|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon January 12, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan04 |
040112 |
823.00 |
825.00 |
812.50 |
816.50 |
+26.50 |
1,934 |
2,715 |
-1,139 |
| Mar04 |
040112 |
825.00 |
828.00 |
817.00 |
822.75 |
+29.75 |
37,230 |
125,076 |
-167 |
| May04 |
040112 |
815.00 |
822.50 |
808.00 |
820.00 |
+34.75 |
8,941 |
57,391 |
+1,097 |
| Jul04 |
040112 |
808.00 |
812.00 |
796.00 |
808.25 |
+32.25 |
4,326 |
30,810 |
+129 |
| Aug04 |
040112 |
772.00 |
781.00 |
770.00 |
778.50 |
+27.00 |
1,144 |
6,271 |
+202 |
| Sep04 |
040112 |
718.00 |
731.00 |
718.00 |
723.00 |
+21.00 |
120 |
2,698 |
+4 |
| Nov04 |
040112 |
659.00 |
662.00 |
654.00 |
660.00 |
+15.50 |
2,124 |
18,263 |
+348 |
| Total Volume and Open Interest |
55,879 |
243,519 |
+514 |
| Soybean Meal(CBOT) |
| Jan04 |
040112 |
247.00 |
248.00 |
242.30 |
243.80 |
+6.80 |
1,402 |
1,188 |
-402 |
| Mar04 |
040112 |
246.50 |
248.00 |
245.00 |
246.60 |
+8.30 |
13,214 |
59,480 |
-1,371 |
| May04 |
040112 |
248.00 |
248.00 |
244.70 |
246.30 |
+8.20 |
7,440 |
52,379 |
+1,109 |
| Jul04 |
040112 |
244.00 |
244.00 |
240.30 |
242.20 |
+7.80 |
3,242 |
28,097 |
+830 |
| Aug04 |
040112 |
232.00 |
233.50 |
232.00 |
233.50 |
+7.00 |
1,141 |
7,647 |
+475 |
| Sep04 |
040112 |
221.00 |
223.00 |
217.80 |
220.80 |
+6.00 |
111 |
5,985 |
-33 |
| Oct04 |
040112 |
197.10 |
198.50 |
196.30 |
198.50 |
+4.40 |
684 |
5,669 |
-26 |
| Dec04 |
040112 |
197.00 |
197.00 |
193.00 |
196.00 |
+4.50 |
1,200 |
11,970 |
-127 |
| Total Volume and Open Interest |
28,463 |
173,352 |
+483 |
| Soybean Oil(CBOT) |
| Jan04 |
040112 |
29.40 |
30.20 |
29.40 |
29.95 |
+1.30 |
1,343 |
2,058 |
-748 |
| Mar04 |
040112 |
29.60 |
30.13 |
29.25 |
29.90 |
+1.35 |
10,705 |
84,385 |
+185 |
| May04 |
040112 |
29.47 |
29.90 |
29.00 |
29.70 |
+1.33 |
4,259 |
48,352 |
+229 |
| Jul04 |
040112 |
29.20 |
29.50 |
28.75 |
29.34 |
+1.28 |
2,627 |
37,741 |
-242 |
| Aug04 |
040112 |
28.60 |
28.95 |
28.25 |
28.75 |
+1.10 |
427 |
3,581 |
+166 |
| Sep04 |
040112 |
28.15 |
28.30 |
27.50 |
28.07 |
+1.10 |
255 |
3,777 |
+111 |
| Oct04 |
040112 |
27.25 |
27.25 |
26.45 |
26.60 |
+0.63 |
601 |
3,842 |
-35 |
| Dec04 |
040112 |
26.20 |
26.30 |
25.70 |
25.90 |
+0.60 |
429 |
9,903 |
-30 |
| Total Volume and Open Interest |
20,691 |
194,394 |
-335 |
| Canola(WCE) |
| Jan04 |
040112 |
370.0 |
372.0 |
369.5 |
372.0 |
+13.0 |
66 |
22 |
-53 |
| Mar04 |
040112 |
371.0 |
377.6 |
371.0 |
375.3 |
+9.0 |
5,607 |
28,493 |
-715 |
| May04 |
040112 |
377.0 |
382.8 |
377.0 |
380.2 |
+9.2 |
2,244 |
10,576 |
+1,151 |
| Jul04 |
040112 |
384.5 |
385.5 |
384.5 |
385.2 |
+9.3 |
49 |
4,563 |
-416 |
| Sep04 |
040112 |
343.0 |
343.0 |
343.0 |
343.0 |
+5.5 |
|
|
|
| Total Volume and Open Interest |
8,279 |
51,956 |
+1,016 |
| Corn(CBOT) |
| Mar04 |
040112 |
268.00 |
268.00 |
262.00 |
265.50 |
+14.50 |
32,104 |
272,771 |
-4,559 |
| May04 |
040112 |
268.00 |
270.00 |
265.50 |
267.75 |
+13.50 |
6,546 |
71,929 |
+1,113 |
| Jul04 |
040112 |
271.00 |
272.50 |
267.50 |
270.75 |
+13.50 |
7,621 |
49,748 |
+3,168 |
| Sep04 |
040112 |
264.50 |
266.00 |
262.00 |
263.50 |
+9.75 |
210 |
8,907 |
+99 |
| Dec04 |
040112 |
260.00 |
262.50 |
259.00 |
260.25 |
+7.50 |
2,056 |
46,616 |
+631 |
| Mar05 |
040112 |
264.00 |
265.50 |
263.00 |
264.00 |
+7.25 |
224 |
3,250 |
+65 |
| Total Volume and Open Interest |
48,872 |
454,818 |
+571 |
| Wheat(CBOT) |
| Mar04 |
040112 |
393.00 |
400.00 |
389.00 |
399.25 |
+13.75 |
18,037 |
84,772 |
-739 |
| May04 |
040112 |
398.00 |
405.50 |
394.00 |
402.50 |
+11.75 |
2,803 |
13,606 |
+348 |
| Jul04 |
040112 |
390.00 |
398.00 |
387.00 |
397.25 |
+16.00 |
4,254 |
20,704 |
-220 |
| Sep04 |
040112 |
392.50 |
399.50 |
390.00 |
398.75 |
+13.75 |
109 |
921 |
+39 |
| Dec04 |
040112 |
400.00 |
407.00 |
399.00 |
406.75 |
+13.50 |
119 |
2,022 |
-27 |
| Total Volume and Open Interest |
25,331 |
122,135 |
-593 |
| Wheat(KCBT) |
| Mar04 |
040112 |
402.00 |
410.00 |
399.00 |
409.75 |
+17.50 |
6,755 |
44,183 |
-511 |
| May04 |
040112 |
404.00 |
409.50 |
398.00 |
409.25 |
+17.00 |
1,528 |
8,304 |
+413 |
| Jul04 |
040112 |
395.00 |
402.00 |
391.00 |
400.50 |
+17.25 |
1,058 |
7,529 |
+335 |
| Sep04 |
040112 |
393.00 |
402.00 |
393.00 |
400.00 |
+16.00 |
75 |
805 |
+44 |
| Dec04 |
040112 |
402.00 |
406.50 |
400.00 |
405.00 |
+15.50 |
89 |
550 |
+1 |
| Total Volume and Open Interest |
9,505 |
61,377 |
+282 |
| Wheat(MGE) |
| Mar04 |
040112 |
406.00 |
415.00 |
406.00 |
412.25 |
+10.50 |
3,005 |
22,172 |
-561 |
| May04 |
040112 |
405.00 |
411.00 |
403.50 |
409.00 |
+11.25 |
885 |
4,365 |
-46 |
| Jul04 |
040112 |
402.00 |
407.00 |
400.00 |
406.00 |
+13.00 |
78 |
1,084 |
+13 |
| Sep04 |
040112 |
392.00 |
399.75 |
