|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed October 31, 2001 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov01 |
011031 |
431.50 |
433.75 |
428.00 |
428.50 |
-3.25 |
46,162 |
23,162 |
-14,531 |
| Jan02 |
011031 |
439.00 |
441.25 |
436.00 |
436.75 |
-3.50 |
59,841 |
79,880 |
+8,941 |
| Mar02 |
011031 |
445.50 |
446.75 |
441.00 |
441.75 |
-4.25 |
8,790 |
34,034 |
+373 |
| May02 |
011031 |
449.50 |
451.50 |
446.50 |
447.50 |
-3.25 |
4,434 |
23,462 |
+635 |
| Jul02 |
011031 |
454.00 |
455.50 |
450.25 |
451.25 |
-3.50 |
3,879 |
20,961 |
+215 |
| Aug02 |
011031 |
455.00 |
456.00 |
450.00 |
450.50 |
-4.50 |
186 |
1,118 |
+169 |
| Sep02 |
011031 |
456.50 |
456.50 |
452.00 |
452.75 |
-3.25 |
59 |
302 |
+28 |
| Total Volume and Open Interest |
123,549 |
188,589 |
-4,058 |
| Soybean Meal(CBOT) |
| Dec01 |
011031 |
161.80 |
162.40 |
160.50 |
160.80 |
-1.40 |
15,255 |
39,342 |
+252 |
| Jan02 |
011031 |
158.70 |
159.30 |
158.30 |
158.40 |
-0.70 |
5,855 |
22,435 |
+931 |
| Mar02 |
011031 |
155.80 |
156.30 |
155.40 |
155.70 |
-0.40 |
4,455 |
17,880 |
+398 |
| May02 |
011031 |
152.80 |
153.00 |
151.80 |
152.00 |
-1.10 |
3,503 |
19,414 |
+462 |
| Jul02 |
011031 |
152.50 |
152.70 |
151.80 |
152.20 |
-0.60 |
3,033 |
17,052 |
+575 |
| Aug02 |
011031 |
151.80 |
152.20 |
151.30 |
151.40 |
-0.60 |
139 |
4,511 |
+75 |
| Sep02 |
011031 |
151.50 |
151.70 |
151.20 |
151.40 |
-0.30 |
548 |
4,096 |
+146 |
| Oct02 |
011031 |
150.00 |
150.30 |
150.00 |
150.10 |
unch |
91 |
2,075 |
+51 |
| Total Volume and Open Interest |
33,285 |
130,062 |
+3,197 |
| Soybean Oil(CBOT) |
| Dec01 |
011031 |
15.78 |
15.93 |
15.47 |
15.51 |
-0.18 |
20,662 |
61,325 |
-2,087 |
| Jan02 |
011031 |
15.98 |
16.13 |
15.67 |
15.69 |
-0.20 |
9,111 |
30,492 |
+1,477 |
| Mar02 |
011031 |
16.28 |
16.40 |
15.90 |
15.92 |
-0.22 |
2,993 |
26,442 |
+196 |
| May02 |
011031 |
16.50 |
16.58 |
16.13 |
16.15 |
-0.22 |
2,608 |
25,533 |
+910 |
| Jul02 |
011031 |
16.70 |
16.78 |
16.38 |
16.39 |
-0.24 |
3,668 |
16,594 |
-353 |
| Aug02 |
011031 |
16.85 |
16.87 |
16.45 |
16.45 |
-0.22 |
1 |
3,452 |
-6 |
| Sep02 |
011031 |
16.95 |
16.95 |
16.56 |
16.56 |
-0.21 |
1 |
2,865 |
+0 |
| Oct02 |
011031 |
16.68 |
16.68 |
16.68 |
16.68 |
-0.17 |
28 |
1,491 |
+28 |
| Total Volume and Open Interest |
40,333 |
172,307 |
+1,060 |
| Canola(WCE) |
| Nov01 |
011031 |
332.0 |
340.3 |
332.0 |
336.3 |
+5.7 |
9,890 |
6,155 |
-3,675 |
| Jan02 |
011031 |
334.0 |
341.0 |
334.0 |
337.8 |
+4.4 |
9,080 |
41,559 |
+1,780 |
| Mar02 |
011031 |
335.0 |
340.8 |
335.0 |
337.5 |
+3.7 |
337 |
11,618 |
-20 |
| May02 |
011031 |
339.0 |
339.0 |
338.0 |
338.0 |
+3.5 |
33 |
2,390 |
+5 |
| Jul02 |
011031 |
337.0 |
339.5 |
337.0 |
338.0 |
+4.0 |
79 |
4,072 |
+33 |
| Total Volume and Open Interest |
19,661 |
69,949 |
-1,775 |
| Corn(CBOT) |
| Nov01 |
011031 |
200.25 |
201.00 |
199.75 |
200.75 |
-0.25 |
1,506 |
915 |
-95 |
| Dec01 |
011031 |
205.00 |
206.75 |
204.50 |
205.50 |
-0.50 |
37,216 |
213,269 |
-599 |
| Jan02 |
011031 |
210.50 |
211.00 |
209.75 |
209.75 |
-1.00 |
462 |
868 |
+156 |
| Mar02 |
011031 |
218.25 |
219.25 |
217.25 |
218.00 |
-0.75 |
11,060 |
123,494 |
+2,559 |
| May02 |
011031 |
225.50 |
227.25 |
225.25 |
226.00 |
-0.25 |
3,290 |
41,367 |
+656 |
| Jul02 |
011031 |
231.75 |
233.25 |
231.25 |
232.00 |
-0.50 |
1,479 |
36,509 |
-68 |
| Total Volume and Open Interest |
56,512 |
444,351 |
+2,815 |
| Wheat(CBOT) |
| Dec01 |
011031 |
295.00 |
297.00 |
291.50 |
293.25 |
-2.25 |
19,475 |
72,934 |
+64 |
| Mar02 |
011031 |
300.50 |
302.00 |
298.00 |
300.75 |
-1.00 |
10,125 |
35,626 |
+1,772 |
| May02 |
011031 |
303.00 |
303.75 |
299.50 |
300.75 |
-1.50 |
1,233 |
6,344 |
+267 |
| Jul02 |
011031 |
303.00 |
303.50 |
301.00 |
302.25 |
-1.25 |
1,519 |
9,611 |
+327 |
| Sep02 |
011031 |
306.50 |
307.00 |
305.00 |
305.50 |
-1.00 |
134 |
403 |
+132 |
| Total Volume and Open Interest |
32,896 |
126,317 |
+2,785 |
| Wheat(KCBT) |
| Dec01 |
011031 |
300.00 |
301.75 |
298.50 |
301.50 |
unch |
4,101 |
38,459 |
-278 |
| Mar02 |
011031 |
308.00 |
309.50 |
306.50 |
308.50 |
unch |
2,311 |
22,651 |
+278 |
| May02 |
011031 |
312.75 |
314.00 |
311.75 |
314.00 |
+1.75 |
159 |
6,864 |
+84 |
| Jul02 |
011031 |
316.00 |
318.00 |
315.75 |
318.00 |
+1.25 |
263 |
5,690 |
+74 |
| Sep02 |
011031 |
323.50 |
323.50 |
322.00 |
322.00 |
unch |
5 |
1,580 |
+0 |
| Total Volume and Open Interest |
6,889 |
75,669 |
+159 |
| Wheat(MGE) |
| Dec01 |
011031 |
316.00 |
318.50 |
315.00 |
315.00 |
-2.00 |
1,604 |
18,173 |
-188 |
| Mar02 |
011031 |
327.50 |
328.50 |
324.00 |
324.75 |
-2.75 |
645 |
7,123 |
+162 |
| May02 |
011031 |
334.25 |
335.25 |
333.00 |
333.00 |
-1.75 |
299 |
1,578 |
+210 |
| Jul02 |
011031 |
340.00 |
342.25 |
340.00 |
