|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed February 11, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040211 |
837.00 |
845.50 |
834.00 |
838.00 |
+3.25 |
64,954 |
87,482 |
-5,800 |
| May04 |
040211 |
836.00 |
846.00 |
834.00 |
838.50 |
+2.50 |
35,514 |
98,450 |
+3,822 |
| Jul04 |
040211 |
821.00 |
828.00 |
818.00 |
821.00 |
+3.00 |
15,576 |
42,409 |
+2,043 |
| Aug04 |
040211 |
785.00 |
792.00 |
785.00 |
787.00 |
+3.00 |
1,286 |
9,120 |
-147 |
| Sep04 |
040211 |
727.50 |
736.00 |
727.50 |
729.00 |
+3.00 |
994 |
4,966 |
-184 |
| Nov04 |
040211 |
651.00 |
661.50 |
650.00 |
654.75 |
+4.00 |
5,585 |
23,957 |
-505 |
| Jan05 |
040211 |
658.00 |
663.00 |
656.00 |
656.00 |
+5.00 |
27 |
492 |
+19 |
| Total Volume and Open Interest |
123,951 |
267,299 |
-725 |
| Soybean Meal(CBOT) |
| Mar04 |
040211 |
249.00 |
250.70 |
247.00 |
248.00 |
-0.40 |
17,699 |
40,374 |
-3,875 |
| May04 |
040211 |
249.50 |
250.70 |
247.30 |
248.00 |
-0.90 |
13,951 |
60,721 |
+592 |
| Jul04 |
040211 |
244.50 |
245.70 |
242.60 |
243.20 |
-0.70 |
6,297 |
33,078 |
+514 |
| Aug04 |
040211 |
233.50 |
235.20 |
232.50 |
233.30 |
-0.40 |
2,637 |
12,711 |
+30 |
| Sep04 |
040211 |
221.50 |
223.00 |
220.80 |
221.30 |
unch |
1,919 |
10,915 |
+435 |
| Oct04 |
040211 |
191.00 |
193.50 |
190.50 |
192.50 |
+1.60 |
1,081 |
7,597 |
+47 |
| Dec04 |
040211 |
187.00 |
189.50 |
186.90 |
188.50 |
+1.60 |
2,888 |
16,589 |
+517 |
| Jan05 |
040211 |
188.00 |
189.50 |
187.50 |
188.50 |
+1.60 |
50 |
1,063 |
+37 |
| Total Volume and Open Interest |
46,634 |
184,011 |
-1,601 |
| Soybean Oil(CBOT) |
| Mar04 |
040211 |
31.67 |
32.35 |
31.49 |
32.14 |
+0.44 |
11,489 |
59,268 |
-4,191 |
| May04 |
040211 |
31.65 |
32.27 |
31.45 |
32.11 |
+0.45 |
13,951 |
78,501 |
+3,417 |
| Jul04 |
040211 |
31.21 |
31.77 |
31.13 |
31.54 |
+0.28 |
6,837 |
43,582 |
+258 |
| Aug04 |
040211 |
30.40 |
30.85 |
30.35 |
30.52 |
+0.02 |
966 |
5,700 |
+244 |
| Sep04 |
040211 |
29.25 |
29.65 |
29.10 |
29.40 |
+0.20 |
950 |
7,427 |
+137 |
| Oct04 |
040211 |
27.75 |
28.00 |
27.65 |
27.90 |
+0.10 |
552 |
5,997 |
-101 |
| Dec04 |
040211 |
26.50 |
26.85 |
26.45 |
26.65 |
+0.03 |
1,252 |
11,489 |
-83 |
| Jan05 |
040211 |
26.40 |
26.40 |
26.40 |
26.40 |
-0.05 |
0 |
385 |
+0 |
| Total Volume and Open Interest |
36,002 |
212,939 |
-314 |
| Canola(WCE) |
| Mar04 |
040211 |
384.0 |
387.0 |
382.0 |
386.5 |
+1.3 |
4,975 |
19,607 |
+1,519 |
| May04 |
040211 |
390.8 |
393.3 |
388.0 |
392.9 |
+2.2 |
3,841 |
20,522 |
+274 |
| Jul04 |
040211 |
394.0 |
397.5 |
394.0 |
397.5 |
+2.0 |
953 |
8,423 |
-344 |
| Sep04 |
040211 |
355.5 |
355.5 |
355.5 |
355.5 |
-1.5 |
|
|
|
| Nov04 |
040211 |
357.0 |
360.5 |
357.0 |
360.2 |
+0.8 |
927 |
11,528 |
+837 |
| Total Volume and Open Interest |
10,701 |
60,110 |
+2,291 |
| Corn(CBOT) |
| Mar04 |
040211 |
280.00 |
285.00 |
278.75 |
284.25 |
+4.25 |
84,535 |
221,660 |
-27,314 |
| May04 |
040211 |
286.00 |
291.50 |
284.00 |
290.75 |
+4.00 |
49,487 |
186,764 |
+18,671 |
| Jul04 |
040211 |
288.00 |
293.50 |
286.50 |
293.00 |
+4.25 |
16,624 |
87,138 |
+4,552 |
| Sep04 |
040211 |
282.50 |
287.50 |
281.50 |
287.00 |
+4.50 |
1,710 |
15,413 |
+88 |
| Dec04 |
040211 |
280.00 |
284.75 |
278.50 |
283.75 |
+3.50 |
20,594 |
120,413 |
+3,242 |
| Mar05 |
040211 |
281.50 |
287.00 |
281.50 |
286.75 |
+3.25 |
859 |
8,809 |
+384 |
| Total Volume and Open Interest |
174,316 |
643,651 |
-224 |
| Wheat(CBOT) |
| Mar04 |
040211 |
386.00 |
393.50 |
385.00 |
388.50 |
+4.00 |
22,200 |
58,369 |
-5,201 |
| May04 |
040211 |
393.00 |
399.75 |
392.00 |
394.50 |
+2.25 |
13,646 |
46,258 |
+3,780 |
| Jul04 |
040211 |
381.50 |
387.50 |
381.00 |
385.00 |
+4.00 |
5,545 |
26,888 |
-237 |
| Sep04 |
040211 |
387.00 |
390.00 |
386.50 |
388.00 |
+4.00 |
522 |
2,314 |
+396 |
| Dec04 |
040211 |
393.75 |
397.00 |
392.50 |
395.25 |
+3.00 |
567 |
3,684 |
+225 |
| Total Volume and Open Interest |
42,488 |
137,700 |
-1,032 |
| Wheat(KCBT) |
| Mar04 |
040211 |
385.50 |
393.25 |
385.50 |
390.00 |
+4.00 |
8,675 |
28,433 |
-1,119 |
| May04 |
040211 |
388.50 |
396.00 |
388.50 |
393.25 |
+4.25 |
4,634 |
21,401 |
+1,646 |
| Jul04 |
040211 |
384.00 |
390.00 |
384.00 |
386.50 |
+3.00 |
3,591 |
12,573 |
+897 |
| Sep04 |
040211 |
386.00 |
392.00 |
386.00 |
389.50 |
+3.00 |
59 |
2,030 |
-18 |
| Dec04 |
040211 |
394.00 |
398.00 |
394.00 |
396.00 |
+2.00 |
153 |
1,922 |
+50 |
| Total Volume and Open Interest |
17,112 |
66,367 |
+1,456 |
| Wheat(MGE) |
| Mar04 |
040211 |
420.00 |
427.00 |
420.00 |
426.75 |
+7.00 |
1,740 |
11,618 |
-1,346 |
| May04 |
040211 |
406.50 |
411.00 |
406.50 |
410.75 |
+4.75 |
2,004 |
10,990 |
+425 |
| Jul04 |
040211 |
398.00 |
401.75 |
398.00 |
400.50 |
+4.00 |
583 |
4,886 |
+304 |
| Sep04 |
040211 |
392.50 |
397.50 |
392.50 |
394.00 |
