 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu August 15, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep02 |
020815 |
600.00 |
601.00 |
591.00 |
592.25 |
-1.75 |
12,935 |
27,732 |
-2,092 |
Nov02 |
020815 |
578.00 |
579.50 |
570.00 |
573.00 |
+1.25 |
50,612 |
103,796 |
+985 |
Jan03 |
020815 |
578.00 |
579.00 |
570.00 |
572.75 |
+2.50 |
3,933 |
19,378 |
+133 |
Mar03 |
020815 |
574.00 |
576.00 |
568.50 |
570.75 |
+1.50 |
2,592 |
17,005 |
+718 |
May03 |
020815 |
567.00 |
568.00 |
561.00 |
562.75 |
+1.25 |
3,143 |
28,490 |
+844 |
Jul03 |
020815 |
562.00 |
563.50 |
557.50 |
558.50 |
+1.50 |
1,555 |
8,294 |
+962 |
Aug03 |
020815 |
553.00 |
553.00 |
553.00 |
553.00 |
unch |
11 |
52 |
+9 |
Total Volume and Open Interest |
76,387 |
208,887 |
+1,488 |
Soybean Meal(CBOT) |
Sep02 |
020815 |
193.50 |
194.00 |
187.50 |
188.30 |
-2.70 |
9,894 |
19,322 |
-1,650 |
Oct02 |
020815 |
186.00 |
187.20 |
181.80 |
182.30 |
-1.40 |
6,116 |
21,538 |
+171 |
Dec02 |
020815 |
184.50 |
185.00 |
179.90 |
180.30 |
-1.80 |
18,525 |
53,312 |
+3,085 |
Jan03 |
020815 |
183.20 |
183.50 |
179.00 |
179.20 |
-1.10 |
2,074 |
8,011 |
+643 |
Mar03 |
020815 |
181.00 |
181.00 |
176.70 |
176.90 |
-1.30 |
1,487 |
7,854 |
+459 |
May03 |
020815 |
177.00 |
177.00 |
173.50 |
173.60 |
-1.00 |
2,527 |
9,607 |
+516 |
Jul03 |
020815 |
175.00 |
175.20 |
173.00 |
173.40 |
-0.40 |
1,780 |
7,141 |
+791 |
Aug03 |
020815 |
173.00 |
173.00 |
171.00 |
171.10 |
-0.30 |
346 |
1,521 |
+54 |
Total Volume and Open Interest |
44,894 |
131,686 |
+3,632 |
Soybean Oil(CBOT) |
Sep02 |
020815 |
21.12 |
21.29 |
20.92 |
21.16 |
+0.27 |
5,939 |
22,647 |
+195 |
Oct02 |
020815 |
21.15 |
21.29 |
20.95 |
21.19 |
+0.26 |
3,582 |
17,119 |
+1,152 |
Dec02 |
020815 |
21.27 |
21.42 |
21.04 |
21.26 |
+0.22 |
12,693 |
73,814 |
+1,716 |
Jan03 |
020815 |
21.25 |
21.40 |
21.05 |
21.23 |
+0.22 |
692 |
6,186 |
+158 |
Mar03 |
020815 |
21.25 |
21.35 |
21.05 |
21.18 |
+0.17 |
618 |
4,812 |
+406 |
May03 |
020815 |
21.33 |
21.33 |
21.12 |
21.13 |
+0.13 |
1,152 |
8,346 |
+66 |
Jul03 |
020815 |
21.28 |
21.28 |
21.08 |
21.12 |
+0.13 |
373 |
4,977 |
+138 |
Aug03 |
020815 |
21.00 |
21.00 |
20.85 |
20.85 |
+0.10 |
1 |
656 |
+1 |
Total Volume and Open Interest |
25,615 |
141,711 |
+3,703 |
Canola(WCE) |
Sep02 |
020815 |
421.5 |
421.5 |
421.5 |
421.5 |
+0.5 |
0 |
105 |
+0 |
Nov02 |
020815 |
432.0 |
432.0 |
427.0 |
429.7 |
+1.7 |
4,277 |
37,204 |
+205 |
Jan03 |
020815 |
432.5 |
434.9 |
430.3 |
432.8 |
+3.0 |
3,785 |
14,787 |
+2,127 |
Mar03 |
020815 |
433.0 |
434.0 |
432.3 |
434.0 |
+4.2 |
1,859 |
2,968 |
+827 |
May03 |
020815 |
431.9 |
431.9 |
431.9 |
431.9 |
+3.1 |
845 |
1,279 |
+648 |
Total Volume and Open Interest |
10,875 |
56,712 |
+3,896 |
Corn(CBOT) |
Sep02 |
020815 |
276.00 |
277.00 |
270.00 |
272.25 |
-0.75 |
26,846 |
101,607 |
-5,650 |
Dec02 |
020815 |
287.00 |
288.50 |
281.00 |
284.00 |
-0.75 |
87,145 |
306,024 |
+8,084 |
Mar03 |
020815 |
292.00 |
292.50 |
286.50 |
288.75 |
-0.25 |
9,436 |
50,642 |
+1,728 |
May03 |
020815 |
292.50 |
293.00 |
286.50 |
289.50 |
-0.25 |
3,579 |
14,742 |
+2,092 |
Jul03 |
020815 |
291.50 |
292.00 |
286.00 |
288.75 |
unch |
3,201 |
22,267 |
+1,205 |
Sep03 |
020815 |
271.50 |
271.50 |
266.50 |
268.00 |
-1.00 |
639 |
4,383 |
+417 |
Total Volume and Open Interest |
133,745 |
521,495 |
+8,463 |
Wheat(CBOT) |
Sep02 |
020815 |
358.50 |
360.00 |
350.00 |
350.50 |
-6.50 |
6,059 |
25,211 |
-1,588 |
Dec02 |
020815 |
370.50 |
372.00 |
362.00 |
362.50 |
-6.50 |
21,829 |
84,893 |
+1,432 |
Mar03 |
020815 |
376.50 |
379.50 |
370.50 |
371.50 |
-5.25 |
3,187 |
14,372 |
+560 |
May03 |
020815 |
369.00 |
372.00 |
366.00 |
366.00 |
-3.00 |
103 |
932 |
+9 |
Jul03 |
020815 |
345.50 |
349.50 |
344.00 |
344.75 |
unch |
1,140 |
6,713 |
+340 |
Total Volume and Open Interest |
32,368 |
133,301 |
+782 |
Wheat(KCBT) |
Sep02 |
020815 |
399.00 |
400.00 |
390.50 |
391.00 |
-6.50 |
4,952 |
24,337 |
-965 |
Dec02 |
020815 |
404.00 |
405.50 |
396.50 |
397.00 |
-5.75 |
6,623 |
45,066 |
-979 |
Mar03 |
020815 |
403.00 |
404.00 |
396.00 |
397.00 |
-5.50 |
1,298 |
11,342 |
+505 |
May03 |
020815 |
391.50 |
391.50 |
389.00 |
389.00 |
-2.50 |
120 |
1,024 |
-40 |
Jul03 |
020815 |
370.50 |
372.50 |
367.00 |
367.50 |
-3.00 |
449 |
3,122 |
+86 |
Total Volume and Open Interest |
