|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri February 06, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040206 |
840.50 |
844.50 |
835.00 |
840.00 |
+7.75 |
48,179 |
106,554 |
-528 |
| May04 |
040206 |
845.00 |
845.00 |
834.50 |
839.50 |
+8.00 |
23,509 |
87,994 |
+2,231 |
| Jul04 |
040206 |
825.00 |
826.00 |
817.00 |
820.25 |
+6.25 |
11,234 |
38,515 |
+878 |
| Aug04 |
040206 |
786.00 |
789.00 |
782.00 |
784.00 |
+8.25 |
2,023 |
9,093 |
+259 |
| Sep04 |
040206 |
725.00 |
729.00 |
721.00 |
726.50 |
+13.00 |
1,301 |
4,500 |
+371 |
| Nov04 |
040206 |
652.00 |
652.00 |
643.00 |
648.75 |
+9.50 |
4,557 |
23,607 |
+540 |
| Jan05 |
040206 |
647.00 |
650.00 |
646.00 |
650.00 |
+9.50 |
14 |
464 |
+21 |
| Total Volume and Open Interest |
90,826 |
271,109 |
+3,779 |
| Soybean Meal(CBOT) |
| Mar04 |
040206 |
255.50 |
257.60 |
254.40 |
256.80 |
+4.50 |
8,657 |
45,832 |
+399 |
| May04 |
040206 |
254.50 |
257.40 |
254.00 |
256.50 |
+5.70 |
6,191 |
59,055 |
+418 |
| Jul04 |
040206 |
250.00 |
251.50 |
248.50 |
250.30 |
+4.10 |
5,269 |
32,854 |
+846 |
| Aug04 |
040206 |
240.00 |
240.50 |
237.20 |
239.00 |
+3.20 |
1,576 |
12,147 |
+353 |
| Sep04 |
040206 |
227.00 |
227.00 |
223.50 |
225.60 |
+3.40 |
2,612 |
9,946 |
+291 |
| Oct04 |
040206 |
194.00 |
194.00 |
191.50 |
193.50 |
+2.00 |
855 |
7,203 |
+137 |
| Dec04 |
040206 |
189.00 |
190.00 |
187.50 |
189.50 |
+3.00 |
2,228 |
16,272 |
+60 |
| Jan05 |
040206 |
188.00 |
189.00 |
188.00 |
189.00 |
+2.50 |
36 |
926 |
+29 |
| Total Volume and Open Interest |
27,448 |
184,899 |
+2,557 |
| Soybean Oil(CBOT) |
| Mar04 |
040206 |
31.05 |
31.10 |
30.45 |
30.66 |
-0.11 |
15,665 |
72,589 |
+1,546 |
| May04 |
040206 |
30.96 |
30.96 |
30.50 |
30.59 |
-0.12 |
8,392 |
67,723 |
+2,945 |
| Jul04 |
040206 |
30.50 |
30.53 |
30.18 |
30.24 |
-0.03 |
5,483 |
42,745 |
+1,418 |
| Aug04 |
040206 |
29.81 |
29.81 |
29.55 |
29.55 |
-0.04 |
868 |
5,343 |
+231 |
| Sep04 |
040206 |
28.74 |
28.75 |
28.40 |
28.48 |
-0.02 |
1,215 |
6,864 |
+129 |
| Oct04 |
040206 |
27.20 |
27.25 |
26.90 |
27.22 |
+0.07 |
909 |
6,001 |
+269 |
| Dec04 |
040206 |
26.40 |
26.40 |
25.85 |
25.95 |
-0.07 |
1,189 |
11,302 |
+61 |
| Jan05 |
040206 |
25.75 |
25.75 |
25.75 |
25.75 |
+0.05 |
20 |
383 |
+0 |
| Total Volume and Open Interest |
33,766 |
213,536 |
+6,619 |
| Canola(WCE) |
| Mar04 |
040206 |
386.5 |
386.5 |
381.0 |
382.4 |
+0.3 |
11,207 |
19,102 |
-3,292 |
| May04 |
040206 |
390.8 |
391.8 |
386.7 |
388.0 |
+0.3 |
5,136 |
18,710 |
+1,689 |
| Jul04 |
040206 |
397.0 |
397.0 |
392.0 |
392.2 |
+0.2 |
1,795 |
9,161 |
+778 |
| Sep04 |
040206 |
351.0 |
351.0 |
351.0 |
351.0 |
unch |
|
|
|
| Nov04 |
040206 |
360.0 |
360.0 |
355.0 |
356.0 |
-1.5 |
617 |
10,307 |
-22 |
| Total Volume and Open Interest |
18,755 |
57,305 |
-847 |
| Corn(CBOT) |
| Mar04 |
040206 |
277.00 |
279.50 |
276.50 |
279.00 |
+3.75 |
58,812 |
276,843 |
-7,278 |
| May04 |
040206 |
282.50 |
285.00 |
281.75 |
284.50 |
+4.25 |
23,247 |
142,656 |
+10,222 |
| Jul04 |
040206 |
285.00 |
287.50 |
284.50 |
287.00 |
+4.25 |
10,939 |
81,099 |
+1,557 |
| Sep04 |
040206 |
281.25 |
282.50 |
280.00 |
281.25 |
+3.25 |
645 |
14,816 |
+132 |
| Dec04 |
040206 |
278.50 |
279.00 |
276.75 |
278.50 |
+2.50 |
13,493 |
110,923 |
+3,356 |
| Mar05 |
040206 |
281.00 |
282.00 |
279.75 |
282.00 |
+2.50 |
393 |
7,749 |
+16 |
| Total Volume and Open Interest |
107,641 |
637,102 |
+8,028 |
| Wheat(CBOT) |
| Mar04 |
040206 |
385.00 |
386.00 |
376.00 |
378.50 |
-2.50 |
17,659 |
72,148 |
-1,682 |
| May04 |
040206 |
389.50 |
391.00 |
383.00 |
386.50 |
-0.50 |
9,463 |
33,282 |
+3,552 |
| Jul04 |
040206 |
382.00 |
383.00 |
375.50 |
378.75 |
-2.25 |
6,189 |
25,927 |
-185 |
| Sep04 |
040206 |
387.00 |
387.00 |
379.00 |
382.00 |
-2.25 |
97 |
1,893 |
+25 |
| Dec04 |
040206 |
395.00 |
395.00 |
387.00 |
388.50 |
-5.00 |
288 |
3,243 |
-28 |
| Total Volume and Open Interest |
33,729 |
136,676 |
+1,692 |
| Wheat(KCBT) |
| Mar04 |
040206 |
384.50 |
388.00 |
381.00 |
381.25 |
-3.00 |
4,458 |
33,405 |
-1,178 |
| May04 |
040206 |
387.00 |
388.00 |
383.50 |
384.00 |
-0.75 |
3,561 |
16,333 |
+1,060 |
| Jul04 |
040206 |
384.00 |
384.50 |
378.00 |
379.75 |
-2.25 |
1,515 |
11,963 |
+188 |
| Sep04 |
040206 |
383.00 |
384.50 |
381.00 |
382.50 |
-2.00 |
107 |
2,018 |
+78 |
| Dec04 |
040206 |
396.00 |
397.00 |
388.25 |
390.50 |
-3.50 |
469 |
1,466 |
+196 |
| Total Volume and Open Interest |
10,110 |
65,193 |
+344 |
| Wheat(MGE) |
| Mar04 |
040206 |
418.00 |
421.00 |
413.00 |
414.25 |
-0.75 |
3,908 |
13,272 |
+58 |
| May04 |
040206 |
404.50 |
406.00 |
400.00 |
402.00 |
-1.00 |
3,070 |
9,551 |
+857 |
| Jul04 |
040206 |
398.00 |
398.00 |
391.50 |
393.00 |
-2.75 |
447 |
4,384 |
+24 |
| Sep04 |
040206 |
393.00 |
393.00 |
388.00 |
388.75 |
