 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri August 30, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep02 |
020830 |
556.50 |
560.00 |
553.50 |
559.00 |
+3.75 |
4,741 |
10,321 |
-1,800 |
Nov02 |
020830 |
540.00 |
545.50 |
539.25 |
544.75 |
+5.75 |
27,110 |
99,283 |
-249 |
Jan03 |
020830 |
541.50 |
546.50 |
540.50 |
546.00 |
+6.25 |
3,367 |
22,229 |
+653 |
Mar03 |
020830 |
541.00 |
548.00 |
540.50 |
547.25 |
+8.00 |
2,108 |
18,498 |
+945 |
May03 |
020830 |
540.00 |
546.00 |
539.00 |
545.00 |
+7.00 |
1,887 |
29,085 |
+318 |
Jul03 |
020830 |
539.50 |
544.00 |
538.50 |
543.00 |
+6.25 |
1,606 |
9,790 |
+458 |
Aug03 |
020830 |
535.00 |
539.00 |
535.00 |
539.00 |
+7.00 |
88 |
393 |
+61 |
Total Volume and Open Interest |
40,986 |
193,489 |
+404 |
Soybean Meal(CBOT) |
Sep02 |
020830 |
180.50 |
182.20 |
180.00 |
181.60 |
+1.40 |
8,787 |
9,613 |
-1,562 |
Oct02 |
020830 |
172.00 |
173.40 |
171.30 |
173.10 |
+1.40 |
5,015 |
23,590 |
-569 |
Dec02 |
020830 |
169.20 |
171.10 |
168.50 |
170.20 |
+1.00 |
8,766 |
60,341 |
+964 |
Jan03 |
020830 |
168.00 |
170.00 |
167.80 |
169.50 |
+0.70 |
1,018 |
8,794 |
+508 |
Mar03 |
020830 |
167.00 |
168.80 |
166.50 |
168.40 |
+1.40 |
1,389 |
8,950 |
+385 |
May03 |
020830 |
164.70 |
166.50 |
164.60 |
165.70 |
+1.10 |
770 |
13,885 |
+259 |
Jul03 |
020830 |
164.40 |
166.50 |
164.40 |
166.50 |
+2.10 |
283 |
7,842 |
+60 |
Aug03 |
020830 |
163.50 |
165.00 |
163.50 |
164.50 |
+2.00 |
63 |
2,024 |
+32 |
Total Volume and Open Interest |
26,132 |
139,128 |
+90 |
Soybean Oil(CBOT) |
Sep02 |
020830 |
20.33 |
20.70 |
20.31 |
20.64 |
+0.43 |
12,102 |
8,879 |
-1,445 |
Oct02 |
020830 |
20.36 |
20.66 |
20.33 |
20.65 |
+0.40 |
11,222 |
22,774 |
+2,809 |
Dec02 |
020830 |
20.37 |
20.80 |
20.33 |
20.72 |
+0.45 |
16,851 |
83,146 |
-553 |
Jan03 |
020830 |
20.35 |
20.75 |
20.34 |
20.72 |
+0.45 |
1,116 |
9,329 |
-230 |
Mar03 |
020830 |
20.35 |
20.85 |
20.35 |
20.82 |
+0.55 |
1,426 |
6,307 |
-40 |
May03 |
020830 |
20.33 |
20.85 |
20.33 |
20.82 |
+0.56 |
1,639 |
9,818 |
+448 |
Jul03 |
020830 |
20.35 |
20.85 |
20.33 |
20.82 |
+0.56 |
175 |
5,049 |
+38 |
Aug03 |
020830 |
20.35 |
20.65 |
20.35 |
20.65 |
+0.55 |
52 |
1,033 |
+1 |
Total Volume and Open Interest |
44,780 |
149,733 |
+1,045 |
Canola(WCE) |
Sep02 |
020830 |
417.4 |
417.4 |
417.4 |
417.4 |
+1.4 |
0 |
105 |
+0 |
Nov02 |
020830 |
422.0 |
424.6 |
421.7 |
424.2 |
+2.3 |
5,542 |
31,747 |
-730 |
Jan03 |
020830 |
426.0 |
428.5 |
425.5 |
428.3 |
+2.2 |
2,234 |
15,585 |
-902 |
Mar03 |
020830 |
426.0 |
428.4 |
425.8 |
428.2 |
+2.2 |
657 |
7,786 |
-140 |
May03 |
020830 |
425.1 |
428.0 |
425.0 |
427.7 |
+2.2 |
260 |
1,898 |
+145 |
Total Volume and Open Interest |
8,704 |
57,669 |
-1,616 |
Corn(CBOT) |
Sep02 |
020830 |
257.00 |
260.25 |
256.25 |
259.50 |
+3.00 |
39,870 |
20,083 |
-13,076 |
Dec02 |
020830 |
267.00 |
268.75 |
265.75 |
268.00 |
+1.25 |
80,707 |
327,340 |
+6,250 |
Mar03 |
020830 |
273.00 |
274.50 |
271.75 |
273.75 |
+0.75 |
10,785 |
71,669 |
+2,422 |
May03 |
020830 |
276.00 |
277.25 |
274.75 |
277.00 |
+1.25 |
1,661 |
17,362 |
+1,055 |
Jul03 |
020830 |
275.25 |
276.50 |
273.75 |
276.00 |
+1.25 |
2,461 |
23,620 |
+211 |
Sep03 |
020830 |
260.00 |
261.00 |
259.50 |
260.50 |
+0.50 |
324 |
5,441 |
+230 |
Total Volume and Open Interest |
137,084 |
488,770 |
-2,402 |
Wheat(CBOT) |
Sep02 |
020830 |
354.50 |
363.50 |
353.50 |
362.25 |
+7.00 |
7,922 |
4,306 |
-3,167 |
Dec02 |
020830 |
362.50 |
371.00 |
362.00 |
370.00 |
+6.00 |
17,848 |
93,745 |
-229 |
Mar03 |
020830 |
368.00 |
378.00 |
367.50 |
377.50 |
+8.25 |
2,018 |
18,656 |
+408 |
May03 |
020830 |
361.00 |
368.50 |
361.00 |
367.75 |
+7.75 |
153 |
1,587 |
+89 |
Jul03 |
020830 |
341.50 |
350.00 |
341.00 |
349.75 |
+8.00 |
733 |
7,887 |
+107 |
Total Volume and Open Interest |
28,721 |
128,122 |
-2,742 |
Wheat(KCBT) |
Sep02 |
020830 |
409.00 |
425.00 |
409.00 |
423.00 |
+13.00 |
3,372 |
1,982 |
-1,693 |
Dec02 |
020830 |
408.50 |
416.00 |
408.50 |
415.75 |
+5.75 |
9,489 |
55,282 |
+918 |
Mar03 |
020830 |
405.50 |
412.00 |
405.00 |
412.00 |
+6.50 |
2,322 |
14,335 |
+349 |
May03 |
020830 |
390.00 |
396.50 |
390.00 |
395.50 |
+5.00 |
316 |
1,540 |
+180 |
Jul03 |
020830 |
359.50 |
365.50 |
359.50 |
365.25 |
+3.75 |
249 |
4,206 |
-115 |
Total Volume and Open Interest |
15,748 |
77,413 |
-361 |
Wheat(MGE) |