340.50 |
-1.50 |
52 |
820 |
-20 |
| Sep02 |
011031 |
347.50 |
348.25 |
347.50 |
348.25 |
-0.25 |
3 |
435 |
+0 |
| Total Volume and Open Interest |
2,603 |
28,218 |
+164 |
| Oats(CBOT) |
| Dec01 |
011031 |
197.00 |
199.50 |
193.75 |
198.50 |
+3.25 |
1,965 |
6,604 |
+167 |
| Mar02 |
011031 |
182.75 |
185.50 |
180.00 |
184.00 |
+2.00 |
595 |
5,064 |
+101 |
| May02 |
011031 |
173.00 |
175.50 |
172.00 |
173.25 |
+1.25 |
292 |
1,333 |
-66 |
| Jul02 |
011031 |
160.00 |
162.00 |
160.00 |
160.50 |
+0.50 |
159 |
644 |
-128 |
| Total Volume and Open Interest |
3,011 |
13,724 |
+74 |
| Rough Rice(CBOT) |
| Nov01 |
011031 |
3.60 |
3.64 |
3.56 |
3.59 |
+0.03 |
|
|
|
| Jan02 |
011031 |
3.81 |
3.89 |
3.78 |
3.82 |
+0.00 |
782 |
2,352 |
+326 |
| Mar02 |
011031 |
4.08 |
4.12 |
4.02 |
4.05 |
+0.01 |
210 |
1,400 |
+102 |
| May02 |
011031 |
4.28 |
4.28 |
4.28 |
4.28 |
+0.01 |
30 |
594 |
+18 |
| Total Volume and Open Interest |
2,017 |
6,361 |
+142 |
| Live Cattle(CME) |
| Oct01 |
011031 |
65.925 |
66.425 |
65.725 |
66.225 |
+0.300 |
386 |
190 |
-363 |
| Dec01 |
011031 |
67.500 |
68.100 |
67.150 |
68.075 |
+0.650 |
5,715 |
43,342 |
+98 |
| Feb02 |
011031 |
70.875 |
71.425 |
70.775 |
71.350 |
+0.425 |
1,890 |
30,258 |
+224 |
| Apr02 |
011031 |
72.950 |
73.400 |
72.825 |
73.350 |
+0.400 |
1,332 |
16,415 |
+140 |
| Jun02 |
011031 |
68.325 |
68.700 |
68.200 |
68.650 |
+0.325 |
506 |
13,660 |
+74 |
| Aug02 |
011031 |
68.050 |
68.300 |
67.975 |
68.250 |
+0.200 |
618 |
3,138 |
+129 |
| Total Volume and Open Interest |
10,741 |
107,550 |
+411 |
| Feeder Cattle(CME) |
| Nov01 |
011031 |
86.500 |
86.700 |
86.050 |
86.550 |
+0.025 |
1,136 |
4,082 |
-36 |
| Jan02 |
011031 |
84.400 |
84.700 |
84.100 |
84.500 |
+0.175 |
1,099 |
5,836 |
+334 |
| Mar02 |
011031 |
83.550 |
83.700 |
83.100 |
83.700 |
+0.300 |
238 |
2,186 |
+23 |
| Apr02 |
011031 |
83.350 |
83.650 |
83.250 |
83.600 |
+0.100 |
94 |
987 |
+45 |
| May02 |
011031 |
83.400 |
83.550 |
83.050 |
83.300 |
-0.025 |
80 |
1,085 |
-21 |
| Aug02 |
011031 |
84.100 |
84.400 |
84.100 |
84.400 |
+0.075 |
27 |
288 |
+12 |
| Sep02 |
011031 |
84.400 |
84.400 |
84.400 |
84.400 |
unch |
4 |
48 |
-2 |
| Total Volume and Open Interest |
2,678 |
14,513 |
+355 |
| Lean Hogs(CME) |
| Dec01 |
011031 |
49.750 |
51.650 |
49.750 |
51.650 |
+2.000 |
3,411 |
21,740 |
-3 |
| Feb02 |
011031 |
52.300 |
53.975 |
52.250 |
53.950 |
+1.825 |
634 |
6,474 |
+84 |
| Apr02 |
011031 |
54.150 |
55.400 |
54.150 |
55.250 |
+1.275 |
275 |
3,334 |
+21 |
| May02 |
011031 |
61.300 |
62.500 |
61.300 |
62.475 |
+1.450 |
61 |
801 |
-15 |
| Jun02 |
011031 |
62.800 |
64.100 |
62.550 |
64.050 |
+1.525 |
110 |
971 |
-33 |
| Jul02 |
011031 |
61.600 |
61.900 |
61.300 |
61.900 |
+0.800 |
43 |
338 |
+15 |
| Aug02 |
011031 |
60.000 |
60.800 |
60.000 |
60.800 |
+0.825 |
1 |
181 |
+0 |
| Oct02 |
011031 |
53.550 |
53.600 |
53.450 |
53.600 |
+0.150 |
2 |
233 |
-2 |
| Total Volume and Open Interest |
4,537 |
34,072 |
+67 |
| Pork Bellies(CME) |
| Feb02 |
011031 |
68.000 |
70.100 |
68.000 |
70.100 |
+3.000 |
420 |
2,212 |
+58 |
| Mar02 |
011031 |
67.500 |
69.600 |
67.500 |
69.600 |
+3.000 |
0 |
203 |
-3 |
| May02 |
011031 |
71.000 |
71.025 |
71.000 |
71.025 |
+3.000 |
10 |
75 |
+8 |
| Jul02 |
011031 |
70.100 |
70.100 |
70.100 |
70.100 |
+3.000 |
2 |
28 |
+1 |
| Aug02 |
011031 |
70.000 |
70.000 |
70.000 |
70.000 |
+3.000 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
432 |
2,522 |
+64 |
| Class III Milk(CME) |
| Oct01 |
011031 |
14.57 |
14.57 |
14.57 |
14.57 |
+0.02 |
2 |
2,814 |
-3 |
| Nov01 |
011031 |
11.15 |
11.15 |
11.05 |
11.05 |
-0.10 |
43 |
2,371 |
+1 |
| Dec01 |
011031 |
11.35 |
11.40 |
11.31 |
11.35 |
-0.05 |
35 |
1,967 |
+11 |
| Jan02 |
011031 |
11.62 |
11.65 |
11.50 |
11.50 |
-0.13 |
36 |
901 |
-3 |
| Feb02 |
011031 |
11.80 |
11.80 |
11.80 |
11.80 |
-0.04 |
23 |
816 |
-12 |
| Total Volume and Open Interest |
263 |
12,671 |
+52 |
| Cocoa(ICE) |
| Dec01 |
011031 |
1002 |
1018 |
1001 |
1017 |
+20 |
2,225 |
20,617 |
-556 |
| Mar02 |
011031 |
1007 |
1019 |
1005 |
1018 |
+16 |
1,673 |
24,997 |
-38 |
| May02 |
011031 |
1020 |
1023 |
1020 |
1023 |
+16 |
42 |
10,032 |
+25 |
| Jul02 |
011031 |
1026 |
1026 |
1026 |
1026 |
+16 |
443 |
7,162 |
+152 |
| Sep02 |
011031 |
1030 |
1030 |
1030 |
1030 |
+15 |
348 |
4,556 |
+217 |
| Dec02 |
011031 |
1035 |
1035 |
1035 |
1035 |
+13 |
0 |
11,197 |
+1 |
| Mar03 |
011031 |
1043 |
1043 |
1043 |
1043 |
+11 |
420 |
8,923 |
+100 |
| Total Volume and Open Interest |
5,161 |
93,733 |
-89 |
| Coffee "C"(ICE) |
| Dec01 |
011031 |
43.55 |
45.70 |
43.50 |
43.90 |
+0.55 |
2,664 |
32,502 |
-208 |
| Mar02 |
011031 |
46.15 |
48.00 |
45.90 |
46.35 |
+0.55 |
1,496 |
14,515 |
+416 |
| May02 |
011031 |
47.75 |
48.80 |
47.70 |
