|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon March 29, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May04 |
040329 |
1016.50 |
1017.00 |
1001.00 |
1013.00 |
unch |
36,801 |
134,230 |
-2,767 |
Jul04 |
040329 |
1006.00 |
1007.00 |
992.00 |
1003.75 |
+0.75 |
18,210 |
59,134 |
+2,074 |
Aug04 |
040329 |
969.00 |
969.00 |
956.00 |
963.50 |
-4.00 |
4,215 |
14,546 |
+40 |
Sep04 |
040329 |
858.00 |
860.00 |
847.00 |
853.50 |
-5.00 |
862 |
9,041 |
-135 |
Nov04 |
040329 |
766.50 |
767.00 |
755.00 |
763.75 |
-3.75 |
7,178 |
46,364 |
+399 |
Jan05 |
040329 |
764.00 |
764.00 |
756.00 |
761.00 |
-5.00 |
291 |
2,528 |
+105 |
Mar05 |
040329 |
757.00 |
757.00 |
746.00 |
754.00 |
-4.00 |
115 |
1,425 |
+57 |
Total Volume and Open Interest |
67,831 |
268,538 |
-165 |
Soybean Meal(CBOT) |
May04 |
040329 |
318.00 |
318.30 |
311.80 |
314.50 |
-2.40 |
8,088 |
72,636 |
-1,030 |
Jul04 |
040329 |
315.00 |
315.50 |
308.30 |
310.90 |
-2.20 |
6,164 |
43,921 |
-143 |
Aug04 |
040329 |
304.50 |
305.50 |
299.00 |
301.50 |
-2.30 |
1,971 |
16,189 |
+70 |
Sep04 |
040329 |
282.50 |
282.50 |
277.50 |
279.00 |
-2.50 |
615 |
15,101 |
-127 |
Oct04 |
040329 |
242.50 |
242.50 |
238.50 |
240.30 |
-2.20 |
652 |
8,865 |
+48 |
Dec04 |
040329 |
233.50 |
233.50 |
230.20 |
232.20 |
-1.30 |
2,555 |
21,637 |
-164 |
Jan05 |
040329 |
231.50 |
231.50 |
228.00 |
230.10 |
-1.00 |
204 |
2,535 |
+3 |
Mar05 |
040329 |
228.00 |
228.50 |
227.50 |
228.30 |
-1.10 |
170 |
1,631 |
+79 |
Total Volume and Open Interest |
20,799 |
184,993 |
-1,034 |
Soybean Oil(CBOT) |
May04 |
040329 |
33.35 |
33.50 |
32.81 |
33.39 |
+0.02 |
12,718 |
79,962 |
-1,607 |
Jul04 |
040329 |
33.15 |
33.30 |
32.61 |
33.27 |
+0.04 |
8,717 |
49,424 |
+211 |
Aug04 |
040329 |
32.90 |
33.05 |
32.45 |
33.05 |
+0.02 |
1,280 |
11,913 |
+32 |
Sep04 |
040329 |
32.31 |
32.31 |
31.75 |
32.30 |
-0.10 |
411 |
11,375 |
+71 |
Oct04 |
040329 |
30.00 |
30.15 |
29.80 |
30.13 |
-0.12 |
372 |
8,297 |
-44 |
Dec04 |
040329 |
28.96 |
28.96 |
28.60 |
28.78 |
-0.22 |
1,623 |
20,152 |
+232 |
Jan05 |
040329 |
28.30 |
28.55 |
28.30 |
28.35 |
-0.40 |
142 |
1,249 |
+141 |
Mar05 |
040329 |
28.10 |
28.10 |
28.10 |
28.10 |
-0.35 |
0 |
883 |
+0 |
Total Volume and Open Interest |
25,263 |
184,087 |
-964 |
Canola(WCE) |
May04 |
040329 |
433.5 |
433.5 |
429.2 |
431.0 |
-2.8 |
1,332 |
32,480 |
-487 |
Jul04 |
040329 |
438.0 |
438.0 |
433.5 |
435.2 |
-2.8 |
3,434 |
18,836 |
+990 |
Sep04 |
040329 |
379.0 |
379.0 |
379.0 |
379.0 |
unch |
0 |
10 |
+0 |
Nov04 |
040329 |
382.0 |
383.5 |
379.6 |
381.0 |
-1.5 |
1,535 |
24,762 |
+675 |
Jan05 |
040329 |
384.0 |
386.5 |
384.0 |
384.8 |
-0.7 |
274 |
644 |
+252 |
Total Volume and Open Interest |
6,575 |
76,804 |
+1,430 |
Corn(CBOT) |
May04 |
040329 |
306.00 |
306.50 |
301.75 |
305.00 |
-0.50 |
35,750 |
305,623 |
-6,930 |
Jul04 |
040329 |
310.00 |
310.25 |
306.00 |
309.75 |
unch |
17,070 |
141,923 |
+2,357 |
Sep04 |
040329 |
306.25 |
306.25 |
301.75 |
305.25 |
-0.25 |
2,196 |
28,467 |
+787 |
Dec04 |
040329 |
301.25 |
301.25 |
297.25 |
300.75 |
-1.00 |
20,084 |
207,533 |
+2,971 |
Mar05 |
040329 |
301.50 |
304.25 |
299.75 |
303.75 |
-0.25 |
413 |
15,916 |
-32 |
May05 |
040329 |
304.25 |
306.00 |
302.00 |
305.50 |
-0.50 |
74 |
1,537 |
-5 |
Total Volume and Open Interest |
76,294 |
708,872 |
-709 |
Wheat(CBOT) |
May04 |
040329 |
406.00 |
407.00 |
398.00 |
405.75 |
+0.50 |
12,736 |
92,814 |
-488 |
Jul04 |
040329 |
409.50 |
411.00 |
402.50 |
410.25 |
+0.50 |
7,037 |
48,741 |
+169 |
Sep04 |
040329 |
412.50 |
414.50 |
406.50 |
414.00 |
+1.25 |
372 |
7,715 |
-28 |
Dec04 |
040329 |
419.00 |
422.00 |
413.00 |
421.75 |
+1.25 |
485 |
12,999 |
+138 |
Mar05 |
040329 |
421.00 |
423.50 |
415.50 |
423.50 |
+2.50 |
66 |
799 |
-13 |
Total Volume and Open Interest |
20,731 |
163,440 |
-211 |
Wheat(KCBT) |
May04 |
040329 |
405.00 |
409.00 |
402.00 |
408.00 |
unch |
5,766 |
33,204 |
+182 |
Jul04 |
040329 |
409.00 |
412.50 |
405.00 |
412.00 |
+0.50 |
3,350 |
22,973 |
+660 |
Sep04 |
040329 |
413.50 |
417.00 |
410.50 |
416.25 |
+0.25 |
1,490 |
4,219 |
+522 |
Dec04 |
040329 |
422.00 |
425.00 |
418.00 |
424.00 |
+2.25 |
992 |
4,758 |
+276 |
Mar05 |
040329 |
425.00 |
426.50 |
425.00 |
426.50 |
-3.50 |
4 |
31 |
+1 |
Total Volume and Open Interest |
11,602 |
65,229 |
+1,640 |
Wheat(MGE) |
May04 |
040329 |
429.00 |
438.00 |
427.00 |
438.00 |
+6.25 |
1,523 |
19,021 |
-243 |
Jul04 |
040329 |
431.50 |
438.00 |
428.00 |
438.00 |
+5.25 |
752 |
8,044 |
+46 |
Sep04 |
040329 |
432.00 |
438.00 |
429.50 |
437.25 |
+4.00 |
763 |
6,604 |
-75 |
Dec04 |
040329 |
436.00 |
442.00 |