391.00 |
399.00 |
+12.00 |
404 |
1,212 |
+219 |
| Dec04 |
040112 |
397.00 |
403.50 |
396.50 |
403.50 |
+10.50 |
19 |
398 |
+8 |
| Total Volume and Open Interest |
4,391 |
29,233 |
-367 |
| Oats(CBOT) |
| Mar04 |
040112 |
158.00 |
164.75 |
158.00 |
162.75 |
+7.75 |
1,162 |
4,546 |
+11 |
| May04 |
040112 |
158.75 |
163.75 |
158.50 |
162.25 |
+7.25 |
79 |
742 |
+22 |
| Jul04 |
040112 |
160.00 |
163.50 |
160.00 |
161.00 |
+5.50 |
31 |
139 |
+5 |
| Sep04 |
040112 |
153.00 |
153.00 |
153.00 |
153.00 |
+4.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,278 |
5,497 |
+42 |
| Rough Rice(CBOT) |
| Jan04 |
040112 |
8.81 |
8.81 |
8.45 |
8.45 |
-0.53 |
34 |
434 |
-2 |
| Mar04 |
040112 |
9.16 |
9.16 |
8.66 |
8.66 |
-0.50 |
309 |
6,447 |
+59 |
| May04 |
040112 |
9.26 |
9.26 |
8.79 |
8.79 |
-0.50 |
25 |
814 |
+25 |
| Jul04 |
040112 |
9.20 |
9.20 |
8.89 |
8.89 |
-0.50 |
23 |
553 |
+12 |
| Total Volume and Open Interest |
417 |
8,339 |
+119 |
| Live Cattle(CME) |
| Feb04 |
040112 |
75.750 |
76.525 |
74.425 |
74.700 |
-1.225 |
10,143 |
39,010 |
-1,774 |
| Apr04 |
040112 |
75.500 |
75.900 |
74.200 |
74.525 |
-1.175 |
8,728 |
26,182 |
+2,451 |
| Jun04 |
040112 |
71.900 |
72.200 |
70.650 |
70.950 |
-1.200 |
2,410 |
13,020 |
+96 |
| Aug04 |
040112 |
72.950 |
73.100 |
71.850 |
72.250 |
-0.725 |
933 |
6,650 |
+343 |
| Oct04 |
040112 |
76.200 |
76.200 |
75.250 |
75.400 |
-0.800 |
896 |
7,254 |
+38 |
| Dec04 |
040112 |
77.400 |
77.475 |
76.650 |
76.650 |
-0.725 |
110 |
2,634 |
+35 |
| Total Volume and Open Interest |
23,349 |
95,989 |
+1,164 |
| Feeder Cattle(CME) |
| Jan04 |
040112 |
86.400 |
86.650 |
85.700 |
86.000 |
-0.225 |
576 |
2,739 |
-117 |
| Mar04 |
040112 |
84.500 |
84.500 |
83.375 |
83.375 |
-1.500 |
1,001 |
4,906 |
+5 |
| Apr04 |
040112 |
85.250 |
85.250 |
84.000 |
84.000 |
-1.500 |
335 |
1,363 |
-56 |
| May04 |
040112 |
85.700 |
85.925 |
84.775 |
84.775 |
-1.500 |
465 |
3,133 |
+163 |
| Aug04 |
040112 |
87.900 |
88.250 |
87.300 |
87.300 |
-1.500 |
329 |
1,424 |
+69 |
| Sep04 |
040112 |
87.750 |
87.750 |
87.000 |
87.000 |
-1.500 |
14 |
265 |
-1 |
| Oct04 |
040112 |
87.600 |
87.750 |
87.100 |
87.100 |
-1.450 |
37 |
243 |
+0 |
| Total Volume and Open Interest |
2,799 |
14,124 |
+59 |
| Lean Hogs(CME) |
| Feb04 |
040112 |
54.000 |
54.050 |
51.750 |
51.775 |
-1.975 |
5,771 |
22,051 |
-1,487 |
| Apr04 |
040112 |
57.200 |
57.550 |
55.450 |
55.700 |
-1.650 |
5,060 |
12,544 |
+1,426 |
| May04 |
040112 |
58.800 |
59.000 |
58.000 |
58.500 |
-0.425 |
53 |
1,175 |
+12 |
| Jun04 |
040112 |
62.950 |
63.200 |
61.600 |
62.250 |
-0.700 |
981 |
5,155 |
+143 |
| Jul04 |
040112 |
60.200 |
60.450 |
59.700 |
59.800 |
-0.475 |
155 |
1,163 |
-70 |
| Aug04 |
040112 |
58.000 |
58.200 |
57.400 |
57.700 |
-0.350 |
117 |
863 |
+6 |
| Oct04 |
040112 |
51.300 |
51.900 |
50.500 |
50.500 |
-0.625 |
6 |
764 |
+4 |
| Dec04 |
040112 |
51.350 |
51.750 |
51.000 |
51.000 |
-0.250 |
27 |
290 |
+7 |
| Total Volume and Open Interest |
12,170 |
44,021 |
+41 |
| Pork Bellies(CME) |
| Feb04 |
040112 |
85.000 |
85.800 |
83.800 |
83.925 |
-0.775 |
324 |
1,564 |
-26 |
| Mar04 |
040112 |
85.100 |
86.150 |
84.000 |
84.000 |
-0.525 |
48 |
461 |
+23 |
| May04 |
040112 |
86.750 |
87.750 |
86.025 |
86.025 |
-0.250 |
5 |
232 |
+0 |
| Jul04 |
040112 |
87.900 |
87.900 |
87.900 |
87.900 |
+0.350 |
2 |
89 |
+1 |
| Aug04 |
040112 |
87.000 |
87.400 |
87.000 |
87.400 |
+0.500 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
379 |
2,357 |
-2 |
| BFP Milk Class III(CME) |
| Jan04 |
040112 |
11.60 |
11.60 |
11.60 |
11.60 |
-0.01 |
1 |
3,351 |
+0 |
| Feb04 |
040112 |
11.54 |
11.57 |
11.50 |
11.52 |
+0.02 |
43 |
2,153 |
+34 |
| Mar04 |
040112 |
11.55 |
11.55 |
11.50 |
11.55 |
+0.05 |
42 |
1,964 |
+18 |
| Apr04 |
040112 |
11.65 |
11.75 |
11.57 |
11.65 |
unch |
39 |
1,482 |
+19 |
| May04 |
040112 |
11.65 |
11.75 |
11.65 |
11.70 |
+0.05 |
55 |
1,539 |
+19 |
| Total Volume and Open Interest |
424 |
17,883 |
+158 |
| Cocoa(NYBOT) |
| Mar04 |
040112 |
1660 |
1668 |
1631 |
1665 |
-6 |
4,637 |
28,339 |
+483 |
| May04 |
040112 |
1667 |
1670 |
1636 |
1670 |
-7 |
728 |
12,816 |
-14 |
| Jul04 |
040112 |
1668 |
1674 |
1648 |
1674 |
-8 |
572 |
14,697 |
+6 |
| Sep04 |
040112 |
1675 |
1679 |
1660 |
1679 |
-10 |
34 |
7,084 |
+2 |
| Dec04 |
040112 |
1681 |
1685 |
1665 |
1683 |
-13 |
760 |
8,234 |
-128 |
| Mar05 |
040112 |
1675 |
1689 |
1673 |
1689 |
-15 |
0 |
4,239 |
+0 |
| May05 |
040112 |
1690 |
1690 |
1690 |
1690 |
-9 |
0 |
8,437 |
+0 |
| Total Volume and Open Interest |
6,731 |
91,515 |
+349 |
| Coffee "C"(NYBOT) |
| Mar04 |
040112 |
71.00 |
72.00 |
70.15 |
70.80 |
+2.00 |
9,987 |
52,232 |
+2,199 |
| May04 |
040112 |
73.00 |
73.40 |
72.00 |
72.50 |
+1.95 |
1,491 |
11,209 |
