|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri March 19, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May04 |
040319 |
1018.00 |
1034.00 |
1013.50 |
1024.00 |
+6.00 |
46,770 |
143,291 |
-951 |
| Jul04 |
040319 |
1011.00 |
1027.50 |
1006.00 |
1017.00 |
+8.00 |
20,178 |
56,974 |
+716 |
| Aug04 |
040319 |
959.00 |
982.00 |
958.00 |
974.50 |
+18.00 |
2,998 |
11,380 |
+351 |
| Sep04 |
040319 |
857.00 |
864.00 |
852.00 |
858.50 |
+2.00 |
1,732 |
8,107 |
+342 |
| Nov04 |
040319 |
766.00 |
773.00 |
762.50 |
769.25 |
+2.00 |
11,518 |
42,411 |
+1,257 |
| Jan05 |
040319 |
764.00 |
772.00 |
761.00 |
768.50 |
+3.00 |
428 |
1,903 |
+78 |
| Mar05 |
040319 |
754.50 |
764.00 |
754.00 |
760.50 |
+2.00 |
148 |
1,261 |
+13 |
| Total Volume and Open Interest |
83,830 |
265,991 |
+1,838 |
| Soybean Meal(CBOT) |
| May04 |
040319 |
314.00 |
320.50 |
312.80 |
314.20 |
+0.30 |
13,327 |
81,961 |
-1,335 |
| Jul04 |
040319 |
312.00 |
318.50 |
310.50 |
313.00 |
+1.50 |
8,589 |
42,347 |
+589 |
| Aug04 |
040319 |
298.00 |
306.30 |
297.50 |
301.50 |
+4.30 |
3,027 |
15,134 |
+785 |
| Sep04 |
040319 |
277.20 |
283.80 |
277.00 |
278.00 |
+1.80 |
2,017 |
13,519 |
+139 |
| Oct04 |
040319 |
238.50 |
243.00 |
238.50 |
242.00 |
+3.30 |
766 |
8,434 |
+52 |
| Dec04 |
040319 |
231.80 |
236.50 |
231.50 |
235.20 |
+3.00 |
3,951 |
21,605 |
+291 |
| Jan05 |
040319 |
231.50 |
235.50 |
230.50 |
235.00 |
+4.00 |
265 |
2,354 |
+20 |
| Mar05 |
040319 |
229.20 |
233.50 |
229.20 |
233.00 |
+3.80 |
190 |
1,351 |
-45 |
| Total Volume and Open Interest |
32,185 |
188,176 |
+462 |
| Soybean Oil(CBOT) |
| May04 |
040319 |
34.30 |
34.35 |
33.83 |
34.11 |
-0.05 |
11,510 |
88,265 |
-128 |
| Jul04 |
040319 |
34.12 |
34.18 |
33.70 |
33.99 |
-0.13 |
7,624 |
46,523 |
+109 |
| Aug04 |
040319 |
33.43 |
33.55 |
33.20 |
33.34 |
-0.06 |
1,286 |
9,143 |
+386 |
| Sep04 |
040319 |
32.25 |
32.25 |
31.85 |
32.12 |
+0.12 |
749 |
9,975 |
-138 |
| Oct04 |
040319 |
30.15 |
30.15 |
29.80 |
30.04 |
+0.04 |
372 |
8,079 |
+10 |
| Dec04 |
040319 |
29.00 |
29.15 |
28.65 |
28.78 |
-0.07 |
3,123 |
18,212 |
+680 |
| Jan05 |
040319 |
28.40 |
28.40 |
28.30 |
28.30 |
-0.30 |
156 |
1,018 |
+117 |
| Mar05 |
040319 |
27.80 |
27.80 |
27.75 |
27.75 |
-0.45 |
2 |
822 |
+2 |
| Total Volume and Open Interest |
24,822 |
182,717 |
+1,038 |
| Canola(WCE) |
| Mar04 |
040312 |
412.0 |
412.0 |
412.0 |
412.0 |
+1.0 |
|
|
|
| May04 |
040319 |
434.3 |
435.0 |
431.9 |
433.5 |
-0.8 |
4,377 |
34,746 |
+191 |
| Jul04 |
040319 |
438.0 |
438.7 |
435.7 |
437.9 |
-0.2 |
3,129 |
17,742 |
+326 |
| Sep04 |
040319 |
379.0 |
379.0 |
379.0 |
379.0 |
unch |
5 |
10 |
+5 |
| Nov04 |
040319 |
379.0 |
381.7 |
378.5 |
381.2 |
+1.5 |
1,448 |
22,885 |
+896 |
| Total Volume and Open Interest |
8,962 |
75,710 |
+1,421 |
| Corn(CBOT) |
| May04 |
040319 |
311.00 |
314.75 |
309.75 |
312.00 |
unch |
46,319 |
327,553 |
-2,506 |
| Jul04 |
040319 |
315.25 |
319.50 |
314.75 |
317.00 |
+0.75 |
21,194 |
130,729 |
+3,056 |
| Sep04 |
040319 |
309.00 |
314.00 |
308.00 |
309.75 |
+0.50 |
3,868 |
24,862 |
+1,554 |
| Dec04 |
040319 |
304.50 |
311.00 |
304.00 |
307.50 |
+2.25 |
29,390 |
182,802 |
+4,787 |
| Mar05 |
040319 |
306.00 |
312.00 |
305.25 |
308.75 |
+2.75 |
1,506 |
14,442 |
+419 |
| May05 |
040319 |
308.00 |
312.50 |
307.50 |
310.50 |
+3.00 |
143 |
1,022 |
+97 |
| Total Volume and Open Interest |
103,115 |
687,386 |
+7,546 |
| Wheat(CBOT) |
| May04 |
040319 |
400.00 |
401.00 |
391.50 |
392.75 |
-5.25 |
37,700 |
84,626 |
-1,663 |
| Jul04 |
040319 |
402.00 |
402.00 |
394.50 |
396.75 |
-4.25 |
16,491 |
36,878 |
+2,953 |
| Sep04 |
040319 |
403.00 |
403.00 |
397.00 |
399.75 |
-1.25 |
1,142 |
7,058 |
+212 |
| Dec04 |
040319 |
408.50 |
410.00 |
405.00 |
407.25 |
-3.75 |
2,696 |
9,144 |
+1,453 |
| Mar05 |
040319 |
409.50 |
409.50 |
405.00 |
407.50 |
-4.50 |
158 |
527 |
+121 |
| Total Volume and Open Interest |
58,220 |
138,484 |
+3,078 |
| Wheat(KCBT) |
| Mar04 |
040319 |
394.50 |
394.50 |
394.50 |
394.50 |
-8.50 |
2 |
1 |
-2 |
| May04 |
040319 |
402.00 |
404.00 |
397.00 |
399.00 |
-6.00 |
15,163 |
33,035 |
-1,109 |
| Jul04 |
040319 |
401.00 |
402.75 |
396.00 |
398.50 |
-4.25 |
5,820 |
19,182 |
+787 |
| Sep04 |
040319 |
403.00 |
405.00 |
400.00 |
400.50 |
-5.50 |
740 |
3,384 |
-102 |
| Dec04 |
040319 |
413.00 |
413.00 |
408.00 |
409.75 |
-4.25 |
991 |
3,520 |
+296 |
| Total Volume and Open Interest |
22,729 |
59,180 |
-117 |
| Wheat(MGE) |
| Mar04 |
040319 |
428.00 |
428.00 |
428.00 |
428.00 |
unch |
|
|
|
| May04 |
040319 |
429.50 |
431.00 |
425.00 |
427.00 |
-4.75 |
2,428 |
20,111 |
-408 |
| Jul04 |
040319 |
428.00 |
429.50 |
424.00 |
426.00 |
-4.50 |
1,455 |
7,468 |
+185 |
| Sep04 |
040319 |
429.00 |
429.00 |
424.00 |
425.00 |
-4.75 |
1,210 |
6,579 |
+345 |
