|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu January 29, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040129 |
806.50 |
815.00 |
801.00 |
809.00 |
+4.25 |
60,690 |
122,018 |
-7,251 |
| May04 |
040129 |
808.00 |
815.00 |
801.00 |
809.50 |
+3.00 |
17,719 |
75,734 |
+1,151 |
| Jul04 |
040129 |
800.50 |
806.00 |
794.00 |
799.75 |
+2.00 |
10,994 |
37,880 |
+624 |
| Aug04 |
040129 |
768.00 |
774.00 |
764.00 |
768.50 |
+1.50 |
704 |
8,195 |
+119 |
| Sep04 |
040129 |
714.00 |
721.00 |
714.00 |
714.25 |
-2.25 |
483 |
3,946 |
+111 |
| Nov04 |
040129 |
650.00 |
657.00 |
648.50 |
650.25 |
-1.75 |
3,821 |
21,477 |
+659 |
| Jan05 |
040129 |
651.00 |
656.00 |
649.75 |
653.00 |
+1.50 |
72 |
373 |
-11 |
| Total Volume and Open Interest |
94,502 |
269,979 |
-4,582 |
| Soybean Meal(CBOT) |
| Mar04 |
040129 |
251.50 |
253.30 |
249.60 |
252.10 |
+0.80 |
18,518 |
57,736 |
-3,124 |
| May04 |
040129 |
251.00 |
253.30 |
249.60 |
251.80 |
+1.20 |
9,729 |
57,967 |
-174 |
| Jul04 |
040129 |
247.80 |
250.00 |
246.50 |
248.70 |
+1.40 |
6,593 |
31,747 |
+1,199 |
| Aug04 |
040129 |
238.00 |
239.30 |
236.50 |
238.70 |
+0.90 |
1,384 |
11,773 |
+401 |
| Sep04 |
040129 |
223.50 |
225.00 |
221.50 |
223.60 |
+0.60 |
669 |
8,853 |
+118 |
| Oct04 |
040129 |
197.30 |
198.00 |
195.20 |
197.10 |
-0.20 |
361 |
6,295 |
-36 |
| Dec04 |
040129 |
193.00 |
194.60 |
191.70 |
193.70 |
-0.10 |
1,327 |
14,450 |
-209 |
| Jan05 |
040129 |
193.70 |
194.50 |
192.50 |
193.70 |
unch |
14 |
834 |
+11 |
| Total Volume and Open Interest |
38,608 |
189,871 |
-1,802 |
| Soybean Oil(CBOT) |
| Mar04 |
040129 |
29.00 |
29.27 |
28.81 |
29.07 |
+0.14 |
15,342 |
76,341 |
-4,613 |
| May04 |
040129 |
28.95 |
29.17 |
28.73 |
28.97 |
+0.19 |
8,431 |
57,257 |
+1,052 |
| Jul04 |
040129 |
28.75 |
28.98 |
28.55 |
28.79 |
+0.18 |
4,570 |
40,904 |
+1,015 |
| Aug04 |
040129 |
28.15 |
28.45 |
28.15 |
28.31 |
+0.16 |
421 |
4,766 |
-47 |
| Sep04 |
040129 |
27.55 |
27.75 |
27.45 |
27.55 |
+0.20 |
418 |
5,994 |
+117 |
| Oct04 |
040129 |
26.50 |
26.60 |
26.50 |
26.60 |
+0.07 |
285 |
5,051 |
+26 |
| Dec04 |
040129 |
25.75 |
25.90 |
25.55 |
25.65 |
+0.05 |
667 |
10,851 |
+23 |
| Jan05 |
040129 |
25.60 |
25.60 |
25.45 |
25.53 |
-0.02 |
18 |
375 |
+0 |
| Total Volume and Open Interest |
30,154 |
201,979 |
-2,425 |
| Canola(WCE) |
| Mar04 |
040129 |
366.5 |
368.5 |
363.0 |
365.6 |
-0.4 |
7,853 |
28,306 |
+1,736 |
| May04 |
040129 |
373.5 |
374.3 |
369.5 |
371.5 |
-1.2 |
3,438 |
15,285 |
+482 |
| Jul04 |
040129 |
378.0 |
378.0 |
374.0 |
375.6 |
+0.1 |
520 |
6,658 |
-112 |
| Sep04 |
040129 |
347.0 |
347.0 |
347.0 |
347.0 |
unch |
|
|
|
| Nov04 |
040129 |
352.0 |
352.0 |
349.0 |
350.5 |
-0.5 |
805 |
9,478 |
+723 |
| Total Volume and Open Interest |
12,616 |
59,752 |
+2,829 |
| Corn(CBOT) |
| Mar04 |
040129 |
271.25 |
272.50 |
268.25 |
270.00 |
-0.75 |
71,239 |
318,175 |
-3,755 |
| May04 |
040129 |
274.50 |
276.50 |
272.75 |
274.25 |
-1.00 |
17,613 |
111,058 |
+2,396 |
| Jul04 |
040129 |
279.00 |
279.50 |
275.50 |
277.50 |
-0.75 |
14,212 |
76,453 |
+615 |
| Sep04 |
040129 |
272.75 |
274.25 |
270.50 |
272.00 |
-0.50 |
1,047 |
12,969 |
+222 |
| Dec04 |
040129 |
268.75 |
270.00 |
266.50 |
267.50 |
-0.50 |
20,224 |
99,024 |
+4,154 |
| Mar05 |
040129 |
271.50 |
273.00 |
269.50 |
270.50 |
-0.75 |
691 |
7,241 |
+156 |
| Total Volume and Open Interest |
125,173 |
627,639 |
+3,854 |
| Wheat(CBOT) |
| Mar04 |
040129 |
373.50 |
381.50 |
373.50 |
380.25 |
+5.50 |
26,390 |
86,431 |
-1,601 |
| May04 |
040129 |
379.00 |
386.50 |
378.00 |
385.25 |
+5.75 |
5,112 |
20,283 |
+1,008 |
| Jul04 |
040129 |
374.00 |
381.50 |
373.75 |
381.00 |
+7.25 |
3,423 |
24,060 |
-486 |
| Sep04 |
040129 |
380.00 |
384.50 |
380.00 |
384.50 |
+6.50 |
107 |
1,526 |
+32 |
| Dec04 |
040129 |
387.00 |
392.00 |
387.00 |
392.00 |
+5.00 |
450 |
2,802 |
-77 |
| Total Volume and Open Interest |
35,486 |
135,272 |
-1,120 |
| Wheat(KCBT) |
| Mar04 |
040129 |
387.00 |
393.00 |
386.00 |
390.50 |
+5.50 |
7,306 |
38,675 |
-1,192 |
| May04 |
040129 |
385.50 |
390.50 |
385.00 |
390.50 |
+5.50 |
2,138 |
11,732 |
+218 |
| Jul04 |
040129 |
380.00 |
387.50 |
379.50 |
387.00 |
+8.00 |
1,534 |
10,327 |
-77 |
| Sep04 |
040129 |
387.00 |
390.00 |
386.00 |
389.50 |
+8.50 |
48 |
1,700 |
+29 |
| Dec04 |
040129 |
391.75 |
396.00 |
391.75 |
396.00 |
+6.50 |
13 |
1,100 |
-1 |
| Total Volume and Open Interest |
11,039 |
63,542 |
-1,023 |
| Wheat(MGE) |
| Mar04 |
040129 |
399.50 |
405.00 |
399.50 |
404.00 |
+5.25 |
3,359 |
15,603 |
-992 |
| May04 |
040129 |
398.00 |
402.25 |
398.00 |
402.00 |
+6.00 |
2,207 |
6,009 |
+547 |
| Jul04 |
040129 |
392.00 |
399.75 |
392.00 |
397.00 |
+6.00 |
1,638 |
2,865 |
+432 |
| Sep04 |
040129 |
390.25 |
398.00 |
390.25 |