+278 |
| Jul04 |
040112 |
74.50 |
74.80 |
73.60 |
74.20 |
+1.90 |
216 |
5,870 |
+2 |
| Sep04 |
040112 |
76.20 |
76.25 |
75.30 |
75.90 |
+1.90 |
408 |
6,473 |
+179 |
| Dec04 |
040112 |
78.50 |
78.70 |
78.00 |
78.60 |
+1.90 |
74 |
3,921 |
+44 |
| Mar05 |
040112 |
81.00 |
81.30 |
81.00 |
81.30 |
+1.90 |
0 |
2,378 |
+0 |
| Total Volume and Open Interest |
12,202 |
82,475 |
+2,719 |
| Orange Juice(NYBOT) |
| Jan04 |
040112 |
61.30 |
62.20 |
61.25 |
60.65 |
unch |
53 |
44 |
-87 |
| Mar04 |
040112 |
64.00 |
64.70 |
63.60 |
64.70 |
+0.60 |
2,232 |
28,226 |
-278 |
| May04 |
040112 |
67.20 |
67.70 |
66.80 |
67.70 |
+0.70 |
265 |
6,315 |
+42 |
| Jul04 |
040112 |
69.95 |
70.40 |
69.70 |
70.20 |
+0.55 |
43 |
886 |
+7 |
| Sep04 |
040112 |
73.00 |
73.00 |
72.70 |
72.70 |
+0.40 |
33 |
518 |
+18 |
| Total Volume and Open Interest |
2,626 |
36,419 |
-298 |
| Sugar #11(NYBOT) |
| Mar04 |
040112 |
5.97 |
6.00 |
5.79 |
5.97 |
+0.04 |
18,603 |
132,946 |
+4,123 |
| May04 |
040112 |
6.15 |
6.16 |
6.01 |
6.15 |
+0.03 |
5,753 |
34,620 |
+1,680 |
| Jul04 |
040112 |
6.11 |
6.13 |
6.00 |
6.12 |
+0.03 |
1,516 |
33,490 |
+537 |
| Oct04 |
040112 |
6.19 |
6.19 |
6.11 |
6.19 |
+0.01 |
770 |
20,746 |
+166 |
| Mar05 |
040112 |
6.36 |
6.38 |
6.33 |
6.37 |
unch |
899 |
9,065 |
+455 |
| Total Volume and Open Interest |
27,581 |
239,406 |
+6,973 |
| London Cocoa(LCE) |
| Mar04 |
040112 |
943 |
946 |
925 |
938 |
-5 |
6,541 |
58,405 |
-448 |
| May04 |
040112 |
959 |
961 |
941 |
954 |
-5 |
2,176 |
17,222 |
+15 |
| Jul04 |
040112 |
970 |
970 |
958 |
967 |
-7 |
2,305 |
23,792 |
+22 |
| Sep04 |
040112 |
984 |
984 |
970 |
980 |
-8 |
621 |
21,558 |
+115 |
| Dec04 |
040112 |
976 |
983 |
971 |
981 |
-8 |
137 |
38,630 |
+4 |
| Mar05 |
040112 |
993 |
993 |
980 |
989 |
-9 |
123 |
21,675 |
+4 |
| May05 |
040112 |
993 |
998 |
993 |
998 |
-7 |
11 |
2,679 |
-11 |
| Total Volume and Open Interest |
11,914 |
185,709 |
-299 |
| London Coffee(LCE) |
| Jan04 |
040112 |
823.00 |
825.00 |
810.00 |
820.00 |
+23.00 |
160 |
9,931 |
-81 |
| Mar04 |
040112 |
770.00 |
802.00 |
770.00 |
790.00 |
+23.00 |
6,905 |
57,649 |
+2,082 |
| May04 |
040112 |
783.00 |
810.00 |
783.00 |
798.00 |
+23.00 |
1,656 |
28,457 |
+385 |
| Jul04 |
040112 |
792.00 |
811.00 |
792.00 |
807.00 |
+23.00 |
928 |
13,927 |
-14 |
| Sep04 |
040112 |
806.00 |
825.00 |
806.00 |
817.00 |
+24.00 |
440 |
14,268 |
+183 |
| Nov04 |
040112 |
822.00 |
831.00 |
819.00 |
827.00 |
+23.00 |
112 |
8,417 |
+77 |
| Total Volume and Open Interest |
10,201 |
134,920 |
+2,632 |
| London Sugar(LCE) |
| Mar04 |
040112 |
188.40 |
192.00 |
187.50 |
190.50 |
+1.70 |
2,667 |
19,614 |
+529 |
| May04 |
040112 |
188.20 |
191.30 |
186.50 |
190.00 |
+1.50 |
1,569 |
10,448 |
+898 |
| Aug04 |
040112 |
187.50 |
187.50 |
184.00 |
186.80 |
+1.30 |
871 |
7,690 |
+81 |
| Oct04 |
040112 |
188.00 |
188.00 |
186.80 |
187.00 |
+0.50 |
279 |
4,506 |
-15 |
| Dec04 |
040112 |
191.10 |
191.10 |
189.20 |
189.50 |
+0.50 |
110 |
1,986 |
+100 |
| Total Volume and Open Interest |
5,651 |
45,831 |
+1,728 |
| Cotton(NYBOT) |
| Mar04 |
040112 |
74.25 |
74.70 |
73.10 |
74.26 |
+0.09 |
4,284 |
62,763 |
-414 |
| May04 |
040112 |
75.55 |
75.89 |
74.20 |
75.40 |
-0.06 |
1,379 |
14,802 |
+519 |
| Jul04 |
040112 |
76.30 |
76.65 |
75.10 |
76.35 |
+0.05 |
183 |
6,594 |
+56 |
| Oct04 |
040112 |
67.80 |
67.80 |
67.65 |
67.80 |
+0.10 |
39 |
347 |
+0 |
| Dec04 |
040112 |
68.30 |
68.75 |
67.80 |
68.45 |
+0.36 |
160 |
4,852 |
+61 |
| Mar05 |
040112 |
70.30 |
70.50 |
70.30 |
70.40 |
+0.45 |
0 |
783 |
+0 |
| Total Volume and Open Interest |
6,111 |
90,670 |
+288 |
| Lumber(CME) |
| Jan04 |
040112 |
332.6 |
337.5 |
324.1 |
327.9 |
-9.1 |
143 |
337 |
-77 |
| Mar04 |
040112 |
331.0 |
338.5 |
330.0 |
330.1 |
-6.4 |
794 |
1,833 |
+243 |
| May04 |
040112 |
344.5 |
344.5 |
335.7 |
340.2 |
-1.3 |
90 |
279 |
+36 |
| Jul04 |
040112 |
344.9 |
345.0 |
343.4 |
344.9 |
+2.0 |
8 |
113 |
+0 |
| Total Volume and Open Interest |
1,040 |
2,580 |
+205 |
| Crude Oil(NYM) |
| Feb04 |
040112 |
33.90 |
34.80 |
33.75 |
34.72 |
+0.41 |
104,687 |
134,376 |
-15,081 |
| Mar04 |
040112 |
33.70 |
34.50 |
33.50 |
34.40 |
+0.37 |
77,474 |
127,053 |
+13,262 |
| Apr04 |
040112 |
33.25 |
33.95 |
33.15 |
33.89 |
+0.34 |
21,380 |
47,777 |
+683 |
| May04 |
040112 |
32.60 |
33.31 |
32.60 |
33.29 |
+0.31 |
6,235 |
29,814 |
+1,666 |
| Jun04 |
040112 |
32.00 |
32.80 |
32.00 |
32.69 |
+0.29 |
6,670 |
37,063 |
+147 |
| Jul04 |
040112 |
31.75 |
32.15 |
31.75 |
32.10 |
+0.28 |
2,165 |
26,373 |
+699 |
| Aug04 |
040112 |
31.15 |
31.56 |
31.10 |
31.56 |
+0.27 |
529 |
15,194 |
-39 |
| Sep04 |
040112 |
30.60 |
31.09 |
30.60 |
31.09 |
+0.26 |
1,304 |
25,103 |
-92 |
| Oct04 |
040112 |
30.30 |
30.69 |
30.26 |
