 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri November 29, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan03 |
021129 |
580.00 |
581.50 |
577.25 |
578.75 |
+1.50 |
30,692 |
88,142 |
+2,071 |
Mar03 |
021129 |
576.50 |
577.00 |
573.00 |
574.00 |
+1.25 |
4,722 |
47,615 |
+419 |
May03 |
021129 |
565.00 |
566.00 |
563.00 |
564.25 |
+2.00 |
2,290 |
39,731 |
+218 |
Jul03 |
021129 |
559.50 |
559.75 |
558.00 |
558.25 |
+1.50 |
3,149 |
24,227 |
+429 |
Aug03 |
021129 |
551.00 |
551.00 |
548.00 |
548.50 |
+1.50 |
130 |
2,083 |
+73 |
Sep03 |
021129 |
532.00 |
532.00 |
532.00 |
532.00 |
+2.75 |
0 |
290 |
+0 |
Nov03 |
021129 |
510.25 |
510.75 |
510.00 |
510.00 |
+2.25 |
993 |
15,096 |
+124 |
Total Volume and Open Interest |
41,977 |
217,355 |
+3,335 |
Soybean Meal(CBOT) |
Dec02 |
021129 |
167.70 |
168.00 |
166.00 |
166.10 |
-1.00 |
19,892 |
12,094 |
-4,598 |
Jan03 |
021129 |
169.10 |
169.10 |
167.30 |
167.40 |
-1.00 |
14,897 |
30,275 |
+3,002 |
Mar03 |
021129 |
168.80 |
168.90 |
166.80 |
166.90 |
-1.20 |
5,661 |
25,967 |
+49 |
May03 |
021129 |
166.30 |
166.50 |
165.30 |
165.40 |
-0.30 |
3,182 |
26,470 |
+446 |
Jul03 |
021129 |
165.00 |
165.20 |
164.00 |
164.10 |
-0.60 |
1,040 |
18,632 |
-253 |
Aug03 |
021129 |
162.20 |
162.20 |
161.00 |
161.50 |
unch |
482 |
4,834 |
+328 |
Sep03 |
021129 |
158.50 |
158.50 |
157.50 |
157.80 |
unch |
122 |
3,983 |
+45 |
Oct03 |
021129 |
153.50 |
154.50 |
152.80 |
152.90 |
+0.60 |
89 |
3,158 |
+89 |
Total Volume and Open Interest |
46,864 |
136,127 |
-436 |
Soybean Oil(CBOT) |
Dec02 |
021129 |
22.75 |
22.88 |
22.68 |
22.82 |
+0.18 |
13,470 |
13,664 |
-3,337 |
Jan03 |
021129 |
22.80 |
22.93 |
22.73 |
22.77 |
+0.10 |
18,203 |
70,300 |
+5,230 |
Mar03 |
021129 |
22.65 |
22.80 |
22.63 |
22.65 |
+0.12 |
6,676 |
44,996 |
+1,757 |
May03 |
021129 |
22.18 |
22.30 |
22.18 |
22.25 |
+0.19 |
2,657 |
22,368 |
+503 |
Jul03 |
021129 |
21.85 |
21.95 |
21.80 |
21.87 |
+0.13 |
609 |
13,658 |
+136 |
Aug03 |
021129 |
21.55 |
21.60 |
21.50 |
21.50 |
+0.10 |
46 |
3,525 |
+45 |
Sep03 |
021129 |
21.20 |
21.20 |
21.15 |
21.15 |
+0.10 |
1 |
1,801 |
+0 |
Oct03 |
021129 |
20.72 |
20.72 |
20.65 |
20.65 |
+0.08 |
25 |
1,018 |
+25 |
Total Volume and Open Interest |
41,993 |
180,163 |
+4,412 |
Canola(WCE) |
Jan03 |
021129 |
456.0 |
456.0 |
449.5 |
451.7 |
-4.1 |
|
|
|
Mar03 |
021129 |
459.7 |
460.5 |
455.0 |
456.9 |
-3.3 |
|
|
|
May03 |
021129 |
463.0 |
463.0 |
458.0 |
458.0 |
-4.0 |
|
|
|
Jul03 |
021129 |
456.2 |
457.4 |
454.5 |
455.1 |
-3.6 |
|
|
|
Sep03 |
021129 |
389.0 |
389.0 |
389.0 |
389.0 |
-3.0 |
|
|
|
Total Volume and Open Interest |
|
|
|
Corn(CBOT) |
Dec02 |
021129 |
242.00 |
243.25 |
240.00 |
240.25 |
-0.50 |
53,466 |
38,594 |
-17,467 |
Mar03 |
021129 |
244.75 |
245.25 |
241.25 |
241.50 |
-2.75 |
46,276 |
246,552 |
+11,162 |
May03 |
021129 |
246.00 |
246.25 |
243.00 |
243.25 |
-2.25 |
4,092 |
64,188 |
+955 |
Jul03 |
021129 |
248.00 |
248.25 |
244.75 |
245.00 |
-2.00 |
3,662 |
62,525 |
+933 |
Sep03 |
021129 |
243.75 |
244.50 |
242.50 |
242.75 |
-0.50 |
188 |
13,989 |
+2 |
Dec03 |
021129 |
241.25 |
241.50 |
240.00 |
240.25 |
-0.50 |
1,568 |
38,034 |
+391 |
Total Volume and Open Interest |
109,416 |
468,918 |
-4,014 |
Wheat(CBOT) |
Dec02 |
021129 |
375.50 |
377.50 |
371.50 |
373.00 |
-7.50 |
7,814 |
7,921 |
-2,022 |
Mar03 |
021129 |
380.50 |
382.50 |
376.25 |
379.75 |
-4.00 |
11,670 |
59,119 |
+2,087 |
May03 |
021129 |
362.00 |
365.00 |
359.00 |
360.50 |
-3.25 |
609 |
4,238 |
+278 |
Jul03 |
021129 |
320.00 |
322.00 |
319.00 |
321.50 |
-2.25 |
967 |
13,319 |
+24 |
Sep03 |
021129 |
325.00 |
325.00 |
323.50 |
324.50 |
-2.50 |
184 |
2,178 |
+286 |
Total Volume and Open Interest |
21,431 |
90,589 |
+767 |
Wheat(KCBT) |
Dec02 |
021129 |
428.50 |
433.00 |
427.00 |
432.75 |
+3.00 |
3,817 |
3,874 |
-1,815 |
Mar03 |
021129 |
418.50 |
420.00 |
414.00 |
419.50 |
-0.25 |
4,588 |
33,406 |
+393 |
May03 |
021129 |
395.50 |
397.00 |
393.00 |
393.00 |
-2.50 |
399 |
5,104 |
+81 |
Jul03 |
021129 |
358.00 |
359.00 |
357.00 |
357.50 |
-1.25 |
727 |
8,727 |
-349 |
Sep03 |
021129 |
356.50 |
356.50 |
356.50 |
356.50 |
-2.50 |
148 |
2,095 |
+24 |
Total Volume and Open Interest |
9,786 |
54,251 |
-1,565 |
Wheat(MGE) |
Dec02 |
021129 |
