|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 15, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar04 |
040115 |
836.50 |
841.50 |
830.50 |
835.00 |
-6.50 |
63,902 |
131,443 |
+301 |
May04 |
040115 |
837.00 |
842.75 |
832.50 |
837.00 |
-5.75 |
16,982 |
63,478 |
+1,074 |
Jul04 |
040115 |
826.00 |
835.00 |
826.00 |
833.00 |
unch |
10,125 |
32,364 |
+628 |
Aug04 |
040115 |
793.00 |
799.00 |
793.00 |
798.50 |
+2.75 |
1,135 |
7,708 |
+78 |
Sep04 |
040115 |
740.00 |
744.00 |
737.00 |
740.25 |
+0.75 |
1,348 |
3,520 |
+614 |
Nov04 |
040115 |
666.50 |
675.00 |
666.00 |
671.75 |
+3.25 |
4,046 |
19,402 |
-255 |
Jan05 |
040115 |
669.00 |
674.00 |
668.00 |
672.50 |
+4.50 |
45 |
260 |
+10 |
Total Volume and Open Interest |
98,780 |
258,615 |
+1,398 |
Soybean Meal(CBOT) |
Mar04 |
040115 |
258.50 |
258.70 |
254.80 |
257.10 |
-2.40 |
21,641 |
66,225 |
+1,048 |
May04 |
040115 |
257.50 |
258.30 |
255.50 |
257.70 |
-1.10 |
9,142 |
56,009 |
+2,091 |
Jul04 |
040115 |
253.00 |
254.40 |
251.90 |
254.00 |
-0.60 |
4,759 |
30,364 |
+181 |
Aug04 |
040115 |
243.00 |
244.00 |
242.00 |
243.30 |
-0.70 |
1,089 |
9,171 |
+63 |
Sep04 |
040115 |
227.80 |
228.80 |
225.80 |
227.20 |
-1.40 |
1,174 |
6,929 |
+254 |
Oct04 |
040115 |
201.50 |
202.50 |
200.00 |
201.00 |
-1.00 |
745 |
5,729 |
+110 |
Dec04 |
040115 |
199.00 |
200.50 |
197.80 |
198.80 |
-0.80 |
1,409 |
12,248 |
-277 |
Jan05 |
040115 |
200.00 |
200.00 |
198.00 |
198.80 |
-0.80 |
0 |
774 |
+0 |
Total Volume and Open Interest |
40,606 |
187,689 |
+3,056 |
Soybean Oil(CBOT) |
Mar04 |
040115 |
29.80 |
30.17 |
29.68 |
29.87 |
+0.03 |
16,488 |
86,652 |
-262 |
May04 |
040115 |
29.60 |
30.05 |
29.58 |
29.74 |
+0.08 |
7,123 |
50,662 |
+598 |
Jul04 |
040115 |
29.30 |
29.80 |
29.20 |
29.53 |
+0.14 |
4,169 |
36,999 |
-370 |
Aug04 |
040115 |
29.15 |
29.15 |
28.80 |
28.93 |
+0.13 |
465 |
3,953 |
+24 |
Sep04 |
040115 |
28.00 |
28.35 |
27.98 |
28.20 |
+0.17 |
730 |
4,575 |
+608 |
Oct04 |
040115 |
26.75 |
26.95 |
26.75 |
26.95 |
+0.25 |
595 |
4,266 |
+175 |
Dec04 |
040115 |
25.95 |
26.15 |
25.95 |
26.12 |
+0.31 |
781 |
10,522 |
-122 |
Jan05 |
040115 |
26.00 |
26.00 |
26.00 |
26.00 |
+0.28 |
0 |
375 |
+0 |
Total Volume and Open Interest |
30,567 |
198,760 |
+413 |
Canola(WCE) |
Jan04 |
040114 |
372.9 |
372.9 |
372.9 |
372.9 |
-0.1 |
10 |
20 |
+0 |
Mar04 |
040115 |
374.7 |
377.8 |
374.2 |
376.6 |
+1.4 |
4,810 |
28,509 |
-210 |
May04 |
040115 |
381.5 |
382.9 |
380.7 |
382.0 |
+1.7 |
977 |
12,290 |
+344 |
Jul04 |
040115 |
383.5 |
387.0 |
383.5 |
385.8 |
+1.8 |
502 |
4,930 |
+298 |
Sep04 |
040115 |
347.0 |
347.0 |
347.0 |
347.0 |
+4.0 |
|
|
|
Total Volume and Open Interest |
6,466 |
53,964 |
+419 |
Corn(CBOT) |
Mar04 |
040115 |
270.00 |
271.50 |
266.50 |
268.75 |
unch |
56,861 |
297,396 |
-1,337 |
May04 |
040115 |
273.00 |
275.00 |
271.00 |
272.50 |
unch |
18,414 |
84,142 |
+2,113 |
Jul04 |
040115 |
275.50 |
278.25 |
274.00 |
276.00 |
+0.25 |
15,455 |
59,958 |
+4,196 |
Sep04 |
040115 |
271.00 |
272.50 |
269.50 |
270.50 |
+0.50 |
853 |
9,905 |
+401 |
Dec04 |
040115 |
268.50 |
270.00 |
267.50 |
268.75 |
+1.00 |
17,102 |
67,408 |
+5,683 |
Mar05 |
040115 |
271.00 |
272.50 |
270.00 |
270.75 |
+0.25 |
812 |
4,453 |
+405 |
Total Volume and Open Interest |
109,862 |
525,352 |
+11,624 |
Wheat(CBOT) |
Mar04 |
040115 |
394.50 |
397.00 |
385.00 |
386.25 |
-9.00 |
21,638 |
91,651 |
-652 |
May04 |
040115 |
399.75 |
400.50 |
389.50 |
390.75 |
-9.00 |
2,872 |
14,827 |
-194 |
Jul04 |
040115 |
393.00 |
394.00 |
385.00 |
386.75 |
-6.75 |
4,303 |
24,567 |
+778 |
Sep04 |
040115 |
391.50 |
392.50 |
388.00 |
390.50 |
-5.00 |
202 |
1,227 |
+77 |
Dec04 |
040115 |
401.50 |
401.50 |
395.00 |
397.50 |
-4.75 |
560 |
2,953 |
+370 |
Total Volume and Open Interest |
29,576 |
135,365 |
+380 |
Wheat(KCBT) |
Mar04 |
040115 |
401.50 |
402.50 |
395.00 |
396.75 |
-7.00 |
7,028 |
43,996 |
-1,096 |
May04 |
040115 |
402.00 |
402.00 |
395.50 |
397.25 |
-6.75 |
2,137 |
9,905 |
+320 |
Jul04 |
040115 |
396.00 |
397.00 |
389.50 |
390.25 |
-7.75 |
1,739 |
9,863 |
+138 |
Sep04 |
040115 |
395.00 |
396.00 |
392.00 |
393.50 |
-5.00 |
300 |
1,317 |
+201 |
Dec04 |
040115 |
405.00 |
405.00 |
400.00 |
400.00 |
-5.50 |
370 |
1,024 |
+209 |
Total Volume and Open Interest |
11,574 |
66,112 |
-228 |
Wheat(MGE) |
Mar04 |
040115 |
409.25 |
410.00 |
402.00 |
404.25 |
-5.00 |
3,442 |
19,968 |
-1,461 |
May04 |
040115 |
406.00 |
406.25 |
401.00 |
402.00 |
-4.50 |
2,636 |
5,186 |
+547 |
Jul04 |
040115 |
404.50 |
404.50 |
399.75 |
399.75 |
-4.25 |
2,173 |
2,004 |
+840 |
Sep04 |
040115 |
