|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri March 03, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar00 |
000303 |
502.50 |
507.00 |
501.00 |
504.00 |
+2.50 |
7,618 |
7,025 |
-760 |
| May00 |
000303 |
511.00 |
516.75 |
509.50 |
513.00 |
+2.50 |
41,417 |
78,474 |
+2,190 |
| Jul00 |
000303 |
520.00 |
525.00 |
517.50 |
522.00 |
+3.50 |
10,199 |
42,674 |
+149 |
| Aug00 |
000303 |
521.50 |
526.50 |
520.00 |
523.00 |
+2.75 |
713 |
5,907 |
+135 |
| Sep00 |
000303 |
521.00 |
527.00 |
521.00 |
523.75 |
+3.75 |
92 |
4,151 |
+20 |
| Nov00 |
000303 |
527.00 |
531.00 |
525.25 |
528.75 |
+2.50 |
4,561 |
22,476 |
-153 |
| Jan01 |
000303 |
533.00 |
537.00 |
533.00 |
535.00 |
+2.00 |
48 |
705 |
+25 |
| Total Volume and Open Interest |
64,686 |
161,951 |
+1,633 |
| Soybean Meal(CBOT) |
| Mar00 |
000303 |
165.80 |
165.80 |
164.00 |
164.90 |
unch |
4,327 |
8,448 |
-1,495 |
| May00 |
000303 |
166.30 |
166.80 |
165.40 |
165.60 |
-0.30 |
14,401 |
49,676 |
+591 |
| Jul00 |
000303 |
167.50 |
168.00 |
166.60 |
166.90 |
-0.20 |
5,833 |
31,833 |
+349 |
| Aug00 |
000303 |
167.80 |
168.00 |
167.00 |
167.20 |
-0.10 |
999 |
6,900 |
-202 |
| Sep00 |
000303 |
167.80 |
168.00 |
167.10 |
167.30 |
unch |
281 |
4,820 |
+15 |
| Oct00 |
000303 |
167.70 |
167.80 |
166.80 |
166.80 |
-0.20 |
400 |
3,695 |
+140 |
| Dec00 |
000303 |
169.20 |
169.50 |
168.30 |
168.50 |
-0.30 |
2,456 |
9,699 |
+329 |
| Jan01 |
000303 |
170.00 |
170.00 |
169.50 |
169.80 |
-0.20 |
0 |
409 |
+0 |
| Total Volume and Open Interest |
28,864 |
115,950 |
-109 |
| Soybean Oil(CBOT) |
| Mar00 |
000303 |
15.70 |
16.23 |
15.70 |
16.05 |
+0.42 |
3,819 |
2,922 |
+25 |
| May00 |
000303 |
16.00 |
16.56 |
15.99 |
16.38 |
+0.42 |
11,053 |
60,860 |
-509 |
| Jul00 |
000303 |
16.34 |
16.90 |
16.32 |
16.71 |
+0.42 |
2,090 |
30,621 |
+7 |
| Aug00 |
000303 |
16.53 |
17.05 |
16.53 |
16.86 |
+0.43 |
264 |
6,977 |
+0 |
| Sep00 |
000303 |
16.70 |
17.15 |
16.70 |
17.01 |
+0.44 |
69 |
5,950 |
+15 |
| Oct00 |
000303 |
16.90 |
17.20 |
16.90 |
17.16 |
+0.44 |
65 |
5,680 |
+62 |
| Dec00 |
000303 |
17.30 |
17.60 |
17.25 |
17.47 |
+0.43 |
1,545 |
15,828 |
+296 |
| Jan01 |
000303 |
17.55 |
17.90 |
17.55 |
17.80 |
+0.40 |
102 |
5,725 |
+100 |
| Total Volume and Open Interest |
19,119 |
139,809 |
+72 |
| Canola(WCE) |
| Mar00 |
000303 |
247.8 |
250.9 |
247.8 |
250.8 |
+3.6 |
315 |
332 |
-241 |
| May00 |
000303 |
253.5 |
255.9 |
252.7 |
254.8 |
+1.3 |
2,930 |
34,447 |
+309 |
| Jul00 |
000303 |
259.0 |
261.3 |
258.3 |
260.1 |
+1.1 |
487 |
16,369 |
+138 |
| Aug00 |
000303 |
263.0 |
264.2 |
262.2 |
263.0 |
+1.5 |
2 |
1,244 |
+0 |
| Sep00 |
000303 |
265.5 |
265.5 |
265.5 |
265.5 |
+1.4 |
0 |
516 |
+0 |
| Total Volume and Open Interest |
4,070 |
59,572 |
-27 |
| Corn(CBOT) |
| Mar00 |
000303 |
217.25 |
219.00 |
217.00 |
218.50 |
+2.25 |
16,638 |
15,059 |
-2,896 |
| May00 |
000303 |
224.50 |
226.25 |
224.25 |
225.50 |
+1.50 |
26,198 |
195,918 |
-1,150 |
| Jul00 |
000303 |
232.75 |
234.25 |
232.00 |
234.00 |
+2.00 |
13,813 |
114,419 |
+848 |
| Sep00 |
000303 |
240.00 |
241.50 |
239.75 |
241.00 |
+1.75 |
943 |
35,731 |
+536 |
| Nov00 |
000303 |
247.00 |
248.00 |
247.00 |
247.50 |
+1.50 |
4 |
818 |
-2 |
| Dec00 |
000303 |
249.25 |
250.75 |
249.00 |
250.50 |
+1.75 |
2,669 |
75,660 |
-20 |
| Total Volume and Open Interest |
60,575 |
450,822 |
-2,629 |
| Wheat(CBOT) |
| Mar00 |
000303 |
246.50 |
248.50 |
245.50 |
247.50 |
+0.25 |
6,819 |
5,259 |
-466 |
| May00 |
000303 |
258.00 |
260.25 |
257.25 |
258.25 |
unch |
19,266 |
67,837 |
+797 |
| Jul00 |
000303 |
269.50 |
271.25 |
268.25 |
269.25 |
unch |
6,919 |
34,728 |
+1,145 |
| Sep00 |
000303 |
279.50 |
280.50 |
278.50 |
280.00 |
unch |
438 |
6,519 |
+291 |
| Dec00 |
000303 |
293.00 |
295.00 |
292.50 |
293.75 |
unch |
850 |
11,348 |
+193 |
| Total Volume and Open Interest |
34,377 |
125,944 |
+1,990 |
| Wheat(KCBT) |
| Mar00 |
000303 |
277.00 |
277.00 |
275.25 |
275.75 |
+0.75 |
398 |
1,154 |
-524 |
| May00 |
000303 |
285.75 |
288.00 |
285.25 |
286.75 |
+0.75 |
3,994 |
29,929 |
+432 |
| Jul00 |
000303 |
295.50 |
299.00 |
295.50 |
298.00 |
+2.00 |
2,776 |
24,841 |
+305 |
| Sep00 |
000303 |
305.00 |
307.25 |
305.00 |
306.00 |
+0.25 |
750 |
2,592 |
+452 |
| Dec00 |
000303 |
317.75 |
319.50 |
317.75 |
319.00 |
+0.50 |
314 |
5,092 |
+35 |
| Total Volume and Open Interest |
8,526 |
63,949 |
+903 |
| Wheat(MGE) |
| Mar00 |
000303 |
309.00 |
310.00 |
309.00 |
309.75 |
+0.25 |
815 |
386 |
-172 |
| May00 |
000303 |
320.00 |
321.50 |
319.50 |
321.00 |
+1.00 |
2,268 |
11,797 |
+241 |
| Jul00 |
000303 |
329.00 |
331.00 |
329.00 |
330.50 |
+1.00 |
236 |
6,549 |
+8 |
| Sep00 |
000303 |
339.00 |
339.75 |
338.50 |
339.25 |
+0.75 |
77 |
2,436 |
+28 |
| Dec00 |
000303 |
349.75 |
350.75 |
349.75 |
350.00 |
+1.50 |
29 |
1,100 |
+13 |
| Total Volume and Open Interest |
