|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed January 14, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan04 |
040114 |
825.00 |
839.00 |
823.00 |
835.25 |
+2.25 |
1,164 |
1,423 |
-441 |
| Mar04 |
040114 |
828.00 |
848.00 |
827.00 |
841.50 |
+2.50 |
76,776 |
131,142 |
-146 |
| May04 |
040114 |
828.00 |
848.00 |
826.00 |
842.75 |
+4.25 |
18,670 |
62,404 |
+2,906 |
| Jul04 |
040114 |
817.00 |
838.50 |
816.00 |
833.00 |
+3.75 |
10,549 |
31,736 |
-731 |
| Aug04 |
040114 |
792.00 |
799.50 |
788.00 |
795.75 |
+1.25 |
1,057 |
7,630 |
+844 |
| Sep04 |
040114 |
732.00 |
743.00 |
732.00 |
739.50 |
+2.50 |
355 |
2,906 |
+108 |
| Nov04 |
040114 |
661.00 |
674.00 |
661.00 |
668.50 |
-1.25 |
5,293 |
19,657 |
+529 |
| Total Volume and Open Interest |
113,925 |
257,217 |
+3,089 |
| Soybean Meal(CBOT) |
| Jan04 |
040114 |
252.00 |
259.00 |
250.00 |
258.60 |
+4.90 |
1,660 |
487 |
-536 |
| Mar04 |
040114 |
252.60 |
260.80 |
251.80 |
259.50 |
+4.10 |
28,013 |
65,177 |
+5,547 |
| May04 |
040114 |
252.00 |
260.50 |
251.50 |
258.80 |
+4.00 |
10,509 |
53,918 |
+1,298 |
| Jul04 |
040114 |
248.50 |
256.00 |
248.00 |
254.60 |
+3.80 |
7,707 |
30,183 |
+422 |
| Aug04 |
040114 |
240.00 |
245.50 |
238.50 |
244.00 |
+2.80 |
1,823 |
9,108 |
+556 |
| Sep04 |
040114 |
226.00 |
230.00 |
225.00 |
228.60 |
+1.90 |
671 |
6,675 |
+192 |
| Oct04 |
040114 |
201.00 |
203.00 |
199.50 |
202.00 |
+0.80 |
585 |
5,619 |
-87 |
| Dec04 |
040114 |
198.00 |
200.50 |
196.80 |
199.60 |
+0.40 |
2,174 |
12,525 |
+395 |
| Total Volume and Open Interest |
53,147 |
184,633 |
+7,789 |
| Soybean Oil(CBOT) |
| Jan04 |
040114 |
30.08 |
30.08 |
29.75 |
29.79 |
-0.51 |
758 |
599 |
-754 |
| Mar04 |
040114 |
29.98 |
30.14 |
29.71 |
29.84 |
-0.40 |
20,579 |
86,914 |
-528 |
| May04 |
040114 |
29.60 |
29.98 |
29.55 |
29.66 |
-0.41 |
6,406 |
50,064 |
+433 |
| Jul04 |
040114 |
29.30 |
29.68 |
29.22 |
29.39 |
-0.29 |
3,244 |
37,369 |
-245 |
| Aug04 |
040114 |
28.70 |
29.04 |
28.70 |
28.80 |
-0.32 |
342 |
3,929 |
+88 |
| Sep04 |
040114 |
27.80 |
28.20 |
27.80 |
28.03 |
-0.20 |
574 |
3,967 |
+246 |
| Oct04 |
040114 |
26.60 |
26.85 |
26.60 |
26.70 |
-0.02 |
490 |
4,091 |
+222 |
| Dec04 |
040114 |
25.80 |
26.10 |
25.80 |
25.81 |
+0.03 |
981 |
10,644 |
+289 |
| Total Volume and Open Interest |
33,374 |
198,347 |
-249 |
| Canola(WCE) |
| Jan04 |
040114 |
372.9 |
372.9 |
372.9 |
372.9 |
-0.1 |
10 |
20 |
+0 |
| Mar04 |
040114 |
375.5 |
375.8 |
372.5 |
375.2 |
-0.8 |
5,948 |
28,719 |
-577 |
| May04 |
040114 |
380.0 |
381.0 |
377.5 |
380.3 |
-1.1 |
1,764 |
11,946 |
+356 |
| Jul04 |
040114 |
382.0 |
384.0 |
382.0 |
384.0 |
-1.5 |
362 |
4,632 |
-31 |
| Sep04 |
040114 |
343.0 |
343.0 |
343.0 |
343.0 |
unch |
|
|
|
| Total Volume and Open Interest |
8,473 |
53,545 |
-463 |
| Corn(CBOT) |
| Mar04 |
040114 |
267.50 |
269.50 |
265.75 |
268.75 |
+0.25 |
75,932 |
298,733 |
+9,634 |
| May04 |
040114 |
270.00 |
273.50 |
269.50 |
272.50 |
+0.75 |
20,009 |
82,029 |
+1,766 |
| Jul04 |
040114 |
273.00 |
276.75 |
272.00 |
275.75 |
+1.50 |
17,442 |
55,762 |
+1,907 |
| Sep04 |
040114 |
267.50 |
271.00 |
267.00 |
270.00 |
+1.50 |
1,011 |
9,504 |
+353 |
| Dec04 |
040114 |
263.00 |
268.75 |
262.75 |
267.75 |
+2.75 |
18,093 |
61,725 |
+6,746 |
| Mar05 |
040114 |
266.00 |
271.00 |
266.00 |
270.50 |
+2.25 |
632 |
4,048 |
+295 |
| Total Volume and Open Interest |
133,495 |
513,728 |
+20,854 |
| Wheat(CBOT) |
| Mar04 |
040114 |
390.00 |
398.75 |
386.50 |
395.25 |
+3.25 |
31,293 |
92,303 |
+2,961 |
| May04 |
040114 |
396.50 |
402.00 |
392.50 |
399.75 |
+2.25 |
3,345 |
15,021 |
+557 |
| Jul04 |
040114 |
390.50 |
395.00 |
386.50 |
393.50 |
+1.50 |
7,991 |
23,789 |
+388 |
| Sep04 |
040114 |
391.00 |
397.50 |
390.00 |
395.50 |
+0.50 |
113 |
1,150 |
+17 |
| Dec04 |
040114 |
399.00 |
403.50 |
396.00 |
402.25 |
+1.25 |
587 |
2,583 |
+126 |
| Total Volume and Open Interest |
43,340 |
134,985 |
+4,056 |
| Wheat(KCBT) |
| Mar04 |
040114 |
399.00 |
405.50 |
396.50 |
403.75 |
+0.50 |
9,105 |
45,092 |
-284 |
| May04 |
040114 |
400.00 |
405.00 |
396.50 |
404.00 |
+1.00 |
2,412 |
9,585 |
+938 |
| Jul04 |
040114 |
392.50 |
399.00 |
390.50 |
398.00 |
+2.50 |
2,726 |
9,725 |
+802 |
| Sep04 |
040114 |
392.50 |
400.00 |
392.00 |
398.50 |
+0.50 |
122 |
1,116 |
+53 |
| Dec04 |
040114 |
400.00 |
407.00 |
398.00 |
405.50 |
+5.50 |
156 |
815 |
+108 |
| Total Volume and Open Interest |
14,521 |
66,340 |
+1,617 |
| Wheat(MGE) |
| Mar04 |
040114 |
406.50 |
411.00 |
404.00 |
409.25 |
+0.75 |
4,043 |
21,429 |
-685 |
| May04 |
040114 |
402.00 |
408.00 |
401.50 |
406.50 |
+1.25 |
500 |
4,639 |
+52 |
| Jul04 |
040114 |
399.00 |
406.00 |
399.00 |
404.00 |
+2.00 |
78 |
1,164 |
+3 |
| Sep04 |
040114 |
394.00 |
397.50 |
393.00 |
