|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue September 02, 2003 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep03 |
030902 |
585.00 |
586.00 |
575.50 |
579.75 |
-15.25 |
3,577 |
4,838 |
-541 |
| Nov03 |
030902 |
578.00 |
579.00 |
569.50 |
574.50 |
-14.50 |
36,484 |
134,615 |
-3,139 |
| Jan04 |
030902 |
578.00 |
581.50 |
572.50 |
576.25 |
-14.25 |
4,803 |
21,570 |
+1,306 |
| Mar04 |
030902 |
577.00 |
578.50 |
571.00 |
574.00 |
-11.50 |
1,690 |
19,356 |
+769 |
| May04 |
030902 |
569.50 |
572.00 |
563.50 |
568.25 |
-11.25 |
2,447 |
24,323 |
+457 |
| Jul04 |
030902 |
570.00 |
571.00 |
563.50 |
568.50 |
-9.50 |
982 |
6,303 |
+88 |
| Aug04 |
030902 |
560.00 |
560.00 |
559.00 |
559.25 |
-11.75 |
1 |
225 |
+0 |
| Total Volume and Open Interest |
50,707 |
213,263 |
-1,118 |
| Soybean Meal(CBOT) |
| Sep03 |
030902 |
198.00 |
199.00 |
193.30 |
195.70 |
-5.40 |
6,360 |
9,972 |
-1,315 |
| Oct03 |
030902 |
180.20 |
182.20 |
178.30 |
180.10 |
-5.20 |
9,759 |
18,372 |
-923 |
| Dec03 |
030902 |
179.00 |
180.00 |
176.70 |
178.20 |
-5.20 |
15,393 |
76,550 |
+2,754 |
| Jan04 |
030902 |
179.50 |
179.70 |
176.90 |
178.00 |
-5.40 |
1,228 |
10,449 |
+162 |
| Mar04 |
030902 |
180.00 |
180.00 |
176.50 |
178.10 |
-5.30 |
819 |
11,758 |
+275 |
| May04 |
030902 |
178.00 |
178.00 |
174.50 |
175.80 |
-4.90 |
2,301 |
11,545 |
+42 |
| Jul04 |
030902 |
176.30 |
176.30 |
174.20 |
175.80 |
-4.50 |
544 |
5,990 |
-122 |
| Aug04 |
030902 |
175.00 |
175.00 |
172.00 |
173.00 |
-4.50 |
69 |
1,641 |
-66 |
| Total Volume and Open Interest |
36,907 |
149,983 |
+717 |
| Soybean Oil(CBOT) |
| Sep03 |
030902 |
20.60 |
20.72 |
20.39 |
20.61 |
-0.21 |
4,246 |
5,235 |
-2,094 |
| Oct03 |
030902 |
20.58 |
20.75 |
20.40 |
20.59 |
-0.26 |
9,790 |
30,891 |
-852 |
| Dec03 |
030902 |
20.70 |
20.77 |
20.39 |
20.57 |
-0.29 |
28,187 |
61,847 |
-4,773 |
| Jan04 |
030902 |
20.70 |
20.70 |
20.45 |
20.57 |
-0.26 |
1,414 |
10,573 |
-381 |
| Mar04 |
030902 |
20.65 |
20.65 |
20.35 |
20.53 |
-0.22 |
1,130 |
11,924 |
+316 |
| May04 |
030902 |
20.50 |
20.50 |
20.20 |
20.39 |
-0.21 |
2,776 |
11,310 |
+337 |
| Jul04 |
030902 |
20.20 |
20.35 |
20.10 |
20.21 |
-0.09 |
332 |
7,033 |
-211 |
| Aug04 |
030902 |
20.00 |
20.12 |
20.00 |
20.12 |
-0.13 |
208 |
845 |
-59 |
| Total Volume and Open Interest |
48,173 |
142,669 |
-7,786 |
| Canola(WCE) |
| Sep03 |
030902 |
338.8 |
338.8 |
338.8 |
338.8 |
-8.0 |
0 |
291 |
+0 |
| Nov03 |
030902 |
349.0 |
349.5 |
344.0 |
344.5 |
-8.1 |
2,869 |
36,399 |
-165 |
| Jan04 |
030902 |
354.0 |
354.0 |
349.0 |
349.5 |
-8.0 |
10 |
2,079 |
+0 |
| Mar04 |
030902 |
354.5 |
354.5 |
354.5 |
354.5 |
-7.5 |
100 |
326 |
+27 |
| May04 |
030902 |
357.9 |
357.9 |
357.9 |
357.9 |
-6.1 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
3,050 |
43,407 |
-78 |
| Corn(CBOT) |
| Sep03 |
030902 |
229.50 |
232.75 |
229.50 |
232.50 |
-0.75 |
19,228 |
21,207 |
-3,571 |
| Dec03 |
030902 |
237.25 |
240.25 |
237.00 |
240.00 |
-1.75 |
52,503 |
239,226 |
-53 |
| Mar04 |
030902 |
243.75 |
246.75 |
243.50 |
246.50 |
-1.25 |
4,640 |
51,498 |
+1,707 |
| May04 |
030902 |
247.00 |
249.25 |
246.75 |
249.00 |
-1.25 |
1,624 |
14,149 |
+548 |
| Jul04 |
030902 |
247.75 |
250.50 |
247.75 |
250.25 |
-0.25 |
761 |
14,311 |
-11 |
| Sep04 |
030902 |
244.50 |
244.50 |
244.50 |
244.50 |
unch |
35 |
1,966 |
+8 |
| Total Volume and Open Interest |
80,055 |
351,875 |
-888 |
| Wheat(CBOT) |
| Sep03 |
030902 |
364.50 |
365.50 |
360.50 |
363.25 |
-4.25 |
4,456 |
3,166 |
-2,031 |
| Dec03 |
030902 |
378.00 |
379.00 |
374.50 |
377.25 |
-3.75 |
26,463 |
92,070 |
+2,268 |
| Mar04 |
030902 |
385.00 |
386.00 |
382.25 |
385.25 |
-3.00 |
2,563 |
16,079 |
+760 |
| May04 |
030902 |
370.00 |
370.00 |
365.00 |
368.00 |
-5.25 |
83 |
682 |
+68 |
| Jul04 |
030902 |
339.00 |
339.00 |
336.00 |
337.00 |
-6.00 |
189 |
2,450 |
+31 |
| Total Volume and Open Interest |
33,759 |
114,549 |
+1,100 |
| Wheat(KCBT) |
| Sep03 |
030902 |
361.00 |
362.00 |
357.50 |
359.00 |
-6.25 |
4,394 |
1,893 |
-3,283 |
| Dec03 |
030902 |
369.00 |
374.00 |
368.00 |
371.25 |
-5.25 |
10,185 |
55,173 |
+1,418 |
| Mar04 |
030902 |
377.00 |
380.00 |
376.00 |
377.00 |
-6.00 |
920 |
7,985 |
+311 |
| May04 |
030902 |
364.00 |
367.50 |
363.00 |
365.25 |
-4.75 |
19 |
903 |
+15 |
| Jul04 |
030902 |
340.00 |
342.00 |
339.00 |
342.00 |
-2.00 |
115 |
1,439 |
+32 |
