 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon January 07, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan02 |
020107 |
428.00 |
436.00 |
427.50 |
429.00 |
+5.00 |
4,838 |
5,634 |
-2,082 |
Mar02 |
020107 |
428.50 |
437.00 |
428.50 |
430.75 |
+6.25 |
27,230 |
77,874 |
+346 |
May02 |
020107 |
432.50 |
440.00 |
432.50 |
434.75 |
+6.75 |
3,367 |
36,617 |
+549 |
Jul02 |
020107 |
436.00 |
445.00 |
436.00 |
440.25 |
+7.75 |
3,079 |
28,264 |
-361 |
Aug02 |
020107 |
438.00 |
444.00 |
438.00 |
440.00 |
+8.00 |
31 |
2,233 |
-1 |
Sep02 |
020107 |
438.00 |
443.00 |
437.00 |
439.00 |
+7.00 |
110 |
461 |
-41 |
Nov02 |
020107 |
441.00 |
448.50 |
440.50 |
443.25 |
+7.25 |
803 |
9,661 |
+92 |
Total Volume and Open Interest |
39,464 |
160,803 |
-1,498 |
Soybean Meal(CBOT) |
Jan02 |
020107 |
148.50 |
149.80 |
147.50 |
147.60 |
-0.30 |
3,730 |
6,052 |
-60 |
Mar02 |
020107 |
144.90 |
146.00 |
143.50 |
143.70 |
+0.10 |
12,976 |
44,170 |
-337 |
May02 |
020107 |
142.50 |
143.40 |
141.70 |
141.80 |
+0.60 |
4,523 |
31,882 |
-506 |
Jul02 |
020107 |
143.30 |
144.00 |
142.60 |
142.70 |
+0.50 |
3,751 |
31,698 |
+200 |
Aug02 |
020107 |
143.00 |
144.00 |
142.60 |
142.60 |
+0.40 |
485 |
8,065 |
-148 |
Sep02 |
020107 |
143.20 |
144.00 |
142.50 |
142.50 |
+0.10 |
270 |
7,044 |
-15 |
Oct02 |
020107 |
143.50 |
143.80 |
142.50 |
142.50 |
+0.70 |
61 |
4,759 |
+51 |
Dec02 |
020107 |
144.00 |
144.80 |
144.00 |
144.10 |
+0.60 |
1,028 |
9,830 |
+320 |
Total Volume and Open Interest |
26,843 |
143,952 |
-478 |
Soybean Oil(CBOT) |
Jan02 |
020107 |
16.07 |
16.28 |
16.03 |
16.15 |
+0.34 |
3,717 |
2,750 |
-927 |
Mar02 |
020107 |
16.27 |
16.45 |
16.18 |
16.35 |
+0.33 |
19,387 |
62,297 |
-4,010 |
May02 |
020107 |
16.35 |
16.65 |
16.35 |
16.56 |
+0.34 |
5,358 |
32,406 |
+533 |
Jul02 |
020107 |
16.55 |
16.85 |
16.55 |
16.77 |
+0.35 |
1,264 |
22,793 |
-236 |
Aug02 |
020107 |
16.82 |
16.94 |
16.82 |
16.87 |
+0.36 |
241 |
6,920 |
-24 |
Sep02 |
020107 |
16.85 |
17.05 |
16.85 |
16.97 |
+0.37 |
58 |
3,693 |
-56 |
Oct02 |
020107 |
17.05 |
17.05 |
17.03 |
17.05 |
+0.35 |
0 |
2,226 |
+0 |
Dec02 |
020107 |
17.15 |
17.34 |
17.15 |
17.28 |
+0.36 |
869 |
7,003 |
-570 |
Total Volume and Open Interest |
31,061 |
142,341 |
-5,270 |
Canola(WCE) |
Jan02 |
020107 |
345.0 |
345.0 |
344.8 |
344.8 |
+5.8 |
186 |
995 |
-77 |
Mar02 |
020107 |
337.5 |
343.5 |
337.5 |
341.5 |
+6.8 |
4,020 |
30,384 |
-576 |
May02 |
020107 |
341.1 |
341.8 |
339.5 |
340.1 |
+7.0 |
279 |
9,505 |
-67 |
Jul02 |
020107 |
336.1 |
340.0 |
336.1 |
338.8 |
+6.8 |
2,382 |
7,672 |
+1,137 |
Sep02 |
020107 |
322.1 |
322.1 |
322.1 |
322.1 |
+5.1 |
0 |
332 |
+0 |
Total Volume and Open Interest |
8,359 |
55,496 |
-9 |
Corn(CBOT) |
Jan02 |
020107 |
203.50 |
203.50 |
203.50 |
203.50 |
+1.00 |
242 |
194 |
+114 |
Mar02 |
020107 |
211.00 |
213.00 |
210.75 |
211.50 |
+1.00 |
30,412 |
255,715 |
+2,171 |
May02 |
020107 |
217.75 |
219.75 |
217.50 |
218.25 |
+1.25 |
4,036 |
71,308 |
+919 |
Jul02 |
020107 |
224.00 |
226.25 |
224.00 |
224.75 |
+1.50 |
3,433 |
52,038 |
+1,204 |
Sep02 |
020107 |
229.50 |
231.00 |
229.00 |
229.75 |
+1.50 |
404 |
15,678 |
+103 |
Dec02 |
020107 |
235.00 |
237.75 |
235.00 |
236.50 |
+2.00 |
1,907 |
40,470 |
+328 |
Total Volume and Open Interest |
40,540 |
440,819 |
+4,855 |
Wheat(CBOT) |
Mar02 |
020107 |
307.00 |
309.00 |
303.00 |
304.75 |
-2.25 |
34,551 |
80,987 |
+2,267 |
May02 |
020107 |
301.50 |
305.00 |
299.00 |
300.25 |
-2.00 |
3,824 |
11,532 |
-406 |
Jul02 |
020107 |
298.00 |
300.00 |
294.50 |
296.75 |
-1.25 |
6,548 |
18,420 |
+682 |
Sep02 |
020107 |
300.00 |
302.00 |
298.50 |
299.50 |
-1.00 |
252 |
1,548 |
+99 |
Dec02 |
020107 |
310.50 |
312.00 |
308.00 |
309.25 |
-2.25 |
505 |
3,048 |
+64 |
Total Volume and Open Interest |
45,690 |
115,756 |
+2,712 |
Wheat(KCBT) |
Mar02 |
020107 |
290.50 |
294.50 |
290.00 |
290.50 |
-0.50 |
5,526 |
48,073 |
+13 |
May02 |
020107 |
296.00 |
300.00 |
295.50 |
295.50 |
-0.25 |
814 |
9,773 |
+194 |
Jul02 |
020107 |
301.50 |
305.00 |
301.50 |
301.75 |
+0.50 |
1,143 |
10,770 |
+111 |
Sep02 |
020107 |
309.50 |
310.50 |
308.50 |
308.50 |
+0.50 |
9 |
2,058 |
+1 |
Dec02 |
020107 |
320.00 |
321.00 |
318.50 |
318.50 |
+0.25 |
168 |
3,076 |
+98 |
Total Volume and Open Interest |
7,660 |
73,750 |
+417 |
Wheat(MGE) |
Mar02 |
020107 |
