 |
193 |
2,610 |
+93 |
| Jun05 |
040325 |
31.29 |
31.29 |
30.97 |
30.97 |
-0.76 |
1,500 |
17,515 |
+325 |
| Jul05 |
040325 |
30.79 |
30.79 |
30.79 |
30.79 |
-0.71 |
0 |
3,908 |
+0 |
| Aug05 |
040325 |
30.62 |
30.62 |
30.62 |
30.62 |
-0.66 |
0 |
2,435 |
+0 |
| Total Volume and Open Interest |
147,074 |
668,221 |
-4,223 |
| Heating Oil(NYM) |
| Apr04 |
040325 |
90.20 |
90.70 |
88.25 |
88.90 |
-3.17 |
20,947 |
20,496 |
-4,663 |
| May04 |
040325 |
89.80 |
90.05 |
87.40 |
88.22 |
-3.39 |
19,214 |
55,942 |
+1,972 |
| Jun04 |
040325 |
89.00 |
89.00 |
86.60 |
87.37 |
-3.34 |
7,249 |
20,876 |
+1,176 |
| Jul04 |
040325 |
88.25 |
88.25 |
86.50 |
86.82 |
-3.19 |
1,805 |
16,960 |
+75 |
| Aug04 |
040325 |
88.50 |
88.50 |
86.82 |
86.82 |
-3.04 |
919 |
10,026 |
+65 |
| Sep04 |
040325 |
86.80 |
88.00 |
86.80 |
87.32 |
-2.94 |
294 |
4,612 |
+98 |
| Oct04 |
040325 |
90.50 |
90.50 |
87.00 |
87.97 |
-2.89 |
233 |
3,878 |
+200 |
| Nov04 |
040325 |
91.10 |
91.10 |
88.00 |
88.62 |
-2.84 |
1 |
3,583 |
+1 |
| Dec04 |
040325 |
91.70 |
91.70 |
89.27 |
89.27 |
-2.79 |
783 |
19,996 |
+224 |
| Jan05 |
040325 |
92.05 |
92.05 |
89.62 |
89.62 |
-2.69 |
76 |
4,082 |
+26 |
| Feb05 |
040325 |
91.75 |
91.75 |
89.32 |
89.32 |
-2.59 |
75 |
2,332 |
+38 |
| Mar05 |
040325 |
87.90 |
87.90 |
86.67 |
86.67 |
-2.39 |
150 |
5,542 |
+100 |
| Total Volume and Open Interest |
51,746 |
169,387 |
-688 |
| Unleaded Gas(NYM) |
| Apr04 |
040325 |
112.50 |
113.25 |
109.80 |
110.49 |
-4.15 |
25,551 |
28,122 |
-4,839 |
| May04 |
040325 |
113.00 |
113.30 |
109.60 |
110.48 |
-4.01 |
28,912 |
68,292 |
+3,001 |
| Jun04 |
040325 |
111.30 |
111.30 |
108.20 |
109.08 |
-3.81 |
7,289 |
18,734 |
+273 |
| Jul04 |
040325 |
108.40 |
108.70 |
106.68 |
106.68 |
-3.61 |
1,376 |
10,039 |
-19 |
| Aug04 |
040325 |
105.30 |
105.50 |
103.88 |
103.88 |
-3.41 |
228 |
7,210 |
+68 |
| Sep04 |
040325 |
101.00 |
101.50 |
100.18 |
100.18 |
-3.21 |
474 |
11,997 |
+316 |
| Oct04 |
040325 |
95.33 |
95.33 |
95.33 |
95.33 |
-3.11 |
5 |
3,474 |
+0 |
| Nov04 |
040325 |
92.68 |
92.68 |
92.68 |
92.68 |
-3.01 |
25 |
869 |
+15 |
| Dec04 |
040325 |
91.70 |
91.70 |
90.93 |
90.93 |
-2.91 |
150 |
3,099 |
+50 |
| Jan05 |
040325 |
89.88 |
89.88 |
89.88 |
89.88 |
-2.86 |
0 |
1,943 |
+0 |
| Feb05 |
040325 |
89.78 |
89.78 |
89.78 |
89.78 |
-2.81 |
0 |
1,524 |
+0 |
| Mar05 |
040325 |
90.23 |
90.23 |
90.23 |
90.23 |
-2.76 |
0 |
80 |
+0 |
| Total Volume and Open Interest |
64,010 |
155,383 |
-1,135 |
| Natural Gas(NYM) |
| Apr04 |
040325 |
5.360 |
5.430 |
5.290 |
5.336 |
-0.093 |
32,468 |
24,880 |
-4,072 |
| May04 |
040325 |
5.435 |
5.480 |
5.340 |
5.416 |
-0.085 |
19,285 |
53,371 |
+1,347 |
| Jun04 |
040325 |
5.490 |
5.530 |
5.450 |
5.484 |
-0.083 |
5,109 |
23,600 |
+138 |
| Jul04 |
040325 |
5.570 |
5.610 |
5.510 |
5.536 |
-0.079 |
2,875 |
20,026 |
+281 |
| Aug04 |
040325 |
5.595 |
5.670 |
5.550 |
5.563 |
-0.078 |
1,651 |
19,673 |
