|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri March 26, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May04 |
040326 |
1035.00 |
1038.00 |
1010.00 |
1013.00 |
-15.50 |
46,600 |
136,997 |
-1,027 |
| Jul04 |
040326 |
1025.00 |
1027.00 |
1001.00 |
1003.00 |
-13.75 |
22,426 |
57,060 |
-352 |
| Aug04 |
040326 |
995.00 |
996.00 |
965.00 |
967.50 |
-18.50 |
4,675 |
14,506 |
+154 |
| Sep04 |
040326 |
884.00 |
884.50 |
858.00 |
858.50 |
-20.00 |
1,233 |
9,176 |
+330 |
| Nov04 |
040326 |
784.00 |
785.00 |
762.00 |
767.50 |
-11.25 |
9,439 |
45,965 |
-18 |
| Jan05 |
040326 |
780.00 |
780.00 |
763.00 |
766.00 |
-10.50 |
749 |
2,423 |
+304 |
| Mar05 |
040326 |
772.00 |
772.00 |
754.00 |
758.00 |
-15.00 |
113 |
1,368 |
+35 |
| Total Volume and Open Interest |
85,275 |
268,703 |
-557 |
| Soybean Meal(CBOT) |
| May04 |
040326 |
322.00 |
322.00 |
314.90 |
316.90 |
-2.80 |
13,274 |
73,666 |
-671 |
| Jul04 |
040326 |
320.50 |
320.50 |
312.00 |
313.10 |
-5.00 |
9,480 |
44,064 |
+184 |
| Aug04 |
040326 |
310.00 |
310.50 |
302.50 |
303.80 |
-3.70 |
2,684 |
16,119 |
+377 |
| Sep04 |
040326 |
289.00 |
289.00 |
281.00 |
281.50 |
-4.70 |
521 |
15,228 |
+238 |
| Oct04 |
040326 |
248.50 |
249.00 |
240.50 |
242.50 |
-3.50 |
829 |
8,817 |
+35 |
| Dec04 |
040326 |
240.00 |
240.00 |
232.00 |
233.50 |
-4.80 |
2,939 |
21,801 |
-220 |
| Jan05 |
040326 |
238.00 |
238.00 |
230.00 |
231.10 |
-4.90 |
164 |
2,532 |
-79 |
| Mar05 |
040326 |
234.50 |
234.50 |
228.50 |
229.40 |
-4.40 |
103 |
1,552 |
-17 |
| Total Volume and Open Interest |
30,953 |
186,027 |
+331 |
| Soybean Oil(CBOT) |
| May04 |
040326 |
33.75 |
33.80 |
33.10 |
33.37 |
-0.33 |
13,498 |
81,569 |
-3,343 |
| Jul04 |
040326 |
33.55 |
33.55 |
33.00 |
33.23 |
-0.26 |
11,552 |
49,213 |
+110 |
| Aug04 |
040326 |
33.38 |
33.38 |
32.78 |
33.03 |
-0.35 |
1,741 |
11,881 |
+334 |
| Sep04 |
040326 |
32.58 |
32.58 |
32.10 |
32.40 |
-0.18 |
1,119 |
11,304 |
+121 |
| Oct04 |
040326 |
30.45 |
30.45 |
30.00 |
30.25 |
-0.25 |
969 |
8,341 |
-168 |
| Dec04 |
040326 |
29.20 |
29.30 |
28.85 |
29.00 |
-0.23 |
2,598 |
19,920 |
+1 |
| Jan05 |
040326 |
28.90 |
28.90 |
28.60 |
28.75 |
-0.25 |
131 |
1,108 |
+68 |
| Mar05 |
040326 |
28.45 |
28.45 |
28.45 |
28.45 |
-0.15 |
6 |
883 |
-1 |
| Total Volume and Open Interest |
31,672 |
185,051 |
-2,820 |
| Canola(WCE) |
| May04 |
040326 |
437.0 |
438.0 |
432.1 |
433.8 |
-1.5 |
2,547 |
32,967 |
-475 |
| Jul04 |
040326 |
442.0 |
442.0 |
436.5 |
438.0 |
-1.6 |
4,022 |
17,846 |
-1,075 |
| Sep04 |
040326 |
379.0 |
379.0 |
379.0 |
379.0 |
-1.5 |
0 |
10 |
+0 |
| Nov04 |
040326 |
382.5 |
383.0 |
381.0 |
382.5 |
-0.5 |
1,959 |
24,087 |
-767 |
| Jan05 |
040326 |
385.5 |
385.5 |
385.5 |
385.5 |
+0.5 |
25 |
392 |
+7 |
| Total Volume and Open Interest |
8,553 |
75,374 |
-2,310 |
| Corn(CBOT) |
| May04 |
040326 |
307.75 |
308.75 |
303.25 |
305.50 |
-1.25 |
46,010 |
312,553 |
+122 |
| Jul04 |
040326 |
313.00 |
313.50 |
308.00 |
309.75 |
-1.75 |
20,427 |
139,566 |
+3,737 |
| Sep04 |
040326 |
307.75 |
309.50 |
303.75 |
305.50 |
-1.50 |
2,265 |
27,680 |
+728 |
| Dec04 |
040326 |
302.00 |
305.00 |
299.25 |
301.75 |
-0.75 |
22,044 |
204,562 |
+1,675 |
| Mar05 |
040326 |
306.25 |
306.75 |
301.50 |
304.00 |
-1.00 |
543 |
15,948 |
+180 |
| May05 |
040326 |
305.50 |
306.50 |
304.00 |
306.00 |
-1.00 |
66 |
1,542 |
+38 |
| Total Volume and Open Interest |
91,783 |
709,581 |
+6,632 |
| Wheat(CBOT) |
| May04 |
040326 |
407.00 |
407.00 |
400.50 |
405.25 |
-2.75 |
14,706 |
93,302 |
-299 |
| Jul04 |
040326 |
411.00 |
411.50 |
404.00 |
409.75 |
-2.25 |
7,956 |
48,572 |
+142 |
| Sep04 |
040326 |
414.00 |
414.00 |
407.50 |
412.75 |
-2.75 |
625 |
7,743 |
+128 |
| Dec04 |
040326 |
421.00 |
421.00 |
414.00 |
420.50 |
-1.75 |
2,131 |
12,861 |
+660 |
| Mar05 |
040326 |
420.00 |
421.00 |
415.00 |
421.00 |
-1.00 |
143 |
812 |
+43 |
| Total Volume and Open Interest |
25,642 |
163,651 |
+708 |
| Wheat(KCBT) |
| May04 |
040326 |
408.00 |
409.00 |
402.00 |
408.00 |
-1.50 |
5,839 |
33,022 |
-42 |
| Jul04 |
040326 |
411.50 |
412.00 |
405.00 |
411.50 |
-0.50 |
4,224 |
22,313 |
+398 |
| Sep04 |
040326 |
417.00 |
417.00 |
410.00 |
416.00 |
-1.00 |
740 |
3,697 |
-194 |
| Dec04 |
040326 |
425.50 |
425.50 |
418.00 |
421.75 |
-3.25 |
749 |
4,482 |
+260 |
| Mar05 |
040326 |
426.00 |
430.00 |
426.00 |
430.00 |
+2.00 |
2 |
30 |
+2 |
| Total Volume and Open Interest |
11,555 |
63,589 |
+424 |
| Wheat(MGE) |
| May04 |
040326 |
433.00 |
434.00 |
426.00 |
431.75 |
-3.25 |
1,418 |
19,264 |
-439 |
| Jul04 |
040326 |
435.00 |
435.00 |
428.00 |
432.75 |
-3.25 |
743 |
7,998 |
+1 |
| Sep04 |
040326 |
435.00 |
436.75 |
429.00 |
433.25 |
-2.75 |
633 |
6,679 |
-202 |
| Dec04 |
040326 |
439.00 |
440.00 |
432.75 |
437.00 |
