|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri November 07, 2003 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov03 |
031107 |
753.00 |
759.00 |
742.00 |
743.00 |
-14.75 |
6,633 |
4,688 |
-1,096 |
| Jan04 |
031107 |
758.00 |
767.00 |
746.00 |
748.50 |
-16.50 |
53,201 |
128,701 |
-1,051 |
| Mar04 |
031107 |
752.00 |
760.50 |
741.00 |
744.00 |
-15.75 |
8,419 |
38,925 |
+38 |
| May04 |
031107 |
723.00 |
734.50 |
720.50 |
721.25 |
-10.75 |
5,310 |
39,048 |
+468 |
| Jul04 |
031107 |
713.50 |
723.50 |
709.00 |
709.50 |
-13.25 |
3,308 |
19,585 |
+929 |
| Aug04 |
031107 |
699.00 |
702.00 |
686.00 |
687.00 |
-14.00 |
246 |
2,407 |
-7 |
| Sep04 |
031107 |
650.00 |
655.00 |
644.50 |
644.75 |
-8.50 |
19 |
579 |
+5 |
| Total Volume and Open Interest |
78,554 |
243,244 |
-514 |
| Soybean Meal(CBOT) |
| Dec03 |
031107 |
242.50 |
244.20 |
238.80 |
239.20 |
-5.00 |
12,291 |
51,194 |
-2,160 |
| Jan04 |
031107 |
240.00 |
242.00 |
236.80 |
237.10 |
-4.70 |
6,420 |
21,853 |
+604 |
| Mar04 |
031107 |
236.50 |
239.40 |
234.30 |
234.60 |
-4.50 |
5,087 |
23,355 |
+240 |
| May04 |
031107 |
228.00 |
230.40 |
226.00 |
226.50 |
-2.60 |
3,458 |
31,280 |
+126 |
| Jul04 |
031107 |
221.00 |
225.70 |
221.00 |
222.00 |
-2.40 |
3,160 |
20,088 |
+368 |
| Aug04 |
031107 |
214.00 |
218.80 |
213.50 |
213.50 |
-2.00 |
181 |
5,478 |
+12 |
| Sep04 |
031107 |
204.00 |
206.50 |
202.50 |
202.50 |
-2.50 |
431 |
5,429 |
+66 |
| Oct04 |
031107 |
180.00 |
181.00 |
178.50 |
178.80 |
-1.70 |
13 |
3,396 |
-2 |
| Total Volume and Open Interest |
32,252 |
170,227 |
-1,001 |
| Soybean Oil(CBOT) |
| Dec03 |
031107 |
25.05 |
25.40 |
24.93 |
25.15 |
-0.04 |
14,142 |
45,718 |
-3,497 |
| Jan04 |
031107 |
24.86 |
25.21 |
24.80 |
24.90 |
-0.13 |
7,633 |
29,455 |
+572 |
| Mar04 |
031107 |
24.72 |
25.10 |
24.70 |
24.75 |
-0.11 |
4,736 |
29,269 |
+1,070 |
| May04 |
031107 |
24.45 |
24.82 |
24.45 |
24.49 |
-0.06 |
6,217 |
30,750 |
-384 |
| Jul04 |
031107 |
24.15 |
24.50 |
24.15 |
24.15 |
-0.07 |
5,269 |
26,285 |
+1,111 |
| Aug04 |
031107 |
24.10 |
24.10 |
23.75 |
23.75 |
-0.05 |
672 |
2,973 |
+337 |
| Sep04 |
031107 |
23.60 |
23.60 |
23.03 |
23.03 |
-0.03 |
51 |
1,599 |
+51 |
| Oct04 |
031107 |
22.50 |
22.65 |
22.41 |
22.42 |
-0.08 |
165 |
2,173 |
+0 |
| Total Volume and Open Interest |
39,451 |
174,609 |
-901 |
| Canola(WCE) |
| Nov03 |
031107 |
378.1 |
379.0 |
378.1 |
379.0 |
+0.5 |
316 |
912 |
+60 |
| Jan04 |
031107 |
381.0 |
383.5 |
379.5 |
380.5 |
-3.2 |
3,599 |
30,749 |
-213 |
| Mar04 |
031107 |
385.0 |
387.8 |
384.5 |
384.5 |
-4.0 |
533 |
4,563 |
-5 |
| May04 |
031107 |
389.5 |
389.5 |
389.5 |
389.5 |
-3.5 |
338 |
3,197 |
+14 |
| Jul04 |
031107 |
395.0 |
395.0 |
394.8 |
394.8 |
-1.9 |
239 |
3,370 |
+13 |
| Total Volume and Open Interest |
5,025 |
46,902 |
-131 |
| Corn(CBOT) |
| Dec03 |
031107 |
232.25 |
237.75 |
231.50 |
235.25 |
+1.00 |
47,806 |
204,339 |
-3,688 |
| Mar04 |
031107 |
238.75 |
243.25 |
238.00 |
241.50 |
+1.25 |
22,151 |
164,667 |
+2,844 |
| May04 |
031107 |
242.00 |
247.00 |
241.25 |
245.25 |
+1.00 |
3,162 |
33,271 |
+631 |
| Jul04 |
031107 |
245.50 |
250.00 |
245.00 |
248.00 |
+0.75 |
2,739 |
32,557 |
+215 |
| Sep04 |
031107 |
243.00 |
245.25 |
242.50 |
244.00 |
+0.50 |
121 |
5,897 |
-24 |
| Dec04 |
031107 |
242.50 |
245.00 |
242.25 |
244.00 |
+0.75 |
851 |
26,061 |
+191 |
| Total Volume and Open Interest |
76,861 |
469,218 |
+192 |
| Wheat(CBOT) |
| Dec03 |
031107 |
376.00 |
384.00 |
375.50 |
378.00 |
+2.50 |
19,496 |
63,554 |
-1,450 |
| Mar04 |
031107 |
387.00 |
394.50 |
387.00 |
390.00 |
+2.50 |
9,876 |
43,646 |
+2,850 |
| May04 |
031107 |
381.50 |
386.50 |
381.50 |
384.00 |
+2.75 |
286 |
2,630 |
+28 |
| Jul04 |
031107 |
355.50 |
358.50 |
353.00 |
353.25 |
-2.75 |
1,206 |
7,475 |
+260 |
| Sep04 |
031107 |
358.00 |
361.00 |
357.00 |
358.00 |
-1.00 |
12 |
340 |
-3 |
| Total Volume and Open Interest |
30,959 |
118,497 |
+1,680 |
| Wheat(KCBT) |
| Dec03 |
031107 |
370.50 |
377.50 |
370.00 |
371.50 |
+0.75 |
6,800 |
32,592 |
-1,489 |
| Mar04 |
031107 |
378.00 |
385.00 |
378.00 |
380.50 |
+1.75 |
6,484 |
28,066 |
+1,272 |
| May04 |
031107 |
379.00 |
381.00 |
375.50 |
375.75 |
+0.75 |
511 |
2,251 |
+63 |
| Jul04 |
031107 |
360.00 |
362.50 |
356.00 |
356.25 |
-3.75 |
950 |
3,352 |
+94 |
| Sep04 |
031107 |
361.50 |
361.50 |
361.50 |
361.50 |
-2.50 |
7 |
281 |
+0 |
| Total Volume and Open Interest |
14,758 |
66,836 |
-56 |
| Wheat(MGE) |
| Dec03 |
031107 |
378.50 |
384.50 |
378.50 |
381.75 |
+2.75 |
1,904 |
12,327 |
-304 |
| Mar04 |
031107 |
379.50 |
386.00 |
379.50 |
382.50 |
+3.00 |
2,094 |
13,117 |
-389 |
| May04 |
031107 |
382.00 |
386.25 |
382.00 |