433.50 |
440.75 |
+3.75 |
397 |
5,172 |
+45 |
Mar05 |
040329 |
440.00 |
440.00 |
440.00 |
440.00 |
unch |
20 |
59 |
+12 |
Total Volume and Open Interest |
3,455 |
38,946 |
-215 |
Oats(CBOT) |
May04 |
040329 |
166.50 |
169.50 |
164.00 |
168.75 |
+3.00 |
919 |
5,703 |
-76 |
Jul04 |
040329 |
170.00 |
173.50 |
168.50 |
173.00 |
+3.25 |
368 |
3,104 |
-53 |
Sep04 |
040329 |
174.50 |
175.00 |
173.00 |
174.50 |
+1.00 |
131 |
924 |
+11 |
Dec04 |
040329 |
176.00 |
176.25 |
174.25 |
174.75 |
+0.50 |
141 |
2,663 |
+37 |
Total Volume and Open Interest |
1,570 |
12,408 |
-77 |
Rough Rice(CBOT) |
May04 |
040329 |
9.60 |
9.79 |
9.51 |
9.56 |
-0.07 |
558 |
4,569 |
-60 |
Jul04 |
040329 |
9.72 |
9.92 |
9.70 |
9.73 |
-0.07 |
95 |
797 |
+8 |
Sep04 |
040329 |
8.80 |
8.88 |
8.80 |
8.83 |
+0.03 |
6 |
283 |
+0 |
Nov04 |
040329 |
8.60 |
8.70 |
8.60 |
8.62 |
+0.02 |
34 |
812 |
-9 |
Total Volume and Open Interest |
713 |
6,529 |
-42 |
Live Cattle(CME) |
Apr04 |
040329 |
77.300 |
78.200 |
77.250 |
77.775 |
+0.575 |
2,689 |
22,381 |
-390 |
Jun04 |
040329 |
73.350 |
74.750 |
73.350 |
74.300 |
+0.675 |
4,547 |
56,653 |
+314 |
Aug04 |
040329 |
73.850 |
74.600 |
73.800 |
74.325 |
+0.550 |
1,314 |
16,323 |
+489 |
Oct04 |
040329 |
76.050 |
76.750 |
75.950 |
76.475 |
+0.325 |
612 |
14,289 |
+216 |
Dec04 |
040329 |
77.800 |
78.300 |
77.600 |
78.000 |
+0.150 |
101 |
5,610 |
+43 |
Feb05 |
040329 |
79.250 |
79.450 |
79.150 |
79.400 |
+0.100 |
34 |
2,938 |
+21 |
Total Volume and Open Interest |
9,299 |
118,319 |
+694 |
Feeder Cattle(CME) |
Apr04 |
040329 |
88.500 |
89.200 |
88.300 |
89.000 |
+0.300 |
297 |
2,240 |
+47 |
May04 |
040329 |
86.550 |
87.500 |
86.250 |
87.125 |
+0.500 |
779 |
5,844 |
-6 |
Aug04 |
040329 |
87.500 |
88.175 |
87.400 |
88.100 |
+0.350 |
290 |
4,010 |
+81 |
Sep04 |
040329 |
87.625 |
87.925 |
87.625 |
87.750 |
+0.150 |
12 |
513 |
+8 |
Oct04 |
040329 |
87.600 |
88.000 |
87.600 |
87.900 |
+0.250 |
35 |
667 |
-2 |
Nov04 |
040329 |
87.900 |
87.950 |
87.900 |
87.950 |
+0.150 |
1 |
113 |
-1 |
Jan05 |
040329 |
87.100 |
87.100 |
87.100 |
87.100 |
+0.200 |
1 |
4 |
+1 |
Total Volume and Open Interest |
1,415 |
13,391 |
-943 |
Lean Hogs(CME) |
Apr04 |
040329 |
66.850 |
68.150 |
66.400 |
68.125 |
+1.725 |
2,227 |
10,598 |
-1,192 |
May04 |
040329 |
66.750 |
68.700 |
66.750 |
68.700 |
+1.500 |
336 |
3,247 |
+94 |
Jun04 |
040329 |
71.750 |
73.775 |
71.300 |
73.775 |
+2.000 |
3,287 |
36,337 |
+315 |
Jul04 |
040329 |
68.000 |
70.250 |
67.800 |
70.150 |
+1.825 |
564 |
8,686 |
+48 |
Aug04 |
040329 |
65.750 |
67.450 |
65.350 |
67.300 |
+1.550 |
352 |
3,577 |
+88 |
Oct04 |
040329 |
56.875 |
57.650 |
56.650 |
57.325 |
+0.450 |
269 |
1,647 |
+28 |
Dec04 |
040329 |
55.650 |
56.300 |
55.650 |
56.000 |
+0.375 |
219 |
1,519 |
+73 |
Feb05 |
040329 |
58.850 |
59.500 |
58.850 |
59.450 |
+0.350 |
44 |
313 |
+21 |
Total Volume and Open Interest |
7,316 |
66,008 |
-510 |
Pork Bellies(CME) |
May04 |
040329 |
107.000 |
108.250 |
106.150 |
107.275 |
-0.800 |
946 |
2,695 |
+11 |
Jul04 |
040329 |
106.100 |
107.400 |
105.450 |
107.125 |
-0.525 |
219 |
828 |
-2 |
Aug04 |
040329 |
100.500 |
101.000 |
100.500 |
101.000 |
-0.100 |
14 |
55 |
+6 |
Feb05 |
040329 |
86.150 |
86.150 |
86.150 |
86.150 |
unch |
0 |
2 |
+0 |
Mar05 |
040329 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,196 |
3,583 |
-4 |
BFP Milk Class III(CME) |
Mar04 |
040329 |
14.30 |
14.40 |
14.30 |
14.40 |
+0.10 |
237 |
2,902 |
+19 |
Apr04 |
040329 |
18.45 |
18.55 |
18.37 |
18.53 |
-0.07 |
496 |
5,810 |
+131 |
May04 |
040329 |
17.86 |
18.05 |
17.83 |
18.04 |
+0.07 |
511 |
5,185 |
+69 |
Jun04 |
040329 |
17.13 |
17.20 |
17.00 |
17.17 |
+0.05 |
499 |
4,164 |
+19 |
Jul04 |
040329 |
15.87 |
16.00 |
15.75 |
16.00 |
+0.15 |
438 |
3,375 |
-20 |
Total Volume and Open Interest |
3,498 |
34,350 |
+284 |
Cocoa(NYBOT) |
May04 |
040329 |
1465 |
1476 |
1451 |
1471 |
-7 |
3,601 |
35,243 |
-309 |
Jul04 |
040329 |
1472 |
1479 |
1456 |
1475 |
-6 |
524 |
17,476 |
+127 |
Sep04 |
040329 |
1475 |
1481 |
1465 |
1481 |
-6 |
293 |
12,557 |
+58 |
Dec04 |
040329 |
1483 |
1491 |
1475 |
1491 |
-7 |
135 |
10,279 |
+105 |
Mar05 |
040329 |
1501 |
1501 |
1501 |
1501 |
-4 |
149 |
8,003 |
-15 |
May05 |
040329 |
1510 |
1511 |
1510 |
1511 |
-7 |
206 |
10,655 |
+173 |
Jul05 |
040329 |
1523 |
1523 |
1523 |
1523 |
-6 |
163 |
8,044 |
-39 |
Total Volume and Open Interest |
5,071 |
104,523 |
+100 |
Coffee "C"(NYBOT) |
May04 |
040329 |
71.95 |
73.05 |
71.75 |
72.40 |
+0.45 |
14,355 |
61,227 |
-2,375 |
Jul04 |
040329 |
74.25 |
75.25 |
74.10 |
74.60 |
+0.45 |
4,965 |
20,487 |
+1,838 |
