|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon July 03, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul00 |
000703 |
471.50 |
472.00 |
464.00 |
468.50 |
-9.00 |
17,422 |
6,561 |
-4,346 |
| Aug00 |
000703 |
476.00 |
476.00 |
467.00 |
472.50 |
-10.25 |
15,259 |
30,398 |
+3,262 |
| Sep00 |
000703 |
466.00 |
467.00 |
458.50 |
466.50 |
-6.75 |
4,097 |
17,712 |
+220 |
| Nov00 |
000703 |
469.00 |
472.00 |
461.50 |
470.50 |
-6.00 |
32,618 |
72,696 |
+1,414 |
| Jan01 |
000703 |
479.00 |
481.00 |
471.50 |
480.00 |
-6.50 |
577 |
7,409 |
+88 |
| Mar01 |
000703 |
485.00 |
490.00 |
482.50 |
489.75 |
-5.75 |
383 |
6,050 |
-71 |
| May01 |
000703 |
493.00 |
497.00 |
490.00 |
497.00 |
-6.50 |
404 |
5,277 |
-128 |
| Total Volume and Open Interest |
71,164 |
152,181 |
+612 |
| Soybean Meal(CBOT) |
| Jul00 |
000703 |
165.80 |
166.00 |
163.00 |
163.90 |
-3.00 |
8,009 |
13,301 |
-1,012 |
| Aug00 |
000703 |
160.40 |
160.50 |
158.20 |
159.80 |
-2.10 |
9,409 |
20,090 |
+824 |
| Sep00 |
000703 |
155.00 |
155.10 |
153.50 |
154.40 |
-2.60 |
2,802 |
11,177 |
-330 |
| Oct00 |
000703 |
151.50 |
152.70 |
149.20 |
152.40 |
-1.00 |
784 |
10,204 |
+155 |
| Dec00 |
000703 |
151.00 |
153.40 |
149.50 |
152.80 |
-1.00 |
8,765 |
38,252 |
+875 |
| Jan01 |
000703 |
152.00 |
154.50 |
150.80 |
153.40 |
-0.80 |
306 |
5,152 |
+110 |
| Mar01 |
000703 |
154.50 |
156.50 |
152.60 |
155.80 |
-1.60 |
207 |
4,172 |
+73 |
| May01 |
000703 |
155.00 |
157.50 |
154.80 |
156.90 |
-1.20 |
40 |
3,336 |
+26 |
| Total Volume and Open Interest |
30,427 |
106,608 |
+738 |
| Soybean Oil(CBOT) |
| Jul00 |
000703 |
15.73 |
15.75 |
15.41 |
15.42 |
-0.44 |
9,225 |
6,010 |
-3,254 |
| Aug00 |
000703 |
15.85 |
15.85 |
15.58 |
15.63 |
-0.36 |
12,735 |
28,376 |
-244 |
| Sep00 |
000703 |
16.10 |
16.10 |
15.80 |
15.85 |
-0.39 |
3,560 |
16,815 |
+938 |
| Oct00 |
000703 |
16.30 |
16.30 |
16.00 |
16.00 |
-0.40 |
379 |
10,986 |
+74 |
| Dec00 |
000703 |
16.58 |
16.60 |
16.33 |
16.35 |
-0.37 |
6,746 |
41,820 |
+489 |
| Jan01 |
000703 |
16.90 |
16.90 |
16.67 |
16.68 |
-0.37 |
523 |
13,468 |
+54 |
| Mar01 |
000703 |
17.20 |
17.20 |
16.96 |
16.96 |
-0.37 |
147 |
5,825 |
+80 |
| May01 |
000703 |
17.55 |
17.55 |
17.26 |
17.26 |
-0.38 |
0 |
5,141 |
+0 |
| Total Volume and Open Interest |
33,546 |
132,963 |
-1,633 |
| Canola(WCE) |
| Aug00 |
000630 |
250.0 |
251.3 |
249.5 |
249.5 |
-1.8 |
261 |
8,176 |
-110 |
| Sep00 |
000630 |
253.0 |
254.2 |
252.3 |
253.3 |
-0.7 |
185 |
1,711 |
-72 |
| Nov00 |
000630 |
259.5 |
260.1 |
258.2 |
259.1 |
-1.1 |
4,872 |
34,228 |
+49 |
| Jan01 |
000630 |
264.2 |
265.5 |
264.2 |
264.2 |
-1.8 |
56 |
4,936 |
+44 |
| Mar01 |
000630 |
270.2 |
270.2 |
267.5 |
267.8 |
-3.3 |
0 |
795 |
+0 |
| Total Volume and Open Interest |
6,705 |
52,122 |
-534 |
| Corn(CBOT) |
| Jul00 |
000703 |
185.50 |
185.75 |
180.00 |
183.25 |
-4.12 |
23,830 |
20,522 |
-11,160 |
| Sep00 |
000703 |
193.25 |
193.50 |
187.75 |
190.75 |
-5.00 |
31,988 |
151,613 |
+3,386 |
| Nov00 |
000703 |
199.00 |
199.00 |
196.50 |
198.25 |
-5.75 |
92 |
1,319 |
-72 |
| Dec00 |
000703 |
204.25 |
204.50 |
199.25 |
202.75 |
-4.75 |
46,262 |
174,321 |
+290 |
| Jan01 |
000703 |
205.50 |
205.50 |
205.50 |
205.50 |
-4.50 |
0 |
202 |
+0 |
| Mar01 |
000703 |
216.25 |
216.50 |
211.25 |
214.75 |
-4.25 |
4,389 |
28,682 |
+630 |
| Total Volume and Open Interest |
110,777 |
402,040 |
-5,545 |
| Wheat(CBOT) |
| Jul00 |
000703 |
256.00 |
256.00 |
243.00 |
245.50 |
-14.00 |
7,292 |
4,790 |
-2,986 |
| Sep00 |
000703 |
263.00 |
265.00 |
254.00 |
257.50 |
-13.75 |
22,855 |
59,398 |
+762 |
| Dec00 |
000703 |
282.50 |
283.00 |
270.50 |
274.50 |
-14.00 |
22,807 |
44,303 |
+893 |
| Mar01 |
000703 |
296.00 |
296.00 |
286.00 |
289.00 |
-14.00 |
1,553 |
12,875 |
+177 |
| May01 |
000703 |
299.00 |
301.00 |
293.00 |
297.00 |
-12.50 |
69 |
531 |
+3 |
| Total Volume and Open Interest |
55,243 |
128,656 |
-1,016 |
| Wheat(KCBT) |
| Jul00 |
000703 |
298.00 |
298.00 |
286.00 |
287.25 |
-14.75 |
3,264 |
2,207 |
-1,808 |
| Sep00 |
000703 |
307.00 |
307.00 |
294.75 |
297.50 |
-12.50 |
14,153 |
34,612 |
+42 |
| Dec00 |
000703 |
322.00 |
322.00 |
308.25 |
312.00 |
-12.25 |
8,290 |
27,373 |
-1,235 |
| Mar01 |
000703 |
333.00 |
333.00 |
320.00 |
322.75 |
-12.00 |
726 |
4,439 |
+219 |
| May01 |
000703 |
337.00 |
337.00 |
328.50 |
328.50 |
-11.50 |
22 |
613 |
+14 |
| Total Volume and Open Interest |
26,455 |
69,800 |
-2,768 |
| Wheat(MGE) |
| Jul00 |
000703 |
321.00 |
321.00 |
314.00 |
315.75 |
-7.00 |
794 |
863 |
-1,012 |
| Sep00 |
000703 |
327.00 |
327.00 |
320.50 |
324.75 |
-4.25 |
4,973 |
9,387 |
-184 |
| Dec00 |
000703 |
339.00 |
340.25 |
334.00 |
337.75 |
-1.75 |
1,038 |
5,555 |
+20 |
| Mar01 |
000703 |
350.00 |
350.00 |
347.50 |
349.50 |
-2.50 |
118 |
469 |
+53 |
| May01 |
000703 |
356.50 |
356.50 |
