|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri January 02, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan04 |
040102 |
788.50 |
800.50 |
788.50 |
792.50 |
+3.50 |
6,953 |
10,479 |
-10,096 |
| Mar04 |
040102 |
794.00 |
807.50 |
794.00 |
798.25 |
+4.25 |
23,914 |
118,181 |
+1,289 |
| May04 |
040102 |
792.00 |
802.50 |
791.00 |
795.25 |
+4.25 |
4,896 |
55,248 |
+76 |
| Jul04 |
040102 |
781.50 |
790.00 |
780.00 |
784.00 |
+8.00 |
2,407 |
28,914 |
+358 |
| Aug04 |
040102 |
756.00 |
763.00 |
756.00 |
759.00 |
+8.00 |
630 |
5,791 |
+56 |
| Sep04 |
040102 |
708.00 |
710.00 |
705.00 |
707.00 |
+4.00 |
85 |
2,558 |
+30 |
| Nov04 |
040102 |
639.00 |
643.00 |
638.00 |
638.25 |
+3.25 |
1,184 |
17,272 |
+81 |
| Total Volume and Open Interest |
40,075 |
238,593 |
-8,202 |
| Soybean Meal(CBOT) |
| Jan04 |
040102 |
242.00 |
246.20 |
241.00 |
241.80 |
-0.10 |
2,689 |
5,684 |
-1,457 |
| Mar04 |
040102 |
244.60 |
248.40 |
243.80 |
245.70 |
+1.60 |
8,673 |
65,404 |
+926 |
| May04 |
040102 |
243.80 |
247.50 |
243.50 |
245.30 |
+0.80 |
3,357 |
48,824 |
+317 |
| Jul04 |
040102 |
239.00 |
242.50 |
238.80 |
240.40 |
+2.20 |
2,274 |
28,396 |
+301 |
| Aug04 |
040102 |
231.00 |
233.30 |
231.00 |
231.50 |
+3.30 |
287 |
6,736 |
+34 |
| Sep04 |
040102 |
219.00 |
220.00 |
218.50 |
219.40 |
+3.10 |
324 |
5,274 |
-64 |
| Oct04 |
040102 |
196.00 |
197.00 |
196.00 |
196.10 |
+3.10 |
36 |
5,612 |
+6 |
| Dec04 |
040102 |
191.00 |
193.50 |
191.00 |
192.70 |
+2.40 |
440 |
12,041 |
+83 |
| Total Volume and Open Interest |
18,083 |
178,880 |
+149 |
| Soybean Oil(CBOT) |
| Jan04 |
040102 |
28.15 |
28.18 |
27.93 |
28.04 |
+0.17 |
3,729 |
9,704 |
-976 |
| Mar04 |
040102 |
27.90 |
28.08 |
27.80 |
27.91 |
+0.07 |
9,619 |
73,776 |
+1,281 |
| May04 |
040102 |
27.70 |
27.95 |
27.69 |
27.76 |
+0.09 |
3,305 |
46,211 |
+596 |
| Jul04 |
040102 |
27.50 |
27.63 |
27.40 |
27.48 |
+0.02 |
2,072 |
37,362 |
+737 |
| Aug04 |
040102 |
27.00 |
27.10 |
26.95 |
27.03 |
+0.03 |
97 |
4,093 |
+17 |
| Sep04 |
040102 |
26.40 |
26.40 |
26.05 |
26.18 |
-0.22 |
57 |
3,540 |
+23 |
| Oct04 |
040102 |
24.70 |
24.70 |
24.70 |
24.70 |
-0.20 |
32 |
3,405 |
+30 |
| Dec04 |
040102 |
24.20 |
24.50 |
24.10 |
24.10 |
-0.05 |
230 |
9,743 |
+87 |
| Total Volume and Open Interest |
19,141 |
188,524 |
+1,795 |
| Canola(WCE) |
| Jan04 |
040102 |
364.5 |
364.8 |
364.5 |
364.8 |
+0.3 |
385 |
996 |
-142 |
| Mar04 |
040102 |
370.0 |
370.0 |
368.0 |
369.5 |
-0.7 |
2,832 |
29,208 |
+788 |
| May04 |
040102 |
374.0 |
374.4 |
374.0 |
374.2 |
-2.0 |
1,294 |
7,803 |
+829 |
| Jul04 |
040102 |
378.0 |
378.0 |
378.0 |
378.0 |
-0.5 |
52 |
4,979 |
+2 |
| Sep04 |
040102 |
338.5 |
338.5 |
338.5 |
338.5 |
unch |
|
|
|
| Total Volume and Open Interest |
4,704 |
50,239 |
+1,584 |
| Corn(CBOT) |
| Mar04 |
040102 |
248.00 |
257.00 |
247.75 |
253.25 |
+7.25 |
25,924 |
263,883 |
-2,111 |
| May04 |
040102 |
251.00 |
259.00 |
250.75 |
256.00 |
+7.25 |
5,075 |
63,696 |
+472 |
| Jul04 |
040102 |
252.75 |
260.50 |
252.25 |
258.50 |
+7.75 |
2,474 |
43,621 |
+281 |
| Sep04 |
040102 |
252.00 |
257.00 |
251.50 |
255.00 |
+5.25 |
234 |
8,953 |
+128 |
| Dec04 |
040102 |
249.50 |
254.25 |
249.25 |
253.50 |
+4.75 |
751 |
41,782 |
+132 |
| Mar05 |
040102 |
254.25 |
258.50 |
254.00 |
257.50 |
+4.25 |
78 |
2,595 |
-2 |
| Total Volume and Open Interest |
34,554 |
427,527 |
+516 |
| Wheat(CBOT) |
| Mar04 |
040102 |
381.00 |
407.00 |
380.50 |
405.75 |
+28.75 |
15,089 |
81,527 |
-1,159 |
| May04 |
040102 |
383.00 |
408.25 |
382.50 |
403.25 |
+25.00 |
1,354 |
9,995 |
+315 |
| Jul04 |
040102 |
372.50 |
387.00 |
372.00 |
386.50 |
+20.75 |
1,118 |
14,188 |
+342 |
| Sep04 |
040102 |
377.50 |
390.50 |
377.50 |
390.00 |
+22.50 |
7 |
597 |
-2 |
| Dec04 |
040102 |
386.00 |
401.00 |
386.00 |
400.50 |
+27.50 |
76 |
1,047 |
+36 |
| Total Volume and Open Interest |
17,644 |
107,412 |
-468 |
| Wheat(KCBT) |
| Mar04 |
040102 |
391.50 |
413.00 |
390.75 |
409.00 |
+24.25 |
6,188 |
46,383 |
+637 |
| May04 |
040102 |
387.00 |
411.00 |
387.00 |
409.50 |
+27.00 |
856 |
5,281 |
-33 |
| Jul04 |
040102 |
375.00 |
392.00 |
374.00 |
390.75 |
+21.50 |
348 |
5,325 |
+112 |
| Sep04 |
040102 |
380.00 |
397.00 |
380.00 |
396.25 |
+24.25 |
5 |
454 |
+1 |
| Dec04 |
040102 |
390.00 |
398.00 |
390.00 |
396.50 |
+14.50 |
2 |
480 |
+0 |
| Total Volume and Open Interest |
7,399 |
57,925 |
+717 |
| Wheat(MGE) |
| Mar04 |
040102 |
399.00 |
423.75 |
399.00 |
415.75 |
+22.00 |
2,087 |
21,946 |
+139 |
| May04 |
040102 |
391.00 |
417.50 |
391.00 |
413.00 |
+25.50 |
553 |
4,023 |
-97 |
| Jul04 |
040102 |
393.00 |
405.50 |
392.50 |
400.00 |
+17.00 |
18 |
1,020 |
-2 |
| Sep04 |
