|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue November 12, 2002 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov02 |
021112 |
575.00 |
579.00 |
568.50 |
569.50 |
-4.50 |
2,137 |
3,858 |
-656 |
| Jan03 |
021112 |
568.50 |
572.50 |
560.50 |
562.50 |
-5.75 |
29,631 |
84,589 |
-256 |
| Mar03 |
021112 |
562.50 |
567.00 |
556.00 |
557.50 |
-4.75 |
3,700 |
41,740 |
-309 |
| May03 |
021112 |
556.25 |
560.00 |
549.50 |
550.75 |
-5.75 |
2,834 |
34,985 |
-221 |
| Jul03 |
021112 |
554.00 |
557.00 |
546.00 |
547.75 |
-4.25 |
967 |
21,023 |
-268 |
| Aug03 |
021112 |
545.50 |
545.50 |
539.50 |
541.00 |
-4.00 |
81 |
2,155 |
+23 |
| Sep03 |
021112 |
525.00 |
525.00 |
523.00 |
523.00 |
-1.50 |
0 |
267 |
+0 |
| Total Volume and Open Interest |
40,049 |
200,843 |
-1,802 |
| Soybean Meal(CBOT) |
| Dec02 |
021112 |
164.80 |
165.70 |
161.30 |
163.30 |
-1.10 |
13,312 |
44,749 |
+155 |
| Jan03 |
021112 |
166.00 |
166.70 |
162.50 |
164.20 |
-1.20 |
5,966 |
17,126 |
+1,139 |
| Mar03 |
021112 |
166.30 |
166.80 |
162.80 |
164.80 |
-1.00 |
2,555 |
21,320 |
+84 |
| May03 |
021112 |
165.00 |
165.60 |
161.40 |
163.60 |
-1.00 |
2,883 |
20,567 |
+870 |
| Jul03 |
021112 |
164.30 |
165.00 |
160.80 |
162.50 |
-1.50 |
1,270 |
17,560 |
-180 |
| Aug03 |
021112 |
163.50 |
164.10 |
160.50 |
160.90 |
-1.80 |
181 |
2,751 |
-7 |
| Sep03 |
021112 |
161.30 |
161.30 |
158.00 |
158.20 |
-1.30 |
445 |
3,019 |
-65 |
| Oct03 |
021112 |
158.00 |
158.00 |
155.20 |
155.40 |
-1.60 |
65 |
2,406 |
+56 |
| Total Volume and Open Interest |
27,050 |
138,261 |
+2,117 |
| Soybean Oil(CBOT) |
| Dec02 |
021112 |
22.67 |
22.85 |
22.25 |
22.28 |
-0.38 |
11,245 |
71,801 |
+499 |
| Jan03 |
021112 |
22.65 |
22.85 |
22.27 |
22.29 |
-0.36 |
6,962 |
32,490 |
+1,378 |
| Mar03 |
021112 |
22.40 |
22.60 |
22.08 |
22.10 |
-0.28 |
3,716 |
25,214 |
-51 |
| May03 |
021112 |
22.13 |
22.25 |
21.83 |
21.85 |
-0.23 |
2,311 |
18,329 |
-259 |
| Jul03 |
021112 |
21.87 |
21.95 |
21.65 |
21.67 |
-0.17 |
2,672 |
9,290 |
-7 |
| Aug03 |
021112 |
21.55 |
21.55 |
21.30 |
21.30 |
-0.18 |
23 |
2,421 |
+22 |
| Sep03 |
021112 |
21.20 |
21.20 |
20.80 |
20.80 |
-0.20 |
16 |
1,110 |
-14 |
| Oct03 |
021112 |
20.65 |
20.65 |
20.30 |
20.30 |
-0.10 |
17 |
701 |
-8 |
| Total Volume and Open Interest |
27,380 |
168,868 |
+1,689 |
| Canola(WCE) |
| Nov02 |
021112 |
446.6 |
446.6 |
444.2 |
444.2 |
+3.7 |
100 |
397 |
+0 |
| Jan03 |
021112 |
451.0 |
455.5 |
450.2 |
450.5 |
+3.9 |
3,043 |
29,284 |
+0 |
| Mar03 |
021112 |
458.5 |
462.5 |
457.3 |
457.4 |
+4.4 |
781 |
13,521 |
+0 |
| May03 |
021112 |
463.0 |
465.0 |
460.5 |
461.0 |
+4.5 |
1,322 |
5,606 |
+0 |
| Jul03 |
021112 |
461.0 |
462.5 |
460.0 |
460.2 |
+4.2 |
300 |
1,180 |
+0 |
| Total Volume and Open Interest |
5,881 |
53,833 |
+0 |
| Corn(CBOT) |
| Dec02 |
021112 |
238.00 |
240.50 |
237.75 |
238.25 |
+2.50 |
50,954 |
180,181 |
-8,897 |
| Mar03 |
021112 |
243.00 |
244.75 |
242.00 |
242.75 |
+2.25 |
20,800 |
174,114 |
+4,812 |
| May03 |
021112 |
246.00 |
246.50 |
244.00 |
244.75 |
+1.50 |
3,257 |
52,171 |
+685 |
| Jul03 |
021112 |
248.50 |
249.00 |
245.75 |
246.25 |
+0.25 |
2,968 |
49,393 |
+477 |
| Sep03 |
021112 |
245.00 |
245.50 |
243.00 |
243.00 |
+0.50 |
582 |
12,846 |
+212 |
| Dec03 |
021112 |
242.50 |
243.00 |
241.00 |
241.25 |
+0.25 |
2,553 |
34,271 |
+1,205 |
| Total Volume and Open Interest |
81,182 |
507,367 |
-1,508 |
| Wheat(CBOT) |
| Dec02 |
021112 |
390.50 |
398.50 |
374.00 |
374.50 |
-9.00 |
19,782 |
45,331 |
-2,676 |
| Mar03 |
021112 |
393.00 |
397.00 |
375.00 |
375.75 |
-9.25 |
10,917 |
37,845 |
+1,219 |
| May03 |
021112 |
366.00 |
370.00 |
355.00 |
355.50 |
-5.00 |
662 |
3,315 |
+254 |
| Jul03 |
021112 |
322.50 |
325.00 |
317.50 |
318.75 |
-2.50 |
1,640 |
13,410 |
-420 |
| Sep03 |
021112 |
328.00 |
328.00 |
320.00 |
322.50 |
-2.50 |
65 |
1,616 |
+35 |
| Total Volume and Open Interest |
33,295 |
104,971 |
-1,497 |
| Wheat(KCBT) |
| Dec02 |
021112 |
429.00 |
432.00 |
404.00 |
404.00 |
-21.00 |
8,801 |
24,882 |
-1,277 |
| Mar03 |
021112 |
426.50 |
427.00 |
401.50 |
403.25 |
-18.00 |
8,507 |
26,073 |
+746 |
| May03 |
021112 |
404.00 |
406.00 |
385.00 |
386.00 |
-12.75 |
1,827 |
4,319 |
+532 |
| Jul03 |
021112 |
367.00 |
367.00 |
347.00 |
347.50 |
-15.25 |
792 |
9,255 |
-414 |
| Sep03 |
021112 |
359.50 |
359.50 |
348.00 |
348.00 |
-12.00 |
201 |
1,811 |
+3 |
| Total Volume and Open Interest |