47.80 |
+0.60 |
165 |
4,768 |
+69 |
| Jul02 |
011031 |
49.10 |
50.85 |
49.10 |
49.10 |
+0.55 |
46 |
3,525 |
+6 |
| Sep02 |
011031 |
50.30 |
51.25 |
50.10 |
50.10 |
+0.45 |
23 |
2,450 |
-2 |
| Dec02 |
011031 |
52.10 |
53.25 |
52.00 |
52.00 |
+0.35 |
87 |
2,402 |
+7 |
| Total Volume and Open Interest |
4,560 |
60,514 |
+321 |
| Orange Juice(ICE) |
| Nov01 |
011031 |
89.80 |
91.00 |
89.80 |
90.85 |
+0.65 |
2,300 |
1,646 |
-1,809 |
| Jan02 |
011031 |
92.25 |
93.70 |
92.25 |
93.45 |
+1.60 |
1,305 |
13,021 |
+595 |
| Mar02 |
011031 |
93.40 |
94.50 |
93.00 |
94.45 |
+1.40 |
213 |
2,403 |
+100 |
| May02 |
011031 |
94.00 |
94.60 |
94.00 |
94.60 |
+0.10 |
22 |
862 |
+6 |
| Jul02 |
011031 |
95.50 |
95.50 |
95.50 |
95.50 |
-0.20 |
0 |
97 |
+0 |
| Sep02 |
011031 |
95.00 |
95.00 |
95.00 |
95.00 |
-0.45 |
0 |
161 |
+0 |
| Total Volume and Open Interest |
5,149 |
19,578 |
+201 |
| Sugar #11(ICE) |
| Mar02 |
011031 |
6.87 |
6.88 |
6.73 |
6.74 |
-0.11 |
9,475 |
91,299 |
-176 |
| May02 |
011031 |
6.60 |
6.63 |
6.51 |
6.52 |
-0.09 |
857 |
18,645 |
+5 |
| Jul02 |
011031 |
6.30 |
6.31 |
6.18 |
6.19 |
-0.10 |
2,571 |
23,240 |
+109 |
| Oct02 |
011031 |
6.41 |
6.41 |
6.31 |
6.32 |
-0.08 |
1,156 |
13,685 |
+367 |
| Mar03 |
011031 |
6.57 |
6.57 |
6.50 |
6.50 |
-0.08 |
585 |
4,708 |
+285 |
| Total Volume and Open Interest |
14,694 |
154,852 |
+640 |
| London Cocoa(LCE) |
| Dec01 |
011031 |
729 |
744 |
729 |
743 |
+13 |
|
|
|
| Mar02 |
011031 |
752 |
767 |
751 |
765 |
+12 |
|
|
|
| May02 |
011031 |
765 |
780 |
765 |
778 |
+12 |
|
|
|
| Jul02 |
011031 |
773 |
788 |
773 |
786 |
+13 |
|
|
|
| Sep02 |
011031 |
778 |
790 |
777 |
789 |
+11 |
|
|
|
| Dec02 |
011031 |
783 |
793 |
783 |
793 |
+11 |
|
|
|
| Mar03 |
011031 |
798 |
798 |
798 |
798 |
+11 |
|
|
|
| Total Volume and Open Interest |
3,592 |
156,419 |
+132 |
| London Sugar(LCE) |
| Dec01 |
011031 |
230.40 |
232.50 |
228.00 |
228.30 |
-1.80 |
1,789 |
14,071 |
+14,071 |
| Mar02 |
011031 |
229.00 |
230.50 |
226.50 |
227.00 |
-1.50 |
986 |
16,633 |
+16,633 |
| May02 |
011031 |
221.00 |
222.00 |
219.00 |
219.50 |
-1.00 |
450 |
6,932 |
+6,932 |
| Aug02 |
011031 |
210.00 |
211.00 |
208.00 |
208.50 |
-1.00 |
338 |
7,238 |
+7,238 |
| Oct02 |
011031 |
199.50 |
199.50 |
197.00 |
197.00 |
-1.00 |
180 |
3,203 |
+3,203 |
| Total Volume and Open Interest |
3,793 |
48,739 |
+467 |
| Cotton(ICE) |
| Dec01 |
011031 |
28.90 |
29.90 |
28.85 |
29.90 |
+0.98 |
2,984 |
28,944 |
-372 |
| Mar02 |
011031 |
30.65 |
31.40 |
30.65 |
31.23 |
+0.65 |
2,044 |
13,027 |
+218 |
| May02 |
011031 |
31.79 |
32.30 |
31.75 |
32.18 |
+0.58 |
275 |
5,337 |
-12 |
| Jul02 |
011031 |
32.80 |
33.20 |
32.75 |
33.10 |
+0.50 |
549 |
5,800 |
+220 |
| Oct02 |
011031 |
34.70 |
34.80 |
34.70 |
34.80 |
+0.65 |
5 |
221 |
+5 |
| Dec02 |
011031 |
35.30 |
36.00 |
35.30 |
36.00 |
+0.90 |
227 |
3,912 |
-17 |
| Total Volume and Open Interest |
6,094 |
58,102 |
+47 |
| Lumber(CME) |
| Nov01 |
011031 |
231.0 |
235.1 |
218.0 |
225.0 |
-2.6 |
253 |
1,149 |
-65 |
| Jan02 |
011031 |
247.0 |
252.0 |
237.5 |
244.0 |
-2.7 |
186 |
825 |
+28 |
| Mar02 |
011031 |
257.0 |
257.8 |
250.6 |
253.0 |
-1.1 |
28 |
161 |
+4 |
| May02 |
011031 |
259.5 |
259.5 |
256.1 |
256.1 |
-2.2 |
20 |
59 |
+14 |
| Total Volume and Open Interest |
489 |
2,203 |
-19 |
| Crude Oil(NYM) |
| Dec01 |
011031 |
21.60 |
21.66 |
20.80 |
21.18 |
-0.69 |
56,500 |
141,938 |
-3,712 |
| Jan02 |
011031 |
21.70 |
21.70 |
21.00 |
21.32 |
-0.67 |
19,094 |
52,852 |
+2,993 |
| Feb02 |
011031 |
21.85 |
21.85 |
21.17 |
21.46 |
-0.61 |
5,341 |
24,169 |
+1,006 |
| Mar02 |
011031 |
21.80 |
21.85 |
21.33 |
21.53 |
-0.56 |
2,221 |
20,390 |
+185 |
| Apr02 |
011031 |
21.75 |
21.75 |
21.45 |
21.57 |
-0.52 |
1,831 |
17,320 |
+347 |
| May02 |
011031 |
21.60 |
21.60 |
21.42 |
21.59 |
-0.49 |
864 |
12,278 |
+115 |
| Jun02 |
011031 |
21.80 |
21.80 |
21.45 |
21.58 |
-0.47 |
1,836 |
27,271 |
+10 |
| Jul02 |
011031 |
21.60 |
21.70 |
21.56 |
21.56 |
-0.44 |
483 |
10,343 |
+9 |
| Aug02 |
011031 |
21.55 |
21.65 |
21.52 |
21.52 |
-0.43 |
440 |
12,003 |
+251 |
| Sep02 |
011031 |
21.40 |
21.55 |
21.40 |
21.47 |
-0.43 |
365 |
11,386 |
-63 |
| Oct02 |
011031 |
21.42 |
21.42 |
21.42 |
21.42 |
-0.42 |
33 |
8,325 |
-18 |
| Nov02 |
011031 |
21.37 |
21.37 |
21.37 |
21.37 |
-0.41 |
450 |
7,044 |
+165 |
| Dec02 |
011031 |
21.60 |
21.60 |
21.25 |
21.32 |
-0.40 |
2,859 |
22,238 |
-106 |
| Jan03 |
011031 |
21.40 |
21.40 |
21.27 |
21.27 |
-0.39 |
475 |
7,201 |
+92 |
| Feb03 |
011031 |
21.40 |
21.40 |
21.22 |
21.22 |
-0.38 |
0 |
4,256 |
+10 |
| Mar03 |
011031 |
21.17 |
21.17 |
21.17 |
21.17 |
-0.37 |
50 |
2,765 |
+54 |
| Total Volume and Open Interest |
92,992 |
425,944 |
+1,423 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Nov01 |
