|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 07, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan04 |
040107 |
788.00 |
792.00 |
782.50 |
787.50 |
-8.75 |
3,451 |
5,749 |
-911 |
Mar04 |
040107 |
791.00 |
797.00 |
785.50 |
793.75 |
-6.75 |
35,713 |
124,968 |
+459 |
May04 |
040107 |
784.00 |
788.00 |
779.00 |
784.75 |
-9.50 |
8,903 |
56,324 |
-93 |
Jul04 |
040107 |
773.00 |
775.50 |
768.50 |
771.25 |
-11.00 |
4,576 |
29,862 |
+432 |
Aug04 |
040107 |
746.00 |
749.50 |
744.50 |
749.00 |
-8.00 |
220 |
6,107 |
+94 |
Sep04 |
040107 |
701.00 |
704.00 |
699.50 |
700.00 |
-6.00 |
34 |
2,714 |
+2 |
Nov04 |
040107 |
640.00 |
642.75 |
638.50 |
641.25 |
-3.50 |
1,292 |
17,807 |
+284 |
Total Volume and Open Interest |
54,212 |
243,722 |
+284 |
Soybean Meal(CBOT) |
Jan04 |
040107 |
240.50 |
240.50 |
237.50 |
239.90 |
-2.60 |
1,558 |
3,702 |
-460 |
Mar04 |
040107 |
241.50 |
242.50 |
239.80 |
241.30 |
-3.60 |
10,049 |
63,161 |
+91 |
May04 |
040107 |
239.50 |
240.50 |
238.00 |
239.20 |
-3.50 |
5,783 |
50,228 |
+424 |
Jul04 |
040107 |
235.00 |
236.50 |
233.50 |
235.50 |
-2.80 |
2,432 |
28,107 |
+372 |
Aug04 |
040107 |
226.50 |
228.00 |
226.00 |
227.30 |
-2.20 |
168 |
7,244 |
+49 |
Sep04 |
040107 |
214.50 |
215.70 |
214.00 |
215.70 |
-1.40 |
488 |
5,693 |
+87 |
Oct04 |
040107 |
192.00 |
194.50 |
192.00 |
194.50 |
-0.20 |
25 |
5,541 |
-1 |
Dec04 |
040107 |
190.00 |
191.40 |
188.50 |
191.20 |
-0.10 |
327 |
11,962 |
-18 |
Total Volume and Open Interest |
20,830 |
176,547 |
+544 |
Soybean Oil(CBOT) |
Jan04 |
040107 |
28.40 |
28.45 |
27.90 |
27.96 |
-0.64 |
2,838 |
5,144 |
-914 |
Mar04 |
040107 |
28.25 |
28.25 |
27.70 |
27.89 |
-0.67 |
15,104 |
83,308 |
+2,323 |
May04 |
040107 |
28.00 |
28.00 |
27.60 |
27.73 |
-0.62 |
3,896 |
47,607 |
+953 |
Jul04 |
040107 |
27.68 |
27.68 |
27.30 |
27.48 |
-0.55 |
1,939 |
37,435 |
+192 |
Aug04 |
040107 |
27.20 |
27.20 |
26.80 |
27.03 |
-0.47 |
908 |
3,753 |
-128 |
Sep04 |
040107 |
26.30 |
26.45 |
26.00 |
26.45 |
-0.30 |
206 |
3,468 |
-34 |
Oct04 |
040107 |
24.90 |
25.30 |
24.90 |
25.18 |
-0.12 |
337 |
3,733 |
+252 |
Dec04 |
040107 |
24.25 |
24.60 |
24.25 |
24.55 |
-0.10 |
191 |
9,866 |
+77 |
Total Volume and Open Interest |
25,419 |
195,004 |
+2,721 |
Canola(WCE) |
Jan04 |
040107 |
361.9 |
362.0 |
361.0 |
361.0 |
-4.0 |
695 |
359 |
-552 |
Mar04 |
040107 |
369.0 |
369.0 |
365.4 |
367.3 |
-2.9 |
1,560 |
28,109 |
-1,106 |
May04 |
040107 |
371.0 |
372.7 |
371.0 |
372.4 |
-2.5 |
832 |
7,990 |
+105 |
Jul04 |
040107 |
374.0 |
376.2 |
374.0 |
376.0 |
-2.5 |
1,072 |
4,746 |
-192 |
Sep04 |
040107 |
337.5 |
337.5 |
337.5 |
337.5 |
-1.0 |
|
|
|
Total Volume and Open Interest |
5,229 |
49,058 |
-1,143 |
Corn(CBOT) |
Mar04 |
040107 |
250.25 |
250.75 |
248.75 |
250.00 |
-1.50 |
32,854 |
278,069 |
-1,796 |
May04 |
040107 |
252.25 |
254.00 |
252.25 |
253.50 |
-1.25 |
6,350 |
69,166 |
+580 |
Jul04 |
040107 |
256.00 |
257.00 |
255.00 |
256.50 |
-1.00 |
3,934 |
44,442 |
+671 |
Sep04 |
040107 |
254.00 |
254.00 |
253.25 |
253.25 |
-1.25 |
470 |
8,849 |
-148 |
Dec04 |
040107 |
252.75 |
253.00 |
251.50 |
252.00 |
-1.50 |
4,694 |
45,190 |
+817 |
Mar05 |
040107 |
256.50 |
256.75 |
255.75 |
255.75 |
-1.75 |
227 |
3,049 |
+96 |
Total Volume and Open Interest |
48,582 |
450,278 |
+236 |
Wheat(CBOT) |
Mar04 |
040107 |
390.50 |
398.75 |
387.00 |
395.50 |
+1.00 |
20,524 |
84,041 |
+2,301 |
May04 |
040107 |
393.00 |
400.00 |
391.00 |
398.50 |
+0.75 |
2,311 |
12,029 |
+438 |
Jul04 |
040107 |
378.00 |
387.00 |
376.25 |
385.50 |
+3.25 |
4,225 |
17,775 |
+1,462 |
Sep04 |
040107 |
380.00 |
389.00 |
378.50 |
389.00 |
+3.00 |
56 |
719 |
+24 |
Dec04 |
040107 |
388.00 |
397.00 |
388.00 |
397.00 |
+2.50 |
197 |
1,665 |
+169 |
Total Volume and Open Interest |
27,313 |
116,310 |
+4,394 |
Wheat(KCBT) |
Mar04 |
040107 |
392.00 |
400.00 |
392.00 |
397.75 |
-0.75 |
7,359 |
44,395 |
-1,504 |
May04 |
040107 |
391.00 |
397.50 |
389.50 |
396.25 |
unch |
1,807 |
6,541 |
+650 |
Jul04 |
040107 |
378.00 |
388.00 |
377.50 |
387.25 |
+3.50 |
1,458 |
6,131 |
+411 |
Sep04 |
040107 |
380.50 |
388.50 |
380.50 |
388.50 |
+2.50 |
58 |
568 |
+46 |
Dec04 |
040107 |
386.00 |
397.00 |
386.00 |
397.00 |
+3.00 |
7 |
525 |
+6 |
Total Volume and Open Interest |
10,693 |
58,166 |
-387 |
Wheat(MGE) |
Mar04 |
040107 |
402.50 |
409.00 |
400.50 |
406.75 |
-0.50 |
2,190 |
22,408 |
-352 |
May04 |
040107 |
396.00 |
402.00 |
396.00 |
401.00 |
-0.50 |
692 |
4,456 |
-5 |
Jul04 |
040107 |
395.00 |
396.00 |
392.00 |
393.75 |
+1.25 |
120 |
1,022 |
-3 |
Sep04 |
040107 |
384.00 |
389.00 |
384.00 |