20,141 |
67,209 |
-415 |
| Wheat(MGE) |
| Dec02 |
021112 |
451.00 |
453.50 |
421.00 |
421.50 |
-24.75 |
2,713 |
13,145 |
-432 |
| Mar03 |
021112 |
461.00 |
461.00 |
429.00 |
431.00 |
-21.25 |
2,730 |
13,106 |
+457 |
| May03 |
021112 |
452.00 |
452.00 |
423.00 |
423.00 |
-22.00 |
564 |
3,435 |
+34 |
| Jul03 |
021112 |
436.00 |
436.00 |
410.00 |
410.00 |
-23.25 |
238 |
1,956 |
-32 |
| Sep03 |
021112 |
401.00 |
401.00 |
375.00 |
376.00 |
-22.00 |
110 |
1,067 |
-23 |
| Total Volume and Open Interest |
6,624 |
33,848 |
+66 |
| Oats(CBOT) |
| Dec02 |
021112 |
192.00 |
196.50 |
190.50 |
190.50 |
-1.75 |
1,567 |
5,785 |
-234 |
| Mar03 |
021112 |
190.25 |
195.25 |
190.00 |
190.00 |
-0.25 |
349 |
3,195 |
+24 |
| May03 |
021112 |
182.50 |
185.00 |
181.00 |
182.00 |
-0.25 |
15 |
762 |
+1 |
| Jul03 |
021112 |
172.00 |
172.00 |
171.00 |
171.00 |
-1.00 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
1,931 |
9,830 |
-209 |
| Rough Rice(CBOT) |
| Nov02 |
021112 |
3.95 |
3.95 |
3.92 |
3.92 |
-0.03 |
0 |
174 |
-4 |
| Jan03 |
021112 |
4.13 |
4.20 |
4.07 |
4.08 |
-0.05 |
265 |
5,205 |
+27 |
| Mar03 |
021112 |
4.41 |
4.42 |
4.28 |
4.28 |
-0.07 |
43 |
1,617 |
+16 |
| May03 |
021112 |
4.61 |
4.61 |
4.51 |
4.51 |
-0.05 |
22 |
1,007 |
-11 |
| Total Volume and Open Interest |
330 |
8,948 |
+28 |
| Live Cattle(CME) |
| Dec02 |
021112 |
72.700 |
73.450 |
72.700 |
72.925 |
+0.300 |
7,051 |
45,426 |
-1,646 |
| Feb03 |
021112 |
76.650 |
77.000 |
76.450 |
76.650 |
+0.100 |
4,240 |
33,666 |
+1,098 |
| Apr03 |
021112 |
75.950 |
76.375 |
75.875 |
75.950 |
-0.100 |
2,018 |
23,687 |
+359 |
| Jun03 |
021112 |
70.250 |
70.400 |
70.000 |
70.075 |
-0.250 |
677 |
13,805 |
+317 |
| Aug03 |
021112 |
68.950 |
69.150 |
68.675 |
68.700 |
-0.150 |
398 |
2,412 |
+192 |
| Oct03 |
021112 |
70.000 |
70.000 |
69.650 |
69.650 |
+0.050 |
167 |
693 |
+131 |
| Total Volume and Open Interest |
14,551 |
119,689 |
+451 |
| Feeder Cattle(CME) |
| Nov02 |
021112 |
83.450 |
83.600 |
83.100 |
83.175 |
-0.175 |
495 |
3,030 |
-283 |
| Jan03 |
021112 |
83.350 |
83.550 |
82.950 |
83.025 |
-0.350 |
1,024 |
7,025 |
+64 |
| Mar03 |
021112 |
81.450 |
81.600 |
81.025 |
81.050 |
-0.350 |
185 |
2,322 |
+11 |
| Apr03 |
021112 |
80.300 |
80.800 |
80.200 |
80.200 |
-0.150 |
24 |
690 |
+4 |
| May03 |
021112 |
80.400 |
80.500 |
80.300 |
80.300 |
-0.150 |
23 |
401 |
+6 |
| Aug03 |
021112 |
82.500 |
82.500 |
82.250 |
82.400 |
-0.100 |
26 |
222 |
+9 |
| Sep03 |
021112 |
82.250 |
82.250 |
82.250 |
82.250 |
unch |
2 |
24 |
+1 |
| Total Volume and Open Interest |
1,779 |
13,715 |
-188 |
| Lean Hogs(CME) |
| Dec02 |
021112 |
46.800 |
46.800 |
45.000 |
45.100 |
-1.725 |
5,101 |
22,474 |
+200 |
| Feb03 |
021112 |
53.650 |
53.800 |
52.100 |
52.225 |
-1.625 |
3,403 |
11,510 |
+1,247 |
| Apr03 |
021112 |
56.500 |
56.675 |
55.650 |
56.075 |
-0.850 |
725 |
3,124 |
+396 |
| May03 |
021112 |
61.350 |
61.550 |
60.650 |
61.200 |
-0.500 |
38 |
1,107 |
+8 |
| Jun03 |
021112 |
63.350 |
64.000 |
62.725 |
62.900 |
-0.800 |
122 |
2,018 |
+68 |
| Jul03 |
021112 |
61.100 |
61.100 |
60.650 |
60.650 |
-0.450 |
86 |
521 |
+37 |
| Aug03 |
021112 |
57.825 |
57.825 |
57.400 |
57.400 |
-0.350 |
0 |
271 |
+0 |
| Oct03 |
021112 |
52.550 |
52.550 |
52.200 |
52.200 |
-0.400 |
3 |
56 |
+3 |
| Total Volume and Open Interest |
9,478 |
41,095 |
+1,959 |
| Pork Bellies(CME) |
| Feb03 |
021112 |
82.800 |
82.800 |
80.350 |
80.500 |
-2.400 |
210 |
1,733 |
-20 |
| Mar03 |
021112 |
82.250 |
82.250 |
79.875 |
79.875 |
-2.425 |
24 |
122 |
+9 |
| May03 |
021112 |
83.150 |
83.150 |
80.700 |
80.700 |
-2.500 |
11 |
29 |
+1 |
| Jul03 |
021112 |
81.500 |
81.500 |
80.400 |
80.400 |
-2.400 |
1 |
27 |
+0 |
| Aug03 |
021112 |
79.000 |
79.000 |
79.000 |
79.000 |
-1.500 |
1 |
4 |
+0 |
| Total Volume and Open Interest |
247 |
1,915 |
-10 |
| Cocoa(NYBOT) |
| Dec02 |
021112 |
1825 |
1830 |
1751 |
1758 |
-96 |
3,712 |
9,558 |
-1,379 |
| Mar03 |
021112 |
1780 |
1780 |
1729 |
1737 |
-67 |
5,801 |
26,471 |
+1,117 |
| May03 |
021112 |
1768 |
1770 |
1726 |
1733 |
-61 |
877 |
8,978 |
+417 |
| Jul03 |
021112 |
1763 |
1763 |
1720 |
1725 |
-59 |
235 |
8,980 |
+184 |
| Sep03 |
021112 |
1765 |
1765 |
1723 |
1723 |
-59 |
35 |
9,097 |
+20 |
| Dec03 |
021112 |
1752 |
1757 |
1724 |
1724 |
-58 |
140 |
10,587 |
+12 |
| Mar04 |
021112 |
1752 |
1759 |
1728 |
1728 |
-56 |
0 |
2,708 |
+0 |
