|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu January 08, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan04 |
040108 |
786.00 |
794.00 |
783.00 |
793.50 |
+6.00 |
2,254 |
5,109 |
-640 |
| Mar04 |
040108 |
789.00 |
798.00 |
787.00 |
797.50 |
+3.75 |
42,943 |
125,468 |
+500 |
| May04 |
040108 |
780.50 |
789.00 |
780.00 |
788.25 |
+3.50 |
9,591 |
55,856 |
-468 |
| Jul04 |
040108 |
766.00 |
776.50 |
766.00 |
776.00 |
+4.75 |
5,428 |
30,575 |
+713 |
| Aug04 |
040108 |
744.00 |
753.00 |
744.00 |
753.00 |
+4.00 |
432 |
6,039 |
-68 |
| Sep04 |
040108 |
699.00 |
703.00 |
699.00 |
702.50 |
+2.50 |
27 |
2,715 |
+1 |
| Nov04 |
040108 |
638.00 |
648.50 |
638.00 |
645.00 |
+3.75 |
1,212 |
17,999 |
+192 |
| Total Volume and Open Interest |
61,910 |
243,960 |
+238 |
| Soybean Meal(CBOT) |
| Jan04 |
040108 |
238.50 |
240.00 |
237.30 |
239.80 |
-0.10 |
2,656 |
2,579 |
-1,123 |
| Mar04 |
040108 |
239.50 |
241.80 |
238.90 |
241.30 |
unch |
14,757 |
62,497 |
-664 |
| May04 |
040108 |
238.00 |
240.70 |
237.70 |
240.30 |
+1.10 |
4,975 |
50,142 |
-86 |
| Jul04 |
040108 |
234.00 |
237.00 |
233.60 |
236.60 |
+1.10 |
2,468 |
27,780 |
-327 |
| Aug04 |
040108 |
225.50 |
229.00 |
225.50 |
228.80 |
+1.50 |
405 |
7,120 |
-124 |
| Sep04 |
040108 |
214.30 |
217.00 |
214.00 |
216.80 |
+1.10 |
396 |
5,790 |
+97 |
| Oct04 |
040108 |
194.00 |
196.00 |
194.00 |
195.60 |
+1.10 |
160 |
5,632 |
+91 |
| Dec04 |
040108 |
191.00 |
193.00 |
191.00 |
193.00 |
+1.80 |
555 |
12,145 |
+183 |
| Total Volume and Open Interest |
26,372 |
174,594 |
-1,953 |
| Soybean Oil(CBOT) |
| Jan04 |
040108 |
27.80 |
28.58 |
27.80 |
28.57 |
+0.61 |
2,552 |
4,182 |
-962 |
| Mar04 |
040108 |
27.75 |
28.47 |
27.75 |
28.43 |
+0.54 |
15,978 |
83,335 |
+27 |
| May04 |
040108 |
27.68 |
28.27 |
27.65 |
28.26 |
+0.53 |
3,038 |
47,815 |
+208 |
| Jul04 |
040108 |
27.40 |
28.00 |
27.35 |
27.97 |
+0.49 |
3,275 |
37,722 |
+287 |
| Aug04 |
040108 |
27.00 |
27.53 |
27.00 |
27.53 |
+0.50 |
713 |
3,511 |
-242 |
| Sep04 |
040108 |
26.45 |
26.85 |
26.40 |
26.85 |
+0.40 |
151 |
3,590 |
+122 |
| Oct04 |
040108 |
25.30 |
25.80 |
25.20 |
25.70 |
+0.52 |
41 |
3,754 |
+21 |
| Dec04 |
040108 |
24.55 |
25.00 |
24.50 |
25.00 |
+0.45 |
238 |
9,988 |
+122 |
| Total Volume and Open Interest |
26,052 |
194,623 |
-381 |
| Canola(WCE) |
| Jan04 |
040108 |
360.2 |
360.2 |
360.2 |
360.2 |
-0.8 |
241 |
348 |
-11 |
| Mar04 |
040108 |
366.5 |
367.4 |
365.1 |
367.1 |
-0.2 |
2,325 |
28,718 |
+609 |
| May04 |
040108 |
371.0 |
372.5 |
370.5 |
372.4 |
unch |
1,452 |
8,467 |
+477 |
| Jul04 |
040108 |
375.0 |
376.5 |
375.0 |
376.5 |
+0.5 |
347 |
4,456 |
-290 |
| Sep04 |
040108 |
337.5 |
337.5 |
337.5 |
337.5 |
unch |
|
|
|
| Total Volume and Open Interest |
4,392 |
49,806 |
+748 |
| Corn(CBOT) |
| Mar04 |
040108 |
249.25 |
253.50 |
248.50 |
251.75 |
+1.75 |
34,093 |
277,203 |
-866 |
| May04 |
040108 |
252.25 |
256.50 |
252.00 |
255.00 |
+1.50 |
5,480 |
70,118 |
+952 |
| Jul04 |
040108 |
255.50 |
259.50 |
254.75 |
257.75 |
+1.25 |
4,839 |
45,860 |
+1,418 |
| Sep04 |
040108 |
252.75 |
256.00 |
252.75 |
255.00 |
+1.75 |
377 |
8,767 |
-82 |
| Dec04 |
040108 |
252.00 |
253.50 |
251.50 |
253.25 |
+1.25 |
2,686 |
45,600 |
+410 |
| Mar05 |
040108 |
255.50 |
257.75 |
255.50 |
257.50 |
+1.75 |
232 |
3,144 |
+95 |
| Total Volume and Open Interest |
47,821 |
452,228 |
+1,950 |
| Wheat(CBOT) |
| Mar04 |
040108 |
392.00 |
398.00 |
390.00 |
394.00 |
-1.50 |
24,030 |
86,896 |
+2,855 |
| May04 |
040108 |
396.00 |
401.50 |
394.00 |
398.50 |
unch |
3,382 |
12,623 |
+594 |
| Jul04 |
040108 |
382.50 |
388.50 |
380.00 |
386.75 |
+1.25 |
5,535 |
19,608 |
+1,833 |
| Sep04 |
040108 |
387.00 |
390.00 |
384.00 |
389.00 |
unch |
199 |
815 |
+96 |
| Dec04 |
040108 |
392.50 |
399.00 |
392.50 |
399.00 |
+2.00 |
253 |
1,744 |
+79 |
| Total Volume and Open Interest |
33,409 |
121,776 |
+5,466 |
| Wheat(KCBT) |
| Mar04 |
040108 |
394.00 |
401.00 |
393.00 |
398.50 |
+0.75 |
8,460 |
44,217 |
-178 |
| May04 |
040108 |
392.50 |
399.75 |
392.00 |
398.75 |
+2.50 |
3,511 |
7,977 |
+1,436 |
| Jul04 |
040108 |
385.00 |
390.50 |
382.50 |
388.25 |
+1.00 |
2,334 |
6,817 |
+686 |
| Sep04 |
040108 |
386.00 |
389.00 |
386.00 |
388.00 |
-0.50 |
8 |
561 |
-7 |
| Dec04 |
040108 |
395.50 |
398.00 |
395.00 |
398.00 |
+1.00 |
33 |
543 |
+18 |
| Total Volume and Open Interest |
14,346 |
60,121 |
+1,955 |
| Wheat(MGE) |
| Mar04 |
040108 |
404.00 |
408.50 |
402.25 |
406.50 |
-0.25 |
1,648 |
22,727 |
+319 |
| May04 |
040108 |
400.00 |
402.50 |
398.25 |
402.50 |
+1.50 |
451 |
4,336 |
-120 |
| Jul04 |
040108 |
393.50 |
397.00 |
393.50 |
396.50 |
+2.75 |
70 |
1,023 |
+1 |
| Sep04 |
040108 |
389.00 |
393.00 |
389.00 |
392.00 |
+3.00 |
9 |
