|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 13, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep00 |
000913 |
497.00 |
497.00 |
488.00 |
488.75 |
-6.75 |
1,988 |
1,334 |
-309 |
| Nov00 |
000913 |
506.00 |
508.00 |
498.00 |
499.50 |
-6.00 |
47,991 |
87,572 |
+121 |
| Jan01 |
000913 |
515.50 |
517.00 |
508.00 |
509.00 |
-6.25 |
3,854 |
14,826 |
+415 |
| Mar01 |
000913 |
524.50 |
526.50 |
517.00 |
518.00 |
-5.50 |
1,612 |
12,388 |
+241 |
| May01 |
000913 |
531.00 |
532.50 |
524.00 |
525.50 |
-4.00 |
1,256 |
11,010 |
+294 |
| Jul01 |
000913 |
540.00 |
540.00 |
532.00 |
533.75 |
-3.75 |
1,545 |
14,182 |
+409 |
| Aug01 |
000913 |
533.25 |
533.25 |
533.25 |
533.25 |
-3.75 |
33 |
231 |
+21 |
| Total Volume and Open Interest |
58,529 |
144,350 |
+1,354 |
| Soybean Meal(CBOT) |
| Sep00 |
000913 |
172.50 |
173.50 |
171.80 |
172.90 |
+1.10 |
3,235 |
2,526 |
-847 |
| Oct00 |
000913 |
170.30 |
170.50 |
167.70 |
167.80 |
-2.00 |
10,534 |
20,316 |
-240 |
| Dec00 |
000913 |
171.80 |
171.80 |
168.40 |
168.70 |
-2.40 |
12,735 |
54,250 |
+1,208 |
| Jan01 |
000913 |
172.50 |
172.50 |
169.20 |
169.40 |
-1.90 |
1,484 |
10,476 |
+178 |
| Mar01 |
000913 |
173.30 |
173.30 |
170.30 |
170.30 |
-2.40 |
336 |
8,104 |
+205 |
| May01 |
000913 |
173.30 |
173.30 |
170.20 |
170.30 |
-2.70 |
122 |
5,460 |
+36 |
| Jul01 |
000913 |
174.50 |
175.00 |
171.30 |
171.90 |
-2.90 |
193 |
2,901 |
+108 |
| Aug01 |
000913 |
174.00 |
174.00 |
170.50 |
170.80 |
-2.90 |
15 |
482 |
+15 |
| Total Volume and Open Interest |
28,654 |
104,962 |
+663 |
| Soybean Oil(CBOT) |
| Sep00 |
000913 |
15.80 |
15.80 |
15.55 |
15.65 |
-0.10 |
1,678 |
1,104 |
-158 |
| Oct00 |
000913 |
15.88 |
15.88 |
15.58 |
15.70 |
-0.13 |
5,727 |
21,411 |
-983 |
| Dec00 |
000913 |
16.23 |
16.24 |
15.98 |
16.10 |
-0.13 |
7,848 |
61,288 |
+286 |
| Jan01 |
000913 |
16.54 |
16.54 |
16.30 |
16.39 |
-0.13 |
973 |
17,763 |
+233 |
| Mar01 |
000913 |
16.92 |
16.92 |
16.70 |
16.76 |
-0.14 |
87 |
11,059 |
-43 |
| May01 |
000913 |
17.27 |
17.27 |
17.10 |
17.15 |
-0.12 |
546 |
9,412 |
+354 |
| Jul01 |
000913 |
17.64 |
17.64 |
17.45 |
17.50 |
-0.12 |
380 |
6,248 |
+163 |
| Aug01 |
000913 |
17.80 |
17.80 |
17.63 |
17.63 |
-0.12 |
8 |
1,244 |
-6 |
| Total Volume and Open Interest |
17,259 |
134,367 |
-152 |
| Canola(WCE) |
| Sep00 |
000913 |
258.0 |
258.0 |
258.0 |
258.0 |
unch |
0 |
5 |
+0 |
| Nov00 |
000913 |
262.5 |
262.7 |
260.4 |
260.5 |
-1.4 |
8,148 |
43,124 |
-505 |
| Jan01 |
000913 |
268.7 |
268.7 |
266.5 |
266.8 |
-1.3 |
2,067 |
11,837 |
+1,759 |
| Mar01 |
000913 |
272.3 |
272.6 |
272.3 |
272.3 |
-1.2 |
46 |
3,382 |
+11 |
| May01 |
000913 |
277.1 |
277.1 |
277.1 |
277.1 |
-1.9 |
12 |
1,425 |
+2 |
| Total Volume and Open Interest |
10,273 |
60,061 |
+1,267 |
| Corn(CBOT) |
| Sep00 |
000913 |
183.50 |
183.75 |
180.25 |
180.50 |
-2.00 |
7,030 |
3,679 |
-1,380 |
| Nov00 |
000913 |
190.50 |
190.75 |
187.25 |
187.50 |
-2.50 |
601 |
2,791 |
+151 |
| Dec00 |
000913 |
195.25 |
195.25 |
191.25 |
191.50 |
-2.50 |
51,692 |
217,958 |
-490 |
| Jan01 |
000913 |
197.50 |
198.00 |
195.25 |
195.50 |
-1.75 |
6 |
567 |
+0 |
| Mar01 |
000913 |
206.75 |
207.00 |
203.00 |
203.50 |
-2.50 |
4,488 |
66,834 |
+509 |
| May01 |
000913 |
213.50 |
213.75 |
210.25 |
210.50 |
-2.00 |
1,969 |
18,155 |
+545 |
| Total Volume and Open Interest |
68,631 |
353,544 |
-289 |
| Wheat(CBOT) |
| Sep00 |
000913 |
245.00 |
246.00 |
240.00 |
242.00 |
-3.00 |
298 |
477 |
-511 |
| Dec00 |
000913 |
261.00 |
261.75 |
255.00 |
257.00 |
-4.00 |
23,405 |
101,967 |
+1,146 |
| Mar01 |
000913 |
278.50 |
278.50 |
272.00 |
274.00 |
-3.75 |
2,175 |
25,140 |
+140 |
| May01 |
000913 |
288.50 |
288.50 |
282.25 |
284.00 |
-3.50 |
186 |
1,290 |
+53 |
| Jul01 |
000913 |
297.50 |
297.50 |
291.50 |
293.25 |
-3.75 |
695 |
10,597 |
+60 |
| Total Volume and Open Interest |
26,884 |
140,278 |
+912 |
| Wheat(KCBT) |
| Sep00 |
000913 |
289.00 |
291.00 |
289.00 |
291.00 |
-2.50 |
126 |
83 |
-51 |
| Dec00 |
000913 |
308.25 |
308.25 |
302.50 |
304.75 |
-2.00 |
7,013 |
58,197 |
-394 |
| Mar01 |
000913 |
322.00 |
322.50 |
316.25 |
318.50 |
-2.25 |
1,113 |
16,501 |
+160 |
| May01 |
000913 |
327.75 |
327.75 |
325.00 |
326.50 |
-3.00 |
61 |
1,759 |
