 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon March 11, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar02 |
020311 |
454.00 |
458.00 |
453.00 |
458.00 |
unch |
3,895 |
2,737 |
-654 |
May02 |
020311 |
461.00 |
465.50 |
460.25 |
464.75 |
-0.75 |
49,512 |
79,899 |
+2,486 |
Jul02 |
020311 |
468.00 |
471.00 |
466.25 |
469.75 |
-1.25 |
11,098 |
50,791 |
+2,214 |
Aug02 |
020311 |
469.50 |
471.00 |
466.75 |
469.75 |
-1.00 |
358 |
4,713 |
-34 |
Sep02 |
020311 |
467.50 |
471.00 |
467.00 |
470.50 |
-0.50 |
542 |
1,859 |
+9 |
Nov02 |
020311 |
471.50 |
476.25 |
470.75 |
473.50 |
-3.25 |
6,810 |
27,146 |
+1,898 |
Jan03 |
020311 |
477.50 |
480.00 |
476.00 |
477.50 |
-3.50 |
251 |
1,657 |
+187 |
Total Volume and Open Interest |
73,188 |
170,588 |
+6,488 |
Soybean Meal(CBOT) |
Mar02 |
020311 |
158.80 |
159.20 |
157.80 |
158.70 |
-0.70 |
2,061 |
3,838 |
-818 |
May02 |
020311 |
156.10 |
156.80 |
155.20 |
156.10 |
-1.00 |
14,748 |
49,252 |
+1,476 |
Jul02 |
020311 |
156.80 |
157.10 |
155.60 |
156.40 |
-1.30 |
4,462 |
35,471 |
+1,456 |
Aug02 |
020311 |
156.30 |
156.30 |
154.90 |
155.50 |
-1.40 |
448 |
9,585 |
-218 |
Sep02 |
020311 |
155.50 |
155.90 |
154.40 |
154.70 |
-1.80 |
264 |
8,884 |
-60 |
Oct02 |
020311 |
155.00 |
155.00 |
153.60 |
153.80 |
-1.80 |
103 |
6,364 |
+34 |
Dec02 |
020311 |
155.50 |
155.80 |
154.00 |
154.50 |
-1.90 |
1,657 |
19,086 |
-674 |
Jan03 |
020311 |
154.50 |
154.50 |
154.00 |
154.00 |
-2.00 |
83 |
1,984 |
-6 |
Total Volume and Open Interest |
23,870 |
135,757 |
+1,216 |
Soybean Oil(CBOT) |
Mar02 |
020311 |
16.18 |
16.25 |
16.09 |
16.25 |
+0.02 |
3,706 |
3,092 |
+306 |
May02 |
020311 |
16.37 |
16.48 |
16.25 |
16.46 |
+0.04 |
15,121 |
59,220 |
-964 |
Jul02 |
020311 |
16.61 |
16.71 |
16.47 |
16.70 |
+0.04 |
6,580 |
40,926 |
+505 |
Aug02 |
020311 |
16.73 |
16.83 |
16.62 |
16.83 |
+0.05 |
2,246 |
7,579 |
+231 |
Sep02 |
020311 |
16.86 |
17.00 |
16.75 |
16.95 |
+0.05 |
755 |
8,649 |
-8 |
Oct02 |
020311 |
16.95 |
17.14 |
16.95 |
17.08 |
+0.05 |
717 |
7,893 |
+696 |
Dec02 |
020311 |
17.25 |
17.40 |
17.25 |
17.40 |
+0.11 |
1,105 |
14,469 |
+236 |
Jan03 |
020311 |
17.57 |
17.57 |
17.57 |
17.57 |
+0.12 |
20 |
1,552 |
+0 |
Total Volume and Open Interest |
30,250 |
148,683 |
+1,002 |
Canola(WCE) |
Mar02 |
020311 |
339.0 |
339.0 |
338.4 |
338.4 |
-2.1 |
215 |
227 |
+204 |
May02 |
020311 |
344.0 |
345.0 |
342.0 |
343.3 |
-1.2 |
7,641 |
26,544 |
-775 |
Jul02 |
020311 |
347.0 |
347.8 |
345.0 |
346.0 |
-2.1 |
7,909 |
11,608 |
+1,275 |
Sep02 |
020311 |
337.4 |
337.4 |
337.4 |
337.4 |
-0.6 |
0 |
106 |
+0 |
Nov02 |
020311 |
337.0 |
339.3 |
336.1 |
338.2 |
-0.7 |
3,249 |
13,657 |
-2 |
Total Volume and Open Interest |
19,037 |
52,185 |
+718 |
Corn(CBOT) |
Mar02 |
020311 |
201.75 |
205.00 |
200.75 |
204.00 |
+2.00 |
3,121 |
2,326 |
-399 |
May02 |
020311 |
207.50 |
210.00 |
206.75 |
209.50 |
+1.25 |
29,576 |
196,331 |
-1,643 |
Jul02 |
020311 |
214.75 |
217.00 |
213.75 |
216.50 |
+1.25 |
5,782 |
110,928 |
+90 |
Sep02 |
020311 |
221.25 |
222.75 |
220.25 |
222.25 |
+1.00 |
1,240 |
32,935 |
+301 |
Dec02 |
020311 |
228.75 |
231.00 |
228.25 |
230.50 |
+1.00 |
4,617 |
67,331 |
-218 |
Mar03 |
020311 |
237.50 |
239.00 |
236.00 |
238.75 |
+1.25 |
330 |
9,662 |
+158 |
Total Volume and Open Interest |
45,307 |
427,644 |
-1,520 |
Wheat(CBOT) |
Mar02 |
020311 |
270.00 |
270.00 |
263.75 |
267.25 |
-3.75 |
305 |
341 |
-472 |
May02 |
020311 |
275.50 |
276.00 |
269.50 |
274.00 |
-3.75 |
12,571 |
63,494 |
+1,690 |
Jul02 |
020311 |
280.00 |
281.00 |
275.00 |
279.75 |
-3.25 |
5,683 |
28,813 |
+12 |
Sep02 |
020311 |
287.50 |
287.50 |
281.50 |
285.50 |
-3.25 |
644 |
6,069 |
+114 |
Dec02 |
020311 |
298.00 |
298.00 |
292.50 |
297.25 |
-2.25 |
406 |
9,013 |
-100 |
Total Volume and Open Interest |
19,698 |
108,420 |
+1,261 |
Wheat(KCBT) |
Mar02 |
020311 |
279.00 |
279.00 |
273.50 |
276.00 |
-4.00 |
11 |
82 |
-78 |
May02 |
020311 |
285.00 |
285.00 |
280.00 |
282.75 |
-3.25 |
3,497 |
31,531 |
+382 |
Jul02 |
020311 |
291.50 |
291.50 |
286.50 |
288.75 |
-3.25 |
2,230 |
20,078 |
+393 |
Sep02 |
020311 |
297.00 |
297.00 |
294.00 |
295.00 |
-2.50 |
291 |
3,486 |
+18 |
Dec02 |
020311 |
306.00 |
306.00 |
303.00 |
305.50 |
-2.25 |
162 |
5,074 |
-31 |
Total Volume and Open Interest |
6,296 |
61,577 |
+789 |
Wheat(MGE) |
Mar02 |
020311 |
290.00 |
290.00 |
290.00 |
290.00 |
-2.25 |
0 |
139 |
-1 |
May02 |
