|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue January 13, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan04 |
040113 |
818.00 |
842.00 |
816.00 |
833.00 |
+16.50 |
1,536 |
1,864 |
-851 |
| Mar04 |
040113 |
824.00 |
849.00 |
822.50 |
839.00 |
+16.25 |
62,792 |
131,288 |
+6,212 |
| May04 |
040113 |
821.50 |
848.50 |
820.00 |
838.50 |
+18.50 |
17,217 |
59,498 |
+2,107 |
| Jul04 |
040113 |
810.00 |
837.00 |
809.00 |
829.25 |
+21.00 |
10,694 |
32,467 |
+1,657 |
| Aug04 |
040113 |
779.00 |
800.00 |
779.00 |
794.50 |
+16.00 |
1,424 |
6,786 |
+515 |
| Sep04 |
040113 |
725.00 |
745.00 |
725.00 |
737.00 |
+14.00 |
1,099 |
2,798 |
+100 |
| Nov04 |
040113 |
660.00 |
677.50 |
660.00 |
669.75 |
+9.75 |
4,758 |
19,128 |
+865 |
| Total Volume and Open Interest |
99,574 |
254,128 |
+10,609 |
| Soybean Meal(CBOT) |
| Jan04 |
040113 |
245.00 |
257.00 |
244.00 |
253.70 |
+9.90 |
928 |
1,023 |
-165 |
| Mar04 |
040113 |
246.60 |
259.00 |
246.30 |
255.40 |
+8.80 |
19,166 |
59,630 |
+150 |
| May04 |
040113 |
246.50 |
258.00 |
246.50 |
254.80 |
+8.50 |
10,298 |
52,620 |
+241 |
| Jul04 |
040113 |
243.00 |
254.00 |
242.30 |
250.80 |
+8.60 |
7,505 |
29,761 |
+1,664 |
| Aug04 |
040113 |
234.20 |
244.50 |
233.50 |
241.20 |
+7.70 |
2,081 |
8,552 |
+905 |
| Sep04 |
040113 |
222.00 |
229.50 |
220.70 |
226.70 |
+5.90 |
1,163 |
6,483 |
+498 |
| Oct04 |
040113 |
199.50 |
205.00 |
198.00 |
201.20 |
+2.70 |
1,097 |
5,706 |
+37 |
| Dec04 |
040113 |
197.00 |
202.50 |
194.50 |
199.20 |
+3.20 |
1,379 |
12,130 |
+160 |
| Total Volume and Open Interest |
43,619 |
176,844 |
+3,492 |
| Soybean Oil(CBOT) |
| Jan04 |
040113 |
29.95 |
30.30 |
29.90 |
30.30 |
+0.35 |
1,660 |
1,353 |
-705 |
| Mar04 |
040113 |
29.85 |
30.37 |
29.80 |
30.24 |
+0.34 |
20,289 |
87,442 |
+3,057 |
| May04 |
040113 |
29.65 |
30.19 |
29.62 |
30.07 |
+0.37 |
5,992 |
49,631 |
+1,279 |
| Jul04 |
040113 |
29.32 |
29.87 |
29.28 |
29.68 |
+0.34 |
4,973 |
37,614 |
-127 |
| Aug04 |
040113 |
28.85 |
29.15 |
28.85 |
29.12 |
+0.37 |
1,248 |
3,841 |
+260 |
| Sep04 |
040113 |
28.15 |
28.23 |
28.05 |
28.23 |
+0.16 |
924 |
3,721 |
-56 |
| Oct04 |
040113 |
26.80 |
26.80 |
26.60 |
26.72 |
+0.12 |
1,327 |
3,869 |
+27 |
| Dec04 |
040113 |
25.95 |
26.05 |
25.65 |
25.78 |
-0.12 |
1,643 |
10,355 |
+452 |
| Total Volume and Open Interest |
38,071 |
198,596 |
+4,202 |
| Canola(WCE) |
| Jan04 |
040113 |
373.0 |
373.0 |
373.0 |
373.0 |
+1.0 |
12 |
20 |
-2 |
| Mar04 |
040113 |
374.5 |
376.9 |
373.7 |
376.0 |
+0.7 |
7,136 |
29,296 |
+803 |
| May04 |
040113 |
379.9 |
382.4 |
379.0 |
381.4 |
+1.2 |
1,496 |
11,590 |
+1,014 |
| Jul04 |
040113 |
384.0 |
386.0 |
384.0 |
385.5 |
+0.3 |
431 |
4,663 |
+100 |
| Sep04 |
040113 |
343.0 |
343.0 |
343.0 |
343.0 |
unch |
|
|
|
| Total Volume and Open Interest |
9,776 |
54,008 |
+2,052 |
| Corn(CBOT) |
| Mar04 |
040113 |
268.00 |
270.25 |
264.50 |
268.50 |
+3.00 |
108,168 |
289,099 |
+16,328 |
| May04 |
040113 |
270.00 |
273.50 |
268.00 |
271.75 |
+4.00 |
25,306 |
80,263 |
+8,334 |
| Jul04 |
040113 |
271.00 |
276.25 |
270.25 |
274.25 |
+3.50 |
21,158 |
53,855 |
+4,107 |
| Sep04 |
040113 |
265.00 |
269.00 |
264.50 |
268.50 |
+5.00 |
956 |
9,151 |
+244 |
| Dec04 |
040113 |
262.25 |
266.00 |
260.50 |
265.00 |
+4.75 |
19,363 |
54,979 |
+8,363 |
| Mar05 |
040113 |
264.00 |
268.50 |
264.00 |
268.25 |
+4.25 |
1,110 |
3,753 |
+503 |
| Total Volume and Open Interest |
176,375 |
492,874 |
+38,056 |
| Wheat(CBOT) |
| Mar04 |
040113 |
404.00 |
405.50 |
390.50 |
392.00 |
-7.25 |
29,882 |
89,342 |
+4,570 |
| May04 |
040113 |
406.00 |
409.00 |
395.50 |
397.50 |
-5.00 |
3,097 |
14,464 |
+858 |
| Jul04 |
040113 |
400.00 |
400.50 |
389.50 |
392.00 |
-5.25 |
9,229 |
23,401 |
+2,697 |
| Sep04 |
040113 |
400.00 |
400.50 |
393.00 |
395.00 |
-3.75 |
451 |
1,133 |
+212 |
| Dec04 |
040113 |
408.00 |
410.00 |
399.00 |
401.00 |
-5.75 |
642 |
2,457 |
+435 |
| Total Volume and Open Interest |
43,324 |
130,929 |
+8,794 |
| Wheat(KCBT) |
| Mar04 |
040113 |
414.00 |
414.00 |
401.50 |
403.25 |
-6.50 |
9,468 |
45,376 |
+1,193 |
| May04 |
040113 |
412.00 |
412.00 |
401.50 |
403.00 |
-6.25 |
1,944 |
8,647 |
+343 |
| Jul04 |
040113 |
408.00 |
408.00 |
394.00 |
395.50 |
-5.00 |
3,829 |
8,923 |
+1,394 |
| Sep04 |
040113 |
404.00 |
405.00 |
396.00 |
398.00 |
-2.00 |
282 |
1,063 |
+258 |
| Dec04 |
040113 |
407.00 |
407.00 |
400.00 |
400.00 |
-5.00 |
325 |
707 |
+157 |
| Total Volume and Open Interest |
15,849 |
64,723 |
+3,346 |
| Wheat(MGE) |
| Mar04 |
040113 |
420.00 |
420.00 |
406.50 |
408.50 |
-3.75 |
2,886 |
22,114 |
-58 |
| May04 |
040113 |
413.50 |
413.50 |
403.50 |
405.25 |
-3.75 |
961 |
4,587 |
+222 |
| Jul04 |
040113 |
411.00 |
411.00 |
402.00 |
402.00 |
-4.00 |
136 |
1,161 |
+77 |
