|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 20, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar04 |
040220 |
890.00 |
898.00 |
882.00 |
893.00 |
+13.00 |
22,462 |
65,084 |
-2,509 |
May04 |
040220 |
885.00 |
892.00 |
876.00 |
883.50 |
+7.00 |
57,485 |
122,678 |
+9,946 |
Jul04 |
040220 |
868.00 |
871.00 |
856.00 |
862.75 |
+6.75 |
18,208 |
49,774 |
+3,652 |
Aug04 |
040220 |
826.00 |
829.00 |
818.00 |
822.50 |
+6.00 |
1,841 |
8,246 |
-23 |
Sep04 |
040220 |
750.00 |
754.00 |
744.00 |
748.00 |
+3.00 |
1,405 |
5,427 |
+640 |
Nov04 |
040220 |
672.00 |
677.50 |
669.00 |
671.75 |
+3.75 |
5,992 |
25,125 |
+856 |
Jan05 |
040220 |
674.00 |
677.00 |
671.00 |
672.00 |
+4.00 |
33 |
538 |
+15 |
Total Volume and Open Interest |
107,435 |
277,414 |
+12,576 |
Soybean Meal(CBOT) |
Mar04 |
040220 |
271.00 |
272.00 |
268.50 |
270.20 |
+2.50 |
10,188 |
27,662 |
-756 |
May04 |
040220 |
270.00 |
272.00 |
268.00 |
269.90 |
+2.80 |
15,527 |
67,133 |
+3,536 |
Jul04 |
040220 |
263.00 |
264.70 |
261.50 |
262.90 |
+2.20 |
8,819 |
37,404 |
-69 |
Aug04 |
040220 |
250.00 |
252.30 |
250.00 |
251.00 |
+2.30 |
1,434 |
12,680 |
-429 |
Sep04 |
040220 |
235.00 |
236.00 |
233.30 |
233.60 |
+0.10 |
2,183 |
11,552 |
+481 |
Oct04 |
040220 |
203.00 |
203.00 |
199.50 |
200.00 |
-0.50 |
645 |
8,469 |
-39 |
Dec04 |
040220 |
197.00 |
198.00 |
195.00 |
195.90 |
+0.70 |
1,812 |
18,339 |
+276 |
Jan05 |
040220 |
196.00 |
196.80 |
195.50 |
195.50 |
+0.30 |
74 |
1,451 |
+18 |
Total Volume and Open Interest |
40,693 |
186,233 |
+3,029 |
Soybean Oil(CBOT) |
Mar04 |
040220 |
32.90 |
33.07 |
32.30 |
32.93 |
+0.46 |
10,709 |
29,695 |
-456 |
May04 |
040220 |
32.65 |
32.87 |
32.10 |
32.58 |
+0.14 |
18,813 |
106,666 |
+6,787 |
Jul04 |
040220 |
32.20 |
32.40 |
31.70 |
32.07 |
+0.16 |
6,654 |
47,780 |
+1,267 |
Aug04 |
040220 |
31.18 |
31.25 |
30.90 |
30.95 |
+0.11 |
964 |
7,137 |
+5 |
Sep04 |
040220 |
30.00 |
30.05 |
29.60 |
29.74 |
+0.12 |
1,089 |
8,397 |
+333 |
Oct04 |
040220 |
28.30 |
28.35 |
27.95 |
28.20 |
+0.15 |
108 |
6,000 |
-24 |
Dec04 |
040220 |
27.00 |
27.20 |
26.75 |
26.90 |
+0.18 |
582 |
11,303 |
-84 |
Jan05 |
040220 |
26.72 |
26.72 |
26.72 |
26.72 |
+0.15 |
100 |
451 |
+7 |
Total Volume and Open Interest |
39,140 |
218,374 |
+7,935 |
Canola(WCE) |
Mar04 |
040220 |
399.0 |
400.0 |
397.5 |
399.0 |
+3.8 |
3,362 |
6,923 |
-1,612 |
May04 |
040220 |
402.5 |
405.5 |
401.8 |
405.1 |
+6.4 |
5,618 |
21,604 |
+732 |
Jul04 |
040220 |
405.5 |
407.0 |
404.0 |
404.5 |
+2.5 |
1,651 |
9,410 |
+613 |
Sep04 |
040220 |
358.5 |
358.5 |
358.5 |
358.5 |
+4.0 |
|
|
|
Nov04 |
040220 |
360.0 |
364.0 |
360.0 |
363.0 |
+4.0 |
222 |
13,068 |
+155 |
Total Volume and Open Interest |
10,874 |
51,051 |
-96 |
Corn(CBOT) |
Mar04 |
040220 |
287.00 |
288.00 |
282.50 |
284.75 |
unch |
48,275 |
136,046 |
-9,377 |
May04 |
040220 |
294.00 |
294.50 |
288.75 |
291.00 |
-0.25 |
28,596 |
251,514 |
+9,831 |
Jul04 |
040220 |
296.50 |
296.50 |
291.25 |
293.50 |
-0.25 |
14,644 |
96,899 |
+3,563 |
Sep04 |
040220 |
288.50 |
289.00 |
285.50 |
288.00 |
+0.75 |
908 |
15,900 |
+60 |
Dec04 |
040220 |
285.00 |
285.75 |
282.00 |
284.75 |
+1.25 |
10,417 |
125,831 |
+1,405 |
Mar05 |
040220 |
287.00 |
287.50 |
284.75 |
287.25 |
+1.00 |
295 |
9,437 |
+134 |
Total Volume and Open Interest |
103,340 |
639,351 |
+5,640 |
Wheat(CBOT) |
Mar04 |
040220 |
372.50 |
376.75 |
365.00 |
371.50 |
-1.25 |
14,923 |
32,348 |
-5,614 |
May04 |
040220 |
380.00 |
384.00 |
372.50 |
379.00 |
-0.50 |
22,928 |
72,400 |
+4,927 |
Jul04 |
040220 |
377.00 |
380.00 |
371.50 |
376.50 |
+1.00 |
6,498 |
29,724 |
+1,566 |
Sep04 |
040220 |
380.50 |
383.00 |
376.00 |
380.25 |
+1.25 |
143 |
2,587 |
+4 |
Dec04 |
040220 |
387.00 |
389.00 |
383.00 |
387.50 |
+2.25 |
384 |
4,320 |
-10 |
Total Volume and Open Interest |
44,882 |
141,577 |
+877 |
Wheat(KCBT) |
Mar04 |
040220 |
383.50 |
386.00 |
377.50 |
382.25 |
+0.25 |
4,450 |
15,032 |
-4,791 |
May04 |
040220 |
385.00 |
388.00 |
379.00 |
384.00 |
-0.50 |
4,208 |
29,975 |
+110 |
Jul04 |
040220 |
381.50 |
385.00 |
377.00 |
381.75 |
+1.75 |
1,913 |
13,191 |
+532 |
Sep04 |
040220 |
384.00 |
386.00 |
382.00 |
384.50 |
+0.75 |
51 |
1,822 |
+10 |
Dec04 |
040220 |
392.50 |
393.00 |
388.00 |
392.75 |
+1.25 |
266 |
2,306 |
+16 |
Total Volume and Open Interest |
10,888 |
62,334 |
-4,123 |
Wheat(MGE) |
Mar04 |
040220 |
425.00 |
427.00 |
417.00 |
423.00 |
-0.75 |
1,783 |
7,622 |
-1,758 |
May04 |
040220 |
411.00 |
416.00 |
407.00 |
411.75 |
unch |
5,097 |
15,961 |
+1,491 |
Jul04 |
040220 |
405.00 |
408.00 |
403.00 |
405.50 |
+1.00 |
467 |
5,197 |
-161 |
Sep04 |
040220 |
