|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu March 11, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040311 |
928.00 |
947.00 |
928.00 |
944.00 |
+20.50 |
973 |
1,022 |
-163 |
| May04 |
040311 |
931.00 |
951.50 |
930.00 |
944.00 |
+20.50 |
58,401 |
145,993 |
+2,167 |
| Jul04 |
040311 |
923.00 |
938.50 |
922.00 |
933.75 |
+18.75 |
15,918 |
52,860 |
+1,001 |
| Aug04 |
040311 |
884.00 |
897.00 |
884.00 |
892.25 |
+14.00 |
1,562 |
10,738 |
+232 |
| Sep04 |
040311 |
814.00 |
818.50 |
812.00 |
814.00 |
+8.00 |
1,106 |
6,717 |
+222 |
| Nov04 |
040311 |
738.00 |
743.50 |
734.00 |
739.00 |
+7.25 |
8,226 |
36,511 |
+827 |
| Jan05 |
040311 |
736.00 |
740.00 |
735.00 |
736.00 |
+5.00 |
163 |
1,279 |
+45 |
| Total Volume and Open Interest |
86,532 |
256,638 |
+4,465 |
| Soybean Meal(CBOT) |
| Mar04 |
040311 |
280.50 |
286.00 |
280.30 |
285.50 |
+6.70 |
1,022 |
546 |
-525 |
| May04 |
040311 |
283.00 |
287.00 |
282.50 |
286.60 |
+5.90 |
17,253 |
82,412 |
-1,282 |
| Jul04 |
040311 |
280.50 |
283.30 |
280.20 |
282.30 |
+4.20 |
7,794 |
40,637 |
+685 |
| Aug04 |
040311 |
270.00 |
272.50 |
269.20 |
271.00 |
+3.00 |
1,513 |
13,577 |
-173 |
| Sep04 |
040311 |
254.50 |
256.50 |
253.00 |
254.00 |
+1.00 |
852 |
12,286 |
+131 |
| Oct04 |
040311 |
224.00 |
224.50 |
222.50 |
223.50 |
+1.50 |
382 |
8,824 |
+19 |
| Dec04 |
040311 |
218.00 |
219.00 |
216.50 |
218.00 |
+1.50 |
1,829 |
19,686 |
-80 |
| Jan05 |
040311 |
218.50 |
218.50 |
216.00 |
217.50 |
+1.70 |
78 |
2,303 |
-17 |
| Total Volume and Open Interest |
30,816 |
183,050 |
-1,232 |
| Soybean Oil(CBOT) |
| Mar04 |
040311 |
32.95 |
33.53 |
32.95 |
33.30 |
+0.80 |
439 |
618 |
-169 |
| May04 |
040311 |
32.55 |
33.38 |
32.55 |
33.19 |
+0.79 |
19,606 |
92,670 |
-5,339 |
| Jul04 |
040311 |
32.48 |
33.15 |
32.40 |
33.00 |
+0.67 |
11,001 |
47,960 |
-1,308 |
| Aug04 |
040311 |
31.90 |
32.55 |
31.90 |
32.32 |
+0.59 |
508 |
7,989 |
+37 |
| Sep04 |
040311 |
31.00 |
31.70 |
31.00 |
31.37 |
+0.49 |
696 |
9,648 |
+16 |
| Oct04 |
040311 |
29.80 |
30.00 |
29.70 |
29.95 |
+0.35 |
584 |
6,830 |
+182 |
| Dec04 |
040311 |
28.45 |
28.90 |
28.40 |
28.62 |
+0.17 |
1,428 |
15,031 |
+61 |
| Jan05 |
040311 |
28.42 |
28.42 |
28.42 |
28.42 |
+0.12 |
1 |
825 |
+1 |
| Total Volume and Open Interest |
34,263 |
182,785 |
-6,519 |
| Canola(WCE) |
| Mar04 |
040311 |
411.0 |
411.0 |
411.0 |
411.0 |
+1.0 |
|
|
|
| May04 |
040311 |
411.0 |
416.3 |
410.8 |
415.4 |
+6.3 |
3,468 |
33,366 |
-148 |
| Jul04 |
040311 |
414.0 |
419.5 |
413.5 |
419.2 |
+7.2 |
2,441 |
14,481 |
+205 |
| Sep04 |
040311 |
373.5 |
373.5 |
373.5 |
373.5 |
+5.5 |
|
|
|
| Nov04 |
040311 |
371.5 |
379.1 |
371.5 |
377.3 |
+6.5 |
1,143 |
20,503 |
+676 |
| Total Volume and Open Interest |
7,052 |
68,526 |
+733 |
| Corn(CBOT) |
| Mar04 |
040311 |
294.50 |
295.50 |
291.75 |
293.00 |
+1.25 |
1,876 |
2,779 |
-1,815 |
| May04 |
040311 |
299.50 |
302.75 |
298.00 |
299.00 |
+0.75 |
40,899 |
329,102 |
-1,643 |
| Jul04 |
040311 |
303.75 |
306.25 |
301.50 |
302.50 |
+0.50 |
11,225 |
115,781 |
-20 |
| Sep04 |
040311 |
296.00 |
298.50 |
294.75 |
295.25 |
+0.50 |
1,117 |
20,909 |
+233 |
| Dec04 |
040311 |
292.75 |
295.50 |
291.25 |
292.25 |
+0.50 |
14,427 |
166,415 |
+2,506 |
| Mar05 |
040311 |
294.00 |
296.00 |
292.00 |
292.75 |
+0.75 |
439 |
12,457 |
+105 |
| Total Volume and Open Interest |
70,424 |
652,952 |
-502 |
| Wheat(CBOT) |
| Mar04 |
040311 |
359.00 |
360.50 |
355.00 |
355.00 |
-4.00 |
229 |
231 |
-84 |
| May04 |
040311 |
365.50 |
368.50 |
360.75 |
361.25 |
-4.75 |
26,780 |
84,414 |
+662 |
| Jul04 |
040311 |
369.00 |
372.00 |
364.25 |
364.50 |
-4.50 |
8,940 |
31,053 |
+401 |
| Sep04 |
040311 |
373.00 |
376.50 |
369.00 |
369.00 |
-4.00 |
645 |
5,588 |
+370 |
| Dec04 |
040311 |
383.00 |
384.75 |
378.00 |
378.75 |
-4.25 |
1,831 |
6,584 |
+220 |
| Total Volume and Open Interest |
38,454 |
128,384 |
+1,576 |
| Wheat(KCBT) |
| Mar04 |
040311 |
362.00 |
362.00 |
362.00 |
362.00 |
-3.00 |
7 |
18 |
-8 |
| May04 |
040311 |
370.50 |
372.50 |
366.00 |
366.75 |
-3.25 |
6,835 |
36,053 |
+747 |
| Jul04 |
040311 |
374.00 |
376.00 |
369.50 |
371.00 |
-2.50 |
4,812 |
18,200 |
+510 |
| Sep04 |
040311 |
379.00 |
380.50 |
374.50 |
374.50 |
-4.50 |
666 |
2,762 |
-95 |
| Dec04 |
040311 |
389.00 |
389.00 |
383.00 |
384.00 |
-4.25 |
309 |
3,235 |
+97 |
| Total Volume and Open Interest |
12,650 |
60,309 |
+1,269 |
| Wheat(MGE) |
| Mar04 |
040311 |
403.00 |
403.00 |
403.00 |
403.00 |
unch |
23 |
0 |
-21 |
| May04 |
040311 |
404.00 |
408.50 |
402.50 |
403.50 |
unch |
3,981 |
20,535 |
-579 |
| Jul04 |
040311 |
402.50 |
405.75 |
401.00 |
403.25 |
+1.25 |
1,004 |
7,167 |
+178 |
| Sep04 |
040311 |
407.00 |
408.00 |
403.00 |
403.75 |
-0.25 |
430 |
6,209 |
+113 |
| Dec04 |
040311 |
408.50 |
410.00 |
407.00 |
407.25 |
-2.75 |
260 |
