|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 02, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar04 |
040302 |
954.00 |
979.50 |
927.00 |
931.00 |
-31.25 |
5,581 |
10,767 |
-4,200 |
May04 |
040302 |
949.50 |
976.00 |
926.00 |
928.50 |
-29.00 |
53,861 |
149,037 |
+2,360 |
Jul04 |
040302 |
934.00 |
963.00 |
911.00 |
914.00 |
-30.50 |
14,321 |
53,279 |
+909 |
Aug04 |
040302 |
896.00 |
916.00 |
868.00 |
869.50 |
-28.00 |
1,766 |
9,770 |
+252 |
Sep04 |
040302 |
822.00 |
844.00 |
810.00 |
810.00 |
-16.25 |
785 |
5,815 |
+11 |
Nov04 |
040302 |
744.00 |
761.00 |
739.00 |
740.00 |
-9.75 |
8,251 |
33,081 |
+1,851 |
Jan05 |
040302 |
746.00 |
759.00 |
740.00 |
741.00 |
-7.00 |
167 |
816 |
+104 |
Total Volume and Open Interest |
84,839 |
263,623 |
+1,335 |
Soybean Meal(CBOT) |
Mar04 |
040302 |
282.80 |
289.30 |
279.00 |
280.00 |
-3.90 |
3,976 |
7,287 |
-2,843 |
May04 |
040302 |
285.00 |
291.50 |
280.30 |
281.30 |
-4.80 |
12,755 |
80,982 |
+779 |
Jul04 |
040302 |
280.80 |
287.30 |
276.50 |
277.40 |
-4.20 |
4,815 |
39,468 |
-162 |
Aug04 |
040302 |
270.80 |
276.50 |
267.00 |
267.00 |
-4.20 |
1,141 |
13,131 |
+25 |
Sep04 |
040302 |
255.00 |
261.00 |
252.20 |
252.30 |
-3.70 |
416 |
10,477 |
-134 |
Oct04 |
040302 |
225.00 |
228.50 |
224.00 |
224.00 |
-1.50 |
744 |
9,042 |
+103 |
Dec04 |
040302 |
220.20 |
224.00 |
219.50 |
219.80 |
-1.00 |
1,304 |
19,281 |
+166 |
Jan05 |
040302 |
220.00 |
223.60 |
219.80 |
219.80 |
-0.70 |
70 |
1,733 |
+20 |
Total Volume and Open Interest |
25,292 |
183,700 |
-2,026 |
Soybean Oil(CBOT) |
Mar04 |
040302 |
34.48 |
35.03 |
33.30 |
33.35 |
-1.22 |
3,089 |
5,685 |
-2,011 |
May04 |
040302 |
34.38 |
35.05 |
32.90 |
33.03 |
-1.52 |
14,306 |
116,984 |
+1,005 |
Jul04 |
040302 |
34.22 |
34.80 |
32.70 |
32.80 |
-1.52 |
9,153 |
48,868 |
+854 |
Aug04 |
040302 |
33.33 |
33.90 |
31.80 |
31.80 |
-1.62 |
625 |
6,772 |
-86 |
Sep04 |
040302 |
32.10 |
32.70 |
30.70 |
30.70 |
-1.52 |
290 |
8,683 |
+42 |
Oct04 |
040302 |
30.40 |
30.85 |
29.50 |
29.50 |
-0.95 |
434 |
6,518 |
+171 |
Dec04 |
040302 |
28.95 |
29.40 |
27.99 |
28.00 |
-1.04 |
883 |
13,241 |
-226 |
Jan05 |
040302 |
29.00 |
29.00 |
27.75 |
27.78 |
-1.02 |
1 |
593 |
+1 |
Total Volume and Open Interest |
28,784 |
208,510 |
-250 |
Canola(WCE) |
Mar04 |
040302 |
411.4 |
412.0 |
410.5 |
410.5 |
-1.0 |
325 |
1,560 |
-210 |
May04 |
040302 |
416.0 |
419.9 |
411.5 |
412.2 |
-4.6 |
4,101 |
33,808 |
-98 |
Jul04 |
040302 |
418.0 |
421.4 |
413.5 |
415.0 |
-3.5 |
1,944 |
12,661 |
+785 |
Sep04 |
040302 |
368.0 |
368.0 |
368.0 |
368.0 |
+0.9 |
|
|
|
Nov04 |
040302 |
372.8 |
373.9 |
369.0 |
371.2 |
-2.3 |
439 |
16,440 |
+322 |
Total Volume and Open Interest |
6,859 |
64,566 |
+824 |
Corn(CBOT) |
Mar04 |
040302 |
296.00 |
298.50 |
288.50 |
289.50 |
-6.50 |
12,160 |
20,471 |
-4,956 |
May04 |
040302 |
303.50 |
306.25 |
295.00 |
295.75 |
-7.00 |
51,542 |
340,229 |
+6,221 |
Jul04 |
040302 |
306.50 |
309.75 |
297.50 |
299.25 |
-6.75 |
13,715 |
111,135 |
+2,229 |
Sep04 |
040302 |
299.00 |
303.00 |
293.00 |
293.50 |
-6.00 |
3,176 |
18,896 |
+1,396 |
Dec04 |
040302 |
296.50 |
299.75 |
291.50 |
292.00 |
-4.50 |
17,684 |
154,465 |
+3,736 |
Mar05 |
040302 |
296.50 |
300.00 |
293.00 |
293.75 |
-3.25 |
421 |
11,549 |
+171 |
Total Volume and Open Interest |
99,059 |
661,661 |
+8,908 |
Wheat(CBOT) |
Mar04 |
040302 |
372.50 |
377.00 |
371.50 |
374.00 |
-1.00 |
2,392 |
2,668 |
-1,421 |
May04 |
040302 |
382.00 |
386.50 |
379.00 |
381.75 |
-3.25 |
21,750 |
86,283 |
+1,475 |
Jul04 |
040302 |
385.00 |
389.50 |
383.50 |
384.50 |
-3.00 |
4,640 |
32,061 |
+235 |
Sep04 |
040302 |
389.50 |
392.00 |
387.00 |
388.00 |
-2.75 |
461 |
4,244 |
+193 |
Dec04 |
040302 |
395.00 |
399.00 |
394.50 |
396.50 |
-1.75 |
607 |
5,891 |
+34 |
Total Volume and Open Interest |
29,879 |
131,611 |
+531 |
Wheat(KCBT) |
Mar04 |
040302 |
377.50 |
381.00 |
376.00 |
379.00 |
-0.50 |
659 |
547 |
-787 |
May04 |
040302 |
383.00 |
387.00 |
380.00 |
382.50 |
-1.50 |
5,367 |
35,468 |
-461 |
Jul04 |
040302 |
385.00 |
389.00 |
383.00 |
384.75 |
-1.25 |
3,163 |
15,891 |
+735 |
Sep04 |
040302 |
387.50 |
391.00 |
386.00 |
387.25 |
-1.25 |
254 |
2,211 |
-29 |
Dec04 |
040302 |
396.50 |
401.00 |
395.50 |
396.00 |
-1.00 |
223 |
3,212 |
+39 |
Total Volume and Open Interest |
9,672 |
57,342 |
-498 |
Wheat(MGE) |
Mar04 |
040302 |
433.00 |
433.00 |
422.00 |
422.00 |
-15.00 |
39 |
664 |
-1 |
May04 |
040302 |
424.00 |
424.50 |
419.00 |
420.50 |
-5.25 |
2,496 |
23,375 |
+292 |
Jul04 |
040302 |
419.00 |
420.00 |
415.00 |
416.50 |
-5.25 |
617 |
6,666 |
-228 |
Sep04 |
040302 |
415.00 |
416.00 |
412.00 |