399.00 |
402.00 |
396.00 |
398.00 |
+1.00 |
867 |
5,367 |
-292 |
Dec04 |
040220 |
402.00 |
405.00 |
399.50 |
402.00 |
+1.00 |
123 |
2,269 |
-14 |
Total Volume and Open Interest |
8,339 |
36,512 |
-734 |
Oats(CBOT) |
Mar04 |
040220 |
148.50 |
150.00 |
147.00 |
149.75 |
+1.25 |
1,368 |
2,396 |
-173 |
May04 |
040220 |
154.50 |
155.25 |
152.50 |
153.75 |
+0.25 |
834 |
2,862 |
+195 |
Jul04 |
040220 |
157.00 |
158.00 |
157.00 |
157.50 |
+0.50 |
69 |
416 |
+17 |
Sep04 |
040220 |
153.00 |
153.00 |
153.00 |
153.00 |
unch |
1 |
44 |
+1 |
Total Volume and Open Interest |
2,274 |
6,102 |
+41 |
Rough Rice(CBOT) |
Mar04 |
040220 |
8.28 |
8.35 |
8.15 |
8.28 |
-0.03 |
463 |
2,852 |
-514 |
May04 |
040220 |
8.52 |
8.55 |
8.35 |
8.49 |
-0.03 |
609 |
2,446 |
+100 |
Jul04 |
040220 |
8.69 |
8.69 |
8.57 |
8.66 |
-0.03 |
41 |
541 |
+18 |
Sep04 |
040220 |
7.49 |
7.50 |
7.49 |
7.50 |
-0.02 |
0 |
135 |
+0 |
Total Volume and Open Interest |
1,113 |
6,064 |
-396 |
Live Cattle(CME) |
Feb04 |
040220 |
78.000 |
78.175 |
77.200 |
77.850 |
+0.200 |
2,152 |
5,820 |
-923 |
Apr04 |
040220 |
72.950 |
73.250 |
72.450 |
72.825 |
+0.025 |
5,947 |
46,856 |
-353 |
Jun04 |
040220 |
70.050 |
70.225 |
69.500 |
70.025 |
-0.075 |
2,197 |
17,132 |
+324 |
Aug04 |
040220 |
72.150 |
72.300 |
71.625 |
71.850 |
-0.325 |
1,198 |
11,802 |
+139 |
Oct04 |
040220 |
75.475 |
75.650 |
75.100 |
75.425 |
-0.050 |
736 |
12,409 |
+150 |
Dec04 |
040220 |
77.100 |
77.500 |
76.925 |
77.375 |
+0.200 |
194 |
3,979 |
+26 |
Total Volume and Open Interest |
12,453 |
99,456 |
-645 |
Feeder Cattle(CME) |
Mar04 |
040220 |
84.750 |
85.000 |
84.050 |
84.175 |
-0.400 |
995 |
4,070 |
-104 |
Apr04 |
040220 |
84.700 |
84.750 |
83.925 |
84.050 |
-0.525 |
674 |
4,190 |
+96 |
May04 |
040220 |
85.400 |
85.500 |
84.800 |
84.950 |
-0.525 |
477 |
3,769 |
-196 |
Aug04 |
040220 |
88.150 |
88.150 |
87.550 |
87.900 |
-0.350 |
92 |
2,892 |
+25 |
Sep04 |
040220 |
88.000 |
88.200 |
87.950 |
88.075 |
-0.325 |
5 |
325 |
-5 |
Oct04 |
040220 |
87.800 |
88.100 |
87.750 |
88.050 |
-0.500 |
12 |
486 |
+1 |
Nov04 |
040220 |
88.150 |
88.150 |
88.150 |
88.150 |
-0.400 |
1 |
96 |
+0 |
Total Volume and Open Interest |
2,256 |
15,828 |
-183 |
Lean Hogs(CME) |
Apr04 |
040220 |
60.300 |
60.700 |
59.750 |
60.100 |
+0.400 |
3,746 |
33,136 |
+434 |
May04 |
040220 |
61.000 |
61.000 |
60.600 |
60.950 |
+0.350 |
93 |
1,930 |
+31 |
Jun04 |
040220 |
65.175 |
65.250 |
64.650 |
64.875 |
-0.025 |
1,633 |
11,134 |
+205 |
Jul04 |
040220 |
61.300 |
61.450 |
60.800 |
61.375 |
+0.175 |
169 |
3,267 |
+40 |
Aug04 |
040220 |
58.350 |
58.350 |
57.700 |
58.100 |
+0.125 |
37 |
1,579 |
+1 |
Oct04 |
040220 |
51.100 |
51.400 |
51.100 |
51.350 |
+0.400 |
43 |
840 |
+18 |
Dec04 |
040220 |
51.200 |
51.450 |
51.200 |
51.400 |
+0.500 |
65 |
701 |
+18 |
Feb05 |
040220 |
54.000 |
54.300 |
53.900 |
54.300 |
+0.400 |
9 |
70 |
+2 |
Total Volume and Open Interest |
5,797 |
52,659 |
+750 |
Pork Bellies(CME) |
Feb04 |
040220 |
97.200 |
98.000 |
97.000 |
97.525 |
+1.625 |
89 |
113 |
-69 |
Mar04 |
040220 |
96.500 |
97.500 |
96.500 |
97.250 |
+1.575 |
271 |
2,131 |
+34 |
May04 |
040220 |
97.675 |
98.750 |
97.650 |
98.600 |
+0.925 |
175 |
780 |
+6 |
Jul04 |
040220 |
97.500 |
98.600 |
97.500 |
98.475 |
+0.825 |
63 |
426 |
+53 |
Aug04 |
040220 |
94.950 |
95.500 |
94.600 |
95.500 |
+0.550 |
7 |
31 |
+6 |
Total Volume and Open Interest |
605 |
3,481 |
+30 |
BFP Milk Class III(CME) |
Feb04 |
040220 |
11.84 |
11.85 |
11.81 |
11.82 |
-0.02 |
6 |
2,220 |
-3 |
Mar04 |
040220 |
13.48 |
13.57 |
13.35 |
13.40 |
-0.03 |
96 |
2,489 |
+15 |
Apr04 |
040220 |
13.95 |
14.15 |
13.80 |
13.90 |
unch |
246 |
2,206 |
+81 |
May04 |
040220 |
14.09 |
14.20 |
13.75 |
13.93 |
-0.12 |
195 |
2,331 |
+59 |
Jun04 |
040220 |
14.35 |
14.40 |
14.10 |
14.15 |
-0.15 |
351 |
2,043 |
+43 |
Total Volume and Open Interest |
1,789 |
21,887 |
+510 |
Cocoa(NYBOT) |
Mar04 |
040220 |
1458 |
1470 |
1444 |
1450 |
-16 |
197 |
367 |
-236 |
May04 |
040220 |
1457 |
1482 |
1445 |
1456 |
-10 |
9,490 |
29,865 |
+2,862 |
Jul04 |
040220 |
1463 |
1478 |
1450 |
1459 |
-8 |
1,625 |
12,979 |
+286 |
Sep04 |
040220 |
1480 |
1483 |
1459 |
1467 |
-10 |
649 |
9,957 |
+506 |
Dec04 |
040220 |
1488 |
1489 |
1468 |
1475 |
-9 |
369 |
8,663 |
+33 |
Mar05 |
040220 |
1493 |
1500 |
1475 |
1481 |
-10 |
866 |
6,975 |
+650 |
May05 |
040220 |
1504 |
1504 |
1486 |
1489 |
-10 |
112 |
7,673 |
+104 |
Total Volume and Open Interest |
13,308 |
83,440 |
+4,205 |
Coffee "C"(NYBOT) |
Mar04 |
040220 |
70.50 |
71.20 |
69.80 |
70.30 |
-0.35 |
1,648 |
4,097 |
-2,755 |
May04 |
040220 |
72.75 |
73.10 |
71.50 |