Sep04 |
040329 |
76.50 |
76.95 |
76.50 |
76.65 |
+0.40 |
1,073 |
9,626 |
-148 |
Dec04 |
040329 |
79.10 |
79.90 |
78.90 |
79.25 |
+0.40 |
853 |
5,942 |
-120 |
Mar05 |
040329 |
81.70 |
81.75 |
81.50 |
81.75 |
+0.40 |
107 |
3,784 |
+19 |
May05 |
040329 |
83.10 |
83.10 |
83.10 |
83.10 |
+0.40 |
31 |
410 |
+6 |
Total Volume and Open Interest |
21,406 |
102,245 |
-773 |
Orange Juice(NYBOT) |
May04 |
040329 |
61.10 |
61.10 |
60.50 |
60.60 |
-0.20 |
745 |
22,463 |
-104 |
Jul04 |
040329 |
63.30 |
63.40 |
62.95 |
63.00 |
-0.20 |
238 |
5,961 |
+93 |
Sep04 |
040329 |
65.70 |
65.70 |
65.20 |
65.20 |
-0.50 |
78 |
1,549 |
+77 |
Nov04 |
040329 |
67.10 |
67.40 |
67.00 |
67.00 |
-0.55 |
78 |
1,346 |
+77 |
Jan05 |
040329 |
69.25 |
69.25 |
68.75 |
68.75 |
-0.50 |
74 |
469 |
+45 |
Total Volume and Open Interest |
1,426 |
33,960 |
+289 |
Sugar #11(NYBOT) |
May04 |
040329 |
6.13 |
6.23 |
6.06 |
6.08 |
-0.01 |
73,623 |
146,009 |
-22,508 |
Jul04 |
040329 |
6.32 |
6.43 |
6.26 |
6.28 |
-0.05 |
41,610 |
58,427 |
+4,315 |
Oct04 |
040329 |
6.42 |
6.53 |
6.40 |
6.42 |
-0.03 |
12,308 |
40,488 |
+550 |
Mar05 |
040329 |
6.53 |
6.62 |
6.50 |
6.54 |
-0.01 |
5,177 |
21,975 |
+872 |
May05 |
040329 |
6.50 |
6.57 |
6.49 |
6.49 |
unch |
1,673 |
10,489 |
-217 |
Total Volume and Open Interest |
136,492 |
288,623 |
-16,960 |
London Cocoa(LCE) |
Mar04 |
040316 |
835 |
837 |
826 |
826 |
-8 |
5,517 |
7,666 |
-494 |
May04 |
040329 |
872 |
872 |
850 |
859 |
-6 |
2,491 |
44,972 |
-627 |
Jul04 |
040329 |
867 |
868 |
849 |
858 |
-6 |
474 |
28,582 |
+24 |
Sep04 |
040329 |
878 |
880 |
860 |
870 |
-5 |
610 |
24,145 |
-21 |
Dec04 |
040329 |
895 |
895 |
880 |
886 |
-6 |
872 |
43,165 |
-247 |
Mar05 |
040329 |
909 |
909 |
895 |
902 |
-5 |
364 |
23,604 |
+96 |
May05 |
040329 |
913 |
913 |
913 |
913 |
-6 |
100 |
6,516 |
+43 |
Total Volume and Open Interest |
4,974 |
188,581 |
-681 |
London Coffee(LCE) |
Mar04 |
040329 |
678.00 |
680.00 |
678.00 |
678.00 |
+2.00 |
15 |
119 |
+15 |
May04 |
040329 |
715.00 |
720.00 |
714.00 |
715.00 |
+4.00 |
3,256 |
53,482 |
-1,219 |
Jul04 |
040329 |
733.00 |
739.00 |
732.00 |
735.00 |
+4.00 |
2,825 |
55,141 |
+1,214 |
Sep04 |
040329 |
754.00 |
757.00 |
750.00 |
752.00 |
+3.00 |
1,578 |
23,220 |
+384 |
Nov04 |
040329 |
770.00 |
770.00 |
768.00 |
768.00 |
+3.00 |
166 |
15,806 |
+29 |
Jan05 |
040329 |
784.00 |
784.00 |
784.00 |
784.00 |
+3.00 |
19 |
10,058 |
+12 |
Total Volume and Open Interest |
7,882 |
162,494 |
+458 |
London Sugar(LCE) |
Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
May04 |
040329 |
212.70 |
214.20 |
210.60 |
212.00 |
-0.50 |
5,804 |
21,230 |
-1,210 |
Aug04 |
040329 |
211.90 |
212.40 |
209.20 |
210.50 |
-1.00 |
2,395 |
21,519 |
+216 |
Oct04 |
040329 |
211.00 |
212.00 |
209.50 |
210.00 |
-1.30 |
1,118 |
8,190 |
-215 |
Dec04 |
040329 |
210.50 |
210.80 |
210.20 |
210.20 |
-1.30 |
84 |
4,044 |
+49 |
Total Volume and Open Interest |
9,562 |
61,883 |
-1,110 |
Cotton(NYBOT) |
May04 |
040329 |
64.75 |
65.70 |
64.30 |
65.55 |
+0.65 |
5,901 |
48,130 |
-1,091 |
Jul04 |
040329 |
66.40 |
67.35 |
66.15 |
67.18 |
+0.54 |
3,496 |
20,934 |
+834 |
Oct04 |
040329 |
67.70 |
67.95 |
67.70 |
67.95 |
+0.30 |
129 |
928 |
+29 |
Dec04 |
040329 |
68.70 |
69.00 |
68.10 |
68.93 |
+0.36 |
2,638 |
13,099 |
+375 |
Mar05 |
040329 |
70.80 |
70.95 |
70.30 |
70.95 |
+0.35 |
149 |
3,129 |
+89 |
May05 |
040329 |
71.45 |
71.45 |
71.45 |
71.45 |
+0.25 |
13 |
399 |
+6 |
Total Volume and Open Interest |
12,346 |
87,524 |
+262 |
Lumber(CME) |
May04 |
040329 |
378.0 |
382.4 |
375.5 |
379.0 |
+3.1 |
696 |
2,722 |
-2 |
Jul04 |
040329 |
365.6 |
369.9 |
365.1 |
366.9 |
+1.3 |
203 |
798 |
+22 |
Sep04 |
040329 |
355.9 |
357.0 |
354.9 |
355.5 |
+1.3 |
23 |
253 |
+6 |
Nov04 |
040329 |
332.5 |
337.1 |
332.4 |
337.1 |
+2.9 |
7 |
44 |
+3 |
Total Volume and Open Interest |
936 |
3,823 |
+35 |
Crude Oil(NYM) |
May04 |
040329 |
35.45 |
35.60 |
35.02 |
35.45 |
-0.28 |
105,337 |
191,635 |
-7,950 |
Jun04 |
040329 |
34.70 |
34.75 |
34.20 |
34.65 |
-0.22 |
43,023 |
79,410 |
+2,254 |
Jul04 |
040329 |
34.10 |
34.20 |
33.75 |
34.10 |
-0.21 |
12,366 |
45,266 |
+1,953 |
Aug04 |
040329 |
33.70 |
33.70 |
33.45 |
33.63 |
-0.19 |
5,801 |
28,269 |
+1,170 |
Sep04 |
040329 |
33.30 |
33.30 |
33.21 |
33.21 |
-0.18 |
3,631 |
30,677 |
-571 |
Oct04 |
040329 |
32.90 |
32.90 |
32.70 |
32.86 |
-0.17 |
1,660 |
25,549 |
+391 |
Nov04 |
040329 |
32.40 |
32.56 |
32.40 |
32.56 |
-0.17 |
306 |
18,729 |
-6 |
Dec04 |
040329 |
32.30 |
32.38 |
32.03 |
32.27 |
-0.17 |
8,912 |
61,353 |
-1,019 |
Jan05 |
040329 |
32.00 |
32.00 |
31.85 |
31.94 |
-0.17 |