Sep02 |
020830 |
433.00 |
437.75 |
430.50 |
435.00 |
-2.75 |
1,685 |
1,710 |
-1,063 |
Dec02 |
020830 |
432.00 |
440.00 |
430.50 |
437.75 |
+4.75 |
5,969 |
18,119 |
-688 |
Mar03 |
020830 |
429.00 |
437.00 |
429.00 |
434.00 |
+4.75 |
641 |
4,457 |
+239 |
May03 |
020830 |
416.00 |
423.50 |
416.00 |
419.25 |
+3.50 |
191 |
1,512 |
+37 |
Jul03 |
020830 |
393.00 |
400.00 |
391.00 |
397.00 |
+10.00 |
242 |
1,576 |
+26 |
Total Volume and Open Interest |
8,957 |
28,417 |
-1,327 |
Oats(CBOT) |
Sep02 |
020830 |
176.50 |
182.00 |
176.50 |
177.50 |
-3.50 |
717 |
480 |
-225 |
Dec02 |
020830 |
182.00 |
186.75 |
182.00 |
184.25 |
-1.75 |
1,656 |
7,321 |
+88 |
Mar03 |
020830 |
180.25 |
182.50 |
180.25 |
181.00 |
-0.50 |
128 |
1,842 |
+41 |
May03 |
020830 |
179.25 |
179.25 |
179.25 |
179.25 |
+0.25 |
20 |
237 |
+20 |
Total Volume and Open Interest |
2,521 |
9,881 |
-76 |
Rough Rice(CBOT) |
Sep02 |
020830 |
3.92 |
3.98 |
3.92 |
3.95 |
0.00 |
1,000 |
1,349 |
+170 |
Nov02 |
020830 |
4.18 |
4.22 |
4.15 |
4.16 |
-0.04 |
1,309 |
4,141 |
+666 |
Jan03 |
020830 |
4.39 |
4.42 |
4.38 |
4.39 |
-0.03 |
69 |
1,042 |
+46 |
Mar03 |
020830 |
4.62 |
4.62 |
4.62 |
4.62 |
-0.03 |
83 |
845 |
+28 |
Total Volume and Open Interest |
2,461 |
8,377 |
+910 |
Live Cattle(CME) |
Aug02 |
020830 |
65.175 |
65.500 |
64.550 |
64.725 |
-0.450 |
581 |
383 |
-373 |
Oct02 |
020830 |
67.000 |
67.700 |
66.875 |
67.200 |
+0.100 |
3,691 |
40,978 |
-89 |
Dec02 |
020830 |
69.700 |
70.400 |
69.600 |
70.175 |
+0.325 |
1,941 |
26,408 |
+645 |
Feb03 |
020830 |
71.250 |
71.850 |
71.200 |
71.550 |
+0.100 |
439 |
15,924 |
+125 |
Apr03 |
020830 |
72.050 |
72.650 |
71.950 |
72.425 |
+0.100 |
318 |
7,665 |
+95 |
Jun03 |
020830 |
67.500 |
67.900 |
67.250 |
67.750 |
+0.175 |
475 |
3,096 |
+44 |
Total Volume and Open Interest |
7,448 |
94,558 |
+448 |
Feeder Cattle(CME) |
Sep02 |
020830 |
79.200 |
79.850 |
79.125 |
79.725 |
+0.175 |
225 |
1,791 |
+31 |
Oct02 |
020830 |
79.350 |
80.000 |
79.250 |
79.675 |
+0.150 |
936 |
5,970 |
+304 |
Nov02 |
020830 |
79.550 |
80.075 |
79.400 |
79.975 |
+0.150 |
257 |
1,963 |
+77 |
Jan03 |
020830 |
77.700 |
78.100 |
77.700 |
77.875 |
+0.025 |
386 |
1,229 |
+147 |
Mar03 |
020830 |
76.700 |
76.850 |
76.700 |
76.775 |
-0.075 |
17 |
178 |
+6 |
Apr03 |
020830 |
76.700 |
76.700 |
76.700 |
76.700 |
-0.100 |
2 |
137 |
-1 |
May03 |
020830 |
76.700 |
76.700 |
76.700 |
76.700 |
unch |
38 |
106 |
+22 |
Total Volume and Open Interest |
2,087 |
13,171 |
+441 |
Lean Hogs(CME) |
Oct02 |
020830 |
30.600 |
31.250 |
29.950 |
30.875 |
+0.225 |
4,326 |
17,597 |
-391 |
Dec02 |
020830 |
34.450 |
35.400 |
33.900 |
35.300 |
+0.975 |
2,945 |
12,709 |
+538 |
Feb03 |
020830 |
42.175 |
42.850 |
41.600 |
42.725 |
+0.550 |
492 |
3,137 |
+38 |
Apr03 |
020830 |
48.125 |
48.700 |
47.850 |
48.650 |
+0.500 |
118 |
949 |
+15 |
May03 |
020830 |
57.200 |
57.650 |
57.100 |
57.650 |
+0.450 |
28 |
275 |
+11 |
Jun03 |
020830 |
58.950 |
59.700 |
58.950 |
59.550 |
+0.450 |
21 |
314 |
+8 |
Jul03 |
020830 |
58.975 |
58.975 |
58.975 |
58.975 |
+0.225 |
17 |
148 |
+0 |
Aug03 |
020830 |
55.750 |
55.750 |
55.750 |
55.750 |
+0.200 |
1 |
45 |
+0 |
Total Volume and Open Interest |
7,948 |
35,180 |
+219 |
Pork Bellies(CME) |
Feb03 |
020830 |
61.900 |
62.200 |
60.700 |
61.900 |
+0.075 |
262 |
967 |
+10 |
Mar03 |
020830 |
61.850 |
61.850 |
61.600 |
61.600 |
+0.650 |
0 |
31 |
+0 |
May03 |
020830 |
63.250 |
64.100 |
62.950 |
63.475 |
+0.225 |
9 |
11 |
+9 |
Jul03 |
020830 |
63.000 |
63.000 |
63.000 |
63.000 |
unch |
1 |
14 |
+0 |
Aug03 |
020830 |
62.000 |
62.000 |
62.000 |
62.000 |
+0.650 |
0 |
3 |
+0 |
Total Volume and Open Interest |
272 |
1,026 |
+19 |
Cocoa(NYBOT) |
Sep02 |
020830 |
2011 |
2032 |
2008 |
2012 |
-11 |
125 |
886 |
+24 |
Dec02 |
020830 |
2018 |
2023 |
1997 |
2002 |
-15 |
4,031 |
39,028 |
-363 |
Mar03 |
020830 |
2025 |
2031 |
2006 |
2012 |
-13 |
801 |
21,987 |
+176 |
May03 |
020830 |
2033 |
2043 |
2022 |
2022 |
-12 |
127 |
7,735 |
+55 |
Jul03 |
020830 |
2042 |
2042 |
2024 |
2024 |
-13 |
112 |
7,602 |
-9 |
Sep03 |
020830 |
2034 |
2034 |
2028 |
2028 |
-13 |
26 |
11,389 |
+24 |
Dec03 |
020830 |
2040 |
2040 |
2036 |
2036 |
-10 |
1,190 |
10,982 |
+1,101 |
Total Volume and Open Interest |
6,512 |
104,493 |
+1,108 |
Coffee "C"(NYBOT) |
Sep02 |
020830 |
51.00 |
51.75 |
50.25 |
51.50 |
+0.75 |
289 |
1,686 |
