|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed December 17, 2003 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan04 |
031217 |
766.00 |
772.00 |
763.00 |
768.50 |
+4.25 |
20,037 |
68,448 |
-6,584 |
| Mar04 |
031217 |
771.50 |
776.00 |
767.00 |
773.25 |
+4.75 |
43,047 |
87,208 |
+4,827 |
| May04 |
031217 |
759.50 |
764.00 |
756.00 |
761.75 |
+4.75 |
5,912 |
52,508 |
-78 |
| Jul04 |
031217 |
748.00 |
753.00 |
747.00 |
749.50 |
+3.00 |
4,065 |
27,510 |
+24 |
| Aug04 |
031217 |
723.00 |
728.00 |
722.00 |
724.25 |
+1.50 |
404 |
5,713 |
+101 |
| Sep04 |
031217 |
676.00 |
679.00 |
674.00 |
674.00 |
+2.00 |
120 |
2,331 |
+21 |
| Nov04 |
031217 |
617.00 |
619.50 |
615.00 |
616.50 |
+1.50 |
1,380 |
15,402 |
+356 |
| Total Volume and Open Interest |
74,970 |
259,222 |
-1,330 |
| Soybean Meal(CBOT) |
| Jan04 |
031217 |
228.70 |
231.00 |
227.50 |
229.90 |
+1.80 |
10,389 |
28,506 |
-1,809 |
| Mar04 |
031217 |
229.50 |
232.10 |
229.00 |
231.20 |
+1.90 |
10,400 |
48,039 |
+1,158 |
| May04 |
031217 |
226.80 |
228.50 |
225.80 |
227.60 |
+1.40 |
3,327 |
44,306 |
+155 |
| Jul04 |
031217 |
222.50 |
224.00 |
221.30 |
223.10 |
+1.10 |
1,554 |
26,046 |
-163 |
| Aug04 |
031217 |
214.50 |
215.50 |
214.50 |
214.80 |
+0.50 |
489 |
7,008 |
+70 |
| Sep04 |
031217 |
203.10 |
204.50 |
203.00 |
203.70 |
+0.60 |
268 |
4,945 |
+20 |
| Oct04 |
031217 |
183.80 |
184.30 |
183.00 |
183.50 |
unch |
60 |
5,564 |
+5 |
| Dec04 |
031217 |
179.50 |
181.00 |
179.50 |
180.60 |
+0.30 |
125 |
11,759 |
+21 |
| Total Volume and Open Interest |
26,612 |
177,050 |
-543 |
| Soybean Oil(CBOT) |
| Jan04 |
031217 |
28.20 |
28.32 |
28.01 |
28.16 |
unch |
16,804 |
33,552 |
-6,766 |
| Mar04 |
031217 |
28.08 |
28.18 |
27.90 |
27.97 |
-0.08 |
17,091 |
63,305 |
+2,726 |
| May04 |
031217 |
27.72 |
27.85 |
27.57 |
27.65 |
-0.07 |
3,868 |
39,610 |
+891 |
| Jul04 |
031217 |
27.35 |
27.50 |
27.20 |
27.33 |
unch |
2,959 |
34,742 |
+581 |
| Aug04 |
031217 |
26.82 |
27.00 |
26.70 |
26.80 |
unch |
428 |
3,729 |
-79 |
| Sep04 |
031217 |
26.00 |
26.25 |
26.00 |
26.10 |
+0.05 |
246 |
3,345 |
-6 |
| Oct04 |
031217 |
25.00 |
25.00 |
24.85 |
24.85 |
+0.02 |
164 |
3,123 |
+83 |
| Dec04 |
031217 |
24.30 |
24.30 |
24.05 |
24.10 |
-0.08 |
173 |
8,889 |
-28 |
| Total Volume and Open Interest |
41,733 |
190,958 |
-2,598 |
| Canola(WCE) |
| Jan04 |
031217 |
362.7 |
369.5 |
362.5 |
368.5 |
+6.5 |
4,939 |
14,242 |
-2,404 |
| Mar04 |
031217 |
367.0 |
372.5 |
366.6 |
372.2 |
+5.9 |
4,440 |
20,840 |
+1,424 |
| May04 |
031217 |
373.5 |
376.0 |
373.5 |
375.9 |
+5.4 |
1,083 |
5,234 |
-54 |
| Jul04 |
031217 |
377.2 |
380.5 |
377.2 |
380.1 |
+5.9 |
281 |
3,915 |
+55 |
| Sep04 |
031217 |
338.0 |
338.0 |
338.0 |
338.0 |
unch |
|
|
|
| Total Volume and Open Interest |
11,640 |
50,453 |
-554 |
| Corn(CBOT) |
| Mar04 |
031217 |
251.50 |
252.25 |
250.00 |
251.50 |
-0.50 |
36,580 |
319,171 |
+1,865 |
| May04 |
031217 |
253.75 |
254.50 |
252.75 |
254.25 |
+0.25 |
4,430 |
50,368 |
-558 |
| Jul04 |
031217 |
254.75 |
256.75 |
254.50 |
255.75 |
+0.50 |
4,088 |
38,197 |
-157 |
| Sep04 |
031217 |
250.50 |
251.75 |
250.25 |
250.50 |
unch |
140 |
7,663 |
+38 |
| Dec04 |
031217 |
248.50 |
249.75 |
248.00 |
248.50 |
unch |
2,207 |
36,200 |
+504 |
| Mar05 |
031217 |
253.25 |
254.00 |
253.00 |
253.25 |
+0.25 |
86 |
2,304 |
+1 |
| Total Volume and Open Interest |
47,562 |
455,115 |
+1,720 |
| Wheat(CBOT) |
| Mar04 |
031217 |
388.00 |
390.50 |
382.50 |
386.00 |
-3.50 |
12,524 |
99,825 |
-476 |
| May04 |
031217 |
387.00 |
390.00 |
382.75 |
384.75 |
-3.75 |
1,263 |
8,328 |
+349 |
| Jul04 |
031217 |
365.50 |
367.00 |
361.50 |
364.75 |
-2.00 |
1,054 |
12,832 |
+34 |
| Sep04 |
031217 |
366.00 |
371.00 |
365.00 |
369.00 |
-1.00 |
48 |
521 |
-15 |
| Dec04 |
031217 |
377.50 |
382.00 |
375.00 |
380.00 |
-1.50 |
55 |
987 |
+1 |
| Total Volume and Open Interest |
14,947 |
122,534 |
-104 |
| Wheat(KCBT) |
| Dec03 |
031217 |
392.00 |
392.00 |
392.00 |
392.00 |
unch |
|
|
|
| Mar04 |
031217 |
390.50 |
393.00 |
385.00 |
390.25 |
-1.50 |
5,839 |
52,348 |
+71 |
| May04 |
031217 |
386.00 |
387.00 |
382.50 |
385.50 |
-1.00 |
327 |
4,482 |
+3 |
| Jul04 |
031217 |
368.00 |
370.00 |
364.00 |
368.25 |
-0.50 |
436 |
5,315 |
+12 |
| Sep04 |
031217 |
372.00 |
372.00 |
368.00 |
371.00 |
-1.00 |
2 |
438 |
+2 |
| Total Volume and Open Interest |
6,605 |
63,060 |
+88 |
| Wheat(MGE) |
| Dec03 |
031217 |
405.00 |
405.00 |
405.00 |
405.00 |
unch |
|
|
|
| Mar04 |
031217 |
398.00 |
398.00 |
392.00 |
397.75 |
+0.25 |
2,763 |
27,412 |
+305 |
| May04 |
031217 |
388.50 |
390.50 |
388.00 |
390.00 |
-1.50 |
435 |
4,180 |
+9 |
| Jul04 |
031217 |
381.00 |
381.00 |
381.00 |
381.00 |
-1.00 |
38 |
815 |
+11 |
