|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 19, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar04 |
040116 |
829.00 |
838.50 |
825.00 |
835.75 |
+0.75 |
47,203 |
129,786 |
-1,657 |
May04 |
040116 |
830.50 |
840.75 |
827.50 |
838.50 |
+1.50 |
17,263 |
64,865 |
+1,387 |
Jul04 |
040116 |
826.50 |
836.00 |
824.00 |
832.75 |
-0.25 |
8,848 |
32,343 |
-21 |
Aug04 |
040116 |
793.00 |
799.00 |
790.50 |
797.00 |
-1.50 |
1,355 |
7,827 |
+119 |
Sep04 |
040116 |
740.00 |
742.00 |
737.00 |
739.00 |
-1.25 |
614 |
3,677 |
+157 |
Nov04 |
040116 |
666.00 |
672.00 |
665.00 |
671.00 |
-0.75 |
3,858 |
19,880 |
+478 |
Jan05 |
040116 |
670.00 |
671.50 |
670.00 |
671.50 |
-1.00 |
55 |
276 |
+16 |
Total Volume and Open Interest |
79,220 |
258,761 |
+146 |
Soybean Meal(CBOT) |
Mar04 |
040116 |
254.90 |
259.90 |
253.50 |
258.50 |
+1.40 |
13,672 |
62,820 |
-3,405 |
May04 |
040116 |
255.00 |
260.00 |
254.30 |
258.60 |
+0.90 |
8,100 |
55,992 |
-17 |
Jul04 |
040116 |
251.00 |
257.00 |
251.00 |
255.90 |
+1.90 |
4,889 |
30,059 |
-305 |
Aug04 |
040116 |
241.00 |
245.50 |
240.80 |
245.20 |
+1.90 |
1,290 |
9,397 |
+226 |
Sep04 |
040116 |
225.50 |
228.00 |
225.50 |
228.00 |
+0.80 |
1,448 |
7,627 |
+698 |
Oct04 |
040116 |
200.00 |
202.00 |
199.50 |
200.50 |
-0.50 |
844 |
5,600 |
-129 |
Dec04 |
040116 |
197.00 |
199.30 |
196.50 |
198.50 |
-0.30 |
1,398 |
12,824 |
+576 |
Jan05 |
040116 |
198.00 |
198.40 |
198.00 |
198.40 |
-0.40 |
2 |
773 |
-1 |
Total Volume and Open Interest |
31,648 |
185,260 |
-2,429 |
Soybean Oil(CBOT) |
Mar04 |
040116 |
29.65 |
29.78 |
29.46 |
29.62 |
-0.25 |
12,945 |
84,599 |
-2,053 |
May04 |
040116 |
29.51 |
29.62 |
29.34 |
29.54 |
-0.20 |
6,662 |
52,454 |
+1,792 |
Jul04 |
040116 |
29.26 |
29.43 |
29.12 |
29.31 |
-0.22 |
4,131 |
36,908 |
-91 |
Aug04 |
040116 |
28.70 |
28.85 |
28.60 |
28.75 |
-0.18 |
563 |
4,240 |
+287 |
Sep04 |
040116 |
28.05 |
28.15 |
27.90 |
28.15 |
-0.05 |
855 |
5,143 |
+568 |
Oct04 |
040116 |
26.85 |
26.95 |
26.75 |
26.93 |
-0.02 |
123 |
4,347 |
+81 |
Dec04 |
040116 |
26.10 |
26.25 |
26.00 |
26.15 |
+0.03 |
748 |
10,649 |
+127 |
Jan05 |
040116 |
26.05 |
26.05 |
26.05 |
26.05 |
+0.05 |
0 |
375 |
+0 |
Total Volume and Open Interest |
26,027 |
199,110 |
+350 |
Canola(WCE) |
Jan04 |
040114 |
372.9 |
372.9 |
372.9 |
372.9 |
-0.1 |
10 |
20 |
+0 |
Mar04 |
040116 |
374.6 |
375.0 |
373.0 |
374.4 |
-2.2 |
4,694 |
28,148 |
-361 |
May04 |
040116 |
380.0 |
380.8 |
378.5 |
379.8 |
-2.2 |
1,161 |
12,279 |
-11 |
Jul04 |
040116 |
384.0 |
385.1 |
383.4 |
384.5 |
-1.3 |
638 |
5,373 |
+443 |
Sep04 |
040116 |
347.0 |
347.0 |
347.0 |
347.0 |
unch |
|
|
|
Total Volume and Open Interest |
7,136 |
54,282 |
+318 |
Corn(CBOT) |
Mar04 |
040116 |
268.75 |
273.50 |
266.50 |
272.50 |
+3.75 |
68,041 |
307,112 |
+9,716 |
May04 |
040116 |
272.50 |
277.50 |
270.25 |
276.75 |
+4.25 |
14,735 |
89,675 |
+5,533 |
Jul04 |
040116 |
275.25 |
280.75 |
273.50 |
279.75 |
+3.75 |
12,551 |
60,853 |
+895 |
Sep04 |
040116 |
268.50 |
275.00 |
268.50 |
273.50 |
+3.00 |
1,389 |
10,012 |
+107 |
Dec04 |
040116 |
268.50 |
272.00 |
266.50 |
271.00 |
+2.25 |
13,686 |
71,397 |
+3,989 |
Mar05 |
040116 |
269.00 |
273.50 |
269.00 |
272.75 |
+2.00 |
735 |
4,737 |
+284 |
Total Volume and Open Interest |
111,490 |
545,972 |
+20,620 |
Wheat(CBOT) |
Mar04 |
040116 |
384.50 |
402.00 |
383.50 |
398.00 |
+11.75 |
22,652 |
89,319 |
-2,332 |
May04 |
040116 |
387.00 |
403.50 |
387.00 |
402.00 |
+11.25 |
2,514 |
14,901 |
+74 |
Jul04 |
040116 |
384.50 |
395.00 |
383.00 |
393.50 |
+6.75 |
4,501 |
24,768 |
+201 |
Sep04 |
040116 |
391.00 |
398.00 |
391.00 |
397.00 |
+6.50 |
154 |
1,263 |
+36 |
Dec04 |
040116 |
395.00 |
404.00 |
394.00 |
404.00 |
+6.50 |
589 |
2,736 |
-217 |
Total Volume and Open Interest |
30,410 |
133,127 |
-2,238 |
Wheat(KCBT) |
Mar04 |
040116 |
394.00 |
405.50 |
391.00 |
404.50 |
+7.75 |
5,239 |
42,817 |
-1,179 |
May04 |
040116 |
394.00 |
405.50 |
393.50 |
405.25 |
+8.00 |
2,289 |
10,641 |
+736 |
Jul04 |
040116 |
388.00 |
399.25 |
387.50 |
398.50 |
+8.25 |
1,426 |
9,909 |
+46 |
Sep04 |
040116 |
393.00 |
401.00 |
393.00 |
400.50 |
+7.00 |
286 |
1,405 |
+88 |
Dec04 |
040116 |
400.50 |
408.50 |
400.50 |
408.00 |
+8.00 |
161 |
1,032 |
+8 |
Total Volume and Open Interest |
9,401 |
65,811 |
-301 |
Wheat(MGE) |
Mar04 |
040116 |
401.00 |
416.00 |
401.00 |
413.50 |
+9.25 |
2,810 |
19,444 |
-524 |
May04 |
040116 |
400.50 |
413.00 |
399.50 |
410.00 |
+8.00 |
623 |
5,120 |
-66 |
Jul04 |
040116 |
398.00 |
408.50 |
398.00 |
407.00 |
+7.25 |
675 |
2,344 |
+340 |
Sep04 |
040116 |
393.00 |
