|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 03, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov00 |
001103 |
474.50 |
475.25 |
472.00 |
473.25 |
unch |
10,914 |
9,156 |
-1,792 |
| Jan01 |
001103 |
484.50 |
486.00 |
482.50 |
484.25 |
+1.00 |
40,191 |
90,427 |
-603 |
| Mar01 |
001103 |
493.00 |
495.50 |
492.00 |
493.50 |
+1.00 |
5,093 |
31,253 |
-541 |
| May01 |
001103 |
500.50 |
502.50 |
500.00 |
500.50 |
+0.75 |
1,004 |
16,047 |
-89 |
| Jul01 |
001103 |
508.50 |
511.00 |
507.50 |
510.00 |
+2.00 |
1,324 |
19,853 |
-35 |
| Aug01 |
001103 |
509.00 |
512.00 |
509.00 |
510.25 |
+2.25 |
25 |
726 |
-9 |
| Sep01 |
001103 |
510.50 |
511.00 |
509.00 |
510.00 |
+1.50 |
11 |
330 |
-6 |
| Total Volume and Open Interest |
59,126 |
174,241 |
-2,827 |
| Soybean Meal(CBOT) |
| Dec00 |
001103 |
171.80 |
172.50 |
171.10 |
172.20 |
+0.90 |
11,360 |
47,949 |
-948 |
| Jan01 |
001103 |
170.50 |
170.90 |
169.80 |
170.60 |
+0.80 |
5,222 |
26,370 |
+33 |
| Mar01 |
001103 |
169.30 |
169.90 |
168.90 |
169.20 |
+0.40 |
2,100 |
15,208 |
-58 |
| May01 |
001103 |
168.50 |
169.20 |
168.40 |
168.40 |
+0.30 |
498 |
9,405 |
+20 |
| Jul01 |
001103 |
168.80 |
169.70 |
168.70 |
168.70 |
+0.20 |
781 |
6,984 |
+196 |
| Aug01 |
001103 |
168.50 |
169.00 |
168.00 |
168.00 |
+0.20 |
71 |
1,629 |
+41 |
| Sep01 |
001103 |
168.50 |
168.50 |
167.10 |
167.10 |
unch |
37 |
1,137 |
+8 |
| Oct01 |
001103 |
166.70 |
167.80 |
166.70 |
166.80 |
+0.30 |
32 |
420 |
+2 |
| Total Volume and Open Interest |
20,216 |
110,227 |
-641 |
| Soybean Oil(CBOT) |
| Dec00 |
001103 |
15.20 |
15.25 |
15.00 |
15.11 |
-0.04 |
17,314 |
60,653 |
-1,657 |
| Jan01 |
001103 |
15.50 |
15.52 |
15.29 |
15.40 |
-0.04 |
5,183 |
31,790 |
+196 |
| Mar01 |
001103 |
15.92 |
15.92 |
15.69 |
15.80 |
-0.05 |
2,865 |
23,260 |
+149 |
| May01 |
001103 |
16.27 |
16.27 |
16.10 |
16.18 |
-0.03 |
731 |
11,644 |
-280 |
| Jul01 |
001103 |
16.70 |
16.70 |
16.49 |
16.57 |
-0.02 |
1,154 |
7,788 |
-376 |
| Aug01 |
001103 |
16.82 |
16.82 |
16.66 |
16.69 |
-0.03 |
2 |
2,010 |
+1 |
| Sep01 |
001103 |
16.95 |
16.95 |
16.82 |
16.86 |
+0.01 |
0 |
1,630 |
+0 |
| Oct01 |
001103 |
17.12 |
17.12 |
16.96 |
17.03 |
+0.05 |
1 |
1,479 |
-1 |
| Total Volume and Open Interest |
28,853 |
146,356 |
-646 |
| Canola(WCE) |
| Nov00 |
001103 |
252.4 |
252.5 |
252.2 |
252.3 |
-0.4 |
1,650 |
1,852 |
-820 |
| Jan01 |
001103 |
259.0 |
259.5 |
257.6 |
258.4 |
-0.3 |
5,196 |
39,786 |
+247 |
| Mar01 |
001103 |
264.5 |
265.0 |
263.5 |
264.2 |
unch |
3,169 |
17,866 |
-182 |
| May01 |
001103 |
269.5 |
270.2 |
269.1 |
270.0 |
-0.1 |
15 |
2,235 |
+10 |
| Jul01 |
001103 |
276.0 |
277.0 |
275.6 |
276.7 |
-0.3 |
5 |
2,337 |
+0 |
| Total Volume and Open Interest |
10,057 |
64,792 |
-723 |
| Corn(CBOT) |
| Nov00 |
001103 |
208.25 |
210.25 |
208.25 |
210.00 |
+1.25 |
273 |
344 |
-27 |
| Dec00 |
001103 |
212.50 |
214.00 |
211.75 |
213.25 |
+1.25 |
56,177 |
199,335 |
+4,229 |
| Jan01 |
001103 |
216.75 |
217.75 |
216.50 |
217.00 |
+0.75 |
110 |
822 |
+31 |
| Mar01 |
001103 |
224.00 |
225.00 |
223.00 |
224.50 |
+1.00 |
22,100 |
137,049 |
+5,298 |
| May01 |
001103 |
231.50 |
232.50 |
230.75 |
231.75 |
+0.75 |
3,187 |
37,780 |
+1,078 |
| Jul01 |
001103 |
238.50 |
239.75 |
238.00 |
239.00 |
+0.75 |
5,814 |
45,744 |
+1,452 |
| Total Volume and Open Interest |
90,764 |
450,038 |
+12,781 |
| Wheat(CBOT) |
| Dec00 |
001103 |
262.00 |
265.00 |
260.50 |
264.00 |
+4.25 |
12,102 |
88,935 |
+122 |
| Mar01 |
001103 |
279.00 |
282.50 |
279.00 |
281.75 |
+4.25 |
3,476 |
42,452 |
+441 |
| May01 |
001103 |
289.00 |
292.50 |
289.00 |
292.25 |
+4.75 |
173 |
2,688 |
+52 |
| Jul01 |
001103 |
298.00 |
302.00 |
298.00 |
301.50 |
+5.00 |
602 |
19,478 |
+157 |
| Sep01 |
001103 |
307.00 |
310.00 |
307.00 |
309.50 |
+5.50 |
5 |
873 |
+7 |
| Total Volume and Open Interest |
16,436 |
156,891 |
+807 |
| Wheat(KCBT) |
| Dec00 |
001103 |
313.25 |
319.00 |
313.00 |
318.75 |
+6.25 |
5,880 |
45,313 |
-85 |
| Mar01 |
001103 |
328.00 |
333.00 |
327.50 |
332.50 |
+6.25 |
2,315 |
30,566 |
+1,125 |
| May01 |
001103 |
336.00 |
340.50 |
336.00 |
340.50 |
+6.50 |
133 |
2,565 |
-1 |
| Jul01 |
001103 |
341.50 |
347.00 |
341.50 |
346.75 |
+7.00 |
623 |
9,095 |
+395 |
| Sep01 |
001103 |
348.00 |
353.00 |
348.00 |
353.00 |
+7.00 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
8,952 |
87,897 |
+1,435 |
| Wheat(MGE) |
| Dec00 |
001103 |
320.00 |
327.00 |
319.25 |
325.25 |
+6.25 |
2,314 |
15,005 |
-132 |
| Mar01 |
001103 |
335.00 |
341.50 |
334.50 |
340.50 |
+6.50 |
1,248 |
7,114 |
+373 |
| May01 |
001103 |
342.00 |
350.25 |
342.00 |
348.75 |
+6.50 |
24 |
1,458 |
+2 |
| Jul01 |
001103 |
353.00 |
357.50 |
353.00 |
356.00 |
+6.75 |
31 |
624 |
+8 |
| Sep01 |
001103 |
358.00 |
363.50 |
358.00 |
362.50 |
+6.50 |
21 |
371 |
