|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 27, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar04 |
040227 |
921.00 |
946.00 |
918.00 |
942.50 |
+14.50 |
13,262 |
19,306 |
-10,827 |
May04 |
040227 |
917.00 |
941.00 |
914.00 |
937.50 |
+12.50 |
59,330 |
143,076 |
+3,852 |
Jul04 |
040227 |
899.00 |
924.00 |
898.50 |
920.00 |
+11.50 |
14,305 |
52,180 |
+451 |
Aug04 |
040227 |
861.00 |
880.00 |
860.00 |
878.50 |
+11.00 |
1,651 |
9,292 |
-198 |
Sep04 |
040227 |
798.00 |
814.00 |
796.50 |
808.00 |
+4.50 |
262 |
5,891 |
+46 |
Nov04 |
040227 |
723.00 |
740.00 |
723.00 |
736.00 |
+1.25 |
8,305 |
29,472 |
-199 |
Jan05 |
040227 |
728.00 |
739.00 |
727.00 |
735.50 |
+2.00 |
119 |
684 |
+21 |
Total Volume and Open Interest |
97,362 |
260,896 |
-6,825 |
Soybean Meal(CBOT) |
Mar04 |
040227 |
274.50 |
280.80 |
274.00 |
279.90 |
+3.40 |
10,012 |
14,317 |
-3,741 |
May04 |
040227 |
276.00 |
282.50 |
275.50 |
281.40 |
+3.20 |
20,608 |
78,774 |
-1,077 |
Jul04 |
040227 |
272.50 |
278.30 |
272.00 |
276.60 |
+2.10 |
7,654 |
38,604 |
-197 |
Aug04 |
040227 |
263.50 |
267.50 |
262.00 |
265.40 |
+0.40 |
1,564 |
12,753 |
+344 |
Sep04 |
040227 |
248.50 |
252.00 |
248.00 |
250.20 |
+0.10 |
972 |
10,722 |
-391 |
Oct04 |
040227 |
220.00 |
223.00 |
219.50 |
222.00 |
+1.00 |
461 |
8,909 |
-45 |
Dec04 |
040227 |
215.50 |
218.00 |
215.00 |
217.00 |
unch |
2,572 |
18,827 |
-74 |
Jan05 |
040227 |
215.50 |
217.50 |
215.50 |
216.80 |
unch |
58 |
1,654 |
+11 |
Total Volume and Open Interest |
43,982 |
186,384 |
-5,178 |
Soybean Oil(CBOT) |
Mar04 |
040227 |
33.68 |
34.40 |
33.56 |
34.19 |
+0.14 |
8,286 |
11,823 |
-4,320 |
May04 |
040227 |
33.41 |
34.18 |
33.33 |
34.03 |
+0.37 |
22,203 |
115,306 |
+1,507 |
Jul04 |
040227 |
33.00 |
33.83 |
32.90 |
33.75 |
+0.43 |
7,901 |
48,080 |
-426 |
Aug04 |
040227 |
32.00 |
32.85 |
32.00 |
32.80 |
+0.47 |
1,835 |
7,013 |
+268 |
Sep04 |
040227 |
31.00 |
31.70 |
31.00 |
31.55 |
+0.13 |
833 |
8,670 |
-293 |
Oct04 |
040227 |
29.80 |
30.20 |
29.80 |
30.10 |
+0.10 |
317 |
6,322 |
-12 |
Dec04 |
040227 |
28.25 |
28.80 |
28.10 |
28.38 |
-0.12 |
1,990 |
13,062 |
+388 |
Jan05 |
040227 |
28.00 |
28.00 |
28.00 |
28.00 |
-0.25 |
5 |
592 |
+5 |
Total Volume and Open Interest |
43,473 |
212,034 |
-2,802 |
Canola(WCE) |
Mar04 |
040227 |
407.3 |
412.0 |
407.3 |
411.5 |
+0.5 |
935 |
2,097 |
-144 |
May04 |
040227 |
413.5 |
416.0 |
411.8 |
414.5 |
-1.5 |
6,264 |
33,111 |
-1,531 |
Jul04 |
040227 |
415.0 |
417.0 |
413.0 |
416.0 |
-2.0 |
1,913 |
11,474 |
-181 |
Sep04 |
040227 |
367.0 |
367.0 |
367.0 |
367.0 |
+1.0 |
|
|
|
Nov04 |
040227 |
370.0 |
372.5 |
370.0 |
372.3 |
unch |
581 |
15,765 |
+490 |
Total Volume and Open Interest |
9,693 |
62,519 |
-1,366 |
Corn(CBOT) |
Mar04 |
040227 |
294.00 |
297.75 |
294.00 |
296.25 |
+0.25 |
34,357 |
35,422 |
-16,538 |
May04 |
040227 |
301.00 |
304.75 |
300.75 |
303.00 |
+1.00 |
55,701 |
331,524 |
+12,862 |
Jul04 |
040227 |
303.50 |
307.50 |
303.50 |
305.75 |
+2.00 |
12,441 |
105,536 |
+794 |
Sep04 |
040227 |
296.50 |
300.50 |
296.50 |
299.00 |
+2.25 |
1,228 |
16,927 |
-52 |
Dec04 |
040227 |
293.00 |
297.25 |
292.75 |
295.50 |
+1.00 |
16,700 |
147,341 |
+4,818 |
Mar05 |
040227 |
295.00 |
297.50 |
294.25 |
296.75 |
+1.00 |
752 |
10,954 |
+397 |
Total Volume and Open Interest |
121,658 |
652,240 |
+2,427 |
Wheat(CBOT) |
Mar04 |
040227 |
385.00 |
385.50 |
379.00 |
380.75 |
-6.75 |
7,498 |
5,956 |
-5,287 |
May04 |
040227 |
394.50 |
395.00 |
388.00 |
390.75 |
-5.50 |
18,044 |
86,008 |
+1,850 |
Jul04 |
040227 |
395.00 |
395.00 |
389.00 |
392.25 |
-3.75 |
7,515 |
32,276 |
+98 |
Sep04 |
040227 |
396.00 |
397.50 |
393.00 |
394.75 |
-3.75 |
402 |
3,903 |
+80 |
Dec04 |
040227 |
403.00 |
403.50 |
399.00 |
402.75 |
-3.25 |
1,732 |
5,620 |
+484 |
Total Volume and Open Interest |
35,309 |
134,203 |
-2,663 |
Wheat(KCBT) |
Mar04 |
040227 |
386.00 |
387.00 |
382.00 |
384.25 |
-8.75 |
3,793 |
2,930 |
-1,762 |
May04 |
040227 |
394.50 |
394.50 |
388.50 |
391.25 |
-6.25 |
5,597 |
35,816 |
+621 |
Jul04 |
040227 |
392.00 |
393.50 |
388.50 |
390.50 |
-5.75 |
2,252 |
15,991 |
+511 |
Sep04 |
040227 |
396.00 |
396.00 |
393.00 |
394.25 |
-5.75 |
401 |
2,182 |
+68 |
Dec04 |
040227 |
403.00 |
405.00 |
401.50 |
401.50 |
-5.50 |
440 |
3,136 |
+141 |
Total Volume and Open Interest |
12,483 |
60,063 |
-421 |
Wheat(MGE) |
Mar04 |
040227 |
447.50 |
447.50 |
437.50 |
439.50 |
-8.00 |
2,508 |
914 |
-1,327 |
May04 |
040227 |
431.00 |
431.50 |
426.50 |
427.25 |
-5.75 |
4,012 |
23,399 |
+1,370 |
Jul04 |
040227 |
424.00 |
424.50 |
420.00 |
422.75 |
-4.25 |
765 |
6,830 |
+159 |
Sep04 |
040227 |
416.00 |
419.25 |
415.50 |