394.00 |
+5.00 |
915 |
3,045 |
+316 |
| Dec04 |
040129 |
396.75 |
401.50 |
396.75 |
400.00 |
+4.50 |
197 |
910 |
+107 |
| Total Volume and Open Interest |
8,316 |
28,440 |
+410 |
| Oats(CBOT) |
| Mar04 |
040129 |
152.75 |
155.00 |
152.00 |
152.75 |
-0.50 |
1,555 |
4,550 |
-329 |
| May04 |
040129 |
155.00 |
157.75 |
154.75 |
156.00 |
unch |
314 |
1,218 |
-14 |
| Jul04 |
040129 |
157.00 |
157.00 |
156.00 |
157.00 |
-1.50 |
16 |
297 |
-4 |
| Sep04 |
040129 |
156.00 |
156.50 |
156.00 |
156.00 |
unch |
2 |
30 |
+0 |
| Total Volume and Open Interest |
1,956 |
6,467 |
-319 |
| Rough Rice(CBOT) |
| Mar04 |
040129 |
7.86 |
8.00 |
7.86 |
7.99 |
+0.08 |
2,054 |
5,788 |
-361 |
| May04 |
040129 |
8.04 |
8.17 |
8.04 |
8.16 |
+0.10 |
169 |
911 |
+45 |
| Jul04 |
040129 |
8.23 |
8.30 |
8.23 |
8.30 |
+0.05 |
42 |
534 |
-12 |
| Sep04 |
040129 |
7.80 |
7.80 |
7.78 |
7.80 |
unch |
3 |
69 |
+0 |
| Total Volume and Open Interest |
2,268 |
7,343 |
-328 |
| Live Cattle(CME) |
| Feb04 |
040129 |
77.250 |
77.900 |
76.025 |
76.025 |
-1.500 |
4,939 |
23,322 |
-943 |
| Apr04 |
040129 |
73.350 |
74.000 |
72.550 |
72.650 |
-0.975 |
4,451 |
41,934 |
+523 |
| Jun04 |
040129 |
70.150 |
70.800 |
69.700 |
69.900 |
-0.350 |
2,115 |
14,837 |
+491 |
| Aug04 |
040129 |
72.350 |
72.950 |
72.100 |
72.125 |
-0.325 |
556 |
7,840 |
+247 |
| Oct04 |
040129 |
75.350 |
75.800 |
75.025 |
75.350 |
-0.100 |
668 |
10,005 |
+126 |
| Dec04 |
040129 |
76.650 |
77.100 |
76.450 |
76.475 |
-0.125 |
120 |
3,232 |
+54 |
| Total Volume and Open Interest |
12,883 |
102,105 |
+458 |
| Feeder Cattle(CME) |
| Jan04 |
040129 |
88.950 |
88.975 |
88.800 |
88.875 |
-0.275 |
237 |
1,320 |
-28 |
| Mar04 |
040129 |
83.300 |
83.950 |
82.500 |
82.900 |
-0.650 |
783 |
5,447 |
+32 |
| Apr04 |
040129 |
84.550 |
85.250 |
83.850 |
84.375 |
-0.450 |
257 |
1,894 |
+84 |
| May04 |
040129 |
85.000 |
85.800 |
84.650 |
84.850 |
-0.350 |
327 |
3,494 |
+55 |
| Aug04 |
040129 |
87.750 |
88.300 |
87.100 |
87.475 |
-0.400 |
166 |
2,055 |
+72 |
| Sep04 |
040129 |
87.800 |
88.200 |
87.000 |
87.700 |
-0.100 |
13 |
275 |
+2 |
| Oct04 |
040129 |
87.850 |
88.150 |
87.250 |
87.850 |
unch |
6 |
277 |
+0 |
| Total Volume and Open Interest |
1,796 |
14,833 |
+217 |
| Lean Hogs(CME) |
| Feb04 |
040129 |
56.525 |
56.900 |
55.425 |
56.075 |
-0.350 |
2,407 |
7,808 |
-767 |
| Apr04 |
040129 |
57.900 |
58.050 |
57.300 |
57.850 |
+0.100 |
4,223 |
27,125 |
+1,075 |
| May04 |
040129 |
59.200 |
59.450 |
58.600 |
59.400 |
+0.050 |
76 |
1,443 |
-11 |
| Jun04 |
040129 |
63.200 |
63.500 |
62.800 |
63.275 |
+0.075 |
1,029 |
6,823 |
+359 |
| Jul04 |
040129 |
60.050 |
60.450 |
59.900 |
60.175 |
+0.025 |
179 |
1,768 |
+127 |
| Aug04 |
040129 |
58.000 |
58.350 |
58.000 |
58.350 |
+0.175 |
99 |
1,230 |
+44 |
| Oct04 |
040129 |
52.550 |
52.600 |
52.025 |
52.025 |
-0.550 |
37 |
1,104 |
+16 |
| Dec04 |
040129 |
52.475 |
52.475 |
52.250 |
52.250 |
-0.550 |
29 |
426 |
+9 |
| Total Volume and Open Interest |
8,079 |
47,751 |
+849 |
| Pork Bellies(CME) |
| Feb04 |
040129 |
84.050 |
84.350 |
82.650 |
83.525 |
-0.525 |
381 |
1,245 |
-83 |
| Mar04 |
040129 |
84.500 |
84.950 |
83.300 |
84.375 |
-0.325 |
229 |
747 |
+56 |
| May04 |
040129 |
85.650 |
85.850 |
84.800 |
85.750 |
+0.300 |
15 |
345 |
+5 |
| Jul04 |
040129 |
86.900 |
87.000 |
86.600 |
86.850 |
-0.100 |
14 |
137 |
+2 |
| Aug04 |
040129 |
86.000 |
86.000 |
84.300 |
84.300 |
-1.100 |
8 |
18 |
+4 |
| Total Volume and Open Interest |
647 |
2,492 |
-16 |
| BFP Milk Class III(CME) |
| Jan04 |
040129 |
11.64 |
11.64 |
11.60 |
11.62 |
-0.02 |
81 |
3,215 |
-12 |
| Feb04 |
040129 |
11.67 |
11.70 |
11.67 |
11.67 |
-0.03 |
115 |
2,487 |
+7 |
| Mar04 |
040129 |
11.95 |
12.00 |
11.95 |
11.97 |
+0.02 |
223 |
2,211 |
+9 |
| Apr04 |
040129 |
12.28 |
12.39 |
12.28 |
12.30 |
+0.02 |
239 |
1,855 |
+56 |
| May04 |
040129 |
12.50 |
12.58 |
12.50 |
12.50 |
+0.02 |
239 |
1,772 |
+62 |
| Total Volume and Open Interest |
2,233 |
21,148 |
+789 |
| Cocoa(NYBOT) |
| Mar04 |
040129 |
1530 |
1549 |
1526 |
1537 |
+12 |
6,833 |
23,950 |
-1,108 |
| May04 |
040129 |
1525 |
1542 |
1520 |
1530 |
+10 |
2,050 |
12,708 |
+24 |
| Jul04 |
040129 |
1515 |
1545 |
1511 |
1530 |
+12 |
334 |
12,492 |
+199 |
| Sep04 |
040129 |
1518 |
1540 |
1518 |
1530 |
+7 |
568 |
8,106 |
+226 |
| Dec04 |
040129 |
1520 |
1532 |
1520 |
1530 |
+10 |
306 |
8,290 |
+168 |
| Mar05 |
040129 |
1535 |
1535 |
1532 |
1532 |
+10 |
398 |
5,825 |
+270 |
| May05 |
040129 |
1535 |
1535 |
1532 |
1532 |
+10 |
2,000 |
8,157 |
+0 |
| Total Volume and Open Interest |
12,549 |
86,416 |
-171 |
| Coffee "C"(NYBOT) |
| Mar04 |
040129 |
75.75 |
75.75 |
74.60 |
75.20 |
-1.55 |
10,234 |
66,652 |
-1,233 |
| May04 |
040129 |
77.25 |
77.60 |
76.50 |
77.10 |
-1.45 |
