|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue March 30, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May04 |
040330 |
1014.00 |
1024.00 |
1012.00 |
1016.25 |
+3.25 |
29,447 |
132,469 |
-1,761 |
| Jul04 |
040330 |
1004.00 |
1013.50 |
1003.50 |
1008.00 |
+4.25 |
12,870 |
60,021 |
+887 |
| Aug04 |
040330 |
965.00 |
972.00 |
961.00 |
962.00 |
-1.50 |
2,404 |
14,524 |
-22 |
| Sep04 |
040330 |
855.00 |
858.50 |
849.00 |
850.50 |
-3.00 |
1,352 |
9,185 |
+144 |
| Nov04 |
040330 |
764.00 |
765.50 |
755.00 |
757.50 |
-6.25 |
6,793 |
46,458 |
+94 |
| Jan05 |
040330 |
761.00 |
764.00 |
755.00 |
755.00 |
-6.00 |
214 |
2,562 |
+34 |
| Mar05 |
040330 |
754.00 |
755.00 |
744.00 |
749.00 |
-5.00 |
110 |
1,422 |
-3 |
| Total Volume and Open Interest |
53,295 |
267,927 |
-611 |
| Soybean Meal(CBOT) |
| May04 |
040330 |
314.50 |
317.00 |
314.20 |
316.50 |
+2.00 |
7,982 |
71,305 |
-1,331 |
| Jul04 |
040330 |
311.80 |
313.90 |
310.90 |
313.60 |
+2.70 |
6,431 |
45,121 |
+1,200 |
| Aug04 |
040330 |
302.50 |
304.00 |
301.50 |
303.70 |
+2.20 |
2,079 |
16,578 |
+389 |
| Sep04 |
040330 |
279.50 |
282.00 |
279.50 |
281.00 |
+2.00 |
1,440 |
14,840 |
-261 |
| Oct04 |
040330 |
240.50 |
241.00 |
237.00 |
238.30 |
-2.00 |
637 |
9,076 |
+211 |
| Dec04 |
040330 |
232.50 |
232.50 |
228.00 |
228.30 |
-3.90 |
2,362 |
21,762 |
+125 |
| Jan05 |
040330 |
230.60 |
230.60 |
226.50 |
226.50 |
-3.60 |
160 |
2,608 |
+73 |
| Mar05 |
040330 |
229.00 |
229.00 |
224.50 |
225.80 |
-2.50 |
32 |
1,630 |
-1 |
| Total Volume and Open Interest |
21,182 |
185,416 |
+423 |
| Soybean Oil(CBOT) |
| May04 |
040330 |
33.45 |
34.17 |
33.05 |
33.11 |
-0.28 |
11,073 |
76,122 |
-3,840 |
| Jul04 |
040330 |
33.27 |
33.95 |
33.00 |
33.01 |
-0.26 |
9,008 |
48,252 |
-1,172 |
| Aug04 |
040330 |
33.05 |
33.55 |
32.75 |
32.75 |
-0.30 |
1,414 |
12,239 |
+326 |
| Sep04 |
040330 |
32.35 |
32.75 |
31.95 |
32.10 |
-0.20 |
1,298 |
11,017 |
-358 |
| Oct04 |
040330 |
30.10 |
30.75 |
30.05 |
30.13 |
unch |
866 |
8,293 |
-4 |
| Dec04 |
040330 |
28.86 |
29.30 |
28.60 |
28.68 |
-0.10 |
1,830 |
20,015 |
-137 |
| Jan05 |
040330 |
28.55 |
28.75 |
28.40 |
28.40 |
+0.05 |
103 |
1,247 |
-2 |
| Mar05 |
040330 |
28.20 |
28.20 |
28.00 |
28.00 |
-0.10 |
0 |
883 |
+0 |
| Total Volume and Open Interest |
25,592 |
178,900 |
-5,187 |
| Canola(WCE) |
| May04 |
040330 |
431.0 |
434.3 |
431.0 |
431.8 |
+0.8 |
2,981 |
31,124 |
-1,356 |
| Jul04 |
040330 |
435.2 |
438.5 |
435.0 |
436.0 |
+0.8 |
1,501 |
19,151 |
+315 |
| Sep04 |
040330 |
380.8 |
380.8 |
380.8 |
380.8 |
+1.8 |
0 |
10 |
+0 |
| Nov04 |
040330 |
381.0 |
383.7 |
381.0 |
382.0 |
+1.0 |
1,666 |
26,097 |
+1,335 |
| Jan05 |
040330 |
386.5 |
386.5 |
385.1 |
385.1 |
+0.3 |
219 |
822 |
+178 |
| Total Volume and Open Interest |
6,377 |
77,286 |
+482 |
| Corn(CBOT) |
| May04 |
040330 |
306.50 |
312.75 |
306.25 |
312.25 |
+7.25 |
29,638 |
298,994 |
-6,629 |
| Jul04 |
040330 |
311.00 |
317.50 |
310.50 |
317.25 |
+7.50 |
12,574 |
142,976 |
+1,053 |
| Sep04 |
040330 |
306.00 |
311.50 |
306.00 |
311.25 |
+6.00 |
2,538 |
29,338 |
+871 |
| Dec04 |
040330 |
301.50 |
307.50 |
301.25 |
306.75 |
+6.00 |
14,310 |
206,808 |
-725 |
| Mar05 |
040330 |
304.50 |
309.25 |
304.50 |
308.75 |
+5.00 |
1,430 |
16,165 |
+249 |
| May05 |
040330 |
306.50 |
310.00 |
306.50 |
309.50 |
+4.00 |
228 |
1,597 |
+60 |
| Total Volume and Open Interest |
61,627 |
704,127 |
-4,745 |
| Wheat(CBOT) |
| May04 |
040330 |
408.00 |
416.75 |
407.00 |
415.25 |
+9.50 |
13,915 |
93,710 |
+896 |
| Jul04 |
040330 |
411.50 |
421.00 |
411.50 |
420.25 |
+10.00 |
8,446 |
50,226 |
+1,485 |
| Sep04 |
040330 |
414.00 |
423.50 |
413.50 |
422.50 |
+8.50 |
545 |
7,581 |
-134 |
| Dec04 |
040330 |
420.50 |
432.00 |
420.50 |
431.25 |
+9.50 |
2,573 |
13,451 |
+452 |
| Mar05 |
040330 |
424.00 |
431.50 |
424.00 |
431.50 |
+8.00 |
76 |
790 |
-9 |
| Total Volume and Open Interest |
25,582 |
166,138 |
+2,698 |
| Wheat(KCBT) |
| May04 |
040330 |
409.00 |
419.00 |
408.50 |
418.50 |
+10.50 |
3,824 |
32,903 |
-301 |
| Jul04 |
040330 |
412.00 |
423.00 |
412.00 |
420.00 |
+8.00 |
1,980 |
23,420 |
+447 |
| Sep04 |
040330 |
416.50 |
427.00 |
416.50 |
426.00 |
+9.75 |
454 |
4,396 |
+177 |
| Dec04 |
040330 |
425.00 |
433.00 |
425.00 |
432.00 |
+8.00 |
182 |
4,890 |
+132 |
| Mar05 |
040330 |
436.00 |
436.00 |
435.00 |
435.00 |
+8.50 |
16 |
47 |
+16 |
| Total Volume and Open Interest |
6,456 |
65,700 |
+471 |
| Wheat(MGE) |
| May04 |
040330 |
438.00 |
445.00 |
438.00 |
444.50 |
+6.50 |
1,115 |
18,130 |
-891 |
| Jul04 |
040330 |
438.00 |
446.00 |
438.00 |
445.00 |
+7.00 |
654 |
7,976 |
-68 |
| Sep04 |
040330 |
438.00 |
447.50 |
438.00 |
446.25 |
+9.00 |
327 |
6,665 |
+61 |
| Dec04 |