356.50 |
356.50 |
-2.50 |
37 |
131 |
+5 |
| Total Volume and Open Interest |
6,961 |
16,448 |
-1,118 |
| Oats(CBOT) |
| Jul00 |
000703 |
96.25 |
96.25 |
93.50 |
93.75 |
-3.00 |
1,315 |
895 |
-454 |
| Sep00 |
000703 |
102.75 |
102.75 |
99.50 |
101.00 |
-2.75 |
2,283 |
7,524 |
+746 |
| Dec00 |
000703 |
111.50 |
111.50 |
108.50 |
109.50 |
-2.50 |
488 |
5,930 |
+66 |
| Mar01 |
000703 |
119.50 |
119.50 |
117.50 |
117.50 |
-2.50 |
5 |
801 |
+0 |
| Total Volume and Open Interest |
4,099 |
15,161 |
+366 |
| Rough Rice(CBOT) |
| Jul00 |
000703 |
4.66 |
4.80 |
4.66 |
4.72 |
+0.05 |
157 |
377 |
-489 |
| Sep00 |
000703 |
6.10 |
6.15 |
6.02 |
6.05 |
-0.03 |
477 |
1,915 |
+50 |
| Nov00 |
000703 |
6.33 |
6.36 |
6.22 |
6.24 |
-0.04 |
|
|
|
| Jan01 |
000703 |
6.55 |
6.55 |
6.48 |
6.49 |
-0.03 |
91 |
1,585 |
+64 |
| Total Volume and Open Interest |
1,285 |
6,397 |
-194 |
| Live Cattle(CME) |
| Aug00 |
000703 |
66.800 |
67.050 |
66.625 |
66.825 |
+0.100 |
5,836 |
48,535 |
+625 |
| Oct00 |
000703 |
69.000 |
69.375 |
69.000 |
69.300 |
+0.125 |
2,571 |
32,402 |
+519 |
| Dec00 |
000703 |
71.100 |
71.450 |
71.050 |
71.350 |
+0.300 |
1,279 |
12,414 |
+207 |
| Feb01 |
000703 |
72.500 |
72.600 |
72.350 |
72.500 |
-0.050 |
413 |
7,152 |
+86 |
| Apr01 |
000703 |
74.850 |
74.850 |
74.550 |
74.650 |
-0.200 |
230 |
5,441 |
+146 |
| Jun01 |
000703 |
72.800 |
72.850 |
72.800 |
72.800 |
-0.175 |
72 |
2,639 |
-16 |
| Total Volume and Open Interest |
11,704 |
108,720 |
+399 |
| Feeder Cattle(CME) |
| Aug00 |
000703 |
86.800 |
86.950 |
86.675 |
86.925 |
+0.475 |
1,867 |
10,251 |
-313 |
| Sep00 |
000703 |
86.600 |
86.800 |
86.600 |
86.775 |
+0.475 |
265 |
2,458 |
+64 |
| Oct00 |
000703 |
87.375 |
87.575 |
87.150 |
87.550 |
+0.400 |
571 |
3,789 |
+74 |
| Nov00 |
000703 |
88.175 |
88.300 |
88.100 |
88.275 |
+0.175 |
450 |
2,404 |
+171 |
| Jan01 |
000703 |
88.750 |
88.900 |
88.700 |
88.900 |
+0.250 |
125 |
1,483 |
+82 |
| Mar01 |
000703 |
88.850 |
89.150 |
88.850 |
89.150 |
+0.400 |
90 |
483 |
+164 |
| Apr01 |
000703 |
88.800 |
89.000 |
88.800 |
89.000 |
+0.325 |
42 |
127 |
+34 |
| Total Volume and Open Interest |
3,862 |
21,494 |
+684 |
| Lean Hogs(CME) |
| Jul00 |
000703 |
70.550 |
70.600 |
69.850 |
70.350 |
-0.250 |
2,125 |
8,443 |
-543 |
| Aug00 |
000703 |
69.150 |
69.300 |
68.200 |
68.600 |
-0.425 |
3,514 |
21,188 |
+1,099 |
| Oct00 |
000703 |
58.800 |
58.800 |
57.975 |
58.625 |
-0.250 |
673 |
11,441 |
+319 |
| Dec00 |
000703 |
55.000 |
55.150 |
54.500 |
54.750 |
-0.200 |
546 |
7,479 |
+66 |
| Feb01 |
000703 |
55.900 |
56.000 |
55.600 |
55.725 |
-0.175 |
38 |
1,981 |
-1 |
| Apr01 |
000703 |
54.850 |
54.950 |
54.850 |
54.850 |
-0.200 |
54 |
841 |
+6 |
| Jun01 |
000703 |
62.250 |
62.450 |
61.700 |
61.850 |
-0.550 |
0 |
147 |
+0 |
| Jul01 |
000703 |
62.000 |
62.375 |
61.800 |
62.000 |
-0.350 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
6,950 |
51,562 |
+946 |
| Pork Bellies(CME) |
| Jul00 |
000703 |
87.750 |
89.350 |
86.250 |
87.875 |
+0.800 |
306 |
2,348 |
-42 |
| Aug00 |
000703 |
86.200 |
87.500 |
84.225 |
85.900 |
+0.750 |
291 |
2,067 |
+11 |
| Feb01 |
000703 |
73.000 |
73.400 |
72.750 |
72.750 |
+0.150 |
7 |
133 |
-1 |
| Mar01 |
000703 |
74.000 |
74.000 |
74.000 |
74.000 |
unch |
1 |
16 |
+0 |
| May01 |
000703 |
75.500 |
75.500 |
75.500 |
75.500 |
unch |
|
|
|
| Total Volume and Open Interest |
605 |
4,565 |
-32 |
| Class III Milk(CME) |
| Jul00 |
000703 |
11.25 |
11.25 |
11.11 |
11.11 |
-0.14 |
15 |
1,712 |
+3 |
| Aug00 |
000703 |
12.31 |
12.31 |
12.30 |
12.30 |
unch |
63 |
1,713 |
-35 |
| Sep00 |
000703 |
12.71 |
12.71 |
12.71 |
12.71 |
-0.01 |
14 |
1,370 |
+3 |
| Oct00 |
000703 |
12.70 |
12.70 |
12.65 |
12.65 |
-0.01 |
45 |
1,271 |
+10 |
| Nov00 |
000703 |
12.15 |
12.15 |
12.15 |
12.15 |
unch |
3 |
779 |
+3 |
| Total Volume and Open Interest |
158 |
9,007 |
-24 |
| Cocoa(ICE) |
| Jul00 |
000630 |
805 |
826 |
805 |
820 |
+7 |
48 |
361 |
+6 |
| Sep00 |
000630 |
838 |
847 |
821 |
835 |
-3 |
4,529 |
40,417 |
-615 |
| Dec00 |
000630 |
872 |
883 |
860 |
871 |
-2 |
853 |
24,984 |
+280 |
| Mar01 |
000630 |
907 |
915 |
896 |
905 |
-3 |
600 |
9,726 |
+380 |
| May01 |
000630 |
936 |
940 |
920 |
929 |
-3 |
715 |
7,099 |
+481 |
| Jul01 |
000630 |
952 |
952 |
952 |
952 |
-4 |
122 |
7,650 |
-25 |
| Sep01 |
000630 |
967 |
978 |
967 |
978 |
-4 |
45 |
5,907 |
+28 |
| Total Volume and Open Interest |
6,912 |
111,408 |
+535 |
| Coffee "C"(ICE) |
| Jul00 |
000630 |
86.90 |
87.00 |
84.60 |
84.85 |
-1.55 |
150 |
647 |
-218 |
| Sep00 |
000630 |
89.50 |
90.00 |
86.50 |
87.45 |
-1.50 |
3,237 |
35,105 |
-31 |
| Dec00 |
000630 |
93.75 |
93.80 |
90.80 |
91.65 |
-1.35 |
600 |
7,862 |
-8 |
| Mar01 |
000630 |
97.90 |
97.90 |
95.50 |
95.90 |
-1.40 |
188 |
3,212 |
-65 |
| May01 |
000630 |
99.75 |
99.75 |
98.25 |
98.40 |
-1.20 |
57 |