| Total Volume and Open Interest |
15,633 |
67,413 |
-1,507 |
| Wheat(MGE) |
| Sep03 |
030902 |
366.50 |
368.00 |
364.50 |
366.00 |
-4.00 |
1,288 |
697 |
-605 |
| Dec03 |
030902 |
377.00 |
379.75 |
375.00 |
378.25 |
-2.50 |
5,036 |
20,540 |
+111 |
| Mar04 |
030902 |
384.75 |
386.50 |
384.00 |
386.00 |
-2.75 |
607 |
3,551 |
+247 |
| May04 |
030902 |
387.00 |
387.00 |
387.00 |
387.00 |
-1.00 |
69 |
128 |
+46 |
| Jul04 |
030902 |
366.00 |
366.00 |
366.00 |
366.00 |
-7.00 |
9 |
97 |
+5 |
| Total Volume and Open Interest |
7,022 |
25,169 |
-189 |
| Oats(CBOT) |
| Sep03 |
030902 |
137.00 |
145.00 |
137.00 |
145.00 |
+6.00 |
124 |
167 |
-54 |
| Dec03 |
030902 |
140.75 |
147.00 |
140.50 |
146.75 |
+4.50 |
546 |
4,949 |
+26 |
| Mar04 |
030902 |
148.00 |
153.00 |
146.00 |
152.00 |
+4.75 |
53 |
428 |
-1 |
| May04 |
030902 |
149.75 |
155.00 |
149.75 |
155.00 |
+4.50 |
1 |
36 |
+1 |
| Total Volume and Open Interest |
724 |
5,583 |
-28 |
| Rough Rice(CBOT) |
| Sep03 |
030902 |
7.33 |
7.33 |
7.18 |
7.20 |
-0.25 |
31 |
341 |
-23 |
| Nov03 |
030902 |
7.54 |
7.54 |
7.30 |
7.32 |
-0.22 |
411 |
5,298 |
-35 |
| Jan04 |
030902 |
7.58 |
7.63 |
7.47 |
7.48 |
-0.21 |
163 |
601 |
+20 |
| Mar04 |
030902 |
7.68 |
7.68 |
7.62 |
7.64 |
-0.19 |
19 |
309 |
+7 |
| Total Volume and Open Interest |
669 |
6,987 |
-1 |
| Live Cattle(CME) |
| Oct03 |
030902 |
83.000 |
83.875 |
82.900 |
83.325 |
+0.475 |
6,912 |
55,968 |
+402 |
| Dec03 |
030902 |
81.000 |
81.550 |
80.750 |
81.375 |
+0.425 |
3,970 |
33,985 |
+1,437 |
| Feb04 |
030902 |
79.700 |
80.000 |
79.350 |
79.850 |
+0.150 |
1,855 |
18,308 |
+611 |
| Apr04 |
030902 |
77.550 |
77.800 |
77.150 |
77.550 |
+0.025 |
903 |
12,101 |
+245 |
| Jun04 |
030902 |
72.600 |
72.900 |
72.250 |
72.550 |
unch |
285 |
2,829 |
+75 |
| Aug04 |
030902 |
72.100 |
72.100 |
72.100 |
72.100 |
unch |
0 |
114 |
+0 |
| Total Volume and Open Interest |
14,240 |
123,942 |
+2,430 |
| Feeder Cattle(CME) |
| Sep03 |
030902 |
96.250 |
96.550 |
96.150 |
96.425 |
+0.200 |
519 |
3,362 |
-125 |
| Oct03 |
030902 |
94.250 |
94.600 |
93.950 |
94.175 |
+0.250 |
1,224 |
10,376 |
+47 |
| Nov03 |
030902 |
92.400 |
92.750 |
92.200 |
92.600 |
+0.400 |
442 |
5,404 |
+91 |
| Jan04 |
030902 |
88.800 |
89.150 |
88.600 |
88.875 |
+0.125 |
121 |
2,208 |
+10 |
| Mar04 |
030902 |
87.200 |
87.400 |
87.200 |
87.400 |
+0.150 |
55 |
419 |
+32 |
| Apr04 |
030902 |
86.350 |
86.400 |
86.350 |
86.400 |
+0.150 |
2 |
283 |
+0 |
| May04 |
030902 |
86.100 |
86.400 |
86.100 |
86.400 |
+0.100 |
9 |
228 |
+5 |
| Total Volume and Open Interest |
2,372 |
22,280 |
-1,593 |
| Lean Hogs(CME) |
| Oct03 |
030902 |
55.050 |
55.275 |
54.675 |
55.175 |
+0.400 |
3,350 |
23,771 |
-195 |
| Dec03 |
030902 |
54.000 |
54.500 |
53.850 |
54.350 |
+0.425 |
1,393 |
10,141 |
+185 |
| Feb04 |
030902 |
55.650 |
56.050 |
55.600 |
56.025 |
+0.425 |
508 |
3,814 |
+147 |
| Apr04 |
030902 |
58.700 |
58.900 |
58.400 |
58.875 |
unch |
127 |
1,524 |
+60 |
| May04 |
030902 |
61.800 |
62.200 |
61.800 |
62.200 |
unch |
27 |
336 |
+23 |
| Jun04 |
030902 |
64.450 |
64.550 |
64.225 |
64.400 |
-0.050 |
76 |
570 |
+43 |
| Jul04 |
030902 |
61.550 |
62.000 |
61.500 |
61.975 |
+0.025 |
14 |
224 |
+11 |
| Aug04 |
030902 |
59.500 |
59.500 |
59.500 |
59.500 |
-0.200 |
2 |
78 |
+2 |
| Total Volume and Open Interest |
5,501 |
40,488 |
+278 |
| Pork Bellies(CME) |
| Feb04 |
030902 |
84.100 |
85.000 |
83.800 |
84.075 |
unch |
241 |
1,546 |
+3 |
| Mar04 |
030902 |
83.300 |
83.300 |
83.300 |
83.300 |
unch |
0 |
30 |
+0 |
| May04 |
030902 |
84.300 |
84.300 |
84.300 |
84.300 |
unch |
0 |
11 |
+0 |
| Jul04 |
030902 |
86.000 |
86.000 |
86.000 |
86.000 |
-0.500 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
241 |
1,608 |
+3 |
| BFP Milk Class III(CME) |
| Aug03 |
030829 |
13.78 |
13.80 |
13.78 |
13.80 |
+0.03 |
4 |
5,086 |
-1 |
| Sep03 |
030902 |
14.12 |
14.15 |
14.10 |
14.13 |
+0.03 |
239 |
6,030 |
+98 |
| Oct03 |
030902 |
13.83 |
13.85 |
13.77 |
13.82 |
-0.01 |
28 |
5,211 |
+9 |
| Nov03 |
030902 |
12.58 |
12.60 |
12.50 |
12.50 |
-0.10 |
19 |
3,787 |
+13 |
| Dec03 |
030902 |
11.93 |
11.93 |
11.87 |
11.89 |
-0.04 |
121 |
3,143 |
+110 |
| Total Volume and Open Interest |
565 |
23,487 |
-4,768 |
| Cocoa(NYBOT) |
| Sep03 |
030902 |
1765 |
1797 |
1765 |
1792 |
-28 |
25 |
632 |
-22 |
| Dec03 |
030902 |
1725 |
1740 |
1692 |
1733 |
-28 |
3,545 |
32,882 |
-536 |
| Mar04 |