6,199 |
19,081 |
+1,729 |
| Jul04 |
040129 |
78.75 |
79.20 |
78.25 |
78.75 |
-1.40 |
1,310 |
6,834 |
+91 |
| Sep04 |
040129 |
80.00 |
80.70 |
79.80 |
80.40 |
-1.30 |
956 |
7,687 |
+182 |
| Dec04 |
040129 |
82.75 |
83.00 |
82.00 |
82.90 |
-1.30 |
554 |
4,332 |
+40 |
| Mar05 |
040129 |
85.00 |
85.50 |
85.00 |
85.50 |
-1.30 |
221 |
2,817 |
+159 |
| Total Volume and Open Interest |
19,492 |
107,986 |
+982 |
| Orange Juice(NYBOT) |
| Mar04 |
040129 |
61.70 |
61.80 |
61.25 |
61.25 |
-0.30 |
878 |
26,006 |
-111 |
| May04 |
040129 |
64.75 |
64.80 |
64.30 |
64.35 |
-0.20 |
412 |
7,402 |
+14 |
| Jul04 |
040129 |
67.40 |
67.50 |
67.00 |
67.05 |
-0.15 |
15 |
1,428 |
+15 |
| Sep04 |
040129 |
69.70 |
69.75 |
69.65 |
69.65 |
-0.05 |
9 |
741 |
+8 |
| Nov04 |
040129 |
72.20 |
72.20 |
72.15 |
72.15 |
-0.10 |
20 |
460 |
+4 |
| Total Volume and Open Interest |
1,334 |
36,195 |
-70 |
| Sugar #11(NYBOT) |
| Mar04 |
040129 |
5.87 |
5.93 |
5.80 |
5.87 |
unch |
26,413 |
140,704 |
-366 |
| May04 |
040129 |
6.05 |
6.10 |
6.00 |
6.05 |
unch |
6,877 |
38,997 |
+1,251 |
| Jul04 |
040129 |
6.08 |
6.10 |
6.03 |
6.07 |
unch |
3,223 |
36,457 |
+274 |
| Oct04 |
040129 |
6.15 |
6.15 |
6.10 |
6.13 |
-0.01 |
1,536 |
24,306 |
+916 |
| Mar05 |
040129 |
6.37 |
6.38 |
6.30 |
6.34 |
-0.03 |
277 |
10,683 |
+144 |
| Total Volume and Open Interest |
38,615 |
260,418 |
+2,160 |
| London Cocoa(LCE) |
| Mar04 |
040129 |
878 |
908 |
852 |
907 |
+28 |
7,818 |
56,556 |
+669 |
| May04 |
040129 |
867 |
892 |
850 |
891 |
+22 |
3,370 |
19,676 |
-74 |
| Jul04 |
040129 |
879 |
900 |
868 |
900 |
+21 |
725 |
21,681 |
-239 |
| Sep04 |
040129 |
888 |
910 |
878 |
910 |
+20 |
836 |
21,935 |
-53 |
| Dec04 |
040129 |
895 |
915 |
881 |
915 |
+20 |
2,088 |
38,862 |
+380 |
| Mar05 |
040129 |
906 |
927 |
896 |
927 |
+21 |
2,467 |
22,608 |
+222 |
| May05 |
040129 |
909 |
937 |
909 |
937 |
+22 |
149 |
3,669 |
+100 |
| Total Volume and Open Interest |
17,569 |
186,814 |
+1,035 |
| London Coffee(LCE) |
| Jan04 |
040129 |
810.00 |
810.00 |
803.00 |
803.00 |
-27.00 |
243 |
390 |
-3,748 |
| Mar04 |
040129 |
790.00 |
790.00 |
775.00 |
783.00 |
-15.00 |
6,469 |
65,342 |
-720 |
| May04 |
040129 |
804.00 |
805.00 |
791.00 |
798.00 |
-15.00 |
1,747 |
35,427 |
+248 |
| Jul04 |
040129 |
812.00 |
815.00 |
805.00 |
812.00 |
-15.00 |
399 |
14,181 |
+140 |
| Sep04 |
040129 |
830.00 |
830.00 |
823.00 |
826.00 |
-14.00 |
1,659 |
15,323 |
+213 |
| Nov04 |
040129 |
840.00 |
840.00 |
839.00 |
839.00 |
-14.00 |
501 |
9,623 |
+364 |
| Total Volume and Open Interest |
11,034 |
142,711 |
-3,492 |
| London Sugar(LCE) |
| Mar04 |
040129 |
194.60 |
197.00 |
194.30 |
196.60 |
+2.20 |
4,578 |
14,095 |
-834 |
| May04 |
040129 |
194.60 |
198.30 |
194.60 |
197.90 |
+2.50 |
3,540 |
15,770 |
+1,050 |
| Aug04 |
040129 |
190.00 |
192.10 |
190.00 |
192.10 |
+1.90 |
1,139 |
9,098 |
+215 |
| Oct04 |
040129 |
187.50 |
188.00 |
187.00 |
187.80 |
+0.40 |
565 |
4,472 |
-85 |
| Dec04 |
040129 |
187.60 |
188.00 |
187.60 |
188.00 |
-0.90 |
301 |
2,171 |
+223 |
| Total Volume and Open Interest |
10,239 |
47,855 |
+671 |
| Cotton(NYBOT) |
| Mar04 |
040129 |
70.56 |
70.60 |
67.76 |
68.66 |
-2.10 |
17,625 |
58,601 |
-4,564 |
| May04 |
040129 |
72.00 |
72.00 |
69.20 |
70.51 |
-1.55 |
6,976 |
22,371 |
+1,353 |
| Jul04 |
040129 |
72.80 |
73.00 |
70.50 |
71.50 |
-1.40 |
1,372 |
7,650 |
+24 |
| Oct04 |
040129 |
66.50 |
66.55 |
65.70 |
66.55 |
-0.20 |
13 |
418 |
-1 |
| Dec04 |
040129 |
67.65 |
67.65 |
65.60 |
67.30 |
-0.20 |
754 |
5,893 |
+69 |
| Mar05 |
040129 |
69.30 |
69.30 |
69.30 |
69.30 |
-0.20 |
44 |
856 |
+32 |
| Total Volume and Open Interest |
26,788 |
96,328 |
-3,085 |
| Lumber(CME) |
| Mar04 |
040129 |
338.0 |
339.3 |
333.2 |
334.5 |
+0.1 |
487 |
2,467 |
-12 |
| May04 |
040129 |
339.5 |
341.9 |
336.2 |
337.4 |
unch |
94 |
675 |
-11 |
| Jul04 |
040129 |
340.4 |
342.5 |
338.8 |
340.6 |
+2.6 |
19 |
179 |
+10 |
| Sep04 |
040129 |
340.5 |
340.8 |
340.0 |
340.8 |
-4.1 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
601 |
3,355 |
-12 |
| Crude Oil(NYM) |
| Mar04 |
040129 |
33.50 |
33.50 |
32.41 |
32.81 |
-0.81 |
102,307 |
215,998 |
-3,874 |
| Apr04 |
040129 |
32.60 |
32.60 |
31.75 |
32.12 |
-0.69 |
49,979 |
79,408 |
+2,775 |
| May04 |
040129 |
31.95 |
31.95 |
31.25 |
31.52 |
-0.64 |
9,273 |
40,448 |
+947 |
| Jun04 |
040129 |
31.30 |
31.30 |
30.75 |
31.01 |
-0.57 |
8,685 |
39,647 |
-606 |
| Jul04 |
040129 |
30.75 |
30.75 |
30.36 |
30.54 |
-0.53 |
2,002 |
29,739 |
-51 |
| Aug04 |
040129 |
30.20 |
30.20 |
29.90 |
30.11 |
-0.51 |
930 |
16,995 |
-79 |
| Sep04 |
040129 |
29.75 |
29.90 |
29.75 |
29.77 |
-0.48 |
628 |
26,541 |
+249 |
| Oct04 |
040129 |
29.56 |
29.56 |
29.53 |
29.53 |
-0.45 |
727 |
18,319 |
-342 |
| Nov04 |
040129 |
