|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon December 16, 2002 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan03 |
021216 |
572.00 |
573.00 |
561.00 |
561.50 |
-10.50 |
25,798 |
66,521 |
-727 |
| Mar03 |
021216 |
567.50 |
569.00 |
557.50 |
558.25 |
-9.75 |
10,292 |
57,835 |
+1,804 |
| May03 |
021216 |
558.50 |
559.50 |
550.25 |
550.75 |
-8.25 |
3,766 |
42,279 |
+224 |
| Jul03 |
021216 |
555.00 |
556.00 |
547.50 |
548.00 |
-7.25 |
2,152 |
27,797 |
+92 |
| Aug03 |
021216 |
546.50 |
546.50 |
541.00 |
541.00 |
-6.50 |
140 |
3,048 |
+119 |
| Sep03 |
021216 |
529.00 |
529.00 |
524.25 |
524.25 |
-4.75 |
36 |
486 |
+5 |
| Nov03 |
021216 |
511.00 |
513.50 |
507.50 |
508.00 |
-3.00 |
1,651 |
19,309 |
+571 |
| Total Volume and Open Interest |
43,849 |
217,511 |
+2,102 |
| Soybean Meal(CBOT) |
| Jan03 |
021216 |
165.70 |
166.30 |
163.90 |
164.10 |
-1.30 |
9,071 |
31,157 |
-248 |
| Mar03 |
021216 |
165.80 |
166.80 |
164.10 |
164.30 |
-2.00 |
6,219 |
29,846 |
-1,222 |
| May03 |
021216 |
165.00 |
166.20 |
163.00 |
163.10 |
-2.40 |
2,129 |
29,781 |
-32 |
| Jul03 |
021216 |
164.80 |
165.50 |
162.80 |
162.80 |
-2.10 |
1,022 |
22,658 |
+291 |
| Aug03 |
021216 |
162.80 |
162.90 |
160.50 |
160.50 |
-2.40 |
357 |
6,690 |
+90 |
| Sep03 |
021216 |
160.00 |
160.00 |
157.80 |
157.80 |
-2.20 |
153 |
4,825 |
+47 |
| Oct03 |
021216 |
156.50 |
156.50 |
153.50 |
153.50 |
-2.00 |
78 |
3,373 |
+43 |
| Dec03 |
021216 |
155.60 |
156.30 |
153.20 |
153.30 |
-2.30 |
407 |
11,098 |
+161 |
| Total Volume and Open Interest |
19,815 |
140,421 |
-1,123 |
| Soybean Oil(CBOT) |
| Jan03 |
021216 |
21.85 |
21.87 |
21.60 |
21.66 |
-0.16 |
10,208 |
49,154 |
-2,430 |
| Mar03 |
021216 |
21.76 |
21.89 |
21.63 |
21.71 |
-0.12 |
4,134 |
47,831 |
+2,846 |
| May03 |
021216 |
21.53 |
21.62 |
21.45 |
21.50 |
-0.08 |
2,223 |
26,680 |
+413 |
| Jul03 |
021216 |
21.32 |
21.43 |
21.25 |
21.30 |
-0.05 |
2,132 |
16,240 |
+360 |
| Aug03 |
021216 |
21.10 |
21.15 |
21.05 |
21.10 |
unch |
124 |
3,631 |
+59 |
| Sep03 |
021216 |
20.95 |
20.95 |
20.80 |
20.83 |
-0.02 |
13 |
1,661 |
+13 |
| Oct03 |
021216 |
20.60 |
20.60 |
20.45 |
20.45 |
unch |
40 |
1,133 |
-3 |
| Dec03 |
021216 |
20.20 |
20.39 |
20.17 |
20.20 |
unch |
639 |
8,265 |
+44 |
| Total Volume and Open Interest |
20,132 |
155,685 |
+877 |
| Canola(WCE) |
| Jan03 |
021216 |
429.7 |
430.0 |
423.3 |
423.4 |
-4.6 |
1,782 |
14,568 |
-420 |
| Mar03 |
021216 |
436.0 |
437.0 |
429.5 |
429.7 |
-4.4 |
1,470 |
20,110 |
-175 |
| May03 |
021216 |
440.0 |
440.0 |
433.5 |
433.5 |
-4.7 |
498 |
9,554 |
+47 |
| Jul03 |
021216 |
436.5 |
436.5 |
429.5 |
429.5 |
-4.9 |
141 |
2,893 |
+70 |
| Sep03 |
021216 |
380.0 |
380.0 |
380.0 |
380.0 |
-4.0 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
4,099 |
57,883 |
-375 |
| Corn(CBOT) |
| Mar03 |
021216 |
241.00 |
241.75 |
238.25 |
238.75 |
-1.25 |
24,700 |
250,974 |
-2,568 |
| May03 |
021216 |
243.00 |
244.00 |
240.75 |
241.00 |
-1.50 |
3,726 |
66,119 |
+313 |
| Jul03 |
021216 |
245.50 |
246.25 |
243.25 |
244.00 |
-0.75 |
2,568 |
66,808 |
+137 |
| Sep03 |
021216 |
242.50 |
243.25 |
240.25 |
240.75 |
-1.50 |
236 |
15,644 |
+16 |
| Dec03 |
021216 |
241.00 |
241.75 |
238.50 |
239.00 |
-1.50 |
1,127 |
43,296 |
+157 |
| Mar04 |
021216 |
247.25 |
247.25 |
244.00 |
244.50 |
-1.50 |
45 |
3,241 |
+11 |
| Total Volume and Open Interest |
33,793 |
449,421 |
-2,645 |
| Wheat(CBOT) |
| Mar03 |
021216 |
351.00 |
360.00 |
350.00 |
355.00 |
+2.00 |
8,810 |
56,568 |
+661 |
| May03 |
021216 |
340.50 |
348.00 |
340.50 |
344.25 |
+1.50 |
374 |
4,866 |
+37 |
| Jul03 |
021216 |
311.00 |
317.00 |
311.00 |
315.25 |
+3.00 |
907 |
13,420 |
-17 |
| Sep03 |
021216 |
317.50 |
319.50 |
317.50 |
319.00 |
+3.00 |
27 |
2,208 |
+4 |
| Dec03 |
021216 |
328.50 |
330.00 |
328.00 |
329.00 |
+2.50 |
102 |
3,514 |
+36 |
| Total Volume and Open Interest |
10,264 |
80,799 |
+669 |
| Wheat(KCBT) |
| Dec02 |
021216 |
404.25 |
404.25 |
400.00 |
400.00 |
+0.50 |
35 |
70 |
-69 |
| Mar03 |
021216 |
384.25 |
392.00 |
383.50 |
388.00 |
+2.50 |
4,338 |
35,653 |
-1,013 |
| May03 |
021216 |
367.50 |
372.50 |
367.00 |
367.00 |
-0.50 |
1,165 |
6,894 |
-245 |
| Jul03 |
021216 |
343.00 |
347.00 |
340.00 |
340.50 |
-3.00 |
608 |
9,071 |
-86 |
| Sep03 |
021216 |
342.50 |
344.50 |
339.00 |
339.00 |
-4.00 |
11 |
2,238 |
+4 |
| Total Volume and Open Interest |
6,171 |
55,158 |
-1,408 |
| Wheat(MGE) |
| Dec02 |
021216 |
390.00 |
390.00 |
390.00 |
