|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon March 01, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040301 |
948.00 |
963.00 |
944.00 |
962.25 |
+19.75 |
10,355 |
14,967 |
-4,339 |
| May04 |
040301 |
945.00 |
958.00 |
938.00 |
957.50 |
+20.00 |
59,242 |
146,677 |
+3,601 |
| Jul04 |
040301 |
928.00 |
945.00 |
925.00 |
944.50 |
+24.50 |
13,535 |
52,370 |
+190 |
| Aug04 |
040301 |
884.00 |
898.00 |
880.00 |
897.50 |
+19.00 |
1,675 |
9,518 |
+226 |
| Sep04 |
040301 |
812.00 |
826.50 |
811.00 |
826.25 |
+18.25 |
782 |
5,804 |
-87 |
| Nov04 |
040301 |
743.00 |
750.00 |
739.00 |
749.75 |
+13.75 |
9,741 |
31,230 |
+1,758 |
| Jan05 |
040301 |
740.00 |
750.00 |
740.00 |
748.00 |
+12.50 |
148 |
712 |
+28 |
| Total Volume and Open Interest |
95,536 |
262,288 |
+1,392 |
| Soybean Meal(CBOT) |
| Mar04 |
040301 |
282.80 |
285.00 |
280.00 |
283.90 |
+4.00 |
9,252 |
10,130 |
-4,187 |
| May04 |
040301 |
284.00 |
286.50 |
281.30 |
286.10 |
+4.70 |
18,345 |
80,203 |
+1,429 |
| Jul04 |
040301 |
278.50 |
282.40 |
277.50 |
281.60 |
+5.00 |
7,141 |
39,630 |
+1,026 |
| Aug04 |
040301 |
267.50 |
271.50 |
267.00 |
271.20 |
+5.80 |
2,070 |
13,106 |
+353 |
| Sep04 |
040301 |
252.50 |
256.60 |
252.20 |
256.00 |
+5.80 |
1,441 |
10,611 |
-111 |
| Oct04 |
040301 |
224.00 |
227.00 |
223.50 |
225.50 |
+3.50 |
414 |
8,939 |
+30 |
| Dec04 |
040301 |
219.00 |
221.80 |
218.00 |
220.80 |
+3.80 |
1,937 |
19,115 |
+288 |
| Jan05 |
040301 |
220.50 |
221.80 |
220.50 |
220.50 |
+3.70 |
14 |
1,713 |
+59 |
| Total Volume and Open Interest |
40,673 |
185,726 |
-658 |
| Soybean Oil(CBOT) |
| Mar04 |
040301 |
34.45 |
34.80 |
34.30 |
34.57 |
+0.38 |
6,318 |
7,696 |
-4,127 |
| May04 |
040301 |
34.06 |
34.70 |
34.05 |
34.55 |
+0.52 |
18,671 |
115,979 |
+673 |
| Jul04 |
040301 |
33.85 |
34.34 |
33.78 |
34.32 |
+0.57 |
4,920 |
48,014 |
-66 |
| Aug04 |
040301 |
32.95 |
33.45 |
32.95 |
33.42 |
+0.62 |
778 |
6,858 |
-155 |
| Sep04 |
040301 |
31.85 |
32.25 |
31.80 |
32.22 |
+0.67 |
270 |
8,641 |
-29 |
| Oct04 |
040301 |
30.15 |
30.45 |
30.15 |
30.45 |
+0.35 |
84 |
6,347 |
+25 |
| Dec04 |
040301 |
28.50 |
29.05 |
28.50 |
29.04 |
+0.66 |
1,406 |
13,467 |
+405 |
| Jan05 |
040301 |
28.65 |
28.80 |
28.65 |
28.80 |
+0.80 |
0 |
592 |
+0 |
| Total Volume and Open Interest |
32,454 |
208,760 |
-3,274 |
| Canola(WCE) |
| Mar04 |
040301 |
411.7 |
412.0 |
411.5 |
411.5 |
unch |
473 |
1,770 |
-327 |
| May04 |
040301 |
415.5 |
417.8 |
415.5 |
416.8 |
+2.3 |
4,052 |
33,906 |
+795 |
| Jul04 |
040301 |
417.9 |
419.0 |
417.5 |
418.5 |
+2.5 |
1,448 |
11,876 |
+402 |
| Sep04 |
040301 |
367.1 |
367.1 |
367.1 |
367.1 |
+0.1 |
|
|
|
| Nov04 |
040301 |
372.9 |
374.0 |
372.9 |
373.5 |
+1.2 |
516 |
16,118 |
+353 |
| Total Volume and Open Interest |
6,489 |
63,742 |
+1,223 |
| Corn(CBOT) |
| Mar04 |
040301 |
298.00 |
298.25 |
294.00 |
296.00 |
-0.25 |
21,134 |
25,427 |
-9,995 |
| May04 |
040301 |
304.50 |
304.50 |
300.50 |
302.75 |
-0.25 |
58,074 |
334,008 |
+2,484 |
| Jul04 |
040301 |
307.50 |
307.50 |
304.00 |
306.00 |
+0.25 |
12,795 |
108,906 |
+3,370 |
| Sep04 |
040301 |
300.25 |
300.25 |
297.75 |
299.50 |
+0.50 |
1,468 |
17,500 |
+573 |
| Dec04 |
040301 |
296.50 |
297.00 |
294.00 |
296.50 |
+1.00 |
17,007 |
150,729 |
+3,388 |
| Mar05 |
040301 |
297.50 |
297.50 |
295.00 |
297.00 |
+0.25 |
1,352 |
11,378 |
+424 |
| Total Volume and Open Interest |
112,229 |
652,753 |
+513 |
| Wheat(CBOT) |
| Mar04 |
040301 |
384.00 |
385.00 |
373.50 |
375.00 |
-5.75 |
5,086 |
4,089 |
-1,867 |
| May04 |
040301 |
394.00 |
395.00 |
382.50 |
385.00 |
-5.75 |
19,358 |
84,808 |
-1,200 |
| Jul04 |
040301 |
395.00 |
396.00 |
385.50 |
387.50 |
-4.75 |
5,387 |
31,826 |
-450 |
| Sep04 |
040301 |
397.50 |
397.50 |
389.00 |
390.75 |
-4.00 |
320 |
4,051 |
+148 |
| Dec04 |
040301 |
404.00 |
404.50 |
396.00 |
398.25 |
-4.50 |
789 |
5,857 |
+237 |
| Total Volume and Open Interest |
30,955 |
131,080 |
-3,123 |
| Wheat(KCBT) |
| Mar04 |
040301 |
384.00 |
384.00 |
376.75 |
379.50 |
-4.75 |
2,832 |
1,334 |
-1,596 |
| May04 |
040301 |
392.50 |
393.00 |
382.50 |
384.00 |
-7.25 |
5,296 |
35,929 |
+113 |
| Jul04 |
040301 |
390.00 |
392.00 |
384.50 |
386.00 |
-4.50 |
1,633 |
15,156 |
-835 |
| Sep04 |
040301 |
394.25 |
394.25 |
388.50 |
388.50 |
-5.75 |
174 |
2,240 |
+58 |
| Dec04 |
040301 |
403.00 |
403.00 |
396.00 |
397.00 |
-4.50 |
176 |
3,173 |
+37 |
| Total Volume and Open Interest |
10,111 |
57,840 |
-2,223 |
| Wheat(MGE) |
| Mar04 |
040301 |
437.00 |
439.00 |
435.00 |
437.00 |
-2.50 |
808 |
665 |
-249 |
| May04 |
040301 |
428.00 |
428.25 |
422.00 |
425.75 |
-1.50 |
2,708 |
23,083 |
-316 |
| Jul04 |
040301 |
423.50 |
423.75 |
417.00 |
421.75 |
-1.00 |
769 |
6,894 |
+64 |
| Sep04 |
040301 |
416.50 |
417.75 |
413.50 |
417.00 |
unch |
649 |