71.95 |
-0.55 |
11,465 |
67,558 |
-1,298 |
Jul04 |
040220 |
74.90 |
74.90 |
73.40 |
73.85 |
-0.55 |
2,007 |
11,045 |
+70 |
Sep04 |
040220 |
76.70 |
76.70 |
75.10 |
75.65 |
-0.45 |
1,047 |
8,508 |
-191 |
Dec04 |
040220 |
79.25 |
79.25 |
77.80 |
78.25 |
-0.45 |
356 |
4,563 |
-24 |
Mar05 |
040220 |
81.80 |
81.80 |
80.50 |
80.85 |
-0.40 |
323 |
3,295 |
+149 |
Total Volume and Open Interest |
16,859 |
99,651 |
-4,052 |
Orange Juice(NYBOT) |
Mar04 |
040220 |
60.70 |
61.15 |
60.70 |
60.95 |
-0.20 |
1,573 |
20,012 |
-877 |
May04 |
040220 |
63.25 |
63.90 |
63.25 |
63.80 |
+0.15 |
1,329 |
13,064 |
+665 |
Jul04 |
040220 |
66.20 |
66.80 |
66.20 |
66.65 |
+0.25 |
94 |
2,051 |
+14 |
Sep04 |
040220 |
68.85 |
69.50 |
68.85 |
69.25 |
+0.40 |
16 |
1,056 |
+3 |
Nov04 |
040220 |
71.75 |
71.85 |
71.75 |
71.85 |
+0.50 |
11 |
801 |
+0 |
Total Volume and Open Interest |
3,033 |
37,325 |
-185 |
Sugar #11(NYBOT) |
Mar04 |
040220 |
5.55 |
5.64 |
5.55 |
5.64 |
+0.12 |
20,819 |
58,604 |
-7,351 |
May04 |
040220 |
5.82 |
5.89 |
5.81 |
5.88 |
+0.10 |
23,310 |
135,701 |
+7,485 |
Jul04 |
040220 |
5.87 |
5.93 |
5.87 |
5.92 |
+0.09 |
5,240 |
37,428 |
+900 |
Oct04 |
040220 |
6.03 |
6.05 |
6.02 |
6.04 |
+0.07 |
779 |
28,159 |
-198 |
Mar05 |
040220 |
6.25 |
6.28 |
6.25 |
6.26 |
+0.03 |
198 |
12,108 |
-24 |
Total Volume and Open Interest |
50,716 |
282,930 |
+864 |
London Cocoa(LCE) |
Mar04 |
040220 |
840 |
841 |
821 |
831 |
-13 |
1,658 |
42,833 |
-147 |
May04 |
040220 |
817 |
823 |
809 |
820 |
unch |
5,997 |
29,455 |
+1,756 |
Jul04 |
040220 |
833 |
838 |
825 |
835 |
unch |
1,953 |
20,522 |
+174 |
Sep04 |
040220 |
847 |
851 |
840 |
850 |
unch |
879 |
22,158 |
-33 |
Dec04 |
040220 |
859 |
865 |
855 |
862 |
+1 |
890 |
35,939 |
+309 |
Mar05 |
040220 |
871 |
879 |
865 |
874 |
+1 |
514 |
22,655 |
+12 |
May05 |
040220 |
878 |
881 |
878 |
881 |
unch |
404 |
5,405 |
+104 |
Total Volume and Open Interest |
13,841 |
183,994 |
+3,492 |
London Coffee(LCE) |
Mar04 |
040220 |
713.00 |
725.00 |
713.00 |
724.00 |
+10.00 |
7,349 |
26,870 |
-4,392 |
May04 |
040220 |
733.00 |
749.00 |
733.00 |
747.00 |
+12.00 |
11,415 |
53,125 |
+3,471 |
Jul04 |
040220 |
750.00 |
764.00 |
750.00 |
764.00 |
+12.00 |
3,135 |
23,488 |
+1,241 |
Sep04 |
040220 |
768.00 |
781.00 |
768.00 |
779.00 |
+12.00 |
623 |
19,226 |
+138 |
Nov04 |
040220 |
783.00 |
791.00 |
779.00 |
791.00 |
+12.00 |
252 |
12,681 |
+218 |
Jan05 |
040220 |
793.00 |
804.00 |
792.00 |
804.00 |
+13.00 |
1,974 |
6,357 |
+1,668 |
Total Volume and Open Interest |
25,798 |
144,032 |
+3,244 |
London Sugar(LCE) |
Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
May04 |
040220 |
197.40 |
200.50 |
197.40 |
199.50 |
+2.10 |
2,391 |
26,191 |
+670 |
Aug04 |
040220 |
196.00 |
196.30 |
195.20 |
196.00 |
+2.00 |
250 |
14,267 |
+68 |
Oct04 |
040220 |
190.50 |
191.90 |
190.50 |
191.50 |
+1.40 |
114 |
6,412 |
-57 |
Dec04 |
040220 |
191.50 |
192.30 |
191.20 |
191.50 |
+0.50 |
175 |
2,161 |
-35 |
Total Volume and Open Interest |
3,055 |
52,405 |
+606 |
Cotton(NYBOT) |
Mar04 |
040220 |
68.14 |
68.80 |
67.25 |
67.69 |
-0.20 |
5,734 |
5,386 |
-3,606 |
May04 |
040220 |
70.10 |
70.75 |
69.55 |
70.26 |
+0.48 |
11,962 |
52,347 |
+1,961 |
Jul04 |
040220 |
71.50 |
72.00 |
71.00 |
71.70 |
+0.61 |
4,017 |
12,893 |
+1,098 |
Oct04 |
040220 |
66.50 |
66.50 |
65.80 |
65.80 |
-0.30 |
15 |
588 |
+0 |
Dec04 |
040220 |
66.99 |
67.15 |
66.10 |
66.60 |
-0.28 |
1,382 |
7,260 |
+494 |
Mar05 |
040220 |
69.05 |
69.05 |
68.70 |
68.70 |
-0.30 |
54 |
1,097 |
+21 |
Total Volume and Open Interest |
23,205 |
80,483 |
+0 |
Lumber(CME) |
Mar04 |
040220 |
380.5 |
390.5 |
380.0 |
390.5 |
+10.0 |
515 |
2,495 |
-138 |
May04 |
040220 |
371.1 |
379.8 |
370.6 |
379.6 |
+7.2 |
313 |
1,391 |
+81 |
Jul04 |
040220 |
360.5 |
367.5 |
360.5 |
367.5 |
+4.6 |
81 |
341 |
+40 |
Sep04 |
040220 |
352.1 |
356.7 |
352.0 |
356.7 |
+3.8 |
14 |
94 |
+10 |
Total Volume and Open Interest |
924 |
4,328 |
-6 |
Crude Oil(NYM) |
Mar04 |
040220 |
36.00 |
36.10 |
35.05 |
35.60 |
-0.40 |
50,134 |
31,397 |
-19,101 |
Apr04 |
040220 |
34.65 |
34.75 |
33.46 |
34.26 |
-0.38 |
69,099 |
199,625 |
+2,906 |
May04 |
040220 |
33.95 |
34.00 |
32.80 |
33.60 |
-0.46 |
13,638 |
64,194 |
+3,122 |
Jun04 |
040220 |
33.45 |
33.45 |
32.35 |
33.04 |
-0.41 |
7,491 |
46,938 |
+482 |
Jul04 |
040220 |
32.70 |
32.70 |
31.90 |
32.51 |
-0.36 |
2,022 |
33,325 |
+399 |
Aug04 |
040220 |
32.09 |
32.15 |
31.45 |
32.01 |
-0.33 |
656 |
20,291 |
-200 |
Sep04 |
040220 |
31.50 |
31.57 |
30.95 |
31.57 |
-0.30 |
387 |
28,206 |
-43 |
Oct04 |
040220 |
30.62 |
31.22 |
30.62 |
31.22 |
-0.28 |
241 |
18,150 |