396.75 |
+1.75 |
76 |
1,290 |
-3 |
| Dec04 |
040114 |
398.00 |
402.00 |
398.00 |
402.00 |
+2.00 |
82 |
601 |
+46 |
| Total Volume and Open Interest |
4,779 |
29,126 |
-587 |
| Oats(CBOT) |
| Mar04 |
040114 |
160.00 |
163.00 |
159.75 |
161.50 |
-1.25 |
1,018 |
5,105 |
-85 |
| May04 |
040114 |
160.50 |
162.00 |
159.50 |
161.50 |
unch |
333 |
968 |
+98 |
| Jul04 |
040114 |
161.00 |
161.00 |
159.50 |
160.75 |
-0.25 |
84 |
199 |
+23 |
| Sep04 |
040114 |
152.50 |
154.00 |
152.50 |
154.00 |
+0.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,485 |
6,478 |
+69 |
| Rough Rice(CBOT) |
| Jan04 |
040114 |
8.36 |
8.47 |
8.36 |
8.42 |
+0.08 |
106 |
263 |
+97 |
| Mar04 |
040114 |
8.53 |
8.69 |
8.53 |
8.61 |
+0.09 |
1,255 |
6,151 |
-145 |
| May04 |
040114 |
8.68 |
8.82 |
8.68 |
8.74 |
+0.09 |
77 |
882 |
+24 |
| Jul04 |
040114 |
8.83 |
8.92 |
8.83 |
8.84 |
+0.07 |
18 |
596 |
+9 |
| Total Volume and Open Interest |
1,460 |
7,991 |
-15 |
| Live Cattle(CME) |
| Feb04 |
040114 |
76.300 |
76.350 |
75.975 |
76.350 |
+1.500 |
9,774 |
35,129 |
-1,506 |
| Apr04 |
040114 |
75.150 |
76.000 |
74.850 |
75.975 |
+1.475 |
8,485 |
30,872 |
+3,243 |
| Jun04 |
040114 |
71.700 |
72.200 |
71.300 |
72.050 |
+1.300 |
1,295 |
13,509 |
+151 |
| Aug04 |
040114 |
73.000 |
73.850 |
73.000 |
73.650 |
+1.225 |
743 |
7,125 |
-8 |
| Oct04 |
040114 |
76.000 |
77.000 |
76.000 |
76.700 |
+1.000 |
462 |
7,622 |
+139 |
| Dec04 |
040114 |
77.100 |
78.000 |
77.100 |
77.750 |
+1.100 |
60 |
2,703 |
+16 |
| Total Volume and Open Interest |
20,965 |
98,173 |
+2,023 |
| Feeder Cattle(CME) |
| Jan04 |
040114 |
88.250 |
88.675 |
88.250 |
88.675 |
+1.500 |
869 |
2,389 |
-220 |
| Mar04 |
040114 |
83.750 |
83.950 |
83.750 |
83.950 |
+1.500 |
1,414 |
4,818 |
-38 |
| Apr04 |
040114 |
84.500 |
85.300 |
84.450 |
85.300 |
+1.500 |
316 |
1,421 |
+59 |
| May04 |
040114 |
85.350 |
86.175 |
85.350 |
86.175 |
+1.500 |
461 |
2,967 |
+31 |
| Aug04 |
040114 |
87.500 |
88.650 |
87.500 |
88.650 |
+1.500 |
285 |
1,530 |
+9 |
| Sep04 |
040114 |
87.600 |
88.500 |
87.600 |
88.500 |
+1.500 |
16 |
263 |
+3 |
| Oct04 |
040114 |
88.025 |
88.550 |
88.025 |
88.550 |
+1.500 |
6 |
246 |
+0 |
| Total Volume and Open Interest |
3,375 |
13,690 |
-151 |
| Lean Hogs(CME) |
| Feb04 |
040114 |
52.900 |
53.900 |
52.800 |
53.200 |
+0.775 |
7,939 |
19,637 |
-1,398 |
| Apr04 |
040114 |
56.200 |
56.850 |
55.825 |
56.750 |
+0.900 |
6,488 |
16,298 |
+2,532 |
| May04 |
040114 |
58.600 |
58.950 |
58.500 |
58.900 |
+0.225 |
58 |
1,202 |
+5 |
| Jun04 |
040114 |
62.900 |
63.250 |
62.700 |
63.175 |
+0.350 |
644 |
5,136 |
-21 |
| Jul04 |
040114 |
60.200 |
60.825 |
60.200 |
60.825 |
+0.425 |
50 |
1,244 |
+3 |
| Aug04 |
040114 |
58.400 |
58.800 |
58.250 |
58.800 |
+0.450 |
64 |
855 |
-17 |
| Oct04 |
040114 |
51.875 |
52.400 |
51.700 |
52.075 |
+0.775 |
29 |
802 |
+8 |
| Dec04 |
040114 |
51.700 |
52.500 |
51.700 |
52.500 |
+0.900 |
27 |
306 |
+3 |
| Total Volume and Open Interest |
15,301 |
45,498 |
+1,117 |
| Pork Bellies(CME) |
| Feb04 |
040114 |
84.000 |
84.750 |
83.500 |
84.400 |
-0.150 |
328 |
1,578 |
+30 |
| Mar04 |
040114 |
84.900 |
85.250 |
84.150 |
84.600 |
-0.050 |
47 |
486 |
+13 |
| May04 |
040114 |
86.500 |
87.050 |
85.700 |
85.900 |
-0.400 |
30 |
242 |
+9 |
| Jul04 |
040114 |
88.000 |
88.000 |
87.900 |
88.000 |
-0.150 |
1 |
89 |
+0 |
| Aug04 |
040114 |
87.800 |
87.800 |
87.800 |
87.800 |
unch |
0 |
12 |
+0 |
| Total Volume and Open Interest |
406 |
2,407 |
+52 |
| BFP Milk Class III(CME) |
| Jan04 |
040114 |
11.59 |
11.60 |
11.59 |
11.59 |
-0.01 |
162 |
3,233 |
+6 |
| Feb04 |
040114 |
11.52 |
11.52 |
11.52 |
11.52 |
unch |
38 |
2,173 |
-7 |
| Mar04 |
040114 |
11.52 |
11.52 |
11.52 |
11.52 |
unch |
23 |
1,967 |
-2 |
| Apr04 |
040114 |
11.59 |
11.59 |
11.59 |
11.59 |
unch |
26 |
1,492 |
-3 |
| May04 |
040114 |
11.73 |
11.75 |
11.72 |
11.75 |
+0.04 |
65 |
1,573 |
+23 |
| Total Volume and Open Interest |
425 |
17,992 |
+73 |
| Cocoa(NYBOT) |
| Mar04 |
040114 |
1605 |
1619 |
1586 |
1608 |
-33 |
3,742 |
28,702 |
-38 |
| May04 |
040114 |
1612 |
1616 |
1590 |
1610 |
-34 |
463 |
13,165 |
-27 |
| Jul04 |
040114 |
1611 |
1620 |
1595 |
1613 |
-35 |
476 |
15,117 |
+135 |
| Sep04 |
040114 |
1615 |
1622 |
1598 |
1615 |
-37 |
273 |
7,213 |
+157 |
| Dec04 |
040114 |
1620 |
1620 |
1618 |
1618 |
-37 |
170 |
8,049 |
-51 |
| Mar05 |
040114 |
1610 |
1625 |
1610 |
1621 |
-38 |
193 |
4,199 |
-11 |
| May05 |
040114 |
1616 |
1623 |
1609 |
1623 |
-36 |
143 |
8,537 |
+0 |
| Total Volume and Open Interest |
5,460 |
92,651 |
+165 |
| Coffee "C"(NYBOT) |
| Mar04 |
040114 |
69.95 |
69.95 |
68.40 |
69.35 |
-0.60 |
11,726 |
54,443 |
+138 |
| May04 |
040114 |
71.50 |
71.60 |
70.10 |
71.05 |
-0.60 |
2,704 |
11,733 |
+25 |
| Jul04 |
040114 |
