|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu January 22, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040122 |
842.00 |
845.50 |
837.00 |
840.50 |
-1.50 |
52,311 |
132,430 |
+3,488 |
| May04 |
040122 |
842.00 |
845.00 |
835.25 |
839.00 |
-3.25 |
15,914 |
68,903 |
+2,009 |
| Jul04 |
040122 |
834.00 |
836.00 |
824.00 |
827.00 |
-7.25 |
7,458 |
35,018 |
+413 |
| Aug04 |
040122 |
800.50 |
801.00 |
789.00 |
790.75 |
-8.50 |
785 |
7,936 |
+63 |
| Sep04 |
040122 |
740.00 |
743.00 |
733.00 |
734.50 |
-5.50 |
309 |
3,750 |
+139 |
| Nov04 |
040122 |
672.00 |
672.50 |
665.00 |
666.00 |
-5.50 |
3,085 |
19,800 |
-312 |
| Jan05 |
040122 |
668.00 |
672.00 |
667.00 |
667.00 |
-4.50 |
55 |
335 |
+34 |
| Total Volume and Open Interest |
79,948 |
268,404 |
+5,862 |
| Soybean Meal(CBOT) |
| Mar04 |
040122 |
263.30 |
265.50 |
262.30 |
263.40 |
+0.30 |
13,744 |
62,040 |
-9 |
| May04 |
040122 |
263.50 |
264.90 |
262.00 |
263.30 |
+0.20 |
7,071 |
56,086 |
-342 |
| Jul04 |
040122 |
259.80 |
260.30 |
256.50 |
258.70 |
-0.60 |
4,219 |
31,088 |
+410 |
| Aug04 |
040122 |
248.80 |
248.80 |
245.50 |
247.90 |
-0.50 |
829 |
9,562 |
+125 |
| Sep04 |
040122 |
231.00 |
231.50 |
229.20 |
229.60 |
-0.40 |
725 |
7,650 |
+454 |
| Oct04 |
040122 |
203.50 |
204.30 |
203.00 |
203.30 |
+0.80 |
763 |
5,662 |
+176 |
| Dec04 |
040122 |
200.50 |
201.00 |
199.50 |
200.00 |
+0.20 |
1,232 |
13,413 |
+411 |
| Jan05 |
040122 |
200.00 |
200.50 |
199.50 |
200.00 |
+0.20 |
5 |
762 |
+2 |
| Total Volume and Open Interest |
28,593 |
186,441 |
+1,232 |
| Soybean Oil(CBOT) |
| Mar04 |
040122 |
29.58 |
29.61 |
29.17 |
29.19 |
-0.36 |
12,814 |
81,868 |
-806 |
| May04 |
040122 |
29.45 |
29.45 |
29.00 |
29.01 |
-0.40 |
4,732 |
52,864 |
+284 |
| Jul04 |
040122 |
29.10 |
29.13 |
28.70 |
28.71 |
-0.40 |
2,911 |
38,800 |
+388 |
| Aug04 |
040122 |
28.60 |
28.60 |
28.18 |
28.18 |
-0.40 |
601 |
4,406 |
+173 |
| Sep04 |
040122 |
27.90 |
27.90 |
27.35 |
27.38 |
-0.47 |
478 |
5,264 |
+184 |
| Oct04 |
040122 |
26.85 |
26.85 |
26.45 |
26.45 |
-0.45 |
671 |
4,655 |
+178 |
| Dec04 |
040122 |
26.00 |
26.00 |
25.60 |
25.63 |
-0.47 |
947 |
10,994 |
+255 |
| Jan05 |
040122 |
25.55 |
25.55 |
25.55 |
25.55 |
-0.45 |
0 |
375 |
+0 |
| Total Volume and Open Interest |
23,155 |
199,621 |
+656 |
| Canola(WCE) |
| Jan04 |
040114 |
372.9 |
372.9 |
372.9 |
372.9 |
-0.1 |
10 |
20 |
+0 |
| Mar04 |
040122 |
374.5 |
375.0 |
373.0 |
374.9 |
-0.2 |
7,467 |
27,409 |
-427 |
| May04 |
040122 |
380.0 |
380.2 |
378.3 |
379.5 |
-0.7 |
2,298 |
13,315 |
+302 |
| Jul04 |
040122 |
383.1 |
384.0 |
383.0 |
383.5 |
-0.4 |
684 |
5,791 |
+438 |
| Sep04 |
040122 |
350.0 |
350.0 |
350.0 |
350.0 |
unch |
|
|
|
| Total Volume and Open Interest |
10,778 |
55,226 |
+281 |
| Corn(CBOT) |
| Mar04 |
040122 |
277.25 |
278.00 |
275.00 |
276.00 |
-1.25 |
54,260 |
317,920 |
-2,324 |
| May04 |
040122 |
282.50 |
282.50 |
279.50 |
280.00 |
-2.00 |
22,631 |
105,168 |
+3,802 |
| Jul04 |
040122 |
284.75 |
285.50 |
282.50 |
283.25 |
-2.25 |
12,866 |
72,005 |
+2,004 |
| Sep04 |
040122 |
278.00 |
279.00 |
276.00 |
276.00 |
-2.00 |
2,036 |
11,641 |
+1,003 |
| Dec04 |
040122 |
274.00 |
274.50 |
271.25 |
272.50 |
-2.00 |
12,564 |
84,058 |
+3,918 |
| Mar05 |
040122 |
276.00 |
276.00 |
273.25 |
274.25 |
-2.25 |
1,056 |
6,171 |
+721 |
| Total Volume and Open Interest |
105,604 |
599,421 |
+9,188 |
| Wheat(CBOT) |
| Mar04 |
040122 |
391.50 |
394.25 |
385.00 |
387.00 |
-5.00 |
29,720 |
88,683 |
-3,417 |
| May04 |
040122 |
397.00 |
398.50 |
391.00 |
391.75 |
-5.00 |
4,078 |
18,117 |
+797 |
| Jul04 |
040122 |
389.50 |
391.50 |
385.00 |
386.50 |
-3.25 |
4,311 |
25,118 |
-869 |
| Sep04 |
040122 |
394.00 |
395.00 |
388.50 |
389.50 |
-3.50 |
82 |
1,322 |
+12 |
| Dec04 |
040122 |
400.00 |
401.50 |
394.50 |
396.00 |
-5.50 |
633 |
2,839 |
+31 |
| Total Volume and Open Interest |
38,828 |
136,230 |
-3,442 |
| Wheat(KCBT) |
| Mar04 |
040122 |
402.00 |
403.00 |
396.00 |
398.50 |
-2.75 |
5,081 |
42,547 |
-114 |
| May04 |
040122 |
397.00 |
401.50 |
395.50 |
397.25 |
-1.75 |
859 |
10,981 |
+201 |
| Jul04 |
040122 |
393.00 |
395.50 |
389.50 |
391.50 |
-2.00 |
1,166 |
10,679 |
+270 |
| Sep04 |
040122 |
395.75 |
396.00 |
391.50 |
394.00 |
-2.00 |
48 |
1,479 |
+22 |
| Dec04 |
040122 |
402.00 |
404.00 |
399.50 |
402.00 |
-3.00 |
33 |
1,145 |
+24 |
| Total Volume and Open Interest |
7,187 |
66,839 |
+403 |
| Wheat(MGE) |
| Mar04 |
040122 |
409.00 |
411.00 |
406.50 |
406.50 |
-2.75 |
1,977 |
18,126 |
-723 |
| May04 |
040122 |
405.00 |
406.75 |
404.00 |
404.00 |
-2.25 |
671 |
4,558 |
+35 |
| Jul04 |
040122 |
400.50 |
403.00 |
399.50 |
400.00 |
-1.00 |
772 |
1,747 |
-271 |
| Sep04 |
040122 |
397.00 |
398.50 |
395.50 |
395.50 |
-1.00 |
305 |
