|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 31, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May04 |
040331 |
990.00 |
1015.00 |
981.00 |
995.00 |
-21.25 |
28,053 |
131,137 |
-1,332 |
Jul04 |
040331 |
981.00 |
1007.00 |
977.00 |
995.00 |
-13.00 |
13,737 |
61,489 |
+1,468 |
Aug04 |
040331 |
938.75 |
957.00 |
933.00 |
940.00 |
-22.00 |
3,687 |
15,077 |
+553 |
Sep04 |
040331 |
825.00 |
842.00 |
822.00 |
835.00 |
-15.50 |
1,268 |
9,199 |
+14 |
Nov04 |
040331 |
730.00 |
754.00 |
730.00 |
747.00 |
-10.50 |
8,059 |
47,297 |
+839 |
Jan05 |
040331 |
737.00 |
751.00 |
737.00 |
749.50 |
-5.50 |
743 |
2,890 |
+328 |
Mar05 |
040331 |
734.00 |
740.00 |
728.00 |
740.00 |
-9.00 |
325 |
1,441 |
+19 |
Total Volume and Open Interest |
55,889 |
269,823 |
+1,896 |
Soybean Meal(CBOT) |
May04 |
040331 |
307.00 |
318.00 |
307.00 |
314.30 |
-2.20 |
7,790 |
70,726 |
-579 |
Jul04 |
040331 |
304.50 |
317.00 |
304.00 |
310.50 |
-3.10 |
6,367 |
44,818 |
-303 |
Aug04 |
040331 |
294.00 |
305.00 |
294.00 |
299.30 |
-4.40 |
2,045 |
16,786 |
+208 |
Sep04 |
040331 |
272.00 |
281.00 |
272.00 |
276.80 |
-4.20 |
899 |
14,868 |
+28 |
Oct04 |
040331 |
234.00 |
237.00 |
232.00 |
236.00 |
-2.30 |
813 |
9,331 |
+255 |
Dec04 |
040331 |
222.50 |
229.00 |
222.50 |
226.80 |
-1.50 |
2,051 |
21,842 |
+80 |
Jan05 |
040331 |
223.00 |
227.00 |
222.50 |
224.50 |
-2.00 |
164 |
2,597 |
-11 |
Mar05 |
040331 |
221.00 |
225.00 |
221.00 |
223.00 |
-2.80 |
199 |
1,661 |
+31 |
Total Volume and Open Interest |
20,386 |
185,132 |
-284 |
Soybean Oil(CBOT) |
May04 |
040331 |
32.40 |
32.76 |
32.05 |
32.23 |
-0.88 |
9,899 |
72,158 |
-3,964 |
Jul04 |
040331 |
31.95 |
32.60 |
31.95 |
32.06 |
-0.95 |
8,016 |
46,594 |
-1,658 |
Aug04 |
040331 |
32.00 |
32.35 |
31.70 |
31.70 |
-1.05 |
1,925 |
12,187 |
-52 |
Sep04 |
040331 |
31.25 |
31.65 |
31.20 |
31.23 |
-0.87 |
1,514 |
10,888 |
-129 |
Oct04 |
040331 |
29.40 |
29.70 |
29.30 |
29.40 |
-0.73 |
1,037 |
8,238 |
-55 |
Dec04 |
040331 |
28.10 |
28.45 |
28.00 |
28.18 |
-0.50 |
2,029 |
20,423 |
+408 |
Jan05 |
040331 |
28.00 |
28.00 |
27.88 |
27.95 |
-0.45 |
168 |
1,286 |
+39 |
Mar05 |
040331 |
27.20 |
27.60 |
27.20 |
27.55 |
-0.45 |
99 |
982 |
+99 |
Total Volume and Open Interest |
24,702 |
173,596 |
-5,304 |
Canola(WCE) |
May04 |
040331 |
428.0 |
428.0 |
420.6 |
423.5 |
-8.3 |
2,538 |
30,786 |
-338 |
Jul04 |
040331 |
430.0 |
430.5 |
425.4 |
427.0 |
-9.0 |
1,292 |
19,329 |
+178 |
Sep04 |
040331 |
379.9 |
379.9 |
379.9 |
379.9 |
-0.9 |
0 |
10 |
+0 |
Nov04 |
040331 |
378.0 |
380.0 |
377.0 |
379.3 |
-2.7 |
1,505 |
27,232 |
+1,135 |
Jan05 |
040331 |
381.5 |
381.5 |
381.5 |
381.5 |
-3.6 |
150 |
967 |
+145 |
Total Volume and Open Interest |
5,485 |
78,406 |
+1,120 |
Corn(CBOT) |
May04 |
040331 |
317.00 |
321.75 |
312.25 |
320.00 |
+7.75 |
44,877 |
295,680 |
-3,314 |
Jul04 |
040331 |
322.00 |
327.50 |
318.00 |
325.50 |
+8.25 |
26,936 |
148,407 |
+5,431 |
Sep04 |
040331 |
320.00 |
322.75 |
313.00 |
320.25 |
+9.00 |
2,803 |
29,058 |
-280 |
Dec04 |
040331 |
317.00 |
322.00 |
311.50 |
317.75 |
+11.00 |
20,949 |
208,657 |
+1,849 |
Mar05 |
040331 |
319.00 |
321.00 |
313.25 |
318.75 |
+10.00 |
1,131 |
16,035 |
-130 |
May05 |
040331 |
318.00 |
321.00 |
315.00 |
320.25 |
+10.75 |
67 |
1,651 |
+54 |
Total Volume and Open Interest |
97,274 |
707,933 |
+3,806 |
Wheat(CBOT) |
May04 |
040331 |
415.00 |
418.00 |
395.00 |
408.00 |
-7.25 |
15,398 |
93,698 |
-12 |
Jul04 |
040331 |
416.50 |
422.50 |
401.50 |
415.75 |
-4.50 |
10,350 |
50,592 |
+366 |
Sep04 |
040331 |
421.50 |
424.50 |
406.50 |
420.50 |
-2.00 |
666 |
7,692 |
+111 |
Dec04 |
040331 |
429.00 |
432.50 |
414.00 |
428.25 |
-3.00 |
2,064 |
14,328 |
+877 |
Mar05 |
040331 |
432.50 |
432.50 |
417.00 |
431.00 |
-0.50 |
57 |
806 |
+16 |
Total Volume and Open Interest |
28,610 |
167,543 |
+1,405 |
Wheat(KCBT) |
May04 |
040331 |
417.00 |
418.50 |
399.00 |
412.50 |
-6.00 |
4,405 |
32,992 |
+89 |
Jul04 |
040331 |
419.00 |
423.00 |
404.00 |
417.50 |
-2.50 |
3,380 |
23,605 |
+185 |
Sep04 |
040331 |
427.00 |
427.00 |
411.50 |
417.00 |
-9.00 |
256 |
4,453 |
+57 |
Dec04 |
040331 |
433.00 |
434.00 |
419.00 |
424.25 |
-7.75 |
443 |
5,068 |
+178 |
Mar05 |
040331 |
430.00 |
430.00 |
422.00 |
422.00 |
-13.00 |
2 |
48 |
+1 |
Total Volume and Open Interest |
8,488 |
66,212 |
+512 |
Wheat(MGE) |
May04 |
040331 |
444.00 |
445.50 |
426.00 |
436.75 |
-7.75 |
2,516 |
17,939 |
-191 |
Jul04 |
040331 |
444.00 |
447.00 |
428.50 |
438.00 |
-7.00 |
1,797 |
7,945 |
-31 |
Sep04 |
040331 |
446.00 |
448.00 |
431.00 |
435.75 |
-10.50 |
744 |
6,730 |
+65 |
