 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri December 27, 2002 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan03 |
021227 |
566.00 |
570.50 |
564.75 |
569.75 |
+4.00 |
15,837 |
30,164 |
-4,466 |
Mar03 |
021227 |
563.00 |
568.00 |
561.50 |
566.50 |
+4.25 |
20,018 |
76,920 |
+2,679 |
May03 |
021227 |
556.00 |
560.00 |
554.50 |
558.75 |
+4.00 |
3,316 |
46,707 |
+908 |
Jul03 |
021227 |
552.50 |
556.00 |
551.50 |
555.75 |
+3.75 |
2,679 |
31,239 |
+461 |
Aug03 |
021227 |
544.50 |
548.00 |
543.50 |
547.25 |
+3.25 |
48 |
3,261 |
-4 |
Sep03 |
021227 |
529.00 |
529.00 |
529.00 |
529.00 |
+2.50 |
0 |
597 |
+0 |
Nov03 |
021227 |
512.00 |
513.50 |
510.25 |
512.75 |
+2.25 |
1,476 |
20,645 |
-53 |
Total Volume and Open Interest |
43,374 |
209,790 |
-475 |
Soybean Meal(CBOT) |
Jan03 |
021227 |
166.00 |
167.00 |
165.00 |
166.90 |
+1.70 |
9,626 |
13,489 |
-1,761 |
Mar03 |
021227 |
165.80 |
167.00 |
165.00 |
166.70 |
+1.60 |
9,479 |
39,977 |
+696 |
May03 |
021227 |
165.00 |
165.80 |
164.20 |
165.70 |
+1.40 |
2,746 |
31,132 |
-117 |
Jul03 |
021227 |
164.20 |
164.70 |
163.40 |
164.70 |
+1.20 |
1,197 |
23,747 |
-115 |
Aug03 |
021227 |
162.00 |
162.20 |
161.20 |
162.10 |
+0.40 |
61 |
8,541 |
+28 |
Sep03 |
021227 |
158.50 |
159.00 |
158.30 |
158.50 |
+0.40 |
82 |
4,930 |
-64 |
Oct03 |
021227 |
154.00 |
154.50 |
153.70 |
154.40 |
+0.90 |
321 |
3,878 |
-27 |
Dec03 |
021227 |
153.30 |
153.80 |
153.10 |
153.80 |
+0.80 |
527 |
12,494 |
+233 |
Total Volume and Open Interest |
24,064 |
139,663 |
-1,107 |
Soybean Oil(CBOT) |
Jan03 |
021227 |
21.45 |
21.48 |
21.30 |
21.37 |
-0.06 |
14,132 |
13,304 |
-6,939 |
Mar03 |
021227 |
21.49 |
21.57 |
21.36 |
21.41 |
-0.10 |
13,648 |
67,350 |
+2,607 |
May03 |
021227 |
21.40 |
21.42 |
21.23 |
21.25 |
-0.12 |
3,041 |
29,620 |
-559 |
Jul03 |
021227 |
21.25 |
21.25 |
21.10 |
21.10 |
-0.11 |
908 |
18,591 |
+323 |
Aug03 |
021227 |
20.95 |
21.00 |
20.90 |
20.90 |
-0.08 |
248 |
4,872 |
+52 |
Sep03 |
021227 |
20.70 |
20.75 |
20.70 |
20.70 |
unch |
109 |
2,336 |
+9 |
Oct03 |
021227 |
20.35 |
20.35 |
20.30 |
20.30 |
unch |
466 |
1,403 |
+257 |
Dec03 |
021227 |
20.20 |
20.20 |
20.08 |
20.12 |
+0.02 |
808 |
8,346 |
+251 |
Total Volume and Open Interest |
33,360 |
146,650 |
-3,999 |
Canola(WCE) |
Jan03 |
021227 |
424.7 |
424.7 |
419.5 |
419.7 |
-5.0 |
1,196 |
7,728 |
-764 |
Mar03 |
021227 |
429.5 |
429.8 |
425.0 |
426.0 |
-4.0 |
723 |
23,666 |
-666 |
May03 |
021227 |
434.5 |
434.7 |
430.5 |
430.5 |
-4.2 |
278 |
9,624 |
-127 |
Jul03 |
021227 |
432.0 |
432.0 |
430.0 |
430.0 |
-3.9 |
245 |
3,673 |
+0 |
Sep03 |
021227 |
380.0 |
380.0 |
380.0 |
380.0 |
unch |
0 |
200 |
+0 |
Total Volume and Open Interest |
2,447 |
56,220 |
-1,562 |
Corn(CBOT) |
Mar03 |
021227 |
243.00 |
243.00 |
239.25 |
239.75 |
-3.00 |
22,076 |
238,600 |
-2,336 |
May03 |
021227 |
245.75 |
246.00 |
242.50 |
243.00 |
-2.75 |
2,552 |
65,656 |
+45 |
Jul03 |
021227 |
248.75 |
249.00 |
245.50 |
246.00 |
-2.75 |
3,910 |
66,988 |
+299 |
Sep03 |
021227 |
245.25 |
245.25 |
243.00 |
243.00 |
-2.25 |
320 |
16,486 |
+121 |
Dec03 |
021227 |
242.25 |
242.50 |
241.25 |
241.50 |
-1.00 |
1,044 |
42,782 |
+123 |
Mar04 |
021227 |
247.75 |
248.00 |
247.00 |
247.00 |
-1.25 |
133 |
3,435 |
+41 |
Total Volume and Open Interest |
30,082 |
436,280 |
-1,720 |
Wheat(CBOT) |
Mar03 |
021227 |
338.00 |
340.50 |
332.00 |
333.00 |
-5.25 |
13,169 |
57,247 |
+607 |
May03 |
021227 |
331.00 |
332.00 |
325.00 |
325.00 |
-4.75 |
943 |
6,127 |
+209 |
Jul03 |
021227 |
303.00 |
304.00 |
300.00 |
301.00 |
-2.25 |
2,130 |
14,378 |
-427 |
Sep03 |
021227 |
306.00 |
307.00 |
305.00 |
305.00 |
-1.50 |
74 |
2,269 |
+29 |
Dec03 |
021227 |
318.00 |
318.00 |
315.00 |
315.00 |
-1.50 |
26 |
3,531 |
+23 |
Total Volume and Open Interest |
16,342 |
83,740 |
+441 |
Wheat(KCBT) |
Mar03 |
021227 |
374.00 |
375.00 |
366.25 |
370.50 |
-4.00 |
2,806 |
35,117 |
-1,025 |
May03 |
021227 |
354.00 |
354.50 |
347.50 |
349.25 |
-5.75 |
426 |
8,343 |
-11 |
Jul03 |
021227 |
328.00 |
330.00 |
325.00 |
329.00 |
+1.50 |
597 |
9,049 |
-234 |
Sep03 |
021227 |
326.00 |
332.00 |
324.50 |
332.00 |
+6.00 |
5 |
2,448 |
-2 |
Dec03 |
021227 |
338.00 |
342.00 |
335.00 |
342.00 |
+5.00 |
12 |
1,181 |
+5 |
