 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed January 16, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar02 |
020116 |
445.50 |
453.25 |
444.00 |
452.50 |
+6.50 |
32,213 |
69,221 |
-1,185 |
May02 |
020116 |
450.00 |
458.00 |
448.50 |
457.75 |
+7.25 |
6,579 |
41,209 |
+573 |
Jul02 |
020116 |
454.25 |
462.50 |
453.50 |
461.75 |
+6.75 |
5,498 |
28,788 |
-93 |
Aug02 |
020116 |
454.50 |
461.75 |
454.00 |
461.00 |
+7.00 |
343 |
2,435 |
+204 |
Sep02 |
020116 |
454.50 |
460.50 |
454.50 |
460.50 |
+6.00 |
20 |
575 |
+4 |
Nov02 |
020116 |
457.00 |
464.50 |
456.00 |
464.00 |
+6.25 |
2,907 |
11,187 |
+927 |
Jan03 |
020116 |
463.00 |
470.00 |
463.00 |
470.00 |
+6.50 |
332 |
303 |
+276 |
Total Volume and Open Interest |
47,987 |
153,854 |
+736 |
Soybean Meal(CBOT) |
Mar02 |
020116 |
157.50 |
162.90 |
157.10 |
162.70 |
+4.80 |
18,065 |
45,840 |
+1,138 |
May02 |
020116 |
153.50 |
158.00 |
153.20 |
157.90 |
+4.00 |
7,715 |
33,686 |
+1,366 |
Jul02 |
020116 |
153.30 |
157.20 |
152.70 |
157.00 |
+3.60 |
5,518 |
31,143 |
-1,456 |
Aug02 |
020116 |
152.80 |
156.00 |
152.20 |
156.00 |
+3.30 |
1,602 |
9,453 |
+513 |
Sep02 |
020116 |
152.50 |
155.70 |
151.50 |
155.70 |
+3.20 |
449 |
8,152 |
+84 |
Oct02 |
020116 |
151.20 |
154.00 |
150.50 |
154.00 |
+3.80 |
66 |
4,740 |
-28 |
Dec02 |
020116 |
152.10 |
155.30 |
151.40 |
155.00 |
+2.70 |
2,338 |
11,471 |
+781 |
Jan03 |
020116 |
153.00 |
155.00 |
152.00 |
154.70 |
+2.30 |
341 |
652 |
+286 |
Total Volume and Open Interest |
36,094 |
145,336 |
+2,684 |
Soybean Oil(CBOT) |
Mar02 |
020116 |
15.61 |
15.76 |
15.53 |
15.55 |
-0.03 |
12,290 |
62,012 |
+616 |
May02 |
020116 |
15.82 |
15.97 |
15.75 |
15.76 |
-0.04 |
4,394 |
33,533 |
+839 |
Jul02 |
020116 |
15.98 |
16.20 |
15.98 |
15.99 |
+0.01 |
1,979 |
23,824 |
+508 |
Aug02 |
020116 |
16.17 |
16.29 |
16.10 |
16.10 |
+0.03 |
189 |
6,977 |
-66 |
Sep02 |
020116 |
16.30 |
16.42 |
16.20 |
16.20 |
+0.03 |
249 |
3,795 |
-30 |
Oct02 |
020116 |
16.42 |
16.53 |
16.30 |
16.30 |
+0.01 |
8 |
2,221 |
+7 |
Dec02 |
020116 |
16.75 |
16.75 |
16.57 |
16.58 |
+0.03 |
1,265 |
7,369 |
+299 |
Jan03 |
020116 |
17.05 |
17.05 |
16.81 |
16.81 |
+0.06 |
261 |
424 |
+234 |
Total Volume and Open Interest |
20,635 |
142,812 |
+2,194 |
Canola(WCE) |
Jan02 |
020116 |
341.0 |
343.5 |
340.9 |
343.5 |
+2.5 |
10 |
101 |
-5 |
Mar02 |
020116 |
341.5 |
344.5 |
341.5 |
344.1 |
+2.9 |
5,566 |
28,849 |
+337 |
May02 |
020116 |
342.0 |
344.0 |
342.0 |
343.4 |
+2.2 |
2,961 |
14,033 |
+2,253 |
Jul02 |
020116 |
341.5 |
343.5 |
341.1 |
343.2 |
+2.5 |
993 |
8,117 |
+532 |
Sep02 |
020116 |
328.8 |
328.8 |
328.8 |
328.8 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,147 |
59,234 |
+3,418 |
Corn(CBOT) |
Mar02 |
020116 |
213.00 |
215.00 |
212.00 |
214.75 |
+2.00 |
34,503 |
252,206 |
-3,506 |
May02 |
020116 |
220.00 |
222.00 |
219.00 |
221.75 |
+2.00 |
5,376 |
79,783 |
+831 |
Jul02 |
020116 |
226.75 |
228.50 |
225.75 |
228.25 |
+2.00 |
3,223 |
57,091 |
-258 |
Sep02 |
020116 |
232.25 |
233.75 |
231.75 |
233.50 |
+1.75 |
434 |
17,534 |
-2 |
Dec02 |
020116 |
240.50 |
242.00 |
239.50 |
241.75 |
+1.50 |
3,652 |
45,329 |
+323 |
Mar03 |
020116 |
248.00 |
249.50 |
247.25 |
249.50 |
+1.25 |
374 |
3,480 |
+127 |
Total Volume and Open Interest |
47,769 |
459,614 |
-2,351 |
Wheat(CBOT) |
Mar02 |
020116 |
298.00 |
304.00 |
298.00 |
303.50 |
+1.50 |
19,726 |
84,541 |
-852 |
May02 |
020116 |
298.50 |
303.25 |
297.75 |
302.00 |
+0.75 |
2,202 |
10,352 |
+121 |
Jul02 |
020116 |
298.00 |
302.00 |
297.25 |
301.75 |
+1.50 |
4,956 |
21,049 |
+143 |
Sep02 |
020116 |
302.50 |
305.00 |
301.00 |
304.00 |
+0.25 |
374 |
3,413 |
+231 |
Dec02 |
020116 |
311.00 |
314.00 |
310.00 |
313.50 |
-0.50 |
211 |
4,871 |
+15 |
Total Volume and Open Interest |
27,511 |
124,478 |
-335 |
Wheat(KCBT) |
Mar02 |
020116 |
291.00 |
294.00 |
290.00 |
293.75 |
+1.00 |
4,612 |
46,232 |
-1,299 |
May02 |
020116 |
296.00 |
299.50 |
296.00 |
298.50 |
-0.25 |
664 |
10,632 |
+31 |
Jul02 |
020116 |
303.00 |
306.00 |
302.25 |
305.25 |
+0.25 |
908 |
11,947 |
+88 |
Sep02 |
020116 |
310.00 |
311.50 |
310.00 |
311.50 |
-1.00 |
81 |
2,144 |
+34 |
Dec02 |
020116 |
320.00 |
323.00 |
320.00 |
322.50 |
unch |
237 |
3,355 |
-155 |
Total Volume and Open Interest |
6,502 |
74,361 |
-1,301 |
Wheat(MGE) |
Mar02 |
020116 |
