 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue November 26, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan03 |
021126 |
572.00 |
575.75 |
571.50 |
573.00 |
+0.75 |
29,906 |
84,784 |
-478 |
Mar03 |
021126 |
569.50 |
571.75 |
568.00 |
569.50 |
+0.75 |
6,477 |
47,067 |
+419 |
May03 |
021126 |
560.00 |
562.50 |
559.50 |
560.75 |
+1.00 |
5,335 |
39,184 |
+630 |
Jul03 |
021126 |
554.50 |
558.00 |
554.50 |
556.00 |
+1.00 |
4,552 |
23,515 |
-115 |
Aug03 |
021126 |
547.00 |
548.00 |
547.00 |
547.50 |
+2.00 |
392 |
2,011 |
-127 |
Sep03 |
021126 |
529.00 |
529.00 |
529.00 |
529.00 |
unch |
3 |
270 |
+3 |
Nov03 |
021126 |
509.50 |
512.50 |
509.50 |
510.25 |
+0.75 |
845 |
14,209 |
+202 |
Total Volume and Open Interest |
47,512 |
211,208 |
+534 |
Soybean Meal(CBOT) |
Dec02 |
021126 |
167.30 |
167.60 |
166.30 |
166.80 |
-0.90 |
14,143 |
22,118 |
-6,199 |
Jan03 |
021126 |
168.40 |
168.60 |
167.70 |
168.10 |
-0.50 |
11,404 |
23,298 |
+2,196 |
Mar03 |
021126 |
168.30 |
168.50 |
167.60 |
168.10 |
-0.40 |
3,746 |
25,304 |
+1,323 |
May03 |
021126 |
166.50 |
166.80 |
165.80 |
166.20 |
-0.30 |
3,310 |
26,432 |
-167 |
Jul03 |
021126 |
165.60 |
165.60 |
164.70 |
165.00 |
-0.60 |
2,018 |
18,649 |
-530 |
Aug03 |
021126 |
162.60 |
162.60 |
162.00 |
162.10 |
-0.50 |
459 |
4,031 |
+136 |
Sep03 |
021126 |
158.80 |
158.80 |
158.50 |
158.50 |
-0.30 |
386 |
3,954 |
+150 |
Oct03 |
021126 |
153.30 |
154.00 |
153.30 |
153.50 |
+0.20 |
213 |
3,028 |
+149 |
Total Volume and Open Interest |
36,574 |
136,720 |
-2,565 |
Soybean Oil(CBOT) |
Dec02 |
021126 |
22.07 |
22.35 |
22.06 |
22.22 |
+0.13 |
22,270 |
26,331 |
-8,474 |
Jan03 |
021126 |
22.25 |
22.42 |
22.17 |
22.27 |
+0.16 |
19,315 |
57,785 |
+5,072 |
Mar03 |
021126 |
22.18 |
22.30 |
22.10 |
22.17 |
+0.18 |
9,790 |
38,460 |
+3,132 |
May03 |
021126 |
21.87 |
21.89 |
21.72 |
21.80 |
+0.16 |
3,486 |
21,547 |
+1,049 |
Jul03 |
021126 |
21.50 |
21.55 |
21.40 |
21.45 |
+0.10 |
1,549 |
12,773 |
+687 |
Aug03 |
021126 |
21.30 |
21.30 |
21.15 |
21.15 |
+0.08 |
421 |
3,315 |
+313 |
Sep03 |
021126 |
20.75 |
20.75 |
20.75 |
20.75 |
+0.02 |
206 |
1,801 |
+76 |
Oct03 |
021126 |
20.39 |
20.39 |
20.39 |
20.39 |
-0.01 |
12 |
992 |
+12 |
Total Volume and Open Interest |
57,413 |
171,712 |
+1,975 |
Canola(WCE) |
Jan03 |
021126 |
454.5 |
456.0 |
454.5 |
455.1 |
+0.3 |
1,713 |
26,257 |
-377 |
Mar03 |
021126 |
460.0 |
460.5 |
459.4 |
459.7 |
+0.2 |
322 |
16,970 |
-376 |
May03 |
021126 |
462.0 |
462.8 |
461.5 |
461.5 |
+0.2 |
6 |
6,797 |
-3 |
Jul03 |
021126 |
457.3 |
457.3 |
457.3 |
457.3 |
-0.4 |
215 |
2,620 |
+3 |
Sep03 |
021126 |
390.0 |
390.0 |
390.0 |
390.0 |
unch |
0 |
200 |
+0 |
Total Volume and Open Interest |
2,761 |
58,668 |
-290 |
Corn(CBOT) |
Dec02 |
021126 |
243.50 |
244.50 |
242.00 |
242.25 |
-1.00 |
52,029 |
73,147 |
-25,422 |
Mar03 |
021126 |
245.00 |
246.50 |
244.50 |
244.75 |
unch |
52,517 |
224,775 |
+12,777 |
May03 |
021126 |
247.25 |
248.25 |
246.00 |
246.50 |
-0.25 |
4,834 |
60,456 |
+191 |
Jul03 |
021126 |
248.75 |
250.50 |
247.75 |
248.00 |
-0.25 |
5,161 |
60,098 |
+342 |
Sep03 |
021126 |
245.50 |
246.25 |
243.75 |
243.75 |
-0.75 |
645 |
13,806 |
+79 |
Dec03 |
021126 |
242.00 |
242.50 |
240.25 |
240.75 |
-0.75 |
2,230 |
36,718 |
+519 |
Total Volume and Open Interest |
117,495 |
474,009 |
-11,477 |
Wheat(CBOT) |
Dec02 |
021126 |
379.00 |
382.00 |
372.00 |
374.50 |
-7.75 |
15,284 |
15,866 |
-4,913 |
Mar03 |
021126 |
381.50 |
385.50 |
376.50 |
379.00 |
-4.50 |
15,666 |
55,131 |
+3,323 |
May03 |
021126 |
363.00 |
365.50 |
359.50 |
359.75 |
-4.25 |
239 |
3,914 |
+86 |
Jul03 |
021126 |
320.00 |
322.50 |
318.00 |
320.00 |
-0.25 |
821 |
13,329 |
+84 |
Sep03 |
021126 |
326.00 |
326.00 |
322.50 |
324.00 |
-0.75 |
134 |
1,895 |
-19 |
Total Volume and Open Interest |
32,209 |
93,788 |
-1,408 |
Wheat(KCBT) |
Dec02 |
021126 |
429.00 |
434.00 |
426.00 |
428.75 |
-1.75 |
5,570 |
8,811 |
-5,239 |
Mar03 |
021126 |
418.00 |
424.50 |
417.00 |
419.50 |
-1.00 |
6,013 |
31,146 |
+1,098 |
May03 |
021126 |
394.00 |
398.50 |
393.50 |
395.25 |
-0.25 |
337 |
4,982 |
+55 |
Jul03 |
021126 |
355.50 |
360.00 |
354.50 |
356.00 |
-1.00 |
367 |
9,095 |
-20 |
Sep03 |
021126 |
353.00 |
353.00 |
353.00 |
353.00 |
-0.50 |
90 |
2,046 |
+40 |
Total Volume and Open Interest |
12,402 |
57,004 |
-4,041 |
