|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed January 21, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040121 |
824.00 |
845.00 |
821.00 |
842.00 |
+13.75 |
35,122 |
128,942 |
-648 |
| May04 |
040121 |
825.00 |
845.00 |
823.00 |
842.25 |
+12.00 |
10,746 |
66,894 |
+1,625 |
| Jul04 |
040121 |
818.00 |
838.50 |
817.00 |
834.25 |
+8.00 |
5,332 |
34,605 |
+808 |
| Aug04 |
040121 |
789.00 |
803.00 |
787.00 |
799.25 |
+5.75 |
464 |
7,873 |
+39 |
| Sep04 |
040121 |
737.00 |
745.00 |
735.00 |
740.00 |
+2.50 |
210 |
3,611 |
-73 |
| Nov04 |
040121 |
664.00 |
675.00 |
663.00 |
671.50 |
+3.00 |
1,884 |
20,112 |
+269 |
| Jan05 |
040121 |
666.00 |
675.00 |
665.50 |
671.50 |
+2.00 |
41 |
301 |
+7 |
| Total Volume and Open Interest |
53,962 |
262,542 |
+2,100 |
| Soybean Meal(CBOT) |
| Mar04 |
040121 |
258.00 |
263.50 |
257.50 |
263.10 |
+3.50 |
11,454 |
62,049 |
-163 |
| May04 |
040121 |
258.30 |
263.40 |
257.30 |
263.10 |
+4.00 |
6,783 |
56,428 |
-415 |
| Jul04 |
040121 |
255.00 |
259.50 |
254.30 |
259.30 |
+3.20 |
3,640 |
30,678 |
-230 |
| Aug04 |
040121 |
244.50 |
248.50 |
243.20 |
248.40 |
+3.20 |
885 |
9,437 |
-55 |
| Sep04 |
040121 |
228.00 |
231.80 |
228.00 |
230.00 |
+1.30 |
480 |
7,196 |
+97 |
| Oct04 |
040121 |
201.50 |
204.00 |
201.50 |
202.50 |
+0.80 |
452 |
5,486 |
+8 |
| Dec04 |
040121 |
198.00 |
201.00 |
197.80 |
199.80 |
+0.50 |
964 |
13,002 |
+106 |
| Jan05 |
040121 |
200.50 |
200.50 |
199.20 |
199.80 |
+0.80 |
17 |
760 |
+4 |
| Total Volume and Open Interest |
24,680 |
185,209 |
-643 |
| Soybean Oil(CBOT) |
| Mar04 |
040121 |
29.05 |
29.69 |
28.98 |
29.55 |
+0.32 |
13,086 |
82,674 |
-774 |
| May04 |
040121 |
28.90 |
29.50 |
28.80 |
29.41 |
+0.33 |
3,560 |
52,580 |
+231 |
| Jul04 |
040121 |
28.65 |
29.16 |
28.60 |
29.11 |
+0.25 |
3,042 |
38,412 |
+524 |
| Aug04 |
040121 |
28.10 |
28.68 |
28.10 |
28.58 |
+0.23 |
253 |
4,233 |
+38 |
| Sep04 |
040121 |
27.55 |
27.90 |
27.50 |
27.85 |
+0.12 |
567 |
5,080 |
+250 |
| Oct04 |
040121 |
26.60 |
26.90 |
26.60 |
26.90 |
+0.10 |
240 |
4,477 |
+46 |
| Dec04 |
040121 |
26.05 |
26.15 |
25.85 |
26.10 |
+0.05 |
550 |
10,739 |
-25 |
| Jan05 |
040121 |
26.00 |
26.00 |
26.00 |
26.00 |
+0.05 |
17 |
375 |
+0 |
| Total Volume and Open Interest |
21,315 |
198,965 |
+290 |
| Canola(WCE) |
| Jan04 |
040114 |
372.9 |
372.9 |
372.9 |
372.9 |
-0.1 |
10 |
20 |
+0 |
| Mar04 |
040121 |
369.0 |
375.5 |
368.5 |
375.1 |
+4.4 |
1,598 |
27,836 |
+400 |
| May04 |
040121 |
375.0 |
380.2 |
374.0 |
380.2 |
+4.4 |
727 |
13,013 |
+278 |
| Jul04 |
040121 |
379.0 |
385.0 |
379.0 |
383.9 |
+3.2 |
204 |
5,353 |
-85 |
| Sep04 |
040121 |
350.0 |
350.0 |
350.0 |
350.0 |
+2.5 |
|
|
|
| Total Volume and Open Interest |
2,581 |
54,945 |
+567 |
| Corn(CBOT) |
| Mar04 |
040121 |
273.50 |
278.25 |
272.50 |
277.25 |
+2.00 |
68,768 |
320,244 |
+2,355 |
| May04 |
040121 |
277.50 |
283.00 |
277.00 |
282.00 |
+2.25 |
26,252 |
101,366 |
+8,317 |
| Jul04 |
040121 |
281.50 |
286.00 |
280.75 |
285.50 |
+2.25 |
15,901 |
70,001 |
+4,945 |
| Sep04 |
040121 |
275.00 |
280.00 |
275.00 |
278.00 |
+0.75 |
2,052 |
10,638 |
+459 |
| Dec04 |
040121 |
271.00 |
275.25 |
271.00 |
274.50 |
+1.25 |
14,237 |
80,140 |
+4,179 |
| Mar05 |
040121 |
272.75 |
277.25 |
272.75 |
276.50 |
+1.50 |
1,339 |
5,450 |
+252 |
| Total Volume and Open Interest |
128,830 |
590,233 |
+20,638 |
| Wheat(CBOT) |
| Mar04 |
040121 |
394.00 |
395.50 |
386.50 |
392.00 |
-3.50 |
20,458 |
92,100 |
+1,530 |
| May04 |
040121 |
399.00 |
399.00 |
392.00 |
396.75 |
-3.00 |
2,800 |
17,320 |
+589 |
| Jul04 |
040121 |
390.00 |
390.00 |
385.25 |
389.75 |
-1.25 |
3,820 |
25,987 |
+74 |
| Sep04 |
040121 |
393.50 |
393.50 |
389.00 |
393.00 |
-1.00 |
96 |
1,310 |
+31 |
| Dec04 |
040121 |
397.50 |
402.00 |
396.50 |
401.50 |
+0.50 |
137 |
2,808 |
+55 |
| Total Volume and Open Interest |
27,312 |
139,672 |
+2,280 |
| Wheat(KCBT) |
| Mar04 |
040121 |
402.50 |
404.00 |
396.50 |
401.25 |
-3.00 |
6,951 |
42,661 |
+1 |
| May04 |
040121 |
401.00 |
401.50 |
395.50 |
399.00 |
-4.25 |
2,205 |
10,780 |
+254 |
| Jul04 |
040121 |
394.50 |
394.50 |
389.00 |
393.50 |
-2.00 |
1,368 |
10,409 |
-54 |
| Sep04 |
040121 |
396.00 |
396.00 |
393.00 |
396.00 |
-1.50 |
58 |
1,457 |
+9 |
| Dec04 |
040121 |
400.00 |
405.00 |
400.00 |
405.00 |
+1.50 |
64 |
1,121 |
+35 |
| Total Volume and Open Interest |
10,646 |
66,436 |
+245 |
| Wheat(MGE) |
| Mar04 |
040121 |
411.00 |
411.00 |
406.00 |
409.25 |
-1.75 |
1,348 |
18,849 |
-511 |
| May04 |
040121 |
407.00 |
407.00 |
403.00 |
406.25 |
-1.25 |
337 |
4,523 |
-380 |
| Jul04 |
040121 |
402.50 |
402.50 |
400.00 |
401.00 |
-2.50 |
118 |
2,018 |
-13 |
| Sep04 |
040121 |
397.00 |
398.50 |
395.50 |
396.50 |
-1.25 |
291 |
1,907 |
+161 |
| Dec04 |
