|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu October 23, 2003 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov03 |
031023 |
761.00 |
768.50 |
760.00 |
763.75 |
+14.00 |
63,814 |
88,313 |
-3,355 |
| Jan04 |
031023 |
763.00 |
773.00 |
762.00 |
767.00 |
+15.00 |
45,072 |
94,963 |
+11,950 |
| Mar04 |
031023 |
745.00 |
752.00 |
743.00 |
749.50 |
+17.25 |
11,842 |
31,105 |
+2,187 |
| May04 |
031023 |
691.00 |
700.00 |
691.00 |
698.50 |
+16.00 |
7,655 |
38,397 |
+284 |
| Jul04 |
031023 |
675.00 |
681.00 |
675.00 |
678.75 |
+12.25 |
3,885 |
16,354 |
+258 |
| Aug04 |
031023 |
651.00 |
657.50 |
651.00 |
654.50 |
+10.00 |
453 |
2,440 |
+232 |
| Sep04 |
031023 |
619.00 |
620.00 |
616.25 |
618.25 |
+4.25 |
83 |
260 |
+17 |
| Total Volume and Open Interest |
134,301 |
279,616 |
+11,952 |
| Soybean Meal(CBOT) |
| Dec03 |
031023 |
237.00 |
242.50 |
236.50 |
239.00 |
+6.50 |
23,097 |
73,485 |
+1,669 |
| Jan04 |
031023 |
233.00 |
238.50 |
232.50 |
235.30 |
+6.60 |
9,356 |
16,075 |
+301 |
| Mar04 |
031023 |
226.00 |
231.00 |
225.00 |
228.10 |
+6.10 |
7,400 |
23,956 |
+2,679 |
| May04 |
031023 |
210.50 |
214.50 |
209.80 |
211.60 |
+5.10 |
6,094 |
26,777 |
+1,306 |
| Jul04 |
031023 |
201.50 |
207.00 |
201.50 |
204.30 |
+4.70 |
3,898 |
14,966 |
+163 |
| Aug04 |
031023 |
194.00 |
198.00 |
194.00 |
196.00 |
+4.50 |
762 |
3,777 |
-75 |
| Sep04 |
031023 |
184.50 |
188.50 |
184.10 |
186.30 |
+4.20 |
430 |
3,880 |
-332 |
| Oct04 |
031023 |
174.50 |
175.50 |
173.00 |
173.20 |
+1.10 |
295 |
2,979 |
+24 |
| Total Volume and Open Interest |
52,721 |
173,404 |
+5,838 |
| Soybean Oil(CBOT) |
| Dec03 |
031023 |
27.00 |
27.00 |
26.51 |
26.87 |
+0.31 |
21,228 |
69,546 |
-679 |
| Jan04 |
031023 |
26.70 |
26.70 |
26.20 |
26.59 |
+0.32 |
7,293 |
21,269 |
+1,596 |
| Mar04 |
031023 |
26.30 |
26.30 |
25.85 |
26.06 |
+0.21 |
5,576 |
21,838 |
+24 |
| May04 |
031023 |
25.35 |
25.37 |
24.98 |
25.20 |
+0.23 |
5,385 |
21,582 |
+582 |
| Jul04 |
031023 |
24.78 |
24.80 |
24.45 |
24.64 |
+0.23 |
3,638 |
20,256 |
+665 |
| Aug04 |
031023 |
24.25 |
24.25 |
24.00 |
24.17 |
+0.27 |
523 |
2,397 |
+154 |
| Sep04 |
031023 |
23.72 |
23.72 |
23.50 |
23.50 |
+0.18 |
168 |
1,276 |
+87 |
| Oct04 |
031023 |
22.90 |
22.90 |
22.57 |
22.57 |
+0.17 |
344 |
1,820 |
+178 |
| Total Volume and Open Interest |
45,335 |
164,986 |
+3,278 |
| Canola(WCE) |
| Nov03 |
031023 |
387.0 |
387.7 |
384.0 |
384.7 |
+2.5 |
4,332 |
19,727 |
-1,808 |
| Jan04 |
031023 |
392.5 |
393.0 |
389.5 |
390.2 |
+2.2 |
5,089 |
18,671 |
+842 |
| Mar04 |
031023 |
395.0 |
395.5 |
392.5 |
392.5 |
+2.4 |
546 |
2,836 |
+403 |
| May04 |
031023 |
396.0 |
396.0 |
393.5 |
394.5 |
+3.5 |
17 |
2,296 |
+3 |
| Jul04 |
031023 |
397.5 |
398.5 |
396.0 |
396.9 |
+2.3 |
51 |
2,960 |
+11 |
| Total Volume and Open Interest |
10,045 |
50,745 |
-543 |
| Corn(CBOT) |
| Dec03 |
031023 |
225.25 |
238.50 |
225.00 |
235.00 |
+14.75 |
70,089 |
243,171 |
+915 |
| Mar04 |
031023 |
230.75 |
244.00 |
230.50 |
240.75 |
+14.50 |
27,287 |
123,487 |
+6,557 |
| May04 |
031023 |
235.00 |
247.50 |
235.00 |
244.75 |
+14.50 |
6,226 |
25,338 |
+1,466 |
| Jul04 |
031023 |
238.00 |
250.00 |
237.50 |
247.75 |
+14.50 |
4,212 |
28,346 |
+874 |
| Sep04 |
031023 |
238.50 |
248.50 |
238.50 |
242.75 |
+8.75 |
165 |
5,433 |
+1 |
| Dec04 |
031023 |
239.75 |
249.00 |
239.75 |
248.50 |
+10.75 |
3,714 |
21,142 |
+181 |
| Total Volume and Open Interest |
111,737 |
448,872 |
+10,030 |
| Wheat(CBOT) |
| Dec03 |
031023 |
364.00 |
375.00 |
364.00 |
369.50 |
+15.00 |
44,158 |
71,330 |
-417 |
| Mar04 |
031023 |
376.00 |
383.50 |
374.00 |
378.50 |
+14.00 |
13,338 |
26,468 |
+295 |
| May04 |
031023 |
370.00 |
376.00 |
370.00 |
372.75 |
+12.25 |
1,080 |
2,592 |
-283 |
| Jul04 |
031023 |
340.00 |
345.00 |
338.00 |
343.75 |
+6.25 |
1,481 |
5,295 |
+404 |
| Sep04 |
031023 |
347.00 |
347.00 |
345.00 |
346.50 |
+5.50 |
47 |
174 |
+23 |
| Total Volume and Open Interest |
60,256 |
106,164 |
+137 |
| Wheat(KCBT) |
| Dec03 |
031023 |
362.00 |
372.00 |
362.00 |
365.50 |
+11.25 |
12,028 |
41,183 |
-1,451 |
| Mar04 |
031023 |
368.50 |
378.00 |
368.50 |
373.50 |
+12.75 |
6,567 |
17,177 |
+626 |
| May04 |
031023 |
370.00 |
376.25 |
370.00 |
373.00 |
+11.00 |
121 |
2,085 |
-12 |
| Jul04 |
031023 |
346.00 |
351.00 |
345.50 |
349.75 |
+6.50 |
503 |
2,601 |
+54 |
| Sep04 |
031023 |
349.00 |
352.00 |
349.00 |
352.00 |
+6.00 |
1 |
275 |
+0 |
| Total Volume and Open Interest |
19,320 |
63,433 |
-708 |
| Wheat(MGE) |
| Dec03 |
031023 |
370.00 |
380.50 |
370.00 |
374.00 |
+9.00 |
6,240 |
15,627 |
-971 |
| Mar04 |
031023 |
372.50 |
383.00 |
372.50 |
377.75 |
+10.25 |
4,402 |
12,419 |
+1,236 |
| May04 |