Dec04 |
040331 |
446.00 |
452.00 |
436.75 |
440.25 |
-7.25 |
555 |
5,430 |
+93 |
Mar05 |
040331 |
440.00 |
440.00 |
440.00 |
440.00 |
-5.00 |
0 |
59 |
+0 |
Total Volume and Open Interest |
5,612 |
38,149 |
-64 |
Oats(CBOT) |
May04 |
040331 |
171.50 |
176.00 |
170.75 |
174.00 |
+2.00 |
808 |
5,647 |
-79 |
Jul04 |
040331 |
176.75 |
180.50 |
175.50 |
178.50 |
+1.50 |
763 |
3,370 |
+143 |
Sep04 |
040331 |
180.00 |
184.75 |
179.00 |
180.50 |
+1.50 |
90 |
945 |
+27 |
Dec04 |
040331 |
180.00 |
184.75 |
178.50 |
183.00 |
+3.75 |
223 |
2,756 |
+78 |
Total Volume and Open Interest |
1,907 |
12,753 |
+190 |
Rough Rice(CBOT) |
May04 |
040331 |
9.45 |
9.50 |
9.39 |
9.45 |
-0.05 |
157 |
4,422 |
-63 |
Jul04 |
040331 |
9.61 |
9.67 |
9.59 |
9.64 |
-0.04 |
82 |
793 |
+22 |
Sep04 |
040331 |
8.70 |
8.72 |
8.65 |
8.72 |
-0.03 |
2 |
281 |
+0 |
Nov04 |
040331 |
8.50 |
8.55 |
8.49 |
8.55 |
-0.02 |
8 |
813 |
-1 |
Total Volume and Open Interest |
249 |
6,377 |
-42 |
Live Cattle(CME) |
Apr04 |
040331 |
80.050 |
80.050 |
79.200 |
79.825 |
unch |
7,375 |
21,821 |
+489 |
Jun04 |
040331 |
76.200 |
76.350 |
75.250 |
76.225 |
+0.075 |
11,445 |
59,536 |
+2,725 |
Aug04 |
040331 |
74.950 |
75.200 |
74.050 |
75.100 |
+0.200 |
2,910 |
16,542 |
+406 |
Oct04 |
040331 |
76.850 |
76.850 |
76.150 |
76.675 |
unch |
2,035 |
14,846 |
+382 |
Dec04 |
040331 |
78.250 |
78.250 |
77.650 |
77.950 |
-0.250 |
339 |
5,679 |
+65 |
Feb05 |
040331 |
79.450 |
79.450 |
79.050 |
79.350 |
-0.250 |
170 |
3,008 |
+25 |
Total Volume and Open Interest |
24,285 |
121,547 |
+4,091 |
Feeder Cattle(CME) |
Apr04 |
040331 |
89.675 |
89.750 |
89.000 |
89.500 |
-0.225 |
657 |
2,242 |
-74 |
May04 |
040331 |
87.250 |
87.300 |
86.400 |
87.150 |
-0.325 |
873 |
5,849 |
+40 |
Aug04 |
040331 |
87.600 |
87.900 |
86.800 |
87.575 |
-0.525 |
557 |
4,159 |
+102 |
Sep04 |
040331 |
87.400 |
87.400 |
87.400 |
87.400 |
-0.450 |
47 |
535 |
+19 |
Oct04 |
040331 |
87.350 |
87.350 |
86.850 |
87.200 |
-0.650 |
55 |
683 |
+17 |
Nov04 |
040331 |
87.100 |
87.150 |
87.000 |
87.150 |
-0.750 |
29 |
117 |
+4 |
Jan05 |
040331 |
86.300 |
86.300 |
86.300 |
86.300 |
-0.800 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,218 |
13,589 |
+108 |
Lean Hogs(CME) |
Apr04 |
040331 |
67.500 |
67.800 |
66.300 |
66.650 |
-1.150 |
4,144 |
9,625 |
-796 |
May04 |
040331 |
68.500 |
68.800 |
67.550 |
68.600 |
+0.025 |
372 |
3,278 |
-2 |
Jun04 |
040331 |
75.000 |
75.000 |
73.550 |
74.650 |
unch |
7,579 |
41,467 |
+3,492 |
Jul04 |
040331 |
70.200 |
70.750 |
69.550 |
70.625 |
+0.425 |
1,355 |
9,946 |
+693 |
Aug04 |
040331 |
66.900 |
67.400 |
66.400 |
67.400 |
+0.450 |
320 |
3,850 |
+60 |
Oct04 |
040331 |
56.950 |
57.025 |
56.500 |
56.900 |
-0.125 |
278 |
1,941 |
+98 |
Dec04 |
040331 |
55.500 |
56.000 |
55.250 |
55.650 |
-0.025 |
159 |
1,622 |
+52 |
Feb05 |
040331 |
58.650 |
58.650 |
58.500 |
58.500 |
-0.250 |
48 |
335 |
+16 |
Total Volume and Open Interest |
14,282 |
72,159 |
+3,623 |
Pork Bellies(CME) |
May04 |
040331 |
109.000 |
109.000 |
107.200 |
107.375 |
-0.825 |
517 |
2,682 |
+111 |
Jul04 |
040331 |
108.000 |
108.300 |
106.800 |
107.500 |
-0.550 |
149 |
889 |
+63 |
Aug04 |
040331 |
103.300 |
103.300 |
102.500 |
103.100 |
-0.200 |
12 |
66 |
+6 |
Feb05 |
040331 |
86.300 |
86.300 |
86.300 |
86.300 |
+0.100 |
0 |
2 |
+0 |
Mar05 |
040331 |
86.300 |
86.300 |
86.300 |
86.300 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
678 |
3,641 |
+180 |
BFP Milk Class III(CME) |
Mar04 |
040331 |
14.35 |
14.40 |
14.35 |
14.40 |
unch |
6 |
2,905 |
+2 |
Apr04 |
040331 |
18.60 |
18.80 |
18.59 |
18.78 |
+0.16 |
390 |
5,956 |
+104 |
May04 |
040331 |
18.45 |
18.70 |
18.35 |
18.55 |
+0.08 |
431 |
5,459 |
+202 |
Jun04 |
040331 |
17.50 |
17.70 |
17.50 |
17.65 |
+0.15 |
233 |
4,265 |
+74 |
Jul04 |
040331 |
16.56 |
16.81 |
16.56 |
16.79 |
+0.25 |
355 |
3,261 |
-69 |
Total Volume and Open Interest |
2,764 |
35,083 |
+541 |
Cocoa(NYBOT) |
May04 |
040331 |
1510 |
1555 |
1506 |
1549 |
+53 |
3,287 |
34,832 |
-580 |
Jul04 |
040331 |
1508 |
1553 |
1508 |
1549 |
+51 |
861 |
17,213 |
-288 |
Sep04 |
040331 |
1517 |
1554 |
1517 |
1554 |
+50 |
96 |
12,674 |
+20 |
Dec04 |
040331 |
1523 |
1564 |
1523 |
1562 |
+49 |
136 |
10,131 |
-50 |
Mar05 |
040331 |
1571 |
1571 |
1571 |
1571 |
+49 |
10 |
8,000 |
+0 |
May05 |
040331 |
1555 |
1579 |
1555 |
1579 |
+48 |
117 |
10,707 |
+52 |
Jul05 |
040331 |
1590 |
1590 |
1590 |
1590 |
+49 |
0 |
8,031 |
+0 |
Total Volume and Open Interest |
4,507 |
103,854 |
-846 |
Coffee "C"(NYBOT) |
May04 |
040331 |
73.70 |
74.15 |
73.30 |
73.75 |
+0.45 |
7,805 |
60,055 |
