|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 20, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar04 |
040120 |
836.50 |
840.50 |
827.50 |
828.25 |
-7.50 |
38,615 |
129,590 |
-196 |
May04 |
040120 |
839.00 |
842.50 |
829.50 |
830.25 |
-8.25 |
13,120 |
65,269 |
+404 |
Jul04 |
040120 |
834.00 |
837.50 |
825.50 |
826.25 |
-6.50 |
9,324 |
33,797 |
+1,454 |
Aug04 |
040120 |
797.00 |
800.00 |
791.00 |
793.50 |
-3.50 |
608 |
7,834 |
+7 |
Sep04 |
040120 |
741.00 |
744.00 |
736.00 |
737.50 |
-1.50 |
39 |
3,684 |
+7 |
Nov04 |
040120 |
669.00 |
674.00 |
668.00 |
668.50 |
-2.50 |
2,569 |
19,843 |
-37 |
Jan05 |
040120 |
671.00 |
672.50 |
669.50 |
669.50 |
-2.00 |
22 |
294 |
+18 |
Total Volume and Open Interest |
64,340 |
260,442 |
+1,681 |
Soybean Meal(CBOT) |
Mar04 |
040120 |
258.30 |
262.00 |
256.50 |
259.60 |
+1.10 |
12,710 |
62,212 |
-608 |
May04 |
040120 |
258.50 |
261.60 |
257.10 |
259.10 |
+0.50 |
8,477 |
56,843 |
+851 |
Jul04 |
040120 |
255.70 |
258.00 |
254.00 |
256.10 |
+0.20 |
7,073 |
30,908 |
+849 |
Aug04 |
040120 |
245.00 |
248.00 |
243.50 |
245.20 |
unch |
1,243 |
9,492 |
+95 |
Sep04 |
040120 |
227.00 |
229.50 |
226.50 |
228.70 |
+0.70 |
383 |
7,099 |
-528 |
Oct04 |
040120 |
201.00 |
202.50 |
200.00 |
201.70 |
+1.20 |
319 |
5,478 |
-122 |
Dec04 |
040120 |
198.50 |
200.00 |
197.00 |
199.30 |
+0.80 |
1,059 |
12,896 |
+72 |
Jan05 |
040120 |
199.50 |
199.50 |
198.00 |
199.00 |
+0.60 |
22 |
756 |
-17 |
Total Volume and Open Interest |
31,287 |
185,852 |
+592 |
Soybean Oil(CBOT) |
Mar04 |
040120 |
29.75 |
29.80 |
29.20 |
29.23 |
-0.39 |
13,867 |
83,448 |
-1,151 |
May04 |
040120 |
29.60 |
29.68 |
29.05 |
29.08 |
-0.46 |
4,782 |
52,349 |
-105 |
Jul04 |
040120 |
29.45 |
29.45 |
28.82 |
28.86 |
-0.45 |
3,821 |
37,888 |
+980 |
Aug04 |
040120 |
28.75 |
28.78 |
28.30 |
28.35 |
-0.40 |
358 |
4,195 |
-45 |
Sep04 |
040120 |
28.10 |
28.10 |
27.70 |
27.73 |
-0.42 |
233 |
4,830 |
-313 |
Oct04 |
040120 |
26.75 |
26.88 |
26.75 |
26.80 |
-0.13 |
214 |
4,431 |
+84 |
Dec04 |
040120 |
26.15 |
26.15 |
25.95 |
26.05 |
-0.10 |
468 |
10,764 |
+115 |
Jan05 |
040120 |
26.00 |
26.00 |
25.90 |
25.95 |
-0.10 |
0 |
375 |
+0 |
Total Volume and Open Interest |
23,743 |
198,675 |
-435 |
Canola(WCE) |
Jan04 |
040114 |
372.9 |
372.9 |
372.9 |
372.9 |
-0.1 |
10 |
20 |
+0 |
Mar04 |
040120 |
372.9 |
373.4 |
370.5 |
370.7 |
-3.7 |
2,803 |
27,436 |
-712 |
May04 |
040120 |
378.0 |
379.0 |
375.8 |
375.8 |
-4.0 |
1,980 |
12,735 |
+456 |
Jul04 |
040120 |
383.1 |
383.1 |
380.5 |
380.7 |
-3.8 |
920 |
5,438 |
+65 |
Sep04 |
040120 |
347.5 |
347.5 |
347.5 |
347.5 |
+0.5 |
|
|
|
Total Volume and Open Interest |
6,180 |
54,378 |
+96 |
Corn(CBOT) |
Mar04 |
040120 |
273.00 |
278.75 |
272.00 |
275.25 |
+2.75 |
65,888 |
317,889 |
+10,777 |
May04 |
040120 |
276.75 |
283.25 |
276.25 |
279.75 |
+3.00 |
17,343 |
93,049 |
+3,374 |
Jul04 |
040120 |
280.25 |
286.50 |
279.50 |
283.25 |
+3.50 |
14,827 |
65,056 |
+4,203 |
Sep04 |
040120 |
274.00 |
279.50 |
274.00 |
277.25 |
+3.75 |
826 |
10,179 |
+167 |
Dec04 |
040120 |
271.00 |
275.00 |
270.75 |
273.25 |
+2.25 |
13,566 |
75,961 |
+4,564 |
Mar05 |
040120 |
272.75 |
276.75 |
272.25 |
275.00 |
+2.25 |
938 |
5,198 |
+461 |
Total Volume and Open Interest |
113,814 |
569,595 |
+23,623 |
Wheat(CBOT) |
Mar04 |
040120 |
396.00 |
404.00 |
394.50 |
395.50 |
-2.50 |
35,599 |
90,570 |
+1,251 |
May04 |
040120 |
400.00 |
406.50 |
398.00 |
399.75 |
-2.25 |
5,954 |
16,731 |
+1,830 |
Jul04 |
040120 |
392.00 |
395.50 |
390.00 |
391.00 |
-2.50 |
6,436 |
25,913 |
+1,145 |
Sep04 |
040120 |
396.00 |
398.00 |
393.50 |
394.00 |
-3.00 |
256 |
1,279 |
+16 |
Dec04 |
040120 |
402.00 |
404.50 |
401.00 |
401.00 |
-3.00 |
379 |
2,753 |
+17 |
Total Volume and Open Interest |
48,634 |
137,392 |
+4,265 |
Wheat(KCBT) |
Mar04 |
040120 |
402.00 |
408.00 |
401.00 |
404.25 |
-0.25 |
6,725 |
42,660 |
-157 |
May04 |
040120 |
404.00 |
406.50 |
401.00 |
403.25 |
-2.00 |
1,530 |
10,526 |
-115 |
Jul04 |
040120 |
396.00 |
398.00 |
394.50 |
395.50 |
-3.00 |
2,022 |
10,463 |
+554 |
Sep04 |
040120 |
399.00 |
400.50 |
397.50 |
397.50 |
-3.00 |
182 |
1,448 |
+43 |
Dec04 |
040120 |
408.00 |
408.00 |
403.50 |
403.50 |
-4.50 |
72 |
1,086 |
+54 |
Total Volume and Open Interest |
10,532 |
66,191 |
+380 |
Wheat(MGE) |
Mar04 |
040120 |
412.50 |
414.50 |
411.00 |
411.00 |
-2.50 |
2,652 |
19,360 |
-84 |
May04 |
040120 |
409.00 |
411.00 |
407.50 |
407.50 |
-2.50 |
900 |
4,903 |
-217 |
Jul04 |
040120 |
406.75 |
407.00 |
403.50 |
403.50 |
-3.50 |
198 |
2,031 |
-313 |
Sep04 |
040120 |
399.00 |
400.25 |
397.75 |