389.00 |
+2.00 |
41 |
1,024 |
+2 |
Dec04 |
040107 |
392.00 |
395.00 |
391.00 |
394.50 |
+2.50 |
76 |
360 |
+35 |
Total Volume and Open Interest |
3,120 |
29,271 |
-322 |
Oats(CBOT) |
Mar04 |
040107 |
152.00 |
156.00 |
150.00 |
155.75 |
unch |
1,655 |
4,415 |
+49 |
May04 |
040107 |
153.50 |
156.50 |
152.50 |
155.50 |
unch |
89 |
637 |
+46 |
Jul04 |
040107 |
157.00 |
158.00 |
157.00 |
157.25 |
-1.00 |
22 |
124 |
+14 |
Sep04 |
040107 |
147.00 |
147.00 |
147.00 |
147.00 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,768 |
5,217 |
+109 |
Rough Rice(CBOT) |
Jan04 |
040107 |
8.85 |
8.93 |
8.70 |
8.93 |
+0.11 |
117 |
468 |
-92 |
Mar04 |
040107 |
9.06 |
9.12 |
8.88 |
9.10 |
+0.11 |
1,088 |
6,074 |
+213 |
May04 |
040107 |
9.17 |
9.23 |
8.98 |
9.23 |
+0.11 |
223 |
938 |
-19 |
Jul04 |
040107 |
9.10 |
9.30 |
9.09 |
9.30 |
+0.10 |
8 |
531 |
+7 |
Total Volume and Open Interest |
1,456 |
8,062 |
+129 |
Live Cattle(CME) |
Feb04 |
040107 |
74.400 |
75.400 |
74.200 |
75.400 |
+1.500 |
7,965 |
45,224 |
-1,496 |
Apr04 |
040107 |
73.250 |
74.225 |
73.000 |
74.225 |
+1.500 |
5,267 |
21,408 |
+220 |
Jun04 |
040107 |
70.700 |
71.850 |
70.500 |
71.850 |
+1.500 |
2,219 |
12,501 |
-204 |
Aug04 |
040107 |
71.350 |
72.650 |
71.350 |
72.650 |
+1.500 |
652 |
6,157 |
-110 |
Oct04 |
040107 |
74.775 |
75.975 |
74.600 |
75.975 |
+1.500 |
768 |
6,931 |
+330 |
Dec04 |
040107 |
75.500 |
76.650 |
75.500 |
76.650 |
+1.500 |
76 |
2,480 |
+14 |
Total Volume and Open Interest |
17,289 |
96,049 |
-1,420 |
Feeder Cattle(CME) |
Jan04 |
040107 |
82.250 |
83.575 |
82.250 |
83.575 |
+1.500 |
1,573 |
3,398 |
-288 |
Mar04 |
040107 |
81.400 |
82.800 |
81.400 |
82.800 |
+1.500 |
1,164 |
4,620 |
+228 |
Apr04 |
040107 |
82.200 |
83.300 |
82.200 |
83.300 |
+1.500 |
508 |
1,276 |
+60 |
May04 |
040107 |
83.750 |
84.350 |
83.400 |
84.350 |
+1.500 |
550 |
2,942 |
+20 |
Aug04 |
040107 |
85.600 |
86.500 |
85.500 |
86.500 |
+1.500 |
309 |
1,443 |
-48 |
Sep04 |
040107 |
85.100 |
86.150 |
85.100 |
86.150 |
+1.500 |
21 |
308 |
-5 |
Oct04 |
040107 |
85.500 |
86.300 |
85.500 |
86.300 |
+1.500 |
37 |
237 |
+0 |
Total Volume and Open Interest |
4,169 |
14,276 |
-28 |
Lean Hogs(CME) |
Feb04 |
040107 |
54.600 |
54.950 |
53.925 |
54.925 |
+0.275 |
5,573 |
25,167 |
-32 |
Apr04 |
040107 |
57.250 |
57.850 |
56.450 |
57.775 |
+0.350 |
2,707 |
10,481 |
+129 |
May04 |
040107 |
58.500 |
59.000 |
58.150 |
59.000 |
+0.450 |
78 |
1,127 |
-2 |
Jun04 |
040107 |
62.550 |
63.250 |
62.325 |
63.200 |
+0.500 |
804 |
4,720 |
+269 |
Jul04 |
040107 |
59.950 |
60.425 |
59.625 |
60.425 |
+0.600 |
94 |
1,183 |
+14 |
Aug04 |
040107 |
57.650 |
58.350 |
57.650 |
58.350 |
+0.600 |
48 |
829 |
+18 |
Oct04 |
040107 |
51.650 |
51.900 |
51.500 |
51.650 |
+0.100 |
151 |
759 |
+88 |
Dec04 |
040107 |
51.600 |
51.950 |
51.500 |
51.950 |
+0.200 |
43 |
265 |
+23 |
Total Volume and Open Interest |
9,501 |
44,546 |
+510 |
Pork Bellies(CME) |
Feb04 |
040107 |
85.850 |
85.900 |
84.400 |
84.900 |
-0.800 |
473 |
1,643 |
-53 |
Mar04 |
040107 |
85.600 |
86.100 |
84.500 |
85.200 |
-0.100 |
31 |
299 |
+7 |
May04 |
040107 |
86.800 |
86.800 |
86.075 |
86.075 |
+0.075 |
2 |
223 |
+0 |
Jul04 |
040107 |
87.700 |
87.700 |
87.700 |
87.700 |
-0.400 |
6 |
87 |
+5 |
Aug04 |
040107 |
87.000 |
87.000 |
87.000 |
87.000 |
-0.500 |
3 |
14 |
-1 |
Total Volume and Open Interest |
515 |
2,266 |
-42 |
BFP Milk Class III(CME) |
Jan04 |
040107 |
11.62 |
11.62 |
11.60 |
11.60 |
-0.02 |
18 |
3,371 |
-17 |
Feb04 |
040107 |
11.56 |
11.62 |
11.55 |
11.55 |
-0.01 |
22 |
2,116 |
-9 |
Mar04 |
040107 |
11.58 |
11.64 |
11.54 |
11.54 |
-0.04 |
45 |
1,932 |
+17 |
Apr04 |
040107 |
11.69 |
11.78 |
11.65 |
11.71 |
-0.03 |
64 |
1,465 |
+50 |
May04 |
040107 |
11.78 |
11.78 |
11.65 |
11.65 |
-0.08 |
22 |
1,498 |
+14 |
Total Volume and Open Interest |
509 |
17,597 |
+142 |
Cocoa(NYBOT) |
Mar04 |
040107 |
1530 |
1650 |
1529 |
1642 |
+92 |
8,069 |
26,591 |
-1,790 |
May04 |
040107 |
1540 |
1655 |
1540 |
1649 |
+90 |
1,929 |
12,867 |
+489 |
Jul04 |
040107 |
1545 |
1655 |
1545 |
1653 |
+93 |
2,043 |
14,496 |
+457 |
Sep04 |
040107 |
1553 |
1659 |
1553 |
1659 |
+94 |
174 |
7,036 |
+100 |
Dec04 |
040107 |
1561 |
1667 |
1561 |
1667 |
+94 |
899 |
8,237 |
+200 |
Mar05 |
040107 |
1565 |
1674 |
1565 |
1674 |
+93 |
0 |
4,225 |
+0 |
May05 |
040107 |
1670 |
1670 |
1670 |
1670 |
+89 |
5 |
8,342 |
+0 |
Total Volume and Open Interest |
13,119 |
89,463 |
-544 |
Coffee "C"(NYBOT) |
Mar04 |
040107 |
69.25 |
70.25 |
68.60 |
68.85 |
-1.20 |
26,255 |
50,259 |
-1,945 |
May04 |
040107 |
71.00 |
72.00 |
70.40 |
