|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue February 24, 2004 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar04 |
040224 |
903.00 |
931.00 |
902.00 |
929.75 |
+18.25 |
26,281 |
46,365 |
-6,336 |
| May04 |
040224 |
898.00 |
927.00 |
898.00 |
926.00 |
+19.00 |
73,871 |
131,327 |
+6,660 |
| Jul04 |
040224 |
883.00 |
908.50 |
883.00 |
907.50 |
+19.50 |
13,525 |
51,030 |
+650 |
| Aug04 |
040224 |
840.00 |
867.00 |
839.00 |
866.50 |
+20.00 |
2,069 |
9,184 |
+268 |
| Sep04 |
040224 |
774.00 |
800.00 |
774.00 |
797.00 |
+21.00 |
880 |
5,733 |
-63 |
| Nov04 |
040224 |
699.00 |
729.00 |
698.00 |
727.00 |
+22.00 |
9,869 |
26,003 |
+414 |
| Jan05 |
040224 |
703.00 |
728.00 |
702.00 |
726.50 |
+22.50 |
99 |
566 |
+30 |
| Total Volume and Open Interest |
126,684 |
270,828 |
+1,667 |
| Soybean Meal(CBOT) |
| Mar04 |
040224 |
272.50 |
280.50 |
272.00 |
280.30 |
+5.60 |
10,266 |
23,234 |
-1,946 |
| May04 |
040224 |
272.20 |
280.80 |
272.00 |
280.30 |
+5.70 |
20,538 |
76,169 |
+2,351 |
| Jul04 |
040224 |
266.00 |
275.50 |
266.00 |
274.80 |
+6.30 |
8,115 |
39,507 |
+75 |
| Aug04 |
040224 |
255.00 |
264.00 |
255.00 |
263.70 |
+6.50 |
2,337 |
12,364 |
-42 |
| Sep04 |
040224 |
238.50 |
248.80 |
238.50 |
247.70 |
+7.20 |
1,124 |
11,308 |
-146 |
| Oct04 |
040224 |
207.50 |
218.50 |
207.50 |
218.50 |
+9.30 |
468 |
8,964 |
-27 |
| Dec04 |
040224 |
204.00 |
214.50 |
203.00 |
213.70 |
+8.60 |
2,391 |
18,347 |
+53 |
| Jan05 |
040224 |
207.50 |
214.20 |
207.00 |
213.40 |
+8.90 |
148 |
1,602 |
+130 |
| Total Volume and Open Interest |
45,452 |
193,113 |
+402 |
| Soybean Oil(CBOT) |
| Mar04 |
040224 |
33.40 |
34.13 |
33.15 |
34.10 |
+0.44 |
9,648 |
24,193 |
-1,458 |
| May04 |
040224 |
33.22 |
34.00 |
33.20 |
33.92 |
+0.37 |
16,108 |
110,474 |
+3,203 |
| Jul04 |
040224 |
32.75 |
33.58 |
32.75 |
33.52 |
+0.47 |
6,824 |
49,502 |
+1,073 |
| Aug04 |
040224 |
31.75 |
32.75 |
31.75 |
32.50 |
+0.58 |
813 |
7,484 |
+230 |
| Sep04 |
040224 |
30.55 |
31.60 |
30.50 |
31.32 |
+0.57 |
915 |
8,924 |
+290 |
| Oct04 |
040224 |
29.20 |
30.10 |
29.20 |
29.82 |
+0.47 |
447 |
6,307 |
+8 |
| Dec04 |
040224 |
27.55 |
28.60 |
27.55 |
28.42 |
+0.60 |
1,338 |
12,062 |
+325 |
| Jan05 |
040224 |
28.25 |
28.25 |
28.25 |
28.25 |
+0.55 |
41 |
481 |
+10 |
| Total Volume and Open Interest |
36,227 |
220,447 |
+3,755 |
| Canola(WCE) |
| Mar04 |
040224 |
406.0 |
412.5 |
405.5 |
412.1 |
+5.1 |
2,709 |
7,493 |
-1,027 |
| May04 |
040224 |
411.0 |
417.4 |
411.0 |
416.3 |
+4.8 |
8,969 |
30,816 |
+4,297 |
| Jul04 |
040224 |
410.0 |
417.2 |
410.0 |
417.0 |
+5.5 |
3,197 |
11,318 |
+1,117 |
| Sep04 |
040224 |
365.5 |
365.5 |
365.5 |
365.5 |
+2.5 |
|
|
|
| Nov04 |
040224 |
366.0 |
372.5 |
366.0 |
372.0 |
+4.5 |
887 |
13,984 |
+460 |
| Total Volume and Open Interest |
15,762 |
63,658 |
+4,847 |
| Corn(CBOT) |
| Mar04 |
040224 |
286.00 |
291.00 |
285.00 |
290.75 |
+3.50 |
61,907 |
91,155 |
-22,715 |
| May04 |
040224 |
293.50 |
298.00 |
291.75 |
297.75 |
+3.75 |
81,540 |
286,359 |
+20,749 |
| Jul04 |
040224 |
295.75 |
300.50 |
294.50 |
300.25 |
+3.75 |
17,032 |
104,878 |
+161 |
| Sep04 |
040224 |
288.75 |
295.00 |
288.50 |
294.50 |
+3.75 |
948 |
16,433 |
-44 |
| Dec04 |
040224 |
286.00 |
292.50 |
285.50 |
292.25 |
+4.00 |
25,240 |
135,921 |
+6,769 |
| Mar05 |
040224 |
288.50 |
294.25 |
288.00 |
294.00 |
+3.50 |
1,343 |
9,949 |
+322 |
| Total Volume and Open Interest |
188,499 |
648,684 |
+5,456 |
| Wheat(CBOT) |
| Mar04 |
040224 |
391.00 |
394.50 |
387.50 |
392.50 |
+1.50 |
11,798 |
20,382 |
-3,706 |
| May04 |
040224 |
399.50 |
402.00 |
395.00 |
398.50 |
+0.50 |
42,005 |
78,846 |
+3,677 |
| Jul04 |
040224 |
394.00 |
397.50 |
391.00 |
396.50 |
+1.75 |
9,060 |
30,590 |
+573 |
| Sep04 |
040224 |
397.00 |
399.50 |
394.00 |
398.00 |
+1.00 |
710 |
2,936 |
+309 |
| Dec04 |
040224 |
403.00 |
406.50 |
400.00 |
406.00 |
+2.00 |
1,076 |
4,632 |
+221 |
| Total Volume and Open Interest |
64,751 |
137,644 |
+1,116 |
| Wheat(KCBT) |
| Mar04 |
040224 |
395.00 |
397.00 |
391.00 |
394.50 |
+1.25 |
7,021 |
9,770 |
-4,398 |
| May04 |
040224 |
401.50 |
403.00 |
395.50 |
399.50 |
-0.25 |
10,107 |
32,206 |
+1,888 |
| Jul04 |
040224 |
396.00 |
399.00 |
393.50 |
397.25 |
unch |
2,815 |
14,326 |
+813 |
| Sep04 |
040224 |
398.00 |
401.00 |
396.00 |
400.25 |
+0.75 |
224 |
1,818 |
+27 |
| Dec04 |
040224 |
405.00 |
408.00 |
402.00 |
407.50 |
+1.50 |
462 |
2,681 |
+219 |
| Total Volume and Open Interest |
20,629 |
60,809 |
-1,451 |
| Wheat(MGE) |
| Mar04 |
040224 |
440.00 |
441.00 |
432.50 |
436.25 |
-6.25 |
2,184 |
5,587 |
-1,468 |
| May04 |
040224 |
425.50 |
429.00 |
422.50 |
427.50 |
-2.00 |
5,930 |
18,815 |
+1,995 |
| Jul04 |
040224 |
422.00 |
422.25 |
417.00 |
421.50 |
-4.50 |
786 |
6,308 |
+96 |
| Sep04 |