3,425 |
22,268 |
-14 |
| Oats(CBOT) |
| Mar00 |
000303 |
112.50 |
113.50 |
112.25 |
112.50 |
+0.50 |
40 |
135 |
-31 |
| May00 |
000303 |
118.25 |
119.50 |
118.25 |
118.50 |
+0.25 |
446 |
6,735 |
+130 |
| Jul00 |
000303 |
116.50 |
117.50 |
116.50 |
116.50 |
+0.25 |
433 |
6,754 |
+3 |
| Sep00 |
000303 |
119.50 |
120.00 |
119.50 |
119.50 |
+0.25 |
12 |
1,335 |
-10 |
| Total Volume and Open Interest |
1,130 |
17,763 |
+166 |
| Rough Rice(CBOT) |
| Mar00 |
000303 |
5.38 |
5.42 |
5.38 |
5.38 |
-0.01 |
211 |
521 |
+80 |
| May00 |
000303 |
5.69 |
5.71 |
5.57 |
5.63 |
-0.03 |
268 |
3,922 |
+182 |
| Jul00 |
000303 |
5.91 |
5.94 |
5.86 |
5.86 |
-0.02 |
10 |
1,300 |
+1 |
| Sep00 |
000303 |
6.76 |
6.76 |
6.76 |
6.76 |
+0.02 |
1 |
256 |
-1 |
| Total Volume and Open Interest |
504 |
6,526 |
+273 |
| Live Cattle(CME) |
| Apr00 |
000303 |
72.600 |
73.000 |
72.350 |
72.975 |
+0.450 |
11,961 |
51,178 |
-232 |
| Jun00 |
000303 |
69.300 |
69.700 |
69.100 |
69.675 |
+0.425 |
4,573 |
30,422 |
+421 |
| Aug00 |
000303 |
70.000 |
70.200 |
69.825 |
70.150 |
+0.175 |
1,809 |
16,820 |
+341 |
| Oct00 |
000303 |
72.575 |
72.750 |
72.425 |
72.675 |
+0.200 |
815 |
9,191 |
+485 |
| Dec00 |
000303 |
73.550 |
73.800 |
73.500 |
73.775 |
+0.200 |
193 |
4,227 |
+69 |
| Feb01 |
000303 |
74.475 |
74.600 |
74.350 |
74.500 |
+0.150 |
104 |
2,716 |
+1 |
| Total Volume and Open Interest |
19,507 |
114,918 |
+1,116 |
| Feeder Cattle(CME) |
| Mar00 |
000303 |
84.300 |
84.550 |
84.200 |
84.375 |
+0.150 |
726 |
6,041 |
-142 |
| Apr00 |
000303 |
84.900 |
85.100 |
84.600 |
84.950 |
+0.125 |
858 |
5,400 |
-109 |
| May00 |
000303 |
85.300 |
85.450 |
85.100 |
85.425 |
+0.150 |
1,073 |
6,994 |
-58 |
| Aug00 |
000303 |
87.000 |
87.150 |
86.800 |
87.150 |
+0.225 |
604 |
5,276 |
+94 |
| Sep00 |
000303 |
86.850 |
87.050 |
86.650 |
87.050 |
+0.050 |
123 |
1,438 |
+53 |
| Oct00 |
000303 |
87.025 |
87.200 |
86.950 |
87.150 |
+0.125 |
27 |
1,240 |
+4 |
| Nov00 |
000303 |
87.950 |
88.175 |
87.950 |
88.125 |
+0.025 |
85 |
996 |
+51 |
| Total Volume and Open Interest |
3,565 |
27,634 |
-83 |
| Lean Hogs(CME) |
| Apr00 |
000303 |
58.450 |
59.450 |
58.250 |
59.350 |
+1.075 |
3,885 |
21,441 |
-427 |
| Jun00 |
000303 |
67.600 |
68.850 |
67.500 |
68.800 |
+1.300 |
2,850 |
14,526 |
+299 |
| Jul00 |
000303 |
65.500 |
66.400 |
65.500 |
66.325 |
+0.900 |
376 |
4,631 |
-13 |
| Aug00 |
000303 |
63.450 |
64.200 |
63.450 |
64.100 |
+0.650 |
353 |
4,945 |
+146 |
| Oct00 |
000303 |
57.600 |
57.900 |
57.350 |
57.825 |
+0.350 |
85 |
2,301 |
+2 |
| Dec00 |
000303 |
55.550 |
55.900 |
55.500 |
55.500 |
+0.050 |
47 |
1,051 |
+12 |
| Feb01 |
000303 |
56.100 |
56.450 |
56.100 |
56.450 |
+0.175 |
41 |
211 |
+39 |
| Apr01 |
000303 |
55.500 |
55.650 |
55.450 |
55.650 |
+0.200 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
7,642 |
49,156 |
+61 |
| Pork Bellies(CME) |
| Mar00 |
000303 |
93.550 |
95.400 |
93.550 |
95.200 |
+1.400 |
903 |
1,613 |
-178 |
| May00 |
000303 |
92.600 |
93.950 |
92.600 |
93.775 |
+1.025 |
1,289 |
3,755 |
+275 |
| Jul00 |
000303 |
90.200 |
91.450 |
90.000 |
91.350 |
+1.250 |
178 |
643 |
+16 |
| Aug00 |
000303 |
86.500 |
87.350 |
86.500 |
87.275 |
+1.225 |
18 |
198 |
+7 |
| Total Volume and Open Interest |
2,388 |
6,209 |
+120 |
| Class III Milk(CME) |
| Mar00 |
000303 |
9.70 |
9.78 |
9.70 |
9.78 |
-0.07 |
32 |
744 |
+8 |
| Apr00 |
000303 |
10.15 |
10.15 |
9.91 |
9.91 |
-0.24 |
25 |
587 |
+10 |
| May00 |
000303 |
10.35 |
10.40 |
10.35 |
10.37 |
-0.08 |
52 |
596 |
+28 |
| Jun00 |
000303 |
11.15 |
11.20 |
11.15 |
11.15 |
-0.10 |
43 |
798 |
+26 |
| Jul00 |
000303 |
12.15 |
12.15 |
11.97 |
11.97 |
-0.18 |
88 |
1,128 |
+28 |
| Total Volume and Open Interest |
554 |
7,823 |
+269 |
| Cocoa(ICE) |
| Mar00 |
000303 |
814 |
814 |
800 |
805 |
+14 |
35 |
70 |
-25 |
| May00 |
000303 |
850 |
850 |
828 |
845 |
+24 |
6,951 |
43,030 |
-1,244 |
| Jul00 |
000303 |
864 |
867 |
851 |
866 |
+24 |
1,692 |
19,080 |
-220 |
| Sep00 |
000303 |
876 |
891 |
875 |
891 |
+25 |
526 |
16,432 |
+58 |
| Dec00 |
000303 |
918 |
927 |
912 |
927 |
+27 |
332 |
8,723 |
+99 |
| Mar01 |
000303 |
960 |
962 |
960 |
962 |
+25 |
0 |
7,938 |
+0 |
| May01 |
000303 |
990 |
990 |
990 |
990 |
+25 |
2 |
4,313 |
-2 |
| Total Volume and Open Interest |
9,872 |
109,050 |
-1,354 |
| Coffee "C"(ICE) |
| Mar00 |
000303 |
104.75 |
105.40 |
103.85 |
104.35 |
-0.75 |
198 |
1,709 |
-120 |
| May00 |
000303 |
105.50 |
106.50 |
104.30 |
105.40 |
-0.45 |
8,835 |
30,310 |
-266 |
| Jul00 |
000303 |
108.00 |
108.75 |
106.90 |
107.80 |
-0.35 |
1,258 |
7,264 |
+59 |
| Sep00 |
000303 |
110.75 |
111.25 |
109.85 |
110.50 |
-0.25 |
283 |
5,568 |
-36 |
| Dec00 |
000303 |
113.50 |
113.50 |
113.00 |
113.25 |
-0.25 |
109 |
3,119 |
+26 |
| Mar01 |
000303 |
116.00 |
116.00 |
116.00 |
116.00 |
-0.25 |
10 |
929 |
+3 |