679 |
+12 |
| Jul01 |
000630 |
101.50 |
102.00 |
100.90 |
100.90 |
-1.00 |
6 |
171 |
+0 |
| Total Volume and Open Interest |
4,239 |
47,860 |
-309 |
| Orange Juice(ICE) |
| Jul00 |
000630 |
83.75 |
84.30 |
83.50 |
83.75 |
-0.10 |
1,660 |
1,025 |
-995 |
| Sep00 |
000630 |
84.30 |
85.35 |
84.20 |
84.30 |
-0.60 |
2,467 |
18,299 |
+179 |
| Nov00 |
000630 |
84.40 |
85.00 |
84.10 |
84.10 |
-0.90 |
777 |
4,653 |
+183 |
| Jan01 |
000630 |
84.60 |
85.10 |
84.25 |
84.25 |
-0.85 |
28 |
1,909 |
-16 |
| Mar01 |
000630 |
84.60 |
84.60 |
84.35 |
84.35 |
-0.85 |
5 |
1,838 |
+5 |
| May01 |
000630 |
84.50 |
84.50 |
84.50 |
84.50 |
-0.80 |
0 |
256 |
+0 |
| Total Volume and Open Interest |
4,937 |
28,394 |
-644 |
| Sugar #11(ICE) |
| Oct00 |
000630 |
8.98 |
9.18 |
8.15 |
8.48 |
-0.46 |
19,343 |
99,929 |
+3,510 |
| Mar01 |
000630 |
8.78 |
8.95 |
8.10 |
8.32 |
-0.37 |
6,933 |
43,537 |
+737 |
| May01 |
000630 |
8.74 |
8.75 |
8.18 |
8.19 |
-0.35 |
598 |
9,632 |
+234 |
| Jul01 |
000630 |
8.55 |
8.57 |
8.00 |
8.00 |
-0.35 |
135 |
8,036 |
+11 |
| Oct01 |
000630 |
7.90 |
7.90 |
7.90 |
7.90 |
-0.35 |
50 |
8,862 |
+0 |
| Total Volume and Open Interest |
33,850 |
182,831 |
+1,324 |
| Sugar #14(ICE) |
| Sep00 |
000630 |
18.74 |
18.89 |
18.74 |
18.82 |
+0.08 |
89 |
2,075 |
-58 |
| Nov00 |
000630 |
18.33 |
18.33 |
18.30 |
18.32 |
-0.04 |
49 |
1,897 |
-47 |
| Jan01 |
000630 |
18.25 |
18.25 |
18.25 |
18.25 |
unch |
15 |
2,463 |
+7 |
| Mar01 |
000630 |
18.50 |
18.50 |
18.50 |
18.50 |
-0.01 |
2 |
975 |
+2 |
| May01 |
000630 |
19.10 |
19.25 |
19.10 |
19.25 |
+0.24 |
2 |
1,660 |
+1 |
| Total Volume and Open Interest |
170 |
10,322 |
-84 |
| London Cocoa(LCE) |
| Jul00 |
000703 |
583 |
587 |
580 |
580 |
-5 |
|
|
|
| Sep00 |
000703 |
606 |
610 |
602 |
603 |
-4 |
|
|
|
| Dec00 |
000703 |
646 |
650 |
643 |
643 |
-3 |
|
|
|
| Mar01 |
000703 |
663 |
663 |
660 |
660 |
-4 |
|
|
|
| May01 |
000703 |
676 |
680 |
675 |
675 |
-4 |
|
|
|
| Jul01 |
000703 |
695 |
695 |
690 |
690 |
-4 |
|
|
|
| Sep01 |
000703 |
705 |
705 |
705 |
705 |
-4 |
|
|
|
| Total Volume and Open Interest |
3,631 |
176,099 |
+274 |
| London Coffee(LCE) |
| Jul00 |
000703 |
830.00 |
835.00 |
820.00 |
832.00 |
-1.00 |
|
|
|
| Sep00 |
000703 |
858.00 |
860.00 |
849.00 |
855.00 |
-8.00 |
|
|
|
| Nov00 |
000703 |
881.00 |
882.00 |
870.00 |
875.00 |
-8.00 |
|
|
|
| Jan01 |
000703 |
900.00 |
900.00 |
890.00 |
895.00 |
-8.00 |
|
|
|
| Mar01 |
000703 |
917.00 |
922.00 |
915.00 |
915.00 |
-8.00 |
|
|
|
| May01 |
000703 |
935.00 |
935.00 |
935.00 |
935.00 |
-8.00 |
|
|
|
| Total Volume and Open Interest |
12,485 |
60,950 |
-67 |
| London Sugar(LCE) |
| Aug00 |
000703 |
240.00 |
240.00 |
235.50 |
239.20 |
-0.80 |
|
|
|
| Oct00 |
000703 |
237.10 |
238.00 |
234.50 |
237.40 |
-0.10 |
|
|
|
| Dec00 |
000703 |
235.50 |
237.00 |
235.50 |
236.90 |
-0.20 |
|
|
|
| Mar01 |
000703 |
234.40 |
236.70 |
234.40 |
236.70 |
-0.10 |
|
|
|
| May01 |
000703 |
234.70 |
234.70 |
234.70 |
234.70 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
4,846 |
46,372 |
+449 |
| Cotton(ICE) |
| Jul00 |
000630 |
52.00 |
53.00 |
50.50 |
50.88 |
-1.42 |
192 |
141 |
-121 |
| Oct00 |
000630 |
56.30 |
56.50 |
54.60 |
54.80 |
-1.30 |
576 |
4,277 |
+66 |
| Dec00 |
000630 |
58.30 |
58.50 |
56.60 |
56.76 |
-1.41 |
4,519 |
30,254 |
+960 |
| Mar01 |
000630 |
60.40 |
60.40 |
58.65 |
58.71 |
-1.34 |
932 |
5,570 |
+72 |
| May01 |
000630 |
61.05 |
61.15 |
59.75 |
59.85 |
-1.05 |
180 |
3,988 |
+2 |
| Jul01 |
000630 |
62.00 |
62.00 |
60.90 |
60.92 |
-0.88 |
98 |
1,429 |
+30 |
| Total Volume and Open Interest |
6,686 |
47,638 |
+1,117 |
| Lumber(CME) |
| Jul00 |
000703 |
263.0 |
267.0 |
256.5 |
262.0 |
-13.5 |
475 |
1,179 |
-373 |
| Sep00 |
000703 |
271.2 |
273.9 |
270.3 |
270.3 |
-10.0 |
394 |
1,147 |
+104 |
| Nov00 |
000703 |
278.8 |
278.8 |
274.7 |
275.4 |
-8.2 |
73 |
626 |
-4 |
| Jan01 |
000703 |
289.1 |
289.1 |
282.0 |
282.7 |
-8.6 |
6 |
117 |
+0 |
| Total Volume and Open Interest |
952 |
3,101 |
-271 |
| Crude Oil(NYM) |
| Aug00 |
000630 |
32.55 |
32.95 |
32.40 |
32.50 |
-0.22 |
60,457 |
131,978 |
-1,213 |
| Sep00 |
000630 |
31.10 |
31.55 |
31.00 |
31.13 |
-0.12 |
31,173 |
56,049 |
+2,188 |
| Oct00 |
000630 |
30.08 |
30.58 |
30.08 |
30.20 |
-0.13 |
9,491 |
32,473 |
+1,281 |
| Nov00 |
000630 |
29.55 |
29.80 |
29.46 |
29.51 |
-0.14 |
1,614 |
19,274 |
-35 |
| Dec00 |
000630 |
28.88 |
29.27 |
28.85 |
28.94 |
-0.14 |
5,613 |
37,663 |
+522 |
| Jan01 |
000630 |
28.35 |
28.57 |
28.35 |
28.42 |
-0.14 |
1,579 |
19,144 |
+268 |
| Feb01 |
000630 |
28.00 |
28.11 |
27.92 |
27.92 |
-0.14 |
900 |
9,367 |
-339 |
| Mar01 |
000630 |
27.39 |
27.63 |
27.39 |
27.45 |
-0.14 |
1,024 |
10,572 |
+99 |
| Apr01 |
000630 |
27.02 |
27.02 |
27.02 |
27.02 |
-0.14 |
195 |
5,159 |
+20 |
| May01 |
000630 |
26.61 |
26.61 |
26.61 |
26.61 |