-2.25 |
986 |
5,320 |
+9 |
| Dec04 |
040206 |
400.00 |
400.00 |
394.00 |
394.75 |
-2.25 |
375 |
1,277 |
+156 |
| Total Volume and Open Interest |
8,886 |
33,895 |
+1,170 |
| Oats(CBOT) |
| Mar04 |
040206 |
155.25 |
155.50 |
150.00 |
151.25 |
-3.50 |
752 |
4,107 |
-168 |
| May04 |
040206 |
158.50 |
158.75 |
154.50 |
154.75 |
-2.75 |
111 |
1,457 |
+52 |
| Jul04 |
040206 |
160.75 |
161.00 |
158.50 |
159.50 |
-0.25 |
80 |
340 |
+37 |
| Sep04 |
040206 |
155.75 |
155.75 |
155.50 |
155.50 |
-0.50 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
966 |
6,324 |
-69 |
| Rough Rice(CBOT) |
| Mar04 |
040206 |
7.61 |
7.78 |
7.54 |
7.76 |
+0.14 |
730 |
4,987 |
-281 |
| May04 |
040206 |
7.84 |
7.95 |
7.74 |
7.95 |
+0.12 |
204 |
1,222 |
+54 |
| Jul04 |
040206 |
8.00 |
8.10 |
7.90 |
8.10 |
+0.10 |
36 |
547 |
+12 |
| Sep04 |
040206 |
7.60 |
7.60 |
7.45 |
7.50 |
-0.15 |
2 |
99 |
-2 |
| Total Volume and Open Interest |
972 |
6,906 |
-217 |
| Live Cattle(CME) |
| Feb04 |
040206 |
75.300 |
75.750 |
75.000 |
75.450 |
-0.125 |
8,358 |
16,150 |
-1,179 |
| Apr04 |
040206 |
72.300 |
73.250 |
72.200 |
73.100 |
+0.225 |
8,497 |
44,153 |
+1,375 |
| Jun04 |
040206 |
69.650 |
70.300 |
69.600 |
70.050 |
+0.250 |
2,224 |
15,873 |
+101 |
| Aug04 |
040206 |
72.300 |
72.700 |
72.150 |
72.425 |
+0.125 |
1,518 |
9,443 |
+98 |
| Oct04 |
040206 |
75.550 |
75.950 |
75.400 |
75.675 |
+0.050 |
1,762 |
11,522 |
+489 |
| Dec04 |
040206 |
77.525 |
77.700 |
77.350 |
77.550 |
+0.050 |
386 |
3,573 |
+28 |
| Total Volume and Open Interest |
23,183 |
101,872 |
+1,046 |
| Feeder Cattle(CME) |
| Mar04 |
040206 |
83.200 |
83.500 |
82.850 |
83.150 |
-0.050 |
1,561 |
5,106 |
-124 |
| Apr04 |
040206 |
84.500 |
85.000 |
84.400 |
84.825 |
-0.150 |
1,192 |
2,762 |
+392 |
| May04 |
040206 |
85.150 |
85.500 |
84.850 |
84.925 |
-0.600 |
444 |
3,799 |
+62 |
| Aug04 |
040206 |
87.750 |
88.025 |
87.650 |
87.950 |
-0.200 |
469 |
2,536 |
+202 |
| Sep04 |
040206 |
88.000 |
88.000 |
87.750 |
88.000 |
-0.400 |
44 |
320 |
+23 |
| Oct04 |
040206 |
87.900 |
88.100 |
87.600 |
87.600 |
-0.900 |
54 |
361 |
+44 |
| Nov04 |
040206 |
87.900 |
88.000 |
87.800 |
88.000 |
-0.200 |
4 |
79 |
+1 |
| Total Volume and Open Interest |
3,768 |
14,963 |
+600 |
| Lean Hogs(CME) |
| Feb04 |
040206 |
61.850 |
62.200 |
61.425 |
62.025 |
+0.700 |
1,771 |
4,681 |
-22 |
| Apr04 |
040206 |
60.900 |
60.900 |
60.000 |
60.850 |
+0.375 |
7,951 |
30,878 |
+1,854 |
| May04 |
040206 |
61.075 |
61.300 |
60.850 |
61.050 |
-0.025 |
307 |
1,761 |
+134 |
| Jun04 |
040206 |
65.325 |
65.500 |
64.900 |
65.475 |
+0.275 |
2,018 |
9,901 |
+615 |
| Jul04 |
040206 |
61.900 |
62.000 |
61.550 |
62.000 |
+0.075 |
449 |
2,581 |
+246 |
| Aug04 |
040206 |
59.850 |
59.950 |
59.650 |
59.850 |
unch |
232 |
1,625 |
+67 |
| Oct04 |
040206 |
52.900 |
52.900 |
52.000 |
52.100 |
-0.400 |
279 |
847 |
-61 |
| Dec04 |
040206 |
52.900 |
52.900 |
51.900 |
52.250 |
-0.250 |
122 |
630 |
+113 |
| Total Volume and Open Interest |
13,135 |
52,962 |
+2,942 |
| Pork Bellies(CME) |
| Feb04 |
040206 |
92.500 |
93.300 |
92.150 |
93.300 |
+3.000 |
577 |
684 |
-84 |
| Mar04 |
040206 |
94.025 |
94.025 |
93.250 |
94.025 |
+3.000 |
663 |
1,234 |
+251 |
| May04 |
040206 |
93.500 |
95.500 |
93.500 |
95.500 |
+3.000 |
169 |
456 |
+43 |
| Jul04 |
040206 |
93.950 |
96.700 |
93.950 |
96.650 |
+2.875 |
44 |
175 |
+4 |
| Aug04 |
040206 |
91.500 |
93.400 |
91.300 |
93.400 |
+3.000 |
6 |
22 |
+2 |
| Total Volume and Open Interest |
1,459 |
2,571 |
+216 |
| BFP Milk Class III(CME) |
| Feb04 |
040206 |
11.75 |
11.77 |
11.75 |
11.77 |
unch |
68 |
2,503 |
+1 |
| Mar04 |
040206 |
12.21 |
12.30 |
12.21 |
12.26 |
+0.06 |
96 |
2,481 |
+14 |
| Apr04 |
040206 |
12.67 |
12.76 |
12.62 |
12.65 |
-0.01 |
102 |
2,035 |
+12 |
| May04 |
040206 |
12.92 |
13.00 |
12.88 |
12.89 |
-0.03 |
146 |
2,009 |
+16 |
| Jun04 |
040206 |
13.22 |
13.22 |
13.15 |
13.20 |
-0.02 |
107 |
1,790 |
+19 |
| Total Volume and Open Interest |
847 |
20,112 |
+146 |
| Cocoa(NYBOT) |
| Mar04 |
040206 |
1580 |
1604 |
1540 |
1543 |
-57 |
5,158 |
18,885 |
-258 |
| May04 |
040206 |
1580 |
1590 |
1525 |
1536 |
-52 |
1,944 |
14,480 |
+602 |
| Jul04 |
040206 |
1572 |
1580 |
1531 |
1531 |
-52 |
675 |
12,682 |
-193 |
| Sep04 |
040206 |
1570 |
1580 |
1533 |
1533 |
-49 |
317 |
9,011 |
+210 |
| Dec04 |
040206 |
1575 |
1575 |
1533 |
1533 |
-49 |
197 |
8,448 |
+30 |
| Mar05 |
040206 |
1582 |
1582 |
1536 |
1536 |
-46 |
304 |
5,708 |
-217 |
| May05 |
040206 |
1560 |
1560 |
1541 |
1541 |
-42 |
255 |
8,212 |
-45 |
| Total Volume and Open Interest |
8,850 |
84,314 |
+129 |
| Coffee "C"(NYBOT) |
| Mar04 |
040206 |
72.50 |
73.50 |
71.70 |
71.80 |
-0.80 |
12,471 |
48,302 |
-3,470 |
| May04 |
040206 |
74.50 |
75.60 |
73.85 |
74.00 |
-0.75 |
5,621 |
