|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 03, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov00 |
001003 |
488.00 |
491.50 |
485.00 |
489.00 |
-0.50 |
35,467 |
95,091 |
+2,848 |
| Jan01 |
001003 |
499.00 |
502.00 |
495.75 |
499.50 |
-0.50 |
4,183 |
22,552 |
+1,285 |
| Mar01 |
001003 |
509.00 |
511.50 |
505.25 |
508.75 |
-1.00 |
1,723 |
18,768 |
+452 |
| May01 |
001003 |
516.50 |
519.00 |
513.00 |
516.25 |
-1.00 |
354 |
13,381 |
+153 |
| Jul01 |
001003 |
524.00 |
526.50 |
520.00 |
524.00 |
-0.25 |
667 |
15,566 |
+161 |
| Aug01 |
001003 |
522.00 |
523.00 |
520.50 |
522.50 |
-0.50 |
4 |
316 |
+0 |
| Sep01 |
001003 |
524.00 |
526.00 |
523.00 |
524.50 |
+0.50 |
58 |
172 |
+49 |
| Total Volume and Open Interest |
42,710 |
169,858 |
+5,097 |
| Soybean Meal(CBOT) |
| Oct00 |
001003 |
171.90 |
174.00 |
171.60 |
172.70 |
+0.40 |
2,743 |
9,299 |
-836 |
| Dec00 |
001003 |
169.10 |
171.30 |
169.00 |
170.20 |
+0.60 |
10,562 |
60,997 |
+983 |
| Jan01 |
001003 |
169.40 |
170.60 |
168.90 |
169.80 |
+0.30 |
1,768 |
13,760 |
+547 |
| Mar01 |
001003 |
169.60 |
170.50 |
168.80 |
169.50 |
-0.20 |
945 |
9,103 |
+55 |
| May01 |
001003 |
169.30 |
170.20 |
168.50 |
169.20 |
-0.10 |
251 |
6,404 |
+77 |
| Jul01 |
001003 |
171.70 |
171.70 |
169.40 |
170.30 |
unch |
376 |
3,936 |
-15 |
| Aug01 |
001003 |
170.60 |
170.60 |
169.00 |
169.20 |
unch |
38 |
844 |
+0 |
| Sep01 |
001003 |
170.30 |
170.30 |
168.50 |
168.50 |
-0.50 |
28 |
372 |
-5 |
| Total Volume and Open Interest |
16,746 |
105,059 |
+800 |
| Soybean Oil(CBOT) |
| Oct00 |
001003 |
15.37 |
15.38 |
15.20 |
15.30 |
-0.13 |
8,374 |
4,067 |
-2,084 |
| Dec00 |
001003 |
15.66 |
15.72 |
15.51 |
15.58 |
-0.15 |
13,693 |
65,602 |
-1,463 |
| Jan01 |
001003 |
15.97 |
16.01 |
15.81 |
15.88 |
-0.14 |
2,874 |
18,644 |
+293 |
| Mar01 |
001003 |
16.38 |
16.41 |
16.21 |
16.30 |
-0.12 |
398 |
14,345 |
+119 |
| May01 |
001003 |
16.74 |
16.76 |
16.62 |
16.71 |
-0.11 |
846 |
9,475 |
-310 |
| Jul01 |
001003 |
17.13 |
17.20 |
17.03 |
17.09 |
-0.09 |
650 |
6,868 |
-376 |
| Aug01 |
001003 |
17.30 |
17.32 |
17.21 |
17.21 |
-0.10 |
1 |
1,384 |
+1 |
| Sep01 |
001003 |
17.42 |
17.48 |
17.35 |
17.35 |
-0.06 |
8 |
1,299 |
+0 |
| Total Volume and Open Interest |
26,844 |
126,109 |
-3,817 |
| Canola(WCE) |
| Nov00 |
001003 |
261.2 |
261.6 |
260.1 |
260.4 |
-0.8 |
10,079 |
36,772 |
-552 |
| Jan01 |
001003 |
267.3 |
267.8 |
266.6 |
266.9 |
-1.0 |
6,459 |
22,096 |
+3,490 |
| Mar01 |
001003 |
273.5 |
274.0 |
272.1 |
272.1 |
-1.6 |
2,710 |
7,616 |
+2,011 |
| May01 |
001003 |
279.4 |
279.4 |
277.8 |
277.8 |
-1.3 |
0 |
1,739 |
+0 |
| Jul01 |
001003 |
285.3 |
285.3 |
284.5 |
284.5 |
-1.3 |
0 |
1,113 |
+0 |
| Total Volume and Open Interest |
19,348 |
69,733 |
+5,049 |
| Corn(CBOT) |
| Nov00 |
001003 |
195.75 |
199.50 |
195.25 |
199.50 |
+4.25 |
412 |
3,123 |
+27 |
| Dec00 |
001003 |
199.75 |
203.75 |
199.00 |
203.50 |
+4.25 |
48,239 |
205,091 |
+1,137 |
| Jan01 |
001003 |
203.50 |
207.50 |
203.50 |
207.25 |
+4.25 |
83 |
676 |
+38 |
| Mar01 |
001003 |
211.50 |
215.50 |
210.75 |
215.25 |
+4.25 |
8,278 |
83,875 |
+1,806 |
| May01 |
001003 |
219.50 |
222.75 |
218.75 |
222.25 |
+3.50 |
2,190 |
24,939 |
+1,158 |
| Jul01 |
001003 |
225.75 |
230.00 |
225.25 |
229.50 |
+4.00 |
1,817 |
32,801 |
+119 |
| Total Volume and Open Interest |
62,088 |
370,733 |
+4,429 |
| Wheat(CBOT) |
| Dec00 |
001003 |
267.00 |
269.00 |
263.00 |
268.75 |
+1.75 |
16,140 |
100,711 |
-990 |
| Mar01 |
001003 |
285.00 |
286.50 |
281.00 |
285.75 |
+1.50 |
2,519 |
28,073 |
-113 |
| May01 |
001003 |
294.00 |
295.25 |
290.50 |
295.00 |
+1.25 |
590 |
2,131 |
+329 |
| Jul01 |
001003 |
302.00 |
305.00 |
299.50 |
304.75 |
+1.75 |
856 |
12,793 |
+319 |
| Sep01 |
001003 |
308.00 |
312.50 |
307.00 |
312.25 |
+2.00 |
171 |
374 |
+143 |
| Total Volume and Open Interest |
20,581 |
145,271 |
-191 |
| Wheat(KCBT) |
| Dec00 |
001003 |
319.50 |
321.00 |
316.00 |
320.50 |
-0.50 |
8,930 |
58,995 |
+484 |
| Mar01 |
001003 |
333.00 |
334.00 |
329.50 |
333.50 |
unch |
2,482 |
20,340 |
+49 |
| May01 |
001003 |
337.50 |
339.00 |
336.00 |
338.50 |
-1.00 |
160 |
2,362 |
+91 |
| Jul01 |
001003 |
344.00 |
346.00 |
341.50 |
345.25 |
+0.25 |
826 |
5,107 |
+559 |
| Sep01 |
001003 |
346.00 |
350.00 |
346.00 |
350.00 |
+1.50 |
16 |
92 |
+16 |
| Total Volume and Open Interest |
12,419 |
86,916 |
+1,203 |
| Wheat(MGE) |
| Dec00 |
001003 |
326.50 |
326.50 |
323.00 |
325.25 |
-0.50 |
3,676 |
20,384 |
+394 |
| Mar01 |
001003 |
338.00 |
339.75 |
337.00 |
339.00 |
-0.25 |
483 |
5,957 |
+19 |
| May01 |
001003 |
346.00 |
347.25 |
346.00 |
347.25 |
+0.75 |
102 |
1,017 |
-23 |
| Jul01 |
001003 |
354.00 |
354.50 |
354.00 |
354.50 |
unch |
8 |
347 |
-9 |
| Sep01 |
001003 |
360.00 |
360.50 |
360.00 |
360.50 |
unch |