394.00 |
396.25 |
393.00 |
393.50 |
-3.25 |
41 |
1,301 |
+11 |
Dec04 |
040115 |
401.00 |
401.00 |
398.00 |
398.75 |
-3.25 |
69 |
642 |
+41 |
Total Volume and Open Interest |
8,361 |
29,104 |
-22 |
Oats(CBOT) |
Mar04 |
040115 |
162.25 |
162.50 |
156.50 |
156.75 |
-4.75 |
1,104 |
5,425 |
+320 |
May04 |
040115 |
162.50 |
162.50 |
157.00 |
157.50 |
-4.00 |
171 |
1,003 |
+35 |
Jul04 |
040115 |
158.75 |
159.00 |
158.25 |
158.25 |
-2.50 |
73 |
226 |
+27 |
Sep04 |
040115 |
154.00 |
154.00 |
154.00 |
154.00 |
unch |
15 |
15 |
+14 |
Total Volume and Open Interest |
1,443 |
6,929 |
+451 |
Rough Rice(CBOT) |
Jan04 |
040115 |
8.42 |
8.44 |
8.34 |
8.34 |
-0.08 |
43 |
178 |
-85 |
Mar04 |
040115 |
8.61 |
8.61 |
8.40 |
8.52 |
-0.09 |
418 |
6,135 |
-16 |
May04 |
040115 |
8.77 |
8.77 |
8.58 |
8.64 |
-0.10 |
65 |
881 |
-1 |
Jul04 |
040115 |
8.62 |
8.76 |
8.62 |
8.76 |
-0.08 |
78 |
551 |
-45 |
Total Volume and Open Interest |
604 |
7,844 |
-147 |
Live Cattle(CME) |
Feb04 |
040115 |
77.850 |
77.850 |
77.850 |
77.850 |
+1.500 |
4,039 |
34,145 |
-984 |
Apr04 |
040115 |
76.350 |
76.475 |
75.275 |
75.450 |
-0.525 |
9,078 |
33,317 |
+2,445 |
Jun04 |
040115 |
72.250 |
72.300 |
71.200 |
71.500 |
-0.550 |
2,732 |
14,096 |
+587 |
Aug04 |
040115 |
74.000 |
74.000 |
73.050 |
73.325 |
-0.325 |
761 |
6,962 |
-163 |
Oct04 |
040115 |
76.900 |
76.950 |
75.950 |
76.375 |
-0.325 |
689 |
7,566 |
-56 |
Dec04 |
040115 |
78.050 |
78.200 |
77.350 |
77.450 |
-0.300 |
195 |
2,749 |
+46 |
Total Volume and Open Interest |
17,742 |
100,029 |
+1,856 |
Feeder Cattle(CME) |
Jan04 |
040115 |
89.000 |
89.500 |
88.900 |
89.200 |
+0.525 |
430 |
2,327 |
-62 |
Mar04 |
040115 |
84.850 |
85.100 |
84.025 |
84.075 |
+0.125 |
892 |
4,891 |
+73 |
Apr04 |
040115 |
86.250 |
86.250 |
85.100 |
85.200 |
-0.100 |
199 |
1,425 |
+4 |
May04 |
040115 |
86.650 |
86.900 |
85.850 |
85.875 |
-0.300 |
482 |
2,963 |
-4 |
Aug04 |
040115 |
88.900 |
89.000 |
88.100 |
88.400 |
-0.250 |
299 |
1,548 |
+18 |
Sep04 |
040115 |
89.000 |
89.000 |
88.100 |
88.300 |
-0.200 |
78 |
259 |
-4 |
Oct04 |
040115 |
88.500 |
88.500 |
88.300 |
88.400 |
-0.150 |
35 |
265 |
+19 |
Total Volume and Open Interest |
2,417 |
13,735 |
+45 |
Lean Hogs(CME) |
Feb04 |
040115 |
53.900 |
53.975 |
53.300 |
53.800 |
+0.600 |
6,428 |
17,753 |
-1,884 |
Apr04 |
040115 |
57.250 |
57.400 |
56.350 |
57.050 |
+0.300 |
6,244 |
18,970 |
+2,672 |
May04 |
040115 |
58.800 |
58.975 |
58.300 |
58.800 |
-0.100 |
71 |
1,223 |
+21 |
Jun04 |
040115 |
63.200 |
63.450 |
62.550 |
62.725 |
-0.450 |
743 |
5,288 |
+152 |
Jul04 |
040115 |
60.750 |
60.900 |
60.100 |
60.400 |
-0.425 |
120 |
1,257 |
+13 |
Aug04 |
040115 |
58.800 |
58.800 |
58.200 |
58.450 |
-0.350 |
89 |
903 |
+48 |
Oct04 |
040115 |
52.075 |
52.100 |
51.950 |
52.050 |
-0.025 |
60 |
828 |
+26 |
Dec04 |
040115 |
52.700 |
52.700 |
52.000 |
52.100 |
-0.400 |
46 |
314 |
+8 |
Total Volume and Open Interest |
13,801 |
46,554 |
+1,056 |
Pork Bellies(CME) |
Feb04 |
040115 |
84.450 |
84.700 |
83.100 |
83.150 |
-1.250 |
517 |
1,619 |
+41 |
Mar04 |
040115 |
84.500 |
84.600 |
84.000 |
84.000 |
-0.600 |
89 |
508 |
+22 |
May04 |
040115 |
86.500 |
86.500 |
85.525 |
85.525 |
-0.375 |
87 |
273 |
+31 |
Jul04 |
040115 |
87.300 |
87.300 |
87.050 |
87.200 |
-0.800 |
20 |
101 |
+12 |
Aug04 |
040115 |
87.800 |
87.800 |
87.800 |
87.800 |
unch |
0 |
12 |
+0 |
Total Volume and Open Interest |
713 |
2,513 |
+106 |
BFP Milk Class III(CME) |
Jan04 |
040115 |
11.59 |
11.61 |
11.59 |
11.61 |
+0.02 |
54 |
3,205 |
-28 |
Feb04 |
040115 |
11.54 |
11.54 |
11.54 |
11.54 |
+0.02 |
7 |
2,167 |
-6 |
Mar04 |
040115 |
11.52 |
11.59 |
11.52 |
11.59 |
+0.07 |
1 |
1,967 |
+0 |
Apr04 |
040115 |
11.60 |
11.64 |
11.58 |
11.64 |
+0.05 |
2 |
1,493 |
+1 |
May04 |
040115 |
11.75 |
11.82 |
11.75 |
11.82 |
+0.07 |
8 |
1,578 |
+5 |
Total Volume and Open Interest |
113 |
17,976 |
-16 |
Cocoa(NYBOT) |
Mar04 |
040115 |
1600 |
1629 |
1595 |
1605 |
-3 |
4,121 |
29,163 |
+461 |
May04 |
040115 |
1608 |
1625 |
1596 |
1609 |
-1 |
796 |
13,412 |
+247 |
Jul04 |
040115 |
1610 |
1629 |
1600 |
1609 |
-4 |
242 |
15,190 |
+73 |
Sep04 |
040115 |
1619 |
1619 |
1607 |
1610 |
-5 |
431 |
7,401 |
+188 |
Dec04 |
040115 |
1613 |
1615 |
1611 |
1611 |
-7 |
214 |
8,127 |
+78 |
Mar05 |
040115 |
1617 |
1625 |
1606 |
1613 |
-8 |
178 |
4,141 |
-58 |
May05 |
040115 |
1611 |
1611 |
1611 |
1611 |
-12 |
125 |
8,662 |
+125 |
Total Volume and Open Interest |
6,107 |
93,765 |
+1,114 |
Coffee "C"(NYBOT) |
Mar04 |
040115 |
69.70 |
69.70 |
68.00 |
69.55 |
+0.20 |
9,553 |
53,557 |
-886 |
May04 |
040115 |