| Dec04 |
040319 |
428.00 |
431.50 |
426.50 |
427.00 |
-3.50 |
808 |
3,735 |
+343 |
| Total Volume and Open Interest |
5,902 |
37,984 |
+465 |
| Oats(CBOT) |
| May04 |
040319 |
177.50 |
177.50 |
171.00 |
172.00 |
-3.00 |
1,740 |
6,480 |
+341 |
| Jul04 |
040319 |
178.50 |
180.00 |
173.50 |
175.00 |
-2.25 |
1,544 |
2,547 |
+596 |
| Sep04 |
040319 |
183.00 |
183.00 |
178.50 |
178.75 |
-2.25 |
205 |
587 |
+73 |
| Dec04 |
040319 |
177.00 |
180.00 |
175.50 |
177.00 |
unch |
1,024 |
2,024 |
+227 |
| Total Volume and Open Interest |
4,515 |
11,647 |
+1,237 |
| Rough Rice(CBOT) |
| Mar04 |
040319 |
9.83 |
9.83 |
9.83 |
9.83 |
-0.23 |
|
|
|
| May04 |
040319 |
10.26 |
10.27 |
9.80 |
10.03 |
-0.23 |
181 |
4,604 |
-79 |
| Jul04 |
040319 |
10.40 |
10.42 |
9.95 |
10.16 |
-0.24 |
81 |
909 |
+29 |
| Sep04 |
040319 |
9.00 |
9.23 |
9.00 |
9.20 |
-0.14 |
3 |
292 |
+2 |
| Total Volume and Open Interest |
386 |
6,616 |
-36 |
| Live Cattle(CME) |
| Apr04 |
040319 |
80.700 |
80.700 |
78.750 |
79.075 |
-1.525 |
7,707 |
28,860 |
-1,370 |
| Jun04 |
040319 |
76.150 |
76.150 |
74.825 |
75.050 |
-1.075 |
7,440 |
55,549 |
+1,810 |
| Aug04 |
040319 |
74.400 |
74.800 |
74.100 |
74.675 |
+0.175 |
1,520 |
14,626 |
+186 |
| Oct04 |
040319 |
76.625 |
76.800 |
76.200 |
76.675 |
+0.250 |
1,079 |
13,442 |
+211 |
| Dec04 |
040319 |
77.400 |
77.750 |
77.300 |
77.725 |
+0.350 |
581 |
5,119 |
+144 |
| Feb05 |
040319 |
78.550 |
79.600 |
78.400 |
79.325 |
+0.775 |
64 |
2,308 |
+18 |
| Total Volume and Open Interest |
18,400 |
120,027 |
+999 |
| Feeder Cattle(CME) |
| Mar04 |
040319 |
90.350 |
90.550 |
90.200 |
90.550 |
+0.150 |
374 |
1,512 |
-102 |
| Apr04 |
040319 |
87.200 |
87.250 |
86.300 |
87.100 |
-0.075 |
716 |
2,540 |
-78 |
| May04 |
040319 |
85.450 |
85.450 |
84.700 |
84.950 |
-0.350 |
1,808 |
6,063 |
+149 |
| Aug04 |
040319 |
86.500 |
86.800 |
86.100 |
86.750 |
+0.100 |
566 |
3,637 |
+71 |
| Sep04 |
040319 |
86.350 |
86.600 |
86.100 |
86.550 |
+0.200 |
51 |
367 |
+20 |
| Oct04 |
040319 |
86.275 |
86.450 |
86.000 |
86.400 |
+0.125 |
54 |
578 |
-3 |
| Nov04 |
040319 |
86.250 |
87.000 |
86.250 |
87.000 |
+0.350 |
5 |
104 |
+3 |
| Total Volume and Open Interest |
3,574 |
14,803 |
+60 |
| Lean Hogs(CME) |
| Apr04 |
040319 |
65.750 |
66.450 |
65.325 |
66.325 |
+0.575 |
4,692 |
15,181 |
+0 |
| May04 |
040319 |
66.400 |
67.500 |
66.250 |
67.350 |
+1.000 |
357 |
2,892 |
+51 |
| Jun04 |
040319 |
71.200 |
72.250 |
71.100 |
72.125 |
+0.725 |
5,092 |
32,548 |
+1,532 |
| Jul04 |
040319 |
67.550 |
68.325 |
67.400 |
68.200 |
+0.475 |
785 |
7,239 |
+293 |
| Aug04 |
040319 |
64.425 |
65.200 |
64.350 |
65.150 |
+0.725 |
368 |
3,020 |
+182 |
| Oct04 |
040319 |
55.900 |
56.150 |
55.550 |
56.075 |
+0.500 |
265 |
1,224 |
+69 |
| Dec04 |
040319 |
54.925 |
55.250 |
54.850 |
55.125 |
+0.600 |
225 |
1,105 |
+89 |
| Feb05 |
040319 |
58.150 |
58.400 |
57.700 |
58.400 |
+0.400 |
51 |
258 |
+29 |
| Total Volume and Open Interest |
11,843 |
63,511 |
+2,249 |
| Pork Bellies(CME) |
| Mar04 |
040319 |
104.100 |
105.800 |
103.600 |
105.800 |
+3.000 |
17 |
116 |
-13 |
| May04 |
040319 |
102.200 |
104.075 |
101.500 |
104.025 |
+2.950 |
766 |
2,625 |
+176 |
| Jul04 |
040319 |
100.850 |
102.950 |
100.500 |
102.925 |
+2.075 |
123 |
695 |
+57 |
| Aug04 |
040319 |
96.750 |
96.900 |
96.750 |
96.900 |
+0.400 |
5 |
40 |
-3 |
| Feb05 |
040319 |
85.800 |
85.800 |
85.800 |
85.800 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
911 |
3,479 |
+217 |
| BFP Milk Class III(CME) |
| Mar04 |
040319 |
13.97 |
14.10 |
13.97 |
14.10 |
+0.15 |
6 |
2,813 |
-1 |
| Apr04 |
040319 |
17.60 |
17.80 |
17.33 |
17.79 |
+0.05 |
912 |
4,550 |
+90 |
| May04 |
040319 |
16.94 |
17.03 |
16.53 |
16.89 |
-0.14 |
482 |
4,378 |
+151 |
| Jun04 |
040319 |
15.95 |
16.00 |
15.68 |
15.85 |
-0.20 |
323 |
3,809 |
+27 |
| Jul04 |
040319 |
15.14 |
15.24 |
15.01 |
15.20 |
-0.09 |
224 |
3,278 |
-82 |
| Total Volume and Open Interest |
2,747 |
30,917 |
+216 |
| Cocoa(NYBOT) |
| May04 |
040319 |
1448 |
1451 |
1429 |
1441 |
-10 |
4,148 |
36,742 |
-827 |
| Jul04 |
040319 |
1449 |
1453 |
1434 |
1446 |
-10 |
947 |
16,573 |
+70 |
| Sep04 |
040319 |
1458 |
1460 |
1448 |
1455 |
-8 |
288 |
12,442 |
+102 |
| Dec04 |
040319 |
1470 |
1471 |
1454 |
1466 |
-8 |
179 |
9,940 |
-5 |
| Mar05 |
040319 |
1465 |
1475 |
1465 |
1475 |
-10 |
101 |
7,841 |
-100 |
| May05 |
040319 |
1483 |
1483 |
1483 |
1483 |
-12 |
30 |
9,892 |
+30 |
| Jul05 |
040319 |
1496 |
1496 |
1496 |
1496 |
-15 |
150 |
8,022 |
-40 |
| Total Volume and Open Interest |
5,908 |
103,542 |
-725 |
| Coffee "C"(NYBOT) |
| Mar04 |
040319 |
75.00 |
76.80 |
74.00 |
75.55 |
+0.35 |
105 |
256 |
-102 |
| May04 |
040319 |
75.90 |
77.75 |
75.35 |
76.80 |
+0.60 |
11,957 |
70,273 |
-1,741 |
| Jul04 |
040319 |
78.00 |
