|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed December 24, 2003 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan04 |
031224 |
730.00 |
761.50 |
728.00 |
759.75 |
+18.50 |
16,678 |
42,796 |
-5,988 |
| Mar04 |
031224 |
733.00 |
767.00 |
733.00 |
765.00 |
+18.00 |
34,591 |
98,749 |
+832 |
| May04 |
031224 |
727.00 |
760.00 |
727.00 |
758.50 |
+15.50 |
7,440 |
54,336 |
+470 |
| Jul04 |
031224 |
721.75 |
749.00 |
720.00 |
747.50 |
+12.25 |
3,552 |
28,069 |
+465 |
| Aug04 |
031224 |
704.00 |
723.00 |
702.00 |
723.00 |
+10.75 |
271 |
5,830 |
+78 |
| Sep04 |
031224 |
665.00 |
677.00 |
665.00 |
677.00 |
+10.75 |
152 |
2,413 |
-31 |
| Nov04 |
031224 |
608.00 |
624.00 |
604.00 |
623.00 |
+11.50 |
1,338 |
16,259 |
+321 |
| Total Volume and Open Interest |
64,037 |
248,575 |
-3,842 |
| Soybean Meal(CBOT) |
| Jan04 |
031224 |
220.50 |
233.50 |
220.50 |
233.40 |
+10.00 |
9,280 |
18,941 |
-2,367 |
| Mar04 |
031224 |
221.00 |
235.00 |
221.00 |
234.20 |
+9.50 |
16,311 |
50,930 |
-56 |
| May04 |
031224 |
221.00 |
234.50 |
220.50 |
233.70 |
+10.00 |
3,406 |
46,498 |
+745 |
| Jul04 |
031224 |
217.50 |
229.50 |
216.50 |
229.20 |
+9.60 |
2,089 |
27,273 |
+590 |
| Aug04 |
031224 |
211.00 |
221.00 |
211.00 |
221.00 |
+8.90 |
240 |
6,924 |
+76 |
| Sep04 |
031224 |
197.00 |
208.00 |
197.00 |
208.00 |
+7.90 |
228 |
5,154 |
+84 |
| Oct04 |
031224 |
180.50 |
187.50 |
180.50 |
187.50 |
+5.40 |
0 |
5,541 |
+0 |
| Dec04 |
031224 |
178.00 |
185.00 |
178.00 |
185.00 |
+5.70 |
183 |
11,732 |
-75 |
| Total Volume and Open Interest |
31,780 |
173,898 |
-1,000 |
| Soybean Oil(CBOT) |
| Jan04 |
031224 |
27.10 |
27.37 |
27.03 |
27.28 |
-0.13 |
6,431 |
18,928 |
-1,555 |
| Mar04 |
031224 |
26.93 |
27.27 |
26.88 |
27.14 |
-0.13 |
14,939 |
68,763 |
-948 |
| May04 |
031224 |
26.75 |
27.05 |
26.73 |
26.94 |
-0.16 |
4,102 |
43,411 |
-1 |
| Jul04 |
031224 |
26.45 |
26.75 |
26.42 |
26.65 |
-0.20 |
1,968 |
37,359 |
+744 |
| Aug04 |
031224 |
26.05 |
26.40 |
26.05 |
26.25 |
-0.20 |
261 |
3,960 |
+99 |
| Sep04 |
031224 |
25.75 |
25.90 |
25.75 |
25.75 |
-0.15 |
391 |
3,518 |
-2 |
| Oct04 |
031224 |
24.60 |
24.60 |
24.60 |
24.60 |
-0.17 |
58 |
3,291 |
+53 |
| Dec04 |
031224 |
24.00 |
24.00 |
23.85 |
24.00 |
-0.10 |
505 |
9,353 |
+221 |
| Total Volume and Open Interest |
28,655 |
189,266 |
-1,389 |
| Canola(WCE) |
| Jan04 |
031224 |
359.0 |
363.0 |
359.0 |
363.0 |
+0.5 |
1,002 |
6,943 |
-1,426 |
| Mar04 |
031224 |
364.0 |
368.2 |
363.0 |
368.1 |
+0.5 |
3,428 |
24,546 |
+643 |
| May04 |
031224 |
368.0 |
371.1 |
368.0 |
371.1 |
-1.2 |
138 |
6,317 |
+6 |
| Jul04 |
031224 |
374.2 |
374.8 |
374.2 |
374.6 |
-0.6 |
25 |
4,890 |
+20 |
| Sep04 |
031224 |
337.9 |
337.9 |
337.9 |
337.9 |
unch |
|
|
|
| Total Volume and Open Interest |
4,790 |
49,742 |
-764 |
| Corn(CBOT) |
| Mar04 |
031224 |
229.00 |
238.50 |
229.00 |
235.75 |
-8.00 |
40,115 |
301,079 |
-9,632 |
| May04 |
031224 |
236.00 |
242.25 |
233.00 |
239.75 |
-7.50 |
4,791 |
55,568 |
+1,252 |
| Jul04 |
031224 |
239.00 |
245.00 |
237.50 |
242.50 |
-7.25 |
2,888 |
41,455 |
+393 |
| Sep04 |
031224 |
240.00 |
244.00 |
240.00 |
243.00 |
-4.75 |
230 |
8,032 |
+121 |
| Dec04 |
031224 |
242.00 |
244.00 |
240.50 |
243.50 |
-4.25 |
2,597 |
38,946 |
+817 |
| Mar05 |
031224 |
249.00 |
249.50 |
247.00 |
248.50 |
-3.75 |
5 |
2,425 |
+0 |
| Total Volume and Open Interest |
50,682 |
448,830 |
-6,993 |
| Wheat(CBOT) |
| Mar04 |
031224 |
359.00 |
369.00 |
358.00 |
363.00 |
-7.50 |
37,063 |
88,481 |
-7,877 |
| May04 |
031224 |
363.50 |
371.00 |
362.50 |
364.75 |
-7.75 |
5,667 |
10,058 |
+527 |
| Jul04 |
031224 |
354.00 |
356.50 |
349.00 |
351.00 |
-7.25 |
4,088 |
13,314 |
+465 |
| Sep04 |
031224 |
355.00 |
359.50 |
354.50 |
355.50 |
-7.00 |
35 |
596 |
-6 |
| Dec04 |
031224 |
370.00 |
370.00 |
364.00 |
365.00 |
-9.75 |
72 |
1,021 |
+15 |
| Total Volume and Open Interest |
46,925 |
113,527 |
-6,876 |
| Wheat(KCBT) |
| Mar04 |
031224 |
366.00 |
372.00 |
366.00 |
370.75 |
-5.50 |
9,489 |
48,519 |
-2,648 |
| May04 |
031224 |
363.00 |
369.50 |
363.00 |
367.00 |
-6.00 |
714 |
5,160 |
+169 |
| Jul04 |
031224 |
350.00 |
358.00 |
350.00 |
354.00 |
-6.50 |
1,541 |
5,781 |
+411 |
| Sep04 |
031224 |
355.00 |
360.00 |
355.00 |
356.00 |
-6.00 |
0 |
430 |
-10 |
| Dec04 |
031224 |
370.00 |
372.00 |
367.00 |
372.00 |
-6.00 |
1 |
478 |
+1 |
| Total Volume and Open Interest |
11,745 |
60,370 |
-2,077 |
| Wheat(MGE) |
| Mar04 |
031224 |
379.00 |
381.00 |
374.00 |
379.75 |
-3.50 |
4,172 |
24,980 |
-56 |
| May04 |
031224 |
369.00 |
376.00 |
369.00 |
376.00 |
unch |
673 |
4,172 |
+174 |
| Jul04 |
031224 |
372.00 |
372.00 |
366.00 |
368.50 |
-5.50 |
184 |
956 |
+101 |
