|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu August 03, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug00 |
000803 |
440.00 |
446.00 |
439.00 |
439.75 |
-5.75 |
2,947 |
4,795 |
-42 |
| Sep00 |
000803 |
442.50 |
447.50 |
442.00 |
442.25 |
-4.75 |
3,939 |
17,201 |
-190 |
| Nov00 |
000803 |
450.50 |
457.00 |
450.25 |
451.50 |
-4.75 |
18,885 |
74,473 |
+469 |
| Jan01 |
000803 |
460.50 |
467.00 |
460.50 |
462.25 |
-4.50 |
242 |
8,897 |
+98 |
| Mar01 |
000803 |
472.50 |
477.00 |
471.50 |
472.00 |
-5.00 |
156 |
8,076 |
-2 |
| May01 |
000803 |
481.00 |
486.50 |
481.00 |
482.00 |
-4.50 |
344 |
6,071 |
+215 |
| Jul01 |
000803 |
492.00 |
495.50 |
490.25 |
490.75 |
-4.50 |
40 |
5,432 |
-1 |
| Total Volume and Open Interest |
26,690 |
126,871 |
+481 |
| Soybean Meal(CBOT) |
| Aug00 |
000803 |
148.80 |
150.10 |
148.20 |
148.80 |
-1.00 |
4,315 |
8,033 |
-513 |
| Sep00 |
000803 |
146.50 |
148.80 |
146.20 |
147.40 |
-0.20 |
4,229 |
14,239 |
-375 |
| Oct00 |
000803 |
145.80 |
147.90 |
145.20 |
146.40 |
-0.40 |
985 |
13,900 |
-286 |
| Dec00 |
000803 |
147.00 |
149.30 |
146.40 |
147.60 |
-0.50 |
5,458 |
40,315 |
+66 |
| Jan01 |
000803 |
148.30 |
150.30 |
148.00 |
148.90 |
-0.60 |
421 |
7,733 |
+177 |
| Mar01 |
000803 |
150.70 |
152.30 |
150.20 |
150.90 |
-0.60 |
147 |
6,434 |
+69 |
| May01 |
000803 |
152.80 |
154.00 |
152.00 |
152.50 |
-0.90 |
212 |
4,154 |
+72 |
| Jul01 |
000803 |
155.50 |
157.00 |
155.00 |
155.50 |
-1.00 |
8 |
1,743 |
-1 |
| Total Volume and Open Interest |
15,778 |
97,191 |
-763 |
| Soybean Oil(CBOT) |
| Aug00 |
000803 |
15.44 |
15.44 |
15.18 |
15.26 |
-0.25 |
6,659 |
5,096 |
-2,159 |
| Sep00 |
000803 |
15.60 |
15.60 |
15.34 |
15.41 |
-0.26 |
7,724 |
27,816 |
-95 |
| Oct00 |
000803 |
15.77 |
15.77 |
15.54 |
15.61 |
-0.26 |
1,296 |
13,466 |
-649 |
| Dec00 |
000803 |
16.16 |
16.18 |
15.91 |
15.96 |
-0.29 |
5,388 |
52,907 |
+891 |
| Jan01 |
000803 |
16.49 |
16.50 |
16.25 |
16.30 |
-0.28 |
1,393 |
13,960 |
-149 |
| Mar01 |
000803 |
16.85 |
16.85 |
16.63 |
16.68 |
-0.24 |
282 |
7,059 |
-60 |
| May01 |
000803 |
17.12 |
17.13 |
16.95 |
16.98 |
-0.24 |
86 |
6,055 |
+38 |
| Jul01 |
000803 |
17.50 |
17.50 |
17.30 |
17.30 |
-0.23 |
10 |
4,325 |
+10 |
| Total Volume and Open Interest |
22,884 |
132,851 |
-2,132 |
| Canola(WCE) |
| Sep00 |
000803 |
248.0 |
249.0 |
247.8 |
248.2 |
-0.3 |
106 |
2,231 |
-31 |
| Nov00 |
000803 |
254.0 |
255.0 |
253.7 |
254.1 |
-0.6 |
2,902 |
35,274 |
+1,741 |
| Jan01 |
000803 |
260.0 |
260.9 |
259.8 |
260.3 |
-0.4 |
66 |
5,570 |
+33 |
| Mar01 |
000803 |
266.3 |
266.6 |
266.1 |
266.1 |
-0.4 |
63 |
1,137 |
-40 |
| May01 |
000803 |
271.5 |
271.5 |
271.5 |
271.5 |
+0.5 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
3,137 |
44,594 |
+300 |
| Corn(CBOT) |
| Sep00 |
000803 |
179.00 |
182.25 |
178.50 |
180.00 |
-0.50 |
15,230 |
121,255 |
-3,818 |
| Nov00 |
000803 |
187.00 |
190.00 |
187.00 |
188.00 |
-0.75 |
20 |
1,467 |
-8 |
| Dec00 |
000803 |
190.75 |
194.50 |
190.50 |
192.00 |
-0.75 |
16,633 |
187,103 |
-161 |
| Jan01 |
000803 |
195.00 |
198.50 |
195.00 |
195.50 |
-1.00 |
5 |
274 |
+0 |
| Mar01 |
000803 |
202.75 |
206.00 |
202.50 |
204.00 |
-0.50 |
2,406 |
42,014 |
+655 |
| May01 |
000803 |
210.75 |
214.00 |
210.75 |
211.75 |
-1.00 |
277 |
10,690 |
+33 |
| Total Volume and Open Interest |
35,301 |
392,235 |
-3,060 |
| Wheat(CBOT) |
| Sep00 |
000803 |
244.00 |
247.50 |
241.75 |
242.25 |
-4.00 |
5,729 |
58,887 |
-775 |
| Dec00 |
000803 |
262.50 |
265.50 |
259.75 |
260.00 |
-4.50 |
8,178 |
58,975 |
+88 |
| Mar01 |
000803 |
279.00 |
282.00 |
277.25 |
277.75 |
-3.50 |
448 |
19,396 |
+132 |
| May01 |
000803 |
289.00 |
291.75 |
287.50 |
287.75 |
-3.75 |
20 |
1,151 |
+5 |
| Jul01 |
000803 |
300.00 |
301.00 |
296.50 |
296.50 |
-4.50 |
128 |
8,672 |
+6 |
| Total Volume and Open Interest |
14,510 |
147,568 |
-539 |
| Wheat(KCBT) |
| Sep00 |
000803 |
279.50 |
282.25 |
277.25 |
277.25 |
-4.00 |
4,758 |
29,205 |
-1,599 |
| Dec00 |
000803 |
295.00 |
297.75 |
292.50 |
293.25 |
-3.50 |
3,025 |
39,649 |
+639 |
| Mar01 |
000803 |
310.00 |
311.00 |
307.00 |
307.00 |
-4.25 |
483 |
8,401 |
+236 |
| May01 |
000803 |
317.00 |
317.00 |
316.25 |
316.25 |
-3.75 |
0 |
1,127 |
+0 |
| Jul01 |
000803 |
324.50 |
324.50 |
323.50 |
323.50 |
-2.00 |
0 |
667 |
+0 |
| Total Volume and Open Interest |
8,266 |
79,054 |
-724 |
| Wheat(MGE) |
| Sep00 |
000803 |
297.00 |
297.50 |
295.50 |
296.00 |
-2.00 |
2,569 |
10,377 |
+408 |
| Dec00 |
000803 |
313.00 |
313.25 |
311.50 |
312.00 |
-1.50 |
2,257 |
9,507 |
+681 |
| Mar01 |
000803 |
327.25 |
328.00 |
326.75 |
327.50 |
-0.75 |
374 |
2,594 |
+163 |
| May01 |
000803 |
335.00 |
335.00 |
334.75 |
334.75 |
-1.75 |
3 |
282 |
+0 |
| Jul01 |
000803 |
344.00 |
344.00 |
344.00 |
344.00 |
-1.00 |
10 |
135 |
-2 |
| Total Volume and Open Interest |