417.00 |
-2.00 |
1,806 |
5,641 |
+680 |
Dec04 |
040227 |
419.00 |
422.00 |
418.00 |
420.00 |
-2.00 |
1,381 |
2,877 |
-112 |
Total Volume and Open Interest |
10,523 |
39,816 |
+786 |
Oats(CBOT) |
Mar04 |
040227 |
152.50 |
156.00 |
151.50 |
156.00 |
+4.25 |
684 |
604 |
-284 |
May04 |
040227 |
157.75 |
162.50 |
157.75 |
162.25 |
+4.75 |
730 |
4,329 |
+184 |
Jul04 |
040227 |
162.00 |
165.00 |
161.50 |
165.00 |
+3.50 |
84 |
661 |
+33 |
Sep04 |
040227 |
164.00 |
167.00 |
164.00 |
167.00 |
+5.25 |
49 |
111 |
+20 |
Total Volume and Open Interest |
1,653 |
6,332 |
-19 |
Rough Rice(CBOT) |
Mar04 |
040227 |
8.71 |
9.02 |
8.66 |
8.96 |
+0.26 |
1,501 |
682 |
-771 |
May04 |
040227 |
8.97 |
9.30 |
8.89 |
9.18 |
+0.23 |
1,497 |
4,192 |
+220 |
Jul04 |
040227 |
9.17 |
9.48 |
9.08 |
9.36 |
+0.21 |
372 |
667 |
+32 |
Sep04 |
040227 |
8.11 |
8.38 |
8.11 |
8.25 |
+0.24 |
35 |
152 |
-4 |
Total Volume and Open Interest |
3,436 |
5,844 |
-509 |
Live Cattle(CME) |
Feb04 |
040227 |
82.000 |
82.500 |
81.500 |
81.500 |
-0.150 |
750 |
242 |
-488 |
Apr04 |
040227 |
77.100 |
77.450 |
76.650 |
76.850 |
-0.200 |
7,423 |
46,854 |
-157 |
Jun04 |
040227 |
72.825 |
73.150 |
72.625 |
72.925 |
+0.050 |
2,611 |
18,139 |
-114 |
Aug04 |
040227 |
73.750 |
73.900 |
73.400 |
73.725 |
+0.025 |
761 |
13,180 |
+50 |
Oct04 |
040227 |
76.600 |
76.900 |
76.250 |
76.625 |
+0.025 |
996 |
12,870 |
-178 |
Dec04 |
040227 |
77.950 |
78.200 |
77.600 |
78.000 |
unch |
352 |
4,235 |
+87 |
Total Volume and Open Interest |
12,985 |
97,386 |
-770 |
Feeder Cattle(CME) |
Mar04 |
040227 |
86.800 |
87.050 |
86.150 |
86.500 |
-0.225 |
1,032 |
3,103 |
-152 |
Apr04 |
040227 |
85.750 |
86.200 |
85.300 |
85.500 |
-0.050 |
683 |
4,627 |
+209 |
May04 |
040227 |
86.850 |
87.100 |
86.200 |
86.575 |
-0.150 |
929 |
3,921 |
+180 |
Aug04 |
040227 |
88.500 |
88.500 |
87.850 |
88.150 |
-0.325 |
288 |
2,828 |
+2 |
Sep04 |
040227 |
88.050 |
88.200 |
87.900 |
88.200 |
-0.250 |
15 |
295 |
-9 |
Oct04 |
040227 |
88.250 |
88.250 |
88.050 |
88.150 |
-0.250 |
7 |
525 |
+0 |
Nov04 |
040227 |
88.400 |
88.400 |
88.400 |
88.400 |
-0.200 |
2 |
101 |
-2 |
Total Volume and Open Interest |
2,956 |
15,400 |
+228 |
Lean Hogs(CME) |
Apr04 |
040227 |
61.900 |
62.275 |
61.700 |
62.025 |
+0.375 |
4,424 |
35,487 |
-319 |
May04 |
040227 |
61.475 |
61.600 |
61.000 |
61.600 |
+0.250 |
194 |
2,481 |
+72 |
Jun04 |
040227 |
66.150 |
66.650 |
66.000 |
66.600 |
+0.650 |
2,812 |
15,539 |
+1,176 |
Jul04 |
040227 |
62.400 |
62.750 |
62.150 |
62.725 |
+0.350 |
454 |
3,939 |
+216 |
Aug04 |
040227 |
58.750 |
59.800 |
58.750 |
59.625 |
+0.650 |
108 |
1,812 |
+74 |
Oct04 |
040227 |
52.400 |
52.750 |
52.400 |
52.750 |
+0.475 |
117 |
930 |
+25 |
Dec04 |
040227 |
52.475 |
52.750 |
52.475 |
52.750 |
+0.325 |
116 |
744 |
-28 |
Feb05 |
040227 |
55.900 |
56.100 |
55.750 |
56.100 |
+0.450 |
13 |
87 |
+8 |
Total Volume and Open Interest |
8,239 |
61,024 |
+1,224 |
Pork Bellies(CME) |
Mar04 |
040227 |
96.400 |
96.400 |
94.650 |
95.950 |
-0.250 |
237 |
1,862 |
-65 |
May04 |
040227 |
98.450 |
98.450 |
96.600 |
97.850 |
-0.600 |
237 |
1,046 |
+37 |
Jul04 |
040227 |
98.750 |
98.975 |
98.000 |
98.975 |
unch |
12 |
501 |
+8 |
Aug04 |
040227 |
96.000 |
96.500 |
96.000 |
96.500 |
-0.250 |
0 |
34 |
+0 |
Feb05 |
040227 |
85.800 |
85.800 |
85.800 |
85.800 |
+0.050 |
0 |
1 |
+0 |
Total Volume and Open Interest |
486 |
3,445 |
-20 |
BFP Milk Class III(CME) |
Feb04 |
040227 |
11.83 |
11.86 |
11.83 |
11.85 |
-0.01 |
2 |
2,111 |
+15 |
Mar04 |
040227 |
13.45 |
13.50 |
13.43 |
13.47 |
+0.02 |
55 |
2,629 |
+33 |
Apr04 |
040227 |
13.92 |
14.10 |
13.91 |
14.10 |
+0.22 |
391 |
2,648 |
+202 |
May04 |
040227 |
14.10 |
14.40 |
14.10 |
14.40 |
+0.22 |
468 |
2,318 |
-84 |
Jun04 |
040227 |
14.32 |
14.55 |
14.30 |
14.51 |
+0.19 |
151 |
2,249 |
+16 |
Total Volume and Open Interest |
1,686 |
23,394 |
+329 |
Cocoa(NYBOT) |
Mar04 |
040227 |
1580 |
1585 |
1560 |
1570 |
-6 |
20 |
195 |
-9 |
May04 |
040227 |
1580 |
1596 |
1560 |
1570 |
-11 |
10,234 |
30,752 |
-1,919 |
Jul04 |
040227 |
1565 |
1592 |
1563 |
1570 |
-7 |
1,611 |
13,844 |
-96 |
Sep04 |
040227 |
1568 |
1595 |
1568 |
1575 |
-7 |
617 |
10,628 |
+441 |
Dec04 |
040227 |
1573 |
1598 |
1573 |
1582 |
-6 |
109 |
9,174 |
-6 |
Mar05 |
040227 |
1586 |
1588 |
1586 |
1588 |
-5 |
65 |
7,285 |
-253 |
May05 |
040227 |
1595 |
1598 |
1588 |
1592 |
-5 |
446 |
7,957 |
+114 |
Total Volume and Open Interest |
13,152 |
86,874 |
-1,693 |
Coffee "C"(NYBOT) |
Mar04 |
040227 |
75.25 |
75.25 |
74.50 |
75.05 |
+0.45 |
346 |
1,596 |
-146 |
May04 |
040227 |
77.00 |
77.20 |
75.70 |
76.75 |
+0.45 |
13,640 |
64,503 |
+1,427 |
Jul04 |