+125 |
Nov04 |
040220 |
30.80 |
30.91 |
30.50 |
30.91 |
-0.27 |
89 |
14,610 |
+186 |
Dec04 |
040220 |
30.65 |
30.75 |
30.00 |
30.64 |
-0.26 |
2,502 |
54,114 |
+1,159 |
Jan05 |
040220 |
30.33 |
30.33 |
30.33 |
30.33 |
-0.24 |
0 |
15,500 |
+0 |
Feb05 |
040220 |
30.07 |
30.07 |
30.07 |
30.07 |
-0.22 |
0 |
6,158 |
+0 |
Mar05 |
040220 |
29.75 |
29.83 |
29.75 |
29.83 |
-0.21 |
20 |
5,329 |
+20 |
Apr05 |
040220 |
29.59 |
29.59 |
29.59 |
29.59 |
-0.20 |
0 |
4,516 |
+0 |
May05 |
040220 |
29.36 |
29.36 |
29.36 |
29.36 |
-0.19 |
0 |
2,612 |
+104 |
Jun05 |
040220 |
29.06 |
29.14 |
28.75 |
29.14 |
-0.18 |
189 |
12,161 |
-29 |
Total Volume and Open Interest |
147,797 |
662,141 |
-9,481 |
Heating Oil(NYM) |
Mar04 |
040220 |
92.50 |
92.70 |
87.80 |
88.66 |
-3.78 |
14,912 |
35,804 |
+867 |
Apr04 |
040220 |
90.10 |
90.30 |
86.30 |
87.51 |
-2.62 |
12,946 |
47,040 |
+1,087 |
May04 |
040220 |
87.00 |
87.00 |
84.20 |
85.41 |
-1.67 |
3,758 |
14,960 |
+239 |
Jun04 |
040220 |
84.20 |
84.25 |
82.30 |
83.56 |
-1.37 |
1,609 |
14,479 |
+352 |
Jul04 |
040220 |
82.40 |
82.56 |
81.30 |
82.56 |
-1.22 |
412 |
10,405 |
+175 |
Aug04 |
040220 |
83.00 |
83.00 |
82.40 |
82.41 |
-1.12 |
103 |
6,089 |
+69 |
Sep04 |
040220 |
83.00 |
83.00 |
82.65 |
82.81 |
-1.07 |
0 |
2,796 |
+0 |
Oct04 |
040220 |
83.80 |
83.80 |
83.31 |
83.31 |
-1.02 |
0 |
1,688 |
+0 |
Nov04 |
040220 |
84.30 |
84.30 |
83.86 |
83.86 |
-0.97 |
0 |
1,831 |
+0 |
Dec04 |
040220 |
85.00 |
85.00 |
84.46 |
84.46 |
-0.92 |
855 |
11,570 |
+348 |
Jan05 |
040220 |
85.00 |
85.00 |
84.20 |
84.76 |
-0.92 |
0 |
2,613 |
+0 |
Feb05 |
040220 |
84.75 |
84.75 |
84.51 |
84.51 |
-0.82 |
0 |
1,034 |
+0 |
Total Volume and Open Interest |
34,595 |
152,584 |
+3,137 |
Unleaded Gas(NYM) |
Mar04 |
040220 |
105.50 |
105.70 |
101.20 |
103.06 |
-2.63 |
10,990 |
32,968 |
+119 |
Apr04 |
040220 |
110.00 |
110.30 |
106.10 |
107.62 |
-2.32 |
8,067 |
65,740 |
+667 |
May04 |
040220 |
108.50 |
108.50 |
105.00 |
106.22 |
-1.92 |
2,285 |
18,637 |
+46 |
Jun04 |
040220 |
105.30 |
105.80 |
102.50 |
103.72 |
-1.57 |
567 |
10,623 |
-55 |
Jul04 |
040220 |
102.60 |
102.60 |
100.40 |
101.12 |
-1.32 |
56 |
5,153 |
-29 |
Aug04 |
040220 |
99.44 |
99.44 |
98.27 |
98.27 |
-1.17 |
300 |
4,973 |
-139 |
Sep04 |
040220 |
95.64 |
95.64 |
94.67 |
94.67 |
-0.97 |
65 |
6,002 |
+65 |
Oct04 |
040220 |
90.84 |
90.84 |
90.07 |
90.07 |
-0.77 |
10 |
2,657 |
+0 |
Nov04 |
040220 |
88.09 |
88.09 |
87.42 |
87.42 |
-0.67 |
0 |
843 |
+0 |
Dec04 |
040220 |
86.44 |
86.44 |
85.87 |
85.87 |
-0.57 |
0 |
2,031 |
+0 |
Jan05 |
040220 |
85.74 |
85.74 |
85.27 |
85.27 |
-0.47 |
0 |
393 |
+0 |
Feb05 |
040220 |
85.84 |
85.84 |
85.42 |
85.42 |
-0.42 |
0 |
2 |
+0 |
Total Volume and Open Interest |
22,340 |
150,022 |
+674 |
Natural Gas(NYM) |
Mar04 |
040220 |
5.270 |
5.270 |
5.120 |
5.193 |
-0.042 |
21,266 |
40,464 |
+592 |
Apr04 |
040220 |
5.245 |
5.245 |
5.110 |
5.176 |
-0.049 |
8,950 |
39,639 |
+1,146 |
May04 |
040220 |
5.220 |
5.220 |
5.125 |
5.172 |
-0.036 |
4,031 |
28,227 |
-100 |
Jun04 |
040220 |
5.220 |
5.240 |
5.130 |
5.182 |
-0.033 |
1,914 |
18,943 |
+248 |
Jul04 |
040220 |
5.250 |
5.260 |
5.180 |
5.209 |
-0.031 |
944 |
18,853 |
+132 |
Aug04 |
040220 |
5.265 |
5.265 |
5.180 |
5.227 |
-0.033 |
863 |
15,330 |
+161 |
Sep04 |
040220 |
5.230 |
5.230 |
5.180 |
5.194 |
-0.026 |
489 |
14,263 |
+48 |
Oct04 |
040220 |
5.240 |
5.240 |
5.180 |
5.209 |
-0.026 |
1,204 |
15,460 |
+188 |
Nov04 |
040220 |
5.390 |
5.390 |
5.350 |
5.374 |
-0.026 |
401 |
10,524 |
-241 |
Dec04 |
040220 |
5.585 |
5.585 |
5.525 |
5.539 |
-0.026 |
222 |
12,819 |
+21 |
Jan05 |
040220 |
5.680 |
5.680 |
5.640 |
5.659 |
-0.026 |
439 |
11,662 |
-20 |
Feb05 |
040220 |
5.630 |
5.630 |
5.600 |
5.614 |
-0.018 |
386 |
10,059 |
+60 |
Mar05 |
040220 |
5.460 |
5.460 |
5.420 |
5.449 |
-0.013 |
335 |
8,989 |
-108 |
Apr05 |
040220 |
4.930 |
4.942 |
4.925 |
4.939 |
-0.003 |
61 |
9,332 |
+13 |
May05 |
040220 |
4.827 |
4.829 |
4.820 |
4.829 |
+0.002 |
93 |
4,459 |
-32 |
Jun05 |
040220 |
4.840 |
4.850 |
4.840 |
4.844 |
+0.002 |
53 |
5,057 |
+6 |
Total Volume and Open Interest |
41,791 |
324,592 |
+2,140 |
Brent Crude Oil(IPE) |
Apr04 |
040220 |
31.12 |
31.20 |
30.00 |
30.69 |
-0.13 |
32,105 |
107,821 |
+3,642 |
May04 |
040220 |
30.80 |
30.85 |
29.75 |
30.40 |
-0.13 |
13,929 |
64,428 |
+1,680 |
Jun04 |
040220 |
30.50 |
30.52 |
29.50 |
30.12 |
-0.11 |
5,797 |
34,042 |
+1,497 |
Jul04 |
040220 |
30.19 |
30.20 |
29.40 |
29.84 |
-0.08 |
1,381 |
13,584 |
+28 |
Aug04 |
040220 |
29.90 |
29.90 |
29.53 |
29.57 |
-0.05 |
649 |
8,981 |
+334 |
Sep04 |
040220 |
28.45 |
29.31 |
28.45 |
29.31 |
-0.02 |