-3.75 |
516 |
5,127 |
+104 |
| Mar05 |
040326 |
440.00 |
440.00 |
440.00 |
440.00 |
unch |
0 |
47 |
+0 |
| Total Volume and Open Interest |
3,310 |
39,161 |
-536 |
| Oats(CBOT) |
| May04 |
040326 |
169.00 |
170.00 |
163.00 |
165.75 |
-1.25 |
1,315 |
5,779 |
+27 |
| Jul04 |
040326 |
172.25 |
174.00 |
167.50 |
169.75 |
-1.25 |
789 |
3,157 |
-63 |
| Sep04 |
040326 |
178.00 |
178.50 |
173.50 |
173.50 |
-2.50 |
112 |
913 |
-2 |
| Dec04 |
040326 |
178.00 |
178.00 |
173.50 |
174.25 |
-1.25 |
169 |
2,626 |
+40 |
| Total Volume and Open Interest |
2,385 |
12,485 |
+2 |
| Rough Rice(CBOT) |
| May04 |
040326 |
9.99 |
10.02 |
9.51 |
9.62 |
-0.38 |
124 |
4,629 |
+22 |
| Jul04 |
040326 |
10.12 |
10.15 |
9.66 |
9.80 |
-0.36 |
29 |
789 |
-15 |
| Sep04 |
040326 |
8.72 |
8.80 |
8.72 |
8.80 |
-0.42 |
14 |
283 |
+0 |
| Nov04 |
040326 |
8.90 |
8.90 |
8.54 |
8.60 |
-0.44 |
20 |
821 |
+5 |
| Total Volume and Open Interest |
189 |
6,571 |
+12 |
| Live Cattle(CME) |
| Apr04 |
040326 |
77.100 |
77.750 |
76.750 |
77.200 |
+0.450 |
6,416 |
22,771 |
-1,333 |
| Jun04 |
040326 |
73.350 |
73.950 |
73.200 |
73.625 |
+0.525 |
7,248 |
56,339 |
+342 |
| Aug04 |
040326 |
73.950 |
74.250 |
73.550 |
73.775 |
+0.350 |
2,582 |
15,834 |
+967 |
| Oct04 |
040326 |
76.150 |
76.500 |
76.100 |
76.150 |
+0.250 |
403 |
14,073 |
+50 |
| Dec04 |
040326 |
77.700 |
78.000 |
77.700 |
77.850 |
+0.350 |
634 |
5,567 |
-33 |
| Feb05 |
040326 |
79.250 |
79.350 |
79.100 |
79.300 |
+0.225 |
102 |
2,917 |
+19 |
| Total Volume and Open Interest |
17,393 |
117,625 |
+19 |
| Feeder Cattle(CME) |
| Apr04 |
040326 |
88.000 |
88.800 |
88.000 |
88.700 |
+0.750 |
339 |
2,193 |
-47 |
| May04 |
040326 |
86.400 |
87.100 |
86.350 |
86.625 |
+0.700 |
538 |
5,850 |
-127 |
| Aug04 |
040326 |
87.700 |
87.950 |
87.500 |
87.750 |
+0.300 |
303 |
3,929 |
+81 |
| Sep04 |
040326 |
87.400 |
87.650 |
87.400 |
87.600 |
+0.400 |
8 |
505 |
+6 |
| Oct04 |
040326 |
87.300 |
87.700 |
87.250 |
87.650 |
+0.500 |
36 |
669 |
+11 |
| Nov04 |
040326 |
87.800 |
87.800 |
87.800 |
87.800 |
+0.225 |
16 |
114 |
+11 |
| Jan05 |
040326 |
86.900 |
86.900 |
86.900 |
86.900 |
+0.300 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,353 |
14,334 |
-104 |
| Lean Hogs(CME) |
| Apr04 |
040326 |
66.550 |
66.900 |
66.175 |
66.400 |
-0.275 |
3,149 |
11,790 |
-541 |
| May04 |
040326 |
67.300 |
67.550 |
66.975 |
67.200 |
-0.025 |
236 |
3,153 |
+16 |
| Jun04 |
040326 |
72.000 |
72.450 |
71.400 |
71.775 |
+0.125 |
3,904 |
36,022 |
+933 |
| Jul04 |
040326 |
68.225 |
68.400 |
67.750 |
68.325 |
+0.175 |
901 |
8,638 |
+389 |
| Aug04 |
040326 |
65.725 |
65.900 |
65.350 |
65.750 |
+0.025 |
310 |
3,489 |
+7 |
| Oct04 |
040326 |
56.650 |
56.900 |
56.600 |
56.875 |
+0.350 |
224 |
1,619 |
+96 |
| Dec04 |
040326 |
55.600 |
55.850 |
55.600 |
55.625 |
+0.375 |
120 |
1,446 |
+37 |
| Feb05 |
040326 |
59.000 |
59.100 |
59.000 |
59.100 |
+0.100 |
28 |
292 |
+12 |
| Total Volume and Open Interest |
8,888 |
66,518 |
+956 |
| Pork Bellies(CME) |
| May04 |
040326 |
105.550 |
108.875 |
105.200 |
108.075 |
+2.125 |
444 |
2,684 |
+50 |
| Jul04 |
040326 |
105.075 |
107.675 |
104.600 |
107.650 |
+2.575 |
163 |
830 |
+41 |
| Aug04 |
040326 |
99.000 |
101.300 |
99.000 |
101.100 |
+2.100 |
2 |
49 |
-1 |
| Feb05 |
040326 |
86.150 |
86.150 |
86.150 |
86.150 |
unch |
0 |
2 |
+0 |
| Mar05 |
040326 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
625 |
3,587 |
+75 |
| BFP Milk Class III(CME) |
| Mar04 |
040326 |
14.30 |
14.32 |
14.28 |
14.30 |
-0.02 |
63 |
2,883 |
+7 |
| Apr04 |
040326 |
18.42 |
18.60 |
18.15 |
18.60 |
+0.19 |
805 |
5,679 |
+129 |
| May04 |
040326 |
18.10 |
18.30 |
17.50 |
17.97 |
-0.04 |
531 |
5,116 |
+156 |
| Jun04 |
040326 |
17.10 |
17.53 |
16.40 |
17.12 |
+0.03 |
286 |
4,145 |
+96 |
| Jul04 |
040326 |
15.90 |
16.15 |
15.10 |
15.85 |
unch |
231 |
3,395 |
+72 |
| Total Volume and Open Interest |
2,977 |
34,066 |
+728 |
| Cocoa(NYBOT) |
| May04 |
040326 |
1475 |
1499 |
1453 |
1478 |
+16 |
4,691 |
35,552 |
+848 |
| Jul04 |
040326 |
1482 |
1503 |
1465 |
1481 |
+17 |
1,020 |
17,349 |
+185 |
| Sep04 |
040326 |
1489 |
1503 |
1475 |
1487 |
+15 |
40 |
12,499 |
+0 |
| Dec04 |
040326 |
1499 |
1503 |
1475 |
1498 |
+16 |
405 |
10,174 |
+55 |
| Mar05 |
040326 |
1492 |
1516 |
1492 |
1505 |
+13 |
240 |
8,018 |
-63 |
| May05 |
040326 |
1528 |
1528 |
1517 |
1518 |
+14 |
484 |
10,482 |
+233 |
| Jul05 |
040326 |
1533 |
1534 |
1524 |
1529 |
+14 |
141 |
8,083 |
+16 |
| Total Volume and Open Interest |
7,116 |
104,423 |
+1,329 |
| Coffee "C"(NYBOT) |
| May04 |
040326 |
71.00 |
72.10 |
70.85 |
71.95 |
+0.70 |
25,720 |
63,602 |
-5,452 |
| Jul04 |
040326 |
73.50 |
74.30 |
73.10 |
74.15 |
+0.70 |
5,420 |
18,649 |
+442 |
| Sep04 |
040326 |
75.80 |
76.30 |
75.30 |