040227 |
78.45 |
78.90 |
77.80 |
78.70 |
+0.45 |
2,099 |
12,211 |
+104 |
Sep04 |
040227 |
80.40 |
80.75 |
80.00 |
80.60 |
+0.45 |
1,096 |
8,608 |
+139 |
Dec04 |
040227 |
83.00 |
83.30 |
82.30 |
83.15 |
+0.45 |
529 |
5,381 |
+322 |
Mar05 |
040227 |
85.55 |
85.80 |
85.20 |
85.80 |
+0.45 |
207 |
3,487 |
+84 |
Total Volume and Open Interest |
17,983 |
96,503 |
+1,882 |
Orange Juice(NYBOT) |
Mar04 |
040227 |
59.15 |
59.25 |
58.75 |
58.80 |
-0.15 |
4,847 |
5,667 |
-2,004 |
May04 |
040227 |
62.10 |
62.25 |
61.80 |
61.90 |
unch |
4,615 |
19,737 |
+1,826 |
Jul04 |
040227 |
64.80 |
64.95 |
64.60 |
64.75 |
+0.15 |
435 |
3,232 |
+253 |
Sep04 |
040227 |
67.30 |
67.50 |
67.20 |
67.25 |
+0.15 |
175 |
1,188 |
+82 |
Nov04 |
040227 |
69.80 |
70.00 |
69.60 |
69.60 |
unch |
79 |
1,062 |
+39 |
Total Volume and Open Interest |
10,174 |
31,291 |
+217 |
Sugar #11(NYBOT) |
Mar04 |
040227 |
5.99 |
6.10 |
5.95 |
6.03 |
+0.01 |
18,368 |
11,382 |
-8,344 |
May04 |
040227 |
6.20 |
6.25 |
6.07 |
6.12 |
-0.10 |
27,987 |
148,895 |
+2,704 |
Jul04 |
040227 |
6.05 |
6.11 |
6.01 |
6.03 |
-0.06 |
7,231 |
39,484 |
-26 |
Oct04 |
040227 |
6.11 |
6.14 |
6.10 |
6.10 |
-0.02 |
2,273 |
29,528 |
+1,001 |
Mar05 |
040227 |
6.30 |
6.32 |
6.28 |
6.28 |
-0.02 |
314 |
13,684 |
+238 |
Total Volume and Open Interest |
56,893 |
254,463 |
-4,136 |
London Cocoa(LCE) |
Mar04 |
040227 |
914 |
951 |
898 |
903 |
-11 |
4,075 |
40,968 |
-803 |
May04 |
040227 |
885 |
916 |
873 |
886 |
unch |
7,161 |
33,087 |
+476 |
Jul04 |
040227 |
894 |
920 |
888 |
898 |
unch |
1,320 |
20,652 |
-216 |
Sep04 |
040227 |
896 |
930 |
896 |
910 |
unch |
611 |
22,374 |
+86 |
Dec04 |
040227 |
923 |
941 |
911 |
921 |
-1 |
229 |
35,806 |
-28 |
Mar05 |
040227 |
950 |
950 |
921 |
933 |
+1 |
167 |
21,723 |
-62 |
May05 |
040227 |
936 |
959 |
930 |
942 |
+2 |
26 |
5,463 |
+16 |
Total Volume and Open Interest |
13,593 |
185,289 |
-528 |
London Coffee(LCE) |
Mar04 |
040227 |
714.00 |
733.00 |
714.00 |
725.00 |
+12.00 |
4,125 |
18,377 |
-714 |
May04 |
040227 |
741.00 |
752.00 |
741.00 |
750.00 |
+9.00 |
6,618 |
63,583 |
+712 |
Jul04 |
040227 |
760.00 |
770.00 |
760.00 |
767.00 |
+8.00 |
3,842 |
28,384 |
+1,624 |
Sep04 |
040227 |
777.00 |
785.00 |
777.00 |
783.00 |
+8.00 |
1,353 |
20,173 |
+683 |
Nov04 |
040227 |
790.00 |
797.00 |
790.00 |
795.00 |
+8.00 |
356 |
13,381 |
+332 |
Jan05 |
040227 |
810.00 |
810.00 |
809.00 |
809.00 |
+8.00 |
677 |
7,333 |
+505 |
Total Volume and Open Interest |
16,992 |
154,114 |
+3,142 |
London Sugar(LCE) |
Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
May04 |
040227 |
205.40 |
205.40 |
202.40 |
203.00 |
-1.70 |
1,271 |
25,610 |
-123 |
Aug04 |
040227 |
199.10 |
199.10 |
198.00 |
198.00 |
-1.60 |
1,070 |
15,254 |
+402 |
Oct04 |
040227 |
193.50 |
193.50 |
192.90 |
192.90 |
-0.50 |
239 |
6,591 |
-16 |
Dec04 |
040227 |
193.40 |
193.50 |
193.00 |
193.10 |
-0.30 |
27 |
2,580 |
+5 |
Total Volume and Open Interest |
2,632 |
53,937 |
+289 |
Cotton(NYBOT) |
Mar04 |
040227 |
72.00 |
73.05 |
71.90 |
72.10 |
+0.60 |
55 |
255 |
-49 |
May04 |
040227 |
73.10 |
74.48 |
72.90 |
73.77 |
+0.61 |
15,843 |
52,593 |
-936 |
Jul04 |
040227 |
74.20 |
75.50 |
74.20 |
74.60 |
+0.15 |
2,359 |
15,105 |
+228 |
Oct04 |
040227 |
67.70 |
68.50 |
67.70 |
67.90 |
+0.05 |
61 |
635 |
+39 |
Dec04 |
040227 |
68.30 |
69.10 |
68.30 |
68.64 |
+0.19 |
2,016 |
8,458 |
+495 |
Mar05 |
040227 |
70.60 |
71.00 |
70.60 |
70.65 |
+0.17 |
462 |
1,551 |
+360 |
Total Volume and Open Interest |
20,965 |
79,678 |
+286 |
Lumber(CME) |
Mar04 |
040227 |
381.0 |
385.0 |
381.0 |
385.0 |
+10.0 |
422 |
1,898 |
-97 |
May04 |
040227 |
367.0 |
376.2 |
367.0 |
376.2 |
+10.0 |
364 |
1,629 |
+5 |
Jul04 |
040227 |
364.9 |
368.0 |
362.0 |
368.0 |
+7.1 |
34 |
384 |
+13 |
Sep04 |
040227 |
355.8 |
358.9 |
355.6 |
358.9 |
+3.1 |
105 |
144 |
+35 |
Total Volume and Open Interest |
927 |
4,067 |
-43 |
Crude Oil(NYM) |
Apr04 |
040227 |
35.63 |
36.23 |
35.50 |
36.16 |
+0.65 |
78,746 |
208,583 |
-7,478 |
May04 |
040227 |
34.60 |
35.35 |
34.55 |
35.24 |
+0.69 |
46,855 |
80,904 |
+2,256 |
Jun04 |
040227 |
33.85 |
34.50 |
33.85 |
34.42 |
+0.64 |
14,585 |
54,611 |
+2,016 |
Jul04 |
040227 |
33.20 |
33.80 |
33.20 |
33.80 |
+0.59 |
6,124 |
34,035 |
-115 |
Aug04 |
040227 |
32.70 |
33.25 |
32.70 |
33.25 |
+0.56 |
3,163 |
22,179 |
+124 |
Sep04 |
040227 |
32.40 |
32.78 |
32.40 |
32.78 |
+0.55 |
2,002 |
28,550 |
+339 |
Oct04 |
040227 |
31.85 |
32.40 |
31.85 |
32.40 |
+0.54 |
2,871 |
19,674 |
+419 |
Nov04 |
040227 |
31.50 |
32.06 |
31.50 |
32.06 |
+0.53 |
620 |
15,054 |
+124 |
Dec04 |
040227 |
31.15 |
31.75 |
31.15 |
31.74 |
+0.51 |
5,893 |
53,830 |
-672 |
