|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 30, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar04 |
040130 |
807.00 |
821.00 |
805.50 |
819.50 |
+10.50 |
41,268 |
120,846 |
-1,172 |
May04 |
040130 |
808.50 |
825.00 |
806.00 |
822.75 |
+13.25 |
13,554 |
76,622 |
+888 |
Jul04 |
040130 |
800.00 |
814.00 |
795.50 |
813.00 |
+13.25 |
8,038 |
37,556 |
-324 |
Aug04 |
040130 |
769.00 |
784.00 |
766.00 |
782.00 |
+13.50 |
725 |
8,348 |
+153 |
Sep04 |
040130 |
716.00 |
732.00 |
715.00 |
731.00 |
+16.75 |
388 |
3,886 |
-60 |
Nov04 |
040130 |
653.00 |
665.00 |
650.00 |
662.50 |
+12.25 |
3,266 |
22,024 |
+547 |
Jan05 |
040130 |
654.00 |
668.00 |
652.00 |
666.00 |
+13.00 |
46 |
406 |
+33 |
Total Volume and Open Interest |
67,312 |
270,049 |
+70 |
Soybean Meal(CBOT) |
Mar04 |
040130 |
251.00 |
256.00 |
250.50 |
255.60 |
+3.50 |
12,393 |
55,190 |
-2,546 |
May04 |
040130 |
251.00 |
257.00 |
250.70 |
256.50 |
+4.70 |
6,584 |
56,861 |
-1,106 |
Jul04 |
040130 |
248.00 |
253.00 |
248.00 |
252.70 |
+4.00 |
5,223 |
31,539 |
-208 |
Aug04 |
040130 |
239.00 |
243.00 |
238.50 |
242.50 |
+3.80 |
1,323 |
11,915 |
+142 |
Sep04 |
040130 |
224.00 |
229.00 |
223.60 |
228.50 |
+4.90 |
983 |
9,042 |
+189 |
Oct04 |
040130 |
197.50 |
200.00 |
197.00 |
200.00 |
+2.90 |
196 |
6,340 |
+45 |
Dec04 |
040130 |
193.70 |
197.00 |
193.50 |
196.50 |
+2.80 |
1,442 |
14,919 |
+469 |
Jan05 |
040130 |
195.00 |
196.00 |
194.30 |
196.00 |
+2.30 |
67 |
825 |
-9 |
Total Volume and Open Interest |
28,333 |
186,968 |
-2,903 |
Soybean Oil(CBOT) |
Mar04 |
040130 |
29.00 |
29.43 |
28.93 |
29.27 |
+0.20 |
9,681 |
74,431 |
-1,910 |
May04 |
040130 |
28.95 |
29.45 |
28.85 |
29.36 |
+0.39 |
5,201 |
58,240 |
+983 |
Jul04 |
040130 |
28.80 |
29.40 |
28.70 |
29.37 |
+0.58 |
3,943 |
41,031 |
+127 |
Aug04 |
040130 |
28.35 |
28.90 |
28.25 |
28.85 |
+0.54 |
516 |
4,655 |
-111 |
Sep04 |
040130 |
27.60 |
28.15 |
27.55 |
28.10 |
+0.55 |
889 |
6,317 |
+323 |
Oct04 |
040130 |
26.60 |
27.10 |
26.50 |
27.10 |
+0.50 |
207 |
5,059 |
+8 |
Dec04 |
040130 |
25.65 |
26.15 |
25.60 |
26.10 |
+0.45 |
1,242 |
10,994 |
+143 |
Jan05 |
040130 |
25.55 |
25.95 |
25.55 |
25.95 |
+0.42 |
27 |
383 |
+8 |
Total Volume and Open Interest |
21,835 |
201,611 |
-368 |
Canola(WCE) |
Mar04 |
040130 |
368.0 |
378.3 |
367.3 |
377.9 |
+12.3 |
11,489 |
28,865 |
+559 |
May04 |
040130 |
372.5 |
384.5 |
372.5 |
383.2 |
+11.7 |
3,764 |
16,044 |
+759 |
Jul04 |
040130 |
378.0 |
389.5 |
377.5 |
385.5 |
+9.9 |
1,555 |
7,713 |
+1,055 |
Sep04 |
040130 |
351.5 |
351.5 |
351.5 |
351.5 |
+4.5 |
|
|
|
Nov04 |
040130 |
352.5 |
360.0 |
352.0 |
357.5 |
+7.0 |
1,172 |
9,557 |
+79 |
Total Volume and Open Interest |
17,980 |
62,204 |
+2,452 |
Corn(CBOT) |
Mar04 |
040130 |
271.50 |
277.00 |
270.75 |
276.25 |
+6.25 |
42,348 |
311,750 |
-6,425 |
May04 |
040130 |
276.50 |
282.25 |
275.00 |
281.50 |
+7.25 |
11,804 |
113,513 |
+2,455 |
Jul04 |
040130 |
280.00 |
284.50 |
278.00 |
283.75 |
+6.25 |
7,878 |
74,821 |
-1,632 |
Sep04 |
040130 |
274.50 |
279.00 |
274.00 |
278.50 |
+6.50 |
1,016 |
13,432 |
+463 |
Dec04 |
040130 |
269.00 |
275.00 |
268.75 |
274.00 |
+6.50 |
10,185 |
102,054 |
+3,030 |
Mar05 |
040130 |
273.00 |
277.75 |
272.25 |
277.50 |
+7.00 |
487 |
7,430 |
+189 |
Total Volume and Open Interest |
73,847 |
625,805 |
-1,834 |
Wheat(CBOT) |
Mar04 |
040130 |
383.25 |
389.50 |
383.00 |
389.00 |
+8.75 |
16,210 |
83,151 |
-3,280 |
May04 |
040130 |
389.00 |
396.00 |
388.00 |
395.00 |
+9.75 |
4,430 |
20,851 |
+568 |
Jul04 |
040130 |
384.00 |
390.00 |
383.50 |
388.75 |
+7.75 |
4,908 |
24,606 |
+546 |
Sep04 |
040130 |
387.00 |
392.50 |
387.00 |
392.50 |
+8.00 |
61 |
1,528 |
+2 |
Dec04 |
040130 |
394.00 |
401.50 |
394.00 |
401.25 |
+9.25 |
97 |
2,783 |
-19 |
Total Volume and Open Interest |
25,713 |
133,089 |
-2,183 |
Wheat(KCBT) |
Mar04 |
040130 |
393.00 |
398.00 |
392.50 |
396.50 |
+6.00 |
5,497 |
39,067 |
+392 |
May04 |
040130 |
393.00 |
397.00 |
392.50 |
395.50 |
+5.00 |
2,140 |
11,970 |
+238 |
Jul04 |
040130 |
390.00 |
393.00 |
389.00 |
392.50 |
+5.50 |
1,447 |
10,428 |
+101 |
Sep04 |
040130 |
392.00 |
395.50 |
392.00 |
395.00 |
+5.50 |
78 |
1,717 |
+17 |
Dec04 |
040130 |
400.00 |
402.50 |
399.00 |
400.75 |
+4.75 |
33 |
1,097 |
-3 |
Total Volume and Open Interest |
9,195 |
64,287 |
+745 |
Wheat(MGE) |
Mar04 |
040130 |
405.50 |
416.00 |
405.00 |
414.00 |
+10.00 |
2,051 |
15,117 |
-486 |
May04 |
040130 |
403.00 |
409.25 |
403.00 |
408.25 |
+6.25 |
1,364 |
6,298 |
+289 |
Jul04 |
040130 |
398.00 |
404.25 |
398.00 |
403.50 |
+6.50 |
1,673 |
3,577 |
+712 |
Sep04 |
040130 |
397.50 |
400.00 |