Total Volume and Open Interest |
3,846 |
56,245 |
-1,267 |
Wheat(MGE) |
Mar03 |
021227 |
394.50 |
394.50 |
387.00 |
388.50 |
-6.00 |
809 |
17,412 |
-213 |
May03 |
021227 |
389.00 |
389.00 |
381.50 |
382.50 |
-5.00 |
209 |
5,270 |
+133 |
Jul03 |
021227 |
370.00 |
370.00 |
366.00 |
366.50 |
-4.50 |
73 |
2,083 |
+24 |
Sep03 |
021227 |
347.25 |
347.25 |
341.00 |
341.00 |
-6.25 |
30 |
1,773 |
+23 |
Dec03 |
021227 |
352.00 |
352.00 |
345.00 |
345.00 |
-7.00 |
22 |
1,095 |
+14 |
Total Volume and Open Interest |
1,143 |
27,647 |
-19 |
Oats(CBOT) |
Mar03 |
021227 |
204.25 |
205.00 |
200.00 |
204.00 |
-0.75 |
356 |
4,590 |
-32 |
May03 |
021227 |
196.00 |
196.00 |
194.50 |
196.00 |
unch |
12 |
1,059 |
-1 |
Jul03 |
021227 |
177.50 |
177.50 |
177.50 |
177.50 |
+0.50 |
0 |
187 |
+0 |
Sep03 |
021227 |
155.00 |
155.00 |
155.00 |
155.00 |
unch |
0 |
7 |
+0 |
Total Volume and Open Interest |
368 |
5,923 |
-33 |
Rough Rice(CBOT) |
Jan03 |
021227 |
3.88 |
3.88 |
3.82 |
3.83 |
-0.07 |
1,014 |
2,089 |
-594 |
Mar03 |
021227 |
4.07 |
4.10 |
4.04 |
4.05 |
-0.04 |
801 |
4,328 |
+285 |
May03 |
021227 |
4.27 |
4.30 |
4.25 |
4.26 |
-0.05 |
181 |
1,405 |
+129 |
Jul03 |
021227 |
4.45 |
4.45 |
4.43 |
4.43 |
-0.04 |
14 |
842 |
+4 |
Total Volume and Open Interest |
2,010 |
8,907 |
-176 |
Live Cattle(CME) |
Dec02 |
021227 |
75.150 |
75.550 |
74.825 |
75.050 |
-0.050 |
1,132 |
3,084 |
-451 |
Feb03 |
021227 |
79.050 |
79.900 |
78.550 |
78.725 |
-0.475 |
3,769 |
53,454 |
+477 |
Apr03 |
021227 |
77.900 |
78.600 |
77.700 |
77.825 |
-0.100 |
2,048 |
31,426 |
+246 |
Jun03 |
021227 |
71.950 |
72.500 |
71.650 |
71.950 |
-0.100 |
739 |
17,769 |
-132 |
Aug03 |
021227 |
70.050 |
70.600 |
69.750 |
69.975 |
-0.200 |
48 |
5,608 |
+6 |
Oct03 |
021227 |
71.800 |
71.950 |
71.400 |
71.500 |
-0.025 |
2 |
1,106 |
+0 |
Total Volume and Open Interest |
7,738 |
112,447 |
+146 |
Feeder Cattle(CME) |
Jan03 |
021227 |
83.500 |
84.350 |
82.800 |
83.375 |
unch |
146 |
4,424 |
-64 |
Mar03 |
021227 |
81.950 |
82.650 |
81.150 |
81.575 |
-0.175 |
166 |
4,511 |
+114 |
Apr03 |
021227 |
81.400 |
82.400 |
80.700 |
81.200 |
-0.125 |
102 |
1,715 |
-51 |
May03 |
021227 |
81.950 |
82.550 |
81.700 |
81.750 |
-0.200 |
9 |
1,133 |
-1 |
Aug03 |
021227 |
84.000 |
84.600 |
83.250 |
83.750 |
-0.175 |
15 |
1,002 |
+15 |
Sep03 |
021227 |
84.100 |
84.300 |
83.850 |
83.850 |
-0.150 |
5 |
91 |
+0 |
Oct03 |
021227 |
84.000 |
84.000 |
83.825 |
83.825 |
-0.050 |
0 |
35 |
+0 |
Total Volume and Open Interest |
443 |
12,917 |
+13 |
Lean Hogs(CME) |
Feb03 |
021227 |
53.900 |
54.225 |
53.000 |
53.500 |
-0.475 |
2,468 |
21,146 |
+430 |
Apr03 |
021227 |
60.200 |
60.250 |
59.050 |
59.800 |
-0.625 |
1,199 |
8,243 |
+53 |
May03 |
021227 |
64.200 |
64.250 |
63.200 |
63.625 |
-0.725 |
244 |
2,233 |
+120 |
Jun03 |
021227 |
66.200 |
66.750 |
65.750 |
66.375 |
-0.475 |
306 |
4,916 |
+135 |
Jul03 |
021227 |
63.500 |
63.800 |
62.925 |
63.550 |
-0.175 |
142 |
1,528 |
+61 |
Aug03 |
021227 |
60.400 |
60.850 |
60.200 |
60.700 |
+0.025 |
43 |
1,034 |
+17 |
Oct03 |
021227 |
53.100 |
53.250 |
52.875 |
52.900 |
-0.125 |
10 |
254 |
+5 |
Dec03 |
021227 |
52.250 |
52.250 |
51.650 |
51.650 |
-0.600 |
14 |
73 |
+4 |
Total Volume and Open Interest |
4,426 |
39,427 |
+825 |
Pork Bellies(CME) |
Feb03 |
021227 |
88.900 |
88.925 |
87.900 |
88.000 |
-1.025 |
211 |
2,092 |
-8 |
Mar03 |
021227 |
87.050 |
87.350 |
86.450 |
86.500 |
-1.000 |
54 |
350 |
-7 |
May03 |
021227 |
88.100 |
88.300 |
87.550 |
87.550 |
-0.450 |
27 |
134 |
+6 |
Jul03 |
021227 |
87.950 |
88.000 |
87.800 |
87.800 |
-0.700 |
31 |
177 |
+1 |
Aug03 |
021227 |
86.300 |
86.300 |
86.300 |
86.300 |
-0.700 |
0 |
10 |
+0 |
Total Volume and Open Interest |
323 |
2,763 |
-8 |
Cocoa(NYBOT) |
Mar03 |
021227 |
2040 |
2045 |
1996 |
2018 |
-34 |
1,935 |
33,442 |
+447 |
May03 |
021227 |
2018 |
2018 |
1987 |
2004 |
-31 |
36 |
12,221 |
-5 |
Jul03 |
021227 |
2003 |
2004 |
1967 |
1986 |
-31 |
40 |
8,933 |
-33 |
Sep03 |
021227 |
1976 |
1976 |
1976 |
1976 |
-31 |
35 |
7,894 |
+0 |
Dec03 |
021227 |
1975 |
1975 |
1950 |
1970 |
-31 |
332 |
9,998 |
+264 |
Mar04 |
021227 |
1969 |
1969 |
1969 |
1969 |
-31 |
40 |
3,960 |
+40 |
May04 |
021227 |
1969 |
1969 |
1969 |
1969 |
-31 |
8 |
1,412 |
+0 |