1,024 |
+0 |
| Dec04 |
040108 |
394.00 |
398.50 |
393.00 |
398.50 |
+4.00 |
24 |
372 |
+12 |
| Total Volume and Open Interest |
2,202 |
29,483 |
+212 |
| Oats(CBOT) |
| Mar04 |
040108 |
154.00 |
156.00 |
151.50 |
155.75 |
unch |
1,670 |
4,536 |
+121 |
| May04 |
040108 |
153.50 |
155.50 |
152.75 |
154.75 |
-0.75 |
225 |
722 |
+85 |
| Jul04 |
040108 |
158.00 |
158.00 |
157.00 |
157.00 |
-0.25 |
7 |
129 |
+5 |
| Sep04 |
040108 |
147.00 |
147.00 |
147.00 |
147.00 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,903 |
5,426 |
+209 |
| Rough Rice(CBOT) |
| Jan04 |
040108 |
8.88 |
8.94 |
8.88 |
8.94 |
+0.01 |
66 |
440 |
-28 |
| Mar04 |
040108 |
9.08 |
9.13 |
9.01 |
9.12 |
+0.02 |
765 |
6,244 |
+170 |
| May04 |
040108 |
9.20 |
9.24 |
9.16 |
9.24 |
+0.01 |
187 |
803 |
-135 |
| Jul04 |
040108 |
9.22 |
9.31 |
9.22 |
9.31 |
+0.01 |
30 |
539 |
+8 |
| Total Volume and Open Interest |
1,048 |
8,077 |
+15 |
| Live Cattle(CME) |
| Feb04 |
040108 |
75.500 |
76.200 |
74.750 |
75.200 |
-0.200 |
9,276 |
43,028 |
-2,196 |
| Apr04 |
040108 |
74.450 |
75.300 |
73.650 |
75.150 |
+0.925 |
5,262 |
21,808 |
+400 |
| Jun04 |
040108 |
71.800 |
72.350 |
71.075 |
72.000 |
+0.150 |
2,721 |
12,869 |
+368 |
| Aug04 |
040108 |
72.700 |
73.300 |
72.150 |
72.600 |
-0.050 |
720 |
6,184 |
+27 |
| Oct04 |
040108 |
75.975 |
76.600 |
75.500 |
76.200 |
+0.225 |
927 |
7,060 |
+129 |
| Dec04 |
040108 |
76.650 |
77.250 |
76.650 |
77.250 |
+0.600 |
238 |
2,569 |
+89 |
| Total Volume and Open Interest |
19,365 |
94,790 |
-1,259 |
| Feeder Cattle(CME) |
| Jan04 |
040108 |
84.400 |
85.075 |
84.250 |
84.725 |
+1.150 |
815 |
3,120 |
-278 |
| Mar04 |
040108 |
83.300 |
84.300 |
83.300 |
84.125 |
+1.325 |
688 |
4,716 |
+96 |
| Apr04 |
040108 |
84.250 |
84.800 |
84.250 |
84.800 |
+1.500 |
210 |
1,314 |
+38 |
| May04 |
040108 |
85.700 |
85.850 |
85.000 |
85.850 |
+1.500 |
280 |
2,979 |
+37 |
| Aug04 |
040108 |
87.000 |
88.000 |
86.800 |
88.000 |
+1.500 |
400 |
1,356 |
-87 |
| Sep04 |
040108 |
87.300 |
87.650 |
87.100 |
87.650 |
+1.500 |
45 |
267 |
-41 |
| Oct04 |
040108 |
87.800 |
87.800 |
87.300 |
87.800 |
+1.500 |
5 |
235 |
-2 |
| Total Volume and Open Interest |
2,449 |
14,041 |
-235 |
| Lean Hogs(CME) |
| Feb04 |
040108 |
54.700 |
54.750 |
53.750 |
53.975 |
-0.950 |
4,640 |
24,819 |
-348 |
| Apr04 |
040108 |
57.550 |
57.650 |
56.950 |
57.450 |
-0.325 |
2,782 |
10,706 |
+225 |
| May04 |
040108 |
59.000 |
59.000 |
58.450 |
58.900 |
-0.100 |
72 |
1,148 |
+21 |
| Jun04 |
040108 |
62.950 |
63.150 |
62.500 |
62.925 |
-0.275 |
666 |
4,957 |
+237 |
| Jul04 |
040108 |
60.150 |
60.500 |
59.900 |
60.425 |
unch |
109 |
1,219 |
+36 |
| Aug04 |
040108 |
58.300 |
58.450 |
58.000 |
58.450 |
+0.100 |
33 |
849 |
+20 |
| Oct04 |
040108 |
51.200 |
51.400 |
51.200 |
51.300 |
-0.350 |
26 |
759 |
+0 |
| Dec04 |
040108 |
51.600 |
51.600 |
51.375 |
51.600 |
-0.350 |
14 |
275 |
+10 |
| Total Volume and Open Interest |
8,343 |
44,748 |
+202 |
| Pork Bellies(CME) |
| Feb04 |
040108 |
84.900 |
85.250 |
84.050 |
85.050 |
+0.150 |
529 |
1,645 |
+2 |
| Mar04 |
040108 |
85.200 |
85.300 |
84.500 |
84.900 |
-0.300 |
107 |
338 |
+39 |
| May04 |
040108 |
86.500 |
86.800 |
86.100 |
86.100 |
+0.025 |
10 |
226 |
+3 |
| Jul04 |
040108 |
87.650 |
87.650 |
87.650 |
87.650 |
-0.050 |
2 |
88 |
+1 |
| Aug04 |
040108 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
3 |
11 |
-3 |
| Total Volume and Open Interest |
651 |
2,308 |
+42 |
| BFP Milk Class III(CME) |
| Jan04 |
040108 |
11.59 |
11.65 |
11.58 |
11.61 |
+0.01 |
20 |
3,352 |
-19 |
| Feb04 |
040108 |
11.59 |
11.59 |
11.51 |
11.53 |
-0.02 |
68 |
2,110 |
-6 |
| Mar04 |
040108 |
11.59 |
11.59 |
11.49 |
11.49 |
-0.05 |
51 |
1,928 |
-4 |
| Apr04 |
040108 |
11.70 |
11.70 |
11.57 |
11.61 |
-0.10 |
105 |
1,474 |
+9 |
| May04 |
040108 |
11.67 |
11.67 |
11.58 |
11.60 |
-0.05 |
74 |
1,501 |
+3 |
| Total Volume and Open Interest |
727 |
17,719 |
+122 |
| Cocoa(NYBOT) |
| Mar04 |
040108 |
1635 |
1650 |
1602 |
1611 |
-31 |
7,999 |
27,985 |
+1,394 |
| May04 |
040108 |
1630 |
1650 |
1613 |
1620 |
-29 |
1,232 |
12,859 |
-8 |
| Jul04 |
040108 |
1626 |
1651 |
1617 |
1626 |
-27 |
706 |
14,702 |
+206 |
| Sep04 |
040108 |
1630 |
1632 |
1630 |
1632 |
-27 |
227 |
7,082 |
+46 |
| Dec04 |
040108 |
1649 |
1649 |
1639 |
1639 |
-28 |
264 |
8,359 |
+122 |
| Mar05 |
040108 |
1652 |
1655 |
1647 |
1647 |
-27 |
5 |
4,230 |
+5 |
| May05 |
040108 |
1642 |
1642 |
1642 |
1642 |
-28 |
106 |
8,402 |
+60 |
| Total Volume and Open Interest |
10,539 |
91,288 |
+1,825 |
| Coffee "C"(NYBOT) |
| Mar04 |
040108 |
68.65 |
69.95 |
67.50 |
68.35 |
-0.50 |
13,973 |
49,174 |
-1,085 |
| May04 |
040108 |
70.40 |
71.50 |
69.30 |
70.10 |
-0.50 |
2,829 |
10,864 |
+301 |