40 |
233 |
+17 |
| Total Volume and Open Interest |
4,314 |
27,986 |
+403 |
| Oats(CBOT) |
| Dec00 |
001003 |
106.00 |
106.50 |
105.75 |
105.75 |
unch |
489 |
10,934 |
-75 |
| Mar01 |
001003 |
116.00 |
116.50 |
115.50 |
116.00 |
+0.25 |
171 |
2,368 |
+69 |
| May01 |
001003 |
120.25 |
120.25 |
120.25 |
120.25 |
-0.25 |
1 |
205 |
+0 |
| Jul01 |
001003 |
125.00 |
125.00 |
125.00 |
125.00 |
-0.75 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
663 |
13,697 |
-8 |
| Rough Rice(CBOT) |
| Nov00 |
001003 |
6.25 |
6.25 |
6.16 |
6.23 |
-0.02 |
|
|
|
| Jan01 |
001003 |
6.43 |
6.43 |
6.35 |
6.41 |
-0.03 |
507 |
2,815 |
+116 |
| Mar01 |
001003 |
6.53 |
6.55 |
6.50 |
6.55 |
-0.02 |
128 |
781 |
+62 |
| May01 |
001003 |
6.67 |
6.67 |
6.67 |
6.67 |
-0.02 |
1 |
166 |
+0 |
| Total Volume and Open Interest |
1,483 |
|
|
| Live Cattle(CME) |
| Oct00 |
001003 |
69.300 |
69.400 |
69.100 |
69.275 |
-0.100 |
5,998 |
29,944 |
-2,389 |
| Dec00 |
001003 |
70.875 |
70.900 |
70.550 |
70.675 |
-0.275 |
4,311 |
50,995 |
+91 |
| Feb01 |
001003 |
71.900 |
71.950 |
71.500 |
71.575 |
-0.400 |
1,473 |
21,979 |
+570 |
| Apr01 |
001003 |
73.375 |
73.450 |
72.900 |
73.150 |
-0.300 |
657 |
12,383 |
+268 |
| Jun01 |
001003 |
70.450 |
70.475 |
70.150 |
70.225 |
-0.250 |
223 |
5,075 |
+3 |
| Aug01 |
001003 |
70.450 |
70.475 |
70.325 |
70.325 |
-0.150 |
90 |
3,111 |
+25 |
| Total Volume and Open Interest |
12,759 |
124,379 |
-1,430 |
| Feeder Cattle(CME) |
| Oct00 |
001003 |
86.600 |
86.650 |
86.250 |
86.325 |
-0.225 |
423 |
4,612 |
-54 |
| Nov00 |
001003 |
87.200 |
87.250 |
86.800 |
86.825 |
-0.400 |
630 |
4,707 |
-60 |
| Jan01 |
001003 |
88.100 |
88.100 |
87.825 |
87.850 |
-0.300 |
273 |
4,376 |
+27 |
| Mar01 |
001003 |
87.850 |
87.850 |
87.650 |
87.725 |
-0.250 |
87 |
1,893 |
+18 |
| Apr01 |
001003 |
87.950 |
87.950 |
87.700 |
87.950 |
-0.150 |
34 |
669 |
+10 |
| May01 |
001003 |
87.800 |
87.800 |
87.500 |
87.600 |
-0.375 |
16 |
972 |
+8 |
| Aug01 |
001003 |
88.175 |
88.200 |
87.900 |
88.200 |
-0.150 |
0 |
247 |
+0 |
| Total Volume and Open Interest |
1,471 |
17,484 |
-1,061 |
| Lean Hogs(CME) |
| Oct00 |
001003 |
58.750 |
58.800 |
57.950 |
58.125 |
-0.775 |
3,496 |
10,408 |
-284 |
| Dec00 |
001003 |
53.400 |
53.600 |
52.800 |
52.950 |
-0.750 |
4,259 |
20,761 |
+18 |
| Feb01 |
001003 |
53.850 |
54.000 |
53.400 |
53.550 |
-0.475 |
678 |
5,888 |
+97 |
| Apr01 |
001003 |
51.850 |
52.000 |
51.525 |
51.575 |
-0.300 |
239 |
2,472 |
+128 |
| Jun01 |
001003 |
58.400 |
58.425 |
58.200 |
58.300 |
-0.350 |
139 |
908 |
-7 |
| Jul01 |
001003 |
56.400 |
56.400 |
56.400 |
56.400 |
-0.350 |
6 |
246 |
+5 |
| Aug01 |
001003 |
54.425 |
54.425 |
54.250 |
54.250 |
-0.250 |
14 |
166 |
+8 |
| Oct01 |
001003 |
46.750 |
47.000 |
46.700 |
47.000 |
+0.300 |
3 |
134 |
-1 |
| Total Volume and Open Interest |
8,837 |
40,995 |
-36 |
| Pork Bellies(CME) |
| Feb01 |
001003 |
65.025 |
65.200 |
62.850 |
63.275 |
-2.450 |
309 |
1,589 |
+16 |
| Mar01 |
001003 |
65.500 |
65.500 |
63.100 |
63.600 |
-2.500 |
10 |
68 |
+2 |
| May01 |
001003 |
66.200 |
66.200 |
65.125 |
65.150 |
-1.250 |
0 |
9 |
+0 |
| Jul01 |
001003 |
65.250 |
65.250 |
65.250 |
65.250 |
-1.050 |
0 |
4 |
+0 |
| Aug01 |
001003 |
66.800 |
66.800 |
66.800 |
66.800 |
unch |
2 |
4 |
+1 |
| Total Volume and Open Interest |
321 |
1,674 |
+19 |
| Class III Milk(CME) |
| Oct00 |
001003 |
10.31 |
10.31 |
10.30 |
10.30 |
-0.05 |
29 |
1,715 |
+20 |
| Nov00 |
001003 |
9.99 |
9.99 |
9.95 |
9.95 |
unch |
11 |
1,172 |
-4 |
| Dec00 |
001003 |
9.95 |
9.99 |
9.95 |
9.99 |
+0.04 |
15 |
954 |
+0 |
| Jan01 |
001003 |
9.96 |
10.05 |
9.96 |
10.05 |
unch |
21 |
505 |
+21 |
| Feb01 |
001003 |
10.01 |
10.06 |
10.01 |
10.05 |
unch |
23 |
523 |
+16 |
| Total Volume and Open Interest |
147 |
6,570 |
-1,435 |
| Cocoa(ICE) |
| Dec00 |
001003 |
785 |
809 |
782 |
807 |
+18 |
1,717 |
47,642 |
-152 |
| Mar01 |
001003 |
815 |
839 |
815 |
839 |
+18 |
236 |
19,531 |
-82 |
| May01 |
001003 |
839 |
862 |
839 |
862 |
+18 |
20 |
12,620 |
+17 |
| Jul01 |
001003 |
862 |
885 |
862 |
885 |
+16 |
32 |
8,272 |
+18 |
| Sep01 |
001003 |
889 |
908 |
886 |
908 |
+16 |
5,058 |
10,460 |
+2,500 |
| Dec01 |
001003 |
927 |
942 |
927 |
942 |
+18 |
8 |
10,687 |
+8 |
| Mar02 |
001003 |
976 |
976 |
976 |
976 |
+18 |
0 |
9,615 |
+0 |
| Total Volume and Open Interest |
12,121 |
133,523 |
+7,309 |
| Coffee "C"(ICE) |
| Dec00 |
001003 |
79.00 |
79.85 |
77.60 |
79.40 |
+0.05 |
6,085 |
28,576 |
-299 |
| Mar01 |
001003 |
84.00 |
84.50 |
82.60 |
84.20 |
+0.20 |
1,130 |
6,789 |
+151 |
| May01 |
001003 |
87.00 |
87.40 |
86.10 |
87.20 |
+0.45 |
175 |
2,499 |
+63 |
| Jul01 |
001003 |
90.25 |
90.25 |
89.00 |
90.10 |
+0.55 |
258 |
1,171 |
+0 |
| Sep01 |
001003 |
91.80 |
92.90 |
91.00 |
92.90 |
+0.60 |
11 |
1,674 |
+0 |
| Dec01 |