Jan05 |
040227 |
30.85 |
31.41 |
30.85 |
31.41 |
+0.50 |
418 |
15,590 |
-117 |
Feb05 |
040227 |
30.65 |
31.13 |
30.65 |
31.13 |
+0.48 |
483 |
6,794 |
-53 |
Mar05 |
040227 |
30.50 |
30.86 |
30.50 |
30.86 |
+0.46 |
1,068 |
6,180 |
+350 |
Apr05 |
040227 |
30.59 |
30.59 |
30.59 |
30.59 |
+0.44 |
636 |
5,194 |
+40 |
May05 |
040227 |
30.33 |
30.33 |
30.33 |
30.33 |
+0.42 |
535 |
2,467 |
-41 |
Jun05 |
040227 |
30.08 |
30.08 |
30.08 |
30.08 |
+0.40 |
1,136 |
11,784 |
-221 |
Jul05 |
040227 |
29.83 |
29.83 |
29.83 |
29.83 |
+0.36 |
0 |
3,818 |
+0 |
Total Volume and Open Interest |
167,146 |
670,465 |
-2,827 |
Heating Oil(NYM) |
Mar04 |
040227 |
94.50 |
96.50 |
93.80 |
96.09 |
+1.77 |
23,157 |
10,299 |
-4,692 |
Apr04 |
040227 |
92.20 |
94.70 |
92.15 |
94.19 |
+1.88 |
30,891 |
56,167 |
+468 |
May04 |
040227 |
89.10 |
91.20 |
88.80 |
90.84 |
+1.88 |
8,083 |
20,572 |
+2,671 |
Jun04 |
040227 |
86.50 |
88.50 |
86.50 |
88.14 |
+1.68 |
3,243 |
16,731 |
+689 |
Jul04 |
040227 |
86.25 |
87.10 |
86.25 |
86.94 |
+1.53 |
3,278 |
12,023 |
-86 |
Aug04 |
040227 |
85.70 |
86.54 |
85.40 |
86.54 |
+1.48 |
2,173 |
7,245 |
+653 |
Sep04 |
040227 |
85.80 |
86.74 |
85.80 |
86.74 |
+1.43 |
444 |
3,473 |
-218 |
Oct04 |
040227 |
87.19 |
87.19 |
87.19 |
87.19 |
+1.43 |
720 |
2,667 |
+344 |
Nov04 |
040227 |
87.40 |
87.74 |
87.40 |
87.74 |
+1.43 |
102 |
1,939 |
+0 |
Dec04 |
040227 |
87.70 |
88.29 |
87.70 |
88.29 |
+1.43 |
924 |
12,765 |
-18 |
Jan05 |
040227 |
88.54 |
88.54 |
88.54 |
88.54 |
+1.38 |
149 |
3,248 |
+120 |
Feb05 |
040227 |
88.00 |
88.19 |
88.00 |
88.19 |
+1.33 |
102 |
1,118 |
+77 |
Total Volume and Open Interest |
74,001 |
151,583 |
+643 |
Unleaded Gas(NYM) |
Mar04 |
040227 |
106.80 |
110.80 |
105.00 |
109.50 |
+1.77 |
20,774 |
7,663 |
-5,416 |
Apr04 |
040227 |
111.00 |
113.20 |
110.50 |
112.54 |
+1.24 |
23,361 |
74,294 |
+1,547 |
May04 |
040227 |
109.30 |
111.50 |
108.50 |
111.11 |
+1.54 |
5,839 |
25,217 |
+1,006 |
Jun04 |
040227 |
107.40 |
108.80 |
106.60 |
108.46 |
+1.52 |
2,048 |
10,825 |
+477 |
Jul04 |
040227 |
104.30 |
106.00 |
104.00 |
105.66 |
+1.45 |
1,408 |
5,969 |
+361 |
Aug04 |
040227 |
101.20 |
102.70 |
101.20 |
102.61 |
+1.40 |
720 |
6,116 |
+48 |
Sep04 |
040227 |
97.70 |
98.86 |
97.70 |
98.86 |
+1.35 |
232 |
7,297 |
+12 |
Oct04 |
040227 |
94.06 |
94.06 |
94.06 |
94.06 |
+1.30 |
29 |
3,432 |
+79 |
Nov04 |
040227 |
91.26 |
91.26 |
91.26 |
91.26 |
+1.25 |
4 |
774 |
+0 |
Dec04 |
040227 |
88.70 |
89.50 |
88.70 |
89.50 |
+1.14 |
29 |
2,006 |
+1 |
Jan05 |
040227 |
88.60 |
88.60 |
88.60 |
88.60 |
+0.94 |
0 |
395 |
+0 |
Feb05 |
040227 |
88.40 |
88.40 |
88.40 |
88.40 |
+0.79 |
0 |
3 |
+0 |
Total Volume and Open Interest |
54,444 |
143,991 |
-1,885 |
Natural Gas(NYM) |
Apr04 |
040227 |
5.370 |
5.480 |
5.365 |
5.416 |
+0.025 |
30,315 |
48,438 |
+1,565 |
May04 |
040227 |
5.400 |
5.500 |
5.400 |
5.461 |
+0.050 |
7,353 |
28,972 |
+351 |
Jun04 |
040227 |
5.410 |
5.520 |
5.410 |
5.486 |
+0.053 |
5,792 |
20,272 |
+707 |
Jul04 |
040227 |
5.458 |
5.530 |
5.458 |
5.511 |
+0.053 |
1,943 |
18,909 |
+36 |
Aug04 |
040227 |
5.460 |
5.545 |
5.460 |
5.526 |
+0.053 |
2,244 |
15,632 |
+162 |
Sep04 |
040227 |
5.430 |
5.505 |
5.430 |
5.488 |
+0.053 |
1,219 |
14,832 |
+144 |
Oct04 |
040227 |
5.445 |
5.525 |
5.445 |
5.499 |
+0.053 |
3,227 |
16,492 |
+116 |
Nov04 |
040227 |
5.600 |
5.665 |
5.600 |
5.656 |
+0.050 |
1,515 |
10,654 |
+59 |
Dec04 |
040227 |
5.810 |
5.830 |
5.770 |
5.819 |
+0.048 |
1,604 |
13,123 |
+63 |
Jan05 |
040227 |
5.930 |
5.950 |
5.895 |
5.944 |
+0.048 |
2,395 |
12,850 |
+580 |
Feb05 |
040227 |
5.870 |
5.895 |
5.850 |
5.879 |
+0.038 |
609 |
10,064 |
+14 |
Mar05 |
040227 |
5.650 |
5.710 |
5.650 |
5.687 |
+0.023 |
981 |
9,445 |
-298 |
Apr05 |
040227 |
5.180 |
5.180 |
5.150 |
5.154 |
unch |
1,226 |
9,306 |
+17 |
May05 |
040227 |
5.044 |
5.070 |
5.020 |
5.040 |
-0.004 |
724 |
4,765 |
+309 |
Jun05 |
040227 |
5.070 |
5.070 |
5.040 |
5.065 |
-0.004 |
130 |
5,015 |
+9 |
Jul05 |
040227 |
5.080 |
5.104 |
5.080 |
5.100 |
-0.004 |
127 |
11,002 |
+29 |
Total Volume and Open Interest |
63,728 |
300,572 |
-339 |
Brent Crude Oil(IPE) |
Apr04 |
040227 |
31.60 |
32.35 |
31.44 |
32.23 |
+0.66 |
41,136 |
102,493 |
-1,564 |
May04 |
040227 |
31.20 |
31.92 |
31.10 |
31.88 |
+0.72 |
25,884 |
66,115 |
-951 |
Jun04 |
040227 |
30.81 |
31.59 |
30.75 |
31.56 |
+0.73 |
8,548 |
32,901 |
-106 |
Jul04 |
040227 |
30.56 |
31.26 |
30.50 |
31.26 |
+0.72 |
2,160 |
15,820 |
+894 |
Aug04 |
040227 |
30.24 |
30.97 |
30.24 |
30.97 |
+0.71 |
1,270 |
8,729 |
-752 |
Sep04 |
040227 |
29.98 |
30.67 |
29.98 |
30.67 |
+0.69 |
1,578 |
11,277 |
+315 |
Oct04 |
040227 |
30.36 |