390.00 |
unch |
|
|
|
| Mar03 |
021216 |
400.50 |
405.50 |
400.25 |
400.50 |
-1.25 |
981 |
16,394 |
-100 |
| May03 |
021216 |
396.50 |
399.75 |
394.50 |
395.00 |
-2.25 |
169 |
4,646 |
+15 |
| Jul03 |
021216 |
385.00 |
385.50 |
382.00 |
382.00 |
-2.75 |
25 |
1,982 |
+4 |
| Sep03 |
021216 |
361.00 |
362.50 |
359.00 |
359.00 |
-2.00 |
22 |
1,551 |
-3 |
| Total Volume and Open Interest |
1,201 |
25,591 |
-94 |
| Oats(CBOT) |
| Mar03 |
021216 |
198.75 |
200.25 |
197.75 |
199.00 |
-2.00 |
769 |
4,626 |
-33 |
| May03 |
021216 |
192.00 |
192.75 |
190.25 |
190.25 |
-3.25 |
51 |
973 |
-4 |
| Jul03 |
021216 |
173.75 |
174.00 |
173.75 |
174.00 |
-3.00 |
0 |
145 |
+0 |
| Sep03 |
021216 |
153.50 |
153.50 |
153.50 |
153.50 |
-3.50 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
857 |
5,818 |
-79 |
| Rough Rice(CBOT) |
| Jan03 |
021216 |
3.96 |
3.98 |
3.95 |
3.95 |
-0.04 |
397 |
4,543 |
+182 |
| Mar03 |
021216 |
4.20 |
4.22 |
4.19 |
4.20 |
-0.03 |
234 |
2,691 |
+88 |
| May03 |
021216 |
4.42 |
4.42 |
4.42 |
4.42 |
-0.03 |
43 |
1,145 |
+5 |
| Jul03 |
021216 |
4.60 |
4.60 |
4.60 |
4.60 |
unch |
39 |
799 |
+18 |
| Total Volume and Open Interest |
713 |
9,325 |
+293 |
| Live Cattle(CME) |
| Dec02 |
021216 |
73.050 |
74.050 |
72.750 |
73.800 |
+0.775 |
3,485 |
7,432 |
-1,029 |
| Feb03 |
021216 |
77.750 |
79.200 |
77.475 |
79.125 |
+1.300 |
6,486 |
51,530 |
+1,134 |
| Apr03 |
021216 |
77.000 |
77.950 |
76.725 |
77.925 |
+0.825 |
1,775 |
29,250 |
-166 |
| Jun03 |
021216 |
71.050 |
71.750 |
70.750 |
71.675 |
+0.525 |
1,459 |
17,839 |
-36 |
| Aug03 |
021216 |
69.500 |
70.000 |
69.200 |
69.950 |
+0.375 |
1,360 |
5,235 |
-9 |
| Oct03 |
021216 |
70.700 |
70.900 |
70.650 |
70.900 |
+0.200 |
35 |
1,040 |
+3 |
| Total Volume and Open Interest |
14,600 |
112,326 |
-103 |
| Feeder Cattle(CME) |
| Jan03 |
021216 |
83.350 |
83.725 |
82.800 |
83.575 |
+0.375 |
640 |
5,554 |
-108 |
| Mar03 |
021216 |
81.650 |
82.000 |
80.950 |
81.925 |
+0.375 |
569 |
4,082 |
-18 |
| Apr03 |
021216 |
81.500 |
81.700 |
80.850 |
81.700 |
+0.400 |
178 |
1,658 |
+51 |
| May03 |
021216 |
81.900 |
81.900 |
81.400 |
81.800 |
-0.075 |
142 |
941 |
+29 |
| Aug03 |
021216 |
83.850 |
84.000 |
83.400 |
83.800 |
-0.175 |
53 |
849 |
+31 |
| Sep03 |
021216 |
83.500 |
83.900 |
83.500 |
83.900 |
unch |
2 |
86 |
-1 |
| Oct03 |
021216 |
83.750 |
83.750 |
83.750 |
83.750 |
unch |
0 |
33 |
+0 |
| Total Volume and Open Interest |
1,584 |
13,204 |
-16 |
| Lean Hogs(CME) |
| Feb03 |
021216 |
52.000 |
52.050 |
51.200 |
51.825 |
-0.425 |
3,020 |
20,590 |
-208 |
| Apr03 |
021216 |
57.750 |
57.750 |
56.450 |
57.050 |
-0.900 |
695 |
7,637 |
+48 |
| May03 |
021216 |
62.100 |
62.100 |
61.025 |
61.475 |
-0.650 |
40 |
1,978 |
+12 |
| Jun03 |
021216 |
65.700 |
65.700 |
64.175 |
64.700 |
-1.050 |
211 |
4,618 |
+62 |
| Jul03 |
021216 |
62.650 |
62.650 |
61.800 |
61.925 |
-0.950 |
48 |
1,405 |
+13 |
| Aug03 |
021216 |
59.500 |
59.500 |
59.050 |
59.050 |
-0.700 |
7 |
937 |
-5 |
| Oct03 |
021216 |
52.200 |
52.500 |
52.200 |
52.500 |
-0.100 |
5 |
227 |
+3 |
| Dec03 |
021216 |
51.400 |
51.400 |
51.400 |
51.400 |
-0.375 |
1 |
58 |
+0 |
| Total Volume and Open Interest |
5,569 |
43,583 |
-509 |
| Pork Bellies(CME) |
| Feb03 |
021216 |
84.900 |
85.000 |
83.400 |
84.925 |
-0.150 |
251 |
2,039 |
+4 |
| Mar03 |
021216 |
83.700 |
83.700 |
82.200 |
83.550 |
-0.150 |
33 |
232 |
+3 |
| May03 |
021216 |
83.900 |
84.700 |
83.650 |
84.700 |
unch |
2 |
94 |
+1 |
| Jul03 |
021216 |
85.100 |
85.500 |
83.700 |
85.500 |
-0.400 |
6 |
134 |
-1 |
| Aug03 |
021216 |
84.000 |
84.000 |
84.000 |
84.000 |
unch |
1 |
13 |
+0 |
| Total Volume and Open Interest |
293 |
2,512 |
+7 |
| Cocoa(NYBOT) |
| Dec02 |
021212 |
2065 |
2065 |
2050 |
2050 |
-5 |
26 |
641 |
-12 |
| Mar03 |
021216 |
2050 |
2055 |
2020 |
2044 |
-16 |
3,965 |
31,864 |
-487 |
| May03 |
021216 |
2033 |
2035 |
2010 |
2029 |
-14 |
871 |
11,625 |
+367 |
| Jul03 |
021216 |
2025 |
2025 |
2000 |
2013 |
-12 |
516 |
8,183 |
+246 |
| Sep03 |
021216 |
2004 |
2004 |
2004 |
2004 |
-11 |
65 |
7,149 |
+11 |
| Dec03 |
021216 |
1998 |
1998 |
1998 |
1998 |
-12 |
106 |
9,467 |
-73 |
| Mar04 |
021216 |
1998 |
1998 |
1998 |
1998 |
-12 |
30 |
3,975 |
+10 |
| Total Volume and Open Interest |
5,569 |
80,930 |
-261 |
| Coffee "C"(NYBOT) |
| Dec02 |
021216 |
58.50 |
58.50 |
57.60 |
58.00 |
+1.15 |
24 |
101 |
-32 |
| Mar03 |
021216 |
61.00 |
61.60 |
60.50 |
61.25 |
+1.15 |
8,182 |
39,613 |
-1,981 |