020311 |
298.50 |
298.50 |
294.00 |
296.75 |
-2.50 |
1,381 |
14,414 |
+18 |
Jul02 |
020311 |
305.00 |
305.50 |
301.00 |
304.25 |
-3.00 |
751 |
4,405 |
+163 |
Sep02 |
020311 |
312.00 |
312.50 |
309.50 |
311.75 |
-2.75 |
98 |
2,383 |
+24 |
Dec02 |
020311 |
321.00 |
321.25 |
318.50 |
320.50 |
-3.00 |
42 |
1,279 |
+12 |
Total Volume and Open Interest |
2,272 |
22,839 |
+216 |
Oats(CBOT) |
Mar02 |
020311 |
238.50 |
243.50 |
237.00 |
243.25 |
+3.75 |
160 |
518 |
-73 |
May02 |
020311 |
203.50 |
210.00 |
202.50 |
209.50 |
+3.25 |
964 |
6,728 |
+106 |
Jul02 |
020311 |
173.75 |
178.00 |
172.00 |
175.75 |
-0.50 |
167 |
1,785 |
+18 |
Sep02 |
020311 |
145.00 |
145.50 |
145.00 |
145.50 |
-1.50 |
11 |
296 |
+1 |
Total Volume and Open Interest |
1,368 |
12,166 |
+63 |
Rough Rice(CBOT) |
Mar02 |
020311 |
3.60 |
3.60 |
3.60 |
3.60 |
+0.01 |
5 |
49 |
-96 |
May02 |
020311 |
3.78 |
3.79 |
3.76 |
3.78 |
+0.00 |
210 |
4,168 |
+71 |
Jul02 |
020311 |
4.00 |
4.01 |
3.98 |
4.01 |
+0.01 |
64 |
853 |
+11 |
Sep02 |
020311 |
4.23 |
4.23 |
4.21 |
4.21 |
+0.02 |
7 |
209 |
+3 |
Total Volume and Open Interest |
333 |
6,683 |
+11 |
Live Cattle(CME) |
Apr02 |
020311 |
76.050 |
76.075 |
75.675 |
75.725 |
-0.150 |
7,365 |
38,016 |
-537 |
Jun02 |
020311 |
70.350 |
70.475 |
70.200 |
70.450 |
-0.050 |
4,638 |
27,842 |
+633 |
Aug02 |
020311 |
70.000 |
70.000 |
69.775 |
69.850 |
-0.225 |
1,423 |
14,634 |
+115 |
Oct02 |
020311 |
72.150 |
72.200 |
72.000 |
72.175 |
-0.025 |
1,622 |
10,122 |
+420 |
Dec02 |
020311 |
73.050 |
73.150 |
72.975 |
73.125 |
unch |
250 |
3,167 |
+73 |
Feb03 |
020311 |
73.750 |
74.100 |
73.700 |
74.050 |
unch |
138 |
1,215 |
+55 |
Total Volume and Open Interest |
15,436 |
94,996 |
+759 |
Feeder Cattle(CME) |
Mar02 |
020311 |
82.625 |
82.800 |
82.350 |
82.375 |
-0.125 |
1,087 |
2,957 |
+60 |
Apr02 |
020311 |
82.700 |
82.875 |
82.400 |
82.475 |
+0.025 |
1,237 |
5,682 |
-119 |
May02 |
020311 |
83.700 |
83.750 |
83.200 |
83.275 |
-0.225 |
600 |
4,478 |
+67 |
Aug02 |
020311 |
85.550 |
85.575 |
85.050 |
85.150 |
-0.325 |
259 |
2,066 |
+43 |
Sep02 |
020311 |
85.400 |
85.400 |
85.000 |
85.050 |
-0.250 |
40 |
322 |
-5 |
Oct02 |
020311 |
85.125 |
85.125 |
85.000 |
85.000 |
-0.250 |
31 |
414 |
+26 |
Nov02 |
020311 |
85.550 |
85.550 |
85.550 |
85.550 |
-0.250 |
9 |
189 |
+7 |
Total Volume and Open Interest |
3,263 |
16,126 |
+79 |
Lean Hogs(CME) |
Apr02 |
020311 |
57.900 |
58.100 |
57.550 |
57.600 |
-0.525 |
3,441 |
14,772 |
-413 |
May02 |
020311 |
66.300 |
66.725 |
66.100 |
66.175 |
-0.425 |
276 |
2,905 |
+48 |
Jun02 |
020311 |
66.700 |
66.775 |
65.900 |
65.975 |
-0.800 |
2,220 |
7,305 |
+900 |
Jul02 |
020311 |
63.600 |
63.775 |
63.050 |
63.200 |
-0.550 |
175 |
2,147 |
+48 |
Aug02 |
020311 |
60.900 |
60.900 |
60.100 |
60.300 |
-0.600 |
130 |
1,143 |
+56 |
Oct02 |
020311 |
51.400 |
51.400 |
51.000 |
51.000 |
-0.500 |
73 |
1,019 |
+16 |
Dec02 |
020311 |
49.125 |
49.175 |
48.600 |
48.600 |
-0.550 |
67 |
684 |
+15 |
Feb03 |
020311 |
51.000 |
51.000 |
50.550 |
50.700 |
-0.350 |
16 |
103 |
+8 |
Total Volume and Open Interest |
6,398 |
30,078 |
+678 |
Pork Bellies(CME) |
Mar02 |
020311 |
79.500 |
79.600 |
77.950 |
78.600 |
-1.700 |
84 |
335 |
-70 |
May02 |
020311 |
80.500 |
80.875 |
78.700 |
79.425 |
-1.725 |
454 |
2,640 |
-18 |
Jul02 |
020311 |
81.450 |
81.700 |
80.000 |
80.575 |
-1.725 |
19 |
271 |
+0 |
Aug02 |
020311 |
80.000 |
80.000 |
78.400 |
78.400 |
-1.650 |
0 |
28 |
+0 |
Feb03 |
020311 |
70.000 |
70.000 |
70.000 |
70.000 |
-1.500 |
0 |
8 |
+0 |
Total Volume and Open Interest |
557 |
3,283 |
-88 |
Cocoa(NYBOT) |
Mar02 |
020311 |
1545 |
1585 |
1538 |
1582 |
+28 |
62 |
239 |
-80 |
May02 |
020311 |
1510 |
1553 |
1502 |
1550 |
+26 |
2,916 |
30,554 |
-802 |
Jul02 |
020311 |
1494 |
1530 |
1485 |
1529 |
+25 |
496 |
15,436 |
-247 |
Sep02 |
020311 |
1470 |
1510 |
1470 |
1509 |
+25 |
1,267 |
9,293 |
-536 |
Dec02 |
020311 |
1400 |
1439 |
1400 |
1438 |
+22 |
1,585 |
12,275 |
+991 |
Mar03 |
020311 |
1357 |
1382 |
1353 |
1381 |
+19 |
1,075 |
9,658 |
-58 |
May03 |
020311 |
1336 |
1367 |
1333 |
1367 |
+22 |
710 |
4,817 |
+223 |
Total Volume and Open Interest |
8,198 |
95,165 |
-504 |
Coffee "C"(NYBOT) |
Mar02 |
020311 |
49.00 |
53.20 |
49.00 |
52.85 |
+4.40 |
73 |
564 |
-59 |
May02 |
020311 |
50.90 |
54.75 |
50.50 |
54.15 |
+4.30 |
5,117 |
31,052 |
+510 |
Jul02 |
020311 |
52.80 |
56.60 |
52.40 |
56.00 |
+4.25 |
