|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed November 01, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov00 |
001101 |
459.50 |
466.25 |
459.00 |
462.75 |
+3.00 |
17,551 |
14,531 |
-7,715 |
| Jan01 |
001101 |
470.00 |
476.75 |
469.50 |
473.50 |
+3.25 |
36,598 |
88,460 |
+3,344 |
| Mar01 |
001101 |
479.00 |
486.00 |
478.75 |
482.75 |
+4.00 |
5,874 |
31,256 |
+461 |
| May01 |
001101 |
487.00 |
493.25 |
487.00 |
490.25 |
+3.00 |
959 |
15,947 |
+219 |
| Jul01 |
001101 |
494.50 |
501.00 |
494.50 |
498.25 |
+3.00 |
2,566 |
19,915 |
-17 |
| Aug01 |
001101 |
496.00 |
502.00 |
495.50 |
499.00 |
+3.00 |
119 |
736 |
+19 |
| Sep01 |
001101 |
499.00 |
502.00 |
498.00 |
499.75 |
+0.75 |
13 |
183 |
+5 |
| Total Volume and Open Interest |
64,228 |
176,985 |
-3,633 |
| Soybean Meal(CBOT) |
| Dec00 |
001101 |
169.80 |
171.50 |
168.50 |
169.30 |
-0.30 |
16,430 |
49,770 |
+2,006 |
| Jan01 |
001101 |
167.90 |
169.60 |
166.80 |
167.30 |
-0.10 |
6,647 |
26,396 |
+1,073 |
| Mar01 |
001101 |
166.00 |
168.00 |
165.50 |
166.10 |
+0.20 |
5,319 |
15,279 |
+1,054 |
| May01 |
001101 |
165.30 |
167.00 |
164.70 |
165.70 |
+0.60 |
664 |
9,260 |
-80 |
| Jul01 |
001101 |
165.80 |
167.20 |
165.00 |
166.30 |
+0.80 |
1,857 |
6,571 |
+7 |
| Aug01 |
001101 |
164.30 |
166.20 |
164.30 |
166.00 |
+1.00 |
361 |
1,511 |
+120 |
| Sep01 |
001101 |
164.50 |
166.20 |
164.40 |
165.60 |
+1.10 |
68 |
1,060 |
+36 |
| Oct01 |
001101 |
165.20 |
166.00 |
164.00 |
165.20 |
+0.70 |
43 |
401 |
+32 |
| Total Volume and Open Interest |
31,530 |
111,325 |
+4,274 |
| Soybean Oil(CBOT) |
| Dec00 |
001101 |
14.65 |
14.87 |
14.63 |
14.81 |
+0.19 |
12,892 |
63,288 |
-1,876 |
| Jan01 |
001101 |
14.93 |
15.17 |
14.91 |
15.11 |
+0.21 |
4,397 |
31,393 |
+1,625 |
| Mar01 |
001101 |
15.35 |
15.56 |
15.32 |
15.51 |
+0.21 |
5,517 |
23,074 |
+2,353 |
| May01 |
001101 |
15.73 |
15.93 |
15.73 |
15.87 |
+0.17 |
1,079 |
11,809 |
-184 |
| Jul01 |
001101 |
16.10 |
16.32 |
16.09 |
16.25 |
+0.17 |
727 |
8,022 |
+188 |
| Aug01 |
001101 |
16.43 |
16.43 |
16.40 |
16.40 |
+0.19 |
40 |
2,008 |
+40 |
| Sep01 |
001101 |
16.40 |
16.61 |
16.40 |
16.51 |
+0.15 |
26 |
1,632 |
+19 |
| Oct01 |
001101 |
16.80 |
16.80 |
16.65 |
16.65 |
+0.21 |
5 |
1,475 |
+0 |
| Total Volume and Open Interest |
24,692 |
147,481 |
+2,169 |
| Canola(WCE) |
| Nov00 |
001101 |
246.5 |
248.9 |
246.5 |
248.6 |
+3.4 |
3,327 |
5,771 |
-796 |
| Jan01 |
001101 |
253.0 |
255.3 |
253.0 |
254.6 |
+1.4 |
7,202 |
39,979 |
+893 |
| Mar01 |
001101 |
258.9 |
261.2 |
258.7 |
259.7 |
+0.8 |
1,072 |
18,041 |
+377 |
| May01 |
001101 |
265.3 |
265.3 |
265.3 |
265.3 |
+1.2 |
10 |
2,214 |
-10 |
| Jul01 |
001101 |
270.2 |
272.5 |
269.9 |
272.5 |
+0.5 |
344 |
2,306 |
+61 |
| Total Volume and Open Interest |
11,955 |
69,005 |
+525 |
| Corn(CBOT) |
| Nov00 |
001101 |
201.50 |
205.25 |
201.00 |
202.25 |
unch |
833 |
594 |
-1,151 |
| Dec00 |
001101 |
205.25 |
209.50 |
205.00 |
206.00 |
unch |
72,020 |
197,320 |
+3,716 |
| Jan01 |
001101 |
210.00 |
213.75 |
210.00 |
210.00 |
unch |
41 |
772 |
-7 |
| Mar01 |
001101 |
216.50 |
221.00 |
216.50 |
217.50 |
unch |
20,487 |
127,641 |
+7,459 |
| May01 |
001101 |
224.25 |
228.50 |
224.25 |
224.75 |
-0.25 |
4,034 |
36,259 |
+1,313 |
| Jul01 |
001101 |
231.75 |
235.50 |
231.75 |
232.50 |
-0.25 |
6,413 |
43,350 |
+932 |
| Total Volume and Open Interest |
105,699 |
433,534 |
+12,438 |
| Wheat(CBOT) |
| Dec00 |
001101 |
255.00 |
257.00 |
254.50 |
254.75 |
unch |
17,006 |
88,902 |
-740 |
| Mar01 |
001101 |
273.50 |
274.50 |
272.25 |
272.75 |
-0.25 |
5,924 |
40,356 |
+1,584 |
| May01 |
001101 |
283.50 |
284.50 |
282.75 |
283.25 |
+0.75 |
714 |
2,690 |
+61 |
| Jul01 |
001101 |
292.25 |
294.00 |
291.75 |
292.00 |
+0.25 |
1,569 |
19,257 |
+233 |
| Sep01 |
001101 |
300.00 |
301.50 |
300.00 |
300.25 |
-0.50 |
36 |
863 |
+26 |
| Total Volume and Open Interest |
25,393 |
154,471 |
+1,298 |
| Wheat(KCBT) |
| Dec00 |
001101 |
306.50 |
308.00 |
305.50 |
305.50 |
unch |
4,832 |
45,784 |
-898 |
| Mar01 |
001101 |
320.50 |
322.50 |
320.00 |
320.50 |
+0.75 |
2,762 |
28,711 |
+642 |
| May01 |
001101 |
329.50 |
330.00 |
328.00 |
328.00 |
+0.50 |
222 |
2,621 |
+42 |
| Jul01 |
001101 |
334.50 |
336.50 |
334.50 |
335.00 |
-0.25 |
536 |
8,571 |
-74 |
| Sep01 |
001101 |
340.00 |
342.00 |
340.00 |
342.00 |
+2.00 |
23 |
210 |
+0 |
| Total Volume and Open Interest |
