|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu December 13, 2001 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan02 |
011213 |
433.00 |
436.00 |
431.50 |
433.75 |
+1.25 |
26,451 |
66,978 |
-1,460 |
| Mar02 |
011213 |
437.00 |
439.50 |
435.00 |
437.50 |
+1.00 |
10,455 |
45,076 |
+994 |
| May02 |
011213 |
441.50 |
443.00 |
439.50 |
441.50 |
+0.75 |
2,399 |
32,744 |
-81 |
| Jul02 |
011213 |
446.50 |
448.25 |
444.75 |
446.75 |
+1.50 |
1,580 |
23,958 |
+245 |
| Aug02 |
011213 |
446.00 |
449.00 |
445.50 |
446.50 |
+1.25 |
21 |
1,839 |
-1 |
| Sep02 |
011213 |
448.00 |
448.00 |
446.50 |
447.00 |
+1.50 |
16 |
364 |
-8 |
| Nov02 |
011213 |
450.00 |
453.00 |
449.50 |
451.75 |
+1.25 |
532 |
8,162 |
-35 |
| Total Volume and Open Interest |
41,454 |
179,159 |
-346 |
| Soybean Meal(CBOT) |
| Dec01 |
011213 |
150.30 |
153.00 |
150.20 |
152.70 |
+3.00 |
2,752 |
1,626 |
-1,177 |
| Jan02 |
011213 |
148.90 |
150.50 |
148.40 |
150.20 |
+1.50 |
10,907 |
28,198 |
-1,207 |
| Mar02 |
011213 |
146.60 |
147.80 |
146.30 |
147.40 |
+0.70 |
6,213 |
36,079 |
+28 |
| May02 |
011213 |
145.60 |
146.50 |
145.30 |
146.50 |
+0.90 |
1,842 |
29,198 |
+166 |
| Jul02 |
011213 |
146.50 |
147.50 |
146.20 |
147.40 |
+0.90 |
2,055 |
27,768 |
+570 |
| Aug02 |
011213 |
147.20 |
147.60 |
146.80 |
147.10 |
+0.60 |
233 |
7,331 |
+140 |
| Sep02 |
011213 |
147.00 |
147.90 |
147.00 |
147.40 |
+0.40 |
142 |
5,592 |
+33 |
| Oct02 |
011213 |
147.00 |
148.00 |
147.00 |
147.50 |
+1.10 |
120 |
3,341 |
+69 |
| Total Volume and Open Interest |
24,595 |
147,156 |
-1,379 |
| Soybean Oil(CBOT) |
| Dec01 |
011213 |
15.65 |
15.85 |
15.61 |
15.62 |
-0.02 |
1,932 |
1,170 |
-670 |
| Jan02 |
011213 |
15.78 |
16.00 |
15.74 |
15.75 |
-0.03 |
15,415 |
39,750 |
-1,208 |
| Mar02 |
011213 |
15.99 |
16.24 |
15.95 |
15.97 |
-0.04 |
10,239 |
42,376 |
-1,802 |
| May02 |
011213 |
16.18 |
16.42 |
16.17 |
16.20 |
-0.02 |
1,257 |
33,083 |
-94 |
| Jul02 |
011213 |
16.42 |
16.65 |
16.40 |
16.41 |
-0.03 |
777 |
21,603 |
+64 |
| Aug02 |
011213 |
16.50 |
16.55 |
16.50 |
16.50 |
-0.04 |
391 |
4,976 |
+169 |
| Sep02 |
011213 |
16.60 |
16.65 |
16.60 |
16.60 |
-0.02 |
159 |
3,421 |
+141 |
| Oct02 |
011213 |
16.71 |
16.71 |
16.68 |
16.68 |
-0.03 |
39 |
1,733 |
+35 |
| Total Volume and Open Interest |
30,283 |
154,845 |
-3,374 |
| Canola(WCE) |
| Jan02 |
011213 |
337.0 |
339.7 |
335.0 |
338.4 |
+1.4 |
4,880 |
26,534 |
-46 |
| Mar02 |
011213 |
335.0 |
337.5 |
333.5 |
336.2 |
+1.0 |
4,562 |
25,917 |
+920 |
| May02 |
011213 |
334.0 |
337.1 |
334.0 |
336.3 |
+1.0 |
675 |
8,613 |
-63 |
| Jul02 |
011213 |
335.0 |
337.5 |
334.5 |
335.0 |
+0.5 |
468 |
6,383 |
+11 |
| Total Volume and Open Interest |
11,935 |
72,796 |
+1,662 |
| Corn(CBOT) |
| Dec01 |
011213 |
206.75 |
207.50 |
204.25 |
207.25 |
+0.50 |
2,625 |
1,683 |
-536 |
| Jan02 |
011213 |
208.00 |
209.50 |
207.25 |
208.75 |
+0.50 |
440 |
1,744 |
+244 |
| Mar02 |
011213 |
216.00 |
216.75 |
213.75 |
216.50 |
+0.50 |
41,482 |
251,825 |
-3,607 |
| May02 |
011213 |
222.50 |
223.50 |
220.50 |
223.25 |
+0.75 |
3,268 |
60,198 |
+269 |
| Jul02 |
011213 |
228.00 |
229.00 |
225.75 |
228.75 |
+0.75 |
2,501 |
47,282 |
+162 |
| Sep02 |
011213 |
232.50 |
232.75 |
230.50 |
232.25 |
-0.25 |
240 |
12,251 |
+22 |
| Total Volume and Open Interest |
52,373 |
413,385 |
-3,073 |
| Wheat(CBOT) |
| Dec01 |
011213 |
277.00 |
277.75 |
271.75 |
274.00 |
-3.00 |
307 |
786 |
-675 |
| Mar02 |
011213 |
286.00 |
287.00 |
279.25 |
282.50 |
-3.50 |
8,900 |
76,632 |
+413 |
| May02 |
011213 |
286.50 |
288.00 |
280.50 |
283.50 |
-3.75 |
918 |
9,566 |
+46 |
| Jul02 |
011213 |
287.00 |
288.00 |
281.50 |
284.00 |
-3.25 |
1,174 |
14,975 |
+120 |
| Sep02 |
011213 |
290.00 |
290.00 |
286.00 |
287.50 |
-3.50 |
84 |
972 |
-3 |
| Total Volume and Open Interest |
11,403 |
105,202 |
-91 |
| Wheat(KCBT) |
| Dec01 |
011213 |
275.50 |
278.50 |
271.50 |
272.50 |
-5.00 |
12 |
29 |
-10 |
| Mar02 |
011213 |
285.25 |
288.00 |
281.50 |
283.25 |
-2.50 |
2,994 |
47,042 |
-27 |
| May02 |
011213 |
291.00 |
292.50 |
287.50 |
289.00 |
-1.75 |
760 |
9,697 |
-39 |
| Jul02 |
011213 |
296.50 |
297.75 |
293.50 |
294.75 |
-2.25 |
769 |
8,352 |
-137 |
| Sep02 |
011213 |
304.50 |
304.50 |
301.50 |
301.50 |
-2.50 |
10 |
1,918 |
+10 |
| Total Volume and Open Interest |
4,863 |
68,879 |
-206 |
| Wheat(MGE) |
| Dec01 |
011213 |
293.00 |
293.00 |
293.00 |
293.00 |
unch |
|
|
|
| Mar02 |
011213 |
304.75 |
305.00 |
301.00 |
303.75 |
unch |
2,045 |
19,351 |
+226 |
| May02 |
011213 |
311.00 |
311.25 |
309.00 |
311.25 |
unch |
366 |
2,841 |
+133 |
| Jul02 |
011213 |