Total Volume and Open Interest |
2,422 |
85,110 |
+709 |
Coffee "C"(NYBOT) |
Mar03 |
021227 |
61.00 |
61.90 |
60.45 |
61.35 |
+0.25 |
1,355 |
39,575 |
+462 |
May03 |
021227 |
63.80 |
64.25 |
63.05 |
63.90 |
+0.40 |
155 |
10,742 |
+17 |
Jul03 |
021227 |
66.00 |
66.50 |
65.75 |
66.20 |
+0.40 |
38 |
7,842 |
-19 |
Sep03 |
021227 |
68.15 |
68.50 |
67.75 |
68.20 |
+0.40 |
15 |
5,314 |
+7 |
Dec03 |
021227 |
70.50 |
70.80 |
70.30 |
70.50 |
+0.40 |
2 |
2,203 |
+0 |
Mar04 |
021227 |
72.50 |
72.50 |
72.20 |
72.20 |
+0.40 |
16 |
491 |
+0 |
Total Volume and Open Interest |
1,565 |
68,070 |
+467 |
Orange Juice(NYBOT) |
Jan03 |
021227 |
93.50 |
94.20 |
92.20 |
92.30 |
-1.75 |
2,418 |
4,873 |
-1,532 |
Mar03 |
021227 |
96.50 |
97.10 |
95.35 |
95.50 |
-1.55 |
2,793 |
11,803 |
+686 |
May03 |
021227 |
98.85 |
98.85 |
98.00 |
98.00 |
-1.25 |
50 |
4,322 |
+11 |
Jul03 |
021227 |
100.25 |
100.25 |
99.25 |
99.25 |
-1.00 |
4 |
994 |
+0 |
Sep03 |
021227 |
101.50 |
101.50 |
101.50 |
101.50 |
+0.25 |
0 |
255 |
+0 |
Total Volume and Open Interest |
5,265 |
22,587 |
-835 |
Sugar #11(NYBOT) |
Mar03 |
021227 |
7.48 |
7.48 |
7.41 |
7.43 |
-0.04 |
2,307 |
123,133 |
-321 |
May03 |
021227 |
6.86 |
6.87 |
6.84 |
6.85 |
-0.04 |
526 |
29,677 |
-111 |
Jul03 |
021227 |
6.27 |
6.28 |
6.25 |
6.25 |
-0.04 |
466 |
23,786 |
+15 |
Oct03 |
021227 |
6.11 |
6.11 |
6.07 |
6.07 |
-0.03 |
375 |
24,365 |
-10 |
Mar04 |
021227 |
6.10 |
6.10 |
6.05 |
6.05 |
-0.02 |
426 |
10,152 |
+304 |
Total Volume and Open Interest |
4,343 |
220,797 |
-82 |
London Cocoa(LCE) |
Dec02 |
021212 |
1300 |
1321 |
1300 |
1307 |
+2 |
1,367 |
1,829 |
-712 |
Mar03 |
021227 |
1314 |
1314 |
1295 |
1295 |
-23 |
2,783 |
77,344 |
+760 |
May03 |
021227 |
1325 |
1326 |
1309 |
1310 |
-22 |
505 |
31,408 |
+420 |
Jul03 |
021227 |
1335 |
1335 |
1319 |
1320 |
-22 |
724 |
17,934 |
+519 |
Sep03 |
021227 |
1347 |
1347 |
1334 |
1334 |
-22 |
69 |
12,002 |
+17 |
Dec03 |
021227 |
1360 |
1361 |
1346 |
1346 |
-22 |
269 |
18,488 |
+127 |
Mar04 |
021227 |
1355 |
1355 |
1355 |
1355 |
-22 |
0 |
5,572 |
+0 |
Total Volume and Open Interest |
4,590 |
164,551 |
+2,075 |
London Coffee(LCE) |
Jan03 |
021227 |
765.00 |
770.00 |
763.00 |
766.00 |
+2.00 |
986 |
13,379 |
-651 |
Mar03 |
021227 |
787.00 |
791.00 |
785.00 |
789.00 |
+4.00 |
963 |
52,166 |
+425 |
May03 |
021227 |
802.00 |
807.00 |
801.00 |
805.00 |
+3.00 |
378 |
26,349 |
+33 |
Jul03 |
021227 |
817.00 |
822.00 |
816.00 |
820.00 |
+4.00 |
0 |
16,426 |
+0 |
Sep03 |
021227 |
833.00 |
834.00 |
833.00 |
834.00 |
+4.00 |
0 |
9,241 |
+0 |
Nov03 |
021227 |
845.00 |
847.00 |
845.00 |
847.00 |
+3.00 |
0 |
6,400 |
+0 |
Total Volume and Open Interest |
2,327 |
125,523 |
-193 |
London Sugar(LCE) |
Dec02 |
021115 |
209.50 |
217.90 |
209.00 |
214.00 |
+4.50 |
2,590 |
2,552 |
-2,069 |
Mar03 |
021227 |
212.90 |
213.00 |
211.00 |
211.40 |
-0.60 |
344 |
31,676 |
-63 |
May03 |
021227 |
202.00 |
202.50 |
202.00 |
202.50 |
-0.50 |
139 |
11,142 |
-51 |
Aug03 |
021227 |
192.20 |
192.50 |
192.10 |
192.50 |
-0.50 |
49 |
10,433 |
-14 |
Oct03 |
021227 |
177.00 |
177.00 |
176.10 |
176.70 |
-0.50 |
5 |
6,210 |
+0 |
Total Volume and Open Interest |
582 |
63,999 |
-126 |
Cotton(NYBOT) |
Mar03 |
021227 |
51.69 |
51.90 |
51.20 |
51.80 |
+0.27 |
2,618 |
47,169 |
+110 |
May03 |
021227 |
54.50 |
55.05 |
54.50 |
54.98 |
+0.21 |
725 |
16,251 |
-91 |
Jul03 |
021227 |
55.55 |
56.00 |
55.55 |
56.00 |
+0.35 |
262 |
6,753 |
+56 |
Oct03 |
021227 |
56.00 |
56.35 |
56.00 |
56.35 |
+0.25 |
0 |
732 |
+0 |
Dec03 |
021227 |
57.00 |
57.35 |
57.00 |
57.23 |
+0.28 |
67 |
4,876 |
+39 |
Mar04 |
021227 |
59.30 |
59.30 |
59.30 |
59.30 |
+0.20 |
10 |
580 |
+0 |
Total Volume and Open Interest |
3,682 |
76,889 |
+114 |
Lumber(CME) |
Jan03 |
021227 |
214.0 |
216.8 |
213.5 |
216.3 |
+2.8 |
85 |
1,955 |
-33 |
Mar03 |
021227 |
222.6 |
225.0 |
222.0 |
224.4 |
+1.9 |
194 |
1,482 |
+64 |
May03 |
021227 |
235.4 |
236.5 |
234.5 |
236.1 |
+1.0 |
11 |
341 |
+6 |
Jul03 |
021227 |
245.0 |
246.4 |
244.2 |
244.2 |
+1.0 |
1 |
77 |
+1 |
Total Volume and Open Interest |
292 |
3,862 |
+38 |
Crude Oil(NYM) |
Feb03 |
021227 |
32.45 |
32.80 |
32.05 |
32.72 |
+0.23 |
41,147 |
178,443 |
+5,901 |
Mar03 |
021227 |
31.50 |
31.88 |
31.25 |
31.80 |
+0.27 |