71.40 |
71.45 |
69.80 |
71.20 |
+0.15 |
1,664 |
11,702 |
-31 |
Jul04 |
040115 |
73.00 |
73.00 |
71.40 |
72.85 |
+0.10 |
819 |
5,976 |
-9 |
Sep04 |
040115 |
74.50 |
74.60 |
73.50 |
74.50 |
+0.10 |
200 |
6,622 |
+79 |
Dec04 |
040115 |
77.00 |
77.10 |
76.30 |
77.10 |
+0.05 |
328 |
4,129 |
-54 |
Mar05 |
040115 |
79.45 |
79.80 |
79.00 |
79.80 |
unch |
118 |
2,444 |
-50 |
Total Volume and Open Interest |
12,739 |
84,883 |
-894 |
Orange Juice(NYBOT) |
Mar04 |
040115 |
65.75 |
66.00 |
65.50 |
65.65 |
+0.30 |
3,015 |
26,486 |
-505 |
May04 |
040115 |
68.70 |
68.90 |
68.40 |
68.60 |
+0.30 |
497 |
6,418 |
+38 |
Jul04 |
040115 |
71.25 |
71.50 |
70.95 |
71.50 |
+0.70 |
104 |
1,071 |
+50 |
Sep04 |
040115 |
74.00 |
74.00 |
73.80 |
73.95 |
+0.65 |
92 |
566 |
+27 |
Nov04 |
040115 |
76.50 |
76.50 |
76.45 |
76.45 |
+0.65 |
25 |
405 |
+15 |
Total Volume and Open Interest |
3,733 |
35,035 |
-375 |
Sugar #11(NYBOT) |
Mar04 |
040115 |
5.80 |
5.85 |
5.68 |
5.73 |
-0.12 |
14,954 |
137,287 |
+2,987 |
May04 |
040115 |
5.99 |
6.07 |
5.90 |
5.95 |
-0.09 |
3,093 |
35,380 |
+961 |
Jul04 |
040115 |
6.03 |
6.05 |
5.95 |
6.00 |
-0.06 |
2,760 |
35,067 |
+920 |
Oct04 |
040115 |
6.12 |
6.17 |
6.11 |
6.15 |
unch |
485 |
21,229 |
+125 |
Mar05 |
040115 |
6.35 |
6.38 |
6.34 |
6.38 |
+0.03 |
202 |
9,077 |
-25 |
Total Volume and Open Interest |
21,618 |
246,683 |
+5,071 |
London Cocoa(LCE) |
Mar04 |
040115 |
907 |
927 |
901 |
907 |
+1 |
3,614 |
57,360 |
+110 |
May04 |
040115 |
924 |
940 |
916 |
919 |
-2 |
1,242 |
18,400 |
+499 |
Jul04 |
040115 |
939 |
953 |
931 |
931 |
-5 |
1,103 |
23,776 |
+27 |
Sep04 |
040115 |
950 |
961 |
942 |
942 |
-6 |
1,109 |
21,281 |
-327 |
Dec04 |
040115 |
951 |
960 |
942 |
942 |
-6 |
950 |
38,540 |
-78 |
Mar05 |
040115 |
959 |
966 |
949 |
949 |
-6 |
454 |
21,787 |
+86 |
May05 |
040115 |
959 |
973 |
956 |
956 |
-6 |
99 |
2,857 |
+63 |
Total Volume and Open Interest |
8,591 |
185,769 |
+400 |
London Coffee(LCE) |
Jan04 |
040115 |
817.00 |
820.00 |
803.00 |
810.00 |
+6.00 |
462 |
7,285 |
-1,121 |
Mar04 |
040115 |
768.00 |
789.00 |
768.00 |
780.00 |
+8.00 |
5,689 |
60,037 |
-334 |
May04 |
040115 |
779.00 |
799.00 |
779.00 |
790.00 |
+8.00 |
1,318 |
29,456 |
+314 |
Jul04 |
040115 |
789.00 |
807.00 |
789.00 |
802.00 |
+9.00 |
365 |
13,988 |
+77 |
Sep04 |
040115 |
800.00 |
819.00 |
800.00 |
813.00 |
+9.00 |
230 |
14,509 |
+103 |
Nov04 |
040115 |
828.00 |
828.00 |
824.00 |
824.00 |
+9.00 |
277 |
8,885 |
+231 |
Total Volume and Open Interest |
8,482 |
136,489 |
-714 |
London Sugar(LCE) |
Mar04 |
040115 |
186.00 |
186.50 |
183.30 |
183.60 |
-2.40 |
3,766 |
19,099 |
-405 |
May04 |
040115 |
187.00 |
187.20 |
184.50 |
184.60 |
-2.40 |
1,264 |
11,105 |
+644 |
Aug04 |
040115 |
184.00 |
185.00 |
183.60 |
183.60 |
-0.90 |
295 |
8,054 |
+98 |
Oct04 |
040115 |
183.70 |
183.80 |
183.70 |
183.80 |
-0.70 |
50 |
4,547 |
+0 |
Dec04 |
040115 |
186.30 |
186.30 |
186.30 |
186.30 |
-0.70 |
31 |
1,966 |
+30 |
Total Volume and Open Interest |
5,407 |
46,467 |
+368 |
Cotton(NYBOT) |
Mar04 |
040115 |
73.00 |
75.10 |
72.30 |
74.49 |
+0.92 |
4,871 |
62,612 |
+157 |
May04 |
040115 |
74.25 |
76.10 |
73.80 |
75.70 |
+0.86 |
1,452 |
15,959 |
+451 |
Jul04 |
040115 |
75.10 |
76.80 |
74.70 |
76.48 |
+0.68 |
312 |
6,654 |
-6 |
Oct04 |
040115 |
68.00 |
68.70 |
68.00 |
68.70 |
+0.55 |
28 |
438 |
+23 |
Dec04 |
040115 |
68.65 |
69.50 |
68.30 |
69.45 |
+0.57 |
223 |
5,301 |
+13 |
Mar05 |
040115 |
70.80 |
71.45 |
70.80 |
71.45 |
+0.65 |
17 |
793 |
+3 |
Total Volume and Open Interest |
6,915 |
92,295 |
+650 |
Lumber(CME) |
Jan04 |
040115 |
328.3 |
336.5 |
326.6 |
327.3 |
+0.8 |
123 |
139 |
-151 |
Mar04 |
040115 |
334.5 |
342.2 |
334.5 |
342.2 |
+10.0 |
636 |
1,896 |
+101 |
May04 |
040115 |
343.0 |
347.6 |
341.0 |
343.1 |
+3.5 |
169 |
403 |
+58 |
Jul04 |
040115 |
345.0 |
348.1 |
344.9 |
347.8 |
+2.9 |
29 |
143 |
+23 |
Total Volume and Open Interest |
961 |
2,607 |
+31 |
Crude Oil(NYM) |
Feb04 |
040115 |
35.10 |
35.20 |
33.27 |
33.44 |
-1.06 |
126,272 |
71,104 |
-24,516 |
Mar04 |
040115 |
34.35 |
34.40 |
32.35 |
32.53 |
-1.26 |
119,995 |
203,677 |
+32,193 |
Apr04 |
040115 |
33.75 |
33.80 |
32.10 |
32.11 |
-1.20 |
19,201 |
53,119 |
+1,877 |
May04 |
040115 |
33.15 |
33.20 |
31.66 |
31.66 |
-1.11 |
4,168 |
31,057 |
+89 |
Jun04 |
040115 |
32.45 |
32.65 |
31.19 |
31.19 |
-1.03 |
8,994 |
39,171 |
-299 |
Jul04 |
040115 |
31.95 |
32.10 |
30.60 |
30.73 |
-0.95 |
2,974 |
28,990 |
+1,275 |
Aug04 |
040115 |
30.80 |
30.92 |
30.31 |
30.31 |
-0.89 |
1,370 |
15,610 |
+457 |
Sep04 |
040115 |
30.35 |
30.52 |
29.94 |