040224 |
411.00 |
415.00 |
409.00 |
415.00 |
+1.50 |
660 |
5,553 |
-62 |
| Dec04 |
040224 |
413.00 |
417.50 |
412.00 |
417.00 |
+0.50 |
815 |
2,612 |
+311 |
| Total Volume and Open Interest |
10,417 |
38,996 |
+897 |
| Oats(CBOT) |
| Mar04 |
040224 |
151.50 |
152.25 |
150.50 |
151.75 |
+0.50 |
693 |
1,739 |
-169 |
| May04 |
040224 |
156.00 |
157.75 |
156.00 |
157.25 |
+1.50 |
1,025 |
3,472 |
+323 |
| Jul04 |
040224 |
160.50 |
161.00 |
159.25 |
160.75 |
+0.75 |
118 |
487 |
+39 |
| Sep04 |
040224 |
158.00 |
161.00 |
158.00 |
161.00 |
+3.00 |
16 |
51 |
+7 |
| Total Volume and Open Interest |
1,903 |
6,185 |
+227 |
| Rough Rice(CBOT) |
| Mar04 |
040224 |
8.34 |
8.86 |
8.29 |
8.72 |
+0.36 |
469 |
2,323 |
-544 |
| May04 |
040224 |
8.52 |
9.06 |
8.49 |
8.94 |
+0.38 |
475 |
3,011 |
+206 |
| Jul04 |
040224 |
8.73 |
9.10 |
8.68 |
9.10 |
+0.35 |
31 |
582 |
+14 |
| Sep04 |
040224 |
7.86 |
7.86 |
7.86 |
7.86 |
+0.26 |
2 |
134 |
+2 |
| Total Volume and Open Interest |
977 |
6,141 |
-322 |
| Live Cattle(CME) |
| Feb04 |
040224 |
78.875 |
80.300 |
78.850 |
80.225 |
+1.650 |
1,925 |
3,820 |
-897 |
| Apr04 |
040224 |
73.925 |
75.800 |
73.800 |
75.625 |
+2.000 |
5,303 |
47,268 |
+501 |
| Jun04 |
040224 |
70.375 |
72.100 |
70.350 |
71.850 |
+1.475 |
1,965 |
17,065 |
+317 |
| Aug04 |
040224 |
71.950 |
73.100 |
71.900 |
72.750 |
+0.875 |
1,103 |
12,052 |
+203 |
| Oct04 |
040224 |
75.475 |
76.150 |
75.475 |
75.925 |
+0.450 |
823 |
12,609 |
+95 |
| Dec04 |
040224 |
77.500 |
78.075 |
77.500 |
77.725 |
+0.175 |
369 |
4,069 |
+47 |
| Total Volume and Open Interest |
11,829 |
98,675 |
+588 |
| Feeder Cattle(CME) |
| Mar04 |
040224 |
84.200 |
85.950 |
84.100 |
85.750 |
+1.850 |
922 |
4,000 |
+25 |
| Apr04 |
040224 |
83.600 |
85.250 |
83.600 |
84.800 |
+1.500 |
799 |
4,264 |
+165 |
| May04 |
040224 |
84.500 |
85.875 |
84.500 |
85.825 |
+1.475 |
342 |
3,760 |
-52 |
| Aug04 |
040224 |
87.300 |
88.000 |
87.300 |
88.000 |
+0.700 |
457 |
2,870 |
-13 |
| Sep04 |
040224 |
87.600 |
88.100 |
87.550 |
88.100 |
+0.850 |
131 |
296 |
-29 |
| Oct04 |
040224 |
87.400 |
88.100 |
87.400 |
88.100 |
+0.850 |
101 |
528 |
+41 |
| Nov04 |
040224 |
87.800 |
88.200 |
87.800 |
88.200 |
+0.700 |
0 |
98 |
+0 |
| Total Volume and Open Interest |
2,752 |
15,816 |
+137 |
| Lean Hogs(CME) |
| Apr04 |
040224 |
60.600 |
61.675 |
60.550 |
60.975 |
-0.050 |
5,096 |
34,097 |
+805 |
| May04 |
040224 |
60.900 |
61.250 |
60.850 |
61.200 |
-0.075 |
317 |
2,095 |
+150 |
| Jun04 |
040224 |
64.600 |
65.350 |
64.500 |
65.175 |
unch |
2,982 |
12,959 |
+1,453 |
| Jul04 |
040224 |
61.400 |
61.950 |
61.400 |
61.900 |
-0.125 |
209 |
3,368 |
+44 |
| Aug04 |
040224 |
58.200 |
59.000 |
58.000 |
58.900 |
+0.400 |
95 |
1,608 |
+10 |
| Oct04 |
040224 |
51.900 |
52.350 |
51.700 |
52.225 |
+0.525 |
62 |
873 |
+24 |
| Dec04 |
040224 |
51.800 |
52.400 |
51.775 |
52.300 |
+0.650 |
41 |
719 |
+15 |
| Feb05 |
040224 |
54.150 |
54.900 |
54.150 |
54.900 |
+0.550 |
15 |
74 |
+2 |
| Total Volume and Open Interest |
8,818 |
55,798 |
+2,503 |
| Pork Bellies(CME) |
| Mar04 |
040224 |
96.300 |
97.650 |
96.000 |
96.150 |
-0.050 |
466 |
2,010 |
-121 |
| May04 |
040224 |
98.200 |
99.250 |
97.800 |
98.325 |
+0.125 |
225 |
896 |
+48 |
| Jul04 |
040224 |
98.300 |
98.750 |
98.300 |
98.500 |
+0.025 |
21 |
478 |
+3 |
| Aug04 |
040224 |
96.250 |
96.250 |
96.250 |
96.250 |
+0.750 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
775 |
3,464 |
-107 |
| BFP Milk Class III(CME) |
| Feb04 |
040224 |
11.85 |
11.86 |
11.85 |
11.86 |
+0.01 |
11 |
2,221 |
+2 |
| Mar04 |
040224 |
13.30 |
13.42 |
13.10 |
13.10 |
-0.20 |
76 |
2,601 |
+55 |
| Apr04 |
040224 |
13.80 |
13.84 |
13.45 |
13.53 |
-0.32 |
181 |
2,325 |
-9 |
| May04 |
040224 |
13.85 |
13.90 |
13.58 |
13.87 |
-0.01 |
124 |
2,366 |
+38 |
| Jun04 |
040224 |
13.97 |
14.20 |
13.72 |
13.85 |
-0.12 |
182 |
2,172 |
+73 |
| Total Volume and Open Interest |
1,134 |
22,702 |
+437 |
| Cocoa(NYBOT) |
| Mar04 |
040224 |
1440 |
1493 |
1436 |
1484 |
+37 |
52 |
233 |
-85 |
| May04 |
040224 |
1451 |
1495 |
1449 |
1493 |
+39 |
1,709 |
32,226 |
+108 |
| Jul04 |
040224 |
1453 |
1490 |
1450 |
1489 |
+36 |
792 |
13,798 |
+302 |
| Sep04 |
040224 |
1465 |
1496 |
1465 |
1496 |
+34 |
126 |
10,114 |
+29 |
| Dec04 |
040224 |
1474 |
1505 |
1470 |
1502 |
+32 |
37 |
8,972 |
-32 |
| Mar05 |
040224 |
1500 |
1509 |
1495 |
1509 |
+33 |
50 |
7,685 |
+0 |
| May05 |
040224 |
1511 |
1515 |
1511 |
1515 |
+31 |
0 |
7,609 |
+0 |
| Total Volume and Open Interest |
2,766 |
87,598 |
+322 |
| Coffee "C"(NYBOT) |
| Mar04 |
040224 |
69.80 |
73.10 |
69.80 |
73.10 |
+3.35 |
903 |
2,388 |
-761 |
| May04 |
040224 |
71.50 |
75.00 |
71.50 |
74.75 |
+3.35 |
12,409 |
61,650 |
-3,509 |
| Jul04 |
040224 |
73.60 |
76.95 |
73.50 |
76.65 |