13,446 |
84,942 |
-1,391 |
Wheat(MGE) |
Sep02 |
020815 |
412.00 |
415.00 |
405.25 |
409.50 |
-1.75 |
3,833 |
10,174 |
-1,370 |
Dec02 |
020815 |
416.00 |
417.50 |
410.50 |
414.50 |
+0.25 |
3,036 |
11,201 |
-66 |
Mar03 |
020815 |
416.00 |
416.00 |
410.00 |
412.00 |
-1.00 |
310 |
2,615 |
+58 |
May03 |
020815 |
401.00 |
401.50 |
398.00 |
398.00 |
-1.25 |
47 |
1,187 |
+25 |
Jul03 |
020815 |
386.00 |
387.25 |
384.00 |
384.25 |
+0.25 |
296 |
1,172 |
+141 |
Total Volume and Open Interest |
7,537 |
27,013 |
-1,204 |
Oats(CBOT) |
Sep02 |
020815 |
190.00 |
192.00 |
187.00 |
190.75 |
+1.50 |
650 |
2,591 |
-99 |
Dec02 |
020815 |
189.50 |
190.00 |
185.00 |
188.00 |
+1.00 |
904 |
6,977 |
+88 |
Mar03 |
020815 |
183.00 |
183.00 |
179.50 |
183.00 |
+2.50 |
210 |
1,449 |
+76 |
May03 |
020815 |
178.50 |
183.00 |
178.50 |
183.00 |
+5.25 |
3 |
180 |
+0 |
Total Volume and Open Interest |
1,767 |
11,198 |
+65 |
Rough Rice(CBOT) |
Sep02 |
020815 |
4.10 |
4.11 |
4.07 |
4.07 |
-0.02 |
119 |
2,018 |
-11 |
Nov02 |
020815 |
4.36 |
4.37 |
4.31 |
4.31 |
-0.03 |
168 |
2,656 |
+56 |
Jan03 |
020815 |
4.56 |
4.58 |
4.53 |
4.53 |
-0.03 |
27 |
891 |
-2 |
Mar03 |
020815 |
4.75 |
4.75 |
4.75 |
4.75 |
-0.03 |
0 |
726 |
+0 |
Total Volume and Open Interest |
314 |
7,204 |
+43 |
Live Cattle(CME) |
Aug02 |
020815 |
65.575 |
66.075 |
65.550 |
65.850 |
+0.275 |
2,658 |
4,706 |
-270 |
Oct02 |
020815 |
68.750 |
68.950 |
68.425 |
68.650 |
-0.025 |
4,733 |
44,853 |
+696 |
Dec02 |
020815 |
70.600 |
70.750 |
70.400 |
70.575 |
-0.050 |
1,658 |
22,843 |
-213 |
Feb03 |
020815 |
71.700 |
71.800 |
71.550 |
71.600 |
-0.100 |
1,109 |
13,188 |
+358 |
Apr03 |
020815 |
72.200 |
72.275 |
72.050 |
72.250 |
+0.050 |
596 |
5,885 |
+328 |
Jun03 |
020815 |
67.500 |
67.800 |
67.400 |
67.450 |
-0.025 |
136 |
1,985 |
+49 |
Total Volume and Open Interest |
10,914 |
93,519 |
+969 |
Feeder Cattle(CME) |
Aug02 |
020815 |
77.700 |
78.300 |
77.575 |
78.125 |
+0.550 |
441 |
2,745 |
-180 |
Sep02 |
020815 |
77.075 |
77.625 |
77.000 |
77.525 |
+0.450 |
467 |
2,196 |
-175 |
Oct02 |
020815 |
77.375 |
77.750 |
77.100 |
77.600 |
+0.225 |
783 |
4,014 |
+246 |
Nov02 |
020815 |
77.500 |
77.950 |
77.250 |
77.750 |
+0.250 |
211 |
1,426 |
-11 |
Jan03 |
020815 |
76.375 |
76.800 |
76.300 |
76.625 |
+0.250 |
67 |
911 |
+26 |
Mar03 |
020815 |
75.800 |
76.000 |
75.750 |
75.800 |
unch |
10 |
124 |
+5 |
Apr03 |
020815 |
76.050 |
76.050 |
75.925 |
75.925 |
+0.275 |
12 |
78 |
-5 |
Total Volume and Open Interest |
1,993 |
11,513 |
-91 |
Lean Hogs(CME) |
Oct02 |
020815 |
36.600 |
37.325 |
36.350 |
36.775 |
-0.325 |
3,371 |
17,095 |
+547 |
Dec02 |
020815 |
36.850 |
37.500 |
36.850 |
37.175 |
+0.225 |
1,355 |
10,563 |
+246 |
Feb03 |
020815 |
44.900 |
45.200 |
44.400 |
44.450 |
-0.500 |
462 |
1,896 |
+31 |
Apr03 |
020815 |
50.550 |
51.500 |
50.500 |
51.200 |
+0.850 |
242 |
453 |
+103 |
May03 |
020815 |
57.800 |
58.900 |
57.800 |
58.900 |
+1.100 |
21 |
98 |
+11 |
Jun03 |
020815 |
59.700 |
60.500 |
59.700 |
60.500 |
+1.200 |
64 |
177 |
+10 |
Jul03 |
020815 |
59.300 |
60.300 |
59.300 |
60.200 |
+1.000 |
31 |
86 |
+11 |
Aug03 |
020815 |
58.000 |
58.050 |
57.500 |
58.050 |
+0.550 |
10 |
25 |
+9 |
Total Volume and Open Interest |
5,866 |
33,114 |
+874 |
Pork Bellies(CME) |
Aug02 |
020815 |
63.100 |
65.350 |
63.100 |
65.350 |
+2.950 |
82 |
80 |
-26 |
Feb03 |
020815 |
62.550 |
63.250 |
61.750 |
62.500 |
+0.075 |
170 |
788 |
+54 |
Mar03 |
020815 |
61.900 |
61.900 |
61.900 |
61.900 |
+0.300 |
1 |
26 |
+0 |
May03 |
020815 |
63.500 |
63.500 |
63.500 |
63.500 |
unch |
0 |
2 |
+0 |
Jul03 |
020815 |
64.250 |
64.250 |
64.250 |
64.250 |
unch |
1 |
3 |
+0 |
Total Volume and Open Interest |
254 |
899 |
+28 |
Cocoa(NYBOT) |
Sep02 |
020815 |
1820 |
1876 |
1820 |
1871 |
+44 |
3,817 |
7,314 |
-1,412 |
Dec02 |
020815 |
1845 |
1887 |
1842 |
1884 |
+40 |
5,559 |
35,738 |
+1,891 |
Mar03 |
020815 |
1830 |
1868 |
1830 |
1866 |
+35 |
1,709 |
19,626 |
-467 |
May03 |
020815 |
1839 |
1863 |
1839 |
1863 |
+33 |
461 |
7,125 |
-21 |
Jul03 |
020815 |
1840 |
1861 |
1840 |
1861 |
+33 |
990 |
6,979 |
-365 |
Sep03 |
020815 |
1838 |
1865 |
1838 |
1861 |
+33 |
110 |
10,244 |
+6 |
Dec03 |
020815 |
1842 |
1861 |
1840 |
1861 |
+33 |
98 |
9,603 |
-83 |
Total Volume and Open Interest |
13,269 |
100,464 |
+74 |
Coffee "C"(NYBOT) |