29.94 |
-0.83 |
1,096 |
25,578 |
+95 |
Oct04 |
040115 |
30.00 |
30.00 |
29.64 |
29.64 |
-0.78 |
559 |
18,076 |
-118 |
Nov04 |
040115 |
29.90 |
29.90 |
29.39 |
29.39 |
-0.75 |
567 |
12,564 |
-221 |
Dec04 |
040115 |
30.00 |
30.10 |
29.19 |
29.19 |
-0.72 |
3,892 |
48,613 |
+1,006 |
Jan05 |
040115 |
29.85 |
29.85 |
28.96 |
28.96 |
-0.69 |
109 |
14,725 |
-12 |
Feb05 |
040115 |
28.76 |
28.76 |
28.76 |
28.76 |
-0.66 |
140 |
4,870 |
-29 |
Mar05 |
040115 |
28.56 |
28.56 |
28.56 |
28.56 |
-0.63 |
485 |
4,994 |
-5 |
Apr05 |
040115 |
28.39 |
28.39 |
28.39 |
28.39 |
-0.60 |
0 |
2,596 |
+0 |
May05 |
040115 |
28.23 |
28.23 |
28.23 |
28.23 |
-0.57 |
0 |
2,333 |
+0 |
Total Volume and Open Interest |
296,549 |
671,603 |
+15,383 |
Heating Oil(NYM) |
Feb04 |
040115 |
99.50 |
99.90 |
92.50 |
92.99 |
-3.75 |
38,692 |
48,573 |
-3,941 |
Mar04 |
040115 |
97.50 |
97.80 |
91.20 |
91.65 |
-3.55 |
26,110 |
49,372 |
+3,391 |
Apr04 |
040115 |
91.90 |
91.90 |
86.40 |
86.90 |
-3.25 |
5,510 |
13,857 |
+803 |
May04 |
040115 |
87.25 |
87.25 |
82.80 |
83.00 |
-2.90 |
2,195 |
7,710 |
+319 |
Jun04 |
040115 |
84.25 |
84.25 |
80.60 |
80.60 |
-2.55 |
1,153 |
8,870 |
+408 |
Jul04 |
040115 |
79.25 |
79.25 |
79.25 |
79.25 |
-2.40 |
1,530 |
6,250 |
+740 |
Aug04 |
040115 |
81.50 |
81.50 |
79.00 |
79.00 |
-2.35 |
680 |
4,183 |
+631 |
Sep04 |
040115 |
79.35 |
79.35 |
79.35 |
79.35 |
-2.30 |
227 |
2,381 |
+185 |
Oct04 |
040115 |
80.15 |
80.15 |
79.90 |
79.90 |
-2.25 |
5 |
1,140 |
+0 |
Nov04 |
040115 |
82.65 |
82.65 |
80.45 |
80.45 |
-2.20 |
55 |
1,416 |
+0 |
Dec04 |
040115 |
82.60 |
82.60 |
81.00 |
81.00 |
-2.15 |
651 |
8,500 |
+390 |
Jan05 |
040115 |
82.00 |
82.00 |
81.45 |
81.45 |
-2.10 |
50 |
2,112 |
+50 |
Total Volume and Open Interest |
76,858 |
156,423 |
+2,976 |
Unleaded Gas(NYM) |
Feb04 |
040115 |
101.30 |
101.40 |
92.90 |
93.29 |
-5.80 |
26,257 |
43,463 |
-3,069 |
Mar04 |
040115 |
101.10 |
101.30 |
93.50 |
93.93 |
-5.30 |
17,722 |
43,670 |
+6,027 |
Apr04 |
040115 |
106.00 |
106.00 |
99.00 |
99.43 |
-4.70 |
3,788 |
15,776 |
+69 |
May04 |
040115 |
103.75 |
103.75 |
98.73 |
98.73 |
-4.45 |
774 |
9,409 |
+404 |
Jun04 |
040115 |
103.00 |
103.00 |
96.93 |
96.93 |
-4.20 |
1,208 |
4,900 |
+66 |
Jul04 |
040115 |
94.53 |
94.53 |
94.53 |
94.53 |
-3.97 |
794 |
2,016 |
+531 |
Aug04 |
040115 |
91.63 |
91.63 |
91.63 |
91.63 |
-3.77 |
0 |
1,376 |
+0 |
Sep04 |
040115 |
90.75 |
90.75 |
88.13 |
88.13 |
-3.57 |
260 |
2,856 |
+93 |
Oct04 |
040115 |
83.28 |
83.28 |
83.28 |
83.28 |
-3.42 |
0 |
1,491 |
+0 |
Nov04 |
040115 |
80.83 |
80.83 |
80.83 |
80.83 |
-3.32 |
0 |
760 |
+0 |
Dec04 |
040115 |
81.75 |
81.75 |
79.38 |
79.38 |
-3.27 |
0 |
745 |
+0 |
Jan05 |
040115 |
81.00 |
81.00 |
78.78 |
78.78 |
-3.22 |
0 |
205 |
+0 |
Total Volume and Open Interest |
50,803 |
126,667 |
+4,121 |
Natural Gas(NYM) |
Feb04 |
040115 |
6.500 |
6.530 |
5.800 |
5.845 |
-0.542 |
30,981 |
38,294 |
-4,408 |
Mar04 |
040115 |
6.580 |
6.600 |
5.910 |
5.955 |
-0.537 |
17,198 |
48,637 |
+4,080 |
Apr04 |
040115 |
5.710 |
5.740 |
5.400 |
5.435 |
-0.257 |
5,436 |
21,920 |
+292 |
May04 |
040115 |
5.480 |
5.480 |
5.270 |
5.295 |
-0.157 |
3,597 |
24,124 |
-264 |
Jun04 |
040115 |
5.465 |
5.470 |
5.280 |
5.297 |
-0.143 |
2,063 |
16,198 |
+702 |
Jul04 |
040115 |
5.460 |
5.490 |
5.300 |
5.322 |
-0.135 |
722 |
14,635 |
+55 |
Aug04 |
040115 |
5.480 |
5.495 |
5.340 |
5.342 |
-0.135 |
509 |
13,367 |
+42 |
Sep04 |
040115 |
5.470 |
5.480 |
5.300 |
5.320 |
-0.135 |
631 |
12,514 |
+196 |
Oct04 |
040115 |
5.475 |
5.485 |
5.320 |
5.334 |
-0.138 |
824 |
14,352 |
+399 |
Nov04 |
040115 |
5.650 |
5.675 |
5.510 |
5.539 |
-0.123 |
384 |
10,010 |
+73 |
Dec04 |
040115 |
5.830 |
5.835 |
5.700 |
5.727 |
-0.110 |
2,970 |
12,313 |
-555 |
Jan05 |
040115 |
5.960 |
5.970 |
5.840 |
5.857 |
-0.110 |
2,739 |
9,530 |
-1,462 |
Feb05 |
040115 |
5.925 |
5.925 |
5.800 |
5.827 |
-0.100 |
420 |
8,238 |
+294 |
Mar05 |
040115 |
5.720 |
5.720 |
5.600 |
5.632 |
-0.090 |
347 |
8,579 |
+69 |
Apr05 |
040115 |
5.120 |
5.120 |
5.052 |
5.052 |
-0.070 |
55 |
8,698 |
+5 |
May05 |
040115 |
5.000 |
5.000 |
4.942 |
4.942 |
-0.060 |
415 |
4,176 |
+27 |
Total Volume and Open Interest |
70,004 |
328,132 |
-196 |
Brent Crude Oil(IPE) |
Mar04 |
040115 |
31.11 |
31.25 |
29.30 |
29.34 |
-1.23 |
73,838 |
113,956 |
+13,094 |
Apr04 |
040115 |
30.85 |
30.90 |
29.02 |
29.08 |
-1.23 |
12,785 |
51,287 |
+4,806 |
May04 |
040115 |
30.36 |
30.58 |
28.75 |
28.83 |
-1.20 |
1,664 |
15,803 |
+33 |
Jun04 |
040115 |
30.10 |
30.25 |
28.55 |
28.60 |
-1.18 |
2,362 |
25,973 |
+27 |
Jul04 |
040115 |
29.77 |
29.89 |