| Total Volume and Open Interest |
10,704 |
48,942 |
-325 |
| Orange Juice(ICE) |
| Mar00 |
000303 |
85.05 |
85.80 |
85.00 |
85.15 |
unch |
99 |
164 |
-77 |
| May00 |
000303 |
84.90 |
85.00 |
83.50 |
83.65 |
-1.10 |
580 |
11,901 |
-68 |
| Jul00 |
000303 |
84.30 |
84.30 |
83.20 |
83.30 |
-1.00 |
51 |
3,131 |
+38 |
| Sep00 |
000303 |
84.50 |
84.50 |
83.30 |
83.30 |
-0.95 |
128 |
1,931 |
-15 |
| Nov00 |
000303 |
84.20 |
84.20 |
83.25 |
83.25 |
-0.80 |
0 |
768 |
+0 |
| Jan01 |
000303 |
83.25 |
83.25 |
83.25 |
83.25 |
-0.80 |
26 |
365 |
-15 |
| Total Volume and Open Interest |
895 |
18,851 |
-126 |
| Sugar #11(ICE) |
| May00 |
000303 |
4.96 |
5.06 |
4.96 |
5.05 |
+0.09 |
9,638 |
108,578 |
-180 |
| Jul00 |
000303 |
5.23 |
5.28 |
5.21 |
5.28 |
+0.06 |
5,234 |
45,548 |
-159 |
| Oct00 |
000303 |
5.67 |
5.71 |
5.66 |
5.70 |
+0.03 |
1,285 |
22,987 |
+610 |
| Mar01 |
000303 |
6.11 |
6.16 |
6.10 |
6.16 |
+0.04 |
1,510 |
13,129 |
+75 |
| May01 |
000303 |
6.27 |
6.28 |
6.27 |
6.28 |
+0.04 |
342 |
2,047 |
+132 |
| Total Volume and Open Interest |
19,019 |
194,784 |
+1,215 |
| Sugar #14(ICE) |
| May00 |
000303 |
17.60 |
17.90 |
17.60 |
17.85 |
+0.35 |
249 |
2,418 |
+75 |
| Jul00 |
000303 |
17.90 |
18.30 |
17.90 |
18.25 |
+0.35 |
10 |
3,098 |
+10 |
| Sep00 |
000303 |
18.40 |
18.55 |
18.40 |
18.55 |
+0.15 |
233 |
2,009 |
+64 |
| Nov00 |
000303 |
18.25 |
18.38 |
18.25 |
18.38 |
+0.20 |
50 |
1,161 |
+40 |
| Jan01 |
000303 |
18.25 |
18.43 |
18.25 |
18.43 |
+0.18 |
55 |
2,289 |
-35 |
| Total Volume and Open Interest |
602 |
13,304 |
+159 |
| London Cocoa(LCE) |
| Mar00 |
000303 |
600 |
600 |
586 |
586 |
+19 |
|
|
|
| May00 |
000303 |
630 |
649 |
626 |
631 |
+11 |
|
|
|
| Jul00 |
000303 |
624 |
630 |
613 |
616 |
+9 |
|
|
|
| Sep00 |
000303 |
638 |
646 |
631 |
632 |
+7 |
|
|
|
| Dec00 |
000303 |
663 |
670 |
655 |
656 |
+7 |
|
|
|
| Mar01 |
000303 |
678 |
678 |
678 |
678 |
+7 |
|
|
|
| May01 |
000303 |
703 |
703 |
690 |
693 |
+7 |
|
|
|
| Total Volume and Open Interest |
18,041 |
160,136 |
-2,632 |
| London Coffee(LCE) |
| Mar00 |
000303 |
1000.00 |
1000.00 |
980.00 |
984.00 |
-7.00 |
|
|
|
| May00 |
000303 |
1020.00 |
1024.00 |
996.00 |
1002.00 |
-12.00 |
|
|
|
| Jul00 |
000303 |
1025.00 |
1028.00 |
997.00 |
1004.00 |
-14.00 |
|
|
|
| Sep00 |
000303 |
1045.00 |
1045.00 |
1015.00 |
1020.00 |
-14.00 |
|
|
|
| Nov00 |
000303 |
1058.00 |
1060.00 |
1038.00 |
1039.00 |
-14.00 |
|
|
|
| Jan01 |
000303 |
1078.00 |
1080.00 |
1058.00 |
1058.00 |
-14.00 |
|
|
|
| Total Volume and Open Interest |
3,563 |
57,407 |
+17,241 |
| London Sugar(LCE) |
| May00 |
000303 |
167.90 |
168.90 |
167.10 |
168.60 |
+0.40 |
|
|
|
| Aug00 |
000303 |
171.00 |
172.90 |
170.60 |
172.60 |
+0.90 |
|
|
|
| Oct00 |
000303 |
175.30 |
177.40 |
175.30 |
177.00 |
+1.00 |
|
|
|
| Dec00 |
000303 |
179.80 |
180.00 |
179.80 |
180.00 |
+1.30 |
|
|
|
| Mar01 |
000303 |
183.00 |
183.00 |
183.00 |
183.00 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
1,060 |
39,235 |
-876 |
| Cotton(ICE) |
| Mar00 |
000303 |
58.40 |
59.15 |
58.40 |
59.05 |
+0.40 |
21 |
105 |
-12 |
| May00 |
000303 |
60.60 |
61.20 |
60.42 |
61.06 |
+0.38 |
5,214 |
38,927 |
-169 |
| Jul00 |
000303 |
62.00 |
62.50 |
61.80 |
62.43 |
+0.34 |
2,942 |
15,954 |
+226 |
| Oct00 |
000303 |
61.85 |
62.23 |
61.75 |
62.23 |
+0.18 |
37 |
745 |
+30 |
| Dec00 |
000303 |
61.75 |
62.20 |
61.60 |
62.13 |
+0.18 |
1,926 |
10,568 |
+492 |
| Mar01 |
000303 |
62.88 |
62.88 |
62.88 |
62.88 |
+0.18 |
4 |
410 |
+2 |
| Total Volume and Open Interest |
10,149 |
67,159 |
+564 |
| Lumber(CME) |
| Mar00 |
000303 |
338.0 |
342.2 |
336.6 |
337.8 |
unch |
194 |
1,032 |
-83 |
| May00 |
000303 |
342.7 |
346.6 |
342.2 |
343.5 |
+1.6 |
288 |
1,261 |
+45 |
| Jul00 |
000303 |
343.5 |
345.0 |
341.9 |
343.1 |
+0.7 |
41 |
408 |
+14 |
| Sep00 |
000303 |
337.2 |
337.8 |
335.5 |
337.8 |
+0.9 |
10 |
109 |
+2 |
| Total Volume and Open Interest |
543 |
2,837 |
-23 |
| Crude Oil(NYM) |
| Apr00 |
000303 |
31.65 |
31.84 |
30.92 |
31.51 |
-0.18 |
58,870 |
119,026 |
-3,952 |
| May00 |
000303 |
30.10 |
30.22 |
29.56 |
30.02 |
-0.06 |
40,159 |
72,350 |
+5,732 |
| Jun00 |
000303 |
28.80 |
28.80 |
28.25 |
28.68 |
-0.03 |
18,655 |
60,805 |
+2,440 |
| Jul00 |
000303 |
27.66 |
27.75 |
27.25 |
27.68 |
unch |
5,117 |
39,708 |
-329 |
| Aug00 |
000303 |
26.86 |
26.95 |
26.55 |
26.90 |
+0.01 |
4,035 |
23,846 |
+192 |
| Sep00 |
000303 |
26.25 |
26.25 |
25.85 |
26.21 |
+0.01 |
1,719 |
19,365 |
-110 |
| Oct00 |
000303 |
25.45 |
25.62 |
25.25 |
25.62 |
+0.01 |
1,845 |
17,374 |
-66 |
| Nov00 |
000303 |
25.10 |
25.13 |
24.90 |
25.13 |
+0.01 |
882 |
12,865 |
-539 |
| Dec00 |
000303 |
24.60 |
24.67 |
24.41 |
24.67 |
+0.01 |
4,206 |
38,572 |
-921 |
| Jan01 |
000303 |
24.20 |
24.22 |
24.20 |
24.22 |
+0.02 |
263 |
16,793 |
+28 |
| Feb01 |
000303 |
23.70 |
23.79 |
23.65 |