497 |
10,782 |
-20 |
Oct04 |
040220 |
28.15 |
29.05 |
28.15 |
29.05 |
-0.01 |
301 |
6,286 |
+6 |
Nov04 |
040220 |
28.87 |
28.87 |
28.62 |
28.79 |
unch |
273 |
5,783 |
+1 |
Dec04 |
040220 |
28.75 |
28.80 |
28.00 |
28.56 |
+0.03 |
1,257 |
24,124 |
+308 |
Jan05 |
040220 |
28.02 |
28.29 |
28.02 |
28.29 |
+0.05 |
4 |
4,050 |
+1 |
Feb05 |
040220 |
28.04 |
28.04 |
28.04 |
28.04 |
+0.08 |
3 |
1,743 |
+2 |
Mar05 |
040220 |
27.85 |
27.85 |
27.79 |
27.79 |
+0.10 |
2 |
3,251 |
+1 |
Total Volume and Open Interest |
56,498 |
324,133 |
+7,880 |
Gas Oil(IPE) |
Mar04 |
040220 |
262.25 |
262.50 |
252.00 |
252.25 |
-8.25 |
14,946 |
47,910 |
-1,391 |
Apr04 |
040220 |
259.50 |
260.00 |
250.50 |
250.50 |
-8.00 |
7,571 |
26,825 |
-2,314 |
May04 |
040220 |
257.25 |
257.25 |
248.50 |
248.50 |
-8.00 |
2,769 |
10,692 |
+694 |
Jun04 |
040220 |
255.00 |
255.50 |
246.75 |
246.75 |
-7.75 |
806 |
15,608 |
+321 |
Jul04 |
040220 |
246.00 |
246.00 |
246.00 |
246.00 |
-7.50 |
70 |
6,329 |
-42 |
Aug04 |
040220 |
246.00 |
246.00 |
246.00 |
246.00 |
-7.50 |
10 |
3,192 |
+8 |
Sep04 |
040220 |
246.00 |
246.00 |
246.00 |
246.00 |
-7.50 |
9 |
4,735 |
+4 |
Oct04 |
040220 |
246.00 |
246.00 |
246.00 |
246.00 |
-7.50 |
10 |
3,712 |
+10 |
Nov04 |
040220 |
245.75 |
245.75 |
245.75 |
245.75 |
-7.25 |
12 |
3,555 |
+7 |
Dec04 |
040220 |
252.50 |
252.50 |
245.25 |
245.25 |
-7.00 |
311 |
12,709 |
-149 |
Total Volume and Open Interest |
26,530 |
151,225 |
-2,846 |
US Dollar Index(NYBOT) |
Mar04 |
040220 |
85.69 |
87.53 |
85.69 |
87.40 |
+1.36 |
2,046 |
21,583 |
-530 |
Jun04 |
040220 |
86.92 |
87.93 |
86.75 |
87.80 |
+1.36 |
73 |
2,235 |
+13 |
Sep04 |
040220 |
88.23 |
88.23 |
88.23 |
88.23 |
+1.35 |
0 |
11 |
+0 |
Total Volume and Open Interest |
2,119 |
23,831 |
-517 |
Australian Dollar(CME) |
Mar04 |
040220 |
78.36 |
78.36 |
76.10 |
76.54 |
-2.35 |
2,333 |
67,165 |
+285 |
Jun04 |
040220 |
77.40 |
77.40 |
75.68 |
75.68 |
-2.35 |
155 |
1,302 |
+22 |
Sep04 |
040220 |
75.60 |
75.60 |
74.60 |
74.82 |
-2.35 |
70 |
548 |
+71 |
Total Volume and Open Interest |
2,559 |
69,145 |
+379 |
British Pound(CME) |
Mar04 |
040220 |
187.65 |
187.90 |
185.30 |
185.60 |
-3.51 |
1,982 |
69,287 |
+37 |
Jun04 |
040220 |
186.30 |
186.30 |
183.90 |
184.15 |
-3.51 |
31 |
569 |
+16 |
Sep04 |
040220 |
182.70 |
182.70 |
182.70 |
182.70 |
-3.51 |
0 |
21 |
+0 |
Total Volume and Open Interest |
2,013 |
70,234 |
+53 |
Canadian Dollar(CME) |
Mar04 |
040220 |
74.85 |
74.85 |
73.90 |
74.69 |
-0.53 |
7,042 |
58,325 |
-548 |
Jun04 |
040220 |
74.60 |
74.60 |
73.75 |
74.48 |
-0.53 |
294 |
4,924 |
+52 |
Sep04 |
040220 |
74.35 |
74.35 |
73.70 |
74.33 |
-0.53 |
48 |
1,688 |
+5 |
Dec04 |
040220 |
74.32 |
74.32 |
73.75 |
74.18 |
-0.53 |
118 |
1,122 |
+62 |
Total Volume and Open Interest |
7,520 |
66,312 |
-418 |
Japanese Yen(CME) |
Mar04 |
040220 |
92.75 |
92.85 |
91.53 |
91.62 |
-1.68 |
14,788 |
140,658 |
-6,088 |
Jun04 |
040220 |
93.00 |
93.11 |
91.75 |
91.89 |
-1.68 |
101 |
9,163 |
+53 |
Sep04 |
040220 |
92.18 |
92.18 |
92.18 |
92.18 |
-1.68 |
1 |
56 |
+1 |
Total Volume and Open Interest |
14,894 |
149,894 |
-6,033 |
Swiss Franc(CME) |
Mar04 |
040220 |
80.38 |
80.40 |
79.08 |
79.27 |
-1.29 |
5,326 |
46,143 |
-450 |
Jun04 |
040220 |
80.37 |
80.58 |
79.40 |
79.44 |
-1.30 |
22 |
444 |
+11 |
Sep04 |
040220 |
79.61 |
79.61 |
79.61 |
79.61 |
-1.30 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,349 |
46,691 |
-438 |
EuroFX(CME) |
Mar04 |
040220 |
126.51 |
126.61 |
124.85 |
125.07 |
-1.85 |
14,277 |
142,298 |
-2,231 |
Jun04 |
040220 |
126.20 |
126.20 |
124.65 |
124.77 |
-1.85 |
302 |
2,062 |
+82 |
Sep04 |
040220 |
126.00 |
126.00 |
124.50 |
124.50 |
-1.85 |
2 |
224 |
-11 |
Total Volume and Open Interest |
14,625 |
144,909 |
-2,161 |
Mexican Peso(CME) |
Mar04 |
040220 |
9072.0 |
9130.0 |
9030.0 |
9110.0 |
+8.0 |
5,660 |
38,026 |
-497 |
Jun04 |
040220 |
8950.0 |
9020.0 |
8950.0 |
9002.0 |
+7.0 |
2 |
609 |
+1 |
Total Volume and Open Interest |
5,672 |
39,255 |
-495 |
30-Year T-Bonds(CBOT) |
Mar04 |
040220 |
113~02 |
113~03 |
112~02 |
112~08 |
-0~21 |
240,102 |
486,484 |
-6,372 |
Jun04 |
040220 |
111~20 |
111~20 |
110~21 |
110~27 |
-0~20 |
25,485 |
120,537 |
+8,509 |
Sep04 |
040220 |
110~02 |
110~02 |
109~15 |
109~15 |
-0~20 |
2 |
482 |
+0 |
Total Volume and Open Interest |
265,589 |
607,792 |
+2,137 |
Municipal Bonds(CBOT) |
Mar04 |
040220 |
105~15 |
105~15 |
104~27 |
105~02 |
-0~11 |
123 |
2,734 |
+16 |
Jun04 |
040220 |
103~28 |
103~28 |
103~26 |
103~28 |
-0~11 |
19 |
71 |
-1 |
Total Volume and Open Interest |
142 |
2,805 |
+15 |
10-Year T-Notes(CBOT) |
Mar04 |
040220 |