30.69 |
+0.25 |
1,120 |
17,903 |
+387 |
| Nov04 |
040112 |
29.99 |
30.38 |
29.99 |
30.38 |
+0.24 |
665 |
12,559 |
+221 |
| Dec04 |
040112 |
29.80 |
30.13 |
29.75 |
30.13 |
+0.23 |
4,981 |
47,121 |
+1,920 |
| Jan05 |
040112 |
29.50 |
29.84 |
29.45 |
29.84 |
+0.23 |
687 |
14,100 |
+210 |
| Feb05 |
040112 |
29.59 |
29.59 |
29.59 |
29.59 |
+0.23 |
131 |
4,924 |
+100 |
| Mar05 |
040112 |
29.34 |
29.34 |
29.34 |
29.34 |
+0.23 |
520 |
4,399 |
+223 |
| Apr05 |
040112 |
29.11 |
29.11 |
29.11 |
29.11 |
+0.22 |
20 |
2,596 |
+20 |
| May05 |
040112 |
28.89 |
28.89 |
28.89 |
28.89 |
+0.21 |
500 |
2,333 |
+500 |
| Total Volume and Open Interest |
234,929 |
636,447 |
+6,625 |
| Heating Oil(NYM) |
| Feb04 |
040112 |
99.60 |
101.70 |
98.75 |
100.77 |
-0.19 |
36,502 |
61,078 |
-6,014 |
| Mar04 |
040112 |
97.00 |
99.40 |
96.50 |
98.72 |
+0.31 |
22,619 |
38,153 |
+4,221 |
| Apr04 |
040112 |
91.10 |
92.90 |
91.00 |
92.57 |
+0.26 |
4,402 |
12,733 |
+1,385 |
| May04 |
040112 |
86.60 |
87.80 |
86.30 |
87.57 |
+0.21 |
2,052 |
7,557 |
+859 |
| Jun04 |
040112 |
83.20 |
84.27 |
83.20 |
84.27 |
+0.31 |
1,124 |
8,968 |
+243 |
| Jul04 |
040112 |
81.65 |
82.70 |
81.65 |
82.57 |
+0.36 |
636 |
5,057 |
-153 |
| Aug04 |
040112 |
82.07 |
82.07 |
82.07 |
82.07 |
+0.41 |
421 |
3,413 |
+277 |
| Sep04 |
040112 |
81.60 |
82.32 |
81.60 |
82.32 |
+0.46 |
15 |
2,047 |
+3 |
| Oct04 |
040112 |
82.77 |
82.77 |
82.77 |
82.77 |
+0.46 |
4 |
1,046 |
+2 |
| Nov04 |
040112 |
83.22 |
83.22 |
83.22 |
83.22 |
+0.46 |
1 |
1,422 |
+0 |
| Dec04 |
040112 |
83.50 |
83.67 |
83.50 |
83.67 |
+0.46 |
360 |
8,074 |
+277 |
| Jan05 |
040112 |
84.02 |
84.02 |
84.02 |
84.02 |
+0.46 |
200 |
1,959 |
+150 |
| Total Volume and Open Interest |
68,371 |
153,516 |
+1,285 |
| Unleaded Gas(NYM) |
| Feb04 |
040112 |
100.00 |
102.60 |
100.00 |
101.62 |
-0.75 |
28,180 |
53,990 |
-4,708 |
| Mar04 |
040112 |
100.50 |
102.60 |
100.20 |
101.82 |
-0.24 |
18,136 |
29,396 |
+3,527 |
| Apr04 |
040112 |
104.25 |
106.35 |
104.25 |
105.97 |
-0.03 |
5,143 |
15,586 |
+677 |
| May04 |
040112 |
103.20 |
104.75 |
103.20 |
104.72 |
+0.02 |
1,995 |
8,834 |
+296 |
| Jun04 |
040112 |
102.35 |
102.42 |
102.35 |
102.42 |
+0.07 |
710 |
5,383 |
+31 |
| Jul04 |
040112 |
99.50 |
99.57 |
99.45 |
99.57 |
+0.12 |
210 |
1,016 |
+185 |
| Aug04 |
040112 |
96.15 |
96.27 |
96.15 |
96.27 |
+0.12 |
366 |
1,293 |
+118 |
| Sep04 |
040112 |
91.10 |
92.37 |
91.10 |
92.37 |
+0.17 |
1,495 |
2,558 |
+566 |
| Oct04 |
040112 |
87.27 |
87.27 |
87.27 |
87.27 |
+0.22 |
1,330 |
1,431 |
+830 |
| Nov04 |
040112 |
84.62 |
84.62 |
84.62 |
84.62 |
+0.22 |
260 |
710 |
+260 |
| Dec04 |
040112 |
83.02 |
83.02 |
83.02 |
83.02 |
+0.27 |
655 |
715 |
+355 |
| Jan05 |
040112 |
82.32 |
82.32 |
82.32 |
82.32 |
+0.32 |
5 |
205 |
+5 |
| Total Volume and Open Interest |
58,485 |
121,117 |
+2,142 |
| Natural Gas(NYM) |
| Feb04 |
040112 |
6.680 |
7.030 |
6.570 |
6.906 |
-0.381 |
28,340 |
51,962 |
-2,520 |
| Mar04 |
040112 |
6.650 |
7.040 |
6.560 |
6.917 |
-0.276 |
18,571 |
37,918 |
+616 |
| Apr04 |
040112 |
5.600 |
5.930 |
5.600 |
5.867 |
-0.036 |
5,031 |
21,746 |
-253 |
| May04 |
040112 |
5.400 |
5.580 |
5.400 |
5.537 |
-0.026 |
4,141 |
23,833 |
-947 |
| Jun04 |
040112 |
5.400 |
5.530 |
5.400 |
5.507 |
-0.014 |
2,305 |
15,177 |
+160 |
| Jul04 |
040112 |
5.400 |
5.540 |
5.400 |
5.519 |
-0.014 |
656 |
14,281 |
-104 |
| Aug04 |
040112 |
5.400 |
5.550 |
5.400 |
5.531 |
-0.014 |
1,006 |
13,397 |
+272 |
| Sep04 |
040112 |
5.400 |
5.501 |
5.400 |
5.501 |
-0.014 |
771 |
12,147 |
+31 |
| Oct04 |
040112 |
5.420 |
5.520 |
5.420 |
5.511 |
-0.009 |
565 |
13,653 |
+28 |
| Nov04 |
040112 |
5.635 |
5.693 |
5.610 |
5.693 |
-0.007 |
508 |
9,679 |
-4 |
| Dec04 |
040112 |
5.800 |
5.868 |
5.780 |
5.868 |
+0.003 |
747 |
12,832 |
+108 |
| Jan05 |
040112 |
5.900 |
5.988 |
5.900 |
5.988 |
+0.008 |
756 |
10,855 |
-4 |
| Feb05 |
040112 |
5.910 |
5.945 |
5.905 |
5.945 |
+0.010 |
389 |
7,973 |
+62 |
| Mar05 |
040112 |
5.710 |
5.735 |
5.700 |
5.735 |
+0.020 |
154 |
8,160 |
+93 |
| Apr05 |
040112 |
5.070 |
5.095 |
5.060 |
5.095 |
+0.040 |
195 |
8,615 |
+3 |
| May05 |
040112 |
4.950 |
4.980 |
4.950 |
4.970 |
+0.040 |
138 |
3,979 |
-17 |
| Total Volume and Open Interest |
64,726 |
325,126 |
-2,450 |
| Brent Crude Oil(IPE) |
| Feb04 |
040112 |
31.60 |
31.78 |
30.88 |
31.76 |
+0.39 |
34,032 |
57,091 |
-7,509 |
| Mar04 |
040112 |
31.18 |
31.30 |
30.45 |
31.20 |
+0.24 |
42,624 |
90,885 |
+1,382 |
| Apr04 |
040112 |
30.99 |
31.00 |
30.20 |
30.85 |
+0.19 |
14,689 |
34,491 |
+4,929 |
| May04 |
040112 |
30.52 |
30.55 |
29.92 |
30.55 |
+0.21 |
3,847 |
14,849 |
+1,703 |
| Jun04 |
040112 |
30.32 |
30.32 |
29.72 |
30.27 |
+0.22 |
4,178 |
25,031 |
-568 |
| Jul04 |
040112 |
29.92 |