040102 |
378.00 |
394.00 |
378.00 |
389.00 |
+12.25 |
13 |
888 |
+1 |
| Dec04 |
040102 |
384.00 |
396.00 |
384.00 |
394.00 |
+10.00 |
3 |
243 |
+1 |
| Total Volume and Open Interest |
2,674 |
28,120 |
+42 |
| Oats(CBOT) |
| Mar04 |
040102 |
147.75 |
152.00 |
147.50 |
152.00 |
+5.75 |
740 |
4,491 |
+29 |
| May04 |
040102 |
151.00 |
153.25 |
150.25 |
153.25 |
+4.25 |
28 |
592 |
+8 |
| Jul04 |
040102 |
155.00 |
157.00 |
155.00 |
157.00 |
+5.00 |
19 |
105 |
-6 |
| Sep04 |
040102 |
144.00 |
147.00 |
144.00 |
147.00 |
+1.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
787 |
5,202 |
+32 |
| Rough Rice(CBOT) |
| Jan04 |
040102 |
8.58 |
8.70 |
8.58 |
8.70 |
+0.16 |
432 |
912 |
-332 |
| Mar04 |
040102 |
8.80 |
8.92 |
8.75 |
8.89 |
+0.16 |
846 |
5,588 |
+362 |
| May04 |
040102 |
8.91 |
9.00 |
8.85 |
9.00 |
+0.13 |
86 |
1,008 |
-5 |
| Jul04 |
040102 |
9.06 |
9.06 |
9.02 |
9.02 |
+0.09 |
0 |
452 |
+0 |
| Total Volume and Open Interest |
1,364 |
7,999 |
+33 |
| Live Cattle(CME) |
| Feb04 |
040102 |
73.525 |
75.000 |
72.650 |
73.800 |
+0.275 |
9,729 |
45,995 |
-4,393 |
| Apr04 |
040102 |
71.500 |
72.900 |
70.500 |
71.950 |
+0.450 |
6,303 |
21,763 |
+325 |
| Jun04 |
040102 |
69.000 |
70.350 |
69.000 |
69.200 |
+0.375 |
3,417 |
12,950 |
-310 |
| Aug04 |
040102 |
69.100 |
70.425 |
69.100 |
69.600 |
+0.800 |
586 |
5,918 |
+259 |
| Oct04 |
040102 |
72.500 |
73.500 |
72.500 |
73.500 |
+1.225 |
330 |
5,984 |
+858 |
| Dec04 |
040102 |
73.500 |
74.600 |
73.500 |
74.400 |
+1.100 |
77 |
2,346 |
+171 |
| Total Volume and Open Interest |
21,413 |
96,310 |
-4,036 |
| Feeder Cattle(CME) |
| Jan04 |
040102 |
79.900 |
81.250 |
79.800 |
81.100 |
+2.175 |
1,639 |
4,323 |
-391 |
| Mar04 |
040102 |
79.600 |
80.550 |
79.200 |
80.025 |
+1.275 |
1,256 |
4,241 |
-30 |
| Apr04 |
040102 |
79.600 |
80.700 |
79.600 |
80.200 |
+1.150 |
176 |
1,229 |
+159 |
| May04 |
040102 |
80.700 |
81.650 |
80.600 |
81.375 |
+1.125 |
385 |
2,901 |
+140 |
| Aug04 |
040102 |
82.700 |
83.900 |
82.700 |
83.750 |
+1.400 |
270 |
1,534 |
+96 |
| Sep04 |
040102 |
82.700 |
83.500 |
82.700 |
83.200 |
+1.300 |
48 |
395 |
-4 |
| Oct04 |
040102 |
82.450 |
83.400 |
82.450 |
83.400 |
+1.400 |
200 |
52 |
+6 |
| Total Volume and Open Interest |
3,979 |
14,722 |
-23 |
| Lean Hogs(CME) |
| Feb04 |
040102 |
54.000 |
55.425 |
54.000 |
55.425 |
+2.000 |
4,355 |
25,202 |
-338 |
| Apr04 |
040102 |
55.150 |
56.900 |
55.150 |
56.900 |
+2.000 |
2,259 |
9,183 |
+498 |
| May04 |
040102 |
56.650 |
58.400 |
56.650 |
58.400 |
+1.700 |
146 |
1,085 |
+42 |
| Jun04 |
040102 |
60.600 |
62.000 |
60.450 |
61.975 |
+1.875 |
488 |
4,037 |
+244 |
| Jul04 |
040102 |
57.850 |
59.475 |
57.850 |
59.475 |
+1.625 |
157 |
1,109 |
-1 |
| Aug04 |
040102 |
56.250 |
57.400 |
56.250 |
57.300 |
+1.800 |
51 |
809 |
+3 |
| Oct04 |
040102 |
49.700 |
51.600 |
49.700 |
51.350 |
+1.750 |
67 |
459 |
-3 |
| Dec04 |
040102 |
49.900 |
51.700 |
49.550 |
51.375 |
+1.675 |
46 |
183 |
+7 |
| Total Volume and Open Interest |
7,571 |
42,076 |
+453 |
| Pork Bellies(CME) |
| Feb04 |
040102 |
86.225 |
87.900 |
86.225 |
86.900 |
+0.425 |
340 |
1,704 |
-27 |
| Mar04 |
040102 |
87.000 |
87.700 |
86.200 |
86.200 |
-0.325 |
14 |
297 |
+0 |
| May04 |
040102 |
87.100 |
87.100 |
87.100 |
87.100 |
+0.800 |
4 |
225 |
+0 |
| Jul04 |
040102 |
87.500 |
88.250 |
87.500 |
88.250 |
+0.075 |
1 |
96 |
+1 |
| Aug04 |
040102 |
89.000 |
89.000 |
89.000 |
89.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
359 |
2,337 |
-26 |
| BFP Milk Class III(CME) |
| Dec03 |
040102 |
11.87 |
11.87 |
11.87 |
11.87 |
+0.01 |
1 |
0 |
-3,920 |
| Jan04 |
040102 |
11.54 |
11.54 |
11.54 |
11.54 |
unch |
177 |
3,393 |
+49 |
| Feb04 |
040102 |
11.45 |
11.45 |
11.45 |
11.45 |
unch |
43 |
2,105 |
+6 |
| Mar04 |
040102 |
11.45 |
11.45 |
11.45 |
11.45 |
unch |
40 |
1,896 |
+29 |
| Apr04 |
040102 |
11.64 |
11.64 |
11.64 |
11.64 |
unch |
46 |
1,410 |
+25 |
| Total Volume and Open Interest |
739 |
17,078 |
-3,588 |
| Cocoa(NYBOT) |
| Mar04 |
031231 |
1545 |
1557 |
1500 |
1515 |
-22 |
1,338 |
30,326 |
+1 |
| May04 |
031231 |
1545 |
1562 |
1512 |
1519 |
-22 |
275 |
11,982 |
+54 |
| Jul04 |
031231 |
1540 |
1540 |
1515 |
1519 |
-22 |
182 |
13,462 |
+17 |
| Sep04 |
031231 |
1550 |
1552 |
1520 |
1524 |
-20 |
213 |
6,832 |
+25 |
| Dec04 |
031231 |
1575 |
1575 |
1536 |
1536 |
-18 |
343 |
7,955 |
+22 |
| Mar05 |
031231 |
1541 |
1541 |
1541 |
1541 |
-17 |
35 |
4,203 |
+23 |
| May05 |
031231 |
1555 |
1555 |
1539 |
1539 |
-22 |
8 |
8,059 |
+8 |
| Total Volume and Open Interest |
2,394 |
90,488 |
+150 |
| Coffee "C"(NYBOT) |
| Mar04 |
031231 |
63.60 |
65.00 |
63.05 |
64.95 |
+1.30 |
3,600 |
50,758 |