415.00 |
420.00 |
415.00 |
416.00 |
-3.25 |
3,879 |
2,204 |
-1,039 |
Mar03 |
021129 |
431.00 |
433.25 |
429.00 |
430.75 |
-1.25 |
4,068 |
14,392 |
-525 |
May03 |
021129 |
427.50 |
429.50 |
425.00 |
426.75 |
-1.50 |
665 |
3,731 |
+286 |
Jul03 |
021129 |
412.00 |
413.00 |
411.50 |
413.00 |
-1.00 |
24 |
1,890 |
-1 |
Sep03 |
021129 |
380.00 |
380.00 |
379.00 |
379.50 |
-1.50 |
54 |
1,220 |
+28 |
Total Volume and Open Interest |
8,701 |
24,430 |
-1,251 |
Oats(CBOT) |
Dec02 |
021129 |
193.25 |
206.50 |
193.25 |
204.00 |
+10.00 |
1,327 |
1,072 |
-579 |
Mar03 |
021129 |
200.50 |
209.00 |
200.50 |
206.00 |
+5.25 |
1,141 |
4,882 |
+266 |
May03 |
021129 |
197.00 |
198.00 |
195.50 |
198.00 |
+3.50 |
217 |
891 |
+67 |
Jul03 |
021129 |
179.50 |
179.50 |
179.50 |
179.50 |
+0.25 |
20 |
106 |
+5 |
Total Volume and Open Interest |
2,705 |
7,016 |
-241 |
Rough Rice(CBOT) |
Jan03 |
021129 |
4.04 |
4.08 |
4.04 |
4.08 |
+0.05 |
110 |
4,868 |
-9 |
Mar03 |
021129 |
4.28 |
4.31 |
4.28 |
4.31 |
+0.06 |
42 |
1,972 |
+22 |
May03 |
021129 |
4.50 |
4.52 |
4.50 |
4.52 |
+0.06 |
0 |
994 |
+0 |
Jul03 |
021129 |
4.68 |
4.68 |
4.68 |
4.68 |
+0.05 |
2 |
881 |
-2 |
Total Volume and Open Interest |
158 |
8,723 |
+15 |
Live Cattle(CME) |
Dec02 |
021129 |
74.900 |
74.975 |
74.650 |
74.775 |
-0.200 |
5,922 |
26,032 |
-1,722 |
Feb03 |
021129 |
78.700 |
78.750 |
78.350 |
78.475 |
-0.225 |
3,703 |
52,125 |
+126 |
Apr03 |
021129 |
77.850 |
78.000 |
77.650 |
77.975 |
-0.050 |
2,470 |
28,181 |
+107 |
Jun03 |
021129 |
72.100 |
72.175 |
71.900 |
72.050 |
-0.175 |
1,485 |
16,679 |
+288 |
Aug03 |
021129 |
70.500 |
70.625 |
70.250 |
70.400 |
-0.100 |
775 |
4,915 |
+463 |
Oct03 |
021129 |
71.500 |
71.775 |
71.500 |
71.525 |
-0.050 |
38 |
670 |
-2 |
Total Volume and Open Interest |
14,393 |
128,602 |
-740 |
Feeder Cattle(CME) |
Jan03 |
021129 |
85.200 |
85.225 |
84.150 |
84.625 |
-0.450 |
760 |
7,887 |
+10 |
Mar03 |
021129 |
83.200 |
83.250 |
82.350 |
82.850 |
-0.325 |
317 |
3,348 |
-2 |
Apr03 |
021129 |
82.700 |
82.700 |
82.050 |
82.425 |
-0.275 |
84 |
1,422 |
-17 |
May03 |
021129 |
82.350 |
82.850 |
82.350 |
82.850 |
-0.100 |
58 |
707 |
+19 |
Aug03 |
021129 |
84.900 |
84.950 |
84.350 |
84.900 |
-0.050 |
75 |
568 |
+50 |
Sep03 |
021129 |
84.500 |
84.750 |
84.250 |
84.750 |
unch |
14 |
65 |
+5 |
Oct03 |
021129 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,308 |
14,004 |
+65 |
Lean Hogs(CME) |
Dec02 |
021129 |
46.550 |
46.950 |
46.100 |
46.550 |
-0.200 |
3,112 |
16,614 |
-85 |
Feb03 |
021129 |
54.500 |
54.650 |
53.675 |
54.200 |
+0.100 |
2,471 |
18,549 |
+724 |
Apr03 |
021129 |
59.000 |
59.300 |
58.500 |
58.975 |
unch |
1,028 |
6,074 |
+301 |
May03 |
021129 |
62.050 |
62.250 |
61.650 |
62.225 |
+0.025 |
185 |
1,604 |
+117 |
Jun03 |
021129 |
65.800 |
65.975 |
65.500 |
65.975 |
+0.150 |
178 |
3,699 |
+112 |
Jul03 |
021129 |
62.950 |
63.000 |
62.825 |
62.825 |
-0.125 |
86 |
1,039 |
+40 |
Aug03 |
021129 |
60.250 |
60.250 |
60.025 |
60.100 |
-0.250 |
27 |
555 |
+7 |
Oct03 |
021129 |
52.600 |
52.700 |
52.550 |
52.550 |
-0.250 |
44 |
111 |
+24 |
Total Volume and Open Interest |
7,135 |
48,268 |
+1,243 |
Pork Bellies(CME) |
Feb03 |
021129 |
86.300 |
86.750 |
85.100 |
85.850 |
-0.275 |
479 |
2,028 |
+21 |
Mar03 |
021129 |
85.400 |
85.400 |
84.500 |
85.000 |
-0.050 |
37 |
172 |
+15 |
May03 |
021129 |
86.400 |
86.400 |
85.900 |
85.900 |
-0.100 |
6 |
63 |
+0 |
Jul03 |
021129 |
88.000 |
88.000 |
87.750 |
87.750 |
-0.250 |
3 |
94 |
+3 |
Aug03 |
021129 |
85.250 |
85.250 |
85.250 |
85.250 |
-0.750 |
2 |
11 |
+1 |
Total Volume and Open Interest |
527 |
2,368 |
+40 |
Cocoa(NYBOT) |
Dec02 |
021127 |
1745 |
1794 |
1735 |
1750 |
+10 |
36 |
1,005 |
-25 |
Mar03 |
021127 |
1701 |
1780 |
1695 |
1703 |
+12 |
5,303 |
30,560 |
+463 |
May03 |
021127 |
1700 |
1763 |
1690 |
1693 |
+11 |
243 |
10,556 |
+84 |
Jul03 |
021127 |
1694 |
1717 |
1679 |
1679 |
+10 |
622 |
7,462 |
-113 |
Sep03 |
021127 |
1710 |
1720 |
1677 |
1677 |
+8 |
240 |
7,325 |
-7 |
Dec03 |
021127 |
1752 |
1752 |
1673 |
1676 |
+7 |
380 |
8,924 |
+60 |
Mar04 |
021127 |
1674 |
1674 |
1674 |
1674 |
+10 |
192 |
3,249 |
+66 |
Total Volume and Open Interest |
7,085 |
77,751 |
+515 |
Coffee "C"(NYBOT) |
Dec02 |
021127 |
66.75 |
67.00 |
66.00 |