+2.00 |
321 |
5,455 |
-94 |
| Dec04 |
040211 |
400.00 |
402.50 |
398.50 |
398.50 |
+0.50 |
457 |
1,938 |
+221 |
| Total Volume and Open Interest |
5,105 |
34,983 |
-490 |
| Oats(CBOT) |
| Mar04 |
040211 |
149.00 |
153.25 |
149.00 |
152.75 |
+2.75 |
650 |
3,571 |
-187 |
| May04 |
040211 |
153.25 |
157.75 |
153.25 |
157.50 |
+3.00 |
542 |
1,967 |
+117 |
| Jul04 |
040211 |
159.00 |
160.50 |
158.75 |
160.50 |
+1.25 |
15 |
355 |
+13 |
| Sep04 |
040211 |
153.00 |
153.00 |
153.00 |
153.00 |
-2.00 |
2 |
45 |
+0 |
| Total Volume and Open Interest |
1,225 |
6,322 |
-57 |
| Rough Rice(CBOT) |
| Mar04 |
040211 |
7.71 |
7.88 |
7.71 |
7.84 |
+0.13 |
431 |
4,412 |
-329 |
| May04 |
040211 |
7.93 |
8.08 |
7.91 |
8.05 |
+0.14 |
282 |
1,352 |
+66 |
| Jul04 |
040211 |
8.22 |
8.22 |
8.21 |
8.21 |
+0.13 |
40 |
484 |
+25 |
| Sep04 |
040211 |
7.39 |
7.39 |
7.39 |
7.39 |
+0.04 |
40 |
137 |
+33 |
| Total Volume and Open Interest |
825 |
6,478 |
-174 |
| Live Cattle(CME) |
| Feb04 |
040211 |
74.250 |
75.100 |
73.950 |
75.100 |
+1.500 |
3,181 |
11,464 |
-1,014 |
| Apr04 |
040211 |
72.500 |
73.425 |
72.200 |
72.850 |
+0.825 |
5,570 |
44,545 |
-979 |
| Jun04 |
040211 |
69.900 |
70.700 |
69.900 |
70.150 |
+0.625 |
1,982 |
16,354 |
+155 |
| Aug04 |
040211 |
72.250 |
72.950 |
72.100 |
72.675 |
+0.575 |
1,631 |
10,750 |
+586 |
| Oct04 |
040211 |
75.500 |
75.975 |
75.300 |
75.525 |
+0.175 |
800 |
11,637 |
+129 |
| Dec04 |
040211 |
77.450 |
77.850 |
77.400 |
77.425 |
+0.025 |
197 |
3,709 |
+59 |
| Total Volume and Open Interest |
13,506 |
99,839 |
-968 |
| Feeder Cattle(CME) |
| Mar04 |
040211 |
82.000 |
83.150 |
82.000 |
82.750 |
+0.800 |
1,020 |
4,881 |
-186 |
| Apr04 |
040211 |
83.500 |
84.600 |
83.500 |
84.100 |
+0.650 |
627 |
3,614 |
+246 |
| May04 |
040211 |
83.950 |
85.200 |
83.950 |
85.100 |
+1.275 |
298 |
3,994 |
+30 |
| Aug04 |
040211 |
87.100 |
88.300 |
87.100 |
88.150 |
+0.950 |
144 |
2,695 |
-20 |
| Sep04 |
040211 |
87.600 |
88.400 |
87.500 |
88.400 |
+0.800 |
5 |
331 |
+2 |
| Oct04 |
040211 |
87.800 |
88.400 |
87.800 |
88.300 |
+0.650 |
78 |
485 |
+49 |
| Nov04 |
040211 |
88.700 |
88.750 |
88.700 |
88.750 |
+1.000 |
2 |
80 |
-2 |
| Total Volume and Open Interest |
2,174 |
16,080 |
+119 |
| Lean Hogs(CME) |
| Feb04 |
040211 |
62.550 |
63.425 |
62.300 |
63.375 |
+1.500 |
1,318 |
3,905 |
-388 |
| Apr04 |
040211 |
59.350 |
60.500 |
59.100 |
60.175 |
+1.325 |
5,801 |
33,743 |
-194 |
| May04 |
040211 |
59.950 |
60.750 |
59.750 |
60.725 |
+0.825 |
129 |
1,854 |
-5 |
| Jun04 |
040211 |
64.300 |
64.975 |
64.200 |
64.800 |
+0.700 |
1,972 |
10,665 |
-21 |
| Jul04 |
040211 |
60.750 |
61.500 |
60.750 |
61.350 |
+0.550 |
475 |
3,017 |
-118 |
| Aug04 |
040211 |
58.200 |
58.350 |
58.100 |
58.250 |
+0.150 |
95 |
1,643 |
-24 |
| Oct04 |
040211 |
51.250 |
51.350 |
51.050 |
51.050 |
-0.075 |
73 |
763 |
+23 |
| Dec04 |
040211 |
51.300 |
51.350 |
51.050 |
51.050 |
+0.025 |
74 |
506 |
+17 |
| Total Volume and Open Interest |
9,939 |
56,159 |
-708 |
| Pork Bellies(CME) |
| Feb04 |
040211 |
93.000 |
94.350 |
92.000 |
93.700 |
+0.400 |
119 |
443 |
-84 |
| Mar04 |
040211 |
93.100 |
94.600 |
92.000 |
94.450 |
+1.350 |
577 |
2,004 |
+74 |
| May04 |
040211 |
94.000 |
96.300 |
93.200 |
96.300 |
+1.850 |
119 |
638 |
+35 |
| Jul04 |
040211 |
94.250 |
97.000 |
94.200 |
97.000 |
+0.750 |
28 |
289 |
+12 |
| Aug04 |
040211 |
93.600 |
93.600 |
93.600 |
93.600 |
+0.350 |
7 |
23 |
-3 |
| Total Volume and Open Interest |
850 |
3,397 |
+34 |
| BFP Milk Class III(CME) |
| Feb04 |
040211 |
11.77 |
11.79 |
11.76 |
11.79 |
+0.02 |
13 |
2,247 |
-11 |
| Mar04 |
040211 |
12.31 |
12.45 |
12.31 |
12.41 |
+0.10 |
46 |
2,479 |
-23 |
| Apr04 |
040211 |
12.73 |
12.85 |
12.73 |
12.80 |
+0.08 |
104 |
2,075 |
-48 |
| May04 |
040211 |
13.00 |
13.09 |
13.00 |
13.04 |
+0.06 |
111 |
2,127 |
-20 |
| Jun04 |
040211 |
13.33 |
13.39 |
13.25 |
13.35 |
+0.04 |
89 |
1,787 |
-23 |
| Total Volume and Open Interest |
646 |
20,263 |
-32 |
| Cocoa(NYBOT) |
| Mar04 |
040211 |
1525 |
1532 |
1508 |
1519 |
-11 |
8,252 |
9,767 |
-3,894 |
| May04 |
040211 |
1530 |
1533 |
1512 |
1526 |
-9 |
7,923 |
21,612 |
+4,066 |
| Jul04 |
040211 |
1527 |
1527 |
1512 |
1526 |
-8 |
296 |
12,566 |
-23 |
| Sep04 |
040211 |
1532 |
1532 |
1530 |
1532 |
-5 |
195 |
9,254 |
+159 |
| Dec04 |
040211 |
1538 |
1541 |
1528 |
1541 |
-1 |
14 |
8,433 |
+12 |
| Mar05 |
040211 |
1545 |
1545 |
1535 |
1545 |
unch |
0 |
5,852 |
+0 |
| May05 |
040211 |
1550 |
1550 |
1550 |
1550 |
+1 |
0 |
8,212 |
+0 |
| Total Volume and Open Interest |
16,680 |
82,584 |
+320 |
| Coffee "C"(NYBOT) |
| Mar04 |
040211 |
74.30 |
74.60 |
73.10 |
74.35 |
+0.20 |
11,276 |
39,614 |
-3,684 |
| May04 |
040211 |
77.10 |
77.10 |
75.50 |
76.70 |
+0.25 |
9,706 |
42,664 |
+4,084 |
| Jul04 |
040211 |
78.50 |