317.00 |
318.00 |
315.00 |
318.00 |
+0.25 |
53 |
1,587 |
+47 |
| Sep02 |
011213 |
323.50 |
323.50 |
323.50 |
323.50 |
-0.25 |
31 |
974 |
-26 |
| Total Volume and Open Interest |
2,495 |
25,359 |
+380 |
| Oats(CBOT) |
| Dec01 |
011213 |
240.00 |
243.00 |
240.00 |
243.00 |
+3.25 |
175 |
254 |
-140 |
| Mar02 |
011213 |
202.00 |
206.00 |
201.75 |
203.50 |
+2.75 |
979 |
6,680 |
+3 |
| May02 |
011213 |
186.75 |
188.75 |
186.50 |
187.00 |
+1.25 |
134 |
2,673 |
+13 |
| Jul02 |
011213 |
169.50 |
173.00 |
169.50 |
172.00 |
+2.75 |
105 |
1,335 |
+40 |
| Total Volume and Open Interest |
1,480 |
11,962 |
-37 |
| Rough Rice(MCE) |
| Jan02 |
011213 |
3.77 |
3.90 |
3.75 |
3.89 |
+0.07 |
327 |
3,357 |
+45 |
| Mar02 |
011213 |
4.05 |
4.12 |
4.00 |
4.12 |
+0.07 |
210 |
2,165 |
+43 |
| May02 |
011213 |
4.28 |
4.34 |
4.26 |
4.34 |
+0.06 |
28 |
794 |
+2 |
| Jul02 |
011213 |
4.55 |
4.55 |
4.55 |
4.55 |
+0.05 |
0 |
460 |
+0 |
| Total Volume and Open Interest |
576 |
6,999 |
+99 |
| Live Cattle(CME) |
| Dec01 |
011213 |
64.250 |
64.250 |
63.525 |
63.700 |
-0.850 |
4,246 |
9,867 |
-1,260 |
| Feb02 |
011213 |
67.700 |
67.875 |
67.150 |
67.200 |
-0.775 |
8,556 |
43,941 |
+800 |
| Apr02 |
011213 |
70.800 |
70.850 |
70.050 |
70.100 |
-0.925 |
3,552 |
19,333 |
+355 |
| Jun02 |
011213 |
67.575 |
67.700 |
67.000 |
67.025 |
-0.775 |
1,323 |
13,532 |
+12 |
| Aug02 |
011213 |
67.875 |
67.875 |
67.350 |
67.375 |
-0.600 |
478 |
6,033 |
+50 |
| Oct02 |
011213 |
69.950 |
69.950 |
69.700 |
69.775 |
-0.525 |
106 |
1,706 |
+54 |
| Total Volume and Open Interest |
18,535 |
95,161 |
+177 |
| Feeder Cattle(CME) |
| Jan02 |
011213 |
82.250 |
82.400 |
81.625 |
81.875 |
-1.000 |
1,365 |
6,439 |
-230 |
| Mar02 |
011213 |
81.350 |
81.600 |
80.900 |
81.000 |
-0.925 |
577 |
4,221 |
+17 |
| Apr02 |
011213 |
81.625 |
81.625 |
80.900 |
80.950 |
-0.925 |
230 |
1,981 |
+61 |
| May02 |
011213 |
81.500 |
81.500 |
80.850 |
80.975 |
-0.800 |
150 |
1,617 |
+10 |
| Aug02 |
011213 |
83.050 |
83.050 |
82.250 |
82.650 |
-0.700 |
21 |
633 |
-3 |
| Sep02 |
011213 |
82.600 |
82.600 |
82.600 |
82.600 |
-0.750 |
4 |
97 |
-2 |
| Oct02 |
011213 |
82.350 |
82.500 |
82.300 |
82.500 |
-0.850 |
6 |
41 |
+0 |
| Total Volume and Open Interest |
2,353 |
15,034 |
-147 |
| Lean Hogs(CME) |
| Dec01 |
011213 |
45.300 |
45.750 |
45.250 |
45.700 |
+0.575 |
1,798 |
4,518 |
-956 |
| Feb02 |
011213 |
51.600 |
52.825 |
51.600 |
52.625 |
+1.275 |
2,988 |
15,335 |
-174 |
| Apr02 |
011213 |
55.950 |
56.750 |
55.950 |
56.600 |
+0.850 |
512 |
4,320 |
-5 |
| Jun02 |
011213 |
63.400 |
64.000 |
63.400 |
64.000 |
+0.750 |
339 |
1,513 |
+74 |
| Jul02 |
011213 |
61.550 |
61.800 |
61.500 |
61.800 |
+0.550 |
98 |
615 |
+62 |
| Aug02 |
011213 |
59.750 |
60.300 |
59.750 |
60.300 |
+0.450 |
8 |
315 |
+6 |
| Oct02 |
011213 |
52.400 |
52.500 |
52.400 |
52.500 |
+0.200 |
28 |
420 |
+21 |
| Dec02 |
011213 |
50.200 |
50.600 |
50.200 |
50.600 |
+0.400 |
23 |
131 |
+9 |
| Total Volume and Open Interest |
5,851 |
28,282 |
-943 |
| Pork Bellies(CME) |
| Feb02 |
011213 |
73.700 |
75.675 |
73.700 |
75.400 |
+1.700 |
455 |
1,890 |
-34 |
| Mar02 |
011213 |
74.400 |
75.450 |
73.900 |
75.225 |
+1.825 |
24 |
290 |
+13 |
| May02 |
011213 |
75.250 |
76.900 |
75.250 |
76.900 |
+1.350 |
16 |
153 |
+7 |
| Jul02 |
011213 |
77.250 |
77.250 |
77.250 |
77.250 |
+1.600 |
1 |
41 |
-1 |
| Aug02 |
011213 |
77.000 |
77.000 |
77.000 |
77.000 |
+1.350 |
2 |
9 |
+0 |
| Total Volume and Open Interest |
498 |
2,383 |
-15 |
| Cocoa(NYBOT) |
| Dec01 |
011211 |
1280 |
1320 |
1280 |
1305 |
+58 |
55 |
277 |
-97 |
| Mar02 |
011213 |
1310 |
1311 |
1285 |
1296 |
+3 |
3,890 |
35,989 |
-486 |
| May02 |
011213 |
1300 |
1300 |
1275 |
1286 |
+3 |
398 |
14,723 |
+7 |
| Jul02 |
011213 |
1285 |
1285 |
1273 |
1277 |
+3 |
60 |
9,626 |
-1 |
| Sep02 |
011213 |
1266 |
1266 |
1263 |
1264 |
+2 |
337 |
5,972 |
+14 |
| Dec02 |
011213 |
1214 |
1223 |
1214 |
1217 |
-5 |
189 |
9,827 |
+113 |
| Mar03 |
011213 |
1218 |
1220 |
1194 |
1203 |
-8 |
448 |
8,305 |
+164 |
| Total Volume and Open Interest |
5,667 |
92,856 |
-82 |
| Coffee "C"(NYBOT) |
| Dec01 |
011213 |
44.00 |
44.15 |
44.00 |
44.15 |
-0.20 |
102 |
126 |
+2 |
| Mar02 |
011213 |
47.50 |
48.00 |
47.00 |
47.90 |
+0.05 |
5,052 |
33,582 |
-462 |
| May02 |
011213 |
49.25 |
49.80 |
49.10 |
49.65 |
unch |
860 |
8,499 |
+280 |
| Jul02 |
011213 |
51.00 |
51.50 |
51.00 |
51.45 |
unch |
390 |
4,209 |
-71 |
| Sep02 |
011213 |
52.90 |
53.10 |
52.65 |
53.00 |
-0.05 |
374 |
3,753 |
+95 |
| Dec02 |
011213 |
54.90 |
55.50 |
54.90 |
55.15 |
-0.10 |
306 |
2,889 |
+65 |
