 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri December 06, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan03 |
021206 |
564.75 |
567.50 |
560.75 |
563.25 |
+1.25 |
49,457 |
77,767 |
-2,583 |
Mar03 |
021206 |
562.00 |
563.50 |
557.75 |
560.50 |
+1.75 |
14,765 |
50,004 |
+670 |
May03 |
021206 |
553.00 |
555.50 |
549.75 |
551.75 |
+1.00 |
4,791 |
40,311 |
+534 |
Jul03 |
021206 |
550.00 |
552.50 |
546.00 |
548.75 |
+1.50 |
5,589 |
26,598 |
+1,303 |
Aug03 |
021206 |
540.50 |
542.50 |
537.00 |
539.00 |
+1.50 |
84 |
2,210 |
+3 |
Sep03 |
021206 |
524.00 |
526.00 |
521.50 |
521.50 |
unch |
13 |
306 |
+5 |
Nov03 |
021206 |
505.50 |
508.50 |
504.50 |
505.00 |
unch |
3,338 |
17,403 |
+845 |
Total Volume and Open Interest |
78,049 |
214,789 |
+789 |
Soybean Meal(CBOT) |
Dec02 |
021206 |
163.50 |
164.20 |
162.50 |
162.60 |
-0.40 |
8,203 |
4,538 |
-1,755 |
Jan03 |
021206 |
164.80 |
165.40 |
163.40 |
163.60 |
-0.70 |
22,084 |
34,904 |
-700 |
Mar03 |
021206 |
164.50 |
165.30 |
163.70 |
164.10 |
-0.30 |
6,857 |
29,469 |
+1,934 |
May03 |
021206 |
163.40 |
164.50 |
162.90 |
163.20 |
unch |
3,222 |
27,996 |
+537 |
Jul03 |
021206 |
162.50 |
163.50 |
162.30 |
162.40 |
-0.20 |
3,896 |
20,340 |
+1,126 |
Aug03 |
021206 |
159.90 |
161.00 |
159.80 |
160.10 |
+0.20 |
1,192 |
5,641 |
+272 |
Sep03 |
021206 |
156.50 |
157.50 |
156.50 |
156.90 |
+0.80 |
629 |
4,252 |
+261 |
Oct03 |
021206 |
153.50 |
154.00 |
153.10 |
153.20 |
+0.50 |
91 |
3,187 |
-28 |
Total Volume and Open Interest |
46,888 |
141,783 |
+1,929 |
Soybean Oil(CBOT) |
Dec02 |
021206 |
22.05 |
22.15 |
21.86 |
22.01 |
-0.02 |
4,415 |
4,074 |
-552 |
Jan03 |
021206 |
22.05 |
22.22 |
21.90 |
22.01 |
unch |
28,421 |
59,210 |
-2,032 |
Mar03 |
021206 |
22.02 |
22.17 |
21.84 |
21.96 |
-0.03 |
10,570 |
45,728 |
-424 |
May03 |
021206 |
21.68 |
21.75 |
21.47 |
21.56 |
-0.05 |
2,522 |
25,914 |
+686 |
Jul03 |
021206 |
21.48 |
21.50 |
21.25 |
21.30 |
-0.10 |
2,308 |
15,022 |
+496 |
Aug03 |
021206 |
21.25 |
21.25 |
21.00 |
21.00 |
-0.10 |
156 |
3,379 |
+49 |
Sep03 |
021206 |
21.00 |
21.00 |
20.70 |
20.70 |
-0.10 |
91 |
1,627 |
-49 |
Oct03 |
021206 |
20.50 |
20.50 |
20.30 |
20.30 |
-0.08 |
115 |
1,146 |
+111 |
Total Volume and Open Interest |
49,625 |
164,754 |
-2,012 |
Canola(WCE) |
Jan03 |
021206 |
435.0 |
436.5 |
431.5 |
431.6 |
-1.9 |
6,197 |
21,670 |
-2,564 |
Mar03 |
021206 |
441.0 |
441.0 |
436.5 |
436.7 |
-1.5 |
6,427 |
18,179 |
+492 |
May03 |
021206 |
444.0 |
444.8 |
440.3 |
440.3 |
-0.7 |
1,168 |
8,518 |
+119 |
Jul03 |
021206 |
443.0 |
443.0 |
439.0 |
439.6 |
+0.3 |
258 |
2,784 |
+82 |
Sep03 |
021206 |
384.0 |
384.0 |
384.0 |
384.0 |
-4.5 |
0 |
200 |
+0 |
Total Volume and Open Interest |
14,419 |
60,917 |
-1,750 |
Corn(CBOT) |
Dec02 |
021206 |
232.00 |
234.25 |
231.50 |
233.25 |
-0.75 |
8,629 |
16,232 |
-3,491 |
Mar03 |
021206 |
236.50 |
238.25 |
235.00 |
237.25 |
+1.25 |
58,647 |
253,140 |
+4,009 |
May03 |
021206 |
239.00 |
240.75 |
237.50 |
239.75 |
+1.50 |
5,827 |
65,824 |
+240 |
Jul03 |
021206 |
240.75 |
243.25 |
240.25 |
242.00 |
+1.25 |
4,709 |
64,876 |
+652 |
Sep03 |
021206 |
240.00 |
241.00 |
239.50 |
240.00 |
unch |
862 |
14,528 |
-46 |
Dec03 |
021206 |
239.25 |
239.75 |
238.00 |
238.25 |
-0.75 |
2,717 |
43,156 |
+680 |
Total Volume and Open Interest |
81,426 |
463,201 |
+2,076 |
Wheat(CBOT) |
Dec02 |
021206 |
348.00 |
352.00 |
342.50 |
349.25 |
+2.25 |
1,742 |
1,505 |
-256 |
Mar03 |
021206 |
352.50 |
361.00 |
351.50 |
357.75 |
+4.75 |
24,928 |
56,906 |
-1,932 |
May03 |
021206 |
340.00 |
346.00 |
340.00 |
344.25 |
+4.75 |
1,039 |
4,372 |
+34 |
Jul03 |
021206 |
307.50 |
312.50 |
307.00 |
309.50 |
+3.00 |
3,250 |
13,072 |
+126 |
Sep03 |
021206 |
311.50 |
314.00 |
311.50 |
313.00 |
+2.50 |
89 |
2,200 |
+52 |
Total Volume and Open Interest |
31,444 |
81,763 |
-1,960 |
Wheat(KCBT) |
Dec02 |
021206 |
399.50 |
405.50 |
399.50 |
404.00 |
+3.75 |
582 |
552 |
-332 |
Mar03 |
021206 |
386.00 |
392.50 |
385.50 |
391.75 |
+4.00 |
9,349 |
34,778 |
-187 |
May03 |
021206 |
369.00 |
373.00 |
369.00 |
372.25 |
+4.50 |
1,095 |
5,511 |
-131 |
Jul03 |
021206 |
344.50 |
346.50 |
341.75 |
344.00 |
+0.25 |
1,237 |
9,072 |
+105 |
Sep03 |
021206 |
342.50 |
343.50 |
341.50 |
343.50 |
+1.50 |
51 |
2,133 |
+14 |
Total Volume and Open Interest |
12,398 |
53,268 |
-461 |