| Total Volume and Open Interest |
10,800 |
84,600 |
+371 |
| Coffee "C"(NYBOT) |
| Dec02 |
021112 |
65.00 |
65.00 |
63.50 |
63.75 |
-2.35 |
5,070 |
28,444 |
-2,309 |
| Mar03 |
021112 |
67.25 |
67.75 |
66.60 |
67.00 |
-2.25 |
4,100 |
25,840 |
+1,577 |
| May03 |
021112 |
69.00 |
69.50 |
68.40 |
68.80 |
-2.20 |
978 |
8,344 |
+215 |
| Jul03 |
021112 |
70.25 |
71.50 |
70.25 |
70.60 |
-2.15 |
557 |
6,493 |
+35 |
| Sep03 |
021112 |
72.25 |
73.25 |
72.25 |
72.30 |
-2.10 |
125 |
3,990 |
-67 |
| Dec03 |
021112 |
74.80 |
75.25 |
74.50 |
74.50 |
-2.00 |
184 |
690 |
+35 |
| Total Volume and Open Interest |
11,194 |
75,023 |
-489 |
| Orange Juice(NYBOT) |
| Jan03 |
021112 |
100.25 |
100.45 |
99.65 |
100.40 |
+0.15 |
1,194 |
12,001 |
-68 |
| Mar03 |
021112 |
102.80 |
103.10 |
102.25 |
103.10 |
+0.35 |
347 |
4,678 |
-116 |
| May03 |
021112 |
104.00 |
104.50 |
104.00 |
104.50 |
+0.50 |
2 |
4,171 |
+0 |
| Jul03 |
021112 |
105.25 |
105.50 |
105.15 |
105.50 |
+0.25 |
11 |
805 |
+1 |
| Sep03 |
021112 |
105.90 |
105.90 |
105.90 |
105.90 |
+0.20 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
1,554 |
22,024 |
-183 |
| Sugar #11(NYBOT) |
| Mar03 |
021112 |
7.32 |
7.40 |
7.02 |
7.06 |
-0.28 |
9,647 |
134,233 |
-1,967 |
| May03 |
021112 |
6.84 |
6.87 |
6.58 |
6.58 |
-0.27 |
1,461 |
25,805 |
-621 |
| Jul03 |
021112 |
6.33 |
6.36 |
6.05 |
6.08 |
-0.27 |
1,396 |
24,638 |
+404 |
| Oct03 |
021112 |
6.20 |
6.24 |
6.01 |
6.01 |
-0.21 |
413 |
16,143 |
+11 |
| Mar04 |
021112 |
6.22 |
6.24 |
6.02 |
6.02 |
-0.21 |
59 |
7,264 |
-41 |
| Total Volume and Open Interest |
13,108 |
213,474 |
-2,140 |
| London Cocoa(LCE) |
| Dec02 |
021112 |
1188 |
1188 |
1145 |
1149 |
-43 |
3,310 |
35,263 |
-1,032 |
| Mar03 |
021112 |
1209 |
1209 |
1172 |
1176 |
-42 |
2,925 |
64,359 |
+42 |
| May03 |
021112 |
1225 |
1225 |
1190 |
1193 |
-41 |
689 |
25,626 |
+23 |
| Jul03 |
021112 |
1248 |
1248 |
1204 |
1208 |
-40 |
272 |
15,155 |
+18 |
| Sep03 |
021112 |
1231 |
1239 |
1218 |
1218 |
-44 |
324 |
10,736 |
+38 |
| Dec03 |
021112 |
1251 |
1251 |
1221 |
1222 |
-46 |
927 |
14,609 |
+798 |
| Mar04 |
021112 |
1280 |
1280 |
1235 |
1235 |
-47 |
98 |
3,778 |
+78 |
| Total Volume and Open Interest |
8,545 |
170,002 |
-35 |
| London Coffee(LCE) |
| Nov02 |
021112 |
745.00 |
750.00 |
736.00 |
740.00 |
-7.00 |
82 |
2,788 |
-52 |
| Jan03 |
021112 |
755.00 |
757.00 |
739.00 |
742.00 |
-13.00 |
2,707 |
57,562 |
+86 |
| Mar03 |
021112 |
767.00 |
767.00 |
755.00 |
756.00 |
-13.00 |
1,025 |
33,341 |
+317 |
| May03 |
021112 |
781.00 |
781.00 |
770.00 |
771.00 |
-13.00 |
217 |
15,743 |
+84 |
| Jul03 |
021112 |
785.00 |
792.00 |
785.00 |
786.00 |
-13.00 |
31 |
14,367 |
+11 |
| Sep03 |
021112 |
810.00 |
810.00 |
801.00 |
801.00 |
-12.00 |
43 |
7,343 |
-13 |
| Total Volume and Open Interest |
4,175 |
135,119 |
+453 |
| London Sugar(LCE) |
| Dec02 |
021112 |
217.50 |
219.80 |
214.00 |
215.10 |
-0.40 |
2,675 |
7,849 |
-255 |
| Mar03 |
021112 |
198.70 |
201.40 |
195.00 |
196.10 |
-3.40 |
1,898 |
29,664 |
+544 |
| May03 |
021112 |
192.00 |
193.50 |
190.00 |
190.10 |
-1.90 |
50 |
6,948 |
+27 |
| Aug03 |
021112 |
185.50 |
186.70 |
182.50 |
182.70 |
-2.30 |
376 |
5,873 |
-194 |
| Oct03 |
021112 |
175.20 |
175.20 |
172.10 |
172.10 |
-2.40 |
64 |
3,804 |
-10 |
| Total Volume and Open Interest |
5,139 |
57,006 |
+138 |
| Cotton(NYBOT) |
| Dec02 |
021112 |
47.90 |
48.50 |
47.50 |
47.57 |
-0.85 |
6,320 |
39,729 |
-4,384 |
| Mar03 |
021112 |
49.80 |
50.50 |
49.50 |
49.66 |
-0.70 |
5,275 |
23,189 |
+1,505 |
| May03 |
021112 |
53.20 |
53.80 |
53.10 |
53.15 |
-0.64 |
1,178 |
14,248 |
+117 |
| Jul03 |
021112 |
54.20 |
55.00 |
53.90 |
54.10 |
-0.65 |
306 |
5,229 |
+10 |
| Oct03 |
021112 |
54.40 |
54.40 |
53.60 |
53.60 |
-0.85 |
0 |
222 |
+0 |
| Dec03 |
021112 |
55.10 |
55.40 |
54.50 |
54.60 |
-0.90 |
51 |
2,588 |
+22 |
| Total Volume and Open Interest |
13,130 |
85,819 |
-2,730 |
| Lumber(CME) |
| Nov02 |
021112 |
210.5 |
213.0 |
208.8 |
209.0 |
-1.4 |
392 |
689 |
-104 |
| Jan03 |
021112 |
221.1 |
224.5 |
221.1 |
224.0 |
+0.5 |
999 |
2,371 |
+229 |
| Mar03 |
021112 |
238.0 |
240.6 |
238.0 |
239.2 |
+0.1 |
163 |
406 |
+73 |
| May03 |
021112 |
246.7 |
250.0 |
246.7 |
248.0 |
+1.0 |
60 |
151 |
+15 |
| Total Volume and Open Interest |
1,640 |
3,651 |
+226 |
| Crude Oil(NYM) |
| Dec02 |
021112 |
26.00 |
26.18 |
25.76 |
25.90 |
-0.04 |
91,117 |
105,345 |
-11,551 |
| Jan03 |