040330 |
441.00 |
450.50 |
440.75 |
447.50 |
+6.75 |
229 |
5,337 |
+165 |
| Mar05 |
040330 |
445.00 |
445.00 |
445.00 |
445.00 |
+5.00 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
2,325 |
38,213 |
-733 |
| Oats(CBOT) |
| May04 |
040330 |
169.00 |
172.75 |
168.75 |
172.00 |
+3.25 |
615 |
5,726 |
+23 |
| Jul04 |
040330 |
174.25 |
177.50 |
174.00 |
177.00 |
+4.00 |
400 |
3,227 |
+123 |
| Sep04 |
040330 |
175.50 |
180.00 |
175.50 |
179.00 |
+4.50 |
82 |
918 |
-6 |
| Dec04 |
040330 |
176.50 |
181.00 |
176.50 |
179.25 |
+4.50 |
112 |
2,678 |
+15 |
| Total Volume and Open Interest |
1,209 |
12,563 |
+155 |
| Rough Rice(CBOT) |
| May04 |
040330 |
9.45 |
9.59 |
9.40 |
9.50 |
-0.06 |
194 |
4,485 |
-84 |
| Jul04 |
040330 |
9.63 |
9.78 |
9.60 |
9.68 |
-0.05 |
57 |
771 |
-26 |
| Sep04 |
040330 |
8.79 |
8.79 |
8.75 |
8.75 |
-0.08 |
10 |
281 |
-2 |
| Nov04 |
040330 |
8.60 |
8.60 |
8.55 |
8.57 |
-0.05 |
66 |
814 |
+2 |
| Total Volume and Open Interest |
354 |
6,419 |
-110 |
| Live Cattle(CME) |
| Apr04 |
040330 |
78.150 |
79.900 |
78.100 |
79.825 |
+2.050 |
3,579 |
21,332 |
-1,049 |
| Jun04 |
040330 |
74.650 |
76.200 |
74.600 |
76.150 |
+1.850 |
6,410 |
56,811 |
+158 |
| Aug04 |
040330 |
74.400 |
75.150 |
74.400 |
74.900 |
+0.575 |
1,833 |
16,136 |
-187 |
| Oct04 |
040330 |
76.525 |
76.900 |
76.525 |
76.675 |
+0.200 |
542 |
14,464 |
+175 |
| Dec04 |
040330 |
78.200 |
78.350 |
78.050 |
78.200 |
+0.200 |
224 |
5,614 |
+4 |
| Feb05 |
040330 |
79.400 |
79.700 |
79.400 |
79.600 |
+0.200 |
101 |
2,983 |
+45 |
| Total Volume and Open Interest |
12,698 |
117,456 |
-863 |
| Feeder Cattle(CME) |
| Apr04 |
040330 |
89.400 |
89.750 |
89.250 |
89.725 |
+0.725 |
378 |
2,316 |
+76 |
| May04 |
040330 |
87.450 |
87.900 |
87.400 |
87.475 |
+0.350 |
751 |
5,809 |
-35 |
| Aug04 |
040330 |
88.100 |
88.475 |
88.050 |
88.100 |
unch |
312 |
4,057 |
+47 |
| Sep04 |
040330 |
88.000 |
88.250 |
87.850 |
87.850 |
+0.100 |
6 |
516 |
+3 |
| Oct04 |
040330 |
88.000 |
88.250 |
87.550 |
87.850 |
-0.050 |
25 |
666 |
-1 |
| Nov04 |
040330 |
88.000 |
88.300 |
87.900 |
87.900 |
-0.050 |
2 |
113 |
+0 |
| Jan05 |
040330 |
87.100 |
87.100 |
87.100 |
87.100 |
unch |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,474 |
13,481 |
+90 |
| Lean Hogs(CME) |
| Apr04 |
040330 |
67.800 |
67.950 |
67.200 |
67.800 |
-0.325 |
2,664 |
10,421 |
-177 |
| May04 |
040330 |
68.800 |
68.800 |
68.100 |
68.575 |
-0.125 |
362 |
3,280 |
+33 |
| Jun04 |
040330 |
74.000 |
74.800 |
73.350 |
74.650 |
+0.875 |
4,123 |
37,975 |
+1,638 |
| Jul04 |
040330 |
70.200 |
70.200 |
69.350 |
70.200 |
+0.050 |
925 |
9,253 |
+567 |
| Aug04 |
040330 |
67.400 |
67.400 |
66.650 |
66.950 |
-0.350 |
529 |
3,790 |
+213 |
| Oct04 |
040330 |
57.150 |
57.300 |
56.700 |
57.025 |
-0.300 |
429 |
1,843 |
+196 |
| Dec04 |
040330 |
56.000 |
56.100 |
55.600 |
55.675 |
-0.325 |
204 |
1,570 |
+51 |
| Feb05 |
040330 |
58.950 |
59.200 |
58.750 |
58.750 |
-0.700 |
21 |
319 |
+6 |
| Total Volume and Open Interest |
9,258 |
68,536 |
+2,528 |
| Pork Bellies(CME) |
| May04 |
040330 |
107.600 |
108.725 |
105.500 |
108.200 |
+0.925 |
632 |
2,571 |
-124 |
| Jul04 |
040330 |
107.200 |
108.200 |
105.500 |
108.050 |
+0.925 |
123 |
826 |
-2 |
| Aug04 |
040330 |
101.000 |
103.300 |
100.600 |
103.300 |
+2.300 |
6 |
60 |
+5 |
| Feb05 |
040330 |
86.200 |
86.200 |
86.200 |
86.200 |
+0.050 |
0 |
2 |
+0 |
| Mar05 |
040330 |
86.300 |
86.300 |
86.300 |
86.300 |
-0.700 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
761 |
3,461 |
-122 |
| BFP Milk Class III(CME) |
| Mar04 |
040330 |
14.30 |
14.40 |
14.30 |
14.40 |
unch |
12 |
2,903 |
+1 |
| Apr04 |
040330 |
18.45 |
18.65 |
18.45 |
18.62 |
+0.09 |
273 |
5,852 |
+42 |
| May04 |
040330 |
18.00 |
18.60 |
18.00 |
18.47 |
+0.43 |
371 |
5,257 |
+72 |
| Jun04 |
040330 |
17.20 |
17.55 |
17.20 |
17.50 |
+0.33 |
284 |
4,191 |
+27 |
| Jul04 |
040330 |
16.07 |
16.60 |
16.07 |
16.54 |
+0.54 |
311 |
3,330 |
-45 |
| Total Volume and Open Interest |
2,111 |
34,542 |
+192 |
| Cocoa(NYBOT) |
| May04 |
040330 |
1468 |
1499 |
1465 |
1496 |
+25 |
2,854 |
35,412 |
+169 |
| Jul04 |
040330 |
1475 |
1502 |
1475 |
1498 |
+23 |
616 |
17,501 |
+25 |
| Sep04 |
040330 |
1480 |
1505 |
1479 |
1504 |
+23 |
229 |
12,654 |
+97 |
| Dec04 |
040330 |
1486 |
1513 |
1486 |
1513 |
+22 |
145 |
10,181 |
-98 |
| Mar05 |
040330 |
1505 |
1522 |
1505 |
1522 |
+21 |
13 |
8,000 |
-3 |
| May05 |
040330 |
1520 |
1531 |
1520 |
1531 |
+20 |
2 |
10,655 |
+0 |
| Jul05 |
040330 |
1541 |
1541 |
1541 |
1541 |
+18 |
13 |
8,031 |
-13 |
| Total Volume and Open Interest |
3,872 |
104,700 |
+177 |
| Coffee "C"(NYBOT) |
| May04 |
040330 |
72.40 |
73.40 |
71.90 |
73.30 |
+0.90 |
6,750 |
59,945 |