383.00 |
+2.00 |
326 |
1,501 |
+42 |
| Jul04 |
031107 |
381.00 |
381.00 |
381.00 |
381.00 |
+1.00 |
31 |
543 |
-31 |
| Sep04 |
031107 |
360.00 |
361.00 |
360.00 |
361.00 |
+2.00 |
0 |
372 |
+0 |
| Total Volume and Open Interest |
4,356 |
27,952 |
-681 |
| Oats(CBOT) |
| Dec03 |
031107 |
142.50 |
145.00 |
142.25 |
143.75 |
+0.75 |
802 |
4,190 |
-44 |
| Mar04 |
031107 |
146.50 |
148.50 |
146.50 |
148.00 |
+1.00 |
188 |
1,864 |
+48 |
| May04 |
031107 |
148.50 |
149.25 |
148.50 |
149.25 |
+0.75 |
39 |
165 |
+5 |
| Jul04 |
031107 |
151.50 |
151.50 |
151.50 |
151.50 |
unch |
0 |
34 |
+0 |
| Total Volume and Open Interest |
1,029 |
6,255 |
+9 |
| Rough Rice(CBOT) |
| Nov03 |
031107 |
7.55 |
7.65 |
7.55 |
7.55 |
-0.10 |
7 |
96 |
-62 |
| Jan04 |
031107 |
7.84 |
7.85 |
7.71 |
7.72 |
-0.13 |
177 |
3,951 |
-10 |
| Mar04 |
031107 |
7.94 |
7.94 |
7.85 |
7.85 |
-0.10 |
175 |
1,462 |
+25 |
| May04 |
031107 |
8.02 |
8.02 |
7.99 |
7.99 |
-0.06 |
0 |
643 |
+0 |
| Total Volume and Open Interest |
359 |
6,537 |
-47 |
| Live Cattle(CME) |
| Dec03 |
031107 |
97.000 |
98.300 |
96.650 |
96.825 |
+1.225 |
2,135 |
44,992 |
-2,110 |
| Feb04 |
031107 |
91.900 |
92.500 |
91.100 |
92.125 |
+0.975 |
4,530 |
32,368 |
+972 |
| Apr04 |
031107 |
83.400 |
83.750 |
82.900 |
83.375 |
+0.325 |
1,712 |
17,205 |
+412 |
| Jun04 |
031107 |
76.600 |
76.950 |
76.250 |
76.550 |
+0.225 |
586 |
10,905 |
+135 |
| Aug04 |
031107 |
74.250 |
74.650 |
74.000 |
74.150 |
-0.100 |
577 |
3,447 |
-142 |
| Oct04 |
031107 |
75.100 |
75.600 |
75.100 |
75.550 |
+0.650 |
13 |
356 |
+10 |
| Total Volume and Open Interest |
9,666 |
110,973 |
-702 |
| Feeder Cattle(CME) |
| Nov03 |
031107 |
104.500 |
104.500 |
103.600 |
103.925 |
-0.475 |
1,214 |
4,808 |
-427 |
| Jan04 |
031107 |
97.900 |
98.400 |
97.250 |
97.325 |
-0.300 |
1,583 |
8,902 |
+259 |
| Mar04 |
031107 |
91.400 |
91.550 |
90.500 |
90.775 |
+0.275 |
412 |
2,087 |
+76 |
| Apr04 |
031107 |
89.500 |
89.700 |
89.300 |
89.300 |
+0.100 |
179 |
833 |
+126 |
| May04 |
031107 |
88.500 |
88.850 |
87.900 |
88.225 |
+0.175 |
180 |
1,280 |
+91 |
| Aug04 |
031107 |
90.350 |
90.750 |
90.250 |
90.250 |
-0.100 |
73 |
582 |
+22 |
| Sep04 |
031107 |
90.100 |
90.400 |
90.000 |
90.400 |
+0.900 |
16 |
231 |
+5 |
| Total Volume and Open Interest |
3,657 |
18,723 |
+152 |
| Lean Hogs(CME) |
| Dec03 |
031107 |
53.250 |
54.250 |
53.175 |
53.375 |
+0.200 |
2,730 |
21,645 |
-411 |
| Feb04 |
031107 |
59.050 |
59.925 |
59.050 |
59.725 |
+0.800 |
1,539 |
12,219 |
+309 |
| Apr04 |
031107 |
60.750 |
61.425 |
60.700 |
61.300 |
+0.675 |
519 |
4,966 |
-54 |
| May04 |
031107 |
62.000 |
62.450 |
62.000 |
62.450 |
+0.250 |
74 |
789 |
+20 |
| Jun04 |
031107 |
65.250 |
65.500 |
65.050 |
65.425 |
+0.175 |
150 |
1,801 |
+47 |
| Jul04 |
031107 |
62.250 |
62.700 |
62.200 |
62.700 |
+0.275 |
43 |
600 |
+20 |
| Aug04 |
031107 |
60.600 |
60.900 |
60.500 |
60.900 |
+0.100 |
24 |
346 |
+21 |
| Oct04 |
031107 |
53.925 |
54.100 |
53.500 |
53.500 |
-0.450 |
46 |
230 |
+10 |
| Total Volume and Open Interest |
5,144 |
42,655 |
-19 |
| Pork Bellies(CME) |
| Feb04 |
031107 |
88.900 |
89.400 |
88.000 |
88.150 |
-0.650 |
323 |
1,613 |
-25 |
| Mar04 |
031107 |
88.700 |
88.900 |
87.150 |
87.150 |
-0.650 |
9 |
120 |
-2 |
| May04 |
031107 |
90.000 |
90.250 |
89.150 |
89.150 |
+0.150 |
6 |
49 |
-1 |
| Jul04 |
031107 |
92.000 |
92.400 |
92.000 |
92.400 |
+0.900 |
1 |
33 |
+1 |
| Aug04 |
031107 |
90.750 |
90.750 |
90.750 |
90.750 |
+0.250 |
1 |
9 |
+1 |
| Total Volume and Open Interest |
340 |
1,824 |
-26 |
| BFP Milk Class III(CME) |
| Nov03 |
031107 |
13.20 |
13.34 |
13.16 |
13.26 |
+0.04 |
772 |
5,412 |
+221 |
| Dec03 |
031107 |
11.70 |
11.70 |
11.55 |
11.58 |
-0.12 |
392 |
3,885 |
-4 |
| Jan04 |
031107 |
11.50 |
11.54 |
11.45 |
11.52 |
-0.08 |
54 |
1,806 |
+28 |
| Feb04 |
031107 |
11.30 |
11.30 |
11.25 |
11.25 |
-0.05 |
47 |
1,583 |
+21 |
| Mar04 |
031107 |
11.29 |
11.29 |
11.29 |
11.29 |
unch |
26 |
1,377 |
+18 |
| Total Volume and Open Interest |
1,351 |
19,854 |
+317 |
| Cocoa(NYBOT) |
| Dec03 |
031107 |
1460 |
1515 |
1446 |
1499 |
+33 |
9,155 |
21,450 |
-4,825 |
| Mar04 |
031107 |
1418 |
1485 |
1412 |
1474 |
+51 |
8,216 |
29,221 |
+3,796 |
| May04 |
031107 |
1405 |
1475 |
1402 |
1462 |
+54 |
988 |
14,618 |
+89 |
| Jul04 |
031107 |
1407 |
1464 |
1407 |
1464 |
+55 |
372 |
11,259 |
+179 |
| Sep04 |
031107 |
1412 |
1464 |
1405 |
1464 |
+51 |
6 |
7,082 |
-2 |
| Dec04 |
031107 |
1416 |
1474 |
1416 |
1474 |
+56 |
102 |
8,848 |
+7 |
| Mar05 |
031107 |
1484 |
1484 |
1484 |
1484 |
+56 |
0 |
3,135 |
+0 |
| Total Volume and Open Interest |
19,450 |
108,572 |
-202 |
| Coffee "C"(NYBOT) |
| Dec03 |