2,095 |
+188 |
| Dec04 |
040122 |
402.50 |
405.00 |
402.50 |
402.75 |
-0.75 |
259 |
782 |
+52 |
| Total Volume and Open Interest |
3,985 |
27,315 |
-719 |
| Oats(CBOT) |
| Mar04 |
040122 |
157.00 |
159.50 |
154.25 |
157.50 |
+1.50 |
1,365 |
5,431 |
+128 |
| May04 |
040122 |
158.25 |
161.00 |
156.25 |
159.25 |
+2.25 |
119 |
1,068 |
-1 |
| Jul04 |
040122 |
161.00 |
161.00 |
160.50 |
160.50 |
+2.00 |
47 |
248 |
+9 |
| Sep04 |
040122 |
154.00 |
154.00 |
154.00 |
154.00 |
+1.00 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
1,548 |
7,049 |
+149 |
| Rough Rice(CBOT) |
| Mar04 |
040122 |
8.36 |
8.43 |
8.35 |
8.41 |
+0.04 |
593 |
5,947 |
-204 |
| May04 |
040122 |
8.55 |
8.58 |
8.55 |
8.58 |
+0.06 |
205 |
853 |
-28 |
| Jul04 |
040122 |
8.66 |
8.71 |
8.66 |
8.71 |
+0.05 |
13 |
572 |
+2 |
| Sep04 |
040122 |
7.82 |
7.87 |
7.82 |
7.87 |
+0.07 |
31 |
63 |
-8 |
| Total Volume and Open Interest |
884 |
7,537 |
-250 |
| Live Cattle(CME) |
| Feb04 |
040122 |
82.400 |
82.875 |
81.550 |
81.625 |
-0.075 |
1,798 |
27,386 |
-527 |
| Apr04 |
040122 |
76.900 |
77.400 |
75.900 |
76.300 |
-0.750 |
5,763 |
39,250 |
+806 |
| Jun04 |
040122 |
71.700 |
72.050 |
71.200 |
71.425 |
-0.325 |
1,631 |
14,236 |
-79 |
| Aug04 |
040122 |
73.700 |
73.950 |
73.100 |
73.300 |
-0.450 |
990 |
7,661 |
+315 |
| Oct04 |
040122 |
76.800 |
76.900 |
76.100 |
76.300 |
-0.525 |
969 |
8,650 |
+334 |
| Dec04 |
040122 |
77.825 |
77.850 |
77.350 |
77.500 |
-0.350 |
124 |
2,981 |
+29 |
| Total Volume and Open Interest |
11,373 |
101,140 |
+924 |
| Feeder Cattle(CME) |
| Jan04 |
040122 |
90.450 |
90.600 |
89.950 |
90.125 |
-0.425 |
462 |
1,566 |
-242 |
| Mar04 |
040122 |
85.850 |
86.150 |
85.000 |
85.325 |
-0.475 |
1,105 |
5,217 |
+244 |
| Apr04 |
040122 |
86.150 |
86.550 |
85.550 |
85.850 |
-0.450 |
299 |
1,677 |
+74 |
| May04 |
040122 |
86.600 |
86.950 |
85.950 |
86.125 |
-0.475 |
264 |
3,058 |
-20 |
| Aug04 |
040122 |
88.600 |
88.800 |
88.100 |
88.400 |
-0.450 |
96 |
1,739 |
+41 |
| Sep04 |
040122 |
88.400 |
88.400 |
88.400 |
88.400 |
-0.300 |
6 |
273 |
+1 |
| Oct04 |
040122 |
88.250 |
88.400 |
88.250 |
88.400 |
-0.500 |
4 |
272 |
-2 |
| Total Volume and Open Interest |
2,241 |
13,866 |
+99 |
| Lean Hogs(CME) |
| Feb04 |
040122 |
56.000 |
56.550 |
54.550 |
54.975 |
-0.800 |
6,775 |
11,235 |
-3,295 |
| Apr04 |
040122 |
57.950 |
58.450 |
56.250 |
56.675 |
-1.075 |
7,354 |
25,263 |
+2,439 |
| May04 |
040122 |
59.325 |
59.800 |
58.350 |
58.575 |
-1.025 |
82 |
1,423 |
+36 |
| Jun04 |
040122 |
63.650 |
64.000 |
62.250 |
62.700 |
-0.975 |
984 |
6,443 |
-95 |
| Jul04 |
040122 |
60.650 |
61.150 |
59.550 |
59.675 |
-1.025 |
297 |
1,511 |
-51 |
| Aug04 |
040122 |
58.600 |
59.150 |
57.800 |
58.250 |
-0.300 |
54 |
1,086 |
+16 |
| Oct04 |
040122 |
52.800 |
53.200 |
52.050 |
52.050 |
-0.475 |
83 |
967 |
+21 |
| Dec04 |
040122 |
52.500 |
53.000 |
52.250 |
52.300 |
-0.225 |
24 |
367 |
+19 |
| Total Volume and Open Interest |
15,655 |
48,316 |
-910 |
| Pork Bellies(CME) |
| Feb04 |
040122 |
82.800 |
84.000 |
82.100 |
82.375 |
-0.100 |
276 |
1,477 |
-14 |
| Mar04 |
040122 |
83.400 |
84.550 |
82.900 |
82.900 |
-0.375 |
84 |
555 |
+7 |
| May04 |
040122 |
85.050 |
85.900 |
84.600 |
84.600 |
-0.300 |
62 |
332 |
+18 |
| Jul04 |
040122 |
86.000 |
86.000 |
85.550 |
85.875 |
-0.075 |
10 |
121 |
+8 |
| Aug04 |
040122 |
85.500 |
85.500 |
85.500 |
85.500 |
unch |
0 |
11 |
+0 |
| Total Volume and Open Interest |
432 |
2,496 |
+19 |
| BFP Milk Class III(CME) |
| Jan04 |
040122 |
11.63 |
11.63 |
11.62 |
11.63 |
unch |
14 |
3,229 |
+3 |
| Feb04 |
040122 |
11.70 |
11.80 |
11.60 |
11.65 |
-0.01 |
109 |
2,284 |
+44 |
| Mar04 |
040122 |
12.10 |
12.20 |
11.71 |
11.95 |
+0.05 |
117 |
2,099 |
+31 |
| Apr04 |
040122 |
12.25 |
12.40 |
12.10 |
12.17 |
+0.18 |
180 |
1,601 |
+79 |
| May04 |
040122 |
12.50 |
12.50 |
12.31 |
12.36 |
+0.16 |
229 |
1,655 |
+18 |
| Total Volume and Open Interest |
1,818 |
18,983 |
+279 |
| Cocoa(NYBOT) |
| Mar04 |
040122 |
1665 |
1683 |
1647 |
1678 |
+46 |
3,023 |
26,241 |
+75 |
| May04 |
040122 |
1645 |
1668 |
1636 |
1664 |
+42 |
389 |
11,325 |
+69 |
| Jul04 |
040122 |
1640 |
1660 |
1636 |
1660 |
+41 |
638 |
12,851 |
+302 |
| Sep04 |
040122 |
1645 |
1658 |
1632 |
1658 |
+42 |
286 |
7,702 |
-33 |
| Dec04 |
040122 |
1643 |
1655 |
1628 |
1655 |
+41 |
105 |
8,052 |
+25 |
| Mar05 |
040122 |
1635 |
1657 |
1635 |
1655 |
+41 |
248 |
4,970 |
+126 |
| May05 |
040122 |
1638 |
1651 |
1638 |
1651 |
+39 |
0 |
8,063 |
+0 |
| Total Volume and Open Interest |
4,689 |
86,042 |
+564 |
| Coffee "C"(NYBOT) |
| Mar04 |
040122 |
73.50 |
75.50 |
72.80 |
75.30 |
+1.35 |
21,714 |
61,188 |
+2,935 |
| May04 |
040122 |
75.00 |
77.20 |
74.40 |
76.90 |
+1.40 |
5,367 |
15,152 |
+386 |
| Jul04 |
