|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon September 30, 2002 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov02 |
020930 |
558.00 |
558.00 |
544.75 |
545.75 |
-14.50 |
32,949 |
98,303 |
+71 |
| Jan03 |
020930 |
561.50 |
561.50 |
549.00 |
550.75 |
-13.25 |
5,889 |
30,627 |
+858 |
| Mar03 |
020930 |
563.00 |
563.50 |
552.00 |
553.25 |
-12.75 |
2,634 |
25,655 |
+139 |
| May03 |
020930 |
561.00 |
562.00 |
550.50 |
552.75 |
-11.50 |
2,007 |
31,121 |
+215 |
| Jul03 |
020930 |
561.50 |
561.50 |
551.00 |
552.25 |
-12.00 |
1,279 |
14,067 |
+106 |
| Aug03 |
020930 |
553.00 |
553.00 |
545.00 |
545.00 |
-13.00 |
12 |
854 |
+4 |
| Sep03 |
020930 |
540.00 |
540.00 |
527.00 |
527.00 |
-13.00 |
6 |
119 |
+6 |
| Total Volume and Open Interest |
45,222 |
207,272 |
+1,443 |
| Soybean Meal(CBOT) |
| Oct02 |
020930 |
174.30 |
174.30 |
170.10 |
170.30 |
-5.10 |
11,046 |
11,309 |
-1,358 |
| Dec02 |
020930 |
175.60 |
176.00 |
172.00 |
172.20 |
-4.70 |
15,182 |
69,559 |
+2,798 |
| Jan03 |
020930 |
176.00 |
176.50 |
172.50 |
172.70 |
-4.30 |
1,180 |
12,834 |
+365 |
| Mar03 |
020930 |
176.30 |
176.60 |
172.60 |
173.30 |
-3.80 |
1,321 |
11,866 |
+231 |
| May03 |
020930 |
175.80 |
176.30 |
172.10 |
172.40 |
-4.30 |
2,336 |
15,390 |
+229 |
| Jul03 |
020930 |
175.50 |
176.00 |
172.10 |
172.30 |
-4.10 |
1,383 |
9,871 |
-21 |
| Aug03 |
020930 |
174.50 |
174.50 |
170.50 |
170.50 |
-3.50 |
36 |
2,317 |
+26 |
| Sep03 |
020930 |
171.50 |
171.50 |
167.50 |
168.50 |
-2.00 |
228 |
1,929 |
+80 |
| Total Volume and Open Interest |
32,884 |
139,332 |
+2,363 |
| Soybean Oil(CBOT) |
| Oct02 |
020930 |
19.90 |
19.90 |
19.70 |
19.74 |
-0.23 |
10,821 |
7,042 |
-1,749 |
| Dec02 |
020930 |
19.96 |
19.97 |
19.72 |
19.83 |
-0.26 |
16,876 |
80,120 |
+1,365 |
| Jan03 |
020930 |
20.02 |
20.02 |
19.80 |
19.88 |
-0.29 |
2,410 |
15,628 |
+628 |
| Mar03 |
020930 |
20.12 |
20.12 |
19.86 |
19.96 |
-0.27 |
931 |
15,297 |
+157 |
| May03 |
020930 |
20.07 |
20.07 |
19.90 |
20.02 |
-0.27 |
829 |
10,938 |
+116 |
| Jul03 |
020930 |
20.15 |
20.15 |
19.90 |
20.04 |
-0.26 |
405 |
6,429 |
-101 |
| Aug03 |
020930 |
19.90 |
19.95 |
19.85 |
19.86 |
-0.32 |
5 |
1,264 |
+5 |
| Sep03 |
020930 |
19.75 |
19.75 |
19.65 |
19.65 |
-0.35 |
10 |
676 |
+10 |
| Total Volume and Open Interest |
32,462 |
141,927 |
+415 |
| Canola(WCE) |
| Nov02 |
020930 |
425.0 |
425.0 |
418.3 |
419.0 |
-6.1 |
2,651 |
17,087 |
-199 |
| Jan03 |
020930 |
429.7 |
429.7 |
424.1 |
424.4 |
-5.3 |
2,340 |
20,426 |
+348 |
| Mar03 |
020930 |
429.0 |
429.0 |
424.8 |
424.8 |
-4.7 |
823 |
8,725 |
+157 |
| May03 |
020930 |
429.0 |
429.0 |
424.1 |
424.1 |
-4.9 |
259 |
2,128 |
+112 |
| Jul03 |
020930 |
428.0 |
428.0 |
423.6 |
423.6 |
-4.1 |
111 |
638 |
-16 |
| Total Volume and Open Interest |
6,313 |
51,294 |
+471 |
| Corn(CBOT) |
| Dec02 |
020930 |
259.25 |
259.50 |
249.50 |
251.50 |
-7.25 |
28,533 |
294,642 |
-1,932 |
| Mar03 |
020930 |
267.00 |
267.00 |
257.25 |
259.00 |
-7.00 |
6,270 |
107,648 |
+572 |
| May03 |
020930 |
270.50 |
271.00 |
261.50 |
263.25 |
-7.00 |
832 |
28,749 |
+128 |
| Jul03 |
020930 |
271.50 |
271.50 |
262.50 |
264.00 |
-7.00 |
1,076 |
33,351 |
+367 |
| Sep03 |
020930 |
259.00 |
259.00 |
251.00 |
251.50 |
-6.50 |
156 |
7,367 |
+105 |
| Dec03 |
020930 |
247.75 |
248.00 |
242.00 |
243.25 |
-4.50 |
1,716 |
23,634 |
+120 |
| Total Volume and Open Interest |
38,716 |
498,935 |
-633 |
| Wheat(CBOT) |
| Dec02 |
020930 |
410.00 |
413.00 |
395.00 |
396.50 |
-6.00 |
15,856 |
84,693 |
-918 |
| Mar03 |
020930 |
410.00 |
413.00 |
399.00 |
400.00 |
-4.00 |
3,772 |
23,612 |
+584 |
| May03 |
020930 |
387.00 |
391.00 |
378.00 |
378.00 |
-4.00 |
80 |
2,051 |
+40 |
| Jul03 |
020930 |
354.50 |
356.00 |
348.00 |
352.00 |
-1.50 |
1,913 |
12,536 |
+161 |
| Sep03 |
020930 |
356.00 |
356.00 |
356.00 |
356.00 |
unch |
20 |
831 |
+15 |
| Total Volume and Open Interest |
21,689 |
125,861 |
-74 |
| Wheat(KCBT) |
| Dec02 |
020930 |
479.00 |
482.50 |
472.50 |
475.25 |
+4.25 |
6,979 |
47,543 |
+679 |
| Mar03 |
020930 |
463.00 |
465.50 |
456.50 |
459.50 |
+5.50 |
2,327 |
19,999 |
+208 |
| May03 |
020930 |
426.00 |
432.00 |
426.00 |
427.00 |
+5.00 |
63 |
2,018 |
+15 |
| Jul03 |
020930 |
385.00 |
388.00 |
380.50 |
382.75 |
+0.25 |
1,515 |
6,490 |
-367 |
| Sep03 |
020930 |
385.00 |
386.50 |
383.00 |
383.00 |
unch |
15 |
315 |
+14 |
| Total Volume and Open Interest |
10,967 |
76,782 |
+564 |