32,861 |
+1,642 |
| Jul04 |
040206 |
76.50 |
77.40 |
75.80 |
75.80 |
-0.75 |
1,156 |
8,938 |
+42 |
| Sep04 |
040206 |
78.30 |
78.80 |
77.50 |
77.50 |
-0.75 |
570 |
7,894 |
+93 |
| Dec04 |
040206 |
80.75 |
81.50 |
80.10 |
80.10 |
-0.75 |
172 |
4,612 |
+40 |
| Mar05 |
040206 |
83.25 |
83.25 |
82.70 |
82.70 |
-0.70 |
9 |
2,947 |
+3 |
| Total Volume and Open Interest |
20,002 |
106,097 |
-1,669 |
| Orange Juice(NYBOT) |
| Mar04 |
040206 |
62.10 |
63.20 |
61.75 |
63.15 |
+1.55 |
1,244 |
25,710 |
-152 |
| May04 |
040206 |
64.50 |
65.70 |
64.25 |
65.60 |
+1.40 |
683 |
7,968 |
+246 |
| Jul04 |
040206 |
67.25 |
68.50 |
67.00 |
68.10 |
+1.15 |
23 |
1,561 |
-1 |
| Sep04 |
040206 |
69.70 |
70.85 |
69.70 |
70.70 |
+1.15 |
110 |
778 |
+3 |
| Nov04 |
040206 |
73.20 |
73.20 |
73.20 |
73.20 |
+1.15 |
0 |
491 |
+0 |
| Total Volume and Open Interest |
2,060 |
36,685 |
+96 |
| Sugar #11(NYBOT) |
| Mar04 |
040206 |
5.50 |
5.54 |
5.42 |
5.45 |
-0.13 |
22,495 |
128,450 |
-1,199 |
| May04 |
040206 |
5.77 |
5.79 |
5.73 |
5.77 |
-0.05 |
10,768 |
52,654 |
+1,952 |
| Jul04 |
040206 |
5.85 |
5.88 |
5.83 |
5.85 |
-0.05 |
2,404 |
37,466 |
+33 |
| Oct04 |
040206 |
5.97 |
5.99 |
5.96 |
5.98 |
-0.03 |
1,573 |
26,207 |
+268 |
| Mar05 |
040206 |
6.26 |
6.28 |
6.26 |
6.28 |
-0.01 |
520 |
11,774 |
+212 |
| Total Volume and Open Interest |
38,162 |
266,602 |
+1,583 |
| London Cocoa(LCE) |
| Mar04 |
040206 |
940 |
940 |
891 |
898 |
-42 |
2,493 |
48,625 |
-265 |
| May04 |
040206 |
907 |
907 |
871 |
877 |
-30 |
3,571 |
21,243 |
+162 |
| Jul04 |
040206 |
911 |
915 |
878 |
885 |
-29 |
405 |
20,801 |
-62 |
| Sep04 |
040206 |
919 |
922 |
888 |
895 |
-29 |
144 |
22,000 |
+19 |
| Dec04 |
040206 |
925 |
930 |
897 |
900 |
-30 |
742 |
35,295 |
-67 |
| Mar05 |
040206 |
942 |
942 |
913 |
913 |
-29 |
329 |
22,435 |
-81 |
| May05 |
040206 |
938 |
950 |
918 |
923 |
-29 |
233 |
4,487 |
+60 |
| Total Volume and Open Interest |
7,949 |
177,002 |
-212 |
| London Coffee(LCE) |
| Mar04 |
040206 |
742.00 |
749.00 |
734.00 |
742.00 |
+6.00 |
9,469 |
54,820 |
-4,988 |
| May04 |
040206 |
759.00 |
768.00 |
753.00 |
762.00 |
+7.00 |
5,922 |
39,571 |
+1,903 |
| Jul04 |
040206 |
774.00 |
781.00 |
769.00 |
776.00 |
+6.00 |
1,623 |
15,425 |
+476 |
| Sep04 |
040206 |
792.00 |
796.00 |
784.00 |
791.00 |
+7.00 |
994 |
16,852 |
+847 |
| Nov04 |
040206 |
807.00 |
810.00 |
798.00 |
805.00 |
+7.00 |
852 |
10,763 |
+440 |
| Jan05 |
040206 |
818.00 |
818.00 |
818.00 |
818.00 |
+8.00 |
0 |
3,158 |
+0 |
| Total Volume and Open Interest |
18,986 |
141,774 |
-1,216 |
| London Sugar(LCE) |
| Mar04 |
040206 |
186.00 |
186.50 |
184.20 |
184.60 |
-2.00 |
1,206 |
8,348 |
-258 |
| May04 |
040206 |
190.00 |
190.30 |
188.30 |
189.60 |
-0.80 |
1,602 |
22,012 |
+605 |
| Aug04 |
040206 |
187.00 |
187.60 |
186.50 |
187.30 |
-0.10 |
717 |
11,419 |
+460 |
| Oct04 |
040206 |
185.00 |
185.60 |
184.70 |
185.50 |
+0.50 |
589 |
5,221 |
+253 |
| Dec04 |
040206 |
186.10 |
186.90 |
186.00 |
186.90 |
+0.70 |
40 |
2,442 |
+30 |
| Total Volume and Open Interest |
4,379 |
51,930 |
+1,125 |
| Cotton(NYBOT) |
| Mar04 |
040206 |
68.30 |
69.25 |
67.51 |
69.07 |
+0.57 |
8,769 |
41,356 |
-1,030 |
| May04 |
040206 |
70.26 |
71.50 |
69.60 |
71.37 |
+0.72 |
4,722 |
28,913 |
+1,206 |
| Jul04 |
040206 |
71.00 |
72.35 |
70.60 |
72.35 |
+0.62 |
388 |
9,310 |
+46 |
| Oct04 |
040206 |
66.80 |
66.80 |
66.80 |
66.80 |
+0.10 |
1 |
548 |
-1 |
| Dec04 |
040206 |
67.00 |
67.60 |
66.60 |
67.51 |
+0.21 |
550 |
6,264 |
-77 |
| Mar05 |
040206 |
69.10 |
69.55 |
69.10 |
69.55 |
+0.25 |
72 |
936 |
+23 |
| Total Volume and Open Interest |
14,630 |
88,016 |
+287 |
| Lumber(CME) |
| Mar04 |
040206 |
358.5 |
363.0 |
357.6 |
362.6 |
+8.1 |
307 |
2,456 |
-51 |
| May04 |
040206 |
355.1 |
359.0 |
353.0 |
355.6 |
-0.3 |
468 |
844 |
+91 |
| Jul04 |
040206 |
352.9 |
353.0 |
348.0 |
348.3 |
-1.4 |
111 |
269 |
+19 |
| Sep04 |
040206 |
346.8 |
347.4 |
346.8 |
347.4 |
+0.6 |
26 |
59 |
+7 |
| Total Volume and Open Interest |
914 |
3,630 |
+66 |
| Crude Oil(NYM) |
| Mar04 |
040206 |
33.10 |
33.25 |
32.32 |
32.48 |
-0.60 |
114,237 |
169,932 |
-13,134 |
| Apr04 |
040206 |
32.20 |
32.25 |
31.50 |
31.74 |
-0.43 |
81,982 |
96,612 |
+5,949 |
| May04 |
040206 |
31.55 |
31.63 |
31.00 |
31.21 |
-0.39 |
15,558 |
42,466 |
-1,808 |
| Jun04 |
040206 |
31.05 |
31.20 |
30.65 |
30.76 |
-0.38 |
11,844 |
39,760 |
-1,001 |
| Jul04 |
040206 |
30.60 |
30.60 |
30.23 |
30.32 |
-0.37 |
3,212 |
30,223 |
-670 |
| Aug04 |
040206 |
30.00 |
30.00 |
29.80 |
29.90 |
-0.36 |
1,081 |
19,203 |
-197 |
| Sep04 |
040206 |
29.95 |
29.95 |
29.55 |
29.56 |
-0.36 |
1,003 |
26,384 |
-303 |
| Oct04 |
040206 |
29.40 |
29.40 |
29.32 |
29.32 |
-0.35 |
535 |
17,536 |
-307 |
| Nov04 |
040206 |
29.11 |
29.11 |
29.11 |
29.11 |