| Sep04 |
040113 |
400.00 |
400.00 |
394.50 |
395.00 |
-4.00 |
217 |
1,293 |
+81 |
| Dec04 |
040113 |
404.00 |
404.00 |
398.50 |
400.00 |
-3.50 |
282 |
555 |
+157 |
| Total Volume and Open Interest |
4,483 |
29,713 |
+480 |
| Oats(CBOT) |
| Mar04 |
040113 |
164.25 |
164.50 |
159.50 |
162.75 |
unch |
4,312 |
5,190 |
+644 |
| May04 |
040113 |
162.75 |
163.00 |
159.25 |
161.50 |
-0.75 |
363 |
870 |
+128 |
| Jul04 |
040113 |
162.50 |
163.25 |
159.75 |
161.00 |
unch |
130 |
176 |
+37 |
| Sep04 |
040113 |
153.50 |
153.50 |
153.50 |
153.50 |
+0.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,020 |
6,409 |
+912 |
| Rough Rice(CBOT) |
| Jan04 |
040113 |
8.20 |
8.34 |
8.20 |
8.34 |
-0.11 |
13 |
166 |
-268 |
| Mar04 |
040113 |
8.56 |
8.58 |
8.33 |
8.52 |
-0.15 |
1,244 |
6,296 |
-151 |
| May04 |
040113 |
8.66 |
8.71 |
8.57 |
8.66 |
-0.13 |
85 |
858 |
+44 |
| Jul04 |
040113 |
8.66 |
8.80 |
8.66 |
8.77 |
-0.12 |
62 |
587 |
+34 |
| Total Volume and Open Interest |
1,417 |
8,006 |
-333 |
| Live Cattle(CME) |
| Feb04 |
040113 |
75.250 |
75.450 |
74.400 |
74.850 |
+0.150 |
9,272 |
36,635 |
-2,375 |
| Apr04 |
040113 |
74.700 |
75.100 |
74.050 |
74.500 |
-0.025 |
6,975 |
27,629 |
+1,447 |
| Jun04 |
040113 |
71.100 |
71.450 |
70.525 |
70.750 |
-0.200 |
1,750 |
13,358 |
+338 |
| Aug04 |
040113 |
72.500 |
72.800 |
72.100 |
72.425 |
+0.175 |
1,287 |
7,133 |
+483 |
| Oct04 |
040113 |
75.625 |
75.950 |
75.300 |
75.700 |
+0.300 |
880 |
7,483 |
+229 |
| Dec04 |
040113 |
76.650 |
77.000 |
76.500 |
76.650 |
unch |
107 |
2,687 |
+53 |
| Total Volume and Open Interest |
20,397 |
96,150 |
+161 |
| Feeder Cattle(CME) |
| Jan04 |
040113 |
86.250 |
87.300 |
86.250 |
87.175 |
+1.175 |
878 |
2,609 |
-130 |
| Mar04 |
040113 |
83.300 |
84.175 |
82.400 |
82.450 |
-0.925 |
1,060 |
4,856 |
-50 |
| Apr04 |
040113 |
84.150 |
84.700 |
83.600 |
83.800 |
-0.200 |
305 |
1,362 |
-1 |
| May04 |
040113 |
84.950 |
85.550 |
84.100 |
84.675 |
-0.100 |
515 |
2,936 |
-197 |
| Aug04 |
040113 |
87.300 |
87.900 |
86.900 |
87.150 |
-0.150 |
313 |
1,521 |
+97 |
| Sep04 |
040113 |
87.000 |
87.150 |
86.750 |
87.000 |
unch |
23 |
260 |
-5 |
| Oct04 |
040113 |
87.350 |
87.350 |
86.800 |
87.050 |
-0.050 |
26 |
246 |
+3 |
| Total Volume and Open Interest |
3,120 |
13,841 |
-283 |
| Lean Hogs(CME) |
| Feb04 |
040113 |
51.900 |
52.750 |
51.850 |
52.425 |
+0.650 |
7,018 |
21,035 |
-1,016 |
| Apr04 |
040113 |
55.800 |
56.300 |
55.700 |
55.850 |
+0.150 |
5,490 |
13,766 |
+1,222 |
| May04 |
040113 |
58.450 |
58.700 |
58.200 |
58.675 |
+0.175 |
66 |
1,197 |
+22 |
| Jun04 |
040113 |
62.250 |
62.900 |
62.200 |
62.825 |
+0.575 |
1,136 |
5,157 |
+2 |
| Jul04 |
040113 |
59.800 |
60.400 |
59.800 |
60.400 |
+0.600 |
120 |
1,241 |
+78 |
| Aug04 |
040113 |
57.700 |
58.350 |
57.700 |
58.350 |
+0.650 |
48 |
872 |
+9 |
| Oct04 |
040113 |
51.300 |
51.400 |
51.150 |
51.300 |
+0.800 |
37 |
794 |
+30 |
| Dec04 |
040113 |
51.300 |
51.600 |
51.250 |
51.600 |
+0.600 |
39 |
303 |
+13 |
| Total Volume and Open Interest |
13,955 |
44,381 |
+360 |
| Pork Bellies(CME) |
| Feb04 |
040113 |
84.250 |
84.900 |
84.025 |
84.550 |
+0.625 |
473 |
1,548 |
-16 |
| Mar04 |
040113 |
84.300 |
85.100 |
84.300 |
84.650 |
+0.650 |
83 |
473 |
+12 |
| May04 |
040113 |
86.100 |
86.850 |
86.100 |
86.300 |
+0.275 |
25 |
233 |
+1 |
| Jul04 |
040113 |
87.500 |
88.150 |
87.500 |
88.150 |
+0.250 |
0 |
89 |
+0 |
| Aug04 |
040113 |
87.800 |
87.800 |
87.800 |
87.800 |
+0.400 |
1 |
12 |
+1 |
| Total Volume and Open Interest |
582 |
2,355 |
-2 |
| BFP Milk Class III(CME) |
| Jan04 |
040113 |
11.59 |
11.63 |
11.59 |
11.60 |
unch |
69 |
3,227 |
-124 |
| Feb04 |
040113 |
11.50 |
11.55 |
11.50 |
11.52 |
unch |
81 |
2,180 |
+27 |
| Mar04 |
040113 |
11.51 |
11.54 |
11.51 |
11.52 |
-0.03 |
34 |
1,969 |
+5 |
| Apr04 |
040113 |
11.62 |
11.62 |
11.59 |
11.59 |
-0.06 |
39 |
1,495 |
+13 |
| May04 |
040113 |
11.72 |
11.77 |
11.70 |
11.71 |
+0.01 |
43 |
1,550 |
+11 |
| Total Volume and Open Interest |
452 |
17,919 |
+36 |
| Cocoa(NYBOT) |
| Mar04 |
040113 |
1650 |
1685 |
1626 |
1641 |
-24 |
3,963 |
28,740 |
+401 |
| May04 |
040113 |
1653 |
1685 |
1632 |
1644 |
-26 |
979 |
13,192 |
+376 |
| Jul04 |
040113 |
1653 |
1682 |
1633 |
1648 |
-26 |
1,014 |
14,982 |
+285 |
| Sep04 |
040113 |
1660 |
1684 |
1647 |
1652 |
-27 |
421 |
7,056 |
-28 |
| Dec04 |
040113 |
1668 |
1685 |
1650 |
1655 |
-28 |
518 |
8,100 |
-134 |
| Mar05 |
040113 |
1685 |
1690 |
1659 |
1659 |
-30 |
209 |
4,210 |
-29 |
| May05 |
040113 |
1659 |
1659 |
1659 |
1659 |
-31 |
220 |
8,537 |
+100 |
| Total Volume and Open Interest |
7,324 |
92,486 |
+971 |
| Coffee "C"(NYBOT) |
| Mar04 |
040113 |
70.80 |
71.50 |
69.05 |
69.95 |
-0.85 |
13,534 |
54,305 |
+2,073 |
| May04 |
040113 |
72.20 |
