|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 27, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar04 |
040127 |
843.50 |
845.75 |
833.00 |
835.50 |
-12.00 |
38,897 |
129,723 |
-251 |
May04 |
040127 |
844.00 |
845.50 |
833.50 |
835.50 |
-12.50 |
12,211 |
73,508 |
+2,312 |
Jul04 |
040127 |
834.00 |
834.50 |
823.50 |
826.00 |
-10.75 |
6,251 |
36,360 |
+366 |
Aug04 |
040127 |
796.50 |
799.00 |
788.50 |
790.00 |
-10.25 |
785 |
7,896 |
-53 |
Sep04 |
040127 |
741.00 |
742.00 |
735.50 |
737.00 |
-7.75 |
290 |
3,752 |
+29 |
Nov04 |
040127 |
674.50 |
675.00 |
670.75 |
672.50 |
-4.00 |
2,194 |
20,530 |
+427 |
Jan05 |
040127 |
674.00 |
675.00 |
672.00 |
672.25 |
-3.75 |
20 |
388 |
+4 |
Total Volume and Open Interest |
60,709 |
272,483 |
+2,846 |
Soybean Meal(CBOT) |
Mar04 |
040127 |
265.00 |
265.50 |
260.00 |
260.70 |
-6.80 |
10,994 |
61,708 |
-1,160 |
May04 |
040127 |
263.50 |
264.80 |
259.90 |
260.50 |
-6.10 |
7,190 |
57,190 |
-175 |
Jul04 |
040127 |
259.40 |
260.00 |
256.50 |
256.90 |
-4.90 |
3,463 |
31,063 |
-143 |
Aug04 |
040127 |
247.50 |
248.00 |
245.50 |
245.90 |
-4.10 |
702 |
11,249 |
+114 |
Sep04 |
040127 |
232.00 |
232.50 |
230.00 |
230.30 |
-2.70 |
675 |
8,546 |
+491 |
Oct04 |
040127 |
204.50 |
204.50 |
201.00 |
202.00 |
-3.20 |
135 |
6,207 |
-32 |
Dec04 |
040127 |
200.00 |
200.80 |
198.00 |
199.00 |
-2.50 |
732 |
14,147 |
+296 |
Jan05 |
040127 |
200.00 |
200.00 |
198.50 |
199.00 |
-2.50 |
9 |
809 |
+4 |
Total Volume and Open Interest |
23,900 |
191,104 |
-605 |
Soybean Oil(CBOT) |
Mar04 |
040127 |
29.80 |
29.80 |
29.50 |
29.52 |
-0.34 |
7,267 |
81,592 |
+593 |
May04 |
040127 |
29.65 |
29.67 |
29.37 |
29.38 |
-0.33 |
4,080 |
55,129 |
+1,529 |
Jul04 |
040127 |
29.35 |
29.40 |
29.10 |
29.13 |
-0.32 |
2,254 |
39,880 |
+386 |
Aug04 |
040127 |
28.80 |
28.80 |
28.62 |
28.62 |
-0.23 |
382 |
4,795 |
+63 |
Sep04 |
040127 |
28.00 |
28.09 |
27.85 |
27.85 |
-0.27 |
551 |
5,886 |
+204 |
Oct04 |
040127 |
26.82 |
27.10 |
26.82 |
26.88 |
-0.17 |
194 |
5,005 |
-30 |
Dec04 |
040127 |
26.00 |
26.30 |
26.00 |
26.10 |
-0.05 |
591 |
10,769 |
-28 |
Jan05 |
040127 |
26.05 |
26.10 |
26.05 |
26.05 |
unch |
0 |
375 |
+0 |
Total Volume and Open Interest |
15,343 |
203,858 |
+2,737 |
Canola(WCE) |
Mar04 |
040127 |
378.0 |
379.0 |
376.5 |
377.0 |
-2.2 |
3,770 |
27,492 |
-617 |
May04 |
040127 |
383.8 |
384.5 |
382.0 |
383.0 |
-1.4 |
952 |
14,584 |
+217 |
Jul04 |
040127 |
387.5 |
388.5 |
386.5 |
387.0 |
-1.5 |
480 |
6,383 |
+22 |
Sep04 |
040127 |
352.5 |
352.5 |
352.5 |
352.5 |
unch |
|
|
|
Nov04 |
040127 |
356.9 |
357.0 |
355.9 |
355.9 |
-1.6 |
0 |
8,736 |
-11 |
Total Volume and Open Interest |
5,202 |
57,220 |
-389 |
Corn(CBOT) |
Mar04 |
040127 |
279.25 |
280.50 |
275.25 |
276.25 |
-5.00 |
46,172 |
322,047 |
+4,012 |
May04 |
040127 |
283.50 |
284.75 |
280.00 |
280.75 |
-4.50 |
13,882 |
107,555 |
+1,053 |
Jul04 |
040127 |
286.00 |
287.25 |
282.50 |
284.25 |
-3.75 |
12,670 |
76,008 |
+1,750 |
Sep04 |
040127 |
280.00 |
281.50 |
277.50 |
277.75 |
-4.50 |
1,301 |
12,272 |
+92 |
Dec04 |
040127 |
275.50 |
278.75 |
274.00 |
274.25 |
-3.50 |
11,860 |
91,765 |
+3,136 |
Mar05 |
040127 |
279.00 |
281.50 |
277.00 |
277.25 |
-3.50 |
793 |
6,808 |
+516 |
Total Volume and Open Interest |
86,859 |
619,084 |
+10,644 |
Wheat(CBOT) |
Mar04 |
040127 |
380.00 |
384.25 |
379.00 |
380.00 |
-1.25 |
20,523 |
88,949 |
+20 |
May04 |
040127 |
384.50 |
389.00 |
384.00 |
385.25 |
-1.50 |
3,239 |
19,164 |
+309 |
Jul04 |
040127 |
379.00 |
382.25 |
379.00 |
381.50 |
unch |
4,447 |
24,634 |
-428 |
Sep04 |
040127 |
382.00 |
385.00 |
382.00 |
384.50 |
unch |
87 |
1,439 |
+77 |
Dec04 |
040127 |
389.50 |
392.50 |
389.50 |
391.75 |
-1.75 |
189 |
2,878 |
-14 |
Total Volume and Open Interest |
28,490 |
137,225 |
-35 |
Wheat(KCBT) |
Mar04 |
040127 |
389.00 |
393.00 |
388.50 |
390.50 |
-0.75 |
4,645 |
40,759 |
-1,736 |
May04 |
040127 |
388.50 |
391.50 |
387.50 |
390.00 |
-1.00 |
1,118 |
11,544 |
+503 |
Jul04 |
040127 |
384.50 |
386.50 |
383.00 |
383.25 |
-2.50 |
1,551 |
10,339 |
-325 |
Sep04 |
040127 |
389.00 |
390.00 |
387.50 |
388.00 |
-3.00 |
348 |
1,681 |
+179 |
Dec04 |
040127 |
396.50 |
397.00 |
395.00 |
395.50 |
-1.00 |
340 |
1,102 |
+41 |
Total Volume and Open Interest |
8,002 |
65,433 |
-1,338 |
Wheat(MGE) |
Mar04 |
040127 |
400.00 |
403.50 |
400.00 |
401.00 |
-1.00 |
1,702 |
16,817 |
-769 |
May04 |
040127 |
397.00 |
399.75 |
397.00 |
397.75 |
-1.25 |
549 |
5,402 |
-74 |
Jul04 |
040127 |
393.00 |
396.00 |
393.00 |
393.50 |
-1.50 |
159 |
2,200 |
+101 |
Sep04 |
040127 |
388.00 |
393.00 |