Wheat(MGE) |
Dec02 |
021126 |
428.00 |
428.00 |
421.00 |
423.25 |
-4.75 |
3,669 |
4,666 |
-1,643 |
Mar03 |
021126 |
437.00 |
440.00 |
432.50 |
434.50 |
-3.00 |
3,920 |
14,173 |
+483 |
May03 |
021126 |
433.00 |
434.50 |
427.00 |
429.25 |
-3.75 |
781 |
3,574 |
+257 |
Jul03 |
021126 |
415.00 |
417.00 |
412.00 |
413.75 |
-2.25 |
94 |
1,843 |
-6 |
Sep03 |
021126 |
382.00 |
384.00 |
379.50 |
381.00 |
-2.00 |
70 |
1,154 |
-54 |
Total Volume and Open Interest |
8,599 |
26,402 |
-978 |
Oats(CBOT) |
Dec02 |
021126 |
193.25 |
194.00 |
191.50 |
191.75 |
-3.50 |
1,913 |
2,994 |
-1,054 |
Mar03 |
021126 |
199.00 |
200.50 |
198.00 |
198.25 |
-2.50 |
1,355 |
4,492 |
+541 |
May03 |
021126 |
194.00 |
194.00 |
193.00 |
193.00 |
-3.75 |
30 |
837 |
+1 |
Jul03 |
021126 |
179.00 |
179.00 |
175.00 |
175.00 |
-4.25 |
5 |
85 |
+2 |
Total Volume and Open Interest |
3,355 |
8,473 |
-472 |
Rough Rice(CBOT) |
Jan03 |
021126 |
4.04 |
4.06 |
4.00 |
4.00 |
-0.06 |
304 |
4,982 |
+64 |
Mar03 |
021126 |
4.27 |
4.27 |
4.22 |
4.23 |
-0.06 |
227 |
1,930 |
+105 |
May03 |
021126 |
4.47 |
4.47 |
4.44 |
4.44 |
-0.06 |
0 |
999 |
+0 |
Jul03 |
021126 |
4.63 |
4.63 |
4.61 |
4.61 |
-0.06 |
0 |
879 |
+0 |
Total Volume and Open Interest |
531 |
8,794 |
+169 |
Live Cattle(CME) |
Dec02 |
021126 |
74.050 |
74.400 |
74.000 |
74.250 |
+0.200 |
7,676 |
28,529 |
-1,719 |
Feb03 |
021126 |
78.450 |
78.825 |
78.100 |
78.300 |
-0.100 |
5,913 |
50,571 |
+2,494 |
Apr03 |
021126 |
77.750 |
78.025 |
77.625 |
77.875 |
+0.150 |
2,477 |
27,076 |
-14 |
Jun03 |
021126 |
71.500 |
71.850 |
71.500 |
71.825 |
+0.275 |
2,704 |
15,568 |
+1,233 |
Aug03 |
021126 |
69.900 |
70.200 |
69.900 |
70.125 |
+0.300 |
315 |
4,387 |
+109 |
Oct03 |
021126 |
70.900 |
71.350 |
70.900 |
71.150 |
+0.250 |
17 |
688 |
+2 |
Total Volume and Open Interest |
19,102 |
126,819 |
+2,105 |
Feeder Cattle(CME) |
Jan03 |
021126 |
84.850 |
84.950 |
84.450 |
84.750 |
+0.275 |
747 |
7,876 |
+70 |
Mar03 |
021126 |
82.800 |
82.850 |
82.450 |
82.725 |
+0.175 |
400 |
3,266 |
+179 |
Apr03 |
021126 |
82.100 |
82.350 |
82.000 |
82.225 |
+0.350 |
56 |
1,360 |
-1 |
May03 |
021126 |
82.150 |
82.600 |
82.000 |
82.550 |
+0.450 |
56 |
575 |
+28 |
Aug03 |
021126 |
84.000 |
84.500 |
83.975 |
84.425 |
+0.450 |
83 |
458 |
+46 |
Sep03 |
021126 |
83.800 |
84.250 |
83.750 |
84.250 |
+0.500 |
5 |
51 |
+1 |
Oct03 |
021126 |
83.900 |
84.000 |
83.900 |
84.000 |
+0.300 |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,347 |
13,593 |
+323 |
Lean Hogs(CME) |
Dec02 |
021126 |
45.100 |
45.875 |
45.050 |
45.800 |
+0.600 |
4,162 |
17,474 |
-704 |
Feb03 |
021126 |
53.200 |
53.750 |
52.900 |
53.550 |
+0.050 |
3,089 |
17,639 |
+1,117 |
Apr03 |
021126 |
57.650 |
58.400 |
57.500 |
58.325 |
+0.300 |
896 |
5,598 |
+121 |
May03 |
021126 |
62.100 |
62.100 |
61.600 |
61.850 |
-0.375 |
109 |
1,448 |
+47 |
Jun03 |
021126 |
65.000 |
65.250 |
64.825 |
65.200 |
+0.050 |
255 |
3,588 |
+130 |
Jul03 |
021126 |
62.325 |
62.400 |
62.200 |
62.400 |
+0.050 |
85 |
998 |
+48 |
Aug03 |
021126 |
60.000 |
60.000 |
60.000 |
60.000 |
+0.050 |
115 |
541 |
-59 |
Oct03 |
021126 |
52.550 |
52.600 |
52.550 |
52.600 |
+0.050 |
5 |
83 |
+0 |
Total Volume and Open Interest |
8,717 |
47,388 |
+700 |
Pork Bellies(CME) |
Feb03 |
021126 |
83.025 |
83.650 |
82.450 |
83.600 |
+0.575 |
162 |
1,971 |
+19 |
Mar03 |
021126 |
82.450 |
82.650 |
81.850 |
82.550 |
+0.150 |
13 |
150 |
-4 |
May03 |
021126 |
83.350 |
83.900 |
83.250 |
83.900 |
+0.700 |
1 |
53 |
+1 |
Jul03 |
021126 |
84.800 |
85.500 |
84.800 |
85.500 |
+0.850 |
1 |
88 |
-1 |
Aug03 |
021126 |
83.000 |
83.000 |
83.000 |
83.000 |
+1.000 |
0 |
10 |
+0 |
Total Volume and Open Interest |
177 |
2,272 |
+15 |
Cocoa(NYBOT) |
Dec02 |
021126 |
1733 |
1740 |
1705 |
1740 |
-20 |
223 |
1,030 |
-104 |
Mar03 |
021126 |
1670 |
1703 |
1667 |
1691 |
-14 |
7,329 |
30,097 |
+65 |
May03 |
021126 |
1668 |
1684 |
1667 |
1682 |
-15 |
1,596 |
10,472 |
-297 |
Jul03 |
021126 |
1662 |
1675 |
1650 |
1669 |
-17 |
846 |
7,575 |
+46 |
Sep03 |
021126 |
1661 |
1670 |
1650 |
1669 |
-17 |
193 |
7,332 |
+86 |
Dec03 |
021126 |
1668 |
1671 |
1650 |
1669 |
-16 |
105 |
8,864 |
+18 |
Mar04 |
021126 |
1661 |
1664 |
1652 |
1664 |
-22 |
88 |
3,183 |
+31 |
Total Volume and Open Interest |
10,410 |
77,236 |
-146 |
Coffee "C"(NYBOT) |
Dec02 |
021126 |