79.80 |
77.40 |
78.85 |
+0.65 |
2,050 |
16,840 |
+227 |
| Sep04 |
040319 |
80.00 |
81.40 |
79.60 |
80.80 |
+0.60 |
267 |
9,459 |
+128 |
| Dec04 |
040319 |
82.25 |
83.70 |
82.00 |
83.25 |
+0.60 |
57 |
6,011 |
-7 |
| Mar05 |
040319 |
84.75 |
85.75 |
84.75 |
85.75 |
+0.60 |
25 |
3,863 |
+18 |
| Total Volume and Open Interest |
14,473 |
107,865 |
-1,472 |
| Orange Juice(NYBOT) |
| May04 |
040319 |
61.80 |
61.85 |
60.35 |
60.70 |
-1.15 |
891 |
23,420 |
-266 |
| Jul04 |
040319 |
64.25 |
64.25 |
62.90 |
62.90 |
-1.45 |
274 |
5,297 |
+135 |
| Sep04 |
040319 |
66.85 |
66.85 |
65.40 |
65.40 |
-1.45 |
20 |
1,376 |
+15 |
| Nov04 |
040319 |
68.75 |
68.75 |
67.50 |
67.55 |
-1.30 |
22 |
1,172 |
+4 |
| Jan05 |
040319 |
70.90 |
70.90 |
69.15 |
69.15 |
-1.80 |
5 |
315 |
+4 |
| Total Volume and Open Interest |
1,225 |
32,793 |
-108 |
| Sugar #11(NYBOT) |
| May04 |
040319 |
6.80 |
6.82 |
6.74 |
6.76 |
-0.04 |
23,816 |
160,165 |
+3,523 |
| Jul04 |
040319 |
6.67 |
6.70 |
6.64 |
6.67 |
+0.01 |
9,917 |
46,788 |
+709 |
| Oct04 |
040319 |
6.61 |
6.68 |
6.60 |
6.65 |
+0.05 |
4,580 |
37,246 |
+1,298 |
| Mar05 |
040319 |
6.61 |
6.66 |
6.61 |
6.63 |
+0.02 |
1,757 |
20,558 |
+874 |
| May05 |
040319 |
6.45 |
6.50 |
6.45 |
6.49 |
+0.05 |
1,388 |
10,266 |
+524 |
| Total Volume and Open Interest |
41,992 |
283,628 |
+7,054 |
| London Cocoa(LCE) |
| Mar04 |
040316 |
835 |
837 |
826 |
826 |
-8 |
5,517 |
7,666 |
-494 |
| May04 |
040319 |
839 |
844 |
829 |
840 |
-1 |
13,890 |
46,149 |
-585 |
| Jul04 |
040319 |
846 |
846 |
832 |
844 |
unch |
12,731 |
29,093 |
+8,093 |
| Sep04 |
040319 |
854 |
856 |
844 |
854 |
unch |
1,875 |
24,216 |
+31 |
| Dec04 |
040319 |
870 |
870 |
858 |
868 |
unch |
653 |
42,031 |
+71 |
| Mar05 |
040319 |
880 |
886 |
874 |
885 |
+2 |
436 |
23,382 |
-140 |
| May05 |
040319 |
886 |
895 |
885 |
895 |
+1 |
74 |
5,957 |
+29 |
| Total Volume and Open Interest |
29,935 |
187,069 |
+7,644 |
| London Coffee(LCE) |
| Mar04 |
040319 |
703.00 |
703.00 |
696.00 |
699.00 |
+1.00 |
9 |
146 |
-14 |
| May04 |
040319 |
734.00 |
741.00 |
727.00 |
734.00 |
+1.00 |
4,541 |
58,012 |
-734 |
| Jul04 |
040319 |
754.00 |
762.00 |
748.00 |
756.00 |
+1.00 |
1,211 |
47,068 |
+504 |
| Sep04 |
040319 |
773.00 |
776.00 |
769.00 |
773.00 |
unch |
227 |
22,455 |
-73 |
| Nov04 |
040319 |
787.00 |
788.00 |
781.00 |
788.00 |
-1.00 |
123 |
15,377 |
+80 |
| Jan05 |
040319 |
803.00 |
804.00 |
803.00 |
804.00 |
-1.00 |
0 |
9,670 |
+0 |
| Total Volume and Open Interest |
6,159 |
157,066 |
-189 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
| May04 |
040319 |
213.20 |
214.60 |
212.70 |
214.60 |
+2.40 |
2,392 |
24,848 |
-665 |
| Aug04 |
040319 |
209.50 |
210.90 |
209.50 |
210.90 |
+2.20 |
1,025 |
19,423 |
+398 |
| Oct04 |
040319 |
204.90 |
206.70 |
204.90 |
206.40 |
+2.20 |
189 |
8,138 |
-114 |
| Dec04 |
040319 |
204.80 |
205.90 |
204.80 |
205.90 |
+2.20 |
60 |
3,614 |
+15 |
| Total Volume and Open Interest |
3,705 |
61,930 |
-354 |
| Cotton(NYBOT) |
| May04 |
040319 |
67.90 |
68.35 |
67.11 |
67.92 |
+0.17 |
5,889 |
51,994 |
+125 |
| Jul04 |
040319 |
69.11 |
69.65 |
68.50 |
69.12 |
+0.01 |
1,459 |
19,040 |
+125 |
| Oct04 |
040319 |
67.90 |
68.00 |
67.40 |
67.40 |
-0.20 |
8 |
889 |
-5 |
| Dec04 |
040319 |
68.50 |
68.90 |
67.95 |
68.17 |
-0.27 |
1,451 |
11,646 |
-32 |
| Mar05 |
040319 |
70.60 |
70.75 |
70.10 |
70.13 |
-0.32 |
269 |
2,695 |
+188 |
| May05 |
040319 |
71.00 |
71.00 |
70.70 |
70.70 |
-0.05 |
0 |
383 |
+0 |
| Total Volume and Open Interest |
9,144 |
87,503 |
+469 |
| Lumber(CME) |
| May04 |
040319 |
356.0 |
364.9 |
352.5 |
362.4 |
+7.2 |
559 |
2,537 |
+36 |
| Jul04 |
040319 |
346.8 |
355.5 |
344.2 |
354.0 |
+7.2 |
142 |
654 |
+11 |
| Sep04 |
040319 |
340.0 |
344.5 |
340.0 |
344.5 |
+2.6 |
5 |
216 |
+2 |
| Nov04 |
040319 |
331.0 |
334.9 |
331.0 |
334.9 |
+4.7 |
1 |
31 |
-1 |
| Total Volume and Open Interest |
707 |
3,438 |
+48 |
| Crude Oil(NYM) |
| Apr04 |
040319 |
37.93 |
38.50 |
37.82 |
38.08 |
+0.15 |
59,792 |
46,999 |
-17,793 |
| May04 |
040319 |
37.37 |
37.80 |
37.30 |
37.62 |
+0.23 |
76,926 |
217,978 |
+6,934 |
| Jun04 |
040319 |
36.50 |
36.85 |
36.42 |
36.73 |
+0.19 |
19,958 |
76,058 |
+2,497 |
| Jul04 |
040319 |
35.75 |
36.05 |
35.70 |
35.97 |
+0.17 |
6,026 |
38,573 |
+919 |
| Aug04 |
040319 |
35.35 |
35.35 |
35.15 |
35.33 |
+0.16 |
5,494 |
28,214 |
+1,949 |
| Sep04 |
040319 |
34.77 |
34.90 |
34.60 |
34.80 |
+0.15 |
2,746 |
30,273 |
-556 |
| Oct04 |
040319 |
34.15 |
34.36 |
34.00 |
34.36 |
+0.14 |
2,733 |
24,628 |
-756 |
| Nov04 |
040319 |
33.75 |
33.98 |
33.75 |
33.98 |
+0.13 |
1,000 |
17,912 |
+217 |
| Dec04 |
040319 |
33.40 |
33.75 |
33.40 |
33.62 |
+0.12 |
6,333 |
55,558 |
+141 |
| Jan05 |
040319 |
33.00 |
33.24 |
33.00 |
33.24 |
+0.12 |
1,844 |
17,318 |
+148 |