73.10 |
73.10 |
72.00 |
72.75 |
-0.60 |
1,251 |
5,985 |
+72 |
| Sep04 |
040114 |
74.70 |
74.80 |
73.80 |
74.40 |
-0.65 |
563 |
6,543 |
+58 |
| Dec04 |
040114 |
77.00 |
77.25 |
76.10 |
77.05 |
-0.70 |
297 |
4,183 |
+122 |
| Mar05 |
040114 |
79.80 |
79.80 |
79.80 |
79.80 |
-0.65 |
38 |
2,494 |
+31 |
| Total Volume and Open Interest |
16,588 |
85,777 |
+449 |
| Orange Juice(NYBOT) |
| Mar04 |
040114 |
64.25 |
65.70 |
63.80 |
65.35 |
+1.30 |
2,189 |
26,991 |
-747 |
| May04 |
040114 |
67.15 |
68.60 |
66.90 |
68.30 |
+1.15 |
340 |
6,380 |
-33 |
| Jul04 |
040114 |
70.00 |
71.00 |
69.90 |
70.80 |
+0.95 |
129 |
1,021 |
+70 |
| Sep04 |
040114 |
72.50 |
73.50 |
72.30 |
73.30 |
+0.95 |
34 |
539 |
+12 |
| Nov04 |
040114 |
74.90 |
75.80 |
74.90 |
75.80 |
+0.95 |
26 |
390 |
+24 |
| Total Volume and Open Interest |
2,719 |
35,410 |
-673 |
| Sugar #11(NYBOT) |
| Mar04 |
040114 |
5.99 |
5.99 |
5.82 |
5.85 |
-0.13 |
13,688 |
134,300 |
+1,042 |
| May04 |
040114 |
6.14 |
6.14 |
6.02 |
6.04 |
-0.10 |
2,349 |
34,419 |
+134 |
| Jul04 |
040114 |
6.13 |
6.14 |
6.05 |
6.06 |
-0.08 |
3,433 |
34,147 |
+250 |
| Oct04 |
040114 |
6.20 |
6.20 |
6.13 |
6.15 |
-0.05 |
1,328 |
21,104 |
+441 |
| Mar05 |
040114 |
6.37 |
6.37 |
6.33 |
6.35 |
-0.02 |
451 |
9,102 |
-124 |
| Total Volume and Open Interest |
21,339 |
241,612 |
+1,746 |
| London Cocoa(LCE) |
| Mar04 |
040114 |
926 |
926 |
898 |
906 |
-16 |
5,015 |
57,250 |
-1,421 |
| May04 |
040114 |
941 |
941 |
912 |
921 |
-16 |
727 |
17,901 |
+196 |
| Jul04 |
040114 |
954 |
954 |
931 |
936 |
-15 |
359 |
23,749 |
-53 |
| Sep04 |
040114 |
961 |
961 |
941 |
948 |
-16 |
373 |
21,608 |
+44 |
| Dec04 |
040114 |
958 |
958 |
940 |
948 |
-17 |
168 |
38,618 |
+74 |
| Mar05 |
040114 |
962 |
963 |
951 |
955 |
-17 |
422 |
21,701 |
-49 |
| May05 |
040114 |
962 |
971 |
958 |
962 |
-16 |
153 |
2,794 |
+120 |
| Total Volume and Open Interest |
7,217 |
185,369 |
-1,089 |
| London Coffee(LCE) |
| Jan04 |
040114 |
810.00 |
812.00 |
800.00 |
804.00 |
-12.00 |
621 |
8,406 |
-1,281 |
| Mar04 |
040114 |
781.00 |
783.00 |
767.00 |
772.00 |
-12.00 |
6,161 |
60,371 |
+1,057 |
| May04 |
040114 |
791.00 |
792.00 |
778.00 |
782.00 |
-10.00 |
1,674 |
29,142 |
+685 |
| Jul04 |
040114 |
798.00 |
803.00 |
790.00 |
793.00 |
-9.00 |
208 |
13,911 |
+113 |
| Sep04 |
040114 |
805.00 |
812.00 |
798.00 |
804.00 |
-8.00 |
259 |
14,406 |
+26 |
| Nov04 |
040114 |
815.00 |
818.00 |
808.00 |
815.00 |
-7.00 |
80 |
8,654 |
+72 |
| Total Volume and Open Interest |
9,019 |
137,203 |
+680 |
| London Sugar(LCE) |
| Mar04 |
040114 |
191.10 |
191.10 |
185.40 |
186.00 |
-4.90 |
1,292 |
19,504 |
+134 |
| May04 |
040114 |
190.60 |
190.90 |
186.40 |
187.00 |
-3.40 |
366 |
10,461 |
+83 |
| Aug04 |
040114 |
187.50 |
187.50 |
184.50 |
184.50 |
-2.70 |
289 |
7,956 |
+246 |
| Oct04 |
040114 |
187.60 |
187.60 |
184.50 |
184.50 |
-3.00 |
20 |
4,547 |
+11 |
| Dec04 |
040114 |
190.00 |
190.00 |
187.00 |
187.00 |
-3.00 |
0 |
1,936 |
+0 |
| Total Volume and Open Interest |
2,027 |
46,099 |
+513 |
| Cotton(NYBOT) |
| Mar04 |
040114 |
74.30 |
74.40 |
73.50 |
73.57 |
-0.74 |
4,030 |
62,455 |
-8 |
| May04 |
040114 |
75.50 |
75.55 |
74.70 |
74.84 |
-0.71 |
960 |
15,508 |
+224 |
| Jul04 |
040114 |
76.25 |
76.25 |
75.65 |
75.80 |
-0.55 |
492 |
6,660 |
-115 |
| Oct04 |
040114 |
68.50 |
68.50 |
68.15 |
68.15 |
+0.15 |
16 |
415 |
-1 |
| Dec04 |
040114 |
68.80 |
68.90 |
68.50 |
68.88 |
+0.11 |
686 |
5,288 |
+299 |
| Mar05 |
040114 |
70.60 |
70.80 |
70.60 |
70.80 |
+0.10 |
21 |
790 |
+6 |
| Total Volume and Open Interest |
6,219 |
91,645 |
+405 |
| Lumber(CME) |
| Jan04 |
040114 |
320.3 |
326.5 |
320.2 |
326.5 |
+3.4 |
145 |
290 |
-71 |
| Mar04 |
040114 |
322.5 |
332.2 |
322.5 |
332.2 |
+10.0 |
902 |
1,795 |
-40 |
| May04 |
040114 |
333.5 |
340.0 |
332.8 |
339.6 |
+9.4 |
139 |
345 |
+20 |
| Jul04 |
040114 |
338.0 |
344.9 |
338.0 |
344.9 |
+8.4 |
7 |
120 |
+4 |
| Total Volume and Open Interest |
1,198 |
2,576 |
-83 |
| Crude Oil(NYM) |
| Feb04 |
040114 |
34.40 |
34.74 |
34.12 |
34.50 |
+0.07 |
120,128 |
95,620 |
-23,769 |
| Mar04 |
040114 |
33.95 |
34.10 |
33.53 |
33.79 |
-0.22 |
108,874 |
171,484 |
+26,411 |
| Apr04 |
040114 |
33.35 |
33.50 |
33.10 |
33.31 |
-0.21 |
21,766 |
51,242 |
+2,406 |
| May04 |
040114 |
32.85 |
32.90 |
32.60 |
32.77 |
-0.17 |
4,254 |
30,968 |
+864 |
| Jun04 |
040114 |
32.20 |
32.34 |
32.05 |
32.22 |
-0.14 |
7,767 |
39,470 |
+1,420 |
| Jul04 |
040114 |
31.63 |
31.68 |
31.63 |
31.68 |
-0.11 |
3,769 |
27,715 |
+416 |
| Aug04 |
040114 |
30.95 |
31.20 |
30.95 |
31.20 |
-0.07 |
1,280 |
15,153 |
-32 |
| Sep04 |
040114 |
30.65 |
30.77 |
30.62 |
30.77 |
-0.05 |
722 |
25,483 |
+45 |
| Oct04 |
040114 |
30.42 |
30.42 |
30.42 |
30.42 |
-0.02 |
311 |
18,194 |
+183 |