78.50 |
77.20 |
78.50 |
+0.25 |
1,343 |
9,492 |
+516 |
| Sep04 |
040211 |
80.50 |
80.50 |
79.25 |
80.20 |
+0.25 |
410 |
8,340 |
+319 |
| Dec04 |
040211 |
82.80 |
82.80 |
81.55 |
82.70 |
+0.15 |
173 |
4,457 |
-72 |
| Mar05 |
040211 |
85.25 |
85.40 |
84.30 |
85.30 |
+0.15 |
90 |
3,027 |
+55 |
| Total Volume and Open Interest |
23,008 |
108,141 |
+1,218 |
| Orange Juice(NYBOT) |
| Mar04 |
040211 |
61.00 |
61.60 |
59.50 |
60.05 |
-1.05 |
3,052 |
24,861 |
-443 |
| May04 |
040211 |
63.90 |
64.35 |
62.25 |
63.05 |
-0.80 |
1,206 |
8,865 |
+527 |
| Jul04 |
040211 |
66.55 |
67.00 |
65.50 |
65.80 |
-0.65 |
165 |
1,759 |
+115 |
| Sep04 |
040211 |
69.30 |
69.30 |
68.05 |
68.30 |
-0.85 |
48 |
849 |
+35 |
| Nov04 |
040211 |
72.15 |
72.15 |
70.30 |
70.80 |
-0.85 |
40 |
521 |
+30 |
| Total Volume and Open Interest |
4,512 |
37,042 |
+264 |
| Sugar #11(NYBOT) |
| Mar04 |
040211 |
5.45 |
5.48 |
5.39 |
5.40 |
-0.04 |
26,626 |
113,647 |
-4,004 |
| May04 |
040211 |
5.74 |
5.74 |
5.65 |
5.67 |
-0.06 |
20,760 |
73,095 |
+8,507 |
| Jul04 |
040211 |
5.83 |
5.83 |
5.75 |
5.75 |
-0.07 |
2,317 |
35,373 |
-220 |
| Oct04 |
040211 |
5.96 |
5.96 |
5.90 |
5.91 |
-0.04 |
903 |
27,583 |
+222 |
| Mar05 |
040211 |
6.24 |
6.24 |
6.20 |
6.21 |
-0.03 |
284 |
11,728 |
-127 |
| Total Volume and Open Interest |
51,413 |
272,016 |
+4,542 |
| London Cocoa(LCE) |
| Mar04 |
040211 |
885 |
886 |
873 |
881 |
-7 |
2,250 |
46,842 |
-994 |
| May04 |
040211 |
866 |
866 |
850 |
860 |
-8 |
4,192 |
23,681 |
+1,313 |
| Jul04 |
040211 |
875 |
877 |
860 |
870 |
-8 |
542 |
20,558 |
-127 |
| Sep04 |
040211 |
888 |
888 |
876 |
881 |
-7 |
363 |
22,005 |
+2 |
| Dec04 |
040211 |
886 |
888 |
879 |
888 |
-8 |
407 |
35,324 |
+15 |
| Mar05 |
040211 |
898 |
901 |
891 |
901 |
-8 |
236 |
22,696 |
+28 |
| May05 |
040211 |
911 |
911 |
900 |
910 |
-9 |
255 |
5,075 |
+197 |
| Total Volume and Open Interest |
8,295 |
178,470 |
+473 |
| London Coffee(LCE) |
| Mar04 |
040211 |
749.00 |
754.00 |
743.00 |
751.00 |
+8.00 |
2,572 |
43,023 |
-1,725 |
| May04 |
040211 |
774.00 |
775.00 |
764.00 |
772.00 |
+8.00 |
5,253 |
45,481 |
+1,047 |
| Jul04 |
040211 |
789.00 |
790.00 |
778.00 |
786.00 |
+7.00 |
883 |
18,504 |
+497 |
| Sep04 |
040211 |
801.00 |
802.00 |
794.00 |
801.00 |
+7.00 |
23 |
17,500 |
+8 |
| Nov04 |
040211 |
816.00 |
816.00 |
809.00 |
815.00 |
+8.00 |
64 |
11,072 |
+29 |
| Jan05 |
040211 |
827.00 |
827.00 |
827.00 |
827.00 |
+8.00 |
35 |
4,600 |
+30 |
| Total Volume and Open Interest |
8,830 |
141,365 |
-114 |
| London Sugar(LCE) |
| Mar04 |
040211 |
187.30 |
188.00 |
184.20 |
184.50 |
-2.80 |
2,942 |
4,897 |
-946 |
| May04 |
040211 |
191.90 |
193.00 |
191.20 |
192.00 |
unch |
2,959 |
23,940 |
+997 |
| Aug04 |
040211 |
190.30 |
190.30 |
189.10 |
189.70 |
-0.30 |
1,049 |
12,788 |
+395 |
| Oct04 |
040211 |
186.30 |
186.70 |
186.10 |
186.70 |
-0.30 |
395 |
5,542 |
+255 |
| Dec04 |
040211 |
187.90 |
188.50 |
187.90 |
188.50 |
-0.50 |
3 |
2,463 |
+3 |
| Total Volume and Open Interest |
7,414 |
52,200 |
+750 |
| Cotton(NYBOT) |
| Mar04 |
040211 |
65.08 |
66.50 |
64.20 |
64.94 |
-0.02 |
12,737 |
24,508 |
-5,341 |
| May04 |
040211 |
67.27 |
68.70 |
66.27 |
66.94 |
-0.33 |
14,282 |
36,547 |
+1,890 |
| Jul04 |
040211 |
68.25 |
69.50 |
67.50 |
68.00 |
-0.30 |
2,126 |
10,276 |
+594 |
| Oct04 |
040211 |
64.65 |
64.75 |
64.30 |
64.30 |
-0.15 |
132 |
579 |
+31 |
| Dec04 |
040211 |
65.10 |
66.25 |
64.62 |
65.28 |
-0.04 |
715 |
6,532 |
+109 |
| Mar05 |
040211 |
67.90 |
67.90 |
67.35 |
67.35 |
unch |
16 |
947 |
+9 |
| Total Volume and Open Interest |
30,058 |
80,124 |
-2,662 |
| Lumber(CME) |
| Mar04 |
040211 |
364.0 |
377.5 |
364.0 |
377.5 |
+10.0 |
710 |
2,567 |
-28 |
| May04 |
040211 |
353.5 |
361.9 |
353.5 |
361.0 |
+7.0 |
281 |
962 |
-22 |
| Jul04 |
040211 |
349.0 |
353.2 |
349.0 |
353.0 |
+6.0 |
50 |
281 |
+21 |
| Sep04 |
040211 |
349.9 |
349.9 |
349.9 |
349.9 |
+2.1 |
27 |
71 |
+4 |
| Total Volume and Open Interest |
1,070 |
3,885 |
-24 |
| Crude Oil(NYM) |
| Mar04 |
040211 |
33.45 |
34.40 |
33.30 |
34.00 |
+0.13 |
99,999 |
145,531 |
-6,531 |
| Apr04 |
040211 |
32.60 |
33.50 |
32.50 |
33.21 |
+0.20 |
85,759 |
112,774 |
+5,943 |
| May04 |
040211 |
32.10 |
32.90 |
31.95 |
32.64 |
+0.23 |
17,917 |
45,071 |
+2,420 |
| Jun04 |
040211 |
31.55 |
32.25 |
31.50 |
32.10 |
+0.21 |
12,284 |
41,738 |
+1,687 |
| Jul04 |
040211 |
31.05 |
31.75 |
31.05 |
31.59 |
+0.20 |
2,581 |
31,043 |
+516 |
| Aug04 |
040211 |
30.60 |
31.22 |
30.55 |
31.13 |
+0.20 |
1,938 |
19,423 |
+147 |
| Sep04 |
040211 |
30.22 |
30.80 |
30.22 |
30.73 |
+0.20 |
611 |
25,864 |
-196 |
| Oct04 |
040211 |
30.44 |
30.44 |
30.44 |
30.44 |
+0.20 |
845 |
17,642 |
-76 |
| Nov04 |
040211 |
30.18 |
30.18 |
30.18 |
30.18 |
+0.21 |
572 |
14,364 |
-132 |
| Dec04 |
040211 |
29.50 |