| Feb05 |
040319 |
32.93 |
32.93 |
32.93 |
32.93 |
+0.12 |
1,560 |
7,453 |
+101 |
| Mar05 |
040319 |
32.60 |
32.63 |
32.50 |
32.63 |
+0.12 |
672 |
7,860 |
+630 |
| Apr05 |
040319 |
32.33 |
32.33 |
32.33 |
32.33 |
+0.12 |
166 |
5,683 |
+103 |
| May05 |
040319 |
32.05 |
32.05 |
32.05 |
32.05 |
+0.12 |
0 |
2,534 |
+0 |
| Jun05 |
040319 |
31.60 |
31.79 |
31.60 |
31.79 |
+0.12 |
1,925 |
16,683 |
+1,320 |
| Jul05 |
040319 |
31.54 |
31.54 |
31.54 |
31.54 |
+0.12 |
25 |
3,908 |
-25 |
| Total Volume and Open Interest |
189,340 |
702,734 |
-3,671 |
| Heating Oil(NYM) |
| Apr04 |
040319 |
95.10 |
96.15 |
93.40 |
93.88 |
-0.75 |
18,174 |
32,182 |
-1,425 |
| May04 |
040319 |
93.50 |
94.30 |
92.00 |
92.82 |
-0.18 |
13,637 |
53,215 |
+2,061 |
| Jun04 |
040319 |
91.25 |
92.10 |
90.90 |
91.32 |
+0.07 |
4,164 |
19,504 |
+309 |
| Jul04 |
040319 |
91.25 |
91.25 |
90.47 |
90.47 |
+0.12 |
2,149 |
16,392 |
+123 |
| Aug04 |
040319 |
91.00 |
91.00 |
90.17 |
90.17 |
+0.17 |
601 |
11,098 |
-2 |
| Sep04 |
040319 |
90.60 |
91.00 |
90.52 |
90.52 |
+0.17 |
208 |
4,543 |
+62 |
| Oct04 |
040319 |
91.20 |
91.50 |
90.50 |
91.07 |
+0.17 |
134 |
3,627 |
+96 |
| Nov04 |
040319 |
92.50 |
92.50 |
91.60 |
91.67 |
+0.22 |
38 |
3,508 |
+5 |
| Dec04 |
040319 |
92.27 |
92.27 |
92.27 |
92.27 |
+0.22 |
570 |
19,257 |
-29 |
| Jan05 |
040319 |
91.00 |
92.57 |
91.00 |
92.57 |
+0.27 |
20 |
3,993 |
+2 |
| Feb05 |
040319 |
92.75 |
92.75 |
92.17 |
92.17 |
+0.32 |
105 |
2,301 |
-94 |
| Mar05 |
040319 |
89.40 |
89.47 |
89.40 |
89.47 |
+0.37 |
1 |
5,377 |
+0 |
| Total Volume and Open Interest |
39,914 |
175,782 |
+1,024 |
| Unleaded Gas(NYM) |
| Apr04 |
040319 |
115.30 |
116.00 |
114.20 |
115.55 |
+0.28 |
19,729 |
39,445 |
-2,567 |
| May04 |
040319 |
114.50 |
115.30 |
113.80 |
114.87 |
+0.31 |
14,298 |
59,393 |
+2,145 |
| Jun04 |
040319 |
112.80 |
113.35 |
112.05 |
113.07 |
+0.36 |
2,059 |
17,397 |
+111 |
| Jul04 |
040319 |
109.95 |
110.60 |
109.80 |
110.52 |
+0.41 |
830 |
9,832 |
+57 |
| Aug04 |
040319 |
107.00 |
107.62 |
107.00 |
107.62 |
+0.46 |
255 |
6,885 |
-38 |
| Sep04 |
040319 |
103.35 |
103.77 |
103.35 |
103.77 |
+0.51 |
523 |
11,458 |
-353 |
| Oct04 |
040319 |
98.50 |
98.82 |
98.50 |
98.82 |
+0.56 |
278 |
3,491 |
-17 |
| Nov04 |
040319 |
95.50 |
96.07 |
95.50 |
96.07 |
+0.56 |
206 |
838 |
+0 |
| Dec04 |
040319 |
94.32 |
94.32 |
94.32 |
94.32 |
+0.56 |
96 |
2,959 |
+90 |
| Jan05 |
040319 |
93.27 |
93.27 |
93.27 |
93.27 |
+0.56 |
42 |
1,946 |
+25 |
| Feb05 |
040319 |
93.12 |
93.12 |
93.12 |
93.12 |
+0.56 |
0 |
1,524 |
+0 |
| Mar05 |
040319 |
93.57 |
93.57 |
93.57 |
93.57 |
+0.56 |
13 |
79 |
+12 |
| Total Volume and Open Interest |
38,329 |
155,247 |
-535 |
| Natural Gas(NYM) |
| Apr04 |
040319 |
5.580 |
5.660 |
5.560 |
5.582 |
-0.049 |
22,783 |
30,765 |
-1,639 |
| May04 |
040319 |
5.650 |
5.730 |
5.640 |
5.660 |
-0.053 |
8,031 |
53,434 |
+574 |
| Jun04 |
040319 |
5.695 |
5.760 |
5.685 |
5.711 |
-0.049 |
3,930 |
23,971 |
+813 |
| Jul04 |
040319 |
5.725 |
5.800 |
5.725 |
5.742 |
-0.049 |
2,526 |
19,731 |
-191 |
| Aug04 |
040319 |
5.745 |
5.820 |
5.740 |
5.763 |
-0.046 |
1,991 |
19,351 |
-48 |
| Sep04 |
040319 |
5.710 |
5.790 |
5.710 |
5.733 |
-0.047 |
2,027 |
17,705 |
+12 |
| Oct04 |
040319 |
5.740 |
5.800 |
5.740 |
5.747 |
-0.046 |
1,195 |
18,506 |
+288 |
| Nov04 |
040319 |
5.890 |
5.960 |
5.890 |
5.907 |
-0.046 |
358 |
11,775 |
-116 |
| Dec04 |
040319 |
6.070 |
6.110 |
6.067 |
6.067 |
-0.046 |
1,296 |
15,670 |
+158 |
| Jan05 |
040319 |
6.190 |
6.240 |
6.190 |
6.197 |
-0.046 |
942 |
13,807 |
-90 |
| Feb05 |
040319 |
6.130 |
6.190 |
6.125 |
6.147 |
-0.036 |
757 |
10,835 |
+238 |
| Mar05 |
040319 |
5.935 |
5.970 |
5.932 |
5.932 |
-0.031 |
554 |
10,764 |
+134 |
| Apr05 |
040319 |
5.290 |
5.340 |
5.282 |
5.282 |
-0.021 |
290 |
10,342 |
-32 |
| May05 |
040319 |
5.165 |
5.165 |
5.137 |
5.137 |
-0.016 |
80 |
5,511 |
+3 |
| Jun05 |
040319 |
5.170 |
5.170 |
5.147 |
5.147 |
-0.011 |
278 |
5,174 |
+41 |
| Jul05 |
040319 |
5.200 |
5.230 |
5.177 |
5.177 |
-0.006 |
563 |
11,530 |
+265 |
| Total Volume and Open Interest |
49,851 |
334,245 |
+481 |
| Brent Crude Oil(IPE) |
| May04 |
040319 |
32.99 |
33.38 |
32.81 |
33.26 |
+0.13 |
41,917 |
118,252 |
+3,891 |
| Jun04 |
040319 |
32.53 |
32.91 |
32.40 |
32.86 |
+0.15 |
18,639 |
70,861 |
-1,672 |
| Jul04 |
040319 |
32.20 |
32.54 |
32.10 |
32.50 |
+0.13 |
6,151 |
21,918 |
+2,226 |
| Aug04 |
040319 |
31.89 |
32.23 |
31.80 |
32.21 |
+0.14 |
2,212 |
10,935 |
+378 |
| Sep04 |
040319 |
31.61 |
31.92 |
31.59 |
31.92 |
+0.13 |
770 |
14,640 |
-172 |
| Oct04 |
040319 |
31.32 |
31.64 |
31.30 |
31.64 |
+0.13 |
1,234 |
6,789 |
-551 |
| Nov04 |
040319 |
31.20 |
31.37 |
31.20 |
31.37 |
+0.14 |
315 |
6,898 |
+165 |
| Dec04 |
040319 |
30.80 |
31.10 |
30.76 |
31.10 |
