|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon February 02, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040202 |
807.00 |
808.00 |
790.50 |
793.00 |
-26.50 |
39,519 |
117,321 |
-3,525 |
| May04 |
040202 |
809.00 |
809.00 |
793.00 |
795.75 |
-27.00 |
21,433 |
79,872 |
+3,250 |
| Jul04 |
040202 |
798.00 |
801.00 |
786.00 |
788.50 |
-24.50 |
8,428 |
36,721 |
-835 |
| Aug04 |
040202 |
771.00 |
773.00 |
760.00 |
761.75 |
-20.25 |
348 |
8,410 |
+62 |
| Sep04 |
040202 |
719.00 |
720.00 |
708.00 |
708.00 |
-23.00 |
320 |
3,915 |
+29 |
| Nov04 |
040202 |
653.00 |
653.50 |
642.00 |
643.25 |
-19.25 |
2,464 |
22,258 |
+234 |
| Jan05 |
040202 |
654.00 |
654.00 |
644.00 |
644.50 |
-21.50 |
42 |
443 |
+37 |
| Total Volume and Open Interest |
72,586 |
269,310 |
-739 |
| Soybean Meal(CBOT) |
| Mar04 |
040202 |
251.50 |
252.00 |
245.00 |
245.10 |
-10.50 |
12,522 |
52,853 |
-2,337 |
| May04 |
040202 |
252.50 |
252.50 |
246.30 |
246.70 |
-9.80 |
8,207 |
58,527 |
+1,666 |
| Jul04 |
040202 |
249.00 |
249.50 |
244.00 |
244.10 |
-8.60 |
4,161 |
30,921 |
-618 |
| Aug04 |
040202 |
239.50 |
239.50 |
234.70 |
235.20 |
-7.30 |
701 |
12,111 |
+196 |
| Sep04 |
040202 |
226.00 |
226.00 |
220.50 |
220.70 |
-7.80 |
1,123 |
9,297 |
+255 |
| Oct04 |
040202 |
197.50 |
197.50 |
192.20 |
192.20 |
-7.80 |
708 |
6,489 |
+149 |
| Dec04 |
040202 |
194.50 |
194.50 |
189.00 |
189.30 |
-7.20 |
1,432 |
15,223 |
+304 |
| Jan05 |
040202 |
193.00 |
193.00 |
189.20 |
189.20 |
-6.80 |
36 |
850 |
+25 |
| Total Volume and Open Interest |
28,907 |
186,617 |
-351 |
| Soybean Oil(CBOT) |
| Mar04 |
040202 |
29.12 |
29.18 |
28.88 |
28.98 |
-0.29 |
11,804 |
71,682 |
-2,749 |
| May04 |
040202 |
29.12 |
29.12 |
28.83 |
28.94 |
-0.42 |
8,754 |
61,355 |
+3,115 |
| Jul04 |
040202 |
28.90 |
29.00 |
28.72 |
28.84 |
-0.53 |
3,557 |
40,965 |
-66 |
| Aug04 |
040202 |
28.43 |
28.55 |
28.30 |
28.45 |
-0.40 |
811 |
5,008 |
+353 |
| Sep04 |
040202 |
27.70 |
27.80 |
27.55 |
27.58 |
-0.52 |
802 |
6,728 |
+411 |
| Oct04 |
040202 |
26.60 |
26.60 |
26.50 |
26.60 |
-0.50 |
415 |
5,211 |
+152 |
| Dec04 |
040202 |
25.80 |
25.80 |
25.43 |
25.55 |
-0.55 |
946 |
11,104 |
+110 |
| Jan05 |
040202 |
25.45 |
25.45 |
25.45 |
25.45 |
-0.50 |
10 |
383 |
+0 |
| Total Volume and Open Interest |
27,099 |
202,937 |
+1,326 |
| Canola(WCE) |
| Mar04 |
040202 |
374.0 |
374.0 |
368.0 |
368.3 |
-9.6 |
3,711 |
24,324 |
-4,541 |
| May04 |
040202 |
377.0 |
378.5 |
374.0 |
374.2 |
-9.0 |
2,096 |
15,660 |
-384 |
| Jul04 |
040202 |
382.3 |
382.3 |
378.0 |
378.0 |
-7.5 |
1,077 |
7,977 |
+264 |
| Sep04 |
040202 |
348.0 |
348.0 |
348.0 |
348.0 |
-3.5 |
|
|
|
| Nov04 |
040202 |
352.5 |
352.5 |
350.1 |
350.1 |
-7.4 |
860 |
10,152 |
+595 |
| Total Volume and Open Interest |
7,744 |
58,138 |
-4,066 |
| Corn(CBOT) |
| Mar04 |
040202 |
273.50 |
274.00 |
269.00 |
271.25 |
-5.00 |
45,120 |
306,237 |
-5,513 |
| May04 |
040202 |
278.25 |
278.50 |
274.00 |
276.00 |
-5.50 |
19,860 |
119,545 |
+6,032 |
| Jul04 |
040202 |
280.75 |
281.00 |
276.50 |
278.25 |
-5.50 |
8,503 |
75,886 |
+1,065 |
| Sep04 |
040202 |
274.00 |
274.50 |
271.00 |
273.50 |
-5.00 |
978 |
13,927 |
+495 |
| Dec04 |
040202 |
270.50 |
271.00 |
266.25 |
269.50 |
-4.50 |
9,973 |
104,783 |
+2,729 |
| Mar05 |
040202 |
273.50 |
273.50 |
270.00 |
272.50 |
-5.00 |
707 |
7,369 |
-61 |
| Total Volume and Open Interest |
85,382 |
630,622 |
+4,817 |
| Wheat(CBOT) |
| Mar04 |
040202 |
387.00 |
388.00 |
381.75 |
385.00 |
-4.00 |
18,666 |
80,179 |
-2,972 |
| May04 |
040202 |
392.50 |
393.00 |
387.50 |
391.50 |
-3.50 |
7,054 |
24,222 |
+3,371 |
| Jul04 |
040202 |
385.00 |
387.00 |
383.00 |
387.00 |
-1.75 |
4,679 |
25,590 |
+984 |
| Sep04 |
040202 |
388.50 |
390.50 |
387.50 |
390.50 |
-2.00 |
457 |
1,754 |
+226 |
| Dec04 |
040202 |
398.00 |
399.00 |
395.00 |
399.00 |
-2.25 |
557 |
3,079 |
+296 |
| Total Volume and Open Interest |
31,414 |
134,995 |
+1,906 |
| Wheat(KCBT) |
| Mar04 |
040202 |
395.50 |
395.50 |
389.50 |
392.50 |
-4.00 |
6,507 |
37,498 |
-1,569 |
| May04 |
040202 |
393.50 |
394.50 |
389.50 |
392.75 |
-2.75 |
2,763 |
12,279 |
+309 |
| Jul04 |
040202 |
389.00 |
389.50 |
386.50 |
389.25 |
-3.25 |
2,038 |
11,270 |
+842 |
| Sep04 |
040202 |
391.50 |
392.00 |
391.00 |
392.00 |
-3.00 |
322 |
1,888 |
+171 |
| Dec04 |
040202 |
399.00 |
400.50 |
397.00 |
399.25 |
-1.50 |
95 |
1,158 |
+61 |
| Total Volume and Open Interest |
11,725 |
64,101 |
-186 |
| Wheat(MGE) |
| Mar04 |
040202 |
411.00 |
415.00 |
410.00 |
414.75 |
+0.75 |
3,417 |
14,992 |
-125 |
| May04 |
040202 |
406.00 |
408.00 |
405.00 |
407.00 |
-1.25 |
3,171 |
7,529 |
+1,231 |
| Jul04 |
040202 |
401.00 |
401.50 |
400.00 |
401.00 |
-2.50 |
1,572 |
3,840 |
+263 |
| Sep04 |
040202 |
397.00 |