30.36 |
30.36 |
30.36 |
+0.66 |
206 |
6,582 |
+75 |
Nov04 |
040227 |
30.05 |
30.05 |
30.05 |
30.05 |
+0.63 |
0 |
6,416 |
+0 |
Dec04 |
040227 |
29.16 |
29.77 |
29.10 |
29.77 |
+0.61 |
3,107 |
23,257 |
-1,595 |
Jan05 |
040227 |
28.86 |
29.45 |
28.86 |
29.45 |
+0.59 |
0 |
4,414 |
+0 |
Feb05 |
040227 |
28.58 |
29.16 |
28.58 |
29.16 |
+0.58 |
0 |
1,743 |
+0 |
Mar05 |
040227 |
28.89 |
28.89 |
28.89 |
28.89 |
+0.56 |
0 |
3,272 |
+0 |
Total Volume and Open Interest |
85,789 |
324,573 |
-3,318 |
Gas Oil(IPE) |
Mar04 |
040227 |
272.25 |
277.00 |
271.00 |
275.25 |
+4.50 |
15,613 |
43,408 |
-1,542 |
Apr04 |
040227 |
267.00 |
271.25 |
266.25 |
270.00 |
+3.75 |
14,284 |
34,605 |
+3,430 |
May04 |
040227 |
264.00 |
267.00 |
262.25 |
266.25 |
+3.75 |
4,387 |
10,868 |
+806 |
Jun04 |
040227 |
259.50 |
263.00 |
259.25 |
263.00 |
+3.50 |
3,832 |
17,528 |
+705 |
Jul04 |
040227 |
259.00 |
261.25 |
259.00 |
261.25 |
+3.25 |
200 |
6,926 |
+200 |
Aug04 |
040227 |
259.75 |
260.75 |
259.75 |
260.75 |
+3.25 |
750 |
3,816 |
+614 |
Sep04 |
040227 |
257.50 |
260.50 |
257.50 |
260.50 |
+3.00 |
500 |
4,981 |
+196 |
Oct04 |
040227 |
258.75 |
260.50 |
258.75 |
260.50 |
+3.25 |
1,051 |
3,861 |
+149 |
Nov04 |
040227 |
257.50 |
260.25 |
257.50 |
260.25 |
+3.50 |
100 |
3,831 |
+0 |
Dec04 |
040227 |
256.00 |
259.00 |
255.25 |
259.00 |
+3.25 |
2,326 |
12,310 |
+440 |
Total Volume and Open Interest |
43,143 |
157,992 |
+5,098 |
US Dollar Index(NYBOT) |
Mar04 |
040227 |
87.98 |
88.00 |
87.28 |
87.42 |
-0.37 |
5,808 |
14,872 |
-685 |
Jun04 |
040227 |
88.35 |
88.35 |
87.67 |
87.81 |
-0.37 |
393 |
2,478 |
+78 |
Sep04 |
040227 |
88.56 |
88.56 |
88.25 |
88.25 |
-0.37 |
3 |
13 |
+2 |
Total Volume and Open Interest |
6,204 |
17,371 |
-605 |
Australian Dollar(CME) |
Mar04 |
040227 |
76.73 |
77.35 |
76.56 |
77.22 |
+0.27 |
1,870 |
54,679 |
-803 |
Jun04 |
040227 |
75.82 |
76.48 |
75.75 |
76.37 |
+0.28 |
481 |
1,810 |
+259 |
Sep04 |
040227 |
75.65 |
75.65 |
75.52 |
75.52 |
+0.29 |
4 |
818 |
+0 |
Total Volume and Open Interest |
2,355 |
57,465 |
-544 |
British Pound(CME) |
Mar04 |
040227 |
185.10 |
186.64 |
184.83 |
186.46 |
+0.60 |
3,355 |
66,716 |
-248 |
Jun04 |
040227 |
183.90 |
185.20 |
183.40 |
185.02 |
+0.61 |
199 |
948 |
+88 |
Sep04 |
040227 |
183.57 |
183.57 |
183.57 |
183.57 |
+0.61 |
0 |
12 |
+0 |
Total Volume and Open Interest |
3,554 |
68,035 |
-160 |
Canadian Dollar(CME) |
Mar04 |
040227 |
74.16 |
74.85 |
74.01 |
74.76 |
+0.32 |
4,957 |
54,833 |
+674 |
Jun04 |
040227 |
73.95 |
74.64 |
73.82 |
74.57 |
+0.32 |
515 |
5,847 |
+228 |
Sep04 |
040227 |
73.83 |
74.45 |
73.75 |
74.44 |
+0.32 |
15 |
1,747 |
+14 |
Dec04 |
040227 |
73.65 |
74.39 |
73.65 |
74.31 |
+0.32 |
86 |
1,274 |
+10 |
Total Volume and Open Interest |
5,573 |
63,901 |
+926 |
Japanese Yen(CME) |
Mar04 |
040227 |
91.59 |
91.78 |
91.48 |
91.62 |
+0.39 |
12,350 |
132,418 |
+1,217 |
Jun04 |
040227 |
91.82 |
92.02 |
91.77 |
91.89 |
+0.40 |
5,967 |
15,374 |
+5,653 |
Sep04 |
040227 |
92.17 |
92.17 |
92.17 |
92.17 |
+0.40 |
8 |
58 |
-2 |
Total Volume and Open Interest |
18,325 |
147,868 |
+6,868 |
Swiss Franc(CME) |
Mar04 |
040227 |
78.77 |
79.38 |
78.59 |
79.28 |
+0.37 |
13,098 |
39,347 |
-1,351 |
Jun04 |
040227 |
78.97 |
79.51 |
78.79 |
79.45 |
+0.37 |
57 |
507 |
+21 |
Sep04 |
040227 |
79.00 |
79.62 |
79.00 |
79.62 |
+0.37 |
1 |
5 |
+1 |
Total Volume and Open Interest |
13,156 |
39,957 |
-1,329 |
EuroFX(CME) |
Mar04 |
040227 |
124.26 |
125.00 |
123.98 |
124.89 |
+0.57 |
15,274 |
127,296 |
-3,306 |
Jun04 |
040227 |
123.96 |
124.66 |
123.84 |
124.60 |
+0.58 |
517 |
2,899 |
+41 |
Sep04 |
040227 |
123.60 |
124.35 |
123.60 |
124.35 |
+0.59 |
26 |
247 |
+14 |
Total Volume and Open Interest |
15,820 |
130,814 |
-3,244 |
Mexican Peso(CME) |
Mar04 |
040227 |
9015.0 |
9035.0 |
9005.0 |
9020.0 |
unch |
2,323 |
34,056 |
-1,349 |
Jun04 |
040227 |
8905.0 |
8920.0 |
8905.0 |
8905.0 |
unch |
73 |
3,838 |
-39 |
Total Volume and Open Interest |
2,456 |
38,535 |
-1,383 |
30-Year T-Bonds(CBOT) |
Mar04 |
040227 |
112~31 |
114~02 |
112~29 |
113~28 |
+1~01 |
346,079 |
283,127 |
-69,441 |
Jun04 |
040227 |
111~18 |
112~20 |
111~15 |
112~14 |
+1~00 |
135,282 |
326,131 |
+70,368 |
Sep04 |
040227 |
111~23 |
111~23 |
110~13 |
111~01 |
+0~31 |
147 |
636 |
+128 |
Total Volume and Open Interest |
481,515 |
610,188 |
+657 |
Municipal Bonds(CBOT) |
Mar04 |
040227 |
105~24 |
106~02 |
105~24 |
105~31 |
+0~13 |
375 |
2,740 |
+15 |
Jun04 |
040227 |
104~20 |
104~31 |
104~19 |
104~26 |
+0~14 |
69 |
148 |
+55 |
Total Volume and Open Interest |
444 |
2,888 |
+70 |
10-Year T-Notes(CBOT) |
Mar04 |
040227 |
115~005 |
115~155 |
114~310 |