23.79 |
+0.02 |
122 |
5,491 |
-8 |
| Mar01 |
000303 |
23.32 |
23.47 |
23.29 |
23.37 |
+0.02 |
2,384 |
5,098 |
-218 |
| Apr01 |
000303 |
22.95 |
22.97 |
22.95 |
22.97 |
+0.02 |
55 |
2,057 |
+47 |
| May01 |
000303 |
22.58 |
22.60 |
22.58 |
22.60 |
+0.02 |
3 |
2,498 |
+0 |
| Jun01 |
000303 |
22.23 |
22.26 |
22.23 |
22.26 |
+0.02 |
660 |
18,458 |
-397 |
| Jul01 |
000303 |
21.96 |
21.96 |
21.96 |
21.96 |
+0.02 |
100 |
3,135 |
+12 |
| Total Volume and Open Interest |
143,728 |
511,545 |
+3,701 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Apr00 |
000303 |
80.00 |
80.25 |
77.85 |
78.89 |
-0.57 |
11,722 |
35,187 |
-1,297 |
| May00 |
000303 |
74.70 |
74.95 |
73.00 |
73.59 |
-0.76 |
21,217 |
117,045 |
-379 |
| Jun00 |
000303 |
70.40 |
70.85 |
70.00 |
70.39 |
-0.81 |
21,217 |
117,045 |
-379 |
| Jul00 |
000303 |
69.45 |
69.45 |
68.55 |
68.79 |
-0.71 |
1,825 |
11,925 |
+54 |
| Aug00 |
000303 |
67.90 |
68.15 |
67.89 |
67.89 |
-0.66 |
598 |
6,329 |
+21 |
| Sep00 |
000303 |
67.60 |
68.25 |
67.40 |
67.79 |
-0.61 |
224 |
5,601 |
+180 |
| Oct00 |
000303 |
68.35 |
68.35 |
67.60 |
67.79 |
-0.56 |
148 |
2,576 |
-113 |
| Nov00 |
000303 |
67.70 |
68.30 |
67.70 |
67.79 |
-0.51 |
114 |
2,137 |
+2,137 |
| Dec00 |
000303 |
67.70 |
67.84 |
67.10 |
67.84 |
-0.46 |
1,480 |
14,037 |
+499 |
| Jan01 |
000303 |
67.50 |
67.70 |
67.50 |
67.59 |
-0.41 |
50 |
3,399 |
-6 |
| Feb01 |
000303 |
66.14 |
66.14 |
66.14 |
66.14 |
-0.41 |
6 |
1,583 |
+6 |
| Mar01 |
000303 |
63.40 |
63.44 |
63.40 |
63.44 |
-0.41 |
1 |
850 |
+850 |
| Total Volume and Open Interest |
21,217 |
117,045 |
-379 |
| Gasoline(NYMEX) |
| Apr00 |
000303 |
100.50 |
101.50 |
97.30 |
97.61 |
-1.19 |
20,302 |
36,492 |
-161 |
| May00 |
000303 |
93.50 |
93.50 |
91.10 |
91.48 |
-0.85 |
10,656 |
19,976 |
-878 |
| Jun00 |
000303 |
89.00 |
89.00 |
86.70 |
86.83 |
-0.83 |
5,906 |
15,978 |
+585 |
| Jul00 |
000303 |
84.50 |
84.50 |
82.88 |
82.88 |
-0.68 |
1,526 |
7,791 |
+268 |
| Aug00 |
000303 |
79.50 |
80.30 |
79.33 |
79.33 |
-0.58 |
987 |
5,642 |
+43 |
| Sep00 |
000303 |
78.00 |
78.00 |
76.23 |
76.23 |
-0.53 |
888 |
9,433 |
+218 |
| Oct00 |
000303 |
72.70 |
72.70 |
72.28 |
72.28 |
-0.48 |
126 |
1,938 |
+100 |
| Nov00 |
000303 |
71.00 |
71.00 |
70.33 |
70.33 |
-0.43 |
3 |
785 |
+785 |
| Dec00 |
000303 |
69.80 |
69.80 |
69.08 |
69.08 |
-0.38 |
21 |
812 |
-5 |
| Jan01 |
000303 |
68.48 |
68.48 |
68.48 |
68.48 |
-0.38 |
1 |
2 |
+2 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Apr00 |
000303 |
2.760 |
2.830 |
2.750 |
2.825 |
+0.042 |
39,442 |
53,340 |
+611 |
| May00 |
000303 |
2.790 |
2.855 |
2.780 |
2.847 |
+0.043 |
8,666 |
23,895 |
+185 |
| Jun00 |
000303 |
2.805 |
2.860 |
2.800 |
2.857 |
+0.037 |
5,347 |
20,371 |
+698 |
| Jul00 |
000303 |
2.820 |
2.870 |
2.820 |
2.867 |
+0.035 |
3,102 |
16,605 |
-88 |
| Aug00 |
000303 |
2.840 |
2.880 |
2.830 |
2.877 |
+0.032 |
2,510 |
13,747 |
+149 |
| Sep00 |
000303 |
2.840 |
2.880 |
2.835 |
2.880 |
+0.030 |
2,730 |
17,801 |
+286 |
| Oct00 |
000303 |
2.860 |
2.900 |
2.855 |
2.900 |
+0.030 |
3,410 |
15,460 |
+1,538 |
| Nov00 |
000303 |
2.975 |
3.010 |
2.975 |
3.010 |
+0.027 |
2,217 |
12,221 |
+1,036 |
| Dec00 |
000303 |
3.090 |
3.130 |
3.085 |
3.125 |
+0.025 |
1,789 |
15,277 |
+69 |
| Jan01 |
000303 |
3.115 |
3.148 |
3.105 |
3.148 |
+0.023 |
1,102 |
11,264 |
+170 |
| Feb01 |
000303 |
2.955 |
2.990 |
2.955 |
2.980 |
+0.020 |
617 |
6,567 |
+151 |
| Mar01 |
000303 |
2.825 |
2.850 |
2.815 |
2.835 |
+0.016 |
1,390 |
7,315 |
-86 |
| Apr01 |
000303 |
2.695 |
2.710 |
2.695 |
2.710 |
+0.015 |
205 |
5,508 |
+64 |
| May01 |
000303 |
2.650 |
2.665 |
2.650 |
2.665 |
+0.013 |
267 |
4,521 |
-10 |
| Jun01 |
000303 |
2.660 |
2.670 |
2.655 |
2.667 |
+0.010 |
517 |
6,299 |
+231 |
| Jul01 |
000303 |
2.665 |
2.680 |
2.665 |
2.679 |
+0.012 |
757 |
5,237 |
-27 |
| Total Volume and Open Interest |
74,606 |
274,143 |
+5,237 |
| Brent Crude Oil(ICE) |
| Apr00 |
000303 |
28.95 |
29.28 |
28.70 |
28.99 |
-0.23 |
32,684 |
65,596 |
-4,229 |
| May00 |
000303 |
27.50 |
27.80 |
27.30 |
27.62 |
-0.15 |
29,366 |
63,646 |
+6,768 |
| Jun00 |
000303 |
26.37 |
26.65 |
26.22 |
26.45 |
-0.12 |
17,777 |
28,281 |
-2,827 |
| Jul00 |
000303 |
25.47 |
25.70 |
25.30 |
25.63 |
-0.01 |
4,405 |
18,086 |
+76 |
| Aug00 |
000303 |
24.83 |
24.95 |
24.55 |
24.90 |
-0.06 |
3,174 |
9,338 |
+2,086 |
| Sep00 |
000303 |
24.38 |
24.47 |
24.10 |
24.10 |
-0.38 |
4,484 |
10,007 |
+2,191 |
| Oct00 |
000303 |
23.98 |
24.01 |
23.98 |
24.00 |
-0.08 |
3,536 |
11,634 |
+2,069 |
| Nov00 |
000303 |
23.61 |
23.66 |
23.55 |
23.61 |
-0.08 |
1,307 |
6,725 |
+929 |
| Dec00 |
000303 |
23.25 |
23.35 |
23.20 |
23.20 |
-0.12 |
3,262 |
29,103 |
+1,519 |
| Jan01 |
000303 |
22.80 |
22.80 |
22.80 |
22.80 |
-0.06 |
0 |
8,108 |
+0 |
| Feb01 |
000303 |
0.00 |
0.00 |
0.00 |
0.00 |
-22.43 |
1,600 |
3,434 |
+1,600 |