397.75 |
396.00 |
397.75 |
-1.25 |
976 |
4,389 |
+288 |
| Dec04 |
040202 |
402.00 |
403.00 |
401.00 |
402.25 |
-2.75 |
223 |
1,022 |
+115 |
| Total Volume and Open Interest |
9,364 |
31,785 |
+1,777 |
| Oats(CBOT) |
| Mar04 |
040202 |
155.25 |
156.75 |
152.50 |
155.75 |
-1.00 |
1,411 |
4,306 |
-38 |
| May04 |
040202 |
158.00 |
160.00 |
156.50 |
158.75 |
-0.25 |
205 |
1,278 |
+67 |
| Jul04 |
040202 |
158.50 |
160.25 |
157.50 |
158.75 |
-0.25 |
23 |
306 |
+7 |
| Sep04 |
040202 |
156.00 |
156.00 |
156.00 |
156.00 |
unch |
4 |
33 |
+0 |
| Total Volume and Open Interest |
1,639 |
6,297 |
+36 |
| Rough Rice(CBOT) |
| Mar04 |
040202 |
8.04 |
8.05 |
7.76 |
7.80 |
-0.26 |
275 |
5,527 |
-73 |
| May04 |
040202 |
8.25 |
8.25 |
7.98 |
8.00 |
-0.25 |
73 |
965 |
+6 |
| Jul04 |
040202 |
8.35 |
8.35 |
8.10 |
8.10 |
-0.27 |
12 |
545 |
+0 |
| Sep04 |
040202 |
7.80 |
7.80 |
7.79 |
7.79 |
-0.11 |
5 |
88 |
+4 |
| Total Volume and Open Interest |
365 |
7,166 |
-63 |
| Live Cattle(CME) |
| Feb04 |
040202 |
76.400 |
76.700 |
75.750 |
76.525 |
-0.175 |
4,407 |
20,972 |
-951 |
| Apr04 |
040202 |
73.250 |
73.500 |
72.300 |
73.150 |
-0.275 |
4,476 |
41,520 |
+396 |
| Jun04 |
040202 |
70.750 |
70.750 |
69.875 |
70.225 |
-0.375 |
1,432 |
15,232 |
+135 |
| Aug04 |
040202 |
72.900 |
73.000 |
72.150 |
72.800 |
unch |
707 |
7,951 |
+51 |
| Oct04 |
040202 |
76.200 |
76.200 |
75.400 |
75.925 |
-0.175 |
1,421 |
10,273 |
+250 |
| Dec04 |
040202 |
77.300 |
77.400 |
76.750 |
77.275 |
+0.025 |
426 |
3,415 |
+112 |
| Total Volume and Open Interest |
12,974 |
100,274 |
-26 |
| Feeder Cattle(CME) |
| Mar04 |
040202 |
83.400 |
84.400 |
83.250 |
84.050 |
+0.375 |
670 |
5,364 |
-47 |
| Apr04 |
040202 |
85.500 |
85.900 |
85.100 |
85.700 |
+0.300 |
459 |
2,061 |
+126 |
| May04 |
040202 |
85.800 |
86.400 |
84.950 |
86.175 |
+0.300 |
276 |
3,645 |
+105 |
| Aug04 |
040202 |
88.250 |
88.600 |
87.900 |
88.550 |
+0.300 |
265 |
2,190 |
+69 |
| Sep04 |
040202 |
88.500 |
88.750 |
88.450 |
88.625 |
+0.375 |
60 |
310 |
+11 |
| Oct04 |
040202 |
88.400 |
88.750 |
88.200 |
88.750 |
+0.500 |
22 |
293 |
+0 |
| Nov04 |
040202 |
88.500 |
88.750 |
88.500 |
88.750 |
+0.500 |
1 |
76 |
+0 |
| Total Volume and Open Interest |
1,753 |
13,939 |
-807 |
| Lean Hogs(CME) |
| Feb04 |
040202 |
57.650 |
59.350 |
57.400 |
59.025 |
+1.675 |
3,258 |
7,590 |
-213 |
| Apr04 |
040202 |
59.150 |
60.450 |
58.900 |
60.000 |
+0.800 |
7,845 |
28,159 |
+1,323 |
| May04 |
040202 |
60.250 |
61.000 |
60.000 |
60.700 |
+0.450 |
156 |
1,490 |
+47 |
| Jun04 |
040202 |
63.950 |
65.200 |
63.950 |
64.850 |
+0.650 |
1,978 |
7,821 |
+860 |
| Jul04 |
040202 |
61.100 |
61.875 |
60.900 |
61.650 |
+0.650 |
402 |
2,009 |
+180 |
| Aug04 |
040202 |
58.900 |
59.900 |
58.900 |
59.575 |
+0.550 |
169 |
1,319 |
+41 |
| Oct04 |
040202 |
52.525 |
53.400 |
52.500 |
52.850 |
+0.100 |
85 |
1,098 |
-7 |
| Dec04 |
040202 |
53.000 |
53.300 |
52.800 |
52.900 |
-0.100 |
94 |
470 |
+39 |
| Total Volume and Open Interest |
14,021 |
50,005 |
+2,295 |
| Pork Bellies(CME) |
| Feb04 |
040202 |
85.000 |
85.250 |
84.650 |
84.850 |
-0.075 |
485 |
995 |
-120 |
| Mar04 |
040202 |
86.000 |
86.250 |
85.750 |
85.925 |
+0.025 |
412 |
837 |
+10 |
| May04 |
040202 |
87.000 |
87.400 |
86.950 |
87.250 |
+0.150 |
44 |
364 |
+12 |
| Jul04 |
040202 |
87.500 |
88.400 |
87.500 |
88.400 |
+0.200 |
9 |
143 |
+2 |
| Aug04 |
040202 |
86.500 |
86.500 |
86.500 |
86.500 |
+0.550 |
7 |
20 |
-1 |
| Total Volume and Open Interest |
957 |
2,359 |
-97 |
| BFP Milk Class III(CME) |
| Jan04 |
040130 |
11.61 |
11.61 |
11.61 |
11.61 |
-0.01 |
22 |
3,217 |
+2 |
| Feb04 |
040202 |
11.70 |
11.72 |
11.63 |
11.63 |
-0.04 |
130 |
2,578 |
+57 |
| Mar04 |
040202 |
12.14 |
12.35 |
12.05 |
12.05 |
-0.04 |
181 |
2,430 |
+149 |
| Apr04 |
040202 |
12.50 |
12.63 |
12.43 |
12.43 |
-0.05 |
72 |
1,915 |
+17 |
| May04 |
040202 |
12.72 |
12.85 |
12.65 |
12.65 |
-0.05 |
79 |
1,866 |
+33 |
| Total Volume and Open Interest |
1,084 |
18,992 |
-2,612 |
| Cocoa(NYBOT) |
| Mar04 |
040202 |
1510 |
1535 |
1504 |
1530 |
+10 |
5,062 |
23,604 |
+297 |
| May04 |
040202 |
1506 |
1530 |
1500 |
1526 |
+11 |
2,019 |
13,300 |
+448 |
| Jul04 |
040202 |
1505 |
1528 |
1500 |
1525 |
+12 |
347 |
12,668 |
-178 |
| Sep04 |
040202 |
1508 |
1525 |
1500 |
1525 |
+12 |
222 |
8,659 |
+24 |
| Dec04 |
040202 |
1508 |
1525 |
1501 |
1525 |
+12 |
139 |
8,419 |
+75 |
| Mar05 |
040202 |
1512 |
1527 |
1510 |
1527 |
+12 |
55 |
5,880 |
+55 |
| May05 |
040202 |
1514 |
1527 |
1514 |
1527 |
+12 |
265 |
8,257 |
+0 |
| Total Volume and Open Interest |
7,844 |
87,675 |
+721 |
| Coffee "C"(NYBOT) |
| Mar04 |
040202 |
74.00 |
75.15 |
73.00 |
74.95 |
-0.55 |
21,827 |
62,919 |
-3,278 |
| May04 |
040202 |
76.20 |
77.20 |
75.00 |
76.95 |