412.25 |
-4.75 |
127 |
5,535 |
+30 |
Dec04 |
040302 |
417.00 |
420.00 |
415.50 |
415.50 |
-4.50 |
115 |
2,935 |
+9 |
Total Volume and Open Interest |
3,414 |
39,266 |
+88 |
Oats(CBOT) |
Mar04 |
040302 |
155.75 |
156.50 |
152.00 |
152.00 |
-5.00 |
354 |
198 |
-138 |
May04 |
040302 |
163.75 |
164.75 |
157.00 |
158.25 |
-5.75 |
2,452 |
5,552 |
+587 |
Jul04 |
040302 |
165.25 |
167.75 |
162.00 |
162.50 |
-3.50 |
190 |
805 |
+51 |
Sep04 |
040302 |
167.00 |
167.00 |
161.75 |
162.00 |
-4.50 |
59 |
178 |
+37 |
Total Volume and Open Interest |
3,137 |
7,643 |
+610 |
Rough Rice(CBOT) |
Mar04 |
040302 |
9.27 |
9.27 |
8.98 |
8.98 |
-0.21 |
165 |
156 |
-126 |
May04 |
040302 |
9.55 |
9.57 |
9.20 |
9.24 |
-0.20 |
965 |
4,626 |
+231 |
Jul04 |
040302 |
9.77 |
9.77 |
9.39 |
9.39 |
-0.28 |
25 |
676 |
+3 |
Sep04 |
040302 |
8.46 |
8.58 |
8.40 |
8.45 |
+0.05 |
3 |
150 |
+2 |
Total Volume and Open Interest |
1,208 |
5,796 |
+130 |
Live Cattle(CME) |
Apr04 |
040302 |
77.850 |
78.000 |
77.275 |
77.575 |
-0.225 |
7,582 |
47,113 |
+352 |
Jun04 |
040302 |
73.700 |
73.900 |
73.325 |
73.575 |
-0.425 |
3,923 |
20,650 |
+1,984 |
Aug04 |
040302 |
74.200 |
74.250 |
73.650 |
74.000 |
-0.300 |
1,668 |
14,267 |
+766 |
Oct04 |
040302 |
77.100 |
77.150 |
76.800 |
76.925 |
-0.200 |
1,190 |
12,911 |
+7 |
Dec04 |
040302 |
78.700 |
78.750 |
78.350 |
78.450 |
-0.150 |
428 |
4,388 |
+126 |
Feb05 |
040302 |
79.900 |
79.925 |
79.750 |
79.900 |
-0.175 |
118 |
1,905 |
+58 |
Total Volume and Open Interest |
14,929 |
101,312 |
+3,293 |
Feeder Cattle(CME) |
Mar04 |
040302 |
87.850 |
87.850 |
87.100 |
87.500 |
-0.550 |
785 |
2,716 |
-267 |
Apr04 |
040302 |
87.000 |
87.000 |
86.125 |
86.175 |
-0.900 |
892 |
5,096 |
+183 |
May04 |
040302 |
87.750 |
87.750 |
86.800 |
87.325 |
-0.650 |
923 |
4,058 |
+44 |
Aug04 |
040302 |
89.350 |
89.400 |
88.400 |
88.900 |
-0.550 |
442 |
2,932 |
+43 |
Sep04 |
040302 |
89.250 |
89.250 |
88.800 |
88.875 |
-0.775 |
12 |
307 |
+6 |
Oct04 |
040302 |
89.300 |
89.300 |
88.600 |
88.900 |
-0.575 |
17 |
548 |
+7 |
Nov04 |
040302 |
89.250 |
89.300 |
89.200 |
89.200 |
-0.500 |
16 |
105 |
+4 |
Total Volume and Open Interest |
3,087 |
15,762 |
+20 |
Lean Hogs(CME) |
Apr04 |
040302 |
62.700 |
63.175 |
62.550 |
62.825 |
+0.525 |
4,788 |
36,149 |
+383 |
May04 |
040302 |
62.300 |
62.500 |
62.100 |
62.275 |
+0.150 |
114 |
2,489 |
+6 |
Jun04 |
040302 |
67.700 |
68.000 |
67.600 |
67.750 |
+0.275 |
3,649 |
17,967 |
+1,675 |
Jul04 |
040302 |
63.650 |
63.900 |
63.500 |
63.600 |
-0.050 |
579 |
4,370 |
+270 |
Aug04 |
040302 |
60.200 |
60.600 |
60.100 |
60.550 |
+0.200 |
126 |
1,892 |
+48 |
Oct04 |
040302 |
53.300 |
53.700 |
53.300 |
53.500 |
+0.275 |
146 |
994 |
+36 |
Dec04 |
040302 |
53.200 |
53.600 |
53.200 |
53.275 |
+0.050 |
132 |
803 |
+43 |
Feb05 |
040302 |
56.300 |
56.350 |
56.250 |
56.300 |
-0.025 |
13 |
95 |
+6 |
Total Volume and Open Interest |
9,549 |
64,768 |
+2,468 |
Pork Bellies(CME) |
Mar04 |
040302 |
97.400 |
98.800 |
97.200 |
97.550 |
+0.250 |
513 |
1,831 |
+43 |
May04 |
040302 |
99.350 |
100.250 |
98.600 |
98.700 |
-0.375 |
716 |
1,628 |
+582 |
Jul04 |
040302 |
99.600 |
99.800 |
99.000 |
99.450 |
-0.425 |
56 |
548 |
+42 |
Aug04 |
040302 |
96.900 |
96.900 |
96.900 |
96.900 |
+0.050 |
4 |
34 |
+0 |
Feb05 |
040302 |
85.850 |
85.850 |
85.850 |
85.850 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,289 |
4,043 |
+667 |
BFP Milk Class III(CME) |
Feb04 |
040302 |
11.85 |
11.88 |
11.85 |
11.88 |
+0.01 |
|
|
|
Mar04 |
040302 |
13.45 |
13.55 |
13.45 |
13.55 |
+0.07 |
95 |
2,739 |
+62 |
Apr04 |
040302 |
14.05 |
14.20 |
14.04 |
14.20 |
+0.07 |
152 |
2,686 |
+6 |
May04 |
040302 |
14.40 |
14.52 |
14.36 |
14.52 |
+0.10 |
112 |
2,389 |
+16 |
Jun04 |
040302 |
14.50 |
14.69 |
14.50 |
14.65 |
+0.05 |
160 |
2,292 |
+55 |
Total Volume and Open Interest |
1,102 |
21,717 |
+196 |
Cocoa(NYBOT) |
Mar04 |
040302 |
1545 |
1545 |
1520 |
1520 |
-32 |
1 |
134 |
-25 |
May04 |
040302 |
1557 |
1563 |
1518 |
1528 |
-29 |
6,244 |
29,325 |
-362 |
Jul04 |
040302 |
1558 |
1562 |
1522 |
1530 |
-30 |
1,216 |
13,951 |
+204 |
Sep04 |
040302 |
1565 |
1565 |
1523 |
1532 |
-32 |
1,323 |
11,295 |
+472 |
Dec04 |
040302 |
1570 |
1570 |
1537 |
1540 |
-32 |
18 |
9,302 |
-16 |
Mar05 |
040302 |
1546 |
1546 |
1546 |
1546 |
-32 |
115 |
7,269 |
+0 |
May05 |
040302 |
1558 |
1559 |
1547 |
1550 |
-33 |
1 |
8,132 |
-1 |
Total Volume and Open Interest |
10,428 |
86,775 |
+581 |
Coffee "C"(NYBOT) |
Mar04 |
040302 |
74.40 |
75.00 |
73.70 |
73.70 |
-0.70 |
91 |
1,493 |
-28 |
May04 |
040302 |
75.50 |
76.90 |
75.25 |
75.30 |
-0.70 |
9,218 |
64,997 |
+302 |
