|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 30, 2001 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov01 |
011030 |
427.50 |
433.00 |
427.00 |
431.75 |
+5.25 |
33,146 |
37,693 |
-16,355 |
| Jan02 |
011030 |
436.00 |
441.50 |
435.25 |
440.25 |
+6.00 |
31,792 |
70,939 |
+6,235 |
| Mar02 |
011030 |
443.50 |
447.50 |
440.75 |
446.00 |
+6.75 |
5,716 |
33,661 |
+758 |
| May02 |
011030 |
446.50 |
452.25 |
445.50 |
450.75 |
+7.00 |
2,521 |
22,827 |
+495 |
| Jul02 |
011030 |
450.50 |
456.75 |
449.50 |
454.75 |
+6.75 |
2,587 |
20,746 |
+547 |
| Aug02 |
011030 |
451.00 |
456.00 |
450.50 |
455.00 |
+7.00 |
65 |
949 |
+48 |
| Sep02 |
011030 |
451.00 |
457.00 |
451.00 |
456.00 |
+8.00 |
13 |
274 |
+0 |
| Total Volume and Open Interest |
76,150 |
192,647 |
-8,236 |
| Soybean Meal(CBOT) |
| Dec01 |
011030 |
161.00 |
163.00 |
160.00 |
162.20 |
+1.50 |
8,879 |
39,090 |
-1,835 |
| Jan02 |
011030 |
158.30 |
160.00 |
157.30 |
159.10 |
+0.90 |
3,206 |
21,504 |
+826 |
| Mar02 |
011030 |
155.00 |
157.20 |
154.40 |
156.10 |
+1.30 |
2,191 |
17,482 |
+462 |
| May02 |
011030 |
152.00 |
154.00 |
151.20 |
153.10 |
+1.50 |
871 |
18,952 |
+277 |
| Jul02 |
011030 |
151.70 |
153.50 |
150.80 |
152.80 |
+1.60 |
1,454 |
16,477 |
+107 |
| Aug02 |
011030 |
151.20 |
152.70 |
151.00 |
152.00 |
+1.80 |
163 |
4,436 |
+17 |
| Sep02 |
011030 |
150.00 |
152.00 |
150.00 |
151.70 |
+1.60 |
161 |
3,950 |
+30 |
| Oct02 |
011030 |
149.50 |
150.70 |
149.50 |
150.10 |
+1.60 |
39 |
2,024 |
+34 |
| Total Volume and Open Interest |
17,014 |
126,865 |
-36 |
| Soybean Oil(CBOT) |
| Dec01 |
011030 |
15.38 |
15.80 |
15.37 |
15.69 |
+0.47 |
8,743 |
63,412 |
+502 |
| Jan02 |
011030 |
15.62 |
15.97 |
15.60 |
15.89 |
+0.45 |
4,789 |
29,015 |
+1,038 |
| Mar02 |
011030 |
15.90 |
16.20 |
15.88 |
16.14 |
+0.43 |
1,845 |
26,246 |
+647 |
| May02 |
011030 |
16.15 |
16.50 |
16.12 |
16.37 |
+0.41 |
628 |
24,623 |
+313 |
| Jul02 |
011030 |
16.38 |
16.75 |
16.38 |
16.63 |
+0.41 |
89 |
16,947 |
-11 |
| Aug02 |
011030 |
16.75 |
16.75 |
16.67 |
16.67 |
+0.36 |
0 |
3,458 |
+0 |
| Sep02 |
011030 |
16.90 |
16.90 |
16.77 |
16.77 |
+0.36 |
0 |
2,865 |
+0 |
| Oct02 |
011030 |
16.75 |
17.00 |
16.75 |
16.85 |
+0.34 |
0 |
1,463 |
+0 |
| Total Volume and Open Interest |
16,094 |
171,247 |
+2,464 |
| Canola(WCE) |
| Nov01 |
011030 |
326.5 |
330.9 |
326.5 |
330.6 |
+6.1 |
4,179 |
9,830 |
-993 |
| Jan02 |
011030 |
329.0 |
333.8 |
328.4 |
333.4 |
+6.3 |
4,367 |
39,779 |
-21 |
| Mar02 |
011030 |
328.9 |
334.0 |
328.9 |
333.8 |
+6.7 |
842 |
11,638 |
+111 |
| May02 |
011030 |
330.5 |
334.5 |
330.5 |
334.5 |
+6.5 |
35 |
2,385 |
-22 |
| Jul02 |
011030 |
329.0 |
335.9 |
329.0 |
334.0 |
+6.0 |
75 |
4,039 |
+0 |
| Total Volume and Open Interest |
10,443 |
71,724 |
-1,003 |
| Corn(CBOT) |
| Nov01 |
011030 |
198.50 |
201.00 |
198.50 |
201.00 |
+2.50 |
477 |
1,010 |
-302 |
| Dec01 |
011030 |
203.50 |
206.50 |
203.00 |
206.00 |
+2.50 |
49,983 |
213,868 |
+4,768 |
| Jan02 |
011030 |
208.25 |
211.00 |
208.25 |
210.75 |
+2.75 |
11 |
712 |
+9 |
| Mar02 |
011030 |
216.25 |
219.25 |
215.50 |
218.75 |
+2.50 |
14,718 |
120,935 |
+4,379 |
| May02 |
011030 |
225.00 |
226.75 |
223.75 |
226.25 |
+2.00 |
3,885 |
40,711 |
+1,609 |
| Jul02 |
011030 |
230.00 |
232.75 |
229.25 |
232.50 |
+2.50 |
2,297 |
36,577 |
+478 |
| Total Volume and Open Interest |
74,088 |
441,536 |
+11,442 |
| Wheat(CBOT) |
| Dec01 |
011030 |
292.50 |
296.00 |
290.00 |
295.50 |
+4.25 |
13,204 |
72,870 |
-1,930 |
| Mar02 |
011030 |
299.00 |
302.50 |
296.25 |
301.75 |
+3.75 |
5,183 |
33,854 |
+154 |
| May02 |
011030 |
300.50 |
303.00 |
298.25 |
302.25 |
+3.00 |
189 |
6,077 |
-100 |
| Jul02 |
011030 |
302.00 |
304.00 |
299.50 |
303.50 |
+2.50 |
1,521 |
9,284 |
+299 |
| Sep02 |
011030 |
304.50 |
306.50 |
303.50 |
306.50 |
+2.00 |
0 |
271 |
+0 |
| Total Volume and Open Interest |
20,202 |
123,532 |
-1,495 |
| Wheat(KCBT) |
| Dec01 |
011030 |
301.00 |
301.50 |
298.50 |
301.50 |
+2.00 |
4,815 |
38,737 |
-2,406 |
| Mar02 |
011030 |
308.00 |
308.75 |
305.75 |
308.50 |
+1.75 |
2,384 |
22,373 |
-36 |
| May02 |
011030 |
311.50 |
313.00 |
310.25 |
312.25 |
+0.75 |
306 |
6,780 |
+274 |
| Jul02 |
011030 |
317.50 |
317.50 |
314.75 |
316.75 |
+0.75 |
594 |
5,616 |
+211 |
| Sep02 |
011030 |
320.00 |
322.00 |
320.00 |
322.00 |
+0.50 |
11 |
1,580 |
+10 |
| Total Volume and Open Interest |
8,121 |
75,510 |
-1,947 |
| Wheat(MGE) |
| Dec01 |
011030 |
315.50 |
317.25 |
314.25 |
317.00 |
+1.50 |
1,443 |
18,361 |
+42 |
| Mar02 |
011030 |
326.50 |
327.50 |
324.50 |
327.50 |
+2.25 |
524 |
6,961 |
-56 |
| May02 |
011030 |
333.50 |
334.75 |
333.00 |
334.75 |
+1.25 |
10 |
1,368 |
+1 |
| Jul02 |
011030 |
341.25 |
342.00 |
341.25 |
342.00 |
+1.75 |
19 |
840 |