+214 |
| Sep04 |
040325 |
5.555 |
5.580 |
5.530 |
5.540 |
-0.076 |
1,154 |
19,570 |
-28 |
| Oct04 |
040325 |
5.590 |
5.590 |
5.540 |
5.564 |
-0.072 |
1,781 |
18,629 |
+164 |
| Nov04 |
040325 |
5.770 |
5.770 |
5.730 |
5.740 |
-0.070 |
632 |
11,801 |
-97 |
| Dec04 |
040325 |
5.950 |
5.950 |
5.890 |
5.915 |
-0.068 |
1,111 |
15,523 |
-211 |
| Jan05 |
040325 |
6.060 |
6.070 |
6.030 |
6.050 |
-0.066 |
1,208 |
13,743 |
-8 |
| Feb05 |
040325 |
6.010 |
6.030 |
5.990 |
6.000 |
-0.066 |
822 |
10,961 |
+139 |
| Mar05 |
040325 |
5.830 |
5.840 |
5.800 |
5.800 |
-0.056 |
653 |
10,957 |
+88 |
| Apr05 |
040325 |
5.210 |
5.250 |
5.200 |
5.200 |
-0.036 |
547 |
10,272 |
-133 |
| May05 |
040325 |
5.080 |
5.125 |
5.080 |
5.085 |
-0.026 |
185 |
5,845 |
+61 |
| Jun05 |
040325 |
5.121 |
5.140 |
5.105 |
5.105 |
-0.021 |
171 |
5,261 |
+27 |
| Jul05 |
040325 |
5.145 |
5.145 |
5.145 |
5.145 |
-0.021 |
155 |
11,096 |
+13 |
| Total Volume and Open Interest |
70,198 |
331,234 |
-1,931 |
| Brent Crude Oil(IPE) |
| May04 |
040325 |
32.73 |
32.80 |
31.68 |
31.83 |
-1.18 |
40,471 |
105,079 |
-3,425 |
| Jun04 |
040325 |
32.45 |
32.47 |
31.46 |
31.57 |
-1.13 |
17,500 |
72,439 |
+829 |
| Jul04 |
040325 |
32.04 |
32.12 |
31.25 |
31.32 |
-1.07 |
3,453 |
23,155 |
+656 |
| Aug04 |
040325 |
31.88 |
31.88 |
31.07 |
31.07 |
-1.03 |
877 |
12,227 |
+380 |
| Sep04 |
040325 |
31.53 |
31.53 |
30.82 |
30.82 |
-1.00 |
175 |
15,301 |
+0 |
| Oct04 |
040325 |
31.18 |
31.30 |
30.57 |
30.57 |
-0.97 |
644 |
6,756 |
-149 |
| Nov04 |
040325 |
30.90 |
30.90 |
30.32 |
30.32 |
-0.94 |
230 |
6,683 |
-198 |
| Dec04 |
040325 |
30.80 |
30.80 |
30.00 |
30.08 |
-0.90 |
7,255 |
23,889 |
+1,373 |
| Jan05 |
040325 |
30.49 |
30.50 |
29.79 |
29.79 |
-0.86 |
375 |
5,434 |
+0 |
| Feb05 |
040325 |
30.22 |
30.22 |
29.53 |
29.53 |
-0.85 |
0 |
3,125 |
+0 |
| Mar05 |
040325 |
29.30 |
29.30 |
29.30 |
29.30 |
-0.84 |
0 |
3,321 |
+0 |
| Apr05 |
040325 |
29.09 |
29.09 |
29.09 |
29.09 |
-0.82 |
0 |
245 |
+120 |
| Total Volume and Open Interest |
74,230 |
330,822 |
-864 |
| Gas Oil(IPE) |
| Apr04 |
040325 |
282.00 |
282.75 |
275.50 |
282.50 |
-3.00 |
12,421 |
47,686 |
-2,263 |
| May04 |
040325 |
272.50 |
272.75 |
267.00 |
270.75 |
-5.25 |
8,071 |
31,924 |
+1,325 |
| Jun04 |
040325 |
269.25 |
269.75 |
264.00 |
267.25 |
-5.50 |
2,948 |
20,968 |
+226 |
| Jul04 |
040325 |
267.75 |
267.75 |
263.00 |
266.25 |
-5.50 |
550 |
8,495 |
+25 |
| Aug04 |
040325 |
265.75 |
266.25 |
265.75 |
266.25 |
-5.50 |
210 |
7,028 |
+200 |
| Sep04 |
040325 |
266.75 |
266.75 |
266.75 |
266.75 |
-5.25 |
0 |
6,961 |
+0 |
| Oct04 |
040325 |
268.75 |
268.75 |
267.25 |
267.25 |
-5.00 |
0 |
5,706 |
+0 |
| Nov04 |
040325 |
267.50 |
267.50 |
267.50 |
267.50 |
-4.75 |
0 |
4,315 |
+0 |
| Dec04 |
040325 |
268.25 |
268.25 |
263.50 |
266.50 |
-4.75 |
1,120 |
15,040 |
+700 |
| Jan05 |
040325 |
262.25 |
264.50 |
262.25 |
264.50 |
-4.75 |
0 |
2,630 |
+0 |