76.25 |
+0.70 |
1,028 |
9,774 |
+179 |
| Dec04 |
040326 |
78.80 |
79.20 |
77.90 |
78.85 |
+0.70 |
862 |
6,062 |
-21 |
| Mar05 |
040326 |
81.40 |
81.50 |
80.75 |
81.35 |
+0.65 |
355 |
3,765 |
-94 |
| May05 |
040326 |
82.25 |
82.70 |
82.00 |
82.70 |
+0.65 |
1 |
404 |
+0 |
| Total Volume and Open Interest |
33,397 |
103,018 |
-4,946 |
| Orange Juice(NYBOT) |
| May04 |
040326 |
61.45 |
61.45 |
60.80 |
60.80 |
-0.60 |
1,812 |
22,567 |
-143 |
| Jul04 |
040326 |
63.45 |
63.45 |
63.00 |
63.20 |
-0.25 |
348 |
5,868 |
-53 |
| Sep04 |
040326 |
65.80 |
65.80 |
65.50 |
65.70 |
unch |
32 |
1,472 |
+11 |
| Nov04 |
040326 |
67.80 |
67.80 |
67.55 |
67.55 |
+0.05 |
31 |
1,269 |
+9 |
| Jan05 |
040326 |
69.50 |
69.50 |
69.25 |
69.25 |
-0.25 |
14 |
424 |
+6 |
| Total Volume and Open Interest |
2,300 |
33,671 |
-129 |
| Sugar #11(NYBOT) |
| May04 |
040326 |
6.54 |
6.54 |
6.05 |
6.09 |
-0.53 |
64,825 |
168,517 |
-16,393 |
| Jul04 |
040326 |
6.52 |
6.66 |
6.30 |
6.33 |
-0.43 |
26,237 |
54,112 |
+1,381 |
| Oct04 |
040326 |
6.55 |
6.67 |
6.42 |
6.45 |
-0.29 |
6,702 |
39,938 |
+1,378 |
| Mar05 |
040326 |
6.63 |
6.75 |
6.55 |
6.55 |
-0.20 |
7,070 |
21,103 |
-117 |
| May05 |
040326 |
6.60 |
6.65 |
6.49 |
6.49 |
-0.19 |
678 |
10,706 |
-112 |
| Total Volume and Open Interest |
107,017 |
305,583 |
-13,258 |
| London Cocoa(LCE) |
| Mar04 |
040316 |
835 |
837 |
826 |
826 |
-8 |
5,517 |
7,666 |
-494 |
| May04 |
040326 |
854 |
872 |
852 |
865 |
+16 |
2,021 |
45,599 |
-560 |
| Jul04 |
040326 |
855 |
868 |
850 |
864 |
+14 |
1,049 |
28,558 |
-154 |
| Sep04 |
040326 |
867 |
881 |
862 |
875 |
+15 |
527 |
24,166 |
+4 |
| Dec04 |
040326 |
882 |
899 |
879 |
892 |
+15 |
906 |
43,412 |
+334 |
| Mar05 |
040326 |
910 |
910 |
891 |
907 |
+14 |
580 |
23,508 |
+149 |
| May05 |
040326 |
915 |
919 |
915 |
919 |
+15 |
229 |
6,473 |
+92 |
| Total Volume and Open Interest |
5,576 |
189,262 |
+2 |
| London Coffee(LCE) |
| Mar04 |
040326 |
671.00 |
676.00 |
671.00 |
676.00 |
+7.00 |
33 |
104 |
-11 |
| May04 |
040326 |
700.00 |
712.00 |
700.00 |
711.00 |
+9.00 |
12,757 |
54,701 |
-2,087 |
| Jul04 |
040326 |
724.00 |
733.00 |
723.00 |
731.00 |
+7.00 |
7,911 |
53,927 |
+4,070 |
| Sep04 |
040326 |
743.00 |
750.00 |
743.00 |
749.00 |
+6.00 |
3,265 |
22,836 |
-140 |
| Nov04 |
040326 |
762.00 |
765.00 |
760.00 |
765.00 |
+6.00 |
416 |
15,777 |
+173 |
| Jan05 |
040326 |
775.00 |
782.00 |
775.00 |
781.00 |
+6.00 |
628 |
10,046 |
+239 |
| Total Volume and Open Interest |
25,401 |
162,036 |
+2,458 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
| May04 |
040326 |
217.00 |
217.00 |
210.00 |
212.50 |
-3.20 |
4,946 |
22,440 |
-655 |
| Aug04 |
040326 |
214.40 |
214.40 |
208.20 |
211.50 |
-2.70 |
2,354 |
21,303 |
+973 |
| Oct04 |
040326 |
212.00 |
213.00 |
208.60 |
211.30 |
-1.40 |
1,075 |
8,405 |
+17 |
| Dec04 |
040326 |
213.00 |
213.00 |
208.80 |
211.50 |
-1.70 |
870 |
3,995 |
+314 |
| Total Volume and Open Interest |
10,013 |
62,993 |
+870 |
| Cotton(NYBOT) |
| May04 |
040326 |
64.62 |
65.05 |
64.01 |
64.90 |
+0.70 |
8,186 |
49,221 |
-1,458 |
| Jul04 |
040326 |
66.00 |
66.70 |
65.60 |
66.64 |
+0.94 |
3,189 |
20,100 |
+681 |
| Oct04 |
040326 |
67.00 |
67.65 |
66.60 |
67.65 |
+1.40 |
54 |
899 |
+0 |
| Dec04 |
040326 |
67.80 |
68.90 |
67.01 |
68.57 |
+1.41 |
1,926 |
12,724 |
+135 |
| Mar05 |
040326 |
69.35 |
70.75 |
69.35 |
70.60 |
+1.33 |
35 |
3,040 |
+26 |
| May05 |
040326 |
70.60 |
71.20 |
70.50 |
71.20 |
+1.38 |
1 |
393 |
+0 |
| Total Volume and Open Interest |
13,391 |
87,262 |
-616 |
| Lumber(CME) |
| May04 |
040326 |
371.0 |
377.4 |
369.6 |
375.9 |
+4.8 |
653 |
2,724 |
+12 |
| Jul04 |
040326 |
363.9 |
367.2 |
360.5 |
365.6 |
+0.6 |
304 |
776 |
+56 |
| Sep04 |
040326 |
354.0 |
355.9 |
351.0 |
354.2 |
+0.2 |
60 |
247 |
+10 |
| Nov04 |
040326 |
336.0 |
336.9 |
334.2 |
334.2 |
-1.5 |
19 |
41 |
+8 |
| Total Volume and Open Interest |
1,036 |
3,788 |
+86 |
| Crude Oil(NYM) |
| May04 |
040326 |
35.35 |
35.82 |
34.75 |
35.73 |
+0.22 |
122,171 |
199,585 |
-15,203 |
| Jun04 |
040326 |
34.60 |
35.00 |
34.05 |
34.87 |
+0.07 |
52,024 |
77,156 |
-3,609 |
| Jul04 |
040326 |
34.10 |
34.45 |
33.60 |
34.31 |
+0.05 |
12,800 |
43,313 |
+184 |
| Aug04 |
040326 |
33.82 |
33.82 |
33.60 |
33.82 |
+0.05 |
4,372 |
27,099 |
-234 |
| Sep04 |
040326 |
33.43 |
33.45 |
32.95 |
33.39 |
+0.04 |
3,718 |
31,248 |
+721 |
| Oct04 |
040326 |
33.02 |
33.05 |
32.95 |
33.03 |
+0.02 |
1,116 |
25,158 |
+135 |
| Nov04 |
040326 |
32.73 |
32.73 |
32.73 |
32.73 |
+0.02 |
181 |
18,735 |
-229 |
| Dec04 |
040326 |
32.25 |
32.60 |
32.00 |
32.44 |
+0.01 |
16,730 |
62,372 |
+1,660 |
| Jan05 |
040326 |
32.05 |
32.11 |
31.75 |
32.11 |
+0.01 |
1,720 |
17,193 |
+620 |
| Feb05 |
040326 |
31.84 |
31.84 |
31.84 |
31.84 |
+0.01 |