28.37 |
28.37 |
-1.14 |
3,675 |
9,187 |
-475 |
Aug04 |
040115 |
29.50 |
29.50 |
28.14 |
28.14 |
-1.07 |
670 |
10,050 |
+400 |
Sep04 |
040115 |
27.92 |
27.92 |
27.92 |
27.92 |
-0.99 |
759 |
9,812 |
+146 |
Oct04 |
040115 |
28.25 |
28.25 |
27.71 |
27.71 |
-0.92 |
277 |
5,291 |
+155 |
Nov04 |
040115 |
28.44 |
28.44 |
27.51 |
27.51 |
-0.88 |
600 |
5,375 |
-100 |
Dec04 |
040115 |
28.40 |
28.50 |
27.35 |
27.35 |
-0.85 |
1,580 |
28,587 |
+218 |
Jan05 |
040115 |
28.15 |
28.15 |
27.13 |
27.13 |
-0.82 |
0 |
1,870 |
+0 |
Mar05 |
040115 |
26.80 |
26.80 |
26.80 |
26.80 |
-0.67 |
200 |
3,565 |
+0 |
Total Volume and Open Interest |
141,037 |
322,770 |
-6,285 |
Gas Oil(IPE) |
Feb04 |
040115 |
275.50 |
281.75 |
265.50 |
271.75 |
-0.75 |
656 |
50,771 |
-3,798 |
Mar04 |
040115 |
270.50 |
275.50 |
260.00 |
267.25 |
-1.75 |
265 |
27,504 |
+3,165 |
Apr04 |
040115 |
266.00 |
267.50 |
257.50 |
260.00 |
-2.25 |
3,788 |
9,682 |
+696 |
May04 |
040115 |
258.50 |
260.00 |
251.00 |
253.00 |
-2.50 |
3,052 |
9,895 |
+465 |
Jun04 |
040115 |
254.25 |
254.75 |
246.00 |
248.75 |
-2.75 |
3,062 |
11,900 |
-622 |
Jul04 |
040115 |
251.00 |
251.00 |
247.75 |
247.75 |
-2.50 |
400 |
4,378 |
+125 |
Aug04 |
040115 |
250.50 |
250.50 |
246.75 |
246.75 |
-2.75 |
0 |
2,505 |
+0 |
Sep04 |
040115 |
246.00 |
246.00 |
246.00 |
246.00 |
-2.75 |
723 |
4,097 |
+0 |
Oct04 |
040115 |
245.25 |
245.25 |
245.25 |
245.25 |
-2.75 |
0 |
3,493 |
+0 |
Nov04 |
040115 |
244.50 |
244.50 |
244.50 |
244.50 |
-2.75 |
0 |
2,683 |
+0 |
Total Volume and Open Interest |
13,332 |
148,928 |
+701 |
US Dollar Index(NYBOT) |
Mar04 |
040115 |
86.39 |
86.93 |
86.34 |
86.87 |
+0.55 |
1,941 |
20,369 |
-176 |
Jun04 |
040115 |
86.88 |
87.31 |
86.88 |
87.28 |
+0.55 |
7 |
2,050 |
+2 |
Sep04 |
040115 |
87.72 |
87.72 |
87.72 |
87.72 |
+0.55 |
1 |
5 |
+1 |
Total Volume and Open Interest |
1,949 |
22,424 |
-173 |
Australian Dollar(CME) |
Mar04 |
040115 |
76.76 |
76.77 |
76.32 |
76.52 |
-0.50 |
4,097 |
63,807 |
+2,193 |
Jun04 |
040115 |
75.85 |
75.85 |
75.55 |
75.68 |
-0.50 |
88 |
700 |
+57 |
Sep04 |
040115 |
74.84 |
74.84 |
74.84 |
74.84 |
-0.50 |
0 |
103 |
+0 |
Total Volume and Open Interest |
4,186 |
64,654 |
+2,250 |
British Pound(CME) |
Mar04 |
040115 |
181.90 |
181.91 |
180.99 |
181.34 |
-1.18 |
3,667 |
60,517 |
-873 |
Jun04 |
040115 |
180.30 |
180.30 |
179.70 |
179.96 |
-1.18 |
17 |
77 |
+1 |
Sep04 |
040115 |
178.58 |
178.58 |
178.58 |
178.58 |
-1.18 |
0 |
11 |
+0 |
Total Volume and Open Interest |
3,690 |
60,957 |
-872 |
Canadian Dollar(CME) |
Mar04 |
040115 |
77.27 |
77.39 |
76.76 |
77.05 |
-0.38 |
7,896 |
82,201 |
-2,800 |
Jun04 |
040115 |
77.06 |
77.06 |
76.50 |
76.82 |
-0.38 |
327 |
3,114 |
+367 |
Sep04 |
040115 |
76.55 |
76.63 |
76.50 |
76.63 |
-0.38 |
364 |
1,551 |
+139 |
Dec04 |
040115 |
76.55 |
76.55 |
76.30 |
76.44 |
-0.38 |
67 |
710 |
+33 |
Total Volume and Open Interest |
8,664 |
87,645 |
-2,260 |
Japanese Yen(CME) |
Mar04 |
040115 |
94.39 |
94.52 |
94.22 |
94.24 |
-0.21 |
3,735 |
150,641 |
-976 |
Jun04 |
040115 |
94.70 |
94.78 |
94.50 |
94.52 |
-0.21 |
28 |
7,559 |
+7 |
Sep04 |
040115 |
94.82 |
94.82 |
94.82 |
94.82 |
-0.21 |
0 |
53 |
+0 |
Total Volume and Open Interest |
3,763 |
158,264 |
-969 |
Swiss Franc(CME) |
Mar04 |
040115 |
80.99 |
81.01 |
80.26 |
80.38 |
-0.86 |
4,291 |
47,454 |
-832 |
Jun04 |
040115 |
80.80 |
80.95 |
80.54 |
80.54 |
-0.86 |
0 |
189 |
-9 |
Sep04 |
040115 |
80.71 |
80.71 |
80.71 |
80.71 |
-0.86 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4,291 |
47,747 |
-841 |
EuroFX(CME) |
Mar04 |
040115 |
126.19 |
126.25 |
125.50 |
125.58 |
-0.88 |
17,041 |
127,738 |
-1,450 |
Jun04 |
040115 |
125.87 |
125.93 |
125.25 |
125.29 |
-0.88 |
165 |
1,041 |
+107 |
Sep04 |
040115 |
125.40 |
125.40 |
124.95 |
125.02 |
-0.88 |
1 |
196 |
+1 |
Total Volume and Open Interest |
17,225 |
129,173 |
-1,337 |
Mexican Peso(CME) |
Mar04 |
040115 |
9165.0 |
9180.0 |
9130.0 |
9155.0 |
-15.0 |
7,858 |
45,253 |
+2,959 |
Jun04 |
040115 |
9055.0 |
9055.0 |
9030.0 |
9050.0 |
-15.0 |
213 |
527 |
+86 |
Total Volume and Open Interest |
8,163 |
46,240 |
+3,125 |
30-Year T-Bonds(CBOT) |
Mar04 |
040115 |
112~08 |
112~29 |
112~03 |
112~27 |
+0~11 |
281,294 |
484,548 |
+4,212 |
Jun04 |
040115 |
110~25 |
111~14 |
110~21 |
111~13 |
+0~11 |
3,536 |
17,178 |
+1,030 |
Sep04 |
040115 |
109~31 |
110~01 |
109~31 |
110~01 |
+0~11 |
0 |
209 |
+0 |
Total Volume and Open Interest |
284,832 |
502,123 |
+5,243 |
Municipal Bonds(CBOT) |
Mar04 |
040115 |
104~25 |
104~28 |
104~19 |
104~26 |
+0~02 |
191 |
2,434 |
-1 |
Total Volume and Open Interest |