8,352 |
85,990 |
-288 |
| Wheat(MGE) |
| Dec00 |
001101 |
315.50 |
317.75 |
315.00 |
315.50 |
-0.25 |
1,792 |
15,276 |
+119 |
| Mar01 |
001101 |
331.00 |
332.25 |
329.75 |
330.50 |
-0.25 |
1,248 |
6,746 |
-122 |
| May01 |
001101 |
339.25 |
340.75 |
338.50 |
339.00 |
+0.50 |
33 |
1,533 |
-11 |
| Jul01 |
001101 |
347.00 |
347.75 |
346.50 |
346.50 |
unch |
1 |
617 |
-1 |
| Sep01 |
001101 |
354.00 |
354.00 |
354.00 |
354.00 |
+1.50 |
2 |
340 |
-1 |
| Total Volume and Open Interest |
3,082 |
24,676 |
-10 |
| Oats(CBOT) |
| Dec00 |
001101 |
107.50 |
108.50 |
107.00 |
107.25 |
-0.75 |
617 |
9,770 |
+95 |
| Mar01 |
001101 |
116.75 |
118.00 |
116.50 |
116.75 |
-0.25 |
139 |
3,532 |
+63 |
| May01 |
001101 |
121.25 |
122.00 |
121.25 |
121.25 |
-0.25 |
3 |
230 |
+1 |
| Jul01 |
001101 |
126.25 |
126.25 |
126.25 |
126.25 |
-0.25 |
1 |
152 |
+0 |
| Total Volume and Open Interest |
856 |
14,137 |
+237 |
| Rough Rice(CBOT) |
| Nov00 |
001101 |
6.18 |
6.24 |
6.13 |
6.13 |
-0.07 |
215 |
185 |
-143 |
| Jan01 |
001101 |
6.43 |
6.47 |
6.40 |
6.41 |
-0.03 |
369 |
3,981 |
+25 |
| Mar01 |
001101 |
6.61 |
6.65 |
6.60 |
6.60 |
unch |
51 |
1,134 |
+8 |
| May01 |
001101 |
6.80 |
6.82 |
6.79 |
6.79 |
+0.01 |
3 |
530 |
+0 |
| Total Volume and Open Interest |
638 |
6,033 |
-110 |
| Live Cattle(CME) |
| Dec00 |
001101 |
72.700 |
72.700 |
72.100 |
72.175 |
-0.500 |
7,674 |
62,047 |
-1,078 |
| Feb01 |
001101 |
74.000 |
74.100 |
73.675 |
73.775 |
-0.300 |
4,758 |
31,135 |
+1,924 |
| Apr01 |
001101 |
74.925 |
74.925 |
74.550 |
74.625 |
-0.300 |
1,172 |
18,259 |
+517 |
| Jun01 |
001101 |
71.650 |
71.650 |
71.300 |
71.425 |
-0.200 |
389 |
6,767 |
+14 |
| Aug01 |
001101 |
71.600 |
71.625 |
71.300 |
71.350 |
-0.275 |
334 |
4,572 |
+111 |
| Oct01 |
001101 |
73.400 |
73.400 |
73.150 |
73.150 |
-0.150 |
21 |
917 |
+9 |
| Total Volume and Open Interest |
15,371 |
123,921 |
+683 |
| Feeder Cattle(CME) |
| Nov00 |
001101 |
88.700 |
88.750 |
88.500 |
88.650 |
-0.125 |
291 |
3,928 |
-113 |
| Jan01 |
001101 |
89.250 |
89.250 |
89.000 |
89.075 |
-0.300 |
1,022 |
7,210 |
+145 |
| Mar01 |
001101 |
88.500 |
88.500 |
88.275 |
88.350 |
-0.225 |
137 |
3,298 |
+37 |
| Apr01 |
001101 |
88.300 |
88.400 |
88.150 |
88.350 |
-0.200 |
65 |
1,146 |
+22 |
| May01 |
001101 |
87.850 |
87.950 |
87.825 |
87.900 |
-0.250 |
19 |
1,261 |
-2 |
| Aug01 |
001101 |
87.725 |
87.825 |
87.725 |
87.750 |
-0.125 |
32 |
425 |
+14 |
| Sep01 |
001101 |
87.750 |
87.850 |
87.725 |
87.850 |
+0.050 |
23 |
49 |
+13 |
| Total Volume and Open Interest |
1,600 |
17,327 |
+126 |
| Lean Hogs(CME) |
| Dec00 |
001101 |
51.100 |
51.600 |
51.025 |
51.450 |
+0.275 |
3,285 |
20,642 |
-190 |
| Feb01 |
001101 |
53.200 |
53.850 |
53.100 |
53.800 |
+0.650 |
1,291 |
7,909 |
+65 |
| Apr01 |
001101 |
52.250 |
52.800 |
52.225 |
52.675 |
+0.450 |
322 |
3,467 |
+88 |
| Jun01 |
001101 |
59.300 |
59.800 |
59.300 |
59.525 |
+0.150 |
71 |
1,355 |
+15 |
| Jul01 |
001101 |
57.800 |
58.000 |
57.775 |
57.775 |
+0.100 |
5 |
382 |
-4 |
| Aug01 |
001101 |
56.000 |
56.000 |
55.800 |
55.975 |
+0.100 |
10 |
310 |
+5 |
| Oct01 |
001101 |
48.300 |
48.300 |
48.050 |
48.175 |
-0.125 |
2 |
354 |
+1 |
| Dec01 |
001101 |
45.975 |
45.975 |
45.700 |
45.850 |
-0.075 |
2 |
282 |
+1 |
| Total Volume and Open Interest |
4,988 |
34,701 |
-19 |
| Pork Bellies(CME) |
| Feb01 |
001101 |
61.700 |
62.050 |
60.000 |
60.275 |
-1.000 |
500 |
2,206 |
-30 |
| Mar01 |
001101 |
62.000 |
62.000 |
60.150 |
60.425 |
-0.725 |
9 |
107 |
+0 |
| May01 |
001101 |
61.450 |
62.400 |
61.000 |
61.000 |
-0.900 |
3 |
59 |
+1 |
| Jul01 |
001101 |
62.100 |
62.100 |
60.550 |
60.575 |
+0.025 |
0 |
30 |
+0 |
| Aug01 |
001101 |
62.000 |
62.000 |
61.750 |
62.000 |
-0.500 |
2 |
5 |
-1 |
| Total Volume and Open Interest |
514 |
2,407 |
-30 |
| Cocoa(NYBOT) |
| Dec00 |
001101 |
752 |
762 |
750 |
753 |
-2 |
2,356 |
36,370 |
-480 |
| Mar01 |
001101 |
786 |
795 |
785 |
788 |
+1 |
2,329 |
27,277 |
-130 |
| May01 |
001101 |
805 |
816 |
805 |
810 |
+1 |
392 |
15,627 |
+211 |
| Jul01 |
001101 |
829 |
835 |
829 |
831 |
unch |
175 |
12,333 |
+21 |
| Sep01 |
001101 |
856 |
857 |
853 |
854 |
unch |
61 |
10,320 |
+4 |
| Dec01 |
001101 |
887 |
887 |
887 |
887 |
unch |
46 |
12,451 |
+27 |
| Mar02 |
001101 |
920 |
920 |
920 |
920 |
unch |
1 |
10,143 |
-1 |
| Total Volume and Open Interest |
5,360 |