+110 |
Jul04 |
040331 |
75.70 |
76.25 |
75.50 |
76.00 |
+0.50 |
2,159 |
21,326 |
+323 |
Sep04 |
040331 |
77.80 |
78.35 |
77.70 |
78.05 |
+0.45 |
618 |
9,740 |
+67 |
Dec04 |
040331 |
80.40 |
80.80 |
80.30 |
80.65 |
+0.45 |
153 |
6,049 |
+82 |
Mar05 |
040331 |
82.90 |
83.25 |
82.90 |
83.15 |
+0.45 |
43 |
3,765 |
-11 |
May05 |
040331 |
84.50 |
84.50 |
84.50 |
84.50 |
+0.45 |
28 |
411 |
+1 |
Total Volume and Open Interest |
10,809 |
102,117 |
+575 |
Orange Juice(NYBOT) |
May04 |
040331 |
60.55 |
60.70 |
60.10 |
60.30 |
-0.40 |
482 |
22,326 |
+4 |
Jul04 |
040331 |
62.90 |
63.00 |
62.40 |
62.65 |
-0.25 |
386 |
6,059 |
+60 |
Sep04 |
040331 |
65.20 |
65.20 |
64.85 |
64.90 |
-0.30 |
128 |
1,602 |
+36 |
Nov04 |
040331 |
66.95 |
66.95 |
66.45 |
66.45 |
-0.50 |
40 |
1,496 |
+18 |
Jan05 |
040331 |
68.70 |
68.70 |
68.15 |
68.15 |
-0.55 |
87 |
591 |
+16 |
Total Volume and Open Interest |
1,292 |
34,316 |
+193 |
Sugar #11(NYBOT) |
May04 |
040331 |
6.36 |
6.49 |
6.28 |
6.40 |
+0.08 |
24,380 |
131,445 |
-5,212 |
Jul04 |
040331 |
6.60 |
6.64 |
6.44 |
6.58 |
+0.11 |
14,863 |
58,889 |
+701 |
Oct04 |
040331 |
6.60 |
6.67 |
6.54 |
6.62 |
+0.10 |
5,395 |
40,994 |
+777 |
Mar05 |
040331 |
6.65 |
6.69 |
6.63 |
6.69 |
+0.12 |
5,443 |
23,972 |
+1,280 |
May05 |
040331 |
6.65 |
6.66 |
6.63 |
6.66 |
+0.11 |
269 |
10,121 |
-92 |
Total Volume and Open Interest |
51,673 |
277,005 |
-2,308 |
London Cocoa(LCE) |
Mar04 |
040316 |
835 |
837 |
826 |
826 |
-8 |
5,517 |
7,666 |
-494 |
May04 |
040331 |
870 |
895 |
869 |
880 |
+13 |
3,172 |
43,679 |
-929 |
Jul04 |
040331 |
867 |
893 |
867 |
879 |
+14 |
972 |
28,428 |
-314 |
Sep04 |
040331 |
889 |
900 |
883 |
892 |
+15 |
208 |
24,038 |
+89 |
Dec04 |
040331 |
900 |
918 |
898 |
907 |
+14 |
849 |
42,287 |
-672 |
Mar05 |
040331 |
911 |
925 |
911 |
922 |
+13 |
254 |
23,387 |
-199 |
May05 |
040331 |
927 |
934 |
927 |
933 |
+13 |
32 |
6,521 |
+5 |
Total Volume and Open Interest |
5,491 |
185,937 |
-2,020 |
London Coffee(LCE) |
Mar04 |
040331 |
683.00 |
688.00 |
683.00 |
688.00 |
unch |
141 |
77 |
-45 |
May04 |
040331 |
727.00 |
732.00 |
717.00 |
729.00 |
+8.00 |
3,369 |
52,077 |
-639 |
Jul04 |
040331 |
745.00 |
752.00 |
735.00 |
749.00 |
+7.00 |
1,913 |
54,972 |
-202 |
Sep04 |
040331 |
763.00 |
767.00 |
754.00 |
765.00 |
+7.00 |
135 |
23,358 |
+58 |
Nov04 |
040331 |
773.00 |
780.00 |
772.00 |
780.00 |
+7.00 |
63 |
15,906 |
+56 |
Jan05 |
040331 |
786.00 |
795.00 |
786.00 |
795.00 |
+6.00 |
3 |
10,058 |
+0 |
Total Volume and Open Interest |
5,624 |
161,116 |
-772 |
London Sugar(LCE) |
Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
May04 |
040331 |
215.00 |
220.00 |
215.00 |
216.50 |
unch |
3,715 |
18,343 |
-2,028 |
Aug04 |
040331 |
215.00 |
215.90 |
213.10 |
213.60 |
+0.40 |
2,840 |
22,602 |
+1,172 |
Oct04 |
040331 |
213.00 |
213.80 |
212.00 |
212.00 |
+0.40 |
570 |
8,200 |
+0 |
Dec04 |
040331 |
213.50 |
213.50 |
211.90 |
211.90 |
+0.10 |
120 |
4,043 |
+10 |
Total Volume and Open Interest |
8,017 |
61,205 |
-427 |
Cotton(NYBOT) |
May04 |
040331 |
63.55 |
64.45 |
62.10 |
62.10 |
-3.00 |
4,874 |
48,511 |
+86 |
Jul04 |
040331 |
65.15 |
66.25 |
63.90 |
63.90 |
-3.00 |
2,298 |
21,965 |
+377 |
Oct04 |
040331 |
65.00 |
67.00 |
65.00 |
65.40 |
-2.05 |
71 |
922 |
-8 |
Dec04 |
040331 |
66.00 |
67.70 |
65.80 |
66.41 |
-1.95 |
1,727 |
13,515 |
+273 |
Mar05 |
040331 |
68.40 |
69.25 |
68.30 |
68.60 |
-1.80 |
279 |
3,515 |
+157 |
May05 |
040331 |
69.00 |
69.20 |
69.00 |
69.20 |
-1.65 |
0 |
399 |
+0 |
Total Volume and Open Interest |
9,274 |
89,832 |
+905 |
Lumber(CME) |
May04 |
040331 |
385.5 |
387.6 |
380.0 |
381.1 |
-3.4 |
547 |
2,862 |
+124 |
Jul04 |
040331 |
371.8 |
372.4 |
368.2 |
369.2 |
-1.8 |
147 |
842 |
+28 |
Sep04 |
040331 |
359.0 |
359.0 |
357.1 |
357.1 |
-1.1 |
6 |
255 |
+1 |
Nov04 |
040331 |
338.9 |
339.7 |
337.8 |
339.7 |
+0.8 |
5 |
49 |
+2 |
Total Volume and Open Interest |
705 |
4,015 |
+155 |
Crude Oil(NYM) |
May04 |
040331 |
36.00 |
36.00 |
34.85 |
35.76 |
-0.49 |
86,099 |
196,311 |
+7,784 |
Jun04 |
040331 |
35.22 |
35.35 |
34.25 |
35.08 |
-0.42 |
47,603 |
87,643 |
+6,842 |
Jul04 |
040331 |
34.75 |
34.75 |
33.75 |
34.55 |
-0.36 |
10,945 |
47,214 |
+231 |
Aug04 |
040331 |
34.20 |
34.25 |
33.44 |
34.07 |
-0.33 |
5,372 |
28,465 |
+202 |
Sep04 |
040331 |
33.80 |
33.80 |
33.00 |
33.65 |
-0.30 |
5,179 |
28,841 |
-1,947 |
Oct04 |
040331 |
32.90 |
33.29 |
32.80 |
33.29 |
-0.28 |
1,859 |
26,180 |
+585 |
Nov04 |
040331 |
32.90 |
32.97 |
32.90 |
32.97 |
-0.25 |
249 |
18,864 |
+137 |
Dec04 |
040331 |
32.80 |
32.80 |
32.05 |
32.66 |
-0.23 |
9,822 |