5,505 |
-136 |
| Dec04 |
040301 |
420.00 |
420.50 |
417.00 |
420.00 |
unch |
437 |
2,926 |
+49 |
| Total Volume and Open Interest |
5,371 |
39,178 |
-638 |
| Oats(CBOT) |
| Mar04 |
040301 |
160.00 |
160.00 |
155.00 |
157.00 |
+1.00 |
406 |
336 |
-268 |
| May04 |
040301 |
163.75 |
164.00 |
161.50 |
164.00 |
+1.75 |
2,304 |
4,965 |
+636 |
| Jul04 |
040301 |
165.75 |
166.00 |
164.75 |
166.00 |
+1.00 |
322 |
754 |
+93 |
| Sep04 |
040301 |
167.00 |
167.50 |
166.50 |
166.50 |
-0.50 |
52 |
141 |
+30 |
| Total Volume and Open Interest |
3,616 |
7,033 |
+701 |
| Rough Rice(CBOT) |
| Mar04 |
040301 |
9.20 |
9.20 |
9.06 |
9.19 |
+0.23 |
351 |
282 |
-400 |
| May04 |
040301 |
9.30 |
9.47 |
9.20 |
9.44 |
+0.26 |
878 |
4,395 |
+203 |
| Jul04 |
040301 |
9.60 |
9.67 |
9.51 |
9.67 |
+0.31 |
177 |
673 |
+6 |
| Sep04 |
040301 |
8.42 |
8.42 |
8.25 |
8.40 |
+0.15 |
37 |
148 |
-4 |
| Total Volume and Open Interest |
1,493 |
5,666 |
-178 |
| Live Cattle(CME) |
| Apr04 |
040301 |
77.150 |
78.025 |
77.000 |
77.800 |
+0.950 |
6,327 |
46,761 |
-93 |
| Jun04 |
040301 |
73.175 |
74.025 |
73.125 |
74.000 |
+1.075 |
2,865 |
18,666 |
+527 |
| Aug04 |
040301 |
73.700 |
74.350 |
73.650 |
74.300 |
+0.575 |
1,059 |
13,501 |
+321 |
| Oct04 |
040301 |
76.650 |
77.250 |
76.650 |
77.125 |
+0.500 |
357 |
12,904 |
+34 |
| Dec04 |
040301 |
78.000 |
78.875 |
77.950 |
78.600 |
+0.600 |
253 |
4,262 |
+27 |
| Feb05 |
040301 |
79.500 |
80.100 |
79.400 |
80.075 |
+0.775 |
80 |
1,847 |
+38 |
| Total Volume and Open Interest |
11,164 |
98,019 |
+633 |
| Feeder Cattle(CME) |
| Mar04 |
040301 |
86.700 |
88.100 |
86.700 |
88.050 |
+1.550 |
897 |
2,983 |
-120 |
| Apr04 |
040301 |
85.900 |
87.150 |
85.850 |
87.075 |
+1.575 |
917 |
4,913 |
+286 |
| May04 |
040301 |
86.950 |
88.000 |
86.800 |
87.975 |
+1.400 |
881 |
4,014 |
+93 |
| Aug04 |
040301 |
88.300 |
89.500 |
88.150 |
89.450 |
+1.300 |
246 |
2,889 |
+61 |
| Sep04 |
040301 |
88.300 |
89.650 |
88.300 |
89.650 |
+1.450 |
10 |
301 |
+6 |
| Oct04 |
040301 |
88.400 |
89.475 |
88.400 |
89.475 |
+1.325 |
24 |
541 |
+16 |
| Nov04 |
040301 |
88.500 |
89.700 |
88.500 |
89.700 |
+1.300 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
2,975 |
15,742 |
+342 |
| Lean Hogs(CME) |
| Apr04 |
040301 |
62.800 |
62.800 |
62.150 |
62.300 |
+0.275 |
5,152 |
35,766 |
+279 |
| May04 |
040301 |
61.800 |
62.225 |
61.800 |
62.125 |
+0.525 |
182 |
2,483 |
+2 |
| Jun04 |
040301 |
67.000 |
67.600 |
66.900 |
67.475 |
+0.875 |
3,503 |
16,292 |
+753 |
| Jul04 |
040301 |
62.900 |
63.650 |
62.900 |
63.650 |
+0.925 |
358 |
4,100 |
+161 |
| Aug04 |
040301 |
59.750 |
60.400 |
59.750 |
60.350 |
+0.725 |
95 |
1,844 |
+32 |
| Oct04 |
040301 |
52.950 |
53.400 |
52.800 |
53.225 |
+0.475 |
61 |
958 |
+28 |
| Dec04 |
040301 |
52.850 |
53.300 |
52.850 |
53.225 |
+0.475 |
70 |
760 |
+16 |
| Feb05 |
040301 |
56.200 |
56.350 |
56.200 |
56.325 |
+0.225 |
12 |
89 |
+2 |
| Total Volume and Open Interest |
9,439 |
62,300 |
+1,276 |
| Pork Bellies(CME) |
| Mar04 |
040301 |
95.950 |
97.800 |
95.750 |
97.300 |
+1.350 |
254 |
1,788 |
-74 |
| May04 |
040301 |
97.800 |
99.700 |
97.750 |
99.075 |
+1.225 |
238 |
1,046 |
+0 |
| Jul04 |
040301 |
98.975 |
99.900 |
98.900 |
99.875 |
+0.900 |
11 |
506 |
+5 |
| Aug04 |
040301 |
96.000 |
96.850 |
96.000 |
96.850 |
+0.350 |
2 |
34 |
+0 |
| Feb05 |
040301 |
85.850 |
85.850 |
85.850 |
85.850 |
+0.050 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
505 |
3,376 |
-69 |
| BFP Milk Class III(CME) |
| Feb04 |
040301 |
11.84 |
11.87 |
11.84 |
11.87 |
+0.02 |
62 |
0 |
-2,111 |
| Mar04 |
040301 |
13.47 |
13.52 |
13.45 |
13.48 |
+0.01 |
82 |
2,677 |
+48 |
| Apr04 |
040301 |
14.10 |
14.15 |
14.05 |
14.13 |
+0.03 |
166 |
2,680 |
+32 |
| May04 |
040301 |
14.40 |
14.45 |
14.35 |
14.42 |
+0.02 |
227 |
2,373 |
+55 |
| Jun04 |
040301 |
14.51 |
14.60 |
14.51 |
14.60 |
+0.09 |
169 |
2,237 |
-12 |
| Total Volume and Open Interest |
1,140 |
21,521 |
-1,873 |
| Cocoa(NYBOT) |
| Mar04 |
040301 |
1516 |
1552 |
1516 |
1552 |
-18 |
25 |
159 |
-36 |
| May04 |
040301 |
1565 |
1570 |
1510 |
1557 |
-13 |
7,098 |
29,687 |
-1,065 |
| Jul04 |
040301 |
1565 |
1570 |
1515 |
1560 |
-10 |
710 |
13,747 |
-97 |
| Sep04 |
040301 |
1568 |
1570 |
1529 |
1564 |
-11 |
473 |
10,823 |
+195 |
| Dec04 |
040301 |
1570 |
1572 |
1540 |
1572 |
-10 |
248 |
9,318 |
+144 |
| Mar05 |
040301 |
1578 |
1578 |
1578 |
1578 |
-10 |
115 |
7,269 |
-16 |
| May05 |
040301 |
1570 |
1583 |
1570 |
1583 |
-9 |
338 |
8,133 |
+176 |
| Total Volume and Open Interest |
9,057 |
86,194 |
-680 |
| Coffee "C"(NYBOT) |
| Mar04 |
040301 |
74.80 |
75.45 |
74.00 |
74.40 |
-0.65 |
145 |
1,521 |
-75 |
| May04 |
040301 |
77.15 |
77.25 |
75.30 |
76.00 |
-0.75 |
6,400 |
64,695 |
+192 |
| Jul04 |
040301 |
78.50 |
79.00 |
77.40 |