3,071 |
+36 |
| Total Volume and Open Interest |
5,698 |
37,073 |
-273 |
| Oats(CBOT) |
| Mar04 |
040311 |
156.50 |
158.00 |
155.75 |
157.00 |
+1.75 |
36 |
32 |
-7 |
| May04 |
040311 |
159.00 |
162.00 |
158.25 |
160.00 |
+2.00 |
432 |
5,203 |
-1 |
| Jul04 |
040311 |
163.50 |
166.25 |
163.25 |
164.75 |
+2.50 |
123 |
1,072 |
+56 |
| Sep04 |
040311 |
166.75 |
168.00 |
166.75 |
167.00 |
+2.50 |
11 |
245 |
+11 |
| Total Volume and Open Interest |
634 |
7,568 |
+76 |
| Rough Rice(CBOT) |
| Mar04 |
040311 |
9.99 |
9.99 |
9.85 |
9.99 |
+0.07 |
50 |
52 |
+41 |
| May04 |
040311 |
10.18 |
10.25 |
9.85 |
10.20 |
+0.10 |
159 |
4,939 |
-85 |
| Jul04 |
040311 |
10.30 |
10.34 |
9.96 |
10.27 |
+0.07 |
81 |
913 |
+18 |
| Sep04 |
040311 |
9.10 |
9.12 |
9.05 |
9.12 |
+0.05 |
2 |
253 |
+0 |
| Total Volume and Open Interest |
390 |
6,690 |
+44 |
| Live Cattle(CME) |
| Apr04 |
040311 |
82.100 |
82.450 |
81.650 |
81.825 |
-0.600 |
16,875 |
35,805 |
-2,774 |
| Jun04 |
040311 |
75.950 |
76.550 |
75.675 |
76.450 |
+0.075 |
11,249 |
36,837 |
+3,254 |
| Aug04 |
040311 |
74.550 |
75.150 |
74.050 |
74.975 |
+0.225 |
2,332 |
13,282 |
+70 |
| Oct04 |
040311 |
76.400 |
76.950 |
76.100 |
76.775 |
+0.250 |
1,993 |
12,597 |
-271 |
| Dec04 |
040311 |
77.600 |
77.975 |
77.300 |
77.700 |
+0.050 |
363 |
4,448 |
+126 |
| Feb05 |
040311 |
79.000 |
79.600 |
78.850 |
79.550 |
+0.025 |
181 |
2,014 |
+53 |
| Total Volume and Open Interest |
33,052 |
105,053 |
+462 |
| Feeder Cattle(CME) |
| Mar04 |
040311 |
89.200 |
89.450 |
88.950 |
89.450 |
+0.225 |
600 |
1,826 |
-29 |
| Apr04 |
040311 |
87.850 |
88.050 |
87.300 |
87.975 |
+0.075 |
1,308 |
3,363 |
-285 |
| May04 |
040311 |
87.100 |
87.150 |
86.350 |
87.125 |
+0.175 |
1,054 |
5,269 |
+68 |
| Aug04 |
040311 |
88.700 |
88.900 |
88.000 |
88.825 |
+0.050 |
345 |
3,072 |
+54 |
| Sep04 |
040311 |
88.900 |
88.900 |
88.250 |
88.750 |
-0.050 |
15 |
295 |
-3 |
| Oct04 |
040311 |
88.450 |
88.600 |
88.300 |
88.600 |
-0.150 |
36 |
611 |
+15 |
| Nov04 |
040311 |
88.800 |
89.375 |
88.500 |
89.375 |
+0.125 |
14 |
112 |
-1 |
| Total Volume and Open Interest |
3,372 |
14,548 |
-181 |
| Lean Hogs(CME) |
| Apr04 |
040311 |
63.400 |
64.000 |
63.350 |
63.725 |
+1.075 |
7,285 |
21,182 |
-2,381 |
| May04 |
040311 |
63.500 |
64.100 |
63.400 |
64.025 |
+0.725 |
273 |
2,602 |
+107 |
| Jun04 |
040311 |
69.200 |
70.000 |
68.825 |
69.900 |
+0.900 |
5,484 |
24,285 |
+1,680 |
| Jul04 |
040311 |
64.950 |
66.100 |
64.950 |
66.050 |
+1.150 |
755 |
6,208 |
+72 |
| Aug04 |
040311 |
61.850 |
62.550 |
61.700 |
62.525 |
+0.750 |
259 |
2,391 |
+154 |
| Oct04 |
040311 |
53.600 |
54.300 |
53.600 |
54.150 |
+0.700 |
120 |
1,074 |
+11 |
| Dec04 |
040311 |
53.400 |
53.750 |
53.400 |
53.600 |
+0.525 |
42 |
936 |
+14 |
| Feb05 |
040311 |
56.250 |
56.500 |
56.250 |
56.400 |
+0.400 |
15 |
119 |
+5 |
| Total Volume and Open Interest |
14,241 |
58,822 |
-331 |
| Pork Bellies(CME) |
| Mar04 |
040311 |
97.050 |
98.325 |
97.050 |
98.325 |
+1.425 |
67 |
430 |
-39 |
| May04 |
040311 |
97.600 |
98.650 |
97.600 |
98.350 |
+1.025 |
250 |
2,517 |
+56 |
| Jul04 |
040311 |
98.000 |
98.925 |
97.975 |
98.925 |
+0.950 |
20 |
564 |
+7 |
| Aug04 |
040311 |
95.250 |
95.250 |
95.250 |
95.250 |
+0.300 |
4 |
36 |
+3 |
| Feb05 |
040311 |
86.250 |
86.250 |
86.250 |
86.250 |
-0.250 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
341 |
3,550 |
+27 |
| BFP Milk Class III(CME) |
| Mar04 |
040311 |
13.71 |
13.80 |
13.71 |
13.77 |
+0.06 |
89 |
2,787 |
+37 |
| Apr04 |
040311 |
15.61 |
15.98 |
15.61 |
15.86 |
+0.25 |
392 |
3,171 |
+31 |
| May04 |
040311 |
16.05 |
16.20 |
16.01 |
16.16 |
+0.17 |
379 |
3,122 |
+91 |
| Jun04 |
040311 |
15.90 |
16.10 |
15.90 |
15.99 |
+0.12 |
266 |
3,096 |
+70 |
| Jul04 |
040311 |
15.92 |
16.07 |
15.85 |
15.95 |
+0.07 |
275 |
2,910 |
+81 |
| Total Volume and Open Interest |
2,211 |
26,593 |
+590 |
| Cocoa(NYBOT) |
| Mar04 |
040311 |
1396 |
1396 |
1396 |
1396 |
+17 |
0 |
19 |
-1 |
| May04 |
040311 |
1395 |
1415 |
1390 |
1401 |
+17 |
9,497 |
36,204 |
+2,613 |
| Jul04 |
040311 |
1412 |
1423 |
1400 |
1411 |
+17 |
2,297 |
15,982 |
+637 |
| Sep04 |
040311 |
1420 |
1432 |
1412 |
1421 |
+17 |
1,408 |
12,372 |
+328 |
| Dec04 |
040311 |
1434 |
1438 |
1434 |
1436 |
+17 |
349 |
9,859 |
+77 |
| Mar05 |
040311 |
1445 |
1448 |
1442 |
1448 |
+19 |
150 |
8,306 |
+110 |
| May05 |
040311 |
1458 |
1460 |
1458 |
1459 |
+18 |
376 |
9,860 |
+149 |
| Total Volume and Open Interest |
15,884 |
102,788 |
+4,586 |
| Coffee "C"(NYBOT) |
| Mar04 |
040311 |
73.05 |
74.75 |
73.05 |
74.75 |
+1.60 |
89 |
697 |
-21 |
| May04 |
040311 |
74.60 |
76.60 |
73.85 |
76.45 |
+1.80 |
6,065 |
64,074 |
-91 |
| Jul04 |
040311 |
76.60 |
78.75 |
76.00 |
78.45 |
+1.80 |
1,139 |
13,949 |
+80 |
| Sep04 |
040311 |
78.60 |
80.50 |
78.00 |
80.40 |
+1.75 |