040121 |
403.00 |
403.50 |
401.25 |
403.50 |
-0.50 |
74 |
730 |
+7 |
| Total Volume and Open Interest |
2,169 |
28,034 |
-734 |
| Oats(CBOT) |
| Mar04 |
040121 |
157.75 |
158.00 |
154.00 |
156.00 |
-3.00 |
683 |
5,303 |
-59 |
| May04 |
040121 |
158.75 |
159.00 |
156.75 |
157.00 |
-3.00 |
98 |
1,069 |
+37 |
| Jul04 |
040121 |
159.00 |
160.50 |
158.50 |
158.50 |
-1.50 |
98 |
239 |
-7 |
| Sep04 |
040121 |
153.00 |
153.00 |
153.00 |
153.00 |
-1.00 |
15 |
29 |
+10 |
| Total Volume and Open Interest |
894 |
6,900 |
-19 |
| Rough Rice(CBOT) |
| Jan04 |
040121 |
8.22 |
8.31 |
8.22 |
8.31 |
unch |
1 |
86 |
-47 |
| Mar04 |
040121 |
8.43 |
8.47 |
8.36 |
8.37 |
-0.07 |
252 |
6,151 |
-42 |
| May04 |
040121 |
8.58 |
8.61 |
8.51 |
8.52 |
-0.06 |
61 |
881 |
-19 |
| Jul04 |
040121 |
8.65 |
8.69 |
8.65 |
8.66 |
-0.03 |
0 |
570 |
+0 |
| Total Volume and Open Interest |
314 |
7,787 |
-108 |
| Live Cattle(CME) |
| Feb04 |
040121 |
81.700 |
81.700 |
81.700 |
81.700 |
+1.500 |
8,544 |
27,913 |
-2,181 |
| Apr04 |
040121 |
77.500 |
77.700 |
76.650 |
77.050 |
-0.125 |
9,176 |
38,444 |
+2,175 |
| Jun04 |
040121 |
72.100 |
72.400 |
71.600 |
71.750 |
-0.175 |
2,155 |
14,315 |
+331 |
| Aug04 |
040121 |
74.250 |
74.250 |
73.600 |
73.750 |
-0.350 |
654 |
7,346 |
+5 |
| Oct04 |
040121 |
77.200 |
77.250 |
76.700 |
76.825 |
-0.375 |
735 |
8,316 |
+214 |
| Dec04 |
040121 |
78.400 |
78.400 |
77.850 |
77.850 |
-0.300 |
117 |
2,952 |
+55 |
| Total Volume and Open Interest |
21,696 |
100,216 |
+421 |
| Feeder Cattle(CME) |
| Jan04 |
040121 |
90.600 |
90.725 |
90.450 |
90.550 |
+0.250 |
505 |
1,808 |
-286 |
| Mar04 |
040121 |
86.000 |
86.400 |
85.750 |
85.800 |
+0.225 |
760 |
4,973 |
+38 |
| Apr04 |
040121 |
86.650 |
86.850 |
86.250 |
86.300 |
+0.075 |
232 |
1,603 |
+103 |
| May04 |
040121 |
87.100 |
87.150 |
86.575 |
86.600 |
-0.100 |
213 |
3,078 |
+93 |
| Aug04 |
040121 |
88.900 |
89.300 |
88.700 |
88.850 |
+0.050 |
133 |
1,698 |
+26 |
| Sep04 |
040121 |
89.000 |
89.025 |
88.700 |
88.700 |
-0.300 |
14 |
272 |
+0 |
| Oct04 |
040121 |
89.000 |
89.000 |
88.900 |
88.900 |
+0.050 |
40 |
274 |
+13 |
| Total Volume and Open Interest |
1,899 |
13,767 |
-11 |
| Lean Hogs(CME) |
| Feb04 |
040121 |
55.750 |
56.225 |
55.250 |
55.775 |
+0.500 |
4,731 |
14,530 |
-1,591 |
| Apr04 |
040121 |
58.450 |
58.450 |
57.300 |
57.750 |
-0.400 |
4,139 |
22,824 |
+1,373 |
| May04 |
040121 |
60.000 |
60.200 |
59.200 |
59.600 |
-0.400 |
99 |
1,387 |
+46 |
| Jun04 |
040121 |
64.200 |
64.300 |
63.100 |
63.675 |
-0.575 |
1,304 |
6,538 |
+864 |
| Jul04 |
040121 |
61.600 |
61.600 |
60.400 |
60.700 |
-0.775 |
230 |
1,562 |
+124 |
| Aug04 |
040121 |
59.450 |
59.450 |
58.500 |
58.550 |
-0.775 |
137 |
1,070 |
+43 |
| Oct04 |
040121 |
53.000 |
53.150 |
52.450 |
52.525 |
-0.625 |
83 |
946 |
+23 |
| Dec04 |
040121 |
52.825 |
52.825 |
52.500 |
52.525 |
-0.450 |
36 |
348 |
+9 |
| Total Volume and Open Interest |
10,763 |
49,226 |
+893 |
| Pork Bellies(CME) |
| Feb04 |
040121 |
84.000 |
84.000 |
82.400 |
82.475 |
-0.025 |
515 |
1,491 |
-32 |
| Mar04 |
040121 |
84.500 |
84.600 |
82.950 |
83.275 |
-0.125 |
162 |
548 |
+18 |
| May04 |
040121 |
85.200 |
85.300 |
84.850 |
84.900 |
+0.300 |
46 |
314 |
+3 |
| Jul04 |
040121 |
85.500 |
85.950 |
85.500 |
85.950 |
+0.150 |
19 |
113 |
+10 |
| Aug04 |
040121 |
85.500 |
85.500 |
85.500 |
85.500 |
unch |
0 |
11 |
+0 |
| Total Volume and Open Interest |
742 |
2,477 |
-1 |
| BFP Milk Class III(CME) |
| Jan04 |
040121 |
11.63 |
11.63 |
11.61 |
11.63 |
unch |
16 |
3,226 |
+1 |
| Feb04 |
040121 |
11.62 |
11.69 |
11.62 |
11.66 |
+0.05 |
142 |
2,240 |
+17 |
| Mar04 |
040121 |
11.75 |
11.90 |
11.75 |
11.90 |
+0.16 |
128 |
2,068 |
+30 |
| Apr04 |
040121 |
11.75 |
12.00 |
11.75 |
11.99 |
+0.24 |
101 |
1,522 |
+8 |
| May04 |
040121 |
11.98 |
12.20 |
11.98 |
12.20 |
+0.23 |
66 |
1,637 |
+19 |
| Total Volume and Open Interest |
1,397 |
18,704 |
+308 |
| Cocoa(NYBOT) |
| Mar04 |
040121 |
1620 |
1635 |
1595 |
1632 |
+43 |
5,895 |
26,166 |
+393 |
| May04 |
040121 |
1618 |
1622 |
1596 |
1622 |
+36 |
1,230 |
11,256 |
+214 |
| Jul04 |
040121 |
1614 |
1620 |
1595 |
1619 |
+35 |
625 |
12,549 |
+1,075 |
| Sep04 |
040121 |
1605 |
1616 |
1596 |
1616 |
+33 |
244 |
7,735 |
-162 |
| Dec04 |
040121 |
1595 |
1614 |
1590 |
1614 |
+33 |
260 |
8,027 |
-49 |
| Mar05 |
040121 |
1600 |
1616 |
1590 |
1614 |
+34 |
911 |
4,844 |
+353 |
| May05 |
040121 |
1612 |
1612 |
1612 |
1612 |
+32 |
177 |
8,063 |
+232 |
| Total Volume and Open Interest |
9,342 |
85,478 |
+2,056 |
| Coffee "C"(NYBOT) |
| Mar04 |
040121 |
74.25 |
75.90 |
73.40 |
73.95 |
-0.75 |
23,597 |
58,253 |
+4,427 |
| May04 |
040121 |
75.60 |
77.50 |
74.80 |
75.50 |
-0.75 |
7,251 |
14,766 |
+2,112 |
| Jul04 |
040121 |