30.05 |
29.45 |
29.95 |
+0.21 |
8,254 |
50,077 |
-430 |
| Jan05 |
040211 |
29.70 |
29.70 |
29.67 |
29.67 |
+0.20 |
1,853 |
14,360 |
+27 |
| Feb05 |
040211 |
29.30 |
29.50 |
29.25 |
29.44 |
+0.19 |
766 |
6,021 |
+268 |
| Mar05 |
040211 |
29.24 |
29.24 |
29.24 |
29.24 |
+0.18 |
152 |
5,061 |
-148 |
| Apr05 |
040211 |
29.05 |
29.05 |
29.05 |
29.05 |
+0.17 |
0 |
2,991 |
+0 |
| May05 |
040211 |
28.86 |
28.86 |
28.86 |
28.86 |
+0.16 |
0 |
2,508 |
+0 |
| Jun05 |
040211 |
28.55 |
28.67 |
28.55 |
28.67 |
+0.15 |
1,855 |
11,671 |
+445 |
| Total Volume and Open Interest |
239,316 |
643,130 |
+5,235 |
| Heating Oil(NYM) |
| Mar04 |
040211 |
88.50 |
91.80 |
87.65 |
91.13 |
+1.33 |
28,101 |
45,676 |
-2,856 |
| Apr04 |
040211 |
85.65 |
88.70 |
85.20 |
88.14 |
+1.12 |
17,714 |
37,228 |
+2,150 |
| May04 |
040211 |
83.00 |
85.30 |
83.00 |
84.99 |
+0.87 |
4,602 |
12,946 |
+235 |
| Jun04 |
040211 |
81.00 |
82.90 |
81.00 |
82.79 |
+0.67 |
2,480 |
12,639 |
+259 |
| Jul04 |
040211 |
81.50 |
81.64 |
81.50 |
81.64 |
+0.57 |
1,196 |
8,648 |
+476 |
| Aug04 |
040211 |
80.50 |
81.49 |
80.50 |
81.49 |
+0.52 |
288 |
5,719 |
+154 |
| Sep04 |
040211 |
81.60 |
81.89 |
81.50 |
81.89 |
+0.47 |
87 |
2,716 |
-14 |
| Oct04 |
040211 |
82.20 |
82.44 |
82.20 |
82.44 |
+0.42 |
143 |
1,498 |
+13 |
| Nov04 |
040211 |
82.75 |
82.99 |
82.75 |
82.99 |
+0.42 |
394 |
1,841 |
+262 |
| Dec04 |
040211 |
82.70 |
83.54 |
82.70 |
83.54 |
+0.42 |
682 |
9,140 |
+14 |
| Jan05 |
040211 |
82.40 |
83.99 |
82.40 |
83.99 |
+0.42 |
123 |
2,475 |
-25 |
| Feb05 |
040211 |
83.85 |
83.85 |
83.79 |
83.79 |
+0.42 |
8 |
1,026 |
+7 |
| Total Volume and Open Interest |
55,828 |
143,070 |
+675 |
| Unleaded Gas(NYM) |
| Mar04 |
040211 |
99.40 |
101.90 |
98.50 |
100.82 |
-0.23 |
34,228 |
49,865 |
-2,996 |
| Apr04 |
040211 |
105.30 |
107.90 |
104.50 |
107.22 |
+0.43 |
21,322 |
44,175 |
+4,994 |
| May04 |
040211 |
103.90 |
106.10 |
103.50 |
105.67 |
+0.43 |
4,270 |
15,988 |
+22 |
| Jun04 |
040211 |
101.00 |
103.30 |
101.00 |
103.07 |
+0.48 |
1,312 |
8,999 |
+336 |
| Jul04 |
040211 |
98.50 |
100.80 |
98.40 |
100.12 |
+0.58 |
423 |
4,793 |
+72 |
| Aug04 |
040211 |
97.75 |
97.75 |
97.12 |
97.12 |
+0.73 |
1,154 |
4,197 |
+815 |
| Sep04 |
040211 |
93.90 |
93.90 |
93.00 |
93.37 |
+0.83 |
217 |
5,883 |
+84 |
| Oct04 |
040211 |
88.62 |
88.62 |
88.62 |
88.62 |
+0.88 |
107 |
2,161 |
+38 |
| Nov04 |
040211 |
85.97 |
85.97 |
85.97 |
85.97 |
+0.88 |
200 |
845 |
+75 |
| Dec04 |
040211 |
84.37 |
84.37 |
84.37 |
84.37 |
+0.88 |
463 |
1,905 |
+219 |
| Jan05 |
040211 |
83.72 |
83.72 |
83.72 |
83.72 |
+0.88 |
117 |
392 |
+55 |
| Feb05 |
040211 |
83.87 |
83.87 |
83.87 |
83.87 |
+0.88 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
63,813 |
139,204 |
+3,714 |
| Natural Gas(NYM) |
| Mar04 |
040211 |
5.250 |
5.320 |
5.160 |
5.260 |
-0.144 |
26,851 |
42,308 |
-4,317 |
| Apr04 |
040211 |
5.180 |
5.250 |
5.125 |
5.207 |
-0.122 |
12,731 |
30,069 |
+2,218 |
| May04 |
040211 |
5.120 |
5.202 |
5.110 |
5.202 |
-0.077 |
7,279 |
26,877 |
-107 |
| Jun04 |
040211 |
5.150 |
5.220 |
5.130 |
5.214 |
-0.070 |
1,281 |
19,225 |
-167 |
| Jul04 |
040211 |
5.180 |
5.240 |
5.160 |
5.237 |
-0.069 |
889 |
17,922 |
-114 |
| Aug04 |
040211 |
5.200 |
5.250 |
5.170 |
5.250 |
-0.069 |
1,659 |
14,188 |
-58 |
| Sep04 |
040211 |
5.160 |
5.213 |
5.140 |
5.213 |
-0.066 |
705 |
13,376 |
-74 |
| Oct04 |
040211 |
5.180 |
5.223 |
5.170 |
5.223 |
-0.066 |
1,988 |
14,938 |
-254 |
| Nov04 |
040211 |
5.350 |
5.383 |
5.340 |
5.383 |
-0.066 |
1,654 |
10,456 |
-138 |
| Dec04 |
040211 |
5.500 |
5.561 |
5.500 |
5.561 |
-0.058 |
497 |
13,103 |
+29 |
| Jan05 |
040211 |
5.640 |
5.691 |
5.640 |
5.691 |
-0.058 |
1,004 |
10,396 |
+222 |
| Feb05 |
040211 |
5.630 |
5.650 |
5.600 |
5.646 |
-0.055 |
1,434 |
9,522 |
+425 |
| Mar05 |
040211 |
5.500 |
5.500 |
5.440 |
5.486 |
-0.055 |
1,116 |
8,931 |
+201 |
| Apr05 |
040211 |
4.980 |
4.991 |
4.980 |
4.991 |
-0.045 |
23 |
8,754 |
+11 |
| May05 |
040211 |
4.870 |
4.891 |
4.865 |
4.891 |
-0.045 |
9 |
4,209 |
+2 |
| Jun05 |
040211 |
4.916 |
4.916 |
4.916 |
4.916 |
-0.045 |
6 |
4,523 |
+4 |
| Total Volume and Open Interest |
59,827 |
308,230 |
-2,408 |
| Brent Crude Oil(IPE) |
| Mar04 |
040211 |
29.90 |
30.29 |
29.55 |
29.87 |
-0.17 |
37,443 |
52,257 |
-9,388 |
| Apr04 |
040211 |
29.70 |
30.13 |
29.38 |
29.80 |
-0.13 |
65,887 |
89,442 |
+1,079 |
| May04 |
040211 |
29.58 |
29.94 |
29.24 |
29.71 |
-0.11 |
17,649 |
38,401 |
+4,094 |
| Jun04 |
040211 |
29.38 |
29.66 |
29.05 |
29.50 |
-0.10 |
6,412 |
27,705 |
+16 |
| Jul04 |
040211 |
29.09 |
29.46 |
28.99 |
29.27 |
-0.08 |
2,143 |
11,579 |
+392 |
| Aug04 |
040211 |
28.90 |
29.03 |
28.90 |
29.03 |
-0.07 |
429 |
8,736 |
+349 |
| Sep04 |
040211 |
28.79 |
28.79 |
28.79 |
28.79 |
-0.06 |
0 |
10,562 |
