|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 29, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov00 |
000929 |
497.50 |
498.00 |
490.00 |
490.50 |
-7.75 |
33,764 |
93,132 |
+1,140 |
| Jan01 |
000929 |
507.00 |
508.00 |
500.25 |
501.00 |
-7.50 |
3,780 |
20,387 |
+1,266 |
| Mar01 |
000929 |
517.50 |
517.50 |
510.00 |
510.25 |
-7.50 |
2,487 |
17,242 |
+653 |
| May01 |
000929 |
524.50 |
525.00 |
517.50 |
518.00 |
-7.25 |
1,946 |
12,929 |
+392 |
| Jul01 |
000929 |
530.00 |
532.00 |
525.00 |
525.75 |
-6.00 |
2,490 |
14,735 |
+506 |
| Aug01 |
000929 |
528.00 |
528.00 |
524.50 |
524.50 |
-6.00 |
14 |
310 |
+6 |
| Sep01 |
000929 |
527.00 |
527.00 |
527.00 |
527.00 |
-4.00 |
2 |
119 |
+0 |
| Total Volume and Open Interest |
45,019 |
162,668 |
+4,237 |
| Soybean Meal(CBOT) |
| Oct00 |
000929 |
173.30 |
173.30 |
171.00 |
171.30 |
-2.30 |
6,796 |
11,224 |
-2,213 |
| Dec00 |
000929 |
171.00 |
171.20 |
169.10 |
169.30 |
-2.30 |
12,903 |
59,781 |
+741 |
| Jan01 |
000929 |
171.00 |
171.20 |
169.20 |
169.40 |
-2.40 |
1,937 |
12,968 |
+735 |
| Mar01 |
000929 |
171.50 |
171.70 |
169.60 |
169.70 |
-2.40 |
1,851 |
8,975 |
+196 |
| May01 |
000929 |
171.70 |
171.80 |
169.50 |
169.70 |
-2.40 |
1,615 |
5,993 |
+11 |
| Jul01 |
000929 |
173.30 |
173.30 |
170.60 |
170.60 |
-2.90 |
291 |
3,991 |
-23 |
| Aug01 |
000929 |
172.20 |
172.30 |
169.50 |
169.60 |
-3.40 |
149 |
847 |
+6 |
| Sep01 |
000929 |
172.00 |
172.30 |
169.00 |
169.00 |
-3.50 |
24 |
361 |
-4 |
| Total Volume and Open Interest |
25,615 |
104,528 |
-504 |
| Soybean Oil(CBOT) |
| Oct00 |
000929 |
15.55 |
15.63 |
15.38 |
15.49 |
-0.03 |
10,372 |
9,118 |
-1,099 |
| Dec00 |
000929 |
15.95 |
16.04 |
15.75 |
15.78 |
-0.17 |
16,149 |
67,485 |
-1,437 |
| Jan01 |
000929 |
16.25 |
16.25 |
16.03 |
16.04 |
-0.21 |
3,950 |
18,100 |
+107 |
| Mar01 |
000929 |
16.65 |
16.70 |
16.45 |
16.45 |
-0.19 |
897 |
14,160 |
+324 |
| May01 |
000929 |
17.03 |
17.05 |
16.85 |
16.85 |
-0.18 |
610 |
10,002 |
+256 |
| Jul01 |
000929 |
17.36 |
17.36 |
17.20 |
17.20 |
-0.21 |
445 |
7,979 |
+193 |
| Aug01 |
000929 |
17.44 |
17.55 |
17.32 |
17.32 |
-0.21 |
32 |
1,377 |
+22 |
| Sep01 |
000929 |
17.67 |
17.75 |
17.41 |
17.41 |
-0.26 |
21 |
1,291 |
+21 |
| Total Volume and Open Interest |
32,693 |
133,838 |
-1,446 |
| Canola(WCE) |
| Nov00 |
000929 |
262.0 |
262.0 |
260.1 |
260.8 |
-1.3 |
3,533 |
35,782 |
+1,208 |
| Jan01 |
000929 |
267.6 |
269.0 |
266.6 |
268.7 |
+0.5 |
1,204 |
18,225 |
+496 |
| Mar01 |
000929 |
273.2 |
273.6 |
272.5 |
273.2 |
-0.9 |
137 |
5,593 |
+30 |
| May01 |
000929 |
279.0 |
279.0 |
278.0 |
278.0 |
-1.0 |
0 |
1,643 |
+0 |
| Jul01 |
000929 |
283.7 |
285.0 |
283.6 |
285.0 |
-0.2 |
10 |
1,038 |
-5 |
| Total Volume and Open Interest |
4,884 |
62,578 |
+1,729 |
| Corn(CBOT) |
| Nov00 |
000929 |
194.50 |
194.75 |
193.25 |
193.25 |
+1.25 |
109 |
3,141 |
-33 |
| Dec00 |
000929 |
198.75 |
199.00 |
197.25 |
197.75 |
+1.50 |
44,000 |
204,216 |
-1,555 |
| Jan01 |
000929 |
202.25 |
202.25 |
201.50 |
201.50 |
+1.50 |
122 |
630 |
-11 |
| Mar01 |
000929 |
209.50 |
210.75 |
208.75 |
209.25 |
+1.50 |
6,908 |
80,415 |
+714 |
| May01 |
000929 |
217.25 |
218.00 |
216.25 |
216.75 |
+1.75 |
1,045 |
23,104 |
+247 |
| Jul01 |
000929 |
224.00 |
224.75 |
223.25 |
224.00 |
+1.75 |
2,183 |
31,890 |
+941 |
| Total Volume and Open Interest |
54,986 |
362,850 |
+442 |
| Wheat(CBOT) |
| Dec00 |
000929 |
265.00 |
266.00 |
263.75 |
265.00 |
+5.75 |
15,360 |
102,270 |
-2,301 |
| Mar01 |
000929 |
282.50 |
283.00 |
280.75 |
282.25 |
+5.75 |
3,745 |
26,870 |
-234 |
| May01 |
000929 |
291.00 |
292.00 |
290.50 |
291.75 |
+5.50 |
415 |
1,730 |
+154 |
| Jul01 |
000929 |
300.00 |
302.00 |
299.50 |
301.00 |
+5.25 |
891 |
12,260 |
+311 |
| Sep01 |
000929 |
308.00 |
308.50 |
307.00 |
308.00 |
+4.50 |
5 |
181 |
+4 |
| Total Volume and Open Interest |
20,489 |
144,190 |
-2,036 |
| Wheat(KCBT) |
| Dec00 |
000929 |
318.00 |
320.00 |
316.50 |
320.00 |
+9.25 |
11,145 |
58,711 |
-1,880 |
| Mar01 |
000929 |
331.00 |
333.00 |
329.50 |
332.75 |
+8.25 |
2,178 |
18,925 |
+379 |
| May01 |
000929 |
339.00 |
339.00 |
336.00 |
339.00 |
+8.00 |
96 |
2,095 |
+26 |
| Jul01 |
000929 |
343.00 |
345.00 |
341.25 |