304.00 |
305.75 |
303.50 |
305.50 |
unch |
965 |
16,014 |
-19 |
May02 |
020116 |
312.50 |
313.50 |
311.50 |
313.50 |
unch |
128 |
3,537 |
+4 |
Jul02 |
020116 |
317.50 |
319.75 |
317.50 |
319.75 |
+0.25 |
485 |
2,349 |
-76 |
Sep02 |
020116 |
324.75 |
325.00 |
324.75 |
325.00 |
-0.75 |
94 |
1,053 |
+10 |
Dec02 |
020116 |
334.00 |
334.00 |
333.50 |
334.00 |
-0.50 |
11 |
721 |
-3 |
Total Volume and Open Interest |
1,687 |
23,718 |
-80 |
Oats(CBOT) |
Mar02 |
020116 |
189.00 |
191.00 |
189.00 |
190.00 |
+0.25 |
1,167 |
6,737 |
+49 |
May02 |
020116 |
174.75 |
175.50 |
173.75 |
173.75 |
-0.75 |
149 |
2,853 |
+27 |
Jul02 |
020116 |
158.25 |
159.50 |
158.00 |
158.50 |
-0.50 |
23 |
1,446 |
+4 |
Sep02 |
020116 |
140.00 |
140.00 |
139.50 |
139.50 |
-0.50 |
6 |
45 |
+3 |
Total Volume and Open Interest |
1,372 |
12,584 |
+96 |
Rough Rice(CBOT) |
Jan02 |
020116 |
3.75 |
3.75 |
3.73 |
3.73 |
+0.03 |
0 |
49 |
+0 |
Mar02 |
020116 |
3.85 |
3.92 |
3.83 |
3.87 |
+0.03 |
285 |
4,390 |
+42 |
May02 |
020116 |
4.07 |
4.14 |
4.05 |
4.08 |
+0.03 |
22 |
1,003 |
+17 |
Jul02 |
020116 |
4.27 |
4.29 |
4.27 |
4.29 |
+0.03 |
0 |
531 |
+0 |
Total Volume and Open Interest |
318 |
6,371 |
+62 |
Live Cattle(CME) |
Feb02 |
020116 |
71.700 |
71.700 |
71.050 |
71.125 |
-0.525 |
11,400 |
36,385 |
-2,002 |
Apr02 |
020116 |
74.650 |
74.650 |
74.050 |
74.100 |
-0.550 |
5,631 |
29,447 |
+1,291 |
Jun02 |
020116 |
70.500 |
70.550 |
70.100 |
70.175 |
-0.300 |
3,713 |
14,694 |
-568 |
Aug02 |
020116 |
70.450 |
70.450 |
70.025 |
70.100 |
-0.400 |
892 |
9,611 |
-113 |
Oct02 |
020116 |
72.500 |
72.500 |
71.950 |
72.150 |
-0.425 |
278 |
3,000 |
+102 |
Dec02 |
020116 |
72.650 |
72.650 |
72.300 |
72.300 |
-0.400 |
69 |
939 |
+11 |
Total Volume and Open Interest |
21,984 |
94,100 |
-1,278 |
Feeder Cattle(CME) |
Jan02 |
020116 |
84.000 |
84.000 |
83.350 |
83.375 |
-0.625 |
1,047 |
2,685 |
-456 |
Mar02 |
020116 |
84.400 |
84.400 |
83.525 |
83.700 |
-0.625 |
1,226 |
6,896 |
-60 |
Apr02 |
020116 |
83.925 |
83.950 |
83.350 |
83.375 |
-0.400 |
555 |
2,457 |
-88 |
May02 |
020116 |
83.725 |
83.725 |
83.200 |
83.350 |
-0.375 |
297 |
2,061 |
-68 |
Aug02 |
020116 |
84.900 |
84.900 |
84.500 |
84.650 |
-0.250 |
77 |
981 |
+18 |
Sep02 |
020116 |
84.400 |
84.450 |
84.300 |
84.450 |
-0.400 |
10 |
147 |
+6 |
Oct02 |
020116 |
84.400 |
84.400 |
84.250 |
84.400 |
-0.400 |
1 |
91 |
+0 |
Total Volume and Open Interest |
3,220 |
15,363 |
-641 |
Lean Hogs(CME) |
Feb02 |
020116 |
56.350 |
56.775 |
55.900 |
56.225 |
unch |
4,091 |
10,846 |
-132 |
Apr02 |
020116 |
61.400 |
61.550 |
60.900 |
60.950 |
-0.375 |
3,110 |
10,855 |
+1,058 |
May02 |
020116 |
66.000 |
66.400 |
65.800 |
66.100 |
+0.225 |
125 |
1,592 |
+42 |
Jun02 |
020116 |
66.250 |
66.850 |
66.050 |
66.375 |
+0.075 |
467 |
2,781 |
+171 |
Jul02 |
020116 |
62.975 |
63.250 |
62.800 |
63.100 |
+0.125 |
105 |
1,021 |
+0 |
Aug02 |
020116 |
60.600 |
61.125 |
60.400 |
60.800 |
-0.050 |
34 |
656 |
+21 |
Oct02 |
020116 |
52.350 |
52.400 |
52.150 |
52.300 |
unch |
22 |
525 |
-2 |
Dec02 |
020116 |
50.650 |
50.650 |
50.500 |
50.600 |
unch |
0 |
273 |
+0 |
Total Volume and Open Interest |
7,959 |
28,557 |
+1,162 |
Pork Bellies(CME) |
Feb02 |
020116 |
76.350 |
76.950 |
75.300 |
75.525 |
+0.975 |
419 |
1,631 |
-101 |
Mar02 |
020116 |
76.100 |
77.450 |
75.350 |
75.550 |
+0.700 |
56 |
421 |
+19 |
May02 |
020116 |
77.850 |
78.050 |
77.000 |
77.050 |
+1.000 |
12 |
282 |
+4 |
Jul02 |
020116 |
78.650 |
78.650 |
77.500 |
77.500 |
+0.675 |
10 |
52 |
-4 |
Aug02 |
020116 |
75.750 |
75.750 |
75.750 |
75.750 |
+0.450 |
0 |
13 |
+0 |
Total Volume and Open Interest |
497 |
2,399 |
-82 |
Cocoa(NYBOT) |
Mar02 |
020116 |
1333 |
1344 |
1302 |
1337 |
+29 |
6,584 |
29,703 |
-1,753 |
May02 |
020116 |
1323 |
1332 |
1294 |
1327 |
+29 |
2,577 |
16,137 |
+0 |
Jul02 |
020116 |
1305 |
1319 |
1284 |
1313 |
+29 |
957 |
11,240 |
-12 |
Sep02 |
020116 |
1296 |
1296 |
1263 |
1296 |
+32 |
246 |
6,545 |
-35 |
Dec02 |
020116 |
1235 |
1235 |
1213 |
1232 |
+28 |
202 |
10,196 |
+91 |
Mar03 |
020116 |
1175 |
1182 |
1160 |
1182 |
+29 |
353 |
9,672 |
+85 |
May03 |
020116 |
1167 |
1167 |
1167 |
1167 |
+19 |
1,650 |
4,074 |
+879 |
Total Volume and Open Interest |
12,723 |
96,306 |
-666 |
Coffee "C"(NYBOT) |
Mar02 |
020116 |
49.50 |
49.80 |
48.80 |
49.25 |
-1.00 |