040122 |
76.50 |
78.50 |
76.00 |
78.35 |
+1.30 |
2,518 |
6,484 |
-24 |
| Sep04 |
040122 |
77.75 |
80.00 |
77.50 |
79.80 |
+1.20 |
792 |
6,806 |
+134 |
| Dec04 |
040122 |
80.50 |
82.35 |
80.20 |
82.30 |
+1.10 |
540 |
4,169 |
-6 |
| Mar05 |
040122 |
82.50 |
84.90 |
82.50 |
84.90 |
+1.05 |
45 |
2,525 |
+42 |
| Total Volume and Open Interest |
31,126 |
96,888 |
+3,570 |
| Orange Juice(NYBOT) |
| Mar04 |
040122 |
61.00 |
62.70 |
61.00 |
62.20 |
+0.75 |
5,328 |
26,872 |
-79 |
| May04 |
040122 |
64.40 |
65.50 |
64.10 |
65.15 |
+0.50 |
1,271 |
6,597 |
-50 |
| Jul04 |
040122 |
67.10 |
68.00 |
67.00 |
67.65 |
+0.40 |
148 |
1,269 |
+5 |
| Sep04 |
040122 |
69.60 |
70.45 |
69.60 |
70.45 |
+0.70 |
37 |
652 |
+30 |
| Nov04 |
040122 |
72.50 |
72.95 |
71.50 |
72.95 |
+0.70 |
9 |
411 |
+3 |
| Total Volume and Open Interest |
6,799 |
35,898 |
-85 |
| Sugar #11(NYBOT) |
| Mar04 |
040122 |
5.80 |
5.87 |
5.80 |
5.84 |
+0.04 |
9,713 |
140,900 |
+2,124 |
| May04 |
040122 |
6.02 |
6.08 |
6.01 |
6.05 |
+0.04 |
3,033 |
36,890 |
+1,081 |
| Jul04 |
040122 |
6.02 |
6.07 |
6.02 |
6.05 |
+0.03 |
967 |
35,069 |
+27 |
| Oct04 |
040122 |
6.15 |
6.15 |
6.13 |
6.14 |
unch |
451 |
22,395 |
+107 |
| Mar05 |
040122 |
6.38 |
6.38 |
6.36 |
6.37 |
+0.01 |
493 |
10,196 |
+225 |
| Total Volume and Open Interest |
14,781 |
254,539 |
+3,624 |
| London Cocoa(LCE) |
| Mar04 |
040122 |
941 |
962 |
941 |
961 |
+19 |
3,973 |
55,557 |
-1,425 |
| May04 |
040122 |
931 |
947 |
929 |
946 |
+16 |
1,322 |
18,571 |
+370 |
| Jul04 |
040122 |
935 |
952 |
935 |
952 |
+16 |
1,057 |
22,236 |
-510 |
| Sep04 |
040122 |
943 |
959 |
941 |
959 |
+19 |
677 |
22,413 |
-74 |
| Dec04 |
040122 |
945 |
962 |
945 |
962 |
+18 |
474 |
38,924 |
-28 |
| Mar05 |
040122 |
956 |
970 |
953 |
970 |
+18 |
258 |
22,434 |
+40 |
| May05 |
040122 |
960 |
976 |
956 |
976 |
+19 |
96 |
3,062 |
+66 |
| Total Volume and Open Interest |
7,894 |
184,986 |
-1,541 |
| London Coffee(LCE) |
| Jan04 |
040122 |
820.00 |
834.00 |
820.00 |
828.00 |
-19.00 |
266 |
5,628 |
-103 |
| Mar04 |
040122 |
812.00 |
819.00 |
800.00 |
810.00 |
-17.00 |
7,157 |
66,297 |
+985 |
| May04 |
040122 |
824.00 |
832.00 |
813.00 |
823.00 |
-17.00 |
3,289 |
33,109 |
+777 |
| Jul04 |
040122 |
836.00 |
842.00 |
829.00 |
837.00 |
-15.00 |
171 |
14,397 |
+20 |
| Sep04 |
040122 |
843.00 |
850.00 |
843.00 |
850.00 |
-14.00 |
303 |
14,966 |
+205 |
| Nov04 |
040122 |
854.00 |
863.00 |
854.00 |
863.00 |
-13.00 |
281 |
9,207 |
+181 |
| Total Volume and Open Interest |
11,472 |
146,018 |
+2,065 |
| London Sugar(LCE) |
| Mar04 |
040122 |
188.30 |
188.80 |
187.60 |
188.70 |
+0.40 |
1,765 |
17,062 |
-502 |
| May04 |
040122 |
188.00 |
189.00 |
188.00 |
189.00 |
+1.00 |
881 |
12,750 |
+276 |
| Aug04 |
040122 |
186.00 |
187.50 |
186.00 |
187.50 |
+1.70 |
192 |
8,100 |
+96 |
| Oct04 |
040122 |
186.00 |
186.70 |
185.10 |
186.50 |
+0.50 |
37 |
4,629 |
+0 |
| Dec04 |
040122 |
187.00 |
189.00 |
187.00 |
189.00 |
+0.50 |
0 |
2,048 |
+0 |
| Total Volume and Open Interest |
2,910 |
46,335 |
-127 |
| Cotton(NYBOT) |
| Mar04 |
040122 |
75.65 |
75.90 |
75.20 |
75.82 |
+0.16 |
7,502 |
63,513 |
+1,091 |
| May04 |
040122 |
76.70 |
77.10 |
76.45 |
77.07 |
+0.19 |
2,810 |
18,196 |
+954 |
| Jul04 |
040122 |
77.55 |
77.80 |
77.35 |
77.78 |
+0.23 |
443 |
7,637 |
+57 |
| Oct04 |
040122 |
68.90 |
69.00 |
68.80 |
68.80 |
+0.10 |
24 |
439 |
+13 |
| Dec04 |
040122 |
69.50 |
69.70 |
69.36 |
69.62 |
+0.22 |
596 |
5,770 |
+130 |
| Mar05 |
040122 |
71.55 |
71.70 |
71.55 |
71.70 |
+0.25 |
5 |
822 |
+3 |
| Total Volume and Open Interest |
11,380 |
96,913 |
+2,248 |
| Lumber(CME) |
| Mar04 |
040122 |
355.0 |
361.0 |
354.0 |
361.0 |
+10.0 |
524 |
2,502 |
+3 |
| May04 |
040122 |
349.4 |
357.5 |
349.4 |
357.5 |
+10.0 |
141 |
576 |
-33 |
| Jul04 |
040122 |
351.9 |
354.9 |
350.0 |
354.9 |
+6.3 |
15 |
162 |
-2 |
| Sep04 |
040122 |
356.8 |
356.9 |
346.0 |
356.9 |
+1.9 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
680 |
3,268 |
-32 |
| Crude Oil(NYM) |
| Mar04 |
040122 |
34.80 |
35.00 |
33.75 |
34.93 |
+0.35 |
88,518 |
225,345 |
+3,925 |
| Apr04 |
040122 |
34.25 |
34.35 |
33.25 |
34.30 |
+0.30 |
44,340 |
66,575 |
+3,313 |
| May04 |
040122 |
33.60 |
33.70 |
32.75 |
33.68 |
+0.26 |
8,450 |
34,387 |
-198 |
| Jun04 |
040122 |
32.95 |
33.10 |
32.20 |
33.07 |
+0.24 |
8,621 |
38,532 |
-1,018 |
| Jul04 |
040122 |
32.45 |
32.49 |
31.70 |
32.49 |
+0.22 |
4,296 |
29,542 |
-421 |
| Aug04 |
040122 |
31.20 |
31.96 |
31.15 |
31.96 |
+0.22 |
3,174 |
16,547 |
+1,142 |
| Sep04 |
040122 |
31.35 |
31.51 |
30.84 |
31.51 |
+0.22 |
2,571 |
25,489 |
-593 |
| Oct04 |
040122 |
30.93 |
31.14 |
30.93 |
31.14 |
+0.22 |
1,997 |
18,725 |
+279 |
| Nov04 |
040122 |
30.67 |
30.83 |
30.67 |
30.83 |
+0.21 |