73.00 |
70.80 |
71.65 |
-0.85 |
3,267 |
11,708 |
+499 |
| Jul04 |
040113 |
74.00 |
74.60 |
72.60 |
73.35 |
-0.85 |
762 |
5,913 |
+43 |
| Sep04 |
040113 |
75.80 |
76.10 |
74.10 |
75.05 |
-0.85 |
359 |
6,485 |
+12 |
| Dec04 |
040113 |
78.35 |
78.75 |
77.25 |
77.75 |
-0.85 |
265 |
4,061 |
+140 |
| Mar05 |
040113 |
80.90 |
81.15 |
80.00 |
80.45 |
-0.85 |
85 |
2,463 |
+85 |
| Total Volume and Open Interest |
18,275 |
85,328 |
+2,853 |
| Orange Juice(NYBOT) |
| Mar04 |
040113 |
64.75 |
64.90 |
64.05 |
64.05 |
-0.65 |
2,245 |
27,738 |
-488 |
| May04 |
040113 |
67.60 |
67.80 |
67.10 |
67.15 |
-0.55 |
354 |
6,413 |
+98 |
| Jul04 |
040113 |
70.40 |
70.50 |
69.85 |
69.85 |
-0.35 |
89 |
951 |
+65 |
| Sep04 |
040113 |
73.00 |
73.00 |
72.35 |
72.35 |
-0.35 |
11 |
527 |
+9 |
| Nov04 |
040113 |
74.95 |
75.00 |
74.85 |
74.85 |
-0.10 |
25 |
366 |
+24 |
| Total Volume and Open Interest |
2,724 |
36,083 |
-336 |
| Sugar #11(NYBOT) |
| Mar04 |
040113 |
5.98 |
5.99 |
5.85 |
5.98 |
+0.01 |
19,354 |
133,258 |
+312 |
| May04 |
040113 |
6.14 |
6.15 |
6.05 |
6.14 |
-0.01 |
4,890 |
34,285 |
-335 |
| Jul04 |
040113 |
6.10 |
6.14 |
6.05 |
6.14 |
+0.02 |
2,014 |
33,897 |
+407 |
| Oct04 |
040113 |
6.17 |
6.20 |
6.15 |
6.20 |
+0.01 |
860 |
20,663 |
-83 |
| Mar05 |
040113 |
6.35 |
6.37 |
6.33 |
6.37 |
unch |
516 |
9,226 |
+161 |
| Total Volume and Open Interest |
27,655 |
239,866 |
+460 |
| London Cocoa(LCE) |
| Mar04 |
040113 |
942 |
942 |
916 |
922 |
-16 |
4,246 |
58,671 |
+266 |
| May04 |
040113 |
954 |
957 |
933 |
937 |
-17 |
1,064 |
17,705 |
+483 |
| Jul04 |
040113 |
972 |
972 |
949 |
951 |
-16 |
281 |
23,802 |
+10 |
| Sep04 |
040113 |
979 |
983 |
964 |
964 |
-16 |
138 |
21,564 |
+6 |
| Dec04 |
040113 |
973 |
984 |
963 |
965 |
-16 |
245 |
38,544 |
-86 |
| Mar05 |
040113 |
981 |
991 |
970 |
972 |
-17 |
372 |
21,750 |
+75 |
| May05 |
040113 |
989 |
989 |
978 |
978 |
-20 |
5 |
2,674 |
-5 |
| Total Volume and Open Interest |
6,351 |
186,458 |
+749 |
| London Coffee(LCE) |
| Jan04 |
040113 |
820.00 |
830.00 |
816.00 |
816.00 |
-4.00 |
240 |
9,687 |
-244 |
| Mar04 |
040113 |
793.00 |
798.00 |
782.00 |
784.00 |
-6.00 |
8,250 |
59,314 |
+1,665 |
| May04 |
040113 |
803.00 |
806.00 |
792.00 |
792.00 |
-6.00 |
2,904 |
28,457 |
+0 |
| Jul04 |
040113 |
806.00 |
814.00 |
802.00 |
802.00 |
-5.00 |
515 |
13,798 |
-129 |
| Sep04 |
040113 |
814.00 |
822.00 |
811.00 |
812.00 |
-5.00 |
671 |
14,380 |
+112 |
| Nov04 |
040113 |
829.00 |
832.00 |
822.00 |
822.00 |
-5.00 |
603 |
8,582 |
+165 |
| Total Volume and Open Interest |
13,217 |
136,523 |
+1,603 |
| London Sugar(LCE) |
| Mar04 |
040113 |
190.70 |
191.10 |
188.20 |
190.90 |
+0.40 |
3,164 |
19,370 |
-244 |
| May04 |
040113 |
190.00 |
190.40 |
188.50 |
190.40 |
+0.40 |
1,213 |
10,378 |
-70 |
| Aug04 |
040113 |
187.10 |
187.30 |
185.40 |
187.20 |
+0.40 |
355 |
7,710 |
+20 |
| Oct04 |
040113 |
188.00 |
188.00 |
187.50 |
187.50 |
+0.50 |
34 |
4,536 |
+30 |
| Dec04 |
040113 |
190.00 |
190.00 |
190.00 |
190.00 |
+0.50 |
56 |
1,936 |
-50 |
| Total Volume and Open Interest |
5,081 |
45,586 |
-245 |
| Cotton(NYBOT) |
| Mar04 |
040113 |
73.90 |
74.40 |
73.80 |
74.31 |
+0.05 |
7,221 |
62,463 |
-300 |
| May04 |
040113 |
75.20 |
75.60 |
75.09 |
75.55 |
+0.15 |
1,859 |
15,284 |
+482 |
| Jul04 |
040113 |
76.20 |
76.40 |
76.05 |
76.35 |
unch |
602 |
6,775 |
+181 |
| Oct04 |
040113 |
68.00 |
68.45 |
68.00 |
68.00 |
+0.20 |
103 |
416 |
+69 |
| Dec04 |
040113 |
68.50 |
68.80 |
68.40 |
68.77 |
+0.32 |
341 |
4,989 |
+137 |
| Mar05 |
040113 |
70.30 |
70.70 |
70.30 |
70.70 |
+0.30 |
25 |
784 |
+1 |
| Total Volume and Open Interest |
10,151 |
91,240 |
+570 |
| Lumber(CME) |
| Jan04 |
040113 |
322.6 |
324.0 |
316.2 |
323.1 |
-4.8 |
220 |
361 |
+24 |
| Mar04 |
040113 |
320.1 |
325.0 |
320.1 |
322.2 |
-7.9 |
663 |
1,835 |
+2 |
| May04 |
040113 |
335.0 |
335.0 |
330.2 |
330.2 |
-10.0 |
186 |
325 |
+46 |
| Jul04 |
040113 |
338.1 |
338.1 |
336.5 |
336.5 |
-8.4 |
15 |
116 |
+3 |
| Total Volume and Open Interest |
1,088 |
2,659 |
+79 |
| Crude Oil(NYM) |
| Feb04 |
040113 |
34.90 |
35.20 |
34.34 |
34.43 |
-0.29 |
99,677 |
119,389 |
-14,987 |
| Mar04 |
040113 |
34.58 |
34.70 |
33.93 |
34.01 |
-0.39 |
68,651 |
145,073 |
+18,020 |
| Apr04 |
040113 |
34.10 |
34.20 |
33.40 |
33.52 |
-0.37 |
12,185 |
48,836 |
+1,059 |
| May04 |
040113 |
33.15 |
33.40 |
32.90 |
32.94 |
-0.35 |
2,613 |
30,104 |
+290 |
| Jun04 |
040113 |
32.85 |
32.87 |
32.30 |
32.36 |
-0.33 |
4,945 |
38,050 |
+987 |
| Jul04 |
040113 |
32.20 |
32.20 |
31.79 |
31.79 |
-0.31 |
1,686 |
27,299 |
+926 |
| Aug04 |
040113 |
31.60 |
31.60 |
31.27 |
31.27 |
-0.29 |
309 |
15,185 |
-9 |
| Sep04 |
040113 |
31.10 |
31.10 |
30.82 |
30.82 |
-0.27 |
734 |
25,438 |
+335 |
| Oct04 |
040113 |