397.75 |
-2.75 |
832 |
1,746 |
+439 |
Dec04 |
040120 |
405.00 |
406.00 |
404.00 |
404.00 |
-4.00 |
192 |
723 |
+65 |
Total Volume and Open Interest |
4,776 |
28,768 |
-108 |
Oats(CBOT) |
Mar04 |
040120 |
160.75 |
161.00 |
157.00 |
159.00 |
-1.75 |
820 |
5,362 |
+46 |
May04 |
040120 |
162.75 |
163.00 |
159.75 |
160.00 |
-2.00 |
65 |
1,032 |
+11 |
Jul04 |
040120 |
161.50 |
165.25 |
160.00 |
160.00 |
-2.00 |
38 |
246 |
+15 |
Sep04 |
040120 |
154.00 |
154.00 |
154.00 |
154.00 |
+1.00 |
9 |
19 |
+4 |
Total Volume and Open Interest |
951 |
6,919 |
+76 |
Rough Rice(CBOT) |
Jan04 |
040120 |
8.30 |
8.31 |
8.30 |
8.31 |
-0.02 |
51 |
133 |
-49 |
Mar04 |
040120 |
8.40 |
8.52 |
8.38 |
8.44 |
-0.03 |
207 |
6,193 |
-8 |
May04 |
040120 |
8.55 |
8.66 |
8.55 |
8.58 |
-0.02 |
104 |
900 |
+44 |
Jul04 |
040120 |
8.69 |
8.69 |
8.69 |
8.69 |
-0.02 |
64 |
570 |
+16 |
Total Volume and Open Interest |
426 |
7,895 |
+3 |
Live Cattle(CME) |
Feb04 |
040120 |
79.600 |
80.200 |
79.300 |
80.200 |
+1.500 |
12,942 |
30,094 |
-3,596 |
Apr04 |
040120 |
76.100 |
77.250 |
75.800 |
77.175 |
+1.100 |
9,754 |
36,269 |
+2,373 |
Jun04 |
040120 |
71.500 |
72.100 |
71.300 |
71.925 |
+0.475 |
2,887 |
13,984 |
+1 |
Aug04 |
040120 |
73.750 |
74.200 |
73.550 |
74.100 |
+0.450 |
890 |
7,341 |
-57 |
Oct04 |
040120 |
76.700 |
77.250 |
76.500 |
77.200 |
+0.525 |
742 |
8,102 |
+266 |
Dec04 |
040120 |
77.700 |
78.150 |
77.700 |
78.150 |
+0.650 |
115 |
2,897 |
+7 |
Total Volume and Open Interest |
27,518 |
99,795 |
-1,118 |
Feeder Cattle(CME) |
Jan04 |
040120 |
90.050 |
90.300 |
89.600 |
90.300 |
+1.150 |
521 |
2,094 |
-22 |
Mar04 |
040120 |
84.500 |
85.600 |
84.450 |
85.575 |
+1.475 |
627 |
4,935 |
-11 |
Apr04 |
040120 |
85.500 |
86.250 |
85.500 |
86.225 |
+1.275 |
205 |
1,500 |
+30 |
May04 |
040120 |
85.900 |
86.700 |
85.900 |
86.700 |
+0.875 |
346 |
2,985 |
+18 |
Aug04 |
040120 |
88.300 |
88.900 |
88.300 |
88.800 |
+0.500 |
144 |
1,672 |
+47 |
Sep04 |
040120 |
88.500 |
89.000 |
88.500 |
89.000 |
+0.600 |
23 |
272 |
+6 |
Oct04 |
040120 |
88.250 |
88.850 |
88.250 |
88.850 |
+0.350 |
11 |
261 |
+0 |
Total Volume and Open Interest |
1,878 |
13,778 |
+68 |
Lean Hogs(CME) |
Feb04 |
040120 |
54.900 |
55.550 |
54.600 |
55.275 |
+0.525 |
4,544 |
16,121 |
-1,099 |
Apr04 |
040120 |
58.100 |
58.400 |
57.625 |
58.150 |
+0.075 |
4,108 |
21,451 |
+891 |
May04 |
040120 |
59.750 |
60.000 |
59.550 |
60.000 |
+0.250 |
124 |
1,341 |
+83 |
Jun04 |
040120 |
63.900 |
64.350 |
63.550 |
64.250 |
+0.375 |
744 |
5,674 |
+306 |
Jul04 |
040120 |
61.100 |
61.650 |
61.000 |
61.475 |
+0.225 |
340 |
1,438 |
+126 |
Aug04 |
040120 |
59.000 |
59.325 |
58.950 |
59.325 |
+0.425 |
135 |
1,027 |
+35 |
Oct04 |
040120 |
52.750 |
53.200 |
52.750 |
53.150 |
+0.300 |
101 |
923 |
+67 |
Dec04 |
040120 |
52.700 |
53.000 |
52.700 |
52.975 |
+0.725 |
27 |
339 |
+15 |
Total Volume and Open Interest |
10,124 |
48,333 |
+425 |
Pork Bellies(CME) |
Feb04 |
040120 |
82.400 |
82.800 |
81.700 |
82.500 |
+0.225 |
656 |
1,523 |
-44 |
Mar04 |
040120 |
83.100 |
83.600 |
82.500 |
83.400 |
+0.400 |
145 |
530 |
+15 |
May04 |
040120 |
84.500 |
85.100 |
84.250 |
84.600 |
+0.150 |
54 |
311 |
+21 |
Jul04 |
040120 |
86.050 |
86.050 |
85.300 |
85.800 |
-0.450 |
30 |
103 |
+3 |
Aug04 |
040120 |
85.500 |
85.500 |
85.500 |
85.500 |
-0.500 |
1 |
11 |
-1 |
Total Volume and Open Interest |
886 |
2,478 |
-6 |
BFP Milk Class III(CME) |
Jan04 |
040120 |
11.60 |
11.63 |
11.60 |
11.63 |
unch |
8 |
3,225 |
+1 |
Feb04 |
040120 |
11.60 |
11.70 |
11.60 |
11.61 |
+0.06 |
40 |
2,223 |
+29 |
Mar04 |
040120 |
11.65 |
11.75 |
11.65 |
11.74 |
+0.11 |
71 |
2,038 |
+40 |
Apr04 |
040120 |
11.71 |
11.75 |
11.69 |
11.75 |
+0.09 |
83 |
1,514 |
+21 |
May04 |
040120 |
11.87 |
11.99 |
11.87 |
11.97 |
+0.12 |
114 |
1,618 |
+18 |
Total Volume and Open Interest |
556 |
18,396 |
+149 |
Cocoa(NYBOT) |
Mar04 |
040120 |
1650 |
1660 |
1580 |
1589 |
-8 |
6,186 |
25,773 |
-3,387 |
May04 |
040120 |
1640 |
1640 |
1580 |
1586 |
-12 |
4,460 |
11,042 |
-2,466 |
Jul04 |
040120 |
1630 |
1635 |
1580 |
1584 |
-13 |
6,550 |
11,474 |
-3,901 |
Sep04 |
040120 |
1625 |
1627 |
1583 |
1583 |
-14 |
933 |
7,897 |
+446 |
Dec04 |
040120 |
1615 |
1627 |
1575 |
1581 |
-16 |
344 |
8,076 |
-66 |
Mar05 |
040120 |
1615 |
1625 |
1574 |
1580 |
-18 |
737 |
4,491 |
+349 |
May05 |
040120 |
1580 |
1585 |
1580 |
1580 |
-17 |
5,600 |
7,831 |
-831 |
Total Volume and Open Interest |
30,810 |
83,422 |
-10,687 |
Coffee "C"(NYBOT) |
Mar04 |
040120 |
71.45 |
74.80 |
70.90 |
74.70 |
+3.55 |
9,269 |
53,826 |
+968 |
May04 |
040120 |
72.90 |
76.40 |
72.70 |