66.60 |
+0.60 |
162 |
1,265 |
-52 |
Mar03 |
021127 |
71.00 |
71.40 |
70.00 |
70.60 |
+0.10 |
5,630 |
47,223 |
-262 |
May03 |
021127 |
73.10 |
73.50 |
72.40 |
72.85 |
+0.15 |
1,209 |
9,150 |
+66 |
Jul03 |
021127 |
75.40 |
75.50 |
74.90 |
74.95 |
+0.15 |
349 |
7,346 |
+110 |
Sep03 |
021127 |
77.20 |
77.20 |
76.65 |
76.75 |
+0.25 |
208 |
4,085 |
+26 |
Dec03 |
021127 |
79.00 |
79.50 |
78.75 |
78.75 |
+0.25 |
47 |
988 |
-14 |
Total Volume and Open Interest |
7,608 |
71,478 |
-126 |
Orange Juice(NYBOT) |
Jan03 |
021127 |
102.05 |
102.15 |
101.60 |
102.05 |
unch |
910 |
12,775 |
-197 |
Mar03 |
021127 |
104.55 |
104.75 |
104.30 |
104.70 |
-0.10 |
724 |
5,829 |
+418 |
May03 |
021127 |
106.50 |
106.80 |
106.50 |
106.70 |
-0.05 |
0 |
4,230 |
+6 |
Jul03 |
021127 |
106.85 |
106.85 |
106.85 |
106.85 |
-0.15 |
52 |
906 |
+42 |
Sep03 |
021127 |
107.00 |
107.00 |
107.00 |
107.00 |
-0.25 |
0 |
246 |
+0 |
Total Volume and Open Interest |
1,686 |
24,326 |
+269 |
Sugar #11(NYBOT) |
Mar03 |
021127 |
7.35 |
7.43 |
7.34 |
7.41 |
+0.03 |
8,591 |
116,171 |
-678 |
May03 |
021127 |
6.78 |
6.78 |
6.72 |
6.75 |
-0.02 |
2,078 |
28,408 |
+425 |
Jul03 |
021127 |
6.19 |
6.19 |
6.12 |
6.14 |
-0.02 |
1,360 |
24,363 |
+61 |
Oct03 |
021127 |
6.08 |
6.08 |
6.03 |
6.07 |
-0.01 |
1,116 |
19,178 |
+361 |
Mar04 |
021127 |
6.07 |
6.07 |
6.07 |
6.07 |
unch |
522 |
8,720 |
-11 |
Total Volume and Open Interest |
13,843 |
204,586 |
+169 |
London Cocoa(LCE) |
Dec02 |
021129 |
1154 |
1179 |
1143 |
1173 |
+24 |
1,335 |
0 |
-24,896 |
Mar03 |
021129 |
1177 |
1206 |
1170 |
1200 |
+26 |
1,812 |
0 |
-71,030 |
May03 |
021129 |
1190 |
1219 |
1184 |
1213 |
+26 |
489 |
0 |
-29,201 |
Jul03 |
021129 |
1202 |
1229 |
1197 |
1224 |
+24 |
298 |
0 |
-15,040 |
Sep03 |
021129 |
1210 |
1238 |
1209 |
1233 |
+23 |
37 |
0 |
-10,880 |
Dec03 |
021129 |
1218 |
1246 |
1216 |
1240 |
+23 |
|
|
|
Mar04 |
021129 |
1252 |
1252 |
1252 |
1252 |
+24 |
|
|
|
Total Volume and Open Interest |
4,021 |
|
|
London Coffee(LCE) |
Nov02 |
021129 |
805.00 |
805.00 |
799.00 |
800.00 |
unch |
312 |
0 |
-466 |
Jan03 |
021129 |
813.00 |
821.00 |
812.00 |
821.00 |
+8.00 |
2,271 |
0 |
-50,860 |
Mar03 |
021129 |
829.00 |
840.00 |
829.00 |
838.00 |
+9.00 |
1,086 |
0 |
-35,514 |
May03 |
021129 |
844.00 |
852.00 |
843.00 |
852.00 |
+8.00 |
311 |
0 |
-19,046 |
Jul03 |
021129 |
856.00 |
865.00 |
856.00 |
865.00 |
+9.00 |
11 |
0 |
-14,944 |
Sep03 |
021129 |
870.00 |
879.00 |
870.00 |
879.00 |
+9.00 |
|
|
|
Total Volume and Open Interest |
3,991 |
|
|
London Sugar(LCE) |
Dec02 |
021115 |
209.50 |
217.90 |
209.00 |
214.00 |
+4.50 |
2,590 |
2,552 |
-2,069 |
Mar03 |
021129 |
207.00 |
211.50 |
206.50 |
210.50 |
+2.50 |
1,184 |
0 |
-34,966 |
May03 |
021129 |
195.90 |
199.30 |
195.60 |
197.50 |
+1.50 |
747 |
0 |
-10,110 |
Aug03 |
021129 |
185.50 |
185.50 |
184.00 |
184.90 |
+0.70 |
198 |
0 |
-7,041 |
Oct03 |
021129 |
172.50 |
172.50 |
170.50 |
171.30 |
-0.20 |
106 |
0 |
-4,514 |
Total Volume and Open Interest |
2,448 |
|
|
Cotton(NYBOT) |
Dec02 |
021127 |
47.20 |
47.70 |
47.15 |
47.50 |
+0.30 |
55 |
210 |
-202 |
Mar03 |
021127 |
49.95 |
50.50 |
49.85 |
50.18 |
unch |
3,624 |
51,156 |
-97 |
May03 |
021127 |
53.50 |
54.00 |
53.50 |
53.83 |
+0.13 |
759 |
16,882 |
-34 |
Jul03 |
021127 |
54.65 |
55.30 |
54.65 |
55.00 |
+0.15 |
200 |
5,979 |
+45 |
Oct03 |
021127 |
54.75 |
54.90 |
53.90 |
54.90 |
+0.10 |
47 |
309 |
+25 |
Dec03 |
021127 |
55.25 |
55.60 |
55.25 |
55.50 |
+0.15 |
100 |
3,852 |
+39 |
Total Volume and Open Interest |
4,785 |
79,022 |
-224 |
Lumber(CME) |
Jan03 |
021129 |
238.5 |
238.5 |
235.8 |
236.5 |
+0.1 |
476 |
2,394 |
-39 |
Mar03 |
021129 |
249.0 |
250.8 |
248.9 |
249.5 |
+1.2 |
105 |
556 |
+12 |
May03 |
021129 |
256.3 |
257.5 |
254.1 |
254.1 |
-0.7 |
31 |
255 |
+9 |
Jul03 |
021129 |
263.3 |
263.3 |
263.3 |
263.3 |
+1.9 |
5 |
49 |
+2 |
Total Volume and Open Interest |
617 |
3,256 |
-16 |
Crude Oil(NYM) |
Jan03 |
021127 |
26.70 |
26.96 |
26.65 |
26.89 |
+0.49 |
58,893 |
137,464 |
-674 |
Feb03 |
021127 |
26.65 |
26.80 |
26.53 |
26.71 |
+0.44 |
22,158 |
41,829 |
+1,285 |
Mar03 |
021127 |
26.40 |
26.50 |
26.33 |
26.44 |
+0.37 |
11,789 |
35,412 |
+1,711 |
Apr03 |
021127 |
26.15 |
26.20 |
26.00 |
26.13 |
+0.31 |
4,777 |
29,831 |