| Wheat(MGE) |
| Dec02 |
020930 |
514.00 |
516.00 |
503.00 |
506.25 |
+3.75 |
4,138 |
18,858 |
-255 |
| Mar03 |
020930 |
505.00 |
508.00 |
498.50 |
502.25 |
+7.75 |
1,338 |
7,787 |
+226 |
| May03 |
020930 |
482.00 |
482.00 |
475.00 |
479.00 |
+9.00 |
50 |
1,742 |
-41 |
| Jul03 |
020930 |
445.00 |
448.00 |
441.00 |
445.00 |
+9.75 |
32 |
1,577 |
-28 |
| Sep03 |
020930 |
400.00 |
405.00 |
400.00 |
405.00 |
+8.00 |
53 |
640 |
+15 |
| Total Volume and Open Interest |
5,625 |
31,551 |
-70 |
| Oats(CBOT) |
| Dec02 |
020930 |
215.00 |
215.00 |
209.50 |
211.75 |
+0.50 |
749 |
7,369 |
+44 |
| Mar03 |
020930 |
207.75 |
208.00 |
205.00 |
205.00 |
-0.50 |
179 |
2,298 |
+35 |
| May03 |
020930 |
199.00 |
199.00 |
199.00 |
199.00 |
unch |
24 |
404 |
+10 |
| Jul03 |
020930 |
193.50 |
193.50 |
193.50 |
193.50 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
952 |
10,074 |
+89 |
| Rough Rice(CBOT) |
| Nov02 |
020930 |
4.09 |
4.11 |
4.03 |
4.03 |
-0.05 |
136 |
4,468 |
-6 |
| Jan03 |
020930 |
4.29 |
4.31 |
4.26 |
4.26 |
-0.04 |
93 |
1,090 |
-62 |
| Mar03 |
020930 |
4.53 |
4.53 |
4.49 |
4.49 |
-0.03 |
17 |
1,106 |
+10 |
| May03 |
020930 |
4.71 |
4.71 |
4.71 |
4.71 |
-0.03 |
0 |
942 |
+0 |
| Total Volume and Open Interest |
246 |
8,054 |
-58 |
| Live Cattle(CME) |
| Oct02 |
020930 |
67.300 |
67.800 |
67.175 |
67.400 |
+0.025 |
8,814 |
19,971 |
-1,790 |
| Dec02 |
020930 |
70.300 |
71.025 |
70.250 |
70.625 |
+0.225 |
8,051 |
48,977 |
+795 |
| Feb03 |
020930 |
72.225 |
72.750 |
72.000 |
72.150 |
-0.075 |
2,632 |
23,233 |
+969 |
| Apr03 |
020930 |
72.450 |
72.875 |
72.250 |
72.425 |
-0.075 |
771 |
11,687 |
+182 |
| Jun03 |
020930 |
68.000 |
68.275 |
67.825 |
68.025 |
unch |
782 |
7,339 |
+503 |
| Aug03 |
020930 |
68.500 |
68.500 |
68.100 |
68.300 |
+0.050 |
179 |
618 |
+57 |
| Total Volume and Open Interest |
21,232 |
111,884 |
+718 |
| Feeder Cattle(CME) |
| Oct02 |
020930 |
80.750 |
81.400 |
80.675 |
80.950 |
+0.275 |
530 |
4,781 |
-24 |
| Nov02 |
020930 |
80.500 |
81.300 |
80.450 |
80.575 |
unch |
550 |
4,373 |
+207 |
| Jan03 |
020930 |
78.850 |
79.600 |
78.850 |
79.225 |
+0.225 |
295 |
2,223 |
+56 |
| Mar03 |
020930 |
77.225 |
77.275 |
77.100 |
77.100 |
+0.250 |
63 |
454 |
+34 |
| Apr03 |
020930 |
76.800 |
77.250 |
76.800 |
76.900 |
+0.150 |
11 |
258 |
-8 |
| May03 |
020930 |
76.800 |
77.200 |
76.800 |
76.900 |
+0.150 |
4 |
207 |
-2 |
| Aug03 |
020930 |
78.850 |
79.050 |
78.850 |
79.000 |
unch |
0 |
39 |
+0 |
| Total Volume and Open Interest |
1,453 |
12,335 |
-381 |
| Lean Hogs(CME) |
| Oct02 |
020930 |
41.075 |
41.075 |
39.900 |
40.200 |
+1.125 |
1,871 |
6,076 |
-147 |
| Dec02 |
020930 |
40.500 |
40.875 |
40.000 |
40.550 |
+1.675 |
2,932 |
19,924 |
+109 |
| Feb03 |
020930 |
46.600 |
47.025 |
46.600 |
47.025 |
+2.000 |
783 |
4,712 |
+145 |
| Apr03 |
020930 |
51.500 |
52.175 |
51.300 |
52.175 |
+2.000 |
197 |
1,270 |
+38 |
| May03 |
020930 |
59.375 |
60.600 |
59.375 |
60.600 |
+2.000 |
26 |
654 |
+6 |
| Jun03 |
020930 |
62.750 |
62.750 |
62.000 |
62.500 |
+1.525 |
75 |
973 |
+37 |
| Jul03 |
020930 |
59.850 |
60.550 |
59.850 |
60.550 |
+1.450 |
27 |
230 |
+7 |
| Aug03 |
020930 |
58.250 |
58.250 |
58.000 |
58.100 |
+0.850 |
9 |
145 |
+5 |
| Total Volume and Open Interest |
5,921 |
34,008 |
+200 |
| Pork Bellies(CME) |
| Feb03 |
020930 |
75.500 |
76.775 |
75.450 |
76.775 |
+3.000 |
223 |
1,099 |
-10 |
| Mar03 |
020930 |
75.200 |
76.000 |
75.200 |
76.000 |
+3.000 |
5 |
38 |
-3 |
| May03 |
020930 |
77.300 |
78.000 |
77.300 |
78.000 |
+3.000 |
13 |
17 |
-2 |
| Jul03 |
020930 |
77.100 |
77.100 |
77.100 |
77.100 |
+2.800 |
0 |
18 |
+0 |
| Aug03 |
020930 |
75.000 |
75.000 |
75.000 |
75.000 |
+2.450 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
241 |
1,177 |
-15 |
| Cocoa(NYBOT) |
| Dec02 |
020930 |
2171 |
2206 |
2171 |
2191 |
+40 |
5,363 |
39,260 |
+1,482 |
| Mar03 |
020930 |
2190 |
2215 |
2186 |
2201 |
+40 |
1,909 |
24,785 |
+425 |
| May03 |
020930 |
2200 |
2219 |
2198 |
2210 |
+39 |
317 |
9,100 |
+23 |
| Jul03 |
020930 |
2208 |
2230 |
2208 |
2218 |
+37 |
205 |
8,483 |
+67 |
| Sep03 |
020930 |
2220 |
2233 |
2220 |
2226 |
+35 |
283 |
11,908 |
+125 |
| Dec03 |
020930 |
2237 |
2237 |
2237 |
2237 |
+35 |
55 |
13,093 |
+5 |
| Mar04 |
020930 |
2248 |
2248 |
2248 |
2248 |
+36 |
0 |
2,370 |
+0 |
| Total Volume and Open Interest |
8,132 |
113,457 |
+2,127 |
| Coffee "C"(NYBOT) |
| Dec02 |
020930 |
55.00 |
55.40 |