308.50 |
311.50 |
306.00 |
307.25 |
-0.25 |
2,052 |
17,772 |
-248 |
May02 |
020107 |
316.75 |
318.75 |
314.00 |
314.50 |
-1.25 |
716 |
3,328 |
-46 |
Jul02 |
020107 |
324.75 |
324.75 |
320.00 |
321.00 |
-0.50 |
600 |
2,109 |
+246 |
Sep02 |
020107 |
329.00 |
330.00 |
327.50 |
327.50 |
-0.50 |
12 |
1,031 |
+1 |
Dec02 |
020107 |
339.50 |
339.50 |
336.50 |
336.50 |
-0.75 |
4 |
662 |
+1 |
Total Volume and Open Interest |
3,384 |
24,930 |
-46 |
Oats(CBOT) |
Mar02 |
020107 |
205.00 |
210.00 |
203.25 |
208.50 |
-1.50 |
1,392 |
6,397 |
+144 |
May02 |
020107 |
188.50 |
192.50 |
188.00 |
191.75 |
-1.25 |
299 |
2,754 |
+62 |
Jul02 |
020107 |
169.00 |
170.25 |
169.00 |
170.25 |
-2.00 |
44 |
1,415 |
-1 |
Sep02 |
020107 |
141.00 |
141.00 |
141.00 |
141.00 |
-2.00 |
4 |
30 |
+0 |
Total Volume and Open Interest |
1,755 |
12,053 |
+206 |
Rough Rice(CBOT) |
Jan02 |
020107 |
3.68 |
3.73 |
3.63 |
3.67 |
+0.04 |
15 |
587 |
-48 |
Mar02 |
020107 |
3.86 |
3.89 |
3.83 |
3.85 |
+0.03 |
156 |
3,984 |
+44 |
May02 |
020107 |
4.07 |
4.10 |
4.04 |
4.06 |
+0.02 |
40 |
992 |
-7 |
Jul02 |
020107 |
4.32 |
4.32 |
4.27 |
4.27 |
+0.01 |
71 |
532 |
+26 |
Total Volume and Open Interest |
324 |
6,489 |
+40 |
Live Cattle(CME) |
Feb02 |
020107 |
70.300 |
70.450 |
69.950 |
70.425 |
+0.350 |
8,043 |
43,591 |
-1,673 |
Apr02 |
020107 |
73.300 |
73.825 |
73.200 |
73.800 |
+0.550 |
2,934 |
21,979 |
-153 |
Jun02 |
020107 |
69.725 |
70.250 |
69.725 |
70.225 |
+0.500 |
1,710 |
14,749 |
-308 |
Aug02 |
020107 |
69.750 |
70.250 |
69.750 |
70.175 |
+0.375 |
941 |
8,233 |
+155 |
Oct02 |
020107 |
71.450 |
71.700 |
71.400 |
71.700 |
+0.250 |
71 |
2,433 |
+28 |
Dec02 |
020107 |
71.925 |
72.000 |
71.900 |
72.000 |
+0.375 |
7 |
884 |
+5 |
Total Volume and Open Interest |
13,706 |
91,870 |
-1,946 |
Feeder Cattle(CME) |
Jan02 |
020107 |
85.500 |
85.600 |
85.300 |
85.550 |
+0.275 |
540 |
4,522 |
-27 |
Mar02 |
020107 |
84.200 |
84.700 |
84.150 |
84.650 |
+0.550 |
615 |
4,852 |
-114 |
Apr02 |
020107 |
83.800 |
84.150 |
83.700 |
84.075 |
+0.325 |
165 |
2,349 |
+40 |
May02 |
020107 |
83.700 |
83.950 |
83.700 |
83.850 |
+0.225 |
116 |
1,856 |
-3 |
Aug02 |
020107 |
84.700 |
84.800 |
84.700 |
84.775 |
+0.025 |
19 |
753 |
+3 |
Sep02 |
020107 |
84.450 |
84.600 |
84.450 |
84.600 |
+0.075 |
2 |
108 |
+1 |
Oct02 |
020107 |
84.250 |
84.500 |
84.250 |
84.500 |
+0.350 |
2 |
66 |
+1 |
Total Volume and Open Interest |
1,459 |
14,531 |
-99 |
Lean Hogs(CME) |
Feb02 |
020107 |
55.400 |
55.550 |
54.700 |
55.300 |
unch |
2,759 |
15,020 |
-235 |
Apr02 |
020107 |
59.700 |
59.850 |
59.200 |
59.825 |
+0.150 |
1,646 |
7,075 |
+341 |
May02 |
020107 |
64.000 |
64.100 |
63.650 |
64.100 |
+0.025 |
57 |
1,480 |
+5 |
Jun02 |
020107 |
64.500 |
64.700 |
64.325 |
64.675 |
+0.025 |
365 |
2,265 |
+117 |
Jul02 |
020107 |
61.400 |
61.600 |
61.200 |
61.600 |
+0.100 |
92 |
992 |
+44 |
Aug02 |
020107 |
59.750 |
59.750 |
59.550 |
59.700 |
-0.050 |
60 |
539 |
+47 |
Oct02 |
020107 |
52.100 |
52.100 |
52.050 |
52.050 |
-0.125 |
12 |
516 |
+2 |
Dec02 |
020107 |
50.525 |
50.525 |
50.525 |
50.525 |
-0.025 |
10 |
266 |
+1 |
Total Volume and Open Interest |
5,001 |
28,154 |
+322 |
Pork Bellies(CME) |
Feb02 |
020107 |
78.400 |
78.500 |
76.775 |
77.750 |
-0.975 |
703 |
2,318 |
+22 |
Mar02 |
020107 |
78.250 |
78.650 |
77.350 |
77.700 |
-1.400 |
62 |
337 |
+1 |
May02 |
020107 |
80.000 |
80.000 |
78.400 |
79.300 |
-1.550 |
25 |
261 |
+10 |
Jul02 |
020107 |
79.200 |
79.200 |
79.200 |
79.200 |
-2.100 |
2 |
41 |
+2 |
Aug02 |
020107 |
79.000 |
79.000 |
78.500 |
78.500 |
-1.500 |
2 |
13 |
-2 |
Total Volume and Open Interest |
794 |
2,970 |
+33 |
Cocoa(NYBOT) |
Mar02 |
020107 |
1390 |
1415 |
1378 |
1411 |
+25 |
10,291 |
34,904 |
+1,856 |
May02 |
020107 |
1373 |
1394 |
1359 |
1391 |
+25 |
1,483 |
14,556 |
-220 |
Jul02 |
020107 |
1351 |
1367 |
1343 |
1367 |
+21 |
351 |
10,401 |
+160 |
Sep02 |
020107 |
1333 |
1348 |
1327 |
1348 |
+19 |
153 |
6,222 |
+181 |
Dec02 |
020107 |
1260 |
1280 |
1260 |
1280 |
+15 |
2 |
10,272 |
+2 |
Mar03 |
020107 |
1235 |
1235 |
1230 |
1235 |
+4 |
366 |
8,912 |
+38 |
May03 |
020107 |
1218 |
1218 |
1218 |
1218 |
+4 |
0 |
3,187 |
+0 |
Total Volume and Open Interest |
12,701 |
95,332 |
+2,067 |
Coffee "C"(NYBOT) |
Mar02 |
020107 |
48.50 |
49.50 |
48.10 |
48.25 |
-0.30 |
4,988 |
32,195 |