344.50 |
+7.50 |
934 |
3,889 |
+213 |
| Sep01 |
000929 |
346.00 |
348.50 |
346.00 |
348.50 |
+7.00 |
20 |
63 |
+15 |
| Total Volume and Open Interest |
14,376 |
83,689 |
-1,245 |
| Wheat(MGE) |
| Dec00 |
000929 |
321.00 |
325.00 |
321.00 |
324.50 |
+8.00 |
3,620 |
19,586 |
-32 |
| Mar01 |
000929 |
335.00 |
338.25 |
335.00 |
337.75 |
+6.50 |
617 |
5,788 |
+137 |
| May01 |
000929 |
345.50 |
345.50 |
343.25 |
345.25 |
+5.25 |
80 |
1,044 |
+12 |
| Jul01 |
000929 |
351.00 |
353.00 |
351.00 |
353.00 |
+5.25 |
108 |
374 |
+35 |
| Sep01 |
000929 |
359.50 |
359.50 |
359.50 |
359.50 |
+4.00 |
37 |
216 |
+30 |
| Total Volume and Open Interest |
4,465 |
27,050 |
+185 |
| Oats(CBOT) |
| Dec00 |
000929 |
104.50 |
105.25 |
104.25 |
105.25 |
-0.75 |
963 |
10,680 |
+146 |
| Mar01 |
000929 |
114.50 |
115.00 |
114.25 |
115.00 |
-0.50 |
320 |
2,050 |
+168 |
| May01 |
000929 |
120.00 |
120.00 |
119.75 |
119.75 |
-0.50 |
0 |
200 |
+0 |
| Jul01 |
000929 |
125.50 |
125.50 |
125.50 |
125.50 |
unch |
2 |
104 |
+0 |
| Total Volume and Open Interest |
1,285 |
13,122 |
+314 |
| Rough Rice(CBOT) |
| Nov00 |
000929 |
6.15 |
6.33 |
6.15 |
6.31 |
+0.20 |
381 |
2,644 |
-112 |
| Jan01 |
000929 |
6.39 |
6.50 |
6.38 |
6.48 |
+0.18 |
151 |
2,654 |
+38 |
| Mar01 |
000929 |
6.49 |
6.60 |
6.49 |
6.60 |
+0.13 |
36 |
690 |
+23 |
| May01 |
000929 |
6.73 |
6.73 |
6.73 |
6.73 |
+0.08 |
8 |
166 |
-1 |
| Total Volume and Open Interest |
577 |
6,155 |
-145 |
| Live Cattle(CME) |
| Oct00 |
000929 |
69.000 |
69.100 |
68.700 |
69.075 |
+0.225 |
6,364 |
34,239 |
-762 |
| Dec00 |
000929 |
70.550 |
70.700 |
70.300 |
70.675 |
+0.150 |
4,516 |
49,274 |
+976 |
| Feb01 |
000929 |
71.550 |
71.800 |
71.425 |
71.750 |
+0.250 |
1,016 |
20,896 |
+427 |
| Apr01 |
000929 |
73.150 |
73.300 |
73.000 |
73.275 |
+0.150 |
867 |
12,021 |
+263 |
| Jun01 |
000929 |
70.375 |
70.500 |
70.300 |
70.375 |
unch |
744 |
5,062 |
+410 |
| Aug01 |
000929 |
70.525 |
70.700 |
70.400 |
70.400 |
-0.025 |
68 |
3,061 |
-9 |
| Total Volume and Open Interest |
13,619 |
125,437 |
+1,280 |
| Feeder Cattle(CME) |
| Oct00 |
000929 |
86.375 |
86.700 |
86.275 |
86.650 |
+0.175 |
758 |
4,968 |
-44 |
| Nov00 |
000929 |
87.125 |
87.350 |
87.000 |
87.325 |
+0.100 |
733 |
4,765 |
+158 |
| Jan01 |
000929 |
88.100 |
88.250 |
88.000 |
88.225 |
+0.025 |
542 |
4,277 |
+319 |
| Mar01 |
000929 |
87.900 |
87.950 |
87.775 |
87.950 |
-0.025 |
106 |
1,850 |
+50 |
| Apr01 |
000929 |
87.850 |
88.000 |
87.850 |
88.000 |
unch |
103 |
656 |
+60 |
| May01 |
000929 |
87.950 |
87.975 |
87.850 |
87.950 |
-0.025 |
73 |
955 |
+24 |
| Aug01 |
000929 |
88.000 |
88.275 |
88.000 |
88.275 |
unch |
16 |
220 |
+4 |
| Total Volume and Open Interest |
2,604 |
18,716 |
+458 |
| Lean Hogs(CME) |
| Oct00 |
000929 |
58.050 |
58.625 |
57.950 |
58.350 |
+0.725 |
3,165 |
11,218 |
+493 |
| Dec00 |
000929 |
54.125 |
54.325 |
53.825 |
54.200 |
+0.325 |
4,179 |
20,582 |
+1,651 |
| Feb01 |
000929 |
54.200 |
54.500 |
53.950 |
54.375 |
+0.250 |
805 |
6,091 |
+392 |
| Apr01 |
000929 |
52.450 |
52.750 |
52.200 |
52.275 |
-0.100 |
278 |
2,263 |
-18 |
| Jun01 |
000929 |
58.925 |
59.200 |
58.550 |
58.750 |
-0.175 |
63 |
818 |
+4 |
| Jul01 |
000929 |
57.000 |
57.600 |
56.900 |
56.900 |
-0.100 |
10 |
236 |
+3 |
| Aug01 |
000929 |
54.925 |
54.925 |
54.625 |
54.625 |
-0.325 |
2 |
154 |
+1 |
| Oct01 |
000929 |
47.250 |
47.400 |
46.700 |
46.700 |
-0.400 |
0 |
133 |
+0 |
| Total Volume and Open Interest |
8,502 |
41,507 |
+2,526 |
| Pork Bellies(CME) |
| Feb01 |
000929 |
66.850 |
67.025 |
64.600 |
65.550 |
-0.575 |
828 |
1,611 |
-143 |
| Mar01 |
000929 |
66.150 |
66.150 |
64.500 |
66.100 |
-0.050 |
33 |
66 |
+21 |
| May01 |
000929 |
67.450 |
67.450 |
66.400 |
66.400 |
-1.000 |
6 |
11 |
+2 |
| Jul01 |
000929 |
67.800 |
67.800 |
65.700 |
65.700 |
-1.500 |
1 |
5 |
+0 |
| Aug01 |
000929 |
68.600 |
68.600 |
68.600 |
68.600 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
868 |
1,696 |
-120 |
| Cocoa(NYBOT) |
| Dec00 |
000929 |
788 |
807 |
781 |
797 |
+3 |
2,891 |
48,264 |
-230 |
| Mar01 |
000929 |
820 |
839 |
815 |
828 |
+3 |
432 |
19,617 |
+29 |
| May01 |
000929 |
846 |
862 |
840 |
851 |
+3 |
27 |
11,608 |
+10 |
| Jul01 |
000929 |
866 |