551 |
12,923 |
+102 |
| Dec04 |
040122 |
30.55 |
30.61 |
29.80 |
30.61 |
+0.21 |
6,837 |
50,671 |
+744 |
| Jan05 |
040122 |
30.30 |
30.33 |
29.95 |
30.33 |
+0.21 |
580 |
15,088 |
+54 |
| Feb05 |
040122 |
29.70 |
30.08 |
29.70 |
30.08 |
+0.21 |
191 |
4,913 |
-10 |
| Mar05 |
040122 |
29.40 |
29.84 |
29.40 |
29.84 |
+0.21 |
139 |
4,999 |
+45 |
| Apr05 |
040122 |
29.62 |
29.62 |
29.62 |
29.62 |
+0.20 |
0 |
2,596 |
+0 |
| May05 |
040122 |
29.41 |
29.41 |
29.41 |
29.41 |
+0.20 |
10 |
2,343 |
+0 |
| Jun05 |
040122 |
28.85 |
29.20 |
28.85 |
29.20 |
+0.20 |
1,275 |
9,071 |
-590 |
| Total Volume and Open Interest |
174,655 |
645,087 |
+1,402 |
| Heating Oil(NYM) |
| Feb04 |
040122 |
103.35 |
104.20 |
98.80 |
103.84 |
+0.91 |
25,720 |
40,110 |
-3,325 |
| Mar04 |
040122 |
100.50 |
101.20 |
96.60 |
100.82 |
+0.64 |
25,323 |
61,545 |
+3,842 |
| Apr04 |
040122 |
93.60 |
94.02 |
90.60 |
94.02 |
+0.64 |
3,225 |
15,595 |
+527 |
| May04 |
040122 |
86.00 |
88.92 |
85.20 |
88.92 |
+0.74 |
607 |
8,464 |
+274 |
| Jun04 |
040122 |
83.10 |
85.97 |
83.10 |
85.97 |
+0.89 |
607 |
8,909 |
+47 |
| Jul04 |
040122 |
81.50 |
84.27 |
81.50 |
84.27 |
+0.94 |
345 |
6,220 |
-128 |
| Aug04 |
040122 |
83.87 |
83.87 |
83.87 |
83.87 |
+0.99 |
543 |
4,176 |
+23 |
| Sep04 |
040122 |
84.17 |
84.17 |
84.17 |
84.17 |
+1.04 |
213 |
2,250 |
-39 |
| Oct04 |
040122 |
84.72 |
84.72 |
84.72 |
84.72 |
+1.09 |
88 |
1,274 |
+58 |
| Nov04 |
040122 |
83.50 |
85.27 |
83.50 |
85.27 |
+1.14 |
61 |
1,466 |
-29 |
| Dec04 |
040122 |
84.25 |
85.77 |
84.25 |
85.77 |
+1.14 |
412 |
9,610 |
+212 |
| Jan05 |
040122 |
86.17 |
86.17 |
86.17 |
86.17 |
+1.14 |
108 |
2,235 |
+63 |
| Total Volume and Open Interest |
57,417 |
164,014 |
+1,619 |
| Unleaded Gas(NYM) |
| Feb04 |
040122 |
102.50 |
106.00 |
99.50 |
105.49 |
+3.52 |
25,227 |
29,016 |
-2,565 |
| Mar04 |
040122 |
102.00 |
103.80 |
98.50 |
103.52 |
+2.11 |
21,385 |
56,530 |
+4,226 |
| Apr04 |
040122 |
106.30 |
107.70 |
103.90 |
107.57 |
+1.56 |
3,166 |
19,014 |
+985 |
| May04 |
040122 |
103.00 |
106.50 |
103.00 |
106.17 |
+1.31 |
1,589 |
11,038 |
+135 |
| Jun04 |
040122 |
103.10 |
103.72 |
103.10 |
103.72 |
+1.11 |
472 |
5,218 |
-78 |
| Jul04 |
040122 |
100.40 |
100.87 |
98.90 |
100.87 |
+0.96 |
659 |
2,684 |
+348 |
| Aug04 |
040122 |
97.62 |
97.62 |
97.62 |
97.62 |
+0.86 |
125 |
1,550 |
-25 |
| Sep04 |
040122 |
91.50 |
93.72 |
91.50 |
93.72 |
+0.76 |
305 |
3,886 |
+290 |
| Oct04 |
040122 |
88.52 |
88.52 |
88.52 |
88.52 |
+0.71 |
205 |
1,623 |
+0 |
| Nov04 |
040122 |
86.00 |
86.00 |
85.72 |
85.72 |
+0.66 |
0 |
760 |
+0 |
| Dec04 |
040122 |
84.07 |
84.07 |
84.07 |
84.07 |
+0.61 |
100 |
1,250 |
+100 |
| Jan05 |
040122 |
83.32 |
83.32 |
83.32 |
83.32 |
+0.56 |
0 |
210 |
+0 |
| Total Volume and Open Interest |
53,233 |
132,779 |
+3,416 |
| Natural Gas(NYM) |
| Feb04 |
040122 |
6.240 |
6.260 |
5.600 |
5.834 |
-0.316 |
28,416 |
31,356 |
-1,067 |
| Mar04 |
040122 |
6.300 |
6.300 |
5.650 |
5.870 |
-0.347 |
12,003 |
52,267 |
+1,092 |
| Apr04 |
040122 |
5.590 |
5.590 |
5.250 |
5.385 |
-0.159 |
4,713 |
22,066 |
+245 |
| May04 |
040122 |
5.380 |
5.390 |
5.200 |
5.265 |
-0.114 |
1,883 |
23,994 |
+48 |
| Jun04 |
040122 |
5.380 |
5.380 |
5.200 |
5.265 |
-0.104 |
1,095 |
17,639 |
+3 |
| Jul04 |
040122 |
5.400 |
5.400 |
5.220 |
5.288 |
-0.101 |
738 |
14,922 |
+89 |
| Aug04 |
040122 |
5.300 |
5.330 |
5.220 |
5.300 |
-0.099 |
724 |
13,622 |
+171 |
| Sep04 |
040122 |
5.365 |
5.365 |
5.220 |
5.275 |
-0.094 |
554 |
12,749 |
+143 |
| Oct04 |
040122 |
5.370 |
5.370 |
5.230 |
5.287 |
-0.092 |
1,556 |
14,397 |
-14 |
| Nov04 |
040122 |
5.570 |
5.570 |
5.445 |
5.492 |
-0.077 |
377 |
10,099 |
+156 |
| Dec04 |
040122 |
5.750 |
5.750 |
5.640 |
5.677 |
-0.072 |
422 |
12,249 |
-173 |
| Jan05 |
040122 |
5.820 |
5.820 |
5.700 |
5.819 |
-0.060 |
770 |
9,475 |
+7 |
| Feb05 |
040122 |
5.770 |
5.787 |
5.750 |
5.787 |
-0.062 |
36 |
8,384 |
+1 |
| Mar05 |
040122 |
5.560 |
5.607 |
5.560 |
5.607 |
-0.047 |
156 |
8,953 |
+132 |
| Apr05 |
040122 |
5.010 |
5.047 |
5.010 |
5.047 |
-0.012 |
287 |
9,025 |
+239 |
| May05 |
040122 |
4.942 |
4.942 |
4.942 |
4.942 |
-0.007 |
421 |
4,155 |
-56 |
| Total Volume and Open Interest |
54,471 |
328,253 |
+1,162 |
| Brent Crude Oil(IPE) |
| Mar04 |
040122 |
31.10 |
31.15 |
30.20 |
31.11 |
+0.25 |
39,385 |
103,568 |
-4,119 |
| Apr04 |
040122 |
30.76 |
30.85 |
29.92 |
30.83 |
+0.28 |
17,627 |
65,044 |
-1,116 |
| May04 |
040122 |
30.45 |
30.55 |
29.72 |
30.55 |
+0.27 |
6,616 |
15,873 |
-1,376 |
| Jun04 |
040122 |
30.17 |
30.28 |
29.48 |
30.28 |
+0.26 |
6,413 |
25,097 |
-805 |
| Jul04 |
040122 |
29.90 |
30.01 |
29.30 |
30.01 |
+0.26 |
1,453 |
9,556 |
+55 |
| Aug04 |
040122 |
29.60 |
29.75 |
29.13 |
29.75 |
+0.26 |
167 |