-0.45 |
6,488 |
22,224 |
+2,400 |
| Jul04 |
040202 |
78.00 |
78.75 |
77.00 |
78.75 |
-0.35 |
2,817 |
8,434 |
+1,412 |
| Sep04 |
040202 |
80.10 |
80.40 |
79.00 |
80.40 |
-0.35 |
419 |
7,789 |
+163 |
| Dec04 |
040202 |
82.40 |
83.10 |
81.60 |
82.95 |
-0.40 |
159 |
4,377 |
+7 |
| Mar05 |
040202 |
85.00 |
85.55 |
84.50 |
85.55 |
-0.30 |
42 |
2,874 |
+22 |
| Total Volume and Open Interest |
31,862 |
109,188 |
+754 |
| Orange Juice(NYBOT) |
| Mar04 |
040202 |
62.40 |
62.40 |
61.10 |
61.60 |
unch |
1,034 |
25,745 |
-103 |
| May04 |
040202 |
64.90 |
65.20 |
64.20 |
64.60 |
unch |
436 |
7,467 |
+46 |
| Jul04 |
040202 |
67.50 |
67.50 |
67.10 |
67.20 |
unch |
99 |
1,500 |
+39 |
| Sep04 |
040202 |
69.50 |
69.70 |
69.50 |
69.70 |
unch |
27 |
778 |
+26 |
| Nov04 |
040202 |
73.00 |
73.00 |
72.25 |
72.25 |
unch |
29 |
491 |
+29 |
| Total Volume and Open Interest |
1,642 |
36,158 |
+54 |
| Sugar #11(NYBOT) |
| Mar04 |
040202 |
5.75 |
5.77 |
5.65 |
5.72 |
-0.14 |
23,163 |
135,458 |
-2,375 |
| May04 |
040202 |
5.94 |
5.95 |
5.85 |
5.93 |
-0.09 |
13,250 |
46,216 |
+6,811 |
| Jul04 |
040202 |
5.99 |
6.00 |
5.94 |
5.99 |
-0.07 |
2,056 |
37,046 |
+425 |
| Oct04 |
040202 |
6.08 |
6.11 |
6.05 |
6.11 |
-0.02 |
744 |
25,119 |
+83 |
| Mar05 |
040202 |
6.30 |
6.32 |
6.28 |
6.31 |
-0.02 |
133 |
10,980 |
+90 |
| Total Volume and Open Interest |
39,722 |
264,119 |
+5,117 |
| London Cocoa(LCE) |
| Mar04 |
040202 |
909 |
918 |
884 |
899 |
-6 |
4,758 |
53,183 |
-3,521 |
| May04 |
040202 |
889 |
900 |
874 |
889 |
-4 |
3,288 |
20,414 |
+652 |
| Jul04 |
040202 |
900 |
906 |
884 |
897 |
-3 |
534 |
20,956 |
-276 |
| Sep04 |
040202 |
918 |
918 |
894 |
908 |
-2 |
177 |
21,955 |
-44 |
| Dec04 |
040202 |
915 |
917 |
897 |
912 |
-3 |
3,765 |
35,153 |
-3,080 |
| Mar05 |
040202 |
928 |
933 |
910 |
924 |
-3 |
100 |
22,707 |
-19 |
| May05 |
040202 |
925 |
933 |
925 |
933 |
-2 |
567 |
4,381 |
+492 |
| Total Volume and Open Interest |
13,189 |
180,560 |
-5,796 |
| London Coffee(LCE) |
| Mar04 |
040202 |
767.00 |
772.00 |
755.00 |
772.00 |
+13.00 |
8,577 |
62,657 |
-2,213 |
| May04 |
040202 |
776.00 |
788.00 |
773.00 |
788.00 |
+12.00 |
4,720 |
36,688 |
+391 |
| Jul04 |
040202 |
801.00 |
802.00 |
789.00 |
802.00 |
+12.00 |
726 |
14,802 |
+314 |
| Sep04 |
040202 |
813.00 |
817.00 |
804.00 |
817.00 |
+13.00 |
1,251 |
15,722 |
+395 |
| Nov04 |
040202 |
818.00 |
831.00 |
818.00 |
831.00 |
+12.00 |
319 |
9,952 |
+281 |
| Jan05 |
040202 |
838.00 |
843.00 |
835.00 |
843.00 |
+14.00 |
209 |
2,367 |
+202 |
| Total Volume and Open Interest |
16,118 |
142,693 |
-706 |
| London Sugar(LCE) |
| Mar04 |
040202 |
195.50 |
196.40 |
189.40 |
191.40 |
-4.50 |
3,279 |
12,181 |
-447 |
| May04 |
040202 |
197.70 |
197.90 |
193.90 |
194.90 |
-2.10 |
3,471 |
16,474 |
+751 |
| Aug04 |
040202 |
192.10 |
192.40 |
190.10 |
190.20 |
-1.80 |
728 |
9,663 |
+240 |
| Oct04 |
040202 |
187.50 |
187.50 |
185.80 |
185.80 |
-2.00 |
216 |
4,626 |
+62 |
| Dec04 |
040202 |
186.50 |
186.90 |
186.50 |
186.90 |
-1.40 |
80 |
2,371 |
+80 |
| Total Volume and Open Interest |
7,774 |
47,750 |
+686 |
| Cotton(NYBOT) |
| Mar04 |
040202 |
70.65 |
70.73 |
68.40 |
68.64 |
-2.09 |
15,191 |
46,779 |
-3,738 |
| May04 |
040202 |
72.55 |
72.60 |
70.30 |
70.49 |
-2.10 |
8,554 |
25,983 |
+2,375 |
| Jul04 |
040202 |
73.50 |
73.56 |
71.50 |
71.70 |
-1.86 |
955 |
8,033 |
-144 |
| Oct04 |
040202 |
68.00 |
68.00 |
66.80 |
66.80 |
-0.75 |
104 |
534 |
+78 |
| Dec04 |
040202 |
68.10 |
68.10 |
67.10 |
67.35 |
-0.75 |
889 |
6,033 |
-3 |
| Mar05 |
040202 |
69.40 |
69.40 |
69.40 |
69.40 |
-0.75 |
31 |
904 |
+8 |
| Total Volume and Open Interest |
25,724 |
88,807 |
-1,424 |
| Lumber(CME) |
| Mar04 |
040202 |
332.0 |
336.0 |
328.6 |
334.6 |
+1.6 |
403 |
2,418 |
-24 |
| May04 |
040202 |
335.5 |
341.0 |
333.5 |
336.8 |
-1.1 |
108 |
649 |
-7 |
| Jul04 |
040202 |
337.0 |
338.2 |
333.4 |
336.8 |
-1.3 |
29 |
195 |
+8 |
| Sep04 |
040202 |
335.0 |
335.0 |
335.0 |
335.0 |
-6.8 |
1 |
36 |
+2 |
| Total Volume and Open Interest |
541 |
3,300 |
-21 |
| Crude Oil(NYM) |
| Mar04 |
040202 |
32.85 |
35.05 |
32.75 |
34.98 |
+1.93 |
96,096 |
202,989 |
-4,138 |
| Apr04 |
040202 |
32.00 |
33.55 |
31.80 |
33.48 |
+1.38 |
61,456 |
80,079 |
+366 |
| May04 |
040202 |
31.40 |
32.75 |
31.40 |
32.75 |
+1.26 |
14,814 |
41,584 |
+1,492 |
| Jun04 |
040202 |
30.95 |
32.18 |
30.90 |
32.18 |
+1.20 |
9,817 |
39,086 |
-828 |
| Jul04 |
040202 |
30.45 |
31.67 |
30.25 |
31.67 |
+1.16 |
2,791 |
29,932 |
+49 |
| Aug04 |
040202 |
30.20 |
31.20 |
30.20 |
31.20 |
+1.12 |
1,911 |
18,159 |
+743 |
| Sep04 |
040202 |
30.15 |
30.82 |
30.15 |
30.82 |
+1.08 |
823 |
26,276 |
-114 |
| Oct04 |
040202 |
30.54 |
30.54 |
30.54 |
30.54 |
+1.04 |
846 |
18,102 |
+122 |
| Nov04 |
040202 |