| Sep04 |
031217 |
374.75 |
374.75 |
373.00 |
373.00 |
-1.25 |
25 |
733 |
+14 |
| Total Volume and Open Interest |
3,267 |
33,365 |
+343 |
| Oats(CBOT) |
| Mar04 |
031217 |
147.75 |
148.75 |
146.00 |
147.75 |
+0.25 |
497 |
4,618 |
+32 |
| May04 |
031217 |
150.25 |
150.50 |
149.75 |
150.25 |
unch |
54 |
428 |
+10 |
| Jul04 |
031217 |
149.50 |
149.75 |
149.50 |
149.75 |
-0.75 |
5 |
103 |
+1 |
| Sep04 |
031217 |
146.00 |
146.00 |
146.00 |
146.00 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
556 |
5,161 |
+43 |
| Rough Rice(CBOT) |
| Jan04 |
031217 |
8.54 |
8.55 |
8.43 |
8.44 |
-0.11 |
285 |
4,526 |
-44 |
| Mar04 |
031217 |
8.74 |
8.74 |
8.62 |
8.64 |
-0.10 |
353 |
2,197 |
+115 |
| May04 |
031217 |
8.79 |
8.79 |
8.72 |
8.72 |
-0.11 |
34 |
736 |
+6 |
| Jul04 |
031217 |
8.86 |
8.86 |
8.82 |
8.82 |
-0.09 |
58 |
460 |
+4 |
| Total Volume and Open Interest |
730 |
7,950 |
+81 |
| Live Cattle(CME) |
| Dec03 |
031217 |
92.625 |
93.200 |
92.550 |
92.675 |
-0.175 |
2,058 |
7,743 |
-451 |
| Feb04 |
031217 |
88.800 |
89.850 |
88.800 |
89.550 |
+0.350 |
7,306 |
53,433 |
-231 |
| Apr04 |
031217 |
81.900 |
82.975 |
81.900 |
82.750 |
+0.675 |
1,233 |
20,777 |
-110 |
| Jun04 |
031217 |
74.750 |
75.450 |
74.750 |
75.200 |
+0.500 |
1,386 |
12,516 |
+61 |
| Aug04 |
031217 |
74.400 |
74.725 |
74.250 |
74.325 |
+0.250 |
578 |
5,032 |
+391 |
| Oct04 |
031217 |
77.450 |
77.625 |
77.300 |
77.350 |
+0.025 |
374 |
2,576 |
+96 |
| Total Volume and Open Interest |
13,090 |
104,205 |
-182 |
| Feeder Cattle(CME) |
| Jan04 |
031217 |
94.500 |
95.400 |
94.400 |
94.850 |
+0.150 |
1,334 |
7,306 |
-149 |
| Mar04 |
031217 |
90.500 |
91.300 |
90.500 |
90.875 |
+0.175 |
860 |
4,042 |
+20 |
| Apr04 |
031217 |
88.650 |
89.350 |
88.650 |
88.800 |
+0.025 |
74 |
991 |
-30 |
| May04 |
031217 |
89.650 |
90.100 |
89.550 |
89.675 |
+0.275 |
113 |
2,741 |
-34 |
| Aug04 |
031217 |
91.250 |
91.650 |
91.250 |
91.400 |
+0.150 |
48 |
1,209 |
+12 |
| Sep04 |
031217 |
90.550 |
90.550 |
90.550 |
90.550 |
+0.100 |
2 |
418 |
+1 |
| Oct04 |
031217 |
90.600 |
90.600 |
90.600 |
90.600 |
+0.050 |
2 |
30 |
-2 |
| Total Volume and Open Interest |
2,433 |
16,743 |
-182 |
| Lean Hogs(CME) |
| Feb04 |
031217 |
52.100 |
52.500 |
51.650 |
52.325 |
+0.575 |
3,133 |
27,616 |
-214 |
| Apr04 |
031217 |
54.650 |
54.975 |
54.250 |
54.725 |
+0.300 |
907 |
7,885 |
+149 |
| May04 |
031217 |
57.500 |
57.750 |
57.100 |
57.750 |
-0.100 |
25 |
971 |
-6 |
| Jun04 |
031217 |
60.450 |
60.500 |
59.900 |
60.400 |
-0.150 |
173 |
3,241 |
+9 |
| Jul04 |
031217 |
58.450 |
58.450 |
58.025 |
58.250 |
-0.300 |
45 |
934 |
+5 |
| Aug04 |
031217 |
57.225 |
57.225 |
56.375 |
56.475 |
-0.875 |
20 |
643 |
+8 |
| Oct04 |
031217 |
50.500 |
50.500 |
50.200 |
50.200 |
-0.325 |
9 |
373 |
+2 |
| Dec04 |
031217 |
50.500 |
50.500 |
50.200 |
50.200 |
-0.250 |
11 |
122 |
+9 |
| Total Volume and Open Interest |
4,323 |
41,786 |
-38 |
| Pork Bellies(CME) |
| Feb04 |
031217 |
85.000 |
85.800 |
84.400 |
85.450 |
+0.650 |
426 |
1,981 |
+13 |
| Mar04 |
031217 |
85.400 |
85.650 |
84.775 |
85.200 |
+0.400 |
16 |
262 |
-1 |
| May04 |
031217 |
86.650 |
87.150 |
86.200 |
87.000 |
+1.025 |
20 |
209 |
+5 |
| Jul04 |
031217 |
88.300 |
88.300 |
88.300 |
88.300 |
+0.300 |
12 |
71 |
+5 |
| Aug04 |
031217 |
87.650 |
87.900 |
87.650 |
87.900 |
+0.300 |
4 |
10 |
-2 |
| Total Volume and Open Interest |
478 |
2,533 |
+20 |
| BFP Milk Class III(CME) |
| Dec03 |
031217 |
11.75 |
11.75 |
11.74 |
11.74 |
-0.01 |
32 |
3,885 |
-26 |
| Jan04 |
031217 |
11.62 |
11.62 |
11.58 |
11.59 |
-0.03 |
65 |
2,863 |
-2 |
| Feb04 |
031217 |
11.46 |
11.46 |
11.43 |
11.45 |
+0.02 |
50 |
1,838 |
+9 |
| Mar04 |
031217 |
11.43 |
11.46 |
11.43 |
11.46 |
+0.03 |
61 |
1,655 |
+6 |
| Apr04 |
031217 |
11.59 |
11.65 |
11.58 |
11.65 |
+0.05 |
71 |
1,202 |
+34 |
| Total Volume and Open Interest |
816 |
18,011 |
+225 |
| Cocoa(NYBOT) |
| Dec03 |
031212 |
1644 |
1644 |
1644 |
1644 |
-17 |
31 |
48 |
+4 |
| Mar04 |
031217 |
1570 |
1622 |
1563 |
1590 |
+17 |
5,672 |
32,367 |
-1,177 |
| May04 |
031217 |
1572 |
1617 |
1570 |
1589 |
+15 |
945 |
14,203 |
-128 |
| Jul04 |
031217 |
1573 |
1610 |
1566 |
1589 |
+13 |
319 |
13,152 |
+27 |
| Sep04 |
031217 |
1576 |
1600 |
1576 |
1592 |
+13 |
116 |
6,801 |
+30 |
| Dec04 |
031217 |
1590 |
1618 |
1590 |
1600 |
+11 |
345 |
9,948 |
+56 |
| Mar05 |
031217 |
1590 |
1602 |
1589 |
1602 |
+12 |
57 |
4,221 |
+26 |
| Total Volume and Open Interest |
7,454 |
96,290 |
-1,166 |
| Coffee "C"(NYBOT) |
| Dec03 |
031217 |
61.50 |
61.50 |
61.15 |
61.15 |
+1.15 |
7 |
5 |
-8 |
| Mar04 |
031217 |
62.80 |
64.50 |
62.70 |
63.65 |
+1.15 |
7,655 |
50,685 |
+426 |
| May04 |
031217 |
64.80 |
66.45 |
64.70 |
65.60 |
+1.20 |