030902 |
1690 |
1708 |
1670 |
1703 |
-25 |
581 |
17,446 |
-857 |
| May04 |
030902 |
1708 |
1708 |
1686 |
1706 |
-24 |
2 |
6,902 |
+1 |
| Jul04 |
030902 |
1715 |
1720 |
1708 |
1712 |
-24 |
6 |
4,171 |
-6 |
| Sep04 |
030902 |
1695 |
1718 |
1695 |
1718 |
-27 |
132 |
5,169 |
-4 |
| Dec04 |
030902 |
1700 |
1725 |
1700 |
1725 |
-25 |
200 |
5,810 |
+0 |
| Total Volume and Open Interest |
4,503 |
77,550 |
-1,436 |
| Coffee "C"(NYBOT) |
| Sep03 |
030902 |
61.90 |
62.00 |
61.00 |
61.90 |
+0.45 |
126 |
628 |
-97 |
| Dec03 |
030902 |
63.90 |
64.05 |
62.70 |
63.70 |
+0.30 |
7,508 |
50,036 |
+1,388 |
| Mar04 |
030902 |
66.10 |
66.60 |
65.35 |
66.25 |
+0.30 |
1,091 |
7,979 |
+321 |
| May04 |
030902 |
67.95 |
67.95 |
67.10 |
67.75 |
+0.25 |
38 |
2,755 |
+22 |
| Jul04 |
030902 |
69.40 |
69.40 |
68.60 |
69.25 |
+0.25 |
11 |
1,126 |
+11 |
| Sep04 |
030902 |
71.00 |
71.00 |
70.40 |
70.75 |
+0.25 |
40 |
3,530 |
+29 |
| Total Volume and Open Interest |
8,879 |
68,539 |
+1,684 |
| Orange Juice(NYBOT) |
| Sep03 |
030902 |
79.35 |
79.70 |
79.20 |
79.30 |
+0.10 |
943 |
1,354 |
-472 |
| Nov03 |
030902 |
78.20 |
78.75 |
78.05 |
78.50 |
+0.50 |
1,268 |
17,184 |
+480 |
| Jan04 |
030902 |
79.75 |
80.60 |
79.75 |
80.30 |
+0.55 |
239 |
3,159 |
+164 |
| Mar04 |
030902 |
81.75 |
82.25 |
81.75 |
82.25 |
+0.45 |
193 |
1,990 |
+124 |
| May04 |
030902 |
84.25 |
84.25 |
83.60 |
83.60 |
+0.05 |
16 |
1,644 |
+17 |
| Total Volume and Open Interest |
2,659 |
25,559 |
+313 |
| Sugar #11(NYBOT) |
| Oct03 |
030902 |
6.20 |
6.31 |
6.18 |
6.20 |
-0.09 |
31,565 |
92,176 |
-3,965 |
| Mar04 |
030902 |
6.42 |
6.45 |
6.37 |
6.39 |
-0.02 |
18,252 |
46,223 |
+4,343 |
| May04 |
030902 |
6.43 |
6.44 |
6.38 |
6.39 |
-0.02 |
6,417 |
19,158 |
+313 |
| Jul04 |
030902 |
6.34 |
6.35 |
6.31 |
6.32 |
unch |
2,228 |
18,331 |
+308 |
| Oct04 |
030902 |
6.36 |
6.36 |
6.30 |
6.34 |
-0.01 |
721 |
12,189 |
-329 |
| Total Volume and Open Interest |
59,781 |
193,000 |
+988 |
| London Cocoa(LCE) |
| Sep03 |
030902 |
1111 |
1112 |
1080 |
1102 |
-13 |
917 |
0 |
-24,344 |
| Dec03 |
030902 |
1139 |
1140 |
1102 |
1129 |
-12 |
795 |
0 |
-57,818 |
| Mar04 |
030902 |
1162 |
1164 |
1125 |
1153 |
-12 |
176 |
0 |
-29,159 |
| May04 |
030902 |
1174 |
1174 |
1145 |
1167 |
-12 |
166 |
0 |
-19,098 |
| Jul04 |
030902 |
1190 |
1192 |
1159 |
1181 |
-11 |
185 |
0 |
-12,577 |
| Sep04 |
030902 |
1190 |
1193 |
1166 |
1189 |
-11 |
109 |
0 |
-9,820 |
| Dec04 |
030902 |
1196 |
1196 |
1196 |
1196 |
-11 |
32 |
0 |
-7,037 |
| Total Volume and Open Interest |
2,431 |
|
|
| London Coffee(LCE) |
| Sep03 |
030902 |
730.00 |
738.00 |
725.00 |
728.00 |
unch |
266 |
0 |
-16,790 |
| Nov03 |
030902 |
748.00 |
756.00 |
744.00 |
748.00 |
unch |
1,409 |
0 |
-53,230 |
| Jan04 |
030902 |
760.00 |
766.00 |
756.00 |
758.00 |
-2.00 |
268 |
0 |
-17,381 |
| Mar04 |
030902 |
773.00 |
780.00 |
770.00 |
770.00 |
-4.00 |
15 |
0 |
-10,800 |
| May04 |
030902 |
790.00 |
790.00 |
783.00 |
783.00 |
-4.00 |
12 |
0 |
-9,543 |
| Jul04 |
030902 |
804.00 |
804.00 |
796.00 |
796.00 |
-3.00 |
29 |
0 |
-2,234 |
| Total Volume and Open Interest |
2,009 |
|
|
| London Sugar(LCE) |
| Oct03 |
030902 |
193.90 |
194.10 |
192.10 |
192.30 |
-1.90 |
1,729 |
0 |
-15,826 |
| Dec03 |
030902 |
193.50 |
194.20 |
192.50 |
193.00 |
-1.70 |
406 |
0 |
-10,512 |
| Mar04 |
030902 |
196.00 |
196.80 |
194.00 |
194.00 |
-2.70 |
23 |
0 |
-6,249 |
| May04 |
030902 |
195.30 |
195.30 |
193.50 |
194.20 |
-3.00 |
10 |
0 |
-2,601 |
| Aug04 |
030902 |
194.00 |
194.60 |
194.00 |
194.20 |
-2.50 |
10 |
0 |
-2,825 |
| Total Volume and Open Interest |
2,218 |
|
|
| Cotton(NYBOT) |
| Oct03 |
030902 |
57.45 |
57.90 |
57.20 |
57.50 |
-0.05 |
247 |
3,195 |
-12 |
| Dec03 |
030902 |
59.10 |
59.75 |
58.85 |
59.39 |
+0.21 |
9,967 |
45,514 |
+1,273 |
| Mar04 |
030902 |
61.25 |
61.94 |
61.10 |
61.65 |
+0.29 |
686 |
10,016 |
-24 |
| May04 |
030902 |
62.20 |
62.90 |
62.20 |
62.58 |
+0.48 |
20 |
2,978 |
+3 |
| Jul04 |
030902 |
63.30 |
63.60 |
63.30 |
63.50 |
+0.45 |
26 |
2,344 |
+12 |
| Oct04 |
030902 |
63.60 |
63.60 |
63.60 |
63.60 |
+0.62 |
0 |
110 |
+0 |
| Total Volume and Open Interest |
11,049 |
64,829 |
+1,253 |
| Lumber(CME) |
| Sep03 |
030902 |
351.0 |
355.3 |
349.8 |
350.4 |
+0.9 |
810 |
1,596 |
-186 |
| Nov03 |
030902 |
333.0 |
335.6 |
331.3 |
332.7 |
+4.7 |
548 |
1,617 |
+131 |
| Jan04 |
030902 |
314.0 |
318.7 |
314.0 |