61,429 |
+1,010 |
Jan05 |
040331 |
32.20 |
32.32 |
32.00 |
32.32 |
-0.22 |
502 |
17,600 |
-92 |
Feb05 |
040331 |
31.95 |
32.04 |
31.95 |
32.04 |
-0.21 |
1,509 |
8,637 |
+911 |
Mar05 |
040331 |
31.25 |
31.79 |
31.25 |
31.79 |
-0.20 |
155 |
8,127 |
+10 |
Apr05 |
040331 |
31.55 |
31.55 |
31.55 |
31.55 |
-0.19 |
170 |
5,518 |
+50 |
May05 |
040331 |
31.31 |
31.31 |
31.31 |
31.31 |
-0.19 |
400 |
2,764 |
+155 |
Jun05 |
040331 |
30.85 |
31.09 |
30.70 |
31.09 |
-0.19 |
2,420 |
18,705 |
-27 |
Jul05 |
040331 |
30.89 |
30.89 |
30.89 |
30.89 |
-0.18 |
200 |
4,083 |
+200 |
Aug05 |
040331 |
30.72 |
30.72 |
30.72 |
30.72 |
-0.17 |
0 |
2,435 |
+0 |
Total Volume and Open Interest |
177,346 |
668,133 |
+17,346 |
Heating Oil(NYM) |
Apr04 |
040331 |
90.55 |
90.55 |
86.90 |
88.64 |
-2.07 |
16,475 |
7,514 |
-2,934 |
May04 |
040331 |
89.60 |
90.00 |
86.50 |
89.56 |
-0.68 |
25,609 |
58,971 |
+2,170 |
Jun04 |
040331 |
88.80 |
89.10 |
86.20 |
88.76 |
-0.48 |
6,201 |
21,051 |
+505 |
Jul04 |
040331 |
86.40 |
88.21 |
86.05 |
88.21 |
-0.38 |
2,317 |
16,325 |
+21 |
Aug04 |
040331 |
88.00 |
88.50 |
86.10 |
88.06 |
-0.33 |
610 |
10,106 |
+297 |
Sep04 |
040331 |
86.80 |
88.51 |
86.30 |
88.51 |
-0.28 |
264 |
4,954 |
+87 |
Oct04 |
040331 |
89.00 |
89.16 |
87.00 |
89.16 |
-0.23 |
11 |
3,906 |
-1 |
Nov04 |
040331 |
88.00 |
89.81 |
87.60 |
89.81 |
-0.18 |
14 |
3,874 |
+4 |
Dec04 |
040331 |
88.50 |
90.46 |
88.30 |
90.46 |
-0.13 |
840 |
21,072 |
+517 |
Jan05 |
040331 |
89.00 |
90.81 |
88.80 |
90.81 |
-0.08 |
4 |
4,123 |
+4 |
Feb05 |
040331 |
89.00 |
90.46 |
88.60 |
90.46 |
-0.03 |
113 |
2,345 |
-9 |
Mar05 |
040331 |
86.50 |
87.81 |
86.20 |
87.81 |
+0.02 |
189 |
5,704 |
+6 |
Total Volume and Open Interest |
52,753 |
161,100 |
+738 |
Unleaded Gas(NYM) |
Apr04 |
040331 |
115.50 |
115.50 |
110.90 |
112.44 |
-3.18 |
20,087 |
7,930 |
-5,500 |
May04 |
040331 |
115.00 |
115.00 |
110.20 |
113.50 |
-1.50 |
33,615 |
75,865 |
+4,355 |
Jun04 |
040331 |
112.80 |
112.80 |
109.00 |
111.65 |
-1.35 |
6,116 |
20,563 |
+1,358 |
Jul04 |
040331 |
109.20 |
109.20 |
106.00 |
108.80 |
-1.00 |
1,253 |
10,139 |
+217 |
Aug04 |
040331 |
106.00 |
106.00 |
103.50 |
105.65 |
-0.80 |
483 |
7,505 |
-89 |
Sep04 |
040331 |
102.00 |
102.00 |
100.50 |
101.80 |
-0.60 |
641 |
12,442 |
+141 |
Oct04 |
040331 |
96.20 |
96.75 |
95.70 |
96.75 |
-0.55 |
91 |
3,578 |
+10 |
Nov04 |
040331 |
92.90 |
94.00 |
92.90 |
94.00 |
-0.50 |
130 |
870 |
+1 |
Dec04 |
040331 |
92.20 |
92.20 |
92.20 |
92.20 |
-0.40 |
345 |
3,334 |
+132 |
Jan05 |
040331 |
91.05 |
91.05 |
91.05 |
91.05 |
-0.40 |
0 |
2,009 |
+0 |
Feb05 |
040331 |
90.90 |
90.90 |
90.90 |
90.90 |
-0.40 |
0 |
1,574 |
+0 |
Mar05 |
040331 |
90.25 |
91.30 |
90.25 |
91.30 |
-0.40 |
0 |
90 |
+0 |
Total Volume and Open Interest |
62,761 |
145,899 |
+625 |
Natural Gas(NYM) |
May04 |
040331 |
5.750 |
5.950 |
5.690 |
5.933 |
+0.187 |
56,349 |
59,428 |
+2,834 |
Jun04 |
040331 |
5.810 |
6.000 |
5.770 |
5.983 |
+0.175 |
7,790 |
23,680 |
-415 |
Jul04 |
040331 |
5.860 |
6.030 |
5.810 |
6.019 |
+0.163 |
4,988 |
19,134 |
-2,564 |
Aug04 |
040331 |
5.890 |
6.050 |
5.840 |
6.038 |
+0.160 |
2,404 |
18,801 |
-251 |
Sep04 |
040331 |
5.850 |
6.003 |
5.810 |
6.003 |
+0.159 |
2,539 |
19,657 |
+38 |
Oct04 |
040331 |
5.880 |
6.018 |
5.830 |
6.018 |
+0.158 |
3,391 |
19,150 |
+523 |
Nov04 |
040331 |
6.025 |
6.168 |
5.990 |
6.168 |
+0.148 |
1,178 |
12,072 |
+152 |
Dec04 |
040331 |
6.185 |
6.318 |
6.150 |
6.318 |
+0.139 |
1,853 |
15,758 |
+154 |
Jan05 |
040331 |
6.320 |
6.438 |
6.260 |
6.438 |
+0.135 |
2,304 |
14,111 |
+347 |
Feb05 |
040331 |
6.260 |
6.378 |
6.210 |
6.378 |
+0.130 |
677 |
10,974 |
+18 |
Mar05 |
040331 |
6.040 |
6.133 |
6.000 |
6.133 |
+0.105 |
847 |
10,838 |
-1 |
Apr05 |
040331 |
5.400 |
5.433 |
5.365 |
5.433 |
+0.055 |
696 |
9,963 |
-71 |
May05 |
040331 |
5.283 |
5.283 |
5.283 |
5.283 |
+0.035 |
1,949 |
7,560 |
+1,609 |
Jun05 |
040331 |
5.270 |
5.295 |
5.270 |
5.295 |
+0.034 |
40 |
5,400 |
-5 |
Jul05 |
040331 |
5.300 |
5.328 |
5.285 |
5.328 |
+0.037 |
101 |
11,071 |
+1 |
Aug05 |
040331 |
5.290 |
5.328 |
5.290 |
5.328 |
+0.034 |
1,779 |
5,132 |
-655 |
Total Volume and Open Interest |
89,513 |
313,128 |
-735 |
Brent Crude Oil(IPE) |
May04 |
040331 |
32.62 |
32.87 |
31.15 |
31.51 |
-0.94 |
35,818 |
92,449 |
-5,726 |
Jun04 |
040331 |
32.30 |
32.57 |
30.95 |
31.38 |
-0.77 |
26,334 |
70,912 |
-3,165 |
Jul04 |
040331 |
32.04 |
32.25 |
30.70 |
31.13 |
-0.72 |
4,813 |
26,324 |
+528 |
Aug04 |
040331 |
31.77 |
31.93 |
30.45 |
30.88 |
-0.67 |
672 |
13,120 |
-320 |
Sep04 |
040331 |
31.40 |
31.40 |
30.30 |