+8 |
| Sep02 |
011030 |
348.00 |
348.50 |
347.00 |
348.50 |
+1.50 |
21 |
435 |
+21 |
| Total Volume and Open Interest |
2,018 |
28,054 |
+16 |
| Oats(CBOT) |
| Dec01 |
011030 |
186.50 |
196.00 |
186.00 |
195.25 |
+9.75 |
368 |
6,437 |
+159 |
| Mar02 |
011030 |
174.25 |
182.00 |
174.25 |
182.00 |
+8.50 |
366 |
4,963 |
+40 |
| May02 |
011030 |
167.50 |
172.50 |
167.00 |
172.00 |
+7.00 |
94 |
1,399 |
+13 |
| Jul02 |
011030 |
158.00 |
160.00 |
157.00 |
160.00 |
+5.00 |
32 |
772 |
+16 |
| Total Volume and Open Interest |
860 |
13,650 |
+228 |
| Rough Rice(CBOT) |
| Nov01 |
011030 |
3.57 |
3.57 |
3.48 |
3.56 |
unch |
|
|
|
| Jan02 |
011030 |
3.82 |
3.83 |
3.72 |
3.82 |
+0.05 |
341 |
2,026 |
+54 |
| Mar02 |
011030 |
4.05 |
4.05 |
3.98 |
4.05 |
+0.03 |
166 |
1,298 |
+44 |
| May02 |
011030 |
4.26 |
4.27 |
4.20 |
4.27 |
unch |
10 |
576 |
+9 |
| Total Volume and Open Interest |
1,066 |
6,219 |
-341 |
| Live Cattle(CME) |
| Oct01 |
011030 |
65.875 |
66.050 |
65.550 |
65.925 |
+0.050 |
301 |
553 |
-119 |
| Dec01 |
011030 |
67.950 |
67.950 |
67.350 |
67.425 |
-0.525 |
7,087 |
43,244 |
-330 |
| Feb02 |
011030 |
71.250 |
71.275 |
70.825 |
70.925 |
-0.425 |
2,198 |
30,034 |
+264 |
| Apr02 |
011030 |
73.400 |
73.400 |
72.900 |
72.950 |
-0.450 |
1,871 |
16,275 |
+800 |
| Jun02 |
011030 |
68.775 |
68.775 |
68.275 |
68.325 |
-0.450 |
625 |
13,586 |
+217 |
| Aug02 |
011030 |
68.500 |
68.500 |
68.000 |
68.050 |
-0.450 |
256 |
3,009 |
+77 |
| Total Volume and Open Interest |
12,371 |
107,139 |
+912 |
| Feeder Cattle(CME) |
| Nov01 |
011030 |
87.250 |
87.300 |
86.300 |
86.525 |
-1.000 |
1,453 |
4,118 |
-477 |
| Jan02 |
011030 |
84.900 |
85.000 |
84.100 |
84.325 |
-0.850 |
911 |
5,502 |
+161 |
| Mar02 |
011030 |
83.950 |
84.000 |
83.100 |
83.400 |
-0.750 |
172 |
2,163 |
+9 |
| Apr02 |
011030 |
84.000 |
84.000 |
83.450 |
83.500 |
-0.600 |
134 |
942 |
-2 |
| May02 |
011030 |
83.750 |
83.750 |
83.250 |
83.325 |
-0.650 |
101 |
1,106 |
+20 |
| Aug02 |
011030 |
84.500 |
84.600 |
84.250 |
84.325 |
-0.800 |
37 |
276 |
+12 |
| Sep02 |
011030 |
84.500 |
84.500 |
84.400 |
84.400 |
-0.800 |
8 |
50 |
+4 |
| Total Volume and Open Interest |
2,818 |
14,158 |
-272 |
| Lean Hogs(CME) |
| Dec01 |
011030 |
49.500 |
49.800 |
49.050 |
49.650 |
unch |
3,247 |
21,743 |
+116 |
| Feb02 |
011030 |
52.100 |
52.550 |
51.775 |
52.125 |
-0.150 |
801 |
6,390 |
-133 |
| Apr02 |
011030 |
53.950 |
54.400 |
53.850 |
53.975 |
-0.375 |
286 |
3,313 |
-78 |
| May02 |
011030 |
61.250 |
61.250 |
60.900 |
61.025 |
-0.200 |
50 |
816 |
+20 |
| Jun02 |
011030 |
62.525 |
62.750 |
62.375 |
62.525 |
-0.150 |
138 |
1,004 |
+13 |
| Jul02 |
011030 |
61.200 |
61.200 |
61.000 |
61.100 |
-0.025 |
6 |
323 |
+2 |
| Aug02 |
011030 |
59.800 |
59.975 |
59.800 |
59.975 |
-0.025 |
5 |
181 |
+4 |
| Oct02 |
011030 |
53.450 |
53.450 |
53.450 |
53.450 |
-0.125 |
14 |
235 |
+8 |
| Total Volume and Open Interest |
4,547 |
34,005 |
-48 |
| Pork Bellies(CME) |
| Feb02 |
011030 |
67.900 |
67.900 |
66.600 |
67.100 |
-0.875 |
428 |
2,154 |
+76 |
| Mar02 |
011030 |
67.400 |
67.400 |
66.600 |
66.600 |
-0.800 |
1 |
206 |
+0 |
| May02 |
011030 |
68.300 |
68.300 |
68.025 |
68.025 |
-0.975 |
4 |
67 |
-2 |
| Jul02 |
011030 |
68.425 |
68.500 |
67.100 |
67.100 |
-1.350 |
2 |
27 |
-2 |
| Aug02 |
011030 |
67.000 |
67.000 |
67.000 |
67.000 |
-1.000 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
435 |
2,458 |
+72 |
| Class III Milk(CME) |
| Oct01 |
011030 |
14.55 |
14.55 |
14.55 |
14.55 |
unch |
2 |
2,817 |
+0 |
| Nov01 |
011030 |
11.38 |
11.38 |
11.10 |
11.15 |
-0.25 |
126 |
2,370 |
-30 |
| Dec01 |
011030 |
11.58 |
11.58 |
11.35 |
11.40 |
-0.19 |
166 |
1,956 |
-26 |
| Jan02 |
011030 |
11.83 |
11.83 |
11.63 |
11.63 |
-0.20 |
66 |
904 |
-7 |
| Feb02 |
011030 |
11.86 |
11.87 |
11.84 |
11.84 |
-0.01 |
47 |
828 |
+12 |
| Total Volume and Open Interest |
744 |
12,619 |
+139 |
| Cocoa(ICE) |
| Dec01 |
011030 |
998 |
1002 |
988 |
997 |
unch |
1,424 |
21,173 |
-100 |
| Mar02 |
011030 |
1000 |
1003 |
994 |
1002 |
+4 |
1,167 |
25,035 |
+51 |
| May02 |
011030 |
1003 |
1007 |
1000 |
1007 |
+4 |
6 |
10,007 |
+5 |
| Jul02 |
011030 |
1012 |
1012 |
1005 |
1010 |
+3 |
61 |
7,010 |
+10 |
| Sep02 |
011030 |
1005 |
1015 |
1005 |
1015 |
+4 |
20 |
4,339 |
+0 |
| Dec02 |
011030 |
1022 |
1022 |
1022 |
1022 |
+4 |
29 |
11,196 |
+8 |
| Mar03 |
011030 |
1032 |
1032 |
1032 |
1032 |
+4 |
257 |
8,823 |
-75 |
| Total Volume and Open Interest |
3,028 |
93,822 |
-101 |
| Coffee "C"(ICE) |
| Dec01 |
011030 |
43.50 |
43.60 |
43.10 |
43.35 |
-0.30 |
2,665 |
32,710 |
-195 |
| Mar02 |
011030 |
46.00 |
46.05 |
45.60 |
45.80 |
-0.25 |
1,396 |
14,099 |
-119 |
| May02 |
011030 |
47.60 |
47.60 |
47.15 |
47.20 |
-0.30 |
360 |
4,699 |
+55 |