| Mar01 |
000303 |
0.00 |
0.00 |
0.00 |
0.00 |
-22.01 |
0 |
3,260 |
+0 |
| Total Volume and Open Interest |
103,595 |
275,520 |
+12,182 |
| Gas Oil(ICE) |
| Mar00 |
000303 |
235.75 |
239.50 |
235.75 |
238.00 |
unch |
|
|
|
| Apr00 |
000303 |
228.50 |
230.50 |
227.25 |
229.00 |
-1.25 |
|
|
|
| May00 |
000303 |
221.25 |
222.75 |
220.00 |
221.75 |
-1.00 |
|
|
|
| Jun00 |
000303 |
214.50 |
216.00 |
212.75 |
214.50 |
-1.50 |
|
|
|
| Jul00 |
000303 |
209.75 |
211.50 |
209.00 |
210.00 |
-1.50 |
|
|
|
| Aug00 |
000303 |
208.25 |
208.25 |
206.50 |
207.75 |
-1.25 |
|
|
|
| Sep00 |
000303 |
205.75 |
205.75 |
205.75 |
205.75 |
-1.25 |
|
|
|
| Oct00 |
000303 |
204.50 |
204.50 |
204.50 |
204.50 |
-1.50 |
|
|
|
| Nov00 |
000303 |
203.75 |
203.75 |
203.75 |
203.75 |
-1.50 |
|
|
|
| Dec00 |
000303 |
202.00 |
203.25 |
202.00 |
203.25 |
-1.25 |
|
|
|
| Total Volume and Open Interest |
23,675 |
108,709 |
-422 |
| Ethanol(CBOT) |
| US Dollar Index(ICE) |
| Mar00 |
000303 |
105.900 |
106.140 |
105.500 |
105.990 |
+0.320 |
|
|
|
| Jun00 |
000303 |
105.560 |
105.780 |
105.220 |
105.640 |
+0.300 |
|
|
|
| Sep00 |
000303 |
105.220 |
105.290 |
105.220 |
105.290 |
+0.270 |
|
|
|
| Total Volume and Open Interest |
1,722 |
7,897 |
+37 |
| Australian Dollar(CME) |
| Mar00 |
000303 |
60.71 |
60.95 |
60.65 |
60.89 |
+0.14 |
2,995 |
31,379 |
-826 |
| Jun00 |
000303 |
60.77 |
61.05 |
60.77 |
60.96 |
+0.14 |
1,809 |
2,652 |
+796 |
| Sep00 |
000303 |
61.03 |
61.03 |
61.03 |
61.03 |
+0.14 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,804 |
34,092 |
-16 |
| British Pound(CME) |
| Mar00 |
000303 |
157.90 |
158.40 |
157.62 |
157.98 |
+0.28 |
1,261 |
47,730 |
+659 |
| Jun00 |
000303 |
157.88 |
158.40 |
157.64 |
157.98 |
+0.28 |
745 |
4,527 |
+771 |
| Sep00 |
000303 |
158.04 |
158.50 |
158.04 |
158.04 |
+0.28 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
2,006 |
52,409 |
+1,430 |
| Canadian Dollar(CME) |
| Mar00 |
000303 |
68.78 |
68.99 |
68.75 |
68.82 |
+0.15 |
17,617 |
45,789 |
+77 |
| Jun00 |
000303 |
68.91 |
69.14 |
68.90 |
68.98 |
+0.15 |
1,653 |
13,744 |
+1,463 |
| Sep00 |
000303 |
69.25 |
69.30 |
69.15 |
69.15 |
+0.15 |
77 |
2,100 |
+18 |
| Dec00 |
000303 |
69.40 |
69.45 |
69.30 |
69.31 |
+0.15 |
1 |
1,607 |
+3 |
| Total Volume and Open Interest |
19,348 |
63,813 |
+1,561 |
| Japanese Yen(CME) |
| Mar00 |
000303 |
92.84 |
93.17 |
92.73 |
92.85 |
-0.15 |
24,775 |
100,455 |
-3,340 |
| Jun00 |
000303 |
94.38 |
94.67 |
94.22 |
94.36 |
-0.16 |
1,352 |
7,430 |
+644 |
| Sep00 |
000303 |
95.88 |
95.93 |
95.80 |
95.84 |
-0.17 |
14 |
619 |
+11 |
| Total Volume and Open Interest |
25,967 |
108,801 |
-2,685 |
| Swiss Franc(CME) |
| Mar00 |
000303 |
60.17 |
60.26 |
59.74 |
59.88 |
-0.34 |
13,273 |
67,399 |
+166 |
| Jun00 |
000303 |
60.75 |
60.86 |
60.31 |
60.46 |
-0.36 |
2,152 |
2,493 |
+949 |
| Sep00 |
000303 |
61.00 |
61.00 |
60.95 |
60.98 |
-0.37 |
242 |
74 |
+33 |
| Total Volume and Open Interest |
15,667 |
69,967 |
+1,148 |
| EuroFX(CME) |
| Mar00 |
000303 |
96.65 |
96.83 |
95.96 |
96.21 |
-0.49 |
15,304 |
62,935 |
+1,653 |
| Jun00 |
000303 |
97.27 |
97.40 |
96.67 |
96.85 |
-0.50 |
1,185 |
3,211 |
+821 |
| Sep00 |
000303 |
97.50 |
97.70 |
97.46 |
97.46 |
-0.50 |
5 |
150 |
+1 |
| Total Volume and Open Interest |
16,494 |
66,327 |
+2,475 |
| Mexican Peso(CME) |
| Mar00 |
000303 |
1072.5 |
1074.0 |
1070.0 |
1070.0 |
unch |
|
|
|
| Jun00 |
000303 |
1043.0 |
1045.5 |
1040.5 |
1040.5 |
+0.2 |
|
|
|
| Total Volume and Open Interest |
6,321 |
25,655 |
+65 |
| 30-Year T-Bonds(CBOT) |
| Mar00 |
000303 |
95~100 |
95~270 |
95~010 |
95~190 |
+0~130 |
22,397 |
119,391 |
-6,299 |
| Jun00 |
000303 |
94~260 |
95~140 |
94~200 |
95~070 |
+0~130 |
247,628 |
416,431 |
+17,693 |
| Sep00 |
000303 |
94~230 |
95~030 |
94~230 |
94~310 |
+0~130 |
278 |
787 |
-199 |
| Total Volume and Open Interest |
270,430 |
537,216 |
+11,308 |
| 10-Year T-Notes(CBOT) |
| Mar00 |
000303 |
95~300 |
96~110 |
95~265 |
96~005 |
+0~065 |
26,563 |
99,335 |
-17,780 |
| Jun00 |
000303 |
95~155 |
96~000 |
95~145 |
95~215 |
+0~065 |
157,137 |
488,682 |
+17,821 |
| Sep00 |
000303 |
95~110 |
95~115 |
95~105 |
95~115 |
|
|
|
|
| 5-Year T-Notes(CBOT) |
| Mar00 |
000303 |
97~066 |
97~112 |
97~066 |
97~078 |
+0~010 |
19,943 |
101,338 |
-10,594 |
| Jun00 |
000303 |
97~014 |
97~060 |
97~008 |
97~020 |
+0~010 |
55,312 |
329,159 |
+11,856 |
| Total Volume and Open Interest |
75,255 |
430,497 |
+1,262 |
| 2 Year T-Notes(CBOT) |
| Mar00 |
000303 |
98~112 |
99~005 |
98~112 |
98~124 |
+0~008 |
3,498 |
12,462 |
-1,602 |
| Jun00 |
000303 |
98~088 |
98~112 |
98~084 |
98~100 |
+0~008 |
4,468 |
28,638 |
+1,141 |
| Total Volume and Open Interest |
7,966 |
41,100 |
-461 |
| Eurodollars(CME) |
| Mar00 |
000303 |
93.815 |
93.842 |
93.812 |
93.838 |
+0.013 |
73,523 |
494,759 |
-10,526 |
| Jun00 |