5,213 |
22,958 |
+1,250 |
| Oats(CBOT) |
| Sep00 |
000803 |
103.75 |
105.00 |
102.00 |
102.00 |
-2.50 |
496 |
7,366 |
+5 |
| Dec00 |
000803 |
111.75 |
113.50 |
110.75 |
111.00 |
-1.75 |
326 |
7,937 |
-69 |
| Mar01 |
000803 |
120.25 |
121.50 |
119.00 |
119.00 |
-2.00 |
47 |
855 |
+9 |
| May01 |
000803 |
124.00 |
126.00 |
124.00 |
124.00 |
-1.75 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
869 |
16,242 |
-55 |
| Rough Rice(CBOT) |
| Sep00 |
000803 |
5.88 |
5.92 |
5.84 |
5.92 |
+0.04 |
150 |
1,662 |
+0 |
| Nov00 |
000803 |
5.99 |
6.03 |
5.93 |
6.03 |
+0.04 |
|
|
|
| Jan01 |
000803 |
6.21 |
6.26 |
6.19 |
6.26 |
+0.03 |
72 |
1,759 |
+37 |
| Mar01 |
000803 |
6.43 |
6.45 |
6.43 |
6.45 |
-0.01 |
27 |
372 |
+5 |
| Total Volume and Open Interest |
453 |
6,458 |
+97 |
| Live Cattle(CME) |
| Aug00 |
000803 |
65.750 |
66.250 |
65.575 |
66.225 |
+0.250 |
6,295 |
22,303 |
-1,790 |
| Oct00 |
000803 |
67.750 |
68.400 |
67.675 |
68.275 |
+0.375 |
5,914 |
54,251 |
+629 |
| Dec00 |
000803 |
69.900 |
70.375 |
69.875 |
70.175 |
+0.300 |
2,268 |
23,036 |
+403 |
| Feb01 |
000803 |
71.400 |
71.925 |
71.300 |
71.775 |
+0.375 |
959 |
11,486 |
+397 |
| Apr01 |
000803 |
73.450 |
73.900 |
73.350 |
73.850 |
+0.450 |
940 |
7,029 |
+367 |
| Jun01 |
000803 |
71.700 |
71.875 |
71.600 |
71.875 |
+0.375 |
153 |
3,293 |
+86 |
| Total Volume and Open Interest |
16,692 |
123,886 |
+59 |
| Feeder Cattle(CME) |
| Aug00 |
000803 |
85.200 |
85.650 |
85.050 |
85.550 |
+0.225 |
1,542 |
6,793 |
-478 |
| Sep00 |
000803 |
85.200 |
85.750 |
85.175 |
85.600 |
+0.250 |
524 |
3,406 |
-83 |
| Oct00 |
000803 |
86.050 |
86.600 |
85.875 |
86.600 |
+0.300 |
547 |
5,015 |
-30 |
| Nov00 |
000803 |
86.350 |
86.950 |
86.250 |
86.950 |
+0.550 |
710 |
2,719 |
-41 |
| Jan01 |
000803 |
87.075 |
87.400 |
87.000 |
87.400 |
+0.225 |
190 |
2,130 |
+30 |
| Mar01 |
000803 |
87.000 |
87.250 |
87.000 |
87.225 |
+0.125 |
45 |
908 |
+8 |
| Apr01 |
000803 |
87.000 |
87.000 |
87.000 |
87.000 |
+0.150 |
10 |
197 |
+7 |
| Total Volume and Open Interest |
3,599 |
21,808 |
-589 |
| Lean Hogs(CME) |
| Aug00 |
000803 |
66.500 |
66.875 |
65.625 |
65.675 |
-0.950 |
2,835 |
8,461 |
-779 |
| Oct00 |
000803 |
55.800 |
56.650 |
55.600 |
55.625 |
-0.300 |
4,067 |
16,941 |
+541 |
| Dec00 |
000803 |
52.400 |
53.100 |
52.250 |
52.450 |
-0.025 |
975 |
9,932 |
+241 |
| Feb01 |
000803 |
53.100 |
53.800 |
53.000 |
53.125 |
-0.325 |
185 |
2,854 |
+73 |
| Apr01 |
000803 |
52.225 |
52.550 |
52.000 |
52.200 |
unch |
93 |
1,490 |
+25 |
| Jun01 |
000803 |
59.325 |
59.350 |
59.100 |
59.100 |
-0.200 |
44 |
464 |
+24 |
| Jul01 |
000803 |
57.700 |
57.950 |
57.500 |
57.925 |
-0.025 |
15 |
91 |
+11 |
| Aug01 |
000803 |
56.000 |
56.700 |
56.000 |
56.550 |
-0.400 |
4 |
15 |
+3 |
| Total Volume and Open Interest |
8,218 |
40,248 |
+139 |
| Pork Bellies(CME) |
| Aug00 |
000803 |
81.600 |
82.400 |
81.250 |
82.275 |
+1.275 |
792 |
2,051 |
-61 |
| Feb01 |
000803 |
70.000 |
70.300 |
68.450 |
69.025 |
-1.275 |
189 |
584 |
-3 |
| Mar01 |
000803 |
70.350 |
70.350 |
70.350 |
70.350 |
unch |
1 |
11 |
+1 |
| May01 |
000803 |
71.100 |
71.100 |
71.100 |
71.100 |
unch |
0 |
1 |
+0 |
| Jul01 |
000803 |
71.650 |
71.650 |
71.650 |
71.650 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
982 |
2,648 |
-63 |
| Class III Milk(CME) |
| Aug00 |
000803 |
10.21 |
10.21 |
9.91 |
9.93 |
-0.32 |
4 |
1,803 |
+1 |
| Sep00 |
000803 |
10.30 |
10.35 |
10.15 |
10.27 |
-0.03 |
8 |
1,567 |
-1 |
| Oct00 |
000803 |
10.80 |
10.81 |
10.62 |
10.62 |
-0.22 |
53 |
1,565 |
+30 |
| Nov00 |
000803 |
10.75 |
10.81 |
10.51 |
10.71 |
-0.04 |
87 |
972 |
+50 |
| Dec00 |
000803 |
10.75 |
10.75 |
10.73 |
10.75 |
unch |
2 |
794 |
+1 |
| Total Volume and Open Interest |
199 |
9,062 |
+117 |
| Cocoa(ICE) |
| Sep00 |
000803 |
820 |
820 |
786 |
798 |
-26 |
4,177 |
31,259 |
-804 |
| Dec00 |
000803 |
856 |
857 |
829 |
840 |
-23 |
2,671 |
27,403 |
-217 |
| Mar01 |
000803 |
893 |
893 |
868 |
877 |
-23 |
1,047 |
13,860 |
+256 |
| May01 |
000803 |
909 |
909 |
900 |
903 |
-20 |
848 |
8,043 |
-396 |
| Jul01 |
000803 |
938 |
938 |
925 |
925 |
-20 |
8 |
7,812 |
+2 |
| Sep01 |
000803 |
951 |
951 |
951 |
951 |
-20 |
358 |
7,440 |
+100 |
| Dec01 |
000803 |
995 |
995 |
986 |
986 |
-20 |
200 |
7,928 |
+160 |
| Total Volume and Open Interest |
10,225 |
115,085 |
-565 |
| Coffee "C"(ICE) |
| Sep00 |
000803 |
86.50 |
87.50 |
85.00 |
85.85 |
-0.60 |
2,630 |
24,378 |
-284 |
| Dec00 |
000803 |
91.75 |
92.00 |
89.75 |
90.45 |
-0.45 |
1,022 |
11,011 |
+259 |
| Mar01 |
000803 |
96.00 |
96.50 |
94.30 |
94.65 |
-0.55 |
242 |
4,297 |
+33 |
| May01 |
000803 |
98.75 |
98.90 |
97.00 |
97.15 |
-0.55 |
146 |
1,075 |
+7 |
| Jul01 |
000803 |
100.50 |
100.50 |
100.25 |
100.25 |
-0.50 |
0 |
306 |
+0 |
| Sep01 |
000803 |
102.55 |
103.40 |