011031 |
61.30 |
61.50 |
59.30 |
59.79 |
-2.21 |
16,523 |
9,044 |
-6,694 |
| Dec01 |
011031 |
62.20 |
62.35 |
60.00 |
61.04 |
-1.77 |
20,900 |
49,598 |
-10 |
| Jan02 |
011031 |
62.75 |
62.80 |
60.90 |
61.74 |
-1.72 |
6,443 |
27,720 |
-346 |
| Feb02 |
011031 |
62.70 |
62.70 |
60.90 |
61.74 |
-1.52 |
1,967 |
15,239 |
-344 |
| Mar02 |
011031 |
61.75 |
61.75 |
60.30 |
60.54 |
-1.42 |
1,655 |
16,762 |
-29 |
| Apr02 |
011031 |
60.50 |
60.50 |
59.50 |
59.54 |
-1.32 |
803 |
10,495 |
+238 |
| May02 |
011031 |
58.50 |
59.15 |
57.75 |
58.39 |
-1.32 |
141 |
4,989 |
+113 |
| Jun02 |
011031 |
58.50 |
58.90 |
58.00 |
58.14 |
-1.27 |
650 |
7,047 |
-127 |
| Jul02 |
011031 |
59.50 |
59.50 |
58.25 |
58.54 |
-1.22 |
484 |
3,080 |
+303 |
| Aug02 |
011031 |
60.00 |
60.00 |
59.00 |
59.14 |
-1.22 |
756 |
2,452 |
+47 |
| Sep02 |
011031 |
61.00 |
61.00 |
59.89 |
59.89 |
-1.22 |
43 |
2,241 |
-10 |
| Oct02 |
011031 |
61.50 |
61.50 |
60.50 |
60.64 |
-1.22 |
42 |
1,724 |
+40 |
| Total Volume and Open Interest |
51,094 |
157,163 |
-6,675 |
| Gasoline(NYMEX) |
| Nov01 |
011031 |
56.60 |
56.80 |
54.60 |
55.23 |
-1.67 |
14,228 |
5,916 |
-3,032 |
| Dec01 |
011031 |
56.60 |
56.80 |
55.15 |
56.11 |
-0.95 |
13,500 |
34,943 |
+1,089 |
| Jan02 |
011031 |
57.80 |
57.80 |
56.10 |
57.05 |
-0.91 |
1,477 |
11,643 |
+113 |
| Feb02 |
011031 |
58.90 |
58.90 |
57.55 |
58.15 |
-0.86 |
818 |
6,170 |
+181 |
| Mar02 |
011031 |
58.90 |
59.45 |
58.70 |
59.30 |
-0.81 |
441 |
11,286 |
+147 |
| Apr02 |
011031 |
65.45 |
65.45 |
65.25 |
65.35 |
-0.76 |
1,118 |
10,757 |
+135 |
| May02 |
011031 |
65.65 |
66.00 |
65.65 |
66.00 |
-0.71 |
941 |
9,886 |
+487 |
| Jun02 |
011031 |
66.00 |
66.00 |
66.00 |
66.00 |
-0.71 |
177 |
7,492 |
+78 |
| Jul02 |
011031 |
65.60 |
65.60 |
65.60 |
65.60 |
-0.71 |
227 |
4,365 |
+75 |
| Aug02 |
011031 |
64.75 |
64.75 |
64.75 |
64.75 |
-0.71 |
0 |
2,928 |
-11 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Dec01 |
011031 |
3.190 |
3.440 |
3.110 |
3.291 |
+0.108 |
37,044 |
54,321 |
+696 |
| Jan02 |
011031 |
3.360 |
3.540 |
3.260 |
3.428 |
+0.098 |
15,262 |
49,119 |
+1,495 |
| Feb02 |
011031 |
3.340 |
3.600 |
3.260 |
3.418 |
+0.091 |
4,806 |
28,724 |
-1,412 |
| Mar02 |
011031 |
3.270 |
3.450 |
3.220 |
3.358 |
+0.088 |
3,357 |
24,191 |
-646 |
| Apr02 |
011031 |
3.140 |
3.320 |
3.130 |
3.255 |
+0.080 |
1,627 |
33,012 |
-2,063 |
| May02 |
011031 |
3.210 |
3.330 |
3.180 |
3.288 |
+0.078 |
1,951 |
21,256 |
+498 |
| Jun02 |
011031 |
3.250 |
3.350 |
3.210 |
3.328 |
+0.078 |
1,163 |
16,089 |
+673 |
| Jul02 |
011031 |
3.270 |
3.368 |
3.270 |
3.368 |
+0.078 |
343 |
13,745 |
+46 |
| Aug02 |
011031 |
3.290 |
3.408 |
3.290 |
3.408 |
+0.078 |
892 |
30,396 |
+306 |
| Sep02 |
011031 |
3.340 |
3.408 |
3.290 |
3.408 |
+0.078 |
679 |
19,174 |
+193 |
| Oct02 |
011031 |
3.350 |
3.438 |
3.340 |
3.438 |
+0.078 |
569 |
23,484 |
+19 |
| Nov02 |
011031 |
3.550 |
3.630 |
3.510 |
3.608 |
+0.078 |
1,091 |
15,113 |
+306 |
| Dec02 |
011031 |
3.715 |
3.840 |
3.715 |
3.803 |
+0.078 |
216 |
16,287 |
+10 |
| Jan03 |
011031 |
3.805 |
3.950 |
3.800 |
3.918 |
+0.080 |
234 |
11,622 |
+8 |
| Feb03 |
011031 |
3.730 |
3.818 |
3.730 |
3.818 |
+0.075 |
50 |
13,072 |
-11 |
| Mar03 |
011031 |
3.660 |
3.708 |
3.610 |
3.708 |
+0.073 |
92 |
8,359 |
-2 |
| Total Volume and Open Interest |
70,569 |
455,555 |
-4,187 |
| Brent Crude Oil(ICE) |
| Dec01 |
011031 |
21.00 |
21.00 |
20.05 |
20.37 |
-0.54 |
32,763 |
62,103 |
+3,823 |
| Jan02 |
011031 |
21.05 |
21.09 |
20.20 |
20.49 |
-0.48 |
17,580 |
58,123 |
+5,718 |
| Feb02 |
011031 |
21.06 |
21.14 |
20.33 |
20.61 |
-0.42 |
2,467 |
15,797 |
-84 |
| Mar02 |
011031 |
21.00 |
21.01 |
20.43 |
20.62 |
-0.39 |
1,056 |
11,087 |
+85 |
| Apr02 |
011031 |
21.00 |
21.10 |
20.50 |
20.61 |
-0.38 |
813 |
9,624 |
+256 |
| May02 |
011031 |
20.65 |
20.65 |
20.42 |
20.60 |
-0.36 |
518 |
5,991 |
+61 |
| Jun02 |
011031 |
20.98 |
21.05 |
20.40 |
20.59 |
-0.35 |
2,269 |
15,940 |
+14 |
| Jul02 |
011031 |
21.00 |
21.00 |
20.43 |
20.57 |
-0.34 |
450 |
4,383 |
+200 |
| Aug02 |
011031 |
20.97 |
20.97 |
20.55 |
20.55 |
-0.33 |
0 |
6,261 |
+0 |
| Sep02 |
011031 |
20.54 |
20.54 |
20.54 |
20.54 |
-0.33 |
0 |
3,085 |
+0 |
| Oct02 |
011031 |
20.45 |
20.55 |
20.35 |
20.55 |
-0.31 |
0 |
1,310 |
+0 |
| Nov02 |
011031 |
20.46 |
20.56 |
20.46 |
20.56 |
-0.30 |
0 |
1,033 |
+0 |
| Dec02 |
011031 |
20.95 |
20.95 |
20.30 |
20.57 |
-0.29 |
1,742 |
16,836 |
+300 |
| Total Volume and Open Interest |
59,658 |
215,073 |
+10,373 |
| Gas Oil(ICE) |
| Nov01 |
011031 |
191.00 |
193.25 |
184.00 |
185.75 |
-6.00 |
|
|
|
| Dec01 |
011031 |
188.75 |
191.00 |
182.50 |
183.75 |
-6.25 |
|
|
|
| Jan02 |
011031 |
188.50 |
189.75 |
183.00 |
184.25 |
-5.75 |
|
|
|
| Feb02 |
011031 |
187.00 |
188.50 |
182.25 |