031107 |
59.30 |
60.40 |
59.30 |
60.35 |
+0.65 |
7,630 |
42,413 |
-2,314 |
| Mar04 |
031107 |
62.60 |
63.45 |
62.50 |
63.30 |
+0.50 |
4,292 |
24,075 |
+609 |
| May04 |
031107 |
64.50 |
65.10 |
64.50 |
65.10 |
+0.40 |
753 |
5,683 |
+43 |
| Jul04 |
031107 |
66.35 |
66.85 |
66.35 |
66.85 |
+0.35 |
352 |
3,121 |
+208 |
| Sep04 |
031107 |
68.10 |
68.90 |
68.10 |
68.60 |
+0.35 |
18 |
5,520 |
+1 |
| Dec04 |
031107 |
70.75 |
71.25 |
70.75 |
71.25 |
+0.30 |
28 |
2,344 |
-10 |
| Total Volume and Open Interest |
13,073 |
84,714 |
-1,463 |
| Orange Juice(NYBOT) |
| Nov03 |
031107 |
69.25 |
69.25 |
67.85 |
68.50 |
unch |
25 |
881 |
-47 |
| Jan04 |
031107 |
71.60 |
71.75 |
71.25 |
71.70 |
+0.15 |
876 |
17,892 |
+221 |
| Mar04 |
031107 |
74.50 |
74.65 |
74.25 |
74.50 |
+0.30 |
129 |
6,990 |
+76 |
| May04 |
031107 |
77.20 |
77.20 |
77.15 |
77.15 |
+0.35 |
4 |
2,791 |
+3 |
| Jul04 |
031107 |
79.75 |
79.75 |
79.75 |
79.75 |
+0.65 |
5 |
332 |
+2 |
| Total Volume and Open Interest |
1,039 |
29,547 |
+255 |
| Sugar #11(NYBOT) |
| Mar04 |
031107 |
6.02 |
6.10 |
6.02 |
6.07 |
+0.05 |
5,829 |
130,347 |
+361 |
| May04 |
031107 |
6.14 |
6.20 |
6.14 |
6.18 |
+0.05 |
651 |
23,314 |
-82 |
| Jul04 |
031107 |
6.12 |
6.17 |
6.12 |
6.16 |
+0.05 |
306 |
24,140 |
-53 |
| Oct04 |
031107 |
6.26 |
6.29 |
6.25 |
6.27 |
+0.02 |
417 |
16,934 |
-49 |
| Mar05 |
031107 |
6.41 |
6.41 |
6.40 |
6.40 |
+0.02 |
7 |
6,737 |
-5 |
| Total Volume and Open Interest |
7,222 |
206,304 |
+173 |
| London Cocoa(LCE) |
| Dec03 |
031107 |
876 |
901 |
870 |
898 |
+21 |
4,095 |
42,027 |
+353 |
| Mar04 |
031107 |
903 |
928 |
896 |
925 |
+21 |
4,432 |
50,624 |
+1,709 |
| May04 |
031107 |
917 |
941 |
913 |
941 |
+21 |
264 |
17,203 |
+40 |
| Jul04 |
031107 |
935 |
958 |
928 |
957 |
+20 |
340 |
14,455 |
-55 |
| Sep04 |
031107 |
952 |
974 |
945 |
973 |
+19 |
431 |
18,549 |
+153 |
| Dec04 |
031107 |
966 |
986 |
958 |
985 |
+19 |
787 |
24,692 |
-105 |
| Mar05 |
031107 |
980 |
999 |
980 |
998 |
+18 |
10 |
8,279 |
+2 |
| Total Volume and Open Interest |
10,359 |
176,743 |
+2,097 |
| London Coffee(LCE) |
| Nov03 |
031107 |
664.00 |
665.00 |
662.00 |
663.00 |
-1.00 |
23 |
14,835 |
-41 |
| Jan04 |
031107 |
686.00 |
687.00 |
684.00 |
684.00 |
-2.00 |
3,742 |
55,805 |
+651 |
| Mar04 |
031107 |
704.00 |
708.00 |
704.00 |
704.00 |
-2.00 |
2,998 |
28,253 |
+1,732 |
| May04 |
031107 |
730.00 |
730.00 |
721.00 |
722.00 |
-1.00 |
597 |
18,173 |
+527 |
| Jul04 |
031107 |
740.00 |
742.00 |
739.00 |
740.00 |
-1.00 |
820 |
7,031 |
+685 |
| Sep04 |
031107 |
755.00 |
756.00 |
754.00 |
754.00 |
-1.00 |
300 |
5,531 |
+278 |
| Total Volume and Open Interest |
8,566 |
132,740 |
+3,918 |
| London Sugar(LCE) |
| Dec03 |
031107 |
175.80 |
176.50 |
175.30 |
175.40 |
-0.10 |
3,737 |
8,961 |
-831 |
| Mar04 |
031107 |
180.50 |
181.40 |
180.50 |
180.70 |
+0.20 |
1,985 |
20,482 |
+949 |
| May04 |
031107 |
182.80 |
183.90 |
182.80 |
183.40 |
-0.10 |
379 |
3,916 |
-41 |
| Aug04 |
031107 |
183.70 |
183.70 |
183.10 |
183.40 |
-0.20 |
48 |
5,785 |
+0 |
| Oct04 |
031107 |
187.00 |
187.00 |
186.20 |
186.20 |
-0.20 |
95 |
2,596 |
+15 |
| Total Volume and Open Interest |
6,264 |
42,712 |
+112 |
| Cotton(NYBOT) |
| Dec03 |
031107 |
75.00 |
77.45 |
74.90 |
77.27 |
+1.75 |
11,463 |
38,905 |
-2,865 |
| Mar04 |
031107 |
77.90 |
80.15 |
77.70 |
80.05 |
+1.56 |
11,495 |
52,550 |
+2,145 |
| May04 |
031107 |
78.40 |
80.50 |
78.30 |
80.39 |
+1.24 |
859 |
10,326 |
+25 |
| Jul04 |
031107 |
78.38 |
80.20 |
78.38 |
80.15 |
+1.45 |
495 |
4,441 |
-122 |
| Oct04 |
031107 |
68.00 |
68.00 |
67.90 |
67.90 |
-0.55 |
0 |
269 |
+0 |
| Dec04 |
031107 |
68.00 |
68.55 |
67.60 |
68.20 |
-0.45 |
155 |
4,040 |
+12 |
| Total Volume and Open Interest |
24,467 |
110,950 |
-805 |
| Lumber(CME) |
| Nov03 |
031107 |
268.0 |
271.8 |
268.0 |
270.3 |
+3.7 |
205 |
485 |
-48 |
| Jan04 |
031107 |
278.5 |
281.3 |
278.0 |
280.4 |
+5.4 |
666 |
1,253 |
+21 |
| Mar04 |
031107 |
287.5 |
291.1 |
287.5 |
288.1 |
+2.8 |
105 |
207 |
+33 |
| May04 |
031107 |
293.0 |
293.0 |
293.0 |
293.0 |
+1.9 |
3 |
32 |
+2 |
| Total Volume and Open Interest |
981 |
1,981 |
+9 |
| Crude Oil(NYM) |
| Dec03 |
031107 |
30.60 |
31.14 |
30.42 |
30.85 |
+0.59 |
101,788 |
147,679 |
-469 |
| Jan04 |
031107 |
30.35 |
30.80 |
30.17 |
30.56 |
+0.59 |
64,322 |
90,210 |
+3,109 |
| Feb04 |
031107 |
29.95 |
30.33 |
29.80 |
30.13 |
+0.55 |
18,334 |
29,569 |
-1,238 |
| Mar04 |
031107 |
29.50 |
29.80 |
29.39 |
29.68 |
+0.49 |
7,807 |
29,885 |
-131 |
| Apr04 |
031107 |
29.00 |
29.40 |
29.00 |
29.25 |
+0.44 |
3,724 |
22,062 |
+378 |
| May04 |
031107 |
28.60 |
28.85 |
28.60 |
28.83 |
+0.39 |
1,309 |
12,357 |
+403 |