65.10 |
66.00 |
64.40 |
66.00 |
+0.75 |
811 |
1,317 |
+157 |
Mar03 |
021126 |
69.75 |
70.70 |
68.60 |
70.50 |
+0.65 |
5,371 |
47,485 |
-402 |
May03 |
021126 |
72.00 |
72.75 |
71.00 |
72.70 |
+0.75 |
1,146 |
9,084 |
+139 |
Jul03 |
021126 |
74.00 |
75.00 |
73.25 |
74.80 |
+0.80 |
472 |
7,236 |
+46 |
Sep03 |
021126 |
76.00 |
76.50 |
75.50 |
76.50 |
+0.70 |
31 |
4,059 |
+25 |
Dec03 |
021126 |
77.70 |
78.50 |
77.70 |
78.50 |
+0.80 |
25 |
1,002 |
+16 |
Total Volume and Open Interest |
7,856 |
71,604 |
-19 |
Orange Juice(NYBOT) |
Jan03 |
021126 |
102.50 |
102.60 |
101.70 |
102.05 |
-0.35 |
494 |
12,972 |
+142 |
Mar03 |
021126 |
105.00 |
105.10 |
104.40 |
104.80 |
-0.30 |
246 |
5,411 |
+124 |
May03 |
021126 |
106.75 |
106.75 |
106.75 |
106.75 |
-0.20 |
70 |
4,224 |
+15 |
Jul03 |
021126 |
107.00 |
107.10 |
106.85 |
107.00 |
-0.15 |
29 |
864 |
+29 |
Sep03 |
021126 |
107.25 |
107.25 |
107.25 |
107.25 |
unch |
10 |
246 |
+10 |
Total Volume and Open Interest |
849 |
24,057 |
+320 |
Sugar #11(NYBOT) |
Mar03 |
021126 |
7.30 |
7.41 |
7.30 |
7.38 |
+0.01 |
9,614 |
116,849 |
-150 |
May03 |
021126 |
6.64 |
6.79 |
6.64 |
6.77 |
+0.08 |
1,597 |
27,983 |
+463 |
Jul03 |
021126 |
6.07 |
6.17 |
6.07 |
6.16 |
+0.05 |
2,085 |
24,302 |
+618 |
Oct03 |
021126 |
6.00 |
6.12 |
5.99 |
6.08 |
+0.06 |
1,377 |
18,817 |
+146 |
Mar04 |
021126 |
6.01 |
6.09 |
6.01 |
6.07 |
+0.06 |
687 |
8,731 |
+61 |
Total Volume and Open Interest |
15,617 |
204,417 |
+1,301 |
London Cocoa(LCE) |
Dec02 |
021126 |
1120 |
1121 |
1097 |
1111 |
-9 |
2,848 |
24,803 |
-788 |
Mar03 |
021126 |
1148 |
1150 |
1124 |
1139 |
-9 |
4,001 |
69,392 |
-263 |
May03 |
021126 |
1166 |
1166 |
1140 |
1153 |
-11 |
1,564 |
28,418 |
+448 |
Jul03 |
021126 |
1176 |
1176 |
1154 |
1168 |
-11 |
1,351 |
14,626 |
+711 |
Sep03 |
021126 |
1187 |
1187 |
1170 |
1180 |
-12 |
694 |
10,808 |
-164 |
Dec03 |
021126 |
1182 |
1186 |
1177 |
1186 |
-11 |
109 |
12,941 |
-26 |
Mar04 |
021126 |
1183 |
1198 |
1183 |
1198 |
-10 |
480 |
4,465 |
+224 |
Total Volume and Open Interest |
11,068 |
166,029 |
+162 |
London Coffee(LCE) |
Nov02 |
021126 |
779.00 |
791.00 |
779.00 |
789.00 |
+2.00 |
452 |
691 |
-495 |
Jan03 |
021126 |
786.00 |
808.00 |
781.00 |
802.00 |
+10.00 |
2,832 |
52,543 |
-645 |
Mar03 |
021126 |
800.00 |
823.00 |
797.00 |
818.00 |
+10.00 |
825 |
34,788 |
+318 |
May03 |
021126 |
818.00 |
833.00 |
813.00 |
833.00 |
+11.00 |
488 |
18,751 |
+119 |
Jul03 |
021126 |
827.00 |
846.00 |
827.00 |
846.00 |
+11.00 |
285 |
14,894 |
+84 |
Sep03 |
021126 |
859.00 |
859.00 |
859.00 |
859.00 |
+10.00 |
173 |
7,750 |
+18 |
Total Volume and Open Interest |
5,276 |
134,695 |
-593 |
London Sugar(LCE) |
Dec02 |
021115 |
209.50 |
217.90 |
209.00 |
214.00 |
+4.50 |
2,590 |
2,552 |
-2,069 |
Mar03 |
021126 |
207.00 |
207.00 |
204.50 |
205.70 |
-1.40 |
961 |
35,899 |
-5 |
May03 |
021126 |
196.00 |
196.00 |
194.40 |
195.70 |
-0.30 |
235 |
9,972 |
-11 |
Aug03 |
021126 |
183.60 |
185.50 |
183.20 |
184.60 |
-0.30 |
319 |
6,771 |
+5 |
Oct03 |
021126 |
170.00 |
172.80 |
170.00 |
172.10 |
+0.70 |
243 |
4,413 |
-10 |
Total Volume and Open Interest |
1,769 |
60,584 |
-24 |
Cotton(NYBOT) |
Dec02 |
021126 |
47.72 |
47.72 |
46.95 |
47.20 |
-0.65 |
78 |
412 |
-78 |
Mar03 |
021126 |
50.85 |
50.85 |
49.70 |
50.18 |
-0.71 |
1,638 |
51,253 |
-13 |
May03 |
021126 |
54.10 |
54.10 |
53.25 |
53.70 |
-0.62 |
389 |
16,916 |
+117 |
Jul03 |
021126 |
55.23 |
55.23 |
54.60 |
54.85 |
-0.60 |
189 |
5,934 |
+15 |
Oct03 |
021126 |
55.00 |
55.00 |
54.75 |
54.80 |
-0.40 |
5 |
284 |
+5 |
Dec03 |
021126 |
55.60 |
55.60 |
55.10 |
55.35 |
-0.40 |
42 |
3,813 |
+34 |
Total Volume and Open Interest |
2,341 |
79,246 |
+80 |
Lumber(CME) |
Jan03 |
021126 |
234.5 |
234.9 |
230.6 |
234.8 |
+0.5 |
565 |
2,489 |
-28 |
Mar03 |
021126 |
246.5 |
246.6 |
244.6 |
246.5 |
+0.5 |
94 |
533 |
-14 |
May03 |
021126 |
251.7 |
253.8 |
251.7 |
253.8 |
+0.2 |
30 |
245 |
+15 |
Jul03 |
021126 |
260.5 |
261.8 |
260.5 |
261.8 |
+0.4 |
1 |
46 |
+1 |
Total Volume and Open Interest |
690 |
3,315 |
-26 |
Crude Oil(NYM) |
Jan03 |
021126 |
26.35 |
26.50 |
26.11 |
26.40 |
+0.29 |
81,342 |
138,138 |
-4,246 |
Feb03 |
021126 |
26.23 |
26.45 |
26.05 |
26.27 |
+0.22 |
28,630 |
40,544 |
-2,968 |
Mar03 |
021126 |
26.00 |
26.20 |
25.91 |
26.07 |
+0.23 |
10,354 |
33,701 |
+599 |
Apr03 |
