|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue October 21, 2003 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov03 |
031021 |
723.00 |
734.75 |
722.00 |
730.25 |
+1.00 |
42,140 |
96,583 |
-2,072 |
| Jan04 |
031021 |
723.50 |
735.50 |
723.50 |
730.75 |
+0.25 |
25,700 |
78,665 |
+7,077 |
| Mar04 |
031021 |
707.00 |
720.50 |
707.00 |
716.25 |
+4.50 |
4,379 |
28,004 |
-220 |
| May04 |
031021 |
667.00 |
676.00 |
666.50 |
671.75 |
+2.75 |
3,245 |
37,716 |
-288 |
| Jul04 |
031021 |
652.00 |
662.50 |
652.00 |
657.50 |
+2.00 |
1,327 |
16,387 |
+327 |
| Aug04 |
031021 |
635.00 |
640.50 |
634.00 |
635.00 |
+2.50 |
261 |
1,945 |
-7 |
| Sep04 |
031021 |
614.00 |
614.00 |
608.00 |
608.00 |
-0.50 |
13 |
243 |
+12 |
| Total Volume and Open Interest |
77,658 |
267,035 |
+4,966 |
| Soybean Meal(CBOT) |
| Dec03 |
031021 |
221.50 |
226.30 |
221.20 |
225.00 |
+2.70 |
15,805 |
72,600 |
-474 |
| Jan04 |
031021 |
218.30 |
222.80 |
218.30 |
222.20 |
+2.70 |
5,261 |
16,455 |
+1,208 |
| Mar04 |
031021 |
211.70 |
216.30 |
211.70 |
215.40 |
+2.80 |
1,957 |
21,258 |
+263 |
| May04 |
031021 |
198.80 |
202.50 |
198.80 |
201.60 |
+2.20 |
3,219 |
24,904 |
-37 |
| Jul04 |
031021 |
193.50 |
196.00 |
193.50 |
195.30 |
+2.70 |
2,061 |
14,660 |
-179 |
| Aug04 |
031021 |
186.00 |
188.50 |
186.00 |
187.50 |
+2.50 |
1,172 |
3,758 |
+231 |
| Sep04 |
031021 |
177.50 |
180.80 |
177.50 |
179.60 |
+2.70 |
810 |
4,171 |
+339 |
| Oct04 |
031021 |
169.50 |
171.30 |
169.00 |
170.00 |
+2.60 |
322 |
2,978 |
+81 |
| Total Volume and Open Interest |
31,273 |
168,235 |
+1,654 |
| Soybean Oil(CBOT) |
| Dec03 |
031021 |
26.13 |
26.20 |
25.95 |
26.01 |
-0.24 |
11,180 |
72,903 |
-47 |
| Jan04 |
031021 |
25.88 |
25.98 |
25.78 |
25.80 |
-0.26 |
3,432 |
19,167 |
-807 |
| Mar04 |
031021 |
25.41 |
25.55 |
25.35 |
25.43 |
-0.14 |
1,357 |
21,450 |
-28 |
| May04 |
031021 |
24.70 |
24.78 |
24.61 |
24.64 |
-0.29 |
2,710 |
20,611 |
+392 |
| Jul04 |
031021 |
24.25 |
24.35 |
24.16 |
24.21 |
-0.29 |
1,817 |
19,431 |
+394 |
| Aug04 |
031021 |
23.85 |
23.85 |
23.80 |
23.80 |
-0.17 |
192 |
2,244 |
+121 |
| Sep04 |
031021 |
23.45 |
23.45 |
23.25 |
23.25 |
-0.15 |
88 |
1,190 |
+84 |
| Oct04 |
031021 |
22.80 |
22.80 |
22.50 |
22.50 |
-0.30 |
1 |
1,568 |
+1 |
| Total Volume and Open Interest |
20,930 |
162,774 |
+78 |
| Canola(WCE) |
| Nov03 |
031021 |
378.0 |
380.1 |
377.4 |
378.1 |
-1.0 |
4,786 |
23,129 |
-4,927 |
| Jan04 |
031021 |
383.0 |
385.7 |
382.1 |
383.1 |
-1.0 |
4,666 |
16,679 |
+1,620 |
| Mar04 |
031021 |
385.5 |
387.5 |
385.5 |
385.5 |
-1.0 |
1,112 |
2,340 |
+908 |
| May04 |
031021 |
387.5 |
388.5 |
387.5 |
388.2 |
-1.1 |
15 |
2,119 |
+5 |
| Jul04 |
031021 |
387.0 |
390.5 |
387.0 |
390.0 |
+3.0 |
250 |
2,989 |
-15 |
| Total Volume and Open Interest |
10,829 |
51,496 |
-2,429 |
| Corn(CBOT) |
| Dec03 |
031021 |
213.50 |
217.50 |
213.50 |
215.75 |
+2.00 |
33,763 |
241,349 |
+1,057 |
| Mar04 |
031021 |
220.00 |
223.50 |
220.00 |
222.00 |
+1.50 |
12,852 |
114,606 |
+3,005 |
| May04 |
031021 |
224.50 |
227.75 |
224.50 |
226.00 |
+1.00 |
2,776 |
23,127 |
+224 |
| Jul04 |
031021 |
228.00 |
230.50 |
227.75 |
229.00 |
+1.00 |
1,722 |
27,467 |
+293 |
| Sep04 |
031021 |
230.25 |
232.00 |
229.75 |
230.50 |
+0.75 |
156 |
5,130 |
+33 |
| Dec04 |
031021 |
234.25 |
235.50 |
233.50 |
234.50 |
+0.25 |
1,676 |
20,410 |
+611 |
| Total Volume and Open Interest |
52,953 |
433,968 |
+5,227 |
| Wheat(CBOT) |
| Dec03 |
031021 |
333.00 |
341.25 |
333.00 |
340.50 |
+6.75 |
13,675 |
73,100 |
-2,218 |
| Mar04 |
031021 |
344.50 |
351.50 |
344.00 |
351.00 |
+6.75 |
3,823 |
26,347 |
+203 |
| May04 |
031021 |
344.50 |
350.00 |
344.50 |
349.50 |
+4.75 |
254 |
2,687 |
+79 |
| Jul04 |
031021 |
325.50 |
330.00 |
325.50 |
329.75 |
+4.50 |
437 |
4,668 |
+123 |
| Sep04 |
031021 |
334.50 |
334.50 |
334.50 |
334.50 |
+4.25 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
18,192 |
107,140 |
-1,814 |
| Wheat(KCBT) |
| Dec03 |
031021 |
334.00 |
341.00 |
334.00 |
340.50 |
+5.50 |
3,080 |
42,648 |
-184 |
| Mar04 |
031021 |
342.00 |
348.00 |
341.25 |
347.00 |
+4.75 |
1,816 |
16,478 |
-120 |
| May04 |
031021 |
344.00 |
349.00 |
344.00 |
349.00 |
+5.00 |
170 |
2,105 |
+83 |
| Jul04 |
031021 |
329.00 |
333.50 |
329.00 |
333.50 |
+5.00 |
328 |
2,352 |
+28 |
| Sep04 |
031021 |
336.00 |
336.00 |
336.00 |
336.00 |
+5.75 |
0 |
231 |
+0 |
| Total Volume and Open Interest |
5,394 |
63,851 |
-193 |
| Wheat(MGE) |
| Dec03 |
031021 |
352.00 |
355.25 |
351.50 |
354.75 |
+3.00 |
2,045 |
16,447 |
-153 |
| Mar04 |
031021 |
351.00 |
355.75 |
351.00 |
355.50 |
+4.25 |
1,760 |
11,013 |
+460 |
| May04 |
031021 |