+68 |
May02 |
020107 |
50.60 |
51.40 |
50.10 |
50.35 |
-0.15 |
892 |
9,921 |
+279 |
Jul02 |
020107 |
52.75 |
53.25 |
52.35 |
52.35 |
-0.05 |
222 |
5,190 |
+109 |
Sep02 |
020107 |
54.60 |
55.00 |
54.00 |
54.00 |
unch |
132 |
3,882 |
+56 |
Dec02 |
020107 |
57.20 |
57.30 |
56.30 |
56.30 |
+0.05 |
61 |
3,251 |
+20 |
Mar03 |
020107 |
59.75 |
59.75 |
58.80 |
58.80 |
+0.15 |
11 |
883 |
+5 |
Total Volume and Open Interest |
6,306 |
55,351 |
+537 |
Orange Juice(NYBOT) |
Jan02 |
020107 |
93.50 |
93.50 |
93.25 |
93.50 |
-0.75 |
70 |
747 |
-20 |
Mar02 |
020107 |
89.50 |
89.80 |
89.00 |
89.00 |
-0.55 |
1,249 |
12,060 |
-384 |
May02 |
020107 |
90.75 |
91.00 |
90.25 |
90.30 |
-0.70 |
176 |
1,553 |
+62 |
Jul02 |
020107 |
91.75 |
91.75 |
91.30 |
91.30 |
-0.75 |
5 |
219 |
+0 |
Sep02 |
020107 |
92.05 |
92.05 |
92.05 |
92.05 |
-0.75 |
0 |
143 |
+0 |
Total Volume and Open Interest |
1,500 |
16,234 |
-342 |
Sugar #11(NYBOT) |
Mar02 |
020107 |
7.69 |
7.72 |
7.53 |
7.71 |
+0.07 |
7,380 |
81,895 |
-365 |
May02 |
020107 |
6.97 |
7.02 |
6.89 |
7.01 |
+0.06 |
1,159 |
28,014 |
+192 |
Jul02 |
020107 |
6.47 |
6.52 |
6.40 |
6.51 |
+0.04 |
974 |
27,645 |
-250 |
Oct02 |
020107 |
6.40 |
6.45 |
6.37 |
6.45 |
+0.03 |
869 |
18,891 |
+120 |
Mar03 |
020107 |
6.53 |
6.56 |
6.50 |
6.56 |
+0.03 |
417 |
8,263 |
+229 |
Total Volume and Open Interest |
10,847 |
172,819 |
-61 |
London Cocoa(LCE) |
Mar02 |
020107 |
1038 |
1044 |
1024 |
1041 |
+15 |
5,652 |
59,735 |
+1,107 |
May02 |
020107 |
1031 |
1045 |
1026 |
1043 |
+16 |
2,994 |
36,020 |
+1,277 |
Jul02 |
020107 |
1042 |
1052 |
1033 |
1050 |
+17 |
1,367 |
31,481 |
+611 |
Sep02 |
020107 |
1019 |
1033 |
1017 |
1029 |
+11 |
193 |
13,291 |
+37 |
Dec02 |
020107 |
976 |
983 |
971 |
983 |
+9 |
212 |
9,276 |
+119 |
Mar03 |
020107 |
947 |
956 |
947 |
956 |
+9 |
455 |
9,354 |
+281 |
May03 |
020107 |
952 |
952 |
952 |
952 |
+9 |
0 |
964 |
+0 |
Total Volume and Open Interest |
10,893 |
160,278 |
+3,452 |
London Coffee(LCE) |
Jan02 |
020107 |
372.00 |
377.00 |
371.00 |
375.00 |
+1.00 |
611 |
4,041 |
-311 |
Mar02 |
020107 |
385.00 |
390.00 |
383.00 |
388.00 |
+1.00 |
2,347 |
44,833 |
+156 |
May02 |
020107 |
392.00 |
401.00 |
392.00 |
400.00 |
+1.00 |
558 |
23,422 |
+121 |
Jul02 |
020107 |
406.00 |
415.00 |
406.00 |
414.00 |
+2.00 |
258 |
17,878 |
+234 |
Sep02 |
020107 |
423.00 |
427.00 |
422.00 |
427.00 |
+2.00 |
198 |
13,904 |
+34 |
Nov02 |
020107 |
433.00 |
440.00 |
433.00 |
439.00 |
+2.00 |
4 |
6,153 |
+0 |
Total Volume and Open Interest |
4,030 |
110,747 |
+288 |
London Sugar(LCE) |
Mar02 |
020107 |
244.00 |
247.20 |
243.00 |
247.20 |
+3.20 |
1,613 |
20,352 |
+116 |
May02 |
020107 |
226.50 |
228.60 |
225.70 |
228.40 |
+1.40 |
403 |
10,074 |
+4 |
Aug02 |
020107 |
209.50 |
211.30 |
208.90 |
211.30 |
+1.30 |
500 |
11,612 |
+84 |
Oct02 |
020107 |
194.90 |
195.40 |
194.50 |
195.40 |
+0.70 |
347 |
5,766 |
+201 |
Dec02 |
020107 |
193.00 |
193.00 |
192.00 |
192.90 |
unch |
80 |
1,059 |
+30 |
Total Volume and Open Interest |
3,021 |
50,349 |
+455 |
Cotton(NYBOT) |
Mar02 |
020107 |
37.10 |
37.70 |
36.70 |
37.56 |
+0.94 |
10,339 |
29,933 |
-125 |
May02 |
020107 |
38.40 |
39.05 |
38.15 |
38.99 |
+0.90 |
1,317 |
11,445 |
+453 |
Jul02 |
020107 |
39.95 |
40.40 |
39.60 |
40.35 |
+0.76 |
952 |
10,534 |
+243 |
Oct02 |
020107 |
42.00 |
42.40 |
41.80 |
42.40 |
+0.75 |
53 |
427 |
+4 |
Dec02 |
020107 |
43.25 |
43.50 |
42.90 |
43.50 |
+0.86 |
346 |
6,520 |
+76 |
Mar03 |
020107 |
44.55 |
45.10 |
44.50 |
45.10 |
+0.95 |
35 |
1,001 |
+35 |
Total Volume and Open Interest |
13,132 |
61,363 |
+725 |
Lumber(CME) |
Jan02 |
020107 |
241.0 |
241.0 |
236.1 |
240.4 |
-1.3 |
370 |
666 |
-98 |
Mar02 |
020107 |
253.5 |
254.5 |
250.0 |
251.1 |
-3.7 |
427 |
1,169 |
+100 |
May02 |
020107 |
264.0 |
264.0 |
261.0 |
261.5 |
-4.0 |
77 |
232 |
+20 |
Jul02 |
020107 |
270.0 |
270.0 |
268.1 |
268.2 |
-0.9 |
4 |
29 |
+3 |
Total Volume and Open Interest |
879 |
2,098 |
+24 |
Crude Oil(NYM) |
Feb02 |
020107 |
21.50 |
22.00 |
21.20 |
21.48 |
-0.14 |
84,832 |
126,090 |
-5,158 |
Mar02 |
020107 |
21.82 |
22.30 |
21.50 |
21.78 |
-0.13 |
47,760 |
63,020 |
+3,655 |
Apr02 |
020107 |
21.95 |
22.30 |
21.70 |
21.94 |
-0.08 |
18,450 |
33,626 |
-228 |
May02 |
020107 |
22.00 |
22.35 |
21.75 |
21.90 |
-0.12 |
4,672 |
20,018 |
+164 |
Jun02 |
020107 |
