|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 03, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan00 |
000103 |
464.00 |
466.00 |
455.75 |
456.50 |
-5.25 |
13,934 |
13,916 |
-3,555 |
Mar00 |
000103 |
472.50 |
474.00 |
463.25 |
464.50 |
-5.25 |
21,449 |
58,472 |
+718 |
May00 |
000103 |
482.00 |
482.00 |
471.00 |
471.75 |
-6.25 |
1,687 |
24,780 |
+572 |
Jul00 |
000103 |
487.50 |
488.00 |
477.50 |
478.50 |
-6.50 |
3,025 |
23,882 |
-253 |
Aug00 |
000103 |
488.00 |
488.00 |
478.50 |
478.50 |
-6.50 |
67 |
2,434 |
+39 |
Sep00 |
000103 |
489.50 |
489.50 |
480.00 |
480.50 |
-6.25 |
27 |
680 |
+3 |
Nov00 |
000103 |
495.00 |
496.00 |
485.50 |
486.50 |
-6.00 |
1,289 |
10,227 |
+254 |
Total Volume and Open Interest |
41,481 |
134,425 |
-2,221 |
Soybean Meal(CBOT) |
Jan00 |
000103 |
147.80 |
148.00 |
145.50 |
146.40 |
-0.30 |
2 |
10,410 |
-989 |
Mar00 |
000103 |
147.90 |
148.20 |
145.70 |
146.70 |
-0.10 |
6,368 |
31,427 |
+295 |
May00 |
000103 |
148.50 |
148.50 |
146.00 |
146.30 |
-0.90 |
903 |
20,929 |
+206 |
Jul00 |
000103 |
150.00 |
150.00 |
147.20 |
147.50 |
-0.80 |
973 |
16,676 |
+74 |
Aug00 |
000103 |
148.10 |
148.10 |
147.20 |
147.20 |
-0.80 |
124 |
5,439 |
+45 |
Sep00 |
000103 |
150.00 |
150.00 |
147.20 |
147.20 |
-1.10 |
49 |
3,120 |
+12 |
Oct00 |
000103 |
149.50 |
149.70 |
147.30 |
147.30 |
-0.80 |
14 |
1,875 |
+4 |
Dec00 |
000103 |
152.50 |
153.00 |
150.70 |
150.80 |
-1.00 |
590 |
6,748 |
+120 |
Total Volume and Open Interest |
9,023 |
96,632 |
-233 |
Soybean Oil(CBOT) |
Jan00 |
000103 |
15.90 |
15.90 |
15.43 |
15.44 |
-0.31 |
9,819 |
10,615 |
-4,200 |
Mar00 |
000103 |
16.10 |
16.10 |
15.67 |
15.70 |
-0.32 |
12,681 |
53,022 |
-1,508 |
May00 |
000103 |
16.38 |
16.38 |
16.01 |
16.02 |
-0.30 |
907 |
23,579 |
+183 |
Jul00 |
000103 |
16.70 |
16.70 |
16.32 |
16.32 |
-0.31 |
736 |
19,837 |
+46 |
Aug00 |
000103 |
16.80 |
16.80 |
16.45 |
16.45 |
-0.31 |
54 |
4,590 |
+24 |
Sep00 |
000103 |
16.60 |
16.60 |
16.60 |
16.60 |
-0.31 |
70 |
2,847 |
+70 |
Oct00 |
000103 |
16.80 |
16.80 |
16.75 |
16.75 |
-0.31 |
40 |
3,174 |
+40 |
Dec00 |
000103 |
17.35 |
17.35 |
17.02 |
17.04 |
-0.35 |
755 |
13,494 |
+355 |
Total Volume and Open Interest |
25,212 |
132,060 |
-4,857 |
Canola(WCE) |
Jan00 |
000103 |
255.5 |
255.5 |
251.4 |
251.7 |
-2.3 |
1,282 |
4,159 |
-1,459 |
Mar00 |
000103 |
260.0 |
260.5 |
256.5 |
256.9 |
-2.1 |
2,354 |
33,216 |
-264 |
May00 |
000103 |
263.9 |
263.9 |
260.5 |
260.7 |
-2.3 |
375 |
8,269 |
-421 |
Jul00 |
000103 |
267.0 |
267.0 |
264.7 |
265.0 |
-2.0 |
250 |
8,584 |
+115 |