1,647 |
14,371 |
+578 |
Sep02 |
020311 |
54.50 |
58.50 |
54.30 |
57.75 |
+4.10 |
197 |
8,385 |
+33 |
Dec02 |
020311 |
56.30 |
60.00 |
56.20 |
59.40 |
+3.90 |
110 |
5,410 |
+36 |
Mar03 |
020311 |
57.50 |
61.00 |
57.50 |
60.65 |
+3.75 |
31 |
3,314 |
+19 |
Total Volume and Open Interest |
7,184 |
63,743 |
+1,125 |
Orange Juice(NYBOT) |
Mar02 |
020308 |
93.25 |
93.25 |
90.95 |
90.95 |
-2.60 |
234 |
445 |
-85 |
May02 |
020311 |
92.50 |
93.35 |
92.30 |
92.80 |
+0.65 |
1,657 |
11,140 |
+419 |
Jul02 |
020311 |
91.40 |
92.15 |
91.40 |
92.00 |
+0.60 |
147 |
1,889 |
+29 |
Sep02 |
020311 |
91.25 |
91.70 |
91.25 |
91.50 |
+0.50 |
27 |
643 |
-20 |
Nov02 |
020311 |
90.75 |
90.75 |
90.55 |
90.55 |
+0.05 |
41 |
1,578 |
+34 |
Total Volume and Open Interest |
1,959 |
16,396 |
+410 |
Sugar #11(NYBOT) |
May02 |
020311 |
6.19 |
6.24 |
6.14 |
6.21 |
+0.03 |
7,374 |
83,542 |
-652 |
Jul02 |
020311 |
5.51 |
5.57 |
5.51 |
5.54 |
+0.02 |
2,374 |
46,348 |
+278 |
Oct02 |
020311 |
5.64 |
5.68 |
5.64 |
5.65 |
+0.02 |
991 |
30,943 |
+35 |
Mar03 |
020311 |
6.01 |
6.01 |
5.98 |
5.98 |
-0.01 |
693 |
13,108 |
-11 |
May03 |
020311 |
6.06 |
6.06 |
6.03 |
6.03 |
-0.01 |
56 |
4,478 |
+16 |
Total Volume and Open Interest |
11,949 |
193,008 |
+71 |
London Cocoa(LCE) |
Mar02 |
020311 |
1166 |
1182 |
1150 |
1177 |
+12 |
1,130 |
17,523 |
-819 |
May02 |
020311 |
1190 |
1214 |
1176 |
1210 |
+20 |
2,191 |
38,989 |
-684 |
Jul02 |
020311 |
1200 |
1239 |
1197 |
1235 |
+24 |
628 |
39,583 |
-89 |
Sep02 |
020311 |
1170 |
1198 |
1164 |
1197 |
+21 |
275 |
25,981 |
-134 |
Dec02 |
020311 |
1095 |
1115 |
1086 |
1114 |
+14 |
224 |
14,763 |
-1 |
Mar03 |
020311 |
1057 |
1077 |
1057 |
1074 |
+14 |
376 |
27,531 |
+132 |
May03 |
020311 |
1064 |
1070 |
1064 |
1070 |
+14 |
675 |
3,443 |
+345 |
Total Volume and Open Interest |
6,339 |
174,726 |
-746 |
London Coffee(LCE) |
Mar02 |
020311 |
516.00 |
556.00 |
516.00 |
544.00 |
+27.00 |
37 |
4,566 |
-351 |
May02 |
020311 |
515.00 |
550.00 |
515.00 |
535.00 |
+25.00 |
2,368 |
42,307 |
-305 |
Jul02 |
020311 |
520.00 |
550.00 |
516.00 |
537.00 |
+24.00 |
747 |
24,133 |
+26 |
Sep02 |
020311 |
523.00 |
556.00 |
523.00 |
544.00 |
+24.00 |
818 |
20,042 |
+172 |
Nov02 |
020311 |
527.00 |
558.00 |
527.00 |
546.00 |
+21.00 |
84 |
10,340 |
+7 |
Jan03 |
020311 |
538.00 |
561.00 |
538.00 |
549.00 |
+17.00 |
55 |
3,917 |
+24 |
Total Volume and Open Interest |
4,109 |
106,995 |
-427 |
London Sugar(LCE) |
Mar02 |
020213 |
234.80 |
235.80 |
229.00 |
233.70 |
+0.20 |
6,836 |
5,583 |
-2,862 |
May02 |
020311 |
218.00 |
219.50 |
217.50 |
219.10 |
+1.10 |
1,160 |
14,116 |
+106 |
Aug02 |
020311 |
200.00 |
200.00 |
198.80 |
199.60 |
+0.60 |
211 |
15,614 |
+1 |
Oct02 |
020311 |
184.00 |
184.00 |
183.90 |
183.90 |
+0.40 |
52 |
9,033 |
+4 |
Dec02 |
020311 |
184.70 |
184.70 |
184.70 |
184.70 |
+0.20 |
1 |
1,919 |
+0 |
Total Volume and Open Interest |
1,483 |
44,020 |
+145 |
Cotton(NYBOT) |
May02 |
020311 |
38.00 |
38.40 |
37.90 |
38.12 |
+0.29 |
8,612 |
24,229 |
-1,397 |
Jul02 |
020311 |
39.45 |
39.85 |
39.40 |
39.58 |
+0.13 |
1,332 |
17,030 |
+83 |
Oct02 |
020311 |
41.60 |
41.60 |
41.60 |
41.60 |
+0.20 |
14 |
598 |
-21 |
Dec02 |
020311 |
42.90 |
43.10 |
42.80 |
42.92 |
+0.29 |
1,023 |
15,620 |
-290 |
Mar03 |
020311 |
44.40 |
44.40 |
44.40 |
44.40 |
+0.30 |
41 |
1,543 |
-11 |
May03 |
020311 |
46.55 |
46.55 |
46.55 |
46.55 |
+0.30 |
21 |
1,285 |
-20 |
Total Volume and Open Interest |
11,048 |
61,242 |
-1,652 |
Lumber(CME) |
Mar02 |
020311 |
317.0 |
323.0 |
308.6 |
309.9 |
-5.0 |
310 |
440 |
-90 |
May02 |
020311 |
324.0 |
325.3 |
318.6 |
319.1 |
-2.9 |
679 |
1,716 |
+127 |
Jul02 |
020311 |
324.5 |
324.6 |
321.0 |
321.8 |
-0.2 |
128 |
315 |
+48 |
Sep02 |
020311 |
317.5 |
318.0 |
316.9 |
316.9 |
-2.1 |
22 |
103 |
+6 |
Total Volume and Open Interest |
1,151 |
2,595 |
+96 |
Crude Oil(NYM) |
Apr02 |
020311 |
24.03 |
24.43 |
24.00 |
24.31 |
+0.47 |
83,043 |
105,777 |
+607 |
May02 |
020311 |
24.40 |
24.70 |
24.35 |
24.64 |
+0.50 |
48,573 |
94,875 |
+2,426 |
Jun02 |
020311 |
24.45 |
24.80 |
24.45 |
24.73 |
+0.51 |
32,603 |
64,590 |
+1,369 |
Jul02 |
020311 |
24.45 |
24.75 |
24.44 |
24.69 |
+0.53 |
14,763 |
34,375 |
+4,135 |
Aug02 |
020311 |
24.42 |
24.60 |
24.25 |
24.60 |
+0.53 |
4,126 |
19,479 |
+797 |
Sep02 |
020311 |
24.28 |
24.53 |
24.15 |
24.50 |
+0.52 |
3,889 |
18,830 |
+385 |
Oct02 |
020311 |
24.17 |
24.40 |
24.10 |