396.50 |
399.00 |
+5.00 |
1,964 |
4,101 |
+1,056 |
Dec04 |
040130 |
402.50 |
405.00 |
402.00 |
405.00 |
+5.00 |
15 |
907 |
-3 |
Total Volume and Open Interest |
7,067 |
30,008 |
+1,568 |
Oats(CBOT) |
Mar04 |
040130 |
153.50 |
156.75 |
151.25 |
156.75 |
+4.00 |
799 |
4,344 |
-206 |
May04 |
040130 |
156.50 |
159.00 |
155.00 |
159.00 |
+3.00 |
195 |
1,211 |
-7 |
Jul04 |
040130 |
157.50 |
159.00 |
157.00 |
159.00 |
+2.00 |
15 |
299 |
+2 |
Sep04 |
040130 |
156.00 |
156.00 |
156.00 |
156.00 |
unch |
4 |
33 |
+3 |
Total Volume and Open Interest |
1,016 |
6,261 |
-206 |
Rough Rice(CBOT) |
Mar04 |
040130 |
7.98 |
8.10 |
7.95 |
8.06 |
+0.08 |
556 |
5,600 |
-188 |
May04 |
040130 |
8.16 |
8.25 |
8.14 |
8.25 |
+0.09 |
97 |
959 |
+48 |
Jul04 |
040130 |
8.30 |
8.37 |
8.30 |
8.37 |
+0.07 |
18 |
545 |
+11 |
Sep04 |
040130 |
7.90 |
7.90 |
7.90 |
7.90 |
+0.10 |
15 |
84 |
+15 |
Total Volume and Open Interest |
691 |
7,229 |
-114 |
Live Cattle(CME) |
Feb04 |
040130 |
75.800 |
76.750 |
75.550 |
76.700 |
+0.675 |
6,235 |
21,923 |
-1,399 |
Apr04 |
040130 |
72.500 |
73.450 |
72.500 |
73.425 |
+0.775 |
6,968 |
41,124 |
-810 |
Jun04 |
040130 |
69.900 |
70.700 |
69.850 |
70.600 |
+0.700 |
2,235 |
15,097 |
+260 |
Aug04 |
040130 |
72.100 |
73.000 |
72.100 |
72.800 |
+0.675 |
986 |
7,900 |
+60 |
Oct04 |
040130 |
75.325 |
76.100 |
75.275 |
76.100 |
+0.750 |
1,419 |
10,023 |
+18 |
Dec04 |
040130 |
76.650 |
77.300 |
76.650 |
77.250 |
+0.775 |
176 |
3,303 |
+71 |
Total Volume and Open Interest |
18,097 |
100,300 |
-1,805 |
Feeder Cattle(CME) |
Mar04 |
040130 |
82.900 |
83.775 |
82.850 |
83.675 |
+0.775 |
1,343 |
5,411 |
-36 |
Apr04 |
040130 |
84.000 |
85.550 |
83.925 |
85.400 |
+1.025 |
347 |
1,935 |
+41 |
May04 |
040130 |
84.575 |
85.900 |
84.500 |
85.875 |
+1.025 |
441 |
3,540 |
+46 |
Aug04 |
040130 |
87.250 |
88.300 |
87.250 |
88.250 |
+0.775 |
160 |
2,121 |
+66 |
Sep04 |
040130 |
87.700 |
88.250 |
87.600 |
88.250 |
+0.550 |
31 |
299 |
+24 |
Oct04 |
040130 |
87.900 |
88.250 |
87.900 |
88.250 |
+0.400 |
41 |
293 |
+16 |
Nov04 |
040130 |
88.000 |
88.250 |
88.000 |
88.250 |
+0.600 |
5 |
76 |
+5 |
Total Volume and Open Interest |
2,636 |
14,746 |
-87 |
Lean Hogs(CME) |
Feb04 |
040130 |
56.550 |
57.600 |
56.550 |
57.350 |
+1.275 |
2,380 |
7,803 |
-5 |
Apr04 |
040130 |
58.250 |
59.400 |
58.150 |
59.200 |
+1.350 |
3,407 |
26,836 |
-289 |
May04 |
040130 |
59.100 |
60.450 |
59.100 |
60.250 |
+0.850 |
40 |
1,443 |
+0 |
Jun04 |
040130 |
63.300 |
64.200 |
63.300 |
64.200 |
+0.925 |
576 |
6,961 |
+138 |
Jul04 |
040130 |
60.250 |
61.000 |
60.250 |
61.000 |
+0.825 |
195 |
1,829 |
+61 |
Aug04 |
040130 |
58.700 |
59.100 |
58.500 |
59.025 |
+0.675 |
102 |
1,278 |
+48 |
Oct04 |
040130 |
52.400 |
52.900 |
52.400 |
52.750 |
+0.725 |
10 |
1,105 |
+1 |
Dec04 |
040130 |
52.250 |
53.000 |
52.250 |
53.000 |
+0.750 |
7 |
431 |
+5 |
Total Volume and Open Interest |
6,717 |
47,710 |
-41 |
Pork Bellies(CME) |
Feb04 |
040130 |
84.000 |
85.300 |
84.000 |
84.925 |
+1.400 |
416 |
1,115 |
-130 |
Mar04 |
040130 |
84.850 |
86.050 |
84.850 |
85.900 |
+1.525 |
215 |
827 |
+80 |
May04 |
040130 |
86.000 |
87.100 |
86.000 |
87.100 |
+1.350 |
65 |
352 |
+7 |
Jul04 |
040130 |
86.850 |
88.350 |
86.850 |
88.200 |
+1.350 |
6 |
141 |
+4 |
Aug04 |
040130 |
86.250 |
86.250 |
85.750 |
85.950 |
+1.650 |
4 |
21 |
+3 |
Total Volume and Open Interest |
706 |
2,456 |
-36 |
BFP Milk Class III(CME) |
Jan04 |
040130 |
11.61 |
11.61 |
11.61 |
11.61 |
-0.01 |
22 |
3,217 |
+2 |
Feb04 |
040130 |
11.70 |
11.70 |
11.66 |
11.67 |
unch |
110 |
2,521 |
+34 |
Mar04 |
040130 |
12.02 |
12.12 |
11.99 |
12.09 |
+0.12 |
113 |
2,281 |
+70 |
Apr04 |
040130 |
12.35 |
12.50 |
12.35 |
12.48 |
+0.18 |
129 |
1,898 |
+43 |
May04 |
040130 |
12.56 |
12.70 |
12.55 |
12.70 |
+0.20 |
103 |
1,833 |
+61 |
Total Volume and Open Interest |
1,193 |
21,604 |
+456 |
Cocoa(NYBOT) |
Mar04 |
040130 |
1535 |
1560 |
1515 |
1520 |
-17 |
3,593 |
23,307 |
-643 |
May04 |
040130 |
1528 |
1546 |
1508 |
1515 |
-15 |
2,463 |
12,852 |
+144 |
Jul04 |
040130 |
1529 |
1541 |
1510 |
1513 |
-17 |
1,080 |
12,846 |
+354 |
Sep04 |
040130 |
1538 |
1540 |
1513 |
1513 |
-17 |
739 |
8,635 |
+529 |
Dec04 |
040130 |
1532 |
1532 |
1513 |
1513 |
-17 |
216 |
8,344 |
+54 |
Mar05 |
040130 |
1532 |
1532 |
1515 |
1515 |
-17 |
10 |
5,825 |
+0 |
May05 |
040130 |
1515 |
1515 |
1515 |
1515 |
-17 |
265 |
8,257 |
+100 |
Total Volume and Open Interest |
8,366 |
86,954 |
+538 |
Coffee "C"(NYBOT) |
Mar04 |
040130 |
75.25 |
76.00 |
72.10 |
75.50 |
+0.30 |
8,818 |
66,197 |
-455 |
May04 |
040130 |
77.25 |
78.00 |
74.10 |
77.40 |
+0.30 |