| Jul02 |
011030 |
49.00 |
49.00 |
48.55 |
48.55 |
-0.35 |
310 |
3,519 |
+122 |
| Sep02 |
011030 |
50.10 |
50.10 |
49.65 |
49.65 |
-0.35 |
327 |
2,452 |
-6 |
| Dec02 |
011030 |
52.00 |
52.25 |
51.65 |
51.65 |
-0.35 |
339 |
2,395 |
+103 |
| Total Volume and Open Interest |
5,461 |
60,193 |
-20 |
| Orange Juice(ICE) |
| Nov01 |
011030 |
90.25 |
90.30 |
89.00 |
90.20 |
+0.10 |
1,710 |
3,455 |
-1,148 |
| Jan02 |
011030 |
91.00 |
91.90 |
90.00 |
91.85 |
+0.85 |
1,601 |
12,426 |
+1,028 |
| Mar02 |
011030 |
92.35 |
93.10 |
92.00 |
93.05 |
+0.70 |
161 |
2,303 |
+43 |
| May02 |
011030 |
93.75 |
94.50 |
93.75 |
94.50 |
+1.05 |
10 |
856 |
+5 |
| Jul02 |
011030 |
95.70 |
95.70 |
95.70 |
95.70 |
+1.25 |
5 |
97 |
+0 |
| Sep02 |
011030 |
95.45 |
95.45 |
95.45 |
95.45 |
+0.20 |
10 |
161 |
+0 |
| Total Volume and Open Interest |
3,524 |
19,377 |
-56 |
| Sugar #11(ICE) |
| Mar02 |
011030 |
6.78 |
6.87 |
6.76 |
6.85 |
+0.08 |
6,079 |
91,475 |
-595 |
| May02 |
011030 |
6.57 |
6.62 |
6.55 |
6.61 |
+0.06 |
540 |
18,640 |
+115 |
| Jul02 |
011030 |
6.29 |
6.32 |
6.26 |
6.29 |
+0.03 |
1,913 |
23,131 |
-79 |
| Oct02 |
011030 |
6.39 |
6.42 |
6.38 |
6.40 |
+0.03 |
725 |
13,318 |
+449 |
| Mar03 |
011030 |
6.56 |
6.58 |
6.56 |
6.58 |
+0.03 |
62 |
4,423 |
+3 |
| Total Volume and Open Interest |
9,379 |
154,212 |
-98 |
| London Cocoa(LCE) |
| Dec01 |
011030 |
728 |
734 |
728 |
730 |
+3 |
|
|
|
| Mar02 |
011030 |
751 |
757 |
750 |
753 |
+3 |
|
|
|
| May02 |
011030 |
765 |
770 |
764 |
766 |
+2 |
|
|
|
| Jul02 |
011030 |
772 |
776 |
772 |
773 |
+1 |
|
|
|
| Sep02 |
011030 |
779 |
783 |
778 |
778 |
+1 |
|
|
|
| Dec02 |
011030 |
786 |
786 |
781 |
782 |
+1 |
|
|
|
| Mar03 |
011030 |
789 |
789 |
787 |
787 |
+2 |
|
|
|
| Total Volume and Open Interest |
4,350 |
156,287 |
+68 |
| London Sugar(LCE) |
| Dec01 |
011030 |
229.50 |
231.00 |
229.50 |
230.10 |
+1.10 |
|
|
|
| Mar02 |
011030 |
227.60 |
228.60 |
227.00 |
228.50 |
+2.00 |
|
|
|
| May02 |
011030 |
221.20 |
221.20 |
219.60 |
220.50 |
+1.60 |
|
|
|
| Aug02 |
011030 |
208.50 |
210.00 |
207.50 |
209.50 |
+2.50 |
|
|
|
| Oct02 |
011030 |
199.00 |
199.00 |
197.00 |
198.00 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
3,596 |
48,272 |
+583 |
| Cotton(ICE) |
| Dec01 |
011030 |
28.60 |
28.99 |
28.55 |
28.92 |
-0.02 |
3,010 |
29,316 |
-279 |
| Mar02 |
011030 |
30.30 |
30.65 |
30.15 |
30.58 |
+0.01 |
1,650 |
12,809 |
+167 |
| May02 |
011030 |
31.15 |
31.60 |
31.15 |
31.60 |
+0.03 |
386 |
5,349 |
-29 |
| Jul02 |
011030 |
32.30 |
32.60 |
32.30 |
32.60 |
-0.12 |
440 |
5,580 |
+120 |
| Oct02 |
011030 |
33.95 |
34.15 |
33.95 |
34.15 |
-0.05 |
0 |
216 |
+0 |
| Dec02 |
011030 |
34.90 |
35.15 |
34.85 |
35.10 |
-0.05 |
213 |
3,929 |
+33 |
| Total Volume and Open Interest |
5,699 |
58,055 |
+19 |
| Lumber(CME) |
| Nov01 |
011030 |
231.7 |
234.5 |
227.6 |
227.6 |
unch |
401 |
1,214 |
+11 |
| Jan02 |
011030 |
249.0 |
249.4 |
245.5 |
246.7 |
+1.0 |
286 |
797 |
+4 |
| Mar02 |
011030 |
254.5 |
255.0 |
253.8 |
254.1 |
+1.8 |
60 |
157 |
+24 |
| May02 |
011030 |
259.5 |
260.1 |
258.3 |
258.3 |
-1.7 |
21 |
45 |
+3 |
| Total Volume and Open Interest |
769 |
2,222 |
+42 |
| Crude Oil(NYM) |
| Dec01 |
011030 |
22.18 |
22.20 |
21.82 |
21.87 |
-0.28 |
60,312 |
145,650 |
+2,768 |
| Jan02 |
011030 |
22.33 |
22.33 |
21.96 |
21.99 |
-0.30 |
19,707 |
49,859 |
+1,411 |
| Feb02 |
011030 |
22.40 |
22.40 |
22.05 |
22.07 |
-0.31 |
6,239 |
23,163 |
+734 |
| Mar02 |
011030 |
22.35 |
22.40 |
22.09 |
22.09 |
-0.30 |
3,393 |
20,205 |
+431 |
| Apr02 |
011030 |
22.37 |
22.41 |
22.09 |
22.09 |
-0.30 |
1,520 |
16,973 |
-493 |
| May02 |
011030 |
22.30 |
22.36 |
22.08 |
22.08 |
-0.30 |
1,071 |
12,163 |
+186 |
| Jun02 |
011030 |
22.30 |
22.34 |
22.05 |
22.05 |
-0.29 |
1,708 |
27,261 |
+164 |
| Jul02 |
011030 |
22.00 |
22.00 |
22.00 |
22.00 |
-0.29 |
609 |
10,334 |
+173 |
| Aug02 |
011030 |
22.23 |
22.23 |
21.95 |
21.95 |
-0.29 |
394 |
11,752 |
-201 |
| Sep02 |
011030 |
21.90 |
21.90 |
21.90 |
21.90 |
-0.29 |
1,378 |
11,449 |
-407 |
| Oct02 |
011030 |
21.84 |
21.84 |
21.84 |
21.84 |
-0.29 |
1,034 |
8,343 |
+953 |
| Nov02 |
011030 |
21.78 |
21.78 |
21.78 |
21.78 |
-0.28 |
316 |
6,879 |
-205 |
| Dec02 |
011030 |
22.00 |
22.00 |
21.72 |
21.72 |
-0.27 |
2,520 |
22,344 |
-282 |
| Jan03 |
011030 |
21.66 |
21.66 |
21.66 |
21.66 |
-0.27 |
625 |
7,109 |
-90 |
| Feb03 |
011030 |
21.60 |
21.60 |
21.60 |
21.60 |
-0.27 |
200 |
4,246 |
+0 |
| Mar03 |
011030 |
21.54 |
21.54 |
21.54 |
21.54 |
-0.27 |
165 |
2,711 |
+11 |
| Total Volume and Open Interest |
101,833 |
424,521 |
+5,232 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Nov01 |
011030 |
62.50 |
62.80 |
61.80 |
62.00 |
-0.44 |
16,812 |
15,738 |
-3,084 |
| Dec01 |
011030 |
63.40 |