-0.14 |
1,338 |
4,968 |
+569 |
| Jun01 |
000630 |
26.20 |
26.40 |
26.20 |
26.23 |
-0.14 |
2,658 |
16,717 |
-859 |
| Jul01 |
000630 |
25.95 |
26.00 |
25.87 |
25.87 |
-0.14 |
352 |
6,714 |
-223 |
| Aug01 |
000630 |
25.53 |
25.53 |
25.53 |
25.53 |
-0.14 |
0 |
2,945 |
+0 |
| Sep01 |
000630 |
25.21 |
25.21 |
25.21 |
25.21 |
-0.14 |
117 |
8,088 |
+83 |
| Oct01 |
000630 |
24.91 |
24.91 |
24.91 |
24.91 |
-0.14 |
17 |
3,145 |
-17 |
| Nov01 |
000630 |
24.62 |
24.62 |
24.62 |
24.62 |
-0.14 |
267 |
2,372 |
+233 |
| Total Volume and Open Interest |
119,727 |
443,924 |
+3,212 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Aug00 |
000630 |
84.20 |
84.95 |
83.00 |
83.28 |
-1.32 |
18,252 |
38,455 |
+2,512 |
| Sep00 |
000630 |
84.15 |
84.90 |
83.20 |
83.38 |
-1.27 |
3,835 |
14,837 |
+866 |
| Oct00 |
000630 |
84.10 |
85.00 |
83.43 |
83.43 |
-1.22 |
3,666 |
13,306 |
+1,488 |
| Nov00 |
000630 |
84.00 |
84.70 |
83.13 |
83.13 |
-1.22 |
2,833 |
14,904 |
+1,268 |
| Dec00 |
000630 |
83.70 |
84.10 |
82.63 |
82.63 |
-1.22 |
245 |
20,031 |
+191 |
| Jan01 |
000630 |
82.30 |
83.20 |
81.48 |
81.48 |
-1.27 |
2,181 |
13,526 |
+618 |
| Feb01 |
000630 |
80.30 |
81.00 |
79.23 |
79.23 |
-1.37 |
946 |
8,968 |
+211 |
| Mar01 |
000630 |
76.30 |
77.00 |
75.13 |
75.13 |
-1.52 |
1,392 |
6,576 |
+205 |
| Apr01 |
000630 |
72.80 |
73.25 |
71.33 |
71.33 |
-1.57 |
282 |
3,129 |
+81 |
| May01 |
000630 |
70.20 |
70.60 |
68.73 |
68.73 |
-1.57 |
34 |
1,287 |
+1 |
| Jun01 |
000630 |
68.15 |
68.15 |
66.68 |
66.68 |
-1.57 |
69 |
2,084 |
+9 |
| Jul01 |
000630 |
66.18 |
66.18 |
66.18 |
66.18 |
-1.57 |
1 |
534 |
+1 |
| Total Volume and Open Interest |
45,323 |
147,084 |
+3,990 |
| Gasoline(NYMEX) |
| Aug00 |
000630 |
100.50 |
102.60 |
100.20 |
100.79 |
-0.58 |
19,377 |
34,584 |
-289 |
| Sep00 |
000630 |
94.60 |
96.90 |
94.60 |
95.19 |
-0.46 |
5,303 |
22,027 |
+32 |
| Oct00 |
000630 |
87.30 |
88.80 |
87.10 |
87.49 |
-0.56 |
2,243 |
11,232 |
+540 |
| Nov00 |
000630 |
82.00 |
83.40 |
82.00 |
82.74 |
-0.66 |
1,186 |
4,987 |
-451 |
| Dec00 |
000630 |
80.50 |
81.15 |
80.24 |
80.24 |
-0.76 |
53 |
2,908 |
+24 |
| Jan01 |
000630 |
79.70 |
79.70 |
78.74 |
78.74 |
-0.91 |
94 |
1,601 |
+72 |
| Feb01 |
000630 |
79.25 |
79.25 |
78.34 |
78.34 |
-0.91 |
155 |
1,428 |
+102 |
| Mar01 |
000630 |
78.60 |
79.50 |
78.12 |
78.12 |
-0.98 |
77 |
440 |
+2 |
| Apr01 |
000630 |
83.00 |
83.00 |
83.00 |
83.00 |
-1.00 |
50 |
965 |
+50 |
| May01 |
000630 |
81.70 |
81.70 |
81.70 |
81.70 |
-1.00 |
0 |
274 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Aug00 |
000630 |
4.410 |
4.490 |
4.410 |
4.476 |
+0.053 |
39,601 |
49,389 |
+1,484 |
| Sep00 |
000630 |
4.390 |
4.450 |
4.370 |
4.442 |
+0.052 |
6,477 |
29,295 |
+597 |
| Oct00 |
000630 |
4.365 |
4.415 |
4.350 |
4.411 |
+0.043 |
4,234 |
31,812 |
-262 |
| Nov00 |
000630 |
4.420 |
4.480 |
4.420 |
4.466 |
+0.043 |
1,998 |
18,768 |
+33 |
| Dec00 |
000630 |
4.490 |
4.560 |
4.485 |
4.536 |
+0.043 |
3,234 |
25,569 |
+404 |
| Jan01 |
000630 |
4.465 |
4.540 |
4.465 |
4.516 |
+0.045 |
3,810 |
25,998 |
+421 |
| Feb01 |
000630 |
4.210 |
4.250 |
4.195 |
4.240 |
+0.040 |
1,762 |
13,773 |
+130 |
| Mar01 |
000630 |
3.940 |
3.970 |
3.930 |
3.965 |
+0.035 |
1,678 |
15,483 |
+267 |
| Apr01 |
000630 |
3.645 |
3.671 |
3.635 |
3.671 |
+0.026 |
388 |
9,698 |
-8 |
| May01 |
000630 |
3.488 |
3.516 |
3.488 |
3.516 |
+0.028 |
452 |
9,312 |
-34 |
| Jun01 |
000630 |
3.460 |
3.465 |
3.445 |
3.461 |
+0.028 |
636 |
10,129 |
-20 |
| Jul01 |
000630 |
3.430 |
3.445 |
3.430 |
3.438 |
+0.028 |
675 |
9,161 |
+138 |
| Aug01 |
000630 |
3.420 |
3.430 |
3.410 |
3.418 |
+0.028 |
356 |
7,871 |
-18 |
| Sep01 |
000630 |
3.400 |
3.410 |
3.398 |
3.398 |
+0.028 |
161 |
5,130 |
-6 |
| Oct01 |
000630 |
3.385 |
3.408 |
3.385 |
3.408 |
+0.028 |
516 |
5,952 |
+52 |
| Nov01 |
000630 |
3.488 |
3.488 |
3.488 |
3.488 |
+0.027 |
54 |
3,533 |
-25 |
| Total Volume and Open Interest |
67,073 |
331,373 |
-826 |
| Brent Crude Oil(ICE) |
| Aug00 |
000703 |
30.65 |
31.25 |
30.62 |
31.10 |
+0.53 |
23,081 |
72,890 |
+1,696 |
| Sep00 |
000703 |
29.67 |
29.87 |
29.47 |
29.84 |
+0.45 |
12,595 |
54,601 |
+1,144 |
| Oct00 |
000703 |
28.71 |
28.94 |
28.57 |
28.94 |
+0.43 |
4,860 |
23,287 |
+960 |
| Nov00 |
000703 |
28.03 |
28.38 |
28.03 |
28.38 |
+0.42 |
3,378 |
10,760 |
-1,330 |
| Dec00 |
000703 |
27.65 |
27.87 |
27.60 |
27.87 |
+0.38 |
3,436 |
33,900 |
+1,224 |
| Jan01 |
000703 |
27.07 |
27.27 |
27.07 |
27.27 |
+0.38 |
1,631 |
13,204 |
+175 |
| Feb01 |
000703 |
26.72 |
26.72 |
26.72 |
26.72 |
+0.37 |
501 |
8,649 |
-499 |
| Mar01 |
000703 |
26.08 |
26.22 |
26.04 |
26.22 |
+0.37 |
1,554 |
8,482 |
+1,499 |
| Apr01 |
000703 |
25.75 |
25.75 |
25.75 |
25.75 |
+0.37 |
0 |
4,004 |
+0 |
| May01 |
000703 |
25.05 |
25.33 |
25.05 |
25.33 |
+0.39 |
0 |
216 |
+0 |
| Jun01 |
000703 |