+240 |
| May04 |
031231 |
65.60 |
67.00 |
65.00 |
66.85 |
+1.30 |
274 |
9,085 |
+0 |
| Jul04 |
031231 |
67.30 |
69.00 |
67.30 |
68.65 |
+1.30 |
131 |
5,260 |
+45 |
| Sep04 |
031231 |
69.25 |
70.45 |
69.25 |
70.45 |
+1.30 |
35 |
6,074 |
+32 |
| Dec04 |
031231 |
72.00 |
73.10 |
71.90 |
73.10 |
+1.20 |
168 |
3,853 |
+10 |
| Mar05 |
031231 |
74.00 |
75.80 |
74.00 |
75.80 |
+1.15 |
11 |
2,227 |
+10 |
| Total Volume and Open Interest |
4,258 |
77,553 |
+337 |
| Orange Juice(NYBOT) |
| Jan04 |
031231 |
60.20 |
60.90 |
60.05 |
60.75 |
-0.25 |
2,160 |
2,886 |
-1,336 |
| Mar04 |
031231 |
63.90 |
64.20 |
63.60 |
64.10 |
-0.25 |
3,180 |
26,386 |
+1,187 |
| May04 |
031231 |
66.75 |
67.15 |
66.50 |
67.15 |
+0.15 |
939 |
6,023 |
-224 |
| Jul04 |
031231 |
69.50 |
69.85 |
69.25 |
69.65 |
-0.20 |
43 |
717 |
+43 |
| Sep04 |
031231 |
71.25 |
72.15 |
71.25 |
72.15 |
-0.20 |
4 |
466 |
+4 |
| Total Volume and Open Interest |
6,350 |
36,828 |
-304 |
| Sugar #11(NYBOT) |
| Mar04 |
031231 |
5.74 |
5.78 |
5.66 |
5.67 |
-0.08 |
18,149 |
112,485 |
+3,345 |
| May04 |
031231 |
5.91 |
5.92 |
5.85 |
5.86 |
-0.05 |
2,701 |
27,341 |
+191 |
| Jul04 |
031231 |
5.86 |
5.88 |
5.82 |
5.83 |
-0.04 |
1,973 |
31,737 |
+235 |
| Oct04 |
031231 |
6.05 |
6.05 |
6.00 |
6.01 |
-0.04 |
1,569 |
20,435 |
+412 |
| Mar05 |
031231 |
6.27 |
6.28 |
6.24 |
6.24 |
-0.03 |
1,150 |
8,102 |
+93 |
| Total Volume and Open Interest |
26,307 |
208,169 |
+4,630 |
| London Cocoa(LCE) |
| Mar04 |
040102 |
885 |
885 |
856 |
859 |
-34 |
1,533 |
56,460 |
+269 |
| May04 |
040102 |
909 |
909 |
882 |
885 |
-32 |
455 |
15,981 |
+319 |
| Jul04 |
040102 |
935 |
935 |
906 |
908 |
-32 |
1 |
24,110 |
+0 |
| Sep04 |
040102 |
950 |
950 |
921 |
924 |
-31 |
104 |
20,636 |
-7 |
| Dec04 |
040102 |
945 |
945 |
920 |
923 |
-29 |
143 |
38,127 |
+54 |
| Mar05 |
040102 |
947 |
947 |
926 |
927 |
-26 |
850 |
20,519 |
-320 |
| May05 |
040102 |
950 |
956 |
937 |
937 |
-25 |
537 |
1,479 |
+535 |
| Total Volume and Open Interest |
3,627 |
177,662 |
+854 |
| London Coffee(LCE) |
| Jan04 |
040102 |
722.00 |
735.00 |
720.00 |
731.00 |
+11.00 |
19,432 |
13,115 |
-7,010 |
| Mar04 |
040102 |
715.00 |
720.00 |
711.00 |
720.00 |
+7.00 |
19,069 |
56,392 |
+487 |
| May04 |
040102 |
725.00 |
733.00 |
725.00 |
732.00 |
+6.00 |
33 |
26,535 |
+1 |
| Jul04 |
040102 |
745.00 |
745.00 |
745.00 |
745.00 |
+5.00 |
11 |
13,924 |
+9 |
| Sep04 |
040102 |
755.00 |
758.00 |
755.00 |
758.00 |
+5.00 |
1 |
13,125 |
+0 |
| Nov04 |
040102 |
768.00 |
771.00 |
768.00 |
771.00 |
+5.00 |
0 |
7,189 |
+0 |
| Total Volume and Open Interest |
38,546 |
132,362 |
-6,513 |
| London Sugar(LCE) |
| Mar04 |
040102 |
183.30 |
184.00 |
183.00 |
183.50 |
-1.00 |
394 |
18,450 |
+192 |
| May04 |
040102 |
183.10 |
183.50 |
182.50 |
183.50 |
-0.70 |
61 |
8,891 |
+61 |
| Aug04 |
040102 |
181.80 |
182.00 |
181.00 |
182.00 |
unch |
8 |
7,655 |
+1 |
| Oct04 |
040102 |
182.50 |
182.50 |
182.50 |
182.50 |
unch |
16 |
4,546 |
+5 |
| Dec04 |
040102 |
186.50 |
186.50 |
186.50 |
186.50 |
+0.50 |
5 |
1,678 |
-1 |
| Total Volume and Open Interest |
489 |
42,157 |
+258 |
| Cotton(NYBOT) |
| Mar04 |
031231 |
74.50 |
75.10 |
74.15 |
75.07 |
+0.70 |
7,391 |
57,908 |
+912 |
| May04 |
031231 |
75.25 |
76.15 |
75.20 |
76.13 |
+0.71 |
1,344 |
12,717 |
+279 |
| Jul04 |
031231 |
76.00 |
76.80 |
75.95 |
76.80 |
+0.82 |
242 |
5,960 |
-29 |
| Oct04 |
031231 |
67.80 |
67.90 |
67.80 |
67.90 |
+0.52 |
9 |
342 |
+2 |
| Dec04 |
031231 |
67.70 |
68.30 |
67.70 |
68.28 |
+0.28 |
202 |
4,160 |
+5 |
| Mar05 |
031231 |
70.25 |
70.25 |
70.25 |
70.25 |
+0.25 |
5 |
707 |
+5 |
| Total Volume and Open Interest |
9,193 |
82,194 |
+1,174 |
| Lumber(CME) |
| Jan04 |
040102 |
316.2 |
322.0 |
314.0 |
321.1 |
+8.5 |
553 |
704 |
-247 |
| Mar04 |
040102 |
329.4 |
332.5 |
323.6 |
328.3 |
+1.8 |
299 |
893 |
+76 |
| May04 |
040102 |
334.8 |
335.0 |
330.1 |
330.1 |
+0.4 |
16 |
144 |
+42 |
| Jul04 |
040102 |
332.3 |
332.3 |
332.3 |
332.3 |
+0.3 |
2 |
40 |
+0 |
| Total Volume and Open Interest |
873 |
1,787 |
-129 |
| Crude Oil(NYM) |
| Feb04 |
031231 |
32.90 |
33.20 |
32.30 |
32.52 |
-0.27 |
53,717 |
182,167 |
+5,035 |
| Mar04 |
031231 |
32.60 |
32.80 |
31.95 |
32.28 |
-0.12 |
23,919 |
75,185 |
+2,098 |
| Apr04 |
031231 |
32.15 |
32.15 |
31.60 |
31.83 |
-0.06 |
7,833 |
44,268 |
+1,029 |
| May04 |
031231 |
31.63 |
31.65 |
31.10 |
31.30 |
-0.05 |
3,088 |
23,989 |
-238 |
| Jun04 |
031231 |
30.90 |
30.95 |
30.55 |
30.79 |
-0.05 |
3,706 |
35,250 |
+218 |
| Jul04 |
031231 |
30.45 |
30.45 |
30.30 |
30.30 |
-0.05 |
1,899 |
23,954 |
+722 |
| Aug04 |
031231 |
30.15 |
30.15 |
29.75 |
29.87 |
-0.05 |
708 |
14,045 |
+299 |