63.65 |
62.70 |
62.81 |
-0.56 |
16,397 |
49,608 |
-112 |
| Jan02 |
011030 |
63.70 |
64.25 |
63.30 |
63.46 |
-0.51 |
3,216 |
28,066 |
+907 |
| Feb02 |
011030 |
63.60 |
64.05 |
63.26 |
63.26 |
-0.46 |
838 |
15,583 |
-521 |
| Mar02 |
011030 |
62.75 |
62.90 |
61.96 |
61.96 |
-0.46 |
520 |
16,791 |
+6 |
| Apr02 |
011030 |
61.60 |
61.90 |
60.86 |
60.86 |
-0.46 |
181 |
10,257 |
+34 |
| May02 |
011030 |
60.20 |
60.60 |
59.71 |
59.71 |
-0.51 |
336 |
4,876 |
+80 |
| Jun02 |
011030 |
59.95 |
60.10 |
59.41 |
59.41 |
-0.51 |
115 |
7,174 |
-57 |
| Jul02 |
011030 |
60.20 |
60.30 |
59.76 |
59.76 |
-0.51 |
4 |
2,777 |
-136 |
| Aug02 |
011030 |
60.90 |
60.90 |
60.36 |
60.36 |
-0.51 |
5 |
2,405 |
-17 |
| Sep02 |
011030 |
61.70 |
62.10 |
61.11 |
61.11 |
-0.51 |
30 |
2,251 |
+3 |
| Oct02 |
011030 |
62.30 |
62.90 |
61.86 |
61.86 |
-0.51 |
1 |
1,684 |
-10 |
| Total Volume and Open Interest |
38,961 |
163,838 |
-2,477 |
| Gasoline(NYMEX) |
| Nov01 |
011030 |
58.40 |
58.60 |
56.60 |
56.90 |
-1.48 |
13,349 |
8,948 |
-4,076 |
| Dec01 |
011030 |
58.70 |
59.00 |
56.80 |
57.06 |
-1.67 |
11,883 |
33,854 |
+1,349 |
| Jan02 |
011030 |
59.30 |
59.75 |
57.50 |
57.96 |
-1.57 |
963 |
11,530 |
-3 |
| Feb02 |
011030 |
60.50 |
60.60 |
59.01 |
59.01 |
-1.50 |
409 |
5,989 |
-31 |
| Mar02 |
011030 |
61.60 |
61.70 |
60.11 |
60.11 |
-1.45 |
474 |
11,139 |
-127 |
| Apr02 |
011030 |
67.55 |
67.70 |
66.11 |
66.11 |
-1.37 |
863 |
10,622 |
+605 |
| May02 |
011030 |
68.20 |
68.20 |
66.71 |
66.71 |
-1.37 |
1,022 |
9,399 |
+121 |
| Jun02 |
011030 |
68.50 |
68.50 |
66.71 |
66.71 |
-1.32 |
452 |
7,414 |
+195 |
| Jul02 |
011030 |
68.15 |
68.15 |
66.31 |
66.31 |
-1.27 |
367 |
4,290 |
-245 |
| Aug02 |
011030 |
65.46 |
65.46 |
65.46 |
65.46 |
-1.22 |
16 |
2,939 |
+20 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Dec01 |
011030 |
3.250 |
3.250 |
3.085 |
3.183 |
-0.156 |
26,023 |
53,625 |
+401 |
| Jan02 |
011030 |
3.330 |
3.340 |
3.240 |
3.330 |
-0.134 |
7,607 |
47,624 |
-497 |
| Feb02 |
011030 |
3.310 |
3.335 |
3.235 |
3.327 |
-0.125 |
3,511 |
30,136 |
-419 |
| Mar02 |
011030 |
3.260 |
3.280 |
3.195 |
3.270 |
-0.119 |
3,058 |
24,837 |
-107 |
| Apr02 |
011030 |
3.130 |
3.175 |
3.090 |
3.175 |
-0.104 |
1,170 |
35,075 |
-90 |
| May02 |
011030 |
3.170 |
3.210 |
3.135 |
3.210 |
-0.099 |
1,620 |
20,758 |
+303 |
| Jun02 |
011030 |
3.225 |
3.250 |
3.180 |
3.250 |
-0.094 |
595 |
15,416 |
+192 |
| Jul02 |
011030 |
3.250 |
3.290 |
3.225 |
3.290 |
-0.089 |
169 |
13,699 |
+11 |
| Aug02 |
011030 |
3.230 |
3.330 |
3.230 |
3.330 |
-0.084 |
211 |
30,090 |
+46 |
| Sep02 |
011030 |
3.330 |
3.330 |
3.245 |
3.330 |
-0.084 |
764 |
18,981 |
+569 |
| Oct02 |
011030 |
3.330 |
3.360 |
3.290 |
3.360 |
-0.079 |
935 |
23,465 |
-400 |
| Nov02 |
011030 |
3.460 |
3.530 |
3.460 |
3.530 |
-0.074 |
368 |
14,807 |
-107 |
| Dec02 |
011030 |
3.700 |
3.725 |
3.640 |
3.725 |
-0.061 |
291 |
16,277 |
+86 |
| Jan03 |
011030 |
3.750 |
3.838 |
3.750 |
3.838 |
-0.058 |
984 |
11,614 |
+435 |
| Feb03 |
011030 |
3.670 |
3.743 |
3.670 |
3.743 |
-0.058 |
101 |
13,083 |
+52 |
| Mar03 |
011030 |
3.580 |
3.635 |
3.580 |
3.635 |
-0.056 |
100 |
8,361 |
+11 |
| Total Volume and Open Interest |
100,742 |
459,742 |
-24,303 |
| Brent Crude Oil(ICE) |
| Dec01 |
011030 |
21.11 |
21.21 |
20.86 |
20.91 |
-0.19 |
29,613 |
58,280 |
-7,110 |
| Jan02 |
011030 |
21.30 |
21.30 |
20.95 |
20.97 |
-0.19 |
12,480 |
52,405 |
-1,712 |
| Feb02 |
011030 |
21.26 |
21.35 |
21.03 |
21.03 |
-0.19 |
2,821 |
15,881 |
-41 |
| Mar02 |
011030 |
21.25 |
21.29 |
21.01 |
21.01 |
-0.20 |
531 |
11,002 |
-139 |
| Apr02 |
011030 |
21.29 |
21.29 |
20.99 |
20.99 |
-0.21 |
837 |
9,368 |
+448 |
| May02 |
011030 |
21.28 |
21.28 |
20.96 |
20.96 |
-0.22 |
421 |
5,930 |
-60 |
| Jun02 |
011030 |
21.18 |
21.23 |
20.94 |
20.94 |
-0.22 |
1,891 |
15,926 |
-851 |
| Jul02 |
011030 |
21.16 |
21.19 |
20.91 |
20.91 |
-0.21 |
100 |
4,183 |
-50 |
| Aug02 |
011030 |
20.88 |
20.88 |
20.88 |
20.88 |
-0.20 |
462 |
6,261 |
+0 |
| Sep02 |
011030 |
20.87 |
20.87 |
20.87 |
20.87 |
-0.17 |
0 |
3,085 |
+0 |
| Oct02 |
011030 |
20.86 |
20.86 |
20.86 |
20.86 |
-0.14 |
0 |
1,310 |
+0 |
| Nov02 |
011030 |
20.86 |
20.86 |
20.86 |
20.86 |
-0.09 |
100 |
1,033 |
+100 |
| Dec02 |
011030 |
20.90 |
21.10 |
20.86 |
20.86 |
-0.05 |
425 |
16,536 |
-425 |
| Total Volume and Open Interest |
49,681 |
204,700 |
-9,840 |
| Gas Oil(ICE) |
| Nov01 |
011030 |
192.00 |
193.00 |
189.25 |
191.75 |
-2.25 |
|
|
|
| Dec01 |
011030 |
191.50 |
191.75 |
187.50 |
190.00 |
-2.75 |
|
|
|
| Jan02 |
011030 |
191.50 |
191.50 |
188.75 |
190.00 |
-2.50 |
|
|
|
| Feb02 |
011030 |
188.50 |
189.75 |
188.50 |
188.75 |
-2.50 |
|
|
|
| Mar02 |
011030 |
187.50 |
187.75 |
186.75 |
187.50 |
-2.25 |
|
|
|
| Apr02 |
011030 |