Aug00 |
000103 |
267.9 |
267.9 |
267.9 |
267.9 |
-2.1 |
0 |
450 |
+0 |
Total Volume and Open Interest |
4,271 |
55,837 |
-2,019 |
Corn(CBOT) |
Mar00 |
000103 |
205.50 |
205.75 |
200.50 |
200.75 |
-3.75 |
19,109 |
211,737 |
-1,633 |
May00 |
000103 |
212.00 |
212.25 |
207.75 |
208.00 |
-3.25 |
2,606 |
61,464 |
+198 |
Jul00 |
000103 |
218.75 |
219.00 |
214.50 |
214.75 |
-3.25 |
1 |
58,065 |
+398 |
Sep00 |
000103 |
225.00 |
225.25 |
221.75 |
222.00 |
-2.00 |
938 |
16,869 |
+52 |
Nov00 |
000103 |
229.00 |
229.00 |
228.50 |
228.75 |
-2.00 |
0 |
559 |
+0 |
Dec00 |
000103 |
234.50 |
234.50 |
231.00 |
231.50 |
-2.25 |
1,553 |
33,477 |
+67 |
Total Volume and Open Interest |
24,334 |
384,452 |
-848 |
Wheat(CBOT) |
Mar00 |
000103 |
251.50 |
251.50 |
245.25 |
247.50 |
-1.00 |
10,610 |
85,073 |
-449 |
May00 |
000103 |
261.50 |
261.50 |
256.00 |
258.00 |
unch |
466 |
10,091 |
-76 |
Jul00 |
000103 |
271.00 |
271.00 |
265.75 |
267.75 |
-0.75 |
1,611 |
21,326 |
+292 |
Sep00 |
000103 |
281.00 |
281.00 |
276.00 |
277.50 |
-1.50 |
60 |
1,395 |
+49 |
Dec00 |
000103 |
293.50 |
293.50 |
290.00 |
292.25 |
-1.00 |
118 |
2,983 |
+18 |
Total Volume and Open Interest |
12,871 |
120,912 |
-164 |
Wheat(KCBT) |
Mar00 |
000103 |
277.00 |
277.50 |
272.50 |
274.25 |
-2.00 |
0 |
40,982 |
-486 |
May00 |
000103 |
288.00 |
288.00 |
283.50 |
284.50 |
-1.75 |
0 |
7,922 |
+26 |
Jul00 |
000103 |
298.00 |
298.25 |
293.50 |
294.75 |
-2.25 |
0 |
11,966 |
+272 |
Sep00 |
000103 |
306.25 |
306.25 |
302.50 |
304.00 |
-1.00 |
0 |
690 |
+11 |
Dec00 |
000103 |
314.00 |
316.00 |
314.00 |
315.50 |
-1.50 |
0 |
638 |
+28 |
Total Volume and Open Interest |
0 |
62,198 |
-149 |
Wheat(MGE) |
Mar00 |
000103 |
320.00 |
321.00 |
315.00 |
316.50 |
-1.50 |
1,723 |
12,319 |
+114 |
May00 |
000103 |
327.50 |
329.00 |
323.50 |
325.00 |
-0.50 |
606 |
4,952 |
+312 |
Jul00 |
000103 |
336.50 |
336.50 |
331.25 |
332.50 |
-0.75 |
97 |
2,296 |
+54 |
Sep00 |
000103 |
344.00 |
344.00 |
339.25 |
339.25 |
-5.25 |
1 |
1,018 |
+0 |
Dec00 |
000103 |
348.00 |
348.00 |
348.00 |
348.00 |
+1.00 |
1 |
210 |
+0 |
Total Volume and Open Interest |
2,428 |
20,832 |
+480 |
Oats(CBOT) |
Mar00 |
000103 |
109.25 |
109.50 |
107.00 |
108.25 |
-1.00 |
2 |
7,020 |
-30 |
May00 |
000103 |
114.75 |
114.75 |
113.50 |
113.75 |
-1.00 |
46 |
2,759 |
-3 |
Jul00 |
000103 |
112.75 |
113.00 |
111.75 |
111.75 |
-0.75 |
27 |
1,466 |
+11 |
Sep00 |
000103 |
117.25 |
117.50 |
116.75 |
116.75 |
-0.25 |
3 |
649 |
+3 |
Total Volume and Open Interest |
102 |
12,682 |
-15 |
Rough Rice(CBOT) |
Jan00 |