388.00 |
391.00 |
+1.00 |
119 |
2,577 |
+89 |
Dec04 |
040127 |
395.00 |
398.50 |
395.00 |
398.00 |
+1.00 |
57 |
823 |
-41 |
Total Volume and Open Interest |
2,586 |
27,827 |
-694 |
Oats(CBOT) |
Mar04 |
040127 |
159.75 |
160.50 |
158.25 |
158.75 |
-2.00 |
1,190 |
4,923 |
+77 |
May04 |
040127 |
162.00 |
163.00 |
161.00 |
161.25 |
-1.25 |
240 |
1,177 |
+48 |
Jul04 |
040127 |
163.00 |
163.00 |
163.00 |
163.00 |
unch |
64 |
300 |
+43 |
Sep04 |
040127 |
156.50 |
156.50 |
156.50 |
156.50 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,494 |
6,775 |
+168 |
Rough Rice(CBOT) |
Mar04 |
040127 |
8.38 |
8.39 |
8.10 |
8.19 |
-0.24 |
508 |
6,184 |
+33 |
May04 |
040127 |
8.56 |
8.56 |
8.33 |
8.35 |
-0.23 |
60 |
878 |
+2 |
Jul04 |
040127 |
8.67 |
8.67 |
8.45 |
8.48 |
-0.23 |
46 |
536 |
-37 |
Sep04 |
040127 |
7.81 |
7.86 |
7.81 |
7.86 |
+0.06 |
0 |
66 |
+0 |
Total Volume and Open Interest |
614 |
7,705 |
-2 |
Live Cattle(CME) |
Feb04 |
040127 |
78.750 |
79.250 |
78.650 |
79.000 |
+0.325 |
5,236 |
24,746 |
-611 |
Apr04 |
040127 |
74.150 |
74.950 |
74.050 |
74.575 |
+0.525 |
6,068 |
40,660 |
+476 |
Jun04 |
040127 |
70.800 |
71.125 |
70.700 |
70.800 |
+0.125 |
2,347 |
13,922 |
+114 |
Aug04 |
040127 |
72.700 |
73.150 |
72.700 |
72.850 |
+0.225 |
1,042 |
7,476 |
-15 |
Oct04 |
040127 |
75.900 |
76.125 |
75.500 |
75.925 |
+0.325 |
830 |
9,492 |
+482 |
Dec04 |
040127 |
77.050 |
77.400 |
76.900 |
77.025 |
+0.125 |
103 |
3,092 |
+49 |
Total Volume and Open Interest |
15,760 |
100,370 |
+522 |
Feeder Cattle(CME) |
Jan04 |
040127 |
89.500 |
89.500 |
89.100 |
89.250 |
+0.050 |
273 |
1,509 |
-27 |
Mar04 |
040127 |
84.200 |
84.550 |
83.500 |
84.100 |
+0.525 |
995 |
5,359 |
-131 |
Apr04 |
040127 |
85.000 |
85.450 |
84.825 |
85.175 |
+0.450 |
281 |
1,736 |
+3 |
May04 |
040127 |
85.150 |
85.900 |
85.150 |
85.400 |
+0.350 |
433 |
3,329 |
+17 |
Aug04 |
040127 |
87.400 |
88.100 |
87.400 |
88.050 |
+0.550 |
156 |
1,838 |
+55 |
Sep04 |
040127 |
87.500 |
88.000 |
87.500 |
88.000 |
+0.500 |
10 |
277 |
+2 |
Oct04 |
040127 |
87.700 |
88.200 |
87.700 |
88.200 |
+0.500 |
3 |
276 |
+1 |
Total Volume and Open Interest |
2,154 |
14,394 |
-78 |
Lean Hogs(CME) |
Feb04 |
040127 |
55.650 |
56.350 |
55.350 |
55.925 |
+0.100 |
3,132 |
8,917 |
-935 |
Apr04 |
040127 |
56.400 |
57.700 |
56.350 |
57.000 |
+0.650 |
3,472 |
25,633 |
+28 |
May04 |
040127 |
58.950 |
59.400 |
58.650 |
59.350 |
+0.375 |
38 |
1,442 |
+2 |
Jun04 |
040127 |
62.650 |
63.400 |
62.500 |
62.850 |
+0.300 |
418 |
6,306 |
-34 |
Jul04 |
040127 |
60.000 |
60.450 |
59.900 |
60.150 |
+0.250 |
52 |
1,626 |
+14 |
Aug04 |
040127 |
58.050 |
58.250 |
58.050 |
58.200 |
+0.600 |
49 |
1,168 |
+41 |
Oct04 |
040127 |
52.500 |
53.100 |
52.500 |
53.000 |
+0.450 |
57 |
1,069 |
+32 |
Dec04 |
040127 |
52.575 |
53.000 |
52.575 |
52.975 |
+0.425 |
91 |
411 |
+11 |
Total Volume and Open Interest |
7,313 |
46,599 |
-838 |
Pork Bellies(CME) |
Feb04 |
040127 |
83.600 |
84.650 |
83.600 |
83.850 |
+0.350 |
417 |
1,400 |
-96 |
Mar04 |
040127 |
83.900 |
85.150 |
83.900 |
84.200 |
+0.075 |
187 |
658 |
+9 |
May04 |
040127 |
85.500 |
86.300 |
85.500 |
85.500 |
+0.300 |
15 |
340 |
+6 |
Jul04 |
040127 |
86.300 |
86.700 |
86.300 |
86.700 |
+0.300 |
26 |
127 |
+1 |
Aug04 |
040127 |
86.250 |
86.250 |
85.850 |
85.850 |
+0.350 |
2 |
11 |
+0 |
Total Volume and Open Interest |
647 |
2,536 |
-80 |
BFP Milk Class III(CME) |
Jan04 |
040127 |
11.61 |
11.63 |
11.61 |
11.63 |
+0.01 |
14 |
3,226 |
-1 |
Feb04 |
040127 |
11.65 |
11.68 |
11.65 |
11.65 |
-0.04 |
182 |
2,475 |
+142 |
Mar04 |
040127 |
11.77 |
11.82 |
11.77 |
11.80 |
+0.03 |
129 |
2,192 |
-27 |
Apr04 |
040127 |
12.05 |
12.11 |
12.05 |
12.11 |
+0.06 |
63 |
1,783 |
+17 |
May04 |
040127 |
12.25 |
12.35 |
12.25 |
12.35 |
+0.13 |
55 |
1,701 |
-1 |
Total Volume and Open Interest |
1,090 |
20,055 |
+165 |
Cocoa(NYBOT) |
Mar04 |
040127 |
1585 |
1603 |
1575 |
1589 |
-15 |
4,295 |
25,679 |
-402 |
May04 |
040127 |
1572 |
1591 |
1566 |
1578 |
-16 |
1,293 |
12,663 |
+512 |
Jul04 |
040127 |
1566 |
1590 |
1566 |
1576 |
-17 |
306 |
12,250 |
-22 |
Sep04 |
040127 |
1574 |
1587 |
1574 |
1574 |
-17 |
78 |
7,891 |
-4 |
Dec04 |
040127 |
1577 |
1577 |
1566 |
1571 |
-18 |
160 |
8,048 |
+38 |
Mar05 |
040127 |
1570 |
1571 |
1570 |
1571 |
-17 |
312 |
5,499 |
+297 |
May05 |
040127 |
1568 |
1568 |
1568 |
1568 |
-17 |
75 |
8,157 |
+50 |
Total Volume and Open Interest |
6,519 |
87,025 |
+469 |
Coffee "C"(NYBOT) |
Mar04 |
040127 |
76.75 |
79.20 |
75.90 |
78.65 |
+1.30 |
16,036 |
67,174 |
+3,072 |
May04 |
040127 |
78.40 |
80.60 |
77.75 |
80.30 |