021112 |
25.35 |
25.60 |
25.18 |
25.30 |
-0.04 |
59,348 |
96,195 |
+6,652 |
| Feb03 |
021112 |
24.98 |
25.10 |
24.86 |
24.94 |
-0.02 |
13,174 |
31,483 |
+2,069 |
| Mar03 |
021112 |
24.76 |
24.95 |
24.65 |
24.70 |
-0.02 |
6,309 |
25,098 |
+240 |
| Apr03 |
021112 |
24.55 |
24.65 |
24.48 |
24.48 |
-0.02 |
1,947 |
27,703 |
-377 |
| May03 |
021112 |
24.20 |
24.28 |
24.20 |
24.28 |
-0.02 |
1,921 |
19,283 |
+90 |
| Jun03 |
021112 |
24.10 |
24.22 |
24.05 |
24.10 |
-0.02 |
5,413 |
29,381 |
+786 |
| Jul03 |
021112 |
23.95 |
24.06 |
23.90 |
23.94 |
-0.02 |
942 |
17,043 |
-126 |
| Aug03 |
021112 |
23.80 |
23.80 |
23.80 |
23.80 |
-0.01 |
394 |
10,524 |
+204 |
| Sep03 |
021112 |
23.75 |
23.75 |
23.67 |
23.67 |
-0.01 |
252 |
14,882 |
+182 |
| Total Volume and Open Interest |
184,825 |
491,906 |
-959 |
| Heating Oil(NYM) |
| Dec02 |
021112 |
68.90 |
69.80 |
68.70 |
69.01 |
+0.16 |
25,226 |
49,973 |
-4,687 |
| Jan03 |
021112 |
69.50 |
70.25 |
69.15 |
69.49 |
+0.14 |
18,563 |
39,273 |
+2,582 |
| Feb03 |
021112 |
69.00 |
69.65 |
68.80 |
69.09 |
+0.19 |
4,294 |
20,005 |
+698 |
| Mar03 |
021112 |
67.25 |
67.95 |
67.20 |
67.44 |
+0.34 |
1,433 |
12,367 |
-16 |
| Apr03 |
021112 |
66.15 |
66.40 |
65.75 |
65.79 |
+0.39 |
690 |
13,164 |
+193 |
| May03 |
021112 |
64.50 |
64.80 |
64.14 |
64.14 |
+0.49 |
182 |
4,725 |
-33 |
| Jun03 |
021112 |
63.95 |
64.15 |
63.69 |
63.69 |
+0.54 |
863 |
6,028 |
-29 |
| Jul03 |
021112 |
63.75 |
64.05 |
63.59 |
63.59 |
+0.54 |
93 |
3,702 |
-15 |
| Aug03 |
021112 |
64.15 |
64.35 |
63.79 |
63.79 |
+0.54 |
39 |
2,686 |
+3 |
| Sep03 |
021112 |
64.90 |
64.95 |
64.39 |
64.39 |
+0.54 |
29 |
1,903 |
-2 |
| Total Volume and Open Interest |
51,910 |
161,954 |
-1,509 |
| Unleaded Gas(NYM) |
| Dec02 |
021112 |
70.80 |
71.05 |
69.30 |
69.84 |
-1.20 |
18,294 |
38,589 |
-1,529 |
| Jan03 |
021112 |
68.40 |
69.00 |
68.00 |
68.65 |
-0.22 |
9,934 |
24,395 |
+598 |
| Feb03 |
021112 |
68.60 |
68.95 |
68.30 |
68.90 |
-0.17 |
1,300 |
12,550 |
+254 |
| Mar03 |
021112 |
69.75 |
69.90 |
69.60 |
69.65 |
-0.17 |
691 |
8,236 |
+177 |
| Apr03 |
021112 |
75.30 |
76.35 |
75.30 |
76.00 |
-0.07 |
84 |
7,737 |
+3 |
| May03 |
021112 |
75.85 |
76.05 |
75.70 |
76.05 |
-0.02 |
101 |
4,542 |
+66 |
| Jun03 |
021112 |
75.10 |
75.40 |
75.10 |
75.40 |
+0.03 |
0 |
3,295 |
+0 |
| Jul03 |
021112 |
74.30 |
74.30 |
74.25 |
74.25 |
+0.08 |
0 |
1,686 |
+0 |
| Total Volume and Open Interest |
30,554 |
106,070 |
-281 |
| Natural Gas(NYM) |
| Dec02 |
021112 |
3.840 |
3.880 |
3.815 |
3.872 |
+0.094 |
39,493 |
47,901 |
-3,569 |
| Jan03 |
021112 |
3.965 |
3.995 |
3.940 |
3.991 |
+0.081 |
13,580 |
42,826 |
+1,462 |
| Feb03 |
021112 |
3.925 |
3.948 |
3.900 |
3.948 |
+0.073 |
3,381 |
28,806 |
-451 |
| Mar03 |
021112 |
3.860 |
3.885 |
3.855 |
3.882 |
+0.064 |
3,192 |
36,734 |
-16 |
| Apr03 |
021112 |
3.765 |
3.800 |
3.760 |
3.782 |
+0.054 |
2,728 |
18,185 |
-341 |
| May03 |
021112 |
3.740 |
3.780 |
3.740 |
3.752 |
+0.049 |
1,116 |
14,116 |
-127 |
| Jun03 |
021112 |
3.770 |
3.810 |
3.770 |
3.780 |
+0.047 |
564 |
22,696 |
+555 |
| Jul03 |
021112 |
3.810 |
3.840 |
3.785 |
3.815 |
+0.047 |
534 |
15,669 |
-106 |
| Total Volume and Open Interest |
71,500 |
399,481 |
-2,581 |
| Brent Crude Oil(IPE) |
| Dec02 |
021112 |
23.84 |
24.10 |
23.60 |
23.72 |
-0.07 |
41,576 |
58,795 |
-4,199 |
| Jan03 |
021112 |
23.70 |
23.95 |
23.58 |
23.68 |
+0.01 |
36,997 |
78,695 |
+4,328 |
| Feb03 |
021112 |
23.50 |
23.76 |
23.49 |
23.63 |
+0.06 |
11,075 |
31,809 |
+3,793 |
| Mar03 |
021112 |
23.39 |
23.56 |
23.36 |
23.45 |
+0.08 |
1,745 |
21,170 |
-406 |
| Apr03 |
021112 |
23.25 |
23.40 |
23.25 |
23.27 |
+0.10 |
1,798 |
15,867 |
+1,030 |
| May03 |
021112 |
23.06 |
23.20 |
23.06 |
23.12 |
+0.11 |
492 |
12,777 |
+346 |
| Jun03 |
021112 |
22.96 |
23.05 |
22.85 |
22.96 |
+0.09 |
1,784 |
21,301 |
+325 |
| Jul03 |
021112 |
22.81 |
22.82 |
22.80 |
22.82 |
+0.09 |
0 |
9,104 |
+0 |
| Total Volume and Open Interest |
98,739 |
303,349 |
+5,132 |
| Gas Oil(IPE) |
| Nov02 |
021112 |
204.50 |
206.50 |
203.25 |
206.50 |
unch |
16,601 |
17,402 |
-8,094 |
| Dec02 |
021112 |
205.00 |
207.00 |
204.25 |
206.00 |
-1.00 |
24,079 |
71,958 |
+2,959 |
| Jan03 |
021112 |
206.25 |
207.75 |
205.75 |
207.25 |
-1.00 |
7,680 |
44,898 |
+1,721 |
| Feb03 |
021112 |
204.75 |
207.00 |
204.75 |
206.50 |
-0.75 |
726 |
13,554 |
+100 |
| Mar03 |
021112 |
203.00 |
204.75 |