3,851 |
19,824 |
+743 |
Jul04 |
040130 |
78.70 |
80.00 |
75.80 |
79.10 |
+0.35 |
690 |
7,022 |
+188 |
Sep04 |
040130 |
80.25 |
80.75 |
77.00 |
80.75 |
+0.35 |
495 |
7,626 |
-61 |
Dec04 |
040130 |
82.70 |
84.00 |
79.50 |
83.35 |
+0.45 |
104 |
4,370 |
+38 |
Mar05 |
040130 |
85.20 |
85.85 |
82.90 |
85.85 |
+0.35 |
89 |
2,852 |
+35 |
Total Volume and Open Interest |
14,112 |
108,434 |
+448 |
Orange Juice(NYBOT) |
Mar04 |
040130 |
60.80 |
62.35 |
60.70 |
61.60 |
+0.35 |
789 |
25,848 |
-158 |
May04 |
040130 |
64.10 |
65.00 |
63.50 |
64.60 |
+0.25 |
184 |
7,421 |
+19 |
Jul04 |
040130 |
66.80 |
67.20 |
66.40 |
67.20 |
+0.15 |
42 |
1,461 |
+33 |
Sep04 |
040130 |
69.25 |
69.70 |
69.25 |
69.70 |
+0.05 |
12 |
752 |
+11 |
Nov04 |
040130 |
72.00 |
72.25 |
72.00 |
72.25 |
+0.10 |
2 |
462 |
+2 |
Total Volume and Open Interest |
1,031 |
36,104 |
-91 |
Sugar #11(NYBOT) |
Mar04 |
040130 |
5.87 |
5.88 |
5.77 |
5.86 |
-0.01 |
16,401 |
137,833 |
-2,871 |
May04 |
040130 |
6.03 |
6.05 |
5.99 |
6.02 |
-0.03 |
3,947 |
39,405 |
+408 |
Jul04 |
040130 |
6.04 |
6.07 |
6.01 |
6.06 |
-0.01 |
2,487 |
36,621 |
+164 |
Oct04 |
040130 |
6.10 |
6.13 |
6.10 |
6.13 |
unch |
1,850 |
25,036 |
+730 |
Mar05 |
040130 |
6.32 |
6.35 |
6.30 |
6.33 |
-0.01 |
451 |
10,890 |
+207 |
Total Volume and Open Interest |
25,263 |
259,002 |
-1,416 |
London Cocoa(LCE) |
Mar04 |
040130 |
915 |
921 |
893 |
905 |
-2 |
3,385 |
56,704 |
+148 |
May04 |
040130 |
895 |
902 |
879 |
893 |
+2 |
6,200 |
19,762 |
+86 |
Jul04 |
040130 |
903 |
908 |
890 |
900 |
unch |
1,053 |
21,232 |
-449 |
Sep04 |
040130 |
914 |
917 |
900 |
910 |
unch |
447 |
21,999 |
+64 |
Dec04 |
040130 |
920 |
922 |
903 |
915 |
unch |
2,168 |
38,233 |
-629 |
Mar05 |
040130 |
933 |
933 |
919 |
927 |
unch |
733 |
22,726 |
+118 |
May05 |
040130 |
942 |
942 |
926 |
935 |
-2 |
362 |
3,889 |
+220 |
Total Volume and Open Interest |
14,670 |
186,356 |
-458 |
London Coffee(LCE) |
Jan04 |
040130 |
794.00 |
797.00 |
791.00 |
793.00 |
-10.00 |
171 |
322 |
-68 |
Mar04 |
040130 |
786.00 |
786.00 |
754.00 |
759.00 |
-24.00 |
5,224 |
64,870 |
-472 |
May04 |
040130 |
795.00 |
797.00 |
770.00 |
776.00 |
-22.00 |
2,509 |
36,297 |
+870 |
Jul04 |
040130 |
807.00 |
810.00 |
784.00 |
790.00 |
-22.00 |
424 |
14,488 |
+307 |
Sep04 |
040130 |
823.00 |
825.00 |
798.00 |
804.00 |
-22.00 |
120 |
15,327 |
+4 |
Nov04 |
040130 |
835.00 |
836.00 |
813.00 |
819.00 |
-20.00 |
52 |
9,671 |
+48 |
Total Volume and Open Interest |
8,516 |
143,399 |
+688 |
London Sugar(LCE) |
Mar04 |
040130 |
196.40 |
196.40 |
194.60 |
195.90 |
-0.70 |
3,754 |
12,628 |
-1,467 |
May04 |
040130 |
198.00 |
198.00 |
195.70 |
197.00 |
-0.90 |
2,819 |
15,723 |
-47 |
Aug04 |
040130 |
191.50 |
192.40 |
191.10 |
192.00 |
-0.10 |
1,510 |
9,423 |
+325 |
Oct04 |
040130 |
187.80 |
187.80 |
187.00 |
187.80 |
unch |
444 |
4,564 |
+92 |
Dec04 |
040130 |
188.00 |
188.30 |
188.00 |
188.30 |
+0.30 |
120 |
2,291 |
+120 |
Total Volume and Open Interest |
8,838 |
47,064 |
-791 |
Cotton(NYBOT) |
Mar04 |
040130 |
70.00 |
71.60 |
69.80 |
70.73 |
+2.07 |
28,471 |
50,517 |
-8,084 |
May04 |
040130 |
71.50 |
73.37 |
71.50 |
72.59 |
+2.08 |
11,725 |
23,608 |
+1,237 |
Jul04 |
040130 |
72.50 |
74.20 |
72.50 |
73.56 |
+2.06 |
3,693 |
8,177 |
+527 |
Oct04 |
040130 |
67.25 |
67.55 |
67.10 |
67.55 |
+1.00 |
91 |
456 |
+38 |
Dec04 |
040130 |
68.00 |
68.70 |
67.40 |
68.10 |
+0.80 |
1,941 |
6,036 |
+143 |
Mar05 |
040130 |
70.15 |
70.15 |
70.15 |
70.15 |
+0.85 |
40 |
896 |
+40 |
Total Volume and Open Interest |
45,965 |
90,231 |
-6,097 |
Lumber(CME) |
Mar04 |
040130 |
333.3 |
337.4 |
331.6 |
333.0 |
-1.5 |
367 |
2,442 |
-25 |
May04 |
040130 |
336.2 |
340.0 |
335.5 |
337.9 |
+0.5 |
60 |
656 |
-19 |
Jul04 |
040130 |
342.0 |
342.2 |
338.1 |
338.1 |
-2.5 |
20 |
187 |
+8 |
Sep04 |
040130 |
341.8 |
341.8 |
341.8 |
341.8 |
+1.0 |
5 |
34 |
+4 |
Total Volume and Open Interest |
453 |
3,321 |
-34 |
Crude Oil(NYM) |
Mar04 |
040130 |
33.19 |
33.35 |
32.71 |
33.05 |
+0.24 |
112,227 |
207,127 |
-8,871 |
Apr04 |
040130 |
32.45 |
32.50 |
31.85 |
32.10 |
-0.02 |
55,926 |
79,713 |
+305 |
May04 |
040130 |
31.75 |
31.85 |
31.25 |
31.49 |
-0.03 |
11,493 |
40,092 |
-356 |
Jun04 |
040130 |
31.30 |
31.30 |
30.80 |
30.98 |
-0.03 |
9,686 |
39,914 |
+267 |
Jul04 |
040130 |
30.80 |
30.80 |
30.45 |
30.51 |
-0.03 |
2,765 |
29,883 |
+144 |
Aug04 |
040130 |
29.95 |
30.15 |
29.95 |
30.08 |
-0.03 |
2,935 |
17,416 |
+421 |
Sep04 |
040130 |
29.90 |
29.90 |
29.74 |
29.74 |
-0.03 |
896 |
26,390 |
-151 |
Oct04 |
040130 |
29.55 |
29.55 |
29.50 |
29.50 |
-0.03 |
725 |
17,980 |
-339 |
Nov04 |
040130 |
29.30 |