355.50 |
357.00 |
355.50 |
356.50 |
+4.25 |
304 |
1,513 |
-93 |
| Jul04 |
031021 |
359.50 |
359.50 |
359.50 |
359.50 |
+5.25 |
24 |
528 |
+18 |
| Sep04 |
031021 |
351.00 |
351.25 |
351.00 |
351.25 |
+2.75 |
50 |
344 |
+2 |
| Total Volume and Open Interest |
4,200 |
29,912 |
+251 |
| Oats(CBOT) |
| Dec03 |
031021 |
139.75 |
140.25 |
137.75 |
139.25 |
+3.50 |
781 |
5,139 |
+190 |
| Mar04 |
031021 |
143.00 |
144.50 |
143.00 |
144.00 |
+2.50 |
105 |
1,323 |
+107 |
| May04 |
031021 |
145.50 |
146.50 |
145.50 |
146.25 |
+1.25 |
0 |
90 |
+0 |
| Jul04 |
031021 |
147.25 |
147.25 |
147.25 |
147.25 |
+0.25 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
886 |
6,583 |
+297 |
| Rough Rice(CBOT) |
| Nov03 |
031021 |
6.80 |
6.87 |
6.77 |
6.82 |
-0.01 |
324 |
3,962 |
-67 |
| Jan04 |
031021 |
7.02 |
7.06 |
6.97 |
7.00 |
-0.02 |
111 |
1,960 |
-21 |
| Mar04 |
031021 |
7.20 |
7.25 |
7.16 |
7.18 |
-0.03 |
6 |
1,039 |
+3 |
| May04 |
031021 |
7.35 |
7.36 |
7.35 |
7.36 |
-0.02 |
8 |
596 |
+5 |
| Total Volume and Open Interest |
449 |
7,925 |
-80 |
| Live Cattle(CME) |
| Oct03 |
031021 |
97.250 |
98.350 |
96.350 |
97.650 |
-0.200 |
1,543 |
3,544 |
-263 |
| Dec03 |
031021 |
87.900 |
89.500 |
87.075 |
88.475 |
-0.075 |
7,381 |
53,931 |
-1,168 |
| Feb04 |
031021 |
82.850 |
84.400 |
81.950 |
84.075 |
+1.100 |
2,788 |
26,748 |
+245 |
| Apr04 |
031021 |
79.250 |
80.100 |
78.675 |
79.725 |
+0.500 |
2,118 |
18,081 |
-771 |
| Jun04 |
031021 |
74.200 |
74.825 |
73.600 |
74.675 |
+0.525 |
810 |
10,343 |
+102 |
| Aug04 |
031021 |
73.650 |
74.350 |
73.400 |
74.150 |
+0.650 |
471 |
2,801 |
+8 |
| Total Volume and Open Interest |
15,345 |
116,937 |
-1,803 |
| Feeder Cattle(CME) |
| Oct03 |
031021 |
104.100 |
104.100 |
103.000 |
103.075 |
-1.425 |
592 |
3,216 |
-61 |
| Nov03 |
031021 |
99.300 |
99.300 |
98.125 |
98.225 |
-1.400 |
1,194 |
7,208 |
+71 |
| Jan04 |
031021 |
93.900 |
94.100 |
92.550 |
93.100 |
-0.950 |
863 |
5,870 |
-52 |
| Mar04 |
031021 |
89.750 |
90.200 |
88.250 |
89.525 |
-0.225 |
254 |
1,536 |
-36 |
| Apr04 |
031021 |
87.000 |
87.450 |
86.500 |
87.450 |
+0.050 |
203 |
736 |
+50 |
| May04 |
031021 |
86.300 |
86.800 |
85.550 |
86.500 |
+0.150 |
230 |
1,008 |
+184 |
| Aug04 |
031021 |
86.300 |
87.100 |
86.200 |
86.350 |
-0.275 |
34 |
460 |
-8 |
| Total Volume and Open Interest |
3,372 |
20,157 |
+146 |
| Lean Hogs(CME) |
| Dec03 |
031021 |
56.900 |
56.900 |
55.675 |
55.675 |
-2.000 |
3,432 |
28,956 |
+181 |
| Feb04 |
031021 |
59.300 |
59.500 |
58.200 |
58.400 |
-1.650 |
1,503 |
11,254 |
+570 |
| Apr04 |
031021 |
59.500 |
59.850 |
59.000 |
59.350 |
-0.700 |
485 |
4,522 |
+82 |
| May04 |
031021 |
61.000 |
61.350 |
60.850 |
61.275 |
-0.225 |
31 |
658 |
-2 |
| Jun04 |
031021 |
64.500 |
64.500 |
63.900 |
64.100 |
-0.575 |
86 |
1,597 |
+21 |
| Jul04 |
031021 |
60.850 |
60.900 |
60.200 |
60.350 |
-0.650 |
14 |
548 |
+10 |
| Aug04 |
031021 |
58.700 |
58.700 |
58.700 |
58.700 |
-0.550 |
1 |
219 |
+0 |
| Oct04 |
031021 |
51.200 |
51.200 |
50.700 |
50.700 |
-0.450 |
3 |
121 |
+0 |
| Total Volume and Open Interest |
5,555 |
47,883 |
+862 |
| Pork Bellies(CME) |
| Feb04 |
031021 |
84.500 |
84.700 |
83.250 |
83.450 |
-2.000 |
554 |
1,795 |
-98 |
| Mar04 |
031021 |
83.575 |
84.050 |
83.050 |
83.050 |
-1.975 |
15 |
44 |
-2 |
| May04 |
031021 |
85.350 |
85.350 |
84.300 |
84.300 |
-1.100 |
5 |
40 |
+1 |
| Jul04 |
031021 |
87.250 |
87.250 |
87.250 |
87.250 |
-1.450 |
0 |
32 |
+0 |
| Aug04 |
031021 |
86.750 |
86.750 |
86.750 |
86.750 |
-2.500 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
574 |
1,914 |
-99 |
| BFP Milk Class III(CME) |
| Oct03 |
031021 |
14.35 |
14.35 |
14.35 |
14.35 |
unch |
0 |
5,727 |
-2 |
| Nov03 |
031021 |
13.17 |
13.49 |
13.17 |
13.40 |
+0.28 |
545 |
4,911 |
+71 |
| Dec03 |
031021 |
12.25 |
12.40 |
12.25 |
12.39 |
+0.20 |
166 |
3,800 |
+34 |
| Jan04 |
031021 |
11.67 |
11.73 |
11.65 |
11.73 |
+0.08 |
79 |
1,538 |
+24 |
| Feb04 |
031021 |
11.44 |
11.50 |
11.40 |
11.50 |
+0.08 |
41 |
1,316 |
+23 |
| Total Volume and Open Interest |
1,235 |
23,074 |
+357 |
| Cocoa(NYBOT) |
| Dec03 |
031021 |
1405 |
1415 |
1395 |
1407 |
+22 |
6,221 |
28,797 |
+1,104 |
| Mar04 |
031021 |
1400 |
1400 |
1379 |
1391 |
+22 |
2,936 |
21,773 |
+401 |
| May04 |
031021 |
1398 |
1398 |
1379 |
1389 |
+22 |
1,518 |
10,895 |
+529 |
| Jul04 |
031021 |
1397 |
1397 |
1397 |
1397 |
+22 |
340 |
5,503 |
+69 |
| Sep04 |
031021 |
1406 |
1407 |
1395 |
1407 |
+21 |
278 |
6,718 |
+161 |
| Dec04 |
031021 |
1430 |
1430 |
1417 |
1417 |
+17 |
204 |
7,910 |
+127 |
| Mar05 |
031021 |
1430 |
1430 |
1430 |
1430 |
+18 |
1 |
3,219 |
+0 |
| Total Volume and Open Interest |