889 |
8,950 |
+174 |
| Jul04 |
031217 |
66.70 |
68.10 |
66.70 |
67.40 |
+1.20 |
1,177 |
5,236 |
+92 |
| Sep04 |
031217 |
68.50 |
69.95 |
68.40 |
69.20 |
+1.20 |
887 |
5,995 |
+20 |
| Dec04 |
031217 |
71.10 |
72.50 |
71.00 |
71.85 |
+1.15 |
438 |
3,777 |
+83 |
| Total Volume and Open Interest |
11,189 |
76,875 |
+756 |
| Orange Juice(NYBOT) |
| Jan04 |
031217 |
66.80 |
67.05 |
66.20 |
66.70 |
+0.75 |
2,351 |
11,651 |
-1,091 |
| Mar04 |
031217 |
70.00 |
70.30 |
69.60 |
70.00 |
+0.65 |
2,541 |
17,720 |
+812 |
| May04 |
031217 |
73.00 |
73.25 |
72.30 |
72.40 |
+0.45 |
110 |
5,711 |
+50 |
| Jul04 |
031217 |
75.00 |
75.40 |
74.80 |
74.80 |
+0.45 |
20 |
581 |
+16 |
| Sep04 |
031217 |
77.50 |
77.70 |
77.50 |
77.70 |
+0.50 |
0 |
454 |
+0 |
| Total Volume and Open Interest |
5,024 |
36,443 |
-211 |
| Sugar #11(NYBOT) |
| Mar04 |
031217 |
6.48 |
6.56 |
6.47 |
6.54 |
-0.01 |
13,576 |
120,797 |
-1,172 |
| May04 |
031217 |
6.42 |
6.46 |
6.40 |
6.44 |
-0.03 |
2,784 |
28,525 |
-97 |
| Jul04 |
031217 |
6.26 |
6.28 |
6.22 |
6.27 |
-0.03 |
1,831 |
33,781 |
-73 |
| Oct04 |
031217 |
6.26 |
6.27 |
6.24 |
6.27 |
-0.02 |
1,105 |
19,727 |
+192 |
| Mar05 |
031217 |
6.42 |
6.42 |
6.39 |
6.41 |
-0.01 |
102 |
8,001 |
+57 |
| Total Volume and Open Interest |
20,018 |
217,395 |
-800 |
| London Cocoa(LCE) |
| Dec03 |
031212 |
960 |
970 |
950 |
950 |
+6 |
2,456 |
1,687 |
-1,978 |
| Mar04 |
031217 |
919 |
944 |
914 |
934 |
+9 |
3,616 |
53,861 |
-457 |
| May04 |
031217 |
941 |
967 |
937 |
957 |
+10 |
835 |
18,384 |
+74 |
| Jul04 |
031217 |
966 |
988 |
959 |
979 |
+10 |
868 |
21,891 |
+284 |
| Sep04 |
031217 |
975 |
999 |
974 |
991 |
+11 |
714 |
20,829 |
+200 |
| Dec04 |
031217 |
979 |
1001 |
974 |
992 |
+12 |
570 |
40,260 |
+111 |
| Mar05 |
031217 |
979 |
1000 |
973 |
994 |
+10 |
746 |
18,359 |
+333 |
| Total Volume and Open Interest |
7,349 |
174,782 |
+545 |
| London Coffee(LCE) |
| Jan04 |
031217 |
734.00 |
754.00 |
734.00 |
745.00 |
+17.00 |
4,436 |
37,998 |
-1,747 |
| Mar04 |
031217 |
724.00 |
739.00 |
724.00 |
730.00 |
+12.00 |
5,768 |
48,785 |
+1,058 |
| May04 |
031217 |
735.00 |
750.00 |
735.00 |
742.00 |
+11.00 |
1,287 |
26,211 |
+501 |
| Jul04 |
031217 |
754.00 |
763.00 |
752.00 |
755.00 |
+10.00 |
153 |
13,636 |
-42 |
| Sep04 |
031217 |
765.00 |
776.00 |
765.00 |
768.00 |
+9.00 |
668 |
12,373 |
+472 |
| Nov04 |
031217 |
786.00 |
791.00 |
778.00 |
781.00 |
+9.00 |
67 |
6,254 |
+57 |
| Total Volume and Open Interest |
12,409 |
147,157 |
+299 |
| London Sugar(LCE) |
| Dec03 |
031114 |
179.70 |
180.00 |
176.60 |
177.30 |
-2.20 |
2,376 |
1,321 |
-2,144 |
| Mar04 |
031217 |
195.00 |
195.90 |
194.10 |
195.30 |
unch |
912 |
17,831 |
+81 |
| May04 |
031217 |
193.90 |
193.90 |
192.70 |
193.30 |
-0.60 |
159 |
7,786 |
+113 |
| Aug04 |
031217 |
190.20 |
190.20 |
188.70 |
189.40 |
-1.00 |
203 |
7,547 |
+146 |
| Oct04 |
031217 |
188.70 |
189.50 |
187.80 |
188.90 |
-0.30 |
38 |
4,002 |
-29 |
| Total Volume and Open Interest |
1,387 |
39,178 |
+376 |
| Cotton(NYBOT) |
| Mar04 |
031217 |
70.40 |
70.49 |
69.92 |
70.37 |
+0.45 |
3,779 |
54,811 |
+105 |
| May04 |
031217 |
71.35 |
71.45 |
71.02 |
71.30 |
+0.20 |
307 |
12,744 |
+66 |
| Jul04 |
031217 |
71.85 |
72.00 |
71.80 |
71.90 |
+0.10 |
106 |
5,596 |
+8 |
| Oct04 |
031217 |
65.05 |
65.05 |
65.05 |
65.05 |
+0.38 |
25 |
335 |
+0 |
| Dec04 |
031217 |
65.20 |
65.35 |
65.15 |
65.35 |
+0.41 |
134 |
4,290 |
-1 |
| Mar05 |
031217 |
67.45 |
67.45 |
67.45 |
67.45 |
+0.40 |
0 |
702 |
+0 |
| Total Volume and Open Interest |
4,351 |
78,890 |
+178 |
| Lumber(CME) |
| Jan04 |
031217 |
280.5 |
288.5 |
280.5 |
287.7 |
+8.7 |
372 |
1,257 |
-27 |
| Mar04 |
031217 |
296.0 |
301.5 |
296.0 |
301.0 |
+5.8 |
247 |
543 |
-13 |
| May04 |
031217 |
308.0 |
308.0 |
305.6 |
305.6 |
+2.3 |
17 |
113 |
-2 |
| Jul04 |
031217 |
315.7 |
315.7 |
311.8 |
311.8 |
-4.0 |
3 |
31 |
-2 |
| Total Volume and Open Interest |
641 |
1,948 |
-44 |
| Crude Oil(NYM) |
| Jan04 |
031217 |
33.00 |
33.77 |
32.93 |
33.35 |
+0.46 |
64,234 |
46,373 |
-20,723 |
| Feb04 |
031217 |
33.10 |
33.77 |
32.95 |
33.39 |
+0.44 |
73,764 |
169,294 |
+11,897 |
| Mar04 |
031217 |
32.50 |
33.20 |
32.45 |
32.85 |
+0.49 |
22,530 |
65,502 |
+2,935 |
| Apr04 |
031217 |
31.90 |
32.49 |
31.90 |
32.22 |
+0.47 |
8,188 |
36,326 |
+435 |
| May04 |
031217 |
31.25 |
31.80 |
31.25 |
31.60 |
+0.43 |
6,130 |
21,866 |
+2,733 |
| Jun04 |
031217 |
30.70 |
31.25 |
30.70 |
31.02 |
+0.40 |
6,753 |
34,793 |
+1,149 |
| Jul04 |
031217 |
30.25 |
30.60 |
30.25 |
30.48 |
+0.37 |
1,781 |
22,100 |
+440 |
| Aug04 |
031217 |
29.82 |
30.25 |
29.81 |
30.03 |
+0.34 |
1,103 |
13,609 |
+558 |
| Sep04 |
031217 |
29.65 |
29.70 |
29.62 |
29.63 |
+0.31 |
268 |
17,555 |