Sep02 |
020815 |
48.00 |
48.40 |
46.00 |
46.50 |
-1.70 |
7,499 |
23,044 |
-2,718 |
Dec02 |
020815 |
51.25 |
51.75 |
49.80 |
50.00 |
-1.60 |
4,931 |
26,449 |
+1,490 |
Mar03 |
020815 |
54.15 |
54.50 |
53.00 |
53.00 |
-1.30 |
909 |
11,337 |
+168 |
May03 |
020815 |
55.70 |
55.90 |
54.65 |
54.65 |
-1.15 |
63 |
3,668 |
+24 |
Jul03 |
020815 |
57.00 |
57.30 |
56.25 |
56.25 |
-0.95 |
19 |
3,772 |
+18 |
Sep03 |
020815 |
58.00 |
58.00 |
57.70 |
57.70 |
-0.90 |
8 |
2,355 |
+3 |
Total Volume and Open Interest |
13,429 |
70,771 |
-1,015 |
Orange Juice(NYBOT) |
Sep02 |
020815 |
103.10 |
103.10 |
102.15 |
102.85 |
-0.25 |
2,071 |
15,088 |
-1,149 |
Nov02 |
020815 |
105.90 |
105.90 |
104.70 |
105.80 |
-0.10 |
1,520 |
11,167 |
+346 |
Jan03 |
020815 |
107.70 |
107.70 |
106.50 |
107.10 |
-0.60 |
44 |
4,511 |
+1 |
Mar03 |
020815 |
108.25 |
108.25 |
107.50 |
107.50 |
-0.55 |
36 |
3,138 |
+3 |
May03 |
020815 |
108.00 |
108.00 |
107.75 |
107.95 |
-0.30 |
55 |
545 |
+20 |
Total Volume and Open Interest |
3,800 |
34,774 |
-739 |
Sugar #11(NYBOT) |
Oct02 |
020815 |
5.90 |
6.15 |
5.89 |
6.10 |
+0.20 |
8,773 |
81,939 |
-4 |
Mar03 |
020815 |
5.88 |
6.02 |
5.87 |
6.01 |
+0.13 |
2,035 |
36,981 |
+541 |
May03 |
020815 |
5.73 |
5.85 |
5.73 |
5.84 |
+0.12 |
184 |
12,044 |
+62 |
Jul03 |
020815 |
5.49 |
5.60 |
5.49 |
5.59 |
+0.12 |
246 |
16,628 |
-103 |
Oct03 |
020815 |
5.54 |
5.63 |
5.54 |
5.62 |
+0.10 |
237 |
10,868 |
-39 |
Total Volume and Open Interest |
11,706 |
164,444 |
+558 |
London Cocoa(LCE) |
Sep02 |
020815 |
1359 |
1376 |
1356 |
1376 |
+17 |
470 |
42,072 |
-171 |
Dec02 |
020815 |
1327 |
1348 |
1325 |
1348 |
+21 |
705 |
32,396 |
+270 |
Mar03 |
020815 |
1301 |
1327 |
1300 |
1327 |
+26 |
457 |
37,641 |
+299 |
May03 |
020815 |
1326 |
1339 |
1323 |
1339 |
+26 |
7 |
10,150 |
+7 |
Jul03 |
020815 |
1337 |
1347 |
1337 |
1347 |
+24 |
28 |
10,173 |
-7 |
Sep03 |
020815 |
1342 |
1350 |
1342 |
1350 |
+23 |
16 |
7,249 |
+16 |
Dec03 |
020815 |
1332 |
1350 |
1332 |
1350 |
+23 |
0 |
7,415 |
+0 |
Total Volume and Open Interest |
1,683 |
148,954 |
+414 |
London Coffee(LCE) |
Sep02 |
020815 |
504.00 |
505.00 |
497.00 |
501.00 |
-2.00 |
2,079 |
22,818 |
-793 |
Nov02 |
020815 |
522.00 |
522.00 |
515.00 |
518.00 |
-3.00 |
1,245 |
40,223 |
+172 |
Jan03 |
020815 |
536.00 |
537.00 |
532.00 |
534.00 |
-2.00 |
842 |
28,722 |
+353 |
Mar03 |
020815 |
553.00 |
553.00 |
547.00 |
550.00 |
-3.00 |
1,851 |
16,974 |
+1,168 |
May03 |
020815 |
568.00 |
568.00 |
563.00 |
565.00 |
-3.00 |
37 |
10,327 |
+0 |
Jul03 |
020815 |
582.00 |
582.00 |
576.00 |
578.00 |
-3.00 |
104 |
7,986 |
+45 |
Total Volume and Open Interest |
6,169 |
128,181 |
+952 |
London Sugar(LCE) |
Aug02 |
020716 |
195.50 |
196.00 |
183.00 |
186.00 |
-10.10 |
2,618 |
2,258 |
-977 |
Oct02 |
020815 |
181.00 |
183.40 |
179.80 |
183.40 |
+2.90 |
1,704 |
19,347 |
+103 |
Dec02 |
020815 |
177.00 |
179.40 |
176.00 |
179.40 |
+2.40 |
275 |
8,201 |
-95 |
Mar03 |
020815 |
180.00 |
181.90 |
178.50 |
181.90 |
+2.40 |
245 |
10,028 |
+130 |
May03 |
020815 |
178.80 |
180.90 |
178.00 |
180.90 |
+2.30 |
6 |
4,028 |
+0 |
Total Volume and Open Interest |
2,312 |
44,782 |
+218 |
Cotton(NYBOT) |
Oct02 |
020815 |
45.52 |
45.95 |
44.15 |
44.22 |
-1.26 |
109 |
3,009 |
+37 |
Dec02 |
020815 |
47.00 |
47.60 |
45.70 |
45.78 |
-1.24 |
1,972 |
52,847 |
+146 |
Mar03 |
020815 |
48.90 |
49.30 |
47.60 |
47.69 |
-1.16 |
127 |
8,792 |
+10 |
May03 |
020815 |
50.90 |
50.90 |
50.09 |
50.09 |
-1.31 |
18 |
5,328 |
+0 |
Jul03 |
020815 |
52.60 |
52.60 |
51.10 |
51.10 |
-1.20 |
12 |
2,221 |
+2 |
Oct03 |
020815 |
52.20 |
52.20 |
52.20 |
52.20 |
-1.20 |
0 |
125 |
+0 |
Total Volume and Open Interest |
2,238 |
73,408 |
+195 |
Lumber(CME) |
Sep02 |
020815 |
243.9 |
250.9 |
243.0 |
245.2 |
+2.5 |
171 |
1,611 |
+11 |
Nov02 |
020815 |
246.1 |
251.9 |
246.0 |
246.7 |
+0.5 |
70 |
513 |
+8 |
Jan03 |
020815 |
259.0 |
259.0 |
257.1 |
258.8 |
-2.2 |
9 |
76 |
-1 |
Mar03 |
020815 |
265.5 |
265.5 |
264.3 |
264.3 |
+0.7 |
2 |
13 |
+1 |
Total Volume and Open Interest |
253 |
2,245 |
+20 |
Crude Oil(NYM) |
Sep02 |
020815 |
28.20 |
29.10 |
28.02 |
29.06 |
+0.91 |
86,360 |
79,942 |
-3,606 |
Oct02 |
020815 |
27.55 |
28.44 |
27.43 |
28.38 |
+0.87 |
88,267 |
149,724 |
+14,304 |
Nov02 |
020815 |
27.08 |
27.86 |
27.07 |
27.86 |
+0.80 |
18,798 |
33,915 |
