|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 31, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov00 |
001031 |
456.00 |
462.50 |
455.00 |
459.75 |
+3.75 |
48,832 |
22,246 |
-18,512 |
| Jan01 |
001031 |
467.00 |
473.50 |
465.75 |
470.25 |
+3.50 |
47,158 |
85,116 |
+11,806 |
| Mar01 |
001031 |
477.00 |
483.00 |
475.50 |
478.75 |
+2.25 |
7,589 |
30,795 |
+1,596 |
| May01 |
001031 |
485.00 |
490.50 |
484.00 |
487.25 |
+2.50 |
2,011 |
15,728 |
+412 |
| Jul01 |
001031 |
493.00 |
498.50 |
491.50 |
495.25 |
+2.50 |
2,987 |
19,932 |
-53 |
| Aug01 |
001031 |
495.00 |
499.00 |
494.00 |
496.00 |
+2.00 |
19 |
717 |
+8 |
| Sep01 |
001031 |
499.00 |
502.00 |
498.00 |
499.00 |
unch |
7 |
178 |
+2 |
| Total Volume and Open Interest |
109,115 |
180,618 |
-4,648 |
| Soybean Meal(CBOT) |
| Dec00 |
001031 |
166.70 |
170.50 |
166.30 |
169.60 |
+2.70 |
11,903 |
47,764 |
-266 |
| Jan01 |
001031 |
164.80 |
168.50 |
164.50 |
167.40 |
+2.40 |
4,151 |
25,323 |
+89 |
| Mar01 |
001031 |
163.80 |
166.50 |
163.10 |
165.90 |
+2.10 |
2,593 |
14,225 |
+61 |
| May01 |
001031 |
163.40 |
165.50 |
162.70 |
165.10 |
+1.90 |
688 |
9,340 |
+97 |
| Jul01 |
001031 |
164.10 |
166.00 |
163.50 |
165.50 |
+1.50 |
643 |
6,564 |
+83 |
| Aug01 |
001031 |
164.00 |
165.80 |
163.50 |
165.00 |
+1.00 |
68 |
1,391 |
+40 |
| Sep01 |
001031 |
164.50 |
165.50 |
164.50 |
164.50 |
+1.40 |
46 |
1,024 |
+45 |
| Oct01 |
001031 |
164.50 |
165.00 |
164.50 |
164.50 |
+1.40 |
83 |
369 |
+83 |
| Total Volume and Open Interest |
20,179 |
107,051 |
+236 |
| Soybean Oil(CBOT) |
| Dec00 |
001031 |
14.69 |
14.85 |
14.60 |
14.62 |
+0.05 |
8,706 |
65,164 |
-1,273 |
| Jan01 |
001031 |
15.00 |
15.13 |
14.89 |
14.90 |
+0.02 |
3,595 |
29,768 |
+623 |
| Mar01 |
001031 |
15.38 |
15.52 |
15.29 |
15.30 |
+0.02 |
2,531 |
20,721 |
+394 |
| May01 |
001031 |
15.78 |
15.95 |
15.70 |
15.70 |
+0.04 |
613 |
11,993 |
+173 |
| Jul01 |
001031 |
16.25 |
16.26 |
16.08 |
16.08 |
+0.03 |
555 |
7,834 |
+24 |
| Aug01 |
001031 |
16.40 |
16.42 |
16.21 |
16.21 |
+0.01 |
193 |
1,968 |
+187 |
| Sep01 |
001031 |
16.55 |
16.60 |
16.36 |
16.36 |
+0.05 |
51 |
1,613 |
+51 |
| Oct01 |
001031 |
16.44 |
16.44 |
16.44 |
16.44 |
+0.03 |
5 |
1,475 |
+4 |
| Total Volume and Open Interest |
16,513 |
145,312 |
+423 |
| Canola(WCE) |
| Nov00 |
001031 |
246.0 |
248.8 |
245.0 |
245.2 |
-1.6 |
4,227 |
6,567 |
-769 |
| Jan01 |
001031 |
252.5 |
255.4 |
252.0 |
253.2 |
-0.1 |
4,762 |
39,086 |
-251 |
| Mar01 |
001031 |
258.5 |
261.1 |
257.7 |
258.9 |
+0.1 |
840 |
17,664 |
+115 |
| May01 |
001031 |
265.5 |
266.3 |
264.1 |
264.1 |
-0.6 |
248 |
2,224 |
-56 |
| Jul01 |
001031 |
270.7 |
272.7 |
270.7 |
272.0 |
+1.3 |
24 |
2,245 |
+22 |
| Total Volume and Open Interest |
10,101 |
68,480 |
-1,335 |
| Corn(CBOT) |
| Nov00 |
001031 |
195.50 |
202.50 |
195.50 |
202.25 |
+6.25 |
1,153 |
1,745 |
-184 |
| Dec00 |
001031 |
199.50 |
207.25 |
199.25 |
206.00 |
+5.50 |
34,310 |
193,604 |
-1,267 |
| Jan01 |
001031 |
207.00 |
210.50 |
207.00 |
210.00 |
+5.75 |
91 |
779 |
+38 |
| Mar01 |
001031 |
211.50 |
218.50 |
211.25 |
217.50 |
+5.50 |
9,918 |
120,182 |
+3,037 |
| May01 |
001031 |
219.75 |
226.25 |
219.50 |
225.00 |
+5.25 |
1,943 |
34,946 |
+909 |
| Jul01 |
001031 |
226.75 |
233.75 |
226.50 |
232.75 |
+5.25 |
2,726 |
42,418 |
+875 |
| Total Volume and Open Interest |
51,739 |
421,096 |
+3,728 |
| Wheat(CBOT) |
| Dec00 |
001031 |
254.00 |
258.50 |
250.50 |
254.75 |
-0.75 |
14,243 |
89,642 |
-2,256 |
| Mar01 |
001031 |
272.00 |
276.00 |
269.00 |
273.00 |
-0.25 |
4,922 |
38,772 |
+2,205 |
| May01 |
001031 |
280.00 |
286.00 |
279.50 |
282.50 |
-0.50 |
210 |
2,629 |
+39 |
| Jul01 |
001031 |
291.25 |
295.00 |
289.00 |
291.75 |
-0.75 |
445 |
19,024 |
+172 |
| Sep01 |
001031 |
301.50 |
301.50 |
300.00 |
300.75 |
+0.25 |
20 |
837 |
+20 |
| Total Volume and Open Interest |
19,888 |
153,173 |
+208 |
| Wheat(KCBT) |
| Dec00 |
001031 |
304.25 |
308.00 |
303.00 |
305.50 |
-0.25 |
4,037 |
46,682 |
-409 |
| Mar01 |
001031 |
319.00 |
322.75 |
317.00 |
319.75 |
-2.00 |
2,251 |
28,069 |
+64 |
| May01 |
001031 |
328.00 |
330.00 |
325.50 |
327.50 |
-2.75 |
177 |
2,579 |
-7 |
| Jul01 |
001031 |
333.00 |
336.25 |
332.00 |
335.25 |
+0.25 |
590 |
8,645 |
+6 |
| Sep01 |
001031 |
340.00 |
340.00 |
340.00 |
340.00 |
-1.25 |
23 |
210 |
+1 |
| Total Volume and Open Interest |
7,078 |
86,278 |
-345 |
| Wheat(MGE) |
| Dec00 |
001031 |
318.00 |
319.25 |
315.50 |
315.75 |
-3.25 |
2,310 |
15,157 |
-477 |
| Mar01 |
001031 |
331.00 |
333.75 |
329.75 |
330.75 |
-2.50 |
713 |
6,868 |
+77 |
| May01 |
001031 |
339.00 |
342.25 |
338.00 |
338.50 |
-3.00 |
28 |
1,544 |
+18 |
| Jul01 |
001031 |
347.25 |
348.50 |
346.00 |
346.50 |
-2.00 |
8 |
618 |
-3 |
| Sep01 |
001031 |
354.00 |
355.25 |