| Total Volume and Open Interest |
7,152 |
53,843 |
-73 |
| Orange Juice(NYBOT) |
| Jan02 |
011213 |
89.50 |
90.75 |
89.50 |
89.85 |
+0.40 |
2,609 |
8,519 |
-1,643 |
| Mar02 |
011213 |
92.10 |
93.00 |
92.10 |
92.20 |
+0.30 |
1,915 |
6,774 |
+979 |
| May02 |
011213 |
93.60 |
93.60 |
93.60 |
93.60 |
unch |
22 |
1,198 |
+2 |
| Jul02 |
011213 |
96.00 |
96.00 |
94.80 |
94.80 |
-0.20 |
14 |
221 |
+0 |
| Sep02 |
011213 |
96.40 |
96.40 |
96.40 |
96.40 |
+0.35 |
0 |
161 |
+0 |
| Total Volume and Open Interest |
4,583 |
18,334 |
-661 |
| Sugar #11(NYBOT) |
| Mar02 |
011213 |
7.33 |
7.44 |
7.27 |
7.40 |
+0.05 |
19,044 |
83,125 |
-2,787 |
| May02 |
011213 |
6.85 |
6.91 |
6.78 |
6.87 |
+0.02 |
2,022 |
25,361 |
+229 |
| Jul02 |
011213 |
6.42 |
6.46 |
6.37 |
6.41 |
unch |
4,722 |
28,431 |
-73 |
| Oct02 |
011213 |
6.41 |
6.43 |
6.37 |
6.40 |
-0.01 |
2,445 |
16,731 |
-441 |
| Mar03 |
011213 |
6.50 |
6.50 |
6.47 |
6.47 |
-0.05 |
471 |
7,326 |
+149 |
| Total Volume and Open Interest |
29,410 |
167,231 |
-2,779 |
| London Cocoa(LCE) |
| Dec01 |
011212 |
969 |
969 |
959 |
963 |
+10 |
9,055 |
4,052 |
-5,448 |
| Mar02 |
011213 |
960 |
986 |
960 |
977 |
+17 |
3,172 |
63,382 |
-433 |
| May02 |
011213 |
971 |
995 |
971 |
987 |
+17 |
2,067 |
34,054 |
+952 |
| Jul02 |
011213 |
985 |
1009 |
985 |
1000 |
+16 |
1,426 |
28,249 |
+801 |
| Sep02 |
011213 |
968 |
990 |
968 |
978 |
+10 |
434 |
12,889 |
+40 |
| Dec02 |
011213 |
936 |
954 |
934 |
938 |
+5 |
275 |
7,617 |
+129 |
| Mar03 |
011213 |
925 |
939 |
923 |
924 |
+1 |
199 |
6,717 |
+142 |
| Total Volume and Open Interest |
8,445 |
157,620 |
+1,554 |
| London Coffee(LCE) |
| Jan02 |
011213 |
400.00 |
401.00 |
398.00 |
399.00 |
-1.00 |
1,209 |
27,790 |
-371 |
| Mar02 |
011213 |
410.00 |
412.00 |
409.00 |
410.00 |
-1.00 |
1,902 |
24,646 |
-149 |
| May02 |
011213 |
424.00 |
424.00 |
420.00 |
420.00 |
-1.00 |
754 |
20,053 |
-181 |
| Jul02 |
011213 |
433.00 |
434.00 |
432.00 |
432.00 |
-1.00 |
376 |
15,457 |
+240 |
| Sep02 |
011213 |
443.00 |
443.00 |
443.00 |
443.00 |
-1.00 |
0 |
12,351 |
+0 |
| Nov02 |
011213 |
453.00 |
453.00 |
453.00 |
453.00 |
-1.00 |
0 |
4,698 |
+0 |
| Total Volume and Open Interest |
4,241 |
105,005 |
-461 |
| London Sugar(LCE) |
| Dec01 |
011115 |
241.50 |
248.00 |
236.50 |
240.40 |
-1.10 |
3,820 |
4,096 |
-1,367 |
| Mar02 |
011213 |
233.50 |
235.50 |
232.20 |
235.50 |
+3.30 |
2,033 |
22,841 |
-692 |
| May02 |
011213 |
223.70 |
224.80 |
222.00 |
224.80 |
+3.10 |
400 |
9,121 |
-199 |
| Aug02 |
011213 |
211.50 |
213.30 |
210.50 |
213.30 |
+2.60 |
381 |
10,914 |
+309 |
| Oct02 |
011213 |
199.00 |
200.80 |
199.00 |
200.80 |
+2.10 |
111 |
4,787 |
+71 |
| Total Volume and Open Interest |
3,490 |
49,633 |
+9 |
| Cotton(NYBOT) |
| Mar02 |
011213 |
35.85 |
35.90 |
35.10 |
35.15 |
-0.96 |
4,067 |
29,329 |
-405 |
| May02 |
011213 |
36.80 |
37.03 |
36.50 |
36.61 |
-0.89 |
781 |
9,852 |
+58 |
| Jul02 |
011213 |
38.00 |
38.30 |
37.60 |
37.80 |
-0.97 |
1,018 |
9,781 |
+214 |
| Oct02 |
011213 |
39.80 |
40.00 |
39.80 |
40.00 |
-0.80 |
10 |
343 |
+0 |
| Dec02 |
011213 |
41.00 |
41.50 |
41.00 |
41.13 |
-0.77 |
154 |
5,532 |
+28 |
| Mar03 |
011213 |
42.60 |
42.60 |
42.50 |
42.53 |
-0.62 |
26 |
789 |
+16 |
| Total Volume and Open Interest |
6,057 |
56,916 |
-89 |
| Lumber(CME) |
| Jan02 |
011213 |
222.0 |
227.4 |
221.1 |
227.2 |
+3.6 |
586 |
1,681 |
+2 |
| Mar02 |
011213 |
237.5 |
241.4 |
237.5 |
240.7 |
+1.3 |
194 |
711 |
+33 |
| May02 |
011213 |
250.0 |
250.0 |
249.7 |
249.7 |
+1.0 |
42 |
162 |
+8 |
| Jul02 |
011213 |
257.1 |
257.1 |
255.2 |
255.2 |
unch |
0 |
22 |
+0 |
| Total Volume and Open Interest |
822 |
2,578 |
+43 |
| Crude Oil(NYM) |
| Jan02 |
011213 |
18.00 |
18.50 |
17.80 |
18.12 |
-0.24 |
80,615 |
83,711 |
-9,888 |
| Feb02 |
011213 |
18.20 |
18.85 |
18.20 |
18.53 |
-0.21 |
45,967 |
104,022 |
+7,023 |
| Mar02 |
011213 |
18.50 |
19.05 |
18.45 |
18.77 |
-0.21 |
10,232 |
41,946 |
-390 |
| Apr02 |
011213 |
18.95 |
19.20 |
18.80 |
18.98 |
-0.20 |
3,907 |
26,981 |
+529 |
| May02 |
011213 |
19.05 |
19.34 |
19.02 |
19.17 |
-0.19 |
1,152 |
15,290 |
+392 |
| Jun02 |
011213 |
19.05 |
19.60 |
19.00 |
19.32 |
-0.18 |
3,735 |
28,108 |
+148 |
| Jul02 |
011213 |
19.25 |
19.60 |
19.20 |
19.44 |
-0.17 |
586 |
13,420 |
-250 |
| Aug02 |
011213 |
19.65 |
19.65 |
19.50 |
19.54 |
-0.16 |
634 |
11,668 |
-58 |
| Sep02 |
011213 |
19.75 |
19.75 |
19.63 |
19.63 |
-0.15 |
517 |
12,473 |
-218 |
| Oct02 |
011213 |
19.77 |
19.83 |
19.71 |
19.71 |
-0.14 |
607 |
9,766 |
+88 |
| Total Volume and Open Interest |
153,548 |
454,122 |
-2,434 |
| Heating Oil(NYM) |