001003 |
96.50 |
96.90 |
96.25 |
96.90 |
+0.40 |
3 |
489 |
+3 |
| Total Volume and Open Interest |
7,404 |
41,198 |
-82 |
| Orange Juice(ICE) |
| Nov00 |
001003 |
70.75 |
71.50 |
70.45 |
70.85 |
+0.10 |
1,058 |
17,006 |
-69 |
| Jan01 |
001003 |
73.40 |
73.75 |
72.90 |
73.20 |
+0.10 |
264 |
6,921 |
+103 |
| Mar01 |
001003 |
75.70 |
76.40 |
75.50 |
75.60 |
-0.10 |
176 |
5,982 |
+30 |
| May01 |
001003 |
77.50 |
77.60 |
77.25 |
77.60 |
+0.20 |
72 |
781 |
+23 |
| Jul01 |
001003 |
79.10 |
79.60 |
79.10 |
79.60 |
+0.20 |
0 |
364 |
+0 |
| Sep01 |
001003 |
81.60 |
81.60 |
81.60 |
81.60 |
+0.20 |
0 |
155 |
+0 |
| Total Volume and Open Interest |
2,420 |
31,465 |
+87 |
| Sugar #11(ICE) |
| Mar01 |
001003 |
9.65 |
9.78 |
9.65 |
9.71 |
+0.07 |
12,903 |
86,878 |
-342 |
| May01 |
001003 |
9.19 |
9.29 |
9.19 |
9.27 |
+0.10 |
1,249 |
12,284 |
-47 |
| Jul01 |
001003 |
8.68 |
8.77 |
8.68 |
8.74 |
+0.09 |
1,279 |
17,718 |
+311 |
| Oct01 |
001003 |
8.47 |
8.55 |
8.47 |
8.53 |
+0.06 |
467 |
14,511 |
-85 |
| Mar02 |
001003 |
8.53 |
8.53 |
8.53 |
8.53 |
+0.08 |
230 |
5,977 |
+0 |
| Total Volume and Open Interest |
15,898 |
138,099 |
-163 |
| Sugar #14(ICE) |
| Nov00 |
001003 |
19.95 |
20.90 |
19.95 |
20.83 |
+1.08 |
290 |
493 |
-151 |
| Jan01 |
001003 |
19.70 |
21.00 |
19.70 |
21.00 |
+1.50 |
35 |
2,130 |
+27 |
| Mar01 |
001003 |
19.77 |
21.00 |
19.77 |
21.00 |
+1.44 |
10 |
1,576 |
+10 |
| May01 |
001003 |
20.29 |
21.50 |
20.29 |
21.50 |
+1.41 |
55 |
1,834 |
-28 |
| Jul01 |
001003 |
20.55 |
21.75 |
20.55 |
21.75 |
+1.40 |
57 |
3,410 |
+25 |
| Total Volume and Open Interest |
457 |
10,923 |
-111 |
| London Cocoa(LCE) |
| Dec00 |
001003 |
606 |
614 |
601 |
612 |
+6 |
|
|
|
| Mar01 |
001003 |
624 |
634 |
623 |
632 |
+5 |
|
|
|
| May01 |
001003 |
642 |
651 |
640 |
649 |
+5 |
|
|
|
| Jul01 |
001003 |
657 |
667 |
657 |
664 |
+5 |
|
|
|
| Sep01 |
001003 |
671 |
681 |
671 |
678 |
+5 |
|
|
|
| Dec01 |
001003 |
695 |
705 |
695 |
705 |
+5 |
|
|
|
| Mar02 |
001003 |
719 |
729 |
719 |
729 |
+4 |
|
|
|
| Total Volume and Open Interest |
1,411 |
187,590 |
+346 |
| London Coffee(LCE) |
| Nov00 |
001003 |
780.00 |
780.00 |
763.00 |
765.00 |
-17.00 |
|
|
|
| Jan01 |
001003 |
789.00 |
790.00 |
776.00 |
778.00 |
-14.00 |
|
|
|
| Mar01 |
001003 |
798.00 |
800.00 |
792.00 |
793.00 |
-13.00 |
|
|
|
| May01 |
001003 |
816.00 |
820.00 |
810.00 |
811.00 |
-13.00 |
|
|
|
| Jul01 |
001003 |
835.00 |
837.00 |
828.00 |
828.00 |
-14.00 |
|
|
|
| Sep01 |
001003 |
850.00 |
850.00 |
847.00 |
847.00 |
-13.00 |
|
|
|
| Total Volume and Open Interest |
2,502 |
53,136 |
-192 |
| London Sugar(LCE) |
| Dec00 |
001003 |
252.10 |
254.70 |
252.10 |
252.70 |
unch |
|
|
|
| Mar01 |
001003 |
251.50 |
253.70 |
251.00 |
252.20 |
+0.80 |
|
|
|
| May01 |
001003 |
248.00 |
250.00 |
248.00 |
248.70 |
+0.80 |
|
|
|
| Aug01 |
001003 |
243.20 |
243.80 |
243.20 |
243.80 |
+0.70 |
|
|
|
| Oct01 |
001003 |
233.20 |
234.20 |
233.20 |
234.20 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
1,458 |
39,456 |
-403 |
| Cotton(ICE) |
| Oct00 |
001003 |
63.40 |
63.95 |
63.40 |
63.95 |
+0.42 |
40 |
565 |
-40 |
| Dec00 |
001003 |
63.25 |
64.45 |
63.15 |
64.04 |
+0.42 |
5,508 |
39,536 |
-336 |
| Mar01 |
001003 |
64.92 |
66.05 |
64.92 |
65.66 |
+0.43 |
670 |
11,627 |
+88 |
| May01 |
001003 |
65.40 |
66.40 |
65.40 |
66.21 |
+0.51 |
68 |
8,379 |
-11 |
| Jul01 |
001003 |
66.00 |
67.00 |
66.00 |
66.70 |
+0.45 |
62 |
3,418 |
+35 |
| Oct01 |
001003 |
63.40 |
63.50 |
63.40 |
63.50 |
+0.10 |
1 |
631 |
+0 |
| Total Volume and Open Interest |
14,871 |
68,214 |
-251 |
| Lumber(CME) |
| Nov00 |
001003 |
225.0 |
227.0 |
221.7 |
224.0 |
-5.7 |
586 |
2,542 |
+51 |
| Jan01 |
001003 |
239.6 |
240.0 |
236.0 |
237.2 |
-4.5 |
236 |
841 |
-22 |
| Mar01 |
001003 |
250.5 |
250.5 |
246.3 |
246.3 |
-4.5 |
55 |
476 |
+17 |
| May01 |
001003 |
252.0 |
252.0 |
251.5 |
251.8 |
-2.4 |
2 |
101 |
+1 |
| Total Volume and Open Interest |
879 |
4,041 |
+47 |
| Crude Oil(NYM) |
| Nov00 |
001003 |
32.00 |
32.30 |
31.70 |
32.07 |
-0.11 |
59,618 |
122,816 |
-1,452 |
| Dec00 |
001003 |
31.75 |
32.02 |
31.52 |
31.85 |
-0.01 |
45,307 |
82,343 |
+2,926 |
| Jan01 |
001003 |
31.45 |
31.70 |
31.27 |
31.58 |
+0.01 |
13,630 |
37,439 |
+1,050 |
| Feb01 |
001003 |
31.20 |
31.45 |
31.10 |
31.32 |
+0.01 |
2,744 |
18,380 |
+453 |
| Mar01 |
001003 |
30.95 |
31.15 |
30.75 |
31.01 |
+0.01 |
1,561 |
18,366 |
+238 |
| Apr01 |
001003 |
30.50 |
30.74 |
30.50 |
30.70 |
+0.01 |
2,270 |
11,538 |
-199 |
| May01 |
001003 |
30.30 |
30.45 |
30.30 |
30.39 |
+0.01 |
558 |
9,587 |
+155 |
| Jun01 |
001003 |
29.95 |
30.08 |
29.90 |
30.08 |
+0.01 |
4,718 |
29,910 |
+654 |
| Jul01 |
001003 |
29.63 |
29.77 |
29.63 |
29.74 |
+0.01 |
783 |
8,513 |
+494 |
| Aug01 |
001003 |
29.29 |
29.42 |
29.29 |
29.40 |