70.60 |
-1.20 |
4,768 |
10,563 |
+1,048 |
Jul04 |
040107 |
72.90 |
73.60 |
72.30 |
72.35 |
-1.20 |
832 |
5,570 |
+129 |
Sep04 |
040107 |
74.80 |
75.25 |
74.10 |
74.10 |
-1.20 |
541 |
6,235 |
+109 |
Dec04 |
040107 |
77.20 |
77.80 |
76.50 |
76.80 |
-1.20 |
347 |
3,828 |
+44 |
Mar05 |
040107 |
80.00 |
80.65 |
79.50 |
79.50 |
-1.20 |
222 |
2,352 |
+113 |
Total Volume and Open Interest |
33,023 |
79,148 |
-486 |
Orange Juice(NYBOT) |
Jan04 |
040107 |
63.50 |
63.60 |
63.00 |
63.15 |
-0.60 |
362 |
372 |
-327 |
Mar04 |
040107 |
66.70 |
66.85 |
65.70 |
65.95 |
-0.90 |
4,184 |
28,511 |
+821 |
May04 |
040107 |
69.50 |
69.90 |
68.50 |
68.90 |
-1.00 |
454 |
6,273 |
+156 |
Jul04 |
040107 |
71.50 |
72.10 |
71.40 |
71.40 |
-1.05 |
127 |
863 |
+58 |
Sep04 |
040107 |
74.60 |
74.60 |
73.90 |
73.90 |
-1.05 |
43 |
495 |
-5 |
Total Volume and Open Interest |
5,237 |
36,942 |
+742 |
Sugar #11(NYBOT) |
Mar04 |
040107 |
5.90 |
5.95 |
5.88 |
5.94 |
+0.09 |
21,369 |
121,865 |
+1,576 |
May04 |
040107 |
6.11 |
6.13 |
6.08 |
6.13 |
+0.08 |
4,597 |
29,845 |
+927 |
Jul04 |
040107 |
6.06 |
6.08 |
6.03 |
6.07 |
+0.05 |
2,602 |
31,900 |
-107 |
Oct04 |
040107 |
6.17 |
6.17 |
6.11 |
6.15 |
+0.01 |
1,618 |
20,822 |
+142 |
Mar05 |
040107 |
6.37 |
6.37 |
6.30 |
6.34 |
unch |
712 |
8,036 |
-25 |
Total Volume and Open Interest |
31,105 |
220,805 |
+2,585 |
London Cocoa(LCE) |
Mar04 |
040107 |
880 |
983 |
872 |
933 |
+48 |
4,058 |
60,395 |
+169 |
May04 |
040107 |
905 |
981 |
895 |
951 |
+43 |
1,022 |
16,364 |
+177 |
Jul04 |
040107 |
926 |
986 |
916 |
971 |
+42 |
992 |
23,791 |
+50 |
Sep04 |
040107 |
941 |
1001 |
931 |
985 |
+41 |
159 |
21,034 |
+26 |
Dec04 |
040107 |
941 |
997 |
934 |
986 |
+41 |
122 |
38,524 |
+51 |
Mar05 |
040107 |
940 |
1003 |
937 |
992 |
+42 |
1,163 |
21,466 |
-207 |
May05 |
040107 |
950 |
1012 |
948 |
1000 |
+39 |
148 |
2,736 |
+82 |
Total Volume and Open Interest |
8,249 |
185,568 |
+922 |
London Coffee(LCE) |
Jan04 |
040107 |
795.00 |
796.00 |
783.00 |
792.00 |
-13.00 |
876 |
11,004 |
-808 |
Mar04 |
040107 |
772.00 |
774.00 |
755.00 |
763.00 |
-15.00 |
15,068 |
55,562 |
-855 |
May04 |
040107 |
785.00 |
785.00 |
764.00 |
772.00 |
-16.00 |
2,829 |
27,230 |
+129 |
Jul04 |
040107 |
790.00 |
790.00 |
776.00 |
782.00 |
-18.00 |
677 |
14,208 |
+424 |
Sep04 |
040107 |
801.00 |
801.00 |
785.00 |
792.00 |
-19.00 |
484 |
13,170 |
-137 |
Nov04 |
040107 |
816.00 |
816.00 |
802.00 |
802.00 |
-21.00 |
803 |
7,538 |
+335 |
Total Volume and Open Interest |
20,791 |
130,836 |
-883 |
London Sugar(LCE) |
Mar04 |
040107 |
186.50 |
188.50 |
186.50 |
187.50 |
+1.10 |
2,876 |
19,051 |
+289 |
May04 |
040107 |
186.80 |
188.40 |
186.80 |
188.00 |
+1.60 |
1,315 |
8,861 |
-23 |
Aug04 |
040107 |
185.90 |
186.50 |
185.30 |
185.60 |
+1.00 |
211 |
7,674 |
-44 |
Oct04 |
040107 |
187.40 |
187.40 |
185.90 |
186.00 |
+0.50 |
273 |
4,426 |
-104 |
Dec04 |
040107 |
189.40 |
189.40 |
189.00 |
189.00 |
-0.20 |
66 |
1,846 |
+46 |
Total Volume and Open Interest |
4,893 |
43,061 |
+217 |
Cotton(NYBOT) |
Mar04 |
040107 |
75.40 |
75.45 |
73.50 |
74.04 |
-1.63 |
8,943 |
63,674 |
+148 |
May04 |
040107 |
76.55 |
76.55 |
74.60 |
75.30 |
-1.53 |
2,005 |
13,313 |
+274 |
Jul04 |
040107 |
77.15 |
77.20 |
75.90 |
76.17 |
-1.36 |
548 |
6,214 |
+146 |
Oct04 |
040107 |
67.60 |
67.60 |
67.60 |
67.60 |
-0.50 |
2 |
352 |
+0 |
Dec04 |
040107 |
68.40 |
68.40 |
67.62 |
68.24 |
-0.46 |
253 |
4,438 |
+120 |
Mar05 |
040107 |
70.40 |
70.40 |
70.15 |
70.15 |
-0.55 |
0 |
720 |
+0 |
Total Volume and Open Interest |
11,751 |
89,122 |
+692 |
Lumber(CME) |
Jan04 |
040107 |
324.9 |
337.8 |
324.9 |
336.0 |
+11.1 |
214 |
676 |
-52 |
Mar04 |
040107 |
334.0 |
339.1 |
334.0 |
337.5 |
+3.0 |
422 |
1,295 |
+92 |
May04 |
040107 |
339.0 |
342.8 |
339.0 |
341.6 |
+2.6 |
53 |
189 |
+9 |
Jul04 |
040107 |
340.0 |
343.5 |
340.0 |
342.1 |
+2.8 |
15 |
83 |
+3 |
Total Volume and Open Interest |
704 |
2,253 |
+52 |
Crude Oil(NYM) |
Feb04 |
040107 |
33.65 |
33.85 |
33.05 |
33.62 |
-0.08 |
103,405 |
178,377 |
-13,207 |
Mar04 |
040107 |
33.45 |
33.56 |
32.90 |
33.40 |
-0.08 |
68,144 |
94,145 |
+9,757 |
Apr04 |
040107 |
33.04 |
33.12 |
32.60 |
32.97 |
-0.07 |
20,469 |
50,238 |
+2,341 |
May04 |
040107 |
32.42 |
32.50 |
32.10 |
32.42 |
-0.03 |
6,056 |
25,778 |
+1,198 |
Jun04 |
040107 |
31.85 |
31.95 |
31.55 |
31.85 |
-0.03 |
8,578 |
36,060 |
+768 |
Jul04 |
040107 |
31.35 |
31.35 |
31.20 |
31.28 |
-0.04 |
1,730 |
24,744 |
+94 |
Aug04 |
040107 |
30.71 |
30.78 |
30.71 |
30.78 |
-0.04 |
1,001 |
14,268 |
+37 |
Sep04 |
040107 |
30.05 |
30.34 |
30.05 |