77.15 |
78.80 |
76.80 |
77.05 |
-0.75 |
1,350 |
6,508 |
+378 |
| Sep04 |
040121 |
78.50 |
80.10 |
78.30 |
78.60 |
-0.75 |
431 |
6,672 |
-31 |
| Dec04 |
040121 |
80.75 |
82.90 |
80.50 |
81.20 |
-0.75 |
285 |
4,175 |
+93 |
| Mar05 |
040121 |
83.60 |
85.00 |
83.25 |
83.85 |
-0.75 |
44 |
2,483 |
+26 |
| Total Volume and Open Interest |
32,960 |
93,318 |
+7,006 |
| Orange Juice(NYBOT) |
| Mar04 |
040121 |
65.50 |
65.50 |
60.60 |
61.45 |
-4.55 |
1,384 |
26,951 |
+12 |
| May04 |
040121 |
68.50 |
68.50 |
64.00 |
64.65 |
-4.35 |
367 |
6,647 |
+86 |
| Jul04 |
040121 |
71.40 |
71.40 |
66.60 |
67.25 |
-4.35 |
65 |
1,264 |
+50 |
| Sep04 |
040121 |
74.00 |
74.00 |
69.75 |
69.75 |
-4.55 |
23 |
622 |
+23 |
| Nov04 |
040121 |
76.50 |
76.50 |
72.25 |
72.25 |
-4.45 |
5 |
408 |
+0 |
| Total Volume and Open Interest |
1,847 |
35,983 |
+170 |
| Sugar #11(NYBOT) |
| Mar04 |
040121 |
5.77 |
5.81 |
5.76 |
5.80 |
-0.01 |
14,057 |
138,776 |
+2,673 |
| May04 |
040121 |
5.99 |
6.02 |
5.96 |
6.01 |
unch |
4,288 |
35,809 |
+532 |
| Jul04 |
040121 |
5.98 |
6.03 |
5.98 |
6.02 |
unch |
1,385 |
35,042 |
-127 |
| Oct04 |
040121 |
6.10 |
6.14 |
6.09 |
6.14 |
unch |
1,346 |
22,288 |
+652 |
| Mar05 |
040121 |
6.35 |
6.37 |
6.35 |
6.36 |
unch |
484 |
9,971 |
+270 |
| Total Volume and Open Interest |
21,595 |
250,915 |
+4,024 |
| London Cocoa(LCE) |
| Mar04 |
040121 |
925 |
943 |
925 |
942 |
+20 |
3,601 |
56,982 |
-333 |
| May04 |
040121 |
920 |
931 |
918 |
930 |
+18 |
1,856 |
18,201 |
-178 |
| Jul04 |
040121 |
926 |
936 |
922 |
936 |
+18 |
1,408 |
22,746 |
-689 |
| Sep04 |
040121 |
935 |
941 |
931 |
940 |
+14 |
1,391 |
22,487 |
+471 |
| Dec04 |
040121 |
937 |
944 |
934 |
944 |
+15 |
855 |
38,952 |
+310 |
| Mar05 |
040121 |
945 |
952 |
939 |
952 |
+15 |
641 |
22,394 |
+304 |
| May05 |
040121 |
952 |
957 |
949 |
957 |
+15 |
204 |
2,996 |
+124 |
| Total Volume and Open Interest |
10,008 |
186,527 |
+10 |
| London Coffee(LCE) |
| Jan04 |
040121 |
846.00 |
850.00 |
835.00 |
847.00 |
+5.00 |
205 |
5,731 |
-538 |
| Mar04 |
040121 |
834.00 |
837.00 |
812.00 |
827.00 |
unch |
7,511 |
65,312 |
+3,357 |
| May04 |
040121 |
844.00 |
848.00 |
825.00 |
840.00 |
+2.00 |
2,335 |
32,332 |
+2,025 |
| Jul04 |
040121 |
859.00 |
860.00 |
836.00 |
852.00 |
+2.00 |
420 |
14,377 |
+258 |
| Sep04 |
040121 |
863.00 |
864.00 |
851.00 |
864.00 |
+2.00 |
408 |
14,761 |
+195 |
| Nov04 |
040121 |
877.00 |
880.00 |
873.00 |
876.00 |
+3.00 |
210 |
9,026 |
+234 |
| Total Volume and Open Interest |
11,244 |
143,953 |
+5,616 |
| London Sugar(LCE) |
| Mar04 |
040121 |
188.60 |
189.70 |
187.40 |
188.30 |
-0.40 |
3,750 |
17,564 |
-255 |
| May04 |
040121 |
187.30 |
188.80 |
187.30 |
188.00 |
+0.80 |
1,593 |
12,474 |
+901 |
| Aug04 |
040121 |
187.00 |
187.00 |
185.80 |
185.80 |
+0.60 |
515 |
8,004 |
+33 |
| Oct04 |
040121 |
186.00 |
186.00 |
185.90 |
186.00 |
+0.30 |
98 |
4,629 |
+80 |
| Dec04 |
040121 |
188.50 |
188.50 |
188.50 |
188.50 |
+0.30 |
10 |
2,048 |
+70 |
| Total Volume and Open Interest |
5,986 |
46,462 |
+839 |
| Cotton(NYBOT) |
| Mar04 |
040121 |
75.27 |
75.80 |
75.10 |
75.66 |
+0.39 |
8,415 |
62,422 |
+924 |
| May04 |
040121 |
76.25 |
77.00 |
76.25 |
76.88 |
+0.50 |
2,477 |
17,242 |
+830 |
| Jul04 |
040121 |
77.05 |
77.65 |
77.05 |
77.55 |
+0.55 |
892 |
7,580 |
+323 |
| Oct04 |
040121 |
68.70 |
69.40 |
68.70 |
68.70 |
+0.30 |
6 |
426 |
+0 |
| Dec04 |
040121 |
69.10 |
69.70 |
69.10 |
69.40 |
+0.30 |
296 |
5,640 |
+91 |
| Mar05 |
040121 |
71.70 |
71.70 |
71.45 |
71.45 |
+0.30 |
8 |
819 |
+0 |
| Total Volume and Open Interest |
12,094 |
94,665 |
+2,168 |
| Lumber(CME) |
| Mar04 |
040121 |
357.0 |
358.0 |
348.2 |
351.0 |
-3.8 |
869 |
2,499 |
-4 |
| May04 |
040121 |
350.5 |
352.7 |
346.6 |
347.5 |
-1.8 |
226 |
609 |
+53 |
| Jul04 |
040121 |
351.9 |
351.9 |
347.0 |
348.6 |
-1.3 |
39 |
164 |
+15 |
| Sep04 |
040121 |
355.0 |
355.0 |
355.0 |
355.0 |
-5.0 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
1,134 |
3,300 |
+64 |
| Crude Oil(NYM) |
| Mar04 |
040121 |
34.58 |
34.98 |
34.28 |
34.58 |
-0.29 |
127,162 |
221,420 |
+1,683 |
| Apr04 |
040121 |
34.10 |
34.35 |
33.75 |
34.00 |
-0.31 |
29,842 |
63,262 |
+3,052 |
| May04 |
040121 |
33.50 |
33.70 |
33.20 |
33.42 |
-0.33 |
11,105 |
34,585 |
+1,833 |
| Jun04 |
040121 |
32.95 |
33.10 |
32.65 |
32.83 |
-0.33 |
7,698 |
39,550 |
-556 |
| Jul04 |
040121 |
32.30 |
32.55 |
32.10 |
32.27 |
-0.33 |
4,430 |
29,963 |
+323 |
| Aug04 |
040121 |
32.15 |
32.15 |
31.65 |
31.74 |
-0.36 |
3,871 |
15,405 |
-320 |
| Sep04 |
040121 |
31.50 |
31.50 |
31.23 |
31.29 |
-0.36 |
3,996 |
26,082 |
-91 |
| Oct04 |
040121 |
30.93 |
30.93 |
30.75 |
30.92 |
-0.34 |
1,530 |
18,446 |
+290 |
| Nov04 |
040121 |
30.70 |
30.80 |
30.62 |
30.62 |
-0.31 |
1,000 |
12,821 |