+0 |
| Oct04 |
040211 |
28.55 |
28.55 |
28.55 |
28.55 |
-0.05 |
597 |
6,135 |
+197 |
| Nov04 |
040211 |
28.32 |
28.32 |
28.32 |
28.32 |
-0.03 |
100 |
5,382 |
+0 |
| Dec04 |
040211 |
27.90 |
28.30 |
27.72 |
28.10 |
unch |
2,942 |
23,473 |
+48 |
| Jan05 |
040211 |
27.66 |
28.05 |
27.50 |
27.85 |
unch |
79 |
3,944 |
+79 |
| Feb05 |
040211 |
27.45 |
27.83 |
27.36 |
27.62 |
unch |
697 |
991 |
+497 |
| Mar05 |
040211 |
27.39 |
27.39 |
27.39 |
27.39 |
unch |
50 |
3,250 |
+0 |
| Total Volume and Open Interest |
135,008 |
318,145 |
-2,207 |
| Gas Oil(IPE) |
| Feb04 |
040211 |
255.75 |
257.50 |
250.50 |
257.00 |
+3.75 |
11,528 |
19,159 |
-1,724 |
| Mar04 |
040211 |
252.25 |
254.25 |
247.50 |
253.75 |
+3.50 |
22,052 |
42,613 |
-975 |
| Apr04 |
040211 |
248.75 |
251.00 |
245.00 |
250.75 |
+3.50 |
6,210 |
20,638 |
+1,668 |
| May04 |
040211 |
245.25 |
248.25 |
243.25 |
248.25 |
+4.00 |
1,498 |
8,037 |
-107 |
| Jun04 |
040211 |
243.00 |
247.00 |
242.00 |
246.50 |
+4.25 |
3,038 |
13,738 |
+53 |
| Jul04 |
040211 |
243.25 |
246.25 |
242.25 |
246.25 |
+4.25 |
300 |
5,983 |
+10 |
| Aug04 |
040211 |
246.25 |
246.25 |
246.25 |
246.25 |
+4.25 |
0 |
3,009 |
+0 |
| Sep04 |
040211 |
246.50 |
246.50 |
246.50 |
246.50 |
+4.50 |
20 |
4,601 |
+10 |
| Oct04 |
040211 |
244.75 |
246.50 |
242.50 |
246.50 |
+4.50 |
0 |
3,773 |
+0 |
| Nov04 |
040211 |
246.25 |
246.25 |
246.25 |
246.25 |
+4.25 |
0 |
3,238 |
+0 |
| Total Volume and Open Interest |
46,346 |
152,536 |
-365 |
| US Dollar Index(NYBOT) |
| Mar04 |
040211 |
86.10 |
86.31 |
85.20 |
85.36 |
-0.68 |
1,957 |
16,665 |
+530 |
| Jun04 |
040211 |
86.56 |
86.65 |
85.65 |
85.76 |
-0.69 |
17 |
2,131 |
+8 |
| Sep04 |
040211 |
86.20 |
86.20 |
86.20 |
86.20 |
-0.69 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
1,974 |
18,809 |
+538 |
| Australian Dollar(CME) |
| Mar04 |
040211 |
77.66 |
78.60 |
77.54 |
78.52 |
+0.76 |
4,416 |
57,052 |
+3,686 |
| Jun04 |
040211 |
76.82 |
77.67 |
76.73 |
77.67 |
+0.75 |
257 |
1,050 |
+197 |
| Sep04 |
040211 |
76.00 |
76.94 |
75.85 |
76.82 |
+0.74 |
0 |
441 |
+0 |
| Total Volume and Open Interest |
4,674 |
58,655 |
+3,884 |
| British Pound(CME) |
| Mar04 |
040211 |
186.62 |
188.40 |
185.92 |
188.18 |
+1.66 |
3,385 |
66,827 |
-77 |
| Jun04 |
040211 |
185.10 |
187.10 |
184.90 |
186.76 |
+1.66 |
192 |
361 |
+166 |
| Sep04 |
040211 |
185.34 |
185.34 |
185.34 |
185.34 |
+1.66 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
3,578 |
67,552 |
+88 |
| Canadian Dollar(CME) |
| Mar04 |
040211 |
74.98 |
76.03 |
74.82 |
75.93 |
+0.90 |
7,493 |
59,513 |
+2,404 |
| Jun04 |
040211 |
74.69 |
75.80 |
74.65 |
75.73 |
+0.90 |
984 |
4,462 |
+823 |
| Sep04 |
040211 |
74.56 |
75.60 |
74.52 |
75.59 |
+0.90 |
4 |
1,618 |
+0 |
| Dec04 |
040211 |
74.50 |
75.45 |
74.43 |
75.45 |
+0.90 |
41 |
877 |
+4 |
| Total Volume and Open Interest |
8,522 |
66,688 |
+3,231 |
| Japanese Yen(CME) |
| Mar04 |
040211 |
94.86 |
95.18 |
94.69 |
94.99 |
+0.16 |
8,771 |
151,584 |
+1,619 |
| Jun04 |
040211 |
95.17 |
95.42 |
95.17 |
95.26 |
+0.15 |
146 |
8,785 |
+145 |
| Sep04 |
040211 |
95.55 |
95.55 |
95.55 |
95.55 |
+0.14 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
8,919 |
160,443 |
+1,762 |
| Swiss Franc(CME) |
| Mar04 |
040211 |
80.69 |
81.56 |
80.57 |
81.24 |
+0.19 |
2,071 |
43,332 |
-108 |
| Jun04 |
040211 |
80.91 |
81.52 |
80.89 |
81.43 |
+0.19 |
167 |
407 |
+165 |
| Sep04 |
040211 |
81.60 |
81.60 |
81.60 |
81.60 |
+0.19 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2,239 |
43,840 |
+56 |
| EuroFX(CME) |
| Mar04 |
040211 |
126.72 |
128.25 |
126.47 |
127.99 |
+1.05 |
9,715 |
126,141 |
-6,125 |
| Jun04 |
040211 |
126.30 |
127.85 |
126.22 |
127.69 |
+1.05 |
239 |
1,687 |
+222 |
| Sep04 |
040211 |
127.00 |
127.43 |
127.00 |
127.43 |
+1.04 |
2 |
278 |
-7 |
| Total Volume and Open Interest |
9,976 |
128,407 |
-5,850 |
| Mexican Peso(CME) |
| Mar04 |
040211 |
8962.0 |
9080.0 |
8960.0 |
9040.0 |
+93.0 |
3,445 |
33,700 |
+287 |
| Jun04 |
040211 |
8910.0 |
8960.0 |
8905.0 |
8932.0 |
+92.0 |
0 |
617 |
+0 |
| Total Volume and Open Interest |
3,445 |
34,961 |
+287 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040211 |
111~29 |
113~12 |
111~19 |
112~30 |
+0~31 |
289,228 |
532,480 |
+52,032 |
| Jun04 |
040211 |
110~15 |
111~28 |
110~09 |
111~16 |
+0~30 |
71,890 |
92,908 |
+50,899 |
| Sep04 |
040211 |
109~01 |
110~03 |
109~01 |
110~03 |
+0~29 |
5 |
449 |
+2 |
| Total Volume and Open Interest |
361,123 |
626,119 |
+102,933 |
| Municipal Bonds(CBOT) |
| Mar04 |
040211 |
103~29 |
105~01 |
103~29 |
105~00 |
+0~31 |
180 |
2,530 |
+35 |
| Jun04 |
040211 |
104~00 |
104~00 |
104~00 |
104~00 |
+0~31 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
180 |
2,548 |
+35 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040211 |