874 |
866 |
874 |
+2 |
29 |
8,251 |
+22 |
| Sep01 |
000929 |
884 |
897 |
884 |
897 |
unch |
140 |
7,930 |
+69 |
| Dec01 |
000929 |
940 |
940 |
930 |
930 |
unch |
34 |
10,674 |
+10 |
| Mar02 |
000929 |
964 |
964 |
964 |
964 |
unch |
157 |
9,615 |
+0 |
| Total Volume and Open Interest |
3,800 |
125,655 |
-89 |
| Coffee "C"(NYBOT) |
| Dec00 |
000929 |
79.20 |
84.40 |
77.80 |
83.00 |
+3.15 |
2,795 |
29,043 |
-145 |
| Mar01 |
000929 |
83.70 |
88.50 |
82.60 |
87.75 |
+3.25 |
971 |
6,402 |
+17 |
| May01 |
000929 |
86.50 |
91.50 |
86.00 |
90.50 |
+3.15 |
215 |
2,513 |
+132 |
| Jul01 |
000929 |
89.75 |
93.50 |
88.75 |
93.35 |
+3.15 |
74 |
958 |
+8 |
| Sep01 |
000929 |
91.00 |
96.20 |
91.00 |
96.20 |
+3.15 |
32 |
1,673 |
+20 |
| Dec01 |
000929 |
95.30 |
100.20 |
95.30 |
100.20 |
+2.90 |
12 |
446 |
+11 |
| Total Volume and Open Interest |
4,099 |
41,035 |
+43 |
| Orange Juice(NYBOT) |
| Nov00 |
000929 |
70.90 |
71.50 |
70.75 |
71.45 |
+0.65 |
988 |
17,090 |
-234 |
| Jan01 |
000929 |
73.40 |
73.80 |
72.90 |
73.70 |
+0.70 |
676 |
6,700 |
+154 |
| Mar01 |
000929 |
76.10 |
76.30 |
75.90 |
76.10 |
+0.45 |
126 |
5,915 |
+25 |
| May01 |
000929 |
77.80 |
77.80 |
77.80 |
77.80 |
+0.20 |
16 |
758 |
-6 |
| Jul01 |
000929 |
79.95 |
79.95 |
79.95 |
79.95 |
+0.35 |
20 |
364 |
+10 |
| Total Volume and Open Interest |
2,576 |
31,238 |
-51 |
| Sugar #11(NYBOT) |
| Oct00 |
000929 |
9.88 |
9.95 |
9.60 |
9.77 |
-0.06 |
9,905 |
7,480 |
-2,006 |
| Mar01 |
000929 |
9.44 |
9.49 |
9.33 |
9.45 |
-0.01 |
13,654 |
87,275 |
+153 |
| May01 |
000929 |
8.98 |
9.00 |
8.90 |
8.92 |
-0.06 |
1,428 |
12,596 |
+251 |
| Jul01 |
000929 |
8.49 |
8.49 |
8.37 |
8.41 |
-0.08 |
1,922 |
17,392 |
-160 |
| Oct01 |
000929 |
8.25 |
8.30 |
8.20 |
8.23 |
-0.07 |
197 |
14,495 |
+10 |
| Total Volume and Open Interest |
27,196 |
145,879 |
-1,729 |
| London Cocoa(LCE) |
| Sep00 |
000914 |
624 |
625 |
622 |
622 |
+7 |
7,710 |
1,964 |
-6,069 |
| Dec00 |
000929 |
605 |
611 |
598 |
611 |
+8 |
1,209 |
55,605 |
-395 |
| Mar01 |
000929 |
623 |
632 |
618 |
631 |
+8 |
1,172 |
46,566 |
+691 |
| May01 |
000929 |
641 |
648 |
637 |
648 |
+8 |
166 |
22,991 |
+15 |
| Jul01 |
000929 |
655 |
663 |
653 |
663 |
+8 |
126 |
8,528 |
+86 |
| Sep01 |
000929 |
667 |
679 |
666 |
677 |
+8 |
116 |
17,197 |
-32 |
| Dec01 |
000929 |
694 |
704 |
694 |
704 |
+8 |
41 |
5,343 |
-31 |
| Total Volume and Open Interest |
3,439 |
185,394 |
+334 |
| London Coffee(LCE) |
| Sep00 |
000929 |
771.00 |
786.00 |
771.00 |
786.00 |
+8.00 |
25 |
47 |
-14 |
| Nov00 |
000929 |
783.00 |
790.00 |
775.00 |
786.00 |
+3.00 |
2,226 |
29,900 |
-276 |
| Jan01 |
000929 |
790.00 |
800.00 |
783.00 |
797.00 |
+6.00 |
1,410 |
13,642 |
+552 |
| Mar01 |
000929 |
803.00 |
813.00 |
796.00 |
810.00 |
+7.00 |
342 |
5,571 |
-121 |
| May01 |
000929 |
816.00 |
828.00 |
813.00 |
828.00 |
+8.00 |
352 |
2,794 |
+89 |
| Jul01 |
000929 |
832.00 |
846.00 |
832.00 |
846.00 |
+7.00 |
179 |
671 |
+94 |
| Total Volume and Open Interest |
4,534 |
52,916 |
+324 |
| London Sugar(LCE) |
| Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
| Dec00 |
000929 |
249.50 |
253.30 |
248.60 |
253.30 |
+3.60 |
852 |
15,813 |
+58 |
| Mar01 |
000929 |
248.70 |
251.00 |
247.00 |
250.00 |
+1.30 |
636 |
14,209 |
+413 |
| May01 |
000929 |
245.30 |
246.50 |
244.00 |
246.50 |
+1.30 |
4 |
3,357 |
+0 |
| Aug01 |
000929 |
240.50 |
241.50 |
239.30 |
241.50 |
+1.10 |
2 |
3,869 |
+1 |
| Total Volume and Open Interest |
1,498 |
39,545 |
+472 |
| Cotton(NYBOT) |
| Oct00 |
000929 |
63.00 |
63.20 |
62.25 |
62.25 |
-0.21 |
16 |
635 |
-309 |
| Dec00 |
000929 |
62.75 |
63.40 |
62.20 |
62.53 |
unch |
5,883 |
40,536 |
-651 |
| Mar01 |
000929 |
64.60 |
65.10 |
64.00 |
64.30 |
unch |
960 |
11,611 |
+113 |
| May01 |
000929 |
65.20 |
65.45 |
64.62 |
64.95 |
+0.08 |
833 |
8,390 |
+184 |
| Jul01 |
000929 |
65.50 |
65.50 |
65.50 |
65.50 |
+0.05 |
154 |
3,379 |
+27 |
| Oct01 |
000929 |
62.70 |
62.70 |
62.70 |
62.70 |
unch |
20 |
631 |
+0 |
| Total Volume and Open Interest |
7,990 |
69,231 |
-620 |
| Lumber(CME) |
| Nov00 |
000929 |
225.5 |
231.4 |
224.8 |
230.1 |
+3.5 |
493 |
2,523 |
+21 |
| Jan01 |
000929 |
239.2 |
243.9 |
238.8 |
242.7 |
+2.0 |
107 |
819 |
-1 |