102.55 |
103.40 |
-0.50 |
0 |
468 |
+0 |
| Total Volume and Open Interest |
4,040 |
41,591 |
+15 |
| Orange Juice(ICE) |
| Sep00 |
000803 |
74.30 |
74.90 |
73.20 |
73.40 |
-1.15 |
1,040 |
14,234 |
+244 |
| Nov00 |
000803 |
75.40 |
75.80 |
74.50 |
74.65 |
-0.95 |
495 |
7,632 |
+127 |
| Jan01 |
000803 |
77.20 |
77.40 |
76.55 |
76.55 |
-0.55 |
268 |
3,439 |
+15 |
| Mar01 |
000803 |
78.40 |
78.80 |
78.10 |
78.20 |
-0.10 |
68 |
3,639 |
-26 |
| May01 |
000803 |
79.75 |
79.75 |
79.75 |
79.75 |
+0.45 |
0 |
556 |
+0 |
| Jul01 |
000803 |
80.25 |
80.25 |
80.25 |
80.25 |
+0.45 |
2 |
297 |
+1 |
| Total Volume and Open Interest |
1,873 |
30,174 |
+361 |
| Sugar #11(ICE) |
| Oct00 |
000803 |
10.95 |
11.15 |
10.86 |
11.06 |
+0.27 |
15,343 |
85,563 |
+2,266 |
| Mar01 |
000803 |
10.58 |
10.81 |
10.56 |
10.74 |
+0.27 |
6,433 |
50,868 |
-126 |
| May01 |
000803 |
10.38 |
10.54 |
10.33 |
10.48 |
+0.25 |
1,101 |
11,975 |
-329 |
| Jul01 |
000803 |
10.01 |
10.12 |
9.93 |
10.09 |
+0.22 |
1,546 |
11,141 |
+63 |
| Oct01 |
000803 |
9.80 |
9.88 |
9.74 |
9.88 |
+0.22 |
423 |
10,080 |
-21 |
| Total Volume and Open Interest |
24,887 |
174,716 |
+1,854 |
| Sugar #14(ICE) |
| Sep00 |
000803 |
17.45 |
17.47 |
17.45 |
17.46 |
+0.29 |
68 |
882 |
-15 |
| Nov00 |
000803 |
17.45 |
17.45 |
17.45 |
17.45 |
+0.10 |
25 |
1,875 |
-10 |
| Jan01 |
000803 |
17.70 |
17.75 |
17.60 |
17.60 |
+0.19 |
1 |
2,371 |
+0 |
| Mar01 |
000803 |
18.00 |
18.00 |
17.90 |
17.90 |
+0.20 |
2 |
1,271 |
+1 |
| May01 |
000803 |
18.20 |
18.25 |
18.20 |
18.25 |
+0.15 |
2 |
1,581 |
+0 |
| Total Volume and Open Interest |
325 |
11,742 |
+139 |
| London Cocoa(LCE) |
| Sep00 |
000803 |
617 |
617 |
591 |
592 |
-24 |
|
|
|
| Dec00 |
000803 |
654 |
655 |
631 |
631 |
-24 |
|
|
|
| Mar01 |
000803 |
673 |
674 |
651 |
651 |
-24 |
|
|
|
| May01 |
000803 |
688 |
688 |
667 |
667 |
-24 |
|
|
|
| Jul01 |
000803 |
703 |
705 |
682 |
682 |
-25 |
|
|
|
| Sep01 |
000803 |
697 |
697 |
697 |
697 |
-24 |
|
|
|
| Dec01 |
000803 |
745 |
745 |
723 |
723 |
-24 |
|
|
|
| Total Volume and Open Interest |
5,735 |
176,962 |
+1,748 |
| London Coffee(LCE) |
| Sep00 |
000803 |
820.00 |
830.00 |
812.00 |
812.00 |
-8.00 |
|
|
|
| Nov00 |
000803 |
843.00 |
852.00 |
835.00 |
835.00 |
-8.00 |
|
|
|
| Jan01 |
000803 |
868.00 |
872.00 |
854.00 |
854.00 |
-8.00 |
|
|
|
| Mar01 |
000803 |
892.00 |
892.00 |
874.00 |
875.00 |
-9.00 |
|
|
|
| May01 |
000803 |
919.00 |
921.00 |
898.00 |
898.00 |
-8.00 |
|
|
|
| Jul01 |
000803 |
923.00 |
923.00 |
923.00 |
923.00 |
-8.00 |
|
|
|
| Total Volume and Open Interest |
3,377 |
55,283 |
+418 |
| London Sugar(LCE) |
| Oct00 |
000803 |
279.00 |
285.20 |
279.00 |
284.10 |
+7.30 |
|
|
|
| Dec00 |
000803 |
279.00 |
283.20 |
278.30 |
282.90 |
+6.90 |
|
|
|
| Mar01 |
000803 |
278.00 |
281.30 |
276.40 |
280.70 |
+6.80 |
|
|
|
| May01 |
000803 |
271.80 |
275.90 |
271.70 |
275.90 |
+7.30 |
|
|
|
| Aug01 |
000803 |
268.70 |
268.70 |
268.70 |
268.70 |
+5.10 |
|
|
|
| Total Volume and Open Interest |
5,781 |
36,970 |
+400 |
| Cotton(ICE) |
| Oct00 |
000803 |
58.50 |
58.95 |
58.20 |
58.89 |
+0.25 |
568 |
4,110 |
-53 |
| Dec00 |
000803 |
60.55 |
60.90 |
60.10 |
60.85 |
+0.19 |
3,827 |
32,301 |
-266 |
| Mar01 |
000803 |
62.00 |
62.60 |
61.80 |
62.55 |
+0.22 |
388 |
7,969 |
+74 |
| May01 |
000803 |
62.85 |
63.46 |
62.85 |
63.46 |
+0.16 |
76 |
5,636 |
+43 |
| Jul01 |
000803 |
64.30 |
64.40 |
64.30 |
64.40 |
+0.15 |
6 |
2,032 |
+6 |
| Oct01 |
000803 |
63.60 |
63.60 |
63.60 |
63.60 |
+0.10 |
0 |
469 |
+0 |
| Total Volume and Open Interest |
4,873 |
54,764 |
-192 |
| Lumber(CME) |
| Sep00 |
000803 |
243.0 |
245.9 |
239.5 |
240.3 |
-3.6 |
418 |
1,992 |
+24 |
| Nov00 |
000803 |
253.5 |
254.8 |
248.7 |
249.1 |
-4.3 |
197 |
1,026 |
+28 |
| Jan01 |
000803 |
264.0 |
264.8 |
258.8 |
258.8 |
-5.5 |
8 |
174 |
+0 |
| Total Volume and Open Interest |
658 |
3,364 |
+64 |
| Crude Oil(NYM) |
| Sep00 |
000803 |
28.90 |
28.90 |
28.15 |
28.66 |
+0.40 |
65,175 |
106,892 |
+1,795 |
| Oct00 |
000803 |
28.50 |
28.55 |
27.98 |
28.32 |
+0.35 |
37,685 |
54,566 |
+2,676 |
| Nov00 |
000803 |
28.20 |
28.20 |
27.70 |
27.98 |
+0.26 |
10,268 |
29,351 |
+1,820 |
| Dec00 |
000803 |
27.80 |
27.90 |
27.40 |
27.66 |
+0.20 |
7,257 |
40,351 |
+1,148 |
| Jan01 |
000803 |
27.40 |
27.45 |
27.20 |
27.35 |
+0.16 |
1,807 |
19,627 |
+310 |
| Feb01 |
000803 |
26.92 |
27.05 |
26.92 |
27.05 |
+0.13 |
871 |
10,400 |
-54 |
| Mar01 |
000803 |
26.70 |
26.77 |
26.56 |
26.77 |
+0.12 |
1,124 |
10,096 |
-100 |
| Apr01 |
000803 |
26.40 |
26.51 |
26.40 |
26.51 |
+0.11 |
107 |
6,033 |
+102 |
| May01 |
000803 |
26.25 |
26.25 |
26.25 |
26.25 |
+0.10 |
407 |
5,580 |
-73 |
| Jun01 |
000803 |
25.93 |
26.00 |
25.85 |
26.00 |
+0.09 |
2,392 |
18,865 |
-1,122 |
| Jul01 |
000803 |
25.76 |
25.76 |
25.76 |
25.76 |
+0.09 |
174 |