403.00 |
393.00 |
400.50 |
+7.00 |
123 |
1,307 |
+6 |
Dec04 |
040116 |
398.00 |
408.00 |
398.00 |
408.00 |
+9.25 |
80 |
658 |
+16 |
Total Volume and Open Interest |
4,311 |
28,876 |
-228 |
Oats(CBOT) |
Mar04 |
040116 |
158.00 |
161.50 |
157.00 |
160.75 |
+4.00 |
1,111 |
5,316 |
-109 |
May04 |
040116 |
157.75 |
162.00 |
157.50 |
162.00 |
+4.50 |
94 |
1,021 |
+18 |
Jul04 |
040116 |
159.00 |
162.00 |
159.00 |
162.00 |
+3.75 |
8 |
231 |
+5 |
Sep04 |
040116 |
153.00 |
153.00 |
153.00 |
153.00 |
-1.00 |
0 |
15 |
+0 |
Total Volume and Open Interest |
1,213 |
6,843 |
-86 |
Rough Rice(CBOT) |
Jan04 |
040116 |
8.25 |
8.35 |
8.25 |
8.33 |
-0.01 |
42 |
182 |
+4 |
Mar04 |
040116 |
8.50 |
8.50 |
8.38 |
8.47 |
-0.05 |
402 |
6,201 |
+66 |
May04 |
040116 |
8.63 |
8.64 |
8.52 |
8.60 |
-0.05 |
73 |
856 |
-25 |
Jul04 |
040116 |
8.70 |
8.75 |
8.66 |
8.71 |
-0.05 |
14 |
554 |
+3 |
Total Volume and Open Interest |
531 |
7,892 |
+48 |
Live Cattle(CME) |
Feb04 |
040116 |
78.100 |
79.600 |
77.500 |
78.700 |
+0.850 |
2,554 |
33,690 |
-455 |
Apr04 |
040116 |
75.250 |
76.150 |
74.500 |
76.075 |
+0.625 |
6,299 |
33,896 |
+579 |
Jun04 |
040116 |
71.200 |
71.925 |
70.500 |
71.450 |
-0.050 |
2,797 |
13,983 |
-113 |
Aug04 |
040116 |
73.200 |
73.800 |
73.000 |
73.650 |
+0.325 |
1,391 |
7,398 |
+436 |
Oct04 |
040116 |
76.300 |
76.875 |
75.900 |
76.675 |
+0.300 |
669 |
7,836 |
+270 |
Dec04 |
040116 |
77.400 |
77.950 |
77.350 |
77.500 |
+0.050 |
398 |
2,890 |
+141 |
Total Volume and Open Interest |
14,179 |
100,913 |
+884 |
Feeder Cattle(CME) |
Jan04 |
040116 |
89.300 |
89.400 |
88.600 |
89.150 |
-0.050 |
860 |
2,116 |
-211 |
Mar04 |
040116 |
84.250 |
85.100 |
83.550 |
84.100 |
+0.025 |
1,069 |
4,946 |
+55 |
Apr04 |
040116 |
85.200 |
85.700 |
84.700 |
84.950 |
-0.250 |
187 |
1,470 |
+45 |
May04 |
040116 |
85.925 |
86.525 |
85.750 |
85.825 |
-0.050 |
314 |
2,967 |
+4 |
Aug04 |
040116 |
88.400 |
88.700 |
87.800 |
88.300 |
-0.100 |
267 |
1,625 |
+77 |
Sep04 |
040116 |
87.850 |
88.600 |
87.850 |
88.400 |
+0.100 |
40 |
266 |
+7 |
Oct04 |
040116 |
88.500 |
88.800 |
88.500 |
88.500 |
+0.100 |
39 |
261 |
-4 |
Total Volume and Open Interest |
2,778 |
13,710 |
-25 |
Lean Hogs(CME) |
Feb04 |
040116 |
55.000 |
55.100 |
54.350 |
54.750 |
+0.950 |
5,229 |
17,220 |
-533 |
Apr04 |
040116 |
57.650 |
58.250 |
57.350 |
58.075 |
+1.025 |
5,127 |
20,560 |
+1,590 |
May04 |
040116 |
58.850 |
59.750 |
58.850 |
59.750 |
+0.950 |
112 |
1,258 |
+35 |
Jun04 |
040116 |
63.200 |
63.975 |
63.000 |
63.875 |
+1.150 |
493 |
5,368 |
+80 |
Jul04 |
040116 |
60.750 |
61.250 |
60.750 |
61.250 |
+0.850 |
244 |
1,312 |
+55 |
Aug04 |
040116 |
58.400 |
59.175 |
58.400 |
58.900 |
+0.450 |
113 |
992 |
+89 |
Oct04 |
040116 |
52.200 |
53.000 |
52.200 |
52.850 |
+0.800 |
177 |
856 |
+28 |
Dec04 |
040116 |
52.250 |
53.000 |
52.250 |
52.250 |
+0.150 |
20 |
324 |
+10 |
Total Volume and Open Interest |
11,515 |
47,908 |
+1,354 |
Pork Bellies(CME) |
Feb04 |
040116 |
83.500 |
83.800 |
82.100 |
82.275 |
-0.875 |
302 |
1,567 |
-52 |
Mar04 |
040116 |
84.500 |
84.500 |
83.000 |
83.000 |
-1.000 |
66 |
515 |
+7 |
May04 |
040116 |
85.950 |
85.950 |
84.450 |
84.450 |
-1.075 |
35 |
290 |
+17 |
Jul04 |
040116 |
87.100 |
87.100 |
86.100 |
86.250 |
-0.950 |
6 |
100 |
-1 |
Aug04 |
040116 |
85.800 |
86.000 |
85.800 |
86.000 |
-1.800 |
0 |
12 |
+0 |
Total Volume and Open Interest |
409 |
2,484 |
-29 |
BFP Milk Class III(CME) |
Jan04 |
040116 |
11.62 |
11.63 |
11.61 |
11.63 |
+0.02 |
35 |
3,224 |
+19 |
Feb04 |
040116 |
11.55 |
11.55 |
11.55 |
11.55 |
+0.01 |
46 |
2,194 |
+27 |
Mar04 |
040116 |
11.59 |
11.63 |
11.59 |
11.63 |
+0.04 |
70 |
1,998 |
+31 |
Apr04 |
040116 |
11.65 |
11.66 |
11.61 |
11.66 |
+0.02 |
85 |
1,493 |
+0 |
May04 |
040116 |
11.81 |
11.85 |
11.78 |
11.85 |
+0.03 |
95 |
1,600 |
+22 |
Total Volume and Open Interest |
608 |
18,247 |
+271 |
Cocoa(NYBOT) |
Mar04 |
040116 |
1620 |
1636 |
1590 |
1597 |
-8 |
4,173 |
29,160 |
-3 |
May04 |
040116 |
1625 |
1635 |
1595 |
1598 |
-11 |
738 |
13,508 |
+96 |
Jul04 |
040116 |
1623 |
1635 |
1592 |
1597 |
-12 |
361 |
15,375 |
+185 |
Sep04 |
040116 |
1621 |
1632 |
1589 |
1597 |
-13 |
67 |
7,451 |
+50 |
Dec04 |
040116 |
1600 |
1600 |
1597 |
1597 |
-14 |
15 |
8,142 |
+15 |
Mar05 |
040116 |
1634 |
1634 |
1595 |
1598 |
-15 |
109 |
4,142 |
+1 |
May05 |
040116 |
1597 |
1597 |
1597 |
1597 |
-14 |
0 |
8,662 |
+0 |
Total Volume and Open Interest |
5,463 |
94,109 |
+344 |
Coffee "C"(NYBOT) |
Mar04 |
040116 |
69.70 |
71.45 |
69.60 |
71.15 |
+1.60 |
9,055 |
52,858 |
-699 |
May04 |
040116 |
71.50 |
73.00 |