76.25 |
+3.45 |
2,608 |
12,654 |
+805 |
Jul04 |
040120 |
74.50 |
77.90 |
74.25 |
77.80 |
+3.40 |
614 |
6,130 |
+151 |
Sep04 |
040120 |
76.00 |
79.35 |
76.00 |
79.35 |
+3.35 |
190 |
6,703 |
+55 |
Dec04 |
040120 |
78.70 |
81.95 |
78.70 |
81.95 |
+3.35 |
134 |
4,082 |
-30 |
Mar05 |
040120 |
81.45 |
84.60 |
81.45 |
84.60 |
+3.30 |
8 |
2,457 |
-10 |
Total Volume and Open Interest |
12,830 |
86,312 |
+1,946 |
Orange Juice(NYBOT) |
Mar04 |
040120 |
66.40 |
66.70 |
65.90 |
66.00 |
-0.40 |
1,464 |
26,939 |
+832 |
May04 |
040120 |
69.60 |
69.70 |
68.95 |
69.00 |
-0.40 |
326 |
6,561 |
+123 |
Jul04 |
040120 |
72.00 |
72.50 |
71.60 |
71.60 |
-0.40 |
224 |
1,214 |
+128 |
Sep04 |
040120 |
74.80 |
75.00 |
74.30 |
74.30 |
-0.20 |
37 |
599 |
+22 |
Nov04 |
040120 |
76.70 |
76.90 |
76.70 |
76.70 |
-0.30 |
10 |
408 |
+3 |
Total Volume and Open Interest |
2,061 |
35,813 |
+1,108 |
Sugar #11(NYBOT) |
Mar04 |
040120 |
5.79 |
5.84 |
5.74 |
5.81 |
+0.02 |
17,301 |
136,103 |
-1,695 |
May04 |
040120 |
6.03 |
6.06 |
5.97 |
6.01 |
+0.01 |
1,875 |
35,277 |
-1,356 |
Jul04 |
040120 |
6.06 |
6.08 |
5.98 |
6.02 |
-0.01 |
1,007 |
35,169 |
-77 |
Oct04 |
040120 |
6.19 |
6.20 |
6.11 |
6.14 |
-0.03 |
749 |
21,636 |
+339 |
Mar05 |
040120 |
6.40 |
6.40 |
6.35 |
6.36 |
-0.01 |
914 |
9,701 |
+268 |
Total Volume and Open Interest |
22,004 |
246,891 |
-2,515 |
London Cocoa(LCE) |
Mar04 |
040120 |
939 |
957 |
920 |
922 |
-3 |
3,968 |
57,315 |
-266 |
May04 |
040120 |
932 |
945 |
910 |
912 |
-19 |
1,708 |
18,379 |
-200 |
Jul04 |
040120 |
939 |
950 |
917 |
918 |
-19 |
858 |
23,435 |
-469 |
Sep04 |
040120 |
952 |
957 |
925 |
926 |
-19 |
926 |
22,016 |
+124 |
Dec04 |
040120 |
953 |
957 |
927 |
929 |
-17 |
332 |
38,642 |
+21 |
Mar05 |
040120 |
951 |
963 |
932 |
937 |
-18 |
596 |
22,090 |
+188 |
May05 |
040120 |
960 |
960 |
937 |
942 |
-19 |
27 |
2,872 |
+15 |
Total Volume and Open Interest |
8,415 |
186,517 |
-587 |
London Coffee(LCE) |
Jan04 |
040120 |
848.00 |
848.00 |
828.00 |
842.00 |
+18.00 |
373 |
6,269 |
-331 |
Mar04 |
040120 |
823.00 |
831.00 |
807.00 |
827.00 |
+33.00 |
12,257 |
61,955 |
+1,353 |
May04 |
040120 |
830.00 |
841.00 |
820.00 |
838.00 |
+33.00 |
1,862 |
30,307 |
+660 |
Jul04 |
040120 |
840.00 |
852.00 |
831.00 |
850.00 |
+33.00 |
233 |
14,119 |
+82 |
Sep04 |
040120 |
848.00 |
864.00 |
847.00 |
862.00 |
+35.00 |
154 |
14,566 |
-1 |
Nov04 |
040120 |
860.00 |
875.00 |
860.00 |
873.00 |
+35.00 |
144 |
8,792 |
-93 |
Total Volume and Open Interest |
15,023 |
138,337 |
+1,670 |
London Sugar(LCE) |
Mar04 |
040120 |
188.50 |
188.80 |
187.00 |
188.70 |
+2.20 |
2,675 |
17,819 |
-600 |
May04 |
040120 |
188.30 |
188.30 |
186.40 |
187.20 |
-0.10 |
508 |
11,573 |
+203 |
Aug04 |
040120 |
187.00 |
187.00 |
185.10 |
185.20 |
-0.90 |
88 |
7,971 |
-55 |
Oct04 |
040120 |
187.80 |
187.80 |
185.70 |
185.70 |
-2.30 |
12 |
4,549 |
+2 |
Dec04 |
040120 |
189.60 |
189.60 |
188.20 |
188.20 |
-1.40 |
28 |
1,978 |
+12 |
Total Volume and Open Interest |
3,343 |
45,623 |
-406 |
Cotton(NYBOT) |
Mar04 |
040120 |
74.60 |
75.30 |
73.35 |
75.27 |
+0.55 |
4,492 |
61,498 |
-266 |
May04 |
040120 |
75.70 |
76.45 |
74.60 |
76.38 |
+0.48 |
1,107 |
16,412 |
+178 |
Jul04 |
040120 |
76.55 |
77.00 |
75.50 |
77.00 |
+0.45 |
1,405 |
7,257 |
+335 |
Oct04 |
040120 |
68.60 |
68.60 |
68.40 |
68.40 |
-0.30 |
21 |
426 |
-9 |
Dec04 |
040120 |
69.36 |
69.40 |
68.65 |
69.10 |
-0.26 |
582 |
5,549 |
+244 |
Mar05 |
040120 |
71.15 |
71.15 |
71.15 |
71.15 |
-0.30 |
16 |
819 |
+6 |
Total Volume and Open Interest |
7,632 |
92,497 |
+480 |
Lumber(CME) |
Mar04 |
040120 |
360.0 |
365.0 |
351.3 |
354.8 |
-1.3 |
1,046 |
2,503 |
+396 |
May04 |
040120 |
351.7 |
354.8 |
348.2 |
349.3 |
-0.6 |
323 |
556 |
+31 |
Jul04 |
040120 |
350.0 |
351.5 |
349.4 |
349.9 |
unch |
16 |
149 |
+4 |
Sep04 |
040120 |
360.0 |
360.0 |
360.0 |
360.0 |
+7.6 |
6 |
28 |
-1 |
Total Volume and Open Interest |
1,391 |
3,236 |
+312 |
Crude Oil(NYM) |
Feb04 |
040120 |
35.60 |
36.37 |
35.30 |
36.20 |
+1.13 |
60,351 |
23,331 |
-20,103 |
Mar04 |
040120 |
34.40 |
35.00 |
34.15 |
34.87 |
+0.87 |
115,817 |
219,737 |
+7,091 |
Apr04 |
040120 |
33.75 |
34.40 |
33.60 |
34.31 |
+0.80 |
22,971 |
60,210 |
+3,656 |
May04 |
040120 |
33.25 |
33.85 |
33.00 |
33.75 |
+0.75 |
6,806 |
32,752 |
+1,079 |
Jun04 |
040120 |
32.50 |
33.25 |
32.50 |
33.16 |
+0.67 |
4,786 |
40,106 |
-109 |
Jul04 |
040120 |
32.15 |
32.60 |
32.00 |
32.60 |
+0.62 |
1,832 |
29,640 |
+245 |
Aug04 |
040120 |
31.65 |
32.10 |
31.65 |
32.10 |
+0.58 |
869 |
15,725 |
-225 |
Sep04 |
040120 |
31.35 |
31.65 |
31.20 |
31.65 |
+0.54 |
974 |
