|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon January 26, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040126 |
847.00 |
853.50 |
843.50 |
847.50 |
+8.25 |
65,825 |
129,974 |
-1,596 |
| May04 |
040126 |
844.00 |
853.50 |
843.00 |
848.00 |
+10.25 |
15,410 |
71,196 |
+1,960 |
| Jul04 |
040126 |
834.00 |
842.00 |
831.00 |
836.75 |
+10.25 |
10,242 |
35,994 |
+698 |
| Aug04 |
040126 |
798.00 |
804.00 |
795.00 |
800.25 |
+9.25 |
1,018 |
7,949 |
-171 |
| Sep04 |
040126 |
744.00 |
748.00 |
743.00 |
744.75 |
+6.75 |
775 |
3,723 |
-16 |
| Nov04 |
040126 |
675.00 |
678.00 |
673.00 |
676.50 |
+6.00 |
2,655 |
20,103 |
-18 |
| Jan05 |
040126 |
676.00 |
678.00 |
674.00 |
676.00 |
+5.50 |
22 |
384 |
+8 |
| Total Volume and Open Interest |
95,983 |
269,637 |
+893 |
| Soybean Meal(CBOT) |
| Mar04 |
040126 |
267.00 |
268.70 |
265.50 |
267.50 |
+3.20 |
12,830 |
62,868 |
+301 |
| May04 |
040126 |
266.10 |
267.70 |
264.60 |
266.60 |
+3.00 |
8,624 |
57,365 |
+832 |
| Jul04 |
040126 |
261.00 |
263.20 |
260.00 |
261.80 |
+2.70 |
5,289 |
31,206 |
+465 |
| Aug04 |
040126 |
249.00 |
251.20 |
248.00 |
250.00 |
+2.70 |
2,131 |
11,135 |
+1,123 |
| Sep04 |
040126 |
231.50 |
234.50 |
231.00 |
233.00 |
+4.10 |
1,136 |
8,055 |
+427 |
| Oct04 |
040126 |
205.00 |
206.00 |
205.00 |
205.20 |
+1.80 |
363 |
6,239 |
-60 |
| Dec04 |
040126 |
201.50 |
202.50 |
201.00 |
201.50 |
+1.00 |
1,510 |
13,851 |
+203 |
| Jan05 |
040126 |
202.00 |
202.50 |
201.50 |
201.50 |
+1.10 |
4 |
805 |
+4 |
| Total Volume and Open Interest |
31,889 |
191,709 |
+3,297 |
| Soybean Oil(CBOT) |
| Mar04 |
040126 |
29.63 |
30.04 |
29.54 |
29.86 |
+0.50 |
10,862 |
80,999 |
-701 |
| May04 |
040126 |
29.45 |
29.89 |
29.40 |
29.71 |
+0.52 |
6,169 |
53,600 |
+322 |
| Jul04 |
040126 |
29.15 |
29.54 |
29.05 |
29.45 |
+0.58 |
4,163 |
39,494 |
+380 |
| Aug04 |
040126 |
28.58 |
28.95 |
28.55 |
28.85 |
+0.51 |
469 |
4,732 |
+174 |
| Sep04 |
040126 |
27.95 |
28.25 |
27.80 |
28.12 |
+0.52 |
1,379 |
5,682 |
+349 |
| Oct04 |
040126 |
26.80 |
27.05 |
26.80 |
27.05 |
+0.45 |
253 |
5,035 |
+139 |
| Dec04 |
040126 |
25.90 |
26.20 |
25.90 |
26.15 |
+0.38 |
713 |
10,797 |
-167 |
| Jan05 |
040126 |
26.05 |
26.05 |
26.05 |
26.05 |
+0.45 |
17 |
375 |
+0 |
| Total Volume and Open Interest |
24,054 |
201,121 |
+508 |
| Canola(WCE) |
| Mar04 |
040126 |
378.0 |
379.3 |
378.0 |
379.2 |
+3.0 |
7,383 |
28,109 |
+533 |
| May04 |
040126 |
384.5 |
384.5 |
383.3 |
384.4 |
+3.2 |
2,040 |
14,367 |
+659 |
| Jul04 |
040126 |
387.0 |
388.5 |
387.0 |
388.5 |
+3.1 |
1,531 |
6,361 |
+347 |
| Sep04 |
040126 |
352.5 |
352.5 |
352.5 |
352.5 |
+1.5 |
|
|
|
| Nov04 |
040126 |
357.5 |
357.5 |
357.5 |
357.5 |
+2.3 |
449 |
8,747 |
+80 |
| Total Volume and Open Interest |
11,403 |
57,609 |
+1,619 |
| Corn(CBOT) |
| Mar04 |
040126 |
278.00 |
281.50 |
278.00 |
281.25 |
+4.25 |
57,792 |
318,035 |
+780 |
| May04 |
040126 |
282.00 |
285.75 |
282.00 |
285.25 |
+4.25 |
15,782 |
106,502 |
+787 |
| Jul04 |
040126 |
285.00 |
288.50 |
285.00 |
288.00 |
+4.00 |
11,405 |
74,258 |
+911 |
| Sep04 |
040126 |
279.50 |
283.00 |
279.50 |
282.25 |
+4.50 |
658 |
12,180 |
+218 |
| Dec04 |
040126 |
275.25 |
278.50 |
275.00 |
277.75 |
+4.00 |
12,724 |
88,629 |
+2,292 |
| Mar05 |
040126 |
278.25 |
281.25 |
278.25 |
280.75 |
+3.75 |
726 |
6,292 |
-140 |
| Total Volume and Open Interest |
99,204 |
608,440 |
+4,913 |
| Wheat(CBOT) |
| Mar04 |
040126 |
380.00 |
387.50 |
378.00 |
381.25 |
-0.25 |
33,210 |
88,929 |
-40 |
| May04 |
040126 |
386.00 |
391.50 |
383.00 |
386.75 |
+0.25 |
3,198 |
18,855 |
+440 |
| Jul04 |
040126 |
381.00 |
384.50 |
377.50 |
381.50 |
unch |
4,858 |
25,062 |
-31 |
| Sep04 |
040126 |
386.00 |
387.50 |
381.00 |
384.50 |
-0.50 |
172 |
1,362 |
+12 |
| Dec04 |
040126 |
391.00 |
394.50 |
389.00 |
393.50 |
+0.50 |
653 |
2,892 |
-5 |
| Total Volume and Open Interest |
42,092 |
137,260 |
+379 |
| Wheat(KCBT) |
| Mar04 |
040126 |
390.50 |
396.00 |
388.50 |
391.25 |
unch |
11,548 |
42,495 |
+582 |
| May04 |
040126 |
389.75 |
394.00 |
387.50 |
391.00 |
+0.25 |
1,162 |
11,041 |
+136 |
| Jul04 |
040126 |
383.50 |
388.00 |
381.50 |
385.75 |
+1.25 |
2,308 |
10,664 |
-42 |
| Sep04 |
040126 |
385.00 |
391.00 |
385.00 |
391.00 |
+5.00 |
49 |
1,502 |
+14 |
| Dec04 |
040126 |
392.00 |
396.50 |
392.00 |
396.50 |
+1.50 |
55 |
1,061 |
+33 |
| Total Volume and Open Interest |
15,122 |
66,771 |
+723 |
| Wheat(MGE) |
| Mar04 |
040126 |
399.75 |
406.00 |
398.25 |
402.00 |
unch |
2,752 |
17,586 |
-387 |
| May04 |
040126 |
398.00 |
401.50 |
395.50 |
399.00 |
+0.75 |
1,484 |
5,476 |
+649 |
| Jul04 |
040126 |
395.00 |
397.50 |
394.00 |
395.00 |
+0.50 |
1,313 |
2,099 |
+271 |
| Sep04 |
040126 |
390.00 |
392.00 |
389.00 |