71.20 |
72.80 |
+1.60 |
1,171 |
11,849 |
+147 |
Jul04 |
040116 |
73.10 |
74.50 |
73.00 |
74.40 |
+1.55 |
258 |
5,979 |
+3 |
Sep04 |
040116 |
75.00 |
76.20 |
74.90 |
76.00 |
+1.50 |
120 |
6,648 |
+26 |
Dec04 |
040116 |
77.40 |
78.60 |
77.15 |
78.60 |
+1.50 |
244 |
4,112 |
-17 |
Mar05 |
040116 |
81.00 |
81.30 |
80.90 |
81.30 |
+1.50 |
241 |
2,467 |
+23 |
Total Volume and Open Interest |
11,115 |
84,366 |
-517 |
Orange Juice(NYBOT) |
Mar04 |
040116 |
66.00 |
66.55 |
66.00 |
66.40 |
+0.75 |
1,604 |
26,107 |
-379 |
May04 |
040116 |
69.00 |
69.50 |
69.00 |
69.40 |
+0.80 |
340 |
6,438 |
+20 |
Jul04 |
040116 |
71.90 |
72.15 |
71.85 |
72.00 |
+0.50 |
49 |
1,086 |
+15 |
Sep04 |
040116 |
74.75 |
74.75 |
74.50 |
74.50 |
+0.55 |
24 |
577 |
+11 |
Nov04 |
040116 |
77.45 |
77.45 |
77.00 |
77.00 |
+0.55 |
14 |
405 |
+0 |
Total Volume and Open Interest |
2,034 |
34,705 |
-330 |
Sugar #11(NYBOT) |
Mar04 |
040116 |
5.73 |
5.80 |
5.63 |
5.79 |
+0.06 |
24,858 |
137,798 |
+511 |
May04 |
040116 |
5.95 |
6.02 |
5.89 |
6.00 |
+0.05 |
6,092 |
36,633 |
+1,253 |
Jul04 |
040116 |
5.98 |
6.03 |
5.96 |
6.03 |
+0.03 |
1,976 |
35,246 |
+179 |
Oct04 |
040116 |
6.17 |
6.18 |
6.11 |
6.17 |
+0.02 |
1,476 |
21,297 |
+68 |
Mar05 |
040116 |
6.37 |
6.38 |
6.36 |
6.37 |
-0.01 |
705 |
9,433 |
+356 |
Total Volume and Open Interest |
35,714 |
249,406 |
+2,723 |
London Cocoa(LCE) |
Mar04 |
040116 |
914 |
938 |
911 |
925 |
+18 |
3,316 |
57,581 |
+221 |
May04 |
040116 |
927 |
947 |
923 |
931 |
+12 |
1,349 |
18,579 |
+179 |
Jul04 |
040116 |
937 |
955 |
930 |
937 |
+6 |
665 |
23,904 |
+128 |
Sep04 |
040116 |
948 |
964 |
942 |
945 |
+3 |
1,194 |
21,892 |
+611 |
Dec04 |
040116 |
957 |
963 |
943 |
946 |
+4 |
124 |
38,621 |
+81 |
Mar05 |
040116 |
963 |
972 |
952 |
955 |
+6 |
703 |
21,902 |
+115 |
May05 |
040116 |
959 |
961 |
959 |
961 |
+5 |
17 |
2,857 |
+0 |
Total Volume and Open Interest |
7,368 |
187,104 |
+1,335 |
London Coffee(LCE) |
Jan04 |
040116 |
821.00 |
828.00 |
821.00 |
824.00 |
+14.00 |
415 |
6,600 |
-685 |
Mar04 |
040116 |
789.00 |
804.00 |
786.00 |
794.00 |
+14.00 |
5,712 |
60,602 |
+565 |
May04 |
040116 |
794.00 |
815.00 |
794.00 |
805.00 |
+15.00 |
1,499 |
29,647 |
+191 |
Jul04 |
040116 |
812.00 |
825.00 |
812.00 |
817.00 |
+15.00 |
99 |
14,037 |
+49 |
Sep04 |
040116 |
828.00 |
830.00 |
825.00 |
827.00 |
+14.00 |
113 |
14,567 |
+58 |
Nov04 |
040116 |
834.00 |
840.00 |
834.00 |
838.00 |
+14.00 |
20 |
8,885 |
+0 |
Total Volume and Open Interest |
7,858 |
136,667 |
+178 |
London Sugar(LCE) |
Mar04 |
040116 |
184.30 |
186.90 |
182.00 |
186.50 |
+2.90 |
2,166 |
18,419 |
-680 |
May04 |
040116 |
184.40 |
187.70 |
183.40 |
187.30 |
+2.70 |
820 |
11,370 |
+265 |
Aug04 |
040116 |
183.00 |
186.60 |
182.50 |
186.10 |
+2.50 |
325 |
8,026 |
-28 |
Oct04 |
040116 |
187.00 |
188.00 |
186.20 |
188.00 |
+4.20 |
10 |
4,547 |
+0 |
Dec04 |
040116 |
187.80 |
190.00 |
187.80 |
189.60 |
+3.30 |
0 |
1,966 |
+0 |
Total Volume and Open Interest |
3,331 |
46,029 |
-438 |
Cotton(NYBOT) |
Mar04 |
040116 |
75.00 |
75.10 |
74.05 |
74.72 |
+0.23 |
10,782 |
61,764 |
-848 |
May04 |
040116 |
76.30 |
76.30 |
75.40 |
75.90 |
+0.20 |
2,796 |
16,234 |
+275 |
Jul04 |
040116 |
76.90 |
76.90 |
76.05 |
76.55 |
+0.07 |
940 |
6,922 |
+268 |
Oct04 |
040116 |
69.00 |
69.00 |
68.65 |
68.70 |
unch |
3 |
435 |
-3 |
Dec04 |
040116 |
69.50 |
69.70 |
69.25 |
69.36 |
-0.09 |
461 |
5,305 |
+4 |
Mar05 |
040116 |
71.25 |
71.45 |
71.25 |
71.45 |
unch |
41 |
813 |
+20 |
Total Volume and Open Interest |
15,033 |
92,017 |
-278 |
Lumber(CME) |
Mar04 |
040116 |
347.0 |
356.5 |
345.1 |
356.1 |
+13.9 |
835 |
2,107 |
+211 |
May04 |
040116 |
346.4 |
350.0 |
346.0 |
349.9 |
+6.8 |
306 |
525 |
+122 |
Jul04 |
040116 |
348.0 |
349.9 |
346.0 |
349.9 |
+2.1 |
21 |
145 |
+2 |
Sep04 |
040116 |
348.1 |
352.4 |
345.9 |
352.4 |
+2.6 |
8 |
29 |
+3 |
Total Volume and Open Interest |
1,355 |
2,924 |
+317 |
Crude Oil(NYM) |
Feb04 |
040116 |
33.75 |
35.30 |
33.40 |
35.07 |
+1.63 |
102,443 |
43,434 |
-27,670 |
Mar04 |
040116 |
32.85 |
34.20 |
32.60 |
34.00 |
+1.47 |
157,106 |
212,646 |
+8,969 |
Apr04 |
040116 |
32.45 |
33.51 |
32.20 |
33.51 |
+1.40 |
32,588 |
56,554 |
+3,435 |
May04 |
040116 |
31.95 |
33.00 |
31.95 |
33.00 |
+1.34 |
5,301 |
31,673 |
+616 |
Jun04 |
040116 |
31.46 |
32.60 |
31.40 |
32.49 |
+1.30 |
6,198 |
40,215 |
+1,044 |
Jul04 |
040116 |
30.90 |
31.98 |
30.90 |
31.98 |
+1.25 |
2,470 |
29,395 |
+405 |
Aug04 |
040116 |
30.80 |
31.52 |
30.80 |
31.52 |
+1.21 |
1,560 |
15,950 |
+340 |
Sep04 |
040116 |
30.35 |
31.11 |
30.35 |
31.11 |
+1.17 |
912 |
25,913 |