317.8 |
+7.1 |
113 |
338 |
+49 |
| Mar04 |
030902 |
307.1 |
309.1 |
307.0 |
309.1 |
+4.6 |
5 |
29 |
-3 |
| Total Volume and Open Interest |
1,476 |
3,599 |
-9 |
| Crude Oil(NYM) |
| Oct03 |
030902 |
31.35 |
31.40 |
29.25 |
29.41 |
-2.16 |
55,950 |
173,828 |
+1,687 |
| Nov03 |
030902 |
31.30 |
31.30 |
29.17 |
29.35 |
-1.96 |
23,006 |
71,943 |
+1,853 |
| Dec03 |
030902 |
30.63 |
30.68 |
28.85 |
29.00 |
-1.83 |
13,972 |
76,906 |
+1,195 |
| Jan04 |
030902 |
30.08 |
30.08 |
28.58 |
28.63 |
-1.65 |
2,758 |
27,088 |
+423 |
| Feb04 |
030902 |
29.50 |
29.50 |
28.25 |
28.25 |
-1.49 |
1,186 |
13,123 |
+623 |
| Mar04 |
030902 |
28.96 |
28.96 |
27.87 |
27.87 |
-1.33 |
548 |
16,917 |
+122 |
| Apr04 |
030902 |
28.44 |
28.49 |
27.49 |
27.49 |
-1.18 |
997 |
16,854 |
+237 |
| May04 |
030902 |
27.13 |
27.13 |
27.13 |
27.13 |
-1.04 |
838 |
10,037 |
+537 |
| Jun04 |
030902 |
27.50 |
27.50 |
26.70 |
26.78 |
-0.95 |
3,215 |
20,461 |
+238 |
| Jul04 |
030902 |
26.65 |
26.65 |
26.45 |
26.45 |
-0.90 |
939 |
7,424 |
+595 |
| Total Volume and Open Interest |
106,208 |
548,298 |
+8,120 |
| Heating Oil(NYM) |
| Oct03 |
030902 |
81.80 |
81.90 |
77.00 |
77.09 |
-5.54 |
17,104 |
58,297 |
+2,600 |
| Nov03 |
030902 |
82.75 |
83.00 |
78.20 |
78.33 |
-5.20 |
2,240 |
16,626 |
+242 |
| Dec03 |
030902 |
83.80 |
83.90 |
79.28 |
79.28 |
-5.05 |
1,962 |
21,747 |
+64 |
| Jan04 |
030902 |
84.20 |
84.20 |
79.83 |
79.83 |
-4.85 |
428 |
10,231 |
-102 |
| Feb04 |
030902 |
82.55 |
82.55 |
79.18 |
79.18 |
-4.50 |
479 |
8,110 |
-143 |
| Mar04 |
030902 |
80.30 |
80.30 |
76.58 |
76.58 |
-4.05 |
493 |
8,832 |
-143 |
| Apr04 |
030902 |
76.60 |
76.60 |
73.78 |
73.78 |
-3.60 |
225 |
4,304 |
+62 |
| May04 |
030902 |
71.75 |
72.50 |
71.03 |
71.03 |
-3.25 |
17 |
1,475 |
+13 |
| Jun04 |
030902 |
70.20 |
71.00 |
69.58 |
69.58 |
-3.05 |
0 |
3,532 |
+0 |
| Jul04 |
030902 |
70.15 |
71.00 |
69.18 |
69.18 |
-2.90 |
0 |
781 |
+0 |
| Total Volume and Open Interest |
30,757 |
140,782 |
-575 |
| Unleaded Gas(NYM) |
| Oct03 |
030902 |
91.50 |
91.50 |
84.50 |
84.74 |
-8.08 |
17,808 |
61,990 |
+349 |
| Nov03 |
030902 |
84.80 |
85.00 |
79.40 |
79.77 |
-6.25 |
2,892 |
11,892 |
+831 |
| Dec03 |
030902 |
81.80 |
82.50 |
77.47 |
77.47 |
-5.60 |
754 |
9,183 |
+74 |
| Jan04 |
030902 |
81.10 |
81.10 |
77.02 |
77.02 |
-5.15 |
197 |
5,289 |
+115 |
| Feb04 |
030902 |
78.50 |
78.70 |
77.12 |
77.12 |
-4.90 |
0 |
708 |
+0 |
| Mar04 |
030902 |
79.30 |
79.30 |
77.67 |
77.67 |
-4.80 |
200 |
1,082 |
+200 |
| Apr04 |
030902 |
83.80 |
83.80 |
83.32 |
83.32 |
-4.65 |
200 |
1,891 |
+15 |
| May04 |
030902 |
83.07 |
83.07 |
83.07 |
83.07 |
-4.50 |
0 |
367 |
+0 |
| Total Volume and Open Interest |
34,353 |
94,296 |
-2,748 |
| Natural Gas(NYM) |
| Oct03 |
030902 |
4.610 |
4.700 |
4.550 |
4.639 |
-0.092 |
32,034 |
57,856 |
+3,500 |
| Nov03 |
030902 |
4.890 |
4.960 |
4.830 |
4.911 |
-0.070 |
7,542 |
30,898 |
+185 |
| Dec03 |
030902 |
5.170 |
5.220 |
5.120 |
5.186 |
-0.065 |
2,743 |
25,135 |
+600 |
| Jan04 |
030902 |
5.330 |
5.390 |
5.290 |
5.355 |
-0.046 |
2,031 |
23,527 |
+154 |
| Feb04 |
030902 |
5.290 |
5.350 |
5.250 |
5.305 |
-0.041 |
1,075 |
18,542 |
+371 |
| Mar04 |
030902 |
5.190 |
5.240 |
5.165 |
5.205 |
-0.036 |
1,372 |
18,176 |
+283 |
| Apr04 |
030902 |
4.790 |
4.820 |
4.750 |
4.786 |
-0.015 |
962 |
16,620 |
+294 |
| May04 |
030902 |
4.710 |
4.740 |
4.670 |
4.705 |
-0.015 |
855 |
12,148 |
+344 |
| Total Volume and Open Interest |
50,951 |
335,950 |
+6,022 |
| Brent Crude Oil(IPE) |
| Oct03 |
030902 |
29.32 |
29.32 |
27.43 |
27.52 |
-1.73 |
22,145 |
0 |
-96,491 |
| Nov03 |
030902 |
28.97 |
28.97 |
27.20 |
27.26 |
-1.71 |
5,821 |
0 |
-77,985 |
| Dec03 |
030902 |
28.51 |
28.57 |
26.90 |
27.00 |
-1.61 |
2,727 |
0 |
-32,080 |
| Jan04 |
030902 |
28.06 |
28.17 |
26.64 |
26.68 |
-1.53 |
613 |
0 |
-14,928 |
| Feb04 |
030902 |
27.15 |
27.15 |
26.30 |
26.37 |
-1.41 |
101 |
0 |
-7,190 |
| Mar04 |
030902 |
27.24 |
27.25 |
26.06 |
26.06 |
-1.29 |
|
|
|
| Apr04 |
030902 |
26.80 |
26.80 |
25.75 |
25.75 |
-1.15 |
|
|
|
| May04 |
030902 |
26.40 |
26.40 |
25.45 |
25.45 |
-1.01 |
|
|
|
| Total Volume and Open Interest |
31,974 |
|
|
| Gas Oil(IPE) |
| Sep03 |
030902 |
247.00 |
248.00 |
233.25 |
237.75 |
-10.00 |
12,954 |
0 |
-36,042 |
| Oct03 |
030902 |
247.75 |
250.00 |
235.00 |
238.50 |
-10.00 |
8,351 |
0 |
-37,240 |
| Nov03 |
030902 |
247.75 |
249.75 |