| Sep04 |
031231 |
29.35 |
29.49 |
29.35 |
29.49 |
-0.05 |
354 |
20,817 |
+99 |
| Oct04 |
031231 |
29.16 |
29.16 |
29.16 |
29.16 |
-0.05 |
470 |
15,095 |
-73 |
| Nov04 |
031231 |
28.90 |
28.90 |
28.90 |
28.90 |
-0.05 |
343 |
11,965 |
+103 |
| Dec04 |
031231 |
28.70 |
29.00 |
28.55 |
28.69 |
-0.05 |
1,986 |
40,396 |
+45 |
| Jan05 |
031231 |
28.45 |
28.45 |
28.45 |
28.45 |
-0.05 |
60 |
13,761 |
-40 |
| Feb05 |
031231 |
28.40 |
28.40 |
28.25 |
28.25 |
-0.05 |
225 |
4,443 |
+64 |
| Mar05 |
031231 |
28.07 |
28.07 |
28.07 |
28.07 |
-0.05 |
0 |
4,426 |
+0 |
| Apr05 |
031231 |
27.90 |
27.90 |
27.90 |
27.90 |
-0.05 |
0 |
2,566 |
+0 |
| May05 |
031231 |
27.74 |
27.74 |
27.74 |
27.74 |
-0.05 |
0 |
1,723 |
+0 |
| Total Volume and Open Interest |
103,049 |
598,426 |
+9,940 |
| Heating Oil(NYM) |
| Feb04 |
031231 |
93.80 |
94.00 |
91.20 |
91.46 |
-1.81 |
20,634 |
66,981 |
+2,175 |
| Mar04 |
031231 |
91.80 |
92.00 |
90.00 |
90.06 |
-1.46 |
4,453 |
23,291 |
+331 |
| Apr04 |
031231 |
87.50 |
87.50 |
85.86 |
85.86 |
-1.01 |
1,107 |
9,225 |
+95 |
| May04 |
031231 |
82.06 |
82.06 |
82.06 |
82.06 |
-0.76 |
488 |
4,932 |
+264 |
| Jun04 |
031231 |
80.40 |
80.40 |
79.36 |
79.36 |
-0.56 |
229 |
7,644 |
-33 |
| Jul04 |
031231 |
79.00 |
79.00 |
78.01 |
78.01 |
-0.46 |
9 |
4,532 |
-5 |
| Aug04 |
031231 |
78.70 |
78.70 |
77.76 |
77.76 |
-0.46 |
91 |
2,622 |
-6 |
| Sep04 |
031231 |
78.11 |
78.11 |
78.11 |
78.11 |
-0.46 |
248 |
2,051 |
+70 |
| Oct04 |
031231 |
78.71 |
78.71 |
78.71 |
78.71 |
-0.46 |
25 |
1,025 |
+0 |
| Nov04 |
031231 |
79.26 |
79.26 |
79.26 |
79.26 |
-0.46 |
10 |
1,372 |
+0 |
| Dec04 |
031231 |
79.76 |
79.76 |
79.76 |
79.76 |
-0.46 |
133 |
6,318 |
+95 |
| Jan05 |
031231 |
80.11 |
80.11 |
80.11 |
80.11 |
-0.46 |
25 |
1,679 |
-5 |
| Total Volume and Open Interest |
48,750 |
139,709 |
-2,825 |
| Unleaded Gas(NYM) |
| Feb04 |
031231 |
95.70 |
95.70 |
93.00 |
93.29 |
-1.46 |
20,265 |
64,457 |
+3,298 |
| Mar04 |
031231 |
94.70 |
94.90 |
93.00 |
93.34 |
-1.26 |
4,074 |
12,141 |
+743 |
| Apr04 |
031231 |
99.60 |
99.70 |
98.24 |
98.24 |
-1.06 |
1,219 |
12,692 |
+192 |
| May04 |
031231 |
98.75 |
98.75 |
97.44 |
97.44 |
-1.01 |
68 |
8,020 |
-18 |
| Jun04 |
031231 |
96.30 |
96.85 |
95.59 |
95.59 |
-0.96 |
47 |
4,615 |
-18 |
| Jul04 |
031231 |
93.19 |
93.19 |
93.19 |
93.19 |
-0.91 |
0 |
606 |
+0 |
| Aug04 |
031231 |
90.39 |
90.39 |
90.39 |
90.39 |
-0.86 |
0 |
896 |
+0 |
| Sep04 |
031231 |
87.04 |
87.04 |
87.04 |
87.04 |
-0.81 |
50 |
1,964 |
+50 |
| Oct04 |
031231 |
82.54 |
82.54 |
82.54 |
82.54 |
-0.76 |
0 |
562 |
+0 |
| Nov04 |
031231 |
80.34 |
80.34 |
80.34 |
80.34 |
-0.71 |
0 |
450 |
+0 |
| Dec04 |
031231 |
79.90 |
79.90 |
79.24 |
79.24 |
-0.66 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
42,583 |
111,963 |
-163 |
| Natural Gas(NYM) |
| Feb04 |
031231 |
6.500 |
6.590 |
6.050 |
6.189 |
-0.411 |
21,839 |
55,736 |
+787 |
| Mar04 |
031231 |
6.190 |
6.250 |
5.900 |
5.996 |
-0.304 |
5,900 |
33,912 |
-28 |
| Apr04 |
031231 |
5.360 |
5.410 |
5.170 |
5.277 |
-0.153 |
2,439 |
21,519 |
+268 |
| May04 |
031231 |
5.160 |
5.200 |
5.080 |
5.112 |
-0.118 |
3,251 |
23,050 |
+387 |
| Jun04 |
031231 |
5.150 |
5.190 |
5.050 |
5.112 |
-0.103 |
697 |
14,546 |
+149 |
| Jul04 |
031231 |
5.150 |
5.200 |
5.070 |
5.135 |
-0.095 |
693 |
13,272 |
+129 |
| Aug04 |
031231 |
5.220 |
5.220 |
5.150 |
5.155 |
-0.095 |
1,527 |
12,385 |
-87 |
| Sep04 |
031231 |
5.150 |
5.200 |
5.130 |
5.130 |
-0.095 |
966 |
12,126 |
-108 |
| Oct04 |
031231 |
5.175 |
5.210 |
5.120 |
5.145 |
-0.090 |
858 |
12,124 |
-403 |
| Nov04 |
031231 |
5.350 |
5.385 |
5.280 |
5.320 |
-0.085 |
357 |
9,384 |
+35 |
| Dec04 |
031231 |
5.500 |
5.530 |
5.480 |
5.485 |
-0.085 |
901 |
12,993 |
-290 |
| Jan05 |
031231 |
5.660 |
5.660 |
5.600 |
5.605 |
-0.085 |
213 |
10,075 |
+128 |
| Feb05 |
031231 |
5.620 |
5.620 |
5.555 |
5.555 |
-0.085 |
991 |
7,899 |
-95 |
| Mar05 |
031231 |
5.410 |
5.410 |
5.350 |
5.350 |
-0.080 |
798 |
7,245 |
-122 |
| Apr05 |
031231 |
4.790 |
4.790 |
4.760 |
4.760 |
-0.048 |
1,956 |
8,371 |
-759 |
| May05 |
031231 |
4.650 |
4.650 |
4.650 |
4.650 |
-0.038 |
1,075 |
4,448 |
-325 |
| Total Volume and Open Interest |
45,420 |
317,661 |
-3,605 |
| Brent Crude Oil(IPE) |
| Feb04 |
040102 |
29.86 |
30.01 |
29.30 |
29.32 |
-0.85 |
12,792 |
80,448 |
+837 |
| Mar04 |
040102 |
29.71 |
29.71 |
29.03 |
29.03 |
-0.87 |
6,064 |
67,044 |
+956 |
| Apr04 |
040102 |
29.31 |
29.38 |
28.75 |
28.75 |
-0.86 |
1,686 |
19,672 |
-584 |
| May04 |
040102 |
29.06 |
29.06 |
28.48 |
28.48 |
-0.86 |
369 |
10,657 |
-311 |
| Jun04 |
040102 |
28.80 |
28.80 |
28.23 |
28.23 |
-0.85 |
218 |
27,306 |
-308 |
| Jul04 |
040102 |