+19 |
| Total Volume and Open Interest |
3,644 |
24,744 |
+276 |
| Oats(CBOT) |
| Dec00 |
001103 |
109.00 |
109.25 |
108.00 |
108.75 |
unch |
1,002 |
9,525 |
-243 |
| Mar01 |
001103 |
118.25 |
118.25 |
117.25 |
117.75 |
-0.25 |
202 |
3,567 |
-28 |
| May01 |
001103 |
122.75 |
122.75 |
122.00 |
122.00 |
-0.50 |
5 |
234 |
+4 |
| Jul01 |
001103 |
127.00 |
127.00 |
126.25 |
126.75 |
-0.25 |
37 |
184 |
+32 |
| Total Volume and Open Interest |
1,376 |
14,013 |
-190 |
| Rough Rice(CBOT) |
| Nov00 |
001103 |
6.25 |
6.25 |
6.20 |
6.22 |
+0.01 |
|
|
|
| Jan01 |
001103 |
6.53 |
6.58 |
6.49 |
6.50 |
-0.01 |
245 |
3,913 |
-28 |
| Mar01 |
001103 |
6.73 |
6.77 |
6.70 |
6.70 |
-0.01 |
142 |
1,174 |
+66 |
| May01 |
001103 |
6.90 |
6.95 |
6.90 |
6.90 |
unch |
5 |
537 |
+3 |
| Total Volume and Open Interest |
478 |
5,904 |
-9 |
| Live Cattle(CME) |
| Dec00 |
001103 |
71.900 |
72.575 |
71.725 |
72.525 |
+0.800 |
5,530 |
61,859 |
-503 |
| Feb01 |
001103 |
73.600 |
74.275 |
73.325 |
74.225 |
+0.825 |
3,221 |
31,789 |
+394 |
| Apr01 |
001103 |
74.450 |
74.900 |
74.275 |
74.875 |
+0.450 |
1,814 |
19,458 |
+768 |
| Jun01 |
001103 |
71.275 |
71.850 |
71.225 |
71.825 |
+0.575 |
490 |
6,867 |
-25 |
| Aug01 |
001103 |
71.350 |
71.900 |
71.300 |
71.850 |
+0.500 |
363 |
4,748 |
+128 |
| Oct01 |
001103 |
73.100 |
73.600 |
73.100 |
73.600 |
+0.425 |
52 |
996 |
+42 |
| Total Volume and Open Interest |
11,495 |
125,765 |
+711 |
| Feeder Cattle(CME) |
| Nov00 |
001103 |
88.200 |
88.450 |
88.150 |
88.425 |
+0.200 |
1,354 |
3,285 |
-303 |
| Jan01 |
001103 |
88.275 |
88.925 |
88.100 |
88.875 |
+0.550 |
1,837 |
7,355 |
+230 |
| Mar01 |
001103 |
87.625 |
88.400 |
87.550 |
88.350 |
+0.725 |
445 |
3,327 |
+15 |
| Apr01 |
001103 |
87.350 |
88.250 |
87.350 |
88.225 |
+0.700 |
128 |
1,186 |
+42 |
| May01 |
001103 |
87.100 |
87.900 |
87.100 |
87.900 |
+0.700 |
89 |
1,244 |
-7 |
| Aug01 |
001103 |
87.200 |
87.700 |
87.100 |
87.700 |
+0.450 |
75 |
450 |
+26 |
| Sep01 |
001103 |
87.250 |
87.600 |
87.250 |
87.600 |
+0.450 |
20 |
65 |
+15 |
| Total Volume and Open Interest |
3,948 |
16,931 |
+18 |
| Lean Hogs(CME) |
| Dec00 |
001103 |
51.500 |
52.900 |
51.400 |
52.575 |
+1.300 |
2,381 |
20,626 |
-33 |
| Feb01 |
001103 |
54.000 |
55.250 |
53.750 |
54.975 |
+1.275 |
1,250 |
8,315 |
+212 |
| Apr01 |
001103 |
52.900 |
54.100 |
52.800 |
53.825 |
+1.025 |
273 |
3,529 |
+57 |
| Jun01 |
001103 |
59.750 |
60.725 |
59.750 |
60.550 |
+0.825 |
80 |
1,423 |
+29 |
| Jul01 |
001103 |
58.250 |
58.725 |
57.800 |
58.550 |
+0.700 |
8 |
382 |
+0 |
| Aug01 |
001103 |
56.000 |
56.800 |
55.900 |
56.575 |
+0.575 |
29 |
320 |
+13 |
| Oct01 |
001103 |
48.200 |
48.600 |
48.100 |
48.575 |
+0.275 |
27 |
367 |
+11 |
| Dec01 |
001103 |
45.950 |
46.000 |
45.550 |
46.000 |
+0.400 |
2 |
288 |
+2 |
| Total Volume and Open Interest |
4,050 |
35,250 |
+291 |
| Pork Bellies(CME) |
| Feb01 |
001103 |
60.900 |
62.775 |
60.450 |
62.000 |
+1.725 |
307 |
2,166 |
+0 |
| Mar01 |
001103 |
61.150 |
62.700 |
60.550 |
62.200 |
+2.050 |
11 |
106 |
+5 |
| May01 |
001103 |
62.500 |
62.900 |
62.000 |
62.600 |
+1.600 |
1 |
60 |
+1 |
| Jul01 |
001103 |
62.500 |
63.750 |
62.500 |
63.500 |
+1.975 |
8 |
31 |
+1 |
| Aug01 |
001103 |
61.000 |
61.000 |
61.000 |
61.000 |
+0.200 |
4 |
7 |
+2 |
| Total Volume and Open Interest |
331 |
2,370 |
+9 |
| Class III Milk(CME) |
| Nov00 |
001103 |
8.74 |
8.75 |
8.50 |
8.50 |
-0.25 |
39 |
1,263 |
+17 |
| Dec00 |
001103 |
9.14 |
9.14 |
8.90 |
8.94 |
-0.14 |
99 |
1,188 |
+75 |
| Jan01 |
001103 |
9.60 |
9.60 |
9.45 |
9.45 |
-0.21 |
24 |
718 |
+17 |
| Feb01 |
001103 |
9.70 |
9.70 |
9.60 |
9.60 |
-0.13 |
5 |
671 |
+4 |
| Mar01 |
001103 |
9.65 |
9.65 |
9.65 |
9.65 |
-0.10 |
8 |
543 |
+3 |
| Total Volume and Open Interest |
265 |
7,914 |
+142 |
| Cocoa(ICE) |
| Dec00 |
001103 |
764 |
764 |
747 |
749 |
-15 |
4,147 |
34,505 |
-1,359 |
| Mar01 |
001103 |
800 |
801 |
784 |
786 |
-14 |
2,745 |
27,950 |
+544 |
| May01 |
001103 |
823 |
823 |
808 |
808 |
-14 |
443 |
15,828 |
+124 |
| Jul01 |
001103 |
840 |
841 |
829 |
829 |
-15 |
516 |
12,457 |
+174 |
| Sep01 |
001103 |
864 |
865 |
852 |
852 |
-14 |
116 |
10,488 |
+14 |
| Dec01 |
001103 |
902 |
902 |
884 |
884 |
-15 |
16 |
12,454 |
-3 |
| Mar02 |
001103 |
917 |
917 |
917 |
917 |
-15 |
11 |
10,143 |
+0 |
| Total Volume and Open Interest |
7,995 |
143,172 |
-505 |
| Coffee "C"(ICE) |
| Dec00 |
001103 |
74.00 |
74.00 |
72.55 |
73.60 |
-0.65 |
2,799 |
23,821 |
-611 |
| Mar01 |
001103 |
78.50 |
78.90 |
77.70 |
78.80 |
-0.35 |
1,408 |
12,000 |
+321 |
| May01 |
001103 |
81.60 |
81.95 |
81.00 |
81.95 |
-0.35 |
178 |
3,027 |
+25 |
| Jul01 |
001103 |
84.90 |
85.00 |
83.60 |
85.00 |
-0.25 |
26 |
1,845 |
+14 |
| Sep01 |
001103 |
87.90 |
88.00 |
87.00 |
88.00 |
-0.20 |
53 |
2,537 |
+20 |
| Dec01 |
