|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed August 08, 2001 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug01 |
010808 |
509.00 |
518.00 |
509.00 |
518.00 |
+9.50 |
1,299 |
2,421 |
-490 |
| Sep01 |
010808 |
508.00 |
513.75 |
506.50 |
510.50 |
+3.75 |
5,443 |
19,710 |
-262 |
| Nov01 |
010808 |
502.00 |
507.50 |
500.50 |
502.00 |
+2.00 |
27,300 |
86,635 |
+1,321 |
| Jan02 |
010808 |
504.50 |
510.50 |
504.00 |
504.75 |
+1.25 |
1,046 |
13,965 |
-46 |
| Mar02 |
010808 |
508.00 |
514.00 |
507.50 |
507.75 |
+1.25 |
1,367 |
14,554 |
-263 |
| May02 |
010808 |
505.00 |
510.50 |
505.00 |
506.50 |
+1.00 |
1,453 |
16,628 |
+301 |
| Jul02 |
010808 |
508.00 |
511.00 |
506.00 |
506.00 |
+1.50 |
478 |
8,092 |
+85 |
| Total Volume and Open Interest |
38,501 |
163,799 |
+609 |
| Soybean Meal(CBOT) |
| Aug01 |
010808 |
174.70 |
175.90 |
174.50 |
174.60 |
-0.30 |
3,354 |
8,929 |
-1,116 |
| Sep01 |
010808 |
170.20 |
171.40 |
169.30 |
169.70 |
-0.10 |
5,356 |
24,406 |
-170 |
| Oct01 |
010808 |
164.50 |
166.30 |
163.00 |
163.40 |
-0.40 |
907 |
13,686 |
-57 |
| Dec01 |
010808 |
163.20 |
165.50 |
162.20 |
162.50 |
-0.20 |
5,985 |
51,004 |
-713 |
| Jan02 |
010808 |
163.10 |
165.20 |
162.30 |
162.40 |
-0.10 |
920 |
12,403 |
-118 |
| Mar02 |
010808 |
162.00 |
164.00 |
160.50 |
160.80 |
-0.80 |
1,625 |
9,165 |
-91 |
| May02 |
010808 |
160.50 |
162.00 |
157.90 |
158.00 |
-1.40 |
998 |
7,348 |
+110 |
| Jul02 |
010808 |
159.50 |
162.20 |
157.50 |
157.50 |
-2.00 |
1,863 |
3,963 |
+95 |
| Total Volume and Open Interest |
21,261 |
132,922 |
-1,968 |
| Soybean Oil(CBOT) |
| Aug01 |
010808 |
18.75 |
18.78 |
18.59 |
18.78 |
+0.14 |
3,480 |
2,633 |
-224 |
| Sep01 |
010808 |
18.90 |
18.95 |
18.74 |
18.90 |
+0.12 |
8,510 |
32,653 |
-2,106 |
| Oct01 |
010808 |
19.05 |
19.08 |
18.90 |
19.04 |
+0.12 |
1,014 |
16,948 |
+109 |
| Dec01 |
010808 |
19.35 |
19.43 |
19.20 |
19.37 |
+0.12 |
9,056 |
68,987 |
+736 |
| Jan02 |
010808 |
19.45 |
19.56 |
19.37 |
19.53 |
+0.12 |
1,423 |
14,906 |
+1,161 |
| Mar02 |
010808 |
19.60 |
19.75 |
19.55 |
19.72 |
+0.13 |
188 |
8,700 |
-5 |
| May02 |
010808 |
19.85 |
19.95 |
19.77 |
19.91 |
+0.16 |
1,394 |
9,637 |
+330 |
| Jul02 |
010808 |
19.98 |
20.07 |
19.98 |
20.07 |
+0.17 |
870 |
4,247 |
+10 |
| Total Volume and Open Interest |
26,012 |
161,093 |
-9 |
| Canola(WCE) |
| Aug01 |
010808 |
360.0 |
360.0 |
359.0 |
359.0 |
+1.0 |
0 |
10 |
+0 |
| Sep01 |
010808 |
361.0 |
361.0 |
361.0 |
361.0 |
+2.5 |
30 |
1,292 |
+30 |
| Nov01 |
010808 |
358.5 |
360.9 |
357.5 |
359.5 |
+1.5 |
2,884 |
59,732 |
-405 |
| Jan02 |
010808 |
358.5 |
359.7 |
358.5 |
359.7 |
+1.2 |
167 |
4,666 |
-89 |
| Mar02 |
010808 |
359.0 |
359.3 |
358.6 |
358.7 |
+0.1 |
839 |
4,671 |
+270 |
| Total Volume and Open Interest |
4,117 |
72,379 |
-87 |
| Corn(CBOT) |
| Sep01 |
010808 |
216.50 |
218.75 |
216.25 |
217.50 |
+1.50 |
16,748 |
110,854 |
-2,231 |
| Nov01 |
010808 |
224.75 |
226.50 |
224.25 |
225.50 |
+1.75 |
7 |
229 |
-1 |
| Dec01 |
010808 |
228.50 |
230.75 |
228.00 |
229.50 |
+1.75 |
29,926 |
199,706 |
+4,500 |
| Jan02 |
010808 |
234.00 |
234.00 |
232.50 |
233.50 |
+2.00 |
2 |
382 |
+0 |
| Mar02 |
010808 |
238.50 |
241.00 |
238.50 |
239.75 |
+1.75 |
1,602 |
37,887 |
+118 |
| May02 |
010808 |
243.25 |
245.25 |
243.25 |
243.50 |
+0.25 |
341 |
11,009 |
+78 |
| Total Volume and Open Interest |
49,397 |
390,458 |
+2,708 |
| Wheat(CBOT) |
| Sep01 |
010808 |
267.00 |
269.50 |
265.00 |
268.50 |
+1.50 |
5,790 |
51,945 |
-1,500 |
| Dec01 |
010808 |
282.00 |
286.00 |
280.00 |
284.25 |
+1.50 |
13,291 |
58,264 |
+1,829 |
| Mar02 |
010808 |
295.25 |
298.00 |
293.75 |
297.00 |
+1.00 |
1,322 |
23,313 |
+386 |
| May02 |
010808 |
300.00 |
302.00 |
299.50 |
301.50 |
+1.00 |
31 |
1,776 |
+20 |
| Jul02 |
010808 |
305.00 |
306.50 |
304.00 |
306.50 |
+2.00 |
196 |
3,749 |
+34 |
| Total Volume and Open Interest |
20,678 |
139,798 |
+763 |
| Wheat(KCBT) |
| Sep01 |
010808 |
299.00 |
300.00 |
297.00 |
299.00 |
+0.25 |
2,707 |
42,154 |
-1,044 |
| Dec01 |
010808 |
313.75 |
315.00 |
312.00 |
315.00 |
+1.00 |
2,190 |
31,583 |
+184 |
| Mar02 |
010808 |
325.75 |
327.00 |
324.25 |
327.00 |
+1.25 |
246 |
9,081 |
+139 |
| May02 |
010808 |
333.00 |
333.00 |
333.00 |
333.00 |
+1.50 |
17 |
968 |
+8 |
| Jul02 |
010808 |
335.50 |
335.50 |
335.00 |
335.00 |
-0.50 |
11 |
183 |
+7 |
| Total Volume and Open Interest |
5,171 |
83,971 |
-706 |
| Wheat(MGE) |
| Sep01 |
010808 |
310.25 |
311.50 |
308.50 |
308.50 |
-3.00 |
1,735 |
12,106 |
+76 |
| Dec01 |
010808 |