29.31 |
29.31 |
29.31 |
29.31 |
-0.43 |
1,996 |
13,416 |
-94 |
| Dec04 |
040129 |
29.25 |
29.42 |
28.95 |
29.14 |
-0.42 |
5,566 |
52,017 |
+852 |
| Jan05 |
040129 |
28.75 |
28.91 |
28.75 |
28.91 |
-0.41 |
820 |
15,245 |
+140 |
| Feb05 |
040129 |
28.85 |
28.85 |
28.73 |
28.73 |
-0.39 |
145 |
4,961 |
+50 |
| Mar05 |
040129 |
28.56 |
28.56 |
28.56 |
28.56 |
-0.37 |
150 |
5,096 |
-90 |
| Apr05 |
040129 |
28.40 |
28.40 |
28.40 |
28.40 |
-0.35 |
55 |
2,571 |
-45 |
| May05 |
040129 |
28.24 |
28.24 |
28.24 |
28.24 |
-0.33 |
55 |
2,408 |
+55 |
| Jun05 |
040129 |
28.25 |
28.25 |
28.00 |
28.08 |
-0.31 |
550 |
9,434 |
+118 |
| Total Volume and Open Interest |
188,036 |
662,824 |
+1,564 |
| Heating Oil(NYM) |
| Feb04 |
040129 |
96.00 |
96.30 |
93.20 |
94.44 |
-2.80 |
20,365 |
19,046 |
-4,565 |
| Mar04 |
040129 |
94.30 |
94.50 |
91.10 |
92.36 |
-2.76 |
31,079 |
68,467 |
+1,315 |
| Apr04 |
040129 |
88.00 |
88.15 |
85.60 |
86.66 |
-2.41 |
7,206 |
19,183 |
+1,125 |
| May04 |
040129 |
83.10 |
83.20 |
81.80 |
82.46 |
-1.96 |
1,343 |
8,924 |
-429 |
| Jun04 |
040129 |
79.80 |
80.40 |
78.80 |
80.06 |
-1.71 |
2,739 |
9,651 |
-381 |
| Jul04 |
040129 |
78.90 |
79.10 |
78.35 |
78.81 |
-1.56 |
1,364 |
6,453 |
+215 |
| Aug04 |
040129 |
79.20 |
79.20 |
78.40 |
78.66 |
-1.51 |
723 |
5,368 |
+426 |
| Sep04 |
040129 |
79.50 |
79.50 |
79.11 |
79.11 |
-1.46 |
340 |
2,457 |
+192 |
| Oct04 |
040129 |
79.76 |
79.76 |
79.76 |
79.76 |
-1.41 |
0 |
1,376 |
+0 |
| Nov04 |
040129 |
80.70 |
80.70 |
80.41 |
80.41 |
-1.36 |
0 |
1,466 |
+0 |
| Dec04 |
040129 |
81.27 |
81.27 |
81.01 |
81.01 |
-1.36 |
1,033 |
10,558 |
-138 |
| Jan05 |
040129 |
81.70 |
81.70 |
81.30 |
81.51 |
-1.31 |
10 |
2,222 |
-10 |
| Total Volume and Open Interest |
66,202 |
157,334 |
-2,250 |
| Unleaded Gas(NYM) |
| Feb04 |
040129 |
97.90 |
99.50 |
96.50 |
99.14 |
+0.46 |
18,547 |
7,758 |
-5,670 |
| Mar04 |
040129 |
97.50 |
97.80 |
95.50 |
97.30 |
-0.94 |
25,683 |
66,157 |
+2,661 |
| Apr04 |
040129 |
102.70 |
102.90 |
100.60 |
102.20 |
-1.19 |
5,836 |
22,894 |
+1,335 |
| May04 |
040129 |
101.25 |
101.25 |
99.60 |
101.00 |
-1.19 |
1,242 |
11,908 |
+6 |
| Jun04 |
040129 |
99.50 |
99.50 |
97.60 |
98.70 |
-1.19 |
426 |
5,234 |
-31 |
| Jul04 |
040129 |
96.30 |
96.30 |
95.70 |
96.05 |
-1.19 |
167 |
2,758 |
+105 |
| Aug04 |
040129 |
93.40 |
93.40 |
92.80 |
93.20 |
-1.19 |
76 |
2,220 |
+51 |
| Sep04 |
040129 |
89.25 |
89.50 |
88.90 |
89.50 |
-1.19 |
51 |
4,996 |
+40 |
| Oct04 |
040129 |
84.10 |
84.70 |
84.10 |
84.70 |
-1.19 |
50 |
1,750 |
+5 |
| Nov04 |
040129 |
82.20 |
82.20 |
82.20 |
82.20 |
-1.19 |
0 |
764 |
+0 |
| Dec04 |
040129 |
81.20 |
81.20 |
80.90 |
80.90 |
-1.19 |
50 |
1,498 |
+23 |
| Jan05 |
040129 |
80.35 |
80.35 |
80.35 |
80.35 |
-1.19 |
0 |
303 |
+0 |
| Total Volume and Open Interest |
52,128 |
128,240 |
-1,475 |
| Natural Gas(NYM) |
| Mar04 |
040129 |
5.730 |
5.740 |
5.580 |
5.659 |
-0.081 |
21,928 |
52,794 |
-1,471 |
| Apr04 |
040129 |
5.280 |
5.300 |
5.210 |
5.257 |
-0.068 |
3,773 |
22,666 |
-744 |
| May04 |
040129 |
5.200 |
5.210 |
5.140 |
5.172 |
-0.061 |
1,515 |
23,962 |
-118 |
| Jun04 |
040129 |
5.220 |
5.220 |
5.160 |
5.172 |
-0.058 |
991 |
18,430 |
-128 |
| Jul04 |
040129 |
5.220 |
5.240 |
5.180 |
5.192 |
-0.053 |
713 |
17,291 |
-140 |
| Aug04 |
040129 |
5.230 |
5.240 |
5.190 |
5.202 |
-0.051 |
918 |
13,555 |
+19 |
| Sep04 |
040129 |
5.200 |
5.210 |
5.165 |
5.177 |
-0.051 |
407 |
12,868 |
-2 |
| Oct04 |
040129 |
5.225 |
5.225 |
5.175 |
5.182 |
-0.051 |
591 |
14,314 |
+11 |
| Nov04 |
040129 |
5.410 |
5.410 |
5.380 |
5.387 |
-0.044 |
422 |
10,489 |
-183 |
| Dec04 |
040129 |
5.600 |
5.600 |
5.570 |
5.572 |
-0.049 |
914 |
12,833 |
+394 |
| Jan05 |
040129 |
5.735 |
5.740 |
5.705 |
5.709 |
-0.047 |
772 |
9,927 |
+284 |
| Feb05 |
040129 |
5.700 |
5.700 |
5.669 |
5.669 |
-0.047 |
261 |
9,178 |
+16 |
| Mar05 |
040129 |
5.520 |
5.520 |
5.490 |
5.494 |
-0.047 |
882 |
8,898 |
+45 |
| Apr05 |
040129 |
4.957 |
4.957 |
4.957 |
4.957 |
-0.039 |
512 |
9,164 |
+39 |
| May05 |
040129 |
4.870 |
4.870 |
4.867 |
4.867 |
-0.029 |
62 |
4,124 |
-7 |
| Jun05 |
040129 |
4.900 |
4.900 |
4.897 |
4.897 |
-0.029 |
6 |
4,388 |
+5 |
| Total Volume and Open Interest |
68,929 |
305,984 |
-16,213 |
| Brent Crude Oil(IPE) |
| Mar04 |
040129 |
29.80 |
29.85 |
28.81 |
29.13 |
-0.64 |
58,484 |
105,661 |
+372 |
| Apr04 |
040129 |
29.55 |
29.59 |
28.65 |
28.95 |
-0.56 |
25,429 |
70,568 |
+1,446 |
| May04 |
040129 |
29.35 |
29.40 |
28.50 |
28.77 |
-0.51 |
2,992 |
17,659 |
+214 |
| Jun04 |
040129 |
28.99 |
29.12 |
28.30 |
28.57 |
-0.48 |
5,289 |
27,066 |
-38 |
| Jul04 |
040129 |
28.82 |
28.82 |
28.25 |
28.36 |
-0.46 |
1,428 |
10,889 |
+43 |
| Aug04 |
040129 |
28.64 |
28.64 |
28.02 |
28.16 |
-0.43 |
986 |