+335 |
Oct04 |
040116 |
29.85 |
30.76 |
29.85 |
30.76 |
+1.12 |
513 |
18,041 |
-35 |
Nov04 |
040116 |
29.65 |
30.46 |
29.65 |
30.46 |
+1.07 |
211 |
12,635 |
+71 |
Dec04 |
040116 |
29.40 |
30.40 |
29.40 |
30.21 |
+1.02 |
6,852 |
48,633 |
+20 |
Jan05 |
040116 |
29.35 |
29.93 |
29.35 |
29.93 |
+0.97 |
587 |
14,744 |
+19 |
Feb05 |
040116 |
29.12 |
29.68 |
29.12 |
29.68 |
+0.92 |
228 |
4,866 |
-4 |
Mar05 |
040116 |
29.00 |
29.43 |
29.00 |
29.43 |
+0.87 |
0 |
5,194 |
+200 |
Apr05 |
040116 |
28.80 |
29.21 |
28.80 |
29.21 |
+0.82 |
0 |
2,596 |
+0 |
May05 |
040116 |
28.65 |
29.00 |
28.65 |
29.00 |
+0.77 |
0 |
2,333 |
+0 |
Total Volume and Open Interest |
327,089 |
659,363 |
-12,240 |
Heating Oil(NYM) |
Feb04 |
040116 |
94.25 |
98.50 |
93.85 |
98.06 |
+5.07 |
34,350 |
44,093 |
-4,480 |
Mar04 |
040116 |
92.90 |
96.60 |
92.30 |
96.12 |
+4.47 |
26,861 |
53,528 |
+4,156 |
Apr04 |
040116 |
87.80 |
90.52 |
87.20 |
90.52 |
+3.62 |
5,241 |
14,395 |
+538 |
May04 |
040116 |
83.90 |
86.12 |
83.90 |
86.12 |
+3.12 |
769 |
7,637 |
-73 |
Jun04 |
040116 |
81.25 |
83.42 |
81.25 |
83.42 |
+2.82 |
1,068 |
9,126 |
+256 |
Jul04 |
040116 |
79.90 |
81.92 |
79.90 |
81.92 |
+2.67 |
223 |
6,419 |
+169 |
Aug04 |
040116 |
80.75 |
81.57 |
80.75 |
81.57 |
+2.57 |
101 |
4,183 |
+0 |
Sep04 |
040116 |
81.82 |
81.82 |
81.82 |
81.82 |
+2.47 |
200 |
2,331 |
-50 |
Oct04 |
040116 |
82.32 |
82.32 |
82.32 |
82.32 |
+2.42 |
1 |
1,141 |
+1 |
Nov04 |
040116 |
81.50 |
82.82 |
81.50 |
82.82 |
+2.37 |
26 |
1,441 |
+25 |
Dec04 |
040116 |
83.32 |
83.32 |
83.32 |
83.32 |
+2.32 |
550 |
8,511 |
+11 |
Jan05 |
040116 |
82.65 |
83.72 |
82.65 |
83.72 |
+2.27 |
31 |
2,118 |
+6 |
Total Volume and Open Interest |
69,421 |
156,982 |
+559 |
Unleaded Gas(NYM) |
Feb04 |
040116 |
94.50 |
100.00 |
94.00 |
99.52 |
+6.23 |
32,163 |
38,434 |
-5,029 |
Mar04 |
040116 |
94.70 |
100.00 |
94.50 |
99.87 |
+5.94 |
18,251 |
47,278 |
+3,608 |
Apr04 |
040116 |
100.40 |
105.20 |
100.25 |
105.00 |
+5.57 |
3,911 |
16,465 |
+689 |
May04 |
040116 |
99.70 |
104.00 |
99.45 |
104.00 |
+5.27 |
1,733 |
10,445 |
+1,036 |
Jun04 |
040116 |
97.40 |
102.00 |
97.40 |
102.00 |
+5.07 |
668 |
5,096 |
+196 |
Jul04 |
040116 |
97.50 |
99.45 |
97.50 |
99.45 |
+4.92 |
281 |
2,140 |
+124 |
Aug04 |
040116 |
96.45 |
96.45 |
96.45 |
96.45 |
+4.82 |
85 |
1,425 |
+49 |
Sep04 |
040116 |
89.30 |
92.75 |
89.30 |
92.75 |
+4.62 |
245 |
3,091 |
+235 |
Oct04 |
040116 |
87.70 |
87.70 |
87.70 |
87.70 |
+4.42 |
0 |
1,491 |
+0 |
Nov04 |
040116 |
85.10 |
85.10 |
85.10 |
85.10 |
+4.27 |
0 |
760 |
+0 |
Dec04 |
040116 |
83.50 |
83.50 |
83.50 |
83.50 |
+4.12 |
5 |
745 |
+0 |
Jan05 |
040116 |
82.80 |
82.80 |
82.80 |
82.80 |
+4.02 |
5 |
210 |
+5 |
Total Volume and Open Interest |
57,347 |
127,580 |
+913 |
Natural Gas(NYM) |
Feb04 |
040116 |
5.880 |
6.040 |
5.870 |
5.940 |
+0.095 |
37,520 |
35,091 |
-3,203 |
Mar04 |
040116 |
5.990 |
6.100 |
5.940 |
6.023 |
+0.068 |
19,772 |
49,064 |
+427 |
Apr04 |
040116 |
5.420 |
5.500 |
5.410 |
5.473 |
+0.038 |
6,677 |
22,143 |
+223 |
May04 |
040116 |
5.300 |
5.360 |
5.260 |
5.323 |
+0.028 |
4,025 |
23,912 |
-212 |
Jun04 |
040116 |
5.290 |
5.350 |
5.290 |
5.320 |
+0.023 |
2,694 |
17,152 |
+954 |
Jul04 |
040116 |
5.320 |
5.370 |
5.315 |
5.340 |
+0.018 |
1,379 |
14,848 |
+213 |
Aug04 |
040116 |
5.340 |
5.380 |
5.330 |
5.357 |
+0.015 |
633 |
13,403 |
+36 |
Sep04 |
040116 |
5.300 |
5.340 |
5.300 |
5.333 |
+0.013 |
513 |
12,365 |
-149 |
Oct04 |
040116 |
5.330 |
5.360 |
5.300 |
5.347 |
+0.013 |
1,674 |
14,357 |
+5 |
Nov04 |
040116 |
5.510 |
5.580 |
5.510 |
5.542 |
+0.003 |
764 |
10,056 |
+46 |
Dec04 |
040116 |
5.710 |
5.770 |
5.710 |
5.725 |
-0.002 |
929 |
12,287 |
-26 |
Jan05 |
040116 |
5.830 |
5.880 |
5.830 |
5.855 |
-0.002 |
1,055 |
9,258 |
-272 |
Feb05 |
040116 |
5.810 |
5.860 |
5.800 |
5.825 |
-0.002 |
112 |
8,279 |
+41 |
Mar05 |
040116 |
5.610 |
5.660 |
5.610 |
5.630 |
-0.002 |
228 |
8,636 |
+57 |
Apr05 |
040116 |
5.050 |
5.050 |
5.050 |
5.050 |
-0.002 |
110 |
8,790 |
+92 |
May05 |
040116 |
4.940 |
4.940 |
4.940 |
4.940 |
-0.002 |
4 |
4,173 |
-3 |
Total Volume and Open Interest |
78,335 |
326,296 |
-1,836 |
Brent Crude Oil(IPE) |
Mar04 |
040116 |
29.65 |
30.50 |
29.45 |
30.47 |
+1.13 |
80,583 |
115,614 |
+1,658 |
Apr04 |
040116 |
29.33 |
30.10 |
29.15 |
30.08 |
+1.00 |
24,718 |
59,554 |
+8,267 |
May04 |
040116 |
29.05 |
29.77 |
28.92 |
29.77 |
+0.94 |
4,218 |
16,302 |
+499 |
Jun04 |
040116 |
28.80 |
29.52 |
28.66 |
29.52 |
+0.92 |
4,894 |
28,100 |
+2,127 |
Jul04 |
040116 |
28.54 |
29.27 |
28.47 |
29.27 |
+0.90 |
1,624 |
8,697 |
-490 |