| May03 |
021216 |
63.70 |
64.00 |
62.90 |
63.55 |
+1.05 |
2,034 |
10,425 |
-36 |
| Jul03 |
021216 |
66.25 |
66.30 |
65.30 |
65.80 |
+0.95 |
1,132 |
7,770 |
+131 |
| Sep03 |
021216 |
68.00 |
68.50 |
67.70 |
67.80 |
+0.90 |
1,173 |
5,441 |
+426 |
| Dec03 |
021216 |
70.60 |
71.00 |
70.10 |
70.10 |
+0.50 |
486 |
2,161 |
+212 |
| Total Volume and Open Interest |
13,082 |
67,039 |
-1,244 |
| Orange Juice(NYBOT) |
| Jan03 |
021216 |
99.60 |
100.40 |
99.60 |
100.05 |
+0.45 |
953 |
8,920 |
-751 |
| Mar03 |
021216 |
102.20 |
102.75 |
102.20 |
102.65 |
+0.50 |
796 |
8,523 |
+246 |
| May03 |
021216 |
104.60 |
104.70 |
104.60 |
104.65 |
+0.35 |
3 |
4,256 |
+3 |
| Jul03 |
021216 |
105.25 |
105.40 |
105.25 |
105.30 |
+0.25 |
25 |
964 |
+13 |
| Sep03 |
021216 |
106.30 |
106.30 |
106.30 |
106.30 |
+0.25 |
0 |
256 |
+0 |
| Total Volume and Open Interest |
1,777 |
23,259 |
-489 |
| Sugar #11(NYBOT) |
| Mar03 |
021216 |
7.55 |
7.57 |
7.45 |
7.50 |
-0.06 |
9,841 |
122,660 |
-31 |
| May03 |
021216 |
6.89 |
6.92 |
6.81 |
6.88 |
-0.02 |
1,447 |
29,182 |
+108 |
| Jul03 |
021216 |
6.26 |
6.30 |
6.23 |
6.28 |
+0.01 |
447 |
24,909 |
-283 |
| Oct03 |
021216 |
6.11 |
6.16 |
6.11 |
6.15 |
+0.04 |
1,156 |
23,017 |
+292 |
| Mar04 |
021216 |
6.11 |
6.12 |
6.10 |
6.12 |
+0.04 |
402 |
9,431 |
+212 |
| Total Volume and Open Interest |
13,435 |
218,183 |
+364 |
| London Cocoa(LCE) |
| Dec02 |
021212 |
1300 |
1321 |
1300 |
1307 |
+2 |
1,367 |
1,829 |
-712 |
| Mar03 |
021216 |
1347 |
1349 |
1319 |
1328 |
-12 |
3,346 |
76,622 |
-234 |
| May03 |
021216 |
1360 |
1360 |
1337 |
1341 |
-11 |
570 |
30,645 |
+33 |
| Jul03 |
021216 |
1360 |
1361 |
1345 |
1352 |
-11 |
690 |
15,901 |
+117 |
| Sep03 |
021216 |
1363 |
1365 |
1363 |
1365 |
-11 |
67 |
11,736 |
+37 |
| Dec03 |
021216 |
1380 |
1385 |
1365 |
1374 |
-11 |
147 |
16,273 |
+100 |
| Mar04 |
021216 |
1383 |
1383 |
1383 |
1383 |
-12 |
30 |
5,347 |
+30 |
| Total Volume and Open Interest |
4,900 |
157,585 |
-1,730 |
| London Coffee(LCE) |
| Jan03 |
021216 |
707.00 |
723.00 |
707.00 |
722.00 |
+18.00 |
4,474 |
29,619 |
-1,495 |
| Mar03 |
021216 |
730.00 |
745.00 |
727.00 |
740.00 |
+17.00 |
5,443 |
48,211 |
+1,006 |
| May03 |
021216 |
738.00 |
759.00 |
738.00 |
756.00 |
+18.00 |
781 |
22,416 |
+246 |
| Jul03 |
021216 |
760.00 |
770.00 |
760.00 |
770.00 |
+17.00 |
235 |
15,881 |
+136 |
| Sep03 |
021216 |
779.00 |
789.00 |
777.00 |
785.00 |
+18.00 |
820 |
9,045 |
+650 |
| Nov03 |
021216 |
793.00 |
803.00 |
791.00 |
799.00 |
+18.00 |
305 |
4,893 |
-131 |
| Total Volume and Open Interest |
12,493 |
131,576 |
+735 |
| London Sugar(LCE) |
| Dec02 |
021115 |
209.50 |
217.90 |
209.00 |
214.00 |
+4.50 |
2,590 |
2,552 |
-2,069 |
| Mar03 |
021216 |
212.00 |
212.60 |
211.20 |
212.00 |
unch |
897 |
33,139 |
+22 |
| May03 |
021216 |
203.50 |
203.50 |
202.50 |
203.00 |
-0.20 |
125 |
10,804 |
+67 |
| Aug03 |
021216 |
191.40 |
192.30 |
191.00 |
192.30 |
+1.20 |
111 |
9,619 |
+26 |
| Oct03 |
021216 |
176.00 |
178.30 |
176.00 |
178.30 |
+0.20 |
188 |
5,855 |
+101 |
| Total Volume and Open Interest |
1,466 |
63,833 |
+189 |
| Cotton(NYBOT) |
| Mar03 |
021216 |
49.85 |
50.00 |
49.55 |
49.60 |
+0.02 |
5,548 |
44,356 |
+96 |
| May03 |
021216 |
53.90 |
54.05 |
53.65 |
53.69 |
+0.07 |
2,309 |
16,333 |
+166 |
| Jul03 |
021216 |
55.05 |
55.10 |
54.85 |
54.90 |
+0.10 |
398 |
6,182 |
+71 |
| Oct03 |
021216 |
55.50 |
55.50 |
55.50 |
55.50 |
+0.25 |
0 |
704 |
+0 |
| Dec03 |
021216 |
56.30 |
56.30 |
56.30 |
56.30 |
+0.20 |
102 |
4,362 |
+29 |
| Mar04 |
021216 |
58.55 |
58.55 |
58.55 |
58.55 |
+0.20 |
0 |
534 |
+0 |
| Total Volume and Open Interest |
8,377 |
72,987 |
+382 |
| Lumber(CME) |
| Jan03 |
021216 |
238.0 |
238.0 |
233.8 |
234.0 |
-6.0 |
168 |
1,921 |
-2 |
| Mar03 |
021216 |
251.0 |
251.0 |
246.7 |
246.9 |
-4.1 |
44 |
647 |
+12 |
| May03 |
021216 |
257.5 |
257.5 |
255.0 |
256.5 |
-2.3 |
20 |
236 |
+1 |
| Jul03 |
021216 |
263.2 |
263.2 |
262.2 |
262.2 |
-1.0 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
232 |
2,866 |
+11 |
| Crude Oil(NYM) |
| Jan03 |
021216 |
29.00 |
30.17 |
28.92 |
30.10 |
+1.66 |
96,771 |
81,223 |
-10,395 |
| Feb03 |
021216 |
29.10 |
30.10 |
28.98 |
30.04 |
+1.59 |
85,127 |
110,064 |
+3,684 |
| Mar03 |
021216 |
28.57 |
29.45 |
28.42 |
29.42 |
+1.49 |
30,989 |
53,559 |
+456 |
| Apr03 |
021216 |
28.05 |
28.80 |
27.95 |
28.80 |
+1.39 |
10,829 |
35,288 |
+2,264 |
| May03 |
021216 |
27.40 |
28.19 |
27.40 |
28.19 |
+1.26 |
