 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri November 22, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan03 |
021122 |
567.00 |
575.50 |
565.25 |
571.75 |
+2.25 |
33,826 |
82,536 |
-1,678 |
Mar03 |
021122 |
563.50 |
571.00 |
562.00 |
568.00 |
+2.25 |
6,135 |
46,782 |
+21 |
May03 |
021122 |
555.00 |
562.00 |
554.50 |
560.00 |
+2.50 |
2,826 |
37,696 |
-43 |
Jul03 |
021122 |
551.50 |
557.50 |
550.50 |
554.75 |
+2.25 |
2,298 |
23,427 |
+479 |
Aug03 |
021122 |
543.00 |
548.50 |
543.00 |
546.00 |
+2.50 |
301 |
2,104 |
-46 |
Sep03 |
021122 |
528.00 |
528.00 |
527.00 |
527.00 |
+1.50 |
0 |
267 |
+0 |
Nov03 |
021122 |
508.50 |
511.00 |
508.50 |
509.00 |
+0.25 |
2,060 |
13,963 |
+708 |
Total Volume and Open Interest |
47,448 |
206,938 |
-559 |
Soybean Meal(CBOT) |
Dec02 |
021122 |
166.80 |
168.30 |
165.90 |
167.70 |
+0.80 |
14,775 |
31,191 |
-3,049 |
Jan03 |
021122 |
167.60 |
169.20 |
166.70 |
168.40 |
+0.50 |
7,163 |
20,175 |
+715 |
Mar03 |
021122 |
167.50 |
168.80 |
166.60 |
167.90 |
unch |
4,426 |
23,499 |
+588 |
May03 |
021122 |
166.20 |
167.00 |
165.70 |
166.30 |
-0.50 |
1,811 |
26,342 |
+69 |
Jul03 |
021122 |
165.30 |
165.60 |
164.70 |
165.30 |
-0.40 |
1,362 |
18,926 |
+315 |
Aug03 |
021122 |
163.80 |
163.80 |
162.00 |
162.60 |
-1.40 |
401 |
3,782 |
+103 |
Sep03 |
021122 |
159.80 |
160.20 |
158.80 |
158.80 |
-1.50 |
348 |
3,797 |
+62 |
Oct03 |
021122 |
155.50 |
156.30 |
153.00 |
153.30 |
-2.30 |
31 |
2,741 |
+6 |
Total Volume and Open Interest |
30,608 |
139,565 |
-1,179 |
Soybean Oil(CBOT) |
Dec02 |
021122 |
21.81 |
22.08 |
21.65 |
21.96 |
+0.04 |
13,927 |
49,708 |
-3,342 |
Jan03 |
021122 |
21.80 |
22.13 |
21.70 |
22.01 |
+0.07 |
9,150 |
44,207 |
+1,780 |
Mar03 |
021122 |
21.75 |
22.04 |
21.60 |
21.94 |
+0.10 |
5,503 |
32,547 |
+1,721 |
May03 |
021122 |
21.47 |
21.72 |
21.38 |
21.68 |
+0.11 |
1,462 |
19,890 |
+379 |
Jul03 |
021122 |
21.26 |
21.47 |
21.20 |
21.40 |
+0.02 |
993 |
11,662 |
+326 |
Aug03 |
021122 |
21.03 |
21.20 |
20.97 |
21.15 |
+0.15 |
167 |
2,972 |
+46 |
Sep03 |
021122 |
20.70 |
20.90 |
20.70 |
20.85 |
+0.13 |
239 |
1,632 |
+98 |
Oct03 |
021122 |
20.42 |
20.50 |
20.42 |
20.50 |
+0.16 |
3 |
974 |
+3 |
Total Volume and Open Interest |
31,776 |
172,153 |
+1,128 |
Canola(WCE) |
Jan03 |
021122 |
453.0 |
456.7 |
451.2 |
455.2 |
+1.3 |
2,743 |
26,435 |
-1,225 |
Mar03 |
021122 |
458.0 |
461.0 |
457.0 |
459.7 |
+0.8 |
2,412 |
16,845 |
+618 |
May03 |
021122 |
462.0 |
463.0 |
461.1 |
461.1 |
+1.0 |
487 |
7,100 |
-14 |
Jul03 |
021122 |
459.0 |
459.0 |
457.0 |
457.0 |
-0.1 |
657 |
2,517 |
+180 |
Sep03 |
021122 |
390.5 |
390.5 |
390.5 |
390.5 |
unch |
3 |
200 |
+0 |
Total Volume and Open Interest |
6,528 |
58,221 |
-381 |
Corn(CBOT) |
Dec02 |
021122 |
246.00 |
248.50 |
245.75 |
247.75 |
+1.25 |
40,032 |
115,622 |
-11,849 |
Mar03 |
021122 |
246.50 |
248.75 |
246.00 |
247.75 |
+1.00 |
25,001 |
207,297 |
+4,234 |
May03 |
021122 |
249.25 |
250.50 |
248.00 |
249.50 |
+1.00 |
4,026 |
58,840 |
+876 |
Jul03 |
021122 |
250.50 |
252.25 |
249.75 |
251.00 |
+1.00 |
5,308 |
59,381 |
+1,657 |
Sep03 |
021122 |
246.00 |
247.50 |
245.25 |
246.00 |
+1.00 |
325 |
13,598 |
+102 |
Dec03 |
021122 |
242.50 |
243.25 |
242.25 |
242.50 |
+0.50 |
1,150 |
36,171 |
+260 |
Total Volume and Open Interest |
75,876 |
495,873 |
-4,715 |
Wheat(CBOT) |
Dec02 |
021122 |
373.00 |
377.50 |
371.00 |
373.75 |
-0.50 |
17,825 |
28,076 |
+719 |
Mar03 |
021122 |
373.50 |
379.00 |
372.00 |
376.00 |
+1.50 |
15,598 |
49,321 |
+2,595 |
May03 |
021122 |
358.50 |
360.00 |
357.00 |
357.00 |
+1.75 |
260 |
3,800 |
+90 |
Jul03 |
021122 |
317.00 |
319.50 |
317.00 |
318.50 |
+1.75 |
1,568 |
13,285 |
-23 |
Sep03 |
021122 |
324.00 |
324.00 |
322.00 |
323.00 |
+2.00 |
105 |
1,857 |
+49 |
Total Volume and Open Interest |
35,530 |
99,939 |
+3,427 |
Wheat(KCBT) |
Dec02 |
021122 |
419.50 |
428.00 |
418.00 |
424.25 |
+5.50 |
3,887 |
15,195 |
-736 |
Mar03 |
021122 |
411.00 |
419.00 |
409.25 |
415.50 |
+5.50 |
4,356 |
28,658 |
+1,158 |
May03 |
021122 |
389.00 |
396.00 |
389.00 |
392.50 |
+3.50 |
481 |
4,896 |
+32 |
Jul03 |
021122 |
349.50 |
356.00 |
349.00 |
353.00 |
+3.50 |
596 |
9,222 |
-159 |
Sep03 |
021122 |
349.25 |
351.50 |
348.50 |
351.50 |
+4.00 |
10 |
1,996 |
+9 |
Total Volume and Open Interest |
9,332 |
60,864 |
+306 |