28.52 |
28.53 |
27.97 |
27.97 |
-0.82 |
43 |
10,226 |
-23 |
| Aug04 |
040102 |
28.30 |
28.30 |
27.71 |
27.71 |
-0.80 |
60 |
8,240 |
-13 |
| Sep04 |
040102 |
27.45 |
27.45 |
27.45 |
27.45 |
-0.78 |
275 |
8,150 |
+0 |
| Oct04 |
040102 |
27.21 |
27.21 |
27.21 |
27.21 |
-0.75 |
0 |
4,421 |
+0 |
| Nov04 |
040102 |
26.99 |
26.99 |
26.99 |
26.99 |
-0.72 |
0 |
4,747 |
+0 |
| Dec04 |
040102 |
27.32 |
27.32 |
26.82 |
26.82 |
-0.69 |
200 |
25,427 |
+100 |
| Jan05 |
040102 |
26.58 |
26.58 |
26.58 |
26.58 |
-0.70 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
21,707 |
300,373 |
+654 |
| Gas Oil(IPE) |
| Jan04 |
040102 |
270.00 |
275.00 |
268.00 |
271.75 |
-0.25 |
3,960 |
40,114 |
+372 |
| Feb04 |
040102 |
265.25 |
271.75 |
265.25 |
267.50 |
-0.25 |
1,728 |
37,062 |
+535 |
| Mar04 |
040102 |
262.00 |
262.00 |
261.00 |
261.00 |
-0.25 |
100 |
10,551 |
+21 |
| Apr04 |
040102 |
253.75 |
253.75 |
253.75 |
253.75 |
unch |
0 |
7,611 |
+0 |
| May04 |
040102 |
246.50 |
246.50 |
246.50 |
246.50 |
unch |
200 |
5,714 |
+100 |
| Jun04 |
040102 |
241.75 |
241.75 |
241.75 |
241.75 |
unch |
200 |
10,417 |
+100 |
| Jul04 |
040102 |
241.25 |
241.25 |
241.25 |
241.25 |
unch |
0 |
4,243 |
+0 |
| Aug04 |
040102 |
240.75 |
240.75 |
240.75 |
240.75 |
unch |
0 |
2,440 |
+0 |
| Sep04 |
040102 |
240.25 |
240.25 |
240.25 |
240.25 |
unch |
0 |
3,707 |
+0 |
| Oct04 |
040102 |
239.75 |
239.75 |
239.75 |
239.75 |
unch |
0 |
3,693 |
+0 |
| Total Volume and Open Interest |
6,488 |
150,456 |
+1,128 |
| US Dollar Index(NYBOT) |
| Mar04 |
040102 |
87.10 |
87.20 |
86.85 |
86.93 |
-0.33 |
4,154 |
20,024 |
-1,769 |
| Jun04 |
040102 |
87.33 |
87.40 |
87.33 |
87.35 |
-0.33 |
5 |
2,033 |
+2 |
| Sep04 |
040102 |
87.79 |
87.79 |
87.79 |
87.79 |
-0.33 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,159 |
22,059 |
-1,767 |
| Australian Dollar(CME) |
| Mar04 |
040102 |
74.86 |
75.30 |
74.77 |
75.27 |
+0.72 |
1,957 |
58,322 |
+444 |
| Jun04 |
040102 |
74.39 |
74.47 |
74.39 |
74.47 |
+0.71 |
7 |
400 |
+5 |
| Sep04 |
040102 |
73.67 |
73.67 |
73.67 |
73.67 |
+0.70 |
0 |
75 |
+1 |
| Total Volume and Open Interest |
1,966 |
58,836 |
+450 |
| British Pound(CME) |
| Mar04 |
040102 |
177.48 |
178.58 |
177.46 |
178.35 |
+0.96 |
5,055 |
56,801 |
-640 |
| Jun04 |
040102 |
176.60 |
177.40 |
176.54 |
176.99 |
+0.96 |
2 |
52 |
+1 |
| Sep04 |
040102 |
175.63 |
175.63 |
175.63 |
175.63 |
+0.96 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
5,057 |
56,865 |
-639 |
| Canadian Dollar(CME) |
| Mar04 |
040102 |
77.15 |
77.50 |
77.03 |
77.37 |
+0.43 |
7,395 |
63,374 |
+1,528 |
| Jun04 |
040102 |
76.93 |
77.20 |
76.93 |
77.14 |
+0.44 |
28 |
2,583 |
+5 |
| Sep04 |
040102 |
76.95 |
77.00 |
76.92 |
76.94 |
+0.46 |
26 |
1,406 |
+14 |
| Dec04 |
040102 |
76.70 |
76.80 |
76.60 |
76.74 |
+0.48 |
47 |
656 |
+0 |
| Total Volume and Open Interest |
7,502 |
68,088 |
+1,552 |
| Japanese Yen(CME) |
| Mar04 |
040102 |
93.76 |
93.80 |
93.57 |
93.75 |
+0.57 |
14,155 |
127,861 |
-3,094 |
| Jun04 |
040102 |
93.99 |
94.04 |
93.99 |
94.04 |
+0.57 |
4 |
7,416 |
+2 |
| Sep04 |
040102 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.57 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
14,159 |
135,331 |
-3,092 |
| Swiss Franc(CME) |
| Mar04 |
040102 |
80.77 |
81.07 |
80.64 |
81.01 |
+0.35 |
4,436 |
46,817 |
-1,509 |
| Jun04 |
040102 |
81.17 |
81.17 |
81.17 |
81.17 |
+0.35 |
3 |
191 |
+3 |
| Sep04 |
040102 |
81.34 |
81.34 |
81.34 |
81.34 |
+0.35 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,439 |
47,109 |
-1,506 |
| EuroFX(CME) |
| Mar04 |
040102 |
125.62 |
125.97 |
125.39 |
125.76 |
+0.42 |
9,729 |
116,101 |
-2,136 |
| Jun04 |
040102 |
125.43 |
125.47 |
125.43 |
125.46 |
+0.42 |
29 |
655 |
+83 |
| Sep04 |
040102 |
125.18 |
125.18 |
125.18 |
125.18 |
+0.42 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
9,758 |
117,042 |
-2,053 |
| Mexican Peso(CME) |
| Mar04 |
040102 |
8830.0 |
8980.0 |
8827.0 |
8972.0 |
+142.0 |
2,972 |
27,337 |
+439 |
| Jun04 |
040102 |
8740.0 |
8867.0 |
8740.0 |
8867.0 |
+142.0 |
0 |
453 |
+0 |
| Total Volume and Open Interest |
2,972 |
28,069 |
+439 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040102 |
109~07 |
109~07 |
107~13 |
107~29 |
-1~13 |
49,319 |
415,486 |
-8,282 |
| Jun04 |
040102 |
107~17 |
107~18 |
106~02 |
106~15 |
-1~13 |
48 |
10,154 |
-5 |
| Sep04 |
040102 |
105~04 |
105~04 |
105~04 |
105~04 |
-1~14 |
11 |
220 |
-13 |
| Total Volume and Open Interest |
49,378 |
426,050 |
-8,300 |
| Municipal Bonds(CBOT) |
| Mar04 |
040102 |
102~12 |
102~12 |
101~10 |
101~22 |
-0~24 |
90 |
1,958 |
-26 |
| Total Volume and Open Interest |
90 |
1,958 |