91 |
7,655 |
-35 |
| Mar05 |
040326 |
31.61 |
31.61 |
31.61 |
31.61 |
+0.01 |
370 |
8,117 |
+106 |
| Apr05 |
040326 |
31.39 |
31.39 |
31.39 |
31.39 |
+0.01 |
34 |
5,468 |
+5 |
| May05 |
040326 |
31.30 |
31.30 |
31.18 |
31.18 |
+0.01 |
105 |
2,611 |
+1 |
| Jun05 |
040326 |
30.98 |
30.98 |
30.98 |
30.98 |
+0.01 |
2,199 |
18,115 |
+600 |
| Jul05 |
040326 |
30.80 |
30.80 |
30.80 |
30.80 |
+0.01 |
10 |
3,908 |
+0 |
| Aug05 |
040326 |
30.63 |
30.63 |
30.63 |
30.63 |
+0.01 |
0 |
2,435 |
+0 |
| Total Volume and Open Interest |
223,952 |
652,855 |
-15,366 |
| Heating Oil(NYM) |
| Apr04 |
040326 |
88.50 |
90.00 |
87.25 |
89.21 |
+0.31 |
17,951 |
17,035 |
-3,461 |
| May04 |
040326 |
88.00 |
89.80 |
86.00 |
88.61 |
+0.39 |
26,417 |
54,859 |
-1,083 |
| Jun04 |
040326 |
87.10 |
88.40 |
86.00 |
87.51 |
+0.14 |
10,918 |
19,140 |
-1,736 |
| Jul04 |
040326 |
87.10 |
87.40 |
86.00 |
86.91 |
+0.09 |
4,129 |
16,070 |
-890 |
| Aug04 |
040326 |
87.35 |
87.60 |
86.00 |
86.81 |
-0.01 |
1,333 |
9,951 |
-75 |
| Sep04 |
040326 |
87.70 |
88.10 |
87.26 |
87.26 |
-0.06 |
385 |
4,727 |
+115 |
| Oct04 |
040326 |
88.30 |
88.45 |
87.70 |
87.91 |
-0.06 |
202 |
3,918 |
+40 |
| Nov04 |
040326 |
88.95 |
89.20 |
88.25 |
88.56 |
-0.06 |
1,409 |
3,884 |
+301 |
| Dec04 |
040326 |
89.00 |
89.70 |
88.00 |
89.21 |
-0.06 |
3,620 |
20,519 |
+523 |
| Jan05 |
040326 |
89.70 |
89.70 |
89.50 |
89.56 |
-0.06 |
73 |
4,107 |
+25 |
| Feb05 |
040326 |
89.20 |
89.75 |
89.20 |
89.21 |
-0.11 |
58 |
2,346 |
+14 |
| Mar05 |
040326 |
86.45 |
86.46 |
86.45 |
86.46 |
-0.21 |
104 |
5,581 |
+39 |
| Total Volume and Open Interest |
66,618 |
163,215 |
-6,172 |
| Unleaded Gas(NYM) |
| Apr04 |
040326 |
110.20 |
113.10 |
109.25 |
112.90 |
+2.41 |
24,373 |
23,847 |
-4,275 |
| May04 |
040326 |
110.30 |
112.60 |
109.10 |
112.46 |
+1.98 |
23,353 |
70,092 |
+1,800 |
| Jun04 |
040326 |
109.20 |
111.00 |
107.70 |
110.66 |
+1.58 |
3,843 |
18,520 |
-214 |
| Jul04 |
040326 |
106.80 |
108.00 |
105.00 |
107.91 |
+1.23 |
1,945 |
10,092 |
+53 |
| Aug04 |
040326 |
104.20 |
104.91 |
103.00 |
104.91 |
+1.03 |
435 |
7,304 |
+94 |
| Sep04 |
040326 |
100.00 |
101.11 |
100.00 |
101.11 |
+0.93 |
711 |
12,129 |
+132 |
| Oct04 |
040326 |
95.25 |
96.16 |
95.25 |
96.16 |
+0.83 |
2 |
3,476 |
+2 |
| Nov04 |
040326 |
93.46 |
93.46 |
93.46 |
93.46 |
+0.78 |
0 |
869 |
+0 |
| Dec04 |
040326 |
90.90 |
91.66 |
90.90 |
91.66 |
+0.73 |
14 |
3,099 |
+0 |
| Jan05 |
040326 |
90.56 |
90.56 |
90.56 |
90.56 |
+0.68 |
325 |
1,996 |
+53 |
| Feb05 |
040326 |
90.41 |
90.41 |
90.41 |
90.41 |
+0.63 |
0 |
1,524 |
+0 |
| Mar05 |
040326 |
90.81 |
90.81 |
90.81 |
90.81 |
+0.58 |
10 |
90 |
+10 |
| Total Volume and Open Interest |
55,011 |
153,038 |
-2,345 |
| Natural Gas(NYM) |
| Apr04 |
040326 |
5.295 |
5.400 |
5.295 |
5.395 |
+0.059 |
29,938 |
23,281 |
-1,599 |
| May04 |
040326 |
5.390 |
5.510 |
5.380 |
5.496 |
+0.080 |
23,959 |
53,700 |
+329 |
| Jun04 |
040326 |
5.445 |
5.580 |
5.445 |
5.566 |
+0.082 |
5,678 |
24,081 |
+481 |
| Jul04 |
040326 |
5.500 |
5.623 |
5.500 |
5.623 |
+0.087 |
4,684 |
20,454 |
+428 |
| Aug04 |
040326 |
5.540 |
5.650 |
5.535 |
5.648 |
+0.085 |
3,196 |
19,543 |
-130 |
| Sep04 |
040326 |
5.500 |
5.625 |
5.500 |
5.620 |
+0.080 |
1,575 |
19,606 |
+36 |
| Oct04 |
040326 |
5.530 |
5.655 |
5.530 |
5.642 |
+0.078 |
2,161 |
18,547 |
-82 |
| Nov04 |
040326 |
5.690 |
5.825 |
5.690 |
5.815 |
+0.075 |
615 |
11,774 |
-27 |
| Dec04 |
040326 |
5.875 |
6.000 |
5.875 |
5.987 |
+0.072 |
1,453 |
15,635 |
+112 |
| Jan05 |
040326 |
6.020 |
6.120 |
6.015 |
6.117 |
+0.067 |
1,072 |
13,716 |
-27 |
| Feb05 |
040326 |
5.980 |
6.090 |
5.980 |
6.067 |
+0.067 |
671 |
11,053 |
+92 |
| Mar05 |
040326 |
5.780 |
5.880 |
5.780 |
5.867 |
+0.067 |
522 |
10,922 |
-35 |
| Apr05 |
040326 |
5.220 |
5.272 |
5.220 |
5.272 |
+0.072 |
524 |
10,176 |
-96 |
| May05 |
040326 |
5.120 |
5.157 |
5.120 |
5.157 |
+0.072 |
227 |
5,876 |
+31 |
| Jun05 |
040326 |
5.170 |
5.170 |
5.170 |
5.170 |
+0.065 |
260 |
5,362 |
+101 |
| Jul05 |
040326 |
5.180 |
5.210 |
5.180 |
5.207 |
+0.062 |
122 |
11,134 |
+38 |
| Total Volume and Open Interest |
77,541 |
330,809 |
-425 |
| Brent Crude Oil(IPE) |
| May04 |
040326 |
32.15 |
32.20 |
31.20 |
31.99 |
+0.16 |
54,658 |
99,759 |
-5,320 |
| Jun04 |
040326 |
31.80 |
31.85 |
31.04 |
31.70 |
+0.13 |
25,924 |
70,460 |
-1,979 |
| Jul04 |
040326 |
31.52 |
31.55 |
30.90 |
31.43 |
+0.11 |
4,207 |
25,557 |
+2,402 |
| Aug04 |
040326 |
31.20 |
31.27 |
30.64 |
31.16 |
+0.09 |
3,318 |
13,422 |
+1,195 |
| Sep04 |
040326 |
31.00 |
31.00 |
30.39 |
30.89 |
+0.07 |
1,377 |
15,556 |
+255 |
| Oct04 |
040326 |
30.63 |
30.68 |
30.50 |
30.62 |
+0.05 |
855 |
6,527 |
-229 |
| Nov04 |
040326 |
30.39 |
30.39 |
30.36 |
30.36 |
+0.04 |
515 |
6,750 |
+67 |