26,173 |
+260 |
Oct04 |
040120 |
30.80 |
31.26 |
30.80 |
31.26 |
+0.50 |
495 |
18,156 |
+115 |
Nov04 |
040120 |
30.45 |
30.93 |
30.45 |
30.93 |
+0.47 |
973 |
12,720 |
+85 |
Dec04 |
040120 |
30.15 |
30.67 |
30.15 |
30.67 |
+0.46 |
4,833 |
48,276 |
-357 |
Jan05 |
040120 |
30.06 |
30.38 |
30.06 |
30.38 |
+0.45 |
436 |
14,869 |
+125 |
Feb05 |
040120 |
29.60 |
30.12 |
29.60 |
30.12 |
+0.44 |
494 |
4,892 |
+26 |
Mar05 |
040120 |
29.60 |
29.86 |
29.60 |
29.86 |
+0.43 |
435 |
4,944 |
-250 |
Apr05 |
040120 |
29.63 |
29.63 |
29.63 |
29.63 |
+0.42 |
20 |
2,596 |
+0 |
May05 |
040120 |
29.41 |
29.41 |
29.41 |
29.41 |
+0.41 |
10 |
2,343 |
+10 |
Total Volume and Open Interest |
224,452 |
652,366 |
-6,997 |
Heating Oil(NYM) |
Feb04 |
040120 |
99.80 |
102.50 |
99.40 |
101.89 |
+3.83 |
24,699 |
42,050 |
-2,043 |
Mar04 |
040120 |
98.10 |
99.70 |
97.30 |
99.45 |
+3.33 |
13,467 |
54,986 |
+1,458 |
Apr04 |
040120 |
91.80 |
93.60 |
91.75 |
93.25 |
+2.73 |
1,970 |
15,007 |
+612 |
May04 |
040120 |
88.50 |
88.50 |
87.40 |
88.40 |
+2.28 |
680 |
7,645 |
+8 |
Jun04 |
040120 |
84.00 |
85.50 |
84.00 |
85.45 |
+2.03 |
245 |
9,159 |
+33 |
Jul04 |
040120 |
83.75 |
83.75 |
83.75 |
83.75 |
+1.83 |
295 |
6,291 |
-128 |
Aug04 |
040120 |
83.40 |
83.40 |
83.30 |
83.30 |
+1.73 |
664 |
4,234 |
+51 |
Sep04 |
040120 |
83.50 |
83.50 |
83.50 |
83.50 |
+1.68 |
200 |
2,324 |
-7 |
Oct04 |
040120 |
83.95 |
83.95 |
83.95 |
83.95 |
+1.63 |
0 |
1,141 |
+0 |
Nov04 |
040120 |
84.45 |
84.45 |
84.45 |
84.45 |
+1.63 |
41 |
1,470 |
+29 |
Dec04 |
040120 |
84.95 |
84.95 |
84.95 |
84.95 |
+1.63 |
800 |
8,818 |
+307 |
Jan05 |
040120 |
85.35 |
85.35 |
85.35 |
85.35 |
+1.63 |
99 |
2,156 |
+38 |
Total Volume and Open Interest |
43,222 |
157,343 |
+361 |
Unleaded Gas(NYM) |
Feb04 |
040120 |
100.00 |
102.40 |
99.70 |
101.62 |
+2.10 |
26,067 |
35,321 |
-3,113 |
Mar04 |
040120 |
100.10 |
102.50 |
100.00 |
101.74 |
+1.87 |
13,715 |
49,242 |
+1,964 |
Apr04 |
040120 |
105.50 |
107.00 |
105.20 |
106.44 |
+1.44 |
3,296 |
17,230 |
+765 |
May04 |
040120 |
104.20 |
105.60 |
104.20 |
105.24 |
+1.24 |
2,287 |
11,257 |
+812 |
Jun04 |
040120 |
102.50 |
103.10 |
102.50 |
102.99 |
+0.99 |
634 |
5,237 |
+141 |
Jul04 |
040120 |
101.00 |
101.00 |
100.29 |
100.29 |
+0.84 |
158 |
2,171 |
+31 |
Aug04 |
040120 |
97.14 |
97.14 |
97.14 |
97.14 |
+0.69 |
85 |
1,475 |
+50 |
Sep04 |
040120 |
93.80 |
93.80 |
93.34 |
93.34 |
+0.59 |
1,675 |
3,596 |
+505 |
Oct04 |
040120 |
88.19 |
88.19 |
88.19 |
88.19 |
+0.49 |
0 |
1,491 |
+0 |
Nov04 |
040120 |
85.44 |
85.44 |
85.44 |
85.44 |
+0.34 |
0 |
760 |
+0 |
Dec04 |
040120 |
83.84 |
83.84 |
83.84 |
83.84 |
+0.34 |
170 |
865 |
+120 |
Jan05 |
040120 |
83.14 |
83.14 |
83.14 |
83.14 |
+0.34 |
0 |
210 |
+0 |
Total Volume and Open Interest |
48,087 |
128,855 |
+1,275 |
Natural Gas(NYM) |
Feb04 |
040120 |
6.200 |
6.320 |
6.100 |
6.291 |
+0.351 |
21,046 |
34,939 |
-152 |
Mar04 |
040120 |
6.270 |
6.350 |
6.170 |
6.333 |
+0.310 |
13,013 |
50,062 |
+998 |
Apr04 |
040120 |
5.600 |
5.640 |
5.550 |
5.603 |
+0.130 |
3,927 |
21,955 |
-188 |
May04 |
040120 |
5.420 |
5.430 |
5.380 |
5.403 |
+0.080 |
1,587 |
23,743 |
-169 |
Jun04 |
040120 |
5.400 |
5.440 |
5.380 |
5.390 |
+0.070 |
1,042 |
17,219 |
+67 |
Jul04 |
040120 |
5.420 |
5.440 |
5.405 |
5.405 |
+0.065 |
648 |
14,745 |
-103 |
Aug04 |
040120 |
5.430 |
5.440 |
5.410 |
5.415 |
+0.058 |
744 |
13,344 |
-59 |
Sep04 |
040120 |
5.380 |
5.410 |
5.370 |
5.385 |
+0.052 |
271 |
12,575 |
+210 |
Oct04 |
040120 |
5.400 |
5.440 |
5.390 |
5.395 |
+0.048 |
372 |
14,174 |
-183 |
Nov04 |
040120 |
5.640 |
5.640 |
5.580 |
5.580 |
+0.038 |
287 |
10,192 |
+136 |
Dec04 |
040120 |
5.785 |
5.820 |
5.760 |
5.760 |
+0.035 |
262 |
12,259 |
-28 |
Jan05 |
040120 |
5.900 |
5.920 |
5.887 |
5.887 |
+0.032 |
475 |
9,339 |
+81 |
Feb05 |
040120 |
5.900 |
5.900 |
5.857 |
5.857 |
+0.032 |
152 |
8,319 |
+40 |
Mar05 |
040120 |
5.675 |
5.675 |
5.657 |
5.657 |
+0.027 |
180 |
8,653 |
+17 |
Apr05 |
040120 |
5.100 |
5.100 |
5.065 |
5.065 |
+0.015 |
224 |
8,790 |
+0 |
May05 |
040120 |
4.960 |
4.970 |
4.955 |
4.955 |
+0.015 |
60 |
4,220 |
+47 |
Total Volume and Open Interest |
44,430 |
327,087 |
+791 |
Brent Crude Oil(IPE) |
Mar04 |
040120 |
30.95 |
31.30 |
30.73 |
31.23 |
+0.76 |
49,898 |
106,917 |
-8,697 |
Apr04 |
040120 |
30.60 |
30.95 |
30.40 |
30.87 |
+0.79 |
13,536 |
60,504 |
+950 |
May04 |
040120 |
30.21 |
30.61 |
30.18 |
30.56 |
+0.79 |
2,925 |
16,292 |
-10 |
Jun04 |
040120 |
29.88 |
30.30 |
29.88 |
30.26 |
+0.74 |
3,528 |
27,420 |
-680 |
Jul04 |
040120 |
29.64 |
29.98 |
29.64 |
29.98 |
+0.71 |
837 |
9,236 |