1,005 |
17,653 |
+460 |
Feb05 |
040329 |
31.67 |
31.67 |
31.67 |
31.67 |
-0.17 |
4 |
7,651 |
-4 |
Mar05 |
040329 |
31.44 |
31.44 |
31.44 |
31.44 |
-0.17 |
0 |
8,117 |
+0 |
Apr05 |
040329 |
31.21 |
31.21 |
31.21 |
31.21 |
-0.18 |
0 |
5,468 |
+0 |
May05 |
040329 |
30.99 |
30.99 |
30.99 |
30.99 |
-0.19 |
110 |
2,609 |
-2 |
Jun05 |
040329 |
30.78 |
30.78 |
30.78 |
30.78 |
-0.20 |
1,769 |
18,327 |
+212 |
Jul05 |
040329 |
30.60 |
30.60 |
30.60 |
30.60 |
-0.20 |
25 |
3,883 |
-25 |
Aug05 |
040329 |
30.44 |
30.44 |
30.44 |
30.44 |
-0.19 |
0 |
2,435 |
+0 |
Total Volume and Open Interest |
188,801 |
651,051 |
-1,804 |
Heating Oil(NYM) |
Apr04 |
040329 |
88.90 |
89.50 |
87.25 |
88.47 |
-0.74 |
16,483 |
13,942 |
-3,093 |
May04 |
040329 |
88.00 |
88.60 |
86.40 |
87.71 |
-0.90 |
19,162 |
55,682 |
+823 |
Jun04 |
040329 |
87.20 |
87.25 |
85.70 |
86.71 |
-0.80 |
4,520 |
19,499 |
+359 |
Jul04 |
040329 |
86.00 |
86.60 |
85.40 |
86.11 |
-0.80 |
1,295 |
16,431 |
+361 |
Aug04 |
040329 |
86.30 |
86.55 |
85.80 |
85.96 |
-0.85 |
412 |
9,880 |
-71 |
Sep04 |
040329 |
86.35 |
86.41 |
86.35 |
86.41 |
-0.85 |
163 |
4,716 |
-11 |
Oct04 |
040329 |
87.50 |
87.50 |
87.00 |
87.06 |
-0.85 |
58 |
3,928 |
+10 |
Nov04 |
040329 |
87.75 |
88.50 |
87.20 |
87.71 |
-0.85 |
15 |
3,891 |
+7 |
Dec04 |
040329 |
89.00 |
89.05 |
87.70 |
88.36 |
-0.85 |
320 |
20,545 |
+26 |
Jan05 |
040329 |
89.25 |
89.25 |
88.71 |
88.71 |
-0.85 |
13 |
4,113 |
+6 |
Feb05 |
040329 |
89.00 |
89.00 |
88.36 |
88.36 |
-0.85 |
6 |
2,352 |
+6 |
Mar05 |
040329 |
86.25 |
86.25 |
85.66 |
85.66 |
-0.80 |
31 |
5,603 |
+22 |
Total Volume and Open Interest |
42,478 |
161,660 |
-1,555 |
Unleaded Gas(NYM) |
Apr04 |
040329 |
112.60 |
112.80 |
110.70 |
111.84 |
-1.06 |
20,637 |
19,058 |
-4,789 |
May04 |
040329 |
111.80 |
112.50 |
110.10 |
111.13 |
-1.33 |
24,503 |
71,798 |
+1,706 |
Jun04 |
040329 |
110.40 |
110.40 |
108.60 |
109.33 |
-1.33 |
5,180 |
19,125 |
+605 |
Jul04 |
040329 |
107.20 |
107.45 |
106.20 |
106.58 |
-1.33 |
1,883 |
9,928 |
-164 |
Aug04 |
040329 |
104.00 |
104.35 |
103.20 |
103.58 |
-1.33 |
884 |
7,508 |
+204 |
Sep04 |
040329 |
99.68 |
99.68 |
99.68 |
99.68 |
-1.43 |
317 |
12,255 |
+126 |
Oct04 |
040329 |
95.00 |
95.50 |
94.73 |
94.73 |
-1.43 |
23 |
3,479 |
+3 |
Nov04 |
040329 |
92.03 |
92.03 |
92.03 |
92.03 |
-1.43 |
0 |
869 |
+0 |
Dec04 |
040329 |
91.40 |
91.40 |
90.23 |
90.23 |
-1.43 |
104 |
3,201 |
+102 |
Jan05 |
040329 |
89.13 |
89.13 |
89.13 |
89.13 |
-1.43 |
85 |
2,009 |
+13 |
Feb05 |
040329 |
88.98 |
88.98 |
88.98 |
88.98 |
-1.43 |
50 |
1,574 |
+50 |
Mar05 |
040329 |
89.38 |
89.38 |
89.38 |
89.38 |
-1.43 |
0 |
90 |
+0 |
Total Volume and Open Interest |
53,666 |
150,894 |
-2,144 |
Natural Gas(NYM) |
Apr04 |
040329 |
5.360 |
5.395 |
5.340 |
5.365 |
-0.030 |
31,930 |
16,864 |
-6,417 |
May04 |
040329 |
5.465 |
5.500 |
5.440 |
5.482 |
-0.014 |
16,923 |
55,310 |
+1,610 |
Jun04 |
040329 |
5.530 |
5.560 |
5.515 |
5.550 |
-0.016 |
3,706 |
24,382 |
+301 |
Jul04 |
040329 |
5.590 |
5.640 |
5.575 |
5.610 |
-0.013 |
2,079 |
20,579 |
+125 |
Aug04 |
040329 |
5.620 |
5.650 |
5.600 |
5.635 |
-0.013 |
2,085 |
19,481 |
-62 |
Sep04 |
040329 |
5.590 |
5.630 |
5.580 |
5.607 |
-0.013 |
1,424 |
19,539 |
-67 |
Oct04 |
040329 |
5.600 |
5.640 |
5.600 |
5.629 |
-0.013 |
1,585 |
18,419 |
-128 |
Nov04 |
040329 |
5.780 |
5.810 |
5.780 |
5.802 |
-0.013 |
665 |
11,748 |
-26 |
Dec04 |
040329 |
5.965 |
5.985 |
5.950 |
5.974 |
-0.013 |
754 |
15,614 |
-21 |
Jan05 |
040329 |
6.090 |
6.110 |
6.070 |
6.104 |
-0.013 |
1,278 |
13,908 |
+192 |
Feb05 |
040329 |
6.040 |
6.060 |
6.020 |
6.054 |
-0.013 |
1,234 |
10,971 |
-82 |
Mar05 |
040329 |
5.850 |
5.870 |
5.820 |
5.854 |
-0.013 |
1,038 |
10,857 |
-65 |
Apr05 |
040329 |
5.260 |
5.260 |
5.240 |
5.254 |
-0.018 |
686 |
10,058 |
-118 |
May05 |
040329 |
5.110 |
5.139 |
5.110 |
5.139 |
-0.018 |
137 |
5,951 |
+75 |
Jun05 |
040329 |
5.152 |
5.152 |
5.152 |
5.152 |
-0.018 |
30 |
5,405 |
+43 |
Jul05 |
040329 |
5.230 |
5.230 |
5.182 |
5.182 |
-0.025 |
90 |
11,073 |
-61 |
Total Volume and Open Interest |
66,233 |
326,339 |
-4,470 |
Brent Crude Oil(IPE) |
May04 |
040329 |
31.61 |
31.76 |
31.40 |
31.74 |
-0.25 |
37,832 |
97,382 |
-2,377 |
Jun04 |
040329 |
31.35 |
31.50 |
31.20 |
31.43 |
-0.27 |
18,762 |
71,667 |
+1,207 |
Jul04 |
040329 |
31.09 |
31.20 |
30.95 |
31.16 |
-0.27 |
2,355 |
25,393 |
-164 |
Aug04 |
040329 |
30.87 |
30.90 |
30.70 |
30.90 |
-0.26 |
711 |
13,384 |
-38 |
Sep04 |
040329 |
30.53 |
30.64 |
30.45 |
30.64 |
-0.25 |
1,088 |
15,419 |
-137 |
Oct04 |
040329 |
30.37 |
30.38 |
30.25 |
30.38 |
-0.24 |
908 |
6,903 |