| Dec04 |
040326 |
30.23 |
30.25 |
29.65 |
30.10 |
+0.02 |
8,916 |
24,434 |
+545 |
| Jan05 |
040326 |
29.81 |
29.81 |
29.81 |
29.81 |
+0.02 |
111 |
5,434 |
+0 |
| Feb05 |
040326 |
29.55 |
29.55 |
29.55 |
29.55 |
+0.02 |
85 |
3,129 |
+4 |
| Mar05 |
040326 |
29.32 |
29.32 |
29.32 |
29.32 |
+0.02 |
0 |
3,321 |
+0 |
| Apr05 |
040326 |
29.11 |
29.11 |
29.11 |
29.11 |
+0.02 |
0 |
245 |
+0 |
| Total Volume and Open Interest |
105,066 |
328,472 |
-2,350 |
| Gas Oil(IPE) |
| Apr04 |
040326 |
283.00 |
285.25 |
279.50 |
282.50 |
unch |
12,108 |
45,688 |
-1,998 |
| May04 |
040326 |
272.50 |
273.00 |
265.00 |
269.00 |
-1.75 |
8,402 |
32,627 |
+703 |
| Jun04 |
040326 |
270.00 |
270.00 |
261.75 |
264.75 |
-2.50 |
3,814 |
21,423 |
+455 |
| Jul04 |
040326 |
266.00 |
266.00 |
263.25 |
263.50 |
-2.75 |
320 |
8,649 |
+154 |
| Aug04 |
040326 |
266.00 |
266.00 |
263.50 |
263.50 |
-2.75 |
24 |
7,028 |
+0 |
| Sep04 |
040326 |
264.00 |
264.00 |
264.00 |
264.00 |
-2.75 |
0 |
6,961 |
+0 |
| Oct04 |
040326 |
264.25 |
264.25 |
264.25 |
264.25 |
-3.00 |
45 |
5,751 |
+45 |
| Nov04 |
040326 |
264.50 |
264.50 |
264.50 |
264.50 |
-3.00 |
0 |
4,315 |
+0 |
| Dec04 |
040326 |
263.75 |
263.75 |
263.75 |
263.75 |
-2.75 |
1,812 |
15,790 |
+750 |
| Jan05 |
040326 |
261.75 |
261.75 |
261.75 |
261.75 |
-2.75 |
150 |
2,480 |
-150 |
| Total Volume and Open Interest |
26,675 |
164,765 |
-41 |
| US Dollar Index(NYBOT) |
| Jun04 |
040326 |
89.28 |
89.57 |
88.78 |
89.28 |
-0.04 |
1,211 |
10,417 |
+598 |
| Sep04 |
040326 |
89.24 |
89.69 |
89.24 |
89.69 |
-0.05 |
8 |
2,035 |
+2 |
| Dec04 |
040326 |
90.09 |
90.09 |
90.09 |
90.09 |
-0.06 |
4 |
38 |
+2 |
| Total Volume and Open Interest |
1,223 |
12,490 |
+602 |
| Australian Dollar(CME) |
| Jun04 |
040326 |
73.90 |
74.05 |
73.61 |
73.94 |
+0.74 |
2,253 |
29,784 |
+1,268 |
| Sep04 |
040326 |
73.16 |
73.16 |
73.16 |
73.16 |
+0.74 |
15 |
850 |
+9 |
| Dec04 |
040326 |
72.38 |
72.38 |
72.38 |
72.38 |
+0.74 |
0 |
128 |
+0 |
| Total Volume and Open Interest |
2,268 |
30,846 |
+1,277 |
| British Pound(CME) |
| Jun04 |
040326 |
180.48 |
180.82 |
179.74 |
180.01 |
+0.46 |
5,676 |
40,248 |
-2,367 |
| Sep04 |
040326 |
178.49 |
178.49 |
178.49 |
178.49 |
+0.46 |
0 |
39 |
+0 |
| Dec04 |
040326 |
176.97 |
176.97 |
176.97 |
176.97 |
+0.46 |
1 |
360 |
+0 |
| Total Volume and Open Interest |
5,677 |
40,648 |
-2,367 |
| Canadian Dollar(CME) |
| Jun04 |
040326 |
75.35 |
75.79 |
75.32 |
75.65 |
+0.61 |
7,446 |
46,894 |
+1,497 |
| Sep04 |
040326 |
75.20 |
75.62 |
75.20 |
75.51 |
+0.61 |
36 |
2,792 |
+10 |
| Dec04 |
040326 |
75.30 |
75.48 |
75.30 |
75.39 |
+0.61 |
73 |
2,054 |
+39 |
| Mar05 |
040326 |
75.28 |
75.28 |
75.28 |
75.28 |
+0.61 |
7 |
219 |
+2 |
| Total Volume and Open Interest |
7,570 |
52,062 |
+1,551 |
| Japanese Yen(CME) |
| Jun04 |
040326 |
94.89 |
94.96 |
94.50 |
94.59 |
+0.09 |
11,425 |
90,268 |
+1,631 |
| Sep04 |
040326 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.09 |
1 |
351 |
+69 |
| Dec04 |
040326 |
95.19 |
95.19 |
95.19 |
95.19 |
+0.09 |
4 |
52 |
+3 |
| Total Volume and Open Interest |
11,430 |
90,672 |
+1,703 |
| Swiss Franc(CME) |
| Jun04 |
040326 |
78.32 |
78.63 |
77.70 |
77.95 |
-0.33 |
4,385 |
33,310 |
-23 |
| Sep04 |
040326 |
77.98 |
78.11 |
77.98 |
78.11 |
-0.33 |
0 |
25 |
+0 |
| Dec04 |
040326 |
78.29 |
78.29 |
78.29 |
78.29 |
-0.33 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
4,385 |
33,496 |
-23 |
| EuroFX(CME) |
| Jun04 |
040326 |
121.45 |
121.81 |
120.57 |
120.92 |
-0.18 |
9,761 |
101,655 |
+712 |
| Sep04 |
040326 |
121.13 |
121.13 |
120.46 |
120.69 |
-0.18 |
42 |
861 |
+25 |
| Dec04 |
040326 |
120.40 |
120.49 |
120.40 |
120.49 |
-0.18 |
1 |
431 |
+1 |
| Total Volume and Open Interest |
9,805 |
103,098 |
+759 |
| Mexican Peso(CME) |
| Mar04 |
040315 |
9122.0 |
9122.0 |
9122.0 |
9122.0 |
+7.0 |
6,317 |
19,855 |
-3,174 |
| Jun04 |
040326 |
8960.0 |
8970.0 |
8895.0 |
8905.0 |
-62.0 |
9,550 |
37,994 |
+2,400 |
| Total Volume and Open Interest |
9,550 |
38,983 |
+2,400 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040326 |
115~11 |
115~17 |
114~00 |
114~04 |
-1~10 |
147,809 |
543,207 |
+1,281 |
| Sep04 |
040326 |
113~24 |
113~26 |
112~23 |
112~23 |
-1~10 |
769 |
12,283 |
+127 |
| Dec04 |
040326 |
111~13 |
111~13 |
111~10 |
111~10 |
-1~10 |
2 |
191 |
-2 |
| Total Volume and Open Interest |
148,580 |
555,899 |
+1,406 |
| Municipal Bonds(CBOT) |
| Jun04 |
040326 |
104~30 |
105~01 |
104~08 |
104~12 |
-0~25 |
615 |
2,371 |
-275 |
| Total Volume and Open Interest |
615 |
2,371 |
-275 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040326 |
115~315 |
116~025 |
115~060 |
115~070 |
-0~260 |
422,158 |
1,260,161 |
-5,683 |
| Sep04 |
040326 |
114~235 |
114~250 |
114~010 |
114~010 |
-0~275 |