+960 |
May03 |
021127 |
25.75 |
25.86 |
25.72 |
25.81 |
+0.28 |
1,122 |
19,745 |
+77 |
Jun03 |
021127 |
25.50 |
25.55 |
25.40 |
25.49 |
+0.24 |
3,334 |
30,861 |
+440 |
Jul03 |
021127 |
25.17 |
25.20 |
25.12 |
25.18 |
+0.20 |
406 |
17,555 |
+116 |
Aug03 |
021127 |
24.85 |
24.90 |
24.83 |
24.90 |
+0.17 |
472 |
9,952 |
+121 |
Sep03 |
021127 |
24.65 |
24.66 |
24.65 |
24.66 |
+0.14 |
137 |
16,203 |
-4 |
Oct03 |
021127 |
24.43 |
24.45 |
24.40 |
24.44 |
+0.12 |
960 |
7,930 |
-523 |
Total Volume and Open Interest |
106,846 |
458,022 |
+3,336 |
Heating Oil(NYM) |
Dec02 |
021127 |
77.00 |
77.20 |
75.20 |
75.71 |
-0.04 |
25,345 |
12,387 |
-7,453 |
Jan03 |
021127 |
76.40 |
76.80 |
75.80 |
75.98 |
+0.74 |
26,953 |
51,789 |
+189 |
Feb03 |
021127 |
75.70 |
75.70 |
74.80 |
74.93 |
+0.64 |
6,347 |
24,673 |
+572 |
Mar03 |
021127 |
72.80 |
72.80 |
72.00 |
72.28 |
+0.44 |
3,166 |
15,640 |
+256 |
Apr03 |
021127 |
70.30 |
70.30 |
69.88 |
69.88 |
+0.24 |
2,084 |
13,525 |
-359 |
May03 |
021127 |
68.60 |
68.60 |
67.73 |
67.73 |
+0.19 |
325 |
6,289 |
+73 |
Jun03 |
021127 |
67.30 |
67.30 |
66.78 |
66.78 |
+0.14 |
804 |
6,504 |
+14 |
Jul03 |
021127 |
67.20 |
67.20 |
66.58 |
66.58 |
+0.14 |
245 |
3,945 |
+3 |
Aug03 |
021127 |
67.00 |
67.20 |
66.63 |
66.63 |
+0.14 |
37 |
2,936 |
+7 |
Sep03 |
021127 |
67.60 |
67.60 |
67.08 |
67.08 |
+0.14 |
23 |
2,261 |
+18 |
Total Volume and Open Interest |
65,567 |
149,598 |
-6,694 |
Unleaded Gas(NYM) |
Dec02 |
021127 |
72.70 |
74.00 |
71.85 |
73.43 |
+0.90 |
24,151 |
6,405 |
-7,081 |
Jan03 |
021127 |
72.20 |
72.50 |
71.60 |
72.29 |
+0.77 |
20,596 |
45,013 |
+2,156 |
Feb03 |
021127 |
72.80 |
73.00 |
72.15 |
72.79 |
+0.84 |
2,492 |
13,701 |
-64 |
Mar03 |
021127 |
73.50 |
73.50 |
73.10 |
73.41 |
+0.86 |
2,822 |
10,501 |
+512 |
Apr03 |
021127 |
80.00 |
80.35 |
80.00 |
80.24 |
+0.89 |
2,459 |
9,814 |
+773 |
May03 |
021127 |
80.20 |
80.35 |
80.10 |
80.10 |
+0.85 |
1,929 |
4,253 |
-45 |
Jun03 |
021127 |
79.20 |
79.20 |
79.20 |
79.20 |
+0.80 |
1,479 |
4,329 |
+625 |
Jul03 |
021127 |
77.80 |
77.80 |
77.80 |
77.80 |
+0.80 |
85 |
1,894 |
+31 |
Total Volume and Open Interest |
56,067 |
102,383 |
-3,086 |
Natural Gas(NYM) |
Jan03 |
021127 |
4.210 |
4.225 |
4.185 |
4.200 |
-0.036 |
30,875 |
51,447 |
+818 |
Feb03 |
021127 |
4.160 |
4.165 |
4.130 |
4.145 |
-0.041 |
7,396 |
33,003 |
+353 |
Mar03 |
021127 |
4.060 |
4.075 |
4.030 |
4.048 |
-0.038 |
5,053 |
33,298 |
-988 |
Apr03 |
021127 |
3.940 |
3.940 |
3.908 |
3.908 |
-0.033 |
1,679 |
17,665 |
-158 |
May03 |
021127 |
3.880 |
3.900 |
3.858 |
3.858 |
-0.033 |
699 |
15,258 |
+192 |
Jun03 |
021127 |
3.895 |
3.900 |
3.868 |
3.868 |
-0.033 |
386 |
22,000 |
-85 |
Jul03 |
021127 |
3.920 |
3.920 |
3.891 |
3.891 |
-0.033 |
361 |
15,510 |
-380 |
Aug03 |
021127 |
3.945 |
3.945 |
3.910 |
3.913 |
-0.034 |
136 |
11,940 |
-3 |
Total Volume and Open Interest |
102,410 |
367,802 |
-20,205 |
Brent Crude Oil(IPE) |
Jan03 |
021129 |
25.08 |
25.25 |
24.95 |
25.16 |
+0.15 |
15,382 |
0 |
-60,827 |
Feb03 |
021129 |
24.98 |
25.05 |
24.81 |
24.98 |
+0.06 |
7,063 |
0 |
-65,958 |
Mar03 |
021129 |
24.70 |
24.79 |
24.65 |
24.77 |
+0.04 |
4,760 |
0 |
-28,372 |
Apr03 |
021129 |
24.44 |
24.54 |
24.44 |
24.51 |
+0.03 |
1,673 |
0 |
-17,855 |
May03 |
021129 |
24.27 |
24.27 |
24.13 |
24.25 |
+0.03 |
104 |
0 |
-13,754 |
Jun03 |
021129 |
24.04 |
24.04 |
23.92 |
23.99 |
+0.04 |
802 |
0 |
-25,256 |
Jul03 |
021129 |
23.76 |
23.79 |
23.76 |
23.79 |
+0.06 |
|
|
|
Aug03 |
021129 |
23.60 |
23.60 |
23.60 |
23.60 |
+0.07 |
175 |
0 |
-6,223 |
Total Volume and Open Interest |
30,558 |
|
|
Gas Oil(IPE) |
Dec02 |
021129 |
224.00 |
225.00 |
223.00 |
224.50 |
+1.25 |
8,178 |
0 |
-49,774 |
Jan03 |
021129 |
222.25 |
223.50 |
222.00 |
222.75 |
+0.75 |
6,753 |
0 |
-61,212 |
Feb03 |
021129 |
218.25 |
220.50 |
218.25 |
219.25 |
+0.50 |
2,838 |
0 |
-19,271 |
Mar03 |
021129 |
213.50 |
215.75 |
213.50 |
215.00 |
-0.50 |
13 |
0 |
-11,068 |
Apr03 |
021129 |
211.00 |
211.00 |
210.75 |
210.75 |
-0.75 |
|
|
|
May03 |
021129 |
207.25 |
207.50 |
206.75 |
206.75 |
-0.75 |
|
|
|
Jun03 |
021129 |
204.25 |
205.00 |
204.25 |
204.50 |
-1.00 |
600 |
0 |
-17,355 |
Jul03 |
021129 |
204.25 |
204.25 |
204.25 |
204.25 |
-1.00 |
|
|
|
Total Volume and Open Interest |