-24 |
| Jul01 |
000913 |
337.50 |
337.50 |
331.50 |
334.25 |
-1.75 |
138 |
2,805 |
-22 |
| Total Volume and Open Interest |
8,451 |
79,366 |
-331 |
| Wheat(MGE) |
| Sep00 |
000913 |
295.00 |
297.00 |
295.00 |
297.00 |
-1.00 |
9 |
9 |
-6 |
| Dec00 |
000913 |
314.50 |
314.75 |
310.50 |
311.00 |
-2.50 |
2,912 |
16,796 |
+46 |
| Mar01 |
000913 |
329.50 |
329.50 |
325.50 |
326.00 |
-2.25 |
945 |
4,623 |
-276 |
| May01 |
000913 |
337.00 |
337.25 |
334.00 |
334.00 |
-2.50 |
75 |
903 |
+47 |
| Jul01 |
000913 |
342.50 |
343.50 |
342.25 |
343.50 |
-0.75 |
1 |
293 |
+0 |
| Total Volume and Open Interest |
3,945 |
22,842 |
-186 |
| Oats(CBOT) |
| Sep00 |
000913 |
103.00 |
103.00 |
102.00 |
102.75 |
+0.75 |
6 |
44 |
-4 |
| Dec00 |
000913 |
112.50 |
112.50 |
110.25 |
110.50 |
-1.00 |
798 |
10,880 |
+114 |
| Mar01 |
000913 |
122.00 |
122.00 |
120.00 |
120.00 |
-1.00 |
110 |
1,670 |
+18 |
| May01 |
000913 |
125.25 |
125.25 |
125.25 |
125.25 |
-0.75 |
0 |
155 |
+0 |
| Total Volume and Open Interest |
916 |
12,933 |
+129 |
| Rough Rice(CBOT) |
| Sep00 |
000913 |
6.78 |
6.85 |
6.78 |
6.80 |
-0.03 |
45 |
203 |
-59 |
| Nov00 |
000913 |
6.43 |
6.48 |
6.34 |
6.48 |
+0.03 |
474 |
3,168 |
+115 |
| Jan01 |
000913 |
6.52 |
6.59 |
6.45 |
6.59 |
+0.03 |
196 |
2,557 |
+75 |
| Mar01 |
000913 |
6.58 |
6.68 |
6.58 |
6.68 |
unch |
81 |
588 |
+53 |
| Total Volume and Open Interest |
809 |
6,654 |
+189 |
| Live Cattle(CME) |
| Oct00 |
000913 |
67.000 |
67.200 |
66.850 |
66.950 |
-0.075 |
8,999 |
50,933 |
-2,557 |
| Dec00 |
000913 |
69.000 |
69.200 |
68.825 |
68.900 |
-0.150 |
5,373 |
38,483 |
+1,972 |
| Feb01 |
000913 |
70.250 |
70.500 |
70.050 |
70.200 |
-0.150 |
1,273 |
16,889 |
+299 |
| Apr01 |
000913 |
72.400 |
72.550 |
72.175 |
72.375 |
-0.175 |
423 |
9,267 |
+73 |
| Jun01 |
000913 |
70.150 |
70.250 |
69.800 |
70.000 |
-0.150 |
141 |
3,874 |
+39 |
| Aug01 |
000913 |
70.425 |
70.425 |
70.150 |
70.200 |
-0.175 |
125 |
2,774 |
+5 |
| Total Volume and Open Interest |
16,391 |
122,816 |
-117 |
| Feeder Cattle(CME) |
| Sep00 |
000913 |
84.875 |
84.950 |
84.725 |
84.725 |
-0.150 |
389 |
2,730 |
-284 |
| Oct00 |
000913 |
85.050 |
85.150 |
84.700 |
84.900 |
-0.275 |
1,067 |
7,071 |
-57 |
| Nov00 |
000913 |
85.750 |
86.000 |
85.450 |
85.600 |
-0.275 |
480 |
3,936 |
+37 |
| Jan01 |
000913 |
86.550 |
86.700 |
86.200 |
86.375 |
-0.300 |
444 |
2,913 |
+52 |
| Mar01 |
000913 |
86.600 |
86.675 |
86.225 |
86.400 |
-0.250 |
77 |
1,515 |
+31 |
| Apr01 |
000913 |
86.650 |
86.650 |
86.400 |
86.450 |
-0.325 |
38 |
403 |
+22 |
| May01 |
000913 |
86.500 |
86.750 |
86.400 |
86.450 |
-0.250 |
25 |
817 |
+7 |
| Total Volume and Open Interest |
2,535 |
19,465 |
-178 |
| Lean Hogs(CME) |
| Oct00 |
000913 |
54.025 |
54.725 |
53.625 |
54.125 |
-0.025 |
5,358 |
16,588 |
-763 |
| Dec00 |
000913 |
51.200 |
51.700 |
50.725 |
51.125 |
-0.200 |
3,491 |
14,414 |
+831 |
| Feb01 |
000913 |
52.200 |
52.550 |
51.775 |
52.175 |
-0.025 |
489 |
4,070 |
+97 |
| Apr01 |
000913 |
50.550 |
50.950 |
50.450 |
50.525 |
+0.025 |
55 |
1,717 |
+4 |
| Jun01 |
000913 |
57.450 |
57.650 |
57.200 |
57.325 |
+0.100 |
15 |
684 |
+11 |
| Jul01 |
000913 |
56.750 |
56.900 |
56.500 |
56.750 |
+0.050 |
8 |
231 |
-5 |
| Aug01 |
000913 |
54.775 |
55.200 |
54.750 |
55.200 |
+0.050 |
4 |
132 |
+4 |
| Oct01 |
000913 |
47.200 |
47.200 |
47.125 |
47.125 |
-0.100 |
1 |
24 |
+1 |
| Total Volume and Open Interest |
9,421 |
37,870 |
+180 |
| Pork Bellies(CME) |
| Feb01 |
000913 |
64.200 |
65.000 |
63.825 |
64.100 |
-0.200 |
396 |
1,848 |
+9 |
| Mar01 |
000913 |
63.800 |
64.250 |
63.800 |
63.875 |
-0.125 |
4 |
37 |
+0 |
| May01 |
000913 |
64.700 |
64.900 |
64.450 |
64.450 |
-0.450 |
0 |
7 |
+0 |
| Jul01 |
000913 |
65.125 |
65.125 |
65.125 |
65.125 |
+1.725 |
2 |
3 |
+0 |
| Aug01 |
000913 |
64.000 |
64.000 |
64.000 |
64.000 |
+1.950 |
2 |
1 |
+0 |
| Total Volume and Open Interest |
404 |
1,896 |
+9 |
| Cocoa(NYBOT) |
| Sep00 |
000913 |
796 |
798 |
793 |
798 |
+20 |
28 |
36 |
+23 |
| Dec00 |
000913 |
818 |
840 |
817 |
838 |
+20 |
1,536 |
52,269 |
-322 |
| Mar01 |
000913 |
848 |
868 |
848 |
866 |
+18 |
355 |
19,373 |
+5 |
| May01 |
000913 |
880 |
889 |
875 |
889 |
+18 |
69 |
8,961 |
-3 |
| Jul01 |
000913 |