001103 |
91.50 |
92.10 |
91.00 |
92.10 |
-0.10 |
15 |
686 |
+6 |
| Total Volume and Open Interest |
4,480 |
43,929 |
-224 |
| Orange Juice(ICE) |
| Nov00 |
001103 |
67.80 |
67.80 |
67.50 |
67.70 |
+0.40 |
730 |
1,050 |
-1,188 |
| Jan01 |
001103 |
71.80 |
72.25 |
71.70 |
72.20 |
+0.40 |
1,449 |
18,445 |
+753 |
| Mar01 |
001103 |
75.20 |
75.45 |
75.00 |
75.35 |
+0.15 |
238 |
8,605 |
+99 |
| May01 |
001103 |
77.50 |
77.50 |
77.25 |
77.45 |
+0.15 |
121 |
1,251 |
+54 |
| Jul01 |
001103 |
79.25 |
79.65 |
79.25 |
79.65 |
+0.15 |
25 |
673 |
+12 |
| Sep01 |
001103 |
81.65 |
81.65 |
81.65 |
81.65 |
+0.40 |
66 |
263 |
+52 |
| Total Volume and Open Interest |
2,629 |
30,546 |
-218 |
| Sugar #11(ICE) |
| Mar01 |
001103 |
9.51 |
9.65 |
9.34 |
9.57 |
+0.03 |
12,743 |
84,877 |
-1,055 |
| May01 |
001103 |
9.13 |
9.25 |
8.94 |
9.15 |
+0.03 |
2,137 |
18,825 |
+800 |
| Jul01 |
001103 |
8.50 |
8.62 |
8.35 |
8.56 |
+0.06 |
1,704 |
22,916 |
+450 |
| Oct01 |
001103 |
8.21 |
8.29 |
8.10 |
8.29 |
+0.10 |
494 |
17,376 |
+105 |
| Mar02 |
001103 |
8.17 |
8.26 |
8.10 |
8.26 |
+0.13 |
27 |
6,927 |
-18 |
| Total Volume and Open Interest |
17,247 |
152,013 |
+349 |
| Sugar #14(ICE) |
| Jan01 |
001103 |
21.55 |
21.60 |
21.55 |
21.60 |
+0.05 |
117 |
1,627 |
+10 |
| Mar01 |
001103 |
21.51 |
21.55 |
21.50 |
21.52 |
+0.01 |
56 |
2,000 |
+18 |
| May01 |
001103 |
21.60 |
21.60 |
21.60 |
21.60 |
unch |
6 |
2,621 |
+0 |
| Jul01 |
001103 |
21.77 |
21.78 |
21.77 |
21.77 |
unch |
25 |
3,677 |
-3 |
| Sep01 |
001103 |
21.77 |
21.77 |
21.77 |
21.77 |
unch |
5 |
1,253 |
+3 |
| Total Volume and Open Interest |
210 |
12,256 |
+29 |
| London Cocoa(LCE) |
| Dec00 |
001103 |
591 |
593 |
582 |
583 |
-6 |
|
|
|
| Mar01 |
001103 |
611 |
614 |
604 |
604 |
-6 |
|
|
|
| May01 |
001103 |
631 |
631 |
620 |
621 |
-6 |
|
|
|
| Jul01 |
001103 |
646 |
646 |
636 |
636 |
-6 |
|
|
|
| Sep01 |
001103 |
658 |
658 |
649 |
650 |
-6 |
|
|
|
| Dec01 |
001103 |
685 |
685 |
680 |
680 |
-6 |
|
|
|
| Mar02 |
001103 |
705 |
705 |
704 |
704 |
-6 |
|
|
|
| Total Volume and Open Interest |
14,316 |
191,897 |
+2,041 |
| London Coffee(LCE) |
| Nov00 |
001103 |
702.00 |
704.00 |
701.00 |
701.00 |
-8.00 |
|
|
|
| Jan01 |
001103 |
722.00 |
722.00 |
712.00 |
712.00 |
-12.00 |
|
|
|
| Mar01 |
001103 |
744.00 |
744.00 |
735.00 |
735.00 |
-13.00 |
|
|
|
| May01 |
001103 |
767.00 |
767.00 |
760.00 |
760.00 |
-13.00 |
|
|
|
| Jul01 |
001103 |
793.00 |
793.00 |
785.00 |
785.00 |
-13.00 |
|
|
|
| Sep01 |
001103 |
822.00 |
822.00 |
810.00 |
810.00 |
-13.00 |
|
|
|
| Total Volume and Open Interest |
2,774 |
51,693 |
-357 |
| London Sugar(LCE) |
| Dec00 |
001103 |
248.50 |
249.00 |
244.50 |
248.80 |
+1.00 |
|
|
|
| Mar01 |
001103 |
246.00 |
246.50 |
241.00 |
246.00 |
+0.70 |
|
|
|
| May01 |
001103 |
243.00 |
243.20 |
238.00 |
242.50 |
+1.00 |
|
|
|
| Aug01 |
001103 |
240.00 |
240.00 |
234.00 |
238.20 |
+0.70 |
|
|
|
| Oct01 |
001103 |
234.00 |
234.00 |
230.00 |
233.00 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
5,916 |
41,264 |
-1,160 |
| Cotton(ICE) |
| Dec00 |
001103 |
63.15 |
63.80 |
63.01 |
63.75 |
+0.84 |
6,419 |
26,408 |
-1,572 |
| Mar01 |
001103 |
65.50 |
66.20 |
65.40 |
66.18 |
+0.86 |
3,856 |
17,728 |
+1,442 |
| May01 |
001103 |
66.20 |
67.00 |
66.15 |
66.99 |
+0.89 |
631 |
9,528 |
+232 |
| Jul01 |
001103 |
66.70 |
67.45 |
66.65 |
67.45 |
+0.80 |
374 |
5,146 |
+212 |
| Oct01 |
001103 |
63.80 |
63.80 |
63.80 |
63.80 |
+0.05 |
3 |
629 |
+0 |
| Dec01 |
001103 |
63.65 |
64.00 |
63.65 |
64.00 |
+0.25 |
188 |
5,294 |
+108 |
| Total Volume and Open Interest |
23,471 |
64,865 |
+422 |
| Lumber(CME) |
| Nov00 |
001103 |
205.7 |
208.7 |
205.4 |
208.3 |
+4.0 |
595 |
1,410 |
-194 |
| Jan01 |
001103 |
221.8 |
223.4 |
220.7 |
222.7 |
+0.4 |
750 |
1,980 |
+228 |
| Mar01 |
001103 |
235.2 |
235.4 |
233.7 |
234.8 |
unch |
157 |
792 |
-11 |
| May01 |
001103 |
246.0 |
246.0 |
242.0 |
243.0 |
-0.3 |
12 |
117 |
+1 |
| Total Volume and Open Interest |
1,534 |
4,359 |
+18 |
| Crude Oil(NYM) |
| Dec00 |
001103 |
32.60 |
32.78 |
32.33 |
32.71 |
+0.17 |
66,821 |
124,605 |
-3,828 |
| Jan01 |
001103 |
31.20 |
31.68 |
31.15 |
31.55 |
+0.27 |
34,316 |
68,782 |
+1,519 |
| Feb01 |
001103 |
30.51 |
30.73 |
30.37 |
30.73 |
+0.25 |
7,060 |
25,974 |
+1 |
| Mar01 |
001103 |
29.78 |
30.11 |
29.75 |
30.11 |
+0.24 |
1,731 |
18,044 |
-353 |
| Apr01 |
001103 |
29.44 |
29.62 |
29.25 |
29.62 |
+0.25 |
1,289 |
16,700 |
+358 |
| May01 |
001103 |
29.08 |
29.16 |
28.80 |
29.16 |
+0.26 |
1,155 |
12,233 |
+336 |
| Jun01 |
001103 |
28.40 |
28.71 |
28.38 |
28.71 |
+0.27 |
1,207 |
28,080 |
+461 |
| Jul01 |
001103 |
28.04 |
28.26 |
28.04 |
28.26 |
+0.28 |
177 |
12,263 |
+64 |
| Aug01 |
001103 |
27.70 |
27.82 |
27.66 |
27.82 |
+0.29 |
353 |
10,170 |
+247 |
| Sep01 |
001103 |
27.25 |