115~120 |
+0~140 |
866,817 |
648,466 |
-121,410 |
Jun04 |
040227 |
113~160 |
113~315 |
113~150 |
113~280 |
+0~140 |
388,753 |
732,868 |
+138,399 |
Total Volume and Open Interest |
1,260,422 |
1,385,646 |
+21,240 |
5-Year T-Notes(CBOT) |
Mar04 |
040227 |
113~215 |
113~245 |
113~180 |
113~245 |
+0~100 |
283,910 |
0 |
+0 |
Jun04 |
040227 |
112~095 |
112~135 |
112~055 |
112~130 |
+0~100 |
91,230 |
0 |
+0 |
Sep04 |
040227 |
111~080 |
111~080 |
111~080 |
111~080 |
+0~100 |
|
|
|
Total Volume and Open Interest |
375,140 |
|
|
2 Year T-Notes(CBOT) |
Mar04 |
040227 |
107~104 |
107~105 |
107~098 |
107~105 |
+0~011 |
29,548 |
100,155 |
-20,806 |
Jun04 |
040227 |
107~032 |
107~035 |
107~026 |
107~034 |
+0~012 |
26,258 |
138,372 |
+24,158 |
Total Volume and Open Interest |
55,806 |
238,527 |
+3,352 |
3-Mth T-Bills(IMM) |
Eurodollars(CME) |
Mar04 |
040227 |
98.868 |
98.870 |
98.865 |
98.868 |
unch |
35,875 |
765,262 |
-6,545 |
Jun04 |
040227 |
98.780 |
98.790 |
98.770 |
98.770 |
unch |
66,266 |
902,179 |
-11,941 |
Sep04 |
040227 |
98.585 |
98.595 |
98.565 |
98.575 |
+0.010 |
117,733 |
910,379 |
-9,146 |
Dec04 |
040227 |
98.285 |
98.285 |
98.250 |
98.270 |
+0.025 |
169,726 |
662,783 |
-2,113 |
Mar05 |
040227 |
97.925 |
97.930 |
97.895 |
97.920 |
+0.040 |
96,928 |
522,785 |
-814 |
Jun05 |
040227 |
97.540 |
97.545 |
97.510 |
97.535 |
+0.045 |
38,474 |
386,432 |
+414 |
Sep05 |
040227 |
97.155 |
97.175 |
97.130 |
97.165 |
+0.050 |
27,450 |
306,455 |
+254 |
Dec05 |
040227 |
96.825 |
96.845 |
96.800 |
96.840 |
+0.055 |
31,619 |
226,915 |
-2,466 |
Mar06 |
040227 |
96.560 |
96.590 |
96.555 |
96.580 |
+0.055 |
12,819 |
189,112 |
+1,439 |
Jun06 |
040227 |
96.320 |
96.350 |
96.320 |
96.345 |
+0.060 |
9,500 |
135,723 |
-169 |
Sep06 |
040227 |
96.110 |
96.130 |
96.110 |
96.130 |
+0.060 |
7,273 |
135,277 |
-1,182 |
Dec06 |
040227 |
95.895 |
95.920 |
95.890 |
95.915 |
+0.065 |
9,108 |
110,278 |
-154 |
Total Volume and Open Interest |
650,988 |
5,843,002 |
-29,213 |
3-Mth Euro-Yen(CME) |
Mar04 |
040227 |
99.91 |
99.91 |
99.91 |
99.91 |
-0.01 |
65 |
9,492 |
+28 |
Jun04 |
040227 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
72 |
9,330 |
+50 |
Sep04 |
040227 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
90 |
8,989 |
-29 |
Dec04 |
040227 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
91 |
6,978 |
-10 |
Mar05 |
040227 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
0 |
3,734 |
+0 |
Jun05 |
040227 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
909 |
-1 |
Sep05 |
040227 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
1,114 |
+0 |
Dec05 |
040227 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
64 |
+0 |
Mar06 |
040227 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
294 |
+0 |
Jun06 |
040227 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
47 |
+0 |
Total Volume and Open Interest |
318 |
42,246 |
+38 |
3-Mth Euro-Yen(SIMEX) |
Mar04 |
040227 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
25 |
58,340 |
-22 |
Jun04 |
040227 |
99.92 |
99.93 |
99.92 |
99.93 |
+0.01 |
38 |
66,028 |
-38 |
Sep04 |
040227 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
269 |
41,430 |
-225 |
Dec04 |
040227 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
692 |
54,357 |
+9 |
Mar05 |
040227 |
99.82 |
99.83 |
99.82 |
99.83 |
unch |
2,387 |
30,710 |
+142 |
Jun05 |
040227 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
2,125 |
41,784 |
-105 |
Sep05 |
040227 |
99.72 |
99.72 |
99.71 |
99.72 |
unch |
0 |
17,160 |
-1 |
Dec05 |
040227 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
450 |
3,719 |
+15 |
Total Volume and Open Interest |
7,526 |
327,402 |
-400 |
German Euro-Bund(EUREX) |
Mar04 |
040227 |
115.46 |
115.84 |
115.44 |
115.80 |
+0.36 |
955,016 |
850,526 |
-81,166 |
Jun04 |
040227 |
114.50 |
114.86 |
114.48 |
114.84 |
+0.37 |
71,953 |
174,584 |
+33,721 |
Sep04 |
040227 |
114.20 |
114.20 |
114.20 |
114.20 |
+0.36 |
1,028 |
3 |
+0 |
Total Volume and Open Interest |
1,027,997 |
1,025,113 |
-47,445 |
German Euro-Bobl(EUREX) |
Mar04 |
040227 |
112.58 |
112.81 |
112.57 |
112.77 |
+0.20 |
652,749 |
639,799 |
-59,810 |
Jun04 |
040227 |
111.80 |
111.97 |
111.77 |
111.94 |
+0.18 |
80,164 |
235,253 |
+44,826 |
Sep04 |
040227 |
111.28 |
111.43 |
111.28 |
111.37 |
+0.10 |
242 |
1 |
+0 |
Total Volume and Open Interest |
733,155 |
875,053 |
-14,984 |
Long Gilt(LIFFE) |
Mar04 |
040227 |
108~27 |
109~03 |
108~27 |
108~32 |
+0~10 |
76,802 |
56,689 |
-17,312 |
Jun04 |
040227 |
108~12 |
108~21 |
108~12 |
108~17 |
+0~10 |
44,327 |
124,562 |
+26,354 |
Total Volume and Open Interest |
121,129 |
181,251 |