| Total Volume and Open Interest |
25,320 |
164,806 |
+213 |
| US Dollar Index(NYBOT) |
| Jun04 |
040325 |
89.31 |
89.65 |
88.95 |
89.32 |
-0.03 |
4,582 |
9,819 |
+1,199 |
| Sep04 |
040325 |
89.87 |
89.87 |
89.60 |
89.74 |
-0.04 |
11 |
2,033 |
-4 |
| Dec04 |
040325 |
90.35 |
90.35 |
90.15 |
90.15 |
-0.05 |
1 |
36 |
+0 |
| Total Volume and Open Interest |
4,594 |
11,888 |
+1,195 |
| Australian Dollar(CME) |
| Jun04 |
040325 |
73.30 |
73.51 |
73.00 |
73.20 |
-0.56 |
491 |
28,516 |
+93 |
| Sep04 |
040325 |
72.55 |
72.55 |
72.40 |
72.42 |
-0.56 |
101 |
841 |
-101 |
| Dec04 |
040325 |
71.64 |
71.64 |
71.64 |
71.64 |
-0.56 |
0 |
128 |
+0 |
| Total Volume and Open Interest |
593 |
29,569 |
-7 |
| British Pound(CME) |
| Jun04 |
040325 |
179.08 |
180.19 |
178.80 |
179.55 |
-1.47 |
3,978 |
42,615 |
-163 |
| Sep04 |
040325 |
178.03 |
178.03 |
178.03 |
178.03 |
-1.47 |
0 |
39 |
+0 |
| Dec04 |
040325 |
175.00 |
176.51 |
175.00 |
176.51 |
-1.47 |
0 |
360 |
+0 |
| Total Volume and Open Interest |
3,978 |
43,015 |
-163 |
| Canadian Dollar(CME) |
| Jun04 |
040325 |
74.31 |
75.24 |
74.26 |
75.04 |
+0.74 |
7,787 |
45,397 |
+1,749 |
| Sep04 |
040325 |
74.45 |
75.00 |
74.45 |
74.90 |
+0.73 |
26 |
2,782 |
+2 |
| Dec04 |
040325 |
74.27 |
74.90 |
74.27 |
74.78 |
+0.72 |
134 |
2,015 |
+53 |
| Mar05 |
040325 |
74.60 |
74.67 |
74.60 |
74.67 |
+0.72 |
7 |
217 |
+0 |
| Total Volume and Open Interest |
7,959 |
50,511 |
+1,809 |
| Japanese Yen(CME) |
| Jun04 |
040325 |
94.51 |
94.72 |
94.38 |
94.50 |
+0.05 |
8,934 |
88,637 |
+2,874 |
| Sep04 |
040325 |
94.77 |
94.77 |
94.77 |
94.77 |
+0.05 |
0 |
282 |
+0 |
| Dec04 |
040325 |
94.95 |
95.35 |
94.95 |
95.10 |
+0.05 |
0 |
49 |
+0 |
| Total Volume and Open Interest |
8,934 |
88,969 |
+2,874 |
| Swiss Franc(CME) |
| Jun04 |
040325 |
78.39 |
78.74 |
78.18 |
78.28 |
-0.12 |
5,125 |
33,333 |
+902 |
| Sep04 |
040325 |
78.44 |
78.44 |
78.44 |
78.44 |
-0.12 |
0 |
25 |
+0 |
| Dec04 |
040325 |
78.62 |
78.62 |
78.62 |
78.62 |
-0.12 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
5,125 |
33,519 |
+902 |
| EuroFX(CME) |
| Jun04 |
040325 |
121.07 |
121.76 |
120.73 |
121.10 |
+0.08 |
18,228 |
100,943 |
+6,724 |
| Sep04 |
040325 |
120.76 |
121.53 |
120.76 |
120.87 |
+0.09 |
83 |
836 |
+4 |
| Dec04 |
040325 |
120.48 |
120.67 |
120.48 |
120.67 |
+0.11 |
0 |
430 |
-1 |
| Total Volume and Open Interest |
18,351 |
102,339 |
+6,723 |
| Mexican Peso(CME) |
| Mar04 |
040315 |
9122.0 |
9122.0 |
9122.0 |
9122.0 |
+7.0 |
6,317 |
19,855 |
-3,174 |
| Jun04 |
040325 |
8952.0 |
9005.0 |
8952.0 |
8967.0 |
+15.0 |
7,220 |
35,594 |
-1,570 |
| Total Volume and Open Interest |
7,270 |
36,583 |
-1,598 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040325 |
115~27 |
115~31 |
115~10 |
115~14 |
-0~13 |
178,866 |
541,926 |
+2,988 |
| Sep04 |
040325 |
114~14 |
114~14 |
114~00 |
114~01 |
-0~13 |
608 |
12,156 |
+71 |
| Dec04 |
040325 |
113~00 |