Aug04 |
040116 |
28.33 |
29.02 |
28.21 |
29.02 |
+0.88 |
100 |
10,050 |
+0 |
Sep04 |
040116 |
28.05 |
28.77 |
27.98 |
28.77 |
+0.85 |
0 |
9,812 |
+0 |
Oct04 |
040116 |
28.52 |
28.52 |
28.52 |
28.52 |
+0.81 |
210 |
5,291 |
+0 |
Nov04 |
040116 |
27.63 |
28.27 |
27.63 |
28.27 |
+0.76 |
150 |
5,350 |
-25 |
Dec04 |
040116 |
27.50 |
28.07 |
27.41 |
28.07 |
+0.72 |
6,592 |
27,975 |
-612 |
Jan05 |
040116 |
27.82 |
27.82 |
27.82 |
27.82 |
+0.69 |
20 |
1,890 |
+20 |
Feb05 |
040116 |
27.62 |
27.62 |
27.62 |
27.62 |
|
|
|
|
Mar05 |
040116 |
27.42 |
27.42 |
27.42 |
27.42 |
+0.62 |
0 |
3,565 |
+0 |
Total Volume and Open Interest |
135,664 |
321,966 |
-804 |
Gas Oil(IPE) |
Feb04 |
040116 |
266.00 |
273.00 |
263.50 |
272.75 |
+1.00 |
300 |
47,047 |
-3,724 |
Mar04 |
040116 |
263.00 |
267.25 |
258.75 |
267.25 |
unch |
215 |
28,700 |
+1,196 |
Apr04 |
040116 |
254.50 |
260.00 |
252.00 |
259.75 |
-0.25 |
300 |
10,632 |
+950 |
May04 |
040116 |
247.50 |
252.50 |
245.25 |
252.50 |
-0.50 |
1,625 |
10,192 |
+297 |
Jun04 |
040116 |
244.00 |
248.50 |
242.25 |
248.25 |
-0.50 |
300 |
11,936 |
+36 |
Jul04 |
040116 |
240.75 |
247.00 |
240.75 |
246.75 |
-1.00 |
23 |
4,381 |
+3 |
Aug04 |
040116 |
246.25 |
246.25 |
246.25 |
246.25 |
-0.50 |
6 |
2,505 |
+0 |
Sep04 |
040116 |
245.75 |
245.75 |
245.75 |
245.75 |
-0.25 |
0 |
4,097 |
+0 |
Oct04 |
040116 |
245.25 |
245.25 |
245.25 |
245.25 |
unch |
0 |
3,493 |
+0 |
Nov04 |
040116 |
244.75 |
244.75 |
244.75 |
244.75 |
+0.25 |
0 |
2,683 |
+0 |
Total Volume and Open Interest |
3,483 |
147,911 |
-1,017 |
US Dollar Index(NYBOT) |
Mar04 |
040116 |
86.73 |
88.17 |
86.73 |
88.05 |
+1.18 |
2,571 |
19,498 |
-871 |
Jun04 |
040116 |
87.45 |
88.53 |
87.45 |
88.46 |
+1.18 |
42 |
2,067 |
+17 |
Sep04 |
040116 |
87.97 |
88.90 |
87.97 |
88.90 |
+1.18 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,614 |
21,571 |
-853 |
Australian Dollar(CME) |
Mar04 |
040116 |
76.27 |
76.35 |
75.55 |
75.78 |
-0.74 |
2,473 |
63,024 |
-783 |
Jun04 |
040116 |
75.40 |
75.40 |
74.85 |
74.95 |
-0.73 |
14 |
703 |
+3 |
Sep04 |
040116 |
74.35 |
74.35 |
74.12 |
74.12 |
-0.72 |
0 |
103 |
+0 |
Total Volume and Open Interest |
2,488 |
63,875 |
-779 |
British Pound(CME) |
Mar04 |
040116 |
180.45 |
180.94 |
178.50 |
178.71 |
-2.63 |
6,913 |
60,776 |
+259 |
Jun04 |
040116 |
179.09 |
179.15 |
177.33 |
177.33 |
-2.63 |
9 |
74 |
-3 |
Sep04 |
040116 |
175.95 |
175.95 |
175.95 |
175.95 |
-2.63 |
0 |
11 |
+0 |
Total Volume and Open Interest |
6,922 |
61,213 |
+256 |
Canadian Dollar(CME) |
Mar04 |
040116 |
76.95 |
77.14 |
76.58 |
76.78 |
-0.27 |
7,384 |
79,467 |
-2,734 |
Jun04 |
040116 |
76.75 |
76.80 |
76.38 |
76.55 |
-0.27 |
142 |
3,092 |
-22 |
Sep04 |
040116 |
76.40 |
76.48 |
76.36 |
76.36 |
-0.27 |
16 |
1,544 |
-7 |
Dec04 |
040116 |
76.10 |
76.20 |
76.10 |
76.17 |
-0.27 |
57 |
719 |
+9 |
Total Volume and Open Interest |
7,603 |
84,893 |
-2,752 |
Japanese Yen(CME) |
Mar04 |
040116 |
94.45 |
94.61 |
93.60 |
93.75 |
-0.49 |
3,155 |
151,408 |
+767 |
Jun04 |
040116 |
94.72 |
94.80 |
93.90 |
94.03 |
-0.49 |
10 |
7,558 |
-1 |
Sep04 |
040116 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.49 |
0 |
53 |
+0 |
Total Volume and Open Interest |
3,165 |
159,030 |
+766 |
Swiss Franc(CME) |
Mar04 |
040116 |
79.74 |
79.93 |
78.83 |
78.95 |
-1.43 |
7,240 |
45,480 |
-1,974 |
Jun04 |
040116 |
79.72 |
79.72 |
79.11 |
79.11 |
-1.43 |
9 |
189 |
+0 |
Sep04 |
040116 |
79.28 |
79.28 |
79.28 |
79.28 |
-1.43 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,249 |
45,773 |
-1,974 |
EuroFX(CME) |
Mar04 |
040116 |
124.62 |
124.94 |
123.32 |
123.57 |
-2.01 |
13,548 |
124,733 |
-3,005 |
Jun04 |
040116 |
124.30 |
124.57 |
123.04 |
123.28 |
-2.01 |
205 |
995 |
-46 |
Sep04 |
040116 |
123.45 |
123.45 |
122.83 |
123.01 |
-2.01 |
17 |
179 |
-17 |
Total Volume and Open Interest |
13,772 |
126,105 |
-3,068 |
Mexican Peso(CME) |
Mar04 |
040116 |
9200.0 |
9200.0 |
9175.0 |
9187.0 |
+32.0 |
4,070 |
45,311 |
+58 |
Jun04 |
040116 |
9082.0 |
9082.0 |
9082.0 |
9082.0 |
+32.0 |
15 |
531 |
+4 |
Total Volume and Open Interest |
4,170 |
46,286 |
+46 |
30-Year T-Bonds(CBOT) |
Mar04 |
040116 |
112~25 |
113~22 |
112~08 |
112~18 |
-0~09 |
275,574 |
489,055 |
+4,507 |
Jun04 |
040116 |
111~25 |
112~07 |
110~27 |
111~04 |
-0~09 |
3,456 |
18,120 |
+942 |
Sep04 |
040116 |
110~10 |
110~10 |
109~24 |
109~24 |
-0~09 |
6 |
204 |
-5 |
Total Volume and Open Interest |
279,039 |
507,567 |
+5,444 |
Municipal Bonds(CBOT) |
Mar04 |
040116 |
104~26 |
105~04 |
104~09 |
104~18 |
-0~08 |
94 |
2,396 |
-38 |
Total Volume and Open Interest |