27.39 |
27.23 |
27.39 |
+0.30 |
361 |
16,414 |
-64 |
| Oct01 |
001103 |
26.65 |
26.98 |
26.65 |
26.98 |
+0.32 |
100 |
8,471 |
+100 |
| Nov01 |
001103 |
26.59 |
26.59 |
26.59 |
26.59 |
+0.33 |
195 |
12,817 |
+20 |
| Dec01 |
001103 |
26.05 |
26.21 |
25.89 |
26.21 |
+0.35 |
1,618 |
32,431 |
+406 |
| Jan02 |
001103 |
25.55 |
25.88 |
25.55 |
25.88 |
+0.37 |
550 |
10,074 |
+229 |
| Feb02 |
001103 |
25.58 |
25.58 |
25.58 |
25.58 |
+0.40 |
220 |
5,543 |
+100 |
| Mar02 |
001103 |
25.29 |
25.29 |
25.29 |
25.29 |
+0.43 |
450 |
3,345 |
-120 |
| Total Volume and Open Interest |
118,985 |
473,245 |
-153 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Dec00 |
001103 |
92.70 |
93.15 |
91.75 |
92.17 |
-1.01 |
14,590 |
49,098 |
+537 |
| Jan01 |
001103 |
91.50 |
92.05 |
90.90 |
91.45 |
-0.81 |
6,009 |
35,816 |
+769 |
| Feb01 |
001103 |
89.50 |
90.05 |
89.20 |
89.69 |
-0.52 |
3,013 |
22,368 |
+364 |
| Mar01 |
001103 |
85.20 |
86.15 |
85.20 |
85.89 |
-0.22 |
443 |
14,186 |
-83 |
| Apr01 |
001103 |
81.50 |
82.00 |
81.20 |
81.89 |
-0.12 |
1,188 |
9,169 |
-138 |
| May01 |
001103 |
78.10 |
78.30 |
77.90 |
78.19 |
-0.12 |
472 |
5,569 |
+244 |
| Jun01 |
001103 |
76.00 |
76.10 |
75.75 |
75.99 |
-0.12 |
701 |
6,585 |
-53 |
| Jul01 |
001103 |
75.00 |
75.25 |
74.80 |
74.89 |
-0.12 |
494 |
1,996 |
+35 |
| Aug01 |
001103 |
74.75 |
74.80 |
74.50 |
74.64 |
-0.07 |
204 |
3,524 |
-65 |
| Sep01 |
001103 |
75.00 |
75.25 |
74.85 |
74.94 |
-0.07 |
3 |
1,214 |
-3 |
| Oct01 |
001103 |
75.40 |
75.50 |
75.10 |
75.24 |
-0.02 |
3 |
931 |
-3 |
| Nov01 |
001103 |
75.44 |
75.44 |
75.44 |
75.44 |
-0.02 |
4 |
785 |
-4 |
| Total Volume and Open Interest |
27,300 |
155,894 |
+1,653 |
| Gasoline(NYMEX) |
| Dec00 |
001103 |
86.75 |
87.50 |
86.00 |
86.95 |
+0.07 |
17,216 |
33,384 |
+1,109 |
| Jan01 |
001103 |
84.30 |
84.65 |
83.50 |
84.30 |
+0.02 |
7,067 |
12,463 |
+2,069 |
| Feb01 |
001103 |
83.60 |
83.75 |
83.25 |
83.75 |
+0.07 |
1,850 |
7,620 |
+291 |
| Mar01 |
001103 |
83.45 |
84.05 |
83.40 |
84.05 |
+0.07 |
844 |
7,443 |
-374 |
| Apr01 |
001103 |
88.45 |
88.55 |
88.45 |
88.55 |
+0.02 |
396 |
5,056 |
-376 |
| May01 |
001103 |
87.80 |
87.80 |
87.80 |
87.80 |
+0.02 |
360 |
4,545 |
+99 |
| Jun01 |
001103 |
86.40 |
86.40 |
86.40 |
86.40 |
+0.02 |
139 |
2,385 |
+40 |
| Jul01 |
001103 |
84.60 |
84.60 |
84.60 |
84.60 |
+0.02 |
50 |
1,282 |
+0 |
| Aug01 |
001103 |
82.55 |
82.55 |
82.55 |
82.55 |
-0.03 |
0 |
4,143 |
-18 |
| Sep01 |
001103 |
80.05 |
80.05 |
80.05 |
80.05 |
-0.08 |
25 |
1,888 |
+18 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Dec00 |
001103 |
4.880 |
4.970 |
4.865 |
4.931 |
+0.171 |
39,520 |
46,441 |
+191 |
| Jan01 |
001103 |
4.930 |
5.000 |
4.915 |
4.972 |
+0.166 |
11,655 |
34,774 |
-570 |
| Feb01 |
001103 |
4.800 |
4.830 |
4.750 |
4.802 |
+0.146 |
6,257 |
26,704 |
-58 |
| Mar01 |
001103 |
4.630 |
4.640 |
4.580 |
4.607 |
+0.136 |
3,270 |
29,110 |
+560 |
| Apr01 |
001103 |
4.420 |
4.420 |
4.370 |
4.397 |
+0.126 |
2,244 |
20,036 |
+297 |
| May01 |
001103 |
4.320 |
4.330 |
4.290 |
4.317 |
+0.126 |
764 |
19,399 |
+229 |
| Jun01 |
001103 |
4.335 |
4.335 |
4.280 |
4.307 |
+0.126 |
1,412 |
20,829 |
+150 |
| Jul01 |
001103 |
4.335 |
4.335 |
4.280 |
4.307 |
+0.126 |
626 |
10,980 |
+186 |
| Aug01 |
001103 |
4.335 |
4.335 |
4.270 |
4.302 |
+0.121 |
735 |
14,513 |
+16 |
| Sep01 |
001103 |
4.335 |
4.335 |
4.270 |
4.302 |
+0.121 |
628 |
10,974 |
+359 |
| Oct01 |
001103 |
4.320 |
4.320 |
4.280 |
4.297 |
+0.111 |
876 |
12,850 |
+208 |
| Nov01 |
001103 |
4.400 |
4.420 |
4.380 |
4.409 |
+0.109 |
214 |
7,257 |
-2 |
| Dec01 |
001103 |
4.540 |
4.540 |
4.450 |
4.507 |
+0.101 |
1,097 |
10,159 |
+301 |
| Jan02 |
001103 |
4.550 |
4.550 |
4.490 |
4.515 |
+0.099 |
1,137 |
9,733 |
+521 |
| Feb02 |
001103 |
4.320 |
4.331 |
4.320 |
4.331 |
+0.094 |
117 |
3,871 |
-25 |
| Mar02 |
001103 |
4.156 |
4.156 |
4.156 |
4.156 |
+0.094 |
761 |
11,337 |
+320 |
| Total Volume and Open Interest |
73,062 |
378,467 |
+3,639 |
| Brent Crude Oil(ICE) |
| Dec00 |
001103 |
30.50 |
31.00 |
30.32 |
30.85 |
+0.07 |
31,608 |
49,197 |
-3,856 |
| Jan01 |
001103 |
29.85 |
30.30 |
29.65 |
30.25 |
+0.22 |
17,394 |
62,463 |
+1,413 |
| Feb01 |
001103 |
29.18 |
29.59 |
29.18 |
29.59 |
+0.21 |
3,683 |
22,632 |
+1,086 |
| Mar01 |
001103 |
28.50 |
28.90 |
28.50 |
28.90 |
+0.21 |
3,078 |
22,536 |
+65 |
| Apr01 |
001103 |
27.90 |
28.27 |
27.90 |
28.27 |
+0.19 |
3,584 |
19,810 |
+1,272 |
| May01 |
001103 |
27.62 |
27.81 |
27.55 |
27.81 |
+0.19 |
2,214 |
5,656 |
+123 |
| Jun01 |
001103 |
27.17 |
27.37 |
27.09 |
27.37 |
+0.19 |
1,115 |
15,983 |
+31 |
| Jul01 |
001103 |
26.99 |
26.99 |
26.99 |
26.99 |
+0.19 |
375 |
4,714 |
-375 |
| Aug01 |
001103 |
26.64 |
26.64 |
26.64 |
26.64 |
+0.19 |
200 |
5,076 |
+200 |
| Sep01 |
001103 |
26.05 |
26.30 |