113~00 |
112~20 |
112~20 |
-0~13 |
5 |
193 |
+4 |
| Total Volume and Open Interest |
179,479 |
554,493 |
+3,100 |
| Municipal Bonds(CBOT) |
| Jun04 |
040325 |
105~14 |
105~16 |
104~27 |
105~05 |
-0~16 |
176 |
2,646 |
-13 |
| Total Volume and Open Interest |
176 |
2,646 |
-13 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040325 |
116~055 |
116~080 |
115~265 |
116~010 |
-0~045 |
522,045 |
1,265,844 |
+9,146 |
| Sep04 |
040325 |
115~000 |
115~000 |
114~255 |
114~285 |
-0~045 |
574 |
17,327 |
-204 |
| Total Volume and Open Interest |
522,619 |
1,283,251 |
+9,020 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040325 |
113~290 |
113~300 |
113~230 |
113~285 |
-0~015 |
200,407 |
0 |
+0 |
| Sep04 |
040325 |
112~275 |
112~280 |
112~275 |
112~275 |
-0~015 |
163 |
177 |
-78 |
| Total Volume and Open Interest |
200,570 |
177 |
-78 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040325 |
107~092 |
107~092 |
107~085 |
107~092 |
-0~001 |
1,319 |
153,124 |
-356 |
| Total Volume and Open Interest |
1,971 |
168,571 |
-420 |
| Eurodollars(CME) |
| Jun04 |
040325 |
98.845 |
98.850 |
98.840 |
98.845 |
unch |
44,052 |
846,132 |
+5,118 |
| Sep04 |
040325 |
98.730 |
98.730 |
98.710 |
98.720 |
unch |
57,835 |
864,673 |
-9,462 |
| Dec04 |
040325 |
98.510 |
98.515 |
98.480 |
98.500 |
-0.010 |
86,236 |
746,466 |
-5,188 |
| Mar05 |
040325 |
98.245 |
98.245 |
98.205 |
98.235 |
-0.005 |
87,319 |
576,898 |
+9,124 |
| Jun05 |
040325 |
97.925 |
97.925 |
97.875 |
97.905 |
-0.010 |
56,910 |
435,751 |
+6,381 |
| Sep05 |
040325 |
97.605 |
97.605 |
97.550 |
97.580 |
-0.010 |
37,033 |
355,850 |
+4,058 |
| Dec05 |
040325 |
97.300 |
97.300 |
97.250 |
97.280 |
-0.010 |
32,154 |
241,756 |
+3,861 |
| Mar06 |
040325 |
97.055 |
97.055 |
97.000 |
97.025 |
-0.015 |
26,206 |
211,349 |
+4,570 |
| Jun06 |
040325 |
96.795 |
96.800 |
96.770 |
96.790 |
-0.015 |
10,379 |
147,225 |
+1,539 |
| Sep06 |
040325 |
96.580 |
96.580 |
96.560 |
96.580 |
-0.010 |
12,139 |
160,356 |
+1,346 |
| Dec06 |
040325 |
96.375 |
96.375 |
96.345 |
96.365 |
-0.015 |
7,430 |
122,242 |
-740 |
| Mar07 |
040325 |
96.195 |
96.195 |
96.155 |
96.185 |
-0.015 |
9,611 |
103,029 |
+618 |
| Total Volume and Open Interest |
506,701 |
5,419,034 |
+20,138 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040315 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
82 |
7,197 |
+0 |
| Jun04 |
040325 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
178 |
10,800 |
+48 |
| Sep04 |
040325 |
99.90 |
99.90 |
99.89 |
99.89 |
unch |
0 |
9,216 |
+25 |
| Dec04 |
040325 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
60 |
7,824 |
+50 |
| Mar05 |
040325 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
20 |
4,303 |
-114 |
| Jun05 |
040325 |
99.76 |
99.76 |
99.75 |
99.75 |
-0.01 |
10 |
1,179 |
-203 |
| Sep05 |
040325 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,994 |
+0 |
| Dec05 |