94 |
2,396 |
-38 |
10-Year T-Notes(CBOT) |
Mar04 |
040116 |
114~175 |
115~010 |
114~050 |
114~100 |
-0~105 |
815,353 |
1,103,781 |
+13,397 |
Jun04 |
040116 |
113~050 |
113~140 |
112~195 |
112~235 |
-0~105 |
23,368 |
61,714 |
+15,798 |
Total Volume and Open Interest |
838,721 |
1,165,495 |
+29,195 |
5-Year T-Notes(CBOT) |
Mar04 |
040116 |
113~045 |
113~100 |
112~260 |
112~295 |
-0~050 |
319,695 |
0 |
+0 |
Jun04 |
040116 |
111~260 |
111~265 |
111~175 |
111~175 |
-0~055 |
3,091 |
18,962 |
+18,962 |
Total Volume and Open Interest |
322,786 |
18,962 |
+18,962 |
2 Year T-Notes(CBOT) |
Mar04 |
040116 |
107~062 |
107~069 |
107~054 |
107~062 |
+0~002 |
3,281 |
160,812 |
+1,728 |
Total Volume and Open Interest |
3,281 |
160,812 |
+1,728 |
3-Mth T-Bills(IMM) |
Eurodollars(CME) |
Mar04 |
040116 |
98.845 |
98.845 |
98.835 |
98.840 |
unch |
64,434 |
812,960 |
-3,823 |
Jun04 |
040116 |
98.730 |
98.740 |
98.715 |
98.720 |
unch |
132,450 |
778,948 |
+767 |
Sep04 |
040116 |
98.480 |
98.510 |
98.450 |
98.465 |
-0.005 |
212,075 |
712,922 |
+13,497 |
Dec04 |
040116 |
98.125 |
98.160 |
98.075 |
98.095 |
-0.015 |
288,799 |
600,868 |
+6,165 |
Mar05 |
040116 |
97.720 |
97.760 |
97.670 |
97.695 |
-0.020 |
185,061 |
393,233 |
-5,560 |
Jun05 |
040116 |
97.330 |
97.360 |
97.270 |
97.290 |
-0.025 |
66,989 |
305,105 |
+347 |
Sep05 |
040116 |
96.990 |
97.020 |
96.920 |
96.945 |
-0.030 |
48,596 |
235,258 |
-4,283 |
Dec05 |
040116 |
96.700 |
96.740 |
96.630 |
96.650 |
-0.040 |
58,571 |
175,139 |
-780 |
Mar06 |
040116 |
96.485 |
96.515 |
96.385 |
96.420 |
-0.045 |
48,135 |
162,622 |
+12,707 |
Jun06 |
040116 |
96.275 |
96.305 |
96.175 |
96.200 |
-0.055 |
21,658 |
123,001 |
-2,748 |
Sep06 |
040116 |
96.090 |
96.110 |
95.980 |
96.000 |
-0.060 |
16,749 |
111,387 |
-810 |
Dec06 |
040116 |
95.910 |
95.920 |
95.780 |
95.795 |
-0.065 |
15,612 |
100,989 |
+1,893 |
Total Volume and Open Interest |
1,222,897 |
5,154,961 |
+17,684 |
3-Mth Euro-Yen(CME) |
Mar04 |
040116 |
99.91 |
99.91 |
99.91 |
99.91 |
-0.01 |
70 |
9,342 |
+20 |
Jun04 |
040116 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
9,454 |
+0 |
Sep04 |
040116 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
98 |
11,892 |
+20 |
Dec04 |
040116 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
0 |
4,007 |
-21 |
Mar05 |
040116 |
99.76 |
99.77 |
99.76 |
99.77 |
+0.01 |
5 |
3,539 |
+97 |
Jun05 |
040116 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.03 |
0 |
932 |
+0 |
Sep05 |
040116 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.01 |
0 |
2,120 |
+0 |
Dec05 |
040116 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
0 |
98 |
+0 |
Mar06 |
040116 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
289 |
+0 |
Jun06 |
040116 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
497 |
+25 |
Total Volume and Open Interest |
173 |
43,044 |
+141 |
3-Mth Euro-Yen(SIMEX) |
Mar04 |
040116 |
99.91 |
99.92 |
99.91 |
99.91 |
-0.01 |
257 |
60,259 |
-7 |
Jun04 |
040116 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
1,772 |
67,264 |
+545 |
Sep04 |
040116 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
1,952 |
44,999 |
-7 |
Dec04 |
040116 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
1,176 |
39,157 |
-492 |
Mar05 |
040116 |
99.75 |
99.77 |
99.75 |
99.77 |
+0.01 |
763 |
20,500 |
-354 |
Jun05 |
040116 |
99.68 |
99.70 |
99.68 |
99.70 |
+0.02 |
50 |
16,562 |
+50 |
Sep05 |
040116 |
99.59 |
99.60 |
99.59 |
99.60 |
+0.02 |
81 |
13,653 |
+49 |
Dec05 |
040116 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.02 |
10 |
3,254 |
+10 |
Total Volume and Open Interest |
6,086 |
278,595 |
-181 |
German Euro-Bund(EUREX) |
Mar04 |
040116 |
114.47 |
115.03 |
114.24 |
114.34 |
-0.13 |
1,167,482 |
919,844 |
-11,122 |
Jun04 |
040116 |
113.51 |
113.95 |
113.36 |
113.36 |
-0.13 |
16,410 |
20,064 |
+14,096 |
Sep04 |
040116 |
113.09 |
113.09 |
113.09 |
113.09 |
+0.12 |
178 |
0 |
+0 |
Total Volume and Open Interest |
1,184,070 |
939,908 |
+2,974 |
German Euro-Bobl(EUREX) |
Mar04 |
040116 |
111.48 |
111.91 |
111.33 |
111.43 |
-0.05 |
709,039 |
715,161 |
-20,890 |
Jun04 |
040116 |
110.77 |
111.11 |
110.65 |
110.65 |
-0.03 |
901 |
2,333 |
-203 |
Sep04 |
040116 |
110.23 |
110.23 |
110.23 |
110.23 |
-0.05 |
0 |
93 |
-80 |
Total Volume and Open Interest |
709,940 |
717,587 |
-21,173 |
Long Gilt(LIFFE) |
Mar04 |
040116 |
109~08 |
109~23 |
108~28 |
109~02 |
-0~06 |
43,496 |
159,445 |
+30 |
Jun04 |
040116 |
108~20 |
108~20 |
108~20 |
108~20 |
-0~06 |
0 |
1 |
+0 |
Total Volume and Open Interest |
43,496 |
159,446 |