+3.25 |
3,543 |
11,908 |
+658 |
| Sep04 |
040224 |
75.50 |
78.45 |
75.50 |
78.45 |
+3.20 |
1,321 |
8,546 |
+206 |
| Dec04 |
040224 |
78.20 |
81.40 |
78.20 |
81.00 |
+3.05 |
400 |
4,876 |
+252 |
| Mar05 |
040224 |
81.50 |
83.65 |
81.25 |
83.65 |
+3.00 |
90 |
3,243 |
-56 |
| Total Volume and Open Interest |
18,731 |
93,244 |
-3,162 |
| Orange Juice(NYBOT) |
| Mar04 |
040224 |
59.60 |
59.80 |
59.50 |
59.65 |
-0.05 |
4,508 |
12,021 |
-2,988 |
| May04 |
040224 |
62.60 |
62.75 |
62.45 |
62.60 |
-0.15 |
3,323 |
15,184 |
+1,622 |
| Jul04 |
040224 |
65.50 |
65.60 |
65.30 |
65.35 |
-0.35 |
1,021 |
2,734 |
+560 |
| Sep04 |
040224 |
68.30 |
68.30 |
68.05 |
68.05 |
-0.25 |
25 |
1,072 |
+12 |
| Nov04 |
040224 |
70.90 |
70.90 |
70.60 |
70.65 |
-0.25 |
25 |
810 |
+8 |
| Total Volume and Open Interest |
8,937 |
32,190 |
-780 |
| Sugar #11(NYBOT) |
| Mar04 |
040224 |
5.74 |
5.76 |
5.62 |
5.76 |
+0.04 |
19,799 |
40,484 |
-8,229 |
| May04 |
040224 |
5.97 |
6.04 |
5.85 |
6.03 |
+0.07 |
21,162 |
148,811 |
+4,998 |
| Jul04 |
040224 |
5.95 |
5.99 |
5.88 |
5.98 |
+0.03 |
6,052 |
37,862 |
-197 |
| Oct04 |
040224 |
6.05 |
6.06 |
6.02 |
6.05 |
unch |
942 |
28,245 |
-23 |
| Mar05 |
040224 |
6.25 |
6.27 |
6.22 |
6.25 |
-0.01 |
1,000 |
12,908 |
+569 |
| Total Volume and Open Interest |
49,214 |
279,468 |
-2,816 |
| London Cocoa(LCE) |
| Mar04 |
040224 |
829 |
842 |
826 |
841 |
+10 |
936 |
42,666 |
-183 |
| May04 |
040224 |
816 |
830 |
811 |
827 |
+8 |
1,549 |
31,397 |
+488 |
| Jul04 |
040224 |
830 |
841 |
826 |
841 |
+7 |
116 |
20,690 |
-7 |
| Sep04 |
040224 |
846 |
856 |
841 |
856 |
+7 |
244 |
22,324 |
+33 |
| Dec04 |
040224 |
857 |
871 |
855 |
868 |
+6 |
188 |
36,177 |
+85 |
| Mar05 |
040224 |
873 |
880 |
869 |
880 |
+6 |
151 |
22,600 |
+9 |
| May05 |
040224 |
879 |
886 |
875 |
886 |
+5 |
12 |
5,413 |
+6 |
| Total Volume and Open Interest |
3,204 |
186,335 |
+437 |
| London Coffee(LCE) |
| Mar04 |
040224 |
715.00 |
730.00 |
715.00 |
723.00 |
+10.00 |
5,372 |
21,495 |
-1,761 |
| May04 |
040224 |
740.00 |
757.00 |
739.00 |
748.00 |
+11.00 |
6,548 |
56,706 |
+1,542 |
| Jul04 |
040224 |
757.00 |
773.00 |
757.00 |
766.00 |
+11.00 |
1,489 |
24,118 |
-483 |
| Sep04 |
040224 |
774.00 |
784.00 |
774.00 |
782.00 |
+11.00 |
609 |
19,140 |
-457 |
| Nov04 |
040224 |
787.00 |
794.00 |
787.00 |
794.00 |
+11.00 |
728 |
12,755 |
-175 |
| Jan05 |
040224 |
799.00 |
807.00 |
799.00 |
807.00 |
+11.00 |
1,049 |
6,957 |
+561 |
| Total Volume and Open Interest |
16,255 |
143,964 |
-313 |
| London Sugar(LCE) |
| Mar04 |
040216 |
196.50 |
197.60 |
195.20 |
197.40 |
+10.00 |
2,901 |
3,046 |
+572 |
| May04 |
040224 |
202.60 |
206.80 |
200.70 |
204.70 |
+3.30 |
1,572 |
26,550 |
-8 |
| Aug04 |
040224 |
198.00 |
200.00 |
197.00 |
199.60 |
+2.20 |
500 |
14,462 |
+77 |
| Oct04 |
040224 |
192.00 |
193.60 |
192.00 |
193.60 |
+1.20 |
360 |
6,544 |
+122 |
| Dec04 |
040224 |
192.40 |
192.70 |
192.40 |
192.70 |
+1.00 |
223 |
2,406 |
+110 |
| Total Volume and Open Interest |
2,800 |
53,385 |
+299 |
| Cotton(NYBOT) |
| Mar04 |
040224 |
69.00 |
70.00 |
68.50 |
69.00 |
+0.30 |
531 |
755 |
-458 |
| May04 |
040224 |
71.10 |
71.65 |
70.70 |
71.16 |
+0.51 |
6,531 |
53,929 |
-119 |
| Jul04 |
040224 |
72.40 |
72.95 |
72.04 |
72.43 |
+0.39 |
1,002 |
14,326 |
+138 |
| Oct04 |
040224 |
66.25 |
66.25 |
66.25 |
66.25 |
+0.20 |
2 |
595 |
+0 |
| Dec04 |
040224 |
66.90 |
67.20 |
66.40 |
66.99 |
+0.14 |
492 |
7,484 |
+71 |
| Mar05 |
040224 |
69.25 |
69.25 |
68.65 |
69.13 |
+0.15 |
23 |
1,141 |
+17 |
| Total Volume and Open Interest |
8,581 |
79,162 |
-351 |
| Lumber(CME) |
| Mar04 |
040224 |
382.0 |
391.0 |
381.2 |
390.4 |
+3.4 |
662 |
2,273 |
-63 |
| May04 |
040224 |
376.0 |
378.0 |
373.3 |
376.5 |
-1.0 |
378 |
1,594 |
+72 |
| Jul04 |
040224 |
360.2 |
367.0 |
360.1 |
366.8 |
-0.2 |
50 |
365 |
+6 |
| Sep04 |
040224 |
356.5 |
358.6 |
356.5 |
358.6 |
+1.9 |
5 |
99 |
+0 |
| Total Volume and Open Interest |
1,097 |
4,340 |
+16 |
| Crude Oil(NYM) |
| Apr04 |
040224 |
34.70 |
35.07 |
34.40 |
34.58 |
+0.23 |
60,426 |
202,159 |
+6,034 |
| May04 |
040224 |
33.80 |
33.88 |
33.35 |
33.45 |
-0.02 |
22,702 |
72,449 |
+5,525 |
| Jun04 |
040224 |
33.20 |
33.20 |
32.79 |
32.85 |
-0.03 |
9,315 |
50,329 |
+1,193 |
| Jul04 |
040224 |
32.65 |
32.70 |
32.30 |
32.35 |
unch |
4,154 |
34,039 |
+234 |
| Aug04 |
040224 |
32.05 |
32.10 |
31.80 |
31.87 |
+0.02 |
1,911 |
20,728 |
+134 |
| Sep04 |
040224 |
31.63 |
31.63 |
31.40 |
31.45 |
+0.04 |
1,618 |
28,163 |
-38 |
| Oct04 |
040224 |
31.25 |
31.38 |
31.11 |
31.11 |
+0.05 |
1,165 |
18,790 |
+430 |
| Nov04 |
040224 |
30.81 |
30.81 |
30.81 |
30.81 |
+0.06 |
253 |
14,606 |
-93 |
| Dec04 |
040224 |
30.68 |
30.75 |
30.48 |
30.54 |
+0.06 |
4,163 |
54,741 |
+504 |
| Jan05 |
040224 |
30.30 |