102 |
8,872 |
-63 |
| Dec04 |
040311 |
81.00 |
83.00 |
80.50 |
82.95 |
+1.75 |
171 |
5,513 |
+4 |
| Mar05 |
040311 |
83.50 |
85.50 |
83.00 |
85.50 |
+1.70 |
78 |
3,551 |
-39 |
| Total Volume and Open Interest |
7,735 |
97,771 |
-74 |
| Orange Juice(NYBOT) |
| Mar04 |
040311 |
60.10 |
60.50 |
59.10 |
60.50 |
unch |
94 |
843 |
-78 |
| May04 |
040311 |
62.75 |
62.85 |
60.75 |
62.30 |
-0.45 |
898 |
22,991 |
+230 |
| Jul04 |
040311 |
65.10 |
65.20 |
63.30 |
64.75 |
-0.30 |
273 |
4,538 |
+88 |
| Sep04 |
040311 |
67.50 |
67.50 |
66.30 |
67.00 |
-0.35 |
19 |
1,316 |
+34 |
| Nov04 |
040311 |
69.85 |
69.85 |
69.00 |
69.25 |
-0.60 |
2 |
1,100 |
+1 |
| Total Volume and Open Interest |
1,296 |
32,239 |
+280 |
| Sugar #11(NYBOT) |
| May04 |
040311 |
6.35 |
6.70 |
6.33 |
6.67 |
+0.32 |
15,968 |
143,526 |
-1,041 |
| Jul04 |
040311 |
6.15 |
6.41 |
6.14 |
6.40 |
+0.23 |
4,956 |
40,086 |
+968 |
| Oct04 |
040311 |
6.20 |
6.37 |
6.19 |
6.36 |
+0.16 |
2,910 |
32,718 |
+593 |
| Mar05 |
040311 |
6.38 |
6.49 |
6.36 |
6.49 |
+0.12 |
1,021 |
15,614 |
+404 |
| May05 |
040311 |
6.35 |
6.38 |
6.34 |
6.37 |
+0.02 |
673 |
6,814 |
+284 |
| Total Volume and Open Interest |
25,805 |
245,945 |
+1,093 |
| London Cocoa(LCE) |
| Mar04 |
040311 |
815 |
830 |
815 |
825 |
+13 |
5,780 |
11,175 |
-3,199 |
| May04 |
040311 |
812 |
831 |
807 |
822 |
+15 |
3,921 |
45,484 |
+141 |
| Jul04 |
040311 |
828 |
848 |
828 |
840 |
+13 |
1,265 |
21,048 |
+197 |
| Sep04 |
040311 |
850 |
863 |
844 |
855 |
+11 |
1,112 |
24,214 |
+460 |
| Dec04 |
040311 |
862 |
882 |
862 |
874 |
+12 |
718 |
36,943 |
+386 |
| Mar05 |
040311 |
882 |
899 |
882 |
891 |
+14 |
153 |
22,218 |
+0 |
| May05 |
040311 |
900 |
910 |
896 |
901 |
+13 |
1 |
5,882 |
+1 |
| Total Volume and Open Interest |
14,289 |
182,989 |
-1,351 |
| London Coffee(LCE) |
| Mar04 |
040311 |
696.00 |
696.00 |
687.00 |
687.00 |
+3.00 |
154 |
270 |
-34 |
| May04 |
040311 |
724.00 |
728.00 |
721.00 |
726.00 |
+3.00 |
3,307 |
60,811 |
-957 |
| Jul04 |
040311 |
746.00 |
749.00 |
742.00 |
747.00 |
+2.00 |
2,674 |
37,603 |
+919 |
| Sep04 |
040311 |
760.00 |
768.00 |
760.00 |
766.00 |
+3.00 |
629 |
21,533 |
+420 |
| Nov04 |
040311 |
780.00 |
782.00 |
777.00 |
780.00 |
+1.00 |
206 |
14,934 |
+96 |
| Jan05 |
040311 |
794.00 |
796.00 |
792.00 |
796.00 |
+1.00 |
292 |
9,220 |
+211 |
| Total Volume and Open Interest |
7,761 |
148,403 |
+1,064 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
| May04 |
040311 |
215.50 |
224.00 |
214.20 |
219.30 |
+3.60 |
3,180 |
27,052 |
-334 |
| Aug04 |
040311 |
207.70 |
215.00 |
207.50 |
213.20 |
+5.00 |
1,400 |
16,535 |
+179 |
| Oct04 |
040311 |
202.50 |
209.00 |
202.30 |
207.20 |
+5.00 |
1,121 |
8,025 |
+540 |
| Dec04 |
040311 |
201.00 |
207.00 |
201.00 |
205.20 |
+4.00 |
832 |
3,796 |
+552 |
| Total Volume and Open Interest |
6,916 |
60,153 |
+1,194 |
| Cotton(NYBOT) |
| May04 |
040311 |
65.10 |
66.45 |
64.75 |
65.93 |
+1.30 |
14,955 |
51,812 |
+1,963 |
| Jul04 |
040311 |
66.50 |
67.90 |
66.20 |
67.35 |
+1.24 |
5,798 |
17,345 |
+446 |
| Oct04 |
040311 |
64.75 |
65.30 |
64.75 |
65.30 |
+0.90 |
20 |
837 |
+1 |
| Dec04 |
040311 |
65.80 |
66.50 |
65.40 |
66.20 |
+0.87 |
2,669 |
10,792 |
+352 |
| Mar05 |
040311 |
68.20 |
68.50 |
68.20 |
68.35 |
+0.82 |
186 |
2,449 |
+122 |
| May05 |
040311 |
69.05 |
69.05 |
69.05 |
69.05 |
+0.87 |
0 |
393 |
+0 |
| Total Volume and Open Interest |
23,628 |
84,372 |
+2,845 |
| Lumber(CME) |
| Mar04 |
040311 |
370.6 |
370.6 |
365.2 |
365.5 |
-6.6 |
153 |
485 |
-71 |
| May04 |
040311 |
359.0 |
360.5 |
357.6 |
358.5 |
-4.9 |
324 |
2,487 |
+28 |
| Jul04 |
040311 |
354.7 |
355.0 |
351.5 |
352.0 |
-5.4 |
48 |
538 |
+20 |
| Sep04 |
040311 |
347.0 |
347.0 |
341.0 |
341.0 |
-8.9 |
11 |
183 |
+8 |
| Total Volume and Open Interest |
536 |
3,714 |
-15 |
| Crude Oil(NYM) |
| Apr04 |
040311 |
36.68 |
36.94 |
36.05 |
36.78 |
+0.68 |
94,277 |
131,976 |
-15,882 |
| May04 |
040311 |
35.93 |
36.26 |
35.48 |
36.14 |
+0.78 |
76,987 |
127,798 |
+11,059 |
| Jun04 |
040311 |
35.08 |
35.30 |
34.68 |
35.28 |
+0.75 |
16,480 |
63,192 |
+1,460 |
| Jul04 |
040311 |
34.10 |
34.60 |
34.10 |
34.60 |
+0.70 |
6,404 |
36,014 |
+581 |
| Aug04 |
040311 |
33.75 |
34.03 |
33.65 |
34.03 |
+0.66 |
4,675 |
26,214 |
-2 |
| Sep04 |
040311 |
33.15 |
33.56 |
33.03 |
33.56 |
+0.62 |
3,284 |
29,483 |
+664 |
| Oct04 |
040311 |
33.05 |
33.20 |
33.05 |
33.20 |
+0.59 |
1,039 |
23,957 |
-19 |
| Nov04 |
040311 |
32.60 |
32.86 |
32.40 |
32.86 |
+0.56 |
676 |
17,501 |
+50 |
| Dec04 |
040311 |
32.40 |
32.54 |
32.05 |
32.54 |
+0.53 |
6,596 |
51,880 |
-601 |
| Jan05 |
040311 |
31.85 |
32.21 |
31.85 |
32.21 |
+0.53 |
991 |
16,052 |
+284 |
| Feb05 |
040311 |
31.93 |
31.93 |
31.93 |
31.93 |
+0.53 |
325 |
7,070 |
+52 |
| Mar05 |
040311 |
31.25 |
31.66 |
31.20 |
31.66 |
+0.53 |