-243 |
Dec02 |
020830 |
53.00 |
53.40 |
52.10 |
53.20 |
+0.50 |
5,449 |
38,681 |
-124 |
Mar03 |
020830 |
55.80 |
56.10 |
55.10 |
56.05 |
+0.50 |
1,141 |
12,980 |
+63 |
May03 |
020830 |
57.60 |
57.70 |
56.60 |
57.50 |
+0.50 |
127 |
4,643 |
+7 |
Jul03 |
020830 |
59.25 |
59.25 |
58.10 |
58.75 |
+0.45 |
163 |
4,403 |
+47 |
Sep03 |
020830 |
60.25 |
60.40 |
59.75 |
60.05 |
+0.55 |
13 |
3,071 |
+2 |
Total Volume and Open Interest |
7,184 |
65,716 |
-246 |
Orange Juice(NYBOT) |
Sep02 |
020830 |
98.35 |
99.70 |
98.15 |
99.50 |
+1.15 |
3,038 |
2,125 |
-2,272 |
Nov02 |
020830 |
101.60 |
102.25 |
101.15 |
102.20 |
+0.70 |
1,939 |
17,303 |
+763 |
Jan03 |
020830 |
103.90 |
104.75 |
103.60 |
104.20 |
+0.35 |
299 |
4,925 |
-207 |
Mar03 |
020830 |
105.25 |
105.50 |
105.00 |
105.50 |
+0.25 |
337 |
3,610 |
+226 |
May03 |
020830 |
106.00 |
106.25 |
106.00 |
106.25 |
+0.25 |
40 |
649 |
+0 |
Total Volume and Open Interest |
5,678 |
29,103 |
-1,465 |
Sugar #11(NYBOT) |
Oct02 |
020830 |
5.90 |
6.00 |
5.82 |
5.98 |
+0.12 |
10,343 |
87,230 |
+267 |
Mar03 |
020830 |
5.91 |
5.97 |
5.82 |
5.96 |
+0.11 |
3,949 |
45,007 |
+577 |
May03 |
020830 |
5.66 |
5.72 |
5.62 |
5.72 |
+0.10 |
302 |
13,579 |
+117 |
Jul03 |
020830 |
5.42 |
5.52 |
5.41 |
5.50 |
+0.10 |
225 |
18,986 |
-27 |
Oct03 |
020830 |
5.47 |
5.58 |
5.47 |
5.57 |
+0.11 |
188 |
11,830 |
+97 |
Total Volume and Open Interest |
15,253 |
183,499 |
+1,140 |
London Cocoa(LCE) |
Sep02 |
020830 |
1402 |
1414 |
1397 |
1406 |
+2 |
671 |
13,100 |
-484 |
Dec02 |
020830 |
1424 |
1436 |
1417 |
1425 |
-1 |
2,274 |
55,553 |
+715 |
Mar03 |
020830 |
1424 |
1435 |
1421 |
1432 |
+6 |
475 |
40,560 |
-248 |
May03 |
020830 |
1436 |
1449 |
1434 |
1442 |
+4 |
172 |
10,010 |
+91 |
Jul03 |
020830 |
1446 |
1456 |
1443 |
1452 |
+4 |
66 |
11,490 |
+47 |
Sep03 |
020830 |
1454 |
1461 |
1454 |
1458 |
+4 |
4 |
8,684 |
+4 |
Dec03 |
020830 |
1458 |
1460 |
1458 |
1460 |
+4 |
1,000 |
7,902 |
+0 |
Total Volume and Open Interest |
4,662 |
149,162 |
+125 |
London Coffee(LCE) |
Sep02 |
020830 |
526.00 |
534.00 |
520.00 |
530.00 |
+4.00 |
2,964 |
7,823 |
-2,165 |
Nov02 |
020830 |
543.00 |
553.00 |
537.00 |
549.00 |
+5.00 |
8,991 |
42,091 |
-1,029 |
Jan03 |
020830 |
556.00 |
566.00 |
551.00 |
564.00 |
+7.00 |
2,087 |
31,934 |
-5 |
Mar03 |
020830 |
569.00 |
580.00 |
569.00 |
577.00 |
+5.00 |
1,138 |
21,629 |
+477 |
May03 |
020830 |
582.00 |
592.00 |
582.00 |
592.00 |
+6.00 |
491 |
11,359 |
+171 |
Jul03 |
020830 |
598.00 |
606.00 |
596.00 |
606.00 |
+6.00 |
414 |
9,387 |
+41 |
Total Volume and Open Interest |
16,226 |
127,860 |
-2,498 |
London Sugar(LCE) |
Aug02 |
020716 |
195.50 |
196.00 |
183.00 |
186.00 |
-10.10 |
2,618 |
2,258 |
-977 |
Oct02 |
020830 |
179.20 |
181.80 |
179.20 |
181.30 |
+1.70 |
4,108 |
14,956 |
-1,652 |
Dec02 |
020830 |
174.00 |
176.80 |
174.00 |
176.30 |
+1.70 |
1,631 |
13,212 |
+843 |
Mar03 |
020830 |
178.00 |
178.90 |
177.30 |
178.60 |
+1.50 |
316 |
11,460 |
+223 |
May03 |
020830 |
178.00 |
178.50 |
177.80 |
177.80 |
+1.50 |
76 |
4,193 |
+76 |
Total Volume and Open Interest |
6,171 |
47,929 |
-480 |
Cotton(NYBOT) |
Oct02 |
020830 |
44.70 |
44.85 |
44.50 |
44.66 |
-0.34 |
189 |
2,580 |
-30 |
Dec02 |
020830 |
46.35 |
46.75 |
46.25 |
46.47 |
-0.31 |
3,798 |
48,857 |
-367 |
Mar03 |
020830 |
48.40 |
48.75 |
48.35 |
48.59 |
-0.31 |
367 |
8,783 |
-93 |
May03 |
020830 |
51.00 |
51.30 |
51.00 |
51.30 |
-0.25 |
335 |
6,287 |
+143 |
Jul03 |
020830 |
52.60 |
52.60 |
52.60 |
52.60 |
+0.03 |
41 |
2,441 |
-8 |
Oct03 |
020830 |
53.40 |
53.40 |
53.40 |
53.40 |
unch |
0 |
156 |
+0 |
Total Volume and Open Interest |
4,749 |
70,244 |
-357 |
Lumber(CME) |
Sep02 |
020830 |
233.8 |
234.2 |
227.9 |
228.3 |
-5.5 |
453 |
1,572 |
+51 |
Nov02 |
020830 |
238.0 |
238.5 |
234.5 |
234.9 |
-3.1 |
391 |
778 |
+114 |
Jan03 |
020830 |
251.2 |
252.2 |
250.9 |
251.5 |
-2.2 |
65 |
142 |
+20 |
Mar03 |
020830 |
260.9 |
260.9 |
258.5 |
258.5 |
+0.3 |
12 |
47 |
+3 |
Total Volume and Open Interest |
921 |
2,581 |
+188 |
Crude Oil(NYM) |
Oct02 |
020830 |
28.82 |
29.08 |
28.76 |
28.98 |
+0.06 |
74,524 |
175,141 |
+5,132 |
Nov02 |
020830 |
28.73 |
28.90 |
28.65 |
28.80 |
+0.05 |
38,100 |
55,541 |
+1,473 |
Dec02 |
020830 |
28.50 |
28.65 |
28.40 |
28.58 |
+0.02 |
22,435 |
62,300 |
+2,198 |
Jan03 |
020830 |
28.18 |
28.33 |
28.15 |
28.27 |
+0.01 |
4,283 |
30,517 |