| Nov04 |
040114 |
30.00 |
30.14 |
30.00 |
30.14 |
unch |
1,537 |
12,785 |
+192 |
| Dec04 |
040114 |
29.65 |
29.95 |
29.65 |
29.91 |
+0.01 |
7,790 |
47,607 |
+431 |
| Jan05 |
040114 |
29.65 |
29.65 |
29.65 |
29.65 |
+0.03 |
2,098 |
14,737 |
+627 |
| Feb05 |
040114 |
29.42 |
29.42 |
29.42 |
29.42 |
+0.05 |
146 |
4,899 |
-25 |
| Mar05 |
040114 |
29.19 |
29.19 |
29.19 |
29.19 |
+0.07 |
850 |
4,999 |
+350 |
| Apr05 |
040114 |
28.99 |
28.99 |
28.99 |
28.99 |
+0.08 |
0 |
2,596 |
+0 |
| May05 |
040114 |
28.80 |
28.80 |
28.80 |
28.80 |
+0.09 |
0 |
2,333 |
+0 |
| Total Volume and Open Interest |
288,147 |
656,220 |
+11,742 |
| Heating Oil(NYM) |
| Feb04 |
040114 |
98.70 |
99.00 |
95.75 |
96.74 |
-2.18 |
29,384 |
52,514 |
-2,007 |
| Mar04 |
040114 |
96.50 |
96.80 |
94.55 |
95.20 |
-1.91 |
14,133 |
45,981 |
+1,165 |
| Apr04 |
040114 |
91.00 |
91.20 |
89.70 |
90.15 |
-1.26 |
3,831 |
13,054 |
-381 |
| May04 |
040114 |
85.75 |
86.00 |
85.50 |
85.90 |
-0.76 |
1,576 |
7,391 |
-438 |
| Jun04 |
040114 |
83.00 |
83.15 |
83.00 |
83.15 |
-0.36 |
1,938 |
8,462 |
-449 |
| Jul04 |
040114 |
81.50 |
81.65 |
81.50 |
81.65 |
-0.21 |
512 |
5,510 |
+14 |
| Aug04 |
040114 |
81.00 |
81.35 |
81.00 |
81.35 |
-0.06 |
459 |
3,552 |
+110 |
| Sep04 |
040114 |
82.00 |
82.00 |
81.65 |
81.65 |
-0.06 |
334 |
2,196 |
+128 |
| Oct04 |
040114 |
82.15 |
82.15 |
82.15 |
82.15 |
-0.06 |
121 |
1,140 |
+94 |
| Nov04 |
040114 |
82.65 |
82.65 |
82.65 |
82.65 |
-0.01 |
21 |
1,416 |
-1 |
| Dec04 |
040114 |
83.40 |
83.40 |
83.15 |
83.15 |
+0.04 |
364 |
8,110 |
+31 |
| Jan05 |
040114 |
83.55 |
83.55 |
83.55 |
83.55 |
+0.09 |
201 |
2,062 |
+122 |
| Total Volume and Open Interest |
52,974 |
153,447 |
-1,562 |
| Unleaded Gas(NYM) |
| Feb04 |
040114 |
99.30 |
99.50 |
97.40 |
99.09 |
-0.68 |
21,711 |
46,532 |
-2,622 |
| Mar04 |
040114 |
99.20 |
99.70 |
97.50 |
99.23 |
-0.78 |
11,385 |
37,643 |
+3,733 |
| Apr04 |
040114 |
104.00 |
104.40 |
103.10 |
104.13 |
-0.32 |
3,272 |
15,707 |
-544 |
| May04 |
040114 |
103.10 |
103.18 |
102.60 |
103.18 |
-0.22 |
1,501 |
9,005 |
-88 |
| Jun04 |
040114 |
101.40 |
101.40 |
100.60 |
101.13 |
-0.12 |
538 |
4,834 |
-339 |
| Jul04 |
040114 |
98.50 |
98.50 |
98.50 |
98.50 |
unch |
235 |
1,485 |
+100 |
| Aug04 |
040114 |
95.40 |
95.40 |
95.40 |
95.40 |
+0.10 |
21 |
1,376 |
+10 |
| Sep04 |
040114 |
91.50 |
91.70 |
91.50 |
91.70 |
+0.20 |
271 |
2,763 |
+176 |
| Oct04 |
040114 |
86.70 |
86.70 |
86.70 |
86.70 |
+0.30 |
10 |
1,491 |
+10 |
| Nov04 |
040114 |
84.15 |
84.15 |
84.15 |
84.15 |
+0.35 |
0 |
760 |
+0 |
| Dec04 |
040114 |
82.65 |
82.65 |
82.65 |
82.65 |
+0.40 |
0 |
745 |
+0 |
| Jan05 |
040114 |
82.00 |
82.00 |
82.00 |
82.00 |
+0.45 |
0 |
205 |
+0 |
| Total Volume and Open Interest |
38,944 |
122,546 |
+436 |
| Natural Gas(NYM) |
| Feb04 |
040114 |
6.400 |
6.580 |
6.265 |
6.387 |
+0.058 |
33,739 |
42,702 |
-4,386 |
| Mar04 |
040114 |
6.560 |
6.640 |
6.350 |
6.492 |
+0.095 |
15,560 |
44,557 |
+2,658 |
| Apr04 |
040114 |
5.780 |
5.780 |
5.580 |
5.692 |
+0.085 |
6,620 |
21,628 |
-617 |
| May04 |
040114 |
5.470 |
5.500 |
5.370 |
5.452 |
+0.075 |
5,151 |
24,388 |
+718 |
| Jun04 |
040114 |
5.500 |
5.500 |
5.340 |
5.440 |
+0.073 |
2,263 |
15,496 |
+329 |
| Jul04 |
040114 |
5.445 |
5.470 |
5.400 |
5.457 |
+0.070 |
1,087 |
14,580 |
+42 |
| Aug04 |
040114 |
5.450 |
5.477 |
5.400 |
5.477 |
+0.070 |
1,402 |
13,325 |
-279 |
| Sep04 |
040114 |
5.450 |
5.455 |
5.370 |
5.455 |
+0.068 |
195 |
12,318 |
-50 |
| Oct04 |
040114 |
5.400 |
5.472 |
5.400 |
5.472 |
+0.065 |
1,047 |
13,953 |
+186 |
| Nov04 |
040114 |
5.615 |
5.662 |
5.600 |
5.662 |
+0.055 |
902 |
9,937 |
+197 |
| Dec04 |
040114 |
5.800 |
5.837 |
5.760 |
5.837 |
+0.055 |
329 |
12,868 |
+66 |
| Jan05 |
040114 |
5.905 |
5.967 |
5.905 |
5.967 |
+0.055 |
520 |
10,992 |
-38 |
| Feb05 |
040114 |
5.870 |
5.927 |
5.870 |
5.927 |
+0.055 |
266 |
7,944 |
-52 |
| Mar05 |
040114 |
5.670 |
5.722 |
5.670 |
5.722 |
+0.060 |
290 |
8,510 |
+113 |
| Apr05 |
040114 |
5.040 |
5.122 |
5.040 |
5.122 |
+0.060 |
523 |
8,693 |
+104 |
| May05 |
040114 |
4.940 |
5.002 |
4.940 |
5.002 |
+0.060 |
272 |
4,149 |
+165 |
| Total Volume and Open Interest |
74,623 |
328,328 |
+2,528 |
| Brent Crude Oil(IPE) |
| Feb04 |
040114 |
31.30 |
31.36 |
30.89 |
31.03 |
-0.34 |
36,397 |
37,250 |
-9,536 |
| Mar04 |
040114 |
30.85 |
30.90 |
30.41 |
30.57 |
-0.28 |
68,192 |
100,862 |
+5,659 |
| Apr04 |
040114 |
30.53 |
30.56 |
30.17 |
30.31 |
-0.21 |
19,594 |
46,481 |
+5,534 |
| May04 |
040114 |
30.12 |
30.22 |
29.90 |
30.03 |
-0.19 |
3,734 |
15,770 |
+451 |
| Jun04 |
040114 |
29.96 |
29.97 |
29.65 |
29.78 |
-0.14 |
3,270 |
25,946 |
+413 |
| Jul04 |
040114 |
29.60 |
29.60 |
29.44 |
29.51 |
-0.10 |
2,088 |
9,662 |
+654 |
| Aug04 |
040114 |