000303 |
93.435 |
93.495 |
93.420 |
93.450 |
+0.015 |
82,386 |
486,583 |
+20,064 |
| Sep00 |
000303 |
93.175 |
93.260 |
93.155 |
93.195 |
+0.020 |
104,166 |
417,923 |
+2,846 |
| Dec00 |
000303 |
92.950 |
93.060 |
92.940 |
92.980 |
+0.030 |
45,890 |
340,456 |
-3,268 |
| Mar01 |
000303 |
92.865 |
92.990 |
92.855 |
92.895 |
+0.030 |
37,209 |
293,508 |
+2,019 |
| Jun01 |
000303 |
92.765 |
92.890 |
92.750 |
92.795 |
+0.030 |
24,722 |
195,022 |
-488 |
| Sep01 |
000303 |
92.720 |
92.850 |
92.705 |
92.750 |
+0.030 |
19,558 |
157,024 |
-1,981 |
| Dec01 |
000303 |
92.650 |
92.770 |
92.650 |
92.680 |
+0.030 |
14,480 |
123,131 |
-561 |
| Mar02 |
000303 |
92.690 |
92.800 |
92.690 |
92.725 |
+0.035 |
5,212 |
108,407 |
+109 |
| Jun02 |
000303 |
92.680 |
92.780 |
92.680 |
92.715 |
+0.035 |
5,076 |
85,434 |
+461 |
| Sep02 |
000303 |
92.675 |
92.770 |
92.670 |
92.710 |
+0.035 |
4,365 |
76,185 |
+926 |
| Dec02 |
000303 |
92.615 |
92.710 |
92.610 |
92.650 |
+0.035 |
4,744 |
69,630 |
+176 |
| Mar03 |
000303 |
92.645 |
92.710 |
92.645 |
92.685 |
+0.035 |
2,781 |
63,594 |
-399 |
| Jun03 |
000303 |
92.625 |
92.690 |
92.625 |
92.665 |
+0.035 |
2,581 |
48,396 |
+32 |
| Sep03 |
000303 |
92.675 |
92.675 |
92.635 |
92.650 |
+0.035 |
4,282 |
51,903 |
-873 |
| Dec03 |
000303 |
92.530 |
92.595 |
92.530 |
92.570 |
+0.035 |
3,624 |
34,862 |
-86 |
| Mar04 |
000303 |
92.600 |
92.600 |
92.560 |
92.585 |
+0.035 |
2,292 |
31,036 |
-349 |
| Jun04 |
000303 |
92.575 |
92.575 |
92.535 |
92.560 |
+0.035 |
2,069 |
29,688 |
-500 |
| Total Volume and Open Interest |
451,241 |
3,270,411 |
+8,086 |
| 30 Day Federal Funds(CBOT) |
| Mar00 |
000303 |
94.165 |
94.170 |
94.160 |
94.165 |
unch |
|
|
|
| Apr00 |
000303 |
93.980 |
94.000 |
93.980 |
93.990 |
+0.005 |
|
|
|
| May00 |
000303 |
93.905 |
93.925 |
93.900 |
93.915 |
+0.005 |
|
|
|
| Jun00 |
000303 |
93.805 |
93.835 |
93.805 |
93.815 |
+0.005 |
|
|
|
| Jul00 |
000303 |
93.700 |
93.730 |
93.695 |
93.700 |
+0.020 |
|
|
|
| Aug00 |
000303 |
93.675 |
93.675 |
93.670 |
93.670 |
+0.020 |
|
|
|
| Total Volume and Open Interest |
3,775 |
24,915 |
-194 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Mar00 |
000303 |
99.89 |
99.89 |
99.88 |
99.89 |
unch |
756 |
19,076 |
-482 |
| Jun00 |
000303 |
99.81 |
99.82 |
99.81 |
99.82 |
unch |
522 |
21,318 |
+175 |
| Sep00 |
000303 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
67 |
12,018 |
-103 |
| Dec00 |
000303 |
99.55 |
99.55 |
99.54 |
99.54 |
-0.03 |
60 |
7,444 |
+2 |
| Mar01 |
000303 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
143 |
14,342 |
-71 |
| Jun01 |
000303 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
262 |
4,345 |
-22 |
| Sep01 |
000303 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
11 |
7,952 |
-30 |
| Dec01 |
000303 |
98.98 |
98.98 |
98.98 |
98.98 |
unch |
151 |
1,333 |
+79 |
| Mar02 |
000303 |
98.85 |
98.85 |
98.85 |
98.85 |
unch |
0 |
979 |
-30 |
| Jun02 |
000303 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
0 |
79 |
+0 |
| Total Volume and Open Interest |
1,972 |
88,946 |
-482 |
| 3-Mth Euro-Yen(SGX) |
| Mar00 |
000303 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
|
|
|
| Jun00 |
000303 |
99.82 |
99.82 |
99.81 |
99.82 |
-0.01 |
|
|
|
| Sep00 |
000303 |
99.72 |
99.72 |
99.71 |
99.71 |
-0.01 |
|
|
|
| Dec00 |
000303 |
99.57 |
99.57 |
99.55 |
99.55 |
-0.02 |
|
|
|
| Mar01 |
000303 |
99.45 |
99.45 |
99.43 |
99.43 |
-0.01 |
|
|
|
| Jun01 |
000303 |
99.31 |
99.32 |
99.30 |
99.31 |
-0.01 |
|
|
|
| Sep01 |
000303 |
99.15 |
99.15 |
99.14 |
99.14 |
-0.02 |
|
|
|
| Dec01 |
000303 |
98.98 |
98.98 |
98.97 |
98.97 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
24,837 |
412,199 |
-623 |
| Japanese Gov't Bonds(SGX) |
| Mar00 |
000303 |
132.51 |
132.60 |
132.40 |
132.50 |
-0.06 |
|
|
|
| Jun00 |
000303 |
131.25 |
131.25 |
131.00 |
131.10 |
-0.23 |
|
|
|
| Sep00 |
000303 |
130.14 |
130.14 |
130.14 |
130.14 |
-0.23 |
|
|
|
| Total Volume and Open Interest |
788 |
4,168 |
-1,466 |
| Euro-Bund(EUREX) |
| Mar00 |
000303 |
103.77 |
104.18 |
103.58 |
103.98 |
+0.29 |
|
|
|
| Jun00 |
000303 |
102.92 |
103.35 |
102.77 |
103.15 |
+0.26 |
|
|
|
| Sep00 |
000303 |
102.35 |
102.60 |
102.35 |
102.41 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
847,346 |
667,224 |
-34,913 |
| Euro-Bobl(EUREX) |
| Mar00 |
000303 |
103.31 |
103.55 |
103.24 |
103.40 |
+0.10 |
|
|
|
| Jun00 |
000303 |
102.60 |
102.87 |
102.51 |
102.71 |
+0.12 |
|
|
|
| Sep00 |
000303 |
102.29 |
102.29 |
102.29 |
102.29 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(EUREX) |
| Mar00 |
000303 |
96.340 |
96.350 |
96.320 |
96.325 |
-0.015 |
|
|
|
| Jun00 |
000303 |
95.910 |
95.930 |
95.875 |
95.885 |
-0.030 |
|
|
|
| Sep00 |
000303 |
95.610 |
95.665 |
95.580 |
95.600 |
-0.015 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Mar00 |