-26 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040102 |
112~025 |
112~070 |
111~020 |
111~110 |
-0~295 |
97,884 |
939,153 |
-6,306 |
| Jun04 |
040102 |
110~220 |
110~220 |
109~200 |
109~250 |
-0~315 |
0 |
282 |
+0 |
| Total Volume and Open Interest |
97,884 |
939,435 |
-6,306 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040102 |
111~185 |
111~195 |
110~280 |
111~020 |
-0~180 |
40,538 |
0 |
+0 |
| Jun04 |
040102 |
109~195 |
109~195 |
109~195 |
109~195 |
-0~185 |
0 |
22 |
-3 |
| Total Volume and Open Interest |
40,538 |
22 |
-3 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040102 |
107~000 |
107~000 |
106~097 |
106~108 |
-0~022 |
6,909 |
156,597 |
-886 |
| Total Volume and Open Interest |
6,909 |
156,597 |
-886 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040102 |
98.775 |
98.780 |
98.750 |
98.760 |
-0.015 |
32,265 |
812,514 |
+4,859 |
| Jun04 |
040102 |
98.565 |
98.570 |
98.460 |
98.505 |
-0.065 |
22,050 |
711,752 |
+1,834 |
| Sep04 |
040102 |
98.220 |
98.230 |
98.075 |
98.125 |
-0.120 |
37,450 |
594,751 |
+4,917 |
| Dec04 |
040102 |
97.810 |
97.810 |
97.650 |
97.680 |
-0.160 |
28,890 |
512,512 |
+4,848 |
| Mar05 |
040102 |
97.395 |
97.400 |
97.240 |
97.260 |
-0.170 |
16,715 |
356,807 |
-121 |
| Jun05 |
040102 |
96.980 |
96.980 |
96.835 |
96.855 |
-0.155 |
11,053 |
281,286 |
-1,044 |
| Sep05 |
040102 |
96.615 |
96.615 |
96.470 |
96.515 |
-0.130 |
8,315 |
214,769 |
-26 |
| Dec05 |
040102 |
96.310 |
96.325 |
96.175 |
96.210 |
-0.130 |
7,199 |
174,215 |
+67 |
| Mar06 |
040102 |
96.075 |
96.075 |
95.940 |
95.980 |
-0.120 |
3,826 |
145,362 |
+358 |
| Jun06 |
040102 |
95.840 |
95.840 |
95.695 |
95.750 |
-0.115 |
2,660 |
126,290 |
-248 |
| Sep06 |
040102 |
95.640 |
95.640 |
95.480 |
95.550 |
-0.110 |
2,241 |
104,490 |
+732 |
| Dec06 |
040102 |
95.400 |
95.400 |
95.260 |
95.330 |
-0.110 |
2,121 |
101,414 |
-61 |
| Total Volume and Open Interest |
187,840 |
4,770,643 |
+17,750 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040102 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
200 |
12,299 |
+0 |
| Jun04 |
040102 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
2 |
12,428 |
+0 |
| Sep04 |
040102 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
11,863 |
-22 |
| Dec04 |
040102 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
50 |
3,851 |
+73 |
| Mar05 |
040102 |
99.68 |
99.69 |
99.68 |
99.69 |
unch |
21 |
3,173 |
+0 |
| Jun05 |
040102 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.02 |
0 |
838 |
-5 |
| Sep05 |
040102 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.06 |
0 |
2,011 |
+0 |
| Dec05 |
040102 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.05 |
0 |
83 |
+0 |
| Mar06 |
040102 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.12 |
0 |
287 |
+0 |
| Jun06 |
040102 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.16 |
0 |
472 |
+0 |
| Total Volume and Open Interest |
273 |
48,177 |
+46 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040102 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
61,545 |
-5 |
| Jun04 |
040102 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
69,383 |
-962 |
| Sep04 |
040102 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
43,246 |
-175 |
| Dec04 |
040102 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
37,652 |
-56 |
| Mar05 |
040102 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
19,842 |
-246 |
| Jun05 |
040102 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
15,597 |
+0 |
| Sep05 |
040102 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
13,609 |
+0 |
| Dec05 |
040102 |
99.37 |
99.37 |
99.37 |
99.37 |
-0.01 |
0 |
3,118 |
+0 |
| Total Volume and Open Interest |
0 |
276,815 |
-1,444 |
| German Euro-Bund(EUREX) |
| Mar04 |
040102 |
112.95 |
113.73 |
112.53 |
112.74 |
-0.38 |
216,643 |
0 |
-800,225 |
| Jun04 |
040102 |
112.47 |
112.47 |
111.68 |
111.77 |
-0.38 |
746 |
0 |
-2,724 |
| Sep04 |
040102 |
111.59 |
111.59 |
111.59 |
111.59 |
-0.38 |
|
|
|
| Total Volume and Open Interest |
217,389 |
|
|
| German Euro-Bobl(EUREX) |
| Mar04 |
040102 |
110.47 |
111.02 |
110.25 |
110.33 |
-0.20 |
98,627 |
0 |
-633,065 |
| Jun04 |
040102 |
109.39 |
109.39 |
109.39 |
109.39 |
-0.26 |
80 |
0 |
-691 |
| Sep04 |
040102 |
109.10 |
109.10 |
109.10 |
109.10 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
98,707 |
|
|
| Long Gilt(LIFFE) |
| Mar04 |
040102 |
108~13 |
108~24 |
107~24 |
108~01 |
-0~15 |
5,930 |
165,597 |
+810 |
| Jun04 |
040102 |
107~25 |
107~25 |
107~25 |
107~25 |
-0~15 |
|
|
|
| Total Volume and Open Interest |
5,930 |
165,597 |
+810 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040102 |