30.34 |
-0.04 |
2,616 |
21,348 |
+308 |
Oct04 |
040107 |
29.82 |
30.05 |
29.82 |
29.97 |
-0.03 |
1,229 |
16,109 |
+397 |
Nov04 |
040107 |
29.63 |
29.68 |
29.63 |
29.68 |
-0.03 |
622 |
12,285 |
+178 |
Dec04 |
040107 |
29.50 |
29.55 |
29.20 |
29.45 |
-0.03 |
6,648 |
42,919 |
+2,014 |
Jan05 |
040107 |
29.17 |
29.17 |
29.17 |
29.17 |
-0.02 |
663 |
13,713 |
-118 |
Feb05 |
040107 |
28.93 |
28.93 |
28.93 |
28.93 |
-0.01 |
227 |
4,799 |
+58 |
Mar05 |
040107 |
28.70 |
28.70 |
28.70 |
28.70 |
-0.01 |
770 |
4,226 |
-220 |
Apr05 |
040107 |
28.49 |
28.49 |
28.49 |
28.49 |
-0.01 |
10 |
2,576 |
+10 |
May05 |
040107 |
28.29 |
28.29 |
28.29 |
28.29 |
-0.01 |
355 |
1,833 |
+110 |
Total Volume and Open Interest |
227,875 |
628,647 |
+4,032 |
Heating Oil(NYM) |
Feb04 |
040107 |
98.20 |
98.50 |
95.40 |
96.61 |
-1.13 |
29,247 |
67,885 |
-1,775 |
Mar04 |
040107 |
95.70 |
96.00 |
93.40 |
94.76 |
-0.73 |
12,433 |
26,142 |
+1,332 |
Apr04 |
040107 |
90.40 |
90.80 |
88.00 |
89.76 |
-0.53 |
3,306 |
10,422 |
+1,021 |
May04 |
040107 |
86.50 |
86.50 |
85.00 |
85.51 |
-0.33 |
1,508 |
6,269 |
+609 |
Jun04 |
040107 |
82.40 |
82.51 |
82.40 |
82.51 |
-0.18 |
575 |
7,782 |
+206 |
Jul04 |
040107 |
80.96 |
80.96 |
80.96 |
80.96 |
-0.13 |
367 |
4,602 |
+116 |
Aug04 |
040107 |
80.50 |
80.56 |
80.50 |
80.56 |
-0.13 |
249 |
2,696 |
-25 |
Sep04 |
040107 |
80.86 |
80.86 |
80.86 |
80.86 |
-0.13 |
186 |
1,990 |
-91 |
Oct04 |
040107 |
81.36 |
81.36 |
81.36 |
81.36 |
-0.13 |
29 |
1,044 |
+19 |
Nov04 |
040107 |
81.86 |
81.86 |
81.86 |
81.86 |
-0.13 |
16 |
1,382 |
+10 |
Dec04 |
040107 |
82.31 |
82.31 |
82.31 |
82.31 |
-0.13 |
389 |
7,080 |
+314 |
Jan05 |
040107 |
82.66 |
82.66 |
82.66 |
82.66 |
-0.08 |
63 |
1,629 |
-50 |
Total Volume and Open Interest |
48,613 |
140,772 |
+1,894 |
Unleaded Gas(NYM) |
Feb04 |
040107 |
97.20 |
97.30 |
94.50 |
96.09 |
-0.46 |
26,635 |
63,091 |
-2,500 |
Mar04 |
040107 |
97.30 |
97.30 |
94.80 |
96.48 |
-0.31 |
11,476 |
17,634 |
+1,985 |
Apr04 |
040107 |
101.70 |
102.30 |
101.30 |
101.78 |
-0.11 |
4,345 |
14,114 |
+1,743 |
May04 |
040107 |
100.90 |
101.50 |
100.20 |
101.03 |
-0.06 |
987 |
8,274 |
+99 |
Jun04 |
040107 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.01 |
834 |
5,284 |
+362 |
Jul04 |
040107 |
96.63 |
96.63 |
96.63 |
96.63 |
-0.01 |
88 |
694 |
+88 |
Aug04 |
040107 |
93.73 |
93.73 |
93.73 |
93.73 |
-0.01 |
0 |
896 |
-100 |
Sep04 |
040107 |
90.28 |
90.28 |
90.28 |
90.28 |
-0.01 |
469 |
1,999 |
+200 |
Oct04 |
040107 |
85.58 |
85.58 |
85.58 |
85.58 |
-0.01 |
9 |
601 |
+0 |
Nov04 |
040107 |
83.13 |
83.13 |
83.13 |
83.13 |
-0.01 |
0 |
450 |
+0 |
Dec04 |
040107 |
81.73 |
81.73 |
81.73 |
81.73 |
-0.01 |
255 |
310 |
+160 |
Jan05 |
040107 |
81.13 |
81.13 |
81.13 |
81.13 |
-0.01 |
200 |
200 |
+200 |
Total Volume and Open Interest |
45,298 |
113,547 |
+2,237 |
Natural Gas(NYM) |
Feb04 |
040107 |
6.830 |
7.000 |
6.770 |
6.878 |
-0.204 |
22,540 |
55,802 |
-452 |
Mar04 |
040107 |
6.650 |
6.800 |
6.600 |
6.693 |
-0.212 |
12,288 |
35,795 |
+1,006 |
Apr04 |
040107 |
5.600 |
5.730 |
5.550 |
5.673 |
-0.042 |
5,614 |
21,224 |
+88 |
May04 |
040107 |
5.380 |
5.430 |
5.350 |
5.383 |
-0.077 |
2,502 |
23,697 |
+257 |
Jun04 |
040107 |
5.375 |
5.410 |
5.350 |
5.358 |
-0.077 |
1,403 |
15,256 |
+465 |
Jul04 |
040107 |
5.370 |
5.420 |
5.360 |
5.378 |
-0.067 |
981 |
13,538 |
+126 |
Aug04 |
040107 |
5.370 |
5.430 |
5.370 |
5.393 |
-0.057 |
883 |
12,887 |
-2 |
Sep04 |
040107 |
5.370 |
5.390 |
5.340 |
5.373 |
-0.052 |
793 |
11,934 |
-43 |
Oct04 |
040107 |
5.350 |
5.385 |
5.340 |
5.383 |
-0.047 |
950 |
12,640 |
+353 |
Nov04 |
040107 |
5.530 |
5.570 |
5.530 |
5.558 |
-0.034 |
614 |
9,629 |
+196 |
Dec04 |
040107 |
5.705 |
5.740 |
5.705 |
5.723 |
-0.026 |
1,070 |
12,791 |
-158 |
Jan05 |
040107 |
5.800 |
5.850 |
5.793 |
5.838 |
-0.021 |
1,549 |
10,514 |
+507 |
Feb05 |
040107 |
5.770 |
5.810 |
5.760 |
5.793 |
-0.023 |
338 |
7,683 |
+54 |
Mar05 |
040107 |
5.560 |
5.590 |
5.560 |
5.573 |
-0.012 |
314 |
7,772 |
-16 |
Apr05 |
040107 |
4.930 |
4.930 |
4.918 |
4.918 |
-0.012 |
213 |
8,631 |
+15 |
May05 |
040107 |
4.810 |
4.810 |
4.798 |
4.798 |
-0.007 |
156 |
4,548 |
+14 |
Total Volume and Open Interest |
53,310 |
322,748 |
+2,302 |
Brent Crude Oil(IPE) |
Feb04 |
040107 |
30.75 |
30.97 |
30.25 |
30.76 |
-0.06 |
49,646 |
76,393 |
-5,969 |
Mar04 |
040107 |
30.60 |
30.76 |
30.10 |
30.52 |
-0.11 |
39,647 |
75,005 |
+1,552 |
Apr04 |
040107 |
30.37 |
30.49 |
29.87 |
30.28 |
-0.10 |
11,089 |
22,663 |
+1,242 |
May04 |
040107 |
30.01 |
30.17 |
29.60 |
29.99 |
-0.08 |
5,722 |
13,909 |
+1,670 |