11,498 |
86,516 |
+2,203 |
| Coffee "C"(NYBOT) |
| Dec03 |
031021 |
61.60 |
62.90 |
61.15 |
62.45 |
+0.85 |
7,057 |
49,622 |
+17 |
| Mar04 |
031021 |
64.30 |
65.65 |
64.05 |
65.25 |
+0.85 |
1,961 |
16,292 |
+89 |
| May04 |
031021 |
66.10 |
67.25 |
66.05 |
67.00 |
+0.90 |
275 |
4,402 |
+31 |
| Jul04 |
031021 |
67.80 |
69.00 |
67.75 |
68.60 |
+0.85 |
163 |
2,732 |
-29 |
| Sep04 |
031021 |
69.40 |
70.60 |
69.25 |
70.10 |
+0.85 |
117 |
4,631 |
+10 |
| Dec04 |
031021 |
71.60 |
72.70 |
71.60 |
72.55 |
+0.85 |
16 |
1,695 |
+5 |
| Total Volume and Open Interest |
9,594 |
80,603 |
+128 |
| Orange Juice(NYBOT) |
| Nov03 |
031021 |
68.80 |
70.00 |
68.55 |
69.50 |
+1.05 |
1,724 |
11,665 |
-636 |
| Jan04 |
031021 |
70.15 |
71.40 |
69.95 |
71.30 |
+1.40 |
1,794 |
11,181 |
+362 |
| Mar04 |
031021 |
72.60 |
74.00 |
72.50 |
73.75 |
+1.40 |
447 |
4,835 |
+247 |
| May04 |
031021 |
74.60 |
75.75 |
74.60 |
75.75 |
+1.35 |
42 |
2,577 |
+29 |
| Jul04 |
031021 |
77.75 |
77.75 |
77.75 |
77.75 |
+1.35 |
15 |
323 |
+10 |
| Total Volume and Open Interest |
4,239 |
31,037 |
+215 |
| Sugar #11(NYBOT) |
| Mar04 |
031021 |
6.05 |
6.09 |
5.97 |
6.05 |
+0.03 |
12,711 |
117,748 |
-131 |
| May04 |
031021 |
6.13 |
6.15 |
6.09 |
6.12 |
unch |
1,743 |
21,157 |
+277 |
| Jul04 |
031021 |
6.12 |
6.15 |
6.10 |
6.12 |
+0.02 |
1,047 |
22,148 |
-230 |
| Oct04 |
031021 |
6.28 |
6.29 |
6.25 |
6.27 |
+0.01 |
2,024 |
16,987 |
+149 |
| Mar05 |
031021 |
6.41 |
6.43 |
6.41 |
6.42 |
unch |
859 |
5,618 |
+454 |
| Total Volume and Open Interest |
18,601 |
187,742 |
+628 |
| London Cocoa(LCE) |
| Dec03 |
031021 |
856 |
874 |
854 |
864 |
+8 |
1,612 |
63,108 |
-122 |
| Mar04 |
031021 |
888 |
900 |
881 |
891 |
+8 |
2,157 |
44,971 |
+266 |
| May04 |
031021 |
905 |
916 |
900 |
908 |
+8 |
952 |
15,848 |
+214 |
| Jul04 |
031021 |
923 |
930 |
916 |
923 |
+7 |
340 |
13,460 |
+3 |
| Sep04 |
031021 |
939 |
946 |
930 |
939 |
+7 |
397 |
16,441 |
-66 |
| Dec04 |
031021 |
961 |
961 |
953 |
955 |
+8 |
286 |
9,551 |
+157 |
| Mar05 |
031021 |
971 |
971 |
964 |
965 |
+8 |
32 |
7,844 |
-5 |
| Total Volume and Open Interest |
5,786 |
172,073 |
+457 |
| London Coffee(LCE) |
| Nov03 |
031021 |
686.00 |
689.00 |
679.00 |
689.00 |
+3.00 |
2,698 |
29,022 |
-1,026 |
| Jan04 |
031021 |
709.00 |
713.00 |
702.00 |
712.00 |
+4.00 |
3,223 |
40,595 |
+1,163 |
| Mar04 |
031021 |
726.00 |
731.00 |
720.00 |
731.00 |
+5.00 |
947 |
16,758 |
+281 |
| May04 |
031021 |
744.00 |
748.00 |
736.00 |
748.00 |
+5.00 |
454 |
13,332 |
+362 |
| Jul04 |
031021 |
751.00 |
762.00 |
749.00 |
762.00 |
+5.00 |
31 |
4,549 |
+31 |
| Sep04 |
031021 |
777.00 |
777.00 |
777.00 |
777.00 |
+6.00 |
0 |
3,949 |
+0 |
| Total Volume and Open Interest |
7,353 |
110,846 |
+811 |
| London Sugar(LCE) |
| Oct03 |
030915 |
187.10 |
187.50 |
183.20 |
185.00 |
-1.10 |
3,241 |
2,672 |
-2,483 |
| Dec03 |
031021 |
177.50 |
177.50 |
175.70 |
177.10 |
-0.20 |
2,905 |
19,216 |
-759 |
| Mar04 |
031021 |
182.80 |
183.00 |
181.50 |
182.50 |
-0.60 |
689 |
10,512 |
+448 |
| May04 |
031021 |
186.00 |
186.00 |
185.00 |
185.50 |
-0.60 |
57 |
3,104 |
+5 |
| Aug04 |
031021 |
186.80 |
186.80 |
186.40 |
186.60 |
-0.60 |
60 |
4,478 |
+10 |
| Total Volume and Open Interest |
3,782 |
40,406 |
-246 |
| Cotton(NYBOT) |
| Dec03 |
031021 |
74.90 |
75.60 |
74.55 |
75.31 |
-0.13 |
6,226 |
66,096 |
-3,070 |
| Mar04 |
031021 |
77.60 |
78.00 |
77.31 |
77.72 |
-0.44 |
4,671 |
30,426 |
+283 |
| May04 |
031021 |
78.10 |
78.50 |
77.80 |
78.25 |
-0.38 |
672 |
7,809 |
+11 |
| Jul04 |
031021 |
77.75 |
78.40 |
77.65 |
78.10 |
-0.15 |
341 |
3,881 |
+50 |
| Oct04 |
031021 |
68.00 |
68.00 |
67.85 |
67.85 |
-0.15 |
0 |
253 |
+0 |
| Dec04 |
031021 |
68.00 |
68.25 |
68.00 |
68.10 |
-0.15 |
279 |
2,194 |
+28 |
| Total Volume and Open Interest |
12,189 |
110,921 |
-2,698 |
| Lumber(CME) |
| Nov03 |
031021 |
279.5 |
286.5 |
279.0 |
282.8 |
+5.5 |
638 |
1,902 |
-322 |
| Jan04 |
031021 |
278.7 |
288.6 |
278.7 |
286.0 |
+7.4 |
227 |
882 |
-30 |
| Mar04 |
031021 |
287.0 |
293.7 |
287.0 |
289.5 |
+5.8 |
2 |
117 |
-4 |
| May04 |
031021 |
294.7 |
294.7 |
288.7 |
288.7 |
+4.0 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
867 |
2,930 |
-356 |
| Crude Oil(NYM) |
| Nov03 |
031021 |
30.60 |
30.65 |
30.05 |
30.18 |
-0.17 |
38,278 |
25,721 |
-4,781 |
| Dec03 |
031021 |
30.68 |
30.68 |
30.16 |
30.32 |
-0.11 |
96,835 |
184,318 |
+2,292 |
| Jan04 |
031021 |
30.28 |
30.28 |
29.88 |
29.95 |
-0.14 |
20,874 |
57,663 |
+622 |
| Feb04 |
031021 |
29.80 |
29.80 |
29.45 |
29.55 |
-0.14 |
8,484 |
26,007 |
-59 |
| Mar04 |
031021 |
29.45 |
29.45 |
29.05 |
29.14 |
-0.13 |
3,489 |
27,129 |
-676 |