000103 |
5.18 |
5.25 |
5.18 |
5.23 |
+0.09 |
59 |
630 |
-189 |
Mar00 |
000103 |
5.42 |
5.50 |
5.42 |
5.48 |
+0.06 |
116 |
3,297 |
-17 |
May00 |
000103 |
5.68 |
5.75 |
5.68 |
5.71 |
+0.03 |
15 |
1,587 |
+1 |
Jul00 |
000103 |
5.95 |
5.95 |
5.95 |
5.95 |
+0.03 |
6 |
891 |
+4 |
Total Volume and Open Interest |
196 |
6,438 |
-168 |
Live Cattle(CME) |
Feb00 |
000103 |
69.650 |
69.900 |
69.400 |
69.700 |
+0.100 |
201 |
52,165 |
-241 |
Apr00 |
000103 |
71.525 |
71.900 |
71.400 |
71.725 |
+0.150 |
37 |
31,142 |
+543 |
Jun00 |
000103 |
69.775 |
69.950 |
69.400 |
69.650 |
-0.125 |
23 |
14,008 |
+468 |
Aug00 |
000103 |
69.750 |
69.975 |
69.525 |
69.700 |
unch |
1 |
7,580 |
+130 |
Oct00 |
000103 |
71.650 |
72.000 |
71.600 |
71.675 |
+0.125 |
6 |
3,232 |
+24 |
Dec00 |
000103 |
72.650 |
72.950 |
72.650 |
72.700 |
+0.050 |
21 |
2,854 |
+2 |
Total Volume and Open Interest |
323 |
111,076 |
-833 |
Feeder Cattle(CME) |
Jan00 |
000103 |
86.200 |
86.200 |
85.425 |
85.875 |
+0.525 |
519 |
7,378 |
-81 |
Mar00 |
000103 |
86.400 |
86.500 |
85.525 |
85.900 |
+0.475 |
18 |
8,018 |
+60 |
Apr00 |
000103 |
85.750 |
86.000 |
85.400 |
85.775 |
+0.350 |
1 |
3,765 |
-5 |
May00 |
000103 |
85.850 |
86.000 |
85.400 |
85.875 |
+0.475 |
174 |
4,030 |
+57 |
Aug00 |
000103 |
86.500 |
86.875 |
86.400 |
86.850 |
+0.550 |
10 |
2,675 |
+2,675 |
Sep00 |
000103 |
86.450 |
86.900 |
86.450 |
86.900 |
+0.400 |
15 |
485 |
+5 |
Oct00 |
000103 |
86.500 |
86.950 |
86.500 |
86.950 |
+0.450 |
0 |
2 |
+2 |
Total Volume and Open Interest |
1,610 |
26,328 |
+61 |
Lean Hogs(CME) |
Feb00 |
000103 |
54.950 |
56.300 |
54.950 |
55.975 |
+1.475 |
45 |
23,821 |
-694 |
Apr00 |
000103 |
56.500 |
57.400 |
56.125 |
57.275 |
+1.675 |
9 |
10,037 |
-379 |
Jun00 |
000103 |
63.700 |
64.475 |
63.600 |
64.325 |
+1.025 |
4 |
6,544 |
-596 |
Jul00 |
000103 |
62.550 |
63.350 |
62.400 |
63.325 |
+1.225 |
184 |
2,125 |
-355 |
Aug00 |
000103 |
61.500 |
61.700 |
61.050 |
61.700 |
+1.000 |
43 |
1,252 |
+14 |
Oct00 |
000103 |
57.000 |
57.650 |
56.900 |
57.650 |
+1.000 |
13 |
817 |
+15 |
Dec00 |
000103 |
55.400 |
55.950 |
55.400 |
55.950 |
+0.950 |
0 |
242 |
+0 |
Feb01 |
000103 |
58.100 |
58.100 |
58.100 |
58.100 |
+0.400 |
0 |
21 |
+0 |
Total Volume and Open Interest |
298 |
44,860 |
-1,995 |
Pork Bellies(CME) |
Feb00 |
000103 |
80.500 |
81.150 |
79.650 |
81.150 |
+3.000 |
35 |
3,886 |
+9 |
Mar00 |
000103 |
78.600 |
80.150 |
78.600 |
80.150 |
+3.000 |
40 |
444 |
-3 |
May00 |
000103 |
79.000 |
79.600 |
78.000 |
79.600 |
+3.000 |
2 |
352 |
+1 |
Jul00 |
000103 |
78.000 |