+0.14 |
5,596 |
22,248 |
-189 |
| Jan05 |
040319 |
30.78 |
30.78 |
30.78 |
30.78 |
+0.15 |
115 |
4,834 |
+15 |
| Feb05 |
040319 |
30.51 |
30.51 |
30.51 |
30.51 |
+0.15 |
0 |
3,125 |
+0 |
| Mar05 |
040319 |
30.26 |
30.26 |
30.26 |
30.26 |
+0.15 |
200 |
3,321 |
+100 |
| Apr05 |
040319 |
30.02 |
30.02 |
30.02 |
30.02 |
+0.25 |
|
|
|
| Total Volume and Open Interest |
78,599 |
336,449 |
+5,491 |
| Gas Oil(IPE) |
| Apr04 |
040319 |
290.75 |
294.25 |
288.00 |
288.50 |
-3.25 |
14,270 |
51,825 |
-1,676 |
| May04 |
040319 |
278.50 |
280.50 |
275.00 |
276.50 |
-3.00 |
13,190 |
26,668 |
+1,274 |
| Jun04 |
040319 |
272.75 |
275.00 |
270.00 |
271.75 |
-2.75 |
4,503 |
19,163 |
+96 |
| Jul04 |
040319 |
269.00 |
272.25 |
268.00 |
269.75 |
-2.50 |
269 |
7,920 |
+9 |
| Aug04 |
040319 |
271.00 |
271.00 |
269.50 |
269.50 |
-2.00 |
400 |
6,154 |
+400 |
| Sep04 |
040319 |
268.75 |
269.75 |
268.75 |
269.75 |
-2.00 |
400 |
7,102 |
+0 |
| Oct04 |
040319 |
271.75 |
271.75 |
270.00 |
270.00 |
-2.00 |
277 |
5,407 |
+200 |
| Nov04 |
040319 |
270.00 |
270.00 |
270.00 |
270.00 |
-2.00 |
0 |
4,515 |
+0 |
| Dec04 |
040319 |
268.00 |
270.50 |
267.50 |
269.00 |
-2.00 |
550 |
13,960 |
+225 |
| Jan05 |
040319 |
266.75 |
266.75 |
266.75 |
266.75 |
-1.75 |
0 |
2,630 |
+0 |
| Total Volume and Open Interest |
33,859 |
159,497 |
+528 |
| US Dollar Index(NYBOT) |
| Jun04 |
040319 |
88.06 |
88.75 |
87.95 |
88.54 |
+0.39 |
5,078 |
9,026 |
+183 |
| Sep04 |
040319 |
88.99 |
88.99 |
88.99 |
88.99 |
+0.39 |
3 |
2,037 |
+2 |
| Dec04 |
040319 |
89.38 |
89.44 |
89.38 |
89.44 |
+0.39 |
2 |
17 |
+2 |
| Total Volume and Open Interest |
5,083 |
11,080 |
+187 |
| Australian Dollar(CME) |
| Jun04 |
040319 |
74.05 |
74.40 |
73.78 |
74.08 |
-0.36 |
1,966 |
27,941 |
-44 |
| Sep04 |
040319 |
73.30 |
73.30 |
73.30 |
73.30 |
-0.36 |
0 |
836 |
+0 |
| Dec04 |
040319 |
72.41 |
72.75 |
72.41 |
72.52 |
-0.36 |
8 |
113 |
-8 |
| Total Volume and Open Interest |
1,974 |
28,973 |
-52 |
| British Pound(CME) |
| Jun04 |
040319 |
181.94 |
182.25 |
181.20 |
181.80 |
-0.12 |
5,243 |
40,345 |
+2,139 |
| Sep04 |
040319 |
180.28 |
180.28 |
180.28 |
180.28 |
-0.17 |
0 |
39 |
+1 |
| Dec04 |
040319 |
178.76 |
178.76 |
178.76 |
178.76 |
-0.22 |
0 |
358 |
+0 |
| Total Volume and Open Interest |
5,243 |
40,743 |
+2,140 |
| Canadian Dollar(CME) |
| Jun04 |
040319 |
75.00 |
75.18 |
74.85 |
75.02 |
-0.01 |
10,589 |
44,981 |
+2,550 |
| Sep04 |
040319 |
74.93 |
74.93 |
74.80 |
74.89 |
-0.01 |
48 |
2,644 |
+8 |
| Dec04 |
040319 |
74.92 |
74.92 |
74.75 |
74.78 |
-0.01 |
85 |
1,842 |
+36 |
| Mar05 |
040319 |
74.60 |
74.67 |
74.60 |
74.67 |
-0.01 |
87 |
210 |
+4 |
| Total Volume and Open Interest |
10,815 |
49,772 |
+2,598 |
| Japanese Yen(CME) |
| Jun04 |
040319 |
93.88 |
94.03 |
93.64 |
93.89 |
-0.03 |
16,192 |
85,264 |
-49 |
| Sep04 |
040319 |
94.03 |
94.20 |
94.03 |
94.16 |
-0.03 |
3 |
164 |
+5 |
| Dec04 |
040319 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.03 |
0 |
49 |
+0 |
| Total Volume and Open Interest |
16,195 |
85,477 |
-44 |
| Swiss Franc(CME) |
| Jun04 |
040319 |
79.38 |
79.53 |
78.65 |
78.91 |
-0.69 |
11,854 |
33,724 |
-3,014 |
| Sep04 |
040319 |
79.07 |
79.07 |
79.07 |
79.07 |
-0.69 |
1 |
24 |
+1 |
| Dec04 |
040319 |
79.25 |
79.25 |
79.25 |
79.25 |
-0.69 |
0 |
106 |
+0 |
| Total Volume and Open Interest |
11,855 |
33,911 |
-3,013 |
| EuroFX(CME) |
| Jun04 |
040319 |
123.22 |
123.40 |
122.30 |
122.49 |
-0.97 |
20,175 |
95,977 |
+4,735 |
| Sep04 |
040319 |
122.20 |
122.24 |
122.20 |
122.24 |
-0.97 |
28 |
767 |
-4 |
| Dec04 |
040319 |
122.49 |
122.49 |
122.02 |
122.02 |
-0.97 |
6 |
433 |
+2 |
| Total Volume and Open Interest |
20,209 |
97,310 |
+4,733 |
| Mexican Peso(CME) |
| Mar04 |
040315 |
9122.0 |
9122.0 |
9122.0 |
9122.0 |
+7.0 |
6,317 |
19,855 |
-3,174 |
| Jun04 |
040319 |
9005.0 |
9015.0 |
8970.0 |
9012.0 |
+7.0 |
5,955 |
36,192 |
-919 |
| Total Volume and Open Interest |
6,147 |
37,216 |
-891 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040319 |
116~23 |
116~24 |
116~08 |
116~12 |
-0~13 |
7,253 |
23,157 |
-5,389 |
| Jun04 |
040319 |
115~08 |
115~13 |
114~25 |
114~29 |
-0~13 |
308,515 |
520,921 |
-1,096 |
| Sep04 |
040319 |
113~22 |
113~26 |
113~13 |
113~16 |
-0~13 |
298 |
12,056 |
+206 |
| Total Volume and Open Interest |
316,067 |
556,509 |
-6,279 |
| Municipal Bonds(CBOT) |
| Mar04 |
040319 |
107~04 |
107~04 |
106~24 |
106~24 |
-0~13 |
97 |
1,108 |
-54 |
| Jun04 |
040319 |
105~30 |
106~00 |
105~19 |
105~21 |
-0~12 |
133 |
1,951 |
+109 |
| Total Volume and Open Interest |
230 |
3,059 |
+55 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040319 |
117~010 |
117~085 |
116~310 |
116~315 |
-0~085 |
19,246 |
39,484 |
-8,090 |
| Jun04 |
040319 |
115~250 |
115~280 |
115~170 |
115~180 |