| Jan02 |
011213 |
49.70 |
51.60 |
49.60 |
51.04 |
+0.46 |
19,372 |
35,800 |
-3,116 |
| Feb02 |
011213 |
51.10 |
52.80 |
51.00 |
52.20 |
+0.24 |
8,806 |
29,164 |
+471 |
| Mar02 |
011213 |
51.80 |
53.10 |
51.70 |
52.65 |
+0.09 |
2,309 |
21,464 |
+554 |
| Apr02 |
011213 |
52.30 |
53.40 |
52.20 |
52.75 |
-0.06 |
1,466 |
16,657 |
-33 |
| May02 |
011213 |
53.25 |
53.25 |
52.45 |
52.45 |
-0.21 |
793 |
7,280 |
-49 |
| Jun02 |
011213 |
52.40 |
53.40 |
52.40 |
52.65 |
-0.31 |
654 |
9,662 |
-147 |
| Jul02 |
011213 |
53.10 |
54.20 |
53.10 |
53.30 |
-0.31 |
392 |
5,048 |
+66 |
| Aug02 |
011213 |
54.60 |
54.70 |
54.05 |
54.05 |
-0.31 |
48 |
3,510 |
+10 |
| Sep02 |
011213 |
55.70 |
55.70 |
54.95 |
54.95 |
-0.31 |
297 |
4,374 |
+171 |
| Oct02 |
011213 |
56.10 |
56.50 |
55.85 |
55.85 |
-0.31 |
24 |
2,652 |
+23 |
| Total Volume and Open Interest |
34,673 |
151,340 |
-1,838 |
| Unleaded Gas(NYM) |
| Jan02 |
011213 |
50.70 |
52.90 |
50.40 |
52.08 |
+0.36 |
18,250 |
34,427 |
+645 |
| Feb02 |
011213 |
52.25 |
54.10 |
52.10 |
53.28 |
+0.05 |
7,672 |
21,802 |
+1,722 |
| Mar02 |
011213 |
53.80 |
54.95 |
53.80 |
54.40 |
-0.16 |
1,453 |
14,146 |
+99 |
| Apr02 |
011213 |
61.00 |
61.00 |
60.68 |
60.68 |
-0.30 |
808 |
14,812 |
+253 |
| May02 |
011213 |
61.90 |
61.90 |
61.18 |
61.18 |
-0.32 |
735 |
14,737 |
-33 |
| Jun02 |
011213 |
61.85 |
61.85 |
61.28 |
61.28 |
-0.37 |
289 |
9,983 |
+10 |
| Jul02 |
011213 |
61.75 |
61.75 |
61.06 |
61.06 |
-0.39 |
152 |
6,984 |
+49 |
| Aug02 |
011213 |
60.90 |
61.00 |
60.43 |
60.43 |
-0.40 |
56 |
5,822 |
-1 |
| Total Volume and Open Interest |
29,443 |
130,028 |
+2,767 |
| Natural Gas(NYM) |
| Jan02 |
011213 |
2.725 |
2.770 |
2.700 |
2.756 |
+0.037 |
33,352 |
58,697 |
-3,309 |
| Feb02 |
011213 |
2.790 |
2.830 |
2.780 |
2.822 |
+0.029 |
12,520 |
39,102 |
+3,553 |
| Mar02 |
011213 |
2.800 |
2.830 |
2.790 |
2.822 |
+0.027 |
6,266 |
35,471 |
+1,216 |
| Apr02 |
011213 |
2.770 |
2.800 |
2.760 |
2.787 |
+0.022 |
4,820 |
37,377 |
-269 |
| May02 |
011213 |
2.820 |
2.855 |
2.810 |
2.837 |
+0.019 |
1,515 |
17,941 |
+345 |
| Jun02 |
011213 |
2.870 |
2.900 |
2.860 |
2.888 |
+0.016 |
590 |
17,426 |
-44 |
| Jul02 |
011213 |
2.945 |
2.945 |
2.900 |
2.928 |
+0.011 |
675 |
14,526 |
+163 |
| Aug02 |
011213 |
2.965 |
2.990 |
2.950 |
2.972 |
+0.010 |
973 |
13,254 |
+51 |
| Total Volume and Open Interest |
67,536 |
419,456 |
+1,603 |
| Brent Crude Oil(IPE) |
| Jan02 |
011213 |
18.09 |
18.38 |
17.73 |
17.80 |
-0.40 |
28,731 |
35,149 |
-8,163 |
| Feb02 |
011213 |
18.18 |
18.64 |
17.96 |
18.17 |
-0.27 |
41,045 |
75,398 |
+8,499 |
| Mar02 |
011213 |
18.39 |
18.62 |
18.02 |
18.23 |
-0.23 |
14,556 |
34,245 |
+4,592 |
| Apr02 |
011213 |
18.55 |
18.66 |
18.10 |
18.26 |
-0.24 |
4,069 |
14,030 |
+1,622 |
| May02 |
011213 |
18.62 |
18.72 |
18.25 |
18.36 |
-0.25 |
1,399 |
8,940 |
+316 |
| Jun02 |
011213 |
18.74 |
18.90 |
18.35 |
18.51 |
-0.22 |
2,948 |
20,216 |
-8 |
| Jul02 |
011213 |
18.84 |
18.84 |
18.48 |
18.62 |
-0.21 |
85 |
6,166 |
-12 |
| Aug02 |
011213 |
18.94 |
18.94 |
18.64 |
18.73 |
-0.20 |
113 |
5,758 |
+0 |
| Total Volume and Open Interest |
94,446 |
244,518 |
+7,321 |
| Gas Oil(IPE) |
| Jan02 |
011213 |
154.00 |
158.50 |
153.00 |
155.75 |
-0.25 |
19,042 |
45,965 |
+1,020 |
| Feb02 |
011213 |
157.50 |
161.00 |
155.75 |
159.25 |
-0.50 |
4,880 |
27,603 |
+119 |
| Mar02 |
011213 |
160.25 |
162.50 |
158.00 |
161.00 |
-0.25 |
1,285 |
10,189 |
+284 |
| Apr02 |
011213 |
162.00 |
164.00 |
159.50 |
162.75 |
-0.25 |
1,011 |
6,897 |
-235 |
| May02 |
011213 |
164.50 |
165.00 |
164.25 |
164.25 |
-0.50 |
20 |
3,831 |
-34 |
| Jun02 |
011213 |
166.50 |
167.00 |
162.50 |
166.00 |
-0.25 |
1,776 |
17,172 |
+39 |
| Jul02 |
011213 |
167.75 |
167.75 |
167.75 |
167.75 |
-0.50 |
100 |
2,517 |
-104 |
| Aug02 |
011213 |
169.50 |
169.50 |
169.50 |
169.50 |
-0.75 |
0 |
2,324 |
+0 |
| Total Volume and Open Interest |
37,451 |
154,401 |
-5,739 |
| US Dollar Index(NYBOT) |
| Dec01 |
011213 |
115.45 |
115.90 |
115.25 |
115.80 |
+0.46 |
501 |
2,591 |
-366 |
| Mar02 |
011213 |
115.89 |
116.46 |
115.73 |
116.34 |
+0.46 |
4,493 |
4,297 |
+1,620 |
| Jun02 |
011213 |
116.84 |
116.84 |
116.84 |
116.84 |
+0.42 |
2,055 |
2,008 |
+2,000 |
| Total Volume and Open Interest |
7,049 |
8,898 |
+3,254 |
| Australian Dollar(IMM) |
| Dec01 |
011213 |
52.00 |
52.00 |
51.75 |
51.87 |
-0.16 |
2,485 |
8,566 |
-3,713 |
| Mar02 |
011213 |
51.76 |
51.80 |
51.36 |
51.58 |
-0.15 |
6,216 |
15,205 |
+3,173 |
| Jun02 |
011213 |
51.50 |
51.50 |
51.29 |
51.29 |
-0.14 |
1 |
344 |
+1 |
| Total Volume and Open Interest |
8,702 |
24,130 |