203.00 |
204.75 |
unch |
30 |
9,253 |
+10 |
| Apr03 |
021112 |
201.75 |
202.00 |
201.75 |
202.00 |
+0.25 |
42 |
8,128 |
-16 |
| May03 |
021112 |
198.75 |
199.50 |
198.75 |
199.25 |
unch |
14 |
1,990 |
+9 |
| Jun03 |
021112 |
196.00 |
197.50 |
196.00 |
197.50 |
+0.25 |
548 |
20,284 |
-276 |
| Total Volume and Open Interest |
49,743 |
210,755 |
-3,682 |
| US Dollar Index(NYBOT) |
| Dec02 |
021112 |
104.95 |
105.12 |
104.70 |
104.82 |
+0.07 |
29 |
17,347 |
-19 |
| Mar03 |
021112 |
105.48 |
105.63 |
105.32 |
105.37 |
+0.07 |
2 |
2,111 |
+2 |
| Jun03 |
021112 |
106.05 |
106.05 |
105.92 |
105.92 |
+0.07 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
31 |
19,462 |
-17 |
| Australian Dollar(CME) |
| Dec02 |
021112 |
55.97 |
55.98 |
55.82 |
55.90 |
-0.45 |
676 |
0 |
-43,078 |
| Mar03 |
021112 |
55.55 |
55.55 |
55.38 |
55.45 |
-0.44 |
1 |
0 |
-317 |
| Jun03 |
021112 |
55.00 |
55.00 |
55.00 |
55.00 |
-0.43 |
|
|
|
| Total Volume and Open Interest |
678 |
|
|
| British Pound(CME) |
| Dec02 |
021112 |
158.30 |
158.64 |
158.22 |
158.50 |
-0.10 |
3,226 |
0 |
-42,744 |
| Mar03 |
021112 |
157.62 |
157.62 |
157.40 |
157.50 |
-0.12 |
31 |
0 |
-221 |
| Jun03 |
021112 |
156.52 |
156.52 |
156.52 |
156.52 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
3,257 |
|
|
| Canadian Dollar(CME) |
| Dec02 |
021112 |
63.59 |
63.66 |
63.26 |
63.33 |
-0.49 |
7,525 |
0 |
-55,072 |
| Mar03 |
021112 |
63.41 |
63.42 |
63.03 |
63.11 |
-0.49 |
203 |
0 |
-5,251 |
| Jun03 |
021112 |
63.08 |
63.12 |
62.85 |
62.91 |
-0.49 |
65 |
0 |
-2,376 |
| Sep03 |
021112 |
62.88 |
62.88 |
62.64 |
62.72 |
-0.49 |
6 |
0 |
-756 |
| Total Volume and Open Interest |
7,799 |
|
|
| Japanese Yen(CME) |
| Dec02 |
021112 |
83.69 |
83.95 |
83.56 |
83.69 |
+0.05 |
8,122 |
0 |
-71,795 |
| Mar03 |
021112 |
84.02 |
84.21 |
83.87 |
83.98 |
+0.04 |
267 |
0 |
-1,089 |
| Jun03 |
021112 |
84.27 |
84.27 |
84.27 |
84.27 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
8,389 |
|
|
| Swiss Franc(CME) |
| Dec02 |
021112 |
69.08 |
69.29 |
68.93 |
69.22 |
-0.10 |
3,512 |
0 |
-53,229 |
| Mar03 |
021112 |
69.25 |
69.40 |
69.21 |
69.35 |
-0.10 |
2 |
0 |
-771 |
| Jun03 |
021112 |
69.49 |
69.49 |
69.49 |
69.49 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
3,514 |
|
|
| EuroFX(CME) |
| Dec02 |
021112 |
100.71 |
101.03 |
100.50 |
100.97 |
-0.15 |
8,916 |
0 |
-106,028 |
| Mar03 |
021112 |
100.31 |
100.58 |
100.21 |
100.57 |
-0.14 |
17 |
0 |
-1,289 |
| Jun03 |
021112 |
100.21 |
100.21 |
100.21 |
100.21 |
-0.14 |
3 |
0 |
-339 |
| Total Volume and Open Interest |
8,936 |
|
|
| Mexican Peso(CME) |
| Dec02 |
021112 |
9620.0 |
9660.0 |
9565.0 |
9645.0 |
+38.0 |
5,462 |
0 |
-14,346 |
| Mar03 |
021112 |
9415.0 |
9465.0 |
9390.0 |
9455.0 |
+38.0 |
870 |
0 |
-2,451 |
| Total Volume and Open Interest |
6,332 |
|
|
| 30-Year T-Bonds(CBOT) |
| Dec02 |
021112 |
113~12 |
113~24 |
112~22 |
112~27 |
-0~04 |
302,574 |
411,112 |
+0 |
| Mar03 |
021112 |
112~00 |
112~14 |
111~18 |
111~19 |
-0~04 |
7,250 |
53,480 |
+0 |
| Jun03 |
021112 |
110~28 |
111~00 |
110~11 |
110~11 |
-0~03 |
0 |
463 |
+0 |
| Total Volume and Open Interest |
309,824 |
465,057 |
+0 |
| Municipal Bonds(CBOT) |
| Dec02 |
021112 |
109~14 |
109~18 |
108~23 |
108~29 |
-0~04 |
905 |
3,505 |
+0 |
| Mar03 |
021112 |
103~08 |
103~14 |
103~02 |
103~02 |
-0~02 |
8 |
92 |
+0 |
| Total Volume and Open Interest |
913 |
3,597 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec02 |
021112 |
115~090 |
115~150 |
115~005 |
115~025 |
+0~010 |
541,195 |
867,638 |
+0 |
| Mar03 |
021112 |
114~040 |
114~090 |
113~275 |
113~290 |
+0~015 |
24,949 |
87,054 |
+0 |
| Total Volume and Open Interest |
566,144 |
954,717 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec02 |
021112 |
113~200 |
113~250 |
113~175 |
113~195 |
+0~025 |
76,547 |
642,134 |
+0 |
| Mar03 |
021112 |
112~150 |
112~150 |
112~110 |
112~110 |
+0~030 |
8,687 |
41,338 |
+0 |
| Total Volume and Open Interest |
85,234 |
683,472 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec02 |
021112 |
107~040 |
107~053 |
107~038 |
107~048 |
+0~014 |
11,432 |
110,399 |
+0 |
| Mar03 |
021112 |
106~124 |
106~124 |
106~120 |
106~120 |
+0~012 |
0 |
1,310 |
+0 |
| Total Volume and Open Interest |
11,432 |
111,709 |
+0 |
| 3-Mth T-Bills(IMM) |
| Dec02 |
021112 |
98.80 |
98.80 |
98.79 |
98.80 |
-0.02 |
25 |
0 |
-568 |
| Total Volume and Open Interest |