-0.34 |
1,104 |
14,332 |
-15 |
| Dec04 |
040206 |
29.10 |
29.20 |
28.75 |
28.93 |
-0.33 |
9,026 |
51,940 |
+101 |
| Jan05 |
040206 |
28.73 |
28.73 |
28.68 |
28.68 |
-0.33 |
991 |
15,326 |
-264 |
| Feb05 |
040206 |
28.48 |
28.48 |
28.48 |
28.48 |
-0.34 |
295 |
4,983 |
-77 |
| Mar05 |
040206 |
28.31 |
28.31 |
28.31 |
28.31 |
-0.33 |
650 |
5,209 |
-258 |
| Apr05 |
040206 |
28.16 |
28.16 |
28.16 |
28.16 |
-0.31 |
0 |
2,991 |
+0 |
| May05 |
040206 |
28.01 |
28.01 |
28.01 |
28.01 |
-0.29 |
100 |
2,508 |
+0 |
| Jun05 |
040206 |
27.86 |
27.86 |
27.86 |
27.86 |
-0.27 |
900 |
11,436 |
+730 |
| Total Volume and Open Interest |
245,256 |
644,712 |
-11,002 |
| Heating Oil(NYM) |
| Mar04 |
040206 |
88.10 |
88.25 |
85.75 |
86.45 |
-1.77 |
31,948 |
58,115 |
-3,848 |
| Apr04 |
040206 |
85.40 |
85.40 |
83.20 |
83.68 |
-1.92 |
14,400 |
26,861 |
+2,680 |
| May04 |
040206 |
82.40 |
82.50 |
80.75 |
80.83 |
-1.67 |
3,865 |
12,744 |
+175 |
| Jun04 |
040206 |
79.40 |
79.90 |
78.80 |
78.83 |
-1.42 |
2,346 |
12,523 |
-246 |
| Jul04 |
040206 |
78.35 |
78.90 |
77.70 |
77.78 |
-1.32 |
708 |
8,325 |
+127 |
| Aug04 |
040206 |
78.50 |
78.85 |
77.68 |
77.68 |
-1.27 |
122 |
5,568 |
+5 |
| Sep04 |
040206 |
78.18 |
78.18 |
78.18 |
78.18 |
-1.27 |
378 |
2,709 |
+193 |
| Oct04 |
040206 |
78.83 |
78.83 |
78.83 |
78.83 |
-1.27 |
80 |
1,485 |
+4 |
| Nov04 |
040206 |
80.50 |
80.50 |
79.43 |
79.43 |
-1.27 |
19 |
1,554 |
+6 |
| Dec04 |
040206 |
81.10 |
81.10 |
80.03 |
80.03 |
-1.27 |
1,129 |
9,506 |
-539 |
| Jan05 |
040206 |
81.60 |
81.60 |
80.53 |
80.53 |
-1.27 |
74 |
2,350 |
+23 |
| Feb05 |
040206 |
81.70 |
81.70 |
80.43 |
80.43 |
-1.27 |
12 |
1,020 |
+6 |
| Total Volume and Open Interest |
55,206 |
144,171 |
-1,289 |
| Unleaded Gas(NYM) |
| Mar04 |
040206 |
100.50 |
100.60 |
95.75 |
96.15 |
-4.43 |
27,467 |
62,961 |
-2,473 |
| Apr04 |
040206 |
105.00 |
105.40 |
102.00 |
102.40 |
-2.69 |
14,621 |
32,767 |
+2,352 |
| May04 |
040206 |
103.40 |
103.50 |
100.80 |
101.08 |
-2.27 |
3,425 |
14,078 |
-101 |
| Jun04 |
040206 |
100.15 |
100.15 |
98.65 |
98.65 |
-1.90 |
2,110 |
7,723 |
+927 |
| Jul04 |
040206 |
96.50 |
96.50 |
95.80 |
95.80 |
-1.65 |
508 |
4,391 |
+212 |
| Aug04 |
040206 |
94.30 |
94.30 |
92.85 |
92.85 |
-1.40 |
398 |
2,974 |
+277 |
| Sep04 |
040206 |
89.10 |
89.10 |
89.10 |
89.10 |
-1.25 |
45 |
5,326 |
+1 |
| Oct04 |
040206 |
84.50 |
84.50 |
84.50 |
84.50 |
-1.05 |
5 |
2,153 |
+0 |
| Nov04 |
040206 |
82.10 |
82.10 |
82.10 |
82.10 |
-0.95 |
0 |
765 |
+0 |
| Dec04 |
040206 |
80.75 |
80.75 |
80.75 |
80.75 |
-0.90 |
0 |
1,685 |
+0 |
| Jan05 |
040206 |
81.50 |
81.50 |
80.20 |
80.20 |
-0.85 |
1 |
328 |
+0 |
| Feb05 |
040206 |
80.20 |
80.20 |
80.20 |
80.20 |
-0.85 |
|
|
|
| Total Volume and Open Interest |
48,580 |
135,151 |
+1,195 |
| Natural Gas(NYM) |
| Mar04 |
040206 |
5.420 |
5.460 |
5.290 |
5.354 |
-0.046 |
38,165 |
53,114 |
+1,046 |
| Apr04 |
040206 |
5.320 |
5.320 |
5.190 |
5.256 |
+0.026 |
13,406 |
23,822 |
+1,195 |
| May04 |
040206 |
5.210 |
5.210 |
5.130 |
5.183 |
+0.043 |
6,330 |
25,506 |
-120 |
| Jun04 |
040206 |
5.200 |
5.200 |
5.150 |
5.190 |
+0.045 |
2,177 |
19,770 |
+278 |
| Jul04 |
040206 |
5.210 |
5.216 |
5.170 |
5.216 |
+0.044 |
1,144 |
17,938 |
-46 |
| Aug04 |
040206 |
5.210 |
5.230 |
5.190 |
5.230 |
+0.042 |
1,022 |
14,016 |
+277 |
| Sep04 |
040206 |
5.190 |
5.195 |
5.150 |
5.195 |
+0.042 |
678 |
13,066 |
-12 |
| Oct04 |
040206 |
5.210 |
5.210 |
5.160 |
5.210 |
+0.042 |
2,128 |
15,028 |
+248 |
| Nov04 |
040206 |
5.400 |
5.400 |
5.350 |
5.380 |
+0.019 |
1,698 |
10,729 |
+274 |
| Dec04 |
040206 |
5.580 |
5.580 |
5.540 |
5.562 |
+0.008 |
659 |
12,950 |
-11 |
| Jan05 |
040206 |
5.690 |
5.694 |
5.680 |
5.694 |
+0.002 |
457 |
10,119 |
-41 |
| Feb05 |
040206 |
5.680 |
5.680 |
5.630 |
5.654 |
+0.002 |
504 |
9,906 |
+53 |
| Mar05 |
040206 |
5.490 |
5.494 |
5.480 |
5.494 |
+0.007 |
225 |
8,695 |
-36 |
| Apr05 |
040206 |
4.980 |
4.989 |
4.980 |
4.989 |
+0.032 |
130 |
8,833 |
+33 |
| May05 |
040206 |
4.870 |
4.889 |
4.860 |
4.889 |
+0.032 |
244 |
4,202 |
-10 |
| Jun05 |
040206 |
4.890 |
4.914 |
4.890 |
4.914 |
+0.032 |
70 |
4,518 |
-15 |
| Total Volume and Open Interest |
69,480 |
311,874 |
+3,200 |
| Brent Crude Oil(IPE) |
| Mar04 |
040206 |
29.50 |
29.61 |
28.61 |
28.83 |
-0.44 |
40,986 |
74,736 |
-6,329 |
| Apr04 |
040206 |
29.23 |
29.36 |
28.39 |
28.60 |
-0.45 |
39,844 |
84,838 |
+5,815 |
| May04 |
040206 |
29.05 |
29.13 |
28.30 |
28.53 |
-0.34 |
9,740 |
29,437 |
+2,751 |
| Jun04 |
040206 |
28.80 |
28.90 |
28.13 |
28.35 |
-0.33 |
6,251 |
28,835 |
+383 |
| Jul04 |
040206 |
28.58 |
28.58 |
28.07 |
28.16 |
-0.30 |
583 |
11,007 |
+204 |
| Aug04 |
040206 |
28.20 |
28.20 |
27.92 |
27.97 |
-0.26 |
144 |
8,562 |
-450 |
| Sep04 |
040206 |
28.15 |
28.15 |
27.66 |
27.76 |