Jun04 |
040107 |
29.70 |
29.85 |
29.40 |
29.70 |
-0.06 |
5,815 |
25,707 |
-2,015 |
Jul04 |
040107 |
29.50 |
29.51 |
29.22 |
29.39 |
-0.06 |
1,386 |
10,084 |
+549 |
Aug04 |
040107 |
29.10 |
29.15 |
28.93 |
29.07 |
-0.07 |
0 |
8,440 |
+0 |
Sep04 |
040107 |
28.80 |
28.90 |
28.48 |
28.77 |
-0.06 |
1,140 |
8,270 |
+175 |
Oct04 |
040107 |
28.53 |
28.53 |
28.39 |
28.48 |
-0.05 |
1,279 |
5,137 |
+716 |
Nov04 |
040107 |
28.30 |
28.30 |
28.12 |
28.23 |
-0.03 |
500 |
5,147 |
+400 |
Dec04 |
040107 |
27.92 |
28.15 |
27.92 |
28.02 |
-0.02 |
4,240 |
27,355 |
+723 |
Jan05 |
040107 |
27.65 |
27.85 |
27.65 |
27.75 |
-0.02 |
0 |
754 |
+0 |
Total Volume and Open Interest |
122,124 |
312,645 |
-582 |
Gas Oil(IPE) |
Jan04 |
040107 |
286.75 |
290.25 |
279.50 |
287.00 |
-3.25 |
416 |
35,153 |
-8,436 |
Feb04 |
040107 |
281.00 |
284.50 |
274.50 |
280.00 |
-4.00 |
537 |
45,755 |
+6,411 |
Mar04 |
040107 |
272.25 |
275.50 |
266.50 |
272.00 |
-3.25 |
3,351 |
12,298 |
+733 |
Apr04 |
040107 |
264.00 |
266.00 |
259.75 |
263.00 |
-3.25 |
1,254 |
7,321 |
+260 |
May04 |
040107 |
257.00 |
257.25 |
252.00 |
254.25 |
-3.50 |
953 |
6,477 |
+202 |
Jun04 |
040107 |
247.50 |
251.50 |
247.50 |
248.75 |
-3.50 |
2,026 |
10,879 |
+335 |
Jul04 |
040107 |
247.50 |
249.25 |
247.50 |
247.50 |
-3.50 |
0 |
4,243 |
+0 |
Aug04 |
040107 |
247.50 |
247.50 |
246.50 |
246.50 |
-3.75 |
0 |
2,440 |
+0 |
Sep04 |
040107 |
244.25 |
247.75 |
244.25 |
245.50 |
-3.75 |
300 |
3,807 |
+100 |
Oct04 |
040107 |
244.50 |
244.50 |
244.50 |
244.50 |
-3.75 |
0 |
3,693 |
+0 |
Total Volume and Open Interest |
10,042 |
155,220 |
-1,345 |
US Dollar Index(NYBOT) |
Mar04 |
040107 |
86.19 |
86.59 |
86.13 |
86.52 |
+0.59 |
2,523 |
21,105 |
+827 |
Jun04 |
040107 |
86.54 |
86.99 |
86.54 |
86.94 |
+0.59 |
13 |
2,037 |
+6 |
Sep04 |
040107 |
87.38 |
87.38 |
87.38 |
87.38 |
+0.59 |
2 |
4 |
+2 |
Total Volume and Open Interest |
2,538 |
23,146 |
+835 |
Australian Dollar(CME) |
Mar04 |
040107 |
76.15 |
76.45 |
76.10 |
76.21 |
-0.15 |
3,225 |
60,381 |
-317 |
Jun04 |
040107 |
75.25 |
75.40 |
75.25 |
75.38 |
-0.15 |
169 |
552 |
+78 |
Sep04 |
040107 |
74.60 |
74.60 |
74.55 |
74.55 |
-0.15 |
1 |
79 |
+0 |
Total Volume and Open Interest |
3,395 |
61,052 |
-239 |
British Pound(CME) |
Mar04 |
040107 |
180.74 |
181.23 |
180.68 |
180.97 |
-0.38 |
4,447 |
59,731 |
+683 |
Jun04 |
040107 |
180.00 |
180.00 |
179.46 |
179.61 |
-0.38 |
0 |
53 |
+0 |
Sep04 |
040107 |
178.25 |
178.25 |
178.25 |
178.25 |
-0.38 |
0 |
10 |
+0 |
Total Volume and Open Interest |
4,797 |
60,146 |
+1,033 |
Canadian Dollar(CME) |
Mar04 |
040107 |
77.48 |
77.68 |
77.22 |
77.31 |
-0.34 |
7,397 |
68,610 |
+1,288 |
Jun04 |
040107 |
77.27 |
77.27 |
77.00 |
77.09 |
-0.34 |
139 |
2,677 |
+43 |
Sep04 |
040107 |
77.15 |
77.15 |
76.90 |
76.90 |
-0.34 |
48 |
1,411 |
+6 |
Dec04 |
040107 |
76.85 |
76.85 |
76.71 |
76.71 |
-0.34 |
15 |
668 |
+2 |
Total Volume and Open Interest |
7,599 |
73,435 |
+1,339 |
Japanese Yen(CME) |
Mar04 |
040107 |
94.39 |
94.64 |
94.27 |
94.39 |
unch |
6,958 |
148,752 |
+836 |
Jun04 |
040107 |
94.71 |
94.71 |
94.65 |
94.68 |
unch |
13 |
7,449 |
+7 |
Sep04 |
040107 |
95.10 |
95.10 |
95.00 |
95.04 |
unch |
0 |
48 |
+0 |
Total Volume and Open Interest |
6,971 |
156,255 |
+843 |
Swiss Franc(CME) |
Mar04 |
040107 |
81.03 |
81.16 |
80.69 |
80.78 |
-0.71 |
4,289 |
49,936 |
+24 |
Jun04 |
040107 |
81.11 |
81.23 |
80.94 |
80.94 |
-0.71 |
10 |
193 |
+1 |
Sep04 |
040107 |
81.11 |
81.11 |
81.11 |
81.11 |
-0.71 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4,299 |
50,231 |
+25 |
EuroFX(CME) |
Mar04 |
040107 |
126.54 |
126.80 |
126.10 |
126.22 |
-1.15 |
13,026 |
125,428 |
+4,106 |
Jun04 |
040107 |
126.26 |
126.49 |
125.87 |
125.93 |
-1.15 |
108 |
742 |
+45 |
Sep04 |
040107 |
125.98 |
125.98 |
125.67 |
125.67 |
-1.15 |
7 |
85 |
+1 |
Total Volume and Open Interest |
13,141 |
126,442 |
+4,151 |
Mexican Peso(CME) |
Mar04 |
040107 |
9125.0 |
9127.0 |
9060.0 |
9107.0 |
+35.0 |
6,727 |
28,016 |
+16 |
Jun04 |
040107 |
9015.0 |
9015.0 |
9000.0 |
9002.0 |
+35.0 |
0 |
413 |
+0 |
Total Volume and Open Interest |
6,727 |
28,708 |
+16 |
30-Year T-Bonds(CBOT) |
Mar04 |
040107 |
109~02 |
109~23 |
108~19 |
109~13 |
+0~12 |
227,659 |
430,717 |
+4,714 |
Jun04 |
040107 |
107~13 |
108~08 |
107~08 |
107~31 |
+0~12 |
1,126 |
11,071 |
+158 |
Sep04 |
040107 |
106~20 |
106~20 |
106~20 |
106~20 |
+0~12 |
4 |
222 |
-4 |
Total Volume and Open Interest |
228,789 |
442,192 |
+4,868 |
Municipal Bonds(CBOT) |
Mar04 |
040107 |
102~15 |
103~04 |
102~14 |
103~01 |
+0~12 |
156 |
1,959 |
+59 |