| Jun04 |
031107 |
28.10 |
28.42 |
28.10 |
28.42 |
+0.35 |
5,341 |
29,342 |
-72 |
| Jul04 |
031107 |
28.07 |
28.07 |
28.07 |
28.07 |
+0.32 |
1,493 |
9,838 |
+345 |
| Aug04 |
031107 |
27.73 |
27.77 |
27.70 |
27.77 |
+0.30 |
660 |
9,533 |
+56 |
| Sep04 |
031107 |
27.27 |
27.49 |
27.15 |
27.49 |
+0.28 |
201 |
15,204 |
+180 |
| Oct04 |
031107 |
27.15 |
27.25 |
27.15 |
27.25 |
+0.26 |
576 |
9,330 |
+309 |
| Nov04 |
031107 |
27.03 |
27.03 |
27.03 |
27.03 |
+0.23 |
231 |
7,430 |
-201 |
| Dec04 |
031107 |
26.65 |
26.81 |
26.60 |
26.81 |
+0.20 |
2,608 |
26,544 |
+290 |
| Jan05 |
031107 |
26.61 |
26.61 |
26.61 |
26.61 |
+0.18 |
382 |
8,843 |
-250 |
| Feb05 |
031107 |
26.47 |
26.47 |
26.47 |
26.47 |
+0.17 |
250 |
3,838 |
+50 |
| Mar05 |
031107 |
26.35 |
26.35 |
26.35 |
26.35 |
+0.16 |
200 |
2,214 |
+0 |
| Total Volume and Open Interest |
212,339 |
529,629 |
+3,071 |
| Heating Oil(NYM) |
| Dec03 |
031107 |
83.00 |
84.60 |
82.80 |
83.58 |
+1.36 |
27,847 |
46,080 |
-1,055 |
| Jan04 |
031107 |
83.50 |
85.20 |
83.50 |
84.32 |
+1.43 |
13,009 |
28,281 |
+3,799 |
| Feb04 |
031107 |
83.40 |
85.00 |
83.40 |
84.17 |
+1.38 |
6,761 |
17,546 |
-35 |
| Mar04 |
031107 |
82.10 |
83.10 |
81.90 |
82.27 |
+1.18 |
3,265 |
15,543 |
-247 |
| Apr04 |
031107 |
78.50 |
79.80 |
78.50 |
78.97 |
+0.93 |
472 |
7,234 |
-5 |
| May04 |
031107 |
75.97 |
75.97 |
75.97 |
75.97 |
+0.73 |
93 |
4,099 |
-44 |
| Jun04 |
031107 |
73.05 |
74.20 |
73.05 |
74.12 |
+0.58 |
201 |
5,939 |
+97 |
| Jul04 |
031107 |
73.17 |
73.17 |
73.17 |
73.17 |
+0.43 |
128 |
2,377 |
-7 |
| Aug04 |
031107 |
73.17 |
73.17 |
73.17 |
73.17 |
+0.38 |
102 |
2,255 |
+41 |
| Sep04 |
031107 |
73.80 |
73.80 |
73.62 |
73.62 |
+0.33 |
4 |
1,681 |
+0 |
| Oct04 |
031107 |
74.12 |
74.12 |
74.12 |
74.12 |
+0.28 |
2 |
1,003 |
+2 |
| Nov04 |
031107 |
74.57 |
74.57 |
74.57 |
74.57 |
+0.23 |
3 |
1,260 |
+3 |
| Total Volume and Open Interest |
52,140 |
138,787 |
+2,623 |
| Unleaded Gas(NYM) |
| Dec03 |
031107 |
82.10 |
84.20 |
81.75 |
83.31 |
+1.89 |
23,404 |
43,850 |
-2,354 |
| Jan04 |
031107 |
82.20 |
83.80 |
81.90 |
83.26 |
+1.90 |
9,394 |
20,525 |
+731 |
| Feb04 |
031107 |
82.50 |
83.80 |
82.25 |
83.46 |
+1.75 |
2,821 |
3,936 |
+29 |
| Mar04 |
031107 |
83.00 |
84.10 |
83.00 |
83.86 |
+1.55 |
1,621 |
3,658 |
-108 |
| Apr04 |
031107 |
90.00 |
90.80 |
90.00 |
90.66 |
+1.50 |
1,336 |
6,823 |
-1 |
| May04 |
031107 |
90.00 |
90.46 |
90.00 |
90.46 |
+1.40 |
427 |
4,427 |
+105 |
| Jun04 |
031107 |
89.36 |
89.36 |
89.36 |
89.36 |
+1.40 |
506 |
1,741 |
+267 |
| Total Volume and Open Interest |
39,509 |
84,960 |
-1,331 |
| Natural Gas(NYM) |
| Dec03 |
031107 |
4.700 |
4.800 |
4.660 |
4.706 |
+0.048 |
47,625 |
62,420 |
+1,430 |
| Jan04 |
031107 |
4.965 |
5.040 |
4.920 |
4.965 |
+0.057 |
17,591 |
46,504 |
+2,925 |
| Feb04 |
031107 |
4.985 |
5.045 |
4.940 |
4.985 |
+0.055 |
6,174 |
29,457 |
+1,147 |
| Mar04 |
031107 |
4.900 |
4.935 |
4.850 |
4.893 |
+0.045 |
5,747 |
23,173 |
-248 |
| Apr04 |
031107 |
4.625 |
4.640 |
4.580 |
4.633 |
+0.040 |
2,431 |
20,236 |
+20 |
| May04 |
031107 |
4.600 |
4.610 |
4.585 |
4.608 |
+0.033 |
1,241 |
15,506 |
-400 |
| Jun04 |
031107 |
4.620 |
4.635 |
4.600 |
4.628 |
+0.033 |
1,520 |
14,013 |
-282 |
| Jul04 |
031107 |
4.620 |
4.655 |
4.610 |
4.646 |
+0.036 |
920 |
11,048 |
-240 |
| Aug04 |
031107 |
4.660 |
4.670 |
4.640 |
4.665 |
+0.035 |
1,044 |
11,335 |
-189 |
| Sep04 |
031107 |
4.630 |
4.648 |
4.625 |
4.648 |
+0.033 |
609 |
9,460 |
-82 |
| Oct04 |
031107 |
4.640 |
4.661 |
4.630 |
4.661 |
+0.034 |
385 |
9,689 |
+9 |
| Nov04 |
031107 |
4.820 |
4.836 |
4.800 |
4.836 |
+0.034 |
356 |
8,540 |
+44 |
| Dec04 |
031107 |
5.010 |
5.023 |
4.980 |
5.023 |
+0.034 |
513 |
10,620 |
+96 |
| Jan05 |
031107 |
5.110 |
5.137 |
5.090 |
5.137 |
+0.034 |
348 |
7,809 |
+15 |
| Feb05 |
031107 |
5.080 |
5.102 |
5.075 |
5.102 |
+0.024 |
100 |
8,117 |
+43 |
| Mar05 |
031107 |
4.930 |
4.942 |
4.910 |
4.942 |
+0.024 |
384 |
7,340 |
-248 |
| Total Volume and Open Interest |
92,485 |
360,127 |
+6,852 |
| Brent Crude Oil(IPE) |
| Dec03 |
031107 |
28.69 |
29.20 |
28.46 |
28.91 |
+0.50 |
47,148 |
51,788 |
-13,624 |
| Jan04 |
031107 |
28.38 |
28.88 |
28.20 |
28.63 |
+0.50 |
37,843 |
88,501 |
+5,131 |
| Feb04 |
031107 |
28.04 |
28.50 |
27.89 |
28.33 |
+0.47 |
8,198 |
22,971 |
+1,443 |
| Mar04 |
031107 |
27.70 |
28.13 |
27.65 |
27.96 |
+0.45 |
2,566 |
20,967 |
+962 |
| Apr04 |
031107 |
27.35 |
27.70 |
27.31 |
27.58 |
+0.41 |
1,577 |
8,862 |
+964 |
| May04 |
031107 |
27.09 |
27.30 |
26.90 |
27.22 |
+0.36 |
1,175 |
6,723 |
-393 |
| Jun04 |
031107 |
26.68 |
26.96 |
26.60 |
26.87 |
+0.30 |
2,019 |
22,837 |
+154 |
| Jul04 |
031107 |