+30 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040116 |
95.82 |
95.86 |
95.81 |
95.82 |
unch |
35,404 |
195,640 |
-1,837 |
Jun04 |
040116 |
95.65 |
95.73 |
95.64 |
95.68 |
+0.02 |
52,660 |
207,884 |
-557 |
Sep04 |
040116 |
95.50 |
95.60 |
95.48 |
95.54 |
+0.03 |
45,177 |
170,464 |
+3,481 |
Total Volume and Open Interest |
211,439 |
1,000,975 |
+9,850 |
3-Mth Euribor(LIFFE) |
Mar04 |
040116 |
97.920 |
97.980 |
97.915 |
97.940 |
+0.020 |
81,957 |
505,332 |
+11,048 |
Jun04 |
040116 |
97.880 |
97.965 |
97.870 |
97.890 |
+0.020 |
85,078 |
446,210 |
+3,516 |
Sep04 |
040116 |
97.720 |
97.840 |
97.720 |
97.740 |
+0.010 |
114,458 |
440,470 |
+763 |
Total Volume and Open Interest |
592,274 |
2,540,596 |
+25,163 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040116 |
94.45 |
94.46 |
94.44 |
94.46 |
+0.01 |
21,986 |
225,972 |
-2,007 |
Jun04 |
040116 |
94.39 |
94.40 |
94.38 |
94.40 |
+0.01 |
11,256 |
112,745 |
+1,147 |
Sep04 |
040116 |
94.33 |
94.34 |
94.32 |
94.34 |
+0.01 |
1,679 |
43,275 |
+494 |
Dec04 |
040116 |
94.28 |
94.28 |
94.27 |
94.28 |
+0.01 |
586 |
25,874 |
-329 |
Mar05 |
040116 |
94.24 |
94.24 |
94.22 |
94.22 |
unch |
767 |
18,325 |
-1,439 |
Jun05 |
040116 |
94.19 |
94.19 |
94.17 |
94.17 |
-0.01 |
412 |
12,321 |
+131 |
Sep05 |
040116 |
94.15 |
94.15 |
94.13 |
94.14 |
-0.01 |
437 |
6,176 |
+241 |
Dec05 |
040116 |
94.11 |
94.11 |
94.09 |
94.09 |
-0.03 |
109 |
2,549 |
-21 |
Mar06 |
040116 |
94.09 |
94.09 |
94.06 |
94.06 |
-0.03 |
2 |
839 |
+0 |
Jun06 |
040116 |
94.06 |
94.06 |
94.04 |
94.04 |
-0.01 |
0 |
761 |
+0 |
Total Volume and Open Interest |
37,234 |
449,270 |
-1,783 |
10-Year Aus T-Bonds(SFE) |
Mar04 |
040119 |
94.33 |
94.35 |
94.30 |
94.30 |
-0.10 |
10,621 |
190,316 |
+3,833 |
Jun04 |
040119 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.07 |
|
|
|
Total Volume and Open Interest |
10,621 |
190,316 |
+3,833 |
3-Year Aus T-Bonds(SFE) |
Mar04 |
040116 |
94.49 |
94.50 |
94.47 |
94.48 |
-0.02 |
49,330 |
371,013 |
-7,493 |
Jun04 |
040116 |
94.48 |
94.48 |
94.48 |
94.48 |
-0.02 |
|
|
|
Total Volume and Open Interest |
49,330 |
371,013 |
-7,493 |
Gold(CMX) |
Feb04 |
040116 |
408.9 |
411.2 |
405.7 |
407.0 |
-1.7 |
96,401 |
184,257 |
-8,852 |
Apr04 |
040116 |
410.0 |
412.3 |
406.3 |
408.1 |
-1.6 |
8,520 |
36,089 |
+2,241 |
Jun04 |
040116 |
411.5 |
413.5 |
407.5 |
409.0 |
-1.6 |
1,677 |
21,684 |
+146 |
Aug04 |
040116 |
411.4 |
413.6 |
409.9 |
409.9 |
-1.6 |
50 |
6,922 |
+16 |
Oct04 |
040116 |
410.7 |
410.7 |
410.7 |
410.7 |
-1.6 |
1 |
1,014 |
+0 |
Dec04 |
040116 |
413.0 |
415.3 |
410.5 |
411.5 |
-1.6 |
2,154 |
20,567 |
+48 |
Total Volume and Open Interest |
109,039 |
294,117 |
-6,444 |
Silver(CMX) |
Mar04 |
040116 |
621.5 |
634.0 |
620.0 |
633.0 |
+11.7 |
23,329 |
85,994 |
+391 |
May04 |
040116 |
621.5 |
635.0 |
621.5 |
634.1 |
+11.7 |
730 |
5,012 |
+305 |
Jul04 |
040116 |
625.0 |
635.4 |
623.5 |
635.4 |
+11.7 |
220 |
3,641 |
-16 |
Sep04 |
040116 |
626.5 |
636.0 |
626.5 |
636.0 |
+11.7 |
52 |
859 |
+41 |
Dec04 |
040116 |
623.0 |
640.0 |
622.5 |
636.7 |
+11.7 |
1,082 |
11,171 |
-16 |
Total Volume and Open Interest |
25,586 |
109,388 |
+698 |
Platinum(NYM) |
Jan04 |
040116 |
860.9 |
860.9 |
860.9 |
860.9 |
+3.0 |
17 |
147 |
-9 |
Apr04 |
040116 |
843.0 |
852.5 |
838.0 |
851.9 |
+3.0 |
672 |
7,997 |
-90 |
Jul04 |
040116 |
844.9 |
844.9 |
844.9 |
844.9 |
+3.0 |
0 |
160 |
+0 |
Oct04 |
040116 |
835.0 |
840.4 |
835.0 |
840.4 |
+3.0 |
0 |
4 |
+0 |
Total Volume and Open Interest |
689 |
8,308 |
-99 |
Palladium(NYME) |
Mar04 |
040116 |
212.50 |
219.80 |
212.00 |
219.65 |
+4.00 |
284 |
8,169 |
+16 |
Jun04 |
040116 |
218.00 |
221.50 |
218.00 |
220.40 |
+4.25 |
19 |
573 |
+11 |
Total Volume and Open Interest |
306 |
8,775 |
+25 |
Copper(CMX) |
Mar04 |
040116 |
108.50 |
109.70 |
108.40 |
109.40 |
+1.00 |
11,639 |
68,722 |
-1,857 |
May04 |
040116 |
108.10 |
109.10 |
108.10 |
108.95 |
+0.95 |
242 |
5,914 |
+99 |
Jul04 |
040116 |
107.40 |
108.30 |
107.40 |
108.30 |
+0.95 |
371 |
4,077 |
+137 |
Sep04 |
040116 |
106.85 |
107.50 |
106.85 |
107.50 |
+0.90 |
112 |
1,719 |
+57 |
Dec04 |
040116 |
106.10 |
106.40 |
105.80 |
106.40 |
+0.90 |
234 |
3,128 |
+196 |
Total Volume and Open Interest |
12,853 |
88,839 |
-1,433 |
DJIA Index(CBOT) |
Mar04 |
040116 |
10570 |
10590 |
10515 |
10575 |
+23 |
12,824 |
34,954 |
+22 |
Jun04 |
040116 |
10550 |
10553 |
10547 |
10553 |
+23 |
0 |
458 |
+0 |
Sep04 |
040116 |
10533 |
10533 |
10533 |
10533 |
+23 |
0 |
2 |
+0 |
Dec04 |
040116 |
10513 |
10513 |
10513 |
10513 |
+23 |
0 |
4 |
+0 |
Total Volume and Open Interest |
12,824 |