352.50 |
352.50 |
-2.50 |
0 |
341 |
+0 |
| Total Volume and Open Interest |
3,062 |
24,686 |
-384 |
| Oats(CBOT) |
| Dec00 |
001031 |
106.50 |
108.25 |
106.50 |
108.00 |
+0.75 |
568 |
9,675 |
-136 |
| Mar01 |
001031 |
115.75 |
117.50 |
115.75 |
117.00 |
+0.75 |
143 |
3,469 |
-6 |
| May01 |
001031 |
121.00 |
121.50 |
120.75 |
121.50 |
+1.00 |
20 |
229 |
+8 |
| Jul01 |
001031 |
126.50 |
126.50 |
126.50 |
126.50 |
+1.00 |
1 |
152 |
+1 |
| Total Volume and Open Interest |
758 |
13,900 |
-127 |
| Rough Rice(CBOT) |
| Nov00 |
001031 |
6.28 |
6.28 |
6.12 |
6.20 |
-0.10 |
|
|
|
| Jan01 |
001031 |
6.37 |
6.46 |
6.36 |
6.43 |
+0.04 |
672 |
3,956 |
-32 |
| Mar01 |
001031 |
6.54 |
6.64 |
6.54 |
6.60 |
+0.03 |
99 |
1,126 |
+30 |
| May01 |
001031 |
6.75 |
6.80 |
6.75 |
6.78 |
+0.03 |
21 |
530 |
+11 |
| Total Volume and Open Interest |
1,059 |
6,143 |
-91 |
| Live Cattle(CME) |
| Oct00 |
001031 |
71.700 |
72.900 |
71.650 |
72.500 |
+1.000 |
1,304 |
1,038 |
-871 |
| Dec00 |
001031 |
72.600 |
72.700 |
72.250 |
72.675 |
+0.275 |
5,668 |
63,125 |
-707 |
| Feb01 |
001031 |
73.850 |
74.150 |
73.750 |
74.075 |
+0.400 |
2,620 |
29,211 |
+1,571 |
| Apr01 |
001031 |
74.650 |
74.950 |
74.625 |
74.925 |
+0.350 |
837 |
17,742 |
+40 |
| Jun01 |
001031 |
71.400 |
71.675 |
71.375 |
71.625 |
+0.400 |
251 |
6,753 |
+8 |
| Aug01 |
001031 |
71.225 |
71.650 |
71.225 |
71.625 |
+0.450 |
185 |
4,461 |
-20 |
| Total Volume and Open Interest |
10,870 |
123,238 |
+20 |
| Feeder Cattle(CME) |
| Nov00 |
001031 |
88.750 |
88.800 |
88.675 |
88.775 |
+0.200 |
303 |
4,041 |
-161 |
| Jan01 |
001031 |
89.500 |
89.750 |
89.250 |
89.375 |
unch |
655 |
7,065 |
+168 |
| Mar01 |
001031 |
88.800 |
88.950 |
88.525 |
88.575 |
-0.100 |
178 |
3,261 |
+26 |
| Apr01 |
001031 |
88.700 |
88.750 |
88.350 |
88.550 |
-0.050 |
31 |
1,124 |
+2 |
| May01 |
001031 |
88.200 |
88.200 |
87.850 |
88.150 |
+0.150 |
30 |
1,263 |
+19 |
| Aug01 |
001031 |
88.000 |
88.150 |
87.700 |
87.875 |
-0.075 |
20 |
411 |
+11 |
| Sep01 |
001031 |
88.100 |
88.150 |
87.600 |
87.800 |
-0.250 |
6 |
36 |
+3 |
| Total Volume and Open Interest |
1,224 |
17,201 |
-1,168 |
| Lean Hogs(CME) |
| Dec00 |
001031 |
50.550 |
51.250 |
50.500 |
51.175 |
+0.425 |
2,976 |
20,832 |
-205 |
| Feb01 |
001031 |
52.550 |
53.250 |
52.500 |
53.150 |
+0.275 |
610 |
7,844 |
-27 |
| Apr01 |
001031 |
51.900 |
52.425 |
51.750 |
52.225 |
+0.325 |
222 |
3,379 |
-73 |
| Jun01 |
001031 |
58.925 |
59.450 |
58.900 |
59.375 |
+0.375 |
60 |
1,340 |
+26 |
| Jul01 |
001031 |
57.500 |
57.850 |
57.300 |
57.675 |
+0.325 |
7 |
386 |
+6 |
| Aug01 |
001031 |
55.750 |
55.900 |
55.650 |
55.875 |
+0.175 |
14 |
305 |
+10 |
| Oct01 |
001031 |
48.300 |
48.300 |
48.050 |
48.300 |
-0.075 |
2 |
353 |
-1 |
| Dec01 |
001031 |
45.900 |
45.950 |
45.550 |
45.925 |
+0.225 |
1 |
281 |
+0 |
| Total Volume and Open Interest |
3,892 |
34,720 |
-264 |
| Pork Bellies(CME) |
| Feb01 |
001031 |
60.300 |
61.450 |
59.950 |
61.275 |
+0.975 |
299 |
2,236 |
+45 |
| Mar01 |
001031 |
61.150 |
61.200 |
61.150 |
61.150 |
+1.100 |
13 |
107 |
+0 |
| May01 |
001031 |
61.800 |
62.200 |
61.800 |
61.900 |
+0.900 |
0 |
58 |
+2 |
| Jul01 |
001031 |
60.550 |
61.500 |
60.550 |
60.550 |
unch |
0 |
30 |
+0 |
| Aug01 |
001031 |
62.500 |
62.500 |
62.500 |
62.500 |
+1.500 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
312 |
2,437 |
+47 |
| Class III Milk(CME) |
| Oct00 |
001031 |
10.00 |
10.00 |
10.00 |
10.00 |
unch |
7 |
1,737 |
-7 |
| Nov00 |
001031 |
8.85 |
8.90 |
8.80 |
8.90 |
unch |
24 |
1,208 |
+0 |
| Dec00 |
001031 |
9.25 |
9.25 |
9.25 |
9.25 |
-0.04 |
23 |
1,088 |
-4 |
| Jan01 |
001031 |
9.79 |
9.79 |
9.75 |
9.75 |
-0.02 |
68 |
663 |
+42 |
| Feb01 |
001031 |
9.78 |
9.78 |
9.78 |
9.78 |
unch |
28 |
658 |
+20 |
| Total Volume and Open Interest |
172 |
7,598 |
+56 |
| Cocoa(ICE) |
| Dec00 |
001031 |
757 |
764 |
752 |
755 |
-2 |
5,458 |
36,850 |
-922 |
| Mar01 |
001031 |
791 |
798 |
784 |
787 |
-2 |
2,078 |
27,407 |
+344 |
| May01 |
001031 |
813 |
818 |
805 |
809 |
-1 |
350 |
15,416 |
-5 |
| Jul01 |
001031 |
834 |
836 |
831 |
831 |
-2 |
1,984 |
12,312 |
+1,464 |
| Sep01 |
001031 |
858 |
860 |
854 |
854 |
-3 |
306 |
10,316 |
+1 |
| Dec01 |
001031 |
893 |
894 |
887 |
887 |
-2 |
10 |
12,424 |
+9 |
| Mar02 |
001031 |
926 |
926 |
920 |
920 |
-2 |
48 |
10,144 |
+1 |
| Total Volume and Open Interest |
10,758 |
144,215 |
+1,192 |
| Coffee "C"(ICE) |
| Dec00 |
001031 |
73.75 |
75.15 |
73.50 |
74.40 |
+0.90 |
5,718 |
25,757 |
+199 |
| Mar01 |
001031 |
78.75 |
79.90 |
78.50 |
79.25 |
+0.80 |
2,445 |
10,828 |
+393 |
| May01 |
001031 |
82.00 |
83.00 |
81.75 |
82.35 |
+0.80 |
587 |
2,969 |
+69 |
| Jul01 |
001031 |
84.90 |
85.50 |
84.80 |
85.25 |
+0.75 |
215 |
1,880 |
-1 |
| Sep01 |
001031 |
87.75 |
88.00 |