| Apr04 |
031021 |
29.00 |
29.00 |
28.74 |
28.74 |
-0.12 |
738 |
21,765 |
-94 |
| May04 |
031021 |
28.30 |
28.42 |
28.30 |
28.36 |
-0.11 |
1,467 |
12,546 |
-85 |
| Jun04 |
031021 |
28.10 |
28.10 |
27.98 |
27.98 |
-0.10 |
3,848 |
26,833 |
+654 |
| Jul04 |
031021 |
27.65 |
27.65 |
27.65 |
27.65 |
-0.09 |
442 |
9,906 |
-15 |
| Aug04 |
031021 |
27.38 |
27.38 |
27.38 |
27.38 |
-0.08 |
720 |
9,634 |
+108 |
| Sep04 |
031021 |
27.11 |
27.11 |
27.11 |
27.11 |
-0.08 |
1,018 |
14,777 |
-608 |
| Oct04 |
031021 |
26.85 |
26.85 |
26.85 |
26.85 |
-0.08 |
95 |
8,995 |
+25 |
| Nov04 |
031021 |
26.62 |
26.62 |
26.62 |
26.62 |
-0.08 |
120 |
7,366 |
-27 |
| Dec04 |
031021 |
26.48 |
26.50 |
26.42 |
26.42 |
-0.06 |
3,534 |
27,229 |
-704 |
| Jan05 |
031021 |
26.23 |
26.23 |
26.23 |
26.23 |
-0.07 |
1,752 |
8,018 |
+650 |
| Feb05 |
031021 |
26.09 |
26.09 |
26.09 |
26.09 |
-0.07 |
3 |
3,458 |
+0 |
| Total Volume and Open Interest |
183,052 |
545,538 |
-2,458 |
| Heating Oil(NYM) |
| Nov03 |
031021 |
83.00 |
83.60 |
82.20 |
82.59 |
+0.25 |
17,221 |
29,117 |
-528 |
| Dec03 |
031021 |
84.00 |
84.40 |
83.05 |
83.41 |
+0.10 |
11,574 |
52,498 |
+139 |
| Jan04 |
031021 |
84.50 |
85.00 |
83.70 |
83.96 |
+0.05 |
2,806 |
24,410 |
+640 |
| Feb04 |
031021 |
84.20 |
84.40 |
83.30 |
83.36 |
-0.05 |
1,034 |
15,230 |
+6 |
| Mar04 |
031021 |
81.80 |
82.00 |
81.35 |
81.36 |
-0.20 |
1,368 |
12,872 |
-137 |
| Apr04 |
031021 |
78.70 |
79.40 |
78.31 |
78.31 |
-0.30 |
466 |
7,344 |
-244 |
| May04 |
031021 |
76.35 |
76.50 |
74.80 |
75.26 |
-0.30 |
348 |
3,919 |
-171 |
| Jun04 |
031021 |
73.16 |
73.16 |
73.16 |
73.16 |
-0.30 |
409 |
6,023 |
+4 |
| Jul04 |
031021 |
72.21 |
72.21 |
72.21 |
72.21 |
-0.30 |
20 |
3,380 |
+0 |
| Aug04 |
031021 |
72.90 |
72.90 |
72.11 |
72.11 |
-0.30 |
5 |
1,928 |
+5 |
| Sep04 |
031021 |
73.00 |
73.00 |
72.61 |
72.61 |
-0.30 |
6 |
1,611 |
+0 |
| Oct04 |
031021 |
73.16 |
73.16 |
73.16 |
73.16 |
-0.30 |
4 |
1,103 |
+0 |
| Total Volume and Open Interest |
35,516 |
165,143 |
-68 |
| Unleaded Gas(NYM) |
| Nov03 |
031021 |
86.20 |
86.30 |
84.30 |
84.88 |
-0.99 |
17,447 |
26,814 |
-1,661 |
| Dec03 |
031021 |
83.20 |
83.40 |
81.80 |
82.20 |
-0.59 |
10,135 |
43,729 |
+729 |
| Jan04 |
031021 |
82.00 |
82.00 |
81.00 |
81.00 |
-0.54 |
1,928 |
10,870 |
+44 |
| Feb04 |
031021 |
81.25 |
81.25 |
81.25 |
81.25 |
-0.49 |
187 |
2,784 |
+136 |
| Mar04 |
031021 |
81.95 |
81.95 |
81.95 |
81.95 |
-0.44 |
161 |
2,804 |
+144 |
| Apr04 |
031021 |
88.75 |
88.75 |
88.55 |
88.55 |
-0.39 |
366 |
4,253 |
+168 |
| May04 |
031021 |
88.25 |
88.25 |
88.25 |
88.25 |
-0.39 |
380 |
1,915 |
+7 |
| Jun04 |
031021 |
87.05 |
87.05 |
87.05 |
87.05 |
-0.39 |
91 |
1,058 |
+77 |
| Total Volume and Open Interest |
30,695 |
94,227 |
-356 |
| Natural Gas(NYM) |
| Nov03 |
031021 |
4.910 |
4.960 |
4.810 |
4.875 |
+0.103 |
47,406 |
37,853 |
-4,505 |
| Dec03 |
031021 |
5.240 |
5.280 |
5.150 |
5.225 |
+0.077 |
28,601 |
50,131 |
-4,606 |
| Jan04 |
031021 |
5.460 |
5.490 |
5.380 |
5.432 |
+0.052 |
9,170 |
32,981 |
-1,188 |
| Feb04 |
031021 |
5.410 |
5.440 |
5.340 |
5.387 |
+0.047 |
4,304 |
22,793 |
+115 |
| Mar04 |
031021 |
5.210 |
5.240 |
5.140 |
5.187 |
+0.047 |
5,497 |
20,229 |
+217 |
| Apr04 |
031021 |
4.740 |
4.780 |
4.680 |
4.742 |
+0.067 |
3,998 |
22,381 |
+78 |
| May04 |
031021 |
4.630 |
4.675 |
4.590 |
4.647 |
+0.067 |
960 |
15,287 |
+82 |
| Jun04 |
031021 |
4.630 |
4.680 |
4.600 |
4.647 |
+0.067 |
842 |
13,874 |
+26 |
| Jul04 |
031021 |
4.650 |
4.680 |
4.610 |
4.652 |
+0.065 |
385 |
11,164 |
+100 |
| Aug04 |
031021 |
4.660 |
4.690 |
4.630 |
4.667 |
+0.065 |
279 |
10,419 |
+6 |
| Sep04 |
031021 |
4.620 |
4.670 |
4.600 |
4.652 |
+0.065 |
830 |
8,709 |
-177 |
| Oct04 |
031021 |
4.660 |
4.690 |
4.630 |
4.667 |
+0.065 |
936 |
8,208 |
-230 |
| Nov04 |
031021 |
4.835 |
4.850 |
4.800 |
4.840 |
+0.065 |
329 |
7,554 |
+99 |
| Dec04 |
031021 |
4.995 |
4.995 |
4.960 |
4.995 |
+0.061 |
1,107 |
8,736 |
-977 |
| Jan05 |
031021 |
5.105 |
5.140 |
5.080 |
5.110 |
+0.065 |
46 |
6,985 |
+1 |
| Feb05 |
031021 |
5.085 |
5.100 |
5.060 |
5.070 |
+0.055 |
255 |
7,861 |
-17 |
| Total Volume and Open Interest |
105,542 |
352,277 |
-10,860 |
| Brent Crude Oil(IPE) |
| Dec03 |
031021 |
28.85 |
28.99 |
28.50 |
28.63 |
+0.01 |
54,307 |
107,467 |
-11,295 |
| Jan04 |
031021 |
28.52 |
28.56 |
28.12 |
28.23 |
-0.07 |
13,808 |
66,453 |
-140 |
| Feb04 |
031021 |
28.00 |
28.14 |
27.80 |
27.83 |
-0.12 |
3,248 |
14,371 |
+173 |
| Mar04 |
031021 |
27.70 |
27.74 |
27.43 |
27.45 |
-0.16 |
749 |
14,893 |
+373 |
| Apr04 |
031021 |
27.35 |
27.42 |
27.08 |
27.10 |
-0.20 |
323 |
7,214 |
+103 |
| May04 |
031021 |
27.00 |