-539 |
| British Pound(IMM) |
| Dec01 |
011213 |
144.60 |
144.90 |
144.14 |
144.20 |
-0.46 |
4,332 |
25,314 |
-4,957 |
| Mar02 |
011213 |
143.92 |
144.18 |
143.34 |
143.44 |
-0.46 |
10,321 |
16,874 |
+2,861 |
| Jun02 |
011213 |
143.00 |
143.70 |
142.74 |
142.74 |
-0.46 |
6 |
33 |
+5 |
| Total Volume and Open Interest |
14,659 |
42,221 |
-2,091 |
| Canadian Dollar(IMM) |
| Dec01 |
011213 |
63.82 |
63.90 |
63.73 |
63.80 |
-0.05 |
10,491 |
34,828 |
-8,530 |
| Mar02 |
011213 |
63.77 |
63.85 |
63.71 |
63.76 |
-0.05 |
16,610 |
38,506 |
+7,761 |
| Jun02 |
011213 |
63.78 |
63.78 |
63.77 |
63.77 |
-0.05 |
131 |
2,198 |
+39 |
| Sep02 |
011213 |
63.78 |
63.79 |
63.78 |
63.79 |
-0.05 |
7 |
711 |
-2 |
| Total Volume and Open Interest |
27,315 |
76,764 |
-705 |
| Japanese Yen(IMM) |
| Dec01 |
011213 |
79.26 |
79.35 |
79.08 |
79.23 |
-0.02 |
10,870 |
58,899 |
-8,446 |
| Mar02 |
011213 |
79.60 |
79.72 |
79.40 |
79.59 |
-0.01 |
19,808 |
92,817 |
+7,806 |
| Jun02 |
011213 |
79.97 |
79.97 |
79.97 |
79.97 |
unch |
20,004 |
20,383 |
+19,754 |
| Total Volume and Open Interest |
50,684 |
172,454 |
+19,114 |
| Deutsche Mark(IMM) |
| Dec01 |
011212 |
45.80 |
45.91 |
45.48 |
45.91 |
+0.34 |
0 |
194 |
+0 |
| Total Volume and Open Interest |
0 |
194 |
+0 |
| Swiss Franc(IMM) |
| Dec01 |
011213 |
60.95 |
61.06 |
60.48 |
60.57 |
-0.34 |
9,775 |
35,421 |
-6,030 |
| Mar02 |
011213 |
60.94 |
61.08 |
60.43 |
60.57 |
-0.34 |
17,002 |
23,238 |
+7,854 |
| Jun02 |
011213 |
60.77 |
60.77 |
60.61 |
60.61 |
-0.34 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
26,777 |
58,693 |
+1,824 |
| EuroFX(IMM) |
| Dec01 |
011213 |
89.77 |
89.89 |
89.24 |
89.34 |
-0.46 |
16,544 |
0 |
-65,153 |
| Mar02 |
011213 |
89.47 |
89.59 |
88.85 |
89.02 |
-0.46 |
23,785 |
0 |
-49,022 |
| Jun02 |
011213 |
89.33 |
89.33 |
88.87 |
88.78 |
-0.46 |
21 |
0 |
-351 |
| Total Volume and Open Interest |
40,369 |
|
|
| Mexican Peso(IMM) |
| Dec01 |
011213 |
10937.0 |
10977.0 |
10922.0 |
10977.0 |
+42.0 |
4,279 |
15,633 |
-3,212 |
| Mar02 |
011213 |
10747.0 |
10780.0 |
10720.0 |
10777.0 |
+42.0 |
5,448 |
22,106 |
+3,055 |
| Total Volume and Open Interest |
9,727 |
38,034 |
-157 |
| 30-Year T-Bonds(CBOT) |
| Dec01 |
011213 |
103~06 |
103~07 |
101~07 |
101~20 |
-0~29 |
21,164 |
29,260 |
-10,172 |
| Mar02 |
011213 |
101~11 |
102~05 |
100~01 |
100~15 |
-0~30 |
211,530 |
426,691 |
+4,419 |
| Jun02 |
011213 |
99~18 |
100~23 |
99~10 |
99~10 |
-0~30 |
3,013 |
25,398 |
+2,857 |
| Total Volume and Open Interest |
235,707 |
481,349 |
-2,896 |
| Municipal Bonds(CBOT) |
| Dec01 |
011213 |
103~12 |
103~23 |
102~19 |
102~21 |
-0~21 |
665 |
7,796 |
-210 |
| Mar02 |
011213 |
102~12 |
102~21 |
101~12 |
101~22 |
-0~19 |
797 |
5,918 |
+138 |
| Total Volume and Open Interest |
1,462 |
13,714 |
-72 |
| 10-Year T-Notes(CBOT) |
| Dec01 |
011213 |
106~315 |
107~020 |
105~190 |
105~285 |
-0~290 |
13,931 |
41,146 |
-19,305 |
| Mar02 |
011213 |
105~110 |
105~270 |
104~030 |
104~165 |
-0~295 |
258,144 |
520,081 |
+7,241 |
| Total Volume and Open Interest |
272,213 |
564,022 |
-12,064 |
| 5-Year T-Notes(CBOT) |
| Dec01 |
011213 |
107~025 |
107~060 |
106~175 |
106~185 |
-0~210 |
5,220 |
0 |
-85,685 |
| Mar02 |
011213 |
105~240 |
106~000 |
105~000 |
105~085 |
-0~210 |
60,390 |
0 |
-421,609 |
| Jun02 |
011213 |
104~125 |
104~125 |
104~125 |
104~125 |
-0~210 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
65,610 |
200 |
-507,294 |
| 2 Year T-Notes(CBOT) |
| Dec01 |
011213 |
105~060 |
105~060 |
105~024 |
105~026 |
-0~035 |
2,365 |
7,536 |
-1,316 |
| Mar02 |
011213 |
104~052 |
104~065 |
104~012 |
104~034 |
-0~028 |
16,076 |
63,322 |
+6,315 |
| Total Volume and Open Interest |
18,441 |
70,858 |
+4,999 |
| 3-Mth T-Bills(IMM) |
| Mar02 |
011213 |
98.21 |
98.22 |
98.18 |
98.18 |
-0.08 |
1 |
517 |
+0 |
| Total Volume and Open Interest |
49 |
2,156 |
-4 |
| Eurodollars(IMM) |
| Dec01 |
011213 |
98.132 |
98.137 |
98.098 |
98.105 |
-0.037 |
108,764 |
821,855 |
+2,640 |
| Mar02 |
011213 |
98.010 |
98.025 |
97.910 |
97.965 |
-0.070 |
150,672 |
659,079 |
-7,551 |
| Jun02 |
011213 |
97.555 |
97.605 |
97.380 |
97.490 |
-0.105 |
174,969 |
619,264 |
-15,699 |
| Sep02 |
011213 |
96.980 |
97.045 |
96.760 |
96.870 |
-0.155 |
175,407 |
538,217 |
+2,874 |
| Dec02 |
011213 |
96.310 |
96.390 |
96.070 |
96.190 |
-0.170 |
135,510 |
536,760 |
+11,199 |
| Mar03 |
011213 |
95.720 |
95.780 |
95.480 |
95.590 |
-0.165 |
68,340 |
298,309 |
+5,090 |
| Jun03 |
011213 |
95.160 |
95.240 |
94.930 |
95.050 |
-0.135 |
38,468 |
197,050 |
-4,504 |
| Sep03 |
011213 |
94.785 |
94.830 |