031023 |
383.50 |
383.50 |
381.00 |
382.00 |
+12.50 |
342 |
1,564 |
+50 |
| Jul04 |
031023 |
381.00 |
384.00 |
381.00 |
384.00 |
+13.00 |
3 |
514 |
-14 |
| Sep04 |
031023 |
368.00 |
370.00 |
367.00 |
367.00 |
+9.00 |
39 |
363 |
+19 |
| Total Volume and Open Interest |
11,039 |
30,561 |
+331 |
| Oats(CBOT) |
| Dec03 |
031023 |
146.00 |
148.50 |
145.75 |
147.75 |
+4.00 |
1,984 |
4,590 |
-566 |
| Mar04 |
031023 |
147.75 |
149.50 |
147.75 |
148.75 |
+1.75 |
366 |
1,421 |
+120 |
| May04 |
031023 |
150.00 |
151.00 |
147.50 |
148.75 |
-0.25 |
19 |
96 |
+4 |
| Jul04 |
031023 |
152.00 |
152.00 |
151.50 |
151.50 |
+1.50 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
2,369 |
6,138 |
-442 |
| Rough Rice(CBOT) |
| Nov03 |
031023 |
7.30 |
7.40 |
7.24 |
7.32 |
+0.17 |
341 |
3,741 |
-26 |
| Jan04 |
031023 |
7.48 |
7.60 |
7.45 |
7.53 |
+0.21 |
441 |
1,956 |
+82 |
| Mar04 |
031023 |
7.75 |
7.75 |
7.62 |
7.70 |
+0.20 |
83 |
1,047 |
-5 |
| May04 |
031023 |
7.85 |
7.85 |
7.82 |
7.85 |
+0.17 |
0 |
594 |
+0 |
| Total Volume and Open Interest |
866 |
7,705 |
+50 |
| Live Cattle(CME) |
| Oct03 |
031023 |
96.000 |
97.650 |
95.500 |
97.650 |
+1.500 |
1,056 |
2,885 |
-253 |
| Dec03 |
031023 |
86.600 |
88.475 |
86.425 |
88.475 |
+1.500 |
8,132 |
52,679 |
+24 |
| Feb04 |
031023 |
82.900 |
84.300 |
82.600 |
84.300 |
+1.500 |
2,731 |
27,141 |
+173 |
| Apr04 |
031023 |
79.000 |
80.350 |
78.700 |
80.350 |
+1.500 |
1,392 |
17,782 |
-32 |
| Jun04 |
031023 |
74.000 |
75.175 |
73.700 |
75.075 |
+1.225 |
1,062 |
9,736 |
-152 |
| Aug04 |
031023 |
73.500 |
74.800 |
73.500 |
74.700 |
+1.100 |
511 |
2,890 |
+7 |
| Total Volume and Open Interest |
15,024 |
114,627 |
-199 |
| Feeder Cattle(CME) |
| Oct03 |
031023 |
101.300 |
102.900 |
100.500 |
102.125 |
+0.550 |
522 |
2,919 |
-81 |
| Nov03 |
031023 |
96.400 |
98.225 |
95.700 |
97.075 |
+0.350 |
1,911 |
6,768 |
-447 |
| Jan04 |
031023 |
91.550 |
93.100 |
90.950 |
92.750 |
+1.150 |
1,698 |
6,119 |
+392 |
| Mar04 |
031023 |
88.300 |
89.800 |
87.950 |
89.400 |
+1.100 |
392 |
1,689 |
+99 |
| Apr04 |
031023 |
86.500 |
88.050 |
86.200 |
87.800 |
+1.250 |
41 |
751 |
+15 |
| May04 |
031023 |
85.575 |
86.900 |
85.250 |
86.750 |
+1.250 |
72 |
1,026 |
+11 |
| Aug04 |
031023 |
86.000 |
87.550 |
86.000 |
86.700 |
+0.650 |
37 |
468 |
+8 |
| Total Volume and Open Interest |
4,694 |
19,893 |
+17 |
| Lean Hogs(CME) |
| Dec03 |
031023 |
51.800 |
53.250 |
51.675 |
52.750 |
-0.925 |
5,349 |
25,906 |
-1,992 |
| Feb04 |
031023 |
56.000 |
57.250 |
54.900 |
56.900 |
+0.500 |
3,241 |
10,380 |
-641 |
| Apr04 |
031023 |
57.450 |
58.300 |
57.025 |
58.050 |
+0.050 |
872 |
4,765 |
+201 |
| May04 |
031023 |
59.750 |
60.675 |
59.300 |
60.525 |
+0.125 |
81 |
715 |
+50 |
| Jun04 |
031023 |
63.250 |
64.100 |
62.700 |
64.050 |
+0.400 |
108 |
1,558 |
-35 |
| Jul04 |
031023 |
60.000 |
60.500 |
59.900 |
60.275 |
+0.275 |
25 |
564 |
+18 |
| Aug04 |
031023 |
58.100 |
58.800 |
58.000 |
58.800 |
+0.350 |
47 |
222 |
+3 |
| Oct04 |
031023 |
50.300 |
51.400 |
50.300 |
51.250 |
+0.600 |
9 |
132 |
+8 |
| Total Volume and Open Interest |
9,737 |
44,252 |
-2,386 |
| Pork Bellies(CME) |
| Feb04 |
031023 |
84.300 |
85.400 |
83.700 |
85.250 |
+0.950 |
589 |
1,558 |
+25 |
| Mar04 |
031023 |
85.000 |
85.200 |
84.200 |
84.400 |
+0.550 |
16 |
95 |
+3 |
| May04 |
031023 |
85.450 |
85.800 |
85.450 |
85.800 |
+0.750 |
19 |
33 |
-5 |
| Jul04 |
031023 |
87.500 |
87.500 |
87.500 |
87.500 |
+1.000 |
3 |
35 |
+3 |
| Aug04 |
031023 |
86.600 |
86.600 |
86.600 |
86.600 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
627 |
1,724 |
+26 |
| BFP Milk Class III(CME) |
| Oct03 |
031023 |
14.30 |
14.35 |
14.30 |
14.35 |
unch |
2 |
5,763 |
-2 |
| Nov03 |
031023 |
13.25 |
13.25 |
12.95 |
13.06 |
-0.22 |
487 |
5,129 |
+149 |
| Dec03 |
031023 |
12.29 |
12.29 |
12.00 |
12.03 |
-0.31 |
438 |
3,831 |
-29 |
| Jan04 |
031023 |
11.66 |
11.66 |
11.55 |
11.65 |
-0.05 |
74 |
1,578 |
+7 |
| Feb04 |
031023 |
11.45 |
11.45 |
11.05 |
11.42 |
-0.06 |
87 |
1,388 |
+40 |
| Total Volume and Open Interest |
1,626 |
24,058 |
+515 |
| Cocoa(NYBOT) |
| Dec03 |
031023 |
1399 |
1440 |
1390 |
1409 |
+22 |
6,004 |
31,381 |
+2,174 |
| Mar04 |
031023 |
1385 |
1415 |
1372 |
1387 |
+16 |
3,793 |
22,632 |
+1,091 |
| May04 |
031023 |
1386 |
1407 |
1375 |
1385 |
+15 |
1,767 |
11,174 |
+272 |
| Jul04 |
031023 |
1398 |
1398 |
1390 |
1392 |
+16 |
216 |
5,469 |
+66 |
| Sep04 |
031023 |
1403 |
1403 |
1403 |
1403 |
+16 |
89 |
6,840 |
+79 |
| Dec04 |
031023 |
1413 |
1420 |
1413 |
1420 |
+20 |
117 |
8,061 |
+100 |
| Mar05 |
031023 |
1426 |
1426 |
1426 |
1426 |
+15 |
0 |
3,219 |
+0 |
| Total Volume and Open Interest |
13,252 |
