|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue January 06, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan04 |
040106 |
800.00 |
801.50 |
792.00 |
796.25 |
-0.50 |
4,666 |
6,660 |
-1,635 |
| Mar04 |
040106 |
803.00 |
805.50 |
795.25 |
800.50 |
unch |
40,022 |
124,509 |
+1,153 |
| May04 |
040106 |
798.50 |
800.00 |
790.50 |
794.25 |
-2.25 |
6,728 |
56,417 |
+521 |
| Jul04 |
040106 |
789.00 |
789.50 |
780.00 |
782.25 |
-3.00 |
3,901 |
29,430 |
+521 |
| Aug04 |
040106 |
760.00 |
761.00 |
755.00 |
757.00 |
-1.00 |
434 |
6,013 |
+107 |
| Sep04 |
040106 |
705.00 |
708.00 |
705.00 |
706.00 |
+1.00 |
186 |
2,712 |
-46 |
| Nov04 |
040106 |
644.00 |
647.50 |
641.00 |
644.75 |
+2.75 |
1,773 |
17,523 |
+172 |
| Total Volume and Open Interest |
57,719 |
243,438 |
+800 |
| Soybean Meal(CBOT) |
| Jan04 |
040106 |
242.50 |
244.00 |
240.80 |
242.50 |
+0.30 |
2,528 |
4,162 |
-837 |
| Mar04 |
040106 |
245.50 |
246.80 |
243.20 |
244.90 |
-0.40 |
14,001 |
63,070 |
-2,149 |
| May04 |
040106 |
244.50 |
245.50 |
242.00 |
242.70 |
-1.60 |
5,409 |
49,804 |
+1,086 |
| Jul04 |
040106 |
239.80 |
240.70 |
237.30 |
238.30 |
-1.10 |
3,642 |
27,735 |
-272 |
| Aug04 |
040106 |
231.00 |
232.00 |
229.00 |
229.50 |
-1.30 |
915 |
7,195 |
+264 |
| Sep04 |
040106 |
219.00 |
219.00 |
216.60 |
217.10 |
-0.70 |
972 |
5,606 |
+507 |
| Oct04 |
040106 |
194.50 |
196.00 |
194.00 |
194.70 |
+0.90 |
276 |
5,542 |
-73 |
| Dec04 |
040106 |
192.00 |
193.50 |
190.80 |
191.30 |
+0.50 |
455 |
11,980 |
-57 |
| Total Volume and Open Interest |
28,200 |
176,003 |
-1,531 |
| Soybean Oil(CBOT) |
| Jan04 |
040106 |
28.59 |
28.65 |
28.49 |
28.60 |
+0.08 |
2,497 |
6,058 |
-1,449 |
| Mar04 |
040106 |
28.65 |
28.65 |
28.43 |
28.56 |
+0.07 |
18,563 |
80,985 |
+6,125 |
| May04 |
040106 |
28.32 |
28.42 |
28.23 |
28.35 |
+0.03 |
3,133 |
46,654 |
+341 |
| Jul04 |
040106 |
28.05 |
28.12 |
27.90 |
28.03 |
+0.01 |
2,977 |
37,243 |
-194 |
| Aug04 |
040106 |
27.47 |
27.55 |
27.40 |
27.50 |
-0.05 |
497 |
3,881 |
-213 |
| Sep04 |
040106 |
26.80 |
26.80 |
26.60 |
26.75 |
unch |
283 |
3,502 |
-60 |
| Oct04 |
040106 |
25.30 |
25.40 |
25.30 |
25.30 |
-0.05 |
120 |
3,481 |
+76 |
| Dec04 |
040106 |
24.70 |
24.70 |
24.60 |
24.65 |
-0.05 |
448 |
9,789 |
+73 |
| Total Volume and Open Interest |
28,518 |
192,283 |
+4,699 |
| Canola(WCE) |
| Jan04 |
040106 |
364.0 |
365.0 |
364.0 |
365.0 |
+2.4 |
319 |
911 |
-75 |
| Mar04 |
040106 |
370.0 |
371.9 |
369.5 |
370.2 |
+0.7 |
2,638 |
29,215 |
-193 |
| May04 |
040106 |
374.8 |
376.3 |
374.8 |
374.9 |
+0.1 |
131 |
7,885 |
+69 |
| Jul04 |
040106 |
378.5 |
380.0 |
378.3 |
378.5 |
-0.4 |
38 |
4,938 |
-16 |
| Sep04 |
040106 |
338.5 |
338.5 |
338.5 |
338.5 |
unch |
|
|
|
| Total Volume and Open Interest |
3,154 |
50,201 |
-194 |
| Corn(CBOT) |
| Mar04 |
040106 |
255.00 |
255.00 |
251.00 |
251.50 |
-1.50 |
49,067 |
279,865 |
+3,192 |
| May04 |
040106 |
257.50 |
257.50 |
254.50 |
254.75 |
-1.50 |
12,136 |
68,586 |
+2,940 |
| Jul04 |
040106 |
260.50 |
260.50 |
257.00 |
257.50 |
-1.50 |
4,296 |
43,771 |
+600 |
| Sep04 |
040106 |
255.00 |
256.00 |
254.00 |
254.50 |
-0.50 |
193 |
8,997 |
+12 |
| Dec04 |
040106 |
254.00 |
254.50 |
252.75 |
253.50 |
+0.50 |
4,849 |
44,373 |
+1,151 |
| Mar05 |
040106 |
257.75 |
258.50 |
257.00 |
257.50 |
+0.50 |
381 |
2,953 |
+125 |
| Total Volume and Open Interest |
71,014 |
450,042 |
+8,036 |
| Wheat(CBOT) |
| Mar04 |
040106 |
403.00 |
404.75 |
393.00 |
394.50 |
-4.00 |
23,138 |
81,740 |
+2,008 |
| May04 |
040106 |
405.00 |
405.00 |
395.50 |
397.75 |
-3.25 |
2,925 |
11,591 |
+534 |
| Jul04 |
040106 |
386.50 |
387.00 |
381.50 |
382.25 |
-1.25 |
3,337 |
16,313 |
+675 |
| Sep04 |
040106 |
388.00 |
389.00 |
384.00 |
386.00 |
-0.50 |
66 |
695 |
+39 |
| Dec04 |
040106 |
398.00 |
398.50 |
393.50 |
394.50 |
unch |
560 |
1,496 |
+311 |
| Total Volume and Open Interest |
30,026 |
111,916 |
+3,567 |
| Wheat(KCBT) |
| Mar04 |
040106 |
406.00 |
406.50 |
397.00 |
398.50 |
-5.25 |
9,477 |
45,899 |
-2,814 |
| May04 |
040106 |
403.00 |
403.00 |
394.50 |
396.25 |
-5.00 |
1,704 |
5,891 |
+275 |
| Jul04 |
040106 |
388.00 |
389.00 |
382.00 |
383.75 |
-2.25 |
830 |
5,720 |
-4 |
| Sep04 |
040106 |
389.00 |
390.00 |
386.00 |
386.00 |
-3.00 |
22 |
522 |
+10 |
| Dec04 |
040106 |
398.00 |
398.00 |
390.00 |
394.00 |
-3.00 |
19 |
519 |
+4 |
| Total Volume and Open Interest |
12,052 |
58,553 |
-2,529 |
| Wheat(MGE) |
| Mar04 |
040106 |
408.50 |
412.00 |
404.50 |
407.25 |
-1.25 |
2,955 |
22,760 |
+12 |
| May04 |
040106 |
405.00 |
407.50 |
400.50 |
401.50 |
-2.75 |
858 |
4,461 |
+250 |
| Jul04 |
040106 |
398.00 |
399.00 |
392.50 |
392.50 |
-1.50 |
29 |
1,025 |
-7 |
| Sep04 |
040106 |
389.00 |
393.00 |
387.00 |