9,642 |
-69 |
| Sep04 |
040129 |
27.96 |
27.96 |
27.96 |
27.96 |
-0.40 |
100 |
11,279 |
+50 |
| Oct04 |
040129 |
27.77 |
27.77 |
27.77 |
27.77 |
-0.37 |
100 |
5,591 |
+100 |
| Nov04 |
040129 |
27.91 |
27.91 |
27.46 |
27.58 |
-0.35 |
100 |
5,350 |
+0 |
| Dec04 |
040129 |
27.76 |
27.86 |
27.20 |
27.41 |
-0.34 |
3,644 |
25,141 |
-842 |
| Jan05 |
040129 |
27.65 |
27.69 |
27.22 |
27.22 |
-0.30 |
144 |
2,511 |
+0 |
| Feb05 |
040129 |
27.40 |
27.40 |
27.05 |
27.05 |
-0.26 |
0 |
450 |
+0 |
| Mar05 |
040129 |
26.90 |
26.90 |
26.90 |
26.90 |
-0.23 |
0 |
3,250 |
+0 |
| Total Volume and Open Interest |
99,621 |
328,820 |
+926 |
| Gas Oil(IPE) |
| Feb04 |
040129 |
264.00 |
264.00 |
255.50 |
256.00 |
-6.50 |
22,263 |
39,472 |
-3,041 |
| Mar04 |
040129 |
261.00 |
261.00 |
252.50 |
252.75 |
-6.50 |
18,904 |
36,713 |
+1,834 |
| Apr04 |
040129 |
254.50 |
254.50 |
247.25 |
247.25 |
-5.25 |
4,656 |
13,552 |
+406 |
| May04 |
040129 |
249.00 |
249.00 |
242.25 |
242.25 |
-4.50 |
1,929 |
11,323 |
-202 |
| Jun04 |
040129 |
245.50 |
245.50 |
239.25 |
239.25 |
-4.00 |
4,266 |
16,090 |
+2,273 |
| Jul04 |
040129 |
243.00 |
243.00 |
238.75 |
238.75 |
-3.75 |
650 |
5,722 |
+255 |
| Aug04 |
040129 |
240.50 |
240.50 |
238.50 |
238.50 |
-3.50 |
0 |
2,733 |
+0 |
| Sep04 |
040129 |
238.50 |
238.50 |
238.50 |
238.50 |
-3.25 |
50 |
4,097 |
+0 |
| Oct04 |
040129 |
243.50 |
243.50 |
238.50 |
238.50 |
-3.00 |
1,275 |
3,753 |
+350 |
| Nov04 |
040129 |
238.00 |
238.00 |
238.00 |
238.00 |
-3.25 |
1,325 |
2,987 |
+304 |
| Total Volume and Open Interest |
59,848 |
162,416 |
+4,100 |
| US Dollar Index(NYBOT) |
| Mar04 |
040129 |
87.63 |
88.07 |
87.14 |
87.82 |
+0.58 |
2,658 |
15,369 |
-280 |
| Jun04 |
040129 |
87.90 |
88.37 |
87.69 |
88.23 |
+0.58 |
29 |
2,099 |
+6 |
| Sep04 |
040129 |
88.67 |
88.67 |
88.67 |
88.67 |
+0.58 |
5 |
11 |
+0 |
| Total Volume and Open Interest |
2,692 |
17,481 |
-274 |
| Australian Dollar(CME) |
| Mar04 |
040129 |
76.43 |
76.51 |
75.30 |
75.72 |
-1.22 |
2,761 |
60,360 |
-162 |
| Jun04 |
040129 |
75.65 |
75.65 |
74.56 |
74.88 |
-1.22 |
22 |
814 |
-3 |
| Sep04 |
040129 |
74.04 |
74.04 |
74.04 |
74.04 |
-1.22 |
142 |
421 |
+124 |
| Total Volume and Open Interest |
2,926 |
61,700 |
-42 |
| British Pound(CME) |
| Mar04 |
040129 |
181.50 |
181.75 |
180.20 |
180.84 |
-0.84 |
4,658 |
63,018 |
+102 |
| Jun04 |
040129 |
179.20 |
179.44 |
179.20 |
179.44 |
-0.84 |
1 |
125 |
+6 |
| Sep04 |
040129 |
178.04 |
178.04 |
178.04 |
178.04 |
-0.84 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
4,659 |
63,508 |
+108 |
| Canadian Dollar(CME) |
| Mar04 |
040129 |
75.08 |
75.14 |
74.69 |
74.95 |
-0.42 |
11,825 |
62,820 |
+2,918 |
| Jun04 |
040129 |
74.90 |
74.90 |
74.50 |
74.75 |
-0.42 |
157 |
3,525 |
+64 |
| Sep04 |
040129 |
74.50 |
74.59 |
74.39 |
74.59 |
-0.42 |
85 |
1,653 |
+56 |
| Dec04 |
040129 |
74.65 |
74.65 |
74.30 |
74.43 |
-0.42 |
7 |
759 |
+3 |
| Total Volume and Open Interest |
12,074 |
68,960 |
+3,041 |
| Japanese Yen(CME) |
| Mar04 |
040129 |
94.52 |
94.79 |
94.25 |
94.54 |
-0.09 |
6,096 |
152,674 |
-97 |
| Jun04 |
040129 |
94.82 |
94.86 |
94.62 |
94.83 |
-0.08 |
89 |
7,889 |
+17 |
| Sep04 |
040129 |
95.10 |
95.14 |
95.10 |
95.14 |
-0.07 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
6,187 |
160,633 |
-80 |
| Swiss Franc(CME) |
| Mar04 |
040129 |
79.91 |
79.91 |
79.17 |
79.46 |
-0.44 |
3,295 |
42,193 |
+649 |
| Jun04 |
040129 |
80.12 |
80.12 |
79.40 |
79.62 |
-0.44 |
1 |
188 |
+0 |
| Sep04 |
040129 |
79.79 |
79.79 |
79.79 |
79.79 |
-0.44 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,302 |
42,485 |
+649 |
| EuroFX(CME) |
| Mar04 |
040129 |
124.56 |
124.60 |
123.47 |
123.87 |
-1.07 |
17,353 |
131,604 |
+4,086 |
| Jun04 |
040129 |
124.29 |
124.29 |
123.23 |
123.58 |
-1.07 |
318 |
1,177 |
+68 |
| Sep04 |
040129 |
123.90 |
124.17 |
123.15 |
123.33 |
-1.06 |
20 |
311 |
+13 |
| Total Volume and Open Interest |
17,695 |
133,337 |
+4,167 |
| Mexican Peso(CME) |
| Mar04 |
040129 |
9035.0 |
9045.0 |
8855.0 |
8945.0 |
-137.0 |
4,237 |
42,094 |
+243 |
| Jun04 |
040129 |
8925.0 |
8930.0 |
8810.0 |
8840.0 |
-137.0 |
13 |
547 |
-4 |
| Total Volume and Open Interest |
4,402 |
43,210 |
+300 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040129 |
110~25 |
110~29 |
110~00 |
110~19 |
+0~06 |
326,040 |
480,773 |
-2,027 |
| Jun04 |
040129 |
109~09 |
109~15 |
108~20 |
109~05 |
+0~06 |
3,483 |
26,446 |
+1,422 |
| Sep04 |
040129 |
107~11 |
107~25 |
107~11 |
107~25 |
+0~07 |
100 |
291 |
+60 |
| Total Volume and Open Interest |
329,629 |
507,728 |
-547 |
| Municipal Bonds(CBOT) |
| Mar04 |
040129 |
102~30 |
103~01 |
102~20 |
102~24 |
-0~10 |
0 |
2,332 |
-61 |
| Total Volume and Open Interest |
0 |
2,332 |