390.00 |
unch |
738 |
2,488 |
+323 |
| Dec04 |
040126 |
395.00 |
399.00 |
395.00 |
397.00 |
unch |
168 |
864 |
+45 |
| Total Volume and Open Interest |
6,455 |
28,521 |
+901 |
| Oats(CBOT) |
| Mar04 |
040126 |
160.75 |
162.00 |
160.00 |
160.75 |
+2.50 |
641 |
4,846 |
-537 |
| May04 |
040126 |
162.00 |
163.00 |
161.50 |
162.50 |
+2.50 |
45 |
1,129 |
+12 |
| Jul04 |
040126 |
163.00 |
163.00 |
161.50 |
163.00 |
+2.00 |
29 |
257 |
+4 |
| Sep04 |
040126 |
156.50 |
156.50 |
156.50 |
156.50 |
+2.50 |
3 |
30 |
+1 |
| Total Volume and Open Interest |
836 |
6,607 |
-439 |
| Rough Rice(CBOT) |
| Mar04 |
040126 |
8.40 |
8.57 |
8.36 |
8.43 |
+0.05 |
562 |
6,151 |
+183 |
| May04 |
040126 |
8.60 |
8.75 |
8.53 |
8.58 |
+0.05 |
29 |
876 |
+6 |
| Jul04 |
040126 |
8.66 |
8.85 |
8.66 |
8.71 |
+0.05 |
35 |
573 |
-1 |
| Sep04 |
040126 |
7.80 |
7.80 |
7.80 |
7.80 |
unch |
1 |
66 |
+0 |
| Total Volume and Open Interest |
630 |
7,707 |
+191 |
| Live Cattle(CME) |
| Feb04 |
040126 |
79.800 |
79.800 |
78.675 |
78.675 |
-1.500 |
6,900 |
25,357 |
-1,525 |
| Apr04 |
040126 |
74.800 |
74.975 |
73.850 |
74.050 |
-1.025 |
6,776 |
40,184 |
+663 |
| Jun04 |
040126 |
70.500 |
71.075 |
70.300 |
70.675 |
+0.025 |
2,301 |
13,808 |
-615 |
| Aug04 |
040126 |
72.650 |
72.975 |
72.250 |
72.625 |
-0.050 |
752 |
7,491 |
-80 |
| Oct04 |
040126 |
75.700 |
75.900 |
75.250 |
75.600 |
-0.125 |
1,193 |
9,010 |
+358 |
| Dec04 |
040126 |
77.100 |
77.275 |
76.700 |
76.900 |
-0.200 |
360 |
3,043 |
+76 |
| Total Volume and Open Interest |
18,486 |
99,848 |
-1,127 |
| Feeder Cattle(CME) |
| Jan04 |
040126 |
89.900 |
89.950 |
89.100 |
89.200 |
-0.900 |
350 |
1,536 |
+29 |
| Mar04 |
040126 |
83.800 |
84.150 |
83.100 |
83.575 |
-0.650 |
1,153 |
5,490 |
+235 |
| Apr04 |
040126 |
84.800 |
85.050 |
84.300 |
84.725 |
-0.675 |
256 |
1,733 |
+37 |
| May04 |
040126 |
85.200 |
85.475 |
84.800 |
85.050 |
-0.475 |
472 |
3,312 |
+197 |
| Aug04 |
040126 |
87.400 |
87.600 |
87.000 |
87.500 |
-0.375 |
249 |
1,783 |
+33 |
| Sep04 |
040126 |
87.300 |
87.500 |
87.250 |
87.500 |
-0.400 |
3 |
275 |
+2 |
| Oct04 |
040126 |
87.800 |
87.800 |
87.650 |
87.700 |
-0.300 |
21 |
275 |
+1 |
| Total Volume and Open Interest |
2,506 |
14,472 |
+536 |
| Lean Hogs(CME) |
| Feb04 |
040126 |
55.050 |
55.900 |
54.475 |
55.825 |
+0.975 |
2,264 |
9,852 |
-688 |
| Apr04 |
040126 |
57.000 |
57.500 |
56.250 |
56.350 |
-0.600 |
4,324 |
25,605 |
+23 |
| May04 |
040126 |
58.600 |
59.150 |
58.600 |
58.975 |
-0.100 |
73 |
1,440 |
+24 |
| Jun04 |
040126 |
63.400 |
63.400 |
62.350 |
62.550 |
-0.700 |
680 |
6,340 |
-55 |
| Jul04 |
040126 |
60.200 |
60.300 |
59.800 |
59.900 |
-0.225 |
53 |
1,612 |
+12 |
| Aug04 |
040126 |
58.000 |
58.350 |
57.600 |
57.600 |
-0.500 |
31 |
1,127 |
+13 |
| Oct04 |
040126 |
52.650 |
52.900 |
52.550 |
52.550 |
unch |
66 |
1,037 |
+47 |
| Dec04 |
040126 |
52.900 |
53.000 |
52.550 |
52.550 |
-0.250 |
37 |
400 |
+19 |
| Total Volume and Open Interest |
7,531 |
47,437 |
-602 |
| Pork Bellies(CME) |
| Feb04 |
040126 |
82.100 |
84.200 |
82.100 |
83.500 |
+0.500 |
433 |
1,496 |
+2 |
| Mar04 |
040126 |
82.500 |
84.450 |
82.300 |
84.125 |
+0.850 |
139 |
649 |
+57 |
| May04 |
040126 |
84.750 |
85.950 |
84.750 |
85.200 |
+0.250 |
13 |
334 |
+3 |
| Jul04 |
040126 |
86.500 |
86.500 |
85.900 |
86.400 |
+0.400 |
1 |
126 |
-1 |
| Aug04 |
040126 |
85.750 |
85.750 |
85.500 |
85.500 |
unch |
0 |
11 |
+0 |
| Total Volume and Open Interest |
586 |
2,616 |
+61 |
| BFP Milk Class III(CME) |
| Jan04 |
040126 |
11.60 |
11.63 |
11.60 |
11.62 |
unch |
5 |
3,227 |
-1 |
| Feb04 |
040126 |
11.58 |
11.70 |
11.57 |
11.69 |
+0.12 |
61 |
2,333 |
-33 |
| Mar04 |
040126 |
11.79 |
11.85 |
11.77 |
11.77 |
-0.03 |
139 |
2,219 |
-4 |
| Apr04 |
040126 |
12.06 |
12.10 |
12.03 |
12.05 |
-0.01 |
244 |
1,766 |
+110 |
| May04 |
040126 |
12.22 |
12.25 |
12.22 |
12.22 |
unch |
154 |
1,702 |
+18 |
| Total Volume and Open Interest |
1,165 |
19,890 |
+407 |
| Cocoa(NYBOT) |
| Mar04 |
040126 |
1600 |
1635 |
1571 |
1604 |
-5 |
4,692 |
26,081 |
-429 |
| May04 |
040126 |
1587 |
1615 |
1570 |
1594 |
-5 |
1,482 |
12,151 |
+511 |
| Jul04 |
040126 |
1588 |
1606 |
1570 |
1593 |
-3 |
838 |
12,272 |
+79 |
| Sep04 |
040126 |
1588 |
1615 |
1578 |
1591 |
-3 |
254 |
7,895 |
+117 |
| Dec04 |
040126 |
1585 |
1605 |
1585 |
1589 |
-4 |
377 |
8,010 |
-6 |
| Mar05 |
040126 |
1585 |
1600 |
1575 |
1588 |
-7 |
664 |
5,202 |
+145 |
| May05 |
040126 |
1585 |
1585 |
1585 |
1585 |
-6 |
102 |
8,107 |
+44 |
| Total Volume and Open Interest |
8,459 |
86,556 |
+461 |
| Coffee "C"(NYBOT) |
| Mar04 |
040126 |
76.00 |
78.70 |
75.75 |
77.35 |
+2.90 |
8,874 |
64,102 |
+569 |
| May04 |
040126 |
77.75 |
79.90 |
77.30 |
78.85 |
+2.70 |
2,621 |
15,649 |
+219 |