021126 |
25.80 |
25.85 |
25.72 |
25.82 |
+0.30 |
4,850 |
28,871 |
+375 |
May03 |
021126 |
25.40 |
25.58 |
25.40 |
25.53 |
+0.32 |
2,015 |
19,668 |
+365 |
Jun03 |
021126 |
25.20 |
25.30 |
25.12 |
25.25 |
+0.32 |
6,481 |
30,421 |
-158 |
Jul03 |
021126 |
24.85 |
24.98 |
24.85 |
24.98 |
+0.32 |
1,662 |
17,439 |
-407 |
Aug03 |
021126 |
24.65 |
24.73 |
24.65 |
24.73 |
+0.31 |
606 |
9,831 |
+89 |
Sep03 |
021126 |
24.44 |
24.52 |
24.44 |
24.52 |
+0.31 |
466 |
16,207 |
+57 |
Oct03 |
021126 |
24.25 |
24.32 |
24.25 |
24.32 |
+0.31 |
30 |
8,453 |
-30 |
Total Volume and Open Interest |
140,475 |
454,686 |
-6,698 |
Heating Oil(NYM) |
Dec02 |
021126 |
75.30 |
76.10 |
74.50 |
75.75 |
+0.71 |
27,897 |
19,840 |
-6,248 |
Jan03 |
021126 |
74.80 |
75.65 |
74.00 |
75.24 |
+0.71 |
25,992 |
51,600 |
+1,970 |
Feb03 |
021126 |
73.95 |
74.50 |
73.30 |
74.29 |
+0.76 |
6,519 |
24,101 |
+341 |
Mar03 |
021126 |
71.40 |
71.90 |
71.10 |
71.84 |
+0.86 |
3,244 |
15,384 |
-143 |
Apr03 |
021126 |
69.25 |
69.64 |
69.10 |
69.64 |
+0.91 |
1,547 |
13,884 |
+483 |
May03 |
021126 |
67.45 |
67.80 |
66.90 |
67.54 |
+0.96 |
451 |
6,216 |
+29 |
Jun03 |
021126 |
66.25 |
67.00 |
66.00 |
66.64 |
+1.01 |
780 |
6,490 |
-417 |
Jul03 |
021126 |
66.45 |
67.00 |
65.80 |
66.44 |
+1.01 |
48 |
3,942 |
+20 |
Aug03 |
021126 |
65.80 |
67.00 |
65.80 |
66.49 |
+1.01 |
202 |
2,929 |
+0 |
Sep03 |
021126 |
66.30 |
67.40 |
66.30 |
66.94 |
+1.01 |
0 |
2,243 |
+0 |
Total Volume and Open Interest |
67,199 |
156,292 |
-3,497 |
Unleaded Gas(NYM) |
Dec02 |
021126 |
71.80 |
72.60 |
71.20 |
72.53 |
+0.98 |
27,168 |
13,486 |
-3,775 |
Jan03 |
021126 |
71.30 |
72.05 |
71.00 |
71.52 |
+0.84 |
21,415 |
42,857 |
+2,065 |
Feb03 |
021126 |
71.75 |
72.30 |
71.50 |
71.95 |
+0.79 |
2,535 |
13,765 |
-439 |
Mar03 |
021126 |
72.10 |
72.70 |
72.10 |
72.55 |
+0.79 |
1,148 |
9,989 |
-219 |
Apr03 |
021126 |
79.10 |
79.40 |
79.00 |
79.35 |
+0.99 |
1,214 |
9,041 |
+319 |
May03 |
021126 |
79.10 |
79.25 |
79.10 |
79.25 |
+0.99 |
577 |
4,298 |
-7 |
Jun03 |
021126 |
78.15 |
78.40 |
78.15 |
78.40 |
+0.97 |
116 |
3,704 |
+36 |
Jul03 |
021126 |
77.00 |
77.00 |
77.00 |
77.00 |
+0.88 |
52 |
1,863 |
-13 |
Total Volume and Open Interest |
54,650 |
105,469 |
-1,883 |
Natural Gas(NYM) |
Dec02 |
021126 |
4.220 |
4.245 |
4.100 |
4.140 |
-0.121 |
52,552 |
21,241 |
-11,212 |
Jan03 |
021126 |
4.285 |
4.295 |
4.185 |
4.236 |
-0.087 |
26,003 |
50,629 |
-170 |
Feb03 |
021126 |
4.220 |
4.230 |
4.140 |
4.186 |
-0.072 |
6,763 |
32,650 |
+1,452 |
Mar03 |
021126 |
4.120 |
4.125 |
4.060 |
4.086 |
-0.062 |
3,902 |
34,286 |
-228 |
Apr03 |
021126 |
3.965 |
3.965 |
3.920 |
3.941 |
-0.032 |
2,191 |
17,823 |
-229 |
May03 |
021126 |
3.920 |
3.925 |
3.885 |
3.891 |
-0.032 |
1,831 |
15,066 |
+28 |
Jun03 |
021126 |
3.915 |
3.930 |
3.890 |
3.901 |
-0.032 |
820 |
22,085 |
+221 |
Jul03 |
021126 |
3.950 |
3.950 |
3.915 |
3.924 |
-0.032 |
466 |
15,890 |
+303 |
Total Volume and Open Interest |
99,463 |
388,007 |
-9,302 |
Brent Crude Oil(IPE) |
Jan03 |
021126 |
24.78 |
25.00 |
24.67 |
24.85 |
+0.18 |
43,909 |
61,896 |
-7,072 |
Feb03 |
021126 |
24.86 |
25.01 |
24.75 |
24.86 |
+0.09 |
20,885 |
66,142 |
+5,603 |
Mar03 |
021126 |
24.72 |
24.88 |
24.62 |
24.74 |
+0.10 |
7,130 |
28,556 |
+1,680 |
Apr03 |
021126 |
24.48 |
24.63 |
24.39 |
24.53 |
+0.14 |
5,558 |
18,425 |
-1,637 |
May03 |
021126 |
24.20 |
24.32 |
24.13 |
24.29 |
+0.19 |
2,226 |
13,501 |
-228 |
Jun03 |
021126 |
23.94 |
24.16 |
23.83 |
24.05 |
+0.23 |
6,575 |
28,945 |
+1,931 |
Jul03 |
021126 |
23.70 |
23.85 |
23.70 |
23.84 |
+0.24 |
1,694 |
8,799 |
-3 |
Aug03 |
021126 |
23.65 |
23.65 |
23.50 |
23.65 |
+0.25 |
248 |
4,923 |
-3 |
Total Volume and Open Interest |
89,915 |
279,107 |
+489 |
Gas Oil(IPE) |
Dec02 |
021126 |
222.25 |
222.75 |
219.25 |
221.00 |
-4.25 |
17,358 |
52,230 |
-4,742 |
Jan03 |
021126 |
220.50 |
221.75 |
218.75 |
220.50 |
-2.75 |
10,294 |
57,922 |
-597 |
Feb03 |
021126 |
217.75 |
219.00 |
216.50 |
218.50 |
-1.75 |
1,438 |
18,084 |
-69 |
Mar03 |
021126 |
214.25 |
215.25 |
213.00 |
215.00 |
-1.00 |
1,068 |
10,493 |
-74 |
Apr03 |
021126 |
209.25 |
211.00 |
209.25 |
211.00 |
-0.50 |
752 |
8,206 |
+48 |
May03 |
021126 |
205.50 |
207.00 |
205.50 |
207.00 |
-0.75 |
385 |
5,948 |
+380 |
Jun03 |
021126 |
204.50 |
205.75 |
204.00 |
204.75 |
-0.75 |
2,939 |
17,233 |