29.30 |
29.30 |
29.30 |
-0.01 |
1,265 |
13,618 |
+202 |
Dec04 |
040130 |
29.25 |
29.25 |
29.00 |
29.13 |
-0.01 |
5,992 |
51,124 |
-893 |
Jan05 |
040130 |
29.05 |
29.05 |
28.70 |
28.88 |
-0.03 |
590 |
15,250 |
+5 |
Feb05 |
040130 |
28.73 |
28.73 |
28.60 |
28.70 |
-0.03 |
12 |
4,967 |
+6 |
Mar05 |
040130 |
28.53 |
28.53 |
28.53 |
28.53 |
-0.03 |
684 |
4,871 |
-225 |
Apr05 |
040130 |
28.37 |
28.37 |
28.37 |
28.37 |
-0.03 |
440 |
2,911 |
+340 |
May05 |
040130 |
28.21 |
28.21 |
28.21 |
28.21 |
-0.03 |
0 |
2,408 |
+0 |
Jun05 |
040130 |
28.10 |
28.10 |
28.05 |
28.05 |
-0.03 |
1,340 |
9,844 |
+410 |
Total Volume and Open Interest |
213,683 |
653,662 |
-9,162 |
Heating Oil(NYM) |
Feb04 |
040130 |
95.20 |
96.10 |
92.50 |
93.14 |
-1.30 |
23,566 |
12,465 |
-6,581 |
Mar04 |
040130 |
93.00 |
93.70 |
90.60 |
91.56 |
-0.80 |
35,824 |
66,351 |
-2,116 |
Apr04 |
040130 |
87.10 |
87.80 |
85.70 |
86.51 |
-0.15 |
7,424 |
19,174 |
-9 |
May04 |
040130 |
82.80 |
83.40 |
82.30 |
82.61 |
+0.15 |
3,392 |
8,670 |
-254 |
Jun04 |
040130 |
80.40 |
81.40 |
80.00 |
80.46 |
+0.40 |
3,596 |
9,336 |
-315 |
Jul04 |
040130 |
79.50 |
79.50 |
78.90 |
79.26 |
+0.45 |
215 |
6,487 |
+34 |
Aug04 |
040130 |
79.20 |
79.20 |
79.11 |
79.11 |
+0.45 |
343 |
5,390 |
+22 |
Sep04 |
040130 |
79.40 |
79.56 |
78.40 |
79.56 |
+0.45 |
92 |
2,463 |
+6 |
Oct04 |
040130 |
79.90 |
80.60 |
79.60 |
80.21 |
+0.45 |
39 |
1,379 |
+3 |
Nov04 |
040130 |
80.81 |
80.81 |
80.81 |
80.81 |
+0.40 |
159 |
1,472 |
+6 |
Dec04 |
040130 |
81.41 |
81.41 |
81.41 |
81.41 |
+0.40 |
1,269 |
10,109 |
-449 |
Jan05 |
040130 |
81.91 |
81.91 |
81.91 |
81.91 |
+0.40 |
164 |
2,200 |
-22 |
Total Volume and Open Interest |
76,112 |
147,672 |
-9,662 |
Unleaded Gas(NYM) |
Feb04 |
040130 |
100.00 |
100.20 |
97.50 |
98.04 |
-1.10 |
14,434 |
5,343 |
-2,415 |
Mar04 |
040130 |
98.10 |
98.50 |
96.00 |
96.69 |
-0.61 |
28,684 |
65,686 |
-471 |
Apr04 |
040130 |
103.00 |
103.20 |
101.20 |
101.68 |
-0.52 |
6,381 |
22,787 |
-107 |
May04 |
040130 |
102.30 |
102.30 |
100.53 |
100.53 |
-0.47 |
1,776 |
12,363 |
+455 |
Jun04 |
040130 |
99.50 |
99.60 |
98.00 |
98.23 |
-0.47 |
496 |
5,326 |
+92 |
Jul04 |
040130 |
95.53 |
95.53 |
95.53 |
95.53 |
-0.52 |
190 |
2,858 |
+100 |
Aug04 |
040130 |
93.50 |
93.50 |
92.68 |
92.68 |
-0.52 |
208 |
2,427 |
+207 |
Sep04 |
040130 |
90.10 |
90.10 |
88.98 |
88.98 |
-0.52 |
501 |
5,173 |
+177 |
Oct04 |
040130 |
85.40 |
85.40 |
84.18 |
84.18 |
-0.52 |
232 |
1,853 |
+103 |
Nov04 |
040130 |
83.00 |
83.00 |
81.68 |
81.68 |
-0.52 |
0 |
764 |
+0 |
Dec04 |
040130 |
81.90 |
81.90 |
80.38 |
80.38 |
-0.52 |
201 |
1,689 |
+191 |
Jan05 |
040130 |
81.50 |
81.50 |
79.83 |
79.83 |
-0.52 |
0 |
303 |
+0 |
Total Volume and Open Interest |
53,103 |
126,572 |
-1,668 |
Natural Gas(NYM) |
Mar04 |
040130 |
5.690 |
5.710 |
5.350 |
5.397 |
-0.262 |
21,525 |
52,733 |
-61 |
Apr04 |
040130 |
5.280 |
5.310 |
5.080 |
5.113 |
-0.144 |
6,527 |
22,633 |
-33 |
May04 |
040130 |
5.230 |
5.230 |
4.990 |
5.033 |
-0.139 |
2,804 |
24,272 |
+310 |
Jun04 |
040130 |
5.210 |
5.210 |
5.000 |
5.038 |
-0.134 |
2,374 |
18,497 |
+67 |
Jul04 |
040130 |
5.240 |
5.250 |
5.040 |
5.063 |
-0.129 |
2,388 |
17,457 |
+166 |
Aug04 |
040130 |
5.250 |
5.250 |
5.050 |
5.078 |
-0.124 |
560 |
13,488 |
-67 |
Sep04 |
040130 |
5.200 |
5.200 |
5.020 |
5.048 |
-0.129 |
203 |
12,858 |
-10 |
Oct04 |
040130 |
5.180 |
5.180 |
5.050 |
5.060 |
-0.122 |
320 |
14,400 |
+86 |
Nov04 |
040130 |
5.380 |
5.380 |
5.268 |
5.268 |
-0.119 |
355 |
10,416 |
-73 |
Dec04 |
040130 |
5.620 |
5.620 |
5.453 |
5.453 |
-0.119 |
251 |
12,853 |
+20 |
Jan05 |
040130 |
5.680 |
5.700 |
5.590 |
5.590 |
-0.119 |
283 |
9,932 |
+5 |
Feb05 |
040130 |
5.670 |
5.670 |
5.550 |
5.550 |
-0.119 |
170 |
9,157 |
-21 |
Mar05 |
040130 |
5.500 |
5.500 |
5.375 |
5.375 |
-0.119 |
122 |
8,886 |
-12 |
Apr05 |
040130 |
4.950 |
4.950 |
4.848 |
4.848 |
-0.109 |
42 |
9,202 |
+38 |
May05 |
040130 |
4.860 |
4.860 |
4.758 |
4.758 |
-0.109 |
52 |
4,114 |
-10 |
Jun05 |
040130 |
4.902 |
4.902 |
4.794 |
4.794 |
-0.103 |
60 |
4,401 |
+13 |
Total Volume and Open Interest |
38,370 |
304,416 |
-1,568 |
Brent Crude Oil(IPE) |
Mar04 |
040130 |
29.25 |
29.55 |
28.95 |
29.18 |
+0.05 |
63,761 |
96,806 |
-8,855 |
Apr04 |
040130 |
29.02 |
29.34 |
28.77 |
29.01 |
+0.06 |
30,704 |
73,944 |
+3,376 |
May04 |
040130 |
28.88 |
29.11 |
28.70 |
28.84 |
+0.07 |
8,658 |
18,680 |
+1,021 |
Jun04 |
040130 |
28.72 |
28.90 |
28.52 |
28.62 |
+0.05 |
4,902 |
28,080 |
+1,014 |
Jul04 |
040130 |
28.55 |
28.64 |
28.40 |
28.40 |
+0.04 |
630 |
11,115 |
+226 |
Aug04 |
040130 |
28.36 |
28.36 |
28.19 |
28.19 |
+0.03 |