908 |
912 |
908 |
912 |
+18 |
5 |
8,279 |
+0 |
| Sep01 |
000913 |
931 |
938 |
931 |
938 |
+18 |
3 |
7,563 |
+1 |
| Dec01 |
000913 |
967 |
975 |
966 |
973 |
+21 |
7 |
9,953 |
-9 |
| Total Volume and Open Interest |
2,003 |
122,620 |
-305 |
| Coffee "C"(NYBOT) |
| Sep00 |
000913 |
79.00 |
80.00 |
79.00 |
79.55 |
+0.90 |
22 |
119 |
-5 |
| Dec00 |
000913 |
83.25 |
85.25 |
83.25 |
84.75 |
+0.85 |
3,911 |
29,309 |
-271 |
| Mar01 |
000913 |
88.00 |
89.75 |
88.00 |
89.50 |
+1.00 |
410 |
5,627 |
-47 |
| May01 |
000913 |
90.75 |
92.35 |
90.75 |
92.15 |
+1.15 |
114 |
1,872 |
+42 |
| Jul01 |
000913 |
93.50 |
94.90 |
93.50 |
94.90 |
+1.10 |
28 |
838 |
-13 |
| Sep01 |
000913 |
96.00 |
97.70 |
95.25 |
97.70 |
+1.10 |
26 |
1,516 |
+17 |
| Total Volume and Open Interest |
4,550 |
39,574 |
-250 |
| Orange Juice(NYBOT) |
| Nov00 |
000913 |
72.65 |
72.85 |
71.50 |
71.95 |
-0.15 |
627 |
17,604 |
+65 |
| Jan01 |
000913 |
75.00 |
75.10 |
73.90 |
74.30 |
+0.15 |
220 |
5,165 |
+78 |
| Mar01 |
000913 |
77.25 |
77.70 |
76.65 |
76.80 |
+0.15 |
65 |
5,111 |
-30 |
| May01 |
000913 |
79.20 |
79.20 |
79.20 |
79.20 |
+0.05 |
0 |
675 |
+0 |
| Jul01 |
000913 |
81.60 |
81.60 |
81.60 |
81.60 |
-0.05 |
0 |
299 |
+0 |
| Total Volume and Open Interest |
1,922 |
29,253 |
+113 |
| Sugar #11(NYBOT) |
| Oct00 |
000913 |
10.47 |
10.63 |
10.40 |
10.53 |
+0.06 |
15,269 |
53,785 |
-3,525 |
| Mar01 |
000913 |
10.36 |
10.47 |
10.29 |
10.43 |
+0.07 |
11,123 |
65,668 |
+3,579 |
| May01 |
000913 |
9.96 |
10.01 |
9.84 |
9.98 |
+0.04 |
1,420 |
13,129 |
+64 |
| Jul01 |
000913 |
9.42 |
9.48 |
9.40 |
9.42 |
+0.02 |
690 |
15,965 |
+110 |
| Oct01 |
000913 |
9.15 |
9.18 |
9.05 |
9.14 |
+0.03 |
103 |
10,835 |
+0 |
| Total Volume and Open Interest |
28,630 |
164,733 |
+253 |
| London Cocoa(LCE) |
| Sep00 |
000913 |
615 |
629 |
612 |
615 |
unch |
4,150 |
8,033 |
-874 |
| Dec00 |
000913 |
647 |
661 |
644 |
647 |
unch |
5,537 |
58,326 |
+719 |
| Mar01 |
000913 |
665 |
679 |
663 |
666 |
-1 |
642 |
42,448 |
+133 |
| May01 |
000913 |
680 |
691 |
678 |
682 |
-1 |
34 |
20,738 |
+0 |
| Jul01 |
000913 |
698 |
698 |
698 |
698 |
-1 |
8 |
8,329 |
+0 |
| Sep01 |
000913 |
715 |
715 |
713 |
713 |
-1 |
47 |
17,011 |
+33 |
| Dec01 |
000913 |
737 |
741 |
737 |
739 |
-1 |
1 |
5,001 |
+0 |
| Total Volume and Open Interest |
10,410 |
188,834 |
+11 |
| London Coffee(LCE) |
| Sep00 |
000913 |
824.00 |
824.00 |
820.00 |
823.00 |
-2.00 |
346 |
2,499 |
-280 |
| Nov00 |
000913 |
832.00 |
834.00 |
825.00 |
828.00 |
-2.00 |
1,631 |
34,432 |
-385 |
| Jan01 |
000913 |
835.00 |
836.00 |
828.00 |
834.00 |
unch |
459 |
11,347 |
+17 |
| Mar01 |
000913 |
840.00 |
840.00 |
833.00 |
840.00 |
+2.00 |
205 |
4,557 |
+157 |
| May01 |
000913 |
860.00 |
860.00 |
859.00 |
859.00 |
+3.00 |
20 |
2,411 |
+4 |
| Jul01 |
000913 |
880.00 |
880.00 |
878.00 |
878.00 |
+3.00 |
3 |
488 |
+3 |
| Total Volume and Open Interest |
2,666 |
55,890 |
-482 |
| London Sugar(LCE) |
| Oct00 |
000913 |
267.00 |
268.60 |
265.50 |
267.10 |
+0.10 |
4,719 |
3,714 |
-1,989 |
| Dec00 |
000913 |
267.20 |
268.60 |
266.00 |
267.30 |
+0.60 |
2,038 |
14,700 |
+340 |
| Mar01 |
000913 |
266.00 |
267.90 |
266.00 |
266.40 |
+0.40 |
1,330 |
12,904 |
+285 |
| May01 |
000913 |
262.80 |
263.80 |
262.00 |
263.40 |
+0.40 |
580 |
1,864 |
+5 |
| Aug01 |
000913 |
259.00 |
259.40 |
259.00 |
259.40 |
+0.90 |
40 |
3,186 |
+0 |
| Total Volume and Open Interest |
8,667 |
38,352 |
-1,359 |
| Cotton(NYBOT) |
| Oct00 |
000913 |
63.00 |
63.20 |
62.30 |
62.47 |
-0.71 |
444 |
4,304 |
-55 |
| Dec00 |
000913 |
64.80 |
64.85 |
63.81 |
63.97 |
-0.89 |
10,145 |
46,224 |
+262 |
| Mar01 |
000913 |
66.50 |
66.50 |
65.50 |
65.61 |
-0.94 |
1,552 |
11,529 |
+239 |
| May01 |
000913 |
67.10 |
67.10 |
66.00 |
66.25 |
-0.95 |
422 |
7,772 |
+40 |
| Jul01 |
000913 |
67.75 |
67.75 |
66.80 |
66.90 |
-0.95 |
210 |
2,633 |
+26 |
| Oct01 |
000913 |
64.60 |
64.60 |
63.50 |
63.50 |
-1.10 |
0 |
634 |
+0 |
| Total Volume and Open Interest |
26,794 |
76,753 |
+526 |
| Lumber(CME) |
| Sep00 |
000913 |
224.0 |
234.5 |
223.7 |
231.8 |
+9.1 |
173 |
470 |
-63 |
| Nov00 |
000913 |
241.2 |
246.7 |
241.2 |
244.7 |
+5.3 |
482 |
2,250 |
+36 |
| Jan01 |
000913 |
251.4 |
255.2 |
251.4 |
252.7 |