114~300 |
114~300 |
114~105 |
114~150 |
-0~110 |
590,579 |
1,097,876 |
-6,465 |
Jun04 |
040220 |
113~120 |
113~120 |
112~260 |
112~290 |
-0~125 |
47,856 |
235,320 |
+9,521 |
Total Volume and Open Interest |
638,435 |
1,333,202 |
+3,056 |
5-Year T-Notes(CBOT) |
Mar04 |
040220 |
113~120 |
113~140 |
113~000 |
113~030 |
-0~080 |
211,919 |
0 |
+0 |
Jun04 |
040220 |
112~005 |
112~005 |
111~225 |
111~225 |
-0~080 |
15,978 |
0 |
+0 |
Sep04 |
040220 |
110~180 |
110~180 |
110~180 |
110~180 |
-0~080 |
|
|
|
Total Volume and Open Interest |
227,897 |
|
|
2 Year T-Notes(CBOT) |
Mar04 |
040220 |
107~080 |
107~082 |
107~068 |
107~072 |
-0~009 |
26,160 |
152,146 |
-11,783 |
Jun04 |
040220 |
107~001 |
107~005 |
106~121 |
106~124 |
-0~012 |
20,605 |
63,007 |
+20,404 |
Total Volume and Open Interest |
46,765 |
215,153 |
+8,621 |
3-Mth T-Bills(IMM) |
Eurodollars(CME) |
Mar04 |
040220 |
98.865 |
98.868 |
98.860 |
98.863 |
-0.002 |
65,159 |
793,112 |
-8,456 |
Jun04 |
040220 |
98.765 |
98.765 |
98.735 |
98.740 |
-0.025 |
80,684 |
871,631 |
+826 |
Sep04 |
040220 |
98.545 |
98.550 |
98.490 |
98.505 |
-0.045 |
120,996 |
877,262 |
+17,011 |
Dec04 |
040220 |
98.220 |
98.220 |
98.140 |
98.155 |
-0.065 |
164,343 |
643,569 |
+10,831 |
Mar05 |
040220 |
97.845 |
97.850 |
97.760 |
97.780 |
-0.065 |
96,437 |
496,352 |
+1,144 |
Jun05 |
040220 |
97.450 |
97.450 |
97.360 |
97.380 |
-0.065 |
42,616 |
365,283 |
+695 |
Sep05 |
040220 |
97.080 |
97.085 |
96.995 |
97.005 |
-0.070 |
33,880 |
293,252 |
+2,270 |
Dec05 |
040220 |
96.760 |
96.765 |
96.675 |
96.690 |
-0.065 |
36,799 |
215,651 |
+883 |
Mar06 |
040220 |
96.515 |
96.520 |
96.420 |
96.440 |
-0.060 |
11,061 |
174,276 |
+781 |
Jun06 |
040220 |
96.265 |
96.265 |
96.185 |
96.205 |
-0.060 |
9,518 |
131,797 |
+252 |
Sep06 |
040220 |
96.060 |
96.060 |
95.980 |
95.990 |
-0.060 |
8,220 |
132,335 |
+317 |
Dec06 |
040220 |
95.840 |
95.840 |
95.770 |
95.780 |
-0.060 |
7,334 |
107,349 |
+1,461 |
Total Volume and Open Interest |
709,431 |
5,678,809 |
+34,749 |
3-Mth Euro-Yen(CME) |
Mar04 |
040220 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
3 |
10,574 |
+29 |
Jun04 |
040220 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
74 |
9,027 |
-146 |
Sep04 |
040220 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
124 |
9,148 |
+52 |
Dec04 |
040220 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
264 |
6,959 |
+259 |
Mar05 |
040220 |
99.82 |
99.82 |
99.82 |
99.82 |
+0.01 |
150 |
4,084 |
+150 |
Jun05 |
040220 |
99.79 |
99.79 |
99.78 |
99.78 |
unch |
140 |
1,258 |
+115 |
Sep05 |
040220 |
99.73 |
99.73 |
99.72 |
99.72 |
+0.01 |
0 |
1,161 |
+0 |
Dec05 |
040220 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
73 |
+7 |
Mar06 |
040220 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.02 |
0 |
294 |
-7 |
Jun06 |
040220 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.02 |
0 |
47 |
+0 |
Total Volume and Open Interest |
755 |
43,870 |
+459 |
3-Mth Euro-Yen(SIMEX) |
Mar04 |
040220 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
51 |
58,626 |
-172 |
Jun04 |
040220 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
2,836 |
69,995 |
-536 |
Sep04 |
040220 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
1,616 |
43,422 |
+508 |
Dec04 |
040220 |
99.88 |
99.88 |
99.87 |
99.88 |
+0.01 |
312 |
48,348 |
+70 |
Mar05 |
040220 |
99.82 |
99.83 |
99.82 |
99.83 |
+0.02 |
14 |
29,794 |
-56 |
Jun05 |
040220 |
99.78 |
99.79 |
99.78 |
99.79 |
+0.01 |
321 |
39,312 |
+96 |
Sep05 |
040220 |
99.71 |
99.72 |
99.71 |
99.72 |
+0.01 |
877 |
14,346 |
+416 |
Dec05 |
040220 |
99.62 |
99.64 |
99.62 |
99.63 |
+0.02 |
52 |
4,056 |
+17 |
Total Volume and Open Interest |
6,268 |
321,596 |
+513 |
German Euro-Bund(EUREX) |
Mar04 |
040220 |
115.21 |
115.23 |
114.85 |
114.90 |
-0.32 |
1,044,405 |
999,778 |
+42,654 |
Jun04 |
040220 |
114.15 |
114.16 |
113.89 |
113.91 |
-0.32 |
12,222 |
72,139 |
+6,620 |
Sep04 |
040220 |
113.30 |
113.30 |
113.30 |
113.30 |
-0.32 |
5,420 |
2 |
+0 |
Total Volume and Open Interest |
1,062,047 |
1,071,919 |
+49,274 |
German Euro-Bobl(EUREX) |
Mar04 |
040220 |
112.31 |
112.31 |
112.02 |
112.04 |
-0.27 |
813,511 |
765,251 |
+28,403 |
Jun04 |
040220 |
111.42 |
111.42 |
111.19 |
111.19 |
-0.28 |
48,187 |
72,357 |
+23,970 |
Sep04 |
040220 |
110.67 |
110.67 |
110.67 |
110.67 |
-0.27 |
977 |
1 |
+0 |
Total Volume and Open Interest |
862,675 |
837,609 |
+52,373 |
Long Gilt(LIFFE) |
Mar04 |
040220 |
108~10 |
108~20 |
108~07 |
108~12 |
+0~02 |
58,149 |
159,650 |
-4,878 |
Jun04 |
040220 |
108~00 |
108~02 |
107~29 |
107~30 |
+0~02 |
28 |
611 |
+22 |
Total Volume and Open Interest |