87.75 |
88.00 |
+0.75 |
185 |
2,419 |
+120 |
| Dec01 |
001031 |
92.00 |
92.00 |
92.00 |
92.00 |
+0.75 |
176 |
680 |
+90 |
| Total Volume and Open Interest |
9,329 |
44,545 |
+869 |
| Orange Juice(ICE) |
| Nov00 |
001031 |
66.90 |
67.25 |
66.15 |
66.20 |
-0.65 |
2,447 |
4,193 |
-1,557 |
| Jan01 |
001031 |
71.20 |
71.25 |
70.25 |
70.60 |
-0.40 |
1,749 |
16,361 |
+159 |
| Mar01 |
001031 |
74.40 |
74.40 |
73.50 |
74.00 |
+0.30 |
401 |
8,016 |
+33 |
| May01 |
001031 |
77.00 |
77.00 |
76.50 |
76.65 |
+0.35 |
30 |
1,037 |
+26 |
| Jul01 |
001031 |
79.00 |
79.25 |
79.00 |
79.25 |
+0.35 |
16 |
556 |
+0 |
| Sep01 |
001031 |
81.00 |
81.25 |
81.00 |
81.25 |
-0.25 |
5 |
159 |
+0 |
| Total Volume and Open Interest |
9,329 |
44,545 |
+12,625 |
| Sugar #11(ICE) |
| Mar01 |
001031 |
9.85 |
9.92 |
9.64 |
9.90 |
+0.09 |
10,033 |
89,947 |
+842 |
| May01 |
001031 |
9.40 |
9.44 |
9.23 |
9.42 |
+0.10 |
1,024 |
16,825 |
+200 |
| Jul01 |
001031 |
8.83 |
8.86 |
8.66 |
8.81 |
+0.06 |
671 |
22,364 |
+24 |
| Oct01 |
001031 |
8.58 |
8.58 |
8.42 |
8.52 |
+0.03 |
478 |
17,079 |
+246 |
| Mar02 |
001031 |
8.55 |
8.55 |
8.40 |
8.45 |
+0.02 |
95 |
6,995 |
+11 |
| Total Volume and Open Interest |
12,314 |
154,201 |
+1,319 |
| Sugar #14(ICE) |
| Jan01 |
001031 |
21.26 |
21.26 |
21.26 |
21.26 |
+0.01 |
2 |
1,615 |
+0 |
| Mar01 |
001031 |
21.30 |
21.30 |
21.20 |
21.25 |
+0.05 |
2 |
2,000 |
-18 |
| May01 |
001031 |
21.58 |
21.58 |
21.58 |
21.58 |
+0.02 |
2 |
2,577 |
+0 |
| Jul01 |
001031 |
21.68 |
21.69 |
21.68 |
21.68 |
+0.05 |
16 |
3,663 |
-4 |
| Sep01 |
001031 |
21.69 |
21.70 |
21.69 |
21.69 |
+0.10 |
5 |
1,246 |
+2 |
| Total Volume and Open Interest |
30 |
12,166 |
-18 |
| London Cocoa(LCE) |
| Dec00 |
001031 |
582 |
586 |
580 |
586 |
+4 |
|
|
|
| Mar01 |
001031 |
603 |
608 |
602 |
607 |
+4 |
|
|
|
| May01 |
001031 |
620 |
624 |
619 |
624 |
+4 |
|
|
|
| Jul01 |
001031 |
638 |
639 |
638 |
639 |
+3 |
|
|
|
| Sep01 |
001031 |
649 |
652 |
648 |
652 |
+2 |
|
|
|
| Dec01 |
001031 |
684 |
684 |
682 |
682 |
+3 |
|
|
|
| Mar02 |
001031 |
703 |
709 |
703 |
708 |
+4 |
|
|
|
| Total Volume and Open Interest |
7,758 |
188,559 |
-414 |
| London Coffee(LCE) |
| Nov00 |
001031 |
695.00 |
698.00 |
690.00 |
697.00 |
-1.00 |
|
|
|
| Jan01 |
001031 |
715.00 |
720.00 |
711.00 |
717.00 |
-2.00 |
|
|
|
| Mar01 |
001031 |
743.00 |
744.00 |
738.00 |
742.00 |
-2.00 |
|
|
|
| May01 |
001031 |
770.00 |
770.00 |
765.00 |
768.00 |
-2.00 |
|
|
|
| Jul01 |
001031 |
794.00 |
800.00 |
793.00 |
793.00 |
-2.00 |
|
|
|
| Sep01 |
001031 |
820.00 |
823.00 |
818.00 |
818.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
9,902 |
52,846 |
-690 |
| London Sugar(LCE) |
| Dec00 |
001031 |
244.70 |
250.50 |
244.00 |
249.70 |
+5.10 |
|
|
|
| Mar01 |
001031 |
245.10 |
249.00 |
243.50 |
249.00 |
+3.40 |
|
|
|
| May01 |
001031 |
242.20 |
245.80 |
240.60 |
245.80 |
+3.00 |
|
|
|
| Aug01 |
001031 |
240.00 |
242.80 |
238.00 |
242.80 |
+2.50 |
|
|
|
| Oct01 |
001031 |
230.00 |
234.00 |
230.00 |
234.00 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
2,194 |
42,823 |
+88 |
| Cotton(ICE) |
| Dec00 |
001031 |
64.00 |
64.15 |
62.95 |
62.97 |
-1.02 |
8,350 |
32,476 |
-420 |
| Mar01 |
001031 |
65.70 |
65.90 |
65.00 |
65.01 |
-0.79 |
2,282 |
13,809 |
+226 |
| May01 |
001031 |
66.50 |
66.70 |
65.80 |
65.80 |
-0.83 |
336 |
8,937 |
+96 |
| Jul01 |
001031 |
67.15 |
67.20 |
66.35 |
66.40 |
-0.88 |
53 |
4,641 |
+13 |
| Oct01 |
001031 |
64.00 |
64.00 |
63.65 |
63.65 |
-0.25 |
1 |
634 |
+0 |
| Dec01 |
001031 |
63.70 |
63.80 |
63.50 |
63.52 |
-0.38 |
71 |
5,108 |
+34 |
| Total Volume and Open Interest |
11,098 |
65,737 |
-51 |
| Lumber(CME) |
| Nov00 |
001031 |
207.0 |
208.0 |
202.2 |
207.2 |
+0.8 |
614 |
1,926 |
+21 |
| Jan01 |
001031 |
225.8 |
227.0 |
222.8 |
226.5 |
+0.4 |
466 |
1,539 |
+94 |
| Mar01 |
001031 |
240.4 |
241.7 |
236.9 |
240.6 |
unch |
113 |
791 |
+44 |
| May01 |
001031 |
248.2 |
249.9 |
245.3 |
247.0 |
-3.7 |
4 |
122 |
-2 |
| Total Volume and Open Interest |
1,197 |
4,440 |
+157 |
| Crude Oil(NYM) |
| Dec00 |
001031 |
32.73 |
32.88 |
32.10 |
32.70 |
-0.11 |
54,388 |
129,835 |
-815 |
| Jan01 |
001031 |
31.65 |
31.77 |
31.08 |
31.55 |
-0.08 |
29,227 |
60,520 |
+393 |
| Feb01 |
001031 |
30.85 |
30.95 |
30.43 |
30.85 |
-0.06 |
7,685 |
25,848 |
-558 |
| Mar01 |
001031 |
30.20 |
30.40 |
29.88 |
30.27 |
-0.05 |
3,142 |
18,236 |
-793 |
| Apr01 |
001031 |
29.80 |
29.80 |
29.40 |
29.79 |
-0.03 |
1,156 |
16,097 |
-339 |
| May01 |
001031 |
29.25 |
29.34 |
29.00 |
29.34 |
-0.02 |
443 |
11,922 |
+67 |
| Jun01 |
001031 |
29.00 |
29.00 |
28.53 |
28.89 |
-0.01 |
360 |
27,707 |
+75 |
| Jul01 |
001031 |
28.10 |
28.48 |
28.10 |
28.45 |
+0.01 |
308 |
12,136 |
+355 |
| Aug01 |
001031 |
27.85 |
28.01 |
27.85 |
28.01 |
+0.02 |