191 |
2,434 |
-1 |
10-Year T-Notes(CBOT) |
Mar04 |
040115 |
114~175 |
114~300 |
114~080 |
114~205 |
-0~010 |
834,968 |
1,090,384 |
+11,425 |
Jun04 |
040115 |
113~040 |
113~050 |
112~235 |
113~020 |
-0~010 |
8,928 |
45,916 |
+6,072 |
Total Volume and Open Interest |
843,896 |
1,136,300 |
+17,497 |
5-Year T-Notes(CBOT) |
Mar04 |
040115 |
113~065 |
113~085 |
112~260 |
113~025 |
-0~035 |
324,081 |
0 |
+0 |
Jun04 |
040115 |
111~270 |
111~270 |
111~230 |
111~230 |
-0~030 |
8 |
0 |
-17,745 |
Total Volume and Open Interest |
324,089 |
|
|
2 Year T-Notes(CBOT) |
Mar04 |
040115 |
107~065 |
107~065 |
107~049 |
107~060 |
-0~008 |
4,539 |
159,084 |
-2,325 |
Total Volume and Open Interest |
4,539 |
159,084 |
-2,325 |
3-Mth T-Bills(IMM) |
Eurodollars(CME) |
Mar04 |
040115 |
98.845 |
98.845 |
98.830 |
98.840 |
unch |
55,090 |
816,783 |
+7,594 |
Jun04 |
040115 |
98.735 |
98.740 |
98.705 |
98.720 |
-0.020 |
98,157 |
778,181 |
+2,686 |
Sep04 |
040115 |
98.495 |
98.495 |
98.440 |
98.470 |
-0.030 |
155,002 |
699,425 |
-7,414 |
Dec04 |
040115 |
98.150 |
98.150 |
98.050 |
98.110 |
-0.045 |
185,663 |
594,703 |
-11,494 |
Mar05 |
040115 |
97.765 |
97.765 |
97.660 |
97.715 |
-0.060 |
122,118 |
398,793 |
+6,408 |
Jun05 |
040115 |
97.375 |
97.375 |
97.265 |
97.315 |
-0.065 |
49,040 |
304,758 |
+2,126 |
Sep05 |
040115 |
97.030 |
97.030 |
96.925 |
96.975 |
-0.060 |
40,293 |
239,541 |
+2,482 |
Dec05 |
040115 |
96.735 |
96.735 |
96.630 |
96.690 |
-0.050 |
37,405 |
175,919 |
+1,283 |
Mar06 |
040115 |
96.515 |
96.515 |
96.390 |
96.465 |
-0.040 |
16,530 |
149,915 |
+260 |
Jun06 |
040115 |
96.285 |
96.285 |
96.185 |
96.255 |
-0.030 |
9,878 |
125,749 |
-1,198 |
Sep06 |
040115 |
96.050 |
96.060 |
95.980 |
96.060 |
-0.020 |
13,718 |
112,197 |
-242 |
Dec06 |
040115 |
95.870 |
95.870 |
95.790 |
95.860 |
-0.010 |
12,413 |
99,096 |
+75 |
Total Volume and Open Interest |
846,389 |
5,137,277 |
+5,507 |
3-Mth Euro-Yen(CME) |
Mar04 |
040115 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
9 |
9,322 |
+33 |
Jun04 |
040115 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
220 |
9,454 |
+113 |
Sep04 |
040115 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
2 |
11,872 |
-92 |
Dec04 |
040115 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
0 |
4,028 |
-65 |
Mar05 |
040115 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
0 |
3,442 |
-530 |
Jun05 |
040115 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
10 |
932 |
+5 |
Sep05 |
040115 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.02 |
0 |
2,120 |
+0 |
Dec05 |
040115 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
98 |
+0 |
Mar06 |
040115 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
289 |
+0 |
Jun06 |
040115 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
472 |
+0 |
Total Volume and Open Interest |
241 |
42,903 |
-536 |
3-Mth Euro-Yen(SIMEX) |
Mar04 |
040115 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
336 |
60,266 |
-179 |
Jun04 |
040115 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.01 |
525 |
66,719 |
-264 |
Sep04 |
040115 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
538 |
45,006 |
-151 |
Dec04 |
040115 |
99.84 |
99.85 |
99.84 |
99.85 |
+0.01 |
813 |
39,649 |
+178 |
Mar05 |
040115 |
99.74 |
99.76 |
99.74 |
99.76 |
+0.02 |
1,056 |
20,854 |
+332 |
Jun05 |
040115 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.02 |
0 |
16,512 |
+0 |
Sep05 |
040115 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.02 |
3 |
13,604 |
+0 |
Dec05 |
040115 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.02 |
0 |
3,244 |
+0 |
Total Volume and Open Interest |
3,272 |
278,776 |
-83 |
German Euro-Bund(EUREX) |
Mar04 |
040115 |
114.58 |
114.69 |
114.33 |
114.47 |
-0.12 |
1,249,054 |
930,966 |
-20,139 |
Jun04 |
040115 |
113.61 |
113.67 |
113.38 |
113.49 |
-0.10 |
578 |
5,968 |
+459 |
Sep04 |
040115 |
112.97 |
112.97 |
112.97 |
112.97 |
-0.42 |
|
|
|
Total Volume and Open Interest |
1,249,632 |
936,934 |
-19,680 |
German Euro-Bobl(EUREX) |
Mar04 |
040115 |
111.54 |
111.65 |
111.38 |
111.48 |
-0.08 |
973,576 |
736,051 |
+60 |
Jun04 |
040115 |
110.74 |
110.74 |
110.68 |
110.68 |
-0.10 |
1,464 |
2,536 |
+1,404 |
Sep04 |
040115 |
110.28 |
110.28 |
110.28 |
110.28 |
-0.08 |
173 |
173 |
+173 |
Total Volume and Open Interest |
975,213 |
738,760 |
+1,637 |
Long Gilt(LIFFE) |
Mar04 |
040115 |
109~17 |
109~18 |
109~01 |
109~08 |
-0~04 |
49,066 |
159,415 |
-1,572 |
Jun04 |
040115 |
108~27 |
108~27 |
108~27 |
108~27 |
-0~04 |
10 |
1 |
+0 |
Total Volume and Open Interest |