+376 |
Nov04 |
040329 |
30.12 |
30.12 |
30.12 |
30.12 |
-0.24 |
30 |
6,720 |
-30 |
Dec04 |
040329 |
29.85 |
29.90 |
29.73 |
29.87 |
-0.23 |
4,951 |
24,437 |
+3 |
Jan05 |
040329 |
29.58 |
29.58 |
29.58 |
29.58 |
-0.23 |
0 |
5,399 |
-35 |
Feb05 |
040329 |
29.33 |
29.33 |
29.33 |
29.33 |
-0.22 |
0 |
3,129 |
+0 |
Mar05 |
040329 |
29.10 |
29.11 |
29.10 |
29.11 |
-0.21 |
0 |
3,321 |
+0 |
Apr05 |
040329 |
28.90 |
28.93 |
28.90 |
28.93 |
-0.18 |
0 |
245 |
+0 |
Total Volume and Open Interest |
68,937 |
327,602 |
-870 |
Gas Oil(IPE) |
Apr04 |
040329 |
279.25 |
280.25 |
275.50 |
277.50 |
-5.00 |
11,095 |
43,985 |
-1,703 |
May04 |
040329 |
267.50 |
268.00 |
265.00 |
267.25 |
-1.75 |
9,013 |
34,049 |
+1,422 |
Jun04 |
040329 |
262.75 |
263.00 |
261.25 |
263.00 |
-1.75 |
1,901 |
21,199 |
-224 |
Jul04 |
040329 |
261.25 |
261.75 |
260.25 |
261.75 |
-1.75 |
225 |
8,607 |
-42 |
Aug04 |
040329 |
261.75 |
261.75 |
261.75 |
261.75 |
-1.75 |
100 |
7,128 |
+100 |
Sep04 |
040329 |
262.25 |
262.25 |
262.25 |
262.25 |
-1.75 |
0 |
6,961 |
+0 |
Oct04 |
040329 |
262.50 |
262.50 |
262.50 |
262.50 |
-1.75 |
0 |
5,751 |
+0 |
Nov04 |
040329 |
262.75 |
262.75 |
262.75 |
262.75 |
-1.75 |
0 |
4,315 |
+0 |
Dec04 |
040329 |
261.00 |
261.75 |
261.00 |
261.75 |
-2.00 |
0 |
15,790 |
+0 |
Jan05 |
040329 |
259.75 |
259.75 |
259.75 |
259.75 |
-2.00 |
0 |
2,480 |
+0 |
Total Volume and Open Interest |
23,134 |
164,318 |
-447 |
US Dollar Index(NYBOT) |
Jun04 |
040329 |
89.27 |
89.47 |
88.85 |
88.98 |
-0.30 |
1,642 |
9,958 |
-459 |
Sep04 |
040329 |
89.32 |
89.40 |
89.32 |
89.39 |
-0.30 |
1 |
2,036 |
+1 |
Dec04 |
040329 |
89.79 |
89.79 |
89.79 |
89.79 |
-0.30 |
0 |
38 |
+0 |
Total Volume and Open Interest |
1,643 |
12,032 |
-458 |
Australian Dollar(CME) |
Jun04 |
040329 |
73.74 |
74.25 |
73.71 |
73.98 |
+0.04 |
1,893 |
29,338 |
-446 |
Sep04 |
040329 |
73.20 |
73.20 |
73.20 |
73.20 |
+0.04 |
0 |
850 |
+0 |
Dec04 |
040329 |
72.42 |
72.42 |
72.42 |
72.42 |
+0.04 |
0 |
128 |
+0 |
Total Volume and Open Interest |
1,893 |
30,400 |
-446 |
British Pound(CME) |
Jun04 |
040329 |
180.48 |
181.03 |
180.26 |
180.50 |
+0.49 |
2,476 |
39,144 |
-1,104 |
Sep04 |
040329 |
178.98 |
178.98 |
178.98 |
178.98 |
+0.49 |
0 |
38 |
-1 |
Dec04 |
040329 |
177.46 |
177.46 |
177.46 |
177.46 |
+0.49 |
0 |
360 |
+0 |
Total Volume and Open Interest |
2,476 |
39,543 |
-1,105 |
Canadian Dollar(CME) |
Jun04 |
040329 |
75.70 |
76.42 |
75.69 |
76.21 |
+0.56 |
8,049 |
48,161 |
+1,267 |
Sep04 |
040329 |
75.58 |
76.20 |
75.58 |
76.06 |
+0.55 |
125 |
2,870 |
+78 |
Dec04 |
040329 |
75.43 |
76.00 |
75.43 |
75.93 |
+0.54 |
31 |
2,060 |
+6 |
Mar05 |
040329 |
75.81 |
75.81 |
75.81 |
75.81 |
+0.53 |
0 |
219 |
+0 |
Total Volume and Open Interest |
8,206 |
53,413 |
+1,351 |
Japanese Yen(CME) |
Jun04 |
040329 |
94.90 |
95.22 |
94.88 |
95.03 |
+0.44 |
8,723 |
96,283 |
+6,015 |
Sep04 |
040329 |
95.35 |
95.37 |
95.30 |
95.30 |
+0.44 |
0 |
352 |
+1 |
Dec04 |
040329 |
95.63 |
95.63 |
95.63 |
95.63 |
+0.44 |
0 |
55 |
+3 |
Total Volume and Open Interest |
8,723 |
96,691 |
+6,019 |
Swiss Franc(CME) |
Jun04 |
040329 |
77.94 |
78.16 |
77.80 |
77.89 |
-0.06 |
5,448 |
36,143 |
+2,833 |
Sep04 |
040329 |
78.21 |
78.21 |
78.05 |
78.05 |
-0.06 |
1 |
26 |
+1 |
Dec04 |
040329 |
78.23 |
78.23 |
78.23 |
78.23 |
-0.06 |
0 |
104 |
+0 |
Total Volume and Open Interest |
5,449 |
36,330 |
+2,834 |
EuroFX(CME) |
Jun04 |
040329 |
120.99 |
121.47 |
120.90 |
121.18 |
+0.26 |
11,195 |
100,903 |
-752 |
Sep04 |
040329 |
121.06 |
121.06 |
120.93 |
120.95 |
+0.26 |
10 |
870 |
+9 |
Dec04 |
040329 |
120.75 |
120.75 |
120.75 |
120.75 |
+0.26 |
5 |
431 |
+0 |
Total Volume and Open Interest |
11,225 |
102,340 |
-758 |
Mexican Peso(CME) |
Mar04 |
040315 |
9122.0 |
9122.0 |
9122.0 |
9122.0 |
+7.0 |
6,317 |
19,855 |
-3,174 |
Jun04 |
040329 |
8850.0 |
8890.0 |
8795.0 |
8800.0 |
-105.0 |
11,035 |
33,803 |
-4,191 |
Total Volume and Open Interest |
11,369 |
35,126 |
-3,857 |
30-Year T-Bonds(CBOT) |
Jun04 |
040329 |
114~00 |
114~06 |
113~06 |
113~17 |
-0~19 |
313,689 |
521,975 |
-21,232 |
Sep04 |
040329 |
112~13 |
112~16 |
111~28 |
112~04 |
-0~19 |
3,643 |
13,495 |
+1,212 |
Dec04 |
040329 |
110~23 |
110~23 |
110~23 |
110~23 |
-0~19 |
5 |
187 |
-4 |
Total Volume and Open Interest |
317,338 |
535,876 |
-20,023 |
Municipal Bonds(CBOT) |
Jun04 |
040329 |
104~07 |
104~07 |
103~28 |
103~31 |
-0~13 |
600 |
2,061 |
-310 |
Total Volume and Open Interest |
600 |
2,061 |
-310 |
10-Year T-Notes(CBOT) |
Jun04 |
040329 |
115~040 |
115~070 |
114~225 |
114~290 |
-0~100 |
681,366 |
1,202,373 |
-57,788 |
Sep04 |
040329 |