30.70 |
30.70 |
30.44 |
30.44 |
-0.25 |
880 |
18,011 |
+108 |
| Nov04 |
040113 |
30.40 |
30.43 |
30.14 |
30.14 |
-0.24 |
360 |
12,593 |
+34 |
| Dec04 |
040113 |
30.10 |
30.20 |
29.85 |
29.90 |
-0.23 |
2,197 |
47,176 |
+55 |
| Jan05 |
040113 |
29.78 |
29.85 |
29.62 |
29.62 |
-0.22 |
42 |
14,110 |
+10 |
| Feb05 |
040113 |
29.37 |
29.37 |
29.37 |
29.37 |
-0.22 |
0 |
4,924 |
+0 |
| Mar05 |
040113 |
29.25 |
29.27 |
29.12 |
29.12 |
-0.22 |
250 |
4,649 |
+250 |
| Apr05 |
040113 |
28.91 |
28.91 |
28.91 |
28.91 |
-0.20 |
0 |
2,596 |
+0 |
| May05 |
040113 |
28.71 |
28.71 |
28.71 |
28.71 |
-0.18 |
0 |
2,333 |
+0 |
| Total Volume and Open Interest |
200,237 |
644,478 |
+8,031 |
| Heating Oil(NYM) |
| Feb04 |
040113 |
101.50 |
101.50 |
98.75 |
98.92 |
-1.85 |
34,689 |
54,521 |
-6,557 |
| Mar04 |
040113 |
99.50 |
99.50 |
96.80 |
97.11 |
-1.61 |
21,310 |
44,816 |
+6,663 |
| Apr04 |
040113 |
92.50 |
92.70 |
91.30 |
91.41 |
-1.16 |
4,609 |
13,435 |
+702 |
| May04 |
040113 |
87.40 |
87.70 |
86.66 |
86.66 |
-0.91 |
1,848 |
7,829 |
+272 |
| Jun04 |
040113 |
84.00 |
84.25 |
83.51 |
83.51 |
-0.76 |
1,200 |
8,911 |
-57 |
| Jul04 |
040113 |
81.86 |
81.86 |
81.86 |
81.86 |
-0.71 |
683 |
5,496 |
+439 |
| Aug04 |
040113 |
82.10 |
82.80 |
81.41 |
81.41 |
-0.66 |
122 |
3,442 |
+29 |
| Sep04 |
040113 |
82.00 |
82.00 |
81.71 |
81.71 |
-0.61 |
55 |
2,068 |
+21 |
| Oct04 |
040113 |
82.21 |
82.21 |
82.21 |
82.21 |
-0.56 |
0 |
1,046 |
+0 |
| Nov04 |
040113 |
82.66 |
82.66 |
82.66 |
82.66 |
-0.56 |
46 |
1,417 |
-5 |
| Dec04 |
040113 |
83.80 |
83.80 |
83.11 |
83.11 |
-0.56 |
574 |
8,079 |
+5 |
| Jan05 |
040113 |
83.46 |
83.46 |
83.46 |
83.46 |
-0.56 |
21 |
1,940 |
-19 |
| Total Volume and Open Interest |
65,157 |
155,009 |
+1,493 |
| Unleaded Gas(NYM) |
| Feb04 |
040113 |
102.30 |
102.45 |
99.60 |
99.77 |
-1.85 |
27,438 |
49,154 |
-4,836 |
| Mar04 |
040113 |
102.55 |
102.55 |
99.80 |
100.01 |
-1.81 |
17,438 |
33,910 |
+4,514 |
| Apr04 |
040113 |
106.20 |
106.20 |
104.10 |
104.45 |
-1.52 |
3,328 |
16,251 |
+665 |
| May04 |
040113 |
104.70 |
105.00 |
103.40 |
103.40 |
-1.32 |
563 |
9,093 |
+259 |
| Jun04 |
040113 |
102.00 |
102.00 |
101.25 |
101.25 |
-1.17 |
499 |
5,173 |
-210 |
| Jul04 |
040113 |
98.50 |
98.50 |
98.50 |
98.50 |
-1.07 |
608 |
1,385 |
+369 |
| Aug04 |
040113 |
97.00 |
97.00 |
95.30 |
95.30 |
-0.97 |
140 |
1,366 |
+73 |
| Sep04 |
040113 |
92.80 |
92.80 |
91.50 |
91.50 |
-0.87 |
501 |
2,587 |
+29 |
| Oct04 |
040113 |
87.30 |
87.30 |
86.40 |
86.40 |
-0.87 |
125 |
1,481 |
+50 |
| Nov04 |
040113 |
83.80 |
83.80 |
83.80 |
83.80 |
-0.82 |
50 |
760 |
+50 |
| Dec04 |
040113 |
82.25 |
82.25 |
82.25 |
82.25 |
-0.77 |
75 |
745 |
+30 |
| Jan05 |
040113 |
81.55 |
81.55 |
81.55 |
81.55 |
-0.77 |
0 |
205 |
+0 |
| Total Volume and Open Interest |
50,765 |
122,110 |
+993 |
| Natural Gas(NYM) |
| Feb04 |
040113 |
6.700 |
6.760 |
6.300 |
6.329 |
-0.577 |
38,330 |
47,088 |
-4,874 |
| Mar04 |
040113 |
6.750 |
6.770 |
6.370 |
6.397 |
-0.520 |
26,345 |
41,899 |
+3,981 |
| Apr04 |
040113 |
5.800 |
5.840 |
5.600 |
5.607 |
-0.260 |
7,401 |
22,245 |
+499 |
| May04 |
040113 |
5.510 |
5.520 |
5.377 |
5.377 |
-0.160 |
4,202 |
23,670 |
-163 |
| Jun04 |
040113 |
5.500 |
5.500 |
5.350 |
5.367 |
-0.140 |
1,805 |
15,167 |
-10 |
| Jul04 |
040113 |
5.520 |
5.520 |
5.387 |
5.387 |
-0.132 |
1,258 |
14,538 |
+257 |
| Aug04 |
040113 |
5.520 |
5.540 |
5.407 |
5.407 |
-0.124 |
1,457 |
13,604 |
+207 |
| Sep04 |
040113 |
5.480 |
5.490 |
5.387 |
5.387 |
-0.114 |
799 |
12,368 |
+221 |
| Oct04 |
040113 |
5.500 |
5.500 |
5.407 |
5.407 |
-0.104 |
1,519 |
13,767 |
+114 |
| Nov04 |
040113 |
5.700 |
5.700 |
5.607 |
5.607 |
-0.086 |
686 |
9,740 |
+61 |
| Dec04 |
040113 |
5.880 |
5.880 |
5.782 |
5.782 |
-0.086 |
953 |
12,802 |
-30 |
| Jan05 |
040113 |
6.000 |
6.000 |
5.912 |
5.912 |
-0.076 |
944 |
11,030 |
+175 |
| Feb05 |
040113 |
5.950 |
5.950 |
5.872 |
5.872 |
-0.073 |
413 |
7,996 |
+23 |
| Mar05 |
040113 |
5.740 |
5.740 |
5.662 |
5.662 |
-0.073 |
465 |
8,397 |
+237 |
| Apr05 |
040113 |
5.060 |
5.070 |
5.060 |
5.062 |
-0.033 |
231 |
8,589 |
-26 |
| May05 |
040113 |
4.950 |
4.955 |
4.942 |
4.942 |
-0.028 |
42 |
3,984 |
+5 |
| Total Volume and Open Interest |
87,342 |
325,800 |
+674 |
| Brent Crude Oil(IPE) |
| Feb04 |
040113 |
32.00 |
32.10 |
31.32 |
31.37 |
-0.39 |
36,340 |
46,786 |
-10,305 |
| Mar04 |
040113 |
31.45 |
31.54 |
30.80 |
30.85 |
-0.35 |
56,643 |
95,203 |
+4,318 |
| Apr04 |
040113 |
31.16 |
31.18 |
30.50 |
30.52 |
-0.33 |
16,030 |
40,947 |
+6,456 |
| May04 |
040113 |
30.77 |
30.83 |
30.22 |
30.22 |
-0.33 |
2,536 |
15,319 |
+470 |
| Jun04 |
040113 |
30.40 |
30.55 |
29.92 |
29.92 |
-0.35 |
2,080 |
25,533 |
+502 |
| Jul04 |
040113 |
30.12 |
30.20 |
29.61 |
29.61 |