+101 |
| Dec04 |
040121 |
30.60 |
30.65 |
30.25 |
30.40 |
-0.27 |
8,227 |
49,927 |
+1,651 |
| Jan05 |
040121 |
30.15 |
30.25 |
29.95 |
30.12 |
-0.26 |
1,949 |
15,034 |
+165 |
| Feb05 |
040121 |
29.80 |
29.87 |
29.80 |
29.87 |
-0.25 |
190 |
4,923 |
+31 |
| Mar05 |
040121 |
29.55 |
29.63 |
29.55 |
29.63 |
-0.23 |
80 |
4,954 |
+10 |
| Apr05 |
040121 |
29.42 |
29.42 |
29.42 |
29.42 |
-0.21 |
0 |
2,596 |
+0 |
| May05 |
040121 |
29.21 |
29.21 |
29.21 |
29.21 |
-0.20 |
0 |
2,343 |
+0 |
| Jun05 |
040121 |
29.00 |
29.00 |
29.00 |
29.00 |
-0.19 |
216 |
9,661 |
+100 |
| Total Volume and Open Interest |
262,708 |
643,685 |
-8,681 |
| Heating Oil(NYM) |
| Feb04 |
040121 |
101.30 |
103.50 |
101.10 |
102.93 |
+1.04 |
27,485 |
43,435 |
+1,385 |
| Mar04 |
040121 |
98.80 |
100.60 |
98.70 |
100.18 |
+0.73 |
19,527 |
57,703 |
+2,717 |
| Apr04 |
040121 |
92.80 |
93.70 |
92.60 |
93.38 |
+0.13 |
3,139 |
15,068 |
+61 |
| May04 |
040121 |
88.10 |
88.65 |
87.90 |
88.18 |
-0.22 |
2,300 |
8,190 |
+545 |
| Jun04 |
040121 |
85.00 |
85.45 |
84.50 |
85.08 |
-0.37 |
1,040 |
8,862 |
-297 |
| Jul04 |
040121 |
83.50 |
83.50 |
83.33 |
83.33 |
-0.42 |
390 |
6,348 |
+57 |
| Aug04 |
040121 |
83.30 |
83.30 |
82.88 |
82.88 |
-0.42 |
165 |
4,153 |
-81 |
| Sep04 |
040121 |
83.50 |
83.50 |
83.13 |
83.13 |
-0.37 |
135 |
2,289 |
-35 |
| Oct04 |
040121 |
83.95 |
83.95 |
83.63 |
83.63 |
-0.32 |
110 |
1,216 |
+75 |
| Nov04 |
040121 |
84.13 |
84.13 |
84.13 |
84.13 |
-0.32 |
27 |
1,495 |
+25 |
| Dec04 |
040121 |
84.95 |
84.95 |
84.63 |
84.63 |
-0.32 |
907 |
9,398 |
+580 |
| Jan05 |
040121 |
85.35 |
85.35 |
85.03 |
85.03 |
-0.32 |
27 |
2,172 |
+16 |
| Total Volume and Open Interest |
55,258 |
162,395 |
+5,052 |
| Unleaded Gas(NYM) |
| Feb04 |
040121 |
101.00 |
102.20 |
100.20 |
101.97 |
+0.35 |
21,184 |
31,581 |
-3,740 |
| Mar04 |
040121 |
101.20 |
101.90 |
100.20 |
101.41 |
-0.33 |
15,466 |
52,304 |
+3,062 |
| Apr04 |
040121 |
106.00 |
106.30 |
105.20 |
106.01 |
-0.43 |
3,100 |
18,029 |
+799 |
| May04 |
040121 |
105.20 |
105.50 |
104.60 |
104.86 |
-0.38 |
1,630 |
10,903 |
-354 |
| Jun04 |
040121 |
102.50 |
103.10 |
102.30 |
102.61 |
-0.38 |
828 |
5,296 |
+59 |
| Jul04 |
040121 |
100.00 |
100.30 |
99.50 |
99.91 |
-0.38 |
255 |
2,336 |
+165 |
| Aug04 |
040121 |
96.76 |
96.76 |
96.76 |
96.76 |
-0.38 |
110 |
1,575 |
+100 |
| Sep04 |
040121 |
92.96 |
92.96 |
92.96 |
92.96 |
-0.38 |
30 |
3,596 |
+0 |
| Oct04 |
040121 |
87.81 |
87.81 |
87.81 |
87.81 |
-0.38 |
410 |
1,623 |
+132 |
| Nov04 |
040121 |
85.06 |
85.06 |
85.06 |
85.06 |
-0.38 |
0 |
760 |
+0 |
| Dec04 |
040121 |
83.46 |
83.46 |
83.46 |
83.46 |
-0.38 |
400 |
1,150 |
+285 |
| Jan05 |
040121 |
82.76 |
82.76 |
82.76 |
82.76 |
-0.38 |
0 |
210 |
+0 |
| Total Volume and Open Interest |
43,413 |
129,363 |
+508 |
| Natural Gas(NYM) |
| Feb04 |
040121 |
6.400 |
6.490 |
6.120 |
6.150 |
-0.141 |
20,394 |
32,423 |
-2,516 |
| Mar04 |
040121 |
6.460 |
6.520 |
6.190 |
6.217 |
-0.116 |
10,411 |
51,175 |
+1,113 |
| Apr04 |
040121 |
5.650 |
5.680 |
5.510 |
5.544 |
-0.059 |
4,163 |
21,821 |
-134 |
| May04 |
040121 |
5.440 |
5.470 |
5.350 |
5.379 |
-0.024 |
2,339 |
23,946 |
+203 |
| Jun04 |
040121 |
5.435 |
5.450 |
5.360 |
5.369 |
-0.021 |
528 |
17,636 |
+417 |
| Jul04 |
040121 |
5.440 |
5.450 |
5.360 |
5.389 |
-0.016 |
357 |
14,833 |
+88 |
| Aug04 |
040121 |
5.460 |
5.480 |
5.380 |
5.399 |
-0.016 |
398 |
13,451 |
+107 |
| Sep04 |
040121 |
5.420 |
5.420 |
5.360 |
5.369 |
-0.016 |
274 |
12,606 |
+31 |
| Oct04 |
040121 |
5.430 |
5.440 |
5.379 |
5.379 |
-0.016 |
1,377 |
14,411 |
+237 |
| Nov04 |
040121 |
5.590 |
5.595 |
5.550 |
5.569 |
-0.011 |
586 |
9,943 |
-249 |
| Dec04 |
040121 |
5.790 |
5.790 |
5.740 |
5.749 |
-0.011 |
373 |
12,422 |
+163 |
| Jan05 |
040121 |
5.910 |
5.910 |
5.850 |
5.879 |
-0.008 |
186 |
9,468 |
+129 |
| Feb05 |
040121 |
5.880 |
5.880 |
5.820 |
5.849 |
-0.008 |
177 |
8,383 |
+64 |
| Mar05 |
040121 |
5.660 |
5.660 |
5.620 |
5.654 |
-0.003 |
292 |
8,821 |
+168 |
| Apr05 |
040121 |
5.085 |
5.085 |
5.030 |
5.059 |
-0.006 |
70 |
8,786 |
-4 |
| May05 |
040121 |
4.955 |
4.955 |
4.930 |
4.949 |
-0.006 |
35 |
4,211 |
-9 |
| Total Volume and Open Interest |
42,214 |
327,091 |
+4 |
| Brent Crude Oil(IPE) |
| Mar04 |
040121 |
31.15 |
31.25 |
30.61 |
30.86 |
-0.37 |
50,675 |
107,687 |
+770 |
| Apr04 |
040121 |
30.73 |
30.90 |
30.33 |
30.55 |
-0.32 |
22,136 |
66,160 |
+5,656 |
| May04 |
040121 |
30.50 |
30.58 |
30.05 |
30.28 |
-0.28 |
7,981 |
17,249 |
+957 |
| Jun04 |
040121 |
30.15 |
30.31 |
29.85 |
30.02 |
-0.24 |
6,927 |
25,902 |
-1,518 |
| Jul04 |
040121 |
29.75 |
29.90 |
29.57 |
29.75 |
-0.23 |
510 |
9,501 |
+265 |
| Aug04 |
040121 |
29.45 |
29.50 |
29.38 |
29.49 |
-0.20 |
1,730 |
10,003 |
-52 |
| Sep04 |