040325 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
0 |
545 |
-2 |
| Mar06 |
040325 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
294 |
+0 |
| Jun06 |
040325 |
99.37 |
99.37 |
99.37 |
99.37 |
-0.01 |
0 |
72 |
+0 |
| Total Volume and Open Interest |
268 |
37,528 |
-196 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040325 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,128 |
69,308 |
+407 |
| Sep04 |
040325 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
460 |
39,979 |
+147 |
| Dec04 |
040325 |
99.86 |
99.87 |
99.86 |
99.86 |
-0.01 |
344 |
58,730 |
-79 |
| Mar05 |
040325 |
99.81 |
99.81 |
99.80 |
99.80 |
-0.01 |
350 |
30,365 |
-240 |
| Jun05 |
040325 |
99.76 |
99.76 |
99.74 |
99.75 |
-0.01 |
630 |
39,162 |
+332 |
| Sep05 |
040325 |
99.64 |
99.66 |
99.64 |
99.65 |
-0.01 |
848 |
31,538 |
+142 |
| Dec05 |
040325 |
99.57 |
99.57 |
99.55 |
99.56 |
unch |
1,059 |
7,779 |
+658 |
| Mar06 |
040325 |
99.44 |
99.46 |
99.44 |
99.45 |
unch |
751 |
6,205 |
+424 |
| Total Volume and Open Interest |
5,570 |
294,349 |
+1,791 |
| German Euro-Bund(EUREX) |
| Jun04 |
040324 |
116.39 |
116.67 |
116.35 |
116.57 |
+0.23 |
841,611 |
1,043,497 |
-7,618 |
| Sep04 |
040324 |
116.07 |
116.24 |
116.07 |
116.24 |
+0.23 |
1,200 |
2,306 |
+528 |
| Dec04 |
040324 |
115.24 |
115.27 |
115.24 |
115.27 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
842,811 |
1,045,803 |
-7,090 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040324 |
112.96 |
113.20 |
112.93 |
113.15 |
+0.24 |
540,336 |
731,926 |
-20,764 |
| Sep04 |
040324 |
112.55 |
112.61 |
112.55 |
112.61 |
+0.23 |
371 |
4,180 |
+50 |
| Dec04 |
040324 |
111.74 |
111.74 |
111.74 |
111.74 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
540,707 |
736,106 |
-20,714 |
| Long Gilt(LIFFE) |
| Mar04 |
040324 |
109~27 |
109~28 |
109~27 |
109~28 |
+0~03 |
473 |
11,980 |
-526 |
| Jun04 |
040324 |
109~15 |
109~20 |
109~10 |
109~15 |
+0~03 |
33,881 |
161,366 |
+1,289 |
| Total Volume and Open Interest |
34,354 |
173,346 |
+763 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040324 |
95.49 |
95.50 |
95.48 |
95.50 |
+0.01 |
25,382 |
246,944 |
+2,674 |
| Sep04 |
040324 |
95.35 |
95.37 |
95.33 |
95.36 |
+0.03 |
30,573 |
182,330 |
+26 |
| Dec04 |
040324 |
95.23 |
95.26 |
95.21 |
95.25 |
+0.04 |
36,894 |
183,888 |
+6,324 |
| Total Volume and Open Interest |
132,949 |
1,093,875 |
+13,533 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040324 |
98.070 |
98.125 |
98.070 |
98.110 |
+0.045 |
131,076 |
665,707 |
-13,346 |
| Sep04 |
040324 |
98.055 |
98.120 |
98.055 |
98.110 |
+0.065 |
125,420 |
482,882 |
-2,224 |
| Dec04 |
040324 |
97.950 |
98.025 |
97.950 |
98.015 |
+0.075 |
123,551 |
499,611 |
+15,958 |
| Total Volume and Open Interest |
573,896 |
2,828,602 |
+10,100 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040325 |
94.62 |
94.62 |
94.59 |
94.59 |
-0.05 |
5,023 |
161,883 |