+2.6 |
96 |
602 |
-17 |
| Mar01 |
000913 |
262.6 |
263.1 |
260.5 |
261.5 |
+2.5 |
8 |
404 |
+1 |
| Total Volume and Open Interest |
767 |
3,854 |
-41 |
| Crude Oil(NYM) |
| Oct00 |
000913 |
34.00 |
34.70 |
33.55 |
33.82 |
-0.46 |
91,911 |
101,508 |
-17,229 |
| Nov00 |
000913 |
33.30 |
33.55 |
32.30 |
32.68 |
-0.74 |
69,486 |
104,794 |
+8,527 |
| Dec00 |
000913 |
32.75 |
33.00 |
31.90 |
32.20 |
-0.68 |
37,234 |
55,157 |
-1,749 |
| Jan01 |
000913 |
32.15 |
32.45 |
31.45 |
31.72 |
-0.57 |
10,747 |
29,581 |
+1,379 |
| Feb01 |
000913 |
31.56 |
31.80 |
31.10 |
31.24 |
-0.46 |
6,637 |
15,395 |
+414 |
| Mar01 |
000913 |
31.25 |
31.30 |
30.75 |
30.75 |
-0.38 |
5,007 |
15,083 |
+1,853 |
| Apr01 |
000913 |
30.37 |
30.70 |
30.20 |
30.29 |
-0.30 |
888 |
8,504 |
+168 |
| May01 |
000913 |
30.05 |
30.15 |
29.70 |
29.84 |
-0.22 |
992 |
7,369 |
+370 |
| Jun01 |
000913 |
29.60 |
29.70 |
29.05 |
29.41 |
-0.15 |
5,485 |
23,397 |
+308 |
| Jul01 |
000913 |
29.02 |
29.02 |
29.02 |
29.02 |
-0.09 |
1,383 |
8,197 |
-83 |
| Total Volume and Open Interest |
242,915 |
478,212 |
-6,691 |
| Heating Oil(NYM) |
| Oct00 |
000913 |
104.00 |
104.20 |
100.00 |
101.07 |
-3.61 |
20,280 |
38,982 |
-1,872 |
| Nov00 |
000913 |
103.30 |
103.50 |
99.30 |
100.63 |
-3.03 |
13,756 |
34,778 |
+903 |
| Dec00 |
000913 |
101.50 |
102.00 |
98.40 |
99.43 |
-2.63 |
8,198 |
31,049 |
-986 |
| Jan01 |
000913 |
99.80 |
100.20 |
97.20 |
97.93 |
-2.23 |
3,349 |
22,333 |
+190 |
| Feb01 |
000913 |
96.40 |
96.70 |
94.50 |
94.63 |
-1.93 |
2,464 |
17,646 |
+360 |
| Mar01 |
000913 |
90.25 |
91.00 |
88.50 |
88.83 |
-1.63 |
1,629 |
12,695 |
+483 |
| Apr01 |
000913 |
85.55 |
85.80 |
84.00 |
84.28 |
-1.43 |
629 |
6,590 |
-47 |
| May01 |
000913 |
82.00 |
82.30 |
80.78 |
80.78 |
-1.23 |
767 |
3,153 |
-136 |
| Jun01 |
000913 |
79.55 |
79.55 |
78.23 |
78.23 |
-1.03 |
604 |
4,434 |
+248 |
| Jul01 |
000913 |
78.00 |
78.00 |
77.13 |
77.13 |
-0.93 |
144 |
833 |
-23 |
| Total Volume and Open Interest |
52,185 |
176,818 |
-662 |
| Unleaded Gas(NYM) |
| Oct00 |
000913 |
94.25 |
95.50 |
92.15 |
93.34 |
-0.56 |
18,245 |
27,351 |
-3,062 |
| Nov00 |
000913 |
91.90 |
92.30 |
89.30 |
90.35 |
-0.82 |
9,736 |
16,374 |
-110 |
| Dec00 |
000913 |
89.65 |
89.65 |
87.15 |
88.10 |
-0.80 |
3,795 |
7,825 |
-333 |
| Jan01 |
000913 |
87.70 |
87.70 |
85.35 |
86.40 |
-0.80 |
617 |
2,864 |
-217 |
| Feb01 |
000913 |
85.85 |
85.85 |
85.85 |
85.85 |
-0.75 |
66 |
3,869 |
-89 |
| Mar01 |
000913 |
85.85 |
85.85 |
85.85 |
85.85 |
-0.60 |
510 |
2,599 |
+328 |
| Apr01 |
000913 |
91.25 |
91.25 |
90.65 |
90.65 |
-0.35 |
728 |
3,606 |
+126 |
| May01 |
000913 |
90.30 |
90.30 |
89.55 |
89.55 |
-0.25 |
463 |
1,204 |
+176 |
| Total Volume and Open Interest |
34,685 |
69,441 |
-2,996 |
| Natural Gas(NYM) |
| Oct00 |
000913 |
5.080 |
5.170 |
4.920 |
5.055 |
+0.047 |
36,076 |
52,756 |
-483 |
| Nov00 |
000913 |
5.170 |
5.245 |
5.030 |
5.157 |
+0.052 |
11,720 |
26,893 |
+1,438 |
| Dec00 |
000913 |
5.275 |
5.345 |
5.150 |
5.260 |
+0.051 |
4,626 |
39,025 |
+163 |
| Jan01 |
000913 |
5.235 |
5.300 |
5.140 |
5.225 |
+0.047 |
5,873 |
30,259 |
-1,003 |
| Feb01 |
000913 |
4.970 |
5.025 |
4.900 |
4.955 |
+0.042 |
1,634 |
19,686 |
+212 |
| Mar01 |
000913 |
4.700 |
4.740 |
4.630 |
4.675 |
+0.039 |
2,188 |
23,735 |
-119 |
| Apr01 |
000913 |
4.370 |
4.430 |
4.350 |
4.381 |
+0.035 |
755 |
17,190 |
+119 |
| May01 |
000913 |
4.275 |
4.330 |
4.260 |
4.283 |
+0.032 |
657 |
13,833 |
+118 |
| Total Volume and Open Interest |
69,573 |
380,366 |
+1,271 |
| Brent Crude Oil(IPE) |
| Oct00 |
000913 |
32.01 |
32.37 |
31.30 |
31.53 |
-0.95 |
23,665 |
36,389 |
-6,285 |
| Nov00 |
000913 |
32.20 |
32.58 |
31.40 |
32.00 |
-0.68 |
50,921 |
74,486 |
+4,864 |
| Dec00 |
000913 |
31.85 |
32.22 |
31.16 |
31.72 |
-0.60 |
18,555 |
49,211 |
+2,048 |
| Jan01 |
000913 |
31.20 |
31.61 |
30.70 |
31.17 |
-0.49 |
3,997 |
23,695 |
+279 |
| Feb01 |
000913 |
30.60 |
31.00 |
30.22 |
30.62 |
-0.37 |
2,559 |
13,390 |
+1,197 |
| Mar01 |
000913 |
30.03 |
30.45 |
29.70 |
30.07 |
-0.24 |
2,708 |
9,987 |
-867 |
| Apr01 |
000913 |
29.40 |
29.80 |
29.22 |
29.49 |
-0.10 |
3,121 |
5,979 |
+873 |
| May01 |
000913 |
28.96 |
28.96 |
28.96 |
28.96 |
+0.03 |
356 |
2,904 |
+300 |