040121 |
29.26 |
29.27 |
29.17 |
29.23 |
-0.18 |
2,006 |
10,612 |
+1,150 |
| Oct04 |
040121 |
28.98 |
28.98 |
28.98 |
28.98 |
-0.16 |
0 |
5,291 |
+0 |
| Nov04 |
040121 |
28.73 |
28.73 |
28.73 |
28.73 |
-0.16 |
75 |
5,350 |
+0 |
| Dec04 |
040121 |
28.60 |
28.74 |
28.40 |
28.52 |
-0.14 |
3,614 |
26,830 |
-891 |
| Jan05 |
040121 |
28.26 |
28.26 |
28.26 |
28.26 |
-0.12 |
1,150 |
2,311 |
+421 |
| Feb05 |
040121 |
28.04 |
28.04 |
28.04 |
28.04 |
-0.10 |
|
|
|
| Mar05 |
040121 |
27.80 |
27.83 |
27.80 |
27.83 |
-0.09 |
0 |
3,565 |
+0 |
| Total Volume and Open Interest |
98,079 |
321,427 |
+7,963 |
| Gas Oil(IPE) |
| Feb04 |
040121 |
286.50 |
288.00 |
281.00 |
284.50 |
-0.75 |
20,033 |
45,948 |
+1,448 |
| Mar04 |
040121 |
280.00 |
281.00 |
275.25 |
278.00 |
-0.25 |
261 |
28,339 |
-239 |
| Apr04 |
040121 |
270.50 |
271.25 |
266.50 |
268.50 |
unch |
2,112 |
11,645 |
+416 |
| May04 |
040121 |
260.75 |
262.75 |
258.25 |
260.00 |
unch |
1,723 |
10,694 |
+35 |
| Jun04 |
040121 |
255.75 |
257.00 |
254.50 |
255.00 |
+0.25 |
1,611 |
11,487 |
+10 |
| Jul04 |
040121 |
253.25 |
253.50 |
253.25 |
253.50 |
+0.50 |
217 |
4,636 |
+155 |
| Aug04 |
040121 |
251.75 |
252.50 |
251.75 |
252.50 |
+0.50 |
214 |
2,705 |
+200 |
| Sep04 |
040121 |
251.50 |
251.50 |
251.50 |
251.50 |
+0.25 |
0 |
4,097 |
+0 |
| Oct04 |
040121 |
250.75 |
250.75 |
250.75 |
250.75 |
+0.25 |
65 |
3,503 |
+10 |
| Nov04 |
040121 |
250.00 |
250.00 |
250.00 |
250.00 |
+0.25 |
0 |
2,683 |
+0 |
| Total Volume and Open Interest |
27,043 |
148,602 |
+2,580 |
| US Dollar Index(NYBOT) |
| Mar04 |
040121 |
86.90 |
86.98 |
86.35 |
86.60 |
-0.38 |
3,947 |
16,870 |
-1,334 |
| Jun04 |
040121 |
86.87 |
87.25 |
86.87 |
87.01 |
-0.38 |
48 |
2,072 |
-6 |
| Sep04 |
040121 |
87.45 |
87.45 |
87.45 |
87.45 |
-0.38 |
3 |
8 |
+1 |
| Total Volume and Open Interest |
4,002 |
18,951 |
-1,339 |
| Australian Dollar(CME) |
| Mar04 |
040121 |
76.64 |
76.98 |
76.60 |
76.72 |
+0.59 |
10,285 |
61,005 |
-690 |
| Jun04 |
040121 |
75.85 |
76.05 |
75.85 |
75.88 |
+0.58 |
143 |
690 |
-38 |
| Sep04 |
040121 |
75.04 |
75.04 |
75.04 |
75.04 |
+0.57 |
3 |
109 |
+1 |
| Total Volume and Open Interest |
10,456 |
61,905 |
-708 |
| British Pound(CME) |
| Mar04 |
040121 |
181.85 |
182.54 |
181.76 |
182.13 |
+1.03 |
7,120 |
60,770 |
-417 |
| Jun04 |
040121 |
180.75 |
181.40 |
180.75 |
180.75 |
+1.03 |
20 |
82 |
+10 |
| Sep04 |
040121 |
179.37 |
179.37 |
179.37 |
179.37 |
+1.03 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
7,140 |
61,215 |
-407 |
| Canadian Dollar(CME) |
| Mar04 |
040121 |
77.04 |
77.23 |
76.48 |
76.79 |
-0.47 |
16,923 |
70,379 |
-5,346 |
| Jun04 |
040121 |
76.80 |
76.95 |
76.25 |
76.57 |
-0.47 |
297 |
3,267 |
+139 |
| Sep04 |
040121 |
76.20 |
76.50 |
76.20 |
76.39 |
-0.47 |
15 |
1,546 |
+2 |
| Dec04 |
040121 |
76.60 |
76.60 |
76.00 |
76.21 |
-0.47 |
129 |
715 |
-4 |
| Total Volume and Open Interest |
17,449 |
76,063 |
-5,124 |
| Japanese Yen(CME) |
| Mar04 |
040121 |
93.58 |
93.92 |
93.55 |
93.64 |
+0.16 |
20,991 |
144,635 |
-5,760 |
| Jun04 |
040121 |
93.98 |
94.13 |
93.92 |
93.92 |
+0.16 |
92 |
7,627 |
+73 |
| Sep04 |
040121 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.16 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
21,083 |
152,326 |
-5,687 |
| Swiss Franc(CME) |
| Mar04 |
040121 |
80.39 |
80.84 |
80.23 |
80.71 |
+0.54 |
4,804 |
41,469 |
+109 |
| Jun04 |
040121 |
80.95 |
80.95 |
80.87 |
80.87 |
+0.54 |
4 |
183 |
-58 |
| Sep04 |
040121 |
81.04 |
81.04 |
81.04 |
81.04 |
+0.54 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,810 |
41,755 |
+50 |
| EuroFX(CME) |
| Mar04 |
040121 |
125.78 |
126.35 |
125.57 |
126.11 |
+0.65 |
16,575 |
128,236 |
+6,543 |
| Jun04 |
040121 |
125.52 |
126.06 |
125.35 |
125.82 |
+0.65 |
134 |
977 |
-22 |
| Sep04 |
040121 |
125.30 |
125.56 |
125.30 |
125.56 |
+0.65 |
67 |
135 |
+32 |
| Total Volume and Open Interest |
16,781 |
129,548 |
+6,554 |
| Mexican Peso(CME) |
| Mar04 |
040121 |
9140.0 |
9142.0 |
9040.0 |
9050.0 |
-95.0 |
5,124 |
46,377 |
+395 |
| Jun04 |
040121 |
8965.0 |
8965.0 |
8945.0 |
8945.0 |
-95.0 |
0 |
531 |
+0 |
| Total Volume and Open Interest |
5,189 |
47,340 |
+359 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040121 |
112~03 |
112~15 |
111~29 |
112~07 |
+0~05 |
190,591 |
500,062 |
+9,443 |
| Jun04 |
040121 |
110~25 |
110~30 |
110~16 |
110~25 |
+0~05 |
1,123 |
20,069 |
+97 |
| Sep04 |
040121 |
109~11 |
109~13 |
109~11 |
109~13 |
+0~05 |
0 |
206 |
+1 |
| Total Volume and Open Interest |
191,720 |
520,528 |
+9,544 |
| Municipal Bonds(CBOT) |
| Mar04 |
040121 |
104~07 |
104~08 |
103~29 |
104~03 |
-0~02 |
128 |
2,395 |
-40 |
| Total Volume and Open Interest |
128 |
2,395 |
-40 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040121 |