+1.45 |
6,281 |
16,530 |
+881 |
Jul04 |
040127 |
79.40 |
82.30 |
79.20 |
81.80 |
+1.55 |
2,260 |
6,481 |
-358 |
Sep04 |
040127 |
81.00 |
83.45 |
80.80 |
83.25 |
+1.55 |
1,027 |
7,390 |
+381 |
Dec04 |
040127 |
83.35 |
85.95 |
83.10 |
85.75 |
+1.55 |
670 |
4,361 |
+139 |
Mar05 |
040127 |
85.50 |
88.20 |
85.25 |
88.20 |
+1.50 |
87 |
2,591 |
+65 |
Total Volume and Open Interest |
26,388 |
105,094 |
+4,190 |
Orange Juice(NYBOT) |
Mar04 |
040127 |
60.80 |
62.30 |
60.60 |
62.20 |
+1.10 |
1,120 |
26,298 |
-434 |
May04 |
040127 |
63.80 |
65.20 |
63.65 |
65.20 |
+1.00 |
484 |
7,237 |
+70 |
Jul04 |
040127 |
66.60 |
67.80 |
66.50 |
67.80 |
+0.90 |
83 |
1,374 |
+10 |
Sep04 |
040127 |
69.40 |
70.30 |
69.40 |
70.30 |
+0.90 |
22 |
729 |
+22 |
Nov04 |
040127 |
71.90 |
72.80 |
71.90 |
72.80 |
+0.90 |
8 |
456 |
+3 |
Total Volume and Open Interest |
1,786 |
36,252 |
-269 |
Sugar #11(NYBOT) |
Mar04 |
040127 |
5.77 |
5.77 |
5.58 |
5.75 |
-0.02 |
15,247 |
141,290 |
-1,501 |
May04 |
040127 |
5.98 |
6.00 |
5.80 |
5.96 |
-0.03 |
3,050 |
38,111 |
+156 |
Jul04 |
040127 |
6.01 |
6.04 |
5.89 |
6.03 |
+0.01 |
1,460 |
35,768 |
+345 |
Oct04 |
040127 |
6.14 |
6.14 |
6.03 |
6.14 |
+0.01 |
754 |
23,027 |
+263 |
Mar05 |
040127 |
6.37 |
6.38 |
6.30 |
6.37 |
unch |
164 |
10,568 |
+44 |
Total Volume and Open Interest |
20,774 |
258,054 |
-623 |
London Cocoa(LCE) |
Mar04 |
040127 |
934 |
939 |
921 |
923 |
-11 |
2,804 |
56,200 |
+415 |
May04 |
040127 |
920 |
923 |
904 |
906 |
-15 |
2,831 |
19,516 |
-291 |
Jul04 |
040127 |
928 |
928 |
913 |
913 |
-15 |
647 |
21,890 |
-62 |
Sep04 |
040127 |
936 |
936 |
921 |
923 |
-13 |
1,067 |
21,933 |
-378 |
Dec04 |
040127 |
933 |
933 |
924 |
925 |
-14 |
1,258 |
38,421 |
-60 |
Mar05 |
040127 |
943 |
943 |
935 |
936 |
-12 |
741 |
22,408 |
+26 |
May05 |
040127 |
951 |
952 |
945 |
945 |
-11 |
280 |
3,333 |
+225 |
Total Volume and Open Interest |
9,647 |
185,515 |
-125 |
London Coffee(LCE) |
Jan04 |
040127 |
846.00 |
847.00 |
835.00 |
839.00 |
-17.00 |
134 |
4,315 |
-778 |
Mar04 |
040127 |
827.00 |
827.00 |
805.00 |
810.00 |
-20.00 |
5,172 |
66,573 |
-33 |
May04 |
040127 |
840.00 |
840.00 |
819.00 |
824.00 |
-20.00 |
2,672 |
34,767 |
+1,028 |
Jul04 |
040127 |
849.00 |
852.00 |
834.00 |
837.00 |
-21.00 |
395 |
14,572 |
+277 |
Sep04 |
040127 |
866.00 |
866.00 |
848.00 |
850.00 |
-21.00 |
9 |
15,087 |
-4 |
Nov04 |
040127 |
861.00 |
867.00 |
861.00 |
863.00 |
-20.00 |
1 |
9,264 |
+1 |
Total Volume and Open Interest |
8,383 |
146,992 |
+491 |
London Sugar(LCE) |
Mar04 |
040127 |
189.30 |
192.10 |
187.70 |
191.10 |
+2.20 |
2,118 |
15,921 |
+93 |
May04 |
040127 |
189.30 |
192.00 |
188.10 |
191.50 |
+2.40 |
1,720 |
14,538 |
+728 |
Aug04 |
040127 |
186.70 |
188.00 |
185.00 |
187.60 |
+1.10 |
541 |
8,596 |
+244 |
Oct04 |
040127 |
185.50 |
186.30 |
184.50 |
186.30 |
+0.80 |
20 |
4,608 |
+1 |
Dec04 |
040127 |
189.00 |
189.00 |
188.80 |
188.80 |
+0.80 |
0 |
1,998 |
+0 |
Total Volume and Open Interest |
4,399 |
47,583 |
+1,066 |
Cotton(NYBOT) |
Mar04 |
040127 |
75.22 |
75.25 |
73.41 |
73.76 |
-1.88 |
6,559 |
64,880 |
+658 |
May04 |
040127 |
76.40 |
76.40 |
74.60 |
75.06 |
-1.74 |
1,965 |
20,302 |
+508 |
Jul04 |
040127 |
76.90 |
77.15 |
75.85 |
75.90 |
-1.80 |
133 |
7,607 |
+13 |
Oct04 |
040127 |
68.25 |
68.25 |
68.25 |
68.25 |
-0.60 |
0 |
419 |
+0 |
Dec04 |
040127 |
69.50 |
69.50 |
68.80 |
69.05 |
-0.60 |
235 |
5,847 |
+34 |
Mar05 |
040127 |
71.05 |
71.05 |
71.05 |
71.05 |
-0.60 |
1 |
824 |
+1 |
Total Volume and Open Interest |
8,893 |
100,416 |
+1,214 |
Lumber(CME) |
Mar04 |
040127 |
343.2 |
344.6 |
335.0 |
335.2 |
-7.4 |
500 |
2,503 |
-21 |
May04 |
040127 |
342.0 |
342.0 |
335.0 |
336.0 |
-3.5 |
122 |
664 |
-25 |
Jul04 |
040127 |
338.5 |
340.7 |
338.5 |
339.0 |
-1.5 |
4 |
169 |
-2 |
Sep04 |
040127 |
340.5 |
347.0 |
339.7 |
347.0 |
-2.7 |
2 |
27 |
-1 |
Total Volume and Open Interest |
629 |
3,364 |
-48 |
Crude Oil(NYM) |
Mar04 |
040127 |
34.58 |
34.98 |
33.90 |
34.12 |
-0.35 |
75,617 |
220,841 |
-3,645 |
Apr04 |
040127 |
33.85 |
34.05 |
33.10 |
33.26 |
-0.38 |
36,673 |
74,457 |
+4,274 |
May04 |
040127 |
33.20 |
33.30 |
32.50 |
32.61 |
-0.38 |
9,563 |
38,522 |
+785 |
Jun04 |
040127 |
32.50 |
32.73 |
31.85 |
32.03 |
-0.38 |
6,188 |
40,291 |
-119 |
Jul04 |
040127 |
31.95 |
32.20 |
31.51 |
31.51 |
-0.38 |
2,792 |
29,928 |
-604 |
Aug04 |
040127 |
31.00 |
31.10 |
31.00 |
31.06 |
-0.36 |
2,780 |
17,178 |
+304 |
Sep04 |
040127 |
31.15 |
31.20 |
30.60 |
30.68 |
-0.33 |
1,343 |
26,289 |
+174 |
Oct04 |
040127 |
30.80 |
30.80 |
30.40 |
30.40 |
-0.29 |
1,069 |
18,420 |