324.75 |
325.25 |
322.50 |
322.50 |
-2.50 |
1,669 |
8,433 |
+158 |
| Mar02 |
010808 |
337.25 |
337.50 |
335.50 |
335.75 |
-2.25 |
34 |
1,859 |
-7 |
| May02 |
010808 |
343.00 |
343.00 |
343.00 |
343.00 |
-2.00 |
20 |
216 |
+20 |
| Jul02 |
010808 |
351.00 |
351.00 |
351.00 |
351.00 |
-1.00 |
20 |
33 |
+13 |
| Total Volume and Open Interest |
3,478 |
22,688 |
+260 |
| Oats(CBOT) |
| Sep01 |
010808 |
134.00 |
135.25 |
128.50 |
133.00 |
+0.50 |
372 |
4,375 |
-36 |
| Dec01 |
010808 |
132.00 |
134.00 |
129.50 |
132.75 |
+0.75 |
311 |
5,608 |
+54 |
| Mar02 |
010808 |
135.00 |
137.00 |
134.50 |
136.00 |
+1.25 |
44 |
2,150 |
-2 |
| May02 |
010808 |
137.00 |
137.00 |
135.50 |
136.25 |
+0.75 |
1 |
198 |
+1 |
| Total Volume and Open Interest |
729 |
12,336 |
+17 |
| Rough Rice(MCE) |
| Sep01 |
010808 |
4.74 |
4.84 |
4.74 |
4.80 |
+0.06 |
56 |
1,204 |
-8 |
| Nov01 |
010808 |
4.82 |
4.92 |
4.82 |
4.88 |
+0.07 |
108 |
1,307 |
-29 |
| Jan02 |
010808 |
5.05 |
5.12 |
5.05 |
5.12 |
+0.07 |
6 |
510 |
+0 |
| Mar02 |
010808 |
5.36 |
5.36 |
5.36 |
5.36 |
+0.08 |
12 |
325 |
+12 |
| Total Volume and Open Interest |
176 |
3,359 |
-25 |
| Live Cattle(CME) |
| Aug01 |
010808 |
71.400 |
71.725 |
71.375 |
71.525 |
+0.350 |
4,818 |
13,959 |
-2,092 |
| Oct01 |
010808 |
73.600 |
74.225 |
73.600 |
74.100 |
+0.450 |
6,625 |
45,349 |
+1,243 |
| Dec01 |
010808 |
74.600 |
74.950 |
74.550 |
74.775 |
+0.175 |
1,591 |
22,574 |
+93 |
| Feb02 |
010808 |
76.250 |
76.525 |
76.250 |
76.350 |
+0.150 |
851 |
15,188 |
+143 |
| Apr02 |
010808 |
77.800 |
77.925 |
77.750 |
77.925 |
+0.125 |
189 |
6,285 |
+85 |
| Jun02 |
010808 |
73.550 |
73.750 |
73.550 |
73.550 |
+0.025 |
96 |
4,336 |
-27 |
| Total Volume and Open Interest |
14,171 |
107,702 |
-554 |
| Feeder Cattle(CME) |
| Aug01 |
010808 |
88.900 |
89.000 |
88.400 |
88.750 |
-0.100 |
624 |
4,646 |
-178 |
| Sep01 |
010808 |
89.150 |
89.200 |
88.750 |
89.075 |
unch |
256 |
2,035 |
+45 |
| Oct01 |
010808 |
89.350 |
89.600 |
89.050 |
89.250 |
unch |
411 |
4,035 |
+72 |
| Nov01 |
010808 |
89.925 |
90.000 |
89.600 |
90.000 |
+0.200 |
112 |
2,967 |
+3 |
| Jan02 |
010808 |
89.900 |
90.000 |
89.750 |
89.975 |
+0.025 |
52 |
1,287 |
+3 |
| Mar02 |
010808 |
88.750 |
89.100 |
88.750 |
89.100 |
+0.125 |
13 |
230 |
+1 |
| Apr02 |
010808 |
89.000 |
89.000 |
89.000 |
89.000 |
unch |
5 |
142 |
+2 |
| Total Volume and Open Interest |
1,473 |
15,387 |
-52 |
| Lean Hogs(CME) |
| Aug01 |
010808 |
71.150 |
71.650 |
70.675 |
71.600 |
+0.550 |
5,018 |
8,291 |
-1,222 |
| Oct01 |
010808 |
59.150 |
59.700 |
58.850 |
59.625 |
+0.250 |
5,432 |
27,921 |
+1,445 |
| Dec01 |
010808 |
54.750 |
55.250 |
54.550 |
55.225 |
+0.400 |
891 |
10,405 |
+63 |
| Feb02 |
010808 |
55.850 |
56.150 |
55.600 |
55.975 |
+0.100 |
156 |
3,587 |
+39 |
| Apr02 |
010808 |
55.850 |
56.150 |
55.850 |
56.150 |
+0.075 |
24 |
923 |
-3 |
| Jun02 |
010808 |
64.200 |
64.450 |
63.950 |
64.450 |
+0.075 |
5 |
248 |
+4 |
| Jul02 |
010808 |
62.900 |
62.900 |
62.900 |
62.900 |
-0.100 |
0 |
76 |
+0 |
| Aug02 |
010808 |
59.825 |
59.825 |
59.825 |
59.825 |
unch |
0 |
31 |
+0 |
| Total Volume and Open Interest |
11,528 |
51,758 |
+327 |
| Pork Bellies(CME) |
| Aug01 |
010808 |
95.800 |
96.800 |
94.000 |
95.975 |
-0.875 |
512 |
1,542 |
-218 |
| Feb02 |
010808 |
77.250 |
78.175 |
76.050 |
77.525 |
-0.375 |
483 |
1,317 |
+60 |
| Mar02 |
010808 |
77.400 |
77.900 |
76.550 |
76.550 |
-0.725 |
8 |
45 |
+2 |
| May02 |
010808 |
82.000 |
82.000 |
82.000 |
82.000 |
unch |
5 |
19 |
+5 |
| Jul02 |
010808 |
82.000 |
82.000 |
82.000 |
82.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,008 |
2,924 |
-151 |
| Cocoa(NYBOT) |
| Sep01 |
010808 |
1003 |
1022 |
990 |
1011 |
+8 |
8,022 |
17,128 |
-2,286 |
| Dec01 |
010808 |
995 |
1022 |
990 |
1012 |
+10 |
4,754 |
25,078 |
+355 |
| Mar02 |
010808 |
990 |
1006 |
986 |
1006 |
+10 |
893 |
17,255 |
-32 |
| May02 |
010808 |
1012 |
1025 |
1003 |
1016 |
+10 |
1,322 |
8,439 |
+617 |
| Jul02 |
010808 |
1014 |
1034 |
1014 |
1025 |
+7 |
290 |
6,477 |
-94 |
| Sep02 |
010808 |
1040 |
1040 |
1040 |
1040 |
+7 |
90 |
6,221 |
+20 |
| Dec02 |
010808 |
1061 |
1061 |
1061 |
1061 |
+9 |
2 |
11,062 |
+0 |
| Total Volume and Open Interest |
15,406 |
102,622 |
-1,430 |
| Coffee "C"(NYBOT) |
| Sep01 |
010808 |
50.00 |
50.45 |
49.60 |
49.65 |
-0.05 |
5,355 |
32,338 |
-709 |
| Dec01 |
010808 |
53.50 |
54.10 |
53.35 |
53.45 |
-0.05 |
3,072 |
16,298 |
+1,040 |
| Mar02 |
010808 |
57.25 |
57.60 |
56.90 |
56.90 |
-0.10 |
524 |
6,262 |
+114 |
| May02 |
010808 |