387.00 |
-2.00 |
126 |
1,022 |
-20 |
| Dec04 |
040106 |
393.00 |
398.00 |
392.00 |
392.00 |
-1.00 |
30 |
325 |
+23 |
| Total Volume and Open Interest |
3,998 |
29,593 |
+258 |
| Oats(CBOT) |
| Mar04 |
040106 |
156.50 |
156.50 |
153.00 |
155.75 |
+1.25 |
2,715 |
4,366 |
-134 |
| May04 |
040106 |
156.50 |
156.75 |
155.00 |
155.50 |
+0.25 |
143 |
591 |
+9 |
| Jul04 |
040106 |
158.75 |
158.75 |
157.50 |
158.25 |
+0.75 |
13 |
110 |
+5 |
| Sep04 |
040106 |
147.00 |
147.00 |
147.00 |
147.00 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,911 |
5,108 |
-100 |
| Rough Rice(CBOT) |
| Jan04 |
040106 |
8.85 |
9.05 |
8.80 |
8.82 |
+0.06 |
254 |
560 |
-114 |
| Mar04 |
040106 |
8.98 |
9.25 |
8.98 |
8.99 |
+0.06 |
424 |
5,861 |
+38 |
| May04 |
040106 |
9.12 |
9.35 |
9.10 |
9.11 |
+0.06 |
23 |
957 |
-16 |
| Jul04 |
040106 |
9.18 |
9.27 |
9.17 |
9.20 |
+0.11 |
48 |
524 |
+42 |
| Total Volume and Open Interest |
749 |
7,933 |
-50 |
| Live Cattle(CME) |
| Feb04 |
040106 |
75.400 |
75.400 |
73.800 |
73.900 |
-1.400 |
8,392 |
46,720 |
+614 |
| Apr04 |
040106 |
73.650 |
73.650 |
71.950 |
72.725 |
-0.725 |
4,331 |
21,188 |
-264 |
| Jun04 |
040106 |
70.800 |
70.950 |
69.300 |
70.350 |
-0.350 |
1,955 |
12,705 |
+345 |
| Aug04 |
040106 |
71.300 |
71.600 |
70.200 |
71.150 |
+0.050 |
601 |
6,267 |
+83 |
| Oct04 |
040106 |
74.700 |
74.850 |
73.500 |
74.475 |
-0.525 |
684 |
6,601 |
+283 |
| Dec04 |
040106 |
75.600 |
75.600 |
74.900 |
75.150 |
-0.350 |
43 |
2,466 |
+8 |
| Total Volume and Open Interest |
16,154 |
97,469 |
+1,008 |
| Feeder Cattle(CME) |
| Jan04 |
040106 |
83.100 |
83.250 |
81.100 |
82.075 |
-0.525 |
1,212 |
3,686 |
-282 |
| Mar04 |
040106 |
82.500 |
82.500 |
80.025 |
81.300 |
-0.225 |
708 |
4,392 |
+46 |
| Apr04 |
040106 |
82.525 |
82.700 |
80.300 |
81.800 |
+0.100 |
132 |
1,216 |
-53 |
| May04 |
040106 |
83.500 |
83.800 |
81.500 |
82.850 |
-0.025 |
240 |
2,922 |
+3 |
| Aug04 |
040106 |
85.650 |
85.900 |
84.300 |
85.000 |
-0.250 |
149 |
1,491 |
-43 |
| Sep04 |
040106 |
84.800 |
85.000 |
84.600 |
84.650 |
-0.050 |
39 |
313 |
-31 |
| Oct04 |
040106 |
85.300 |
85.300 |
84.800 |
84.800 |
-0.100 |
27 |
237 |
+1 |
| Total Volume and Open Interest |
2,509 |
14,304 |
-359 |
| Lean Hogs(CME) |
| Feb04 |
040106 |
55.600 |
55.700 |
54.350 |
54.650 |
-1.300 |
6,098 |
25,199 |
-417 |
| Apr04 |
040106 |
57.750 |
57.800 |
56.600 |
57.425 |
-0.625 |
3,146 |
10,352 |
+566 |
| May04 |
040106 |
58.950 |
58.950 |
58.000 |
58.550 |
-0.425 |
165 |
1,129 |
+43 |
| Jun04 |
040106 |
62.700 |
62.900 |
61.950 |
62.700 |
-0.275 |
667 |
4,451 |
+246 |
| Jul04 |
040106 |
60.000 |
60.100 |
59.500 |
59.825 |
-0.175 |
167 |
1,169 |
+14 |
| Aug04 |
040106 |
58.050 |
58.100 |
57.700 |
57.750 |
-0.400 |
208 |
811 |
-20 |
| Oct04 |
040106 |
51.900 |
52.200 |
51.500 |
51.550 |
-0.050 |
131 |
671 |
+92 |
| Dec04 |
040106 |
51.600 |
51.800 |
51.450 |
51.750 |
+0.050 |
33 |
242 |
+20 |
| Total Volume and Open Interest |
10,615 |
44,036 |
+544 |
| Pork Bellies(CME) |
| Feb04 |
040106 |
86.250 |
86.500 |
85.250 |
85.700 |
-0.900 |
419 |
1,696 |
+21 |
| Mar04 |
040106 |
86.050 |
86.050 |
85.300 |
85.300 |
-0.750 |
14 |
292 |
-3 |
| May04 |
040106 |
86.000 |
86.000 |
86.000 |
86.000 |
-0.400 |
17 |
223 |
-2 |
| Jul04 |
040106 |
88.100 |
88.100 |
88.100 |
88.100 |
-0.150 |
0 |
82 |
+0 |
| Aug04 |
040106 |
87.500 |
87.500 |
87.200 |
87.500 |
-1.500 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
450 |
2,308 |
+16 |
| BFP Milk Class III(CME) |
| Dec03 |
040102 |
11.87 |
11.87 |
11.87 |
11.87 |
+0.01 |
1 |
0 |
-3,920 |
| Jan04 |
040106 |
11.62 |
11.64 |
11.61 |
11.62 |
unch |
128 |
3,388 |
+3,388 |
| Feb04 |
040106 |
11.50 |
11.61 |
11.50 |
11.56 |
+0.06 |
66 |
2,125 |
+2,125 |
| Mar04 |
040106 |
11.61 |
11.66 |
11.58 |
11.58 |
+0.04 |
45 |
1,915 |
+1,915 |
| Apr04 |
040106 |
11.70 |
11.77 |
11.70 |
11.74 |
+0.04 |
40 |
1,415 |
+1,415 |
| Total Volume and Open Interest |
751 |
17,455 |
+17,455 |
| Cocoa(NYBOT) |
| Mar04 |
040106 |
1505 |
1580 |
1498 |
1550 |
+76 |
9,299 |
28,381 |
-1,945 |
| May04 |
040106 |
1520 |
1582 |
1510 |
1559 |
+74 |
2,492 |
12,378 |
+396 |
| Jul04 |
040106 |
1524 |
1585 |
1512 |
1560 |
+75 |
1,082 |
14,039 |
+577 |
| Sep04 |
040106 |
1530 |
1575 |
1530 |
1565 |
+74 |
153 |
6,936 |
+104 |
| Dec04 |
040106 |
1535 |
1585 |
1535 |
1573 |
+73 |
347 |
8,037 |
+82 |
| Mar05 |
040106 |
1581 |
1581 |
1581 |
1581 |
+73 |
42 |
4,225 |
+22 |
| May05 |
040106 |
1581 |
1581 |
1581 |
1581 |
+76 |
42 |
8,342 |
+283 |
| Total Volume and Open Interest |
13,457 |
90,007 |
-481 |
| Coffee "C"(NYBOT) |
| Mar04 |
040106 |
68.00 |
70.50 |
68.00 |
70.05 |
+1.45 |
23,987 |
52,204 |
+1,446 |
| May04 |
040106 |
70.20 |
72.25 |