186.25 |
186.25 |
186.25 |
186.25 |
-2.25 |
|
|
|
| May02 |
011030 |
185.50 |
186.00 |
185.00 |
185.50 |
-2.00 |
|
|
|
| Jun02 |
011030 |
185.50 |
186.00 |
184.25 |
185.50 |
-1.75 |
|
|
|
| Jul02 |
011030 |
186.50 |
186.50 |
186.50 |
186.50 |
-1.75 |
|
|
|
| Aug02 |
011030 |
187.50 |
187.50 |
187.50 |
187.50 |
-1.75 |
|
|
|
| Total Volume and Open Interest |
22,957 |
129,553 |
-2,656 |
| Ethanol(CBOT) |
| WTI Crude Oil(ICE |
| US Dollar Index(ICE) |
| Dec01 |
011030 |
114.400 |
114.790 |
114.110 |
114.670 |
-0.040 |
|
|
|
| Mar02 |
011030 |
114.880 |
115.140 |
114.840 |
115.140 |
-0.050 |
|
|
|
| Jun02 |
011030 |
115.360 |
115.610 |
115.360 |
115.610 |
-0.060 |
|
|
|
| Total Volume and Open Interest |
719 |
7,045 |
-62 |
| Australian Dollar(CME) |
| Dec01 |
011030 |
50.77 |
50.78 |
50.20 |
50.29 |
+0.02 |
504 |
21,201 |
-7 |
| Mar02 |
011030 |
50.43 |
50.43 |
50.07 |
50.07 |
+0.02 |
0 |
321 |
+0 |
| Jun02 |
011030 |
49.85 |
49.85 |
49.85 |
49.85 |
+0.02 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
504 |
21,536 |
-7 |
| British Pound(CME) |
| Dec01 |
011030 |
145.02 |
145.66 |
144.82 |
144.92 |
+0.06 |
7,696 |
38,567 |
-123 |
| Mar02 |
011030 |
144.30 |
144.70 |
144.18 |
144.18 |
+0.06 |
4 |
197 |
-1 |
| Jun02 |
011030 |
143.44 |
143.44 |
143.44 |
143.44 |
+0.06 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,700 |
38,765 |
-124 |
| Canadian Dollar(CME) |
| Dec01 |
011030 |
63.43 |
63.50 |
63.25 |
63.34 |
-0.17 |
2,316 |
66,074 |
-2,136 |
| Mar02 |
011030 |
63.41 |
63.42 |
63.25 |
63.32 |
-0.17 |
234 |
3,209 |
+86 |
| Jun02 |
011030 |
63.28 |
63.31 |
63.20 |
63.30 |
-0.17 |
23 |
1,303 |
+20 |
| Sep02 |
011030 |
63.34 |
63.36 |
63.27 |
63.30 |
-0.17 |
6 |
372 |
+1 |
| Total Volume and Open Interest |
2,579 |
71,066 |
-2,029 |
| Japanese Yen(CME) |
| Dec01 |
011030 |
82.30 |
82.51 |
82.09 |
82.19 |
+0.01 |
7,737 |
80,943 |
-129 |
| Mar02 |
011030 |
82.68 |
82.85 |
82.55 |
82.61 |
-0.01 |
2 |
336 |
-1 |
| Jun02 |
011030 |
83.04 |
83.04 |
83.03 |
83.03 |
-0.03 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
7,740 |
81,652 |
-131 |
| Swiss Franc(CME) |
| Dec01 |
011030 |
61.65 |
61.94 |
61.53 |
61.60 |
+0.26 |
12,395 |
52,206 |
+3,809 |
| Mar02 |
011030 |
61.73 |
61.82 |
61.64 |
61.64 |
+0.26 |
5 |
122 |
+0 |
| Jun02 |
011030 |
61.71 |
61.71 |
61.71 |
61.71 |
+0.26 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
12,400 |
52,331 |
+3,809 |
| EuroFX(CME) |
| Dec01 |
011030 |
90.45 |
90.84 |
90.26 |
90.32 |
+0.14 |
22,095 |
105,973 |
+6,329 |
| Mar02 |
011030 |
90.14 |
90.56 |
90.05 |
90.05 |
+0.14 |
23 |
1,151 |
-7 |
| Jun02 |
011030 |
89.85 |
89.85 |
89.85 |
89.85 |
+0.13 |
2 |
207 |
-78 |
| Total Volume and Open Interest |
22,120 |
107,393 |
+6,244 |
| Mexican Peso(CME) |
| Nov01 |
011030 |
1076.5 |
1076.5 |
1076.5 |
1076.5 |
unch |
|
|
|
| Dec01 |
011030 |
1067.5 |
1074.5 |
1065.2 |
1068.8 |
unch |
|
|
|
| Total Volume and Open Interest |
3,623 |
19,674 |
-1,123 |
| 30-Year T-Bonds(CBOT) |
| Dec01 |
011030 |
107~280 |
108~190 |
107~280 |
108~160 |
+0~150 |
128,288 |
536,200 |
-9,848 |
| Mar02 |
011030 |
107~030 |
107~150 |
106~310 |
107~140 |
+0~140 |
1,364 |
36,779 |
+643 |
| Jun02 |
011030 |
106~130 |
106~130 |
106~130 |
106~130 |
+0~140 |
0 |
559 |
+0 |
| Total Volume and Open Interest |
129,652 |
573,538 |
-9,205 |
| 10-Year T-Notes(CBOT) |
| Dec01 |
011030 |
110~035 |
110~230 |
110~035 |
110~200 |
+0~180 |
128,911 |
579,324 |
-7,891 |
| Mar02 |
011030 |
109~120 |
109~165 |
109~015 |
109~160 |
+0~175 |
6,493 |
30,755 |
+2,938 |
| Jun02 |
011030 |
108~140 |
108~140 |
108~140 |
108~140 |
+0~135 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
135,405 |
610,080 |
-4,953 |
| 5-Year T-Notes(CBOT) |
| Dec01 |
011030 |
109~024 |
109~058 |
109~018 |
109~056 |
+0~048 |
53,596 |
461,188 |
+3,111 |
| Mar02 |
011030 |
108~016 |
108~046 |
108~016 |
108~046 |
+0~048 |
659 |
18,336 |
-190 |
| Total Volume and Open Interest |
54,255 |
479,524 |
+2,921 |
| 2 Year T-Notes(CBOT) |
| Dec01 |
011030 |
105~112 |
106~004 |
105~112 |
106~002 |
+0~026 |
7,398 |
67,701 |
-1,810 |
| Total Volume and Open Interest |
7,398 |
67,701 |
-1,810 |
| Eurodollars(CME) |
| Dec01 |
011030 |
97.910 |
97.955 |
97.910 |
97.945 |
+0.060 |
73,402 |
834,535 |
-11,917 |
| Mar02 |
011030 |
97.850 |
97.910 |
97.845 |
97.900 |
+0.075 |
86,585 |
624,923 |
-18,952 |
| Jun02 |
011030 |
97.600 |
97.680 |
97.595 |
97.660 |
+0.100 |
61,980 |
588,224 |
-6,697 |
| Sep02 |
011030 |
97.235 |
97.330 |
97.220 |
97.305 |
+0.120 |
78,306 |
422,982 |
+11,154 |
| Dec02 |
011030 |
96.755 |
96.840 |
96.735 |
96.820 |
+0.120 |
52,904 |
379,584 |
-3,891 |
| Mar03 |
011030 |
96.370 |
96.465 |
96.360 |
96.450 |
+0.125 |
24,440 |