+1,503 |
Feb03 |
020830 |
27.83 |
27.90 |
27.80 |
27.90 |
unch |
1,686 |
12,191 |
+128 |
Mar03 |
020830 |
27.55 |
27.55 |
27.40 |
27.53 |
-0.01 |
1,948 |
16,557 |
+994 |
Apr03 |
020830 |
27.05 |
27.16 |
27.05 |
27.16 |
-0.02 |
815 |
8,693 |
+297 |
May03 |
020830 |
26.80 |
26.80 |
26.75 |
26.80 |
-0.03 |
651 |
5,695 |
+365 |
Jun03 |
020830 |
26.38 |
26.46 |
26.32 |
26.46 |
-0.04 |
4,759 |
20,391 |
+1,542 |
Jul03 |
020830 |
26.10 |
26.15 |
26.10 |
26.15 |
-0.05 |
399 |
5,235 |
+259 |
Total Volume and Open Interest |
160,264 |
489,107 |
+17,594 |
Heating Oil(NYM) |
Sep02 |
020830 |
75.40 |
75.60 |
74.50 |
74.82 |
-0.57 |
12,636 |
7,932 |
-2,865 |
Oct02 |
020830 |
76.60 |
76.70 |
75.85 |
76.35 |
-0.10 |
16,940 |
60,945 |
+1,396 |
Nov02 |
020830 |
77.10 |
77.30 |
76.80 |
77.15 |
-0.10 |
3,039 |
20,407 |
+930 |
Dec02 |
020830 |
77.80 |
78.00 |
77.45 |
77.80 |
-0.10 |
3,680 |
19,786 |
+256 |
Jan03 |
020830 |
78.00 |
78.35 |
77.80 |
78.10 |
-0.10 |
577 |
12,608 |
+56 |
Feb03 |
020830 |
77.50 |
77.50 |
77.00 |
77.25 |
-0.10 |
247 |
9,322 |
+95 |
Mar03 |
020830 |
75.20 |
75.60 |
75.10 |
75.20 |
-0.10 |
1,356 |
6,899 |
-185 |
Apr03 |
020830 |
73.30 |
73.30 |
72.70 |
72.90 |
-0.10 |
209 |
3,529 |
+28 |
May03 |
020830 |
70.30 |
70.55 |
70.30 |
70.55 |
-0.10 |
65 |
2,569 |
+38 |
Jun03 |
020830 |
69.50 |
69.50 |
69.50 |
69.50 |
-0.10 |
210 |
3,283 |
-90 |
Total Volume and Open Interest |
39,244 |
151,681 |
-216 |
Unleaded Gas(NYM) |
Sep02 |
020830 |
81.30 |
83.00 |
80.60 |
81.42 |
+0.10 |
19,159 |
9,060 |
-6,431 |
Oct02 |
020830 |
78.30 |
79.00 |
77.60 |
78.72 |
+0.49 |
19,235 |
58,025 |
+2,404 |
Nov02 |
020830 |
77.30 |
77.87 |
77.10 |
77.87 |
+0.62 |
3,890 |
14,107 |
+304 |
Dec02 |
020830 |
76.80 |
77.24 |
76.30 |
77.24 |
+0.69 |
1,874 |
9,537 |
+137 |
Jan03 |
020830 |
76.00 |
76.92 |
76.00 |
76.92 |
+0.77 |
380 |
3,675 |
+171 |
Feb03 |
020830 |
76.15 |
77.09 |
76.15 |
77.09 |
+0.84 |
57 |
2,292 |
+0 |
Mar03 |
020830 |
77.49 |
77.49 |
77.49 |
77.49 |
+0.84 |
85 |
2,382 |
-35 |
Apr03 |
020830 |
82.00 |
83.24 |
82.00 |
83.24 |
+0.84 |
50 |
1,627 |
+25 |
Total Volume and Open Interest |
44,759 |
102,695 |
-3,401 |
Natural Gas(NYM) |
Oct02 |
020830 |
3.290 |
3.310 |
3.250 |
3.296 |
+0.046 |
63,652 |
58,753 |
-2,696 |
Nov02 |
020830 |
3.590 |
3.640 |
3.575 |
3.626 |
+0.071 |
13,085 |
33,392 |
+1,590 |
Dec02 |
020830 |
3.860 |
3.930 |
3.845 |
3.901 |
+0.083 |
5,639 |
32,427 |
-184 |
Jan03 |
020830 |
3.980 |
4.050 |
3.975 |
4.029 |
+0.086 |
6,172 |
30,871 |
+233 |
Feb03 |
020830 |
3.935 |
3.980 |
3.925 |
3.974 |
+0.081 |
1,949 |
21,818 |
-186 |
Mar03 |
020830 |
3.870 |
3.900 |
3.835 |
3.894 |
+0.081 |
2,973 |
25,363 |
+1,167 |
Apr03 |
020830 |
3.750 |
3.790 |
3.710 |
3.781 |
+0.085 |
1,325 |
19,577 |
+27 |
May03 |
020830 |
3.750 |
3.790 |
3.710 |
3.784 |
+0.083 |
731 |
13,315 |
+143 |
Total Volume and Open Interest |
106,536 |
420,140 |
-3,876 |
Brent Crude Oil(IPE) |
Oct02 |
020830 |
27.35 |
27.64 |
27.29 |
27.47 |
-0.05 |
30,822 |
69,544 |
-1,851 |
Nov02 |
020830 |
27.37 |
27.63 |
27.31 |
27.46 |
-0.03 |
16,143 |
45,421 |
+1,114 |
Dec02 |
020830 |
27.20 |
27.43 |
27.16 |
27.30 |
-0.05 |
10,874 |
32,194 |
+1,630 |
Jan03 |
020830 |
26.90 |
27.12 |
26.88 |
27.02 |
-0.03 |
1,109 |
18,658 |
-445 |
Feb03 |
020830 |
26.64 |
26.84 |
26.61 |
26.71 |
-0.03 |
371 |
8,399 |
+107 |
Mar03 |
020830 |
26.32 |
26.42 |
26.32 |
26.38 |
-0.04 |
390 |
7,954 |
+315 |
Apr03 |
020830 |
25.93 |
26.07 |
25.93 |
26.03 |
-0.06 |
350 |
6,459 |
+200 |
May03 |
020830 |
25.60 |
25.69 |
25.60 |
25.69 |
-0.07 |
50 |
3,903 |
+0 |
Total Volume and Open Interest |
64,539 |
238,350 |
+1,955 |
Gas Oil(IPE) |
Sep02 |
020830 |
232.00 |
234.00 |
232.00 |
232.00 |
+1.75 |
8,380 |
39,746 |
-201 |
Oct02 |
020830 |
232.00 |
234.25 |
232.00 |
233.25 |
+3.00 |
6,773 |
43,149 |
+1,443 |
Nov02 |
020830 |
233.00 |
234.50 |
233.00 |
234.00 |
+3.50 |
869 |
28,975 |
+227 |
Dec02 |
020830 |
233.00 |
235.00 |
232.50 |
234.00 |
+3.25 |
1,567 |
43,276 |
-329 |
Jan03 |
020830 |
232.00 |
233.75 |
232.00 |
233.25 |
+3.00 |
100 |
12,135 |
+0 |
Feb03 |
020830 |
230.00 |
230.00 |
229.50 |
229.50 |
+2.75 |
100 |
4,830 |
+89 |
Mar03 |
020830 |
226.00 |
226.00 |
225.00 |
225.00 |
+2.50 |
204 |
6,425 |
+200 |
Apr03 |
020830 |
220.50 |
220.50 |
220.50 |
220.50 |
+2.25 |
400 |
2,134 |
+399 |