| Total Volume and Open Interest |
108,513 |
263,967 |
+4,399 |
| Gas Oil(IPE) |
| Oct00 |
000913 |
329.00 |
329.00 |
318.50 |
319.00 |
-11.25 |
22,334 |
50,093 |
+1,717 |
| Nov00 |
000913 |
317.75 |
318.00 |
311.00 |
311.00 |
-10.00 |
8,557 |
21,723 |
+2,824 |
| Dec00 |
000913 |
308.50 |
309.00 |
303.00 |
303.00 |
-7.75 |
6,431 |
26,721 |
+486 |
| Jan01 |
000913 |
298.00 |
299.50 |
295.25 |
295.25 |
-6.25 |
866 |
9,883 |
+217 |
| Feb01 |
000913 |
286.00 |
288.50 |
285.25 |
285.25 |
-5.75 |
406 |
5,463 |
+300 |
| Mar01 |
000913 |
275.50 |
277.50 |
273.75 |
273.75 |
-4.25 |
205 |
5,124 |
+5 |
| Apr01 |
000913 |
265.00 |
267.00 |
263.75 |
263.75 |
-2.25 |
417 |
2,828 |
+342 |
| May01 |
000913 |
253.00 |
255.75 |
253.00 |
254.75 |
-0.75 |
0 |
355 |
+0 |
| Total Volume and Open Interest |
47,690 |
133,913 |
-378 |
| US Dollar Index(NYBOT) |
| Sep00 |
000913 |
115.13 |
115.37 |
114.64 |
115.34 |
+0.21 |
1,410 |
1,188 |
-919 |
| Dec00 |
000913 |
114.80 |
115.21 |
114.47 |
115.13 |
+0.21 |
2,000 |
3,047 |
-175 |
| Mar01 |
000913 |
114.92 |
114.92 |
114.92 |
114.92 |
+0.21 |
3,153 |
4,241 |
-1,094 |
| Total Volume and Open Interest |
3,410 |
4,241 |
-1,094 |
| Australian Dollar(IMM) |
| Sep00 |
000913 |
55.45 |
55.70 |
55.42 |
55.56 |
-0.32 |
4,954 |
14,492 |
-1,630 |
| Dec00 |
000913 |
55.45 |
55.70 |
55.40 |
55.59 |
-0.31 |
3,273 |
17,312 |
+1,961 |
| Mar01 |
000913 |
55.60 |
55.65 |
55.50 |
55.62 |
-0.30 |
7 |
734 |
+9 |
| Total Volume and Open Interest |
8,234 |
32,544 |
+340 |
| British Pound(IMM) |
| Sep00 |
000913 |
141.10 |
141.30 |
140.66 |
140.94 |
+0.24 |
6,333 |
23,687 |
-3,445 |
| Dec00 |
000913 |
141.22 |
141.50 |
140.82 |
141.12 |
+0.24 |
13,495 |
31,260 |
+5,682 |
| Mar01 |
000913 |
141.40 |
141.60 |
141.20 |
141.32 |
+0.24 |
3 |
20 |
+0 |
| Total Volume and Open Interest |
19,833 |
54,969 |
+2,237 |
| Canadian Dollar(IMM) |
| Sep00 |
000913 |
67.63 |
67.74 |
67.37 |
67.44 |
-0.08 |
79 |
33,908 |
-6,783 |
| Dec00 |
000913 |
67.77 |
67.87 |
67.51 |
67.58 |
-0.08 |
7,186 |
33,193 |
+4,922 |
| Mar01 |
000913 |
67.74 |
67.91 |
67.69 |
67.74 |
-0.08 |
277 |
916 |
+66 |
| Jun01 |
000913 |
67.90 |
68.12 |
67.90 |
67.90 |
-0.08 |
6 |
174 |
+2 |
| Total Volume and Open Interest |
7,555 |
68,219 |
-1,787 |
| Japanese Yen(IMM) |
| Sep00 |
000913 |
93.35 |
93.48 |
93.19 |
93.37 |
-0.25 |
9,728 |
46,890 |
-5,899 |
| Dec00 |
000913 |
94.80 |
94.97 |
94.65 |
94.85 |
-0.25 |
25,637 |
45,258 |
+8,574 |
| Mar01 |
000913 |
96.35 |
96.35 |
96.30 |
96.35 |
-0.26 |
177 |
205 |
-81 |
| Total Volume and Open Interest |
35,546 |
92,390 |
+2,594 |
| Swiss Franc(IMM) |
| Sep00 |
000913 |
56.69 |
56.93 |
56.55 |
56.62 |
+0.01 |
6,901 |
33,216 |
-7,384 |
| Dec00 |
000913 |
57.11 |
57.38 |
56.98 |
57.06 |
unch |
28,572 |
34,032 |
+4,561 |
| Mar01 |
000913 |
57.58 |
57.72 |
57.49 |
57.49 |
unch |
13 |
16 |
+3 |
| Total Volume and Open Interest |
35,486 |
67,266 |
-2,820 |
| EuroFX(IMM) |
| Sep00 |
000913 |
86.60 |
86.71 |
86.02 |
86.15 |
-0.14 |
15,307 |
48,610 |
-10,123 |
| Dec00 |
000913 |
86.98 |
87.10 |
86.40 |
86.54 |
-0.14 |
24,977 |
34,841 |
+10,082 |
| Mar01 |
000913 |
87.10 |
87.40 |
86.83 |
86.88 |
-0.14 |
352 |
429 |
+120 |
| Total Volume and Open Interest |
40,636 |
83,880 |
+79 |
| Mexican Peso(IMM) |
| Sep00 |
000913 |
10790.0 |
10793.0 |
10715.0 |
10723.0 |
-70.0 |
3,259 |
7,125 |
-1,093 |
| Dec00 |
000913 |
10523.0 |
10523.0 |
10420.0 |
10443.0 |
-80.0 |
4,129 |
8,321 |
+1,870 |
| Total Volume and Open Interest |
7,399 |
19,329 |
+787 |
| 30-Year T-Bonds(CBOT) |
| Sep00 |
000913 |
99~18 |
99~29 |
99~18 |
99~29 |
+0~09 |
22,077 |
48,804 |
-11,855 |
| Dec00 |
000913 |
99~21 |
100~00 |
99~18 |
99~31 |
+0~09 |
236,350 |
371,800 |
+26,089 |
| Mar01 |
000913 |
99~26 |
99~31 |
99~26 |
99~31 |
+0~09 |
97 |
1,341 |
-2 |
| Total Volume and Open Interest |
258,524 |
422,069 |
+14,232 |
| Municipal Bonds(CBOT) |
| Sep00 |
000913 |
99~29 |
100~06 |
99~29 |
100~01 |
+0~03 |
1,204 |
10,106 |
-882 |
| Dec00 |
000913 |
99~06 |
99~15 |
99~05 |
99~07 |
+0~02 |
2,053 |
13,032 |
+826 |
| Total Volume and Open Interest |
3,257 |
23,138 |
-56 |
| 10-Year T-Notes(CBOT) |
| Sep00 |
000913 |
100~045 |
100~115 |
100~040 |
100~110 |