4,276 |
23,905 |
+678 |
| Jun03 |
021216 |
26.95 |
27.60 |
26.85 |
27.60 |
+1.13 |
6,865 |
30,758 |
+368 |
| Jul03 |
021216 |
26.40 |
27.03 |
26.40 |
27.03 |
+1.00 |
1,520 |
20,257 |
+543 |
| Aug03 |
021216 |
25.98 |
26.58 |
25.98 |
26.58 |
+0.93 |
543 |
12,017 |
+135 |
| Sep03 |
021216 |
25.62 |
26.19 |
25.62 |
26.19 |
+0.86 |
966 |
17,940 |
+254 |
| Oct03 |
021216 |
25.25 |
25.83 |
25.25 |
25.83 |
+0.79 |
1,058 |
9,503 |
+413 |
| Total Volume and Open Interest |
244,979 |
515,248 |
-1,129 |
| Heating Oil(NYM) |
| Jan03 |
021216 |
83.00 |
85.80 |
82.65 |
85.64 |
+4.08 |
29,570 |
42,427 |
-1,674 |
| Feb03 |
021216 |
81.90 |
85.00 |
81.80 |
84.91 |
+4.36 |
18,968 |
42,417 |
+1,862 |
| Mar03 |
021216 |
78.50 |
81.10 |
78.50 |
81.01 |
+3.86 |
7,425 |
18,450 |
-383 |
| Apr03 |
021216 |
75.50 |
77.11 |
74.80 |
77.11 |
+3.26 |
3,094 |
13,259 |
-161 |
| May03 |
021216 |
72.30 |
73.56 |
72.10 |
73.56 |
+2.56 |
1,097 |
7,632 |
-295 |
| Jun03 |
021216 |
71.70 |
71.70 |
71.61 |
71.61 |
+2.06 |
1,466 |
6,398 |
+138 |
| Jul03 |
021216 |
71.50 |
71.50 |
70.86 |
70.86 |
+1.91 |
485 |
5,817 |
+460 |
| Aug03 |
021216 |
70.25 |
71.25 |
70.25 |
70.56 |
+1.81 |
130 |
3,315 |
+29 |
| Sep03 |
021216 |
71.20 |
71.20 |
70.81 |
70.81 |
+1.76 |
180 |
2,723 |
+54 |
| Oct03 |
021216 |
71.11 |
71.11 |
71.11 |
71.11 |
+1.71 |
31 |
1,331 |
-1 |
| Total Volume and Open Interest |
63,581 |
153,030 |
+895 |
| Unleaded Gas(NYM) |
| Jan03 |
021216 |
85.25 |
88.40 |
84.00 |
87.85 |
+3.90 |
24,175 |
34,932 |
+161 |
| Feb03 |
021216 |
82.50 |
86.20 |
82.50 |
86.09 |
+4.39 |
17,530 |
30,010 |
+2,035 |
| Mar03 |
021216 |
81.50 |
84.40 |
81.35 |
84.19 |
+3.99 |
7,385 |
13,928 |
-723 |
| Apr03 |
021216 |
86.40 |
89.14 |
86.40 |
89.14 |
+3.59 |
5,587 |
10,875 |
-272 |
| May03 |
021216 |
85.85 |
88.19 |
85.50 |
88.19 |
+3.34 |
1,504 |
5,601 |
+363 |
| Jun03 |
021216 |
85.10 |
86.54 |
85.10 |
86.54 |
+3.09 |
480 |
4,407 |
+130 |
| Jul03 |
021216 |
82.00 |
84.50 |
82.00 |
84.39 |
+2.79 |
142 |
1,975 |
+41 |
| Aug03 |
021216 |
81.74 |
81.74 |
81.74 |
81.74 |
+2.49 |
0 |
2,425 |
+0 |
| Total Volume and Open Interest |
57,323 |
108,756 |
+2,010 |
| Natural Gas(NYM) |
| Jan03 |
021216 |
5.360 |
5.440 |
5.170 |
5.341 |
+0.057 |
68,434 |
52,829 |
-1,985 |
| Feb03 |
021216 |
5.290 |
5.400 |
5.140 |
5.297 |
+0.062 |
22,382 |
47,583 |
+1,699 |
| Mar03 |
021216 |
5.000 |
5.050 |
4.830 |
4.967 |
+0.032 |
10,734 |
39,844 |
+361 |
| Apr03 |
021216 |
4.560 |
4.570 |
4.480 |
4.502 |
-0.033 |
6,176 |
20,022 |
+570 |
| May03 |
021216 |
4.390 |
4.390 |
4.320 |
4.337 |
-0.053 |
3,533 |
16,907 |
+163 |
| Jun03 |
021216 |
4.350 |
4.350 |
4.280 |
4.307 |
-0.053 |
3,932 |
24,281 |
+1,368 |
| Jul03 |
021216 |
4.360 |
4.360 |
4.300 |
4.312 |
-0.048 |
4,035 |
16,381 |
-329 |
| Aug03 |
021216 |
4.365 |
4.365 |
4.292 |
4.317 |
-0.048 |
2,454 |
11,676 |
-819 |
| Total Volume and Open Interest |
134,956 |
410,275 |
+3,048 |
| Brent Crude Oil(IPE) |
| Jan03 |
021216 |
27.71 |
28.40 |
27.65 |
28.38 |
+1.17 |
38,298 |
21,018 |
-11,306 |
| Feb03 |
021216 |
27.09 |
28.10 |
27.06 |
28.06 |
+1.38 |
55,726 |
79,917 |
-404 |
| Mar03 |
021216 |
26.65 |
27.58 |
26.65 |
27.56 |
+1.24 |
16,114 |
39,219 |
+4,290 |
| Apr03 |
021216 |
26.34 |
27.10 |
26.28 |
27.09 |
+1.13 |
5,939 |
19,597 |
+791 |
| May03 |
021216 |
25.90 |
26.62 |
25.89 |
26.62 |
+1.02 |
1,875 |
13,769 |
+577 |
| Jun03 |
021216 |
25.50 |
26.14 |
25.45 |
26.14 |
+0.90 |
4,188 |
25,456 |
-264 |
| Jul03 |
021216 |
25.60 |
25.72 |
25.60 |
25.72 |
+0.82 |
660 |
10,560 |
+509 |
| Aug03 |
021216 |
24.85 |
25.32 |
24.85 |
25.32 |
+0.74 |
0 |
6,392 |
+0 |
| Total Volume and Open Interest |
125,350 |
268,916 |
-5,192 |
| Gas Oil(IPE) |
| Jan03 |
021216 |
243.00 |
246.50 |
242.00 |
246.50 |
+8.25 |
19,080 |
62,758 |
-6,907 |
| Feb03 |
021216 |
238.00 |
242.25 |
237.50 |
242.25 |
+7.75 |
9,376 |
35,488 |
+260 |
| Mar03 |
021216 |
232.00 |
235.75 |
232.00 |
235.75 |
+7.75 |
1,437 |
13,160 |
-209 |
| Apr03 |
021216 |
226.00 |
229.50 |
226.00 |
229.50 |
+7.50 |
626 |
8,443 |
-326 |
| May03 |
021216 |
221.50 |
223.25 |
221.50 |
223.25 |
+6.75 |
110 |
6,509 |
+100 |
| Jun03 |
021216 |
217.25 |
219.50 |
217.00 |
219.50 |
+5.50 |
1,899 |
17,432 |
-1,296 |
| Jul03 |
021216 |
218.00 |
218.00 |
218.00 |
218.00 |
+5.25 |
0 |
3,653 |
+0 |
| Aug03 |
021216 |
216.75 |
216.75 |
216.75 |
216.75 |
+4.75 |
0 |
1,346 |
+0 |
| Total Volume and Open Interest |
33,048 |