9,905 |
-98 |
| Sep04 |
040122 |
29.27 |
29.49 |
28.80 |
29.49 |
+0.26 |
777 |
10,964 |
+352 |
| Oct04 |
040122 |
29.00 |
29.23 |
29.00 |
29.23 |
+0.25 |
0 |
5,291 |
+0 |
| Nov04 |
040122 |
28.40 |
28.98 |
28.40 |
28.98 |
+0.25 |
0 |
5,350 |
+0 |
| Dec04 |
040122 |
28.72 |
28.77 |
28.15 |
28.77 |
+0.25 |
4,719 |
26,452 |
-378 |
| Jan05 |
040122 |
28.51 |
28.51 |
28.51 |
28.51 |
+0.25 |
0 |
2,311 |
+0 |
| Feb05 |
040122 |
28.29 |
28.29 |
28.29 |
28.29 |
+0.25 |
|
|
|
| Mar05 |
040122 |
28.08 |
28.08 |
28.08 |
28.08 |
+0.25 |
210 |
3,565 |
+0 |
| Total Volume and Open Interest |
79,785 |
314,292 |
-7,135 |
| Gas Oil(IPE) |
| Feb04 |
040122 |
287.00 |
289.75 |
275.00 |
276.50 |
-8.00 |
13,812 |
47,390 |
+1,442 |
| Mar04 |
040122 |
281.25 |
283.25 |
270.00 |
271.50 |
-6.50 |
440 |
30,741 |
+2,402 |
| Apr04 |
040122 |
273.25 |
273.25 |
262.00 |
262.75 |
-5.75 |
2,281 |
12,069 |
+424 |
| May04 |
040122 |
261.50 |
263.00 |
254.50 |
254.50 |
-5.50 |
150 |
10,631 |
-63 |
| Jun04 |
040122 |
258.00 |
258.00 |
248.00 |
249.50 |
-5.50 |
1,766 |
12,592 |
+1,105 |
| Jul04 |
040122 |
255.25 |
255.25 |
248.50 |
248.50 |
-5.00 |
25 |
4,636 |
+0 |
| Aug04 |
040122 |
253.50 |
253.50 |
247.75 |
247.75 |
-4.75 |
25 |
2,730 |
+25 |
| Sep04 |
040122 |
247.00 |
247.00 |
247.00 |
247.00 |
-4.50 |
0 |
4,097 |
+0 |
| Oct04 |
040122 |
246.25 |
246.25 |
246.25 |
246.25 |
-4.50 |
0 |
3,503 |
+0 |
| Nov04 |
040122 |
245.50 |
245.50 |
245.50 |
245.50 |
-4.50 |
0 |
2,683 |
+0 |
| Total Volume and Open Interest |
19,829 |
155,217 |
+6,615 |
| US Dollar Index(NYBOT) |
| Mar04 |
040122 |
86.44 |
86.45 |
85.85 |
86.09 |
-0.51 |
1,270 |
16,251 |
-619 |
| Jun04 |
040122 |
86.50 |
86.57 |
86.45 |
86.50 |
-0.51 |
17 |
2,073 |
+1 |
| Sep04 |
040122 |
86.94 |
86.94 |
86.94 |
86.94 |
-0.51 |
0 |
9 |
+1 |
| Total Volume and Open Interest |
1,288 |
18,334 |
-617 |
| Australian Dollar(CME) |
| Mar04 |
040122 |
77.36 |
77.50 |
77.00 |
77.43 |
+0.71 |
1,561 |
60,105 |
-900 |
| Jun04 |
040122 |
76.48 |
76.65 |
76.35 |
76.59 |
+0.71 |
188 |
772 |
+82 |
| Sep04 |
040122 |
75.75 |
75.75 |
75.75 |
75.75 |
+0.71 |
88 |
197 |
+88 |
| Total Volume and Open Interest |
1,838 |
61,176 |
-729 |
| British Pound(CME) |
| Mar04 |
040122 |
183.85 |
183.96 |
183.18 |
183.65 |
+1.52 |
2,652 |
60,700 |
-70 |
| Jun04 |
040122 |
182.40 |
182.65 |
182.08 |
182.27 |
+1.52 |
40 |
120 |
+38 |
| Sep04 |
040122 |
180.89 |
180.89 |
180.89 |
180.89 |
+1.52 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,692 |
61,183 |
-32 |
| Canadian Dollar(CME) |
| Mar04 |
040122 |
76.89 |
77.07 |
76.55 |
77.04 |
+0.25 |
6,709 |
67,346 |
-3,033 |
| Jun04 |
040122 |
76.69 |
76.84 |
76.36 |
76.84 |
+0.27 |
62 |
3,281 |
+14 |
| Sep04 |
040122 |
76.62 |
76.68 |
76.60 |
76.68 |
+0.29 |
18 |
1,548 |
+2 |
| Dec04 |
040122 |
76.28 |
76.52 |
76.28 |
76.52 |
+0.31 |
40 |
735 |
+20 |
| Total Volume and Open Interest |
6,849 |
73,085 |
-2,978 |
| Japanese Yen(CME) |
| Mar04 |
040122 |
94.12 |
94.55 |
94.05 |
94.39 |
+0.75 |
6,898 |
141,699 |
-2,936 |
| Jun04 |
040122 |
94.43 |
94.80 |
94.37 |
94.67 |
+0.75 |
150 |
7,733 |
+106 |
| Sep04 |
040122 |
94.97 |
94.97 |
94.97 |
94.97 |
+0.75 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
7,048 |
149,496 |
-2,830 |
| Swiss Franc(CME) |
| Mar04 |
040122 |
81.21 |
81.41 |
80.79 |
81.12 |
+0.41 |
6,161 |
41,795 |
+326 |
| Jun04 |
040122 |
81.17 |
81.33 |
81.17 |
81.28 |
+0.41 |
1 |
183 |
+0 |
| Sep04 |
040122 |
81.45 |
81.45 |
81.45 |
81.45 |
+0.41 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
6,162 |
42,081 |
+326 |
| EuroFX(CME) |
| Mar04 |
040122 |
126.93 |
127.21 |
126.47 |
126.90 |
+0.79 |
12,277 |
120,443 |
-7,793 |
| Jun04 |
040122 |
126.59 |
126.79 |
126.29 |
126.61 |
+0.79 |
70 |
984 |
+7 |
| Sep04 |
040122 |
126.24 |
126.35 |
126.24 |
126.35 |
+0.79 |
140 |
254 |
+119 |
| Total Volume and Open Interest |
12,511 |
121,899 |
-7,649 |
| Mexican Peso(CME) |
| Mar04 |
040122 |
9025.0 |
9060.0 |
8965.0 |
8977.0 |
-73.0 |
7,068 |
46,238 |
-139 |
| Jun04 |
040122 |
8930.0 |
8940.0 |
8872.0 |
8872.0 |
-73.0 |
15 |
546 |
+15 |
| Total Volume and Open Interest |
7,197 |
47,263 |
-77 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040122 |
112~11 |
113~07 |
112~07 |
113~02 |
+0~27 |
188,559 |
488,589 |
-11,473 |
| Jun04 |
040122 |
111~03 |
111~24 |
110~25 |
111~20 |
+0~27 |
5,595 |
21,910 |
+1,841 |
| Sep04 |
040122 |
110~08 |
110~08 |
110~08 |
110~08 |
+0~27 |
2 |
208 |
+2 |
| Total Volume and Open Interest |
194,157 |
510,899 |
-9,629 |
| Municipal Bonds(CBOT) |
| Mar04 |
040122 |
104~08 |
104~17 |
104~06 |
104~13 |
+0~10 |
262 |
2,477 |
+82 |
| Total Volume and Open Interest |
262 |
2,477 |
+82 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040122 |