77.95 |
-0.75 |
905 |
12,406 |
+195 |
| Sep04 |
040301 |
80.00 |
80.80 |
79.60 |
79.85 |
-0.75 |
370 |
8,551 |
-57 |
| Dec04 |
040301 |
82.75 |
83.50 |
82.45 |
82.45 |
-0.70 |
263 |
5,388 |
+7 |
| Mar05 |
040301 |
85.25 |
85.75 |
85.00 |
85.15 |
-0.65 |
316 |
3,311 |
-176 |
| Total Volume and Open Interest |
8,971 |
96,775 |
+272 |
| Orange Juice(NYBOT) |
| Mar04 |
040301 |
58.60 |
60.10 |
58.55 |
60.05 |
+1.25 |
4,454 |
3,914 |
-1,753 |
| May04 |
040301 |
61.55 |
63.05 |
61.50 |
62.95 |
+1.05 |
2,642 |
21,524 |
+1,787 |
| Jul04 |
040301 |
64.45 |
65.50 |
64.40 |
65.50 |
+0.75 |
779 |
3,639 |
+407 |
| Sep04 |
040301 |
68.00 |
68.00 |
68.00 |
68.00 |
+0.75 |
23 |
1,189 |
+1 |
| Nov04 |
040301 |
69.60 |
70.25 |
69.40 |
70.25 |
+0.65 |
20 |
1,075 |
+13 |
| Total Volume and Open Interest |
9,109 |
32,775 |
+1,484 |
| Sugar #11(NYBOT) |
| May04 |
040301 |
6.17 |
6.24 |
6.12 |
6.24 |
+0.12 |
31,753 |
147,557 |
-1,338 |
| Jul04 |
040301 |
6.05 |
6.10 |
6.04 |
6.10 |
+0.07 |
8,699 |
38,229 |
-1,255 |
| Oct04 |
040301 |
6.14 |
6.14 |
6.11 |
6.14 |
+0.04 |
2,519 |
30,138 |
+610 |
| Mar05 |
040301 |
6.30 |
6.33 |
6.30 |
6.33 |
+0.05 |
576 |
13,815 |
+131 |
| May05 |
040301 |
6.30 |
6.33 |
6.30 |
6.33 |
+0.04 |
689 |
5,817 |
+168 |
| Total Volume and Open Interest |
51,829 |
248,563 |
-5,900 |
| London Cocoa(LCE) |
| Mar04 |
040301 |
904 |
904 |
864 |
881 |
-22 |
3,302 |
38,063 |
-2,905 |
| May04 |
040301 |
889 |
890 |
846 |
865 |
-21 |
6,480 |
32,889 |
-198 |
| Jul04 |
040301 |
897 |
897 |
862 |
879 |
-19 |
903 |
20,431 |
-221 |
| Sep04 |
040301 |
915 |
915 |
873 |
893 |
-17 |
651 |
22,326 |
-48 |
| Dec04 |
040301 |
927 |
927 |
885 |
905 |
-16 |
1,223 |
34,904 |
-902 |
| Mar05 |
040301 |
923 |
924 |
902 |
917 |
-16 |
537 |
21,685 |
-38 |
| May05 |
040301 |
917 |
926 |
917 |
926 |
-16 |
955 |
5,712 |
+249 |
| Total Volume and Open Interest |
14,581 |
181,737 |
-3,552 |
| London Coffee(LCE) |
| Mar04 |
040301 |
721.00 |
725.00 |
719.00 |
720.00 |
-5.00 |
21,531 |
3,432 |
-14,945 |
| May04 |
040301 |
751.00 |
752.00 |
739.00 |
740.00 |
-10.00 |
6,682 |
66,063 |
+2,480 |
| Jul04 |
040301 |
766.00 |
767.00 |
757.00 |
759.00 |
-8.00 |
1,618 |
29,282 |
+898 |
| Sep04 |
040301 |
783.00 |
784.00 |
775.00 |
775.00 |
-8.00 |
391 |
20,428 |
+255 |
| Nov04 |
040301 |
795.00 |
797.00 |
787.00 |
790.00 |
-5.00 |
319 |
13,437 |
+56 |
| Jan05 |
040301 |
810.00 |
810.00 |
803.00 |
803.00 |
-6.00 |
75 |
7,337 |
+4 |
| Total Volume and Open Interest |
30,773 |
143,010 |
-11,104 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
| May04 |
040301 |
204.00 |
206.90 |
204.00 |
206.00 |
+3.00 |
1,731 |
26,027 |
+417 |
| Aug04 |
040301 |
196.10 |
200.50 |
196.10 |
200.00 |
+2.00 |
254 |
15,252 |
-2 |
| Oct04 |
040301 |
193.50 |
194.40 |
193.50 |
194.40 |
+1.50 |
244 |
6,692 |
+101 |
| Dec04 |
040301 |
193.50 |
194.20 |
193.40 |
194.20 |
+1.10 |
197 |
2,533 |
-47 |
| Total Volume and Open Interest |
2,432 |
54,406 |
+469 |
| Cotton(NYBOT) |
| Mar04 |
040301 |
71.65 |
72.05 |
71.65 |
71.75 |
-0.35 |
40 |
208 |
-47 |
| May04 |
040301 |
73.35 |
73.91 |
73.05 |
73.53 |
-0.24 |
15,180 |
49,829 |
-2,764 |
| Jul04 |
040301 |
74.55 |
74.95 |
74.15 |
74.52 |
-0.08 |
2,836 |
14,868 |
-237 |
| Oct04 |
040301 |
67.90 |
67.90 |
67.55 |
67.55 |
-0.35 |
71 |
665 |
+30 |
| Dec04 |
040301 |
68.65 |
68.65 |
68.15 |
68.35 |
-0.29 |
1,603 |
8,764 |
+306 |
| Mar05 |
040301 |
70.50 |
70.50 |
70.40 |
70.45 |
-0.20 |
95 |
1,620 |
+69 |
| Total Volume and Open Interest |
19,900 |
77,100 |
-2,578 |
| Lumber(CME) |
| Mar04 |
040301 |
389.0 |
394.0 |
387.2 |
389.6 |
+4.6 |
399 |
1,825 |
-73 |
| May04 |
040301 |
382.0 |
384.7 |
378.5 |
383.0 |
+6.8 |
531 |
1,720 |
+91 |
| Jul04 |
040301 |
368.4 |
371.9 |
368.4 |
371.4 |
+3.4 |
113 |
423 |
+39 |
| Sep04 |
040301 |
361.0 |
363.6 |
359.9 |
363.6 |
+4.7 |
13 |
152 |
+8 |
| Total Volume and Open Interest |
1,061 |
4,134 |
+67 |
| Crude Oil(NYM) |
| Apr04 |
040301 |
36.20 |
36.98 |
35.80 |
36.86 |
+0.70 |
72,948 |
203,536 |
-5,047 |
| May04 |
040301 |
35.40 |
36.25 |
35.05 |
36.18 |
+0.94 |
53,555 |
82,324 |
+1,420 |
| Jun04 |
040301 |
34.50 |
35.40 |
34.30 |
35.35 |
+0.93 |
16,658 |
58,816 |
+4,205 |
| Jul04 |
040301 |
33.95 |
34.70 |
33.75 |
34.69 |
+0.89 |
4,542 |
35,605 |
+1,570 |
| Aug04 |
040301 |
33.40 |
34.12 |
33.25 |
34.12 |
+0.87 |
2,225 |
22,844 |
+665 |
| Sep04 |
040301 |
32.95 |
33.63 |
32.85 |
33.63 |
+0.85 |
1,812 |
28,619 |
+69 |
| Oct04 |
040301 |
32.60 |
33.23 |
32.60 |
33.23 |
+0.83 |
773 |
20,151 |
+477 |
| Nov04 |
040301 |
31.96 |
32.87 |
31.96 |
32.87 |
+0.81 |
1,226 |
14,864 |
-190 |
| Dec04 |
040301 |
31.80 |
32.54 |
31.66 |
32.54 |
+0.80 |
6,636 |
53,425 |
-405 |
| Jan05 |
040301 |
31.41 |
32.20 |
31.41 |
32.19 |
+0.78 |
319 |