-38 |
| Oct04 |
031217 |
29.30 |
29.30 |
29.25 |
29.30 |
+0.27 |
998 |
13,980 |
+319 |
| Nov04 |
031217 |
29.05 |
29.12 |
29.01 |
29.01 |
+0.24 |
161 |
9,964 |
-16 |
| Dec04 |
031217 |
28.65 |
28.90 |
28.60 |
28.81 |
+0.27 |
3,541 |
38,418 |
+231 |
| Jan05 |
031217 |
28.40 |
28.56 |
28.40 |
28.56 |
+0.27 |
365 |
12,938 |
+47 |
| Feb05 |
031217 |
28.36 |
28.36 |
28.36 |
28.36 |
+0.26 |
55 |
4,494 |
+40 |
| Mar05 |
031217 |
28.16 |
28.16 |
28.16 |
28.16 |
+0.24 |
325 |
4,424 |
+5 |
| Apr05 |
031217 |
27.96 |
27.96 |
27.96 |
27.96 |
+0.22 |
35 |
1,941 |
+0 |
| Total Volume and Open Interest |
193,501 |
598,248 |
+197 |
| Heating Oil(NYM) |
| Jan04 |
031217 |
92.00 |
95.00 |
91.90 |
94.18 |
+2.34 |
20,478 |
40,156 |
-4,682 |
| Feb04 |
031217 |
92.80 |
95.50 |
92.40 |
94.67 |
+2.34 |
14,828 |
47,943 |
+1,111 |
| Mar04 |
031217 |
90.20 |
92.90 |
90.20 |
92.27 |
+2.09 |
4,693 |
19,840 |
-894 |
| Apr04 |
031217 |
86.00 |
88.10 |
86.00 |
87.47 |
+1.59 |
2,351 |
8,268 |
+264 |
| May04 |
031217 |
83.60 |
83.60 |
83.37 |
83.37 |
+1.19 |
747 |
4,444 |
-93 |
| Jun04 |
031217 |
80.60 |
81.05 |
80.52 |
80.52 |
+0.84 |
1,251 |
7,392 |
+501 |
| Jul04 |
031217 |
79.70 |
79.70 |
79.12 |
79.12 |
+0.69 |
259 |
3,743 |
+133 |
| Aug04 |
031217 |
78.82 |
78.82 |
78.82 |
78.82 |
+0.64 |
0 |
2,723 |
+0 |
| Sep04 |
031217 |
79.17 |
79.17 |
79.17 |
79.17 |
+0.59 |
0 |
1,778 |
+0 |
| Oct04 |
031217 |
79.67 |
79.67 |
79.67 |
79.67 |
+0.59 |
1 |
1,028 |
+1 |
| Nov04 |
031217 |
80.12 |
80.12 |
80.12 |
80.12 |
+0.59 |
0 |
1,324 |
+0 |
| Dec04 |
031217 |
80.90 |
81.20 |
80.52 |
80.52 |
+0.59 |
448 |
5,557 |
+415 |
| Total Volume and Open Interest |
45,057 |
147,446 |
-3,243 |
| Unleaded Gas(NYM) |
| Jan04 |
031217 |
90.30 |
92.70 |
89.90 |
91.94 |
+1.61 |
17,098 |
34,218 |
-3,161 |
| Feb04 |
031217 |
91.50 |
93.50 |
90.80 |
92.85 |
+1.74 |
14,246 |
39,668 |
+3,704 |
| Mar04 |
031217 |
92.00 |
93.80 |
91.90 |
93.35 |
+1.74 |
1,767 |
9,059 |
+119 |
| Apr04 |
031217 |
98.20 |
100.20 |
98.20 |
99.70 |
+1.69 |
1,278 |
10,339 |
+74 |
| May04 |
031217 |
98.60 |
98.80 |
98.60 |
98.80 |
+1.49 |
270 |
7,256 |
+119 |
| Jun04 |
031217 |
95.55 |
97.00 |
95.55 |
96.95 |
+1.34 |
238 |
3,917 |
+75 |
| Jul04 |
031217 |
94.50 |
94.50 |
94.50 |
94.50 |
+1.14 |
121 |
586 |
+99 |
| Aug04 |
031217 |
91.55 |
91.55 |
91.55 |
91.55 |
+0.94 |
36 |
896 |
+35 |
| Sep04 |
031217 |
88.00 |
88.00 |
88.00 |
88.00 |
+0.74 |
324 |
1,373 |
-117 |
| Oct04 |
031217 |
83.50 |
83.50 |
83.50 |
83.50 |
+0.64 |
452 |
562 |
+361 |
| Nov04 |
031217 |
81.15 |
81.15 |
81.15 |
81.15 |
+0.54 |
200 |
450 |
+200 |
| Dec04 |
031217 |
79.95 |
79.95 |
79.95 |
79.95 |
+0.49 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
36,030 |
108,474 |
+1,508 |
| Natural Gas(NYM) |
| Jan04 |
031217 |
6.600 |
7.100 |
6.600 |
6.993 |
+0.246 |
21,853 |
47,859 |
-75 |
| Feb04 |
031217 |
6.650 |
7.100 |
6.650 |
6.993 |
+0.207 |
9,258 |
48,735 |
+771 |
| Mar04 |
031217 |
6.380 |
6.700 |
6.360 |
6.588 |
+0.107 |
6,558 |
31,241 |
-1,181 |
| Apr04 |
031217 |
5.180 |
5.350 |
5.180 |
5.288 |
+0.022 |
4,317 |
22,672 |
-1,250 |
| May04 |
031217 |
5.000 |
5.080 |
4.980 |
5.028 |
+0.007 |
3,796 |
19,906 |
+213 |
| Jun04 |
031217 |
4.980 |
5.050 |
4.960 |
5.003 |
+0.002 |
1,405 |
14,807 |
-171 |
| Jul04 |
031217 |
5.000 |
5.060 |
4.990 |
5.008 |
-0.003 |
1,515 |
12,974 |
-7 |
| Aug04 |
031217 |
5.010 |
5.070 |
4.990 |
5.023 |
-0.003 |
850 |
12,348 |
-53 |
| Sep04 |
031217 |
4.970 |
5.050 |
4.970 |
5.013 |
-0.003 |
373 |
12,638 |
+92 |
| Oct04 |
031217 |
5.000 |
5.050 |
4.990 |
5.018 |
-0.003 |
940 |
12,425 |
-89 |
| Nov04 |
031217 |
5.170 |
5.230 |
5.170 |
5.213 |
-0.003 |
1,185 |
9,087 |
-358 |
| Dec04 |
031217 |
5.390 |
5.450 |
5.380 |
5.403 |
-0.003 |
1,687 |
13,143 |
+349 |
| Jan05 |
031217 |
5.560 |
5.580 |
5.543 |
5.543 |
-0.003 |
1,802 |
9,440 |
+273 |
| Feb05 |
031217 |
5.480 |
5.540 |
5.480 |
5.508 |
-0.003 |
248 |
7,792 |
-50 |
| Mar05 |
031217 |
5.260 |
5.320 |
5.260 |
5.293 |
-0.003 |
2,309 |
7,699 |
-62 |
| Apr05 |
031217 |
4.760 |
4.770 |
4.743 |
4.743 |
-0.003 |
2,246 |
9,081 |
+1,326 |
| Total Volume and Open Interest |
63,953 |
353,485 |
-282 |
| Brent Crude Oil(IPE) |
| Feb04 |
031217 |
30.21 |
30.90 |
30.11 |
30.59 |
+0.62 |
45,254 |
104,415 |
+276 |
| Mar04 |
031217 |
30.00 |
30.62 |
29.88 |
30.34 |
+0.59 |
13,992 |
57,771 |
+1,326 |
| Apr04 |
031217 |
29.66 |
30.23 |
29.56 |
29.97 |
+0.53 |
4,966 |
18,054 |
+395 |
| May04 |
031217 |
29.34 |
29.85 |
29.23 |
29.59 |
+0.50 |
2,703 |
10,290 |
-50 |
| Jun04 |
031217 |
29.00 |
29.47 |
28.84 |
29.22 |
+0.48 |
4,664 |
27,032 |
-67 |
| Jul04 |
031217 |
28.68 |
29.00 |
28.60 |
28.87 |
+0.47 |
641 |
10,809 |
+41 |