Jul04 |
040302 |
77.50 |
78.80 |
77.25 |
77.30 |
-0.65 |
1,020 |
12,506 |
+100 |
Sep04 |
040302 |
79.60 |
80.50 |
79.15 |
79.15 |
-0.70 |
352 |
8,678 |
+127 |
Dec04 |
040302 |
82.00 |
83.00 |
81.70 |
81.70 |
-0.75 |
78 |
5,399 |
+11 |
Mar05 |
040302 |
85.45 |
85.50 |
84.35 |
84.35 |
-0.80 |
127 |
3,363 |
+52 |
Total Volume and Open Interest |
11,018 |
97,366 |
+591 |
Orange Juice(NYBOT) |
Mar04 |
040302 |
60.25 |
61.90 |
59.65 |
61.90 |
+1.85 |
447 |
3,562 |
-352 |
May04 |
040302 |
62.90 |
64.20 |
62.50 |
63.95 |
+1.00 |
1,611 |
22,046 |
+522 |
Jul04 |
040302 |
65.50 |
66.60 |
65.10 |
66.40 |
+0.90 |
117 |
3,649 |
+10 |
Sep04 |
040302 |
67.75 |
69.05 |
67.75 |
68.90 |
+0.90 |
1 |
1,190 |
+1 |
Nov04 |
040302 |
69.90 |
71.15 |
69.90 |
71.15 |
+0.90 |
9 |
1,083 |
+8 |
Total Volume and Open Interest |
2,210 |
32,974 |
+199 |
Sugar #11(NYBOT) |
May04 |
040302 |
6.18 |
6.22 |
6.12 |
6.16 |
-0.08 |
18,541 |
147,732 |
+175 |
Jul04 |
040302 |
6.05 |
6.07 |
6.00 |
6.02 |
-0.08 |
4,424 |
37,912 |
-317 |
Oct04 |
040302 |
6.11 |
6.11 |
6.06 |
6.07 |
-0.07 |
1,407 |
31,328 |
+1,190 |
Mar05 |
040302 |
6.30 |
6.30 |
6.27 |
6.27 |
-0.06 |
448 |
14,031 |
+216 |
May05 |
040302 |
6.30 |
6.30 |
6.27 |
6.28 |
-0.05 |
989 |
6,150 |
+333 |
Total Volume and Open Interest |
26,239 |
243,586 |
-4,977 |
London Cocoa(LCE) |
Mar04 |
040302 |
884 |
885 |
863 |
875 |
-6 |
1,552 |
37,163 |
-900 |
May04 |
040302 |
860 |
871 |
849 |
861 |
-4 |
4,217 |
32,589 |
-300 |
Jul04 |
040302 |
872 |
883 |
866 |
875 |
-4 |
498 |
20,383 |
-48 |
Sep04 |
040302 |
888 |
898 |
882 |
890 |
-3 |
1,201 |
22,785 |
+459 |
Dec04 |
040302 |
898 |
910 |
893 |
903 |
-2 |
391 |
35,029 |
+125 |
Mar05 |
040302 |
916 |
922 |
910 |
914 |
-3 |
53 |
21,679 |
-6 |
May05 |
040302 |
920 |
922 |
920 |
922 |
-4 |
12 |
5,712 |
+0 |
Total Volume and Open Interest |
7,924 |
181,067 |
-670 |
London Coffee(LCE) |
Mar04 |
040302 |
713.00 |
713.00 |
705.00 |
708.00 |
-12.00 |
556 |
1,256 |
-2,176 |
May04 |
040302 |
736.00 |
745.00 |
732.00 |
738.00 |
-2.00 |
3,691 |
66,020 |
-43 |
Jul04 |
040302 |
757.00 |
763.00 |
752.00 |
756.00 |
-3.00 |
1,876 |
29,825 |
+543 |
Sep04 |
040302 |
774.00 |
780.00 |
769.00 |
774.00 |
-1.00 |
462 |
20,465 |
+37 |
Nov04 |
040302 |
787.00 |
795.00 |
785.00 |
789.00 |
-1.00 |
890 |
14,096 |
+659 |
Jan05 |
040302 |
801.00 |
804.00 |
797.00 |
803.00 |
unch |
119 |
7,401 |
+64 |
Total Volume and Open Interest |
7,624 |
142,124 |
-886 |
London Sugar(LCE) |
Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
May04 |
040302 |
206.00 |
208.20 |
205.20 |
206.40 |
+0.40 |
2,766 |
25,684 |
-343 |
Aug04 |
040302 |
200.00 |
201.00 |
199.80 |
199.90 |
-0.10 |
737 |
15,713 |
+461 |
Oct04 |
040302 |
193.70 |
194.10 |
193.00 |
193.50 |
-0.90 |
642 |
6,841 |
+149 |
Dec04 |
040302 |
194.00 |
194.40 |
193.20 |
193.40 |
-0.80 |
466 |
2,928 |
+395 |
Total Volume and Open Interest |
5,187 |
55,358 |
+952 |
Cotton(NYBOT) |
Mar04 |
040302 |
70.60 |
70.60 |
69.90 |
69.90 |
-1.85 |
19 |
128 |
-80 |
May04 |
040302 |
72.30 |
72.90 |
70.53 |
70.73 |
-2.80 |
5,887 |
49,949 |
+120 |
Jul04 |
040302 |
73.30 |
73.95 |
71.60 |
71.94 |
-2.58 |
1,191 |
14,946 |
+78 |
Oct04 |
040302 |
67.20 |
67.20 |
66.25 |
66.25 |
-1.30 |
84 |
690 |
+25 |
Dec04 |
040302 |
67.84 |
67.84 |
66.80 |
66.80 |
-1.55 |
536 |
8,812 |
+48 |
Mar05 |
040302 |
69.10 |
69.10 |
68.90 |
68.90 |
-1.55 |
101 |
1,682 |
+62 |
Total Volume and Open Interest |
7,819 |
77,354 |
+254 |
Lumber(CME) |
Mar04 |
040302 |
392.5 |
394.0 |
385.5 |
389.0 |
-0.6 |
929 |
1,566 |
-259 |
May04 |
040302 |
388.1 |
388.1 |
380.1 |
380.3 |
-2.7 |
985 |
2,087 |
+367 |
Jul04 |
040302 |
371.5 |
373.0 |
368.5 |
371.6 |
+0.2 |
75 |
428 |
+5 |
Sep04 |
040302 |
363.4 |
363.4 |
363.4 |
363.4 |
-0.2 |
36 |
164 |
+12 |
Total Volume and Open Interest |
2,031 |
4,262 |
+128 |
Crude Oil(NYM) |
Apr04 |
040302 |
36.70 |
36.95 |
36.40 |
36.66 |
-0.20 |
84,599 |
198,013 |
-5,523 |
May04 |
040302 |
36.05 |
36.25 |
35.75 |
35.99 |
-0.19 |
57,720 |
86,515 |
+4,191 |
Jun04 |
040302 |
35.30 |
35.40 |
35.00 |
35.23 |
-0.12 |
21,363 |
60,201 |
+1,385 |
Jul04 |
040302 |
34.55 |
34.62 |
34.42 |
34.57 |
-0.12 |
5,678 |
35,755 |
+150 |
Aug04 |
040302 |
34.00 |
34.05 |
33.75 |
34.00 |
-0.12 |
2,939 |
22,916 |
+72 |
Sep04 |
040302 |
33.60 |
33.67 |
33.35 |
33.51 |
-0.12 |
2,034 |
29,183 |
+564 |
Oct04 |
040302 |
33.05 |
33.15 |
33.05 |
33.11 |
-0.12 |
1,762 |
21,500 |
+1,349 |
Nov04 |
040302 |
32.70 |
32.75 |
32.70 |
32.75 |
-0.12 |
1,337 |
14,796 |
-68 |
Dec04 |
040302 |
32.40 |
32.58 |
32.35 |
32.42 |
-0.12 |
8,723 |
53,524 |
+99 |
Jan05 |