-758 |
Jul03 |
021126 |
204.50 |
204.50 |
204.50 |
204.50 |
-1.00 |
0 |
2,831 |
+0 |
Total Volume and Open Interest |
35,284 |
198,328 |
-6,487 |
US Dollar Index(NYBOT) |
Dec02 |
021126 |
106.69 |
106.85 |
106.40 |
106.65 |
-0.04 |
1,236 |
15,230 |
-557 |
Mar03 |
021126 |
107.24 |
107.33 |
106.97 |
107.17 |
-0.03 |
83 |
2,266 |
+49 |
Jun03 |
021126 |
107.69 |
107.69 |
107.69 |
107.69 |
-0.02 |
4 |
8 |
+4 |
Total Volume and Open Interest |
1,323 |
17,504 |
-504 |
Australian Dollar(CME) |
Dec02 |
021126 |
55.91 |
56.05 |
55.75 |
55.89 |
+0.07 |
2,318 |
37,858 |
-1,129 |
Mar03 |
021126 |
55.43 |
55.52 |
55.35 |
55.44 |
+0.07 |
757 |
1,021 |
+502 |
Jun03 |
021126 |
54.99 |
54.99 |
54.99 |
54.99 |
+0.07 |
0 |
682 |
+0 |
Total Volume and Open Interest |
3,075 |
39,811 |
-627 |
British Pound(CME) |
Dec02 |
021126 |
155.92 |
156.02 |
154.36 |
154.90 |
-1.24 |
6,977 |
40,983 |
-1,289 |
Mar03 |
021126 |
155.00 |
155.06 |
153.50 |
153.90 |
-1.24 |
506 |
1,002 |
+312 |
Jun03 |
021126 |
152.92 |
152.92 |
152.92 |
152.92 |
-1.24 |
6 |
8 |
+4 |
Total Volume and Open Interest |
7,489 |
41,994 |
-973 |
Canadian Dollar(CME) |
Dec02 |
021126 |
63.60 |
63.68 |
63.43 |
63.45 |
-0.07 |
4,529 |
46,720 |
+364 |
Mar03 |
021126 |
63.38 |
63.47 |
63.20 |
63.23 |
-0.07 |
702 |
8,211 |
+235 |
Jun03 |
021126 |
63.23 |
63.23 |
63.03 |
63.03 |
-0.07 |
134 |
3,577 |
+87 |
Sep03 |
021126 |
63.02 |
63.02 |
62.84 |
62.84 |
-0.07 |
9 |
843 |
+7 |
Total Volume and Open Interest |
5,386 |
60,002 |
+692 |
Japanese Yen(CME) |
Dec02 |
021126 |
82.00 |
82.35 |
81.93 |
82.28 |
+0.29 |
12,395 |
71,078 |
+667 |
Mar03 |
021126 |
82.26 |
82.63 |
82.25 |
82.57 |
+0.29 |
244 |
1,655 |
+140 |
Jun03 |
021126 |
82.93 |
82.93 |
82.85 |
82.85 |
+0.29 |
3 |
54 |
+0 |
Total Volume and Open Interest |
12,643 |
73,005 |
+806 |
Swiss Franc(CME) |
Dec02 |
021126 |
67.24 |
67.51 |
67.15 |
67.34 |
+0.06 |
13,743 |
44,457 |
-4,120 |
Mar03 |
021126 |
67.33 |
67.56 |
67.26 |
67.46 |
+0.06 |
114 |
1,030 |
+53 |
Jun03 |
021126 |
67.60 |
67.60 |
67.60 |
67.60 |
+0.06 |
0 |
8 |
+0 |
Total Volume and Open Interest |
13,857 |
45,527 |
-4,067 |
EuroFX(CME) |
Dec02 |
021126 |
98.98 |
99.26 |
98.90 |
99.14 |
+0.15 |
10,554 |
96,192 |
-2,777 |
Mar03 |
021126 |
98.63 |
98.86 |
98.55 |
98.76 |
+0.15 |
257 |
2,397 |
+147 |
Jun03 |
021126 |
98.42 |
98.42 |
98.42 |
98.42 |
+0.15 |
0 |
391 |
+0 |
Total Volume and Open Interest |
10,814 |
99,026 |
-2,630 |
Mexican Peso(CME) |
Dec02 |
021126 |
9852.0 |
9880.0 |
9780.0 |
9800.0 |
-60.0 |
2,576 |
16,730 |
+293 |
Mar03 |
021126 |
9667.0 |
9680.0 |
9590.0 |
9617.0 |
-63.0 |
93 |
3,225 |
-24 |
Total Volume and Open Interest |
2,669 |
20,673 |
+269 |
30-Year T-Bonds(CBOT) |
Dec02 |
021126 |
109~27 |
111~04 |
109~27 |
110~29 |
+1~02 |
190,988 |
292,116 |
-58,105 |
Mar03 |
021126 |
108~26 |
109~29 |
108~24 |
109~21 |
+1~01 |
69,037 |
151,495 |
+19,983 |
Jun03 |
021126 |
107~18 |
108~21 |
107~17 |
108~13 |
+1~00 |
723 |
758 |
+174 |
Total Volume and Open Interest |
260,748 |
444,457 |
-37,948 |
Municipal Bonds(CBOT) |
Dec02 |
021126 |
107~05 |
107~27 |
107~04 |
107~27 |
+0~28 |
301 |
3,558 |
-115 |
Mar03 |
021126 |
100~13 |
101~09 |
100~13 |
101~09 |
+0~28 |
40 |
192 |
+14 |
Total Volume and Open Interest |
341 |
3,750 |
-101 |
10-Year T-Notes(CBOT) |
Dec02 |
021126 |
112~225 |
113~185 |
112~215 |
113~145 |
+0~255 |
429,823 |
577,101 |
-149,860 |
Mar03 |
021126 |
111~125 |
112~075 |
111~110 |
112~030 |
+0~255 |
134,700 |
324,073 |
+66,176 |
Total Volume and Open Interest |
564,523 |
902,577 |
-83,684 |
5-Year T-Notes(CBOT) |
Dec02 |
021126 |
111~290 |
112~130 |
111~250 |
112~110 |
+0~170 |
170,889 |
0 |
-572,572 |
Mar03 |
021126 |
110~185 |
111~015 |
110~180 |
111~000 |
+0~160 |
47,527 |
0 |
-210,967 |
Total Volume and Open Interest |
218,416 |
|
|
2 Year T-Notes(CBOT) |
Dec02 |
021126 |
106~108 |
107~008 |
106~108 |
107~005 |
+0~027 |
21,534 |
88,747 |
-11,924 |
Mar03 |
021126 |
106~041 |
106~066 |
106~040 |
106~064 |
+0~028 |
17,684 |
36,997 |
+9,354 |
Total Volume and Open Interest |
39,218 |
125,744 |
-2,570 |
3-Mth T-Bills(IMM) |
Dec02 |
021126 |
98.81 |
98.81 |
98.78 |
98.78 |
unch |
1 |
568 |
-1 |
Total Volume and Open Interest |
1 |
587 |
-1 |
Eurodollars(CME) |
Dec02 |
021126 |
98.577 |
98.592 |
98.575 |
98.588 |
+0.013 |