-0.36 |
1,065 |
9,008 |
+200 |
| Aug04 |
040113 |
29.77 |
29.77 |
29.29 |
29.29 |
-0.37 |
350 |
9,635 |
-10 |
| Sep04 |
040113 |
29.45 |
29.45 |
28.98 |
28.98 |
-0.37 |
350 |
9,805 |
+124 |
| Oct04 |
040113 |
28.67 |
28.67 |
28.67 |
28.67 |
-0.39 |
500 |
5,136 |
+45 |
| Nov04 |
040113 |
28.81 |
28.81 |
28.40 |
28.40 |
-0.40 |
783 |
5,475 |
+183 |
| Dec04 |
040113 |
28.57 |
28.70 |
28.17 |
28.17 |
-0.40 |
1,547 |
27,687 |
+470 |
| Jan05 |
040113 |
28.25 |
28.37 |
27.89 |
27.89 |
-0.40 |
0 |
1,420 |
+0 |
| Mar05 |
040113 |
27.80 |
27.80 |
27.33 |
27.33 |
-0.40 |
0 |
3,865 |
+0 |
| Total Volume and Open Interest |
120,124 |
325,185 |
+1,628 |
| Gas Oil(IPE) |
| Feb04 |
040113 |
288.00 |
288.75 |
280.00 |
282.75 |
-1.75 |
1,371 |
55,126 |
+409 |
| Mar04 |
040113 |
281.50 |
282.25 |
277.50 |
278.00 |
-0.25 |
8,061 |
22,309 |
+2,068 |
| Apr04 |
040113 |
272.50 |
272.50 |
269.00 |
269.50 |
+0.50 |
3,344 |
8,357 |
-513 |
| May04 |
040113 |
263.50 |
263.50 |
260.50 |
261.00 |
+0.50 |
2,904 |
8,232 |
+1,401 |
| Jun04 |
040113 |
257.00 |
257.25 |
255.25 |
256.00 |
+1.00 |
3,153 |
11,275 |
-160 |
| Jul04 |
040113 |
254.50 |
254.50 |
253.75 |
254.50 |
+1.25 |
2 |
4,264 |
-1 |
| Aug04 |
040113 |
253.25 |
253.25 |
253.25 |
253.25 |
+1.25 |
0 |
2,505 |
+0 |
| Sep04 |
040113 |
252.25 |
252.25 |
252.25 |
252.25 |
+1.00 |
0 |
4,097 |
+0 |
| Oct04 |
040113 |
251.50 |
251.50 |
250.75 |
251.25 |
+0.75 |
0 |
3,693 |
+0 |
| Nov04 |
040113 |
250.25 |
250.25 |
250.25 |
250.25 |
+0.75 |
50 |
2,683 |
+0 |
| Total Volume and Open Interest |
37,592 |
143,766 |
-8,558 |
| US Dollar Index(NYBOT) |
| Mar04 |
040113 |
85.94 |
85.99 |
85.53 |
85.78 |
-0.08 |
1,461 |
20,681 |
-345 |
| Jun04 |
040113 |
86.05 |
86.29 |
86.05 |
86.19 |
-0.09 |
15 |
2,044 |
+2 |
| Sep04 |
040113 |
86.63 |
86.63 |
86.63 |
86.63 |
-0.09 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,476 |
22,729 |
-343 |
| Australian Dollar(CME) |
| Mar04 |
040113 |
77.40 |
77.55 |
77.15 |
77.17 |
+0.02 |
2,031 |
62,004 |
-683 |
| Jun04 |
040113 |
76.60 |
76.70 |
76.30 |
76.33 |
+0.02 |
139 |
650 |
+30 |
| Sep04 |
040113 |
75.70 |
75.70 |
75.49 |
75.49 |
+0.02 |
1 |
100 |
+1 |
| Total Volume and Open Interest |
2,175 |
62,795 |
-651 |
| British Pound(CME) |
| Mar04 |
040113 |
184.15 |
184.45 |
183.10 |
183.34 |
-0.39 |
5,901 |
62,972 |
+1,646 |
| Jun04 |
040113 |
182.15 |
182.15 |
181.98 |
181.98 |
-0.39 |
2 |
73 |
+6 |
| Sep04 |
040113 |
180.62 |
180.62 |
180.62 |
180.62 |
-0.39 |
1 |
11 |
+1 |
| Total Volume and Open Interest |
5,909 |
63,409 |
+1,650 |
| Canadian Dollar(CME) |
| Mar04 |
040113 |
78.32 |
78.60 |
78.26 |
78.42 |
+0.19 |
3,424 |
76,040 |
-1,072 |
| Jun04 |
040113 |
78.16 |
78.30 |
78.13 |
78.20 |
+0.19 |
35 |
2,696 |
+13 |
| Sep04 |
040113 |
78.10 |
78.10 |
78.00 |
78.01 |
+0.19 |
7 |
1,411 |
+1 |
| Dec04 |
040113 |
77.70 |
77.95 |
77.70 |
77.82 |
+0.19 |
42 |
673 |
-3 |
| Total Volume and Open Interest |
3,513 |
80,888 |
-1,057 |
| Japanese Yen(CME) |
| Mar04 |
040113 |
94.19 |
94.44 |
94.13 |
94.31 |
+0.39 |
5,899 |
147,018 |
-3,617 |
| Jun04 |
040113 |
94.62 |
94.62 |
94.55 |
94.59 |
+0.39 |
63 |
7,521 |
+69 |
| Sep04 |
040113 |
95.00 |
95.00 |
94.89 |
94.89 |
+0.39 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
5,968 |
154,602 |
-3,545 |
| Swiss Franc(CME) |
| Mar04 |
040113 |
81.82 |
82.06 |
81.50 |
81.89 |
+0.30 |
3,703 |
47,226 |
-1,488 |
| Jun04 |
040113 |
82.05 |
82.05 |
82.05 |
82.05 |
+0.30 |
5 |
198 |
+1 |
| Sep04 |
040113 |
82.22 |
82.22 |
82.22 |
82.22 |
+0.30 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,710 |
47,528 |
-1,485 |
| EuroFX(CME) |
| Mar04 |
040113 |
127.37 |
127.69 |
126.90 |
127.28 |
-0.01 |
11,984 |
126,608 |
+5,065 |
| Jun04 |
040113 |
127.20 |
127.28 |
126.72 |
126.99 |
-0.01 |
99 |
919 |
+34 |
| Sep04 |
040113 |
126.88 |
126.88 |
126.72 |
126.72 |
-0.01 |
57 |
145 |
+55 |
| Total Volume and Open Interest |
12,140 |
127,858 |
+5,154 |
| Mexican Peso(CME) |
| Mar04 |
040113 |
9207.0 |
9230.0 |
9120.0 |
9127.0 |
-65.0 |
6,518 |
38,119 |
+3,755 |
| Jun04 |
040113 |
9115.0 |
9125.0 |
9022.0 |
9022.0 |
-65.0 |
42 |
437 |
+20 |
| Total Volume and Open Interest |
6,585 |
38,958 |
+3,800 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040113 |
111~07 |
112~05 |
110~30 |
111~26 |
+0~16 |
246,910 |
467,537 |
+12,178 |
| Jun04 |
040113 |
109~20 |
110~12 |
109~16 |
110~12 |
+0~16 |
1,792 |
15,469 |
+310 |
| Sep04 |
040113 |
109~00 |
109~00 |
109~00 |
109~00 |
+0~16 |
18 |
209 |
-3 |
| Total Volume and Open Interest |
248,726 |
483,402 |
+12,485 |
| Municipal Bonds(CBOT) |
| Mar04 |
040113 |
104~11 |
104~26 |
104~06 |
104~23 |
+0~08 |
127 |
2,306 |
+12 |
| Total Volume and Open Interest |
127 |
2,306 |