65 |
9,365 |
+98 |
| Sep01 |
001031 |
27.30 |
27.57 |
27.27 |
27.57 |
+0.03 |
559 |
15,587 |
+134 |
| Oct01 |
001031 |
27.14 |
27.14 |
27.14 |
27.14 |
+0.04 |
215 |
13,303 |
+4,952 |
| Nov01 |
001031 |
26.60 |
26.74 |
26.50 |
26.74 |
+0.05 |
215 |
13,303 |
+206 |
| Dec01 |
001031 |
26.25 |
26.34 |
25.95 |
26.34 |
+0.05 |
1,243 |
32,787 |
-39 |
| Jan02 |
001031 |
25.99 |
25.99 |
25.99 |
25.99 |
+0.06 |
560 |
9,828 |
+310 |
| Feb02 |
001031 |
25.39 |
25.66 |
25.34 |
25.66 |
+0.07 |
225 |
5,422 |
+175 |
| Mar02 |
001031 |
25.35 |
25.35 |
25.35 |
25.35 |
+0.10 |
244 |
3,365 |
-20 |
| Total Volume and Open Interest |
101,784 |
456,108 |
-8,426 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Nov00 |
001031 |
96.30 |
96.40 |
93.00 |
94.10 |
-2.23 |
19,403 |
9,622 |
-5,671 |
| Dec00 |
001031 |
94.50 |
94.50 |
92.25 |
93.58 |
-0.93 |
19,110 |
48,828 |
+2,024 |
| Jan01 |
001031 |
93.35 |
93.40 |
91.40 |
92.73 |
-0.68 |
5,608 |
33,871 |
+1,205 |
| Feb01 |
001031 |
91.10 |
91.10 |
89.50 |
90.73 |
-0.53 |
1,673 |
21,955 |
+215 |
| Mar01 |
001031 |
87.00 |
87.20 |
85.40 |
86.73 |
-0.33 |
338 |
14,049 |
+162 |
| Apr01 |
001031 |
82.95 |
82.95 |
81.40 |
82.73 |
-0.18 |
107 |
9,248 |
+55 |
| May01 |
001031 |
79.60 |
79.60 |
77.70 |
79.03 |
-0.08 |
42 |
5,542 |
-11 |
| Jun01 |
001031 |
76.50 |
76.83 |
76.00 |
76.83 |
+0.02 |
105 |
6,458 |
+35 |
| Jul01 |
001031 |
75.30 |
75.73 |
75.00 |
75.73 |
+0.07 |
24 |
1,936 |
+11 |
| Aug01 |
001031 |
75.25 |
75.53 |
74.80 |
75.53 |
+0.12 |
15 |
3,277 |
+13 |
| Sep01 |
001031 |
75.55 |
75.83 |
75.55 |
75.83 |
+0.17 |
5 |
1,202 |
+3 |
| Oct01 |
001031 |
75.75 |
76.08 |
75.50 |
76.08 |
+0.22 |
4 |
864 |
+0 |
| Total Volume and Open Interest |
46,624 |
162,104 |
-1,838 |
| Gasoline(NYMEX) |
| Nov00 |
001031 |
95.00 |
95.50 |
91.55 |
93.60 |
-1.76 |
16,661 |
10,564 |
-4,788 |
| Dec00 |
001031 |
87.70 |
88.00 |
85.65 |
87.59 |
-0.49 |
13,123 |
30,026 |
+2,074 |
| Jan01 |
001031 |
85.70 |
85.70 |
84.00 |
85.49 |
-0.54 |
1,224 |
8,964 |
+403 |
| Feb01 |
001031 |
85.00 |
85.10 |
83.70 |
84.99 |
-0.49 |
1,366 |
7,142 |
-77 |
| Mar01 |
001031 |
84.50 |
85.50 |
84.20 |
85.29 |
-0.56 |
758 |
7,788 |
+38 |
| Apr01 |
001031 |
88.80 |
89.84 |
88.60 |
89.84 |
-0.56 |
259 |
5,640 |
+69 |
| May01 |
001031 |
89.40 |
89.40 |
88.00 |
89.09 |
-0.46 |
180 |
4,395 |
+145 |
| Jun01 |
001031 |
87.64 |
87.64 |
87.64 |
87.64 |
-0.36 |
56 |
2,452 |
+55 |
| Jul01 |
001031 |
85.84 |
85.84 |
85.84 |
85.84 |
-0.31 |
55 |
1,282 |
-12 |
| Aug01 |
001031 |
83.89 |
83.89 |
83.89 |
83.89 |
-0.31 |
52 |
4,337 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Dec00 |
001031 |
4.530 |
4.580 |
4.380 |
4.490 |
+0.005 |
48,646 |
48,402 |
+1,253 |
| Jan01 |
001031 |
4.580 |
4.610 |
4.420 |
4.531 |
+0.011 |
9,582 |
32,686 |
+1,047 |
| Feb01 |
001031 |
4.420 |
4.445 |
4.280 |
4.381 |
+0.029 |
3,447 |
25,016 |
+302 |
| Mar01 |
001031 |
4.230 |
4.240 |
4.100 |
4.191 |
+0.034 |
3,441 |
27,974 |
+925 |
| Apr01 |
001031 |
4.050 |
4.050 |
3.915 |
4.005 |
+0.040 |
3,909 |
18,893 |
-28 |
| May01 |
001031 |
3.970 |
3.990 |
3.860 |
3.935 |
+0.040 |
2,471 |
18,705 |
+351 |
| Jun01 |
001031 |
3.980 |
3.980 |
3.860 |
3.925 |
+0.035 |
1,160 |
19,994 |
+681 |
| Jul01 |
001031 |
3.970 |
3.980 |
3.860 |
3.925 |
+0.025 |
688 |
10,998 |
+58 |
| Aug01 |
001031 |
3.975 |
3.975 |
3.850 |
3.925 |
+0.030 |
601 |
14,623 |
+204 |
| Sep01 |
001031 |
3.980 |
3.980 |
3.855 |
3.930 |
+0.030 |
975 |
10,080 |
+243 |
| Oct01 |
001031 |
3.980 |
3.980 |
3.870 |
3.940 |
+0.030 |
1,181 |
11,443 |
+500 |
| Nov01 |
001031 |
4.070 |
4.090 |
4.010 |
4.060 |
+0.030 |
177 |
7,182 |
-54 |
| Dec01 |
001031 |
4.190 |
4.200 |
4.115 |
4.170 |
+0.030 |
196 |
9,856 |
+50 |
| Jan02 |
001031 |
4.230 |
4.230 |
4.100 |
4.185 |
+0.030 |
206 |
9,063 |
-40 |
| Feb02 |
001031 |
4.030 |
4.030 |
3.905 |
4.010 |
+0.050 |
134 |
3,854 |
+39 |
| Mar02 |
001031 |
3.850 |
3.850 |
3.720 |
3.835 |
+0.050 |
3,111 |
10,518 |
+3,440 |
| Total Volume and Open Interest |
83,527 |
366,466 |
+7,577 |
| Brent Crude Oil(ICE) |
| Dec00 |
001031 |
31.09 |
31.10 |
30.38 |
30.76 |
-0.38 |
16,146 |
58,810 |
-8,258 |
| Jan01 |
001031 |
30.48 |
30.48 |
29.79 |
30.15 |
-0.39 |
6,225 |
60,907 |
-2,223 |
| Feb01 |
001031 |
29.85 |
29.85 |
29.21 |
29.54 |
-0.40 |
1,789 |
19,713 |
+196 |
| Mar01 |
001031 |
29.21 |
29.22 |
28.60 |
28.90 |
-0.42 |
1,901 |
20,594 |
+984 |
| Apr01 |
001031 |
28.59 |
28.66 |
28.02 |
28.31 |
-0.43 |
375 |
15,992 |
+90 |
| May01 |
001031 |
28.15 |
28.20 |
27.60 |
27.87 |
-0.42 |
29 |
5,141 |
-53 |
| Jun01 |
001031 |
27.70 |
27.77 |
27.21 |
27.44 |
-0.40 |
17 |
15,558 |
+0 |
| Jul01 |
001031 |
27.25 |
27.27 |
27.04 |
27.04 |
-0.40 |
29 |
5,108 |
-2 |
| Aug01 |
001031 |
26.90 |
26.90 |
26.67 |
26.67 |