30.63 |
-0.63 |
225 |
15,192 |
-103 |
Oct04 |
040331 |
31.20 |
31.20 |
30.38 |
30.38 |
-0.60 |
222 |
6,984 |
-107 |
Nov04 |
040331 |
30.87 |
30.87 |
30.13 |
30.13 |
-0.56 |
10 |
6,730 |
+10 |
Dec04 |
040331 |
30.60 |
30.75 |
29.52 |
29.88 |
-0.52 |
9,102 |
27,998 |
+2,659 |
Jan05 |
040331 |
30.30 |
30.30 |
29.60 |
29.60 |
-0.49 |
0 |
5,399 |
+0 |
Feb05 |
040331 |
30.00 |
30.00 |
29.34 |
29.34 |
-0.46 |
0 |
3,129 |
+0 |
Mar05 |
040331 |
29.11 |
29.11 |
29.11 |
29.11 |
-0.43 |
0 |
3,821 |
+0 |
Apr05 |
040331 |
28.91 |
28.91 |
28.91 |
28.91 |
-0.39 |
0 |
620 |
+0 |
Total Volume and Open Interest |
80,546 |
328,601 |
-4,804 |
Gas Oil(IPE) |
Apr04 |
040331 |
287.50 |
288.25 |
276.00 |
281.00 |
-5.75 |
13,569 |
39,348 |
-4,028 |
May04 |
040331 |
277.00 |
278.25 |
265.50 |
271.00 |
-3.50 |
10,752 |
35,481 |
+1,039 |
Jun04 |
040331 |
273.00 |
273.00 |
262.50 |
266.50 |
-3.00 |
5,241 |
24,697 |
+2,039 |
Jul04 |
040331 |
270.00 |
270.00 |
263.75 |
264.75 |
-3.00 |
433 |
9,074 |
+365 |
Aug04 |
040331 |
269.75 |
269.75 |
264.75 |
264.75 |
-2.75 |
800 |
7,928 |
+800 |
Sep04 |
040331 |
265.00 |
265.00 |
265.00 |
265.00 |
-3.00 |
100 |
7,061 |
+100 |
Oct04 |
040331 |
262.00 |
268.50 |
262.00 |
265.25 |
-3.25 |
0 |
5,751 |
+0 |
Nov04 |
040331 |
265.00 |
265.00 |
265.00 |
265.00 |
-3.25 |
0 |
4,315 |
+0 |
Dec04 |
040331 |
269.75 |
269.75 |
260.75 |
264.00 |
-3.25 |
600 |
16,090 |
+300 |
Jan05 |
040331 |
267.00 |
267.00 |
262.00 |
262.00 |
-2.50 |
0 |
2,480 |
+0 |
Total Volume and Open Interest |
31,495 |
166,178 |
+515 |
US Dollar Index(NYBOT) |
Jun04 |
040331 |
88.81 |
88.81 |
87.78 |
87.95 |
-0.83 |
1,197 |
8,808 |
-30 |
Sep04 |
040331 |
88.35 |
88.38 |
88.35 |
88.35 |
-0.83 |
2 |
2,037 |
+0 |
Dec04 |
040331 |
88.95 |
88.95 |
88.76 |
88.76 |
-0.83 |
0 |
38 |
+0 |
Total Volume and Open Interest |
1,199 |
10,883 |
-30 |
Australian Dollar(CME) |
Jun04 |
040331 |
75.43 |
75.94 |
75.38 |
75.89 |
+1.21 |
2,747 |
29,339 |
+17 |
Sep04 |
040331 |
74.95 |
75.11 |
74.95 |
75.11 |
+1.21 |
1 |
816 |
+0 |
Dec04 |
040331 |
74.25 |
74.33 |
74.25 |
74.33 |
+1.21 |
0 |
128 |
+0 |
Total Volume and Open Interest |
2,748 |
30,367 |
+17 |
British Pound(CME) |
Jun04 |
040331 |
182.17 |
183.20 |
182.12 |
183.16 |
+1.79 |
2,447 |
39,014 |
-37 |
Sep04 |
040331 |
181.61 |
181.61 |
181.61 |
181.61 |
+1.76 |
0 |
38 |
+0 |
Dec04 |
040331 |
180.06 |
180.06 |
180.06 |
180.06 |
+1.73 |
0 |
360 |
+0 |
Total Volume and Open Interest |
2,447 |
39,413 |
-37 |
Canadian Dollar(CME) |
Jun04 |
040331 |
76.35 |
76.40 |
75.82 |
76.11 |
-0.19 |
16,254 |
70,778 |
+12,313 |
Sep04 |
040331 |
76.20 |
76.20 |
75.71 |
75.96 |
-0.18 |
29 |
2,880 |
+21 |
Dec04 |
040331 |
76.06 |
76.06 |
75.52 |
75.83 |
-0.17 |
33 |
2,080 |
+11 |
Mar05 |
040331 |
75.72 |
75.72 |
75.72 |
75.72 |
-0.16 |
1 |
218 |
-1 |
Total Volume and Open Interest |
16,357 |
76,113 |
+12,384 |
Japanese Yen(CME) |
Jun04 |
040331 |
96.36 |
96.55 |
96.00 |
96.04 |
+1.14 |
6,006 |
106,583 |
+2,182 |
Sep04 |
040331 |
96.69 |
96.69 |
96.30 |
96.31 |
+1.14 |
2 |
376 |
+4 |
Dec04 |
040331 |
97.20 |
97.20 |
96.64 |
96.64 |
+1.14 |
27 |
57 |
+2 |
Total Volume and Open Interest |
6,035 |
107,017 |
+2,188 |
Swiss Franc(CME) |
Jun04 |
040331 |
78.51 |
79.34 |
78.48 |
79.08 |
+0.92 |
1,934 |
34,514 |
-1,352 |
Sep04 |
040331 |
78.71 |
79.24 |
78.71 |
79.24 |
+0.92 |
0 |
26 |
+0 |
Dec04 |
040331 |
79.42 |
79.42 |
79.42 |
79.42 |
+0.92 |
0 |
104 |
+0 |
Total Volume and Open Interest |
1,934 |
34,701 |
-1,352 |
EuroFX(CME) |
Jun04 |
040331 |
121.99 |
123.00 |
121.97 |
122.80 |
+1.30 |
7,893 |
99,412 |
-339 |
Sep04 |
040331 |
122.03 |
122.62 |
122.02 |
122.57 |
+1.30 |
6 |
897 |
+7 |
Dec04 |
040331 |
122.40 |
122.40 |
122.35 |
122.38 |
+1.30 |
12 |
444 |
+2 |
Total Volume and Open Interest |
7,911 |
100,890 |
-330 |
Mexican Peso(CME) |
Mar04 |
040315 |
9122.0 |
9122.0 |
9122.0 |
9122.0 |
+7.0 |
6,317 |
19,855 |
-3,174 |
Jun04 |
040331 |
8837.0 |
8910.0 |
8835.0 |
8895.0 |
+55.0 |
7,861 |
31,353 |
+2,147 |
Total Volume and Open Interest |
7,877 |
33,302 |
+2,158 |
30-Year T-Bonds(CBOT) |
Jun04 |
040331 |
113~13 |
114~05 |
113~12 |
114~02 |
+0~22 |
166,519 |
494,303 |
-10,730 |
Sep04 |
040331 |
112~11 |
112~22 |
112~04 |
112~21 |
+0~22 |
225 |
13,474 |
+40 |
Dec04 |
040331 |
111~08 |
111~08 |
111~08 |
111~08 |
+0~22 |
1 |
186 |
-1 |
Total Volume and Open Interest |
166,745 |
508,182 |
-10,691 |
Municipal Bonds(CBOT) |
Jun04 |
040331 |
103~28 |
104~10 |
103~27 |
104~10 |
+0~16 |
130 |
2,065 |
+4 |
Total Volume and Open Interest |
130 |
2,065 |
+4 |
10-Year T-Notes(CBOT) |