26.40 |
26.60 |
26.38 |
26.60 |
+0.30 |
0 |
7,046 |
+0 |
| Aug04 |
031107 |
26.27 |
26.33 |
26.25 |
26.33 |
+0.28 |
300 |
6,280 |
+0 |
| Sep04 |
031107 |
25.84 |
26.15 |
25.84 |
26.09 |
+0.26 |
0 |
4,182 |
+0 |
| Oct04 |
031107 |
25.65 |
25.89 |
25.65 |
25.89 |
+0.24 |
0 |
2,561 |
+0 |
| Nov04 |
031107 |
25.69 |
25.69 |
25.69 |
25.69 |
+0.22 |
0 |
1,000 |
+0 |
| Dec04 |
031107 |
25.31 |
25.65 |
25.31 |
25.51 |
+0.20 |
3,260 |
30,817 |
+1,525 |
| Total Volume and Open Interest |
104,386 |
294,890 |
-3,438 |
| Gas Oil(IPE) |
| Nov03 |
031107 |
259.25 |
262.00 |
258.00 |
261.00 |
+2.00 |
11,289 |
17,952 |
-2,826 |
| Dec03 |
031107 |
251.00 |
255.00 |
250.25 |
254.25 |
+4.00 |
17,929 |
58,081 |
+3,256 |
| Jan04 |
031107 |
247.00 |
251.50 |
246.75 |
251.25 |
+4.75 |
5,429 |
21,305 |
-523 |
| Feb04 |
031107 |
243.50 |
245.75 |
243.25 |
245.75 |
+5.00 |
569 |
10,208 |
+202 |
| Mar04 |
031107 |
238.50 |
239.50 |
238.50 |
239.50 |
+4.75 |
200 |
6,535 |
-150 |
| Apr04 |
031107 |
233.00 |
233.00 |
233.00 |
233.00 |
+4.25 |
50 |
5,711 |
+50 |
| May04 |
031107 |
226.50 |
228.25 |
226.50 |
228.25 |
+3.75 |
250 |
3,544 |
+100 |
| Jun04 |
031107 |
225.00 |
226.00 |
224.50 |
226.00 |
+3.50 |
1,077 |
9,746 |
-48 |
| Jul04 |
031107 |
224.50 |
225.50 |
224.50 |
225.50 |
+3.25 |
100 |
2,542 |
-50 |
| Aug04 |
031107 |
224.50 |
225.25 |
224.50 |
225.25 |
+3.25 |
100 |
1,169 |
-50 |
| Total Volume and Open Interest |
37,960 |
155,553 |
+778 |
| US Dollar Index(NYBOT) |
| Dec03 |
031107 |
94.14 |
94.32 |
93.15 |
93.20 |
-0.90 |
4,168 |
15,661 |
-2,122 |
| Mar04 |
031107 |
94.70 |
94.70 |
93.60 |
93.62 |
-0.90 |
49 |
2,178 |
+24 |
| Jun04 |
031107 |
94.30 |
94.30 |
94.05 |
94.07 |
-0.90 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
4,217 |
17,856 |
-2,098 |
| Australian Dollar(CME) |
| Dec03 |
031107 |
70.45 |
70.72 |
70.10 |
70.63 |
+0.30 |
1,908 |
58,013 |
-95 |
| Mar04 |
031107 |
69.75 |
69.92 |
69.45 |
69.91 |
+0.30 |
129 |
1,060 |
+81 |
| Jun04 |
031107 |
69.00 |
69.19 |
69.00 |
69.19 |
+0.30 |
31 |
209 |
+13 |
| Total Volume and Open Interest |
2,068 |
59,361 |
-1 |
| British Pound(CME) |
| Dec03 |
031107 |
165.83 |
166.96 |
165.21 |
166.72 |
+0.44 |
3,320 |
65,373 |
-268 |
| Mar04 |
031107 |
164.90 |
165.46 |
164.90 |
165.46 |
+0.44 |
6 |
287 |
+4 |
| Jun04 |
031107 |
164.14 |
164.14 |
164.14 |
164.14 |
+0.44 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,327 |
65,668 |
-263 |
| Canadian Dollar(CME) |
| Dec03 |
031107 |
75.03 |
75.55 |
74.83 |
75.41 |
+0.86 |
4,785 |
71,895 |
-449 |
| Mar04 |
031107 |
74.74 |
75.30 |
74.59 |
75.11 |
+0.85 |
493 |
4,257 |
+33 |
| Jun04 |
031107 |
74.60 |
75.00 |
74.60 |
74.85 |
+0.84 |
55 |
1,270 |
+2 |
| Sep04 |
031107 |
74.45 |
74.61 |
74.45 |
74.61 |
+0.83 |
107 |
720 |
+68 |
| Total Volume and Open Interest |
5,440 |
78,402 |
-346 |
| Japanese Yen(CME) |
| Dec03 |
031107 |
90.88 |
91.80 |
90.66 |
91.62 |
+0.83 |
3,406 |
132,659 |
-2,696 |
| Mar04 |
031107 |
91.00 |
92.07 |
91.00 |
91.91 |
+0.83 |
752 |
1,271 |
+716 |
| Jun04 |
031107 |
92.25 |
92.25 |
92.21 |
92.21 |
+0.84 |
4 |
206 |
+3 |
| Total Volume and Open Interest |
4,162 |
134,188 |
-1,977 |
| Swiss Franc(CME) |
| Dec03 |
031107 |
72.80 |
73.54 |
72.47 |
73.49 |
+0.79 |
15,764 |
62,448 |
+3,493 |
| Mar04 |
031107 |
72.95 |
73.65 |
72.74 |
73.65 |
+0.79 |
9 |
217 |
+4 |
| Jun04 |
031107 |
73.81 |
73.81 |
73.81 |
73.81 |
+0.79 |
0 |
109 |
+0 |
| Total Volume and Open Interest |
15,773 |
62,806 |
+3,497 |
| EuroFX(CME) |
| Dec03 |
031107 |
114.09 |
115.22 |
113.67 |
115.20 |
+1.19 |
12,565 |
97,985 |
+1,668 |
| Mar04 |
031107 |
113.50 |
114.94 |
113.45 |
114.91 |
+1.19 |
115 |
1,477 |
+40 |
| Jun04 |
031107 |
114.64 |
114.64 |
114.64 |
114.64 |
+1.19 |
0 |
72 |
+0 |
| Total Volume and Open Interest |
12,680 |
99,652 |
+1,720 |
| Mexican Peso(CME) |
| Dec03 |
031107 |
9120.0 |
9125.0 |
9037.0 |
9067.0 |
-20.0 |
2,855 |
35,975 |
+519 |
| Mar04 |
031107 |
9005.0 |
9005.0 |
8955.0 |
8972.0 |
-20.0 |
94 |
932 |
+3 |
| Total Volume and Open Interest |
2,949 |
37,044 |
+522 |
| 30-Year T-Bonds(CBOT) |
| Dec03 |
031107 |
107~11 |
108~13 |
106~11 |
107~04 |
-0~07 |
235,435 |
442,094 |
+10,650 |
| Mar04 |
031107 |
105~28 |
106~17 |
105~05 |
105~23 |
-0~07 |
3,279 |
23,178 |
+1,458 |
| Jun04 |
031107 |
104~10 |
104~11 |
104~00 |
104~11 |
-0~07 |
3 |
336 |
+1 |
| Total Volume and Open Interest |
238,717 |
465,993 |
+12,109 |
| Municipal Bonds(CBOT) |
| Dec03 |
031107 |
100~23 |
100~23 |
100~06 |
100~20 |
unch |
283 |
1,728 |
+46 |
| Mar04 |
031107 |
99~13 |
99~13 |
99~13 |
99~13 |
unch |
3 |
2 |
+1 |
| Total Volume and Open Interest |
286 |