24.40 |
+0.52 |
738 |
13,178 |
+59 |
Nov02 |
020311 |
24.05 |
24.30 |
24.00 |
24.30 |
+0.52 |
447 |
10,456 |
+257 |
Dec02 |
020311 |
23.90 |
24.20 |
23.80 |
24.20 |
+0.52 |
6,718 |
42,892 |
-687 |
Jan03 |
020311 |
23.82 |
24.09 |
23.82 |
24.09 |
+0.50 |
2,224 |
12,991 |
+238 |
Total Volume and Open Interest |
202,445 |
504,931 |
+10,635 |
Heating Oil(NYM) |
Apr02 |
020311 |
62.60 |
64.10 |
62.55 |
63.45 |
+1.51 |
18,145 |
50,313 |
-117 |
May02 |
020311 |
63.25 |
64.10 |
62.80 |
63.70 |
+1.44 |
7,896 |
27,248 |
+1,535 |
Jun02 |
020311 |
63.70 |
64.25 |
63.20 |
63.90 |
+1.44 |
2,628 |
18,180 |
-561 |
Jul02 |
020311 |
63.80 |
64.45 |
63.50 |
64.25 |
+1.44 |
1,362 |
11,127 |
+69 |
Aug02 |
020311 |
64.35 |
64.90 |
64.35 |
64.75 |
+1.39 |
565 |
11,406 |
+71 |
Sep02 |
020311 |
65.00 |
65.80 |
64.90 |
65.55 |
+1.39 |
438 |
8,461 |
-111 |
Oct02 |
020311 |
65.95 |
66.35 |
65.95 |
66.35 |
+1.39 |
421 |
6,097 |
+49 |
Nov02 |
020311 |
67.00 |
67.15 |
66.50 |
67.05 |
+1.39 |
130 |
4,599 |
+20 |
Dec02 |
020311 |
67.30 |
67.85 |
66.90 |
67.65 |
+1.39 |
936 |
10,997 |
-47 |
Jan03 |
020311 |
67.40 |
68.20 |
67.40 |
68.00 |
+1.39 |
381 |
5,648 |
-170 |
Total Volume and Open Interest |
33,248 |
166,228 |
+864 |
Unleaded Gas(NYM) |
Apr02 |
020311 |
77.60 |
79.70 |
77.25 |
79.10 |
+2.29 |
23,999 |
45,577 |
-44 |
May02 |
020311 |
78.20 |
80.00 |
78.10 |
79.61 |
+2.18 |
13,783 |
28,519 |
+1,841 |
Jun02 |
020311 |
78.20 |
79.60 |
77.80 |
79.24 |
+2.01 |
4,785 |
18,332 |
+106 |
Jul02 |
020311 |
77.00 |
78.10 |
76.80 |
77.91 |
+1.78 |
2,489 |
11,669 |
-470 |
Aug02 |
020311 |
75.30 |
75.81 |
74.90 |
75.81 |
+1.53 |
1,747 |
12,619 |
+189 |
Sep02 |
020311 |
73.21 |
73.21 |
73.21 |
73.21 |
+1.28 |
549 |
12,031 |
-90 |
Oct02 |
020311 |
70.30 |
70.30 |
69.51 |
69.51 |
+1.08 |
596 |
1,225 |
+415 |
Nov02 |
020311 |
68.01 |
68.01 |
68.01 |
68.01 |
+1.03 |
44 |
1,056 |
-2 |
Total Volume and Open Interest |
48,069 |
132,499 |
+1,974 |
Natural Gas(NYM) |
Apr02 |
020311 |
2.850 |
3.040 |
2.830 |
3.021 |
+0.221 |
40,911 |
68,130 |
-1,820 |
May02 |
020311 |
2.890 |
3.080 |
2.880 |
3.068 |
+0.215 |
14,099 |
31,891 |
+451 |
Jun02 |
020311 |
2.945 |
3.130 |
2.940 |
3.118 |
+0.210 |
8,383 |
34,068 |
+462 |
Jul02 |
020311 |
3.005 |
3.170 |
3.000 |
3.161 |
+0.200 |
2,973 |
22,689 |
+553 |
Aug02 |
020311 |
3.055 |
3.201 |
3.055 |
3.201 |
+0.187 |
3,912 |
36,187 |
+973 |
Sep02 |
020311 |
3.065 |
3.206 |
3.065 |
3.206 |
+0.185 |
2,149 |
24,679 |
+794 |
Oct02 |
020311 |
3.105 |
3.233 |
3.105 |
3.233 |
+0.179 |
2,620 |
45,477 |
+82 |
Nov02 |
020311 |
3.340 |
3.478 |
3.340 |
3.478 |
+0.179 |
1,323 |
26,747 |
+278 |
Total Volume and Open Interest |
83,958 |
519,418 |
+3,749 |
Brent Crude Oil(IPE) |
Apr02 |
020311 |
23.80 |
24.05 |
23.53 |
23.89 |
+0.56 |
32,560 |
32,613 |
-9,833 |
May02 |
020311 |
24.20 |
24.32 |
23.84 |
24.24 |
+0.64 |
35,213 |
80,876 |
+3,341 |
Jun02 |
020311 |
24.05 |
24.10 |
23.65 |
24.07 |
+0.64 |
15,311 |
54,503 |
-939 |
Jul02 |
020311 |
23.83 |
23.92 |
23.52 |
23.92 |
+0.62 |
4,173 |
23,451 |
+812 |
Aug02 |
020311 |
23.70 |
23.80 |
23.43 |
23.80 |
+0.60 |
3,027 |
9,705 |
+764 |
Sep02 |
020311 |
23.60 |
23.69 |
23.32 |
23.69 |
+0.59 |
498 |
7,216 |
-360 |
Oct02 |
020311 |
23.52 |
23.59 |
23.25 |
23.59 |
+0.58 |
118 |
8,155 |
-94 |
Nov02 |
020311 |
23.37 |
23.49 |
23.37 |
23.49 |
+0.55 |
279 |
5,188 |
-22 |
Total Volume and Open Interest |
94,719 |
277,154 |
-7,069 |
Gas Oil(IPE) |
Mar02 |
020311 |
191.00 |
196.00 |
190.00 |
192.75 |
+6.50 |
13,087 |
18,379 |
-3,889 |
Apr02 |
020311 |
192.50 |
197.00 |
192.00 |
195.25 |
+7.00 |
17,026 |
39,391 |
+4,385 |
May02 |
020311 |
195.75 |
198.25 |
193.75 |
197.00 |
+6.75 |
3,827 |
18,551 |
+509 |
Jun02 |
020311 |
199.00 |
199.00 |
195.75 |
198.25 |
+6.50 |
2,822 |
23,909 |
-472 |
Jul02 |
020311 |
200.00 |
200.00 |
196.75 |
199.75 |
+6.50 |
1,518 |
6,562 |
+31 |
Aug02 |
020311 |
199.50 |
201.25 |
198.25 |
201.25 |
+6.50 |
100 |
5,644 |
-100 |
Sep02 |
020311 |
202.75 |
202.75 |
202.75 |
202.75 |
+6.50 |
350 |
7,661 |
+142 |
Oct02 |
020311 |
204.25 |
204.25 |
204.25 |
204.25 |
+6.50 |
240 |
7,165 |
+40 |
Total Volume and Open Interest |
39,551 |
181,643 |
+990 |
US Dollar Index(NYBOT) |
Mar02 |
020311 |
117.92 |
118.07 |
117.59 |
117.79 |
-0.21 |
2,316 |
4,619 |
-173 |
Jun02 |
020311 |
118.49 |
118.50 |
118.00 |
118.24 |
-0.23 |
2,954 |
3,123 |
+1,650 |
Sep02 |