30.30 |
30.23 |
30.23 |
+0.06 |
556 |
15,704 |
+154 |
| Feb05 |
040224 |
30.05 |
30.05 |
29.95 |
29.98 |
+0.07 |
310 |
6,211 |
+53 |
| Mar05 |
040224 |
29.75 |
29.75 |
29.75 |
29.75 |
+0.08 |
212 |
5,440 |
+110 |
| Apr05 |
040224 |
29.52 |
29.52 |
29.52 |
29.52 |
+0.09 |
50 |
4,546 |
+30 |
| May05 |
040224 |
29.30 |
29.30 |
29.30 |
29.30 |
+0.10 |
0 |
2,508 |
+0 |
| Jun05 |
040224 |
29.09 |
29.09 |
29.09 |
29.09 |
+0.11 |
221 |
12,295 |
-2 |
| Jul05 |
040224 |
28.89 |
28.89 |
28.89 |
28.89 |
+0.11 |
0 |
3,818 |
+0 |
| Total Volume and Open Interest |
107,388 |
647,883 |
+8,030 |
| Heating Oil(NYM) |
| Mar04 |
040224 |
89.50 |
89.80 |
88.30 |
88.97 |
+0.46 |
24,029 |
23,757 |
-4,650 |
| Apr04 |
040224 |
88.40 |
88.70 |
87.40 |
87.98 |
+0.62 |
14,034 |
49,705 |
+1,634 |
| May04 |
040224 |
86.05 |
86.25 |
85.20 |
85.63 |
+0.42 |
3,173 |
15,464 |
-309 |
| Jun04 |
040224 |
84.00 |
84.50 |
83.40 |
83.78 |
+0.42 |
1,875 |
14,578 |
-294 |
| Jul04 |
040224 |
82.80 |
83.00 |
82.50 |
82.93 |
+0.47 |
800 |
10,682 |
+140 |
| Aug04 |
040224 |
83.00 |
83.00 |
82.68 |
82.68 |
+0.42 |
229 |
5,931 |
+39 |
| Sep04 |
040224 |
83.25 |
83.25 |
82.75 |
83.08 |
+0.42 |
703 |
3,130 |
+344 |
| Oct04 |
040224 |
83.20 |
83.58 |
83.20 |
83.58 |
+0.42 |
140 |
1,743 |
+54 |
| Nov04 |
040224 |
83.75 |
84.25 |
83.75 |
84.13 |
+0.42 |
101 |
1,782 |
-50 |
| Dec04 |
040224 |
84.45 |
84.73 |
83.50 |
84.73 |
+0.42 |
501 |
12,063 |
+116 |
| Jan05 |
040224 |
84.70 |
85.03 |
84.70 |
85.03 |
+0.42 |
0 |
2,648 |
+0 |
| Feb05 |
040224 |
84.78 |
84.78 |
84.78 |
84.78 |
+0.42 |
1 |
1,039 |
+0 |
| Total Volume and Open Interest |
45,586 |
144,901 |
-2,976 |
| Unleaded Gas(NYM) |
| Mar04 |
040224 |
103.50 |
104.40 |
101.75 |
102.44 |
-0.33 |
20,720 |
24,972 |
-5,659 |
| Apr04 |
040224 |
108.20 |
109.00 |
106.60 |
107.73 |
+0.63 |
19,035 |
68,191 |
+1,582 |
| May04 |
040224 |
106.80 |
107.30 |
105.80 |
106.38 |
+0.53 |
5,896 |
20,704 |
+1,760 |
| Jun04 |
040224 |
104.70 |
104.80 |
103.60 |
104.03 |
+0.48 |
1,875 |
10,481 |
-319 |
| Jul04 |
040224 |
102.30 |
102.30 |
101.25 |
101.48 |
+0.43 |
860 |
5,151 |
+55 |
| Aug04 |
040224 |
99.50 |
99.50 |
98.68 |
98.68 |
+0.38 |
707 |
5,726 |
+568 |
| Sep04 |
040224 |
95.80 |
95.80 |
94.80 |
95.13 |
+0.33 |
330 |
6,213 |
+113 |
| Oct04 |
040224 |
90.58 |
90.58 |
90.58 |
90.58 |
+0.28 |
620 |
3,055 |
+443 |
| Nov04 |
040224 |
87.98 |
87.98 |
87.98 |
87.98 |
+0.28 |
0 |
774 |
+0 |
| Dec04 |
040224 |
86.48 |
86.48 |
86.48 |
86.48 |
+0.28 |
55 |
2,020 |
+19 |
| Jan05 |
040224 |
85.93 |
85.93 |
85.93 |
85.93 |
+0.28 |
0 |
395 |
+0 |
| Feb05 |
040224 |
86.08 |
86.08 |
86.08 |
86.08 |
+0.28 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
50,098 |
147,685 |
-1,438 |
| Natural Gas(NYM) |
| Mar04 |
040224 |
5.080 |
5.150 |
5.060 |
5.077 |
-0.050 |
25,835 |
33,614 |
-5,338 |
| Apr04 |
040224 |
5.050 |
5.120 |
5.030 |
5.084 |
-0.022 |
14,314 |
41,862 |
+1,028 |
| May04 |
040224 |
5.050 |
5.130 |
5.050 |
5.109 |
-0.014 |
4,092 |
28,012 |
+341 |
| Jun04 |
040224 |
5.075 |
5.150 |
5.075 |
5.141 |
+0.005 |
1,661 |
19,356 |
+251 |
| Jul04 |
040224 |
5.125 |
5.195 |
5.115 |
5.179 |
+0.012 |
1,998 |
19,027 |
+192 |
| Aug04 |
040224 |
5.155 |
5.210 |
5.155 |
5.199 |
+0.014 |
1,647 |
15,158 |
-108 |
| Sep04 |
040224 |
5.120 |
5.190 |
5.120 |
5.176 |
+0.018 |
1,457 |
14,117 |
-395 |
| Oct04 |
040224 |
5.120 |
5.205 |
5.120 |
5.196 |
+0.023 |
952 |
15,594 |
-88 |
| Nov04 |
040224 |
5.300 |
5.390 |
5.300 |
5.369 |
+0.031 |
571 |
10,374 |
-52 |
| Dec04 |
040224 |
5.480 |
5.555 |
5.480 |
5.552 |
+0.044 |
597 |
12,943 |
+127 |
| Jan05 |
040224 |
5.610 |
5.690 |
5.610 |
5.687 |
+0.051 |
804 |
11,839 |
+30 |
| Feb05 |
040224 |
5.580 |
5.642 |
5.580 |
5.642 |
+0.051 |
360 |
10,197 |
+92 |
| Mar05 |
040224 |
5.450 |
5.482 |
5.450 |
5.482 |
+0.051 |
792 |
9,197 |
+127 |
| Apr05 |
040224 |
4.985 |
5.012 |
4.985 |
5.012 |
+0.066 |
385 |
9,407 |
-77 |
| May05 |
040224 |
4.890 |
4.912 |
4.890 |
4.912 |
+0.066 |
58 |
4,439 |
-22 |
| Jun05 |
040224 |
4.930 |
4.937 |
4.930 |
4.937 |
+0.066 |
38 |
5,015 |
-35 |
| Total Volume and Open Interest |
56,342 |
322,416 |
-3,626 |
| Brent Crude Oil(IPE) |
| Apr04 |
040224 |
31.06 |
31.27 |
30.68 |
30.81 |
unch |
39,952 |
101,507 |
-2,752 |
| May04 |
040224 |
30.75 |
30.85 |
30.39 |
30.46 |
-0.06 |
10,464 |
66,181 |
+390 |
| Jun04 |
040224 |
30.37 |
30.58 |
30.08 |
30.14 |
-0.07 |
4,327 |
33,068 |
-1,230 |
| Jul04 |
040224 |
30.10 |
30.15 |
29.80 |
29.84 |
-0.08 |
502 |
14,474 |
+88 |
| Aug04 |
040224 |
29.80 |
29.84 |
29.53 |
29.56 |
-0.08 |
100 |
8,827 |
+0 |
| Sep04 |
040224 |
29.53 |
29.53 |
29.29 |
29.29 |
-0.08 |
215 |
10,932 |
+0 |
| Oct04 |
040224 |
29.25 |
29.29 |
29.03 |
29.03 |
-0.07 |
0 |
6,285 |
+0 |
| Nov04 |