17,454 |
73,044 |
+4,321 |
Apr03 |
021227 |
30.32 |
30.50 |
30.17 |
30.49 |
+0.12 |
8,127 |
39,335 |
-652 |
May03 |
021227 |
29.40 |
29.50 |
29.19 |
29.44 |
+0.05 |
3,865 |
31,474 |
-94 |
Jun03 |
021227 |
28.35 |
28.50 |
28.15 |
28.40 |
-0.02 |
3,356 |
42,773 |
+861 |
Jul03 |
021227 |
27.45 |
27.60 |
27.30 |
27.54 |
-0.06 |
1,800 |
28,462 |
+80 |
Aug03 |
021227 |
26.81 |
26.81 |
26.81 |
26.81 |
-0.09 |
1,024 |
16,683 |
+466 |
Sep03 |
021227 |
26.24 |
26.24 |
26.24 |
26.24 |
-0.09 |
240 |
21,239 |
-37 |
Oct03 |
021227 |
25.78 |
25.78 |
25.78 |
25.78 |
-0.09 |
655 |
11,308 |
+340 |
Nov03 |
021227 |
25.35 |
25.39 |
25.30 |
25.39 |
-0.09 |
413 |
11,547 |
+40 |
Total Volume and Open Interest |
81,870 |
575,024 |
+10,889 |
Heating Oil(NYM) |
Jan03 |
021227 |
90.80 |
90.90 |
89.40 |
90.79 |
-0.12 |
12,072 |
22,644 |
-3,453 |
Feb03 |
021227 |
90.50 |
90.80 |
89.40 |
90.68 |
-0.09 |
10,923 |
61,814 |
+2,347 |
Mar03 |
021227 |
85.60 |
86.50 |
85.35 |
86.28 |
+0.26 |
2,512 |
21,897 |
+833 |
Apr03 |
021227 |
80.70 |
81.00 |
80.35 |
80.98 |
+0.21 |
722 |
13,191 |
+131 |
May03 |
021227 |
76.10 |
76.20 |
76.10 |
76.18 |
+0.26 |
492 |
9,936 |
+40 |
Jun03 |
021227 |
73.27 |
73.70 |
73.15 |
73.38 |
+0.16 |
834 |
7,706 |
+441 |
Jul03 |
021227 |
72.20 |
72.20 |
71.93 |
71.93 |
+0.16 |
571 |
8,033 |
+152 |
Aug03 |
021227 |
71.60 |
71.60 |
71.43 |
71.43 |
+0.16 |
33 |
3,798 |
+4 |
Sep03 |
021227 |
72.00 |
72.00 |
71.58 |
71.58 |
+0.16 |
27 |
3,225 |
+26 |
Oct03 |
021227 |
71.70 |
72.10 |
71.70 |
71.83 |
+0.16 |
27 |
1,188 |
+2 |
Total Volume and Open Interest |
28,429 |
167,548 |
+600 |
Unleaded Gas(NYM) |
Jan03 |
021227 |
92.70 |
93.50 |
91.40 |
93.25 |
+0.28 |
12,146 |
17,506 |
-3,878 |
Feb03 |
021227 |
92.20 |
92.40 |
91.00 |
92.20 |
-0.03 |
12,271 |
53,474 |
+4,451 |
Mar03 |
021227 |
90.00 |
90.25 |
89.10 |
90.25 |
+0.28 |
3,195 |
12,258 |
+330 |
Apr03 |
021227 |
93.20 |
93.70 |
92.80 |
93.70 |
+0.33 |
1,110 |
13,244 |
+188 |
May03 |
021227 |
91.20 |
91.65 |
90.95 |
91.65 |
+0.33 |
427 |
7,808 |
+38 |
Jun03 |
021227 |
88.80 |
89.10 |
88.50 |
89.10 |
+0.28 |
67 |
4,755 |
+51 |
Jul03 |
021227 |
85.60 |
85.90 |
85.05 |
85.90 |
+0.23 |
0 |
2,341 |
+0 |
Aug03 |
021227 |
82.25 |
82.45 |
82.15 |
82.45 |
+0.18 |
1 |
2,262 |
+1 |
Total Volume and Open Interest |
29,378 |
118,957 |
+1,333 |
Natural Gas(NYM) |
Jan03 |
021227 |
4.970 |
5.060 |
4.830 |
4.988 |
+0.026 |
39,400 |
22,093 |
-9,767 |
Feb03 |
021227 |
4.995 |
5.050 |
4.850 |
5.022 |
+0.032 |
17,045 |
56,684 |
+1,174 |
Mar03 |
021227 |
4.870 |
4.910 |
4.730 |
4.892 |
+0.012 |
7,370 |
37,705 |
+398 |
Apr03 |
021227 |
4.500 |
4.612 |
4.500 |
4.612 |
+0.082 |
2,023 |
18,152 |
+74 |
May03 |
021227 |
4.420 |
4.517 |
4.400 |
4.517 |
+0.087 |
1,090 |
16,929 |
+52 |
Jun03 |
021227 |
4.420 |
4.507 |
4.410 |
4.507 |
+0.087 |
1,836 |
24,928 |
+1,185 |
Jul03 |
021227 |
4.440 |
4.524 |
4.420 |
4.524 |
+0.087 |
85 |
16,547 |
+38 |
Aug03 |
021227 |
4.445 |
4.537 |
4.440 |
4.537 |
+0.087 |
905 |
13,237 |
+247 |
Total Volume and Open Interest |
71,038 |
394,709 |
-6,585 |
Brent Crude Oil(IPE) |
Feb03 |
021227 |
30.30 |
30.39 |
29.85 |
30.16 |
+0.55 |
13,497 |
94,175 |
+9,110 |
Mar03 |
021227 |
29.43 |
29.43 |
29.00 |
29.24 |
+0.49 |
5,543 |
55,670 |
+3,052 |
Apr03 |
021227 |
28.59 |
28.59 |
28.12 |
28.36 |
+0.40 |
2,180 |
25,674 |
+1,524 |
May03 |
021227 |
27.84 |
27.84 |
27.37 |
27.62 |
+0.36 |
499 |
17,822 |
+483 |
Jun03 |
021227 |
27.12 |
27.12 |
26.64 |
26.88 |
+0.32 |
1,708 |
28,245 |
+1,567 |
Jul03 |
021227 |
26.10 |
26.24 |
26.00 |
26.17 |
+0.23 |
0 |
12,156 |
+200 |
Aug03 |
021227 |
25.47 |
25.57 |
25.47 |
25.57 |
+0.20 |
0 |
6,502 |
+0 |
Sep03 |
021227 |
25.04 |
25.06 |
25.00 |
25.06 |
+0.16 |
5 |
7,652 |
+5 |
Total Volume and Open Interest |
24,478 |
301,191 |
+16,867 |
Gas Oil(IPE) |
Jan03 |
021227 |
266.25 |
267.00 |
259.00 |
260.50 |
+1.00 |
8,324 |
58,642 |
+4,701 |
Feb03 |
021227 |
260.00 |
261.00 |
253.50 |
255.50 |
+2.25 |
2,807 |
46,443 |
+1,302 |
Mar03 |
021227 |
251.00 |
251.00 |
246.50 |
248.50 |
+3.25 |
678 |
13,147 |
+272 |
Apr03 |
021227 |
239.50 |
239.75 |
239.50 |
239.75 |
+3.25 |
185 |
9,237 |
+143 |
May03 |
021227 |
231.00 |
231.00 |
231.00 |
231.00 |
+3.00 |
2 |