+1,771 |
Dec02 |
020815 |
26.78 |
27.49 |
26.70 |
27.49 |
+0.71 |
13,610 |
50,556 |
-25 |
Jan03 |
020815 |
26.50 |
27.18 |
26.50 |
27.18 |
+0.67 |
2,807 |
23,097 |
+655 |
Feb03 |
020815 |
26.42 |
26.89 |
26.35 |
26.89 |
+0.63 |
1,346 |
10,431 |
+384 |
Mar03 |
020815 |
26.05 |
26.61 |
26.05 |
26.61 |
+0.60 |
988 |
11,196 |
+352 |
Apr03 |
020815 |
25.90 |
26.36 |
25.90 |
26.36 |
+0.57 |
90 |
6,826 |
+16 |
May03 |
020815 |
25.64 |
26.14 |
25.64 |
26.14 |
+0.55 |
576 |
3,969 |
-163 |
Jun03 |
020815 |
25.40 |
25.92 |
25.40 |
25.92 |
+0.53 |
4,695 |
15,550 |
+1 |
Total Volume and Open Interest |
221,510 |
479,425 |
+13,915 |
Heating Oil(NYM) |
Sep02 |
020815 |
70.20 |
72.90 |
69.85 |
72.78 |
+2.64 |
16,355 |
34,302 |
+1,062 |
Oct02 |
020815 |
71.00 |
73.70 |
70.70 |
73.55 |
+2.64 |
10,574 |
33,023 |
+2,536 |
Nov02 |
020815 |
71.70 |
74.25 |
71.70 |
74.15 |
+2.59 |
2,585 |
12,432 |
+77 |
Dec02 |
020815 |
72.40 |
74.90 |
72.15 |
74.70 |
+2.59 |
1,896 |
18,970 |
-144 |
Jan03 |
020815 |
72.85 |
75.30 |
72.50 |
75.05 |
+2.54 |
436 |
11,734 |
+123 |
Feb03 |
020815 |
72.45 |
75.00 |
72.15 |
74.55 |
+2.44 |
550 |
9,643 |
-266 |
Mar03 |
020815 |
71.00 |
72.95 |
71.00 |
72.95 |
+2.29 |
379 |
6,793 |
+15 |
Apr03 |
020815 |
69.40 |
71.10 |
69.40 |
71.10 |
+2.14 |
291 |
3,297 |
+175 |
May03 |
020815 |
67.80 |
69.25 |
67.80 |
69.25 |
+1.94 |
2 |
1,981 |
+1 |
Jun03 |
020815 |
68.20 |
68.55 |
68.15 |
68.55 |
+1.84 |
57 |
3,140 |
+4 |
Total Volume and Open Interest |
33,137 |
138,823 |
+3,589 |
Unleaded Gas(NYM) |
Sep02 |
020815 |
77.80 |
80.00 |
77.40 |
79.76 |
+2.12 |
19,209 |
36,918 |
-900 |
Oct02 |
020815 |
75.30 |
77.35 |
74.80 |
77.08 |
+2.08 |
11,356 |
29,184 |
+2,040 |
Nov02 |
020815 |
73.70 |
75.70 |
73.70 |
75.55 |
+2.02 |
3,466 |
8,607 |
-357 |
Dec02 |
020815 |
73.00 |
74.53 |
72.60 |
74.53 |
+1.92 |
3,599 |
6,682 |
+634 |
Jan03 |
020815 |
72.70 |
74.11 |
72.70 |
74.11 |
+1.81 |
636 |
2,968 |
+297 |
Feb03 |
020815 |
72.55 |
74.21 |
72.55 |
74.21 |
+1.81 |
451 |
1,555 |
+196 |
Mar03 |
020815 |
74.76 |
74.76 |
74.76 |
74.76 |
+1.81 |
358 |
2,010 |
-153 |
Apr03 |
020815 |
80.00 |
80.86 |
80.00 |
80.86 |
+1.81 |
10 |
1,481 |
+3 |
Total Volume and Open Interest |
39,085 |
91,294 |
+1,760 |
Natural Gas(NYM) |
Sep02 |
020815 |
2.880 |
3.140 |
2.880 |
3.127 |
+0.217 |
49,574 |
52,719 |
+2,326 |
Oct02 |
020815 |
2.935 |
3.190 |
2.930 |
3.172 |
+0.217 |
14,005 |
41,388 |
+956 |
Nov02 |
020815 |
3.250 |
3.480 |
3.240 |
3.457 |
+0.190 |
5,483 |
30,524 |
-693 |
Dec02 |
020815 |
3.555 |
3.750 |
3.545 |
3.730 |
+0.163 |
3,833 |
32,022 |
-362 |
Jan03 |
020815 |
3.705 |
3.870 |
3.700 |
3.870 |
+0.151 |
3,972 |
29,866 |
+284 |
Feb03 |
020815 |
3.690 |
3.838 |
3.680 |
3.838 |
+0.140 |
1,830 |
21,018 |
-95 |
Mar03 |
020815 |
3.650 |
3.778 |
3.645 |
3.778 |
+0.121 |
2,722 |
20,742 |
+522 |
Apr03 |
020815 |
3.550 |
3.668 |
3.550 |
3.668 |
+0.101 |
2,565 |
17,142 |
+240 |
Total Volume and Open Interest |
93,329 |
437,707 |
+3,724 |
Brent Crude Oil(IPE) |
Oct02 |
020815 |
25.95 |
26.87 |
25.89 |
26.85 |
+0.90 |
52,545 |
63,029 |
+5,756 |
Nov02 |
020815 |
25.76 |
26.60 |
25.73 |
26.60 |
+0.83 |
11,007 |
33,038 |
+2,735 |
Dec02 |
020815 |
25.59 |
26.35 |
25.55 |
26.35 |
+0.76 |
9,563 |
31,557 |
+1,494 |
Jan03 |
020815 |
25.40 |
26.08 |
25.39 |
26.08 |
+0.70 |
803 |
20,321 |
+1 |
Feb03 |
020815 |
25.60 |
25.81 |
25.60 |
25.81 |
+0.65 |
700 |
6,417 |
-360 |
Mar03 |
020815 |
25.40 |
25.54 |
25.40 |
25.54 |
+0.60 |
0 |
4,042 |
+0 |
Apr03 |
020815 |
24.75 |
25.27 |
24.75 |
25.27 |
+0.55 |
100 |
2,880 |
+0 |
May03 |
020815 |
25.04 |
25.04 |
25.04 |
25.04 |
+0.54 |
0 |
1,853 |
+0 |
Total Volume and Open Interest |
101,117 |
221,496 |
+1,905 |
Gas Oil(IPE) |
Sep02 |
020815 |
215.75 |
222.50 |
215.25 |
221.00 |
+4.50 |
14,974 |
43,252 |
-148 |
Oct02 |
020815 |
216.75 |
222.75 |
216.25 |
222.50 |
+5.00 |
10,475 |
30,136 |
+1,991 |
Nov02 |
020815 |
217.75 |
223.25 |
217.25 |
223.25 |
+4.50 |
1,765 |
24,311 |
+174 |
Dec02 |
020815 |
218.50 |
223.25 |
218.25 |
223.25 |
+4.50 |
2,048 |
45,422 |
+369 |
Jan03 |
020815 |
220.50 |
223.25 |
220.50 |
223.25 |
+4.50 |
1,050 |
10,608 |
+609 |
Feb03 |
020815 |
221.00 |
221.00 |
221.00 |
221.00 |
+4.25 |
75 |
4,546 |
+35 |
Mar03 |
020815 |
217.75 |
217.75 |
217.75 |
217.75 |
+3.75 |
100 |