Total Volume and Open Interest |
156 |
1,959 |
+59 |
10-Year T-Notes(CBOT) |
Mar04 |
040107 |
112~060 |
112~215 |
111~290 |
112~160 |
+0~095 |
616,507 |
977,455 |
+5,015 |
Jun04 |
040107 |
110~105 |
111~010 |
110~085 |
110~285 |
+0~090 |
3,088 |
4,101 |
+3,726 |
Total Volume and Open Interest |
619,595 |
981,556 |
+8,741 |
5-Year T-Notes(CBOT) |
Mar04 |
040107 |
111~160 |
111~275 |
111~135 |
111~240 |
+0~045 |
202,693 |
0 |
+0 |
Jun04 |
040107 |
110~000 |
110~095 |
110~000 |
110~095 |
+0~050 |
0 |
422 |
+0 |
Total Volume and Open Interest |
202,693 |
422 |
+0 |
2 Year T-Notes(CBOT) |
Mar04 |
040107 |
107~000 |
107~013 |
106~124 |
107~012 |
+0~004 |
4,070 |
159,481 |
-624 |
Total Volume and Open Interest |
4,070 |
159,481 |
-624 |
3-Mth T-Bills(IMM) |
Eurodollars(CME) |
Mar04 |
040107 |
98.780 |
98.795 |
98.780 |
98.790 |
+0.005 |
74,501 |
827,011 |
+8,887 |
Jun04 |
040107 |
98.565 |
98.595 |
98.565 |
98.585 |
+0.005 |
158,904 |
732,974 |
+20,473 |
Sep04 |
040107 |
98.235 |
98.280 |
98.230 |
98.265 |
unch |
207,576 |
610,848 |
+16,453 |
Dec04 |
040107 |
97.815 |
97.875 |
97.815 |
97.865 |
+0.005 |
224,651 |
547,158 |
+1,208 |
Mar05 |
040107 |
97.390 |
97.460 |
97.385 |
97.445 |
+0.010 |
125,582 |
365,178 |
+4,171 |
Jun05 |
040107 |
96.980 |
97.060 |
96.965 |
97.040 |
+0.020 |
55,061 |
295,686 |
+9,259 |
Sep05 |
040107 |
96.640 |
96.715 |
96.615 |
96.700 |
+0.030 |
36,574 |
221,841 |
+2,896 |
Dec05 |
040107 |
96.325 |
96.415 |
96.320 |
96.410 |
+0.040 |
27,512 |
172,554 |
-1,157 |
Mar06 |
040107 |
96.105 |
96.170 |
96.090 |
96.160 |
+0.035 |
16,152 |
149,414 |
+633 |
Jun06 |
040107 |
95.860 |
95.935 |
95.860 |
95.925 |
+0.040 |
8,938 |
127,968 |
-1,195 |
Sep06 |
040107 |
95.650 |
95.730 |
95.650 |
95.710 |
+0.040 |
11,265 |
103,335 |
-1,587 |
Dec06 |
040107 |
95.430 |
95.510 |
95.415 |
95.495 |
+0.045 |
11,304 |
102,443 |
+323 |
Total Volume and Open Interest |
992,412 |
4,894,589 |
+58,274 |
3-Mth Euro-Yen(CME) |
Mar04 |
040107 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
715 |
11,940 |
-479 |
Jun04 |
040107 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
12,432 |
+0 |
Sep04 |
040107 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
3 |
11,802 |
-88 |
Dec04 |
040107 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
350 |
3,991 |
+19 |
Mar05 |
040107 |
99.69 |
99.70 |
99.69 |
99.70 |
-0.01 |
10 |
3,179 |
-44 |
Jun05 |
040107 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.02 |
100 |
935 |
+97 |
Sep05 |
040107 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.01 |
0 |
2,061 |
+50 |
Dec05 |
040107 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
98 |
+15 |
Mar06 |
040107 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
0 |
287 |
+0 |
Jun06 |
040107 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
472 |
+0 |
Total Volume and Open Interest |
1,178 |
48,071 |
-430 |
3-Mth Euro-Yen(SIMEX) |
Mar04 |
040107 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,671 |
62,036 |
+481 |
Jun04 |
040107 |
99.90 |
99.91 |
99.90 |
99.91 |
unch |
1,186 |
70,081 |
-437 |
Sep04 |
040107 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
1,146 |
44,338 |
+821 |
Dec04 |
040107 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
981 |
38,018 |
+227 |
Mar05 |
040107 |
99.70 |
99.70 |
99.69 |
99.69 |
-0.01 |
379 |
19,858 |
-14 |
Jun05 |
040107 |
99.60 |
99.60 |
99.59 |
99.59 |
-0.01 |
44 |
15,576 |
-6 |
Sep05 |
040107 |
99.49 |
99.49 |
99.48 |
99.48 |
unch |
263 |
13,552 |
+35 |
Dec05 |
040107 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
59 |
3,197 |
+59 |
Total Volume and Open Interest |
5,825 |
279,577 |
+1,262 |
German Euro-Bund(EUREX) |
Mar04 |
040107 |
113.36 |
113.77 |
113.21 |
113.56 |
+0.05 |
854,677 |
845,513 |
+32,514 |
Jun04 |
040107 |
112.36 |
112.64 |
112.30 |
112.60 |
+0.06 |
2,301 |
2,951 |
-2 |
Sep04 |
040107 |
112.36 |
112.36 |
112.36 |
112.36 |
unch |
|
|
|
Total Volume and Open Interest |
856,978 |
848,464 |
+32,512 |
German Euro-Bobl(EUREX) |
Mar04 |
040107 |
110.78 |
111.06 |
110.65 |
110.96 |
+0.10 |
489,843 |
656,171 |
+14,413 |
Jun04 |
040107 |
109.87 |
110.17 |
109.87 |
110.17 |
+0.15 |
230 |
691 |
+0 |
Sep04 |
040107 |
109.73 |
109.73 |
109.73 |
109.73 |
+0.10 |
|
|
|
Total Volume and Open Interest |
490,073 |
656,862 |
+14,413 |
Long Gilt(LIFFE) |
Mar04 |
040107 |
107~31 |
108~12 |
107~30 |
108~09 |
+0~07 |
32,884 |
165,760 |
-1,116 |
Jun04 |
040107 |
107~27 |
107~31 |
107~27 |
107~31 |
+0~07 |
|
|
|
Total Volume and Open Interest |
32,884 |
165,760 |