| Sep04 |
031224 |
366.00 |
367.00 |
362.50 |
362.50 |
-5.50 |
31 |
762 |
+30 |
| Dec04 |
031224 |
376.00 |
376.00 |
371.00 |
371.00 |
-6.00 |
1 |
241 |
+0 |
| Total Volume and Open Interest |
5,061 |
31,111 |
+249 |
| Oats(CBOT) |
| Mar04 |
031224 |
140.50 |
143.50 |
140.25 |
142.00 |
-5.00 |
912 |
4,430 |
-61 |
| May04 |
031224 |
145.25 |
146.50 |
144.25 |
144.50 |
-3.75 |
24 |
503 |
-2 |
| Jul04 |
031224 |
149.00 |
149.00 |
149.00 |
149.00 |
-1.00 |
0 |
112 |
+0 |
| Sep04 |
031224 |
146.00 |
146.00 |
146.00 |
146.00 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
936 |
5,058 |
-63 |
| Rough Rice(CBOT) |
| Jan04 |
031224 |
8.15 |
8.35 |
8.05 |
8.35 |
+0.19 |
1,272 |
3,458 |
-89 |
| Mar04 |
031224 |
8.36 |
8.56 |
8.26 |
8.56 |
+0.19 |
1,102 |
3,446 |
+348 |
| May04 |
031224 |
8.44 |
8.68 |
8.44 |
8.68 |
+0.17 |
181 |
893 |
-5 |
| Jul04 |
031224 |
8.62 |
8.78 |
8.61 |
8.78 |
+0.15 |
18 |
469 |
+10 |
| Total Volume and Open Interest |
2,573 |
8,297 |
+264 |
| Live Cattle(CME) |
| Dec03 |
031224 |
90.850 |
90.850 |
90.850 |
90.850 |
-1.500 |
1,231 |
4,286 |
-508 |
| Feb04 |
031224 |
89.175 |
89.175 |
89.175 |
89.175 |
-1.500 |
6,375 |
53,942 |
+874 |
| Apr04 |
031224 |
81.725 |
81.725 |
81.725 |
81.725 |
-1.500 |
2,002 |
21,608 |
+69 |
| Jun04 |
031224 |
73.975 |
73.975 |
73.975 |
73.975 |
-1.500 |
1,090 |
12,911 |
+209 |
| Aug04 |
031224 |
73.250 |
73.250 |
73.250 |
73.250 |
-1.500 |
216 |
5,386 |
+24 |
| Oct04 |
031224 |
76.200 |
76.200 |
76.200 |
76.200 |
-1.500 |
166 |
3,559 |
+44 |
| Total Volume and Open Interest |
11,192 |
105,247 |
+734 |
| Feeder Cattle(CME) |
| Jan04 |
031224 |
93.725 |
93.725 |
93.725 |
93.725 |
-1.500 |
776 |
6,041 |
-197 |
| Mar04 |
031224 |
88.900 |
88.900 |
88.900 |
88.900 |
-1.500 |
422 |
4,633 |
+92 |
| Apr04 |
031224 |
87.800 |
87.800 |
87.800 |
87.800 |
-1.500 |
49 |
1,163 |
-7 |
| May04 |
031224 |
88.750 |
88.750 |
88.750 |
88.750 |
-1.500 |
141 |
2,686 |
+52 |
| Aug04 |
031224 |
90.900 |
90.900 |
90.900 |
90.900 |
-1.500 |
76 |
1,374 |
+1 |
| Sep04 |
031224 |
89.950 |
89.950 |
89.950 |
89.950 |
-1.500 |
6 |
421 |
-3 |
| Oct04 |
031224 |
89.950 |
89.950 |
89.950 |
89.950 |
-1.500 |
12 |
40 |
+3 |
| Total Volume and Open Interest |
1,484 |
16,374 |
-57 |
| Lean Hogs(CME) |
| Feb04 |
031224 |
52.000 |
52.600 |
51.075 |
51.200 |
-1.875 |
3,192 |
26,589 |
-512 |
| Apr04 |
031224 |
55.800 |
55.800 |
54.850 |
54.850 |
-2.000 |
1,494 |
8,174 |
+306 |
| May04 |
031224 |
59.000 |
59.000 |
57.100 |
57.100 |
-2.000 |
18 |
964 |
+5 |
| Jun04 |
031224 |
60.425 |
60.450 |
59.875 |
59.875 |
-2.000 |
136 |
3,559 |
+5 |
| Jul04 |
031224 |
59.400 |
59.400 |
57.500 |
57.700 |
-1.800 |
35 |
1,067 |
+14 |
| Aug04 |
031224 |
56.700 |
56.700 |
55.000 |
55.550 |
-1.450 |
16 |
775 |
+4 |
| Oct04 |
031224 |
50.300 |
50.300 |
49.400 |
49.500 |
-0.800 |
3 |
463 |
+0 |
| Dec04 |
031224 |
50.800 |
50.800 |
49.100 |
49.225 |
-1.100 |
0 |
150 |
-3 |
| Total Volume and Open Interest |
4,895 |
41,745 |
-180 |
| Pork Bellies(CME) |
| Feb04 |
031224 |
84.000 |
84.700 |
82.725 |
83.400 |
-2.325 |
312 |
1,977 |
-74 |
| Mar04 |
031224 |
85.000 |
85.000 |
82.750 |
83.600 |
-1.875 |
46 |
274 |
-9 |
| May04 |
031224 |
87.000 |
87.000 |
84.250 |
84.625 |
-2.400 |
17 |
216 |
+0 |
| Jul04 |
031224 |
88.000 |
88.000 |
87.000 |
87.250 |
-2.500 |
0 |
74 |
+0 |
| Aug04 |
031224 |
88.750 |
88.750 |
88.750 |
88.750 |
unch |
0 |
12 |
+0 |
| Total Volume and Open Interest |
375 |
2,553 |
-83 |
| BFP Milk Class III(CME) |
| Dec03 |
031224 |
11.78 |
11.79 |
11.78 |
11.79 |
-0.01 |
4 |
3,925 |
-8 |
| Jan04 |
031224 |
11.44 |
11.50 |
11.30 |
11.48 |
-0.16 |
421 |
3,331 |
+363 |
| Feb04 |
031224 |
11.30 |
11.30 |
11.10 |
11.23 |
-0.25 |
74 |
2,026 |
+44 |
| Mar04 |
031224 |
11.22 |
11.32 |
11.15 |
11.32 |
-0.20 |
91 |
1,814 |
+43 |
| Apr04 |
031224 |
11.36 |
11.56 |
11.36 |
11.56 |
-0.10 |
63 |
1,330 |
+52 |
| Total Volume and Open Interest |
1,142 |
19,913 |
+766 |
| Cocoa(NYBOT) |
| Mar04 |
031224 |
1546 |
1560 |
1536 |
1559 |
+15 |
2,277 |
30,575 |
-241 |
| May04 |
031224 |
1548 |
1562 |
1543 |
1562 |
+15 |
2,187 |
12,042 |
-289 |
| Jul04 |
031224 |
1554 |
1562 |
1549 |
1562 |
+15 |
155 |
13,401 |
+72 |
| Sep04 |
031224 |
1565 |
1565 |
1565 |
1565 |
+15 |
65 |
6,807 |
-30 |
| Dec04 |
031224 |
1559 |
1579 |
1559 |
1575 |
+16 |
78 |
7,909 |
+29 |
| Mar05 |
031224 |
1579 |
1579 |
1579 |
1579 |
+15 |
0 |
4,162 |
+75 |
| May05 |
031224 |
1579 |
1579 |
1579 |
1579 |
+14 |
50 |
8,031 |
+0 |
| Total Volume and Open Interest |
4,814 |
90,596 |
-382 |
| Coffee "C"(NYBOT) |
| Mar04 |
031224 |
63.75 |
64.15 |
63.10 |
63.25 |
-0.60 |
4,002 |
50,530 |
-77 |