+9,042 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040227 |
95.76 |
95.77 |
95.75 |
95.76 |
unch |
17,862 |
198,880 |
+3,282 |
Jun04 |
040227 |
95.59 |
95.62 |
95.58 |
95.59 |
unch |
33,962 |
213,728 |
+1,491 |
Sep04 |
040227 |
95.44 |
95.46 |
95.42 |
95.43 |
unch |
36,252 |
152,503 |
+3,244 |
Total Volume and Open Interest |
184,943 |
1,114,482 |
+2,484 |
3-Mth Euribor(LIFFE) |
Mar04 |
040227 |
97.960 |
97.990 |
97.955 |
97.975 |
+0.015 |
144,664 |
570,053 |
-12,060 |
Jun04 |
040227 |
98.005 |
98.050 |
97.995 |
98.035 |
+0.030 |
177,413 |
648,054 |
-11,879 |
Sep04 |
040227 |
97.935 |
97.995 |
97.930 |
97.975 |
+0.035 |
180,669 |
502,574 |
+2,627 |
Total Volume and Open Interest |
850,820 |
3,216,987 |
-14,928 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040227 |
94.43 |
94.43 |
94.39 |
94.41 |
-0.01 |
10,313 |
135,213 |
-20,842 |
Jun04 |
040227 |
94.33 |
94.34 |
94.29 |
94.33 |
unch |
26,379 |
178,417 |
-34,980 |
Sep04 |
040227 |
94.25 |
94.28 |
94.23 |
94.27 |
+0.01 |
4,295 |
62,258 |
-5,367 |
Dec04 |
040227 |
94.25 |
94.25 |
94.21 |
94.24 |
+0.01 |
2,443 |
29,515 |
-954 |
Mar05 |
040227 |
94.22 |
94.22 |
94.20 |
94.20 |
+0.01 |
512 |
18,438 |
-1,612 |
Jun05 |
040227 |
94.16 |
94.16 |
94.16 |
94.16 |
+0.01 |
235 |
13,072 |
-238 |
Sep05 |
040227 |
94.13 |
94.13 |
94.12 |
94.12 |
unch |
13 |
6,789 |
+13 |
Dec05 |
040227 |
94.08 |
94.09 |
94.08 |
94.09 |
+0.01 |
0 |
3,208 |
+0 |
Mar06 |
040227 |
94.05 |
94.05 |
94.05 |
94.05 |
+0.01 |
0 |
893 |
+0 |
Jun06 |
040227 |
94.01 |
94.01 |
94.01 |
94.01 |
unch |
0 |
1,343 |
+0 |
Total Volume and Open Interest |
44,190 |
450,075 |
-63,980 |
10-Year Aus T-Bonds(SFE) |
Mar04 |
040227 |
94.44 |
94.49 |
94.43 |
94.49 |
+0.08 |
12,657 |
231,090 |
-34,562 |
Jun04 |
040227 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.05 |
0 |
224 |
+0 |
Total Volume and Open Interest |
12,657 |
231,314 |
-34,562 |
3-Year Aus T-Bonds(SFE) |
Mar04 |
040227 |
94.53 |
94.55 |
94.50 |
94.55 |
+0.03 |
63,336 |
529,834 |
+13,611 |
Jun04 |
040227 |
94.41 |
94.45 |
94.41 |
94.45 |
+0.04 |
|
|
|
Total Volume and Open Interest |
63,336 |
529,834 |
+13,611 |
Gold(CMX) |
Apr04 |
040227 |
393.5 |
398.4 |
392.5 |
396.8 |
+1.3 |
59,323 |
139,505 |
-5,068 |
Jun04 |
040227 |
395.0 |
399.5 |
394.1 |
397.8 |
+1.3 |
13,614 |
33,712 |
+375 |
Aug04 |
040227 |
395.8 |
399.0 |
395.8 |
398.7 |
+1.3 |
1,473 |
8,094 |
-800 |
Oct04 |
040227 |
399.5 |
399.5 |
399.5 |
399.5 |
+1.2 |
112 |
1,919 |
+63 |
Dec04 |
040227 |
398.0 |
402.0 |
396.7 |
400.4 |
+1.2 |
806 |
22,546 |
-3 |
Feb05 |
040227 |
401.3 |
401.3 |
401.3 |
401.3 |
+1.2 |
102 |
3,039 |
+97 |
Total Volume and Open Interest |
75,548 |
233,858 |
-5,408 |
Silver(CMX) |
Mar04 |
040227 |
658.0 |
678.0 |
658.0 |
669.6 |
-1.2 |
15,921 |
7,747 |
-8,873 |
May04 |
040227 |
663.0 |
679.0 |
661.5 |
671.5 |
-1.5 |
35,285 |
75,034 |
+7,444 |
Jul04 |
040227 |
664.0 |
680.0 |
664.0 |
672.8 |
-1.4 |
963 |
7,767 |
+448 |
Sep04 |
040227 |
663.0 |
678.0 |
663.0 |
674.2 |
-1.4 |
12 |
1,735 |
+7 |
Dec04 |
040227 |
670.0 |
682.0 |
668.0 |
675.9 |
-1.4 |
702 |
15,362 |
+163 |
Total Volume and Open Interest |
52,993 |
112,418 |
-913 |
Platinum(NYM) |
Apr04 |
040227 |
874.0 |
888.0 |
874.0 |
887.4 |
+20.0 |
1,851 |
7,435 |
+579 |
Jul04 |
040227 |
867.5 |
880.0 |
867.5 |
877.4 |
+20.0 |
31 |
510 |
+17 |
Oct04 |
040227 |
872.9 |
872.9 |
872.9 |
872.9 |
+20.0 |
2 |
24 |
+2 |
Total Volume and Open Interest |
1,884 |
7,969 |
+598 |
Palladium(NYME) |
Mar04 |
040227 |
228.00 |
229.50 |
226.00 |
229.15 |
+3.00 |
2,143 |
2,786 |
-627 |
Jun04 |
040227 |
233.00 |
236.00 |
229.00 |
232.65 |
+3.25 |
1,906 |
9,218 |
+770 |
Sep04 |
040227 |
233.65 |
233.65 |
233.65 |
233.65 |
+3.25 |
2 |
52 |
+1 |
Total Volume and Open Interest |
4,071 |
12,226 |
+152 |
Copper(CMX) |
Mar04 |
040227 |
133.10 |
134.30 |
132.50 |
134.30 |
-0.50 |
7,580 |
14,837 |
-2,386 |
May04 |
040227 |
133.50 |
135.05 |
133.10 |
134.60 |
-0.80 |
15,991 |
55,136 |
+4,168 |
Jul04 |
040227 |
132.10 |
133.00 |
131.50 |
133.00 |
-0.65 |
646 |
6,750 |
+16 |
Sep04 |
040227 |
130.30 |
131.70 |
130.30 |
131.50 |
-0.35 |
182 |
3,059 |
+97 |
Dec04 |
040227 |
127.00 |
128.20 |
126.60 |
128.00 |
-0.40 |
33 |
6,505 |
-3 |
Total Volume and Open Interest |
24,772 |
93,018 |
+1,136 |
DJIA Index(CBOT) |
Mar04 |
040227 |
10598 |
10645 |
10555 |
10582 |
+9 |
8,815 |
47,579 |
+922 |
Jun04 |
040227 |
10575 |
10620 |
10545 |
10558 |
+9 |
33 |
1,083 |
+9 |
Sep04 |
040227 |
10543 |
10543 |
10543 |
10543 |
+9 |
0 |
238 |
+0 |
Dec04 |
040227 |
10528 |
10528 |
10528 |
10528 |
+9 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,848 |