-0.24 |
495 |
10,422 |
+102 |
| Oct04 |
040206 |
27.57 |
27.57 |
27.57 |
27.57 |
-0.22 |
100 |
5,936 |
+0 |
| Nov04 |
040206 |
27.33 |
27.40 |
27.33 |
27.38 |
-0.22 |
0 |
5,382 |
+0 |
| Dec04 |
040206 |
27.50 |
27.53 |
27.00 |
27.20 |
-0.21 |
4,825 |
23,535 |
-1,136 |
| Jan05 |
040206 |
27.27 |
27.27 |
26.77 |
26.97 |
-0.21 |
950 |
4,114 |
+550 |
| Feb05 |
040206 |
26.82 |
26.82 |
26.79 |
26.79 |
-0.22 |
0 |
462 |
-100 |
| Mar05 |
040206 |
26.64 |
26.64 |
26.61 |
26.61 |
-0.23 |
0 |
3,250 |
+0 |
| Total Volume and Open Interest |
108,243 |
325,824 |
+2,685 |
| Gas Oil(IPE) |
| Feb04 |
040206 |
252.75 |
254.00 |
246.25 |
247.00 |
-0.50 |
13,492 |
25,064 |
-2,675 |
| Mar04 |
040206 |
250.00 |
251.25 |
244.00 |
244.00 |
unch |
15,827 |
42,484 |
+121 |
| Apr04 |
040206 |
247.00 |
248.50 |
241.00 |
241.50 |
+0.25 |
7,768 |
13,544 |
-882 |
| May04 |
040206 |
244.00 |
244.25 |
238.75 |
238.75 |
+0.75 |
2,697 |
9,319 |
+49 |
| Jun04 |
040206 |
241.50 |
242.25 |
236.75 |
236.75 |
+0.75 |
2,422 |
15,815 |
+268 |
| Jul04 |
040206 |
241.75 |
241.75 |
236.50 |
236.50 |
+0.75 |
733 |
6,228 |
-99 |
| Aug04 |
040206 |
236.75 |
236.75 |
236.75 |
236.75 |
+1.00 |
12 |
2,807 |
+2 |
| Sep04 |
040206 |
242.50 |
242.50 |
236.75 |
236.75 |
+1.00 |
801 |
4,274 |
+170 |
| Oct04 |
040206 |
236.75 |
236.75 |
236.75 |
236.75 |
+0.75 |
161 |
3,773 |
+10 |
| Nov04 |
040206 |
240.25 |
240.25 |
236.75 |
236.75 |
+0.75 |
161 |
3,238 |
+1 |
| Total Volume and Open Interest |
44,821 |
152,672 |
-3,228 |
| US Dollar Index(NYBOT) |
| Mar04 |
040206 |
86.96 |
87.27 |
86.02 |
86.20 |
-0.92 |
1,740 |
15,398 |
-27 |
| Jun04 |
040206 |
87.60 |
87.60 |
86.42 |
86.61 |
-0.92 |
38 |
2,130 |
+14 |
| Sep04 |
040206 |
87.05 |
87.05 |
87.05 |
87.05 |
-0.92 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
1,778 |
17,541 |
-13 |
| Australian Dollar(CME) |
| Mar04 |
040206 |
75.80 |
76.70 |
75.70 |
76.61 |
+0.83 |
2,273 |
49,637 |
+6 |
| Jun04 |
040206 |
75.85 |
75.85 |
75.77 |
75.77 |
+0.83 |
9 |
856 |
-2 |
| Sep04 |
040206 |
74.93 |
74.93 |
74.93 |
74.93 |
+0.83 |
79 |
441 |
+22 |
| Total Volume and Open Interest |
2,362 |
51,040 |
+26 |
| British Pound(CME) |
| Mar04 |
040206 |
182.98 |
184.70 |
182.86 |
184.09 |
+1.35 |
3,655 |
67,664 |
+548 |
| Jun04 |
040206 |
181.40 |
183.30 |
181.40 |
182.67 |
+1.35 |
6 |
142 |
+5 |
| Sep04 |
040206 |
181.25 |
181.25 |
181.25 |
181.25 |
+1.35 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
3,661 |
68,171 |
+553 |
| Canadian Dollar(CME) |
| Mar04 |
040206 |
74.64 |
75.34 |
74.64 |
75.12 |
+0.45 |
4,169 |
58,145 |
+1,059 |
| Jun04 |
040206 |
74.47 |
75.10 |
74.47 |
74.92 |
+0.45 |
107 |
3,482 |
+82 |
| Sep04 |
040206 |
74.92 |
74.92 |
74.76 |
74.76 |
+0.45 |
1 |
1,643 |
+1 |
| Dec04 |
040206 |
74.72 |
74.72 |
74.60 |
74.60 |
+0.45 |
10 |
789 |
+2 |
| Total Volume and Open Interest |
4,299 |
64,277 |
+1,156 |
| Japanese Yen(CME) |
| Mar04 |
040206 |
93.78 |
95.01 |
93.73 |
94.82 |
+0.33 |
10,202 |
157,443 |
-2,558 |
| Jun04 |
040206 |
94.04 |
95.27 |
94.04 |
95.11 |
+0.33 |
55 |
8,112 |
+25 |
| Sep04 |
040206 |
94.75 |
95.42 |
94.75 |
95.42 |
+0.33 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
10,257 |
165,629 |
-2,533 |
| Swiss Franc(CME) |
| Mar04 |
040206 |
79.96 |
81.34 |
79.90 |
81.10 |
+1.09 |
4,878 |
40,231 |
+5 |
| Jun04 |
040206 |
81.37 |
81.40 |
81.27 |
81.27 |
+1.09 |
4 |
217 |
+1 |
| Sep04 |
040206 |
81.44 |
81.44 |
81.44 |
81.44 |
+1.09 |
0 |
23 |
+20 |
| Total Volume and Open Interest |
4,884 |
40,570 |
+25 |
| EuroFX(CME) |
| Mar04 |
040206 |
125.22 |
127.12 |
125.19 |
126.80 |
+1.55 |
10,079 |
124,356 |
+2,838 |
| Jun04 |
040206 |
125.55 |
126.80 |
125.50 |
126.51 |
+1.55 |
233 |
1,235 |
-87 |
| Sep04 |
040206 |
126.39 |
126.45 |
126.22 |
126.26 |
+1.55 |
4 |
450 |
+13 |
| Total Volume and Open Interest |
10,317 |
126,298 |
+2,765 |
| Mexican Peso(CME) |
| Mar04 |
040206 |
8875.0 |
8982.0 |
8875.0 |
8960.0 |
+50.0 |
9,820 |
35,219 |
-652 |
| Jun04 |
040206 |
8860.0 |
8865.0 |
8852.0 |
8852.0 |
+50.0 |
33 |
607 |
-6 |
| Total Volume and Open Interest |
9,878 |
36,495 |
-633 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040206 |
111~02 |
112~11 |
110~19 |
112~05 |
+1~03 |
311,854 |
463,255 |
+79 |
| Jun04 |
040206 |
109~17 |
110~30 |
109~15 |
110~23 |
+1~03 |
4,876 |
36,957 |
+2,658 |
| Sep04 |
040206 |
107~28 |
109~11 |
107~28 |
109~11 |
+1~03 |
0 |
447 |
+0 |
| Total Volume and Open Interest |
316,730 |
500,953 |
+2,737 |
| Municipal Bonds(CBOT) |
| Mar04 |
040206 |
103~01 |
104~00 |
103~00 |
103~24 |
+0~21 |
169 |
2,284 |
-32 |
| Jun04 |
040206 |
102~12 |
102~24 |
102~09 |
102~24 |
+0~21 |
23 |
18 |
+18 |
| Total Volume and Open Interest |
192 |
2,302 |
-14 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040206 |