Wheat(MGE) |
Dec02 |
021206 |
392.00 |
400.00 |
390.75 |
398.00 |
+8.00 |
39 |
43 |
+10 |
Mar03 |
021206 |
401.50 |
407.00 |
400.50 |
405.75 |
+5.00 |
3,451 |
16,328 |
+886 |
May03 |
021206 |
396.75 |
400.50 |
395.00 |
399.50 |
+4.75 |
740 |
4,218 |
+76 |
Jul03 |
021206 |
385.00 |
389.00 |
384.00 |
387.00 |
+2.50 |
397 |
1,903 |
-83 |
Sep03 |
021206 |
362.50 |
362.50 |
361.50 |
361.50 |
+2.50 |
399 |
1,510 |
+135 |
Total Volume and Open Interest |
5,050 |
25,027 |
+1,043 |
Oats(CBOT) |
Dec02 |
021206 |
200.00 |
201.00 |
197.25 |
197.50 |
-1.50 |
113 |
345 |
-38 |
Mar03 |
021206 |
203.50 |
204.50 |
199.75 |
200.00 |
-3.25 |
444 |
4,917 |
+24 |
May03 |
021206 |
194.38 |
195.00 |
192.75 |
192.75 |
-2.25 |
41 |
911 |
+20 |
Jul03 |
021206 |
179.25 |
179.25 |
179.25 |
179.25 |
unch |
4 |
137 |
+2 |
Total Volume and Open Interest |
602 |
6,375 |
+8 |
Rough Rice(CBOT) |
Jan03 |
021206 |
4.03 |
4.07 |
4.01 |
4.03 |
-0.01 |
378 |
4,574 |
-166 |
Mar03 |
021206 |
4.28 |
4.31 |
4.26 |
4.26 |
-0.02 |
363 |
2,338 |
+155 |
May03 |
021206 |
4.47 |
4.51 |
4.47 |
4.49 |
-0.01 |
11 |
1,107 |
+0 |
Jul03 |
021206 |
4.68 |
4.68 |
4.63 |
4.63 |
unch |
43 |
784 |
-17 |
Total Volume and Open Interest |
819 |
8,835 |
-5 |
Live Cattle(CME) |
Dec02 |
021206 |
75.550 |
75.550 |
74.475 |
74.850 |
-0.775 |
5,202 |
17,735 |
-1,853 |
Feb03 |
021206 |
79.350 |
79.350 |
78.025 |
78.100 |
-1.425 |
5,645 |
55,877 |
+468 |
Apr03 |
021206 |
78.350 |
78.500 |
77.200 |
77.400 |
-1.225 |
2,560 |
29,055 |
-387 |
Jun03 |
021206 |
72.600 |
72.675 |
71.650 |
72.000 |
-0.825 |
1,263 |
17,703 |
-7 |
Aug03 |
021206 |
71.200 |
71.250 |
70.250 |
70.550 |
-0.750 |
522 |
5,312 |
+55 |
Oct03 |
021206 |
72.600 |
72.700 |
71.600 |
71.600 |
-0.900 |
67 |
693 |
+6 |
Total Volume and Open Interest |
15,259 |
126,375 |
-1,718 |
Feeder Cattle(CME) |
Jan03 |
021206 |
85.450 |
85.450 |
83.900 |
83.950 |
-1.400 |
676 |
7,106 |
-52 |
Mar03 |
021206 |
83.850 |
83.850 |
82.400 |
82.500 |
-1.400 |
459 |
3,858 |
+124 |
Apr03 |
021206 |
83.300 |
83.300 |
81.950 |
81.975 |
-1.375 |
106 |
1,484 |
+12 |
May03 |
021206 |
83.400 |
83.450 |
82.150 |
82.300 |
-1.250 |
28 |
777 |
+7 |
Aug03 |
021206 |
85.400 |
85.400 |
84.250 |
84.400 |
-1.250 |
25 |
705 |
+15 |
Sep03 |
021206 |
84.900 |
84.900 |
84.100 |
84.200 |
-1.100 |
16 |
83 |
+6 |
Oct03 |
021206 |
84.900 |
84.900 |
84.300 |
84.300 |
-0.950 |
1 |
16 |
+1 |
Total Volume and Open Interest |
1,311 |
14,029 |
+113 |
Lean Hogs(CME) |
Dec02 |
021206 |
46.250 |
46.400 |
44.950 |
45.675 |
-0.750 |
4,183 |
12,200 |
-1,373 |
Feb03 |
021206 |
54.500 |
54.750 |
53.200 |
53.325 |
-1.475 |
4,266 |
24,968 |
+959 |
Apr03 |
021206 |
59.700 |
59.975 |
58.500 |
58.725 |
-1.150 |
1,698 |
7,500 |
+479 |
May03 |
021206 |
62.700 |
62.700 |
61.750 |
61.925 |
-0.950 |
177 |
1,853 |
+109 |
Jun03 |
021206 |
66.600 |
66.700 |
65.750 |
65.975 |
-0.775 |
322 |
3,948 |
+102 |
Jul03 |
021206 |
63.650 |
63.700 |
63.050 |
63.125 |
-0.675 |
75 |
1,240 |
+62 |
Aug03 |
021206 |
60.800 |
61.100 |
60.350 |
60.425 |
-0.650 |
25 |
769 |
+7 |
Oct03 |
021206 |
52.850 |
52.900 |
52.600 |
52.600 |
-0.125 |
11 |
133 |
+6 |
Total Volume and Open Interest |
10,760 |
52,637 |
+352 |
Pork Bellies(CME) |
Feb03 |
021206 |
85.800 |
85.800 |
83.600 |
84.275 |
-1.525 |
362 |
2,076 |
+96 |
Mar03 |
021206 |
84.750 |
84.750 |
82.600 |
83.025 |
-1.725 |
47 |
239 |
+34 |
May03 |
021206 |
85.200 |
85.200 |
83.850 |
84.200 |
-1.100 |
17 |
75 |
+7 |
Jul03 |
021206 |
86.000 |
86.000 |
85.100 |
85.900 |
-0.750 |
85 |
140 |
+41 |
Aug03 |
021206 |
85.300 |
85.300 |
85.300 |
85.300 |
unch |
0 |
13 |
+0 |
Total Volume and Open Interest |
511 |
2,543 |
+178 |
Cocoa(NYBOT) |
Dec02 |
021206 |
2003 |
2011 |
2003 |
2006 |
+51 |
47 |
749 |
-29 |
Mar03 |
021206 |
1930 |
1961 |
1925 |
1947 |
+52 |
6,431 |
33,303 |
+187 |
May03 |
021206 |
1917 |
1940 |
1912 |
1930 |
+52 |
551 |
11,054 |
+24 |
Jul03 |
021206 |
1895 |
1923 |
1892 |
1912 |
+53 |
58 |
7,864 |
-6 |
Sep03 |
021206 |
1900 |
1915 |
1900 |
1907 |
+56 |
52 |
7,505 |
+17 |
Dec03 |
021206 |
1895 |
1907 |
1895 |
1903 |
+58 |
620 |
9,501 |
+248 |
Mar04 |
021206 |
1896 |
1902 |
1896 |
1902 |
+57 |
131 |
3,355 |
-6 |
Total Volume and Open Interest |
7,922 |
81,999 |
+423 |
Coffee "C"(NYBOT) |
Dec02 |
021206 |
67.00 |
67.00 |
63.40 |
63.40 |
-3.50 |