6,037 |
-100 |
Apr03 |
020815 |
214.75 |
214.75 |
214.75 |
214.75 |
+3.75 |
35 |
1,611 |
-35 |
Total Volume and Open Interest |
31,562 |
196,201 |
+3,225 |
US Dollar Index(NYBOT) |
Sep02 |
020815 |
107.40 |
107.57 |
106.74 |
106.85 |
-0.19 |
858 |
8,277 |
+155 |
Dec02 |
020815 |
108.13 |
108.13 |
107.30 |
107.42 |
-0.17 |
78 |
2,665 |
+14 |
Mar03 |
020815 |
107.98 |
107.98 |
107.98 |
107.98 |
-0.17 |
0 |
2 |
+0 |
Total Volume and Open Interest |
936 |
10,948 |
+169 |
Australian Dollar(IMM) |
Sep02 |
020815 |
54.01 |
54.44 |
53.90 |
54.17 |
+0.64 |
1,532 |
22,042 |
+214 |
Dec02 |
020815 |
53.55 |
53.85 |
53.55 |
53.74 |
+0.64 |
21 |
827 |
+15 |
Mar03 |
020815 |
53.41 |
53.41 |
53.31 |
53.31 |
+0.64 |
0 |
16 |
+0 |
Total Volume and Open Interest |
1,553 |
23,667 |
+229 |
British Pound(IMM) |
Sep02 |
020815 |
152.96 |
153.82 |
152.84 |
153.46 |
-0.10 |
2,162 |
28,564 |
+357 |
Dec02 |
020815 |
152.10 |
152.80 |
152.00 |
152.58 |
-0.10 |
23 |
711 |
-3 |
Mar03 |
020815 |
151.68 |
151.68 |
151.68 |
151.68 |
-0.10 |
0 |
35 |
+0 |
Total Volume and Open Interest |
2,185 |
29,315 |
+354 |
Canadian Dollar(IMM) |
Sep02 |
020815 |
64.08 |
64.20 |
63.89 |
63.96 |
+0.05 |
4,739 |
50,753 |
-1,035 |
Dec02 |
020815 |
63.91 |
64.00 |
63.70 |
63.78 |
+0.04 |
451 |
8,070 |
+93 |
Mar03 |
020815 |
63.70 |
63.78 |
63.61 |
63.61 |
+0.03 |
210 |
1,994 |
+200 |
Jun03 |
020815 |
63.60 |
63.61 |
63.45 |
63.45 |
+0.02 |
91 |
737 |
+90 |
Total Volume and Open Interest |
5,544 |
61,957 |
-599 |
Japanese Yen(IMM) |
Sep02 |
020815 |
85.30 |
85.60 |
85.02 |
85.46 |
+0.03 |
11,990 |
73,368 |
+4,688 |
Dec02 |
020815 |
85.67 |
85.94 |
85.43 |
85.82 |
+0.05 |
88 |
1,831 |
+16 |
Mar03 |
020815 |
86.18 |
86.18 |
86.18 |
86.18 |
+0.07 |
0 |
228 |
+0 |
Total Volume and Open Interest |
12,078 |
75,652 |
+4,704 |
Swiss Franc(IMM) |
Sep02 |
020815 |
66.96 |
67.38 |
66.77 |
67.29 |
+0.03 |
4,953 |
35,650 |
+71 |
Dec02 |
020815 |
67.15 |
67.48 |
66.95 |
67.44 |
+0.03 |
31 |
984 |
+5 |
Mar03 |
020815 |
67.57 |
67.57 |
67.57 |
67.57 |
+0.03 |
0 |
44 |
+0 |
Total Volume and Open Interest |
4,984 |
36,713 |
+76 |
EuroFX(IMM) |
Sep02 |
020815 |
97.71 |
98.37 |
97.51 |
98.23 |
+0.16 |
8,758 |
95,123 |
+2,318 |
Dec02 |
020815 |
97.28 |
97.94 |
97.17 |
97.83 |
+0.16 |
379 |
4,698 |
+166 |
Mar03 |
020815 |
97.44 |
97.44 |
97.44 |
97.44 |
+0.16 |
100 |
251 |
+100 |
Total Volume and Open Interest |
9,237 |
100,331 |
+2,584 |
Mexican Peso(IMM) |
Sep02 |
020815 |
10020.0 |
10040.0 |
9985.0 |
10000.0 |
+40.0 |
4,211 |
15,113 |
+1,558 |
Dec02 |
020815 |
9860.0 |
9860.0 |
9832.0 |
9832.0 |
+40.0 |
2 |
2,245 |
+0 |
Total Volume and Open Interest |
4,214 |
17,802 |
+1,559 |
30-Year T-Bonds(CBOT) |
Sep02 |
020815 |
110~18 |
111~04 |
109~17 |
110~02 |
-1~04 |
406,245 |
412,132 |
+11,155 |
Dec02 |
020815 |
109~12 |
109~29 |
108~16 |
108~28 |
-1~04 |
28,388 |
76,256 |
+5,993 |
Mar03 |
020815 |
107~23 |
108~04 |
107~23 |
107~23 |
-1~05 |
3 |
105 |
+2 |
Total Volume and Open Interest |
434,636 |
488,493 |
+17,150 |
Municipal Bonds(CBOT) |
Sep02 |
020815 |
107~30 |
108~06 |
107~19 |
107~25 |
-0~29 |
820 |
4,372 |
+89 |
Dec02 |
020815 |
106~13 |
106~13 |
106~13 |
106~13 |
-0~28 |
4 |
13 |
+4 |
Total Volume and Open Interest |
824 |
4,385 |
+93 |
10-Year T-Notes(CBOT) |
Sep02 |
020815 |
113~000 |
113~085 |
112~035 |
112~170 |
-0~225 |
642,878 |
816,471 |
+15,661 |
Dec02 |
020815 |
111~140 |
111~190 |
110~260 |
111~060 |
-0~230 |
56,079 |
203,947 |
+26,258 |
Total Volume and Open Interest |
698,957 |
1,020,418 |
+41,919 |
5-Year T-Notes(CBOT) |
Sep02 |
020815 |
111~100 |
111~215 |
110~315 |
111~130 |
-0~125 |
98,849 |
604,788 |
+5,294 |
Dec02 |
020815 |
110~180 |
110~275 |
110~075 |
110~210 |
-0~125 |
19,684 |
35,465 |
+6,416 |
Total Volume and Open Interest |
118,533 |
640,253 |
+11,710 |
2 Year T-Notes(CBOT) |
Sep02 |
020815 |
106~076 |
106~097 |
106~056 |
106~076 |
-0~025 |
9,029 |
111,241 |
+559 |
Dec02 |
020815 |
106~004 |
106~020 |
106~004 |
106~010 |
-0~035 |
10 |
10 |
|
Total Volume and Open Interest |
9,039 |
111,251 |
|
3-Mth T-Bills(IMM) |
Sep02 |
020815 |
98.40 |
98.43 |
98.40 |
98.43 |
unch |
5 |
870 |
+0 |
Total Volume and Open Interest |
5 |
870 |
+0 |
Eurodollars(IMM) |
Sep02 |
020815 |
98.225 |
98.285 |
98.215 |
98.275 |
unch |
144,212 |