1,730 |
+47 |
| 10-Year T-Notes(CBOT) |
| Dec03 |
031107 |
111~140 |
112~090 |
110~230 |
111~045 |
-0~085 |
649,638 |
990,309 |
+13,461 |
| Mar04 |
031107 |
110~010 |
110~020 |
109~075 |
109~210 |
-0~080 |
27,284 |
164,461 |
+7,160 |
| Total Volume and Open Interest |
676,922 |
1,154,790 |
+20,621 |
| 5-Year T-Notes(CBOT) |
| Dec03 |
031107 |
111~030 |
111~190 |
110~150 |
110~290 |
-0~055 |
320,513 |
0 |
+0 |
| Mar04 |
031107 |
109~145 |
109~200 |
109~145 |
109~200 |
-0~060 |
221 |
0 |
-60,245 |
| Total Volume and Open Interest |
320,734 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec03 |
031107 |
106~120 |
106~121 |
106~085 |
106~112 |
-0~010 |
6,543 |
145,206 |
-65 |
| Mar04 |
031107 |
106~008 |
106~016 |
106~008 |
106~016 |
-0~010 |
1 |
901 |
|
| Total Volume and Open Interest |
6,544 |
146,107 |
|
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Dec03 |
031107 |
98.790 |
98.795 |
98.770 |
98.795 |
unch |
74,500 |
685,382 |
-4,827 |
| Mar04 |
031107 |
98.590 |
98.590 |
98.530 |
98.575 |
-0.025 |
143,097 |
692,338 |
+11,334 |
| Jun04 |
031107 |
98.210 |
98.235 |
98.120 |
98.195 |
-0.040 |
180,263 |
648,076 |
+11,755 |
| Sep04 |
031107 |
97.770 |
97.795 |
97.650 |
97.755 |
-0.040 |
287,864 |
547,894 |
-12,776 |
| Dec04 |
031107 |
97.305 |
97.340 |
97.160 |
97.285 |
-0.050 |
185,830 |
529,684 |
-8,615 |
| Mar05 |
031107 |
96.895 |
96.925 |
96.755 |
96.885 |
-0.035 |
89,026 |
338,091 |
+4,919 |
| Jun05 |
031107 |
96.535 |
96.540 |
96.380 |
96.515 |
-0.035 |
37,130 |
269,520 |
+2,306 |
| Sep05 |
031107 |
96.220 |
96.230 |
96.060 |
96.190 |
-0.040 |
32,958 |
209,466 |
+1,298 |
| Dec05 |
031107 |
95.940 |
95.945 |
95.780 |
95.905 |
-0.045 |
15,541 |
146,718 |
-3,138 |
| Mar06 |
031107 |
95.705 |
95.710 |
95.560 |
95.675 |
-0.040 |
16,284 |
133,246 |
-2,291 |
| Jun06 |
031107 |
95.485 |
95.485 |
95.335 |
95.455 |
-0.040 |
12,708 |
128,801 |
-2,557 |
| Sep06 |
031107 |
95.180 |
95.270 |
95.150 |
95.260 |
-0.040 |
12,376 |
102,661 |
-2,145 |
| Total Volume and Open Interest |
1,127,227 |
5,011,516 |
-1,505 |
| 3-Mth Euro-Yen(CME) |
| Dec03 |
031107 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
8,007 |
-22 |
| Mar04 |
031107 |
99.87 |
99.88 |
99.87 |
99.87 |
unch |
12 |
7,954 |
-54 |
| Jun04 |
031107 |
99.84 |
99.85 |
99.84 |
99.85 |
+0.01 |
260 |
11,666 |
+119 |
| Sep04 |
031107 |
99.74 |
99.75 |
99.74 |
99.75 |
+0.01 |
342 |
6,530 |
-95 |
| Dec04 |
031107 |
99.62 |
99.63 |
99.62 |
99.63 |
+0.01 |
547 |
2,961 |
+169 |
| Mar05 |
031107 |
99.47 |
99.47 |
99.46 |
99.46 |
-0.01 |
75 |
3,502 |
+8 |
| Jun05 |
031107 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
9 |
512 |
+0 |
| Sep05 |
031107 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
1 |
3,009 |
+1 |
| Dec05 |
031107 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
5 |
73 |
+5 |
| Mar06 |
031107 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.02 |
0 |
229 |
+0 |
| Total Volume and Open Interest |
1,251 |
45,381 |
+111 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec03 |
031107 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.01 |
557 |
44,775 |
-1,567 |
| Mar04 |
031107 |
99.87 |
99.88 |
99.87 |
99.87 |
unch |
3,268 |
61,828 |
+1,477 |
| Jun04 |
031107 |
99.84 |
99.85 |
99.84 |
99.84 |
unch |
637 |
69,758 |
-92 |
| Sep04 |
031107 |
99.74 |
99.75 |
99.74 |
99.75 |
unch |
1,111 |
32,420 |
+421 |
| Dec04 |
031107 |
99.61 |
99.63 |
99.61 |
99.62 |
-0.01 |
1,006 |
30,598 |
+520 |
| Mar05 |
031107 |
99.47 |
99.48 |
99.46 |
99.48 |
-0.01 |
275 |
18,681 |
-52 |
| Jun05 |
031107 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
46 |
10,894 |
-11 |
| Sep05 |
031107 |
99.24 |
99.25 |
99.24 |
99.25 |
-0.02 |
55 |
9,469 |
-4 |
| Total Volume and Open Interest |
6,980 |
290,830 |
+717 |
| German Euro-Bund(EUREX) |
| Dec03 |
031107 |
111.66 |
111.87 |
111.24 |
111.38 |
-0.26 |
1,208,332 |
965,155 |
+47,311 |
| Mar04 |
031107 |
111.20 |
111.30 |
110.73 |
110.83 |
-0.29 |
7,717 |
21,799 |
+3,607 |
| Jun04 |
031107 |
110.38 |
110.38 |
110.38 |
110.38 |
-0.26 |
7,726 |
940 |
+940 |
| Total Volume and Open Interest |
1,223,775 |
987,894 |
+51,858 |
| German Euro-Bobl(EUREX) |
| Dec03 |
031107 |
109.52 |
109.66 |
109.20 |
109.34 |
-0.19 |
692,354 |
665,267 |
+19,386 |
| Mar04 |
031107 |
109.04 |
109.04 |
108.71 |
108.79 |
-0.20 |
6,649 |
25,732 |
+5,094 |
| Jun04 |
031107 |
108.29 |
108.29 |
108.29 |
108.29 |
-0.19 |
3,739 |
2,446 |
+2,446 |
| Total Volume and Open Interest |
702,742 |
693,445 |
+26,926 |
| Long Gilt(LIFFE) |
| Dec03 |
031107 |
114~04 |
114~04 |
113~20 |
113~31 |
-0~03 |
57,441 |
171,305 |
+5,553 |
| Mar04 |
031107 |
105~23 |