15,596 |
+6 |
| Feb05 |
040301 |
31.89 |
31.89 |
31.89 |
31.89 |
+0.76 |
46 |
6,803 |
+9 |
| Mar05 |
040301 |
31.22 |
31.60 |
31.22 |
31.60 |
+0.74 |
333 |
6,008 |
-172 |
| Apr05 |
040301 |
31.31 |
31.31 |
31.31 |
31.31 |
+0.72 |
3 |
5,197 |
+3 |
| May05 |
040301 |
31.03 |
31.03 |
31.03 |
31.03 |
+0.70 |
3 |
2,467 |
+0 |
| Jun05 |
040301 |
30.15 |
30.76 |
30.15 |
30.76 |
+0.68 |
948 |
11,666 |
-118 |
| Jul05 |
040301 |
30.51 |
30.51 |
30.51 |
30.51 |
+0.68 |
3 |
3,821 |
+3 |
| Total Volume and Open Interest |
166,799 |
672,787 |
+2,322 |
| Heating Oil(NYM) |
| Apr04 |
040301 |
94.05 |
95.80 |
92.00 |
94.79 |
+0.60 |
31,814 |
60,868 |
+4,701 |
| May04 |
040301 |
90.80 |
92.90 |
89.80 |
92.35 |
+1.51 |
7,024 |
22,145 |
+1,573 |
| Jun04 |
040301 |
88.00 |
90.30 |
87.70 |
89.90 |
+1.76 |
2,866 |
17,168 |
+437 |
| Jul04 |
040301 |
87.50 |
89.00 |
87.50 |
88.65 |
+1.71 |
1,218 |
12,008 |
-15 |
| Aug04 |
040301 |
86.55 |
88.25 |
86.55 |
88.25 |
+1.71 |
1,695 |
7,716 |
+471 |
| Sep04 |
040301 |
88.45 |
88.45 |
88.45 |
88.45 |
+1.71 |
283 |
3,568 |
+95 |
| Oct04 |
040301 |
87.75 |
88.90 |
87.75 |
88.90 |
+1.71 |
7 |
2,664 |
-3 |
| Nov04 |
040301 |
89.45 |
89.45 |
89.45 |
89.45 |
+1.71 |
490 |
2,320 |
+381 |
| Dec04 |
040301 |
90.00 |
90.00 |
90.00 |
90.00 |
+1.71 |
2,319 |
13,352 |
+587 |
| Jan05 |
040301 |
88.50 |
90.30 |
88.50 |
90.30 |
+1.76 |
583 |
3,476 |
+228 |
| Feb05 |
040301 |
89.90 |
89.90 |
89.90 |
89.90 |
+1.71 |
30 |
1,140 |
+22 |
| Mar05 |
040301 |
86.20 |
87.50 |
86.20 |
87.50 |
+1.66 |
102 |
2,832 |
+100 |
| Total Volume and Open Interest |
63,348 |
154,844 |
+3,261 |
| Unleaded Gas(NYM) |
| Apr04 |
040301 |
112.80 |
115.40 |
112.00 |
114.66 |
+2.12 |
25,089 |
77,524 |
+3,230 |
| May04 |
040301 |
111.00 |
114.25 |
110.70 |
113.60 |
+2.49 |
7,208 |
24,209 |
-1,008 |
| Jun04 |
040301 |
108.40 |
111.60 |
108.40 |
110.95 |
+2.49 |
3,465 |
11,635 |
+810 |
| Jul04 |
040301 |
105.70 |
108.20 |
105.70 |
108.15 |
+2.49 |
533 |
5,989 |
+20 |
| Aug04 |
040301 |
102.70 |
105.05 |
102.70 |
105.05 |
+2.44 |
273 |
6,279 |
+163 |
| Sep04 |
040301 |
98.90 |
101.20 |
98.90 |
101.20 |
+2.34 |
1,051 |
8,021 |
+724 |
| Oct04 |
040301 |
96.30 |
96.30 |
96.30 |
96.30 |
+2.24 |
131 |
3,450 |
+18 |
| Nov04 |
040301 |
92.60 |
93.40 |
92.60 |
93.40 |
+2.14 |
1 |
775 |
+1 |
| Dec04 |
040301 |
91.60 |
91.60 |
91.60 |
91.60 |
+2.10 |
2 |
2,006 |
+0 |
| Jan05 |
040301 |
90.65 |
90.65 |
90.65 |
90.65 |
+2.05 |
1 |
396 |
+1 |
| Feb05 |
040301 |
89.00 |
90.45 |
89.00 |
90.45 |
+2.05 |
1 |
4 |
+1 |
| Mar05 |
040301 |
90.90 |
90.90 |
90.90 |
90.90 |
|
|
|
|
| Natural Gas(NYM) |
| Apr04 |
040301 |
5.330 |
5.570 |
5.260 |
5.550 |
+0.134 |
26,797 |
48,465 |
+27 |
| May04 |
040301 |
5.390 |
5.640 |
5.335 |
5.618 |
+0.157 |
9,077 |
30,553 |
+1,581 |
| Jun04 |
040301 |
5.400 |
5.650 |
5.360 |
5.643 |
+0.157 |
6,645 |
21,003 |
+731 |
| Jul04 |
040301 |
5.430 |
5.665 |
5.400 |
5.665 |
+0.154 |
2,175 |
19,355 |
+446 |
| Aug04 |
040301 |
5.450 |
5.677 |
5.410 |
5.677 |
+0.151 |
1,787 |
15,676 |
+44 |
| Sep04 |
040301 |
5.405 |
5.637 |
5.400 |
5.637 |
+0.149 |
1,265 |
14,911 |
+79 |
| Oct04 |
040301 |
5.430 |
5.645 |
5.400 |
5.645 |
+0.146 |
2,166 |
16,744 |
+252 |
| Nov04 |
040301 |
5.580 |
5.797 |
5.580 |
5.797 |
+0.141 |
824 |
10,659 |
+5 |
| Dec04 |
040301 |
5.750 |
5.957 |
5.740 |
5.957 |
+0.138 |
770 |
13,356 |
+233 |
| Jan05 |
040301 |
5.890 |
6.082 |
5.880 |
6.082 |
+0.138 |
1,548 |
12,745 |
-105 |
| Feb05 |
040301 |
5.820 |
6.012 |
5.820 |
6.012 |
+0.133 |
327 |
10,198 |
+134 |
| Mar05 |
040301 |
5.620 |
5.812 |
5.620 |
5.812 |
+0.125 |
942 |
9,546 |
+101 |
| Apr05 |
040301 |
5.237 |
5.237 |
5.237 |
5.237 |
+0.083 |
897 |
9,483 |
+177 |
| May05 |
040301 |
5.070 |
5.117 |
5.070 |
5.117 |
+0.077 |
153 |
4,769 |
+4 |
| Jun05 |
040301 |
5.140 |
5.140 |
5.140 |
5.140 |
+0.075 |
112 |
5,028 |
+13 |
| Jul05 |
040301 |
5.090 |
5.172 |
5.090 |
5.172 |
+0.072 |
231 |
10,804 |
-198 |
| Total Volume and Open Interest |
56,027 |
304,081 |
+3,509 |
| Brent Crude Oil(IPE) |
| Apr04 |
040301 |
32.35 |
33.38 |
32.15 |
33.34 |
+1.11 |
41,223 |
100,147 |
-2,346 |
| May04 |
040301 |
31.95 |
32.79 |
31.70 |
32.76 |
+0.88 |
31,830 |
62,689 |
-3,426 |
| Jun04 |
040301 |
31.63 |
32.40 |
31.40 |
32.37 |
+0.81 |
7,828 |
33,783 |
+882 |
| Jul04 |
040301 |
31.21 |
32.03 |
31.10 |
32.03 |
+0.77 |
2,102 |
16,079 |
+259 |
| Aug04 |
040301 |
30.95 |
31.69 |
30.94 |
31.69 |
+0.72 |
457 |
8,857 |
+128 |
| Sep04 |
040301 |
30.70 |
31.36 |
30.67 |
31.36 |
+0.69 |
961 |
11,887 |
+610 |
| Oct04 |
040301 |
30.35 |
31.03 |
30.35 |
31.03 |
+0.67 |
0 |
6,582 |
+0 |
| Nov04 |
040301 |
30.00 |
30.70 |
30.00 |
30.70 |
+0.65 |
0 |
6,416 |
+0 |
| Dec04 |
040301 |
29.80 |
30.40 |
29.65 |
30.37 |
+0.60 |
4,096 |
22,144 |