70.20 |
71.80 |
+1.40 |
3,167 |
9,515 |
+430 |
| Jul04 |
040106 |
72.30 |
74.20 |
72.30 |
73.55 |
+1.40 |
604 |
5,441 |
+181 |
| Sep04 |
040106 |
74.10 |
75.70 |
73.90 |
75.30 |
+1.40 |
217 |
6,126 |
+52 |
| Dec04 |
040106 |
76.80 |
78.20 |
76.50 |
78.00 |
+1.45 |
351 |
3,784 |
-69 |
| Mar05 |
040106 |
79.10 |
81.00 |
79.10 |
80.70 |
+1.50 |
68 |
2,239 |
+12 |
| Total Volume and Open Interest |
28,396 |
79,634 |
+2,081 |
| Orange Juice(NYBOT) |
| Jan04 |
040106 |
62.00 |
63.75 |
61.90 |
63.75 |
+2.70 |
666 |
699 |
-2,187 |
| Mar04 |
040106 |
65.15 |
66.90 |
64.90 |
66.85 |
+2.20 |
2,723 |
27,690 |
+1,304 |
| May04 |
040106 |
68.40 |
69.90 |
68.00 |
69.90 |
+2.20 |
563 |
6,117 |
+94 |
| Jul04 |
040106 |
71.25 |
72.45 |
71.10 |
72.45 |
+2.00 |
52 |
805 |
+88 |
| Sep04 |
040106 |
73.90 |
75.00 |
73.90 |
74.95 |
+1.95 |
21 |
500 |
+34 |
| Total Volume and Open Interest |
4,068 |
36,200 |
-628 |
| Sugar #11(NYBOT) |
| Mar04 |
040106 |
5.80 |
5.92 |
5.73 |
5.85 |
+0.15 |
19,941 |
120,289 |
+7,804 |
| May04 |
040106 |
6.00 |
6.10 |
5.95 |
6.05 |
+0.15 |
4,503 |
28,918 |
+1,577 |
| Jul04 |
040106 |
6.03 |
6.07 |
5.93 |
6.02 |
+0.13 |
2,568 |
32,007 |
+270 |
| Oct04 |
040106 |
6.16 |
6.16 |
6.08 |
6.14 |
+0.09 |
1,646 |
20,680 |
+245 |
| Mar05 |
040106 |
6.36 |
6.36 |
6.31 |
6.34 |
+0.05 |
23 |
8,061 |
-41 |
| Total Volume and Open Interest |
28,882 |
218,220 |
+10,051 |
| London Cocoa(LCE) |
| Mar04 |
040106 |
849 |
892 |
845 |
885 |
+34 |
7,628 |
60,226 |
-507 |
| May04 |
040106 |
870 |
915 |
870 |
908 |
+32 |
1,272 |
16,187 |
-289 |
| Jul04 |
040106 |
896 |
938 |
892 |
929 |
+30 |
1,797 |
23,741 |
-508 |
| Sep04 |
040106 |
910 |
945 |
910 |
944 |
+31 |
1,048 |
21,008 |
+192 |
| Dec04 |
040106 |
910 |
945 |
910 |
945 |
+32 |
669 |
38,473 |
+172 |
| Mar05 |
040106 |
922 |
950 |
922 |
950 |
+32 |
1,790 |
21,673 |
+463 |
| May05 |
040106 |
947 |
961 |
938 |
961 |
+31 |
478 |
2,654 |
+394 |
| Total Volume and Open Interest |
15,020 |
184,646 |
+174 |
| London Coffee(LCE) |
| Jan04 |
040106 |
761.00 |
805.00 |
761.00 |
805.00 |
+47.00 |
954 |
11,812 |
-856 |
| Mar04 |
040106 |
741.00 |
783.00 |
741.00 |
778.00 |
+40.00 |
8,700 |
56,417 |
-549 |
| May04 |
040106 |
754.00 |
790.00 |
752.00 |
788.00 |
+39.00 |
2,976 |
27,101 |
+279 |
| Jul04 |
040106 |
766.00 |
802.00 |
765.00 |
800.00 |
+39.00 |
1,172 |
13,784 |
-141 |
| Sep04 |
040106 |
781.00 |
813.00 |
775.00 |
811.00 |
+38.00 |
907 |
13,307 |
+182 |
| Nov04 |
040106 |
790.00 |
823.00 |
789.00 |
823.00 |
+37.00 |
176 |
7,203 |
+1 |
| Total Volume and Open Interest |
14,885 |
131,719 |
-1,084 |
| London Sugar(LCE) |
| Mar04 |
040106 |
181.00 |
186.50 |
181.00 |
186.40 |
+5.00 |
2,882 |
18,762 |
-41 |
| May04 |
040106 |
181.80 |
186.40 |
181.80 |
186.40 |
+4.40 |
345 |
8,884 |
-36 |
| Aug04 |
040106 |
182.30 |
184.80 |
182.30 |
184.60 |
+3.70 |
194 |
7,718 |
+59 |
| Oct04 |
040106 |
182.50 |
185.60 |
182.50 |
185.50 |
+3.50 |
62 |
4,530 |
-16 |
| Dec04 |
040106 |
187.30 |
189.30 |
187.30 |
189.20 |
+3.80 |
123 |
1,800 |
+122 |
| Total Volume and Open Interest |
3,827 |
42,844 |
+301 |
| Cotton(NYBOT) |
| Mar04 |
040106 |
75.90 |
76.00 |
75.20 |
75.67 |
-0.13 |
13,822 |
63,526 |
+5,618 |
| May04 |
040106 |
77.05 |
77.14 |
76.30 |
76.83 |
-0.04 |
2,710 |
13,039 |
+322 |
| Jul04 |
040106 |
77.70 |
77.80 |
77.00 |
77.53 |
+0.03 |
690 |
6,068 |
+108 |
| Oct04 |
040106 |
68.35 |
68.35 |
68.10 |
68.10 |
-0.20 |
19 |
352 |
+10 |
| Dec04 |
040106 |
68.80 |
68.80 |
68.45 |
68.70 |
-0.06 |
606 |
4,318 |
+158 |
| Mar05 |
040106 |
70.70 |
70.70 |
70.70 |
70.70 |
-0.10 |
50 |
720 |
+13 |
| Total Volume and Open Interest |
17,907 |
88,430 |
+6,236 |
| Lumber(CME) |
| Jan04 |
040106 |
318.0 |
325.0 |
318.0 |
324.9 |
+8.3 |
425 |
728 |
-77 |
| Mar04 |
040106 |
336.5 |
336.5 |
330.6 |
334.5 |
+1.5 |
689 |
1,203 |
+253 |
| May04 |
040106 |
339.9 |
339.9 |
337.0 |
339.0 |
+3.0 |
83 |
180 |
+25 |
| Jul04 |
040106 |
340.0 |
340.0 |
339.3 |
339.3 |
+1.7 |
87 |
80 |
+38 |
| Total Volume and Open Interest |
1,284 |
2,201 |
+239 |
| Crude Oil(NYM) |
| Feb04 |
040106 |
34.10 |
34.19 |
33.30 |
33.70 |
-0.08 |
105,704 |
191,584 |
+9,417 |
| Mar04 |
040106 |
33.80 |
34.00 |
33.15 |
33.48 |
-0.03 |
55,316 |
84,388 |
+9,203 |
| Apr04 |
040106 |
33.35 |
33.40 |
32.70 |
33.04 |
+0.03 |
15,677 |
47,897 |
+3,629 |
| May04 |
040106 |
32.70 |
32.70 |
32.37 |
32.45 |
+0.04 |
8,953 |
24,580 |
+591 |
| Jun04 |
040106 |
32.00 |
32.15 |
31.65 |
31.88 |
+0.06 |
8,042 |
35,292 |
+42 |
| Jul04 |
040106 |
31.60 |
31.60 |
31.32 |
31.32 |
+0.06 |
1,730 |
24,650 |
+696 |
| Aug04 |
040106 |
30.92 |
31.02 |
30.82 |
30.82 |
+0.06 |
490 |
14,231 |
+186 |
| Sep04 |
040106 |
30.35 |
30.48 |