187 |
6,801 |
+15 |
| Apr05 |
040311 |
31.39 |
31.39 |
31.39 |
31.39 |
+0.53 |
15 |
5,505 |
+5 |
| May05 |
040311 |
31.15 |
31.15 |
31.15 |
31.15 |
+0.53 |
125 |
2,490 |
+36 |
| Jun05 |
040311 |
30.43 |
30.92 |
30.40 |
30.92 |
+0.53 |
878 |
12,460 |
+300 |
| Jul05 |
040311 |
30.71 |
30.71 |
30.71 |
30.71 |
+0.53 |
100 |
3,858 |
+100 |
| Total Volume and Open Interest |
217,003 |
662,560 |
-2,033 |
| Heating Oil(NYM) |
| Apr04 |
040311 |
89.00 |
89.20 |
87.40 |
89.04 |
+1.11 |
27,623 |
41,154 |
-5,090 |
| May04 |
040311 |
88.80 |
88.90 |
87.30 |
88.79 |
+1.17 |
16,011 |
33,408 |
+2,832 |
| Jun04 |
040311 |
88.00 |
88.00 |
86.50 |
87.94 |
+1.22 |
6,434 |
18,896 |
+130 |
| Jul04 |
040311 |
87.10 |
87.50 |
86.40 |
87.39 |
+1.27 |
3,840 |
15,589 |
+1,165 |
| Aug04 |
040311 |
86.70 |
87.35 |
86.00 |
87.24 |
+1.27 |
2,558 |
9,167 |
+385 |
| Sep04 |
040311 |
86.80 |
87.59 |
86.80 |
87.59 |
+1.22 |
868 |
4,474 |
+269 |
| Oct04 |
040311 |
87.40 |
88.09 |
87.40 |
88.09 |
+1.22 |
83 |
3,426 |
+51 |
| Nov04 |
040311 |
88.10 |
88.75 |
87.85 |
88.69 |
+1.22 |
575 |
3,316 |
+351 |
| Dec04 |
040311 |
88.65 |
89.29 |
88.50 |
89.29 |
+1.22 |
2,103 |
16,791 |
+927 |
| Jan05 |
040311 |
88.75 |
89.60 |
88.75 |
89.54 |
+1.22 |
2 |
4,002 |
+0 |
| Feb05 |
040311 |
89.10 |
89.19 |
89.10 |
89.19 |
+1.17 |
104 |
2,286 |
-97 |
| Mar05 |
040311 |
86.59 |
86.59 |
86.59 |
86.59 |
+1.02 |
810 |
4,652 |
+596 |
| Total Volume and Open Interest |
61,011 |
157,824 |
+1,519 |
| Unleaded Gas(NYM) |
| Apr04 |
040311 |
108.40 |
112.20 |
108.00 |
112.03 |
+5.01 |
26,745 |
52,299 |
-5,178 |
| May04 |
040311 |
108.30 |
111.10 |
107.90 |
110.97 |
+3.94 |
18,603 |
39,582 |
+2,422 |
| Jun04 |
040311 |
107.00 |
109.10 |
106.40 |
109.07 |
+3.44 |
4,158 |
16,007 |
+348 |
| Jul04 |
040311 |
104.80 |
106.47 |
104.30 |
106.47 |
+2.94 |
1,017 |
9,366 |
+317 |
| Aug04 |
040311 |
102.30 |
103.62 |
102.00 |
103.62 |
+2.49 |
885 |
8,095 |
+416 |
| Sep04 |
040311 |
99.00 |
99.82 |
98.00 |
99.82 |
+2.19 |
2,488 |
11,474 |
+317 |
| Oct04 |
040311 |
94.40 |
95.12 |
93.65 |
95.12 |
+2.04 |
77 |
3,424 |
-113 |
| Nov04 |
040311 |
91.15 |
92.42 |
91.15 |
92.42 |
+1.84 |
1 |
832 |
-49 |
| Dec04 |
040311 |
90.30 |
90.62 |
90.30 |
90.62 |
+1.64 |
2 |
2,808 |
+0 |
| Jan05 |
040311 |
89.72 |
89.72 |
89.72 |
89.72 |
+1.54 |
0 |
1,928 |
+0 |
| Feb05 |
040311 |
89.57 |
89.57 |
89.57 |
89.57 |
+1.49 |
0 |
1,507 |
+0 |
| Mar05 |
040311 |
89.40 |
90.02 |
89.40 |
90.02 |
+1.44 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
53,976 |
147,326 |
-1,520 |
| Natural Gas(NYM) |
| Apr04 |
040311 |
5.410 |
5.660 |
5.305 |
5.643 |
+0.246 |
28,720 |
34,674 |
-2,355 |
| May04 |
040311 |
5.470 |
5.750 |
5.400 |
5.735 |
+0.260 |
12,024 |
42,289 |
+1,821 |
| Jun04 |
040311 |
5.510 |
5.775 |
5.480 |
5.770 |
+0.255 |
2,572 |
22,637 |
+97 |
| Jul04 |
040311 |
5.550 |
5.810 |
5.510 |
5.808 |
+0.253 |
1,360 |
20,022 |
-24 |
| Aug04 |
040311 |
5.575 |
5.823 |
5.540 |
5.823 |
+0.248 |
1,371 |
16,228 |
+50 |
| Sep04 |
040311 |
5.520 |
5.793 |
5.510 |
5.793 |
+0.243 |
1,144 |
15,881 |
-7 |
| Oct04 |
040311 |
5.555 |
5.803 |
5.530 |
5.803 |
+0.238 |
1,541 |
16,967 |
+74 |
| Nov04 |
040311 |
5.720 |
5.963 |
5.710 |
5.963 |
+0.228 |
312 |
11,478 |
+65 |
| Dec04 |
040311 |
5.885 |
6.123 |
5.870 |
6.123 |
+0.219 |
328 |
14,877 |
+43 |
| Jan05 |
040311 |
6.025 |
6.253 |
6.000 |
6.253 |
+0.214 |
1,499 |
13,177 |
-574 |
| Feb05 |
040311 |
5.970 |
6.183 |
5.950 |
6.183 |
+0.204 |
952 |
11,227 |
+353 |
| Mar05 |
040311 |
5.750 |
5.958 |
5.740 |
5.958 |
+0.189 |
832 |
10,072 |
-57 |
| Apr05 |
040311 |
5.200 |
5.318 |
5.190 |
5.318 |
+0.124 |
571 |
10,103 |
-181 |
| May05 |
040311 |
5.060 |
5.178 |
5.050 |
5.178 |
+0.101 |
164 |
5,280 |
+51 |
| Jun05 |
040311 |
5.090 |
5.188 |
5.090 |
5.188 |
+0.096 |
129 |
5,240 |
+40 |
| Jul05 |
040311 |
5.120 |
5.218 |
5.120 |
5.218 |
+0.094 |
65 |
11,074 |
+43 |
| Total Volume and Open Interest |
53,784 |
315,273 |
-466 |
| Brent Crude Oil(IPE) |
| Apr04 |
040311 |
32.29 |
32.85 |
32.15 |
32.83 |
+0.84 |
44,195 |
66,898 |
-13,929 |
| May04 |
040311 |
31.82 |
32.35 |
31.70 |
32.23 |
+0.71 |
56,002 |
88,673 |
+2,929 |
| Jun04 |
040311 |
31.64 |
31.98 |
31.45 |
31.96 |
+0.67 |
20,296 |
56,281 |
+6,204 |
| Jul04 |
040311 |
31.41 |
31.70 |
31.22 |
31.69 |
+0.65 |
1,762 |
17,539 |
+446 |
| Aug04 |
040311 |
31.13 |
31.42 |
30.97 |
31.42 |
+0.62 |
151 |
9,487 |
-24 |
| Sep04 |
040311 |
30.83 |
31.14 |
30.77 |
31.14 |
+0.58 |
250 |
13,046 |
+100 |
| Oct04 |
040311 |
30.69 |
30.86 |
30.51 |
30.86 |
+0.56 |
88 |
7,533 |
+81 |
| Nov04 |
040311 |
30.58 |
30.58 |
30.58 |
30.58 |
+0.54 |
0 |
6,437 |
+0 |
| Dec04 |
040311 |
30.10 |
30.31 |
29.90 |
30.31 |
+0.52 |
4,663 |
25,038 |
+552 |
| Jan05 |
040311 |
29.87 |
30.00 |
29.87 |
30.00 |
+0.46 |
0 |