020311 |
118.85 |
118.85 |
118.62 |
118.62 |
-0.23 |
2,050 |
2,016 |
+1,989 |
Total Volume and Open Interest |
7,320 |
9,763 |
+3,464 |
Australian Dollar(IMM) |
Mar02 |
020311 |
52.06 |
52.20 |
51.95 |
52.18 |
-0.10 |
8,384 |
20,893 |
-2,638 |
Jun02 |
020311 |
51.77 |
51.88 |
51.65 |
51.88 |
-0.10 |
8,126 |
20,692 |
+7,882 |
Sep02 |
020311 |
51.58 |
51.58 |
51.58 |
51.58 |
-0.10 |
0 |
7 |
+0 |
Total Volume and Open Interest |
16,514 |
41,640 |
+5,248 |
British Pound(IMM) |
Mar02 |
020311 |
142.04 |
142.18 |
141.76 |
141.98 |
+0.02 |
8,730 |
26,651 |
+1,053 |
Jun02 |
020311 |
141.26 |
141.50 |
141.06 |
141.22 |
-0.04 |
4,651 |
5,951 |
+2,738 |
Sep02 |
020311 |
140.46 |
140.46 |
140.46 |
140.46 |
-0.04 |
359 |
359 |
+357 |
Total Volume and Open Interest |
13,740 |
32,961 |
+4,148 |
Canadian Dollar(IMM) |
Mar02 |
020311 |
63.01 |
63.17 |
62.97 |
63.14 |
+0.07 |
20,218 |
41,941 |
-11,308 |
Jun02 |
020311 |
62.98 |
63.13 |
62.93 |
63.10 |
+0.07 |
15,950 |
24,988 |
+9,429 |
Sep02 |
020311 |
62.88 |
63.08 |
62.88 |
63.08 |
+0.07 |
704 |
2,788 |
+682 |
Dec02 |
020311 |
62.85 |
63.09 |
62.85 |
63.06 |
+0.07 |
9 |
1,420 |
-16 |
Total Volume and Open Interest |
36,884 |
71,450 |
-1,213 |
Japanese Yen(IMM) |
Mar02 |
020311 |
77.73 |
78.31 |
77.70 |
78.05 |
+0.27 |
30,062 |
63,817 |
-17,000 |
Jun02 |
020311 |
78.07 |
78.69 |
78.07 |
78.44 |
+0.28 |
28,122 |
51,350 |
+19,058 |
Sep02 |
020311 |
78.91 |
78.91 |
78.91 |
78.91 |
+0.28 |
328 |
443 |
+233 |
Total Volume and Open Interest |
58,512 |
116,058 |
+2,291 |
Swiss Franc(IMM) |
Mar02 |
020311 |
59.42 |
59.65 |
59.40 |
59.55 |
+0.30 |
13,422 |
42,127 |
+801 |
Jun02 |
020311 |
59.46 |
59.72 |
59.44 |
59.59 |
+0.31 |
6,443 |
9,702 |
+3,611 |
Sep02 |
020311 |
59.66 |
59.66 |
59.66 |
59.66 |
+0.32 |
4 |
430 |
+0 |
Total Volume and Open Interest |
19,869 |
52,296 |
+4,412 |
EuroFX(IMM) |
Mar02 |
020311 |
87.40 |
87.69 |
87.38 |
87.53 |
+0.21 |
25,413 |
87,578 |
-12,618 |
Jun02 |
020311 |
87.08 |
87.40 |
87.08 |
87.23 |
+0.21 |
14,008 |
27,789 |
+8,287 |
Sep02 |
020311 |
87.10 |
87.10 |
86.98 |
86.98 |
+0.20 |
198 |
630 |
+10 |
Total Volume and Open Interest |
39,633 |
116,270 |
-4,308 |
Mexican Peso(IMM) |
Mar02 |
020311 |
11005.0 |
11030.0 |
11005.0 |
11015.0 |
+13.0 |
9,055 |
27,696 |
-2,972 |
Jun02 |
020311 |
10860.0 |
10867.0 |
10850.0 |
10862.0 |
+17.0 |
7,947 |
17,824 |
+8,018 |
Total Volume and Open Interest |
17,198 |
48,239 |
+5,169 |
30-Year T-Bonds(CBOT) |
Mar02 |
020311 |
100~11 |
100~19 |
99~30 |
100~01 |
-0~01 |
20,346 |
46,319 |
-15,146 |
Jun02 |
020311 |
99~03 |
99~14 |
98~24 |
98~28 |
-0~01 |
279,827 |
419,326 |
+11,364 |
Sep02 |
020311 |
97~27 |
97~27 |
97~27 |
97~27 |
-0~01 |
1,922 |
29,589 |
+117 |
Total Volume and Open Interest |
302,095 |
495,421 |
-3,665 |
Municipal Bonds(CBOT) |
Mar02 |
020311 |
102~27 |
103~00 |
102~22 |
102~23 |
+0~01 |
702 |
3,083 |
-206 |
Jun02 |
020311 |
101~06 |
101~07 |
100~26 |
100~27 |
-0~03 |
978 |
4,031 |
+291 |
Total Volume and Open Interest |
1,680 |
7,114 |
+85 |
10-Year T-Notes(CBOT) |
Mar02 |
020311 |
104~135 |
104~190 |
104~060 |
104~075 |
+0~005 |
35,566 |
74,397 |
-20,135 |
Jun02 |
020311 |
102~315 |
103~065 |
102~240 |
102~265 |
unch |
468,819 |
611,195 |
+27,913 |
Total Volume and Open Interest |
504,448 |
689,661 |
+8,478 |
5-Year T-Notes(CBOT) |
Mar02 |
020311 |
105~115 |
105~145 |
105~085 |
105~085 |
+0~005 |
35,647 |
69,896 |
+69,896 |
Jun02 |
020311 |
104~085 |
104~090 |
104~000 |
104~020 |
+0~015 |
141,464 |
532,551 |
+532,551 |
Sep02 |
020311 |
103~000 |
103~000 |
103~000 |
103~000 |
+0~020 |
0 |
5 |
+0 |
Total Volume and Open Interest |
177,111 |
602,452 |
+602,447 |
2 Year T-Notes(CBOT) |
Mar02 |
020311 |
104~041 |
104~049 |
104~040 |
104~041 |
+0~004 |
1,879 |
24,211 |
-1,306 |
Jun02 |
020311 |
103~056 |
103~057 |
103~041 |
103~045 |
unch |
15,089 |
84,146 |
-1,265 |
Total Volume and Open Interest |
16,968 |
108,357 |
-2,571 |
3-Mth T-Bills(IMM) |
Jun02 |
020311 |
97.82 |
97.86 |
97.82 |
97.86 |
+0.03 |
0 |
15 |
+0 |
Total Volume and Open Interest |
25 |
783 |
+4 |
Eurodollars(IMM) |
Mar02 |
020311 |
97.978 |
97.982 |
97.970 |
97.973 |
+0.003 |
115,156 |
701,217 |
-14,807 |
Jun02 |
020311 |
97.530 |
97.535 |
97.500 |
97.515 |
+0.025 |
259,651 |
747,672 |
+19,568 |
Sep02 |
020311 |
96.860 |
96.870 |
96.825 |
96.850 |
+0.040 |
289,588 |
663,611 |
+9,029 |
Dec02 |