825 |
9,417 |
-225 |
Sep04 |
040130 |
28.13 |
28.15 |
27.98 |
27.98 |
+0.02 |
0 |
11,279 |
+0 |
Oct04 |
040130 |
27.94 |
27.94 |
27.76 |
27.76 |
-0.01 |
0 |
5,591 |
+0 |
Nov04 |
040130 |
27.60 |
27.60 |
27.58 |
27.58 |
unch |
300 |
5,350 |
+0 |
Dec04 |
040130 |
27.50 |
27.60 |
27.27 |
27.42 |
+0.01 |
2,694 |
24,436 |
-705 |
Jan05 |
040130 |
27.36 |
27.36 |
27.21 |
27.21 |
-0.01 |
354 |
2,811 |
+300 |
Feb05 |
040130 |
27.03 |
27.03 |
27.03 |
27.03 |
-0.02 |
100 |
550 |
+100 |
Mar05 |
040130 |
26.88 |
26.88 |
26.88 |
26.88 |
-0.02 |
0 |
3,250 |
+0 |
Total Volume and Open Interest |
113,978 |
325,922 |
-2,898 |
Gas Oil(IPE) |
Feb04 |
040130 |
258.50 |
260.75 |
253.00 |
258.50 |
+2.50 |
16,795 |
35,772 |
-3,700 |
Mar04 |
040130 |
255.50 |
257.75 |
251.00 |
254.25 |
+1.50 |
15,826 |
38,028 |
+1,315 |
Apr04 |
040130 |
249.75 |
251.50 |
245.50 |
249.25 |
+2.00 |
5,290 |
13,810 |
+258 |
May04 |
040130 |
244.75 |
246.50 |
240.75 |
244.50 |
+2.25 |
1,867 |
11,484 |
+161 |
Jun04 |
040130 |
242.00 |
243.25 |
239.50 |
242.00 |
+2.75 |
2,815 |
16,959 |
+869 |
Jul04 |
040130 |
240.25 |
241.50 |
240.25 |
241.50 |
+2.75 |
257 |
5,967 |
+245 |
Aug04 |
040130 |
241.50 |
241.50 |
241.50 |
241.50 |
+3.00 |
50 |
2,733 |
+0 |
Sep04 |
040130 |
241.50 |
241.50 |
241.50 |
241.50 |
+3.00 |
0 |
4,097 |
+0 |
Oct04 |
040130 |
240.00 |
241.50 |
240.00 |
241.50 |
+3.00 |
250 |
3,953 |
+200 |
Nov04 |
040130 |
238.25 |
241.25 |
238.25 |
241.25 |
+3.25 |
0 |
2,987 |
+0 |
Total Volume and Open Interest |
45,960 |
161,645 |
-771 |
US Dollar Index(NYBOT) |
Mar04 |
040130 |
87.88 |
88.01 |
87.25 |
87.42 |
-0.40 |
3,138 |
15,804 |
+435 |
Jun04 |
040130 |
88.35 |
88.40 |
87.82 |
87.83 |
-0.40 |
83 |
2,127 |
+28 |
Sep04 |
040130 |
88.27 |
88.27 |
88.27 |
88.27 |
-0.40 |
0 |
11 |
+0 |
Total Volume and Open Interest |
3,223 |
17,944 |
+463 |
Australian Dollar(CME) |
Mar04 |
040130 |
75.08 |
76.00 |
75.06 |
75.97 |
+0.25 |
8,546 |
56,483 |
-3,877 |
Jun04 |
040130 |
74.75 |
75.13 |
74.35 |
75.13 |
+0.25 |
53 |
809 |
-5 |
Sep04 |
040130 |
74.25 |
74.29 |
74.25 |
74.29 |
+0.25 |
0 |
421 |
+0 |
Total Volume and Open Interest |
8,599 |
57,819 |
-3,881 |
British Pound(CME) |
Mar04 |
040130 |
180.43 |
182.00 |
180.35 |
181.79 |
+0.95 |
3,635 |
62,007 |
-1,011 |
Jun04 |
040130 |
179.28 |
180.66 |
179.20 |
180.39 |
+0.95 |
1 |
126 |
+1 |
Sep04 |
040130 |
178.99 |
178.99 |
178.99 |
178.99 |
+0.95 |
0 |
11 |
+0 |
Total Volume and Open Interest |
3,636 |
62,498 |
-1,010 |
Canadian Dollar(CME) |
Mar04 |
040130 |
74.84 |
75.46 |
74.73 |
75.33 |
+0.38 |
8,609 |
56,967 |
-5,853 |
Jun04 |
040130 |
74.62 |
75.20 |
74.59 |
75.13 |
+0.38 |
176 |
3,438 |
-87 |
Sep04 |
040130 |
74.40 |
74.97 |
74.40 |
74.97 |
+0.38 |
18 |
1,641 |
-12 |
Dec04 |
040130 |
74.80 |
74.90 |
74.80 |
74.81 |
+0.38 |
22 |
762 |
+3 |
Total Volume and Open Interest |
8,833 |
63,014 |
-5,946 |
Japanese Yen(CME) |
Mar04 |
040130 |
94.57 |
94.82 |
94.47 |
94.68 |
+0.14 |
7,673 |
153,484 |
+810 |
Jun04 |
040130 |
94.80 |
95.03 |
94.80 |
94.97 |
+0.14 |
58 |
7,920 |
+31 |
Sep04 |
040130 |
95.28 |
95.28 |
95.28 |
95.28 |
+0.14 |
1 |
55 |
+0 |
Total Volume and Open Interest |
7,732 |
161,474 |
+841 |
Swiss Franc(CME) |
Mar04 |
040130 |
79.31 |
80.02 |
79.05 |
79.55 |
+0.09 |
3,918 |
41,427 |
-766 |
Jun04 |
040130 |
79.45 |
79.76 |
79.25 |
79.72 |
+0.10 |
5 |
189 |
+1 |
Sep04 |
040130 |
79.89 |
79.89 |
79.89 |
79.89 |
+0.10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,924 |
41,720 |
-765 |
EuroFX(CME) |
Mar04 |
040130 |
123.69 |
124.78 |
123.48 |
124.48 |
+0.61 |
20,222 |
122,769 |
-8,835 |
Jun04 |
040130 |
123.39 |
124.30 |
123.35 |
124.19 |
+0.61 |
320 |
1,199 |
+22 |
Sep04 |
040130 |
123.65 |
124.00 |
123.10 |
123.94 |
+0.61 |
202 |
320 |
+9 |
Total Volume and Open Interest |
20,745 |
124,533 |
-8,804 |
Mexican Peso(CME) |
Mar04 |
040130 |
8933.0 |
9060.0 |
8930.0 |
8998.0 |
+53.0 |
16,145 |
37,393 |
-4,701 |
Jun04 |
040130 |
8870.0 |
8933.0 |
8870.0 |
8893.0 |
+53.0 |
61 |
589 |
+42 |
Total Volume and Open Interest |
16,326 |
38,561 |
-4,649 |
30-Year T-Bonds(CBOT) |
Mar04 |
040130 |
110~24 |
111~16 |
110~19 |
111~11 |
+0~24 |
298,952 |
466,100 |
-14,673 |
Jun04 |
040130 |
109~22 |
110~00 |
109~07 |
109~29 |
+0~24 |
5,831 |
28,399 |
+1,953 |
Sep04 |
040130 |
108~17 |
108~17 |
108~17 |
108~17 |
+0~24 |
207 |
485 |
+194 |
Total Volume and Open Interest |
304,998 |
495,199 |
-12,529 |
Municipal Bonds(CBOT) |
Mar04 |
040130 |
102~26 |
103~09 |
102~25 |
103~05 |
+0~13 |
417 |
2,209 |
-123 |
Total Volume and Open Interest |
417 |
2,209 |
-123 |
10-Year T-Notes(CBOT) |