| Jul04 |
040126 |
79.50 |
81.00 |
79.00 |
80.25 |
+2.65 |
913 |
6,839 |
-16 |
| Sep04 |
040126 |
80.50 |
82.50 |
80.00 |
81.70 |
+2.65 |
486 |
7,009 |
+89 |
| Dec04 |
040126 |
82.80 |
84.50 |
82.50 |
84.20 |
+2.65 |
192 |
4,222 |
-33 |
| Mar05 |
040126 |
85.25 |
86.75 |
84.50 |
86.70 |
+2.65 |
6 |
2,526 |
-1 |
| Total Volume and Open Interest |
13,096 |
100,904 |
+827 |
| Orange Juice(NYBOT) |
| Mar04 |
040126 |
62.10 |
62.20 |
61.00 |
61.10 |
-1.20 |
1,719 |
26,732 |
+130 |
| May04 |
040126 |
65.30 |
65.30 |
64.05 |
64.20 |
-1.10 |
861 |
7,167 |
+540 |
| Jul04 |
040126 |
67.80 |
67.80 |
66.75 |
66.90 |
-0.90 |
62 |
1,364 |
+38 |
| Sep04 |
040126 |
70.50 |
70.50 |
69.40 |
69.40 |
-0.90 |
10 |
707 |
+10 |
| Nov04 |
040126 |
73.00 |
73.00 |
71.90 |
71.90 |
-0.90 |
3 |
453 |
+2 |
| Total Volume and Open Interest |
2,655 |
36,521 |
+720 |
| Sugar #11(NYBOT) |
| Mar04 |
040126 |
5.79 |
5.89 |
5.75 |
5.77 |
unch |
14,340 |
142,791 |
+994 |
| May04 |
040126 |
6.00 |
6.08 |
5.97 |
5.99 |
+0.01 |
4,665 |
37,955 |
-588 |
| Jul04 |
040126 |
6.04 |
6.08 |
5.99 |
6.02 |
-0.01 |
1,674 |
35,423 |
+712 |
| Oct04 |
040126 |
6.15 |
6.17 |
6.12 |
6.13 |
-0.02 |
2,403 |
22,764 |
+282 |
| Mar05 |
040126 |
6.36 |
6.38 |
6.36 |
6.37 |
-0.01 |
208 |
10,524 |
+8 |
| Total Volume and Open Interest |
23,427 |
258,677 |
+1,533 |
| London Cocoa(LCE) |
| Mar04 |
040126 |
930 |
938 |
916 |
934 |
+4 |
3,339 |
55,785 |
-374 |
| May04 |
040126 |
920 |
927 |
908 |
921 |
-2 |
1,614 |
19,807 |
-24 |
| Jul04 |
040126 |
927 |
934 |
916 |
928 |
-1 |
692 |
21,952 |
-127 |
| Sep04 |
040126 |
933 |
942 |
924 |
936 |
+1 |
792 |
22,311 |
+122 |
| Dec04 |
040126 |
929 |
941 |
925 |
939 |
+3 |
1,427 |
38,481 |
+216 |
| Mar05 |
040126 |
943 |
951 |
935 |
948 |
+3 |
617 |
22,382 |
-82 |
| May05 |
040126 |
947 |
957 |
943 |
956 |
+5 |
12 |
3,108 |
+0 |
| Total Volume and Open Interest |
8,505 |
185,640 |
-269 |
| London Coffee(LCE) |
| Jan04 |
040126 |
842.00 |
856.00 |
841.00 |
856.00 |
+27.00 |
132 |
5,093 |
-248 |
| Mar04 |
040126 |
818.00 |
835.00 |
809.00 |
830.00 |
+26.00 |
3,114 |
66,606 |
-30 |
| May04 |
040126 |
830.00 |
849.00 |
823.00 |
844.00 |
+26.00 |
1,466 |
33,739 |
+80 |
| Jul04 |
040126 |
843.00 |
860.00 |
840.00 |
858.00 |
+26.00 |
86 |
14,295 |
+25 |
| Sep04 |
040126 |
874.00 |
874.00 |
871.00 |
871.00 |
+26.00 |
66 |
15,091 |
+57 |
| Nov04 |
040126 |
867.00 |
883.00 |
867.00 |
883.00 |
+26.00 |
0 |
9,263 |
+0 |
| Total Volume and Open Interest |
4,869 |
146,501 |
-116 |
| London Sugar(LCE) |
| Mar04 |
040126 |
189.00 |
189.70 |
188.10 |
188.90 |
+0.10 |
2,431 |
15,828 |
-510 |
| May04 |
040126 |
188.00 |
189.90 |
188.00 |
189.10 |
+0.50 |
1,757 |
13,810 |
+702 |
| Aug04 |
040126 |
186.50 |
187.50 |
186.40 |
186.50 |
-0.50 |
141 |
8,352 |
+55 |
| Oct04 |
040126 |
186.00 |
186.00 |
185.50 |
185.50 |
-0.50 |
193 |
4,607 |
-92 |
| Dec04 |
040126 |
188.00 |
188.00 |
188.00 |
188.00 |
-0.50 |
51 |
1,998 |
-50 |
| Total Volume and Open Interest |
4,762 |
46,517 |
+231 |
| Cotton(NYBOT) |
| Mar04 |
040126 |
75.99 |
76.18 |
75.00 |
75.64 |
-0.30 |
7,113 |
64,222 |
+488 |
| May04 |
040126 |
77.08 |
77.30 |
76.00 |
76.80 |
-0.22 |
3,877 |
19,794 |
+1,120 |
| Jul04 |
040126 |
77.90 |
77.90 |
77.25 |
77.70 |
-0.20 |
311 |
7,594 |
+76 |
| Oct04 |
040126 |
68.85 |
68.85 |
68.85 |
68.85 |
-0.05 |
3 |
419 |
+2 |
| Dec04 |
040126 |
69.71 |
69.90 |
69.50 |
69.65 |
-0.08 |
513 |
5,813 |
+8 |
| Mar05 |
040126 |
71.45 |
71.65 |
71.45 |
71.65 |
-0.10 |
0 |
823 |
+0 |
| Total Volume and Open Interest |
11,818 |
99,202 |
+1,695 |
| Lumber(CME) |
| Mar04 |
040126 |
341.0 |
344.7 |
341.0 |
342.6 |
-8.4 |
384 |
2,524 |
+20 |
| May04 |
040126 |
337.5 |
341.5 |
337.5 |
339.5 |
-8.0 |
163 |
689 |
+34 |
| Jul04 |
040126 |
340.0 |
340.5 |
339.7 |
340.5 |
-6.3 |
18 |
171 |
+3 |
| Sep04 |
040126 |
344.0 |
349.7 |
344.0 |
349.7 |
-4.2 |
2 |
28 |
+0 |
| Total Volume and Open Interest |
567 |
3,412 |
+57 |
| Crude Oil(NYM) |
| Mar04 |
040126 |
34.50 |
34.70 |
34.17 |
34.47 |
-0.47 |
100,558 |
224,486 |
+5,600 |
| Apr04 |
040126 |
33.70 |
33.85 |
33.30 |
33.64 |
-0.39 |
45,926 |
70,183 |
+3,016 |
| May04 |
040126 |
33.10 |
33.20 |
32.80 |
32.99 |
-0.38 |
8,788 |
37,737 |
+334 |
| Jun04 |
040126 |
32.50 |
32.55 |
32.15 |
32.41 |
-0.34 |
7,243 |
40,410 |
+1,174 |
| Jul04 |
040126 |
32.00 |
32.05 |
31.65 |
31.89 |
-0.29 |
2,021 |
30,532 |
+509 |
| Aug04 |
040126 |
31.50 |
31.50 |
31.22 |
31.42 |
-0.24 |
1,145 |
16,874 |
-45 |
| Sep04 |
040126 |
30.70 |
31.01 |
30.70 |
31.01 |
-0.21 |
1,144 |
26,115 |
+664 |
| Oct04 |
040126 |
30.35 |
30.69 |
30.35 |
30.69 |
-0.17 |
471 |
18,605 |
-91 |
| Nov04 |
040126 |
30.25 |
30.41 |
30.23 |
30.41 |
-0.15 |
196 |