1,534 |
17,902 |
+575 |
| Total Volume and Open Interest |
423,692 |
1,278,143 |
-5,108 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040326 |
113~260 |
113~280 |
113~130 |
113~135 |
-0~150 |
172,955 |
0 |
+0 |
| Sep04 |
040326 |
112~140 |
112~140 |
112~115 |
112~115 |
-0~160 |
17 |
191 |
+14 |
| Total Volume and Open Interest |
172,972 |
191 |
+14 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040326 |
107~088 |
107~093 |
107~072 |
107~073 |
-0~019 |
2,035 |
153,354 |
+230 |
| Total Volume and Open Interest |
3,353 |
166,160 |
-2,411 |
| Eurodollars(CME) |
| Jun04 |
040326 |
98.845 |
98.850 |
98.830 |
98.840 |
-0.005 |
34,498 |
842,785 |
-3,347 |
| Sep04 |
040326 |
98.715 |
98.720 |
98.675 |
98.685 |
-0.035 |
57,177 |
862,596 |
-2,077 |
| Dec04 |
040326 |
98.485 |
98.500 |
98.425 |
98.430 |
-0.070 |
98,882 |
746,180 |
-286 |
| Mar05 |
040326 |
98.215 |
98.230 |
98.125 |
98.130 |
-0.105 |
98,725 |
576,614 |
-284 |
| Jun05 |
040326 |
97.885 |
97.910 |
97.780 |
97.785 |
-0.120 |
63,955 |
444,626 |
+8,875 |
| Sep05 |
040326 |
97.555 |
97.585 |
97.450 |
97.455 |
-0.125 |
26,106 |
353,293 |
-2,557 |
| Dec05 |
040326 |
97.260 |
97.285 |
97.155 |
97.160 |
-0.120 |
22,173 |
246,309 |
+4,553 |
| Mar06 |
040326 |
96.995 |
97.030 |
96.895 |
96.900 |
-0.125 |
12,562 |
213,019 |
+1,670 |
| Jun06 |
040326 |
96.760 |
96.790 |
96.660 |
96.660 |
-0.130 |
11,190 |
148,505 |
+1,280 |
| Sep06 |
040326 |
96.540 |
96.570 |
96.450 |
96.450 |
-0.130 |
10,499 |
161,900 |
+1,544 |
| Dec06 |
040326 |
96.325 |
96.350 |
96.235 |
96.235 |
-0.130 |
8,678 |
123,940 |
+1,698 |
| Mar07 |
040326 |
96.145 |
96.170 |
96.055 |
96.055 |
-0.130 |
10,372 |
101,611 |
-1,418 |
| Total Volume and Open Interest |
490,014 |
5,433,007 |
+13,973 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040315 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
82 |
7,197 |
+0 |
| Jun04 |
040326 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
15 |
10,674 |
-126 |
| Sep04 |
040326 |
99.88 |
99.88 |
99.88 |
99.88 |
-0.01 |
4 |
9,154 |
-62 |
| Dec04 |
040326 |
99.85 |
99.85 |
99.85 |
99.85 |
-0.02 |
0 |
7,782 |
-42 |
| Mar05 |
040326 |
99.78 |
99.78 |
99.77 |
99.77 |
-0.04 |
200 |
4,400 |
+97 |
| Jun05 |
040326 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.04 |
150 |
1,319 |
+140 |
| Sep05 |
040326 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.05 |
10 |
2,194 |
+200 |
| Dec05 |
040326 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.05 |
0 |
535 |
-10 |
| Mar06 |
040326 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.05 |
0 |
294 |
+0 |
| Jun06 |
040326 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.05 |
0 |
72 |
+0 |
| Total Volume and Open Interest |
379 |
37,725 |
+197 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040326 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
314 |
69,507 |
+199 |
| Sep04 |
040326 |
99.89 |
99.89 |
99.88 |
99.88 |
-0.01 |
140 |
39,827 |
-152 |
| Dec04 |
040326 |
99.86 |
99.86 |
99.85 |
99.85 |
-0.01 |
920 |
58,650 |
-80 |
| Mar05 |
040326 |
99.79 |
99.79 |
99.78 |
99.78 |
-0.02 |
2,265 |
31,112 |
+747 |
| Jun05 |
040326 |
99.73 |
99.73 |
99.71 |
99.71 |
-0.04 |
1,682 |
39,113 |
-49 |
| Sep05 |
040326 |
99.63 |
99.63 |
99.61 |
99.61 |
-0.04 |
3,730 |
33,928 |
+2,390 |
| Dec05 |
040326 |
99.53 |
99.53 |
99.50 |
99.50 |
-0.06 |
496 |
7,920 |
+141 |
| Mar06 |
040326 |
99.40 |
99.40 |
99.39 |
99.39 |
-0.06 |
2,269 |
7,848 |
+1,643 |
| Total Volume and Open Interest |
11,816 |
299,188 |
+4,839 |
| German Euro-Bund(EUREX) |
| Jun04 |
040326 |
116.65 |
116.81 |
116.31 |
116.33 |
-0.41 |
841,507 |
1,072,710 |
-11,508 |
| Sep04 |
040326 |
116.37 |
116.37 |
115.96 |
115.96 |
-0.41 |
5,963 |
4,725 |
+1,383 |
| Dec04 |
040326 |
114.97 |
114.97 |
114.97 |
114.97 |
-0.41 |
292 |
1 |
+0 |
| Total Volume and Open Interest |
847,762 |
1,077,436 |
-10,125 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040326 |
113.25 |
113.36 |
113.05 |
113.07 |
-0.23 |
662,916 |
715,408 |
-8,408 |
| Sep04 |
040326 |
112.68 |
112.68 |
112.53 |
112.53 |
-0.21 |
3,370 |
4,181 |
+1 |
| Dec04 |
040326 |
111.61 |
111.61 |
111.61 |
111.61 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
666,286 |
719,589 |
-8,407 |
| Long Gilt(LIFFE) |
| Mar04 |
040326 |
109~27 |
109~30 |
109~24 |
109~24 |
-0~03 |
5 |
11,941 |
+0 |
| Jun04 |
040326 |
109~14 |
109~22 |
109~02 |
109~12 |
-0~03 |
32,065 |
164,342 |
-783 |
| Total Volume and Open Interest |
32,070 |
176,283 |
-783 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040326 |
95.48 |
95.50 |
95.47 |
95.48 |
-0.01 |
39,160 |
240,100 |
-5,046 |
| Sep04 |
040326 |
95.35 |
95.37 |
95.32 |
95.35 |
-0.01 |
51,021 |
182,737 |
+1,425 |
| Dec04 |
040326 |
95.26 |