-0~075 |
821,123 |
1,252,325 |
-4,955 |
| Total Volume and Open Interest |
841,434 |
1,306,176 |
-12,555 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040319 |
114~250 |
114~250 |
114~235 |
114~235 |
-0~035 |
2,863 |
0 |
+0 |
| Jun04 |
040319 |
113~185 |
113~225 |
113~165 |
113~175 |
-0~035 |
296,813 |
0 |
+0 |
| Sep04 |
040319 |
112~165 |
112~165 |
112~165 |
112~165 |
-0~035 |
0 |
255 |
+0 |
| Total Volume and Open Interest |
299,676 |
255 |
+0 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040319 |
108~005 |
108~008 |
108~000 |
108~002 |
-0~002 |
579 |
20,922 |
-4,382 |
| Jun04 |
040319 |
107~076 |
107~082 |
107~074 |
107~076 |
-0~004 |
1,667 |
151,176 |
+186 |
| Total Volume and Open Interest |
2,246 |
172,098 |
-4,196 |
| Eurodollars(CME) |
| Jun04 |
040319 |
98.835 |
98.845 |
98.830 |
98.840 |
unch |
68,410 |
856,832 |
-19,546 |
| Sep04 |
040319 |
98.690 |
98.710 |
98.690 |
98.700 |
unch |
98,966 |
875,062 |
-6,527 |
| Dec04 |
040319 |
98.445 |
98.470 |
98.445 |
98.460 |
unch |
117,584 |
729,540 |
-9,271 |
| Mar05 |
040319 |
98.155 |
98.175 |
98.145 |
98.160 |
unch |
137,553 |
543,648 |
+2,507 |
| Jun05 |
040319 |
97.810 |
97.830 |
97.795 |
97.810 |
-0.010 |
83,749 |
412,252 |
+13,671 |
| Sep05 |
040319 |
97.480 |
97.500 |
97.460 |
97.470 |
-0.025 |
40,752 |
336,974 |
-357 |
| Dec05 |
040319 |
97.190 |
97.205 |
97.165 |
97.170 |
-0.035 |
30,416 |
234,903 |
-6,420 |
| Mar06 |
040319 |
96.950 |
96.965 |
96.915 |
96.925 |
-0.040 |
20,160 |
210,608 |
-959 |
| Jun06 |
040319 |
96.715 |
96.735 |
96.690 |
96.690 |
-0.050 |
15,052 |
144,995 |
-2,502 |
| Sep06 |
040319 |
96.490 |
96.520 |
96.470 |
96.480 |
-0.050 |
12,065 |
155,099 |
+503 |
| Dec06 |
040319 |
96.285 |
96.310 |
96.255 |
96.265 |
-0.060 |
8,896 |
123,193 |
-310 |
| Mar07 |
040319 |
96.115 |
96.130 |
96.090 |
96.090 |
-0.065 |
8,937 |
102,289 |
-1,337 |
| Total Volume and Open Interest |
688,505 |
5,320,213 |
-27,376 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040315 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
82 |
7,197 |
+0 |
| Jun04 |
040319 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
10 |
10,669 |
+5 |
| Sep04 |
040319 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
9,258 |
-100 |
| Dec04 |
040319 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
7,965 |
+12 |
| Mar05 |
040319 |
99.77 |
99.77 |
99.76 |
99.76 |
-0.02 |
0 |
4,136 |
-141 |
| Jun05 |
040319 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.03 |
0 |
1,379 |
+0 |
| Sep05 |
040319 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.03 |
0 |
1,854 |
+100 |
| Dec05 |
040319 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.04 |
0 |
623 |
+0 |
| Mar06 |
040319 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.03 |
0 |
294 |
+0 |
| Jun06 |
040319 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.04 |
0 |
72 |
+0 |
| Total Volume and Open Interest |
10 |
37,551 |
-119 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040319 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
1,113 |
67,115 |
-3,741 |
| Sep04 |
040319 |
99.89 |
99.89 |
99.88 |
99.89 |
unch |
1,725 |
41,362 |
+272 |
| Dec04 |
040319 |
99.86 |
99.86 |
99.85 |
99.86 |
unch |
1,134 |
58,911 |
-155 |
| Mar05 |
040319 |
99.78 |
99.78 |
99.76 |
99.77 |
-0.02 |
159 |
30,179 |
-832 |
| Jun05 |
040319 |
99.74 |
99.74 |
99.71 |
99.72 |
-0.02 |
1,013 |
40,309 |
-1,253 |
| Sep05 |
040319 |
99.63 |
99.63 |
99.60 |
99.62 |
-0.03 |
2,116 |
31,520 |
+1,307 |
| Dec05 |
040319 |
99.54 |
99.54 |
99.51 |
99.52 |
-0.03 |
0 |
7,169 |
+0 |
| Mar06 |
040319 |
99.44 |
99.44 |
99.40 |
99.40 |
-0.04 |
100 |
5,663 |
+50 |
| Total Volume and Open Interest |
7,366 |
293,511 |
-4,347 |
| German Euro-Bund(EUREX) |
| Jun04 |
040319 |
116.12 |
116.32 |
116.08 |
116.19 |
-0.05 |
1,033,939 |
1,050,951 |
-23,150 |
| Sep04 |
040319 |
115.77 |
115.85 |
115.77 |
115.85 |
-0.04 |
4,936 |
1,748 |
+425 |
| Dec04 |
040319 |
115.09 |
115.09 |
115.09 |
115.09 |
-0.05 |
910 |
0 |
+0 |
| Total Volume and Open Interest |
1,039,785 |
1,052,699 |
-22,725 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040319 |
112.79 |
112.90 |
112.74 |
112.85 |
+0.03 |
600,767 |
733,705 |
-6,082 |
| Sep04 |
040319 |
112.28 |
112.32 |
112.28 |
112.32 |
unch |
0 |
3,236 |
+0 |
| Dec04 |
040319 |
111.44 |
111.44 |
111.44 |
111.44 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
600,767 |
736,941 |
-6,082 |
| Long Gilt(LIFFE) |
| Mar04 |
040319 |
109~22 |
109~24 |
109~19 |
109~20 |
-0~06 |
50 |
13,402 |
-4 |
| Jun04 |
040319 |
109~09 |
109~11 |
109~05 |
109~08 |
-0~05 |
40,809 |
159,332 |
-6,166 |
| Total Volume and Open Interest |
40,859 |
172,734 |
-6,170 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040319 |
95.53 |
95.53 |