18,382 |
|
|
US Dollar Index(NYBOT) |
Dec02 |
021129 |
106.71 |
106.73 |
106.35 |
106.50 |
-0.39 |
1,596 |
14,335 |
-811 |
Mar03 |
021129 |
107.10 |
107.17 |
106.85 |
107.01 |
-0.39 |
70 |
2,306 |
+24 |
Jun03 |
021129 |
107.52 |
107.52 |
107.52 |
107.52 |
-0.39 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,666 |
16,650 |
-787 |
Australian Dollar(CME) |
Dec02 |
021129 |
55.82 |
56.10 |
55.82 |
55.92 |
+0.38 |
3,343 |
36,172 |
-1,902 |
Mar03 |
021129 |
55.32 |
55.63 |
55.32 |
55.47 |
+0.38 |
80 |
1,089 |
+61 |
Jun03 |
021129 |
55.00 |
55.02 |
55.00 |
55.02 |
+0.38 |
0 |
682 |
+0 |
Total Volume and Open Interest |
3,433 |
38,203 |
-1,831 |
British Pound(CME) |
Dec02 |
021129 |
154.96 |
155.50 |
154.96 |
155.40 |
+1.08 |
9,525 |
31,748 |
-5,656 |
Mar03 |
021129 |
154.10 |
154.50 |
153.96 |
154.40 |
+1.08 |
446 |
1,309 |
+35 |
Jun03 |
021129 |
153.42 |
153.42 |
153.42 |
153.42 |
+1.08 |
9 |
14 |
+6 |
Total Volume and Open Interest |
9,980 |
33,072 |
-5,615 |
Canadian Dollar(CME) |
Dec02 |
021129 |
63.64 |
63.95 |
63.62 |
63.91 |
+0.51 |
2,616 |
45,022 |
-239 |
Mar03 |
021129 |
63.45 |
63.71 |
63.42 |
63.69 |
+0.51 |
304 |
8,662 |
+18 |
Jun03 |
021129 |
63.25 |
63.55 |
63.25 |
63.49 |
+0.51 |
66 |
3,615 |
+23 |
Sep03 |
021129 |
63.07 |
63.30 |
63.07 |
63.30 |
+0.51 |
112 |
917 |
+63 |
Total Volume and Open Interest |
3,117 |
58,869 |
-133 |
Japanese Yen(CME) |
Dec02 |
021129 |
81.68 |
81.76 |
81.49 |
81.59 |
-0.23 |
6,814 |
69,481 |
-277 |
Mar03 |
021129 |
81.95 |
82.02 |
81.81 |
81.89 |
-0.23 |
429 |
1,743 |
-88 |
Jun03 |
021129 |
82.18 |
82.18 |
82.18 |
82.18 |
-0.23 |
0 |
54 |
+0 |
Total Volume and Open Interest |
7,243 |
71,496 |
-365 |
Swiss Franc(CME) |
Dec02 |
021129 |
67.27 |
67.48 |
67.25 |
67.39 |
+0.18 |
6,804 |
36,445 |
-1,589 |
Mar03 |
021129 |
67.38 |
67.58 |
67.38 |
67.51 |
+0.18 |
153 |
1,122 |
+83 |
Jun03 |
021129 |
67.65 |
67.65 |
67.65 |
67.65 |
+0.18 |
0 |
8 |
+0 |
Total Volume and Open Interest |
6,957 |
37,607 |
-1,506 |
EuroFX(CME) |
Dec02 |
021129 |
99.15 |
99.48 |
99.11 |
99.35 |
+0.35 |
10,907 |
92,856 |
-3,441 |
Mar03 |
021129 |
98.80 |
99.09 |
98.76 |
98.98 |
+0.35 |
1,084 |
3,288 |
+540 |
Jun03 |
021129 |
98.64 |
98.64 |
98.64 |
98.64 |
+0.35 |
10 |
396 |
+0 |
Total Volume and Open Interest |
12,001 |
96,586 |
-2,901 |
Mexican Peso(CME) |
Dec02 |
021129 |
9840.0 |
9870.0 |
9812.0 |
9830.0 |
-15.0 |
4,075 |
17,478 |
-400 |
Mar03 |
021129 |
9650.0 |
9650.0 |
9650.0 |
9650.0 |
-15.0 |
93 |
3,239 |
+29 |
Total Volume and Open Interest |
4,183 |
21,450 |
-356 |
30-Year T-Bonds(CBOT) |
Dec02 |
021129 |
108~24 |
109~11 |
108~21 |
109~06 |
+0~15 |
149,604 |
184,726 |
-51,409 |
Mar03 |
021129 |
107~11 |
108~04 |
107~11 |
107~30 |
+0~15 |
234,004 |
241,234 |
+52,343 |
Jun03 |
021129 |
106~10 |
106~27 |
106~08 |
106~22 |
+0~15 |
7,546 |
13,480 |
+6,291 |
Total Volume and Open Interest |
391,154 |
439,528 |
+7,225 |
Municipal Bonds(CBOT) |
Dec02 |
021129 |
106~25 |
107~05 |
106~22 |
106~25 |
+0~07 |
641 |
3,237 |
-306 |
Mar03 |
021129 |
100~13 |
100~16 |
100~09 |
100~11 |
+0~06 |
472 |
535 |
+265 |
Total Volume and Open Interest |
1,113 |
3,772 |
-41 |
10-Year T-Notes(CBOT) |
Dec02 |
021129 |
112~095 |
112~180 |
112~065 |
112~165 |
+0~110 |
331,394 |
344,875 |
-134,883 |
Mar03 |
021129 |
110~250 |
111~060 |
110~250 |
111~035 |
+0~105 |
518,446 |
522,017 |
+82,192 |
Total Volume and Open Interest |
849,850 |
868,295 |
-52,691 |
5-Year T-Notes(CBOT) |
Dec02 |
021129 |
111~215 |
111~265 |
111~185 |
111~250 |
+0~085 |
62,419 |
0 |
-389,856 |
Mar03 |
021129 |
110~110 |
110~160 |
110~075 |
110~145 |
+0~090 |
152,902 |
0 |
-372,018 |
Total Volume and Open Interest |
215,321 |
|
|
2 Year T-Notes(CBOT) |
Dec02 |
021129 |
106~113 |
106~122 |
106~112 |
106~121 |
+0~015 |
18,275 |
60,795 |
-7,837 |
Mar03 |
021129 |
106~040 |
106~048 |
106~036 |
106~048 |
+0~016 |
24,043 |
63,011 |
+10,785 |
Total Volume and Open Interest |
42,318 |
123,806 |
+2,948 |
3-Mth T-Bills(IMM) |
Dec02 |
021129 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
0 |
570 |
+0 |
Total Volume and Open Interest |
2 |
591 |
+1 |
Eurodollars(CME) |
Dec02 |
021129 |
98.575 |
98.582 |
98.575 |
98.580 |
+0.005 |
64,595 |
859,987 |
-13,615 |
Mar03 |