+0.01 |
797 |
7,349 |
+427 |
| Sep01 |
001003 |
29.00 |
29.12 |
29.00 |
29.06 |
+0.01 |
3,280 |
8,552 |
+1,314 |
| Oct01 |
001003 |
28.73 |
28.73 |
28.73 |
28.73 |
+0.02 |
1,612 |
7,411 |
+167 |
| Nov01 |
001003 |
28.40 |
28.40 |
28.40 |
28.40 |
+0.03 |
623 |
9,892 |
+3 |
| Dec01 |
001003 |
28.00 |
28.08 |
27.90 |
28.08 |
+0.04 |
5,956 |
26,768 |
+835 |
| Jan02 |
001003 |
27.75 |
27.76 |
27.75 |
27.76 |
+0.04 |
851 |
7,445 |
+643 |
| Feb02 |
001003 |
27.50 |
27.50 |
27.50 |
27.50 |
+0.04 |
243 |
4,406 |
+0 |
| Total Volume and Open Interest |
145,973 |
467,455 |
+7,390 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Nov00 |
001003 |
95.00 |
96.80 |
94.50 |
96.35 |
+0.30 |
16,116 |
51,231 |
+18 |
| Dec00 |
001003 |
94.60 |
96.40 |
94.40 |
95.98 |
+0.50 |
9,939 |
36,288 |
+297 |
| Jan01 |
001003 |
93.80 |
96.00 |
93.50 |
95.08 |
+0.60 |
3,112 |
27,603 |
+214 |
| Feb01 |
001003 |
91.50 |
93.50 |
91.30 |
92.83 |
+0.70 |
2,189 |
20,159 |
+109 |
| Mar01 |
001003 |
87.40 |
88.68 |
87.10 |
88.68 |
+0.75 |
1,001 |
14,097 |
+73 |
| Apr01 |
001003 |
83.80 |
85.13 |
83.55 |
85.13 |
+0.75 |
121 |
7,763 |
+48 |
| May01 |
001003 |
81.10 |
82.33 |
81.10 |
82.33 |
+0.75 |
91 |
4,258 |
+48 |
| Jun01 |
001003 |
79.70 |
80.38 |
79.30 |
80.38 |
+0.75 |
353 |
5,409 |
+192 |
| Jul01 |
001003 |
78.40 |
79.43 |
78.40 |
79.43 |
+0.75 |
54 |
1,586 |
-2 |
| Aug01 |
001003 |
78.40 |
79.38 |
78.40 |
79.38 |
+0.75 |
4 |
1,714 |
-13 |
| Sep01 |
001003 |
78.60 |
79.63 |
78.60 |
79.63 |
+0.75 |
2 |
958 |
-2 |
| Oct01 |
001003 |
79.00 |
79.88 |
79.00 |
79.88 |
+0.75 |
2 |
758 |
+0 |
| Total Volume and Open Interest |
33,774 |
175,713 |
-4,662 |
| Gasoline(NYMEX) |
| Nov00 |
001003 |
87.90 |
88.70 |
86.20 |
88.05 |
-0.26 |
11,913 |
30,692 |
-62 |
| Dec00 |
001003 |
86.30 |
87.40 |
85.50 |
86.96 |
+0.09 |
4,107 |
9,702 |
-210 |
| Jan01 |
001003 |
85.60 |
86.45 |
85.55 |
86.16 |
+0.04 |
1,867 |
4,242 |
+344 |
| Feb01 |
001003 |
86.00 |
86.25 |
86.00 |
86.11 |
+0.01 |
431 |
5,057 |
+12 |
| Mar01 |
001003 |
86.10 |
86.90 |
86.10 |
86.61 |
+0.01 |
510 |
3,760 |
-105 |
| Apr01 |
001003 |
91.56 |
91.56 |
91.56 |
91.56 |
+0.01 |
582 |
5,985 |
+344 |
| May01 |
001003 |
90.60 |
90.81 |
90.20 |
90.81 |
-0.04 |
100 |
3,243 |
+150 |
| Jun01 |
001003 |
89.50 |
89.65 |
89.31 |
89.31 |
-0.09 |
26 |
2,116 |
+1 |
| Jul01 |
001003 |
87.10 |
87.56 |
87.10 |
87.56 |
-0.14 |
175 |
1,051 |
-24 |
| Aug01 |
001003 |
85.81 |
85.81 |
85.81 |
85.81 |
-0.19 |
371 |
4,296 |
+280 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Nov00 |
001003 |
5.350 |
5.380 |
5.290 |
5.348 |
-0.004 |
28,278 |
54,113 |
+1,445 |
| Dec00 |
001003 |
5.420 |
5.460 |
5.380 |
5.438 |
+0.003 |
6,523 |
37,536 |
+216 |
| Jan01 |
001003 |
5.385 |
5.420 |
5.355 |
5.398 |
-0.002 |
4,928 |
31,437 |
+556 |
| Feb01 |
001003 |
5.145 |
5.180 |
5.130 |
5.158 |
-0.002 |
2,155 |
21,173 |
+317 |
| Mar01 |
001003 |
4.890 |
4.930 |
4.860 |
4.903 |
-0.002 |
742 |
25,249 |
+309 |
| Apr01 |
001003 |
4.630 |
4.675 |
4.600 |
4.643 |
-0.002 |
1,204 |
16,940 |
+281 |
| May01 |
001003 |
4.550 |
4.575 |
4.540 |
4.558 |
-0.003 |
663 |
15,667 |
+164 |
| Jun01 |
001003 |
4.535 |
4.560 |
4.500 |
4.538 |
-0.007 |
713 |
16,170 |
-70 |
| Jul01 |
001003 |
4.510 |
4.550 |
4.510 |
4.523 |
-0.007 |
219 |
10,891 |
+81 |
| Aug01 |
001003 |
4.516 |
4.545 |
4.500 |
4.528 |
+0.002 |
159 |
12,990 |
+10 |
| Sep01 |
001003 |
4.506 |
4.535 |
4.500 |
4.518 |
+0.002 |
234 |
7,957 |
+143 |
| Oct01 |
001003 |
4.510 |
4.535 |
4.510 |
4.521 |
+0.005 |
359 |
8,110 |
+48 |
| Nov01 |
001003 |
4.621 |
4.634 |
4.621 |
4.634 |
+0.003 |
249 |
6,091 |
-34 |
| Dec01 |
001003 |
4.731 |
4.750 |
4.731 |
4.741 |
unch |
351 |
8,409 |
+86 |
| Jan02 |
001003 |
4.721 |
4.721 |
4.721 |
4.721 |
unch |
158 |
7,548 |
+41 |
| Feb02 |
001003 |
4.515 |
4.525 |
4.500 |
4.510 |
-0.004 |
78 |
3,443 |
+36 |
| Total Volume and Open Interest |
47,543 |
361,427 |
+3,656 |
| Brent Crude Oil(ICE) |
| Nov00 |
001003 |
31.00 |
31.19 |
30.70 |
31.05 |
-0.03 |
23,788 |
58,685 |
+1,067 |
| Dec00 |
001003 |
31.00 |
31.30 |
30.88 |
31.17 |
+0.14 |
15,932 |
71,329 |
+2,693 |
| Jan01 |
001003 |
30.80 |
30.96 |
30.59 |
30.92 |
+0.22 |
3,924 |
31,676 |
+1,390 |
| Feb01 |
001003 |
30.30 |
30.55 |
30.20 |
30.55 |
+0.25 |
602 |
14,200 |
+21 |
| Mar01 |
001003 |
29.91 |
30.10 |
29.91 |
30.10 |
+0.24 |
385 |
10,862 |
+20 |
| Apr01 |
001003 |
29.47 |
29.66 |
29.47 |
29.66 |
+0.22 |
411 |
10,237 |
+61 |
| May01 |
001003 |
29.08 |
29.25 |
29.08 |
29.25 |
+0.20 |
373 |
4,798 |
-21 |
| Jun01 |
001003 |
28.80 |
28.90 |
28.60 |
28.87 |
+0.18 |
422 |
13,200 |
+21 |
| Jul01 |
001003 |
28.48 |
28.56 |
28.47 |
28.56 |
+0.18 |
0 |
3,827 |
+0 |
| Aug01 |
001003 |
28.21 |
28.28 |
28.20 |
28.28 |
+0.18 |
100 |
2,666 |
-34 |
| Sep01 |