000303 |
112~04 |
112~29 |
112~01 |
112~24 |
+0~21 |
|
|
|
| Jun00 |
000303 |
111~24 |
112~19 |
111~19 |
112~11 |
+0~21 |
|
|
|
| Total Volume and Open Interest |
26,952 |
65,943 |
-306 |
| 3-Mth Short Sterling(LIFFE) |
| Mar00 |
000303 |
93.71 |
93.74 |
93.71 |
93.74 |
+0.02 |
|
|
|
| Jun00 |
000303 |
93.44 |
93.48 |
93.42 |
93.47 |
+0.03 |
|
|
|
| Sep00 |
000303 |
93.27 |
93.32 |
93.26 |
93.30 |
+0.03 |
|
|
|
| Dec00 |
000303 |
93.10 |
93.15 |
93.08 |
93.14 |
+0.04 |
|
|
|
| Mar01 |
000303 |
93.04 |
93.10 |
93.04 |
93.09 |
+0.04 |
|
|
|
| Jun01 |
000303 |
92.98 |
93.05 |
92.97 |
93.03 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
63,775 |
849,731 |
+2,137 |
| 3-Mth Euribor(LIFFE) |
| Mar00 |
000303 |
96.335 |
96.350 |
96.315 |
96.325 |
-0.010 |
|
|
|
| Jun00 |
000303 |
95.910 |
95.935 |
95.870 |
95.890 |
-0.020 |
|
|
|
| Sep00 |
000303 |
95.610 |
95.655 |
95.580 |
95.600 |
-0.010 |
|
|
|
| Total Volume and Open Interest |
314,766 |
1,367,652 |
+10,814 |
| 3-Mth Aus T-Bills(SFE) |
| Mar00 |
000303 |
94.19 |
94.23 |
94.19 |
94.20 |
+0.01 |
|
|
|
| Jun00 |
000303 |
93.83 |
93.87 |
93.82 |
93.83 |
unch |
|
|
|
| Sep00 |
000303 |
93.50 |
93.56 |
93.50 |
93.51 |
-0.02 |
|
|
|
| Dec00 |
000303 |
93.28 |
93.32 |
93.28 |
93.29 |
-0.03 |
|
|
|
| Mar01 |
000303 |
93.17 |
93.17 |
93.15 |
93.15 |
-0.06 |
|
|
|
| Jun01 |
000303 |
93.06 |
93.06 |
93.04 |
93.04 |
-0.07 |
|
|
|
| Sep01 |
000303 |
92.94 |
92.94 |
92.93 |
92.93 |
-0.08 |
|
|
|
| Dec01 |
000303 |
92.87 |
92.87 |
92.83 |
92.83 |
-0.08 |
|
|
|
| Mar02 |
000303 |
92.78 |
92.78 |
92.73 |
92.74 |
-0.08 |
|
|
|
| Jun02 |
000303 |
92.65 |
92.65 |
92.64 |
92.64 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
15,361 |
627,937 |
+5,167 |
| 10-Year Aus T-Bonds(SFE) |
| Mar00 |
000303 |
93.35 |
93.43 |
93.32 |
93.35 |
-0.07 |
|
|
|
| Jun00 |
000303 |
93.30 |
93.35 |
93.30 |
93.30 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
9,831 |
297,205 |
-24,194 |
| 3-Year Aus T-Bonds(SFE) |
| Mar00 |
000303 |
93.59 |
93.68 |
93.57 |
93.59 |
-0.04 |
|
|
|
| Jun00 |
000303 |
93.37 |
93.37 |
93.36 |
93.36 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
33,160 |
547,128 |
-89,970 |
| Gold(CMX) |
| Apr00 |
000303 |
289.7 |
291.3 |
289.2 |
290.3 |
+0.6 |
28,152 |
69,603 |
-3,565 |
| Jun00 |
000303 |
292.0 |
293.5 |
291.5 |
292.7 |
+0.6 |
1,454 |
25,176 |
-561 |
| Aug00 |
000303 |
295.5 |
296.0 |
295.3 |
295.3 |
+0.6 |
34 |
12,461 |
-5 |
| Oct00 |
000303 |
297.9 |
297.9 |
297.9 |
297.9 |
+0.6 |
|
|
|
| Dec00 |
000303 |
300.0 |
301.0 |
299.7 |
300.5 |
+0.6 |
151 |
20,018 |
+64 |
| Feb01 |
000303 |
302.3 |
302.7 |
302.3 |
302.7 |
+0.6 |
121 |
6,095 |
+52 |
| Apr01 |
000303 |
305.2 |
305.2 |
305.2 |
305.2 |
+0.6 |
|
|
|
| Jun01 |
000303 |
307.8 |
307.8 |
307.8 |
307.8 |
+0.6 |
5 |
0 |
-8,308 |
| Aug01 |
000303 |
310.3 |
310.3 |
310.3 |
310.3 |
+0.6 |
|
|
|
| Oct01 |
000303 |
312.9 |
312.9 |
312.9 |
312.9 |
+0.6 |
|
|
|
| Dec01 |
000303 |
316.5 |
316.5 |
315.5 |
315.5 |
+0.6 |
50 |
5,381 |
-40 |
| Total Volume and Open Interest |
30,728 |
162,107 |
-3,706 |
| Silver(CMX) |
| Mar00 |
000303 |
500.0 |
511.0 |
500.0 |
509.9 |
+9.1 |
645 |
2,405 |
-479 |
| May00 |
000303 |
506.5 |
517.0 |
506.0 |
515.3 |
+9.0 |
18,185 |
52,480 |
+1,455 |
| Jul00 |
000303 |
511.0 |
521.0 |
510.0 |
518.9 |
+8.9 |
779 |
7,655 |
+166 |
| Sep00 |
000303 |
518.0 |
524.5 |
517.0 |
522.3 |
+9.1 |
298 |
2,138 |
+204 |
| Dec00 |
000303 |
519.0 |
525.0 |
519.0 |
524.9 |
+9.3 |
44 |
5,978 |
-1 |
| Mar01 |
000303 |
527.7 |
527.7 |
527.7 |
527.7 |
+9.3 |
|
|
|
| May01 |
000303 |
529.5 |
529.5 |
529.5 |
529.5 |
+9.3 |
1 |
0 |
-130 |
| Total Volume and Open Interest |
19,953 |
74,600 |
+1,344 |
| Platinum(NYMEX) |
| Apr00 |
000303 |
454.0 |
465.0 |
454.0 |
463.5 |
+11.0 |
1,473 |
7,815 |
-432 |
| Jul00 |
000303 |
447.0 |
457.5 |
447.0 |
457.5 |
+11.0 |
73 |
1,117 |
+26 |
| Oct00 |
000303 |
448.5 |
448.5 |
448.5 |
448.5 |
+11.0 |
8 |
70 |
+70 |
| Jan01 |
000303 |
441.5 |
441.5 |
441.5 |
441.5 |
+11.0 |
|
|
|
| Total Volume and Open Interest |
1,554 |
9,012 |
-398 |
| Palladium(NYMEX) |
| Mar00 |
000303 |
652.00 |
655.00 |
652.00 |
655.00 |
-10.40 |
16 |
87 |
-88 |
| Jun00 |
000303 |
640.10 |
660.00 |
633.00 |
650.00 |
-8.90 |
268 |
2,334 |
+34 |
| Sep00 |
000303 |
640.50 |
640.50 |
640.50 |
640.50 |
-8.90 |
1 |
41 |
+1 |
| Total Volume and Open Interest |
285 |
2,462 |
-53 |
| Copper(CMX) |
| Mar00 |
000303 |
78.70 |
79.40 |
78.05 |
79.15 |
+0.55 |
802 |
2,646 |
-854 |
| May00 |
000303 |
79.65 |
80.55 |
78.80 |
80.30 |
+0.60 |
6,414 |
37,178 |
+320 |
| Jul00 |
000303 |
80.50 |
81.30 |
79.80 |
81.10 |
+0.50 |
380 |
6,671 |
+114 |
| Sep00 |
000303 |
81.60 |
82.05 |
81.10 |
81.80 |
+0.40 |
25 |
4,672 |
+9 |
| Dec00 |
000303 |
82.60 |
82.95 |
82.00 |
82.60 |
+0.40 |
5 |
3,876 |
+2 |