21.90 |
22.15 |
21.61 |
21.84 |
-0.17 |
12,652 |
32,440 |
+270 |
Jul02 |
020107 |
21.80 |
22.15 |
21.60 |
21.78 |
-0.19 |
2,842 |
14,307 |
+316 |
Aug02 |
020107 |
21.95 |
21.95 |
21.55 |
21.74 |
-0.20 |
2,898 |
13,677 |
+1,103 |
Sep02 |
020107 |
21.95 |
21.95 |
21.50 |
21.71 |
-0.21 |
1,222 |
13,724 |
+794 |
Oct02 |
020107 |
22.00 |
22.00 |
21.68 |
21.68 |
-0.21 |
500 |
10,773 |
+481 |
Nov02 |
020107 |
21.88 |
21.88 |
21.65 |
21.65 |
-0.21 |
0 |
8,266 |
+0 |
Total Volume and Open Interest |
189,148 |
439,975 |
+981 |
Heating Oil(NYM) |
Feb02 |
020107 |
58.15 |
58.90 |
56.60 |
57.19 |
-1.40 |
21,640 |
41,249 |
-1,111 |
Mar02 |
020107 |
58.60 |
59.20 |
57.30 |
57.69 |
-1.21 |
9,207 |
28,574 |
+637 |
Apr02 |
020107 |
58.20 |
58.90 |
57.40 |
57.69 |
-0.96 |
4,237 |
21,913 |
+889 |
May02 |
020107 |
57.90 |
58.25 |
57.30 |
57.34 |
-0.86 |
1,106 |
8,764 |
+138 |
Jun02 |
020107 |
58.20 |
58.25 |
57.25 |
57.59 |
-0.81 |
2,266 |
13,384 |
+324 |
Jul02 |
020107 |
58.65 |
58.65 |
58.00 |
58.04 |
-0.81 |
678 |
6,293 |
+359 |
Aug02 |
020107 |
59.20 |
59.20 |
58.00 |
58.69 |
-0.81 |
2,378 |
5,926 |
+1,299 |
Sep02 |
020107 |
60.10 |
60.10 |
59.30 |
59.44 |
-0.81 |
200 |
5,320 |
+101 |
Oct02 |
020107 |
60.75 |
60.75 |
60.24 |
60.24 |
-0.81 |
31 |
2,890 |
+9 |
Nov02 |
020107 |
61.25 |
61.25 |
60.94 |
60.94 |
-0.81 |
43 |
3,335 |
+32 |
Total Volume and Open Interest |
42,564 |
153,359 |
+2,842 |
Unleaded Gas(NYM) |
Feb02 |
020107 |
62.55 |
63.40 |
61.55 |
62.34 |
-0.50 |
14,780 |
37,336 |
+33 |
Mar02 |
020107 |
63.60 |
64.35 |
62.55 |
63.24 |
-0.43 |
5,224 |
18,661 |
+613 |
Apr02 |
020107 |
69.30 |
69.70 |
68.60 |
68.99 |
-0.33 |
2,603 |
19,239 |
+399 |
May02 |
020107 |
69.70 |
70.20 |
68.85 |
69.29 |
-0.33 |
2,617 |
15,010 |
+378 |
Jun02 |
020107 |
69.70 |
69.70 |
68.70 |
68.94 |
-0.33 |
1,360 |
10,499 |
+407 |
Jul02 |
020107 |
68.50 |
68.50 |
67.70 |
68.04 |
-0.43 |
484 |
7,974 |
-14 |
Aug02 |
020107 |
66.79 |
66.79 |
66.79 |
66.79 |
-0.48 |
371 |
7,414 |
+85 |
Sep02 |
020107 |
64.99 |
64.99 |
64.99 |
64.99 |
-0.53 |
545 |
8,507 |
+159 |
Total Volume and Open Interest |
28,094 |
125,621 |
+2,021 |
Natural Gas(NYM) |
Feb02 |
020107 |
2.220 |
2.350 |
2.210 |
2.272 |
-0.003 |
30,293 |
64,952 |
-1,258 |
Mar02 |
020107 |
2.220 |
2.325 |
2.210 |
2.261 |
-0.004 |
15,281 |
43,310 |
+1,257 |
Apr02 |
020107 |
2.240 |
2.345 |
2.240 |
2.281 |
-0.007 |
9,124 |
42,472 |
-407 |
May02 |
020107 |
2.310 |
2.405 |
2.300 |
2.345 |
-0.007 |
9,182 |
25,433 |
+2,004 |
Jun02 |
020107 |
2.390 |
2.465 |
2.380 |
2.413 |
-0.008 |
4,304 |
22,957 |
+1,238 |
Jul02 |
020107 |
2.460 |
2.540 |
2.450 |
2.476 |
-0.007 |
3,534 |
17,641 |
+736 |
Aug02 |
020107 |
2.500 |
2.580 |
2.500 |
2.526 |
-0.010 |
2,466 |
15,689 |
-59 |
Sep02 |
020107 |
2.525 |
2.590 |
2.515 |
2.541 |
-0.010 |
1,460 |
15,689 |
+789 |
Total Volume and Open Interest |
85,754 |
430,390 |
+5,736 |
Brent Crude Oil(IPE) |
Feb02 |
020107 |
22.00 |
22.40 |
21.65 |
22.03 |
-0.15 |
35,498 |
85,463 |
-4,181 |
Mar02 |
020107 |
21.07 |
21.48 |
20.89 |
21.13 |
-0.23 |
41,150 |
75,757 |
-2,814 |
Apr02 |
020107 |
20.72 |
21.23 |
20.63 |
20.95 |
-0.14 |
10,986 |
19,646 |
-1,356 |
May02 |
020107 |
20.68 |
21.08 |
20.51 |
20.84 |
-0.12 |
4,945 |
11,244 |
+1,161 |
Jun02 |
020107 |
20.65 |
20.95 |
20.50 |
20.79 |
-0.14 |
11,347 |
25,853 |
+1,774 |
Jul02 |
020107 |
20.61 |
20.85 |
20.50 |
20.76 |
-0.14 |
1,981 |
8,193 |
+671 |
Aug02 |
020107 |
20.60 |
20.73 |
20.50 |
20.73 |
-0.17 |
1,840 |
6,317 |
+108 |
Sep02 |
020107 |
20.45 |
20.70 |
20.45 |
20.70 |
-0.19 |
3,190 |
6,635 |
+1,022 |
Total Volume and Open Interest |
120,283 |
286,079 |
-2,772 |
Gas Oil(IPE) |
Jan02 |
020107 |
176.50 |
177.00 |
172.50 |
173.50 |
-0.50 |
13,131 |
24,902 |
-3,116 |
Feb02 |
020107 |
176.00 |
178.00 |
173.00 |
174.00 |
-0.50 |
13,409 |
34,240 |
+710 |
Mar02 |
020107 |
175.75 |
178.75 |
174.75 |
174.75 |
-0.25 |
4,114 |
11,036 |
-695 |
Apr02 |
020107 |
176.75 |
179.00 |
175.50 |
175.50 |
-0.25 |
1,378 |
9,051 |
+416 |
May02 |
020107 |
178.75 |
180.50 |
176.50 |
176.50 |
-0.25 |
852 |
6,475 |
+522 |
Jun02 |
020107 |
177.50 |
180.00 |
177.50 |
177.75 |
-0.25 |
964 |
20,091 |
+17 |
Jul02 |
020107 |
180.50 |
181.50 |
179.25 |
179.25 |
unch |
407 |
3,116 |
-5 |
Aug02 |
020107 |
181.50 |
183.00 |
180.75 |