+12 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040113 |
113~290 |
114~195 |
113~225 |
114~140 |
+0~150 |
659,034 |
1,058,229 |
+10,186 |
| Jun04 |
040113 |
112~085 |
112~280 |
112~065 |
112~275 |
+0~150 |
7,116 |
37,149 |
+7,234 |
| Total Volume and Open Interest |
666,150 |
1,095,378 |
+17,420 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040113 |
112~240 |
113~060 |
112~215 |
113~050 |
+0~110 |
223,902 |
0 |
+0 |
| Jun04 |
040113 |
111~130 |
111~250 |
111~130 |
111~250 |
+0~110 |
23 |
0 |
+0 |
| Total Volume and Open Interest |
223,925 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar04 |
040113 |
107~053 |
107~072 |
107~052 |
107~070 |
+0~014 |
9,068 |
163,539 |
+2,660 |
| Total Volume and Open Interest |
9,068 |
163,539 |
+2,660 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040113 |
98.840 |
98.845 |
98.835 |
98.840 |
+0.005 |
140,094 |
808,920 |
-26,543 |
| Jun04 |
040113 |
98.720 |
98.750 |
98.720 |
98.745 |
+0.020 |
161,531 |
771,459 |
+6,091 |
| Sep04 |
040113 |
98.465 |
98.525 |
98.460 |
98.520 |
+0.045 |
245,290 |
699,210 |
+21,362 |
| Dec04 |
040113 |
98.100 |
98.180 |
98.095 |
98.175 |
+0.060 |
228,692 |
592,522 |
+5,678 |
| Mar05 |
040113 |
97.700 |
97.790 |
97.700 |
97.785 |
+0.075 |
142,101 |
386,288 |
+6,878 |
| Jun05 |
040113 |
97.290 |
97.390 |
97.290 |
97.385 |
+0.080 |
58,348 |
296,045 |
+7,894 |
| Sep05 |
040113 |
96.935 |
97.045 |
96.935 |
97.040 |
+0.085 |
42,227 |
233,933 |
+3,106 |
| Dec05 |
040113 |
96.640 |
96.745 |
96.635 |
96.740 |
+0.085 |
33,340 |
176,104 |
+3,121 |
| Mar06 |
040113 |
96.400 |
96.495 |
96.390 |
96.495 |
+0.085 |
27,288 |
148,759 |
-1,139 |
| Jun06 |
040113 |
96.175 |
96.265 |
96.160 |
96.265 |
+0.090 |
13,555 |
126,590 |
-1,911 |
| Sep06 |
040113 |
95.950 |
96.050 |
95.950 |
96.050 |
+0.090 |
15,614 |
109,905 |
+1,375 |
| Dec06 |
040113 |
95.730 |
95.840 |
95.725 |
95.835 |
+0.095 |
14,793 |
97,210 |
-3,164 |
| Total Volume and Open Interest |
1,192,372 |
5,075,468 |
+17,949 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040113 |
99.91 |
99.92 |
99.91 |
99.91 |
-0.01 |
522 |
9,322 |
+522 |
| Jun04 |
040113 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
4 |
9,327 |
-5 |
| Sep04 |
040113 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
460 |
11,911 |
+87 |
| Dec04 |
040113 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
541 |
4,758 |
+541 |
| Mar05 |
040113 |
99.74 |
99.75 |
99.74 |
99.75 |
+0.01 |
728 |
3,998 |
+718 |
| Jun05 |
040113 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.02 |
102 |
1,027 |
+86 |
| Sep05 |
040113 |
99.57 |
99.57 |
99.56 |
99.56 |
+0.01 |
105 |
2,119 |
+7 |
| Dec05 |
040113 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.03 |
0 |
98 |
+0 |
| Mar06 |
040113 |
99.20 |
99.21 |
99.20 |
99.21 |
+0.04 |
0 |
287 |
+0 |
| Jun06 |
040113 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
472 |
+0 |
| Total Volume and Open Interest |
2,462 |
44,193 |
+1,956 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040113 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.01 |
389 |
62,013 |
+297 |
| Jun04 |
040113 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.01 |
172 |
67,430 |
+70 |
| Sep04 |
040113 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.01 |
20 |
45,276 |
+13 |
| Dec04 |
040113 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
316 |
39,184 |
-76 |
| Mar05 |
040113 |
99.73 |
99.75 |
99.73 |
99.74 |
unch |
0 |
20,659 |
-5 |
| Jun05 |
040113 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
16,463 |
-201 |
| Sep05 |
040113 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.01 |
40 |
13,471 |
-171 |
| Dec05 |
040113 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
0 |
3,244 |
+0 |
| Total Volume and Open Interest |
937 |
280,661 |
-73 |
| German Euro-Bund(EUREX) |
| Mar04 |
040113 |
114.60 |
114.60 |
114.37 |
114.51 |
-0.14 |
885,348 |
938,179 |
+13,050 |
| Jun04 |
040113 |
113.59 |
113.59 |
113.41 |
113.52 |
-0.16 |
283 |
5,504 |
+112 |
| Sep04 |
040113 |
113.31 |
113.31 |
113.31 |
113.31 |
-0.09 |
3,900 |
0 |
+0 |
| Total Volume and Open Interest |
889,531 |
943,683 |
+13,162 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040113 |
111.64 |
111.65 |
111.50 |
111.59 |
-0.10 |
616,827 |
714,071 |
+22,225 |
| Jun04 |
040113 |
110.74 |
110.82 |
110.74 |
110.82 |
-0.10 |
3,593 |
1,131 |
-5 |
| Sep04 |
040113 |
110.36 |
110.36 |
110.36 |
110.36 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
620,420 |
715,202 |
+22,220 |
| Long Gilt(LIFFE) |
| Mar04 |
040113 |
109~13 |
109~19 |
109~11 |
109~16 |
-0~01 |
30,023 |
165,643 |
+2,523 |
| Jun04 |
040113 |
109~03 |
109~03 |
109~03 |
109~03 |
-0~01 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
30,024 |