177,049 |
-12,055 |
| US Dollar Index(NYBOT) |
| Dec02 |
021216 |
103.92 |
104.23 |
103.92 |
104.14 |
+0.16 |
1,010 |
1,054 |
-407 |
| Mar03 |
021216 |
104.34 |
104.78 |
104.34 |
104.52 |
+0.06 |
4,214 |
20,297 |
+3,074 |
| Jun03 |
021216 |
105.04 |
105.10 |
105.04 |
105.10 |
+0.06 |
0 |
2,001 |
+0 |
| Total Volume and Open Interest |
5,224 |
23,353 |
+2,667 |
| Australian Dollar(CME) |
| Dec02 |
021216 |
56.49 |
56.58 |
56.49 |
56.53 |
+0.10 |
728 |
10,053 |
-356 |
| Mar03 |
021216 |
56.05 |
56.26 |
56.02 |
56.22 |
+0.25 |
2,930 |
36,681 |
+543 |
| Jun03 |
021216 |
55.69 |
55.76 |
55.69 |
55.76 |
+0.25 |
1 |
701 |
+0 |
| Total Volume and Open Interest |
3,660 |
47,728 |
+188 |
| British Pound(CME) |
| Dec02 |
021216 |
158.96 |
159.20 |
158.96 |
159.12 |
+0.16 |
2,786 |
14,292 |
-909 |
| Mar03 |
021216 |
158.00 |
158.40 |
157.78 |
158.20 |
+0.24 |
11,118 |
29,828 |
+5,120 |
| Jun03 |
021216 |
156.90 |
157.20 |
156.90 |
157.20 |
+0.22 |
1 |
348 |
+1 |
| Total Volume and Open Interest |
13,905 |
44,469 |
+4,212 |
| Canadian Dollar(CME) |
| Dec02 |
021216 |
64.02 |
64.06 |
63.91 |
64.05 |
-0.03 |
2,676 |
24,289 |
-1,248 |
| Mar03 |
021216 |
63.78 |
63.83 |
63.69 |
63.82 |
-0.03 |
8,584 |
56,674 |
+1,601 |
| Jun03 |
021216 |
63.55 |
63.61 |
63.45 |
63.61 |
-0.03 |
86 |
4,734 |
+2 |
| Sep03 |
021216 |
63.41 |
63.41 |
63.41 |
63.41 |
-0.03 |
31 |
925 |
-6 |
| Total Volume and Open Interest |
11,498 |
87,564 |
+415 |
| Japanese Yen(CME) |
| Dec02 |
021216 |
82.63 |
82.71 |
82.60 |
82.61 |
-0.37 |
7,211 |
26,908 |
-3,925 |
| Mar03 |
021216 |
82.95 |
83.04 |
82.64 |
82.77 |
-0.52 |
24,410 |
68,862 |
+3,311 |
| Jun03 |
021216 |
83.26 |
83.26 |
83.06 |
83.06 |
-0.52 |
13 |
20,110 |
+15 |
| Total Volume and Open Interest |
31,636 |
116,099 |
-601 |
| Swiss Franc(CME) |
| Dec02 |
021216 |
69.14 |
69.30 |
69.14 |
69.20 |
-0.03 |
1,285 |
19,302 |
-1,056 |
| Mar03 |
021216 |
69.32 |
69.53 |
69.22 |
69.44 |
+0.08 |
12,237 |
38,355 |
+3,684 |
| Jun03 |
021216 |
69.57 |
69.57 |
69.57 |
69.57 |
+0.07 |
1 |
375 |
+1 |
| Total Volume and Open Interest |
13,523 |
58,087 |
+2,629 |
| EuroFX(CME) |
| Dec02 |
021216 |
102.15 |
102.33 |
102.09 |
102.13 |
-0.10 |
7,249 |
30,416 |
-6,234 |
| Mar03 |
021216 |
101.75 |
101.96 |
101.55 |
101.83 |
-0.01 |
18,948 |
98,176 |
+6,041 |
| Jun03 |
021216 |
101.43 |
101.65 |
101.43 |
101.49 |
-0.01 |
64 |
798 |
+0 |
| Total Volume and Open Interest |
26,261 |
129,446 |
-193 |
| Mexican Peso(CME) |
| Dec02 |
021216 |
9830.0 |
9835.0 |
9815.0 |
9815.0 |
-7.0 |
969 |
9,699 |
-371 |
| Mar03 |
021216 |
9650.0 |
9670.0 |
9610.0 |
9622.0 |
-25.0 |
4,725 |
10,425 |
-378 |
| Total Volume and Open Interest |
5,744 |
21,322 |
-699 |
| 30-Year T-Bonds(CBOT) |
| Dec02 |
021216 |
111~14 |
111~17 |
110~12 |
110~15 |
-0~29 |
9,981 |
52,637 |
-3,761 |
| Mar03 |
021216 |
110~01 |
110~08 |
108~28 |
109~04 |
-0~29 |
173,762 |
392,846 |
-6,547 |
| Jun03 |
021216 |
108~21 |
108~29 |
107~22 |
107~27 |
-0~29 |
23 |
23,501 |
-21 |
| Total Volume and Open Interest |
183,768 |
469,151 |
-10,329 |
| Municipal Bonds(CBOT) |
| Dec02 |
021216 |
108~08 |
108~08 |
107~26 |
107~26 |
-0~17 |
290 |
2,040 |
-160 |
| Mar03 |
021216 |
102~02 |
102~05 |
101~02 |
101~03 |
-0~29 |
335 |
1,868 |
+110 |
| Total Volume and Open Interest |
625 |
3,908 |
-50 |
| 10-Year T-Notes(CBOT) |
| Dec02 |
021216 |
114~030 |
114~030 |
113~155 |
113~190 |
-0~150 |
23,793 |
50,567 |
-14,681 |
| Mar03 |
021216 |
112~260 |
112~275 |
112~020 |
112~065 |
-0~160 |
377,326 |
696,875 |
+11,716 |
| Total Volume and Open Interest |
401,119 |
750,656 |
-2,965 |
| 5-Year T-Notes(CBOT) |
| Dec02 |
021216 |
112~240 |
112~240 |
112~205 |
112~205 |
-0~090 |
2,598 |
0 |
-61,276 |
| Mar03 |
021216 |
111~180 |
111~205 |
111~090 |
111~100 |
-0~090 |
123,180 |
0 |
-627,806 |
| Jun03 |
021216 |
110~210 |
110~210 |
110~210 |
110~210 |
-0~090 |
|
|
|
| Total Volume and Open Interest |
125,778 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec02 |
021216 |
107~048 |
107~048 |
107~037 |
107~040 |
-0~009 |
487 |
14,575 |
-133 |
| Mar03 |
021216 |
106~116 |
106~117 |
106~098 |
106~102 |
-0~016 |
4,185 |
101,763 |
+324 |
| Total Volume and Open Interest |
4,672 |
116,338 |
+191 |
| 3-Mth T-Bills(IMM) |
| Mar03 |
021216 |
98.86 |
98.86 |
98.85 |
98.85 |
unch |
1 |
96 |
+0 |
| Total Volume and Open Interest |
23 |
626 |
-6 |
| Eurodollars(CME) |
| Dec02 |
021216 |
98.590 |
98.590 |
98.590 |
98.590 |