| Jul04 |
040108 |
72.10 |
73.25 |
71.25 |
71.85 |
-0.50 |
1,058 |
5,968 |
+398 |
| Sep04 |
040108 |
73.75 |
75.00 |
73.00 |
73.55 |
-0.55 |
569 |
6,256 |
+21 |
| Dec04 |
040108 |
76.50 |
77.60 |
76.00 |
76.25 |
-0.55 |
205 |
3,820 |
-8 |
| Mar05 |
040108 |
79.50 |
79.50 |
78.95 |
78.95 |
-0.55 |
35 |
2,377 |
+25 |
| Total Volume and Open Interest |
18,678 |
78,803 |
-345 |
| Orange Juice(NYBOT) |
| Jan04 |
040108 |
63.00 |
63.00 |
61.70 |
61.70 |
-1.45 |
196 |
225 |
-147 |
| Mar04 |
040108 |
65.90 |
65.90 |
65.05 |
65.05 |
-0.90 |
1,698 |
28,734 |
+223 |
| May04 |
040108 |
68.75 |
68.75 |
68.15 |
68.15 |
-0.75 |
134 |
6,282 |
+9 |
| Jul04 |
040108 |
71.10 |
71.40 |
70.75 |
70.75 |
-0.65 |
46 |
876 |
+13 |
| Sep04 |
040108 |
73.90 |
73.90 |
73.25 |
73.25 |
-0.65 |
1 |
496 |
+1 |
| Total Volume and Open Interest |
2,077 |
37,042 |
+100 |
| Sugar #11(NYBOT) |
| Mar04 |
040108 |
5.90 |
5.94 |
5.75 |
5.76 |
-0.18 |
12,211 |
122,979 |
+1,114 |
| May04 |
040108 |
6.10 |
6.12 |
5.97 |
5.98 |
-0.15 |
5,401 |
31,369 |
+1,524 |
| Jul04 |
040108 |
6.05 |
6.06 |
5.95 |
5.95 |
-0.12 |
2,814 |
32,077 |
+177 |
| Oct04 |
040108 |
6.15 |
6.15 |
6.07 |
6.08 |
-0.07 |
1,269 |
20,821 |
-1 |
| Mar05 |
040108 |
6.33 |
6.34 |
6.29 |
6.29 |
-0.05 |
799 |
8,327 |
+291 |
| Total Volume and Open Interest |
22,854 |
224,148 |
+3,343 |
| London Cocoa(LCE) |
| Mar04 |
040108 |
934 |
948 |
913 |
918 |
-15 |
11,530 |
59,223 |
-1,172 |
| May04 |
040108 |
954 |
964 |
932 |
935 |
-16 |
1,811 |
16,824 |
+460 |
| Jul04 |
040108 |
971 |
983 |
950 |
953 |
-18 |
814 |
23,931 |
+140 |
| Sep04 |
040108 |
983 |
998 |
967 |
968 |
-17 |
478 |
21,050 |
+16 |
| Dec04 |
040108 |
985 |
997 |
967 |
969 |
-17 |
266 |
38,538 |
+14 |
| Mar05 |
040108 |
989 |
1004 |
975 |
978 |
-14 |
1,221 |
21,516 |
+50 |
| May05 |
040108 |
997 |
1011 |
983 |
985 |
-15 |
43 |
2,721 |
-15 |
| Total Volume and Open Interest |
16,646 |
185,531 |
-37 |
| London Coffee(LCE) |
| Jan04 |
040108 |
785.00 |
787.00 |
772.00 |
779.00 |
-13.00 |
634 |
10,913 |
-91 |
| Mar04 |
040108 |
752.00 |
757.00 |
746.00 |
749.00 |
-14.00 |
10,592 |
55,324 |
-238 |
| May04 |
040108 |
765.00 |
765.00 |
755.00 |
759.00 |
-13.00 |
3,593 |
27,397 |
+167 |
| Jul04 |
040108 |
770.00 |
775.00 |
766.00 |
768.00 |
-14.00 |
1,078 |
14,040 |
-168 |
| Sep04 |
040108 |
778.00 |
783.00 |
776.00 |
777.00 |
-15.00 |
985 |
13,622 |
+452 |
| Nov04 |
040108 |
790.00 |
794.00 |
786.00 |
787.00 |
-15.00 |
378 |
7,780 |
+242 |
| Total Volume and Open Interest |
17,297 |
131,205 |
+369 |
| London Sugar(LCE) |
| Mar04 |
040108 |
187.50 |
188.50 |
185.60 |
185.80 |
-1.70 |
3,225 |
18,237 |
-814 |
| May04 |
040108 |
188.00 |
188.00 |
185.20 |
185.30 |
-2.70 |
1,244 |
8,991 |
+130 |
| Aug04 |
040108 |
185.50 |
185.50 |
182.40 |
182.40 |
-3.20 |
431 |
7,730 |
+56 |
| Oct04 |
040108 |
185.00 |
185.00 |
183.80 |
183.80 |
-2.20 |
124 |
4,510 |
+84 |
| Dec04 |
040108 |
186.80 |
186.80 |
186.80 |
186.80 |
-2.20 |
60 |
1,886 |
+40 |
| Total Volume and Open Interest |
5,163 |
42,587 |
-474 |
| Cotton(NYBOT) |
| Mar04 |
040108 |
73.95 |
75.25 |
73.90 |
75.13 |
+1.09 |
8,972 |
62,531 |
-1,143 |
| May04 |
040108 |
75.20 |
76.40 |
75.20 |
76.25 |
+0.95 |
3,086 |
13,910 |
+597 |
| Jul04 |
040108 |
76.00 |
77.15 |
76.00 |
77.05 |
+0.88 |
543 |
6,340 |
+126 |
| Oct04 |
040108 |
68.00 |
68.00 |
68.00 |
68.00 |
+0.40 |
2 |
352 |
+0 |
| Dec04 |
040108 |
68.20 |
69.00 |
68.20 |
68.60 |
+0.36 |
431 |
4,566 |
+128 |
| Mar05 |
040108 |
70.60 |
70.60 |
70.50 |
70.50 |
+0.35 |
1 |
721 |
+1 |
| Total Volume and Open Interest |
13,090 |
88,842 |
-280 |
| Lumber(CME) |
| Jan04 |
040108 |
333.6 |
335.0 |
328.5 |
332.9 |
-3.1 |
339 |
545 |
-131 |
| Mar04 |
040108 |
338.5 |
338.7 |
330.0 |
333.3 |
-4.2 |
533 |
1,487 |
+192 |
| May04 |
040108 |
345.5 |
345.6 |
336.8 |
337.6 |
-4.0 |
107 |
231 |
+42 |
| Jul04 |
040108 |
345.0 |
345.1 |
339.9 |
340.8 |
-1.3 |
41 |
106 |
+23 |
| Total Volume and Open Interest |
1,026 |
2,383 |
+130 |
| Crude Oil(NYM) |
| Feb04 |
040108 |
33.72 |
34.10 |
33.40 |
33.98 |
+0.36 |
81,675 |
169,949 |
-8,428 |
| Mar04 |
040108 |
33.47 |
33.85 |
33.15 |
33.73 |
+0.33 |
50,329 |
98,959 |
+4,814 |
| Apr04 |
040108 |
32.95 |
33.30 |
32.75 |
33.28 |
+0.31 |
15,374 |
49,375 |
-863 |
| May04 |
040108 |
32.32 |
32.73 |
32.30 |
32.73 |
+0.31 |
7,905 |
26,071 |
+293 |
| Jun04 |
040108 |
31.85 |
32.20 |
31.75 |
32.17 |
+0.32 |
6,617 |
36,232 |
+172 |
| Jul04 |
040108 |
31.10 |
31.61 |
31.10 |
31.61 |
+0.33 |
5,253 |
25,302 |
+558 |
| Aug04 |
040108 |
30.72 |
31.11 |
30.72 |
31.11 |
+0.33 |
1,385 |
14,778 |
+510 |
| Sep04 |
040108 |
30.49 |
30.67 |
30.36 |
30.67 |
+0.33 |
4,503 |
24,895 |
+3,547 |
| Oct04 |
040108 |
30.02 |