Total Volume and Open Interest |
18,793 |
215,851 |
+1,787 |
US Dollar Index(NYBOT) |
Sep02 |
020830 |
106.60 |
107.20 |
106.58 |
107.09 |
+0.36 |
1,256 |
8,314 |
+388 |
Dec02 |
020830 |
107.05 |
107.61 |
107.05 |
107.61 |
+0.37 |
131 |
2,873 |
+91 |
Mar03 |
020830 |
108.15 |
108.15 |
108.15 |
108.15 |
+0.37 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,387 |
11,199 |
+479 |
Australian Dollar(IMM) |
Sep02 |
020830 |
55.19 |
55.25 |
54.80 |
55.00 |
-0.13 |
940 |
22,301 |
+151 |
Dec02 |
020830 |
54.70 |
54.75 |
54.57 |
54.57 |
-0.13 |
29 |
965 |
+10 |
Mar03 |
020830 |
54.14 |
54.14 |
54.14 |
54.14 |
-0.13 |
0 |
22 |
+0 |
Total Volume and Open Interest |
969 |
24,070 |
+161 |
British Pound(IMM) |
Sep02 |
020830 |
154.66 |
155.06 |
154.48 |
154.68 |
unch |
4,184 |
32,898 |
+1,289 |
Dec02 |
020830 |
153.94 |
154.24 |
153.80 |
153.82 |
unch |
84 |
845 |
+33 |
Mar03 |
020830 |
152.92 |
152.92 |
152.92 |
152.92 |
unch |
4 |
60 |
+4 |
Total Volume and Open Interest |
4,272 |
33,808 |
+1,326 |
Canadian Dollar(IMM) |
Sep02 |
020830 |
64.16 |
64.22 |
63.99 |
64.14 |
-0.02 |
3,684 |
49,721 |
+28 |
Dec02 |
020830 |
63.95 |
64.00 |
63.78 |
63.94 |
-0.02 |
488 |
8,958 |
+184 |
Mar03 |
020830 |
63.60 |
63.74 |
63.60 |
63.74 |
-0.02 |
168 |
2,292 |
+122 |
Jun03 |
020830 |
63.55 |
63.55 |
63.55 |
63.55 |
-0.02 |
1 |
779 |
+0 |
Total Volume and Open Interest |
4,428 |
62,187 |
+354 |
Japanese Yen(IMM) |
Sep02 |
020830 |
84.60 |
84.75 |
84.23 |
84.33 |
-0.30 |
5,276 |
70,489 |
+1,150 |
Dec02 |
020830 |
85.00 |
85.09 |
84.66 |
84.71 |
-0.30 |
199 |
2,207 |
+138 |
Mar03 |
020830 |
85.09 |
85.09 |
85.09 |
85.09 |
-0.30 |
0 |
411 |
+0 |
Total Volume and Open Interest |
5,475 |
73,352 |
+1,288 |
Swiss Franc(IMM) |
Sep02 |
020830 |
66.97 |
67.13 |
66.60 |
66.70 |
-0.20 |
6,450 |
39,258 |
-621 |
Dec02 |
020830 |
67.12 |
67.24 |
66.84 |
66.87 |
-0.20 |
51 |
1,149 |
+13 |
Mar03 |
020830 |
67.02 |
67.02 |
67.02 |
67.02 |
-0.20 |
1 |
50 |
+0 |
Total Volume and Open Interest |
6,502 |
40,492 |
-608 |
EuroFX(IMM) |
Sep02 |
020830 |
98.26 |
98.52 |
97.90 |
98.02 |
-0.31 |
12,610 |
97,889 |
+81 |
Dec02 |
020830 |
97.92 |
98.14 |
97.55 |
97.64 |
-0.31 |
1,062 |
5,884 |
+567 |
Mar03 |
020830 |
97.26 |
97.26 |
97.26 |
97.26 |
-0.31 |
0 |
252 |
+0 |
Total Volume and Open Interest |
13,672 |
104,284 |
+648 |
Mexican Peso(IMM) |
Sep02 |
020830 |
10060.0 |
10090.0 |
10042.0 |
10045.0 |
-22.0 |
1,636 |
13,665 |
-137 |
Dec02 |
020830 |
9912.0 |
9920.0 |
9885.0 |
9885.0 |
-22.0 |
57 |
3,181 |
+0 |
Total Volume and Open Interest |
1,693 |
17,291 |
-137 |
30-Year T-Bonds(CBOT) |
Sep02 |
020830 |
110~18 |
111~02 |
110~15 |
110~28 |
+0~10 |
128,306 |
162,528 |
-61,325 |
Dec02 |
020830 |
109~13 |
110~00 |
109~08 |
109~22 |
+0~10 |
271,843 |
291,465 |
+55,017 |
Mar03 |
020830 |
108~13 |
108~23 |
108~05 |
108~18 |
+0~10 |
11,241 |
16,786 |
+4,154 |
Total Volume and Open Interest |
411,390 |
470,867 |
-2,154 |
Municipal Bonds(CBOT) |
Sep02 |
020830 |
108~00 |
108~04 |
107~28 |
108~01 |
+0~03 |
1,269 |
3,187 |
-194 |
Dec02 |
020830 |
106~31 |
107~05 |
106~26 |
107~01 |
+0~10 |
1,122 |
1,572 |
+703 |
Total Volume and Open Interest |
2,391 |
4,759 |
+509 |
10-Year T-Notes(CBOT) |
Sep02 |
020830 |
113~045 |
113~170 |
112~275 |
113~055 |
+0~045 |
313,620 |
332,034 |
-123,766 |
Dec02 |
020830 |
111~250 |
112~050 |
111~145 |
111~250 |
+0~045 |
461,703 |
476,563 |
+92,017 |
Total Volume and Open Interest |
775,365 |
808,740 |
-31,727 |
5-Year T-Notes(CBOT) |
Sep02 |
020830 |
112~020 |
112~045 |
111~275 |
112~010 |
+0~050 |
108,009 |
286,413 |
-106,503 |
Dec02 |
020830 |
111~055 |
111~090 |
110~305 |
111~055 |
+0~055 |
151,047 |
368,131 |
+102,030 |
Mar03 |
020830 |
110~000 |
110~000 |
110~000 |
110~000 |
+0~030 |
1 |
6 |
+1 |
Total Volume and Open Interest |
259,057 |
654,550 |
-4,472 |
2 Year T-Notes(CBOT) |
Sep02 |
020830 |
106~112 |
106~116 |
106~093 |
106~101 |
-0~003 |
26,119 |
53,688 |
-11,920 |
Dec02 |
020830 |
106~053 |
106~056 |
106~037 |
106~044 |
-0~001 |
25,843 |
60,881 |
+17,491 |
Total Volume and Open Interest |
51,962 |
114,569 |
+5,571 |
3-Mth T-Bills(IMM) |
Sep02 |
020830 |
98.36 |
98.36 |
98.36 |
98.36 |
-0.01 |
10 |
854 |
+4 |
Total Volume and Open Interest |
10 |
862 |
+4 |
Eurodollars(IMM) |
Sep02 |
020830 |
98.202 |
98.205 |
98.180 |
98.188 |
-0.010 |