27.08 |
26.77 |
26.77 |
-0.22 |
700 |
5,792 |
+0 |
| Jun04 |
031021 |
26.72 |
26.77 |
26.48 |
26.48 |
-0.20 |
2,215 |
25,214 |
+657 |
| Jul04 |
031021 |
26.21 |
26.21 |
26.21 |
26.21 |
-0.17 |
0 |
6,861 |
+0 |
| Aug04 |
031021 |
26.23 |
26.23 |
25.95 |
25.95 |
-0.15 |
75 |
4,668 |
+0 |
| Sep04 |
031021 |
25.86 |
25.86 |
25.72 |
25.72 |
-0.14 |
0 |
3,992 |
+0 |
| Oct04 |
031021 |
25.51 |
25.51 |
25.51 |
25.51 |
-0.15 |
0 |
2,561 |
+0 |
| Nov04 |
031021 |
25.36 |
25.36 |
25.33 |
25.33 |
-0.15 |
75 |
92 |
+75 |
| Dec04 |
031021 |
25.33 |
25.41 |
25.15 |
25.18 |
-0.13 |
4,136 |
28,096 |
-30 |
| Total Volume and Open Interest |
79,861 |
304,514 |
-10,084 |
| Gas Oil(IPE) |
| Nov03 |
031021 |
253.75 |
257.25 |
251.00 |
257.00 |
+3.00 |
18,433 |
46,384 |
-5,842 |
| Dec03 |
031021 |
251.00 |
252.00 |
247.25 |
252.00 |
+2.00 |
13,118 |
48,282 |
+418 |
| Jan04 |
031021 |
247.50 |
249.00 |
245.00 |
248.50 |
+1.25 |
5,100 |
19,775 |
-2,207 |
| Feb04 |
031021 |
243.00 |
243.25 |
243.00 |
243.25 |
+0.25 |
684 |
8,034 |
-684 |
| Mar04 |
031021 |
236.75 |
237.75 |
236.75 |
237.75 |
+0.25 |
250 |
5,205 |
+0 |
| Apr04 |
031021 |
232.00 |
232.00 |
232.00 |
232.00 |
+0.25 |
100 |
5,321 |
-15 |
| May04 |
031021 |
226.50 |
226.50 |
226.50 |
226.50 |
unch |
150 |
3,053 |
+0 |
| Jun04 |
031021 |
224.50 |
225.00 |
222.25 |
225.00 |
+0.25 |
2,221 |
12,259 |
-467 |
| Jul04 |
031021 |
224.25 |
224.75 |
224.25 |
224.75 |
+0.25 |
150 |
1,486 |
-100 |
| Aug04 |
031021 |
224.25 |
224.25 |
224.25 |
224.25 |
unch |
0 |
1,219 |
+0 |
| Total Volume and Open Interest |
42,056 |
167,668 |
-8,147 |
| US Dollar Index(NYBOT) |
| Dec03 |
031021 |
92.84 |
92.94 |
92.35 |
92.64 |
-0.09 |
1,326 |
19,462 |
-133 |
| Mar04 |
031021 |
93.04 |
93.07 |
92.80 |
93.05 |
-0.09 |
21 |
2,121 |
+9 |
| Jun04 |
031021 |
93.50 |
93.50 |
93.50 |
93.50 |
-0.09 |
2 |
12 |
-1 |
| Total Volume and Open Interest |
1,349 |
21,595 |
-125 |
| Australian Dollar(CME) |
| Dec03 |
031021 |
68.87 |
69.65 |
68.87 |
69.47 |
+0.67 |
2,505 |
52,894 |
-682 |
| Mar04 |
031021 |
68.28 |
68.98 |
68.27 |
68.81 |
+0.66 |
0 |
591 |
-2 |
| Jun04 |
031021 |
68.15 |
68.15 |
68.15 |
68.15 |
+0.65 |
0 |
92 |
+0 |
| Total Volume and Open Interest |
2,505 |
53,659 |
-684 |
| British Pound(CME) |
| Dec03 |
031021 |
166.47 |
167.14 |
166.45 |
166.56 |
-0.19 |
2,881 |
52,051 |
-102 |
| Mar04 |
031021 |
165.40 |
165.40 |
165.40 |
165.40 |
-0.19 |
0 |
241 |
+1 |
| Jun04 |
031021 |
164.24 |
164.24 |
164.24 |
164.24 |
-0.19 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,881 |
52,293 |
-101 |
| Canadian Dollar(CME) |
| Dec03 |
031021 |
75.38 |
75.94 |
75.24 |
75.72 |
+0.22 |
5,130 |
73,073 |
-1,559 |
| Mar04 |
031021 |
75.05 |
75.60 |
74.98 |
75.45 |
+0.22 |
57 |
3,831 |
+6 |
| Jun04 |
031021 |
75.05 |
75.33 |
75.05 |
75.20 |
+0.22 |
6 |
1,166 |
+5 |
| Sep04 |
031021 |
74.84 |
75.13 |
74.84 |
74.97 |
+0.22 |
1 |
650 |
+1 |
| Total Volume and Open Interest |
5,195 |
78,947 |
-1,546 |
| Japanese Yen(CME) |
| Dec03 |
031021 |
90.95 |
91.55 |
90.95 |
91.35 |
+0.47 |
8,855 |
148,367 |
-1,499 |
| Mar04 |
031021 |
91.20 |
91.78 |
91.20 |
91.63 |
+0.47 |
15 |
435 |
+13 |
| Jun04 |
031021 |
91.91 |
91.91 |
91.91 |
91.91 |
+0.47 |
0 |
111 |
+0 |
| Total Volume and Open Interest |
8,870 |
148,961 |
-1,486 |
| Swiss Franc(CME) |
| Dec03 |
031021 |
74.90 |
75.50 |
74.90 |
75.13 |
-0.15 |
3,565 |
56,015 |
-559 |
| Mar04 |
031021 |
75.45 |
75.45 |
75.28 |
75.28 |
-0.15 |
0 |
165 |
+0 |
| Jun04 |
031021 |
75.42 |
75.42 |
75.42 |
75.42 |
-0.15 |
1 |
109 |
+0 |
| Total Volume and Open Interest |
3,566 |
56,321 |
-559 |
| EuroFX(CME) |
| Dec03 |
031021 |
116.04 |
116.83 |
116.02 |
116.33 |
-0.08 |
12,060 |
108,503 |
+3,902 |
| Mar04 |
031021 |
115.84 |
116.40 |
115.84 |
116.05 |
-0.08 |
2 |
1,252 |
-14 |
| Jun04 |
031021 |
115.78 |
115.78 |
115.78 |
115.78 |
-0.08 |
3 |
65 |
+3 |
| Total Volume and Open Interest |
12,065 |
109,922 |
+3,891 |
| Mexican Peso(CME) |
| Dec03 |
031021 |
8950.0 |
8960.0 |
8900.0 |
8942.0 |
+32.0 |
4,015 |
38,843 |
-1,848 |
| Mar04 |
031021 |
8827.0 |
8827.0 |
8827.0 |
8827.0 |
+32.0 |
2 |
604 |
+0 |
| Total Volume and Open Interest |
4,017 |
39,595 |
-1,848 |
| 30-Year T-Bonds(CBOT) |
| Dec03 |
031021 |
107~01 |
107~29 |
107~00 |
107~10 |
+0~03 |
215,175 |
417,573 |
+1,911 |
| Mar04 |
031021 |
105~26 |
106~14 |
105~24 |
105~29 |
+0~03 |
950 |
16,984 |
+87 |
| Jun04 |
031021 |
105~00 |
105~00 |
104~17 |
104~17 |
+0~03 |
2 |
290 |
+2 |
| Total Volume and Open Interest |
216,127 |
435,224 |
+2,000 |
| Municipal Bonds(CBOT) |
| Dec03 |
031021 |
100~06 |
100~16 |
100~03 |
100~04 |
+0~01 |
104 |