236.25 |
239.75 |
-8.75 |
746 |
0 |
-19,590 |
| Dec03 |
030902 |
247.75 |
247.75 |
234.50 |
238.25 |
-8.25 |
481 |
0 |
-25,142 |
| Jan04 |
030902 |
245.25 |
245.25 |
235.00 |
236.25 |
-7.75 |
250 |
0 |
-9,563 |
| Feb04 |
030902 |
241.75 |
242.00 |
232.75 |
232.75 |
-6.75 |
|
|
|
| Mar04 |
030902 |
236.75 |
236.75 |
227.75 |
227.75 |
-7.00 |
50 |
0 |
-3,772 |
| Apr04 |
030902 |
230.25 |
230.25 |
222.00 |
222.00 |
-7.00 |
|
|
|
| Total Volume and Open Interest |
22,832 |
|
|
| US Dollar Index(NYBOT) |
| Sep03 |
030902 |
98.51 |
99.11 |
98.51 |
99.06 |
+0.96 |
90 |
9,755 |
-79 |
| Dec03 |
030902 |
99.02 |
99.55 |
99.02 |
99.49 |
+0.97 |
4 |
2,530 |
+20 |
| Mar04 |
030902 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.98 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
94 |
12,311 |
-59 |
| Australian Dollar(CME) |
| Sep03 |
030902 |
64.00 |
64.25 |
63.55 |
63.63 |
-1.12 |
3,341 |
29,509 |
-795 |
| Dec03 |
030902 |
63.41 |
63.58 |
62.98 |
63.05 |
-1.13 |
646 |
1,566 |
+505 |
| Mar04 |
030902 |
62.47 |
62.47 |
62.47 |
62.47 |
-1.14 |
0 |
404 |
+0 |
| Total Volume and Open Interest |
3,987 |
31,568 |
-290 |
| British Pound(CME) |
| Sep03 |
030902 |
156.72 |
157.34 |
156.66 |
156.82 |
-0.58 |
1,605 |
47,387 |
-112 |
| Dec03 |
030902 |
155.70 |
156.30 |
155.68 |
155.84 |
-0.56 |
594 |
2,294 |
+399 |
| Mar04 |
030902 |
154.86 |
154.86 |
154.86 |
154.86 |
-0.54 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,199 |
49,682 |
+287 |
| Canadian Dollar(CME) |
| Sep03 |
030902 |
71.93 |
72.18 |
71.77 |
71.86 |
-0.27 |
8,367 |
52,669 |
-196 |
| Dec03 |
030902 |
71.64 |
71.90 |
71.49 |
71.57 |
-0.27 |
2,077 |
6,637 |
+1,546 |
| Mar04 |
030902 |
71.40 |
71.52 |
71.32 |
71.32 |
-0.27 |
51 |
2,062 |
+0 |
| Jun04 |
030902 |
71.05 |
71.20 |
71.05 |
71.07 |
-0.27 |
6 |
907 |
-6 |
| Total Volume and Open Interest |
10,525 |
62,932 |
+1,346 |
| Japanese Yen(CME) |
| Sep03 |
030902 |
85.53 |
86.39 |
85.47 |
86.10 |
+0.30 |
28,334 |
124,047 |
+13,253 |
| Dec03 |
030902 |
85.80 |
86.62 |
85.76 |
86.35 |
+0.30 |
873 |
27,117 |
+459 |
| Mar04 |
030902 |
86.62 |
86.62 |
86.62 |
86.62 |
+0.30 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
29,207 |
151,246 |
+13,712 |
| Swiss Franc(CME) |
| Sep03 |
030902 |
70.67 |
70.95 |
70.51 |
70.57 |
-0.68 |
4,753 |
56,653 |
-1,101 |
| Dec03 |
030902 |
70.80 |
71.06 |
70.66 |
70.72 |
-0.68 |
474 |
1,904 |
+376 |
| Mar04 |
030902 |
70.86 |
70.86 |
70.86 |
70.86 |
-0.68 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
5,227 |
58,672 |
-725 |
| EuroFX(CME) |
| Sep03 |
030902 |
108.49 |
108.89 |
108.16 |
108.20 |
-1.46 |
8,112 |
101,161 |
+738 |
| Dec03 |
030902 |
108.19 |
108.60 |
107.88 |
107.93 |
-1.46 |
814 |
4,829 |
+121 |
| Mar04 |
030902 |
108.20 |
108.20 |
107.67 |
107.67 |
-1.46 |
71 |
299 |
+1 |
| Total Volume and Open Interest |
8,999 |
106,393 |
+860 |
| Mexican Peso(CME) |
| Sep03 |
030902 |
9042.0 |
9075.0 |
9037.0 |
9060.0 |
+43.0 |
3,880 |
38,615 |
-659 |
| Dec03 |
030902 |
8950.0 |
8960.0 |
8940.0 |
8960.0 |
+43.0 |
1,597 |
5,493 |
+1,057 |
| Total Volume and Open Interest |
5,479 |
44,643 |
+398 |
| 30-Year T-Bonds(CBOT) |
| Sep03 |
030902 |
107~11 |
107~11 |
105~10 |
105~22 |
-1~23 |
107,280 |
209,330 |
-42,543 |
| Dec03 |
030902 |
105~23 |
105~27 |
103~28 |
104~08 |
-1~24 |
212,362 |
252,917 |
+32,466 |
| Mar04 |
030902 |
103~19 |
104~08 |
102~30 |
102~30 |
-1~23 |
71 |
598 |
+62 |
| Total Volume and Open Interest |
319,713 |
463,010 |
-10,015 |
| Municipal Bonds(CBOT) |
| Sep03 |
030902 |
98~31 |
99~09 |
98~30 |
99~02 |
-0~23 |
145 |
1,629 |
-55 |
| Dec03 |
030902 |
97~14 |
97~26 |
97~13 |
97~26 |
-0~14 |
124 |
225 |
+89 |
| Total Volume and Open Interest |
269 |
1,854 |
+34 |
| 10-Year T-Notes(CBOT) |
| Sep03 |
030902 |
111~030 |
111~090 |
110~000 |
110~090 |
-1~080 |
195,583 |
374,185 |
-64,711 |
| Dec03 |
030902 |
109~080 |
109~135 |
108~025 |
108~125 |
-1~105 |
393,439 |
558,348 |
+42,828 |
| Total Volume and Open Interest |
589,022 |
932,547 |
-21,883 |
| 5-Year T-Notes(CBOT) |
| Sep03 |
030902 |
110~290 |
111~060 |
110~230 |
110~230 |
-0~245 |
70,033 |
0 |
+0 |
| Dec03 |
030902 |
109~075 |
109~175 |
109~005 |
109~010 |
-0~265 |
155,099 |
0 |
+0 |
| Total Volume and Open Interest |
225,132 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep03 |
030902 |
107~016 |
107~028 |
107~013 |
107~016 |