30.35 |
30.38 |
+0.06 |
1,125 |
21,040 |
+223 |
| Oct04 |
040106 |
30.10 |
30.10 |
29.90 |
30.00 |
+0.06 |
1,089 |
15,712 |
+617 |
| Nov04 |
040106 |
29.80 |
29.80 |
29.60 |
29.71 |
+0.06 |
255 |
12,107 |
+142 |
| Dec04 |
040106 |
29.50 |
29.65 |
29.25 |
29.48 |
+0.06 |
4,128 |
40,905 |
+509 |
| Jan05 |
040106 |
29.20 |
29.20 |
29.19 |
29.19 |
+0.06 |
103 |
13,831 |
+70 |
| Feb05 |
040106 |
28.94 |
28.94 |
28.94 |
28.94 |
+0.06 |
272 |
4,741 |
+298 |
| Mar05 |
040106 |
28.71 |
28.71 |
28.71 |
28.71 |
+0.06 |
120 |
4,446 |
+20 |
| Apr05 |
040106 |
28.50 |
28.50 |
28.50 |
28.50 |
+0.06 |
0 |
2,566 |
+0 |
| May05 |
040106 |
28.30 |
28.30 |
28.30 |
28.30 |
+0.06 |
150 |
1,723 |
+0 |
| Total Volume and Open Interest |
209,979 |
624,615 |
+26,189 |
| Heating Oil(NYM) |
| Feb04 |
040106 |
98.50 |
99.50 |
96.50 |
97.74 |
+0.90 |
26,574 |
69,660 |
+2,679 |
| Mar04 |
040106 |
96.60 |
97.20 |
94.60 |
95.49 |
+0.50 |
8,480 |
24,810 |
+1,519 |
| Apr04 |
040106 |
91.50 |
91.60 |
89.50 |
90.29 |
+0.35 |
2,451 |
9,401 |
+176 |
| May04 |
040106 |
87.00 |
87.25 |
85.84 |
85.84 |
+0.30 |
725 |
5,660 |
+728 |
| Jun04 |
040106 |
83.20 |
83.40 |
82.69 |
82.69 |
+0.25 |
1,045 |
7,576 |
-68 |
| Jul04 |
040106 |
81.50 |
81.50 |
81.09 |
81.09 |
+0.25 |
8 |
4,486 |
-46 |
| Aug04 |
040106 |
80.69 |
80.69 |
80.69 |
80.69 |
+0.25 |
101 |
2,721 |
+99 |
| Sep04 |
040106 |
81.40 |
81.40 |
80.99 |
80.99 |
+0.25 |
0 |
2,081 |
+30 |
| Oct04 |
040106 |
81.49 |
81.49 |
81.49 |
81.49 |
+0.20 |
0 |
1,025 |
+0 |
| Nov04 |
040106 |
81.99 |
81.99 |
81.99 |
81.99 |
+0.20 |
0 |
1,372 |
+0 |
| Dec04 |
040106 |
82.35 |
82.44 |
82.25 |
82.44 |
+0.20 |
720 |
6,766 |
+448 |
| Jan05 |
040106 |
82.74 |
82.74 |
82.74 |
82.74 |
+0.20 |
0 |
1,679 |
+0 |
| Total Volume and Open Interest |
40,104 |
138,878 |
-831 |
| Unleaded Gas(NYM) |
| Feb04 |
040106 |
98.20 |
98.90 |
96.30 |
96.55 |
-1.14 |
22,985 |
65,591 |
+1,134 |
| Mar04 |
040106 |
98.30 |
98.80 |
96.60 |
96.79 |
-0.98 |
9,836 |
15,649 |
+3,508 |
| Apr04 |
040106 |
102.50 |
102.65 |
101.89 |
101.89 |
-0.31 |
1,955 |
12,371 |
-321 |
| May04 |
040106 |
101.75 |
101.90 |
101.09 |
101.09 |
-0.16 |
527 |
8,175 |
+155 |
| Jun04 |
040106 |
100.00 |
100.00 |
99.14 |
99.14 |
-0.11 |
561 |
4,922 |
+307 |
| Jul04 |
040106 |
96.64 |
96.64 |
96.64 |
96.64 |
-0.11 |
0 |
606 |
+0 |
| Aug04 |
040106 |
93.74 |
93.74 |
93.74 |
93.74 |
-0.11 |
75 |
996 |
+100 |
| Sep04 |
040106 |
90.29 |
90.29 |
90.29 |
90.29 |
-0.11 |
260 |
1,799 |
-165 |
| Oct04 |
040106 |
85.59 |
85.59 |
85.59 |
85.59 |
-0.21 |
50 |
601 |
+39 |
| Nov04 |
040106 |
83.14 |
83.14 |
83.14 |
83.14 |
-0.31 |
0 |
450 |
+0 |
| Dec04 |
040106 |
81.74 |
81.74 |
81.74 |
81.74 |
-0.41 |
10 |
150 |
+0 |
| Jan05 |
040106 |
81.14 |
81.14 |
81.14 |
81.14 |
-0.51 |
|
|
|
| Total Volume and Open Interest |
36,259 |
111,310 |
|
| Natural Gas(NYM) |
| Feb04 |
040106 |
7.150 |
7.250 |
7.000 |
7.082 |
+0.255 |
23,720 |
56,254 |
+518 |
| Mar04 |
040106 |
6.950 |
7.050 |
6.820 |
6.905 |
+0.275 |
7,467 |
34,789 |
+877 |
| Apr04 |
040106 |
5.750 |
5.800 |
5.690 |
5.715 |
+0.135 |
5,105 |
21,136 |
-383 |
| May04 |
040106 |
5.500 |
5.550 |
5.450 |
5.460 |
+0.080 |
4,625 |
23,440 |
+390 |
| Jun04 |
040106 |
5.500 |
5.500 |
5.420 |
5.435 |
+0.067 |
1,398 |
14,791 |
+245 |
| Jul04 |
040106 |
5.490 |
5.490 |
5.420 |
5.445 |
+0.067 |
1,090 |
13,412 |
+140 |
| Aug04 |
040106 |
5.500 |
5.500 |
5.430 |
5.450 |
+0.065 |
614 |
12,889 |
+504 |
| Sep04 |
040106 |
5.460 |
5.460 |
5.400 |
5.425 |
+0.065 |
424 |
11,977 |
-149 |
| Oct04 |
040106 |
5.430 |
5.450 |
5.400 |
5.430 |
+0.065 |
950 |
12,287 |
+163 |
| Nov04 |
040106 |
5.560 |
5.600 |
5.560 |
5.592 |
+0.067 |
171 |
9,433 |
+49 |
| Dec04 |
040106 |
5.770 |
5.770 |
5.720 |
5.749 |
+0.074 |
306 |
12,949 |
-44 |
| Jan05 |
040106 |
5.870 |
5.870 |
5.830 |
5.859 |
+0.074 |
433 |
10,007 |
-68 |
| Feb05 |
040106 |
5.820 |
5.820 |
5.780 |
5.816 |
+0.081 |
426 |
7,629 |
-270 |
| Mar05 |
040106 |
5.570 |
5.590 |
5.570 |
5.585 |
+0.075 |
668 |
7,788 |
+543 |
| Apr05 |
040106 |
4.880 |
4.930 |
4.880 |
4.930 |
+0.065 |
263 |
8,616 |
+245 |
| May05 |
040106 |
4.810 |
4.810 |
4.760 |
4.805 |
+0.065 |
123 |
4,534 |
+86 |
| Total Volume and Open Interest |
48,897 |
320,446 |
+2,785 |
| Brent Crude Oil(IPE) |
| Feb04 |
040106 |
30.90 |
31.40 |
30.55 |
30.82 |
-0.07 |
48,420 |
82,362 |
+3,295 |
| Mar04 |
040106 |
30.70 |
31.14 |
30.36 |
30.63 |
unch |
28,571 |
73,453 |
+5,511 |
| Apr04 |
040106 |
30.32 |
30.80 |
30.09 |
30.38 |
+0.04 |
8,525 |
21,421 |
+1,837 |
| May04 |
040106 |
30.04 |
30.47 |
29.88 |
30.07 |
+0.05 |
4,390 |
12,239 |
+1,582 |
| Jun04 |
040106 |
29.72 |
30.13 |
29.60 |
29.76 |
+0.06 |
5,233 |
27,722 |
+416 |