183.25 |
-5.50 |
|
|
|
| Mar02 |
011031 |
185.50 |
186.50 |
182.00 |
182.00 |
-5.50 |
|
|
|
| Apr02 |
011031 |
185.50 |
185.50 |
180.75 |
180.75 |
-5.50 |
|
|
|
| May02 |
011031 |
185.00 |
185.00 |
180.25 |
180.25 |
-5.25 |
|
|
|
| Jun02 |
011031 |
184.50 |
185.00 |
180.00 |
180.25 |
-5.25 |
|
|
|
| Jul02 |
011031 |
181.25 |
181.25 |
181.25 |
181.25 |
-5.25 |
|
|
|
| Aug02 |
011031 |
183.00 |
183.00 |
182.25 |
182.25 |
-5.25 |
|
|
|
| Total Volume and Open Interest |
23,805 |
131,154 |
+1,601 |
| Ethanol(CBOT) |
| WTI Crude Oil(ICE |
| US Dollar Index(ICE) |
| Dec01 |
011031 |
114.540 |
115.300 |
114.540 |
115.150 |
+0.480 |
|
|
|
| Mar02 |
011031 |
115.010 |
115.750 |
115.010 |
115.650 |
+0.510 |
|
|
|
| Jun02 |
011031 |
115.480 |
116.150 |
115.480 |
116.150 |
+0.540 |
|
|
|
| Total Volume and Open Interest |
543 |
7,044 |
-1 |
| Australian Dollar(CME) |
| Dec01 |
011031 |
50.27 |
50.38 |
50.06 |
50.23 |
-0.06 |
691 |
21,337 |
+136 |
| Mar02 |
011031 |
49.80 |
50.01 |
49.80 |
50.01 |
-0.06 |
43 |
321 |
+0 |
| Jun02 |
011031 |
49.79 |
49.79 |
49.79 |
49.79 |
-0.06 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
734 |
21,673 |
+137 |
| British Pound(CME) |
| Dec01 |
011031 |
145.20 |
145.36 |
144.74 |
145.16 |
+0.24 |
3,561 |
37,968 |
-599 |
| Mar02 |
011031 |
144.28 |
144.42 |
144.12 |
144.42 |
+0.24 |
4 |
194 |
-3 |
| Jun02 |
011031 |
143.68 |
143.68 |
143.68 |
143.68 |
+0.24 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,565 |
38,163 |
-602 |
| Canadian Dollar(CME) |
| Dec01 |
011031 |
62.97 |
63.08 |
62.90 |
62.94 |
-0.40 |
5,863 |
67,370 |
+1,296 |
| Mar02 |
011031 |
62.97 |
63.03 |
62.85 |
62.92 |
-0.40 |
83 |
3,246 |
+37 |
| Jun02 |
011031 |
62.98 |
63.01 |
62.90 |
62.90 |
-0.40 |
17 |
1,318 |
+15 |
| Sep02 |
011031 |
62.98 |
62.99 |
62.90 |
62.90 |
-0.40 |
9 |
372 |
+0 |
| Total Volume and Open Interest |
5,972 |
72,414 |
+1,348 |
| Japanese Yen(CME) |
| Dec01 |
011031 |
82.17 |
82.23 |
81.75 |
81.98 |
-0.21 |
6,279 |
81,039 |
+96 |
| Mar02 |
011031 |
82.62 |
82.62 |
82.29 |
82.40 |
-0.21 |
67 |
394 |
+58 |
| Jun02 |
011031 |
82.82 |
82.82 |
82.82 |
82.82 |
-0.21 |
1 |
25 |
+1 |
| Total Volume and Open Interest |
6,347 |
81,807 |
+155 |
| Swiss Franc(CME) |
| Dec01 |
011031 |
61.58 |
61.67 |
61.11 |
61.22 |
-0.38 |
11,535 |
52,622 |
+416 |
| Mar02 |
011031 |
61.47 |
61.48 |
61.26 |
61.26 |
-0.38 |
9 |
107 |
-15 |
| Jun02 |
011031 |
61.33 |
61.33 |
61.33 |
61.33 |
-0.38 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
11,544 |
52,732 |
+401 |
| EuroFX(CME) |
| Dec01 |
011031 |
90.26 |
90.36 |
89.71 |
89.84 |
-0.48 |
17,021 |
106,363 |
+390 |
| Mar02 |
011031 |
89.80 |
89.90 |
89.48 |
89.57 |
-0.48 |
141 |
1,212 |
+61 |
| Jun02 |
011031 |
89.37 |
89.37 |
89.37 |
89.37 |
-0.48 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
17,163 |
107,845 |
+452 |
| Mexican Peso(CME) |
| Nov01 |
011031 |
1076.2 |
1076.2 |
1076.2 |
1076.2 |
-0.2 |
|
|
|
| Dec01 |
011031 |
1071.8 |
1073.5 |
1064.5 |
1068.5 |
-0.2 |
|
|
|
| Total Volume and Open Interest |
5,544 |
20,711 |
+1,037 |
| 30-Year T-Bonds(CBOT) |
| Dec01 |
011031 |
108~180 |
111~100 |
108~070 |
110~140 |
+1~300 |
194,560 |
541,459 |
+5,259 |
| Mar02 |
011031 |
107~150 |
110~090 |
107~060 |
109~140 |
+2~000 |
11,952 |
40,729 |
+3,950 |
| Jun02 |
011031 |
108~140 |
108~140 |
108~140 |
108~140 |
+2~010 |
21 |
580 |
+21 |
| Total Volume and Open Interest |
206,533 |
582,768 |
+9,230 |
| 10-Year T-Notes(CBOT) |
| Dec01 |
011031 |
110~220 |
111~275 |
110~100 |
111~165 |
+0~285 |
211,151 |
576,465 |
-2,859 |
| Mar02 |
011031 |
110~000 |
110~165 |
109~070 |
110~130 |
+0~290 |
5,251 |
32,977 |
+2,222 |
| Jun02 |
011031 |
109~110 |
109~110 |
109~110 |
109~110 |
+0~290 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
216,402 |
609,443 |
-637 |
| 5-Year T-Notes(CBOT) |
| Dec01 |
011031 |
109~056 |
109~114 |
109~008 |
109~110 |
+0~054 |
63,527 |
456,318 |
-4,870 |
| Mar02 |
011031 |
108~042 |
108~104 |
108~026 |
108~102 |
+0~056 |
117 |
18,364 |
+28 |
| Total Volume and Open Interest |
63,644 |
474,682 |
-4,842 |
| 2 Year T-Notes(CBOT) |
| Dec01 |
011031 |
106~004 |
106~016 |
105~096 |
106~012 |
+0~010 |
7,993 |
68,506 |
+805 |
| Total Volume and Open Interest |
7,993 |
68,506 |
+805 |
| Eurodollars(CME) |
| Dec01 |
011031 |
97.935 |
97.935 |
97.860 |
97.915 |
-0.030 |
112,953 |
841,639 |
+7,104 |
| Mar02 |
011031 |
97.890 |
97.905 |
97.790 |
97.885 |
-0.015 |
144,696 |
635,501 |
+10,578 |
| Jun02 |
011031 |
97.650 |
97.690 |
97.540 |
97.670 |
+0.010 |
125,148 |
596,337 |
+8,113 |
| Sep02 |
011031 |
97.310 |
97.340 |
97.180 |
97.335 |
+0.030 |
102,003 |
443,356 |
+20,374 |
| Dec02 |
011031 |
96.830 |
96.900 |
96.695 |
96.895 |
+0.075 |
94,835 |