94.530 |
94.660 |
-0.125 |
28,658 |
173,388 |
-3,916 |
| Dec03 |
011213 |
94.425 |
94.480 |
94.245 |
94.325 |
-0.120 |
20,280 |
132,471 |
-1,595 |
| Mar04 |
011213 |
94.270 |
94.325 |
94.170 |
94.175 |
-0.115 |
16,730 |
117,528 |
-621 |
| Jun04 |
011213 |
94.100 |
94.165 |
93.935 |
94.000 |
-0.115 |
13,215 |
96,368 |
+927 |
| Sep04 |
011213 |
93.955 |
94.015 |
93.790 |
93.860 |
-0.110 |
12,026 |
95,879 |
+2,070 |
| Total Volume and Open Interest |
990,958 |
4,887,789 |
-12,160 |
| 3-Mth Euro-Yen(IMM) |
| Dec01 |
011213 |
99.92 |
99.92 |
99.91 |
99.92 |
unch |
267 |
15,974 |
-132 |
| Mar02 |
011213 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
990 |
8,875 |
+535 |
| Jun02 |
011213 |
99.87 |
99.88 |
99.87 |
99.87 |
unch |
72 |
11,438 |
-30 |
| Sep02 |
011213 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
4 |
2,672 |
+26 |
| Dec02 |
011213 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.01 |
6 |
1,245 |
+1 |
| Mar03 |
011213 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
67 |
1,038 |
-42 |
| Jun03 |
011213 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
0 |
1,166 |
+0 |
| Sep03 |
011213 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
167 |
+0 |
| Dec03 |
011213 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
147 |
+0 |
| Mar04 |
011213 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
347 |
+0 |
| Total Volume and Open Interest |
1,406 |
43,143 |
+358 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar02 |
011213 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
2,017 |
77,977 |
-656 |
| Jun02 |
011213 |
99.88 |
99.88 |
99.87 |
99.87 |
unch |
1,131 |
80,550 |
-770 |
| Sep02 |
011213 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
246 |
27,490 |
-3 |
| Dec02 |
011213 |
99.83 |
99.83 |
99.82 |
99.82 |
+0.00 |
27 |
12,226 |
-7 |
| Mar03 |
011213 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.00 |
657 |
22,019 |
-134 |
| Jun03 |
011213 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.00 |
82 |
20,157 |
+0 |
| Sep03 |
011213 |
99.72 |
99.73 |
99.72 |
99.73 |
unch |
0 |
10,912 |
+0 |
| Dec03 |
011213 |
99.65 |
99.66 |
99.65 |
99.66 |
unch |
0 |
3,692 |
+0 |
| Total Volume and Open Interest |
4,971 |
357,161 |
-2,104 |
| Euro Notional Bond(MATIF) |
| Dec01 |
011213 |
90.36 |
90.50 |
89.99 |
89.99 |
-0.27 |
495 |
22,310 |
-1,222 |
| Mar02 |
011213 |
90.10 |
90.29 |
89.90 |
89.90 |
-0.22 |
131 |
1,313 |
+55 |
| Jun02 |
011213 |
89.90 |
89.90 |
89.90 |
89.90 |
-0.32 |
|
|
|
| Total Volume and Open Interest |
626 |
23,623 |
-1,167 |
| 3-Month Euribor(MATIF) |
| Dec01 |
011212 |
96.65 |
96.65 |
96.65 |
96.65 |
unch |
0 |
2,776 |
+0 |
| Mar02 |
011212 |
96.95 |
96.95 |
96.95 |
96.95 |
+0.05 |
0 |
2,496 |
+0 |
| Jun02 |
011212 |
96.90 |
96.90 |
96.90 |
96.90 |
+0.05 |
0 |
211 |
+0 |
| Total Volume and Open Interest |
0 |
6,273 |
+0 |
| German Euro-Bund(EUREX) |
| Mar02 |
011212 |
108.45 |
109.04 |
108.36 |
109.00 |
+0.73 |
616,098 |
456,276 |
-24,582 |
| Jun02 |
011212 |
108.08 |
108.25 |
108.08 |
108.25 |
+0.74 |
1,957 |
4,671 |
+1,168 |
| Sep02 |
011212 |
107.19 |
107.19 |
107.19 |
107.19 |
+0.73 |
2,597 |
0 |
+0 |
| Total Volume and Open Interest |
620,652 |
460,947 |
-23,414 |
| German Euro-Bobl(EUREX) |
| Mar02 |
011212 |
107.00 |
107.43 |
106.96 |
107.39 |
+0.51 |
341,628 |
338,597 |
+393 |
| Jun02 |
011212 |
106.64 |
106.64 |
106.64 |
106.64 |
+0.46 |
2,565 |
2,471 |
+0 |
| Sep02 |
011212 |
106.15 |
106.15 |
106.15 |
106.15 |
+0.55 |
810 |
0 |
+0 |
| Total Volume and Open Interest |
345,003 |
341,068 |
+393 |
| Long Gilt(LIFFE) |
| Dec01 |
011212 |
115~06 |
115~30 |
115~06 |
115~28 |
+0~28 |
985 |
8,300 |
-521 |
| Mar02 |
011212 |
114~08 |
115~08 |
114~08 |
115~05 |
+0~28 |
22,489 |
54,697 |
+2,262 |
| Total Volume and Open Interest |
23,474 |
63,047 |
+1,741 |
| 3-Mth Short Sterling(LIFFE) |
| Dec01 |
011212 |
95.99 |
96.01 |
95.98 |
96.00 |
+0.01 |
16,568 |
0 |
+0 |
| Mar02 |
011212 |
96.01 |
96.08 |
96.01 |
96.07 |
+0.07 |
29,894 |
0 |
+0 |
| Jun02 |
011212 |
95.71 |
95.82 |
95.71 |
95.79 |
+0.09 |
20,574 |
0 |
+0 |
| Total Volume and Open Interest |
107,362 |
|
|
| 3-Mth Euribor(LIFFE) |
| Dec01 |
011212 |
96.680 |
96.680 |
96.660 |
96.670 |
unch |
36,887 |
459,432 |
+4,903 |
| Mar02 |
011212 |
96.915 |
96.950 |
96.895 |
96.940 |
+0.040 |
73,429 |
467,576 |
+11,943 |
| Jun02 |
011212 |
96.865 |
96.930 |
96.840 |
96.920 |
+0.080 |
76,288 |
380,154 |
+12,564 |
| Total Volume and Open Interest |
327,901 |
2,067,892 |
+39,064 |
| 3-Mth Aus T-Bills(SFE) |
| Dec01 |
011213 |
95.76 |
95.80 |