| Jul04 |
040106 |
29.40 |
29.90 |
29.35 |
29.45 |
+0.08 |
780 |
9,535 |
-341 |
| Aug04 |
040106 |
29.14 |
29.14 |
29.14 |
29.14 |
+0.09 |
0 |
8,440 |
+100 |
| Sep04 |
040106 |
28.65 |
29.11 |
28.65 |
28.83 |
+0.10 |
745 |
8,095 |
-55 |
| Oct04 |
040106 |
28.72 |
28.72 |
28.53 |
28.53 |
+0.09 |
100 |
4,421 |
+0 |
| Nov04 |
040106 |
28.42 |
28.42 |
28.26 |
28.26 |
+0.09 |
0 |
4,747 |
+0 |
| Dec04 |
040106 |
28.00 |
28.25 |
27.90 |
28.04 |
+0.09 |
2,952 |
26,632 |
+955 |
| Jan05 |
040106 |
27.77 |
27.77 |
27.77 |
27.77 |
+0.09 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
100,811 |
313,227 |
+13,425 |
| Gas Oil(IPE) |
| Jan04 |
040106 |
283.00 |
293.25 |
283.00 |
290.25 |
+7.00 |
232 |
43,589 |
+2,892 |
| Feb04 |
040106 |
278.25 |
287.75 |
278.25 |
284.00 |
+5.00 |
15,930 |
39,344 |
+2,784 |
| Mar04 |
040106 |
271.75 |
278.50 |
271.00 |
275.25 |
+4.25 |
1,548 |
11,565 |
+885 |
| Apr04 |
040106 |
264.25 |
267.50 |
262.25 |
266.25 |
+3.25 |
749 |
7,061 |
-550 |
| May04 |
040106 |
254.50 |
259.75 |
253.75 |
257.75 |
+2.50 |
1,504 |
6,275 |
+661 |
| Jun04 |
040106 |
249.75 |
253.50 |
248.25 |
252.25 |
+2.50 |
922 |
10,544 |
+209 |
| Jul04 |
040106 |
251.00 |
251.00 |
251.00 |
251.00 |
+2.25 |
0 |
4,243 |
+0 |
| Aug04 |
040106 |
250.25 |
250.25 |
250.25 |
250.25 |
+2.50 |
0 |
2,440 |
+0 |
| Sep04 |
040106 |
246.50 |
249.25 |
246.50 |
249.25 |
+2.25 |
0 |
3,707 |
+0 |
| Oct04 |
040106 |
248.25 |
248.25 |
248.25 |
248.25 |
+2.00 |
0 |
3,693 |
+0 |
| Total Volume and Open Interest |
22,285 |
156,565 |
+6,081 |
| US Dollar Index(NYBOT) |
| Mar04 |
040106 |
86.34 |
86.40 |
85.66 |
85.93 |
-0.42 |
2,397 |
20,278 |
+235 |
| Jun04 |
040106 |
86.25 |
86.40 |
86.20 |
86.35 |
-0.42 |
23 |
2,031 |
-4 |
| Sep04 |
040106 |
86.67 |
86.79 |
86.67 |
86.79 |
-0.42 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,420 |
22,311 |
+231 |
| Australian Dollar(CME) |
| Mar04 |
040106 |
76.46 |
76.58 |
76.15 |
76.36 |
+0.16 |
3,382 |
60,698 |
-1,092 |
| Jun04 |
040106 |
75.60 |
75.72 |
75.49 |
75.53 |
+0.16 |
58 |
474 |
+77 |
| Sep04 |
040106 |
74.75 |
74.75 |
74.70 |
74.70 |
+0.16 |
4 |
79 |
+4 |
| Total Volume and Open Interest |
3,444 |
61,291 |
-1,011 |
| British Pound(CME) |
| Mar04 |
040106 |
181.25 |
181.80 |
181.00 |
181.35 |
+1.52 |
3,692 |
59,048 |
-1,290 |
| Jun04 |
040106 |
179.99 |
179.99 |
179.99 |
179.99 |
+1.52 |
5 |
53 |
+0 |
| Sep04 |
040106 |
178.63 |
178.63 |
178.63 |
178.63 |
+1.52 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
3,697 |
59,113 |
-1,290 |
| Canadian Dollar(CME) |
| Mar04 |
040106 |
77.86 |
78.09 |
77.45 |
77.65 |
-0.10 |
5,814 |
67,322 |
+1,163 |
| Jun04 |
040106 |
77.62 |
77.78 |
77.22 |
77.43 |
-0.10 |
36 |
2,634 |
+12 |
| Sep04 |
040106 |
77.15 |
77.40 |
77.15 |
77.24 |
-0.10 |
25 |
1,405 |
-2 |
| Dec04 |
040106 |
77.10 |
77.10 |
76.98 |
77.05 |
-0.10 |
11 |
666 |
+11 |
| Total Volume and Open Interest |
5,890 |
72,096 |
+1,184 |
| Japanese Yen(CME) |
| Mar04 |
040106 |
94.39 |
94.42 |
94.21 |
94.39 |
-0.08 |
17,125 |
147,916 |
+10,418 |
| Jun04 |
040106 |
94.72 |
94.72 |
94.68 |
94.68 |
-0.08 |
46 |
7,442 |
+26 |
| Sep04 |
040106 |
95.04 |
95.04 |
95.04 |
95.04 |
-0.08 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
17,171 |
155,412 |
+10,444 |
| Swiss Franc(CME) |
| Mar04 |
040106 |
81.48 |
81.83 |
81.39 |
81.49 |
+0.24 |
3,013 |
49,912 |
+493 |
| Jun04 |
040106 |
81.69 |
81.69 |
81.65 |
81.65 |
+0.24 |
1 |
192 |
+1 |
| Sep04 |
040106 |
81.82 |
81.82 |
81.82 |
81.82 |
+0.24 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,019 |
50,206 |
+495 |
| EuroFX(CME) |
| Mar04 |
040106 |
127.25 |
127.88 |
127.15 |
127.37 |
+0.87 |
10,163 |
121,322 |
+1,787 |
| Jun04 |
040106 |
127.12 |
127.57 |
126.94 |
127.08 |
+0.87 |
89 |
697 |
-11 |
| Sep04 |
040106 |
126.90 |
126.90 |
126.82 |
126.82 |
+0.88 |
33 |
84 |
-19 |
| Total Volume and Open Interest |
10,289 |
122,291 |
+1,761 |
| Mexican Peso(CME) |
| Mar04 |
040106 |
9057.0 |
9077.0 |
9025.0 |
9072.0 |
+72.0 |
14,789 |
28,000 |
-1,409 |
| Jun04 |
040106 |
8967.0 |
8967.0 |
8967.0 |
8967.0 |
+72.0 |
33 |
413 |
-18 |
| Total Volume and Open Interest |
14,822 |
28,692 |
-1,427 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040106 |
107~28 |
109~13 |
107~27 |
109~01 |
+1~05 |
155,516 |
426,003 |
+3,659 |
| Jun04 |
040106 |
107~02 |
107~30 |
106~27 |
107~19 |
+1~05 |
1,404 |
10,913 |
+723 |
| Sep04 |
040106 |
106~08 |
106~08 |
106~08 |
106~08 |
+1~05 |
47 |
226 |
-2 |
| Total Volume and Open Interest |
156,973 |
437,324 |
+4,380 |
| Municipal Bonds(CBOT) |
| Mar04 |
040106 |
101~31 |
102~26 |
101~30 |
102~21 |
+0~28 |
165 |
1,900 |
+19 |
| Total Volume and Open Interest |
165 |
1,900 |