4,494 |
+0 |
| Feb05 |
040311 |
29.59 |
29.74 |
29.59 |
29.74 |
+0.43 |
400 |
3,125 |
+400 |
| Mar05 |
040311 |
29.34 |
29.48 |
29.34 |
29.48 |
+0.37 |
0 |
3,272 |
+0 |
| Total Volume and Open Interest |
129,357 |
349,467 |
-2,741 |
| Gas Oil(IPE) |
| Apr04 |
040311 |
270.00 |
273.25 |
270.00 |
273.25 |
+7.00 |
25,411 |
49,292 |
-531 |
| May04 |
040311 |
267.00 |
269.00 |
266.50 |
268.75 |
+5.50 |
9,556 |
18,175 |
+941 |
| Jun04 |
040311 |
264.00 |
266.25 |
264.00 |
266.25 |
+5.00 |
2,875 |
18,329 |
+1,066 |
| Jul04 |
040311 |
262.50 |
264.75 |
262.50 |
264.75 |
+4.75 |
0 |
7,825 |
+0 |
| Aug04 |
040311 |
261.75 |
264.00 |
261.75 |
264.00 |
+4.25 |
200 |
4,674 |
+132 |
| Sep04 |
040311 |
262.00 |
264.25 |
262.00 |
264.25 |
+4.50 |
450 |
6,342 |
+237 |
| Oct04 |
040311 |
262.00 |
264.25 |
262.00 |
264.25 |
+4.25 |
0 |
3,866 |
+0 |
| Nov04 |
040311 |
264.00 |
264.00 |
264.00 |
264.00 |
+4.00 |
0 |
4,465 |
+0 |
| Dec04 |
040311 |
261.00 |
263.25 |
261.00 |
263.25 |
+4.25 |
350 |
12,557 |
-85 |
| Jan05 |
040311 |
259.00 |
261.25 |
259.00 |
261.25 |
+4.25 |
0 |
2,280 |
+0 |
| Total Volume and Open Interest |
60,356 |
148,742 |
-6,738 |
| US Dollar Index(NYBOT) |
| Mar04 |
040311 |
88.98 |
89.32 |
88.49 |
88.49 |
-0.53 |
2,829 |
4,361 |
-1,919 |
| Jun04 |
040311 |
89.42 |
89.82 |
88.85 |
88.91 |
-0.53 |
4,640 |
8,841 |
+1,987 |
| Sep04 |
040311 |
89.33 |
89.33 |
89.33 |
89.33 |
+0.47 |
0 |
2,013 |
-3 |
| Total Volume and Open Interest |
7,469 |
15,230 |
+65 |
| Australian Dollar(CME) |
| Mar04 |
040311 |
73.62 |
74.07 |
73.25 |
73.87 |
-1.13 |
2,727 |
26,040 |
-4,587 |
| Jun04 |
040311 |
72.80 |
73.20 |
72.35 |
73.07 |
-1.11 |
4,953 |
28,720 |
+2,115 |
| Sep04 |
040311 |
71.95 |
72.27 |
71.95 |
72.27 |
-1.09 |
27 |
830 |
+1 |
| Total Volume and Open Interest |
7,709 |
55,794 |
-2,470 |
| British Pound(CME) |
| Mar04 |
040311 |
180.53 |
181.20 |
179.80 |
180.85 |
+0.47 |
9,258 |
35,617 |
-11,090 |
| Jun04 |
040311 |
179.15 |
179.93 |
178.40 |
179.45 |
+0.49 |
14,124 |
33,232 |
+6,741 |
| Sep04 |
040311 |
178.00 |
178.00 |
178.00 |
178.00 |
+0.49 |
23 |
21 |
+8 |
| Total Volume and Open Interest |
23,406 |
69,230 |
-4,340 |
| Canadian Dollar(CME) |
| Mar04 |
040311 |
75.59 |
75.85 |
75.47 |
75.75 |
+0.17 |
9,715 |
31,471 |
-7,972 |
| Jun04 |
040311 |
75.37 |
75.64 |
75.23 |
75.53 |
+0.17 |
12,152 |
35,600 |
+6,031 |
| Sep04 |
040311 |
75.12 |
75.38 |
75.12 |
75.38 |
+0.17 |
125 |
2,187 |
+40 |
| Dec04 |
040311 |
75.03 |
75.30 |
75.02 |
75.25 |
+0.17 |
169 |
1,577 |
+61 |
| Total Volume and Open Interest |
22,193 |
71,096 |
-1,786 |
| Japanese Yen(CME) |
| Mar04 |
040311 |
90.48 |
90.52 |
90.06 |
90.17 |
-0.05 |
10,015 |
78,860 |
-10,755 |
| Jun04 |
040311 |
90.71 |
90.77 |
90.27 |
90.43 |
-0.05 |
12,771 |
77,095 |
+9,883 |
| Sep04 |
040311 |
90.70 |
90.70 |
90.70 |
90.70 |
-0.05 |
28 |
105 |
+26 |
| Total Volume and Open Interest |
22,814 |
156,080 |
-846 |
| Swiss Franc(CME) |
| Mar04 |
040311 |
78.39 |
78.60 |
78.09 |
78.58 |
+0.96 |
4,646 |
20,591 |
-2,201 |
| Jun04 |
040311 |
78.51 |
78.80 |
78.17 |
78.74 |
+0.96 |
6,808 |
34,517 |
+5,305 |
| Sep04 |
040311 |
78.90 |
78.90 |
78.90 |
78.90 |
+0.96 |
2 |
20 |
+2 |
| Total Volume and Open Interest |
11,460 |
55,287 |
+3,109 |
| EuroFX(CME) |
| Mar04 |
040311 |
122.76 |
123.30 |
122.39 |
123.16 |
+0.85 |
15,422 |
75,756 |
-15,801 |
| Jun04 |
040311 |
122.45 |
123.04 |
122.07 |
122.86 |
+0.85 |
26,950 |
60,940 |
+11,067 |
| Sep04 |
040311 |
122.13 |
122.60 |
121.98 |
122.60 |
+0.85 |
385 |
464 |
+82 |
| Total Volume and Open Interest |
42,763 |
137,713 |
-4,648 |
| Mexican Peso(CME) |
| Mar04 |
040311 |
9080.0 |
9140.0 |
9080.0 |
9122.0 |
+10.0 |
3,263 |
26,039 |
-2,968 |
| Jun04 |
040311 |
8977.0 |
9040.0 |
8960.0 |
9015.0 |
+10.0 |
6,991 |
28,511 |
+4,094 |
| Total Volume and Open Interest |
10,320 |
55,571 |
+1,139 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040311 |
116~24 |
117~12 |
116~03 |
116~20 |
-0~03 |
13,126 |
57,320 |
-4,198 |
| Jun04 |
040311 |
115~10 |
116~01 |
114~20 |
115~06 |
-0~03 |
271,689 |
512,821 |
+2,656 |
| Sep04 |
040311 |
114~11 |
114~13 |
113~09 |
113~25 |
-0~03 |
99 |
11,673 |
-4 |
| Total Volume and Open Interest |
284,915 |
582,186 |
-1,545 |
| Municipal Bonds(CBOT) |
| Mar04 |
040311 |
107~24 |
107~24 |
107~04 |
107~12 |
-0~02 |
9 |
1,493 |
-3 |
| Jun04 |
040311 |
106~19 |
106~19 |
106~04 |
106~09 |
-0~05 |
9 |
1,687 |
+1 |
| Total Volume and Open Interest |
18 |
3,180 |
-2 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040311 |
117~090 |
117~280 |
117~005 |
117~095 |
-0~005 |
31,586 |
103,428 |
-23,826 |
| Jun04 |
040311 |
115~295 |
116~155 |
115~180 |
115~280 |
-0~010 |
690,085 |
1,210,266 |
-7,835 |
| Total Volume and Open Interest |
722,856 |
1,324,182 |