95.28 |
95.21 |
95.25 |
-0.01 |
56,724 |
182,181 |
-3,581 |
| Total Volume and Open Interest |
197,579 |
1,095,010 |
-4,488 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040326 |
98.150 |
98.190 |
98.140 |
98.165 |
+0.005 |
236,250 |
669,487 |
-2,457 |
| Sep04 |
040326 |
98.130 |
98.175 |
98.130 |
98.155 |
+0.005 |
145,594 |
507,130 |
+1,818 |
| Dec04 |
040326 |
98.040 |
98.065 |
98.020 |
98.045 |
-0.005 |
170,786 |
522,857 |
+4,767 |
| Total Volume and Open Interest |
759,768 |
2,905,796 |
+14,769 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040326 |
94.59 |
94.59 |
94.56 |
94.57 |
-0.02 |
15,710 |
174,150 |
+12,267 |
| Sep04 |
040326 |
94.60 |
94.60 |
94.57 |
94.59 |
-0.03 |
17,843 |
113,642 |
+13,668 |
| Dec04 |
040326 |
94.61 |
94.62 |
94.59 |
94.61 |
-0.02 |
7,102 |
61,959 |
+5,700 |
| Mar05 |
040326 |
94.60 |
94.60 |
94.59 |
94.60 |
-0.02 |
6,740 |
31,512 |
+5,349 |
| Jun05 |
040326 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.02 |
2,797 |
17,390 |
+2,013 |
| Sep05 |
040326 |
94.54 |
94.55 |
94.54 |
94.54 |
-0.02 |
1,679 |
11,245 |
+1,519 |
| Dec05 |
040326 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.02 |
1,608 |
8,792 |
+1,112 |
| Mar06 |
040326 |
94.48 |
94.48 |
94.47 |
94.47 |
-0.02 |
618 |
2,769 |
+414 |
| Jun06 |
040326 |
94.45 |
94.45 |
94.43 |
94.43 |
-0.02 |
315 |
1,564 |
+290 |
| Sep06 |
040326 |
94.41 |
94.41 |
94.40 |
94.40 |
-0.01 |
285 |
964 |
+260 |
| Total Volume and Open Interest |
54,922 |
424,860 |
+42,792 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040326 |
94.68 |
94.68 |
94.65 |
94.67 |
-0.01 |
14,134 |
185,977 |
+6,813 |
| Sep04 |
040326 |
94.67 |
94.67 |
94.67 |
94.67 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
14,134 |
185,977 |
+6,813 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040326 |
94.85 |
94.86 |
94.83 |
94.84 |
-0.02 |
65,939 |
441,458 |
+31,906 |
| Sep04 |
040326 |
94.84 |
94.84 |
94.84 |
94.84 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
65,939 |
441,458 |
+31,906 |
| Gold(CMX) |
| Apr04 |
040326 |
419.0 |
424.0 |
419.0 |
422.2 |
+5.3 |
68,519 |
89,306 |
-24,116 |
| Jun04 |
040326 |
419.5 |
425.0 |
419.5 |
423.2 |
+5.3 |
43,956 |
126,976 |
+26,995 |
| Aug04 |
040326 |
422.0 |
425.0 |
422.0 |
424.1 |
+5.3 |
757 |
8,543 |
+107 |
| Oct04 |
040326 |
424.0 |
425.0 |
424.0 |
425.0 |
+5.3 |
52 |
4,087 |
+26 |
| Dec04 |
040326 |
424.0 |
428.0 |
424.0 |
425.9 |
+5.3 |
1,062 |
26,053 |
+239 |
| Feb05 |
040326 |
426.7 |
427.0 |
426.7 |
426.8 |
+5.3 |
262 |
2,949 |
-148 |
| Total Volume and Open Interest |
114,777 |
287,020 |
+3,127 |
| Silver(CMX) |
| Mar04 |
040326 |
765.0 |
775.0 |
765.0 |
770.7 |
+11.5 |
120 |
236 |
-12 |
| May04 |
040326 |
764.0 |
781.0 |
764.0 |
771.7 |
+11.5 |
15,255 |
83,562 |
-412 |
| Jul04 |
040326 |
765.0 |
784.0 |
765.0 |
772.7 |
+11.5 |
2,389 |
11,609 |
+977 |
| Sep04 |
040326 |
772.0 |
776.0 |
772.0 |
773.6 |
+11.4 |
24 |
2,341 |
+12 |
| Dec04 |
040326 |
769.0 |
780.0 |
767.0 |
774.3 |
+11.4 |
397 |
15,415 |
-47 |
| Total Volume and Open Interest |
18,212 |
119,970 |
+535 |
| Platinum(NYM) |
| Apr04 |
040326 |
911.5 |
913.0 |
904.0 |
912.1 |
-0.6 |
2,336 |
3,923 |
-1,061 |
| Jul04 |
040326 |
903.0 |
906.0 |
901.0 |
903.6 |
-0.6 |
2,074 |
5,583 |
+1,656 |
| Oct04 |
040326 |
896.0 |
896.0 |
892.6 |
893.6 |
-0.6 |
0 |
201 |
+0 |
| Jan05 |
040326 |
893.6 |
893.6 |
893.6 |
893.6 |
-0.6 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,410 |
9,709 |
+595 |
| Palladium(NYME) |
| Mar04 |
040326 |
289.70 |
289.70 |
289.70 |
289.70 |
+2.30 |
0 |
108 |
-42 |
| Jun04 |
040326 |
287.00 |
292.90 |
286.00 |
291.20 |
+2.00 |
414 |
10,740 |
+154 |
| Sep04 |
040326 |
292.20 |
292.20 |
292.20 |
292.20 |
+2.00 |
2 |
62 |
-2 |
| Total Volume and Open Interest |
418 |
11,071 |
+112 |
| Copper(CMX) |
| Mar04 |
040326 |
134.90 |
135.70 |
134.50 |
135.25 |
+0.70 |
425 |
733 |
+84 |
| May04 |
040326 |
134.65 |
135.70 |
134.00 |
134.85 |
+0.50 |
9,194 |
45,193 |
+586 |
| Jul04 |
040326 |
133.90 |
134.60 |
133.20 |
133.80 |
+0.40 |
624 |
8,167 |
-12 |
| Sep04 |
040326 |
130.90 |
132.10 |
130.85 |
130.85 |
-0.15 |
121 |
3,969 |
+13 |
| Dec04 |
040326 |
127.90 |
127.90 |
127.70 |
127.75 |
-0.15 |
99 |
8,515 |
+40 |
| Total Volume and Open Interest |
10,783 |
75,595 |
+747 |
| DJIA Index(CBOT) |
| Mar04 |
040318 |
10270 |
10325 |
10219 |
10308 |
+7 |
6,265 |
29,820 |
-1,052 |
| Jun04 |
040326 |
10185 |
10246 |
10152 |
10179 |
-1 |
10,378 |
43,247 |
+762 |
| Sep04 |
040326 |
10170 |
10200 |
10150 |
10154 |
-1 |
3 |
278 |
+0 |
| Dec04 |
040326 |
10150 |
10150 |
10136 |
10136 |
-1 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
10,381 |
43,530 |
+762 |
| S & P 500(CME) |
| Jun04 |
040326 |
1105.50 |
1114.00 |