+0~100 |
10,421 |
44,875 |
-8,149 |
| Dec00 |
000913 |
100~005 |
100~095 |
100~000 |
100~090 |
+0~100 |
110,956 |
502,978 |
+5,802 |
| Total Volume and Open Interest |
121,397 |
548,332 |
-2,347 |
| 5-Year T-Notes(CBOT) |
| Sep00 |
000913 |
100~025 |
100~050 |
100~015 |
100~050 |
+0~050 |
6,344 |
10,567 |
-1,329 |
| Dec00 |
000913 |
100~055 |
100~105 |
100~050 |
100~095 |
+0~060 |
41,850 |
360,186 |
+2,278 |
| Mar01 |
000913 |
100~095 |
100~095 |
100~095 |
100~095 |
+0~060 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
48,194 |
370,760 |
+949 |
| 2 Year T-Notes(CBOT) |
| Sep00 |
000913 |
99~100 |
99~108 |
99~100 |
99~108 |
+0~013 |
1,622 |
3,329 |
-2,085 |
| Dec00 |
000913 |
99~109 |
99~120 |
99~108 |
99~118 |
+0~013 |
4,526 |
41,391 |
+1,541 |
| Total Volume and Open Interest |
6,148 |
44,720 |
-544 |
| 3-Mth T-Bills(IMM) |
| Dec00 |
000913 |
94.01 |
94.01 |
94.01 |
94.01 |
+0.03 |
15 |
1,081 |
+11 |
| Total Volume and Open Interest |
23 |
2,567 |
+7 |
| Eurodollars(IMM) |
| Sep00 |
000913 |
93.338 |
93.340 |
93.335 |
93.340 |
unch |
30,001 |
518,238 |
-1,459 |
| Dec00 |
000913 |
93.235 |
93.260 |
93.235 |
93.250 |
+0.010 |
59,621 |
575,230 |
+7,751 |
| Mar01 |
000913 |
93.345 |
93.385 |
93.340 |
93.375 |
+0.035 |
74,625 |
530,436 |
+4,138 |
| Jun01 |
000913 |
93.335 |
93.380 |
93.330 |
93.375 |
+0.045 |
38,391 |
309,230 |
+6,871 |
| Sep01 |
000913 |
93.320 |
93.370 |
93.320 |
93.365 |
+0.050 |
21,146 |
272,588 |
+2,042 |
| Dec01 |
000913 |
93.250 |
93.300 |
93.250 |
93.290 |
+0.050 |
10,027 |
187,516 |
-353 |
| Mar02 |
000913 |
93.300 |
93.345 |
93.295 |
93.340 |
+0.055 |
13,157 |
151,507 |
+332 |
| Jun02 |
000913 |
93.280 |
93.325 |
93.280 |
93.320 |
+0.055 |
7,076 |
112,563 |
+215 |
| Sep02 |
000913 |
93.270 |
93.315 |
93.270 |
93.310 |
+0.060 |
5,473 |
101,583 |
-273 |
| Dec02 |
000913 |
93.200 |
93.245 |
93.200 |
93.240 |
+0.060 |
3,607 |
77,740 |
+284 |
| Mar03 |
000913 |
93.235 |
93.285 |
93.235 |
93.285 |
+0.065 |
4,676 |
71,983 |
+135 |
| Jun03 |
000913 |
93.215 |
93.270 |
93.215 |
93.260 |
+0.065 |
3,003 |
48,520 |
-52 |
| Total Volume and Open Interest |
293,377 |
3,357,015 |
+21,171 |
| 3-Mth Euro-Yen(IMM) |
| Sep00 |
000913 |
99.63 |
99.63 |
99.62 |
99.62 |
-0.01 |
3,965 |
13,199 |
+143 |
| Dec00 |
000913 |
99.53 |
99.53 |
99.52 |
99.52 |
-0.02 |
806 |
12,827 |
+444 |
| Mar01 |
000913 |
99.48 |
99.49 |
99.48 |
99.49 |
-0.01 |
2,767 |
16,210 |
+592 |
| Jun01 |
000913 |
99.41 |
99.42 |
99.41 |
99.41 |
-0.01 |
786 |
9,098 |
-616 |
| Sep01 |
000913 |
99.32 |
99.33 |
99.32 |
99.33 |
unch |
1,276 |
16,208 |
-302 |
| Dec01 |
000913 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
192 |
3,293 |
-36 |
| Mar02 |
000913 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
113 |
3,163 |
-52 |
| Jun02 |
000913 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
0 |
625 |
+0 |
| Sep02 |
000913 |
98.86 |
98.86 |
98.86 |
98.86 |
-0.02 |
0 |
36 |
+0 |
| Dec02 |
000913 |
98.68 |
98.68 |
98.68 |
98.68 |
+0.08 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
9,905 |
74,689 |
+173 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec00 |
000913 |
99.54 |
99.54 |
99.52 |
99.53 |
-0.01 |
7,161 |
104,443 |
-3 |
| Mar01 |
000913 |
99.50 |
99.50 |
99.47 |
99.49 |
unch |
8,729 |
113,355 |
+1,708 |
| Jun01 |
000913 |
99.42 |
99.42 |
99.40 |
99.41 |
-0.01 |
8,411 |
92,688 |
+1,687 |
| Sep01 |
000913 |
99.33 |
99.33 |
99.32 |
99.32 |
-0.01 |
3,301 |
68,569 |
+293 |
| Dec01 |
000913 |
99.21 |
99.21 |
99.20 |
99.21 |
unch |
702 |
27,114 |
+306 |
| Mar02 |
000913 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
410 |
16,191 |
+56 |
| Jun02 |
000913 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
3,764 |
+0 |
| Sep02 |
000913 |
98.85 |
98.85 |
98.85 |
98.85 |
unch |
0 |
3,378 |
+0 |
| Total Volume and Open Interest |
30,854 |
518,606 |
+2,761 |
| German Euro-Bund(EUREX) |
| Dec00 |
000913 |
104.70 |
104.85 |
104.63 |
104.84 |
+0.20 |
578,060 |
520,269 |
+14,473 |
| Mar01 |
000913 |
104.81 |
104.96 |
104.81 |
104.96 |
+0.19 |
769 |
2,572 |
-2,007 |
| Jun01 |
000913 |
104.72 |
104.72 |
104.72 |
104.72 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
578,829 |
522,841 |
+12,466 |