143,867 |
-348 |
| Coffee "C"(NYBOT) |
| Dec00 |
001101 |
75.00 |
75.90 |
73.50 |
73.90 |
-0.50 |
5,116 |
25,032 |
-725 |
| Mar01 |
001101 |
80.10 |
80.85 |
78.50 |
78.85 |
-0.40 |
2,689 |
11,398 |
+570 |
| May01 |
001101 |
83.50 |
83.60 |
81.90 |
82.00 |
-0.35 |
316 |
2,971 |
+2 |
| Jul01 |
001101 |
86.00 |
86.00 |
84.75 |
84.95 |
-0.30 |
79 |
1,895 |
+15 |
| Sep01 |
001101 |
89.50 |
89.50 |
87.90 |
87.90 |
-0.10 |
12 |
2,420 |
+1 |
| Dec01 |
001101 |
93.25 |
93.25 |
91.90 |
91.90 |
-0.10 |
22 |
686 |
+6 |
| Total Volume and Open Interest |
8,234 |
44,414 |
-131 |
| Orange Juice(NYBOT) |
| Nov00 |
001101 |
67.35 |
69.00 |
66.50 |
69.00 |
+2.80 |
2,372 |
2,578 |
-1,615 |
| Jan01 |
001101 |
70.70 |
73.40 |
70.70 |
72.90 |
+2.30 |
1,937 |
17,399 |
+1,038 |
| Mar01 |
001101 |
74.20 |
76.25 |
74.20 |
76.00 |
+2.00 |
518 |
8,386 |
+370 |
| May01 |
001101 |
78.00 |
78.50 |
78.00 |
78.00 |
+1.35 |
204 |
1,177 |
+140 |
| Jul01 |
001101 |
80.00 |
80.25 |
80.00 |
80.25 |
+1.00 |
69 |
578 |
+22 |
| Total Volume and Open Interest |
5,150 |
30,566 |
-13,979 |
| Sugar #11(NYBOT) |
| Mar01 |
001101 |
10.00 |
10.01 |
9.70 |
9.75 |
-0.15 |
12,234 |
86,473 |
-3,474 |
| May01 |
001101 |
9.48 |
9.50 |
9.25 |
9.29 |
-0.13 |
3,701 |
17,666 |
+841 |
| Jul01 |
001101 |
8.83 |
8.85 |
8.66 |
8.70 |
-0.11 |
990 |
22,592 |
+228 |
| Oct01 |
001101 |
8.52 |
8.54 |
8.37 |
8.40 |
-0.12 |
711 |
17,253 |
+174 |
| Mar02 |
001101 |
8.48 |
8.48 |
8.34 |
8.34 |
-0.11 |
109 |
6,983 |
-12 |
| Total Volume and Open Interest |
17,789 |
151,992 |
-2,209 |
| London Cocoa(LCE) |
| Dec00 |
001101 |
587 |
587 |
581 |
582 |
-4 |
1,224 |
43,003 |
-90 |
| Mar01 |
001101 |
609 |
609 |
602 |
603 |
-4 |
2,155 |
54,128 |
+1,103 |
| May01 |
001101 |
625 |
625 |
620 |
620 |
-4 |
61 |
26,809 |
-5 |
| Jul01 |
001101 |
637 |
638 |
635 |
635 |
-4 |
14 |
12,100 |
-14 |
| Sep01 |
001101 |
652 |
652 |
647 |
649 |
-3 |
234 |
18,068 |
+137 |
| Dec01 |
001101 |
682 |
682 |
679 |
679 |
-3 |
3 |
5,422 |
-1 |
| Mar02 |
001101 |
705 |
707 |
703 |
703 |
-5 |
277 |
15,618 |
+25 |
| Total Volume and Open Interest |
3,968 |
189,714 |
+1,155 |
| London Coffee(LCE) |
| Nov00 |
001101 |
698.00 |
710.00 |
698.00 |
710.00 |
+13.00 |
6,513 |
3,532 |
-4,324 |
| Jan01 |
001101 |
717.00 |
727.00 |
718.00 |
727.00 |
+10.00 |
6,194 |
29,693 |
+2,864 |
| Mar01 |
001101 |
745.00 |
750.00 |
741.00 |
750.00 |
+8.00 |
1,107 |
9,128 |
+311 |
| May01 |
001101 |
771.00 |
775.00 |
766.00 |
775.00 |
+7.00 |
354 |
5,160 |
+126 |
| Jul01 |
001101 |
798.00 |
800.00 |
798.00 |
800.00 |
+7.00 |
16 |
2,459 |
+0 |
| Sep01 |
001101 |
825.00 |
825.00 |
825.00 |
825.00 |
+7.00 |
120 |
814 |
+65 |
| Total Volume and Open Interest |
14,306 |
51,890 |
-956 |
| London Sugar(LCE) |
| Dec00 |
001101 |
252.10 |
255.00 |
247.00 |
248.00 |
-1.70 |
3,161 |
12,707 |
-6 |
| Mar01 |
001101 |
249.00 |
253.00 |
246.00 |
247.00 |
-2.00 |
2,812 |
19,914 |
+1,416 |
| May01 |
001101 |
247.10 |
247.10 |
243.50 |
243.50 |
-2.30 |
446 |
4,247 |
+303 |
| Aug01 |
001101 |
245.20 |
245.20 |
240.50 |
240.50 |
-2.30 |
118 |
5,205 |
-13 |
| Oct01 |
001101 |
232.50 |
232.50 |
232.50 |
232.50 |
-1.50 |
10 |
2,042 |
+0 |
| Total Volume and Open Interest |
6,577 |
44,543 |
+1,720 |
| Cotton(NYBOT) |
| Dec00 |
001101 |
63.17 |
63.23 |
62.45 |
62.57 |
-0.40 |
9,559 |
30,802 |
-1,674 |
| Mar01 |
001101 |
64.95 |
65.45 |
64.75 |
64.85 |
-0.16 |
4,044 |
15,106 |
+1,297 |
| May01 |
001101 |
65.65 |
66.15 |
65.52 |
65.52 |
-0.28 |
694 |
9,290 |
+353 |
| Jul01 |
001101 |
66.25 |
66.70 |
66.10 |
66.12 |
-0.28 |
342 |
4,785 |
+144 |
| Oct01 |
001101 |
64.00 |
64.25 |
63.71 |
63.71 |
+0.06 |
28 |
618 |
-16 |
| Dec01 |
001101 |
63.50 |
63.85 |
63.50 |
63.60 |
+0.08 |
239 |
5,156 |
+48 |
| Total Volume and Open Interest |
29,920 |
65,889 |
+152 |
| Lumber(CME) |
| Nov00 |
001101 |
207.9 |
209.9 |
206.3 |
208.3 |
+1.1 |
710 |
1,720 |
-206 |
| Jan01 |
001101 |
226.1 |
228.9 |
225.9 |
226.2 |
-0.3 |
559 |
1,697 |
+158 |
| Mar01 |
001101 |
239.5 |
240.5 |
237.5 |
238.1 |
-2.5 |
136 |
828 |
+37 |
| May01 |
001101 |
246.5 |
248.5 |
245.5 |
245.8 |
-1.2 |
11 |
119 |
-3 |
| Total Volume and Open Interest |
1,417 |
4,427 |
-13 |
| Crude Oil(NYM) |
| Dec00 |
001101 |
33.15 |
33.74 |
32.83 |
33.25 |
+0.55 |
63,007 |
129,531 |
-304 |
| Jan01 |
001101 |
31.90 |
32.43 |
31.76 |
31.98 |
+0.43 |