29.97 |
29.51 |
29.97 |
+0.24 |
1,663 |
8,808 |
-340 |
| Aug04 |
040112 |
29.40 |
29.66 |
29.40 |
29.66 |
+0.25 |
0 |
9,645 |
+0 |
| Sep04 |
040112 |
29.25 |
29.35 |
29.25 |
29.35 |
+0.26 |
613 |
9,681 |
-461 |
| Oct04 |
040112 |
28.69 |
29.06 |
28.69 |
29.06 |
+0.28 |
13 |
5,091 |
-213 |
| Nov04 |
040112 |
28.65 |
28.80 |
28.40 |
28.80 |
+0.29 |
26 |
5,292 |
-13 |
| Dec04 |
040112 |
28.50 |
28.57 |
28.05 |
28.57 |
+0.28 |
2,545 |
27,217 |
-548 |
| Jan05 |
040112 |
28.29 |
28.29 |
28.29 |
28.29 |
+0.28 |
0 |
1,420 |
+0 |
| Total Volume and Open Interest |
105,205 |
323,557 |
-1,338 |
| Gas Oil(IPE) |
| Jan04 |
040112 |
292.50 |
295.00 |
286.75 |
293.75 |
unch |
18,712 |
11,812 |
-12,833 |
| Feb04 |
040112 |
286.50 |
289.25 |
284.50 |
284.50 |
-2.00 |
29,815 |
54,717 |
-2,003 |
| Mar04 |
040112 |
282.00 |
282.00 |
271.75 |
278.25 |
-1.25 |
194 |
20,241 |
+1,218 |
| Apr04 |
040112 |
270.75 |
272.50 |
264.50 |
269.00 |
-0.75 |
1,755 |
8,870 |
-209 |
| May04 |
040112 |
261.50 |
263.00 |
255.25 |
260.50 |
unch |
1,627 |
6,831 |
+635 |
| Jun04 |
040112 |
255.50 |
257.50 |
249.50 |
255.00 |
+0.50 |
3,162 |
11,435 |
+605 |
| Jul04 |
040112 |
247.00 |
253.25 |
247.00 |
253.25 |
+0.50 |
10 |
4,265 |
-298 |
| Aug04 |
040112 |
252.00 |
252.00 |
252.00 |
252.00 |
+0.50 |
29 |
2,505 |
+25 |
| Sep04 |
040112 |
251.25 |
251.25 |
251.25 |
251.25 |
+1.00 |
216 |
4,097 |
+190 |
| Oct04 |
040112 |
250.50 |
250.50 |
250.50 |
250.50 |
+1.25 |
13 |
3,693 |
+0 |
| Total Volume and Open Interest |
56,508 |
152,324 |
-12,096 |
| US Dollar Index(NYBOT) |
| Mar04 |
040112 |
85.45 |
85.87 |
85.40 |
85.86 |
+0.47 |
1,728 |
21,026 |
-353 |
| Jun04 |
040112 |
85.85 |
86.28 |
85.85 |
86.28 |
+0.48 |
20 |
2,042 |
+3 |
| Sep04 |
040112 |
86.72 |
86.72 |
86.72 |
86.72 |
+0.48 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,748 |
23,072 |
-350 |
| Australian Dollar(CME) |
| Mar04 |
040112 |
77.12 |
77.45 |
76.91 |
77.15 |
+0.08 |
2,730 |
62,687 |
-725 |
| Jun04 |
040112 |
76.09 |
76.39 |
76.09 |
76.31 |
+0.08 |
91 |
620 |
+21 |
| Sep04 |
040112 |
75.75 |
75.75 |
75.47 |
75.47 |
+0.08 |
0 |
99 |
+0 |
| Total Volume and Open Interest |
2,826 |
63,446 |
-702 |
| British Pound(CME) |
| Mar04 |
040112 |
184.24 |
184.58 |
183.65 |
183.73 |
-0.03 |
6,167 |
61,326 |
-348 |
| Jun04 |
040112 |
182.30 |
182.37 |
182.30 |
182.37 |
-0.03 |
18 |
67 |
+16 |
| Sep04 |
040112 |
182.00 |
182.00 |
181.01 |
181.01 |
-0.03 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
6,189 |
61,759 |
-328 |
| Canadian Dollar(CME) |
| Mar04 |
040112 |
78.37 |
78.40 |
78.09 |
78.23 |
-0.17 |
6,914 |
77,112 |
+231 |
| Jun04 |
040112 |
78.10 |
78.10 |
77.90 |
78.01 |
-0.17 |
163 |
2,683 |
-8 |
| Sep04 |
040112 |
77.68 |
77.82 |
77.68 |
77.82 |
-0.17 |
7 |
1,410 |
+0 |
| Dec04 |
040112 |
77.48 |
77.72 |
77.48 |
77.63 |
-0.17 |
5 |
676 |
-3 |
| Total Volume and Open Interest |
7,094 |
81,945 |
+215 |
| Japanese Yen(CME) |
| Mar04 |
040112 |
94.06 |
94.17 |
93.86 |
93.92 |
-0.25 |
19,428 |
150,635 |
-845 |
| Jun04 |
040112 |
94.28 |
94.39 |
94.20 |
94.20 |
-0.26 |
3 |
7,452 |
+0 |
| Sep04 |
040112 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.26 |
4 |
52 |
+4 |
| Total Volume and Open Interest |
19,438 |
158,147 |
-839 |
| Swiss Franc(CME) |
| Mar04 |
040112 |
82.07 |
82.12 |
81.53 |
81.59 |
-0.41 |
3,405 |
48,714 |
-1,335 |
| Jun04 |
040112 |
82.15 |
82.15 |
81.75 |
81.75 |
-0.41 |
6 |
197 |
+6 |
| Sep04 |
040112 |
81.92 |
81.92 |
81.92 |
81.92 |
-0.41 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,411 |
49,013 |
-1,329 |
| EuroFX(CME) |
| Mar04 |
040112 |
127.97 |
128.02 |
127.23 |
127.29 |
-0.89 |
11,057 |
121,543 |
-7,923 |
| Jun04 |
040112 |
127.60 |
127.60 |
126.96 |
127.00 |
-0.89 |
190 |
885 |
-17 |
| Sep04 |
040112 |
127.47 |
127.47 |
126.73 |
126.73 |
-0.90 |
30 |
90 |
+8 |
| Total Volume and Open Interest |
11,285 |
122,704 |
-7,934 |
| Mexican Peso(CME) |
| Mar04 |
040112 |
9173.0 |
9208.0 |
9155.0 |
9193.0 |
+16.0 |
6,636 |
34,364 |
+2,124 |
| Jun04 |
040112 |
9050.0 |
9100.0 |
9050.0 |
9088.0 |
+16.0 |
124 |
417 |
-84 |
| Total Volume and Open Interest |
6,760 |
35,158 |
+2,040 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040112 |
111~13 |
112~00 |
110~31 |
111~10 |
+0~01 |
264,572 |
455,359 |
+19,705 |
| Jun04 |
040112 |
109~20 |
110~17 |
109~20 |
109~28 |
+0~01 |
1,247 |
15,159 |
+175 |
| Sep04 |
040112 |
108~19 |
108~19 |
108~16 |
108~16 |
unch |
16 |
212 |
+5 |
| Total Volume and Open Interest |
265,844 |
470,917 |
+19,888 |
| Municipal Bonds(CBOT) |
| Mar04 |
040112 |
104~11 |
104~26 |
104~10 |
104~15 |
unch |
424 |
2,294 |
+203 |
| Total Volume and Open Interest |
424 |
2,294 |
+203 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040112 |