001003 |
28.00 |
28.00 |
28.00 |
28.00 |
+0.20 |
0 |
3,269 |
+0 |
| Oct01 |
001003 |
27.75 |
27.75 |
27.75 |
27.75 |
+0.21 |
|
|
|
| Dec01 |
001003 |
27.08 |
27.25 |
27.00 |
27.25 |
+0.22 |
740 |
20,141 |
+140 |
| Total Volume and Open Interest |
46,827 |
253,069 |
+5,508 |
| Gas Oil(ICE) |
| Oct00 |
001003 |
301.00 |
302.00 |
294.75 |
298.25 |
-1.00 |
|
|
|
| Nov00 |
001003 |
296.00 |
296.50 |
290.25 |
292.50 |
-1.75 |
|
|
|
| Dec00 |
001003 |
289.50 |
291.00 |
285.25 |
288.50 |
-0.25 |
|
|
|
| Jan01 |
001003 |
284.50 |
285.75 |
282.25 |
284.00 |
+0.50 |
|
|
|
| Feb01 |
001003 |
275.00 |
275.00 |
275.00 |
275.00 |
+0.25 |
|
|
|
| Mar01 |
001003 |
266.00 |
266.00 |
266.00 |
266.00 |
+0.25 |
|
|
|
| Apr01 |
001003 |
259.75 |
259.75 |
258.00 |
258.00 |
unch |
|
|
|
| May01 |
001003 |
252.00 |
252.00 |
252.00 |
252.00 |
+0.75 |
|
|
|
| Jun01 |
001003 |
249.00 |
249.00 |
246.75 |
246.75 |
+0.50 |
|
|
|
| Jul01 |
001003 |
244.00 |
244.00 |
244.00 |
244.00 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
25,614 |
123,000 |
+3,973 |
| Ethanol(CBOT) |
| US Dollar Index(ICE) |
| Dec00 |
001003 |
113.500 |
114.080 |
113.500 |
114.020 |
+0.470 |
|
|
|
| Mar01 |
001003 |
113.290 |
113.830 |
113.290 |
113.810 |
+0.470 |
|
|
|
| Jun01 |
001003 |
113.080 |
113.600 |
113.080 |
113.600 |
+0.470 |
|
|
|
| Total Volume and Open Interest |
583 |
6,070 |
+77 |
| Australian Dollar(CME) |
| Dec00 |
001003 |
54.15 |
54.20 |
53.92 |
54.01 |
-0.66 |
987 |
23,328 |
-111 |
| Mar01 |
001003 |
54.03 |
54.03 |
54.03 |
54.03 |
-0.66 |
4 |
341 |
-2 |
| Jun01 |
001003 |
54.05 |
54.05 |
54.05 |
54.05 |
-0.66 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
991 |
23,675 |
-113 |
| British Pound(CME) |
| Dec00 |
001003 |
146.04 |
146.24 |
145.74 |
145.92 |
-1.14 |
4,664 |
30,403 |
-619 |
| Mar01 |
001003 |
146.50 |
146.50 |
146.14 |
146.14 |
-1.14 |
18 |
72 |
+2 |
| Jun01 |
001003 |
146.36 |
146.36 |
146.36 |
146.36 |
-1.14 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,682 |
30,477 |
-617 |
| Canadian Dollar(CME) |
| Dec00 |
001003 |
66.44 |
66.64 |
66.40 |
66.57 |
+0.17 |
9,192 |
77,339 |
+1,621 |
| Mar01 |
001003 |
66.58 |
66.80 |
66.56 |
66.73 |
+0.17 |
169 |
1,639 |
+40 |
| Jun01 |
001003 |
66.72 |
66.90 |
66.72 |
66.88 |
+0.16 |
167 |
507 |
+17 |
| Sep01 |
001003 |
66.87 |
67.09 |
66.87 |
67.02 |
+0.14 |
8 |
74 |
+4 |
| Total Volume and Open Interest |
9,536 |
79,572 |
+1,682 |
| Japanese Yen(CME) |
| Dec00 |
001003 |
93.26 |
93.41 |
93.09 |
93.11 |
+0.03 |
19,650 |
53,935 |
+7,770 |
| Mar01 |
001003 |
94.67 |
94.67 |
94.54 |
94.54 |
+0.03 |
0 |
205 |
+0 |
| Jun01 |
001003 |
95.97 |
95.97 |
95.97 |
95.97 |
+0.03 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
19,650 |
54,249 |
+7,770 |
| Swiss Franc(CME) |
| Dec00 |
001003 |
58.14 |
58.18 |
57.90 |
58.00 |
-0.03 |
6,520 |
42,667 |
+462 |
| Mar01 |
001003 |
58.43 |
58.43 |
58.43 |
58.43 |
-0.03 |
3 |
45 |
-3 |
| Jun01 |
001003 |
58.85 |
58.85 |
58.85 |
58.85 |
-0.03 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
6,523 |
42,714 |
+459 |
| EuroFX(CME) |
| Dec00 |
001003 |
87.94 |
88.06 |
87.62 |
87.73 |
-0.44 |
10,107 |
67,040 |
-599 |
| Mar01 |
001003 |
88.00 |
88.22 |
88.00 |
88.09 |
-0.44 |
70 |
808 |
+36 |
| Total Volume and Open Interest |
10,177 |
67,848 |
-563 |
| Mexican Peso(CME) |
| Dec00 |
001003 |
1038.5 |
1043.0 |
1038.0 |
1042.2 |
+3.8 |
|
|
|
| Jan01 |
001003 |
1035.2 |
1035.2 |
1035.2 |
1035.2 |
+3.8 |
|
|
|
| Total Volume and Open Interest |
4,804 |
10,862 |
|
| 30-Year T-Bonds(CBOT) |
| Dec00 |
001003 |
98~040 |
98~080 |
97~230 |
97~280 |
-0~070 |
188,981 |
371,280 |
+1,841 |
| Mar01 |
001003 |
98~040 |
98~050 |
97~230 |
97~270 |
-0~070 |
119 |
1,818 |
+84 |
| Jun01 |
001003 |
97~250 |
97~250 |
97~250 |
97~250 |
-0~070 |
0 |
82 |
+0 |
| Total Volume and Open Interest |
189,103 |
373,244 |
+1,927 |
| 10-Year T-Notes(CBOT) |
| Dec00 |
001003 |
100~065 |
100~085 |
99~270 |
99~285 |
-0~095 |
107,242 |
545,204 |
+100 |
| Mar01 |
001003 |
100~040 |
100~065 |
99~285 |
99~295 |
-0~090 |
2,546 |
6,104 |
+1,520 |
| Jun01 |
001003 |
99~295 |
99~295 |
99~295 |
99~295 |
-0~090 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
109,788 |
551,309 |
+1,620 |
| 5-Year T-Notes(CBOT) |
| Dec00 |
001003 |
100~072 |
100~078 |
100~044 |
100~054 |
-0~020 |
47,140 |
372,474 |
+694 |
| Mar01 |
001003 |
100~056 |
100~056 |
100~056 |
100~056 |
-0~020 |
7 |
7 |
-15 |
| Total Volume and Open Interest |
47,147 |
372,481 |
+679 |
| 2 Year T-Notes(CBOT) |
| Dec00 |
001003 |
99~125 |
100~004 |
99~117 |
99~121 |
-0~010 |
3,542 |
52,819 |
-901 |
| Total Volume and Open Interest |
3,542 |
52,819 |
-901 |
| Eurodollars(CME) |
| Dec00 |
001003 |
93.265 |
93.280 |
93.250 |
93.260 |
-0.005 |
35,794 |
587,348 |