6,357 |
31,510 |
-729 |
May02 |
020116 |
51.50 |
51.90 |
51.00 |
51.45 |
-0.95 |
2,129 |
10,308 |
+220 |
Jul02 |
020116 |
53.50 |
54.00 |
53.00 |
53.65 |
-0.95 |
232 |
6,182 |
-7 |
Sep02 |
020116 |
55.50 |
55.80 |
55.35 |
55.65 |
-0.80 |
366 |
4,155 |
+41 |
Dec02 |
020116 |
57.50 |
58.15 |
57.50 |
58.15 |
-0.60 |
115 |
3,620 |
+29 |
Mar03 |
020116 |
60.50 |
61.25 |
60.50 |
60.90 |
-0.45 |
35 |
1,286 |
+19 |
Total Volume and Open Interest |
9,237 |
57,104 |
-427 |
Orange Juice(NYBOT) |
Mar02 |
020116 |
88.25 |
88.35 |
87.50 |
87.55 |
-1.20 |
1,085 |
11,628 |
-116 |
May02 |
020116 |
89.50 |
89.50 |
88.75 |
88.75 |
-1.20 |
69 |
1,647 |
+26 |
Jul02 |
020116 |
91.00 |
91.00 |
89.95 |
89.95 |
-1.00 |
25 |
254 |
+8 |
Sep02 |
020116 |
90.60 |
90.65 |
90.60 |
90.65 |
-0.65 |
5 |
144 |
-2 |
Nov02 |
020116 |
91.00 |
91.15 |
91.00 |
91.15 |
-0.50 |
0 |
1,401 |
+0 |
Total Volume and Open Interest |
1,184 |
15,186 |
-84 |
Sugar #11(NYBOT) |
Mar02 |
020116 |
7.83 |
7.97 |
7.83 |
7.86 |
+0.03 |
16,155 |
80,088 |
-1,496 |
May02 |
020116 |
7.06 |
7.12 |
7.03 |
7.03 |
+0.02 |
5,694 |
32,081 |
+487 |
Jul02 |
020116 |
6.45 |
6.49 |
6.42 |
6.43 |
+0.02 |
4,422 |
32,499 |
+501 |
Oct02 |
020116 |
6.42 |
6.45 |
6.39 |
6.39 |
+0.02 |
3,065 |
21,016 |
+405 |
Mar03 |
020116 |
6.57 |
6.60 |
6.56 |
6.56 |
+0.02 |
964 |
9,143 |
+497 |
Total Volume and Open Interest |
30,326 |
183,466 |
+405 |
London Cocoa(LCE) |
Mar02 |
020116 |
981 |
1010 |
976 |
1000 |
+19 |
8,430 |
54,481 |
+72 |
May02 |
020116 |
990 |
1016 |
987 |
1009 |
+19 |
1,978 |
34,294 |
+92 |
Jul02 |
020116 |
1000 |
1024 |
999 |
1018 |
+18 |
1,324 |
33,138 |
+692 |
Sep02 |
020116 |
992 |
1013 |
992 |
1008 |
+15 |
333 |
14,090 |
-89 |
Dec02 |
020116 |
950 |
958 |
939 |
958 |
+15 |
323 |
9,991 |
+124 |
Mar03 |
020116 |
910 |
915 |
900 |
913 |
+13 |
1,088 |
12,122 |
+543 |
May03 |
020116 |
914 |
914 |
907 |
913 |
+13 |
40 |
998 |
+22 |
Total Volume and Open Interest |
13,516 |
159,271 |
+1,456 |
London Coffee(LCE) |
Jan02 |
020116 |
370.00 |
370.00 |
366.00 |
369.00 |
-1.00 |
251 |
1,505 |
-158 |
Mar02 |
020116 |
384.00 |
385.00 |
380.00 |
383.00 |
-3.00 |
1,505 |
44,839 |
-378 |
May02 |
020116 |
396.00 |
396.00 |
393.00 |
395.00 |
-2.00 |
782 |
24,902 |
+98 |
Jul02 |
020116 |
410.00 |
410.00 |
406.00 |
409.00 |
-2.00 |
536 |
19,555 |
+187 |
Sep02 |
020116 |
420.00 |
422.00 |
419.00 |
422.00 |
-2.00 |
160 |
14,407 |
+31 |
Nov02 |
020116 |
434.00 |
435.00 |
432.00 |
433.00 |
-2.00 |
137 |
6,342 |
-49 |
Total Volume and Open Interest |
3,424 |
112,480 |
-232 |
London Sugar(LCE) |
Mar02 |
020116 |
252.30 |
254.00 |
250.00 |
250.40 |
-2.80 |
1,595 |
19,249 |
-180 |
May02 |
020116 |
233.00 |
235.20 |
232.50 |
233.40 |
-0.30 |
446 |
10,446 |
-119 |
Aug02 |
020116 |
212.00 |
214.50 |
212.00 |
212.40 |
-0.40 |
924 |
12,151 |
+143 |
Oct02 |
020116 |
195.00 |
196.20 |
194.90 |
194.90 |
-0.80 |
165 |
6,039 |
-21 |
Dec02 |
020116 |
191.40 |
191.90 |
190.80 |
190.80 |
-0.80 |
11 |
1,739 |
-10 |
Total Volume and Open Interest |
3,156 |
51,114 |
-187 |
Cotton(NYBOT) |
Mar02 |
020116 |
37.50 |
38.00 |
37.40 |
37.68 |
+0.34 |
4,418 |
29,252 |
-126 |
May02 |
020116 |
39.20 |
39.49 |
38.84 |
39.11 |
+0.27 |
528 |
12,234 |
-137 |
Jul02 |
020116 |
40.60 |
40.80 |
40.35 |
40.60 |
+0.37 |
467 |
11,099 |
+143 |
Oct02 |
020116 |
42.70 |
42.80 |
42.55 |
42.55 |
+0.40 |
13 |
451 |
+0 |
Dec02 |
020116 |
43.65 |
44.05 |
43.55 |
43.71 |
+0.40 |
372 |
7,603 |
+105 |
Mar03 |
020116 |
45.20 |
45.20 |
45.20 |
45.20 |
+0.35 |
9 |
1,043 |
+6 |
Total Volume and Open Interest |
5,833 |
63,328 |
-32 |
Lumber(CME) |
Mar02 |
020116 |
258.0 |
265.5 |
256.0 |
262.0 |
+6.4 |
511 |
1,670 |
+14 |
May02 |
020116 |
265.7 |
270.9 |
265.0 |
267.2 |
+3.7 |
141 |
359 |
+10 |
Jul02 |
020116 |
272.5 |
275.0 |
272.5 |
274.6 |
+3.1 |
13 |
51 |
+2 |
Sep02 |
020116 |
279.3 |
279.3 |
275.1 |
275.1 |
-4.9 |
0 |
2 |
+0 |
Total Volume and Open Interest |
744 |
2,124 |
-22 |
Crude Oil(NYM) |
Feb02 |
020116 |
18.39 |
18.99 |
18.30 |
18.86 |
-0.04 |
72,231 |
74,491 |
-12,078 |
Mar02 |
020116 |
18.96 |
19.60 |
18.94 |
19.48 |
+0.04 |
65,132 |
109,060 |
+14,777 |
Apr02 |
020116 |
19.30 |
19.90 |
19.30 |
19.84 |
+0.10 |
20,691 |
49,214 |
+3,007 |
May02 |
020116 |
19.50 |
20.05 |
19.50 |
20.05 |
+0.14 |
10,829 |
29,156 |