Wheat(MGE) |
Dec02 |
021122 |
428.00 |
432.75 |
427.00 |
431.00 |
+3.75 |
3,133 |
6,986 |
-442 |
Mar03 |
021122 |
433.50 |
439.00 |
433.00 |
436.75 |
+3.25 |
2,595 |
13,484 |
+353 |
May03 |
021122 |
429.50 |
433.50 |
429.50 |
431.00 |
+1.75 |
968 |
3,412 |
-233 |
Jul03 |
021122 |
411.50 |
415.00 |
411.50 |
412.75 |
+0.25 |
98 |
1,800 |
-13 |
Sep03 |
021122 |
380.00 |
381.00 |
378.50 |
380.25 |
+0.25 |
96 |
1,184 |
+52 |
Total Volume and Open Interest |
6,919 |
27,857 |
-285 |
Oats(CBOT) |
Dec02 |
021122 |
199.00 |
202.00 |
198.75 |
200.75 |
+1.00 |
514 |
3,850 |
-254 |
Mar03 |
021122 |
201.75 |
204.00 |
201.75 |
203.75 |
+1.25 |
689 |
3,815 |
+230 |
May03 |
021122 |
195.00 |
197.00 |
195.00 |
197.00 |
+2.00 |
9 |
833 |
+2 |
Jul03 |
021122 |
179.00 |
179.00 |
179.00 |
179.00 |
+2.50 |
0 |
83 |
+0 |
Total Volume and Open Interest |
1,212 |
8,598 |
-22 |
Rough Rice(CBOT) |
Jan03 |
021122 |
3.99 |
3.99 |
3.96 |
3.98 |
+0.01 |
257 |
5,015 |
-233 |
Mar03 |
021122 |
4.21 |
4.21 |
4.19 |
4.21 |
+0.02 |
80 |
1,796 |
+39 |
May03 |
021122 |
4.41 |
4.44 |
4.41 |
4.43 |
+0.02 |
0 |
1,001 |
+0 |
Jul03 |
021122 |
4.60 |
4.60 |
4.60 |
4.60 |
+0.02 |
0 |
879 |
+0 |
Total Volume and Open Interest |
341 |
8,695 |
-190 |
Live Cattle(CME) |
Dec02 |
021122 |
74.000 |
74.250 |
73.650 |
74.150 |
-0.075 |
7,517 |
33,659 |
-1,816 |
Feb03 |
021122 |
78.000 |
78.350 |
77.875 |
78.250 |
+0.050 |
6,722 |
44,268 |
+3,135 |
Apr03 |
021122 |
76.950 |
77.350 |
76.700 |
77.350 |
+0.225 |
2,057 |
26,213 |
-161 |
Jun03 |
021122 |
70.725 |
71.250 |
70.675 |
71.225 |
+0.300 |
962 |
14,546 |
+136 |
Aug03 |
021122 |
69.150 |
69.500 |
69.050 |
69.450 |
+0.250 |
401 |
4,238 |
+261 |
Oct03 |
021122 |
70.100 |
70.600 |
70.100 |
70.525 |
+0.425 |
9 |
706 |
+3 |
Total Volume and Open Interest |
17,668 |
123,630 |
+1,558 |
Feeder Cattle(CME) |
Jan03 |
021122 |
83.550 |
83.950 |
83.475 |
83.925 |
+0.300 |
416 |
7,836 |
-103 |
Mar03 |
021122 |
81.550 |
82.000 |
81.550 |
81.975 |
+0.175 |
173 |
3,041 |
+54 |
Apr03 |
021122 |
81.350 |
81.550 |
81.350 |
81.350 |
+0.025 |
298 |
1,354 |
+210 |
May03 |
021122 |
81.500 |
81.750 |
81.450 |
81.750 |
+0.250 |
7 |
523 |
+6 |
Aug03 |
021122 |
83.550 |
83.700 |
83.550 |
83.700 |
+0.050 |
38 |
399 |
+26 |
Sep03 |
021122 |
83.500 |
83.700 |
83.500 |
83.650 |
+0.050 |
4 |
47 |
+0 |
Oct03 |
021122 |
83.475 |
83.475 |
83.475 |
83.475 |
-0.025 |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,050 |
15,114 |
+126 |
Lean Hogs(CME) |
Dec02 |
021122 |
44.600 |
45.250 |
44.600 |
45.150 |
+0.250 |
3,730 |
18,441 |
-486 |
Feb03 |
021122 |
52.250 |
53.750 |
52.000 |
53.650 |
+0.900 |
2,534 |
15,536 |
+338 |
Apr03 |
021122 |
56.800 |
57.750 |
56.750 |
57.650 |
+0.500 |
678 |
5,321 |
+276 |
May03 |
021122 |
61.600 |
61.975 |
61.550 |
61.975 |
+0.075 |
53 |
1,393 |
+28 |
Jun03 |
021122 |
64.100 |
64.750 |
63.950 |
64.750 |
+0.425 |
245 |
3,388 |
+104 |
Jul03 |
021122 |
61.500 |
61.900 |
61.500 |
61.900 |
+0.150 |
60 |
922 |
+38 |
Aug03 |
021122 |
59.250 |
59.500 |
59.100 |
59.500 |
+0.250 |
8 |
550 |
+2 |
Oct03 |
021122 |
52.025 |
52.500 |
52.025 |
52.100 |
-0.050 |
4 |
84 |
+2 |
Total Volume and Open Interest |
7,313 |
45,653 |
+302 |
Pork Bellies(CME) |
Feb03 |
021122 |
82.450 |
83.925 |
82.100 |
83.300 |
+0.800 |
428 |
1,946 |
-24 |
Mar03 |
021122 |
81.700 |
82.750 |
81.700 |
82.150 |
+0.350 |
50 |
152 |
+15 |
May03 |
021122 |
83.100 |
83.100 |
83.100 |
83.100 |
+0.500 |
8 |
52 |
+3 |
Jul03 |
021122 |
85.300 |
85.425 |
85.050 |
85.050 |
+0.425 |
66 |
86 |
+59 |
Aug03 |
021122 |
82.000 |
82.000 |
82.000 |
82.000 |
+0.800 |
3 |
7 |
+2 |
Total Volume and Open Interest |
555 |
2,243 |
+55 |
Cocoa(NYBOT) |
Dec02 |
021122 |
1780 |
1780 |
1775 |
1779 |
-1 |
192 |
1,341 |
-17 |
Mar03 |
021122 |
1737 |
1751 |
1728 |
1733 |
-8 |
3,238 |
29,550 |
+493 |
May03 |
021122 |
1728 |
1741 |
1720 |
1724 |
-6 |
727 |
10,705 |
+154 |
Jul03 |
021122 |
1717 |
1728 |
1712 |
1712 |
-6 |
83 |
7,554 |
+29 |
Sep03 |
021122 |
1710 |
1710 |
1710 |
1710 |
-6 |
15 |
7,249 |
+5 |
Dec03 |
021122 |
1711 |
1711 |
1711 |
1711 |
-6 |
2,009 |
8,845 |
-2,002 |
Mar04 |
021122 |
1715 |
1715 |
1715 |
1715 |
-8 |
10 |
3,275 |
+0 |
Total Volume and Open Interest |
6,274 |
77,189 |
-1,338 |
Coffee "C"(NYBOT) |
Dec02 |
021122 |
67.00 |
68.00 |