43,688 |
874,504 |
-1,885 |
Mar03 |
021126 |
98.510 |
98.570 |
98.500 |
98.565 |
+0.055 |
70,001 |
715,507 |
+1,679 |
Jun03 |
021126 |
98.200 |
98.320 |
98.195 |
98.310 |
+0.110 |
76,518 |
550,792 |
+1,623 |
Sep03 |
021126 |
97.810 |
97.955 |
97.795 |
97.945 |
+0.140 |
73,717 |
420,666 |
-890 |
Dec03 |
021126 |
97.400 |
97.530 |
97.390 |
97.520 |
+0.135 |
49,939 |
389,895 |
+3,929 |
Mar04 |
021126 |
96.980 |
97.105 |
96.975 |
97.085 |
+0.120 |
24,743 |
247,848 |
-183 |
Jun04 |
021126 |
96.595 |
96.710 |
96.590 |
96.685 |
+0.105 |
16,785 |
192,381 |
+954 |
Sep04 |
021126 |
96.300 |
96.390 |
96.295 |
96.370 |
+0.090 |
16,687 |
179,277 |
+1,895 |
Dec04 |
021126 |
96.080 |
96.180 |
96.080 |
96.155 |
+0.095 |
5,985 |
129,571 |
-361 |
Mar05 |
021126 |
95.920 |
96.020 |
95.915 |
95.995 |
+0.095 |
5,080 |
118,743 |
-476 |
Jun05 |
021126 |
95.760 |
95.870 |
95.760 |
95.840 |
+0.100 |
3,721 |
95,119 |
-287 |
Sep05 |
021126 |
95.620 |
95.730 |
95.620 |
95.700 |
+0.100 |
5,139 |
98,145 |
-356 |
Total Volume and Open Interest |
407,754 |
4,469,056 |
+6,706 |
3-Mth Euro-Yen(CME) |
Dec02 |
021126 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
123 |
8,334 |
-120 |
Mar03 |
021126 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
0 |
12,651 |
-428 |
Jun03 |
021126 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.01 |
120 |
6,639 |
+124 |
Sep03 |
021126 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
80 |
5,850 |
-259 |
Dec03 |
021126 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
0 |
1,487 |
-1 |
Mar04 |
021126 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.01 |
30 |
2,325 |
-7 |
Jun04 |
021126 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.01 |
0 |
705 |
+30 |
Sep04 |
021126 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
6 |
1,429 |
+6 |
Dec04 |
021126 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
262 |
+0 |
Mar05 |
021126 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
760 |
+0 |
Total Volume and Open Interest |
359 |
43,642 |
-655 |
3-Mth Euro-Yen(SIMEX) |
Dec02 |
021126 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.00 |
254 |
60,871 |
-99 |
Mar03 |
021126 |
99.86 |
99.87 |
99.86 |
99.86 |
+0.00 |
1,463 |
49,068 |
+221 |
Jun03 |
021126 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
476 |
48,977 |
-995 |
Sep03 |
021126 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
266 |
30,619 |
+104 |
Dec03 |
021126 |
99.85 |
99.86 |
99.85 |
99.86 |
+0.01 |
445 |
27,236 |
+10 |
Mar04 |
021126 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.01 |
0 |
24,148 |
+0 |
Jun04 |
021126 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.01 |
160 |
12,746 |
+40 |
Sep04 |
021126 |
99.75 |
99.76 |
99.75 |
99.75 |
+0.01 |
47 |
2,938 |
+35 |
Total Volume and Open Interest |
3,111 |
271,632 |
-684 |
German Euro-Bund(EUREX) |
Dec02 |
021125 |
111.06 |
111.11 |
110.74 |
111.02 |
-0.14 |
558,902 |
691,082 |
-13,223 |
Mar03 |
021125 |
110.40 |
110.66 |
110.33 |
110.59 |
-0.13 |
7,719 |
40,491 |
+4,547 |
Jun03 |
021125 |
109.87 |
109.87 |
109.82 |
109.82 |
-0.44 |
1,486 |
0 |
+0 |
Total Volume and Open Interest |
568,107 |
731,573 |
-8,676 |
German Euro-Bobl(EUREX) |
Dec02 |
021125 |
109.16 |
109.18 |
108.92 |
109.14 |
-0.07 |
358,961 |
627,015 |
+11,156 |
Mar03 |
021125 |
108.81 |
109.02 |
108.81 |
108.98 |
-0.12 |
12,441 |
29,801 |
+5,750 |
Jun03 |
021125 |
108.75 |
108.75 |
108.64 |
108.64 |
-0.07 |
610 |
0 |
+0 |
Total Volume and Open Interest |
372,012 |
656,816 |
+16,906 |
Long Gilt(LIFFE) |
Dec02 |
021125 |
118~08 |
118~21 |
118~05 |
118~18 |
-0~03 |
20,355 |
78,578 |
+446 |
Mar03 |
021125 |
117~17 |
117~29 |
117~16 |
117~26 |
-0~04 |
1,011 |
1,635 |
+816 |
Total Volume and Open Interest |
21,366 |
80,213 |
+1,262 |
3-Mth Short Sterling(LIFFE) |
Dec02 |
021125 |
96.02 |
96.03 |
96.01 |
96.02 |
unch |
14,413 |
0 |
+0 |
Mar03 |
021125 |
95.96 |
95.99 |
95.93 |
95.97 |
-0.01 |
20,320 |
0 |
+0 |
Jun03 |
021125 |
95.83 |
95.87 |
95.79 |
95.85 |
-0.01 |
18,467 |
0 |
+0 |
Total Volume and Open Interest |
79,451 |
|
|
3-Mth Euribor(LIFFE) |
Dec02 |
021125 |
97.060 |
97.070 |
97.045 |
97.060 |
-0.015 |
65,222 |
695,172 |
-1,456 |
Mar03 |
021125 |
97.155 |
97.155 |
97.110 |
97.145 |
-0.020 |
73,704 |
504,657 |
+121 |
Jun03 |
021125 |
97.115 |