-1,116 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040107 |
95.75 |
95.75 |
95.73 |
95.74 |
-0.01 |
26,005 |
187,685 |
+7,551 |
Jun04 |
040107 |
95.51 |
95.53 |
95.50 |
95.52 |
-0.01 |
47,056 |
195,769 |
-6,483 |
Sep04 |
040107 |
95.30 |
95.32 |
95.27 |
95.31 |
unch |
22,961 |
130,485 |
-39 |
Total Volume and Open Interest |
138,840 |
915,922 |
+575 |
3-Mth Euribor(LIFFE) |
Mar04 |
040107 |
97.920 |
97.930 |
97.900 |
97.925 |
unch |
134,964 |
497,551 |
+10,976 |
Jun04 |
040107 |
97.820 |
97.840 |
97.780 |
97.835 |
+0.015 |
126,684 |
430,736 |
-817 |
Sep04 |
040107 |
97.630 |
97.665 |
97.575 |
97.655 |
+0.030 |
111,040 |
383,357 |
+11,198 |
Total Volume and Open Interest |
603,519 |
2,320,963 |
+39,127 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040107 |
94.34 |
94.35 |
94.28 |
94.31 |
unch |
29,620 |
177,744 |
+4,329 |
Jun04 |
040107 |
94.24 |
94.24 |
94.18 |
94.21 |
+0.03 |
9,520 |
90,525 |
+3,472 |
Sep04 |
040107 |
94.14 |
94.14 |
94.09 |
94.12 |
+0.04 |
1,748 |
38,577 |
+446 |
Dec04 |
040107 |
94.06 |
94.06 |
94.02 |
94.05 |
+0.05 |
994 |
26,758 |
-1,759 |
Mar05 |
040107 |
93.98 |
93.98 |
93.97 |
93.97 |
+0.05 |
341 |
17,947 |
+241 |
Jun05 |
040107 |
93.92 |
93.92 |
93.90 |
93.90 |
+0.04 |
71 |
12,221 |
-185 |
Sep05 |
040107 |
93.86 |
93.86 |
93.86 |
93.86 |
+0.05 |
8 |
5,952 |
+50 |
Dec05 |
040107 |
93.81 |
93.81 |
93.80 |
93.80 |
+0.05 |
105 |
2,549 |
-187 |
Mar06 |
040107 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.05 |
97 |
771 |
-18 |
Jun06 |
040107 |
93.73 |
93.73 |
93.73 |
93.73 |
+0.05 |
90 |
824 |
+35 |
Total Volume and Open Interest |
42,599 |
374,280 |
+6,424 |
10-Year Aus T-Bonds(SFE) |
Mar04 |
040107 |
94.20 |
94.21 |
94.15 |
94.19 |
+0.07 |
5,599 |
144,514 |
-5,919 |
Jun04 |
040107 |
94.19 |
94.19 |
94.19 |
94.19 |
+0.07 |
|
|
|
Total Volume and Open Interest |
20,927 |
150,433 |
+3,555 |
3-Year Aus T-Bonds(SFE) |
Mar04 |
040107 |
94.28 |
94.29 |
94.23 |
94.27 |
+0.05 |
39,271 |
302,426 |
+12,234 |
Jun04 |
040107 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.05 |
|
|
|
Total Volume and Open Interest |
39,271 |
302,426 |
+12,234 |
Gold(CMX) |
Feb04 |
040107 |
423.1 |
425.4 |
420.5 |
422.3 |
-0.9 |
59,535 |
196,503 |
+4,272 |
Apr04 |
040107 |
424.1 |
426.4 |
421.5 |
423.4 |
-0.9 |
3,786 |
17,770 |
+854 |
Jun04 |
040107 |
425.5 |
427.5 |
422.5 |
424.4 |
-0.9 |
1,798 |
20,149 |
+1,043 |
Aug04 |
040107 |
425.0 |
425.3 |
424.5 |
425.3 |
-0.9 |
34 |
6,830 |
+13 |
Oct04 |
040107 |
426.2 |
426.2 |
426.2 |
426.2 |
-0.9 |
1 |
921 |
+1 |
Dec04 |
040107 |
428.0 |
430.5 |
426.0 |
427.2 |
-0.9 |
1,142 |
19,393 |
+231 |
Total Volume and Open Interest |
66,471 |
284,500 |
+6,487 |
Silver(CMX) |
Mar04 |
040107 |
630.0 |
632.0 |
623.0 |
626.3 |
-6.5 |
24,266 |
86,322 |
+1,572 |
May04 |
040107 |
632.0 |
634.0 |
623.5 |
627.4 |
-6.4 |
436 |
4,067 |
+46 |
Jul04 |
040107 |
633.0 |
635.0 |
626.0 |
628.4 |
-6.3 |
235 |
3,432 |
+7 |
Sep04 |
040107 |
628.0 |
631.0 |
628.0 |
629.1 |
-6.2 |
24 |
809 |
+17 |
Dec04 |
040107 |
636.0 |
636.0 |
627.0 |
630.0 |
-6.2 |
583 |
10,716 |
+166 |
Total Volume and Open Interest |
25,622 |
107,665 |
+1,844 |
Platinum(NYM) |
Jan04 |
040107 |
845.0 |
846.0 |
838.5 |
844.9 |
-6.0 |
180 |
396 |
-77 |
Apr04 |
040107 |
836.0 |
839.8 |
834.0 |
836.9 |
-5.2 |
1,142 |
8,097 |
+156 |
Jul04 |
040107 |
828.9 |
828.9 |
828.9 |
828.9 |
-6.2 |
2 |
3 |
+2 |
Oct04 |
040107 |
824.4 |
824.4 |
824.4 |
824.4 |
-6.2 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,324 |
8,500 |
+81 |
Palladium(NYME) |
Mar04 |
040107 |
199.00 |
205.80 |
199.00 |
204.75 |
+0.10 |
481 |
7,031 |
+62 |
Jun04 |
040107 |
204.00 |
206.50 |
204.00 |
205.35 |
+0.10 |
10 |
503 |
+6 |
Total Volume and Open Interest |
496 |
7,565 |
+73 |
Copper(CMX) |
Mar04 |
040107 |
106.45 |
107.80 |
106.25 |
106.65 |
-0.40 |
17,883 |
72,104 |
+510 |
May04 |
040107 |
107.00 |
107.35 |
105.90 |
106.25 |
-0.30 |
545 |
4,662 |
+364 |
Jul04 |
040107 |
105.40 |
106.75 |
105.40 |
105.75 |
-0.30 |
108 |
3,193 |
+35 |
Sep04 |
040107 |
105.40 |
106.30 |
104.80 |
105.05 |
-0.40 |
23 |
1,603 |
+7 |
Dec04 |
040107 |
104.70 |
105.80 |
104.10 |
104.30 |
-0.40 |
274 |
2,501 |
-152 |
Total Volume and Open Interest |
19,318 |
90,562 |
+816 |
DJIA Index(CBOT) |
Mar04 |
040107 |
10500 |
10520 |
10442 |
10514 |
unch |
7,648 |
32,777 |
+482 |
Jun04 |
040107 |
10440 |
10494 |
10440 |
10494 |
unch |
17 |
351 |
+4 |
Sep04 |
040107 |
10474 |
10474 |
10474 |
10474 |
unch |
0 |
2 |
+0 |
Dec04 |
040107 |
10454 |
10454 |
10454 |
10454 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