29.26 |
29.30 |
29.21 |
29.21 |
-0.08 |
170 |
9,650 |
+15 |
| Sep04 |
040114 |
29.00 |
29.00 |
28.91 |
28.91 |
-0.07 |
250 |
9,666 |
-139 |
| Oct04 |
040114 |
28.66 |
28.68 |
28.63 |
28.63 |
-0.04 |
0 |
5,136 |
+0 |
| Nov04 |
040114 |
28.45 |
28.45 |
28.30 |
28.39 |
-0.01 |
100 |
5,475 |
+0 |
| Dec04 |
040114 |
28.20 |
28.28 |
28.00 |
28.20 |
+0.03 |
4,087 |
28,369 |
+682 |
| Jan05 |
040114 |
27.95 |
27.95 |
27.95 |
27.95 |
+0.06 |
650 |
1,870 |
+450 |
| Mar05 |
040114 |
27.40 |
27.47 |
27.40 |
27.47 |
+0.14 |
810 |
3,565 |
-300 |
| Total Volume and Open Interest |
140,662 |
329,055 |
+3,870 |
| Gas Oil(IPE) |
| Feb04 |
040114 |
279.00 |
280.50 |
270.00 |
272.50 |
-10.25 |
606 |
54,569 |
-557 |
| Mar04 |
040114 |
275.00 |
275.25 |
266.50 |
269.00 |
-9.00 |
125 |
24,339 |
+2,030 |
| Apr04 |
040114 |
265.50 |
265.75 |
261.00 |
262.25 |
-7.25 |
3,585 |
8,986 |
+629 |
| May04 |
040114 |
257.50 |
257.50 |
254.00 |
255.50 |
-5.50 |
3,686 |
9,430 |
+1,198 |
| Jun04 |
040114 |
251.75 |
252.00 |
248.00 |
251.50 |
-4.50 |
4,406 |
12,522 |
+1,247 |
| Jul04 |
040114 |
249.75 |
250.25 |
246.50 |
250.25 |
-4.25 |
900 |
4,253 |
-11 |
| Aug04 |
040114 |
249.50 |
249.50 |
249.50 |
249.50 |
-3.75 |
0 |
2,505 |
+0 |
| Sep04 |
040114 |
247.50 |
248.75 |
247.50 |
248.75 |
-3.50 |
0 |
4,097 |
+0 |
| Oct04 |
040114 |
248.00 |
248.00 |
248.00 |
248.00 |
-3.25 |
700 |
3,493 |
-200 |
| Nov04 |
040114 |
247.25 |
247.25 |
247.25 |
247.25 |
-3.00 |
0 |
2,683 |
+0 |
| Total Volume and Open Interest |
14,458 |
148,227 |
+4,461 |
| US Dollar Index(NYBOT) |
| Mar04 |
040114 |
85.54 |
86.47 |
85.54 |
86.32 |
+0.54 |
1,875 |
20,545 |
-136 |
| Jun04 |
040114 |
86.64 |
86.77 |
86.42 |
86.73 |
+0.54 |
8 |
2,048 |
+4 |
| Sep04 |
040114 |
87.10 |
87.17 |
87.10 |
87.17 |
+0.54 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,883 |
22,597 |
-132 |
| Australian Dollar(CME) |
| Mar04 |
040114 |
77.27 |
77.40 |
76.90 |
77.02 |
-0.15 |
3,111 |
61,614 |
-390 |
| Jun04 |
040114 |
76.25 |
76.25 |
76.18 |
76.18 |
-0.15 |
17 |
643 |
-7 |
| Sep04 |
040114 |
75.34 |
75.34 |
75.34 |
75.34 |
-0.15 |
3 |
103 |
+3 |
| Total Volume and Open Interest |
3,134 |
62,404 |
-391 |
| British Pound(CME) |
| Mar04 |
040114 |
183.02 |
183.30 |
182.36 |
182.52 |
-0.82 |
8,338 |
61,390 |
-1,582 |
| Jun04 |
040114 |
181.75 |
182.10 |
180.80 |
181.14 |
-0.84 |
2 |
76 |
+3 |
| Sep04 |
040114 |
179.76 |
179.76 |
179.76 |
179.76 |
-0.86 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
8,341 |
61,829 |
-1,580 |
| Canadian Dollar(CME) |
| Mar04 |
040114 |
78.30 |
78.30 |
77.20 |
77.43 |
-0.99 |
13,036 |
85,001 |
+8,961 |
| Jun04 |
040114 |
78.07 |
78.07 |
77.00 |
77.20 |
-1.00 |
71 |
2,747 |
+51 |
| Sep04 |
040114 |
77.05 |
77.10 |
76.90 |
77.01 |
-1.00 |
8 |
1,412 |
+1 |
| Dec04 |
040114 |
77.00 |
77.00 |
76.82 |
76.82 |
-1.00 |
6 |
677 |
+4 |
| Total Volume and Open Interest |
13,121 |
89,905 |
+9,017 |
| Japanese Yen(CME) |
| Mar04 |
040114 |
94.41 |
94.57 |
94.30 |
94.45 |
+0.14 |
7,926 |
151,617 |
+4,599 |
| Jun04 |
040114 |
94.70 |
94.75 |
94.70 |
94.73 |
+0.14 |
47 |
7,552 |
+31 |
| Sep04 |
040114 |
95.03 |
95.03 |
95.03 |
95.03 |
+0.14 |
1 |
53 |
+1 |
| Total Volume and Open Interest |
7,974 |
159,233 |
+4,631 |
| Swiss Franc(CME) |
| Mar04 |
040114 |
81.48 |
81.71 |
81.03 |
81.24 |
-0.65 |
4,277 |
48,286 |
+1,060 |
| Jun04 |
040114 |
81.40 |
81.40 |
81.40 |
81.40 |
-0.65 |
0 |
198 |
+0 |
| Sep04 |
040114 |
81.57 |
81.57 |
81.57 |
81.57 |
-0.65 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,277 |
48,588 |
+1,060 |
| EuroFX(CME) |
| Mar04 |
040114 |
126.76 |
127.12 |
126.10 |
126.46 |
-0.82 |
14,987 |
129,188 |
+2,580 |
| Jun04 |
040114 |
126.47 |
126.77 |
125.90 |
126.17 |
-0.82 |
136 |
934 |
+15 |
| Sep04 |
040114 |
126.24 |
126.24 |
125.90 |
125.90 |
-0.82 |
50 |
195 |
+50 |
| Total Volume and Open Interest |
15,218 |
130,510 |
+2,652 |
| Mexican Peso(CME) |
| Mar04 |
040114 |
9150.0 |
9205.0 |
9142.0 |
9170.0 |
+43.0 |
11,010 |
42,294 |
+4,175 |
| Jun04 |
040114 |
9070.0 |
9085.0 |
9050.0 |
9065.0 |
+43.0 |
25 |
441 |
+4 |
| Total Volume and Open Interest |
11,076 |
43,115 |
+4,157 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040114 |
112~00 |
112~17 |
111~17 |
112~16 |
+0~22 |
263,944 |
480,336 |
+12,799 |
| Jun04 |
040114 |
110~20 |
111~02 |
110~05 |
111~02 |
+0~22 |
2,477 |
16,148 |
+679 |
| Sep04 |
040114 |
109~22 |
109~22 |
109~22 |
109~22 |
+0~22 |
0 |
209 |
+0 |
| Total Volume and Open Interest |
266,422 |
496,880 |
+13,478 |
| Municipal Bonds(CBOT) |
| Mar04 |
040114 |
104~24 |
104~29 |
104~13 |
104~24 |
+0~01 |
297 |
2,435 |
+129 |
| Total Volume and Open Interest |
297 |
2,435 |
+129 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040114 |