30,919 |
64,810 |
+4,290 |
| Feb01 |
001101 |
31.25 |
31.50 |
31.00 |
31.17 |
+0.32 |
6,805 |
26,078 |
+230 |
| Mar01 |
001101 |
30.60 |
30.75 |
30.45 |
30.53 |
+0.26 |
3,274 |
18,362 |
+126 |
| Apr01 |
001101 |
29.95 |
30.24 |
29.95 |
30.01 |
+0.22 |
1,803 |
16,338 |
+241 |
| May01 |
001101 |
29.50 |
29.70 |
29.38 |
29.53 |
+0.19 |
1,868 |
12,382 |
+460 |
| Jun01 |
001101 |
29.05 |
29.29 |
28.92 |
29.06 |
+0.17 |
3,182 |
28,008 |
+301 |
| Jul01 |
001101 |
28.59 |
28.59 |
28.59 |
28.59 |
+0.14 |
317 |
12,237 |
+101 |
| Aug01 |
001101 |
28.16 |
28.16 |
28.13 |
28.13 |
+0.12 |
541 |
9,593 |
+228 |
| Sep01 |
001101 |
27.67 |
27.67 |
27.67 |
27.67 |
+0.10 |
725 |
15,718 |
+131 |
| Total Volume and Open Interest |
123,190 |
473,142 |
+17,034 |
| Heating Oil(NYM) |
| Dec00 |
001101 |
94.30 |
95.70 |
93.65 |
94.09 |
+0.51 |
24,753 |
50,581 |
+1,753 |
| Jan01 |
001101 |
93.40 |
94.50 |
92.90 |
93.07 |
+0.34 |
6,578 |
34,009 |
+138 |
| Feb01 |
001101 |
91.25 |
92.35 |
90.92 |
90.92 |
+0.19 |
2,718 |
21,894 |
-61 |
| Mar01 |
001101 |
87.35 |
88.25 |
86.77 |
86.77 |
+0.04 |
1,309 |
14,300 |
+251 |
| Apr01 |
001101 |
83.00 |
84.00 |
82.62 |
82.62 |
-0.11 |
390 |
9,264 |
+16 |
| May01 |
001101 |
80.00 |
80.00 |
78.82 |
78.82 |
-0.21 |
132 |
5,557 |
+15 |
| Jun01 |
001101 |
77.00 |
77.80 |
76.52 |
76.52 |
-0.31 |
758 |
6,480 |
+22 |
| Jul01 |
001101 |
76.30 |
76.60 |
75.37 |
75.37 |
-0.36 |
36 |
1,943 |
+7 |
| Aug01 |
001101 |
75.95 |
75.95 |
75.12 |
75.12 |
-0.41 |
302 |
3,492 |
+215 |
| Sep01 |
001101 |
76.35 |
76.35 |
75.42 |
75.42 |
-0.41 |
43 |
1,215 |
+13 |
| Total Volume and Open Interest |
56,019 |
158,055 |
-4,049 |
| Unleaded Gas(NYM) |
| Dec00 |
001101 |
88.90 |
89.70 |
88.25 |
88.43 |
+0.84 |
21,114 |
31,813 |
+1,787 |
| Jan01 |
001101 |
86.40 |
86.70 |
85.40 |
85.60 |
+0.11 |
3,476 |
9,728 |
+764 |
| Feb01 |
001101 |
85.30 |
86.00 |
84.80 |
84.90 |
-0.09 |
2,284 |
7,058 |
-84 |
| Mar01 |
001101 |
86.20 |
86.20 |
84.80 |
85.15 |
-0.14 |
1,280 |
7,925 |
+137 |
| Apr01 |
001101 |
90.45 |
90.45 |
89.70 |
89.70 |
-0.14 |
669 |
5,605 |
-35 |
| May01 |
001101 |
88.90 |
88.90 |
88.90 |
88.90 |
-0.19 |
829 |
4,647 |
+252 |
| Jun01 |
001101 |
87.45 |
87.45 |
87.45 |
87.45 |
-0.19 |
310 |
2,295 |
-157 |
| Jul01 |
001101 |
85.60 |
85.60 |
85.60 |
85.60 |
-0.24 |
55 |
1,282 |
+0 |
| Total Volume and Open Interest |
52,051 |
77,717 |
-6,768 |
| Natural Gas(NYM) |
| Dec00 |
001101 |
4.610 |
4.750 |
4.550 |
4.686 |
+0.196 |
41,474 |
46,768 |
-1,634 |
| Jan01 |
001101 |
4.640 |
4.800 |
4.590 |
4.726 |
+0.195 |
15,896 |
32,930 |
+244 |
| Feb01 |
001101 |
4.485 |
4.650 |
4.450 |
4.573 |
+0.192 |
6,787 |
25,249 |
+233 |
| Mar01 |
001101 |
4.300 |
4.450 |
4.275 |
4.378 |
+0.187 |
4,954 |
28,300 |
+326 |
| Apr01 |
001101 |
4.140 |
4.220 |
4.070 |
4.178 |
+0.173 |
2,280 |
19,218 |
+325 |
| May01 |
001101 |
4.050 |
4.150 |
3.980 |
4.100 |
+0.165 |
1,049 |
18,907 |
+202 |
| Jun01 |
001101 |
4.035 |
4.130 |
4.000 |
4.090 |
+0.165 |
1,519 |
20,200 |
+206 |
| Jul01 |
001101 |
4.040 |
4.130 |
4.000 |
4.093 |
+0.168 |
958 |
10,916 |
-82 |
| Total Volume and Open Interest |
83,653 |
367,654 |
+1,188 |
| Brent Crude Oil(IPE) |
| Dec00 |
001101 |
31.10 |
31.71 |
31.05 |
31.31 |
+0.55 |
32,660 |
55,266 |
-3,544 |
| Jan01 |
001101 |
30.40 |
30.99 |
30.40 |
30.51 |
+0.36 |
18,332 |
63,441 |
+2,534 |
| Feb01 |
001101 |
29.75 |
30.25 |
29.75 |
29.79 |
+0.25 |
3,903 |
19,703 |
-10 |
| Mar01 |
001101 |
29.29 |
29.50 |
29.06 |
29.06 |
+0.16 |
2,535 |
20,798 |
+204 |
| Apr01 |
001101 |
28.65 |
28.81 |
28.41 |
28.41 |
+0.10 |
2,790 |
16,192 |
+200 |
| May01 |
001101 |
28.04 |
28.35 |
27.93 |
27.93 |
+0.06 |
1,856 |
5,843 |
+702 |
| Jun01 |
001101 |
27.70 |
27.95 |
27.47 |
27.47 |
+0.03 |
1,222 |
15,271 |
-287 |
| Jul01 |
001101 |
27.17 |
27.27 |
27.08 |
27.08 |
+0.04 |
128 |
5,080 |
-28 |
| Total Volume and Open Interest |
65,693 |
243,401 |
+85 |
| Gas Oil(IPE) |
| Nov00 |
001101 |
284.00 |
291.25 |
284.00 |
291.00 |
+9.75 |
10,927 |
24,517 |
-3,158 |
| Dec00 |
001101 |
280.00 |
285.25 |
279.00 |
285.00 |
+9.25 |
6,846 |
31,967 |
-419 |
| Jan01 |
001101 |
275.50 |
279.00 |
274.00 |
279.00 |
+8.00 |
1,407 |
16,657 |
+95 |
| Feb01 |
001101 |
268.75 |
270.50 |
267.50 |
270.50 |
+6.50 |
296 |
5,025 |
+50 |
| Mar01 |
001101 |
259.25 |
261.50 |
257.50 |
261.50 |
+5.75 |
295 |
5,695 |