-0.40 |
0 |
4,848 |
+0 |
| Sep01 |
001031 |
26.32 |
26.32 |
26.32 |
26.32 |
-0.40 |
0 |
3,339 |
+0 |
| Oct01 |
001031 |
25.99 |
25.99 |
25.99 |
25.99 |
-0.40 |
0 |
200 |
+0 |
| Nov01 |
001031 |
25.38 |
25.66 |
25.38 |
25.66 |
-0.42 |
0 |
277 |
-50 |
| Dec01 |
001031 |
25.55 |
25.65 |
25.00 |
25.33 |
-0.41 |
800 |
24,500 |
+550 |
| Total Volume and Open Interest |
27,311 |
243,316 |
-8,766 |
| Gas Oil(ICE) |
| Nov00 |
001031 |
287.25 |
289.00 |
280.50 |
281.25 |
-9.00 |
|
|
|
| Dec00 |
001031 |
282.50 |
283.50 |
275.25 |
275.75 |
-7.50 |
|
|
|
| Jan01 |
001031 |
276.50 |
276.50 |
270.50 |
271.00 |
-7.75 |
|
|
|
| Feb01 |
001031 |
269.00 |
270.25 |
264.00 |
264.00 |
-8.00 |
|
|
|
| Mar01 |
001031 |
261.00 |
262.00 |
255.75 |
255.75 |
-6.75 |
|
|
|
| Apr01 |
001031 |
252.00 |
252.00 |
248.00 |
248.00 |
-4.50 |
|
|
|
| May01 |
001031 |
244.75 |
245.00 |
241.25 |
241.25 |
-4.25 |
|
|
|
| Jun01 |
001031 |
240.00 |
240.00 |
236.50 |
236.50 |
-4.00 |
|
|
|
| Jul01 |
001031 |
238.00 |
238.00 |
233.50 |
233.50 |
-4.00 |
|
|
|
| Aug01 |
001031 |
236.50 |
236.50 |
231.50 |
231.50 |
-4.00 |
|
|
|
| Total Volume and Open Interest |
20,718 |
110,981 |
-1,905 |
| Ethanol(CBOT) |
| US Dollar Index(ICE) |
| Dec00 |
001031 |
117.390 |
117.550 |
116.450 |
116.620 |
-0.580 |
|
|
|
| Mar01 |
001031 |
117.210 |
117.210 |
116.450 |
116.450 |
-0.580 |
|
|
|
| Jun01 |
001031 |
117.040 |
117.040 |
116.280 |
116.280 |
-0.580 |
|
|
|
| Total Volume and Open Interest |
624 |
6,498 |
-24 |
| Australian Dollar(CME) |
| Dec00 |
001031 |
51.42 |
52.30 |
51.37 |
52.26 |
-0.24 |
1,625 |
22,314 |
+280 |
| Mar01 |
001031 |
51.50 |
52.31 |
51.40 |
52.31 |
-0.24 |
0 |
2,301 |
+0 |
| Jun01 |
001031 |
52.36 |
52.36 |
52.36 |
52.36 |
-0.24 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,625 |
24,621 |
+280 |
| British Pound(CME) |
| Dec00 |
001031 |
145.04 |
145.64 |
144.90 |
145.04 |
-0.30 |
5,958 |
31,086 |
-623 |
| Mar01 |
001031 |
145.50 |
146.00 |
145.24 |
145.24 |
-0.30 |
6 |
97 |
+1 |
| Jun01 |
001031 |
145.44 |
146.10 |
145.40 |
145.44 |
-0.30 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
5,964 |
31,186 |
-622 |
| Canadian Dollar(CME) |
| Dec00 |
001031 |
65.38 |
65.83 |
65.32 |
65.71 |
+0.33 |
6,770 |
77,550 |
-846 |
| Mar01 |
001031 |
65.50 |
66.00 |
65.48 |
65.86 |
+0.33 |
302 |
2,706 |
+33 |
| Jun01 |
001031 |
65.84 |
66.10 |
65.84 |
65.98 |
+0.33 |
462 |
1,435 |
+63 |
| Sep01 |
001031 |
65.90 |
66.25 |
65.90 |
66.10 |
+0.33 |
69 |
503 |
+24 |
| Total Volume and Open Interest |
7,603 |
82,467 |
-726 |
| Japanese Yen(CME) |
| Dec00 |
001031 |
92.36 |
92.50 |
92.25 |
92.47 |
-0.07 |
5,600 |
65,854 |
-283 |
| Mar01 |
001031 |
93.76 |
93.92 |
93.69 |
93.90 |
-0.07 |
8 |
245 |
+1 |
| Jun01 |
001031 |
95.30 |
95.30 |
95.30 |
95.30 |
-0.07 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
5,608 |
66,248 |
-282 |
| Swiss Franc(CME) |
| Dec00 |
001031 |
55.60 |
56.00 |
55.60 |
55.87 |
+0.28 |
7,047 |
52,315 |
-100 |
| Mar01 |
001031 |
56.30 |
56.42 |
56.30 |
56.30 |
+0.28 |
93 |
84 |
+37 |
| Jun01 |
001031 |
56.71 |
56.71 |
56.71 |
56.71 |
+0.28 |
15 |
11 |
+7 |
| Total Volume and Open Interest |
7,155 |
52,410 |
-56 |
| EuroFX(CME) |
| Dec00 |
001031 |
84.39 |
85.18 |
84.37 |
85.08 |
+0.65 |
14,506 |
74,285 |
-2,812 |
| Mar01 |
001031 |
85.45 |
85.45 |
84.70 |
85.39 |
+0.66 |
11 |
1,124 |
+33 |
| Total Volume and Open Interest |
14,517 |
75,409 |
-2,779 |
| Mexican Peso(CME) |
| Dec00 |
001031 |
1029.0 |
1031.0 |
1027.5 |
1030.2 |
+5.2 |
|
|
|
| Jan01 |
001031 |
1019.2 |
1020.5 |
1019.2 |
1020.5 |
+5.5 |
|
|
|
| Total Volume and Open Interest |
2,172 |
15,312 |
-361 |
| 30-Year T-Bonds(CBOT) |
| Dec00 |
001031 |
100~110 |
100~210 |
99~240 |
99~270 |
-0~160 |
101,485 |
406,529 |
-4,900 |
| Mar01 |
001031 |
100~130 |
100~210 |
99~260 |
99~280 |
-0~160 |
1,552 |
13,524 |
+1,576 |
| Jun01 |
001031 |
99~250 |
99~250 |
99~250 |
99~250 |
-0~160 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
103,137 |
420,368 |
-3,224 |
| 10-Year T-Notes(CBOT) |
| Dec00 |
001031 |
100~300 |
101~060 |
100~210 |
100~225 |
-0~075 |
120,691 |
547,931 |
+1,116 |
| Mar01 |
001031 |
101~030 |
101~085 |
100~250 |
100~255 |
-0~075 |
2,999 |
24,538 |
+1,636 |
| Jun01 |
001031 |
100~255 |
100~255 |
100~255 |
100~255 |
-0~075 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
123,690 |
572,470 |
+2,752 |
| 5-Year T-Notes(CBOT) |
| Dec00 |
001031 |
100~096 |
100~116 |
100~078 |
100~088 |
-0~008 |
38,724 |
363,090 |
-3,298 |
| Mar01 |
001031 |
100~100 |
100~120 |
100~092 |
100~096 |
-0~006 |
0 |
6,329 |
+0 |
| Total Volume and Open Interest |
38,724 |
369,419 |
-3,298 |
| 2 Year T-Notes(CBOT) |
| Dec00 |
001031 |
100~005 |
100~016 |
100~002 |
100~008 |
+0~004 |
1,321 |