24.93 |
24.93 |
24.93 |
24.93 |
+0.40 |
521 |
13,019 |
+0 |
| Jul01 |
000703 |
24.57 |
24.57 |
24.57 |
24.57 |
+0.39 |
500 |
500 |
+500 |
| Sep01 |
000703 |
24.07 |
24.07 |
24.07 |
24.07 |
+0.39 |
0 |
2,066 |
+0 |
| Total Volume and Open Interest |
52,157 |
269,248 |
+5,369 |
| Gas Oil(ICE) |
| Jul00 |
000703 |
252.50 |
260.50 |
252.50 |
259.50 |
+3.75 |
|
|
|
| Aug00 |
000703 |
251.50 |
257.00 |
250.50 |
256.25 |
+2.75 |
|
|
|
| Sep00 |
000703 |
251.25 |
256.00 |
250.50 |
256.00 |
+3.00 |
|
|
|
| Oct00 |
000703 |
250.00 |
256.00 |
250.00 |
256.00 |
+2.75 |
|
|
|
| Nov00 |
000703 |
253.25 |
253.25 |
253.25 |
253.25 |
+2.75 |
|
|
|
| Dec00 |
000703 |
245.50 |
250.25 |
245.50 |
250.25 |
+2.75 |
|
|
|
| Jan01 |
000703 |
241.50 |
245.25 |
241.50 |
245.25 |
+2.75 |
|
|
|
| Feb01 |
000703 |
238.00 |
238.00 |
238.00 |
238.00 |
+3.00 |
|
|
|
| Mar01 |
000703 |
227.00 |
230.75 |
227.00 |
230.75 |
+3.25 |
|
|
|
| Apr01 |
000703 |
224.00 |
224.00 |
224.00 |
224.00 |
+3.25 |
|
|
|
| Total Volume and Open Interest |
11,309 |
130,413 |
+2,536 |
| Ethanol(CBOT) |
| US Dollar Index(ICE) |
| Sep00 |
000703 |
106.630 |
106.970 |
106.570 |
106.660 |
+0.080 |
|
|
|
| Dec00 |
000703 |
106.250 |
106.280 |
106.250 |
106.280 |
+0.080 |
|
|
|
| Mar01 |
000703 |
105.870 |
105.900 |
105.870 |
105.900 |
+0.080 |
|
|
|
| Total Volume and Open Interest |
4 |
5,635 |
+48 |
| Australian Dollar(CME) |
| Sep00 |
000703 |
60.00 |
60.12 |
59.86 |
60.02 |
+0.22 |
2,661 |
15,540 |
+262 |
| Dec00 |
000703 |
60.05 |
60.15 |
59.95 |
60.12 |
+0.22 |
7 |
184 |
+1 |
| Mar01 |
000703 |
60.22 |
60.22 |
60.22 |
60.22 |
+0.22 |
0 |
378 |
+0 |
| Total Volume and Open Interest |
2,668 |
16,102 |
+263 |
| British Pound(CME) |
| Sep00 |
000703 |
151.40 |
151.70 |
151.32 |
151.54 |
-0.32 |
6,592 |
26,216 |
+929 |
| Dec00 |
000703 |
151.82 |
151.82 |
151.70 |
151.82 |
-0.32 |
4 |
271 |
+0 |
| Mar01 |
000703 |
152.04 |
152.04 |
152.00 |
152.04 |
-0.32 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
6,596 |
26,491 |
+929 |
| Canadian Dollar(CME) |
| Sep00 |
000703 |
67.69 |
67.75 |
67.65 |
67.67 |
unch |
11,634 |
55,586 |
+404 |
| Dec00 |
000703 |
67.87 |
67.93 |
67.82 |
67.82 |
unch |
11 |
4,728 |
+2 |
| Mar01 |
000703 |
67.98 |
67.98 |
67.98 |
67.98 |
unch |
0 |
611 |
+0 |
| Jun01 |
000703 |
68.14 |
68.14 |
68.14 |
68.14 |
unch |
0 |
165 |
+0 |
| Total Volume and Open Interest |
11,645 |
61,104 |
+406 |
| Japanese Yen(CME) |
| Sep00 |
000703 |
95.82 |
96.00 |
95.65 |
95.96 |
+0.19 |
21,725 |
43,452 |
-3,878 |
| Dec00 |
000703 |
97.61 |
97.61 |
97.61 |
97.61 |
+0.19 |
5 |
3,010 |
+0 |
| Mar01 |
000703 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.19 |
0 |
46 |
+0 |
| Total Volume and Open Interest |
21,730 |
46,508 |
-3,878 |
| Swiss Franc(CME) |
| Sep00 |
000703 |
61.43 |
61.70 |
61.41 |
61.58 |
-0.04 |
7,782 |
34,103 |
-245 |
| Dec00 |
000703 |
62.08 |
62.15 |
62.01 |
62.08 |
-0.04 |
0 |
73 |
-1 |
| Mar01 |
000703 |
62.56 |
62.56 |
62.56 |
62.56 |
-0.04 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,782 |
34,177 |
-246 |
| EuroFX(CME) |
| Sep00 |
000703 |
95.36 |
95.75 |
95.27 |
95.52 |
-0.29 |
13,877 |
52,096 |
-517 |
| Dec00 |
000703 |
96.04 |
96.04 |
96.04 |
96.04 |
+96.04 |
45 |
685 |
+45 |
| Mar01 |
000703 |
96.55 |
96.55 |
96.55 |
96.55 |
+96.55 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
5,935 |
52,831 |
+60 |
| Mexican Peso(CME) |
| Sep00 |
000703 |
1017.0 |
1036.0 |
1017.0 |
1029.2 |
+33.0 |
|
|
|
| Dec00 |
000703 |
1003.0 |
1015.0 |
997.0 |
1005.8 |
+34.8 |
|
|
|
| Total Volume and Open Interest |
7,366 |
11,419 |
-879 |
| 30-Year T-Bonds(CBOT) |
| Sep00 |
000703 |
97~080 |
97~280 |
96~300 |
97~220 |
+0~110 |
136,125 |
365,207 |
-9,410 |
| Dec00 |
000703 |
97~060 |
97~230 |
97~000 |
97~200 |
+0~110 |
123 |
4,175 |
+0 |
| Mar01 |
000703 |
97~190 |
97~190 |
97~190 |
97~190 |
+0~110 |
157 |
897 |
+56 |
| Total Volume and Open Interest |
136,405 |
370,292 |
-9,354 |
| 10-Year T-Notes(CBOT) |
| Sep00 |
000703 |
98~140 |
98~300 |
98~075 |
98~270 |
+0~115 |
111,572 |
594,380 |
-3,636 |
| Dec00 |
000703 |
98~180 |
98~250 |
98~140 |
98~245 |
+0~115 |
61 |
5,086 |
-1 |
| Mar01 |
000703 |
98~235 |
98~235 |
98~235 |
98~235 |
+0~115 |
|
|
|
| Total Volume and Open Interest |
111,633 |
599,466 |
-3,637 |
| 5-Year T-Notes(CBOT) |
| Sep00 |
000703 |
98~122 |
99~048 |
98~112 |
99~036 |
+0~034 |
60,892 |
367,720 |
-3,268 |
| Dec00 |
000630 |
98~124 |
98~124 |
98~124 |
98~124 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
88,582 |
370,988 |
+388 |
| 2 Year T-Notes(CBOT) |
| Sep00 |
000703 |
99~022 |
99~044 |
99~016 |
99~042 |
+0~018 |
4,059 |
53,659 |
-411 |
| Total Volume and Open Interest |
4,059 |
53,659 |
-411 |
| Eurodollars(CME) |
| Sep00 |
000703 |
93.060 |
93.135 |
93.055 |
93.130 |
+0.065 |