366,961 |
-12,623 |
| Mar03 |
011031 |
96.460 |
96.540 |
96.330 |
96.535 |
+0.085 |
45,988 |
258,932 |
+2,092 |
| Jun03 |
011031 |
96.065 |
96.170 |
95.945 |
96.160 |
+0.105 |
27,911 |
190,741 |
-389 |
| Sep03 |
011031 |
95.730 |
95.835 |
95.615 |
95.835 |
+0.115 |
18,472 |
174,960 |
-168 |
| Dec03 |
011031 |
95.370 |
95.500 |
95.305 |
95.485 |
+0.120 |
12,672 |
150,990 |
+3,927 |
| Mar04 |
011031 |
95.200 |
95.325 |
95.140 |
95.325 |
+0.125 |
16,922 |
141,109 |
-3,196 |
| Jun04 |
011031 |
95.000 |
95.125 |
94.910 |
95.125 |
+0.125 |
8,905 |
115,455 |
+185 |
| Sep04 |
011031 |
94.835 |
94.960 |
94.740 |
94.960 |
+0.130 |
9,011 |
97,157 |
-456 |
| Dec04 |
011031 |
94.600 |
94.765 |
94.550 |
94.765 |
+0.135 |
4,610 |
71,306 |
-333 |
| Mar05 |
011031 |
94.545 |
94.740 |
94.530 |
94.725 |
+0.135 |
3,901 |
59,779 |
+427 |
| Jun05 |
011031 |
94.480 |
94.630 |
94.415 |
94.620 |
+0.140 |
4,043 |
57,894 |
-603 |
| Sep05 |
011031 |
94.385 |
94.525 |
94.290 |
94.525 |
+0.140 |
4,432 |
64,890 |
-609 |
| Dec05 |
011031 |
94.180 |
94.390 |
94.150 |
94.375 |
+0.145 |
2,644 |
52,298 |
+390 |
| Mar06 |
011031 |
94.180 |
94.380 |
94.165 |
94.370 |
+0.150 |
3,356 |
41,688 |
+448 |
| Total Volume and Open Interest |
757,907 |
4,623,869 |
+38,786 |
| 30 Day Federal Funds(CBOT) |
| Oct01 |
011031 |
97.515 |
97.520 |
97.515 |
97.520 |
unch |
|
|
|
| Nov01 |
011031 |
97.820 |
97.825 |
97.765 |
97.790 |
-0.030 |
|
|
|
| Dec01 |
011031 |
98.000 |
98.000 |
97.945 |
97.975 |
-0.025 |
|
|
|
| Jan02 |
011031 |
98.025 |
98.050 |
97.990 |
98.035 |
-0.010 |
|
|
|
| Feb02 |
011031 |
98.080 |
98.110 |
98.055 |
98.095 |
-0.015 |
|
|
|
| Mar02 |
011031 |
98.090 |
98.100 |
98.070 |
98.095 |
-0.015 |
|
|
|
| Total Volume and Open Interest |
20,521 |
165,502 |
+1,324 |
| 30 Day Fed Funds(e-CBOT) |
| Oct01 |
011026 |
97.525 |
97.525 |
97.525 |
97.525 |
-0.005 |
50 |
0 |
+0 |
| Nov01 |
011031 |
97.820 |
97.820 |
97.790 |
97.790 |
-0.010 |
255 |
0 |
+0 |
| Dec01 |
011031 |
98.000 |
98.000 |
97.990 |
97.990 |
+0.010 |
252 |
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 |
011031 |
99.905 |
99.905 |
99.900 |
99.900 |
-0.005 |
1,501 |
18,113 |
+18,113 |
| Mar02 |
011031 |
99.875 |
99.875 |
99.870 |
99.870 |
-0.005 |
156 |
9,335 |
+9,335 |
| Jun02 |
011031 |
99.880 |
99.885 |
99.880 |
99.880 |
-0.010 |
382 |
9,106 |
+9,106 |
| Sep02 |
011031 |
99.865 |
99.865 |
99.860 |
99.865 |
-0.010 |
185 |
2,793 |
+2,793 |
| Dec02 |
011031 |
99.825 |
99.825 |
99.825 |
99.825 |
+0.005 |
5 |
857 |
+857 |
| Mar03 |
011031 |
99.790 |
99.790 |
99.790 |
99.790 |
+0.005 |
15 |
822 |
+822 |
| Jun03 |
011031 |
99.765 |
99.765 |
99.765 |
99.765 |
unch |
0 |
159 |
+159 |
| Sep03 |
011031 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
0 |
15 |
+15 |
| Dec03 |
011031 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
2 |
+2 |
| Mar04 |
011031 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
0 |
220 |
+220 |
| Total Volume and Open Interest |
2,244 |
41,422 |
-134 |
| 3-Mth Euro-Yen(SGX) |
| Dec01 |
011031 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
|
|
|
| Mar02 |
011031 |
99.88 |
99.88 |
99.87 |
99.87 |
0.00 |
|
|
|
| Jun02 |
011031 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
|
|
|
| Sep02 |
011031 |
99.87 |
99.87 |
99.86 |
99.86 |
-0.01 |
|
|
|
| Dec02 |
011031 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
|
|
|
| Mar03 |
011031 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
|
|
|
| Jun03 |
011031 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
|
|
|
| Sep03 |
011031 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
| Total Volume and Open Interest |
4,720 |
305,166 |
-971 |
| Japanese Gov't Bonds(SGX) |
| Dec01 |
011031 |
140.58 |
140.72 |
140.52 |
140.72 |
+0.16 |
|
|
|
| Mar02 |
011031 |
139.02 |
139.02 |
139.02 |
139.02 |
+0.19 |
|
|
|
| Jun02 |
011031 |
139.02 |
139.02 |
139.02 |
139.02 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
2,744 |
23,689 |
-23 |
| Euro-Bund(EUREX) |
| Dec01 |
011031 |
111.82 |
112.04 |
111.51 |
112.00 |
+0.27 |
|
|
|
| Mar02 |
011031 |
111.70 |
111.87 |
111.43 |
111.87 |
+0.26 |
|
|
|
| Jun02 |
011031 |
110.94 |
110.94 |
110.94 |
110.94 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
1,064,610 |
822,773 |
+11,041 |
| Euro-Bobl(EUREX) |
| Dec01 |
011031 |
109.81 |
109.86 |
109.57 |
109.76 |
+0.01 |
|
|
|
| Mar02 |
011031 |
109.39 |
109.44 |
109.36 |
109.44 |
+0.03 |
|
|
|
| Jun02 |
011031 |
109.01 |
109.01 |
109.01 |
109.01 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
533,007 |
580,089 |
-4,037 |
| 3-Mth Euribor(EUREX) |
| Dec01 |
011031 |
96.710 |
96.720 |
96.690 |
96.705 |
-0.010 |
|
|
|
| Mar02 |
011031 |
97.000 |
97.010 |
96.965 |
96.965 |
-0.040 |
|
|