62,743 |
676,044 |
-9,009 |
Dec02 |
020830 |
98.245 |
98.255 |
98.195 |
98.220 |
-0.015 |
119,474 |
719,727 |
-47 |
Mar03 |
020830 |
98.120 |
98.135 |
98.025 |
98.060 |
-0.035 |
188,389 |
607,571 |
-1,573 |
Jun03 |
020830 |
97.875 |
97.875 |
97.760 |
97.790 |
-0.030 |
149,425 |
437,856 |
+7,486 |
Sep03 |
020830 |
97.495 |
97.500 |
97.385 |
97.425 |
-0.020 |
65,119 |
367,926 |
+11,267 |
Dec03 |
020830 |
97.120 |
97.120 |
97.025 |
97.045 |
-0.025 |
23,545 |
299,164 |
+1,417 |
Mar04 |
020830 |
96.825 |
96.830 |
96.735 |
96.775 |
+0.005 |
15,478 |
181,981 |
-418 |
Jun04 |
020830 |
96.575 |
96.575 |
96.485 |
96.520 |
+0.005 |
11,976 |
166,567 |
-398 |
Sep04 |
020830 |
96.315 |
96.340 |
96.260 |
96.300 |
+0.020 |
7,501 |
129,836 |
+211 |
Dec04 |
020830 |
96.090 |
96.090 |
96.020 |
96.065 |
+0.025 |
6,817 |
122,099 |
-72 |
Mar05 |
020830 |
95.895 |
95.915 |
95.845 |
95.880 |
+0.025 |
6,451 |
103,409 |
-38 |
Jun05 |
020830 |
95.680 |
95.705 |
95.650 |
95.675 |
+0.025 |
6,070 |
94,154 |
+530 |
Total Volume and Open Interest |
691,282 |
4,451,667 |
+15,963 |
3-Mth Euro-Yen(IMM) |
Sep02 |
020830 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
58 |
12,152 |
+55 |
Dec02 |
020830 |
99.92 |
99.93 |
99.92 |
99.93 |
unch |
40 |
5,125 |
+40 |
Mar03 |
020830 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
40 |
2,910 |
+0 |
Jun03 |
020830 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
420 |
6,142 |
-11 |
Sep03 |
020830 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
0 |
2,269 |
-2 |
Dec03 |
020830 |
99.88 |
99.88 |
99.87 |
99.87 |
+0.01 |
0 |
2,658 |
+40 |
Mar04 |
020830 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.01 |
0 |
710 |
+0 |
Jun04 |
020830 |
99.81 |
99.81 |
99.81 |
99.81 |
+0.01 |
1 |
578 |
+1 |
Sep04 |
020830 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
910 |
+0 |
Dec04 |
020830 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
261 |
+100 |
Total Volume and Open Interest |
559 |
36,475 |
+623 |
3-Mth Euro-Yen(SIMEX) |
Sep02 |
020830 |
99.93 |
99.93 |
99.93 |
99.93 |
+0.00 |
1,213 |
42,570 |
-552 |
Dec02 |
020830 |
99.92 |
99.93 |
99.92 |
99.93 |
+0.01 |
248 |
39,620 |
-179 |
Mar03 |
020830 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.00 |
55 |
33,342 |
-212 |
Jun03 |
020830 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.00 |
261 |
49,652 |
-134 |
Sep03 |
020830 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
2 |
26,595 |
+0 |
Dec03 |
020830 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.01 |
8 |
16,047 |
-275 |
Mar04 |
020830 |
99.83 |
99.83 |
99.82 |
99.83 |
+0.01 |
10 |
15,011 |
-75 |
Jun04 |
020830 |
99.81 |
99.81 |
99.81 |
99.81 |
+0.01 |
47 |
6,882 |
+38 |
Total Volume and Open Interest |
2,554 |
240,910 |
-1,124 |
German Euro-Bund(EUREX) |
Sep02 |
020830 |
110.80 |
111.05 |
110.56 |
110.88 |
+0.16 |
867,610 |
717,260 |
+5,215 |
Dec02 |
020830 |
110.18 |
110.43 |
109.97 |
110.25 |
+0.15 |
69,832 |
157,602 |
+34,017 |
Mar03 |
020830 |
110.13 |
110.13 |
110.13 |
110.13 |
+0.16 |
3,261 |
0 |
+0 |
Total Volume and Open Interest |
940,703 |
874,862 |
+39,232 |
German Euro-Bobl(EUREX) |
Sep02 |
020830 |
108.49 |
108.66 |
108.38 |
108.62 |
+0.19 |
542,517 |
458,080 |
-42,554 |
Dec02 |
020830 |
107.80 |
107.95 |
107.74 |
107.92 |
+0.15 |
71,596 |
140,492 |
+39,365 |
Mar03 |
020830 |
107.82 |
107.87 |
107.82 |
107.87 |
+0.21 |
2,051 |
0 |
+0 |
Total Volume and Open Interest |
616,164 |
598,572 |
-3,189 |
Long Gilt(LIFFE) |
Sep02 |
020830 |
116~02 |
116~09 |
115~29 |
116~00 |
-0~02 |
45,560 |
51,927 |
-20,286 |
Dec02 |
020830 |
118~17 |
118~24 |
118~11 |
118~15 |
-0~04 |
19,646 |
59,161 |
+7,487 |
Total Volume and Open Interest |
65,206 |
111,088 |
-12,799 |
3-Mth Short Sterling(LIFFE) |
Sep02 |
020830 |
96.01 |
96.02 |
96.00 |
96.01 |
-0.01 |
15,516 |
0 |
+0 |
Dec02 |
020830 |
96.05 |
96.08 |
96.03 |
96.05 |
-0.01 |
33,207 |
0 |
+0 |
Mar03 |
020830 |
95.97 |
96.01 |
95.93 |
95.96 |
-0.02 |
38,094 |
0 |
+0 |
Total Volume and Open Interest |
132,557 |
|
|
3-Mth Euribor(LIFFE) |
Sep02 |
020830 |
96.670 |
96.680 |
96.655 |
96.665 |
-0.005 |
60,783 |
355,129 |
-322 |
Dec02 |
020830 |
96.725 |
96.745 |
96.685 |
96.715 |
+0.015 |
107,664 |
407,573 |
+4,316 |
Mar03 |
020830 |
96.680 |
96.730 |
96.650 |
96.695 |
+0.030 |
132,179 |
316,347 |
+6,421 |