-61 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040129 |
113~010 |
113~060 |
112~175 |
113~000 |
+0~035 |
854,921 |
1,136,208 |
-5,240 |
| Jun04 |
040129 |
111~065 |
111~150 |
110~315 |
111~125 |
+0~040 |
12,622 |
117,384 |
+3,235 |
| Total Volume and Open Interest |
867,543 |
1,253,592 |
-2,005 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040129 |
111~290 |
112~040 |
111~225 |
112~020 |
+0~025 |
389,868 |
0 |
+0 |
| Jun04 |
040129 |
110~165 |
110~210 |
110~160 |
110~210 |
+0~030 |
216 |
0 |
-43,701 |
| Total Volume and Open Interest |
390,084 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar04 |
040129 |
107~016 |
107~024 |
107~008 |
107~021 |
-0~003 |
9,918 |
166,099 |
-61 |
| Jun04 |
040129 |
106~076 |
106~076 |
106~076 |
106~076 |
-0~002 |
|
|
|
| Total Volume and Open Interest |
9,918 |
166,099 |
-61 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040129 |
98.805 |
98.815 |
98.795 |
98.815 |
-0.005 |
118,419 |
826,920 |
+3,995 |
| Jun04 |
040129 |
98.625 |
98.625 |
98.595 |
98.620 |
-0.015 |
270,337 |
865,955 |
+26,145 |
| Sep04 |
040129 |
98.315 |
98.340 |
98.270 |
98.305 |
-0.025 |
254,383 |
791,501 |
+8,825 |
| Dec04 |
040129 |
97.910 |
97.935 |
97.860 |
97.895 |
-0.040 |
374,857 |
657,093 |
+13,906 |
| Mar05 |
040129 |
97.490 |
97.520 |
97.430 |
97.475 |
-0.040 |
188,318 |
402,080 |
+261 |
| Jun05 |
040129 |
97.080 |
97.105 |
97.000 |
97.070 |
-0.045 |
68,038 |
326,442 |
+439 |
| Sep05 |
040129 |
96.715 |
96.725 |
96.630 |
96.705 |
-0.045 |
59,549 |
256,991 |
-341 |
| Dec05 |
040129 |
96.405 |
96.410 |
96.330 |
96.390 |
-0.045 |
38,269 |
178,218 |
+1,861 |
| Mar06 |
040129 |
96.180 |
96.185 |
96.090 |
96.160 |
-0.040 |
16,899 |
165,009 |
+1,801 |
| Jun06 |
040129 |
95.935 |
95.950 |
95.870 |
95.945 |
-0.030 |
22,932 |
128,780 |
+837 |
| Sep06 |
040129 |
95.740 |
95.750 |
95.670 |
95.750 |
-0.020 |
16,288 |
120,216 |
+1,712 |
| Dec06 |
040129 |
95.520 |
95.550 |
95.450 |
95.550 |
-0.010 |
18,851 |
102,757 |
+27 |
| Total Volume and Open Interest |
1,506,690 |
5,408,819 |
+63,318 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040129 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
25 |
10,646 |
-15 |
| Jun04 |
040129 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
51 |
9,045 |
-158 |
| Sep04 |
040129 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
12,203 |
+20 |
| Dec04 |
040129 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.01 |
1 |
5,015 |
+439 |
| Mar05 |
040129 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
152 |
4,634 |
+995 |
| Jun05 |
040129 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
0 |
1,092 |
+292 |
| Sep05 |
040129 |
99.67 |
99.67 |
99.65 |
99.65 |
+0.04 |
0 |
1,175 |
-549 |
| Dec05 |
040129 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.03 |
0 |
126 |
+0 |
| Mar06 |
040129 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.01 |
2 |
297 |
+2 |
| Jun06 |
040129 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.08 |
0 |
563 |
+0 |
| Total Volume and Open Interest |
231 |
45,974 |
+1,027 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040129 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
139 |
60,326 |
-217 |
| Jun04 |
040129 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
6,804 |
70,878 |
+3,836 |
| Sep04 |
040129 |
99.89 |
99.90 |
99.89 |
99.90 |
unch |
2,255 |
44,892 |
-231 |
| Dec04 |
040129 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
1,470 |
42,494 |
+1,389 |
| Mar05 |
040129 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
2,139 |
23,036 |
+2,028 |
| Jun05 |
040129 |
99.77 |
99.77 |
99.76 |
99.76 |
unch |
245 |
17,330 |
+238 |
| Sep05 |
040129 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
1,046 |
13,582 |
-41 |
| Dec05 |
040129 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
3,635 |
+0 |
| Total Volume and Open Interest |
14,099 |
289,473 |
+7,003 |
| German Euro-Bund(EUREX) |
| Mar04 |
040129 |
114.07 |
114.09 |
113.46 |
113.53 |
-1.20 |
1,005,244 |
965,699 |
+3,682 |
| Jun04 |
040129 |
112.95 |
112.99 |
112.54 |
112.54 |
-1.19 |
1,211 |
24,868 |
-379 |
| Sep04 |
040129 |
112.01 |
112.32 |
112.01 |
112.32 |
-1.20 |
3,130 |
0 |
+0 |
| Total Volume and Open Interest |
1,009,585 |
990,567 |
+3,303 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040129 |
111.32 |
111.37 |
110.95 |
111.01 |
-0.84 |
528,814 |
734,226 |
-6,255 |
| Jun04 |
040129 |
110.51 |
110.51 |
110.21 |
110.21 |
-0.84 |
227 |
5,197 |
+3 |
| Sep04 |
040129 |
109.81 |
109.81 |
109.81 |
109.81 |
-0.83 |
2,390 |
0 |
+0 |
| Total Volume and Open Interest |
531,431 |
739,423 |
-6,252 |
| Long Gilt(LIFFE) |
| Mar04 |
040129 |
107~30 |
107~30 |
107~15 |
107~20 |
-0~24 |
63,923 |
161,371 |
+1,562 |
| Jun04 |
040129 |