-244 |
| Apr01 |
001101 |
249.00 |
251.75 |
249.00 |
251.75 |
+3.75 |
53 |
4,359 |
-13 |
| May01 |
001101 |
245.25 |
245.25 |
245.25 |
245.25 |
+4.00 |
285 |
986 |
-87 |
| Jun01 |
001101 |
238.25 |
240.50 |
238.25 |
240.50 |
+4.00 |
502 |
10,756 |
-360 |
| Total Volume and Open Interest |
20,718 |
106,951 |
-4,030 |
| US Dollar Index(NYBOT) |
| Dec00 |
001101 |
116.60 |
116.60 |
115.38 |
115.50 |
-1.12 |
644 |
4,437 |
-1 |
| Mar01 |
001101 |
115.63 |
115.63 |
115.22 |
115.35 |
-1.10 |
646 |
6,499 |
+1 |
| Jun01 |
001101 |
115.20 |
115.20 |
115.20 |
115.20 |
-1.08 |
646 |
6,499 |
+1 |
| Total Volume and Open Interest |
646 |
6,499 |
+1 |
| Australian Dollar(IMM) |
| Dec00 |
001101 |
52.38 |
52.75 |
51.95 |
52.36 |
+0.10 |
3,465 |
22,834 |
+520 |
| Mar01 |
001101 |
52.50 |
52.60 |
52.10 |
52.41 |
+0.10 |
10 |
2,133 |
-168 |
| Jun01 |
001101 |
52.46 |
52.46 |
52.46 |
52.46 |
+0.10 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
3,475 |
24,973 |
+352 |
| British Pound(IMM) |
| Dec00 |
001101 |
144.80 |
145.30 |
144.30 |
145.06 |
+0.02 |
3,101 |
31,078 |
-8 |
| Mar01 |
001101 |
145.00 |
145.60 |
144.50 |
145.26 |
+0.02 |
2 |
96 |
-1 |
| Jun01 |
001101 |
145.46 |
145.70 |
144.80 |
145.46 |
+0.02 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,103 |
31,177 |
-9 |
| Canadian Dollar(IMM) |
| Dec00 |
001101 |
65.67 |
65.73 |
65.35 |
65.37 |
-0.34 |
8,918 |
76,065 |
-1,485 |
| Mar01 |
001101 |
65.84 |
65.87 |
65.50 |
65.52 |
-0.34 |
189 |
2,760 |
+54 |
| Jun01 |
001101 |
65.93 |
65.96 |
65.64 |
65.64 |
-0.34 |
182 |
1,476 |
+41 |
| Sep01 |
001101 |
66.03 |
66.03 |
65.75 |
65.75 |
-0.35 |
26 |
519 |
+16 |
| Total Volume and Open Interest |
9,343 |
81,105 |
-1,362 |
| Japanese Yen(IMM) |
| Dec00 |
001101 |
92.88 |
93.13 |
92.79 |
93.09 |
+0.62 |
10,648 |
68,499 |
+2,645 |
| Mar01 |
001101 |
94.28 |
94.55 |
94.28 |
94.52 |
+0.62 |
40 |
250 |
+5 |
| Jun01 |
001101 |
95.92 |
95.92 |
95.92 |
95.92 |
+0.62 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
10,688 |
68,898 |
+2,650 |
| Swiss Franc(IMM) |
| Dec00 |
001101 |
56.25 |
56.70 |
56.19 |
56.61 |
+0.74 |
6,005 |
51,239 |
-1,076 |
| Mar01 |
001101 |
56.75 |
57.17 |
56.69 |
57.04 |
+0.74 |
93 |
84 |
+0 |
| Jun01 |
001101 |
57.45 |
57.45 |
57.45 |
57.45 |
+0.74 |
15 |
11 |
+0 |
| Total Volume and Open Interest |
6,005 |
51,334 |
-1,076 |
| EuroFX(IMM) |
| Dec00 |
001101 |
85.74 |
86.32 |
85.52 |
86.27 |
+1.19 |
14,506 |
74,285 |
+0 |
| Mar01 |
001101 |
86.10 |
86.62 |
85.88 |
86.58 |
+1.19 |
11 |
1,124 |
+0 |
| Total Volume and Open Interest |
14,517 |
75,409 |
+0 |
| Mexican Peso(IMM) |
| Dec00 |
001101 |
10280.0 |
10300.0 |
10260.0 |
10270.0 |
-33.0 |
5,986 |
9,113 |
-1,606 |
| Mar01 |
001101 |
9990.0 |
9990.0 |
9970.0 |
9970.0 |
-48.0 |
108 |
3,624 |
+55 |
| Total Volume and Open Interest |
6,268 |
13,832 |
-1,480 |
| 30-Year T-Bonds(CBOT) |
| Dec00 |
001101 |
99~27 |
100~05 |
99~17 |
100~00 |
+0~05 |
244,428 |
409,632 |
+3,103 |
| Mar01 |
001101 |
99~28 |
100~05 |
99~18 |
100~02 |
+0~06 |
1,968 |
14,189 |
+665 |
| Jun01 |
001101 |
99~31 |
99~31 |
99~31 |
99~31 |
+0~06 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
246,398 |
424,036 |
+3,668 |
| Municipal Bonds(CBOT) |
| Dec00 |
001101 |
99~23 |
99~25 |
99~12 |
99~22 |
+0~04 |
1,540 |
19,254 |
-407 |
| Total Volume and Open Interest |
1,540 |
19,254 |
-407 |
| 10-Year T-Notes(CBOT) |
| Dec00 |
001101 |
100~235 |
100~300 |
100~225 |
100~270 |
+0~045 |
203,511 |
545,023 |
-2,908 |
| Mar01 |
001101 |
100~290 |
101~000 |
100~260 |
100~300 |
+0~045 |
4,817 |
26,410 |
+1,872 |
| Total Volume and Open Interest |
208,328 |
571,434 |
-1,036 |
| 5-Year T-Notes(CBOT) |
| Dec00 |
001101 |
100~255 |
100~280 |
100~235 |
100~265 |
+0~045 |
86,719 |
362,543 |
-547 |
| Mar01 |
001101 |
100~270 |
100~280 |
100~265 |
100~280 |
+0~040 |
485 |
6,701 |
+372 |
| Total Volume and Open Interest |
87,204 |
369,244 |
-175 |
| 2 Year T-Notes(CBOT) |
| Dec00 |
001101 |
100~018 |
100~021 |
100~014 |
100~020 |
+0~012 |
3,246 |
54,740 |
-280 |
| Total Volume and Open Interest |
3,246 |
54,740 |
-280 |
| 3-Mth T-Bills(IMM) |
| Dec00 |
001101 |
93.83 |
93.83 |
93.82 |
93.82 |
unch |
85 |
1,328 |
-30 |
| Total Volume and Open Interest |
131 |
1,351 |
-30 |
| Eurodollars(IMM) |
| Dec00 |
001101 |
93.305 |
93.310 |
93.295 |
93.305 |
+0.015 |
40,822 |
536,670 |