7,487 |
+55 |
| Aug01 |
000803 |
25.53 |
25.53 |
25.53 |
25.53 |
+0.09 |
1,001 |
3,669 |
+335 |
| Sep01 |
000803 |
25.30 |
25.30 |
25.30 |
25.30 |
+0.09 |
0 |
8,831 |
+0 |
| Oct01 |
000803 |
25.07 |
25.07 |
25.07 |
25.07 |
+0.08 |
280 |
3,216 |
+30 |
| Nov01 |
000803 |
24.85 |
24.85 |
24.85 |
24.85 |
+0.07 |
110 |
6,584 |
+100 |
| Dec01 |
000803 |
24.70 |
24.75 |
24.63 |
24.63 |
+0.06 |
1,983 |
24,896 |
-783 |
| Total Volume and Open Interest |
130,942 |
413,741 |
+6,332 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Sep00 |
000803 |
79.30 |
79.80 |
77.80 |
79.46 |
+1.20 |
17,161 |
36,617 |
+74 |
| Oct00 |
000803 |
79.40 |
79.70 |
78.25 |
79.59 |
+1.09 |
6,884 |
22,123 |
-288 |
| Nov00 |
000803 |
79.60 |
79.70 |
78.50 |
79.69 |
+0.99 |
3,737 |
20,951 |
-143 |
| Dec00 |
000803 |
79.70 |
79.70 |
78.50 |
79.64 |
+0.94 |
3,968 |
25,879 |
-217 |
| Jan01 |
000803 |
79.30 |
79.30 |
78.10 |
79.09 |
+0.84 |
1,836 |
18,049 |
+81 |
| Feb01 |
000803 |
77.80 |
77.80 |
76.70 |
77.59 |
+0.74 |
703 |
12,003 |
+38 |
| Mar01 |
000803 |
74.70 |
74.70 |
73.50 |
74.39 |
+0.64 |
140 |
8,667 |
+79 |
| Apr01 |
000803 |
71.20 |
71.20 |
70.50 |
71.19 |
+0.54 |
229 |
4,285 |
+52 |
| May01 |
000803 |
68.50 |
69.09 |
68.50 |
69.09 |
+0.54 |
105 |
2,028 |
+83 |
| Jun01 |
000803 |
67.25 |
67.69 |
67.25 |
67.69 |
+0.49 |
105 |
2,673 |
+65 |
| Jul01 |
000803 |
67.29 |
67.29 |
67.29 |
67.29 |
+0.49 |
6 |
456 |
+2 |
| Aug01 |
000803 |
67.54 |
67.54 |
67.54 |
67.54 |
+0.49 |
4 |
438 |
+3 |
| Total Volume and Open Interest |
34,915 |
156,518 |
-165 |
| Gasoline(NYMEX) |
| Sep00 |
000803 |
88.00 |
88.10 |
84.30 |
85.92 |
-1.00 |
16,563 |
30,721 |
-950 |
| Oct00 |
000803 |
80.00 |
80.10 |
78.40 |
79.59 |
+0.20 |
6,236 |
12,693 |
+471 |
| Nov00 |
000803 |
76.30 |
76.94 |
76.30 |
76.94 |
+0.45 |
1,961 |
5,025 |
+166 |
| Dec00 |
000803 |
75.40 |
75.59 |
75.20 |
75.59 |
+0.45 |
535 |
5,960 |
+74 |
| Jan01 |
000803 |
74.60 |
75.04 |
74.40 |
75.04 |
+0.45 |
202 |
1,696 |
-26 |
| Feb01 |
000803 |
75.09 |
75.09 |
75.09 |
75.09 |
+0.45 |
258 |
2,353 |
+135 |
| Mar01 |
000803 |
74.85 |
75.30 |
74.85 |
75.29 |
+0.45 |
200 |
901 |
+12 |
| Apr01 |
000803 |
80.29 |
80.29 |
80.29 |
80.29 |
+0.45 |
150 |
1,253 |
+100 |
| May01 |
000803 |
79.49 |
79.49 |
79.49 |
79.49 |
+0.45 |
180 |
323 |
+30 |
| Jun01 |
000803 |
79.50 |
79.50 |
78.49 |
78.49 |
+0.45 |
50 |
184 |
+50 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Sep00 |
000803 |
4.230 |
4.290 |
4.180 |
4.250 |
+0.036 |
40,508 |
44,057 |
-980 |
| Oct00 |
000803 |
4.240 |
4.290 |
4.185 |
4.252 |
+0.043 |
8,136 |
27,427 |
-790 |
| Nov00 |
000803 |
4.350 |
4.370 |
4.285 |
4.342 |
+0.045 |
2,842 |
19,166 |
+759 |
| Dec00 |
000803 |
4.450 |
4.465 |
4.370 |
4.442 |
+0.047 |
4,082 |
25,264 |
-88 |
| Jan01 |
000803 |
4.435 |
4.450 |
4.370 |
4.432 |
+0.047 |
3,329 |
28,599 |
+641 |
| Feb01 |
000803 |
4.235 |
4.240 |
4.200 |
4.227 |
+0.037 |
2,067 |
16,577 |
+67 |
| Mar01 |
000803 |
4.030 |
4.045 |
4.000 |
4.022 |
+0.027 |
2,831 |
19,329 |
+99 |
| Apr01 |
000803 |
3.850 |
3.855 |
3.815 |
3.842 |
+0.022 |
1,229 |
11,664 |
+435 |
| May01 |
000803 |
3.790 |
3.790 |
3.765 |
3.779 |
+0.009 |
530 |
8,435 |
-193 |
| Jun01 |
000803 |
3.770 |
3.780 |
3.760 |
3.764 |
+0.014 |
774 |
12,594 |
-26 |
| Jul01 |
000803 |
3.750 |
3.750 |
3.700 |
3.744 |
+0.024 |
429 |
10,046 |
+57 |
| Aug01 |
000803 |
3.760 |
3.760 |
3.705 |
3.745 |
+0.020 |
541 |
9,443 |
+224 |
| Sep01 |
000803 |
3.710 |
3.730 |
3.700 |
3.715 |
+0.020 |
539 |
5,426 |
+103 |
| Oct01 |
000803 |
3.710 |
3.720 |
3.705 |
3.705 |
+0.020 |
382 |
8,012 |
-137 |
| Nov01 |
000803 |
3.805 |
3.805 |
3.795 |
3.802 |
+0.020 |
155 |
5,432 |
+32 |
| Dec01 |
000803 |
3.885 |
3.885 |
3.870 |
3.880 |
+0.020 |
795 |
7,495 |
-227 |
| Total Volume and Open Interest |
59,230 |
323,146 |
+1,492 |
| Brent Crude Oil(ICE) |
| Sep00 |
000803 |
27.60 |
28.35 |
27.60 |
28.31 |
+0.72 |
33,784 |
69,624 |
+318 |
| Oct00 |
000803 |
27.25 |
27.65 |
27.20 |
27.51 |
+0.39 |
25,493 |
76,387 |
+1,342 |
| Nov00 |
000803 |
26.96 |
27.29 |
26.95 |
27.10 |
+0.17 |
4,170 |
17,597 |
+494 |
| Dec00 |
000803 |
26.64 |
26.94 |
26.60 |
26.74 |
+0.11 |
6,174 |
38,780 |
+293 |
| Jan01 |
000803 |
26.30 |
26.49 |
26.30 |
26.36 |
+0.09 |
827 |
13,245 |
-85 |
| Feb01 |
000803 |
25.90 |
26.03 |
25.90 |
25.99 |
+0.07 |
679 |
10,812 |
-315 |
| Mar01 |
000803 |
25.55 |
25.65 |
25.48 |
25.59 |
+0.05 |
1,082 |
9,329 |
-373 |
| Apr01 |
000803 |
25.25 |
25.25 |
25.20 |
25.25 |
+0.03 |
104 |
4,025 |
+100 |
| May01 |
000803 |
24.92 |
24.92 |
24.92 |
24.92 |
+0.02 |
0 |
1,120 |
+0 |
| Jun01 |
000803 |
24.69 |
24.69 |
24.61 |
24.61 |
+0.01 |
509 |
16,031 |
+0 |
| Jul01 |
000803 |
24.50 |
24.50 |
24.42 |
24.42 |
+0.03 |
0 |
605 |
+0 |
| Aug01 |
000803 |
24.24 |
24.24 |
24.24 |