| Mar01 |
000929 |
251.0 |
253.1 |
251.0 |
252.1 |
+0.3 |
61 |
453 |
+2 |
| May01 |
000929 |
258.5 |
258.5 |
257.3 |
257.3 |
+0.7 |
2 |
99 |
+0 |
| Total Volume and Open Interest |
664 |
3,975 |
+22 |
| Crude Oil(NYM) |
| Nov00 |
000929 |
30.70 |
30.95 |
30.35 |
30.84 |
+0.50 |
77,513 |
123,641 |
-4,017 |
| Dec00 |
000929 |
30.65 |
30.82 |
30.32 |
30.71 |
+0.37 |
49,622 |
77,384 |
-1,848 |
| Jan01 |
000929 |
30.50 |
30.65 |
30.22 |
30.54 |
+0.31 |
11,340 |
35,568 |
+2,237 |
| Feb01 |
000929 |
30.18 |
30.45 |
30.07 |
30.34 |
+0.31 |
6,554 |
17,789 |
+1,556 |
| Mar01 |
000929 |
30.05 |
30.15 |
29.90 |
30.10 |
+0.31 |
3,853 |
17,640 |
+129 |
| Apr01 |
000929 |
29.65 |
29.95 |
29.65 |
29.83 |
+0.31 |
2,174 |
11,006 |
-22 |
| May01 |
000929 |
29.49 |
29.55 |
29.45 |
29.55 |
+0.31 |
559 |
9,716 |
+185 |
| Jun01 |
000929 |
29.15 |
29.30 |
29.05 |
29.26 |
+0.31 |
845 |
29,358 |
+200 |
| Jul01 |
000929 |
28.77 |
28.97 |
28.73 |
28.94 |
+0.31 |
194 |
8,390 |
+47 |
| Aug01 |
000929 |
28.67 |
28.67 |
28.62 |
28.62 |
+0.31 |
784 |
6,798 |
+469 |
| Total Volume and Open Interest |
161,521 |
454,422 |
+363 |
| Heating Oil(NYM) |
| Oct00 |
000929 |
92.40 |
93.20 |
91.00 |
92.40 |
+1.34 |
16,579 |
10,693 |
-5,248 |
| Nov00 |
000929 |
92.35 |
93.50 |
91.45 |
92.56 |
+1.24 |
20,027 |
49,008 |
+1,870 |
| Dec00 |
000929 |
92.00 |
93.05 |
91.25 |
92.16 |
+1.09 |
10,223 |
36,635 |
+1,200 |
| Jan01 |
000929 |
91.30 |
92.20 |
91.00 |
91.36 |
+0.94 |
5,432 |
27,675 |
-264 |
| Feb01 |
000929 |
89.50 |
90.10 |
88.95 |
89.21 |
+0.84 |
2,940 |
20,117 |
+77 |
| Mar01 |
000929 |
85.50 |
86.20 |
85.10 |
85.26 |
+0.79 |
1,873 |
14,054 |
+411 |
| Apr01 |
000929 |
82.35 |
83.00 |
81.91 |
81.91 |
+0.74 |
359 |
7,669 |
+221 |
| May01 |
000929 |
79.32 |
80.00 |
79.16 |
79.16 |
+0.74 |
427 |
4,083 |
+151 |
| Jun01 |
000929 |
77.20 |
78.25 |
77.20 |
77.31 |
+0.74 |
303 |
5,218 |
+211 |
| Jul01 |
000929 |
76.50 |
77.25 |
76.36 |
76.36 |
+0.74 |
327 |
1,584 |
+216 |
| Total Volume and Open Interest |
59,743 |
183,600 |
-336 |
| Unleaded Gas(NYM) |
| Oct00 |
000929 |
88.25 |
88.25 |
84.50 |
86.94 |
+0.20 |
21,584 |
8,969 |
-4,075 |
| Nov00 |
000929 |
85.50 |
86.00 |
83.60 |
84.65 |
+0.20 |
17,031 |
29,273 |
+1,291 |
| Dec00 |
000929 |
83.00 |
84.20 |
82.60 |
83.45 |
+0.45 |
2,216 |
9,910 |
-684 |
| Jan01 |
000929 |
81.50 |
83.00 |
81.40 |
82.80 |
+0.70 |
468 |
3,425 |
+215 |
| Feb01 |
000929 |
82.90 |
82.90 |
82.40 |
82.80 |
+0.95 |
256 |
5,137 |
+79 |
| Mar01 |
000929 |
84.00 |
84.00 |
83.25 |
83.25 |
+1.05 |
177 |
3,864 |
+55 |
| Apr01 |
000929 |
87.35 |
88.50 |
87.35 |
88.20 |
+1.05 |
1,004 |
5,299 |
+406 |
| May01 |
000929 |
87.40 |
87.70 |
87.40 |
87.50 |
+1.05 |
281 |
2,993 |
+10 |
| Total Volume and Open Interest |
44,270 |
77,075 |
-1,500 |
| Natural Gas(NYM) |
| Nov00 |
000929 |
5.280 |
5.290 |
5.130 |
5.186 |
+0.062 |
43,663 |
51,122 |
-3,229 |
| Dec00 |
000929 |
5.380 |
5.385 |
5.220 |
5.281 |
+0.050 |
15,035 |
38,038 |
-2,473 |
| Jan01 |
000929 |
5.350 |
5.360 |
5.200 |
5.256 |
+0.034 |
7,445 |
30,421 |
-1,147 |
| Feb01 |
000929 |
5.100 |
5.120 |
4.960 |
5.026 |
+0.055 |
2,338 |
20,908 |
+461 |
| Mar01 |
000929 |
4.840 |
4.850 |
4.730 |
4.778 |
+0.051 |
2,136 |
24,944 |
+385 |
| Apr01 |
000929 |
4.600 |
4.600 |
4.500 |
4.530 |
+0.045 |
2,576 |
16,759 |
+838 |
| May01 |
000929 |
4.520 |
4.520 |
4.430 |
4.455 |
+0.045 |
952 |
15,511 |
+271 |
| Jun01 |
000929 |
4.510 |
4.510 |
4.415 |
4.440 |
+0.045 |
635 |
16,043 |
-31 |
| Total Volume and Open Interest |
93,447 |
355,711 |
-4,656 |
| Brent Crude Oil(IPE) |
| Nov00 |
000929 |
29.47 |
30.00 |
29.35 |
29.84 |
+0.58 |
35,643 |
60,091 |
-3,729 |
| Dec00 |
000929 |
29.76 |
30.08 |
29.56 |
30.00 |
+0.42 |
23,776 |
68,726 |
+921 |
| Jan01 |
000929 |
29.50 |
29.90 |
29.42 |
29.80 |
+0.39 |
7,450 |
31,667 |
+467 |
| Feb01 |
000929 |
29.23 |
29.50 |
29.23 |
29.50 |
+0.39 |
1,862 |
14,809 |
+185 |
| Mar01 |
000929 |
28.90 |
29.15 |
28.75 |
29.12 |
+0.38 |
1,161 |
10,859 |
+32 |
| Apr01 |
000929 |
28.68 |
28.75 |
28.51 |
28.75 |
+0.39 |
1,867 |
9,824 |
+656 |
| May01 |
000929 |
28.33 |
28.40 |
28.22 |
28.40 |
+0.42 |
762 |
4,819 |
+295 |
| Jun01 |
000929 |
28.00 |
28.05 |