-94,613 |
| Sep04 |
040325 |
94.64 |
94.64 |
94.61 |
94.62 |
-0.03 |
4,385 |
99,974 |
-6,181 |
| Dec04 |
040325 |
94.64 |
94.65 |
94.62 |
94.63 |
-0.03 |
2,981 |
56,259 |
-728 |
| Mar05 |
040325 |
94.62 |
94.62 |
94.61 |
94.62 |
-0.02 |
360 |
26,163 |
-852 |
| Jun05 |
040325 |
94.59 |
94.59 |
94.59 |
94.59 |
-0.02 |
405 |
15,377 |
-26 |
| Sep05 |
040325 |
94.56 |
94.57 |
94.56 |
94.56 |
-0.02 |
165 |
9,726 |
-441 |
| Dec05 |
040325 |
94.53 |
94.53 |
94.52 |
94.52 |
-0.02 |
103 |
7,680 |
-4 |
| Mar06 |
040325 |
94.50 |
94.50 |
94.48 |
94.49 |
-0.02 |
207 |
2,355 |
+61 |
| Jun06 |
040325 |
94.44 |
94.45 |
94.44 |
94.45 |
-0.02 |
7 |
1,274 |
+7 |
| Sep06 |
040325 |
94.40 |
94.41 |
94.40 |
94.41 |
-0.02 |
0 |
704 |
+0 |
| Total Volume and Open Interest |
13,636 |
382,068 |
-102,777 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040325 |
94.68 |
94.69 |
94.65 |
94.68 |
-0.01 |
4,246 |
179,164 |
+109 |
| Sep04 |
040325 |
94.68 |
94.68 |
94.68 |
94.68 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
4,246 |
179,164 |
+109 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040325 |
94.86 |
94.87 |
94.84 |
94.86 |
-0.02 |
29,626 |
409,552 |
-5,766 |
| Sep04 |
040325 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
29,626 |
409,552 |
-5,766 |
| Gold(CMX) |
| Apr04 |
040325 |
417.5 |
418.5 |
415.5 |
416.9 |
-0.5 |
68,488 |
113,422 |
-23,301 |
| Jun04 |
040325 |
419.0 |
419.5 |
416.6 |
417.9 |
-0.5 |
37,848 |
99,981 |
+24,926 |
| Aug04 |
040325 |
420.0 |
420.8 |
417.8 |
418.8 |
-0.5 |
537 |
8,436 |
-58 |
| Oct04 |
040325 |
421.5 |
421.5 |
419.7 |
419.7 |
-0.5 |
160 |
4,061 |
+22 |
| Dec04 |
040325 |
420.5 |
422.5 |
419.2 |
420.6 |
-0.5 |
723 |
25,814 |
+328 |
| Feb05 |
040325 |
421.0 |
421.5 |
421.0 |
421.5 |
-0.5 |
381 |
3,097 |
-58 |
| Total Volume and Open Interest |
108,379 |
283,893 |
+2,054 |
| Silver(CMX) |
| Mar04 |
040325 |
751.0 |
762.0 |
751.0 |
759.2 |
-4.8 |
30 |
248 |
-23 |
| May04 |
040325 |
759.0 |
765.0 |
748.0 |
760.2 |
-4.8 |
18,863 |
83,974 |
-1,871 |
| Jul04 |
040325 |
758.5 |
765.0 |
750.0 |
761.2 |
-4.7 |
1,856 |
10,632 |
+977 |
| Sep04 |
040325 |
761.0 |
762.2 |
761.0 |
762.2 |
-4.5 |
110 |
2,329 |
+98 |
| Dec04 |
040325 |
764.0 |
767.0 |
752.0 |
762.9 |
-4.5 |
354 |
15,462 |
+219 |
| Total Volume and Open Interest |
21,309 |
119,435 |
-541 |
| Platinum(NYM) |
| Apr04 |
040325 |
910.0 |
914.0 |
904.2 |
912.7 |
-6.4 |
1,195 |
4,984 |
-174 |
| Jul04 |
040325 |
905.0 |
905.8 |
899.5 |
904.2 |
-7.4 |
797 |
3,927 |
+303 |
| Oct04 |
040325 |
894.2 |
894.2 |
894.2 |
894.2 |
-7.4 |
0 |
201 |
+0 |
| Jan05 |
040325 |
894.2 |
894.2 |
894.2 |
894.2 |
-7.4 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,992 |
9,114 |
+129 |
| Palladium(NYME) |
| Mar04 |
040325 |
287.40 |
287.40 |
287.40 |
287.40 |
+0.90 |
42 |
150 |
-14 |
| Jun04 |
040325 |
283.00 |
290.50 |
282.00 |
289.20 |
+0.90 |
993 |
10,586 |