+19 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040106 |
111~125 |
112~110 |
111~120 |
112~065 |
+0~285 |
384,620 |
972,440 |
+11,201 |
| Jun04 |
040106 |
110~010 |
110~215 |
109~315 |
110~195 |
+0~285 |
62 |
375 |
+56 |
| Total Volume and Open Interest |
384,682 |
972,815 |
+11,257 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040106 |
111~095 |
111~225 |
111~060 |
111~195 |
+0~175 |
145,962 |
0 |
+0 |
| Jun04 |
040106 |
110~045 |
110~045 |
110~045 |
110~045 |
+0~175 |
400 |
422 |
+400 |
| Total Volume and Open Interest |
146,362 |
422 |
+400 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040106 |
106~117 |
107~009 |
106~116 |
107~008 |
+0~028 |
5,185 |
160,105 |
-315 |
| Total Volume and Open Interest |
5,185 |
160,105 |
-315 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040106 |
98.780 |
98.795 |
98.780 |
98.785 |
+0.020 |
65,561 |
818,124 |
+98 |
| Jun04 |
040106 |
98.550 |
98.600 |
98.540 |
98.580 |
+0.055 |
107,596 |
712,501 |
-3,528 |
| Sep04 |
040106 |
98.185 |
98.290 |
98.180 |
98.265 |
+0.120 |
128,536 |
594,395 |
+29 |
| Dec04 |
040106 |
97.740 |
97.880 |
97.740 |
97.860 |
+0.165 |
174,041 |
545,950 |
+16,447 |
| Mar05 |
040106 |
97.315 |
97.450 |
97.315 |
97.435 |
+0.175 |
103,438 |
361,007 |
-489 |
| Jun05 |
040106 |
96.910 |
97.045 |
96.910 |
97.020 |
+0.165 |
38,700 |
286,427 |
-709 |
| Sep05 |
040106 |
96.580 |
96.700 |
96.575 |
96.670 |
+0.160 |
31,557 |
218,945 |
+1,523 |
| Dec05 |
040106 |
96.280 |
96.390 |
96.280 |
96.370 |
+0.160 |
27,126 |
173,711 |
-753 |
| Mar06 |
040106 |
96.040 |
96.150 |
96.040 |
96.125 |
+0.155 |
12,495 |
148,781 |
+3,656 |
| Jun06 |
040106 |
95.805 |
95.920 |
95.805 |
95.885 |
+0.150 |
10,519 |
129,163 |
+2,034 |
| Sep06 |
040106 |
95.620 |
95.700 |
95.610 |
95.670 |
+0.140 |
10,248 |
104,922 |
+540 |
| Dec06 |
040106 |
95.395 |
95.470 |
95.380 |
95.450 |
+0.145 |
9,747 |
102,120 |
+726 |
| Total Volume and Open Interest |
757,799 |
4,836,315 |
+24,566 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040106 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
125 |
12,419 |
-118 |
| Jun04 |
040106 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
1 |
12,432 |
+1 |
| Sep04 |
040106 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
85 |
11,890 |
+53 |
| Dec04 |
040106 |
99.81 |
99.81 |
99.81 |
99.81 |
+0.01 |
220 |
3,972 |
+102 |
| Mar05 |
040106 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.03 |
54 |
3,223 |
+32 |
| Jun05 |
040106 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.03 |
0 |
838 |
+0 |
| Sep05 |
040106 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.04 |
0 |
2,011 |
+0 |
| Dec05 |
040106 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.05 |
0 |
83 |
+0 |
| Mar06 |
040106 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.05 |
0 |
287 |
+0 |
| Jun06 |
040106 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
472 |
+0 |
| Total Volume and Open Interest |
485 |
48,501 |
+70 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040106 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
25 |
61,555 |
+17 |
| Jun04 |
040106 |
99.90 |
99.91 |
99.90 |
99.91 |
+0.01 |
2,225 |
70,518 |
+1,538 |
| Sep04 |
040106 |
99.86 |
99.87 |
99.86 |
99.86 |
unch |
896 |
43,517 |
+416 |
| Dec04 |
040106 |
99.80 |
99.81 |
99.80 |
99.81 |
+0.01 |
444 |
37,791 |
+139 |
| Mar05 |
040106 |
99.69 |
99.70 |
99.69 |
99.70 |
+0.02 |
473 |
19,872 |
+30 |
| Jun05 |
040106 |
99.59 |
99.61 |
99.59 |
99.60 |
+0.02 |
0 |
15,582 |
+0 |
| Sep05 |
040106 |
99.45 |
99.48 |
99.45 |
99.48 |
+0.02 |
53 |
13,517 |
-52 |
| Dec05 |
040106 |
99.37 |
99.38 |
99.36 |
99.38 |
+0.02 |
21 |
3,138 |
+20 |
| Total Volume and Open Interest |
4,137 |
278,315 |
+2,108 |
| German Euro-Bund(EUREX) |
| Mar04 |
040106 |
113.00 |
113.54 |
112.93 |
113.51 |
+0.66 |
622,939 |
812,999 |
+5,476 |
| Jun04 |
040106 |
112.00 |
112.54 |
112.00 |
112.54 |
+0.63 |
472 |
2,953 |
+196 |
| Sep04 |
040106 |
112.36 |
112.36 |
112.36 |
112.36 |
+0.66 |
|
|
|
| Total Volume and Open Interest |
623,411 |
815,952 |
+5,672 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040106 |
110.61 |
110.87 |
110.54 |
110.86 |
+0.38 |
349,165 |
641,758 |
+15,282 |
| Jun04 |
040106 |
110.02 |
110.02 |
110.02 |
110.02 |
+0.41 |
10 |
691 |
+0 |
| Sep04 |
040106 |
109.63 |
109.63 |
109.63 |
109.63 |
+0.38 |
|
|
|
| Total Volume and Open Interest |
349,175 |
642,449 |
+15,282 |
| Long Gilt(LIFFE) |
| Mar04 |
040106 |
107~30 |
108~08 |
107~28 |
108~01 |
+0~06 |
34,682 |
166,876 |
+953 |
| Jun04 |
040106 |
107~23 |
107~23 |
107~23 |
107~23 |
+0~04 |
|
|
|
| Total Volume and Open Interest |
34,682 |
166,876 |
+953 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040106 |