27.95 |
28.05 |
+0.44 |
327 |
13,329 |
-468 |
| Total Volume and Open Interest |
74,169 |
251,350 |
-1,146 |
| Gas Oil(IPE) |
| Oct00 |
000929 |
285.25 |
288.00 |
282.50 |
287.75 |
+1.50 |
10,964 |
29,155 |
-1,683 |
| Nov00 |
000929 |
277.50 |
284.50 |
277.50 |
283.25 |
+1.00 |
7,633 |
28,188 |
-833 |
| Dec00 |
000929 |
276.50 |
278.75 |
276.50 |
278.00 |
-0.75 |
5,088 |
23,055 |
+21 |
| Jan01 |
000929 |
274.00 |
274.75 |
272.00 |
273.50 |
-1.50 |
2,107 |
12,702 |
-109 |
| Feb01 |
000929 |
267.50 |
267.50 |
266.00 |
266.75 |
-1.50 |
785 |
5,977 |
-31 |
| Mar01 |
000929 |
259.50 |
259.50 |
258.25 |
258.75 |
-1.75 |
350 |
5,680 |
+250 |
| Apr01 |
000929 |
251.75 |
251.75 |
251.75 |
251.75 |
-2.00 |
20 |
3,189 |
+20 |
| May01 |
000929 |
245.00 |
245.50 |
245.00 |
245.50 |
-1.75 |
0 |
547 |
+0 |
| Total Volume and Open Interest |
27,407 |
119,401 |
-2,415 |
| US Dollar Index(NYBOT) |
| Dec00 |
000929 |
113.13 |
113.72 |
112.75 |
113.00 |
-0.17 |
900 |
4,108 |
-98 |
| Mar01 |
000929 |
112.80 |
112.80 |
112.79 |
112.79 |
-0.17 |
298 |
6,119 |
-98 |
| Jun01 |
000929 |
112.58 |
112.58 |
112.58 |
112.58 |
-0.17 |
298 |
6,119 |
-98 |
| Total Volume and Open Interest |
900 |
6,119 |
-98 |
| Australian Dollar(IMM) |
| Dec00 |
000929 |
54.15 |
54.36 |
53.85 |
54.31 |
-0.57 |
74 |
23,190 |
-15 |
| Mar01 |
000929 |
54.05 |
54.35 |
54.05 |
54.33 |
-0.57 |
3 |
340 |
-4 |
| Jun01 |
000929 |
54.35 |
54.35 |
54.35 |
54.35 |
-0.57 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
77 |
23,536 |
-19 |
| British Pound(IMM) |
| Dec00 |
000929 |
147.02 |
148.20 |
146.94 |
147.70 |
+1.16 |
3,449 |
31,511 |
-245 |
| Mar01 |
000929 |
147.80 |
148.30 |
147.44 |
147.92 |
+1.16 |
62 |
66 |
+12 |
| Jun01 |
000929 |
148.14 |
148.14 |
148.14 |
148.14 |
+1.18 |
2 |
2 |
+0 |
| Total Volume and Open Interest |
3,270 |
31,579 |
-233 |
| Canadian Dollar(IMM) |
| Dec00 |
000929 |
66.54 |
66.68 |
66.41 |
66.60 |
-0.16 |
11,308 |
68,587 |
+2,455 |
| Mar01 |
000929 |
66.75 |
66.85 |
66.60 |
66.76 |
-0.16 |
217 |
1,438 |
+114 |
| Jun01 |
000929 |
66.90 |
67.00 |
66.85 |
66.92 |
-0.16 |
213 |
372 |
+50 |
| Sep01 |
000929 |
67.09 |
67.09 |
67.08 |
67.08 |
-0.16 |
37 |
64 |
+16 |
| Total Volume and Open Interest |
11,775 |
70,474 |
+2,635 |
| Japanese Yen(IMM) |
| Dec00 |
000929 |
93.53 |
94.06 |
93.44 |
93.73 |
-0.53 |
7,427 |
43,553 |
-152 |
| Mar01 |
000929 |
94.95 |
95.18 |
94.95 |
95.17 |
-0.53 |
0 |
203 |
+0 |
| Jun01 |
000929 |
96.61 |
96.61 |
96.61 |
96.61 |
-0.53 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
7,427 |
43,865 |
-152 |
| Swiss Franc(IMM) |
| Dec00 |
000929 |
57.85 |
58.46 |
57.83 |
58.28 |
+0.07 |
910 |
41,955 |
-13 |
| Mar01 |
000929 |
58.25 |
58.71 |
58.25 |
58.71 |
+0.07 |
0 |
45 |
-1 |
| Jun01 |
000929 |
59.13 |
59.13 |
59.13 |
59.13 |
+0.07 |
1 |
2 |
+0 |
| Total Volume and Open Interest |
5,296 |
42,002 |
-14 |
| EuroFX(IMM) |
| Dec00 |
000929 |
87.93 |
88.83 |
87.86 |
88.54 |
+0.03 |
10,002 |
66,839 |
+531 |
| Mar01 |
000929 |
89.12 |
89.12 |
88.35 |
88.90 |
+0.03 |
59 |
788 |
-6 |
| Total Volume and Open Interest |
10,061 |
67,627 |
+525 |
| Mexican Peso(IMM) |
| Sep00 |
000918 |
10630.0 |
10630.0 |
10600.0 |
10600.0 |
-30.0 |
321 |
5,537 |
-299 |
| Dec00 |
000929 |
10310.0 |
10363.0 |
10300.0 |
10345.0 |
-3.0 |
2,191 |
6,712 |
-85 |
| Total Volume and Open Interest |
2,191 |
10,510 |
-85 |
| 30-Year T-Bonds(CBOT) |
| Dec00 |
000929 |
98~20 |
98~31 |
98~16 |
98~21 |
+0~04 |
149,867 |
369,505 |
-498 |
| Mar01 |
000929 |
98~17 |
98~29 |
98~17 |
98~20 |
+0~05 |
30 |
1,754 |
+20 |
| Jun01 |
000929 |
98~18 |
98~18 |
98~18 |
98~18 |
+0~05 |
0 |
82 |
+0 |
| Total Volume and Open Interest |
149,897 |
371,400 |
-4,998 |
| Municipal Bonds(CBOT) |
| Dec00 |
000929 |
97~25 |
98~07 |
97~25 |
97~28 |
+0~03 |
799 |
19,823 |
-51 |
| Total Volume and Open Interest |
799 |
19,823 |
-51 |
| 10-Year T-Notes(CBOT) |
| Dec00 |
000929 |
100~050 |
100~145 |
100~050 |
100~070 |
+0~035 |
141,493 |
537,939 |
+8,472 |
| Mar01 |
000929 |
100~095 |
100~140 |
100~075 |
100~075 |
+0~030 |
58 |
4,584 |
+359 |
| Total Volume and Open Interest |
141,551 |
542,524 |
-2,174 |
| 5-Year T-Notes(CBOT) |
| Dec00 |
000929 |