165,644 |
+2,523 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040113 |
95.84 |
95.88 |
95.83 |
95.86 |
+0.01 |
40,200 |
195,166 |
-414 |
| Jun04 |
040113 |
95.70 |
95.75 |
95.69 |
95.73 |
+0.01 |
61,595 |
202,538 |
+208 |
| Sep04 |
040113 |
95.58 |
95.63 |
95.56 |
95.61 |
+0.02 |
68,156 |
164,424 |
+15,746 |
| Total Volume and Open Interest |
222,571 |
976,297 |
+14,202 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040113 |
97.930 |
97.930 |
97.920 |
97.925 |
-0.010 |
69,724 |
505,063 |
+17 |
| Jun04 |
040113 |
97.890 |
97.895 |
97.875 |
97.890 |
-0.015 |
110,637 |
446,389 |
-17,741 |
| Sep04 |
040113 |
97.760 |
97.765 |
97.730 |
97.755 |
-0.025 |
120,697 |
424,696 |
+6,725 |
| Total Volume and Open Interest |
655,968 |
2,467,392 |
+12,965 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040113 |
94.44 |
94.47 |
94.43 |
94.46 |
+0.01 |
55,781 |
234,104 |
+29,948 |
| Jun04 |
040113 |
94.38 |
94.39 |
94.36 |
94.39 |
+0.01 |
22,961 |
116,918 |
+12,084 |
| Sep04 |
040113 |
94.32 |
94.32 |
94.29 |
94.31 |
unch |
2,008 |
41,517 |
+318 |
| Dec04 |
040113 |
94.24 |
94.25 |
94.22 |
94.24 |
unch |
1,218 |
27,759 |
+103 |
| Mar05 |
040113 |
94.17 |
94.19 |
94.16 |
94.18 |
+0.01 |
1,264 |
18,825 |
+1,009 |
| Jun05 |
040113 |
94.12 |
94.13 |
94.11 |
94.13 |
+0.01 |
131 |
12,173 |
-40 |
| Sep05 |
040113 |
94.07 |
94.08 |
94.07 |
94.08 |
+0.01 |
8 |
5,614 |
-200 |
| Dec05 |
040113 |
94.03 |
94.04 |
94.02 |
94.04 |
+0.02 |
8 |
2,504 |
-10 |
| Mar06 |
040113 |
94.00 |
94.00 |
94.00 |
94.00 |
+0.01 |
0 |
781 |
+0 |
| Jun06 |
040113 |
93.96 |
93.96 |
93.96 |
93.96 |
+0.02 |
0 |
599 |
+0 |
| Total Volume and Open Interest |
83,379 |
461,206 |
+43,212 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040113 |
94.35 |
94.39 |
94.35 |
94.36 |
-0.02 |
24,695 |
165,179 |
+12,088 |
| Jun04 |
040113 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
24,695 |
165,179 |
+12,088 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040113 |
94.43 |
94.46 |
94.42 |
94.45 |
unch |
58,848 |
340,022 |
-6,627 |
| Jun04 |
040113 |
94.45 |
94.45 |
94.45 |
94.45 |
unch |
|
|
|
| Total Volume and Open Interest |
58,848 |
340,022 |
-6,627 |
| Gold(CMX) |
| Feb04 |
040113 |
426.0 |
426.7 |
423.0 |
424.0 |
-2.6 |
43,637 |
201,810 |
+3,160 |
| Apr04 |
040113 |
427.5 |
428.2 |
424.1 |
425.1 |
-2.5 |
3,133 |
29,816 |
+8 |
| Jun04 |
040113 |
428.5 |
428.8 |
425.0 |
426.0 |
-2.5 |
2,133 |
21,306 |
+184 |
| Aug04 |
040113 |
428.0 |
429.0 |
426.9 |
426.9 |
-2.5 |
103 |
6,874 |
+32 |
| Oct04 |
040113 |
428.0 |
428.0 |
427.7 |
427.7 |
-2.5 |
0 |
1,010 |
+0 |
| Dec04 |
040113 |
430.2 |
431.2 |
428.0 |
428.5 |
-2.5 |
6,024 |
20,254 |
+522 |
| Total Volume and Open Interest |
55,541 |
304,408 |
+4,181 |
| Silver(CMX) |
| Mar04 |
040113 |
661.0 |
662.0 |
652.5 |
659.7 |
-2.0 |
20,498 |
88,249 |
-933 |
| May04 |
040113 |
664.0 |
664.0 |
653.0 |
660.7 |
-2.0 |
576 |
4,208 |
+91 |
| Jul04 |
040113 |
661.0 |
664.0 |
653.5 |
661.8 |
-1.9 |
274 |
3,580 |
-55 |
| Sep04 |
040113 |
662.0 |
664.0 |
655.0 |
662.4 |
-1.8 |
23 |
813 |
+7 |
| Dec04 |
040113 |
663.0 |
665.0 |
655.5 |
662.9 |
-1.8 |
1,071 |
11,160 |
+215 |
| Total Volume and Open Interest |
22,616 |
110,596 |
-544 |
| Platinum(NYM) |
| Jan04 |
040113 |
869.5 |
870.0 |
865.0 |
865.7 |
+6.1 |
10 |
228 |
-7 |
| Apr04 |
040113 |
864.0 |
867.0 |
855.1 |
855.7 |
+5.6 |
538 |
8,054 |
-32 |
| Jul04 |
040113 |
848.7 |
848.7 |
848.7 |
848.7 |
+5.6 |
21 |
150 |
+20 |
| Oct04 |
040113 |
844.2 |
844.2 |
844.2 |
844.2 |
+5.6 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
569 |
8,436 |
-19 |
| Palladium(NYME) |
| Mar04 |
040113 |
224.00 |
229.20 |
221.00 |
223.20 |
+3.80 |
985 |
7,545 |
+148 |
| Jun04 |
040113 |
227.00 |
230.00 |
223.00 |
223.70 |
+3.80 |
41 |
539 |
+13 |
| Total Volume and Open Interest |
1,026 |
8,118 |
+163 |
| Copper(CMX) |
| Mar04 |
040113 |
109.65 |
110.40 |
108.20 |
108.55 |
+0.30 |
8,546 |
71,696 |
-2,868 |
| May04 |
040113 |
109.40 |
109.90 |
107.80 |
108.20 |
+0.25 |
312 |
5,431 |
+67 |
| Jul04 |
040113 |
108.50 |
109.10 |
107.30 |
107.50 |
+0.25 |
185 |
3,750 |
+58 |
| Sep04 |
040113 |
108.40 |
108.40 |
106.75 |
106.75 |
+0.25 |
3 |
1,642 |
+3 |
| Dec04 |
040113 |
106.60 |
107.40 |
105.50 |
105.65 |
+0.20 |
74 |
2,693 |
+28 |
| Total Volume and Open Interest |
9,294 |
91,803 |
-2,753 |
| DJIA Index(CBOT) |
| Mar04 |
040113 |
10485 |
10490 |
10340 |
10414 |
-65 |
6,994 |
33,159 |
-330 |
| Jun04 |
040113 |
10424 |
10424 |
10325 |
10392 |
-66 |
124 |
458 |
+56 |
| Sep04 |
040113 |
10372 |
10372 |
10372 |
10372 |
-66 |
0 |
2 |
+0 |
| Dec04 |
040113 |
10352 |
10352 |
10352 |
10352 |
-66 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
7,118 |
33,623 |
-274 |