180.75 |
+0.25 |
412 |
2,981 |
+407 |
Total Volume and Open Interest |
36,067 |
150,666 |
-944 |
US Dollar Index(NYBOT) |
Mar02 |
020107 |
116.43 |
117.45 |
116.34 |
116.97 |
+0.22 |
302 |
4,696 |
+26 |
Jun02 |
020107 |
117.79 |
117.80 |
117.43 |
117.47 |
+0.22 |
0 |
2,019 |
-1 |
Sep02 |
020107 |
117.97 |
117.97 |
117.97 |
117.97 |
+0.22 |
0 |
2 |
+0 |
Total Volume and Open Interest |
302 |
6,717 |
+25 |
Australian Dollar(IMM) |
Mar02 |
020107 |
51.60 |
51.75 |
51.53 |
51.69 |
-0.17 |
7,213 |
19,364 |
+1,688 |
Jun02 |
020107 |
51.45 |
51.50 |
51.42 |
51.42 |
-0.17 |
1 |
373 |
+1 |
Sep02 |
020107 |
51.15 |
51.15 |
51.15 |
51.15 |
-0.17 |
|
|
|
Total Volume and Open Interest |
7,214 |
19,757 |
+1,689 |
British Pound(IMM) |
Mar02 |
020107 |
143.24 |
143.40 |
143.00 |
143.30 |
-0.74 |
3,667 |
23,485 |
-1,365 |
Jun02 |
020107 |
142.56 |
142.60 |
142.56 |
142.60 |
-0.74 |
0 |
56 |
+0 |
Sep02 |
020107 |
141.90 |
141.90 |
141.90 |
141.90 |
-0.74 |
|
|
|
Total Volume and Open Interest |
3,667 |
23,541 |
-1,365 |
Canadian Dollar(IMM) |
Mar02 |
020107 |
62.63 |
62.67 |
62.52 |
62.53 |
-0.05 |
3,873 |
55,753 |
-65 |
Jun02 |
020107 |
62.68 |
62.68 |
62.52 |
62.56 |
-0.05 |
42 |
2,942 |
+36 |
Sep02 |
020107 |
62.66 |
62.70 |
62.61 |
62.61 |
-0.05 |
30 |
860 |
+8 |
Dec02 |
020107 |
62.77 |
62.77 |
62.66 |
62.67 |
-0.05 |
13 |
707 |
+1 |
Total Volume and Open Interest |
3,958 |
60,267 |
-20 |
Japanese Yen(IMM) |
Mar02 |
020107 |
76.50 |
76.78 |
76.34 |
76.56 |
-0.05 |
9,406 |
106,132 |
-4,389 |
Jun02 |
020107 |
77.10 |
77.10 |
76.93 |
76.93 |
-0.05 |
9 |
20,619 |
+3 |
Sep02 |
020107 |
77.20 |
77.39 |
77.20 |
77.39 |
-0.05 |
0 |
29 |
+0 |
Total Volume and Open Interest |
9,491 |
127,183 |
-4,310 |
Swiss Franc(IMM) |
Mar02 |
020107 |
60.45 |
60.70 |
60.41 |
60.60 |
+0.03 |
2,976 |
27,959 |
-517 |
Jun02 |
020107 |
60.56 |
60.65 |
60.56 |
60.64 |
+0.03 |
2 |
110 |
+1 |
Sep02 |
020107 |
60.74 |
60.74 |
60.74 |
60.74 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,978 |
28,092 |
-516 |
EuroFX(IMM) |
Mar02 |
020107 |
88.73 |
89.13 |
88.66 |
89.07 |
-0.20 |
9,439 |
93,775 |
-1,785 |
Jun02 |
020107 |
88.45 |
88.82 |
88.45 |
88.81 |
-0.20 |
19 |
619 |
+3 |
Sep02 |
020107 |
88.62 |
88.62 |
88.62 |
88.62 |
-0.21 |
0 |
45 |
+0 |
Total Volume and Open Interest |
9,458 |
94,479 |
-1,782 |
Mexican Peso(IMM) |
Mar02 |
020107 |
10765.0 |
10805.0 |
10750.0 |
10782.0 |
+20.0 |
4,670 |
26,752 |
-1,021 |
Jun02 |
020107 |
10610.0 |
10610.0 |
10587.0 |
10587.0 |
+20.0 |
25 |
261 |
+13 |
Total Volume and Open Interest |
4,695 |
27,263 |
-1,008 |
30-Year T-Bonds(CBOT) |
Mar02 |
020107 |
100~13 |
101~16 |
100~08 |
101~14 |
+1~07 |
219,106 |
422,300 |
-670 |
Jun02 |
020107 |
100~00 |
100~10 |
99~06 |
100~08 |
+1~07 |
767 |
32,964 |
+368 |
Sep02 |
020107 |
99~06 |
99~06 |
99~06 |
99~06 |
+1~07 |
0 |
52 |
+0 |
Total Volume and Open Interest |
219,887 |
455,330 |
-288 |
Municipal Bonds(CBOT) |
Mar02 |
020107 |
102~20 |
103~01 |
102~18 |
103~00 |
+0~21 |
837 |
7,505 |
+52 |
Jun02 |
020107 |
102~02 |
102~02 |
102~02 |
102~02 |
+0~21 |
|
|
|
Total Volume and Open Interest |
837 |
7,505 |
+52 |
10-Year T-Notes(CBOT) |
Mar02 |
020107 |
104~235 |
105~115 |
104~155 |
105~100 |
+0~245 |
259,038 |
561,146 |
+17,475 |
Jun02 |
020107 |
103~265 |
104~000 |
103~080 |
103~315 |
+0~245 |
4,024 |
6,574 |
+2,594 |
Total Volume and Open Interest |
263,062 |
567,720 |
+20,069 |
5-Year T-Notes(CBOT) |
Mar02 |
020107 |
105~150 |
105~285 |
105~130 |
105~275 |
+0~170 |
63,399 |
462,347 |
+8,160 |
Jun02 |
020107 |
104~290 |
104~290 |
104~290 |
104~290 |
+0~170 |
0 |
200 |
+0 |
Total Volume and Open Interest |
63,399 |
462,547 |
+8,160 |
2 Year T-Notes(CBOT) |
Mar02 |
020107 |
104~046 |
104~072 |
104~045 |
104~070 |
+0~032 |
8,240 |
76,505 |
+2,453 |
Total Volume and Open Interest |
8,240 |
76,505 |
+2,453 |
3-Mth T-Bills(IMM) |
Mar02 |
020107 |
98.26 |
98.26 |
98.26 |
98.26 |
+0.04 |
7 |
521 |
-4 |
Total Volume and Open Interest |
7 |
521 |
-4 |
Eurodollars(IMM) |
Mar02 |
020107 |
98.010 |
98.075 |
98.010 |
98.070 |
+0.070 |
114,305 |
678,657 |
-14,009 |
Jun02 |
020107 |
97.595 |
97.700 |
97.590 |
97.690 |
+0.110 |
182,172 |
613,233 |
-7,192 |
Sep02 |
020107 |
97.050 |
97.180 |
97.045 |
97.175 |
+0.155 |
198,889 |
589,436 |
+21,765 |
Dec02 |