48,904 |
+931 |
S & P 500(CME) |
Mar04 |
040227 |
1146.30 |
1151.70 |
1140.50 |
1144.60 |
+1.40 |
33,725 |
565,839 |
-1,731 |
Jun04 |
040227 |
1145.00 |
1149.20 |
1141.50 |
1143.60 |
+1.40 |
1,444 |
46,577 |
+1,249 |
Sep04 |
040227 |
1142.50 |
1142.50 |
1142.50 |
1142.50 |
+1.40 |
2 |
3,593 |
-1 |
Dec04 |
040227 |
1141.60 |
1141.60 |
1141.60 |
1141.60 |
+1.30 |
0 |
308 |
+0 |
Total Volume and Open Interest |
35,171 |
616,479 |
-483 |
S & P 500 E-Mini(Globex) |
Mar04 |
040227 |
1143.75 |
1152.00 |
1140.50 |
1144.50 |
+1.25 |
528,708 |
586,282 |
+1,065 |
Jun04 |
040227 |
1144.25 |
1150.50 |
1140.00 |
1143.50 |
+1.25 |
897 |
23,857 |
+682 |
Total Volume and Open Interest |
529,605 |
610,139 |
+1,747 |
NASDAQ 100(CME) |
Mar04 |
040227 |
1479.00 |
1486.00 |
1459.50 |
1471.50 |
-4.00 |
10,915 |
75,482 |
+25 |
Jun04 |
040227 |
1475.00 |
1475.00 |
1475.00 |
1475.00 |
-4.00 |
421 |
2,633 |
+409 |
Sep04 |
040227 |
1478.50 |
1478.50 |
1478.50 |
1478.50 |
-4.00 |
0 |
7 |
+0 |
Total Volume and Open Interest |
11,336 |
78,122 |
+434 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040227 |
1475.5 |
1486.5 |
1459.5 |
1471.5 |
-4.0 |
285,379 |
243,895 |
+990 |
Jun04 |
040227 |
1481.0 |
1488.5 |
1467.0 |
1475.0 |
-4.0 |
214 |
1,850 |
+3 |
Total Volume and Open Interest |
285,593 |
245,745 |
+993 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040227 |
599.00 |
603.00 |
598.00 |
601.50 |
+3.50 |
463 |
16,072 |
-42 |
Jun04 |
040227 |
601.50 |
601.50 |
601.50 |
601.50 |
+3.50 |
0 |
1 |
+0 |
Sep04 |
040227 |
601.50 |
601.50 |
601.50 |
601.50 |
+3.50 |
|
|
|
Total Volume and Open Interest |
463 |
16,073 |
-42 |
Russell 2000(CME) |
Mar04 |
040227 |
583.00 |
586.70 |
581.25 |
585.60 |
+4.10 |
1,193 |
26,007 |
-40 |
Jun04 |
040227 |
585.20 |
585.20 |
585.20 |
585.20 |
+4.10 |
0 |
217 |
+0 |
Sep04 |
040227 |
585.80 |
585.80 |
585.80 |
585.80 |
+4.10 |
|
|
|
Total Volume and Open Interest |
1,193 |
26,224 |
-40 |
Value Line(KCBT) |
Mar04 |
040227 |
1612.00 |
1613.00 |
1609.50 |
1613.00 |
+6.00 |
15 |
78 |
+10 |
Total Volume and Open Interest |
15 |
78 |
+10 |
Nikkei 225(CME) |
Mar04 |
040227 |
11025 |
11090 |
11025 |
11075 |
+210 |
3,270 |
34,898 |
+383 |
Jun04 |
040227 |
10975 |
11060 |
10975 |
11055 |
+210 |
164 |
544 |
+105 |
Total Volume and Open Interest |
3,434 |
35,454 |
+488 |
Nikkei 225(SIMEX) |
Mar04 |
040227 |
10860 |
11080 |
10840 |
11050 |
+235 |
22,547 |
159,667 |
+251 |
Jun04 |
040227 |
10830 |
11020 |
10830 |
11005 |
+235 |
62 |
992 |
+54 |
Sep04 |
040227 |
10990 |
10990 |
10990 |
10990 |
+235 |
|
|
|
Total Volume and Open Interest |
22,609 |
160,659 |
+305 |
CAC 40(MATIF) |
Feb04 |
040227 |
3728.0 |
3760.0 |
3725.5 |
3749.0 |
+34.5 |
138,543 |
474,807 |
+5,246 |
Mar04 |
040227 |
3737.0 |
3766.0 |
3719.0 |
3731.5 |
+11.0 |
98,820 |
244,086 |
+62,569 |
Apr04 |
040227 |
3733.0 |
3763.0 |
3722.5 |
3730.0 |
+11.5 |
336 |
52 |
+2 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Mar04 |
040227 |
4029.5 |
4057.5 |
4007.5 |
4026.5 |
+10.5 |
109,536 |
295,931 |
-2,233 |
Jun04 |
040227 |
4058.0 |
4076.0 |
4030.0 |
4046.5 |
+10.5 |
655 |
11,980 |
+90 |
Sep04 |
040227 |
4085.5 |
4094.0 |
4066.0 |
4066.0 |
+10.5 |
235 |
4,342 |
+70 |
Total Volume and Open Interest |
110,426 |
312,253 |
-2,073 |
FT-SE 100(LIFFE) |
Mar04 |
040227 |
4517.50 |
4541.50 |
4467.50 |
4478.00 |
-19.00 |
53,204 |
413,597 |
+1,965 |
Jun04 |
040227 |
4527.00 |
4545.50 |
4477.00 |
4486.00 |
-19.50 |
140 |
22,812 |
+51 |
Sep04 |
040227 |
4494.50 |
4494.50 |
4494.50 |
4494.50 |
-19.00 |
1,000 |
12,275 |
+0 |
Total Volume and Open Interest |
56,094 |
462,675 |
+3,766 |
SPI 200(SFE) |
Mar04 |
040227 |
3342.0 |
3362.0 |
3341.0 |
3362.0 |
+23.0 |
7,547 |
159,727 |
-6,065 |
Jun04 |
040227 |
3352.0 |
3373.0 |
3352.0 |
3373.0 |
+24.0 |
809 |
5,610 |
+797 |
Sep04 |
040227 |
3376.0 |
3384.0 |
3374.0 |
3384.0 |
+23.0 |
1 |
1,946 |
+1 |
Total Volume and Open Interest |
8,358 |
169,479 |
-5,329 |
GSCI(CME) |
Mar04 |
040227 |
275.65 |
279.10 |
275.65 |
278.10 |
+1.85 |
130 |
15,162 |
+78 |
Apr04 |
040227 |
275.30 |
275.30 |
275.30 |
275.30 |
+2.80 |
50 |
142 |
+50 |
May04 |
040227 |
272.00 |
272.00 |
272.00 |
272.00 |
+2.75 |
0 |
82 |
+0 |
Total Volume and Open Interest |
180 |
15,386 |
+128 |
Reuters CRB Index(NYBOT) |
Apr04 |
040227 |
273.00 |
274.25 |
272.75 |
273.90 |
+1.40 |
89 |
840 |
-22 |
Jun04 |
040227 |
272.00 |
272.90 |
272.00 |
272.90 |
+1.40 |
27 |
54 |
-9 |
Aug04 |
040227 |
271.65 |
271.65 |
271.65 |
271.65 |
+1.65 |
2 |
2 |
+0 |
Total Volume and Open Interest |
118 |
896 |
-31 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|