113~080 |
114~055 |
112~280 |
114~005 |
+0~250 |
754,576 |
1,127,002 |
+10,770 |
| Jun04 |
040206 |
112~000 |
112~170 |
111~180 |
112~135 |
+0~255 |
21,996 |
162,402 |
+11,348 |
| Total Volume and Open Interest |
776,573 |
1,289,405 |
+22,118 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040206 |
112~050 |
112~255 |
112~015 |
112~210 |
+0~160 |
341,284 |
0 |
+0 |
| Jun04 |
040206 |
110~255 |
111~090 |
110~255 |
111~090 |
+0~165 |
120 |
0 |
+0 |
| Sep04 |
040206 |
110~050 |
110~050 |
110~050 |
110~050 |
+0~160 |
|
|
|
| Total Volume and Open Interest |
341,404 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar04 |
040206 |
107~028 |
107~057 |
107~024 |
107~052 |
+0~022 |
7,354 |
164,790 |
+348 |
| Jun04 |
040206 |
106~089 |
106~100 |
106~089 |
106~100 |
+0~024 |
1,073 |
2,083 |
+750 |
| Total Volume and Open Interest |
8,427 |
166,873 |
+1,098 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040206 |
98.830 |
98.850 |
98.820 |
98.840 |
+0.010 |
112,069 |
833,773 |
+7,355 |
| Jun04 |
040206 |
98.635 |
98.710 |
98.560 |
98.690 |
+0.045 |
175,654 |
857,053 |
+18,110 |
| Sep04 |
040206 |
98.340 |
98.460 |
98.270 |
98.435 |
+0.095 |
171,142 |
779,727 |
-8,354 |
| Dec04 |
040206 |
97.930 |
98.105 |
97.860 |
98.075 |
+0.130 |
250,239 |
603,802 |
+10,703 |
| Mar05 |
040206 |
97.520 |
97.700 |
97.430 |
97.665 |
+0.140 |
127,190 |
431,250 |
+9,120 |
| Jun05 |
040206 |
97.115 |
97.290 |
97.080 |
97.260 |
+0.140 |
44,326 |
338,754 |
+2,849 |
| Sep05 |
040206 |
96.755 |
96.920 |
96.730 |
96.890 |
+0.130 |
34,710 |
267,369 |
+3,128 |
| Dec05 |
040206 |
96.435 |
96.595 |
96.385 |
96.570 |
+0.120 |
34,488 |
202,791 |
+6,928 |
| Mar06 |
040206 |
96.205 |
96.330 |
96.175 |
96.320 |
+0.125 |
23,302 |
181,048 |
+7,379 |
| Jun06 |
040206 |
95.975 |
96.090 |
95.960 |
96.090 |
+0.120 |
12,446 |
127,723 |
+1,286 |
| Sep06 |
040206 |
95.770 |
95.890 |
95.750 |
95.880 |
+0.110 |
11,452 |
117,685 |
+580 |
| Dec06 |
040206 |
95.565 |
95.685 |
95.550 |
95.675 |
+0.115 |
8,921 |
105,013 |
-1,064 |
| Total Volume and Open Interest |
1,046,390 |
5,439,404 |
+62,847 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040206 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
10 |
11,393 |
-3 |
| Jun04 |
040206 |
99.92 |
99.93 |
99.92 |
99.93 |
unch |
8 |
9,500 |
+161 |
| Sep04 |
040206 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
9,005 |
-3,435 |
| Dec04 |
040206 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
3 |
7,110 |
+0 |
| Mar05 |
040206 |
99.81 |
99.81 |
99.81 |
99.81 |
-0.01 |
204 |
4,620 |
-102 |
| Jun05 |
040206 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.01 |
20 |
1,089 |
+0 |
| Sep05 |
040206 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
1,251 |
+150 |
| Dec05 |
040206 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
126 |
+0 |
| Mar06 |
040206 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
0 |
294 |
-3 |
| Jun06 |
040206 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.05 |
59 |
63 |
-500 |
| Total Volume and Open Interest |
309 |
45,641 |
-3,727 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040206 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
16 |
61,346 |
+841 |
| Jun04 |
040206 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
799 |
71,088 |
-134 |
| Sep04 |
040206 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
4,044 |
45,376 |
+2,268 |
| Dec04 |
040206 |
99.88 |
99.88 |
99.87 |
99.87 |
-0.01 |
2,679 |
47,754 |
+2,467 |
| Mar05 |
040206 |
99.82 |
99.82 |
99.81 |
99.81 |
-0.02 |
4,191 |
25,988 |
+2,925 |
| Jun05 |
040206 |
99.79 |
99.79 |
99.77 |
99.77 |
-0.02 |
3,402 |
23,962 |
+2,803 |
| Sep05 |
040206 |
99.71 |
99.71 |
99.69 |
99.69 |
-0.03 |
160 |
13,535 |
+35 |
| Dec05 |
040206 |
99.62 |
99.62 |
99.61 |
99.61 |
-0.02 |
0 |
3,633 |
-2 |
| Total Volume and Open Interest |
15,293 |
306,193 |
+11,202 |
| German Euro-Bund(EUREX) |
| Mar04 |
040206 |
114.17 |
114.85 |
113.98 |
114.78 |
+0.44 |
899,851 |
983,000 |
+36,516 |
| Jun04 |
040206 |
113.18 |
113.84 |
113.07 |
113.80 |
+0.44 |
5,794 |
33,160 |
+3,156 |
| Sep04 |
040206 |
113.38 |
113.38 |
113.38 |
113.38 |
+0.49 |
2,411 |
828 |
+430 |
| Total Volume and Open Interest |
908,056 |
1,016,988 |
+40,102 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040206 |
111.47 |
111.92 |
111.36 |
111.90 |
+0.31 |
545,800 |
782,442 |
+23,612 |
| Jun04 |
040206 |
110.67 |
111.09 |
110.57 |
111.09 |
+0.30 |
5,505 |
13,354 |
+4,235 |
| Sep04 |
040206 |
110.70 |
110.70 |
110.70 |
110.70 |
+0.31 |
150 |
0 |
+0 |
| Total Volume and Open Interest |
551,455 |
795,796 |
+27,847 |
| Long Gilt(LIFFE) |
| Mar04 |
040206 |
107~31 |
108~15 |
107~20 |
108~13 |
+0~09 |
38,677 |
163,682 |
+4,416 |