8,450 |
+0 |
Jun03 |
021227 |
224.50 |
225.00 |
223.25 |
225.00 |
+3.00 |
649 |
15,928 |
+266 |
Jul03 |
021227 |
220.50 |
221.75 |
220.50 |
221.75 |
+3.25 |
126 |
4,307 |
+120 |
Aug03 |
021227 |
219.50 |
219.50 |
219.50 |
219.50 |
+3.00 |
0 |
1,358 |
+0 |
Total Volume and Open Interest |
12,991 |
188,233 |
+7,024 |
US Dollar Index(NYBOT) |
Mar03 |
021227 |
103.21 |
103.32 |
102.78 |
102.78 |
-0.42 |
877 |
20,506 |
-85 |
Jun03 |
021227 |
103.82 |
103.82 |
103.32 |
103.32 |
-0.42 |
46 |
2,012 |
+0 |
Sep03 |
021227 |
103.85 |
103.85 |
103.85 |
103.85 |
-0.44 |
0 |
1 |
+0 |
Total Volume and Open Interest |
923 |
22,519 |
-85 |
Australian Dollar(CME) |
Mar03 |
021227 |
55.83 |
55.85 |
55.62 |
55.72 |
-0.24 |
706 |
33,929 |
-425 |
Jun03 |
021227 |
55.25 |
55.26 |
55.25 |
55.26 |
-0.24 |
0 |
724 |
+0 |
Sep03 |
021227 |
54.80 |
54.80 |
54.80 |
54.80 |
-0.24 |
0 |
29 |
+0 |
Total Volume and Open Interest |
706 |
34,948 |
-425 |
British Pound(CME) |
Mar03 |
021227 |
159.12 |
159.54 |
159.12 |
159.50 |
+0.38 |
557 |
32,902 |
+48 |
Jun03 |
021227 |
158.20 |
158.62 |
158.20 |
158.48 |
+0.38 |
1 |
423 |
+0 |
Sep03 |
021227 |
157.68 |
157.68 |
157.68 |
157.68 |
+0.38 |
0 |
1 |
+0 |
Total Volume and Open Interest |
558 |
33,326 |
+48 |
Canadian Dollar(CME) |
Mar03 |
021227 |
63.53 |
63.62 |
63.41 |
63.47 |
-0.51 |
3,449 |
61,718 |
-260 |
Jun03 |
021227 |
63.35 |
63.39 |
63.19 |
63.24 |
-0.51 |
35 |
4,915 |
+8 |
Sep03 |
021227 |
63.15 |
63.15 |
63.02 |
63.02 |
-0.51 |
1 |
1,136 |
+0 |
Dec03 |
021227 |
62.90 |
62.94 |
62.80 |
62.80 |
-0.51 |
2 |
917 |
+0 |
Total Volume and Open Interest |
3,487 |
68,858 |
-252 |
Japanese Yen(CME) |
Mar03 |
021227 |
83.59 |
83.70 |
83.48 |
83.69 |
+0.08 |
2,420 |
72,720 |
+281 |
Jun03 |
021227 |
83.80 |
83.98 |
83.80 |
83.98 |
+0.08 |
0 |
20,150 |
-5 |
Sep03 |
021227 |
84.27 |
84.27 |
84.27 |
84.27 |
+0.08 |
0 |
193 |
+0 |
Total Volume and Open Interest |
2,420 |
93,089 |
+276 |
Swiss Franc(CME) |
Mar03 |
021227 |
71.37 |
72.10 |
71.34 |
72.03 |
+0.55 |
3,316 |
50,441 |
+796 |
Jun03 |
021227 |
72.19 |
72.19 |
72.16 |
72.16 |
+0.55 |
3 |
502 |
+2 |
Sep03 |
021227 |
72.30 |
72.30 |
72.30 |
72.30 |
+0.55 |
80 |
130 |
+80 |
Total Volume and Open Interest |
3,399 |
51,097 |
+878 |
EuroFX(CME) |
Mar03 |
021227 |
103.42 |
104.08 |
103.31 |
104.06 |
+0.68 |
5,050 |
100,487 |
+1,784 |
Jun03 |
021227 |
103.09 |
103.71 |
103.09 |
103.71 |
+0.68 |
82 |
1,121 |
+48 |
Sep03 |
021227 |
103.44 |
103.44 |
103.44 |
103.44 |
+0.68 |
0 |
33 |
+0 |
Total Volume and Open Interest |
5,132 |
101,676 |
+1,832 |
Mexican Peso(CME) |
Dec02 |
021216 |
9830.0 |
9835.0 |
9815.0 |
9815.0 |
-7.0 |
969 |
9,699 |
-371 |
Mar03 |
021227 |
9575.0 |
9580.0 |
9500.0 |
9532.5 |
-57.5 |
2,193 |
11,526 |
-568 |
Total Volume and Open Interest |
2,193 |
12,825 |
-568 |
30-Year T-Bonds(CBOT) |
Mar03 |
021227 |
111~25 |
112~30 |
111~22 |
112~27 |
+1~04 |
29,775 |
380,701 |
+167 |
Jun03 |
021227 |
110~15 |
111~18 |
110~14 |
111~17 |
+1~04 |
12 |
24,242 |
-31 |
Sep03 |
021227 |
110~08 |
110~08 |
110~08 |
110~08 |
+1~05 |
0 |
108 |
+0 |
Total Volume and Open Interest |
29,787 |
405,136 |
+134 |
Municipal Bonds(CBOT) |
Mar03 |
021227 |
101~19 |
102~16 |
101~12 |
102~12 |
+0~30 |
154 |
2,322 |
-1 |
Total Volume and Open Interest |
154 |
2,322 |
-1 |
10-Year T-Notes(CBOT) |
Mar03 |
021227 |
114~110 |
115~020 |
114~100 |
115~010 |
+0~255 |
44,219 |
674,561 |
+477 |
Jun03 |
021227 |
113~170 |
113~205 |
113~170 |
113~200 |
+0~255 |
148 |
8,680 |
+245 |
Total Volume and Open Interest |
44,367 |
683,241 |
+722 |
5-Year T-Notes(CBOT) |
Mar03 |
021227 |
112~255 |
113~070 |
112~255 |
113~065 |
+0~175 |
5,604 |
643,745 |
-5,501 |
Jun03 |
021227 |
112~160 |
112~160 |
112~160 |
112~160 |
+0~175 |
0 |
641 |
+0 |
Total Volume and Open Interest |
5,604 |
644,386 |
-5,501 |
2 Year T-Notes(CBOT) |
Mar03 |
021227 |
107~059 |
107~078 |
107~058 |
107~078 |
+0~026 |
962 |
102,830 |
+195 |
Total Volume and Open Interest |
1,474 |
108,581 |
-317 |
3-Mth T-Bills(IMM) |
Mar03 |
021227 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.06 |
0 |
94 |
+0 |
Total Volume and Open Interest |
0 |
94 |
+0 |
Eurodollars(CME) |
Mar03 |
021227 |
98.660 |
98.670 |
98.660 |