+1,129 |
Jun02 |
020116 |
19.70 |
20.20 |
19.65 |
20.20 |
+0.17 |
10,232 |
31,700 |
-501 |
Jul02 |
020116 |
19.80 |
20.24 |
19.80 |
20.24 |
+0.19 |
2,595 |
15,271 |
-119 |
Aug02 |
020116 |
19.80 |
20.27 |
19.80 |
20.27 |
+0.20 |
1,491 |
15,040 |
+474 |
Sep02 |
020116 |
20.12 |
20.35 |
20.12 |
20.31 |
+0.21 |
979 |
13,921 |
+1 |
Oct02 |
020116 |
20.15 |
20.35 |
20.15 |
20.35 |
+0.22 |
250 |
10,813 |
+12 |
Nov02 |
020116 |
20.00 |
20.39 |
19.95 |
20.39 |
+0.24 |
258 |
8,478 |
+44 |
Total Volume and Open Interest |
190,640 |
463,261 |
+5,960 |
Heating Oil(NYM) |
Feb02 |
020116 |
51.10 |
53.50 |
51.10 |
53.21 |
+1.14 |
18,042 |
34,860 |
-1,206 |
Mar02 |
020116 |
51.90 |
53.75 |
51.90 |
53.56 |
+0.88 |
12,363 |
39,413 |
+1,921 |
Apr02 |
020116 |
52.60 |
53.70 |
52.60 |
53.66 |
+0.73 |
2,585 |
22,971 |
+99 |
May02 |
020116 |
52.30 |
53.66 |
52.30 |
53.66 |
+0.63 |
1,556 |
9,822 |
-299 |
Jun02 |
020116 |
52.85 |
54.50 |
52.85 |
54.11 |
+0.63 |
2,686 |
15,021 |
+184 |
Jul02 |
020116 |
54.40 |
55.10 |
54.40 |
54.66 |
+0.63 |
822 |
6,893 |
-78 |
Aug02 |
020116 |
54.90 |
55.40 |
54.60 |
55.36 |
+0.63 |
706 |
6,839 |
+148 |
Sep02 |
020116 |
55.75 |
56.25 |
55.25 |
56.21 |
+0.63 |
443 |
6,195 |
+98 |
Oct02 |
020116 |
56.30 |
57.11 |
56.30 |
57.11 |
+0.63 |
168 |
3,252 |
+6 |
Nov02 |
020116 |
57.00 |
57.91 |
57.00 |
57.91 |
+0.63 |
19 |
3,504 |
+9 |
Total Volume and Open Interest |
40,938 |
166,056 |
+1,078 |
Unleaded Gas(NYM) |
Feb02 |
020116 |
53.90 |
56.10 |
53.70 |
55.85 |
+0.65 |
16,861 |
31,317 |
-1,610 |
Mar02 |
020116 |
55.45 |
57.40 |
55.30 |
57.21 |
+0.56 |
8,746 |
27,788 |
+678 |
Apr02 |
020116 |
62.30 |
64.06 |
62.25 |
64.06 |
+0.56 |
2,878 |
23,513 |
+338 |
May02 |
020116 |
62.80 |
64.78 |
62.80 |
64.78 |
+0.61 |
2,134 |
16,554 |
+655 |
Jun02 |
020116 |
63.10 |
64.98 |
63.10 |
64.98 |
+0.63 |
1,176 |
12,125 |
+111 |
Jul02 |
020116 |
63.70 |
64.48 |
63.70 |
64.48 |
+0.65 |
513 |
9,308 |
-253 |
Aug02 |
020116 |
62.00 |
63.33 |
62.00 |
63.33 |
+0.65 |
497 |
9,943 |
+257 |
Sep02 |
020116 |
60.25 |
61.58 |
60.25 |
61.58 |
+0.65 |
603 |
9,267 |
+181 |
Total Volume and Open Interest |
33,445 |
141,187 |
+361 |
Natural Gas(NYM) |
Feb02 |
020116 |
2.345 |
2.400 |
2.300 |
2.394 |
+0.103 |
32,364 |
61,184 |
-3,525 |
Mar02 |
020116 |
2.320 |
2.375 |
2.280 |
2.363 |
+0.090 |
13,993 |
52,431 |
-26 |
Apr02 |
020116 |
2.350 |
2.400 |
2.320 |
2.383 |
+0.080 |
5,770 |
37,717 |
-409 |
May02 |
020116 |
2.410 |
2.470 |
2.380 |
2.446 |
+0.078 |
1,972 |
29,668 |
+406 |
Jun02 |
020116 |
2.460 |
2.525 |
2.440 |
2.506 |
+0.078 |
1,601 |
26,384 |
+132 |
Jul02 |
020116 |
2.530 |
2.585 |
2.510 |
2.566 |
+0.073 |
3,826 |
20,028 |
-785 |
Aug02 |
020116 |
2.580 |
2.606 |
2.550 |
2.606 |
+0.068 |
2,476 |
17,489 |
+509 |
Sep02 |
020116 |
2.555 |
2.599 |
2.550 |
2.599 |
+0.063 |
609 |
16,108 |
-200 |
Total Volume and Open Interest |
78,218 |
454,763 |
-2,158 |
Brent Crude Oil(IPE) |
Feb02 |
020116 |
19.32 |
19.44 |
18.94 |
19.36 |
-0.34 |
14,395 |
22,519 |
-7,405 |
Mar02 |
020116 |
18.55 |
19.10 |
18.30 |
19.03 |
+0.05 |
41,739 |
70,601 |
+2,013 |
Apr02 |
020116 |
18.68 |
19.34 |
18.50 |
19.26 |
+0.10 |
8,827 |
45,375 |
+2,669 |
May02 |
020116 |
18.83 |
19.39 |
18.71 |
19.39 |
+0.17 |
5,025 |
20,344 |
-155 |
Jun02 |
020116 |
18.80 |
19.41 |
18.70 |
19.41 |
+0.18 |
5,945 |
30,394 |
+288 |
Jul02 |
020116 |
18.84 |
19.46 |
18.84 |
19.46 |
+0.21 |
495 |
11,017 |
-132 |
Aug02 |
020116 |
18.87 |
19.51 |
18.87 |
19.51 |
+0.24 |
202 |
6,843 |
+155 |
Sep02 |
020116 |
18.90 |
19.56 |
18.90 |
19.56 |
+0.25 |
155 |
5,752 |
-115 |
Total Volume and Open Interest |
79,188 |
262,257 |
-2,775 |
Gas Oil(IPE) |
Feb02 |
020116 |
157.00 |
160.50 |
155.50 |
160.25 |
-0.75 |
13,879 |
41,824 |
-1,722 |
Mar02 |
020116 |
158.75 |
162.50 |
157.50 |
162.50 |
-0.25 |
6,287 |
23,005 |
+1,540 |
Apr02 |
020116 |
159.50 |
164.25 |
159.50 |
164.25 |
unch |
1,899 |
12,107 |
+949 |
May02 |
020116 |
164.75 |
165.50 |
164.00 |
165.50 |
-0.50 |
1,203 |
7,400 |
+626 |
Jun02 |
020116 |
164.50 |
167.25 |
164.00 |
167.25 |
-0.50 |
1,460 |
19,804 |
+575 |
Jul02 |
020116 |
169.00 |
169.00 |
169.00 |
169.00 |
-0.75 |
110 |
3,234 |
+50 |
Aug02 |
020116 |
168.50 |
170.75 |
168.00 |
170.75 |
-0.75 |
15 |
3,250 |
+5 |
Sep02 |
020116 |
170.25 |
172.50 |
170.00 |