26.05 |
26.30 |
+0.19 |
0 |
3,339 |
+0 |
| Oct01 |
001103 |
25.96 |
25.96 |
25.96 |
25.96 |
+0.19 |
0 |
200 |
+0 |
| Nov01 |
001103 |
25.63 |
25.63 |
25.63 |
25.63 |
+0.20 |
530 |
722 |
+447 |
| Dec01 |
001103 |
25.01 |
25.35 |
24.94 |
25.30 |
+0.21 |
825 |
25,142 |
+4 |
| Total Volume and Open Interest |
64,856 |
245,899 |
+510 |
| Gas Oil(ICE) |
| Nov00 |
001103 |
285.00 |
285.00 |
279.25 |
280.50 |
-5.50 |
|
|
|
| Dec00 |
001103 |
278.00 |
278.00 |
272.50 |
274.25 |
-5.00 |
|
|
|
| Jan01 |
001103 |
271.50 |
271.75 |
266.75 |
269.00 |
-4.50 |
|
|
|
| Feb01 |
001103 |
261.00 |
264.25 |
261.00 |
263.00 |
-3.25 |
|
|
|
| Mar01 |
001103 |
252.25 |
254.00 |
252.25 |
254.00 |
-3.25 |
|
|
|
| Apr01 |
001103 |
244.00 |
245.25 |
244.00 |
245.25 |
-3.50 |
|
|
|
| May01 |
001103 |
238.75 |
238.75 |
238.75 |
238.75 |
-3.75 |
|
|
|
| Jun01 |
001103 |
232.50 |
234.50 |
232.50 |
234.00 |
-3.25 |
|
|
|
| Jul01 |
001103 |
231.50 |
231.50 |
231.50 |
231.50 |
-3.25 |
|
|
|
| Aug01 |
001103 |
230.25 |
230.25 |
230.25 |
230.25 |
-3.25 |
|
|
|
| Total Volume and Open Interest |
22,713 |
109,283 |
+790 |
| Ethanol(CBOT) |
| US Dollar Index(ICE) |
| Dec00 |
001103 |
115.700 |
115.780 |
114.050 |
114.870 |
-0.680 |
|
|
|
| Mar01 |
001103 |
115.540 |
115.540 |
113.750 |
114.710 |
-0.680 |
|
|
|
| Jun01 |
001103 |
115.380 |
115.380 |
114.550 |
114.550 |
-0.680 |
|
|
|
| Total Volume and Open Interest |
953 |
6,195 |
-151 |
| Australian Dollar(CME) |
| Dec00 |
001103 |
52.95 |
52.98 |
52.36 |
52.58 |
+0.43 |
4,306 |
22,495 |
-170 |
| Mar01 |
001103 |
52.69 |
52.95 |
52.50 |
52.63 |
+0.43 |
14 |
2,128 |
-5 |
| Jun01 |
001103 |
52.68 |
52.68 |
52.68 |
52.68 |
+0.43 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
4,320 |
24,629 |
-175 |
| British Pound(CME) |
| Dec00 |
001103 |
145.26 |
145.50 |
144.42 |
145.16 |
+0.40 |
3,485 |
30,914 |
+98 |
| Mar01 |
001103 |
144.90 |
145.70 |
144.60 |
145.36 |
+0.40 |
4 |
103 |
+0 |
| Jun01 |
001103 |
145.56 |
145.70 |
145.00 |
145.56 |
+0.40 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,489 |
31,020 |
+98 |
| Canadian Dollar(CME) |
| Dec00 |
001103 |
65.49 |
65.54 |
65.16 |
65.33 |
-0.07 |
12,838 |
72,998 |
-5,084 |
| Mar01 |
001103 |
65.65 |
65.65 |
65.34 |
65.47 |
-0.07 |
264 |
2,865 |
+80 |
| Jun01 |
001103 |
65.60 |
65.60 |
65.50 |
65.58 |
-0.07 |
338 |
1,549 |
+70 |
| Sep01 |
001103 |
65.53 |
65.70 |
65.53 |
65.68 |
-0.07 |
277 |
599 |
+41 |
| Total Volume and Open Interest |
13,723 |
78,298 |
-4,891 |
| Japanese Yen(CME) |
| Dec00 |
001103 |
94.35 |
94.45 |
93.57 |
94.22 |
+1.09 |
4,755 |
67,147 |
-626 |
| Mar01 |
001103 |
95.65 |
95.75 |
95.10 |
95.66 |
+1.10 |
9 |
251 |
+3 |
| Jun01 |
001103 |
97.07 |
97.10 |
97.07 |
97.07 |
+1.11 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
4,737 |
67,547 |
-623 |
| Swiss Franc(CME) |
| Dec00 |
001103 |
57.34 |
57.49 |
56.50 |
57.09 |
+0.51 |
7,394 |
50,686 |
+51 |
| Mar01 |
001103 |
57.82 |
57.82 |
56.93 |
57.52 |
+0.51 |
0 |
90 |
+2 |
| Jun01 |
001103 |
57.93 |
57.98 |
57.93 |
57.93 |
+0.51 |
3 |
10 |
-1 |
| Total Volume and Open Interest |
7,397 |
50,786 |
+52 |
| EuroFX(CME) |
| Dec00 |
001103 |
87.55 |
87.73 |
85.98 |
86.69 |
+0.48 |
19,190 |
73,416 |
+949 |
| Mar01 |
001103 |
87.90 |
87.90 |
86.45 |
87.00 |
+0.48 |
165 |
1,148 |
+84 |
| Total Volume and Open Interest |
19,355 |
74,564 |
+1,033 |
| Mexican Peso(CME) |
| Dec00 |
001103 |
1030.5 |
1031.0 |
1021.0 |
1021.5 |
-9.2 |
|
|
|
| Jan01 |
001103 |
1011.8 |
1011.8 |
1011.8 |
1011.8 |
-9.2 |
|
|
|
| Total Volume and Open Interest |
1,664 |
13,051 |
-45 |
| 30-Year T-Bonds(CBOT) |
| Dec00 |
001103 |
99~280 |
100~060 |
98~310 |
99~000 |
-0~290 |
120,429 |
404,837 |
-7,664 |
| Mar01 |
001103 |
100~010 |
100~050 |
99~000 |
99~020 |
-0~290 |
1,556 |
16,042 |
+893 |
| Jun01 |
001103 |
98~300 |
98~300 |
98~300 |
98~300 |
-0~300 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
121,985 |
421,094 |
-6,771 |
| 10-Year T-Notes(CBOT) |
| Dec00 |
001103 |
101~000 |
101~070 |
100~110 |
100~115 |
-0~195 |
107,995 |
550,384 |
-873 |
| Mar01 |
001103 |
101~045 |
101~060 |
100~125 |
100~125 |
-0~205 |
3,892 |
28,071 |
+1,195 |
| Jun01 |
001103 |
100~125 |
100~125 |
100~125 |
100~125 |
-0~205 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
111,887 |
578,456 |
+322 |
| 5-Year T-Notes(CBOT) |
| Dec00 |
001103 |
100~120 |
100~124 |
100~064 |
100~066 |
-0~044 |
36,656 |
366,652 |
+1,863 |
| Mar01 |
001103 |
100~072 |
100~072 |
100~072 |
100~072 |
-0~044 |
2,406 |
8,311 |
+81 |
| Total Volume and Open Interest |
39,062 |
374,963 |
+1,944 |
| 2 Year T-Notes(CBOT) |
| Dec00 |
001103 |
100~024 |
100~028 |
100~004 |
100~005 |
-0~016 |
2,176 |
54,973 |
-566 |
| Total Volume and Open Interest |
2,176 |
54,973 |
-566 |
| Eurodollars(CME) |