66.50 |
66.80 |
-0.50 |
683 |
2,031 |
-610 |
Mar03 |
021122 |
71.25 |
72.60 |
71.00 |
71.30 |
-0.50 |
4,783 |
47,305 |
+109 |
May03 |
021122 |
73.40 |
74.50 |
72.90 |
73.25 |
-0.45 |
502 |
9,131 |
+34 |
Jul03 |
021122 |
75.25 |
76.00 |
75.00 |
75.15 |
-0.35 |
92 |
7,170 |
-9 |
Sep03 |
021122 |
77.70 |
77.70 |
76.75 |
76.75 |
-0.25 |
19 |
4,030 |
+5 |
Dec03 |
021122 |
79.50 |
79.50 |
78.60 |
78.60 |
-0.25 |
68 |
967 |
+24 |
Total Volume and Open Interest |
6,215 |
72,035 |
-397 |
Orange Juice(NYBOT) |
Jan03 |
021122 |
102.30 |
102.50 |
102.15 |
102.45 |
+0.15 |
759 |
12,803 |
-112 |
Mar03 |
021122 |
104.80 |
105.00 |
104.75 |
105.00 |
+0.15 |
394 |
5,053 |
+226 |
May03 |
021122 |
106.50 |
106.90 |
106.50 |
106.90 |
+0.40 |
1 |
4,191 |
-1 |
Jul03 |
021122 |
106.90 |
107.15 |
106.90 |
107.15 |
+0.15 |
0 |
815 |
+0 |
Sep03 |
021122 |
107.20 |
107.45 |
107.20 |
107.45 |
+0.20 |
0 |
207 |
+0 |
Total Volume and Open Interest |
1,154 |
23,409 |
+113 |
Sugar #11(NYBOT) |
Mar03 |
021122 |
7.37 |
7.48 |
7.35 |
7.45 |
+0.02 |
16,527 |
116,226 |
+871 |
May03 |
021122 |
6.75 |
6.78 |
6.68 |
6.73 |
-0.02 |
2,303 |
27,819 |
+336 |
Jul03 |
021122 |
6.23 |
6.25 |
6.15 |
6.17 |
-0.04 |
2,430 |
23,823 |
+594 |
Oct03 |
021122 |
6.15 |
6.15 |
6.05 |
6.06 |
-0.08 |
955 |
18,298 |
-2 |
Mar04 |
021122 |
6.18 |
6.18 |
6.05 |
6.05 |
-0.11 |
906 |
8,430 |
+262 |
Total Volume and Open Interest |
23,705 |
202,089 |
+2,111 |
London Cocoa(LCE) |
Dec02 |
021122 |
1142 |
1142 |
1130 |
1131 |
-8 |
1,368 |
26,618 |
-221 |
Mar03 |
021122 |
1170 |
1172 |
1157 |
1159 |
-8 |
2,871 |
68,560 |
+680 |
May03 |
021122 |
1184 |
1185 |
1174 |
1175 |
-8 |
950 |
27,705 |
+211 |
Jul03 |
021122 |
1200 |
1200 |
1190 |
1190 |
-8 |
473 |
13,858 |
-210 |
Sep03 |
021122 |
1205 |
1213 |
1202 |
1204 |
-7 |
245 |
10,704 |
-3 |
Dec03 |
021122 |
1206 |
1215 |
1206 |
1208 |
-8 |
2,594 |
12,889 |
-2,077 |
Mar04 |
021122 |
1223 |
1223 |
1217 |
1219 |
-9 |
132 |
4,207 |
+119 |
Total Volume and Open Interest |
8,648 |
165,097 |
-1,494 |
London Coffee(LCE) |
Nov02 |
021122 |
795.00 |
808.00 |
795.00 |
801.00 |
-1.00 |
62 |
1,287 |
-17 |
Jan03 |
021122 |
806.00 |
813.00 |
797.00 |
810.00 |
+2.00 |
2,914 |
53,685 |
-213 |
Mar03 |
021122 |
820.00 |
827.00 |
811.00 |
825.00 |
+2.00 |
1,536 |
33,773 |
+7 |
May03 |
021122 |
830.00 |
842.00 |
827.00 |
839.00 |
+1.00 |
449 |
18,761 |
-97 |
Jul03 |
021122 |
840.00 |
855.00 |
840.00 |
853.00 |
+2.00 |
334 |
14,806 |
-128 |
Sep03 |
021122 |
869.00 |
869.00 |
866.00 |
866.00 |
+2.00 |
120 |
7,736 |
-120 |
Total Volume and Open Interest |
5,623 |
135,318 |
-448 |
London Sugar(LCE) |
Dec02 |
021115 |
209.50 |
217.90 |
209.00 |
214.00 |
+4.50 |
2,590 |
2,552 |
-2,069 |
Mar03 |
021122 |
208.10 |
209.10 |
207.00 |
207.60 |
-1.30 |
5,519 |
35,955 |
+2,474 |
May03 |
021122 |
196.10 |
197.00 |
195.30 |
196.00 |
-0.40 |
2,005 |
9,973 |
+1,244 |
Aug03 |
021122 |
184.10 |
186.00 |
184.00 |
184.90 |
-0.50 |
940 |
6,660 |
+140 |
Oct03 |
021122 |
172.60 |
173.00 |
171.60 |
172.50 |
-0.40 |
287 |
4,390 |
+204 |
Total Volume and Open Interest |
8,937 |
60,450 |
+4,120 |
Cotton(NYBOT) |
Dec02 |
021122 |
47.00 |
47.69 |
47.00 |
47.45 |
+0.16 |
1,070 |
751 |
-1,139 |
Mar03 |
021122 |
50.70 |
51.00 |
50.34 |
50.65 |
+0.07 |
4,193 |
51,053 |
+448 |
May03 |
021122 |
54.15 |
54.41 |
53.85 |
54.28 |
+0.28 |
1,435 |
16,905 |
-178 |
Jul03 |
021122 |
55.30 |
55.58 |
55.15 |
55.45 |
+0.30 |
438 |
5,885 |
-12 |
Oct03 |
021122 |
55.10 |
55.10 |
55.10 |
55.10 |
+0.25 |
0 |
279 |
+0 |
Dec03 |
021122 |
55.25 |
55.85 |
55.25 |
55.65 |
+0.40 |
248 |
3,751 |
+120 |
Total Volume and Open Interest |
7,384 |
79,257 |
-761 |
Lumber(CME) |
Jan03 |
021122 |
234.0 |
235.0 |
230.0 |
234.9 |
+7.1 |
156 |
2,470 |
-15 |
Mar03 |
021122 |
244.5 |
245.5 |
243.5 |
245.0 |
+2.4 |
156 |
559 |
+19 |
May03 |
021122 |
249.9 |
251.7 |
249.9 |
251.7 |
+1.9 |
19 |
207 |
+12 |
Jul03 |
021122 |
257.9 |
257.9 |
257.9 |
257.9 |
+1.7 |
1 |
45 |
+0 |
Total Volume and Open Interest |
332 |
3,283 |
+16 |
Crude Oil(NYM) |
Jan03 |
021122 |
26.38 |
26.84 |
26.31 |
26.76 |
+0.41 |
83,335 |
145,344 |
-362 |
Feb03 |
021122 |
26.35 |
26.70 |
26.20 |
26.65 |
+0.45 |
27,343 |
43,309 |
+4,869 |
Mar03 |
021122 |
26.05 |
26.40 |
25.97 |
26.33 |
+0.41 |
9,531 |
32,969 |
+1,266 |