100~150 |
100~225 |
100~150 |
100~175 |
+0~040 |
36,026 |
371,295 |
+2,319 |
| Mar01 |
000929 |
100~170 |
100~170 |
100~170 |
100~170 |
+0~035 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
36,026 |
371,302 |
+2,319 |
| 2 Year T-Notes(CBOT) |
| Dec00 |
000929 |
100~000 |
100~009 |
100~000 |
100~000 |
+0~003 |
2,170 |
53,789 |
+288 |
| Total Volume and Open Interest |
2,185 |
53,804 |
+150 |
| 3-Mth T-Bills(IMM) |
| Dec00 |
000929 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.03 |
33 |
1,125 |
+26 |
| Total Volume and Open Interest |
33 |
1,133 |
+26 |
| Eurodollars(IMM) |
| Dec00 |
000929 |
93.265 |
93.280 |
93.255 |
93.260 |
+0.015 |
55,424 |
591,563 |
-1,094 |
| Mar01 |
000929 |
93.450 |
93.485 |
93.435 |
93.460 |
+0.030 |
67,181 |
546,583 |
+752 |
| Jun01 |
000929 |
93.485 |
93.535 |
93.480 |
93.515 |
+0.050 |
63,101 |
323,620 |
+3,146 |
| Sep01 |
000929 |
93.505 |
93.555 |
93.500 |
93.535 |
+0.055 |
53,617 |
307,241 |
+9,258 |
| Dec01 |
000929 |
93.430 |
93.480 |
93.430 |
93.460 |
+0.060 |
23,396 |
204,483 |
+1,956 |
| Mar02 |
000929 |
93.480 |
93.530 |
93.480 |
93.510 |
+0.055 |
23,088 |
175,922 |
+3,462 |
| Jun02 |
000929 |
93.445 |
93.495 |
93.445 |
93.475 |
+0.055 |
13,308 |
128,101 |
+1,697 |
| Sep02 |
000929 |
93.420 |
93.465 |
93.420 |
93.445 |
+0.055 |
9,436 |
100,509 |
+662 |
| Dec02 |
000929 |
93.335 |
93.365 |
93.335 |
93.355 |
+0.055 |
7,688 |
81,973 |
-643 |
| Mar03 |
000929 |
93.390 |
93.415 |
93.375 |
93.395 |
+0.050 |
7,162 |
75,872 |
-7 |
| Jun03 |
000929 |
93.345 |
93.380 |
93.345 |
93.360 |
+0.050 |
4,701 |
53,133 |
+22 |
| Sep03 |
000929 |
93.305 |
93.345 |
93.305 |
93.330 |
+0.050 |
6,587 |
55,408 |
-995 |
| Total Volume and Open Interest |
364,249 |
3,038,732 |
+20,110 |
| 3-Mth Euro-Yen(IMM) |
| Sep00 |
000915 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
2,896 |
14,137 |
+1,269 |
| Dec00 |
000929 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.01 |
1,576 |
13,675 |
+437 |
| Mar01 |
000929 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.02 |
2,093 |
16,093 |
+711 |
| Jun01 |
000929 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
1,095 |
6,572 |
+457 |
| Sep01 |
000929 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
585 |
9,497 |
+534 |
| Dec01 |
000929 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.01 |
410 |
5,177 |
-219 |
| Mar02 |
000929 |
99.17 |
99.17 |
99.16 |
99.16 |
+0.02 |
18 |
2,744 |
-13 |
| Jun02 |
000929 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.01 |
0 |
686 |
+0 |
| Sep02 |
000929 |
98.92 |
98.92 |
98.92 |
98.92 |
unch |
0 |
36 |
+0 |
| Dec02 |
000929 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
30 |
+0 |
| Total Volume and Open Interest |
5,777 |
54,510 |
+1,907 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec00 |
000929 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
5,182 |
101,873 |
-2,353 |
| Mar01 |
000929 |
99.47 |
99.48 |
99.46 |
99.48 |
+0.01 |
7,261 |
111,546 |
-2,050 |
| Jun01 |
000929 |
99.42 |
99.43 |
99.41 |
99.43 |
unch |
3,331 |
89,239 |
-3,775 |
| Sep01 |
000929 |
99.32 |
99.34 |
99.32 |
99.34 |
+0.01 |
100 |
66,242 |
-155 |
| Dec01 |
000929 |
99.20 |
99.22 |
99.20 |
99.22 |
+0.01 |
2,400 |
29,344 |
+47 |
| Mar02 |
000929 |
99.16 |
99.17 |
99.16 |
99.17 |
+0.00 |
1,041 |
16,012 |
-736 |
| Jun02 |
000929 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.00 |
3 |
7,204 |
-431 |
| Sep02 |
000929 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.01 |
0 |
4,388 |
+0 |
| Total Volume and Open Interest |
19,320 |
434,788 |
-9,451 |
| German Euro-Bund(EUREX) |
| Dec00 |
000929 |
105.04 |
105.37 |
104.89 |
105.30 |
+0.18 |
523,845 |
676,077 |
-39,218 |
| Mar01 |
000929 |
105.10 |
105.42 |
105.10 |
105.38 |
+0.18 |
959 |
7,477 |
+617 |
| Jun01 |
000929 |
105.18 |
105.18 |
105.18 |
105.18 |
+0.18 |
0 |
457 |
+385 |
| Total Volume and Open Interest |
524,804 |
684,011 |
-38,216 |
| German Euro-Bobl(EUREX) |
| Dec00 |
000929 |
103.26 |
103.44 |
103.22 |
103.38 |
+0.06 |
191,289 |
414,538 |
+19,500 |
| Mar01 |
000929 |
103.12 |
103.19 |
102.98 |
103.19 |
+0.09 |
1,010 |
1,817 |
-2,327 |
| Jun01 |
000929 |
102.96 |
102.96 |
102.96 |