-1,113 |
| Jan05 |
040301 |
29.46 |
30.03 |
29.46 |
30.03 |
+0.58 |
436 |
4,464 |
+50 |
| Feb05 |
040301 |
29.20 |
29.71 |
29.20 |
29.71 |
+0.55 |
255 |
1,971 |
+228 |
| Mar05 |
040301 |
28.93 |
29.39 |
28.93 |
29.39 |
+0.50 |
0 |
3,272 |
+0 |
| Total Volume and Open Interest |
91,689 |
322,006 |
-2,567 |
| Gas Oil(IPE) |
| Mar04 |
040301 |
278.50 |
280.25 |
274.00 |
279.75 |
+4.50 |
11,863 |
41,526 |
-1,882 |
| Apr04 |
040301 |
274.00 |
274.50 |
269.50 |
274.00 |
+4.00 |
11,547 |
36,758 |
+2,153 |
| May04 |
040301 |
270.00 |
270.00 |
266.50 |
270.00 |
+3.75 |
3,575 |
11,824 |
+956 |
| Jun04 |
040301 |
266.00 |
266.75 |
263.25 |
266.75 |
+3.75 |
1,513 |
17,625 |
+97 |
| Jul04 |
040301 |
262.75 |
265.00 |
262.50 |
265.00 |
+3.75 |
400 |
7,022 |
+96 |
| Aug04 |
040301 |
262.00 |
264.50 |
260.50 |
264.50 |
+3.75 |
537 |
4,353 |
+537 |
| Sep04 |
040301 |
265.25 |
265.25 |
263.00 |
264.50 |
+4.00 |
350 |
4,981 |
+0 |
| Oct04 |
040301 |
264.50 |
264.50 |
264.50 |
264.50 |
+4.00 |
200 |
3,797 |
-64 |
| Nov04 |
040301 |
264.00 |
264.00 |
264.00 |
264.00 |
+3.75 |
162 |
3,724 |
-107 |
| Dec04 |
040301 |
262.00 |
263.50 |
258.75 |
262.75 |
+3.75 |
712 |
12,572 |
+262 |
| Total Volume and Open Interest |
30,859 |
159,840 |
+1,848 |
| US Dollar Index(NYBOT) |
| Mar04 |
040301 |
87.45 |
87.70 |
87.22 |
87.62 |
+0.20 |
1,441 |
14,772 |
-100 |
| Jun04 |
040301 |
87.88 |
88.08 |
87.62 |
88.01 |
+0.20 |
249 |
2,516 |
+38 |
| Sep04 |
040301 |
88.32 |
88.45 |
88.32 |
88.45 |
+0.20 |
1 |
12 |
-1 |
| Total Volume and Open Interest |
1,691 |
17,308 |
-63 |
| Australian Dollar(CME) |
| Mar04 |
040301 |
77.14 |
77.60 |
76.95 |
77.00 |
-0.22 |
2,673 |
53,790 |
-889 |
| Jun04 |
040301 |
76.28 |
76.72 |
76.08 |
76.15 |
-0.22 |
838 |
2,500 |
+690 |
| Sep04 |
040301 |
75.30 |
75.30 |
75.30 |
75.30 |
-0.22 |
1 |
818 |
+0 |
| Total Volume and Open Interest |
3,513 |
57,266 |
-199 |
| British Pound(CME) |
| Mar04 |
040301 |
186.60 |
187.19 |
186.22 |
186.57 |
+0.11 |
4,206 |
65,879 |
-837 |
| Jun04 |
040301 |
185.30 |
185.80 |
184.80 |
185.13 |
+0.11 |
624 |
1,489 |
+541 |
| Sep04 |
040301 |
183.68 |
183.68 |
183.68 |
183.68 |
+0.11 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
4,830 |
67,739 |
-296 |
| Canadian Dollar(CME) |
| Mar04 |
040301 |
74.67 |
74.98 |
74.59 |
74.60 |
-0.16 |
5,659 |
53,765 |
-1,068 |
| Jun04 |
040301 |
74.49 |
74.78 |
74.38 |
74.41 |
-0.16 |
1,003 |
6,479 |
+632 |
| Sep04 |
040301 |
74.45 |
74.50 |
74.28 |
74.28 |
-0.16 |
38 |
1,745 |
-2 |
| Dec04 |
040301 |
74.20 |
74.35 |
74.15 |
74.15 |
-0.16 |
96 |
1,315 |
+41 |
| Total Volume and Open Interest |
6,797 |
63,505 |
-396 |
| Japanese Yen(CME) |
| Mar04 |
040301 |
91.63 |
91.87 |
91.62 |
91.78 |
+0.16 |
7,625 |
132,013 |
-405 |
| Jun04 |
040301 |
91.88 |
92.15 |
91.88 |
92.04 |
+0.15 |
842 |
16,626 |
+1,252 |
| Sep04 |
040301 |
92.32 |
92.32 |
92.32 |
92.32 |
+0.15 |
5 |
53 |
-5 |
| Total Volume and Open Interest |
8,479 |
148,705 |
+837 |
| Swiss Franc(CME) |
| Mar04 |
040301 |
79.10 |
79.34 |
78.71 |
78.88 |
-0.40 |
7,418 |
39,241 |
-106 |
| Jun04 |
040301 |
79.29 |
79.50 |
78.93 |
79.05 |
-0.40 |
541 |
1,002 |
+495 |
| Sep04 |
040301 |
79.22 |
79.22 |
79.22 |
79.22 |
-0.40 |
2 |
5 |
+0 |
| Total Volume and Open Interest |
7,961 |
40,346 |
+389 |
| EuroFX(CME) |
| Mar04 |
040301 |
124.71 |
125.08 |
124.20 |
124.41 |
-0.48 |
13,773 |
124,204 |
-3,092 |
| Jun04 |
040301 |
124.43 |
124.76 |
123.94 |
124.12 |
-0.48 |
646 |
3,330 |
+431 |
| Sep04 |
040301 |
124.52 |
124.52 |
123.87 |
123.87 |
-0.48 |
3 |
249 |
+2 |
| Total Volume and Open Interest |
14,423 |
128,161 |
-2,653 |
| Mexican Peso(CME) |
| Mar04 |
040301 |
9028.0 |
9115.0 |
9025.0 |
9105.0 |
+85.0 |
1,862 |
33,858 |
-198 |
| Jun04 |
040301 |
8945.0 |
9005.0 |
8940.0 |
8990.0 |
+85.0 |
142 |
3,913 |
+75 |
| Total Volume and Open Interest |
2,271 |
38,457 |
-78 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040301 |
114~02 |
114~20 |
113~20 |
113~26 |
-0~02 |
117,186 |
233,956 |
-49,171 |
| Jun04 |
040301 |
112~18 |
113~07 |
112~06 |
112~12 |
-0~02 |
263,254 |
382,058 |
+55,927 |
| Sep04 |
040301 |
110~31 |
111~03 |
110~30 |
110~31 |
-0~02 |
285 |
803 |
+167 |
| Total Volume and Open Interest |
380,732 |
617,117 |
+6,929 |
| Municipal Bonds(CBOT) |
| Mar04 |
040301 |
106~02 |
106~05 |
106~02 |
106~02 |
+0~03 |
589 |
2,645 |
-95 |
| Jun04 |
040301 |
104~31 |
105~06 |
104~29 |
105~00 |
+0~06 |
659 |
510 |
+362 |
| Total Volume and Open Interest |
1,248 |
3,155 |
+267 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040301 |
115~140 |
116~005 |
115~040 |
115~095 |
-0~025 |
369,885 |
451,809 |
-196,657 |
| Jun04 |
040301 |
113~300 |
114~105 |
113~200 |
113~255 |
-0~025 |
586,212 |
873,415 |
+140,547 |