13,263 |
+75 |
| Dec04 |
040126 |
30.15 |
30.25 |
30.02 |
30.22 |
-0.13 |
3,948 |
51,256 |
-65 |
| Jan05 |
040126 |
29.75 |
29.97 |
29.75 |
29.97 |
-0.11 |
987 |
15,025 |
+495 |
| Feb05 |
040126 |
29.61 |
29.75 |
29.61 |
29.75 |
-0.09 |
410 |
4,867 |
-67 |
| Mar05 |
040126 |
29.54 |
29.54 |
29.54 |
29.54 |
-0.07 |
904 |
5,161 |
+510 |
| Apr05 |
040126 |
29.34 |
29.34 |
29.34 |
29.34 |
-0.06 |
50 |
2,616 |
+20 |
| May05 |
040126 |
29.15 |
29.15 |
29.15 |
29.15 |
-0.05 |
25 |
2,353 |
+10 |
| Jun05 |
040126 |
28.95 |
28.96 |
28.85 |
28.96 |
-0.04 |
970 |
9,291 |
+620 |
| Total Volume and Open Interest |
181,226 |
656,324 |
+13,122 |
| Heating Oil(NYM) |
| Feb04 |
040126 |
101.20 |
101.60 |
97.50 |
99.32 |
-3.22 |
23,572 |
32,721 |
-3,409 |
| Mar04 |
040126 |
98.90 |
99.25 |
96.00 |
97.30 |
-2.38 |
18,429 |
64,234 |
+3,219 |
| Apr04 |
040126 |
92.00 |
92.50 |
90.20 |
91.25 |
-1.53 |
3,844 |
16,991 |
+989 |
| May04 |
040126 |
86.90 |
86.90 |
85.70 |
86.50 |
-0.98 |
943 |
8,974 |
+70 |
| Jun04 |
040126 |
83.75 |
83.75 |
83.20 |
83.75 |
-0.63 |
1,427 |
9,793 |
+358 |
| Jul04 |
040126 |
82.20 |
82.20 |
82.20 |
82.20 |
-0.43 |
117 |
6,272 |
+71 |
| Aug04 |
040126 |
81.95 |
81.95 |
81.95 |
81.95 |
-0.28 |
534 |
4,775 |
+529 |
| Sep04 |
040126 |
82.10 |
82.30 |
82.10 |
82.30 |
-0.23 |
17 |
2,267 |
+17 |
| Oct04 |
040126 |
82.60 |
83.05 |
82.60 |
82.90 |
-0.18 |
4 |
1,376 |
+2 |
| Nov04 |
040126 |
83.60 |
83.60 |
83.50 |
83.50 |
-0.13 |
2 |
1,466 |
+0 |
| Dec04 |
040126 |
83.70 |
84.05 |
83.70 |
84.05 |
-0.08 |
938 |
10,724 |
+614 |
| Jan05 |
040126 |
84.05 |
84.50 |
84.05 |
84.50 |
-0.03 |
3 |
2,235 |
+1 |
| Total Volume and Open Interest |
49,905 |
164,000 |
+2,496 |
| Unleaded Gas(NYM) |
| Feb04 |
040126 |
101.95 |
102.00 |
99.00 |
100.25 |
-3.40 |
22,481 |
21,934 |
-3,584 |
| Mar04 |
040126 |
100.70 |
101.40 |
98.00 |
99.12 |
-2.80 |
18,218 |
62,702 |
+4,136 |
| Apr04 |
040126 |
106.20 |
106.20 |
103.50 |
104.22 |
-2.20 |
3,343 |
20,447 |
+404 |
| May04 |
040126 |
104.50 |
104.50 |
102.70 |
103.12 |
-1.95 |
948 |
11,040 |
+54 |
| Jun04 |
040126 |
101.00 |
101.00 |
100.30 |
100.92 |
-1.80 |
413 |
5,287 |
-38 |
| Jul04 |
040126 |
98.60 |
98.60 |
98.32 |
98.32 |
-1.65 |
317 |
2,596 |
-245 |
| Aug04 |
040126 |
95.10 |
95.42 |
95.10 |
95.42 |
-1.45 |
603 |
1,773 |
+223 |
| Sep04 |
040126 |
91.62 |
91.62 |
91.62 |
91.62 |
-1.25 |
1,133 |
4,780 |
+984 |
| Oct04 |
040126 |
86.77 |
86.77 |
86.77 |
86.77 |
-1.10 |
503 |
1,685 |
+62 |
| Nov04 |
040126 |
84.22 |
84.22 |
84.22 |
84.22 |
-0.95 |
112 |
769 |
+8 |
| Dec04 |
040126 |
82.87 |
82.87 |
82.87 |
82.87 |
-0.80 |
253 |
1,481 |
+231 |
| Jan05 |
040126 |
82.32 |
82.32 |
82.32 |
82.32 |
-0.70 |
3 |
313 |
+3 |
| Total Volume and Open Interest |
48,327 |
134,807 |
+2,238 |
| Natural Gas(NYM) |
| Feb04 |
040126 |
5.750 |
5.790 |
5.550 |
5.727 |
-0.332 |
26,035 |
27,747 |
-1,653 |
| Mar04 |
040126 |
5.760 |
5.770 |
5.540 |
5.711 |
-0.345 |
13,922 |
51,392 |
+564 |
| Apr04 |
040126 |
5.270 |
5.330 |
5.240 |
5.321 |
-0.115 |
3,319 |
22,113 |
+687 |
| May04 |
040126 |
5.200 |
5.231 |
5.170 |
5.231 |
-0.065 |
2,163 |
23,700 |
+218 |
| Jun04 |
040126 |
5.220 |
5.240 |
5.180 |
5.231 |
-0.058 |
1,234 |
18,597 |
+551 |
| Jul04 |
040126 |
5.230 |
5.253 |
5.200 |
5.253 |
-0.056 |
804 |
15,351 |
+216 |
| Aug04 |
040126 |
5.250 |
5.265 |
5.220 |
5.265 |
-0.054 |
856 |
13,840 |
-222 |
| Sep04 |
040126 |
5.230 |
5.240 |
5.190 |
5.240 |
-0.051 |
554 |
12,802 |
+28 |
| Oct04 |
040126 |
5.250 |
5.250 |
5.200 |
5.250 |
-0.051 |
672 |
14,120 |
-17 |
| Nov04 |
040126 |
5.450 |
5.455 |
5.400 |
5.455 |
-0.041 |
215 |
10,559 |
+139 |
| Dec04 |
040126 |
5.640 |
5.650 |
5.600 |
5.640 |
-0.036 |
311 |
12,306 |
+67 |
| Jan05 |
040126 |
5.790 |
5.790 |
5.730 |
5.780 |
-0.036 |
723 |
9,654 |
-18 |
| Feb05 |
040126 |
5.750 |
5.750 |
5.700 |
5.740 |
-0.036 |
527 |
8,667 |
+302 |
| Mar05 |
040126 |
5.580 |
5.580 |
5.530 |
5.565 |
-0.031 |
97 |
8,931 |
+17 |
| Apr05 |
040126 |
5.030 |
5.030 |
4.975 |
5.020 |
-0.011 |
205 |
8,966 |
+42 |
| May05 |
040126 |
4.925 |
4.925 |
4.885 |
4.915 |
-0.011 |
98 |
4,135 |
-11 |
| Total Volume and Open Interest |
51,920 |
326,277 |
+1,010 |
| Brent Crude Oil(IPE) |
| Mar04 |
040126 |
30.55 |
30.61 |
30.10 |
30.45 |
-0.51 |
42,622 |
101,371 |
+543 |
| Apr04 |
040126 |
30.24 |
30.37 |
29.91 |
30.19 |
-0.48 |
22,195 |
62,887 |
-1,487 |
| May04 |
040126 |
29.98 |
30.03 |
29.73 |
29.96 |
-0.43 |
5,187 |
16,965 |
+953 |
| Jun04 |
040126 |
29.74 |
29.82 |
29.45 |
29.74 |
-0.38 |
3,784 |
26,115 |
+722 |
| Jul04 |
040126 |
29.40 |
29.56 |
29.27 |
29.51 |
-0.35 |
405 |
10,078 |
+272 |
| Aug04 |
040126 |
29.30 |
29.30 |
29.29 |
29.29 |
-0.31 |
0 |
9,745 |
+0 |