114~095 |
114~280 |
114~060 |
114~240 |
+0~180 |
506,583 |
1,120,329 |
-5,493 |
| Jun04 |
040122 |
112~245 |
113~080 |
112~200 |
113~060 |
+0~185 |
21,364 |
89,811 |
+14,975 |
| Total Volume and Open Interest |
527,947 |
1,210,140 |
+9,482 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040122 |
113~005 |
113~090 |
112~285 |
113~075 |
+0~100 |
180,535 |
0 |
+0 |
| Jun04 |
040122 |
111~205 |
111~275 |
111~205 |
111~275 |
+0~105 |
3,798 |
31,582 |
+3,260 |
| Total Volume and Open Interest |
184,333 |
31,582 |
+3,260 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040122 |
107~064 |
107~074 |
107~060 |
107~073 |
+0~012 |
4,091 |
162,068 |
-1,227 |
| Total Volume and Open Interest |
4,091 |
162,068 |
-1,227 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040122 |
98.845 |
98.850 |
98.840 |
98.840 |
unch |
32,704 |
813,126 |
+2,921 |
| Jun04 |
040122 |
98.725 |
98.750 |
98.715 |
98.740 |
+0.020 |
60,366 |
785,306 |
+5,133 |
| Sep04 |
040122 |
98.470 |
98.530 |
98.460 |
98.515 |
+0.055 |
86,697 |
734,588 |
+7,338 |
| Dec04 |
040122 |
98.110 |
98.190 |
98.095 |
98.175 |
+0.075 |
110,816 |
616,770 |
+4,515 |
| Mar05 |
040122 |
97.720 |
97.800 |
97.700 |
97.785 |
+0.080 |
67,615 |
381,442 |
+2,134 |
| Jun05 |
040122 |
97.330 |
97.405 |
97.300 |
97.390 |
+0.075 |
29,932 |
312,501 |
+2,708 |
| Sep05 |
040122 |
96.975 |
97.055 |
96.960 |
97.040 |
+0.080 |
24,698 |
238,596 |
-813 |
| Dec05 |
040122 |
96.680 |
96.755 |
96.660 |
96.740 |
+0.085 |
16,756 |
179,142 |
-951 |
| Mar06 |
040122 |
96.455 |
96.510 |
96.420 |
96.505 |
+0.085 |
17,152 |
165,566 |
-2,326 |
| Jun06 |
040122 |
96.225 |
96.295 |
96.200 |
96.285 |
+0.085 |
9,491 |
123,056 |
-589 |
| Sep06 |
040122 |
96.040 |
96.090 |
96.000 |
96.080 |
+0.080 |
15,731 |
116,469 |
+4,273 |
| Dec06 |
040122 |
95.830 |
95.885 |
95.790 |
95.875 |
+0.085 |
8,859 |
100,821 |
+414 |
| Total Volume and Open Interest |
517,522 |
5,130,760 |
+32,540 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040122 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
5 |
9,324 |
-3 |
| Jun04 |
040122 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
113 |
9,328 |
-16 |
| Sep04 |
040122 |
99.90 |
99.90 |
99.89 |
99.89 |
+0.01 |
0 |
12,181 |
-80 |
| Dec04 |
040122 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.02 |
73 |
4,203 |
+123 |
| Mar05 |
040122 |
99.81 |
99.81 |
99.81 |
99.81 |
+0.03 |
109 |
3,629 |
+70 |
| Jun05 |
040122 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.03 |
70 |
982 |
+70 |
| Sep05 |
040122 |
99.66 |
99.66 |
99.65 |
99.65 |
+0.04 |
46 |
2,003 |
-7 |
| Dec05 |
040122 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.03 |
2 |
98 |
+0 |
| Mar06 |
040122 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
7 |
296 |
+7 |
| Jun06 |
040122 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.03 |
0 |
547 |
+0 |
| Total Volume and Open Interest |
426 |
43,563 |
+165 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040122 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
42 |
60,199 |
+4 |
| Jun04 |
040122 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
13 |
66,884 |
+10 |
| Sep04 |
040122 |
99.89 |
99.90 |
99.89 |
99.90 |
+0.01 |
414 |
45,986 |
-426 |
| Dec04 |
040122 |
99.86 |
99.87 |
99.86 |
99.87 |
unch |
991 |
40,698 |
+359 |
| Mar05 |
040122 |
99.77 |
99.80 |
99.77 |
99.80 |
+0.02 |
329 |
21,105 |
+74 |
| Jun05 |
040122 |
99.75 |
99.76 |
99.75 |
99.75 |
+0.04 |
0 |
16,500 |
+0 |
| Sep05 |
040122 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.04 |
32 |
13,479 |
+0 |
| Dec05 |
040122 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.03 |
32 |
3,608 |
+15 |
| Total Volume and Open Interest |
1,853 |
281,558 |
+36 |
| German Euro-Bund(EUREX) |
| Mar04 |
040122 |
114.73 |
114.77 |
114.40 |
114.70 |
+0.19 |
1,097,246 |
966,058 |
+23,745 |
| Jun04 |
040122 |
113.69 |
113.73 |
113.58 |
113.69 |
+0.17 |
774 |
23,361 |
+88 |
| Sep04 |
040122 |
113.48 |
113.48 |
113.48 |
113.48 |
+0.22 |
3,539 |
0 |
+0 |
| Total Volume and Open Interest |
1,101,559 |
989,419 |
+23,833 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040122 |
111.69 |
111.79 |
111.56 |
111.74 |
+0.15 |
731,857 |
738,286 |
+54 |
| Jun04 |
040122 |
110.85 |
110.94 |
110.85 |
110.94 |
+0.15 |
844 |
3,292 |
+274 |
| Sep04 |
040122 |
110.53 |
110.53 |
110.53 |
110.53 |
+0.15 |
2,734 |
0 |
+0 |
| Total Volume and Open Interest |
735,435 |
741,578 |
+328 |
| Long Gilt(LIFFE) |
| Mar04 |
040122 |
108~28 |
108~30 |
108~12 |
108~21 |
-0~06 |
42,361 |
160,354 |
+2,228 |
| Jun04 |
040122 |
108~08 |
108~08 |
108~08 |
108~08 |
-0~06 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
42,361 |
160,355 |