-1,282 |
| Jul04 |
040330 |
74.75 |
75.60 |
74.20 |
75.50 |
+0.90 |
1,850 |
21,003 |
+516 |
| Sep04 |
040330 |
76.70 |
77.60 |
76.30 |
77.60 |
+0.95 |
628 |
9,673 |
+47 |
| Dec04 |
040330 |
79.15 |
80.20 |
78.90 |
80.20 |
+0.95 |
124 |
5,967 |
+25 |
| Mar05 |
040330 |
81.60 |
82.75 |
81.60 |
82.70 |
+0.95 |
31 |
3,776 |
-8 |
| May05 |
040330 |
82.75 |
84.05 |
82.50 |
84.05 |
+0.95 |
0 |
410 |
+0 |
| Total Volume and Open Interest |
9,388 |
101,542 |
-703 |
| Orange Juice(NYBOT) |
| May04 |
040330 |
60.55 |
60.90 |
60.40 |
60.70 |
+0.10 |
640 |
22,322 |
-141 |
| Jul04 |
040330 |
62.75 |
63.00 |
62.75 |
62.90 |
-0.10 |
221 |
5,999 |
+38 |
| Sep04 |
040330 |
65.10 |
65.20 |
65.10 |
65.20 |
unch |
28 |
1,566 |
+17 |
| Nov04 |
040330 |
67.25 |
67.25 |
66.80 |
66.95 |
-0.05 |
147 |
1,478 |
+132 |
| Jan05 |
040330 |
68.75 |
68.75 |
68.70 |
68.70 |
-0.05 |
106 |
575 |
+106 |
| Total Volume and Open Interest |
1,277 |
34,123 |
+163 |
| Sugar #11(NYBOT) |
| May04 |
040330 |
6.11 |
6.33 |
6.10 |
6.32 |
+0.24 |
35,606 |
136,657 |
-9,352 |
| Jul04 |
040330 |
6.31 |
6.49 |
6.29 |
6.47 |
+0.19 |
17,387 |
58,188 |
-239 |
| Oct04 |
040330 |
6.46 |
6.55 |
6.44 |
6.52 |
+0.10 |
4,626 |
40,217 |
-271 |
| Mar05 |
040330 |
6.58 |
6.64 |
6.53 |
6.57 |
+0.03 |
4,019 |
22,692 |
+717 |
| May05 |
040330 |
6.54 |
6.58 |
6.52 |
6.55 |
+0.06 |
710 |
10,213 |
-276 |
| Total Volume and Open Interest |
62,760 |
279,313 |
-9,310 |
| London Cocoa(LCE) |
| Mar04 |
040316 |
835 |
837 |
826 |
826 |
-8 |
5,517 |
7,666 |
-494 |
| May04 |
040330 |
861 |
868 |
855 |
867 |
+8 |
1,247 |
44,608 |
-364 |
| Jul04 |
040330 |
863 |
867 |
860 |
865 |
+7 |
503 |
28,742 |
+160 |
| Sep04 |
040330 |
875 |
879 |
870 |
877 |
+7 |
563 |
23,949 |
-196 |
| Dec04 |
040330 |
892 |
895 |
887 |
893 |
+7 |
235 |
42,959 |
-206 |
| Mar05 |
040330 |
906 |
911 |
902 |
909 |
+7 |
698 |
23,586 |
-18 |
| May05 |
040330 |
919 |
920 |
917 |
920 |
+7 |
0 |
6,516 |
+0 |
| Total Volume and Open Interest |
3,248 |
187,957 |
-624 |
| London Coffee(LCE) |
| Mar04 |
040330 |
679.00 |
689.00 |
679.00 |
688.00 |
+10.00 |
22 |
122 |
+3 |
| May04 |
040330 |
716.00 |
722.00 |
716.00 |
721.00 |
+6.00 |
1,759 |
52,716 |
-766 |
| Jul04 |
040330 |
735.00 |
742.00 |
735.00 |
742.00 |
+7.00 |
1,046 |
55,174 |
+33 |
| Sep04 |
040330 |
754.00 |
758.00 |
754.00 |
758.00 |
+6.00 |
238 |
23,300 |
+80 |
| Nov04 |
040330 |
771.00 |
773.00 |
771.00 |
773.00 |
+5.00 |
53 |
15,850 |
+44 |
| Jan05 |
040330 |
784.00 |
789.00 |
784.00 |
789.00 |
+5.00 |
0 |
10,058 |
+0 |
| Total Volume and Open Interest |
3,118 |
161,888 |
-606 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
| May04 |
040330 |
212.00 |
217.40 |
212.00 |
216.50 |
+4.50 |
1,214 |
20,371 |
-859 |
| Aug04 |
040330 |
210.50 |
213.60 |
209.50 |
213.20 |
+2.70 |
938 |
21,430 |
-89 |
| Oct04 |
040330 |
209.30 |
212.30 |
209.00 |
211.60 |
+1.60 |
335 |
8,200 |
+10 |
| Dec04 |
040330 |
210.00 |
211.90 |
210.00 |
211.80 |
+1.60 |
73 |
4,033 |
-11 |
| Total Volume and Open Interest |
3,560 |
61,632 |
-251 |
| Cotton(NYBOT) |
| May04 |
040330 |
65.55 |
65.65 |
64.85 |
65.10 |
-0.45 |
5,740 |
48,425 |
+295 |
| Jul04 |
040330 |
67.05 |
67.23 |
66.60 |
66.90 |
-0.28 |
3,409 |
21,588 |
+654 |
| Oct04 |
040330 |
67.80 |
67.80 |
67.45 |
67.45 |
-0.50 |
7 |
930 |
+2 |
| Dec04 |
040330 |
68.70 |
68.75 |
68.30 |
68.36 |
-0.57 |
2,264 |
13,242 |
+143 |
| Mar05 |
040330 |
70.55 |
70.80 |
70.35 |
70.40 |
-0.55 |
385 |
3,358 |
+229 |
| May05 |
040330 |
70.85 |
70.85 |
70.85 |
70.85 |
-0.60 |
0 |
399 |
+0 |
| Total Volume and Open Interest |
11,885 |
88,927 |
+1,403 |
| Lumber(CME) |
| May04 |
040330 |
382.0 |
384.5 |
377.7 |
384.5 |
+5.5 |
547 |
2,738 |
+16 |
| Jul04 |
040330 |
368.9 |
371.5 |
366.0 |
371.0 |
+4.1 |
176 |
814 |
+16 |
| Sep04 |
040330 |
357.0 |
358.5 |
357.0 |
358.2 |
+2.7 |
18 |
254 |
+1 |
| Nov04 |
040330 |
337.7 |
338.9 |
337.7 |
338.9 |
+1.8 |
10 |
47 |
+3 |
| Total Volume and Open Interest |
753 |
3,860 |
+37 |
| Crude Oil(NYM) |
| May04 |
040330 |
35.90 |
36.45 |
35.85 |
36.25 |
+0.80 |
58,473 |
188,527 |
-3,108 |
| Jun04 |
040330 |
35.05 |
35.65 |
35.05 |
35.50 |
+0.85 |
31,543 |
80,801 |
+1,391 |
| Jul04 |
040330 |
34.65 |
35.03 |
34.55 |
34.91 |
+0.81 |
8,733 |
46,983 |
+1,717 |
| Aug04 |
040330 |
34.15 |
34.55 |
34.05 |
34.40 |
+0.77 |
3,773 |
28,263 |
-6 |
| Sep04 |
040330 |
33.65 |
34.05 |
33.65 |
33.95 |
+0.74 |
1,127 |
30,788 |
+111 |
| Oct04 |
040330 |
33.40 |
33.57 |
33.40 |
33.57 |
+0.71 |
139 |
25,595 |
+46 |
| Nov04 |
040330 |
33.00 |
33.22 |
33.00 |
33.22 |
+0.66 |
117 |
18,727 |
-2 |
| Dec04 |
040330 |
32.70 |
33.00 |
32.60 |
32.89 |
+0.62 |
4,503 |
60,419 |
-934 |
| Jan05 |
040330 |