49,076 |
159,416 |
-1,572 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040115 |
95.84 |
95.84 |
95.80 |
95.82 |
-0.01 |
38,647 |
197,477 |
+2,929 |
Jun04 |
040115 |
95.69 |
95.71 |
95.63 |
95.66 |
-0.03 |
40,891 |
208,441 |
+1,385 |
Sep04 |
040115 |
95.56 |
95.58 |
95.47 |
95.51 |
-0.04 |
35,604 |
166,983 |
-2,734 |
Total Volume and Open Interest |
159,003 |
991,125 |
+5,396 |
3-Mth Euribor(LIFFE) |
Mar04 |
040115 |
97.920 |
97.930 |
97.915 |
97.920 |
+0.005 |
82,127 |
494,284 |
-1,316 |
Jun04 |
040115 |
97.875 |
97.890 |
97.850 |
97.870 |
+0.005 |
126,387 |
442,694 |
-5,433 |
Sep04 |
040115 |
97.735 |
97.755 |
97.705 |
97.730 |
+0.010 |
148,534 |
439,707 |
+10,828 |
Total Volume and Open Interest |
753,569 |
2,515,433 |
+30,997 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040115 |
94.46 |
94.47 |
94.43 |
94.45 |
-0.03 |
32,043 |
227,979 |
-3,948 |
Jun04 |
040115 |
94.39 |
94.41 |
94.36 |
94.39 |
-0.03 |
16,844 |
111,598 |
+3,433 |
Sep04 |
040115 |
94.32 |
94.35 |
94.29 |
94.33 |
-0.02 |
3,075 |
42,781 |
+1,183 |
Dec04 |
040115 |
94.25 |
94.29 |
94.25 |
94.27 |
-0.02 |
688 |
26,203 |
-409 |
Mar05 |
040115 |
94.23 |
94.24 |
94.22 |
94.22 |
-0.03 |
1,134 |
19,764 |
+73 |
Jun05 |
040115 |
94.19 |
94.20 |
94.18 |
94.18 |
-0.02 |
492 |
12,190 |
+54 |
Sep05 |
040115 |
94.14 |
94.15 |
94.14 |
94.15 |
-0.01 |
992 |
5,935 |
+152 |
Dec05 |
040115 |
94.12 |
94.12 |
94.12 |
94.12 |
-0.01 |
325 |
2,570 |
-83 |
Mar06 |
040115 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.01 |
125 |
839 |
+58 |
Jun06 |
040115 |
94.05 |
94.05 |
94.05 |
94.05 |
-0.02 |
137 |
761 |
+137 |
Total Volume and Open Interest |
56,017 |
451,053 |
+691 |
10-Year Aus T-Bonds(SFE) |
Mar04 |
040115 |
94.42 |
94.43 |
94.39 |
94.43 |
0.00 |
36,365 |
178,051 |
+18,203 |
Jun04 |
040115 |
94.43 |
94.43 |
94.43 |
94.43 |
0.00 |
|
|
|
Total Volume and Open Interest |
36,365 |
178,051 |
+18,203 |
3-Year Aus T-Bonds(SFE) |
Mar04 |
040115 |
94.49 |
94.52 |
94.47 |
94.50 |
-0.02 |
96,697 |
378,506 |
+54,759 |
Jun04 |
040115 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.02 |
|
|
|
Total Volume and Open Interest |
96,697 |
378,506 |
+54,759 |
Gold(CMX) |
Feb04 |
040115 |
415.7 |
416.8 |
408.0 |
408.7 |
-13.3 |
56,769 |
193,109 |
-2,071 |
Apr04 |
040115 |
416.0 |
418.0 |
409.1 |
409.7 |
-13.3 |
5,583 |
33,848 |
+1,944 |
Jun04 |
040115 |
417.3 |
418.8 |
410.0 |
410.6 |
-13.3 |
1,294 |
21,538 |
+287 |
Aug04 |
040115 |
419.0 |
419.0 |
411.0 |
411.5 |
-13.3 |
173 |
6,906 |
+30 |
Oct04 |
040115 |
412.3 |
412.3 |
412.3 |
412.3 |
-13.3 |
4 |
1,014 |
+1 |
Dec04 |
040115 |
420.0 |
422.0 |
413.0 |
413.1 |
-13.3 |
348 |
20,519 |
+33 |
Total Volume and Open Interest |
64,273 |
300,561 |
+288 |
Silver(CMX) |
Mar04 |
040115 |
632.0 |
635.5 |
619.0 |
621.3 |
-21.7 |
24,914 |
85,603 |
-319 |
May04 |
040115 |
637.0 |
637.0 |
620.0 |
622.4 |
-21.7 |
1,225 |
4,707 |
+231 |
Jul04 |
040115 |
633.0 |
637.0 |
621.0 |
623.7 |
-21.6 |
273 |
3,657 |
+44 |
Sep04 |
040115 |
639.0 |
639.0 |
624.3 |
624.3 |
-21.6 |
11 |
818 |
-3 |
Dec04 |
040115 |
639.0 |
642.0 |
624.0 |
625.0 |
-21.4 |
660 |
11,187 |
-103 |
Total Volume and Open Interest |
27,270 |
108,690 |
-34 |
Platinum(NYM) |
Jan04 |
040115 |
858.0 |
862.0 |
857.9 |
857.9 |
-5.5 |
55 |
156 |
-32 |
Apr04 |
040115 |
854.0 |
855.0 |
846.5 |
848.9 |
-5.5 |
750 |
8,087 |
+22 |
Jul04 |
040115 |
841.9 |
841.9 |
841.9 |
841.9 |
-5.5 |
0 |
160 |
+0 |
Oct04 |
040115 |
837.4 |
837.4 |
837.4 |
837.4 |
-5.5 |
0 |
4 |
+0 |
Total Volume and Open Interest |
805 |
8,407 |
-10 |
Palladium(NYME) |
Mar04 |
040115 |
217.00 |
217.50 |
212.30 |
215.65 |
-5.55 |
937 |
8,153 |
+338 |
Jun04 |
040115 |
220.00 |
220.00 |
216.15 |
216.15 |
-5.55 |
7 |
562 |
-3 |
Total Volume and Open Interest |
944 |
8,750 |
+335 |
Copper(CMX) |
Mar04 |
040115 |
109.25 |
109.65 |
106.70 |
108.40 |
-1.00 |
7,885 |
70,579 |
-915 |
May04 |
040115 |
109.00 |
109.00 |
107.00 |
108.00 |
-1.00 |
808 |
5,815 |
+297 |
Jul04 |
040115 |
107.60 |
107.60 |
105.90 |
107.35 |
-0.95 |
337 |
3,940 |
+46 |
Sep04 |
040115 |
107.20 |
107.20 |
105.60 |
106.60 |
-0.85 |
15 |
1,662 |
+12 |
Dec04 |
040115 |
106.40 |
106.40 |
104.85 |
105.50 |
-0.80 |
304 |
2,932 |
+222 |
Total Volume and Open Interest |
9,773 |
90,272 |
-1,170 |
DJIA Index(CBOT) |
Mar04 |
040115 |
10527 |
10576 |
10457 |
10552 |
+25 |
11,473 |
34,932 |
+874 |
Jun04 |
040115 |
10530 |
10530 |
10530 |
10530 |
+25 |
29 |
458 |
+9 |
Sep04 |
040115 |
10510 |
10510 |
10510 |
10510 |
+25 |
0 |
2 |
+0 |
Dec04 |
040115 |
10490 |
10490 |
10490 |
10490 |