24.24 |
+0.01 |
500 |
2,575 |
+500 |
| Sep01 |
000803 |
24.09 |
24.09 |
24.09 |
24.09 |
+0.01 |
0 |
2,166 |
+0 |
| Total Volume and Open Interest |
73,347 |
284,387 |
+2,299 |
| Gas Oil(ICE) |
| Aug00 |
000803 |
244.75 |
246.75 |
243.25 |
245.50 |
-0.25 |
|
|
|
| Sep00 |
000803 |
242.50 |
244.50 |
241.00 |
243.25 |
+0.25 |
|
|
|
| Oct00 |
000803 |
241.25 |
242.25 |
240.00 |
241.75 |
+0.50 |
|
|
|
| Nov00 |
000803 |
239.00 |
239.75 |
237.00 |
239.50 |
+0.75 |
|
|
|
| Dec00 |
000803 |
236.00 |
238.00 |
235.50 |
237.00 |
+0.75 |
|
|
|
| Jan01 |
000803 |
233.00 |
234.50 |
232.50 |
233.75 |
+0.25 |
|
|
|
| Feb01 |
000803 |
229.25 |
229.25 |
229.25 |
229.25 |
unch |
|
|
|
| Mar01 |
000803 |
223.50 |
224.75 |
223.50 |
224.00 |
-0.25 |
|
|
|
| Apr01 |
000803 |
218.50 |
218.50 |
218.50 |
218.50 |
-1.00 |
|
|
|
| May01 |
000803 |
213.50 |
213.50 |
213.50 |
213.50 |
-1.25 |
|
|
|
| Total Volume and Open Interest |
24,865 |
142,221 |
-3,621 |
| Ethanol(CBOT) |
| US Dollar Index(ICE) |
| Sep00 |
000803 |
110.160 |
111.400 |
110.120 |
110.800 |
+0.320 |
|
|
|
| Dec00 |
000803 |
109.910 |
110.820 |
109.910 |
110.460 |
+0.330 |
|
|
|
| Mar01 |
000803 |
109.480 |
110.120 |
109.480 |
110.120 |
+0.340 |
|
|
|
| Total Volume and Open Interest |
711 |
6,671 |
+182 |
| Australian Dollar(CME) |
| Sep00 |
000803 |
58.32 |
58.61 |
58.15 |
58.60 |
+0.23 |
2,287 |
16,972 |
-46 |
| Dec00 |
000803 |
58.67 |
58.67 |
58.25 |
58.67 |
+0.23 |
80 |
345 |
+7 |
| Mar01 |
000803 |
58.74 |
58.74 |
58.74 |
58.74 |
+0.23 |
0 |
682 |
+0 |
| Total Volume and Open Interest |
2,367 |
18,000 |
-39 |
| British Pound(CME) |
| Sep00 |
000803 |
148.96 |
149.86 |
148.84 |
149.58 |
+0.26 |
11,908 |
33,733 |
+2,134 |
| Dec00 |
000803 |
149.98 |
150.12 |
149.20 |
149.80 |
+0.26 |
26 |
290 |
+1 |
| Mar01 |
000803 |
150.00 |
150.20 |
149.50 |
150.00 |
+0.26 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
11,934 |
34,030 |
+2,135 |
| Canadian Dollar(CME) |
| Sep00 |
000803 |
67.57 |
67.57 |
67.39 |
67.43 |
-0.18 |
10,559 |
58,709 |
-826 |
| Dec00 |
000803 |
67.75 |
67.75 |
67.55 |
67.60 |
-0.18 |
53 |
4,829 |
+13 |
| Mar01 |
000803 |
67.90 |
67.90 |
67.77 |
67.77 |
-0.18 |
0 |
611 |
-8 |
| Jun01 |
000803 |
67.94 |
67.94 |
67.94 |
67.94 |
-0.18 |
0 |
142 |
-4 |
| Total Volume and Open Interest |
10,612 |
64,301 |
-829 |
| Japanese Yen(CME) |
| Sep00 |
000803 |
93.08 |
93.41 |
92.85 |
92.95 |
+0.47 |
16,038 |
75,557 |
+858 |
| Dec00 |
000803 |
94.46 |
94.90 |
94.35 |
94.50 |
+0.48 |
34 |
3,049 |
+23 |
| Mar01 |
000803 |
96.07 |
96.07 |
96.07 |
96.07 |
+0.49 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
16,072 |
78,743 |
+881 |
| Swiss Franc(CME) |
| Sep00 |
000803 |
58.80 |
59.00 |
58.58 |
58.91 |
-0.49 |
13,368 |
39,892 |
+2,272 |
| Dec00 |
000803 |
59.06 |
59.46 |
59.06 |
59.36 |
-0.49 |
56 |
170 |
+18 |
| Mar01 |
000803 |
59.80 |
59.80 |
59.70 |
59.80 |
-0.49 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
13,424 |
40,065 |
+2,290 |
| EuroFX(CME) |
| Sep00 |
000803 |
90.57 |
91.00 |
90.24 |
90.93 |
-0.53 |
15,336 |
61,429 |
+272 |
| Dec00 |
000803 |
90.98 |
91.43 |
90.80 |
91.37 |
-0.53 |
72 |
854 |
+26 |
| Mar01 |
000803 |
91.78 |
91.78 |
91.25 |
91.78 |
-0.53 |
32 |
132 |
+30 |
| Total Volume and Open Interest |
15,440 |
62,415 |
+328 |
| Mexican Peso(CME) |
| Sep00 |
000803 |
1049.8 |
1064.8 |
1047.5 |
1051.5 |
-3.2 |
|
|
|
| Dec00 |
000803 |
1020.5 |
1027.0 |
1020.5 |
1024.8 |
-3.2 |
|
|
|
| Total Volume and Open Interest |
1,658 |
15,198 |
-225 |
| 30-Year T-Bonds(CBOT) |
| Sep00 |
000803 |
99~020 |
99~150 |
98~280 |
99~120 |
+0~110 |
192,389 |
395,429 |
-3,360 |
| Dec00 |
000803 |
99~100 |
99~130 |
99~030 |
99~110 |
+0~110 |
2,996 |
10,963 |
+1,086 |
| Mar01 |
000803 |
99~070 |
99~110 |
99~070 |
99~100 |
+0~110 |
8 |
1,410 |
-34 |
| Total Volume and Open Interest |
195,393 |
407,857 |
-2,308 |
| 10-Year T-Notes(CBOT) |
| Sep00 |
000803 |
99~115 |
99~210 |
99~095 |
99~160 |
+0~045 |
156,282 |
601,995 |
+7,239 |
| Dec00 |
000803 |
99~150 |
99~180 |
99~105 |
99~135 |
+0~040 |
9,362 |
26,295 |
+5,270 |
| Mar01 |
000803 |
99~115 |
99~115 |
99~115 |
99~115 |
+0~035 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
165,644 |
628,315 |
+12,509 |
| 5-Year T-Notes(CBOT) |
| Sep00 |
000803 |
99~078 |
99~088 |
99~064 |
99~068 |
+0~004 |
69,502 |
408,028 |
-1,710 |
| Dec00 |
000803 |
99~076 |
99~076 |
99~076 |
99~076 |
+0~008 |
993 |
5,014 |
+645 |
| Total Volume and Open Interest |
70,495 |
413,042 |
-1,065 |
| 2 Year T-Notes(CBOT) |
| Sep00 |
000803 |
99~066 |
99~073 |
99~063 |
99~064 |
+0~002 |
490 |
54,364 |
+55 |
| Dec00 |
000803 |
99~056 |
99~056 |
99~056 |
99~056 |
+0~002 |
2 |
0 |
|
| Total Volume and Open Interest |
492 |
54,364 |
|
| Eurodollars(CME) |
| Sep00 |
000803 |
93.240 |
93.265 |