| S & P 500(CME) |
| Mar04 |
040113 |
1127.00 |
1128.30 |
1113.80 |
1121.30 |
-7.00 |
36,896 |
586,822 |
+545 |
| Jun04 |
040113 |
1127.50 |
1127.50 |
1120.40 |
1120.40 |
-7.00 |
2,548 |
18,072 |
+1,591 |
| Sep04 |
040113 |
1119.50 |
1119.50 |
1119.50 |
1119.50 |
-7.10 |
45 |
2,165 |
+30 |
| Dec04 |
040113 |
1118.80 |
1118.80 |
1118.80 |
1118.80 |
-7.30 |
7 |
80 |
+0 |
| Total Volume and Open Interest |
39,496 |
607,287 |
+2,166 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040113 |
1128.25 |
1129.25 |
1113.75 |
1121.25 |
-7.00 |
636,419 |
477,893 |
+25,923 |
| Jun04 |
040113 |
1127.50 |
1127.50 |
1113.50 |
1120.50 |
-7.00 |
3,838 |
4,134 |
+3,672 |
| Total Volume and Open Interest |
640,257 |
482,027 |
+29,595 |
| NASDAQ 100(CME) |
| Mar04 |
040113 |
1541.50 |
1545.00 |
1514.50 |
1528.50 |
-16.00 |
10,754 |
72,386 |
+2 |
| Jun04 |
040113 |
1546.00 |
1546.00 |
1522.00 |
1531.00 |
-16.00 |
1 |
53 |
+1 |
| Sep04 |
040113 |
1533.50 |
1533.50 |
1533.50 |
1533.50 |
-16.00 |
|
|
|
| Total Volume and Open Interest |
10,755 |
72,439 |
+3 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040113 |
1544.5 |
1548.0 |
1515.0 |
1528.5 |
-16.0 |
265,390 |
185,744 |
+4,387 |
| Jun04 |
040113 |
1546.0 |
1546.0 |
1522.0 |
1531.0 |
-16.0 |
22 |
599 |
+7 |
| Total Volume and Open Interest |
265,412 |
186,343 |
+4,394 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040113 |
588.50 |
589.00 |
581.00 |
584.75 |
-4.00 |
634 |
15,787 |
+35 |
| Jun04 |
040113 |
584.80 |
584.80 |
584.80 |
584.80 |
-4.00 |
0 |
1 |
+0 |
| Sep04 |
040113 |
584.80 |
584.80 |
584.80 |
584.80 |
-4.00 |
|
|
|
| Total Volume and Open Interest |
634 |
15,788 |
+35 |
| Russell 2000(CME) |
| Mar04 |
040113 |
584.50 |
584.50 |
574.00 |
581.25 |
-3.75 |
1,855 |
22,438 |
+396 |
| Jun04 |
040113 |
581.35 |
581.35 |
581.35 |
581.35 |
-3.75 |
|
|
|
| Sep04 |
040113 |
581.35 |
581.35 |
581.35 |
581.35 |
-3.75 |
|
|
|
| Total Volume and Open Interest |
1,855 |
22,438 |
+396 |
| Value Line(KCBT) |
| Mar04 |
040113 |
1572.00 |
1576.50 |
1570.00 |
1576.50 |
-5.50 |
1 |
41 |
-1 |
| Total Volume and Open Interest |
1 |
41 |
-1 |
| Nikkei 225(CME) |
| Mar04 |
040113 |
10860 |
10885 |
10750 |
10775 |
-210 |
2,819 |
28,951 |
+340 |
| Jun04 |
040113 |
10765 |
10765 |
10765 |
10765 |
-210 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
2,819 |
29,025 |
+340 |
| Nikkei 225(SIMEX) |
| Mar04 |
040113 |
10985 |
10985 |
10785 |
10875 |
-50 |
20,281 |
0 |
-137,331 |
| Jun04 |
040113 |
10835 |
10835 |
10835 |
10835 |
-50 |
|
|
|
| Sep04 |
040113 |
10830 |
10830 |
10830 |
10830 |
-50 |
|
|
|
| Total Volume and Open Interest |
20,281 |
|
|
| CAC 40(MATIF) |
| Jan04 |
040113 |
3606.0 |
3606.0 |
3568.0 |
3586.0 |
+19.0 |
29 |
157 |
+6 |
| Feb04 |
040113 |
3592.5 |
3622.5 |
3589.5 |
3591.5 |
+18.0 |
599 |
118,647 |
+646 |
| Mar04 |
040113 |
3532.5 |
3532.5 |
3532.5 |
3532.5 |
+19.0 |
50 |
8,275 |
+0 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040113 |
4029.5 |
4049.0 |
3981.5 |
3995.0 |
-19.0 |
89,367 |
273,195 |
+3,749 |
| Jun04 |
040113 |
4050.0 |
4067.0 |
4004.5 |
4015.5 |
-19.0 |
782 |
8,093 |
-119 |
| Sep04 |
040113 |
4069.5 |
4089.0 |
4025.5 |
4037.0 |
-19.0 |
385 |
835 |
+2 |
| Total Volume and Open Interest |
90,534 |
282,123 |
+3,632 |
| FT-SE 100(LIFFE) |
| Mar04 |
040113 |
4455.50 |
4466.00 |
4404.50 |
4424.50 |
-9.00 |
85,185 |
405,826 |
-1,647 |
| Jun04 |
040113 |
4458.00 |
4470.00 |
4419.00 |
4433.50 |
-9.00 |
777 |
12,038 |
+2 |
| Sep04 |
040113 |
4448.50 |
4450.00 |
4430.00 |
4443.00 |
-9.00 |
775 |
6,849 |
+25 |
| Total Volume and Open Interest |
87,387 |
425,738 |
-970 |
| SPI 200(SFE) |
| Mar04 |
040113 |
3321.0 |
3326.0 |
3290.0 |
3298.0 |
-22.0 |
9,371 |
156,049 |
-457 |
| Jun04 |
040113 |
3330.0 |
3331.0 |
3308.0 |
3311.0 |
-22.0 |
31 |
2,987 |
+6 |
| Sep04 |
040113 |
3320.0 |
3320.0 |
3320.0 |
3320.0 |
-21.0 |
20 |
1,444 |
-20 |
| Total Volume and Open Interest |
9,422 |
160,893 |
-471 |
| GSCI(CME) |
| Jan04 |
040113 |
276.50 |
276.80 |
272.20 |
272.20 |
-4.75 |
3,176 |
5,762 |
-3,047 |
| Feb04 |
040113 |
276.50 |
276.50 |
271.30 |
271.35 |
-4.65 |
2,885 |
8,372 |
+2,815 |
| Mar04 |
040113 |
268.95 |
268.95 |
266.60 |
266.60 |
-1.90 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
6,061 |
14,155 |
-232 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040113 |
269.00 |
269.00 |
267.75 |
267.75 |
-0.25 |
44 |
115 |
+2 |
| Apr04 |
040113 |
267.50 |
268.50 |
267.00 |
267.05 |
-0.45 |
92 |
711 |
+42 |
| Jun04 |
040113 |
266.00 |
266.00 |
266.00 |
266.00 |
-0.50 |
1 |
7 |
+1 |
| Total Volume and Open Interest |
137 |
833 |
-10 |
|
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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