Apr03 |
021122 |
25.75 |
26.00 |
25.67 |
25.97 |
+0.35 |
4,038 |
28,441 |
+532 |
May03 |
021122 |
25.45 |
25.63 |
25.45 |
25.63 |
+0.29 |
1,818 |
19,265 |
-298 |
Jun03 |
021122 |
25.15 |
25.33 |
25.10 |
25.32 |
+0.24 |
4,845 |
30,637 |
+658 |
Jul03 |
021122 |
24.87 |
25.05 |
24.87 |
25.05 |
+0.19 |
813 |
17,295 |
-59 |
Aug03 |
021122 |
24.70 |
24.81 |
24.70 |
24.81 |
+0.15 |
151 |
9,848 |
-40 |
Sep03 |
021122 |
24.40 |
24.60 |
24.40 |
24.60 |
+0.12 |
1,235 |
15,847 |
+591 |
Oct03 |
021122 |
24.20 |
24.40 |
24.20 |
24.40 |
+0.10 |
127 |
8,683 |
+72 |
Total Volume and Open Interest |
136,151 |
462,470 |
-1,158 |
Heating Oil(NYM) |
Dec02 |
021122 |
75.20 |
77.00 |
75.05 |
76.64 |
+1.71 |
30,884 |
31,069 |
-1,687 |
Jan03 |
021122 |
74.90 |
76.50 |
74.80 |
76.30 |
+1.71 |
26,273 |
49,741 |
+2 |
Feb03 |
021122 |
73.80 |
75.40 |
73.80 |
75.15 |
+1.56 |
5,609 |
23,722 |
+103 |
Mar03 |
021122 |
71.55 |
72.65 |
71.50 |
72.65 |
+1.41 |
1,677 |
16,378 |
+120 |
Apr03 |
021122 |
69.30 |
70.30 |
69.30 |
70.30 |
+1.21 |
692 |
13,563 |
-189 |
May03 |
021122 |
67.65 |
68.10 |
67.40 |
68.10 |
+0.96 |
274 |
5,942 |
+39 |
Jun03 |
021122 |
66.50 |
67.20 |
66.50 |
67.15 |
+0.71 |
354 |
6,941 |
-44 |
Jul03 |
021122 |
67.00 |
67.00 |
66.95 |
66.95 |
+0.61 |
181 |
3,730 |
+14 |
Aug03 |
021122 |
67.00 |
67.00 |
67.00 |
67.00 |
+0.56 |
7 |
2,898 |
+2 |
Sep03 |
021122 |
67.45 |
67.45 |
67.45 |
67.45 |
+0.51 |
75 |
2,213 |
+20 |
Total Volume and Open Interest |
66,777 |
165,170 |
-1,470 |
Unleaded Gas(NYM) |
Dec02 |
021122 |
72.80 |
75.20 |
72.35 |
74.87 |
+2.45 |
20,606 |
23,293 |
-1,798 |
Jan03 |
021122 |
71.20 |
73.40 |
71.00 |
73.17 |
+1.94 |
14,949 |
36,337 |
+2,480 |
Feb03 |
021122 |
71.70 |
73.50 |
71.70 |
73.37 |
+1.78 |
1,964 |
14,739 |
+728 |
Mar03 |
021122 |
72.40 |
73.75 |
72.40 |
73.75 |
+1.56 |
1,674 |
10,605 |
+375 |
Apr03 |
021122 |
79.00 |
80.20 |
78.75 |
80.07 |
+1.42 |
647 |
8,655 |
+157 |
May03 |
021122 |
79.92 |
79.92 |
79.92 |
79.92 |
+1.32 |
134 |
4,324 |
+83 |
Jun03 |
021122 |
79.12 |
79.12 |
79.12 |
79.12 |
+1.17 |
107 |
3,618 |
+47 |
Jul03 |
021122 |
77.82 |
77.82 |
77.82 |
77.82 |
+1.07 |
157 |
1,815 |
-94 |
Total Volume and Open Interest |
40,410 |
109,662 |
+2,022 |
Natural Gas(NYM) |
Dec02 |
021122 |
4.300 |
4.340 |
4.220 |
4.260 |
-0.091 |
54,988 |
37,791 |
-2,148 |
Jan03 |
021122 |
4.400 |
4.440 |
4.310 |
4.357 |
-0.082 |
26,945 |
49,302 |
+2,288 |
Feb03 |
021122 |
4.300 |
4.340 |
4.260 |
4.285 |
-0.057 |
11,665 |
30,934 |
+1,639 |
Mar03 |
021122 |
4.170 |
4.210 |
4.140 |
4.175 |
-0.032 |
10,093 |
34,115 |
-707 |
Apr03 |
021122 |
3.970 |
3.990 |
3.965 |
3.985 |
+0.006 |
3,578 |
18,034 |
+357 |
May03 |
021122 |
3.900 |
3.940 |
3.900 |
3.931 |
+0.017 |
949 |
15,231 |
+224 |
Jun03 |
021122 |
3.900 |
3.940 |
3.895 |
3.931 |
+0.017 |
1,811 |
21,916 |
-200 |
Jul03 |
021122 |
3.920 |
3.965 |
3.920 |
3.951 |
+0.017 |
980 |
15,494 |
+132 |
Total Volume and Open Interest |
114,039 |
400,077 |
+2,550 |
Brent Crude Oil(IPE) |
Jan03 |
021122 |
24.85 |
25.33 |
24.75 |
25.21 |
+0.38 |
46,271 |
71,018 |
-1,571 |
Feb03 |
021122 |
24.82 |
25.40 |
24.81 |
25.23 |
+0.41 |
18,858 |
56,525 |
+3,764 |
Mar03 |
021122 |
24.66 |
25.22 |
24.64 |
25.04 |
+0.41 |
6,503 |
25,817 |
+1,279 |
Apr03 |
021122 |
24.35 |
24.87 |
24.35 |
24.74 |
+0.39 |
3,076 |
19,509 |
+892 |
May03 |
021122 |
24.12 |
24.52 |
24.11 |
24.43 |
+0.35 |
2,304 |
13,563 |
+463 |
Jun03 |
021122 |
23.90 |
24.20 |
23.85 |
24.09 |
+0.28 |
3,793 |
26,066 |
+864 |
Jul03 |
021122 |
23.90 |
23.90 |
23.85 |
23.85 |
+0.24 |
788 |
8,827 |
-370 |
Aug03 |
021122 |
23.78 |
23.78 |
23.66 |
23.66 |
+0.22 |
65 |
5,019 |
+30 |
Total Volume and Open Interest |
84,877 |
275,121 |
+4,866 |
Gas Oil(IPE) |
Dec02 |
021122 |
218.25 |
224.75 |
218.25 |
224.00 |
+4.25 |
20,821 |
56,561 |
-5,662 |
Jan03 |
021122 |
219.75 |
222.75 |
218.00 |
222.00 |
+2.25 |
15,279 |
52,085 |
+432 |
Feb03 |
021122 |
217.50 |
219.25 |
216.25 |
219.00 |
+2.00 |
4,042 |
17,008 |
+2,396 |
Mar03 |
021122 |
212.75 |
215.00 |
212.75 |
215.00 |
+1.75 |
906 |
10,223 |
+254 |
Apr03 |
021122 |
208.75 |
211.00 |
208.50 |
210.75 |
+1.50 |
403 |
8,050 |
+0 |
May03 |
021122 |
205.50 |
207.75 |
205.50 |
207.25 |
+1.25 |
25 |
4,583 |
+25 |
Jun03 |
021122 |
203.50 |
205.50 |
203.00 |
205.00 |
+1.00 |