114~160 |
114~250 |
114~025 |
114~215 |
+0~075 |
666,150 |
1,078,959 |
+20,730 |
| Jun04 |
040114 |
112~260 |
113~040 |
112~170 |
113~030 |
+0~075 |
6,941 |
39,844 |
+2,695 |
| Total Volume and Open Interest |
673,091 |
1,118,803 |
+23,425 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040114 |
113~050 |
113~105 |
112~285 |
113~060 |
+0~010 |
281,365 |
0 |
+0 |
| Jun04 |
040114 |
111~255 |
111~260 |
111~205 |
111~260 |
+0~010 |
2,202 |
17,745 |
+17,745 |
| Total Volume and Open Interest |
283,567 |
17,745 |
+17,745 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040114 |
107~068 |
107~074 |
107~058 |
107~068 |
-0~002 |
3,561 |
161,409 |
-2,130 |
| Total Volume and Open Interest |
3,561 |
161,409 |
-2,130 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040114 |
98.845 |
98.845 |
98.835 |
98.840 |
unch |
61,298 |
809,189 |
+269 |
| Jun04 |
040114 |
98.740 |
98.750 |
98.715 |
98.740 |
-0.005 |
103,388 |
775,495 |
+4,036 |
| Sep04 |
040114 |
98.510 |
98.520 |
98.465 |
98.500 |
-0.020 |
155,033 |
706,839 |
+7,629 |
| Dec04 |
040114 |
98.160 |
98.175 |
98.110 |
98.155 |
-0.020 |
172,771 |
606,197 |
+13,675 |
| Mar05 |
040114 |
97.775 |
97.800 |
97.715 |
97.775 |
-0.010 |
96,488 |
392,385 |
+6,097 |
| Jun05 |
040114 |
97.370 |
97.400 |
97.320 |
97.380 |
-0.005 |
44,495 |
302,632 |
+6,587 |
| Sep05 |
040114 |
97.035 |
97.060 |
96.980 |
97.035 |
-0.005 |
26,294 |
237,059 |
+3,126 |
| Dec05 |
040114 |
96.735 |
96.775 |
96.685 |
96.740 |
unch |
24,449 |
174,636 |
-1,468 |
| Mar06 |
040114 |
96.505 |
96.535 |
96.450 |
96.505 |
+0.010 |
12,049 |
149,655 |
+896 |
| Jun06 |
040114 |
96.275 |
96.310 |
96.220 |
96.285 |
+0.020 |
9,304 |
126,947 |
+357 |
| Sep06 |
040114 |
96.070 |
96.100 |
96.020 |
96.080 |
+0.030 |
17,813 |
112,439 |
+2,534 |
| Dec06 |
040114 |
95.845 |
95.890 |
95.805 |
95.870 |
+0.035 |
13,755 |
99,021 |
+1,811 |
| Total Volume and Open Interest |
794,878 |
5,131,770 |
+56,302 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040114 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
128 |
9,289 |
-33 |
| Jun04 |
040114 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
9,341 |
+14 |
| Sep04 |
040114 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
220 |
11,964 |
+53 |
| Dec04 |
040114 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
66 |
4,093 |
-665 |
| Mar05 |
040114 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
411 |
3,972 |
-26 |
| Jun05 |
040114 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
927 |
-100 |
| Sep05 |
040114 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
11 |
2,120 |
+1 |
| Dec05 |
040114 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
1 |
98 |
+0 |
| Mar06 |
040114 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.04 |
2 |
289 |
+2 |
| Jun06 |
040114 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
472 |
+0 |
| Total Volume and Open Interest |
839 |
43,439 |
-754 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040114 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
236 |
60,445 |
-1,568 |
| Jun04 |
040114 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
334 |
66,983 |
-447 |
| Sep04 |
040114 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
1,872 |
45,157 |
-119 |
| Dec04 |
040114 |
99.85 |
99.85 |
99.84 |
99.84 |
unch |
964 |
39,471 |
+287 |
| Mar05 |
040114 |
99.75 |
99.75 |
99.74 |
99.74 |
unch |
547 |
20,522 |
-137 |
| Jun05 |
040114 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
59 |
16,512 |
+49 |
| Sep05 |
040114 |
99.57 |
99.57 |
99.56 |
99.56 |
unch |
0 |
13,604 |
+133 |
| Dec05 |
040114 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
3,244 |
+0 |
| Total Volume and Open Interest |
4,012 |
278,859 |
-1,802 |
| German Euro-Bund(EUREX) |
| Mar04 |
040114 |
114.72 |
114.75 |
114.14 |
114.59 |
+0.08 |
924,473 |
951,105 |
+12,926 |
| Jun04 |
040114 |
113.64 |
113.64 |
113.17 |
113.59 |
+0.07 |
253 |
5,509 |
+5 |
| Sep04 |
040114 |
113.39 |
113.39 |
113.39 |
113.39 |
+0.08 |
1,036 |
0 |
+0 |
| Total Volume and Open Interest |
925,762 |
956,614 |
+12,931 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040114 |
111.70 |
111.71 |
111.31 |
111.56 |
-0.03 |
676,633 |
735,991 |
+21,920 |
| Jun04 |
040114 |
110.75 |
110.80 |
110.61 |
110.78 |
-0.04 |
3,317 |
1,132 |
+1 |
| Sep04 |
040114 |
110.36 |
110.36 |
110.36 |
110.36 |
unch |
|
|
|
| Total Volume and Open Interest |
679,950 |
737,123 |
+21,921 |
| Long Gilt(LIFFE) |
| Mar04 |
040114 |
109~21 |
109~23 |
109~02 |
109~12 |
-0~04 |
46,517 |
160,987 |
-4,656 |
| Jun04 |
040114 |
108~24 |
108~31 |
108~24 |
108~31 |
-0~04 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
46,517 |
160,988 |