-5,607 |
| Mar01 |
001101 |
93.505 |
93.525 |
93.500 |
93.515 |
+0.030 |
82,673 |
509,807 |
-3,557 |
| Jun01 |
001101 |
93.600 |
93.630 |
93.595 |
93.625 |
+0.050 |
82,409 |
354,983 |
+6,035 |
| Sep01 |
001101 |
93.645 |
93.670 |
93.635 |
93.665 |
+0.055 |
72,838 |
350,183 |
+6,492 |
| Dec01 |
001101 |
93.550 |
93.580 |
93.540 |
93.580 |
+0.060 |
26,232 |
247,085 |
+168 |
| Mar02 |
001101 |
93.600 |
93.630 |
93.585 |
93.625 |
+0.060 |
25,359 |
204,344 |
+3,722 |
| Jun02 |
001101 |
93.540 |
93.575 |
93.540 |
93.570 |
+0.060 |
14,108 |
142,946 |
+641 |
| Sep02 |
001101 |
93.500 |
93.535 |
93.500 |
93.530 |
+0.055 |
17,670 |
109,778 |
+1,631 |
| Dec02 |
001101 |
93.390 |
93.425 |
93.385 |
93.425 |
+0.055 |
6,750 |
84,074 |
+803 |
| Mar03 |
001101 |
93.425 |
93.455 |
93.420 |
93.450 |
+0.050 |
7,328 |
76,130 |
+933 |
| Jun03 |
001101 |
93.395 |
93.415 |
93.370 |
93.410 |
+0.050 |
5,396 |
56,798 |
+327 |
| Sep03 |
001101 |
93.340 |
93.375 |
93.340 |
93.375 |
+0.050 |
5,214 |
57,780 |
-51 |
| Total Volume and Open Interest |
424,688 |
3,113,620 |
+16,624 |
| 3-Mth Euro-Yen(IMM) |
| Dec00 |
001101 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
88 |
13,411 |
+52 |
| Mar01 |
001101 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
213 |
22,872 |
-543 |
| Jun01 |
001101 |
99.47 |
99.48 |
99.47 |
99.48 |
unch |
376 |
10,181 |
+149 |
| Sep01 |
001101 |
99.40 |
99.42 |
99.40 |
99.42 |
unch |
233 |
12,228 |
-565 |
| Dec01 |
001101 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
19 |
5,764 |
-80 |
| Mar02 |
001101 |
99.26 |
99.27 |
99.26 |
99.27 |
unch |
1 |
3,201 |
-170 |
| Jun02 |
001101 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
6 |
773 |
+0 |
| Sep02 |
001101 |
99.08 |
99.08 |
99.07 |
99.08 |
unch |
106 |
207 |
+106 |
| Dec02 |
001101 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
30 |
+0 |
| Mar03 |
001101 |
98.79 |
98.79 |
98.79 |
98.79 |
unch |
|
|
|
| Total Volume and Open Interest |
1,042 |
68,667 |
-1,051 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec00 |
001101 |
99.47 |
99.47 |
99.46 |
99.47 |
unch |
2 |
97,331 |
+0 |
| Mar01 |
001101 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
1,207 |
100,810 |
+0 |
| Jun01 |
001101 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
631 |
83,486 |
+0 |
| Sep01 |
001101 |
99.41 |
99.41 |
99.40 |
99.40 |
-0.01 |
471 |
65,275 |
+0 |
| Dec01 |
001101 |
99.31 |
99.32 |
99.31 |
99.31 |
unch |
465 |
21,943 |
+0 |
| Mar02 |
001101 |
99.27 |
99.28 |
99.26 |
99.26 |
-0.02 |
219 |
14,217 |
+0 |
| Jun02 |
001101 |
99.19 |
99.19 |
99.18 |
99.18 |
-0.01 |
490 |
7,580 |
+0 |
| Sep02 |
001101 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
0 |
4,963 |
+0 |
| Total Volume and Open Interest |
3,535 |
404,628 |
+0 |
| German Euro-Bund(EUREX) |
| Dec00 |
001101 |
105.47 |
105.74 |
105.47 |
105.70 |
+0.24 |
357,224 |
624,893 |
-4,438 |
| Mar01 |
001101 |
105.65 |
105.80 |
105.65 |
105.78 |
+0.24 |
1,549 |
20,434 |
+33 |
| Jun01 |
001101 |
105.51 |
105.51 |
105.51 |
105.51 |
+0.21 |
0 |
5,167 |
+1,660 |
| Total Volume and Open Interest |
358,773 |
650,494 |
-2,745 |
| German Euro-Bobl(EUREX) |
| Dec00 |
001101 |
103.59 |
103.79 |
103.59 |
103.76 |
+0.18 |
195,291 |
352,564 |
-7,751 |
| Mar01 |
001101 |
103.46 |
103.51 |
103.46 |
103.51 |
+0.16 |
401 |
5,555 |
+399 |
| Jun01 |
001101 |
103.41 |
103.41 |
103.41 |
103.41 |
+0.17 |
0 |
478 |
+0 |
| Total Volume and Open Interest |
195,291 |
358,597 |
-7,352 |
| Long Gilt(LIFFE) |
| Dec00 |
001101 |
113~18 |
113~21 |
113~15 |
113~21 |
+0~07 |
18,238 |
70,418 |
+1,004 |
| Mar01 |
001101 |
113~13 |
113~13 |
113~13 |
113~13 |
+0~07 |
127 |
152 |
+127 |
| Total Volume and Open Interest |
18,365 |
70,570 |
+1,131 |
| 3-Mth Short Sterling(LIFFE) |
| Dec00 |
001101 |
93.86 |
93.88 |
93.84 |
93.88 |
+0.03 |
8,532 |
161,406 |
-1,059 |
| Mar01 |
001101 |
93.86 |
93.91 |
93.85 |
93.90 |
+0.04 |
9,027 |
210,498 |
+686 |
| Jun01 |
001101 |
93.84 |
93.91 |
93.84 |
93.90 |
+0.06 |
4,795 |
104,200 |
+759 |
| Total Volume and Open Interest |
28,948 |
772,351 |
+1,702 |
| 3-Mth Euribor(LIFFE) |
| Dec00 |
001101 |
94.775 |
94.815 |
94.775 |
94.810 |
+0.035 |
37,458 |
331,006 |
-370 |
| Mar01 |
001101 |
94.785 |
94.830 |
94.785 |
94.825 |
+0.045 |
32,607 |
282,840 |
+3,409 |
| Jun01 |
001101 |
94.805 |
94.855 |
94.805 |
94.855 |
+0.050 |