1,545 |
-45 |
| Total Volume and Open Interest |
104 |
1,545 |
-45 |
| 10-Year T-Notes(CBOT) |
| Dec03 |
031021 |
111~105 |
111~310 |
111~085 |
111~155 |
+0~010 |
502,368 |
940,018 |
-1,531 |
| Mar04 |
031021 |
110~075 |
110~140 |
109~300 |
110~000 |
+0~015 |
6,827 |
63,617 |
+3,532 |
| Total Volume and Open Interest |
509,195 |
1,003,646 |
+2,001 |
| 5-Year T-Notes(CBOT) |
| Dec03 |
031021 |
111~125 |
111~215 |
111~105 |
111~120 |
+0~015 |
248,413 |
0 |
-828,664 |
| Mar04 |
031021 |
110~020 |
110~030 |
110~020 |
110~030 |
+0~025 |
3,826 |
17,026 |
+2,689 |
| Total Volume and Open Interest |
252,239 |
17,026 |
+2,689 |
| 2 Year T-Notes(CBOT) |
| Dec03 |
031021 |
107~005 |
107~018 |
107~004 |
107~004 |
unch |
9,635 |
142,972 |
-821 |
| Total Volume and Open Interest |
9,635 |
142,972 |
-821 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Dec03 |
031021 |
98.780 |
98.795 |
98.780 |
98.785 |
+0.005 |
79,284 |
736,314 |
+6,567 |
| Mar04 |
031021 |
98.580 |
98.600 |
98.560 |
98.565 |
unch |
113,816 |
666,660 |
+10,777 |
| Jun04 |
031021 |
98.245 |
98.275 |
98.200 |
98.205 |
-0.020 |
145,989 |
582,955 |
-3,814 |
| Sep04 |
031021 |
97.845 |
97.890 |
97.790 |
97.795 |
-0.035 |
165,765 |
567,332 |
-10,786 |
| Dec04 |
031021 |
97.405 |
97.460 |
97.345 |
97.355 |
-0.030 |
95,514 |
533,072 |
-9,785 |
| Mar05 |
031021 |
97.010 |
97.070 |
96.955 |
96.965 |
-0.020 |
37,210 |
325,416 |
-5,655 |
| Jun05 |
031021 |
96.660 |
96.720 |
96.620 |
96.640 |
unch |
26,262 |
256,311 |
-921 |
| Sep05 |
031021 |
96.360 |
96.425 |
96.335 |
96.345 |
+0.005 |
23,378 |
199,120 |
+623 |
| Dec05 |
031021 |
96.090 |
96.145 |
96.065 |
96.085 |
+0.015 |
12,605 |
147,737 |
+2,895 |
| Mar06 |
031021 |
95.870 |
95.905 |
95.835 |
95.855 |
+0.020 |
9,757 |
131,653 |
+1,664 |
| Jun06 |
031021 |
95.650 |
95.675 |
95.615 |
95.630 |
+0.025 |
10,762 |
122,701 |
+3,650 |
| Sep06 |
031021 |
95.430 |
95.470 |
95.420 |
95.430 |
+0.030 |
8,216 |
105,020 |
+2,376 |
| Total Volume and Open Interest |
769,611 |
4,933,720 |
+7,099 |
| 3-Mth Euro-Yen(CME) |
| Dec03 |
031021 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
38 |
5,450 |
+23 |
| Mar04 |
031021 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
122 |
6,465 |
-239 |
| Jun04 |
031021 |
99.84 |
99.84 |
99.84 |
99.84 |
+0.02 |
354 |
11,698 |
-95 |
| Sep04 |
031021 |
99.74 |
99.74 |
99.74 |
99.74 |
+0.02 |
841 |
5,430 |
-1,240 |
| Dec04 |
031021 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.03 |
1 |
2,284 |
-19 |
| Mar05 |
031021 |
99.49 |
99.50 |
99.49 |
99.49 |
+0.05 |
22 |
5,501 |
+170 |
| Jun05 |
031021 |
99.38 |
99.38 |
99.37 |
99.37 |
+0.06 |
80 |
465 |
+149 |
| Sep05 |
031021 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.07 |
1 |
4,977 |
+15 |
| Dec05 |
031021 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.08 |
0 |
73 |
+0 |
| Mar06 |
031021 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.05 |
0 |
229 |
+0 |
| Total Volume and Open Interest |
1,459 |
43,530 |
-1,231 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec03 |
031021 |
99.91 |
99.91 |
99.91 |
99.91 |
+0.01 |
3,037 |
43,311 |
+677 |
| Mar04 |
031021 |
99.86 |
99.87 |
99.86 |
99.87 |
+0.01 |
3,669 |
58,285 |
+270 |
| Jun04 |
031021 |
99.82 |
99.84 |
99.82 |
99.84 |
+0.02 |
7,024 |
71,664 |
+265 |
| Sep04 |
031021 |
99.71 |
99.75 |
99.71 |
99.75 |
+0.03 |
4,262 |
35,351 |
+769 |
| Dec04 |
031021 |
99.58 |
99.65 |
99.58 |
99.63 |
+0.05 |
3,114 |
29,359 |
+731 |
| Mar05 |
031021 |
99.45 |
99.51 |
99.45 |
99.48 |
+0.04 |
1,795 |
18,996 |
-2,156 |
| Jun05 |
031021 |
99.34 |
99.40 |
99.34 |
99.36 |
+0.06 |
1,285 |
10,615 |
+586 |
| Sep05 |
031021 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.08 |
153 |
8,990 |
+46 |
| Total Volume and Open Interest |
24,415 |
288,929 |
+1,193 |
| German Euro-Bund(EUREX) |
| Dec03 |
031021 |
112.55 |
113.12 |
112.45 |
113.07 |
+0.38 |
670,672 |
894,373 |
-252 |
| Mar04 |
031021 |
112.02 |
112.59 |
111.99 |
112.59 |
+0.41 |
4,561 |
12,044 |
+3,754 |
| Jun04 |
031021 |
112.07 |
112.07 |
112.07 |
112.07 |
+0.38 |
3,153 |
0 |
+0 |
| Total Volume and Open Interest |
678,386 |
906,417 |
+3,502 |
| German Euro-Bobl(EUREX) |
| Dec03 |
031021 |
110.02 |
110.39 |
110.01 |
110.33 |
+0.27 |
457,038 |
617,198 |
+6,756 |
| Mar04 |
031021 |
109.86 |
109.86 |
109.86 |
109.86 |
+0.29 |
5,401 |
16,894 |
+669 |
| Jun04 |
031021 |
109.27 |
109.27 |
109.27 |
109.27 |
+0.26 |
1,960 |
0 |
+0 |
| Total Volume and Open Interest |
464,399 |
634,092 |
+7,425 |
| Long Gilt(LIFFE) |
| Dec03 |
031021 |
115~07 |
115~22 |
115~01 |
115~20 |
+0~09 |
25,438 |
158,238 |
+873 |
| Mar04 |