-2,145 |
| Mar01 |
001003 |
93.460 |
93.470 |
93.420 |
93.430 |
-0.030 |
67,203 |
529,573 |
-7,703 |
| Jun01 |
001003 |
93.505 |
93.530 |
93.470 |
93.485 |
-0.030 |
61,063 |
328,846 |
+574 |
| Sep01 |
001003 |
93.535 |
93.560 |
93.480 |
93.505 |
-0.035 |
51,460 |
316,196 |
+6,649 |
| Dec01 |
001003 |
93.470 |
93.490 |
93.400 |
93.430 |
-0.040 |
17,576 |
210,404 |
+3,494 |
| Mar02 |
001003 |
93.525 |
93.540 |
93.465 |
93.485 |
-0.040 |
13,862 |
182,740 |
+4,749 |
| Jun02 |
001003 |
93.485 |
93.495 |
93.440 |
93.445 |
-0.040 |
10,273 |
132,666 |
+4,079 |
| Sep02 |
001003 |
93.460 |
93.475 |
93.415 |
93.420 |
-0.040 |
8,142 |
104,896 |
+3,686 |
| Dec02 |
001003 |
93.370 |
93.375 |
93.320 |
93.325 |
-0.040 |
4,422 |
82,816 |
+155 |
| Mar03 |
001003 |
93.410 |
93.420 |
93.355 |
93.365 |
-0.040 |
4,936 |
76,338 |
+73 |
| Jun03 |
001003 |
93.380 |
93.385 |
93.325 |
93.330 |
-0.040 |
4,302 |
52,749 |
+314 |
| Sep03 |
001003 |
93.360 |
93.360 |
93.300 |
93.300 |
-0.040 |
4,216 |
56,442 |
+1,056 |
| Dec03 |
001003 |
93.255 |
93.265 |
93.210 |
93.210 |
-0.035 |
1,471 |
42,846 |
+9 |
| Mar04 |
001003 |
93.300 |
93.300 |
93.240 |
93.240 |
-0.035 |
1,399 |
42,462 |
+114 |
| Jun04 |
001003 |
93.240 |
93.240 |
93.200 |
93.200 |
-0.035 |
1,330 |
45,503 |
+249 |
| Sep04 |
001003 |
93.205 |
93.215 |
93.160 |
93.160 |
-0.035 |
1,648 |
36,255 |
-34 |
| Dec04 |
001003 |
93.120 |
93.120 |
93.060 |
93.060 |
-0.035 |
1,795 |
31,924 |
+178 |
| Mar05 |
001003 |
93.140 |
93.145 |
93.085 |
93.085 |
-0.035 |
2,265 |
26,578 |
+446 |
| Total Volume and Open Interest |
301,971 |
3,057,016 |
+16,473 |
| 30 Day Federal Funds(CBOT) |
| Oct00 |
001003 |
93.505 |
93.505 |
93.500 |
93.505 |
unch |
|
|
|
| Nov00 |
001003 |
93.505 |
93.510 |
93.500 |
93.505 |
unch |
|
|
|
| Dec00 |
001003 |
93.510 |
93.520 |
93.505 |
93.510 |
-0.005 |
|
|
|
| Jan01 |
001003 |
93.535 |
93.540 |
93.510 |
93.515 |
-0.020 |
|
|
|
| Feb01 |
001003 |
93.590 |
93.590 |
93.550 |
93.560 |
-0.030 |
|
|
|
| Mar01 |
001003 |
93.565 |
93.580 |
93.565 |
93.580 |
-0.010 |
|
|
|
| Total Volume and Open Interest |
1,068 |
44,666 |
-9,889 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Dec00 |
001003 |
99.47 |
99.47 |
99.46 |
99.47 |
+0.01 |
659 |
14,085 |
-147 |
| Mar01 |
001003 |
99.49 |
99.49 |
99.48 |
99.48 |
+0.01 |
283 |
15,458 |
-264 |
| Jun01 |
001003 |
99.43 |
99.44 |
99.43 |
99.43 |
unch |
106 |
6,691 |
-789 |
| Sep01 |
001003 |
99.34 |
99.35 |
99.34 |
99.34 |
-0.01 |
147 |
9,946 |
+33 |
| Dec01 |
001003 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.01 |
14 |
5,068 |
+18 |
| Mar02 |
001003 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
13 |
2,624 |
-113 |
| Jun02 |
001003 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
0 |
627 |
-100 |
| Sep02 |
001003 |
98.92 |
98.92 |
98.92 |
98.92 |
unch |
0 |
36 |
+0 |
| Dec02 |
001003 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
30 |
+0 |
| Mar03 |
001003 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
|
|
|
| Total Volume and Open Interest |
1,222 |
54,565 |
-1,362 |
| 3-Mth Euro-Yen(SGX) |
| Dec00 |
001003 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.00 |
|
|
|
| Mar01 |
001003 |
99.49 |
99.49 |
99.47 |
99.48 |
-0.01 |
|
|
|
| Jun01 |
001003 |
99.44 |
99.46 |
99.43 |
99.43 |
-0.01 |
|
|
|
| Sep01 |
001003 |
99.35 |
99.36 |
99.34 |
99.34 |
-0.02 |
|
|
|
| Dec01 |
001003 |
99.23 |
99.24 |
99.22 |
99.22 |
-0.01 |
|
|
|
| Mar02 |
001003 |
99.17 |
99.17 |
99.17 |
99.17 |
0.00 |
|
|
|
| Jun02 |
001003 |
99.06 |
99.07 |
99.06 |
99.06 |
unch |
|
|
|
| Sep02 |
001003 |
98.92 |
98.93 |
98.92 |
98.92 |
unch |
|
|
|
| Total Volume and Open Interest |
19,205 |
394,338 |
-2,746 |
| Japanese Gov't Bonds(SGX) |
| Dec00 |
001003 |
132.60 |
132.75 |
132.50 |
132.68 |
+0.12 |
|
|
|
| Mar01 |
001003 |
131.86 |
131.96 |
131.86 |
131.96 |
+0.10 |
|
|
|
| Jun01 |
001003 |
131.86 |
131.96 |
131.86 |
131.96 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
4,120 |
10,760 |
+74 |
| Euro-Bund(EUREX) |
| Dec00 |
001003 |
105.26 |
105.55 |
105.09 |
105.20 |
-0.05 |
|
|
|
| Mar01 |
001003 |
105.45 |
105.45 |
105.29 |
105.29 |
-0.05 |
|
|
|
| Jun01 |
001003 |
105.08 |
105.08 |
105.08 |
105.08 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
362,891 |
729,306 |
+37,032 |
| Euro-Bobl(EUREX) |
| Dec00 |
001003 |
103.48 |
103.58 |
103.40 |
103.47 |
unch |
|
|
|
| Mar01 |
001003 |
103.27 |
103.27 |
103.27 |
103.27 |
+0.01 |
|
|
|
| Jun01 |
001003 |
103.05 |
103.05 |
103.05 |
103.05 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(EUREX) |
| Dec00 |
001003 |
94.880 |
94.880 |
94.865 |
94.865 |
-0.025 |
|
|
|
| Mar01 |
001003 |
94.905 |
94.905 |
94.895 |
94.895 |
-0.015 |
|
|
|
| Jun01 |
001003 |
94.885 |
94.885 |
94.875 |
94.875 |