21,918 |
203,206 |
-1,160 |
| Total Volume and Open Interest |
136,158 |
1,385,753 |
+3,248 |
| 3-Mth Aus T-Bills(SFE) |
| Dec00 |
001101 |
93.56 |
93.59 |
93.56 |
93.58 |
+0.02 |
17,699 |
197,001 |
+0 |
| Mar01 |
001101 |
93.57 |
93.59 |
93.56 |
93.58 |
+0.02 |
6,582 |
81,604 |
+0 |
| Jun01 |
001101 |
93.57 |
93.61 |
93.57 |
93.61 |
+0.03 |
1,287 |
35,053 |
+0 |
| Sep01 |
001101 |
93.59 |
93.60 |
93.58 |
93.60 |
+0.02 |
1,271 |
21,525 |
+0 |
| Dec01 |
001101 |
93.54 |
93.56 |
93.54 |
93.56 |
+0.03 |
372 |
11,490 |
+0 |
| Mar02 |
001101 |
93.49 |
93.50 |
93.49 |
93.50 |
+0.02 |
126 |
7,511 |
+0 |
| Jun02 |
001101 |
93.43 |
93.44 |
93.43 |
93.44 |
+0.02 |
186 |
5,371 |
+0 |
| Sep02 |
001101 |
93.40 |
93.40 |
93.40 |
93.40 |
+0.04 |
124 |
3,614 |
+0 |
| Dec02 |
001101 |
93.35 |
93.35 |
93.35 |
93.35 |
+0.04 |
4 |
1,997 |
+0 |
| Mar03 |
001101 |
93.30 |
93.30 |
93.30 |
93.30 |
+0.04 |
150 |
1,210 |
+0 |
| Total Volume and Open Interest |
27,851 |
369,789 |
+0 |
| 10-Year Aus T-Bonds(SFE) |
| Dec00 |
001101 |
93.81 |
93.85 |
93.81 |
93.84 |
+0.03 |
2,846 |
133,419 |
+0 |
| Mar01 |
001101 |
93.85 |
93.85 |
93.85 |
93.85 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
2,846 |
133,419 |
+0 |
| 3-Year Aus T-Bonds(SFE) |
| Dec00 |
001101 |
93.91 |
93.95 |
93.91 |
93.95 |
+0.04 |
9,066 |
303,834 |
+0 |
| Mar01 |
001101 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
9,066 |
303,834 |
+0 |
| Gold(CMX) |
| Dec00 |
001101 |
267.2 |
267.8 |
264.6 |
265.4 |
-1.0 |
15,283 |
87,647 |
-2,083 |
| Feb01 |
001101 |
269.9 |
270.6 |
267.5 |
268.0 |
-1.0 |
2,561 |
18,157 |
+1,409 |
| Apr01 |
001101 |
272.0 |
272.1 |
270.0 |
270.5 |
-1.0 |
38 |
4,471 |
+33 |
| Jun01 |
001101 |
275.2 |
275.2 |
273.0 |
273.0 |
-1.0 |
129 |
9,029 |
+85 |
| Aug01 |
001101 |
275.3 |
275.3 |
275.3 |
275.3 |
-1.0 |
3 |
2,470 |
+0 |
| Oct01 |
001101 |
277.5 |
277.5 |
277.5 |
277.5 |
-1.0 |
58 |
796 |
+58 |
| Total Volume and Open Interest |
18,179 |
137,818 |
+6,962 |
| Silver(CMX) |
| Dec00 |
001101 |
480.0 |
480.5 |
475.5 |
479.8 |
+2.0 |
5,346 |
65,043 |
-254 |
| Mar01 |
001101 |
487.0 |
487.5 |
482.0 |
486.2 |
+1.9 |
1,179 |
8,483 |
+969 |
| May01 |
001101 |
490.2 |
490.2 |
490.2 |
490.2 |
+1.9 |
0 |
1,394 |
+0 |
| Jul01 |
001101 |
494.0 |
494.0 |
494.0 |
494.0 |
+1.9 |
5 |
1,788 |
+0 |
| Sep01 |
001101 |
497.6 |
497.6 |
497.6 |
497.6 |
+2.0 |
0 |
2,961 |
+0 |
| Total Volume and Open Interest |
6,538 |
84,842 |
+834 |
| Platinum(NYM) |
| Jan01 |
001101 |
578.1 |
582.0 |
574.0 |
578.4 |
+0.3 |
691 |
7,393 |
+189 |
| Apr01 |
001101 |
568.0 |
568.0 |
565.4 |
565.4 |
+0.3 |
1 |
205 |
+0 |
| Total Volume and Open Interest |
691 |
7,603 |
+394 |
| Palladium(NYME) |
| Dec00 |
001101 |
775.00 |
782.00 |
775.00 |
777.20 |
-4.85 |
173 |
989 |
+59 |
| Mar01 |
001101 |
777.20 |
777.20 |
777.20 |
777.20 |
-4.85 |
155 |
789 |
-110 |
| Jun01 |
001101 |
772.20 |
772.20 |
772.20 |
772.20 |
-4.85 |
155 |
135 |
|
| Total Volume and Open Interest |
483 |
1,913 |
|
| Copper(CMX) |
| Dec00 |
001101 |
84.50 |
84.70 |
83.40 |
83.60 |
-1.25 |
8,236 |
33,974 |
+89 |
| Mar01 |
001101 |
85.40 |
85.55 |
84.35 |
84.45 |
-1.25 |
2,419 |
14,085 |
+800 |
| May01 |
001101 |
85.20 |
85.25 |
84.35 |
84.35 |
-1.05 |
385 |
2,830 |
+144 |
| Jul01 |
001101 |
85.10 |
85.15 |
84.20 |
84.20 |
-1.05 |
131 |
2,123 |
+15 |
| Sep01 |
001101 |
85.00 |
85.00 |
84.00 |
84.00 |
-1.05 |
41 |
993 |
+12 |
| Total Volume and Open Interest |
12,008 |
70,240 |
+913 |
| DJIA Index(CBOT) |
| Dec00 |
001101 |
10970 |
11045 |
10895 |
10963 |
-59 |
17,366 |
18,335 |
+424 |
| Mar01 |
001101 |
11105 |
11180 |
11050 |
11104 |
-59 |
8 |
56 |
+1 |
| Jun01 |
001101 |
11247 |
11247 |
11247 |
11247 |
-59 |
3 |
7 |
+3 |
| Total Volume and Open Interest |
17,377 |
18,405 |
+435 |
| S & P 500(CME) |
| Dec00 |
001101 |
1431.00 |
1439.10 |
1419.50 |
1432.00 |
-8.20 |
73,715 |
417,296 |
+0 |
| Mar01 |
001101 |
1453.00 |
1460.00 |
1441.00 |
1453.00 |
-8.50 |
337 |
8,175 |
+0 |
| Jun01 |
001101 |
1474.30 |
1474.30 |
1465.00 |
1474.30 |
-8.70 |
266 |
2,296 |
+0 |
| Sep01 |
001101 |
1496.00 |
1496.00 |
1487.00 |
1496.00 |
-9.00 |
5 |
284 |
+0 |
| Total Volume and Open Interest |
74,349 |
428,282 |
+0 |
| S & P 500 E-Mini(Globex) |
| Dec00 |
001101 |
1441.00 |
1441.00 |
1419.50 |
1432.00 |
-8.25 |
89,660 |
53,489 |
+611 |
| Mar01 |
001101 |