040302 |
32.05 |
32.07 |
31.95 |
32.07 |
-0.12 |
1,195 |
15,764 |
+168 |
Feb05 |
040302 |
31.75 |
31.77 |
31.75 |
31.77 |
-0.12 |
898 |
7,343 |
+540 |
Mar05 |
040302 |
31.48 |
31.48 |
31.48 |
31.48 |
-0.12 |
1,035 |
6,378 |
+370 |
Apr05 |
040302 |
31.19 |
31.19 |
31.19 |
31.19 |
-0.12 |
111 |
5,208 |
+11 |
May05 |
040302 |
30.91 |
30.91 |
30.91 |
30.91 |
-0.12 |
3 |
2,467 |
+0 |
Jun05 |
040302 |
30.64 |
30.64 |
30.64 |
30.64 |
-0.12 |
1,015 |
11,596 |
-70 |
Jul05 |
040302 |
30.39 |
30.39 |
30.39 |
30.39 |
-0.12 |
850 |
3,606 |
-215 |
Total Volume and Open Interest |
194,876 |
676,565 |
+3,778 |
Heating Oil(NYM) |
Apr04 |
040302 |
94.80 |
94.90 |
92.80 |
93.45 |
-1.34 |
29,241 |
61,525 |
+657 |
May04 |
040302 |
92.10 |
92.30 |
90.90 |
91.15 |
-1.20 |
10,779 |
23,387 |
+1,242 |
Jun04 |
040302 |
89.50 |
89.85 |
88.80 |
89.10 |
-0.80 |
4,493 |
17,444 |
+276 |
Jul04 |
040302 |
88.70 |
88.70 |
88.00 |
88.10 |
-0.55 |
1,187 |
12,306 |
+298 |
Aug04 |
040302 |
87.80 |
88.30 |
87.40 |
87.80 |
-0.45 |
1,735 |
8,287 |
+571 |
Sep04 |
040302 |
87.60 |
88.25 |
87.60 |
88.05 |
-0.40 |
320 |
3,850 |
+282 |
Oct04 |
040302 |
88.00 |
88.50 |
88.00 |
88.50 |
-0.40 |
317 |
2,615 |
-49 |
Nov04 |
040302 |
89.45 |
89.45 |
88.80 |
89.05 |
-0.40 |
1 |
2,321 |
+1 |
Dec04 |
040302 |
89.80 |
90.00 |
89.20 |
89.60 |
-0.40 |
1,359 |
13,738 |
+386 |
Jan05 |
040302 |
89.90 |
89.90 |
89.90 |
89.90 |
-0.40 |
1,552 |
3,681 |
+205 |
Feb05 |
040302 |
89.50 |
89.50 |
89.50 |
89.50 |
-0.40 |
1,249 |
2,322 |
+1,182 |
Mar05 |
040302 |
87.15 |
87.15 |
87.15 |
87.15 |
-0.35 |
503 |
2,976 |
+144 |
Total Volume and Open Interest |
52,737 |
155,058 |
+214 |
Unleaded Gas(NYM) |
Apr04 |
040302 |
114.60 |
115.30 |
113.50 |
114.28 |
-0.38 |
23,053 |
79,694 |
+2,170 |
May04 |
040302 |
113.50 |
114.10 |
112.40 |
113.08 |
-0.52 |
14,248 |
27,052 |
+2,843 |
Jun04 |
040302 |
110.70 |
111.70 |
110.00 |
110.45 |
-0.50 |
2,952 |
11,631 |
-4 |
Jul04 |
040302 |
108.00 |
108.60 |
107.20 |
107.63 |
-0.52 |
2,028 |
6,650 |
+661 |
Aug04 |
040302 |
104.50 |
105.00 |
104.40 |
104.50 |
-0.55 |
604 |
6,443 |
+164 |
Sep04 |
040302 |
100.90 |
101.20 |
100.60 |
100.60 |
-0.60 |
473 |
7,991 |
-30 |
Oct04 |
040302 |
95.75 |
95.75 |
95.70 |
95.70 |
-0.60 |
593 |
3,611 |
+161 |
Nov04 |
040302 |
92.80 |
92.80 |
92.80 |
92.80 |
-0.60 |
26 |
786 |
+11 |
Dec04 |
040302 |
91.00 |
91.00 |
91.00 |
91.00 |
-0.60 |
606 |
2,023 |
+17 |
Jan05 |
040302 |
90.05 |
90.05 |
90.05 |
90.05 |
-0.60 |
1,004 |
1,400 |
+1,004 |
Feb05 |
040302 |
89.85 |
89.85 |
89.85 |
89.85 |
-0.60 |
1,005 |
1,006 |
+1,002 |
Mar05 |
040302 |
90.70 |
90.70 |
90.20 |
90.20 |
-0.70 |
1 |
4 |
|
Total Volume and Open Interest |
46,592 |
148,287 |
|
Natural Gas(NYM) |
Apr04 |
040302 |
5.530 |
5.600 |
5.485 |
5.565 |
+0.015 |
39,965 |
48,576 |
+111 |
May04 |
040302 |
5.600 |
5.660 |
5.560 |
5.637 |
+0.019 |
13,973 |
31,005 |
+452 |
Jun04 |
040302 |
5.640 |
5.685 |
5.605 |
5.662 |
+0.019 |
5,943 |
22,243 |
+1,240 |
Jul04 |
040302 |
5.660 |
5.700 |
5.630 |
5.687 |
+0.022 |
3,180 |
19,357 |
+2 |
Aug04 |
040302 |
5.670 |
5.710 |
5.650 |
5.702 |
+0.025 |
2,883 |
15,802 |
+126 |
Sep04 |
040302 |
5.625 |
5.670 |
5.615 |
5.667 |
+0.030 |
1,981 |
15,195 |
+284 |
Oct04 |
040302 |
5.640 |
5.680 |
5.620 |
5.677 |
+0.032 |
2,172 |
16,799 |
+55 |
Nov04 |
040302 |
5.785 |
5.840 |
5.780 |
5.832 |
+0.035 |
1,283 |
10,786 |
+127 |
Dec04 |
040302 |
5.940 |
6.000 |
5.940 |
5.992 |
+0.035 |
1,284 |
13,811 |
+455 |
Jan05 |
040302 |
6.090 |
6.120 |
6.070 |
6.120 |
+0.038 |
1,620 |
13,044 |
+299 |
Feb05 |
040302 |
6.030 |
6.050 |
6.000 |
6.050 |
+0.038 |
730 |
10,153 |
-45 |
Mar05 |
040302 |
5.840 |
5.850 |
5.820 |
5.845 |
+0.033 |
1,132 |
9,854 |
+308 |
Apr05 |
040302 |
5.260 |
5.270 |
5.260 |
5.265 |
+0.028 |
649 |
9,773 |
+290 |
May05 |
040302 |
5.140 |
5.160 |
5.140 |
5.145 |
+0.028 |
133 |
4,829 |
+60 |
Jun05 |
040302 |
5.163 |
5.168 |
5.150 |
5.168 |
+0.028 |
127 |
5,042 |
+14 |
Jul05 |
040302 |
5.195 |
5.200 |
5.170 |
5.200 |
+0.028 |
34 |
10,832 |
+28 |
Total Volume and Open Interest |
77,950 |
308,139 |
+4,058 |
Brent Crude Oil(IPE) |
Apr04 |
040302 |
33.16 |
33.42 |
32.88 |
33.15 |
-0.19 |
46,772 |
100,578 |
+431 |
May04 |
040302 |
32.57 |
32.85 |
32.40 |
32.59 |
-0.17 |
30,740 |
64,402 |
+1,713 |
Jun04 |
040302 |
32.25 |
32.47 |
32.05 |
32.22 |
-0.15 |
15,115 |
34,768 |
+985 |
Jul04 |
040302 |
31.90 |
32.12 |
31.75 |
31.89 |
-0.14 |
3,620 |
16,301 |
+222 |
Aug04 |
040302 |
31.55 |
31.70 |
31.44 |
31.57 |
-0.12 |
312 |
9,007 |
+150 |
Sep04 |
040302 |
31.23 |
31.35 |
31.17 |
31.25 |
-0.11 |
260 |
11,899 |
