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Futures Markets.
Thursday, October 31, 2002
Municipal Bond Index
Del. Month High Low Settle Change
Dec 02 107-12 106-20 107-01 +6
Estimated number of contracts traded: 381
Number of contracts traded on 10/30: 445
Open interest on 10/30: 3,483 down 130
U.S. Treasury Bonds
Del. Month High Low Settle Change
Dec 02 111-02 109-29 110-21 +14
Mar 03 109-25 108-25 109-13 +13
Jun 03 108-05 +13
Estimated number of contracts traded: 185,281
Number of contracts traded on 10/30: 207,561
Open interest on 10/30: 448,808 down 4,654
U.S. Treasury Notes
Del. Month High Low Settle Change
Dec 02 114-28.0 114-00.0 114-23.0 +14.5
Mar 03 113-17.5 112-25.0 113-15.0 +14.0
Jun 03 112-06.0 +14.0
Estimated number of contracts traded: 450,802
Number of contracts traded on 10/30: 482,432
Open interest on 10/30: 951,920 up 1,911
Options on Municipal Futures
Strike Call Settlement Put Settlement
Price Oct Nov Dec Jan Oct Nov Dec Jan
94 - - - - - - - -
95 - - - - - - - -
96 - - ...
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