97.115 |
97.060 |
97.105 |
-0.030 |
51,800 |
351,780 |
+4,089 |
Total Volume and Open Interest |
266,173 |
2,322,783 |
+1,554 |
3-Mth Aus T-Bills(SFE) |
Dec02 |
021126 |
95.18 |
95.18 |
95.17 |
95.18 |
+0.01 |
8,045 |
194,320 |
-4,023 |
Mar03 |
021126 |
95.25 |
95.26 |
95.24 |
95.26 |
+0.03 |
4,575 |
122,102 |
-448 |
Jun03 |
021126 |
95.17 |
95.20 |
95.17 |
95.20 |
+0.04 |
2,490 |
52,669 |
-530 |
Sep03 |
021126 |
95.07 |
95.10 |
95.07 |
95.10 |
+0.05 |
1,017 |
25,948 |
-67 |
Dec03 |
021126 |
94.96 |
94.97 |
94.96 |
94.97 |
+0.05 |
162 |
15,738 |
-61 |
Mar04 |
021126 |
94.82 |
94.85 |
94.82 |
94.85 |
+0.06 |
65 |
11,157 |
-30 |
Jun04 |
021126 |
94.71 |
94.73 |
94.70 |
94.73 |
+0.05 |
0 |
6,726 |
-30 |
Sep04 |
021126 |
94.58 |
94.61 |
94.58 |
94.61 |
+0.06 |
30 |
4,812 |
-20 |
Dec04 |
021126 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.07 |
1 |
1,912 |
+1 |
Mar05 |
021126 |
94.42 |
94.42 |
94.42 |
94.42 |
+0.08 |
1 |
622 |
+1 |
Total Volume and Open Interest |
16,386 |
436,637 |
-5,207 |
10-Year Aus T-Bonds(SFE) |
Dec02 |
021126 |
94.40 |
94.46 |
94.40 |
94.46 |
+0.07 |
12,741 |
194,162 |
+0 |
Mar03 |
021126 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.07 |
|
|
|
Total Volume and Open Interest |
12,741 |
194,162 |
+883 |
3-Year Aus T-Bonds(SFE) |
Dec02 |
021126 |
94.99 |
95.03 |
94.99 |
95.03 |
+0.06 |
26,658 |
442,768 |
-8,797 |
Mar03 |
021126 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.06 |
|
|
|
Total Volume and Open Interest |
26,658 |
442,768 |
-8,797 |
Gold(CMX) |
Dec02 |
021126 |
318.2 |
318.8 |
317.1 |
317.7 |
-0.2 |
45,981 |
44,063 |
-21,172 |
Feb03 |
021126 |
319.2 |
319.8 |
318.1 |
318.7 |
-0.2 |
31,939 |
65,654 |
+18,190 |
Apr03 |
021126 |
320.0 |
320.9 |
319.2 |
319.5 |
-0.1 |
1,284 |
9,834 |
+1,185 |
Jun03 |
021126 |
320.7 |
321.5 |
319.8 |
320.0 |
-0.2 |
787 |
9,832 |
+602 |
Aug03 |
021126 |
320.6 |
321.0 |
320.5 |
320.5 |
-0.2 |
81 |
8,317 |
+41 |
Oct03 |
021126 |
321.0 |
321.0 |
321.0 |
321.0 |
-0.3 |
0 |
1,094 |
+0 |
Total Volume and Open Interest |
80,500 |
165,515 |
-996 |
Silver(CMX) |
Dec02 |
021126 |
447.5 |
448.5 |
442.5 |
443.3 |
-4.0 |
21,430 |
15,785 |
-11,347 |
Mar03 |
021126 |
451.0 |
451.5 |
444.0 |
445.0 |
-4.7 |
17,851 |
48,886 |
+8,186 |
May03 |
021126 |
451.0 |
451.0 |
446.0 |
446.3 |
-4.7 |
96 |
3,342 |
+0 |
Jul03 |
021126 |
454.5 |
454.5 |
447.6 |
447.6 |
-4.7 |
585 |
7,270 |
-44 |
Sep03 |
021126 |
455.0 |
455.0 |
448.6 |
448.6 |
-4.8 |
18 |
869 |
+0 |
Total Volume and Open Interest |
40,395 |
84,494 |
-3,003 |
Platinum(NYM) |
Jan03 |
021126 |
580.2 |
585.2 |
580.2 |
585.0 |
+0.4 |
271 |
7,745 |
+5 |
Apr03 |
021126 |
577.0 |
577.0 |
577.0 |
577.0 |
+0.4 |
2 |
60 |
+1 |
Jul03 |
021126 |
573.5 |
573.5 |
573.5 |
573.5 |
+0.4 |
0 |
7 |
+0 |
Total Volume and Open Interest |
273 |
7,812 |
+6 |
Palladium(NYME) |
Dec02 |
021126 |
270.00 |
270.00 |
266.00 |
266.00 |
+2.25 |
208 |
368 |
-90 |
Mar03 |
021126 |
267.00 |
269.50 |
265.00 |
266.00 |
+4.00 |
319 |
1,694 |
+163 |
Total Volume and Open Interest |
527 |
2,062 |
+73 |
Copper(CMX) |
Dec02 |
021126 |
73.20 |
73.65 |
72.60 |
72.85 |
-0.75 |
13,876 |
19,763 |
-11,080 |
Mar03 |
021126 |
74.20 |
74.60 |
73.50 |
73.75 |
-0.65 |
11,250 |
34,907 |
+8,179 |
May03 |
021126 |
74.80 |
74.80 |
74.15 |
74.25 |
-0.60 |
135 |
4,285 |
+74 |
Jul03 |
021126 |
75.25 |
75.25 |
74.45 |
74.60 |
-0.60 |
111 |
3,989 |
+28 |
Sep03 |
021126 |
74.95 |
74.95 |
74.95 |
74.95 |
-0.65 |
51 |
4,073 |
+3 |
Total Volume and Open Interest |
26,345 |
85,220 |
-2,707 |
DJIA Index(CBOT) |
Dec02 |
021126 |
8815 |
8835 |
8660 |
8665 |
-162 |
20,557 |
32,501 |
-208 |
Mar03 |
021126 |
8790 |
8790 |
8645 |
8650 |
-162 |
206 |
618 |
+76 |
Jun03 |
021126 |
8636 |
8636 |
8636 |
8636 |
-162 |
2 |
3 |
+1 |
Total Volume and Open Interest |
20,765 |
33,149 |
-131 |
S & P 500(CME) |
Dec02 |
021126 |
925.50 |
928.50 |
910.70 |
911.50 |
-18.20 |
60,883 |
538,760 |
-6,335 |
Mar03 |
021126 |
925.00 |
925.00 |
910.50 |
910.60 |
-18.30 |
6,901 |
98,047 |
+7,515 |
Jun03 |
021126 |
910.50 |
910.50 |
910.50 |
910.50 |
-18.40 |
66 |
4,128 |
-6 |
Sep03 |
021126 |
910.50 |
910.50 |
910.50 |
910.50 |
-18.40 |
0 |
402 |
+0 |
Total Volume and Open Interest |
67,850 |
641,357 |
+1,165 |
S & P 500 E-Mini(Globex) |
Dec02 |
021126 |
930.00 |
932.50 |