54.35 |
54.50 |
-1.15 |
3,573 |
38,115 |
+151 |
| Mar03 |
020930 |
57.90 |
58.20 |
57.35 |
57.50 |
-1.05 |
929 |
14,784 |
+218 |
| May03 |
020930 |
59.90 |
60.00 |
58.90 |
59.10 |
-1.15 |
308 |
6,911 |
-1 |
| Jul03 |
020930 |
61.00 |
61.00 |
60.25 |
60.40 |
-1.15 |
225 |
4,789 |
+89 |
| Sep03 |
020930 |
62.50 |
62.50 |
61.50 |
61.55 |
-1.20 |
75 |
3,460 |
+43 |
| Dec03 |
020930 |
64.25 |
64.25 |
63.25 |
63.25 |
-1.75 |
12 |
281 |
+10 |
| Total Volume and Open Interest |
5,122 |
68,428 |
+510 |
| Orange Juice(NYBOT) |
| Nov02 |
020930 |
100.00 |
100.20 |
96.80 |
96.95 |
-3.00 |
1,080 |
15,692 |
-393 |
| Jan03 |
020930 |
102.75 |
102.75 |
99.60 |
99.90 |
-2.75 |
233 |
5,107 |
+18 |
| Mar03 |
020930 |
104.90 |
104.90 |
101.75 |
101.75 |
-2.90 |
1 |
4,331 |
+0 |
| May03 |
020930 |
103.25 |
103.25 |
103.25 |
103.25 |
-2.40 |
0 |
1,057 |
+0 |
| Jul03 |
020930 |
104.25 |
104.25 |
104.25 |
104.25 |
-2.40 |
0 |
740 |
+0 |
| Total Volume and Open Interest |
1,314 |
26,952 |
-375 |
| Sugar #11(NYBOT) |
| Oct02 |
020930 |
7.19 |
7.19 |
6.80 |
6.89 |
-0.23 |
15,522 |
9,026 |
-4,870 |
| Mar03 |
020930 |
6.64 |
6.65 |
6.43 |
6.44 |
-0.16 |
20,617 |
136,681 |
+4,225 |
| May03 |
020930 |
6.31 |
6.34 |
6.19 |
6.19 |
-0.12 |
3,046 |
18,124 |
+747 |
| Jul03 |
020930 |
5.94 |
5.94 |
5.85 |
5.85 |
-0.07 |
1,140 |
21,918 |
-43 |
| Oct03 |
020930 |
5.87 |
5.87 |
5.79 |
5.79 |
-0.05 |
704 |
12,053 |
-145 |
| Total Volume and Open Interest |
41,129 |
205,145 |
-100 |
| London Cocoa(LCE) |
| Sep02 |
020913 |
1394 |
1397 |
1381 |
1385 |
-14 |
1,120 |
2,401 |
-645 |
| Dec02 |
020930 |
1512 |
1528 |
1505 |
1519 |
+9 |
3,169 |
64,815 |
-146 |
| Mar03 |
020930 |
1522 |
1537 |
1519 |
1530 |
+10 |
2,574 |
41,458 |
+92 |
| May03 |
020930 |
1543 |
1553 |
1537 |
1545 |
+10 |
369 |
11,443 |
-30 |
| Jul03 |
020930 |
1548 |
1564 |
1548 |
1558 |
+10 |
563 |
13,604 |
-130 |
| Sep03 |
020930 |
1560 |
1569 |
1560 |
1569 |
+9 |
33 |
9,289 |
+5 |
| Dec03 |
020930 |
1559 |
1577 |
1559 |
1577 |
+9 |
0 |
10,759 |
+0 |
| Total Volume and Open Interest |
6,708 |
154,151 |
-209 |
| London Coffee(LCE) |
| Sep02 |
020930 |
615.00 |
624.00 |
611.00 |
618.00 |
unch |
93 |
992 |
+25 |
| Nov02 |
020930 |
637.00 |
641.00 |
624.00 |
641.00 |
+6.00 |
4,476 |
37,035 |
-890 |
| Jan03 |
020930 |
654.00 |
655.00 |
638.00 |
655.00 |
+6.00 |
3,915 |
37,431 |
+1,747 |
| Mar03 |
020930 |
665.00 |
670.00 |
654.00 |
669.00 |
+6.00 |
3,831 |
28,804 |
+1,442 |
| May03 |
020930 |
671.00 |
682.00 |
664.00 |
682.00 |
+6.00 |
157 |
12,346 |
-26 |
| Jul03 |
020930 |
675.00 |
695.00 |
675.00 |
695.00 |
+6.00 |
270 |
11,036 |
+155 |
| Total Volume and Open Interest |
12,746 |
131,848 |
+2,453 |
| London Sugar(LCE) |
| Oct02 |
020913 |
202.00 |
210.30 |
199.10 |
208.10 |
+5.60 |
4,727 |
1,924 |
-2,415 |
| Dec02 |
020930 |
192.00 |
193.50 |
190.40 |
191.00 |
+0.50 |
1,294 |
20,246 |
-423 |
| Mar03 |
020930 |
188.20 |
188.20 |
185.20 |
185.60 |
-0.90 |
609 |
14,113 |
-27 |
| May03 |
020930 |
184.30 |
185.10 |
183.10 |
183.10 |
-0.30 |
5 |
4,856 |
-1 |
| Aug03 |
020930 |
182.50 |
182.70 |
180.70 |
180.70 |
-0.70 |
82 |
3,356 |
+0 |
| Total Volume and Open Interest |
2,386 |
45,391 |
-130 |
| Cotton(NYBOT) |
| Oct02 |
020930 |
42.20 |
42.40 |
42.00 |
42.40 |
+0.10 |
10 |
197 |
-9 |
| Dec02 |
020930 |
44.45 |
44.75 |
43.90 |
44.42 |
+0.08 |
3,832 |
46,347 |
-147 |
| Mar03 |
020930 |
47.05 |
47.30 |
46.55 |
47.20 |
+0.20 |
693 |
8,901 |
+82 |
| May03 |
020930 |
50.35 |
50.70 |
50.10 |
50.43 |
-0.01 |
228 |
8,999 |
+101 |
| Jul03 |
020930 |
51.80 |
51.80 |
51.25 |
51.60 |
+0.05 |
104 |
3,406 |
-1 |
| Oct03 |
020930 |
52.50 |
52.50 |
52.50 |
52.50 |
+0.20 |
0 |
172 |
+0 |
| Total Volume and Open Interest |
4,873 |
69,379 |
+31 |
| Lumber(CME) |
| Nov02 |
020930 |
223.0 |
223.7 |
216.7 |
218.6 |
-5.8 |
341 |
2,177 |
-30 |
| Jan03 |
020930 |
238.6 |
238.6 |
233.2 |
233.8 |
-4.2 |
41 |
396 |
-1 |
| Mar03 |
020930 |
248.4 |
248.5 |
244.9 |
244.9 |
-4.1 |
16 |
119 |
+8 |
| May03 |
020930 |
257.0 |
257.0 |
253.2 |
253.2 |
-3.8 |
4 |
45 |
+0 |
| Total Volume and Open Interest |
402 |
2,743 |
-23 |
| Crude Oil(NYM) |
| Nov02 |
020930 |
30.52 |
30.90 |
30.40 |
30.45 |
-0.09 |
76,301 |
168,565 |
-1,884 |
| Dec02 |
020930 |
30.33 |
30.57 |
30.15 |
30.21 |
-0.07 |
39,440 |
83,994 |
+1,652 |
| Jan03 |
020930 |
29.75 |
30.05 |
29.70 |
29.75 |
-0.03 |
13,379 |
46,086 |
+1 |
| Feb03 |