93.240 |
93.245 |
+0.020 |
56,320 |
612,955 |
+2,436 |
| Dec00 |
000803 |
93.070 |
93.120 |
93.070 |
93.080 |
+0.030 |
58,826 |
551,821 |
-2,662 |
| Mar01 |
000803 |
93.125 |
93.160 |
93.120 |
93.125 |
+0.030 |
103,968 |
451,044 |
+10,762 |
| Jun01 |
000803 |
93.115 |
93.145 |
93.095 |
93.100 |
+0.015 |
45,640 |
285,537 |
-1,678 |
| Sep01 |
000803 |
93.115 |
93.140 |
93.085 |
93.090 |
+0.015 |
26,789 |
222,273 |
+357 |
| Dec01 |
000803 |
93.060 |
93.080 |
93.030 |
93.040 |
+0.030 |
9,115 |
166,190 |
+1,799 |
| Mar02 |
000803 |
93.105 |
93.120 |
93.075 |
93.080 |
+0.015 |
9,365 |
137,176 |
-643 |
| Jun02 |
000803 |
93.100 |
93.110 |
93.065 |
93.070 |
+0.015 |
5,196 |
101,589 |
+524 |
| Sep02 |
000803 |
93.095 |
93.105 |
93.065 |
93.070 |
+0.015 |
5,719 |
96,509 |
-905 |
| Dec02 |
000803 |
93.030 |
93.035 |
92.995 |
93.005 |
+0.015 |
2,286 |
74,557 |
-106 |
| Mar03 |
000803 |
93.070 |
93.075 |
93.035 |
93.045 |
+0.015 |
3,952 |
71,324 |
+227 |
| Jun03 |
000803 |
93.040 |
93.050 |
93.020 |
93.025 |
+0.015 |
2,517 |
49,939 |
-377 |
| Sep03 |
000803 |
93.015 |
93.030 |
93.000 |
93.010 |
+0.015 |
1,098 |
47,074 |
-83 |
| Dec03 |
000803 |
92.960 |
92.960 |
92.930 |
92.940 |
+0.015 |
1,225 |
38,309 |
-64 |
| Mar04 |
000803 |
92.975 |
92.995 |
92.960 |
92.975 |
+0.015 |
1,126 |
36,437 |
+61 |
| Jun04 |
000803 |
92.945 |
92.965 |
92.930 |
92.945 |
+0.015 |
1,257 |
37,956 |
+126 |
| Sep04 |
000803 |
92.905 |
92.930 |
92.905 |
92.915 |
+0.015 |
932 |
31,681 |
-53 |
| Dec04 |
000803 |
92.820 |
92.845 |
92.815 |
92.830 |
+0.015 |
926 |
27,972 |
-114 |
| Total Volume and Open Interest |
342,049 |
3,203,111 |
+9,590 |
| 30 Day Federal Funds(CBOT) |
| Aug00 |
000803 |
93.490 |
93.495 |
93.490 |
93.490 |
+0.010 |
|
|
|
| Sep00 |
000803 |
93.440 |
93.450 |
93.435 |
93.435 |
+0.010 |
|
|
|
| Oct00 |
000803 |
93.440 |
93.440 |
93.415 |
93.415 |
+0.010 |
|
|
|
| Nov00 |
000803 |
93.400 |
93.400 |
93.370 |
93.375 |
+0.005 |
|
|
|
| Dec00 |
000803 |
93.360 |
93.360 |
93.330 |
93.335 |
+0.010 |
|
|
|
| Jan01 |
000803 |
93.285 |
93.285 |
93.285 |
93.285 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
4,500 |
33,272 |
+1,344 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Sep00 |
000803 |
99.75 |
99.75 |
99.74 |
99.74 |
+0.02 |
574 |
12,889 |
+201 |
| Dec00 |
000803 |
99.65 |
99.65 |
99.64 |
99.64 |
+0.03 |
284 |
11,247 |
-24 |
| Mar01 |
000803 |
99.62 |
99.62 |
99.61 |
99.61 |
+0.04 |
143 |
12,025 |
-292 |
| Jun01 |
000803 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.03 |
128 |
8,960 |
+31 |
| Sep01 |
000803 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.04 |
2 |
16,308 |
-248 |
| Dec01 |
000803 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.03 |
40 |
2,882 |
-295 |
| Mar02 |
000803 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.04 |
0 |
2,128 |
-30 |
| Jun02 |
000803 |
99.04 |
99.07 |
99.04 |
99.04 |
+0.03 |
1 |
778 |
+0 |
| Sep02 |
000803 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
30 |
+0 |
| Dec02 |
000803 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
0 |
30 |
+0 |
| Total Volume and Open Interest |
1,172 |
67,297 |
-657 |
| 3-Mth Euro-Yen(SGX) |
| Sep00 |
000803 |
99.72 |
99.75 |
99.72 |
99.75 |
+0.02 |
|
|
|
| Dec00 |
000803 |
99.61 |
99.65 |
99.61 |
99.65 |
+0.03 |
|
|
|
| Mar01 |
000803 |
99.58 |
99.61 |
99.57 |
99.61 |
+0.03 |
|
|
|
| Jun01 |
000803 |
99.50 |
99.54 |
99.50 |
99.54 |
+0.04 |
|
|
|
| Sep01 |
000803 |
99.39 |
99.43 |
99.39 |
99.43 |
+0.04 |
|
|
|
| Dec01 |
000803 |
99.27 |
99.29 |
99.27 |
99.29 |
+0.04 |
|
|
|
| Mar02 |
000803 |
99.17 |
99.18 |
99.16 |
99.18 |
+0.04 |
|
|
|
| Jun02 |
000803 |
99.04 |
99.07 |
99.04 |
99.07 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
25,636 |
434,982 |
+1,481 |
| Japanese Gov't Bonds(SGX) |
| Sep00 |
000803 |
133.70 |
133.97 |
133.65 |
133.83 |
+0.03 |
|
|
|
| Dec00 |
000803 |
133.13 |
133.22 |
133.13 |
133.22 |
+0.09 |
|
|
|
| Mar01 |
000803 |
133.13 |
133.22 |
133.13 |
133.22 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
1,447 |
22,173 |
-1,247 |
| Euro-Bund(EUREX) |
| Sep00 |
000803 |
105.77 |
105.77 |
105.26 |
105.57 |
-0.09 |
|
|
|
| Dec00 |
000803 |
105.41 |
105.41 |
105.00 |
105.28 |
-0.11 |
|
|
|
| Mar01 |
000803 |
104.90 |
105.17 |
104.90 |
105.17 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
555,633 |
588,461 |
+23,148 |
| Euro-Bobl(EUREX) |
| Sep00 |
000803 |
103.25 |
103.28 |
102.98 |
103.13 |
-0.09 |
|
|
|
| Dec00 |
000803 |
103.07 |
103.07 |
102.98 |
103.07 |
-0.10 |
|
|
|
| Mar01 |
000803 |
102.90 |
102.90 |
102.83 |
102.83 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(EUREX) |
| Sep00 |
000803 |
95.115 |
95.125 |
95.085 |
95.110 |
+0.005 |
|
|
|
| Dec00 |
000803 |
94.780 |
94.790 |
94.755 |
94.775 |
unch |
|
|
|
| Mar01 |
000803 |