172.50 |
-0.75 |
0 |
3,731 |
+0 |
Total Volume and Open Interest |
26,990 |
151,892 |
+2,023 |
US Dollar Index(NYBOT) |
Mar02 |
020116 |
117.85 |
118.07 |
117.78 |
117.95 |
+0.25 |
4,251 |
7,543 |
+2,807 |
Jun02 |
020116 |
118.38 |
118.55 |
118.38 |
118.51 |
+0.26 |
2 |
2,077 |
-2 |
Sep02 |
020116 |
119.02 |
119.02 |
119.02 |
119.02 |
+0.22 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4,254 |
9,625 |
+2,806 |
Australian Dollar(IMM) |
Mar02 |
020116 |
51.32 |
51.40 |
51.25 |
51.34 |
-0.31 |
1,570 |
22,214 |
+23 |
Jun02 |
020116 |
51.05 |
51.06 |
51.05 |
51.06 |
-0.31 |
1 |
450 |
+0 |
Sep02 |
020116 |
50.78 |
50.78 |
50.78 |
50.78 |
-0.31 |
|
|
|
Total Volume and Open Interest |
1,571 |
22,684 |
+23 |
British Pound(IMM) |
Mar02 |
020116 |
143.16 |
143.36 |
142.88 |
143.12 |
-0.32 |
5,558 |
25,027 |
-73 |
Jun02 |
020116 |
142.50 |
142.50 |
142.20 |
142.28 |
-0.32 |
17 |
69 |
+4 |
Sep02 |
020116 |
141.44 |
141.44 |
141.44 |
141.44 |
-0.32 |
|
|
|
Total Volume and Open Interest |
5,575 |
25,096 |
-69 |
Canadian Dollar(IMM) |
Mar02 |
020116 |
62.83 |
62.86 |
62.54 |
62.57 |
-0.36 |
12,341 |
62,297 |
+49 |
Jun02 |
020116 |
62.82 |
62.82 |
62.52 |
62.57 |
-0.36 |
114 |
3,417 |
+48 |
Sep02 |
020116 |
62.90 |
62.90 |
62.60 |
62.60 |
-0.36 |
19 |
1,014 |
+2 |
Dec02 |
020116 |
62.88 |
62.90 |
62.64 |
62.64 |
-0.36 |
10 |
722 |
-1 |
Total Volume and Open Interest |
12,484 |
67,456 |
+98 |
Japanese Yen(IMM) |
Mar02 |
020116 |
76.33 |
76.40 |
75.90 |
76.06 |
-0.33 |
22,808 |
112,096 |
-2,446 |
Jun02 |
020116 |
76.67 |
76.67 |
76.24 |
76.38 |
-0.34 |
6 |
20,640 |
+0 |
Sep02 |
020116 |
76.75 |
76.75 |
76.75 |
76.75 |
-0.35 |
0 |
31 |
+0 |
Total Volume and Open Interest |
22,814 |
133,175 |
-2,446 |
Swiss Franc(IMM) |
Mar02 |
020116 |
59.97 |
60.25 |
59.92 |
60.16 |
+0.27 |
13,534 |
34,985 |
+5,481 |
Jun02 |
020116 |
60.16 |
60.19 |
60.16 |
60.19 |
+0.27 |
7 |
144 |
+18 |
Sep02 |
020116 |
60.25 |
60.25 |
60.25 |
60.25 |
+0.27 |
|
|
|
Total Volume and Open Interest |
13,541 |
35,162 |
+5,499 |
EuroFX(IMM) |
Mar02 |
020116 |
87.90 |
88.17 |
87.88 |
88.01 |
-0.17 |
16,478 |
98,677 |
+793 |
Jun02 |
020116 |
87.60 |
87.80 |
87.57 |
87.67 |
-0.17 |
82 |
779 |
+22 |
Sep02 |
020116 |
87.30 |
87.41 |
87.30 |
87.41 |
-0.17 |
0 |
51 |
+0 |
Total Volume and Open Interest |
16,562 |
99,564 |
+817 |
Mexican Peso(IMM) |
Mar02 |
020116 |
10735.0 |
10770.0 |
10735.0 |
10757.0 |
+22.0 |
4,528 |
24,264 |
+529 |
Jun02 |
020116 |
10572.0 |
10572.0 |
10572.0 |
10572.0 |
+22.0 |
42 |
517 |
-12 |
Total Volume and Open Interest |
4,570 |
25,099 |
+485 |
30-Year T-Bonds(CBOT) |
Mar02 |
020116 |
103~29 |
104~11 |
103~11 |
103~24 |
-0~05 |
229,506 |
436,590 |
+20,367 |
Jun02 |
020116 |
103~01 |
103~05 |
102~05 |
102~17 |
-0~05 |
416 |
34,256 |
+157 |
Sep02 |
020116 |
101~14 |
101~14 |
101~14 |
101~14 |
-0~04 |
0 |
52 |
+0 |
Total Volume and Open Interest |
229,922 |
470,937 |
+20,524 |
Municipal Bonds(CBOT) |
Mar02 |
020116 |
105~01 |
105~17 |
104~25 |
105~03 |
+0~02 |
736 |
7,523 |
+5 |
Jun02 |
020116 |
104~05 |
104~05 |
104~05 |
104~05 |
+0~02 |
|
|
|
Total Volume and Open Interest |
736 |
7,523 |
+5 |
10-Year T-Notes(CBOT) |
Mar02 |
020116 |
106~310 |
107~120 |
106~235 |
106~305 |
-0~020 |
302,180 |
531,167 |
-1,361 |
Jun02 |
020116 |
105~280 |
106~010 |
105~150 |
105~205 |
-0~020 |
7,172 |
29,488 |
+3,778 |
Total Volume and Open Interest |
309,352 |
560,655 |
+2,417 |
5-Year T-Notes(CBOT) |
Mar02 |
020116 |
107~045 |
107~075 |
106~240 |
106~305 |
-0~005 |
84,000 |
496,908 |
+4,461 |
Jun02 |
020116 |
106~100 |
106~100 |
106~045 |
106~045 |
-0~010 |
2,243 |
6,705 |
+1,838 |
Total Volume and Open Interest |
86,243 |
503,613 |
+6,299 |
2 Year T-Notes(CBOT) |
Mar02 |
020116 |
105~032 |
105~036 |
105~006 |
105~013 |
-0~011 |
18,939 |
86,319 |
+6,477 |
Total Volume and Open Interest |
18,939 |
86,319 |
+6,477 |
3-Mth T-Bills(IMM) |
Mar02 |
020116 |
98.43 |
98.43 |
98.42 |
98.42 |
-0.01 |
2 |
516 |
+0 |
Total Volume and Open Interest |
2 |
516 |
+0 |
Eurodollars(IMM) |
Mar02 |
020116 |
98.240 |
98.240 |
98.160 |
98.165 |
-0.060 |
140,924 |
746,640 |
+23,715 |
Jun02 |
020116 |
98.000 |
98.005 |
97.840 |
97.855 |
-0.115 |
167,659 |
649,786 |
+10,961 |
Sep02 |
020116 |
97.560 |
97.580 |
97.415 |
97.420 |
-0.095 |
164,675 |