| Total Volume and Open Interest |
957,092 |
1,330,017 |
-55,629 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040301 |
113~215 |
113~310 |
113~180 |
113~215 |
-0~030 |
129,504 |
0 |
+0 |
| Jun04 |
040301 |
112~100 |
112~185 |
112~060 |
112~100 |
-0~030 |
196,771 |
0 |
+0 |
| Sep04 |
040301 |
111~055 |
111~055 |
111~055 |
111~055 |
-0~025 |
|
|
|
| Total Volume and Open Interest |
326,275 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar04 |
040301 |
107~098 |
107~106 |
107~094 |
107~100 |
-0~004 |
15,799 |
88,309 |
-11,846 |
| Jun04 |
040301 |
107~027 |
107~036 |
107~022 |
107~029 |
-0~004 |
15,250 |
150,505 |
+12,133 |
| Total Volume and Open Interest |
31,049 |
238,814 |
+287 |
| Eurodollars(CME) |
| Mar04 |
040301 |
98.865 |
98.870 |
98.865 |
98.868 |
unch |
30,216 |
757,665 |
-7,597 |
| Jun04 |
040301 |
98.770 |
98.785 |
98.760 |
98.770 |
unch |
57,870 |
908,831 |
+6,652 |
| Sep04 |
040301 |
98.570 |
98.600 |
98.555 |
98.565 |
-0.010 |
78,466 |
919,441 |
+9,062 |
| Dec04 |
040301 |
98.250 |
98.305 |
98.230 |
98.240 |
-0.030 |
98,428 |
664,534 |
+1,751 |
| Mar05 |
040301 |
97.905 |
97.950 |
97.870 |
97.885 |
-0.035 |
64,363 |
529,210 |
+6,425 |
| Jun05 |
040301 |
97.530 |
97.580 |
97.485 |
97.510 |
-0.025 |
29,615 |
387,721 |
+1,289 |
| Sep05 |
040301 |
97.150 |
97.200 |
97.120 |
97.150 |
-0.015 |
21,639 |
308,795 |
+2,340 |
| Dec05 |
040301 |
96.830 |
96.870 |
96.800 |
96.830 |
-0.010 |
27,483 |
223,095 |
-3,820 |
| Mar06 |
040301 |
96.570 |
96.610 |
96.540 |
96.575 |
-0.005 |
13,989 |
190,665 |
+1,553 |
| Jun06 |
040301 |
96.335 |
96.370 |
96.305 |
96.340 |
-0.005 |
8,713 |
136,744 |
+1,021 |
| Sep06 |
040301 |
96.110 |
96.140 |
96.090 |
96.120 |
-0.010 |
11,248 |
139,558 |
+4,281 |
| Dec06 |
040301 |
95.940 |
95.940 |
95.885 |
95.910 |
-0.005 |
9,533 |
110,949 |
+671 |
| Total Volume and Open Interest |
479,478 |
5,868,585 |
+25,583 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040301 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
250 |
9,213 |
-279 |
| Jun04 |
040301 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
318 |
9,336 |
+6 |
| Sep04 |
040301 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
45 |
8,704 |
-285 |
| Dec04 |
040301 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
111 |
7,926 |
+948 |
| Mar05 |
040301 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
0 |
3,754 |
+20 |
| Jun05 |
040301 |
99.78 |
99.78 |
99.78 |
99.78 |
-0.01 |
0 |
910 |
+1 |
| Sep05 |
040301 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
1,114 |
+0 |
| Dec05 |
040301 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.01 |
0 |
64 |
+0 |
| Mar06 |
040301 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.03 |
0 |
294 |
+0 |
| Jun06 |
040301 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.03 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
724 |
42,657 |
+411 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040301 |
99.91 |
99.91 |
99.91 |
99.91 |
-0.01 |
3,170 |
61,217 |
+2,877 |
| Jun04 |
040301 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.01 |
462 |
66,162 |
+134 |
| Sep04 |
040301 |
99.90 |
99.90 |
99.90 |
99.90 |
-0.01 |
1,184 |
40,731 |
-699 |
| Dec04 |
040301 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
3,692 |
56,715 |
+2,358 |
| Mar05 |
040301 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
1,059 |
30,741 |
+31 |
| Jun05 |
040301 |
99.78 |
99.78 |
99.77 |
99.78 |
-0.01 |
998 |
42,594 |
+810 |
| Sep05 |
040301 |
99.72 |
99.72 |
99.69 |
99.70 |
-0.02 |
176 |
17,150 |
-10 |
| Dec05 |
040301 |
99.63 |
99.63 |
99.61 |
99.61 |
-0.03 |
0 |
3,719 |
+0 |
| Total Volume and Open Interest |
10,773 |
332,898 |
+5,496 |
| German Euro-Bund(EUREX) |
| Mar04 |
040301 |
115.83 |
115.93 |
115.53 |
115.79 |
-0.01 |
967,405 |
842,942 |
-7,584 |
| Jun04 |
040301 |
114.87 |
114.95 |
114.57 |
114.82 |
-0.02 |
81,851 |
217,392 |
+42,808 |
| Sep04 |
040301 |
114.19 |
114.19 |
114.19 |
114.19 |
-0.01 |
2,011 |
3 |
+0 |
| Total Volume and Open Interest |
1,051,267 |
1,060,337 |
+35,224 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040301 |
112.81 |
112.83 |
112.55 |
112.66 |
-0.11 |
744,888 |
601,656 |
-38,143 |
| Jun04 |
040301 |
112.01 |
112.01 |
111.73 |
111.83 |
-0.11 |
154,678 |
283,540 |
+48,287 |
| Sep04 |
040301 |
111.27 |
111.28 |
111.27 |
111.28 |
-0.09 |
9,867 |
3,405 |
+3,404 |
| Total Volume and Open Interest |
909,433 |
888,601 |
+13,548 |
| Long Gilt(LIFFE) |
| Mar04 |
040301 |
108~30 |
109~01 |
108~21 |
108~24 |
-0~07 |
58,542 |
51,937 |
-4,752 |
| Jun04 |
040301 |
108~16 |
108~19 |
108~06 |
108~10 |
-0~07 |
37,084 |
137,227 |
+12,665 |
| Total Volume and Open Interest |
95,626 |
189,164 |
+7,913 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040301 |
95.75 |