114~025 |
114~115 |
113~300 |
114~060 |
+0~050 |
585,960 |
1,125,822 |
+9,439 |
| Jun04 |
040121 |
112~150 |
112~220 |
112~125 |
112~195 |
+0~050 |
14,160 |
74,836 |
+8,452 |
| Total Volume and Open Interest |
600,120 |
1,200,658 |
+17,891 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040121 |
112~270 |
112~315 |
112~245 |
112~295 |
+0~040 |
215,383 |
0 |
+0 |
| Jun04 |
040121 |
111~150 |
111~170 |
111~150 |
111~170 |
+0~040 |
3,067 |
28,322 |
+1,009 |
| Total Volume and Open Interest |
218,450 |
28,322 |
+1,009 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040121 |
107~060 |
107~064 |
107~058 |
107~061 |
+0~001 |
2,465 |
163,295 |
-299 |
| Total Volume and Open Interest |
2,465 |
163,295 |
-299 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040121 |
98.845 |
98.845 |
98.840 |
98.840 |
unch |
37,187 |
810,205 |
+9,769 |
| Jun04 |
040121 |
98.720 |
98.725 |
98.710 |
98.720 |
unch |
73,646 |
780,173 |
+2,876 |
| Sep04 |
040121 |
98.455 |
98.475 |
98.440 |
98.460 |
+0.005 |
94,366 |
727,250 |
+5,257 |
| Dec04 |
040121 |
98.095 |
98.120 |
98.075 |
98.100 |
+0.015 |
100,115 |
612,255 |
+3,414 |
| Mar05 |
040121 |
97.695 |
97.725 |
97.675 |
97.705 |
+0.020 |
71,484 |
379,308 |
+13,517 |
| Jun05 |
040121 |
97.295 |
97.330 |
97.275 |
97.315 |
+0.035 |
23,849 |
309,793 |
+2,633 |
| Sep05 |
040121 |
96.935 |
96.970 |
96.925 |
96.960 |
+0.035 |
24,148 |
239,409 |
+4,449 |
| Dec05 |
040121 |
96.635 |
96.670 |
96.610 |
96.655 |
+0.030 |
21,286 |
180,093 |
+2,665 |
| Mar06 |
040121 |
96.390 |
96.425 |
96.385 |
96.420 |
+0.035 |
11,010 |
167,892 |
+3,809 |
| Jun06 |
040121 |
96.165 |
96.200 |
96.165 |
96.200 |
+0.035 |
5,837 |
123,645 |
-734 |
| Sep06 |
040121 |
95.970 |
96.000 |
95.960 |
96.000 |
+0.040 |
9,588 |
112,196 |
-32 |
| Dec06 |
040121 |
95.775 |
95.795 |
95.760 |
95.790 |
+0.030 |
5,995 |
100,407 |
+9 |
| Total Volume and Open Interest |
514,785 |
5,098,220 |
-36,844 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040121 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
28 |
9,327 |
+5 |
| Jun04 |
040121 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
41 |
9,344 |
+40 |
| Sep04 |
040121 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
184 |
12,261 |
+369 |
| Dec04 |
040121 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.01 |
91 |
4,080 |
+73 |
| Mar05 |
040121 |
99.77 |
99.78 |
99.77 |
99.78 |
+0.01 |
0 |
3,559 |
+20 |
| Jun05 |
040121 |
99.71 |
99.72 |
99.71 |
99.72 |
+0.02 |
0 |
912 |
-10 |
| Sep05 |
040121 |
99.63 |
99.63 |
99.61 |
99.61 |
+0.02 |
0 |
2,010 |
-60 |
| Dec05 |
040121 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.05 |
0 |
98 |
+0 |
| Mar06 |
040121 |
99.35 |
99.36 |
99.34 |
99.34 |
-0.02 |
0 |
289 |
+0 |
| Jun06 |
040121 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.10 |
0 |
547 |
+50 |
| Total Volume and Open Interest |
344 |
43,398 |
+484 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040121 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
261 |
60,195 |
-80 |
| Jun04 |
040121 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.01 |
1,454 |
66,874 |
-48 |
| Sep04 |
040121 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
2,617 |
46,412 |
+838 |
| Dec04 |
040121 |
99.86 |
99.87 |
99.86 |
99.87 |
+0.02 |
1,968 |
40,339 |
+999 |
| Mar05 |
040121 |
99.77 |
99.78 |
99.77 |
99.78 |
+0.02 |
434 |
21,031 |
-175 |
| Jun05 |
040121 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
588 |
16,500 |
-60 |
| Sep05 |
040121 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
220 |
13,479 |
-155 |
| Dec05 |
040121 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.02 |
120 |
3,593 |
+245 |
| Total Volume and Open Interest |
7,713 |
281,522 |
+1,615 |
| German Euro-Bund(EUREX) |
| Mar04 |
040121 |
114.60 |
114.83 |
114.37 |
114.51 |
-0.14 |
934,500 |
942,313 |
+6,978 |
| Jun04 |
040121 |
113.75 |
113.75 |
113.44 |
113.52 |
-0.13 |
3,694 |
23,273 |
+1,840 |
| Sep04 |
040121 |
113.26 |
113.26 |
113.26 |
113.26 |
-0.19 |
877 |
0 |
+0 |
| Total Volume and Open Interest |
939,071 |
965,586 |
+8,818 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040121 |
111.66 |
111.82 |
111.51 |
111.59 |
-0.07 |
627,892 |
738,232 |
+24,991 |
| Jun04 |
040121 |
110.91 |
110.91 |
110.74 |
110.79 |
-0.06 |
1,300 |
3,018 |
+420 |
| Sep04 |
040121 |
110.38 |
110.38 |
110.38 |
110.38 |
-0.07 |
20 |
0 |
+0 |
| Total Volume and Open Interest |
629,212 |
741,250 |
+25,411 |
| Long Gilt(LIFFE) |
| Mar04 |
040121 |
109~08 |
109~09 |
108~22 |
108~27 |
-0~10 |
47,840 |
158,126 |
-2,845 |
| Jun04 |
040121 |
108~14 |
108~14 |
108~14 |
108~14 |
-0~10 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
47,840 |
158,127 |