020930 |
29.13 |
29.40 |
29.13 |
29.16 |
+0.03 |
6,627 |
20,252 |
+454 |
| Mar03 |
020930 |
28.35 |
28.65 |
28.32 |
28.46 |
+0.09 |
5,132 |
19,594 |
+403 |
| Apr03 |
020930 |
27.85 |
27.85 |
27.74 |
27.74 |
+0.13 |
3,306 |
25,494 |
+309 |
| May03 |
020930 |
27.10 |
27.10 |
27.05 |
27.05 |
+0.15 |
2,485 |
13,987 |
+648 |
| Jun03 |
020930 |
26.30 |
26.48 |
26.15 |
26.41 |
+0.16 |
5,765 |
28,571 |
+55 |
| Jul03 |
020930 |
25.90 |
25.92 |
25.87 |
25.87 |
+0.16 |
1,317 |
8,821 |
+291 |
| Aug03 |
020930 |
25.45 |
25.45 |
25.45 |
25.45 |
+0.16 |
982 |
5,078 |
-25 |
| Total Volume and Open Interest |
178,765 |
535,951 |
+2,470 |
| Heating Oil(NYM) |
| Oct02 |
020930 |
80.20 |
81.00 |
79.40 |
80.18 |
-0.20 |
15,327 |
10,847 |
-3,213 |
| Nov02 |
020930 |
81.20 |
82.00 |
80.60 |
80.77 |
-0.56 |
19,974 |
57,468 |
+3,216 |
| Dec02 |
020930 |
81.70 |
82.55 |
81.30 |
81.37 |
-0.51 |
2,825 |
26,497 |
+551 |
| Jan03 |
020930 |
82.00 |
82.70 |
81.52 |
81.52 |
-0.51 |
1,954 |
15,810 |
+420 |
| Feb03 |
020930 |
80.40 |
81.25 |
80.02 |
80.02 |
-0.46 |
638 |
11,144 |
+106 |
| Mar03 |
020930 |
77.35 |
78.05 |
77.02 |
77.02 |
-0.41 |
844 |
7,765 |
+131 |
| Apr03 |
020930 |
74.60 |
74.60 |
73.62 |
73.62 |
-0.31 |
1,114 |
5,111 |
-140 |
| May03 |
020930 |
71.20 |
71.20 |
70.22 |
70.22 |
-0.26 |
680 |
3,194 |
-16 |
| Jun03 |
020930 |
69.20 |
69.20 |
68.32 |
68.32 |
-0.16 |
731 |
3,573 |
-99 |
| Jul03 |
020930 |
68.20 |
68.20 |
67.47 |
67.47 |
-0.11 |
144 |
2,369 |
+33 |
| Total Volume and Open Interest |
44,528 |
153,205 |
+1,079 |
| Unleaded Gas(NYM) |
| Oct02 |
020930 |
81.20 |
83.00 |
80.50 |
81.35 |
-0.08 |
20,650 |
7,714 |
-5,659 |
| Nov02 |
020930 |
80.60 |
82.30 |
80.40 |
80.54 |
-0.28 |
20,833 |
47,272 |
+2,128 |
| Dec02 |
020930 |
79.50 |
80.70 |
79.30 |
79.39 |
-0.28 |
2,650 |
16,743 |
+589 |
| Jan03 |
020930 |
78.70 |
79.90 |
78.57 |
78.57 |
-0.35 |
1,271 |
9,823 |
+328 |
| Feb03 |
020930 |
78.80 |
79.40 |
78.27 |
78.27 |
-0.38 |
180 |
3,142 |
-96 |
| Mar03 |
020930 |
79.35 |
79.35 |
78.25 |
78.25 |
-0.37 |
351 |
3,046 |
-72 |
| Apr03 |
020930 |
82.95 |
82.95 |
82.95 |
82.95 |
-0.42 |
361 |
3,830 |
+268 |
| May03 |
020930 |
82.40 |
82.40 |
82.40 |
82.40 |
-0.42 |
1 |
3,368 |
+1 |
| Total Volume and Open Interest |
46,306 |
97,252 |
-2,511 |
| Natural Gas(NYM) |
| Nov02 |
020930 |
4.180 |
4.195 |
4.120 |
4.138 |
+0.097 |
43,945 |
60,946 |
+4,129 |
| Dec02 |
020930 |
4.330 |
4.365 |
4.305 |
4.323 |
+0.078 |
9,605 |
36,106 |
+547 |
| Jan03 |
020930 |
4.400 |
4.430 |
4.380 |
4.403 |
+0.073 |
5,864 |
35,177 |
+1,179 |
| Feb03 |
020930 |
4.290 |
4.315 |
4.270 |
4.293 |
+0.068 |
3,014 |
21,965 |
-513 |
| Mar03 |
020930 |
4.110 |
4.150 |
4.100 |
4.124 |
+0.054 |
4,498 |
29,731 |
+861 |
| Apr03 |
020930 |
3.930 |
3.960 |
3.930 |
3.935 |
+0.040 |
1,294 |
17,510 |
+347 |
| May03 |
020930 |
3.890 |
3.920 |
3.890 |
3.895 |
+0.040 |
576 |
12,700 |
+73 |
| Jun03 |
020930 |
3.910 |
3.940 |
3.905 |
3.913 |
+0.038 |
888 |
20,081 |
+61 |
| Total Volume and Open Interest |
75,239 |
409,473 |
+2,135 |
| Brent Crude Oil(IPE) |
| Nov02 |
020930 |
29.30 |
29.30 |
28.69 |
28.75 |
-0.13 |
33,705 |
75,213 |
-4,277 |
| Dec02 |
020930 |
29.00 |
29.15 |
28.63 |
28.66 |
-0.12 |
19,757 |
72,540 |
+1,484 |
| Jan03 |
020930 |
28.70 |
28.80 |
28.46 |
28.46 |
-0.05 |
5,849 |
22,742 |
+431 |
| Feb03 |
020930 |
28.19 |
28.30 |
28.00 |
28.00 |
-0.02 |
2,747 |
14,543 |
+692 |
| Mar03 |
020930 |
27.44 |
27.54 |
27.25 |
27.25 |
-0.01 |
1,973 |
12,921 |
+227 |
| Apr03 |
020930 |
26.70 |
26.77 |
26.53 |
26.53 |
unch |
576 |
9,802 |
-217 |
| May03 |
020930 |
26.06 |
26.06 |
25.83 |
25.83 |
-0.02 |
1,325 |
8,234 |
-522 |
| Jun03 |
020930 |
25.35 |
25.45 |
25.20 |
25.20 |
-0.02 |
6,757 |
20,192 |
+614 |
| Total Volume and Open Interest |
77,775 |
290,565 |
+2,832 |
| Gas Oil(IPE) |
| Oct02 |
020930 |
248.00 |
248.00 |
246.25 |
246.50 |
+2.25 |
10,555 |
49,435 |
+533 |
| Nov02 |
020930 |
248.00 |
248.00 |
245.50 |
245.75 |
+1.25 |
8,449 |
56,790 |
+2,202 |
| Dec02 |
020930 |
245.50 |
245.75 |
244.50 |
244.75 |
+2.00 |
5,404 |
46,251 |
-543 |
| Jan03 |
020930 |
244.25 |
244.25 |
242.75 |
243.00 |
+1.75 |
2,750 |
18,724 |
+73 |
| Feb03 |
020930 |
238.25 |
239.25 |
238.00 |
238.00 |
+1.75 |
501 |
7,949 |
+201 |
| Mar03 |
020930 |
231.50 |
231.50 |
231.50 |
231.50 |
+1.75 |
0 |
6,663 |
+0 |
| Apr03 |
020930 |
223.75 |
223.75 |
223.75 |
223.75 |
+1.50 |