-4,656 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040114 |
95.86 |
95.87 |
95.82 |
95.83 |
-0.03 |
33,431 |
194,548 |
-618 |
| Jun04 |
040114 |
95.73 |
95.74 |
95.67 |
95.69 |
-0.04 |
46,752 |
207,056 |
+4,518 |
| Sep04 |
040114 |
95.61 |
95.62 |
95.53 |
95.55 |
-0.06 |
47,251 |
169,717 |
+5,293 |
| Total Volume and Open Interest |
209,368 |
985,729 |
+9,432 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040114 |
97.930 |
97.930 |
97.910 |
97.915 |
-0.010 |
65,337 |
495,600 |
-9,463 |
| Jun04 |
040114 |
97.900 |
97.900 |
97.845 |
97.865 |
-0.025 |
98,199 |
448,127 |
+1,738 |
| Sep04 |
040114 |
97.770 |
97.775 |
97.695 |
97.720 |
-0.035 |
113,505 |
428,879 |
+4,183 |
| Total Volume and Open Interest |
586,764 |
2,484,436 |
+17,044 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040114 |
94.47 |
94.49 |
94.47 |
94.48 |
+0.02 |
31,577 |
231,927 |
-2,177 |
| Jun04 |
040114 |
94.41 |
94.43 |
94.41 |
94.42 |
+0.03 |
12,539 |
108,165 |
-8,753 |
| Sep04 |
040114 |
94.35 |
94.37 |
94.34 |
94.35 |
+0.04 |
2,306 |
41,598 |
+81 |
| Dec04 |
040114 |
94.29 |
94.30 |
94.29 |
94.29 |
+0.05 |
1,728 |
26,612 |
-1,147 |
| Mar05 |
040114 |
94.24 |
94.25 |
94.24 |
94.25 |
+0.07 |
1,285 |
19,691 |
+866 |
| Jun05 |
040114 |
94.21 |
94.22 |
94.20 |
94.20 |
+0.07 |
429 |
12,136 |
-37 |
| Sep05 |
040114 |
94.17 |
94.18 |
94.16 |
94.16 |
+0.08 |
529 |
5,783 |
+169 |
| Dec05 |
040114 |
94.13 |
94.14 |
94.13 |
94.13 |
+0.09 |
332 |
2,653 |
+149 |
| Mar06 |
040114 |
94.10 |
94.11 |
94.10 |
94.10 |
+0.10 |
0 |
781 |
+0 |
| Jun06 |
040114 |
94.07 |
94.08 |
94.07 |
94.07 |
+0.11 |
25 |
624 |
+25 |
| Total Volume and Open Interest |
50,845 |
450,362 |
-10,844 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040114 |
94.41 |
94.46 |
94.41 |
94.43 |
+0.07 |
15,972 |
159,848 |
-5,331 |
| Jun04 |
040114 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
15,972 |
159,848 |
-5,331 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040114 |
94.51 |
94.53 |
94.50 |
94.52 |
+0.07 |
42,710 |
323,747 |
-16,275 |
| Jun04 |
040114 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
42,710 |
323,747 |
-16,275 |
| Gold(CMX) |
| Feb04 |
040114 |
421.8 |
422.8 |
418.0 |
422.0 |
-2.0 |
35,889 |
195,180 |
-6,630 |
| Apr04 |
040114 |
423.0 |
424.0 |
419.0 |
423.0 |
-2.1 |
4,809 |
31,904 |
+2,088 |
| Jun04 |
040114 |
425.0 |
425.0 |
420.0 |
423.9 |
-2.1 |
553 |
21,251 |
-55 |
| Aug04 |
040114 |
424.0 |
426.0 |
422.0 |
424.8 |
-2.1 |
16 |
6,876 |
+2 |
| Oct04 |
040114 |
425.6 |
425.6 |
425.6 |
425.6 |
-2.1 |
3 |
1,013 |
+3 |
| Dec04 |
040114 |
426.0 |
427.5 |
422.0 |
426.4 |
-2.1 |
1,004 |
20,486 |
+232 |
| Total Volume and Open Interest |
42,592 |
300,273 |
-4,135 |
| Silver(CMX) |
| Mar04 |
040114 |
656.5 |
657.5 |
637.0 |
643.0 |
-16.7 |
15,945 |
85,922 |
-2,327 |
| May04 |
040114 |
650.0 |
651.0 |
641.0 |
644.1 |
-16.6 |
670 |
4,476 |
+268 |
| Jul04 |
040114 |
657.0 |
660.0 |
641.0 |
645.3 |
-16.5 |
113 |
3,613 |
+33 |
| Sep04 |
040114 |
661.0 |
661.0 |
645.0 |
645.9 |
-16.5 |
28 |
821 |
+8 |
| Dec04 |
040114 |
660.0 |
660.0 |
644.0 |
646.4 |
-16.5 |
385 |
11,290 |
+130 |
| Total Volume and Open Interest |
17,273 |
108,724 |
-1,872 |
| Platinum(NYM) |
| Jan04 |
040114 |
850.0 |
866.0 |
850.0 |
863.4 |
-2.3 |
62 |
188 |
-40 |
| Apr04 |
040114 |
846.0 |
855.0 |
843.5 |
854.4 |
-1.3 |
778 |
8,065 |
+11 |
| Jul04 |
040114 |
847.4 |
847.4 |
847.4 |
847.4 |
-1.3 |
10 |
160 |
+10 |
| Oct04 |
040114 |
842.9 |
842.9 |
842.9 |
842.9 |
-1.3 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
850 |
8,417 |
-19 |
| Palladium(NYME) |
| Mar04 |
040114 |
220.00 |
222.50 |
217.00 |
221.20 |
-2.00 |
1,354 |
7,815 |
+270 |
| Jun04 |
040114 |
219.00 |
221.70 |
219.00 |
221.70 |
-2.00 |
68 |
565 |
+26 |
| Total Volume and Open Interest |
1,423 |
8,415 |
+297 |
| Copper(CMX) |
| Mar04 |
040114 |
108.75 |
110.30 |
108.20 |
109.40 |
+0.85 |
9,265 |
71,494 |
-202 |
| May04 |
040114 |
108.60 |
109.80 |
108.10 |
109.00 |
+0.80 |
784 |
5,518 |
+87 |
| Jul04 |
040114 |
108.10 |
108.90 |
107.30 |
108.30 |
+0.80 |
306 |
3,894 |
+144 |
| Sep04 |
040114 |
107.20 |
107.90 |
107.20 |
107.45 |
+0.70 |
22 |
1,650 |
+8 |
| Dec04 |
040114 |
106.05 |
106.60 |
106.05 |
106.30 |
+0.65 |
110 |
2,710 |
+17 |
| Total Volume and Open Interest |
11,244 |
91,442 |
-361 |
| DJIA Index(CBOT) |
| Mar04 |
040114 |
10430 |
10532 |
10425 |
10527 |
+113 |
12,479 |
34,058 |
+899 |
| Jun04 |
040114 |
10430 |
10505 |
10430 |
10505 |
+113 |
13 |
449 |
-9 |
| Sep04 |
040114 |
10485 |
10485 |
10485 |
10485 |
+113 |
0 |
2 |
+0 |
| Dec04 |
040114 |
10465 |
10465 |
10465 |
10465 |
+113 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
12,492 |
34,513 |
+890 |
| S & P 500(CME) |
| Mar04 |
040114 |
1123.30 |
1132.30 |