-185 |
Nov04 |
040127 |
30.51 |
30.57 |
30.15 |
30.15 |
-0.26 |
1,069 |
13,498 |
+235 |
Dec04 |
040127 |
30.32 |
30.40 |
29.90 |
29.97 |
-0.25 |
4,781 |
50,964 |
-292 |
Jan05 |
040127 |
30.00 |
30.00 |
29.70 |
29.73 |
-0.24 |
498 |
14,935 |
-90 |
Feb05 |
040127 |
29.77 |
29.77 |
29.52 |
29.52 |
-0.23 |
151 |
4,945 |
+78 |
Mar05 |
040127 |
29.45 |
29.45 |
29.32 |
29.32 |
-0.22 |
50 |
5,111 |
-50 |
Apr05 |
040127 |
29.13 |
29.13 |
29.13 |
29.13 |
-0.21 |
0 |
2,616 |
+0 |
May05 |
040127 |
28.95 |
28.95 |
28.95 |
28.95 |
-0.20 |
0 |
2,353 |
+0 |
Jun05 |
040127 |
29.05 |
29.05 |
28.75 |
28.77 |
-0.19 |
430 |
9,421 |
+130 |
Total Volume and Open Interest |
146,190 |
658,698 |
+2,374 |
Heating Oil(NYM) |
Feb04 |
040127 |
100.10 |
100.80 |
97.75 |
99.24 |
-0.08 |
26,821 |
28,366 |
-4,355 |
Mar04 |
040127 |
98.20 |
98.65 |
95.90 |
97.09 |
-0.21 |
30,913 |
64,648 |
+414 |
Apr04 |
040127 |
92.20 |
92.50 |
90.25 |
90.84 |
-0.41 |
9,359 |
17,627 |
+636 |
May04 |
040127 |
87.10 |
87.40 |
85.35 |
85.99 |
-0.51 |
2,434 |
9,062 |
+88 |
Jun04 |
040127 |
84.45 |
84.45 |
83.24 |
83.24 |
-0.51 |
857 |
10,036 |
+243 |
Jul04 |
040127 |
82.90 |
82.90 |
81.74 |
81.74 |
-0.46 |
660 |
6,012 |
-260 |
Aug04 |
040127 |
82.50 |
82.50 |
81.49 |
81.49 |
-0.46 |
200 |
4,883 |
+108 |
Sep04 |
040127 |
82.70 |
83.10 |
81.84 |
81.84 |
-0.46 |
11 |
2,268 |
+1 |
Oct04 |
040127 |
82.44 |
82.44 |
82.44 |
82.44 |
-0.46 |
2 |
1,376 |
+0 |
Nov04 |
040127 |
83.04 |
83.04 |
83.04 |
83.04 |
-0.46 |
1 |
1,466 |
+0 |
Dec04 |
040127 |
84.05 |
84.05 |
83.64 |
83.64 |
-0.41 |
385 |
10,657 |
-67 |
Jan05 |
040127 |
84.75 |
84.75 |
84.09 |
84.09 |
-0.41 |
1 |
2,235 |
+0 |
Total Volume and Open Interest |
71,644 |
160,808 |
-3,192 |
Unleaded Gas(NYM) |
Feb04 |
040127 |
101.00 |
101.50 |
97.50 |
98.84 |
-1.41 |
21,870 |
18,004 |
-3,930 |
Mar04 |
040127 |
100.30 |
100.50 |
97.50 |
98.32 |
-0.80 |
22,383 |
63,016 |
+314 |
Apr04 |
040127 |
105.20 |
105.40 |
102.80 |
103.57 |
-0.65 |
8,775 |
21,184 |
+737 |
May04 |
040127 |
103.90 |
103.90 |
102.60 |
102.62 |
-0.50 |
1,988 |
11,721 |
+681 |
Jun04 |
040127 |
101.80 |
101.80 |
100.40 |
100.52 |
-0.40 |
391 |
5,310 |
+23 |
Jul04 |
040127 |
99.40 |
99.40 |
98.02 |
98.02 |
-0.30 |
312 |
2,639 |
+43 |
Aug04 |
040127 |
96.20 |
96.20 |
95.27 |
95.27 |
-0.15 |
129 |
1,702 |
-71 |
Sep04 |
040127 |
92.80 |
93.00 |
91.67 |
91.67 |
+0.05 |
79 |
4,830 |
+50 |
Oct04 |
040127 |
86.92 |
86.92 |
86.92 |
86.92 |
+0.15 |
0 |
1,685 |
+0 |
Nov04 |
040127 |
84.47 |
84.47 |
84.47 |
84.47 |
+0.25 |
0 |
769 |
+0 |
Dec04 |
040127 |
83.22 |
83.22 |
83.22 |
83.22 |
+0.35 |
12 |
1,481 |
+0 |
Jan05 |
040127 |
82.72 |
82.72 |
82.72 |
82.72 |
+0.40 |
12 |
313 |
+0 |
Total Volume and Open Interest |
55,951 |
132,654 |
-2,153 |
Natural Gas(NYM) |
Feb04 |
040127 |
5.880 |
5.880 |
5.680 |
5.716 |
-0.011 |
29,815 |
26,632 |
-1,115 |
Mar04 |
040127 |
5.840 |
5.850 |
5.640 |
5.656 |
-0.055 |
19,509 |
52,690 |
+1,298 |
Apr04 |
040127 |
5.370 |
5.390 |
5.260 |
5.266 |
-0.055 |
5,813 |
22,141 |
+28 |
May04 |
040127 |
5.270 |
5.280 |
5.191 |
5.191 |
-0.040 |
3,123 |
23,603 |
-97 |
Jun04 |
040127 |
5.260 |
5.270 |
5.188 |
5.188 |
-0.043 |
3,840 |
18,393 |
-204 |
Jul04 |
040127 |
5.280 |
5.280 |
5.208 |
5.208 |
-0.045 |
2,823 |
17,420 |
+2,069 |
Aug04 |
040127 |
5.300 |
5.300 |
5.218 |
5.218 |
-0.047 |
537 |
13,875 |
+35 |
Sep04 |
040127 |
5.260 |
5.260 |
5.193 |
5.193 |
-0.047 |
284 |
12,862 |
+60 |
Oct04 |
040127 |
5.265 |
5.265 |
5.203 |
5.203 |
-0.047 |
877 |
14,343 |
+223 |
Nov04 |
040127 |
5.475 |
5.475 |
5.403 |
5.403 |
-0.052 |
300 |
10,655 |
+96 |
Dec04 |
040127 |
5.670 |
5.670 |
5.588 |
5.588 |
-0.052 |
187 |
12,327 |
+21 |
Jan05 |
040127 |
5.800 |
5.800 |
5.728 |
5.728 |
-0.052 |
856 |
9,628 |
-26 |
Feb05 |
040127 |
5.740 |
5.740 |
5.688 |
5.688 |
-0.052 |
693 |
9,256 |
+589 |
Mar05 |
040127 |
5.560 |
5.560 |
5.513 |
5.513 |
-0.052 |
227 |
8,930 |
-1 |
Apr05 |
040127 |
5.020 |
5.030 |
4.973 |
4.973 |
-0.047 |
564 |
9,125 |
+159 |
May05 |
040127 |
4.900 |
4.910 |
4.873 |
4.873 |
-0.042 |
58 |
4,107 |
-28 |
Total Volume and Open Interest |
69,834 |
329,339 |
+3,062 |
Brent Crude Oil(IPE) |
Mar04 |
040127 |
30.35 |
30.83 |
30.05 |
30.23 |
-0.22 |
35,674 |
102,763 |
+1,392 |
Apr04 |
040127 |
30.07 |
30.58 |
29.85 |
30.03 |
-0.16 |
13,634 |
65,794 |
+2,907 |
May04 |
040127 |
29.87 |
30.29 |
29.63 |
29.80 |
-0.16 |
2,230 |
17,352 |
+387 |
Jun04 |
040127 |
29.68 |
30.00 |
29.40 |
29.58 |
-0.16 |
5,105 |
26,759 |
+644 |
Jul04 |
040127 |
29.38 |
29.70 |
29.26 |
29.36 |
-0.15 |
1,473 |
10,705 |