-0.003 |
57,722 |
762,664 |
-6,245 |
| Mar03 |
021216 |
98.590 |
98.590 |
98.570 |
98.580 |
-0.010 |
78,068 |
745,639 |
+1,936 |
| Jun03 |
021216 |
98.430 |
98.435 |
98.410 |
98.420 |
-0.020 |
100,837 |
554,742 |
-2,076 |
| Sep03 |
021216 |
98.155 |
98.160 |
98.115 |
98.125 |
-0.035 |
95,397 |
502,019 |
+9,769 |
| Dec03 |
021216 |
97.795 |
97.805 |
97.730 |
97.735 |
-0.060 |
54,859 |
349,571 |
-34,292 |
| Mar04 |
021216 |
97.405 |
97.410 |
97.330 |
97.335 |
-0.060 |
24,573 |
249,318 |
+3,936 |
| Jun04 |
021216 |
97.005 |
97.005 |
96.915 |
96.920 |
-0.080 |
16,015 |
188,533 |
+2,408 |
| Sep04 |
021216 |
96.645 |
96.650 |
96.570 |
96.575 |
-0.065 |
11,044 |
167,533 |
+2,432 |
| Dec04 |
021216 |
96.380 |
96.385 |
96.300 |
96.305 |
-0.070 |
16,174 |
120,566 |
-8,622 |
| Mar05 |
021216 |
96.180 |
96.190 |
96.090 |
96.100 |
-0.075 |
6,823 |
118,468 |
+2,500 |
| Jun05 |
021216 |
96.000 |
96.000 |
95.920 |
95.920 |
-0.075 |
6,953 |
91,317 |
+493 |
| Sep05 |
021216 |
95.850 |
95.855 |
95.770 |
95.770 |
-0.075 |
5,399 |
97,728 |
-140 |
| Total Volume and Open Interest |
517,942 |
4,432,531 |
-18,000 |
| 3-Mth Euro-Yen(CME) |
| Dec02 |
021216 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,958 |
8,555 |
+213 |
| Mar03 |
021216 |
99.87 |
99.87 |
99.87 |
99.87 |
-0.01 |
80 |
8,449 |
-163 |
| Jun03 |
021216 |
99.89 |
99.90 |
99.89 |
99.90 |
unch |
76 |
5,481 |
+71 |
| Sep03 |
021216 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
24 |
1,371 |
-56 |
| Dec03 |
021216 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
1,718 |
-1 |
| Mar04 |
021216 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
2,160 |
-3 |
| Jun04 |
021216 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
691 |
+0 |
| Sep04 |
021216 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
1,236 |
+0 |
| Dec04 |
021216 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
262 |
+0 |
| Mar05 |
021216 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
770 |
+0 |
| Total Volume and Open Interest |
2,138 |
33,893 |
+61 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar03 |
021216 |
99.88 |
99.88 |
99.87 |
99.87 |
unch |
1,862 |
47,369 |
+710 |
| Jun03 |
021216 |
99.89 |
99.89 |
99.89 |
99.89 |
0.00 |
1,500 |
54,630 |
-319 |
| Sep03 |
021216 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
203 |
30,397 |
+153 |
| Dec03 |
021216 |
99.86 |
99.87 |
99.86 |
99.86 |
unch |
1,634 |
27,614 |
+620 |
| Mar04 |
021216 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
212 |
23,771 |
+20 |
| Jun04 |
021216 |
99.81 |
99.81 |
99.81 |
99.81 |
+0.01 |
11 |
13,238 |
+0 |
| Sep04 |
021216 |
99.77 |
99.77 |
99.77 |
99.77 |
+0.01 |
109 |
3,056 |
+48 |
| Dec04 |
021216 |
99.73 |
99.73 |
99.73 |
99.73 |
+0.01 |
0 |
4,787 |
+0 |
| Total Volume and Open Interest |
6,660 |
274,254 |
+912 |
| German Euro-Bund(EUREX) |
| Mar03 |
021213 |
112.65 |
112.80 |
112.26 |
112.39 |
-0.26 |
683,177 |
615,765 |
+10,640 |
| Jun03 |
021213 |
111.60 |
111.60 |
111.60 |
111.60 |
-0.25 |
5,503 |
4,051 |
+502 |
| Sep03 |
021213 |
111.39 |
111.39 |
111.39 |
111.39 |
-0.26 |
500 |
0 |
+0 |
| Total Volume and Open Interest |
689,180 |
619,816 |
+11,142 |
| German Euro-Bobl(EUREX) |
| Mar03 |
021213 |
110.37 |
110.47 |
110.12 |
110.23 |
-0.12 |
423,720 |
497,722 |
+15,861 |
| Jun03 |
021213 |
110.39 |
110.39 |
109.38 |
109.38 |
-0.12 |
1,737 |
2,437 |
+0 |
| Sep03 |
021213 |
109.38 |
109.38 |
109.38 |
109.38 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
425,457 |
500,159 |
+15,861 |
| Long Gilt(LIFFE) |
| Dec02 |
021213 |
119~26 |
119~28 |
119~18 |
119~23 |
+0~03 |
1,790 |
10,726 |
-984 |
| Mar03 |
021213 |
119~00 |
119~08 |
118~26 |
118~31 |
+0~03 |
27,470 |
78,619 |
+3,250 |
| Total Volume and Open Interest |
29,260 |
89,345 |
+2,266 |
| 3-Mth Short Sterling(LIFFE) |
| Dec02 |
021213 |
96.00 |
96.01 |
95.99 |
95.99 |
unch |
16,132 |
0 |
+0 |
| Mar03 |
021213 |
96.08 |
96.12 |
96.06 |
96.08 |
+0.01 |
24,382 |
0 |
+0 |
| Jun03 |
021213 |
96.08 |
96.12 |
96.04 |
96.05 |
+0.01 |
39,571 |
0 |
+0 |
| Total Volume and Open Interest |
117,272 |
|
|
| 3-Mth Euribor(LIFFE) |
| Dec02 |
021213 |
97.060 |
97.070 |
97.050 |
97.065 |
-0.005 |
149,385 |
567,226 |
-21,948 |
| Mar03 |
021213 |
97.280 |
97.285 |
97.260 |
97.280 |
+0.025 |
101,351 |
505,750 |
-3,008 |
| Jun03 |
021213 |
97.335 |
97.355 |
97.320 |
97.340 |
+0.030 |
81,752 |
395,487 |
+8,252 |
| Total Volume and Open Interest |