105~27 |
105~22 |
105~26 |
-0~02 |
127 |
2,061 |
+3 |
| Total Volume and Open Interest |
57,568 |
173,366 |
+5,556 |
| 3-Mth Short Sterling(LIFFE) |
| Dec03 |
031107 |
95.90 |
95.91 |
95.86 |
95.90 |
-0.01 |
51,316 |
221,713 |
+3,901 |
| Mar04 |
031107 |
95.53 |
95.54 |
95.47 |
95.53 |
unch |
52,987 |
189,217 |
+2,709 |
| Jun04 |
031107 |
95.19 |
95.21 |
95.13 |
95.20 |
+0.01 |
53,811 |
191,800 |
+3,440 |
| Total Volume and Open Interest |
233,400 |
1,122,257 |
+17,890 |
| 3-Mth Euribor(LIFFE) |
| Dec03 |
031107 |
97.795 |
97.805 |
97.780 |
97.795 |
-0.005 |
70,305 |
570,726 |
+2,486 |
| Mar04 |
031107 |
97.620 |
97.640 |
97.595 |
97.615 |
-0.020 |
130,248 |
456,347 |
+13,567 |
| Jun04 |
031107 |
97.375 |
97.395 |
97.315 |
97.350 |
-0.035 |
190,884 |
409,664 |
-8,923 |
| Total Volume and Open Interest |
789,146 |
2,648,885 |
+38,258 |
| 3-Mth Aus T-Bills(SFE) |
| Dec03 |
031107 |
94.61 |
94.63 |
94.60 |
94.62 |
-0.01 |
34,562 |
194,972 |
+11,304 |
| Mar04 |
031107 |
94.30 |
94.32 |
94.28 |
94.32 |
-0.01 |
22,363 |
144,274 |
+5,973 |
| Jun04 |
031107 |
94.12 |
94.15 |
94.11 |
94.14 |
-0.02 |
6,713 |
57,142 |
+453 |
| Sep04 |
031107 |
94.00 |
94.02 |
93.98 |
94.02 |
-0.02 |
2,769 |
25,656 |
-114 |
| Dec04 |
031107 |
93.90 |
93.91 |
93.88 |
93.91 |
-0.02 |
1,661 |
20,763 |
+418 |
| Mar05 |
031107 |
93.79 |
93.82 |
93.79 |
93.82 |
-0.03 |
1,780 |
20,567 |
+772 |
| Jun05 |
031107 |
93.75 |
93.76 |
93.74 |
93.76 |
-0.03 |
736 |
11,593 |
+326 |
| Sep05 |
031107 |
93.68 |
93.71 |
93.68 |
93.71 |
-0.03 |
718 |
4,796 |
+318 |
| Dec05 |
031107 |
93.63 |
93.66 |
93.63 |
93.66 |
-0.03 |
235 |
1,797 |
-75 |
| Mar06 |
031107 |
93.62 |
93.62 |
93.62 |
93.62 |
-0.03 |
385 |
704 |
-265 |
| Total Volume and Open Interest |
71,972 |
482,852 |
+19,110 |
| 10-Year Aus T-Bonds(SFE) |
| Dec03 |
031107 |
94.03 |
94.06 |
94.03 |
94.06 |
-0.03 |
4,088 |
187,490 |
-7,223 |
| Mar04 |
031107 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
40,355 |
194,713 |
+27,783 |
| 3-Year Aus T-Bonds(SFE) |
| Dec03 |
031107 |
94.14 |
94.19 |
94.14 |
94.18 |
-0.03 |
118,403 |
508,497 |
+33,514 |
| Mar04 |
031107 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
118,403 |
508,497 |
+33,514 |
| Gold(CMX) |
| Dec03 |
031107 |
380.7 |
384.0 |
376.5 |
383.4 |
+2.7 |
28,835 |
173,170 |
-1,609 |
| Feb04 |
031107 |
381.5 |
384.5 |
378.0 |
384.4 |
+2.8 |
1,436 |
27,128 |
+656 |
| Apr04 |
031107 |
381.0 |
385.5 |
379.0 |
385.2 |
+2.8 |
196 |
7,800 |
-67 |
| Jun04 |
031107 |
381.5 |
385.9 |
379.3 |
385.9 |
+2.7 |
550 |
11,113 |
+155 |
| Aug04 |
031107 |
386.7 |
386.7 |
386.7 |
386.7 |
+2.7 |
0 |
6,961 |
+0 |
| Oct04 |
031107 |
387.5 |
387.5 |
387.5 |
387.5 |
+2.7 |
0 |
795 |
+0 |
| Total Volume and Open Interest |
31,474 |
259,244 |
-559 |
| Silver(CMX) |
| Dec03 |
031107 |
496.5 |
506.0 |
493.5 |
505.8 |
+10.1 |
8,966 |
59,575 |
-217 |
| Mar04 |
031107 |
497.0 |
508.0 |
495.0 |
507.6 |
+10.1 |
630 |
20,080 |
+383 |
| May04 |
031107 |
501.0 |
510.0 |
501.0 |
508.7 |
+10.1 |
40 |
1,700 |
+5 |
| Jul04 |
031107 |
501.0 |
511.0 |
501.0 |
509.9 |
+10.1 |
5 |
2,209 |
+1 |
| Sep04 |
031107 |
510.8 |
510.8 |
510.8 |
510.8 |
+10.1 |
0 |
581 |
+0 |
| Total Volume and Open Interest |
9,731 |
91,262 |
+226 |
| Platinum(NYM) |
| Jan04 |
031107 |
755.0 |
759.8 |
753.0 |
759.0 |
+3.5 |
449 |
8,882 |
+93 |
| Apr04 |
031107 |
748.0 |
752.0 |
745.0 |
750.0 |
+3.5 |
40 |
362 |
+40 |
| Total Volume and Open Interest |
489 |
9,244 |
+133 |
| Palladium(NYME) |
| Dec03 |
031107 |
207.00 |
209.00 |
205.50 |
206.00 |
unch |
163 |
4,838 |
-37 |
| Mar04 |
031107 |
207.00 |
207.00 |
206.50 |
206.50 |
unch |
32 |
866 |
+13 |
| Jun04 |
031107 |
206.50 |
206.50 |
206.50 |
206.50 |
unch |
0 |
85 |
+0 |
| Total Volume and Open Interest |
195 |
5,789 |
-24 |
| Copper(CMX) |
| Dec03 |
031107 |
94.00 |
95.50 |
93.80 |
94.45 |
+0.45 |
10,760 |
80,674 |
-465 |
| Mar04 |
031107 |
94.40 |
95.75 |
94.30 |
95.00 |
+0.50 |
3,247 |
15,849 |
+1,049 |
| May04 |
031107 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.40 |
263 |
2,751 |
+109 |
| Jul04 |
031107 |
94.15 |
94.45 |
94.15 |
94.40 |
+0.30 |
2 |
2,315 |
-3 |
| Sep04 |
031107 |
94.00 |
94.00 |
94.00 |
94.00 |
unch |
1 |
1,397 |
+0 |
| Total Volume and Open Interest |
14,473 |
108,884 |
+667 |
| DJIA Index(CBOT) |
| Dec03 |
031107 |
9867 |
9915 |
9770 |
9773 |
-70 |
7,542 |
35,831 |
+693 |
| Mar04 |
031107 |
9850 |
9880 |
9747 |
9747 |
-71 |
12 |
2,664 |
+3 |
| Jun04 |
031107 |
9723 |
9723 |
9723 |
9723 |
-71 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
7,554 |
38,497 |
+696 |
| S & P 500(CME) |
| Dec03 |
031107 |
1060.60 |
1061.30 |