102.96 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
192,299 |
416,355 |
+17,173 |
| Long Gilt(LIFFE) |
| Dec00 |
000929 |
112~15 |
113~11 |
112~13 |
113~07 |
+0~24 |
20,507 |
72,173 |
+137 |
| Mar01 |
000929 |
112~30 |
112~30 |
112~30 |
112~30 |
+0~24 |
|
|
|
| Total Volume and Open Interest |
20,553 |
72,173 |
+137 |
| 3-Mth Short Sterling(LIFFE) |
| Dec00 |
000929 |
93.77 |
93.79 |
93.76 |
93.79 |
+0.03 |
14,582 |
194,036 |
-1,514 |
| Mar01 |
000929 |
93.77 |
93.79 |
93.76 |
93.79 |
+0.03 |
14,903 |
184,794 |
-2,052 |
| Jun01 |
000929 |
93.75 |
93.78 |
93.75 |
93.77 |
+0.03 |
4,522 |
92,860 |
-80 |
| Total Volume and Open Interest |
45,491 |
761,547 |
-3,374 |
| 3-Mth Euribor(LIFFE) |
| Dec00 |
000929 |
94.815 |
94.850 |
94.810 |
94.840 |
+0.015 |
56,101 |
327,058 |
-3,189 |
| Mar01 |
000929 |
94.840 |
94.870 |
94.825 |
94.860 |
+0.010 |
39,692 |
250,652 |
-7,337 |
| Jun01 |
000929 |
94.805 |
94.850 |
94.795 |
94.845 |
+0.025 |
21,772 |
155,260 |
+238 |
| Total Volume and Open Interest |
149,924 |
1,216,708 |
-8,142 |
| 3-Mth Aus T-Bills(SFE) |
| Dec00 |
000929 |
93.39 |
93.40 |
93.37 |
93.40 |
+0.01 |
7,685 |
190,216 |
+306 |
| Mar01 |
000929 |
93.39 |
93.42 |
93.38 |
93.41 |
+0.01 |
1,733 |
75,750 |
-1,248 |
| Jun01 |
000929 |
93.43 |
93.45 |
93.42 |
93.44 |
unch |
975 |
32,673 |
-1,371 |
| Sep01 |
000929 |
93.45 |
93.48 |
93.45 |
93.48 |
+0.02 |
649 |
17,361 |
+495 |
| Dec01 |
000929 |
93.44 |
93.46 |
93.44 |
93.46 |
+0.02 |
24 |
8,999 |
-65 |
| Mar02 |
000929 |
93.44 |
93.45 |
93.44 |
93.45 |
+0.01 |
10 |
6,698 |
-15 |
| Jun02 |
000929 |
93.44 |
93.44 |
93.43 |
93.43 |
-0.01 |
10 |
4,692 |
+0 |
| Sep02 |
000929 |
93.42 |
93.43 |
93.42 |
93.43 |
+0.01 |
0 |
3,106 |
-16 |
| Dec02 |
000929 |
93.41 |
93.41 |
93.40 |
93.40 |
+0.01 |
10 |
1,754 |
+0 |
| Mar03 |
000929 |
93.37 |
93.37 |
93.37 |
93.37 |
+0.01 |
10 |
1,298 |
+10 |
| Total Volume and Open Interest |
11,106 |
345,808 |
-1,904 |
| 10-Year Aus T-Bonds(SFE) |
| Dec00 |
000929 |
93.78 |
93.82 |
93.78 |
93.81 |
+0.01 |
4,753 |
94,948 |
+1,814 |
| Mar01 |
000929 |
93.80 |
93.80 |
93.80 |
93.80 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
4,753 |
94,948 |
+1,814 |
| 3-Year Aus T-Bonds(SFE) |
| Dec00 |
000929 |
93.78 |
93.81 |
93.78 |
93.79 |
unch |
9,942 |
168,673 |
-1,890 |
| Mar01 |
000929 |
93.76 |
93.76 |
93.76 |
93.76 |
unch |
|
|
|
| Total Volume and Open Interest |
9,942 |
168,673 |
-1,890 |
| Gold(CMX) |
| Oct00 |
000929 |
273.6 |
273.7 |
272.0 |
273.6 |
-2.0 |
3,511 |
2,950 |
-401 |
| Dec00 |
000929 |
276.6 |
277.8 |
275.5 |
276.9 |
-2.0 |
28,259 |
78,636 |
-1,388 |
| Feb01 |
000929 |
280.0 |
280.0 |
278.0 |
279.6 |
-2.0 |
514 |
14,984 |
-8 |
| Apr01 |
000929 |
282.2 |
282.2 |
282.2 |
282.2 |
-2.0 |
73 |
3,860 |
+14 |
| Jun01 |
000929 |
284.7 |
284.7 |
284.7 |
284.7 |
-2.1 |
612 |
8,707 |
-1 |
| Aug01 |
000929 |
287.2 |
287.2 |
287.2 |
287.2 |
-2.1 |
0 |
2,349 |
+0 |
| Total Volume and Open Interest |
33,099 |
126,269 |
-1,754 |
| Silver(CMX) |
| Dec00 |
000929 |
497.5 |
497.5 |
491.5 |
494.8 |
-5.4 |
6,461 |
59,069 |
-660 |
| Mar01 |
000929 |
503.0 |
503.0 |
498.0 |
500.9 |
-5.1 |
53 |
2,791 |
-19 |
| May01 |
000929 |
506.0 |
506.5 |
503.0 |
504.2 |
-5.1 |
8 |
1,235 |
+5 |
| Jul01 |
000929 |
507.0 |
507.4 |
507.0 |
507.4 |
-5.1 |
0 |
1,716 |
+0 |
| Sep01 |
000929 |
510.4 |
510.4 |
510.4 |
510.4 |
-5.1 |
0 |
2,961 |
+1 |
| Total Volume and Open Interest |
6,534 |
72,528 |
-716 |
| Platinum(NYM) |
| Oct00 |
000929 |
578.0 |
582.0 |
573.0 |
578.8 |
+0.1 |
1,349 |
726 |
-512 |
| Jan01 |
000929 |
566.0 |
572.0 |
562.0 |
566.8 |
+0.1 |
1,636 |
7,927 |
+436 |
| Apr01 |
000929 |
556.8 |
556.8 |
556.8 |
556.8 |
+0.1 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
2,986 |
8,659 |
-76 |
| Palladium(NYME) |
| Dec00 |
000929 |
707.00 |
716.00 |
707.00 |
714.85 |
+6.85 |
53 |
1,236 |
-11 |
| Mar01 |
000929 |
714.65 |
714.65 |
714.65 |
714.65 |
+6.65 |
0 |
556 |
+0 |
| Total Volume and Open Interest |
53 |
1,792 |
-11 |
| Copper(CMX) |
| Dec00 |
000929 |
92.25 |
92.70 |
91.90 |
92.05 |
+0.15 |
7,336 |
54,415 |
+790 |
| Mar01 |
000929 |
92.20 |
92.60 |
91.90 |
92.00 |
+0.05 |
139 |
6,377 |
-32 |
| May01 |
000929 |
92.20 |