Jun04 |
040331 |
114~280 |
115~140 |
114~270 |
115~130 |
+0~180 |
519,609 |
1,273,007 |
-2,913 |
Sep04 |
040331 |
113~250 |
114~070 |
113~245 |
114~065 |
+0~185 |
11,963 |
34,486 |
+12,717 |
Total Volume and Open Interest |
531,572 |
1,307,495 |
+9,804 |
5-Year T-Notes(CBOT) |
Jun04 |
040331 |
113~070 |
113~190 |
113~070 |
113~180 |
+0~125 |
197,800 |
0 |
+0 |
Sep04 |
040331 |
112~110 |
112~150 |
112~105 |
112~150 |
+0~130 |
8,669 |
12,204 |
+9,052 |
Total Volume and Open Interest |
206,469 |
12,204 |
+9,052 |
2 Year T-Notes(CBOT) |
Jun04 |
040331 |
107~064 |
107~076 |
107~061 |
107~074 |
+0~014 |
6,251 |
154,404 |
+934 |
Total Volume and Open Interest |
6,251 |
154,404 |
-9,812 |
Eurodollars(CME) |
Jun04 |
040331 |
98.830 |
98.835 |
98.820 |
98.830 |
unch |
56,034 |
816,062 |
-10,030 |
Sep04 |
040331 |
98.655 |
98.685 |
98.650 |
98.675 |
+0.020 |
66,949 |
852,506 |
-1,169 |
Dec04 |
040331 |
98.390 |
98.435 |
98.380 |
98.430 |
+0.055 |
104,089 |
701,496 |
-6,900 |
Mar05 |
040331 |
98.080 |
98.140 |
98.070 |
98.135 |
+0.070 |
103,077 |
514,381 |
-8,797 |
Jun05 |
040331 |
97.740 |
97.800 |
97.725 |
97.795 |
+0.075 |
63,867 |
444,238 |
-188 |
Sep05 |
040331 |
97.415 |
97.470 |
97.405 |
97.465 |
+0.070 |
29,553 |
349,400 |
-1,868 |
Dec05 |
040331 |
97.115 |
97.185 |
97.110 |
97.180 |
+0.085 |
25,965 |
249,554 |
-731 |
Mar06 |
040331 |
96.845 |
96.925 |
96.845 |
96.920 |
+0.085 |
24,479 |
216,967 |
+1,444 |
Jun06 |
040331 |
96.625 |
96.690 |
96.615 |
96.680 |
+0.085 |
11,066 |
149,126 |
-327 |
Sep06 |
040331 |
96.400 |
96.470 |
96.390 |
96.460 |
+0.090 |
7,865 |
161,670 |
-221 |
Dec06 |
040331 |
96.180 |
96.245 |
96.175 |
96.240 |
+0.085 |
8,970 |
118,755 |
-802 |
Mar07 |
040331 |
95.980 |
96.055 |
95.980 |
96.055 |
+0.090 |
7,673 |
102,286 |
+255 |
Total Volume and Open Interest |
535,612 |
5,299,293 |
-25,636 |
3-Mth Euro-Yen(CME) |
Mar04 |
040315 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
82 |
7,197 |
+0 |
Jun04 |
040331 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
346 |
10,777 |
+124 |
Sep04 |
040331 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
8,164 |
-400 |
Dec04 |
040331 |
99.85 |
99.85 |
99.85 |
99.85 |
-0.01 |
29 |
7,444 |
+21 |
Mar05 |
040331 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
10 |
5,053 |
+45 |
Jun05 |
040331 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
3,257 |
+0 |
Sep05 |
040331 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
2,097 |
-123 |
Dec05 |
040331 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.01 |
8 |
533 |
+0 |
Mar06 |
040331 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
294 |
+0 |
Jun06 |
040331 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
72 |
+0 |
Total Volume and Open Interest |
393 |
38,992 |
-333 |
3-Mth Euro-Yen(SIMEX) |
Jun04 |
040331 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,236 |
69,517 |
+79 |
Sep04 |
040331 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,673 |
40,180 |
+647 |
Dec04 |
040331 |
99.86 |
99.86 |
99.85 |
99.86 |
unch |
1,902 |
59,193 |
+141 |
Mar05 |
040331 |
99.78 |
99.79 |
99.77 |
99.77 |
-0.01 |
2,055 |
32,841 |
+1,209 |
Jun05 |
040331 |
99.71 |
99.72 |
99.70 |
99.70 |
-0.01 |
1,663 |
40,291 |
+679 |
Sep05 |
040331 |
99.60 |
99.60 |
99.59 |
99.59 |
-0.01 |
107 |
35,089 |
+85 |
Dec05 |
040331 |
99.49 |
99.50 |
99.48 |
99.48 |
unch |
600 |
10,039 |
+120 |
Mar06 |
040331 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
1 |
7,985 |
+0 |
Total Volume and Open Interest |
9,237 |
306,418 |
+2,960 |
German Euro-Bund(EUREX) |
Jun04 |
040330 |
115.89 |
115.94 |
115.75 |
115.87 |
+0.08 |
1,150,394 |
1,039,363 |
+7,350 |
Sep04 |
040330 |
115.48 |
115.52 |
115.34 |
115.47 |
+0.10 |
3,072 |
4,942 |
+56 |
Dec04 |
040330 |
114.47 |
114.47 |
114.47 |
114.47 |
+0.08 |
490 |
1 |
+0 |
Total Volume and Open Interest |
1,153,956 |
1,044,306 |
+7,406 |
German Euro-Bobl(EUREX) |
Jun04 |
040330 |
112.77 |
112.86 |
112.68 |
112.76 |
+0.04 |
674,928 |
692,354 |
-17,494 |
Sep04 |
040330 |
112.17 |
112.17 |
112.17 |
112.17 |
+0.03 |
1,841 |
5,324 |
+42 |
Dec04 |
040330 |
111.26 |
111.26 |
111.26 |
111.26 |
+0.04 |
167 |
0 |
+0 |
Total Volume and Open Interest |
676,936 |
697,678 |
-17,452 |
Long Gilt(LIFFE) |
Jun04 |
040330 |
108~24 |
108~24 |
108~13 |
108~17 |
-0~01 |
59,319 |
150,994 |
-11,874 |
Sep04 |
040330 |
108~07 |
108~07 |
108~07 |
108~07 |
-0~01 |
|
|
|
Total Volume and Open Interest |
59,468 |
162,822 |
-11,917 |
3-Mth Short Sterling(LIFFE) |
Jun04 |
040330 |
95.43 |
95.46 |
95.43 |
95.45 |
+0.02 |