29.35 |
30.30 |
29.35 |
30.30 |
+1.00 |
752 |
13,800 |
+182 |
| Dec04 |
040202 |
29.10 |
30.09 |
29.00 |
30.09 |
+0.96 |
4,936 |
51,020 |
-104 |
| Jan05 |
040202 |
28.95 |
29.82 |
28.95 |
29.82 |
+0.94 |
2,503 |
15,674 |
+424 |
| Feb05 |
040202 |
29.62 |
29.62 |
29.62 |
29.62 |
+0.92 |
125 |
5,042 |
+75 |
| Mar05 |
040202 |
29.43 |
29.43 |
29.43 |
29.43 |
+0.90 |
25 |
4,896 |
+25 |
| Apr05 |
040202 |
29.25 |
29.25 |
29.25 |
29.25 |
+0.88 |
75 |
2,911 |
+0 |
| May05 |
040202 |
29.07 |
29.07 |
29.07 |
29.07 |
+0.86 |
125 |
2,508 |
+100 |
| Jun05 |
040202 |
28.35 |
28.89 |
28.35 |
28.89 |
+0.84 |
518 |
10,157 |
+313 |
| Total Volume and Open Interest |
198,842 |
652,221 |
-1,441 |
| Heating Oil(NYM) |
| Mar04 |
040202 |
91.10 |
94.70 |
90.10 |
94.48 |
+2.92 |
36,923 |
65,672 |
-679 |
| Apr04 |
040202 |
86.20 |
89.80 |
85.60 |
89.68 |
+3.17 |
7,585 |
19,209 |
+35 |
| May04 |
040202 |
82.30 |
86.30 |
82.25 |
85.78 |
+3.17 |
1,486 |
9,014 |
+344 |
| Jun04 |
040202 |
80.50 |
83.60 |
80.20 |
83.28 |
+2.82 |
3,336 |
10,430 |
+1,094 |
| Jul04 |
040202 |
80.10 |
81.93 |
80.10 |
81.93 |
+2.67 |
807 |
6,576 |
+89 |
| Aug04 |
040202 |
79.90 |
81.63 |
79.90 |
81.63 |
+2.52 |
43 |
5,292 |
-98 |
| Sep04 |
040202 |
81.98 |
81.98 |
81.98 |
81.98 |
+2.42 |
13 |
2,455 |
-8 |
| Oct04 |
040202 |
82.58 |
82.58 |
82.58 |
82.58 |
+2.37 |
14 |
1,381 |
+2 |
| Nov04 |
040202 |
81.00 |
83.13 |
81.00 |
83.13 |
+2.32 |
20 |
1,471 |
-1 |
| Dec04 |
040202 |
82.60 |
83.68 |
82.60 |
83.68 |
+2.27 |
414 |
10,027 |
-82 |
| Jan05 |
040202 |
84.13 |
84.13 |
84.13 |
84.13 |
+2.22 |
91 |
2,210 |
+10 |
| Feb05 |
040202 |
83.98 |
83.98 |
83.98 |
83.98 |
+2.12 |
171 |
1,023 |
+133 |
| Total Volume and Open Interest |
71,358 |
139,922 |
-7,750 |
| Unleaded Gas(NYM) |
| Mar04 |
040202 |
97.00 |
102.00 |
95.65 |
101.73 |
+5.04 |
25,735 |
66,914 |
+1,228 |
| Apr04 |
040202 |
102.10 |
106.80 |
101.00 |
106.52 |
+4.84 |
6,894 |
24,488 |
+1,701 |
| May04 |
040202 |
101.00 |
105.12 |
101.00 |
105.12 |
+4.59 |
2,376 |
12,358 |
-5 |
| Jun04 |
040202 |
99.00 |
102.47 |
98.40 |
102.47 |
+4.24 |
3,021 |
6,199 |
+873 |
| Jul04 |
040202 |
96.60 |
99.62 |
96.60 |
99.62 |
+4.09 |
626 |
3,285 |
+427 |
| Aug04 |
040202 |
93.50 |
96.62 |
93.50 |
96.62 |
+3.94 |
42 |
2,427 |
+0 |
| Sep04 |
040202 |
92.82 |
92.82 |
92.82 |
92.82 |
+3.84 |
94 |
5,250 |
+77 |
| Oct04 |
040202 |
88.02 |
88.02 |
88.02 |
88.02 |
+3.84 |
41 |
1,894 |
+41 |
| Nov04 |
040202 |
85.52 |
85.52 |
85.52 |
85.52 |
+3.84 |
1 |
765 |
+1 |
| Dec04 |
040202 |
84.22 |
84.22 |
84.22 |
84.22 |
+3.84 |
2 |
1,689 |
+0 |
| Jan05 |
040202 |
83.67 |
83.67 |
83.67 |
83.67 |
+3.84 |
2 |
305 |
+2 |
| Feb05 |
040202 |
83.67 |
83.67 |
83.67 |
83.67 |
|
|
|
|
| Natural Gas(NYM) |
| Mar04 |
040202 |
5.400 |
5.590 |
5.380 |
5.574 |
+0.177 |
25,539 |
55,169 |
+2,436 |
| Apr04 |
040202 |
5.120 |
5.260 |
5.100 |
5.259 |
+0.146 |
7,181 |
22,612 |
-21 |
| May04 |
040202 |
5.040 |
5.140 |
5.035 |
5.134 |
+0.101 |
4,124 |
25,048 |
+776 |
| Jun04 |
040202 |
5.040 |
5.134 |
5.030 |
5.134 |
+0.096 |
3,078 |
18,837 |
+340 |
| Jul04 |
040202 |
5.065 |
5.160 |
5.060 |
5.159 |
+0.096 |
1,384 |
17,680 |
+223 |
| Aug04 |
040202 |
5.080 |
5.174 |
5.080 |
5.174 |
+0.096 |
827 |
13,491 |
+3 |
| Sep04 |
040202 |
5.055 |
5.144 |
5.055 |
5.144 |
+0.096 |
749 |
13,055 |
+197 |
| Oct04 |
040202 |
5.055 |
5.151 |
5.055 |
5.151 |
+0.091 |
564 |
14,525 |
+125 |
| Nov04 |
040202 |
5.265 |
5.354 |
5.265 |
5.354 |
+0.086 |
482 |
10,529 |
+113 |
| Dec04 |
040202 |
5.455 |
5.534 |
5.455 |
5.534 |
+0.081 |
111 |
12,855 |
+2 |
| Jan05 |
040202 |
5.590 |
5.671 |
5.575 |
5.671 |
+0.081 |
561 |
9,891 |
-41 |
| Feb05 |
040202 |
5.580 |
5.631 |
5.580 |
5.631 |
+0.081 |
1,049 |
9,844 |
+687 |
| Mar05 |
040202 |
5.400 |
5.456 |
5.395 |
5.456 |
+0.081 |
696 |
8,932 |
+46 |
| Apr05 |
040202 |
4.880 |
4.917 |
4.880 |
4.917 |
+0.069 |
623 |
9,077 |
-125 |
| May05 |
040202 |
4.740 |
4.827 |
4.740 |
4.827 |
+0.069 |
29 |
4,121 |
+7 |
| Jun05 |
040202 |
4.840 |
4.857 |
4.840 |
4.857 |
+0.063 |
27 |
4,420 |
+19 |
| Total Volume and Open Interest |
47,210 |
309,327 |
+4,911 |
| Brent Crude Oil(IPE) |
| Mar04 |
040202 |
28.75 |
30.35 |
28.60 |
30.23 |
+1.05 |
42,562 |
90,822 |
-5,984 |
| Apr04 |
040202 |
28.60 |
30.10 |
28.50 |
30.10 |
+1.09 |
24,259 |
77,441 |
+3,497 |
| May04 |
040202 |
28.47 |
29.91 |
28.40 |
29.91 |
+1.07 |
6,894 |
20,433 |
+1,753 |
| Jun04 |
040202 |
28.30 |
29.67 |
28.25 |
29.67 |
+1.05 |
2,495 |
27,746 |
-334 |
| Jul04 |
040202 |
28.15 |
29.44 |
28.05 |
29.44 |
+1.04 |
218 |
11,055 |
-60 |
| Aug04 |
040202 |
28.00 |
29.20 |
27.97 |
29.20 |
+1.01 |
240 |
9,262 |
-155 |
| Sep04 |
040202 |
27.86 |
28.96 |
27.68 |
28.96 |
+0.98 |
223 |
11,272 |