020311 |
96.170 |
96.195 |
96.115 |
96.140 |
+0.025 |
297,176 |
787,580 |
+13,432 |
Mar03 |
020311 |
95.545 |
95.570 |
95.490 |
95.505 |
+0.020 |
139,428 |
456,474 |
+28,186 |
Jun03 |
020311 |
95.060 |
95.085 |
95.015 |
95.025 |
+0.020 |
75,966 |
290,168 |
+8,462 |
Sep03 |
020311 |
94.725 |
94.755 |
94.695 |
94.705 |
+0.030 |
52,704 |
230,616 |
+7,714 |
Dec03 |
020311 |
94.510 |
94.540 |
94.475 |
94.480 |
+0.020 |
33,449 |
180,976 |
+6,408 |
Mar04 |
020311 |
94.355 |
94.370 |
94.320 |
94.335 |
+0.030 |
22,072 |
123,847 |
+1,103 |
Jun04 |
020311 |
94.180 |
94.195 |
94.160 |
94.160 |
+0.030 |
18,975 |
124,566 |
+658 |
Sep04 |
020311 |
94.040 |
94.050 |
94.020 |
94.020 |
+0.035 |
16,490 |
113,630 |
+1,961 |
Dec04 |
020311 |
93.870 |
93.880 |
93.845 |
93.850 |
+0.035 |
12,046 |
91,062 |
+1,695 |
Total Volume and Open Interest |
1,385,439 |
5,103,238 |
+91,588 |
3-Mth Euro-Yen(IMM) |
Mar02 |
020311 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
1,283 |
12,880 |
+782 |
Jun02 |
020311 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
144 |
11,546 |
-37 |
Sep02 |
020311 |
99.85 |
99.85 |
99.85 |
99.85 |
-0.01 |
105 |
3,744 |
+118 |
Dec02 |
020311 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
653 |
2,640 |
+535 |
Mar03 |
020311 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
112 |
2,060 |
+40 |
Jun03 |
020311 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
306 |
1,354 |
+70 |
Sep03 |
020311 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
288 |
3,497 |
+173 |
Dec03 |
020311 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
148 |
+0 |
Mar04 |
020311 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
338 |
-100 |
Jun04 |
020311 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
29 |
+0 |
Total Volume and Open Interest |
2,891 |
38,270 |
+1,581 |
3-Mth Euro-Yen(SIMEX) |
Mar02 |
020311 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
361 |
79,516 |
+228 |
Jun02 |
020311 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
1,275 |
93,092 |
-778 |
Sep02 |
020311 |
99.86 |
99.86 |
99.85 |
99.86 |
0.00 |
1,273 |
40,675 |
-178 |
Dec02 |
020311 |
99.84 |
99.84 |
99.82 |
99.83 |
0.00 |
913 |
24,057 |
+254 |
Mar03 |
020311 |
99.79 |
99.79 |
99.79 |
99.79 |
0.00 |
1,400 |
24,502 |
-18 |
Jun03 |
020311 |
99.77 |
99.78 |
99.76 |
99.78 |
0.00 |
1,161 |
30,463 |
+269 |
Sep03 |
020311 |
99.71 |
99.72 |
99.71 |
99.72 |
unch |
1,520 |
19,366 |
+626 |
Dec03 |
020311 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
8,450 |
-100 |
Total Volume and Open Interest |
7,903 |
336,840 |
+303 |
German Euro-Bund(EUREX) |
Mar02 |
020307 |
106.08 |
106.34 |
106.00 |
106.28 |
+0.09 |
876,480 |
173,236 |
-153,368 |
Jun02 |
020311 |
105.23 |
105.57 |
105.23 |
105.37 |
+0.13 |
852,998 |
622,007 |
+42,900 |
Sep02 |
020311 |
105.07 |
105.07 |
105.02 |
105.02 |
+0.13 |
2,645 |
2,542 |
+1,426 |
Total Volume and Open Interest |
855,643 |
624,549 |
+44,326 |
German Euro-Bobl(EUREX) |
Mar02 |
020307 |
105.41 |
105.45 |
105.29 |
105.41 |
-0.02 |
462,670 |
65,122 |
-162,884 |
Jun02 |
020311 |
104.30 |
104.52 |
104.30 |
104.37 |
+0.09 |
449,685 |
453,494 |
+12,391 |
Sep02 |
020311 |
104.00 |
104.00 |
104.00 |
104.00 |
+0.09 |
879 |
1,413 |
+552 |
Total Volume and Open Interest |
450,564 |
454,907 |
+12,943 |
Long Gilt(LIFFE) |
Mar02 |
020311 |
112~16 |
112~22 |
112~16 |
112~22 |
+0~05 |
1,000 |
16,580 |
-711 |
Jun02 |
020311 |
111~19 |
111~26 |
111~16 |
111~24 |
+0~06 |
31,831 |
68,330 |
-1,239 |
Total Volume and Open Interest |
32,831 |
84,910 |
-1,950 |
3-Mth Short Sterling(LIFFE) |
Mar02 |
020311 |
95.87 |
95.88 |
95.86 |
95.87 |
unch |
13,998 |
0 |
+0 |
Jun02 |
020311 |
95.45 |
95.50 |
95.44 |
95.47 |
+0.02 |
36,613 |
0 |
+0 |
Sep02 |
020311 |
95.01 |
95.06 |
95.01 |
95.04 |
+0.03 |
54,558 |
0 |
+0 |
Total Volume and Open Interest |
168,349 |
|
|
3-Mth Euribor(LIFFE) |
Mar02 |
020311 |
96.610 |
96.620 |
96.610 |
96.615 |
+0.005 |
48,478 |
539,187 |
-3,740 |
Jun02 |
020311 |
96.435 |
96.460 |
96.435 |
96.450 |
+0.005 |
89,060 |
538,367 |
+2,137 |
Sep02 |
020311 |
96.135 |
96.180 |
96.130 |
96.160 |
+0.015 |
121,150 |
396,771 |
+8,185 |
Total Volume and Open Interest |
488,876 |
2,376,988 |
+34,558 |
3-Mth Aus T-Bills(SFE) |
Mar02 |
020307 |
95.68 |
95.71 |
95.64 |
95.65 |
-0.03 |
14,549 |
82,988 |
-23,674 |
Jun02 |
020311 |
95.19 |
95.25 |
95.18 |
95.24 |