256,840 |
+6,737 |
| Jun03 |
011030 |
95.975 |
96.065 |
95.975 |
96.055 |
+0.120 |
19,398 |
191,130 |
+4,333 |
| Sep03 |
011030 |
95.645 |
95.730 |
95.645 |
95.720 |
+0.115 |
12,575 |
175,128 |
+684 |
| Dec03 |
011030 |
95.290 |
95.375 |
95.290 |
95.365 |
+0.105 |
6,705 |
147,063 |
+541 |
| Mar04 |
011030 |
95.135 |
95.205 |
95.135 |
95.200 |
+0.095 |
6,124 |
144,305 |
-67 |
| Jun04 |
011030 |
94.945 |
95.005 |
94.945 |
95.000 |
+0.085 |
5,273 |
115,270 |
+551 |
| Sep04 |
011030 |
94.775 |
94.835 |
94.775 |
94.830 |
+0.075 |
6,411 |
97,613 |
+1,897 |
| Dec04 |
011030 |
94.590 |
94.635 |
94.585 |
94.630 |
+0.065 |
1,826 |
71,639 |
-138 |
| Mar05 |
011030 |
94.555 |
94.600 |
94.555 |
94.590 |
+0.060 |
5,391 |
59,352 |
-1,009 |
| Jun05 |
011030 |
94.450 |
94.495 |
94.445 |
94.480 |
+0.055 |
1,818 |
58,497 |
-516 |
| Sep05 |
011030 |
94.360 |
94.390 |
94.355 |
94.385 |
+0.050 |
4,172 |
65,499 |
+1,074 |
| Dec05 |
011030 |
94.200 |
94.235 |
94.195 |
94.230 |
+0.050 |
1,866 |
51,908 |
+628 |
| Mar06 |
011030 |
94.195 |
94.230 |
94.185 |
94.220 |
+0.045 |
1,861 |
41,240 |
-25 |
| Total Volume and Open Interest |
466,145 |
4,585,083 |
-12,727 |
| 30 Day Federal Funds(CBOT) |
| Oct01 |
011030 |
97.515 |
97.520 |
97.515 |
97.520 |
unch |
|
|
|
| Nov01 |
011030 |
97.805 |
97.830 |
97.800 |
97.820 |
+0.030 |
|
|
|
| Dec01 |
011030 |
97.985 |
98.010 |
97.985 |
98.000 |
+0.040 |
|
|
|
| Jan02 |
011030 |
98.025 |
98.055 |
98.025 |
98.045 |
+0.050 |
|
|
|
| Feb02 |
011030 |
98.085 |
98.130 |
98.085 |
98.110 |
+0.055 |
|
|
|
| Mar02 |
011030 |
98.100 |
98.120 |
98.090 |
98.110 |
+0.060 |
|
|
|
| Total Volume and Open Interest |
11,631 |
164,178 |
+3,733 |
| 30 Day Fed Funds(e-CBOT) |
| Oct01 |
011026 |
97.525 |
97.525 |
97.525 |
97.525 |
-0.005 |
50 |
0 |
+0 |
| Nov01 |
011030 |
97.795 |
97.800 |
97.795 |
97.800 |
+0.020 |
45 |
0 |
+0 |
| Dec01 |
011030 |
97.975 |
97.980 |
97.975 |
97.980 |
+0.125 |
120 |
0 |
+0 |
| Jan02 |
011030 |
98.010 |
98.010 |
98.010 |
98.010 |
+0.120 |
11 |
0 |
+0 |
| Feb02 |
011010 |
97.895 |
97.895 |
97.895 |
97.895 |
-0.035 |
75 |
0 |
+0 |
| Mar02 |
010911 |
96.955 |
96.955 |
96.955 |
96.955 |
+0.450 |
2 |
0 |
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Dec01 |
011030 |
99.905 |
99.905 |
99.905 |
99.905 |
unch |
|
|
|
| Mar02 |
011030 |
99.880 |
99.880 |
99.875 |
99.875 |
-0.005 |
|
|
|
| Jun02 |
011030 |
99.890 |
99.890 |
99.885 |
99.890 |
unch |
|
|
|
| Sep02 |
011030 |
99.870 |
99.875 |
99.870 |
99.875 |
unch |
|
|
|
| Dec02 |
011030 |
99.825 |
99.825 |
99.820 |
99.820 |
unch |
|
|
|
| Mar03 |
011030 |
99.780 |
99.785 |
99.780 |
99.785 |
-0.010 |
|
|
|
| Jun03 |
011030 |
99.765 |
99.765 |
99.760 |
99.765 |
-0.005 |
|
|
|
| Sep03 |
011030 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
| Dec03 |
011030 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
| Mar04 |
011030 |
99.560 |
99.560 |
99.560 |
99.560 |
+0.035 |
|
|
|
| Total Volume and Open Interest |
127 |
41,556 |
-231 |
| 3-Mth Euro-Yen(SGX) |
| Dec01 |
011030 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
|
|
|
| Mar02 |
011030 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
|
|
|
| Jun02 |
011030 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
|
|
|
| Sep02 |
011030 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
|
|
|
| Dec02 |
011030 |
99.82 |
99.83 |
99.82 |
99.83 |
+0.01 |
|
|
|
| Mar03 |
011030 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.00 |
|
|
|
| Jun03 |
011030 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
|
|
|
| Sep03 |
011030 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
| Total Volume and Open Interest |
3,011 |
306,137 |
-1,373 |
| Japanese Gov't Bonds(SGX) |
| Dec01 |
011030 |
140.64 |
140.66 |
140.40 |
140.56 |
-0.07 |
|
|
|
| Mar02 |
011030 |
138.83 |
138.83 |
138.83 |
138.83 |
+0.12 |
|
|
|
| Jun02 |
011030 |
138.83 |
138.83 |
138.83 |
138.83 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
1,559 |
23,712 |
+358 |
| Euro-Bund(EUREX) |
| Dec01 |
011030 |
111.29 |
111.78 |
111.29 |
111.73 |
+0.46 |
|
|
|
| Mar02 |
011030 |
111.33 |
111.62 |
111.25 |
111.61 |
+0.49 |
|
|
|
| Jun02 |
011030 |
110.68 |
110.68 |
110.68 |
110.68 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
753,791 |
811,732 |
-17,189 |
| Euro-Bobl(EUREX) |
| Dec01 |
011030 |
109.40 |
109.81 |
109.40 |
109.75 |
+0.36 |
|
|
|
| Mar02 |
011030 |
109.22 |
109.43 |
109.22 |
109.41 |
+0.35 |
|
|
|
| Jun02 |
011030 |
109.05 |
109.05 |
109.05 |
109.05 |
+0.40 |
|
|
|
| Total Volume and Open Interest |
474,572 |
584,126 |
+584,126 |
| 3-Mth Euribor(EUREX) |
| Dec01 |
011030 |
96.705 |
96.725 |
96.695 |
96.715 |
+0.025 |
|
|
|
| Mar02 |
011030 |
96.980 |
97.005 |
96.970 |
97.005 |