30.30 |
29.95 |
30.30 |
+0.33 |
1,292 |
17,070 |
+961 |
| Nov04 |
040108 |
29.75 |
30.01 |
29.75 |
30.01 |
+0.33 |
281 |
12,318 |
+33 |
| Dec04 |
040108 |
29.45 |
29.78 |
29.45 |
29.78 |
+0.33 |
5,045 |
43,813 |
+894 |
| Jan05 |
040108 |
29.50 |
29.50 |
29.50 |
29.50 |
+0.33 |
172 |
13,820 |
+107 |
| Feb05 |
040108 |
29.26 |
29.26 |
29.26 |
29.26 |
+0.33 |
0 |
4,799 |
+0 |
| Mar05 |
040108 |
29.03 |
29.03 |
29.03 |
29.03 |
+0.33 |
75 |
4,176 |
-50 |
| Apr05 |
040108 |
28.82 |
28.82 |
28.82 |
28.82 |
+0.33 |
0 |
2,576 |
+0 |
| May05 |
040108 |
28.62 |
28.62 |
28.62 |
28.62 |
+0.33 |
0 |
1,833 |
+0 |
| Total Volume and Open Interest |
181,986 |
631,227 |
+2,580 |
| Heating Oil(NYM) |
| Feb04 |
040108 |
96.60 |
98.90 |
95.70 |
98.41 |
+1.80 |
27,568 |
66,832 |
-1,053 |
| Mar04 |
040108 |
94.70 |
96.90 |
94.30 |
96.41 |
+1.65 |
15,477 |
28,448 |
+2,306 |
| Apr04 |
040108 |
89.80 |
91.11 |
89.40 |
91.11 |
+1.35 |
2,604 |
10,954 |
+532 |
| May04 |
040108 |
85.50 |
86.56 |
85.25 |
86.56 |
+1.05 |
1,999 |
6,531 |
+262 |
| Jun04 |
040108 |
82.90 |
83.41 |
82.90 |
83.41 |
+0.90 |
2,480 |
8,143 |
+361 |
| Jul04 |
040108 |
81.76 |
81.76 |
81.76 |
81.76 |
+0.80 |
518 |
4,893 |
+291 |
| Aug04 |
040108 |
80.85 |
81.26 |
80.85 |
81.26 |
+0.70 |
353 |
2,940 |
+244 |
| Sep04 |
040108 |
81.51 |
81.51 |
81.51 |
81.51 |
+0.65 |
4 |
1,994 |
+4 |
| Oct04 |
040108 |
81.70 |
82.01 |
81.70 |
82.01 |
+0.65 |
4 |
1,044 |
+0 |
| Nov04 |
040108 |
81.50 |
82.51 |
81.50 |
82.51 |
+0.65 |
57 |
1,402 |
+20 |
| Dec04 |
040108 |
82.96 |
82.96 |
82.96 |
82.96 |
+0.65 |
262 |
7,240 |
+160 |
| Jan05 |
040108 |
83.31 |
83.31 |
83.31 |
83.31 |
+0.65 |
192 |
1,728 |
+99 |
| Total Volume and Open Interest |
51,648 |
144,123 |
+3,351 |
| Unleaded Gas(NYM) |
| Feb04 |
040108 |
96.70 |
99.20 |
96.10 |
99.01 |
+2.92 |
22,145 |
61,865 |
-1,226 |
| Mar04 |
040108 |
96.90 |
99.50 |
96.70 |
99.37 |
+2.89 |
10,326 |
19,133 |
+1,499 |
| Apr04 |
040108 |
101.90 |
104.20 |
101.90 |
104.07 |
+2.29 |
1,961 |
14,360 |
+246 |
| May04 |
040108 |
101.30 |
103.17 |
101.30 |
103.17 |
+2.14 |
479 |
8,294 |
+20 |
| Jun04 |
040108 |
99.30 |
101.12 |
99.30 |
101.12 |
+1.99 |
110 |
5,251 |
-33 |
| Jul04 |
040108 |
98.42 |
98.42 |
98.42 |
98.42 |
+1.79 |
64 |
708 |
+14 |
| Aug04 |
040108 |
95.27 |
95.27 |
95.27 |
95.27 |
+1.54 |
4 |
900 |
+4 |
| Sep04 |
040108 |
91.62 |
91.62 |
91.62 |
91.62 |
+1.34 |
40 |
1,992 |
-7 |
| Oct04 |
040108 |
86.72 |
86.72 |
86.72 |
86.72 |
+1.14 |
0 |
601 |
+0 |
| Nov04 |
040108 |
84.12 |
84.12 |
84.12 |
84.12 |
+0.99 |
0 |
450 |
+0 |
| Dec04 |
040108 |
82.57 |
82.57 |
82.57 |
82.57 |
+0.84 |
0 |
310 |
+0 |
| Jan05 |
040108 |
81.87 |
81.87 |
81.87 |
81.87 |
+0.74 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
35,129 |
114,064 |
+517 |
| Natural Gas(NYM) |
| Feb04 |
040108 |
6.830 |
7.150 |
6.610 |
7.094 |
+0.216 |
19,839 |
55,903 |
+101 |
| Mar04 |
040108 |
6.690 |
7.000 |
6.480 |
6.958 |
+0.265 |
8,660 |
35,973 |
+178 |
| Apr04 |
040108 |
5.670 |
5.900 |
5.610 |
5.808 |
+0.135 |
5,821 |
21,745 |
+521 |
| May04 |
040108 |
5.380 |
5.500 |
5.350 |
5.493 |
+0.110 |
3,883 |
24,069 |
+372 |
| Jun04 |
040108 |
5.340 |
5.461 |
5.330 |
5.461 |
+0.103 |
2,292 |
14,912 |
-344 |
| Jul04 |
040108 |
5.380 |
5.510 |
5.350 |
5.481 |
+0.103 |
1,409 |
13,771 |
+233 |
| Aug04 |
040108 |
5.390 |
5.500 |
5.375 |
5.493 |
+0.100 |
764 |
13,029 |
+142 |
| Sep04 |
040108 |
5.390 |
5.473 |
5.350 |
5.473 |
+0.100 |
585 |
12,195 |
+261 |
| Oct04 |
040108 |
5.400 |
5.490 |
5.350 |
5.478 |
+0.095 |
1,079 |
12,962 |
+322 |
| Nov04 |
040108 |
5.555 |
5.660 |
5.550 |
5.658 |
+0.100 |
549 |
9,524 |
-105 |
| Dec04 |
040108 |
5.740 |
5.828 |
5.720 |
5.828 |
+0.105 |
389 |
12,647 |
-144 |
| Jan05 |
040108 |
5.820 |
5.973 |
5.820 |
5.943 |
+0.105 |
498 |
10,600 |
+86 |
| Feb05 |
040108 |
5.820 |
5.898 |
5.800 |
5.898 |
+0.105 |
304 |
7,843 |
+160 |
| Mar05 |
040108 |
5.610 |
5.678 |
5.580 |
5.678 |
+0.105 |
545 |
7,908 |
+136 |
| Apr05 |
040108 |
4.920 |
5.023 |
4.920 |
5.023 |
+0.105 |
696 |
8,714 |
+83 |
| May05 |
040108 |
4.800 |
4.903 |
4.800 |
4.903 |
+0.105 |
193 |
4,554 |
+6 |
| Total Volume and Open Interest |
47,849 |
324,897 |
+2,149 |
| Brent Crude Oil(IPE) |
| Feb04 |
040108 |
30.95 |
31.10 |
30.55 |
31.08 |
+0.32 |
43,385 |
72,314 |
-4,079 |
| Mar04 |
040108 |
30.74 |
30.78 |
30.30 |
30.74 |
+0.22 |
32,483 |
81,212 |
+6,207 |
| Apr04 |
040108 |
30.34 |
30.56 |
30.09 |
30.55 |
+0.27 |
9,701 |
24,261 |
+1,598 |
| May04 |
040108 |
30.04 |
30.26 |
29.81 |
30.26 |
+0.27 |
4,412 |
13,534 |
-375 |
| Jun04 |
040108 |
29.80 |
29.98 |
29.52 |
29.98 |
+0.28 |
3,593 |
25,775 |
+68 |
| Jul04 |
040108 |
29.40 |
29.68 |
29.34 |
29.68 |
+0.29 |
2,616 |