+0.01 |
30,518 |
226,251 |
+15,956 |
Sep02 |
020311 |
94.74 |
94.81 |
94.72 |
94.80 |
+0.01 |
6,169 |
71,996 |
+6,751 |
Dec02 |
020311 |
94.27 |
94.34 |
94.27 |
94.34 |
unch |
4,527 |
44,603 |
+3,271 |
Mar03 |
020311 |
93.93 |
93.98 |
93.93 |
93.98 |
+0.01 |
483 |
17,500 |
+518 |
Jun03 |
020311 |
93.65 |
93.71 |
93.65 |
93.71 |
+0.01 |
897 |
14,198 |
+767 |
Sep03 |
020311 |
93.51 |
93.52 |
93.51 |
93.52 |
unch |
200 |
11,795 |
-900 |
Dec03 |
020311 |
93.39 |
93.40 |
93.39 |
93.40 |
+0.01 |
214 |
6,885 |
+184 |
Mar04 |
020311 |
93.34 |
93.35 |
93.34 |
93.35 |
+0.01 |
624 |
5,465 |
+374 |
Jun04 |
020311 |
93.29 |
93.31 |
93.29 |
93.31 |
+0.01 |
250 |
2,333 |
+250 |
Total Volume and Open Interest |
44,085 |
403,762 |
+26,813 |
10-Year Aus T-Bonds(SFE) |
Mar02 |
020311 |
93.60 |
93.64 |
93.57 |
93.58 |
-0.01 |
5,600 |
195,101 |
+21,182 |
Jun02 |
020311 |
93.49 |
93.53 |
93.48 |
93.48 |
-0.01 |
4,906 |
12,407 |
+7,064 |
Total Volume and Open Interest |
29,956 |
204,309 |
+25,047 |
3-Year Aus T-Bonds(SFE) |
Mar02 |
020311 |
94.08 |
94.18 |
94.08 |
94.17 |
+0.02 |
55,238 |
618,649 |
+57,905 |
Jun02 |
020311 |
93.86 |
93.97 |
93.86 |
93.97 |
+0.02 |
5,370 |
29,940 |
+7,368 |
Total Volume and Open Interest |
60,608 |
648,589 |
+65,273 |
Gold(CMX) |
Apr02 |
020311 |
292.0 |
292.4 |
291.2 |
291.3 |
+1.0 |
24,677 |
82,103 |
-3,242 |
Jun02 |
020311 |
293.2 |
293.4 |
292.0 |
292.2 |
+1.0 |
1,520 |
16,242 |
+432 |
Aug02 |
020311 |
294.0 |
294.0 |
293.0 |
293.0 |
+1.1 |
197 |
4,472 |
-60 |
Oct02 |
020311 |
293.8 |
293.8 |
293.8 |
293.8 |
+1.2 |
42 |
3,326 |
+32 |
Dec02 |
020311 |
296.0 |
296.0 |
294.3 |
294.7 |
+1.2 |
180 |
13,069 |
-41 |
Feb03 |
020311 |
295.6 |
295.6 |
295.6 |
295.6 |
+1.2 |
360 |
5,764 |
+118 |
Total Volume and Open Interest |
27,077 |
139,442 |
-2,681 |
Silver(CMX) |
Mar02 |
020311 |
452.0 |
454.0 |
447.2 |
447.2 |
-2.0 |
50 |
378 |
+11 |
May02 |
020311 |
453.5 |
455.0 |
447.5 |
448.5 |
-2.0 |
8,171 |
43,614 |
+1,104 |
Jul02 |
020311 |
456.5 |
456.5 |
449.0 |
450.0 |
-2.0 |
448 |
12,223 |
-71 |
Sep02 |
020311 |
451.0 |
451.0 |
451.0 |
451.0 |
-2.0 |
11 |
1,891 |
+6 |
Dec02 |
020311 |
457.0 |
457.0 |
452.7 |
452.7 |
-2.0 |
54 |
7,231 |
+0 |
Total Volume and Open Interest |
8,739 |
68,873 |
+1,055 |
Platinum(NYM) |
Apr02 |
020311 |
525.0 |
526.0 |
522.0 |
525.5 |
+7.5 |
725 |
5,321 |
-34 |
Jul02 |
020311 |
521.8 |
521.8 |
518.0 |
518.0 |
+7.5 |
323 |
2,036 |
+87 |
Oct02 |
020311 |
512.0 |
512.0 |
512.0 |
512.0 |
+7.5 |
50 |
60 |
+15 |
Total Volume and Open Interest |
1,098 |
7,417 |
+68 |
Palladium(NYME) |
Mar02 |
020311 |
381.15 |
381.15 |
381.15 |
381.15 |
+3.65 |
0 |
22 |
-1 |
Jun02 |
020311 |
378.00 |
378.00 |
375.00 |
375.15 |
+1.15 |
45 |
957 |
+3 |
Sep02 |
020311 |
374.15 |
374.15 |
374.15 |
374.15 |
+1.65 |
0 |
19 |
+0 |
Total Volume and Open Interest |
45 |
998 |
+2 |
Copper(CMX) |
Mar02 |
020311 |
74.70 |
74.70 |
74.05 |
74.05 |
-0.65 |
191 |
3,425 |
+935 |
May02 |
020311 |
75.20 |
75.30 |
74.55 |
74.60 |
-0.65 |
4,241 |
36,618 |
+470 |
Jul02 |
020311 |
75.45 |
75.70 |
75.10 |
75.10 |
-0.65 |
191 |
9,099 |
-7 |
Sep02 |
020311 |
76.05 |
76.05 |
75.60 |
75.60 |
-0.60 |
18 |
8,594 |
-1 |
Dec02 |
020311 |
76.85 |
76.85 |
76.35 |
76.35 |
-0.60 |
108 |
7,172 |
+16 |
Total Volume and Open Interest |
4,949 |
77,470 |
+1,484 |
DJIA Index(CBOT) |
Mar02 |
020311 |
10565 |
10650 |
10515 |
10590 |
+11 |
3,980 |
27,548 |
-1,982 |
Jun02 |
020311 |
10575 |
10660 |
10525 |
10603 |
+11 |
21,782 |
20,980 |
+538 |
Sep02 |
020311 |
10585 |
10640 |
10575 |
10623 |
+13 |
7 |
96 |
+0 |
Dec02 |
020311 |
10609 |
10663 |
10609 |
10663 |
+18 |
1 |
147 |
+19 |
Total Volume and Open Interest |
25,770 |
48,771 |
-1,425 |
S & P 500(CME) |
Mar02 |
020311 |
1163.50 |
1173.00 |
1159.00 |
1166.20 |
+2.40 |
85,803 |
233,205 |
-58,860 |
Jun02 |
020311 |
1166.50 |
1176.20 |
1161.70 |
1169.00 |
+2.40 |
136,473 |
326,774 |
+60,135 |
Sep02 |
020311 |
1170.00 |
1172.60 |
1170.00 |
1172.60 |
+2.50 |
1,206 |
18,717 |
+1,200 |
Dec02 |
020311 |
1178.80 |
1178.80 |
1178.80 |
1178.80 |
+2.70 |
47 |
627 |
+8 |
Total Volume and Open Interest |
223,565 |
579,517 |
+2,484 |
S & P 500 E-Mini(Globex) |
Mar02 |
020311 |
1164.00 |
1173.50 |
1158.75 |
1166.25 |
+2.50 |
10,314 |
142,050 |
-7,889 |
Jun02 |
020311 |
1166.00 |
1176.25 |
1161.75 |
1169.00 |
+2.50 |
272,711 |
40,263 |
+8,052 |
Total Volume and Open Interest |