25 |
|
|
| Eurodollars(CME) |
| Dec02 |
021112 |
98.625 |
98.635 |
98.620 |
98.625 |
unch |
61,689 |
0 |
-947,204 |
| Mar03 |
021112 |
98.625 |
98.630 |
98.605 |
98.605 |
+0.005 |
91,230 |
0 |
-711,977 |
| Jun03 |
021112 |
98.420 |
98.425 |
98.385 |
98.390 |
+0.015 |
79,152 |
0 |
-556,736 |
| Sep03 |
021112 |
98.125 |
98.130 |
98.085 |
98.090 |
+0.030 |
58,060 |
0 |
-481,047 |
| Dec03 |
021112 |
97.760 |
97.770 |
97.720 |
97.735 |
+0.040 |
52,820 |
0 |
-424,214 |
| Mar04 |
021112 |
97.360 |
97.390 |
97.330 |
97.345 |
+0.055 |
28,331 |
0 |
-264,504 |
| Jun04 |
021112 |
96.985 |
97.030 |
96.975 |
96.985 |
+0.060 |
21,698 |
0 |
-193,736 |
| Sep04 |
021112 |
96.730 |
96.770 |
96.705 |
96.715 |
+0.040 |
25,433 |
0 |
-164,420 |
| Dec04 |
021112 |
96.520 |
96.545 |
96.500 |
96.500 |
+0.030 |
9,661 |
0 |
-133,253 |
| Mar05 |
021112 |
96.360 |
96.380 |
96.325 |
96.325 |
+0.020 |
6,499 |
0 |
-115,132 |
| Jun05 |
021112 |
96.205 |
96.225 |
96.160 |
96.160 |
+0.010 |
5,268 |
0 |
-95,150 |
| Sep05 |
021112 |
96.070 |
96.090 |
96.020 |
96.020 |
unch |
14,411 |
0 |
-91,795 |
| Total Volume and Open Interest |
485,094 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec02 |
021112 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
300 |
0 |
-8,908 |
| Mar03 |
021112 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
240 |
0 |
-10,240 |
| Jun03 |
021112 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
|
|
|
| Sep03 |
021112 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
|
|
|
| Dec03 |
021112 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
|
|
|
| Mar04 |
021112 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
|
|
|
| Jun04 |
021112 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
| Sep04 |
021112 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
|
|
|
| Dec04 |
021112 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
| Mar05 |
021112 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
| Total Volume and Open Interest |
540 |
|
|
| 3-Mth Euro-Yen(SIMEX) |
| Dec02 |
021112 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,131 |
51,512 |
+396 |
| Mar03 |
021112 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
883 |
39,699 |
+152 |
| Jun03 |
021112 |
99.91 |
99.91 |
99.90 |
99.90 |
unch |
465 |
46,464 |
+256 |
| Sep03 |
021112 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
514 |
32,181 |
+320 |
| Dec03 |
021112 |
99.86 |
99.87 |
99.86 |
99.87 |
unch |
536 |
25,773 |
-367 |
| Mar04 |
021112 |
99.83 |
99.83 |
99.82 |
99.82 |
-0.01 |
315 |
20,438 |
+25 |
| Jun04 |
021112 |
99.81 |
99.81 |
99.81 |
99.81 |
-0.01 |
549 |
12,166 |
+289 |
| Sep04 |
021112 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
447 |
3,278 |
+206 |
| Total Volume and Open Interest |
4,840 |
246,371 |
+1,277 |
| German Euro-Bund(EUREX) |
| Dec02 |
021111 |
111.85 |
112.04 |
111.64 |
111.89 |
+0.04 |
775,551 |
726,758 |
-27,598 |
| Mar03 |
021111 |
111.27 |
111.50 |
111.27 |
111.47 |
+0.06 |
3,806 |
19,093 |
+1,358 |
| Jun03 |
021111 |
110.99 |
110.99 |
110.99 |
110.99 |
+0.04 |
2,679 |
2 |
+0 |
| Total Volume and Open Interest |
782,036 |
745,853 |
-26,240 |
| German Euro-Bobl(EUREX) |
| Dec02 |
021111 |
109.55 |
109.63 |
109.43 |
109.58 |
+0.04 |
437,113 |
600,157 |
+929 |
| Mar03 |
021111 |
109.44 |
109.55 |
109.41 |
109.55 |
+0.07 |
6,031 |
7,854 |
+1,455 |
| Jun03 |
021111 |
109.08 |
109.08 |
109.08 |
109.08 |
+0.04 |
5,752 |
0 |
+0 |
| Total Volume and Open Interest |
448,896 |
608,011 |
+2,384 |
| Long Gilt(LIFFE) |
| Dec02 |
021111 |
119~18 |
119~28 |
119~15 |
119~21 |
+0~11 |
24,724 |
79,385 |
-1,542 |
| Mar03 |
021111 |
118~28 |
118~28 |
118~28 |
118~28 |
+0~11 |
|
|
|
| Total Volume and Open Interest |
24,724 |
79,385 |
-1,542 |
| 3-Mth Short Sterling(LIFFE) |
| Dec02 |
021111 |
96.12 |
96.13 |
96.10 |
96.11 |
-0.01 |
19,143 |
0 |
+0 |
| Mar03 |
021111 |
96.15 |
96.18 |
96.14 |
96.16 |
+0.01 |
23,784 |
0 |
+0 |
| Jun03 |
021111 |
96.09 |
96.12 |
96.07 |
96.10 |
+0.03 |
22,359 |
0 |
+0 |
| Total Volume and Open Interest |
86,568 |
|
|
| 3-Mth Euribor(LIFFE) |
| Dec02 |
021111 |
97.015 |
97.025 |
96.995 |
97.005 |
+0.010 |
115,628 |
587,017 |
+225 |
| Mar03 |
021111 |
97.170 |
97.190 |
97.160 |
97.165 |
+0.010 |
136,554 |
513,025 |
+13,736 |
| Jun03 |
021111 |
97.185 |
97.200 |
97.165 |
97.170 |
+0.015 |
90,092 |
338,572 |