Total Volume and Open Interest |
449,130 |
1,836,070 |
+27,540 |
3-Mth Aus T-Bills(SFE) |
Sep02 |
020830 |
95.00 |
95.03 |
94.99 |
95.02 |
+0.04 |
6,751 |
252,994 |
-169 |
Dec02 |
020830 |
94.93 |
94.99 |
94.93 |
94.97 |
+0.08 |
9,207 |
239,522 |
-15,839 |
Mar03 |
020830 |
94.79 |
94.82 |
94.77 |
94.81 |
+0.07 |
2,944 |
77,940 |
-2,504 |
Jun03 |
020830 |
94.66 |
94.69 |
94.65 |
94.67 |
+0.06 |
1,193 |
37,020 |
+525 |
Sep03 |
020830 |
94.54 |
94.56 |
94.54 |
94.54 |
+0.06 |
222 |
23,505 |
-300 |
Dec03 |
020830 |
94.45 |
94.46 |
94.42 |
94.42 |
+0.05 |
125 |
17,711 |
+122 |
Mar04 |
020830 |
94.34 |
94.35 |
94.31 |
94.31 |
+0.04 |
390 |
11,469 |
+126 |
Jun04 |
020830 |
94.24 |
94.24 |
94.19 |
94.20 |
+0.04 |
425 |
5,754 |
+359 |
Sep04 |
020830 |
94.13 |
94.13 |
94.10 |
94.12 |
+0.07 |
25 |
2,095 |
-15 |
Dec04 |
020830 |
94.05 |
94.05 |
94.02 |
94.03 |
+0.06 |
25 |
1,525 |
-5 |
Total Volume and Open Interest |
21,332 |
670,592 |
-17,695 |
10-Year Aus T-Bonds(SFE) |
Sep02 |
020830 |
94.31 |
94.34 |
94.29 |
94.30 |
+0.05 |
1,961 |
261,314 |
+11,997 |
Dec02 |
020830 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.04 |
1 |
419 |
+1 |
Total Volume and Open Interest |
6,889 |
249,735 |
+2,073 |
3-Year Aus T-Bonds(SFE) |
Sep02 |
020830 |
94.73 |
94.78 |
94.73 |
94.75 |
+0.06 |
40,429 |
748,889 |
-11,177 |
Dec02 |
020830 |
94.72 |
94.72 |
94.72 |
94.72 |
+0.06 |
0 |
1,002 |
-100 |
Total Volume and Open Interest |
40,429 |
749,891 |
-11,277 |
Gold(CMX) |
Oct02 |
020830 |
314.0 |
314.5 |
312.2 |
312.8 |
-0.5 |
339 |
11,859 |
-100 |
Dec02 |
020830 |
314.8 |
315.6 |
313.3 |
313.9 |
-0.5 |
23,621 |
90,471 |
+2,263 |
Feb03 |
020830 |
316.3 |
316.3 |
314.6 |
314.6 |
-0.5 |
9 |
9,553 |
+2 |
Apr03 |
020830 |
315.2 |
315.2 |
315.2 |
315.2 |
-0.5 |
10 |
4,339 |
-6 |
Jun03 |
020830 |
315.8 |
315.8 |
315.8 |
315.8 |
-0.5 |
0 |
6,072 |
+0 |
Aug03 |
020830 |
316.3 |
316.3 |
316.3 |
316.3 |
-0.5 |
0 |
6,842 |
+0 |
Total Volume and Open Interest |
24,005 |
149,809 |
+2,005 |
Silver(CMX) |
Sep02 |
020830 |
453.0 |
454.0 |
442.0 |
443.7 |
-9.0 |
4,920 |
3,459 |
-2,133 |
Dec02 |
020830 |
457.0 |
457.0 |
445.5 |
446.8 |
-8.9 |
9,041 |
59,406 |
+2,218 |
Mar03 |
020830 |
459.5 |
459.5 |
448.0 |
449.0 |
-8.9 |
224 |
4,704 |
+209 |
May03 |
020830 |
456.0 |
456.0 |
450.3 |
450.3 |
-8.9 |
1 |
2,175 |
+0 |
Jul03 |
020830 |
455.0 |
455.0 |
451.4 |
451.4 |
-8.9 |
50 |
4,550 |
+50 |
Total Volume and Open Interest |
14,325 |
79,658 |
+400 |
Platinum(NYM) |
Oct02 |
020830 |
569.0 |
569.0 |
562.5 |
565.8 |
-2.5 |
1,146 |
7,454 |
+90 |
Jan03 |
020830 |
561.5 |
561.5 |
560.3 |
560.3 |
-2.0 |
30 |
193 |
-1 |
Apr03 |
020830 |
560.3 |
560.3 |
560.3 |
560.3 |
-2.0 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,176 |
7,649 |
+89 |
Palladium(NYME) |
Sep02 |
020830 |
333.50 |
333.50 |
325.00 |
327.80 |
-13.30 |
97 |
77 |
-82 |
Dec02 |
020830 |
338.00 |
338.00 |
326.25 |
326.80 |
-13.80 |
382 |
1,913 |
+5 |
Total Volume and Open Interest |
479 |
1,990 |
-77 |
Copper(CMX) |
Sep02 |
020830 |
68.50 |
68.80 |
68.20 |
68.70 |
+0.30 |
7,404 |
11,869 |
-4,022 |
Dec02 |
020830 |
69.45 |
69.75 |
69.10 |
69.55 |
+0.20 |
10,181 |
49,716 |
+2,967 |
Mar03 |
020830 |
70.35 |
70.35 |
70.30 |
70.30 |
+0.20 |
693 |
5,960 |
+169 |
May03 |
020830 |
70.90 |
71.00 |
70.85 |
70.85 |
+0.20 |
47 |
2,936 |
+12 |
Jul03 |
020830 |
71.55 |
71.55 |
71.30 |
71.30 |
+0.20 |
196 |
2,662 |
+0 |
Total Volume and Open Interest |
19,411 |
103,430 |
-588 |
DJIA Index(CBOT) |
Sep02 |
020830 |
8635 |
8780 |
8590 |
8633 |
-20 |
22,381 |
30,088 |
-1,221 |
Dec02 |
020830 |
8620 |
8765 |
8590 |
8622 |
-19 |
140 |
798 |
+40 |
Mar03 |
020830 |
8617 |
8617 |
8617 |
8617 |
-19 |
1 |
10 |
+0 |
Jun03 |
020830 |
8613 |
8613 |
8613 |
8613 |
-19 |
|
|
|
Total Volume and Open Interest |
22,522 |
30,923 |
-1,181 |
S & P 500(CME) |
Sep02 |
020830 |
911.30 |
928.70 |
909.20 |
916.10 |
+0.10 |
74,023 |
544,343 |
-6,980 |
Dec02 |
020830 |
911.50 |
926.00 |
909.50 |
916.40 |
+0.20 |
11,202 |
53,486 |
+7,902 |
Mar03 |
020830 |
916.50 |
916.50 |
916.50 |
916.50 |
+0.20 |
90 |
20,565 |
+44 |
Jun03 |
020830 |
917.00 |
917.00 |
917.00 |
917.00 |
+0.20 |
35 |
306 |
-25 |
Total Volume and Open Interest |
85,350 |
618,746 |
+941 |
S & P 500 E-Mini(Globex) |
Sep02 |
020830 |
915.50 |
928.75 |
909.00 |
916.00 |
unch |
476,152 |