021129 |
98.500 |
98.530 |
98.495 |
98.520 |
+0.035 |
140,740 |
724,786 |
+1,158 |
Jun03 |
021129 |
98.200 |
98.260 |
98.200 |
98.255 |
+0.070 |
150,078 |
547,318 |
-1,646 |
Sep03 |
021129 |
97.805 |
97.865 |
97.805 |
97.855 |
+0.075 |
156,544 |
420,455 |
-8,178 |
Dec03 |
021129 |
97.355 |
97.430 |
97.355 |
97.415 |
+0.085 |
87,414 |
379,042 |
-7,689 |
Mar04 |
021129 |
96.955 |
96.995 |
96.935 |
96.990 |
+0.090 |
34,054 |
248,825 |
-1,234 |
Jun04 |
021129 |
96.525 |
96.600 |
96.525 |
96.590 |
+0.110 |
20,841 |
194,943 |
+1,674 |
Sep04 |
021129 |
96.200 |
96.255 |
96.200 |
96.255 |
+0.100 |
19,144 |
184,182 |
+2,748 |
Dec04 |
021129 |
95.980 |
96.020 |
95.980 |
96.020 |
+0.070 |
7,221 |
127,994 |
-651 |
Mar05 |
021129 |
95.840 |
95.855 |
95.820 |
95.855 |
+0.065 |
6,209 |
117,339 |
-294 |
Jun05 |
021129 |
95.690 |
95.700 |
95.660 |
95.700 |
+0.060 |
5,660 |
95,461 |
+104 |
Sep05 |
021129 |
95.550 |
95.555 |
95.515 |
95.555 |
+0.055 |
7,216 |
99,097 |
+1,690 |
Total Volume and Open Interest |
716,178 |
4,455,776 |
-28,248 |
3-Mth Euro-Yen(CME) |
Dec02 |
021129 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,068 |
8,297 |
+47 |
Mar03 |
021129 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
0 |
12,631 |
-20 |
Jun03 |
021129 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
4 |
6,653 |
+4 |
Sep03 |
021129 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.01 |
0 |
5,883 |
+33 |
Dec03 |
021129 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
0 |
1,487 |
+0 |
Mar04 |
021129 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
0 |
2,384 |
+100 |
Jun04 |
021129 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
0 |
730 |
+0 |
Sep04 |
021129 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
1,429 |
+0 |
Dec04 |
021129 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
262 |
+0 |
Mar05 |
021129 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
760 |
+0 |
Total Volume and Open Interest |
1,072 |
43,716 |
+164 |
3-Mth Euro-Yen(SIMEX) |
Dec02 |
021129 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
371 |
0 |
-60,249 |
Mar03 |
021129 |
99.87 |
99.88 |
99.86 |
99.87 |
+0.01 |
3,456 |
0 |
-48,901 |
Jun03 |
021129 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
2,215 |
0 |
-49,448 |
Sep03 |
021129 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
1,700 |
0 |
-30,628 |
Dec03 |
021129 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.01 |
199 |
0 |
-27,187 |
Mar04 |
021129 |
99.81 |
99.81 |
99.80 |
99.80 |
+0.01 |
86 |
0 |
-24,205 |
Jun04 |
021129 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.01 |
51 |
0 |
-12,746 |
Sep04 |
021129 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
57 |
0 |
-2,942 |
Total Volume and Open Interest |
8,135 |
|
|
German Euro-Bund(EUREX) |
Dec02 |
021128 |
110.88 |
111.17 |
110.85 |
111.09 |
+0.09 |
788,537 |
630,345 |
-36,412 |
Mar03 |
021128 |
110.46 |
110.73 |
110.43 |
110.67 |
+0.11 |
47,050 |
94,905 |
+27,731 |
Jun03 |
021128 |
110.02 |
110.02 |
110.02 |
110.02 |
+0.14 |
1,613 |
601 |
+1 |
Total Volume and Open Interest |
837,200 |
725,851 |
-8,680 |
German Euro-Bobl(EUREX) |
Dec02 |
021128 |
108.95 |
109.16 |
108.93 |
109.07 |
+0.08 |
548,307 |
542,204 |
-46,945 |
Mar03 |
021128 |
108.90 |
109.07 |
108.88 |
109.02 |
+0.10 |
56,886 |
101,825 |
+27,314 |
Jun03 |
021128 |
108.10 |
108.12 |
108.10 |
108.12 |
+0.08 |
4,188 |
900 |
+0 |
Total Volume and Open Interest |
609,381 |
644,929 |
-19,631 |
Long Gilt(LIFFE) |
Dec02 |
021128 |
118~06 |
118~09 |
117~31 |
118~07 |
-0~01 |
60,504 |
39,972 |
-23,242 |
Mar03 |
021128 |
117~15 |
117~17 |
117~08 |
117~15 |
-0~01 |
33,754 |
42,587 |
+24,628 |
Total Volume and Open Interest |
94,258 |
82,559 |
+1,386 |
3-Mth Short Sterling(LIFFE) |
Dec02 |
021128 |
95.97 |
95.99 |
95.96 |
95.98 |
unch |
28,045 |
0 |
+0 |
Mar03 |
021128 |
95.87 |
95.92 |
95.86 |
95.91 |
+0.01 |
44,592 |
0 |
+0 |
Jun03 |
021128 |
95.69 |
95.75 |
95.68 |
95.73 |
-0.03 |
62,951 |
0 |
+0 |
Total Volume and Open Interest |
189,726 |
|
|
3-Mth Euribor(LIFFE) |
Dec02 |
021128 |
97.045 |
97.075 |
97.040 |
97.070 |
+0.020 |
143,063 |
667,563 |
-15,028 |
Mar03 |
021128 |
97.115 |
97.155 |
97.100 |
97.145 |
+0.020 |
135,616 |
515,546 |