1,875 |
18,312 |
+400 |
Jul03 |
021122 |
204.00 |
205.00 |
204.00 |
205.00 |
+1.00 |
0 |
2,831 |
+0 |
Total Volume and Open Interest |
44,131 |
195,367 |
-1,810 |
US Dollar Index(NYBOT) |
Dec02 |
021122 |
105.80 |
106.36 |
105.74 |
106.28 |
+0.35 |
1,708 |
16,572 |
-1,040 |
Mar03 |
021122 |
106.18 |
106.88 |
106.18 |
106.80 |
+0.35 |
22 |
2,211 |
+18 |
Jun03 |
021122 |
107.32 |
107.32 |
107.32 |
107.32 |
+0.35 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,730 |
18,787 |
-1,022 |
Australian Dollar(CME) |
Dec02 |
021122 |
56.25 |
56.35 |
56.20 |
56.23 |
+0.08 |
874 |
38,776 |
-551 |
Mar03 |
021122 |
55.75 |
55.85 |
55.75 |
55.78 |
+0.08 |
31 |
502 |
+28 |
Jun03 |
021122 |
55.33 |
55.33 |
55.33 |
55.33 |
+0.08 |
0 |
682 |
+0 |
Total Volume and Open Interest |
910 |
40,205 |
-528 |
British Pound(CME) |
Dec02 |
021122 |
158.06 |
158.14 |
157.50 |
157.64 |
unch |
2,614 |
41,567 |
+182 |
Mar03 |
021122 |
157.20 |
157.20 |
156.60 |
156.64 |
unch |
26 |
627 |
-1 |
Jun03 |
021122 |
155.66 |
155.66 |
155.66 |
155.66 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,640 |
42,199 |
+181 |
Canadian Dollar(CME) |
Dec02 |
021122 |
63.25 |
63.31 |
63.15 |
63.23 |
-0.09 |
6,845 |
48,658 |
+806 |
Mar03 |
021122 |
63.04 |
63.10 |
62.90 |
63.01 |
-0.09 |
577 |
7,932 |
+185 |
Jun03 |
021122 |
62.78 |
62.90 |
62.77 |
62.81 |
-0.09 |
49 |
3,401 |
+19 |
Sep03 |
021122 |
62.65 |
62.65 |
62.60 |
62.62 |
-0.09 |
33 |
836 |
-10 |
Total Volume and Open Interest |
7,588 |
61,450 |
+1,019 |
Japanese Yen(CME) |
Dec02 |
021122 |
81.66 |
81.70 |
81.36 |
81.44 |
-0.10 |
9,725 |
70,443 |
-982 |
Mar03 |
021122 |
81.93 |
81.95 |
81.70 |
81.73 |
-0.10 |
519 |
1,459 |
+46 |
Jun03 |
021122 |
82.01 |
82.01 |
82.01 |
82.01 |
-0.10 |
1 |
54 |
+0 |
Total Volume and Open Interest |
10,245 |
72,173 |
-936 |
Swiss Franc(CME) |
Dec02 |
021122 |
68.16 |
68.19 |
67.66 |
67.73 |
-0.41 |
4,728 |
49,105 |
-1,220 |
Mar03 |
021122 |
68.26 |
68.26 |
67.83 |
67.85 |
-0.41 |
37 |
969 |
+19 |
Jun03 |
021122 |
67.99 |
67.99 |
67.99 |
67.99 |
-0.41 |
0 |
8 |
+0 |
Total Volume and Open Interest |
4,765 |
50,114 |
-1,201 |
EuroFX(CME) |
Dec02 |
021122 |
100.17 |
100.19 |
99.50 |
99.59 |
-0.39 |
8,232 |
101,362 |
-99 |
Mar03 |
021122 |
99.81 |
99.81 |
99.15 |
99.21 |
-0.39 |
344 |
2,173 |
+92 |
Jun03 |
021122 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.39 |
0 |
385 |
+5 |
Total Volume and Open Interest |
8,577 |
103,966 |
-1 |
Mexican Peso(CME) |
Dec02 |
021122 |
9835.0 |
9845.0 |
9815.0 |
9832.0 |
-10.0 |
4,673 |
16,085 |
+115 |
Mar03 |
021122 |
9670.0 |
9670.0 |
9650.0 |
9652.0 |
-10.0 |
111 |
3,228 |
+55 |
Total Volume and Open Interest |
4,784 |
20,035 |
+170 |
30-Year T-Bonds(CBOT) |
Dec02 |
021122 |
110~01 |
110~14 |
109~23 |
109~28 |
-0~08 |
268,863 |
359,988 |
-21,393 |
Mar03 |
021122 |
108~25 |
109~05 |
108~15 |
108~20 |
-0~08 |
29,188 |
109,423 |
+9,112 |
Jun03 |
021122 |
107~24 |
107~30 |
107~12 |
107~14 |
-0~08 |
258 |
569 |
+40 |
Total Volume and Open Interest |
298,309 |
470,068 |
-12,241 |
Municipal Bonds(CBOT) |
Dec02 |
021122 |
106~29 |
107~04 |
106~25 |
106~27 |
-0~03 |
414 |
3,632 |
-23 |
Mar03 |
021122 |
100~23 |
100~23 |
100~12 |
100~13 |
-0~07 |
12 |
166 |
+0 |
Total Volume and Open Interest |
426 |
3,798 |
-23 |
10-Year T-Notes(CBOT) |
Dec02 |
021122 |
112~280 |
113~030 |
112~170 |
112~210 |
-0~065 |
704,349 |
706,586 |
-36,932 |
Mar03 |
021122 |
111~220 |
111~255 |
111~080 |
111~110 |
-0~065 |
89,029 |
240,075 |
+40,764 |
Total Volume and Open Interest |
793,378 |
948,064 |
+3,832 |
5-Year T-Notes(CBOT) |
Dec02 |
021122 |
111~305 |
112~040 |
111~220 |
111~245 |
-0~055 |
203,978 |
0 |
+0 |
Mar03 |
021122 |
110~220 |
110~260 |
110~135 |
110~145 |
-0~055 |
15,608 |
0 |
+0 |
Total Volume and Open Interest |
219,586 |
|
|
2 Year T-Notes(CBOT) |
Dec02 |
021122 |
106~116 |
106~125 |
106~100 |
106~104 |
-0~012 |
13,376 |
110,362 |
-2,629 |
Mar03 |
021122 |
106~052 |
106~054 |
106~033 |
106~034 |
-0~015 |
9,195 |
11,920 |
+6,230 |
Total Volume and Open Interest |
22,571 |
122,282 |
+3,601 |
3-Mth T-Bills(IMM) |
Dec02 |
021122 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
0 |
569 |
+0 |
Total Volume and Open Interest |
0 |
588 |
+0 |
Eurodollars(CME) |
Dec02 |
021122 |
98.577 |
98.585 |
98.575 |