94.715 |
94.725 |
94.710 |
94.725 |
-0.010 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Sep00 |
000803 |
113~16 |
113~20 |
113~01 |
113~14 |
+0~01 |
|
|
|
| Dec00 |
000803 |
113~06 |
113~06 |
113~06 |
113~06 |
+0~01 |
|
|
|
| Total Volume and Open Interest |
20,328 |
60,616 |
-1,340 |
| 3-Mth Short Sterling(LIFFE) |
| Sep00 |
000803 |
93.65 |
93.73 |
93.65 |
93.72 |
+0.07 |
|
|
|
| Dec00 |
000803 |
93.55 |
93.62 |
93.53 |
93.60 |
+0.06 |
|
|
|
| Mar01 |
000803 |
93.51 |
93.60 |
93.50 |
93.58 |
+0.07 |
|
|
|
| Jun01 |
000803 |
93.45 |
93.54 |
93.45 |
93.52 |
+0.06 |
|
|
|
| Sep01 |
000803 |
93.42 |
93.51 |
93.42 |
93.48 |
+0.05 |
|
|
|
| Dec01 |
000803 |
93.41 |
93.46 |
93.38 |
93.44 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
46,811 |
830,813 |
+3,210 |
| 3-Mth Euribor(LIFFE) |
| Sep00 |
000803 |
95.115 |
95.130 |
95.080 |
95.115 |
+0.010 |
|
|
|
| Dec00 |
000803 |
94.785 |
94.800 |
94.740 |
94.785 |
+0.010 |
|
|
|
| Mar01 |
000803 |
94.735 |
94.750 |
94.690 |
94.735 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
144,463 |
1,253,928 |
+4,772 |
| 3-Mth Aus T-Bills(SFE) |
| Sep00 |
000803 |
93.50 |
93.51 |
93.49 |
93.50 |
unch |
|
|
|
| Dec00 |
000803 |
93.36 |
93.38 |
93.36 |
93.38 |
+0.02 |
|
|
|
| Mar01 |
000803 |
93.31 |
93.34 |
93.31 |
93.34 |
+0.03 |
|
|
|
| Jun01 |
000803 |
93.29 |
93.32 |
93.29 |
93.32 |
+0.03 |
|
|
|
| Sep01 |
000803 |
93.31 |
93.31 |
93.31 |
93.31 |
+0.03 |
|
|
|
| Dec01 |
000803 |
93.28 |
93.30 |
93.28 |
93.30 |
+0.03 |
|
|
|
| Mar02 |
000803 |
93.28 |
93.30 |
93.28 |
93.30 |
+0.04 |
|
|
|
| Jun02 |
000803 |
93.23 |
93.28 |
93.23 |
93.28 |
+0.04 |
|
|
|
| Sep02 |
000803 |
93.23 |
93.26 |
93.23 |
93.26 |
+0.03 |
|
|
|
| Dec02 |
000803 |
93.23 |
93.23 |
93.23 |
93.23 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
63,022 |
460,532 |
+21,234 |
| 10-Year Aus T-Bonds(SFE) |
| Sep00 |
000803 |
93.75 |
93.81 |
93.75 |
93.80 |
+0.04 |
|
|
|
| Dec00 |
000803 |
93.80 |
93.80 |
93.80 |
93.80 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
21,341 |
133,043 |
+4,694 |
| 3-Year Aus T-Bonds(SFE) |
| Sep00 |
000803 |
93.69 |
93.73 |
93.68 |
93.72 |
+0.02 |
|
|
|
| Dec00 |
000803 |
93.71 |
93.71 |
93.71 |
93.71 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
99,121 |
346,238 |
+26,607 |
| Gold(CMX) |
| Aug00 |
000803 |
275.0 |
276.0 |
272.0 |
273.4 |
-3.1 |
162 |
393 |
-568 |
| Oct00 |
000803 |
278.6 |
278.6 |
275.2 |
276.4 |
-3.3 |
673 |
7,858 |
+38 |
| Dec00 |
000803 |
281.1 |
281.9 |
278.4 |
279.5 |
-3.3 |
16,876 |
61,677 |
+526 |
| Feb01 |
000803 |
284.5 |
284.5 |
282.2 |
282.2 |
-3.3 |
392 |
11,409 |
+83 |
| Apr01 |
000803 |
286.5 |
286.8 |
284.8 |
284.8 |
-3.3 |
1 |
4,022 |
-1 |
| Jun01 |
000803 |
287.4 |
287.4 |
287.4 |
287.4 |
-3.4 |
510 |
8,207 |
+155 |
| Aug01 |
000803 |
292.5 |
292.5 |
290.0 |
290.0 |
-3.4 |
1 |
1,488 |
+0 |
| Oct01 |
000803 |
292.6 |
292.6 |
292.6 |
292.6 |
-3.4 |
0 |
141 |
+0 |
| Dec01 |
000803 |
297.5 |
297.5 |
295.0 |
295.2 |
-3.5 |
5 |
5,450 |
+0 |
| Feb02 |
000803 |
297.7 |
297.7 |
297.7 |
297.7 |
-3.5 |
|
|
|
| Apr02 |
000803 |
300.2 |
300.2 |
300.2 |
300.2 |
-3.5 |
|
|
|
| Jun02 |
000803 |
302.8 |
302.8 |
302.8 |
302.8 |
-3.5 |
0 |
3,073 |
+0 |
| Total Volume and Open Interest |
18,620 |
111,421 |
+233 |
| Silver(CMX) |
| Sep00 |
000803 |
501.0 |
501.5 |
499.0 |
500.5 |
-1.8 |
3,075 |
51,948 |
-405 |
| Dec00 |
000803 |
505.5 |
506.5 |
504.5 |
506.0 |
-1.6 |
309 |
17,440 |
+98 |
| Mar01 |
000803 |
511.5 |
511.5 |
510.6 |
510.6 |
-1.6 |
4 |
1,956 |
+4 |
| May01 |
000803 |
510.0 |
513.0 |
510.0 |
513.0 |
-1.6 |
0 |
817 |
+0 |
| Jul01 |
000803 |
515.5 |
515.5 |
515.5 |
515.5 |
-1.6 |
0 |
1,795 |
+0 |
| Sep01 |
000803 |
517.5 |
517.5 |
517.5 |
517.5 |
-1.6 |
0 |
224 |
+0 |
| Dec01 |
000803 |
519.4 |
519.4 |
519.4 |
519.4 |
-1.6 |
9 |
1,162 |
+8 |
| Total Volume and Open Interest |
3,562 |
78,173 |
-171 |
| Platinum(NYMEX) |
| Oct00 |
000803 |
586.0 |
590.0 |
561.0 |
563.5 |
-40.7 |
1,019 |
9,801 |
+184 |
| Jan01 |
000803 |
578.0 |
578.0 |
567.2 |
567.2 |
-25.0 |
8 |
609 |
+7 |
| Total Volume and Open Interest |
1,032 |
10,410 |
+191 |
| Palladium(NYMEX) |
| Sep00 |
000803 |
825.00 |
830.00 |
791.10 |
792.10 |
-63.05 |
120 |
1,317 |
-7 |
| Dec00 |
000803 |
804.00 |
805.00 |
789.10 |
789.10 |
-62.05 |
61 |
900 |
+58 |
| Mar01 |
000803 |
784.10 |
784.10 |
784.10 |
784.10 |
-62.05 |
6 |
5 |
|
| Total Volume and Open Interest |
187 |
2,222 |
|
| Copper(CMX) |
| Sep00 |
000803 |
86.80 |
87.20 |
86.50 |
86.90 |
-0.10 |
6,629 |
48,968 |
+474 |
| Dec00 |
000803 |
87.30 |
87.50 |
86.90 |
87.35 |
-0.15 |
661 |
12,648 |
+23 |
| Mar01 |
000803 |
86.60 |
86.85 |
86.30 |
86.85 |
-0.15 |
24 |
4,057 |
+11 |
| May01 |
000803 |
86.60 |
86.60 |
86.60 |
86.60 |
-0.15 |
5 |
1,325 |
+3 |
| Jul01 |