83 |
398 |
-61 |
Mar03 |
021206 |
71.35 |
71.35 |
66.90 |
67.30 |
-3.80 |
5,247 |
49,095 |
+543 |
May03 |
021206 |
73.40 |
73.40 |
69.25 |
69.45 |
-3.90 |
555 |
9,469 |
-7 |
Jul03 |
021206 |
75.40 |
75.50 |
71.50 |
71.55 |
-4.00 |
51 |
7,334 |
-6 |
Sep03 |
021206 |
77.50 |
77.50 |
73.25 |
73.25 |
-4.00 |
22 |
4,206 |
+2 |
Dec03 |
021206 |
78.80 |
78.80 |
75.00 |
75.00 |
-4.00 |
30 |
996 |
+6 |
Total Volume and Open Interest |
5,993 |
72,925 |
+478 |
Orange Juice(NYBOT) |
Jan03 |
021206 |
97.40 |
97.70 |
97.05 |
97.35 |
+0.05 |
1,758 |
10,814 |
-643 |
Mar03 |
021206 |
100.10 |
100.40 |
99.75 |
100.00 |
unch |
1,183 |
6,923 |
+109 |
May03 |
021206 |
102.00 |
102.10 |
101.90 |
102.10 |
+0.05 |
289 |
4,264 |
+59 |
Jul03 |
021206 |
103.50 |
103.75 |
103.50 |
103.75 |
+0.45 |
59 |
934 |
+30 |
Sep03 |
021206 |
104.75 |
104.75 |
104.75 |
104.75 |
+0.45 |
0 |
256 |
+0 |
Total Volume and Open Interest |
3,289 |
23,531 |
-445 |
Sugar #11(NYBOT) |
Mar03 |
021206 |
7.55 |
7.66 |
7.40 |
7.45 |
-0.09 |
12,922 |
123,346 |
-1,324 |
May03 |
021206 |
6.87 |
6.95 |
6.76 |
6.79 |
-0.06 |
1,131 |
28,231 |
-49 |
Jul03 |
021206 |
6.22 |
6.25 |
6.16 |
6.16 |
-0.06 |
1,740 |
24,353 |
+21 |
Oct03 |
021206 |
6.14 |
6.14 |
6.05 |
6.05 |
-0.08 |
1,634 |
21,765 |
+348 |
Mar04 |
021206 |
6.15 |
6.15 |
6.04 |
6.04 |
-0.08 |
1,015 |
9,103 |
+29 |
Total Volume and Open Interest |
18,680 |
215,025 |
-791 |
London Cocoa(LCE) |
Dec02 |
021206 |
1215 |
1255 |
1215 |
1241 |
+27 |
6,887 |
15,238 |
-5,721 |
Mar03 |
021206 |
1246 |
1289 |
1246 |
1275 |
+29 |
9,333 |
75,884 |
+4,814 |
May03 |
021206 |
1265 |
1301 |
1265 |
1286 |
+26 |
864 |
29,815 |
+214 |
Jul03 |
021206 |
1275 |
1309 |
1275 |
1296 |
+26 |
192 |
15,118 |
-156 |
Sep03 |
021206 |
1285 |
1318 |
1285 |
1307 |
+25 |
362 |
11,581 |
+336 |
Dec03 |
021206 |
1296 |
1330 |
1296 |
1316 |
+25 |
1,069 |
13,979 |
+652 |
Mar04 |
021206 |
1316 |
1338 |
1316 |
1327 |
+27 |
525 |
5,282 |
+362 |
Total Volume and Open Interest |
19,332 |
167,623 |
+601 |
London Coffee(LCE) |
Jan03 |
021206 |
813.00 |
815.00 |
787.00 |
791.00 |
-15.00 |
3,022 |
42,465 |
-1,770 |
Mar03 |
021206 |
827.00 |
833.00 |
804.00 |
808.00 |
-17.00 |
1,376 |
39,652 |
+495 |
May03 |
021206 |
840.00 |
847.00 |
823.00 |
823.00 |
-15.00 |
218 |
19,907 |
+171 |
Jul03 |
021206 |
857.00 |
861.00 |
837.00 |
837.00 |
-15.00 |
9 |
15,438 |
-9 |
Sep03 |
021206 |
872.00 |
874.00 |
851.00 |
851.00 |
-15.00 |
158 |
8,275 |
+3 |
Nov03 |
021206 |
887.00 |
889.00 |
866.00 |
866.00 |
-13.00 |
5 |
4,369 |
+0 |
Total Volume and Open Interest |
4,788 |
131,286 |
-1,110 |
London Sugar(LCE) |
Dec02 |
021115 |
209.50 |
217.90 |
209.00 |
214.00 |
+4.50 |
2,590 |
2,552 |
-2,069 |
Mar03 |
021206 |
212.50 |
214.00 |
208.50 |
209.00 |
-3.60 |
1,486 |
34,087 |
-766 |
May03 |
021206 |
201.00 |
202.10 |
198.00 |
198.70 |
-2.60 |
835 |
10,411 |
+30 |
Aug03 |
021206 |
188.00 |
189.60 |
186.20 |
186.20 |
-1.90 |
108 |
9,056 |
+56 |
Oct03 |
021206 |
174.50 |
175.00 |
172.30 |
172.50 |
-2.00 |
25 |
5,024 |
-4 |
Total Volume and Open Interest |
2,454 |
62,617 |
-684 |
Cotton(NYBOT) |
Dec02 |
021205 |
46.10 |
46.30 |
45.75 |
46.15 |
+0.50 |
44 |
47 |
-41 |
Mar03 |
021206 |
48.80 |
49.40 |
48.70 |
49.11 |
+0.31 |
3,529 |
44,954 |
-480 |
May03 |
021206 |
52.70 |
53.22 |
52.65 |
53.05 |
+0.35 |
982 |
16,533 |
+78 |
Jul03 |
021206 |
53.87 |
54.40 |
53.87 |
54.20 |
+0.40 |
147 |
6,081 |
-8 |
Oct03 |
021206 |
54.60 |
54.60 |
54.40 |
54.40 |
+0.15 |
164 |
704 |
+97 |
Dec03 |
021206 |
55.10 |
55.25 |
54.85 |
55.05 |
+0.20 |
318 |
4,000 |
+149 |
Total Volume and Open Interest |
5,344 |
73,051 |
-66 |
Lumber(CME) |
Jan03 |
021206 |
238.5 |
239.5 |
237.0 |
239.2 |
+2.9 |
468 |
2,031 |
-37 |
Mar03 |
021206 |
249.2 |
251.0 |
249.0 |
250.7 |
+2.7 |
130 |
589 |
+4 |
May03 |
021206 |
257.0 |
257.5 |
257.0 |
257.5 |
+2.3 |
18 |
239 |
+3 |
Jul03 |
021206 |
262.0 |
262.0 |
262.0 |
262.0 |
+0.8 |
2 |
51 |
+2 |
Total Volume and Open Interest |
618 |
2,914 |
-28 |
Crude Oil(NYM) |
Jan03 |
021206 |
27.20 |
27.50 |
26.82 |
26.93 |
-0.36 |
68,103 |
135,634 |
+2,199 |
Feb03 |
021206 |
27.07 |
27.35 |
26.80 |
26.89 |
-0.28 |
38,783 |
66,383 |
+5,029 |
Mar03 |
021206 |
26.75 |
26.98 |
26.50 |
26.60 |
-0.20 |
21,182 |
41,467 |
+4,596 |
Apr03 |
021206 |
26.59 |
26.59 |
26.21 |
26.29 |