527,258 |
2,451,773 |
+10,536 |
| 3-Mth Aus T-Bills(SFE) |
| Dec02 |
021212 |
95.16 |
95.17 |
95.15 |
95.16 |
-0.01 |
9,097 |
195,353 |
+7,536 |
| Mar03 |
021216 |
95.32 |
95.33 |
95.27 |
95.29 |
-0.02 |
10,616 |
191,215 |
-8,442 |
| Jun03 |
021216 |
95.31 |
95.32 |
95.28 |
95.29 |
-0.02 |
3,708 |
55,999 |
+1,535 |
| Sep03 |
021216 |
95.23 |
95.23 |
95.20 |
95.22 |
unch |
846 |
26,083 |
+304 |
| Dec03 |
021216 |
95.11 |
95.12 |
95.10 |
95.12 |
+0.01 |
469 |
16,292 |
-229 |
| Mar04 |
021216 |
95.01 |
95.02 |
94.99 |
95.02 |
+0.01 |
1,271 |
13,353 |
+350 |
| Jun04 |
021216 |
94.93 |
94.93 |
94.92 |
94.92 |
+0.01 |
677 |
7,670 |
+191 |
| Sep04 |
021216 |
94.81 |
94.84 |
94.81 |
94.83 |
+0.01 |
515 |
5,984 |
+199 |
| Dec04 |
021216 |
94.76 |
94.78 |
94.76 |
94.78 |
+0.02 |
552 |
2,204 |
+182 |
| Mar05 |
021216 |
94.73 |
94.73 |
94.72 |
94.72 |
unch |
133 |
841 |
+74 |
| Total Volume and Open Interest |
19,041 |
320,581 |
-6,115 |
| 10-Year Aus T-Bonds(SFE) |
| Dec02 |
021216 |
94.71 |
94.71 |
94.68 |
94.68 |
-0.03 |
49,835 |
233,640 |
+0 |
| Mar03 |
021216 |
94.59 |
94.59 |
94.54 |
94.57 |
-0.01 |
39,938 |
92,701 |
+0 |
| Total Volume and Open Interest |
89,773 |
326,341 |
+66,738 |
| 3-Year Aus T-Bonds(SFE) |
| Dec02 |
021216 |
95.28 |
95.29 |
95.26 |
95.29 |
unch |
97,619 |
603,678 |
+47,040 |
| Mar03 |
021216 |
95.10 |
95.11 |
95.06 |
95.10 |
unch |
74,572 |
123,451 |
+66,263 |
| Total Volume and Open Interest |
172,191 |
727,129 |
+113,303 |
| Gold(CMX) |
| Dec02 |
021216 |
333.9 |
337.0 |
332.5 |
337.0 |
+3.8 |
234 |
485 |
-106 |
| Feb03 |
021216 |
333.8 |
338.0 |
333.1 |
337.6 |
+3.8 |
50,607 |
134,548 |
-1,020 |
| Apr03 |
021216 |
334.8 |
339.0 |
333.7 |
338.3 |
+3.8 |
1,888 |
12,128 |
-40 |
| Jun03 |
021216 |
335.5 |
340.0 |
334.5 |
339.0 |
+3.8 |
3,606 |
15,556 |
+1,590 |
| Aug03 |
021216 |
335.8 |
339.6 |
335.8 |
339.6 |
+3.8 |
39 |
8,413 |
+17 |
| Oct03 |
021216 |
340.1 |
340.1 |
340.1 |
340.1 |
+3.8 |
1 |
1,323 |
+0 |
| Total Volume and Open Interest |
58,799 |
200,038 |
+1,950 |
| Silver(CMX) |
| Dec02 |
021216 |
469.0 |
472.5 |
466.0 |
470.2 |
-0.2 |
72 |
1,050 |
-94 |
| Mar03 |
021216 |
472.0 |
473.0 |
465.5 |
470.7 |
-0.5 |
13,976 |
56,501 |
+74 |
| May03 |
021216 |
471.0 |
474.5 |
467.5 |
472.1 |
-0.5 |
103 |
3,578 |
+13 |
| Jul03 |
021216 |
476.0 |
476.0 |
468.0 |
473.4 |
-0.5 |
243 |
7,554 |
+85 |
| Sep03 |
021216 |
474.4 |
474.4 |
474.4 |
474.4 |
-0.5 |
0 |
872 |
+0 |
| Total Volume and Open Interest |
14,499 |
78,614 |
+100 |
| Platinum(NYM) |
| Jan03 |
021216 |
603.0 |
606.0 |
601.0 |
605.1 |
+3.4 |
718 |
7,743 |
-62 |
| Apr03 |
021216 |
597.0 |
597.0 |
593.5 |
596.8 |
+3.1 |
326 |
1,007 |
+194 |
| Jul03 |
021216 |
592.8 |
592.8 |
592.8 |
592.8 |
+2.6 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,044 |
8,762 |
+132 |
| Palladium(NYME) |
| Dec02 |
021216 |
239.25 |
239.25 |
239.25 |
239.25 |
+0.60 |
0 |
19 |
+0 |
| Mar03 |
021216 |
236.00 |
240.00 |
234.00 |
239.50 |
-0.15 |
65 |
2,031 |
-12 |
| Total Volume and Open Interest |
65 |
2,050 |
-12 |
| Copper(CMX) |
| Dec02 |
021216 |
72.00 |
72.35 |
71.95 |
72.30 |
-0.10 |
621 |
2,594 |
-177 |
| Mar03 |
021216 |
72.60 |
73.10 |
72.60 |
73.00 |
-0.15 |
9,445 |
45,678 |
-2,024 |
| May03 |
021216 |
73.30 |
73.60 |
73.20 |
73.50 |
-0.15 |
52 |
4,374 |
+21 |
| Jul03 |
021216 |
73.70 |
74.00 |
73.70 |
73.95 |
-0.15 |
27 |
3,985 |
+5 |
| Sep03 |
021216 |
74.25 |
74.30 |
74.15 |
74.15 |
-0.25 |
4 |
4,094 |
+0 |
| Total Volume and Open Interest |
10,440 |
79,643 |
-2,106 |
| DJIA Index(CBOT) |
| Dec02 |
021216 |
8470 |
8640 |
8455 |
8633 |
+217 |
4,356 |
25,331 |
-3,419 |
| Mar03 |
021216 |
8445 |
8625 |
8435 |
8617 |
+217 |
17,244 |
11,937 |
+2,292 |
| Jun03 |
021216 |
8489 |
8600 |
8489 |
8599 |
+217 |
11 |
124 |
-2 |
| Total Volume and Open Interest |
21,616 |
37,421 |
-1,177 |
| S & P 500(CME) |
| Dec02 |
021216 |
892.00 |
912.00 |
891.00 |
910.20 |
+22.80 |
85,769 |
274,482 |
-39,656 |
| Mar03 |
021216 |
891.50 |
911.00 |
890.50 |
909.40 |
+22.90 |
121,651 |
390,050 |
+54,338 |
| Jun03 |
021216 |
894.00 |
909.00 |
894.00 |
909.00 |
+23.10 |
107 |
9,176 |
+8 |
| Sep03 |
021216 |
909.00 |
909.00 |
909.00 |
909.00 |
+23.20 |
15 |
868 |
-15 |
| Total Volume and Open Interest |
207,543 |
674,614 |
+14,675 |
| S & P 500 E-Mini(Globex) |
| Dec02 |
021216 |
886.25 |
912.00 |
885.50 |
910.25 |
+22.75 |
37,485 |
408,211 |
-13,280 |
| Mar03 |
021216 |
886.00 |