95.75 |
95.72 |
95.73 |
-0.03 |
18,070 |
191,536 |
-7,344 |
| Jun04 |
040301 |
95.57 |
95.58 |
95.49 |
95.52 |
-0.07 |
15,648 |
214,985 |
+1,257 |
| Sep04 |
040301 |
95.40 |
95.43 |
95.30 |
95.32 |
-0.11 |
18,874 |
150,931 |
-1,572 |
| Total Volume and Open Interest |
108,549 |
1,108,694 |
-5,788 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040301 |
97.980 |
97.985 |
97.960 |
97.965 |
-0.010 |
84,425 |
573,429 |
+3,376 |
| Jun04 |
040301 |
98.050 |
98.050 |
97.990 |
98.005 |
-0.030 |
129,728 |
650,391 |
+2,337 |
| Sep04 |
040301 |
98.000 |
98.000 |
97.920 |
97.935 |
-0.040 |
137,692 |
506,528 |
+3,954 |
| Total Volume and Open Interest |
638,121 |
3,233,370 |
+16,383 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040301 |
94.45 |
94.46 |
94.44 |
94.46 |
+0.05 |
11,840 |
119,542 |
-15,671 |
| Jun04 |
040301 |
94.39 |
94.41 |
94.37 |
94.40 |
+0.07 |
19,561 |
173,380 |
-5,037 |
| Sep04 |
040301 |
94.32 |
94.36 |
94.31 |
94.35 |
+0.08 |
4,192 |
61,137 |
-1,121 |
| Dec04 |
040301 |
94.31 |
94.32 |
94.29 |
94.31 |
+0.07 |
1,449 |
29,996 |
+481 |
| Mar05 |
040301 |
94.26 |
94.26 |
94.24 |
94.26 |
+0.06 |
240 |
17,978 |
-460 |
| Jun05 |
040301 |
94.22 |
94.22 |
94.20 |
94.21 |
+0.05 |
145 |
13,027 |
-45 |
| Sep05 |
040301 |
94.17 |
94.17 |
94.16 |
94.17 |
+0.05 |
110 |
6,691 |
-98 |
| Dec05 |
040301 |
94.13 |
94.14 |
94.12 |
94.12 |
+0.03 |
60 |
3,107 |
-101 |
| Mar06 |
040301 |
94.09 |
94.09 |
94.08 |
94.08 |
+0.03 |
0 |
893 |
+0 |
| Jun06 |
040301 |
94.07 |
94.07 |
94.05 |
94.05 |
+0.04 |
50 |
1,343 |
+0 |
| Total Volume and Open Interest |
37,659 |
428,035 |
-22,040 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040301 |
94.51 |
94.53 |
94.47 |
94.49 |
+0.04 |
24,723 |
239,951 |
+8,861 |
| Jun04 |
040301 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.04 |
289 |
513 |
+289 |
| Total Volume and Open Interest |
25,012 |
240,464 |
+9,150 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040301 |
94.61 |
94.64 |
94.60 |
94.62 |
+0.07 |
70,931 |
566,831 |
+36,997 |
| Jun04 |
040301 |
94.53 |
94.53 |
94.53 |
94.53 |
+0.08 |
1,500 |
1,500 |
+1,500 |
| Total Volume and Open Interest |
72,431 |
568,331 |
+38,497 |
| Gold(CMX) |
| Apr04 |
040301 |
399.2 |
403.5 |
398.6 |
399.6 |
+2.8 |
37,274 |
139,684 |
+179 |
| Jun04 |
040301 |
400.0 |
404.7 |
399.5 |
400.6 |
+2.8 |
2,305 |
33,750 |
+38 |
| Aug04 |
040301 |
401.5 |
403.5 |
400.8 |
401.5 |
+2.8 |
119 |
8,142 |
+48 |
| Oct04 |
040301 |
403.0 |
403.0 |
402.3 |
402.3 |
+2.8 |
0 |
1,919 |
+0 |
| Dec04 |
040301 |
403.0 |
408.0 |
402.5 |
403.2 |
+2.8 |
556 |
22,734 |
+188 |
| Feb05 |
040301 |
404.1 |
404.1 |
404.1 |
404.1 |
+2.8 |
0 |
3,039 |
+0 |
| Total Volume and Open Interest |
41,154 |
234,325 |
+467 |
| Silver(CMX) |
| Mar04 |
040301 |
680.0 |
702.0 |
678.0 |
692.8 |
+23.2 |
2,845 |
3,390 |
-4,357 |
| May04 |
040301 |
677.0 |
703.0 |
677.0 |
694.5 |
+23.0 |
17,894 |
77,392 |
+2,358 |
| Jul04 |
040301 |
681.0 |
701.0 |
678.0 |
695.6 |
+22.8 |
675 |
7,811 |
+44 |
| Sep04 |
040301 |
688.0 |
696.9 |
688.0 |
696.9 |
+22.7 |
16 |
1,741 |
+6 |
| Dec04 |
040301 |
685.5 |
707.0 |
685.0 |
698.6 |
+22.7 |
528 |
15,372 |
+10 |
| Total Volume and Open Interest |
22,290 |
110,578 |
-1,840 |
| Platinum(NYM) |
| Apr04 |
040301 |
897.0 |
906.8 |
893.8 |
906.1 |
+18.7 |
1,426 |
7,756 |
+321 |
| Jul04 |
040301 |
890.0 |
895.6 |
883.3 |
895.6 |
+18.2 |
16 |
517 |
+7 |
| Oct04 |
040301 |
875.0 |
891.1 |
875.0 |
891.1 |
+18.2 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
1,442 |
8,297 |
+328 |
| Palladium(NYME) |
| Mar04 |
040301 |
231.00 |
243.00 |
231.00 |
239.15 |
+10.00 |
1,702 |
2,417 |
-369 |
| Jun04 |
040301 |
236.40 |
248.00 |
236.40 |
242.85 |
+10.20 |
1,761 |
9,886 |
+668 |
| Sep04 |
040301 |
243.85 |
243.85 |
243.85 |
243.85 |
+10.20 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
3,463 |
12,525 |
+299 |
| Copper(CMX) |
| Mar04 |
040301 |
136.80 |
139.60 |
136.50 |
139.45 |
+5.15 |
3,709 |
4,126 |
-10,711 |
| May04 |
040301 |
137.40 |
139.90 |
136.90 |
139.85 |
+5.25 |
9,493 |
55,085 |
-51 |
| Jul04 |
040301 |
136.00 |
138.20 |
135.60 |
137.95 |
+4.95 |
456 |
6,785 |
+35 |
| Sep04 |
040301 |
134.70 |
136.40 |
134.00 |
136.05 |
+4.55 |
89 |
3,122 |
+63 |
| Dec04 |
040301 |
130.40 |
132.50 |
130.40 |
132.30 |
+4.30 |
190 |
6,543 |
+38 |
| Total Volume and Open Interest |
15,084 |
83,299 |
-9,719 |
| DJIA Index(CBOT) |
| Mar04 |
040301 |
10620 |
10695 |
10599 |
10676 |
+94 |
9,643 |
46,696 |
-883 |
| Jun04 |
040301 |
10600 |
10665 |
10575 |
10653 |
+95 |
53 |
1,095 |
+12 |
| Sep04 |
040301 |
10638 |
10638 |
10638 |
10638 |
+95 |
0 |
238 |
+0 |
| Dec04 |
040301 |
10623 |
10623 |
10623 |
10623 |
+95 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
9,696 |
48,033 |