| Aug04 |
031217 |
28.53 |
28.53 |
28.53 |
28.53 |
+0.45 |
120 |
8,324 |
+0 |
| Sep04 |
031217 |
28.10 |
28.25 |
28.10 |
28.20 |
+0.44 |
0 |
7,378 |
+0 |
| Oct04 |
031217 |
27.90 |
27.90 |
27.90 |
27.90 |
+0.40 |
40 |
4,156 |
-225 |
| Nov04 |
031217 |
27.64 |
27.64 |
27.64 |
27.64 |
+0.36 |
0 |
4,547 |
-575 |
| Dec04 |
031217 |
27.34 |
27.50 |
27.20 |
27.44 |
+0.35 |
1,340 |
27,222 |
-1,000 |
| Jan05 |
031217 |
27.29 |
27.29 |
27.29 |
27.29 |
|
|
|
|
| Gas Oil(IPE) |
| Jan04 |
031217 |
270.50 |
275.50 |
269.25 |
274.00 |
+3.25 |
13,974 |
48,885 |
-2,932 |
| Feb04 |
031217 |
267.25 |
272.50 |
266.50 |
271.75 |
+4.00 |
8,516 |
31,794 |
-122 |
| Mar04 |
031217 |
260.75 |
265.00 |
260.50 |
264.75 |
+3.75 |
1,963 |
7,753 |
+890 |
| Apr04 |
031217 |
254.00 |
257.25 |
253.25 |
257.25 |
+3.50 |
338 |
7,140 |
-218 |
| May04 |
031217 |
250.25 |
250.25 |
250.25 |
250.25 |
+3.25 |
440 |
5,165 |
+240 |
| Jun04 |
031217 |
243.00 |
245.25 |
241.75 |
245.25 |
+2.75 |
871 |
11,709 |
+50 |
| Jul04 |
031217 |
244.50 |
244.50 |
244.50 |
244.50 |
+2.50 |
0 |
4,025 |
+0 |
| Aug04 |
031217 |
243.75 |
243.75 |
243.75 |
243.75 |
+2.50 |
0 |
2,414 |
+0 |
| Sep04 |
031217 |
242.75 |
242.75 |
242.75 |
242.75 |
+2.25 |
0 |
3,707 |
+0 |
| Oct04 |
031217 |
242.00 |
242.00 |
242.00 |
242.00 |
+2.25 |
0 |
3,643 |
+0 |
| Total Volume and Open Interest |
26,302 |
152,114 |
-2,092 |
| US Dollar Index(NYBOT) |
| Mar04 |
031217 |
88.81 |
88.93 |
88.18 |
88.30 |
-0.44 |
634 |
18,917 |
-236 |
| Jun04 |
031217 |
88.73 |
88.73 |
88.73 |
88.73 |
-0.44 |
0 |
2,009 |
+0 |
| Sep04 |
031217 |
89.17 |
89.17 |
89.17 |
89.17 |
-0.44 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
634 |
20,928 |
-2,688 |
| Australian Dollar(CME) |
| Mar04 |
031217 |
73.27 |
73.52 |
72.75 |
73.05 |
-0.50 |
636 |
55,738 |
+25 |
| Jun04 |
031217 |
72.40 |
72.40 |
72.26 |
72.26 |
-0.50 |
0 |
365 |
-1 |
| Sep04 |
031217 |
71.75 |
71.81 |
71.47 |
71.47 |
-0.50 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
637 |
56,208 |
-14,932 |
| British Pound(CME) |
| Mar04 |
031217 |
174.31 |
175.80 |
174.22 |
175.36 |
+1.13 |
4,719 |
67,041 |
+1,367 |
| Jun04 |
031217 |
173.70 |
174.00 |
173.70 |
174.00 |
+1.13 |
1 |
16 |
+1 |
| Sep04 |
031217 |
172.64 |
172.64 |
172.64 |
172.64 |
+1.13 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
4,720 |
67,067 |
-19,565 |
| Canadian Dollar(CME) |
| Mar04 |
031217 |
74.83 |
75.25 |
74.73 |
75.13 |
+0.02 |
4,223 |
60,075 |
-1,212 |
| Jun04 |
031217 |
74.60 |
75.05 |
74.58 |
74.89 |
+0.03 |
26 |
1,863 |
+13 |
| Sep04 |
031217 |
74.50 |
74.75 |
74.37 |
74.67 |
+0.04 |
6 |
1,325 |
-1 |
| Dec04 |
031217 |
74.15 |
74.45 |
74.15 |
74.45 |
+0.05 |
19 |
643 |
+15 |
| Total Volume and Open Interest |
6,354 |
81,898 |
-3,914 |
| Japanese Yen(CME) |
| Mar04 |
031217 |
93.20 |
93.53 |
93.19 |
93.32 |
unch |
2,199 |
138,921 |
-760 |
| Jun04 |
031217 |
93.61 |
93.61 |
93.61 |
93.61 |
unch |
0 |
401 |
+0 |
| Sep04 |
031217 |
93.97 |
93.97 |
93.97 |
93.97 |
unch |
0 |
48 |
+0 |
| Total Volume and Open Interest |
2,199 |
139,376 |
-27,206 |
| Swiss Franc(CME) |
| Mar04 |
031217 |
79.56 |
80.10 |
79.54 |
79.88 |
+0.31 |
2,426 |
43,517 |
-22 |
| Jun04 |
031217 |
80.04 |
80.04 |
80.04 |
80.04 |
+0.31 |
20 |
217 |
+20 |
| Sep04 |
031217 |
79.85 |
80.21 |
79.85 |
80.21 |
+0.31 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,446 |
43,835 |
-25,360 |
| EuroFX(CME) |
| Mar04 |
031217 |
123.04 |
123.93 |
123.04 |
123.70 |
+0.70 |
8,175 |
118,403 |
-6,705 |
| Jun04 |
031217 |
122.92 |
123.55 |
122.92 |
123.40 |
+0.70 |
85 |
536 |
+0 |
| Sep04 |
031217 |
123.12 |
123.12 |
123.12 |
123.12 |
+0.70 |
2 |
59 |
+2 |
| Total Volume and Open Interest |
8,263 |
119,162 |
-48,825 |
| Mexican Peso(CME) |
| Dec03 |
031215 |
8880.0 |
8887.0 |
8865.0 |
8865.0 |
-12.0 |
436 |
15,054 |
-747 |
| Mar04 |
031217 |
8780.0 |
8790.0 |
8747.0 |
8785.0 |
+15.0 |
4,292 |
29,457 |
+99 |
| Total Volume and Open Interest |
4,297 |
30,173 |
-14,335 |
| 30-Year T-Bonds(CBOT) |
| Dec03 |
031217 |
111~04 |
111~29 |
111~04 |
111~14 |
+0~23 |
5,351 |
57,162 |
-1,556 |
| Mar04 |
031217 |
109~15 |
110~14 |
109~13 |
109~31 |
+0~23 |
176,697 |
396,846 |
+2,416 |
| Jun04 |
031217 |
108~14 |
109~00 |
108~12 |
108~18 |
+0~23 |
45 |
9,828 |
-8 |
| Total Volume and Open Interest |
182,095 |
464,253 |
+852 |
| Municipal Bonds(CBOT) |
| Dec03 |
031217 |
103~24 |
104~02 |
103~24 |
103~27 |
+0~09 |
96 |
511 |
-32 |
| Mar04 |
031217 |
102~12 |
102~26 |
102~12 |
102~17 |
+0~11 |
139 |
1,804 |
+63 |
| Total Volume and Open Interest |
235 |
2,315 |
+31 |
| 10-Year T-Notes(CBOT) |
| Dec03 |
031217 |
113~295 |
114~090 |
113~275 |
113~310 |
+0~090 |
21,279 |
29,596 |
-7,555 |