| Dec00 |
001103 |
93.305 |
93.315 |
93.280 |
93.290 |
-0.015 |
32,773 |
528,358 |
-2,041 |
| Mar01 |
001103 |
93.525 |
93.550 |
93.470 |
93.480 |
-0.040 |
58,423 |
507,195 |
-5,597 |
| Jun01 |
001103 |
93.640 |
93.660 |
93.575 |
93.585 |
-0.045 |
53,280 |
355,726 |
-2,125 |
| Sep01 |
001103 |
93.695 |
93.720 |
93.625 |
93.630 |
-0.050 |
64,480 |
362,544 |
+7,888 |
| Dec01 |
001103 |
93.610 |
93.640 |
93.540 |
93.540 |
-0.060 |
23,285 |
254,010 |
+4,748 |
| Mar02 |
001103 |
93.660 |
93.665 |
93.580 |
93.585 |
-0.060 |
24,366 |
207,715 |
+3,216 |
| Jun02 |
001103 |
93.610 |
93.610 |
93.525 |
93.530 |
-0.065 |
13,579 |
145,690 |
+385 |
| Sep02 |
001103 |
93.560 |
93.560 |
93.480 |
93.485 |
-0.065 |
10,522 |
110,290 |
+1,117 |
| Dec02 |
001103 |
93.450 |
93.450 |
93.360 |
93.375 |
-0.070 |
4,000 |
85,148 |
+387 |
| Mar03 |
001103 |
93.480 |
93.480 |
93.385 |
93.395 |
-0.075 |
5,086 |
75,956 |
+494 |
| Jun03 |
001103 |
93.370 |
93.370 |
93.345 |
93.355 |
-0.075 |
2,873 |
56,730 |
+361 |
| Sep03 |
001103 |
93.405 |
93.405 |
93.310 |
93.320 |
-0.075 |
3,368 |
57,478 |
-221 |
| Dec03 |
001103 |
93.255 |
93.255 |
93.215 |
93.215 |
-0.080 |
4,730 |
42,123 |
-1,373 |
| Mar04 |
001103 |
93.285 |
93.285 |
93.240 |
93.240 |
-0.085 |
5,236 |
41,477 |
+629 |
| Jun04 |
001103 |
93.240 |
93.240 |
93.195 |
93.195 |
-0.085 |
3,757 |
41,740 |
-1,211 |
| Sep04 |
001103 |
93.170 |
93.180 |
93.150 |
93.155 |
-0.085 |
3,215 |
38,499 |
-1,283 |
| Dec04 |
001103 |
93.105 |
93.105 |
93.055 |
93.060 |
-0.085 |
2,096 |
31,444 |
-200 |
| Mar05 |
001103 |
93.180 |
93.180 |
93.080 |
93.085 |
-0.085 |
2,164 |
26,332 |
+46 |
| Total Volume and Open Interest |
326,999 |
3,128,240 |
+7,680 |
| 30 Day Federal Funds(CBOT) |
| Nov00 |
001103 |
93.490 |
93.490 |
93.485 |
93.490 |
unch |
|
|
|
| Dec00 |
001103 |
93.530 |
93.530 |
93.515 |
93.525 |
-0.005 |
|
|
|
| Jan01 |
001103 |
93.525 |
93.525 |
93.525 |
93.525 |
-0.010 |
|
|
|
| Feb01 |
001103 |
93.610 |
93.615 |
93.580 |
93.590 |
-0.015 |
|
|
|
| Mar01 |
001103 |
93.605 |
93.605 |
93.595 |
93.600 |
-0.025 |
|
|
|
| Apr01 |
001103 |
93.640 |
93.640 |
93.615 |
93.620 |
-0.020 |
|
|
|
| Total Volume and Open Interest |
1,652 |
44,761 |
-194 |
| 30 Day Fed Funds(e-CBOT) |
| Nov00 |
100906 |
93.490 |
93.490 |
93.490 |
93.490 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Dec00 |
001103 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
780 |
12,990 |
+145 |
| Mar01 |
001103 |
99.53 |
99.53 |
99.52 |
99.52 |
unch |
262 |
23,178 |
+875 |
| Jun01 |
001103 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
306 |
9,655 |
-448 |
| Sep01 |
001103 |
99.43 |
99.43 |
99.42 |
99.43 |
unch |
110 |
11,908 |
-598 |
| Dec01 |
001103 |
99.32 |
99.33 |
99.32 |
99.32 |
unch |
0 |
5,663 |
-256 |
| Mar02 |
001103 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
3,390 |
+150 |
| Jun02 |
001103 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
0 |
773 |
-6 |
| Sep02 |
001103 |
99.10 |
99.10 |
99.10 |
99.10 |
unch |
0 |
207 |
+0 |
| Dec02 |
001103 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
30 |
+0 |
| Mar03 |
001103 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
1,458 |
67,794 |
-138 |
| 3-Mth Euro-Yen(SGX) |
| Dec00 |
001103 |
99.47 |
99.47 |
99.46 |
99.47 |
0.00 |
|
|
|
| Mar01 |
001103 |
99.53 |
99.53 |
99.52 |
99.53 |
+0.01 |
|
|
|
| Jun01 |
001103 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Sep01 |
001103 |
99.43 |
99.43 |
99.42 |
99.42 |
unch |
|
|
|
| Dec01 |
001103 |
99.33 |
99.33 |
99.32 |
99.32 |
unch |
|
|
|
| Mar02 |
001103 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun02 |
001103 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
|
|
|
| Sep02 |
001103 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
|
|
|
| Total Volume and Open Interest |
10,545 |
366,517 |
-2,670 |
| Japanese Gov't Bonds(SGX) |
| Dec00 |
001102 |
133.13 |
133.40 |
133.07 |
133.35 |
+0.26 |
|
|
|
| Mar01 |
001102 |
132.39 |
132.56 |
132.39 |
132.56 |
+0.17 |
|
|
|
| Jun01 |
001102 |
132.39 |
132.56 |
132.39 |
132.56 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
3,874 |
17,368 |
+2,764 |
| Euro-Bund(EUREX) |
| Dec00 |
001103 |
105.47 |
105.89 |
105.42 |
105.44 |
-0.05 |
|
|
|
| Mar01 |
001103 |
105.84 |
105.90 |
105.51 |
105.51 |
-0.06 |
|
|
|
| Jun01 |
001103 |
105.26 |
105.26 |
105.26 |
105.26 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
440,543 |
646,139 |
+8,384 |
| Euro-Bobl(EUREX) |
| Dec00 |
001103 |
103.62 |
103.87 |
103.61 |
103.63 |
-0.03 |
|
|
|
| Mar01 |
001103 |
103.53 |
103.53 |
103.37 |
103.37 |
-0.02 |
|
|
|
| Jun01 |
001103 |
103.31 |
103.31 |
103.31 |
103.31 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(EUREX) |
| Dec00 |
001103 |
94.810 |
94.825 |
94.805 |
94.805 |