911.25 |
884.00 |
909.50 |
+23.00 |
465,340 |
85,158 |
+36,414 |
| Total Volume and Open Interest |
502,825 |
493,369 |
+23,134 |
| NASDAQ 100(CME) |
| Dec02 |
021216 |
1014.00 |
1043.00 |
1009.00 |
1040.00 |
+32.50 |
9,713 |
0 |
-57,123 |
| Mar03 |
021216 |
1016.00 |
1047.00 |
1011.00 |
1043.50 |
+33.00 |
17,423 |
0 |
-24,450 |
| Jun03 |
021216 |
1047.00 |
1047.00 |
1047.00 |
1047.00 |
+33.00 |
|
|
|
| Total Volume and Open Interest |
27,136 |
|
|
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec02 |
021213 |
1041.0 |
1042.5 |
1006.0 |
1007.5 |
-33.5 |
36,660 |
134,772 |
-9,162 |
| Mar03 |
021213 |
1044.5 |
1045.0 |
1009.5 |
1010.5 |
-34.0 |
188,210 |
36,500 |
+26,002 |
| Total Volume and Open Interest |
224,870 |
171,272 |
+16,840 |
| NYSE Composite(NYBOT) |
| Dec02 |
021216 |
477.75 |
486.50 |
477.75 |
486.50 |
+11.00 |
540 |
1,851 |
-482 |
| Mar03 |
021216 |
477.25 |
486.00 |
477.25 |
485.75 |
+11.00 |
512 |
775 |
+260 |
| Jun03 |
021216 |
485.00 |
485.00 |
485.00 |
485.00 |
+11.00 |
|
|
|
| Total Volume and Open Interest |
1,052 |
2,626 |
-222 |
| S & P Midcap 400(CME) |
| Dec02 |
021216 |
432.00 |
439.25 |
432.00 |
439.25 |
+9.25 |
3,088 |
8,049 |
-1,399 |
| Mar03 |
021216 |
433.00 |
439.90 |
432.50 |
439.50 |
+9.25 |
3,797 |
11,038 |
+2,888 |
| Jun03 |
021216 |
440.55 |
440.55 |
440.55 |
440.55 |
+9.25 |
|
|
|
| Total Volume and Open Interest |
6,885 |
19,087 |
+1,489 |
| Russell 2000(CME) |
| Dec02 |
021216 |
388.50 |
395.05 |
388.50 |
395.05 |
+7.65 |
4,773 |
13,227 |
-3,184 |
| Mar03 |
021216 |
390.00 |
395.00 |
389.00 |
395.00 |
+7.60 |
6,444 |
18,967 |
+3,373 |
| Jun03 |
021216 |
397.00 |
397.00 |
397.00 |
397.00 |
+7.60 |
|
|
|
| Total Volume and Open Interest |
11,217 |
32,194 |
+189 |
| Value Line(KCBT) |
| Dec02 |
021216 |
1056.00 |
1060.50 |
1055.00 |
1060.50 |
+19.50 |
29 |
109 |
-16 |
| Total Volume and Open Interest |
76 |
489 |
-36 |
| Nikkei 225(CME) |
| Mar03 |
021213 |
8490 |
8515 |
8410 |
8455 |
-220 |
2,195 |
11,105 |
+1,131 |
| Jun03 |
021213 |
8450 |
8450 |
8450 |
8450 |
-220 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
3,540 |
26,190 |
-2,553 |
| Nikkei 225(SIMEX) |
| Mar03 |
021216 |
8460 |
8565 |
8400 |
8420 |
-90 |
17,305 |
70,092 |
+3,347 |
| Jun03 |
021216 |
8375 |
8375 |
8375 |
8375 |
-90 |
0 |
104 |
+0 |
| Sep03 |
021216 |
8380 |
8380 |
8380 |
8380 |
-90 |
|
|
|
| Total Volume and Open Interest |
17,305 |
70,196 |
+3,347 |
| CAC 40(MATIF) |
| Dec02 |
021213 |
3106.5 |
3132.0 |
3058.0 |
3086.5 |
-53.5 |
59,206 |
575,409 |
-6,351 |
| Jan03 |
021213 |
3128.0 |
3135.0 |
3076.5 |
3092.5 |
-55.5 |
16 |
4,765 |
+1 |
| Feb03 |
021213 |
3098.5 |
3098.5 |
3098.5 |
3098.5 |
-55.5 |
|
|
|
| Total Volume and Open Interest |
63,072 |
633,151 |
-3,100 |
| DAX Index(EUREX) |
| Dec02 |
021216 |
3050.0 |
3197.5 |
3030.5 |
3197.5 |
+137.5 |
100,087 |
118,705 |
-14,985 |
| Mar03 |
021216 |
3076.0 |
3220.0 |
3053.0 |
3220.0 |
+138.0 |
28,850 |
129,443 |
+21,005 |
| Jun03 |
021216 |
3088.5 |
3241.5 |
3088.5 |
3241.5 |
+139.0 |
342 |
4,244 |
+210 |
| Total Volume and Open Interest |
129,279 |
252,392 |
+6,230 |
| FT-SE 100(LIFFE) |
| Dec02 |
021216 |
3856.00 |
3994.50 |
3852.00 |
3980.00 |
+98.00 |
84,991 |
256,341 |
-26,165 |
| Mar03 |
021216 |
3839.00 |
3976.50 |
3836.50 |
3965.00 |
+98.50 |
37,295 |
190,222 |
+32,085 |
| Jun03 |
021216 |
3895.00 |
3970.00 |
3895.00 |
3970.00 |
+100.00 |
30 |
28,347 |
+0 |
| Total Volume and Open Interest |
122,341 |
481,392 |
+5,945 |
| SPI 200(SFE) |
| Dec02 |
021213 |
2970.0 |
2979.0 |
2957.0 |
2966.0 |
-18.0 |
12,608 |
150,812 |
-4,589 |
| Mar03 |
021213 |
2974.0 |
2981.0 |
2960.0 |
2968.0 |
-18.0 |
6,595 |
37,226 |
+5,646 |
| Jun03 |
021213 |
2979.0 |
2979.0 |
2972.0 |
2972.0 |
-19.0 |
57 |
1,581 |
+10 |
| Total Volume and Open Interest |
19,302 |
192,278 |
+972 |
| GSCI(CME) |
| Jan03 |
021216 |
233.00 |
236.40 |
230.90 |
236.40 |
+7.65 |
1,943 |
15,232 |
+855 |
| Feb03 |
021216 |
230.70 |
230.70 |
230.70 |
230.70 |
+5.70 |
|
|
|
| Total Volume and Open Interest |
3,298 |
15,636 |
-304 |
| Bridge CRB Index(NYBOT) |
| Jan03 |
021216 |
235.50 |
236.25 |
235.40 |
236.10 |
+1.15 |
59 |
338 |
-16 |
| Feb03 |
021216 |
233.25 |
234.10 |
233.00 |
234.10 |
+0.40 |
9 |
233 |
+8 |
| Apr03 |
021216 |
231.00 |
231.50 |
231.00 |
231.50 |
-0.45 |
40 |
150 |
+21 |
| Total Volume and Open Interest |
111 |
725 |
+15 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|