59.75 |
59.80 |
59.15 |
59.25 |
-0.35 |
12 |
2,429 |
-13 |
| Jul02 |
010808 |
62.00 |
62.20 |
61.70 |
61.70 |
-0.50 |
20 |
2,152 |
+6 |
| Sep02 |
010808 |
64.30 |
64.30 |
63.95 |
63.95 |
-0.50 |
70 |
933 |
+47 |
| Total Volume and Open Interest |
9,083 |
60,794 |
+482 |
| Orange Juice(NYBOT) |
| Sep01 |
010808 |
76.80 |
77.20 |
76.15 |
76.25 |
-0.85 |
1,091 |
14,384 |
+66 |
| Nov01 |
010808 |
80.50 |
80.75 |
79.90 |
79.90 |
-0.85 |
504 |
5,799 |
+267 |
| Jan02 |
010808 |
83.60 |
83.85 |
83.00 |
83.00 |
-0.85 |
27 |
860 |
-3 |
| Mar02 |
010808 |
86.05 |
86.05 |
86.05 |
86.05 |
-0.80 |
12 |
339 |
+11 |
| May02 |
010808 |
89.05 |
89.05 |
89.05 |
89.05 |
-0.80 |
0 |
734 |
+0 |
| Total Volume and Open Interest |
1,635 |
22,330 |
+342 |
| Sugar #11(NYBOT) |
| Oct01 |
010808 |
7.70 |
7.74 |
7.55 |
7.71 |
-0.01 |
12,788 |
71,707 |
+3,203 |
| Mar02 |
010808 |
7.66 |
7.67 |
7.50 |
7.60 |
-0.06 |
4,748 |
28,194 |
+1,805 |
| May02 |
010808 |
7.53 |
7.54 |
7.40 |
7.46 |
-0.07 |
793 |
6,975 |
-16 |
| Jul02 |
010808 |
7.40 |
7.40 |
7.28 |
7.33 |
-0.07 |
581 |
8,428 |
+155 |
| Oct02 |
010808 |
7.42 |
7.44 |
7.34 |
7.36 |
-0.08 |
419 |
4,491 |
-27 |
| Total Volume and Open Interest |
19,641 |
122,263 |
+5,299 |
| London Cocoa(LCE) |
| Sep01 |
010808 |
742 |
743 |
730 |
736 |
-2 |
3,466 |
40,487 |
-1,128 |
| Dec01 |
010808 |
755 |
761 |
751 |
754 |
-2 |
2,026 |
33,654 |
-119 |
| Mar02 |
010808 |
768 |
775 |
768 |
770 |
-2 |
1,805 |
37,395 |
+114 |
| May02 |
010808 |
784 |
790 |
781 |
783 |
-2 |
1,500 |
25,516 |
+919 |
| Jul02 |
010808 |
792 |
800 |
791 |
795 |
-1 |
663 |
12,850 |
+354 |
| Sep02 |
010808 |
805 |
805 |
805 |
805 |
-1 |
32 |
9,240 |
-68 |
| Dec02 |
010808 |
823 |
823 |
823 |
823 |
-1 |
50 |
534 |
+0 |
| Total Volume and Open Interest |
9,652 |
161,865 |
+82 |
| London Coffee(LCE) |
| Sep01 |
010808 |
470.00 |
482.00 |
470.00 |
477.00 |
+2.00 |
3,512 |
20,388 |
-1,299 |
| Nov01 |
010808 |
482.00 |
495.00 |
482.00 |
491.00 |
+2.00 |
2,434 |
41,556 |
-70 |
| Jan02 |
010808 |
499.00 |
508.00 |
498.00 |
503.00 |
unch |
1,342 |
19,793 |
+85 |
| Mar02 |
010808 |
518.00 |
523.00 |
515.00 |
521.00 |
+1.00 |
471 |
8,770 |
+174 |
| May02 |
010808 |
535.00 |
538.00 |
532.00 |
535.00 |
unch |
410 |
6,646 |
+262 |
| Jul02 |
010808 |
548.00 |
558.00 |
545.00 |
550.00 |
unch |
219 |
2,345 |
-31 |
| Total Volume and Open Interest |
8,638 |
101,143 |
-765 |
| London Sugar(LCE) |
| Aug01 |
010716 |
272.00 |
283.00 |
272.00 |
281.00 |
+5.50 |
2,030 |
6,204 |
-789 |
| Oct01 |
010808 |
235.50 |
236.00 |
233.60 |
233.80 |
-1.10 |
1,575 |
18,620 |
-256 |
| Dec01 |
010808 |
229.40 |
229.40 |
226.70 |
227.00 |
-1.10 |
657 |
8,655 |
+183 |
| Mar02 |
010808 |
228.20 |
228.50 |
225.80 |
226.70 |
-0.90 |
257 |
7,285 |
+126 |
| May02 |
010808 |
225.40 |
226.00 |
222.90 |
222.90 |
-1.70 |
17 |
2,539 |
+1 |
| Total Volume and Open Interest |
2,586 |
40,714 |
+30 |
| Cotton(NYBOT) |
| Oct01 |
010808 |
41.10 |
41.25 |
40.60 |
40.82 |
-0.31 |
450 |
4,150 |
-54 |
| Dec01 |
010808 |
42.57 |
42.80 |
42.15 |
42.42 |
-0.15 |
5,717 |
41,039 |
+629 |
| Mar02 |
010808 |
44.15 |
44.30 |
43.90 |
44.10 |
-0.16 |
317 |
7,207 |
+74 |
| May02 |
010808 |
45.20 |
45.30 |
44.90 |
45.15 |
-0.16 |
86 |
4,820 |
-6 |
| Jul02 |
010808 |
46.25 |
46.30 |
45.85 |
46.14 |
-0.16 |
25 |
3,514 |
+14 |
| Oct02 |
010808 |
46.90 |
46.90 |
46.90 |
46.90 |
unch |
1 |
194 |
+1 |
| Total Volume and Open Interest |
6,607 |
63,702 |
+660 |
| Lumber(CME) |
| Sep01 |
010808 |
330.0 |
331.3 |
317.1 |
326.5 |
-0.6 |
599 |
1,950 |
+77 |
| Nov01 |
010808 |
311.3 |
314.5 |
300.6 |
306.5 |
-3.0 |
222 |
675 |
+19 |
| Jan02 |
010808 |
297.3 |
299.4 |
290.0 |
294.0 |
-2.0 |
111 |
320 |
+26 |
| Mar02 |
010808 |
298.7 |
298.7 |
294.1 |
294.1 |
-4.5 |
2 |
34 |
+1 |
| Total Volume and Open Interest |
934 |
2,979 |
+123 |
| Crude Oil(NYM) |
| Sep01 |
010808 |
28.15 |
28.24 |
27.51 |
27.54 |
-0.40 |
68,661 |
101,167 |
-1,552 |
| Oct01 |
010808 |
27.55 |
27.58 |
26.90 |
26.96 |
-0.39 |
42,215 |
93,592 |
+5,361 |
| Nov01 |
010808 |
27.40 |
27.50 |
26.85 |
26.91 |
-0.33 |
16,903 |
44,655 |
+1,391 |
| Dec01 |
010808 |
27.25 |
27.28 |
26.70 |
26.73 |
-0.30 |
12,644 |
47,865 |
-462 |
| Jan02 |
010808 |
27.02 |
27.02 |
26.49 |
26.49 |
-0.28 |
3,566 |
23,759 |
+644 |
| Feb02 |
010808 |
26.63 |
26.63 |
26.23 |
26.23 |
-0.27 |
1,076 |
12,091 |
+407 |
| Mar02 |
010808 |
26.30 |
26.30 |
25.95 |
25.97 |
-0.26 |
964 |
9,365 |
+340 |
| Apr02 |
010808 |
26.02 |
26.02 |
25.71 |
25.71 |
-0.25 |