32.40 |
32.54 |
32.25 |
32.54 |
+0.60 |
1,439 |
17,692 |
+39 |
| Feb05 |
040330 |
32.25 |
32.25 |
32.25 |
32.25 |
+0.58 |
100 |
7,726 |
+75 |
| Mar05 |
040330 |
31.75 |
31.99 |
31.75 |
31.99 |
+0.55 |
25 |
8,117 |
+0 |
| Apr05 |
040330 |
31.74 |
31.74 |
31.74 |
31.74 |
+0.53 |
0 |
5,468 |
+0 |
| May05 |
040330 |
31.50 |
31.50 |
31.50 |
31.50 |
+0.51 |
0 |
2,609 |
+0 |
| Jun05 |
040330 |
31.28 |
31.28 |
31.28 |
31.28 |
+0.50 |
847 |
18,732 |
+405 |
| Jul05 |
040330 |
31.07 |
31.07 |
31.07 |
31.07 |
+0.47 |
0 |
3,883 |
+0 |
| Aug05 |
040330 |
30.89 |
30.89 |
30.89 |
30.89 |
+0.45 |
0 |
2,435 |
+0 |
| Total Volume and Open Interest |
113,090 |
650,787 |
-264 |
| Heating Oil(NYM) |
| Apr04 |
040330 |
89.60 |
91.50 |
89.60 |
90.71 |
+2.24 |
14,026 |
10,448 |
-3,494 |
| May04 |
040330 |
89.00 |
90.90 |
89.00 |
90.24 |
+2.53 |
17,590 |
56,801 |
+1,119 |
| Jun04 |
040330 |
88.40 |
89.70 |
88.30 |
89.24 |
+2.53 |
6,170 |
20,546 |
+1,047 |
| Jul04 |
040330 |
87.50 |
88.95 |
87.50 |
88.59 |
+2.48 |
1,289 |
16,304 |
-127 |
| Aug04 |
040330 |
88.90 |
88.90 |
88.39 |
88.39 |
+2.43 |
776 |
9,809 |
-71 |
| Sep04 |
040330 |
89.00 |
89.00 |
88.79 |
88.79 |
+2.38 |
258 |
4,867 |
+151 |
| Oct04 |
040330 |
89.30 |
89.39 |
89.30 |
89.39 |
+2.33 |
53 |
3,907 |
-21 |
| Nov04 |
040330 |
88.70 |
90.50 |
88.70 |
89.99 |
+2.28 |
79 |
3,870 |
-21 |
| Dec04 |
040330 |
89.10 |
90.90 |
89.10 |
90.59 |
+2.23 |
916 |
20,555 |
+10 |
| Jan05 |
040330 |
90.45 |
90.89 |
90.45 |
90.89 |
+2.18 |
7 |
4,119 |
+6 |
| Feb05 |
040330 |
90.10 |
91.00 |
89.80 |
90.49 |
+2.13 |
4 |
2,354 |
+2 |
| Mar05 |
040330 |
87.00 |
87.79 |
86.95 |
87.79 |
+2.13 |
113 |
5,698 |
+95 |
| Total Volume and Open Interest |
41,288 |
160,362 |
-1,298 |
| Unleaded Gas(NYM) |
| Apr04 |
040330 |
112.50 |
116.00 |
112.50 |
115.62 |
+3.78 |
13,696 |
13,430 |
-5,628 |
| May04 |
040330 |
112.00 |
115.70 |
112.00 |
115.00 |
+3.87 |
19,263 |
71,510 |
-288 |
| Jun04 |
040330 |
110.35 |
113.60 |
110.30 |
113.00 |
+3.67 |
2,356 |
19,205 |
+80 |
| Jul04 |
040330 |
107.40 |
110.50 |
107.40 |
109.80 |
+3.22 |
331 |
9,922 |
-6 |
| Aug04 |
040330 |
105.00 |
107.00 |
105.00 |
106.45 |
+2.87 |
271 |
7,594 |
+86 |
| Sep04 |
040330 |
103.00 |
103.00 |
102.40 |
102.40 |
+2.72 |
145 |
12,301 |
+46 |
| Oct04 |
040330 |
98.20 |
98.20 |
97.30 |
97.30 |
+2.57 |
117 |
3,568 |
+89 |
| Nov04 |
040330 |
96.10 |
96.10 |
94.50 |
94.50 |
+2.47 |
0 |
869 |
+0 |
| Dec04 |
040330 |
90.60 |
94.00 |
90.60 |
92.60 |
+2.37 |
1 |
3,202 |
+1 |
| Jan05 |
040330 |
91.45 |
91.45 |
91.45 |
91.45 |
+2.32 |
0 |
2,009 |
+0 |
| Feb05 |
040330 |
91.30 |
91.30 |
91.30 |
91.30 |
+2.32 |
0 |
1,574 |
+0 |
| Mar05 |
040330 |
91.70 |
91.70 |
91.70 |
91.70 |
+2.32 |
0 |
90 |
+0 |
| Total Volume and Open Interest |
36,180 |
145,274 |
-5,620 |
| Natural Gas(NYM) |
| May04 |
040330 |
5.570 |
5.775 |
5.560 |
5.746 |
+0.264 |
18,626 |
56,594 |
+1,284 |
| Jun04 |
040330 |
5.640 |
5.840 |
5.635 |
5.808 |
+0.258 |
4,120 |
24,095 |
-287 |
| Jul04 |
040330 |
5.700 |
5.880 |
5.700 |
5.856 |
+0.246 |
6,253 |
21,698 |
+1,119 |
| Aug04 |
040330 |
5.725 |
5.900 |
5.720 |
5.878 |
+0.243 |
3,669 |
19,052 |
-429 |
| Sep04 |
040330 |
5.690 |
5.855 |
5.690 |
5.844 |
+0.237 |
707 |
19,619 |
+80 |
| Oct04 |
040330 |
5.700 |
5.880 |
5.700 |
5.860 |
+0.231 |
835 |
18,627 |
+208 |
| Nov04 |
040330 |
5.870 |
6.040 |
5.870 |
6.020 |
+0.218 |
329 |
11,920 |
+172 |
| Dec04 |
040330 |
6.060 |
6.200 |
6.060 |
6.179 |
+0.205 |
368 |
15,604 |
-10 |
| Jan05 |
040330 |
6.200 |
6.320 |
6.180 |
6.303 |
+0.199 |
755 |
13,764 |
-144 |
| Feb05 |
040330 |
6.150 |
6.248 |
6.150 |
6.248 |
+0.194 |
310 |
10,956 |
-15 |
| Mar05 |
040330 |
5.970 |
6.028 |
5.970 |
6.028 |
+0.174 |
274 |
10,839 |
-18 |
| Apr05 |
040330 |
5.330 |
5.380 |
5.330 |
5.378 |
+0.124 |
228 |
10,034 |
-24 |
| May05 |
040330 |
5.240 |
5.248 |
5.240 |
5.248 |
+0.109 |
7 |
5,951 |
+0 |
| Jun05 |
040330 |
5.220 |
5.261 |
5.220 |
5.261 |
+0.109 |
25 |
5,405 |
+0 |
| Jul05 |
040330 |
5.275 |
5.291 |
5.270 |
5.291 |
+0.109 |
27 |
11,070 |
-3 |
| Aug05 |
040330 |
5.270 |
5.294 |
5.270 |
5.294 |
+0.112 |
0 |
5,787 |
+0 |
| Total Volume and Open Interest |
63,253 |
313,863 |
-12,476 |
| Brent Crude Oil(IPE) |
| May04 |
040330 |
31.95 |
32.70 |
31.75 |
32.45 |
+0.71 |
25,639 |
98,175 |
+793 |
| Jun04 |
040330 |
31.72 |
32.40 |
31.56 |
32.15 |
+0.72 |
13,293 |
74,077 |
+2,410 |
| Jul04 |
040330 |
31.49 |
32.00 |
31.31 |
31.85 |
+0.69 |
3,676 |
25,796 |
+403 |
| Aug04 |
040330 |
31.20 |
31.70 |
31.08 |
31.55 |
+0.65 |
1,312 |
13,440 |
+56 |
| Sep04 |
040330 |
30.85 |
31.30 |
30.85 |
31.26 |
+0.62 |
735 |
15,295 |
-124 |
| Oct04 |
040330 |
30.58 |
30.98 |
30.52 |
30.98 |
+0.60 |