200 |
3,504 |
+0 |
| May03 |
020930 |
217.25 |
217.25 |
217.25 |
217.25 |
+1.00 |
200 |
1,956 |
+0 |
| Total Volume and Open Interest |
28,794 |
231,684 |
+2,654 |
| US Dollar Index(NYBOT) |
| Dec02 |
020930 |
107.27 |
107.36 |
106.86 |
107.26 |
-0.69 |
196 |
8,014 |
-22 |
| Mar03 |
020930 |
107.70 |
107.78 |
107.70 |
107.78 |
-0.69 |
0 |
2,016 |
+0 |
| Jun03 |
020930 |
108.30 |
108.30 |
108.30 |
108.30 |
-0.69 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
196 |
10,034 |
-22 |
| Australian Dollar(IMM) |
| Dec02 |
020930 |
54.10 |
54.12 |
53.85 |
53.92 |
-0.04 |
1,280 |
18,125 |
-152 |
| Mar03 |
020930 |
53.55 |
53.55 |
53.49 |
53.49 |
-0.04 |
1 |
93 |
+0 |
| Jun03 |
020930 |
53.06 |
53.06 |
53.06 |
53.06 |
-0.04 |
0 |
685 |
+0 |
| Total Volume and Open Interest |
1,282 |
19,089 |
-151 |
| British Pound(IMM) |
| Dec02 |
020930 |
156.08 |
156.78 |
156.00 |
156.26 |
+0.94 |
1,884 |
24,764 |
+375 |
| Mar03 |
020930 |
155.00 |
156.00 |
155.00 |
155.36 |
+0.94 |
0 |
165 |
+0 |
| Jun03 |
020930 |
154.46 |
154.46 |
154.46 |
154.46 |
+0.94 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,888 |
24,934 |
+375 |
| Canadian Dollar(IMM) |
| Dec02 |
020930 |
63.20 |
63.33 |
62.83 |
62.87 |
-0.38 |
3,303 |
43,855 |
+158 |
| Mar03 |
020930 |
62.98 |
63.07 |
62.65 |
62.65 |
-0.38 |
59 |
4,138 |
-34 |
| Jun03 |
020930 |
62.86 |
62.86 |
62.44 |
62.46 |
-0.38 |
60 |
1,460 |
+24 |
| Sep03 |
020930 |
62.31 |
62.34 |
62.28 |
62.28 |
-0.38 |
39 |
465 |
+25 |
| Total Volume and Open Interest |
3,461 |
50,143 |
+173 |
| Japanese Yen(IMM) |
| Dec02 |
020930 |
82.78 |
82.88 |
82.38 |
82.43 |
+0.70 |
5,092 |
71,587 |
+2,414 |
| Mar03 |
020930 |
83.07 |
83.07 |
82.70 |
82.75 |
+0.69 |
42 |
572 |
-15 |
| Jun03 |
020930 |
83.06 |
83.06 |
83.06 |
83.06 |
+0.67 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
5,134 |
72,411 |
+2,399 |
| Swiss Franc(IMM) |
| Dec02 |
020930 |
67.74 |
68.14 |
67.71 |
67.91 |
+0.92 |
7,170 |
28,575 |
+642 |
| Mar03 |
020930 |
67.90 |
68.19 |
67.90 |
68.09 |
+0.92 |
0 |
406 |
+0 |
| Jun03 |
020930 |
68.25 |
68.25 |
68.25 |
68.25 |
+0.92 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
7,170 |
29,015 |
+642 |
| EuroFX(IMM) |
| Dec02 |
020930 |
98.39 |
98.68 |
98.25 |
98.34 |
+0.72 |
6,563 |
79,879 |
-320 |
| Mar03 |
020930 |
98.10 |
98.16 |
97.99 |
97.99 |
+0.71 |
8 |
773 |
-2 |
| Jun03 |
020930 |
97.69 |
97.69 |
97.69 |
97.69 |
+0.70 |
0 |
257 |
+0 |
| Total Volume and Open Interest |
6,571 |
80,934 |
-322 |
| Mexican Peso(IMM) |
| Sep02 |
020916 |
10040.0 |
10040.0 |
10040.0 |
10040.0 |
+10.0 |
324 |
9,651 |
-446 |
| Dec02 |
020930 |
9610.0 |
9640.0 |
9563.0 |
9625.0 |
-12.0 |
1,644 |
19,191 |
+618 |
| Total Volume and Open Interest |
1,664 |
20,637 |
+599 |
| 30-Year T-Bonds(CBOT) |
| Dec02 |
020930 |
114~01 |
114~31 |
113~26 |
114~08 |
+0~17 |
178,145 |
461,820 |
-1,585 |
| Mar03 |
020930 |
112~27 |
113~21 |
112~27 |
113~02 |
+0~16 |
2,577 |
33,602 |
+954 |
| Jun03 |
020930 |
111~30 |
111~30 |
111~30 |
111~30 |
+0~15 |
0 |
93 |
+0 |
| Total Volume and Open Interest |
180,722 |
495,515 |
-631 |
| Municipal Bonds(CBOT) |
| Dec02 |
020930 |
111~02 |
111~13 |
110~25 |
110~26 |
+0~05 |
155 |
4,819 |
+54 |
| Total Volume and Open Interest |
155 |
4,819 |
+54 |
| 10-Year T-Notes(CBOT) |
| Dec02 |
020930 |
115~190 |
116~065 |
115~135 |
115~290 |
+0~200 |
333,248 |
889,656 |
-2,015 |
| Mar03 |
020930 |
114~195 |
115~055 |
114~190 |
114~295 |
+0~200 |
934 |
28,923 |
+57 |
| Total Volume and Open Interest |
334,182 |
918,579 |
-1,958 |
| 5-Year T-Notes(CBOT) |
| Dec02 |
020930 |
113~290 |
114~140 |
113~275 |
114~090 |
+0~205 |
115,870 |
0 |
-636,818 |
| Mar03 |
020930 |
112~220 |
113~020 |
112~220 |
113~020 |
+0~200 |
2 |
2,244 |
+0 |
| Total Volume and Open Interest |
115,872 |
2,244 |
-636,818 |
| 2 Year T-Notes(CBOT) |
| Dec02 |
020930 |
107~040 |
107~064 |
107~038 |
107~058 |
+0~032 |
9,624 |
101,082 |
-1,411 |
| Total Volume and Open Interest |
9,624 |
101,082 |
-8,718 |
| 3-Mth T-Bills(IMM) |
| Dec02 |
020930 |
98.69 |
98.69 |
98.66 |
98.66 |
+0.04 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
1 |
45 |
+1 |
| Eurodollars(IMM) |
| Dec02 |
020930 |
98.420 |
98.525 |
98.415 |
98.510 |
+0.100 |
119,578 |
853,475 |
+13,016 |
| Mar03 |
020930 |
98.415 |
98.540 |
98.415 |
98.495 |
+0.085 |
170,741 |
656,545 |
+1,074 |
| Jun03 |
020930 |
98.270 |
98.385 |
98.260 |