91,167 |
+4,472 |
| Coffee "C"(NYBOT) |
| Dec03 |
031023 |
62.00 |
63.10 |
61.60 |
62.50 |
+0.65 |
7,535 |
49,237 |
-410 |
| Mar04 |
031023 |
64.80 |
65.75 |
64.50 |
65.35 |
+0.65 |
3,230 |
17,478 |
+724 |
| May04 |
031023 |
67.00 |
67.25 |
66.70 |
67.05 |
+0.60 |
382 |
4,577 |
+148 |
| Jul04 |
031023 |
68.10 |
69.00 |
68.10 |
68.75 |
+0.65 |
13 |
2,690 |
+1 |
| Sep04 |
031023 |
69.60 |
70.20 |
69.60 |
70.20 |
+0.60 |
68 |
4,714 |
+20 |
| Dec04 |
031023 |
72.10 |
73.00 |
72.10 |
72.70 |
+0.60 |
167 |
1,681 |
+3 |
| Total Volume and Open Interest |
11,560 |
81,713 |
+571 |
| Orange Juice(NYBOT) |
| Nov03 |
031023 |
69.50 |
70.10 |
69.30 |
69.80 |
+0.45 |
2,080 |
9,690 |
-617 |
| Jan04 |
031023 |
71.05 |
72.10 |
71.05 |
72.10 |
+0.95 |
1,810 |
12,059 |
+404 |
| Mar04 |
031023 |
73.70 |
74.50 |
73.60 |
74.40 |
+0.85 |
372 |
5,154 |
+252 |
| May04 |
031023 |
76.45 |
76.65 |
76.40 |
76.40 |
+0.90 |
27 |
2,589 |
+8 |
| Jul04 |
031023 |
78.00 |
78.75 |
78.00 |
78.40 |
+0.90 |
0 |
323 |
+0 |
| Total Volume and Open Interest |
4,336 |
30,347 |
+88 |
| Sugar #11(NYBOT) |
| Mar04 |
031023 |
5.96 |
6.03 |
5.92 |
5.94 |
-0.01 |
9,383 |
120,063 |
+1,819 |
| May04 |
031023 |
6.07 |
6.07 |
6.01 |
6.03 |
-0.02 |
1,645 |
22,630 |
+460 |
| Jul04 |
031023 |
6.10 |
6.10 |
6.05 |
6.07 |
-0.02 |
2,081 |
22,640 |
+26 |
| Oct04 |
031023 |
6.22 |
6.25 |
6.21 |
6.22 |
-0.02 |
846 |
16,999 |
+41 |
| Mar05 |
031023 |
6.39 |
6.41 |
6.38 |
6.39 |
unch |
423 |
5,882 |
-51 |
| Total Volume and Open Interest |
14,406 |
192,361 |
+2,309 |
| London Cocoa(LCE) |
| Dec03 |
031023 |
850 |
867 |
844 |
849 |
+5 |
2,956 |
61,125 |
-541 |
| Mar04 |
031023 |
871 |
894 |
871 |
876 |
+5 |
2,990 |
45,361 |
+138 |
| May04 |
031023 |
894 |
911 |
889 |
893 |
+5 |
1,559 |
16,663 |
+525 |
| Jul04 |
031023 |
905 |
927 |
905 |
910 |
+6 |
706 |
13,457 |
-17 |
| Sep04 |
031023 |
926 |
937 |
921 |
926 |
+6 |
695 |
17,449 |
+368 |
| Dec04 |
031023 |
938 |
960 |
938 |
943 |
+6 |
857 |
9,571 |
+54 |
| Mar05 |
031023 |
959 |
965 |
956 |
956 |
+7 |
505 |
7,683 |
-131 |
| Total Volume and Open Interest |
10,317 |
172,179 |
+414 |
| London Coffee(LCE) |
| Nov03 |
031023 |
683.00 |
689.00 |
682.00 |
685.00 |
-2.00 |
4,159 |
25,936 |
-2,239 |
| Jan04 |
031023 |
706.00 |
713.00 |
705.00 |
710.00 |
unch |
3,517 |
43,304 |
+864 |
| Mar04 |
031023 |
729.00 |
731.00 |
724.00 |
728.00 |
-1.00 |
1,551 |
19,119 |
+763 |
| May04 |
031023 |
743.00 |
747.00 |
743.00 |
745.00 |
-1.00 |
199 |
13,785 |
+30 |
| Jul04 |
031023 |
759.00 |
761.00 |
758.00 |
760.00 |
+1.00 |
478 |
5,039 |
+226 |
| Sep04 |
031023 |
774.00 |
774.00 |
774.00 |
774.00 |
unch |
85 |
3,989 |
+40 |
| Total Volume and Open Interest |
10,032 |
113,833 |
-296 |
| London Sugar(LCE) |
| Oct03 |
030915 |
187.10 |
187.50 |
183.20 |
185.00 |
-1.10 |
3,241 |
2,672 |
-2,483 |
| Dec03 |
031023 |
175.50 |
175.90 |
174.50 |
174.50 |
-0.80 |
1,437 |
19,072 |
-77 |
| Mar04 |
031023 |
180.70 |
181.90 |
180.50 |
180.60 |
-0.40 |
590 |
11,405 |
+342 |
| May04 |
031023 |
183.00 |
183.60 |
182.80 |
182.90 |
-0.10 |
303 |
3,280 |
+161 |
| Aug04 |
031023 |
184.00 |
184.00 |
183.30 |
183.70 |
-0.80 |
322 |
4,500 |
+22 |
| Total Volume and Open Interest |
2,821 |
41,296 |
+391 |
| Cotton(NYBOT) |
| Dec03 |
031023 |
78.25 |
80.59 |
78.25 |
80.59 |
+3.00 |
10,587 |
64,099 |
-1,532 |
| Mar04 |
031023 |
80.45 |
82.72 |
80.30 |
82.72 |
+3.00 |
11,751 |
31,838 |
+1,937 |
| May04 |
031023 |
81.25 |
83.12 |
81.15 |
83.12 |
+3.00 |
1,472 |
8,024 |
+173 |
| Jul04 |
031023 |
81.10 |
82.95 |
81.00 |
82.95 |
+3.00 |
541 |
3,973 |
+71 |
| Oct04 |
031023 |
69.00 |
70.25 |
69.00 |
69.85 |
+1.25 |
13 |
250 |
-13 |
| Dec04 |
031023 |
69.15 |
70.15 |
69.00 |
70.13 |
+1.33 |
344 |
2,332 |
+129 |
| Total Volume and Open Interest |
24,724 |
110,787 |
+774 |
| Lumber(CME) |
| Nov03 |
031023 |
270.0 |
280.9 |
270.0 |
277.7 |
+4.9 |
754 |
1,756 |
-23 |
| Jan04 |
031023 |
280.2 |
290.2 |
280.2 |
289.0 |
+8.8 |
266 |
900 |
+7 |
| Mar04 |
031023 |
288.0 |
297.0 |
288.0 |
297.0 |
+9.9 |
13 |
109 |
-4 |
| May04 |
031023 |
285.5 |
295.0 |
285.3 |
295.0 |
+10.0 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
1,033 |
2,793 |
-20 |
| Crude Oil(NYM) |
| Dec03 |
031023 |
29.70 |
30.37 |
29.40 |
30.30 |
+0.38 |
93,903 |
184,144 |
-3,993 |
| Jan04 |
031023 |
29.37 |
29.99 |
29.15 |
29.97 |
+0.35 |
37,011 |
67,388 |
+6,083 |
| Feb04 |
031023 |
28.97 |
29.57 |
28.85 |
29.57 |
+0.33 |
7,965 |
25,989 |
+501 |
| Mar04 |
031023 |
28.60 |
29.17 |
28.52 |
29.17 |
+0.31 |
5,030 |
26,896 |
-1,017 |
| Apr04 |
031023 |
28.30 |
28.78 |
28.20 |
28.78 |
+0.29 |
1,304 |
21,436 |
-183 |
| May04 |
031023 |
28.20 |