+627 |
Aug04 |
040127 |
29.40 |
29.40 |
29.00 |
29.14 |
-0.15 |
16 |
9,745 |
+0 |
Sep04 |
040127 |
29.15 |
29.15 |
28.92 |
28.92 |
-0.15 |
16 |
11,229 |
-5 |
Oct04 |
040127 |
28.91 |
28.91 |
28.70 |
28.70 |
-0.14 |
0 |
5,391 |
+0 |
Nov04 |
040127 |
28.49 |
28.49 |
28.49 |
28.49 |
-0.14 |
100 |
5,350 |
+0 |
Dec04 |
040127 |
28.30 |
28.60 |
28.10 |
28.30 |
-0.14 |
4,074 |
26,252 |
-920 |
Jan05 |
040127 |
28.08 |
28.08 |
28.08 |
28.08 |
-0.14 |
200 |
2,511 |
+200 |
Feb05 |
040127 |
27.88 |
27.88 |
27.88 |
27.88 |
-0.14 |
450 |
450 |
+450 |
Mar05 |
040127 |
27.71 |
27.71 |
27.71 |
27.71 |
-0.14 |
250 |
3,450 |
-215 |
Total Volume and Open Interest |
64,472 |
320,829 |
+6,192 |
Gas Oil(IPE) |
Feb04 |
040127 |
273.25 |
275.00 |
270.00 |
273.00 |
+0.50 |
15,521 |
45,596 |
-3,436 |
Mar04 |
040127 |
269.25 |
271.00 |
266.75 |
269.00 |
+0.50 |
12,322 |
33,575 |
-2,961 |
Apr04 |
040127 |
261.25 |
263.50 |
259.75 |
262.00 |
+0.50 |
5,096 |
12,090 |
+88 |
May04 |
040127 |
254.25 |
256.50 |
253.00 |
255.25 |
+1.00 |
1,918 |
11,095 |
+202 |
Jun04 |
040127 |
249.50 |
252.25 |
249.00 |
251.25 |
+1.25 |
2,572 |
12,907 |
-298 |
Jul04 |
040127 |
250.50 |
250.50 |
250.50 |
250.50 |
+1.50 |
0 |
5,467 |
+107 |
Aug04 |
040127 |
250.00 |
250.00 |
250.00 |
250.00 |
+1.75 |
0 |
2,733 |
+0 |
Sep04 |
040127 |
249.50 |
249.50 |
249.50 |
249.50 |
+1.75 |
0 |
4,097 |
+0 |
Oct04 |
040127 |
247.75 |
249.00 |
247.75 |
249.00 |
+1.75 |
300 |
3,503 |
+0 |
Nov04 |
040127 |
248.25 |
248.25 |
248.25 |
248.25 |
+1.75 |
0 |
2,683 |
+0 |
Total Volume and Open Interest |
38,429 |
157,599 |
-6,450 |
US Dollar Index(NYBOT) |
Mar04 |
040127 |
87.39 |
87.56 |
86.38 |
86.54 |
-0.97 |
1,745 |
15,588 |
-118 |
Jun04 |
040127 |
87.97 |
87.97 |
86.77 |
86.95 |
-0.97 |
18 |
2,086 |
+11 |
Sep04 |
040127 |
87.39 |
87.39 |
87.39 |
87.39 |
-0.97 |
0 |
11 |
+0 |
Total Volume and Open Interest |
1,763 |
17,687 |
-107 |
Australian Dollar(CME) |
Mar04 |
040127 |
76.87 |
77.69 |
76.85 |
77.50 |
+0.95 |
1,871 |
57,799 |
-433 |
Jun04 |
040127 |
76.22 |
76.69 |
76.22 |
76.66 |
+0.94 |
2 |
803 |
-1 |
Sep04 |
040127 |
75.82 |
75.82 |
75.82 |
75.82 |
+0.93 |
0 |
189 |
+0 |
Total Volume and Open Interest |
1,873 |
58,897 |
-434 |
British Pound(CME) |
Mar04 |
040127 |
180.61 |
182.22 |
180.49 |
181.94 |
+1.51 |
3,568 |
61,708 |
+1,148 |
Jun04 |
040127 |
179.90 |
180.90 |
179.90 |
180.54 |
+1.51 |
22 |
117 |
+18 |
Sep04 |
040127 |
179.14 |
179.14 |
179.14 |
179.14 |
+1.51 |
0 |
11 |
+0 |
Total Volume and Open Interest |
3,591 |
62,190 |
+1,167 |
Canadian Dollar(CME) |
Mar04 |
040127 |
76.14 |
76.55 |
75.98 |
76.46 |
+0.48 |
3,190 |
58,647 |
-1,217 |
Jun04 |
040127 |
75.85 |
76.26 |
75.85 |
76.26 |
+0.48 |
65 |
3,398 |
+108 |
Sep04 |
040127 |
75.90 |
76.10 |
75.90 |
76.10 |
+0.48 |
11 |
1,556 |
+1 |
Dec04 |
040127 |
75.94 |
75.94 |
75.94 |
75.94 |
+0.48 |
25 |
756 |
-13 |
Total Volume and Open Interest |
3,291 |
64,537 |
-1,121 |
Japanese Yen(CME) |
Mar04 |
040127 |
94.69 |
94.97 |
94.52 |
94.86 |
+0.67 |
5,514 |
149,231 |
+600 |
Jun04 |
040127 |
95.00 |
95.17 |
95.00 |
95.14 |
+0.67 |
68 |
7,745 |
+11 |
Sep04 |
040127 |
95.44 |
95.44 |
95.44 |
95.44 |
+0.67 |
0 |
55 |
+2 |
Total Volume and Open Interest |
5,598 |
157,046 |
+616 |
Swiss Franc(CME) |
Mar04 |
040127 |
79.94 |
80.87 |
79.89 |
80.66 |
+1.04 |
4,395 |
40,352 |
-669 |
Jun04 |
040127 |
81.00 |
81.00 |
80.82 |
80.82 |
+1.04 |
4 |
188 |
-3 |
Sep04 |
040127 |
80.99 |
80.99 |
80.99 |
80.99 |
+1.04 |
0 |
3 |
+1 |
Total Volume and Open Interest |
4,401 |
40,644 |
-671 |
EuroFX(CME) |
Mar04 |
040127 |
125.07 |
126.37 |
124.98 |
126.13 |
+1.60 |
15,071 |
124,167 |
+467 |
Jun04 |
040127 |
124.77 |
125.99 |
124.77 |
125.84 |
+1.60 |
90 |
1,052 |
+30 |
Sep04 |
040127 |
125.58 |
125.58 |
125.58 |
125.58 |
+1.60 |
3 |
298 |
-1 |
Total Volume and Open Interest |
15,173 |
125,760 |
+489 |
Mexican Peso(CME) |
Mar04 |
040127 |
9122.0 |
9160.0 |
9095.0 |
9110.0 |
-10.0 |
5,698 |
40,564 |
-2,542 |
Jun04 |
040127 |
9040.0 |
9040.0 |
9005.0 |
9005.0 |
-10.0 |
96 |
543 |
-7 |
Total Volume and Open Interest |
5,809 |
41,626 |
-2,549 |
30-Year T-Bonds(CBOT) |
Mar04 |
040127 |
111~08 |
111~29 |
111~01 |
111~22 |
+0~20 |
217,282 |
487,815 |
-8,203 |
Jun04 |
040127 |
109~25 |
110~14 |
109~23 |
110~08 |
+0~20 |
1,300 |
24,600 |
+464 |
Sep04 |
040127 |
108~27 |
108~27 |
108~27 |
108~27 |
+0~19 |
2 |
206 |
-2 |
Total Volume and Open Interest |
218,584 |
512,814 |
-7,741 |
Municipal Bonds(CBOT) |
Mar04 |
040127 |
103~22 |
103~29 |
103~19 |
103~27 |
+0~11 |
439 |
2,452 |
+1 |