55,020 |
-128 |
| Total Volume and Open Interest |
1,321 |
55,020 |
-128 |
| Eurodollars(CME) |
| Dec00 |
001031 |
93.295 |
93.305 |
93.285 |
93.290 |
unch |
35,470 |
542,277 |
-3,839 |
| Mar01 |
001031 |
93.470 |
93.500 |
93.465 |
93.485 |
+0.020 |
68,071 |
513,364 |
-5,365 |
| Jun01 |
001031 |
93.545 |
93.590 |
93.540 |
93.575 |
+0.035 |
55,386 |
348,948 |
+3,522 |
| Sep01 |
001031 |
93.575 |
93.620 |
93.565 |
93.610 |
+0.040 |
53,096 |
343,691 |
+1,902 |
| Dec01 |
001031 |
93.490 |
93.540 |
93.480 |
93.520 |
+0.040 |
25,265 |
246,917 |
-834 |
| Mar02 |
001031 |
93.540 |
93.585 |
93.530 |
93.565 |
+0.035 |
15,694 |
200,622 |
+1,065 |
| Jun02 |
001031 |
93.495 |
93.535 |
93.485 |
93.510 |
+0.025 |
11,209 |
142,305 |
+448 |
| Sep02 |
001031 |
93.455 |
93.500 |
93.450 |
93.475 |
+0.020 |
9,516 |
108,147 |
-116 |
| Dec02 |
001031 |
93.360 |
93.400 |
93.345 |
93.370 |
+0.015 |
5,458 |
83,271 |
-1,153 |
| Mar03 |
001031 |
93.395 |
93.420 |
93.375 |
93.400 |
+0.010 |
5,571 |
75,197 |
-561 |
| Jun03 |
001031 |
93.360 |
93.385 |
93.335 |
93.360 |
+0.005 |
4,504 |
56,471 |
-96 |
| Sep03 |
001031 |
93.330 |
93.360 |
93.300 |
93.325 |
unch |
4,421 |
57,831 |
-545 |
| Dec03 |
001031 |
93.235 |
93.260 |
93.205 |
93.230 |
-0.005 |
3,319 |
43,196 |
-469 |
| Mar04 |
001031 |
93.270 |
93.295 |
93.235 |
93.260 |
-0.010 |
3,363 |
40,579 |
-280 |
| Jun04 |
001031 |
93.235 |
93.260 |
93.200 |
93.220 |
-0.015 |
3,108 |
42,487 |
-330 |
| Sep04 |
001031 |
93.220 |
93.220 |
93.180 |
93.180 |
-0.020 |
2,803 |
38,543 |
+95 |
| Dec04 |
001031 |
93.110 |
93.110 |
93.070 |
93.085 |
-0.025 |
2,715 |
31,641 |
-90 |
| Mar05 |
001031 |
93.140 |
93.180 |
93.100 |
93.115 |
-0.025 |
2,993 |
25,842 |
+55 |
| Total Volume and Open Interest |
322,518 |
3,096,996 |
-7,296 |
| 30 Day Federal Funds(CBOT) |
| Oct00 |
001031 |
93.490 |
93.490 |
93.490 |
93.490 |
unch |
|
|
|
| Nov00 |
001031 |
93.490 |
93.490 |
93.485 |
93.490 |
-0.005 |
|
|
|
| Dec00 |
001031 |
93.525 |
93.530 |
93.520 |
93.525 |
unch |
|
|
|
| Jan01 |
001031 |
93.530 |
93.530 |
93.525 |
93.530 |
unch |
|
|
|
| Feb01 |
001031 |
93.580 |
93.590 |
93.580 |
93.585 |
unch |
|
|
|
| Mar01 |
001031 |
93.605 |
93.610 |
93.600 |
93.605 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
1,126 |
54,003 |
+399 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Dec00 |
001031 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
3 |
13,359 |
+88 |
| Mar01 |
001031 |
99.51 |
99.51 |
99.50 |
99.51 |
-0.01 |
253 |
23,415 |
-794 |
| Jun01 |
001031 |
99.47 |
99.48 |
99.47 |
99.48 |
-0.01 |
417 |
10,032 |
-333 |
| Sep01 |
001031 |
99.41 |
99.42 |
99.41 |
99.42 |
unch |
727 |
12,793 |
-9 |
| Dec01 |
001031 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
140 |
5,844 |
+118 |
| Mar02 |
001031 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
81 |
3,371 |
+32 |
| Jun02 |
001031 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.01 |
0 |
773 |
+2 |
| Sep02 |
001031 |
99.07 |
99.08 |
99.07 |
99.08 |
unch |
42 |
101 |
+42 |
| Dec02 |
001031 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.02 |
0 |
30 |
+0 |
| Mar03 |
001031 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
1,663 |
69,718 |
-854 |
| 3-Mth Euro-Yen(SGX) |
| Dec00 |
001031 |
99.49 |
99.49 |
99.47 |
99.47 |
-0.01 |
|
|
|
| Mar01 |
001031 |
99.52 |
99.52 |
99.50 |
99.51 |
-0.01 |
|
|
|
| Jun01 |
001031 |
99.48 |
99.49 |
99.46 |
99.47 |
-0.01 |
|
|
|
| Sep01 |
001031 |
99.42 |
99.43 |
99.40 |
99.41 |
-0.01 |
|
|
|
| Dec01 |
001031 |
99.32 |
99.32 |
99.31 |
99.31 |
-0.01 |
|
|
|
| Mar02 |
001031 |
99.29 |
99.29 |
99.28 |
99.28 |
-0.01 |
|
|
|
| Jun02 |
001031 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.01 |
|
|
|
| Sep02 |
001031 |
99.07 |
99.07 |
99.06 |
99.06 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
3,653 |
369,477 |
+1,103 |
| Japanese Gov't Bonds(SGX) |
| Dec00 |
001031 |
133.28 |
133.43 |
133.23 |
133.34 |
+0.09 |
|
|
|
| Mar01 |
001031 |
132.55 |
132.64 |
132.55 |
132.64 |
+0.09 |
|
|
|
| Jun01 |
001031 |
132.55 |
132.64 |
132.55 |
132.64 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
684 |
12,164 |
-216 |
| Euro-Bund(EUREX) |
| Dec00 |
001031 |
105.43 |
105.58 |
105.34 |
105.46 |
+0.03 |
|
|
|
| Mar01 |
001031 |
105.50 |
105.64 |
105.42 |
105.54 |
+0.03 |
|
|
|
| Jun01 |
001031 |
105.30 |
105.30 |
105.30 |
105.30 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
257,321 |
653,239 |
+2,861 |
| Euro-Bobl(EUREX) |
| Dec00 |
001031 |
103.63 |
103.67 |
103.53 |
103.58 |
-0.06 |
|
|
|
| Mar01 |
001031 |
103.35 |
103.35 |
103.35 |
103.35 |
-0.06 |
|
|
|
| Jun01 |
001031 |
103.24 |
103.24 |
103.24 |
103.24 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(EUREX) |
| Dec00 |
001031 |
94.770 |
94.785 |