28.43 |
28.20 |
28.43 |
+0.28 |
863 |
13,212 |
+366 |
| Jun04 |
031023 |
27.60 |
28.08 |
27.60 |
28.08 |
+0.27 |
5,113 |
27,230 |
-384 |
| Jul04 |
031023 |
27.78 |
27.78 |
27.78 |
27.78 |
+0.27 |
507 |
9,869 |
-64 |
| Aug04 |
031023 |
27.26 |
27.53 |
27.26 |
27.53 |
+0.27 |
46 |
9,639 |
+0 |
| Sep04 |
031023 |
27.00 |
27.28 |
27.00 |
27.28 |
+0.27 |
1,136 |
14,472 |
+585 |
| Oct04 |
031023 |
26.80 |
27.04 |
26.80 |
27.04 |
+0.27 |
112 |
8,869 |
-50 |
| Nov04 |
031023 |
26.81 |
26.81 |
26.81 |
26.81 |
+0.27 |
37 |
7,366 |
+0 |
| Dec04 |
031023 |
26.25 |
26.61 |
26.25 |
26.61 |
+0.27 |
4,144 |
27,429 |
+71 |
| Jan05 |
031023 |
26.21 |
26.43 |
26.10 |
26.43 |
+0.27 |
267 |
8,178 |
+10 |
| Feb05 |
031023 |
26.31 |
26.31 |
26.31 |
26.31 |
+0.28 |
50 |
3,504 |
+31 |
| Mar05 |
031023 |
26.19 |
26.19 |
26.19 |
26.19 |
+0.28 |
25 |
2,186 |
+25 |
| Total Volume and Open Interest |
159,088 |
529,798 |
-4,537 |
| Heating Oil(NYM) |
| Nov03 |
031023 |
81.00 |
83.10 |
80.60 |
82.88 |
+1.28 |
18,167 |
24,781 |
-2,750 |
| Dec03 |
031023 |
81.80 |
83.80 |
81.50 |
83.58 |
+1.18 |
15,653 |
54,112 |
-2 |
| Jan04 |
031023 |
82.25 |
84.20 |
82.10 |
84.08 |
+1.13 |
3,063 |
23,677 |
-567 |
| Feb04 |
031023 |
82.00 |
83.60 |
81.95 |
83.48 |
+1.13 |
1,151 |
15,089 |
-297 |
| Mar04 |
031023 |
79.90 |
81.70 |
79.90 |
81.48 |
+1.08 |
1,535 |
12,939 |
+257 |
| Apr04 |
031023 |
77.50 |
78.70 |
77.50 |
78.33 |
+0.98 |
513 |
7,158 |
-216 |
| May04 |
031023 |
75.30 |
75.80 |
75.30 |
75.38 |
+0.98 |
186 |
4,100 |
+83 |
| Jun04 |
031023 |
72.25 |
73.38 |
72.25 |
73.38 |
+0.98 |
496 |
6,056 |
-5 |
| Jul04 |
031023 |
71.80 |
72.50 |
71.80 |
72.48 |
+0.98 |
206 |
3,354 |
-26 |
| Aug04 |
031023 |
72.00 |
72.53 |
72.00 |
72.53 |
+1.08 |
61 |
1,984 |
+58 |
| Sep04 |
031023 |
72.95 |
73.08 |
72.85 |
73.08 |
+1.13 |
0 |
1,596 |
+0 |
| Oct04 |
031023 |
73.55 |
73.68 |
73.55 |
73.68 |
+1.18 |
0 |
1,103 |
+0 |
| Total Volume and Open Interest |
41,712 |
162,295 |
-2,976 |
| Unleaded Gas(NYM) |
| Nov03 |
031023 |
81.50 |
84.50 |
81.40 |
83.57 |
+1.44 |
21,232 |
21,267 |
-3,678 |
| Dec03 |
031023 |
80.00 |
82.50 |
79.60 |
81.68 |
+1.28 |
14,462 |
46,748 |
+635 |
| Jan04 |
031023 |
79.30 |
81.40 |
79.00 |
80.90 |
+1.12 |
2,972 |
12,117 |
+771 |
| Feb04 |
031023 |
79.60 |
81.10 |
79.60 |
81.10 |
+1.00 |
338 |
2,831 |
-3 |
| Mar04 |
031023 |
81.75 |
81.75 |
81.75 |
81.75 |
+0.95 |
647 |
2,850 |
-55 |
| Apr04 |
031023 |
87.85 |
88.50 |
87.85 |
88.30 |
+0.90 |
1,434 |
4,421 |
+28 |
| May04 |
031023 |
88.05 |
88.05 |
88.05 |
88.05 |
+0.90 |
1,065 |
2,191 |
+181 |
| Jun04 |
031023 |
86.80 |
86.80 |
86.80 |
86.80 |
+0.85 |
201 |
1,243 |
+125 |
| Total Volume and Open Interest |
42,351 |
93,668 |
-1,996 |
| Natural Gas(NYM) |
| Nov03 |
031023 |
4.910 |
5.020 |
4.850 |
4.913 |
-0.011 |
31,136 |
30,541 |
-4,068 |
| Dec03 |
031023 |
5.240 |
5.310 |
5.150 |
5.197 |
-0.051 |
15,061 |
48,797 |
-934 |
| Jan04 |
031023 |
5.430 |
5.490 |
5.350 |
5.389 |
-0.054 |
6,337 |
32,347 |
-421 |
| Feb04 |
031023 |
5.400 |
5.440 |
5.310 |
5.344 |
-0.054 |
3,073 |
23,282 |
+553 |
| Mar04 |
031023 |
5.200 |
5.260 |
5.140 |
5.179 |
-0.029 |
2,182 |
20,414 |
-175 |
| Apr04 |
031023 |
4.800 |
4.840 |
4.760 |
4.802 |
+0.014 |
2,177 |
22,533 |
+117 |
| May04 |
031023 |
4.695 |
4.740 |
4.665 |
4.722 |
+0.027 |
472 |
15,325 |
-20 |
| Jun04 |
031023 |
4.705 |
4.750 |
4.680 |
4.722 |
+0.027 |
247 |
14,153 |
+23 |
| Jul04 |
031023 |
4.710 |
4.760 |
4.680 |
4.732 |
+0.037 |
171 |
11,008 |
-6 |
| Aug04 |
031023 |
4.730 |
4.760 |
4.700 |
4.747 |
+0.037 |
419 |
10,638 |
+83 |
| Sep04 |
031023 |
4.720 |
4.750 |
4.700 |
4.732 |
+0.037 |
197 |
8,689 |
+62 |
| Oct04 |
031023 |
4.730 |
4.755 |
4.700 |
4.747 |
+0.037 |
352 |
8,401 |
+207 |
| Nov04 |
031023 |
4.900 |
4.940 |
4.880 |
4.927 |
+0.044 |
222 |
7,613 |
-33 |
| Dec04 |
031023 |
5.060 |
5.087 |
5.030 |
5.087 |
+0.049 |
1,193 |
8,296 |
-10 |
| Jan05 |
031023 |
5.180 |
5.202 |
5.155 |
5.202 |
+0.054 |
138 |
7,132 |
+74 |
| Feb05 |
031023 |
5.130 |
5.157 |
5.130 |
5.157 |
+0.054 |
225 |
8,009 |
+212 |
| Total Volume and Open Interest |
64,447 |
344,466 |
-4,342 |
| Brent Crude Oil(IPE) |
| Dec03 |
031023 |
28.40 |
28.70 |
27.85 |
28.63 |
+0.35 |
55,313 |
101,759 |
-6,492 |
| Jan04 |
031023 |
27.91 |
28.25 |
27.55 |
28.20 |
+0.32 |
25,457 |
71,286 |
+3,727 |
| Feb04 |
031023 |
27.52 |
27.82 |
27.24 |
27.80 |
+0.32 |
4,117 |
15,052 |
+388 |
| Mar04 |
031023 |
27.22 |
27.40 |
27.04 |
27.40 |
+0.30 |
3,793 |
15,411 |
+409 |
| Apr04 |
031023 |
26.81 |
27.05 |
26.81 |
27.05 |
+0.28 |
898 |
7,359 |
-168 |
| May04 |
031023 |
26.44 |
26.71 |
26.44 |
26.71 |
+0.24 |
383 |
6,294 |
+6 |