+0.045 |
|
|
|
| Jun02 |
011030 |
97.045 |
97.070 |
97.040 |
97.065 |
+0.050 |
|
|
|
| Total Volume and Open Interest |
4,341 |
23,129 |
+23,129 |
| Long Gilt(LIFFE) |
| Dec01 |
011030 |
117~07 |
117~29 |
117~07 |
117~26 |
+0~23 |
|
|
|
| Mar02 |
011030 |
117~13 |
117~13 |
117~13 |
117~13 |
+0~23 |
|
|
|
| Total Volume and Open Interest |
16,033 |
71,786 |
+318 |
| 3-Mth Short Sterling(LIFFE) |
| Dec01 |
011030 |
95.90 |
95.94 |
95.88 |
95.92 |
+0.05 |
|
|
|
| Mar02 |
011030 |
95.97 |
96.05 |
95.96 |
96.03 |
+0.09 |
|
|
|
| Jun02 |
011030 |
95.86 |
95.95 |
95.86 |
95.93 |
+0.10 |
|
|
|
| Sep02 |
011030 |
95.60 |
95.70 |
95.60 |
95.68 |
+0.12 |
|
|
|
| Dec02 |
011030 |
95.26 |
95.38 |
95.26 |
95.36 |
+0.13 |
|
|
|
| Mar03 |
011030 |
94.98 |
95.10 |
94.98 |
95.09 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
94,304 |
906,596 |
+1,749 |
| 3-Mth Euribor(LIFFE) |
| Dec01 |
011030 |
96.695 |
96.740 |
96.695 |
96.715 |
+0.035 |
|
|
|
| Mar02 |
011030 |
96.965 |
97.025 |
96.965 |
97.010 |
+0.065 |
|
|
|
| Jun02 |
011030 |
97.030 |
97.090 |
97.025 |
97.070 |
+0.070 |
|
|
|
| Total Volume and Open Interest |
312,841 |
1,937,989 |
-34,827 |
| 3-Mth Aus T-Bills(SFE) |
| Dec01 |
011030 |
95.94 |
95.99 |
95.94 |
95.97 |
+0.02 |
|
|
|
| Mar02 |
011030 |
96.08 |
96.15 |
96.08 |
96.13 |
+0.05 |
|
|
|
| Jun02 |
011030 |
96.02 |
96.07 |
96.01 |
96.05 |
+0.07 |
|
|
|
| Sep02 |
011030 |
95.84 |
95.85 |
95.82 |
95.84 |
+0.07 |
|
|
|
| Dec02 |
011030 |
95.58 |
95.60 |
95.58 |
95.59 |
+0.07 |
|
|
|
| Mar03 |
011030 |
95.39 |
95.40 |
95.37 |
95.39 |
+0.08 |
|
|
|
| Jun03 |
011030 |
95.21 |
95.23 |
95.20 |
95.21 |
+0.06 |
|
|
|
| Sep03 |
011030 |
95.06 |
95.08 |
95.06 |
95.08 |
+0.07 |
|
|
|
| Dec03 |
011030 |
94.97 |
94.97 |
94.96 |
94.96 |
+0.06 |
|
|
|
| Mar04 |
011030 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
23,139 |
400,699 |
+2,687 |
| 10-Year Aus T-Bonds(SFE) |
| Dec01 |
011030 |
94.68 |
94.77 |
94.68 |
94.73 |
+0.04 |
|
|
|
| Mar02 |
011030 |
94.73 |
94.73 |
94.73 |
94.73 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
18,449 |
165,573 |
+7,560 |
| 3-Year Aus T-Bonds(SFE) |
| Dec01 |
011030 |
95.62 |
95.72 |
95.61 |
95.69 |
+0.06 |
|
|
|
| Mar02 |
011030 |
95.54 |
95.54 |
95.54 |
95.54 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
55,343 |
326,175 |
-68,607 |
| Gold(CMX) |
| Dec01 |
011030 |
281.3 |
281.7 |
280.6 |
281.2 |
+1.5 |
12,810 |
80,755 |
+647 |
| Feb02 |
011030 |
282.7 |
282.7 |
281.1 |
281.7 |
+1.5 |
293 |
12,757 |
+58 |
| Apr02 |
011030 |
283.0 |
283.0 |
282.0 |
282.1 |
+1.4 |
342 |
3,678 |
-93 |
| Jun02 |
011030 |
283.3 |
283.3 |
282.0 |
282.6 |
+1.4 |
167 |
5,243 |
+25 |
| Aug02 |
011030 |
283.0 |
283.0 |
283.0 |
283.0 |
+1.3 |
5 |
3,220 |
+0 |
| Oct02 |
011030 |
283.3 |
283.3 |
283.3 |
283.3 |
+1.2 |
0 |
2,023 |
+0 |
| Dec02 |
011030 |
285.0 |
285.0 |
283.7 |
283.7 |
+1.2 |
16 |
3,983 |
+13 |
| Feb03 |
011030 |
284.2 |
284.2 |
284.2 |
284.2 |
+1.1 |
0 |
1,061 |
+0 |
| Apr03 |
011030 |
284.9 |
284.9 |
284.9 |
284.9 |
+1.0 |
0 |
1 |
+0 |
| Jun03 |
011030 |
285.6 |
285.6 |
285.6 |
285.6 |
+0.9 |
0 |
1,448 |
+0 |
| Aug03 |
011030 |
286.4 |
286.4 |
286.4 |
286.4 |
+0.8 |
|
|
|
| Total Volume and Open Interest |
13,648 |
119,223 |
+647 |
| Silver(CMX) |
| Dec01 |
011030 |
427.0 |
428.0 |
425.0 |
426.3 |
+2.0 |
3,506 |
35,705 |
+231 |
| Mar02 |
011030 |
430.0 |
431.5 |
428.0 |
428.9 |
+2.0 |
189 |
20,432 |
+53 |
| May02 |
011030 |
429.0 |
432.5 |
429.0 |
430.5 |
+2.0 |
0 |
1,172 |
+0 |
| Jul02 |
011030 |
435.0 |
435.0 |
431.8 |
431.8 |
+2.0 |
0 |
1,941 |
+0 |
| Sep02 |
011030 |
433.0 |
433.0 |
433.0 |
433.0 |
+1.8 |
7 |
1,322 |
+6 |
| Dec02 |
011030 |
434.5 |
435.0 |
434.4 |
434.4 |
+1.6 |
38 |
4,410 |
+36 |
| Mar03 |
011030 |
436.6 |
436.6 |
436.6 |
436.6 |
+1.6 |
0 |
142 |
+0 |
| Total Volume and Open Interest |
3,740 |
66,781 |
+326 |
| Platinum(NYMEX) |
| Jan02 |
011030 |
424.0 |
424.0 |
420.2 |
421.3 |
-1.9 |
278 |
5,666 |
+74 |
| Apr02 |
011030 |
416.3 |
416.3 |
416.3 |
416.3 |
-1.9 |
0 |
34 |
+0 |
| Jul02 |
011030 |
409.8 |
409.8 |
409.8 |
409.8 |
-1.9 |
0 |
52 |
+0 |
| Oct02 |
011030 |
406.8 |
406.8 |
406.8 |
406.8 |
-1.9 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
278 |
5,796 |
+73 |
| Palladium(NYMEX) |
| Dec01 |
011030 |
339.00 |
339.00 |
329.00 |
330.00 |
-17.00 |
50 |
1,247 |
-8 |
| Mar02 |
011030 |
331.00 |
331.00 |
331.00 |
331.00 |
-17.00 |
0 |
73 |
+0 |
| Total Volume and Open Interest |
50 |
1,320 |
-8 |
| Copper(CMX) |
| Dec01 |
011030 |
63.10 |
63.90 |
62.90 |
63.75 |
+0.65 |
5,398 |
52,196 |
+1,995 |
| Mar02 |
011030 |
63.85 |
64.80 |
63.70 |
64.50 |
+0.60 |
250 |
11,377 |
+97 |
| May02 |
011030 |
64.50 |
65.05 |
64.40 |
65.05 |
+0.60 |