| Jun04 |
040206 |
107~31 |
107~31 |
107~31 |
107~31 |
+0~09 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
38,677 |
163,683 |
+4,416 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040206 |
95.74 |
95.78 |
95.73 |
95.77 |
+0.02 |
61,705 |
195,122 |
+3,135 |
| Jun04 |
040206 |
95.53 |
95.60 |
95.49 |
95.58 |
+0.04 |
45,553 |
204,961 |
-1,740 |
| Sep04 |
040206 |
95.33 |
95.41 |
95.28 |
95.40 |
+0.06 |
63,863 |
157,133 |
+6,011 |
| Total Volume and Open Interest |
245,052 |
1,055,263 |
+14,566 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040206 |
97.930 |
97.955 |
97.915 |
97.950 |
+0.010 |
151,194 |
544,631 |
-26,128 |
| Jun04 |
040206 |
97.895 |
97.955 |
97.875 |
97.945 |
+0.025 |
132,450 |
531,066 |
+17,582 |
| Sep04 |
040206 |
97.755 |
97.840 |
97.730 |
97.830 |
+0.040 |
110,854 |
435,316 |
+3,396 |
| Total Volume and Open Interest |
668,686 |
2,843,037 |
-4,349 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040206 |
94.45 |
94.46 |
94.44 |
94.46 |
-0.01 |
11,460 |
292,374 |
-10,233 |
| Jun04 |
040206 |
94.37 |
94.39 |
94.37 |
94.39 |
-0.02 |
7,957 |
130,090 |
-2,827 |
| Sep04 |
040206 |
94.31 |
94.33 |
94.30 |
94.33 |
-0.02 |
2,827 |
60,835 |
+25 |
| Dec04 |
040206 |
94.25 |
94.28 |
94.25 |
94.28 |
-0.02 |
626 |
28,414 |
-125 |
| Mar05 |
040206 |
94.20 |
94.22 |
94.20 |
94.22 |
-0.02 |
210 |
20,502 |
-556 |
| Jun05 |
040206 |
94.15 |
94.17 |
94.15 |
94.17 |
-0.01 |
8 |
14,041 |
-496 |
| Sep05 |
040206 |
94.09 |
94.12 |
94.09 |
94.12 |
-0.01 |
14 |
6,734 |
+14 |
| Dec05 |
040206 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.01 |
0 |
3,127 |
-50 |
| Mar06 |
040206 |
94.00 |
94.02 |
94.00 |
94.02 |
unch |
0 |
1,064 |
-50 |
| Jun06 |
040206 |
93.97 |
93.97 |
93.97 |
93.97 |
-0.01 |
0 |
1,211 |
+0 |
| Total Volume and Open Interest |
23,102 |
559,067 |
-14,298 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040206 |
94.25 |
94.27 |
94.24 |
94.26 |
-0.03 |
12,858 |
237,721 |
-1,611 |
| Jun04 |
040206 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
12,858 |
237,721 |
-1,611 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040206 |
94.43 |
94.45 |
94.42 |
94.44 |
-0.03 |
29,653 |
619,060 |
+9,765 |
| Jun04 |
040206 |
94.44 |
94.44 |
94.44 |
94.44 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
29,653 |
619,060 |
+9,765 |
| Gold(CMX) |
| Feb04 |
040206 |
397.0 |
407.0 |
397.0 |
403.6 |
+5.5 |
131 |
5,039 |
+229 |
| Apr04 |
040206 |
397.2 |
410.2 |
396.5 |
404.2 |
+5.4 |
45,912 |
135,986 |
-6,652 |
| Jun04 |
040206 |
398.4 |
409.5 |
397.9 |
405.2 |
+5.4 |
433 |
30,010 |
+120 |
| Aug04 |
040206 |
407.5 |
407.5 |
406.0 |
406.2 |
+5.4 |
10 |
8,627 |
+0 |
| Oct04 |
040206 |
407.8 |
407.8 |
407.1 |
407.1 |
+5.4 |
0 |
1,052 |
+0 |
| Dec04 |
040206 |
402.0 |
414.0 |
400.5 |
408.0 |
+5.4 |
296 |
22,372 |
+142 |
| Total Volume and Open Interest |
46,810 |
229,430 |
-6,172 |
| Silver(CMX) |
| Mar04 |
040206 |
610.0 |
649.0 |
603.5 |
627.8 |
+15.5 |
10,613 |
76,912 |
-787 |
| May04 |
040206 |
612.5 |
645.0 |
605.0 |
629.3 |
+15.6 |
672 |
8,953 |
+98 |
| Jul04 |
040206 |
614.0 |
652.0 |
608.0 |
630.6 |
+15.7 |
102 |
5,002 |
-14 |
| Sep04 |
040206 |
631.9 |
631.9 |
631.9 |
631.9 |
+15.7 |
0 |
1,025 |
+0 |
| Dec04 |
040206 |
611.0 |
639.0 |
611.0 |
633.7 |
+16.0 |
385 |
12,714 |
+332 |
| Total Volume and Open Interest |
11,925 |
108,268 |
-319 |
| Platinum(NYM) |
| Apr04 |
040206 |
817.0 |
831.0 |
816.0 |
826.7 |
+10.3 |
400 |
6,699 |
-89 |
| Jul04 |
040206 |
817.7 |
817.7 |
817.7 |
817.7 |
+11.3 |
9 |
292 |
+0 |
| Oct04 |
040206 |
815.0 |
815.0 |
813.2 |
813.2 |
+11.3 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
409 |
7,009 |
-89 |
| Palladium(NYME) |
| Mar04 |
040206 |
238.00 |
246.80 |
238.00 |
241.55 |
+0.55 |
286 |
8,453 |
-191 |
| Jun04 |
040206 |
239.00 |
247.00 |
238.00 |
243.55 |
+0.55 |
251 |
2,531 |
+70 |
| Total Volume and Open Interest |
537 |
11,102 |
-121 |
| Copper(CMX) |
| Mar04 |
040206 |
117.05 |
118.20 |
116.80 |
118.05 |
+0.75 |
9,107 |
63,482 |
-1,025 |
| May04 |
040206 |
116.20 |
117.35 |
116.15 |
117.35 |
+0.85 |
2,273 |
9,122 |
+51 |
| Jul04 |
040206 |
114.95 |
116.00 |
114.95 |
115.85 |
+0.55 |
257 |
6,659 |
+27 |
| Sep04 |
040206 |
114.50 |
114.50 |
114.35 |
114.35 |
+0.30 |
21 |
2,215 |
+1 |
| Dec04 |
040206 |
112.30 |
112.80 |
112.30 |
112.35 |
+0.15 |
1,706 |
5,233 |
+1,074 |
| Total Volume and Open Interest |
13,581 |
91,359 |
+92 |
| DJIA Index(CBOT) |
| Mar04 |
040206 |
10493 |
10575 |
10443 |
10556 |
+82 |
9,518 |
39,899 |
+378 |
| Jun04 |
040206 |
10475 |
10550 |
10435 |
10535 |
+82 |
56 |
969 |
+51 |
| Sep04 |
040206 |
10414 |
10520 |
10414 |
10520 |
+82 |
100 |
180 |
+100 |
| Dec04 |
040206 |
10475 |
10505 |
10475 |
10505 |