+12 |
Oct04 |
040302 |
30.86 |
30.94 |
30.86 |
30.93 |
-0.10 |
1,046 |
6,547 |
-35 |
Nov04 |
040302 |
30.58 |
30.62 |
30.55 |
30.62 |
-0.08 |
7 |
6,423 |
+7 |
Dec04 |
040302 |
30.27 |
30.50 |
30.25 |
30.32 |
-0.05 |
6,095 |
22,937 |
+793 |
Jan05 |
040302 |
30.00 |
30.00 |
30.00 |
30.00 |
-0.03 |
385 |
4,513 |
+49 |
Feb05 |
040302 |
29.65 |
29.70 |
29.65 |
29.70 |
-0.01 |
1 |
1,971 |
+0 |
Mar05 |
040302 |
29.40 |
29.40 |
29.40 |
29.40 |
+0.01 |
1 |
3,272 |
+0 |
Total Volume and Open Interest |
105,804 |
327,295 |
+5,289 |
Gas Oil(IPE) |
Mar04 |
040302 |
283.50 |
284.25 |
278.75 |
283.25 |
+3.50 |
13,159 |
41,336 |
-190 |
Apr04 |
040302 |
278.50 |
279.25 |
274.50 |
278.50 |
+4.50 |
13,684 |
39,997 |
+3,239 |
May04 |
040302 |
274.25 |
275.25 |
271.25 |
274.50 |
+4.50 |
2,373 |
11,737 |
-87 |
Jun04 |
040302 |
269.75 |
271.25 |
268.25 |
271.00 |
+4.25 |
1,107 |
17,141 |
-484 |
Jul04 |
040302 |
267.25 |
269.25 |
267.00 |
268.75 |
+3.75 |
100 |
7,122 |
+100 |
Aug04 |
040302 |
266.00 |
268.25 |
266.00 |
268.25 |
+3.75 |
225 |
4,228 |
-125 |
Sep04 |
040302 |
266.00 |
268.25 |
266.00 |
268.25 |
+3.75 |
450 |
5,131 |
+150 |
Oct04 |
040302 |
268.25 |
268.25 |
268.25 |
268.25 |
+3.75 |
0 |
3,797 |
+0 |
Nov04 |
040302 |
268.00 |
268.00 |
268.00 |
268.00 |
+4.00 |
0 |
3,724 |
+0 |
Dec04 |
040302 |
265.50 |
266.75 |
265.00 |
266.75 |
+4.00 |
505 |
12,342 |
-230 |
Total Volume and Open Interest |
31,603 |
162,213 |
+2,373 |
US Dollar Index(NYBOT) |
Mar04 |
040302 |
87.62 |
89.15 |
87.60 |
88.93 |
+1.31 |
1,788 |
14,856 |
+84 |
Jun04 |
040302 |
88.02 |
89.57 |
87.95 |
89.33 |
+1.32 |
404 |
2,598 |
+82 |
Sep04 |
040302 |
89.77 |
89.77 |
89.77 |
89.77 |
+1.32 |
3 |
15 |
+3 |
Total Volume and Open Interest |
2,195 |
17,477 |
+169 |
Australian Dollar(CME) |
Mar04 |
040302 |
77.01 |
77.10 |
75.80 |
76.23 |
-0.77 |
3,823 |
55,863 |
+2,073 |
Jun04 |
040302 |
76.16 |
76.19 |
74.90 |
75.38 |
-0.77 |
367 |
2,750 |
+250 |
Sep04 |
040302 |
75.00 |
75.00 |
74.53 |
74.53 |
-0.77 |
0 |
818 |
+0 |
Total Volume and Open Interest |
4,190 |
59,589 |
+2,323 |
British Pound(CME) |
Mar04 |
040302 |
185.66 |
185.68 |
183.28 |
183.95 |
-2.62 |
4,013 |
67,693 |
+1,814 |
Jun04 |
040302 |
184.20 |
184.25 |
181.85 |
182.51 |
-2.62 |
195 |
1,624 |
+135 |
Sep04 |
040302 |
181.06 |
181.06 |
181.06 |
181.06 |
-2.62 |
0 |
12 |
+0 |
Total Volume and Open Interest |
4,208 |
69,688 |
+1,949 |
Canadian Dollar(CME) |
Mar04 |
040302 |
74.67 |
74.74 |
74.28 |
74.52 |
-0.08 |
3,674 |
58,239 |
+4,474 |
Jun04 |
040302 |
74.46 |
74.50 |
74.10 |
74.32 |
-0.09 |
536 |
6,705 |
+226 |
Sep04 |
040302 |
74.15 |
74.19 |
74.15 |
74.19 |
-0.09 |
11 |
1,755 |
+10 |
Dec04 |
040302 |
73.90 |
74.08 |
73.87 |
74.06 |
-0.09 |
147 |
1,346 |
+31 |
Total Volume and Open Interest |
4,387 |
68,246 |
+4,741 |
Japanese Yen(CME) |
Mar04 |
040302 |
91.20 |
91.32 |
90.58 |
90.87 |
-0.91 |
5,902 |
135,641 |
+3,628 |
Jun04 |
040302 |
91.44 |
91.60 |
90.88 |
91.13 |
-0.91 |
1,202 |
17,355 |
+729 |
Sep04 |
040302 |
91.60 |
91.70 |
91.20 |
91.41 |
-0.91 |
0 |
53 |
+0 |
Total Volume and Open Interest |
7,104 |
153,062 |
+4,357 |
Swiss Franc(CME) |
Mar04 |
040302 |
78.24 |
78.41 |
77.00 |
77.29 |
-1.59 |
3,673 |
42,565 |
+3,324 |
Jun04 |
040302 |
78.44 |
78.44 |
77.23 |
77.46 |
-1.59 |
245 |
1,096 |
+94 |
Sep04 |
040302 |
77.63 |
77.63 |
77.63 |
77.63 |
-1.59 |
30 |
35 |
+30 |
Total Volume and Open Interest |
3,923 |
43,794 |
+3,448 |
EuroFX(CME) |
Mar04 |
040302 |
123.88 |
124.12 |
121.91 |
122.25 |
-2.16 |
10,154 |
131,576 |
+7,372 |
Jun04 |
040302 |
123.58 |
123.81 |
121.65 |
121.96 |
-2.16 |
909 |
3,820 |
+490 |
Sep04 |
040302 |
123.20 |
123.20 |
121.52 |
121.71 |
-2.16 |
3 |
265 |
+16 |
Total Volume and Open Interest |
11,094 |
136,059 |
+7,898 |
Mexican Peso(CME) |
Mar04 |
040302 |
9102.0 |
9130.0 |
9075.0 |
9100.0 |
-5.0 |
11,023 |
38,442 |
+4,584 |
Jun04 |
040302 |
8990.0 |
9010.0 |
8975.0 |
8985.0 |
-5.0 |
166 |
3,867 |
-46 |
Total Volume and Open Interest |
11,289 |
43,094 |
+4,637 |
30-Year T-Bonds(CBOT) |
Mar04 |
040302 |
113~30 |
114~02 |
112~25 |
113~05 |
-0~21 |
97,406 |
198,924 |
-35,032 |
Jun04 |
040302 |
112~18 |
112~21 |
111~09 |
111~22 |
-0~22 |
275,709 |
429,535 |
+47,477 |
Sep04 |
040302 |
110~02 |
110~24 |
110~02 |
110~09 |
-0~22 |
164 |
899 |
+96 |
Total Volume and Open Interest |
373,279 |
629,658 |
+12,541 |
Municipal Bonds(CBOT) |
Mar04 |
040302 |
105~29 |
106~00 |
105~13 |
105~16 |
-0~18 |
103 |
2,624 |
-21 |
Jun04 |
040302 |
104~29 |
104~29 |
104~14 |
104~16 |
-0~16 |
202 |
579 |
+69 |
Total Volume and Open Interest |
305 |
3,203 |
+48 |