| Mar04 |
031217 |
112~110 |
112~300 |
112~110 |
112~190 |
+0~115 |
450,671 |
892,590 |
-2,651 |
| Total Volume and Open Interest |
471,950 |
922,247 |
-10,206 |
| 5-Year T-Notes(CBOT) |
| Dec03 |
031217 |
112~280 |
112~310 |
112~240 |
112~250 |
+0~035 |
1,409 |
0 |
+0 |
| Mar04 |
031217 |
111~210 |
111~280 |
111~185 |
111~205 |
+0~050 |
222,993 |
0 |
+0 |
| Jun04 |
031217 |
111~000 |
111~000 |
110~290 |
110~290 |
|
|
|
|
| 2 Year T-Notes(CBOT) |
| Dec03 |
031217 |
107~084 |
107~088 |
107~076 |
107~078 |
+0~004 |
1,832 |
12,676 |
-1,221 |
| Mar04 |
031217 |
106~122 |
107~001 |
106~117 |
106~122 |
+0~008 |
2,512 |
136,123 |
+878 |
| Total Volume and Open Interest |
4,344 |
148,799 |
-343 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
031217 |
98.765 |
98.770 |
98.760 |
98.765 |
+0.010 |
88,839 |
801,103 |
+2,906 |
| Jun04 |
031217 |
98.565 |
98.575 |
98.550 |
98.555 |
+0.005 |
92,275 |
693,605 |
-8,274 |
| Sep04 |
031217 |
98.235 |
98.265 |
98.215 |
98.215 |
+0.005 |
121,264 |
586,443 |
-6,725 |
| Dec04 |
031217 |
97.825 |
97.865 |
97.805 |
97.805 |
+0.015 |
127,586 |
518,045 |
-8,454 |
| Mar05 |
031217 |
97.420 |
97.460 |
97.385 |
97.390 |
+0.015 |
54,480 |
324,097 |
+1,850 |
| Jun05 |
031217 |
97.015 |
97.055 |
96.980 |
96.985 |
+0.015 |
24,280 |
278,432 |
+2,375 |
| Sep05 |
031217 |
96.675 |
96.705 |
96.630 |
96.635 |
+0.015 |
19,017 |
212,931 |
-1,326 |
| Dec05 |
031217 |
96.385 |
96.425 |
96.340 |
96.355 |
+0.020 |
16,232 |
171,435 |
+301 |
| Mar06 |
031217 |
96.160 |
96.195 |
96.120 |
96.130 |
+0.020 |
6,645 |
142,846 |
+527 |
| Jun06 |
031217 |
95.960 |
95.985 |
95.915 |
95.915 |
+0.020 |
4,828 |
123,662 |
-462 |
| Sep06 |
031217 |
95.760 |
95.790 |
95.720 |
95.720 |
+0.020 |
9,873 |
98,929 |
+1,903 |
| Dec06 |
031217 |
95.570 |
95.585 |
95.520 |
95.520 |
+0.020 |
6,105 |
97,875 |
-1,129 |
| Total Volume and Open Interest |
614,586 |
4,641,846 |
-14,861 |
| 3-Mth Euro-Yen(CME) |
| Dec03 |
031215 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
1,023 |
7,930 |
-53 |
| Mar04 |
031217 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
11,576 |
+17 |
| Jun04 |
031217 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
6 |
12,460 |
+1 |
| Sep04 |
031217 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
1 |
11,546 |
-288 |
| Dec04 |
031217 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.01 |
1 |
3,526 |
+0 |
| Mar05 |
031217 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
126 |
3,021 |
-1,039 |
| Jun05 |
031217 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.03 |
0 |
1,291 |
-100 |
| Sep05 |
031217 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.02 |
0 |
2,509 |
-2,161 |
| Dec05 |
031217 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
0 |
69 |
+0 |
| Mar06 |
031217 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
287 |
+0 |
| Total Volume and Open Interest |
134 |
47,589 |
-3,570 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
031217 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
2,814 |
61,880 |
+383 |
| Jun04 |
031217 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
688 |
67,507 |
+298 |
| Sep04 |
031217 |
99.86 |
99.87 |
99.86 |
99.86 |
unch |
1,068 |
43,543 |
-338 |
| Dec04 |
031217 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.01 |
240 |
34,581 |
+278 |
| Mar05 |
031217 |
99.70 |
99.71 |
99.70 |
99.71 |
+0.01 |
2,567 |
20,817 |
+591 |
| Jun05 |
031217 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
156 |
12,602 |
+30 |
| Sep05 |
031217 |
99.51 |
99.52 |
99.51 |
99.52 |
+0.01 |
2,291 |
14,016 |
-640 |
| Dec05 |
031217 |
99.43 |
99.43 |
99.41 |
99.41 |
+0.01 |
0 |
2,997 |
-100 |
| Total Volume and Open Interest |
9,824 |
270,729 |
+502 |
| German Euro-Bund(EUREX) |
| Mar04 |
031217 |
113.18 |
113.41 |
112.98 |
113.38 |
+0.46 |
595,786 |
810,830 |
-14,791 |
| Jun04 |
031217 |
112.15 |
112.41 |
112.15 |
112.41 |
+0.48 |
5,730 |
1,528 |
+1,503 |
| Sep04 |
031217 |
112.28 |
112.28 |
112.28 |
112.28 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
601,516 |
812,358 |
-13,288 |
| German Euro-Bobl(EUREX) |
| Mar04 |
031217 |
110.45 |
110.65 |
110.33 |
110.65 |
+0.34 |
466,558 |
630,837 |
+18,888 |
| Jun04 |
031217 |
109.50 |
109.92 |
109.50 |
109.92 |
+0.37 |
3,251 |
1,090 |
+1,090 |
| Sep04 |
031217 |
109.42 |
109.42 |
109.42 |
109.42 |
+0.34 |
|
|
|
| Total Volume and Open Interest |
469,809 |
631,927 |
+19,978 |
| Long Gilt(LIFFE) |
| Dec03 |
031217 |
117~10 |
117~10 |
116~28 |
117~02 |
+0~06 |
3,176 |
15,254 |
-2,459 |
| Mar04 |
031217 |
108~25 |
109~08 |
108~15 |
108~22 |
+0~06 |
35,873 |
164,172 |
+1,411 |
| Total Volume and Open Interest |
39,049 |
179,426 |
-1,048 |