95.75 |
95.76 |
95.74 |
95.75 |
+0.01 |
40,475 |
180,134 |
-1,679 |
| Jun04 |
040106 |
95.54 |
95.55 |
95.52 |
95.53 |
+0.01 |
39,047 |
202,252 |
-284 |
| Sep04 |
040106 |
95.31 |
95.33 |
95.30 |
95.31 |
+0.02 |
20,428 |
130,524 |
-348 |
| Total Volume and Open Interest |
140,706 |
915,347 |
+1,694 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040106 |
97.895 |
97.945 |
97.890 |
97.925 |
+0.040 |
42,306 |
486,575 |
-357 |
| Jun04 |
040106 |
97.780 |
97.830 |
97.765 |
97.820 |
+0.065 |
80,172 |
431,553 |
+6,918 |
| Sep04 |
040106 |
97.575 |
97.645 |
97.560 |
97.625 |
+0.085 |
83,577 |
372,159 |
+9,586 |
| Total Volume and Open Interest |
362,499 |
2,281,836 |
+19,332 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040106 |
94.32 |
94.34 |
94.30 |
94.31 |
-0.03 |
24,133 |
173,415 |
+6,841 |
| Jun04 |
040106 |
94.20 |
94.23 |
94.17 |
94.18 |
-0.03 |
13,929 |
87,053 |
+7,621 |
| Sep04 |
040106 |
94.12 |
94.13 |
94.08 |
94.08 |
-0.02 |
1,929 |
38,131 |
+641 |
| Dec04 |
040106 |
94.04 |
94.04 |
93.99 |
94.00 |
-0.02 |
4,542 |
28,517 |
+3,157 |
| Mar05 |
040106 |
93.97 |
93.97 |
93.92 |
93.92 |
-0.03 |
158 |
17,706 |
+48 |
| Jun05 |
040106 |
93.89 |
93.89 |
93.86 |
93.86 |
-0.03 |
435 |
12,406 |
-190 |
| Sep05 |
040106 |
93.82 |
93.82 |
93.81 |
93.81 |
-0.03 |
0 |
5,902 |
+0 |
| Dec05 |
040106 |
93.77 |
93.77 |
93.75 |
93.75 |
-0.03 |
200 |
2,736 |
+200 |
| Mar06 |
040106 |
93.73 |
93.73 |
93.71 |
93.71 |
-0.03 |
200 |
789 |
+26 |
| Jun06 |
040106 |
93.68 |
93.69 |
93.68 |
93.68 |
-0.03 |
1 |
789 |
+0 |
| Total Volume and Open Interest |
45,527 |
367,856 |
+18,344 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040106 |
94.18 |
94.19 |
94.12 |
94.12 |
-0.07 |
8,319 |
150,433 |
+3,555 |
| Jun04 |
040106 |
94.12 |
94.12 |
94.12 |
94.12 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
16,447 |
146,878 |
+4,723 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040106 |
94.24 |
94.26 |
94.20 |
94.22 |
-0.03 |
30,500 |
290,192 |
+12,718 |
| Jun04 |
040106 |
94.22 |
94.22 |
94.22 |
94.22 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
30,500 |
290,192 |
+12,718 |
| Gold(CMX) |
| Feb04 |
040106 |
428.3 |
428.3 |
421.5 |
423.2 |
-1.6 |
56,426 |
192,231 |
-2,140 |
| Apr04 |
040106 |
429.0 |
429.5 |
422.5 |
424.3 |
-1.6 |
1,537 |
16,916 |
+18 |
| Jun04 |
040106 |
431.0 |
431.0 |
423.9 |
425.3 |
-1.6 |
872 |
19,106 |
+1,230 |
| Aug04 |
040106 |
431.0 |
431.3 |
426.2 |
426.2 |
-1.6 |
62 |
6,817 |
+27 |
| Oct04 |
040106 |
429.5 |
429.5 |
427.1 |
427.1 |
-1.6 |
10 |
920 |
+40 |
| Dec04 |
040106 |
434.5 |
434.5 |
426.5 |
428.1 |
-1.7 |
877 |
19,162 |
+180 |
| Total Volume and Open Interest |
59,956 |
278,013 |
-195,095 |
| Silver(CMX) |
| Mar04 |
040106 |
637.0 |
643.0 |
626.0 |
632.8 |
+8.3 |
20,568 |
84,750 |
+2,227 |
| May04 |
040106 |
640.0 |
643.0 |
628.0 |
633.8 |
+8.2 |
529 |
4,021 |
+386 |
| Jul04 |
040106 |
640.0 |
643.0 |
632.0 |
634.7 |
+8.2 |
211 |
3,425 |
+166 |
| Sep04 |
040106 |
641.0 |
645.0 |
633.0 |
635.3 |
+8.1 |
11 |
792 |
+1 |
| Dec04 |
040106 |
642.0 |
648.0 |
629.0 |
636.2 |
+7.9 |
485 |
10,550 |
+278 |
| Total Volume and Open Interest |
21,833 |
105,821 |
+3,037 |
| Platinum(NYM) |
| Jan04 |
040106 |
850.0 |
855.0 |
845.0 |
850.9 |
+8.4 |
203 |
473 |
-229 |
| Apr04 |
040106 |
843.0 |
845.0 |
837.0 |
842.1 |
+8.6 |
1,206 |
7,941 |
+387 |
| Jul04 |
040106 |
834.5 |
835.1 |
834.5 |
835.1 |
+8.1 |
0 |
1 |
+0 |
| Oct04 |
040106 |
830.6 |
830.6 |
830.6 |
830.6 |
+8.1 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,409 |
8,419 |
+158 |
| Palladium(NYME) |
| Mar04 |
040106 |
206.00 |
208.50 |
203.00 |
204.65 |
-0.15 |
452 |
6,969 |
+128 |
| Jun04 |
040106 |
207.00 |
210.00 |
205.25 |
205.25 |
-0.15 |
7 |
497 |
+14 |
| Total Volume and Open Interest |
462 |
7,492 |
+164 |
| Copper(CMX) |
| Mar04 |
040106 |
109.25 |
109.60 |
105.90 |
107.05 |
-1.65 |
14,883 |
71,594 |
+2,480 |
| May04 |
040106 |
108.80 |
108.85 |
105.60 |
106.55 |
-1.65 |
675 |
4,298 |
+91 |
| Jul04 |
040106 |
107.75 |
107.75 |
105.75 |
106.05 |
-1.65 |
532 |
3,158 |
-157 |
| Sep04 |
040106 |
105.45 |
105.45 |
105.45 |
105.45 |
-1.65 |
1 |
1,596 |
-17 |
| Dec04 |
040106 |
105.90 |
105.90 |
104.30 |
104.70 |
-1.65 |
41 |
2,653 |
+11 |
| Total Volume and Open Interest |
16,911 |
89,746 |
+276 |
| DJIA Index(CBOT) |
| Mar04 |
040106 |
10507 |
10530 |
10480 |
10514 |
-6 |
7,248 |
32,295 |
+317 |
| Jun04 |
040106 |
10495 |
10495 |
10470 |
10494 |
-6 |
1 |
347 |
+0 |
| Sep04 |
040106 |
10474 |
10474 |
10474 |
10474 |
-6 |
0 |
2 |
+0 |
| Dec04 |
040106 |
10454 |
10454 |
10454 |
10454 |
-6 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
7,249 |
32,648 |
+317 |