113~295 |
114~120 |
113~215 |
113~310 |
+0~015 |
795,140 |
1,048,043 |
+42,036 |
| Jun04 |
040112 |
112~080 |
112~250 |
112~045 |
112~125 |
+0~015 |
7,969 |
29,915 |
+5,523 |
| Total Volume and Open Interest |
803,109 |
1,077,958 |
+47,559 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040112 |
112~215 |
113~020 |
112~205 |
112~260 |
+0~010 |
309,620 |
0 |
+0 |
| Jun04 |
040112 |
111~095 |
111~140 |
111~095 |
111~140 |
+0~020 |
5 |
0 |
+0 |
| Total Volume and Open Interest |
309,625 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar04 |
040112 |
107~052 |
107~067 |
107~051 |
107~057 |
+0~001 |
8,588 |
160,879 |
+5,361 |
| Total Volume and Open Interest |
8,588 |
160,879 |
+5,361 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040112 |
98.845 |
98.845 |
98.830 |
98.835 |
+0.005 |
241,495 |
835,463 |
-5,858 |
| Jun04 |
040112 |
98.715 |
98.750 |
98.705 |
98.725 |
+0.010 |
293,522 |
765,368 |
+13,845 |
| Sep04 |
040112 |
98.465 |
98.520 |
98.455 |
98.475 |
unch |
358,974 |
677,848 |
+56,562 |
| Dec04 |
040112 |
98.105 |
98.180 |
98.090 |
98.115 |
unch |
418,360 |
586,844 |
+28,413 |
| Mar05 |
040112 |
97.700 |
97.790 |
97.685 |
97.710 |
+0.005 |
205,619 |
379,410 |
+14,663 |
| Jun05 |
040112 |
97.290 |
97.380 |
97.270 |
97.305 |
+0.010 |
104,767 |
288,151 |
-10,980 |
| Sep05 |
040112 |
96.935 |
97.020 |
96.920 |
96.955 |
+0.015 |
56,201 |
230,827 |
+236 |
| Dec05 |
040112 |
96.630 |
96.720 |
96.610 |
96.655 |
+0.020 |
43,815 |
172,983 |
-2,013 |
| Mar06 |
040112 |
96.370 |
96.470 |
96.370 |
96.410 |
+0.030 |
18,420 |
149,898 |
+1,370 |
| Jun06 |
040112 |
96.120 |
96.245 |
96.120 |
96.175 |
+0.035 |
19,007 |
128,501 |
-2,228 |
| Sep06 |
040112 |
95.900 |
96.000 |
95.900 |
95.960 |
+0.040 |
13,871 |
108,530 |
+66 |
| Dec06 |
040112 |
95.675 |
95.790 |
95.675 |
95.740 |
+0.045 |
13,270 |
100,374 |
+458 |
| Total Volume and Open Interest |
1,836,778 |
5,057,519 |
+89,292 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040112 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
0 |
8,800 |
-416 |
| Jun04 |
040112 |
99.90 |
99.90 |
99.90 |
99.90 |
-0.01 |
50 |
9,332 |
-518 |
| Sep04 |
040112 |
99.87 |
99.88 |
99.87 |
99.88 |
unch |
16 |
11,824 |
+0 |
| Dec04 |
040112 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
44 |
4,217 |
+452 |
| Mar05 |
040112 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
105 |
3,280 |
+23 |
| Jun05 |
040112 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.02 |
0 |
941 |
+0 |
| Sep05 |
040112 |
99.54 |
99.55 |
99.54 |
99.54 |
+0.01 |
0 |
2,112 |
+20 |
| Dec05 |
040112 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.02 |
0 |
98 |
+0 |
| Mar06 |
040112 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
0 |
287 |
+0 |
| Jun06 |
040112 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
472 |
+0 |
| Total Volume and Open Interest |
215 |
42,237 |
-439 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040112 |
99.91 |
99.92 |
99.91 |
99.91 |
unch |
2,109 |
61,716 |
-1,403 |
| Jun04 |
040112 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
2,898 |
67,360 |
-2,350 |
| Sep04 |
040112 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
1,450 |
45,263 |
+399 |
| Dec04 |
040112 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.01 |
1,786 |
39,260 |
+414 |
| Mar05 |
040112 |
99.74 |
99.74 |
99.74 |
99.74 |
+0.02 |
1,588 |
20,664 |
+426 |
| Jun05 |
040112 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.02 |
163 |
16,664 |
+102 |
| Sep05 |
040112 |
99.57 |
99.57 |
99.55 |
99.55 |
unch |
270 |
13,642 |
+24 |
| Dec05 |
040112 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
106 |
3,244 |
+87 |
| Total Volume and Open Interest |
10,370 |
280,734 |
-2,301 |
| German Euro-Bund(EUREX) |
| Mar04 |
040112 |
114.60 |
114.76 |
114.32 |
114.65 |
+0.16 |
1,182,666 |
925,129 |
+46,928 |
| Jun04 |
040112 |
113.56 |
113.74 |
113.40 |
113.68 |
+0.16 |
1,207 |
5,392 |
+141 |
| Sep04 |
040112 |
113.40 |
113.40 |
113.40 |
113.40 |
+0.16 |
5,918 |
0 |
+0 |
| Total Volume and Open Interest |
1,189,791 |
930,521 |
+47,069 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040112 |
111.61 |
111.76 |
111.46 |
111.69 |
+0.07 |
727,420 |
691,846 |
-10,033 |
| Jun04 |
040112 |
110.89 |
110.92 |
110.82 |
110.92 |
+0.01 |
2,613 |
1,136 |
+1 |
| Sep04 |
040112 |
110.46 |
110.46 |
110.46 |
110.46 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
730,033 |
692,982 |
-10,032 |
| Long Gilt(LIFFE) |
| Mar04 |
040112 |
109~09 |
109~20 |
109~05 |
109~17 |
+0~07 |
50,013 |
163,120 |
-3,242 |
| Jun04 |
040112 |
108~26 |
109~04 |
108~26 |
109~04 |
+0~06 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
50,013 |