353,962 |
+12,420 |
Dec02 |
020830 |
914.25 |
928.75 |
909.75 |
916.50 |
+0.25 |
295 |
303 |
+47 |
Total Volume and Open Interest |
476,447 |
354,265 |
+12,467 |
NASDAQ 100(CME) |
Sep02 |
020830 |
952.00 |
967.00 |
941.00 |
943.50 |
-14.00 |
12,845 |
68,339 |
-347 |
Dec02 |
020830 |
954.00 |
961.00 |
946.00 |
947.50 |
-14.00 |
410 |
3,165 |
-100 |
Mar03 |
020830 |
951.50 |
951.50 |
951.50 |
951.50 |
-14.00 |
|
|
|
Total Volume and Open Interest |
13,255 |
71,504 |
-447 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep02 |
020830 |
950.0 |
966.5 |
941.5 |
943.5 |
-14.0 |
192,888 |
178,240 |
+3,856 |
Dec02 |
020830 |
954.5 |
967.5 |
947.0 |
947.5 |
-14.0 |
43 |
568 |
+12 |
Total Volume and Open Interest |
192,931 |
178,808 |
+3,868 |
NYSE Composite(NYBOT) |
Sep02 |
020830 |
492.00 |
498.50 |
492.00 |
495.45 |
+0.95 |
260 |
4,657 |
-30 |
Dec02 |
020830 |
495.45 |
495.45 |
495.45 |
495.45 |
+0.95 |
1 |
322 |
+1 |
Mar03 |
020830 |
495.45 |
495.45 |
495.45 |
495.45 |
+0.95 |
0 |
100 |
+0 |
Total Volume and Open Interest |
261 |
5,079 |
-29 |
S & P Midcap 400(CME) |
Sep02 |
020830 |
445.00 |
449.00 |
442.00 |
443.60 |
-1.50 |
1,129 |
16,134 |
+57 |
Dec02 |
020830 |
444.40 |
444.40 |
444.40 |
444.40 |
-1.50 |
|
|
|
Mar03 |
020830 |
447.40 |
447.40 |
447.40 |
447.40 |
-1.50 |
|
|
|
Total Volume and Open Interest |
1,129 |
16,134 |
+57 |
Russell 2000(CME) |
Sep02 |
020830 |
393.00 |
396.50 |
389.50 |
391.05 |
-3.35 |
2,800 |
24,688 |
-38 |
Dec02 |
020830 |
392.00 |
394.00 |
391.45 |
391.45 |
-3.35 |
0 |
17 |
+0 |
Mar03 |
020830 |
393.45 |
393.45 |
393.45 |
393.45 |
-3.35 |
|
|
|
Total Volume and Open Interest |
2,800 |
24,705 |
-38 |
Value Line(KCBT) |
Sep02 |
020830 |
1027.50 |
1044.00 |
1019.00 |
1028.50 |
+1.50 |
113 |
194 |
+54 |
Total Volume and Open Interest |
123 |
196 |
+56 |
Nikkei 225(CME) |
Sep02 |
020830 |
9610 |
9660 |
9560 |
9650 |
+60 |
1,360 |
25,468 |
-14 |
Dec02 |
020830 |
9580 |
9650 |
9580 |
9645 |
+60 |
23 |
150 |
+19 |
Total Volume and Open Interest |
1,383 |
25,625 |
+5 |
Nikkei 225(SIMEX) |
Sep02 |
020830 |
9575 |
9685 |
9500 |
9585 |
-15 |
18,936 |
89,718 |
+2,658 |
Dec02 |
020830 |
9605 |
9605 |
9520 |
9550 |
-15 |
0 |
199 |
-1 |
Mar03 |
020830 |
9545 |
9545 |
9545 |
9545 |
-20 |
0 |
300 |
+0 |
Total Volume and Open Interest |
18,936 |
90,217 |
+2,657 |
CAC 40(MATIF) |
Aug02 |
020829 |
3420.0 |
3420.0 |
3309.5 |
3355.0 |
-65.5 |
168,850 |
542,529 |
+22,842 |
Sep02 |
020830 |
3350.0 |
3411.0 |
3322.0 |
3375.0 |
+7.0 |
136,621 |
411,790 |
+126,159 |
Oct02 |
020830 |
3392.5 |
3392.5 |
3384.5 |
3384.5 |
+32.0 |
0 |
10 |
+0 |
Total Volume and Open Interest |
341,892 |
957,665 |
+95,336 |
DAX Index(EUREX) |
Sep02 |
020830 |
3679.0 |
3729.0 |
3610.5 |
3722.5 |
+44.5 |
83,112 |
205,232 |
+161 |
Dec02 |
020830 |
3679.5 |
3754.0 |
3661.0 |
3754.0 |
+44.5 |
1,028 |
9,066 |
+952 |
Mar03 |
020830 |
3709.0 |
3782.5 |
3709.0 |
3782.5 |
+44.0 |
128 |
2,207 |
+99 |
Total Volume and Open Interest |
84,268 |
216,505 |
+1,212 |
FT-SE 100(LIFFE) |
Sep02 |
020830 |
4224.00 |
4266.00 |
4175.50 |
4240.00 |
+39.00 |
46,611 |
436,728 |
+3,962 |
Dec02 |
020830 |
4260.00 |
4287.00 |
4208.00 |
4262.00 |
+41.00 |
1,288 |
33,891 |
-13 |
Mar03 |
020830 |
4254.00 |
4254.00 |
4240.50 |
4250.00 |
+39.00 |
512 |
15,606 |
+0 |
Total Volume and Open Interest |
48,926 |
496,381 |
+3,949 |
SPI 200(SFE) |
Sep02 |
020830 |
3128.0 |
3133.0 |
3101.0 |
3104.0 |
-18.0 |
7,400 |
176,639 |
-933 |
Dec02 |
020830 |
3132.0 |
3132.0 |
3116.0 |
3116.0 |
-17.0 |
381 |
4,006 |
+297 |
Mar03 |
020830 |
3123.0 |
3123.0 |
3123.0 |
3123.0 |
-19.0 |
30 |
1,157 |
+25 |
Total Volume and Open Interest |
7,811 |
183,465 |
-627 |
GSCI(CME) |
Sep02 |
020830 |
214.70 |
215.30 |
214.60 |
214.80 |
+0.10 |
9 |
17,586 |
-3 |
Oct02 |
020830 |
217.10 |
217.10 |
217.10 |
217.10 |
+0.85 |
3 |
7 |
+2 |
Nov02 |
020830 |
217.70 |
217.70 |
217.70 |
217.70 |
+0.95 |
|
|
|
Total Volume and Open Interest |
12 |
17,593 |
-1 |
Bridge CRB Index(NYBOT) |
Nov02 |
020830 |
221.20 |
222.00 |
220.50 |
222.00 |
+1.20 |
10 |
250 |
+1 |
Jan03 |
020830 |
224.00 |
224.00 |
224.00 |
224.00 |
+1.20 |
0 |
103 |
+0 |
Feb03 |
020830 |
224.00 |
224.00 |
224.00 |
224.00 |
+1.20 |
0 |
50 |
+0 |
Total Volume and Open Interest |
10 |
404 |
+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. |
|
|