+539 |
Aug04 |
040120 |
29.42 |
29.69 |
29.34 |
29.69 |
+0.67 |
510 |
10,055 |
+5 |
Sep04 |
040120 |
29.14 |
29.41 |
29.10 |
29.41 |
+0.64 |
700 |
9,462 |
-350 |
Oct04 |
040120 |
29.14 |
29.14 |
29.14 |
29.14 |
+0.62 |
0 |
5,291 |
+0 |
Nov04 |
040120 |
28.67 |
28.89 |
28.67 |
28.89 |
+0.62 |
100 |
5,350 |
+0 |
Dec04 |
040120 |
28.35 |
28.66 |
28.35 |
28.66 |
+0.59 |
3,526 |
27,721 |
-254 |
Jan05 |
040120 |
28.25 |
28.38 |
28.22 |
28.38 |
+0.56 |
0 |
1,890 |
+0 |
Feb05 |
040120 |
28.14 |
28.14 |
28.14 |
28.14 |
+0.52 |
|
|
|
Mar05 |
040120 |
27.92 |
27.92 |
27.92 |
27.92 |
+0.50 |
0 |
3,565 |
+0 |
Total Volume and Open Interest |
76,285 |
313,464 |
-8,502 |
Gas Oil(IPE) |
Feb04 |
040120 |
281.25 |
286.50 |
281.25 |
285.25 |
+12.50 |
18,753 |
44,500 |
-2,547 |
Mar04 |
040120 |
275.00 |
279.75 |
275.00 |
278.25 |
+11.00 |
9,025 |
28,578 |
-122 |
Apr04 |
040120 |
268.50 |
269.00 |
268.00 |
268.50 |
+8.75 |
2,835 |
11,229 |
+597 |
May04 |
040120 |
259.25 |
260.75 |
259.25 |
260.00 |
+7.50 |
1,244 |
10,659 |
+467 |
Jun04 |
040120 |
254.50 |
255.50 |
254.00 |
254.75 |
+6.50 |
1,340 |
11,477 |
-459 |
Jul04 |
040120 |
251.50 |
253.00 |
251.50 |
253.00 |
+6.25 |
112 |
4,481 |
+100 |
Aug04 |
040120 |
250.75 |
252.00 |
250.75 |
252.00 |
+5.75 |
0 |
2,505 |
+0 |
Sep04 |
040120 |
251.25 |
251.25 |
251.25 |
251.25 |
+5.50 |
0 |
4,097 |
+0 |
Oct04 |
040120 |
251.00 |
252.00 |
250.50 |
250.50 |
+5.25 |
0 |
3,493 |
+0 |
Nov04 |
040120 |
249.75 |
249.75 |
249.75 |
249.75 |
+5.00 |
0 |
2,683 |
+0 |
Total Volume and Open Interest |
33,816 |
146,022 |
-1,889 |
US Dollar Index(NYBOT) |
Mar04 |
040120 |
87.21 |
87.49 |
86.77 |
86.98 |
-1.07 |
106 |
18,204 |
-1,294 |
Jun04 |
040120 |
87.55 |
87.73 |
87.16 |
87.39 |
-1.07 |
42 |
2,078 |
+11 |
Sep04 |
040120 |
88.19 |
88.19 |
87.65 |
87.83 |
-1.07 |
0 |
7 |
+2 |
Total Volume and Open Interest |
106 |
20,290 |
-1,281 |
Australian Dollar(CME) |
Mar04 |
040120 |
75.99 |
76.50 |
75.82 |
76.13 |
+0.35 |
3,689 |
61,695 |
-1,329 |
Jun04 |
040120 |
75.20 |
75.65 |
75.04 |
75.30 |
+0.35 |
43 |
728 |
+25 |
Sep04 |
040120 |
74.45 |
74.47 |
74.45 |
74.47 |
+0.35 |
11 |
108 |
+5 |
Total Volume and Open Interest |
3,792 |
62,613 |
-1,262 |
British Pound(CME) |
Mar04 |
040120 |
180.47 |
181.40 |
180.06 |
181.10 |
+2.39 |
9,952 |
61,187 |
+411 |
Jun04 |
040120 |
179.00 |
179.90 |
178.70 |
179.72 |
+2.39 |
13 |
72 |
-2 |
Sep04 |
040120 |
178.34 |
178.34 |
178.34 |
178.34 |
+2.39 |
0 |
11 |
+0 |
Total Volume and Open Interest |
9,965 |
61,622 |
+409 |
Canadian Dollar(CME) |
Mar04 |
040120 |
77.15 |
77.64 |
76.80 |
77.26 |
+0.48 |
5,433 |
75,725 |
-3,742 |
Jun04 |
040120 |
76.90 |
77.36 |
76.68 |
77.04 |
+0.49 |
72 |
3,128 |
+36 |
Sep04 |
040120 |
77.10 |
77.15 |
76.86 |
76.86 |
+0.50 |
13 |
1,544 |
+0 |
Dec04 |
040120 |
76.97 |
76.97 |
76.68 |
76.68 |
+0.51 |
2 |
719 |
+0 |
Total Volume and Open Interest |
5,521 |
81,187 |
-3,706 |
Japanese Yen(CME) |
Mar04 |
040120 |
93.48 |
93.55 |
92.80 |
93.48 |
-0.27 |
25,267 |
150,395 |
-1,013 |
Jun04 |
040120 |
93.68 |
93.76 |
93.15 |
93.76 |
-0.27 |
34 |
7,554 |
-4 |
Sep04 |
040120 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.27 |
0 |
53 |
+0 |
Total Volume and Open Interest |
25,301 |
158,013 |
-1,017 |
Swiss Franc(CME) |
Mar04 |
040120 |
79.82 |
80.41 |
79.62 |
80.17 |
+1.22 |
13,012 |
41,360 |
-4,120 |
Jun04 |
040120 |
79.97 |
80.33 |
79.97 |
80.33 |
+1.22 |
70 |
241 |
+52 |
Sep04 |
040120 |
80.50 |
80.50 |
80.50 |
80.50 |
+1.22 |
0 |
2 |
+0 |
Total Volume and Open Interest |
13,082 |
41,705 |
-4,068 |
EuroFX(CME) |
Mar04 |
040120 |
125.17 |
125.78 |
124.72 |
125.46 |
+1.89 |
27,678 |
121,693 |
-3,040 |
Jun04 |
040120 |
124.86 |
125.39 |
124.44 |
125.17 |
+1.89 |
120 |
999 |
+4 |
Sep04 |
040120 |
124.40 |
125.05 |
124.40 |
124.91 |
+1.90 |
111 |
103 |
-76 |
Total Volume and Open Interest |
27,916 |
122,994 |
-3,111 |
Mexican Peso(CME) |
Mar04 |
040120 |
9185.0 |
9185.0 |
9130.0 |
9145.0 |
-42.0 |
2,148 |
45,982 |
+671 |
Jun04 |
040120 |
9040.0 |
9040.0 |
9040.0 |
9040.0 |
-42.0 |
0 |
531 |
+0 |
Total Volume and Open Interest |
2,223 |
46,981 |
+695 |
30-Year T-Bonds(CBOT) |
Mar04 |
040120 |
112~09 |
112~19 |
112~00 |
112~02 |
-0~16 |
257,956 |
490,619 |
+1,564 |
Jun04 |
040120 |
111~00 |
111~03 |
110~19 |
110~20 |
-0~16 |
7,452 |
19,972 |
+1,852 |
Sep04 |
040120 |
109~08 |
109~08 |
109~08 |
109~08 |
-0~16 |
1 |
205 |
+1 |
Total Volume and Open Interest |
265,409 |
510,984 |
+3,417 |
Municipal Bonds(CBOT) |
Mar04 |
040120 |
104~14 |
104~16 |
104~03 |
104~05 |
-0~13 |
188 |
2,435 |
+39 |