7,665 |
33,134 |
+486 |
S & P 500(CME) |
Mar04 |
040107 |
1120.00 |
1126.50 |
1115.00 |
1125.60 |
+3.60 |
35,984 |
591,670 |
+1,913 |
Jun04 |
040107 |
1118.00 |
1124.80 |
1116.00 |
1124.80 |
+3.60 |
203 |
10,835 |
+57 |
Sep04 |
040107 |
1124.50 |
1124.50 |
1124.50 |
1124.50 |
+3.60 |
145 |
2,392 |
-128 |
Dec04 |
040107 |
1124.50 |
1124.50 |
1124.50 |
1124.50 |
+3.60 |
0 |
60 |
+0 |
Total Volume and Open Interest |
36,332 |
605,105 |
+1,842 |
S & P 500 E-Mini(Globex) |
Mar04 |
040107 |
1121.75 |
1126.75 |
1114.75 |
1125.50 |
+3.50 |
520,267 |
414,596 |
+535 |
Jun04 |
040107 |
1115.25 |
1125.75 |
1115.00 |
1124.75 |
+3.50 |
33 |
414 |
+1 |
Total Volume and Open Interest |
520,300 |
415,010 |
+536 |
NASDAQ 100(CME) |
Mar04 |
040107 |
1501.00 |
1517.50 |
1493.50 |
1517.00 |
+12.50 |
8,789 |
75,904 |
+195 |
Jun04 |
040107 |
1509.00 |
1519.50 |
1509.00 |
1519.50 |
+13.00 |
1 |
51 |
+1 |
Sep04 |
040107 |
1522.00 |
1522.00 |
1522.00 |
1522.00 |
+13.50 |
|
|
|
Total Volume and Open Interest |
8,790 |
75,955 |
+196 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040107 |
1504.5 |
1517.5 |
1493.0 |
1517.0 |
+12.5 |
240,895 |
183,657 |
-3,641 |
Jun04 |
040107 |
1506.5 |
1519.5 |
1500.0 |
1519.5 |
+13.0 |
124 |
547 |
+114 |
Total Volume and Open Interest |
241,019 |
184,204 |
-3,527 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040107 |
580.50 |
585.00 |
578.75 |
584.50 |
+3.00 |
383 |
15,874 |
+14 |
Jun04 |
040107 |
584.55 |
584.55 |
584.55 |
584.55 |
+3.00 |
0 |
1 |
+0 |
Sep04 |
040107 |
584.55 |
584.55 |
584.55 |
584.55 |
+3.00 |
|
|
|
Total Volume and Open Interest |
383 |
15,875 |
+14 |
Russell 2000(CME) |
Mar04 |
040107 |
569.00 |
575.25 |
567.00 |
575.10 |
+7.10 |
1,697 |
22,511 |
-254 |
Jun04 |
040107 |
575.20 |
575.20 |
575.20 |
575.20 |
+7.10 |
|
|
|
Sep04 |
040107 |
575.20 |
575.20 |
575.20 |
575.20 |
+7.10 |
|
|
|
Total Volume and Open Interest |
1,697 |
22,511 |
-254 |
Value Line(KCBT) |
Mar04 |
040107 |
1550.50 |
1567.00 |
1550.50 |
1567.00 |
+7.00 |
11 |
49 |
-10 |
Total Volume and Open Interest |
11 |
49 |
-10 |
Nikkei 225(CME) |
Mar04 |
040107 |
10770 |
10800 |
10730 |
10785 |
-85 |
2,442 |
27,145 |
+372 |
Jun04 |
040107 |
10775 |
10775 |
10775 |
10775 |
-85 |
0 |
65 |
+0 |
Total Volume and Open Interest |
2,442 |
27,219 |
+372 |
Nikkei 225(SIMEX) |
Mar04 |
040107 |
10850 |
10855 |
10710 |
10760 |
-110 |
24,573 |
132,843 |
+4,869 |
Jun04 |
040107 |
10720 |
10720 |
10720 |
10720 |
-110 |
0 |
300 |
+0 |
Sep04 |
040107 |
10720 |
10720 |
10720 |
10720 |
-110 |
|
|
|
Total Volume and Open Interest |
24,573 |
133,143 |
+4,869 |
CAC 40(MATIF) |
Jan04 |
040107 |
3620.0 |
3620.0 |
3571.0 |
3576.0 |
-31.0 |
2 |
146 |
+39 |
Feb04 |
040107 |
3625.0 |
3627.5 |
3576.0 |
3582.0 |
-30.5 |
5,337 |
118,320 |
+959 |
Mar04 |
040107 |
3522.0 |
3522.0 |
3522.0 |
3522.0 |
-31.5 |
0 |
8,275 |
+0 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Mar04 |
040107 |
4070.0 |
4070.0 |
4006.5 |
4044.5 |
-15.0 |
89,460 |
266,717 |
+4,206 |
Jun04 |
040107 |
4085.0 |
4085.0 |
4028.5 |
4065.5 |
-14.5 |
444 |
7,568 |
+9 |
Sep04 |
040107 |
4098.0 |
4098.0 |
4050.0 |
4088.0 |
-15.0 |
63 |
276 |
+35 |
Total Volume and Open Interest |
89,967 |
274,561 |
+4,250 |
FT-SE 100(LIFFE) |
Mar04 |
040107 |
4509.00 |
4509.00 |
4453.50 |
4462.50 |
-25.50 |
51,933 |
395,491 |
+4,600 |
Jun04 |
040107 |
4483.50 |
4484.50 |
4469.50 |
4473.00 |
-26.00 |
403 |
10,660 |
+402 |
Sep04 |
040107 |
4509.50 |
4510.50 |
4483.00 |
4483.00 |
-26.00 |
85 |
4,740 |
+75 |
Total Volume and Open Interest |
52,421 |
410,891 |
+5,077 |
SPI 200(SFE) |
Mar04 |
040107 |
3320.0 |
3321.0 |
3302.0 |
3314.0 |
-7.0 |
14,621 |
150,850 |
+4,364 |
Jun04 |
040107 |
3329.0 |
3330.0 |
3321.0 |
3327.0 |
-4.0 |
1 |
2,981 |
+0 |
Sep04 |
040107 |
3335.0 |
3335.0 |
3335.0 |
3335.0 |
-4.0 |
16 |
1,464 |
+0 |
Total Volume and Open Interest |
14,638 |
155,708 |
+4,364 |
GSCI(CME) |
Jan04 |
040107 |
270.50 |
271.90 |
267.30 |
270.50 |
-2.50 |
284 |
14,485 |
-168 |
Feb04 |
040107 |
266.40 |
269.15 |
266.00 |
269.15 |
-2.35 |
44 |
142 |
+44 |
Mar04 |
040107 |
262.50 |
262.50 |
260.75 |
262.00 |
-1.50 |
|
|
|
Total Volume and Open Interest |
328 |
14,627 |
-124 |
Reuters CRB Index(NYBOT) |
Feb04 |
040107 |
263.00 |
263.50 |
263.00 |
263.50 |
-0.25 |
26 |
96 |
+14 |
Apr04 |
040107 |
263.50 |
263.50 |
262.25 |
263.00 |
unch |
132 |
538 |
+45 |
Jun04 |
040107 |
261.25 |
261.25 |
260.50 |
260.50 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
228 |
811 |
+30 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|