95.76 |
95.76 |
unch |
9,369 |
84,152 |
-35,390 |
| Mar02 |
011213 |
95.92 |
95.97 |
95.88 |
95.97 |
+0.06 |
11,782 |
147,267 |
+12,427 |
| Jun02 |
011213 |
95.79 |
95.90 |
95.77 |
95.88 |
+0.10 |
4,389 |
52,059 |
+3,810 |
| Sep02 |
011213 |
95.44 |
95.53 |
95.40 |
95.51 |
+0.10 |
1,303 |
25,518 |
+1,070 |
| Dec02 |
011213 |
95.01 |
95.10 |
94.98 |
95.08 |
+0.10 |
425 |
18,825 |
+412 |
| Mar03 |
011213 |
94.71 |
94.75 |
94.67 |
94.73 |
+0.07 |
168 |
11,671 |
+168 |
| Jun03 |
011213 |
94.46 |
94.48 |
94.41 |
94.48 |
+0.09 |
75 |
8,522 |
+75 |
| Sep03 |
011213 |
94.27 |
94.30 |
94.26 |
94.30 |
+0.10 |
125 |
8,469 |
+123 |
| Dec03 |
011213 |
94.14 |
94.15 |
94.12 |
94.15 |
+0.10 |
325 |
3,395 |
+100 |
| Mar04 |
011213 |
94.00 |
94.07 |
94.00 |
94.07 |
+0.13 |
11 |
1,890 |
+11 |
| Total Volume and Open Interest |
27,973 |
365,045 |
-17,193 |
| 10-Year Aus T-Bonds(SFE) |
| Dec01 |
011213 |
94.19 |
94.23 |
94.14 |
94.21 |
+0.07 |
19,750 |
184,686 |
+0 |
| Mar02 |
011213 |
94.11 |
94.15 |
94.06 |
94.14 |
+0.07 |
10,030 |
16,484 |
+0 |
| Total Volume and Open Interest |
29,780 |
201,170 |
+29,550 |
| 3-Year Aus T-Bonds(SFE) |
| Dec01 |
011213 |
95.03 |
95.13 |
95.00 |
95.10 |
+0.10 |
57,024 |
487,805 |
+38,331 |
| Mar02 |
011213 |
94.76 |
94.84 |
94.73 |
94.83 |
+0.09 |
5,561 |
21,909 |
+10,778 |
| Total Volume and Open Interest |
62,585 |
509,714 |
+49,109 |
| Gold(CMX) |
| Dec01 |
011213 |
273.5 |
274.4 |
273.5 |
273.9 |
+0.1 |
79 |
553 |
-69 |
| Feb02 |
011213 |
274.7 |
275.0 |
274.3 |
274.6 |
+0.1 |
12,707 |
73,787 |
-458 |
| Apr02 |
011213 |
275.2 |
275.5 |
275.0 |
275.2 |
+0.1 |
132 |
6,293 |
+53 |
| Jun02 |
011213 |
275.7 |
276.0 |
275.5 |
275.7 |
+0.3 |
346 |
7,952 |
+157 |
| Aug02 |
011213 |
276.2 |
276.2 |
276.2 |
276.2 |
+0.3 |
262 |
3,506 |
+208 |
| Oct02 |
011213 |
276.8 |
276.8 |
276.8 |
276.8 |
+0.4 |
681 |
2,415 |
+59 |
| Total Volume and Open Interest |
14,905 |
116,492 |
+1,007 |
| Silver(CMX) |
| Dec01 |
011213 |
423.5 |
426.5 |
423.5 |
426.5 |
+2.0 |
233 |
235 |
+133 |
| Mar02 |
011213 |
427.0 |
429.5 |
426.0 |
428.0 |
+1.5 |
6,655 |
52,168 |
-251 |
| May02 |
011213 |
428.0 |
430.5 |
428.0 |
428.8 |
+1.3 |
106 |
2,407 |
-22 |
| Jul02 |
011213 |
429.0 |
431.0 |
427.5 |
429.4 |
+1.1 |
33 |
3,213 |
+12 |
| Sep02 |
011213 |
432.5 |
432.5 |
430.2 |
430.2 |
+0.9 |
0 |
1,583 |
+0 |
| Total Volume and Open Interest |
7,191 |
67,794 |
-35 |
| Platinum(NYM) |
| Jan02 |
011213 |
465.0 |
469.5 |
465.0 |
468.8 |
+1.2 |
434 |
3,716 |
-7 |
| Apr02 |
011213 |
460.0 |
460.3 |
456.0 |
460.3 |
+0.7 |
117 |
2,142 |
+105 |
| Jul02 |
011213 |
453.8 |
453.8 |
453.8 |
453.8 |
+0.7 |
3 |
64 |
+3 |
| Oct02 |
011213 |
450.8 |
450.8 |
450.8 |
450.8 |
+0.7 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
554 |
5,954 |
+101 |
| Palladium(NYME) |
| Dec01 |
011213 |
399.00 |
399.00 |
386.25 |
386.25 |
+13.35 |
15 |
20 |
+9 |
| Mar02 |
011213 |
383.00 |
394.50 |
383.00 |
387.00 |
+13.35 |
71 |
1,230 |
-7 |
| Jun02 |
011127 |
310.00 |
310.00 |
310.00 |
310.00 |
unch |
120 |
770 |
|
| Total Volume and Open Interest |
490 |
1,408 |
|
| Copper(CMX) |
| Dec01 |
011213 |
66.60 |
67.00 |
66.60 |
67.00 |
-0.05 |
746 |
3,631 |
-1,395 |
| Mar02 |
011213 |
67.40 |
68.05 |
67.25 |
67.80 |
-0.10 |
6,274 |
32,248 |
-476 |
| May02 |
011213 |
68.00 |
68.50 |
67.90 |
68.40 |
-0.10 |
320 |
4,766 |
+32 |
| Jul02 |
011213 |
68.60 |
68.95 |
68.60 |
68.95 |
-0.10 |
211 |
5,091 |
-130 |
| Sep02 |
011213 |
69.65 |
69.65 |
69.50 |
69.50 |
-0.10 |
580 |
3,423 |
+432 |
| Total Volume and Open Interest |
8,439 |
66,998 |
-1,576 |
| DJIA Index(CBOT) |
| Dec01 |
011213 |
9840 |
9870 |
9730 |
9733 |
-167 |
16,295 |
22,743 |
-560 |
| Mar02 |
011213 |
9855 |
9867 |
9725 |
9730 |
-168 |
2,606 |
6,964 |
+2,008 |
| Jun02 |
011213 |
9755 |
9755 |
9740 |
9740 |
-165 |
0 |
322 |
+0 |
| Sep02 |
011213 |
9756 |
9756 |
9756 |
9756 |
-164 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
18,901 |
30,213 |
+1,448 |
| S & P 500(CME) |
| Dec01 |
011213 |
1127.50 |
1131.50 |
1115.00 |
1115.70 |
-22.30 |
118,655 |
264,413 |
-49,286 |
| Mar02 |
011213 |
1129.50 |
1132.50 |
1116.10 |
1117.00 |
-22.30 |
60,151 |
279,717 |
+40,128 |
| Jun02 |
011213 |
1129.00 |
1129.00 |
1119.30 |
1119.30 |
-22.20 |
657 |
10,700 |
+251 |
| Sep02 |
011213 |
1123.10 |
1123.10 |
1123.10 |
1123.10 |
-22.20 |
60 |
837 |
+31 |
| Total Volume and Open Interest |
179,528 |
556,029 |
-9,871 |
| S & P 500 E-Mini(Globex) |
| Dec01 |
011213 |
1138.00 |
1138.50 |
1114.50 |
1115.75 |
-22.25 |
230,980 |
192,900 |
-42,839 |
| Mar02 |
011213 |
1139.25 |