Total Volume and Open Interest |
439 |
2,452 |
+1 |
10-Year T-Notes(CBOT) |
Mar04 |
040127 |
113~205 |
114~035 |
113~165 |
114~000 |
+0~150 |
649,177 |
1,143,602 |
+27,735 |
Jun04 |
040127 |
112~005 |
112~160 |
111~310 |
112~135 |
+0~155 |
15,461 |
109,585 |
+7,760 |
Total Volume and Open Interest |
664,638 |
1,253,187 |
+35,495 |
5-Year T-Notes(CBOT) |
Mar04 |
040127 |
112~215 |
112~275 |
112~170 |
112~260 |
+0~095 |
213,171 |
0 |
+0 |
Jun04 |
040127 |
111~100 |
111~135 |
111~100 |
111~135 |
+0~095 |
8,337 |
41,933 |
+41,933 |
Total Volume and Open Interest |
221,508 |
41,933 |
+41,933 |
2 Year T-Notes(CBOT) |
Mar04 |
040127 |
107~056 |
107~064 |
107~052 |
107~064 |
+0~012 |
3,147 |
166,520 |
+193 |
Jun04 |
040127 |
106~120 |
106~120 |
106~117 |
106~117 |
|
|
|
|
3-Mth T-Bills(IMM) |
Eurodollars(CME) |
Mar04 |
040127 |
98.845 |
98.845 |
98.840 |
98.840 |
unch |
56,665 |
826,668 |
-14,671 |
Jun04 |
040127 |
98.715 |
98.725 |
98.705 |
98.720 |
+0.010 |
94,584 |
818,275 |
+4,106 |
Sep04 |
040127 |
98.455 |
98.490 |
98.445 |
98.485 |
+0.045 |
136,744 |
765,609 |
+9,015 |
Dec04 |
040127 |
98.085 |
98.145 |
98.065 |
98.135 |
+0.070 |
149,055 |
629,352 |
-11,644 |
Mar05 |
040127 |
97.680 |
97.740 |
97.650 |
97.730 |
+0.080 |
93,520 |
399,038 |
+2,580 |
Jun05 |
040127 |
97.265 |
97.330 |
97.240 |
97.320 |
+0.085 |
43,673 |
323,524 |
+3,245 |
Sep05 |
040127 |
96.890 |
96.955 |
96.875 |
96.950 |
+0.085 |
40,114 |
246,465 |
+4,608 |
Dec05 |
040127 |
96.590 |
96.645 |
96.570 |
96.635 |
+0.080 |
27,516 |
178,767 |
-967 |
Mar06 |
040127 |
96.355 |
96.400 |
96.320 |
96.390 |
+0.080 |
22,123 |
166,242 |
+1,168 |
Jun06 |
040127 |
96.135 |
96.165 |
96.095 |
96.160 |
+0.075 |
11,890 |
125,437 |
-460 |
Sep06 |
040127 |
95.920 |
95.950 |
95.880 |
95.940 |
+0.070 |
16,958 |
118,140 |
-3,340 |
Dec06 |
040127 |
95.705 |
95.735 |
95.685 |
95.725 |
+0.065 |
10,840 |
101,854 |
-1,695 |
Total Volume and Open Interest |
750,836 |
5,276,597 |
-4,472 |
3-Mth Euro-Yen(CME) |
Mar04 |
040127 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
10,668 |
-18 |
Jun04 |
040127 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
9,164 |
-328 |
Sep04 |
040127 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
100 |
12,273 |
+90 |
Dec04 |
040127 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
1 |
4,526 |
+212 |
Mar05 |
040127 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
16 |
3,635 |
-94 |
Jun05 |
040127 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
894 |
-20 |
Sep05 |
040127 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
322 |
1,918 |
-86 |
Dec05 |
040127 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.04 |
1 |
127 |
+18 |
Mar06 |
040127 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.03 |
0 |
295 |
+0 |
Jun06 |
040127 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.10 |
10 |
562 |
+10 |
Total Volume and Open Interest |
450 |
45,035 |
-216 |
3-Mth Euro-Yen(SIMEX) |
Mar04 |
040127 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
92 |
60,667 |
+325 |
Jun04 |
040127 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
852 |
67,412 |
+573 |
Sep04 |
040127 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
759 |
44,888 |
-1,578 |
Dec04 |
040127 |
99.87 |
99.88 |
99.87 |
99.88 |
unch |
1,151 |
41,659 |
-815 |
Mar05 |
040127 |
99.80 |
99.81 |
99.80 |
99.81 |
unch |
755 |
21,315 |
+4 |
Jun05 |
040127 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
1 |
17,026 |
+51 |
Sep05 |
040127 |
99.68 |
99.68 |
99.67 |
99.67 |
+0.01 |
54 |
13,516 |
+37 |
Dec05 |
040127 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
2 |
3,638 |
+30 |
Total Volume and Open Interest |
3,672 |
283,220 |
-1,369 |
German Euro-Bund(EUREX) |
Mar04 |
040127 |
114.29 |
114.63 |
114.20 |
114.52 |
+0.06 |
917,962 |
968,816 |
-3,520 |
Jun04 |
040127 |
113.28 |
113.60 |
113.28 |
113.53 |
+0.06 |
207 |
25,034 |
-89 |
Sep04 |
040127 |
113.32 |
113.32 |
113.32 |
113.32 |
+0.08 |
2,986 |
0 |
+0 |
Total Volume and Open Interest |
921,155 |
993,850 |
-3,609 |
German Euro-Bobl(EUREX) |
Mar04 |
040127 |
111.54 |
111.77 |
111.45 |
111.70 |
+0.05 |
559,421 |
741,868 |
-22,614 |
Jun04 |
040127 |
110.75 |
110.89 |
110.75 |
110.89 |
+0.06 |
435 |
5,194 |
+119 |
Sep04 |
040127 |
110.49 |
110.49 |
110.49 |
110.49 |
+0.05 |
2,233 |
0 |
+0 |
Total Volume and Open Interest |
562,089 |
747,062 |
-22,495 |
Long Gilt(LIFFE) |
Mar04 |
040127 |
108~10 |
108~20 |
108~09 |
108~18 |
+0~08 |
39,661 |
157,872 |
+1,870 |
Jun04 |
040127 |
108~05 |
108~05 |
108~05 |
108~05 |
+0~08 |
0 |