| May04 |
031224 |
65.80 |
66.00 |
65.15 |
65.15 |
-0.65 |
284 |
8,996 |
-14 |
| Jul04 |
031224 |
67.60 |
67.80 |
66.95 |
66.95 |
-0.65 |
133 |
5,216 |
-8 |
| Sep04 |
031224 |
69.50 |
69.50 |
68.70 |
68.70 |
-0.65 |
118 |
6,014 |
-61 |
| Dec04 |
031224 |
71.90 |
71.90 |
71.25 |
71.25 |
-0.70 |
57 |
3,819 |
-11 |
| Mar05 |
031224 |
73.95 |
73.95 |
73.95 |
73.95 |
-0.70 |
10 |
2,206 |
+10 |
| Total Volume and Open Interest |
4,604 |
77,073 |
-151 |
| Orange Juice(NYBOT) |
| Jan04 |
031224 |
66.20 |
66.25 |
64.75 |
64.95 |
-1.35 |
2,597 |
7,001 |
-1,833 |
| Mar04 |
031224 |
69.50 |
69.70 |
68.00 |
68.05 |
-1.70 |
2,623 |
23,063 |
+2,147 |
| May04 |
031224 |
71.80 |
71.80 |
70.50 |
70.55 |
-1.60 |
27 |
6,272 |
+7 |
| Jul04 |
031224 |
74.10 |
74.10 |
73.05 |
73.05 |
-1.40 |
23 |
638 |
+20 |
| Sep04 |
031224 |
76.00 |
76.00 |
75.55 |
75.55 |
-1.20 |
0 |
458 |
+0 |
| Total Volume and Open Interest |
5,270 |
37,758 |
+341 |
| Sugar #11(NYBOT) |
| Mar04 |
031224 |
5.92 |
5.97 |
5.88 |
5.91 |
+0.03 |
25,469 |
106,326 |
-4,677 |
| May04 |
031224 |
6.03 |
6.04 |
5.99 |
6.02 |
+0.05 |
4,485 |
26,780 |
-1,040 |
| Jul04 |
031224 |
6.00 |
6.00 |
5.96 |
5.99 |
+0.04 |
2,723 |
31,612 |
-5 |
| Oct04 |
031224 |
6.14 |
6.15 |
6.11 |
6.12 |
+0.01 |
1,210 |
19,662 |
+244 |
| Mar05 |
031224 |
6.30 |
6.30 |
6.29 |
6.29 |
-0.01 |
694 |
8,045 |
-95 |
| Total Volume and Open Interest |
35,188 |
200,119 |
-5,278 |
| London Cocoa(LCE) |
| Dec03 |
031212 |
960 |
970 |
950 |
950 |
+6 |
2,456 |
1,687 |
-1,978 |
| Mar04 |
031224 |
905 |
911 |
897 |
908 |
+2 |
3,840 |
53,918 |
+269 |
| May04 |
031224 |
927 |
933 |
923 |
933 |
+2 |
2,494 |
14,908 |
-2,011 |
| Jul04 |
031224 |
952 |
955 |
945 |
955 |
+2 |
756 |
22,876 |
-207 |
| Sep04 |
031224 |
965 |
972 |
961 |
971 |
+2 |
384 |
21,012 |
+111 |
| Dec04 |
031224 |
964 |
966 |
957 |
966 |
+2 |
836 |
37,892 |
-541 |
| Mar05 |
031224 |
965 |
970 |
959 |
969 |
+2 |
1,120 |
20,282 |
+622 |
| Total Volume and Open Interest |
9,472 |
172,122 |
-1,741 |
| London Coffee(LCE) |
| Jan04 |
031224 |
723.00 |
723.00 |
716.00 |
720.00 |
-3.00 |
1,637 |
32,364 |
-521 |
| Mar04 |
031224 |
713.00 |
714.00 |
709.00 |
711.00 |
-3.00 |
2,525 |
51,924 |
+1,009 |
| May04 |
031224 |
726.00 |
728.00 |
723.00 |
725.00 |
-2.00 |
396 |
26,027 |
+175 |
| Jul04 |
031224 |
740.00 |
742.00 |
737.00 |
738.00 |
-2.00 |
155 |
13,719 |
+134 |
| Sep04 |
031224 |
753.00 |
756.00 |
751.00 |
751.00 |
-2.00 |
4 |
12,971 |
+4 |
| Nov04 |
031224 |
764.00 |
770.00 |
764.00 |
764.00 |
-2.00 |
68 |
6,919 |
+0 |
| Total Volume and Open Interest |
4,785 |
145,903 |
+801 |
| London Sugar(LCE) |
| Dec03 |
031114 |
179.70 |
180.00 |
176.60 |
177.30 |
-2.20 |
2,376 |
1,321 |
-2,144 |
| Mar04 |
031224 |
186.50 |
187.90 |
186.50 |
186.80 |
+0.10 |
2,395 |
18,166 |
-48 |
| May04 |
031224 |
186.00 |
187.00 |
186.00 |
186.30 |
+0.30 |
303 |
8,171 |
+55 |
| Aug04 |
031224 |
184.00 |
184.20 |
183.80 |
183.80 |
+0.60 |
165 |
7,553 |
-19 |
| Oct04 |
031224 |
183.80 |
183.80 |
183.80 |
183.80 |
+0.60 |
13 |
4,438 |
+57 |
| Total Volume and Open Interest |
3,003 |
40,879 |
+147 |
| Cotton(NYBOT) |
| Mar04 |
031224 |
70.40 |
71.20 |
70.31 |
71.04 |
+0.44 |
1,572 |
54,849 |
-90 |
| May04 |
031224 |
71.55 |
72.09 |
71.45 |
72.09 |
+0.40 |
236 |
12,236 |
-9 |
| Jul04 |
031224 |
72.40 |
72.95 |
72.35 |
72.95 |
+0.50 |
80 |
5,752 |
-8 |
| Oct04 |
031224 |
65.40 |
65.40 |
65.40 |
65.40 |
+0.10 |
0 |
343 |
+0 |
| Dec04 |
031224 |
65.63 |
65.90 |
65.63 |
65.80 |
+0.17 |
28 |
4,288 |
+9 |
| Mar05 |
031224 |
68.00 |
68.00 |
68.00 |
68.00 |
+0.20 |
0 |
702 |
+0 |
| Total Volume and Open Interest |
1,917 |
78,570 |
-98 |
| Lumber(CME) |
| Jan04 |
031224 |
300.0 |
303.9 |
300.0 |
303.4 |
+3.3 |
272 |
1,090 |
-1 |
| Mar04 |
031224 |
312.8 |
317.0 |
311.9 |
316.6 |
+3.8 |
157 |
616 |
-30 |
| May04 |
031224 |
314.6 |
320.0 |
314.6 |
320.0 |
+5.7 |
9 |
105 |
+4 |
| Jul04 |
031224 |
322.7 |
322.7 |
322.7 |
322.7 |
+1.5 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
438 |
1,855 |
-27 |
| Crude Oil(NYM) |
| Feb04 |
031224 |
32.10 |
33.00 |
31.95 |
32.86 |
+0.91 |
59,363 |
179,419 |
-4,424 |
| Mar04 |
031224 |
31.70 |
32.55 |
31.65 |
32.42 |
+0.85 |
25,914 |
69,470 |
+740 |
| Apr04 |
031224 |
31.25 |
32.00 |
31.20 |
31.88 |
+0.81 |
8,024 |
41,481 |
+351 |
| May04 |
031224 |
30.70 |
31.33 |
30.70 |
31.33 |
+0.75 |
2,571 |
23,714 |
+194 |
| Jun04 |
031224 |
30.20 |
30.85 |
30.20 |
30.83 |
+0.72 |
4,409 |
34,608 |
+141 |
| Jul04 |
031224 |
29.90 |
30.36 |
29.90 |
30.36 |
+0.70 |
1,211 |
23,503 |
-202 |
| Aug04 |
031224 |
29.45 |
29.94 |
29.45 |
29.94 |
+0.68 |
1,350 |
13,473 |
-218 |
| Sep04 |