-0~021 |
7,656 |
88,046 |
-5,472 |
| Dec03 |
030902 |
106~037 |
106~060 |
106~034 |
106~036 |
-0~030 |
9,173 |
72,997 |
+4,336 |
| Total Volume and Open Interest |
16,829 |
161,043 |
-1,136 |
| 3-Mth T-Bills(IMM) |
| Eurodollars(CME) |
| Sep03 |
030902 |
98.845 |
98.848 |
98.838 |
98.840 |
-0.008 |
36,850 |
632,770 |
-2,646 |
| Dec03 |
030902 |
98.725 |
98.750 |
98.715 |
98.725 |
-0.035 |
62,153 |
728,207 |
-5,317 |
| Mar04 |
030902 |
98.430 |
98.475 |
98.410 |
98.425 |
-0.070 |
80,416 |
691,866 |
-8,099 |
| Jun04 |
030902 |
97.975 |
98.040 |
97.960 |
97.965 |
-0.115 |
90,325 |
543,901 |
-7,689 |
| Sep04 |
030902 |
97.480 |
97.545 |
97.445 |
97.465 |
-0.145 |
69,793 |
550,264 |
-3,082 |
| Dec04 |
030902 |
96.965 |
97.045 |
96.935 |
96.960 |
-0.160 |
47,679 |
478,421 |
-250 |
| Mar05 |
030902 |
96.500 |
96.590 |
96.490 |
96.500 |
-0.155 |
13,932 |
281,107 |
+492 |
| Jun05 |
030902 |
96.105 |
96.195 |
96.070 |
96.100 |
-0.150 |
13,213 |
218,419 |
-899 |
| Sep05 |
030902 |
95.770 |
95.845 |
95.730 |
95.760 |
-0.160 |
5,467 |
149,073 |
-621 |
| Dec05 |
030902 |
95.490 |
95.550 |
95.455 |
95.470 |
-0.170 |
4,336 |
142,357 |
-232 |
| Mar06 |
030902 |
95.240 |
95.305 |
95.215 |
95.220 |
-0.180 |
3,643 |
126,839 |
-215 |
| Jun06 |
030902 |
95.010 |
95.070 |
94.980 |
94.980 |
-0.190 |
2,678 |
117,887 |
-760 |
| Total Volume and Open Interest |
452,175 |
5,195,521 |
-23,845 |
| 3-Mth Euro-Yen(CME) |
| Sep03 |
030902 |
99.92 |
99.92 |
99.91 |
99.91 |
unch |
2 |
11,627 |
-6 |
| Dec03 |
030902 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
2 |
3,334 |
+18 |
| Mar04 |
030902 |
99.78 |
99.78 |
99.78 |
99.78 |
-0.02 |
3 |
6,851 |
-77 |
| Jun04 |
030902 |
99.72 |
99.72 |
99.71 |
99.71 |
-0.05 |
1 |
6,807 |
+30 |
| Sep04 |
030902 |
99.60 |
99.60 |
99.59 |
99.59 |
-0.10 |
3 |
1,724 |
-32 |
| Dec04 |
030902 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.15 |
0 |
987 |
-86 |
| Mar05 |
030902 |
99.29 |
99.29 |
99.27 |
99.27 |
-0.21 |
1 |
5,154 |
+0 |
| Jun05 |
030902 |
99.20 |
99.20 |
99.16 |
99.16 |
-0.27 |
1 |
166 |
-309 |
| Sep05 |
030902 |
98.98 |
98.98 |
98.98 |
98.98 |
-0.34 |
0 |
5,085 |
+0 |
| Dec05 |
030902 |
98.95 |
98.95 |
98.90 |
98.94 |
-0.31 |
5 |
25 |
+5 |
| Total Volume and Open Interest |
19 |
43,979 |
-457 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep03 |
030902 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
671 |
0 |
-49,072 |
| Dec03 |
030902 |
99.87 |
99.88 |
99.87 |
99.87 |
-0.01 |
150 |
0 |
-43,974 |
| Mar04 |
030902 |
99.80 |
99.80 |
99.78 |
99.78 |
-0.01 |
1,618 |
0 |
-55,949 |
| Jun04 |
030902 |
99.75 |
99.75 |
99.72 |
99.72 |
-0.03 |
1,882 |
0 |
-45,434 |
| Sep04 |
030902 |
99.64 |
99.65 |
99.59 |
99.60 |
-0.05 |
1,271 |
0 |
-19,365 |
| Dec04 |
030902 |
99.55 |
99.55 |
99.45 |
99.45 |
-0.10 |
2,071 |
0 |
-24,375 |
| Mar05 |
030902 |
99.40 |
99.40 |
99.27 |
99.27 |
-0.15 |
80 |
0 |
-12,557 |
| Jun05 |
030902 |
99.30 |
99.30 |
99.18 |
99.19 |
-0.15 |
200 |
0 |
-10,677 |
| Total Volume and Open Interest |
7,943 |
|
|
| German Euro-Bund(EUREX) |
| Sep03 |
030902 |
113.61 |
113.61 |
112.58 |
112.59 |
-1.13 |
258,301 |
0 |
-537,408 |
| Dec03 |
030902 |
112.69 |
112.69 |
111.67 |
111.67 |
-1.15 |
43,092 |
0 |
-119,338 |
| Mar04 |
030902 |
111.44 |
111.44 |
111.44 |
111.44 |
-1.13 |
3,396 |
0 |
+0 |
| Total Volume and Open Interest |
304,789 |
|
|
| German Euro-Bobl(EUREX) |
| Sep03 |
030902 |
110.75 |
110.75 |
110.08 |
110.09 |
-0.78 |
201,519 |
0 |
-537,408 |
| Dec03 |
030902 |
109.83 |
109.83 |
109.16 |
109.17 |
-0.79 |
56,612 |
0 |
-119,338 |
| Mar04 |
030902 |
108.94 |
108.94 |
108.94 |
108.94 |
-0.78 |
7,348 |
0 |
-2,064 |
| Total Volume and Open Interest |
265,479 |
|
|
| Long Gilt(LIFFE) |
| Sep03 |
030902 |
117~25 |
117~28 |
117~03 |
117~10 |
-1~02 |
8,053 |
0 |
-30,911 |
| Dec03 |
030902 |
116~30 |
116~30 |
116~08 |
116~15 |
-1~02 |
10,730 |
0 |
-108,720 |
| Total Volume and Open Interest |
18,783 |
|
|
| 3-Mth Short Sterling(LIFFE) |
| Sep03 |
030902 |
96.32 |
96.33 |
96.31 |
96.33 |
-0.01 |
14,683 |
0 |
+0 |
| Dec03 |
030902 |
96.13 |
96.16 |
96.10 |
96.15 |
-0.02 |
7,059 |
0 |
+0 |
| Mar04 |
030902 |
95.84 |
95.86 |
95.80 |
95.85 |
-0.04 |
10,278 |
0 |
+0 |
| Total Volume and Open Interest |
52,889 |
|
|
| 3-Mth Euribor(LIFFE) |
| Sep03 |
030902 |
97.845 |
97.850 |
97.840 |
97.845 |
-0.005 |
24,943 |