558,176 |
-25,502 |
Dec02 |
020116 |
96.975 |
96.985 |
96.850 |
96.855 |
-0.070 |
144,041 |
626,691 |
-3,582 |
Mar03 |
020116 |
96.335 |
96.350 |
96.215 |
96.240 |
-0.035 |
79,005 |
383,406 |
+5,441 |
Jun03 |
020116 |
95.715 |
95.755 |
95.620 |
95.650 |
-0.015 |
54,508 |
250,619 |
+4,593 |
Sep03 |
020116 |
95.265 |
95.295 |
95.175 |
95.195 |
-0.025 |
36,822 |
224,255 |
+2,013 |
Dec03 |
020116 |
94.910 |
94.935 |
94.810 |
94.835 |
-0.025 |
28,325 |
153,677 |
-112 |
Mar04 |
020116 |
94.680 |
94.715 |
94.610 |
94.620 |
-0.025 |
17,638 |
118,949 |
-5,236 |
Jun04 |
020116 |
94.500 |
94.525 |
94.400 |
94.435 |
-0.030 |
9,791 |
110,637 |
-609 |
Sep04 |
020116 |
94.375 |
94.375 |
94.250 |
94.275 |
-0.035 |
10,478 |
95,816 |
-2,458 |
Dec04 |
020116 |
94.140 |
94.170 |
94.060 |
94.080 |
-0.040 |
7,179 |
64,889 |
-1,396 |
Total Volume and Open Interest |
900,930 |
4,563,554 |
+12,610 |
3-Mth Euro-Yen(IMM) |
Mar02 |
020116 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
234 |
11,410 |
-3 |
Jun02 |
020116 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
55 |
11,495 |
+51 |
Sep02 |
020116 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
2,881 |
-3 |
Dec02 |
020116 |
99.85 |
99.85 |
99.84 |
99.84 |
unch |
50 |
1,434 |
+9 |
Mar03 |
020116 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
0 |
1,749 |
+0 |
Jun03 |
020116 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
1,158 |
+0 |
Sep03 |
020116 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
115 |
724 |
+107 |
Dec03 |
020116 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
238 |
+0 |
Mar04 |
020116 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
438 |
+0 |
Jun04 |
020116 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
129 |
+0 |
Total Volume and Open Interest |
454 |
31,700 |
+161 |
3-Mth Euro-Yen(SIMEX) |
Mar02 |
020116 |
99.87 |
99.88 |
99.87 |
99.87 |
+0.01 |
1,178 |
76,919 |
-656 |
Jun02 |
020116 |
99.88 |
99.89 |
99.88 |
99.88 |
+0.00 |
3,022 |
76,336 |
+107 |
Sep02 |
020116 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.00 |
755 |
27,843 |
-179 |
Dec02 |
020116 |
99.84 |
99.85 |
99.84 |
99.84 |
+0.00 |
7 |
15,492 |
-2 |
Mar03 |
020116 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.00 |
0 |
22,059 |
+0 |
Jun03 |
020116 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
76 |
22,922 |
+55 |
Sep03 |
020116 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
13,489 |
+300 |
Dec03 |
020116 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
3,792 |
+0 |
Total Volume and Open Interest |
5,038 |
273,820 |
-375 |
German Euro-Bund(EUREX) |
Mar02 |
020116 |
109.05 |
109.16 |
108.74 |
108.80 |
-0.18 |
719,252 |
614,189 |
-8,634 |
Jun02 |
020116 |
108.31 |
108.36 |
108.02 |
108.05 |
-0.21 |
6,746 |
7,544 |
-241 |
Sep02 |
020116 |
107.30 |
107.30 |
107.30 |
107.30 |
-0.08 |
135 |
718 |
+0 |
Total Volume and Open Interest |
726,133 |
622,451 |
-8,875 |
German Euro-Bobl(EUREX) |
Mar02 |
020116 |
107.05 |
107.20 |
106.97 |
106.99 |
-0.03 |
465,453 |
374,613 |
+6,840 |
Jun02 |
020116 |
106.34 |
106.34 |
106.22 |
106.22 |
-0.03 |
5,667 |
3,138 |
-110 |
Sep02 |
020116 |
105.91 |
105.91 |
105.91 |
105.91 |
-0.03 |
|
|
|
Total Volume and Open Interest |
471,120 |
377,751 |
+6,730 |
Long Gilt(LIFFE) |
Mar02 |
020116 |
115~09 |
115~17 |
115~04 |
115~10 |
+0~11 |
30,401 |
73,050 |
-871 |
Jun02 |
020116 |
114~14 |
114~14 |
114~14 |
114~14 |
+0~11 |
0 |
50 |
+0 |
Total Volume and Open Interest |
30,401 |
73,100 |
-871 |
3-Mth Short Sterling(LIFFE) |
Mar02 |
020116 |
95.87 |
95.91 |
95.86 |
95.89 |
+0.02 |
21,804 |
0 |
+0 |
Jun02 |
020116 |
95.58 |
95.65 |
95.57 |
95.61 |
+0.07 |
35,713 |
0 |
+0 |
Sep02 |
020116 |
95.19 |
95.30 |
95.19 |
95.25 |
+0.10 |
40,586 |
0 |
+0 |
Total Volume and Open Interest |
145,702 |
|
|
3-Mth Euribor(LIFFE) |
Mar02 |
020116 |
96.730 |
96.735 |
96.705 |
96.720 |
+0.005 |
70,246 |
541,504 |
-3,026 |
Jun02 |
020116 |
96.685 |
96.705 |
96.670 |
96.690 |
+0.010 |
92,814 |
430,030 |
+5,798 |
Sep02 |
020116 |
96.505 |
96.535 |
96.480 |
96.515 |
+0.035 |
92,192 |
297,960 |
+9,655 |
Total Volume and Open Interest |
347,160 |
1,880,887 |
-9,406 |
3-Mth Aus T-Bills(SFE) |
Mar02 |
020116 |
95.90 |
95.92 |
95.89 |
95.91 |
-0.01 |
15,396 |
155,893 |
-16,022 |
Jun02 |
020116 |
95.84 |