020107 |
96.405 |
96.560 |
96.400 |
96.555 |
+0.190 |
142,597 |
574,262 |
+31,552 |
Mar03 |
020107 |
95.760 |
95.935 |
95.755 |
95.930 |
+0.220 |
81,672 |
361,909 |
+11,306 |
Jun03 |
020107 |
95.120 |
95.310 |
95.120 |
95.305 |
+0.235 |
50,743 |
222,464 |
+5,593 |
Sep03 |
020107 |
94.630 |
94.810 |
94.630 |
94.805 |
+0.230 |
38,712 |
192,591 |
+4,829 |
Dec03 |
020107 |
94.290 |
94.440 |
94.285 |
94.435 |
+0.205 |
22,450 |
139,458 |
-373 |
Mar04 |
020107 |
94.130 |
94.280 |
94.130 |
94.270 |
+0.185 |
16,947 |
127,351 |
+4,498 |
Jun04 |
020107 |
94.020 |
94.120 |
94.000 |
94.115 |
+0.175 |
10,859 |
108,572 |
+851 |
Sep04 |
020107 |
93.900 |
93.990 |
93.890 |
93.985 |
+0.165 |
9,937 |
97,791 |
+1,108 |
Dec04 |
020107 |
93.740 |
93.820 |
93.720 |
93.820 |
+0.160 |
7,953 |
64,129 |
+219 |
Total Volume and Open Interest |
929,370 |
4,376,932 |
+70,560 |
3-Mth Euro-Yen(IMM) |
Mar02 |
020107 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.01 |
839 |
11,566 |
+702 |
Jun02 |
020107 |
99.88 |
99.88 |
99.87 |
99.88 |
+0.01 |
9 |
11,541 |
-45 |
Sep02 |
020107 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
3 |
2,848 |
+2 |
Dec02 |
020107 |
99.84 |
99.84 |
99.84 |
99.84 |
+0.01 |
398 |
1,815 |
+323 |
Mar03 |
020107 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.01 |
0 |
1,773 |
-20 |
Jun03 |
020107 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.01 |
0 |
1,167 |
+0 |
Sep03 |
020107 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
3 |
372 |
+3 |
Dec03 |
020107 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
238 |
+0 |
Mar04 |
020107 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
438 |
+0 |
Jun04 |
020107 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
129 |
+0 |
Total Volume and Open Interest |
1,252 |
31,931 |
+965 |
3-Mth Euro-Yen(SIMEX) |
Mar02 |
020107 |
99.85 |
99.86 |
99.85 |
99.86 |
+0.02 |
3,533 |
78,606 |
-19 |
Jun02 |
020107 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.00 |
3,625 |
79,494 |
-820 |
Sep02 |
020107 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.00 |
461 |
26,981 |
+61 |
Dec02 |
020107 |
99.83 |
99.85 |
99.83 |
99.84 |
+0.00 |
578 |
13,554 |
+289 |
Mar03 |
020107 |
99.80 |
99.80 |
99.79 |
99.79 |
+0.00 |
627 |
21,410 |
-215 |
Jun03 |
020107 |
99.78 |
99.79 |
99.78 |
99.79 |
+0.01 |
85 |
20,865 |
-21 |
Sep03 |
020107 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
78 |
12,151 |
+76 |
Dec03 |
020107 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
33 |
3,613 |
+1 |
Total Volume and Open Interest |
9,116 |
271,234 |
-584 |
German Euro-Bund(EUREX) |
Mar02 |
020107 |
107.52 |
108.35 |
107.25 |
108.29 |
+0.94 |
704,110 |
529,138 |
-9,928 |
Jun02 |
020107 |
106.72 |
107.54 |
106.58 |
107.54 |
+0.95 |
2,567 |
5,758 |
+200 |
Sep02 |
020107 |
106.50 |
106.50 |
106.50 |
106.50 |
+0.94 |
2,464 |
762 |
+517 |
Total Volume and Open Interest |
709,141 |
535,658 |
-9,211 |
German Euro-Bobl(EUREX) |
Mar02 |
020107 |
106.44 |
106.95 |
106.30 |
106.89 |
+0.53 |
369,620 |
377,486 |
+4,920 |
Jun02 |
020107 |
106.12 |
106.12 |
106.12 |
106.12 |
+0.51 |
670 |
1,959 |
+0 |
Sep02 |
020107 |
105.62 |
105.62 |
105.62 |
105.62 |
+0.51 |
|
|
|
Total Volume and Open Interest |
370,290 |
379,445 |
+4,920 |
Long Gilt(LIFFE) |
Mar02 |
020107 |
113~21 |
114~12 |
113~10 |
114~06 |
+0~20 |
20,997 |
69,081 |
+3,385 |
Jun02 |
020107 |
113~10 |
113~10 |
113~10 |
113~10 |
+0~20 |
0 |
50 |
+0 |
Total Volume and Open Interest |
20,997 |
69,131 |
+3,385 |
3-Mth Short Sterling(LIFFE) |
Mar02 |
020107 |
95.86 |
95.87 |
95.77 |
95.84 |
-0.02 |
38,721 |
0 |
+0 |
Jun02 |
020107 |
95.52 |
95.52 |
95.38 |
95.44 |
-0.06 |
50,872 |
0 |
+0 |
Sep02 |
020107 |
95.10 |
95.10 |
94.93 |
95.02 |
-0.06 |
39,929 |
0 |
+0 |
Total Volume and Open Interest |
172,225 |
|
|
3-Mth Euribor(LIFFE) |
Mar02 |
020107 |
96.790 |
96.805 |
96.770 |
96.795 |
+0.005 |
82,069 |
523,533 |
+14,014 |
Jun02 |
020107 |
96.760 |
96.775 |
96.720 |
96.765 |
+0.015 |
116,816 |
416,022 |
+16,660 |
Sep02 |
020107 |
96.540 |
96.560 |
96.485 |
96.545 |
+0.030 |
85,590 |
250,432 |
+2,505 |
Total Volume and Open Interest |
368,770 |
1,784,389 |
+38,257 |
3-Mth Aus T-Bills(SFE) |
Mar02 |
020107 |
95.77 |
95.79 |
95.76 |
95.79 |
unch |
4,958 |
128,507 |
-1,418 |
Jun02 |
020107 |
95.69 |