-0.18 |
7,944 |
32,405 |
+918 |
May03 |
021206 |
26.12 |
26.12 |
25.95 |
25.98 |
-0.16 |
1,719 |
21,404 |
+229 |
Jun03 |
021206 |
25.75 |
25.90 |
25.56 |
25.67 |
-0.14 |
2,664 |
28,923 |
-166 |
Jul03 |
021206 |
25.55 |
25.55 |
25.36 |
25.36 |
-0.12 |
870 |
18,241 |
-240 |
Aug03 |
021206 |
25.00 |
25.07 |
25.00 |
25.07 |
-0.11 |
1,451 |
11,130 |
+267 |
Sep03 |
021206 |
24.75 |
24.83 |
24.75 |
24.83 |
-0.09 |
1,428 |
17,003 |
+224 |
Oct03 |
021206 |
24.46 |
24.60 |
24.46 |
24.60 |
-0.08 |
18 |
8,590 |
+0 |
Total Volume and Open Interest |
149,660 |
497,996 |
+14,640 |
Heating Oil(NYM) |
Jan03 |
021206 |
75.50 |
76.70 |
74.50 |
74.73 |
-0.89 |
23,589 |
51,462 |
-894 |
Feb03 |
021206 |
75.20 |
76.25 |
74.40 |
74.83 |
-0.36 |
13,901 |
25,793 |
-2,066 |
Mar03 |
021206 |
72.95 |
74.40 |
72.10 |
72.63 |
-0.21 |
5,228 |
16,696 |
+418 |
Apr03 |
021206 |
71.60 |
71.60 |
70.20 |
70.43 |
-0.16 |
2,873 |
14,283 |
+39 |
May03 |
021206 |
69.50 |
69.50 |
68.25 |
68.38 |
-0.16 |
813 |
8,202 |
+319 |
Jun03 |
021206 |
68.60 |
68.60 |
67.10 |
67.48 |
-0.16 |
321 |
6,284 |
+16 |
Jul03 |
021206 |
68.35 |
68.35 |
67.23 |
67.23 |
-0.16 |
133 |
4,408 |
+28 |
Aug03 |
021206 |
68.35 |
68.35 |
67.23 |
67.23 |
-0.16 |
10 |
3,170 |
+5 |
Sep03 |
021206 |
68.75 |
68.75 |
67.63 |
67.63 |
-0.16 |
37 |
2,616 |
+1 |
Oct03 |
021206 |
69.20 |
69.20 |
68.08 |
68.08 |
-0.16 |
6 |
1,318 |
-4 |
Total Volume and Open Interest |
46,960 |
142,834 |
-2,135 |
Unleaded Gas(NYM) |
Jan03 |
021206 |
75.00 |
75.75 |
73.80 |
74.03 |
-1.24 |
21,070 |
42,597 |
-18 |
Feb03 |
021206 |
74.70 |
75.50 |
74.00 |
74.15 |
-0.89 |
10,942 |
17,829 |
+2,589 |
Mar03 |
021206 |
75.40 |
75.70 |
74.50 |
74.55 |
-0.74 |
2,613 |
12,000 |
+1,254 |
Apr03 |
021206 |
81.50 |
81.80 |
81.05 |
81.05 |
-0.64 |
922 |
10,224 |
-168 |
May03 |
021206 |
80.77 |
80.77 |
80.77 |
80.77 |
-0.62 |
210 |
5,013 |
-6 |
Jun03 |
021206 |
80.60 |
80.60 |
79.77 |
79.77 |
-0.60 |
363 |
4,315 |
+3 |
Jul03 |
021206 |
79.10 |
79.20 |
78.20 |
78.20 |
-0.57 |
150 |
2,069 |
+65 |
Aug03 |
021206 |
76.70 |
76.70 |
76.15 |
76.15 |
-0.52 |
50 |
2,561 |
+50 |
Total Volume and Open Interest |
36,490 |
100,770 |
+3,749 |
Natural Gas(NYM) |
Jan03 |
021206 |
4.360 |
4.430 |
4.340 |
4.383 |
-0.023 |
40,005 |
50,857 |
-4,659 |
Feb03 |
021206 |
4.330 |
4.385 |
4.310 |
4.351 |
-0.008 |
9,421 |
34,055 |
-18 |
Mar03 |
021206 |
4.240 |
4.310 |
4.240 |
4.276 |
+0.013 |
4,955 |
36,377 |
+504 |
Apr03 |
021206 |
4.100 |
4.150 |
4.100 |
4.131 |
+0.016 |
3,700 |
18,754 |
+806 |
May03 |
021206 |
4.050 |
4.085 |
4.050 |
4.066 |
+0.011 |
1,828 |
14,893 |
-197 |
Jun03 |
021206 |
4.060 |
4.085 |
4.055 |
4.066 |
+0.006 |
646 |
21,721 |
+120 |
Jul03 |
021206 |
4.075 |
4.110 |
4.050 |
4.086 |
+0.006 |
454 |
16,181 |
-23 |
Aug03 |
021206 |
4.080 |
4.115 |
4.080 |
4.096 |
+0.001 |
621 |
11,966 |
+125 |
Total Volume and Open Interest |
64,014 |
374,145 |
-3,232 |
Brent Crude Oil(IPE) |
Jan03 |
021206 |
25.90 |
26.00 |
25.37 |
25.46 |
-0.34 |
35,290 |
57,564 |
+2,090 |
Feb03 |
021206 |
25.59 |
25.70 |
25.15 |
25.19 |
-0.32 |
24,692 |
67,877 |
-1,518 |
Mar03 |
021206 |
25.41 |
25.47 |
24.96 |
25.02 |
-0.30 |
5,586 |
31,478 |
+1,794 |
Apr03 |
021206 |
25.14 |
25.19 |
24.78 |
24.81 |
-0.25 |
1,235 |
18,506 |
+224 |
May03 |
021206 |
24.90 |
24.90 |
24.57 |
24.58 |
-0.22 |
590 |
13,324 |
+94 |
Jun03 |
021206 |
24.60 |
24.60 |
24.34 |
24.35 |
-0.19 |
2,342 |
23,669 |
+256 |
Jul03 |
021206 |
24.30 |
24.30 |
24.12 |
24.12 |
-0.18 |
543 |
9,702 |
+158 |
Aug03 |
021206 |
24.09 |
24.11 |
23.88 |
23.88 |
-0.19 |
750 |
6,317 |
+60 |
Total Volume and Open Interest |
75,707 |
278,785 |
+4,429 |
Gas Oil(IPE) |
Dec02 |
021206 |
227.00 |
227.00 |
222.00 |
223.50 |
-1.00 |
15,864 |
42,781 |
-252 |
Jan03 |
021206 |
226.00 |
226.50 |
221.75 |
222.50 |
-1.50 |
19,381 |
62,448 |
-1,825 |
Feb03 |
021206 |
222.50 |
223.75 |
219.25 |
220.25 |
-1.75 |
5,880 |
25,220 |
+1,960 |
Mar03 |
021206 |
219.00 |
219.25 |
216.00 |
216.50 |
-1.75 |
927 |
11,963 |
+494 |
Apr03 |
021206 |
212.00 |
212.50 |
212.00 |
212.50 |
-1.50 |
150 |
8,270 |
+0 |
May03 |
021206 |
208.00 |
208.50 |
208.00 |
208.50 |
-1.50 |
100 |
6,053 |
-50 |
Jun03 |
021206 |
208.75 |
208.75 |
206.50 |
206.50 |
-1.50 |
328 |
17,094 |
-55 |
Jul03 |
021206 |
208.50 |
208.50 |
206.00 |
206.00 |
-1.50 |
0 |