| Jun04 |
031023 |
26.35 |
26.51 |
26.12 |
26.41 |
+0.18 |
2,850 |
24,803 |
-937 |
| Jul04 |
031023 |
26.20 |
26.20 |
26.16 |
26.16 |
+0.18 |
0 |
6,661 |
-200 |
| Aug04 |
031023 |
25.92 |
25.92 |
25.92 |
25.92 |
+0.18 |
0 |
4,855 |
+187 |
| Sep04 |
031023 |
25.70 |
25.70 |
25.70 |
25.70 |
+0.17 |
0 |
4,007 |
+0 |
| Oct04 |
031023 |
25.49 |
25.49 |
25.49 |
25.49 |
+0.16 |
0 |
2,561 |
+0 |
| Nov04 |
031023 |
25.32 |
25.32 |
25.30 |
25.30 |
+0.15 |
0 |
100 |
+0 |
| Dec04 |
031023 |
25.18 |
25.28 |
25.00 |
25.13 |
+0.15 |
925 |
27,211 |
+50 |
| Total Volume and Open Interest |
94,486 |
304,282 |
-3,530 |
| Gas Oil(IPE) |
| Nov03 |
031023 |
256.75 |
257.25 |
250.00 |
256.25 |
-2.25 |
24,710 |
41,805 |
-3,391 |
| Dec03 |
031023 |
250.00 |
251.25 |
245.00 |
250.00 |
-1.25 |
18,281 |
49,585 |
-955 |
| Jan04 |
031023 |
245.50 |
247.50 |
242.00 |
246.50 |
-0.75 |
5,821 |
20,772 |
+710 |
| Feb04 |
031023 |
240.00 |
242.00 |
239.50 |
241.50 |
-0.25 |
435 |
8,089 |
+30 |
| Mar04 |
031023 |
234.75 |
236.00 |
234.75 |
236.00 |
+0.25 |
100 |
5,305 |
-100 |
| Apr04 |
031023 |
229.00 |
230.50 |
229.00 |
230.50 |
+0.75 |
300 |
5,471 |
+150 |
| May04 |
031023 |
225.25 |
225.25 |
225.25 |
225.25 |
+1.00 |
400 |
3,453 |
+400 |
| Jun04 |
031023 |
219.00 |
223.50 |
219.00 |
223.50 |
+1.50 |
1,474 |
10,600 |
-836 |
| Jul04 |
031023 |
220.25 |
223.25 |
220.25 |
223.25 |
+1.75 |
0 |
2,492 |
+0 |
| Aug04 |
031023 |
223.00 |
223.00 |
223.00 |
223.00 |
+2.00 |
0 |
1,219 |
+0 |
| Total Volume and Open Interest |
51,621 |
165,041 |
-3,992 |
| US Dollar Index(NYBOT) |
| Dec03 |
031023 |
91.48 |
91.90 |
91.35 |
91.68 |
+0.15 |
4,679 |
21,994 |
+2,451 |
| Mar04 |
031023 |
92.28 |
92.28 |
92.06 |
92.10 |
+0.16 |
19 |
2,124 |
+6 |
| Jun04 |
031023 |
92.55 |
92.55 |
92.55 |
92.55 |
+0.16 |
2 |
12 |
+0 |
| Total Volume and Open Interest |
4,700 |
24,130 |
+2,457 |
| Australian Dollar(CME) |
| Dec03 |
031023 |
69.52 |
69.75 |
69.38 |
69.68 |
-0.41 |
2,529 |
54,552 |
+1,373 |
| Mar04 |
031023 |
68.88 |
69.05 |
68.80 |
69.01 |
-0.41 |
48 |
628 |
+32 |
| Jun04 |
031023 |
68.34 |
68.34 |
68.34 |
68.34 |
-0.41 |
0 |
92 |
+0 |
| Total Volume and Open Interest |
2,578 |
55,355 |
+1,406 |
| British Pound(CME) |
| Dec03 |
031023 |
168.60 |
168.92 |
168.29 |
168.87 |
+0.27 |
7,239 |
57,862 |
+4,334 |
| Mar04 |
031023 |
167.70 |
167.70 |
167.35 |
167.67 |
+0.27 |
11 |
248 |
+9 |
| Jun04 |
031023 |
166.43 |
166.43 |
166.43 |
166.43 |
+0.27 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,257 |
58,116 |
+4,348 |
| Canadian Dollar(CME) |
| Dec03 |
031023 |
76.30 |
76.47 |
76.03 |
76.23 |
-0.23 |
5,092 |
75,861 |
+1,605 |
| Mar04 |
031023 |
76.03 |
76.18 |
75.75 |
75.95 |
-0.23 |
188 |
3,928 |
+66 |
| Jun04 |
031023 |
75.65 |
75.70 |
75.56 |
75.70 |
-0.23 |
19 |
1,179 |
-5 |
| Sep04 |
031023 |
75.50 |
75.50 |
75.28 |
75.47 |
-0.23 |
0 |
652 |
+0 |
| Total Volume and Open Interest |
5,355 |
81,851 |
+1,666 |
| Japanese Yen(CME) |
| Dec03 |
031023 |
91.22 |
91.50 |
91.20 |
91.36 |
-0.57 |
5,422 |
152,004 |
+1,220 |
| Mar04 |
031023 |
91.49 |
91.73 |
91.49 |
91.64 |
-0.57 |
114 |
432 |
-15 |
| Jun04 |
031023 |
91.91 |
91.92 |
91.91 |
91.92 |
-0.57 |
0 |
111 |
+0 |
| Total Volume and Open Interest |
5,536 |
152,595 |
+1,205 |
| Swiss Franc(CME) |
| Dec03 |
031023 |
76.28 |
76.41 |
76.01 |
76.24 |
+0.06 |
7,304 |
58,966 |
+2,818 |
| Mar04 |
031023 |
76.40 |
76.40 |
76.40 |
76.40 |
+0.06 |
9 |
195 |
+8 |
| Jun04 |
031023 |
76.56 |
76.56 |
76.56 |
76.56 |
+0.06 |
0 |
109 |
+0 |
| Total Volume and Open Interest |
7,313 |
59,302 |
+2,826 |
| EuroFX(CME) |
| Dec03 |
031023 |
117.68 |
117.91 |
117.39 |
117.67 |
-0.23 |
15,247 |
106,637 |
+1,535 |
| Mar04 |
031023 |
117.22 |
117.65 |
117.22 |
117.39 |
-0.23 |
238 |
1,293 |
+47 |
| Jun04 |
031023 |
117.12 |
117.12 |
117.12 |
117.12 |
-0.23 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
15,485 |
108,097 |
+1,582 |
| Mexican Peso(CME) |
| Dec03 |
031023 |
8820.0 |
8910.0 |
8815.0 |
8890.0 |
+58.0 |
8,354 |
40,712 |
+3,126 |
| Mar04 |
031023 |
8765.0 |
8775.0 |
8765.0 |
8775.0 |
+58.0 |
1 |
605 |
+0 |
| Total Volume and Open Interest |
8,355 |
41,465 |
+3,126 |
| 30-Year T-Bonds(CBOT) |
| Dec03 |
031023 |
108~24 |
109~10 |
107~16 |
108~00 |
-0~15 |
245,753 |
429,617 |
+15,910 |
| Mar04 |
031023 |
106~22 |
107~17 |
106~07 |
106~19 |
-0~15 |
5,155 |
17,603 |
+321 |
| Jun04 |
031023 |
105~00 |
105~07 |
104~24 |
105~07 |
-0~15 |
0 |
290 |
+0 |
| Total Volume and Open Interest |
250,908 |
447,887 |
+16,231 |
| Municipal Bonds(CBOT) |
| Dec03 |
031023 |
101~05 |
101~05 |
100~08 |
100~20 |
-0~07 |
201 |
1,554 |
-9 |
| Total Volume and Open Interest |