98.665 |
+0.010 |
13,890 |
748,777 |
+2,969 |
Jun03 |
021227 |
98.600 |
98.640 |
98.600 |
98.635 |
+0.050 |
20,893 |
567,787 |
+2,136 |
Sep03 |
021227 |
98.420 |
98.490 |
98.420 |
98.485 |
+0.095 |
23,512 |
513,083 |
+1,619 |
Dec03 |
021227 |
98.125 |
98.220 |
98.125 |
98.215 |
+0.120 |
19,954 |
361,089 |
+3,037 |
Mar04 |
021227 |
97.770 |
97.905 |
97.770 |
97.900 |
+0.155 |
7,863 |
260,297 |
-315 |
Jun04 |
021227 |
97.390 |
97.550 |
97.390 |
97.530 |
+0.190 |
4,396 |
195,747 |
+1,039 |
Sep04 |
021227 |
97.020 |
97.145 |
97.020 |
97.140 |
+0.170 |
4,408 |
167,471 |
+741 |
Dec04 |
021227 |
96.730 |
96.835 |
96.725 |
96.835 |
+0.165 |
3,043 |
117,910 |
+202 |
Mar05 |
021227 |
96.495 |
96.595 |
96.490 |
96.595 |
+0.160 |
1,040 |
123,386 |
+2 |
Jun05 |
021227 |
96.290 |
96.375 |
96.290 |
96.375 |
+0.140 |
659 |
89,584 |
+110 |
Sep05 |
021227 |
96.110 |
96.185 |
96.110 |
96.185 |
+0.115 |
862 |
99,107 |
+115 |
Dec05 |
021227 |
95.955 |
95.995 |
95.955 |
95.995 |
+0.100 |
688 |
66,462 |
+219 |
Total Volume and Open Interest |
108,058 |
3,765,454 |
+13,087 |
3-Mth Euro-Yen(CME) |
Dec02 |
021216 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
1,958 |
8,555 |
+213 |
Mar03 |
021227 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
9,582 |
+0 |
Jun03 |
021227 |
99.90 |
99.91 |
99.90 |
99.91 |
+0.01 |
0 |
5,227 |
-4 |
Sep03 |
021227 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
1,543 |
+189 |
Dec03 |
021227 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
0 |
2,684 |
+12 |
Mar04 |
021227 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
2,166 |
+0 |
Jun04 |
021227 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
720 |
+0 |
Sep04 |
021227 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.01 |
0 |
1,233 |
+0 |
Dec04 |
021227 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
262 |
+0 |
Mar05 |
021227 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
770 |
+0 |
Total Volume and Open Interest |
0 |
27,387 |
+197 |
3-Mth Euro-Yen(SIMEX) |
Mar03 |
021227 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.00 |
236 |
49,242 |
+7 |
Jun03 |
021227 |
99.90 |
99.91 |
99.90 |
99.91 |
+0.01 |
735 |
51,640 |
+283 |
Sep03 |
021227 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
204 |
31,195 |
+145 |
Dec03 |
021227 |
99.86 |
99.87 |
99.86 |
99.87 |
unch |
5 |
25,163 |
+0 |
Mar04 |
021227 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
23,722 |
+0 |
Jun04 |
021227 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
15,499 |
+0 |
Sep04 |
021227 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
3,058 |
+0 |
Dec04 |
021227 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
4,787 |
+0 |
Total Volume and Open Interest |
1,180 |
214,585 |
+435 |
German Euro-Bund(EUREX) |
Mar03 |
021227 |
113.05 |
113.65 |
113.05 |
113.55 |
+0.73 |
104,699 |
624,134 |
-974 |
Jun03 |
021227 |
112.84 |
112.84 |
112.72 |
112.77 |
+0.73 |
1,790 |
7,660 |
+1,000 |
Sep03 |
021227 |
112.55 |
112.55 |
112.55 |
112.55 |
+0.73 |
|
|
|
Total Volume and Open Interest |
106,489 |
631,794 |
+26 |
German Euro-Bobl(EUREX) |
Mar03 |
021227 |
110.75 |
111.10 |
110.75 |
111.10 |
+0.50 |
85,051 |
524,601 |
-6,818 |
Jun03 |
021227 |
110.25 |
110.25 |
110.25 |
110.25 |
+0.50 |
1,350 |
2,636 |
+0 |
Sep03 |
021227 |
110.23 |
110.23 |
110.23 |
110.23 |
+0.50 |
|
|
|
Total Volume and Open Interest |
86,401 |
527,237 |
-6,818 |
Long Gilt(LIFFE) |
Dec02 |
021227 |
121~08 |
121~08 |
120~21 |
120~22 |
+0~19 |
2 |
6,531 |
-2 |
Mar03 |
021227 |
119~28 |
120~17 |
119~28 |
120~02 |
+0~21 |
1,073 |
80,829 |
+139 |
Total Volume and Open Interest |
1,075 |
87,360 |
+137 |
3-Mth Short Sterling(LIFFE) |
Mar03 |
021227 |
96.10 |
96.20 |
96.10 |
96.14 |
+0.06 |
3,036 |
0 |
+0 |
Jun03 |
021227 |
96.16 |
96.26 |
96.16 |
96.22 |
+0.14 |
2,050 |
0 |
+0 |
Sep03 |
021227 |
96.00 |
96.19 |
96.00 |
96.12 |
+0.16 |
805 |
0 |
+0 |
Total Volume and Open Interest |
8,485 |
|
|
3-Mth Euribor(LIFFE) |
Mar03 |
021227 |
97.290 |
97.335 |
97.290 |
97.320 |
+0.045 |
22,932 |
498,965 |
+5,306 |
Jun03 |
021227 |
97.400 |
97.460 |
97.400 |
97.450 |
+0.060 |
2,899 |
402,191 |
-233 |
Sep03 |
021227 |
97.370 |
97.450 |
97.370 |
97.445 |
+0.070 |
1,135 |