-31,217 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040311 |
115~000 |
115~000 |
114~220 |
114~285 |
unch |
11,429 |
0 |
+0 |
| Jun04 |
040311 |
113~295 |
114~010 |
113~145 |
113~215 |
unch |
305,801 |
0 |
+0 |
| Sep04 |
040311 |
112~180 |
112~180 |
112~180 |
112~180 |
unch |
0 |
55 |
+0 |
| Total Volume and Open Interest |
317,230 |
55 |
+0 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040311 |
108~008 |
108~016 |
108~000 |
108~005 |
unch |
2,431 |
44,462 |
-2,652 |
| Jun04 |
040311 |
107~085 |
107~092 |
107~069 |
107~078 |
+0~001 |
3,088 |
151,882 |
-1,107 |
| Total Volume and Open Interest |
5,519 |
196,344 |
-3,759 |
| Eurodollars(CME) |
| Mar04 |
040311 |
98.890 |
98.893 |
98.887 |
98.887 |
unch |
51,650 |
694,976 |
-15,130 |
| Jun04 |
040311 |
98.830 |
98.835 |
98.805 |
98.815 |
unch |
98,910 |
903,633 |
-10,761 |
| Sep04 |
040311 |
98.700 |
98.710 |
98.655 |
98.670 |
unch |
114,776 |
914,982 |
-4,171 |
| Dec04 |
040311 |
98.475 |
98.485 |
98.410 |
98.440 |
+0.010 |
138,941 |
721,150 |
+4,084 |
| Mar05 |
040311 |
98.200 |
98.225 |
98.125 |
98.160 |
+0.010 |
123,125 |
573,437 |
-11,084 |
| Jun05 |
040311 |
97.880 |
97.915 |
97.790 |
97.835 |
+0.005 |
59,602 |
400,733 |
+2,403 |
| Sep05 |
040311 |
97.565 |
97.600 |
97.465 |
97.515 |
unch |
44,019 |
329,968 |
+1,508 |
| Dec05 |
040311 |
97.270 |
97.310 |
97.180 |
97.220 |
unch |
49,338 |
236,556 |
+448 |
| Mar06 |
040311 |
97.030 |
97.065 |
96.930 |
96.975 |
unch |
65,373 |
215,617 |
-2,888 |
| Jun06 |
040311 |
96.810 |
96.825 |
96.705 |
96.745 |
-0.005 |
25,563 |
144,120 |
+5,244 |
| Sep06 |
040311 |
96.620 |
96.620 |
96.500 |
96.530 |
-0.010 |
23,071 |
144,729 |
+2,915 |
| Dec06 |
040311 |
96.385 |
96.410 |
96.290 |
96.325 |
-0.010 |
20,329 |
125,380 |
+1,941 |
| Total Volume and Open Interest |
885,577 |
6,015,101 |
-24,876 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040311 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
6 |
8,000 |
-84 |
| Jun04 |
040311 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
4 |
11,017 |
-30 |
| Sep04 |
040311 |
99.90 |
99.90 |
99.89 |
99.89 |
-0.01 |
0 |
8,816 |
-14 |
| Dec04 |
040311 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
70 |
8,065 |
+153 |
| Mar05 |
040311 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
15 |
3,760 |
+13 |
| Jun05 |
040311 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
0 |
1,374 |
+65 |
| Sep05 |
040311 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
1,589 |
+0 |
| Dec05 |
040311 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.02 |
5 |
1,032 |
+3 |
| Mar06 |
040311 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.02 |
0 |
294 |
+0 |
| Jun06 |
040311 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.02 |
0 |
72 |
+25 |
| Total Volume and Open Interest |
100 |
45,315 |
+131 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040311 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,544 |
70,490 |
-369 |
| Sep04 |
040311 |
99.90 |
99.90 |
99.89 |
99.90 |
unch |
1,785 |
40,119 |
+1,112 |
| Dec04 |
040311 |
99.88 |
99.88 |
99.87 |
99.87 |
unch |
4,265 |
61,082 |
+101 |
| Mar05 |
040311 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
3,039 |
32,046 |
+1,726 |
| Jun05 |
040311 |
99.79 |
99.79 |
99.77 |
99.78 |
-0.01 |
5,265 |
43,949 |
+256 |
| Sep05 |
040311 |
99.68 |
99.69 |
99.68 |
99.69 |
unch |
2,149 |
22,383 |
+2,054 |
| Dec05 |
040311 |
99.59 |
99.60 |
99.59 |
99.60 |
+0.02 |
822 |
6,274 |
+309 |
| Mar06 |
040311 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.02 |
615 |
5,280 |
+490 |
| Total Volume and Open Interest |
20,828 |
351,245 |
+5,997 |
| German Euro-Bund(EUREX) |
| Jun04 |
040311 |
115.83 |
116.48 |
115.79 |
115.96 |
unch |
936,993 |
1,014,403 |
-28,832 |
| Sep04 |
040311 |
115.90 |
115.90 |
115.61 |
115.61 |
-0.08 |
1,690 |
270 |
+52 |
| Dec04 |
040311 |
114.85 |
114.85 |
114.85 |
114.85 |
unch |
|
|
|
| Total Volume and Open Interest |
938,683 |
1,014,673 |
-28,780 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040311 |
112.52 |
112.99 |
112.48 |
112.61 |
+0.03 |
778,940 |
744,895 |
-12,851 |
| Sep04 |
040311 |
111.96 |
112.31 |
111.96 |
112.09 |
+0.06 |
1,776 |
3,233 |
+0 |
| Dec04 |
040311 |
111.20 |
111.20 |
111.20 |
111.20 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
780,716 |
748,128 |
-12,851 |
| Long Gilt(LIFFE) |
| Mar04 |
040311 |
109~29 |
110~15 |
109~28 |
109~30 |
+0~02 |
2,039 |
17,725 |
-1,707 |
| Jun04 |
040311 |
109~14 |
110~02 |
109~09 |
109~17 |
+0~02 |
45,333 |
168,281 |
-2,532 |
| Total Volume and Open Interest |
47,372 |
186,006 |
-4,239 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040311 |
95.72 |
95.77 |
95.71 |
95.72 |
unch |
23,271 |
181,226 |
-5,018 |
| Jun04 |
040311 |
95.52 |
95.64 |
95.51 |
95.56 |
+0.03 |
37,372 |