201 |
1,554 |
-9 |
| 10-Year T-Notes(CBOT) |
| Dec03 |
031023 |
112~145 |
112~295 |
111~260 |
112~020 |
-0~070 |
614,743 |
954,048 |
+2,079 |
| Mar04 |
031023 |
111~115 |
111~115 |
110~145 |
110~205 |
-0~075 |
11,791 |
77,284 |
+6,639 |
| Total Volume and Open Interest |
626,535 |
1,031,344 |
+8,719 |
| 5-Year T-Notes(CBOT) |
| Dec03 |
031023 |
112~070 |
112~070 |
111~180 |
111~235 |
-0~045 |
267,745 |
0 |
+0 |
| Mar04 |
031023 |
110~310 |
110~310 |
110~160 |
110~160 |
-0~050 |
5,144 |
23,821 |
+4,282 |
| Total Volume and Open Interest |
272,889 |
23,821 |
+4,282 |
| 2 Year T-Notes(CBOT) |
| Dec03 |
031023 |
107~044 |
107~044 |
107~012 |
107~022 |
-0~006 |
3,941 |
142,407 |
-718 |
| Total Volume and Open Interest |
3,941 |
142,407 |
-718 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Dec03 |
031023 |
98.810 |
98.815 |
98.790 |
98.800 |
+0.005 |
58,151 |
730,234 |
-3,845 |
| Mar04 |
031023 |
98.640 |
98.650 |
98.590 |
98.600 |
-0.010 |
108,974 |
669,750 |
+7,451 |
| Jun04 |
031023 |
98.335 |
98.340 |
98.250 |
98.265 |
-0.020 |
173,088 |
590,155 |
+4,801 |
| Sep04 |
031023 |
97.960 |
97.965 |
97.855 |
97.880 |
-0.010 |
198,773 |
561,819 |
+4,445 |
| Dec04 |
031023 |
97.565 |
97.565 |
97.420 |
97.450 |
-0.010 |
125,849 |
530,912 |
+3,333 |
| Mar05 |
031023 |
97.195 |
97.195 |
97.035 |
97.055 |
-0.025 |
44,050 |
325,324 |
+3,052 |
| Jun05 |
031023 |
96.850 |
96.850 |
96.675 |
96.725 |
-0.020 |
45,438 |
262,321 |
+4,980 |
| Sep05 |
031023 |
96.580 |
96.580 |
96.390 |
96.425 |
-0.035 |
29,621 |
201,963 |
+1,645 |
| Dec05 |
031023 |
96.265 |
96.275 |
96.110 |
96.155 |
-0.040 |
12,513 |
150,404 |
+2,176 |
| Mar06 |
031023 |
96.065 |
96.065 |
95.885 |
95.925 |
-0.040 |
16,112 |
136,100 |
+5,300 |
| Jun06 |
031023 |
95.835 |
95.835 |
95.660 |
95.705 |
-0.040 |
10,432 |
124,908 |
-547 |
| Sep06 |
031023 |
95.570 |
95.580 |
95.480 |
95.510 |
-0.040 |
9,965 |
108,447 |
+1,474 |
| Total Volume and Open Interest |
878,651 |
4,965,302 |
+35,042 |
| 3-Mth Euro-Yen(CME) |
| Dec03 |
031023 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
5,503 |
-2 |
| Mar04 |
031023 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
300 |
7,027 |
+540 |
| Jun04 |
031023 |
99.85 |
99.86 |
99.85 |
99.86 |
+0.01 |
327 |
12,007 |
+459 |
| Sep04 |
031023 |
99.78 |
99.79 |
99.78 |
99.79 |
+0.02 |
127 |
6,215 |
+295 |
| Dec04 |
031023 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.04 |
0 |
2,452 |
-143 |
| Mar05 |
031023 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.03 |
44 |
5,589 |
-179 |
| Jun05 |
031023 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.05 |
0 |
406 |
-11 |
| Sep05 |
031023 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.06 |
0 |
4,976 |
-1 |
| Dec05 |
031023 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.07 |
0 |
73 |
+0 |
| Mar06 |
031023 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.09 |
0 |
229 |
+0 |
| Total Volume and Open Interest |
798 |
45,435 |
+958 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec03 |
031023 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
538 |
42,441 |
-39 |
| Mar04 |
031023 |
99.88 |
99.88 |
99.87 |
99.87 |
unch |
1,435 |
60,349 |
-951 |
| Jun04 |
031023 |
99.85 |
99.86 |
99.85 |
99.86 |
+0.02 |
1,358 |
70,592 |
+553 |
| Sep04 |
031023 |
99.77 |
99.79 |
99.77 |
99.79 |
+0.03 |
2,127 |
31,906 |
-592 |
| Dec04 |
031023 |
99.68 |
99.70 |
99.68 |
99.69 |
+0.05 |
1,548 |
28,338 |
-467 |
| Mar05 |
031023 |
99.55 |
99.56 |
99.54 |
99.56 |
+0.07 |
683 |
18,702 |
-750 |
| Jun05 |
031023 |
99.46 |
99.47 |
99.46 |
99.46 |
+0.07 |
614 |
10,893 |
+64 |
| Sep05 |
031023 |
99.35 |
99.37 |
99.35 |
99.35 |
+0.07 |
25 |
8,949 |
+25 |
| Total Volume and Open Interest |
8,328 |
284,528 |
-2,157 |
| German Euro-Bund(EUREX) |
| Dec03 |
031023 |
113.57 |
113.68 |
112.71 |
112.78 |
-0.47 |
1,203,203 |
975,729 |
+39,957 |
| Mar04 |
031023 |
112.95 |
113.10 |
112.30 |
112.34 |
-0.45 |
1,532 |
13,154 |
+656 |
| Jun04 |
031023 |
111.78 |
111.78 |
111.78 |
111.78 |
-0.47 |
2,412 |
0 |
+0 |
| Total Volume and Open Interest |
1,207,147 |
988,883 |
+40,613 |
| German Euro-Bobl(EUREX) |
| Dec03 |
031023 |
110.68 |
110.72 |
110.11 |
110.13 |
-0.31 |
761,405 |
684,477 |
+57,620 |
| Mar04 |
031023 |
110.13 |
110.13 |
109.63 |
109.63 |
-0.33 |
3,365 |
17,144 |
+841 |
| Jun04 |
031023 |
109.08 |
109.08 |
109.08 |
109.08 |
-0.31 |
2,504 |
0 |
+0 |
| Total Volume and Open Interest |
767,274 |
701,621 |
+58,461 |
| Long Gilt(LIFFE) |
| Dec03 |
031023 |
115~17 |
115~28 |
114~21 |
114~32 |
-0~06 |
42,541 |
156,976 |
+928 |
| Mar04 |
031023 |
106~25 |
106~25 |
106~25 |
106~25 |
-0~06 |
1 |
151 |