9,209 |
-875 |
| Aug04 |
040108 |
29.20 |
29.38 |
29.05 |
29.38 |
+0.31 |
1,849 |
9,685 |
+1,245 |
| Sep04 |
040108 |
28.82 |
29.08 |
28.75 |
29.08 |
+0.31 |
3,094 |
10,332 |
+2,062 |
| Oct04 |
040108 |
28.47 |
28.79 |
28.47 |
28.79 |
+0.31 |
491 |
5,237 |
+100 |
| Nov04 |
040108 |
28.32 |
28.54 |
28.30 |
28.54 |
+0.31 |
79 |
5,226 |
+79 |
| Dec04 |
040108 |
28.08 |
28.32 |
27.97 |
28.32 |
+0.30 |
1,025 |
27,455 |
+100 |
| Jan05 |
040108 |
27.85 |
28.06 |
27.85 |
28.06 |
+0.31 |
909 |
1,398 |
+644 |
| Total Volume and Open Interest |
103,662 |
319,394 |
+6,749 |
| Gas Oil(IPE) |
| Jan04 |
040108 |
287.50 |
288.00 |
283.00 |
285.25 |
-1.75 |
221 |
32,805 |
-2,348 |
| Feb04 |
040108 |
281.75 |
282.50 |
277.00 |
279.00 |
-1.00 |
370 |
52,762 |
+7,007 |
| Mar04 |
040108 |
273.50 |
274.25 |
270.50 |
272.75 |
+0.75 |
8,742 |
15,733 |
+3,435 |
| Apr04 |
040108 |
264.75 |
265.75 |
262.00 |
264.00 |
+1.00 |
1,610 |
7,959 |
+638 |
| May04 |
040108 |
255.50 |
257.00 |
255.50 |
255.75 |
+1.50 |
1,110 |
6,601 |
+124 |
| Jun04 |
040108 |
251.25 |
252.50 |
249.75 |
250.75 |
+2.00 |
599 |
10,715 |
-164 |
| Jul04 |
040108 |
249.00 |
249.25 |
248.50 |
249.25 |
+1.75 |
150 |
4,293 |
+50 |
| Aug04 |
040108 |
248.25 |
248.25 |
248.25 |
248.25 |
+1.75 |
40 |
2,480 |
+40 |
| Sep04 |
040108 |
246.50 |
247.25 |
246.50 |
247.25 |
+1.75 |
129 |
3,907 |
+100 |
| Oct04 |
040108 |
246.50 |
246.50 |
246.50 |
246.50 |
+2.00 |
0 |
3,693 |
+0 |
| Total Volume and Open Interest |
13,091 |
164,132 |
+8,912 |
| US Dollar Index(NYBOT) |
| Mar04 |
040108 |
86.55 |
86.96 |
85.75 |
85.88 |
-0.64 |
1,746 |
21,330 |
+225 |
| Jun04 |
040108 |
87.04 |
87.04 |
86.12 |
86.30 |
-0.64 |
12 |
2,040 |
+3 |
| Sep04 |
040108 |
87.48 |
87.48 |
86.74 |
86.74 |
-0.64 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,758 |
23,374 |
+228 |
| Australian Dollar(CME) |
| Mar04 |
040108 |
76.48 |
77.00 |
76.46 |
76.86 |
+0.65 |
3,810 |
61,297 |
+916 |
| Jun04 |
040108 |
75.75 |
76.05 |
75.75 |
76.03 |
+0.65 |
71 |
582 |
+30 |
| Sep04 |
040108 |
75.20 |
75.20 |
75.20 |
75.20 |
+0.65 |
20 |
99 |
+20 |
| Total Volume and Open Interest |
3,901 |
62,018 |
+966 |
| British Pound(CME) |
| Mar04 |
040108 |
181.06 |
182.67 |
181.06 |
182.22 |
+1.25 |
6,029 |
60,923 |
+1,192 |
| Jun04 |
040108 |
180.80 |
181.30 |
180.80 |
180.86 |
+1.25 |
15 |
53 |
+0 |
| Sep04 |
040108 |
179.50 |
179.50 |
179.50 |
179.50 |
+1.25 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
6,044 |
61,338 |
+1,192 |
| Canadian Dollar(CME) |
| Mar04 |
040108 |
77.39 |
78.19 |
77.36 |
77.83 |
+0.52 |
4,342 |
69,665 |
+1,055 |
| Jun04 |
040108 |
77.85 |
78.00 |
77.46 |
77.61 |
+0.52 |
17 |
2,685 |
+8 |
| Sep04 |
040108 |
77.35 |
77.65 |
77.35 |
77.42 |
+0.52 |
28 |
1,410 |
-1 |
| Dec04 |
040108 |
77.10 |
77.25 |
77.10 |
77.23 |
+0.52 |
15 |
683 |
+15 |
| Total Volume and Open Interest |
4,402 |
74,512 |
+1,077 |
| Japanese Yen(CME) |
| Mar04 |
040108 |
94.40 |
94.45 |
94.31 |
94.36 |
-0.03 |
6,011 |
151,192 |
+2,440 |
| Jun04 |
040108 |
94.68 |
94.68 |
94.62 |
94.65 |
-0.03 |
13 |
7,450 |
+1 |
| Sep04 |
040108 |
95.01 |
95.01 |
95.01 |
95.01 |
-0.03 |
2 |
49 |
+1 |
| Total Volume and Open Interest |
6,026 |
158,697 |
+2,442 |
| Swiss Franc(CME) |
| Mar04 |
040108 |
80.65 |
81.83 |
80.64 |
81.64 |
+0.86 |
6,138 |
48,218 |
-1,718 |
| Jun04 |
040108 |
80.90 |
81.80 |
80.90 |
81.80 |
+0.86 |
6 |
190 |
-3 |
| Sep04 |
040108 |
81.97 |
81.97 |
81.97 |
81.97 |
+0.86 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
6,144 |
48,510 |
-1,721 |
| EuroFX(CME) |
| Mar04 |
040108 |
126.18 |
127.58 |
126.18 |
127.39 |
+1.17 |
16,810 |
122,092 |
-3,336 |
| Jun04 |
040108 |
126.12 |
127.21 |
126.12 |
127.10 |
+1.17 |
194 |
888 |
+146 |
| Sep04 |
040108 |
126.84 |
126.84 |
126.84 |
126.84 |
+1.17 |
17 |
82 |
-3 |
| Total Volume and Open Interest |
17,029 |
123,255 |
-3,187 |
| Mexican Peso(CME) |
| Mar04 |
040108 |
9135.0 |
9150.0 |
9090.0 |
9127.0 |
+20.0 |
8,453 |
29,620 |
+1,604 |
| Jun04 |
040108 |
9020.0 |
9022.0 |
9000.0 |
9022.0 |
+20.0 |
8 |
413 |
+0 |
| Total Volume and Open Interest |
8,594 |
30,400 |
+1,692 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040108 |
109~12 |
109~22 |
108~30 |
109~14 |
+0~01 |
196,625 |
433,469 |
+2,752 |
| Jun04 |
040108 |
107~25 |
108~07 |
107~19 |
108~00 |
+0~01 |
2,218 |
12,495 |
+1,424 |
| Sep04 |
040108 |
106~21 |
106~21 |
106~21 |
106~21 |
+0~01 |
0 |
222 |
+0 |
| Total Volume and Open Interest |
198,843 |
446,368 |
+4,176 |
| Municipal Bonds(CBOT) |
| Mar04 |
040108 |
102~26 |
103~06 |
102~26 |
103~04 |
+0~03 |
235 |
2,005 |
+46 |
| Total Volume and Open Interest |
235 |
2,005 |
+46 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040108 |