-2,845 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040121 |
95.82 |
95.84 |
95.80 |
95.83 |
+0.02 |
46,555 |
200,004 |
+3,185 |
| Jun04 |
040121 |
95.66 |
95.68 |
95.63 |
95.66 |
+0.01 |
75,144 |
202,781 |
-4,671 |
| Sep04 |
040121 |
95.50 |
95.51 |
95.46 |
95.49 |
+0.01 |
76,532 |
167,562 |
-5,040 |
| Total Volume and Open Interest |
303,445 |
1,005,277 |
-1,367 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040121 |
97.960 |
97.970 |
97.950 |
97.955 |
unch |
81,953 |
561,506 |
+11,019 |
| Jun04 |
040121 |
97.930 |
97.950 |
97.910 |
97.920 |
-0.010 |
127,578 |
464,644 |
+2,072 |
| Sep04 |
040121 |
97.795 |
97.825 |
97.765 |
97.780 |
-0.010 |
119,205 |
442,739 |
-8,165 |
| Total Volume and Open Interest |
679,918 |
2,649,721 |
+15,567 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040121 |
94.42 |
94.45 |
94.42 |
94.45 |
+0.03 |
14,311 |
224,595 |
-2,031 |
| Jun04 |
040121 |
94.36 |
94.38 |
94.35 |
94.38 |
+0.04 |
7,448 |
113,501 |
+283 |
| Sep04 |
040121 |
94.30 |
94.32 |
94.29 |
94.32 |
+0.04 |
1,023 |
43,952 |
+718 |
| Dec04 |
040121 |
94.25 |
94.26 |
94.23 |
94.26 |
+0.04 |
601 |
26,497 |
+45 |
| Mar05 |
040121 |
94.19 |
94.20 |
94.19 |
94.20 |
+0.05 |
418 |
18,781 |
+221 |
| Jun05 |
040121 |
94.12 |
94.14 |
94.12 |
94.14 |
+0.04 |
169 |
12,441 |
-85 |
| Sep05 |
040121 |
94.10 |
94.10 |
94.10 |
94.10 |
+0.05 |
246 |
6,232 |
-150 |
| Dec05 |
040121 |
94.04 |
94.07 |
94.04 |
94.07 |
+0.05 |
65 |
2,833 |
+135 |
| Mar06 |
040121 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.05 |
0 |
889 |
+0 |
| Jun06 |
040121 |
93.99 |
93.99 |
93.99 |
93.99 |
+0.04 |
0 |
820 |
+0 |
| Total Volume and Open Interest |
24,281 |
450,974 |
-864 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040121 |
94.32 |
94.32 |
94.30 |
94.32 |
+0.03 |
18,504 |
176,359 |
+3,220 |
| Jun04 |
040121 |
94.32 |
94.32 |
94.32 |
94.32 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
18,504 |
176,359 |
+176,359 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040121 |
94.42 |
94.44 |
94.41 |
94.44 |
+0.04 |
51,550 |
385,593 |
+31,327 |
| Jun04 |
040121 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
51,550 |
385,593 |
+31,327 |
| Gold(CMX) |
| Feb04 |
040121 |
411.0 |
411.5 |
407.5 |
411.2 |
-1.7 |
52,897 |
165,199 |
-5,047 |
| Apr04 |
040121 |
412.5 |
413.0 |
408.5 |
412.3 |
-1.7 |
5,841 |
37,906 |
+1,060 |
| Jun04 |
040121 |
413.7 |
414.0 |
409.5 |
413.2 |
-1.7 |
591 |
21,855 |
+161 |
| Aug04 |
040121 |
414.5 |
414.5 |
412.3 |
414.1 |
-1.7 |
74 |
6,922 |
-6 |
| Oct04 |
040121 |
414.9 |
414.9 |
414.9 |
414.9 |
-1.7 |
0 |
1,015 |
+0 |
| Dec04 |
040121 |
414.5 |
416.5 |
413.0 |
415.8 |
-1.7 |
903 |
20,651 |
+14 |
| Total Volume and Open Interest |
60,705 |
277,381 |
-3,541 |
| Silver(CMX) |
| Mar04 |
040121 |
630.0 |
630.5 |
610.0 |
620.8 |
-11.5 |
17,423 |
83,804 |
-3,238 |
| May04 |
040121 |
631.0 |
632.0 |
611.0 |
621.9 |
-11.4 |
1,244 |
5,290 |
+332 |
| Jul04 |
040121 |
631.0 |
631.0 |
612.0 |
623.2 |
-11.4 |
320 |
3,625 |
-7 |
| Sep04 |
040121 |
624.0 |
625.0 |
615.0 |
624.1 |
-11.2 |
4 |
861 |
+2 |
| Dec04 |
040121 |
635.0 |
635.0 |
613.0 |
625.0 |
-11.0 |
372 |
11,367 |
+181 |
| Total Volume and Open Interest |
19,522 |
107,814 |
-2,600 |
| Platinum(NYM) |
| Jan04 |
040121 |
868.0 |
868.0 |
864.6 |
864.6 |
-0.6 |
54 |
106 |
-21 |
| Apr04 |
040121 |
857.0 |
858.0 |
851.2 |
855.6 |
-0.6 |
663 |
7,993 |
-41 |
| Jul04 |
040121 |
845.6 |
845.6 |
845.6 |
845.6 |
-0.6 |
145 |
244 |
+84 |
| Oct04 |
040121 |
841.1 |
841.1 |
841.1 |
841.1 |
-0.6 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
862 |
8,348 |
+22 |
| Palladium(NYME) |
| Mar04 |
040121 |
233.00 |
243.50 |
233.00 |
240.15 |
+15.40 |
373 |
8,186 |
+109 |
| Jun04 |
040121 |
238.00 |
245.00 |
232.00 |
240.95 |
+15.50 |
23 |
641 |
+21 |
| Total Volume and Open Interest |
396 |
8,860 |
+130 |
| Copper(CMX) |
| Mar04 |
040121 |
112.00 |
112.30 |
111.10 |
111.75 |
unch |
11,080 |
69,657 |
+885 |
| May04 |
040121 |
111.65 |
111.80 |
110.80 |
111.30 |
unch |
355 |
6,129 |
+169 |
| Jul04 |
040121 |
110.65 |
111.00 |
110.15 |
110.55 |
-0.10 |
245 |
4,134 |
+50 |
| Sep04 |
040121 |
109.55 |
110.20 |
109.50 |
109.70 |
-0.15 |
47 |
1,718 |
-7 |
| Dec04 |
040121 |
108.90 |
109.10 |
108.10 |
108.45 |
-0.20 |
105 |
3,134 |
-9 |
| Total Volume and Open Interest |
12,271 |
90,133 |
+1,124 |
| DJIA Index(CBOT) |
| Mar04 |
040121 |
10525 |
10626 |
10475 |
10597 |
+82 |
11,561 |
34,134 |
+736 |
| Jun04 |
040121 |
10505 |
10605 |
10480 |
10576 |
+82 |
10 |
452 |
-6 |
| Sep04 |
040121 |
10556 |
10556 |
10556 |
10556 |
+82 |
0 |
2 |
+0 |
| Dec04 |
040121 |
10536 |
10536 |
10536 |
10536 |
+82 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
11,571 |