0 |
-498,338 |
| Dec03 |
030902 |
97.790 |
97.795 |
97.755 |
97.780 |
-0.025 |
24,442 |
0 |
-563,276 |
| Mar04 |
030902 |
97.640 |
97.640 |
97.560 |
97.595 |
-0.070 |
34,286 |
0 |
-469,847 |
| Total Volume and Open Interest |
156,250 |
|
|
| 3-Mth Aus T-Bills(SFE) |
| Sep03 |
030902 |
95.14 |
95.15 |
95.12 |
95.14 |
-0.01 |
6,503 |
0 |
-133,116 |
| Dec03 |
030902 |
95.06 |
95.06 |
95.00 |
95.02 |
-0.05 |
9,376 |
0 |
-163,717 |
| Mar04 |
030902 |
94.96 |
94.96 |
94.87 |
94.89 |
-0.08 |
2,698 |
0 |
-42,021 |
| Jun04 |
030902 |
94.84 |
94.84 |
94.76 |
94.77 |
-0.10 |
1,012 |
0 |
-26,139 |
| Sep04 |
030902 |
94.73 |
94.73 |
94.66 |
94.66 |
-0.10 |
191 |
0 |
-17,754 |
| Dec04 |
030902 |
94.63 |
94.64 |
94.57 |
94.58 |
-0.10 |
427 |
0 |
-13,394 |
| Mar05 |
030902 |
94.55 |
94.55 |
94.49 |
94.49 |
-0.10 |
30 |
0 |
-12,342 |
| Jun05 |
030902 |
94.51 |
94.51 |
94.42 |
94.43 |
-0.11 |
76 |
0 |
-5,338 |
| Sep05 |
030902 |
94.38 |
94.38 |
94.36 |
94.36 |
-0.11 |
|
|
|
| Dec05 |
030902 |
94.33 |
94.33 |
94.31 |
94.31 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
20,313 |
|
|
| 10-Year Aus T-Bonds(SFE) |
| Sep03 |
030902 |
94.45 |
94.45 |
94.35 |
94.35 |
-0.11 |
6,868 |
172,906 |
-6,549 |
| Dec03 |
030902 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
6,717 |
|
|
| 3-Year Aus T-Bonds(SFE) |
| Sep03 |
030902 |
94.84 |
94.84 |
94.74 |
94.76 |
-0.10 |
34,837 |
0 |
-380,484 |
| Dec03 |
030902 |
94.70 |
94.70 |
94.70 |
94.70 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
34,837 |
|
|
| Gold(CMX) |
| Oct03 |
030902 |
374.5 |
377.0 |
372.5 |
373.3 |
-2.5 |
1,803 |
16,114 |
+385 |
| Dec03 |
030902 |
375.0 |
377.9 |
373.5 |
374.3 |
-2.5 |
39,490 |
188,930 |
+4,925 |
| Feb04 |
030902 |
376.5 |
377.0 |
375.1 |
375.1 |
-2.4 |
676 |
14,887 |
+26 |
| Apr04 |
030902 |
377.0 |
379.0 |
375.9 |
375.9 |
-2.4 |
3,338 |
5,816 |
+1,035 |
| Jun04 |
030902 |
379.5 |
379.5 |
376.8 |
376.8 |
-2.4 |
32 |
11,697 |
-8 |
| Aug04 |
030902 |
377.8 |
377.8 |
377.8 |
377.8 |
-2.3 |
1 |
5,436 |
+1 |
| Total Volume and Open Interest |
46,069 |
269,114 |
+6,982 |
| Silver(CMX) |
| Sep03 |
030902 |
512.0 |
513.0 |
497.0 |
498.8 |
-12.1 |
1,559 |
2,368 |
-2,343 |
| Dec03 |
030902 |
513.0 |
515.0 |
497.0 |
501.0 |
-12.2 |
10,461 |
93,062 |
+2,393 |
| Mar04 |
030902 |
514.5 |
514.5 |
499.0 |
502.3 |
-11.9 |
88 |
3,084 |
-2 |
| May04 |
030902 |
503.5 |
505.5 |
503.3 |
503.3 |
-11.9 |
1 |
1,007 |
+1 |
| Jul04 |
030902 |
507.0 |
507.0 |
502.0 |
504.3 |
-11.7 |
1 |
2,221 |
-74 |
| Total Volume and Open Interest |
12,125 |
106,251 |
-4 |
| Platinum(NYM) |
| Oct03 |
030902 |
715.0 |
716.0 |
711.0 |
715.7 |
+7.1 |
267 |
8,879 |
+58 |
| Jan04 |
030902 |
703.0 |
703.7 |
703.0 |
703.7 |
+7.1 |
31 |
324 |
+1 |
| Apr04 |
030902 |
695.7 |
695.7 |
695.7 |
695.7 |
+7.1 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
298 |
9,204 |
+59 |
| Palladium(NYME) |
| Sep03 |
030902 |
205.00 |
207.00 |
199.00 |
199.85 |
-1.95 |
116 |
1,065 |
-82 |
| Dec03 |
030902 |
205.00 |
206.00 |
201.00 |
201.85 |
-2.05 |
261 |
3,985 |
+119 |
| Mar04 |
030902 |
202.35 |
202.35 |
202.35 |
202.35 |
-2.05 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
377 |
5,086 |
+37 |
| Copper(CMX) |
| Sep03 |
030902 |
81.60 |
81.60 |
80.95 |
80.95 |
+0.65 |
1,841 |
3,448 |
-7,838 |
| Dec03 |
030902 |
82.00 |
82.30 |
81.60 |
81.75 |
+0.70 |
10,959 |
59,259 |
+1,200 |
| Mar04 |
030902 |
82.00 |
82.25 |
81.80 |
81.85 |
+0.65 |
150 |
4,978 |
+3 |
| May04 |
030902 |
82.20 |
82.20 |
81.95 |
81.95 |
+0.65 |
71 |
2,718 |
+12 |
| Jul04 |
030902 |
82.05 |
82.05 |
82.05 |
82.05 |
+0.65 |
2 |
2,153 |
+2 |
| Total Volume and Open Interest |
13,435 |
82,340 |
-6,346 |
| DJIA Index(CBOT) |
| Sep03 |
030902 |
9438 |
9535 |
9375 |
9521 |
+112 |
6,791 |
41,583 |
+593 |
| Dec03 |
030902 |
9400 |
9495 |
9350 |
9488 |
+113 |
151 |
4,461 |
+119 |
| Mar04 |
030902 |
9463 |
9463 |
9463 |
9463 |
+113 |
0 |
25 |
+0 |
| Jun04 |
030902 |
9433 |
9433 |
9433 |
9433 |
+113 |
|
|
|
| Total Volume and Open Interest |
6,942 |
46,069 |
+712 |
| S & P 500(CME) |
| Sep03 |
030902 |
1009.70 |
1022.50 |
1004.50 |
1022.10 |
+14.40 |
31,740 |
527,168 |
+357 |
| Dec03 |
030902 |
1008.50 |
1020.50 |
1003.50 |
1020.50 |
+14.40 |
746 |
102,387 |
+235 |
| Mar04 |
030902 |
1018.90 |
1018.90 |
1018.90 |
1018.90 |
+14.50 |
8 |
2,230 |
+0 |
| Jun04 |
030902 |
1018.40 |