Total Volume and Open Interest |
188 |
2,435 |
+39 |
10-Year T-Notes(CBOT) |
Mar04 |
040120 |
114~020 |
114~115 |
113~280 |
114~010 |
-0~090 |
683,533 |
1,116,383 |
+12,602 |
Jun04 |
040120 |
112~125 |
112~245 |
112~100 |
112~145 |
-0~090 |
9,874 |
66,384 |
+4,670 |
Total Volume and Open Interest |
693,407 |
1,182,767 |
+17,272 |
5-Year T-Notes(CBOT) |
Mar04 |
040120 |
112~270 |
112~310 |
112~210 |
112~255 |
-0~040 |
273,126 |
0 |
+0 |
Jun04 |
040120 |
111~160 |
111~165 |
111~130 |
111~130 |
-0~045 |
4,730 |
27,313 |
+8,351 |
Total Volume and Open Interest |
277,856 |
27,313 |
+8,351 |
2 Year T-Notes(CBOT) |
Mar04 |
040120 |
107~061 |
107~064 |
107~050 |
107~060 |
-0~002 |
5,507 |
163,594 |
+2,782 |
Total Volume and Open Interest |
5,507 |
163,594 |
+2,782 |
3-Mth T-Bills(IMM) |
Eurodollars(CME) |
Mar04 |
040120 |
98.840 |
98.840 |
98.835 |
98.840 |
unch |
52,747 |
800,436 |
-12,524 |
Jun04 |
040120 |
98.715 |
98.725 |
98.700 |
98.720 |
unch |
68,265 |
777,297 |
-1,651 |
Sep04 |
040120 |
98.445 |
98.465 |
98.425 |
98.455 |
-0.010 |
121,343 |
721,993 |
+9,071 |
Dec04 |
040120 |
98.080 |
98.100 |
98.045 |
98.085 |
-0.010 |
178,935 |
608,841 |
+7,973 |
Mar05 |
040120 |
97.680 |
97.705 |
97.635 |
97.685 |
-0.010 |
107,538 |
365,791 |
-27,442 |
Jun05 |
040120 |
97.280 |
97.305 |
97.235 |
97.280 |
-0.010 |
38,234 |
307,160 |
+2,055 |
Sep05 |
040120 |
96.930 |
96.950 |
96.885 |
96.925 |
-0.020 |
27,218 |
234,960 |
-298 |
Dec05 |
040120 |
96.630 |
96.650 |
96.585 |
96.625 |
-0.025 |
25,230 |
177,428 |
+2,289 |
Mar06 |
040120 |
96.410 |
96.420 |
96.355 |
96.385 |
-0.035 |
17,710 |
164,083 |
+1,461 |
Jun06 |
040120 |
96.190 |
96.205 |
96.135 |
96.165 |
-0.035 |
14,646 |
124,379 |
+1,378 |
Sep06 |
040120 |
95.990 |
96.000 |
95.930 |
95.960 |
-0.040 |
12,404 |
112,228 |
+841 |
Dec06 |
040120 |
95.785 |
95.805 |
95.750 |
95.760 |
-0.035 |
13,434 |
100,398 |
-591 |
Total Volume and Open Interest |
754,811 |
5,135,064 |
-19,897 |
3-Mth Euro-Yen(CME) |
Mar04 |
040120 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1 |
9,322 |
-20 |
Jun04 |
040120 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
9,304 |
-150 |
Sep04 |
040120 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
11,892 |
+0 |
Dec04 |
040120 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
0 |
4,007 |
+0 |
Mar05 |
040120 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.01 |
21 |
3,539 |
+0 |
Jun05 |
040120 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
0 |
922 |
-10 |
Sep05 |
040120 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
2,070 |
-50 |
Dec05 |
040120 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
0 |
98 |
+0 |
Mar06 |
040120 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.11 |
0 |
289 |
+0 |
Jun06 |
040120 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.05 |
0 |
497 |
+0 |
Total Volume and Open Interest |
22 |
42,914 |
-130 |
3-Mth Euro-Yen(SIMEX) |
Mar04 |
040120 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,026 |
60,275 |
+16 |
Jun04 |
040120 |
99.91 |
99.92 |
99.91 |
99.91 |
unch |
111 |
66,922 |
-342 |
Sep04 |
040120 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
1,330 |
45,574 |
+575 |
Dec04 |
040120 |
99.85 |
99.86 |
99.84 |
99.85 |
unch |
1,292 |
39,340 |
+183 |
Mar05 |
040120 |
99.75 |
99.76 |
99.75 |
99.76 |
-0.01 |
1,829 |
21,206 |
+706 |
Jun05 |
040120 |
99.68 |
99.69 |
99.68 |
99.69 |
-0.01 |
2 |
16,560 |
-2 |
Sep05 |
040120 |
99.57 |
99.60 |
99.57 |
99.60 |
unch |
176 |
13,634 |
-19 |
Dec05 |
040120 |
99.47 |
99.50 |
99.47 |
99.50 |
unch |
126 |
3,348 |
+94 |
Total Volume and Open Interest |
5,993 |
279,907 |
+1,312 |
German Euro-Bund(EUREX) |
Mar04 |
040120 |
114.16 |
114.73 |
114.14 |
114.65 |
+0.31 |
1,436,060 |
935,335 |
+15,491 |
Jun04 |
040120 |
113.21 |
113.65 |
113.21 |
113.65 |
+0.29 |
3,091 |
21,433 |
+1,369 |
Sep04 |
040120 |
113.45 |
113.45 |
113.45 |
113.45 |
+0.36 |
2,553 |
0 |
+0 |
Total Volume and Open Interest |
1,441,704 |
956,768 |
+16,860 |
German Euro-Bobl(EUREX) |
Mar04 |
040120 |
111.33 |
111.73 |
111.33 |
111.66 |
+0.23 |
970,422 |
713,241 |
-1,920 |
Jun04 |
040120 |
110.65 |
110.85 |
110.65 |
110.85 |
+0.20 |
279 |
2,598 |
+265 |
Sep04 |
040120 |
110.45 |
110.45 |
110.45 |
110.45 |
+0.22 |
400 |
0 |
-93 |
Total Volume and Open Interest |
971,101 |
715,839 |
-1,748 |
Long Gilt(LIFFE) |
Mar04 |
040120 |
109~01 |
109~08 |
108~25 |
109~05 |
+0~04 |
37,592 |
160,971 |
+1,526 |
Jun04 |
040120 |
108~24 |
108~24 |
108~24 |
108~24 |
+0~04 |
0 |
1 |
+0 |
Total Volume and Open Interest |
37,592 |
160,972 |