163,121 |
-3,242 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040112 |
95.84 |
95.87 |
95.82 |
95.85 |
+0.02 |
61,249 |
195,580 |
+5,506 |
| Jun04 |
040112 |
95.70 |
95.74 |
95.68 |
95.72 |
+0.02 |
86,572 |
202,330 |
+9,703 |
| Sep04 |
040112 |
95.56 |
95.61 |
95.54 |
95.59 |
+0.04 |
103,890 |
148,678 |
+16,183 |
| Total Volume and Open Interest |
347,476 |
962,095 |
+33,824 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040112 |
97.940 |
97.950 |
97.925 |
97.935 |
unch |
119,058 |
505,046 |
+1,951 |
| Jun04 |
040112 |
97.930 |
97.930 |
97.880 |
97.905 |
+0.005 |
182,661 |
464,130 |
+12,883 |
| Sep04 |
040112 |
97.800 |
97.800 |
97.740 |
97.780 |
+0.010 |
195,206 |
417,971 |
+13,094 |
| Total Volume and Open Interest |
918,033 |
2,454,427 |
+65,510 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040112 |
94.41 |
94.45 |
94.39 |
94.45 |
+0.14 |
11,813 |
204,156 |
+4,418 |
| Jun04 |
040112 |
94.34 |
94.38 |
94.31 |
94.38 |
+0.17 |
9,232 |
104,834 |
+4,187 |
| Sep04 |
040112 |
94.25 |
94.31 |
94.24 |
94.31 |
+0.18 |
4,067 |
41,199 |
+2,272 |
| Dec04 |
040112 |
94.19 |
94.24 |
94.19 |
94.24 |
+0.19 |
1,810 |
27,656 |
+249 |
| Mar05 |
040112 |
94.12 |
94.17 |
94.12 |
94.17 |
+0.20 |
61 |
17,816 |
-340 |
| Jun05 |
040112 |
94.09 |
94.12 |
94.09 |
94.12 |
+0.21 |
71 |
12,213 |
-229 |
| Sep05 |
040112 |
94.07 |
94.07 |
94.07 |
94.07 |
+0.22 |
161 |
5,814 |
-190 |
| Dec05 |
040112 |
94.02 |
94.02 |
94.02 |
94.02 |
+0.22 |
40 |
2,514 |
-40 |
| Mar06 |
040112 |
93.99 |
93.99 |
93.99 |
93.99 |
+0.23 |
10 |
781 |
+10 |
| Jun06 |
040112 |
93.94 |
93.94 |
93.94 |
93.94 |
+0.22 |
0 |
599 |
+0 |
| Total Volume and Open Interest |
27,265 |
417,994 |
+10,337 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040112 |
94.38 |
94.39 |
94.33 |
94.37 |
+0.21 |
8,173 |
153,091 |
+64 |
| Jun04 |
040112 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
8,173 |
153,091 |
+64 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040112 |
94.41 |
94.45 |
94.40 |
94.45 |
+0.19 |
23,757 |
346,649 |
+701 |
| Jun04 |
040112 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
23,757 |
346,649 |
+701 |
| Gold(CMX) |
| Feb04 |
040112 |
427.3 |
427.7 |
423.6 |
426.6 |
-0.2 |
48,253 |
198,650 |
-2,783 |
| Apr04 |
040112 |
428.8 |
428.9 |
424.8 |
427.6 |
-0.2 |
2,953 |
29,808 |
+262 |
| Jun04 |
040112 |
429.3 |
430.0 |
426.0 |
428.5 |
-0.2 |
1,293 |
21,122 |
+360 |
| Aug04 |
040112 |
429.0 |
429.6 |
427.8 |
429.4 |
-0.2 |
24 |
6,842 |
+10 |
| Oct04 |
040112 |
428.0 |
430.2 |
428.0 |
430.2 |
-0.3 |
0 |
1,010 |
+0 |
| Dec04 |
040112 |
432.3 |
432.3 |
428.0 |
431.0 |
-0.4 |
680 |
19,732 |
+238 |
| Total Volume and Open Interest |
53,284 |
300,227 |
-1,850 |
| Silver(CMX) |
| Mar04 |
040112 |
659.0 |
671.0 |
655.0 |
661.7 |
+12.0 |
18,965 |
89,182 |
+52 |
| May04 |
040112 |
666.0 |
672.0 |
657.0 |
662.7 |
+11.9 |
605 |
4,117 |
+59 |
| Jul04 |
040112 |
663.0 |
673.0 |
659.0 |
663.7 |
+11.9 |
313 |
3,635 |
+133 |
| Sep04 |
040112 |
660.5 |
672.0 |
660.5 |
664.2 |
+11.7 |
5 |
806 |
+3 |
| Dec04 |
040112 |
665.0 |
676.0 |
658.0 |
664.7 |
+11.5 |
770 |
10,945 |
+100 |
| Total Volume and Open Interest |
20,798 |
111,140 |
+388 |
| Platinum(NYM) |
| Jan04 |
040112 |
859.6 |
859.6 |
859.6 |
859.6 |
+4.6 |
23 |
235 |
-23 |
| Apr04 |
040112 |
848.0 |
854.0 |
843.0 |
850.1 |
+5.1 |
526 |
8,086 |
-189 |
| Jul04 |
040112 |
843.1 |
843.1 |
843.1 |
843.1 |
+5.1 |
30 |
130 |
+28 |
| Oct04 |
040112 |
838.6 |
838.6 |
838.6 |
838.6 |
+5.1 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
579 |
8,455 |
-184 |
| Palladium(NYME) |
| Mar04 |
040112 |
211.00 |
222.00 |
211.00 |
219.40 |
+10.85 |
664 |
7,397 |
+290 |
| Jun04 |
040112 |
216.00 |
223.00 |
215.90 |
219.90 |
+10.65 |
60 |
526 |
+13 |
| Total Volume and Open Interest |
726 |
7,955 |
+303 |
| Copper(CMX) |
| Mar04 |
040112 |
109.85 |
109.95 |
108.00 |
108.25 |
-2.10 |
6,624 |
74,564 |
-1,986 |
| May04 |
040112 |
109.40 |
109.40 |
107.70 |
107.95 |
-1.90 |
0 |
5,364 |
+245 |
| Jul04 |
040112 |
108.00 |
108.15 |
107.25 |
107.25 |
-1.90 |
326 |
3,692 |
+11 |
| Sep04 |
040112 |
107.50 |
107.50 |
106.50 |
106.50 |
-1.90 |
17 |
1,639 |
-3 |
| Dec04 |
040112 |
106.10 |
106.10 |
105.25 |
105.45 |
-1.85 |
47 |
2,665 |
+38 |
| Total Volume and Open Interest |
7,544 |
94,556 |
-1,788 |
| DJIA Index(CBOT) |
| Mar04 |
040112 |
10450 |
10484 |
10423 |
10479 |
+46 |
10,953 |
33,489 |
-5 |
| Jun04 |
040112 |
10430 |
10458 |
10415 |
10458 |
+45 |
72 |
402 |
+47 |
| Sep04 |
040112 |
10438 |
10438 |
10438 |
10438 |
+45 |
0 |
2 |
+0 |
| Dec04 |
040112 |
10418 |
10418 |
10418 |
10418 |
+45 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
11,025 |
33,897 |
+42 |
| S & P 500(CME) |