95.79 |
95.81 |
95.72 |
95.73 |
-0.07 |
3,558 |
183,466 |
+275 |
| Jun04 |
040102 |
95.63 |
95.63 |
95.47 |
95.51 |
-0.12 |
4,426 |
204,516 |
-569 |
| Sep04 |
040102 |
95.40 |
95.42 |
95.24 |
95.28 |
-0.13 |
4,724 |
131,312 |
+1,892 |
| Total Volume and Open Interest |
16,346 |
915,958 |
+1,425 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040102 |
97.895 |
97.905 |
97.865 |
97.875 |
-0.015 |
22,923 |
493,272 |
-1,711 |
| Jun04 |
040102 |
97.760 |
97.820 |
97.680 |
97.730 |
-0.040 |
11,868 |
416,246 |
-1,814 |
| Sep04 |
040102 |
97.555 |
97.645 |
97.455 |
97.515 |
-0.045 |
7,438 |
352,742 |
-1,767 |
| Total Volume and Open Interest |
50,795 |
2,236,471 |
-5,319 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040102 |
94.46 |
94.46 |
94.37 |
94.38 |
-0.10 |
7,087 |
157,528 |
+923 |
| Jun04 |
040102 |
94.37 |
94.37 |
94.26 |
94.27 |
-0.11 |
610 |
77,697 |
-1,517 |
| Sep04 |
040102 |
94.28 |
94.28 |
94.17 |
94.18 |
-0.10 |
302 |
38,274 |
-456 |
| Dec04 |
040102 |
94.18 |
94.18 |
94.09 |
94.10 |
-0.10 |
136 |
26,243 |
-48 |
| Mar05 |
040102 |
94.07 |
94.07 |
94.02 |
94.02 |
-0.11 |
62 |
17,567 |
+88 |
| Jun05 |
040102 |
93.96 |
93.96 |
93.96 |
93.96 |
-0.10 |
110 |
12,596 |
+45 |
| Sep05 |
040102 |
93.91 |
93.91 |
93.91 |
93.91 |
-0.10 |
61 |
5,902 |
-149 |
| Dec05 |
040102 |
93.86 |
93.86 |
93.86 |
93.86 |
-0.11 |
15 |
2,541 |
-50 |
| Mar06 |
040102 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.12 |
1 |
763 |
+1 |
| Jun06 |
040102 |
93.80 |
93.80 |
93.80 |
93.80 |
-0.10 |
0 |
789 |
+0 |
| Total Volume and Open Interest |
8,389 |
340,312 |
-1,158 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040102 |
94.40 |
94.40 |
94.29 |
94.31 |
-0.08 |
2,268 |
153,793 |
+11,638 |
| Jun04 |
040102 |
94.31 |
94.31 |
94.31 |
94.31 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
2,268 |
153,793 |
-95 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040102 |
94.43 |
94.43 |
94.31 |
94.33 |
-0.10 |
7,599 |
300,961 |
-338 |
| Jun04 |
040102 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
7,599 |
300,961 |
-338 |
| Gold(CMX) |
| Feb04 |
031231 |
417.9 |
418.4 |
414.9 |
416.1 |
-1.1 |
22,639 |
194,371 |
+1,002 |
| Apr04 |
031231 |
419.5 |
419.7 |
416.1 |
417.2 |
-1.1 |
1,389 |
16,898 |
+304 |
| Jun04 |
031231 |
420.0 |
420.8 |
417.0 |
418.2 |
-1.0 |
505 |
17,876 |
+110 |
| Aug04 |
031231 |
419.1 |
419.1 |
419.1 |
419.1 |
-1.1 |
263 |
6,790 |
-19 |
| Oct04 |
031231 |
422.5 |
422.5 |
420.0 |
420.0 |
-1.1 |
2 |
880 |
+1 |
| Dec04 |
031231 |
423.1 |
423.3 |
419.5 |
421.0 |
-1.1 |
322 |
18,982 |
+142 |
| Total Volume and Open Interest |
25,686 |
278,640 |
+1,313 |
| Silver(CMX) |
| Mar04 |
031231 |
600.0 |
602.5 |
594.0 |
596.5 |
-2.8 |
9,715 |
82,523 |
-107 |
| May04 |
031231 |
602.5 |
604.0 |
595.0 |
597.7 |
-2.8 |
179 |
3,635 |
+17 |
| Jul04 |
031231 |
604.0 |
605.0 |
596.0 |
598.7 |
-2.8 |
128 |
3,259 |
+76 |
| Sep04 |
031231 |
599.6 |
599.6 |
599.6 |
599.6 |
-2.9 |
164 |
791 |
+141 |
| Dec04 |
031231 |
605.0 |
606.0 |
598.5 |
600.9 |
-2.9 |
239 |
10,272 |
+36 |
| Total Volume and Open Interest |
10,466 |
102,784 |
+104 |
| Platinum(NYM) |
| Jan04 |
031231 |
811.5 |
815.0 |
810.5 |
811.3 |
-0.7 |
529 |
702 |
-264 |
| Apr04 |
031231 |
805.0 |
806.0 |
803.2 |
805.3 |
-0.7 |
808 |
7,554 |
+79 |
| Jul04 |
031231 |
802.3 |
802.3 |
802.3 |
802.3 |
-0.7 |
0 |
1 |
+0 |
| Oct04 |
031231 |
797.8 |
797.8 |
797.8 |
797.8 |
-0.7 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,337 |
8,261 |
-185 |
| Palladium(NYME) |
| Mar04 |
031231 |
198.10 |
199.10 |
194.00 |
197.50 |
-3.95 |
254 |
6,841 |
+134 |
| Jun04 |
031231 |
199.50 |
199.50 |
198.10 |
198.10 |
-3.85 |
3 |
483 |
+2 |
| Total Volume and Open Interest |
257 |
7,328 |
+136 |
| Copper(CMX) |
| Mar04 |
031231 |
104.95 |
105.10 |
104.35 |
104.55 |
+0.25 |
6,523 |
69,114 |
+28 |
| May04 |
031231 |
104.40 |
104.60 |
104.15 |
104.15 |
+0.20 |
267 |
4,207 |
+39 |
| Jul04 |
031231 |
103.70 |
103.70 |
103.70 |
103.70 |
+0.25 |
76 |
3,315 |
-16 |
| Sep04 |
031231 |
103.40 |
103.40 |
103.10 |
103.10 |
+0.20 |
84 |
1,613 |
-2 |
| Dec04 |
031231 |
102.50 |
102.50 |
102.35 |
102.35 |
+0.20 |
28 |
2,642 |
+23 |
| Total Volume and Open Interest |
8,619 |
89,470 |
-787 |
| DJIA Index(CBOT) |
| Mar04 |
040102 |
10470 |
10510 |
10366 |
10398 |
-17 |
3,553 |
31,197 |
-565 |
| Jun04 |
040102 |
10480 |
10480 |
10377 |
10377 |
-17 |
0 |
345 |
+0 |
| Sep04 |
040102 |
10357 |
10357 |
10357 |
10357 |
-17 |
0 |
2 |
+0 |
| Dec04 |
040102 |
10337 |
10337 |
10337 |
10337 |
-17 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
3,553 |
31,548 |
-565 |
| S & P 500(CME) |