112~135 |
112~205 |
112~055 |
112~170 |
+0~010 |
573,994 |
994,015 |
+16,560 |
| Jun04 |
040108 |
110~235 |
111~000 |
110~195 |
110~295 |
+0~010 |
20,077 |
19,061 |
+14,960 |
| Total Volume and Open Interest |
594,071 |
1,013,076 |
+31,520 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040108 |
111~200 |
111~265 |
111~180 |
111~250 |
+0~010 |
215,701 |
0 |
+0 |
| Jun04 |
040108 |
110~055 |
110~105 |
110~055 |
110~105 |
+0~010 |
7 |
0 |
-422 |
| Total Volume and Open Interest |
215,708 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar04 |
040108 |
107~005 |
107~012 |
107~002 |
107~010 |
-0~002 |
8,579 |
155,318 |
-4,163 |
| Total Volume and Open Interest |
8,579 |
155,318 |
-4,163 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040108 |
98.790 |
98.795 |
98.785 |
98.790 |
unch |
75,946 |
837,779 |
+10,768 |
| Jun04 |
040108 |
98.570 |
98.595 |
98.560 |
98.585 |
unch |
90,592 |
742,773 |
+9,799 |
| Sep04 |
040108 |
98.235 |
98.280 |
98.230 |
98.265 |
unch |
105,227 |
614,418 |
+3,570 |
| Dec04 |
040108 |
97.835 |
97.880 |
97.815 |
97.865 |
unch |
159,899 |
558,586 |
+11,428 |
| Mar05 |
040108 |
97.420 |
97.465 |
97.395 |
97.450 |
+0.005 |
92,750 |
362,945 |
-2,233 |
| Jun05 |
040108 |
97.005 |
97.065 |
96.990 |
97.040 |
unch |
42,047 |
299,338 |
+3,652 |
| Sep05 |
040108 |
96.670 |
96.715 |
96.650 |
96.700 |
unch |
31,967 |
227,250 |
+5,409 |
| Dec05 |
040108 |
96.380 |
96.420 |
96.360 |
96.405 |
-0.005 |
27,114 |
177,614 |
+5,060 |
| Mar06 |
040108 |
96.135 |
96.165 |
96.120 |
96.155 |
-0.005 |
13,358 |
150,303 |
+889 |
| Jun06 |
040108 |
95.900 |
95.935 |
95.885 |
95.920 |
-0.005 |
9,270 |
130,720 |
+2,752 |
| Sep06 |
040108 |
95.680 |
95.720 |
95.680 |
95.710 |
unch |
16,118 |
108,889 |
+5,554 |
| Dec06 |
040108 |
95.465 |
95.510 |
95.465 |
95.495 |
unch |
11,836 |
105,301 |
+2,858 |
| Total Volume and Open Interest |
735,315 |
4,954,483 |
+59,894 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040108 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
11,798 |
-142 |
| Jun04 |
040108 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
12,432 |
+0 |
| Sep04 |
040108 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
26 |
11,824 |
+22 |
| Dec04 |
040108 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.01 |
99 |
3,703 |
-288 |
| Mar05 |
040108 |
99.70 |
99.71 |
99.70 |
99.71 |
+0.01 |
67 |
3,216 |
+37 |
| Jun05 |
040108 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.03 |
1 |
941 |
+6 |
| Sep05 |
040108 |
99.51 |
99.51 |
99.49 |
99.49 |
+0.04 |
1 |
2,062 |
+1 |
| Dec05 |
040108 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.04 |
0 |
98 |
+0 |
| Mar06 |
040108 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
0 |
287 |
+0 |
| Jun06 |
040108 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
472 |
+0 |
| Total Volume and Open Interest |
194 |
47,707 |
-364 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040108 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
201 |
61,807 |
-229 |
| Jun04 |
040108 |
99.90 |
99.91 |
99.90 |
99.91 |
unch |
590 |
70,181 |
+100 |
| Sep04 |
040108 |
99.86 |
99.87 |
99.86 |
99.87 |
+0.01 |
820 |
43,961 |
-377 |
| Dec04 |
040108 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.01 |
708 |
38,318 |
+300 |
| Mar05 |
040108 |
99.69 |
99.70 |
99.69 |
99.70 |
+0.01 |
475 |
20,078 |
+220 |
| Jun05 |
040108 |
99.60 |
99.61 |
99.60 |
99.61 |
+0.02 |
239 |
15,808 |
+232 |
| Sep05 |
040108 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.02 |
252 |
13,506 |
-46 |
| Dec05 |
040108 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.02 |
0 |
3,157 |
-40 |
| Total Volume and Open Interest |
3,285 |
279,737 |
+160 |
| German Euro-Bund(EUREX) |
| Mar04 |
040108 |
113.51 |
113.92 |
113.27 |
113.78 |
+0.22 |
937,873 |
836,670 |
-8,843 |
| Jun04 |
040108 |
112.43 |
112.91 |
112.34 |
112.81 |
+0.21 |
3,090 |
4,043 |
+1,092 |
| Sep04 |
040108 |
112.58 |
112.58 |
112.58 |
112.58 |
+0.22 |
500 |
0 |
+0 |
| Total Volume and Open Interest |
941,463 |
840,713 |
-7,751 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040108 |
110.94 |
111.17 |
110.78 |
111.08 |
+0.12 |
573,087 |
668,357 |
+12,186 |
| Jun04 |
040108 |
110.35 |
110.35 |
110.31 |
110.31 |
+0.14 |
575 |
896 |
+205 |
| Sep04 |
040108 |
109.85 |
109.85 |
109.85 |
109.85 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
573,662 |
669,253 |
+12,391 |
| Long Gilt(LIFFE) |
| Mar04 |
040108 |
108~03 |
108~16 |
107~29 |
108~11 |
+0~02 |
31,390 |
165,699 |
-61 |
| Jun04 |
040108 |
108~00 |
108~00 |
108~00 |
108~00 |
+0~01 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
31,391 |
165,700 |
-60 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040108 |