742,980 |
+4,452 |
Dec02 |
020815 |
98.240 |
98.325 |
98.190 |
98.290 |
-0.015 |
228,932 |
732,081 |
+1,612 |
Mar03 |
020815 |
98.050 |
98.155 |
97.950 |
98.075 |
-0.080 |
231,599 |
648,794 |
+15,588 |
Jun03 |
020815 |
97.730 |
97.820 |
97.570 |
97.710 |
-0.135 |
171,130 |
449,014 |
+6,773 |
Sep03 |
020815 |
97.330 |
97.395 |
97.155 |
97.285 |
-0.170 |
99,280 |
389,980 |
+12,143 |
Dec03 |
020815 |
96.870 |
96.970 |
96.730 |
96.850 |
-0.160 |
63,814 |
295,046 |
+5,877 |
Mar04 |
020815 |
96.520 |
96.575 |
96.360 |
96.480 |
-0.150 |
37,775 |
183,276 |
+4,010 |
Jun04 |
020815 |
96.230 |
96.300 |
96.100 |
96.210 |
-0.130 |
36,780 |
170,324 |
+1,929 |
Sep04 |
020815 |
96.000 |
96.070 |
95.885 |
95.985 |
-0.125 |
12,884 |
129,526 |
-345 |
Dec04 |
020815 |
95.760 |
95.840 |
95.690 |
95.760 |
-0.130 |
15,505 |
122,343 |
+6,066 |
Mar05 |
020815 |
95.625 |
95.655 |
95.525 |
95.600 |
-0.125 |
8,060 |
106,217 |
+761 |
Jun05 |
020815 |
95.455 |
95.485 |
95.355 |
95.430 |
-0.125 |
8,434 |
94,551 |
+1,312 |
Total Volume and Open Interest |
1,116,290 |
4,632,329 |
+66,731 |
3-Mth Euro-Yen(IMM) |
Sep02 |
020815 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
6 |
12,030 |
-5 |
Dec02 |
020815 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1 |
5,227 |
-346 |
Mar03 |
020815 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
3,941 |
+400 |
Jun03 |
020815 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
2 |
6,355 |
-25 |
Sep03 |
020815 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
4 |
2,853 |
-2,827 |
Dec03 |
020815 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
2,652 |
+0 |
Mar04 |
020815 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
720 |
+0 |
Jun04 |
020815 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
477 |
+0 |
Sep04 |
020815 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
800 |
+0 |
Dec04 |
020815 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
161 |
+0 |
Total Volume and Open Interest |
13 |
36,776 |
-2,803 |
3-Mth Euro-Yen(SIMEX) |
Sep02 |
020815 |
99.92 |
99.93 |
99.92 |
99.93 |
+0.01 |
158 |
43,020 |
+915 |
Dec02 |
020815 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
593 |
40,038 |
+971 |
Mar03 |
020815 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
925 |
35,087 |
-340 |
Jun03 |
020815 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.00 |
735 |
50,152 |
+218 |
Sep03 |
020815 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
294 |
27,113 |
-3,120 |
Dec03 |
020815 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
67 |
16,588 |
+13 |
Mar04 |
020815 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.01 |
5 |
15,251 |
-2 |
Jun04 |
020815 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.01 |
1 |
6,357 |
+0 |
Total Volume and Open Interest |
3,028 |
242,879 |
-1,145 |
German Euro-Bund(EUREX) |
Sep02 |
020815 |
111.33 |
111.38 |
110.37 |
110.77 |
-0.76 |
1,039,311 |
863,712 |
+7,852 |
Dec02 |
020815 |
110.68 |
110.68 |
109.76 |
110.14 |
-0.74 |
11,449 |
54,245 |
+6,711 |
Mar03 |
020815 |
110.07 |
110.07 |
110.07 |
110.07 |
-0.76 |
5,687 |
0 |
+0 |
Total Volume and Open Interest |
1,056,447 |
917,957 |
+14,563 |
German Euro-Bobl(EUREX) |
Sep02 |
020815 |
108.56 |
108.66 |
107.86 |
108.16 |
-0.57 |
682,363 |
633,137 |
+27,859 |
Dec02 |
020815 |
107.89 |
107.89 |
107.23 |
107.47 |
-0.53 |
4,006 |
40,401 |
+2,174 |
Mar03 |
020815 |
107.35 |
107.35 |
107.35 |
107.35 |
-0.58 |
956 |
0 |
+0 |
Total Volume and Open Interest |
687,325 |
673,538 |
+30,033 |
Long Gilt(LIFFE) |
Sep02 |
020815 |
116~04 |
116~10 |
115~12 |
115~18 |
-1~00 |
25,525 |
108,963 |
-2,248 |
Dec02 |
020815 |
118~05 |
118~05 |
118~05 |
118~05 |
-1~00 |
0 |
22 |
+0 |
Total Volume and Open Interest |
25,525 |
108,985 |
-2,248 |
3-Mth Short Sterling(LIFFE) |
Sep02 |
020815 |
96.06 |
96.06 |
95.99 |
96.01 |
-0.06 |
14,742 |
0 |
+0 |
Dec02 |
020815 |
96.04 |
96.08 |
95.95 |
95.98 |
-0.14 |
34,552 |
0 |
+0 |
Mar03 |
020815 |
95.92 |
95.97 |
95.77 |
95.80 |
-0.23 |
44,887 |
0 |
+0 |
Total Volume and Open Interest |
144,249 |
|
|
3-Mth Euribor(LIFFE) |
Sep02 |
020815 |
96.670 |
96.690 |
96.635 |
96.650 |
-0.050 |
62,804 |
377,718 |
+3,437 |
Dec02 |
020815 |
96.685 |
96.720 |
96.580 |
96.615 |
-0.140 |
109,640 |
388,461 |
+2,971 |
Mar03 |
020815 |