| German Euro-Bobl(EUREX) |
| Dec00 |
000913 |
102.85 |
103.00 |
102.82 |
102.99 |
+0.18 |
230,264 |
277,251 |
+11,634 |
| Mar01 |
000913 |
102.78 |
102.78 |
102.78 |
102.78 |
+0.18 |
0 |
1,996 |
-209 |
| Jun01 |
000913 |
102.34 |
102.34 |
102.34 |
102.34 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
230,264 |
279,247 |
+11,425 |
| Long Gilt(LIFFE) |
| Sep00 |
000913 |
111~28 |
112~03 |
111~28 |
112~00 |
+0~06 |
2,217 |
14,282 |
+6,232 |
| Dec00 |
000913 |
111~16 |
111~25 |
111~14 |
111~20 |
+0~06 |
25,962 |
62,735 |
-8,917 |
| Total Volume and Open Interest |
28,179 |
77,017 |
-2,685 |
| 3-Mth Short Sterling(LIFFE) |
| Sep00 |
000913 |
93.79 |
93.81 |
93.79 |
93.81 |
+0.02 |
20,868 |
177,414 |
+15,574 |
| Dec00 |
000913 |
93.66 |
93.69 |
93.65 |
93.69 |
+0.03 |
49,532 |
174,293 |
-27,792 |
| Mar01 |
000913 |
93.66 |
93.69 |
93.65 |
93.69 |
+0.04 |
40,272 |
152,294 |
-30,622 |
| Total Volume and Open Interest |
147,772 |
827,426 |
-60,983 |
| 3-Mth Euribor(LIFFE) |
| Sep00 |
000913 |
95.135 |
95.150 |
95.135 |
95.145 |
+0.015 |
46,266 |
326,658 |
+17,904 |
| Dec00 |
000913 |
94.760 |
94.785 |
94.755 |
94.775 |
+0.030 |
86,744 |
287,312 |
+3,652 |
| Mar01 |
000913 |
94.730 |
94.750 |
94.720 |
94.740 |
+0.030 |
58,873 |
213,186 |
-7,620 |
| Total Volume and Open Interest |
263,186 |
1,346,902 |
+16,871 |
| 3-Mth Aus T-Bills(SFE) |
| Sep00 |
000907 |
93.45 |
93.51 |
93.44 |
93.50 |
+0.03 |
26,473 |
92,907 |
-31,199 |
| Dec00 |
000913 |
93.35 |
93.42 |
93.35 |
93.38 |
+0.02 |
7,805 |
195,592 |
-1,023 |
| Mar01 |
000913 |
93.29 |
93.35 |
93.28 |
93.35 |
+0.07 |
5,913 |
71,835 |
+2,111 |
| Jun01 |
000913 |
93.33 |
93.37 |
93.32 |
93.37 |
+0.05 |
675 |
33,137 |
-524 |
| Sep01 |
000913 |
93.35 |
93.40 |
93.35 |
93.40 |
+0.05 |
555 |
13,558 |
-76 |
| Dec01 |
000913 |
93.36 |
93.40 |
93.35 |
93.40 |
+0.04 |
226 |
8,701 |
+45 |
| Mar02 |
000913 |
93.39 |
93.42 |
93.37 |
93.41 |
+0.03 |
496 |
6,610 |
+236 |
| Jun02 |
000913 |
93.40 |
93.41 |
93.39 |
93.40 |
+0.01 |
323 |
4,481 |
+240 |
| Sep02 |
000913 |
93.38 |
93.40 |
93.38 |
93.39 |
+0.01 |
125 |
2,618 |
+107 |
| Dec02 |
000913 |
93.37 |
93.37 |
93.37 |
93.37 |
unch |
15 |
1,565 |
-5 |
| Total Volume and Open Interest |
16,144 |
342,562 |
+1,102 |
| 10-Year Aus T-Bonds(SFE) |
| Sep00 |
000913 |
93.90 |
93.99 |
93.90 |
93.99 |
+0.10 |
13,556 |
175,106 |
+3,051 |
| Dec00 |
000913 |
93.92 |
94.00 |
93.92 |
94.00 |
+0.11 |
8,021 |
17,461 |
+8,832 |
| Total Volume and Open Interest |
21,577 |
192,567 |
+11,883 |
| 3-Year Aus T-Bonds(SFE) |
| Sep00 |
000913 |
93.77 |
93.81 |
93.76 |
93.79 |
+0.03 |
3,965 |
434,579 |
-5,534 |
| Dec00 |
000913 |
93.76 |
93.81 |
93.76 |
93.80 |
+0.05 |
2,517 |
39,139 |
+11,881 |
| Total Volume and Open Interest |
6,482 |
473,718 |
+6,347 |
| Gold(CMX) |
| Oct00 |
000913 |
274.2 |
274.2 |
273.0 |
273.7 |
-0.1 |
552 |
6,560 |
-117 |
| Dec00 |
000913 |
276.8 |
277.4 |
275.9 |
276.5 |
-0.1 |
24,455 |
81,144 |
-2,246 |
| Feb01 |
000913 |
279.4 |
280.0 |
279.2 |
279.2 |
-0.1 |
499 |
12,330 |
+275 |
| Apr01 |
000913 |
281.8 |
281.8 |
281.8 |
281.8 |
-0.1 |
15 |
3,557 |
-5 |
| Jun01 |
000913 |
284.4 |
284.4 |
284.4 |
284.4 |
-0.1 |
141 |
9,454 |
+8 |
| Aug01 |
000913 |
286.9 |
286.9 |
286.9 |
286.9 |
-0.1 |
0 |
3,305 |
+0 |
| Total Volume and Open Interest |
25,672 |
133,556 |
-2,077 |
| Silver(CMX) |
| Sep00 |
000913 |
490.0 |
490.0 |
488.0 |
489.2 |
-1.7 |
113 |
568 |
-223 |
| Dec00 |
000913 |
496.0 |
497.0 |
492.5 |
494.7 |
-1.5 |
6,442 |
59,357 |
-265 |
| Mar01 |
000913 |
501.0 |
501.0 |
500.0 |
500.0 |
-1.4 |
30 |
2,274 |
-18 |
| May01 |
000913 |
504.0 |
504.0 |
502.9 |
502.9 |
-1.4 |
126 |
1,196 |
+1 |
| Jul01 |
000913 |
505.5 |
505.6 |
505.5 |
505.6 |
-1.4 |
0 |
1,795 |
+1 |
| Total Volume and Open Interest |
6,714 |
72,522 |
-503 |
| Platinum(NYM) |
| Oct00 |
000913 |
600.0 |
603.0 |
592.0 |
596.0 |
-10.2 |
1,017 |
7,446 |
-620 |
| Jan01 |
000913 |
593.0 |
593.0 |
584.0 |
587.0 |
-9.2 |
587 |
2,325 |
+450 |
| Total Volume and Open Interest |
1,604 |
9,776 |
-170 |
| Palladium(NYME) |
| Sep00 |
000913 |
738.00 |
761.30 |
710.00 |
761.30 |
unch |
0 |
40 |
+0 |
| Dec00 |
000913 |
757.00 |
757.00 |
734.00 |
745.00 |
-22.90 |
45 |