040224 |
28.96 |
29.00 |
28.77 |
28.77 |
-0.06 |
200 |
5,983 |
+0 |
| Dec04 |
040224 |
28.70 |
28.88 |
28.45 |
28.52 |
-0.06 |
1,510 |
23,991 |
-1,055 |
| Jan05 |
040224 |
28.31 |
28.31 |
28.23 |
28.25 |
-0.05 |
21 |
4,371 |
+21 |
| Feb05 |
040224 |
28.01 |
28.01 |
28.01 |
28.01 |
-0.04 |
0 |
1,743 |
+0 |
| Mar05 |
040224 |
27.79 |
27.79 |
27.79 |
27.79 |
-0.04 |
0 |
3,272 |
+0 |
| Total Volume and Open Interest |
57,791 |
321,422 |
-4,388 |
| Gas Oil(IPE) |
| Mar04 |
040224 |
259.25 |
263.50 |
259.25 |
259.50 |
+0.25 |
18,351 |
43,156 |
-2,932 |
| Apr04 |
040224 |
257.00 |
260.00 |
256.50 |
256.75 |
+0.25 |
8,846 |
27,567 |
+1,708 |
| May04 |
040224 |
255.00 |
257.00 |
254.25 |
254.25 |
-0.25 |
2,219 |
10,407 |
-462 |
| Jun04 |
040224 |
253.25 |
254.75 |
252.25 |
252.25 |
-0.25 |
1,438 |
16,023 |
+738 |
| Jul04 |
040224 |
252.50 |
254.00 |
251.50 |
251.50 |
-0.50 |
460 |
6,338 |
+9 |
| Aug04 |
040224 |
251.25 |
251.25 |
251.25 |
251.25 |
-0.75 |
10 |
3,202 |
+10 |
| Sep04 |
040224 |
254.00 |
254.00 |
251.50 |
251.50 |
-0.50 |
160 |
4,594 |
-141 |
| Oct04 |
040224 |
251.50 |
251.50 |
251.50 |
251.50 |
-0.50 |
1 |
3,712 |
+0 |
| Nov04 |
040224 |
253.75 |
253.75 |
251.25 |
251.25 |
-0.50 |
0 |
3,554 |
+0 |
| Dec04 |
040224 |
252.00 |
252.25 |
250.50 |
250.50 |
-1.00 |
600 |
12,609 |
-100 |
| Total Volume and Open Interest |
32,285 |
147,020 |
-1,270 |
| US Dollar Index(NYBOT) |
| Mar04 |
040224 |
86.96 |
87.22 |
86.08 |
86.23 |
-0.94 |
4,201 |
15,995 |
-2,811 |
| Jun04 |
040224 |
87.40 |
87.40 |
86.50 |
86.63 |
-0.94 |
264 |
2,314 |
+45 |
| Sep04 |
040224 |
87.07 |
87.07 |
87.07 |
87.07 |
-0.94 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
4,465 |
18,328 |
-2,766 |
| Australian Dollar(CME) |
| Mar04 |
040224 |
77.32 |
78.00 |
77.22 |
77.79 |
+1.00 |
3,127 |
56,878 |
-2,559 |
| Jun04 |
040224 |
76.50 |
77.10 |
76.50 |
76.93 |
+1.00 |
259 |
1,427 |
+82 |
| Sep04 |
040224 |
76.07 |
76.07 |
76.07 |
76.07 |
+1.00 |
158 |
703 |
+109 |
| Total Volume and Open Interest |
3,559 |
59,155 |
-2,355 |
| British Pound(CME) |
| Mar04 |
040224 |
187.34 |
189.04 |
187.16 |
188.66 |
+2.72 |
4,149 |
67,701 |
+428 |
| Jun04 |
040224 |
185.98 |
187.40 |
185.80 |
187.21 |
+2.72 |
70 |
672 |
+68 |
| Sep04 |
040224 |
185.76 |
185.76 |
185.76 |
185.76 |
+2.72 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
4,219 |
68,744 |
+496 |
| Canadian Dollar(CME) |
| Mar04 |
040224 |
74.84 |
75.35 |
74.70 |
75.14 |
+0.38 |
3,590 |
53,756 |
-2,304 |
| Jun04 |
040224 |
74.63 |
75.15 |
74.55 |
74.94 |
+0.39 |
270 |
5,130 |
+57 |
| Sep04 |
040224 |
74.75 |
74.95 |
74.75 |
74.80 |
+0.40 |
17 |
1,722 |
+2 |
| Dec04 |
040224 |
74.30 |
74.80 |
74.30 |
74.66 |
+0.41 |
22 |
1,173 |
+4 |
| Total Volume and Open Interest |
3,901 |
62,054 |
-2,241 |
| Japanese Yen(CME) |
| Mar04 |
040224 |
92.38 |
92.60 |
92.31 |
92.53 |
+0.41 |
20,899 |
131,020 |
-3,534 |
| Jun04 |
040224 |
92.67 |
92.87 |
92.58 |
92.80 |
+0.41 |
913 |
9,614 |
+219 |
| Sep04 |
040224 |
93.09 |
93.09 |
93.09 |
93.09 |
+0.41 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
21,813 |
140,708 |
-3,314 |
| Swiss Franc(CME) |
| Mar04 |
040224 |
80.02 |
80.83 |
79.87 |
80.63 |
+1.14 |
3,932 |
40,418 |
-1,950 |
| Jun04 |
040224 |
80.17 |
81.00 |
80.17 |
80.80 |
+1.14 |
51 |
465 |
+15 |
| Sep04 |
040224 |
80.97 |
80.97 |
80.97 |
80.97 |
+1.14 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
3,983 |
40,985 |
-1,935 |
| EuroFX(CME) |
| Mar04 |
040224 |
125.89 |
127.08 |
125.69 |
126.80 |
+1.49 |
11,673 |
127,771 |
-10,605 |
| Jun04 |
040224 |
125.53 |
126.75 |
125.44 |
126.50 |
+1.49 |
559 |
2,424 |
+23 |
| Sep04 |
040224 |
125.63 |
126.38 |
125.63 |
126.23 |
+1.49 |
17 |
231 |
-1 |
| Total Volume and Open Interest |
12,265 |
130,770 |
-10,570 |
| Mexican Peso(CME) |
| Mar04 |
040224 |
8997.0 |
9060.0 |
8970.0 |
9005.0 |
-10.0 |
11,938 |
37,952 |
-1,745 |
| Jun04 |
040224 |
8890.0 |
8945.0 |
8870.0 |
8890.0 |
-10.0 |
3,327 |
3,739 |
+3,157 |
| Total Volume and Open Interest |
15,317 |
42,315 |
+1,398 |
| 30-Year T-Bonds(CBOT) |
| Mar04 |
040224 |
113~02 |
113~22 |
112~28 |
113~04 |
+0~09 |
183,504 |
435,550 |
-9,158 |
| Jun04 |
040224 |
111~20 |
112~09 |
111~15 |
111~22 |
+0~08 |
43,346 |
156,548 |
+23,610 |
| Sep04 |
040224 |
110~17 |
110~24 |
110~06 |
110~10 |
+0~08 |
42 |
502 |
+20 |
| Total Volume and Open Interest |
226,895 |
592,892 |
+14,475 |
| Municipal Bonds(CBOT) |
| Mar04 |
040224 |
105~22 |
105~25 |
105~14 |
105~15 |
+0~02 |
109 |
2,706 |
-25 |
| Jun04 |
040224 |
104~13 |
104~13 |
104~09 |
104~09 |
+0~02 |
76 |
106 |
+23 |
| Total Volume and Open Interest |
185 |
2,812 |
-2 |
| 10-Year T-Notes(CBOT) |
| Mar04 |
040224 |
114~305 |
115~120 |
114~280 |
115~015 |
+0~050 |
572,097 |