031224 |
29.10 |
29.57 |
29.00 |
29.57 |
+0.66 |
1,989 |
20,712 |
+597 |
| Oct04 |
031224 |
28.65 |
29.25 |
28.65 |
29.25 |
+0.66 |
1,041 |
14,898 |
+468 |
| Nov04 |
031224 |
28.40 |
28.98 |
28.40 |
28.98 |
+0.64 |
480 |
11,757 |
+128 |
| Dec04 |
031224 |
28.15 |
28.76 |
28.15 |
28.76 |
+0.62 |
2,541 |
40,770 |
+470 |
| Jan05 |
031224 |
28.00 |
28.51 |
28.00 |
28.51 |
+0.60 |
304 |
13,872 |
+52 |
| Feb05 |
031224 |
27.80 |
28.31 |
27.80 |
28.31 |
+0.58 |
245 |
4,392 |
-72 |
| Mar05 |
031224 |
28.13 |
28.13 |
28.13 |
28.13 |
+0.55 |
0 |
4,324 |
+0 |
| Apr05 |
031224 |
27.50 |
27.97 |
27.50 |
27.97 |
+0.54 |
165 |
2,556 |
-35 |
| May05 |
031224 |
27.35 |
27.81 |
27.35 |
27.81 |
+0.53 |
0 |
1,713 |
+0 |
| Total Volume and Open Interest |
114,314 |
584,705 |
-2,494 |
| Heating Oil(NYM) |
| Jan04 |
031224 |
89.50 |
91.50 |
89.10 |
91.08 |
+1.88 |
18,824 |
22,927 |
-3,289 |
| Feb04 |
031224 |
90.30 |
92.35 |
90.10 |
91.88 |
+1.74 |
18,853 |
61,833 |
+366 |
| Mar04 |
031224 |
88.50 |
90.50 |
88.50 |
90.18 |
+1.69 |
3,716 |
20,798 |
+430 |
| Apr04 |
031224 |
84.00 |
86.00 |
84.00 |
85.83 |
+1.69 |
949 |
9,197 |
+93 |
| May04 |
031224 |
80.15 |
82.03 |
80.15 |
82.03 |
+1.59 |
152 |
4,406 |
+81 |
| Jun04 |
031224 |
79.50 |
79.50 |
79.33 |
79.33 |
+1.49 |
536 |
7,615 |
-61 |
| Jul04 |
031224 |
77.65 |
77.98 |
77.10 |
77.98 |
+1.39 |
46 |
4,538 |
+40 |
| Aug04 |
031224 |
77.78 |
77.78 |
77.78 |
77.78 |
+1.34 |
14 |
2,653 |
+8 |
| Sep04 |
031224 |
78.10 |
78.18 |
78.10 |
78.18 |
+1.34 |
4 |
2,006 |
+0 |
| Oct04 |
031224 |
78.70 |
78.73 |
78.70 |
78.73 |
+1.29 |
6 |
1,025 |
+0 |
| Nov04 |
031224 |
79.25 |
79.25 |
79.23 |
79.23 |
+1.24 |
2 |
1,372 |
+0 |
| Dec04 |
031224 |
79.75 |
79.75 |
79.50 |
79.68 |
+1.19 |
350 |
6,175 |
-65 |
| Total Volume and Open Interest |
43,453 |
147,843 |
-2,396 |
| Unleaded Gas(NYM) |
| Jan04 |
031224 |
89.10 |
91.80 |
89.10 |
91.43 |
+2.35 |
19,907 |
16,413 |
-5,010 |
| Feb04 |
031224 |
90.00 |
92.95 |
89.80 |
92.49 |
+2.54 |
16,154 |
59,454 |
+52 |
| Mar04 |
031224 |
90.50 |
93.20 |
90.50 |
92.99 |
+2.64 |
2,225 |
9,940 |
-140 |
| Apr04 |
031224 |
97.00 |
98.50 |
97.00 |
98.49 |
+2.24 |
1,720 |
12,400 |
+32 |
| May04 |
031224 |
97.74 |
97.74 |
97.74 |
97.74 |
+2.04 |
232 |
8,111 |
+94 |
| Jun04 |
031224 |
95.90 |
95.90 |
95.89 |
95.89 |
+1.84 |
385 |
4,538 |
+114 |
| Jul04 |
031224 |
93.54 |
93.54 |
93.54 |
93.54 |
+1.69 |
10 |
601 |
+10 |
| Aug04 |
031224 |
90.74 |
90.74 |
90.74 |
90.74 |
+1.59 |
0 |
896 |
+0 |
| Sep04 |
031224 |
87.39 |
87.39 |
87.39 |
87.39 |
+1.49 |
45 |
1,830 |
+35 |
| Oct04 |
031224 |
82.89 |
82.89 |
82.89 |
82.89 |
+1.39 |
0 |
562 |
+0 |
| Nov04 |
031224 |
80.64 |
80.64 |
80.64 |
80.64 |
+1.34 |
0 |
450 |
+0 |
| Dec04 |
031224 |
79.49 |
79.49 |
79.49 |
79.49 |
+1.29 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
40,678 |
115,345 |
-4,813 |
| Natural Gas(NYM) |
| Jan04 |
031224 |
6.010 |
6.400 |
5.990 |
6.379 |
+0.236 |
32,736 |
28,689 |
-5,647 |
| Feb04 |
031224 |
6.120 |
6.440 |
6.110 |
6.392 |
+0.157 |
18,341 |
52,626 |
+510 |
| Mar04 |
031224 |
5.820 |
6.150 |
5.810 |
6.102 |
+0.167 |
4,175 |
33,596 |
+368 |
| Apr04 |
031224 |
5.100 |
5.280 |
5.100 |
5.252 |
+0.107 |
2,315 |
21,676 |
+42 |
| May04 |
031224 |
4.970 |
5.090 |
4.970 |
5.067 |
+0.107 |
1,072 |
22,705 |
+338 |
| Jun04 |
031224 |
4.950 |
5.070 |
4.950 |
5.067 |
+0.112 |
645 |
14,523 |
+188 |
| Jul04 |
031224 |
5.000 |
5.090 |
4.990 |
5.089 |
+0.114 |
381 |
13,171 |
+16 |
| Aug04 |
031224 |
5.030 |
5.112 |
5.010 |
5.112 |
+0.107 |
503 |
12,311 |
+34 |
| Sep04 |
031224 |
5.020 |
5.087 |
5.020 |
5.087 |
+0.092 |
527 |
12,727 |
+65 |
| Oct04 |
031224 |
5.050 |
5.103 |
5.030 |
5.103 |
+0.088 |
615 |
12,816 |
+169 |
| Nov04 |
031224 |
5.250 |
5.288 |
5.200 |
5.288 |
+0.078 |
283 |
9,281 |
+57 |
| Dec04 |
031224 |
5.430 |
5.466 |
5.430 |
5.466 |
+0.066 |
567 |
13,571 |
+282 |
| Jan05 |
031224 |
5.590 |
5.611 |
5.535 |
5.611 |
+0.066 |
1,708 |
10,093 |
-258 |
| Feb05 |
031224 |
5.540 |
5.563 |
5.540 |
5.563 |
+0.060 |
656 |
7,679 |
+422 |
| Mar05 |
031224 |
5.340 |
5.353 |
5.340 |
5.353 |
+0.060 |
124 |
7,358 |
-36 |
| Apr05 |
031224 |
4.760 |
4.768 |
4.760 |
4.768 |
+0.060 |
4 |
9,125 |
+0 |
| Total Volume and Open Interest |
64,816 |
344,627 |
-3,406 |
| Brent Crude Oil(IPE) |
| Feb04 |
031224 |
29.20 |
29.32 |
29.00 |
29.06 |
+0.02 |
37,951 |
86,015 |
-10,689 |
| Mar04 |
031224 |
28.99 |
29.08 |
28.76 |
28.81 |
-0.02 |
17,362 |
64,168 |
+968 |
| Apr04 |
031224 |
28.70 |
28.73 |
28.52 |
28.53 |
-0.02 |
5,090 |
21,882 |
+1,375 |
| May04 |
031224 |
28.30 |
28.40 |
28.28 |
28.28 |
-0.03 |
523 |
10,415 |
+325 |
| Jun04 |
031224 |