1,998 |
9,952 |
-190 |
| May02 |
010808 |
25.75 |
25.75 |
25.46 |
25.46 |
-0.24 |
353 |
6,719 |
+248 |
| Jun02 |
010808 |
25.50 |
25.62 |
25.21 |
25.21 |
-0.23 |
1,944 |
22,098 |
+768 |
| Total Volume and Open Interest |
157,784 |
472,489 |
+8,422 |
| Heating Oil(NYM) |
| Sep01 |
010808 |
73.70 |
74.30 |
72.60 |
73.06 |
-0.37 |
15,290 |
35,207 |
-710 |
| Oct01 |
010808 |
74.40 |
74.90 |
73.20 |
73.59 |
-0.49 |
6,851 |
15,106 |
+1,148 |
| Nov01 |
010808 |
74.90 |
75.60 |
74.25 |
74.29 |
-0.49 |
1,839 |
14,621 |
+624 |
| Dec01 |
010808 |
75.70 |
76.15 |
74.80 |
74.94 |
-0.44 |
2,793 |
25,261 |
+83 |
| Jan02 |
010808 |
76.20 |
76.50 |
75.20 |
75.29 |
-0.44 |
1,564 |
15,707 |
-149 |
| Feb02 |
010808 |
75.70 |
75.90 |
74.64 |
74.64 |
-0.44 |
1,262 |
12,440 |
+356 |
| Mar02 |
010808 |
73.60 |
73.70 |
72.60 |
72.64 |
-0.44 |
656 |
12,098 |
+262 |
| Apr02 |
010808 |
71.45 |
71.45 |
70.44 |
70.44 |
-0.44 |
434 |
3,707 |
+46 |
| May02 |
010808 |
69.70 |
69.70 |
68.34 |
68.34 |
-0.44 |
193 |
2,954 |
+6 |
| Jun02 |
010808 |
67.75 |
67.75 |
67.34 |
67.34 |
-0.44 |
180 |
2,738 |
+28 |
| Total Volume and Open Interest |
31,231 |
144,801 |
+1,680 |
| Unleaded Gas(NYM) |
| Sep01 |
010808 |
77.90 |
78.40 |
76.80 |
76.89 |
-0.96 |
20,784 |
33,430 |
+636 |
| Oct01 |
010808 |
75.60 |
76.05 |
74.30 |
74.44 |
-1.05 |
8,919 |
19,758 |
+491 |
| Nov01 |
010808 |
74.70 |
74.70 |
73.34 |
73.34 |
-0.90 |
2,765 |
7,973 |
+1,115 |
| Dec01 |
010808 |
73.75 |
74.00 |
72.79 |
72.79 |
-0.80 |
923 |
5,957 |
+176 |
| Jan02 |
010808 |
73.65 |
73.65 |
72.69 |
72.69 |
-0.72 |
360 |
4,293 |
+32 |
| Feb02 |
010808 |
73.90 |
73.90 |
72.94 |
72.94 |
-0.67 |
334 |
3,129 |
-192 |
| Mar02 |
010808 |
73.54 |
73.54 |
73.54 |
73.54 |
-0.62 |
154 |
2,531 |
-15 |
| Apr02 |
010808 |
78.99 |
78.99 |
78.99 |
78.99 |
-0.62 |
286 |
6,582 |
+269 |
| Total Volume and Open Interest |
34,597 |
92,149 |
+2,522 |
| Natural Gas(NYM) |
| Sep01 |
010808 |
3.030 |
3.080 |
2.980 |
3.036 |
+0.065 |
27,774 |
56,486 |
+3,378 |
| Oct01 |
010808 |
3.070 |
3.105 |
3.020 |
3.074 |
+0.062 |
7,219 |
55,658 |
+1,678 |
| Nov01 |
010808 |
3.330 |
3.360 |
3.280 |
3.324 |
+0.049 |
3,848 |
35,754 |
+136 |
| Dec01 |
010808 |
3.605 |
3.630 |
3.560 |
3.607 |
+0.055 |
4,755 |
31,716 |
+724 |
| Jan02 |
010808 |
3.725 |
3.750 |
3.690 |
3.730 |
+0.058 |
2,089 |
33,066 |
-387 |
| Feb02 |
010808 |
3.600 |
3.670 |
3.600 |
3.658 |
+0.056 |
1,421 |
24,311 |
+276 |
| Mar02 |
010808 |
3.530 |
3.590 |
3.500 |
3.558 |
+0.054 |
2,243 |
21,892 |
-60 |
| Apr02 |
010808 |
3.390 |
3.430 |
3.375 |
3.418 |
+0.054 |
1,090 |
30,571 |
-234 |
| Total Volume and Open Interest |
56,045 |
485,080 |
+8,901 |
| Brent Crude Oil(IPE) |
| Sep01 |
010808 |
26.28 |
26.41 |
25.57 |
25.70 |
-0.38 |
26,395 |
50,703 |
-5,884 |
| Oct01 |
010808 |
26.40 |
26.61 |
25.87 |
25.91 |
-0.45 |
22,912 |
51,151 |
+1,916 |
| Nov01 |
010808 |
26.45 |
26.51 |
25.88 |
25.95 |
-0.38 |
6,010 |
18,428 |
+568 |
| Dec01 |
010808 |
26.16 |
26.25 |
25.70 |
25.74 |
-0.33 |
5,896 |
35,920 |
-898 |
| Jan02 |
010808 |
25.82 |
25.82 |
25.36 |
25.36 |
-0.32 |
2,596 |
19,922 |
+461 |
| Feb02 |
010808 |
25.49 |
25.55 |
25.12 |
25.12 |
-0.30 |
721 |
4,646 |
+62 |
| Mar02 |
010808 |
25.15 |
25.15 |
24.88 |
24.88 |
-0.30 |
1,048 |
4,251 |
+13 |
| Apr02 |
010808 |
24.64 |
24.64 |
24.64 |
24.64 |
-0.31 |
1,848 |
3,072 |
+252 |
| Total Volume and Open Interest |
69,698 |
219,792 |
-2,310 |
| Gas Oil(IPE) |
| Aug01 |
010808 |
229.00 |
230.50 |
228.00 |
229.00 |
-0.75 |
8,787 |
17,098 |
-5,056 |
| Sep01 |
010808 |
228.50 |
230.25 |
227.50 |
228.00 |
-1.00 |
10,102 |
29,266 |
-1,058 |
| Oct01 |
010808 |
230.75 |
230.75 |
228.00 |
228.75 |
-1.00 |
4,110 |
18,089 |
+256 |
| Nov01 |
010808 |
230.00 |
230.00 |
228.75 |
229.25 |
-0.75 |
1,640 |
12,840 |
+239 |
| Dec01 |
010808 |
229.75 |
230.00 |
228.50 |
228.75 |
-0.75 |
1,980 |
25,000 |
+834 |
| Jan02 |
010808 |
228.00 |
228.00 |
227.75 |
227.75 |
-0.75 |
1,495 |
10,286 |
+695 |
| Feb02 |
010808 |
225.00 |
225.00 |
225.00 |
225.00 |
-0.75 |
0 |
4,176 |
+0 |
| Mar02 |
010808 |
222.75 |
222.75 |
221.25 |
221.25 |
-0.75 |
0 |
3,473 |
+0 |
| Total Volume and Open Interest |
29,184 |
130,249 |
-3,986 |
| US Dollar Index(NYBOT) |
| Sep01 |
010808 |
117.10 |
117.25 |
116.65 |
116.65 |
-0.37 |
589 |
6,164 |
-274 |
| Dec01 |
010808 |
117.34 |
117.34 |
116.96 |
116.96 |
-0.38 |
26 |
2,046 |
-5 |
| Mar02 |
010808 |
117.28 |
117.28 |
117.28 |
117.28 |
-0.38 |
|
|
|
| Total Volume and Open Interest |
615 |
8,210 |