| 3-Mth Short Sterling(LIFFE) |
| Dec03 |
031217 |
95.99 |
96.00 |
95.98 |
95.98 |
-0.01 |
12,354 |
182,829 |
-3,935 |
| Mar04 |
031217 |
95.84 |
95.86 |
95.79 |
95.81 |
-0.02 |
44,511 |
171,270 |
+7,165 |
| Jun04 |
031217 |
95.66 |
95.68 |
95.60 |
95.65 |
+0.01 |
63,703 |
190,287 |
-2,225 |
| Total Volume and Open Interest |
194,981 |
1,041,224 |
+2,307 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
031217 |
97.805 |
97.825 |
97.805 |
97.815 |
+0.015 |
62,887 |
459,027 |
+2,843 |
| Jun04 |
031217 |
97.670 |
97.700 |
97.660 |
97.690 |
+0.040 |
73,610 |
416,565 |
-13,945 |
| Sep04 |
031217 |
97.460 |
97.510 |
97.455 |
97.495 |
+0.055 |
85,929 |
312,507 |
-2,349 |
| Total Volume and Open Interest |
390,210 |
2,180,611 |
-705,302 |
| 3-Mth Aus T-Bills(SFE) |
| Dec03 |
031211 |
94.54 |
94.54 |
94.51 |
94.51 |
-0.04 |
13,627 |
121,084 |
+3,716 |
| Mar04 |
031217 |
94.45 |
94.47 |
94.44 |
94.46 |
+0.01 |
17,910 |
186,700 |
-15,942 |
| Jun04 |
031217 |
94.32 |
94.35 |
94.31 |
94.35 |
+0.04 |
5,914 |
88,536 |
-1,631 |
| Sep04 |
031217 |
94.22 |
94.27 |
94.21 |
94.26 |
+0.05 |
1,698 |
38,020 |
-329 |
| Dec04 |
031217 |
94.12 |
94.18 |
94.12 |
94.16 |
+0.06 |
521 |
24,109 |
-764 |
| Mar05 |
031217 |
94.03 |
94.08 |
94.02 |
94.08 |
+0.07 |
486 |
16,998 |
-7 |
| Jun05 |
031217 |
93.95 |
94.00 |
93.94 |
94.00 |
+0.07 |
400 |
13,196 |
-178 |
| Sep05 |
031217 |
93.91 |
93.93 |
93.91 |
93.92 |
+0.08 |
25 |
5,984 |
-25 |
| Dec05 |
031217 |
93.84 |
93.84 |
93.84 |
93.84 |
+0.07 |
54 |
2,533 |
+54 |
| Mar06 |
031217 |
93.80 |
93.80 |
93.80 |
93.80 |
+0.09 |
0 |
824 |
+0 |
| Total Volume and Open Interest |
27,008 |
377,894 |
-18,822 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
031217 |
94.21 |
94.31 |
94.21 |
94.30 |
+0.11 |
9,608 |
149,148 |
+13,275 |
| Jun04 |
031217 |
94.30 |
94.30 |
94.30 |
94.30 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
9,245 |
135,873 |
|
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
031217 |
94.30 |
94.37 |
94.30 |
94.37 |
+0.10 |
29,382 |
264,631 |
+2,019 |
| Jun04 |
031217 |
94.37 |
94.37 |
94.37 |
94.37 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
29,382 |
264,631 |
|
| Gold(CMX) |
| Dec03 |
031217 |
407.8 |
412.3 |
407.7 |
412.0 |
+4.3 |
39 |
748 |
-39 |
| Feb04 |
031217 |
408.7 |
412.8 |
408.3 |
412.7 |
+4.3 |
29,703 |
195,824 |
-3,401 |
| Apr04 |
031217 |
409.9 |
413.7 |
409.4 |
413.7 |
+4.3 |
1,779 |
14,218 |
+175 |
| Jun04 |
031217 |
410.5 |
414.6 |
410.0 |
414.6 |
+4.3 |
529 |
17,704 |
+207 |
| Aug04 |
031217 |
411.8 |
415.5 |
411.8 |
415.5 |
+4.3 |
136 |
7,494 |
+7 |
| Oct04 |
031217 |
415.0 |
416.4 |
415.0 |
416.4 |
+4.3 |
27 |
888 |
+0 |
| Total Volume and Open Interest |
32,718 |
278,928 |
-3,018 |
| Silver(CMX) |
| Dec03 |
031217 |
564.0 |
570.0 |
564.0 |
569.2 |
+6.3 |
34 |
297 |
+0 |
| Mar04 |
031217 |
564.0 |
572.0 |
563.5 |
570.8 |
+6.3 |
9,712 |
84,425 |
+590 |
| May04 |
031217 |
565.0 |
571.6 |
565.0 |
571.6 |
+6.3 |
531 |
3,433 |
+174 |
| Jul04 |
031217 |
571.0 |
573.0 |
570.0 |
572.7 |
+6.3 |
18 |
3,116 |
+1 |
| Sep04 |
031217 |
573.5 |
573.5 |
573.5 |
573.5 |
+6.3 |
0 |
640 |
+0 |
| Total Volume and Open Interest |
10,554 |
104,093 |
+717 |
| Platinum(NYM) |
| Jan04 |
031217 |
831.5 |
840.0 |
831.5 |
839.8 |
+15.5 |
1,856 |
6,986 |
-723 |
| Apr04 |
031217 |
826.0 |
833.5 |
825.0 |
833.3 |
+16.0 |
1,415 |
2,932 |
+826 |
| Total Volume and Open Interest |
3,271 |
9,922 |
+103 |
| Palladium(NYME) |
| Dec03 |
031217 |
203.05 |
203.05 |
203.05 |
203.05 |
+0.05 |
30 |
131 |
+30 |
| Mar04 |
031217 |
203.00 |
204.50 |
202.10 |
204.00 |
-0.10 |
618 |
6,365 |
+213 |
| Jun04 |
031217 |
204.60 |
204.60 |
204.50 |
204.50 |
-0.10 |
5 |
464 |
+5 |
| Total Volume and Open Interest |
653 |
6,960 |
+248 |
| Copper(CMX) |
| Dec03 |
031217 |
100.40 |
100.40 |
99.65 |
99.70 |
-1.05 |
280 |
2,657 |
-105 |
| Mar04 |
031217 |
99.90 |
100.30 |
99.35 |
99.65 |
-0.75 |
10,065 |
68,232 |
+1,587 |
| May04 |
031217 |
99.15 |
99.60 |
99.15 |
99.25 |
-0.70 |
102 |
3,885 |
+37 |
| Jul04 |
031217 |
98.90 |
99.10 |
98.60 |
98.85 |
-0.55 |
34 |
3,322 |
+10 |
| Sep04 |
031217 |
98.40 |
98.40 |
98.40 |
98.40 |
-0.50 |
0 |
1,575 |
-1 |
| Total Volume and Open Interest |
11,149 |
90,778 |
+1,849 |
| DJIA Index(CBOT) |
| Dec03 |
031217 |
10105 |
10160 |
10090 |
10157 |
+34 |
4,040 |
25,487 |
+2,915 |
| Mar04 |
031217 |
10083 |
10135 |
10065 |
10132 |
+34 |
15,019 |
25,252 |
+2,192 |
| Jun04 |
031217 |
10112 |
10112 |
10112 |
10112 |
+34 |
2 |
8 |
+2 |
| Total Volume and Open Interest |
19,063 |
50,801 |
+5,161 |
| S & P 500(CME) |
| Dec03 |
031217 |
1074.00 |
1078.00 |
1071.20 |
1077.60 |
+2.70 |
71,651 |
146,129 |
-35,935 |
| Mar04 |
031217 |