3,002 |
+0 |
Total Volume and Open Interest |
42,630 |
204,387 |
+272 |
US Dollar Index(NYBOT) |
Dec02 |
021206 |
106.10 |
106.15 |
104.95 |
105.38 |
-0.81 |
609 |
11,396 |
-347 |
Mar03 |
021206 |
106.58 |
106.65 |
105.35 |
105.87 |
-0.79 |
467 |
3,215 |
+362 |
Jun03 |
021206 |
106.36 |
106.36 |
106.36 |
106.36 |
-0.77 |
1 |
9 |
+1 |
Total Volume and Open Interest |
1,077 |
14,621 |
+16 |
Australian Dollar(CME) |
Dec02 |
021206 |
56.00 |
56.17 |
55.95 |
56.06 |
-0.01 |
1,547 |
32,231 |
+1,126 |
Mar03 |
021206 |
55.58 |
55.70 |
55.50 |
55.60 |
-0.01 |
658 |
5,286 |
+495 |
Jun03 |
021206 |
55.14 |
55.14 |
55.14 |
55.14 |
-0.01 |
0 |
682 |
+0 |
Total Volume and Open Interest |
2,206 |
38,461 |
+1,622 |
British Pound(CME) |
Dec02 |
021206 |
156.76 |
157.84 |
156.76 |
157.42 |
+0.42 |
2,047 |
29,454 |
-546 |
Mar03 |
021206 |
155.80 |
157.00 |
155.76 |
156.42 |
+0.42 |
463 |
4,224 |
+445 |
Jun03 |
021206 |
155.44 |
155.44 |
155.44 |
155.44 |
+0.42 |
0 |
18 |
+0 |
Total Volume and Open Interest |
2,510 |
33,697 |
-101 |
Canadian Dollar(CME) |
Dec02 |
021206 |
64.17 |
64.20 |
63.68 |
63.85 |
-0.21 |
4,808 |
46,390 |
-518 |
Mar03 |
021206 |
63.94 |
63.97 |
63.45 |
63.62 |
-0.22 |
2,233 |
14,130 |
+1,137 |
Jun03 |
021206 |
63.50 |
63.50 |
63.38 |
63.41 |
-0.23 |
107 |
3,823 |
+60 |
Sep03 |
021206 |
63.22 |
63.22 |
63.21 |
63.21 |
-0.24 |
3 |
933 |
-11 |
Total Volume and Open Interest |
7,151 |
65,953 |
+668 |
Japanese Yen(CME) |
Dec02 |
021206 |
80.05 |
82.00 |
80.02 |
80.79 |
+0.76 |
10,694 |
74,549 |
+676 |
Mar03 |
021206 |
80.33 |
82.40 |
80.30 |
81.08 |
+0.76 |
6,144 |
10,928 |
+3,313 |
Jun03 |
021206 |
81.37 |
81.37 |
81.37 |
81.37 |
+0.76 |
16 |
70 |
+15 |
Total Volume and Open Interest |
16,854 |
85,765 |
+4,004 |
Swiss Franc(CME) |
Dec02 |
021206 |
67.99 |
68.85 |
67.99 |
68.60 |
+0.61 |
7,031 |
39,067 |
+718 |
Mar03 |
021206 |
68.14 |
68.90 |
68.12 |
68.73 |
+0.61 |
830 |
2,601 |
+697 |
Jun03 |
021206 |
68.87 |
68.87 |
68.87 |
68.87 |
+0.61 |
2 |
10 |
+2 |
Total Volume and Open Interest |
7,865 |
41,733 |
+1,415 |
EuroFX(CME) |
Dec02 |
021206 |
100.01 |
101.20 |
99.99 |
100.88 |
+0.88 |
6,579 |
92,487 |
-1,277 |
Mar03 |
021206 |
99.66 |
100.85 |
99.63 |
100.51 |
+0.88 |
1,914 |
7,982 |
+1,382 |
Jun03 |
021206 |
100.20 |
100.20 |
100.00 |
100.17 |
+0.88 |
3 |
418 |
+2 |
Total Volume and Open Interest |
8,496 |
100,936 |
+107 |
Mexican Peso(CME) |
Dec02 |
021206 |
9700.0 |
9780.0 |
9650.0 |
9775.0 |
+70.0 |
4,069 |
16,783 |
-377 |
Mar03 |
021206 |
9515.0 |
9600.0 |
9460.0 |
9592.5 |
+67.5 |
1,266 |
4,747 |
+677 |
Total Volume and Open Interest |
5,335 |
22,263 |
+300 |
30-Year T-Bonds(CBOT) |
Dec02 |
021206 |
110~09 |
112~00 |
110~03 |
110~17 |
+0~02 |
49,016 |
83,494 |
-18,962 |
Mar03 |
021206 |
108~28 |
110~26 |
108~24 |
109~07 |
+0~01 |
239,700 |
350,912 |
+22,094 |
Jun03 |
021206 |
107~29 |
109~12 |
107~18 |
107~30 |
unch |
250 |
13,798 |
+31 |
Total Volume and Open Interest |
288,966 |
448,292 |
+3,163 |
Municipal Bonds(CBOT) |
Dec02 |
021206 |
108~01 |
109~03 |
107~21 |
108~10 |
+0~11 |
417 |
2,687 |
-195 |
Mar03 |
021206 |
101~19 |
102~11 |
101~05 |
101~30 |
+0~12 |
807 |
1,258 |
+278 |
Total Volume and Open Interest |
1,224 |
3,945 |
+83 |
10-Year T-Notes(CBOT) |
Dec02 |
021206 |
113~020 |
114~090 |
113~010 |
113~190 |
+0~125 |
51,241 |
146,134 |
-27,100 |
Mar03 |
021206 |
111~200 |
113~000 |
111~195 |
112~070 |
+0~125 |
531,196 |
671,491 |
+14,034 |
Total Volume and Open Interest |
582,437 |
820,837 |
-13,066 |
5-Year T-Notes(CBOT) |
Dec02 |
021206 |
112~085 |
112~285 |
112~085 |
112~180 |
+0~100 |
57,576 |
132,024 |
-31,577 |
Mar03 |
021206 |
110~295 |
111~210 |
110~280 |
111~070 |
+0~100 |
79,986 |
583,824 |
+32,279 |
Total Volume and Open Interest |
137,562 |
715,848 |
+702 |
2 Year T-Notes(CBOT) |
Dec02 |
021206 |
107~040 |
107~048 |
107~028 |
107~042 |
+0~024 |
12,079 |
21,767 |
-8,324 |
Mar03 |
021206 |
106~073 |
106~106 |
106~072 |
106~099 |
+0~027 |
12,330 |
96,179 |
+6,842 |
Total Volume and Open Interest |
24,409 |
117,946 |
-1,482 |
3-Mth T-Bills(IMM) |
Mar03 |
021206 |
98.83 |
98.83 |
98.83 |
98.83 |
+0.04 |
0 |
31 |
+0 |
Total Volume and Open Interest |
14 |
581 |
-5 |
Eurodollars(CME) |
Dec02 |
021206 |
98.590 |
98.613 |
98.585 |
98.600 |
+0.007 |
73,160 |
837,725 |
+6,281 |