92.20 |
91.70 |
91.70 |
unch |
3 |
1,669 |
+1 |
| Jul01 |
000929 |
91.50 |
91.50 |
91.20 |
91.20 |
-0.05 |
4 |
1,400 |
+3 |
| Sep01 |
000929 |
91.20 |
91.20 |
90.70 |
90.70 |
-0.20 |
3 |
711 |
+3 |
| Total Volume and Open Interest |
8,397 |
82,665 |
+202 |
| DJIA Index(CBOT) |
| Sep00 |
000914 |
11215 |
11234 |
11075 |
11100 |
-95 |
2,846 |
7,742 |
-731 |
| Dec00 |
000929 |
10880 |
10915 |
10760 |
10773 |
-174 |
12,557 |
11,565 |
-299 |
| Mar01 |
000929 |
10994 |
11015 |
10918 |
10918 |
-174 |
16 |
24 |
-1 |
| Jun01 |
000929 |
11066 |
11066 |
11066 |
11066 |
-174 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
12,574 |
11,596 |
-299 |
| S & P 500(CME) |
| Dec00 |
000929 |
1469.50 |
1473.00 |
1453.50 |
1453.70 |
-22.30 |
70,776 |
390,154 |
+2,750 |
| Mar01 |
000929 |
1490.00 |
1490.00 |
1475.50 |
1475.50 |
-22.50 |
92 |
2,453 |
+111 |
| Jun01 |
000929 |
1498.80 |
1498.80 |
1497.20 |
1497.20 |
-22.40 |
4 |
1,383 |
+6 |
| Sep01 |
000929 |
1522.10 |
1522.10 |
1519.20 |
1519.20 |
-22.90 |
6 |
251 |
-6 |
| Total Volume and Open Interest |
70,878 |
394,256 |
+2,861 |
| S & P 500 E-Mini(Globex) |
| Dec00 |
000929 |
1473.00 |
1473.25 |
1453.75 |
1453.75 |
-22.25 |
84,280 |
33,990 |
+2,725 |
| Mar01 |
000929 |
1486.00 |
1492.50 |
1475.50 |
1475.50 |
-22.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
84,280 |
33,996 |
+2,725 |
| NASDAQ 100(CME) |
| Dec00 |
000929 |
3725.00 |
3742.00 |
3608.00 |
3621.00 |
-135.00 |
26,711 |
28,875 |
-312 |
| Mar01 |
000929 |
3681.00 |
3681.00 |
3670.00 |
3681.00 |
-137.00 |
5 |
44 |
+5 |
| Jun01 |
000929 |
3729.00 |
3729.00 |
3718.00 |
3729.00 |
-137.00 |
|
|
|
| Total Volume and Open Interest |
26,716 |
28,919 |
-307 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec00 |
000929 |
3730.0 |
3742.5 |
3608.0 |
3621.0 |
-137.0 |
61,459 |
22,409 |
+2,110 |
| Mar01 |
000929 |
3681.0 |
3681.0 |
3681.0 |
3681.0 |
-137.0 |
3 |
0 |
+0 |
| Total Volume and Open Interest |
61,462 |
22,409 |
+2,110 |
| NYSE Composite(NYBOT) |
| Dec00 |
000929 |
674.50 |
676.50 |
669.50 |
670.00 |
-5.15 |
|
|
|
| Mar01 |
000929 |
679.50 |
679.50 |
679.50 |
679.50 |
-5.15 |
|
|
|
| Jun01 |
000929 |
689.00 |
689.00 |
689.00 |
689.00 |
-5.15 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| S & P Midcap 400(CME) |
| Dec00 |
000929 |
548.00 |
549.50 |
542.00 |
545.30 |
-4.20 |
397 |
14,809 |
+276 |
| Mar01 |
000929 |
551.30 |
551.30 |
551.30 |
551.30 |
-4.20 |
0 |
1 |
+0 |
| Jun01 |
000929 |
560.80 |
560.80 |
560.80 |
560.80 |
-4.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
397 |
14,811 |
+276 |
| Russell 2000(CME) |
| Dec00 |
000929 |
527.00 |
531.00 |
523.00 |
527.40 |
-2.35 |
1,351 |
12,391 |
+720 |
| Mar01 |
000929 |
534.90 |
534.90 |
534.90 |
534.90 |
-2.35 |
|
|
|
| Jun01 |
000929 |
542.45 |
542.45 |
542.45 |
542.45 |
-2.35 |
|
|
|
| Total Volume and Open Interest |
1,351 |
12,391 |
+720 |
| Value Line(KCBT) |
| Dec00 |
000929 |
1148.00 |
1151.00 |
1145.00 |
1147.00 |
-6.15 |
122 |
228 |
+5 |
| Total Volume and Open Interest |
122 |
229 |
+5 |
| Nikkei 225(CME) |
| Dec00 |
000929 |
15700 |
15740 |
15675 |
15730 |
-145 |
1,347 |
13,002 |
+462 |
| Mar01 |
000929 |
15760 |
15760 |
15740 |
15760 |
-145 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
1,347 |
13,011 |
+462 |
| Nikkei 225(SIMEX) |
| Dec00 |
000929 |
15830 |
15930 |
15755 |
15775 |
+80 |
8,863 |
86,826 |
+935 |
| Mar01 |
000929 |
15790 |
15790 |
15790 |
15790 |
+80 |
0 |
3,795 |
+0 |
| Jun01 |
000929 |
15780 |
15780 |
15780 |
15780 |
+80 |
0 |
405 |
+0 |
| Total Volume and Open Interest |
8,863 |
91,031 |
+935 |
| CAC 40(MATIF) |
| Sep00 |
000929 |
6356.0 |
6372.0 |
6265.0 |
6300.0 |
-64.0 |
110,299 |
0 |
+0 |
| Oct00 |
000929 |
6380.0 |
6394.0 |
6258.0 |
6258.0 |
-122.0 |
70,111 |
0 |
+0 |
| Nov00 |
000929 |
6327.5 |
6327.5 |
6318.5 |
6318.5 |
-41.0 |
287 |
0 |
+0 |
| Total Volume and Open Interest |
186,232 |
|
|
| DAX Index(EUREX) |
| Dec00 |
000929 |
6895.0 |
6956.0 |
6841.5 |
6874.0 |
-39.0 |
31,339 |
147,723 |
-377 |
| Mar01 |
000929 |
6999.0 |
7041.0 |
6946.0 |
6963.5 |
-38.0 |
1,384 |
2,341 |
+253 |
| Jun01 |
000929 |
7108.5 |
7108.5 |
7026.0 |
7044.0 |
-37.0 |
1,150 |
1,053 | |