1451.25 |
1453.00 |
1442.50 |
1453.00 |
-8.50 |
5 |
16 |
+2 |
| Total Volume and Open Interest |
89,665 |
53,505 |
+613 |
| NASDAQ 100(CME) |
| Dec00 |
001101 |
3240.00 |
3345.00 |
3205.00 |
3267.50 |
-32.50 |
20,878 |
41,842 |
+0 |
| Mar01 |
001101 |
3322.50 |
3322.50 |
3322.50 |
3322.50 |
-32.50 |
0 |
54 |
+0 |
| Jun01 |
001101 |
3370.50 |
3370.50 |
3370.50 |
3370.50 |
-32.50 |
|
|
|
| Total Volume and Open Interest |
20,878 |
41,896 |
+0 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec00 |
001101 |
3299.5 |
3344.0 |
3205.0 |
3267.5 |
-32.5 |
71,326 |
43,886 |
+2,218 |
| Mar01 |
001101 |
3322.5 |
3366.0 |
3274.0 |
3322.5 |
-32.5 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
71,326 |
43,892 |
+2,218 |
| NYSE Composite(NYBOT) |
| Dec00 |
001101 |
669.00 |
670.75 |
664.50 |
670.25 |
+0.25 |
293 |
1,415 |
+0 |
| Mar01 |
001101 |
679.25 |
679.25 |
679.25 |
679.25 |
+0.25 |
0 |
212 |
+0 |
| Jun01 |
001101 |
688.25 |
688.25 |
688.25 |
688.25 |
+0.25 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
293 |
1,729 |
-586 |
| S & P Midcap 400(CME) |
| Dec00 |
001101 |
520.00 |
526.50 |
519.00 |
525.25 |
+4.00 |
1,959 |
17,646 |
+0 |
| Mar01 |
001101 |
532.50 |
532.75 |
532.50 |
532.50 |
+4.00 |
0 |
1 |
+0 |
| Jun01 |
001101 |
539.50 |
539.75 |
539.50 |
539.50 |
+4.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,959 |
17,648 |
+0 |
| Russell 2000(CME) |
| Dec00 |
001101 |
498.00 |
501.40 |
496.00 |
498.90 |
-1.60 |
2,174 |
14,353 |
+0 |
| Mar01 |
001101 |
506.40 |
506.40 |
506.40 |
506.40 |
-1.60 |
|
|
|
| Jun01 |
001101 |
513.95 |
513.95 |
513.95 |
513.95 |
-1.60 |
|
|
|
| Total Volume and Open Interest |
2,174 |
14,353 |
+0 |
| Value Line(KCBT) |
| Dec00 |
001101 |
1127.00 |
1139.00 |
1127.00 |
1133.25 |
-2.50 |
50 |
238 |
+238 |
| Total Volume and Open Interest |
50 |
238 |
+238 |
| Nikkei 225(CME) |
| Dec00 |
001101 |
14840 |
14900 |
14800 |
14885 |
+130 |
1,815 |
15,928 |
+541 |
| Mar01 |
001101 |
0 |
0 |
0 |
0 |
-14785 |
2 |
23 |
+0 |
| Total Volume and Open Interest |
1,815 |
15,951 |
+541 |
| Nikkei 225(SIMEX) |
| Dec00 |
001101 |
14780 |
14925 |
14705 |
14890 |
+380 |
13,136 |
85,526 |
+353 |
| Mar01 |
001101 |
14910 |
14910 |
14910 |
14910 |
+380 |
0 |
4,922 |
+0 |
| Jun01 |
001101 |
14890 |
14890 |
14890 |
14890 |
+380 |
0 |
405 |
+0 |
| Total Volume and Open Interest |
13,136 |
91,258 |
+353 |
| CAC 40(MATIF) |
| Nov00 |
001101 |
6450.0 |
6469.0 |
6371.0 |
6443.0 |
+12.0 |
55,951 |
168,588 |
+34,613 |
| Dec00 |
001101 |
6490.0 |
6490.0 |
6399.5 |
6468.5 |
+12.0 |
1,929 |
151,578 |
+1,231 |
| Total Volume and Open Interest |
115,699 |
621,928 |
+14,832 |
| DAX Index(EUREX) |
| Dec00 |
001101 |
7133.0 |
7144.0 |
7053.5 |
7105.0 |
-19.0 |
32,546 |
158,810 |
-116 |
| Mar01 |
001101 |
7230.0 |
7232.5 |
7150.5 |
7197.0 |
-18.5 |
276 |
4,903 |
+109 |
| Jun01 |
001101 |
7297.0 |
7304.0 |
7229.0 |
7274.0 |
-20.5 |
125 |
6,375 |
+167 |
| Total Volume and Open Interest |
32,947 |
170,088 |
+160 |
| FT-SE 100(LIFFE) |
| Dec00 |
001101 |
6525.50 |
6555.50 |
6428.00 |
6469.50 |
-17.50 |
24,297 |
221,927 |
+699 |
| Mar01 |
001101 |
6592.50 |
6592.50 |
6498.00 |
6523.50 |
-17.50 |
502 |
13,011 |
+499 |
| Jun01 |
001101 |
6615.00 |
6615.00 |
6571.00 |
6596.50 |
-16.50 |
0 |
5,084 |
+0 |
| Total Volume and Open Interest |
24,799 |
240,022 |
+1,198 |
| SPI 200(SFE) |
| Dec00 |
001101 |
3304.0 |
3312.0 |
3294.0 |
3302.0 |
+22.0 |
8,481 |
114,976 |
+0 |
| Mar01 |
001101 |
3328.0 |
3329.0 |
3322.0 |
3325.0 |
+23.0 |
1 |
1,664 |
+0 |
| Jun01 |
001101 |
3353.0 |
3353.0 |
3353.0 |
3353.0 |
+23.0 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
8,482 |
116,814 |
+0 |
| GSCI(CME) |
| Nov00 |
001101 |
238.60 |
241.60 |
238.00 |
239.70 |
+2.55 |
271 |
35,520 |
+0 |
| Dec00 |
001101 |
238.05 |
239.30 |
237.00 |
238.00 |
+2.50 |
0 |
28 |
+0 |
| Jan01 |
001101 |
234.00 |
235.00 |
234.00 |
234.00 |
+2.00 |
2 |
0 |
-2 |
| Total Volume and Open Interest |
273 |
35,548 |
+0 |
| Bridge CRB Index(NYBOT) |
| Nov00 |
001101 |
222.00 |
222.15 |
221.50 |
222.00 |
+1.35 |
28 |
571 |
+0 |
| Jan01 |
001101 |
222.25 |
222.50 |
221.75 |
222.00 |
+1.10 |
22 |
748 |
+8 |
| Feb01 |
001101 |
221.10 |
221.10 |
220.50 |
220.50 |
+0.85 |
16 |
370 |
+5 |
| Total Volume and Open Interest |
66 |
1,693 |
+17 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|