| Sep04 |
040126 |
29.07 |
29.07 |
29.07 |
29.07 |
-0.26 |
325 |
11,234 |
+20 |
| Oct04 |
040126 |
28.84 |
28.84 |
28.84 |
28.84 |
-0.23 |
0 |
5,391 |
+0 |
| Nov04 |
040126 |
28.65 |
28.65 |
28.63 |
28.63 |
-0.20 |
0 |
5,350 |
+0 |
| Dec04 |
040126 |
28.45 |
28.50 |
28.20 |
28.44 |
-0.18 |
1,400 |
27,172 |
-86 |
| Jan05 |
040126 |
28.10 |
28.22 |
28.10 |
28.22 |
-0.13 |
0 |
2,311 |
+0 |
| Feb05 |
040126 |
28.00 |
28.02 |
27.90 |
28.02 |
-0.09 |
|
|
|
| Mar05 |
040126 |
27.82 |
27.85 |
27.72 |
27.85 |
-0.04 |
0 |
3,665 |
+0 |
| Total Volume and Open Interest |
77,918 |
314,637 |
+1,837 |
| Gas Oil(IPE) |
| Feb04 |
040126 |
278.50 |
279.00 |
269.25 |
272.50 |
-9.50 |
479 |
49,032 |
+1,126 |
| Mar04 |
040126 |
272.00 |
274.25 |
267.00 |
268.50 |
-8.25 |
8,473 |
36,536 |
+1,901 |
| Apr04 |
040126 |
264.75 |
266.00 |
259.50 |
261.50 |
-6.25 |
2,389 |
12,002 |
+17 |
| May04 |
040126 |
258.25 |
258.25 |
252.00 |
254.25 |
-5.00 |
95 |
10,893 |
-52 |
| Jun04 |
040126 |
251.25 |
252.00 |
250.00 |
250.00 |
-4.25 |
1,163 |
13,205 |
+328 |
| Jul04 |
040126 |
250.25 |
250.25 |
249.00 |
249.00 |
-3.50 |
1,195 |
5,360 |
+724 |
| Aug04 |
040126 |
244.00 |
248.25 |
244.00 |
248.25 |
-3.25 |
0 |
2,733 |
+0 |
| Sep04 |
040126 |
247.75 |
247.75 |
247.75 |
247.75 |
-3.00 |
0 |
4,097 |
+0 |
| Oct04 |
040126 |
247.25 |
247.25 |
247.25 |
247.25 |
-2.75 |
0 |
3,503 |
+0 |
| Nov04 |
040126 |
246.50 |
246.50 |
246.50 |
246.50 |
-2.50 |
0 |
2,683 |
+0 |
| Total Volume and Open Interest |
14,064 |
164,049 |
+3,874 |
| US Dollar Index(NYBOT) |
| Mar04 |
040126 |
86.94 |
87.55 |
86.61 |
87.51 |
+0.66 |
2,604 |
15,706 |
-179 |
| Jun04 |
040126 |
87.31 |
87.92 |
87.02 |
87.92 |
+0.66 |
16 |
2,075 |
-2 |
| Sep04 |
040126 |
88.36 |
88.36 |
88.36 |
88.36 |
+0.66 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,623 |
17,794 |
-180 |
| Australian Dollar(CME) |
| Mar04 |
040126 |
76.87 |
77.30 |
76.48 |
76.55 |
-0.29 |
2,346 |
58,232 |
-1,230 |
| Jun04 |
040126 |
76.00 |
76.00 |
75.72 |
75.72 |
-0.28 |
31 |
804 |
+16 |
| Sep04 |
040126 |
74.89 |
74.89 |
74.89 |
74.89 |
-0.27 |
15 |
189 |
-8 |
| Total Volume and Open Interest |
2,397 |
59,331 |
-1,217 |
| British Pound(CME) |
| Mar04 |
040126 |
181.89 |
182.37 |
180.39 |
180.43 |
-1.39 |
6,540 |
60,560 |
-309 |
| Jun04 |
040126 |
180.42 |
180.42 |
179.03 |
179.03 |
-1.39 |
8 |
99 |
-3 |
| Sep04 |
040126 |
177.63 |
177.63 |
177.63 |
177.63 |
-1.39 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
6,549 |
61,023 |
-311 |
| Canadian Dollar(CME) |
| Mar04 |
040126 |
76.07 |
76.22 |
75.80 |
75.98 |
+0.23 |
14,534 |
59,864 |
-5,936 |
| Jun04 |
040126 |
75.90 |
76.05 |
75.65 |
75.78 |
+0.23 |
172 |
3,290 |
+20 |
| Sep04 |
040126 |
75.79 |
75.79 |
75.55 |
75.62 |
+0.23 |
27 |
1,555 |
+7 |
| Dec04 |
040126 |
75.53 |
75.53 |
75.46 |
75.46 |
+0.23 |
21 |
769 |
+9 |
| Total Volume and Open Interest |
14,759 |
65,658 |
-5,895 |
| Japanese Yen(CME) |
| Mar04 |
040126 |
94.35 |
94.65 |
94.12 |
94.19 |
-0.07 |
4,827 |
148,631 |
+1,784 |
| Jun04 |
040126 |
94.61 |
94.93 |
94.47 |
94.47 |
-0.07 |
14 |
7,734 |
+3 |
| Sep04 |
040126 |
94.77 |
94.77 |
94.77 |
94.77 |
-0.07 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
4,841 |
156,430 |
+1,788 |
| Swiss Franc(CME) |
| Mar04 |
040126 |
80.45 |
80.69 |
79.56 |
79.62 |
-0.98 |
3,317 |
41,021 |
-1,172 |
| Jun04 |
040126 |
80.59 |
80.59 |
79.78 |
79.78 |
-0.98 |
4 |
191 |
+3 |
| Sep04 |
040126 |
79.95 |
79.95 |
79.95 |
79.95 |
-0.98 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,321 |
41,315 |
-1,169 |
| EuroFX(CME) |
| Mar04 |
040126 |
125.59 |
125.98 |
124.43 |
124.53 |
-1.27 |
14,153 |
123,700 |
+660 |
| Jun04 |
040126 |
125.29 |
125.58 |
124.23 |
124.24 |
-1.27 |
74 |
1,022 |
+20 |
| Sep04 |
040126 |
125.00 |
125.00 |
123.98 |
123.98 |
-1.27 |
4 |
299 |
+0 |
| Total Volume and Open Interest |
14,253 |
125,271 |
+697 |
| Mexican Peso(CME) |
| Mar04 |
040126 |
9142.0 |
9155.0 |
9072.0 |
9120.0 |
-17.0 |
15,667 |
43,106 |
+3,115 |
| Jun04 |
040126 |
9045.0 |
9045.0 |
8997.0 |
9015.0 |
-17.0 |
20 |
550 |
+8 |
| Total Volume and Open Interest |
15,728 |
44,175 |
+3,171 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040126 |
111~24 |
112~07 |
110~30 |
111~02 |
-0~25 |
282,850 |
496,018 |
+8,122 |
| Jun04 |
040126 |
110~18 |
110~19 |
109~17 |
109~20 |
-0~25 |
3,439 |
24,136 |
+1,424 |
| Sep04 |
040126 |
108~15 |
108~15 |
108~08 |
108~08 |
-0~25 |
0 |
208 |
+0 |
| Total Volume and Open Interest |
286,291 |
520,555 |
+9,547 |
| Municipal Bonds(CBOT) |
| Mar04 |
040126 |
103~21 |
103~24 |
103~13 |
103~16 |
-0~13 |
59 |
2,451 |
-39 |
| Total Volume and Open Interest |
59 |
2,451 |
-39 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040126 |