| Mar04 |
040102 |
1113.50 |
1118.00 |
1103.50 |
1108.90 |
-1.70 |
39,195 |
586,666 |
-1,845 |
| Jun04 |
040102 |
1115.00 |
1115.20 |
1108.10 |
1108.10 |
-1.70 |
274 |
11,002 |
-121 |
| Sep04 |
040102 |
1112.50 |
1112.50 |
1107.70 |
1107.70 |
-1.40 |
288 |
2,495 |
-29 |
| Dec04 |
040102 |
1116.50 |
1116.50 |
1107.80 |
1107.80 |
-1.40 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
39,757 |
600,341 |
-1,995 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040102 |
1111.00 |
1118.00 |
1103.50 |
1109.00 |
-1.50 |
322,533 |
363,018 |
-4,827 |
| Jun04 |
040102 |
1113.25 |
1116.00 |
1104.75 |
1108.00 |
-1.75 |
85 |
312 |
+97 |
| Total Volume and Open Interest |
322,618 |
363,330 |
-4,730 |
| NASDAQ 100(CME) |
| Mar04 |
040102 |
1477.00 |
1483.00 |
1460.00 |
1466.50 |
-4.50 |
5,597 |
72,280 |
+746 |
| Jun04 |
040102 |
1481.00 |
1481.00 |
1468.50 |
1468.50 |
-4.50 |
0 |
49 |
+0 |
| Sep04 |
040102 |
1470.50 |
1470.50 |
1470.50 |
1470.50 |
-4.50 |
|
|
|
| Total Volume and Open Interest |
5,597 |
72,329 |
+746 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040102 |
1473.0 |
1483.0 |
1460.5 |
1466.5 |
-4.5 |
119,555 |
163,923 |
+5,763 |
| Jun04 |
040102 |
1481.5 |
1485.5 |
1468.5 |
1468.5 |
-4.5 |
15 |
384 |
+12 |
| Total Volume and Open Interest |
119,570 |
164,307 |
+5,775 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040102 |
578.00 |
580.00 |
574.50 |
577.30 |
+1.25 |
786 |
15,903 |
+27 |
| Jun04 |
040102 |
577.35 |
577.35 |
577.35 |
577.35 |
+1.25 |
0 |
1 |
+0 |
| Sep04 |
040102 |
577.35 |
577.35 |
577.35 |
577.35 |
+1.25 |
|
|
|
| Total Volume and Open Interest |
786 |
15,904 |
+27 |
| Russell 2000(CME) |
| Mar04 |
040102 |
557.50 |
565.50 |
557.50 |
562.25 |
+5.05 |
2,515 |
22,271 |
-287 |
| Jun04 |
040102 |
562.35 |
562.35 |
562.35 |
562.35 |
+5.05 |
|
|
|
| Sep04 |
040102 |
562.35 |
562.35 |
562.35 |
562.35 |
+5.05 |
|
|
|
| Total Volume and Open Interest |
2,515 |
22,271 |
-287 |
| Value Line(KCBT) |
| Mar04 |
040102 |
1536.00 |
1536.00 |
1536.00 |
1536.00 |
+4.00 |
8 |
61 |
+0 |
| Total Volume and Open Interest |
8 |
61 |
+0 |
| Nikkei 225(CME) |
| Mar04 |
040102 |
10790 |
10925 |
10790 |
10900 |
+150 |
1,577 |
24,288 |
+301 |
| Jun04 |
040102 |
10890 |
10890 |
10890 |
10890 |
+150 |
6 |
65 |
+6 |
| Total Volume and Open Interest |
1,583 |
24,362 |
+307 |
| Nikkei 225(SIMEX) |
| Mar04 |
031230 |
10630 |
10735 |
10615 |
10720 |
+265 |
9,610 |
122,502 |
+1,519 |
| Jun04 |
031230 |
10680 |
10680 |
10680 |
10680 |
+265 |
0 |
300 |
+0 |
| Sep04 |
031230 |
10680 |
10680 |
10680 |
10680 |
+265 |
|
|
|
| Total Volume and Open Interest |
9,610 |
122,802 |
+1,519 |
| CAC 40(MATIF) |
| Jan04 |
040102 |
3574.0 |
3606.5 |
3573.5 |
3606.5 |
+45.5 |
|
|
|
| Feb04 |
040102 |
3586.5 |
3614.0 |
3578.5 |
3612.5 |
+46.0 |
|
|
|
| Mar04 |
040102 |
3554.0 |
3554.0 |
3554.0 |
3554.0 |
-18.0 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040102 |
4010.0 |
4048.0 |
3999.0 |
4044.5 |
+49.5 |
29,960 |
256,517 |
+0 |
| Jun04 |
040102 |
4007.0 |
4069.0 |
4007.0 |
4066.0 |
+49.0 |
999 |
7,514 |
+0 |
| Sep04 |
040102 |
4067.5 |
4088.0 |
4067.5 |
4088.0 |
+48.0 |
123 |
154 |
+0 |
| Total Volume and Open Interest |
31,082 |
264,185 |
+0 |
| FT-SE 100(LIFFE) |
| Mar04 |
040102 |
4480.00 |
4508.50 |
4466.50 |
4498.00 |
+31.50 |
17,879 |
374,752 |
-3,216 |
| Jun04 |
040102 |
4508.00 |
4508.00 |
4508.00 |
4508.00 |
+31.50 |
0 |
10,258 |
+0 |
| Sep04 |
040102 |
4518.00 |
4518.00 |
4518.00 |
4518.00 |
+31.50 |
0 |
4,665 |
+0 |
| Total Volume and Open Interest |
17,879 |
389,675 |
-3,216 |
| SPI 200(SFE) |
| Mar04 |
040102 |
3308.0 |
3314.0 |
3305.0 |
3307.0 |
+2.0 |
4,092 |
154,759 |
-327 |
| Jun04 |
040102 |
3320.0 |
3320.0 |
3318.0 |
3318.0 |
+2.0 |
0 |
2,997 |
+0 |
| Sep04 |
040102 |
3326.0 |
3326.0 |
3326.0 |
3326.0 |
-1.0 |
0 |
1,464 |
+0 |
| Total Volume and Open Interest |
4,101 |
159,633 |
-318 |
| GSCI(CME) |
| Jan04 |
040102 |
260.80 |
262.80 |
259.05 |
262.50 |
+1.70 |
424 |
14,704 |
+230 |
| Feb04 |
040102 |
258.90 |
260.00 |
258.90 |
260.00 |
+1.45 |
106 |
96 |
+92 |
| Mar04 |
040102 |
254.50 |
254.50 |
254.50 |
254.50 |
+2.25 |
|
|
|
| Total Volume and Open Interest |
530 |
14,800 |
+322 |
| Reuters CRB Index(NYBOT) |
| Jan04 |
031231 |
256.50 |
256.75 |
254.50 |
256.75 |
+0.25 |
121 |
305 |
-57 |
| Feb04 |
031231 |
255.00 |
255.50 |
253.50 |
255.50 |
+0.25 |
11 |
81 |
+4 |
| Apr04 |
031231 |
254.00 |
255.00 |
253.00 |
255.00 |
+0.25 |
150 |
440 |
+99 |
| Total Volume and Open Interest |
282 |
832 |
+46 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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