98.335 |
+0.100 |
139,838 |
489,102 |
+19,856 |
| Sep03 |
020930 |
97.965 |
98.080 |
97.945 |
98.020 |
+0.105 |
103,619 |
365,676 |
-89 |
| Dec03 |
020930 |
97.580 |
97.705 |
97.565 |
97.640 |
+0.115 |
58,406 |
334,485 |
-21 |
| Mar04 |
020930 |
97.210 |
97.360 |
97.210 |
97.305 |
+0.135 |
24,084 |
215,014 |
+2,862 |
| Jun04 |
020930 |
96.925 |
97.070 |
96.920 |
97.015 |
+0.130 |
21,358 |
163,138 |
-1,279 |
| Sep04 |
020930 |
96.710 |
96.825 |
96.700 |
96.780 |
+0.115 |
18,864 |
145,400 |
+4,267 |
| Dec04 |
020930 |
96.500 |
96.605 |
96.495 |
96.570 |
+0.110 |
6,775 |
125,288 |
-640 |
| Mar05 |
020930 |
96.330 |
96.420 |
96.325 |
96.395 |
+0.100 |
5,244 |
106,584 |
+933 |
| Jun05 |
020930 |
96.165 |
96.235 |
96.165 |
96.220 |
+0.090 |
6,373 |
91,008 |
+151 |
| Sep05 |
020930 |
96.010 |
96.090 |
96.010 |
96.060 |
+0.085 |
4,095 |
79,213 |
+244 |
| Total Volume and Open Interest |
723,060 |
4,155,890 |
+43,958 |
| 3-Mth Euro-Yen(IMM) |
| Sep02 |
020913 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
97 |
16,881 |
+135 |
| Dec02 |
020930 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
0 |
8,778 |
-72 |
| Mar03 |
020930 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
9,122 |
+159 |
| Jun03 |
020930 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
6,313 |
+0 |
| Sep03 |
020930 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
2 |
6,163 |
+2 |
| Dec03 |
020930 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.01 |
0 |
2,191 |
-100 |
| Mar04 |
020930 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
0 |
766 |
+40 |
| Jun04 |
020930 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
593 |
+0 |
| Sep04 |
020930 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
940 |
+0 |
| Dec04 |
020930 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
261 |
+0 |
| Total Volume and Open Interest |
2 |
38,687 |
+29 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec02 |
020930 |
99.92 |
99.92 |
99.91 |
99.92 |
+0.00 |
1,168 |
47,923 |
-2,552 |
| Mar03 |
020930 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
1,806 |
37,065 |
+341 |
| Jun03 |
020930 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
385 |
46,198 |
-8 |
| Sep03 |
020930 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
1,649 |
36,472 |
+1,118 |
| Dec03 |
020930 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.01 |
43 |
24,498 |
-41 |
| Mar04 |
020930 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.02 |
402 |
21,300 |
+300 |
| Jun04 |
020930 |
99.76 |
99.77 |
99.76 |
99.77 |
+0.01 |
28 |
9,950 |
+21 |
| Sep04 |
020930 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
2,668 |
+23 |
| Total Volume and Open Interest |
5,481 |
238,772 |
-798 |
| German Euro-Bund(EUREX) |
| Dec02 |
020930 |
112.55 |
112.94 |
112.37 |
112.75 |
+0.50 |
604,086 |
723,657 |
-24,348 |
| Mar03 |
020930 |
112.34 |
112.42 |
112.19 |
112.42 |
+0.48 |
2,184 |
3,323 |
+666 |
| Jun03 |
020930 |
111.98 |
111.98 |
111.98 |
111.98 |
+0.50 |
250 |
0 |
+0 |
| Total Volume and Open Interest |
606,520 |
726,980 |
-23,682 |
| German Euro-Bobl(EUREX) |
| Dec02 |
020930 |
109.68 |
110.10 |
109.61 |
109.95 |
+0.48 |
371,955 |
605,713 |
+14 |
| Mar03 |
020930 |
109.95 |
109.95 |
109.95 |
109.95 |
+0.48 |
704 |
889 |
+1 |
| Jun03 |
020930 |
109.55 |
109.55 |
109.55 |
109.55 |
+0.51 |
|
|
|
| Total Volume and Open Interest |
372,659 |
606,602 |
+15 |
| Long Gilt(LIFFE) |
| Dec02 |
020930 |
120~18 |
120~29 |
120~13 |
120~26 |
+0~22 |
19,745 |
90,580 |
-1,921 |
| Mar03 |
020930 |
119~05 |
119~05 |
119~05 |
119~05 |
+0~15 |
|
|
|
| Total Volume and Open Interest |
19,745 |
90,580 |
-9,600 |
| 3-Mth Short Sterling(LIFFE) |
| Dec02 |
020930 |
96.20 |
96.28 |
96.19 |
96.23 |
+0.07 |
13,783 |
0 |
+0 |
| Mar03 |
020930 |
96.22 |
96.34 |
96.21 |
96.27 |
+0.11 |
17,352 |
0 |
+0 |
| Jun03 |
020930 |
96.15 |
96.26 |
96.14 |
96.19 |
+0.12 |
15,456 |
0 |
+0 |
| Total Volume and Open Interest |
63,513 |
|
|
| 3-Mth Euribor(LIFFE) |
| Dec02 |
020930 |
96.955 |
97.050 |
96.955 |
97.000 |
+0.070 |
93,833 |
459,731 |
-8,171 |
| Mar03 |
020930 |
97.105 |
97.215 |
97.105 |
97.160 |
+0.105 |
97,579 |
443,937 |
+17,406 |
| Jun03 |
020930 |
97.065 |
97.205 |
97.065 |
97.145 |
+0.140 |
44,624 |
318,924 |
+3,200 |
| Total Volume and Open Interest |
292,320 |
1,905,330 |
+9,955 |
| 3-Mth Aus T-Bills(SFE) |
| Dec02 |
020930 |
95.20 |
95.20 |
95.18 |