1,026,204 |
+3,179 |
| Jun04 |
040224 |
113~165 |
113~280 |
113~115 |
113~165 |
+0~050 |
126,771 |
320,695 |
+58,762 |
| Total Volume and Open Interest |
698,868 |
1,346,905 |
+61,941 |
| 5-Year T-Notes(CBOT) |
| Mar04 |
040224 |
113~170 |
113~210 |
113~120 |
113~150 |
+0~025 |
183,454 |
0 |
+0 |
| Jun04 |
040224 |
112~050 |
112~090 |
112~000 |
112~030 |
+0~030 |
14,802 |
0 |
+0 |
| Sep04 |
040224 |
110~310 |
110~310 |
110~310 |
110~310 |
+0~030 |
|
|
|
| Total Volume and Open Interest |
198,256 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar04 |
040224 |
107~088 |
107~096 |
107~084 |
107~089 |
+0~005 |
14,402 |
139,162 |
-5,496 |
| Jun04 |
040224 |
107~012 |
107~021 |
107~012 |
107~016 |
+0~008 |
12,064 |
80,385 |
+6,986 |
| Total Volume and Open Interest |
26,466 |
219,547 |
+1,490 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Mar04 |
040224 |
98.868 |
98.868 |
98.865 |
98.868 |
unch |
49,038 |
786,735 |
-7,001 |
| Jun04 |
040224 |
98.770 |
98.790 |
98.770 |
98.770 |
+0.005 |
66,500 |
885,019 |
+7,158 |
| Sep04 |
040224 |
98.560 |
98.595 |
98.555 |
98.565 |
+0.015 |
93,930 |
895,562 |
+14,010 |
| Dec04 |
040224 |
98.240 |
98.290 |
98.230 |
98.245 |
+0.025 |
111,727 |
651,794 |
+12,386 |
| Mar05 |
040224 |
97.880 |
97.920 |
97.860 |
97.875 |
+0.035 |
68,685 |
505,777 |
+12,397 |
| Jun05 |
040224 |
97.480 |
97.530 |
97.460 |
97.480 |
+0.040 |
43,397 |
379,644 |
+13,522 |
| Sep05 |
040224 |
97.105 |
97.140 |
97.080 |
97.105 |
+0.040 |
29,048 |
300,798 |
+4,022 |
| Dec05 |
040224 |
96.780 |
96.815 |
96.755 |
96.775 |
+0.035 |
18,509 |
223,929 |
+5,244 |
| Mar06 |
040224 |
96.545 |
96.550 |
96.505 |
96.520 |
+0.030 |
13,026 |
176,255 |
-247 |
| Jun06 |
040224 |
96.305 |
96.310 |
96.265 |
96.285 |
+0.035 |
5,996 |
134,134 |
+336 |
| Sep06 |
040224 |
96.080 |
96.090 |
96.050 |
96.070 |
+0.040 |
5,530 |
135,193 |
-69 |
| Dec06 |
040224 |
95.865 |
95.875 |
95.840 |
95.855 |
+0.035 |
6,416 |
108,886 |
-307 |
| Total Volume and Open Interest |
543,466 |
5,772,944 |
+65,548 |
| 3-Mth Euro-Yen(CME) |
| Mar04 |
040224 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
9,507 |
-1 |
| Jun04 |
040224 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
8,936 |
-50 |
| Sep04 |
040224 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
2 |
9,040 |
+2 |
| Dec04 |
040224 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
100 |
6,784 |
+37 |
| Mar05 |
040224 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
5 |
3,889 |
-25 |
| Jun05 |
040224 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
974 |
-188 |
| Sep05 |
040224 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
1,134 |
-10 |
| Dec05 |
040224 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
73 |
+0 |
| Mar06 |
040224 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
294 |
+0 |
| Jun06 |
040224 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
47 |
+0 |
| Total Volume and Open Interest |
107 |
41,973 |
-185 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar04 |
040224 |
99.91 |
99.91 |
99.91 |
99.91 |
-0.01 |
0 |
58,411 |
-39 |
| Jun04 |
040224 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.01 |
653 |
67,143 |
-995 |
| Sep04 |
040224 |
99.91 |
99.91 |
99.90 |
99.90 |
-0.01 |
925 |
42,459 |
-554 |
| Dec04 |
040224 |
99.88 |
99.88 |
99.87 |
99.87 |
-0.01 |
2,325 |
51,827 |
+2,142 |
| Mar05 |
040224 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
155 |
29,735 |
+223 |
| Jun05 |
040224 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
436 |
38,914 |
-314 |
| Sep05 |
040224 |
99.72 |
99.72 |
99.71 |
99.71 |
unch |
10 |
15,583 |
+0 |
| Dec05 |
040224 |
99.64 |
99.64 |
99.62 |
99.62 |
unch |
3 |
3,705 |
+0 |
| Total Volume and Open Interest |
4,558 |
321,826 |
+514 |
| German Euro-Bund(EUREX) |
| Mar04 |
040224 |
115.18 |
115.47 |
115.10 |
115.40 |
+0.36 |
788,116 |
953,637 |
-26,319 |
| Jun04 |
040224 |
114.21 |
114.50 |
114.15 |
114.43 |
+0.37 |
30,788 |
99,390 |
+23,814 |
| Sep04 |
040224 |
113.61 |
113.80 |
113.61 |
113.80 |
+0.37 |
4,165 |
2 |
+0 |
| Total Volume and Open Interest |
823,069 |
1,053,029 |
-2,505 |
| German Euro-Bobl(EUREX) |
| Mar04 |
040224 |
112.23 |
112.48 |
112.19 |
112.45 |
+0.26 |
533,065 |
745,736 |
-27,596 |
| Jun04 |
040224 |
111.39 |
111.64 |
111.39 |
111.64 |
+0.27 |
49,499 |
118,444 |
+29,213 |
| Sep04 |
040224 |
111.07 |
111.07 |
111.07 |
111.07 |
+0.26 |
764 |
1 |
+0 |
| Total Volume and Open Interest |
583,328 |
864,181 |
+1,617 |
| Long Gilt(LIFFE) |
| Mar04 |
040224 |
108~20 |
108~26 |
108~15 |
108~24 |
+0~19 |
75,910 |
161,128 |
-287 |
| Jun04 |
040224 |
108~05 |
108~11 |
108~02 |
108~10 |
+0~19 |
10,221 |
9,887 |
+9,191 |
| Total Volume and Open Interest |
86,131 |
171,015 |
+8,904 |