114~005 |
114~070 |
113~150 |
113~170 |
-0~150 |
781,126 |
1,115,867 |
-43,236 |
| Jun04 |
040126 |
112~115 |
112~145 |
111~295 |
111~300 |
-0~155 |
21,836 |
101,825 |
+9,768 |
| Total Volume and Open Interest |
802,962 |
1,217,692 |
-33,468 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040126 |
112~225 |
112~255 |
112~150 |
112~165 |
-0~080 |
256,613 |
0 |
+0 |
| Jun04 |
040126 |
111~115 |
111~115 |
111~040 |
111~040 |
-0~085 |
67 |
0 |
-33,360 |
| Total Volume and Open Interest |
256,680 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar04 |
040126 |
107~056 |
107~060 |
107~050 |
107~052 |
-0~008 |
7,781 |
166,327 |
+4,097 |
| Total Volume and Open Interest |
7,781 |
166,327 |
+4,097 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040126 |
98.845 |
98.850 |
98.840 |
98.840 |
unch |
81,179 |
841,339 |
-771 |
| Jun04 |
040126 |
98.715 |
98.720 |
98.705 |
98.710 |
-0.010 |
118,090 |
814,169 |
+11,722 |
| Sep04 |
040126 |
98.460 |
98.475 |
98.435 |
98.440 |
-0.035 |
202,094 |
756,594 |
+5,943 |
| Dec04 |
040126 |
98.100 |
98.120 |
98.060 |
98.065 |
-0.050 |
262,386 |
640,996 |
+19,942 |
| Mar05 |
040126 |
97.695 |
97.720 |
97.645 |
97.650 |
-0.060 |
117,971 |
396,458 |
+4,248 |
| Jun05 |
040126 |
97.300 |
97.315 |
97.230 |
97.235 |
-0.075 |
67,579 |
320,279 |
+3,503 |
| Sep05 |
040126 |
96.950 |
96.960 |
96.860 |
96.865 |
-0.095 |
37,092 |
241,857 |
+2,811 |
| Dec05 |
040126 |
96.640 |
96.655 |
96.545 |
96.555 |
-0.095 |
28,918 |
179,734 |
-90 |
| Mar06 |
040126 |
96.395 |
96.410 |
96.310 |
96.310 |
-0.095 |
23,148 |
165,074 |
+1,725 |
| Jun06 |
040126 |
96.155 |
96.170 |
96.075 |
96.085 |
-0.095 |
15,817 |
125,897 |
+1,672 |
| Sep06 |
040126 |
95.960 |
95.960 |
95.860 |
95.870 |
-0.100 |
18,645 |
121,480 |
+2,372 |
| Dec06 |
040126 |
95.750 |
95.760 |
95.660 |
95.660 |
-0.100 |
16,657 |
103,549 |
+2,307 |
| Total Volume and Open Interest |
1,041,295 |
5,281,069 |
+64,355 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040126 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,686 |
+528 |
| Jun04 |
040126 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
9,492 |
+28 |
| Sep04 |
040126 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
1 |
12,183 |
+51 |
| Dec04 |
040126 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
10 |
4,314 |
+42 |
| Mar05 |
040126 |
99.81 |
99.81 |
99.80 |
99.81 |
+0.01 |
2 |
3,729 |
+60 |
| Jun05 |
040126 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.01 |
12 |
914 |
-60 |
| Sep05 |
040126 |
99.67 |
99.67 |
99.66 |
99.66 |
+0.03 |
44 |
2,004 |
+1 |
| Dec05 |
040126 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.04 |
51 |
109 |
+11 |
| Mar06 |
040126 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.04 |
1 |
295 |
-4 |
| Jun06 |
040126 |
99.24 |
99.24 |
99.18 |
99.18 |
+0.04 |
0 |
552 |
+0 |
| Total Volume and Open Interest |
121 |
45,251 |
+657 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040126 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
1,188 |
60,342 |
+816 |
| Jun04 |
040126 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
14 |
66,839 |
-249 |
| Sep04 |
040126 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
2,326 |
46,466 |
+1,136 |
| Dec04 |
040126 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.01 |
1,955 |
42,474 |
+898 |
| Mar05 |
040126 |
99.78 |
99.81 |
99.78 |
99.81 |
+0.01 |
763 |
21,311 |
+0 |
| Jun05 |
040126 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
255 |
16,975 |
-105 |
| Sep05 |
040126 |
99.64 |
99.66 |
99.64 |
99.66 |
+0.01 |
0 |
13,479 |
+0 |
| Dec05 |
040126 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
0 |
3,608 |
+0 |
| Total Volume and Open Interest |
6,502 |
284,589 |
+2,497 |
| German Euro-Bund(EUREX) |
| Mar04 |
040126 |
114.57 |
114.69 |
114.32 |
114.46 |
-0.21 |
955,583 |
972,336 |
+210 |
| Jun04 |
040126 |
113.55 |
113.67 |
113.40 |
113.47 |
-0.20 |
1,796 |
25,123 |
+264 |
| Sep04 |
040126 |
113.24 |
113.24 |
113.24 |
113.24 |
-0.21 |
457 |
0 |
+0 |
| Total Volume and Open Interest |
957,836 |
997,459 |
+474 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040126 |
111.72 |
111.80 |
111.53 |
111.65 |
-0.14 |
563,502 |
764,482 |
-5,842 |
| Jun04 |
040126 |
110.97 |
110.97 |
110.82 |
110.83 |
-0.16 |
953 |
5,075 |
+471 |
| Sep04 |
040126 |
110.44 |
110.44 |
110.44 |
110.44 |
-0.14 |
3,342 |
0 |
+0 |
| Total Volume and Open Interest |
567,797 |
769,557 |
-5,371 |
| Long Gilt(LIFFE) |
| Mar04 |
040126 |
108~16 |
108~21 |
108~08 |
108~10 |
-0~21 |
52,701 |
156,002 |
-2,964 |
| Jun04 |
040126 |
107~29 |
107~29 |
107~29 |
107~29 |
-0~20 |
3 |
1 |
+0 |
| Total Volume and Open Interest |
52,704 |
156,003 |