1,669 |
+9 |
| Mar01 |
000913 |
735.00 |
742.00 |
735.00 |
742.00 |
-22.90 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
45 |
1,769 |
+9 |
| Copper(CMX) |
| Sep00 |
000913 |
93.35 |
93.35 |
92.70 |
92.75 |
-0.10 |
653 |
4,291 |
-362 |
| Dec00 |
000913 |
94.10 |
94.20 |
93.30 |
93.55 |
-0.05 |
8,210 |
54,768 |
+1,253 |
| Mar01 |
000913 |
93.60 |
93.70 |
93.35 |
93.35 |
-0.05 |
113 |
5,595 |
-17 |
| May01 |
000913 |
92.90 |
92.90 |
92.90 |
92.90 |
-0.10 |
65 |
1,601 |
+35 |
| Jul01 |
000913 |
92.70 |
92.70 |
92.45 |
92.45 |
-0.15 |
27 |
1,251 |
+12 |
| Total Volume and Open Interest |
9,899 |
84,066 |
+1,225 |
| DJIA Index(CBOT) |
| Sep00 |
000913 |
11265 |
11270 |
11156 |
11195 |
-108 |
3,220 |
8,473 |
-1,122 |
| Dec00 |
000913 |
11410 |
11420 |
11300 |
11343 |
-109 |
17,340 |
11,023 |
+1,269 |
| Mar01 |
000913 |
11500 |
11525 |
11460 |
11491 |
-111 |
7 |
12 |
+5 |
| Jun01 |
000913 |
11646 |
11646 |
11646 |
11646 |
-112 |
|
|
|
| Total Volume and Open Interest |
20,567 |
19,514 |
+152 |
| S & P 500(CME) |
| Sep00 |
000913 |
1474.00 |
1488.00 |
1473.00 |
1485.40 |
+3.50 |
55,780 |
117,617 |
-15,127 |
| Dec00 |
000913 |
1496.50 |
1510.80 |
1495.00 |
1507.50 |
+3.50 |
107,049 |
340,492 |
+25,418 |
| Mar01 |
000913 |
1520.10 |
1533.50 |
1520.00 |
1530.10 |
+3.10 |
90 |
1,886 |
+17 |
| Jun01 |
000913 |
1544.00 |
1556.90 |
1544.00 |
1553.40 |
+3.00 |
0 |
1,315 |
+0 |
| Total Volume and Open Interest |
162,919 |
461,470 |
+10,308 |
| S & P 500 E-Mini(Globex) |
| Sep00 |
000913 |
1482.50 |
1491.00 |
1473.00 |
1485.50 |
+3.50 |
1,780 |
39,181 |
-652 |
| Dec00 |
000913 |
1503.50 |
1510.75 |
1494.50 |
1507.50 |
+3.50 |
82,774 |
21,152 |
+2,908 |
| Total Volume and Open Interest |
84,554 |
60,333 |
+2,256 |
| NASDAQ 100(CME) |
| Sep00 |
000913 |
3615.00 |
3752.00 |
3615.00 |
3743.00 |
+82.00 |
9,507 |
17,573 |
-2,225 |
| Dec00 |
000913 |
3677.00 |
3822.00 |
3671.00 |
3805.00 |
+82.00 |
22,013 |
24,044 |
+3,903 |
| Mar01 |
000913 |
3850.00 |
3853.00 |
3850.00 |
3853.00 |
+67.50 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
31,520 |
41,651 |
+1,678 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep00 |
000913 |
3662.0 |
3755.5 |
3605.5 |
3743.0 |
+82.0 |
1,266 |
34,533 |
-1,293 |
| Dec00 |
000913 |
3729.0 |
3822.5 |
3669.5 |
3805.0 |
+82.0 |
60,147 |
46,283 |
+36,511 |
| Total Volume and Open Interest |
60,147 |
46,283 |
+685 |
| NYSE Composite(NYBOT) |
| Sep00 |
000913 |
674.00 |
675.60 |
672.75 |
675.60 |
-0.40 |
|
|
|
| Dec00 |
000913 |
682.75 |
686.75 |
682.25 |
684.85 |
-0.55 |
|
|
|
| Mar01 |
000913 |
694.10 |
694.10 |
694.10 |
694.10 |
-0.70 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| S & P Midcap 400(CME) |
| Sep00 |
000913 |
539.00 |
541.50 |
539.00 |
540.35 |
-3.00 |
1,626 |
6,975 |
-1,124 |
| Dec00 |
000913 |
547.00 |
550.50 |
546.50 |
548.50 |
-3.00 |
1,930 |
9,986 |
+1,281 |
| Mar01 |
000913 |
554.50 |
554.50 |
554.50 |
554.50 |
-3.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,558 |
16,963 |
+158 |
| Russell 2000(CME) |
| Sep00 |
000913 |
530.00 |
537.00 |
530.00 |
535.40 |
+1.85 |
1,854 |
5,073 |
-930 |
| Dec00 |
000913 |
537.10 |
543.00 |
536.10 |
542.85 |
+1.90 |
2,506 |
8,799 |
+1,077 |
| Mar01 |
000913 |
550.35 |
550.35 |
550.35 |
550.35 |
+1.90 |
|
|
|
| Total Volume and Open Interest |
4,360 |
13,872 |
+147 |
| Value Line(KCBT) |
| Sep00 |
000913 |
1159.00 |
1169.00 |
1159.00 |
1166.00 |
+3.00 |
26 |
127 |
-53 |
| Total Volume and Open Interest |
59 |
181 |
-60 |
| Nikkei 225(CME) |
| Dec00 |
000913 |
16140 |
16280 |
16115 |
16270 |
+155 |
1,187 |
11,856 |
+16 |
| Mar01 |
000913 |
16300 |
16300 |
16300 |
16300 |
+155 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
1,187 |
11,869 |
+10 |
| Nikkei 225(SIMEX) |
| Sep00 |
000907 |
16390 |
16450 |
16225 |
16440 |
+5 |
38,803 |
63,915 |
-16,879 |
| Dec00 |
000913 |
16100 |
16300 |
16070 |
16180 |
+115 |
13,118 |
82,583 |
+757 |
| Mar01 |
000913 |
16195 |
16195 |
16195 |
16195 |
+115 |
0 |
3,795 |
+0 |
| Total Volume and Open Interest |
13,118 |
86,788 |
+757 |
| CAC 40(MATIF) |
| Sep00 |
000913 |
6711.5 |
6732.0 |
6562.0 |
6577.0 |
-114.0 |
59,375 |
0 |
+0 |
| Oct00 |
000913 |
6725.0 |
6752.5 |
65 | |