Mar03 |
021206 |
98.530 |
98.590 |
98.530 |
98.575 |
+0.040 |
109,251 |
724,826 |
+4,240 |
Jun03 |
021206 |
98.310 |
98.415 |
98.305 |
98.395 |
+0.080 |
156,565 |
555,802 |
+2,967 |
Sep03 |
021206 |
97.970 |
98.125 |
97.970 |
98.090 |
+0.105 |
151,212 |
431,801 |
+9,615 |
Dec03 |
021206 |
97.585 |
97.725 |
97.560 |
97.715 |
+0.130 |
90,788 |
372,529 |
+1,175 |
Mar04 |
021206 |
97.190 |
97.330 |
97.180 |
97.315 |
+0.135 |
40,568 |
244,219 |
-5,709 |
Jun04 |
021206 |
96.790 |
96.940 |
96.790 |
96.930 |
+0.145 |
22,705 |
197,094 |
+188 |
Sep04 |
021206 |
96.450 |
96.600 |
96.450 |
96.585 |
+0.140 |
15,769 |
168,634 |
-2,192 |
Dec04 |
021206 |
96.185 |
96.330 |
96.170 |
96.300 |
+0.125 |
9,771 |
124,179 |
+1,007 |
Mar05 |
021206 |
95.995 |
96.150 |
95.985 |
96.100 |
+0.110 |
9,983 |
114,858 |
+1,176 |
Jun05 |
021206 |
95.825 |
95.980 |
95.815 |
95.920 |
+0.100 |
7,280 |
92,677 |
-1,400 |
Sep05 |
021206 |
95.675 |
95.830 |
95.665 |
95.760 |
+0.090 |
6,016 |
95,297 |
-759 |
Total Volume and Open Interest |
712,299 |
4,412,024 |
+17,850 |
3-Mth Euro-Yen(CME) |
Dec02 |
021206 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
214 |
8,706 |
-183 |
Mar03 |
021206 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.02 |
5 |
12,421 |
-56 |
Jun03 |
021206 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3 |
5,660 |
+54 |
Sep03 |
021206 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.01 |
0 |
6,206 |
+305 |
Dec03 |
021206 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
1 |
1,592 |
+41 |
Mar04 |
021206 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
50 |
2,364 |
-18 |
Jun04 |
021206 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
690 |
+0 |
Sep04 |
021206 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
1,431 |
+0 |
Dec04 |
021206 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
262 |
+0 |
Mar05 |
021206 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
760 |
+0 |
Total Volume and Open Interest |
273 |
43,292 |
+143 |
3-Mth Euro-Yen(SIMEX) |
Dec02 |
021206 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
158 |
60,668 |
+85 |
Mar03 |
021206 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
1,070 |
45,773 |
-14 |
Jun03 |
021206 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
477 |
55,225 |
-266 |
Sep03 |
021206 |
99.87 |
99.88 |
99.87 |
99.88 |
+0.01 |
544 |
29,673 |
-899 |
Dec03 |
021206 |
99.85 |
99.85 |
99.85 |
99.85 |
+0.01 |
50 |
27,048 |
+30 |
Mar04 |
021206 |
99.79 |
99.80 |
99.79 |
99.79 |
unch |
33 |
23,929 |
-14 |
Jun04 |
021206 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
0 |
12,754 |
+0 |
Sep04 |
021206 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
37 |
2,974 |
-5 |
Total Volume and Open Interest |
2,369 |
273,043 |
-1,083 |
German Euro-Bund(EUREX) |
Dec02 |
021206 |
111.78 |
111.97 |
111.72 |
111.92 |
+0.11 |
721,846 |
42,758 |
-200,675 |
Mar03 |
021206 |
111.38 |
111.99 |
111.30 |
111.60 |
+0.19 |
778,828 |
571,797 |
+158,166 |
Jun03 |
021206 |
110.58 |
111.02 |
110.55 |
110.81 |
+0.15 |
5,642 |
2 |
+1 |
Total Volume and Open Interest |
1,506,316 |
614,557 |
-42,508 |
German Euro-Bobl(EUREX) |
Dec02 |
021206 |
109.30 |
109.38 |
109.23 |
109.36 |
+0.07 |
439,848 |
52,566 |
-198,612 |
Mar03 |
021206 |
109.34 |
109.68 |
109.24 |
109.57 |
+0.26 |
528,275 |
430,296 |
+91,021 |
Jun03 |
021206 |
108.62 |
108.62 |
108.62 |
108.62 |
+0.28 |
2,903 |
2,435 |
+0 |
Total Volume and Open Interest |
971,026 |
485,297 |
-107,591 |
Long Gilt(LIFFE) |
Dec02 |
021206 |
118~27 |
119~16 |
118~27 |
119~06 |
+0~11 |
1,812 |
19,564 |
-1,136 |
Mar03 |
021206 |
118~01 |
118~26 |
118~01 |
118~14 |
+0~11 |
28,850 |
75,328 |
+160 |
Total Volume and Open Interest |
30,662 |
94,892 |
-976 |
3-Mth Short Sterling(LIFFE) |
Dec02 |
021206 |
95.98 |
96.01 |
95.98 |
95.99 |
unch |
24,857 |
0 |
+0 |
Mar03 |
021206 |
95.98 |
96.10 |
95.98 |
96.05 |
+0.06 |
36,388 |
0 |
+0 |
Jun03 |
021206 |
95.86 |
95.97 |
95.84 |
95.94 |
+0.09 |
45,692 |
0 |
+0 |
Total Volume and Open Interest |
151,775 |
|
|
3-Mth Euribor(LIFFE) |
Dec02 |
021206 |
97.125 |
97.130 |
97.115 |
97.120 |
-0.010 |
381,639 |
571,175 |
-8,429 |
Mar03 |
021206 |
97.195 |
97.230 |
97.180 |
97.210 |
+0.015 |
258,488 |
547,308 |
+21,318 |
Jun03 |
021206 |
97.160 |
97.215 |
97.140 |
97.195 |
+0.040 |