95.86 |
95.81 |
95.85 |
unch |
8,875 |
90,825 |
+3,187 |
Sep02 |
020116 |
95.60 |
95.64 |
95.58 |
95.63 |
-0.01 |
2,021 |
38,078 |
+1,373 |
Dec02 |
020116 |
95.26 |
95.30 |
95.26 |
95.29 |
-0.03 |
1,152 |
26,028 |
+1,244 |
Mar03 |
020116 |
94.92 |
94.95 |
94.91 |
94.95 |
-0.02 |
835 |
12,573 |
-304 |
Jun03 |
020116 |
94.60 |
94.65 |
94.60 |
94.65 |
-0.01 |
50 |
9,546 |
+50 |
Sep03 |
020116 |
94.41 |
94.42 |
94.41 |
94.42 |
-0.01 |
50 |
9,471 |
+50 |
Dec03 |
020116 |
94.26 |
94.27 |
94.26 |
94.27 |
-0.01 |
175 |
5,277 |
+175 |
Mar04 |
020116 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.02 |
215 |
2,678 |
-277 |
Jun04 |
020116 |
94.12 |
94.12 |
94.12 |
94.12 |
-0.03 |
10 |
1,675 |
+10 |
Total Volume and Open Interest |
28,779 |
354,666 |
-10,515 |
10-Year Aus T-Bonds(SFE) |
Mar02 |
020116 |
94.31 |
94.32 |
94.28 |
94.31 |
+0.02 |
3,356 |
142,747 |
-8,226 |
Jun02 |
020116 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.02 |
|
|
|
Total Volume and Open Interest |
12,329 |
150,973 |
+10,648 |
3-Year Aus T-Bonds(SFE) |
Mar02 |
020116 |
94.98 |
95.01 |
94.96 |
94.99 |
-0.01 |
28,604 |
305,373 |
-12,953 |
Jun02 |
020116 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.01 |
|
|
|
Total Volume and Open Interest |
28,604 |
305,373 |
-12,953 |
Gold(CMX) |
Feb02 |
020116 |
284.8 |
288.2 |
283.5 |
287.6 |
+2.9 |
20,662 |
65,183 |
-2,245 |
Apr02 |
020116 |
285.8 |
289.2 |
284.2 |
288.4 |
+3.0 |
4,036 |
18,945 |
+281 |
Jun02 |
020116 |
286.1 |
289.5 |
284.4 |
288.9 |
+3.1 |
924 |
10,514 |
-302 |
Aug02 |
020116 |
285.4 |
289.3 |
285.4 |
289.3 |
+3.1 |
0 |
3,173 |
+0 |
Oct02 |
020116 |
289.7 |
289.7 |
289.7 |
289.7 |
+3.1 |
0 |
2,864 |
+0 |
Dec02 |
020116 |
287.8 |
290.1 |
286.1 |
290.1 |
+3.1 |
107 |
12,235 |
+4 |
Total Volume and Open Interest |
25,736 |
128,197 |
-2,254 |
Silver(CMX) |
Mar02 |
020116 |
454.5 |
459.5 |
447.5 |
456.2 |
+0.7 |
9,936 |
44,148 |
+656 |
May02 |
020116 |
449.0 |
459.0 |
449.0 |
456.1 |
+0.6 |
283 |
9,511 |
+54 |
Jul02 |
020116 |
454.0 |
460.0 |
450.0 |
456.2 |
+0.3 |
74 |
7,904 |
-11 |
Sep02 |
020116 |
456.2 |
456.2 |
456.2 |
456.2 |
unch |
0 |
1,470 |
+0 |
Dec02 |
020116 |
457.0 |
460.0 |
450.0 |
456.0 |
-0.3 |
73 |
6,048 |
-13 |
Total Volume and Open Interest |
10,372 |
71,748 |
+660 |
Platinum(NYM) |
Jan02 |
020116 |
484.2 |
484.2 |
484.2 |
484.2 |
+6.9 |
1 |
101 |
-1 |
Apr02 |
020116 |
473.5 |
481.0 |
472.0 |
480.2 |
+7.4 |
619 |
6,448 |
-161 |
Jul02 |
020116 |
466.0 |
473.0 |
466.0 |
472.7 |
+7.4 |
97 |
154 |
+64 |
Oct02 |
020116 |
468.7 |
468.7 |
468.7 |
468.7 |
+6.4 |
0 |
38 |
+0 |
Total Volume and Open Interest |
717 |
6,741 |
-98 |
Palladium(NYME) |
Mar02 |
020116 |
413.00 |
427.00 |
413.00 |
425.00 |
+11.00 |
44 |
1,224 |
+2 |
Jun02 |
020116 |
425.00 |
425.00 |
425.00 |
425.00 |
+11.00 |
0 |
21 |
+0 |
Sep02 |
020116 |
423.00 |
423.00 |
423.00 |
423.00 |
+11.00 |
0 |
12 |
+0 |
Total Volume and Open Interest |
44 |
1,257 |
+2 |
Copper(CMX) |
Mar02 |
020116 |
70.05 |
71.40 |
69.75 |
70.85 |
+0.70 |
5,102 |
34,990 |
+137 |
May02 |
020116 |
70.85 |
71.85 |
70.40 |
71.40 |
+0.70 |
492 |
6,070 |
+298 |
Jul02 |
020116 |
71.40 |
72.40 |
70.80 |
71.95 |
+0.70 |
6 |
6,607 |
+0 |
Sep02 |
020116 |
71.90 |
73.00 |
71.60 |
72.50 |
+0.70 |
250 |
6,737 |
+222 |
Dec02 |
020116 |
72.70 |
73.50 |
72.45 |
73.30 |
+0.70 |
88 |
6,091 |
+17 |
Total Volume and Open Interest |
6,266 |
71,302 |
+661 |
DJIA Index(CBOT) |
Mar02 |
020116 |
9870 |
9880 |
9685 |
9690 |
-237 |
16,785 |
21,621 |
-105 |
Jun02 |
020116 |
9865 |
9865 |
9692 |
9692 |
-238 |
14 |
526 |
-5 |
Sep02 |
020116 |
9702 |
9702 |
9702 |
9702 |
-241 |
2 |
76 |
+1 |
Dec02 |
020116 |
9835 |
9835 |
9715 |
9717 |
-249 |
0 |
110 |
+0 |
Total Volume and Open Interest |
16,801 |
22,333 |
-109 |
S & P 500(CME) |
Mar02 |
020116 |
1140.50 |
1141.50 |
1124.70 |
1126.00 |
-23.00 |
71,022 |
471,080 |
+5,100 |
Jun02 |
020116 |
1141.00 |
1141.00 |
1126.00 |
1127.60 |
-23.10 |
1,006 |
16,816 |
-301 |
Sep02 |
020116 |
1129.80 |
1129.80 |
1129.80 |
1129.80 |
-23.30 |
270 |
8,170 |
+206 |
Dec02 |
020116 |
1133.20 |
1133.20 |
1133.20 |
1133.20 |
-23.90 |
0 |
288 |
+0 |
Total Volume and Open Interest |
72,298 |
496,498 |
+5,005 |
S & P 500 E-Mini(Globex) |
Mar02 |
020116 |
1144.00 |
1145.25 |
1124.75 |
1126.00 |
-23.00 |