28.20 |
28.20 |
28.03 |
28.03 |
-0.04 |
1,296 |
27,524 |
-559 |
| Jul04 |
031224 |
27.78 |
27.78 |
27.78 |
27.78 |
-0.03 |
700 |
10,256 |
-400 |
| Aug04 |
031224 |
27.53 |
27.53 |
27.53 |
27.53 |
-0.04 |
400 |
8,202 |
-200 |
| Sep04 |
031224 |
27.29 |
27.29 |
27.29 |
27.29 |
-0.04 |
250 |
8,450 |
+50 |
| Oct04 |
031224 |
27.05 |
27.05 |
27.05 |
27.05 |
-0.06 |
300 |
4,421 |
+175 |
| Nov04 |
031224 |
26.83 |
26.83 |
26.83 |
26.83 |
-0.06 |
100 |
4,747 |
+0 |
| Dec04 |
031224 |
26.80 |
26.80 |
26.68 |
26.68 |
-0.08 |
2,785 |
25,178 |
-676 |
| Jan05 |
031224 |
26.47 |
26.47 |
26.47 |
26.47 |
-0.08 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
66,857 |
305,193 |
-9,631 |
| Gas Oil(IPE) |
| Jan04 |
031224 |
267.00 |
267.00 |
264.50 |
264.75 |
+2.75 |
12,233 |
42,756 |
-1,471 |
| Feb04 |
031224 |
262.00 |
262.00 |
260.75 |
261.00 |
+2.50 |
3,928 |
34,121 |
+292 |
| Mar04 |
031224 |
254.00 |
255.00 |
254.00 |
254.25 |
+2.25 |
814 |
9,709 |
+189 |
| Apr04 |
031224 |
247.00 |
247.00 |
247.00 |
247.00 |
+2.00 |
120 |
7,611 |
-58 |
| May04 |
031224 |
240.50 |
240.50 |
240.50 |
240.50 |
+2.00 |
0 |
5,614 |
+0 |
| Jun04 |
031224 |
236.00 |
236.00 |
236.00 |
236.00 |
+2.00 |
721 |
10,485 |
-300 |
| Jul04 |
031224 |
235.50 |
235.50 |
235.50 |
235.50 |
+2.00 |
0 |
4,243 |
+0 |
| Aug04 |
031224 |
235.00 |
235.00 |
235.00 |
235.00 |
+2.00 |
0 |
2,440 |
+0 |
| Sep04 |
031224 |
234.50 |
234.50 |
234.50 |
234.50 |
+2.00 |
0 |
3,707 |
+0 |
| Oct04 |
031224 |
234.25 |
234.25 |
234.25 |
234.25 |
+2.00 |
0 |
3,693 |
+0 |
| Total Volume and Open Interest |
18,166 |
150,133 |
-1,348 |
| US Dollar Index(NYBOT) |
| Mar04 |
031224 |
88.30 |
88.35 |
87.78 |
87.89 |
-0.48 |
385 |
19,248 |
-174 |
| Jun04 |
031224 |
88.31 |
88.31 |
88.31 |
88.31 |
-0.49 |
0 |
2,023 |
+0 |
| Sep04 |
031224 |
88.75 |
88.75 |
88.75 |
88.75 |
-0.49 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
385 |
21,273 |
-174 |
| Australian Dollar(CME) |
| Mar04 |
031224 |
73.46 |
73.70 |
73.43 |
73.52 |
+0.69 |
1,549 |
57,127 |
+18 |
| Jun04 |
031224 |
72.73 |
72.73 |
72.73 |
72.73 |
+0.69 |
10 |
384 |
+5 |
| Sep04 |
031224 |
71.94 |
71.94 |
71.94 |
71.94 |
+0.69 |
10 |
73 |
+0 |
| Total Volume and Open Interest |
1,569 |
57,618 |
+23 |
| British Pound(CME) |
| Mar04 |
031224 |
175.80 |
176.57 |
175.79 |
176.44 |
+1.18 |
1,123 |
57,627 |
-80 |
| Jun04 |
031224 |
175.08 |
175.08 |
175.08 |
175.08 |
+1.18 |
1 |
22 |
+3 |
| Sep04 |
031224 |
173.72 |
173.72 |
173.72 |
173.72 |
+1.18 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
1,124 |
57,661 |
-77 |
| Canadian Dollar(CME) |
| Mar04 |
031224 |
75.69 |
76.28 |
75.61 |
76.23 |
+0.82 |
6,217 |
57,476 |
-838 |
| Jun04 |
031224 |
75.50 |
75.99 |
75.45 |
75.99 |
+0.82 |
114 |
2,387 |
+53 |
| Sep04 |
031224 |
75.35 |
75.85 |
75.35 |
75.77 |
+0.82 |
4 |
1,395 |
+10 |
| Dec04 |
031224 |
75.00 |
75.55 |
75.00 |
75.55 |
+0.82 |
25 |
675 |
+0 |
| Total Volume and Open Interest |
6,381 |
61,991 |
-759 |
| Japanese Yen(CME) |
| Mar04 |
031224 |
93.44 |
93.62 |
93.38 |
93.45 |
+0.10 |
2,321 |
131,096 |
+473 |
| Jun04 |
031224 |
93.74 |
93.74 |
93.74 |
93.74 |
+0.10 |
7,000 |
7,413 |
+7,010 |
| Sep04 |
031224 |
94.10 |
94.10 |
94.10 |
94.10 |
+0.10 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
9,321 |
138,563 |
+7,483 |
| Swiss Franc(CME) |
| Mar04 |
031224 |
79.78 |
80.48 |
79.77 |
80.31 |
+0.74 |
1,810 |
44,400 |
+44 |
| Jun04 |
031224 |
80.10 |
80.47 |
80.10 |
80.47 |
+0.74 |
0 |
188 |
+3 |
| Sep04 |
031224 |
80.64 |
80.64 |
80.64 |
80.64 |
+0.74 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,810 |
44,689 |
+47 |
| EuroFX(CME) |
| Mar04 |
031224 |
123.83 |
124.45 |
123.80 |
124.26 |
+0.62 |
5,365 |
118,032 |
+383 |
| Jun04 |
031224 |
124.00 |
124.08 |
123.96 |
123.96 |
+0.62 |
22 |
574 |
+0 |
| Sep04 |
031224 |
123.62 |
123.68 |
123.62 |
123.68 |
+0.62 |
0 |
99 |
+0 |
| Total Volume and Open Interest |
5,387 |
118,873 |
+383 |
| Mexican Peso(CME) |
| Dec03 |
031215 |
8880.0 |
8887.0 |
8865.0 |
8865.0 |
-12.0 |
436 |
15,054 |
-747 |
| Mar04 |
031224 |
8770.0 |
8775.0 |
8755.0 |
8760.0 |
+8.0 |
4,617 |
30,272 |
-1,744 |
| Total Volume and Open Interest |
4,618 |
30,998 |
-1,750 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
031224 |
109~20 |
110~17 |
109~17 |
110~09 |
+0~24 |
134,330 |
430,808 |
+4,238 |
| Jun04 |
031224 |
108~23 |
109~01 |
108~13 |
108~28 |
+0~24 |
417 |
10,195 |
+123 |
| Sep04 |
031224 |
106~25 |
107~17 |
106~25 |
107~17 |
+0~24 |
0 |
233 |
+0 |
| Total Volume and Open Interest |
134,747 |
441,426 |
+4,361 |
| Municipal Bonds(CBOT) |
| Mar04 |
031224 |
102~16 |
103~01 |
102~16 |
103~01 |
+0~16 |
170 |