1072.70 |
1076.50 |
1069.30 |
1076.30 |
+2.80 |
98,453 |
540,892 |
+44,035 |
| Jun04 |
031217 |
1070.00 |
1075.30 |
1070.00 |
1075.30 |
+2.80 |
665 |
10,488 |
-352 |
| Sep04 |
031217 |
1068.50 |
1074.70 |
1068.50 |
1074.70 |
+2.80 |
291 |
1,695 |
+46 |
| Total Volume and Open Interest |
171,062 |
699,374 |
+7,594 |
| S & P 500 E-Mini(Globex) |
| Dec03 |
031217 |
1074.25 |
1078.00 |
1070.75 |
1077.50 |
+2.50 |
25,299 |
396,550 |
-49,157 |
| Mar04 |
031217 |
1073.50 |
1076.75 |
1069.50 |
1076.25 |
+2.75 |
512,294 |
315,404 |
+38,547 |
| Total Volume and Open Interest |
537,593 |
711,954 |
-10,610 |
| NASDAQ 100(CME) |
| Dec03 |
031217 |
1400.00 |
1406.00 |
1390.50 |
1403.50 |
+2.00 |
12,410 |
53,542 |
-7,233 |
| Mar04 |
031217 |
1403.00 |
1409.50 |
1393.00 |
1406.50 |
+2.00 |
22,172 |
61,976 |
+6,654 |
| Jun04 |
031217 |
1409.50 |
1409.50 |
1409.50 |
1409.50 |
+2.00 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
34,582 |
115,565 |
-579 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec03 |
031217 |
1401.5 |
1407.0 |
1390.5 |
1403.5 |
+2.0 |
14,404 |
229,373 |
-13,554 |
| Mar04 |
031217 |
1404.5 |
1409.5 |
1393.0 |
1406.5 |
+2.0 |
319,569 |
108,780 |
+3,921 |
| Total Volume and Open Interest |
333,973 |
338,153 |
-9,633 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Dec03 |
031217 |
558.30 |
560.00 |
558.25 |
559.30 |
+0.95 |
1,876 |
6,238 |
-814 |
| Mar04 |
031217 |
558.50 |
560.75 |
555.50 |
559.50 |
+1.00 |
2,373 |
14,410 |
+1,564 |
| Jun04 |
031217 |
559.55 |
559.55 |
559.55 |
559.55 |
+1.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,249 |
20,649 |
+750 |
| Russell 2000(CME) |
| Dec03 |
031217 |
534.00 |
537.85 |
532.75 |
537.85 |
-0.45 |
4,165 |
8,759 |
-1,558 |
| Mar04 |
031217 |
537.50 |
539.00 |
532.50 |
537.15 |
-0.85 |
5,739 |
21,456 |
+3,737 |
| Jun04 |
031217 |
537.25 |
537.25 |
537.25 |
537.25 |
-0.85 |
|
|
|
| Total Volume and Open Interest |
9,904 |
30,215 |
+2,179 |
| Value Line(KCBT) |
| Dec03 |
031217 |
1473.00 |
1473.00 |
1473.00 |
1473.00 |
+2.00 |
1 |
23 |
+0 |
| Total Volume and Open Interest |
5 |
45 |
+0 |
| Nikkei 225(CME) |
| Mar04 |
031217 |
10120 |
10170 |
10090 |
10170 |
-135 |
2,094 |
20,924 |
+38 |
| Jun04 |
031217 |
10160 |
10160 |
10160 |
10160 |
-135 |
5 |
35 |
+3 |
| Total Volume and Open Interest |
2,099 |
20,966 |
+41 |
| Nikkei 225(SIMEX) |
| Mar04 |
031217 |
10300 |
10310 |
10050 |
10115 |
-135 |
18,046 |
123,644 |
-582 |
| Jun04 |
031217 |
10075 |
10075 |
10075 |
10075 |
-135 |
0 |
300 |
+0 |
| Sep04 |
031217 |
10075 |
10075 |
10075 |
10075 |
-135 |
|
|
|
| Total Volume and Open Interest |
18,046 |
123,944 |
-582 |
| CAC 40(MATIF) |
| Dec03 |
031217 |
3505.0 |
3506.5 |
3456.0 |
3481.5 |
-26.0 |
75,857 |
579,248 |
+2,594 |
| Jan04 |
031217 |
3509.0 |
3511.0 |
3465.0 |
3486.5 |
-8.0 |
11,468 |
4,874 |
+1,996 |
| Feb04 |
031217 |
3492.0 |
3492.0 |
3492.0 |
3492.0 |
-8.5 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Dec03 |
031217 |
3877.0 |
3883.0 |
3803.5 |
3810.5 |
-65.5 |
134,283 |
141,311 |
-35,146 |
| Mar04 |
031217 |
3899.0 |
3903.0 |
3824.0 |
3831.5 |
-65.0 |
58,994 |
202,408 |
+50,471 |
| Jun04 |
031217 |
3922.0 |
3924.0 |
3852.0 |
3852.0 |
-66.0 |
2,365 |
7,018 |
+147 |
| Total Volume and Open Interest |
195,642 |
350,737 |
+15,472 |
| FT-SE 100(LIFFE) |
| Dec03 |
031217 |
4344.50 |
4370.50 |
4334.50 |
4357.50 |
+23.00 |
152,440 |
197,291 |
-60,519 |
| Mar04 |
031217 |
4339.50 |
4364.00 |
4329.00 |
4352.00 |
+23.50 |
123,661 |
293,579 |
+62,439 |
| Jun04 |
031217 |
4358.00 |
4373.50 |
4355.00 |
4361.50 |
+22.00 |
0 |
8,973 |
+0 |
| Total Volume and Open Interest |
276,101 |
504,468 |
+1,920 |
| SPI 200(SFE) |
| Dec03 |
031217 |
3235.0 |
3240.0 |
3217.0 |
3239.0 |
+15.0 |
59,327 |
237,832 |
+17,939 |
| Mar04 |
031217 |
3241.0 |
3247.0 |
3220.0 |
3246.0 |
+13.0 |
55,978 |
122,455 |
+49,988 |
| Jun04 |
031217 |
3237.0 |
3257.0 |
3235.0 |
3257.0 |
+12.0 |
81 |
2,973 |
+0 |
| Total Volume and Open Interest |
115,389 |
365,122 |
+67,924 |
| GSCI(CME) |
| Jan04 |
031217 |
265.20 |
271.30 |
265.00 |
269.70 |
+3.55 |
249 |
13,669 |
+101 |
| Feb04 |
031217 |
265.00 |
265.00 |
265.00 |
265.00 |
+3.45 |
0 |
4 |
+0 |
| Mar04 |
031217 |
257.00 |
257.00 |
257.00 |
257.00 |
+2.90 |
|
|
|
| Total Volume and Open Interest |
249 |
13,673 |
-341 |
| Reuters CRB Index(NYBOT) |
| Jan04 |
031217 |
258.00 |
261.25 |
258.00 |
260.25 |
+1.65 |
35 |
474 |
-18 |
| Feb04 |
031217 |
255.50 |
258.50 |
255.50 |
258.00 |
+1.40 |
3 |
74 |
+2 |
| Apr04 |
031217 |
254.75 |
256.00 |
254.75 |
255.50 |
+1.70 |
12 |
171 |
+3 |
| Total Volume and Open Interest |
51 |
724 |
-12 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|