340,475 |
-239 |
Total Volume and Open Interest |
31,620 |
2,014,229 |
+6,999 |
3-Mth Aus T-Bills(SFE) |
Mar03 |
021227 |
95.42 |
95.47 |
95.42 |
95.45 |
+0.04 |
2,889 |
209,941 |
-14,902 |
Jun03 |
021227 |
95.43 |
95.46 |
95.42 |
95.46 |
+0.05 |
669 |
63,376 |
-1,496 |
Sep03 |
021227 |
95.37 |
95.39 |
95.37 |
95.39 |
+0.06 |
600 |
27,997 |
-299 |
Dec03 |
021227 |
95.28 |
95.29 |
95.27 |
95.29 |
+0.07 |
110 |
18,581 |
-379 |
Mar04 |
021227 |
95.18 |
95.20 |
95.18 |
95.20 |
+0.07 |
130 |
13,922 |
+55 |
Jun04 |
021227 |
95.11 |
95.11 |
95.11 |
95.11 |
+0.08 |
28 |
8,141 |
+13 |
Sep04 |
021227 |
95.03 |
95.03 |
95.03 |
95.03 |
+0.08 |
4 |
6,069 |
-100 |
Dec04 |
021227 |
94.98 |
94.98 |
94.98 |
94.98 |
+0.08 |
10 |
2,675 |
-5 |
Mar05 |
021227 |
94.94 |
94.94 |
94.94 |
94.94 |
+0.08 |
0 |
1,131 |
-10 |
Jun05 |
021227 |
94.92 |
94.92 |
94.92 |
94.92 |
+0.08 |
0 |
619 |
+0 |
Total Volume and Open Interest |
4,440 |
352,787 |
-17,123 |
10-Year Aus T-Bonds(SFE) |
Mar03 |
021227 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.01 |
|
|
|
Jun03 |
021227 |
97.35 |
97.78 |
97.35 |
97.74 |
+3.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Mar03 |
021227 |
95.28 |
95.33 |
95.28 |
95.33 |
+0.08 |
8,174 |
204,432 |
-5,398 |
Jun03 |
021227 |
95.33 |
95.33 |
95.33 |
95.33 |
+0.08 |
|
|
|
Total Volume and Open Interest |
8,174 |
204,432 |
-5,398 |
Gold(CMX) |
Dec02 |
021227 |
347.2 |
350.5 |
347.2 |
349.2 |
+0.3 |
43 |
139 |
-99 |
Feb03 |
021227 |
349.0 |
351.5 |
347.3 |
349.7 |
+0.3 |
14,243 |
129,344 |
+479 |
Apr03 |
021227 |
350.0 |
352.5 |
348.2 |
350.5 |
+0.3 |
676 |
11,755 |
+78 |
Jun03 |
021227 |
351.0 |
353.2 |
348.7 |
351.2 |
+0.3 |
1,376 |
21,279 |
+420 |
Aug03 |
021227 |
351.2 |
353.0 |
351.2 |
351.7 |
+0.3 |
401 |
9,339 |
+308 |
Oct03 |
021227 |
352.2 |
352.2 |
352.2 |
352.2 |
+0.3 |
413 |
1,335 |
+0 |
Total Volume and Open Interest |
17,974 |
203,713 |
+1,511 |
Silver(CMX) |
Dec02 |
021227 |
468.0 |
471.2 |
468.0 |
471.2 |
+1.2 |
7 |
52 |
-112 |
Mar03 |
021227 |
468.5 |
473.5 |
468.0 |
472.3 |
+1.8 |
5,029 |
56,555 |
+1,430 |
May03 |
021227 |
469.0 |
474.5 |
469.0 |
473.6 |
+1.7 |
248 |
3,656 |
-16 |
Jul03 |
021227 |
475.0 |
476.5 |
472.0 |
474.9 |
+1.5 |
28 |
7,622 |
+10 |
Sep03 |
021227 |
475.9 |
475.9 |
475.9 |
475.9 |
+1.4 |
0 |
898 |
+0 |
Total Volume and Open Interest |
5,339 |
77,951 |
+1,325 |
Platinum(NYM) |
Jan03 |
021227 |
592.0 |
596.0 |
588.0 |
594.1 |
+6.4 |
891 |
1,546 |
-573 |
Apr03 |
021227 |
584.0 |
589.8 |
584.0 |
588.6 |
+7.4 |
837 |
6,143 |
+465 |
Jul03 |
021227 |
580.0 |
581.6 |
580.0 |
581.6 |
+7.4 |
4 |
20 |
+4 |
Total Volume and Open Interest |
1,732 |
7,709 |
-104 |
Palladium(NYME) |
Mar03 |
021227 |
238.00 |
239.00 |
236.00 |
238.75 |
+4.75 |
41 |
1,944 |
+10 |
Total Volume and Open Interest |
41 |
1,944 |
+10 |
Copper(CMX) |
Dec02 |
021227 |
69.70 |
69.95 |
69.65 |
69.95 |
+0.35 |
243 |
1,023 |
-204 |
Mar03 |
021227 |
70.10 |
70.75 |
70.05 |
70.65 |
+0.35 |
8,463 |
42,121 |
+1,526 |
May03 |
021227 |
70.95 |
71.30 |
70.95 |
71.20 |
+0.35 |
216 |
4,735 |
+165 |
Jul03 |
021227 |
71.45 |
71.70 |
71.45 |
71.70 |
+0.35 |
37 |
4,053 |
+14 |
Sep03 |
021227 |
71.90 |
72.05 |
71.90 |
72.05 |
+0.35 |
22 |
4,148 |
+6 |
Total Volume and Open Interest |
9,550 |
76,185 |
+1,731 |
DJIA Index(CBOT) |
Dec02 |
021219 |
8415 |
8500 |
8325 |
8375 |
-79 |
5,022 |
19,394 |
-1,610 |
Mar03 |
021227 |
8410 |
8435 |
8265 |
8270 |
-165 |
12,321 |
23,631 |
+914 |
Jun03 |
021227 |
8345 |
8345 |
8254 |
8254 |
-165 |
4 |
249 |
-5 |
Sep03 |
021227 |
8240 |
8240 |
8240 |
8240 |
-165 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,325 |
23,910 |
+909 |
S & P 500(CME) |
Mar03 |
021227 |
886.10 |
889.80 |
871.50 |
871.80 |
-19.00 |
24,945 |
566,072 |
+1,859 |
Jun03 |
021227 |
884.00 |
884.00 |
871.10 |
871.10 |
-19.00 |
1,381 |
11,846 |
+83 |
Sep03 |
021227 |
870.50 |
870.50 |
870.50 |
870.50 |
-18.80 |
990 |
1,627 |
+506 |
Dec03 |
021227 |
886.00 |
886.00 |
870.30 |
870.30 |
-19.00 |
11 |
944 |
+20 |
Total Volume and Open Interest |
27,327 |
580,489 |
+2,468 |
S & P 500 E-Mini(Globex) |
Mar03 |
021227 |
890.25 |
891.50 |
871.25 |
871.75 |
-19.00 |
193,489 |
181,758 |
+12,442 |
Jun03 |
021227 |
884.75 |
884.75 |