+2,228 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040122 |
95.84 |
95.84 |
95.81 |
95.83 |
unch |
45,389 |
197,349 |
-2,655 |
| Jun04 |
040122 |
95.67 |
95.67 |
95.63 |
95.65 |
-0.01 |
53,840 |
200,005 |
-2,776 |
| Sep04 |
040122 |
95.50 |
95.50 |
95.45 |
95.48 |
-0.01 |
43,151 |
168,692 |
+1,130 |
| Total Volume and Open Interest |
209,001 |
1,006,799 |
+1,522 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040122 |
97.965 |
97.965 |
97.950 |
97.955 |
unch |
79,722 |
568,076 |
+6,570 |
| Jun04 |
040122 |
97.940 |
97.950 |
97.915 |
97.935 |
+0.015 |
128,140 |
488,300 |
+23,656 |
| Sep04 |
040122 |
97.805 |
97.820 |
97.775 |
97.800 |
+0.020 |
135,521 |
459,540 |
+16,801 |
| Total Volume and Open Interest |
656,581 |
2,740,624 |
+90,903 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040122 |
94.46 |
94.46 |
94.43 |
94.46 |
+0.01 |
13,262 |
223,673 |
-922 |
| Jun04 |
040122 |
94.37 |
94.39 |
94.36 |
94.38 |
unch |
7,720 |
117,243 |
+3,742 |
| Sep04 |
040122 |
94.33 |
94.33 |
94.31 |
94.32 |
unch |
1,455 |
44,584 |
+632 |
| Dec04 |
040122 |
94.27 |
94.27 |
94.26 |
94.26 |
unch |
1,234 |
26,037 |
-460 |
| Mar05 |
040122 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.01 |
690 |
19,486 |
+705 |
| Jun05 |
040122 |
94.16 |
94.16 |
94.16 |
94.16 |
+0.02 |
660 |
13,056 |
+615 |
| Sep05 |
040122 |
94.12 |
94.13 |
94.12 |
94.13 |
+0.03 |
0 |
6,232 |
+0 |
| Dec05 |
040122 |
94.09 |
94.10 |
94.09 |
94.10 |
+0.03 |
65 |
2,883 |
+50 |
| Mar06 |
040122 |
94.06 |
94.07 |
94.06 |
94.07 |
+0.04 |
0 |
889 |
+0 |
| Jun06 |
040122 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.05 |
0 |
820 |
+0 |
| Total Volume and Open Interest |
25,086 |
455,336 |
+4,362 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040122 |
94.33 |
94.34 |
94.32 |
94.34 |
+0.02 |
6,247 |
177,519 |
+1,160 |
| Jun04 |
040122 |
94.34 |
94.34 |
94.34 |
94.34 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
6,247 |
177,519 |
+1,160 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040122 |
94.46 |
94.47 |
94.45 |
94.46 |
+0.02 |
31,260 |
399,240 |
+13,647 |
| Jun04 |
040122 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
31,260 |
399,240 |
+13,647 |
| Gold(CMX) |
| Feb04 |
040122 |
412.9 |
413.3 |
408.3 |
410.1 |
-1.1 |
52,718 |
158,045 |
-7,154 |
| Apr04 |
040122 |
413.5 |
414.5 |
409.5 |
411.2 |
-1.1 |
16,224 |
42,675 |
+4,769 |
| Jun04 |
040122 |
415.0 |
415.4 |
410.4 |
412.1 |
-1.1 |
836 |
22,054 |
+199 |
| Aug04 |
040122 |
416.3 |
416.3 |
413.0 |
413.0 |
-1.1 |
1,655 |
7,516 |
+594 |
| Oct04 |
040122 |
413.8 |
413.8 |
413.8 |
413.8 |
-1.1 |
0 |
1,014 |
-1 |
| Dec04 |
040122 |
417.7 |
418.0 |
413.5 |
414.7 |
-1.1 |
348 |
20,677 |
+26 |
| Total Volume and Open Interest |
73,531 |
277,447 |
+66 |
| Silver(CMX) |
| Mar04 |
040122 |
628.0 |
641.0 |
616.5 |
635.0 |
+14.2 |
27,484 |
83,630 |
-174 |
| May04 |
040122 |
627.5 |
642.0 |
617.0 |
636.1 |
+14.2 |
809 |
5,401 |
+111 |
| Jul04 |
040122 |
632.0 |
644.0 |
618.5 |
637.1 |
+13.9 |
297 |
3,673 |
+48 |
| Sep04 |
040122 |
629.0 |
638.0 |
629.0 |
638.0 |
+13.9 |
10 |
860 |
-1 |
| Dec04 |
040122 |
632.0 |
646.0 |
622.0 |
639.0 |
+14.0 |
317 |
11,472 |
+105 |
| Total Volume and Open Interest |
28,930 |
107,910 |
+96 |
| Platinum(NYM) |
| Jan04 |
040122 |
865.0 |
874.7 |
865.0 |
874.7 |
+10.1 |
22 |
103 |
-3 |
| Apr04 |
040122 |
857.0 |
863.5 |
854.1 |
862.2 |
+6.6 |
334 |
7,871 |
-122 |
| Jul04 |
040122 |
848.0 |
852.2 |
848.0 |
852.2 |
+6.6 |
0 |
244 |
+0 |
| Oct04 |
040122 |
847.7 |
847.7 |
847.7 |
847.7 |
+6.6 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
356 |
8,223 |
-125 |
| Palladium(NYME) |
| Mar04 |
040122 |
246.00 |
255.50 |
246.00 |
254.35 |
+14.20 |
1,627 |
8,597 |
+411 |
| Jun04 |
040122 |
250.00 |
258.00 |
248.00 |
255.35 |
+14.40 |
131 |
724 |
+83 |
| Total Volume and Open Interest |
1,773 |
9,368 |
+508 |
| Copper(CMX) |
| Mar04 |
040122 |
112.80 |
113.10 |
111.85 |
112.00 |
+0.25 |
6,551 |
69,158 |
-499 |
| May04 |
040122 |
112.20 |
112.35 |
111.40 |
111.45 |
+0.15 |
382 |
6,177 |
+48 |
| Jul04 |
040122 |
111.10 |
111.10 |
110.50 |
110.55 |
unch |
334 |
4,209 |
+75 |
| Sep04 |
040122 |
110.20 |
110.20 |
109.55 |
109.55 |
-0.15 |
126 |
1,706 |
-12 |
| Dec04 |
040122 |
108.75 |
109.35 |
108.15 |
108.15 |
-0.30 |
176 |
3,210 |
+76 |
| Total Volume and Open Interest |
7,906 |
89,784 |
-349 |
| DJIA Index(CBOT) |
| Mar04 |
040122 |
10590 |
10640 |
10585 |
10609 |
+12 |
13,595 |
34,826 |
+692 |
| Jun04 |
040122 |
10600 |
10605 |
10580 |
10588 |
+12 |
15 |
463 |
+11 |
| Sep04 |
040122 |
10568 |
10568 |
10568 |
10568 |
+12 |
0 |
2 |
+0 |
| Dec04 |
040122 |
10548 |
10548 |
10548 |
10548 |
+12 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
13,610 |
35,296 |
+703 |