75,203 |
228,495 |
-6,201 |
Sep04 |
040330 |
95.28 |
95.31 |
95.26 |
95.28 |
+0.01 |
59,871 |
193,731 |
+5,302 |
Dec04 |
040330 |
95.15 |
95.18 |
95.13 |
95.15 |
unch |
87,798 |
194,123 |
+8,347 |
Total Volume and Open Interest |
302,825 |
1,109,516 |
+3,978 |
3-Mth Euribor(LIFFE) |
Jun04 |
040330 |
98.125 |
98.155 |
98.125 |
98.145 |
+0.025 |
195,290 |
694,404 |
+2,313 |
Sep04 |
040330 |
98.105 |
98.135 |
98.105 |
98.125 |
+0.030 |
136,742 |
494,205 |
-19,412 |
Dec04 |
040330 |
97.985 |
98.015 |
97.985 |
98.000 |
+0.030 |
212,277 |
535,296 |
-1,434 |
Total Volume and Open Interest |
884,860 |
2,934,475 |
-37,402 |
3-Mth Aus T-Bills(SFE) |
Jun04 |
040331 |
94.52 |
94.53 |
94.50 |
94.53 |
unch |
17,162 |
182,199 |
+4,428 |
Sep04 |
040331 |
94.53 |
94.55 |
94.51 |
94.54 |
+0.01 |
11,551 |
113,589 |
+943 |
Dec04 |
040331 |
94.52 |
94.54 |
94.51 |
94.54 |
+0.01 |
2,528 |
68,414 |
+1,677 |
Mar05 |
040331 |
94.48 |
94.50 |
94.47 |
94.50 |
unch |
909 |
32,816 |
+288 |
Jun05 |
040331 |
94.45 |
94.46 |
94.43 |
94.46 |
-0.01 |
477 |
17,761 |
-239 |
Sep05 |
040331 |
94.38 |
94.41 |
94.38 |
94.41 |
-0.01 |
57 |
11,263 |
-314 |
Dec05 |
040331 |
94.34 |
94.37 |
94.34 |
94.37 |
unch |
621 |
8,731 |
+250 |
Mar06 |
040331 |
94.30 |
94.32 |
94.29 |
94.32 |
-0.01 |
382 |
3,199 |
+76 |
Jun06 |
040331 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.01 |
111 |
1,705 |
+101 |
Sep06 |
040331 |
94.25 |
94.25 |
94.25 |
94.25 |
unch |
11 |
965 |
+1 |
Total Volume and Open Interest |
33,861 |
441,566 |
+7,262 |
10-Year Aus T-Bonds(SFE) |
Jun04 |
040331 |
94.48 |
94.51 |
94.46 |
94.50 |
-0.01 |
14,741 |
201,833 |
-55 |
Sep04 |
040331 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.01 |
|
|
|
Total Volume and Open Interest |
14,741 |
201,833 |
-55 |
3-Year Aus T-Bonds(SFE) |
Jun04 |
040331 |
94.69 |
94.73 |
94.67 |
94.71 |
unch |
50,461 |
466,064 |
-3,700 |
Sep04 |
040331 |
94.71 |
94.71 |
94.71 |
94.71 |
unch |
|
|
|
Total Volume and Open Interest |
50,461 |
466,064 |
-3,700 |
Gold(CMX) |
Apr04 |
040331 |
424.0 |
428.0 |
423.5 |
427.3 |
+5.6 |
36,663 |
14,885 |
-20,996 |
Jun04 |
040331 |
425.5 |
428.5 |
424.4 |
428.3 |
+5.5 |
65,189 |
206,788 |
+21,655 |
Aug04 |
040331 |
426.0 |
429.5 |
425.9 |
429.3 |
+5.5 |
324 |
8,664 |
+47 |
Oct04 |
040331 |
427.0 |
430.5 |
427.0 |
430.3 |
+5.6 |
315 |
4,521 |
-44 |
Dec04 |
040331 |
428.8 |
431.4 |
427.4 |
431.2 |
+5.6 |
1,140 |
27,497 |
+355 |
Feb05 |
040331 |
428.8 |
432.2 |
428.8 |
432.2 |
+5.6 |
455 |
2,828 |
-55 |
Total Volume and Open Interest |
104,095 |
295,044 |
+970 |
Silver(CMX) |
May04 |
040331 |
787.0 |
795.0 |
784.5 |
794.5 |
+17.0 |
11,140 |
82,317 |
+721 |
Jul04 |
040331 |
790.0 |
797.0 |
786.0 |
795.6 |
+17.0 |
848 |
12,103 |
+26 |
Sep04 |
040331 |
788.0 |
796.5 |
788.0 |
796.5 |
+16.9 |
18 |
2,400 |
-36 |
Dec04 |
040331 |
792.0 |
797.5 |
787.0 |
797.1 |
+16.9 |
391 |
15,402 |
+47 |
Mar05 |
040331 |
797.2 |
797.2 |
797.2 |
797.2 |
+16.6 |
27 |
2,194 |
+21 |
Total Volume and Open Interest |
12,482 |
119,147 |
+721 |
Platinum(NYM) |
Apr04 |
040331 |
903.0 |
908.7 |
901.0 |
908.7 |
+11.8 |
492 |
789 |
-203 |
Jul04 |
040331 |
892.0 |
900.5 |
892.0 |
900.2 |
+11.8 |
773 |
7,496 |
+178 |
Oct04 |
040331 |
890.2 |
890.2 |
890.2 |
890.2 |
+11.8 |
0 |
203 |
+0 |
Jan05 |
040331 |
890.2 |
890.2 |
890.2 |
890.2 |
+11.8 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,265 |
8,490 |
-25 |
Palladium(NYME) |
Jun04 |
040331 |
291.00 |
291.00 |
286.00 |
289.95 |
+0.85 |
585 |
11,053 |
+230 |
Sep04 |
040331 |
291.00 |
291.45 |
291.00 |
291.45 |
+1.35 |
1 |
63 |
+2 |
Dec04 |
040331 |
291.00 |
292.45 |
291.00 |
292.45 |
+1.85 |
3 |
162 |
+1 |
Total Volume and Open Interest |
589 |
11,278 |
+233 |
Copper(CMX) |
May04 |
040331 |
135.20 |
136.20 |
133.30 |
136.00 |
+1.80 |
9,264 |
53,089 |
+6,564 |
Jul04 |
040331 |
134.00 |
135.70 |
132.50 |
135.50 |
+2.10 |
1,309 |
7,985 |
+494 |
Sep04 |
040331 |
131.80 |
133.30 |
131.50 |
133.00 |
+1.90 |
23 |
3,563 |
+13 |
Dec04 |
040331 |
128.50 |
129.30 |
128.50 |
129.30 |
+1.50 |
180 |
9,141 |
+22 |
Mar05 |
040331 |
124.20 |
125.60 |
124.20 |
125.50 |
+1.40 |
54 |
698 |
+20 |
Total Volume and Open Interest |
11,509 |
82,822 |
+5,423 |
DJIA Index(CBOT) |
Mar04 |
040318 |
10270 |
10325 |
10219 |
10308 |
+7 |
6,265 |
29,820 |
-1,052 |
Jun04 |
040331 |
10380 |
10385 |
10290 |
10350 |
-7 |
6,726 |
42,840 |
+172 |
Sep04 |
040331 |
10300 |
10335 |
10300 |
10325 |
-7 |
8 |
285 |
+3 |
Dec04 |
040331 |
10307 |
10307 |
10307 |
10307 |
-7 |
0 |
10 |
+0 |
Total Volume and Open Interest |
6,734 |