252 |
7,091 |
+188 |
| Nov04 |
040330 |
30.32 |
30.69 |
30.32 |
30.69 |
+0.57 |
0 |
6,720 |
+0 |
| Dec04 |
040330 |
30.00 |
30.60 |
29.98 |
30.40 |
+0.53 |
3,630 |
25,339 |
+902 |
| Jan05 |
040330 |
30.09 |
30.09 |
30.09 |
30.09 |
+0.51 |
0 |
5,399 |
+0 |
| Feb05 |
040330 |
29.80 |
29.80 |
29.80 |
29.80 |
+0.47 |
0 |
3,129 |
+0 |
| Mar05 |
040330 |
29.54 |
29.54 |
29.54 |
29.54 |
+0.43 |
500 |
3,821 |
+500 |
| Apr05 |
040330 |
29.30 |
29.30 |
29.30 |
29.30 |
+0.37 |
500 |
620 |
+375 |
| Total Volume and Open Interest |
51,087 |
333,405 |
+5,803 |
| Gas Oil(IPE) |
| Apr04 |
040330 |
278.50 |
287.00 |
277.75 |
286.75 |
+9.25 |
12,797 |
43,376 |
-609 |
| May04 |
040330 |
269.00 |
275.50 |
268.50 |
274.50 |
+7.25 |
8,023 |
34,442 |
+393 |
| Jun04 |
040330 |
264.50 |
270.50 |
264.50 |
269.50 |
+6.50 |
3,426 |
22,658 |
+1,459 |
| Jul04 |
040330 |
264.00 |
267.75 |
264.00 |
267.75 |
+6.00 |
276 |
8,709 |
+102 |
| Aug04 |
040330 |
265.00 |
267.50 |
265.00 |
267.50 |
+5.75 |
0 |
7,128 |
+0 |
| Sep04 |
040330 |
264.00 |
268.00 |
264.00 |
268.00 |
+5.75 |
0 |
6,961 |
+0 |
| Oct04 |
040330 |
268.50 |
268.50 |
268.50 |
268.50 |
+6.00 |
0 |
5,751 |
+0 |
| Nov04 |
040330 |
268.25 |
268.25 |
268.25 |
268.25 |
+5.50 |
0 |
4,315 |
+0 |
| Dec04 |
040330 |
263.00 |
267.25 |
263.00 |
267.25 |
+5.50 |
425 |
15,790 |
+0 |
| Jan05 |
040330 |
264.50 |
264.50 |
264.50 |
264.50 |
+4.75 |
0 |
2,480 |
+0 |
| Total Volume and Open Interest |
24,947 |
165,663 |
+1,345 |
| US Dollar Index(NYBOT) |
| Jun04 |
040330 |
88.73 |
88.87 |
88.50 |
88.78 |
-0.20 |
2,769 |
8,838 |
-1,120 |
| Sep04 |
040330 |
89.12 |
89.18 |
89.00 |
89.18 |
-0.21 |
5 |
2,037 |
+1 |
| Dec04 |
040330 |
89.59 |
89.59 |
89.59 |
89.59 |
-0.20 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
2,774 |
10,913 |
-1,119 |
| Australian Dollar(CME) |
| Jun04 |
040330 |
74.71 |
74.95 |
74.65 |
74.68 |
+0.70 |
1,321 |
29,322 |
-16 |
| Sep04 |
040330 |
73.92 |
73.92 |
73.90 |
73.90 |
+0.70 |
92 |
816 |
-34 |
| Dec04 |
040330 |
73.12 |
73.12 |
73.12 |
73.12 |
+0.70 |
0 |
128 |
+0 |
| Total Volume and Open Interest |
1,413 |
30,350 |
-50 |
| British Pound(CME) |
| Jun04 |
040330 |
181.28 |
181.80 |
181.26 |
181.37 |
+0.87 |
2,331 |
39,051 |
-93 |
| Sep04 |
040330 |
179.85 |
179.85 |
179.85 |
179.85 |
+0.87 |
0 |
38 |
+0 |
| Dec04 |
040330 |
178.33 |
178.33 |
178.33 |
178.33 |
+0.87 |
0 |
360 |
+0 |
| Total Volume and Open Interest |
2,331 |
39,450 |
-93 |
| Canadian Dollar(CME) |
| Jun04 |
040330 |
76.37 |
76.42 |
76.21 |
76.30 |
+0.09 |
15,787 |
58,465 |
+10,304 |
| Sep04 |
040330 |
76.20 |
76.20 |
76.08 |
76.14 |
+0.08 |
93 |
2,859 |
-11 |
| Dec04 |
040330 |
76.00 |
76.07 |
75.95 |
76.00 |
+0.07 |
66 |
2,069 |
+9 |
| Mar05 |
040330 |
75.92 |
75.92 |
75.88 |
75.88 |
+0.07 |
0 |
219 |
+0 |
| Total Volume and Open Interest |
15,981 |
63,729 |
+10,316 |
| Japanese Yen(CME) |
| Jun04 |
040330 |
94.86 |
94.98 |
94.75 |
94.90 |
-0.13 |
8,870 |
104,401 |
+8,118 |
| Sep04 |
040330 |
95.13 |
95.17 |
95.13 |
95.17 |
-0.13 |
69 |
372 |
+20 |
| Dec04 |
040330 |
95.70 |
95.70 |
95.35 |
95.50 |
-0.13 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
8,939 |
104,829 |
+8,138 |
| Swiss Franc(CME) |
| Jun04 |
040330 |
78.39 |
78.47 |
78.13 |
78.16 |
+0.27 |
1,524 |
35,866 |
-277 |
| Sep04 |
040330 |
78.32 |
78.32 |
78.32 |
78.32 |
+0.27 |
1 |
26 |
+0 |
| Dec04 |
040330 |
78.50 |
78.50 |
78.50 |
78.50 |
+0.27 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
1,525 |
36,053 |
-277 |
| EuroFX(CME) |
| Jun04 |
040330 |
121.73 |
121.90 |
121.36 |
121.50 |
+0.32 |
5,267 |
99,751 |
-1,152 |
| Sep04 |
040330 |
121.31 |
121.43 |
121.27 |
121.27 |
+0.32 |
49 |
890 |
+20 |
| Dec04 |
040330 |
121.26 |
121.26 |
121.08 |
121.08 |
+0.33 |
10 |
442 |
+11 |
| Total Volume and Open Interest |
5,327 |
101,220 |
-1,120 |
| Mexican Peso(CME) |
| Mar04 |
040315 |
9122.0 |
9122.0 |
9122.0 |
9122.0 |
+7.0 |
6,317 |
19,855 |
-3,174 |
| Jun04 |
040330 |
8795.0 |
8850.0 |
8790.0 |
8840.0 |
+40.0 |
15,868 |
29,206 |
-4,597 |
| Total Volume and Open Interest |
17,029 |
31,144 |
-3,982 |
| 30-Year T-Bonds(CBOT) |
| Jun04 |
040330 |
113~18 |
113~29 |
113~11 |
113~12 |
-0~05 |
232,533 |
505,033 |
-16,942 |
| Sep04 |
040330 |
112~13 |
112~13 |
111~31 |
111~31 |
-0~05 |
618 |
13,434 |
-61 |
| Dec04 |
040330 |
111~17 |
111~17 |
110~18 |
110~18 |
-0~05 |
0 |
187 |
+0 |
| Total Volume and Open Interest |
233,151 |
518,873 |
-17,003 |
| Municipal Bonds(CBOT) |
| Jun04 |
040330 |
104~00 |
104~03 |
103~23 |
103~26 |
-0~05 |
251 |
2,061 |
+0 |
| Total Volume and Open Interest |
251 |
2,061 |
+0 |
| 10-Year T-Notes(CBOT) |
| Jun04 |
040330 |
114~300 |
115~060 |
114~265 |
114~270 |