+172 |
| Sep04 |
040325 |
289.00 |
290.20 |
289.00 |
290.20 |
+0.90 |
2 |
64 |
+1 |
| Total Volume and Open Interest |
1,041 |
10,959 |
+161 |
| Copper(CMX) |
| Mar04 |
040325 |
133.40 |
134.55 |
132.50 |
134.55 |
-1.00 |
327 |
649 |
-43 |
| May04 |
040325 |
133.60 |
134.50 |
131.90 |
134.35 |
-1.10 |
7,113 |
44,607 |
+2,165 |
| Jul04 |
040325 |
132.70 |
133.50 |
131.35 |
133.40 |
-0.95 |
1,364 |
8,179 |
-870 |
| Sep04 |
040325 |
129.50 |
131.10 |
128.90 |
131.00 |
-0.55 |
733 |
3,956 |
+7 |
| Dec04 |
040325 |
126.60 |
127.90 |
125.90 |
127.90 |
-0.75 |
79 |
8,475 |
-16 |
| Total Volume and Open Interest |
9,682 |
74,848 |
+1,253 |
| DJIA Index(CBOT) |
| Mar04 |
040318 |
10270 |
10325 |
10219 |
10308 |
+7 |
6,265 |
29,820 |
-1,052 |
| Jun04 |
040325 |
10070 |
10202 |
10061 |
10180 |
+144 |
9,890 |
42,485 |
-35 |
| Sep04 |
040325 |
10140 |
10161 |
10140 |
10155 |
+144 |
25 |
278 |
+12 |
| Dec04 |
040325 |
10137 |
10137 |
10137 |
10137 |
+144 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
9,915 |
42,768 |
-23 |
| S & P 500(CME) |
| Jun04 |
040325 |
1096.70 |
1109.20 |
1093.80 |
1106.00 |
+14.50 |
45,792 |
569,034 |
+2,425 |
| Sep04 |
040325 |
1104.60 |
1104.60 |
1104.60 |
1104.60 |
+14.50 |
1,055 |
18,438 |
+1,005 |
| Dec04 |
040325 |
1103.10 |
1103.10 |
1103.10 |
1103.10 |
+14.50 |
6 |
750 |
+5 |
| Mar05 |
040325 |
1101.90 |
1101.90 |
1101.90 |
1101.90 |
+14.50 |
0 |
84 |
+0 |
| Total Volume and Open Interest |
46,933 |
588,474 |
+3,475 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040325 |
1091.75 |
1109.25 |
1090.00 |
1106.00 |
+14.50 |
827,573 |
478,706 |
+2,571 |
| Sep04 |
040325 |
1095.75 |
1107.75 |
1094.50 |
1104.50 |
+14.50 |
379 |
233 |
+188 |
| Total Volume and Open Interest |
827,952 |
478,939 |
+2,759 |
| NASDAQ 100(CME) |
| Jun04 |
040325 |
1395.00 |
1429.00 |
1395.00 |
1424.50 |
+38.00 |
15,380 |
78,834 |
+1,070 |
| Sep04 |
040325 |
1427.00 |
1427.00 |
1427.00 |
1427.00 |
+38.00 |
0 |
12 |
+0 |
| Dec04 |
040325 |
1429.50 |
1429.50 |
1429.50 |
1429.50 |
+38.00 |
|
|
|
| Total Volume and Open Interest |
15,380 |
78,846 |
+1,070 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040324 |
1372.0 |
1395.5 |
1365.5 |
1386.5 |
+15.0 |
346,784 |
169,613 |
+451 |
| Sep04 |
040324 |
1380.0 |
1394.5 |
1378.0 |
1389.0 |
+15.0 |
80 |
47 |
+40 |
| Total Volume and Open Interest |
346,864 |
169,660 |
+491 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Jun04 |
040325 |
581.00 |
588.50 |
581.00 |
587.00 |
+8.50 |
675 |
14,642 |
+99 |
| Sep04 |
040325 |
587.00 |
587.00 |
587.00 |
587.00 |
+8.50 |
|
|
|
| Dec04 |
040325 |
587.00 |
587.00 |
587.00 |
587.00 |
+8.50 |
|
|
|
| Total Volume and Open Interest |
675 |
14,642 |
+99 |
| Russell 2000(CME) |
| Jun04 |
040324 |
559.25 |
561.20 |
553.50 |
556.45 |
-1.80 |
2,107 |
25,265 |
+18 |
| Sep04 |
040324 |
556.45 |
556.45 |
556.45 |
556.45 |
-1.80 |
0 |
1 |
+0 |
| Dec04 |