107~07 |
107~07 |
107~07 |
107~07 |
-0~26 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
63,923 |
161,372 |
+1,562 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040129 |
95.72 |
95.75 |
95.71 |
95.74 |
-0.03 |
16,919 |
185,058 |
-3,252 |
| Jun04 |
040129 |
95.49 |
95.53 |
95.48 |
95.50 |
-0.06 |
23,630 |
198,350 |
+433 |
| Sep04 |
040129 |
95.28 |
95.32 |
95.25 |
95.27 |
-0.09 |
22,336 |
154,502 |
-2,247 |
| Total Volume and Open Interest |
104,374 |
1,013,800 |
-3,855 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040129 |
97.920 |
97.930 |
97.820 |
97.900 |
-0.050 |
57,185 |
563,825 |
-2,224 |
| Jun04 |
040129 |
97.860 |
97.885 |
97.805 |
97.825 |
-0.105 |
94,686 |
517,374 |
+1,898 |
| Sep04 |
040129 |
97.720 |
97.740 |
97.625 |
97.650 |
-0.155 |
107,112 |
458,654 |
+3,824 |
| Total Volume and Open Interest |
514,412 |
2,766,992 |
+10,140 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040129 |
94.37 |
94.40 |
94.37 |
94.40 |
-0.04 |
12,739 |
242,500 |
-1,314 |
| Jun04 |
040129 |
94.28 |
94.32 |
94.27 |
94.32 |
-0.06 |
4,232 |
124,486 |
-7,563 |
| Sep04 |
040129 |
94.20 |
94.24 |
94.20 |
94.24 |
-0.08 |
1,340 |
49,835 |
+240 |
| Dec04 |
040129 |
94.14 |
94.16 |
94.13 |
94.16 |
-0.09 |
70 |
26,646 |
+77 |
| Mar05 |
040129 |
94.09 |
94.09 |
94.08 |
94.08 |
-0.11 |
115 |
19,500 |
+13 |
| Jun05 |
040129 |
94.02 |
94.04 |
94.01 |
94.01 |
-0.13 |
4 |
13,283 |
-100 |
| Sep05 |
040129 |
93.96 |
93.96 |
93.95 |
93.96 |
-0.12 |
1 |
6,330 |
-90 |
| Dec05 |
040129 |
93.90 |
93.90 |
93.89 |
93.90 |
-0.13 |
29 |
2,816 |
-24 |
| Mar06 |
040129 |
93.83 |
93.84 |
93.83 |
93.84 |
-0.15 |
30 |
931 |
-3 |
| Jun06 |
040129 |
93.79 |
93.79 |
93.78 |
93.79 |
-0.17 |
0 |
1,020 |
+0 |
| Total Volume and Open Interest |
18,560 |
487,946 |
-8,764 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040129 |
94.13 |
94.16 |
94.10 |
94.15 |
-0.12 |
20,301 |
213,637 |
+5,331 |
| Jun04 |
040129 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
20,301 |
213,637 |
+5,331 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040129 |
94.27 |
94.30 |
94.25 |
94.29 |
-0.14 |
34,482 |
470,340 |
+10,196 |
| Jun04 |
040129 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
34,482 |
470,340 |
+10,196 |
| Gold(CMX) |
| Feb04 |
040129 |
409.0 |
409.0 |
396.5 |
398.5 |
-16.1 |
76,523 |
47,630 |
-33,953 |
| Apr04 |
040129 |
409.5 |
410.1 |
397.5 |
399.4 |
-16.4 |
56,807 |
144,111 |
+33,783 |
| Jun04 |
040129 |
410.5 |
411.0 |
399.0 |
400.4 |
-16.4 |
3,211 |
28,876 |
+672 |
| Aug04 |
040129 |
413.0 |
413.0 |
401.4 |
401.4 |
-16.3 |
244 |
7,658 |
+73 |
| Oct04 |
040129 |
402.3 |
402.3 |
402.3 |
402.3 |
-16.2 |
11 |
1,028 |
+10 |
| Dec04 |
040129 |
414.0 |
414.0 |
402.0 |
403.3 |
-16.1 |
607 |
20,952 |
+39 |
| Total Volume and Open Interest |
137,612 |
276,081 |
+591 |
| Silver(CMX) |
| Mar04 |
040129 |
653.0 |
653.0 |
612.0 |
623.0 |
-40.0 |
12,786 |
88,547 |
-405 |
| May04 |
040129 |
651.0 |
655.0 |
613.5 |
624.2 |
-40.0 |
578 |
5,943 |
+110 |
| Jul04 |
040129 |
652.5 |
652.5 |
616.0 |
625.2 |
-40.0 |
308 |
3,822 |
+118 |
| Sep04 |
040129 |
642.0 |
642.0 |
616.0 |
625.9 |
-39.8 |
15 |
861 |
+12 |
| Dec04 |
040129 |
654.0 |
654.0 |
620.0 |
627.0 |
-39.5 |
371 |
11,900 |
+67 |
| Total Volume and Open Interest |
14,111 |
113,956 |
-80 |
| Platinum(NYM) |
| Apr04 |
040129 |
848.0 |
848.0 |
818.0 |
821.3 |
-28.8 |
501 |
7,793 |
-21 |
| Jul04 |
040129 |
829.0 |
829.0 |
811.3 |
811.3 |
-28.8 |
8 |
248 |
+0 |
| Oct04 |
040129 |
825.1 |
825.1 |
806.8 |
806.8 |
-28.8 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
509 |
8,054 |
-31 |
| Palladium(NYME) |
| Mar04 |
040129 |
245.00 |
246.00 |
224.00 |
228.05 |
-20.35 |
663 |
9,704 |
+153 |
| Jun04 |
040129 |
243.80 |
243.80 |
227.00 |
229.05 |
-20.60 |
32 |
1,153 |
+6 |
| Total Volume and Open Interest |
696 |
10,929 |
+160 |
| Copper(CMX) |
| Mar04 |
040129 |
113.05 |
113.25 |
111.85 |
112.20 |
-1.05 |
7,742 |
69,079 |
+660 |
| May04 |
040129 |
112.60 |
112.60 |
111.50 |
111.60 |
-1.05 |
400 |
8,085 |
+126 |
| Jul04 |
040129 |
111.50 |
111.50 |
110.30 |
110.60 |
-1.10 |
199 |
4,878 |
+112 |
| Sep04 |
040129 |
110.00 |
110.00 |
109.15 |
109.45 |
-1.10 |
50 |
1,991 |
+4 |
| Dec04 |
040129 |
108.95 |
108.95 |
107.80 |
107.90 |
-1.25 |
202 |
3,468 |
+163 |
| Total Volume and Open Interest |
9,755 |
94,167 |
+445 |
| DJIA Index(CBOT) |
| Mar04 |
040129 |
10496 |
10505 |
10396 |
10470 |
+5 |
12,406 |
35,418 |
+197 |
| Jun04 |
040129 |
10479 |
10480 |
10395 |
10449 |
+5 |
62 |
530 |
+12 |
| Sep04 |
040129 |
10460 |
10460 |
10430 |
10430 |
+6 |
0 |
2 |
+0 |
| Dec04 |
040129 |
10390 |
10410 |
10390 |
10410 |
+6 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
12,468 |
35,955 |