unch |
|
|
|
| Mar01 |
001103 |
94.825 |
94.850 |
94.820 |
94.820 |
unch |
|
|
|
| Jun01 |
001103 |
94.865 |
94.880 |
94.850 |
94.850 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Dec00 |
001103 |
113~21 |
113~31 |
113~17 |
113~24 |
+0~02 |
|
|
|
| Mar01 |
001103 |
113~13 |
113~15 |
113~13 |
113~15 |
+0~02 |
|
|
|
| Total Volume and Open Interest |
24,083 |
71,390 |
+4,495 |
| 3-Mth Short Sterling(LIFFE) |
| Dec00 |
001103 |
93.88 |
93.90 |
93.87 |
93.88 |
unch |
|
|
|
| Mar01 |
001103 |
93.92 |
93.95 |
93.91 |
93.92 |
-0.01 |
|
|
|
| Jun01 |
001103 |
93.94 |
93.97 |
93.93 |
93.93 |
-0.01 |
|
|
|
| Sep01 |
001103 |
93.92 |
93.95 |
93.90 |
93.91 |
-0.01 |
|
|
|
| Dec01 |
001103 |
93.88 |
93.91 |
93.86 |
93.87 |
-0.01 |
|
|
|
| Mar02 |
001103 |
93.87 |
93.89 |
93.85 |
93.86 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
128,419 |
781,459 |
-1,318 |
| 3-Mth Euribor(LIFFE) |
| Dec00 |
001103 |
94.810 |
94.830 |
94.800 |
94.815 |
+0.010 |
|
|
|
| Mar01 |
001103 |
94.820 |
94.855 |
94.815 |
94.830 |
+0.010 |
|
|
|
| Jun01 |
001103 |
94.845 |
94.885 |
94.845 |
94.860 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
193,493 |
1,406,005 |
+8,701 |
| 3-Mth Aus T-Bills(SFE) |
| Dec00 |
001103 |
93.61 |
93.61 |
93.55 |
93.57 |
-0.02 |
|
|
|
| Mar01 |
001103 |
93.62 |
93.62 |
93.56 |
93.59 |
-0.01 |
|
|
|
| Jun01 |
001103 |
93.65 |
93.65 |
93.59 |
93.63 |
unch |
|
|
|
| Sep01 |
001103 |
93.66 |
93.66 |
93.60 |
93.64 |
unch |
|
|
|
| Dec01 |
001103 |
93.61 |
93.61 |
93.57 |
93.60 |
unch |
|
|
|
| Mar02 |
001103 |
93.54 |
93.54 |
93.54 |
93.54 |
-0.01 |
|
|
|
| Jun02 |
001103 |
93.47 |
93.49 |
93.47 |
93.49 |
unch |
|
|
|
| Sep02 |
001103 |
93.41 |
93.44 |
93.41 |
93.44 |
+0.01 |
|
|
|
| Dec02 |
001103 |
93.41 |
93.41 |
93.41 |
93.41 |
+0.03 |
|
|
|
| Mar03 |
001103 |
93.39 |
93.39 |
93.39 |
93.39 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
23,956 |
370,210 |
+9,707 |
| 10-Year Aus T-Bonds(SFE) |
| Dec00 |
001103 |
93.86 |
93.86 |
93.84 |
93.86 |
+0.01 |
|
|
|
| Mar01 |
001103 |
93.87 |
93.87 |
93.87 |
93.87 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
12,210 |
136,160 |
+4,278 |
| 3-Year Aus T-Bonds(SFE) |
| Dec00 |
001103 |
93.99 |
94.01 |
93.95 |
93.98 |
unch |
|
|
|
| Mar01 |
001103 |
93.95 |
93.95 |
93.95 |
93.95 |
unch |
|
|
|
| Total Volume and Open Interest |
45,079 |
338,874 |
+20,077 |
| Gold(CMX) |
| Dec00 |
001103 |
267.1 |
267.4 |
265.1 |
266.1 |
+0.2 |
15,188 |
85,954 |
-2,886 |
| Feb01 |
001103 |
270.3 |
270.3 |
267.6 |
268.7 |
+0.2 |
957 |
18,683 |
-305 |
| Apr01 |
001103 |
271.8 |
271.8 |
271.0 |
271.2 |
+0.2 |
12 |
4,315 |
-2 |
| Jun01 |
001103 |
274.0 |
274.0 |
273.5 |
273.7 |
+0.2 |
61 |
9,081 |
+10 |
| Aug01 |
001103 |
276.0 |
276.0 |
276.0 |
276.0 |
+0.2 |
0 |
2,470 |
+0 |
| Oct01 |
001103 |
278.2 |
278.2 |
278.2 |
278.2 |
+0.2 |
5 |
801 |
+5 |
| Dec01 |
001103 |
280.0 |
281.1 |
280.0 |
280.4 |
+0.2 |
7 |
5,067 |
+6 |
| Feb02 |
001103 |
282.5 |
282.5 |
282.5 |
282.5 |
+0.2 |
0 |
10 |
+0 |
| Apr02 |
001103 |
284.7 |
284.7 |
284.7 |
284.7 |
+0.2 |
0 |
10 |
+0 |
| Jun02 |
001103 |
286.9 |
286.9 |
286.9 |
286.9 |
+0.2 |
0 |
3,445 |
+0 |
| Aug02 |
001103 |
289.1 |
289.1 |
289.1 |
289.1 |
+0.2 |
|
|
|
| Total Volume and Open Interest |
16,230 |
136,559 |
-3,172 |
| Silver(CMX) |
| Dec00 |
001103 |
475.5 |
478.0 |
474.0 |
476.5 |
+3.0 |
13,408 |
63,003 |
-811 |
| Mar01 |
001103 |
481.0 |
484.5 |
481.0 |
483.2 |
+3.2 |
2,587 |
11,601 |
+1,904 |
| May01 |
001103 |
487.2 |
487.2 |
487.2 |
487.2 |
+3.2 |
2 |
1,392 |
-2 |
| Jul01 |
001103 |
491.0 |
494.0 |
491.0 |
491.0 |
+3.2 |
2 |
1,789 |
+2 |
| Sep01 |
001103 |
495.0 |
495.0 |
494.7 |
494.7 |
+3.2 |
0 |
2,961 |
+0 |
| Dec01 |
001103 |
494.0 |
501.0 |
494.0 |
498.7 |
+3.2 |
21 |
1,674 |
+13 |
| Mar02 |
001103 |
503.6 |
503.6 |
503.6 |
503.6 |
+3.4 |
0 |
218 |
+0 |
| Total Volume and Open Interest |
16,028 |
86,412 |
+1,108 |
| Platinum(NYMEX) |
| Jan01 |
001103 |
594.0 |
596.0 |
589.2 |
590.3 |
-4.5 |
1,597 |
7,747 |
+355 |
| Apr01 |
001103 |
577.3 |
577.3 |
577.3 |
577.3 |
-4.5 |
2 |
210 |
+1 |
| Total Volume and Open Interest |
1,599 |
7,962 |
+356 |
| Palladium(NYMEX) |
| Dec00 |
001103 |
799.00 |
799.00 |
789.00 |
790.50 |
-3.50 |
52 |
977 |
-18 |
| Mar01 |
001103 |
790.50 |
790.50 |
790.00 |
790.00 |
-3.50 |
20 |
805 |
+16 |
| Jun01 |
001103 |
785.00 |
785.00 |
785.00 |
785.00 |
-3.50 |
0 |
135 |
+0 |
| Total Volume and Open Interest |
72 |
1,917 |
-2 |
| Copper(CMX) |
| Dec00 |
001103 |
84.30 |
84.90 |
83.60 |
83.85 |
+0.05 |
5,533 |
35,034 |
+966 |
| Mar01 |
001103 |
85.25 |
85.65 |
84.55 |
84.65 |
unch |
1,041 |
13,848 |
-137 |
| May01 |
001103 |
85.00 |
85.00 |
84.45 |
84.45 |
-0.05 |
38 |
2,805 |
+16 |
| Jul01 |
001103 |
84.75 |
84.75 |
84.25 |
84.25 |