172,584 |
372,402 |
+5,162 |
Total Volume and Open Interest |
1,119,255 |
2,350,762 |
+23,798 |
3-Mth Aus T-Bills(SFE) |
Dec02 |
021206 |
95.16 |
95.19 |
95.16 |
95.18 |
unch |
5,022 |
187,970 |
-2,054 |
Mar03 |
021206 |
95.33 |
95.37 |
95.30 |
95.36 |
+0.04 |
11,230 |
132,986 |
+3,817 |
Jun03 |
021206 |
95.25 |
95.28 |
95.22 |
95.28 |
+0.04 |
3,084 |
50,036 |
+1,107 |
Sep03 |
021206 |
95.13 |
95.16 |
95.12 |
95.15 |
+0.03 |
1,486 |
24,602 |
-579 |
Dec03 |
021206 |
95.01 |
95.05 |
94.99 |
95.03 |
+0.03 |
291 |
16,294 |
-92 |
Mar04 |
021206 |
94.91 |
94.93 |
94.91 |
94.91 |
+0.02 |
1 |
12,193 |
-40 |
Jun04 |
021206 |
94.79 |
94.80 |
94.79 |
94.79 |
+0.01 |
50 |
7,007 |
-40 |
Sep04 |
021206 |
94.69 |
94.70 |
94.68 |
94.68 |
+0.02 |
70 |
5,264 |
-90 |
Dec04 |
021206 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.02 |
0 |
1,928 |
+0 |
Mar05 |
021206 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.02 |
0 |
624 |
+0 |
Total Volume and Open Interest |
21,234 |
439,555 |
+2,029 |
10-Year Aus T-Bonds(SFE) |
Dec02 |
021206 |
94.55 |
94.67 |
94.54 |
94.61 |
+0.07 |
5,535 |
189,873 |
+5,122 |
Mar03 |
021206 |
94.46 |
94.50 |
94.45 |
94.45 |
+0.02 |
705 |
5,763 |
+341 |
Total Volume and Open Interest |
11,084 |
190,173 |
-1,941 |
3-Year Aus T-Bonds(SFE) |
Dec02 |
021206 |
95.13 |
95.15 |
95.09 |
95.14 |
+0.02 |
30,801 |
459,554 |
+7,411 |
Mar03 |
021206 |
94.89 |
94.93 |
94.89 |
94.93 |
+0.02 |
314 |
1,631 |
+176 |
Total Volume and Open Interest |
31,115 |
461,185 |
+7,587 |
Gold(CMX) |
Dec02 |
021206 |
325.0 |
328.0 |
325.0 |
326.3 |
+1.5 |
395 |
1,547 |
-220 |
Feb03 |
021206 |
326.7 |
330.0 |
325.3 |
327.1 |
+1.5 |
35,619 |
108,097 |
+7,658 |
Apr03 |
021206 |
327.8 |
331.0 |
326.0 |
327.8 |
+1.4 |
200 |
11,530 |
+37 |
Jun03 |
021206 |
328.2 |
331.0 |
327.0 |
328.4 |
+1.4 |
997 |
13,283 |
+131 |
Aug03 |
021206 |
327.9 |
329.0 |
327.9 |
329.0 |
+1.4 |
212 |
8,411 |
+42 |
Oct03 |
021206 |
329.6 |
329.6 |
329.6 |
329.6 |
+1.4 |
0 |
1,327 |
+0 |
Total Volume and Open Interest |
37,921 |
171,013 |
+7,795 |
Silver(CMX) |
Dec02 |
021206 |
468.0 |
468.0 |
459.5 |
463.2 |
+1.0 |
116 |
1,458 |
-43 |
Mar03 |
021206 |
467.0 |
469.0 |
460.0 |
465.0 |
+1.0 |
16,514 |
54,794 |
-243 |
May03 |
021206 |
467.5 |
470.0 |
463.0 |
466.4 |
+1.0 |
49 |
3,545 |
-6 |
Jul03 |
021206 |
472.0 |
473.0 |
463.0 |
467.7 |
+0.9 |
42 |
7,420 |
-21 |
Sep03 |
021206 |
464.0 |
468.7 |
464.0 |
468.7 |
+0.8 |
2 |
873 |
-2 |
Total Volume and Open Interest |
16,776 |
77,015 |
-361 |
Platinum(NYM) |
Jan03 |
021206 |
596.0 |
598.8 |
594.0 |
597.8 |
+3.1 |
594 |
7,887 |
+26 |
Apr03 |
021206 |
590.0 |
592.0 |
590.0 |
590.8 |
+2.6 |
17 |
188 |
+13 |
Jul03 |
021206 |
587.0 |
587.3 |
587.0 |
587.3 |
+2.6 |
4 |
11 |
+4 |
Total Volume and Open Interest |
615 |
8,086 |
+43 |
Palladium(NYME) |
Dec02 |
021206 |
249.50 |
249.50 |
249.50 |
249.50 |
+3.05 |
19 |
152 |
-11 |
Mar03 |
021206 |
251.00 |
256.00 |
242.00 |
251.25 |
+3.05 |
169 |
1,960 |
+46 |
Total Volume and Open Interest |
188 |
2,112 |
+35 |
Copper(CMX) |
Dec02 |
021206 |
73.80 |
74.05 |
73.15 |
74.05 |
+0.05 |
516 |
3,336 |
-517 |
Mar03 |
021206 |
75.10 |
75.25 |
73.90 |
74.90 |
+0.10 |
6,028 |
50,442 |
-491 |
May03 |
021206 |
75.65 |
75.65 |
74.55 |
75.35 |
+0.15 |
3 |
4,311 |
-2 |
Jul03 |
021206 |
74.85 |
75.95 |
74.85 |
75.75 |
+0.15 |
14 |
3,928 |
+0 |
Sep03 |
021206 |
75.95 |
76.10 |
75.95 |
76.10 |
+0.15 |
0 |
4,089 |
+0 |
Total Volume and Open Interest |
6,660 |
84,554 |
-1,001 |
DJIA Index(CBOT) |
Dec02 |
021206 |
8600 |
8680 |
8485 |
8657 |
+17 |
21,058 |
31,860 |
-489 |
Mar03 |
021206 |
8580 |
8660 |
8460 |
8641 |
+16 |
236 |
1,253 |
-16 |
Jun03 |
021206 |
8580 |
8626 |
8580 |
8626 |
+15 |
0 |
4 |
+0 |
Total Volume and Open Interest |
21,294 |
33,144 |
-517 |
S & P 500(CME) |
Dec02 |
021206 |
895.00 |
916.00 |
893.80 |
913.80 |
+5.30 |
77,465 |
483,303 |
-11,610 |
Mar03 |
021206 |
894.50 |
914.30 |
893.50 |
913.00 |
+5.30 |
24,357 |
156,008 |
+16,564 |
Jun03 |
021206 |
912.80 |
912.80 |
912.80 |
912.80 |
+5.30 |
1,570 |
8,066 |
+987 |
Sep03 |
021206 |
912.80 |
912.80 |
912.80 |
912.80 |
+5.30 |
35 |
620 |
-6 |
Total Volume and Open Interest |
103,442 |
648,030 |
+5,948 |
S & P 500 E-Mini(Globex) |
Dec02 |
021206 |
909.75 |
916.00 |
891.75 |
913.75 |
+5.25 |
651,673 |
433,732 |