1018.40 |
1018.40 |
1018.40 |
+14.80 |
0 |
281 |
+0 |
| Total Volume and Open Interest |
32,494 |
632,193 |
+591 |
| S & P 500 E-Mini(Globex) |
| Sep03 |
030902 |
1008.25 |
1022.75 |
1004.50 |
1022.00 |
+14.25 |
370,783 |
502,455 |
-8,293 |
| Dec03 |
030902 |
1006.00 |
1021.00 |
1003.50 |
1020.50 |
+14.50 |
693 |
4,901 |
+464 |
| Total Volume and Open Interest |
371,476 |
507,356 |
-7,829 |
| NASDAQ 100(CME) |
| Sep03 |
030902 |
1347.00 |
1363.50 |
1334.00 |
1363.00 |
+21.00 |
6,297 |
82,152 |
-4,447 |
| Dec03 |
030902 |
1350.00 |
1366.00 |
1339.50 |
1366.00 |
+21.50 |
328 |
1,575 |
+319 |
| Mar04 |
030902 |
1369.00 |
1369.00 |
1369.00 |
1369.00 |
+22.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
6,625 |
83,728 |
-4,128 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep03 |
030902 |
1341.0 |
1363.5 |
1333.0 |
1363.0 |
+21.0 |
122,803 |
322,540 |
-20,515 |
| Dec03 |
030902 |
1348.0 |
1366.5 |
1337.0 |
1366.0 |
+21.5 |
1,022 |
970 |
-342 |
| Total Volume and Open Interest |
123,825 |
323,510 |
-20,857 |
| NYSE Composite(NYBOT) |
| Sep03 |
030902 |
542.00 |
542.00 |
542.00 |
542.00 |
+6.70 |
20 |
723 |
+0 |
| Total Volume and Open Interest |
20 |
723 |
+0 |
| S & P Midcap 400(CME) |
| Sep03 |
030902 |
520.00 |
524.80 |
516.80 |
524.50 |
+5.70 |
465 |
12,959 |
+34 |
| Dec03 |
030902 |
518.50 |
524.25 |
516.50 |
524.25 |
+5.35 |
|
|
|
| Mar04 |
030902 |
524.40 |
524.40 |
524.40 |
524.40 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
465 |
12,959 |
+34 |
| Russell 2000(CME) |
| Sep03 |
030902 |
498.50 |
508.00 |
496.25 |
507.25 |
+9.80 |
1,462 |
23,762 |
+472 |
| Dec03 |
030902 |
502.00 |
506.95 |
502.00 |
506.95 |
+9.75 |
15 |
55 |
+15 |
| Mar04 |
030902 |
507.35 |
507.35 |
507.35 |
507.35 |
+9.80 |
|
|
|
| Total Volume and Open Interest |
1,477 |
23,817 |
+487 |
| Value Line(KCBT) |
| Sep03 |
030902 |
1352.50 |
1366.50 |
1352.50 |
1366.50 |
+22.50 |
35 |
12 |
-6 |
| Total Volume and Open Interest |
97 |
46 |
+11 |
| Nikkei 225(CME) |
| Sep03 |
030902 |
10730 |
10890 |
10640 |
10770 |
+375 |
1,693 |
33,730 |
+675 |
| Dec03 |
030902 |
10750 |
10920 |
10650 |
10760 |
+375 |
8 |
185 |
+1 |
| Total Volume and Open Interest |
1,701 |
33,916 |
+676 |
| Nikkei 225(SIMEX) |
| Sep03 |
030902 |
10665 |
10755 |
10620 |
10750 |
+110 |
37,197 |
0 |
-142,788 |
| Dec03 |
030902 |
10655 |
10715 |
10610 |
10715 |
+110 |
714 |
0 |
-463 |
| Mar04 |
030902 |
10710 |
10710 |
10710 |
10710 |
+110 |
|
|
|
| Total Volume and Open Interest |
37,911 |
|
|
| CAC 40(MATIF) |
| Sep03 |
030902 |
3383.0 |
3383.0 |
3351.5 |
3378.0 |
+7.5 |
1,465 |
103 |
-421,133 |
| Oct03 |
030902 |
3383.0 |
3383.0 |
3383.0 |
3383.0 |
+8.0 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Sep03 |
030902 |
3571.0 |
3596.0 |
3534.5 |
3569.0 |
-10.0 |
71,621 |
289,489 |
+0 |
| Dec03 |
030902 |
3590.0 |
3610.0 |
3557.0 |
3587.0 |
-10.0 |
603 |
12,562 |
+0 |
| Mar04 |
030902 |
3604.0 |
3625.5 |
3586.0 |
3607.0 |
-9.5 |
72 |
7,613 |
+0 |
| Total Volume and Open Interest |
72,296 |
309,664 |
+0 |
| FT-SE 100(LIFFE) |
| Sep03 |
030902 |
4217.50 |
4222.00 |
4189.50 |
4210.00 |
-5.00 |
33,592 |
0 |
-387,773 |
| Dec03 |
030902 |
4231.50 |
4234.00 |
4210.00 |
4224.00 |
-5.00 |
2,530 |
0 |
-40,351 |
| Mar04 |
030902 |
4205.50 |
4219.50 |
4205.50 |
4219.50 |
-5.00 |
500 |
0 |
-6,947 |
| Total Volume and Open Interest |
36,622 |
|
|
| SPI 200(SFE) |
| Sep03 |
030902 |
3209.0 |
3220.0 |
3200.0 |
3216.0 |
+16.0 |
7,844 |
0 |
-176,003 |
| Dec03 |
030902 |
3214.0 |
3225.0 |
3208.0 |
3222.0 |
+16.0 |
682 |
0 |
-11,345 |
| Mar04 |
030902 |
3226.0 |
3226.0 |
3226.0 |
3226.0 |
+16.0 |
|
|
|
| Total Volume and Open Interest |
8,631 |
|
|
| GSCI(CME) |
| Sep03 |
030902 |
240.40 |
240.70 |
232.10 |
232.10 |
-9.65 |
101 |
13,195 |
-27 |
| Oct03 |
030902 |
238.10 |
238.10 |
231.50 |
231.50 |
-9.75 |
78 |
177 |
+68 |
| Nov03 |
030902 |
233.00 |
233.00 |
233.00 |
233.00 |
-8.00 |
|
|
|
| Total Volume and Open Interest |
179 |
13,372 |
+41 |
| Bridge CRB Index(NYBOT) |
| Nov03 |
030902 |
243.00 |
243.00 |
241.00 |
241.05 |
-2.20 |
100 |
559 |
+49 |
| Jan04 |
030902 |
240.30 |
240.30 |
240.30 |
240.30 |
-2.20 |
0 |
327 |
+0 |
| Feb04 |
030902 |
238.05 |
238.05 |
238.05 |
238.05 |
-2.20 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
100 |
1,036 |
+49 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|