+1 |
| Total Volume and Open Interest |
42,541 |
157,127 |
+929 |
| 3-Mth Short Sterling(LIFFE) |
| Dec03 |
031023 |
95.99 |
96.01 |
95.96 |
95.97 |
unch |
25,971 |
216,503 |
+4,078 |
| Mar04 |
031023 |
95.60 |
95.64 |
95.55 |
95.57 |
unch |
45,943 |
174,678 |
-1,360 |
| Jun04 |
031023 |
95.32 |
95.34 |
95.22 |
95.24 |
-0.01 |
46,089 |
171,407 |
+5,430 |
| Total Volume and Open Interest |
178,146 |
1,035,955 |
+22,180 |
| 3-Mth Euribor(LIFFE) |
| Dec03 |
031023 |
97.855 |
97.860 |
97.830 |
97.840 |
+0.005 |
78,661 |
634,343 |
-6,955 |
| Mar04 |
031023 |
97.760 |
97.805 |
97.715 |
97.745 |
+0.015 |
102,378 |
448,159 |
+30 |
| Jun04 |
031023 |
97.585 |
97.625 |
97.505 |
97.535 |
+0.010 |
136,344 |
380,329 |
+286 |
| Total Volume and Open Interest |
666,719 |
2,609,764 |
-4,707 |
| 3-Mth Aus T-Bills(SFE) |
| Dec03 |
031023 |
94.91 |
94.95 |
94.90 |
94.94 |
+0.02 |
33,751 |
211,140 |
+3,975 |
| Mar04 |
031023 |
94.69 |
94.73 |
94.68 |
94.71 |
+0.02 |
34,824 |
98,657 |
+11,351 |
| Jun04 |
031023 |
94.53 |
94.57 |
94.52 |
94.54 |
+0.02 |
9,283 |
50,921 |
+4,455 |
| Sep04 |
031023 |
94.40 |
94.43 |
94.39 |
94.41 |
+0.03 |
1,205 |
23,972 |
+362 |
| Dec04 |
031023 |
94.28 |
94.31 |
94.28 |
94.30 |
+0.04 |
937 |
19,577 |
+1 |
| Mar05 |
031023 |
94.18 |
94.21 |
94.18 |
94.21 |
+0.04 |
764 |
17,271 |
+25 |
| Jun05 |
031023 |
94.11 |
94.13 |
94.11 |
94.12 |
+0.03 |
674 |
10,881 |
+99 |
| Sep05 |
031023 |
94.04 |
94.05 |
94.04 |
94.05 |
+0.04 |
805 |
4,323 |
+805 |
| Dec05 |
031023 |
94.00 |
94.00 |
94.00 |
94.00 |
+0.04 |
53 |
1,665 |
-51 |
| Mar06 |
031023 |
93.95 |
93.95 |
93.95 |
93.95 |
+0.04 |
1 |
879 |
+1 |
| Total Volume and Open Interest |
82,320 |
439,880 |
+21,012 |
| 10-Year Aus T-Bonds(SFE) |
| Dec03 |
031023 |
94.38 |
94.42 |
94.36 |
94.39 |
+0.07 |
6,235 |
181,652 |
+11,243 |
| Mar04 |
031023 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
21,465 |
170,409 |
+971 |
| 3-Year Aus T-Bonds(SFE) |
| Dec03 |
031023 |
94.55 |
94.59 |
94.54 |
94.58 |
+0.06 |
73,795 |
379,161 |
-1,349 |
| Mar04 |
031023 |
94.58 |
94.58 |
94.58 |
94.58 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
73,795 |
379,161 |
-1,349 |
| Gold(CMX) |
| Oct03 |
031023 |
386.5 |
386.5 |
384.6 |
384.7 |
-1.8 |
178 |
293 |
-11 |
| Dec03 |
031023 |
386.5 |
386.6 |
383.3 |
385.0 |
-1.8 |
50,424 |
173,505 |
+1,935 |
| Feb04 |
031023 |
387.7 |
387.7 |
384.3 |
385.9 |
-1.8 |
1,317 |
22,840 |
+71 |
| Apr04 |
031023 |
388.7 |
388.7 |
386.5 |
386.7 |
-1.8 |
508 |
7,209 |
-2 |
| Jun04 |
031023 |
388.5 |
388.8 |
385.8 |
387.4 |
-1.8 |
978 |
11,053 |
-249 |
| Aug04 |
031023 |
388.1 |
388.1 |
388.1 |
388.1 |
-1.8 |
0 |
7,032 |
+0 |
| Total Volume and Open Interest |
54,012 |
254,581 |
+1,684 |
| Silver(CMX) |
| Dec03 |
031023 |
514.0 |
518.0 |
511.5 |
517.2 |
+3.7 |
16,849 |
65,133 |
-1,836 |
| Mar04 |
031023 |
514.0 |
519.0 |
514.0 |
518.3 |
+3.8 |
2,475 |
14,878 |
+1,550 |
| May04 |
031023 |
519.3 |
519.3 |
519.3 |
519.3 |
+3.8 |
1 |
1,119 |
-1 |
| Jul04 |
031023 |
520.0 |
520.0 |
520.0 |
520.0 |
+3.8 |
17 |
2,189 |
-2 |
| Sep04 |
031023 |
520.1 |
520.1 |
520.1 |
520.1 |
+3.7 |
0 |
575 |
+0 |
| Total Volume and Open Interest |
19,868 |
90,548 |
-51 |
| Platinum(NYM) |
| Oct03 |
031023 |
748.0 |
752.7 |
745.0 |
752.7 |
+6.3 |
12 |
39 |
+0 |
| Jan04 |
031023 |
738.0 |
746.8 |
736.0 |
745.7 |
+6.3 |
380 |
8,171 |
+56 |
| Apr04 |
031023 |
739.0 |
739.0 |
739.0 |
739.0 |
+7.6 |
20 |
62 |
+15 |
| Total Volume and Open Interest |
412 |
8,272 |
+71 |
| Palladium(NYME) |
| Dec03 |
031023 |
203.00 |
204.80 |
201.65 |
202.45 |
+0.80 |
169 |
5,020 |
-62 |
| Mar04 |
031023 |
203.00 |
203.00 |
201.95 |
201.95 |
+0.80 |
3 |
218 |
+2 |
| Jun04 |
031023 |
201.95 |
201.95 |
201.95 |
201.95 |
+0.80 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
172 |
5,274 |
-60 |
| Copper(CMX) |
| Dec03 |
031023 |
89.90 |
90.75 |
89.60 |
90.65 |
-0.70 |
6,464 |
88,138 |
+83 |
| Mar04 |
031023 |
90.30 |
91.15 |
90.10 |
91.10 |
-0.55 |
1,312 |
9,998 |
+268 |
| May04 |
031023 |
91.00 |
91.00 |
91.00 |
91.00 |
-0.45 |
449 |
2,341 |
-437 |
| Jul04 |
031023 |
91.00 |
91.00 |
91.00 |
91.00 |
-0.45 |
19 |
2,159 |
+12 |
| Sep04 |
031023 |
90.80 |
90.95 |
90.80 |
90.95 |
-0.40 |
5 |
1,338 |
+4 |
| Total Volume and Open Interest |
8,784 |
111,604 |
+45 |
| DJIA Index(CBOT) |
| Dec03 |
031023 |
9510 |
9599 |
9500 |
9563 |
-23 |
11,582 |
32,396 |
+1,002 |
| Mar04 |
031023 |
9475 |
9550 |
9475 |
9538 |
-23 |
117 |
1,423 |
+105 |
| Jun04 |
031023 |
9513 |
9513 |
9513 |
9513 |
-23 |
25 |
26 |
+25 |
| Total Volume and Open Interest |
11,724 |
33,845 |
+1,132 |
| S & P 500(CME) |
| Dec03 |
031023 |
1023.80 |
1034.30 |