| 3-Mth Short Sterling(LIFFE) |
| Mar04 |
040224 |
95.76 |
95.78 |
95.76 |
95.77 |
+0.02 |
14,928 |
192,915 |
+2,873 |
| Jun04 |
040224 |
95.56 |
95.61 |
95.55 |
95.59 |
+0.04 |
21,218 |
204,121 |
+1,318 |
| Sep04 |
040224 |
95.39 |
95.45 |
95.37 |
95.43 |
+0.06 |
41,123 |
151,854 |
-6,492 |
| Total Volume and Open Interest |
138,985 |
1,089,933 |
-2,115 |
| 3-Mth Euribor(LIFFE) |
| Mar04 |
040224 |
97.945 |
97.955 |
97.940 |
97.950 |
+0.010 |
53,728 |
564,847 |
-5,731 |
| Jun04 |
040224 |
97.950 |
97.985 |
97.945 |
97.980 |
+0.040 |
87,178 |
598,440 |
-4,394 |
| Sep04 |
040224 |
97.850 |
97.910 |
97.840 |
97.900 |
+0.065 |
96,445 |
478,500 |
-9,218 |
| Total Volume and Open Interest |
476,529 |
3,071,954 |
-25,008 |
| 3-Mth Aus T-Bills(SFE) |
| Mar04 |
040224 |
94.41 |
94.41 |
94.39 |
94.40 |
+0.01 |
17,357 |
161,661 |
+4,162 |
| Jun04 |
040224 |
94.26 |
94.27 |
94.23 |
94.25 |
+0.01 |
47,972 |
200,656 |
+13,613 |
| Sep04 |
040224 |
94.20 |
94.20 |
94.17 |
94.18 |
+0.01 |
11,689 |
63,925 |
+2,511 |
| Dec04 |
040224 |
94.18 |
94.18 |
94.14 |
94.14 |
+0.01 |
3,936 |
30,282 |
+1,547 |
| Mar05 |
040224 |
94.12 |
94.12 |
94.10 |
94.11 |
+0.02 |
1,247 |
19,870 |
-629 |
| Jun05 |
040224 |
94.06 |
94.06 |
94.06 |
94.06 |
+0.02 |
31 |
12,976 |
-108 |
| Sep05 |
040224 |
94.02 |
94.02 |
94.02 |
94.02 |
+0.02 |
82 |
6,726 |
-291 |
| Dec05 |
040224 |
93.98 |
93.98 |
93.98 |
93.98 |
+0.02 |
261 |
3,358 |
-111 |
| Mar06 |
040224 |
93.94 |
93.94 |
93.94 |
93.94 |
+0.01 |
25 |
838 |
+14 |
| Jun06 |
040224 |
93.93 |
93.93 |
93.91 |
93.91 |
+0.01 |
0 |
1,412 |
+0 |
| Total Volume and Open Interest |
82,600 |
502,533 |
+20,708 |
| 10-Year Aus T-Bonds(SFE) |
| Mar04 |
040224 |
94.33 |
94.35 |
94.32 |
94.32 |
+0.05 |
28,239 |
254,629 |
+769 |
| Jun04 |
040224 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
28,239 |
254,629 |
+769 |
| 3-Year Aus T-Bonds(SFE) |
| Mar04 |
040224 |
94.44 |
94.45 |
94.42 |
94.43 |
+0.03 |
69,020 |
518,424 |
+7,586 |
| Jun04 |
040224 |
94.32 |
94.32 |
94.32 |
94.32 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
69,020 |
518,424 |
+7,586 |
| Gold(CMX) |
| Feb04 |
040224 |
401.6 |
404.5 |
401.6 |
404.5 |
+5.5 |
162 |
164 |
-46 |
| Apr04 |
040224 |
402.0 |
405.0 |
401.6 |
404.8 |
+5.5 |
35,337 |
144,857 |
-5,249 |
| Jun04 |
040224 |
403.3 |
406.0 |
402.8 |
405.8 |
+5.5 |
2,274 |
32,747 |
+829 |
| Aug04 |
040224 |
403.0 |
406.7 |
403.0 |
406.7 |
+5.5 |
272 |
8,841 |
-44 |
| Oct04 |
040224 |
407.7 |
407.7 |
407.7 |
407.7 |
+5.5 |
264 |
1,767 |
+238 |
| Dec04 |
040224 |
406.5 |
409.0 |
405.8 |
408.6 |
+5.5 |
597 |
23,468 |
+61 |
| Total Volume and Open Interest |
39,174 |
239,815 |
-4,050 |
| Silver(CMX) |
| Mar04 |
040224 |
653.0 |
663.5 |
651.5 |
662.2 |
+13.2 |
20,855 |
44,834 |
-9,548 |
| May04 |
040224 |
656.0 |
666.0 |
653.5 |
664.1 |
+13.2 |
12,473 |
42,822 |
+6,513 |
| Jul04 |
040224 |
655.0 |
665.3 |
655.0 |
665.3 |
+13.1 |
583 |
6,614 |
+73 |
| Sep04 |
040224 |
656.0 |
666.7 |
656.0 |
666.7 |
+13.1 |
43 |
1,579 |
+6 |
| Dec04 |
040224 |
661.0 |
671.0 |
659.0 |
668.5 |
+13.1 |
674 |
14,589 |
+430 |
| Total Volume and Open Interest |
34,725 |
115,287 |
-2,515 |
| Platinum(NYM) |
| Apr04 |
040224 |
856.0 |
858.8 |
853.0 |
856.1 |
+16.1 |
392 |
6,865 |
-107 |
| Jul04 |
040224 |
847.5 |
850.0 |
847.0 |
847.1 |
+16.1 |
141 |
443 |
+47 |
| Oct04 |
040224 |
842.6 |
842.6 |
842.6 |
842.6 |
+16.1 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
533 |
7,330 |
-60 |
| Palladium(NYME) |
| Mar04 |
040224 |
232.00 |
239.90 |
232.00 |
234.40 |
+5.30 |
1,882 |
5,350 |
-717 |
| Jun04 |
040224 |
237.00 |
242.80 |
236.50 |
237.55 |
+5.45 |
1,705 |
6,840 |
+796 |
| Sep04 |
040224 |
238.55 |
238.55 |
238.55 |
238.55 |
+5.45 |
1 |
51 |
-1 |
| Total Volume and Open Interest |
3,589 |
12,394 |
+78 |
| Copper(CMX) |
| Mar04 |
040224 |
132.10 |
133.00 |
130.70 |
132.60 |
+1.25 |
13,737 |
26,389 |
-8,456 |
| May04 |
040224 |
131.95 |
133.00 |
131.00 |
132.85 |
+1.70 |
11,843 |
36,860 |
+8,644 |
| Jul04 |
040224 |
130.20 |
131.10 |
129.20 |
131.05 |
+1.70 |
1,745 |
6,749 |
-10 |
| Sep04 |
040224 |
127.70 |
129.15 |
127.50 |
129.15 |
+1.85 |
693 |
2,927 |
+547 |
| Dec04 |
040224 |
123.65 |
125.65 |
123.65 |
125.65 |
+2.10 |
242 |
6,362 |
+163 |
| Total Volume and Open Interest |
28,630 |
84,769 |
+1,030 |
| DJIA Index(CBOT) |
| Mar04 |
040224 |
10575 |
10635 |
10517 |
10565 |
-40 |
10,509 |
45,605 |
+165 |
| Jun04 |
040224 |
10551 |
10605 |
10495 |
10542 |
-40 |
56 |
1,021 |
+9 |
| Sep04 |
040224 |
10527 |
10527 |
10527 |
10527 |
-40 |
0 |
238 |
+0 |
| Dec04 |
040224 |
10512 |
10512 |
10512 |
10512 |
-40 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
10,565 |
46,868 |
+174 |
| S & P 500(CME) |
| Mar04 |
040224 |
1136.80 |