1 |
+0 |
Total Volume and Open Interest |
39,661 |
157,873 |
+1,870 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040127 |
95.74 |
95.78 |
95.73 |
95.76 |
+0.01 |
34,122 |
190,758 |
-2,515 |
Jun04 |
040127 |
95.52 |
95.57 |
95.51 |
95.55 |
+0.02 |
53,749 |
197,708 |
-2,852 |
Sep04 |
040127 |
95.31 |
95.38 |
95.30 |
95.36 |
+0.03 |
70,835 |
153,282 |
-3,440 |
Total Volume and Open Interest |
244,854 |
1,012,675 |
+1,093 |
3-Mth Euribor(LIFFE) |
Mar04 |
040127 |
97.940 |
97.955 |
97.935 |
97.955 |
+0.010 |
68,599 |
564,687 |
-9,088 |
Jun04 |
040127 |
97.900 |
97.935 |
97.885 |
97.930 |
+0.020 |
93,593 |
519,194 |
+8,350 |
Sep04 |
040127 |
97.765 |
97.800 |
97.735 |
97.790 |
+0.020 |
94,618 |
454,206 |
-1,853 |
Total Volume and Open Interest |
490,953 |
2,762,449 |
+864 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040127 |
94.43 |
94.44 |
94.40 |
94.41 |
-0.08 |
19,366 |
0 |
-231,550 |
Jun04 |
040127 |
94.35 |
94.36 |
94.31 |
94.33 |
-0.10 |
18,324 |
0 |
-119,215 |
Sep04 |
040127 |
94.29 |
94.30 |
94.24 |
94.26 |
-0.12 |
2,278 |
0 |
-47,430 |
Dec04 |
040127 |
94.22 |
94.22 |
94.17 |
94.19 |
-0.13 |
287 |
0 |
-26,205 |
Mar05 |
040127 |
94.16 |
94.17 |
94.12 |
94.12 |
-0.16 |
375 |
0 |
-19,274 |
Jun05 |
040127 |
94.11 |
94.13 |
94.06 |
94.07 |
-0.16 |
101 |
0 |
-13,141 |
Sep05 |
040127 |
94.09 |
94.09 |
94.02 |
94.02 |
-0.18 |
|
|
|
Dec05 |
040127 |
94.06 |
94.06 |
93.97 |
93.98 |
-0.19 |
25 |
0 |
-2,820 |
Mar06 |
040127 |
93.94 |
93.94 |
93.93 |
93.93 |
-0.20 |
|
|
|
Jun06 |
040127 |
93.94 |
93.94 |
93.88 |
93.88 |
-0.22 |
|
|
|
Total Volume and Open Interest |
40,756 |
|
|
10-Year Aus T-Bonds(SFE) |
Mar04 |
040127 |
94.25 |
94.25 |
94.18 |
94.18 |
-0.03 |
12,519 |
192,728 |
+192,728 |
Jun04 |
040127 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.22 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Mar04 |
040127 |
94.39 |
94.40 |
94.35 |
94.36 |
-0.16 |
64,541 |
0 |
-405,252 |
Jun04 |
040127 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.16 |
|
|
|
Total Volume and Open Interest |
64,541 |
|
|
Gold(CMX) |
Feb04 |
040127 |
404.4 |
412.4 |
404.1 |
410.1 |
+3.4 |
54,960 |
109,025 |
-18,787 |
Apr04 |
040127 |
406.0 |
413.3 |
405.0 |
411.2 |
+3.3 |
25,132 |
85,153 |
+14,834 |
Jun04 |
040127 |
406.5 |
414.0 |
406.0 |
412.2 |
+3.3 |
1,150 |
26,319 |
+589 |
Aug04 |
040127 |
408.0 |
414.8 |
408.0 |
413.1 |
+3.3 |
101 |
7,567 |
-74 |
Oct04 |
040127 |
413.9 |
413.9 |
413.9 |
413.9 |
+3.3 |
2 |
1,014 |
+0 |
Dec04 |
040127 |
410.0 |
416.2 |
409.2 |
414.8 |
+3.3 |
489 |
20,900 |
+51 |
Total Volume and Open Interest |
82,115 |
275,814 |
-3,344 |
Silver(CMX) |
Mar04 |
040127 |
626.0 |
657.0 |
626.0 |
655.5 |
+24.3 |
8,039 |
86,762 |
+714 |
May04 |
040127 |
630.0 |
658.0 |
628.0 |
656.7 |
+24.4 |
179 |
5,529 |
+12 |
Jul04 |
040127 |
627.5 |
660.0 |
627.5 |
657.7 |
+24.3 |
41 |
3,626 |
-23 |
Sep04 |
040127 |
655.0 |
658.3 |
648.0 |
658.3 |
+24.1 |
0 |
816 |
+0 |
Dec04 |
040127 |
632.0 |
659.1 |
632.0 |
659.1 |
+24.1 |
71 |
11,689 |
-20 |
Total Volume and Open Interest |
8,370 |
111,349 |
+531 |
Platinum(NYM) |
Jan04 |
040127 |
869.1 |
869.1 |
869.1 |
869.1 |
+8.8 |
22 |
13 |
-22 |
Apr04 |
040127 |
847.0 |
855.4 |
847.0 |
854.1 |
+3.8 |
426 |
7,849 |
-81 |
Jul04 |
040127 |
845.0 |
845.0 |
844.1 |
844.1 |
+3.8 |
0 |
246 |
+0 |
Oct04 |
040127 |
825.0 |
839.6 |
825.0 |
839.6 |
+3.8 |
5 |
10 |
+5 |
Total Volume and Open Interest |
453 |
8,118 |
-98 |
Palladium(NYME) |
Mar04 |
040127 |
235.00 |
247.00 |
231.50 |
244.00 |
+4.00 |
667 |
9,241 |
+203 |
Jun04 |
040127 |
238.00 |
249.00 |
235.00 |
245.25 |
+4.00 |
22 |
1,101 |
+3 |
Total Volume and Open Interest |
692 |
10,393 |
+209 |
Copper(CMX) |
Mar04 |
040127 |
112.10 |
112.40 |
111.10 |
111.40 |
-0.25 |
4,496 |
69,729 |
-99 |
May04 |
040127 |
111.50 |
111.60 |
110.70 |
110.85 |
-0.20 |
757 |
7,701 |
+405 |
Jul04 |
040127 |
110.55 |
110.80 |
109.95 |
109.95 |
-0.20 |
96 |
4,358 |
-4 |
Sep04 |
040127 |
109.60 |
109.60 |
108.95 |
108.95 |
-0.20 |
40 |
1,961 |
-12 |
Dec04 |
040127 |
107.60 |
107.60 |
107.55 |
107.55 |
-0.20 |
110 |
3,245 |
+12 |
Total Volume and Open Interest |
6,127 |
92,581 |
+319 |
DJIA Index(CBOT) |
Mar04 |
040127 |
10670 |
10684 |
10586 |
10588 |
-96 |
12,659 |
35,770 |
+570 |
Jun04 |
040127 |
10655 |
10663 |
10567 |
10567 |
-96 |
14 |
490 |
+0 |
Sep04 |
040127 |
10547 |
10547 |
10547 |
10547 |
-96 |
0 |
2 |
+0 |
Dec04 |
040127 |
10575 |
10575 |
10527 |
10527 |
-96 |
0 |
5 |
+0 |
Total Volume and Open Interest |
12,673 |
36,267 |
+570 |
S & P 500(CME) |
Mar04 |