113~220 |
113~250 |
113~175 |
113~220 |
-0~110 |
5,108 |
21,349 |
+3,447 |
Total Volume and Open Interest |
686,474 |
1,223,802 |
-54,341 |
5-Year T-Notes(CBOT) |
Jun04 |
040329 |
113~090 |
113~095 |
113~020 |
113~065 |
-0~070 |
268,517 |
0 |
+0 |
Sep04 |
040329 |
112~060 |
112~060 |
112~035 |
112~035 |
-0~080 |
1,465 |
2,402 |
+2,211 |
Total Volume and Open Interest |
269,982 |
2,402 |
+2,211 |
2 Year T-Notes(CBOT) |
Jun04 |
040329 |
107~070 |
107~070 |
107~060 |
107~064 |
-0~009 |
2,667 |
151,915 |
-1,439 |
Total Volume and Open Interest |
3,198 |
162,742 |
-3,418 |
Eurodollars(CME) |
Jun04 |
040329 |
98.830 |
98.840 |
98.825 |
98.830 |
-0.010 |
52,987 |
834,514 |
-8,271 |
Sep04 |
040329 |
98.675 |
98.680 |
98.650 |
98.665 |
-0.020 |
93,633 |
866,736 |
+4,140 |
Dec04 |
040329 |
98.420 |
98.420 |
98.380 |
98.395 |
-0.035 |
168,148 |
743,993 |
-2,187 |
Mar05 |
040329 |
98.115 |
98.115 |
98.060 |
98.080 |
-0.050 |
173,734 |
556,580 |
-20,034 |
Jun05 |
040329 |
97.765 |
97.770 |
97.705 |
97.735 |
-0.050 |
83,166 |
450,407 |
+5,781 |
Sep05 |
040329 |
97.435 |
97.435 |
97.365 |
97.405 |
-0.050 |
37,353 |
355,104 |
+1,811 |
Dec05 |
040329 |
97.140 |
97.140 |
97.070 |
97.105 |
-0.055 |
36,699 |
250,304 |
+3,995 |
Mar06 |
040329 |
96.875 |
96.875 |
96.810 |
96.840 |
-0.060 |
24,259 |
213,320 |
+301 |
Jun06 |
040329 |
96.640 |
96.640 |
96.565 |
96.595 |
-0.065 |
18,446 |
151,556 |
+3,051 |
Sep06 |
040329 |
96.420 |
96.420 |
96.350 |
96.380 |
-0.070 |
10,806 |
162,026 |
+126 |
Dec06 |
040329 |
96.195 |
96.200 |
96.130 |
96.160 |
-0.075 |
10,277 |
123,489 |
-451 |
Mar07 |
040329 |
96.015 |
96.015 |
95.955 |
95.975 |
-0.080 |
9,740 |
101,782 |
+171 |
Total Volume and Open Interest |
763,240 |
5,427,439 |
-5,568 |
3-Mth Euro-Yen(CME) |
Mar04 |
040315 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
82 |
7,197 |
+0 |
Jun04 |
040329 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
2 |
10,653 |
-21 |
Sep04 |
040329 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
1 |
8,668 |
-486 |
Dec04 |
040329 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
3 |
7,735 |
-47 |
Mar05 |
040329 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
103 |
4,173 |
-227 |
Jun05 |
040329 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.02 |
65 |
1,239 |
-80 |
Sep05 |
040329 |
99.57 |
99.58 |
99.57 |
99.58 |
-0.02 |
0 |
2,189 |
-5 |
Dec05 |
040329 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.04 |
0 |
533 |
-2 |
Mar06 |
040329 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.04 |
0 |
294 |
+0 |
Jun06 |
040329 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.04 |
0 |
72 |
+0 |
Total Volume and Open Interest |
174 |
36,857 |
-868 |
3-Mth Euro-Yen(SIMEX) |
Jun04 |
040329 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
766 |
69,502 |
-5 |
Sep04 |
040329 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
1,536 |
39,872 |
+45 |
Dec04 |
040329 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
1,555 |
58,484 |
-166 |
Mar05 |
040329 |
99.77 |
99.77 |
99.76 |
99.76 |
-0.02 |
663 |
31,004 |
-108 |
Jun05 |
040329 |
99.70 |
99.70 |
99.69 |
99.69 |
-0.02 |
1,083 |
39,553 |
+440 |
Sep05 |
040329 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.03 |
2,079 |
34,973 |
+1,045 |
Dec05 |
040329 |
99.47 |
99.47 |
99.45 |
99.47 |
-0.03 |
926 |
8,360 |
+440 |
Mar06 |
040329 |
99.34 |
99.35 |
99.34 |
99.35 |
-0.04 |
305 |
8,023 |
+175 |
Total Volume and Open Interest |
8,913 |
301,054 |
+1,866 |
German Euro-Bund(EUREX) |
Jun04 |
040329 |
116.25 |
116.28 |
115.57 |
115.79 |
-0.54 |
777,730 |
1,032,013 |
-40,697 |
Sep04 |
040329 |
115.91 |
115.91 |
115.23 |
115.37 |
-0.59 |
1,289 |
4,886 |
+161 |
Dec04 |
040329 |
114.39 |
114.39 |
114.39 |
114.39 |
-0.58 |
809 |
1 |
+0 |
Total Volume and Open Interest |
779,828 |
1,036,900 |
-40,536 |
German Euro-Bobl(EUREX) |
Jun04 |
040329 |
112.98 |
113.06 |
112.57 |
112.72 |
-0.35 |
601,661 |
709,848 |
-5,560 |
Sep04 |
040329 |
112.41 |
112.41 |
112.14 |
112.14 |
-0.39 |
1,649 |
5,282 |
+1,101 |
Dec04 |
040329 |
111.22 |
111.22 |
111.22 |
111.22 |
-0.39 |
990 |
0 |
+0 |
Total Volume and Open Interest |
604,300 |
715,130 |
-4,459 |
Long Gilt(LIFFE) |
Mar04 |
040329 |
109~13 |
109~13 |
109~06 |
109~06 |
-0~18 |
86 |
11,871 |
-70 |
Jun04 |
040329 |
109~01 |
109~03 |
108~13 |
108~18 |
-0~27 |
32,511 |
162,868 |
-1,474 |
Total Volume and Open Interest |
32,597 |
174,739 |
-1,544 |
3-Mth Short Sterling(LIFFE) |
Jun04 |
040329 |
95.47 |
95.49 |
95.42 |
95.43 |
-0.05 |
36,084 |
234,696 |
-5,404 |
Sep04 |
040329 |
95.32 |
95.33 |