1144.00 |
1133.20 |
1138.50 |
-1.60 |
36,301 |
571,618 |
-3,774 |
| Jun04 |
040224 |
1136.00 |
1141.80 |
1133.90 |
1137.50 |
-1.60 |
1,404 |
39,829 |
+529 |
| Sep04 |
040224 |
1136.50 |
1136.50 |
1136.50 |
1136.50 |
-1.60 |
23 |
3,602 |
-10 |
| Dec04 |
040224 |
1140.50 |
1140.50 |
1135.70 |
1135.70 |
-1.80 |
0 |
190 |
+0 |
| Total Volume and Open Interest |
37,728 |
615,401 |
-3,255 |
| S & P 500 E-Mini(Globex) |
| Mar04 |
040224 |
1140.50 |
1144.25 |
1133.25 |
1138.50 |
-1.50 |
611,027 |
567,956 |
-7,702 |
| Jun04 |
040224 |
1139.75 |
1142.50 |
1133.00 |
1137.50 |
-1.50 |
305 |
22,756 |
+22 |
| Total Volume and Open Interest |
611,332 |
590,712 |
-7,680 |
| NASDAQ 100(CME) |
| Mar04 |
040224 |
1461.00 |
1475.00 |
1452.00 |
1463.50 |
-3.00 |
19,271 |
74,255 |
-376 |
| Jun04 |
040224 |
1467.00 |
1471.00 |
1460.00 |
1467.00 |
-3.00 |
100 |
1,869 |
+0 |
| Sep04 |
040224 |
1470.00 |
1470.00 |
1470.00 |
1470.00 |
-3.00 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
19,371 |
76,131 |
-376 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Mar04 |
040224 |
1467.5 |
1475.0 |
1452.0 |
1463.5 |
-3.0 |
377,191 |
240,130 |
-3,434 |
| Jun04 |
040224 |
1466.0 |
1478.0 |
1456.5 |
1467.0 |
-3.0 |
279 |
1,753 |
+77 |
| Total Volume and Open Interest |
377,470 |
241,883 |
-3,357 |
| NYSE Composite(NYBOT) |
| S & P Midcap 400(CME) |
| Mar04 |
040224 |
588.25 |
592.75 |
586.00 |
589.40 |
-0.85 |
715 |
16,245 |
+84 |
| Jun04 |
040224 |
589.40 |
589.40 |
589.40 |
589.40 |
-0.85 |
0 |
1 |
+0 |
| Sep04 |
040224 |
589.40 |
589.40 |
589.40 |
589.40 |
-0.85 |
|
|
|
| Total Volume and Open Interest |
715 |
16,246 |
+84 |
| Russell 2000(CME) |
| Mar04 |
040224 |
568.75 |
576.25 |
565.00 |
570.85 |
+0.10 |
3,179 |
26,016 |
+666 |
| Jun04 |
040224 |
570.45 |
570.45 |
570.45 |
570.45 |
+0.10 |
1 |
211 |
+0 |
| Sep04 |
040224 |
571.05 |
571.05 |
571.05 |
571.05 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
3,180 |
26,227 |
+666 |
| Value Line(KCBT) |
| Mar04 |
040224 |
1589.00 |
1589.00 |
1583.50 |
1583.50 |
+1.00 |
3 |
68 |
+1 |
| Total Volume and Open Interest |
3 |
68 |
+1 |
| Nikkei 225(CME) |
| Mar04 |
040224 |
10630 |
10670 |
10610 |
10660 |
-200 |
2,523 |
34,177 |
+2 |
| Jun04 |
040224 |
10610 |
10650 |
10590 |
10640 |
-200 |
23 |
368 |
+22 |
| Total Volume and Open Interest |
2,546 |
34,557 |
+24 |
| Nikkei 225(SIMEX) |
| Mar04 |
040224 |
10835 |
10855 |
10635 |
10665 |
-220 |
25,172 |
163,365 |
+3,789 |
| Jun04 |
040224 |
10800 |
10800 |
10620 |
10620 |
-220 |
12 |
892 |
+10 |
| Sep04 |
040224 |
10605 |
10605 |
10605 |
10605 |
-220 |
|
|
|
| Total Volume and Open Interest |
25,184 |
164,257 |
+3,799 |
| CAC 40(MATIF) |
| Feb04 |
040224 |
3731.0 |
3735.0 |
3667.5 |
3685.0 |
-46.5 |
59,666 |
450,669 |
+1,372 |
| Mar04 |
040224 |
3736.5 |
3740.0 |
3676.0 |
3691.0 |
-46.0 |
23,415 |
135,449 |
+1,748 |
| Apr04 |
040224 |
3737.5 |
3737.5 |
3689.5 |
3689.5 |
-46.5 |
70 |
13 |
+0 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Mar04 |
040224 |
4064.5 |
4068.0 |
3971.5 |
3994.0 |
-75.5 |
81,193 |
297,464 |
+948 |
| Jun04 |
040224 |
4073.0 |
4086.5 |
3993.5 |
4014.5 |
-75.5 |
462 |
12,150 |
+142 |
| Sep04 |
040224 |
4107.5 |
4107.5 |
4014.0 |
4035.0 |
-76.5 |
266 |
3,740 |
-101 |
| Total Volume and Open Interest |
81,921 |
313,354 |
+989 |
| FT-SE 100(LIFFE) |
| Mar04 |
040224 |
4507.50 |
4518.00 |
4454.50 |
4472.00 |
-25.50 |
60,100 |
426,066 |
-1,999 |
| Jun04 |
040224 |
4517.00 |
4523.00 |
4470.00 |
4480.00 |
-26.50 |
1,583 |
22,695 |
+1,126 |
| Sep04 |
040224 |
4489.50 |
4489.50 |
4489.50 |
4489.50 |
-25.50 |
0 |
12,275 |
+0 |
| Total Volume and Open Interest |
63,333 |
471,777 |
+777 |
| SPI 200(SFE) |
| Mar04 |
040224 |
3328.0 |
3333.0 |
3318.0 |
3320.0 |
-7.0 |
7,882 |
161,014 |
+2,568 |
| Jun04 |
040224 |
3339.0 |
3343.0 |
3330.0 |
3330.0 |
-7.0 |
724 |
4,767 |
+553 |
| Sep04 |
040224 |
3343.0 |
3343.0 |
3342.0 |
3342.0 |
-7.0 |
2 |
1,960 |
+0 |
| Total Volume and Open Interest |
8,609 |
169,980 |
+3,121 |
| GSCI(CME) |
| Mar04 |
040224 |
268.80 |
270.20 |
268.00 |
268.75 |
+2.25 |
114 |
15,083 |
-114 |
| Apr04 |
040224 |
266.00 |
266.00 |
266.00 |
266.00 |
+1.40 |
91 |
91 |
+91 |
| May04 |
040224 |
263.30 |
263.30 |
263.30 |
263.30 |
+0.70 |
0 |
82 |
+0 |
| Total Volume and Open Interest |
205 |
15,256 |
-23 |
| Reuters CRB Index(NYBOT) |
| Apr04 |
040224 |
267.50 |
269.50 |
267.50 |
268.90 |
+3.60 |
40 |
858 |
+6 |
| Jun04 |
040224 |
266.25 |
268.65 |
266.25 |
268.65 |
+3.60 |
0 |
63 |
+0 |
| Aug04 |
040224 |
267.15 |
267.15 |
267.15 |
267.15 |
+3.60 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
40 |
923 |
+6 |
|
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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