+10,402 |
Jun03 |
021128 |
97.055 |
97.100 |
97.045 |
97.085 |
+0.005 |
110,435 |
357,317 |
-2,800 |
Total Volume and Open Interest |
535,063 |
2,328,895 |
+3,706 |
3-Mth Aus T-Bills(SFE) |
Dec02 |
021129 |
95.18 |
95.19 |
95.18 |
95.19 |
+0.01 |
3,825 |
0 |
-191,941 |
Mar03 |
021129 |
95.24 |
95.28 |
95.23 |
95.25 |
+0.01 |
14,832 |
0 |
-127,518 |
Jun03 |
021129 |
95.17 |
95.21 |
95.17 |
95.17 |
unch |
1,592 |
0 |
-51,434 |
Sep03 |
021129 |
95.06 |
95.10 |
95.06 |
95.07 |
+0.01 |
614 |
0 |
-26,665 |
Dec03 |
021129 |
94.94 |
94.97 |
94.94 |
94.94 |
unch |
287 |
0 |
-16,355 |
Mar04 |
021129 |
94.83 |
94.83 |
94.81 |
94.82 |
unch |
217 |
0 |
-11,295 |
Jun04 |
021129 |
94.72 |
94.72 |
94.69 |
94.69 |
-0.01 |
87 |
0 |
-7,025 |
Sep04 |
021129 |
94.61 |
94.61 |
94.57 |
94.57 |
-0.02 |
2 |
0 |
-5,460 |
Dec04 |
021129 |
94.51 |
94.51 |
94.48 |
94.48 |
-0.01 |
3 |
0 |
-1,912 |
Mar05 |
021129 |
94.43 |
94.43 |
94.41 |
94.41 |
unch |
12 |
0 |
-622 |
Total Volume and Open Interest |
21,474 |
|
|
10-Year Aus T-Bonds(SFE) |
Dec02 |
021129 |
94.40 |
94.43 |
94.38 |
94.39 |
-0.03 |
|
|
|
Mar03 |
021129 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.02 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Dec02 |
021129 |
95.00 |
95.03 |
94.98 |
95.00 |
unch |
34,115 |
0 |
-449,626 |
Mar03 |
021129 |
94.80 |
94.80 |
94.80 |
94.80 |
unch |
|
|
|
Total Volume and Open Interest |
34,115 |
|
|
Gold(CMX) |
Dec02 |
021127 |
317.8 |
318.3 |
316.7 |
316.8 |
-0.9 |
50,896 |
16,735 |
-27,328 |
Feb03 |
021127 |
319.2 |
319.5 |
317.7 |
317.8 |
-0.9 |
46,168 |
91,568 |
+25,914 |
Apr03 |
021127 |
319.6 |
320.0 |
318.6 |
318.6 |
-0.9 |
3,707 |
10,435 |
+601 |
Jun03 |
021127 |
321.2 |
321.2 |
319.2 |
319.2 |
-0.8 |
2,724 |
10,967 |
+1,135 |
Aug03 |
021127 |
320.8 |
320.8 |
319.8 |
319.8 |
-0.7 |
125 |
8,353 |
+36 |
Oct03 |
021127 |
320.4 |
320.4 |
320.4 |
320.4 |
-0.6 |
228 |
1,322 |
+228 |
Total Volume and Open Interest |
104,570 |
166,371 |
+856 |
Silver(CMX) |
Dec02 |
021127 |
442.0 |
444.0 |
440.5 |
441.4 |
-1.9 |
13,830 |
8,559 |
-7,226 |
Mar03 |
021127 |
444.5 |
446.0 |
443.0 |
443.5 |
-1.5 |
16,328 |
54,374 |
+5,488 |
May03 |
021127 |
446.0 |
446.0 |
444.0 |
444.8 |
-1.5 |
185 |
3,484 |
+142 |
Jul03 |
021127 |
448.0 |
448.5 |
445.5 |
446.1 |
-1.5 |
648 |
7,528 |
+258 |
Sep03 |
021127 |
447.2 |
447.2 |
447.2 |
447.2 |
-1.4 |
8 |
871 |
+2 |
Total Volume and Open Interest |
31,410 |
83,456 |
-1,038 |
Platinum(NYM) |
Jan03 |
021127 |
584.5 |
584.5 |
581.5 |
581.9 |
-3.1 |
700 |
7,482 |
-263 |
Apr03 |
021127 |
573.9 |
573.9 |
573.9 |
573.9 |
-3.1 |
0 |
60 |
+0 |
Jul03 |
021127 |
570.4 |
570.4 |
570.4 |
570.4 |
-3.1 |
0 |
7 |
+0 |
Total Volume and Open Interest |
700 |
7,549 |
-263 |
Palladium(NYME) |
Dec02 |
021127 |
269.00 |
269.00 |
265.00 |
266.00 |
unch |
238 |
253 |
-115 |
Mar03 |
021127 |
266.50 |
268.00 |
264.50 |
266.00 |
unch |
302 |
1,790 |
+96 |
Total Volume and Open Interest |
540 |
2,043 |
-19 |
Copper(CMX) |
Dec02 |
021127 |
72.95 |
74.95 |
72.75 |
74.95 |
+2.10 |
16,530 |
10,260 |
-9,503 |
Mar03 |
021127 |
73.80 |
75.80 |
73.65 |
75.75 |
+2.00 |
18,982 |
45,797 |
+10,890 |
May03 |
021127 |
74.80 |
76.15 |
74.80 |
76.15 |
+1.90 |
70 |
4,317 |
+32 |
Jul03 |
021127 |
75.40 |
76.50 |
75.40 |
76.50 |
+1.90 |
235 |
3,895 |
-94 |
Sep03 |
021127 |
75.75 |
76.85 |
75.75 |
76.85 |
+1.90 |
0 |
4,073 |
+0 |
Total Volume and Open Interest |
36,968 |
86,622 |
+1,402 |
DJIA Index(CBOT) |
Dec02 |
021129 |
8940 |
8962 |
8861 |
8870 |
-57 |
19,445 |
32,669 |
-73 |
Mar03 |
021129 |
8930 |
8935 |
8848 |
8855 |
-58 |
692 |
1,158 |
+437 |
Jun03 |
021129 |
8910 |
8910 |
8841 |
8841 |
-58 |
1 |
2 |
+0 |
Total Volume and Open Interest |
20,138 |
33,856 |
+364 |
S & P 500(CME) |
Dec02 |
021129 |
941.00 |
942.00 |
931.70 |
936.00 |
-2.00 |
56,279 |
530,918 |
-4,741 |
Mar03 |
021129 |
940.00 |
940.50 |
933.50 |
935.30 |
-1.90 |
1,799 |
107,430 |
+830 |
Jun03 |
021129 |
938.00 |
938.00 |
935.30 |
935.30 |
-2.00 |
16 |
4,122 |
+3 |
Sep03 |
021129 |
938.10 |
938.10 |
935.60 |
935.60 |
-2.00 |
0 |
402 |
+0 |
Total Volume and Open Interest |
58,094 |
642,892 |
-3,908 |
S & P 500 E-Mini(Globex) |
Dec02 |
021129 |
939.25 |
942.50 |
930.75 |
936.00 |
-2.00 |
430,465 |