| Mar04 |
040112 |
1121.70 |
1128.50 |
1119.80 |
1128.30 |
+8.40 |
50,968 |
586,277 |
-5,016 |
| Jun04 |
040112 |
1121.50 |
1127.40 |
1121.00 |
1127.40 |
+8.40 |
5,173 |
16,481 |
+5,340 |
| Sep04 |
040112 |
1126.60 |
1126.60 |
1126.60 |
1126.60 |
+8.40 |
58 |
2,135 |
-46 |
| Dec04 |
040112 |
1126.10 |
1126.10 |
1126.10 |
1126.10 |
+8.40 |
0 |
80 |
+0 |
| Total Volume and Open Interest |
56,199 |
605,121 |
+278 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040112 |
1119.50 |
1128.50 |
1118.25 |
1128.25 |
+8.25 |
870,229 |
451,970 |
+7,709 |
| Jun04 |
040112 |
1118.00 |
1127.50 |
1118.00 |
1127.50 |
+8.50 |
220 |
462 |
+51 |
| Total Volume and Open Interest |
870,449 |
452,432 |
+7,760 |
| NASDAQ 100(CME) |
| Mar04 |
040112 |
1526.00 |
1545.00 |
1519.00 |
1544.50 |
+23.00 |
12,947 |
72,384 |
+327 |
| Jun04 |
040112 |
1529.00 |
1547.00 |
1529.00 |
1547.00 |
+23.00 |
0 |
52 |
+0 |
| Sep04 |
040112 |
1549.50 |
1549.50 |
1549.50 |
1549.50 |
+23.00 |
|
|
|
| Total Volume and Open Interest |
12,947 |
72,436 |
+327 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040112 |
1521.0 |
1545.5 |
1518.5 |
1544.5 |
+23.0 |
366,189 |
181,357 |
+4,107 |
| Jun04 |
040112 |
1528.5 |
1547.0 |
1524.5 |
1547.0 |
+23.0 |
61 |
592 |
+22 |
| Total Volume and Open Interest |
366,250 |
181,949 |
+4,129 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040112 |
585.75 |
589.00 |
584.00 |
588.75 |
+4.10 |
504 |
15,752 |
-36 |
| Jun04 |
040112 |
588.80 |
588.80 |
588.80 |
588.80 |
+4.10 |
0 |
1 |
+0 |
| Sep04 |
040112 |
588.80 |
588.80 |
588.80 |
588.80 |
+4.10 |
|
|
|
| Total Volume and Open Interest |
504 |
15,753 |
-36 |
| Russell 2000(CME) |
| Mar04 |
040112 |
577.50 |
585.00 |
574.75 |
585.00 |
+10.25 |
1,652 |
22,042 |
-414 |
| Jun04 |
040112 |
585.10 |
585.10 |
585.10 |
585.10 |
+10.25 |
|
|
|
| Sep04 |
040112 |
585.10 |
585.10 |
585.10 |
585.10 |
+10.25 |
|
|
|
| Total Volume and Open Interest |
1,652 |
22,042 |
-414 |
| Value Line(KCBT) |
| Mar04 |
040112 |
1575.00 |
1582.00 |
1575.00 |
1582.00 |
+12.00 |
6 |
42 |
-1 |
| Total Volume and Open Interest |
6 |
42 |
-1 |
| Nikkei 225(CME) |
| Mar04 |
040112 |
10910 |
10990 |
10900 |
10985 |
+95 |
3,898 |
28,611 |
+902 |
| Jun04 |
040112 |
10975 |
10975 |
10975 |
10975 |
+95 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
3,898 |
28,685 |
+902 |
| Nikkei 225(SIMEX) |
| Mar04 |
040109 |
10925 |
11020 |
10850 |
10925 |
+65 |
21,843 |
137,331 |
+1,389 |
| Jun04 |
040109 |
10885 |
10885 |
10885 |
10885 |
+65 |
6 |
303 |
+3 |
| Sep04 |
040109 |
10880 |
10880 |
10880 |
10880 |
+60 |
|
|
|
| Total Volume and Open Interest |
22,382 |
137,634 |
+916 |
| CAC 40(MATIF) |
| Jan04 |
040112 |
3567.0 |
3578.0 |
3562.5 |
3567.0 |
-16.5 |
6 |
151 |
-364,428 |
| Feb04 |
040112 |
3578.5 |
3580.0 |
3566.0 |
3573.5 |
-15.5 |
675 |
118,001 |
+117,843 |
| Mar04 |
040112 |
3514.0 |
3514.0 |
3513.5 |
3513.5 |
-16.0 |
0 |
8,275 |
-109,596 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040112 |
4012.0 |
4025.5 |
3996.0 |
4014.0 |
-18.5 |
109,455 |
269,446 |
+2,218 |
| Jun04 |
040112 |
4037.5 |
4045.0 |
4018.0 |
4034.5 |
-18.5 |
1,052 |
8,212 |
+85 |
| Sep04 |
040112 |
4044.5 |
4057.0 |
4044.5 |
4056.0 |
-18.5 |
740 |
833 |
+526 |
| Total Volume and Open Interest |
111,247 |
278,491 |
+2,829 |
| FT-SE 100(LIFFE) |
| Mar04 |
040112 |
4445.00 |
4454.00 |
4429.50 |
4433.50 |
-17.50 |
93,835 |
407,473 |
+5,684 |
| Jun04 |
040112 |
4455.00 |
4456.00 |
4442.50 |
4442.50 |
-17.50 |
1,091 |
12,036 |
+495 |
| Sep04 |
040112 |
4462.50 |
4463.50 |
4452.00 |
4452.00 |
-17.50 |
256 |
6,824 |
+256 |
| Total Volume and Open Interest |
95,432 |
426,708 |
+6,560 |
| SPI 200(SFE) |
| Mar04 |
040112 |
3285.0 |
3322.0 |
3284.0 |
3320.0 |
+16.0 |
7,847 |
156,506 |
+2,998 |
| Jun04 |
040112 |
3308.0 |
3333.0 |
3307.0 |
3333.0 |
+16.0 |
2 |
2,981 |
+0 |
| Sep04 |
040112 |
3341.0 |
3341.0 |
3341.0 |
3341.0 |
+16.0 |
0 |
1,464 |
+0 |
| Total Volume and Open Interest |
7,849 |
161,364 |
+2,998 |
| GSCI(CME) |
| Jan04 |
040112 |
271.20 |
277.70 |
271.00 |
276.95 |
-0.60 |
3,061 |
8,809 |
-2,739 |
| Feb04 |
040112 |
270.60 |
276.50 |
270.00 |
276.00 |
+0.10 |
3,124 |
5,557 |
+2,681 |
| Mar04 |
040112 |
268.50 |
268.50 |
268.50 |
268.50 |
+1.00 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
6,185 |
14,387 |
-58 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040112 |
266.00 |
271.00 |
266.00 |
268.00 |
+1.50 |
33 |
113 |
+8 |
| Apr04 |
040112 |
265.25 |
271.00 |
265.00 |
267.50 |
+1.50 |
52 |
669 |
+13 |
| Jun04 |
040112 |
269.00 |
269.00 |
266.50 |
266.50 |
+2.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
114 |
843 |
-14 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|