-2,964 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040126 |
95.74 |
95.76 |
95.73 |
95.75 |
-0.01 |
71,763 |
193,273 |
-4,622 |
| Jun04 |
040126 |
95.52 |
95.55 |
95.51 |
95.53 |
-0.03 |
102,355 |
200,560 |
+3,332 |
| Sep04 |
040126 |
95.33 |
95.37 |
95.32 |
95.33 |
-0.06 |
106,007 |
156,722 |
-9,743 |
| Total Volume and Open Interest |
433,546 |
1,011,582 |
+4,362 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040126 |
97.955 |
97.960 |
97.940 |
97.945 |
-0.025 |
58,966 |
573,775 |
+1,956 |
| Jun04 |
040126 |
97.940 |
97.940 |
97.900 |
97.910 |
-0.050 |
100,661 |
510,844 |
+10,145 |
| Sep04 |
040126 |
97.805 |
97.815 |
97.760 |
97.770 |
-0.075 |
112,042 |
456,059 |
+6,846 |
| Total Volume and Open Interest |
532,121 |
2,761,585 |
+34,369 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040123 |
94.47 |
94.50 |
94.46 |
94.49 |
+0.03 |
26,719 |
231,550 |
+7,877 |
| Jun04 |
040123 |
94.40 |
94.45 |
94.40 |
94.43 |
+0.05 |
13,823 |
119,215 |
+1,972 |
| Sep04 |
040123 |
94.36 |
94.40 |
94.36 |
94.38 |
+0.06 |
5,126 |
47,430 |
+2,846 |
| Dec04 |
040123 |
94.34 |
94.36 |
94.32 |
94.32 |
+0.06 |
955 |
26,205 |
+168 |
| Mar05 |
040123 |
94.28 |
94.28 |
94.27 |
94.28 |
+0.07 |
663 |
19,274 |
-212 |
| Jun05 |
040123 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.07 |
288 |
13,141 |
+85 |
| Sep05 |
040123 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.07 |
377 |
6,146 |
-86 |
| Dec05 |
040123 |
94.16 |
94.17 |
94.16 |
94.17 |
+0.07 |
139 |
2,820 |
-63 |
| Mar06 |
040123 |
94.13 |
94.13 |
94.13 |
94.13 |
+0.06 |
5 |
889 |
+0 |
| Jun06 |
040123 |
94.10 |
94.10 |
94.10 |
94.10 |
+0.06 |
0 |
820 |
+0 |
| Total Volume and Open Interest |
48,095 |
467,923 |
+12,587 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040126 |
94.31 |
94.40 |
94.21 |
94.21 |
-0.19 |
17,942 |
0 |
-181,998 |
| Jun04 |
040126 |
94.40 |
94.40 |
94.40 |
94.40 |
unch |
|
|
|
| Total Volume and Open Interest |
17,942 |
|
|
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040123 |
94.49 |
94.56 |
94.49 |
94.52 |
+0.06 |
27,798 |
405,252 |
+6,012 |
| Jun04 |
040123 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
27,798 |
405,252 |
+6,012 |
| Gold(CMX) |
| Feb04 |
040126 |
407.0 |
409.3 |
406.3 |
406.7 |
-1.3 |
72,212 |
127,812 |
-21,670 |
| Apr04 |
040126 |
408.8 |
410.3 |
407.5 |
407.9 |
-1.3 |
22,760 |
70,319 |
+11,755 |
| Jun04 |
040126 |
410.0 |
411.6 |
408.5 |
408.9 |
-1.3 |
5,524 |
25,730 |
+3,080 |
| Aug04 |
040126 |
410.0 |
411.5 |
409.8 |
409.8 |
-1.3 |
639 |
7,641 |
+97 |
| Oct04 |
040126 |
412.5 |
412.5 |
410.6 |
410.6 |
-1.3 |
0 |
1,014 |
+0 |
| Dec04 |
040126 |
411.0 |
414.0 |
411.0 |
411.5 |
-1.3 |
224 |
20,849 |
-2 |
| Total Volume and Open Interest |
101,654 |
279,158 |
-6,544 |
| Silver(CMX) |
| Mar04 |
040126 |
628.0 |
636.0 |
628.0 |
631.2 |
-4.8 |
11,108 |
86,048 |
+520 |
| May04 |
040126 |
628.5 |
637.5 |
628.5 |
632.3 |
-4.8 |
414 |
5,517 |
+90 |
| Jul04 |
040126 |
636.5 |
638.0 |
632.5 |
633.4 |
-4.8 |
70 |
3,649 |
+38 |
| Sep04 |
040126 |
634.2 |
634.2 |
634.2 |
634.2 |
-4.8 |
0 |
816 |
+0 |
| Dec04 |
040126 |
635.0 |
640.0 |
634.5 |
635.0 |
-4.7 |
502 |
11,709 |
+124 |
| Total Volume and Open Interest |
12,260 |
110,818 |
+930 |
| Platinum(NYM) |
| Jan04 |
040126 |
885.0 |
885.0 |
860.3 |
860.3 |
-16.2 |
80 |
35 |
-46 |
| Apr04 |
040126 |
852.0 |
854.6 |
848.2 |
850.3 |
-6.2 |
342 |
7,930 |
-39 |
| Jul04 |
040126 |
840.3 |
840.3 |
840.3 |
840.3 |
-6.2 |
0 |
246 |
+0 |
| Oct04 |
040126 |
838.0 |
838.0 |
835.8 |
835.8 |
-6.2 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
422 |
8,216 |
-85 |
| Palladium(NYME) |
| Mar04 |
040126 |
241.00 |
243.00 |
239.00 |
240.00 |
-2.65 |
1,215 |
9,038 |
+99 |
| Jun04 |
040126 |
241.00 |
244.00 |
240.50 |
241.25 |
-2.65 |
188 |
1,098 |
+89 |
| Total Volume and Open Interest |
1,404 |
10,184 |
+189 |
| Copper(CMX) |
| Mar04 |
040126 |
112.10 |
112.50 |
111.25 |
111.65 |
-0.80 |
5,029 |
69,828 |
+4 |
| May04 |
040126 |
111.50 |
111.85 |
110.75 |
111.05 |
-0.80 |
646 |
7,296 |
+474 |
| Jul04 |
040126 |
110.75 |
110.75 |
110.15 |
110.15 |
-0.80 |
143 |
4,362 |
-15 |
| Sep04 |
040126 |
109.10 |
109.15 |
109.10 |
109.15 |
-0.80 |
69 |
1,973 |
-10 |
| Dec04 |
040126 |
108.20 |
108.40 |
107.65 |
107.75 |
-0.80 |
52 |
3,233 |
+13 |
| Total Volume and Open Interest |
6,209 |
92,262 |
+545 |
| DJIA Index(CBOT) |
| Mar04 |
040126 |
10540 |
10687 |
10530 |
10684 |
+133 |
12,607 |
35,200 |
+317 |
| Jun04 |
040126 |
10535 |
10663 |
10535 |
10663 |
+133 |
9 |
490 |
-1 |
| Sep04 |
040126 |
10643 |
10643 |
10643 |
10643 |
+133 |
0 |
2 |
+0 |
| Dec04 |
040126 |
10623 |
10623 |
10623 |
10623 |
+133 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