45,106 |
610,146 |
-12,376 |
| Dec00 |
000703 |
92.860 |
92.970 |
92.840 |
92.960 |
+0.085 |
44,188 |
507,462 |
-4,237 |
| Mar01 |
000703 |
92.875 |
92.985 |
92.860 |
92.980 |
+0.085 |
56,320 |
381,141 |
-6,715 |
| Jun01 |
000703 |
92.860 |
92.970 |
92.845 |
92.965 |
+0.085 |
31,548 |
253,560 |
-902 |
| Sep01 |
000703 |
92.855 |
92.960 |
92.850 |
92.955 |
+0.075 |
15,063 |
219,742 |
-884 |
| Dec01 |
000703 |
92.820 |
92.920 |
92.810 |
92.910 |
+0.070 |
9,398 |
160,888 |
+540 |
| Mar02 |
000703 |
92.870 |
92.980 |
92.870 |
92.975 |
+0.070 |
8,725 |
138,538 |
+751 |
| Jun02 |
000703 |
92.880 |
92.985 |
92.870 |
92.965 |
+0.060 |
5,433 |
98,485 |
+614 |
| Sep02 |
000703 |
92.890 |
92.980 |
92.890 |
92.965 |
+0.055 |
4,148 |
105,876 |
+565 |
| Dec02 |
000703 |
92.845 |
92.935 |
92.845 |
92.915 |
+0.050 |
1,665 |
76,567 |
+439 |
| Mar03 |
000703 |
92.905 |
92.985 |
92.905 |
92.970 |
+0.045 |
1,715 |
79,320 |
+239 |
| Jun03 |
000703 |
92.895 |
92.975 |
92.895 |
92.960 |
+0.045 |
1,186 |
55,891 |
+114 |
| Sep03 |
000703 |
92.970 |
92.970 |
92.920 |
92.945 |
+0.040 |
1,378 |
47,493 |
-76 |
| Dec03 |
000703 |
92.830 |
92.910 |
92.830 |
92.880 |
+0.035 |
1,420 |
39,071 |
-55 |
| Mar04 |
000703 |
92.950 |
92.950 |
92.895 |
92.915 |
+0.030 |
1,573 |
36,895 |
-55 |
| Jun04 |
000703 |
92.925 |
92.925 |
92.870 |
92.885 |
+0.025 |
1,781 |
36,681 |
+322 |
| Sep04 |
000703 |
92.900 |
92.900 |
92.850 |
92.855 |
+0.025 |
1,373 |
30,469 |
+263 |
| Dec04 |
000703 |
92.820 |
92.820 |
92.770 |
92.770 |
+0.020 |
805 |
27,827 |
+39 |
| Total Volume and Open Interest |
238,730 |
3,091,260 |
-21,334 |
| 30 Day Federal Funds(CBOT) |
| Jul00 |
000703 |
93.460 |
93.460 |
93.455 |
93.460 |
unch |
|
|
|
| Aug00 |
000703 |
93.430 |
93.460 |
93.430 |
93.455 |
+0.020 |
|
|
|
| Sep00 |
000703 |
93.290 |
93.365 |
93.285 |
93.360 |
+0.060 |
|
|
|
| Oct00 |
000703 |
93.230 |
93.330 |
93.230 |
93.330 |
+0.085 |
|
|
|
| Nov00 |
000703 |
93.280 |
93.280 |
93.280 |
93.280 |
+0.085 |
|
|
|
| Dec00 |
000703 |
93.225 |
93.225 |
93.225 |
93.225 |
+0.085 |
|
|
|
| Total Volume and Open Interest |
5,768 |
50,470 |
-1,063 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Sep00 |
000703 |
99.68 |
99.68 |
99.67 |
99.67 |
unch |
1,012 |
13,964 |
+495 |
| Dec00 |
000703 |
99.55 |
99.56 |
99.54 |
99.54 |
+0.01 |
79 |
12,500 |
+430 |
| Mar01 |
000703 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.03 |
966 |
13,571 |
+364 |
| Jun01 |
000703 |
99.37 |
99.38 |
99.37 |
99.38 |
+0.05 |
566 |
5,993 |
+293 |
| Sep01 |
000703 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.04 |
485 |
20,645 |
+165 |
| Dec01 |
000703 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.03 |
0 |
2,025 |
+100 |
| Mar02 |
000703 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.03 |
0 |
1,924 |
+0 |
| Jun02 |
000703 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
410 |
+0 |
| Sep02 |
000703 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
0 |
30 |
+0 |
| Dec02 |
000703 |
98.61 |
98.61 |
98.61 |
98.61 |
unch |
0 |
30 |
+0 |
| Total Volume and Open Interest |
3,108 |
71,092 |
+1,847 |
| 3-Mth Euro-Yen(SGX) |
| Sep00 |
000703 |
99.67 |
99.68 |
99.66 |
99.68 |
+0.01 |
|
|
|
| Dec00 |
000703 |
99.53 |
99.56 |
99.53 |
99.56 |
+0.02 |
|
|
|
| Mar01 |
000703 |
99.44 |
99.47 |
99.44 |
99.47 |
+0.03 |
|
|
|
| Jun01 |
000703 |
99.34 |
99.38 |
99.34 |
99.38 |
+0.03 |
|
|
|
| Sep01 |
000703 |
99.22 |
99.25 |
99.22 |
99.25 |
+0.03 |
|
|
|
| Dec01 |
000703 |
99.08 |
99.11 |
99.08 |
99.11 |
+0.03 |
|
|
|
| Mar02 |
000703 |
98.98 |
99.00 |
98.98 |
99.00 |
+0.03 |
|
|
|
| Jun02 |
000703 |
98.87 |
98.89 |
98.87 |
98.89 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
21,792 |
371,663 |
+2,065 |
| Japanese Gov't Bonds(SGX) |
| Sep00 |
000703 |
132.66 |
132.66 |
132.49 |
132.62 |
-0.13 |
|
|
|
| Dec00 |
000703 |
132.17 |
132.17 |
131.91 |
131.91 |
-0.26 |
|
|
|
| Mar01 |
000703 |
132.17 |
132.17 |
131.91 |
131.91 |
-0.26 |
|
|
|
| Total Volume and Open Interest |
1,066 |
18,535 |
-579 |
| Euro-Bund(EUREX) |
| Sep00 |
000703 |
104.97 |
105.10 |
104.73 |
104.94 |
-0.13 |
|
|
|
| Dec00 |
000703 |
104.65 |
104.65 |
104.45 |
104.61 |
-0.12 |
|
|
|
| Mar01 |
000703 |
104.54 |
104.54 |
104.54 |
104.54 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
430,574 |
550,897 |
+16,515 |
| Euro-Bobl(EUREX) |
| Sep00 |
000703 |
103.12 |
103.24 |
102.98 |
103.08 |
-0.14 |
|
|
|
| Dec00 |
000703 |
102.93 |
102.93 |
102.93 |
102.93 |
-0.14 |
|
|
|
| Mar01 |
000703 |
102.73 |
102.73 |
102.73 |
102.73 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(EUREX) |
| Sep00 |
000703 |
95.185 |
95.195 |
95.175 |
95.190 |
-0.010 |
|
|
|
| Dec00 |
000703 |
94.830 |
94.850 |
94.830 |
94.845 |
-0.010 |
|
|
|
| Mar01 |
000703 |
94.775 |
94.775 |
94.765 |
94.770 |