58,177 |
160,261 |
-4,856 |
3-Mth Short Sterling(LIFFE) |
Mar04 |
040220 |
95.79 |
95.79 |
95.76 |
95.77 |
-0.01 |
32,418 |
189,105 |
-1,055 |
Jun04 |
040220 |
95.61 |
95.62 |
95.55 |
95.57 |
-0.03 |
73,096 |
203,548 |
+1,433 |
Sep04 |
040220 |
95.44 |
95.45 |
95.37 |
95.39 |
-0.04 |
96,962 |
165,741 |
-13,751 |
Total Volume and Open Interest |
314,382 |
1,091,639 |
-9,561 |
3-Mth Euribor(LIFFE) |
Mar04 |
040220 |
97.945 |
97.955 |
97.930 |
97.940 |
-0.010 |
65,395 |
561,791 |
-1,993 |
Jun04 |
040220 |
97.965 |
97.975 |
97.915 |
97.935 |
-0.020 |
120,156 |
610,503 |
-1,153 |
Sep04 |
040220 |
97.875 |
97.880 |
97.805 |
97.825 |
-0.030 |
124,128 |
482,016 |
+5,148 |
Total Volume and Open Interest |
607,098 |
3,081,335 |
+10,181 |
3-Mth Aus T-Bills(SFE) |
Mar04 |
040220 |
94.43 |
94.45 |
94.43 |
94.44 |
+0.01 |
7,051 |
157,864 |
+149 |
Jun04 |
040220 |
94.31 |
94.33 |
94.30 |
94.32 |
unch |
20,443 |
180,463 |
+6,239 |
Sep04 |
040220 |
94.24 |
94.27 |
94.24 |
94.26 |
unch |
4,813 |
60,151 |
+814 |
Dec04 |
040220 |
94.22 |
94.23 |
94.21 |
94.22 |
unch |
1,328 |
27,403 |
+796 |
Mar05 |
040220 |
94.18 |
94.19 |
94.18 |
94.18 |
unch |
954 |
19,791 |
+168 |
Jun05 |
040220 |
94.14 |
94.14 |
94.14 |
94.14 |
unch |
29 |
12,969 |
+0 |
Sep05 |
040220 |
94.10 |
94.10 |
94.10 |
94.10 |
+0.01 |
100 |
6,705 |
+100 |
Dec05 |
040220 |
94.06 |
94.07 |
94.06 |
94.07 |
+0.01 |
218 |
3,469 |
-50 |
Mar06 |
040220 |
94.03 |
94.03 |
94.03 |
94.03 |
unch |
0 |
824 |
+0 |
Jun06 |
040220 |
94.01 |
94.01 |
94.01 |
94.01 |
unch |
356 |
1,412 |
+158 |
Total Volume and Open Interest |
35,542 |
471,880 |
+8,599 |
10-Year Aus T-Bonds(SFE) |
Mar04 |
040220 |
94.43 |
94.44 |
94.40 |
94.40 |
-0.01 |
17,444 |
258,854 |
+6,587 |
Jun04 |
040220 |
94.40 |
94.40 |
94.40 |
94.40 |
0.00 |
|
|
|
Total Volume and Open Interest |
17,444 |
258,854 |
+6,587 |
3-Year Aus T-Bonds(SFE) |
Mar04 |
040220 |
94.51 |
94.53 |
94.51 |
94.52 |
+0.01 |
63,296 |
488,458 |
+19,634 |
Jun04 |
040220 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.01 |
|
|
|
Total Volume and Open Interest |
63,296 |
488,458 |
+19,634 |
Gold(CMX) |
Feb04 |
040220 |
404.0 |
404.0 |
395.0 |
397.5 |
-12.3 |
63 |
160 |
-140 |
Apr04 |
040220 |
408.3 |
409.0 |
394.5 |
398.0 |
-12.3 |
38,636 |
154,081 |
+99 |
Jun04 |
040220 |
409.8 |
409.8 |
396.0 |
399.0 |
-12.3 |
717 |
31,309 |
+80 |
Aug04 |
040220 |
407.5 |
408.5 |
397.0 |
400.0 |
-12.3 |
846 |
9,196 |
+2 |
Oct04 |
040220 |
407.0 |
407.0 |
400.0 |
400.9 |
-12.3 |
0 |
1,513 |
+0 |
Dec04 |
040220 |
412.0 |
412.5 |
399.0 |
401.8 |
-12.3 |
981 |
23,148 |
+117 |
Total Volume and Open Interest |
41,251 |
247,162 |
+112 |
Silver(CMX) |
Mar04 |
040220 |
661.0 |
667.0 |
646.0 |
653.3 |
-12.5 |
25,885 |
61,084 |
-6,093 |
May04 |
040220 |
664.5 |
669.0 |
648.0 |
655.2 |
-12.5 |
12,111 |
31,547 |
+6,714 |
Jul04 |
040220 |
664.5 |
672.0 |
650.0 |
656.4 |
-12.7 |
329 |
6,419 |
+53 |
Sep04 |
040220 |
665.5 |
668.5 |
655.0 |
657.8 |
-12.7 |
8 |
1,505 |
-12 |
Dec04 |
040220 |
671.0 |
671.0 |
654.0 |
659.6 |
-12.7 |
915 |
13,886 |
+114 |
Total Volume and Open Interest |
39,632 |
119,223 |
+889 |
Platinum(NYM) |
Apr04 |
040220 |
854.0 |
856.0 |
838.0 |
839.2 |
-14.1 |
578 |
7,272 |
-46 |
Jul04 |
040220 |
838.0 |
840.0 |
830.7 |
830.7 |
-13.6 |
23 |
338 |
+11 |
Oct04 |
040220 |
826.2 |
826.2 |
826.2 |
826.2 |
-13.6 |
0 |
22 |
+0 |
Total Volume and Open Interest |
601 |
7,632 |
-35 |
Palladium(NYME) |
Mar04 |
040220 |
242.30 |
242.30 |
230.00 |
233.00 |
-10.25 |
725 |
6,373 |
-673 |
Jun04 |
040220 |
246.00 |
246.00 |
233.00 |
235.60 |
-10.25 |
615 |
5,641 |
+180 |
Sep04 |
040220 |
235.00 |
236.60 |
235.00 |
236.60 |
-10.25 |
1 |
52 |
+1 |
Total Volume and Open Interest |
1,342 |
12,213 |
-491 |
Copper(CMX) |
Mar04 |
040220 |
131.30 |
132.10 |
129.70 |
130.85 |
-2.10 |
10,220 |
41,049 |
-1,754 |
May04 |
040220 |
130.00 |
131.50 |
129.10 |
130.25 |
-1.75 |
5,600 |
24,560 |
+299 |
Jul04 |
040220 |
128.70 |
129.20 |
127.00 |
128.05 |
-1.80 |
1,471 |
6,669 |
-74 |
Sep04 |
040220 |
125.70 |
126.20 |
125.30 |
125.95 |
-1.75 |
196 |
2,377 |
+42 |
Dec04 |
040220 |
122.50 |
123.00 |
121.40 |
122.35 |
-1.55 |
67 |
6,194 |
+9 |
Total Volume and Open Interest |
17,977 |
85,857 |
-1,353 |
DJIA Index(CBOT) |
Mar04 |
040220 |
10680 |
10685 |
10578 |
10623 |
-40 |
8,632 |
43,933 |
+9 |
Jun04 |
040220 |
10660 |
10660 |
10555 |
10600 |
-40 |
53 |
997 |
-9 |
Sep04 |
040220 |
10585 |
10585 |
10585 |
10585 |
-40 |
0 |
238 |
+0 |
Dec04 |
040220 |
10550 |
10570 |
10550 |
10570 |
-40 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,685 |