Mar04 |
040130 |
113~035 |
113~165 |
113~000 |
113~140 |
+0~140 |
884,162 |
1,140,030 |
+3,822 |
Jun04 |
040130 |
111~125 |
111~285 |
111~125 |
111~270 |
+0~145 |
25,550 |
126,735 |
+9,351 |
Total Volume and Open Interest |
909,712 |
1,266,765 |
+13,173 |
5-Year T-Notes(CBOT) |
Mar04 |
040130 |
112~055 |
112~150 |
112~040 |
112~105 |
+0~085 |
410,127 |
0 |
+0 |
Jun04 |
040130 |
110~250 |
110~305 |
110~240 |
110~300 |
+0~090 |
52 |
0 |
+0 |
Total Volume and Open Interest |
410,179 |
|
|
2 Year T-Notes(CBOT) |
Mar04 |
040130 |
107~027 |
107~044 |
107~026 |
107~032 |
+0~011 |
8,213 |
163,212 |
-2,887 |
Jun04 |
040130 |
106~076 |
106~076 |
106~071 |
106~076 |
unch |
|
|
|
Total Volume and Open Interest |
8,213 |
163,212 |
-2,887 |
3-Mth T-Bills(IMM) |
Eurodollars(CME) |
Mar04 |
040130 |
98.815 |
98.825 |
98.805 |
98.820 |
+0.005 |
142,392 |
820,124 |
-6,796 |
Jun04 |
040130 |
98.620 |
98.655 |
98.615 |
98.640 |
+0.020 |
223,308 |
855,133 |
-10,822 |
Sep04 |
040130 |
98.315 |
98.380 |
98.305 |
98.350 |
+0.045 |
276,714 |
766,763 |
-24,738 |
Dec04 |
040130 |
97.905 |
97.960 |
97.890 |
97.950 |
+0.055 |
394,642 |
617,610 |
-39,483 |
Mar05 |
040130 |
97.485 |
97.550 |
97.480 |
97.525 |
+0.050 |
207,007 |
407,219 |
+5,139 |
Jun05 |
040130 |
97.080 |
97.150 |
97.070 |
97.115 |
+0.045 |
89,453 |
325,394 |
-1,048 |
Sep05 |
040130 |
96.710 |
96.785 |
96.710 |
96.755 |
+0.050 |
81,527 |
250,797 |
-6,194 |
Dec05 |
040130 |
96.405 |
96.480 |
96.405 |
96.445 |
+0.055 |
59,177 |
184,752 |
+6,534 |
Mar06 |
040130 |
96.180 |
96.250 |
96.180 |
96.215 |
+0.055 |
24,508 |
168,942 |
+3,933 |
Jun06 |
040130 |
95.975 |
96.035 |
95.975 |
96.005 |
+0.060 |
19,828 |
127,219 |
-1,561 |
Sep06 |
040130 |
95.790 |
95.830 |
95.790 |
95.810 |
+0.060 |
16,568 |
120,464 |
+248 |
Dec06 |
040130 |
95.590 |
95.640 |
95.590 |
95.610 |
+0.060 |
15,972 |
102,831 |
+74 |
Total Volume and Open Interest |
1,615,793 |
5,336,413 |
-72,406 |
3-Mth Euro-Yen(CME) |
Mar04 |
040130 |
99.91 |
99.92 |
99.91 |
99.91 |
unch |
20 |
10,636 |
-10 |
Jun04 |
040130 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
249 |
9,021 |
-24 |
Sep04 |
040130 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1 |
12,304 |
+101 |
Dec04 |
040130 |
99.87 |
99.88 |
99.87 |
99.87 |
+0.01 |
2 |
5,116 |
+101 |
Mar05 |
040130 |
99.81 |
99.82 |
99.81 |
99.82 |
+0.02 |
0 |
4,634 |
+0 |
Jun05 |
040130 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
0 |
1,092 |
+0 |
Sep05 |
040130 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.03 |
3 |
1,226 |
+51 |
Dec05 |
040130 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.04 |
0 |
126 |
+0 |
Mar06 |
040130 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.07 |
0 |
297 |
+0 |
Jun06 |
040130 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.03 |
0 |
563 |
+0 |
Total Volume and Open Interest |
275 |
46,193 |
+219 |
3-Mth Euro-Yen(SIMEX) |
Mar04 |
040130 |
99.92 |
99.92 |
99.91 |
99.91 |
unch |
2,344 |
61,872 |
+1,546 |
Jun04 |
040130 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
4,277 |
72,562 |
+1,684 |
Sep04 |
040130 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
430 |
43,355 |
-1,537 |
Dec04 |
040130 |
99.87 |
99.88 |
99.86 |
99.87 |
unch |
645 |
42,207 |
-287 |
Mar05 |
040130 |
99.79 |
99.82 |
99.79 |
99.81 |
+0.01 |
455 |
22,798 |
-238 |
Jun05 |
040130 |
99.76 |
99.78 |
99.76 |
99.78 |
+0.02 |
695 |
17,910 |
+580 |
Sep05 |
040130 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.02 |
50 |
13,252 |
-330 |
Dec05 |
040130 |
99.57 |
99.60 |
99.57 |
99.60 |
+0.02 |
0 |
3,635 |
+0 |
Total Volume and Open Interest |
8,896 |
290,891 |
+1,418 |
German Euro-Bund(EUREX) |
Mar04 |
040130 |
113.70 |
113.97 |
113.60 |
113.85 |
+0.32 |
1,637,025 |
999,335 |
+33,636 |
Jun04 |
040130 |
112.69 |
112.98 |
112.69 |
112.86 |
+0.32 |
4,491 |
25,755 |
+887 |
Sep04 |
040130 |
112.37 |
112.45 |
112.37 |
112.45 |
+0.13 |
7,989 |
1 |
+1 |
Total Volume and Open Interest |
1,649,505 |
1,025,091 |
+34,524 |
German Euro-Bobl(EUREX) |
Mar04 |
040130 |
111.14 |
111.27 |
111.05 |
111.19 |
+0.18 |
969,973 |
756,713 |
+22,487 |
Jun04 |
040130 |
110.28 |
110.42 |
110.28 |
110.38 |
+0.17 |
131 |
5,322 |
+125 |
Sep04 |
040130 |
109.99 |
109.99 |
109.99 |
109.99 |
+0.18 |
720 |
0 |
+0 |
Total Volume and Open Interest |
970,824 |
762,035 |
+22,612 |
Long Gilt(LIFFE) |
Mar04 |
040130 |
107~24 |
107~30 |
107~19 |
107~27 |
+0~07 |
60,976 |
160,820 |
-551 |
Jun04 |
040130 |
107~13 |
107~13 |
107~13 |
107~13 |
+0~07 |
0 |
1 |
+0 |
Total Volume and Open Interest |
60,976 |
160,821 |