-0.025 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Sep00 |
000703 |
113~19 |
113~23 |
113~12 |
113~15 |
-0~09 |
|
|
|
| Dec00 |
000703 |
113~10 |
113~10 |
113~09 |
113~09 |
-0~14 |
|
|
|
| Total Volume and Open Interest |
17,018 |
60,040 |
+1,658 |
| 3-Mth Short Sterling(LIFFE) |
| Sep00 |
000703 |
93.68 |
93.70 |
93.67 |
93.69 |
+0.01 |
|
|
|
| Dec00 |
000703 |
93.57 |
93.59 |
93.55 |
93.58 |
+0.02 |
|
|
|
| Mar01 |
000703 |
93.51 |
93.55 |
93.50 |
93.53 |
+0.01 |
|
|
|
| Jun01 |
000703 |
93.45 |
93.48 |
93.44 |
93.47 |
+0.01 |
|
|
|
| Sep01 |
000703 |
93.41 |
93.44 |
93.40 |
93.43 |
unch |
|
|
|
| Dec01 |
000703 |
93.39 |
93.41 |
93.38 |
93.41 |
unch |
|
|
|
| Total Volume and Open Interest |
68,865 |
772,668 |
-5,666 |
| 3-Mth Euribor(LIFFE) |
| Sep00 |
000703 |
95.195 |
95.205 |
95.170 |
95.185 |
-0.025 |
|
|
|
| Dec00 |
000703 |
94.850 |
94.855 |
94.810 |
94.835 |
-0.035 |
|
|
|
| Mar01 |
000703 |
94.780 |
94.795 |
94.745 |
94.760 |
-0.050 |
|
|
|
| Total Volume and Open Interest |
165,041 |
1,202,253 |
+8,362 |
| 3-Mth Aus T-Bills(SFE) |
| Sep00 |
000703 |
93.82 |
93.82 |
93.78 |
93.80 |
-0.02 |
|
|
|
| Dec00 |
000703 |
93.67 |
93.68 |
93.63 |
93.65 |
-0.02 |
|
|
|
| Mar01 |
000703 |
93.62 |
93.63 |
93.57 |
93.60 |
-0.02 |
|
|
|
| Jun01 |
000703 |
93.55 |
93.57 |
93.52 |
93.55 |
-0.01 |
|
|
|
| Sep01 |
000703 |
93.52 |
93.53 |
93.50 |
93.51 |
-0.01 |
|
|
|
| Dec01 |
000703 |
93.47 |
93.47 |
93.47 |
93.47 |
unch |
|
|
|
| Mar02 |
000703 |
93.44 |
93.44 |
93.44 |
93.44 |
unch |
|
|
|
| Jun02 |
000703 |
93.42 |
93.42 |
93.40 |
93.40 |
unch |
|
|
|
| Sep02 |
000703 |
93.37 |
93.37 |
93.37 |
93.37 |
unch |
|
|
|
| Dec02 |
000703 |
93.34 |
93.34 |
93.34 |
93.34 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
30,395 |
371,755 |
-50,385 |
| 10-Year Aus T-Bonds(SFE) |
| Sep00 |
000703 |
93.83 |
93.85 |
93.80 |
93.81 |
-0.02 |
|
|
|
| Dec00 |
000703 |
93.81 |
93.81 |
93.81 |
93.81 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
6,568 |
191,485 |
+56 |
| 3-Year Aus T-Bonds(SFE) |
| Sep00 |
000703 |
93.98 |
94.00 |
93.94 |
93.95 |
-0.04 |
|
|
|
| Dec00 |
000703 |
93.96 |
93.96 |
93.96 |
93.96 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
16,453 |
424,664 |
+5,413 |
| Gold(CMX) |
| Aug00 |
000630 |
291.0 |
291.7 |
289.1 |
291.5 |
+0.8 |
23,137 |
80,810 |
-2,186 |
| Oct00 |
000630 |
294.0 |
295.0 |
292.8 |
294.5 |
+0.8 |
220 |
5,090 |
+5 |
| Dec00 |
000630 |
297.2 |
297.5 |
295.3 |
297.5 |
+0.8 |
467 |
23,548 |
+252 |
| Feb01 |
000630 |
300.0 |
300.0 |
300.0 |
300.0 |
+0.8 |
133 |
10,622 |
+34 |
| Apr01 |
000630 |
302.7 |
302.7 |
302.7 |
302.7 |
+0.8 |
335 |
3,567 |
-61 |
| Jun01 |
000630 |
305.3 |
305.3 |
305.3 |
305.3 |
+0.8 |
30 |
8,665 |
+0 |
| Aug01 |
000630 |
308.0 |
308.0 |
308.0 |
308.0 |
+0.8 |
0 |
691 |
+0 |
| Oct01 |
000630 |
310.8 |
310.8 |
310.8 |
310.8 |
+0.8 |
0 |
141 |
+0 |
| Dec01 |
000630 |
313.5 |
313.5 |
313.5 |
313.5 |
+0.8 |
260 |
5,316 |
+125 |
| Feb02 |
000630 |
316.2 |
316.2 |
316.2 |
316.2 |
+0.8 |
|
|
|
| Apr02 |
000630 |
318.8 |
318.8 |
318.8 |
318.8 |
+0.8 |
|
|
|
| Jun02 |
000630 |
321.5 |
321.5 |
321.5 |
321.5 |
+0.8 |
0 |
2,386 |
+0 |
| Total Volume and Open Interest |
24,582 |
148,160 |
-1,831 |
| Silver(CMX) |
| Jul00 |
000630 |
503.0 |
505.0 |
501.0 |
503.3 |
+3.6 |
16,592 |
5,723 |
-6,685 |
| Sep00 |
000630 |
508.0 |
511.0 |
507.0 |
508.3 |
+2.5 |
31,027 |
52,318 |
+4,297 |
| Dec00 |
000630 |
515.0 |
518.0 |
513.0 |
514.5 |
+2.5 |
1,852 |
12,353 |
+306 |
| Mar01 |
000630 |
520.0 |
521.0 |
519.6 |
519.6 |
+2.5 |
53 |
1,030 |
+51 |
| May01 |
000630 |
522.3 |
522.3 |
522.3 |
522.3 |
+2.5 |
0 |
810 |
+0 |
| Jul01 |
000630 |
525.5 |
525.5 |
525.2 |
525.2 |
+2.5 |
180 |
1,691 |
+75 |
| Sep01 |
000630 |
527.4 |
527.4 |
527.4 |
527.4 |
+2.5 |
105 |
107 |
+58 |
| Total Volume and Open Interest |
49,871 |
77,109 |
-2,028 |
| Platinum(NYMEX) |
| Jul00 |
000630 |
560.5 |
570.0 |
553.1 |
565.5 |
-2.2 |
1,075 |
1,333 |
-1,696 |
| Oct00 |
000630 |
545.5 |
548.0 |
538.0 |
542.5 |
-11.7 |
1,163 |
8,431 |
+428 |
| Jan01 |
000630 |
526.5 |
526.5 |
526.5 |
526.5 |
-13.7 |
40 |
314 |
+40 |
| Total Volume and Open Interest |
2,278 |
10,078 |
-1,228 |
| Palladium(NYMEX) |
| Sep00 |
000630 |
635.00 |
651.10 |
635.00 |
647.95 |
-6.35 |
28 |
1,830 |
-5 |
| Dec00 |
000630 |
645.95 |
645.95 |
645.95 |
645.95 |
-6.35 |
0 |
117 |
+0 |
| Total Volume and Open Interest |
28 |
1,947 |
-5 |
| Copper(CMX) |
| Jul00 |
000630 |
81.50 |
81.80 |
81.10 |
81.55 |
+0.75 |
8,256 |
9,033 |
-3,137 |
| Sep00 |
000630 |
82.30 |
82.70 |
82.00 |
82.40 |
+0.55 |
11,470 |
31,864 |
+5,130 |
| Dec00 |
000630 |
82.50 |
82.60 |
82.00 |
82.55 |
+0.55 |
394 |
9,004 |
+113 |
| Mar01 |
000630 |
82.20 |
82.40 |
82.10 |
82.10 |
+0.40 |
89 |
2,312 |
+72 |
| May01 |
000630 |
82.20 |