-0.010 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Dec00 |
001003 |
113~13 |
113~13 |
113~02 |
113~06 |
-0~03 |
|
|
|
| Mar01 |
001003 |
112~28 |
112~28 |
112~28 |
112~28 |
-0~03 |
|
|
|
| Total Volume and Open Interest |
23,986 |
77,606 |
-1,224 |
| 3-Mth Short Sterling(LIFFE) |
| Dec00 |
001003 |
93.78 |
93.79 |
93.75 |
93.76 |
-0.02 |
|
|
|
| Mar01 |
001003 |
93.77 |
93.78 |
93.74 |
93.75 |
-0.02 |
|
|
|
| Jun01 |
001003 |
93.76 |
93.76 |
93.72 |
93.73 |
-0.02 |
|
|
|
| Sep01 |
001003 |
93.73 |
93.74 |
93.71 |
93.71 |
-0.02 |
|
|
|
| Dec01 |
001003 |
93.71 |
93.71 |
93.67 |
93.68 |
-0.02 |
|
|
|
| Mar02 |
001003 |
93.69 |
93.69 |
93.66 |
93.66 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
56,827 |
763,727 |
+1,425 |
| 3-Mth Euribor(LIFFE) |
| Dec00 |
001003 |
94.905 |
94.905 |
94.865 |
94.875 |
+0.010 |
|
|
|
| Mar01 |
001003 |
94.925 |
94.925 |
94.890 |
94.905 |
+0.010 |
|
|
|
| Jun01 |
001003 |
94.900 |
94.900 |
94.870 |
94.885 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
197,664 |
1,221,722 |
+3,270 |
| 3-Mth Aus T-Bills(SFE) |
| Dec00 |
001003 |
93.51 |
93.51 |
93.46 |
93.48 |
-0.04 |
|
|
|
| Mar01 |
001003 |
93.51 |
93.51 |
93.47 |
93.49 |
-0.04 |
|
|
|
| Jun01 |
001003 |
93.55 |
93.55 |
93.49 |
93.53 |
-0.04 |
|
|
|
| Sep01 |
001003 |
93.56 |
93.58 |
93.53 |
93.56 |
-0.05 |
|
|
|
| Dec01 |
001003 |
93.55 |
93.55 |
93.54 |
93.55 |
-0.04 |
|
|
|
| Mar02 |
001003 |
93.54 |
93.54 |
93.53 |
93.54 |
-0.03 |
|
|
|
| Jun02 |
001003 |
93.52 |
93.52 |
93.52 |
93.52 |
-0.04 |
|
|
|
| Sep02 |
001003 |
93.50 |
93.50 |
93.50 |
93.50 |
-0.04 |
|
|
|
| Dec02 |
001003 |
93.46 |
93.46 |
93.46 |
93.46 |
-0.04 |
|
|
|
| Mar03 |
001003 |
93.45 |
93.45 |
93.44 |
93.44 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
29,444 |
366,485 |
+17,332 |
| 10-Year Aus T-Bonds(SFE) |
| Dec00 |
001003 |
93.88 |
93.88 |
93.83 |
93.86 |
-0.03 |
|
|
|
| Mar01 |
001003 |
93.87 |
93.87 |
93.87 |
93.87 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
5,969 |
100,669 |
+2,934 |
| 3-Year Aus T-Bonds(SFE) |
| Dec00 |
001003 |
93.89 |
93.89 |
93.84 |
93.86 |
-0.03 |
|
|
|
| Mar01 |
001003 |
93.83 |
93.83 |
93.83 |
93.83 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
19,728 |
184,777 |
+12,516 |
| Gold(CMX) |
| Oct00 |
001003 |
272.1 |
272.8 |
271.5 |
271.6 |
-1.5 |
22 |
64 |
-594 |
| Dec00 |
001003 |
275.7 |
276.0 |
274.5 |
274.8 |
-1.5 |
11,620 |
78,949 |
+419 |
| Feb01 |
001003 |
278.1 |
278.2 |
277.2 |
277.5 |
-1.5 |
45 |
15,175 |
+18 |
| Apr01 |
001003 |
280.0 |
280.0 |
280.0 |
280.0 |
-1.6 |
210 |
3,937 |
+78 |
| Jun01 |
001003 |
284.1 |
284.1 |
282.5 |
282.5 |
-1.6 |
250 |
8,707 |
+0 |
| Aug01 |
001003 |
285.0 |
285.0 |
285.0 |
285.0 |
-1.6 |
0 |
2,349 |
+0 |
| Oct01 |
001003 |
287.3 |
287.3 |
287.3 |
287.3 |
-1.6 |
0 |
428 |
+0 |
| Dec01 |
001003 |
290.0 |
290.0 |
289.7 |
289.7 |
-1.6 |
2 |
4,596 |
+0 |
| Feb02 |
001003 |
292.1 |
292.1 |
292.1 |
292.1 |
-1.6 |
0 |
10 |
+0 |
| Apr02 |
001003 |
294.5 |
294.5 |
294.5 |
294.5 |
-1.6 |
|
|
|
| Jun02 |
001003 |
296.8 |
296.8 |
296.8 |
296.8 |
-1.6 |
48 |
3,214 |
+0 |
| Aug02 |
001003 |
299.2 |
299.2 |
299.2 |
299.2 |
-1.6 |
|
|
|
| Total Volume and Open Interest |
11,946 |
123,966 |
-78 |
| Silver(CMX) |
| Dec00 |
001003 |
495.0 |
496.5 |
494.5 |
496.2 |
+0.7 |
3,211 |
58,597 |
+219 |
| Mar01 |
001003 |
500.5 |
502.4 |
500.5 |
502.4 |
+0.7 |
451 |
3,167 |
+387 |
| May01 |
001003 |
505.7 |
505.7 |
505.7 |
505.7 |
+0.7 |
4 |
1,236 |
+0 |
| Jul01 |
001003 |
508.9 |
508.9 |
508.9 |
508.9 |
+0.7 |
2 |
1,718 |
+0 |
| Sep01 |
001003 |
512.0 |
512.0 |
512.0 |
512.0 |
+0.8 |
0 |
2,961 |
+0 |
| Dec01 |
001003 |
515.5 |
515.5 |
515.5 |
515.5 |
+0.8 |
1 |
1,302 |
+0 |
| Mar02 |
001003 |
520.9 |
520.9 |
520.9 |
520.9 |
+0.8 |
|
|
|
| Total Volume and Open Interest |
3,663 |
72,610 |
+616 |
| Platinum(NYMEX) |
| Oct00 |
001003 |
581.0 |
584.0 |
580.0 |
580.7 |
+1.2 |
296 |
390 |
-159 |
| Jan01 |
001003 |
556.5 |
564.0 |
556.5 |
560.7 |
+1.2 |
689 |
8,080 |
+10 |
| Apr01 |
001003 |
550.7 |
550.7 |
550.7 |
550.7 |
+1.2 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
985 |
8,476 |
-149 |
| Palladium(NYMEX) |
| Dec00 |
001003 |
718.00 |
750.00 |
716.00 |
727.80 |
+10.80 |
93 |
1,177 |
-48 |
| Mar01 |
001003 |
727.80 |
727.80 |
727.80 |
727.80 |
+11.00 |
60 |
692 |
+60 |
| Total Volume and Open Interest |
153 |
1,869 |
+12 |
| Copper(CMX) |
| Dec00 |
001003 |
89.10 |
90.30 |
88.90 |
90.25 |
+0.35 |
20,028 |
48,097 |
-6,450 |
| Mar01 |
001003 |
89.40 |
90.40 |
89.10 |
90.30 |
+0.30 |
1,254 |
7,413 |
+1,001 |
| May01 |
001003 |
89.30 |
90.15 |
89.00 |
90.05 |
+0.15 |
179 |
1,772 |
+88 |
| Jul01 |
001003 |
89.10 |
89.80 |
89.00 |
89.60 |
+0.05 |
61 |
1,472 |
+60 |
| Sep01 |
001003 |
88.80 |
89.10 |
88.80 |