113~285 |
114~290 |
113~190 |
114~215 |
+0~235 |
476,536 |
1,124,852 |
+6,515 |
| Jun04 |
040211 |
112~080 |
113~105 |
112~020 |
113~035 |
+0~240 |
16,333 |
172,472 |
+5,419 |
| Total Volume and Open Interest |
492,869 |
1,297,326 |
+11,934 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040211 |
112~160 |
113~100 |
112~140 |
113~055 |
+0~175 |
176,529 |
0 |
+0 |
| Jun04 |
040211 |
111~035 |
111~285 |
111~035 |
111~255 |
+0~175 |
7,811 |
114,289 |
+6,720 |
| Sep04 |
040211 |
110~210 |
110~210 |
110~210 |
110~210 |
+0~170 |
|
|
|
| Total Volume and Open Interest |
184,340 |
114,289 |
+6,720 |
| 2 Year T-Notes(CBOT) |
| Mar04 |
040211 |
107~037 |
107~072 |
107~034 |
107~068 |
+0~026 |
10,678 |
170,167 |
+7,903 |
| Jun04 |
040211 |
106~084 |
106~124 |
106~084 |
106~120 |
+0~030 |
7,282 |
12,605 |
+10,087 |
| Total Volume and Open Interest |
17,960 |
182,772 |
+17,990 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040211 |
98.830 |
98.860 |
98.830 |
98.855 |
+0.015 |
38,322 |
813,894 |
-2,246 |
| Jun04 |
040211 |
98.665 |
98.760 |
98.665 |
98.750 |
+0.075 |
64,808 |
888,187 |
-638 |
| Sep04 |
040211 |
98.385 |
98.540 |
98.380 |
98.520 |
+0.120 |
96,342 |
798,834 |
-2,911 |
| Dec04 |
040211 |
98.010 |
98.205 |
97.995 |
98.175 |
+0.145 |
165,926 |
616,458 |
-13,262 |
| Mar05 |
040211 |
97.605 |
97.815 |
97.585 |
97.780 |
+0.160 |
97,251 |
446,047 |
+11,319 |
| Jun05 |
040211 |
97.200 |
97.415 |
97.185 |
97.380 |
+0.160 |
40,040 |
359,639 |
+7,150 |
| Sep05 |
040211 |
96.840 |
97.040 |
96.830 |
97.015 |
+0.150 |
26,959 |
269,927 |
+55 |
| Dec05 |
040211 |
96.525 |
96.725 |
96.520 |
96.695 |
+0.135 |
22,929 |
209,697 |
+3,291 |
| Mar06 |
040211 |
96.280 |
96.480 |
96.270 |
96.445 |
+0.130 |
10,665 |
179,066 |
+29 |
| Jun06 |
040211 |
96.060 |
96.255 |
96.050 |
96.215 |
+0.125 |
5,916 |
129,420 |
+983 |
| Sep06 |
040211 |
95.860 |
96.050 |
95.850 |
96.010 |
+0.120 |
7,054 |
122,521 |
+1,972 |
| Dec06 |
040211 |
95.645 |
95.840 |
95.645 |
95.805 |
+0.120 |
5,932 |
107,801 |
+1,151 |
| Total Volume and Open Interest |
604,092 |
5,543,075 |
+7,892 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040211 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
65 |
11,015 |
-206 |
| Jun04 |
040211 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
2 |
9,216 |
-191 |
| Sep04 |
040211 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
78 |
9,004 |
-1 |
| Dec04 |
040211 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
251 |
6,494 |
+195 |
| Mar05 |
040211 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
49 |
4,624 |
+3 |
| Jun05 |
040211 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
1,148 |
+0 |
| Sep05 |
040211 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1,251 |
+0 |
| Dec05 |
040211 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
66 |
+1 |
| Mar06 |
040211 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
254 |
+0 |
| Jun06 |
040211 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
445 |
44,263 |
-199 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040211 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,127 |
61,004 |
+31 |
| Jun04 |
040211 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
979 |
70,838 |
+358 |
| Sep04 |
040211 |
99.90 |
99.91 |
99.90 |
99.90 |
unch |
368 |
42,015 |
+203 |
| Dec04 |
040211 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
597 |
47,012 |
+462 |
| Mar05 |
040211 |
99.82 |
99.83 |
99.82 |
99.83 |
unch |
2,616 |
29,141 |
+2,087 |
| Jun05 |
040211 |
99.78 |
99.79 |
99.78 |
99.79 |
unch |
2,683 |
26,753 |
+2,404 |
| Sep05 |
040211 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
586 |
14,203 |
+576 |
| Dec05 |
040211 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
587 |
4,159 |
+587 |
| Total Volume and Open Interest |
9,547 |
308,596 |
+6,672 |
| German Euro-Bund(EUREX) |
| Mar04 |
040211 |
114.71 |
115.15 |
114.52 |
115.06 |
+0.30 |
633,469 |
967,092 |
-1,279 |
| Jun04 |
040211 |
113.66 |
114.12 |
113.55 |
114.07 |
+0.28 |
6,175 |
39,915 |
+5,583 |
| Sep04 |
040211 |
113.66 |
113.66 |
113.66 |
113.66 |
+0.30 |
3,394 |
2 |
+0 |
| Total Volume and Open Interest |
643,038 |
1,007,009 |
+4,304 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040211 |
111.78 |
112.18 |
111.66 |
112.11 |
+0.29 |
471,969 |
769,780 |
-12,514 |
| Jun04 |
040211 |
110.92 |
111.32 |
110.89 |
111.30 |
+0.28 |
1,644 |
17,183 |
+1,121 |
| Sep04 |
040211 |
110.76 |
110.76 |
110.76 |
110.76 |
+0.29 |
1,346 |
0 |
+0 |
| Total Volume and Open Interest |
474,959 |
786,963 |
-11,393 |
| Long Gilt(LIFFE) |
| Mar04 |
040211 |
108~20 |
109~04 |
108~16 |
108~29 |
+0~07 |
32,645 |
164,124 |
-290 |
| Jun04 |
040211 |
108~05 |
108~16 |
108~05 |
108~16 |