225,424 |
+2,866 |
| Sep04 |
040311 |
95.39 |
95.55 |
95.38 |
95.45 |
+0.05 |
37,717 |
169,496 |
+3,238 |
| Total Volume and Open Interest |
174,443 |
1,179,232 |
-1,512 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040311 |
97.945 |
97.950 |
97.940 |
97.945 |
+0.005 |
53,048 |
547,636 |
-843 |
| Jun04 |
040311 |
97.985 |
98.030 |
97.980 |
98.005 |
+0.020 |
145,471 |
595,870 |
+15,155 |
| Sep04 |
040311 |
97.945 |
98.020 |
97.940 |
97.980 |
+0.035 |
162,060 |
475,052 |
-18,388 |
| Total Volume and Open Interest |
846,269 |
3,181,114 |
+12,644 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040311 |
94.46 |
94.46 |
94.43 |
94.45 |
-0.01 |
14,988 |
63,866 |
-21,391 |
| Jun04 |
040311 |
94.53 |
94.58 |
94.52 |
94.56 |
+0.04 |
19,420 |
213,873 |
-29,196 |
| Sep04 |
040311 |
94.51 |
94.60 |
94.50 |
94.58 |
+0.08 |
26,324 |
109,157 |
+15,300 |
| Dec04 |
040311 |
94.47 |
94.60 |
94.46 |
94.56 |
+0.10 |
2,473 |
46,881 |
-1,846 |
| Mar05 |
040311 |
94.44 |
94.55 |
94.43 |
94.51 |
+0.09 |
1,171 |
21,812 |
+379 |
| Jun05 |
040311 |
94.39 |
94.49 |
94.39 |
94.46 |
+0.09 |
469 |
14,022 |
-563 |
| Sep05 |
040311 |
94.34 |
94.43 |
94.34 |
94.41 |
+0.08 |
698 |
8,977 |
+230 |
| Dec05 |
040311 |
94.29 |
94.38 |
94.29 |
94.37 |
+0.09 |
328 |
4,511 |
+303 |
| Mar06 |
040311 |
94.27 |
94.33 |
94.27 |
94.32 |
+0.07 |
601 |
1,275 |
+351 |
| Jun06 |
040311 |
94.27 |
94.29 |
94.26 |
94.29 |
+0.07 |
0 |
1,343 |
+0 |
| Total Volume and Open Interest |
66,472 |
486,657 |
-36,433 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040311 |
94.59 |
94.64 |
94.57 |
94.61 |
+0.04 |
13,876 |
212,454 |
-8,477 |
| Jun04 |
040311 |
94.58 |
94.63 |
94.56 |
94.60 |
+0.04 |
9,415 |
53,099 |
+37,871 |
| Total Volume and Open Interest |
85,138 |
265,553 |
+29,394 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040311 |
94.76 |
94.86 |
94.76 |
94.82 |
+0.07 |
74,972 |
498,114 |
-74,681 |
| Jun04 |
040311 |
94.67 |
94.76 |
94.66 |
94.73 |
+0.07 |
34,333 |
99,281 |
+40,524 |
| Total Volume and Open Interest |
109,305 |
597,395 |
-34,157 |
| Gold(CMX) |
| Apr04 |
040311 |
400.5 |
401.5 |
397.2 |
401.0 |
+0.7 |
50,113 |
129,820 |
+4,668 |
| Jun04 |
040311 |
402.0 |
402.7 |
398.4 |
402.0 |
+0.7 |
3,587 |
41,199 |
+1,211 |
| Aug04 |
040311 |
401.5 |
403.0 |
400.0 |
402.9 |
+0.7 |
130 |
8,217 |
-52 |
| Oct04 |
040311 |
402.0 |
404.5 |
402.0 |
403.7 |
+0.7 |
470 |
2,451 |
+320 |
| Dec04 |
040311 |
403.8 |
405.2 |
401.0 |
404.5 |
+0.7 |
375 |
23,794 |
+103 |
| Feb05 |
040311 |
405.4 |
405.4 |
405.4 |
405.4 |
+0.7 |
182 |
2,795 |
-9 |
| Total Volume and Open Interest |
54,885 |
236,263 |
+6,254 |
| Silver(CMX) |
| Mar04 |
040311 |
719.0 |
724.0 |
718.0 |
718.1 |
+1.0 |
179 |
505 |
+47 |
| May04 |
040311 |
717.0 |
724.5 |
711.5 |
719.3 |
+0.8 |
20,747 |
85,954 |
+827 |
| Jul04 |
040311 |
716.0 |
725.0 |
712.0 |
720.3 |
+0.8 |
1,253 |
9,076 |
+538 |
| Sep04 |
040311 |
730.0 |
730.0 |
714.0 |
721.1 |
+0.8 |
45 |
2,196 |
+10 |
| Dec04 |
040311 |
721.0 |
728.0 |
715.0 |
722.3 |
+0.8 |
711 |
14,829 |
+102 |
| Total Volume and Open Interest |
23,245 |
118,059 |
+1,760 |
| Platinum(NYM) |
| Apr04 |
040311 |
907.0 |
909.8 |
901.5 |
902.8 |
-20.8 |
1,588 |
8,021 |
+361 |
| Jul04 |
040311 |
893.0 |
898.0 |
891.5 |
892.3 |
-20.8 |
207 |
909 |
+111 |
| Oct04 |
040311 |
881.3 |
881.3 |
881.3 |
881.3 |
-20.8 |
0 |
217 |
+0 |
| Total Volume and Open Interest |
1,795 |
9,147 |
+472 |
| Palladium(NYME) |
| Mar04 |
040311 |
275.00 |
275.95 |
275.00 |
275.95 |
+5.35 |
4 |
459 |
-58 |
| Jun04 |
040311 |
272.00 |
278.00 |
267.00 |
277.85 |
+4.75 |
930 |
11,277 |
+130 |
| Sep04 |
040311 |
273.00 |
278.85 |
273.00 |
278.85 |
+4.75 |
10 |
54 |
+1 |
| Total Volume and Open Interest |
947 |
11,971 |
+74 |
| Copper(CMX) |
| Mar04 |
040311 |
130.00 |
133.55 |
130.00 |
133.55 |
+5.15 |
576 |
1,660 |
-200 |
| May04 |
040311 |
130.30 |
134.00 |
130.10 |
133.90 |
+5.20 |
7,582 |
46,764 |
-697 |
| Jul04 |
040311 |
129.90 |
133.30 |
129.80 |
133.10 |
+4.90 |
1,246 |
7,607 |
+252 |
| Sep04 |
040311 |
129.70 |
131.40 |
129.70 |
131.30 |
+4.50 |
212 |
3,473 |
+16 |
| Dec04 |
040311 |
126.50 |
127.90 |
126.50 |
127.90 |
+4.05 |
177 |
6,974 |
-8 |
| Total Volume and Open Interest |
10,088 |
74,275 |
-705 |
| DJIA Index(CBOT) |
| Mar04 |
040311 |
10208 |
10325 |
10115 |
10118 |
-142 |
18,778 |
45,085 |
-1,694 |
| Jun04 |
040311 |
10180 |
10300 |
10090 |
10095 |
-142 |
4,477 |
6,697 |
+3,632 |
| Sep04 |
040311 |
10073 |
10073 |
10073 |
10073 |
-142 |
1 |
245 |
+1 |
| Dec04 |
040311 |
10058 |
10058 |
10058 |
10058 |
-142 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
23,256 |
52,031 |
+1,939 |
| S & P 500(CME) |
| Mar04 |
040311 |
1117.20 |
1126.50 |
1104.50 |
1105.50 |
-14.80 |
132,832 |
357,454 |
-53,488 |
| Jun04 |
040311 |