-0.05 |
146 |
2,269 |
+74 |
| Sep01 |
001103 |
84.65 |
85.00 |
84.00 |
84.05 |
-0.05 |
50 |
987 |
+2 |
| Total Volume and Open Interest |
7,791 |
70,662 |
+603 |
| Aluminum(CMX) |
| DJIA Index(CBOT) |
| Dec00 |
001103 |
10955 |
10985 |
10816 |
10888 |
-37 |
8,126 |
17,902 |
-358 |
| Mar01 |
001103 |
11075 |
11090 |
10965 |
11029 |
-37 |
11 |
60 |
+2 |
| Jun01 |
001103 |
11172 |
11172 |
11172 |
11172 |
-37 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
8,137 |
17,976 |
-356 |
| S & P 500(CME) |
| Dec00 |
001103 |
1439.00 |
1444.00 |
1430.50 |
1436.20 |
+1.20 |
59,729 |
422,246 |
+1,976 |
| Mar01 |
001103 |
1457.50 |
1464.50 |
1453.00 |
1457.30 |
+1.20 |
455 |
9,018 |
+201 |
| Jun01 |
001103 |
1478.70 |
1484.50 |
1474.50 |
1478.70 |
+1.20 |
124 |
2,689 |
+26 |
| Sep01 |
001103 |
1500.70 |
1506.20 |
1496.20 |
1500.70 |
+1.50 |
20 |
284 |
+0 |
| Total Volume and Open Interest |
60,330 |
434,500 |
+2,203 |
| S & P 500 E-Mini(Globex) |
| Dec00 |
001103 |
1434.25 |
1444.50 |
1430.50 |
1436.25 |
+1.25 |
77,315 |
52,226 |
+1,330 |
| Mar01 |
001103 |
1455.50 |
1460.25 |
1455.50 |
1457.25 |
+1.25 |
3 |
17 |
+0 |
| Total Volume and Open Interest |
77,318 |
52,243 |
+1,330 |
| NASDAQ 100(CME) |
| Dec00 |
001103 |
3351.00 |
3388.00 |
3295.00 |
3353.00 |
+36.50 |
18,331 |
40,067 |
+64 |
| Mar01 |
001103 |
3408.00 |
3408.50 |
3408.00 |
3408.00 |
+36.50 |
0 |
54 |
+0 |
| Jun01 |
001103 |
3456.00 |
3456.50 |
3456.00 |
3456.00 |
+36.50 |
|
|
|
| Total Volume and Open Interest |
18,331 |
40,121 |
+64 |
| NASDAQ 100 E-Mini(Globex) |
| S & P Midcap 400(CME) |
| Dec00 |
001103 |
533.50 |
535.50 |
529.50 |
531.00 |
-2.00 |
|
|
|
| Mar01 |
001103 |
538.25 |
538.25 |
538.25 |
538.25 |
-2.00 |
|
|
|
| Jun01 |
001103 |
545.25 |
545.25 |
545.25 |
545.25 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
862 |
17,345 |
-61 |
| Russell 2000(CME) |
| Dec00 |
001103 |
512.00 |
512.50 |
506.50 |
510.10 |
+0.30 |
1,623 |
14,500 |
+301 |
| Mar01 |
001103 |
517.60 |
517.60 |
517.60 |
517.60 |
+0.30 |
|
|
|
| Jun01 |
001103 |
525.15 |
525.15 |
525.15 |
525.15 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
1,623 |
14,500 |
+301 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec00 |
001102 |
14850 |
14965 |
14765 |
14835 |
-55 |
|
|
|
| Mar01 |
001102 |
14910 |
14910 |
14855 |
14855 |
-55 |
|
|
|
| Total Volume and Open Interest |
13,136 |
91,258 |
+353 |
| Nikkei 225(SGX) |
| Dec00 |
001102 |
14850 |
14965 |
14765 |
14835 |
-55 |
|
|
|
| Mar01 |
001102 |
14910 |
14910 |
14855 |
14855 |
-55 |
|
|
|
| Jun01 |
001102 |
14890 |
14890 |
14835 |
14835 |
-55 |
|
|
|
| Total Volume and Open Interest |
13,136 |
91,258 |
+353 |
| CAC 40(EURONEXT) |
| Nov00 |
001103 |
6430.0 |
6470.5 |
6396.0 |
6424.0 |
+7.0 |
|
|
|
| Dec00 |
001103 |
6455.5 |
6493.5 |
6427.5 |
6449.0 |
+7.0 |
|
|
|
| Jan01 |
001103 |
6455.5 |
6477.0 |
6455.5 |
6477.0 |
+7.0 |
|
|
|
| Total Volume and Open Interest |
38,194 |
376,626 |
+2,358 |
| Hang Seng Index(HKFE) |
| Nov00 |
001103 |
15640 |
15747 |
15515 |
15698 |
+268 |
|
|
|
| Dec00 |
001103 |
15636 |
15764 |
15610 |
15741 |
+254 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX(EUREX) |
| Dec00 |
001103 |
7150.0 |
7195.0 |
7113.5 |
7173.5 |
+45.5 |
|
|
|
| Mar01 |
001103 |
7237.0 |
7285.0 |
7226.5 |
7265.0 |
+45.0 |
|
|
|
| Jun01 |
001103 |
7343.5 |
7364.0 |
7332.0 |
7344.0 |
+44.5 |
|
|
|
| Total Volume and Open Interest |
33,893 |
173,733 |
+2,253 |
| FT-SE 100(EURONEXT) |
| Dec00 |
001103 |
6432.00 |
6466.50 |
6412.50 |
6423.00 |
+0.50 |
|
|
|
| Mar01 |
001103 |
6503.50 |
6504.50 |
6469.50 |
6476.50 |
unch |
|
|
|
| Jun01 |
001103 |
6564.00 |
6571.00 |
6548.00 |
6548.00 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
25,110 |
238,624 |
+1,098 |
| SPI 200(SFE) |
| Dec00 |
001103 |
3327.0 |
3356.0 |
3325.0 |
3349.0 |
+27.0 |
11,658 |
110,527 |
+110,527 |
| Mar01 |
001103 |
3358.0 |
3375.0 |
3358.0 |
3371.0 |
+26.0 |
64 |
1,755 |
+1,755 |
| Jun01 |
001103 |
3400.0 |
3400.0 |
3400.0 |
3400.0 |
+27.0 |
0 |
174 |
+174 |
| Total Volume and Open Interest |
11,722 |
112,456 |
+112,456 |
| GSCI(CME) |
| Nov00 |
001103 |
238.50 |
240.10 |
238.10 |
239.75 |
+2.25 |
27 |
35,609 |
-1 |
| Dec00 |
001103 |
237.60 |
238.70 |
237.00 |
238.70 |
+2.30 |
2 |
28 |
-1 |
| Jan01 |
001103 |
234.00 |
234.00 |
234.00 |
234.00 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
29 |
35,637 |
-2 |
| Reuters CCI(ICE) |
| Jan01 |
001103 |
223.40 |
223.60 |
222.90 |
223.45 |
+0.70 |
291 |
663 |
-104 |
| Feb01 |
001103 |
221.50 |
222.50 |
221.50 |
221.95 |
+0.70 |
151 |
521 |
+149 |
| Apr01 |
001103 |
220.45 |
220.45 |
220.45 |
220.45 |
+0.70 |
151 |
154 |
+150 |
| Total Volume and Open Interest |
808 |
1,735 |
+30 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|