910.75 |
911.50 |
-18.25 |
505,244 |
462,979 |
-1,007 |
Mar03 |
021126 |
925.00 |
927.00 |
910.00 |
910.50 |
-18.50 |
192 |
486 |
+49 |
Total Volume and Open Interest |
505,436 |
463,465 |
-958 |
NASDAQ 100(CME) |
Dec02 |
021126 |
1117.00 |
1120.00 |
1083.00 |
1088.50 |
-37.50 |
14,181 |
0 |
-74,151 |
Mar03 |
021126 |
1114.00 |
1114.00 |
1092.50 |
1092.00 |
-37.50 |
3 |
0 |
-3,266 |
Jun03 |
021126 |
1095.50 |
1095.50 |
1096.00 |
1095.50 |
-37.50 |
|
|
|
Total Volume and Open Interest |
14,184 |
|
|
NASDAQ 100 E-Mini(GLOBEX) |
Dec02 |
021125 |
1116.5 |
1135.5 |
1109.0 |
1126.0 |
+9.5 |
243,851 |
167,350 |
+2,447 |
Mar03 |
021125 |
1126.0 |
1133.5 |
1115.0 |
1123.0 |
+3.0 |
6 |
21 |
+2 |
Total Volume and Open Interest |
243,857 |
167,371 |
+2,449 |
NYSE Composite(NYBOT) |
Dec02 |
021126 |
489.00 |
489.00 |
482.25 |
482.50 |
-8.50 |
440 |
2,402 |
-100 |
Mar03 |
021126 |
482.00 |
482.00 |
482.00 |
482.00 |
-8.50 |
0 |
40 |
-80 |
Jun03 |
021126 |
481.50 |
481.50 |
481.50 |
481.50 |
-8.50 |
|
|
|
Total Volume and Open Interest |
440 |
2,442 |
-180 |
S & P Midcap 400(CME) |
Dec02 |
021126 |
446.00 |
446.00 |
436.50 |
438.50 |
-7.50 |
1,038 |
15,709 |
-33 |
Mar03 |
021126 |
438.90 |
438.90 |
438.90 |
438.90 |
-7.50 |
|
|
|
Jun03 |
021126 |
439.90 |
439.90 |
439.90 |
439.90 |
-7.50 |
|
|
|
Total Volume and Open Interest |
1,038 |
15,709 |
-33 |
Russell 2000(CME) |
Dec02 |
021126 |
403.50 |
404.95 |
396.50 |
399.25 |
-4.10 |
2,570 |
27,054 |
+747 |
Mar03 |
021126 |
396.50 |
399.25 |
396.50 |
399.25 |
-4.10 |
0 |
120 |
+0 |
Jun03 |
021126 |
401.25 |
401.25 |
401.25 |
401.25 |
-4.10 |
|
|
|
Total Volume and Open Interest |
2,570 |
27,174 |
+747 |
Value Line(KCBT) |
Dec02 |
021126 |
1080.75 |
1080.75 |
1058.75 |
1065.00 |
-20.00 |
38 |
343 |
+7 |
Total Volume and Open Interest |
40 |
373 |
+8 |
Nikkei 225(CME) |
Dec02 |
021125 |
8870 |
8900 |
8820 |
8880 |
+165 |
972 |
19,477 |
-315 |
Mar03 |
021125 |
8900 |
8900 |
8890 |
8890 |
+165 |
4 |
128 |
+2 |
Total Volume and Open Interest |
976 |
19,612 |
-313 |
Nikkei 225(SIMEX) |
Dec02 |
021126 |
8930 |
8980 |
8750 |
8835 |
-50 |
17,331 |
98,209 |
-871 |
Mar03 |
021126 |
8890 |
8890 |
8825 |
8825 |
-50 |
0 |
446 |
+0 |
Jun03 |
021126 |
8785 |
8785 |
8785 |
8785 |
-50 |
|
|
|
Total Volume and Open Interest |
17,331 |
98,655 |
-871 |
CAC 40(MATIF) |
Nov02 |
021125 |
3322.5 |
3350.0 |
3271.5 |
3315.0 |
+6.5 |
48,246 |
535,489 |
-346 |
Dec02 |
021125 |
3332.0 |
3352.5 |
3288.0 |
3323.0 |
+9.0 |
3,865 |
141,613 |
+1,768 |
Jan03 |
021125 |
3310.0 |
3310.0 |
3310.0 |
3310.0 |
-11.0 |
|
|
|
Total Volume and Open Interest |
52,129 |
713,902 |
+1,437 |
DAX Index(EUREX) |
Dec02 |
021126 |
3305.0 |
3344.0 |
3189.5 |
3194.5 |
-114.5 |
61,004 |
218,411 |
-662 |
Mar03 |
021126 |
3320.0 |
3356.0 |
3217.5 |
3217.5 |
-115.0 |
1,350 |
15,406 |
+1,006 |
Jun03 |
021126 |
3355.5 |
3390.5 |
3241.0 |
3241.0 |
-115.0 |
4 |
2,095 |
+0 |
Total Volume and Open Interest |
62,358 |
235,912 |
+344 |
FT-SE 100(LIFFE) |
Dec02 |
021126 |
4123.00 |
4153.50 |
4066.00 |
4082.00 |
-56.00 |
52,126 |
383,295 |
+7,086 |
Mar03 |
021126 |
4108.00 |
4131.50 |
4056.00 |
4066.50 |
-56.00 |
8,613 |
54,173 |
+4,081 |
Jun03 |
021126 |
4074.00 |
4074.00 |
4074.00 |
4074.00 |
-56.00 |
0 |
26,346 |
+0 |
Total Volume and Open Interest |
60,745 |
469,347 |
+11,173 |
SPI 200(SFE) |
Dec02 |
021125 |
3035.0 |
3057.0 |
3027.0 |
3047.0 |
+3.0 |
10,208 |
143,230 |
+5,235 |
Mar03 |
021125 |
3034.0 |
3059.0 |
3033.0 |
3051.0 |
+4.0 |
357 |
4,169 |
+224 |
Jun03 |
021125 |
3050.0 |
3057.0 |
3050.0 |
3057.0 |
+3.0 |
68 |
1,419 |
+67 |
Total Volume and Open Interest |
10,633 |
151,369 |
+5,526 |
GSCI(CME) |
Dec02 |
021126 |
215.20 |
216.50 |
215.15 |
216.00 |
+0.50 |
133 |
14,753 |
-76 |
Jan03 |
021126 |
215.00 |
215.00 |
215.00 |
215.00 |
unch |
|
|
|
Feb03 |
021126 |
214.00 |
214.00 |
214.00 |
214.00 |
+0.25 |
|
|
|
Total Volume and Open Interest |
133 |
14,753 |
-76 |
Bridge CRB Index(NYBOT) |
Jan03 |
021126 |
229.80 |
230.00 |
229.00 |
229.50 |
-0.75 |
22 |
325 |
+11 |
Feb03 |
021126 |
228.25 |
228.25 |
228.25 |
228.25 |
-0.75 |
0 |
220 |
+0 |
Apr03 |
021126 |
227.00 |
227.00 |
226.50 |
226.50 |
-0.75 |
0 |
122 |
+0 |
Total Volume and Open Interest |
22 |
668 |
+11 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|