-5,828 |
Mar03 |
021206 |
909.25 |
914.75 |
891.25 |
913.00 |
+5.25 |
2,144 |
3,192 |
+1,013 |
Total Volume and Open Interest |
653,817 |
436,924 |
-4,815 |
NASDAQ 100(CME) |
Dec02 |
021206 |
1039.00 |
1075.00 |
1036.00 |
1067.00 |
+11.00 |
15,166 |
70,081 |
-877 |
Mar03 |
021206 |
1052.00 |
1073.00 |
1052.00 |
1070.50 |
+11.50 |
286 |
4,330 |
+222 |
Jun03 |
021206 |
1074.00 |
1074.00 |
1074.00 |
1074.00 |
+12.00 |
0 |
6 |
+0 |
Total Volume and Open Interest |
15,452 |
74,417 |
-655 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec02 |
021206 |
1062.0 |
1075.0 |
1030.0 |
1067.0 |
+11.0 |
331,456 |
157,652 |
+5,692 |
Mar03 |
021206 |
1065.0 |
1077.0 |
1033.0 |
1070.5 |
+11.5 |
628 |
1,250 |
+909 |
Total Volume and Open Interest |
332,084 |
158,902 |
+6,601 |
NYSE Composite(NYBOT) |
Dec02 |
021206 |
478.00 |
485.30 |
478.00 |
485.30 |
+2.00 |
172 |
2,575 |
+92 |
Mar03 |
021206 |
483.30 |
484.80 |
483.30 |
484.80 |
+2.00 |
80 |
80 |
+0 |
Jun03 |
021206 |
484.30 |
484.30 |
484.30 |
484.30 |
+2.00 |
|
|
|
Total Volume and Open Interest |
252 |
2,655 |
+92 |
S & P Midcap 400(CME) |
Dec02 |
021206 |
433.00 |
441.75 |
433.00 |
440.00 |
+1.00 |
887 |
15,367 |
+7 |
Mar03 |
021206 |
440.50 |
440.50 |
440.25 |
440.25 |
+1.00 |
92 |
558 |
+92 |
Jun03 |
021206 |
441.25 |
441.25 |
441.25 |
441.25 |
+1.00 |
|
|
|
Total Volume and Open Interest |
979 |
15,925 |
+99 |
Russell 2000(CME) |
Dec02 |
021206 |
390.00 |
398.25 |
389.50 |
396.00 |
+1.75 |
1,637 |
25,477 |
-774 |
Mar03 |
021206 |
395.50 |
396.50 |
394.50 |
395.90 |
+1.75 |
319 |
1,544 |
+301 |
Jun03 |
021206 |
397.90 |
397.90 |
397.90 |
397.90 |
+1.75 |
|
|
|
Total Volume and Open Interest |
1,956 |
27,021 |
-473 |
Value Line(KCBT) |
Dec02 |
021206 |
1046.00 |
1070.00 |
1044.50 |
1063.00 |
+4.00 |
25 |
303 |
-7 |
Total Volume and Open Interest |
35 |
371 |
+1 |
Nikkei 225(CME) |
Dec02 |
021206 |
8850 |
8895 |
8820 |
8890 |
+5 |
1,265 |
18,220 |
-32 |
Mar03 |
021206 |
8860 |
8905 |
8860 |
8895 |
+5 |
173 |
698 |
+159 |
Total Volume and Open Interest |
1,438 |
18,925 |
+127 |
Nikkei 225(SIMEX) |
Dec02 |
021206 |
8875 |
8950 |
8805 |
8950 |
+55 |
16,521 |
95,955 |
-744 |
Mar03 |
021206 |
8880 |
8945 |
8810 |
8945 |
+60 |
1,822 |
2,682 |
+1,690 |
Jun03 |
021206 |
8900 |
8900 |
8900 |
8900 |
+55 |
104 |
104 |
+104 |
Total Volume and Open Interest |
18,447 |
98,783 |
+1,050 |
CAC 40(MATIF) |
Dec02 |
021206 |
3200.0 |
3200.0 |
3200.0 |
3200.0 |
+31.0 |
75,226 |
543,834 |
+18,258 |
Jan03 |
021206 |
3205.5 |
3205.5 |
3205.5 |
3205.5 |
+29.5 |
3 |
2,604 |
+0 |
Total Volume and Open Interest |
76,240 |
594,161 |
+19,261 |
DAX Index(EUREX) |
Dec02 |
021206 |
3237.5 |
3251.0 |
3111.5 |
3198.5 |
-31.5 |
114,637 |
215,851 |
-3,329 |
Mar03 |
021206 |
3262.0 |
3270.0 |
3137.0 |
3220.5 |
-32.5 |
2,129 |
21,445 |
+1,325 |
Jun03 |
021206 |
3172.5 |
3243.5 |
3164.0 |
3243.5 |
-32.5 |
807 |
3,751 |
+700 |
Total Volume and Open Interest |
117,573 |
241,047 |
-1,304 |
FT-SE 100(LIFFE) |
Dec02 |
021206 |
4041.00 |
4057.50 |
3934.50 |
4016.00 |
-23.50 |
93,229 |
355,390 |
-8,381 |
Mar03 |
021206 |
4029.50 |
4043.00 |
3927.00 |
4002.00 |
-24.00 |
13,461 |
83,966 |
+13,121 |
Jun03 |
021206 |
4045.50 |
4045.50 |
3937.00 |
4010.00 |
-24.00 |
449 |
27,332 |
+32 |
Total Volume and Open Interest |
107,203 |
472,990 |
+4,675 |
SPI 200(SFE) |
Dec02 |
021206 |
3022.0 |
3040.0 |
3021.0 |
3037.0 |
-5.0 |
8,995 |
132,315 |
-43,665 |
Mar03 |
021206 |
3034.0 |
3040.0 |
3026.0 |
3040.0 |
-5.0 |
1,183 |
15,031 |
+1,059 |
Jun03 |
021206 |
3044.0 |
3044.0 |
3044.0 |
3044.0 |
-6.0 |
55 |
1,510 |
-5 |
Total Volume and Open Interest |
10,311 |
151,480 |
-42,557 |
GSCI(CME) |
Dec02 |
021206 |
219.10 |
219.30 |
216.90 |
217.60 |
-1.40 |
334 |
14,996 |
+105 |
Jan03 |
021206 |
217.10 |
217.10 |
217.10 |
217.10 |
-0.90 |
0 |
55 |
+0 |
Feb03 |
021206 |
215.50 |
215.50 |
215.50 |
215.50 |
-1.00 |
|
|
|
Total Volume and Open Interest |
334 |
15,051 |
+105 |
Bridge CRB Index(NYBOT) |
Jan03 |
021206 |
232.25 |
232.75 |
231.25 |
231.50 |
-0.50 |
16 |
354 |
-7 |
Feb03 |
021206 |
230.25 |
230.25 |
230.25 |
230.25 |
-0.50 |
1 |
223 |
+1 |
Apr03 |
021206 |
228.50 |
228.50 |
228.50 |
228.50 |
-0.50 |
4 |
126 |
-2 |
Total Volume and Open Interest |
21 |
705 |
-8 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|