98.575 |
+0.002 |
89,090 |
891,011 |
-10,064 |
Mar03 |
021122 |
98.495 |
98.515 |
98.485 |
98.485 |
unch |
147,445 |
717,618 |
+10,247 |
Jun03 |
021122 |
98.205 |
98.220 |
98.160 |
98.170 |
-0.015 |
146,872 |
555,661 |
+2,129 |
Sep03 |
021122 |
97.815 |
97.840 |
97.760 |
97.770 |
-0.030 |
166,143 |
420,887 |
-8,104 |
Dec03 |
021122 |
97.400 |
97.430 |
97.330 |
97.345 |
-0.045 |
92,945 |
386,418 |
-669 |
Mar04 |
021122 |
97.000 |
97.030 |
96.930 |
96.935 |
-0.055 |
49,559 |
249,131 |
+6,906 |
Jun04 |
021122 |
96.645 |
96.670 |
96.560 |
96.565 |
-0.070 |
19,880 |
188,897 |
+3,027 |
Sep04 |
021122 |
96.360 |
96.385 |
96.270 |
96.285 |
-0.065 |
23,551 |
172,273 |
+3,867 |
Dec04 |
021122 |
96.135 |
96.170 |
96.060 |
96.065 |
-0.065 |
8,522 |
130,209 |
+1,072 |
Mar05 |
021122 |
95.965 |
96.000 |
95.900 |
95.905 |
-0.060 |
9,549 |
117,342 |
+2,156 |
Jun05 |
021122 |
95.815 |
95.850 |
95.745 |
95.745 |
-0.060 |
7,006 |
95,558 |
+2,168 |
Sep05 |
021122 |
95.690 |
95.705 |
95.605 |
95.605 |
-0.055 |
9,428 |
96,142 |
+1,847 |
Total Volume and Open Interest |
795,114 |
4,476,572 |
+15,904 |
3-Mth Euro-Yen(CME) |
Dec02 |
021122 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
622 |
8,589 |
-505 |
Mar03 |
021122 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
4 |
11,879 |
-1 |
Jun03 |
021122 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
99 |
6,425 |
+14 |
Sep03 |
021122 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
165 |
6,006 |
+150 |
Dec03 |
021122 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
0 |
1,736 |
+0 |
Mar04 |
021122 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
30 |
854 |
+30 |
Jun04 |
021122 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
67 |
655 |
-15 |
Sep04 |
021122 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
40 |
1,423 |
-14 |
Dec04 |
021122 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
262 |
+0 |
Mar05 |
021122 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
760 |
+0 |
Total Volume and Open Interest |
1,027 |
41,789 |
-341 |
3-Mth Euro-Yen(SIMEX) |
Dec02 |
021122 |
99.92 |
99.92 |
99.91 |
99.91 |
unch |
3,430 |
60,937 |
+1,920 |
Mar03 |
021122 |
99.86 |
99.86 |
99.85 |
99.86 |
-0.01 |
2,574 |
41,419 |
+1,151 |
Jun03 |
021122 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
2,636 |
48,635 |
-939 |
Sep03 |
021122 |
99.85 |
99.87 |
99.85 |
99.86 |
unch |
783 |
30,483 |
-603 |
Dec03 |
021122 |
99.83 |
99.84 |
99.83 |
99.84 |
unch |
1,443 |
27,225 |
-329 |
Mar04 |
021122 |
99.77 |
99.78 |
99.77 |
99.78 |
-0.01 |
317 |
21,626 |
+24 |
Jun04 |
021122 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.01 |
0 |
12,006 |
-110 |
Sep04 |
021122 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
167 |
2,848 |
+51 |
Total Volume and Open Interest |
11,370 |
260,208 |
+1,165 |
German Euro-Bund(EUREX) |
Dec02 |
021120 |
111.61 |
112.14 |
111.53 |
111.84 |
+0.20 |
430,088 |
729,726 |
+4,374 |
Mar03 |
021120 |
111.13 |
111.70 |
111.13 |
111.42 |
+0.22 |
3,204 |
26,039 |
+1,313 |
Jun03 |
021120 |
110.95 |
110.95 |
110.95 |
110.95 |
+0.21 |
2,095 |
0 |
+0 |
Total Volume and Open Interest |
435,387 |
755,765 |
+5,687 |
German Euro-Bobl(EUREX) |
Dec02 |
021120 |
109.37 |
109.70 |
109.30 |
109.57 |
+0.19 |
281,089 |
613,499 |
+9,345 |
Mar03 |
021120 |
109.32 |
109.63 |
109.32 |
109.54 |
+0.21 |
1,988 |
11,919 |
+504 |
Jun03 |
021120 |
109.07 |
109.07 |
109.07 |
109.07 |
+0.19 |
1,360 |
0 |
+0 |
Total Volume and Open Interest |
284,437 |
625,418 |
+9,849 |
Long Gilt(LIFFE) |
Dec02 |
021120 |
119~08 |
119~25 |
119~07 |
119~18 |
+0~04 |
19,009 |
81,124 |
-744 |
Mar03 |
021120 |
118~30 |
118~30 |
118~27 |
118~27 |
+0~04 |
0 |
19 |
+0 |
Total Volume and Open Interest |
19,009 |
81,143 |
-744 |
3-Mth Short Sterling(LIFFE) |
Dec02 |
021120 |
96.04 |
96.06 |
96.03 |
96.04 |
unch |
16,997 |
0 |
+0 |
Mar03 |
021120 |
96.05 |
96.08 |
96.02 |
96.05 |
+0.01 |
24,495 |
0 |
+0 |
Jun03 |
021120 |
95.96 |
96.00 |
95.92 |
95.97 |
+0.02 |
15,542 |
0 |
+0 |
Total Volume and Open Interest |
84,184 |
|
|
3-Mth Euribor(LIFFE) |
Dec02 |
021120 |
97.075 |
97.095 |
97.075 |
97.085 |
+0.005 |
81,283 |
704,527 |
-14,943 |
Mar03 |
021120 |
97.180 |
97.205 |
97.175 |
97.195 |
+0.010 |
56,947 |
505,344 |
-4,360 |
Jun03 |
021120 |
97.165 |
97.200 |