+25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,502 |
35,396 |
+883 |
S & P 500(CME) |
Mar04 |
040115 |
1131.80 |
1136.30 |
1123.00 |
1133.20 |
+1.90 |
34,330 |
594,885 |
+1,391 |
Jun04 |
040115 |
1131.30 |
1134.00 |
1128.00 |
1132.30 |
+1.90 |
80 |
17,942 |
+3 |
Sep04 |
040115 |
1131.50 |
1131.50 |
1131.50 |
1131.50 |
+2.00 |
2 |
2,264 |
-1 |
Dec04 |
040115 |
1130.50 |
1130.80 |
1130.50 |
1130.80 |
+2.00 |
5 |
78 |
-2 |
Total Volume and Open Interest |
34,417 |
615,317 |
+1,391 |
S & P 500 E-Mini(Globex) |
Mar04 |
040115 |
1129.75 |
1136.50 |
1123.00 |
1133.25 |
+2.00 |
530,133 |
511,077 |
+17,379 |
Jun04 |
040115 |
1126.00 |
1135.50 |
1124.75 |
1132.25 |
+1.75 |
244 |
4,192 |
+105 |
Total Volume and Open Interest |
530,377 |
515,269 |
+17,484 |
NASDAQ 100(CME) |
Mar04 |
040115 |
1528.00 |
1548.50 |
1516.00 |
1537.50 |
unch |
7,685 |
72,162 |
-873 |
Jun04 |
040115 |
1540.00 |
1540.00 |
1540.00 |
1540.00 |
unch |
0 |
53 |
+0 |
Sep04 |
040115 |
1542.50 |
1542.50 |
1542.50 |
1542.50 |
unch |
|
|
|
Total Volume and Open Interest |
7,685 |
72,215 |
-873 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040115 |
1532.0 |
1548.5 |
1516.0 |
1537.5 |
unch |
254,375 |
190,463 |
-961 |
Jun04 |
040115 |
1527.5 |
1548.0 |
1521.0 |
1540.0 |
unch |
70 |
641 |
+37 |
Total Volume and Open Interest |
254,445 |
191,104 |
-924 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040115 |
589.00 |
591.50 |
584.00 |
591.00 |
+2.50 |
649 |
15,860 |
+74 |
Jun04 |
040115 |
591.20 |
591.20 |
591.20 |
591.20 |
+2.50 |
1 |
1 |
+0 |
Sep04 |
040115 |
591.20 |
591.20 |
591.20 |
591.20 |
+2.50 |
|
|
|
Total Volume and Open Interest |
650 |
15,861 |
+74 |
Russell 2000(CME) |
Mar04 |
040115 |
586.00 |
588.00 |
578.50 |
587.00 |
+1.75 |
1,139 |
22,894 |
+254 |
Jun04 |
040115 |
587.10 |
587.10 |
587.10 |
587.10 |
+1.75 |
|
|
|
Sep04 |
040115 |
587.10 |
587.10 |
587.10 |
587.10 |
+1.75 |
|
|
|
Total Volume and Open Interest |
1,139 |
22,894 |
+254 |
Value Line(KCBT) |
Mar04 |
040115 |
1588.00 |
1591.50 |
1585.00 |
1591.50 |
+2.75 |
3 |
43 |
-1 |
Total Volume and Open Interest |
3 |
43 |
-1 |
Nikkei 225(CME) |
Mar04 |
040115 |
10710 |
10770 |
10670 |
10690 |
-230 |
2,270 |
28,482 |
+43 |
Jun04 |
040115 |
10680 |
10680 |
10680 |
10680 |
-230 |
0 |
65 |
+0 |
Total Volume and Open Interest |
2,272 |
28,558 |
+45 |
Nikkei 225(SIMEX) |
Mar04 |
040115 |
10880 |
10890 |
10635 |
10655 |
-190 |
22,432 |
143,656 |
+2,594 |
Jun04 |
040115 |
10615 |
10615 |
10615 |
10615 |
-190 |
0 |
303 |
+0 |
Sep04 |
040115 |
10610 |
10610 |
10610 |
10610 |
-190 |
|
|
|
Total Volume and Open Interest |
22,432 |
143,959 |
+2,594 |
CAC 40(MATIF) |
Jan04 |
040115 |
3609.0 |
3649.0 |
3596.0 |
3628.0 |
+6.0 |
7 |
208 |
+40 |
Feb04 |
040115 |
3609.0 |
3633.0 |
3607.0 |
3633.0 |
+5.5 |
298 |
119,172 |
+275 |
Mar04 |
040115 |
3616.0 |
3646.5 |
3613.0 |
3639.0 |
+70.5 |
0 |
8,275 |
+0 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Mar04 |
040115 |
4049.0 |
4109.0 |
4041.0 |
4104.5 |
+39.5 |
110,195 |
281,128 |
+7,583 |
Jun04 |
040115 |
4070.5 |
4126.0 |
4065.0 |
4125.5 |
+40.0 |
622 |
8,148 |
+81 |
Sep04 |
040115 |
4100.0 |
4148.0 |
4096.5 |
4147.5 |
+40.5 |
443 |
1,302 |
+138 |
Total Volume and Open Interest |
111,260 |
290,578 |
+7,802 |
FT-SE 100(LIFFE) |
Mar04 |
040115 |
4440.00 |
4458.50 |
4426.50 |
4436.50 |
-6.50 |
69,975 |
405,434 |
-6,811 |
Jun04 |
040115 |
4439.50 |
4462.50 |
4439.00 |
4445.00 |
-7.00 |
1,540 |
11,737 |
+325 |
Sep04 |
040115 |
4453.50 |
4453.50 |
4453.50 |
4453.50 |
-6.50 |
2,500 |
8,140 |
+1,291 |
Total Volume and Open Interest |
74,015 |
426,336 |
-5,195 |
SPI 200(SFE) |
Mar04 |
040115 |
3320.0 |
3321.0 |
3302.0 |
3306.0 |
-11.0 |
9,708 |
151,222 |
-1,476 |
Jun04 |
040115 |
3323.0 |
3328.0 |
3317.0 |
3317.0 |
-12.0 |
273 |
3,240 |
+245 |
Sep04 |
040115 |
3326.0 |
3326.0 |
3326.0 |
3326.0 |
-12.0 |
0 |
1,433 |
+0 |
Total Volume and Open Interest |
10,006 |
156,385 |
-1,206 |
GSCI(CME) |
Feb04 |
040115 |
274.00 |
274.00 |
261.00 |
261.35 |
-9.10 |
3,161 |
14,076 |
+2,891 |
Mar04 |
040115 |
257.80 |
257.80 |
257.80 |
257.80 |
-7.20 |
0 |
23 |
+0 |
Total Volume and Open Interest |
6,017 |
15,583 |
+834 |
Reuters CRB Index(NYBOT) |
Feb04 |
040115 |
266.50 |
266.50 |
263.00 |
263.45 |
-4.30 |
34 |
113 |
-3 |
Apr04 |
040115 |
266.00 |
266.00 |
263.00 |
263.25 |
-3.50 |
70 |
731 |
+14 |
Jun04 |
040115 |
262.25 |
262.25 |
262.25 |
262.25 |
-3.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
104 |
851 |
+11 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|