95.73 |
95.68 |
95.72 |
-0.01 |
1,972 |
61,855 |
-352 |
Sep02 |
020107 |
95.46 |
95.48 |
95.44 |
95.48 |
unch |
721 |
26,390 |
-833 |
Dec02 |
020107 |
95.04 |
95.09 |
95.04 |
95.09 |
unch |
138 |
20,889 |
-198 |
Mar03 |
020107 |
94.66 |
94.67 |
94.66 |
94.67 |
+0.01 |
19 |
12,996 |
-80 |
Jun03 |
020107 |
94.30 |
94.30 |
94.30 |
94.30 |
+0.01 |
19 |
8,522 |
-93 |
Sep03 |
020107 |
94.03 |
94.04 |
94.03 |
94.04 |
+0.01 |
50 |
8,693 |
-177 |
Dec03 |
020107 |
93.86 |
93.86 |
93.86 |
93.86 |
+0.01 |
71 |
3,556 |
+58 |
Mar04 |
020107 |
93.74 |
93.75 |
93.74 |
93.75 |
+0.01 |
40 |
2,172 |
+40 |
Jun04 |
020107 |
93.66 |
93.67 |
93.66 |
93.67 |
+0.01 |
40 |
1,249 |
+10 |
Total Volume and Open Interest |
8,029 |
277,085 |
-3,042 |
10-Year Aus T-Bonds(SFE) |
Mar02 |
020107 |
93.90 |
93.93 |
93.89 |
93.92 |
0.00 |
3,977 |
102,713 |
+2,078 |
Jun02 |
020107 |
93.92 |
93.92 |
93.92 |
93.92 |
0.00 |
|
|
|
Total Volume and Open Interest |
10,812 |
105,810 |
+5,175 |
3-Year Aus T-Bonds(SFE) |
Mar02 |
020107 |
94.60 |
94.64 |
94.58 |
94.64 |
unch |
12,873 |
183,375 |
-9,277 |
Jun02 |
020107 |
94.64 |
94.64 |
94.64 |
94.64 |
unch |
|
|
|
Total Volume and Open Interest |
12,873 |
183,375 |
-9,277 |
Gold(CMX) |
Feb02 |
020107 |
280.1 |
280.5 |
278.0 |
278.9 |
-0.3 |
14,008 |
68,892 |
+2,003 |
Apr02 |
020107 |
280.5 |
281.0 |
278.8 |
279.5 |
-0.3 |
420 |
8,406 |
-64 |
Jun02 |
020107 |
281.8 |
281.8 |
279.2 |
280.1 |
-0.3 |
398 |
9,188 |
+11 |
Aug02 |
020107 |
281.5 |
281.5 |
280.6 |
280.6 |
-0.3 |
12 |
3,277 |
+2 |
Oct02 |
020107 |
281.1 |
281.1 |
281.1 |
281.1 |
-0.3 |
0 |
2,821 |
+0 |
Dec02 |
020107 |
283.1 |
283.1 |
281.5 |
281.6 |
-0.3 |
86 |
11,827 |
+55 |
Total Volume and Open Interest |
15,267 |
118,266 |
+2,096 |
Silver(CMX) |
Mar02 |
020107 |
466.0 |
468.5 |
457.5 |
466.7 |
+1.7 |
18,839 |
40,699 |
-1,603 |
May02 |
020107 |
460.0 |
469.0 |
457.5 |
466.3 |
+1.6 |
1,641 |
7,146 |
+968 |
Jul02 |
020107 |
466.5 |
466.5 |
456.5 |
466.2 |
+1.6 |
2,734 |
7,484 |
+1,934 |
Sep02 |
020107 |
458.0 |
466.4 |
458.0 |
466.4 |
+1.6 |
151 |
1,435 |
-89 |
Dec02 |
020107 |
458.0 |
468.0 |
458.0 |
466.5 |
+1.6 |
63 |
5,827 |
-75 |
Total Volume and Open Interest |
23,456 |
65,212 |
+1,143 |
Platinum(NYM) |
Jan02 |
020107 |
470.0 |
476.3 |
470.0 |
476.3 |
-1.9 |
52 |
136 |
-14 |
Apr02 |
020107 |
469.0 |
475.0 |
468.2 |
473.3 |
+0.1 |
388 |
6,093 |
+17 |
Jul02 |
020107 |
469.0 |
469.0 |
467.3 |
467.3 |
+0.1 |
0 |
75 |
+0 |
Oct02 |
020107 |
464.3 |
464.3 |
464.3 |
464.3 |
+0.1 |
0 |
35 |
+0 |
Total Volume and Open Interest |
440 |
6,339 |
+3 |
Palladium(NYME) |
Mar02 |
020107 |
426.00 |
428.00 |
420.00 |
424.00 |
-1.50 |
12 |
1,247 |
+20 |
Jun02 |
020107 |
424.00 |
424.00 |
424.00 |
424.00 |
+114.00 |
120 |
770 |
|
Sep02 |
020107 |
422.00 |
422.00 |
422.00 |
422.00 |
-1.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
12 |
1,257 |
+20 |
Copper(CMX) |
Mar02 |
020107 |
68.80 |
71.50 |
68.70 |
71.50 |
+4.05 |
5,454 |
41,546 |
+284 |
May02 |
020107 |
69.50 |
72.10 |
69.40 |
72.05 |
+4.00 |
37 |
5,473 |
-9 |
Jul02 |
020107 |
70.10 |
72.60 |
69.90 |
72.60 |
+3.95 |
54 |
6,789 |
-4 |
Sep02 |
020107 |
72.20 |
73.15 |
72.20 |
73.15 |
+3.90 |
23 |
3,699 |
+10 |
Dec02 |
020107 |
71.50 |
73.95 |
71.50 |
73.95 |
+3.90 |
64 |
5,479 |
-357 |
Total Volume and Open Interest |
5,948 |
74,019 |
-134 |
DJIA Index(CBOT) |
Mar02 |
020107 |
10267 |
10300 |
10181 |
10198 |
-71 |
15,390 |
20,245 |
+75 |
Jun02 |
020107 |
10275 |
10300 |
10200 |
10209 |
-71 |
55 |
437 |
+16 |
Sep02 |
020107 |
10227 |
10227 |
10227 |
10227 |
-71 |
0 |
75 |
+0 |
Dec02 |
020107 |
10257 |
10257 |
10257 |
10257 |
-71 |
0 |
110 |
+0 |
Total Volume and Open Interest |
15,445 |
20,867 |
+91 |
S & P 500(CME) |
Mar02 |
020107 |
1175.00 |
1178.50 |
1164.10 |
1166.80 |
-8.50 |
65,376 |
474,345 |
+2,322 |
Jun02 |
020107 |
1177.50 |
1177.50 |
1169.00 |
1169.30 |
-8.70 |
4,876 |
15,346 |
+2,264 |
Sep02 |
020107 |
1179.00 |
1179.00 |
1172.50 |
1172.50 |
-9.10 |
4,070 |
5,789 |
+3,710 |
Dec02 |
020107 |
1177.50 |
1177.50 |
1177.50 |
1177.50 |
-9.10 |
0 |
1,597 |
+0 |
Total Volume and Open Interest |
74,322 |
497,219 |
+8,296 |
S & P 500 E-Mini(Globex) |
Mar02 |
020107 |
1173.25 |
1178.50 |
1163.75 |
1166.75 |
-8.50 |
217,254 |
72,023 |
+5,784 |
Jun02 |
020107 |
1169.25 |