| S & P 500(CME) |
| Mar04 |
040106 |
1118.00 |
1123.40 |
1117.00 |
1122.00 |
+2.00 |
40,531 |
589,757 |
+914 |
| Jun04 |
040106 |
1118.50 |
1121.20 |
1118.00 |
1121.20 |
+2.00 |
1,805 |
10,778 |
-251 |
| Sep04 |
040106 |
1120.90 |
1120.90 |
1120.90 |
1120.90 |
+1.90 |
1,316 |
2,520 |
-306 |
| Dec04 |
040106 |
1120.90 |
1120.90 |
1120.90 |
1120.90 |
+1.60 |
10 |
60 |
-1 |
| Total Volume and Open Interest |
43,692 |
603,263 |
+386 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040106 |
1119.75 |
1123.50 |
1115.50 |
1122.00 |
+2.00 |
609,539 |
414,061 |
+37,998 |
| Jun04 |
040106 |
1119.00 |
1122.50 |
1116.50 |
1121.25 |
+2.00 |
150 |
413 |
+15 |
| Total Volume and Open Interest |
609,689 |
414,474 |
+38,013 |
| NASDAQ 100(CME) |
| Mar04 |
040106 |
1494.50 |
1508.00 |
1489.50 |
1504.50 |
+9.00 |
11,311 |
75,709 |
+2,468 |
| Jun04 |
040106 |
1498.00 |
1506.50 |
1498.00 |
1506.50 |
+9.00 |
0 |
50 |
+0 |
| Sep04 |
040106 |
1508.50 |
1508.50 |
1508.50 |
1508.50 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
11,311 |
75,759 |
+2,468 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040106 |
1494.5 |
1508.0 |
1489.0 |
1504.5 |
+9.0 |
271,981 |
187,298 |
+23,117 |
| Jun04 |
040106 |
1496.0 |
1510.0 |
1494.0 |
1506.5 |
+9.0 |
23 |
433 |
+0 |
| Total Volume and Open Interest |
272,004 |
187,731 |
+23,117 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040106 |
580.50 |
583.00 |
579.10 |
581.50 |
+0.50 |
838 |
15,860 |
+57 |
| Jun04 |
040106 |
581.55 |
581.55 |
581.55 |
581.55 |
+0.50 |
0 |
1 |
+0 |
| Sep04 |
040106 |
581.55 |
581.55 |
581.55 |
581.55 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
838 |
15,861 |
+57 |
| Russell 2000(CME) |
| Mar04 |
040106 |
568.75 |
573.00 |
567.50 |
568.00 |
-0.75 |
1,364 |
22,765 |
+176 |
| Jun04 |
040106 |
568.10 |
568.10 |
568.10 |
568.10 |
-0.75 |
|
|
|
| Sep04 |
040106 |
568.10 |
568.10 |
568.10 |
568.10 |
-0.75 |
|
|
|
| Total Volume and Open Interest |
1,364 |
22,765 |
+176 |
| Value Line(KCBT) |
| Mar04 |
040106 |
1551.00 |
1560.00 |
1551.00 |
1560.00 |
+6.00 |
31 |
59 |
-2 |
| Total Volume and Open Interest |
31 |
59 |
-2 |
| Nikkei 225(CME) |
| Mar04 |
040106 |
10860 |
10900 |
10850 |
10870 |
-90 |
2,783 |
26,773 |
+1,289 |
| Jun04 |
040106 |
10860 |
10860 |
10860 |
10860 |
-90 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
2,783 |
26,847 |
+1,289 |
| Nikkei 225(SIMEX) |
| Mar04 |
040106 |
10980 |
10980 |
10795 |
10870 |
-25 |
13,111 |
127,974 |
+127,974 |
| Jun04 |
040106 |
10830 |
10830 |
10830 |
10830 |
-25 |
0 |
300 |
+300 |
| Sep04 |
040106 |
10830 |
10830 |
10830 |
10830 |
-25 |
|
|
|
| Total Volume and Open Interest |
13,111 |
128,274 |
+128,274 |
| CAC 40(MATIF) |
| Jan04 |
040106 |
3618.5 |
3618.5 |
3603.0 |
3607.0 |
-11.0 |
49 |
107 |
+107 |
| Feb04 |
040106 |
3633.0 |
3633.0 |
3604.0 |
3612.5 |
-11.5 |
1,675 |
117,361 |
+117,361 |
| Mar04 |
040106 |
3553.5 |
3553.5 |
3553.5 |
3553.5 |
-12.0 |
0 |
8,275 |
+8,275 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040106 |
4063.0 |
4070.5 |
4019.5 |
4059.5 |
-4.5 |
78,439 |
262,511 |
+4,130 |
| Jun04 |
040106 |
4083.0 |
4088.0 |
4042.5 |
4080.0 |
-5.5 |
364 |
7,559 |
+55 |
| Sep04 |
040106 |
4080.5 |
4103.0 |
4070.5 |
4103.0 |
-5.0 |
82 |
241 |
+65 |
| Total Volume and Open Interest |
78,885 |
270,311 |
+4,250 |
| FT-SE 100(LIFFE) |
| Mar04 |
040106 |
4507.00 |
4509.00 |
4475.00 |
4488.00 |
-6.00 |
52,305 |
390,891 |
+11,415 |
| Jun04 |
040106 |
4513.00 |
4513.00 |
4498.00 |
4499.00 |
-5.00 |
0 |
10,258 |
+0 |
| Sep04 |
040106 |
4523.00 |
4523.50 |
4509.00 |
4509.00 |
-5.00 |
0 |
4,665 |
+0 |
| Total Volume and Open Interest |
52,305 |
405,814 |
+11,415 |
| SPI 200(SFE) |
| Mar04 |
040106 |
3307.0 |
3334.0 |
3307.0 |
3321.0 |
+31.0 |
10,722 |
146,486 |
+3,689 |
| Jun04 |
040106 |
3332.0 |
3332.0 |
3331.0 |
3331.0 |
+30.0 |
33 |
2,981 |
-68 |
| Sep04 |
040106 |
3338.0 |
3340.0 |
3338.0 |
3339.0 |
+30.0 |
0 |
1,464 |
+0 |
| Total Volume and Open Interest |
10,755 |
151,344 |
+3,621 |
| GSCI(CME) |
| Jan04 |
040106 |
276.00 |
276.00 |
271.80 |
273.00 |
+0.60 |
189 |
14,653 |
-12 |
| Feb04 |
040106 |
275.00 |
275.00 |
271.50 |
271.50 |
+1.75 |
0 |
98 |
+0 |
| Mar04 |
040106 |
263.50 |
263.50 |
263.50 |
263.50 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
189 |
14,751 |
-12 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040106 |
266.00 |
266.00 |
263.25 |
263.75 |
+2.25 |
29 |
82 |
+1 |
| Apr04 |
040106 |
264.50 |
264.50 |
263.00 |
263.00 |
+3.00 |
133 |
493 |
+53 |
| Jun04 |
040106 |
260.50 |
260.50 |
260.50 |
260.50 |
+2.25 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
307 |
781 |
-51 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|