| S & P 500(CME) |
| Mar04 |
040122 |
1147.00 |
1149.30 |
1141.30 |
1144.00 |
-1.90 |
44,231 |
596,743 |
-4,091 |
| Jun04 |
040122 |
1146.00 |
1146.00 |
1143.00 |
1143.00 |
-2.00 |
187 |
19,990 |
+71 |
| Sep04 |
040122 |
1142.10 |
1142.10 |
1142.10 |
1142.10 |
-2.10 |
42 |
3,214 |
-41 |
| Dec04 |
040122 |
1141.30 |
1141.30 |
1141.30 |
1141.30 |
-2.10 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
44,460 |
620,170 |
-4,061 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040122 |
1146.00 |
1149.25 |
1141.50 |
1144.00 |
-2.00 |
683,620 |
562,647 |
+29,645 |
| Jun04 |
040122 |
1145.50 |
1148.00 |
1141.50 |
1143.00 |
-2.00 |
1,302 |
9,879 |
+467 |
| Total Volume and Open Interest |
684,922 |
572,526 |
+30,112 |
| NASDAQ 100(CME) |
| Mar04 |
040122 |
1553.50 |
1558.00 |
1532.50 |
1534.50 |
-12.50 |
17,167 |
74,192 |
+887 |
| Jun04 |
040122 |
1537.00 |
1537.00 |
1537.00 |
1537.00 |
-12.50 |
0 |
57 |
+0 |
| Sep04 |
040122 |
1539.50 |
1539.50 |
1539.50 |
1539.50 |
-12.50 |
|
|
|
| Total Volume and Open Interest |
17,167 |
74,249 |
+887 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040122 |
1550.0 |
1557.5 |
1532.5 |
1534.5 |
-12.5 |
385,113 |
223,144 |
+21,929 |
| Jun04 |
040122 |
1558.0 |
1560.0 |
1537.0 |
1537.0 |
-12.5 |
591 |
900 |
+247 |
| Total Volume and Open Interest |
385,704 |
224,044 |
+22,176 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040122 |
601.00 |
603.50 |
597.50 |
599.25 |
-1.00 |
1,355 |
16,116 |
+146 |
| Jun04 |
040122 |
599.45 |
599.45 |
599.45 |
599.45 |
-1.00 |
0 |
1 |
+0 |
| Sep04 |
040122 |
599.45 |
599.45 |
599.45 |
599.45 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
1,355 |
16,117 |
+146 |
| Russell 2000(CME) |
| Mar04 |
040122 |
600.00 |
601.00 |
590.50 |
592.00 |
-3.75 |
1,941 |
22,751 |
+28 |
| Jun04 |
040122 |
592.10 |
592.10 |
592.10 |
592.10 |
-3.75 |
|
|
|
| Sep04 |
040122 |
592.10 |
592.10 |
592.10 |
592.10 |
-3.75 |
|
|
|
| Total Volume and Open Interest |
1,941 |
22,751 |
+28 |
| Value Line(KCBT) |
| Mar04 |
040122 |
1625.00 |
1625.00 |
1612.00 |
1612.00 |
-8.00 |
1 |
42 |
-2 |
| Total Volume and Open Interest |
1 |
42 |
-2 |
| Nikkei 225(CME) |
| Mar04 |
040122 |
11030 |
11085 |
11020 |
11055 |
-10 |
3,309 |
31,641 |
+1,480 |
| Jun04 |
040122 |
11045 |
11045 |
11045 |
11045 |
-10 |
10 |
107 |
+10 |
| Total Volume and Open Interest |
3,319 |
31,759 |
+1,490 |
| Nikkei 225(SIMEX) |
| Mar04 |
040122 |
11150 |
11150 |
10990 |
11040 |
+45 |
21,239 |
151,957 |
+2,066 |
| Jun04 |
040122 |
11000 |
11000 |
11000 |
11000 |
+45 |
0 |
303 |
+0 |
| Sep04 |
040122 |
10995 |
10995 |
10995 |
10995 |
+45 |
|
|
|
| Total Volume and Open Interest |
21,239 |
152,260 |
+2,066 |
| CAC 40(MATIF) |
| Jan04 |
040122 |
3699.0 |
3716.0 |
3687.0 |
3699.0 |
+19.0 |
45,598 |
439,038 |
+19,088 |
| Feb04 |
040122 |
3709.0 |
3715.5 |
3694.0 |
3704.0 |
+18.5 |
755 |
358 |
+42 |
| Mar04 |
040122 |
3715.5 |
3719.0 |
3707.0 |
3710.0 |
+18.5 |
800 |
121,867 |
+2,139 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040122 |
4178.0 |
4185.5 |
4141.0 |
4161.0 |
-5.5 |
107,273 |
282,190 |
+1,865 |
| Jun04 |
040122 |
4206.0 |
4206.0 |
4166.5 |
4182.5 |
-5.5 |
528 |
8,256 |
+275 |
| Sep04 |
040122 |
4222.5 |
4223.5 |
4188.5 |
4204.0 |
-5.5 |
512 |
1,758 |
+102 |
| Total Volume and Open Interest |
108,313 |
292,204 |
+2,242 |
| FT-SE 100(LIFFE) |
| Mar04 |
040122 |
4504.50 |
4509.50 |
4455.50 |
4459.50 |
-30.00 |
48,492 |
426,755 |
+2,176 |
| Jun04 |
040122 |
4510.00 |
4513.00 |
4468.50 |
4468.50 |
-29.50 |
176 |
11,985 |
+93 |
| Sep04 |
040122 |
4476.50 |
4476.50 |
4476.50 |
4476.50 |
-30.00 |
0 |
8,140 |
+0 |
| Total Volume and Open Interest |
48,668 |
447,905 |
+2,269 |
| SPI 200(SFE) |
| Mar04 |
040122 |
3321.0 |
3332.0 |
3314.0 |
3328.0 |
+24.0 |
16,065 |
161,219 |
+5,787 |
| Jun04 |
040122 |
3330.0 |
3341.0 |
3330.0 |
3340.0 |
+24.0 |
194 |
3,358 |
-7 |
| Sep04 |
040122 |
3341.0 |
3353.0 |
3341.0 |
3350.0 |
+23.0 |
150 |
1,583 |
+150 |
| Total Volume and Open Interest |
16,409 |
167,147 |
+5,930 |
| GSCI(CME) |
| Feb04 |
040122 |
274.10 |
275.15 |
267.50 |
273.40 |
-0.40 |
111 |
14,339 |
+32 |
| Mar04 |
040122 |
268.00 |
268.00 |
268.00 |
268.00 |
-0.25 |
0 |
23 |
+0 |
| Apr04 |
040122 |
264.00 |
264.00 |
264.00 |
264.00 |
-0.25 |
|
|
|
| Total Volume and Open Interest |
111 |
14,362 |
+32 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040122 |
268.25 |
268.50 |
267.15 |
267.15 |
-0.60 |
9 |
109 |
-1 |
| Apr04 |
040122 |
267.50 |
268.75 |
267.15 |
267.15 |
-0.35 |
47 |
717 |
-1 |
| Jun04 |
040122 |
267.75 |
267.75 |
267.00 |
267.00 |
-0.50 |
6 |
12 |
+5 |
| Total Volume and Open Interest |
62 |
838 |
+3 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|