89.00 |
-0.20 |
22 |
722 |
+11 |
| Total Volume and Open Interest |
22,343 |
76,862 |
-5,275 |
| Aluminum(CMX) |
| DJIA Index(CBOT) |
| Dec00 |
001003 |
10850 |
10975 |
10795 |
10812 |
-13 |
8,084 |
11,778 |
+38 |
| Mar01 |
001003 |
10985 |
11100 |
10957 |
10957 |
-13 |
4 |
25 |
+3 |
| Jun01 |
001003 |
11103 |
11103 |
11103 |
11103 |
-13 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8,088 |
11,810 |
+41 |
| S & P 500(CME) |
| Dec00 |
001003 |
1463.00 |
1473.50 |
1439.00 |
1441.50 |
-14.70 |
63,347 |
392,006 |
+1,062 |
| Mar01 |
001003 |
1483.50 |
1483.50 |
1462.00 |
1463.10 |
-14.70 |
81 |
2,424 |
-11 |
| Jun01 |
001003 |
1489.90 |
1489.90 |
1484.30 |
1484.30 |
-15.00 |
0 |
1,381 |
+0 |
| Sep01 |
001003 |
1510.20 |
1510.20 |
1506.30 |
1506.30 |
-15.00 |
0 |
253 |
+0 |
| Total Volume and Open Interest |
63,432 |
396,181 |
+1,053 |
| S & P 500 E-Mini(Globex) |
| Dec00 |
001003 |
1457.25 |
1474.00 |
1438.75 |
1441.50 |
-15.00 |
84,100 |
34,114 |
+124 |
| Mar01 |
001003 |
1463.00 |
1463.00 |
1463.00 |
1463.00 |
-14.75 |
0 |
5 |
-1 |
| Total Volume and Open Interest |
84,100 |
34,119 |
+123 |
| NASDAQ 100(CME) |
| Dec00 |
001003 |
3585.00 |
3595.00 |
3385.00 |
3397.00 |
-131.50 |
17,260 |
29,913 |
+1,158 |
| Mar01 |
001003 |
3457.00 |
3457.00 |
3457.00 |
3457.00 |
-131.50 |
0 |
44 |
+0 |
| Jun01 |
001003 |
3505.00 |
3505.00 |
3505.00 |
3505.00 |
-131.50 |
|
|
|
| Total Volume and Open Interest |
17,260 |
29,957 |
+1,158 |
| NASDAQ 100 E-Mini(Globex) |
| S & P Midcap 400(CME) |
| Dec00 |
001003 |
540.50 |
543.00 |
527.50 |
527.50 |
-13.25 |
|
|
|
| Mar01 |
001003 |
533.50 |
533.50 |
533.50 |
533.50 |
-13.25 |
|
|
|
| Jun01 |
001003 |
543.00 |
543.00 |
543.00 |
543.00 |
-13.25 |
|
|
|
| Total Volume and Open Interest |
1,606 |
15,081 |
+261 |
| Russell 2000(CME) |
| Dec00 |
001003 |
523.00 |
523.00 |
508.50 |
510.80 |
-7.95 |
2,531 |
12,519 |
-8 |
| Mar01 |
001003 |
518.30 |
518.30 |
518.30 |
518.30 |
-7.95 |
|
|
|
| Jun01 |
001003 |
525.85 |
525.85 |
525.85 |
525.85 |
-7.95 |
|
|
|
| Total Volume and Open Interest |
2,531 |
12,519 |
-8 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec00 |
001003 |
15880 |
15980 |
15795 |
15905 |
unch |
|
|
|
| Mar01 |
001003 |
15920 |
15920 |
15920 |
15920 |
unch |
|
|
|
| Total Volume and Open Interest |
9,324 |
90,524 |
-507 |
| Nikkei 225(SGX) |
| Dec00 |
001003 |
15880 |
15980 |
15795 |
15905 |
unch |
|
|
|
| Mar01 |
001003 |
15920 |
15920 |
15920 |
15920 |
unch |
|
|
|
| Jun01 |
001003 |
15910 |
15910 |
15910 |
15910 |
unch |
|
|
|
| Total Volume and Open Interest |
9,324 |
90,524 |
-507 |
| CAC 40(EURONEXT) |
| Oct00 |
001003 |
6342.0 |
6457.0 |
6319.0 |
6427.0 |
+61.0 |
|
|
|
| Nov00 |
001003 |
6368.0 |
6459.5 |
6368.0 |
6453.0 |
+61.5 |
|
|
|
| Dec00 |
001003 |
6380.0 |
6498.0 |
6370.0 |
6476.0 |
+61.5 |
|
|
|
| Total Volume and Open Interest |
54,744 |
349,977 |
+19,054 |
| Hang Seng Index(HKFE) |
| Oct00 |
001003 |
15470 |
15719 |
15445 |
15699 |
-1 |
|
|
|
| Nov00 |
001003 |
15530 |
15753 |
15530 |
15753 |
+7 |
18 |
11 |
|
| Dec00 |
001003 |
15629 |
15812 |
15629 |
15812 |
+2 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX(EUREX) |
| Dec00 |
001002 |
6850.0 |
6977.0 |
6835.5 |
6945.0 |
+71.0 |
|
|
|
| Mar01 |
001002 |
7000.0 |
7059.5 |
6999.0 |
7035.0 |
+71.5 |
|
|
|
| Jun01 |
001002 |
7077.0 |
7134.5 |
7077.0 |
7115.5 |
+71.5 |
|
|
|
| Total Volume and Open Interest |
29,857 |
152,014 |
+897 |
| FT-SE 100(EURONEXT) |
| Dec00 |
001003 |
6370.00 |
6427.50 |
6351.50 |
6405.50 |
+19.50 |
|
|
|
| Mar01 |
001003 |
6461.50 |
6463.00 |
6461.50 |
6463.00 |
+20.00 |
|
|
|
| Jun01 |
001003 |
6532.00 |
6532.00 |
6532.00 |
6532.00 |
+20.00 |
|
|
|
| Total Volume and Open Interest |
45,747 |
249,694 |
-3,475 |
| SPI 200(SFE) |
| Dec00 |
001003 |
3334.0 |
3376.0 |
3324.0 |
3365.0 |
+25.0 |
4,705 |
106,098 |
+981 |
| Mar01 |
001003 |
3387.0 |
3395.0 |
3384.0 |
3390.0 |
+26.0 |
4 |
1,283 |
+0 |
| Jun01 |
001003 |
3417.0 |
3417.0 |
3417.0 |
3417.0 |
+25.0 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
4,709 |
107,555 |
+981 |
| GSCI(CME) |
| Oct00 |
001003 |
243.30 |
243.75 |
241.80 |
243.05 |
-0.70 |
288 |
33,738 |
+123 |
| Nov00 |
001003 |
242.15 |
243.00 |
242.15 |
243.00 |
+0.40 |
1 |
1 |
+1 |
| Dec00 |
001003 |
243.00 |
243.00 |
243.00 |
243.00 |
+0.30 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
289 |
33,759 |
+124 |
| Reuters CCI(ICE) |
| Nov00 |
001003 |
226.20 |
227.70 |
226.15 |
227.70 |
+1.50 |
110 |
571 |
+15 |
| Jan01 |
001003 |
226.10 |
227.70 |
226.10 |
227.70 |
+1.50 |
2 |
661 |
+0 |
| Feb01 |
001003 |
226.20 |
226.20 |
226.20 |
226.20 |
+1.50 |
0 |
351 |
+0 |
| Total Volume and Open Interest |
112 |
1,586 |
+15 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|