040324 |
556.45 |
556.45 |
556.45 |
556.45 |
-1.80 |
|
|
|
| Total Volume and Open Interest |
2,107 |
25,266 |
+18 |
| Value Line(KCBT) |
| Jun04 |
040325 |
1560.00 |
1567.50 |
1560.00 |
1567.50 |
+30.50 |
4 |
38 |
-1 |
| Total Volume and Open Interest |
4 |
38 |
-1 |
| Nikkei 225(CME) |
| Jun04 |
040325 |
11570 |
11800 |
11550 |
11720 |
+340 |
3,866 |
0 |
-35,907 |
| Sep04 |
040325 |
11720 |
11720 |
11720 |
11720 |
+340 |
|
|
|
| Total Volume and Open Interest |
3,866 |
|
|
| Nikkei 225(SIMEX) |
| Jun04 |
040325 |
11360 |
11510 |
11360 |
11495 |
+190 |
18,272 |
173,530 |
-3,908 |
| Sep04 |
040325 |
11490 |
11490 |
11490 |
11490 |
+190 |
|
|
|
| Dec04 |
040325 |
11465 |
11465 |
11465 |
11465 |
+190 |
|
|
|
| Total Volume and Open Interest |
18,272 |
178,530 |
-3,908 |
| CAC 40(MATIF) |
| Mar04 |
040324 |
3530.5 |
3565.0 |
3490.5 |
3518.0 |
-23.0 |
131,920 |
621,662 |
+11,176 |
| Apr04 |
040324 |
3536.0 |
3564.0 |
3493.0 |
3518.5 |
-23.0 |
34,125 |
35,488 |
+3,514 |
| May04 |
040324 |
3513.0 |
3513.0 |
3455.0 |
3467.0 |
-24.5 |
168 |
938 |
-120 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Jun04 |
040325 |
3785.0 |
3852.5 |
3777.5 |
3849.0 |
+76.5 |
171,656 |
173,553 |
+2,018 |
| Sep04 |
040325 |
3802.5 |
3867.0 |
3800.0 |
3867.0 |
+76.0 |
949 |
7,445 |
+265 |
| Dec04 |
040325 |
3824.5 |
3884.5 |
3818.0 |
3884.5 |
+76.0 |
600 |
358 |
+165 |
| Total Volume and Open Interest |
173,205 |
181,356 |
+2,448 |
| FT-SE 100(LIFFE) |
| Jun04 |
040325 |
4319.00 |
4379.00 |
4319.00 |
4368.50 |
+57.50 |
79,296 |
378,908 |
+1,383 |
| Sep04 |
040325 |
4361.00 |
4377.00 |
4361.00 |
4377.00 |
+57.00 |
0 |
15,602 |
+0 |
| Dec04 |
040325 |
4403.00 |
4403.00 |
4403.00 |
4403.00 |
+57.50 |
1,000 |
19,473 |
+0 |
| Total Volume and Open Interest |
80,296 |
413,983 |
+1,383 |
| SPI 200(SFE) |
| Mar04 |
040318 |
3446.0 |
3460.0 |
3444.0 |
3460.0 |
+22.0 |
39,419 |
186,548 |
-16,303 |
| Jun04 |
040325 |
3400.0 |
3418.0 |
3390.0 |
3418.0 |
+28.0 |
14,138 |
156,796 |
+2,872 |
| Sep04 |
040325 |
3403.0 |
3425.0 |
3397.0 |
3425.0 |
+27.0 |
19 |
2,848 |
+1 |
| Total Volume and Open Interest |
14,253 |
162,185 |
+2,833 |
| GSCI(CME) |
| Apr04 |
040325 |
280.00 |
280.70 |
276.50 |
277.00 |
-7.30 |
60 |
16,310 |
+20 |
| May04 |
040325 |
274.40 |
274.50 |
274.40 |
274.50 |
-7.90 |
6 |
112 |
+1 |
| Jun04 |
040325 |
273.50 |
273.50 |
273.50 |
273.50 |
-7.50 |
6 |
21 |
+2 |
| Total Volume and Open Interest |
72 |
16,443 |
+23 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040325 |
279.50 |
280.00 |
277.25 |
278.00 |
-3.25 |
75 |
598 |
-33 |
| Jun04 |
040325 |
279.25 |
279.50 |
277.50 |
278.50 |
-2.50 |
16 |
287 |
+8 |
| Aug04 |
040325 |
277.00 |
277.00 |
277.00 |
277.00 |
-2.25 |
1 |
17 |
+1 |
| Total Volume and Open Interest |
92 |
903 |
-24 |
|
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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