82.20 |
81.85 |
81.85 |
+0.40 |
0 |
931 |
+0 |
| Total Volume and Open Interest |
21,055 |
66,975 |
+2,848 |
| Aluminum(CMX) |
| DJIA Index(CBOT) |
| Sep00 |
000703 |
10560 |
10710 |
10537 |
10700 |
+150 |
9,548 |
11,258 |
-138 |
| Dec00 |
000703 |
10700 |
10847 |
10685 |
10847 |
+150 |
18 |
2,121 |
-5 |
| Mar01 |
000703 |
11002 |
11002 |
11002 |
11002 |
+150 |
|
|
|
| Jun01 |
000703 |
11162 |
11162 |
11162 |
11162 |
+150 |
|
|
|
| Total Volume and Open Interest |
9,566 |
13,385 |
-143 |
| S & P 500(CME) |
| Sep00 |
000703 |
1470.50 |
1491.00 |
1468.00 |
1490.50 |
+22.40 |
53,595 |
364,704 |
-151 |
| Dec00 |
000703 |
1506.00 |
1513.10 |
1490.50 |
1513.10 |
+22.40 |
91 |
6,715 |
-31 |
| Mar01 |
000703 |
1521.00 |
1536.50 |
1513.20 |
1536.50 |
+22.80 |
0 |
1,012 |
+0 |
| Jun01 |
000703 |
1559.90 |
1559.90 |
1537.20 |
1559.90 |
+22.20 |
0 |
629 |
+0 |
| Total Volume and Open Interest |
53,686 |
373,206 |
-182 |
| S & P 500 E-Mini(Globex) |
| Sep00 |
000703 |
1472.25 |
1490.75 |
1467.50 |
1490.50 |
+22.50 |
58,376 |
29,620 |
-216 |
| Dec00 |
000703 |
1513.00 |
1513.00 |
1513.00 |
1513.00 |
+22.25 |
21 |
29 |
+10 |
| Total Volume and Open Interest |
58,397 |
29,289 |
-566 |
| NASDAQ 100(CME) |
| Sep00 |
000703 |
3790.00 |
3867.00 |
3780.00 |
3861.50 |
+44.50 |
10,970 |
28,823 |
-668 |
| Dec00 |
000703 |
3922.50 |
3922.50 |
3922.50 |
3922.50 |
+44.50 |
0 |
13 |
+0 |
| Mar01 |
000703 |
3983.50 |
3983.50 |
3983.50 |
3983.50 |
+44.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,970 |
28,837 |
-668 |
| NASDAQ 100 E-Mini(Globex) |
| S & P Midcap 400(CME) |
| Sep00 |
000703 |
490.00 |
498.30 |
489.00 |
498.30 |
+10.00 |
|
|
|
| Dec00 |
000703 |
505.30 |
505.30 |
505.30 |
505.30 |
+10.00 |
|
|
|
| Mar01 |
000703 |
511.30 |
511.30 |
511.30 |
511.30 |
+10.00 |
|
|
|
| Total Volume and Open Interest |
691 |
13,539 |
-195 |
| Russell 2000(CME) |
| Sep00 |
000703 |
524.00 |
530.50 |
519.00 |
528.75 |
+6.15 |
2,819 |
11,093 |
-452 |
| Dec00 |
000703 |
536.55 |
536.55 |
536.55 |
536.55 |
+6.15 |
|
|
|
| Mar01 |
000703 |
544.10 |
544.10 |
544.10 |
544.10 |
+6.15 |
|
|
|
| Total Volume and Open Interest |
2,819 |
11,093 |
-452 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep00 |
000703 |
17640 |
17640 |
17460 |
17515 |
+120 |
|
|
|
| Dec00 |
000703 |
17385 |
17505 |
17385 |
17505 |
+120 |
|
|
|
| Total Volume and Open Interest |
8,852 |
117,402 |
-567 |
| Nikkei 225(SGX) |
| Sep00 |
000703 |
17640 |
17640 |
17460 |
17515 |
+120 |
|
|
|
| Dec00 |
000703 |
17385 |
17505 |
17385 |
17505 |
+120 |
|
|
|
| Mar01 |
000703 |
17400 |
17520 |
17400 |
17520 |
+120 |
|
|
|
| Total Volume and Open Interest |
8,852 |
117,402 |
-567 |
| CAC 40(EURONEXT) |
| Jul00 |
000703 |
6479.0 |
6514.0 |
6428.5 |
6507.0 |
+39.0 |
|
|
|
| Aug00 |
000703 |
6496.0 |
6535.5 |
6477.5 |
6529.0 |
+39.5 |
|
|
|
| Sep00 |
000703 |
6490.0 |
6540.0 |
6458.0 |
6531.5 |
+39.5 |
|
|
|
| Total Volume and Open Interest |
105,941 |
299,449 |
-268,297 |
| Hang Seng Index(HKFE) |
| Jul00 |
000703 |
16290 |
16360 |
15930 |
16125 |
-115 |
|
|
|
| Aug00 |
000703 |
16052 |
16175 |
15985 |
16142 |
-116 |
17 |
7 |
|
| Sep00 |
000703 |
16195 |
16195 |
16195 |
16195 |
-119 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX(EUREX) |
| Sep00 |
000703 |
6970.0 |
7028.5 |
6901.0 |
7028.5 |
+78.5 |
|
|
|
| Dec00 |
000703 |
7025.0 |
7112.0 |
6992.5 |
7112.0 |
+77.5 |
|
|
|
| Mar01 |
000703 |
7110.0 |
7205.5 |
7110.0 |
7205.5 |
+79.5 |
|
|
|
| Total Volume and Open Interest |
23,685 |
146,379 |
+3,515 |
| FT-SE 100(EURONEXT) |
| Sep00 |
000703 |
6364.00 |
6500.00 |
6348.00 |
6478.00 |
+121.00 |
|
|
|
| Dec00 |
000703 |
6560.00 |
6560.00 |
6560.00 |
6560.00 |
+121.00 |
|
|
|
| Mar01 |
000703 |
6617.00 |
6617.00 |
6617.00 |
6617.00 |
+121.00 |
|
|
|
| Total Volume and Open Interest |
22,752 |
261,487 |
+3,265 |
| SPI 200(SFE) |
| Sep00 |
000703 |
3334.0 |
3355.0 |
3321.0 |
3350.0 |
+5.0 |
23,340 |
104,010 |
+18,909 |
| Dec00 |
000703 |
3370.0 |
3370.0 |
3370.0 |
3370.0 |
+5.0 |
18 |
2,294 |
+18 |
| Mar01 |
000703 |
3390.0 |
3390.0 |
3390.0 |
3390.0 |
+5.0 |
13 |
1,009 |
+13 |
| Total Volume and Open Interest |
48,465 |
107,457 |
-169,705 |
| GSCI(CME) |
| Jul00 |
000703 |
235.50 |
236.50 |
235.00 |
236.50 |
+1.00 |
568 |
38,822 |
+249 |
| Aug00 |
000703 |
231.00 |
231.10 |
231.00 |
231.00 |
unch |
120 |
280 |
+116 |
| Sep00 |
000703 |
230.40 |
230.40 |
230.40 |
230.40 |
unch |
0 |
35 |
+0 |
| Total Volume and Open Interest |
688 |
39,137 |
+365 |
| Reuters CCI(ICE) |
| Aug00 |
000630 |
224.10 |
224.50 |
222.50 |
223.00 |
-1.80 |
156 |
876 |
-11 |
| Nov00 |
000630 |
223.75 |
223.75 |
222.80 |
222.80 |
-1.80 |
4 |
869 |
+1 |
| Jan01 |
000630 |
222.35 |
222.35 |
222.35 |
222.35 |
-1.80 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|