95.25 |
95.27 |
-0.08 |
29,498 |
188,429 |
+5,692 |
Dec04 |
040329 |
95.22 |
95.22 |
95.13 |
95.15 |
-0.10 |
35,376 |
185,776 |
+3,595 |
Total Volume and Open Interest |
135,445 |
1,105,538 |
+10,528 |
3-Mth Euribor(LIFFE) |
Jun04 |
040329 |
98.150 |
98.160 |
98.110 |
98.120 |
-0.045 |
221,660 |
692,091 |
+22,604 |
Sep04 |
040329 |
98.130 |
98.140 |
98.080 |
98.095 |
-0.060 |
137,741 |
513,617 |
+6,487 |
Dec04 |
040329 |
98.015 |
98.030 |
97.945 |
97.970 |
-0.075 |
181,615 |
536,730 |
+13,873 |
Total Volume and Open Interest |
776,951 |
2,971,877 |
+66,081 |
3-Mth Aus T-Bills(SFE) |
Jun04 |
040329 |
94.52 |
94.54 |
94.51 |
94.54 |
-0.03 |
16,048 |
177,178 |
+3,028 |
Sep04 |
040329 |
94.53 |
94.54 |
94.51 |
94.54 |
-0.05 |
6,537 |
112,342 |
-1,300 |
Dec04 |
040329 |
94.54 |
94.55 |
94.52 |
94.54 |
-0.07 |
2,269 |
64,243 |
+2,284 |
Mar05 |
040329 |
94.52 |
94.54 |
94.50 |
94.52 |
-0.08 |
383 |
31,021 |
-491 |
Jun05 |
040329 |
94.51 |
94.51 |
94.48 |
94.49 |
-0.08 |
308 |
17,155 |
-235 |
Sep05 |
040329 |
94.47 |
94.47 |
94.44 |
94.46 |
-0.08 |
333 |
11,245 |
+0 |
Dec05 |
040329 |
94.40 |
94.42 |
94.40 |
94.42 |
-0.08 |
83 |
8,482 |
-310 |
Mar06 |
040329 |
94.39 |
94.39 |
94.37 |
94.37 |
-0.10 |
404 |
3,173 |
+404 |
Jun06 |
040329 |
94.34 |
94.34 |
94.33 |
94.33 |
-0.10 |
54 |
1,564 |
+0 |
Sep06 |
040329 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.11 |
50 |
964 |
+0 |
Total Volume and Open Interest |
26,469 |
428,240 |
+3,380 |
10-Year Aus T-Bonds(SFE) |
Jun04 |
040329 |
94.57 |
94.57 |
94.50 |
94.53 |
-0.14 |
7,063 |
187,851 |
+1,874 |
Sep04 |
040329 |
94.53 |
94.53 |
94.53 |
94.53 |
-0.14 |
|
|
|
Total Volume and Open Interest |
7,063 |
187,851 |
+1,874 |
3-Year Aus T-Bonds(SFE) |
Jun04 |
040329 |
94.76 |
94.77 |
94.71 |
94.74 |
-0.10 |
23,498 |
414,333 |
-27,125 |
Sep04 |
040329 |
94.74 |
94.74 |
94.74 |
94.74 |
-0.10 |
|
|
|
Total Volume and Open Interest |
23,498 |
414,333 |
-27,125 |
Gold(CMX) |
Apr04 |
040329 |
421.5 |
421.8 |
416.6 |
417.1 |
-5.1 |
73,272 |
66,909 |
-22,397 |
Jun04 |
040329 |
422.8 |
422.8 |
417.6 |
418.2 |
-5.0 |
52,545 |
153,005 |
+26,029 |
Aug04 |
040329 |
422.7 |
423.7 |
419.0 |
419.1 |
-5.0 |
275 |
8,628 |
+85 |
Oct04 |
040329 |
420.0 |
420.0 |
420.0 |
420.0 |
-5.0 |
147 |
4,104 |
+17 |
Dec04 |
040329 |
425.9 |
425.9 |
420.9 |
420.9 |
-5.0 |
1,335 |
26,069 |
+16 |
Feb05 |
040329 |
421.9 |
421.9 |
421.9 |
421.9 |
-4.9 |
598 |
2,933 |
-16 |
Total Volume and Open Interest |
128,535 |
290,975 |
+3,955 |
Silver(CMX) |
Mar04 |
040329 |
770.0 |
770.0 |
761.5 |
761.5 |
-9.2 |
128 |
215 |
-21 |
May04 |
040329 |
767.5 |
770.5 |
760.5 |
762.5 |
-9.2 |
14,516 |
83,639 |
+77 |
Jul04 |
040329 |
769.5 |
772.0 |
762.0 |
763.5 |
-9.2 |
1,230 |
12,019 |
+410 |
Sep04 |
040329 |
768.5 |
768.5 |
764.5 |
764.5 |
-9.1 |
87 |
2,426 |
+85 |
Dec04 |
040329 |
772.0 |
772.5 |
764.0 |
765.1 |
-9.2 |
1,167 |
15,370 |
-45 |
Total Volume and Open Interest |
17,368 |
120,585 |
+615 |
Platinum(NYM) |
Apr04 |
040329 |
909.0 |
909.0 |
888.2 |
888.9 |
-23.2 |
2,614 |
2,261 |
-1,662 |
Jul04 |
040329 |
900.0 |
901.0 |
880.5 |
880.9 |
-22.7 |
2,497 |
6,522 |
+939 |
Oct04 |
040329 |
870.9 |
870.9 |
870.9 |
870.9 |
-22.7 |
2 |
203 |
+2 |
Jan05 |
040329 |
870.9 |
870.9 |
870.9 |
870.9 |
-22.7 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,113 |
8,988 |
-721 |
Palladium(NYME) |
Jun04 |
040329 |
287.00 |
293.00 |
287.00 |
288.90 |
-2.30 |
381 |
10,683 |
-57 |
Sep04 |
040329 |
292.00 |
292.00 |
289.90 |
289.90 |
-2.30 |
0 |
62 |
+0 |
Dec04 |
040329 |
295.00 |
295.00 |
290.40 |
290.40 |
-2.30 |
1 |
162 |
+1 |
Total Volume and Open Interest |
408 |
11,041 |
-30 |
Copper(CMX) |
Mar04 |
040329 |
136.40 |
136.60 |
135.50 |
135.95 |
+0.70 |
663 |
563 |
-170 |
May04 |
040329 |
135.80 |
136.50 |
135.20 |
135.80 |
+0.95 |
7,787 |
45,628 |
+435 |
Jul04 |
040329 |
134.50 |
135.30 |
134.10 |
134.75 |
+0.95 |
672 |
8,083 |
-84 |
Sep04 |
040329 |
132.20 |
132.20 |
131.40 |
131.90 |
+1.05 |
188 |
3,854 |
-115 |
Dec04 |
040329 |
128.80 |
129.50 |
128.35 |
128.35 |
+0.60 |
474 |
8,848 |
+333 |
Total Volume and Open Interest |
10,361 |
76,096 |
+501 |
DJIA Index(CBOT) |
Mar04 |
040318 |
10270 |
10325 |
10219 |
10308 |
+7 |
6,265 |
29,820 |
-1,052 |
Jun04 |
040329 |
10245 |
10325 |
10236 |
10311 |
+132 |
7,024 |
43,024 |
-223 |
Sep04 |
040329 |
10300 |
10300 |
10286 |
10286 |
+132 |
5 |
282 |
+4 |
Dec04 |
040329 |
10230 |
10268 |
10230 |
10268 |
+132 |
2 |
7 |
+2 |
Total Volume and Open Interest |
7,031 |
43,313 |
-217 |
S & P 500(CME) |
Jun04 |
040329 |
1112.50 |
1123.50 |