1,916 |
+4 |
| Total Volume and Open Interest |
170 |
1,916 |
+4 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
031224 |
112~010 |
112~245 |
111~300 |
112~200 |
+0~220 |
303,837 |
928,020 |
-2,163 |
| Jun04 |
031224 |
111~040 |
111~040 |
111~040 |
111~040 |
+0~220 |
48 |
290 |
+20 |
| Total Volume and Open Interest |
303,885 |
928,310 |
-2,143 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
031224 |
111~095 |
111~235 |
111~080 |
111~230 |
+0~165 |
120,746 |
0 |
+0 |
| Jun04 |
031224 |
110~100 |
110~100 |
110~100 |
110~100 |
+0~165 |
3 |
25 |
+3 |
| Total Volume and Open Interest |
120,749 |
25 |
+3 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
031224 |
106~108 |
107~004 |
106~100 |
107~004 |
+0~032 |
12,713 |
149,643 |
+330 |
| Total Volume and Open Interest |
13,531 |
160,113 |
+87 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
031224 |
98.760 |
98.770 |
98.755 |
98.765 |
+0.010 |
34,411 |
810,547 |
-2,447 |
| Jun04 |
031224 |
98.515 |
98.570 |
98.510 |
98.565 |
+0.070 |
59,984 |
696,129 |
-2,482 |
| Sep04 |
031224 |
98.160 |
98.240 |
98.155 |
98.225 |
+0.095 |
61,930 |
576,374 |
-917 |
| Dec04 |
031224 |
97.735 |
97.830 |
97.710 |
97.815 |
+0.130 |
86,805 |
495,833 |
+4,871 |
| Mar05 |
031224 |
97.310 |
97.410 |
97.285 |
97.400 |
+0.125 |
48,553 |
348,628 |
+2,976 |
| Jun05 |
031224 |
96.895 |
96.980 |
96.875 |
96.970 |
+0.120 |
22,004 |
278,748 |
-430 |
| Sep05 |
031224 |
96.500 |
96.610 |
96.495 |
96.605 |
+0.135 |
23,516 |
215,912 |
+879 |
| Dec05 |
031224 |
96.220 |
96.325 |
96.195 |
96.305 |
+0.125 |
15,157 |
176,090 |
-792 |
| Mar06 |
031224 |
95.985 |
96.100 |
95.985 |
96.080 |
+0.120 |
7,206 |
141,182 |
+100 |
| Jun06 |
031224 |
95.775 |
95.865 |
95.775 |
95.855 |
+0.105 |
6,222 |
124,164 |
-776 |
| Sep06 |
031224 |
95.630 |
95.650 |
95.620 |
95.650 |
+0.090 |
4,775 |
102,376 |
+37 |
| Dec06 |
031224 |
95.370 |
95.455 |
95.370 |
95.455 |
+0.090 |
4,068 |
101,407 |
+249 |
| Total Volume and Open Interest |
399,557 |
4,685,668 |
+1,398 |
| 3-Mth Euro-Yen(CME) |
| Dec03 |
031215 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
1,023 |
7,930 |
-53 |
| Mar04 |
031224 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
35 |
12,156 |
+11 |
| Jun04 |
031224 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
12,430 |
-500 |
| Sep04 |
031224 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
0 |
11,838 |
-2 |
| Dec04 |
031224 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
48 |
3,710 |
+28 |
| Mar05 |
031224 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
2 |
3,443 |
+2 |
| Jun05 |
031224 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
158 |
1,490 |
+0 |
| Sep05 |
031224 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
2,012 |
+0 |
| Dec05 |
031224 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
0 |
69 |
+0 |
| Mar06 |
031224 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
287 |
+0 |
| Total Volume and Open Interest |
243 |
48,749 |
-456 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
031224 |
99.91 |
99.91 |
99.91 |
99.91 |
+0.01 |
0 |
61,446 |
-784 |
| Jun04 |
031224 |
99.90 |
99.91 |
99.90 |
99.91 |
+0.01 |
53 |
68,534 |
-237 |
| Sep04 |
031224 |
99.86 |
99.87 |
99.86 |
99.87 |
+0.01 |
66 |
42,565 |
+52 |
| Dec04 |
031224 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
34,218 |
+0 |
| Mar05 |
031224 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
200 |
19,834 |
-110 |
| Jun05 |
031224 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
92 |
15,133 |
-205 |
| Sep05 |
031224 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
13,307 |
+0 |
| Dec05 |
031224 |
99.41 |
99.41 |
99.39 |
99.39 |
-0.01 |
0 |
3,097 |
+0 |
| Total Volume and Open Interest |
416 |
270,930 |
-1,279 |
| German Euro-Bund(EUREX) |
| Mar04 |
031224 |
113.35 |
113.54 |
113.27 |
113.42 |
unch |
187,861 |
805,010 |
+0 |
| Jun04 |
031224 |
112.35 |
112.50 |
112.35 |
112.50 |
unch |
77 |
2,722 |
+0 |
| Sep04 |
031224 |
112.32 |
112.32 |
112.32 |
112.32 |
unch |
|
|
|
| Total Volume and Open Interest |
187,938 |
807,732 |
+0 |
| German Euro-Bobl(EUREX) |
| Mar04 |
031224 |
110.66 |
110.71 |
110.55 |
110.63 |
unch |
106,969 |
668,003 |
+0 |
| Jun04 |
031224 |
109.88 |
109.88 |
109.88 |
109.88 |
unch |
401 |
691 |
+0 |
| Sep04 |
031224 |
109.40 |
109.40 |
109.40 |
109.40 |
unch |
|
|
|
| Total Volume and Open Interest |
107,370 |
668,694 |
+0 |
| Long Gilt(LIFFE) |
| Dec03 |
031224 |
116~31 |
116~32 |
116~31 |
116~31 |
+0~01 |
1,084 |
12,012 |
-512 |
| Mar04 |
031224 |
108~15 |
108~22 |
108~15 |
108~20 |
+0~00 |
8,921 |
159,981 |
-1,316 |
| Total Volume and Open Interest |