43,135 |
+175 |
S & P 500(CME) |
Jun04 |
040331 |
1125.50 |
1129.60 |
1120.00 |
1124.90 |
-1.20 |
32,610 |
564,055 |
+1,046 |
Sep04 |
040331 |
1125.00 |
1127.00 |
1123.50 |
1123.50 |
-1.30 |
0 |
18,388 |
+0 |
Dec04 |
040331 |
1122.20 |
1122.20 |
1122.20 |
1122.20 |
-1.20 |
263 |
1,134 |
+242 |
Mar05 |
040331 |
1121.60 |
1121.60 |
1121.60 |
1121.60 |
-1.20 |
10 |
94 |
-10 |
Total Volume and Open Interest |
32,883 |
583,803 |
+1,278 |
S & P 500 E-Mini(Globex) |
Jun04 |
040331 |
1126.00 |
1129.75 |
1119.75 |
1125.00 |
-1.00 |
562,087 |
465,641 |
+4,168 |
Sep04 |
040331 |
1124.50 |
1128.00 |
1119.00 |
1123.50 |
-1.25 |
284 |
449 |
+106 |
Total Volume and Open Interest |
562,371 |
466,090 |
+4,274 |
NASDAQ 100(CME) |
Jun04 |
040331 |
1447.50 |
1450.50 |
1434.00 |
1441.50 |
-5.50 |
12,228 |
76,882 |
-755 |
Sep04 |
040331 |
1444.00 |
1444.00 |
1444.00 |
1444.00 |
-5.50 |
0 |
12 |
+0 |
Dec04 |
040331 |
1440.00 |
1446.50 |
1440.00 |
1446.50 |
-5.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,228 |
76,895 |
-755 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun04 |
040330 |
1443.5 |
1448.0 |
1430.5 |
1447.0 |
+3.5 |
273,802 |
174,962 |
+4,437 |
Sep04 |
040330 |
1442.5 |
1449.5 |
1436.0 |
1449.5 |
+3.5 |
20 |
173 |
+0 |
Total Volume and Open Interest |
273,822 |
175,135 |
+4,437 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Jun04 |
040331 |
601.50 |
604.50 |
598.00 |
603.50 |
+2.75 |
407 |
14,830 |
+27 |
Sep04 |
040331 |
603.50 |
603.50 |
603.50 |
603.50 |
+2.75 |
|
|
|
Dec04 |
040331 |
603.50 |
603.50 |
603.50 |
603.50 |
+2.75 |
|
|
|
Total Volume and Open Interest |
407 |
14,830 |
+27 |
Russell 2000(CME) |
Jun04 |
040330 |
580.00 |
588.50 |
580.00 |
587.60 |
+4.35 |
1,146 |
26,115 |
+172 |
Sep04 |
040330 |
587.60 |
587.60 |
587.60 |
587.60 |
+4.35 |
0 |
1 |
+0 |
Dec04 |
040330 |
587.60 |
587.60 |
587.60 |
587.60 |
+4.35 |
|
|
|
Total Volume and Open Interest |
1,146 |
26,116 |
+172 |
Value Line(KCBT) |
Jun04 |
040331 |
1604.00 |
1612.00 |
1604.00 |
1612.00 |
+4.00 |
2 |
42 |
+0 |
Total Volume and Open Interest |
2 |
42 |
+0 |
Nikkei 225(CME) |
Jun04 |
040331 |
11790 |
11805 |
11720 |
11760 |
-10 |
3,869 |
0 |
-39,590 |
Sep04 |
040331 |
11760 |
11760 |
11750 |
11760 |
-10 |
|
|
|
Total Volume and Open Interest |
3,869 |
|
|
Nikkei 225(SIMEX) |
Jun04 |
040331 |
11730 |
11790 |
11590 |
11765 |
+30 |
17,226 |
181,912 |
+1,304 |
Sep04 |
040331 |
11760 |
11760 |
11760 |
11760 |
+30 |
|
|
|
Dec04 |
040331 |
11735 |
11735 |
11735 |
11735 |
+30 |
|
|
|
Total Volume and Open Interest |
17,226 |
186,912 |
+1,304 |
CAC 40(MATIF) |
Mar04 |
040330 |
3640.5 |
3650.0 |
3602.5 |
3620.0 |
-25.5 |
158,365 |
620,314 |
-60,301 |
Apr04 |
040330 |
3643.0 |
3647.0 |
3604.0 |
3620.0 |
-28.0 |
54,734 |
97,528 |
+10,717 |
May04 |
040330 |
3579.5 |
3579.5 |
3554.5 |
3569.0 |
-22.0 |
413 |
1,148 |
-4 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Jun04 |
040331 |
3895.0 |
3920.0 |
3855.5 |
3877.5 |
-6.5 |
90,564 |
171,269 |
-4,440 |
Sep04 |
040331 |
3920.0 |
3936.0 |
3877.0 |
3895.5 |
-6.5 |
349 |
7,169 |
+205 |
Dec04 |
040331 |
3934.5 |
3954.5 |
3895.5 |
3914.0 |
-7.0 |
181 |
772 |
-19 |
Total Volume and Open Interest |
91,094 |
179,210 |
-4,254 |
FT-SE 100(LIFFE) |
Jun04 |
040331 |
4425.00 |
4440.00 |
4392.00 |
4397.00 |
-18.00 |
47,774 |
388,346 |
+277 |
Sep04 |
040331 |
4428.50 |
4428.50 |
4406.50 |
4406.50 |
-18.00 |
0 |
16,352 |
+0 |
Dec04 |
040331 |
4465.00 |
4465.00 |
4434.00 |
4434.00 |
-15.50 |
0 |
19,473 |
+0 |
Total Volume and Open Interest |
47,774 |
424,171 |
+277 |
SPI 200(SFE) |
Mar04 |
040318 |
3446.0 |
3460.0 |
3444.0 |
3460.0 |
+22.0 |
39,419 |
186,548 |
-16,303 |
Jun04 |
040331 |
3432.0 |
3436.0 |
3417.0 |
3420.0 |
-6.0 |
7,552 |
152,438 |
-2,766 |
Sep04 |
040331 |
3432.0 |
3432.0 |
3428.0 |
3428.0 |
-5.0 |
129 |
2,969 |
+26 |
Total Volume and Open Interest |
7,941 |
158,159 |
-2,537 |
GSCI(CME) |
Apr04 |
040331 |
282.60 |
282.60 |
277.90 |
281.75 |
-2.10 |
107 |
16,174 |
+21 |
May04 |
040331 |
276.80 |
281.90 |
276.80 |
281.85 |
-0.25 |
44 |
211 |
+26 |
Jun04 |
040331 |
278.30 |
278.30 |
278.00 |
278.00 |
-1.70 |
1 |
25 |
+0 |
Total Volume and Open Interest |
152 |
16,410 |
+47 |
Reuters CRB Index(NYBOT) |
Apr04 |
040331 |
283.00 |
283.00 |
280.25 |
281.50 |
+0.25 |
87 |
412 |
-41 |
Jun04 |
040331 |
283.25 |
284.00 |
280.50 |
282.50 |
+0.50 |
74 |
471 |
+26 |
Aug04 |
040331 |
280.75 |
280.75 |
280.75 |
280.75 |
+0.50 |
10 |
59 |
+7 |
Total Volume and Open Interest |
171 |
943 |
-8 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|