031021 |
107~12 |
107~12 |
107~12 |
107~12 |
+0~09 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
25,438 |
158,388 |
+873 |
| 3-Mth Short Sterling(LIFFE) |
| Dec03 |
031021 |
96.05 |
96.08 |
96.04 |
96.07 |
+0.01 |
16,884 |
0 |
+0 |
| Mar04 |
031021 |
95.67 |
95.72 |
95.65 |
95.70 |
+0.02 |
20,856 |
0 |
+0 |
| Jun04 |
031021 |
95.35 |
95.42 |
95.33 |
95.40 |
+0.04 |
17,971 |
0 |
+0 |
| Total Volume and Open Interest |
88,719 |
|
|
| 3-Mth Euribor(LIFFE) |
| Dec03 |
031021 |
97.830 |
97.850 |
97.825 |
97.840 |
+0.010 |
41,040 |
645,491 |
-1,013 |
| Mar04 |
031021 |
97.705 |
97.755 |
97.700 |
97.745 |
+0.040 |
70,046 |
446,379 |
+3,474 |
| Jun04 |
031021 |
97.475 |
97.545 |
97.460 |
97.540 |
+0.070 |
97,341 |
385,821 |
+262 |
| Total Volume and Open Interest |
402,754 |
2,623,474 |
+10,377 |
| 3-Mth Aus T-Bills(SFE) |
| Dec03 |
031021 |
94.88 |
94.88 |
94.86 |
94.88 |
+0.01 |
17,357 |
206,838 |
-6,203 |
| Mar04 |
031021 |
94.63 |
94.64 |
94.61 |
94.63 |
unch |
20,901 |
88,981 |
+1,538 |
| Jun04 |
031021 |
94.46 |
94.47 |
94.44 |
94.46 |
+0.02 |
6,618 |
48,592 |
+3,626 |
| Sep04 |
031021 |
94.32 |
94.33 |
94.31 |
94.32 |
+0.02 |
1,664 |
24,504 |
+158 |
| Dec04 |
031021 |
94.23 |
94.23 |
94.20 |
94.21 |
+0.02 |
1,485 |
19,675 |
+1,375 |
| Mar05 |
031021 |
94.12 |
94.13 |
94.12 |
94.13 |
+0.03 |
186 |
17,245 |
-160 |
| Jun05 |
031021 |
94.04 |
94.05 |
94.03 |
94.04 |
+0.02 |
170 |
11,035 |
+220 |
| Sep05 |
031021 |
93.96 |
93.97 |
93.96 |
93.97 |
+0.02 |
206 |
3,518 |
+195 |
| Dec05 |
031021 |
93.91 |
93.91 |
93.91 |
93.91 |
+0.03 |
1 |
1,716 |
+0 |
| Mar06 |
031021 |
93.86 |
93.86 |
93.86 |
93.86 |
+0.02 |
0 |
878 |
+0 |
| Total Volume and Open Interest |
48,588 |
423,587 |
+749 |
| 10-Year Aus T-Bonds(SFE) |
| Dec03 |
031021 |
94.24 |
94.25 |
94.21 |
94.25 |
+0.04 |
2,535 |
169,438 |
-210 |
| Mar04 |
031021 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
25,275 |
169,648 |
-206 |
| 3-Year Aus T-Bonds(SFE) |
| Dec03 |
031021 |
94.44 |
94.46 |
94.42 |
94.45 |
+0.03 |
92,975 |
372,900 |
-15,314 |
| Mar04 |
031021 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
92,975 |
372,900 |
-15,314 |
| Gold(CMX) |
| Oct03 |
031021 |
378.7 |
382.0 |
377.6 |
381.7 |
+7.7 |
9 |
266 |
-18 |
| Dec03 |
031021 |
377.0 |
382.5 |
376.8 |
382.0 |
+7.6 |
28,207 |
163,735 |
-2,184 |
| Feb04 |
031021 |
378.5 |
383.5 |
378.2 |
382.9 |
+7.6 |
807 |
22,031 |
+298 |
| Apr04 |
031021 |
379.0 |
384.0 |
379.0 |
383.7 |
+7.6 |
3 |
7,326 |
+2 |
| Jun04 |
031021 |
378.8 |
385.0 |
378.8 |
384.4 |
+7.6 |
231 |
11,286 |
+103 |
| Aug04 |
031021 |
385.2 |
385.2 |
385.2 |
385.2 |
+7.6 |
35 |
7,032 |
+33 |
| Total Volume and Open Interest |
30,961 |
243,680 |
-1,129 |
| Silver(CMX) |
| Dec03 |
031021 |
505.0 |
509.0 |
502.0 |
506.8 |
+6.3 |
11,587 |
68,520 |
+1,456 |
| Mar04 |
031021 |
505.5 |
510.0 |
504.5 |
507.9 |
+6.5 |
1,574 |
12,360 |
+867 |
| May04 |
031021 |
509.0 |
509.0 |
509.0 |
509.0 |
+6.5 |
0 |
1,120 |
+0 |
| Jul04 |
031021 |
508.0 |
509.8 |
508.0 |
509.8 |
+6.3 |
2 |
2,176 |
+0 |
| Sep04 |
031021 |
510.6 |
510.6 |
510.6 |
510.6 |
+6.5 |
0 |
575 |
+0 |
| Total Volume and Open Interest |
13,340 |
91,171 |
+2,371 |
| Platinum(NYM) |
| Oct03 |
031021 |
740.0 |
742.0 |
740.0 |
740.3 |
-0.9 |
58 |
41 |
-33 |
| Jan04 |
031021 |
735.0 |
737.0 |
730.2 |
735.8 |
-0.9 |
743 |
8,340 |
+234 |
| Apr04 |
031021 |
724.0 |
726.8 |
724.0 |
726.8 |
+0.1 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
801 |
8,421 |
+201 |
| Palladium(NYME) |
| Dec03 |
031021 |
196.00 |
200.90 |
193.50 |
198.85 |
+1.65 |
288 |
5,093 |
-110 |
| Mar04 |
031021 |
194.70 |
198.35 |
194.70 |
198.35 |
+1.65 |
3 |
206 |
+3 |
| Jun04 |
031021 |
199.00 |
199.00 |
198.35 |
198.35 |
+1.65 |
1 |
37 |
-1 |
| Total Volume and Open Interest |
292 |
5,336 |
-108 |
| Copper(CMX) |
| Dec03 |
031021 |
90.25 |
91.00 |
90.10 |
90.60 |
-0.55 |
7,004 |
88,117 |
+32 |
| Mar04 |
031021 |
90.55 |
91.00 |
90.45 |
90.85 |
-0.50 |
1,558 |
9,029 |
+186 |
| May04 |
031021 |
90.50 |
90.65 |
90.50 |
90.65 |
-0.55 |
6 |
3,208 |
+6 |
| Jul04 |
031021 |
90.50 |
90.65 |
90.50 |
90.65 |
-0.55 |
8 |
2,135 |
+1 |
| Sep04 |
031021 |
90.55 |
90.55 |
90.55 |
90.55 |
-0.55 |
0 |
1,324 |
+0 |
| Total Volume and Open Interest |
8,938 |
111,211 |
+234 |
| DJIA Index(CBOT) |
| Dec03 |
031021 |
9770 |
9775 |
9700 |
9715 |
-44 |
5,634 |
31,698 |
+285 |
| Mar04 |
031021 |
9695 |
9695 |
9690 |
9690 |
-44 |
77 |
1,319 |
+61 |
| Jun04 |
031021 |
9665 |
9665 |
9665 |
9665 |
-44 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,711 |
33,018 |
+346 |
| S & P 500(CME) |
| Dec03 |
031021 |
1043.00 |
1047.70 |