+1,526 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040120 |
95.83 |
95.85 |
95.79 |
95.81 |
-0.01 |
39,738 |
196,819 |
+1,179 |
Jun04 |
040120 |
95.67 |
95.72 |
95.61 |
95.65 |
-0.03 |
46,007 |
207,452 |
-432 |
Sep04 |
040120 |
95.54 |
95.58 |
95.44 |
95.48 |
-0.06 |
39,805 |
172,602 |
+2,138 |
Total Volume and Open Interest |
182,219 |
1,006,644 |
+5,669 |
3-Mth Euribor(LIFFE) |
Mar04 |
040120 |
97.935 |
97.965 |
97.935 |
97.955 |
+0.015 |
271,237 |
550,487 |
+45,155 |
Jun04 |
040120 |
97.880 |
97.940 |
97.870 |
97.930 |
+0.040 |
318,274 |
462,572 |
+16,362 |
Sep04 |
040120 |
97.715 |
97.800 |
97.710 |
97.790 |
+0.050 |
241,723 |
450,904 |
+10,434 |
Total Volume and Open Interest |
1,363,298 |
2,634,154 |
+93,558 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040120 |
94.43 |
94.43 |
94.41 |
94.42 |
-0.04 |
10,075 |
226,626 |
+654 |
Jun04 |
040120 |
94.35 |
94.36 |
94.33 |
94.34 |
-0.06 |
6,249 |
113,218 |
+473 |
Sep04 |
040120 |
94.28 |
94.29 |
94.27 |
94.28 |
-0.06 |
859 |
43,234 |
-41 |
Dec04 |
040120 |
94.21 |
94.23 |
94.21 |
94.22 |
-0.06 |
740 |
26,452 |
+578 |
Mar05 |
040120 |
94.16 |
94.16 |
94.15 |
94.15 |
-0.07 |
766 |
18,560 |
+235 |
Jun05 |
040120 |
94.11 |
94.11 |
94.09 |
94.10 |
-0.07 |
538 |
12,526 |
+205 |
Sep05 |
040120 |
94.07 |
94.07 |
94.05 |
94.05 |
-0.09 |
345 |
6,382 |
+206 |
Dec05 |
040120 |
94.01 |
94.02 |
94.01 |
94.02 |
-0.07 |
256 |
2,698 |
+149 |
Mar06 |
040120 |
93.98 |
93.98 |
93.98 |
93.98 |
-0.08 |
50 |
889 |
+50 |
Jun06 |
040120 |
93.95 |
93.95 |
93.95 |
93.95 |
-0.09 |
200 |
820 |
+59 |
Total Volume and Open Interest |
20,197 |
451,838 |
+2,568 |
10-Year Aus T-Bonds(SFE) |
Mar04 |
040120 |
94.29 |
94.32 |
94.28 |
94.31 |
+0.00 |
3,092 |
173,139 |
-17,177 |
Jun04 |
040120 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.04 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Mar04 |
040120 |
94.41 |
94.42 |
94.39 |
94.40 |
-0.08 |
19,672 |
354,266 |
-16,747 |
Jun04 |
040120 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.08 |
|
|
|
Total Volume and Open Interest |
19,672 |
354,266 |
-16,747 |
Gold(CMX) |
Feb04 |
040120 |
409.8 |
413.4 |
408.4 |
412.9 |
+5.9 |
54,132 |
170,246 |
-14,011 |
Apr04 |
040120 |
411.0 |
414.5 |
409.6 |
414.0 |
+5.9 |
5,704 |
36,846 |
+757 |
Jun04 |
040120 |
412.0 |
415.7 |
410.5 |
414.9 |
+5.9 |
748 |
21,694 |
+10 |
Aug04 |
040120 |
412.0 |
416.0 |
411.7 |
415.8 |
+5.9 |
148 |
6,928 |
+6 |
Oct04 |
040120 |
416.6 |
416.6 |
416.6 |
416.6 |
+5.9 |
0 |
1,015 |
+1 |
Dec04 |
040120 |
414.0 |
418.0 |
413.5 |
417.5 |
+6.0 |
1,314 |
20,637 |
+70 |
Total Volume and Open Interest |
62,234 |
280,922 |
-13,195 |
Silver(CMX) |
Mar04 |
040120 |
639.0 |
639.5 |
627.5 |
632.3 |
-0.7 |
12,541 |
87,042 |
+1,048 |
May04 |
040120 |
641.0 |
642.0 |
629.5 |
633.3 |
-0.8 |
385 |
4,958 |
-54 |
Jul04 |
040120 |
644.0 |
644.0 |
633.0 |
634.6 |
-0.8 |
76 |
3,632 |
-9 |
Sep04 |
040120 |
634.0 |
638.5 |
633.5 |
635.3 |
-0.7 |
1 |
859 |
+0 |
Dec04 |
040120 |
644.0 |
645.0 |
634.0 |
636.0 |
-0.7 |
359 |
11,186 |
+15 |
Total Volume and Open Interest |
13,430 |
110,414 |
+1,026 |
Platinum(NYM) |
Jan04 |
040120 |
868.0 |
868.0 |
865.2 |
865.2 |
+4.3 |
14 |
127 |
-20 |
Apr04 |
040120 |
852.0 |
858.0 |
852.0 |
856.2 |
+4.3 |
717 |
8,034 |
+37 |
Jul04 |
040120 |
848.0 |
848.0 |
846.2 |
846.2 |
+1.3 |
0 |
160 |
+0 |
Oct04 |
040120 |
841.7 |
841.7 |
841.7 |
841.7 |
+1.3 |
1 |
5 |
+1 |
Total Volume and Open Interest |
732 |
8,326 |
+18 |
Palladium(NYME) |
Mar04 |
040120 |
219.00 |
225.00 |
217.00 |
224.75 |
+5.10 |
476 |
8,077 |
-92 |
Jun04 |
040120 |
219.00 |
225.45 |
219.00 |
225.45 |
+5.05 |
62 |
620 |
+47 |
Total Volume and Open Interest |
538 |
8,730 |
-45 |
Copper(CMX) |
Mar04 |
040120 |
110.80 |
112.15 |
110.45 |
111.75 |
+2.35 |
6,229 |
68,772 |
+50 |
May04 |
040120 |
110.50 |
111.70 |
110.05 |
111.30 |
+2.35 |
135 |
5,960 |
+46 |
Jul04 |
040120 |
109.80 |
111.00 |
109.70 |
110.65 |
+2.35 |
25 |
4,084 |
+7 |
Sep04 |
040120 |
109.00 |
109.85 |
109.00 |
109.85 |
+2.35 |
19 |
1,725 |
+6 |
Dec04 |
040120 |
107.60 |
108.70 |
107.60 |
108.65 |
+2.25 |
28 |
3,143 |
+15 |
Total Volume and Open Interest |
6,619 |
89,009 |
+170 |
DJIA Index(CBOT) |
Mar04 |
040120 |
10607 |
10615 |
10498 |
10515 |
-60 |
9,241 |
33,398 |
-1,556 |
Jun04 |
040120 |
10580 |
10590 |
10494 |
10494 |
-59 |
6 |
458 |
+0 |
Sep04 |
040120 |
10474 |
10474 |
10474 |
10474 |
-59 |
0 |
2 |
+0 |
Dec04 |
040120 |
10454 |
10454 |
10454 |
10454 |
-59 |
1 |
5 |
+1 |
Total Volume and Open Interest |
9,248 |
33,863 |
-1,555 |
S & P 500(CME) |