237,659 |
92,592 |
+12,696 |
Jun02 |
020116 |
1127.50 |
1127.50 |
1127.50 |
1127.50 |
-23.25 |
1 |
7 |
+1 |
Total Volume and Open Interest |
237,660 |
92,599 |
+12,697 |
NASDAQ 100(CME) |
Mar02 |
020116 |
1593.00 |
1602.00 |
1561.00 |
1563.00 |
-62.00 |
14,612 |
50,241 |
+40 |
Jun02 |
020116 |
1570.50 |
1570.50 |
1570.50 |
1570.50 |
-62.50 |
0 |
6 |
+0 |
Sep02 |
020116 |
1578.00 |
1578.00 |
1578.00 |
1578.00 |
-63.00 |
|
|
|
Total Volume and Open Interest |
14,612 |
50,247 |
+40 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar02 |
020116 |
1601.0 |
1604.5 |
1561.0 |
1563.0 |
-62.0 |
176,673 |
75,230 |
+428 |
Jun02 |
020116 |
1570.5 |
1570.5 |
1570.5 |
1570.5 |
-62.5 |
5 |
7 |
+2 |
Total Volume and Open Interest |
176,678 |
75,237 |
+430 |
NYSE Composite(NYBOT) |
Mar02 |
020116 |
580.50 |
580.50 |
573.00 |
573.60 |
-9.90 |
1,391 |
3,557 |
+38 |
Jun02 |
020116 |
573.80 |
573.80 |
573.80 |
573.80 |
-9.90 |
0 |
420 |
+0 |
Sep02 |
020116 |
574.00 |
574.00 |
574.00 |
574.00 |
-9.90 |
0 |
200 |
+0 |
Total Volume and Open Interest |
1,391 |
4,177 |
+38 |
S & P Midcap 400(CME) |
Mar02 |
020116 |
502.00 |
502.50 |
494.70 |
495.15 |
-10.35 |
1,030 |
13,469 |
+49 |
Jun02 |
020116 |
496.15 |
496.15 |
496.15 |
496.15 |
-10.35 |
|
|
|
Sep02 |
020116 |
500.15 |
500.15 |
500.15 |
500.15 |
-10.35 |
|
|
|
Total Volume and Open Interest |
1,030 |
13,469 |
+49 |
Russell 2000(CME) |
Mar02 |
020116 |
482.50 |
482.50 |
475.00 |
475.40 |
-10.85 |
2,110 |
27,689 |
+172 |
Jun02 |
020116 |
476.40 |
476.40 |
476.40 |
476.40 |
-10.85 |
0 |
5 |
+0 |
Sep02 |
020116 |
478.40 |
478.40 |
478.40 |
478.40 |
-10.85 |
|
|
|
Total Volume and Open Interest |
2,110 |
27,694 |
+172 |
Value Line(KCBT) |
Mar02 |
020116 |
1231.00 |
1231.00 |
1213.75 |
1214.50 |
-26.50 |
37 |
260 |
-32 |
Total Volume and Open Interest |
37 |
260 |
-32 |
Nikkei 225(CME) |
Mar02 |
020116 |
10190 |
10220 |
10105 |
10115 |
-140 |
1,257 |
14,197 |
-4 |
Jun02 |
020116 |
10115 |
10115 |
10115 |
10115 |
-140 |
0 |
34 |
+0 |
Total Volume and Open Interest |
1,257 |
14,232 |
-4 |
Nikkei 225(SIMEX) |
Mar02 |
020116 |
10170 |
10275 |
10070 |
10220 |
-50 |
13,767 |
83,359 |
+144 |
Jun02 |
020116 |
10180 |
10180 |
10180 |
10180 |
-50 |
0 |
24 |
+0 |
Sep02 |
020116 |
10175 |
10175 |
10175 |
10175 |
-50 |
|
|
|
Total Volume and Open Interest |
13,767 |
83,383 |
+144 |
CAC 40(MATIF) |
Jan02 |
020116 |
4504.0 |
4508.0 |
4410.0 |
4432.0 |
-91.0 |
2,167 |
462,704 |
+14,931 |
Feb02 |
020116 |
4443.5 |
4443.5 |
4443.0 |
4443.0 |
-91.0 |
10 |
12,328 |
+1,452 |
Mar02 |
020116 |
4508.0 |
4508.0 |
4449.5 |
4453.5 |
-91.5 |
111 |
101,450 |
+281 |
Total Volume and Open Interest |
65,112 |
623,804 |
+16,758 |
DAX Index(EUREX) |
Mar02 |
020116 |
5068.0 |
5081.5 |
5000.0 |
5018.0 |
-79.5 |
56,694 |
143,353 |
+1,031 |
Jun02 |
020116 |
5112.0 |
5112.0 |
5062.5 |
5062.5 |
-80.5 |
807 |
7,039 |
+657 |
Sep02 |
020116 |
5122.5 |
5122.5 |
5104.5 |
5104.5 |
-81.0 |
59 |
882 |
+40 |
Total Volume and Open Interest |
57,560 |
151,274 |
+1,728 |
FT-SE 100(LIFFE) |
Mar02 |
020116 |
5134.00 |
5152.50 |
5103.00 |
5128.00 |
-30.00 |
38,792 |
353,648 |
-1,587 |
Jun02 |
020116 |
5148.00 |
5162.00 |
5122.50 |
5140.00 |
-30.50 |
219 |
27,277 |
+132 |
Sep02 |
020116 |
5167.00 |
5177.00 |
5142.00 |
5158.00 |
-31.00 |
754 |
3,737 |
+748 |
Total Volume and Open Interest |
39,765 |
384,662 |
-707 |
SPI 200(SFE) |
Mar02 |
020116 |
3407.0 |
3434.0 |
3404.0 |
3425.0 |
+22.0 |
9,050 |
129,643 |
+1,608 |
Jun02 |
020116 |
3422.0 |
3442.0 |
3422.0 |
3435.0 |
+21.0 |
19 |
1,862 |
-35 |
Sep02 |
020116 |
3449.0 |
3449.0 |
3449.0 |
3449.0 |
+21.0 |
75 |
379 |
+47 |
Total Volume and Open Interest |
9,149 |
131,935 |
+1,625 |
GSCI(CME) |
Feb02 |
020116 |
166.50 |
169.50 |
166.50 |
169.50 |
+0.85 |
4,419 |
20,425 |
+3,984 |
Mar02 |
020116 |
172.00 |
172.00 |
172.00 |
172.00 |
+0.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,930 |
23,583 |
+1,057 |
Bridge CRB Index(NYBOT) |
Feb02 |
020116 |
193.85 |
194.25 |
193.40 |
194.25 |
+1.00 |
17 |
256 |
-2 |
Apr02 |
020116 |
194.50 |
195.25 |
194.00 |
195.25 |
+1.00 |
5 |
111 |
+2 |
Jun02 |
020116 |
197.25 |
197.25 |
197.25 |
197.25 |
+1.00 |
1 |
12 |
+1 |
Total Volume and Open Interest |
23 |
379 |
+1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|