1104.50 |
1106.10 |
+0.10 |
43,139 |
564,688 |
-4,346 |
| Sep04 |
040326 |
1107.50 |
1107.50 |
1104.80 |
1104.80 |
+0.20 |
10 |
18,438 |
+0 |
| Dec04 |
040326 |
1103.40 |
1103.40 |
1103.40 |
1103.40 |
+0.30 |
0 |
750 |
+0 |
| Mar05 |
040326 |
1102.20 |
1102.20 |
1102.20 |
1102.20 |
+0.30 |
0 |
84 |
+0 |
| Total Volume and Open Interest |
43,193 |
584,092 |
-4,382 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040326 |
1106.25 |
1114.00 |
1104.25 |
1106.00 |
unch |
664,861 |
474,860 |
-3,846 |
| Sep04 |
040326 |
1104.00 |
1112.00 |
1104.00 |
1104.75 |
+0.25 |
98 |
253 |
+20 |
| Total Volume and Open Interest |
664,959 |
475,113 |
-3,826 |
| NASDAQ 100(CME) |
| Jun04 |
040326 |
1422.00 |
1434.00 |
1418.00 |
1419.50 |
-5.00 |
18,591 |
77,991 |
-843 |
| Sep04 |
040326 |
1422.00 |
1422.00 |
1422.00 |
1422.00 |
-5.00 |
0 |
12 |
+0 |
| Dec04 |
040326 |
1424.50 |
1424.50 |
1424.50 |
1424.50 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
18,591 |
78,003 |
-843 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040326 |
1425.0 |
1434.0 |
1418.5 |
1419.5 |
-5.0 |
330,419 |
170,341 |
-1,171 |
| Sep04 |
040326 |
1424.5 |
1431.5 |
1422.0 |
1422.0 |
-5.0 |
151 |
172 |
+121 |
| Total Volume and Open Interest |
330,570 |
170,513 |
-1,050 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Jun04 |
040326 |
586.70 |
592.00 |
586.55 |
588.25 |
+1.25 |
338 |
14,714 |
+72 |
| Sep04 |
040326 |
588.25 |
588.25 |
588.25 |
588.25 |
+1.25 |
|
|
|
| Dec04 |
040326 |
588.25 |
588.25 |
588.25 |
588.25 |
+1.25 |
|
|
|
| Total Volume and Open Interest |
338 |
14,714 |
+72 |
| Russell 2000(CME) |
| Jun04 |
040326 |
568.50 |
574.25 |
568.00 |
571.00 |
+1.25 |
1,146 |
25,834 |
-128 |
| Sep04 |
040326 |
571.00 |
571.00 |
571.00 |
571.00 |
+1.25 |
0 |
1 |
+0 |
| Dec04 |
040326 |
571.00 |
571.00 |
571.00 |
571.00 |
+1.25 |
|
|
|
| Total Volume and Open Interest |
1,146 |
25,835 |
-128 |
| Value Line(KCBT) |
| Jun04 |
040326 |
1571.00 |
1571.00 |
1571.00 |
1571.00 |
+3.50 |
3 |
38 |
+0 |
| Total Volume and Open Interest |
3 |
38 |
+0 |
| Nikkei 225(CME) |
| Jun04 |
040326 |
11740 |
11875 |
11700 |
11825 |
+105 |
6,447 |
38,870 |
+1,898 |
| Sep04 |
040326 |
11825 |
11825 |
11825 |
11825 |
+105 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
6,447 |
38,890 |
+1,898 |
| Nikkei 225(SIMEX) |
| Jun04 |
040326 |
11745 |
11790 |
11705 |
11735 |
+240 |
23,291 |
178,234 |
+4,704 |
| Sep04 |
040326 |
11730 |
11730 |
11730 |
11730 |
+240 |
|
|
|
| Dec04 |
040326 |
11705 |
11705 |
11705 |
11705 |
+240 |
|
|
|
| Total Volume and Open Interest |
23,291 |
183,234 |
+4,704 |
| CAC 40(MATIF) |
| Mar04 |
040326 |
3591.0 |
3609.0 |
3579.0 |
3596.5 |
+27.0 |
133,646 |
693,228 |
+43,281 |
| Apr04 |
040326 |
3595.0 |
3609.0 |
3580.0 |
3597.5 |
+27.5 |
20,520 |
70,597 |
+24,805 |
| May04 |
040326 |
3544.5 |
3555.0 |
3533.0 |
3546.0 |
+28.0 |
310 |
1,265 |
+265 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Jun04 |
040326 |
3871.0 |
3873.0 |
3818.5 |
3837.0 |
-12.0 |
124,245 |
171,056 |
-2,497 |
| Sep04 |
040326 |
3885.0 |
3885.0 |
3838.5 |
3855.0 |
-12.0 |
239 |
7,391 |
-54 |
| Dec04 |
040326 |
3890.0 |
3903.0 |
3856.0 |
3872.5 |
-12.0 |
212 |
535 |
+177 |
| Total Volume and Open Interest |
124,696 |
178,982 |
-2,374 |
| FT-SE 100(LIFFE) |
| Jun04 |
040326 |
4387.50 |
4389.50 |
4351.50 |
4368.00 |
-0.50 |
65,287 |
381,330 |
+2,422 |
| Sep04 |
040326 |
4376.50 |
4376.50 |
4376.50 |
4376.50 |
-0.50 |
1,000 |
16,352 |
+750 |
| Dec04 |
040326 |
4399.00 |
4402.50 |
4399.00 |
4402.50 |
-0.50 |
0 |
19,473 |
+0 |
| Total Volume and Open Interest |
66,287 |
417,155 |
+3,172 |
| SPI 200(SFE) |
| Mar04 |
040318 |
3446.0 |
3460.0 |
3444.0 |
3460.0 |
+22.0 |
39,419 |
186,548 |
-16,303 |
| Jun04 |
040326 |
3438.0 |
3454.0 |
3425.0 |
3447.0 |
+29.0 |
7,159 |
155,727 |
-1,069 |
| Sep04 |
040326 |
3440.0 |
3461.0 |
3437.0 |
3455.0 |
+30.0 |
437 |
2,865 |
+17 |
| Total Volume and Open Interest |
7,653 |
161,158 |
-1,027 |
| GSCI(CME) |
| Apr04 |
040326 |
276.55 |
278.70 |
274.00 |
278.60 |
+1.60 |
361 |
16,165 |
-145 |
| May04 |
040326 |
277.25 |
277.25 |
277.25 |
277.25 |
+2.75 |
11 |
104 |
-8 |
| Jun04 |
040326 |
274.50 |
274.50 |
274.50 |
274.50 |
+1.00 |
1 |
20 |
-1 |
| Total Volume and Open Interest |
373 |
16,289 |
-154 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040326 |
277.25 |
278.75 |
277.25 |
278.25 |
+0.25 |
154 |
562 |
-36 |
| Jun04 |
040326 |
278.50 |
279.25 |
278.00 |
278.75 |
+0.25 |
113 |
363 |
+76 |
| Aug04 |
040326 |
277.25 |
277.25 |
277.25 |
277.25 |
+0.25 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
267 |
943 |
+40 |
|
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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