-871 |
| S & P 500(CME) |
| Mar04 |
040301 |
1148.80 |
1157.50 |
1146.70 |
1155.40 |
+10.80 |
43,476 |
564,475 |
-1,364 |
| Jun04 |
040301 |
1147.80 |
1156.00 |
1146.50 |
1154.40 |
+10.80 |
1,456 |
47,445 |
+868 |
| Sep04 |
040301 |
1153.40 |
1153.40 |
1153.40 |
1153.40 |
+10.90 |
48 |
3,612 |
+19 |
| Dec04 |
040301 |
1152.50 |
1152.50 |
1152.50 |
1152.50 |
+10.90 |
15 |
308 |
+0 |
| Total Volume and Open Interest |
44,995 |
616,002 |
-477 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040301 |
1144.25 |
1157.50 |
1144.25 |
1155.50 |
+11.00 |
593,104 |
583,924 |
-2,358 |
| Jun04 |
040301 |
1143.50 |
1156.25 |
1143.50 |
1154.50 |
+11.00 |
398 |
24,254 |
+397 |
| Total Volume and Open Interest |
593,502 |
608,178 |
-1,961 |
| NASDAQ 100(CME) |
| Mar04 |
040301 |
1477.00 |
1491.50 |
1467.00 |
1490.00 |
+18.50 |
16,703 |
73,003 |
-2,479 |
| Jun04 |
040301 |
1480.50 |
1493.50 |
1479.00 |
1493.50 |
+18.50 |
752 |
3,385 |
+752 |
| Sep04 |
040301 |
1486.00 |
1497.00 |
1486.00 |
1497.00 |
+18.50 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
17,455 |
76,395 |
-1,727 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040301 |
1473.0 |
1491.5 |
1467.0 |
1490.0 |
+18.5 |
345,373 |
242,193 |
-1,702 |
| Jun04 |
040301 |
1482.0 |
1495.5 |
1471.0 |
1493.5 |
+18.5 |
844 |
1,885 |
+35 |
| Total Volume and Open Interest |
346,217 |
244,078 |
-1,667 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040301 |
603.50 |
611.25 |
603.00 |
611.00 |
+9.50 |
433 |
16,112 |
+40 |
| Jun04 |
040301 |
611.00 |
611.00 |
611.00 |
611.00 |
+9.50 |
0 |
1 |
+0 |
| Sep04 |
040301 |
611.00 |
611.00 |
611.00 |
611.00 |
+9.50 |
|
|
|
| Total Volume and Open Interest |
433 |
16,113 |
+40 |
| Russell 2000(CME) |
| Mar04 |
040301 |
586.00 |
594.50 |
585.50 |
593.60 |
+8.00 |
1,794 |
26,288 |
+281 |
| Jun04 |
040301 |
587.00 |
593.70 |
587.00 |
593.30 |
+8.10 |
0 |
217 |
+0 |
| Sep04 |
040301 |
593.80 |
593.80 |
593.80 |
593.80 |
+8.00 |
|
|
|
| Total Volume and Open Interest |
1,794 |
26,505 |
+281 |
| Value Line(KCBT) |
| Mar04 |
040301 |
1619.00 |
1638.00 |
1617.00 |
1636.00 |
+23.00 |
10 |
81 |
+3 |
| Total Volume and Open Interest |
10 |
81 |
+3 |
| Nikkei 225(CME) |
| Mar04 |
040301 |
11300 |
11390 |
11280 |
11385 |
+310 |
5,356 |
36,230 |
+1,332 |
| Jun04 |
040301 |
11310 |
11370 |
11275 |
11360 |
+305 |
225 |
702 |
+158 |
| Total Volume and Open Interest |
5,582 |
36,943 |
+1,489 |
| Nikkei 225(SIMEX) |
| Mar04 |
040301 |
11140 |
11340 |
11115 |
11280 |
+230 |
41,342 |
169,454 |
+9,787 |
| Jun04 |
040301 |
11115 |
11280 |
11115 |
11235 |
+230 |
37 |
1,019 |
+27 |
| Sep04 |
040301 |
11220 |
11220 |
11220 |
11220 |
+230 |
|
|
|
| Total Volume and Open Interest |
41,379 |
170,473 |
+9,814 |
| CAC 40(MATIF) |
| Mar04 |
040301 |
3760.0 |
3762.0 |
3742.5 |
3754.5 |
+23.0 |
120,789 |
333,483 |
+89,397 |
| Apr04 |
040301 |
3712.5 |
3712.5 |
3712.5 |
3712.5 |
-17.5 |
2,154 |
314 |
+262 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040301 |
4053.0 |
4071.5 |
4036.5 |
4070.0 |
+43.5 |
103,906 |
294,126 |
-1,805 |
| Jun04 |
040301 |
4071.0 |
4090.0 |
4058.5 |
4090.0 |
+43.5 |
310 |
12,041 |
+61 |
| Sep04 |
040301 |
4089.5 |
4110.0 |
4078.5 |
4110.0 |
+44.0 |
201 |
4,446 |
+104 |
| Total Volume and Open Interest |
104,417 |
310,613 |
-1,640 |
| FT-SE 100(LIFFE) |
| Mar04 |
040301 |
4505.00 |
4528.50 |
4493.00 |
4516.50 |
+38.50 |
71,713 |
413,076 |
-521 |
| Jun04 |
040301 |
4513.50 |
4534.00 |
4502.00 |
4525.50 |
+39.50 |
3,775 |
22,297 |
-515 |
| Sep04 |
040301 |
4535.50 |
4535.50 |
4534.50 |
4534.50 |
+40.00 |
0 |
12,275 |
+0 |
| Total Volume and Open Interest |
75,920 |
462,071 |
-604 |
| SPI 200(SFE) |
| Mar04 |
040301 |
3366.0 |
3385.0 |
3364.0 |
3381.0 |
+19.0 |
14,048 |
163,469 |
+3,742 |
| Jun04 |
040301 |
3378.0 |
3396.0 |
3378.0 |
3392.0 |
+19.0 |
2,384 |
7,586 |
+1,976 |
| Sep04 |
040301 |
3403.0 |
3403.0 |
3403.0 |
3403.0 |
+19.0 |
11 |
1,944 |
-2 |
| Total Volume and Open Interest |
16,496 |
175,245 |
+5,766 |
| GSCI(CME) |
| Mar04 |
040301 |
279.80 |
283.50 |
278.10 |
283.50 |
+5.40 |
240 |
15,051 |
-111 |
| Apr04 |
040301 |
276.80 |
281.20 |
276.20 |
281.20 |
+5.90 |
147 |
289 |
+147 |
| May04 |
040301 |
274.25 |
278.00 |
273.40 |
278.00 |
+6.00 |
0 |
82 |
+0 |
| Total Volume and Open Interest |
387 |
15,422 |
+36 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040301 |
276.50 |
277.00 |
275.50 |
277.00 |
+3.10 |
99 |
853 |
+13 |
| Jun04 |
040301 |
274.75 |
276.50 |
274.25 |
276.50 |
+3.60 |
4 |
57 |
+3 |
| Aug04 |
040301 |
275.25 |
275.25 |
275.25 |
275.25 |
+3.60 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
103 |
912 |
+16 |
|
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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