+4,660 |
| Total Volume and Open Interest |
494,695 |
2,230,198 |
+33,713 |
| 3-Mth Aus T-Bills(SFE) |
| Dec02 |
021112 |
95.29 |
95.31 |
95.28 |
95.30 |
unch |
13,178 |
327,262 |
+2,247 |
| Mar03 |
021112 |
95.40 |
95.41 |
95.37 |
95.39 |
unch |
20,454 |
108,257 |
+6,039 |
| Jun03 |
021112 |
95.35 |
95.37 |
95.33 |
95.35 |
+0.03 |
4,171 |
47,505 |
+917 |
| Sep03 |
021112 |
95.26 |
95.28 |
95.25 |
95.27 |
+0.04 |
1,161 |
23,252 |
+73 |
| Dec03 |
021112 |
95.18 |
95.18 |
95.14 |
95.15 |
+0.03 |
77 |
14,707 |
-14 |
| Mar04 |
021112 |
95.05 |
95.05 |
95.02 |
95.04 |
+0.04 |
74 |
9,776 |
+35 |
| Jun04 |
021112 |
94.95 |
94.95 |
94.92 |
94.93 |
+0.04 |
101 |
6,590 |
+66 |
| Sep04 |
021112 |
94.85 |
94.85 |
94.82 |
94.84 |
+0.05 |
4 |
4,620 |
-1 |
| Dec04 |
021112 |
94.77 |
94.78 |
94.75 |
94.75 |
+0.03 |
1 |
2,236 |
+0 |
| Mar05 |
021112 |
94.70 |
94.70 |
94.68 |
94.68 |
+0.02 |
0 |
761 |
+0 |
| Total Volume and Open Interest |
39,221 |
545,650 |
+9,362 |
| 10-Year Aus T-Bonds(SFE) |
| Dec02 |
021112 |
94.81 |
94.86 |
94.77 |
94.79 |
+0.04 |
24,429 |
264,752 |
+0 |
| Mar03 |
021112 |
94.79 |
94.79 |
94.79 |
94.79 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
24,429 |
264,752 |
+2,566 |
| 3-Year Aus T-Bonds(SFE) |
| Dec02 |
021112 |
95.28 |
95.31 |
95.24 |
95.27 |
+0.03 |
69,348 |
624,011 |
+14,758 |
| Mar03 |
021112 |
95.27 |
95.27 |
95.27 |
95.27 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
69,348 |
624,011 |
+14,758 |
| Gold(CMX) |
| Dec02 |
021112 |
321.7 |
325.0 |
321.5 |
324.7 |
+3.1 |
19,664 |
99,597 |
+1,687 |
| Feb03 |
021112 |
322.8 |
326.2 |
322.3 |
325.5 |
+3.1 |
1,924 |
16,172 |
+895 |
| Apr03 |
021112 |
324.0 |
326.5 |
323.0 |
326.0 |
+3.1 |
139 |
6,984 |
+43 |
| Jun03 |
021112 |
324.2 |
327.0 |
323.5 |
326.4 |
+3.0 |
287 |
7,364 |
+172 |
| Aug03 |
021112 |
324.1 |
326.8 |
324.0 |
326.8 |
+3.0 |
0 |
8,227 |
+0 |
| Oct03 |
021112 |
327.2 |
327.2 |
327.2 |
327.2 |
+3.0 |
0 |
1,087 |
+0 |
| Total Volume and Open Interest |
22,601 |
164,178 |
+2,874 |
| Silver(CMX) |
| Dec02 |
021112 |
457.5 |
462.0 |
455.0 |
460.0 |
+2.8 |
7,874 |
47,724 |
-1,798 |
| Mar03 |
021112 |
461.0 |
465.0 |
457.5 |
462.3 |
+2.8 |
2,276 |
19,913 |
+1,640 |
| May03 |
021112 |
464.0 |
464.0 |
463.4 |
463.4 |
+2.8 |
17 |
2,505 |
+1 |
| Jul03 |
021112 |
464.0 |
464.5 |
460.5 |
464.5 |
+2.8 |
174 |
6,542 |
+106 |
| Sep03 |
021112 |
465.4 |
465.4 |
465.4 |
465.4 |
+2.7 |
0 |
871 |
+0 |
| Total Volume and Open Interest |
10,365 |
84,856 |
-35 |
| Platinum(NYM) |
| Jan03 |
021112 |
573.9 |
579.0 |
572.0 |
578.7 |
+6.0 |
732 |
7,033 |
-233 |
| Apr03 |
021112 |
571.7 |
571.7 |
571.7 |
571.7 |
+5.5 |
0 |
55 |
+0 |
| Jul03 |
021112 |
568.2 |
568.2 |
568.2 |
568.2 |
+5.5 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
732 |
7,092 |
-233 |
| Palladium(NYME) |
| Dec02 |
021112 |
288.00 |
289.00 |
285.50 |
286.00 |
-3.55 |
905 |
1,777 |
+326 |
| Mar03 |
021112 |
287.50 |
287.50 |
286.00 |
286.00 |
-3.55 |
14 |
245 |
+4 |
| Total Volume and Open Interest |
919 |
2,022 |
+330 |
| Copper(CMX) |
| Dec02 |
021112 |
72.40 |
72.50 |
71.90 |
72.10 |
unch |
3,516 |
52,019 |
-71 |
| Mar03 |
021112 |
73.20 |
73.25 |
72.80 |
72.90 |
unch |
1,032 |
11,173 |
+776 |
| May03 |
021112 |
73.50 |
73.55 |
73.40 |
73.40 |
unch |
9 |
4,209 |
+2 |
| Jul03 |
021112 |
73.85 |
73.90 |
73.80 |
73.80 |
-0.05 |
43 |
3,845 |
-2 |
| Sep03 |
021112 |
74.35 |
74.35 |
74.10 |
74.10 |
unch |
1 |
4,183 |
+1 |
| Total Volume and Open Interest |
4,765 |
91,465 |
+687 |
| DJIA Index(CBOT) |
| Dec02 |
021112 |
8405 |
8497 |
8345 |
8397 |
+42 |
12,237 |
32,678 |
-199 |
| Mar03 |
021112 |
8375 |
8480 |
8345 |
8382 |
+47 |
49 |
397 |
+5 |
| Jun03 |
021112 |
8460 |
8460 |
8366 |
8366 |
+47 |
|
|
|
| Total Volume and Open Interest |
12,288 |
33,104 |
-192 |
| S & P 500(CME) |
| Dec02 |
021112 |
881.00 |
894.50 |
878.70 |
884.80 |
+7.00 |
39,482 |
547,473 |
-1,419 |
| Mar03 |
021112 |
883.00 |
888.50 |
881.00 |
883.70 |
+7.20 |
363 |
72,873 |
-10 |
| Jun03 |
021112 |
883.20 |
883.20 |
883.20 |
883.20 |
+7.40 |
136 |
4,503 |
+9 |
| Sep03 |
021112 |
883.90 |
883.90 |
883.90 |
883.90 |
+7.40 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
39,981 |
624,906 |
-1,420 |
| S & P 500 E-Mini(Globex) |
| Dec02 |
021112 |
877.75 |
894.50 |
875.75 |
884.75 |
+7.00 |
407,126 |
408,299 |
+10,067 |
| Mar03 |
021112 |
879.75 |