95.73 |
95.79 |
95.71 |
95.77 |
+0.03 |
30,400 |
185,318 |
-2,367 |
| Jun04 |
040108 |
95.50 |
95.59 |
95.49 |
95.56 |
+0.04 |
46,800 |
192,344 |
-3,425 |
| Sep04 |
040108 |
95.29 |
95.40 |
95.27 |
95.37 |
+0.06 |
24,343 |
127,819 |
-2,666 |
| Total Volume and Open Interest |
142,603 |
914,142 |
-1,780 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040108 |
97.920 |
97.930 |
97.905 |
97.920 |
-0.005 |
100,475 |
496,505 |
-1,046 |
| Jun04 |
040108 |
97.820 |
97.855 |
97.805 |
97.840 |
+0.005 |
122,986 |
446,020 |
+15,284 |
| Sep04 |
040108 |
97.640 |
97.680 |
97.610 |
97.660 |
+0.005 |
118,736 |
393,376 |
+10,019 |
| Total Volume and Open Interest |
626,488 |
2,360,842 |
+39,879 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040108 |
94.32 |
94.33 |
94.29 |
94.31 |
unch |
27,908 |
191,246 |
+13,502 |
| Jun04 |
040108 |
94.23 |
94.23 |
94.19 |
94.20 |
-0.01 |
15,254 |
91,601 |
+1,076 |
| Sep04 |
040108 |
94.16 |
94.16 |
94.11 |
94.12 |
unch |
3,532 |
38,983 |
+406 |
| Dec04 |
040108 |
94.07 |
94.07 |
94.04 |
94.04 |
-0.01 |
2,245 |
27,543 |
+785 |
| Mar05 |
040108 |
93.98 |
93.99 |
93.96 |
93.96 |
-0.01 |
121 |
17,909 |
-38 |
| Jun05 |
040108 |
93.92 |
93.92 |
93.90 |
93.90 |
unch |
206 |
12,347 |
+126 |
| Sep05 |
040108 |
93.87 |
93.87 |
93.85 |
93.85 |
-0.01 |
200 |
5,854 |
-98 |
| Dec05 |
040108 |
93.81 |
93.81 |
93.79 |
93.80 |
unch |
35 |
2,534 |
-15 |
| Mar06 |
040108 |
93.77 |
93.77 |
93.77 |
93.77 |
+0.01 |
0 |
771 |
+0 |
| Jun06 |
040108 |
93.74 |
93.74 |
93.73 |
93.73 |
unch |
0 |
599 |
-225 |
| Total Volume and Open Interest |
49,501 |
389,799 |
+15,519 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040108 |
94.24 |
94.24 |
94.15 |
94.16 |
-0.03 |
11,538 |
144,514 |
+0 |
| Jun04 |
040108 |
94.16 |
94.16 |
94.16 |
94.16 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
11,538 |
144,514 |
-5,919 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040108 |
94.32 |
94.32 |
94.24 |
94.25 |
-0.02 |
62,380 |
325,860 |
+23,434 |
| Jun04 |
040108 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
62,380 |
325,860 |
+23,434 |
| Gold(CMX) |
| Feb04 |
040108 |
420.7 |
426.0 |
420.5 |
424.4 |
+2.1 |
49,665 |
193,249 |
-3,254 |
| Apr04 |
040108 |
421.5 |
427.1 |
421.3 |
425.4 |
+2.0 |
7,170 |
20,810 |
+3,040 |
| Jun04 |
040108 |
423.0 |
427.8 |
423.0 |
426.4 |
+2.0 |
1,072 |
20,444 |
+295 |
| Aug04 |
040108 |
425.5 |
428.3 |
425.5 |
427.3 |
+2.0 |
108 |
6,859 |
+29 |
| Oct04 |
040108 |
428.2 |
428.2 |
428.2 |
428.2 |
+2.0 |
0 |
921 |
+0 |
| Dec04 |
040108 |
426.5 |
430.7 |
426.1 |
429.2 |
+2.0 |
700 |
19,481 |
+88 |
| Total Volume and Open Interest |
59,261 |
284,750 |
+250 |
| Silver(CMX) |
| Mar04 |
040108 |
626.5 |
630.0 |
616.0 |
627.3 |
+1.0 |
15,424 |
86,140 |
-182 |
| May04 |
040108 |
626.5 |
631.0 |
616.0 |
628.4 |
+1.0 |
1,161 |
4,039 |
-28 |
| Jul04 |
040108 |
626.0 |
631.0 |
620.0 |
629.5 |
+1.1 |
159 |
3,472 |
+40 |
| Sep04 |
040108 |
623.0 |
630.4 |
623.0 |
630.4 |
+1.3 |
16 |
807 |
-2 |
| Dec04 |
040108 |
630.0 |
634.0 |
620.0 |
631.3 |
+1.3 |
462 |
10,735 |
+19 |
| Total Volume and Open Interest |
17,277 |
107,557 |
-108 |
| Platinum(NYM) |
| Jan04 |
040108 |
843.0 |
856.5 |
843.0 |
856.5 |
+11.6 |
18 |
363 |
-33 |
| Apr04 |
040108 |
836.0 |
848.0 |
833.0 |
846.5 |
+9.6 |
770 |
7,936 |
-161 |
| Jul04 |
040108 |
845.0 |
845.0 |
838.5 |
838.5 |
+9.6 |
100 |
51 |
+48 |
| Oct04 |
040108 |
834.0 |
834.0 |
834.0 |
834.0 |
+9.6 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
888 |
8,354 |
-146 |
| Palladium(NYME) |
| Mar04 |
040108 |
205.00 |
205.50 |
203.00 |
204.00 |
-0.75 |
288 |
7,103 |
+72 |
| Jun04 |
040108 |
204.60 |
204.60 |
204.60 |
204.60 |
-0.75 |
11 |
514 |
+11 |
| Total Volume and Open Interest |
300 |
7,649 |
+84 |
| Copper(CMX) |
| Mar04 |
040108 |
106.40 |
111.00 |
106.25 |
110.85 |
+4.20 |
9,376 |
72,968 |
+864 |
| May04 |
040108 |
106.00 |
110.40 |
106.00 |
110.35 |
+4.10 |
479 |
4,680 |
+18 |
| Jul04 |
040108 |
105.50 |
109.60 |
105.50 |
109.60 |
+3.85 |
558 |
3,627 |
+434 |
| Sep04 |
040108 |
108.10 |
109.00 |
108.10 |
108.85 |
+3.80 |
40 |
1,619 |
+16 |
| Dec04 |
040108 |
103.95 |
108.00 |
103.95 |
107.85 |
+3.55 |
103 |
2,583 |
+82 |
| Total Volume and Open Interest |
12,709 |
92,295 |
+1,733 |
| DJIA Index(CBOT) |
| Mar04 |
040108 |
10558 |
10570 |
10515 |
10562 |
+48 |
10,036 |
33,078 |
+301 |
| Jun04 |
040108 |
10520 |
10542 |
10518 |
10542 |
+48 |
4 |
548 |
+197 |
| Sep04 |
040108 |
10522 |
10522 |
10522 |
10522 |
+48 |
0 |
2 |
+0 |
| Dec04 |
040108 |
10502 |
10502 |
10502 |
10502 |
+48 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
10,040 |
33,632 |
+498 |
| S & P 500(CME) |
| Mar04 |
040108 |
1128.70 |