97.155 |
97.185 |
+0.015 |
37,252 |
352,091 |
+6,038 |
Total Volume and Open Interest |
248,290 |
2,326,172 |
-57,520 |
3-Mth Aus T-Bills(SFE) |
Dec02 |
021122 |
95.20 |
95.20 |
95.17 |
95.18 |
-0.01 |
17,947 |
193,451 |
-31,919 |
Mar03 |
021122 |
95.26 |
95.27 |
95.22 |
95.25 |
-0.03 |
18,429 |
114,074 |
+1,295 |
Jun03 |
021122 |
95.20 |
95.20 |
95.15 |
95.18 |
-0.05 |
5,343 |
51,859 |
+1,663 |
Sep03 |
021122 |
95.10 |
95.10 |
95.06 |
95.08 |
-0.06 |
2,150 |
25,790 |
-238 |
Dec03 |
021122 |
94.94 |
94.96 |
94.94 |
94.95 |
-0.06 |
779 |
15,736 |
+123 |
Mar04 |
021122 |
94.80 |
94.83 |
94.80 |
94.83 |
-0.05 |
965 |
11,795 |
+426 |
Jun04 |
021122 |
94.67 |
94.71 |
94.67 |
94.71 |
-0.05 |
709 |
7,101 |
-19 |
Sep04 |
021122 |
94.56 |
94.58 |
94.56 |
94.58 |
-0.06 |
346 |
4,897 |
-145 |
Dec04 |
021122 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.08 |
76 |
1,975 |
-231 |
Mar05 |
021122 |
94.35 |
94.39 |
94.35 |
94.39 |
-0.08 |
80 |
621 |
+80 |
Total Volume and Open Interest |
46,824 |
427,928 |
-28,965 |
10-Year Aus T-Bonds(SFE) |
Dec02 |
021122 |
94.46 |
94.49 |
94.43 |
94.47 |
-0.08 |
16,504 |
182,980 |
+3,633 |
Mar03 |
021122 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.08 |
|
|
|
Total Volume and Open Interest |
16,504 |
182,980 |
+3,633 |
3-Year Aus T-Bonds(SFE) |
Dec02 |
021122 |
95.02 |
95.03 |
94.97 |
95.02 |
-0.06 |
69,610 |
431,778 |
-29,238 |
Mar03 |
021122 |
95.02 |
95.02 |
95.02 |
95.02 |
-0.06 |
|
|
|
Total Volume and Open Interest |
69,610 |
431,778 |
-29,238 |
Gold(CMX) |
Dec02 |
021122 |
318.1 |
322.0 |
316.5 |
320.9 |
+3.3 |
41,334 |
69,903 |
-13,386 |
Feb03 |
021122 |
319.1 |
323.0 |
317.5 |
321.9 |
+3.4 |
20,003 |
43,733 |
+10,267 |
Apr03 |
021122 |
319.7 |
323.5 |
318.5 |
322.6 |
+3.4 |
1,431 |
8,263 |
+209 |
Jun03 |
021122 |
321.0 |
323.6 |
318.9 |
323.1 |
+3.3 |
899 |
8,869 |
+256 |
Aug03 |
021122 |
323.6 |
323.6 |
323.6 |
323.6 |
+3.3 |
14 |
8,276 |
-4 |
Oct03 |
021122 |
324.2 |
324.2 |
324.2 |
324.2 |
+3.3 |
0 |
1,094 |
+0 |
Total Volume and Open Interest |
63,798 |
166,601 |
-2,627 |
Silver(CMX) |
Dec02 |
021122 |
447.0 |
455.0 |
446.0 |
454.3 |
+7.5 |
22,211 |
31,700 |
-5,814 |
Mar03 |
021122 |
448.5 |
458.0 |
448.5 |
456.8 |
+7.5 |
9,051 |
36,967 |
+5,498 |
May03 |
021122 |
452.0 |
459.0 |
452.0 |
458.1 |
+7.5 |
190 |
3,278 |
-6 |
Jul03 |
021122 |
453.0 |
460.0 |
453.0 |
459.3 |
+7.6 |
397 |
7,254 |
+47 |
Sep03 |
021122 |
460.4 |
460.4 |
460.4 |
460.4 |
+7.6 |
0 |
869 |
+0 |
Total Volume and Open Interest |
32,162 |
88,141 |
-116 |
Platinum(NYM) |
Jan03 |
021122 |
592.0 |
592.0 |
588.2 |
589.9 |
+1.5 |
495 |
7,758 |
-29 |
Apr03 |
021122 |
580.4 |
581.9 |
580.4 |
581.9 |
+1.5 |
0 |
59 |
+0 |
Jul03 |
021122 |
578.4 |
578.4 |
578.4 |
578.4 |
+1.5 |
0 |
7 |
+0 |
Total Volume and Open Interest |
495 |
7,824 |
-29 |
Palladium(NYME) |
Dec02 |
021122 |
280.00 |
280.00 |
272.00 |
272.00 |
-7.80 |
751 |
572 |
-497 |
Mar03 |
021122 |
278.25 |
278.25 |
270.50 |
270.50 |
-8.30 |
751 |
1,492 |
+536 |
Total Volume and Open Interest |
1,502 |
2,064 |
+39 |
Copper(CMX) |
Dec02 |
021122 |
73.95 |
74.10 |
73.30 |
73.65 |
-0.30 |
8,679 |
38,749 |
-3,082 |
Mar03 |
021122 |
74.75 |
74.90 |
74.25 |
74.50 |
-0.30 |
4,694 |
20,718 |
+1,394 |
May03 |
021122 |
74.80 |
75.00 |
74.80 |
74.95 |
-0.30 |
102 |
4,214 |
-7 |
Jul03 |
021122 |
75.60 |
75.60 |
75.30 |
75.30 |
-0.30 |
140 |
3,779 |
+58 |
Sep03 |
021122 |
75.70 |
75.70 |
75.65 |
75.65 |
-0.20 |
1 |
4,066 |
+40 |
Total Volume and Open Interest |
13,901 |
86,437 |
-1,648 |
DJIA Index(CBOT) |
Dec02 |
021122 |
8830 |
8880 |
8791 |
8796 |
-63 |
22,458 |
33,585 |
-328 |
Mar03 |
021122 |
8820 |
8865 |
8779 |
8779 |
-63 |
159 |
528 |
+43 |
Jun03 |
021122 |
8825 |
8825 |
8763 |
8763 |
-63 |
0 |
3 |
+0 |
Total Volume and Open Interest |
22,617 |
34,143 |
-285 |
S & P 500(CME) |
Dec02 |
021122 |
929.50 |
937.50 |
927.50 |
928.80 |
-6.70 |
71,043 |
552,335 |
-2,388 |
Mar03 |
021122 |
928.00 |
937.00 |
928.00 |
928.00 |
-6.70 |
8,810 |
89,177 |
+8,481 |
Jun03 |
021122 |
926.50 |
934.80 |
926.50 |
927.90 |
-6.70 |
124 |
4,151 |
+43 |
Sep03 |
021122 |
928.20 |
928.20 |
928.20 |
928.20 |
-6.40 |
1 |
49 |
+1 |
Total Volume and Open Interest |
79,978 |
645,741 |
+6,137 |
S & P 500 E-Mini(Globex) |
Dec02 |
021122 |
935.75 |