95.19 |
+0.04 |
9,916 |
228,762 |
-1,216 |
| Mar03 |
020930 |
95.10 |
95.12 |
95.09 |
95.11 |
+0.09 |
2,029 |
56,810 |
-3,351 |
| Jun03 |
020930 |
95.00 |
95.01 |
94.98 |
94.99 |
+0.11 |
1,311 |
31,602 |
-2,125 |
| Sep03 |
020930 |
94.91 |
94.92 |
94.89 |
94.90 |
+0.12 |
530 |
19,081 |
-394 |
| Dec03 |
020930 |
94.82 |
94.82 |
94.79 |
94.80 |
+0.12 |
134 |
14,509 |
-240 |
| Mar04 |
020930 |
94.71 |
94.71 |
94.71 |
94.71 |
+0.13 |
24 |
8,351 |
+1 |
| Jun04 |
020930 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.13 |
107 |
5,114 |
-303 |
| Sep04 |
020930 |
94.55 |
94.56 |
94.54 |
94.54 |
+0.14 |
548 |
4,103 |
+104 |
| Dec04 |
020930 |
94.47 |
94.47 |
94.46 |
94.47 |
+0.16 |
0 |
1,659 |
-162 |
| Mar05 |
020930 |
94.40 |
94.41 |
94.40 |
94.41 |
+0.16 |
0 |
618 |
-393 |
| Total Volume and Open Interest |
14,599 |
371,051 |
-8,129 |
| 10-Year Aus T-Bonds(SFE) |
| Dec02 |
020930 |
94.69 |
94.77 |
94.68 |
94.73 |
+0.15 |
3,913 |
131,662 |
+5,071 |
| Mar03 |
020930 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
6,745 |
126,591 |
-9,314 |
| 3-Year Aus T-Bonds(SFE) |
| Dec02 |
020930 |
95.03 |
95.07 |
95.01 |
95.03 |
+0.14 |
21,805 |
283,652 |
-25,563 |
| Mar03 |
020930 |
95.03 |
95.03 |
95.03 |
95.03 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
21,805 |
283,652 |
-25,563 |
| Gold(CMX) |
| Oct02 |
020930 |
323.2 |
324.2 |
322.5 |
323.9 |
+4.2 |
3,485 |
3,697 |
-2,245 |
| Dec02 |
020930 |
324.3 |
326.2 |
323.8 |
325.2 |
+4.1 |
25,877 |
129,398 |
-173 |
| Feb03 |
020930 |
325.3 |
327.0 |
324.7 |
326.0 |
+4.0 |
174 |
9,432 |
+30 |
| Apr03 |
020930 |
326.0 |
327.0 |
325.8 |
326.7 |
+4.0 |
33 |
4,714 |
-9 |
| Jun03 |
020930 |
327.6 |
327.8 |
326.5 |
327.3 |
+4.0 |
29 |
6,414 |
-23 |
| Aug03 |
020930 |
327.8 |
327.8 |
327.8 |
327.8 |
+3.9 |
2 |
7,062 |
+0 |
| Total Volume and Open Interest |
30,167 |
181,763 |
-2,304 |
| Silver(CMX) |
| Dec02 |
020930 |
454.0 |
458.5 |
454.0 |
454.8 |
+4.3 |
6,833 |
57,094 |
+335 |
| Mar03 |
020930 |
460.0 |
461.0 |
456.0 |
457.4 |
+4.2 |
0 |
9,478 |
-35 |
| May03 |
020930 |
459.0 |
464.0 |
458.7 |
458.7 |
+4.1 |
134 |
2,152 |
+0 |
| Jul03 |
020930 |
464.0 |
464.0 |
459.8 |
459.8 |
+4.0 |
0 |
6,328 |
+0 |
| Sep03 |
020930 |
460.9 |
460.9 |
460.9 |
460.9 |
+4.0 |
0 |
785 |
+0 |
| Total Volume and Open Interest |
6,978 |
80,989 |
-1 |
| Platinum(NYM) |
| Oct02 |
020930 |
560.0 |
568.0 |
558.5 |
564.5 |
+5.5 |
1,239 |
860 |
-444 |
| Jan03 |
020930 |
554.0 |
559.5 |
554.0 |
556.5 |
+3.5 |
1,225 |
6,483 |
+579 |
| Apr03 |
020930 |
553.5 |
553.5 |
553.5 |
553.5 |
+3.5 |
0 |
6 |
+0 |
| Jul03 |
020930 |
551.5 |
551.5 |
551.5 |
551.5 |
+3.5 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,464 |
7,353 |
+135 |
| Palladium(NYME) |
| Dec02 |
020930 |
315.00 |
319.80 |
313.00 |
319.00 |
+3.90 |
236 |
1,851 |
-39 |
| Mar03 |
020930 |
319.00 |
319.00 |
319.00 |
319.00 |
+3.90 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
236 |
1,853 |
-39 |
| Copper(CMX) |
| Dec02 |
020930 |
66.40 |
66.65 |
65.95 |
66.60 |
-0.10 |
10,764 |
60,214 |
+2,472 |
| Mar03 |
020930 |
67.40 |
67.50 |
67.00 |
67.45 |
-0.10 |
438 |
7,308 |
+130 |
| May03 |
020930 |
67.90 |
68.00 |
67.70 |
68.00 |
-0.10 |
105 |
3,433 |
+62 |
| Jul03 |
020930 |
68.45 |
68.50 |
68.15 |
68.40 |
-0.10 |
57 |
3,047 |
+36 |
| Sep03 |
020930 |
68.80 |
68.95 |
68.45 |
68.85 |
-0.10 |
94 |
4,471 |
+9 |
| Total Volume and Open Interest |
13,405 |
103,551 |
+1,270 |
| DJIA Index(CBOT) |
| Sep02 |
020919 |
8035 |
8115 |
7925 |
7931 |
-180 |
7,950 |
19,986 |
-1,017 |
| Dec02 |
020930 |
7585 |
7660 |
7430 |
7570 |
-93 |
23,394 |
26,994 |
-367 |
| Mar03 |
020930 |
7535 |
7650 |
7435 |
7555 |
-93 |
30 |
175 |
+0 |
| Jun03 |
020930 |
7536 |
7536 |
7536 |
7536 |
-94 |
|
|
|
| Total Volume and Open Interest |
23,424 |
27,196 |
-367 |
| S & P 500(CME) |
| Dec02 |
020930 |
816.00 |
824.90 |
798.50 |
815.00 |
-10.30 |
81,252 |
556,438 |
+428 |
| Mar03 |
020930 |
804.50 |
825.00 |
799.00 |
814.10 |
-10.50 |
4,799 |
37,966 |
+4,205 |
| Jun03 |
020930 |
813.60 |
813.60 |
813.60 |
813.60 |
-10.70 |
652 |
1,011 |
+590 |
| Sep03 |
020930 |
815.10 |
815.10 |
815.10 |
815.10 |
-10.70 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
86,703 |
595,471 |
+5,223 |
| S & P 500 E-Mini(Globex) |
| Dec02 |
020930 |
825.25 |
826.00 |
798.25 |
815.00 |
-10.25 |
620,681 |
208,761 |
+20,398 |
| Mar03 |
020930 |
823.00 |
823.00 |