|
| Jun02 |
011031 |
97.055 |
97.080 |
97.045 |
97.060 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
2,091 |
23,054 |
-75 |
| Long Gilt(LIFFE) |
| Dec01 |
011031 |
117~22 |
118~05 |
117~18 |
118~00 |
+0~06 |
|
|
|
| Mar02 |
011031 |
117~16 |
117~16 |
117~16 |
117~16 |
+0~03 |
|
|
|
| Total Volume and Open Interest |
31,054 |
74,642 |
+2,856 |
| 3-Mth Short Sterling(LIFFE) |
| Dec01 |
011031 |
95.93 |
95.94 |
95.87 |
95.90 |
-0.02 |
|
|
|
| Mar02 |
011031 |
96.04 |
96.06 |
95.95 |
95.99 |
-0.04 |
|
|
|
| Jun02 |
011031 |
95.94 |
95.97 |
95.85 |
95.89 |
-0.04 |
|
|
|
| Sep02 |
011031 |
95.71 |
95.72 |
95.60 |
95.64 |
-0.04 |
|
|
|
| Dec02 |
011031 |
95.40 |
95.40 |
95.28 |
95.31 |
-0.05 |
|
|
|
| Mar03 |
011031 |
95.12 |
95.12 |
95.02 |
95.05 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
171,369 |
885,287 |
-21,309 |
| 3-Mth Euribor(LIFFE) |
| Dec01 |
011031 |
96.725 |
96.740 |
96.680 |
96.695 |
-0.020 |
|
|
|
| Mar02 |
011031 |
97.005 |
97.035 |
96.935 |
96.970 |
-0.040 |
|
|
|
| Jun02 |
011031 |
97.075 |
97.100 |
97.005 |
97.045 |
-0.025 |
|
|
|
| Total Volume and Open Interest |
381,679 |
1,924,895 |
-13,094 |
| 3-Mth Aus T-Bills(SFE) |
| Dec01 |
011031 |
95.97 |
96.00 |
95.97 |
95.99 |
+0.02 |
|
|
|
| Mar02 |
011031 |
96.13 |
96.17 |
96.13 |
96.17 |
+0.04 |
|
|
|
| Jun02 |
011031 |
96.05 |
96.10 |
96.04 |
96.10 |
+0.05 |
|
|
|
| Sep02 |
011031 |
95.84 |
95.90 |
95.84 |
95.90 |
+0.06 |
|
|
|
| Dec02 |
011031 |
95.60 |
95.66 |
95.60 |
95.66 |
+0.07 |
|
|
|
| Mar03 |
011031 |
95.39 |
95.44 |
95.39 |
95.44 |
+0.05 |
|
|
|
| Jun03 |
011031 |
95.26 |
95.26 |
95.26 |
95.26 |
+0.05 |
|
|
|
| Sep03 |
011031 |
95.08 |
95.12 |
95.08 |
95.12 |
+0.04 |
|
|
|
| Dec03 |
011031 |
94.96 |
95.00 |
94.96 |
95.00 |
+0.04 |
|
|
|
| Mar04 |
011031 |
94.91 |
94.91 |
94.91 |
94.91 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
20,517 |
383,112 |
-17,587 |
| 10-Year Aus T-Bonds(SFE) |
| Dec01 |
011031 |
94.73 |
94.81 |
94.72 |
94.78 |
+0.05 |
|
|
|
| Mar02 |
011031 |
94.78 |
94.78 |
94.78 |
94.78 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
12,620 |
169,198 |
+3,625 |
| 3-Year Aus T-Bonds(SFE) |
| Dec01 |
011031 |
95.69 |
95.77 |
95.69 |
95.74 |
+0.05 |
|
|
|
| Mar02 |
011031 |
95.59 |
95.59 |
95.59 |
95.59 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
51,812 |
316,323 |
-9,852 |
| Gold(CMX) |
| Dec01 |
011031 |
281.2 |
281.4 |
279.1 |
280.5 |
-0.7 |
12,666 |
80,013 |
-742 |
| Feb02 |
011031 |
281.5 |
281.8 |
279.4 |
281.1 |
-0.6 |
517 |
12,740 |
-17 |
| Apr02 |
011031 |
282.5 |
282.5 |
280.1 |
281.5 |
-0.6 |
138 |
3,684 |
+6 |
| Jun02 |
011031 |
283.0 |
283.0 |
281.0 |
282.0 |
-0.6 |
19 |
5,253 |
+10 |
| Aug02 |
011031 |
282.4 |
282.4 |
282.4 |
282.4 |
-0.6 |
7 |
3,220 |
+0 |
| Oct02 |
011031 |
282.7 |
282.7 |
282.7 |
282.7 |
-0.6 |
0 |
2,023 |
+0 |
| Dec02 |
011031 |
284.0 |
284.0 |
282.4 |
283.1 |
-0.6 |
211 |
4,120 |
+137 |
| Feb03 |
011031 |
283.6 |
283.6 |
283.6 |
283.6 |
-0.6 |
0 |
1,061 |
+0 |
| Apr03 |
011031 |
284.3 |
284.3 |
284.3 |
284.3 |
-0.6 |
0 |
1 |
+0 |
| Jun03 |
011031 |
285.0 |
285.0 |
285.0 |
285.0 |
-0.6 |
0 |
1,448 |
+0 |
| Aug03 |
011031 |
285.8 |
285.8 |
285.8 |
285.8 |
-0.6 |
|
|
|
| Total Volume and Open Interest |
13,571 |
118,614 |
-609 |
| Silver(CMX) |
| Dec01 |
011031 |
425.0 |
425.5 |
419.0 |
422.5 |
-3.8 |
5,031 |
35,153 |
-552 |
| Mar02 |
011031 |
428.5 |
429.0 |
421.0 |
425.0 |
-3.9 |
1,574 |
21,608 |
+1,176 |
| May02 |
011031 |
428.0 |
428.0 |
426.0 |
426.6 |
-3.9 |
18 |
1,167 |
-5 |
| Jul02 |
011031 |
430.0 |
430.0 |
427.9 |
427.9 |
-3.9 |
39 |
1,941 |
+0 |
| Sep02 |
011031 |
429.1 |
429.1 |
429.1 |
429.1 |
-3.9 |
0 |
1,322 |
+0 |
| Dec02 |
011031 |
435.0 |
435.0 |
429.0 |
430.5 |
-3.9 |
69 |
4,421 |
+11 |
| Mar03 |
011031 |
432.7 |
432.7 |
432.7 |
432.7 |
-3.9 |
0 |
142 |
+0 |
| Total Volume and Open Interest |
6,738 |
67,416 |
+635 |
| Platinum(NYMEX) |
| Jan02 |
011031 |
419.5 |
422.0 |
411.0 |
412.5 |
-8.8 |
138 |
5,663 |
-3 |
| Apr02 |
011031 |
414.0 |
414.0 |
407.5 |
407.5 |
-8.8 |
0 |
34 |
+0 |
| Jul02 |
011031 |
401.0 |
401.0 |
401.0 |
401.0 |
-8.8 |
0 |
52 |
+0 |
| Oct02 |
011031 |
398.0 |
398.0 |
398.0 |
398.0 |
-8.8 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
138 |
5,793 |
-3 |
| Palladium(NYMEX) |
| Dec01 |
011031 |
334.00 |
334.00 |
316.00 |
316.40 |
-13.60 |
126 |
1,227 |
-20 |
| Mar02 |
011031 |
318.00 |
318.00 |
317.40 |
317.40 |
-13.60 |
105 |
172 |
+99 |
| Total Volume and Open Interest |
231 |
1,399 |
+79 |
| Copper(CMX) |
| Dec01 |
011031 |
63.15 |
63.40 |
62.10 |
62.50 |
-1.25 |
7,722 |
52,163 |
-33 |
| Mar02 |
011031 |
64.00 |
64.15 |
62.95 |
63.20 |
-1.30 |
966 |
11,994 |
+617 |
| May02 |
011031 |
64.65 |
64.65 |
63.70 |