937.50 |
927.25 |
928.75 |
-6.75 |
628,101 |
463,134 |
+17,558 |
Mar03 |
021122 |
932.50 |
935.25 |
927.00 |
928.00 |
-6.75 |
373 |
423 |
+122 |
Total Volume and Open Interest |
628,474 |
463,557 |
+17,680 |
NASDAQ 100(CME) |
Dec02 |
021122 |
1104.00 |
1125.00 |
1100.00 |
1116.50 |
-1.00 |
|
|
|
Mar03 |
021122 |
1121.00 |
1121.00 |
1121.00 |
1120.00 |
-1.00 |
|
|
|
Jun03 |
021122 |
1123.50 |
1123.50 |
1123.50 |
1123.50 |
-1.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
NASDAQ 100 E-Mini(GLOBEX) |
Dec02 |
021120 |
1031.5 |
1077.0 |
1026.5 |
1076.0 |
+43.5 |
314,317 |
157,558 |
-1,088 |
Mar03 |
021120 |
1070.0 |
1079.5 |
1067.0 |
1079.5 |
+43.5 |
17 |
15 |
-4 |
Total Volume and Open Interest |
314,334 |
157,573 |
-1,092 |
NYSE Composite(NYBOT) |
Dec02 |
021122 |
491.50 |
494.50 |
489.75 |
490.75 |
-3.50 |
410 |
2,422 |
+10 |
Mar03 |
021122 |
490.25 |
490.25 |
490.25 |
490.25 |
-3.50 |
60 |
120 |
+40 |
Jun03 |
021122 |
489.75 |
489.75 |
489.75 |
489.75 |
-3.50 |
|
|
|
Total Volume and Open Interest |
470 |
2,542 |
+50 |
S & P Midcap 400(CME) |
Dec02 |
021122 |
443.00 |
447.50 |
442.00 |
445.00 |
unch |
649 |
15,691 |
-139 |
Mar03 |
021122 |
445.40 |
445.40 |
445.40 |
445.40 |
unch |
|
|
|
Jun03 |
021122 |
446.40 |
446.40 |
446.40 |
446.40 |
unch |
|
|
|
Total Volume and Open Interest |
649 |
15,691 |
-139 |
Russell 2000(CME) |
Dec02 |
021122 |
394.00 |
401.50 |
394.00 |
399.50 |
+1.85 |
1,506 |
26,166 |
+122 |
Mar03 |
021122 |
399.50 |
399.50 |
399.50 |
399.50 |
+1.85 |
0 |
140 |
+0 |
Jun03 |
021122 |
401.50 |
401.50 |
401.50 |
401.50 |
+1.85 |
|
|
|
Total Volume and Open Interest |
1,506 |
26,306 |
+122 |
Value Line(KCBT) |
Dec02 |
021122 |
1063.00 |
1074.00 |
1063.00 |
1074.00 |
+5.00 |
33 |
337 |
+14 |
Total Volume and Open Interest |
34 |
365 |
+15 |
Nikkei 225(CME) |
Dec02 |
021120 |
8430 |
8600 |
8400 |
8520 |
+185 |
742 |
19,210 |
-127 |
Mar03 |
021120 |
8520 |
8530 |
8520 |
8530 |
+185 |
11 |
77 |
+10 |
Total Volume and Open Interest |
754 |
19,294 |
-118 |
Nikkei 225(SIMEX) |
Dec02 |
021122 |
8800 |
8820 |
8715 |
8775 |
+115 |
18,766 |
100,443 |
-1,068 |
Mar03 |
021122 |
8820 |
8820 |
8765 |
8765 |
+115 |
3 |
444 |
+3 |
Jun03 |
021122 |
8725 |
8725 |
8725 |
8725 |
+115 |
|
|
|
Total Volume and Open Interest |
18,769 |
100,887 |
-1,065 |
CAC 40(MATIF) |
Nov02 |
021120 |
3200.0 |
3213.5 |
3126.0 |
3156.0 |
-24.0 |
41,689 |
507,370 |
+3,755 |
Dec02 |
021120 |
3207.5 |
3215.0 |
3135.0 |
3162.5 |
-24.0 |
2,604 |
136,625 |
+1,187 |
Jan03 |
021120 |
3169.0 |
3169.0 |
3169.0 |
3169.0 |
-24.5 |
|
|
|
Total Volume and Open Interest |
44,298 |
678,779 |
+4,947 |
DAX Index(EUREX) |
Dec02 |
021122 |
3320.0 |
3347.5 |
3285.0 |
3334.0 |
+31.0 |
77,317 |
220,939 |
-783 |
Mar03 |
021122 |
3329.0 |
3368.0 |
3313.0 |
3358.0 |
+31.5 |
533 |
13,943 |
+130 |
Jun03 |
021122 |
3382.0 |
3382.0 |
3382.0 |
3382.0 |
+32.0 |
240 |
2,051 |
+30 |
Total Volume and Open Interest |
78,090 |
236,933 |
-623 |
FT-SE 100(LIFFE) |
Dec02 |
021122 |
4225.00 |
4238.00 |
4173.50 |
4199.00 |
-9.00 |
76,032 |
373,463 |
-2,887 |
Mar03 |
021122 |
4203.00 |
4217.50 |
4161.00 |
4184.00 |
-8.50 |
4,272 |
49,033 |
+1,919 |
Jun03 |
021122 |
4178.00 |
4192.50 |
4178.00 |
4192.50 |
-9.50 |
1,565 |
26,342 |
+890 |
Total Volume and Open Interest |
83,722 |
454,357 |
+1,157 |
SPI 200(SFE) |
Dec02 |
021120 |
2977.0 |
3026.0 |
2976.0 |
3025.0 |
+33.0 |
10,147 |
137,826 |
+2,736 |
Mar03 |
021120 |
2987.0 |
3027.0 |
2987.0 |
3027.0 |
+32.0 |
127 |
3,014 |
+96 |
Jun03 |
021120 |
3008.0 |
3036.0 |
3008.0 |
3036.0 |
+35.0 |
168 |
1,347 |
+100 |
Total Volume and Open Interest |
10,746 |
144,578 |
+3,236 |
GSCI(CME) |
Dec02 |
021122 |
217.20 |
218.90 |
216.90 |
218.80 |
+2.00 |
47 |
14,742 |
+0 |
Jan03 |
021122 |
217.25 |
217.25 |
217.25 |
217.25 |
+1.75 |
|
|
|
Feb03 |
021122 |
215.25 |
215.25 |
215.25 |
215.25 |
+1.75 |
|
|
|
Total Volume and Open Interest |
47 |
14,742 |
+0 |
Bridge CRB Index(NYBOT) |
Jan03 |
021122 |
230.50 |
230.75 |
230.00 |
230.25 |
unch |
33 |
313 |
+5 |
Feb03 |
021122 |
229.00 |
229.00 |
229.00 |
229.00 |
-0.50 |
0 |
220 |
+0 |
Apr03 |
021122 |
227.15 |
227.25 |
227.00 |
227.25 |
-1.00 |
2 |
122 |
+2 |
Total Volume and Open Interest |
35 |
656 |
+7 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|