10-Year T-Notes(CBOT) |
Mar04 |
040302 |
115~110 |
115~120 |
114~225 |
114~285 |
-0~130 |
207,256 |
399,734 |
-52,075 |
Jun04 |
040302 |
113~275 |
113~290 |
113~050 |
113~120 |
-0~135 |
612,743 |
972,271 |
+98,856 |
Total Volume and Open Interest |
820,237 |
1,376,875 |
+46,858 |
5-Year T-Notes(CBOT) |
Mar04 |
040302 |
113~195 |
113~200 |
113~090 |
113~120 |
-0~095 |
76,624 |
349,194 |
+349,194 |
Jun04 |
040302 |
112~080 |
112~085 |
111~285 |
112~000 |
-0~100 |
265,269 |
669,867 |
+669,867 |
Sep04 |
040302 |
110~280 |
110~280 |
110~280 |
110~280 |
-0~095 |
|
|
|
Total Volume and Open Interest |
341,893 |
1,019,061 |
+1,019,061 |
2 Year T-Notes(CBOT) |
Mar04 |
040302 |
107~096 |
107~097 |
107~080 |
107~085 |
-0~015 |
10,699 |
79,769 |
-8,540 |
Jun04 |
040302 |
107~024 |
107~024 |
107~005 |
107~012 |
-0~017 |
16,258 |
156,809 |
+6,304 |
Total Volume and Open Interest |
26,957 |
236,578 |
-2,236 |
Eurodollars(CME) |
Mar04 |
040302 |
98.868 |
98.868 |
98.863 |
98.865 |
-0.003 |
58,395 |
746,737 |
-10,928 |
Jun04 |
040302 |
98.765 |
98.765 |
98.735 |
98.740 |
-0.030 |
99,945 |
944,698 |
+35,867 |
Sep04 |
040302 |
98.550 |
98.555 |
98.500 |
98.515 |
-0.050 |
127,766 |
953,509 |
+34,068 |
Dec04 |
040302 |
98.230 |
98.235 |
98.160 |
98.185 |
-0.055 |
141,159 |
676,456 |
+11,922 |
Mar05 |
040302 |
97.870 |
97.875 |
97.800 |
97.825 |
-0.060 |
91,482 |
538,095 |
+8,885 |
Jun05 |
040302 |
97.495 |
97.500 |
97.415 |
97.445 |
-0.065 |
43,576 |
401,869 |
+14,148 |
Sep05 |
040302 |
97.140 |
97.140 |
97.050 |
97.085 |
-0.065 |
42,314 |
327,050 |
+18,255 |
Dec05 |
040302 |
96.815 |
96.820 |
96.735 |
96.760 |
-0.070 |
23,734 |
227,970 |
+4,875 |
Mar06 |
040302 |
96.565 |
96.565 |
96.480 |
96.500 |
-0.075 |
14,884 |
192,859 |
+2,194 |
Jun06 |
040302 |
96.330 |
96.330 |
96.245 |
96.265 |
-0.075 |
11,312 |
135,017 |
-1,727 |
Sep06 |
040302 |
96.090 |
96.100 |
96.030 |
96.050 |
-0.070 |
11,650 |
140,446 |
+888 |
Dec06 |
040302 |
95.875 |
95.885 |
95.825 |
95.835 |
-0.075 |
11,473 |
112,046 |
+1,097 |
Total Volume and Open Interest |
722,711 |
5,992,892 |
+124,307 |
3-Mth Euro-Yen(CME) |
Mar04 |
040302 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
182 |
9,263 |
+50 |
Jun04 |
040302 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
183 |
9,333 |
-3 |
Sep04 |
040302 |
99.90 |
99.90 |
99.89 |
99.89 |
-0.01 |
100 |
8,783 |
+79 |
Dec04 |
040302 |
99.86 |
99.87 |
99.86 |
99.86 |
-0.02 |
0 |
7,800 |
-126 |
Mar05 |
040302 |
99.79 |
99.79 |
99.78 |
99.78 |
-0.04 |
0 |
3,754 |
+0 |
Jun05 |
040302 |
99.73 |
99.73 |
99.72 |
99.72 |
-0.06 |
0 |
910 |
+0 |
Sep05 |
040302 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.09 |
0 |
1,114 |
+0 |
Dec05 |
040302 |
99.50 |
99.51 |
99.49 |
99.49 |
-0.13 |
0 |
64 |
+0 |
Mar06 |
040302 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.11 |
0 |
294 |
+0 |
Jun06 |
040302 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.11 |
0 |
47 |
+0 |
Total Volume and Open Interest |
467 |
42,659 |
+2 |
3-Mth Euro-Yen(SIMEX) |
Mar04 |
040302 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
13 |
60,028 |
-1,189 |
Jun04 |
040302 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
278 |
66,134 |
-28 |
Sep04 |
040302 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
1,668 |
40,832 |
+101 |
Dec04 |
040302 |
99.87 |
99.87 |
99.86 |
99.86 |
-0.02 |
196 |
56,005 |
-710 |
Mar05 |
040302 |
99.81 |
99.81 |
99.80 |
99.80 |
-0.02 |
481 |
30,615 |
-126 |
Jun05 |
040302 |
99.77 |
99.77 |
99.74 |
99.75 |
-0.03 |
944 |
42,658 |
+64 |
Sep05 |
040302 |
99.70 |
99.70 |
99.64 |
99.64 |
-0.06 |
1,392 |
17,260 |
+110 |
Dec05 |
040302 |
99.57 |
99.57 |
99.51 |
99.51 |
-0.10 |
150 |
3,769 |
+50 |
Total Volume and Open Interest |
5,522 |
331,221 |
-1,677 |
German Euro-Bund(EUREX) |
Mar04 |
040302 |
115.72 |
115.75 |
115.34 |
115.38 |
-0.41 |
789,816 |
791,162 |
-51,780 |
Jun04 |
040302 |
114.77 |
114.79 |
114.39 |
114.41 |
-0.41 |
107,047 |
269,068 |
+51,676 |
Sep04 |
040302 |
113.77 |
113.77 |
113.77 |
113.77 |
-0.42 |
323 |
3 |
+0 |
Total Volume and Open Interest |
897,186 |
1,060,233 |
-104 |
German Euro-Bobl(EUREX) |
Mar04 |
040302 |
112.64 |
112.65 |
112.28 |
112.31 |
-0.35 |
578,916 |
555,799 |
-45,857 |
Jun04 |
040302 |
111.82 |
111.85 |
111.48 |
111.49 |
-0.34 |
98,973 |
334,650 |
+51,110 |
Sep04 |
040302 |
111.23 |
111.24 |
110.92 |
110.93 |
-0.35 |
913 |
3,207 |
-198 |
Total Volume and Open Interest |
678,802 |
893,656 |
+5,055 |
Long Gilt(LIFFE) |
Mar04 |
040302 |
108~23 |
108~31 |
108~20 |
108~26 |
+0~01 |
26,243 |
49,539 |
-2,398 |
Jun04 |
040302 |
108~09 |