35,418 |
+22 |
S & P 500(CME) |
Mar04 |
040116 |
1136.20 |
1138.80 |
1132.00 |
1138.10 |
+4.90 |
52,008 |
596,852 |
+1,967 |
Jun04 |
040116 |
1136.50 |
1137.20 |
1133.50 |
1137.20 |
+4.90 |
827 |
17,475 |
-467 |
Sep04 |
040116 |
1136.40 |
1136.40 |
1136.40 |
1136.40 |
+4.90 |
683 |
2,782 |
+518 |
Dec04 |
040116 |
1135.70 |
1135.70 |
1135.70 |
1135.70 |
+4.90 |
6 |
75 |
-3 |
Total Volume and Open Interest |
53,524 |
617,332 |
+2,015 |
S & P 500 E-Mini(Globex) |
Mar04 |
040116 |
1133.00 |
1139.00 |
1132.00 |
1138.00 |
+4.75 |
876,169 |
512,165 |
+1,088 |
Jun04 |
040116 |
1134.25 |
1137.75 |
1132.25 |
1137.25 |
+5.00 |
976 |
5,340 |
+1,148 |
Total Volume and Open Interest |
877,145 |
517,505 |
+2,236 |
NASDAQ 100(CME) |
Mar04 |
040116 |
1543.00 |
1556.00 |
1540.00 |
1553.00 |
+15.50 |
15,677 |
72,914 |
+752 |
Jun04 |
040116 |
1548.00 |
1555.50 |
1547.50 |
1555.50 |
+15.50 |
0 |
53 |
+0 |
Sep04 |
040116 |
1558.00 |
1558.00 |
1558.00 |
1558.00 |
+15.50 |
|
|
|
Total Volume and Open Interest |
15,677 |
72,967 |
+752 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040116 |
1536.5 |
1556.0 |
1535.5 |
1553.0 |
+15.5 |
487,414 |
196,493 |
+6,030 |
Jun04 |
040116 |
1549.0 |
1559.0 |
1544.0 |
1555.5 |
+15.5 |
77 |
595 |
-46 |
Total Volume and Open Interest |
487,491 |
197,088 |
+5,984 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040116 |
592.50 |
594.00 |
590.00 |
593.10 |
+2.10 |
463 |
15,817 |
-43 |
Jun04 |
040116 |
593.30 |
593.30 |
593.30 |
593.30 |
+2.10 |
0 |
1 |
+0 |
Sep04 |
040116 |
593.30 |
593.30 |
593.30 |
593.30 |
+2.10 |
|
|
|
Total Volume and Open Interest |
463 |
15,818 |
-43 |
Russell 2000(CME) |
Mar04 |
040116 |
590.50 |
592.25 |
587.90 |
589.50 |
+2.50 |
1,679 |
22,822 |
-72 |
Jun04 |
040116 |
589.60 |
589.60 |
589.60 |
589.60 |
+2.50 |
|
|
|
Sep04 |
040116 |
589.60 |
589.60 |
589.60 |
589.60 |
+2.50 |
|
|
|
Total Volume and Open Interest |
1,679 |
22,822 |
-72 |
Value Line(KCBT) |
Mar04 |
040116 |
1594.00 |
1603.00 |
1594.00 |
1603.00 |
+11.50 |
5 |
44 |
+1 |
Total Volume and Open Interest |
5 |
44 |
+1 |
Nikkei 225(CME) |
Mar04 |
040116 |
10860 |
10940 |
10825 |
10915 |
+225 |
3,955 |
28,773 |
+291 |
Jun04 |
040116 |
10905 |
10905 |
10905 |
10905 |
+225 |
48 |
97 |
+32 |
Total Volume and Open Interest |
4,003 |
28,881 |
+323 |
Nikkei 225(SIMEX) |
Mar04 |
040116 |
10690 |
10860 |
10690 |
10850 |
+195 |
21,680 |
142,403 |
-1,253 |
Jun04 |
040116 |
10810 |
10810 |
10810 |
10810 |
+195 |
0 |
303 |
+0 |
Sep04 |
040116 |
10805 |
10805 |
10805 |
10805 |
+195 |
|
|
|
Total Volume and Open Interest |
21,680 |
142,706 |
-1,253 |
CAC 40(MATIF) |
Jan04 |
040119 |
3688.5 |
3702.5 |
3674.5 |
3690.0 |
+15.5 |
63,939 |
413,272 |
+12,089 |
Feb04 |
040119 |
3695.0 |
3703.5 |
3683.0 |
3695.5 |
+15.5 |
55 |
313 |
+108 |
Mar04 |
040119 |
3694.5 |
3708.5 |
3689.5 |
3701.5 |
+15.5 |
649 |
119,537 |
+261 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Mar04 |
040116 |
4104.0 |
4139.5 |
4102.5 |
4130.5 |
+26.0 |
131,437 |
278,633 |
-2,495 |
Jun04 |
040116 |
4133.0 |
4159.0 |
4129.0 |
4152.0 |
+26.5 |
1,003 |
8,056 |
-92 |
Sep04 |
040116 |
4157.5 |
4179.5 |
4157.5 |
4173.0 |
+25.5 |
118 |
1,226 |
-76 |
Total Volume and Open Interest |
132,558 |
287,915 |
-2,663 |
FT-SE 100(LIFFE) |
Mar04 |
040116 |
4448.00 |
4475.00 |
4443.00 |
4462.00 |
+25.50 |
75,472 |
410,996 |
+5,562 |
Jun04 |
040116 |
4456.00 |
4479.50 |
4456.00 |
4470.50 |
+25.50 |
283 |
11,778 |
+41 |
Sep04 |
040116 |
4479.00 |
4479.00 |
4479.00 |
4479.00 |
+25.50 |
0 |
8,140 |
+0 |
Total Volume and Open Interest |
75,755 |
431,939 |
+5,603 |
SPI 200(SFE) |
Mar04 |
040116 |
3314.0 |
3320.0 |
3289.0 |
3297.0 |
-9.0 |
7,186 |
152,652 |
+1,430 |
Jun04 |
040116 |
3318.0 |
3318.0 |
3308.0 |
3308.0 |
-9.0 |
78 |
3,240 |
+0 |
Sep04 |
040116 |
3317.0 |
3317.0 |
3317.0 |
3317.0 |
-9.0 |
0 |
1,433 |
+0 |
Total Volume and Open Interest |
7,511 |
158,042 |
+1,657 |
GSCI(CME) |
Feb04 |
040116 |
262.30 |
269.10 |
261.80 |
269.10 |
+7.75 |
194 |
14,181 |
+105 |
Mar04 |
040116 |
264.00 |
264.00 |
264.00 |
264.00 |
+6.20 |
0 |
23 |
+0 |
Apr04 |
040116 |
261.00 |
261.00 |
261.00 |
261.00 |
|
|
|
|
Reuters CRB Index(NYBOT) |
Feb04 |
040116 |
263.00 |
265.75 |
263.00 |
265.50 |
+2.05 |
24 |
109 |
-4 |
Apr04 |
040116 |
262.50 |
266.00 |
262.50 |
265.50 |
+2.25 |
113 |
718 |
-13 |
Jun04 |
040116 |
264.00 |
264.00 |
264.00 |
264.00 |
+1.75 |
0 |
7 |
+0 |
Total Volume and Open Interest |
137 |
834 |
-17 |
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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