34,593 |
+730 |
| S & P 500(CME) |
| Mar04 |
040121 |
1137.00 |
1148.50 |
1133.00 |
1145.90 |
+8.40 |
39,963 |
600,834 |
+5,198 |
| Jun04 |
040121 |
1133.00 |
1146.00 |
1132.50 |
1145.00 |
+8.40 |
3,298 |
19,919 |
+2,825 |
| Sep04 |
040121 |
1144.20 |
1144.20 |
1144.20 |
1144.20 |
+8.40 |
406 |
3,255 |
+73 |
| Dec04 |
040121 |
1143.40 |
1143.40 |
1143.40 |
1143.40 |
+8.40 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
43,667 |
624,231 |
+8,096 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040121 |
1137.25 |
1148.75 |
1132.75 |
1146.00 |
+8.50 |
563,145 |
533,002 |
+16,379 |
| Jun04 |
040121 |
1135.75 |
1146.75 |
1130.00 |
1145.00 |
+8.50 |
3,807 |
9,412 |
+3,631 |
| Total Volume and Open Interest |
566,952 |
542,414 |
+20,010 |
| NASDAQ 100(CME) |
| Mar04 |
040121 |
1546.00 |
1557.00 |
1530.00 |
1547.00 |
-6.00 |
12,375 |
73,305 |
+1,397 |
| Jun04 |
040121 |
1549.50 |
1549.50 |
1549.50 |
1549.50 |
-6.00 |
2 |
57 |
+0 |
| Sep04 |
040121 |
1552.00 |
1552.00 |
1552.00 |
1552.00 |
-6.00 |
|
|
|
| Total Volume and Open Interest |
12,377 |
73,362 |
+1,397 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040121 |
1552.0 |
1557.5 |
1530.5 |
1547.0 |
-6.0 |
281,566 |
201,215 |
+2,845 |
| Jun04 |
040121 |
1551.5 |
1560.0 |
1538.0 |
1549.5 |
-6.0 |
129 |
653 |
+38 |
| Total Volume and Open Interest |
281,695 |
201,868 |
+2,883 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040121 |
599.00 |
602.00 |
595.50 |
600.25 |
+1.90 |
743 |
15,970 |
+233 |
| Jun04 |
040121 |
600.45 |
600.45 |
600.45 |
600.45 |
+1.90 |
0 |
1 |
+0 |
| Sep04 |
040121 |
600.45 |
600.45 |
600.45 |
600.45 |
+1.90 |
|
|
|
| Total Volume and Open Interest |
743 |
15,971 |
+233 |
| Russell 2000(CME) |
| Mar04 |
040121 |
597.00 |
599.10 |
590.75 |
595.75 |
-1.50 |
2,638 |
22,723 |
+426 |
| Jun04 |
040121 |
595.85 |
595.85 |
595.85 |
595.85 |
-1.50 |
|
|
|
| Sep04 |
040121 |
595.85 |
595.85 |
595.85 |
595.85 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
2,638 |
22,723 |
+426 |
| Value Line(KCBT) |
| Mar04 |
040121 |
1615.00 |
1620.00 |
1615.00 |
1620.00 |
+4.00 |
8 |
44 |
+3 |
| Total Volume and Open Interest |
8 |
44 |
+3 |
| Nikkei 225(CME) |
| Mar04 |
040121 |
11000 |
11090 |
10970 |
11065 |
+10 |
3,331 |
30,161 |
+474 |
| Jun04 |
040121 |
11075 |
11075 |
11055 |
11055 |
+10 |
0 |
97 |
+0 |
| Total Volume and Open Interest |
3,331 |
30,269 |
+474 |
| Nikkei 225(SIMEX) |
| Mar04 |
040121 |
11040 |
11165 |
10980 |
10995 |
-45 |
27,863 |
149,891 |
+7,757 |
| Jun04 |
040121 |
10955 |
10955 |
10955 |
10955 |
-45 |
0 |
303 |
+0 |
| Sep04 |
040121 |
10950 |
10950 |
10950 |
10950 |
-45 |
|
|
|
| Total Volume and Open Interest |
27,863 |
150,194 |
+7,757 |
| CAC 40(MATIF) |
| Jan04 |
040121 |
3669.5 |
3697.5 |
3649.0 |
3680.0 |
+16.0 |
53,199 |
419,950 |
-11,751 |
| Feb04 |
040121 |
3669.0 |
3699.0 |
3659.0 |
3685.5 |
+16.0 |
103 |
316 |
-41 |
| Mar04 |
040121 |
3669.0 |
3700.0 |
3664.0 |
3691.5 |
+16.0 |
2,199 |
119,728 |
+0 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040121 |
4122.0 |
4170.0 |
4112.5 |
4166.5 |
+30.5 |
102,413 |
280,325 |
+1,137 |
| Jun04 |
040121 |
4152.0 |
4191.0 |
4135.0 |
4188.0 |
+30.5 |
699 |
7,981 |
+226 |
| Sep04 |
040121 |
4175.5 |
4209.5 |
4157.0 |
4209.5 |
+30.5 |
349 |
1,656 |
+160 |
| Total Volume and Open Interest |
103,461 |
289,962 |
+1,523 |
| FT-SE 100(LIFFE) |
| Mar04 |
040121 |
4475.00 |
4498.00 |
4469.00 |
4489.50 |
+2.50 |
71,545 |
424,579 |
+7,762 |
| Jun04 |
040121 |
4490.00 |
4501.00 |
4485.50 |
4498.00 |
+2.00 |
684 |
11,892 |
+109 |
| Sep04 |
040121 |
4506.50 |
4506.50 |
4506.50 |
4506.50 |
+2.50 |
0 |
8,140 |
+0 |
| Total Volume and Open Interest |
72,229 |
445,636 |
+7,871 |
| SPI 200(SFE) |
| Mar04 |
040121 |
3304.0 |
3314.0 |
3286.0 |
3304.0 |
-6.0 |
6,591 |
155,432 |
+1,559 |
| Jun04 |
040121 |
3315.0 |
3316.0 |
3308.0 |
3316.0 |
-6.0 |
121 |
3,365 |
+151 |
| Sep04 |
040121 |
3327.0 |
3327.0 |
3327.0 |
3327.0 |
-6.0 |
0 |
1,433 |
+0 |
| Total Volume and Open Interest |
6,982 |
161,217 |
+1,980 |
| GSCI(CME) |
| Feb04 |
040121 |
273.30 |
274.95 |
272.30 |
273.80 |
-1.40 |
103 |
14,307 |
+75 |
| Mar04 |
040121 |
268.25 |
268.25 |
268.25 |
268.25 |
-1.75 |
0 |
23 |
+0 |
| Apr04 |
040121 |
264.25 |
264.25 |
264.25 |
264.25 |
-1.75 |
|
|
|
| Total Volume and Open Interest |
103 |
14,330 |
-632 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040121 |
269.50 |
269.50 |
267.00 |
267.75 |
-1.75 |
15 |
110 |
+6 |
| Apr04 |
040121 |
270.00 |
270.00 |
267.50 |
267.50 |
-2.25 |
85 |
718 |
+27 |
| Jun04 |
040121 |
267.75 |
267.75 |
267.50 |
267.50 |
-1.00 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
100 |
835 |
+33 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|