871.00 |
871.00 |
-19.00 |
|
|
|
Total Volume and Open Interest |
193,489 |
181,758 |
+12,442 |
NASDAQ 100(CME) |
Mar03 |
021227 |
1015.00 |
1022.00 |
998.00 |
1001.50 |
-18.50 |
6,291 |
59,995 |
+497 |
Jun03 |
021227 |
1005.00 |
1005.00 |
1005.00 |
1005.00 |
-18.50 |
0 |
43 |
+0 |
Sep03 |
021227 |
1008.00 |
1008.00 |
1008.00 |
1008.00 |
-18.50 |
|
|
|
Total Volume and Open Interest |
6,291 |
60,038 |
+497 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar03 |
021227 |
1019.5 |
1025.0 |
997.5 |
1001.5 |
-18.5 |
115,267 |
101,660 |
+1,411 |
Jun03 |
021227 |
1005.0 |
1005.0 |
1005.0 |
1005.0 |
-18.5 |
|
|
|
Total Volume and Open Interest |
115,267 |
101,660 |
+1,411 |
NYSE Composite(NYBOT) |
Mar03 |
021227 |
472.50 |
472.50 |
466.00 |
468.00 |
-9.00 |
60 |
1,151 |
-10 |
Jun03 |
021227 |
467.30 |
467.30 |
467.30 |
467.30 |
-9.00 |
0 |
20 |
+0 |
Sep03 |
021227 |
466.60 |
466.60 |
466.60 |
466.60 |
-9.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
60 |
1,181 |
-10 |
S & P Midcap 400(CME) |
Mar03 |
021227 |
433.00 |
433.00 |
426.40 |
426.40 |
-7.60 |
459 |
14,075 |
+27 |
Jun03 |
021227 |
426.70 |
426.70 |
426.70 |
426.70 |
-7.50 |
|
|
|
Sep03 |
021227 |
427.20 |
427.20 |
427.20 |
427.20 |
-7.50 |
|
|
|
Total Volume and Open Interest |
459 |
14,075 |
+27 |
Russell 2000(CME) |
Mar03 |
021227 |
387.75 |
388.00 |
382.50 |
382.50 |
-6.00 |
1,185 |
27,451 |
-272 |
Jun03 |
021227 |
382.40 |
382.40 |
382.40 |
382.40 |
-6.00 |
|
|
|
Sep03 |
021227 |
383.40 |
383.40 |
383.40 |
383.40 |
-6.00 |
|
|
|
Total Volume and Open Interest |
1,185 |
27,451 |
-272 |
Value Line(KCBT) |
Mar03 |
021227 |
1035.50 |
1035.50 |
1026.50 |
1026.50 |
-15.50 |
25 |
397 |
+6 |
Total Volume and Open Interest |
25 |
397 |
+6 |
Nikkei 225(CME) |
Mar03 |
021227 |
8610 |
8645 |
8500 |
8565 |
-65 |
449 |
12,695 |
+114 |
Jun03 |
021227 |
8540 |
8540 |
8540 |
8540 |
-65 |
0 |
28 |
+0 |
Total Volume and Open Interest |
449 |
12,723 |
+114 |
Nikkei 225(SIMEX) |
Mar03 |
021227 |
8670 |
8690 |
8620 |
8665 |
-15 |
11,547 |
71,991 |
+969 |
Jun03 |
021227 |
8620 |
8620 |
8620 |
8620 |
-15 |
0 |
164 |
+0 |
Sep03 |
021227 |
8620 |
8620 |
8620 |
8620 |
-15 |
|
|
|
Total Volume and Open Interest |
11,547 |
72,155 |
+969 |
CAC 40(MATIF) |
Dec02 |
021227 |
3066.0 |
3077.0 |
3001.5 |
3009.0 |
-74.0 |
36,863 |
515,722 |
-52,838 |
Jan03 |
021227 |
3059.5 |
3085.0 |
3006.0 |
3015.5 |
-73.0 |
25,542 |
293,963 |
+13,150 |
Feb03 |
021227 |
3020.5 |
3020.5 |
3020.5 |
3020.5 |
-73.0 |
4,291 |
0 |
+0 |
Total Volume and Open Interest |
66,705 |
896,211 |
-36,818 |
DAX Index(EUREX) |
Mar03 |
021227 |
2994.0 |
3007.0 |
2860.0 |
2864.5 |
-141.0 |
28,629 |
230,054 |
+2,805 |
Jun03 |
021227 |
3030.0 |
3030.0 |
2878.0 |
2884.5 |
-141.0 |
149 |
5,178 |
+94 |
Sep03 |
021227 |
2905.5 |
2905.5 |
2905.5 |
2905.5 |
-139.5 |
3 |
3 |
|
Total Volume and Open Interest |
28,781 |
235,235 |
|
FT-SE 100(LIFFE) |
Mar03 |
021227 |
3887.00 |
3905.00 |
3793.00 |
3811.00 |
-123.00 |
3,211 |
386,885 |
-21 |
Jun03 |
021227 |
3813.50 |
3813.50 |
3813.50 |
3813.50 |
-123.00 |
2 |
29,014 |
+2 |
Sep03 |
021227 |
3889.00 |
3889.00 |
3816.00 |
3816.00 |
-123.00 |
1 |
6,331 |
+1 |
Total Volume and Open Interest |
3,214 |
422,230 |
-18 |
SPI 200(SFE) |
Dec02 |
021219 |
2963.0 |
2980.0 |
2960.0 |
2980.0 |
-13.0 |
31,939 |
136,353 |
+1,286 |
Mar03 |
021227 |
3046.0 |
3046.0 |
3029.0 |
3037.0 |
-1.0 |
3,656 |
117,367 |
-19,216 |
Jun03 |
021227 |
3041.0 |
3041.0 |
3041.0 |
3041.0 |
-1.0 |
0 |
1,689 |
+0 |
Total Volume and Open Interest |
3,656 |
121,862 |
-19,216 |
GSCI(CME) |
Jan03 |
021227 |
242.80 |
243.75 |
241.70 |
243.75 |
+0.95 |
120 |
15,815 |
+62 |
Feb03 |
021227 |
238.30 |
239.25 |
238.30 |
239.25 |
+1.05 |
2 |
1 |
-1 |
Mar03 |
021227 |
233.25 |
233.25 |
233.25 |
233.25 |
+1.05 |
|
|
|
Total Volume and Open Interest |
122 |
15,816 |
+61 |
Bridge CRB Index(NYBOT) |
Jan03 |
021227 |
237.00 |
237.00 |
236.00 |
236.75 |
unch |
11 |
284 |
-5 |
Feb03 |
021227 |
234.50 |
234.90 |
234.00 |
234.75 |
+0.50 |
4 |
241 |
-2 |
Apr03 |
021227 |
231.50 |
232.25 |
231.50 |
232.25 |
+1.00 |
1 |
157 |
+1 |
Total Volume and Open Interest |
16 |
689 |
-6 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|