95.47 |
95.50 |
-0.03 |
52,966 |
237,168 |
+3,518 |
| Sep04 |
040319 |
95.39 |
95.39 |
95.31 |
95.35 |
-0.04 |
48,493 |
171,031 |
-3,539 |
| Dec04 |
040319 |
95.28 |
95.28 |
95.19 |
95.23 |
-0.04 |
76,382 |
172,977 |
-14,110 |
| Total Volume and Open Interest |
233,102 |
1,054,537 |
-213,251 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040319 |
98.065 |
98.090 |
98.060 |
98.085 |
+0.015 |
187,336 |
671,874 |
+8,984 |
| Sep04 |
040319 |
98.050 |
98.070 |
98.035 |
98.065 |
+0.015 |
129,815 |
485,618 |
+9,691 |
| Dec04 |
040319 |
97.940 |
97.960 |
97.920 |
97.955 |
+0.015 |
134,399 |
465,641 |
+2,955 |
| Total Volume and Open Interest |
692,708 |
2,772,977 |
+32,661 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040319 |
94.59 |
94.60 |
94.57 |
94.60 |
-0.01 |
17,896 |
254,272 |
-6,824 |
| Sep04 |
040319 |
94.59 |
94.61 |
94.57 |
94.60 |
-0.03 |
10,240 |
104,127 |
-26,431 |
| Dec04 |
040319 |
94.58 |
94.60 |
94.56 |
94.60 |
-0.01 |
2,881 |
49,805 |
+1,004 |
| Mar05 |
040319 |
94.55 |
94.57 |
94.55 |
94.57 |
-0.01 |
2,185 |
22,495 |
+1,629 |
| Jun05 |
040319 |
94.51 |
94.53 |
94.51 |
94.53 |
-0.01 |
677 |
15,229 |
+410 |
| Sep05 |
040319 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.02 |
686 |
9,350 |
+565 |
| Dec05 |
040319 |
94.46 |
94.46 |
94.45 |
94.45 |
-0.02 |
988 |
7,033 |
+968 |
| Mar06 |
040319 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.02 |
95 |
2,243 |
+67 |
| Jun06 |
040319 |
94.40 |
94.40 |
94.40 |
94.40 |
unch |
2 |
1,267 |
-3 |
| Sep06 |
040319 |
94.37 |
94.37 |
94.37 |
94.37 |
unch |
0 |
704 |
+0 |
| Total Volume and Open Interest |
35,650 |
467,198 |
-28,615 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040319 |
94.61 |
94.62 |
94.58 |
94.61 |
-0.03 |
22,149 |
184,997 |
-4,714 |
| Sep04 |
040319 |
94.61 |
94.61 |
94.61 |
94.61 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
22,149 |
184,997 |
-4,714 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040319 |
94.77 |
94.80 |
94.75 |
94.80 |
-0.01 |
58,408 |
415,394 |
-31,730 |
| Sep04 |
040319 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
58,408 |
415,394 |
-31,730 |
| Gold(CMX) |
| Apr04 |
040319 |
411.8 |
413.6 |
409.1 |
412.7 |
+1.4 |
78,933 |
142,361 |
+10,748 |
| Jun04 |
040319 |
413.3 |
414.7 |
410.5 |
413.7 |
+1.4 |
11,955 |
51,279 |
+52 |
| Aug04 |
040319 |
414.2 |
415.6 |
412.0 |
414.6 |
+1.4 |
398 |
8,379 |
-24 |
| Oct04 |
040319 |
413.0 |
415.5 |
413.0 |
415.5 |
+1.4 |
613 |
2,852 |
+138 |
| Dec04 |
040319 |
416.0 |
417.0 |
413.2 |
416.3 |
+1.4 |
1,544 |
24,297 |
+65 |
| Feb05 |
040319 |
416.5 |
417.2 |
415.8 |
417.2 |
+1.4 |
109 |
2,917 |
+80 |
| Total Volume and Open Interest |
93,845 |
260,524 |
+11,086 |
| Silver(CMX) |
| Mar04 |
040319 |
745.0 |
759.0 |
745.0 |
755.1 |
+9.8 |
26 |
292 |
-99 |
| May04 |
040319 |
748.0 |
772.0 |
740.0 |
756.3 |
+9.8 |
21,735 |
86,110 |
+666 |
| Jul04 |
040319 |
749.0 |
771.0 |
741.0 |
757.2 |
+9.9 |
1,064 |
9,004 |
-100 |
| Sep04 |
040319 |
748.0 |
767.0 |
745.0 |
757.9 |
+9.9 |
52 |
2,186 |
+24 |
| Dec04 |
040319 |
751.0 |
774.0 |
742.0 |
758.6 |
+10.0 |
998 |
15,073 |
+55 |
| Total Volume and Open Interest |
24,019 |
119,160 |
+571 |
| Platinum(NYM) |
| Apr04 |
040319 |
898.7 |
898.7 |
890.0 |
890.0 |
-8.7 |
825 |
6,958 |
-146 |
| Jul04 |
040319 |
887.0 |
887.0 |
881.2 |
881.8 |
-8.7 |
450 |
1,874 |
+155 |
| Oct04 |
040319 |
871.8 |
871.8 |
871.8 |
871.8 |
-8.7 |
33 |
191 |
-33 |
| Jan05 |
040319 |
871.8 |
871.8 |
871.8 |
871.8 |
-8.7 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
1,309 |
9,025 |
-23 |
| Palladium(NYME) |
| Mar04 |
040319 |
276.00 |
276.00 |
276.00 |
276.00 |
-3.95 |
0 |
176 |
-5 |
| Jun04 |
040319 |
280.00 |
282.00 |
276.00 |
278.00 |
-3.95 |
802 |
10,401 |
-25 |
| Sep04 |
040319 |
279.00 |
279.00 |
279.00 |
279.00 |
-3.95 |
0 |
58 |
+0 |
| Total Volume and Open Interest |
806 |
10,789 |
-27 |
| Copper(CMX) |
| Mar04 |
040319 |
137.10 |
138.15 |
137.10 |
137.90 |
+0.95 |
366 |
853 |
-68 |
| May04 |
040319 |
137.40 |
138.60 |
137.00 |
137.80 |
+0.70 |
6,253 |
48,123 |
+665 |
| Jul04 |
040319 |
136.00 |
136.90 |
135.65 |
136.40 |
+0.70 |
882 |
7,773 |
+41 |
| Sep04 |
040319 |
133.60 |
133.60 |
133.50 |
133.50 |
+0.70 |
19 |
3,935 |
+8 |
| Dec04 |
040319 |
130.10 |
130.10 |
129.50 |
129.80 |
+0.35 |
107 |
8,462 |
+11 |
| Total Volume and Open Interest |
8,028 |
77,693 |
+930 |
| DJIA Index(CBOT) |
| Mar04 |
040318 |
10270 |
10325 |
10219 |
10308 |
+7 |
6,265 |
29,820 |
-1,052 |
| Jun04 |
040319 |
10298 |
10310 |
10150 |
10154 |
-131 |
11,650 |
42,603 |
+1,784 |
| Sep04 |
040319 |
10230 |
10230 |
10127 |
10127 |
-131 |
3 |
255 |
+2 |
| Dec04 |
040319 |
10109 |
10109 |
10109 |
10109 |
-131 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