| Total Volume and Open Interest |
7,799 |
66,892 |
-285 |
| Aluminum(CMX) |
| DJIA Index(CBOT) |
| Mar00 |
000303 |
10200 |
10465 |
10185 |
10395 |
+210 |
11,901 |
17,772 |
-477 |
| Jun00 |
000303 |
10318 |
10580 |
10318 |
10519 |
+212 |
215 |
843 |
+126 |
| Sep00 |
000303 |
10700 |
10700 |
10630 |
10647 |
+214 |
0 |
423 |
+0 |
| Dec00 |
000303 |
10860 |
10860 |
10770 |
10785 |
+215 |
1 |
1,061 |
-1 |
| Total Volume and Open Interest |
12,117 |
20,099 |
-352 |
| S & P 500(CME) |
| Mar00 |
000303 |
1400.50 |
1414.40 |
1396.00 |
1410.70 |
+25.80 |
87,071 |
313,999 |
-11,452 |
| Jun00 |
000303 |
1419.50 |
1432.50 |
1415.50 |
1429.30 |
+26.20 |
27,933 |
65,776 |
+8,856 |
| Sep00 |
000303 |
1446.30 |
1450.30 |
1444.30 |
1448.90 |
+26.60 |
349 |
2,995 |
+72 |
| Dec00 |
000303 |
1469.70 |
1470.80 |
1469.70 |
1469.70 |
+26.90 |
30 |
2,835 |
-12 |
| Total Volume and Open Interest |
115,392 |
385,892 |
-2,533 |
| S & P 500 E-Mini(Globex) |
| Mar00 |
000303 |
1384.75 |
1414.50 |
1383.50 |
1410.75 |
+25.75 |
62,489 |
30,059 |
+501 |
| Jun00 |
000303 |
1400.75 |
1433.00 |
1400.75 |
1429.25 |
+26.25 |
91 |
147 |
+42 |
| Total Volume and Open Interest |
62,580 |
30,206 |
+543 |
| NASDAQ 100(CME) |
| Mar00 |
000303 |
4330.00 |
4458.00 |
4290.00 |
4454.50 |
+229.50 |
17,864 |
35,993 |
+944 |
| Jun00 |
000303 |
4352.00 |
4520.00 |
4352.00 |
4516.50 |
+231.00 |
607 |
1,180 |
+204 |
| Sep00 |
000303 |
4578.50 |
4578.50 |
4578.50 |
4578.50 |
+232.50 |
2 |
9 |
+1 |
| Total Volume and Open Interest |
18,473 |
37,182 |
+1,149 |
| NASDAQ 100 E-Mini(Globex) |
| S & P Midcap 400(CME) |
| Mar00 |
000303 |
467.50 |
480.90 |
466.75 |
479.05 |
+12.30 |
|
|
|
| Jun00 |
000303 |
485.40 |
487.00 |
485.40 |
485.40 |
+12.40 |
|
|
|
| Sep00 |
000303 |
488.35 |
490.05 |
488.35 |
488.35 |
+12.30 |
|
|
|
| Total Volume and Open Interest |
920 |
13,509 |
+199 |
| Russell 2000(CME) |
| Mar00 |
000303 |
592.80 |
601.50 |
592.80 |
598.25 |
+14.00 |
1,311 |
13,196 |
-47 |
| Jun00 |
000303 |
602.00 |
609.50 |
602.00 |
606.25 |
+14.45 |
25 |
38 |
+25 |
| Sep00 |
000303 |
613.35 |
613.35 |
613.35 |
613.35 |
+14.00 |
|
|
|
| Total Volume and Open Interest |
1,336 |
13,234 |
-22 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar00 |
000303 |
19940 |
20030 |
19895 |
19940 |
-95 |
|
|
|
| Jun00 |
000303 |
19900 |
19975 |
19870 |
19910 |
-75 |
|
|
|
| Total Volume and Open Interest |
34,659 |
131,267 |
+3,974 |
| Nikkei 225(SGX) |
| Mar00 |
000303 |
19940 |
20030 |
19895 |
19940 |
-95 |
|
|
|
| Jun00 |
000303 |
19900 |
19975 |
19870 |
19910 |
-75 |
|
|
|
| Sep00 |
000303 |
19890 |
19890 |
19890 |
19890 |
-95 |
|
|
|
| Total Volume and Open Interest |
34,659 |
131,267 |
+3,974 |
| CAC 40(EURONEXT) |
| Mar00 |
000303 |
6470.0 |
6572.0 |
6430.0 |
6532.5 |
+85.5 |
|
|
|
| Apr00 |
000303 |
6506.0 |
6570.0 |
6459.5 |
6540.5 |
+85.5 |
|
|
|
| May00 |
000303 |
6529.5 |
6529.5 |
6529.5 |
6529.5 |
+84.5 |
|
|
|
| Total Volume and Open Interest |
37,925 |
216,841 |
+433 |
| Hang Seng Index(HKFE) |
| Mar00 |
000303 |
16730 |
17365 |
16600 |
17210 |
+400 |
|
|
|
| Apr00 |
000303 |
17230 |
17230 |
17230 |
17230 |
+400 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX(EUREX) |
| Mar00 |
000303 |
7940.0 |
8033.0 |
7890.5 |
7970.5 |
+15.5 |
|
|
|
| Jun00 |
000303 |
8002.0 |
8090.0 |
7954.0 |
8030.5 |
+17.0 |
|
|
|
| Sep00 |
000303 |
8165.5 |
8165.5 |
8103.0 |
8112.5 |
+19.5 |
|
|
|
| Total Volume and Open Interest |
53,943 |
291,809 |
+291,809 |
| FT-SE 100(EURONEXT) |
| Mar00 |
000303 |
6412.00 |
6507.00 |
6392.00 |
6470.00 |
+34.50 |
|
|
|
| Jun00 |
000303 |
6466.00 |
6566.00 |
6459.00 |
6537.00 |
+37.00 |
|
|
|
| Sep00 |
000303 |
6533.00 |
6605.00 |
6533.00 |
6605.00 |
+37.50 |
|
|
|
| Total Volume and Open Interest |
69,094 |
239,914 |
+3,757 |
| SPI 200(SFE) |
| Mar00 |
000303 |
3184.0 |
3225.0 |
3184.0 |
3210.0 |
+21.0 |
1,500 |
217,999 |
+217,999 |
| Jun00 |
000303 |
3213.0 |
3247.0 |
3213.0 |
3227.0 |
+20.0 |
3,175 |
8,432 |
+8,432 |
| Sep00 |
000303 |
3247.0 |
3247.0 |
3247.0 |
3247.0 |
+21.0 |
0 |
4,167 |
+4,167 |
| Total Volume and Open Interest |
4,675 |
232,684 |
+0 |
| GSCI(CME) |
| Mar00 |
000303 |
221.95 |
222.80 |
219.60 |
221.70 |
-0.50 |
304 |
34,221 |
-73 |
| Apr00 |
000303 |
216.20 |
216.80 |
214.80 |
216.20 |
unch |
99 |
3,421 |
+46 |
| May00 |
000303 |
212.70 |
212.80 |
211.50 |
212.70 |
+0.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
403 |
37,662 |
-27 |
| Reuters CCI(ICE) |
| Apr00 |
000303 |
210.50 |
211.25 |
210.10 |
211.20 |
+1.30 |
88 |
1,727 |
-20 |
| Jun00 |
000303 |
211.90 |
212.75 |
211.70 |
212.75 |
+1.20 |
24 |
1,116 |
-1 |
| Aug00 |
000303 |
213.55 |
213.80 |
213.55 |
213.80 |
+1.10 |
4 |
550 |
+2 |
| Total Volume and Open Interest |
116 |
3,394 |
-19 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|