63.75 |
-1.30 |
17 |
4,289 |
-2 |
| Jul02 |
011031 |
64.95 |
64.95 |
64.30 |
64.30 |
-1.30 |
6 |
3,116 |
+7 |
| Sep02 |
011031 |
65.85 |
65.85 |
64.80 |
64.80 |
-1.30 |
5 |
2,905 |
+5 |
| Total Volume and Open Interest |
10,791 |
92,381 |
-397 |
| DJIA Index(CBOT) |
| Dec01 |
011031 |
9125 |
9220 |
9045 |
9050 |
-60 |
20,617 |
31,174 |
+134 |
| Mar02 |
011031 |
9120 |
9195 |
9045 |
9049 |
-61 |
74 |
642 |
+17 |
| Jun02 |
011031 |
9135 |
9135 |
9059 |
9059 |
-61 |
48 |
276 |
-10 |
| Sep02 |
011031 |
9125 |
9125 |
9075 |
9075 |
|
|
|
|
| S & P 500(CME) |
| Dec01 |
011031 |
1066.50 |
1076.50 |
1055.00 |
1060.70 |
+1.50 |
79,708 |
509,011 |
-2,284 |
| Mar02 |
011031 |
1067.50 |
1074.00 |
1062.20 |
1062.20 |
+1.60 |
7,329 |
22,560 |
+5,730 |
| Jun02 |
011031 |
1064.60 |
1064.60 |
1064.60 |
1064.60 |
+1.40 |
1,059 |
1,733 |
+493 |
| Sep02 |
011031 |
1068.60 |
1068.60 |
1068.60 |
1068.60 |
+1.40 |
0 |
293 |
+0 |
| Total Volume and Open Interest |
88,096 |
533,878 |
+3,939 |
| S & P 500 E-Mini(Globex) |
| Dec01 |
011031 |
1059.00 |
1076.25 |
1055.50 |
1060.75 |
+1.50 |
237,684 |
157,770 |
-26 |
| Mar02 |
011031 |
1062.25 |
1062.25 |
1062.25 |
1062.25 |
+1.75 |
1 |
20 |
+1 |
| Total Volume and Open Interest |
237,685 |
157,790 |
-25 |
| NASDAQ 100(CME) |
| Dec01 |
011031 |
1372.00 |
1407.00 |
1357.00 |
1369.00 |
+24.00 |
22,500 |
56,898 |
-70 |
| Mar02 |
011031 |
1376.00 |
1376.00 |
1376.00 |
1376.00 |
+24.00 |
5 |
12 |
+1 |
| Jun02 |
011031 |
1383.00 |
1383.00 |
1383.00 |
1383.00 |
+24.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22,505 |
56,911 |
-69 |
| NASDAQ 100 E-Mini(Globex) |
| Dec01 |
011031 |
1343.00 |
1408.00 |
1336.50 |
1369.00 |
+24.00 |
183,097 |
103,252 |
+1,908 |
| Mar02 |
011031 |
1344.50 |
1410.00 |
1344.50 |
1376.00 |
+24.00 |
2 |
3 |
+1 |
| Total Volume and Open Interest |
183,099 |
103,255 |
+1,909 |
| S & P Midcap 400(CME) |
| Dec01 |
011031 |
450.50 |
456.50 |
449.50 |
451.35 |
+4.60 |
|
|
|
| Mar02 |
011031 |
452.35 |
452.35 |
452.35 |
452.35 |
+4.60 |
|
|
|
| Jun02 |
011031 |
456.35 |
456.35 |
456.35 |
456.35 |
+4.60 |
|
|
|
| Total Volume and Open Interest |
899 |
14,904 |
-60 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec01 |
011031 |
10430 |
10510 |
10375 |
10440 |
+110 |
1,841 |
13,234 |
+13,234 |
| Mar02 |
011031 |
10465 |
10465 |
10465 |
10465 |
+110 |
0 |
17 |
+17 |
| Total Volume and Open Interest |
1,841 |
13,274 |
-172 |
| Nikkei 225(SGX) |
| Dec01 |
011031 |
10350 |
10480 |
10330 |
10370 |
-145 |
|
|
|
| Mar02 |
011031 |
10430 |
10430 |
10365 |
10365 |
-145 |
|
|
|
| Jun02 |
011031 |
10320 |
10320 |
10320 |
10320 |
-145 |
|
|
|
| Total Volume and Open Interest |
11,671 |
102,256 |
-230 |
| CAC 40(EURONEXT) |
| Nov01 |
011031 |
4276.0 |
4403.0 |
4214.5 |
4353.0 |
+91.0 |
|
|
|
| Dec01 |
011031 |
4283.0 |
4409.0 |
4223.5 |
4363.5 |
+91.5 |
|
|
|
| Total Volume and Open Interest |
162,326 |
|
|
| Hang Seng Index(HKFE) |
| Oct01 |
011030 |
9920 |
10067 |
9903 |
10025 |
-154 |
|
|
|
| Nov01 |
011031 |
9920 |
10085 |
9910 |
10033 |
-68 |
|
|
|
| Dec01 |
011031 |
9970 |
10070 |
9960 |
10038 |
-55 |
|
|
|
| Total Volume and Open Interest |
16,289 |
34,589 |
-7,061 |
| DAX(EUREX) |
| Dec01 |
011031 |
4557.0 |
4655.0 |
4480.0 |
4578.5 |
-9.5 |
|
|
|
| Mar02 |
011031 |
4568.5 |
4674.0 |
4532.5 |
4611.5 |
-7.5 |
|
|
|
| Jun02 |
011031 |
4596.0 |
4696.5 |
4596.0 |
4649.5 |
-7.5 |
|
|
|
| Total Volume and Open Interest |
70,609 |
165,207 |
+2,264 |
| FT-SE 100(EURONEXT) |
| Dec01 |
011031 |
5001.50 |
5121.50 |
4962.00 |
5035.00 |
+17.00 |
|
|
|
| Mar02 |
011031 |
5027.50 |
5124.50 |
4979.50 |
5044.50 |
+17.00 |
|
|
|
| Jun02 |
011031 |
5041.00 |
5142.50 |
4992.50 |
5061.50 |
+17.00 |
|
|
|
| Total Volume and Open Interest |
56,049 |
350,388 |
+3,698 |
| SPI 200(SFE) |
| Dec01 |
011031 |
3254.0 |
3257.0 |
3234.0 |
3241.0 |
-15.0 |
|
|
|
| Mar02 |
011031 |
3245.0 |
3254.0 |
3245.0 |
3247.0 |
-16.0 |
|
|
|
| Jun02 |
011031 |
3254.0 |
3254.0 |
3254.0 |
3254.0 |
-19.0 |
|
|
|
| Total Volume and Open Interest |
9,652 |
140,354 |
+2,789 |
| GSCI(CME) |
| Nov01 |
011031 |
177.90 |
177.90 |
173.95 |
175.60 |
-2.10 |
17 |
16,654 |
+7 |
| Dec01 |
011031 |
179.50 |
179.50 |
177.80 |
178.75 |
-1.95 |
1 |
2 |
-1 |
| Jan02 |
011031 |
180.00 |
180.00 |
180.00 |
180.00 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
18 |
16,656 |
+6 |
| Reuters CCI(ICE) |
| Nov01 |
011031 |
186.25 |
186.50 |
186.00 |
186.25 |
-0.25 |
9 |
163 |
-3 |
| Jan02 |
011031 |
188.25 |
188.75 |
188.25 |
188.75 |
-0.25 |
4 |
155 |
+1 |
| Feb02 |
011031 |
188.75 |
188.75 |
188.75 |
188.75 |
-0.25 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
13 |
437 |
-2 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|