96.675 |
96.710 |
96.485 |
96.530 |
-0.225 |
101,607 |
350,429 |
+249 |
Total Volume and Open Interest |
426,888 |
1,826,087 |
+17,754 |
3-Mth Aus T-Bills(SFE) |
Sep02 |
020815 |
95.05 |
95.08 |
95.05 |
95.06 |
-0.05 |
7,360 |
271,764 |
-12,813 |
Dec02 |
020815 |
95.04 |
95.06 |
95.03 |
95.05 |
-0.07 |
12,077 |
214,644 |
+5,849 |
Mar03 |
020815 |
94.92 |
94.93 |
94.90 |
94.92 |
-0.10 |
2,345 |
74,492 |
+500 |
Jun03 |
020815 |
94.81 |
94.82 |
94.78 |
94.80 |
-0.11 |
880 |
33,364 |
+22 |
Sep03 |
020815 |
94.68 |
94.70 |
94.67 |
94.68 |
-0.10 |
978 |
21,173 |
+557 |
Dec03 |
020815 |
94.55 |
94.59 |
94.54 |
94.56 |
-0.11 |
240 |
16,718 |
+240 |
Mar04 |
020815 |
94.45 |
94.45 |
94.45 |
94.45 |
-0.11 |
302 |
10,847 |
+266 |
Jun04 |
020815 |
94.33 |
94.35 |
94.33 |
94.34 |
-0.10 |
517 |
5,305 |
+265 |
Sep04 |
020815 |
94.23 |
94.24 |
94.23 |
94.23 |
-0.13 |
0 |
2,021 |
-35 |
Dec04 |
020815 |
94.13 |
94.13 |
94.13 |
94.13 |
-0.12 |
0 |
1,425 |
-50 |
Total Volume and Open Interest |
24,783 |
652,860 |
-5,165 |
10-Year Aus T-Bonds(SFE) |
Sep02 |
020815 |
94.44 |
94.46 |
94.43 |
94.46 |
-0.09 |
4,942 |
235,421 |
+1,819 |
Dec02 |
020815 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.10 |
400 |
400 |
+400 |
Total Volume and Open Interest |
12,740 |
233,602 |
+4,821 |
3-Year Aus T-Bonds(SFE) |
Sep02 |
020815 |
94.85 |
94.88 |
94.83 |
94.87 |
-0.14 |
53,137 |
676,163 |
+40,419 |
Dec02 |
020815 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.15 |
|
|
|
Total Volume and Open Interest |
53,137 |
676,163 |
+40,419 |
Gold(CMX) |
Aug02 |
020815 |
311.6 |
316.5 |
311.1 |
314.3 |
+2.5 |
68 |
500 |
-19 |
Oct02 |
020815 |
313.2 |
316.1 |
312.0 |
314.9 |
+2.6 |
2,810 |
12,303 |
-1,031 |
Dec02 |
020815 |
313.8 |
317.8 |
313.0 |
316.1 |
+2.6 |
37,978 |
87,522 |
+2,294 |
Feb03 |
020815 |
314.5 |
317.0 |
314.4 |
316.8 |
+2.6 |
58 |
9,541 |
+11 |
Apr03 |
020815 |
315.0 |
317.4 |
314.3 |
317.4 |
+2.7 |
13 |
4,277 |
+1 |
Jun03 |
020815 |
318.0 |
318.0 |
318.0 |
318.0 |
+2.8 |
43 |
5,882 |
+27 |
Total Volume and Open Interest |
41,748 |
146,737 |
+2,014 |
Silver(CMX) |
Sep02 |
020815 |
447.5 |
450.5 |
446.0 |
448.3 |
+2.5 |
17,475 |
35,072 |
-4,017 |
Dec02 |
020815 |
451.5 |
453.5 |
448.5 |
451.0 |
+2.4 |
5,632 |
31,654 |
+2,019 |
Mar03 |
020815 |
450.0 |
455.0 |
450.0 |
452.8 |
+2.3 |
55 |
2,464 |
+0 |
May03 |
020815 |
455.0 |
455.0 |
454.0 |
454.0 |
+2.3 |
5 |
2,072 |
+0 |
Jul03 |
020815 |
452.5 |
457.0 |
452.5 |
455.1 |
+2.3 |
39 |
4,353 |
+21 |
Total Volume and Open Interest |
23,282 |
80,435 |
-1,956 |
Platinum(NYM) |
Oct02 |
020815 |
559.8 |
560.0 |
554.5 |
558.8 |
-1.4 |
1,032 |
6,417 |
+394 |
Jan03 |
020815 |
552.0 |
553.8 |
552.0 |
553.8 |
-1.4 |
15 |
78 |
+11 |
Total Volume and Open Interest |
1,047 |
6,495 |
+405 |
Palladium(NYME) |
Sep02 |
020815 |
323.00 |
325.00 |
321.00 |
323.35 |
-2.15 |
72 |
1,997 |
-4 |
Dec02 |
020815 |
321.00 |
324.15 |
321.00 |
324.15 |
-2.15 |
15 |
326 |
+9 |
Total Volume and Open Interest |
87 |
2,323 |
+5 |
Copper(CMX) |
Sep02 |
020815 |
67.75 |
69.20 |
67.40 |
68.25 |
+1.25 |
5,696 |
44,714 |
+523 |
Dec02 |
020815 |
68.45 |
69.85 |
68.30 |
68.95 |
+1.20 |
1,971 |
21,091 |
+459 |
Mar03 |
020815 |
69.25 |
70.15 |
69.00 |
69.70 |
+1.20 |
328 |
4,577 |
+15 |
May03 |
020815 |
69.85 |
70.65 |
69.85 |
70.25 |
+1.20 |
160 |
2,899 |
-39 |
Jul03 |
020815 |
70.30 |
71.15 |
70.30 |
70.70 |
+1.20 |
242 |
2,567 |
+126 |
Total Volume and Open Interest |
9,104 |
106,061 |
+825 |
DJIA Index(CBOT) |
Sep02 |
020815 |
8780 |
8870 |
8680 |
8807 |
+87 |
32,136 |
31,280 |
+367 |
Dec02 |
020815 |
8775 |
8845 |
8690 |
8792 |
+87 |
132 |
651 |
+2 |
Mar03 |
020815 |
8784 |
8784 |
8784 |
8784 |
+87 |
0 |
5 |
+0 |
Jun03 |
020815 |
8777 |
8777 |
8777 |
8777 |
+87 |
|
|
|
Total Volume and Open Interest |
32,268 |
31,963 |
+369 |
S & P 500(CME) |
Sep02 |
020815 |
923.00 |
935.00 |
917.50 |
930.50 |
+12.50 |
84,214 |
579,676 |
+3,907 |
Dec02 |
020815 |
924.00 |
935.00 |
921.00 |
930.60 |
+12.70 |
628 |
25,854 |
+51 |
Mar03 |
020815 |
930.60 |
930.60 |
930.60 |
930.60 |
+12.80 |
0 |
19,717 |
+0 |
Jun03 |
020815 |
930.80 |
930.80 |
930.80 |
930.80 |
+12.80 |
0 |
320 |
+0 |
Total Volume and Open Interest |
84,842 |
625,611 |
+3,958 |
S & P 500 E-Mini(Globex) |
Sep02 |
020815 |
918.75 |
934.50 |