040127 |
1153.40 |
1154.00 |
1142.20 |
1142.60 |
-11.70 |
43,620 |
594,781 |
+1,740 |
Jun04 |
040127 |
1151.70 |
1151.70 |
1141.70 |
1141.70 |
-11.70 |
64 |
19,620 |
-14 |
Sep04 |
040127 |
1140.90 |
1140.90 |
1140.90 |
1140.90 |
-11.70 |
11 |
3,446 |
+4 |
Dec04 |
040127 |
1140.40 |
1140.40 |
1140.40 |
1140.40 |
-11.70 |
8 |
73 |
-2 |
Total Volume and Open Interest |
43,704 |
618,132 |
+1,728 |
S & P 500 E-Mini(Globex) |
Mar04 |
040127 |
1154.25 |
1154.75 |
1142.00 |
1142.50 |
-11.75 |
588,066 |
591,271 |
+33,620 |
Jun04 |
040127 |
1152.00 |
1153.00 |
1141.25 |
1141.75 |
-11.75 |
311 |
10,423 |
+107 |
Total Volume and Open Interest |
588,377 |
601,694 |
+33,727 |
NASDAQ 100(CME) |
Mar04 |
040127 |
1551.50 |
1555.00 |
1519.50 |
1520.00 |
-34.50 |
12,257 |
74,302 |
+990 |
Jun04 |
040127 |
1522.50 |
1522.50 |
1522.50 |
1522.50 |
-34.50 |
0 |
57 |
+0 |
Sep04 |
040127 |
1525.00 |
1525.00 |
1525.00 |
1525.00 |
-34.50 |
|
|
|
Total Volume and Open Interest |
12,257 |
74,359 |
+990 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040127 |
1554.0 |
1557.0 |
1519.5 |
1520.0 |
-34.5 |
261,568 |
231,527 |
+6,365 |
Jun04 |
040127 |
1552.5 |
1558.0 |
1522.5 |
1522.5 |
-34.5 |
140 |
1,139 |
+4 |
Total Volume and Open Interest |
261,708 |
232,666 |
+6,369 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040127 |
603.25 |
603.25 |
597.00 |
597.25 |
-6.00 |
591 |
15,926 |
+34 |
Jun04 |
040127 |
597.25 |
597.25 |
597.25 |
597.25 |
-6.20 |
0 |
1 |
+0 |
Sep04 |
040127 |
597.25 |
597.25 |
597.25 |
597.25 |
-6.20 |
|
|
|
Total Volume and Open Interest |
591 |
15,927 |
+34 |
Russell 2000(CME) |
Mar04 |
040127 |
602.00 |
602.00 |
593.50 |
593.50 |
-8.80 |
1,659 |
23,019 |
+352 |
Jun04 |
040127 |
593.60 |
593.60 |
593.60 |
593.60 |
-8.80 |
|
|
|
Sep04 |
040127 |
593.60 |
593.60 |
593.60 |
593.60 |
-8.80 |
|
|
|
Total Volume and Open Interest |
1,659 |
23,019 |
+352 |
Value Line(KCBT) |
Mar04 |
040127 |
1625.00 |
1626.50 |
1610.00 |
1612.50 |
-13.50 |
2 |
44 |
+0 |
Total Volume and Open Interest |
2 |
44 |
+0 |
Nikkei 225(CME) |
Mar04 |
040127 |
10960 |
10965 |
10850 |
10860 |
-225 |
3,454 |
32,587 |
+333 |
Jun04 |
040127 |
10850 |
10850 |
10850 |
10850 |
-225 |
0 |
107 |
+0 |
Total Volume and Open Interest |
3,454 |
32,705 |
+333 |
Nikkei 225(SIMEX) |
Mar04 |
040127 |
11080 |
11100 |
10915 |
10940 |
-40 |
20,654 |
152,090 |
+551 |
Jun04 |
040127 |
10895 |
10895 |
10895 |
10895 |
-45 |
0 |
303 |
+0 |
Sep04 |
040127 |
10890 |
10890 |
10890 |
10890 |
-45 |
|
|
|
Total Volume and Open Interest |
20,654 |
152,393 |
+551 |
CAC 40(MATIF) |
Jan04 |
040127 |
3706.5 |
3725.5 |
3687.0 |
3697.5 |
+20.5 |
65,819 |
464,204 |
+2,532 |
Feb04 |
040127 |
3711.0 |
3729.5 |
3693.0 |
3703.0 |
+20.5 |
25,535 |
1,202 |
+7 |
Mar04 |
040127 |
3721.0 |
3734.5 |
3708.5 |
3709.0 |
+20.5 |
655 |
120,197 |
+250 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Mar04 |
040127 |
4178.5 |
4190.0 |
4134.5 |
4148.0 |
-8.0 |
89,571 |
282,931 |
+160 |
Jun04 |
040127 |
4201.5 |
4210.0 |
4157.0 |
4169.5 |
-7.5 |
1,031 |
8,799 |
-262 |
Sep04 |
040127 |
4217.5 |
4231.0 |
4185.0 |
4191.0 |
-8.0 |
463 |
2,149 |
+149 |
Total Volume and Open Interest |
91,065 |
293,879 |
+47 |
FT-SE 100(LIFFE) |
Mar04 |
040127 |
4440.00 |
4459.00 |
4424.00 |
4425.50 |
unch |
74,938 |
419,593 |
+2,147 |
Jun04 |
040127 |
4458.00 |
4466.00 |
4434.50 |
4434.50 |
unch |
87 |
12,023 |
+6 |
Sep04 |
040127 |
4477.50 |
4477.50 |
4444.50 |
4444.50 |
+2.00 |
35 |
8,140 |
+0 |
Total Volume and Open Interest |
75,060 |
440,781 |
+2,153 |
SPI 200(SFE) |
Mar04 |
040127 |
3342.0 |
3345.0 |
3300.0 |
3302.0 |
-33.0 |
10,411 |
0 |
-161,465 |
Jun04 |
040127 |
3348.0 |
3350.0 |
3315.0 |
3315.0 |
-32.0 |
53 |
0 |
-3,358 |
Sep04 |
040127 |
3361.0 |
3361.0 |
3325.0 |
3325.0 |
-32.0 |
950 |
0 |
-1,578 |
Total Volume and Open Interest |
11,414 |
|
|
GSCI(CME) |
Feb04 |
040127 |
269.25 |
270.90 |
265.30 |
266.30 |
-1.10 |
155 |
14,346 |
-69 |
Mar04 |
040127 |
262.25 |
262.25 |
262.25 |
262.25 |
-1.75 |
0 |
23 |
+0 |
Apr04 |
040127 |
259.00 |
259.00 |
259.00 |
259.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
155 |
14,369 |
-69 |
Reuters CRB Index(NYBOT) |
Feb04 |
040127 |
266.75 |
267.90 |
266.75 |
266.75 |
+0.75 |
8 |
114 |
+2 |
Apr04 |
040127 |
267.00 |
268.00 |
266.75 |
266.75 |
+0.75 |
12 |
725 |
+6 |
Jun04 |
040127 |
267.00 |
267.00 |
267.00 |
267.00 |
+0.75 |
13 |
24 |
+8 |
Total Volume and Open Interest |
33 |
863 |
+16 |
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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