1112.50 |
1121.70 |
+15.60 |
30,644 |
563,804 |
-884 |
Sep04 |
040329 |
1121.30 |
1121.30 |
1120.30 |
1120.30 |
+15.50 |
150 |
18,388 |
-50 |
Dec04 |
040329 |
1117.00 |
1119.00 |
1117.00 |
1119.00 |
+15.60 |
70 |
810 |
+60 |
Mar05 |
040329 |
1118.40 |
1118.40 |
1118.40 |
1118.40 |
+16.20 |
0 |
84 |
+0 |
Total Volume and Open Interest |
30,864 |
583,218 |
-874 |
S & P 500 E-Mini(Globex) |
Jun04 |
040329 |
1106.00 |
1123.50 |
1106.00 |
1121.75 |
+15.75 |
554,179 |
467,022 |
-7,838 |
Sep04 |
040329 |
1108.00 |
1121.75 |
1108.00 |
1120.25 |
+15.50 |
91 |
254 |
+1 |
Total Volume and Open Interest |
554,270 |
467,276 |
-7,837 |
NASDAQ 100(CME) |
Jun04 |
040329 |
1430.00 |
1449.00 |
1429.50 |
1443.50 |
+24.00 |
13,338 |
78,269 |
+278 |
Sep04 |
040329 |
1446.00 |
1446.00 |
1446.00 |
1446.00 |
+24.00 |
0 |
12 |
+0 |
Dec04 |
040329 |
1445.00 |
1448.50 |
1445.00 |
1448.50 |
+24.00 |
|
|
|
Total Volume and Open Interest |
13,338 |
78,281 |
+278 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun04 |
040329 |
1420.5 |
1449.0 |
1420.0 |
1443.5 |
+24.0 |
246,789 |
170,525 |
+184 |
Sep04 |
040329 |
1435.0 |
1449.5 |
1434.0 |
1446.0 |
+24.0 |
9 |
173 |
+1 |
Total Volume and Open Interest |
246,798 |
170,698 |
+185 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Jun04 |
040329 |
592.00 |
598.75 |
592.00 |
598.75 |
+10.50 |
493 |
14,618 |
-96 |
Sep04 |
040329 |
598.75 |
598.75 |
598.75 |
598.75 |
+10.50 |
|
|
|
Dec04 |
040329 |
598.75 |
598.75 |
598.75 |
598.75 |
+10.50 |
|
|
|
Total Volume and Open Interest |
493 |
14,618 |
-96 |
Russell 2000(CME) |
Jun04 |
040329 |
575.00 |
584.00 |
575.00 |
583.25 |
+12.25 |
1,057 |
25,943 |
+109 |
Sep04 |
040329 |
583.25 |
583.25 |
583.25 |
583.25 |
+12.25 |
0 |
1 |
+0 |
Dec04 |
040329 |
583.25 |
583.25 |
583.25 |
583.25 |
+12.25 |
|
|
|
Total Volume and Open Interest |
1,057 |
25,944 |
+109 |
Value Line(KCBT) |
Jun04 |
040329 |
1583.00 |
1598.50 |
1583.00 |
1598.50 |
+27.50 |
0 |
38 |
+0 |
Total Volume and Open Interest |
0 |
38 |
+0 |
Nikkei 225(CME) |
Jun04 |
040329 |
11790 |
11940 |
11760 |
11920 |
+95 |
4,402 |
39,148 |
+278 |
Sep04 |
040329 |
11920 |
11920 |
11920 |
11920 |
+95 |
0 |
17 |
+0 |
Total Volume and Open Interest |
4,402 |
39,168 |
+278 |
Nikkei 225(SIMEX) |
Jun04 |
040329 |
11790 |
11850 |
11665 |
11740 |
+5 |
21,928 |
180,432 |
+2,198 |
Sep04 |
040329 |
11735 |
11735 |
11735 |
11735 |
+5 |
|
|
|
Dec04 |
040329 |
11710 |
11710 |
11710 |
11710 |
+5 |
|
|
|
Total Volume and Open Interest |
21,928 |
185,432 |
+2,198 |
CAC 40(MATIF) |
Mar04 |
040329 |
3593.5 |
3651.0 |
3584.5 |
3645.5 |
+49.0 |
87,698 |
680,615 |
-12,613 |
Apr04 |
040329 |
3594.0 |
3651.5 |
3587.0 |
3648.0 |
+50.5 |
12,770 |
86,811 |
+16,214 |
May04 |
040329 |
3543.0 |
3592.0 |
3536.5 |
3591.0 |
+45.0 |
289 |
1,152 |
-113 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Jun04 |
040329 |
3850.0 |
3911.0 |
3840.0 |
3905.0 |
+68.0 |
95,018 |
176,726 |
+5,670 |
Sep04 |
040329 |
3862.5 |
3926.5 |
3862.5 |
3923.5 |
+68.5 |
256 |
7,387 |
-4 |
Dec04 |
040329 |
3884.0 |
3945.5 |
3880.5 |
3942.5 |
+70.0 |
509 |
811 |
+276 |
Total Volume and Open Interest |
95,783 |
184,924 |
+5,942 |
FT-SE 100(LIFFE) |
Jun04 |
040329 |
4373.00 |
4431.00 |
4366.00 |
4422.50 |
+54.50 |
56,447 |
389,382 |
+8,052 |
Sep04 |
040329 |
4402.00 |
4432.00 |
4402.00 |
4432.00 |
+55.50 |
0 |
16,352 |
+0 |
Dec04 |
040329 |
4437.00 |
4457.00 |
4437.00 |
4457.00 |
+54.50 |
250 |
19,473 |
+0 |
Total Volume and Open Interest |
56,697 |
425,207 |
+8,052 |
SPI 200(SFE) |
Mar04 |
040318 |
3446.0 |
3460.0 |
3444.0 |
3460.0 |
+22.0 |
39,419 |
186,548 |
-16,303 |
Jun04 |
040329 |
3439.0 |
3439.0 |
3419.0 |
3420.0 |
-27.0 |
12,486 |
156,159 |
+432 |
Sep04 |
040329 |
3445.0 |
3445.0 |
3427.0 |
3427.0 |
-28.0 |
129 |
2,995 |
+130 |
Total Volume and Open Interest |
12,616 |
161,721 |
+563 |
GSCI(CME) |
Apr04 |
040329 |
276.90 |
277.00 |
275.35 |
276.50 |
-2.10 |
263 |
16,244 |
+79 |
May04 |
040329 |
275.00 |
275.90 |
274.55 |
275.25 |
-2.00 |
43 |
144 |
+40 |
Jun04 |
040329 |
272.50 |
273.00 |
272.50 |
273.00 |
-1.50 |
0 |
20 |
+0 |
Total Volume and Open Interest |
306 |
16,408 |
+119 |
Reuters CRB Index(NYBOT) |
Apr04 |
040329 |
278.00 |
278.50 |
276.75 |
277.05 |
-1.20 |
41 |
519 |
-43 |
Jun04 |
040329 |
278.50 |
279.25 |
277.70 |
277.80 |
-0.95 |
42 |
386 |
+23 |
Aug04 |
040329 |
276.50 |
276.50 |
276.00 |
276.30 |
-0.95 |
0 |
17 |
+0 |
Total Volume and Open Interest |
83 |
923 |
-20 |
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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