445,600 |
+2,284 |
Mar03 |
021129 |
937.25 |
940.00 |
935.00 |
935.25 |
-2.00 |
187 |
507 |
-3 |
Total Volume and Open Interest |
430,652 |
446,107 |
+2,281 |
NASDAQ 100(CME) |
Dec02 |
021127 |
1110.00 |
1135.00 |
1106.00 |
1124.00 |
+35.50 |
16,022 |
74,025 |
+449 |
Mar03 |
021127 |
1115.00 |
1133.50 |
1115.00 |
1127.50 |
+35.50 |
1 |
3,267 |
+1 |
Jun03 |
021127 |
1131.00 |
1131.00 |
1131.00 |
1131.00 |
+35.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
16,023 |
77,298 |
+450 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec02 |
021127 |
1092.0 |
1145.0 |
1088.5 |
1124.0 |
+35.5 |
219,653 |
163,004 |
-11,442 |
Mar03 |
021127 |
1108.5 |
1136.5 |
1108.5 |
1127.5 |
+35.5 |
46 |
42 |
+10 |
Total Volume and Open Interest |
219,699 |
163,046 |
-11,432 |
NYSE Composite(NYBOT) |
Dec02 |
021129 |
496.00 |
496.25 |
495.15 |
495.15 |
-0.85 |
212 |
2,455 |
-27 |
Mar03 |
021129 |
494.65 |
494.65 |
494.65 |
494.65 |
-0.85 |
70 |
80 |
+40 |
Jun03 |
021129 |
494.15 |
494.15 |
494.15 |
494.15 |
-0.85 |
|
|
|
Total Volume and Open Interest |
282 |
2,535 |
+13 |
S & P Midcap 400(CME) |
Dec02 |
021129 |
452.00 |
453.00 |
447.00 |
448.75 |
-0.75 |
912 |
15,675 |
+152 |
Mar03 |
021129 |
449.15 |
449.15 |
449.15 |
449.15 |
-0.75 |
|
|
|
Jun03 |
021129 |
450.15 |
450.15 |
450.15 |
450.15 |
-0.75 |
|
|
|
Total Volume and Open Interest |
912 |
15,675 |
+152 |
Russell 2000(CME) |
Dec02 |
021129 |
411.00 |
412.00 |
404.50 |
406.40 |
-2.70 |
2,819 |
28,214 |
+832 |
Mar03 |
021129 |
406.40 |
406.40 |
406.40 |
406.40 |
-2.70 |
2 |
121 |
-2 |
Jun03 |
021129 |
408.40 |
408.40 |
408.40 |
408.40 |
-2.70 |
|
|
|
Total Volume and Open Interest |
2,821 |
28,335 |
+830 |
Value Line(KCBT) |
Dec02 |
021129 |
1102.00 |
1102.00 |
1094.00 |
1094.00 |
-7.00 |
57 |
352 |
+21 |
Total Volume and Open Interest |
61 |
386 |
+25 |
Nikkei 225(CME) |
Dec02 |
021127 |
8925 |
9080 |
8925 |
9055 |
+290 |
1,339 |
19,355 |
+47 |
Mar03 |
021127 |
8900 |
9065 |
8900 |
9065 |
+290 |
8 |
133 |
+4 |
Total Volume and Open Interest |
1,347 |
19,495 |
+51 |
Nikkei 225(SIMEX) |
Dec02 |
021129 |
9200 |
9300 |
9125 |
9155 |
-55 |
17,461 |
0 |
-97,486 |
Mar03 |
021129 |
9200 |
9210 |
9145 |
9145 |
-55 |
3 |
0 |
-453 |
Jun03 |
021129 |
9105 |
9105 |
9105 |
9105 |
-55 |
|
|
|
Total Volume and Open Interest |
17,464 |
|
|
CAC 40(MATIF) |
Nov02 |
021128 |
3325.0 |
3357.0 |
3304.0 |
3340.0 |
+16.0 |
226,771 |
592,669 |
+1,596 |
Dec02 |
021128 |
3334.0 |
3364.5 |
3311.0 |
3337.5 |
+12.5 |
147,958 |
355,467 |
+132,211 |
Jan03 |
021128 |
3345.0 |
3348.5 |
3344.0 |
3344.0 |
+20.0 |
1,972 |
1,972 |
+1,972 |
Total Volume and Open Interest |
377,383 |
996,851 |
+136,452 |
DAX Index(EUREX) |
Dec02 |
021129 |
3379.0 |
3412.0 |
3343.0 |
3358.5 |
-21.0 |
|
|
|
Mar03 |
021129 |
3423.0 |
3429.5 |
3372.5 |
3382.0 |
-21.5 |
|
|
|
Jun03 |
021129 |
3417.0 |
3417.0 |
3407.0 |
3407.0 |
-21.0 |
|
|
|
Total Volume and Open Interest |
34,171 |
|
|
FT-SE 100(LIFFE) |
Dec02 |
021129 |
4218.00 |
4218.00 |
4135.50 |
4170.00 |
-30.50 |
38,519 |
0 |
-377,608 |
Mar03 |
021129 |
4192.00 |
4199.50 |
4127.00 |
4156.50 |
-30.00 |
4,435 |
0 |
-57,191 |
Jun03 |
021129 |
4164.00 |
4164.00 |
4164.00 |
4164.00 |
-30.50 |
1,175 |
0 |
-26,628 |
Total Volume and Open Interest |
44,659 |
|
|
SPI 200(SFE) |
Dec02 |
021128 |
3038.0 |
3064.0 |
3034.0 |
3064.0 |
+50.0 |
9,614 |
152,710 |
+3,458 |
Mar03 |
021128 |
3043.0 |
3067.0 |
3043.0 |
3067.0 |
+50.0 |
136 |
4,740 |
+72 |
Jun03 |
021128 |
3049.0 |
3072.0 |
3045.0 |
3072.0 |
+49.0 |
17 |
1,449 |
+11 |
Total Volume and Open Interest |
9,767 |
161,448 |
+3,541 |
GSCI(CME) |
Dec02 |
021129 |
218.10 |
218.20 |
216.50 |
217.60 |
-0.60 |
52 |
14,746 |
-5 |
Jan03 |
021129 |
217.40 |
217.40 |
217.40 |
217.40 |
+0.40 |
|
|
|
Feb03 |
021129 |
215.00 |
215.00 |
215.00 |
215.00 |
-0.50 |
|
|
|
Total Volume and Open Interest |
52 |
14,746 |
-5 |
Bridge CRB Index(NYBOT) |
Jan03 |
021127 |
229.80 |
231.50 |
229.80 |
231.25 |
+1.75 |
10 |
324 |
-1 |
Feb03 |
021127 |
230.00 |
230.00 |
230.00 |
230.00 |
+1.75 |
0 |
220 |
+0 |
Apr03 |
021127 |
226.25 |
228.25 |
226.25 |
228.25 |
+1.75 |
3 |
123 |
+1 |
Total Volume and Open Interest |
13 |
668 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|