10,005 |
171,993 |
-1,828 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
031224 |
95.78 |
95.80 |
95.78 |
95.79 |
-0.01 |
13,542 |
179,591 |
+187 |
| Jun04 |
031224 |
95.63 |
95.64 |
95.62 |
95.63 |
-0.01 |
16,162 |
203,506 |
+11,482 |
| Sep04 |
031224 |
95.43 |
95.44 |
95.43 |
95.43 |
-0.01 |
8,277 |
129,882 |
+3,201 |
| Total Volume and Open Interest |
46,244 |
908,440 |
+16,618 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
031224 |
97.845 |
97.845 |
97.835 |
97.835 |
-0.010 |
37,953 |
475,265 |
+750 |
| Jun04 |
031224 |
97.710 |
97.715 |
97.690 |
97.700 |
-0.010 |
26,577 |
410,864 |
+4,097 |
| Sep04 |
031224 |
97.500 |
97.510 |
97.495 |
97.510 |
unch |
24,460 |
348,712 |
+8,069 |
| Total Volume and Open Interest |
137,080 |
2,201,356 |
+12,099 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
031224 |
94.45 |
94.47 |
94.45 |
94.46 |
-0.02 |
8,236 |
153,124 |
-1,300 |
| Jun04 |
031224 |
94.35 |
94.37 |
94.35 |
94.37 |
-0.01 |
4,665 |
79,989 |
-3,811 |
| Sep04 |
031224 |
94.25 |
94.26 |
94.25 |
94.26 |
-0.02 |
3,134 |
38,786 |
+396 |
| Dec04 |
031224 |
94.17 |
94.18 |
94.17 |
94.18 |
-0.01 |
1,823 |
25,679 |
+1,623 |
| Mar05 |
031224 |
94.10 |
94.10 |
94.09 |
94.09 |
-0.03 |
33 |
17,491 |
-13 |
| Jun05 |
031224 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.04 |
10 |
12,446 |
-14 |
| Sep05 |
031224 |
93.96 |
93.96 |
93.96 |
93.96 |
-0.04 |
56 |
6,053 |
+50 |
| Dec05 |
031224 |
93.92 |
93.92 |
93.92 |
93.92 |
-0.04 |
50 |
2,634 |
+93 |
| Mar06 |
031224 |
93.89 |
93.89 |
93.89 |
93.89 |
-0.02 |
2 |
771 |
+1 |
| Jun06 |
031224 |
93.86 |
93.86 |
93.86 |
93.86 |
-0.01 |
1 |
789 |
+1 |
| Total Volume and Open Interest |
18,011 |
338,169 |
-2,973 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
031224 |
94.30 |
94.31 |
94.29 |
94.30 |
-0.06 |
10,131 |
151,406 |
+0 |
| Jun04 |
031224 |
94.30 |
94.30 |
94.30 |
94.30 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
10,131 |
151,406 |
+4,719 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
031224 |
94.37 |
94.37 |
94.35 |
94.37 |
-0.04 |
20,480 |
284,455 |
+5,596 |
| Jun04 |
031224 |
94.37 |
94.37 |
94.37 |
94.37 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
20,480 |
284,455 |
+5,596 |
| Gold(CMX) |
| Dec03 |
031224 |
411.5 |
413.2 |
410.5 |
412.3 |
+1.3 |
185 |
484 |
-59 |
| Feb04 |
031224 |
411.8 |
413.5 |
411.3 |
412.8 |
+1.2 |
18,163 |
190,965 |
+46 |
| Apr04 |
031224 |
413.3 |
414.5 |
411.9 |
413.8 |
+1.2 |
1,523 |
15,262 |
+136 |
| Jun04 |
031224 |
413.5 |
415.5 |
413.5 |
414.7 |
+1.2 |
863 |
17,466 |
+185 |
| Aug04 |
031224 |
415.7 |
415.7 |
415.7 |
415.7 |
+1.2 |
87 |
6,788 |
-26 |
| Oct04 |
031224 |
416.6 |
416.6 |
416.6 |
416.6 |
+1.2 |
7 |
878 |
+5 |
| Total Volume and Open Interest |
21,972 |
273,575 |
+58 |
| Silver(CMX) |
| Dec03 |
031224 |
575.0 |
579.0 |
575.0 |
578.0 |
+4.5 |
51 |
208 |
-13 |
| Mar04 |
031224 |
575.5 |
580.5 |
573.5 |
579.3 |
+4.5 |
6,923 |
82,377 |
-58 |
| May04 |
031224 |
576.0 |
581.0 |
576.0 |
580.4 |
+4.5 |
322 |
3,574 |
-64 |
| Jul04 |
031224 |
578.0 |
582.0 |
576.0 |
581.5 |
+4.5 |
3 |
3,144 |
-4 |
| Sep04 |
031224 |
582.4 |
582.4 |
582.4 |
582.4 |
+4.5 |
0 |
641 |
+0 |
| Total Volume and Open Interest |
7,359 |
102,450 |
-135 |
| Platinum(NYM) |
| Jan04 |
031224 |
808.0 |
825.0 |
808.0 |
821.5 |
+19.7 |
2,374 |
1,666 |
-1,283 |
| Apr04 |
031224 |
801.0 |
816.0 |
801.0 |
815.5 |
+21.7 |
2,371 |
6,770 |
+901 |
| Total Volume and Open Interest |
4,745 |
8,440 |
-382 |
| Palladium(NYME) |
| Dec03 |
031224 |
206.30 |
206.30 |
206.30 |
206.30 |
+0.15 |
12 |
81 |
-8 |
| Mar04 |
031224 |
208.00 |
209.50 |
205.10 |
207.15 |
+0.15 |
254 |
6,602 |
+3 |
| Jun04 |
031224 |
207.65 |
207.65 |
207.65 |
207.65 |
+0.15 |
0 |
473 |
+0 |
| Total Volume and Open Interest |
266 |
7,159 |
-5 |
| Copper(CMX) |
| Dec03 |
031224 |
102.50 |
102.65 |
101.80 |
102.65 |
+0.65 |
334 |
1,484 |
-222 |
| Mar04 |
031224 |
102.15 |
102.45 |
101.45 |
102.30 |
+0.50 |
6,363 |
69,422 |
-62 |
| May04 |
031224 |
101.90 |
102.00 |
101.90 |
101.95 |
+0.45 |
110 |
4,087 |
+20 |
| Jul04 |
031224 |
101.60 |
101.60 |
101.45 |
101.45 |
+0.45 |
67 |
3,350 |
+28 |
| Sep04 |
031224 |
100.90 |
101.00 |
100.90 |
101.00 |
+0.45 |
14 |
1,596 |
+1 |
| Total Volume and Open Interest |
7,500 |
91,650 |
+16 |
| DJIA Index(CBOT) |
| Dec03 |
031218 |
10165 |
10260 |
10148 |
10253 |
+96 |
3,181 |
28,027 |
+2,540 |
| Mar04 |
031224 |
10287 |
10310 |
10272 |
10281 |
-27 |
6,351 |
31,900 |
-5 |
| Jun04 |
031224 |
10260 |
10262 |
10260 |
10261 |
-27 |
16 |
286 |
+16 |
| Sep04 |
031224 |
10241 |
10241 |
10241 |
10241 |
-27 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