15,714 |
71,541 |
+645 |
| S & P 500(CME) |
| Jun04 |
040319 |
1120.00 |
1122.00 |
1106.50 |
1107.30 |
-15.50 |
78,971 |
563,455 |
+12,216 |
| Sep04 |
040319 |
1115.30 |
1116.00 |
1106.00 |
1106.00 |
-15.50 |
2,046 |
14,190 |
+1,971 |
| Dec04 |
040319 |
1115.50 |
1115.50 |
1104.70 |
1104.70 |
-15.50 |
1 |
709 |
+1 |
| Mar05 |
040319 |
1103.20 |
1103.20 |
1103.20 |
1103.20 |
-15.50 |
0 |
79 |
+0 |
| Total Volume and Open Interest |
114,036 |
681,343 |
-1,881 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040319 |
1123.00 |
1127.25 |
1106.50 |
1107.25 |
-15.50 |
837,275 |
438,778 |
+34,171 |
| Sep04 |
040319 |
1106.00 |
1106.00 |
1106.00 |
1106.00 |
-32.00 |
|
|
|
| Total Volume and Open Interest |
742,841 |
600,774 |
+10,062 |
| NASDAQ 100(CME) |
| Jun04 |
040319 |
1422.50 |
1429.00 |
1399.00 |
1400.00 |
-25.00 |
17,045 |
77,067 |
+2,964 |
| Sep04 |
040319 |
1402.50 |
1402.50 |
1402.50 |
1402.50 |
-25.00 |
0 |
12 |
+0 |
| Dec04 |
040319 |
1405.00 |
1405.00 |
1405.00 |
1405.00 |
|
|
|
|
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040319 |
1424.5 |
1432.0 |
1398.5 |
1400.0 |
-25.0 |
389,443 |
138,685 |
+3,446 |
| Sep04 |
040319 |
1402.5 |
1402.5 |
1402.5 |
1402.5 |
-70.5 |
|
|
|
| Total Volume and Open Interest |
377,470 |
241,883 |
|
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Jun04 |
040319 |
594.00 |
595.50 |
587.00 |
587.50 |
-6.90 |
1,622 |
14,617 |
+363 |
| Sep04 |
040319 |
587.50 |
587.50 |
587.50 |
587.50 |
-7.40 |
|
|
|
| Dec04 |
040319 |
587.50 |
587.50 |
587.50 |
587.50 |
-7.40 |
|
|
|
| Total Volume and Open Interest |
2,031 |
19,666 |
-71 |
| Russell 2000(CME) |
| Jun04 |
040319 |
573.75 |
574.50 |
566.00 |
566.75 |
-6.40 |
2,774 |
24,590 |
+569 |
| Sep04 |
040319 |
566.75 |
566.75 |
566.75 |
566.75 |
-6.90 |
0 |
1 |
+0 |
| Dec04 |
040319 |
566.75 |
566.75 |
566.75 |
566.75 |
-6.90 |
|
|
|
| Total Volume and Open Interest |
4,014 |
35,455 |
+207 |
| Value Line(KCBT) |
| Mar04 |
040319 |
1582.80 |
1582.80 |
1582.80 |
1582.80 |
+3.55 |
5 |
16 |
-5 |
| Total Volume and Open Interest |
15 |
50 |
+1 |
| Nikkei 225(CME) |
| Jun04 |
040319 |
11390 |
11420 |
11315 |
11330 |
-110 |
6,177 |
35,700 |
+1,065 |
| Sep04 |
040319 |
11330 |
11330 |
11330 |
11330 |
-110 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
6,177 |
35,720 |
+1,065 |
| Nikkei 225(SIMEX) |
| Jun04 |
040319 |
11360 |
11450 |
11325 |
11395 |
-25 |
24,938 |
178,436 |
+2,129 |
| Sep04 |
040319 |
11390 |
11390 |
11390 |
11390 |
-25 |
|
|
|
| Dec04 |
040319 |
11365 |
11365 |
11365 |
11365 |
-25 |
|
|
|
| Total Volume and Open Interest |
24,938 |
183,436 |
+2,129 |
| CAC 40(MATIF) |
| Mar04 |
040319 |
3626.0 |
3632.5 |
3593.5 |
3618.0 |
+25.0 |
78,231 |
603,435 |
+6,099 |
| Apr04 |
040319 |
3619.0 |
3627.5 |
3595.5 |
3618.0 |
+25.5 |
2,079 |
31,347 |
+11,682 |
| May04 |
040319 |
3551.5 |
3566.5 |
3551.5 |
3566.5 |
+23.5 |
0 |
750 |
+0 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040319 |
3862.0 |
3865.0 |
3804.0 |
3804.0 |
-27.0 |
193,695 |
205,977 |
-16,585 |
| Jun04 |
040319 |
3882.5 |
3885.0 |
3821.5 |
3829.0 |
-22.0 |
74,784 |
152,520 |
+17,538 |
| Sep04 |
040319 |
3918.5 |
3918.5 |
3845.0 |
3848.0 |
-22.5 |
7,273 |
6,556 |
+285 |
| Total Volume and Open Interest |
275,752 |
365,053 |
+1,238 |
| FT-SE 100(LIFFE) |
| Mar04 |
040319 |
4431.00 |
4434.00 |
4406.00 |
4414.50 |
+13.50 |
173,760 |
103,322 |
-28,722 |
| Jun04 |
040319 |
4429.50 |
4438.50 |
4411.00 |
4425.00 |
+15.00 |
142,813 |
370,508 |
+40,209 |
| Sep04 |
040319 |
4434.50 |
4434.50 |
4434.50 |
4434.50 |
+15.00 |
3,503 |
15,602 |
+277 |
| Total Volume and Open Interest |
321,076 |
509,405 |
+12,764 |
| SPI 200(SFE) |
| Mar04 |
040318 |
3446.0 |
3460.0 |
3444.0 |
3460.0 |
+22.0 |
39,419 |
186,548 |
-16,303 |
| Jun04 |
040319 |
3460.0 |
3460.0 |
3440.0 |
3453.0 |
+1.0 |
13,852 |
150,536 |
-3,825 |
| Sep04 |
040319 |
3458.0 |
3463.0 |
3451.0 |
3463.0 |
+1.0 |
25 |
2,802 |
+3 |
| Total Volume and Open Interest |
18,978 |
238,112 |
-108,091 |
| GSCI(CME) |
| Apr04 |
040319 |
285.25 |
286.90 |
285.15 |
286.80 |
+0.40 |
99 |
16,225 |
-257 |
| May04 |
040319 |
283.60 |
283.75 |
283.60 |
283.75 |
+0.25 |
0 |
101 |
+0 |
| Jun04 |
040319 |
281.00 |
281.00 |
281.00 |
281.00 |
+1.00 |
1 |
4 |
+0 |
| Total Volume and Open Interest |
100 |
16,330 |
-257 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040319 |
281.00 |
281.00 |
279.00 |
280.20 |
-1.30 |
140 |
766 |
-15 |
| Jun04 |
040319 |
281.00 |
281.00 |
279.00 |
279.70 |
-1.30 |
42 |
172 |
+23 |
| Aug04 |
040319 |
277.95 |
277.95 |
277.95 |
277.95 |
-1.30 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
182 |
942 |
+8 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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