Mar04 |
040120 |
1140.50 |
1142.20 |
1134.00 |
1137.50 |
-0.60 |
30,733 |
595,636 |
-1,216 |
Jun04 |
040120 |
1136.00 |
1137.50 |
1135.00 |
1136.60 |
-0.60 |
612 |
17,094 |
-381 |
Sep04 |
040120 |
1135.80 |
1135.80 |
1135.80 |
1135.80 |
-0.60 |
400 |
3,182 |
+400 |
Dec04 |
040120 |
1135.00 |
1135.00 |
1135.00 |
1135.00 |
-0.70 |
0 |
75 |
+0 |
Total Volume and Open Interest |
31,745 |
616,135 |
-1,197 |
S & P 500 E-Mini(Globex) |
Mar04 |
040120 |
1137.25 |
1142.25 |
1134.00 |
1137.50 |
-0.50 |
574,795 |
516,623 |
+4,458 |
Jun04 |
040120 |
1136.75 |
1140.25 |
1134.00 |
1136.50 |
-0.75 |
686 |
5,781 |
+441 |
Total Volume and Open Interest |
575,481 |
522,404 |
+4,899 |
NASDAQ 100(CME) |
Mar04 |
040120 |
1560.00 |
1560.50 |
1543.00 |
1553.00 |
unch |
9,834 |
71,908 |
-1,006 |
Jun04 |
040120 |
1555.50 |
1555.50 |
1555.50 |
1555.50 |
unch |
5 |
57 |
+4 |
Sep04 |
040120 |
1558.00 |
1558.00 |
1558.00 |
1558.00 |
unch |
|
|
|
Total Volume and Open Interest |
9,839 |
71,965 |
-1,002 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040120 |
1554.0 |
1563.0 |
1542.5 |
1553.0 |
unch |
234,942 |
198,370 |
+1,877 |
Jun04 |
040120 |
1559.0 |
1565.0 |
1548.0 |
1555.5 |
unch |
41 |
615 |
+20 |
Total Volume and Open Interest |
234,983 |
198,985 |
+1,897 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040120 |
595.00 |
600.00 |
594.00 |
598.35 |
+5.25 |
834 |
15,737 |
-80 |
Jun04 |
040120 |
598.55 |
598.55 |
598.55 |
598.55 |
+5.25 |
0 |
1 |
+0 |
Sep04 |
040120 |
598.55 |
598.55 |
598.55 |
598.55 |
+5.25 |
|
|
|
Total Volume and Open Interest |
834 |
15,738 |
-80 |
Russell 2000(CME) |
Mar04 |
040120 |
592.00 |
598.50 |
589.10 |
597.25 |
+7.75 |
2,055 |
22,297 |
-525 |
Jun04 |
040120 |
597.35 |
597.35 |
597.35 |
597.35 |
+7.75 |
|
|
|
Sep04 |
040120 |
597.35 |
597.35 |
597.35 |
597.35 |
+7.75 |
|
|
|
Total Volume and Open Interest |
2,055 |
22,297 |
-525 |
Value Line(KCBT) |
Mar04 |
040120 |
1607.00 |
1616.00 |
1607.00 |
1616.00 |
+13.00 |
3 |
41 |
-3 |
Total Volume and Open Interest |
3 |
41 |
-3 |
Nikkei 225(CME) |
Mar04 |
040120 |
11090 |
11110 |
11040 |
11055 |
+140 |
3,659 |
29,687 |
+914 |
Jun04 |
040120 |
11045 |
11045 |
11045 |
11045 |
+140 |
0 |
97 |
+0 |
Total Volume and Open Interest |
3,659 |
29,795 |
+914 |
Nikkei 225(SIMEX) |
Mar04 |
040120 |
11070 |
11200 |
10975 |
11040 |
+190 |
18,027 |
142,134 |
-269 |
Jun04 |
040120 |
11000 |
11000 |
11000 |
11000 |
+190 |
0 |
303 |
+0 |
Sep04 |
040120 |
10995 |
10995 |
10995 |
10995 |
+190 |
|
|
|
Total Volume and Open Interest |
18,027 |
142,437 |
-269 |
CAC 40(MATIF) |
Jan04 |
040120 |
3689.0 |
3697.0 |
3659.5 |
3664.0 |
-26.0 |
33,625 |
431,701 |
+18,429 |
Feb04 |
040120 |
3682.0 |
3701.5 |
3666.5 |
3669.5 |
-26.0 |
36 |
357 |
+44 |
Mar04 |
040120 |
3699.5 |
3705.0 |
3671.0 |
3675.5 |
-26.0 |
752 |
119,728 |
+191 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Mar04 |
040120 |
4150.0 |
4171.0 |
4115.0 |
4136.0 |
+5.5 |
104,080 |
279,188 |
+555 |
Jun04 |
040120 |
4174.5 |
4189.5 |
4138.5 |
4157.5 |
+5.5 |
1,420 |
7,755 |
-301 |
Sep04 |
040120 |
4195.5 |
4210.5 |
4160.5 |
4179.0 |
+6.0 |
733 |
1,496 |
+270 |
Total Volume and Open Interest |
106,233 |
288,439 |
+524 |
FT-SE 100(LIFFE) |
Mar04 |
040120 |
4487.00 |
4506.00 |
4479.00 |
4487.00 |
+25.00 |
60,157 |
416,817 |
+5,821 |
Jun04 |
040120 |
4509.00 |
4511.50 |
4481.00 |
4496.00 |
+25.50 |
20 |
11,783 |
+5 |
Sep04 |
040120 |
4504.00 |
4504.00 |
4504.00 |
4504.00 |
+25.00 |
0 |
8,140 |
+0 |
Total Volume and Open Interest |
60,177 |
437,765 |
+5,826 |
SPI 200(SFE) |
Mar04 |
040120 |
3306.0 |
3312.0 |
3303.0 |
3310.0 |
+13.0 |
9,716 |
153,873 |
+1,221 |
Jun04 |
040120 |
3320.0 |
3322.0 |
3320.0 |
3322.0 |
+14.0 |
33 |
3,214 |
-26 |
Sep04 |
040120 |
3333.0 |
3333.0 |
3333.0 |
3333.0 |
+16.0 |
0 |
1,433 |
+0 |
Total Volume and Open Interest |
9,749 |
159,237 |
+1,195 |
GSCI(CME) |
Feb04 |
040120 |
272.20 |
275.60 |
270.80 |
275.20 |
+6.10 |
117 |
14,232 |
+51 |
Mar04 |
040120 |
270.00 |
270.00 |
270.00 |
270.00 |
+6.00 |
0 |
23 |
+0 |
Apr04 |
040120 |
266.00 |
266.00 |
266.00 |
266.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
117 |
14,962 |
|
Reuters CRB Index(NYBOT) |
Feb04 |
040120 |
269.50 |
270.25 |
269.00 |
269.50 |
+4.00 |
12 |
104 |
-5 |
Apr04 |
040120 |
267.50 |
270.50 |
267.50 |
269.75 |
+4.25 |
69 |
691 |
-27 |
Jun04 |
040120 |
268.50 |
268.50 |
268.50 |
268.50 |
+4.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
81 |
802 |
-32 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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