+82 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,674 |
41,051 |
+529 |
| S & P 500(CME) |
| Mar04 |
040206 |
1129.20 |
1142.00 |
1127.00 |
1139.00 |
+12.60 |
31,352 |
588,538 |
+2,751 |
| Jun04 |
040206 |
1128.00 |
1140.00 |
1128.00 |
1138.00 |
+12.60 |
2 |
21,209 |
-8 |
| Sep04 |
040206 |
1132.00 |
1137.30 |
1132.00 |
1137.30 |
+12.60 |
0 |
3,430 |
+0 |
| Dec04 |
040206 |
1136.80 |
1136.80 |
1136.80 |
1136.80 |
+12.60 |
54 |
119 |
+23 |
| Total Volume and Open Interest |
31,408 |
613,510 |
+2,766 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040206 |
1126.75 |
1142.00 |
1125.75 |
1139.00 |
+12.50 |
579,920 |
529,989 |
-2,645 |
| Jun04 |
040206 |
1125.50 |
1140.75 |
1125.50 |
1138.00 |
+12.50 |
252 |
11,427 |
+56 |
| Total Volume and Open Interest |
580,172 |
541,416 |
-2,589 |
| NASDAQ 100(CME) |
| Mar04 |
040206 |
1473.00 |
1500.50 |
1471.00 |
1494.50 |
+27.00 |
10,780 |
71,922 |
-921 |
| Jun04 |
040206 |
1499.50 |
1499.50 |
1497.50 |
1497.50 |
+27.00 |
0 |
57 |
+0 |
| Sep04 |
040206 |
1478.50 |
1506.00 |
1478.50 |
1500.50 |
+27.00 |
|
|
|
| Total Volume and Open Interest |
10,780 |
71,979 |
-921 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040206 |
1467.0 |
1501.0 |
1460.0 |
1494.5 |
+27.0 |
257,988 |
246,812 |
-5,873 |
| Jun04 |
040206 |
1475.5 |
1503.5 |
1474.0 |
1497.5 |
+27.0 |
70 |
1,501 |
+15 |
| Total Volume and Open Interest |
258,058 |
248,313 |
-5,858 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040206 |
584.00 |
594.55 |
583.50 |
594.00 |
+10.50 |
528 |
15,884 |
+59 |
| Jun04 |
040206 |
594.00 |
594.00 |
594.00 |
594.00 |
+10.50 |
0 |
1 |
+0 |
| Sep04 |
040206 |
594.00 |
594.00 |
594.00 |
594.00 |
+10.50 |
|
|
|
| Total Volume and Open Interest |
528 |
15,885 |
+59 |
| Russell 2000(CME) |
| Mar04 |
040206 |
568.50 |
585.00 |
568.25 |
583.10 |
+14.60 |
3,545 |
24,653 |
+1,387 |
| Jun04 |
040206 |
583.20 |
583.20 |
583.20 |
583.20 |
+14.60 |
|
|
|
| Sep04 |
040206 |
583.20 |
583.20 |
583.20 |
583.20 |
+14.60 |
|
|
|
| Total Volume and Open Interest |
3,545 |
24,653 |
+1,387 |
| Value Line(KCBT) |
| Mar04 |
040206 |
1568.00 |
1598.00 |
1568.00 |
1598.00 |
+31.00 |
3 |
52 |
-9 |
| Total Volume and Open Interest |
3 |
52 |
-9 |
| Nikkei 225(CME) |
| Mar04 |
040206 |
10440 |
10575 |
10440 |
10545 |
+50 |
1,646 |
31,021 |
+164 |
| Jun04 |
040206 |
10500 |
10535 |
10500 |
10535 |
+40 |
19 |
174 |
+10 |
| Total Volume and Open Interest |
1,665 |
31,206 |
+174 |
| Nikkei 225(SIMEX) |
| Mar04 |
040206 |
10460 |
10500 |
10400 |
10455 |
-15 |
25,262 |
147,100 |
+720 |
| Jun04 |
040206 |
10430 |
10430 |
10410 |
10410 |
-15 |
3 |
608 |
+3 |
| Sep04 |
040206 |
10405 |
10405 |
10405 |
10405 |
-15 |
|
|
|
| Total Volume and Open Interest |
25,265 |
147,708 |
+723 |
| CAC 40(MATIF) |
| Feb04 |
040206 |
3624.0 |
3637.0 |
3600.5 |
3629.5 |
+15.5 |
55,959 |
355,850 |
+9,672 |
| Mar04 |
040206 |
3624.0 |
3641.5 |
3607.0 |
3635.0 |
+15.5 |
2,120 |
131,413 |
+457 |
| Apr04 |
040206 |
3628.5 |
3628.5 |
3628.5 |
3628.5 |
+15.5 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040206 |
4040.0 |
4065.0 |
4016.5 |
4048.5 |
+10.5 |
106,999 |
289,044 |
-1,701 |
| Jun04 |
040206 |
4070.0 |
4080.5 |
4039.5 |
4069.5 |
+11.0 |
858 |
10,325 |
-368 |
| Sep04 |
040206 |
4093.5 |
4101.5 |
4061.5 |
4090.5 |
+11.0 |
251 |
3,255 |
-98 |
| Total Volume and Open Interest |
108,108 |
302,624 |
-2,167 |
| FT-SE 100(LIFFE) |
| Mar04 |
040206 |
4361.00 |
4383.50 |
4358.50 |
4375.50 |
+20.00 |
59,946 |
442,728 |
+7,773 |
| Jun04 |
040206 |
4377.50 |
4384.00 |
4370.00 |
4384.00 |
+20.00 |
1,725 |
20,083 |
+1,705 |
| Sep04 |
040206 |
4391.00 |
4394.50 |
4391.00 |
4394.00 |
+20.00 |
3 |
10,292 |
+0 |
| Total Volume and Open Interest |
61,824 |
480,754 |
+9,378 |
| SPI 200(SFE) |
| Mar04 |
040206 |
3255.0 |
3267.0 |
3251.0 |
3262.0 |
+9.0 |
11,340 |
165,425 |
+4,603 |
| Jun04 |
040206 |
3266.0 |
3277.0 |
3266.0 |
3274.0 |
+9.0 |
55 |
3,945 |
+14 |
| Sep04 |
040206 |
3285.0 |
3285.0 |
3285.0 |
3285.0 |
+9.0 |
1 |
1,960 |
+1 |
| Total Volume and Open Interest |
11,448 |
172,560 |
+4,670 |
| GSCI(CME) |
| Feb04 |
040206 |
260.20 |
260.20 |
256.00 |
257.15 |
-3.05 |
268 |
14,380 |
-221 |
| Mar04 |
040206 |
255.85 |
256.50 |
255.30 |
256.50 |
-1.80 |
202 |
535 |
+45 |
| Apr04 |
040206 |
253.50 |
253.50 |
253.50 |
253.50 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
470 |
14,915 |
-176 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040206 |
263.00 |
263.00 |
260.50 |
260.90 |
+1.15 |
110 |
661 |
-49 |
| Jun04 |
040206 |
260.50 |
261.65 |
260.50 |
261.65 |
+1.15 |
3 |
39 |
+3 |
| Aug04 |
040206 |
261.65 |
261.65 |
261.65 |
261.65 |
+1.15 |
|
|
|
| Total Volume and Open Interest |
117 |
788 |
-46 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|