-551 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040130 |
95.74 |
95.77 |
95.74 |
95.75 |
+0.01 |
31,394 |
187,617 |
+2,559 |
Jun04 |
040130 |
95.50 |
95.54 |
95.49 |
95.52 |
+0.02 |
51,479 |
200,015 |
+1,665 |
Sep04 |
040130 |
95.27 |
95.33 |
95.26 |
95.30 |
+0.03 |
73,845 |
157,816 |
+3,314 |
Total Volume and Open Interest |
249,618 |
1,031,913 |
+18,113 |
3-Mth Euribor(LIFFE) |
Mar04 |
040130 |
97.900 |
97.915 |
97.890 |
97.910 |
+0.010 |
149,715 |
558,348 |
-5,477 |
Jun04 |
040130 |
97.825 |
97.860 |
97.820 |
97.840 |
+0.015 |
252,881 |
503,620 |
-13,754 |
Sep04 |
040130 |
97.650 |
97.695 |
97.635 |
97.660 |
+0.010 |
287,533 |
440,825 |
-17,829 |
Total Volume and Open Interest |
1,226,782 |
2,750,244 |
-16,748 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040130 |
94.41 |
94.41 |
94.35 |
94.37 |
-0.03 |
27,364 |
255,091 |
+12,591 |
Jun04 |
040130 |
94.32 |
94.33 |
94.28 |
94.29 |
-0.03 |
15,000 |
129,367 |
+4,881 |
Sep04 |
040130 |
94.25 |
94.25 |
94.21 |
94.22 |
-0.02 |
4,160 |
49,992 |
+157 |
Dec04 |
040130 |
94.18 |
94.18 |
94.14 |
94.14 |
-0.02 |
2,749 |
27,770 |
+1,124 |
Mar05 |
040130 |
94.11 |
94.11 |
94.07 |
94.07 |
-0.01 |
2,040 |
20,725 |
+1,225 |
Jun05 |
040130 |
94.00 |
94.01 |
94.00 |
94.00 |
-0.01 |
172 |
13,211 |
-72 |
Sep05 |
040130 |
93.95 |
93.95 |
93.94 |
93.94 |
-0.02 |
176 |
6,486 |
+156 |
Dec05 |
040130 |
93.88 |
93.88 |
93.88 |
93.88 |
-0.02 |
172 |
2,769 |
-47 |
Mar06 |
040130 |
93.82 |
93.83 |
93.82 |
93.83 |
-0.01 |
3 |
932 |
+1 |
Jun06 |
040130 |
93.78 |
93.78 |
93.78 |
93.78 |
-0.01 |
105 |
1,125 |
+105 |
Total Volume and Open Interest |
51,992 |
508,118 |
+20,172 |
10-Year Aus T-Bonds(SFE) |
Mar04 |
040130 |
94.15 |
94.21 |
94.14 |
94.21 |
+0.06 |
19,909 |
208,676 |
-4,961 |
Jun04 |
040130 |
94.15 |
94.15 |
94.15 |
94.15 |
unch |
|
|
|
Total Volume and Open Interest |
19,909 |
208,676 |
-4,961 |
3-Year Aus T-Bonds(SFE) |
Mar04 |
040130 |
94.31 |
94.33 |
94.27 |
94.28 |
-0.01 |
75,883 |
492,958 |
+22,618 |
Jun04 |
040130 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.01 |
|
|
|
Total Volume and Open Interest |
75,883 |
492,958 |
+22,618 |
Gold(CMX) |
Feb04 |
040130 |
398.5 |
402.3 |
398.2 |
402.2 |
+3.7 |
42,434 |
24,935 |
-22,695 |
Apr04 |
040130 |
400.0 |
403.5 |
399.4 |
402.9 |
+3.5 |
116,451 |
151,263 |
+7,152 |
Jun04 |
040130 |
401.5 |
404.6 |
400.3 |
403.9 |
+3.5 |
4,309 |
29,638 |
+762 |
Aug04 |
040130 |
402.5 |
405.2 |
402.5 |
404.9 |
+3.5 |
1,629 |
8,674 |
+1,016 |
Oct04 |
040130 |
405.5 |
405.8 |
405.5 |
405.8 |
+3.5 |
1 |
1,028 |
+0 |
Dec04 |
040130 |
402.5 |
408.0 |
402.0 |
406.8 |
+3.5 |
1,562 |
21,512 |
+560 |
Total Volume and Open Interest |
166,706 |
262,978 |
-13,103 |
Silver(CMX) |
Mar04 |
040130 |
623.0 |
629.5 |
621.5 |
625.0 |
+2.0 |
31,381 |
85,617 |
-2,930 |
May04 |
040130 |
625.0 |
630.5 |
623.0 |
626.2 |
+2.0 |
1,401 |
5,944 |
+1 |
Jul04 |
040130 |
626.0 |
633.0 |
622.5 |
627.5 |
+2.3 |
510 |
3,944 |
+122 |
Sep04 |
040130 |
631.0 |
631.0 |
628.4 |
628.4 |
+2.5 |
44 |
884 |
+23 |
Dec04 |
040130 |
629.5 |
634.0 |
627.0 |
629.4 |
+2.4 |
1,388 |
12,100 |
+200 |
Total Volume and Open Interest |
34,812 |
111,417 |
-2,539 |
Platinum(NYM) |
Apr04 |
040130 |
822.0 |
834.0 |
822.0 |
830.3 |
+9.0 |
3,012 |
7,046 |
-747 |
Jul04 |
040130 |
828.0 |
828.0 |
816.0 |
820.3 |
+9.0 |
4 |
249 |
+1 |
Oct04 |
040130 |
815.8 |
815.8 |
815.8 |
815.8 |
+9.0 |
5 |
18 |
+5 |
Total Volume and Open Interest |
3,021 |
7,313 |
-741 |
Palladium(NYME) |
Mar04 |
040130 |
232.00 |
235.00 |
230.00 |
231.55 |
+3.50 |
1,072 |
9,580 |
-124 |
Jun04 |
040130 |
230.00 |
237.50 |
230.00 |
232.80 |
+3.75 |
107 |
1,152 |
-1 |
Total Volume and Open Interest |
1,187 |
10,812 |
-117 |
Copper(CMX) |
Mar04 |
040130 |
112.75 |
114.70 |
112.70 |
114.55 |
+2.35 |
6,993 |
68,429 |
-650 |
May04 |
040130 |
112.25 |
113.85 |
112.10 |
113.80 |
+2.20 |
1,239 |
7,231 |
-854 |
Jul04 |
040130 |
111.40 |
112.75 |
111.40 |
112.75 |
+2.15 |
193 |
4,949 |
+71 |
Sep04 |
040130 |
110.20 |
111.55 |
110.20 |
111.55 |
+2.10 |
414 |
2,246 |
+255 |
Dec04 |
040130 |
108.60 |
110.05 |
108.60 |
109.90 |
+2.00 |
791 |
3,921 |
+453 |
Total Volume and Open Interest |
10,116 |
92,945 |
-1,222 |
DJIA Index(CBOT) |
Mar04 |
040130 |
10472 |
10485 |
10415 |
10468 |
-2 |
14,243 |
35,486 |
+68 |
Jun04 |
040130 |
10450 |
10465 |
10420 |
10447 |
-2 |
37 |
532 |
+2 |
Sep04 |
040130 |
10400 |
10433 |
10400 |
10433 |
+3 |
2 |
2 |
+0 |
Dec04 |
040130 |
10418 |
10418 |
10418 |
10418 |
+8 |
1 |
4 |
-1 |
Total Volume and Open Interest |
14,283 |
36,024 |
+69 |
S & P 500(CME) |
Mar04 |
040130 |
1130.30 |