796.75 |
814.00 |
-10.50 |
12 |
16 |
+0 |
| Total Volume and Open Interest |
620,693 |
208,777 |
+20,398 |
| NASDAQ 100(CME) |
| Dec02 |
020930 |
851.00 |
857.00 |
827.00 |
835.50 |
-26.00 |
12,504 |
69,829 |
-1,529 |
| Mar03 |
020930 |
839.50 |
839.50 |
839.50 |
839.50 |
-26.00 |
0 |
493 |
+0 |
| Jun03 |
020930 |
845.00 |
845.00 |
845.00 |
845.00 |
-26.00 |
|
|
|
| Total Volume and Open Interest |
12,504 |
70,322 |
-1,529 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec02 |
020930 |
859.0 |
859.0 |
826.0 |
835.5 |
-26.0 |
238,140 |
81,744 |
-4,633 |
| Mar03 |
020930 |
839.5 |
839.5 |
839.5 |
839.5 |
-36.5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
238,140 |
81,747 |
-4,633 |
| NYSE Composite(NYBOT) |
| Dec02 |
020930 |
443.80 |
445.10 |
436.50 |
445.10 |
-3.90 |
587 |
1,576 |
-48 |
| Mar03 |
020930 |
444.90 |
444.90 |
444.90 |
444.90 |
-3.85 |
|
|
|
| Jun03 |
020930 |
444.60 |
444.60 |
444.60 |
444.60 |
-3.90 |
|
|
|
| Total Volume and Open Interest |
587 |
1,576 |
-48 |
| S & P Midcap 400(CME) |
| Dec02 |
020930 |
409.00 |
411.50 |
399.50 |
407.85 |
-2.25 |
1,079 |
14,461 |
-100 |
| Mar03 |
020930 |
408.55 |
408.55 |
408.55 |
408.55 |
-2.25 |
|
|
|
| Jun03 |
020930 |
411.55 |
411.55 |
411.55 |
411.55 |
-2.25 |
|
|
|
| Total Volume and Open Interest |
1,079 |
14,461 |
-100 |
| Russell 2000(CME) |
| Dec02 |
020930 |
359.00 |
365.00 |
354.00 |
362.60 |
+1.45 |
3,046 |
23,090 |
-93 |
| Mar03 |
020930 |
363.60 |
363.60 |
363.60 |
363.60 |
+1.45 |
|
|
|
| Jun03 |
020930 |
365.60 |
365.60 |
365.60 |
365.60 |
+1.45 |
|
|
|
| Total Volume and Open Interest |
3,046 |
23,090 |
-93 |
| Value Line(KCBT) |
| Dec02 |
020930 |
922.00 |
931.50 |
900.00 |
920.00 |
-10.00 |
76 |
53 |
-37 |
| Total Volume and Open Interest |
76 |
54 |
-37 |
| Nikkei 225(CME) |
| Dec02 |
020930 |
9240 |
9360 |
9120 |
9265 |
-145 |
2,871 |
18,647 |
-950 |
| Mar03 |
020930 |
9265 |
9265 |
9265 |
9265 |
-145 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
2,871 |
18,657 |
-950 |
| Nikkei 225(SIMEX) |
| Dec02 |
020930 |
9355 |
9480 |
9200 |
9230 |
-330 |
15,458 |
86,551 |
+115 |
| Mar03 |
020930 |
9225 |
9225 |
9225 |
9225 |
-330 |
0 |
437 |
+0 |
| Jun03 |
020930 |
9180 |
9180 |
9180 |
9180 |
-330 |
|
|
|
| Total Volume and Open Interest |
15,458 |
87,118 |
+115 |
| CAC 40(MATIF) |
| Sep02 |
020930 |
2844.5 |
2858.0 |
2776.5 |
2776.5 |
-172.0 |
183,455 |
644,798 |
+8,694 |
| Oct02 |
020930 |
2853.0 |
2865.0 |
2732.5 |
2768.0 |
-188.5 |
116,340 |
317,588 |
+104,042 |
| Nov02 |
020930 |
2774.5 |
2774.5 |
2774.5 |
2774.5 |
-189.0 |
0 |
10,002 |
+0 |
| Total Volume and Open Interest |
312,046 |
1,096,516 |
+120,436 |
| DAX Index(EUREX) |
| Dec02 |
020930 |
2852.0 |
2863.0 |
2741.5 |
2824.0 |
-82.5 |
89,399 |
212,288 |
-1,754 |
| Mar03 |
020930 |
2851.0 |
2881.0 |
2767.5 |
2844.5 |
-84.5 |
132 |
6,467 |
+100 |
| Jun03 |
020930 |
2827.0 |
2865.5 |
2827.0 |
2865.5 |
-86.0 |
14 |
29 |
+1 |
| Total Volume and Open Interest |
89,545 |
218,784 |
-1,653 |
| FT-SE 100(LIFFE) |
| Dec02 |
020930 |
3792.00 |
3828.50 |
3674.00 |
3706.00 |
-212.50 |
87,829 |
408,977 |
+1,432 |
| Mar03 |
020930 |
3688.00 |
3688.00 |
3688.00 |
3688.00 |
-214.00 |
2,109 |
26,001 |
+552 |
| Jun03 |
020930 |
3694.00 |
3694.00 |
3694.00 |
3694.00 |
-217.00 |
1,307 |
14,715 |
+450 |
| Total Volume and Open Interest |
91,245 |
449,693 |
+2,350 |
| SPI 200(SFE) |
| Sep02 |
020930 |
2984.0 |
2985.0 |
2948.0 |
2949.0 |
-69.0 |
21,668 |
97,645 |
-29,230 |
| Dec02 |
020930 |
2986.0 |
2992.0 |
2962.0 |
2967.0 |
-58.0 |
23,694 |
115,120 |
+13,080 |
| Mar03 |
020930 |
2990.0 |
2990.0 |
2975.0 |
2976.0 |
-58.0 |
26 |
1,360 |
-1 |
| Total Volume and Open Interest |
45,514 |
215,833 |
-16,153 |
| GSCI(CME) |
| Oct02 |
020930 |
228.60 |
230.40 |
227.20 |
227.20 |
-0.80 |
44 |
18,115 |
-27 |
| Nov02 |
020930 |
229.70 |
229.70 |
227.90 |
227.90 |
-0.80 |
0 |
4 |
+0 |
| Dec02 |
020930 |
228.25 |
228.25 |
228.25 |
228.25 |
-0.75 |
2 |
2 |
+0 |
| Total Volume and Open Interest |
46 |
18,121 |
-27 |
| Bridge CRB Index(NYBOT) |
| Nov02 |
020930 |
228.25 |
229.75 |
227.50 |
227.50 |
+0.25 |
22 |
420 |
-8 |
| Jan03 |
020930 |
229.50 |
229.50 |
229.25 |
229.25 |
+0.25 |
1 |
139 |
+0 |
| Feb03 |
020930 |
229.00 |
229.00 |
229.00 |
229.00 |
+0.25 |
2 |
55 |
+1 |
| Total Volume and Open Interest |
25 |
624 |
-7 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|