12,616 |
35,697 |
+316 |
| S & P 500(CME) |
| Mar04 |
040126 |
1139.50 |
1155.00 |
1139.30 |
1154.30 |
+14.10 |
35,524 |
593,041 |
-2,161 |
| Jun04 |
040126 |
1145.00 |
1153.40 |
1145.00 |
1153.40 |
+14.20 |
83 |
19,634 |
-51 |
| Sep04 |
040126 |
1152.60 |
1152.60 |
1152.60 |
1152.60 |
+14.20 |
0 |
3,442 |
+0 |
| Dec04 |
040126 |
1138.00 |
1152.10 |
1138.00 |
1152.10 |
+14.50 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
35,607 |
616,404 |
-2,212 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040126 |
1140.00 |
1155.00 |
1138.00 |
1154.25 |
+14.00 |
641,861 |
557,651 |
-8,372 |
| Jun04 |
040126 |
1140.25 |
1153.75 |
1137.50 |
1153.50 |
+14.25 |
309 |
10,316 |
-387 |
| Total Volume and Open Interest |
642,170 |
567,967 |
-8,759 |
| NASDAQ 100(CME) |
| Mar04 |
040126 |
1529.00 |
1556.00 |
1523.50 |
1554.50 |
+21.50 |
10,782 |
73,312 |
-205 |
| Jun04 |
040126 |
1557.00 |
1557.00 |
1557.00 |
1557.00 |
+21.50 |
0 |
57 |
+0 |
| Sep04 |
040126 |
1559.50 |
1559.50 |
1559.50 |
1559.50 |
+21.50 |
|
|
|
| Total Volume and Open Interest |
10,782 |
73,369 |
-205 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040126 |
1530.5 |
1556.0 |
1523.5 |
1554.5 |
+21.5 |
312,443 |
225,162 |
+5,541 |
| Jun04 |
040126 |
1532.0 |
1559.0 |
1528.0 |
1557.0 |
+21.5 |
265 |
1,135 |
+85 |
| Total Volume and Open Interest |
312,708 |
226,297 |
+5,626 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040126 |
598.50 |
603.30 |
595.40 |
603.25 |
+4.25 |
476 |
15,892 |
-162 |
| Jun04 |
040126 |
603.45 |
603.45 |
603.45 |
603.45 |
+4.25 |
0 |
1 |
+0 |
| Sep04 |
040126 |
603.45 |
603.45 |
603.45 |
603.45 |
+4.25 |
|
|
|
| Total Volume and Open Interest |
476 |
15,893 |
-162 |
| Russell 2000(CME) |
| Mar04 |
040126 |
595.50 |
602.50 |
591.50 |
602.30 |
+6.30 |
1,430 |
22,667 |
+77 |
| Jun04 |
040126 |
602.40 |
602.40 |
602.40 |
602.40 |
+6.30 |
|
|
|
| Sep04 |
040126 |
602.40 |
602.40 |
602.40 |
602.40 |
+6.30 |
|
|
|
| Total Volume and Open Interest |
1,430 |
22,667 |
+77 |
| Value Line(KCBT) |
| Mar04 |
040126 |
1619.50 |
1627.00 |
1619.50 |
1626.00 |
+12.00 |
1 |
44 |
-1 |
| Total Volume and Open Interest |
1 |
44 |
-1 |
| Nikkei 225(CME) |
| Mar04 |
040126 |
10980 |
11090 |
10940 |
11085 |
+115 |
5,557 |
32,254 |
-378 |
| Jun04 |
040126 |
11075 |
11075 |
11075 |
11075 |
+115 |
0 |
107 |
+0 |
| Total Volume and Open Interest |
5,557 |
32,372 |
-378 |
| Nikkei 225(SIMEX) |
| Mar04 |
040126 |
10965 |
11020 |
10860 |
10980 |
-100 |
15,693 |
151,539 |
-59 |
| Jun04 |
040126 |
10940 |
10940 |
10940 |
10940 |
-100 |
0 |
303 |
+0 |
| Sep04 |
040126 |
10935 |
10935 |
10935 |
10935 |
-100 |
|
|
|
| Total Volume and Open Interest |
15,693 |
151,842 |
-59 |
| CAC 40(MATIF) |
| Jan04 |
040126 |
3693.0 |
3699.0 |
3671.0 |
3677.0 |
-20.0 |
45,282 |
461,672 |
+21,528 |
| Feb04 |
040126 |
3694.0 |
3702.5 |
3677.5 |
3682.5 |
-19.5 |
124 |
1,195 |
+124 |
| Mar04 |
040126 |
3708.0 |
3708.0 |
3685.0 |
3688.5 |
-20.0 |
335 |
119,947 |
-455 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040126 |
4158.0 |
4163.0 |
4128.5 |
4156.0 |
+3.0 |
94,778 |
282,771 |
+1,100 |
| Jun04 |
040126 |
4174.0 |
4183.5 |
4151.5 |
4177.0 |
+3.0 |
1,676 |
9,061 |
-43 |
| Sep04 |
040126 |
4185.5 |
4199.0 |
4174.5 |
4199.0 |
+3.0 |
264 |
2,000 |
+0 |
| Total Volume and Open Interest |
96,718 |
293,832 |
+1,057 |
| FT-SE 100(LIFFE) |
| Mar04 |
040126 |
4449.00 |
4453.50 |
4413.00 |
4425.50 |
-15.00 |
102,145 |
417,446 |
-9,425 |
| Jun04 |
040126 |
4434.50 |
4437.50 |
4421.50 |
4434.50 |
-15.00 |
25 |
12,017 |
+4 |
| Sep04 |
040126 |
4442.50 |
4442.50 |
4442.50 |
4442.50 |
-15.00 |
0 |
8,140 |
+0 |
| Total Volume and Open Interest |
102,170 |
438,628 |
-9,421 |
| SPI 200(SFE) |
| Mar04 |
040123 |
3321.0 |
3341.0 |
3319.0 |
3335.0 |
+7.0 |
7,776 |
161,465 |
+246 |
| Jun04 |
040123 |
3347.0 |
3348.0 |
3347.0 |
3347.0 |
+7.0 |
23 |
3,358 |
+0 |
| Sep04 |
040123 |
3357.0 |
3357.0 |
3357.0 |
3357.0 |
+7.0 |
27 |
1,578 |
-5 |
| Total Volume and Open Interest |
7,932 |
167,454 |
+307 |
| GSCI(CME) |
| Feb04 |
040126 |
268.70 |
269.70 |
267.40 |
267.40 |
-5.60 |
0 |
14,415 |
+24 |
| Mar04 |
040126 |
264.00 |
264.00 |
264.00 |
264.00 |
-4.00 |
55 |
23 |
+0 |
| Apr04 |
040126 |
261.00 |
261.00 |
261.00 |
261.00 |
-2.75 |
|
|
|
| Total Volume and Open Interest |
55 |
14,438 |
+24 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040126 |
267.25 |
267.25 |
266.00 |
266.00 |
-0.50 |
9 |
112 |
+2 |
| Apr04 |
040126 |
266.75 |
267.00 |
266.00 |
266.00 |
-0.50 |
29 |
719 |
-6 |
| Jun04 |
040126 |
266.50 |
266.50 |
266.25 |
266.25 |
unch |
2 |
16 |
+2 |
| Total Volume and Open Interest |
40 |
847 |
-2 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|