1169.25 |
1169.25 |
1169.25 |
-8.75 |
6 |
12 |
+5 |
Total Volume and Open Interest |
217,260 |
72,035 |
+5,789 |
NASDAQ 100(CME) |
Mar02 |
020107 |
1699.00 |
1700.00 |
1652.00 |
1661.50 |
-17.50 |
13,687 |
49,572 |
+822 |
Jun02 |
020107 |
1669.50 |
1669.50 |
1669.50 |
1669.50 |
-17.50 |
0 |
6 |
+0 |
Sep02 |
020107 |
1677.50 |
1677.50 |
1677.50 |
1677.50 |
-17.50 |
|
|
|
Total Volume and Open Interest |
13,687 |
49,578 |
+822 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar02 |
020107 |
1676.5 |
1702.0 |
1651.5 |
1661.5 |
-17.5 |
158,205 |
60,878 |
+3,990 |
Jun02 |
020107 |
1669.5 |
1669.5 |
1669.5 |
1669.5 |
-17.5 |
1 |
2 |
+0 |
Total Volume and Open Interest |
158,206 |
60,880 |
+3,990 |
NYSE Composite(NYBOT) |
Mar02 |
020107 |
596.75 |
597.75 |
592.75 |
592.75 |
-5.20 |
231 |
3,207 |
-20 |
Jun02 |
020107 |
592.95 |
592.95 |
592.95 |
592.95 |
-5.20 |
0 |
420 |
+0 |
Sep02 |
020107 |
593.15 |
593.15 |
593.15 |
593.15 |
-5.20 |
0 |
200 |
+0 |
Total Volume and Open Interest |
231 |
3,827 |
-20 |
S & P Midcap 400(CME) |
Mar02 |
020107 |
519.50 |
520.50 |
513.00 |
513.65 |
-5.35 |
1,038 |
13,999 |
-91 |
Jun02 |
020107 |
514.65 |
514.65 |
514.65 |
514.65 |
-5.35 |
|
|
|
Sep02 |
020107 |
518.65 |
518.65 |
518.65 |
518.65 |
-5.35 |
|
|
|
Total Volume and Open Interest |
1,038 |
13,999 |
-91 |
Russell 2000(CME) |
Mar02 |
020107 |
501.50 |
503.00 |
493.50 |
493.55 |
-7.45 |
2,761 |
27,989 |
+60 |
Jun02 |
020107 |
494.55 |
494.55 |
494.55 |
494.55 |
-7.45 |
0 |
5 |
+0 |
Sep02 |
020107 |
496.55 |
496.55 |
496.55 |
496.55 |
-7.45 |
|
|
|
Total Volume and Open Interest |
2,761 |
27,994 |
+60 |
Value Line(KCBT) |
Mar02 |
020107 |
1282.00 |
1287.00 |
1268.00 |
1268.00 |
-12.00 |
46 |
330 |
-15 |
Total Volume and Open Interest |
46 |
330 |
-15 |
Nikkei 225(CME) |
Mar02 |
020107 |
10870 |
10940 |
10785 |
10825 |
-130 |
1,851 |
14,110 |
+391 |
Jun02 |
020107 |
10825 |
10825 |
10825 |
10825 |
-125 |
0 |
34 |
+0 |
Total Volume and Open Interest |
1,851 |
14,144 |
+391 |
Nikkei 225(SIMEX) |
Mar02 |
020107 |
10890 |
10995 |
10810 |
10855 |
+45 |
12,673 |
77,232 |
+3,645 |
Jun02 |
020107 |
10810 |
10810 |
10810 |
10810 |
+45 |
0 |
24 |
+0 |
Sep02 |
020107 |
10815 |
10815 |
10815 |
10815 |
+45 |
|
|
|
Total Volume and Open Interest |
12,673 |
77,256 |
+3,645 |
CAC 40(MATIF) |
Jan02 |
020107 |
4696.0 |
4718.5 |
4615.0 |
4627.0 |
-66.5 |
55,965 |
403,830 |
+16,122 |
Feb02 |
020107 |
4685.0 |
4700.0 |
4638.5 |
4638.5 |
-66.0 |
4,069 |
10,501 |
+4,039 |
Mar02 |
020107 |
4702.0 |
4713.0 |
4649.0 |
4650.0 |
-66.5 |
1,818 |
102,905 |
+1,148 |
Total Volume and Open Interest |
61,896 |
565,417 |
+21,313 |
DAX Index(EUREX) |
Mar02 |
020107 |
5330.0 |
5381.0 |
5252.0 |
5259.0 |
-71.0 |
47,093 |
119,222 |
+578 |
Jun02 |
020107 |
5390.5 |
5423.0 |
5304.0 |
5304.0 |
-72.0 |
287 |
5,669 |
-103 |
Sep02 |
020107 |
5403.5 |
5443.0 |
5348.0 |
5348.0 |
-70.5 |
1 |
107 |
-1 |
Total Volume and Open Interest |
47,381 |
124,998 |
+474 |
FT-SE 100(LIFFE) |
Mar02 |
020107 |
5325.50 |
5359.00 |
5282.00 |
5301.00 |
-25.00 |
29,730 |
340,772 |
+2,745 |
Jun02 |
020107 |
5353.00 |
5361.50 |
5309.50 |
5315.50 |
-25.00 |
173 |
25,550 |
+1 |
Sep02 |
020107 |
5371.50 |
5371.50 |
5330.50 |
5339.00 |
-24.00 |
500 |
666 |
+500 |
Total Volume and Open Interest |
30,403 |
366,988 |
+3,246 |
SPI 200(SFE) |
Mar02 |
020107 |
3454.0 |
3464.0 |
3441.0 |
3463.0 |
+19.0 |
5,352 |
118,906 |
-1,637 |
Jun02 |
020107 |
3467.0 |
3473.0 |
3462.0 |
3473.0 |
+16.0 |
30 |
1,612 |
+26 |
Sep02 |
020107 |
3487.0 |
3487.0 |
3487.0 |
3487.0 |
+16.0 |
0 |
404 |
+0 |
Total Volume and Open Interest |
5,382 |
120,968 |
-1,611 |
GSCI(CME) |
Jan02 |
020107 |
175.50 |
177.00 |
175.10 |
175.30 |
+0.05 |
16 |
20,109 |
+6 |
Feb02 |
020107 |
177.10 |
178.60 |
177.10 |
177.30 |
+0.30 |
155 |
195 |
+77 |
Mar02 |
020107 |
178.50 |
178.50 |
178.50 |
178.50 |
+0.70 |
|
|
|
Total Volume and Open Interest |
171 |
20,304 |
+83 |
Bridge CRB Index(NYBOT) |
Feb02 |
020107 |
193.50 |
195.25 |
193.50 |
194.60 |
+1.30 |
14 |
219 |
+0 |
Apr02 |
020107 |
194.60 |
195.10 |
194.60 |
195.10 |
+0.80 |
0 |
62 |
+0 |
Jun02 |
020107 |
197.00 |
197.10 |
197.00 |
197.10 |
+0.80 |
0 |
10 |
+0 |
Total Volume and Open Interest |
29 |
385 |
-8 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|