+0~08 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
32,645 |
164,125 |
-290 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040211 |
95.78 |
95.81 |
95.77 |
95.79 |
+0.01 |
17,988 |
186,329 |
+3,955 |
| Jun04 |
040211 |
95.60 |
95.67 |
95.57 |
95.63 |
+0.02 |
36,599 |
199,427 |
+619 |
| Sep04 |
040211 |
95.43 |
95.53 |
95.39 |
95.47 |
+0.03 |
43,745 |
155,356 |
+3,164 |
| Total Volume and Open Interest |
140,394 |
1,051,774 |
+12,507 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040211 |
97.930 |
97.955 |
97.925 |
97.940 |
+0.005 |
73,412 |
538,452 |
+8,877 |
| Jun04 |
040211 |
97.920 |
97.970 |
97.900 |
97.945 |
+0.015 |
116,373 |
577,470 |
+25,984 |
| Sep04 |
040211 |
97.805 |
97.875 |
97.770 |
97.840 |
+0.025 |
121,914 |
460,463 |
+7,357 |
| Total Volume and Open Interest |
618,701 |
2,957,832 |
+57,164 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040211 |
94.46 |
94.46 |
94.44 |
94.46 |
-0.01 |
15,063 |
199,993 |
-41,982 |
| Jun04 |
040211 |
94.38 |
94.39 |
94.37 |
94.38 |
-0.03 |
18,690 |
145,213 |
+3,633 |
| Sep04 |
040211 |
94.32 |
94.34 |
94.31 |
94.33 |
-0.03 |
1,192 |
56,370 |
-5,768 |
| Dec04 |
040211 |
94.28 |
94.28 |
94.27 |
94.28 |
-0.04 |
2,780 |
28,830 |
-1,247 |
| Mar05 |
040211 |
94.21 |
94.23 |
94.21 |
94.23 |
-0.03 |
234 |
19,928 |
-1,434 |
| Jun05 |
040211 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.04 |
207 |
13,147 |
-450 |
| Sep05 |
040211 |
94.14 |
94.14 |
94.12 |
94.14 |
-0.04 |
53 |
6,977 |
-147 |
| Dec05 |
040211 |
94.08 |
94.09 |
94.08 |
94.09 |
-0.04 |
50 |
3,268 |
-39 |
| Mar06 |
040211 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.02 |
0 |
1,020 |
-44 |
| Jun06 |
040211 |
94.02 |
94.02 |
94.02 |
94.02 |
-0.03 |
0 |
1,211 |
+0 |
| Total Volume and Open Interest |
38,269 |
476,632 |
-47,478 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040211 |
94.36 |
94.39 |
94.36 |
94.37 |
-0.04 |
20,485 |
242,673 |
+326 |
| Jun04 |
040211 |
94.37 |
94.37 |
94.37 |
94.37 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
20,485 |
242,673 |
+326 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040211 |
94.48 |
94.49 |
94.47 |
94.49 |
-0.03 |
50,216 |
443,842 |
-96,899 |
| Jun04 |
040211 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
50,216 |
443,842 |
-96,899 |
| Gold(CMX) |
| Feb04 |
040211 |
406.2 |
412.0 |
406.2 |
410.2 |
+3.8 |
71 |
2,284 |
-747 |
| Apr04 |
040211 |
407.2 |
412.5 |
405.8 |
410.7 |
+3.7 |
38,107 |
144,857 |
+5,082 |
| Jun04 |
040211 |
408.4 |
413.5 |
406.8 |
411.7 |
+3.7 |
773 |
30,629 |
+287 |
| Aug04 |
040211 |
409.0 |
415.0 |
408.8 |
412.7 |
+3.7 |
579 |
9,002 |
+419 |
| Oct04 |
040211 |
411.0 |
414.0 |
411.0 |
413.6 |
+3.6 |
389 |
1,513 |
+267 |
| Dec04 |
040211 |
411.5 |
416.6 |
409.5 |
414.6 |
+3.6 |
1,443 |
22,275 |
-127 |
| Total Volume and Open Interest |
42,483 |
237,396 |
+5,549 |
| Silver(CMX) |
| Mar04 |
040211 |
635.0 |
660.0 |
632.0 |
655.8 |
+17.0 |
14,036 |
76,678 |
-412 |
| May04 |
040211 |
635.0 |
661.5 |
634.0 |
657.5 |
+17.1 |
2,111 |
12,655 |
+1,295 |
| Jul04 |
040211 |
638.5 |
663.0 |
635.0 |
659.0 |
+17.1 |
421 |
5,271 |
+66 |
| Sep04 |
040211 |
645.5 |
660.4 |
645.0 |
660.4 |
+17.0 |
28 |
1,065 |
+20 |
| Dec04 |
040211 |
643.0 |
664.0 |
640.0 |
662.2 |
+17.0 |
652 |
12,940 |
+134 |
| Total Volume and Open Interest |
17,523 |
112,587 |
+1,275 |
| Platinum(NYM) |
| Apr04 |
040211 |
833.0 |
845.0 |
832.5 |
842.7 |
+9.6 |
584 |
6,739 |
+89 |
| Jul04 |
040211 |
834.0 |
834.0 |
833.7 |
833.7 |
+9.6 |
35 |
307 |
+15 |
| Oct04 |
040211 |
829.2 |
829.2 |
829.2 |
829.2 |
+9.6 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
619 |
7,069 |
+104 |
| Palladium(NYME) |
| Mar04 |
040211 |
241.50 |
242.00 |
238.00 |
241.35 |
-0.15 |
1,359 |
7,698 |
-718 |
| Jun04 |
040211 |
243.95 |
244.50 |
242.50 |
244.00 |
+0.05 |
1,046 |
3,530 |
+693 |
| Total Volume and Open Interest |
2,407 |
11,348 |
-23 |
| Copper(CMX) |
| Mar04 |
040211 |
118.15 |
121.80 |
117.80 |
121.60 |
+3.80 |
9,712 |
52,963 |
-2,814 |
| May04 |
040211 |
117.70 |
120.80 |
117.25 |
120.65 |
+3.50 |
2,855 |
12,408 |
+1,367 |
| Jul04 |
040211 |
116.10 |
119.20 |
115.70 |
118.90 |
+3.35 |
303 |
6,688 |
+72 |
| Sep04 |
040211 |
114.45 |
117.20 |
114.45 |
117.20 |
+3.30 |
63 |
2,258 |
+21 |
| Dec04 |
040211 |
112.00 |
114.70 |
112.00 |
114.30 |
+2.90 |
1,099 |
6,597 |
+887 |
| Total Volume and Open Interest |
14,293 |
85,340 |
-544 |
| DJIA Index(CBOT) |
| Mar04 |
040211 |
10612 |
10735 |
10584 |
10710 |
+125 |
7,835 |
41,802 |
+168 |
| Jun04 |
040211 |
10580 |
10715 |
10580 |
10688 |
+124 |
17 |
978 |
+12 |
| Sep04 |
040211 |
10673 |
10673 |
10673 |
10673 |
+124 |
0 |
238 |
+0 |
| Dec04 |
040211 |
10658 |
10658 |
10658 |
10658 |
+124 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