+209 |
| S & P 500(CME) |
| Mar04 |
040129 |
1131.10 |
1133.50 |
1121.00 |
1130.20 |
+1.00 |
52,963 |
596,757 |
+4,020 |
| Jun04 |
040129 |
1120.90 |
1131.50 |
1120.90 |
1129.30 |
+1.00 |
58 |
19,563 |
-23 |
| Sep04 |
040129 |
1128.60 |
1128.60 |
1128.60 |
1128.60 |
+1.10 |
5 |
3,445 |
-5 |
| Dec04 |
040129 |
1128.40 |
1128.40 |
1128.40 |
1128.40 |
+1.40 |
25 |
96 |
+24 |
| Total Volume and Open Interest |
53,052 |
620,082 |
+4,025 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040129 |
1128.50 |
1133.75 |
1120.75 |
1130.25 |
+1.00 |
821,903 |
564,232 |
+12,244 |
| Jun04 |
040129 |
1127.00 |
1132.25 |
1122.00 |
1129.25 |
+1.00 |
177 |
10,519 |
+47 |
| Total Volume and Open Interest |
822,080 |
574,751 |
+12,291 |
| NASDAQ 100(CME) |
| Mar04 |
040129 |
1498.50 |
1502.00 |
1475.50 |
1499.50 |
+5.50 |
14,807 |
75,300 |
-435 |
| Jun04 |
040129 |
1485.00 |
1502.50 |
1485.00 |
1502.50 |
+5.50 |
0 |
57 |
+0 |
| Sep04 |
040129 |
1505.50 |
1505.50 |
1505.50 |
1505.50 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
14,807 |
75,357 |
-435 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040129 |
1492.5 |
1502.5 |
1475.5 |
1499.5 |
+5.5 |
369,978 |
233,415 |
+5,386 |
| Jun04 |
040129 |
1504.5 |
1504.5 |
1479.5 |
1502.5 |
+5.5 |
210 |
1,281 |
+119 |
| Total Volume and Open Interest |
370,188 |
234,696 |
+5,505 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040129 |
590.90 |
592.00 |
581.00 |
586.00 |
-3.70 |
726 |
16,235 |
+27 |
| Jun04 |
040129 |
586.00 |
586.00 |
586.00 |
586.00 |
-3.70 |
0 |
1 |
+0 |
| Sep04 |
040129 |
586.00 |
586.00 |
586.00 |
586.00 |
-3.70 |
|
|
|
| Total Volume and Open Interest |
726 |
16,236 |
+27 |
| Russell 2000(CME) |
| Mar04 |
040129 |
585.50 |
587.25 |
573.00 |
580.15 |
-4.20 |
1,937 |
23,321 |
+161 |
| Jun04 |
040129 |
580.25 |
580.25 |
580.25 |
580.25 |
-4.20 |
|
|
|
| Sep04 |
040129 |
580.25 |
580.25 |
580.25 |
580.25 |
-4.20 |
|
|
|
| Total Volume and Open Interest |
1,937 |
23,321 |
+161 |
| Value Line(KCBT) |
| Mar04 |
040129 |
1584.00 |
1584.00 |
1570.00 |
1582.00 |
-5.00 |
3 |
47 |
+0 |
| Total Volume and Open Interest |
3 |
47 |
+0 |
| Nikkei 225(CME) |
| Mar04 |
040129 |
10800 |
10820 |
10615 |
10780 |
+115 |
3,992 |
30,342 |
-1,142 |
| Jun04 |
040129 |
10700 |
10780 |
10700 |
10780 |
+125 |
6 |
110 |
+3 |
| Total Volume and Open Interest |
3,998 |
30,463 |
-1,139 |
| Nikkei 225(SIMEX) |
| Mar04 |
040129 |
10720 |
10815 |
10665 |
10805 |
-45 |
20,848 |
150,472 |
-1,710 |
| Jun04 |
040129 |
10760 |
10760 |
10760 |
10760 |
-45 |
0 |
603 |
+0 |
| Sep04 |
040129 |
10755 |
10755 |
10755 |
10755 |
-45 |
|
|
|
| Total Volume and Open Interest |
20,848 |
151,075 |
-1,710 |
| CAC 40(MATIF) |
| Jan04 |
040129 |
3684.5 |
3684.5 |
3654.0 |
3664.5 |
-44.5 |
130,188 |
507,556 |
+11,558 |
| Feb04 |
040129 |
3693.0 |
3693.0 |
3660.0 |
3669.5 |
-45.0 |
77,104 |
75,328 |
+52,591 |
| Mar04 |
040129 |
3681.0 |
3687.0 |
3672.0 |
3675.5 |
-45.0 |
2,028 |
121,394 |
+765 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040129 |
4119.5 |
4140.0 |
4093.5 |
4101.0 |
-66.0 |
90,931 |
287,262 |
+3,228 |
| Jun04 |
040129 |
4144.0 |
4157.5 |
4120.0 |
4122.5 |
-65.5 |
410 |
8,689 |
-74 |
| Sep04 |
040129 |
4164.0 |
4177.0 |
4145.5 |
4145.5 |
-64.5 |
398 |
2,308 |
+188 |
| Total Volume and Open Interest |
91,739 |
298,259 |
+3,342 |
| FT-SE 100(LIFFE) |
| Mar04 |
040129 |
4408.50 |
4425.50 |
4382.50 |
4392.00 |
-54.50 |
85,856 |
431,165 |
+5,622 |
| Jun04 |
040129 |
4411.00 |
4414.00 |
4391.50 |
4401.00 |
-54.50 |
5,513 |
15,622 |
+2,499 |
| Sep04 |
040129 |
4419.50 |
4419.50 |
4410.50 |
4411.50 |
-54.00 |
1,500 |
10,192 |
+1,051 |
| Total Volume and Open Interest |
96,869 |
462,685 |
+12,587 |
| SPI 200(SFE) |
| Mar04 |
040129 |
3257.0 |
3263.0 |
3246.0 |
3249.0 |
-32.0 |
21,351 |
171,984 |
+8,722 |
| Jun04 |
040129 |
3264.0 |
3273.0 |
3262.0 |
3262.0 |
-31.0 |
154 |
3,710 |
+60 |
| Sep04 |
040129 |
3272.0 |
3272.0 |
3272.0 |
3272.0 |
-32.0 |
0 |
1,957 |
+0 |
| Total Volume and Open Interest |
21,505 |
178,776 |
+8,782 |
| GSCI(CME) |
| Feb04 |
040129 |
262.45 |
262.80 |
257.70 |
258.90 |
-4.70 |
140 |
14,484 |
+74 |
| Mar04 |
040129 |
260.00 |
260.00 |
256.25 |
256.25 |
-3.75 |
1 |
24 |
+1 |
| Apr04 |
040129 |
253.00 |
253.00 |
253.00 |
253.00 |
-4.00 |
|
|
|
| Total Volume and Open Interest |
141 |
14,508 |
+75 |
| Reuters CRB Index(NYBOT) |
| Feb04 |
040129 |
261.75 |
261.75 |
259.00 |
259.10 |
-3.95 |
40 |
130 |
+6 |
| Apr04 |
040129 |
262.50 |
262.50 |
258.50 |
258.75 |
-4.30 |
84 |
733 |
+6 |
| Jun04 |
040129 |
260.50 |
260.50 |
259.05 |
259.05 |
-4.25 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
124 |
889 |
+12 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|