-7 |
| Oct04 |
040202 |
28.73 |
28.73 |
28.73 |
28.73 |
+0.97 |
30 |
5,606 |
+15 |
| Nov04 |
040202 |
27.47 |
28.51 |
27.47 |
28.51 |
+0.93 |
100 |
5,350 |
+0 |
| Dec04 |
040202 |
27.25 |
28.32 |
27.15 |
28.32 |
+0.90 |
1,032 |
24,368 |
-68 |
| Jan05 |
040202 |
27.14 |
28.09 |
27.14 |
28.09 |
+0.88 |
150 |
2,811 |
+0 |
| Feb05 |
040202 |
26.98 |
27.87 |
26.98 |
27.87 |
+0.84 |
0 |
550 |
+0 |
| Mar05 |
040202 |
27.67 |
27.67 |
27.67 |
27.67 |
+0.79 |
0 |
3,250 |
+0 |
| Total Volume and Open Interest |
78,528 |
324,729 |
-1,193 |
| Gas Oil(IPE) |
| Feb04 |
040202 |
253.50 |
259.00 |
249.00 |
256.25 |
-2.25 |
13,949 |
32,382 |
-3,390 |
| Mar04 |
040202 |
250.00 |
257.50 |
247.00 |
254.00 |
-0.25 |
18,297 |
39,639 |
+1,611 |
| Apr04 |
040202 |
244.00 |
250.00 |
243.00 |
250.00 |
+0.75 |
7,411 |
13,345 |
-465 |
| May04 |
040202 |
240.00 |
251.50 |
239.25 |
245.75 |
+1.25 |
3,698 |
10,722 |
-762 |
| Jun04 |
040202 |
238.75 |
243.25 |
237.25 |
243.25 |
+1.25 |
1,350 |
16,551 |
-408 |
| Jul04 |
040202 |
241.75 |
242.75 |
241.75 |
242.75 |
+1.25 |
100 |
5,967 |
+0 |
| Aug04 |
040202 |
241.75 |
242.75 |
241.75 |
242.75 |
+1.25 |
0 |
2,733 |
+0 |
| Sep04 |
040202 |
238.50 |
242.75 |
237.75 |
242.75 |
+1.25 |
0 |
4,097 |
+0 |
| Oct04 |
040202 |
239.00 |
242.75 |
239.00 |
242.75 |
+1.25 |
100 |
3,963 |
+10 |
| Nov04 |
040202 |
242.25 |
242.25 |
242.25 |
242.25 |
+1.00 |
250 |
3,237 |
+250 |
| Total Volume and Open Interest |
46,746 |
158,916 |
-2,729 |
| US Dollar Index(NYBOT) |
| Mar04 |
040202 |
87.50 |
87.91 |
87.40 |
87.79 |
+0.37 |
1,307 |
15,935 |
+131 |
| Jun04 |
040202 |
87.90 |
88.35 |
87.83 |
88.20 |
+0.37 |
27 |
2,119 |
-8 |
| Sep04 |
040202 |
88.55 |
88.64 |
88.55 |
88.64 |
+0.37 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
1,334 |
18,067 |
+123 |
| Australian Dollar(CME) |
| Mar04 |
040202 |
75.64 |
75.76 |
75.18 |
75.35 |
-0.62 |
4,348 |
53,367 |
-3,116 |
| Jun04 |
040202 |
74.70 |
74.70 |
74.40 |
74.51 |
-0.62 |
15 |
804 |
-5 |
| Sep04 |
040202 |
73.67 |
73.67 |
73.67 |
73.67 |
-0.62 |
2 |
419 |
-2 |
| Total Volume and Open Interest |
4,366 |
54,697 |
-3,122 |
| British Pound(CME) |
| Mar04 |
040202 |
181.65 |
181.83 |
180.74 |
181.15 |
-0.64 |
2,852 |
63,161 |
+1,154 |
| Jun04 |
040202 |
180.15 |
180.15 |
179.70 |
179.75 |
-0.64 |
10 |
129 |
+3 |
| Sep04 |
040202 |
178.35 |
178.35 |
178.35 |
178.35 |
-0.64 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,862 |
63,655 |
+1,157 |
| Canadian Dollar(CME) |
| Mar04 |
040202 |
74.84 |
74.94 |
74.31 |
74.58 |
-0.75 |
6,505 |
57,557 |
+590 |
| Jun04 |
040202 |
74.65 |
74.70 |
74.10 |
74.38 |
-0.75 |
59 |
3,428 |
-10 |
| Sep04 |
040202 |
74.48 |
74.48 |
73.98 |
74.22 |
-0.75 |
11 |
1,641 |
+0 |
| Dec04 |
040202 |
74.40 |
74.40 |
73.90 |
74.06 |
-0.75 |
79 |
772 |
+10 |
| Total Volume and Open Interest |
6,659 |
63,604 |
+590 |
| Japanese Yen(CME) |
| Mar04 |
040202 |
94.83 |
95.00 |
94.70 |
94.81 |
+0.13 |
8,683 |
156,130 |
+2,646 |
| Jun04 |
040202 |
95.12 |
95.30 |
95.08 |
95.10 |
+0.13 |
105 |
8,005 |
+85 |
| Sep04 |
040202 |
95.41 |
95.41 |
95.41 |
95.41 |
+0.13 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
8,793 |
164,210 |
+2,736 |
| Swiss Franc(CME) |
| Mar04 |
040202 |
79.49 |
79.60 |
79.06 |
79.23 |
-0.32 |
3,389 |
41,212 |
-215 |
| Jun04 |
040202 |
79.62 |
79.62 |
79.40 |
79.40 |
-0.32 |
18 |
187 |
-2 |
| Sep04 |
040202 |
79.57 |
79.57 |
79.57 |
79.57 |
-0.32 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,407 |
41,503 |
-217 |
| EuroFX(CME) |
| Mar04 |
040202 |
124.42 |
124.52 |
123.75 |
123.94 |
-0.54 |
23,132 |
119,069 |
-3,700 |
| Jun04 |
040202 |
124.19 |
124.19 |
123.59 |
123.65 |
-0.54 |
135 |
1,238 |
+39 |
| Sep04 |
040202 |
123.61 |
123.61 |
123.40 |
123.40 |
-0.54 |
43 |
434 |
+114 |
| Total Volume and Open Interest |
23,315 |
120,983 |
-3,550 |
| Mexican Peso(CME) |
| Mar04 |
040202 |
9130.0 |
9140.0 |
9033.0 |
9035.0 |
+37.0 |
9,852 |
36,279 |
-1,114 |
| Jun04 |
040202 |
9020.0 |
9020.0 |
8930.0 |
8930.0 |
+37.0 |
60 |
580 |
-9 |
| Total Volume and Open Interest |
10,094 |
37,522 |
-1,039 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040202 |
111~09 |
111~21 |
110~25 |
111~04 |
-0~07 |
235,143 |
471,018 |
+4,918 |
| Jun04 |
040202 |
109~18 |
110~04 |
109~13 |
109~22 |
-0~07 |
3,657 |
29,235 |
+836 |
| Sep04 |
040202 |
108~10 |
108~10 |
108~10 |
108~10 |
-0~07 |
81 |
444 |
-41 |
| Total Volume and Open Interest |
238,928 |
500,952 |
+5,753 |
| Municipal Bonds(CBOT) |
| Mar04 |
040202 |
102~31 |
103~10 |
102~31 |
103~03 |
-0~02 |
469 |
2,242 |
+33 |
| Total Volume and Open Interest |
469 |
2,242 |
+33 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040202 |
113~135 |
113~230 |
113~050 |
113~120 |