94.770 |
94.780 |
unch |
|
|
|
| Mar01 |
001031 |
94.775 |
94.790 |
94.770 |
94.780 |
-0.005 |
|
|
|
| Jun01 |
001031 |
94.800 |
94.815 |
94.790 |
94.805 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Dec00 |
001031 |
113~11 |
113~25 |
113~11 |
113~20 |
+0~04 |
|
|
|
| Mar01 |
001031 |
113~09 |
113~12 |
113~09 |
113~11 |
+0~04 |
|
|
|
| Total Volume and Open Interest |
8,624 |
69,439 |
-2,255 |
| 3-Mth Short Sterling(LIFFE) |
| Dec00 |
001031 |
93.85 |
93.86 |
93.83 |
93.85 |
unch |
|
|
|
| Mar01 |
001031 |
93.84 |
93.87 |
93.84 |
93.86 |
unch |
|
|
|
| Jun01 |
001031 |
93.83 |
93.85 |
93.82 |
93.84 |
unch |
|
|
|
| Sep01 |
001031 |
93.79 |
93.81 |
93.78 |
93.80 |
unch |
|
|
|
| Dec01 |
001031 |
93.74 |
93.75 |
93.73 |
93.75 |
unch |
|
|
|
| Mar02 |
001031 |
93.73 |
93.74 |
93.71 |
93.74 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
32,343 |
770,619 |
-602 |
| 3-Mth Euribor(LIFFE) |
| Dec00 |
001031 |
94.775 |
94.790 |
94.765 |
94.780 |
-0.005 |
|
|
|
| Mar01 |
001031 |
94.775 |
94.795 |
94.765 |
94.785 |
-0.005 |
|
|
|
| Jun01 |
001031 |
94.805 |
94.815 |
94.785 |
94.810 |
unch |
|
|
|
| Total Volume and Open Interest |
116,640 |
1,383,811 |
-20,537 |
| 3-Mth Aus T-Bills(SFE) |
| Dec00 |
001031 |
93.59 |
93.60 |
93.54 |
93.56 |
-0.03 |
|
|
|
| Mar01 |
001031 |
93.58 |
93.60 |
93.54 |
93.56 |
-0.03 |
|
|
|
| Jun01 |
001031 |
93.61 |
93.61 |
93.57 |
93.58 |
-0.03 |
|
|
|
| Sep01 |
001031 |
93.61 |
93.63 |
93.57 |
93.58 |
-0.03 |
|
|
|
| Dec01 |
001031 |
93.55 |
93.55 |
93.53 |
93.53 |
-0.04 |
|
|
|
| Mar02 |
001031 |
93.49 |
93.49 |
93.47 |
93.48 |
-0.04 |
|
|
|
| Jun02 |
001031 |
93.42 |
93.42 |
93.41 |
93.42 |
-0.03 |
|
|
|
| Sep02 |
001031 |
93.37 |
93.37 |
93.36 |
93.36 |
-0.04 |
|
|
|
| Dec02 |
001031 |
93.31 |
93.31 |
93.31 |
93.31 |
-0.04 |
|
|
|
| Mar03 |
001031 |
93.22 |
93.22 |
93.22 |
93.22 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
24,965 |
389,813 |
+5,858 |
| 10-Year Aus T-Bonds(SFE) |
| Dec00 |
001031 |
93.84 |
93.86 |
93.80 |
93.81 |
-0.03 |
|
|
|
| Mar01 |
001031 |
93.83 |
93.83 |
93.83 |
93.83 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
16,091 |
130,520 |
+6,021 |
| 3-Year Aus T-Bonds(SFE) |
| Dec00 |
001031 |
93.95 |
93.97 |
93.89 |
93.91 |
-0.04 |
|
|
|
| Mar01 |
001031 |
93.88 |
93.88 |
93.88 |
93.88 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
52,806 |
364,901 |
+11,221 |
| Gold(CMX) |
| Dec00 |
001031 |
265.5 |
267.1 |
265.2 |
266.4 |
+0.6 |
8,576 |
89,730 |
+1,182 |
| Feb01 |
001031 |
267.8 |
269.4 |
267.8 |
269.0 |
+0.5 |
611 |
16,748 |
+195 |
| Apr01 |
001031 |
272.0 |
272.0 |
271.4 |
271.5 |
+0.5 |
114 |
4,438 |
+30 |
| Jun01 |
001031 |
273.3 |
274.0 |
273.3 |
274.0 |
+0.5 |
235 |
8,944 |
-80 |
| Aug01 |
001031 |
276.3 |
276.3 |
276.3 |
276.3 |
+0.5 |
3 |
2,470 |
+1 |
| Oct01 |
001031 |
278.5 |
278.5 |
278.5 |
278.5 |
+0.5 |
120 |
738 |
+0 |
| Dec01 |
001031 |
280.7 |
280.7 |
280.7 |
280.7 |
+0.5 |
3 |
5,060 |
+3 |
| Feb02 |
001031 |
282.8 |
282.8 |
282.8 |
282.8 |
+0.5 |
0 |
10 |
+0 |
| Apr02 |
001031 |
285.0 |
285.0 |
285.0 |
285.0 |
+0.5 |
10 |
10 |
+0 |
| Jun02 |
001031 |
287.2 |
287.2 |
287.2 |
287.2 |
+0.5 |
1 |
3,445 |
+2 |
| Aug02 |
001031 |
289.4 |
289.4 |
289.4 |
289.4 |
+0.5 |
|
|
|
| Total Volume and Open Interest |
9,632 |
130,856 |
-6,121 |
| Silver(CMX) |
| Dec00 |
001031 |
478.5 |
479.5 |
477.0 |
477.8 |
+0.8 |
5,340 |
65,297 |
-325 |
| Mar01 |
001031 |
485.5 |
486.0 |
483.5 |
484.3 |
+0.6 |
2,437 |
7,514 |
+783 |
| May01 |
001031 |
488.3 |
488.3 |
488.3 |
488.3 |
+0.6 |
79 |
1,394 |
+0 |
| Jul01 |
001031 |
492.1 |
492.1 |
492.1 |
492.1 |
+0.6 |
5 |
1,788 |
+0 |
| Sep01 |
001031 |
495.6 |
495.6 |
495.6 |
495.6 |
+0.6 |
1 |
2,961 |
+0 |
| Dec01 |
001031 |
500.0 |
500.0 |
499.6 |
499.6 |
+0.9 |
14 |
1,386 |
+1 |
| Mar02 |
001031 |
508.0 |
508.0 |
505.6 |
505.6 |
+0.9 |
|
|
|
| Total Volume and Open Interest |
8,049 |
84,008 |
+369 |
| Platinum(NYMEX) |
| Jan01 |
001031 |
569.2 |
580.0 |
569.0 |
578.1 |
+8.9 |
411 |
7,204 |
-139 |
| Apr01 |
001031 |
565.1 |
565.1 |
565.1 |
565.1 |
+8.9 |
1 |
205 |
-1 |
| Total Volume and Open Interest |
414 |
7,209 |
-345 |
| Palladium(NYMEX) |
| Dec00 |
001031 |
754.00 |
785.00 |
754.00 |
782.05 |
+30.05 |
70 |
930 |
+6 |
| Mar01 |
001031 |
782.05 |
782.05 |
782.05 |
782.05 |
+30.05 |
204 |
899 |
+0 |
| Jun01 |
001031 |
777.05 |
777.05 |
777.05 |
777.05 |
|
|
|
|
| Copper(CMX) |
| Dec00 |
001031 |
85.20 |
85.85 |
84.70 |
84.85 |
+0.40 |
5,889 |
33,885 |
-620 |
| Mar01 |
001031 |
86.20 |
86.70 |
85.60 |
85.70 |
+0.30 |
981 |
13,285 |
+310 |
| May01 |
001031 |
86.40 |
86.40 |
85.40 |
85.40 |
+0.20 |
47 |
2,686 |
+17 |
| Jul01 |
001031 |
86.00 |
86.00 |
85.25 |
85.25 |
+0.20 |
113 |
2,108 |
-1 |
| Sep01 |