-279 |
| Australian Dollar(IMM) |
| Sep01 |
010808 |
51.48 |
51.90 |
51.46 |
51.89 |
+0.36 |
723 |
20,674 |
+89 |
| Dec01 |
010808 |
51.40 |
51.72 |
51.40 |
51.72 |
+0.36 |
29 |
247 |
+11 |
| Mar02 |
010808 |
51.55 |
51.55 |
51.55 |
51.55 |
+0.36 |
0 |
308 |
+0 |
| Total Volume and Open Interest |
752 |
21,232 |
+100 |
| British Pound(IMM) |
| Sep01 |
010808 |
141.44 |
141.48 |
141.08 |
141.44 |
-0.08 |
5,265 |
33,736 |
-597 |
| Dec01 |
010808 |
140.50 |
140.88 |
140.50 |
140.88 |
-0.08 |
14 |
183 |
+9 |
| Mar02 |
010808 |
140.26 |
140.26 |
140.26 |
140.26 |
-0.08 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
5,279 |
33,927 |
-588 |
| Canadian Dollar(IMM) |
| Sep01 |
010808 |
65.16 |
65.30 |
65.05 |
65.11 |
+0.03 |
9,952 |
47,684 |
+1,176 |
| Dec01 |
010808 |
65.19 |
65.22 |
65.00 |
65.03 |
+0.03 |
79 |
3,954 |
+16 |
| Mar02 |
010808 |
64.98 |
64.98 |
64.98 |
64.98 |
+0.03 |
10 |
634 |
+1 |
| Jun02 |
010808 |
65.04 |
65.04 |
64.94 |
64.94 |
+0.03 |
0 |
367 |
+0 |
| Total Volume and Open Interest |
10,042 |
52,698 |
+1,193 |
| Japanese Yen(IMM) |
| Sep01 |
010808 |
81.50 |
81.76 |
81.34 |
81.36 |
+0.05 |
4,331 |
103,200 |
+0 |
| Dec01 |
010808 |
82.40 |
82.41 |
82.06 |
82.06 |
+0.05 |
5 |
1,648 |
+2 |
| Mar02 |
010808 |
82.78 |
82.78 |
82.78 |
82.78 |
+0.05 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
4,336 |
105,044 |
+2 |
| Deutsche Mark(IMM) |
| Sep01 |
010808 |
44.98 |
44.98 |
44.98 |
44.98 |
+0.18 |
0 |
333 |
-2 |
| Dec01 |
010808 |
44.91 |
44.91 |
44.91 |
44.91 |
+0.18 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
334 |
-2 |
| Swiss Franc(IMM) |
| Sep01 |
010808 |
58.23 |
58.54 |
58.19 |
58.52 |
+0.27 |
7,839 |
54,521 |
+410 |
| Dec01 |
010808 |
58.26 |
58.63 |
58.26 |
58.60 |
+0.26 |
23 |
491 |
-4 |
| Mar02 |
010808 |
58.72 |
58.72 |
58.72 |
58.72 |
+0.26 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
7,862 |
55,078 |
+406 |
| EuroFX(IMM) |
| Sep01 |
010808 |
87.53 |
87.99 |
87.46 |
87.98 |
+0.35 |
10,032 |
91,386 |
-1,281 |
| Dec01 |
010808 |
87.40 |
87.83 |
87.33 |
87.83 |
+0.35 |
266 |
2,346 |
+170 |
| Mar02 |
010808 |
87.48 |
87.75 |
87.48 |
87.75 |
+0.35 |
0 |
436 |
+0 |
| Total Volume and Open Interest |
10,311 |
94,227 |
-1,100 |
| Mexican Peso(IMM) |
| Sep01 |
010808 |
10940.0 |
10950.0 |
10900.0 |
10930.0 |
+42.5 |
5,543 |
27,858 |
+3,538 |
| Dec01 |
010808 |
10703.0 |
10725.0 |
10702.5 |
10712.5 |
+39.5 |
54 |
1,412 |
-14 |
| Total Volume and Open Interest |
5,644 |
32,155 |
+3,527 |
| 30-Year T-Bonds(CBOT) |
| Sep01 |
010808 |
102~29 |
104~04 |
102~28 |
103~30 |
+1~01 |
140,849 |
467,099 |
-3,927 |
| Dec01 |
010808 |
102~09 |
103~11 |
102~05 |
103~06 |
+1~01 |
6,253 |
36,099 |
+3,277 |
| Mar02 |
010808 |
102~16 |
102~16 |
102~16 |
102~16 |
+1~01 |
20 |
226 |
-4 |
| Total Volume and Open Interest |
147,122 |
503,477 |
-654 |
| Municipal Bonds(CBOT) |
| Sep01 |
010808 |
106~01 |
106~22 |
106~01 |
106~21 |
+0~22 |
404 |
11,844 |
+43 |
| Dec01 |
010808 |
105~24 |
105~24 |
105~24 |
105~24 |
+0~22 |
1 |
3 |
+0 |
| Total Volume and Open Interest |
404 |
11,847 |
+43 |
| 10-Year T-Notes(CBOT) |
| Sep01 |
010808 |
105~105 |
106~070 |
105~100 |
106~030 |
+0~250 |
122,744 |
537,602 |
+2,818 |
| Dec01 |
010808 |
104~180 |
105~130 |
104~175 |
105~100 |
+0~260 |
1,447 |
36,716 |
+541 |
| Total Volume and Open Interest |
124,191 |
574,318 |
+3,359 |
| 5-Year T-Notes(CBOT) |
| Sep01 |
010808 |
105~005 |
105~155 |
104~315 |
105~135 |
+0~160 |
33,862 |
462,600 |
-1,980 |
| Dec01 |
010808 |
104~200 |
105~025 |
104~200 |
105~025 |
+0~170 |
1,591 |
14,777 |
+950 |
| Total Volume and Open Interest |
35,453 |
477,377 |
-1,030 |
| 2 Year T-Notes(CBOT) |
| Sep01 |
010808 |
103~062 |
103~091 |
103~062 |
103~086 |
+0~028 |
5,592 |
59,857 |
+864 |
| Dec01 |
010808 |
103~019 |
103~042 |
103~019 |
103~042 |
+0~030 |
2,623 |
2,800 |
+789 |
| Total Volume and Open Interest |
8,215 |
62,657 |
+1,653 |
| 3-Mth T-Bills(IMM) |
| Sep01 |
010808 |
96.66 |
96.71 |
96.66 |
96.71 |
+0.06 |
8 |
2,357 |
+0 |
| Total Volume and Open Interest |
8 |
2,357 |
+0 |
| Eurodollars(IMM) |
| Sep01 |
010808 |
96.445 |
96.490 |
96.440 |
96.485 |
+0.055 |
42,785 |
692,627 |
-3,281 |
| Dec01 |
010808 |
96.315 |
96.385 |
96.315 |
96.375 |
+0.080 |
69,377 |
673,929 |
+5,015 |
| Mar02 |
010808 |
96.175 |
96.275 |
96.175 |
96.265 |
+0.110 |
73,903 |
501,560 |
+2,187 |
| Jun02 |
010808 |
95.855 |
95.960 |
95.855 |
95.945 |
+0.115 |
60,648 |
553,351 |
+5,554 |
| Sep02 |
010808 |
95.475 |
95.590 |