6,367 |
32,192 |
+11 |
| S & P 500(CME) |
| Mar04 |
031224 |
1091.70 |
1095.00 |
1090.80 |
1092.90 |
-0.60 |
23,453 |
589,587 |
-759 |
| Jun04 |
031224 |
1091.80 |
1091.80 |
1091.80 |
1091.80 |
-0.70 |
108 |
10,554 |
-62 |
| Sep04 |
031224 |
1091.00 |
1091.00 |
1091.00 |
1091.00 |
-0.80 |
175 |
1,949 |
+20 |
| Dec04 |
031224 |
1091.10 |
1091.10 |
1091.10 |
1091.10 |
-0.80 |
0 |
383 |
+0 |
| Total Volume and Open Interest |
23,736 |
602,591 |
-801 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
031224 |
1093.50 |
1095.25 |
1089.50 |
1093.00 |
-0.50 |
267,667 |
347,184 |
+9,808 |
| Jun04 |
031224 |
1090.00 |
1091.75 |
1090.00 |
1091.75 |
-0.75 |
6 |
184 |
+3 |
| Total Volume and Open Interest |
267,673 |
347,368 |
+9,811 |
| NASDAQ 100(CME) |
| Mar04 |
031224 |
1444.00 |
1451.00 |
1442.00 |
1446.50 |
+2.00 |
9,017 |
68,591 |
+556 |
| Jun04 |
031224 |
1448.50 |
1448.50 |
1448.50 |
1448.50 |
+2.00 |
0 |
49 |
+0 |
| Sep04 |
031224 |
1450.50 |
1450.50 |
1450.50 |
1450.50 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
9,017 |
68,640 |
+556 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
031224 |
1444.5 |
1451.0 |
1441.5 |
1446.5 |
+2.0 |
177,443 |
150,388 |
+14,236 |
| Jun04 |
031224 |
1452.0 |
1452.0 |
1448.5 |
1448.5 |
+2.0 |
229 |
225 |
+225 |
| Total Volume and Open Interest |
177,672 |
150,613 |
+14,461 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
031224 |
572.25 |
573.00 |
571.00 |
571.00 |
-2.25 |
705 |
16,032 |
+306 |
| Jun04 |
031224 |
571.05 |
571.05 |
571.05 |
571.05 |
-2.25 |
0 |
1 |
+0 |
| Sep04 |
031224 |
571.05 |
571.05 |
571.05 |
571.05 |
-2.25 |
|
|
|
| Total Volume and Open Interest |
705 |
16,033 |
+306 |
| Russell 2000(CME) |
| Mar04 |
031224 |
552.40 |
554.00 |
551.50 |
552.50 |
-1.00 |
826 |
22,097 |
-127 |
| Jun04 |
031224 |
552.60 |
552.60 |
552.60 |
552.60 |
-1.00 |
|
|
|
| Sep04 |
031224 |
552.60 |
552.60 |
552.60 |
552.60 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
826 |
22,097 |
-127 |
| Value Line(KCBT) |
| Mar04 |
031224 |
1510.00 |
1510.00 |
1510.00 |
1510.00 |
-4.00 |
2 |
42 |
+2 |
| Total Volume and Open Interest |
2 |
42 |
+2 |
| Nikkei 225(CME) |
| Mar04 |
031224 |
10360 |
10380 |
10315 |
10380 |
-75 |
1,093 |
22,883 |
+315 |
| Jun04 |
031224 |
10370 |
10370 |
10370 |
10370 |
-75 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
1,093 |
22,927 |
+315 |
| Nikkei 225(SIMEX) |
| Mar04 |
031224 |
10430 |
10430 |
10320 |
10370 |
+55 |
14,142 |
0 |
-119,545 |
| Jun04 |
031224 |
10330 |
10330 |
10330 |
10330 |
+55 |
|
|
|
| Sep04 |
031224 |
10330 |
10330 |
10330 |
10330 |
+55 |
|
|
|
| Total Volume and Open Interest |
14,142 |
|
|
| CAC 40(MATIF) |
| Dec03 |
031224 |
3499.5 |
3516.0 |
3498.0 |
3513.5 |
+12.5 |
56,094 |
601,349 |
+16,778 |
| Jan04 |
031224 |
3508.5 |
3519.5 |
3505.0 |
3518.0 |
+12.0 |
32,153 |
60,014 |
+31,744 |
| Feb04 |
031224 |
3524.0 |
3524.0 |
3524.0 |
3524.0 |
+12.5 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
031224 |
3929.5 |
3935.5 |
3910.5 |
3923.0 |
unch |
34,315 |
256,241 |
+0 |
| Jun04 |
031224 |
3948.0 |
3953.5 |
3938.5 |
3945.0 |
unch |
152 |
7,700 |
+0 |
| Sep04 |
031224 |
3975.0 |
3975.0 |
3962.0 |
3968.0 |
unch |
67 |
25 |
+0 |
| Total Volume and Open Interest |
34,534 |
263,966 |
+0 |
| FT-SE 100(LIFFE) |
| Mar04 |
031224 |
4428.00 |
4452.50 |
4427.00 |
4434.00 |
+13.00 |
29,582 |
376,719 |
-111 |
| Jun04 |
031224 |
4441.50 |
4441.50 |
4441.50 |
4441.50 |
+13.00 |
0 |
10,248 |
+0 |
| Sep04 |
031224 |
4455.00 |
4455.00 |
4455.00 |
4455.00 |
+13.00 |
0 |
4,625 |
+0 |
| Total Volume and Open Interest |
29,582 |
391,592 |
-111 |
| SPI 200(SFE) |
| Dec03 |
031218 |
3236.0 |
3259.0 |
3236.0 |
3255.0 |
+16.0 |
33,763 |
214,784 |
-23,048 |
| Mar04 |
031224 |
3283.0 |
3284.0 |
3278.0 |
3281.0 |
-5.0 |
9,727 |
154,059 |
+4,247 |
| Jun04 |
031224 |
3291.0 |
3291.0 |
3291.0 |
3291.0 |
-6.0 |
21 |
2,999 |
+15 |
| Total Volume and Open Interest |
9,762 |
158,920 |
+4,262 |
| GSCI(CME) |
| Jan04 |
031224 |
256.40 |
260.40 |
255.05 |
260.30 |
+1.50 |
197 |
14,353 |
+40 |
| Feb04 |
031224 |
256.00 |
256.00 |
256.00 |
256.00 |
+1.50 |
0 |
4 |
+0 |
| Mar04 |
031224 |
250.50 |
250.50 |
250.50 |
250.50 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
197 |
14,357 |
+40 |
| Reuters CRB Index(NYBOT) |
| Jan04 |
031224 |
253.00 |
254.00 |
252.00 |
253.25 |
-1.40 |
90 |
407 |
-15 |
| Feb04 |
031224 |
252.00 |
252.00 |
249.50 |
251.00 |
-2.25 |
5 |
70 |
+4 |
| Apr04 |
031224 |
251.50 |
251.50 |
248.25 |
250.00 |
-2.00 |
27 |
309 |
+17 |
| Total Volume and Open Interest |
122 |
792 |
+6 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|