1041.00 |
1043.40 |
-1.90 |
30,662 |
564,246 |
+3,785 |
| Mar04 |
031021 |
1043.50 |
1045.50 |
1041.50 |
1041.90 |
-1.90 |
20 |
15,333 |
+2 |
| Jun04 |
031021 |
1041.40 |
1041.40 |
1041.40 |
1041.40 |
-1.90 |
0 |
604 |
+0 |
| Sep04 |
031021 |
1041.40 |
1041.40 |
1041.40 |
1041.40 |
-1.90 |
0 |
178 |
+0 |
| Total Volume and Open Interest |
30,684 |
580,387 |
+3,789 |
| S & P 500 E-Mini(Globex) |
| Dec03 |
031021 |
1045.25 |
1049.50 |
1040.75 |
1043.50 |
-1.75 |
549,399 |
481,043 |
+17,000 |
| Mar04 |
031021 |
1046.00 |
1046.00 |
1040.75 |
1042.00 |
-1.75 |
296 |
1,477 |
-36 |
| Total Volume and Open Interest |
549,695 |
482,520 |
+16,964 |
| NASDAQ 100(CME) |
| Dec03 |
031021 |
1413.50 |
1427.50 |
1406.00 |
1419.50 |
+8.00 |
11,339 |
75,672 |
-409 |
| Mar04 |
031021 |
1422.50 |
1422.50 |
1422.50 |
1422.50 |
+8.00 |
0 |
54 |
+0 |
| Jun04 |
031021 |
1425.50 |
1425.50 |
1425.50 |
1425.50 |
+8.00 |
|
|
|
| Total Volume and Open Interest |
11,339 |
75,726 |
-409 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec03 |
031021 |
1410.0 |
1427.5 |
1406.0 |
1419.5 |
+8.0 |
254,848 |
212,147 |
+1,374 |
| Mar04 |
031021 |
1422.0 |
1429.0 |
1417.5 |
1422.5 |
+8.0 |
35 |
1,202 |
-2 |
| Total Volume and Open Interest |
254,883 |
213,349 |
+1,372 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Dec03 |
031021 |
538.50 |
541.50 |
536.50 |
540.00 |
+0.45 |
664 |
14,058 |
+351 |
| Mar04 |
031021 |
539.80 |
539.80 |
539.80 |
539.80 |
+0.45 |
|
|
|
| Jun04 |
031021 |
540.25 |
540.25 |
540.25 |
540.25 |
+0.45 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
664 |
14,059 |
+351 |
| Russell 2000(CME) |
| Dec03 |
031021 |
521.00 |
527.00 |
521.00 |
524.25 |
+1.50 |
1,336 |
21,775 |
-151 |
| Mar04 |
031021 |
524.25 |
524.25 |
524.25 |
524.25 |
+1.50 |
|
|
|
| Jun04 |
031021 |
524.25 |
524.25 |
524.25 |
524.25 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
1,336 |
21,775 |
-151 |
| Value Line(KCBT) |
| Dec03 |
031021 |
1417.00 |
1417.00 |
1417.00 |
1417.00 |
+7.00 |
3 |
30 |
-2 |
| Total Volume and Open Interest |
3 |
30 |
-2 |
| Nikkei 225(CME) |
| Dec03 |
031021 |
11050 |
11110 |
11015 |
11100 |
-75 |
2,240 |
27,673 |
-173 |
| Mar04 |
031021 |
11110 |
11110 |
11110 |
11110 |
-75 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
2,240 |
27,680 |
-173 |
| Nikkei 225(SIMEX) |
| Dec03 |
031021 |
11235 |
11240 |
10990 |
11060 |
-55 |
25,739 |
158,401 |
+2,863 |
| Mar04 |
031021 |
11055 |
11055 |
11055 |
11055 |
-55 |
0 |
4,985 |
+0 |
| Jun04 |
031021 |
11010 |
11010 |
11010 |
11010 |
-55 |
|
|
|
| Total Volume and Open Interest |
25,739 |
163,386 |
+2,863 |
| CAC 40(MATIF) |
| Oct03 |
031021 |
3390.0 |
3398.0 |
3353.5 |
3364.5 |
+3.5 |
63,762 |
496,213 |
+5,049 |
| Nov03 |
031021 |
3387.5 |
3399.5 |
3359.0 |
3369.5 |
+4.0 |
75 |
3,418 |
+35 |
| Dec03 |
031021 |
3401.5 |
3406.0 |
3368.0 |
3375.0 |
+3.5 |
146 |
120,115 |
+894 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Dec03 |
031021 |
3595.0 |
3606.5 |
3547.5 |
3596.0 |
+21.0 |
99,254 |
251,971 |
-1,654 |
| Mar04 |
031021 |
3613.5 |
3620.0 |
3572.0 |
3615.0 |
+21.0 |
24 |
10,029 |
+4 |
| Jun04 |
031021 |
3635.5 |
3635.5 |
3592.0 |
3635.5 |
+21.0 |
50 |
1,387 |
+1 |
| Total Volume and Open Interest |
99,328 |
263,387 |
-1,649 |
| FT-SE 100(LIFFE) |
| Dec03 |
031021 |
4382.00 |
4387.50 |
4355.50 |
4358.00 |
+0.50 |
42,137 |
405,311 |
+3,086 |
| Mar04 |
031021 |
4370.00 |
4380.00 |
4353.00 |
4353.00 |
+1.00 |
29 |
10,444 |
+4 |
| Jun04 |
031021 |
4385.00 |
4386.00 |
4366.00 |
4366.00 |
+0.50 |
0 |
6,241 |
+0 |
| Total Volume and Open Interest |
42,166 |
422,576 |
+3,090 |
| SPI 200(SFE) |
| Dec03 |
031021 |
3301.0 |
3312.0 |
3298.0 |
3308.0 |
+18.0 |
8,536 |
146,268 |
-1,993 |
| Mar04 |
031021 |
3311.0 |
3317.0 |
3311.0 |
3317.0 |
+17.0 |
52 |
3,765 |
+6 |
| Jun04 |
031021 |
3327.0 |
3327.0 |
3327.0 |
3327.0 |
+17.0 |
5 |
2,134 |
+0 |
| Total Volume and Open Interest |
8,660 |
153,437 |
-1,987 |
| GSCI(CME) |
| Nov03 |
031021 |
243.25 |
243.25 |
240.60 |
241.20 |
+0.20 |
166 |
11,692 |
-47 |
| Dec03 |
031021 |
241.25 |
241.25 |
241.25 |
241.25 |
+0.25 |
0 |
10 |
+0 |
| Jan04 |
031021 |
239.50 |
239.50 |
239.50 |
239.50 |
unch |
|
|
|
| Total Volume and Open Interest |
166 |
11,702 |
-47 |
| Reuters CRB Index(NYBOT) |
| Nov03 |
031021 |
244.50 |
245.00 |
244.25 |
244.75 |
+0.75 |
29 |
466 |
+2 |
| Jan04 |
031021 |
242.00 |
243.75 |
242.00 |
243.75 |
+0.75 |
17 |
403 |
+2 |
| Feb04 |
031021 |
241.25 |
241.25 |
241.25 |
241.25 |
+0.75 |
2 |
172 |
+0 |
| Total Volume and Open Interest |
48 |
1,055 |
+4 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|