45,172 |
+0 |
S & P 500(CME) |
Mar04 |
040220 |
1149.30 |
1149.60 |
1137.50 |
1143.70 |
-3.60 |
46,306 |
576,235 |
-6,512 |
Jun04 |
040220 |
1148.50 |
1148.50 |
1137.00 |
1142.70 |
-3.60 |
7,685 |
36,871 |
+7,218 |
Sep04 |
040220 |
1141.70 |
1141.70 |
1141.70 |
1141.70 |
-3.60 |
111 |
3,552 |
+90 |
Dec04 |
040220 |
1141.10 |
1141.10 |
1141.10 |
1141.10 |
-3.60 |
10 |
190 |
-1 |
Total Volume and Open Interest |
54,112 |
617,010 |
+795 |
S & P 500 E-Mini(Globex) |
Mar04 |
040220 |
1146.75 |
1151.00 |
1137.75 |
1143.75 |
-3.50 |
645,777 |
565,766 |
+5,650 |
Jun04 |
040220 |
1145.50 |
1150.25 |
1137.25 |
1142.75 |
-3.50 |
235 |
15,749 |
-10 |
Total Volume and Open Interest |
646,012 |
581,515 |
+5,640 |
NASDAQ 100(CME) |
Mar04 |
040220 |
1489.00 |
1495.00 |
1470.00 |
1483.50 |
-5.00 |
12,858 |
74,513 |
+319 |
Jun04 |
040220 |
1483.50 |
1487.00 |
1483.50 |
1487.00 |
-5.00 |
451 |
1,570 |
+451 |
Sep04 |
040220 |
1490.00 |
1490.00 |
1490.00 |
1490.00 |
-5.00 |
0 |
7 |
+0 |
Total Volume and Open Interest |
13,309 |
76,090 |
+770 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar04 |
040220 |
1488.0 |
1495.0 |
1470.5 |
1483.5 |
-5.0 |
344,319 |
255,857 |
+3,725 |
Jun04 |
040220 |
1492.0 |
1498.5 |
1475.0 |
1487.0 |
-5.0 |
161 |
1,673 |
+69 |
Total Volume and Open Interest |
344,480 |
257,530 |
+3,794 |
NYSE Composite(NYBOT) |
S & P Midcap 400(CME) |
Mar04 |
040220 |
601.50 |
602.00 |
593.00 |
595.25 |
-4.75 |
471 |
15,871 |
-103 |
Jun04 |
040220 |
595.25 |
595.25 |
595.25 |
595.25 |
-4.75 |
0 |
1 |
+0 |
Sep04 |
040220 |
595.25 |
595.25 |
595.25 |
595.25 |
-4.75 |
|
|
|
Total Volume and Open Interest |
471 |
15,872 |
-103 |
Russell 2000(CME) |
Mar04 |
040220 |
582.90 |
584.00 |
574.25 |
579.40 |
-1.35 |
1,996 |
25,193 |
+139 |
Jun04 |
040220 |
579.00 |
579.00 |
579.00 |
579.00 |
-1.35 |
0 |
211 |
+0 |
Sep04 |
040220 |
579.60 |
579.60 |
579.60 |
579.60 |
-1.35 |
|
|
|
Total Volume and Open Interest |
1,996 |
25,404 |
+139 |
Value Line(KCBT) |
Mar04 |
040220 |
1602.00 |
1602.00 |
1600.50 |
1600.50 |
-9.00 |
5 |
66 |
+0 |
Total Volume and Open Interest |
5 |
66 |
+0 |
Nikkei 225(CME) |
Mar04 |
040220 |
10760 |
10810 |
10680 |
10790 |
+65 |
1,849 |
34,513 |
-94 |
Jun04 |
040220 |
10730 |
10770 |
10730 |
10770 |
+65 |
7 |
336 |
+6 |
Total Volume and Open Interest |
1,856 |
34,861 |
-88 |
Nikkei 225(SIMEX) |
Mar04 |
040220 |
10735 |
10770 |
10680 |
10730 |
-35 |
21,786 |
159,390 |
+1,162 |
Jun04 |
040220 |
10700 |
10715 |
10650 |
10685 |
-35 |
8 |
814 |
+41 |
Sep04 |
040220 |
10670 |
10670 |
10670 |
10670 |
-35 |
|
|
|
Total Volume and Open Interest |
21,794 |
160,204 |
+1,203 |
CAC 40(MATIF) |
Feb04 |
040220 |
3754.5 |
3766.0 |
3724.0 |
3735.5 |
-26.5 |
67,776 |
425,473 |
+4,346 |
Mar04 |
040220 |
3754.0 |
3770.0 |
3730.0 |
3741.5 |
-26.0 |
4,061 |
132,023 |
-164 |
Apr04 |
040220 |
3763.0 |
3763.0 |
3740.5 |
3740.5 |
-26.0 |
7 |
13 |
+0 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Mar04 |
040220 |
4127.0 |
4143.0 |
4058.5 |
4077.5 |
-68.5 |
91,879 |
295,411 |
+4,660 |
Jun04 |
040220 |
4147.5 |
4162.0 |
4084.0 |
4098.0 |
-68.5 |
339 |
12,216 |
-8 |
Sep04 |
040220 |
4170.0 |
4183.5 |
4107.0 |
4119.5 |
-68.5 |
446 |
3,501 |
-28 |
Total Volume and Open Interest |
92,664 |
311,128 |
+4,624 |
FT-SE 100(LIFFE) |
Mar04 |
040220 |
4485.50 |
4532.50 |
4475.00 |
4495.00 |
-1.00 |
77,421 |
419,041 |
+5,880 |
Jun04 |
040220 |
4487.00 |
4540.00 |
4487.00 |
4503.00 |
-1.00 |
752 |
21,495 |
-514 |
Sep04 |
040220 |
4512.50 |
4512.50 |
4512.50 |
4512.50 |
-1.00 |
0 |
12,275 |
+0 |
Total Volume and Open Interest |
78,173 |
461,902 |
+5,378 |
SPI 200(SFE) |
Mar04 |
040220 |
3337.0 |
3355.0 |
3336.0 |
3341.0 |
unch |
7,725 |
161,617 |
+2,935 |
Jun04 |
040220 |
3349.0 |
3356.0 |
3349.0 |
3351.0 |
-1.0 |
208 |
4,125 |
+68 |
Sep04 |
040220 |
3362.0 |
3362.0 |
3362.0 |
3362.0 |
unch |
238 |
1,960 |
+8 |
Total Volume and Open Interest |
8,260 |
169,950 |
+3,082 |
GSCI(CME) |
Mar04 |
040220 |
269.50 |
269.50 |
264.50 |
265.55 |
-2.95 |
262 |
15,233 |
+147 |
Apr04 |
040220 |
263.80 |
263.80 |
263.80 |
263.80 |
-2.70 |
|
|
|
May04 |
040220 |
262.20 |
262.20 |
262.20 |
262.20 |
-1.30 |
|
|
|
Total Volume and Open Interest |
262 |
15,233 |
+147 |
Reuters CRB Index(NYBOT) |
Apr04 |
040220 |
266.50 |
266.50 |
263.55 |
264.50 |
-1.75 |
50 |
853 |
+21 |
Jun04 |
040220 |
266.00 |
266.00 |
263.25 |
264.25 |
-2.00 |
1 |
65 |
+0 |
Aug04 |
040220 |
263.00 |
263.00 |
262.75 |
262.75 |
-2.00 |
1 |
1 |
+0 |
Total Volume and Open Interest |
52 |
919 |
+21 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|