-0~020 |
617,124 |
1,275,920 |
+73,547 |
| Sep04 |
040330 |
113~285 |
113~305 |
113~200 |
113~200 |
-0~020 |
1,526 |
21,769 |
+420 |
| Total Volume and Open Interest |
618,650 |
1,297,691 |
+73,889 |
| 5-Year T-Notes(CBOT) |
| Jun04 |
040330 |
113~125 |
113~135 |
113~050 |
113~055 |
-0~010 |
223,738 |
0 |
+0 |
| Sep04 |
040330 |
112~020 |
112~020 |
112~020 |
112~020 |
-0~015 |
567 |
3,152 |
+750 |
| Total Volume and Open Interest |
224,305 |
3,152 |
+750 |
| 2 Year T-Notes(CBOT) |
| Jun04 |
040330 |
107~072 |
107~072 |
107~060 |
107~061 |
-0~003 |
2,726 |
153,470 |
+1,555 |
| Total Volume and Open Interest |
3,389 |
164,216 |
+1,474 |
| Eurodollars(CME) |
| Jun04 |
040330 |
98.835 |
98.840 |
98.825 |
98.830 |
unch |
64,104 |
826,092 |
-8,422 |
| Sep04 |
040330 |
98.680 |
98.680 |
98.650 |
98.655 |
-0.010 |
91,451 |
853,675 |
-13,061 |
| Dec04 |
040330 |
98.415 |
98.425 |
98.370 |
98.375 |
-0.020 |
155,289 |
708,396 |
-35,597 |
| Mar05 |
040330 |
98.120 |
98.120 |
98.055 |
98.065 |
-0.015 |
169,307 |
523,178 |
-33,402 |
| Jun05 |
040330 |
97.775 |
97.780 |
97.715 |
97.720 |
-0.015 |
75,821 |
444,426 |
-5,981 |
| Sep05 |
040330 |
97.440 |
97.455 |
97.385 |
97.395 |
-0.010 |
39,922 |
351,268 |
-3,836 |
| Dec05 |
040330 |
97.145 |
97.155 |
97.090 |
97.095 |
-0.010 |
32,978 |
250,285 |
-19 |
| Mar06 |
040330 |
96.890 |
96.900 |
96.835 |
96.835 |
-0.005 |
25,260 |
215,523 |
+2,203 |
| Jun06 |
040330 |
96.645 |
96.655 |
96.590 |
96.595 |
unch |
19,120 |
149,453 |
-2,103 |
| Sep06 |
040330 |
96.430 |
96.430 |
96.370 |
96.370 |
-0.010 |
15,018 |
161,891 |
-135 |
| Dec06 |
040330 |
96.220 |
96.220 |
96.155 |
96.155 |
-0.005 |
17,232 |
119,557 |
-3,932 |
| Mar07 |
040330 |
96.030 |
96.035 |
95.965 |
95.965 |
-0.010 |
12,603 |
102,031 |
+249 |
| Total Volume and Open Interest |
745,247 |
5,324,929 |
-102,510 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040315 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
82 |
7,197 |
+0 |
| Jun04 |
040330 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.01 |
0 |
10,653 |
+0 |
| Sep04 |
040330 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
0 |
8,564 |
-104 |
| Dec04 |
040330 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.01 |
100 |
7,423 |
-312 |
| Mar05 |
040330 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.01 |
903 |
5,008 |
+835 |
| Jun05 |
040330 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
1,863 |
3,257 |
+2,018 |
| Sep05 |
040330 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.01 |
35 |
2,220 |
+31 |
| Dec05 |
040330 |
99.50 |
99.50 |
99.49 |
99.49 |
+0.03 |
0 |
533 |
+0 |
| Mar06 |
040330 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
294 |
+0 |
| Jun06 |
040330 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
72 |
+0 |
| Total Volume and Open Interest |
2,901 |
39,325 |
+2,468 |
| 3-Mth Euro-Yen(SIMEX) |
| Jun04 |
040330 |
99.92 |
99.92 |
99.91 |
99.92 |
+0.01 |
151 |
69,438 |
-64 |
| Sep04 |
040330 |
99.88 |
99.89 |
99.88 |
99.89 |
+0.01 |
564 |
39,533 |
-339 |
| Dec04 |
040330 |
99.85 |
99.86 |
99.85 |
99.86 |
+0.01 |
2,995 |
59,052 |
+568 |
| Mar05 |
040330 |
99.76 |
99.78 |
99.76 |
99.78 |
+0.02 |
1,734 |
31,632 |
+628 |
| Jun05 |
040330 |
99.69 |
99.71 |
99.69 |
99.71 |
+0.02 |
3,732 |
39,612 |
+59 |
| Sep05 |
040330 |
99.58 |
99.60 |
99.58 |
99.60 |
+0.02 |
947 |
35,004 |
+31 |
| Dec05 |
040330 |
99.48 |
99.50 |
99.48 |
99.48 |
+0.01 |
2,562 |
9,919 |
+1,559 |
| Mar06 |
040330 |
99.37 |
99.37 |
99.36 |
99.36 |
+0.01 |
103 |
7,985 |
-38 |
| Total Volume and Open Interest |
12,788 |
303,458 |
+2,404 |
| German Euro-Bund(EUREX) |
| Jun04 |
040330 |
115.89 |
115.94 |
115.75 |
115.87 |
+0.08 |
1,150,394 |
1,039,363 |
+7,350 |
| Sep04 |
040330 |
115.48 |
115.52 |
115.34 |
115.47 |
+0.10 |
3,072 |
4,942 |
+56 |
| Dec04 |
040330 |
114.47 |
114.47 |
114.47 |
114.47 |
+0.08 |
490 |
1 |
+0 |
| Total Volume and Open Interest |
1,153,956 |
1,044,306 |
+7,406 |
| German Euro-Bobl(EUREX) |
| Jun04 |
040330 |
112.77 |
112.86 |
112.68 |
112.76 |
+0.04 |
674,928 |
692,354 |
-17,494 |
| Sep04 |
040330 |
112.17 |
112.17 |
112.17 |
112.17 |
+0.03 |
1,841 |
5,324 |
+42 |
| Dec04 |
040330 |
111.26 |
111.26 |
111.26 |
111.26 |
+0.04 |
167 |
0 |
+0 |
| Total Volume and Open Interest |
676,936 |
697,678 |
-17,452 |
| Long Gilt(LIFFE) |
| Jun04 |
040330 |
108~24 |
108~24 |
108~13 |
108~17 |
-0~01 |
59,319 |
150,994 |
-11,874 |
| Sep04 |
040330 |
108~07 |
108~07 |
108~07 |
108~07 |
-0~01 |
|
|
|
| Total Volume and Open Interest |
59,468 |
162,822 |
-11,917 |
| 3-Mth Short Sterling(LIFFE) |
| Jun04 |
040330 |
95.43 |
95.46 |
95.43 |
95.45 |
+0.02 |
75,203 |
228,495 |
-6,201 |
| Sep04 |
040330 |