-0~020 |
570,080 |
1,138,376 |
-1,654 |
| Jun04 |
040202 |
111~265 |
112~040 |
111~200 |
111~250 |
-0~020 |
17,881 |
134,156 |
+7,421 |
| Total Volume and Open Interest |
587,961 |
1,272,532 |
+5,767 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040202 |
112~070 |
112~180 |
112~060 |
112~110 |
+0~005 |
240,266 |
882,391 |
+882,391 |
| Jun04 |
040202 |
110~270 |
110~300 |
110~270 |
110~300 |
unch |
56 |
55,589 |
+55,589 |
| Total Volume and Open Interest |
240,322 |
937,980 |
+937,980 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040202 |
107~030 |
107~042 |
107~028 |
107~036 |
+0~004 |
7,231 |
162,818 |
-394 |
| Jun04 |
040202 |
106~084 |
106~084 |
106~080 |
106~080 |
+0~004 |
80 |
80 |
+80 |
| Total Volume and Open Interest |
7,311 |
162,898 |
-314 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040202 |
98.820 |
98.835 |
98.820 |
98.830 |
+0.010 |
58,803 |
822,109 |
+1,985 |
| Jun04 |
040202 |
98.630 |
98.655 |
98.630 |
98.645 |
+0.005 |
114,325 |
856,345 |
+1,212 |
| Sep04 |
040202 |
98.340 |
98.375 |
98.335 |
98.355 |
+0.005 |
139,829 |
776,518 |
+9,755 |
| Dec04 |
040202 |
97.940 |
97.995 |
97.930 |
97.960 |
+0.010 |
201,821 |
607,002 |
-10,608 |
| Mar05 |
040202 |
97.515 |
97.590 |
97.505 |
97.545 |
+0.020 |
109,626 |
416,051 |
+8,832 |
| Jun05 |
040202 |
97.105 |
97.190 |
97.095 |
97.140 |
+0.025 |
29,798 |
328,010 |
+2,616 |
| Sep05 |
040202 |
96.740 |
96.820 |
96.730 |
96.770 |
+0.015 |
29,453 |
250,450 |
-347 |
| Dec05 |
040202 |
96.435 |
96.510 |
96.425 |
96.455 |
+0.010 |
26,040 |
184,808 |
+56 |
| Mar06 |
040202 |
96.190 |
96.265 |
96.190 |
96.220 |
+0.005 |
19,418 |
170,657 |
+1,715 |
| Jun06 |
040202 |
95.975 |
96.055 |
95.975 |
96.005 |
unch |
8,561 |
127,279 |
+60 |
| Sep06 |
040202 |
95.800 |
95.830 |
95.800 |
95.810 |
unch |
11,060 |
120,504 |
+40 |
| Dec06 |
040202 |
95.600 |
95.650 |
95.600 |
95.610 |
unch |
11,403 |
104,124 |
+1,293 |
| Total Volume and Open Interest |
791,446 |
5,356,310 |
+19,897 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040202 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
3,172 |
12,097 |
+1,461 |
| Jun04 |
040202 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
14 |
9,062 |
+41 |
| Sep04 |
040202 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
12,304 |
+0 |
| Dec04 |
040202 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
3,308 |
6,530 |
+1,414 |
| Mar05 |
040202 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
231 |
4,863 |
+229 |
| Jun05 |
040202 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.02 |
500 |
2,092 |
+1,000 |
| Sep05 |
040202 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.03 |
1 |
1,226 |
+0 |
| Dec05 |
040202 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
126 |
+0 |
| Mar06 |
040202 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
0 |
297 |
+0 |
| Jun06 |
040202 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.09 |
0 |
563 |
+0 |
| Total Volume and Open Interest |
7,228 |
50,340 |
+4,147 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040202 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
1,642 |
61,054 |
-818 |
| Jun04 |
040202 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,317 |
72,025 |
-537 |
| Sep04 |
040202 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
1,468 |
43,425 |
+70 |
| Dec04 |
040202 |
99.88 |
99.88 |
99.87 |
99.88 |
+0.01 |
1,998 |
43,583 |
+1,376 |
| Mar05 |
040202 |
99.82 |
99.82 |
99.81 |
99.82 |
+0.01 |
2,045 |
23,756 |
+958 |
| Jun05 |
040202 |
99.78 |
99.79 |
99.78 |
99.78 |
unch |
2,926 |
20,098 |
+2,188 |
| Sep05 |
040202 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
210 |
13,452 |
+200 |
| Dec05 |
040202 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
1 |
3,635 |
+0 |
| Total Volume and Open Interest |
11,810 |
294,531 |
+3,640 |
| German Euro-Bund(EUREX) |
| Mar04 |
040202 |
113.83 |
114.06 |
113.75 |
113.96 |
+0.11 |
960,681 |
968,252 |
-31,083 |
| Jun04 |
040202 |
112.91 |
113.02 |
112.82 |
112.98 |
+0.12 |
5,663 |
27,905 |
+2,150 |
| Sep04 |
040202 |
112.56 |
112.56 |
112.56 |
112.56 |
+0.11 |
6,775 |
2 |
+1 |
| Total Volume and Open Interest |
973,119 |
996,159 |
-28,932 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040202 |
111.20 |
111.35 |
111.16 |
111.30 |
+0.11 |
536,980 |
752,083 |
-4,630 |
| Jun04 |
040202 |
110.43 |
110.48 |
110.41 |
110.48 |
+0.10 |
1,242 |
5,510 |
+188 |
| Sep04 |
040202 |
110.10 |
110.10 |
110.10 |
110.10 |
+0.11 |
770 |
0 |
+0 |
| Total Volume and Open Interest |
538,992 |
757,593 |
-4,442 |
| Long Gilt(LIFFE) |
| Mar04 |
040202 |
107~26 |
107~30 |
107~22 |
107~27 |
unch |
40,407 |
160,735 |
-85 |
| Jun04 |
040202 |
107~13 |
107~13 |
107~13 |