1130.30 |
1123.80 |
1129.40 |
+3.80 |
42,176 |
590,507 |
-1,163 |
| Jun04 |
040108 |
1124.80 |
1128.60 |
1123.80 |
1128.60 |
+3.80 |
990 |
11,232 |
+397 |
| Sep04 |
040108 |
1128.20 |
1128.20 |
1128.20 |
1128.20 |
+3.70 |
364 |
2,034 |
-358 |
| Dec04 |
040108 |
1128.20 |
1128.20 |
1128.20 |
1128.20 |
+3.70 |
2 |
60 |
+0 |
| Total Volume and Open Interest |
43,532 |
603,981 |
-1,124 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040108 |
1125.50 |
1130.50 |
1123.75 |
1129.50 |
+4.00 |
623,738 |
429,452 |
+14,856 |
| Jun04 |
040108 |
1125.00 |
1129.25 |
1123.50 |
1128.50 |
+3.75 |
144 |
406 |
-8 |
| Total Volume and Open Interest |
623,882 |
429,858 |
+14,848 |
| NASDAQ 100(CME) |
| Mar04 |
040108 |
1526.00 |
1531.50 |
1515.00 |
1531.00 |
+14.00 |
11,996 |
76,632 |
+728 |
| Jun04 |
040108 |
1537.00 |
1537.00 |
1533.50 |
1533.50 |
+14.00 |
2 |
51 |
+0 |
| Sep04 |
040108 |
1536.00 |
1536.00 |
1536.00 |
1536.00 |
+14.00 |
|
|
|
| Total Volume and Open Interest |
11,998 |
76,683 |
+728 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040108 |
1516.5 |
1531.0 |
1515.0 |
1531.0 |
+14.0 |
261,049 |
193,570 |
+9,913 |
| Jun04 |
040108 |
1525.0 |
1533.5 |
1520.0 |
1533.5 |
+14.0 |
19 |
551 |
+4 |
| Total Volume and Open Interest |
261,068 |
194,121 |
+9,917 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040108 |
586.50 |
587.00 |
581.50 |
585.00 |
+0.50 |
503 |
15,783 |
-91 |
| Jun04 |
040108 |
585.05 |
585.05 |
585.05 |
585.05 |
+0.50 |
0 |
1 |
+0 |
| Sep04 |
040108 |
585.05 |
585.05 |
585.05 |
585.05 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
503 |
15,784 |
-91 |
| Russell 2000(CME) |
| Mar04 |
040108 |
579.00 |
580.75 |
574.00 |
579.25 |
+4.15 |
2,072 |
22,660 |
+149 |
| Jun04 |
040108 |
579.35 |
579.35 |
579.35 |
579.35 |
+4.15 |
|
|
|
| Sep04 |
040108 |
579.35 |
579.35 |
579.35 |
579.35 |
+4.15 |
|
|
|
| Total Volume and Open Interest |
2,072 |
22,660 |
+149 |
| Value Line(KCBT) |
| Mar04 |
040108 |
1576.00 |
1579.00 |
1576.00 |
1578.00 |
+11.00 |
7 |
54 |
+5 |
| Total Volume and Open Interest |
7 |
54 |
+5 |
| Nikkei 225(CME) |
| Mar04 |
040108 |
10920 |
10950 |
10880 |
10940 |
+155 |
1,330 |
27,204 |
+59 |
| Jun04 |
040108 |
10930 |
10930 |
10930 |
10930 |
+155 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
1,330 |
27,278 |
+59 |
| Nikkei 225(SIMEX) |
| Mar04 |
040108 |
10770 |
10895 |
10730 |
10860 |
+100 |
18,413 |
135,942 |
+3,099 |
| Jun04 |
040108 |
10750 |
10820 |
10750 |
10820 |
+100 |
0 |
300 |
+0 |
| Sep04 |
040108 |
10820 |
10820 |
10820 |
10820 |
+100 |
|
|
|
| Total Volume and Open Interest |
18,889 |
136,718 |
+3,575 |
| CAC 40(MATIF) |
| Jan04 |
040108 |
3590.0 |
3621.0 |
3588.5 |
3596.0 |
+20.0 |
11 |
152 |
+6 |
| Feb04 |
040108 |
3601.5 |
3601.5 |
3601.5 |
3601.5 |
+19.5 |
509 |
117,645 |
-675 |
| Mar04 |
040108 |
3603.5 |
3629.5 |
3603.5 |
3607.0 |
+85.0 |
0 |
8,275 |
+0 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040108 |
4063.0 |
4087.5 |
4046.5 |
4074.0 |
+29.5 |
88,861 |
264,494 |
-2,223 |
| Jun04 |
040108 |
4080.0 |
4108.0 |
4071.0 |
4095.0 |
+29.5 |
1,195 |
7,932 |
+364 |
| Sep04 |
040108 |
4102.0 |
4128.0 |
4094.0 |
4117.5 |
+29.5 |
88 |
250 |
-26 |
| Total Volume and Open Interest |
90,144 |
272,676 |
-1,885 |
| FT-SE 100(LIFFE) |
| Mar04 |
040108 |
4487.50 |
4509.50 |
4474.00 |
4481.00 |
+18.50 |
56,774 |
399,262 |
+3,771 |
| Jun04 |
040108 |
4498.50 |
4503.00 |
4491.00 |
4491.00 |
+18.00 |
1,860 |
11,550 |
+890 |
| Sep04 |
040108 |
4503.50 |
4526.50 |
4499.50 |
4499.50 |
+16.50 |
2,003 |
6,743 |
+2,003 |
| Total Volume and Open Interest |
60,637 |
417,555 |
+6,664 |
| SPI 200(SFE) |
| Mar04 |
040108 |
3307.0 |
3318.0 |
3300.0 |
3308.0 |
-6.0 |
7,735 |
150,405 |
-445 |
| Jun04 |
040108 |
3321.0 |
3321.0 |
3321.0 |
3321.0 |
-6.0 |
13 |
2,981 |
+0 |
| Sep04 |
040108 |
3329.0 |
3329.0 |
3329.0 |
3329.0 |
-6.0 |
0 |
1,464 |
+0 |
| Total Volume and Open Interest |
7,748 |
155,263 |
-445 |
| GSCI(CME) |
| Jan04 |
040108 |
270.15 |
274.20 |
268.20 |
273.80 |
+3.30 |
313 |
14,272 |
-213 |
| Feb04 |
040108 |
269.00 |
273.20 |
269.00 |
272.30 |
+3.15 |
65 |
200 |
+58 |
| Mar04 |
040108 |
264.50 |
264.50 |
264.50 |
264.50 |
+2.50 |
51 |
21 |
+21 |
| Total Volume and Open Interest |
429 |
14,493 |
-134 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040108 |
264.25 |
265.00 |
264.25 |
264.50 |
+1.00 |
30 |
103 |
+7 |
| Apr04 |
040108 |
264.25 |
264.25 |
263.25 |
264.00 |
+1.00 |
50 |
606 |
+68 |
| Jun04 |
040108 |
262.00 |
262.00 |
262.00 |
262.00 |
+1.50 |
1 |
6 |
+0 |
| Total Volume and Open Interest |
149 |
843 |
+32 |
|
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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