1023.80 |
1028.50 |
-2.00 |
47,266 |
565,305 |
-744 |
| Mar04 |
031023 |
1028.00 |
1028.00 |
1027.00 |
1027.00 |
-2.00 |
98 |
16,370 |
+13 |
| Jun04 |
031023 |
1026.40 |
1026.40 |
1026.40 |
1026.40 |
-2.00 |
75 |
566 |
-51 |
| Sep04 |
031023 |
1024.00 |
1026.40 |
1021.50 |
1026.40 |
-2.00 |
0 |
178 |
+0 |
| Total Volume and Open Interest |
47,449 |
582,457 |
-782 |
| S & P 500 E-Mini(Globex) |
| Dec03 |
031023 |
1029.75 |
1034.50 |
1019.75 |
1028.50 |
-2.00 |
682,947 |
476,665 |
-11,689 |
| Mar04 |
031023 |
1025.00 |
1032.50 |
1019.75 |
1027.00 |
-2.00 |
74 |
1,501 |
-2 |
| Total Volume and Open Interest |
683,021 |
478,166 |
-11,691 |
| NASDAQ 100(CME) |
| Dec03 |
031023 |
1373.50 |
1389.00 |
1370.00 |
1374.50 |
-17.50 |
13,691 |
76,044 |
+234 |
| Mar04 |
031023 |
1377.50 |
1377.50 |
1377.50 |
1377.50 |
-17.50 |
0 |
54 |
+0 |
| Jun04 |
031023 |
1380.50 |
1380.50 |
1380.50 |
1380.50 |
-17.50 |
|
|
|
| Total Volume and Open Interest |
13,691 |
76,098 |
+234 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec03 |
031023 |
1389.5 |
1390.0 |
1368.0 |
1374.5 |
-17.5 |
305,458 |
220,130 |
+1,327 |
| Mar04 |
031023 |
1367.5 |
1390.5 |
1367.5 |
1377.5 |
-17.5 |
55 |
1,197 |
+0 |
| Total Volume and Open Interest |
305,513 |
221,327 |
+1,327 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Dec03 |
031023 |
530.30 |
534.75 |
528.00 |
531.00 |
-2.50 |
877 |
14,539 |
+318 |
| Mar04 |
031023 |
530.80 |
530.80 |
530.80 |
530.80 |
-2.50 |
|
|
|
| Jun04 |
031023 |
531.25 |
531.25 |
531.25 |
531.25 |
-2.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
877 |
14,540 |
+318 |
| Russell 2000(CME) |
| Dec03 |
031023 |
510.00 |
514.00 |
505.60 |
507.75 |
-5.00 |
1,913 |
22,081 |
+60 |
| Mar04 |
031023 |
507.75 |
507.75 |
507.75 |
507.75 |
-5.00 |
|
|
|
| Jun04 |
031023 |
507.75 |
507.75 |
507.75 |
507.75 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
1,913 |
22,081 |
+60 |
| Value Line(KCBT) |
| Dec03 |
031023 |
1382.00 |
1390.00 |
1382.00 |
1388.00 |
-4.00 |
1 |
29 |
-1 |
| Total Volume and Open Interest |
1 |
29 |
-1 |
| Nikkei 225(CME) |
| Dec03 |
031023 |
10330 |
10470 |
10320 |
10450 |
-260 |
4,455 |
27,354 |
-432 |
| Mar04 |
031023 |
10300 |
10460 |
10300 |
10460 |
-260 |
1 |
6 |
-1 |
| Total Volume and Open Interest |
4,456 |
27,361 |
-433 |
| Nikkei 225(SIMEX) |
| Dec03 |
031023 |
10630 |
10645 |
10255 |
10275 |
-590 |
21,885 |
158,880 |
-294 |
| Mar04 |
031023 |
10270 |
10270 |
10270 |
10270 |
-590 |
0 |
4,985 |
+0 |
| Jun04 |
031023 |
10225 |
10225 |
10225 |
10225 |
-590 |
|
|
|
| Total Volume and Open Interest |
21,885 |
163,865 |
-294 |
| CAC 40(MATIF) |
| Oct03 |
031023 |
3283.0 |
3295.0 |
3238.5 |
3263.0 |
-43.5 |
71,974 |
500,752 |
+22,935 |
| Nov03 |
031023 |
3266.0 |
3293.0 |
3249.0 |
3268.0 |
-43.0 |
80 |
4,221 |
+746 |
| Dec03 |
031023 |
3284.0 |
3301.0 |
3251.0 |
3273.0 |
-44.0 |
315 |
120,235 |
+378 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Dec03 |
031023 |
3450.0 |
3516.5 |
3442.5 |
3514.5 |
+10.5 |
121,787 |
257,539 |
+2,951 |
| Mar04 |
031023 |
3470.0 |
3533.0 |
3465.5 |
3533.0 |
+10.0 |
147 |
10,060 |
+32 |
| Jun04 |
031023 |
3502.0 |
3553.0 |
3485.0 |
3553.0 |
+10.0 |
151 |
1,452 |
+70 |
| Total Volume and Open Interest |
122,085 |
269,051 |
+3,053 |
| FT-SE 100(LIFFE) |
| Dec03 |
031023 |
4257.50 |
4263.50 |
4176.00 |
4239.50 |
-47.00 |
80,024 |
397,631 |
-2,608 |
| Mar04 |
031023 |
4230.00 |
4256.50 |
4210.00 |
4234.50 |
-47.50 |
1,270 |
12,297 |
+1,312 |
| Jun04 |
031023 |
4241.50 |
4247.00 |
4241.50 |
4247.00 |
-48.50 |
900 |
6,391 |
+250 |
| Total Volume and Open Interest |
82,194 |
416,899 |
-1,046 |
| SPI 200(SFE) |
| Dec03 |
031023 |
3281.0 |
3285.0 |
3262.0 |
3264.0 |
-33.0 |
10,806 |
144,520 |
-2,011 |
| Mar04 |
031023 |
3292.0 |
3292.0 |
3273.0 |
3273.0 |
-33.0 |
3 |
3,689 |
-89 |
| Jun04 |
031023 |
3291.0 |
3291.0 |
3283.0 |
3283.0 |
-33.0 |
240 |
2,221 |
+65 |
| Total Volume and Open Interest |
11,098 |
151,796 |
-2,007 |
| GSCI(CME) |
| Nov03 |
031023 |
240.60 |
243.30 |
239.25 |
242.80 |
+2.30 |
194 |
11,731 |
+18 |
| Dec03 |
031023 |
240.50 |
243.40 |
240.50 |
243.25 |
+2.25 |
0 |
10 |
+0 |
| Jan04 |
031023 |
241.25 |
241.25 |
241.25 |
241.25 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
194 |
11,741 |
+18 |
| Reuters CRB Index(NYBOT) |
| Nov03 |
031023 |
246.50 |
249.50 |
246.50 |
249.00 |
+2.30 |
36 |
454 |
-3 |
| Jan04 |
031023 |
246.25 |
248.50 |
246.25 |
248.00 |
+3.00 |
20 |
414 |
+5 |
| Feb04 |
031023 |
244.25 |
246.00 |
244.25 |
245.50 |
+3.70 |
0 |
172 |
+0 |
| Total Volume and Open Interest |
57 |
1,053 |
+1 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|