108~18 |
108~06 |
108~11 |
+0~01 |
39,822 |
137,704 |
+477 |
Total Volume and Open Interest |
66,065 |
187,243 |
-1,921 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040302 |
95.72 |
95.75 |
95.71 |
95.73 |
unch |
30,674 |
191,245 |
-291 |
Jun04 |
040302 |
95.52 |
95.55 |
95.49 |
95.51 |
-0.01 |
66,188 |
211,262 |
-3,723 |
Sep04 |
040302 |
95.31 |
95.36 |
95.29 |
95.31 |
-0.01 |
70,841 |
156,466 |
+5,535 |
Total Volume and Open Interest |
321,531 |
1,135,162 |
+26,468 |
3-Mth Euribor(LIFFE) |
Mar04 |
040302 |
97.970 |
97.970 |
97.950 |
97.960 |
-0.005 |
84,392 |
564,099 |
-9,330 |
Jun04 |
040302 |
98.010 |
98.010 |
97.955 |
97.975 |
-0.030 |
166,594 |
628,014 |
-22,377 |
Sep04 |
040302 |
97.935 |
97.935 |
97.870 |
97.895 |
-0.040 |
163,717 |
508,158 |
+1,630 |
Total Volume and Open Interest |
728,117 |
3,213,986 |
-19,384 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040302 |
94.45 |
94.48 |
94.45 |
94.47 |
+0.01 |
17,390 |
124,630 |
+5,088 |
Jun04 |
040302 |
94.40 |
94.42 |
94.37 |
94.41 |
+0.01 |
50,361 |
197,659 |
+24,279 |
Sep04 |
040302 |
94.35 |
94.37 |
94.33 |
94.36 |
+0.01 |
19,131 |
68,996 |
+7,859 |
Dec04 |
040302 |
94.32 |
94.33 |
94.29 |
94.32 |
+0.01 |
5,192 |
32,231 |
+2,235 |
Mar05 |
040302 |
94.25 |
94.27 |
94.24 |
94.27 |
+0.01 |
1,883 |
19,069 |
+1,091 |
Jun05 |
040302 |
94.20 |
94.22 |
94.20 |
94.22 |
+0.01 |
919 |
13,409 |
+382 |
Sep05 |
040302 |
94.15 |
94.16 |
94.15 |
94.16 |
-0.01 |
206 |
6,716 |
+25 |
Dec05 |
040302 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.01 |
128 |
3,189 |
+82 |
Mar06 |
040302 |
94.08 |
94.08 |
94.07 |
94.07 |
-0.01 |
34 |
927 |
+34 |
Jun06 |
040302 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.01 |
5 |
1,343 |
+0 |
Total Volume and Open Interest |
95,255 |
469,104 |
+41,069 |
10-Year Aus T-Bonds(SFE) |
Mar04 |
040302 |
94.50 |
94.53 |
94.47 |
94.50 |
+0.01 |
10,900 |
244,285 |
+4,334 |
Jun04 |
040302 |
94.47 |
94.50 |
94.46 |
94.47 |
+0.00 |
1,110 |
985 |
+472 |
Total Volume and Open Interest |
23,704 |
245,270 |
+4,806 |
3-Year Aus T-Bonds(SFE) |
Mar04 |
040302 |
94.60 |
94.63 |
94.57 |
94.61 |
-0.01 |
81,190 |
556,750 |
-10,081 |
Jun04 |
040302 |
94.51 |
94.55 |
94.51 |
94.53 |
unch |
3,900 |
5,215 |
+3,715 |
Total Volume and Open Interest |
85,090 |
561,965 |
-6,366 |
Gold(CMX) |
Apr04 |
040302 |
399.3 |
399.3 |
391.2 |
393.8 |
-5.8 |
41,376 |
138,210 |
-1,474 |
Jun04 |
040302 |
399.5 |
400.5 |
392.5 |
394.8 |
-5.8 |
1,200 |
34,087 |
+337 |
Aug04 |
040302 |
401.5 |
401.5 |
393.5 |
395.7 |
-5.8 |
123 |
8,161 |
+19 |
Oct04 |
040302 |
396.5 |
396.5 |
396.5 |
396.5 |
-5.8 |
1 |
1,918 |
-1 |
Dec04 |
040302 |
403.1 |
403.1 |
395.0 |
397.4 |
-5.8 |
516 |
22,859 |
+125 |
Feb05 |
040302 |
402.0 |
402.0 |
398.3 |
398.3 |
-5.8 |
30 |
3,024 |
-15 |
Total Volume and Open Interest |
43,407 |
233,333 |
-992 |
Silver(CMX) |
Mar04 |
040302 |
693.0 |
693.0 |
669.0 |
671.0 |
-21.8 |
596 |
3,123 |
-267 |
May04 |
040302 |
692.5 |
692.5 |
670.0 |
672.5 |
-22.0 |
20,567 |
81,289 |
+3,897 |
Jul04 |
040302 |
691.5 |
693.0 |
671.5 |
673.6 |
-22.0 |
1,228 |
8,390 |
+579 |
Sep04 |
040302 |
685.0 |
686.5 |
674.9 |
674.9 |
-22.0 |
338 |
1,886 |
+145 |
Dec04 |
040302 |
699.0 |
699.0 |
674.0 |
676.4 |
-22.2 |
1,217 |
15,165 |
-207 |
Total Volume and Open Interest |
24,018 |
114,883 |
+4,305 |
Platinum(NYM) |
Apr04 |
040302 |
886.0 |
889.0 |
874.0 |
875.5 |
-30.6 |
1,599 |
8,015 |
+259 |
Jul04 |
040302 |
875.0 |
875.0 |
865.0 |
865.0 |
-30.6 |
182 |
617 |
+100 |
Oct04 |
040302 |
860.5 |
860.5 |
860.5 |
860.5 |
-30.6 |
2 |
24 |
+0 |
Total Volume and Open Interest |
1,783 |
8,656 |
+359 |
Palladium(NYME) |
Mar04 |
040302 |
241.00 |
241.00 |
236.00 |
237.85 |
-1.30 |
454 |
2,009 |
-408 |
Jun04 |
040302 |
242.00 |
245.00 |
238.10 |
240.85 |
-2.00 |
1,202 |
10,131 |
+245 |
Sep04 |
040302 |
243.50 |
243.50 |
241.85 |
241.85 |
-2.00 |
0 |
52 |
+0 |
Total Volume and Open Interest |
1,671 |
12,361 |
-164 |
Copper(CMX) |
Mar04 |
040302 |
137.90 |
138.10 |
136.40 |
137.10 |
-2.35 |
1,342 |
3,089 |
-1,037 |
May04 |
040302 |
138.20 |
138.80 |
136.55 |
137.60 |
-2.25 |
9,364 |
56,111 |
+1,026 |
Jul04 |
040302 |
136.25 |
137.10 |
135.50 |
136.00 |
-1.95 |
378 |
7,014 |
+229 |
Sep04 |
040302 |
135.00 |
135.00 |
133.30 |
134.40 |
-1.65 |
301 |
3,315 |
+193 |
Dec04 |
040302 |
131.30 |
131.50 |
129.80 |
130.90 |
-1.40 |
337 |
6,797 |
+254 |
Total Volume and Open Interest |
11,846 |
83,998 |
+699 |
DJIA Index(CBOT) |
Mar04 |
040302 |
10670 |
10670 |
10565 |
10588 |
-88 |
10,165 |
48,019 |
+1,323 |
Jun04 |
040302 |
10649 |
10649 |
10540 |
10564 |