107~13 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
40,407 |
160,736 |
-85 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040202 |
95.75 |
95.77 |
95.74 |
95.75 |
unch |
25,351 |
189,146 |
+1,529 |
| Jun04 |
040202 |
95.53 |
95.54 |
95.51 |
95.53 |
+0.01 |
26,056 |
199,342 |
-673 |
| Sep04 |
040202 |
95.29 |
95.33 |
95.29 |
95.32 |
+0.02 |
33,809 |
153,890 |
-3,926 |
| Total Volume and Open Interest |
130,826 |
1,026,710 |
-5,203 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040202 |
97.910 |
97.920 |
97.900 |
97.915 |
+0.005 |
73,246 |
557,226 |
-1,122 |
| Jun04 |
040202 |
97.850 |
97.870 |
97.840 |
97.860 |
+0.020 |
114,129 |
497,465 |
-6,155 |
| Sep04 |
040202 |
97.675 |
97.705 |
97.665 |
97.695 |
+0.035 |
124,289 |
429,501 |
-11,324 |
| Total Volume and Open Interest |
564,368 |
2,731,742 |
-18,502 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040202 |
94.43 |
94.44 |
94.40 |
94.42 |
+0.05 |
18,741 |
264,648 |
+9,557 |
| Jun04 |
040202 |
94.36 |
94.37 |
94.33 |
94.35 |
+0.06 |
8,733 |
139,005 |
+9,638 |
| Sep04 |
040202 |
94.29 |
94.29 |
94.26 |
94.27 |
+0.05 |
2,656 |
53,222 |
+3,230 |
| Dec04 |
040202 |
94.21 |
94.21 |
94.19 |
94.20 |
+0.06 |
460 |
26,917 |
-853 |
| Mar05 |
040202 |
94.14 |
94.14 |
94.12 |
94.14 |
+0.07 |
92 |
20,116 |
-609 |
| Jun05 |
040202 |
94.06 |
94.07 |
94.06 |
94.07 |
+0.07 |
110 |
13,321 |
+110 |
| Sep05 |
040202 |
93.99 |
94.02 |
93.99 |
94.02 |
+0.08 |
188 |
6,586 |
+100 |
| Dec05 |
040202 |
93.95 |
93.96 |
93.95 |
93.96 |
+0.08 |
132 |
2,901 |
+132 |
| Mar06 |
040202 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.09 |
205 |
1,137 |
+205 |
| Jun06 |
040202 |
93.87 |
93.87 |
93.87 |
93.87 |
+0.09 |
0 |
1,125 |
+0 |
| Total Volume and Open Interest |
31,352 |
529,663 |
+21,545 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040202 |
94.18 |
94.22 |
94.17 |
94.20 |
-0.01 |
4,951 |
215,615 |
+6,939 |
| Jun04 |
040202 |
94.19 |
94.19 |
94.19 |
94.19 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
13,591 |
215,615 |
+6,939 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040202 |
94.37 |
94.37 |
94.32 |
94.35 |
+0.07 |
45,358 |
502,534 |
+9,576 |
| Jun04 |
040202 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
45,358 |
502,534 |
+9,576 |
| Gold(CMX) |
| Feb04 |
040202 |
401.0 |
402.1 |
394.0 |
398.7 |
-3.5 |
13,533 |
18,527 |
-6,408 |
| Apr04 |
040202 |
402.3 |
403.3 |
395.0 |
399.3 |
-3.6 |
50,147 |
146,836 |
-4,427 |
| Jun04 |
040202 |
403.5 |
404.0 |
396.0 |
400.3 |
-3.6 |
1,495 |
29,953 |
+315 |
| Aug04 |
040202 |
403.5 |
403.5 |
399.5 |
401.3 |
-3.6 |
82 |
8,668 |
-6 |
| Oct04 |
040202 |
402.2 |
402.2 |
402.2 |
402.2 |
-3.6 |
54 |
1,057 |
+29 |
| Dec04 |
040202 |
406.7 |
407.4 |
399.0 |
403.2 |
-3.6 |
438 |
21,535 |
+23 |
| Total Volume and Open Interest |
66,030 |
252,540 |
-10,438 |
| Silver(CMX) |
| Mar04 |
040202 |
624.0 |
627.0 |
595.0 |
604.3 |
-20.7 |
14,575 |
81,891 |
-3,726 |
| May04 |
040202 |
626.0 |
628.0 |
595.5 |
605.6 |
-20.6 |
870 |
6,231 |
+287 |
| Jul04 |
040202 |
627.0 |
627.0 |
598.0 |
606.8 |
-20.7 |
1,678 |
4,804 |
+860 |
| Sep04 |
040202 |
625.0 |
625.0 |
601.0 |
607.9 |
-20.5 |
239 |
985 |
+101 |
| Dec04 |
040202 |
627.0 |
630.5 |
596.0 |
609.1 |
-20.3 |
212 |
12,118 |
+18 |
| Total Volume and Open Interest |
17,972 |
109,268 |
-2,149 |
| Platinum(NYM) |
| Apr04 |
040202 |
824.0 |
829.8 |
810.2 |
812.3 |
-18.0 |
939 |
6,819 |
-227 |
| Jul04 |
040202 |
806.0 |
806.0 |
801.0 |
802.3 |
-18.0 |
16 |
253 |
+4 |
| Oct04 |
040202 |
797.8 |
797.8 |
797.8 |
797.8 |
-18.0 |
5 |
18 |
+0 |
| Total Volume and Open Interest |
955 |
7,090 |
-223 |
| Palladium(NYME) |
| Mar04 |
040202 |
235.00 |
236.80 |
226.00 |
226.80 |
-4.75 |
738 |
9,353 |
-227 |
| Jun04 |
040202 |
238.00 |
238.00 |
226.00 |
228.50 |
-4.30 |
346 |
1,401 |
+249 |
| Total Volume and Open Interest |
1,109 |
10,849 |
+37 |
| Copper(CMX) |
| Mar04 |
040202 |
115.25 |
115.40 |
114.00 |
114.40 |
-0.15 |
12,157 |
66,465 |
-1,964 |
| May04 |
040202 |
114.40 |
114.65 |
113.30 |
113.65 |
-0.15 |
1,120 |
7,318 |
+87 |
| Jul04 |
040202 |
113.35 |
113.60 |
112.30 |
112.60 |
-0.15 |
1,679 |
6,357 |
+1,408 |
| Sep04 |
040202 |
112.30 |
112.30 |
111.35 |
111.40 |
-0.15 |
538 |
2,090 |
-156 |
| Dec04 |
040202 |
110.70 |
110.70 |
109.75 |
109.75 |
-0.15 |
391 |
4,003 |
+82 |
| Total Volume and Open Interest |
16,347 |
91,042 |
-1,903 |
| DJIA Index(CBOT) |
| Mar04 |
040202 |
10485 |
10547 |
10417 |
10485 |
+17 |
8,956 |
35,240 |
-246 |
| Jun04 |
040202 |
10460 |
10500 |
10395 |
10464 |
+17 |
255 |
578 |
+46 |
| Sep04 |
040202 |
10465 |
10465 |
10450 |
10450 |
+17 |
25 |
25 |
+23 |
| Dec04 |
040202 |
10400 |
10435 |
10400 |
10435 |
+17 |
1 |
4 |
+0 |