915.75 |
930.50 |
+12.50 |
703,547 |
351,659 |
+10,210 |
Dec02 |
020815 |
925.00 |
931.00 |
922.00 |
930.50 |
+12.50 |
144 |
202 |
+38 |
Total Volume and Open Interest |
703,691 |
351,861 |
+10,248 |
NASDAQ 100(CME) |
Sep02 |
020815 |
976.00 |
990.00 |
956.00 |
989.00 |
+22.00 |
19,927 |
67,436 |
-1,089 |
Dec02 |
020815 |
992.50 |
992.50 |
992.50 |
992.50 |
+22.00 |
3 |
60 |
+0 |
Mar03 |
020815 |
996.00 |
996.00 |
996.00 |
996.00 |
+22.00 |
8 |
2 |
+2 |
Total Volume and Open Interest |
19,938 |
67,498 |
-1,087 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep02 |
020815 |
965.5 |
990.5 |
956.0 |
989.0 |
+22.0 |
242,614 |
165,711 |
+591 |
Dec02 |
020815 |
982.0 |
996.0 |
970.0 |
992.5 |
+22.0 |
12 |
26 |
-2 |
Total Volume and Open Interest |
242,626 |
165,737 |
+589 |
NYSE Composite(NYBOT) |
Sep02 |
020815 |
495.50 |
500.00 |
493.50 |
500.00 |
+6.95 |
622 |
5,378 |
-90 |
Dec02 |
020815 |
498.00 |
500.00 |
498.00 |
500.00 |
+6.95 |
0 |
310 |
+0 |
Mar03 |
020815 |
500.00 |
500.00 |
500.00 |
500.00 |
+6.95 |
0 |
100 |
+0 |
Total Volume and Open Interest |
622 |
5,788 |
-90 |
S & P Midcap 400(CME) |
Sep02 |
020815 |
443.00 |
448.00 |
441.00 |
447.60 |
+8.00 |
1,256 |
16,617 |
+326 |
Dec02 |
020815 |
448.40 |
448.40 |
448.40 |
448.40 |
+8.00 |
|
|
|
Mar03 |
020815 |
451.40 |
451.40 |
451.40 |
451.40 |
+8.00 |
|
|
|
Total Volume and Open Interest |
1,256 |
16,617 |
+326 |
Russell 2000(CME) |
Sep02 |
020815 |
392.00 |
393.00 |
387.50 |
390.75 |
+1.75 |
3,250 |
25,114 |
+170 |
Dec02 |
020815 |
391.50 |
391.50 |
391.50 |
391.50 |
+1.75 |
5 |
4 |
+3 |
Mar03 |
020815 |
393.50 |
393.50 |
393.50 |
393.50 |
+1.75 |
|
|
|
Total Volume and Open Interest |
3,255 |
25,118 |
+173 |
Value Line(KCBT) |
Sep02 |
020815 |
1016.00 |
1024.50 |
1004.00 |
1020.00 |
+15.00 |
80 |
163 |
+34 |
Total Volume and Open Interest |
80 |
165 |
+34 |
Nikkei 225(CME) |
Sep02 |
020815 |
9815 |
9915 |
9810 |
9860 |
+95 |
1,763 |
25,225 |
+322 |
Dec02 |
020815 |
9855 |
9855 |
9855 |
9855 |
+95 |
9 |
89 |
+7 |
Total Volume and Open Interest |
1,772 |
25,318 |
+329 |
Nikkei 225(SIMEX) |
Sep02 |
020815 |
9770 |
9855 |
9760 |
9785 |
+130 |
10,502 |
83,692 |
-982 |
Dec02 |
020815 |
9755 |
9755 |
9755 |
9755 |
+130 |
0 |
151 |
+0 |
Mar03 |
020815 |
9755 |
9755 |
9755 |
9755 |
+130 |
0 |
300 |
+0 |
Total Volume and Open Interest |
10,502 |
84,143 |
-982 |
CAC 40(MATIF) |
Aug02 |
020815 |
3344.5 |
3400.0 |
3318.5 |
3397.0 |
+157.0 |
50,522 |
434,847 |
+14,183 |
Sep02 |
020815 |
3348.0 |
3405.5 |
3338.0 |
3405.5 |
+157.5 |
1,004 |
135,559 |
-142 |
Oct02 |
020815 |
3416.0 |
3416.0 |
3416.0 |
3416.0 |
+158.0 |
0 |
10 |
+0 |
Total Volume and Open Interest |
52,576 |
596,107 |
+15,041 |
DAX Index(EUREX) |
Sep02 |
020815 |
3700.0 |
3740.0 |
3652.5 |
3667.5 |
+56.0 |
75,651 |
210,959 |
+2,450 |
Dec02 |
020815 |
3733.0 |
3735.5 |
3699.0 |
3699.0 |
+57.0 |
37 |
6,224 |
-8 |
Mar03 |
020815 |
3761.5 |
3765.0 |
3730.5 |
3730.5 |
+60.0 |
100 |
1,546 |
+100 |
Total Volume and Open Interest |
75,788 |
218,729 |
+2,542 |
FT-SE 100(LIFFE) |
Sep02 |
020815 |
4269.50 |
4354.00 |
4256.50 |
4329.00 |
+159.00 |
59,199 |
456,277 |
-630 |
Dec02 |
020815 |
4300.00 |
4370.00 |
4293.00 |
4352.50 |
+161.50 |
48 |
34,058 |
-13 |
Mar03 |
020815 |
4289.50 |
4341.00 |
4289.50 |
4341.00 |
+162.00 |
1,842 |
15,176 |
+250 |
Total Volume and Open Interest |
61,589 |
510,551 |
-128 |
SPI 200(SFE) |
Sep02 |
020815 |
3117.0 |
3123.0 |
3108.0 |
3121.0 |
+29.0 |
11,033 |
167,438 |
+2,146 |
Dec02 |
020815 |
3125.0 |
3129.0 |
3120.0 |
3129.0 |
+29.0 |
98 |
2,424 |
+93 |
Mar03 |
020815 |
3129.0 |
3137.0 |
3129.0 |
3137.0 |
+29.0 |
0 |
1,105 |
+0 |
Total Volume and Open Interest |
11,136 |
172,205 |
+2,247 |
GSCI(CME) |
Sep02 |
020815 |
208.40 |
213.10 |
208.00 |
213.00 |
+5.50 |
126 |
17,915 |
+54 |
Oct02 |
020815 |
212.50 |
212.50 |
212.50 |
212.50 |
+4.00 |
|
|
|
Total Volume and Open Interest |
246 |
19,131 |
-581 |
Bridge CRB Index(NYBOT) |
Nov02 |
020815 |
220.00 |
221.00 |
219.50 |
220.25 |
+0.85 |
27 |
238 |
+5 |
Jan03 |
020815 |
222.50 |
222.50 |
222.25 |
222.25 |
+0.85 |
0 |
102 |
+0 |
Feb03 |
020815 |
222.25 |
222.25 |
222.25 |
222.25 |
+0.85 |
0 |
50 |
+0 |
Total Volume and Open Interest |
27 |
390 |
+5 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|