27 |
4,291 |
-10 |
| Jul02 |
011030 |
65.00 |
65.60 |
65.00 |
65.60 |
+0.60 |
224 |
3,109 |
+209 |
| Sep02 |
011030 |
66.10 |
66.10 |
66.10 |
66.10 |
+0.60 |
5 |
2,900 |
+2 |
| Total Volume and Open Interest |
6,782 |
92,778 |
+2,110 |
| DJIA Index(CBOT) |
| Dec01 |
011030 |
9195 |
9200 |
9050 |
9110 |
-98 |
22,996 |
31,040 |
-566 |
| Mar02 |
011030 |
9195 |
9195 |
9078 |
9110 |
-103 |
180 |
625 |
-83 |
| Jun02 |
011030 |
9185 |
9185 |
9120 |
9120 |
-107 |
100 |
286 |
+100 |
| Total Volume and Open Interest |
23,276 |
31,957 |
-549 |
| S & P 500(CME) |
| Dec01 |
011030 |
1070.50 |
1071.00 |
1053.50 |
1059.20 |
-13.80 |
68,828 |
511,295 |
-2,731 |
| Mar02 |
011030 |
1068.00 |
1068.00 |
1060.60 |
1060.60 |
-14.00 |
538 |
16,830 |
+221 |
| Jun02 |
011030 |
1063.20 |
1063.20 |
1063.20 |
1063.20 |
-14.80 |
105 |
1,240 |
+95 |
| Sep02 |
011030 |
1067.20 |
1067.20 |
1067.20 |
1067.20 |
-15.30 |
0 |
293 |
+0 |
| Total Volume and Open Interest |
69,471 |
529,939 |
-2,415 |
| S & P 500 E-Mini(Globex) |
| Dec01 |
011030 |
1074.25 |
1074.75 |
1053.50 |
1059.25 |
-13.75 |
227,696 |
157,796 |
-1,995 |
| Mar02 |
011030 |
1059.00 |
1060.50 |
1059.00 |
1060.50 |
-14.00 |
2 |
19 |
+0 |
| Total Volume and Open Interest |
227,698 |
157,815 |
-1,995 |
| NASDAQ 100(CME) |
| Dec01 |
011030 |
1359.00 |
1372.00 |
1323.00 |
1345.00 |
-26.00 |
25,330 |
56,968 |
+1,093 |
| Mar02 |
011030 |
1350.00 |
1352.00 |
1350.00 |
1352.00 |
-26.50 |
1 |
11 |
+1 |
| Jun02 |
011030 |
1359.00 |
1359.00 |
1359.00 |
1359.00 |
-27.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
25,331 |
56,980 |
+1,094 |
| NASDAQ 100 E-Mini(Globex) |
| Dec01 |
011030 |
1373.00 |
1374.00 |
1323.00 |
1345.00 |
-26.00 |
174,071 |
101,344 |
+14,847 |
| Mar02 |
011030 |
1354.00 |
1354.00 |
1352.00 |
1352.00 |
-26.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
174,071 |
101,346 |
+14,847 |
| S & P Midcap 400(CME) |
| Dec01 |
011030 |
454.50 |
454.50 |
444.50 |
446.75 |
-7.75 |
|
|
|
| Mar02 |
011030 |
447.75 |
447.75 |
447.75 |
447.75 |
-9.60 |
|
|
|
| Jun02 |
011030 |
451.75 |
451.75 |
451.75 |
451.75 |
-9.60 |
|
|
|
| Total Volume and Open Interest |
930 |
14,964 |
-127 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec01 |
011030 |
10495 |
10495 |
10320 |
10330 |
-185 |
|
|
|
| Mar02 |
011030 |
10355 |
10355 |
10355 |
10355 |
-185 |
|
|
|
| Total Volume and Open Interest |
2,323 |
13,446 |
+73 |
| Nikkei 225(SGX) |
| Dec01 |
011030 |
10450 |
10525 |
10420 |
10515 |
-135 |
|
|
|
| Mar02 |
011030 |
10510 |
10510 |
10510 |
10510 |
-135 |
|
|
|
| Jun02 |
011030 |
10465 |
10465 |
10465 |
10465 |
-135 |
|
|
|
| Total Volume and Open Interest |
14,062 |
102,486 |
+998 |
| CAC 40(EURONEXT) |
| Nov01 |
011030 |
4350.0 |
4364.5 |
4249.0 |
4262.0 |
-134.5 |
|
|
|
| Dec01 |
011030 |
4360.0 |
4360.0 |
4271.0 |
4272.0 |
-135.5 |
|
|
|
| Total Volume and Open Interest |
283,317 |
|
|
| Hang Seng Index(HKFE) |
| Oct01 |
011030 |
9920 |
10067 |
9903 |
10025 |
-154 |
|
|
|
| Nov01 |
011030 |
9900 |
10169 |
9900 |
10101 |
-79 |
|
|
|
| Dec01 |
011030 |
9930 |
10093 |
9912 |
10093 |
-92 |
|
|
|
| Total Volume and Open Interest |
20,005 |
41,650 |
+41,650 |
| DAX(EUREX) |
| Dec01 |
011030 |
4624.5 |
4639.5 |
4502.5 |
4588.0 |
-112.0 |
|
|
|
| Mar02 |
011030 |
4646.0 |
4652.0 |
4538.0 |
4619.0 |
-115.0 |
|
|
|
| Jun02 |
011030 |
4671.0 |
4684.5 |
4590.5 |
4657.0 |
-113.5 |
|
|
|
| Total Volume and Open Interest |
71,988 |
162,943 |
+1,633 |
| FT-SE 100(EURONEXT) |
| Dec01 |
011030 |
5017.50 |
5050.00 |
4988.00 |
5018.00 |
-96.50 |
|
|
|
| Mar02 |
011030 |
5044.00 |
5052.00 |
4998.50 |
5027.50 |
-97.00 |
|
|
|
| Jun02 |
011030 |
5060.50 |
5063.00 |
5021.00 |
5044.50 |
-99.00 |
|
|
|
| Total Volume and Open Interest |
36,366 |
346,690 |
-1,168 |
| SPI 200(SFE) |
| Dec01 |
011030 |
3279.0 |
3280.0 |
3242.0 |
3256.0 |
-22.0 |
|
|
|
| Mar02 |
011030 |
3258.0 |
3263.0 |
3255.0 |
3263.0 |
-22.0 |
|
|
|
| Jun02 |
011030 |
3273.0 |
3273.0 |
3273.0 |
3273.0 |
-21.0 |
|
|
|
| Total Volume and Open Interest |
7,371 |
137,565 |
+292 |
| GSCI(CME) |
| Nov01 |
011030 |
179.20 |
179.20 |
177.70 |
177.70 |
-1.90 |
14 |
16,647 |
+11 |
| Dec01 |
011030 |
181.40 |
181.40 |
180.70 |
180.70 |
-1.30 |
5 |
3 |
-2 |
| Jan02 |
011030 |
181.00 |
181.00 |
181.00 |
181.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
19 |
16,650 |
+9 |
| Reuters CCI(ICE) |
| Nov01 |
011030 |
186.30 |
186.50 |
186.00 |
186.50 |
+0.30 |
22 |
166 |
-8 |
| Jan02 |
011030 |
188.70 |
189.00 |
188.50 |
189.00 |
+0.30 |
11 |
154 |
+5 |
| Feb02 |
011030 |
189.00 |
189.00 |
189.00 |
189.00 |
+0.30 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
33 |
439 |
-3 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|