95.475 |
95.575 |
+0.120 |
35,037 |
417,679 |
-5,684 |
| Dec02 |
010808 |
95.065 |
95.195 |
95.065 |
95.180 |
+0.125 |
30,126 |
338,353 |
-3,895 |
| Mar03 |
010808 |
94.835 |
94.950 |
94.835 |
94.940 |
+0.130 |
13,350 |
251,733 |
-400 |
| Jun03 |
010808 |
94.550 |
94.690 |
94.550 |
94.675 |
+0.135 |
11,135 |
157,294 |
+2,786 |
| Sep03 |
010808 |
94.370 |
94.480 |
94.370 |
94.470 |
+0.130 |
4,776 |
145,113 |
+499 |
| Dec03 |
010808 |
94.150 |
94.260 |
94.150 |
94.245 |
+0.125 |
4,395 |
112,113 |
-88 |
| Mar04 |
010808 |
94.080 |
94.175 |
94.080 |
94.175 |
+0.125 |
4,223 |
125,185 |
+547 |
| Jun04 |
010808 |
93.955 |
94.065 |
93.945 |
94.045 |
+0.120 |
5,681 |
89,354 |
+927 |
| Total Volume and Open Interest |
379,502 |
4,661,940 |
+3,882 |
| 3-Mth Euro-Yen(IMM) |
| Sep01 |
010808 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
688 |
29,206 |
+206 |
| Dec01 |
010808 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.02 |
536 |
12,899 |
-69 |
| Mar02 |
010808 |
99.82 |
99.83 |
99.82 |
99.82 |
+0.01 |
422 |
6,642 |
+445 |
| Jun02 |
010808 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.03 |
324 |
6,106 |
+158 |
| Sep02 |
010808 |
99.80 |
99.81 |
99.80 |
99.81 |
+0.03 |
111 |
6,224 |
+157 |
| Dec02 |
010808 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.04 |
2 |
1,725 |
+350 |
| Mar03 |
010808 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.02 |
0 |
175 |
+0 |
| Jun03 |
010808 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
46 |
+0 |
| Sep03 |
010808 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
| Dec03 |
010808 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,081 |
63,245 |
+1,247 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep01 |
010808 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,087 |
89,096 |
-1,498 |
| Dec01 |
010808 |
99.83 |
99.85 |
99.83 |
99.85 |
+0.02 |
3,752 |
83,911 |
-126 |
| Mar02 |
010808 |
99.81 |
99.83 |
99.81 |
99.83 |
+0.02 |
3,153 |
65,957 |
+905 |
| Jun02 |
010808 |
99.83 |
99.85 |
99.83 |
99.85 |
+0.03 |
1,828 |
50,342 |
+143 |
| Sep02 |
010808 |
99.79 |
99.81 |
99.79 |
99.81 |
+0.03 |
611 |
21,980 |
+271 |
| Dec02 |
010808 |
99.72 |
99.76 |
99.72 |
99.75 |
+0.03 |
31 |
9,435 |
+362 |
| Mar03 |
010808 |
99.71 |
99.72 |
99.71 |
99.72 |
+0.03 |
539 |
13,037 |
+219 |
| Jun03 |
010808 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.02 |
0 |
15,064 |
+0 |
| Total Volume and Open Interest |
11,101 |
365,898 |
+276 |
| Euro Notional Bond(MATIF) |
| Sep01 |
010808 |
89.43 |
89.60 |
89.29 |
89.42 |
-0.04 |
4,985 |
88,214 |
+288 |
| Dec01 |
010808 |
89.36 |
89.36 |
89.36 |
89.36 |
-0.04 |
|
|
|
| Mar02 |
010808 |
89.41 |
89.41 |
89.41 |
89.41 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
4,985 |
88,214 |
+288 |
| 3-Month Euribor(MATIF) |
| Sep01 |
010808 |
95.75 |
95.75 |
95.75 |
95.75 |
unch |
0 |
2,411 |
+0 |
| Dec01 |
010808 |
95.95 |
95.95 |
95.95 |
95.95 |
unch |
0 |
2,845 |
+0 |
| Mar02 |
010808 |
96.05 |
96.05 |
96.05 |
96.05 |
-0.05 |
0 |
2,592 |
+0 |
| Total Volume and Open Interest |
0 |
9,049 |
+0 |
| German Euro-Bund(EUREX) |
| Sep01 |
010808 |
108.30 |
108.35 |
108.11 |
108.35 |
+0.09 |
492,140 |
609,554 |
-10,589 |
| Dec01 |
010808 |
107.76 |
107.91 |
107.67 |
107.91 |
+0.11 |
3,043 |
20,462 |
+1,329 |
| Mar02 |
010808 |
107.77 |
107.77 |
107.77 |
107.77 |
+0.09 |
2,020 |
1,000 |
+0 |
| Total Volume and Open Interest |
497,203 |
631,016 |
-9,260 |
| German Euro-Bobl(EUREX) |
| Sep01 |
010808 |
106.83 |
106.83 |
106.69 |
106.78 |
-0.01 |
264,431 |
448,747 |
-19,017 |
| Dec01 |
010808 |
106.74 |
106.74 |
106.53 |
106.69 |
+0.07 |
22,581 |
62,391 |
+7,467 |
| Mar02 |
010808 |
106.43 |
106.43 |
106.43 |
106.43 |
+0.09 |
2,065 |
1,846 |
+0 |
| Total Volume and Open Interest |
289,077 |
512,984 |
-11,550 |
| Long Gilt(LIFFE) |
| Sep01 |
010808 |
114~17 |
115~06 |
114~16 |
115~02 |
+0~15 |
23,215 |
71,101 |
+331 |
| Dec01 |
010808 |
114~10 |
114~13 |
114~10 |
114~12 |
+0~15 |
0 |
1,749 |
+0 |
| Total Volume and Open Interest |
23,215 |
72,850 |
+331 |
| 3-Mth Short Sterling(LIFFE) |
| Sep01 |
010808 |
95.06 |
95.08 |
95.04 |
95.06 |
unch |
20,290 |
0 |
+0 |
| Dec01 |
010808 |
95.08 |
95.12 |
95.05 |
95.11 |
+0.02 |
32,744 |
0 |
+0 |
| Mar02 |
010808 |
94.95 |
94.99 |
94.92 |
94.97 |
+0.01 |
28,280 |
0 |
+0 |
| Total Volume and Open Interest |
123,800 |
|
|
| 3-Mth Euribor(LIFFE) |
| Sep01 |
010808 |
95.745 |
95.755 |
95.735 |
95.740 |
-0.015 |
74,479 |
469,378 |
+7,586 |
| Dec01 |
010808 |