1050.00 |
1050.40 |
-8.10 |
39,192 |
552,747 |
-1,048 |
| Mar04 |
031107 |
1058.50 |
1059.00 |
1049.00 |
1049.00 |
-8.10 |
1,014 |
29,132 |
+871 |
| Jun04 |
031107 |
1048.40 |
1048.40 |
1048.40 |
1048.40 |
-8.00 |
90 |
564 |
-32 |
| Sep04 |
031107 |
1048.70 |
1048.70 |
1048.70 |
1048.70 |
-7.60 |
97 |
177 |
-15 |
| Total Volume and Open Interest |
40,393 |
582,669 |
-224 |
| S & P 500 E-Mini(Globex) |
| Dec03 |
031107 |
1058.25 |
1064.50 |
1050.00 |
1050.50 |
-8.00 |
618,281 |
471,828 |
+11,193 |
| Mar04 |
031107 |
1055.25 |
1062.75 |
1049.00 |
1049.00 |
-8.00 |
166 |
1,569 |
+13 |
| Total Volume and Open Interest |
618,447 |
473,397 |
+11,206 |
| NASDAQ 100(CME) |
| Dec03 |
031107 |
1452.00 |
1455.00 |
1432.00 |
1433.50 |
-14.00 |
11,004 |
80,733 |
+198 |
| Mar04 |
031107 |
1457.00 |
1457.00 |
1436.50 |
1436.50 |
-14.00 |
20 |
95 |
+0 |
| Jun04 |
031107 |
1439.50 |
1439.50 |
1439.50 |
1439.50 |
-14.00 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
11,024 |
80,875 |
+198 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec03 |
031107 |
1446.5 |
1458.5 |
1432.0 |
1433.5 |
-14.0 |
286,415 |
252,467 |
+2,297 |
| Mar04 |
031107 |
1450.0 |
1461.0 |
1436.5 |
1436.5 |
-14.0 |
95 |
1,186 |
-28 |
| Total Volume and Open Interest |
286,510 |
253,653 |
+2,269 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Dec03 |
031107 |
562.00 |
562.75 |
559.00 |
559.00 |
-3.00 |
703 |
14,952 |
+335 |
| Mar04 |
031107 |
558.80 |
558.80 |
558.80 |
558.80 |
-3.00 |
|
|
|
| Jun04 |
031107 |
559.25 |
559.25 |
559.25 |
559.25 |
-3.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
703 |
14,953 |
+335 |
| Russell 2000(CME) |
| Dec03 |
031107 |
545.50 |
547.50 |
540.50 |
540.50 |
-4.50 |
1,557 |
22,841 |
+357 |
| Mar04 |
031107 |
540.50 |
540.50 |
540.50 |
540.50 |
-4.50 |
|
|
|
| Jun04 |
031107 |
540.50 |
540.50 |
540.50 |
540.50 |
-4.50 |
|
|
|
| Total Volume and Open Interest |
1,557 |
22,841 |
+357 |
| Value Line(KCBT) |
| Dec03 |
031107 |
1463.00 |
1463.00 |
1460.00 |
1460.00 |
+1.00 |
2 |
39 |
-10 |
| Total Volume and Open Interest |
2 |
39 |
-10 |
| Nikkei 225(CME) |
| Dec03 |
031107 |
10700 |
10720 |
10540 |
10540 |
-75 |
2,971 |
28,460 |
+201 |
| Mar04 |
031107 |
10550 |
10550 |
10550 |
10550 |
-75 |
3 |
17 |
-2 |
| Total Volume and Open Interest |
2,974 |
28,490 |
+199 |
| Nikkei 225(SIMEX) |
| Dec03 |
031107 |
10620 |
10650 |
10475 |
10645 |
+120 |
25,814 |
153,053 |
-482 |
| Mar04 |
031107 |
10640 |
10640 |
10640 |
10640 |
+120 |
0 |
4,985 |
+0 |
| Jun04 |
031107 |
10595 |
10595 |
10595 |
10595 |
+120 |
|
|
|
| Total Volume and Open Interest |
25,814 |
158,038 |
-482 |
| CAC 40(MATIF) |
| Nov03 |
031107 |
3442.5 |
3478.0 |
3435.0 |
3456.5 |
+40.5 |
71,833 |
398,668 |
-4,904 |
| Dec03 |
031107 |
3446.5 |
3482.0 |
3444.0 |
3462.5 |
+40.5 |
2,326 |
150,713 |
-213 |
| Jan04 |
031107 |
3467.5 |
3467.5 |
3467.5 |
3467.5 |
+40.5 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Dec03 |
031107 |
3767.0 |
3825.0 |
3767.0 |
3791.0 |
+30.0 |
110,638 |
271,743 |
+2,699 |
| Mar04 |
031107 |
3797.5 |
3845.0 |
3790.5 |
3812.0 |
+31.0 |
622 |
10,948 |
+475 |
| Jun04 |
031107 |
3861.5 |
3861.5 |
3830.0 |
3834.0 |
+30.5 |
151 |
2,456 |
+68 |
| Total Volume and Open Interest |
111,411 |
285,147 |
+3,242 |
| FT-SE 100(LIFFE) |
| Dec03 |
031107 |
4346.00 |
4395.00 |
4346.00 |
4378.00 |
+50.00 |
46,969 |
393,371 |
+551 |
| Mar04 |
031107 |
4368.00 |
4389.50 |
4368.00 |
4374.50 |
+50.50 |
164 |
13,841 |
+0 |
| Jun04 |
031107 |
4397.50 |
4397.50 |
4390.00 |
4390.00 |
+50.00 |
150 |
8,479 |
+0 |
| Total Volume and Open Interest |
47,293 |
416,292 |
+561 |
| SPI 200(SFE) |
| Dec03 |
031107 |
3241.0 |
3248.0 |
3233.0 |
3242.0 |
+6.0 |
9,288 |
153,477 |
+3,387 |
| Mar04 |
031107 |
3250.0 |
3258.0 |
3250.0 |
3254.0 |
+6.0 |
61 |
3,591 |
+60 |
| Jun04 |
031107 |
3266.0 |
3266.0 |
3266.0 |
3266.0 |
+7.0 |
0 |
2,862 |
+0 |
| Total Volume and Open Interest |
9,349 |
161,671 |
+3,447 |
| GSCI(CME) |
| Nov03 |
031107 |
243.15 |
246.35 |
242.25 |
244.65 |
+2.95 |
87 |
12,403 |
-23 |
| Dec03 |
031107 |
244.40 |
246.00 |
243.70 |
246.00 |
+3.50 |
24 |
134 |
+24 |
| Jan04 |
031107 |
244.00 |
244.00 |
244.00 |
244.00 |
+3.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
111 |
12,539 |
+1 |
| Reuters CRB Index(NYBOT) |
| Jan04 |
031107 |
249.50 |
251.90 |
249.50 |
250.25 |
+1.00 |
62 |
469 |
-17 |
| Feb04 |
031107 |
249.25 |
249.25 |
249.25 |
249.25 |
+1.00 |
25 |
272 |
+25 |
| Apr04 |
031107 |
248.00 |
248.75 |
247.50 |
248.75 |
+1.00 |
31 |
139 |
+28 |
| Total Volume and Open Interest |
163 |
1,094 |
+7 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|