001031 |
85.85 |
85.85 |
85.05 |
85.05 |
+0.10 |
4 |
981 |
+2 |
| Total Volume and Open Interest |
8,286 |
69,327 |
-323 |
| Aluminum(CMX) |
| DJIA Index(CBOT) |
| Dec00 |
001031 |
10900 |
11055 |
10860 |
11022 |
+125 |
19,899 |
17,911 |
+1,413 |
| Mar01 |
001031 |
11060 |
11190 |
11015 |
11163 |
+126 |
16 |
55 |
-7 |
| Jun01 |
001031 |
11305 |
11325 |
11305 |
11306 |
+129 |
4 |
4 |
+2 |
| Total Volume and Open Interest |
19,919 |
17,970 |
+1,402 |
| S & P 500(CME) |
| Dec00 |
001031 |
1415.50 |
1445.00 |
1415.00 |
1440.20 |
+29.00 |
73,715 |
417,296 |
+7,783 |
| Mar01 |
001031 |
1442.40 |
1464.00 |
1439.00 |
1461.50 |
+29.50 |
337 |
8,175 |
+28 |
| Jun01 |
001031 |
1468.00 |
1483.00 |
1468.00 |
1483.00 |
+30.00 |
266 |
2,296 |
+33 |
| Sep01 |
001031 |
1500.20 |
1506.00 |
1500.20 |
1505.00 |
+30.00 |
5 |
284 |
-8 |
| Total Volume and Open Interest |
74,349 |
428,282 |
+7,847 |
| S & P 500 E-Mini(Globex) |
| Dec00 |
001031 |
1413.25 |
1445.50 |
1408.25 |
1440.25 |
+29.00 |
101,978 |
52,878 |
+2,285 |
| Mar01 |
001031 |
1452.00 |
1466.75 |
1450.00 |
1461.50 |
+29.50 |
1 |
14 |
+0 |
| Total Volume and Open Interest |
101,979 |
52,892 |
+2,285 |
| NASDAQ 100(CME) |
| Dec00 |
001031 |
3148.00 |
3337.00 |
3145.00 |
3300.00 |
+192.50 |
20,878 |
41,842 |
+1,649 |
| Mar01 |
001031 |
3355.00 |
3365.00 |
3355.00 |
3355.00 |
+192.50 |
0 |
54 |
+0 |
| Jun01 |
001031 |
3403.00 |
3413.00 |
3403.00 |
3403.00 |
+192.50 |
|
|
|
| Total Volume and Open Interest |
20,878 |
41,896 |
+1,649 |
| NASDAQ 100 E-Mini(Globex) |
| S & P Midcap 400(CME) |
| Dec00 |
001031 |
514.00 |
525.00 |
514.00 |
521.25 |
+10.75 |
|
|
|
| Mar01 |
001031 |
528.50 |
529.75 |
528.50 |
528.50 |
+10.75 |
|
|
|
| Jun01 |
001031 |
535.50 |
536.75 |
535.50 |
535.50 |
+10.75 |
|
|
|
| Total Volume and Open Interest |
706 |
17,781 |
+64 |
| Russell 2000(CME) |
| Dec00 |
001031 |
488.25 |
501.00 |
488.25 |
500.50 |
+13.65 |
1,190 |
14,204 |
+150 |
| Mar01 |
001031 |
508.00 |
508.00 |
508.00 |
508.00 |
+13.65 |
|
|
|
| Jun01 |
001031 |
515.55 |
515.55 |
515.55 |
515.55 |
+13.65 |
|
|
|
| Total Volume and Open Interest |
1,190 |
14,204 |
+150 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec00 |
001031 |
14545 |
14590 |
14330 |
14510 |
+35 |
|
|
|
| Mar01 |
001031 |
14495 |
14530 |
14495 |
14530 |
+35 |
|
|
|
| Total Volume and Open Interest |
13,073 |
90,292 |
+2,192 |
| Nikkei 225(SGX) |
| Dec00 |
001031 |
14545 |
14590 |
14330 |
14510 |
+35 |
|
|
|
| Mar01 |
001031 |
14495 |
14530 |
14495 |
14530 |
+35 |
|
|
|
| Jun01 |
001031 |
14475 |
14510 |
14475 |
14510 |
+35 |
|
|
|
| Total Volume and Open Interest |
13,073 |
90,292 |
+2,192 |
| CAC 40(EURONEXT) |
| Nov00 |
001031 |
6340.0 |
6432.0 |
6336.5 |
6431.0 |
+117.0 |
|
|
|
| Dec00 |
001031 |
6388.0 |
6459.0 |
6346.5 |
6456.5 |
+118.5 |
|
|
|
| Total Volume and Open Interest |
131,590 |
607,096 |
+45,851 |
| Hang Seng Index(HKFE) |
| Oct00 |
001030 |
15000 |
15000 |
14811 |
14825 |
-66 |
|
|
|
| Nov00 |
001031 |
14845 |
15175 |
14730 |
15043 |
+203 |
|
|
|
| Dec00 |
001031 |
14925 |
15220 |
14925 |
15101 |
+200 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX(EUREX) |
| Dec00 |
001031 |
6999.0 |
7136.0 |
6995.0 |
7124.0 |
+131.0 |
|
|
|
| Mar01 |
001031 |
7103.5 |
7226.0 |
7101.0 |
7215.5 |
+132.5 |
|
|
|
| Jun01 |
001031 |
7181.0 |
7301.0 |
7180.0 |
7294.5 |
+134.0 |
|
|
|
| Total Volume and Open Interest |
27,343 |
169,928 |
+1,801 |
| FT-SE 100(EURONEXT) |
| Dec00 |
001031 |
6448.50 |
6508.00 |
6448.50 |
6490.00 |
+62.00 |
|
|
|
| Mar01 |
001031 |
6531.00 |
6544.50 |
6531.00 |
6544.00 |
+63.00 |
|
|
|
| Jun01 |
001031 |
6616.00 |
6616.00 |
6616.00 |
6616.00 |
+63.00 |
|
|
|
| Total Volume and Open Interest |
19,786 |
238,824 |
-978 |
| SPI 200(SFE) |
| Dec00 |
001031 |
3291.0 |
3293.0 |
3269.0 |
3280.0 |
+7.0 |
8,481 |
114,976 |
+10,944 |
| Mar01 |
001031 |
3304.0 |
3304.0 |
3302.0 |
3302.0 |
+8.0 |
1 |
1,664 |
+12 |
| Jun01 |
001031 |
3330.0 |
3330.0 |
3330.0 |
3330.0 |
+8.0 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
8,482 |
116,814 |
+10,956 |
| GSCI(CME) |
| Nov00 |
001031 |
237.50 |
237.50 |
234.00 |
237.15 |
-0.35 |
271 |
35,520 |
-45 |
| Dec00 |
001031 |
235.50 |
235.50 |
233.50 |
235.50 |
-0.75 |
3 |
28 |
+0 |
| Jan01 |
001031 |
232.20 |
232.20 |
230.50 |
232.00 |
-0.50 |
2 |
2 |
+0 |
| Total Volume and Open Interest |
273 |
35,548 |
-47 |
| Reuters CCI(ICE) |
| Nov00 |
001031 |
220.90 |
221.00 |
220.30 |
220.65 |
+0.25 |
70 |
571 |
-11 |
| Jan01 |
001031 |
221.00 |
221.00 |
220.50 |
220.90 |
+0.25 |
15 |
740 |
+7 |
| Feb01 |
001031 |
219.50 |
219.65 |
219.50 |
219.65 |
+0.25 |
13 |
365 |
+7 |
| Total Volume and Open Interest |
98 |
1,676 |
-1 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|