95.955 |
95.960 |
95.935 |
95.940 |
-0.025 |
36,670 |
373,524 |
+1,760 |
| Mar02 |
010808 |
96.065 |
96.075 |
96.050 |
96.060 |
-0.020 |
42,335 |
317,108 |
+7,320 |
| Total Volume and Open Interest |
219,014 |
1,860,801 |
+16,512 |
| 3-Mth Aus T-Bills(SFE) |
| Sep01 |
010808 |
95.03 |
95.03 |
95.00 |
95.02 |
-0.02 |
15,295 |
164,939 |
-3,347 |
| Dec01 |
010808 |
94.97 |
94.98 |
94.95 |
94.97 |
-0.02 |
14,741 |
91,797 |
+1,536 |
| Mar02 |
010808 |
94.79 |
94.81 |
94.78 |
94.79 |
-0.02 |
4,109 |
49,894 |
+1,241 |
| Jun02 |
010808 |
94.49 |
94.51 |
94.48 |
94.50 |
-0.01 |
835 |
24,456 |
-40 |
| Sep02 |
010808 |
94.21 |
94.21 |
94.18 |
94.20 |
-0.01 |
322 |
13,683 |
-48 |
| Dec02 |
010808 |
93.98 |
93.98 |
93.97 |
93.97 |
-0.01 |
491 |
10,230 |
+86 |
| Mar03 |
010808 |
93.79 |
93.79 |
93.79 |
93.79 |
-0.01 |
105 |
4,907 |
+38 |
| Jun03 |
010808 |
93.65 |
93.65 |
93.65 |
93.65 |
-0.01 |
178 |
3,717 |
-55 |
| Sep03 |
010808 |
93.55 |
93.55 |
93.55 |
93.55 |
-0.01 |
0 |
1,595 |
+0 |
| Dec03 |
010808 |
93.47 |
93.47 |
93.47 |
93.47 |
-0.01 |
10 |
1,095 |
+0 |
| Total Volume and Open Interest |
36,096 |
369,276 |
-579 |
| 10-Year Aus T-Bonds(SFE) |
| Sep01 |
010808 |
93.96 |
94.06 |
93.96 |
94.04 |
+0.09 |
5,029 |
141,367 |
-5,928 |
| Dec01 |
010808 |
93.91 |
93.91 |
93.91 |
93.91 |
-0.07 |
0 |
108 |
+0 |
| Total Volume and Open Interest |
2,942 |
146,726 |
+0 |
| 3-Year Aus T-Bonds(SFE) |
| Sep01 |
010808 |
94.42 |
94.43 |
94.40 |
94.42 |
-0.02 |
22,486 |
324,655 |
+7,221 |
| Dec01 |
010808 |
94.40 |
94.40 |
94.40 |
94.40 |
unch |
|
|
|
| Total Volume and Open Interest |
22,486 |
324,655 |
+7,221 |
| Gold(CMX) |
| Aug01 |
010808 |
266.1 |
268.0 |
265.9 |
267.9 |
+0.7 |
156 |
337 |
-24 |
| Oct01 |
010808 |
267.5 |
269.6 |
267.5 |
269.3 |
+0.7 |
91 |
10,608 |
-19 |
| Dec01 |
010808 |
269.0 |
271.2 |
268.7 |
270.7 |
+0.8 |
12,903 |
63,030 |
-1,927 |
| Feb02 |
010808 |
270.0 |
271.6 |
270.0 |
271.6 |
+0.8 |
152 |
7,608 |
-150 |
| Apr02 |
010808 |
272.5 |
272.5 |
272.5 |
272.5 |
+0.8 |
0 |
1,942 |
+0 |
| Jun02 |
010808 |
272.6 |
274.0 |
271.7 |
273.5 |
+0.8 |
1 |
5,666 |
+1 |
| Total Volume and Open Interest |
13,588 |
98,582 |
-1,838 |
| Silver(CMX) |
| Sep01 |
010808 |
414.5 |
416.5 |
412.5 |
415.2 |
-2.0 |
7,300 |
54,798 |
-822 |
| Dec01 |
010808 |
420.0 |
420.5 |
417.5 |
419.5 |
-2.1 |
1,548 |
13,879 |
+517 |
| Mar02 |
010808 |
423.0 |
423.5 |
421.0 |
423.5 |
-2.1 |
94 |
2,603 |
+32 |
| May02 |
010808 |
425.6 |
425.6 |
425.6 |
425.6 |
-2.1 |
0 |
903 |
+0 |
| Jul02 |
010808 |
427.9 |
427.9 |
427.9 |
427.9 |
-2.1 |
22 |
1,246 |
+0 |
| Total Volume and Open Interest |
8,977 |
78,056 |
-263 |
| Platinum(NYM) |
| Oct01 |
010808 |
443.0 |
445.0 |
438.0 |
441.5 |
+1.1 |
843 |
5,681 |
+33 |
| Jan02 |
010808 |
442.0 |
442.0 |
437.5 |
437.5 |
+2.1 |
2 |
365 |
+0 |
| Total Volume and Open Interest |
843 |
6,046 |
+33 |
| Palladium(NYME) |
| Sep01 |
010808 |
446.00 |
447.00 |
440.00 |
444.00 |
-1.25 |
52 |
1,046 |
+7 |
| Dec01 |
010808 |
448.00 |
448.00 |
448.00 |
448.00 |
-1.25 |
6 |
366 |
+1 |
| Total Volume and Open Interest |
58 |
1,412 |
+8 |
| Copper(CMX) |
| Sep01 |
010808 |
66.45 |
66.60 |
65.90 |
66.15 |
-0.75 |
4,853 |
44,972 |
-591 |
| Dec01 |
010808 |
67.60 |
67.70 |
67.00 |
67.30 |
-0.75 |
1,459 |
16,212 |
+583 |
| Mar02 |
010808 |
68.80 |
68.80 |
68.40 |
68.40 |
-0.75 |
716 |
6,450 |
+590 |
| May02 |
010808 |
69.60 |
69.60 |
69.10 |
69.10 |
-0.75 |
76 |
2,560 |
+39 |
| Jul02 |
010808 |
70.25 |
70.25 |
69.65 |
69.65 |
-0.75 |
17 |
1,270 |
+17 |
| Total Volume and Open Interest |
7,838 |
85,544 |
+822 |
| DJIA Index(CBOT) |
| Sep01 |
010808 |
10410 |
10505 |
10280 |
10303 |
-164 |
12,679 |
28,587 |
-31 |
| Dec01 |
010808 |
10460 |
10565 |
10335 |
10354 |
-166 |
35 |
1,348 |
+13 |
| Mar02 |
010808 |
10500 |
10500 |
10409 |
10409 |
-169 |
0 |
2 |
+0 |
| Jun02 |
010808 |
10469 |
10469 |
10469 |
10469 |
-175 |
|
|
|
| Total Volume and Open Interest |
12,714 |
29,943 |
-18 |
| S & P 500(CME) |
| Sep01 |
010808 |
1201.00 |
1210.80 |
1183.80 |
1185.50 |
-22.20 |
48,765 |
452,274 |
-1,796 |
| Dec01 |
010808 |
1208.50 |
1213.50 |
1192.50 |
1192.60 |
-22.50 |
3,349 |
35,314 |
+3,145 |
| Mar02 |
010808 |
1212.00 |
1212.00 |
1199.60 |
1199.60 |
-22.90 |
22 |
1,214 |
+20 |
| Jun02 |
010808 |
1226.00 |
1227.00 |
1209.00 |
1209.00 |
-23.40 |
4 |
558 |
-2 |
| Total Volume and Open Interest |
52,144 |
489,750 |
+1,369 |
| S & P 500 E-Mini(Globex) |
| Sep01 |
010808 |
1210.00 |
1211.50 |
1183.75 |
1185.50 |
-22.25 |