1116.50 |
1125.20 |
1103.50 |
1104.30 |
-14.90 |
83,779 |
285,784 |
+68,578 |
| Sep04 |
040311 |
1103.00 |
1103.00 |
1103.00 |
1103.00 |
-14.90 |
155 |
11,198 |
-10 |
| Dec04 |
040311 |
1101.90 |
1101.90 |
1101.90 |
1101.90 |
-14.90 |
6 |
613 |
+0 |
| Total Volume and Open Interest |
216,772 |
655,218 |
+15,080 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040311 |
1120.25 |
1126.50 |
1104.50 |
1105.50 |
-14.75 |
930,475 |
595,948 |
-13,522 |
| Jun04 |
040311 |
1119.50 |
1125.25 |
1103.25 |
1104.25 |
-15.00 |
62,494 |
169,436 |
+46,905 |
| Total Volume and Open Interest |
992,969 |
765,384 |
+33,383 |
| NASDAQ 100(CME) |
| Mar04 |
040311 |
1410.50 |
1429.00 |
1401.00 |
1403.00 |
-11.50 |
28,410 |
73,554 |
+437 |
| Jun04 |
040311 |
1414.00 |
1431.50 |
1402.50 |
1405.50 |
-12.00 |
11,583 |
26,555 |
+9,101 |
| Sep04 |
040311 |
1408.00 |
1408.00 |
1408.00 |
1408.00 |
-12.50 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
39,993 |
100,120 |
+9,538 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040311 |
1415.0 |
1429.0 |
1395.5 |
1403.0 |
-11.5 |
455,642 |
277,899 |
-13,270 |
| Jun04 |
040311 |
1418.0 |
1432.0 |
1398.0 |
1405.5 |
-12.0 |
27,087 |
23,110 |
+17,057 |
| Total Volume and Open Interest |
482,729 |
301,009 |
+3,787 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040311 |
592.00 |
597.50 |
586.40 |
586.40 |
-7.85 |
3,497 |
12,982 |
-1,881 |
| Jun04 |
040311 |
591.25 |
597.75 |
586.50 |
586.50 |
-7.85 |
3,026 |
4,083 |
+2,565 |
| Sep04 |
040311 |
587.20 |
587.20 |
587.20 |
587.20 |
-7.85 |
|
|
|
| Total Volume and Open Interest |
6,523 |
17,065 |
+684 |
| Russell 2000(CME) |
| Mar04 |
040311 |
571.00 |
581.00 |
566.25 |
566.85 |
-6.15 |
3,221 |
22,553 |
-1,223 |
| Jun04 |
040311 |
571.00 |
581.00 |
566.00 |
566.50 |
-6.25 |
1,983 |
5,313 |
+1,548 |
| Sep04 |
040311 |
567.00 |
567.00 |
567.00 |
567.00 |
-6.25 |
|
|
|
| Total Volume and Open Interest |
5,204 |
27,866 |
+325 |
| Value Line(KCBT) |
| Mar04 |
040311 |
1579.00 |
1579.00 |
1564.00 |
1564.00 |
-16.00 |
5 |
50 |
-5 |
| Total Volume and Open Interest |
7 |
53 |
-3 |
| Nikkei 225(CME) |
| Mar04 |
040311 |
11225 |
11225 |
11040 |
11095 |
-210 |
13,320 |
30,840 |
-2,856 |
| Jun04 |
040311 |
11155 |
11240 |
11050 |
11075 |
-205 |
14,480 |
26,398 |
+10,040 |
| Total Volume and Open Interest |
27,802 |
57,253 |
+7,186 |
| Nikkei 225(SIMEX) |
| Jun04 |
040311 |
11270 |
11320 |
11175 |
11275 |
-120 |
77,468 |
152,929 |
+66,258 |
| Sep04 |
040311 |
11260 |
11260 |
11260 |
11260 |
-120 |
|
|
|
| Dec04 |
040311 |
11240 |
11240 |
11240 |
11240 |
-120 |
|
|
|
| Total Volume and Open Interest |
167,238 |
302,484 |
+45,783 |
| CAC 40(MATIF) |
| Mar04 |
040311 |
3719.0 |
3722.0 |
3620.5 |
3648.0 |
-113.0 |
64,958 |
491,610 |
+27,136 |
| Apr04 |
040311 |
3707.5 |
3707.5 |
3622.5 |
3646.5 |
-113.5 |
700 |
13,962 |
+8,996 |
| May04 |
040311 |
3604.5 |
3604.5 |
3604.5 |
3604.5 |
-113.5 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040311 |
3974.0 |
3975.5 |
3875.5 |
3929.0 |
-91.0 |
131,491 |
284,610 |
-9,634 |
| Jun04 |
040311 |
3997.5 |
3997.5 |
3897.5 |
3949.5 |
-91.0 |
11,147 |
35,446 |
+6,494 |
| Sep04 |
040311 |
4009.0 |
4009.0 |
3916.5 |
3969.5 |
-91.5 |
741 |
4,758 |
-32 |
| Total Volume and Open Interest |
143,379 |
324,814 |
-3,172 |
| FT-SE 100(LIFFE) |
| Mar04 |
040311 |
4492.50 |
4499.50 |
4416.00 |
4440.00 |
-96.00 |
137,878 |
337,609 |
-29,015 |
| Jun04 |
040311 |
4500.00 |
4507.00 |
4426.50 |
4448.50 |
-97.00 |
70,532 |
104,294 |
+37,111 |
| Sep04 |
040311 |
4510.00 |
4510.00 |
4459.00 |
4459.00 |
-96.00 |
3,001 |
14,823 |
+1,898 |
| Total Volume and Open Interest |
212,411 |
474,999 |
+10,994 |
| SPI 200(SFE) |
| Mar04 |
040311 |
3400.0 |
3412.0 |
3395.0 |
3409.0 |
-7.0 |
15,160 |
170,874 |
+5,748 |
| Jun04 |
040311 |
3409.0 |
3420.0 |
3408.0 |
3419.0 |
-7.0 |
7,117 |
21,488 |
+6,258 |
| Sep04 |
040311 |
3420.0 |
3428.0 |
3418.0 |
3428.0 |
-7.0 |
153 |
2,650 |
+44 |
| Total Volume and Open Interest |
22,559 |
197,356 |
+12,126 |
| GSCI(CME) |
| Mar04 |
040311 |
275.60 |
279.20 |
274.30 |
279.20 |
+5.50 |
3,060 |
3,514 |
-3,021 |
| Apr04 |
040311 |
274.50 |
277.70 |
274.50 |
277.60 |
+5.70 |
3,075 |
12,885 |
+3,018 |
| May04 |
040311 |
274.50 |
274.50 |
274.50 |
274.50 |
+6.25 |
40 |
138 |
+0 |
| Total Volume and Open Interest |
6,175 |
16,537 |
-3 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040311 |
271.75 |
275.25 |
271.75 |
274.75 |
+3.25 |
76 |
815 |
+2 |
| Jun04 |
040311 |
271.50 |
274.00 |
271.50 |
274.00 |
+2.75 |
6 |
156 |
+5 |
| Aug04 |
040311 |
270.00 |
272.50 |
270.00 |
272.50 |
+2.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
82 |
975 |
+7 |
|
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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