7,852 |
43,022 |
+180 |
| S & P 500(CME) |
| Mar04 |
040211 |
1143.30 |
1158.50 |
1141.40 |
1155.30 |
+12.10 |
33,894 |
583,305 |
-1,190 |
| Jun04 |
040211 |
1151.20 |
1156.50 |
1150.00 |
1154.30 |
+12.00 |
1,636 |
25,743 |
+1,394 |
| Sep04 |
040211 |
1153.40 |
1153.40 |
1153.40 |
1153.40 |
+12.00 |
0 |
3,430 |
+0 |
| Dec04 |
040211 |
1152.80 |
1152.80 |
1152.80 |
1152.80 |
+11.60 |
22 |
131 |
+3 |
| Total Volume and Open Interest |
35,552 |
612,821 |
+207 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040211 |
1143.25 |
1158.75 |
1141.25 |
1155.25 |
+12.00 |
506,464 |
533,341 |
-1,683 |
| Jun04 |
040211 |
1141.50 |
1157.50 |
1140.75 |
1154.25 |
+12.00 |
212 |
11,696 |
+44 |
| Total Volume and Open Interest |
506,676 |
545,037 |
-1,639 |
| NASDAQ 100(CME) |
| Mar04 |
040211 |
1499.00 |
1516.00 |
1492.00 |
1512.50 |
+15.00 |
9,119 |
73,823 |
+823 |
| Jun04 |
040211 |
1515.50 |
1515.50 |
1515.50 |
1515.50 |
+15.00 |
0 |
67 |
+0 |
| Sep04 |
040211 |
1518.50 |
1518.50 |
1518.50 |
1518.50 |
+15.00 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
9,119 |
73,920 |
+823 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040211 |
1497.5 |
1516.5 |
1492.0 |
1512.5 |
+15.0 |
216,842 |
259,324 |
+7,337 |
| Jun04 |
040211 |
1506.5 |
1518.5 |
1497.5 |
1515.5 |
+15.0 |
41 |
1,535 |
+6 |
| Total Volume and Open Interest |
216,883 |
260,859 |
+7,343 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040211 |
599.75 |
606.00 |
597.75 |
605.50 |
+5.50 |
310 |
15,886 |
+56 |
| Jun04 |
040211 |
605.50 |
605.50 |
605.50 |
605.50 |
+5.50 |
0 |
1 |
+0 |
| Sep04 |
040211 |
605.50 |
605.50 |
605.50 |
605.50 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
310 |
15,887 |
+56 |
| Russell 2000(CME) |
| Mar04 |
040211 |
592.25 |
596.50 |
589.25 |
594.60 |
+3.25 |
1,201 |
24,589 |
+278 |
| Jun04 |
040211 |
594.20 |
594.20 |
594.20 |
594.20 |
+3.25 |
60 |
210 |
+60 |
| Sep04 |
040211 |
594.70 |
594.70 |
594.70 |
594.70 |
+3.25 |
|
|
|
| Total Volume and Open Interest |
1,261 |
24,799 |
+338 |
| Value Line(KCBT) |
| Mar04 |
040211 |
1630.00 |
1631.00 |
1630.00 |
1631.00 |
+17.00 |
21 |
63 |
+19 |
| Total Volume and Open Interest |
21 |
63 |
+19 |
| Nikkei 225(CME) |
| Mar04 |
040211 |
10450 |
10525 |
10440 |
10495 |
+25 |
1,405 |
31,977 |
+122 |
| Jun04 |
040211 |
10475 |
10485 |
10475 |
10485 |
+25 |
37 |
222 |
+35 |
| Total Volume and Open Interest |
1,442 |
32,211 |
+157 |
| Nikkei 225(SIMEX) |
| Mar04 |
040210 |
10420 |
10460 |
10290 |
10390 |
unch |
28,379 |
146,399 |
+502 |
| Jun04 |
040210 |
10405 |
10405 |
10270 |
10345 |
unch |
8 |
616 |
+7 |
| Sep04 |
040210 |
10340 |
10340 |
10340 |
10340 |
unch |
|
|
|
| Total Volume and Open Interest |
28,387 |
147,015 |
+509 |
| CAC 40(MATIF) |
| Feb04 |
040211 |
3675.0 |
3691.0 |
3666.0 |
3681.5 |
+9.5 |
40,297 |
393,436 |
+18,608 |
| Mar04 |
040211 |
3677.0 |
3694.0 |
3674.0 |
3687.0 |
+9.0 |
1,307 |
130,606 |
-545 |
| Apr04 |
040211 |
3687.5 |
3687.5 |
3686.0 |
3686.0 |
+15.0 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040211 |
4128.0 |
4141.0 |
4109.0 |
4139.5 |
+12.0 |
85,495 |
286,327 |
+1,059 |
| Jun04 |
040211 |
4148.0 |
4160.5 |
4132.0 |
4160.5 |
+12.0 |
536 |
10,527 |
+59 |
| Sep04 |
040211 |
4172.0 |
4182.0 |
4155.5 |
4182.0 |
+12.0 |
131 |
3,270 |
+5 |
| Total Volume and Open Interest |
86,162 |
300,124 |
+1,123 |
| FT-SE 100(LIFFE) |
| Mar04 |
040211 |
4383.00 |
4388.00 |
4348.50 |
4364.00 |
-14.50 |
58,514 |
465,585 |
+3,965 |
| Jun04 |
040211 |
4390.00 |
4393.00 |
4358.00 |
4371.50 |
-15.50 |
1,240 |
21,128 |
+1,024 |
| Sep04 |
040211 |
4382.00 |
4382.00 |
4382.00 |
4382.00 |
-14.50 |
0 |
11,291 |
+0 |
| Total Volume and Open Interest |
60,879 |
506,655 |
+5,989 |
| SPI 200(SFE) |
| Mar04 |
040211 |
3281.0 |
3294.0 |
3273.0 |
3288.0 |
+14.0 |
8,013 |
152,604 |
-9,307 |
| Jun04 |
040211 |
3306.0 |
3306.0 |
3299.0 |
3299.0 |
+13.0 |
98 |
3,804 |
+69 |
| Sep04 |
040211 |
3310.0 |
3310.0 |
3310.0 |
3310.0 |
+14.0 |
0 |
1,962 |
+0 |
| Total Volume and Open Interest |
8,379 |
159,864 |
-8,974 |
| GSCI(CME) |
| Feb04 |
040211 |
259.45 |
264.50 |
259.45 |
263.80 |
+0.65 |
2,849 |
6,847 |
-2,240 |
| Mar04 |
040211 |
258.70 |
263.70 |
258.70 |
263.40 |
+1.00 |
2,813 |
8,971 |
+2,829 |
| Apr04 |
040211 |
261.00 |
261.00 |
261.00 |
261.00 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
5,662 |
15,818 |
+589 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040211 |
262.40 |
263.50 |
261.15 |
263.45 |
+0.70 |
76 |
712 |
+26 |
| Jun04 |
040211 |
263.00 |
263.20 |
263.00 |
263.20 |
+0.70 |
2 |
53 |
+2 |
| Aug04 |
040211 |
262.70 |
262.70 |
262.70 |
262.70 |
+0.70 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
91 |
832 |
+21 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|