-89 |
330 |
1,303 |
+208 |
Sep04 |
040302 |
10549 |
10549 |
10549 |
10549 |
-89 |
0 |
238 |
+0 |
Dec04 |
040302 |
10534 |
10534 |
10534 |
10534 |
-89 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,495 |
49,564 |
+1,531 |
S & P 500(CME) |
Mar04 |
040302 |
1154.00 |
1156.50 |
1146.50 |
1149.00 |
-6.40 |
46,313 |
559,975 |
-4,500 |
Jun04 |
040302 |
1153.00 |
1155.00 |
1147.30 |
1148.00 |
-6.40 |
5,458 |
53,035 |
+5,590 |
Sep04 |
040302 |
1147.00 |
1147.00 |
1147.00 |
1147.00 |
-6.40 |
15 |
3,623 |
+11 |
Dec04 |
040302 |
1152.10 |
1152.20 |
1146.10 |
1146.10 |
-6.40 |
0 |
308 |
+0 |
Total Volume and Open Interest |
51,799 |
617,110 |
+1,108 |
S & P 500 E-Mini(Globex) |
Mar04 |
040302 |
1155.50 |
1156.75 |
1146.50 |
1149.00 |
-6.50 |
533,975 |
606,353 |
+22,429 |
Jun04 |
040302 |
1154.50 |
1155.00 |
1146.00 |
1148.00 |
-6.50 |
11,630 |
34,224 |
+9,970 |
Total Volume and Open Interest |
545,605 |
640,577 |
+32,399 |
NASDAQ 100(CME) |
Mar04 |
040302 |
1488.00 |
1496.00 |
1472.50 |
1473.00 |
-17.00 |
16,738 |
74,453 |
+1,450 |
Jun04 |
040302 |
1493.00 |
1493.00 |
1476.50 |
1476.50 |
-17.00 |
520 |
3,802 |
+417 |
Sep04 |
040302 |
1497.00 |
1497.00 |
1480.00 |
1480.00 |
-17.00 |
1 |
8 |
+1 |
Total Volume and Open Interest |
17,259 |
78,263 |
+1,868 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040302 |
1490.5 |
1496.0 |
1473.0 |
1473.0 |
-17.0 |
314,642 |
257,254 |
+15,061 |
Jun04 |
040302 |
1495.5 |
1499.5 |
1476.5 |
1476.5 |
-17.0 |
376 |
1,846 |
-39 |
Total Volume and Open Interest |
315,018 |
259,100 |
+15,022 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040302 |
609.50 |
613.00 |
608.00 |
608.65 |
-2.35 |
490 |
16,116 |
+4 |
Jun04 |
040302 |
608.65 |
608.65 |
608.65 |
608.65 |
-2.35 |
0 |
1 |
+0 |
Sep04 |
040302 |
608.65 |
608.65 |
608.65 |
608.65 |
-2.35 |
|
|
|
Total Volume and Open Interest |
490 |
16,117 |
+4 |
Russell 2000(CME) |
Mar04 |
040302 |
593.75 |
596.00 |
589.50 |
589.50 |
-4.10 |
1,324 |
26,217 |
-71 |
Jun04 |
040302 |
589.35 |
589.35 |
589.35 |
589.35 |
-3.95 |
5 |
223 |
+6 |
Sep04 |
040302 |
589.70 |
589.70 |
589.70 |
589.70 |
-4.10 |
|
|
|
Total Volume and Open Interest |
1,329 |
26,440 |
-65 |
Value Line(KCBT) |
Mar04 |
040302 |
1623.00 |
1625.00 |
1623.00 |
1625.00 |
-11.00 |
5 |
78 |
-3 |
Total Volume and Open Interest |
5 |
78 |
-3 |
Nikkei 225(CME) |
Mar04 |
040302 |
11400 |
11430 |
11350 |
11385 |
unch |
6,391 |
38,050 |
+1,820 |
Jun04 |
040302 |
11400 |
11420 |
11350 |
11360 |
unch |
593 |
1,081 |
+379 |
Total Volume and Open Interest |
6,984 |
39,142 |
+2,199 |
Nikkei 225(SIMEX) |
Mar04 |
040302 |
11400 |
11400 |
11290 |
11365 |
+85 |
35,622 |
177,620 |
+8,166 |
Jun04 |
040302 |
11365 |
11365 |
11250 |
11320 |
+85 |
306 |
1,292 |
+273 |
Sep04 |
040302 |
11305 |
11305 |
11305 |
11305 |
+85 |
|
|
|
Total Volume and Open Interest |
35,928 |
178,912 |
+8,439 |
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 |
040302 |
4079.0 |
4109.5 |
4072.0 |
4083.5 |
+13.5 |
83,415 |
291,596 |
-2,530 |
Jun04 |
040302 |
4098.0 |
4127.0 |
4093.5 |
4104.0 |
+14.0 |
463 |
12,193 |
+152 |
Sep04 |
040302 |
4123.0 |
4145.0 |
4118.0 |
4124.0 |
+14.0 |
280 |
4,451 |
+5 |
Total Volume and Open Interest |
84,158 |
308,240 |
-2,373 |
FT-SE 100(LIFFE) |
Mar04 |
040302 |
4537.00 |
4538.00 |
4502.00 |
4521.00 |
+4.50 |
75,101 |
414,699 |
+1,623 |
Jun04 |
040302 |
4545.50 |
4545.50 |
4513.00 |
4529.50 |
+4.00 |
13,137 |
30,645 |
+8,348 |
Sep04 |
040302 |
4531.50 |
4545.00 |
4531.50 |
4540.00 |
+5.50 |
1 |
12,275 |
+0 |
Total Volume and Open Interest |
88,250 |
472,042 |
+9,971 |
SPI 200(SFE) |
Mar04 |
040302 |
3390.0 |
3399.0 |
3379.0 |
3380.0 |
-1.0 |
14,939 |
166,626 |
+3,157 |
Jun04 |
040302 |
3404.0 |
3409.0 |
3392.0 |
3392.0 |
unch |
4,101 |
11,214 |
+3,628 |
Sep04 |
040302 |
3412.0 |
3412.0 |
3403.0 |
3403.0 |
unch |
623 |
2,061 |
+117 |
Total Volume and Open Interest |
19,676 |
182,146 |
+6,901 |
GSCI(CME) |
Mar04 |
040302 |
281.60 |
282.40 |
280.25 |
281.20 |
-2.30 |
250 |
15,125 |
+74 |
Apr04 |
040302 |
280.10 |
280.50 |
279.10 |
279.10 |
-2.10 |
169 |
341 |
+52 |
May04 |
040302 |
276.25 |
276.25 |
276.25 |
276.25 |
-1.75 |
35 |
112 |
+30 |
Total Volume and Open Interest |
454 |
15,578 |
+156 |
Reuters CRB Index(NYBOT) |
Apr04 |
040302 |
275.50 |
275.50 |
272.00 |
272.40 |
-4.60 |
109 |
884 |
+31 |
Jun04 |
040302 |
275.00 |
275.00 |
271.75 |
271.75 |
-4.75 |
60 |
90 |
+33 |
Aug04 |
040302 |
273.00 |
273.00 |
270.75 |
270.75 |
-4.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
169 |
976 |
+64 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|