95.28 |
95.31 |
95.26 |
95.28 |
+0.01 |
59,871 |
193,731 |
+5,302 |
| Dec04 |
040330 |
95.15 |
95.18 |
95.13 |
95.15 |
unch |
87,798 |
194,123 |
+8,347 |
| Total Volume and Open Interest |
302,825 |
1,109,516 |
+3,978 |
| 3-Mth Euribor(LIFFE) |
| Jun04 |
040330 |
98.125 |
98.155 |
98.125 |
98.145 |
+0.025 |
195,290 |
694,404 |
+2,313 |
| Sep04 |
040330 |
98.105 |
98.135 |
98.105 |
98.125 |
+0.030 |
136,742 |
494,205 |
-19,412 |
| Dec04 |
040330 |
97.985 |
98.015 |
97.985 |
98.000 |
+0.030 |
212,277 |
535,296 |
-1,434 |
| Total Volume and Open Interest |
884,860 |
2,934,475 |
-37,402 |
| 3-Mth Aus T-Bills(SFE) |
| Jun04 |
040330 |
94.55 |
94.56 |
94.52 |
94.53 |
-0.01 |
17,542 |
177,771 |
+593 |
| Sep04 |
040330 |
94.55 |
94.56 |
94.52 |
94.53 |
-0.01 |
15,688 |
112,646 |
+304 |
| Dec04 |
040330 |
94.54 |
94.55 |
94.52 |
94.53 |
-0.01 |
7,292 |
66,737 |
+2,494 |
| Mar05 |
040330 |
94.51 |
94.51 |
94.49 |
94.50 |
-0.02 |
3,557 |
32,528 |
+1,507 |
| Jun05 |
040330 |
94.47 |
94.47 |
94.45 |
94.47 |
-0.02 |
2,443 |
18,000 |
+845 |
| Sep05 |
040330 |
94.42 |
94.42 |
94.41 |
94.42 |
-0.04 |
821 |
11,577 |
+332 |
| Dec05 |
040330 |
94.37 |
94.39 |
94.37 |
94.37 |
-0.05 |
388 |
8,481 |
-1 |
| Mar06 |
040330 |
94.35 |
94.35 |
94.32 |
94.33 |
-0.04 |
89 |
3,123 |
-50 |
| Jun06 |
040330 |
94.27 |
94.29 |
94.27 |
94.29 |
-0.04 |
40 |
1,604 |
+40 |
| Sep06 |
040330 |
94.24 |
94.25 |
94.24 |
94.25 |
-0.04 |
0 |
964 |
+0 |
| Total Volume and Open Interest |
47,860 |
434,304 |
+6,064 |
| 10-Year Aus T-Bonds(SFE) |
| Jun04 |
040330 |
94.51 |
94.51 |
94.47 |
94.48 |
-0.04 |
38,645 |
201,888 |
+14,037 |
| Sep04 |
040330 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
38,645 |
201,888 |
+14,037 |
| 3-Year Aus T-Bonds(SFE) |
| Jun04 |
040330 |
94.71 |
94.73 |
94.69 |
94.71 |
-0.03 |
102,283 |
469,764 |
+55,431 |
| Sep04 |
040330 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
102,283 |
469,764 |
+55,431 |
| Gold(CMX) |
| Apr04 |
040330 |
421.5 |
422.2 |
419.4 |
421.7 |
+4.6 |
64,296 |
35,881 |
-31,028 |
| Jun04 |
040330 |
422.3 |
423.4 |
420.5 |
422.8 |
+4.6 |
74,046 |
185,133 |
+32,128 |
| Aug04 |
040330 |
423.0 |
424.5 |
422.5 |
423.8 |
+4.7 |
468 |
8,617 |
-11 |
| Oct04 |
040330 |
424.8 |
425.4 |
424.0 |
424.7 |
+4.7 |
528 |
4,565 |
+461 |
| Dec04 |
040330 |
424.1 |
426.3 |
423.3 |
425.6 |
+4.7 |
1,893 |
27,142 |
+1,073 |
| Feb05 |
040330 |
425.2 |
426.6 |
425.2 |
426.6 |
+4.7 |
150 |
2,883 |
-50 |
| Total Volume and Open Interest |
141,931 |
294,074 |
+3,099 |
| Silver(CMX) |
| May04 |
040330 |
765.5 |
779.5 |
765.5 |
777.5 |
+15.0 |
7,829 |
81,596 |
-2,043 |
| Jul04 |
040330 |
770.5 |
780.0 |
767.5 |
778.6 |
+15.1 |
300 |
12,077 |
+58 |
| Sep04 |
040330 |
776.0 |
780.0 |
776.0 |
779.6 |
+15.1 |
63 |
2,436 |
+10 |
| Dec04 |
040330 |
768.0 |
782.0 |
768.0 |
780.2 |
+15.1 |
253 |
15,355 |
-15 |
| Mar05 |
040330 |
780.6 |
780.6 |
780.6 |
780.6 |
+15.0 |
4 |
2,173 |
+2 |
| Total Volume and Open Interest |
8,709 |
118,426 |
-2,159 |
| Platinum(NYM) |
| Apr04 |
040330 |
892.0 |
898.0 |
892.0 |
896.9 |
+8.0 |
2,677 |
992 |
-1,269 |
| Jul04 |
040330 |
882.0 |
889.8 |
880.2 |
888.4 |
+7.5 |
2,366 |
7,318 |
+796 |
| Oct04 |
040330 |
878.4 |
878.4 |
878.4 |
878.4 |
+7.5 |
0 |
203 |
+0 |
| Jan05 |
040330 |
878.4 |
878.4 |
878.4 |
878.4 |
+7.5 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
5,043 |
8,515 |
-473 |
| Palladium(NYME) |
| Jun04 |
040330 |
287.50 |
293.50 |
285.00 |
289.10 |
+0.20 |
521 |
10,823 |
+140 |
| Sep04 |
040330 |
290.00 |
290.10 |
290.00 |
290.10 |
+0.20 |
4 |
61 |
-1 |
| Dec04 |
040330 |
289.00 |
298.00 |
289.00 |
290.60 |
+0.20 |
13 |
161 |
-1 |
| Total Volume and Open Interest |
538 |
11,045 |
+4 |
| Copper(CMX) |
| May04 |
040330 |
136.70 |
136.70 |
133.20 |
134.20 |
-1.60 |
5,528 |
46,525 |
+897 |
| Jul04 |
040330 |
135.40 |
135.40 |
132.60 |
133.40 |
-1.35 |
1,006 |
7,491 |
-592 |
| Sep04 |
040330 |
132.50 |
132.50 |
130.50 |
131.10 |
-0.80 |
442 |
3,550 |
-304 |
| Dec04 |
040330 |
129.35 |
129.35 |
127.00 |
127.80 |
-0.55 |
330 |
9,119 |
+271 |
| Mar05 |
040330 |
125.00 |
125.00 |
123.50 |
124.10 |
-0.55 |
2 |
678 |
+0 |
| Total Volume and Open Interest |
9,786 |
77,399 |
+1,303 |
| DJIA Index(CBOT) |
| Mar04 |
040318 |
10270 |
10325 |
10219 |
10308 |
+7 |
6,265 |
29,820 |
-1,052 |
| Jun04 |
040330 |
10283 |
10365 |
10277 |
10357 |
+46 |
9,420 |
42,668 |
-356 |
| Sep04 |
040330 |
10270 |
10335 |
10270 |
10332 |
+46 |
1 |
282 |
+0 |
| Dec04 |
040330 |
10314 |
10314 |
10314 |
10314 |
+46 |
5 |
10 |
+3 |
| Total Volume and Open Interest |
9,426 |
42,960 |
-353 |
| S & P 500(CME) |
| Jun04 |
040330 |
1119.50 |
1126.70 |
1118.20 |
1126.10 |
+4.40 |
36,297 |