| Total Volume and Open Interest |
9,236 |
35,847 |
-177 |
| S & P 500(CME) |
| Mar04 |
040202 |
1131.70 |
1142.00 |
1126.50 |
1134.60 |
+4.70 |
43,680 |
586,744 |
-9,153 |
| Jun04 |
040202 |
1130.50 |
1138.00 |
1130.50 |
1133.70 |
+4.70 |
19 |
19,615 |
+33 |
| Sep04 |
040202 |
1133.00 |
1133.00 |
1133.00 |
1133.00 |
+4.70 |
0 |
3,445 |
+0 |
| Dec04 |
040202 |
1126.00 |
1132.90 |
1126.00 |
1132.90 |
+4.80 |
0 |
96 |
+0 |
| Total Volume and Open Interest |
43,700 |
610,114 |
-9,121 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040202 |
1130.25 |
1142.25 |
1126.50 |
1134.50 |
+4.50 |
585,391 |
543,382 |
-36,286 |
| Jun04 |
040202 |
1132.50 |
1141.00 |
1127.00 |
1133.75 |
+4.75 |
219 |
10,433 |
-18 |
| Total Volume and Open Interest |
585,610 |
553,815 |
-36,304 |
| NASDAQ 100(CME) |
| Mar04 |
040202 |
1497.00 |
1509.00 |
1482.00 |
1489.00 |
-6.00 |
10,102 |
72,984 |
-1,043 |
| Jun04 |
040202 |
1492.00 |
1492.00 |
1492.00 |
1492.00 |
-6.00 |
1 |
57 |
+0 |
| Sep04 |
040202 |
1495.00 |
1495.00 |
1495.00 |
1495.00 |
-6.00 |
|
|
|
| Total Volume and Open Interest |
10,103 |
73,041 |
-1,043 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040202 |
1494.0 |
1509.5 |
1482.0 |
1489.0 |
-6.0 |
273,921 |
231,246 |
-10,730 |
| Jun04 |
040202 |
1500.0 |
1511.0 |
1487.0 |
1492.0 |
-6.0 |
21 |
1,466 |
+9 |
| Total Volume and Open Interest |
273,942 |
232,712 |
-10,721 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040202 |
588.00 |
593.00 |
584.25 |
589.40 |
+1.45 |
776 |
15,925 |
-98 |
| Jun04 |
040202 |
589.40 |
589.40 |
589.40 |
589.40 |
+1.45 |
0 |
1 |
+0 |
| Sep04 |
040202 |
589.40 |
589.40 |
589.40 |
589.40 |
+1.45 |
|
|
|
| Total Volume and Open Interest |
776 |
15,926 |
-98 |
| Russell 2000(CME) |
| Mar04 |
040202 |
582.00 |
585.75 |
575.25 |
581.00 |
+0.10 |
2,535 |
22,840 |
-367 |
| Jun04 |
040202 |
581.10 |
581.10 |
581.10 |
581.10 |
+0.10 |
|
|
|
| Sep04 |
040202 |
581.10 |
581.10 |
581.10 |
581.10 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
2,535 |
22,840 |
-367 |
| Value Line(KCBT) |
| Mar04 |
040202 |
1583.00 |
1590.00 |
1583.00 |
1584.00 |
+0.50 |
4 |
52 |
+2 |
| Total Volume and Open Interest |
4 |
52 |
+2 |
| Nikkei 225(CME) |
| Mar04 |
040202 |
10790 |
10845 |
10700 |
10785 |
+25 |
2,259 |
29,902 |
-238 |
| Jun04 |
040202 |
10785 |
10785 |
10785 |
10785 |
+25 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
2,259 |
30,027 |
-238 |
| Nikkei 225(SIMEX) |
| Mar04 |
040202 |
10810 |
10865 |
10755 |
10785 |
unch |
20,674 |
148,374 |
-275 |
| Jun04 |
040202 |
10775 |
10775 |
10740 |
10740 |
unch |
0 |
603 |
+0 |
| Sep04 |
040202 |
10735 |
10735 |
10735 |
10735 |
unch |
|
|
|
| Total Volume and Open Interest |
20,674 |
148,977 |
-275 |
| CAC 40(MATIF) |
| Feb04 |
040202 |
3663.0 |
3708.0 |
3661.5 |
3679.5 |
+34.5 |
120,626 |
230,637 |
+95,210 |
| Mar04 |
040202 |
3672.5 |
3672.5 |
3672.5 |
3672.5 |
+22.0 |
3,051 |
131,404 |
+9,923 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040202 |
4088.0 |
4118.0 |
4056.5 |
4113.5 |
+34.5 |
112,168 |
289,469 |
-1,084 |
| Jun04 |
040202 |
4110.0 |
4138.0 |
4082.5 |
4135.0 |
+34.5 |
2,206 |
10,011 |
+780 |
| Sep04 |
040202 |
4131.5 |
4157.5 |
4105.0 |
4157.5 |
+34.5 |
569 |
2,892 |
+276 |
| Total Volume and Open Interest |
114,943 |
302,372 |
-28 |
| FT-SE 100(LIFFE) |
| Mar04 |
040202 |
4377.00 |
4390.00 |
4274.00 |
4362.50 |
-12.50 |
85,647 |
424,486 |
-9,845 |
| Jun04 |
040202 |
4390.00 |
4390.00 |
4331.00 |
4371.50 |
-12.00 |
526 |
17,553 |
+52 |
| Sep04 |
040202 |
4382.00 |
4382.00 |
4382.00 |
4382.00 |
-12.50 |
0 |
10,192 |
+0 |
| Total Volume and Open Interest |
86,173 |
458,569 |
-9,793 |
| SPI 200(SFE) |
| Mar04 |
040202 |
3280.0 |
3280.0 |
3260.0 |
3272.0 |
+8.0 |
13,534 |
168,796 |
+8,490 |
| Jun04 |
040202 |
3285.0 |
3285.0 |
3285.0 |
3285.0 |
+8.0 |
12 |
3,928 |
+3 |
| Sep04 |
040202 |
3295.0 |
3295.0 |
3295.0 |
3295.0 |
+8.0 |
0 |
1,957 |
+0 |
| Total Volume and Open Interest |
13,546 |
175,806 |
+8,493 |
| GSCI(CME) |
| Feb04 |
040202 |
258.10 |
267.05 |
258.10 |
267.05 |
+6.75 |
243 |
14,267 |
-150 |
| Mar04 |
040202 |
255.10 |
263.10 |
255.10 |
262.80 |
+5.30 |
132 |
152 |
+128 |
| Apr04 |
040202 |
258.50 |
258.50 |
258.50 |
258.50 |
+5.10 |
|
|
|
| Total Volume and Open Interest |
375 |
14,419 |
-22 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040202 |
261.00 |
261.00 |
259.50 |
259.75 |
-2.35 |
15 |
99 |
+0 |
| Apr04 |
040202 |
261.50 |
261.50 |
258.50 |
259.75 |
-2.35 |
80 |
723 |
+23 |
| Jun04 |
040202 |
259.50 |
260.25 |
259.50 |
260.25 |
-2.15 |
6 |
30 |
+2 |
| Total Volume and Open Interest |
101 |
852 |
+25 |
|
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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