000803 |
86.30 |
86.30 |
86.30 |
86.30 |
-0.15 |
0 |
834 |
+0 |
| Total Volume and Open Interest |
7,760 |
82,421 |
+357 |
| Aluminum(CMX) |
| DJIA Index(CBOT) |
| Sep00 |
000803 |
10705 |
10800 |
10660 |
10755 |
-10 |
11,259 |
13,921 |
+446 |
| Dec00 |
000803 |
10830 |
10935 |
10815 |
10899 |
-10 |
19 |
2,124 |
+3 |
| Mar01 |
000803 |
11047 |
11047 |
11047 |
11047 |
-10 |
0 |
2 |
+0 |
| Jun01 |
000803 |
11203 |
11203 |
11203 |
11203 |
-10 |
|
|
|
| Total Volume and Open Interest |
11,961 |
15,604 |
+14 |
| S & P 500(CME) |
| Sep00 |
000803 |
1437.00 |
1465.00 |
1433.00 |
1461.50 |
+9.00 |
58,051 |
376,075 |
+1,422 |
| Dec00 |
000803 |
1469.00 |
1486.00 |
1456.50 |
1483.50 |
+8.90 |
580 |
7,760 |
+78 |
| Mar01 |
000803 |
1482.10 |
1507.80 |
1478.10 |
1505.90 |
+9.10 |
7 |
1,269 |
-4 |
| Jun01 |
000803 |
1505.00 |
1530.80 |
1503.00 |
1529.00 |
+9.20 |
13 |
1,122 |
+1 |
| Total Volume and Open Interest |
58,675 |
386,394 |
+1,507 |
| S & P 500 E-Mini(Globex) |
| Sep00 |
000803 |
1450.75 |
1465.00 |
1433.25 |
1461.50 |
+9.00 |
78,730 |
40,628 |
-23 |
| Dec00 |
000803 |
1465.00 |
1485.50 |
1459.25 |
1483.50 |
+9.00 |
5 |
35 |
+1 |
| Total Volume and Open Interest |
78,735 |
40,663 |
-22 |
| NASDAQ 100(CME) |
| Sep00 |
000803 |
3415.00 |
3665.00 |
3370.00 |
3662.50 |
+155.50 |
17,143 |
32,277 |
+500 |
| Dec00 |
000803 |
3723.50 |
3723.50 |
3476.00 |
3723.50 |
+155.50 |
0 |
17 |
+0 |
| Mar01 |
000803 |
3784.50 |
3784.50 |
3537.00 |
3784.50 |
+155.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
17,143 |
32,298 |
+500 |
| NASDAQ 100 E-Mini(Globex) |
| S & P Midcap 400(CME) |
| Sep00 |
000803 |
494.00 |
504.50 |
489.50 |
504.50 |
+5.40 |
|
|
|
| Dec00 |
000803 |
511.50 |
511.50 |
511.50 |
511.50 |
+5.40 |
|
|
|
| Mar01 |
000803 |
517.50 |
517.50 |
517.50 |
517.50 |
+5.40 |
|
|
|
| Total Volume and Open Interest |
441 |
12,932 |
+26 |
| Russell 2000(CME) |
| Sep00 |
000803 |
497.00 |
504.00 |
491.50 |
502.25 |
-1.25 |
1,348 |
11,585 |
-169 |
| Dec00 |
000803 |
510.05 |
510.05 |
510.05 |
510.05 |
-1.25 |
|
|
|
| Mar01 |
000803 |
517.60 |
517.60 |
517.60 |
517.60 |
-1.25 |
|
|
|
| Total Volume and Open Interest |
1,348 |
11,585 |
-169 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep00 |
000803 |
16110 |
16120 |
15690 |
15755 |
-435 |
|
|
|
| Dec00 |
000803 |
16180 |
16180 |
15745 |
15745 |
-435 |
|
|
|
| Total Volume and Open Interest |
13,101 |
122,112 |
+366 |
| Nikkei 225(SGX) |
| Sep00 |
000803 |
16110 |
16120 |
15690 |
15755 |
-435 |
|
|
|
| Dec00 |
000803 |
16180 |
16180 |
15745 |
15745 |
-435 |
|
|
|
| Mar01 |
000803 |
16195 |
16195 |
15760 |
15760 |
-435 |
|
|
|
| Total Volume and Open Interest |
13,101 |
122,112 |
+366 |
| CAC 40(EURONEXT) |
| Aug00 |
000803 |
6520.0 |
6522.0 |
6376.5 |
6388.0 |
-166.0 |
|
|
|
| Sep00 |
000803 |
6520.0 |
6524.0 |
6385.0 |
6391.5 |
-166.0 |
|
|
|
| Oct00 |
000803 |
6416.0 |
6416.0 |
6416.0 |
6416.0 |
-166.0 |
|
|
|
| Total Volume and Open Interest |
26,296 |
321,778 |
+3,421 |
| Hang Seng Index(HKFE) |
| Aug00 |
000803 |
17200 |
17363 |
17100 |
17235 |
-55 |
|
|
|
| Sep00 |
000803 |
17213 |
17375 |
17180 |
17300 |
-44 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX(EUREX) |
| Sep00 |
000803 |
7116.0 |
7135.5 |
6994.0 |
7040.0 |
-123.0 |
|
|
|
| Dec00 |
000803 |
7209.5 |
7216.5 |
7082.5 |
7125.5 |
-124.0 |
|
|
|
| Mar01 |
000803 |
7309.0 |
7309.0 |
7180.0 |
7218.5 |
-126.5 |
|
|
|
| Total Volume and Open Interest |
31,062 |
162,008 |
+507 |
| FT-SE 100(EURONEXT) |
| Sep00 |
000803 |
6405.00 |
6415.00 |
6311.50 |
6323.00 |
-84.00 |
|
|
|
| Dec00 |
000803 |
6410.00 |
6410.00 |
6404.00 |
6404.00 |
-84.00 |
|
|
|
| Mar01 |
000803 |
6462.00 |
6462.00 |
6462.00 |
6462.00 |
-84.00 |
|
|
|
| Total Volume and Open Interest |
23,162 |
277,534 |
+1,576 |
| SPI 200(SFE) |
| Sep00 |
000803 |
3301.0 |
3303.0 |
3285.0 |
3298.0 |
-5.0 |
9,341 |
140,661 |
-4,257 |
| Dec00 |
000803 |
3319.0 |
3319.0 |
3317.0 |
3317.0 |
-5.0 |
1 |
2,598 |
-55 |
| Mar01 |
000803 |
3337.0 |
3337.0 |
3337.0 |
3337.0 |
-5.0 |
0 |
1,056 |
+0 |
| Total Volume and Open Interest |
9,342 |
144,489 |
-4,312 |
| GSCI(CME) |
| Aug00 |
000803 |
220.40 |
221.00 |
217.80 |
219.40 |
+0.80 |
118 |
36,001 |
-5 |
| Sep00 |
000803 |
220.30 |
220.30 |
218.00 |
219.40 |
+1.40 |
0 |
86 |
+0 |
| Oct00 |
000803 |
218.30 |
218.50 |
217.00 |
218.30 |
+1.20 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
118 |
36,087 |
-24 |
| Reuters CCI(ICE) |
| Nov00 |
000803 |
221.25 |
221.60 |
220.60 |
220.60 |
-1.80 |
70 |
958 |
+20 |
| Jan01 |
000803 |
222.50 |
222.50 |
222.05 |
222.05 |
-2.10 |
0 |
423 |
+0 |
| Feb01 |
000803 |
221.00 |
221.00 |
221.00 |
221.00 |
-2.15 |
|
|
|
| Total Volume and Open Interest |
179 |
2,126 |
+43 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|