1140.25 |
1115.75 |
1117.00 |
-22.25 |
3,155 |
3,308 |
+1,318 |
| Total Volume and Open Interest |
234,135 |
196,208 |
-41,521 |
| NASDAQ 100(CME) |
| Dec01 |
011213 |
1635.00 |
1646.00 |
1597.00 |
1598.00 |
-70.00 |
36,136 |
0 |
-61,055 |
| Mar02 |
011213 |
1642.00 |
1653.00 |
1603.00 |
1604.50 |
-70.50 |
14,340 |
0 |
-7,942 |
| Jun02 |
011213 |
0.00 |
0.00 |
1660.00 |
1611.00 |
-71.00 |
|
|
|
| Total Volume and Open Interest |
50,476 |
|
|
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec01 |
011212 |
1661.0 |
1685.0 |
1631.5 |
1668.0 |
+12.5 |
156,765 |
141,878 |
+2,451 |
| Mar02 |
011212 |
1672.0 |
1690.0 |
1639.0 |
1675.0 |
+13.0 |
257 |
791 |
+135 |
| Total Volume and Open Interest |
157,022 |
142,669 |
+2,586 |
| NYSE Composite(NYBOT) |
| Dec01 |
011213 |
571.50 |
573.00 |
568.55 |
568.55 |
-7.45 |
1,447 |
4,378 |
-831 |
| Mar02 |
011213 |
571.50 |
573.75 |
568.50 |
568.75 |
-7.55 |
960 |
2,139 |
+772 |
| Jun02 |
011213 |
568.95 |
568.95 |
568.95 |
568.95 |
-7.65 |
10 |
310 |
+10 |
| Total Volume and Open Interest |
2,417 |
6,827 |
-49 |
| S & P Midcap 400(CME) |
| Dec01 |
011213 |
493.00 |
497.00 |
486.80 |
486.80 |
-8.95 |
2,790 |
10,482 |
-1,222 |
| Mar02 |
011213 |
494.00 |
497.00 |
487.00 |
487.75 |
-8.90 |
2,048 |
4,965 |
+1,720 |
| Jun02 |
011213 |
491.75 |
491.75 |
491.75 |
491.75 |
-8.90 |
|
|
|
| Total Volume and Open Interest |
4,838 |
15,447 |
+498 |
| Russell 2000(CME) |
| Dec01 |
011213 |
470.00 |
474.50 |
466.75 |
466.75 |
-8.50 |
4,837 |
16,948 |
-2,672 |
| Mar02 |
011213 |
473.00 |
475.50 |
467.50 |
467.50 |
-8.45 |
3,365 |
11,809 |
+2,971 |
| Jun02 |
011213 |
471.80 |
471.80 |
471.80 |
471.80 |
-8.45 |
|
|
|
| Total Volume and Open Interest |
8,202 |
28,757 |
+299 |
| Value Line(KCBT) |
| Dec01 |
011213 |
1196.75 |
1207.00 |
1192.00 |
1192.00 |
-19.50 |
9 |
318 |
-2 |
| Total Volume and Open Interest |
15 |
382 |
+0 |
| Nikkei 225(CME) |
| Dec01 |
011212 |
10730 |
10740 |
10615 |
10720 |
+175 |
7,558 |
14,895 |
-1,047 |
| Mar02 |
011212 |
10710 |
10765 |
10625 |
10750 |
+160 |
5,670 |
7,631 |
+4,847 |
| Total Volume and Open Interest |
13,228 |
22,549 |
+3,800 |
| Nikkei 225(SIMEX) |
| Mar02 |
011213 |
10710 |
10710 |
10440 |
10465 |
-315 |
28,223 |
61,203 |
+26,599 |
| Jun02 |
011213 |
10425 |
10425 |
10425 |
10425 |
-315 |
0 |
24 |
+0 |
| Sep02 |
011213 |
10415 |
10415 |
10415 |
10415 |
-315 |
|
|
|
| Total Volume and Open Interest |
59,178 |
155,914 |
+24,820 |
| CAC 40(MATIF) |
| Dec01 |
011212 |
4570.0 |
4597.0 |
4487.0 |
4517.0 |
-41.0 |
50,086 |
522,801 |
+1,205 |
| Jan02 |
011212 |
4606.0 |
4606.0 |
4529.5 |
4529.5 |
-41.0 |
132 |
13,763 |
+50 |
| Feb02 |
011212 |
4540.5 |
4540.5 |
4540.5 |
4540.5 |
-41.5 |
0 |
5,002 |
+0 |
| Total Volume and Open Interest |
51,240 |
637,369 |
+2,258 |
| DAX Index(EUREX) |
| Dec01 |
011213 |
5052.5 |
5103.0 |
4952.5 |
4963.0 |
-100.5 |
61,763 |
132,750 |
-4,591 |
| Mar02 |
011213 |
5085.0 |
5137.5 |
4989.5 |
4999.5 |
-100.0 |
8,265 |
43,849 |
+4,909 |
| Jun02 |
011213 |
5159.0 |
5159.0 |
5042.0 |
5042.0 |
-98.5 |
1,606 |
4,943 |
+552 |
| Total Volume and Open Interest |
71,634 |
181,542 |
+870 |
| FT-SE 100(LIFFE) |
| Dec01 |
011213 |
5120.00 |
5143.00 |
5036.50 |
5070.50 |
-49.50 |
81,153 |
338,817 |
-24,274 |
| Mar02 |
011213 |
5103.50 |
5148.00 |
5048.00 |
5079.00 |
-50.00 |
28,109 |
134,415 |
+21,713 |
| Jun02 |
011213 |
5090.50 |
5090.50 |
5090.50 |
5090.50 |
-49.50 |
7,270 |
21,109 |
-210 |
| Total Volume and Open Interest |
116,532 |
494,341 |
-2,771 |
| SPI 200(SFE) |
| Dec01 |
011212 |
3350.0 |
3355.0 |
3310.0 |
3328.0 |
-13.0 |
11,429 |
137,324 |
-4,000 |
| Mar02 |
011212 |
3358.0 |
3362.0 |
3321.0 |
3336.0 |
-15.0 |
3,632 |
13,542 |
+2,931 |
| Jun02 |
011212 |
3347.0 |
3347.0 |
3347.0 |
3347.0 |
-14.0 |
50 |
1,602 |
-25 |
| Total Volume and Open Interest |
15,111 |
152,943 |
-1,094 |
| GSCI(CME) |
| Dec01 |
011213 |
162.00 |
162.90 |
160.70 |
161.30 |
-1.20 |
2,197 |
6,330 |
-2,247 |
| Jan02 |
011213 |
162.65 |
165.00 |
162.65 |
163.20 |
-1.30 |
1,930 |
10,767 |
+1,532 |
| Feb02 |
011213 |
165.00 |
165.00 |
164.90 |
164.90 |
-1.60 |
2 |
1 |
+1 |
| Total Volume and Open Interest |
4,129 |
17,098 |
-714 |
| Bridge CRB Index(NYBOT) |
| Jan02 |
011213 |
189.75 |
189.90 |
188.90 |
189.40 |
-0.50 |
12 |
198 |
-7 |
| Feb02 |
011213 |
190.00 |
190.25 |
189.50 |
189.70 |
-0.50 |
4 |
166 |
+2 |
| Apr02 |
011213 |
190.70 |
190.70 |
190.70 |
190.70 |
-0.50 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
16 |
430 |
-5 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|