118,342 |
109,034 |
+848 |
| Dec01 |
010808 |
1205.00 |
1214.00 |
1191.00 |
1192.50 |
-22.50 |
9 |
83 |
+4 |
| Total Volume and Open Interest |
118,351 |
109,117 |
+852 |
| NASDAQ 100(CME) |
| Sep01 |
010808 |
1686.00 |
1720.00 |
1625.00 |
1633.00 |
-72.50 |
9,820 |
53,277 |
+142 |
| Dec01 |
010808 |
1717.00 |
1717.00 |
1647.50 |
1647.50 |
-73.00 |
1 |
37 |
-1 |
| Mar02 |
010808 |
1662.00 |
1662.00 |
1662.00 |
1662.00 |
-73.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
9,821 |
53,316 |
+141 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep01 |
010808 |
1710.0 |
1719.5 |
1625.0 |
1633.0 |
-72.5 |
82,024 |
119,783 |
+1,839 |
| Dec01 |
010808 |
1710.0 |
1710.0 |
1647.5 |
1647.5 |
-73.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
82,024 |
119,786 |
+1,839 |
| NYSE Composite(NYBOT) |
| Sep01 |
010808 |
612.00 |
614.80 |
604.50 |
604.50 |
-9.30 |
1,131 |
5,198 |
-27 |
| Dec01 |
010808 |
607.50 |
607.50 |
607.50 |
607.50 |
-9.30 |
0 |
670 |
+0 |
| Mar02 |
010808 |
610.50 |
610.50 |
610.50 |
610.50 |
-9.30 |
0 |
300 |
+0 |
| Total Volume and Open Interest |
1,131 |
6,168 |
-27 |
| S & P Midcap 400(CME) |
| Sep01 |
010808 |
504.00 |
508.25 |
497.00 |
497.50 |
-9.00 |
710 |
15,937 |
-94 |
| Dec01 |
010808 |
501.10 |
501.10 |
501.10 |
501.10 |
-9.00 |
|
|
|
| Mar02 |
010808 |
506.45 |
506.45 |
506.45 |
506.45 |
-9.00 |
|
|
|
| Total Volume and Open Interest |
710 |
15,937 |
-94 |
| Russell 2000(CME) |
| Sep01 |
010808 |
478.00 |
484.25 |
472.00 |
474.25 |
-6.75 |
1,723 |
20,754 |
-99 |
| Dec01 |
010808 |
481.50 |
481.50 |
481.50 |
481.50 |
-6.75 |
|
|
|
| Mar02 |
010808 |
489.10 |
489.10 |
489.10 |
489.10 |
-6.75 |
|
|
|
| Total Volume and Open Interest |
1,723 |
20,754 |
-99 |
| Value Line(KCBT) |
| Sep01 |
010808 |
1218.25 |
1229.00 |
1204.75 |
1205.50 |
-16.50 |
49 |
291 |
-11 |
| Total Volume and Open Interest |
49 |
294 |
-11 |
| Nikkei 225(CME) |
| Sep01 |
010808 |
12130 |
12175 |
11980 |
11985 |
-305 |
665 |
17,281 |
-22 |
| Dec01 |
010808 |
12245 |
12245 |
11985 |
11985 |
-305 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
665 |
17,313 |
-22 |
| Nikkei 225(SIMEX) |
| Sep01 |
010808 |
12245 |
12295 |
12120 |
12145 |
-130 |
16,822 |
109,802 |
-34 |
| Dec01 |
010808 |
12120 |
12120 |
12120 |
12120 |
-130 |
0 |
1,275 |
+0 |
| Mar02 |
010808 |
12125 |
12125 |
12125 |
12125 |
-130 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
16,822 |
111,277 |
-34 |
| CAC 40(MATIF) |
| Sep01 |
010808 |
5060.0 |
5066.0 |
4982.0 |
5018.5 |
-70.0 |
836 |
107,807 |
+256 |
| Dec01 |
010808 |
5071.5 |
5071.5 |
5071.5 |
5071.5 |
-70.0 |
70 |
11,323 |
+10 |
| Mar02 |
010808 |
5112.5 |
5120.0 |
5112.5 |
5120.0 |
-70.0 |
6 |
33,528 |
+0 |
| Total Volume and Open Interest |
42,699 |
483,450 |
+8,052 |
| DAX Index(EUREX) |
| Sep01 |
010808 |
5742.5 |
5764.0 |
5642.5 |
5652.0 |
-132.0 |
49,397 |
134,955 |
+2,127 |
| Dec01 |
010808 |
5809.5 |
5816.5 |
5707.0 |
5712.5 |
-132.5 |
140 |
7,179 |
-22 |
| Mar02 |
010808 |
5862.5 |
5862.5 |
5764.5 |
5764.5 |
-133.5 |
73 |
3,807 |
+224 |
| Total Volume and Open Interest |
49,610 |
145,941 |
+2,329 |
| FT-SE 100(LIFFE) |
| Sep01 |
010808 |
5513.00 |
5534.50 |
5437.50 |
5484.50 |
-60.00 |
41,962 |
328,589 |
-557 |
| Dec01 |
010808 |
5570.00 |
5584.50 |
5494.00 |
5533.00 |
-60.00 |
6,637 |
19,626 |
+1,537 |
| Mar02 |
010808 |
5540.50 |
5554.50 |
5522.00 |
5554.50 |
-60.00 |
3 |
10,399 |
+0 |
| Total Volume and Open Interest |
48,602 |
358,614 |
+980 |
| SPI 200(SFE) |
| Sep01 |
010808 |
3423.0 |
3429.0 |
3396.0 |
3415.0 |
-4.0 |
6,314 |
122,193 |
-2,631 |
| Dec01 |
010808 |
3443.0 |
3443.0 |
3416.0 |
3431.0 |
-3.0 |
43 |
1,615 |
+32 |
| Mar02 |
010808 |
3447.0 |
3447.0 |
3428.0 |
3447.0 |
-3.0 |
14 |
991 |
+1 |
| Total Volume and Open Interest |
6,371 |
125,777 |
-2,598 |
| GSCI(CME) |
| Aug01 |
010808 |
206.00 |
206.60 |
203.95 |
204.45 |
-1.15 |
902 |
13,973 |
-621 |
| Sep01 |
010808 |
206.05 |
206.05 |
204.60 |
204.60 |
-1.10 |
909 |
836 |
+785 |
| Oct01 |
010808 |
205.30 |
205.30 |
205.30 |
205.30 |
-0.70 |
|
|
|
| Total Volume and Open Interest |
1,811 |
14,809 |
+164 |
| Bridge CRB Index(NYBOT) |
| Nov01 |
010808 |
204.00 |
204.25 |
203.70 |
204.00 |
+0.30 |
252 |
283 |
-182 |
| Jan02 |
010808 |
205.50 |
205.50 |
205.50 |
205.50 |
-0.20 |
200 |
403 |
+200 |
| Feb02 |
010808 |
204.50 |
204.50 |
204.50 |
204.50 |
-0.70 |
200 |
200 |
+200 |
| Total Volume and Open Interest |
877 |
1,183 |
+69 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|