283,025 |
182,313 |
+163 |
NASDAQ 100(CME) |
Mar02 |
020311 |
1540.00 |
1575.00 |
1530.00 |
1548.00 |
-8.00 |
9,963 |
33,842 |
-8,330 |
Jun02 |
020311 |
1548.00 |
1584.00 |
1537.00 |
1556.00 |
-8.00 |
24,383 |
25,560 |
+8,573 |
Sep02 |
020311 |
1564.00 |
1564.00 |
1564.00 |
1564.00 |
-8.00 |
0 |
44 |
+0 |
Total Volume and Open Interest |
34,346 |
59,446 |
+243 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar02 |
020311 |
1540.0 |
1575.0 |
1530.0 |
1548.0 |
-8.0 |
9,499 |
99,024 |
-2,642 |
Jun02 |
020311 |
1563.0 |
1583.0 |
1538.0 |
1556.0 |
-8.0 |
176,964 |
33,195 |
+9,972 |
Total Volume and Open Interest |
186,463 |
132,219 |
+7,330 |
NYSE Composite(NYBOT) |
Mar02 |
020311 |
602.10 |
604.10 |
601.00 |
602.85 |
+1.00 |
680 |
2,780 |
-200 |
Jun02 |
020311 |
603.00 |
607.00 |
601.75 |
603.75 |
+1.00 |
700 |
1,855 |
-190 |
Sep02 |
020311 |
604.65 |
604.65 |
604.65 |
604.65 |
+1.00 |
200 |
410 |
+200 |
Total Volume and Open Interest |
1,780 |
5,245 |
+10 |
S & P Midcap 400(CME) |
Mar02 |
020311 |
536.50 |
540.50 |
534.50 |
536.55 |
-0.35 |
2,276 |
8,802 |
-2,061 |
Jun02 |
020311 |
539.00 |
542.00 |
536.00 |
538.20 |
-0.30 |
2,929 |
8,067 |
+2,463 |
Sep02 |
020311 |
542.05 |
542.05 |
542.05 |
542.05 |
-0.35 |
|
|
|
Total Volume and Open Interest |
5,205 |
16,869 |
+402 |
Russell 2000(CME) |
Mar02 |
020311 |
498.00 |
500.50 |
495.00 |
499.40 |
+1.10 |
4,601 |
15,871 |
-2,849 |
Jun02 |
020311 |
500.00 |
504.25 |
496.50 |
500.75 |
+1.25 |
6,223 |
14,709 |
+3,880 |
Sep02 |
020311 |
502.40 |
502.40 |
502.40 |
502.40 |
+1.10 |
|
|
|
Total Volume and Open Interest |
10,824 |
30,580 |
+1,031 |
Value Line(KCBT) |
Mar02 |
020311 |
1300.00 |
1308.00 |
1300.00 |
1307.75 |
+6.75 |
133 |
136 |
-128 |
Total Volume and Open Interest |
275 |
402 |
-10 |
Nikkei 225(CME) |
Jun02 |
020311 |
11940 |
12120 |
11825 |
11960 |
+30 |
1,681 |
15,875 |
+414 |
Sep02 |
020311 |
11970 |
11970 |
11970 |
11970 |
+30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,683 |
15,884 |
-10,750 |
Nikkei 225(SIMEX) |
Mar02 |
020307 |
11580 |
11750 |
11505 |
11740 |
+355 |
58,480 |
98,077 |
-3,752 |
Jun02 |
020311 |
11900 |
12010 |
11730 |
11935 |
+45 |
26,032 |
83,198 |
+6,131 |
Sep02 |
020311 |
11765 |
11935 |
11765 |
11935 |
+45 |
309 |
309 |
+309 |
Total Volume and Open Interest |
26,346 |
83,808 |
+6,441 |
CAC 40(MATIF) |
Mar02 |
020311 |
4635.0 |
4652.5 |
4575.0 |
4598.0 |
-37.0 |
59,486 |
527,382 |
+3,941 |
Apr02 |
020311 |
4608.0 |
4608.0 |
4601.5 |
4601.5 |
-36.5 |
642 |
21,005 |
+518 |
May02 |
020311 |
4587.0 |
4587.0 |
4560.0 |
4574.0 |
-37.5 |
681 |
626 |
+615 |
Total Volume and Open Interest |
64,504 |
606,993 |
+5,750 |
DAX Index(EUREX) |
Mar02 |
020311 |
5338.0 |
5404.0 |
5301.5 |
5363.0 |
+7.0 |
63,976 |
166,795 |
+958 |
Jun02 |
020311 |
5384.0 |
5452.5 |
5352.0 |
5413.0 |
+6.5 |
4,595 |
90,653 |
+2,553 |
Sep02 |
020311 |
5443.0 |
5460.5 |
5443.0 |
5460.5 |
+5.0 |
198 |
3,206 |
-16 |
Total Volume and Open Interest |
68,769 |
260,654 |
+3,495 |
FT-SE 100(LIFFE) |
Mar02 |
020311 |
5270.00 |
5309.00 |
5240.50 |
5251.00 |
-26.50 |
73,306 |
335,698 |
-20,824 |
Jun02 |
020311 |
5293.00 |
5322.00 |
5255.00 |
5264.00 |
-26.50 |
42,702 |
157,416 |
+23,279 |
Sep02 |
020311 |
5315.00 |
5328.00 |
5283.00 |
5283.00 |
-27.50 |
290 |
6,188 |
+8 |
Total Volume and Open Interest |
116,298 |
499,302 |
+2,463 |
SPI 200(SFE) |
Mar02 |
020311 |
3485.0 |
3486.0 |
3463.0 |
3469.0 |
-7.0 |
10,117 |
143,309 |
-9,555 |
Jun02 |
020311 |
3501.0 |
3502.0 |
3481.0 |
3485.0 |
-6.0 |
1,803 |
7,955 |
+1,705 |
Sep02 |
020311 |
3494.0 |
3494.0 |
3494.0 |
3494.0 |
-6.0 |
94 |
801 |
+36 |
Total Volume and Open Interest |
12,096 |
153,099 |
-7,814 |
GSCI(CME) |
Mar02 |
020311 |
191.60 |
193.20 |
191.40 |
193.20 |
+3.35 |
3,201 |
17,079 |
-2,533 |
Apr02 |
020311 |
192.80 |
194.50 |
192.80 |
194.40 |
+3.40 |
2,981 |
4,657 |
+2,759 |
May02 |
020311 |
193.00 |
195.50 |
193.00 |
195.50 |
+4.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
6,182 |
21,746 |
+226 |
Bridge CRB Index(NYBOT) |
Apr02 |
020311 |
200.50 |
202.50 |
200.00 |
202.25 |
+2.75 |
61 |
319 |
+7 |
Jun02 |
020311 |
203.00 |
204.25 |
203.00 |
204.25 |
+2.75 |
11 |
135 |
+6 |
Aug02 |
020311 |
206.25 |
206.25 |
206.25 |
206.25 |
+2.75 |
0 |
50 |
+0 |
Total Volume and Open Interest |
72 |
505 |
+13 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|