1132.30 |
1126.00 |
1129.90 |
-0.30 |
51,139 |
595,897 |
-860 |
Jun04 |
040130 |
1126.50 |
1129.00 |
1126.50 |
1129.00 |
-0.30 |
26 |
19,582 |
+19 |
Sep04 |
040130 |
1128.30 |
1128.30 |
1128.30 |
1128.30 |
-0.30 |
0 |
3,445 |
+0 |
Dec04 |
040130 |
1128.10 |
1128.10 |
1128.10 |
1128.10 |
-0.30 |
0 |
96 |
+0 |
Total Volume and Open Interest |
51,165 |
619,235 |
-847 |
S & P 500 E-Mini(Globex) |
Mar04 |
040130 |
1131.00 |
1132.25 |
1126.00 |
1130.00 |
-0.25 |
886,218 |
579,668 |
+15,436 |
Jun04 |
040130 |
1131.25 |
1131.25 |
1126.00 |
1129.00 |
-0.25 |
243 |
10,451 |
-68 |
Total Volume and Open Interest |
886,461 |
590,119 |
+15,368 |
NASDAQ 100(CME) |
Mar04 |
040130 |
1497.00 |
1507.00 |
1488.00 |
1495.00 |
-4.50 |
20,808 |
74,027 |
-1,273 |
Jun04 |
040130 |
1498.00 |
1498.00 |
1498.00 |
1498.00 |
-4.50 |
0 |
57 |
+0 |
Sep04 |
040130 |
1501.00 |
1501.00 |
1501.00 |
1501.00 |
-4.50 |
|
|
|
Total Volume and Open Interest |
20,808 |
74,084 |
-1,273 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040130 |
1501.0 |
1507.0 |
1488.5 |
1495.0 |
-4.5 |
419,545 |
241,976 |
+8,561 |
Jun04 |
040130 |
1500.0 |
1509.0 |
1493.0 |
1498.0 |
-4.5 |
209 |
1,457 |
+176 |
Total Volume and Open Interest |
419,754 |
243,433 |
+8,737 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040130 |
587.00 |
588.75 |
582.90 |
587.95 |
+1.95 |
898 |
16,023 |
-212 |
Jun04 |
040130 |
587.95 |
587.95 |
587.95 |
587.95 |
+1.95 |
0 |
1 |
+0 |
Sep04 |
040130 |
587.95 |
587.95 |
587.95 |
587.95 |
+1.95 |
|
|
|
Total Volume and Open Interest |
898 |
16,024 |
-212 |
Russell 2000(CME) |
Mar04 |
040130 |
580.50 |
583.75 |
576.25 |
580.90 |
+0.75 |
2,105 |
23,207 |
-114 |
Jun04 |
040130 |
581.00 |
581.00 |
581.00 |
581.00 |
+0.75 |
|
|
|
Sep04 |
040130 |
581.00 |
581.00 |
581.00 |
581.00 |
+0.75 |
|
|
|
Total Volume and Open Interest |
2,105 |
23,207 |
-114 |
Value Line(KCBT) |
Mar04 |
040130 |
1579.00 |
1583.50 |
1577.00 |
1583.50 |
+1.50 |
22 |
50 |
+3 |
Total Volume and Open Interest |
22 |
50 |
+3 |
Nikkei 225(CME) |
Mar04 |
040130 |
10765 |
10840 |
10715 |
10760 |
-20 |
2,831 |
30,140 |
-202 |
Jun04 |
040130 |
10760 |
10760 |
10760 |
10760 |
-20 |
4 |
114 |
+4 |
Total Volume and Open Interest |
2,835 |
30,265 |
-198 |
Nikkei 225(SIMEX) |
Mar04 |
040130 |
10765 |
10845 |
10730 |
10785 |
-20 |
22,667 |
148,649 |
-1,823 |
Jun04 |
040130 |
10740 |
10740 |
10740 |
10740 |
-20 |
0 |
603 |
+0 |
Sep04 |
040130 |
10735 |
10735 |
10735 |
10735 |
-20 |
|
|
|
Total Volume and Open Interest |
22,667 |
149,252 |
-1,823 |
CAC 40(MATIF) |
Jan04 |
040130 |
3669.5 |
3690.5 |
3650.0 |
3659.0 |
-5.5 |
198,353 |
518,200 |
+10,644 |
Feb04 |
040130 |
3678.5 |
3697.0 |
3644.0 |
3645.0 |
-24.5 |
116,282 |
135,427 |
+60,099 |
Mar04 |
040130 |
3683.0 |
3700.0 |
3650.0 |
3650.5 |
-25.0 |
14,848 |
121,481 |
+87 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Mar04 |
040130 |
4121.0 |
4128.0 |
4058.5 |
4079.0 |
-22.0 |
129,595 |
290,553 |
+3,291 |
Jun04 |
040130 |
4140.5 |
4148.0 |
4084.0 |
4100.5 |
-22.0 |
1,498 |
9,231 |
+542 |
Sep04 |
040130 |
4162.5 |
4170.5 |
4110.5 |
4123.0 |
-22.5 |
871 |
2,616 |
+308 |
Total Volume and Open Interest |
131,964 |
302,400 |
+4,141 |
FT-SE 100(LIFFE) |
Mar04 |
040130 |
4402.00 |
4414.50 |
4362.50 |
4375.00 |
-17.00 |
66,650 |
434,331 |
+3,166 |
Jun04 |
040130 |
4400.50 |
4413.50 |
4383.50 |
4383.50 |
-17.50 |
4,352 |
17,501 |
+1,879 |
Sep04 |
040130 |
4394.50 |
4394.50 |
4394.50 |
4394.50 |
-17.00 |
1,750 |
10,192 |
+0 |
Total Volume and Open Interest |
74,929 |
468,362 |
+5,677 |
SPI 200(SFE) |
Mar04 |
040130 |
3252.0 |
3279.0 |
3252.0 |
3264.0 |
+15.0 |
16,916 |
160,306 |
-11,678 |
Jun04 |
040130 |
3272.0 |
3290.0 |
3272.0 |
3277.0 |
+15.0 |
272 |
3,925 |
+215 |
Sep04 |
040130 |
3287.0 |
3287.0 |
3287.0 |
3287.0 |
+15.0 |
12 |
1,957 |
+0 |
Total Volume and Open Interest |
17,200 |
167,313 |
-11,463 |
GSCI(CME) |
Feb04 |
040130 |
260.80 |
261.50 |
259.00 |
260.30 |
+1.40 |
137 |
14,417 |
-67 |
Mar04 |
040130 |
257.20 |
257.50 |
256.60 |
257.50 |
+1.25 |
0 |
24 |
+0 |
Apr04 |
040130 |
253.40 |
253.40 |
253.40 |
253.40 |
+0.40 |
|
|
|
Total Volume and Open Interest |
137 |
14,441 |
-67 |
Reuters CRB Index(NYBOT) |
Feb04 |
040130 |
260.00 |
262.10 |
260.00 |
262.10 |
+3.00 |
27 |
99 |
-31 |
Apr04 |
040130 |
259.75 |
262.50 |
259.50 |
262.10 |
+3.35 |
288 |
700 |
-33 |
Jun04 |
040130 |
260.50 |
262.40 |
260.00 |
262.40 |
+3.35 |
3 |
28 |
+2 |
Total Volume and Open Interest |
318 |
827 |
-62 |
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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