563,009 |
-795 |
| Sep04 |
040330 |
1124.80 |
1124.80 |
1124.80 |
1124.80 |
+4.50 |
3 |
18,388 |
+0 |
| Dec04 |
040330 |
1123.40 |
1123.40 |
1123.40 |
1123.40 |
+4.40 |
62 |
892 |
+82 |
| Mar05 |
040330 |
1122.80 |
1122.80 |
1122.80 |
1122.80 |
+4.40 |
0 |
104 |
+20 |
| Total Volume and Open Interest |
36,362 |
582,525 |
-693 |
| S & P 500 E-Mini(Globex) |
| Jun04 |
040330 |
1121.75 |
1126.75 |
1117.50 |
1126.00 |
+4.25 |
669,922 |
461,473 |
-5,549 |
| Sep04 |
040330 |
1119.50 |
1124.75 |
1117.25 |
1124.75 |
+4.50 |
271 |
343 |
+89 |
| Total Volume and Open Interest |
670,193 |
461,816 |
-5,460 |
| NASDAQ 100(CME) |
| Jun04 |
040330 |
1436.50 |
1448.00 |
1431.00 |
1447.00 |
+3.50 |
17,226 |
77,637 |
-632 |
| Sep04 |
040330 |
1449.50 |
1449.50 |
1449.50 |
1449.50 |
+3.50 |
0 |
12 |
+0 |
| Dec04 |
040330 |
1452.00 |
1452.00 |
1452.00 |
1452.00 |
+3.50 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
17,227 |
77,650 |
-631 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Jun04 |
040330 |
1443.5 |
1448.0 |
1430.5 |
1447.0 |
+3.5 |
273,802 |
174,962 |
+4,437 |
| Sep04 |
040330 |
1442.5 |
1449.5 |
1436.0 |
1449.5 |
+3.5 |
20 |
173 |
+0 |
| Total Volume and Open Interest |
273,822 |
175,135 |
+4,437 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Jun04 |
040330 |
597.00 |
601.25 |
595.00 |
600.75 |
+2.00 |
1,169 |
14,803 |
+185 |
| Sep04 |
040330 |
600.75 |
600.75 |
600.75 |
600.75 |
+2.00 |
|
|
|
| Dec04 |
040330 |
600.75 |
600.75 |
600.75 |
600.75 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
1,169 |
14,803 |
+185 |
| Russell 2000(CME) |
| Jun04 |
040330 |
580.00 |
588.50 |
580.00 |
587.60 |
+4.35 |
1,146 |
26,115 |
+172 |
| Sep04 |
040330 |
587.60 |
587.60 |
587.60 |
587.60 |
+4.35 |
0 |
1 |
+0 |
| Dec04 |
040330 |
587.60 |
587.60 |
587.60 |
587.60 |
+4.35 |
|
|
|
| Total Volume and Open Interest |
1,146 |
26,116 |
+172 |
| Value Line(KCBT) |
| Jun04 |
040330 |
1599.00 |
1608.00 |
1598.50 |
1608.00 |
+9.50 |
17 |
42 |
+4 |
| Total Volume and Open Interest |
17 |
42 |
+4 |
| Nikkei 225(CME) |
| Jun04 |
040330 |
11720 |
11775 |
11675 |
11770 |
-150 |
3,349 |
39,590 |
+442 |
| Sep04 |
040330 |
11770 |
11770 |
11770 |
11770 |
-150 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
3,349 |
39,610 |
+442 |
| Nikkei 225(SIMEX) |
| Jun04 |
040330 |
11880 |
11885 |
11675 |
11735 |
-5 |
18,601 |
180,608 |
+176 |
| Sep04 |
040330 |
11730 |
11730 |
11730 |
11730 |
-5 |
|
|
|
| Dec04 |
040330 |
11705 |
11705 |
11705 |
11705 |
-5 |
|
|
|
| Total Volume and Open Interest |
18,601 |
185,608 |
+176 |
| CAC 40(MATIF) |
| Mar04 |
040330 |
3640.5 |
3650.0 |
3602.5 |
3620.0 |
-25.5 |
158,365 |
620,314 |
-60,301 |
| Apr04 |
040330 |
3643.0 |
3647.0 |
3604.0 |
3620.0 |
-28.0 |
54,734 |
97,528 |
+10,717 |
| May04 |
040330 |
3579.5 |
3579.5 |
3554.5 |
3569.0 |
-22.0 |
413 |
1,148 |
-4 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Jun04 |
040330 |
3899.0 |
3905.0 |
3861.5 |
3884.0 |
-21.0 |
85,347 |
175,709 |
-1,017 |
| Sep04 |
040330 |
3913.5 |
3921.0 |
3883.5 |
3902.0 |
-21.5 |
1,848 |
6,964 |
-423 |
| Dec04 |
040330 |
3934.0 |
3934.0 |
3902.5 |
3921.0 |
-21.5 |
1,032 |
791 |
-20 |
| Total Volume and Open Interest |
88,227 |
183,464 |
-1,460 |
| FT-SE 100(LIFFE) |
| Jun04 |
040330 |
4415.00 |
4437.50 |
4397.50 |
4415.00 |
-7.50 |
44,034 |
388,069 |
-1,313 |
| Sep04 |
040330 |
4424.50 |
4424.50 |
4424.50 |
4424.50 |
-7.50 |
750 |
16,352 |
+0 |
| Dec04 |
040330 |
4449.50 |
4449.50 |
4449.50 |
4449.50 |
-7.50 |
17 |
19,473 |
+0 |
| Total Volume and Open Interest |
44,801 |
423,894 |
-1,313 |
| SPI 200(SFE) |
| Mar04 |
040318 |
3446.0 |
3460.0 |
3444.0 |
3460.0 |
+22.0 |
39,419 |
186,548 |
-16,303 |
| Jun04 |
040330 |
3435.0 |
3438.0 |
3422.0 |
3426.0 |
+6.0 |
9,936 |
155,204 |
-955 |
| Sep04 |
040330 |
3441.0 |
3442.0 |
3433.0 |
3433.0 |
+6.0 |
105 |
2,943 |
-52 |
| Total Volume and Open Interest |
10,063 |
160,696 |
-1,025 |
| GSCI(CME) |
| Apr04 |
040330 |
278.30 |
283.90 |
278.30 |
283.85 |
+7.35 |
146 |
16,153 |
-91 |
| May04 |
040330 |
279.40 |
282.55 |
279.40 |
282.10 |
+6.85 |
57 |
185 |
+41 |
| Jun04 |
040330 |
279.70 |
279.70 |
279.70 |
279.70 |
+6.70 |
5 |
25 |
+5 |
| Total Volume and Open Interest |
208 |
16,363 |
-45 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040330 |
279.75 |
281.50 |
279.50 |
281.25 |
+4.20 |
131 |
453 |
-66 |
| Jun04 |
040330 |
280.50 |
282.00 |
280.50 |
282.00 |
+4.20 |
88 |
445 |
+59 |
| Aug04 |
040330 |
280.25 |
280.25 |
280.25 |
280.25 |
+3.95 |
42 |
52 |
+35 |
| Total Volume and Open Interest |
261 |
951 |
+28 |
|
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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