891.00 |
878.00 |
883.75 |
+7.25 |
65 |
170 |
+9 |
| Total Volume and Open Interest |
407,191 |
408,469 |
+10,076 |
| NASDAQ 100(CME) |
| Dec02 |
021112 |
983.00 |
1023.00 |
983.00 |
1004.50 |
+24.00 |
11,168 |
0 |
-75,253 |
| Mar03 |
021112 |
1007.50 |
1009.50 |
1007.50 |
1007.50 |
+23.00 |
1 |
0 |
-3,263 |
| Jun03 |
021112 |
1011.00 |
1012.00 |
1011.00 |
1011.00 |
+24.00 |
|
|
|
| Total Volume and Open Interest |
11,169 |
|
|
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec02 |
021111 |
1009.0 |
1015.0 |
973.5 |
980.5 |
-28.5 |
226,204 |
143,627 |
-453 |
| Mar03 |
021111 |
1007.0 |
1007.0 |
980.0 |
984.5 |
-28.5 |
5 |
8 |
+2 |
| Total Volume and Open Interest |
226,209 |
143,635 |
-451 |
| NYSE Composite(NYBOT) |
| Dec02 |
021112 |
470.00 |
474.50 |
469.00 |
470.00 |
+1.75 |
200 |
1,847 |
+60 |
| Mar03 |
021112 |
469.50 |
469.50 |
469.50 |
469.50 |
+1.75 |
0 |
80 |
+0 |
| Jun03 |
021112 |
469.00 |
469.00 |
469.00 |
469.00 |
+1.75 |
|
|
|
| Total Volume and Open Interest |
200 |
1,927 |
+60 |
| S & P Midcap 400(CME) |
| Dec02 |
021112 |
416.50 |
424.25 |
416.00 |
419.25 |
+3.25 |
725 |
14,968 |
-14 |
| Mar03 |
021112 |
419.65 |
419.65 |
419.65 |
419.65 |
+3.25 |
|
|
|
| Jun03 |
021112 |
420.65 |
420.65 |
420.65 |
420.65 |
+3.25 |
|
|
|
| Total Volume and Open Interest |
725 |
14,968 |
-14 |
| Russell 2000(CME) |
| Dec02 |
021112 |
370.50 |
378.50 |
370.50 |
375.90 |
+6.25 |
1,423 |
24,226 |
-206 |
| Mar03 |
021112 |
376.40 |
376.40 |
376.40 |
376.40 |
+6.25 |
|
|
|
| Jun03 |
021112 |
378.40 |
378.40 |
378.40 |
378.40 |
+6.25 |
|
|
|
| Total Volume and Open Interest |
1,423 |
24,226 |
-206 |
| Value Line(KCBT) |
| Dec02 |
021112 |
988.00 |
1003.75 |
984.50 |
991.00 |
+15.50 |
34 |
189 |
-13 |
| Total Volume and Open Interest |
38 |
209 |
-17 |
| Nikkei 225(CME) |
| Dec02 |
021111 |
8450 |
8495 |
8380 |
8390 |
-180 |
1,822 |
18,963 |
+30 |
| Mar03 |
021111 |
8460 |
8460 |
8400 |
8400 |
-180 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
1,822 |
19,010 |
+30 |
| Nikkei 225(SIMEX) |
| Dec02 |
021112 |
8340 |
8530 |
8340 |
8490 |
+5 |
15,379 |
96,501 |
+560 |
| Mar03 |
021112 |
8480 |
8480 |
8480 |
8480 |
+5 |
0 |
441 |
+0 |
| Jun03 |
021112 |
8440 |
8440 |
8440 |
8440 |
+5 |
|
|
|
| Total Volume and Open Interest |
15,379 |
96,942 |
+560 |
| CAC 40(MATIF) |
| Nov02 |
021111 |
3044.0 |
3076.5 |
3006.5 |
3059.5 |
-2.0 |
59,123 |
465,724 |
-2,845 |
| Dec02 |
021111 |
3054.0 |
3067.0 |
3024.0 |
3066.0 |
-2.0 |
1,056 |
124,261 |
-995 |
| Jan03 |
021111 |
3072.5 |
3072.5 |
3072.5 |
3072.5 |
-2.5 |
|
|
|
| Total Volume and Open Interest |
60,179 |
624,088 |
-3,840 |
| DAX Index(EUREX) |
| Dec02 |
021112 |
3040.0 |
3150.0 |
3037.5 |
3128.0 |
+92.0 |
60,639 |
226,139 |
+2,060 |
| Mar03 |
021112 |
3052.0 |
3155.0 |
3052.0 |
3150.5 |
+92.5 |
135 |
12,829 |
+90 |
| Jun03 |
021112 |
3167.5 |
3173.5 |
3167.5 |
3173.5 |
+93.0 |
85 |
1,985 |
+80 |
| Total Volume and Open Interest |
60,859 |
240,953 |
+2,230 |
| FT-SE 100(LIFFE) |
| Dec02 |
021112 |
4024.00 |
4107.00 |
4024.00 |
4088.00 |
+64.00 |
42,479 |
380,727 |
-6,052 |
| Mar03 |
021112 |
4039.00 |
4090.00 |
4037.50 |
4071.50 |
+65.00 |
151 |
45,269 |
+128 |
| Jun03 |
021112 |
4025.50 |
4085.00 |
4025.50 |
4081.50 |
+65.00 |
29 |
22,130 |
+21 |
| Total Volume and Open Interest |
42,692 |
451,587 |
-5,886 |
| SPI 200(SFE) |
| Dec02 |
021111 |
3000.0 |
3003.0 |
2969.0 |
2977.0 |
-32.0 |
11,441 |
159,796 |
+5,842 |
| Mar03 |
021111 |
3000.0 |
3000.0 |
2981.0 |
2981.0 |
-33.0 |
31 |
2,078 |
+5 |
| Jun03 |
021111 |
2988.0 |
2988.0 |
2988.0 |
2988.0 |
-33.0 |
0 |
1,238 |
+0 |
| Total Volume and Open Interest |
11,807 |
164,272 |
+6,063 |
| GSCI(CME) |
| Nov02 |
021112 |
208.40 |
208.50 |
206.35 |
207.00 |
-0.50 |
2,803 |
7,410 |
-2,579 |
| Dec02 |
021112 |
208.80 |
208.80 |
207.85 |
207.85 |
-0.20 |
2,555 |
8,064 |
+2,294 |
| Jan03 |
021112 |
207.00 |
207.00 |
207.00 |
207.00 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
5,358 |
15,474 |
-285 |
| Bridge CRB Index(NYBOT) |
| Jan03 |
021112 |
226.50 |
227.75 |
226.00 |
226.00 |
-1.00 |
21 |
301 |
-1 |
| Feb03 |
021112 |
225.25 |
225.25 |
225.25 |
225.25 |
-1.00 |
0 |
220 |
+0 |
| Apr03 |
021112 |
224.50 |
225.00 |
224.00 |
224.00 |
-1.00 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
21 |
635 |
-154 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|