1122.70 |
1131.30 |
+10.00 |
50,104 |
593,494 |
+6,672 |
| Jun04 |
040114 |
1122.00 |
1130.40 |
1122.00 |
1130.40 |
+10.00 |
232 |
17,939 |
-133 |
| Sep04 |
040114 |
1129.50 |
1129.50 |
1129.50 |
1129.50 |
+10.00 |
139 |
2,265 |
+100 |
| Dec04 |
040114 |
1128.00 |
1128.80 |
1128.00 |
1128.80 |
+10.00 |
2 |
80 |
+0 |
| Total Volume and Open Interest |
50,477 |
613,926 |
+6,639 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040114 |
1121.25 |
1132.50 |
1119.25 |
1131.25 |
+10.00 |
739,977 |
493,698 |
+15,805 |
| Jun04 |
040114 |
1122.25 |
1131.00 |
1122.00 |
1130.50 |
+10.00 |
225 |
4,087 |
-47 |
| Total Volume and Open Interest |
740,202 |
497,785 |
+15,758 |
| NASDAQ 100(CME) |
| Mar04 |
040114 |
1534.50 |
1540.00 |
1524.00 |
1537.50 |
+9.00 |
12,928 |
73,035 |
+649 |
| Jun04 |
040114 |
1540.00 |
1540.00 |
1540.00 |
1540.00 |
+9.00 |
2 |
53 |
+0 |
| Sep04 |
040114 |
1542.50 |
1542.50 |
1542.50 |
1542.50 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
12,930 |
73,088 |
+649 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040114 |
1528.5 |
1539.5 |
1524.0 |
1537.5 |
+9.0 |
365,507 |
191,424 |
+5,680 |
| Jun04 |
040114 |
1533.5 |
1542.0 |
1529.5 |
1540.0 |
+9.0 |
16 |
604 |
+5 |
| Total Volume and Open Interest |
365,523 |
192,028 |
+5,685 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040114 |
586.00 |
589.00 |
584.75 |
588.50 |
+3.75 |
613 |
15,786 |
-1 |
| Jun04 |
040114 |
588.70 |
588.70 |
588.70 |
588.70 |
+3.90 |
0 |
1 |
+0 |
| Sep04 |
040114 |
588.70 |
588.70 |
588.70 |
588.70 |
+3.90 |
|
|
|
| Total Volume and Open Interest |
613 |
15,787 |
-1 |
| Russell 2000(CME) |
| Mar04 |
040114 |
584.00 |
586.50 |
581.00 |
585.25 |
+4.00 |
1,553 |
22,640 |
+202 |
| Jun04 |
040114 |
585.35 |
585.35 |
585.35 |
585.35 |
+4.00 |
|
|
|
| Sep04 |
040114 |
585.35 |
585.35 |
585.35 |
585.35 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
1,553 |
22,640 |
+202 |
| Value Line(KCBT) |
| Mar04 |
040114 |
1580.00 |
1591.00 |
1580.00 |
1588.75 |
+12.25 |
5 |
44 |
+3 |
| Total Volume and Open Interest |
5 |
44 |
+3 |
| Nikkei 225(CME) |
| Mar04 |
040114 |
10860 |
10930 |
10810 |
10920 |
+145 |
3,436 |
28,439 |
-512 |
| Jun04 |
040114 |
10910 |
10910 |
10910 |
10910 |
+145 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
3,436 |
28,513 |
-512 |
| Nikkei 225(SIMEX) |
| Mar04 |
040114 |
10785 |
10880 |
10720 |
10845 |
-30 |
20,390 |
141,062 |
+141,062 |
| Jun04 |
040114 |
10805 |
10805 |
10805 |
10805 |
-30 |
0 |
303 |
+303 |
| Sep04 |
040114 |
10800 |
10800 |
10800 |
10800 |
-30 |
|
|
|
| Total Volume and Open Interest |
20,390 |
141,365 |
+141,365 |
| CAC 40(MATIF) |
| Jan04 |
040114 |
3587.5 |
3622.0 |
3577.5 |
3622.0 |
+36.0 |
30 |
168 |
+11 |
| Feb04 |
040114 |
3594.0 |
3631.5 |
3590.5 |
3627.5 |
+36.0 |
418 |
118,897 |
+250 |
| Mar04 |
040114 |
3568.5 |
3568.5 |
3568.5 |
3568.5 |
+36.0 |
0 |
8,275 |
+0 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040114 |
4007.0 |
4072.0 |
3996.0 |
4065.0 |
+70.0 |
106,302 |
273,545 |
+350 |
| Jun04 |
040114 |
4029.0 |
4091.0 |
4017.5 |
4085.5 |
+70.0 |
648 |
8,067 |
-26 |
| Sep04 |
040114 |
4062.5 |
4110.5 |
4062.5 |
4107.0 |
+70.0 |
666 |
1,164 |
+329 |
| Total Volume and Open Interest |
107,616 |
282,776 |
+653 |
| FT-SE 100(LIFFE) |
| Mar04 |
040114 |
4424.00 |
4450.50 |
4413.00 |
4443.00 |
+18.50 |
70,082 |
412,245 |
+6,419 |
| Jun04 |
040114 |
4438.00 |
4457.00 |
4435.00 |
4452.00 |
+18.50 |
1,142 |
11,412 |
-626 |
| Sep04 |
040114 |
4454.50 |
4460.00 |
4454.50 |
4460.00 |
+17.00 |
190 |
6,849 |
+0 |
| Total Volume and Open Interest |
71,414 |
431,531 |
+5,793 |
| SPI 200(SFE) |
| Mar04 |
040114 |
3289.0 |
3318.0 |
3289.0 |
3317.0 |
+19.0 |
13,624 |
152,698 |
-3,351 |
| Jun04 |
040114 |
3308.0 |
3329.0 |
3307.0 |
3329.0 |
+18.0 |
124 |
2,995 |
+8 |
| Sep04 |
040114 |
3338.0 |
3338.0 |
3338.0 |
3338.0 |
+18.0 |
20 |
1,433 |
-11 |
| Total Volume and Open Interest |
13,820 |
157,591 |
-3,302 |
| GSCI(CME) |
| Jan04 |
040114 |
269.40 |
271.75 |
269.40 |
271.75 |
-0.45 |
2,368 |
3,541 |
-2,221 |
| Feb04 |
040114 |
269.50 |
271.50 |
268.20 |
270.45 |
-0.90 |
2,802 |
11,185 |
+2,813 |
| Mar04 |
040114 |
265.00 |
265.00 |
265.00 |
265.00 |
-1.60 |
2 |
23 |
+2 |
| Total Volume and Open Interest |
5,172 |
14,749 |
+594 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040114 |
265.75 |
267.75 |
265.25 |
267.75 |
unch |
7 |
116 |
+1 |
| Apr04 |
040114 |
265.25 |
267.00 |
265.00 |
266.75 |
-0.30 |
92 |
717 |
+6 |
| Jun04 |
040114 |
265.75 |
265.75 |
265.75 |
265.75 |
-0.25 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
99 |
840 |
+7 |
|
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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