80.100 |
78.000 |
80.050 |
+2.950 |
5 |
158 |
-4 |
Aug00 |
000103 |
76.000 |
76.800 |
75.850 |
76.800 |
+3.000 |
0 |
43 |
+0 |
Total Volume and Open Interest |
82 |
4,883 |
+3 |
Class III Milk(CME) |
Jan00 |
000103 |
10.25 |
10.31 |
10.25 |
10.26 |
unch |
18 |
776 |
+16 |
Feb00 |
000103 |
10.45 |
10.50 |
10.45 |
10.50 |
+0.05 |
17 |
652 |
+15 |
Mar00 |
000103 |
10.51 |
10.57 |
10.51 |
10.57 |
+0.07 |
14 |
605 |
+13 |
Apr00 |
000103 |
10.75 |
10.91 |
10.75 |
10.91 |
+0.16 |
13 |
461 |
+11 |
May00 |
000103 |
11.10 |
11.25 |
11.08 |
11.08 |
-0.02 |
9 |
408 |
+3 |
Total Volume and Open Interest |
110 |
5,471 |
+93 |
Cocoa(ICE) |
Mar00 |
000103 |
840 |
846 |
820 |
830 |
-7 |
1,836 |
40,478 |
+536 |
May00 |
000103 |
870 |
870 |
846 |
856 |
-7 |
618 |
17,484 |
+65 |
Jul00 |
000103 |
896 |
896 |
873 |
883 |
-6 |
194 |
8,340 |
+2 |
Sep00 |
000103 |
921 |
921 |
900 |
910 |
-8 |
549 |
9,446 |
+122 |
Dec00 |
000103 |
957 |
957 |
940 |
946 |
-8 |
2 |
5,862 |
+1 |
Mar01 |
000103 |
984 |
984 |
984 |
984 |
-8 |
17 |
4,834 |
-1 |
May01 |
000103 |
1008 |
1008 |
1008 |
1008 |
-8 |
1 |
2,932 |
-1 |
Total Volume and Open Interest |
3,217 |
93,073 |
+724 |
Coffee "C"(ICE) |
Mar00 |
000103 |
124.00 |
124.00 |
116.10 |
116.50 |
-9.40 |
4,317 |
29,132 |
+652 |
May00 |
000103 |
125.50 |
125.50 |
119.00 |
119.50 |
-8.90 |
893 |
8,243 |
+171 |
Jul00 |
000103 |
127.50 |
127.50 |
121.50 |
122.00 |
-8.75 |
466 |
3,229 |
-69 |
Sep00 |
000103 |
127.00 |
128.50 |
124.10 |
124.10 |
-8.55 |
7 |
2,714 |
+0 |
Dec00 |
000103 |
125.50 |
125.50 |
125.50 |
125.50 |
-8.75 |
6 |
2,073 |
+0 |
Mar01 |
000103 |
128.00 |
128.00 |
127.00 |
127.00 |
-8.75 |
6 |
431 |
+4 |
Total Volume and Open Interest |
5,695 |
45,822 |
+758 |
Orange Juice(ICE) |
Jan00 |
000103 |
85.50 |
88.60 |
85.50 |
88.25 |
-0.70 |
1,212 |
735 |
-1,263 |
Mar00 |
000103 |
84.00 |
85.20 |
83.75 |
84.05 |
-1.15 |
3,888 |
13,341 |
-922 |
May00 |
000103 |
83.75 |
84.60 |
83.75 |
83.80 |
-0.70 |
143 |
3,479 |
+91 |
Jul00 |
000103 |
84.50 |
84.50 |
83.55 |
83.55 |
-1.20 |
201 |
1,602 |
+96 |
Sep00 |
000103 |
84.00 |
84.25 |
83.50 |
83.50 |
-0.75 |
33 |
653 |
+23 |
Nov00 |
000103 |
84.00 |
84.50 |
84.00 |
84.20 |
-1.05 |
4 |
148 |
-3 |
Total Volume and Open Interest |
5,526 |
20,099 |
-1,954 |
Sugar #11(ICE) |
Mar00 |
000103 |
6.17 |
6.18 |
6.05 |
6.10 |
-0.02 |
6,992 |
81,338 |
-326 |
May00 |
000103 |
6.31 |
6.31 |
6.21 |
6.24 |
-0.07 |
1,159 |
47,581 |
+161 |
Jul00 |
000103 |
6.43 |
6.43 |
6.30 |
6.34 |
-0.10 |
1,200 |
28,371 |
-398 |
Oct00 |
000103 |
6.55 |
6.55 |
6.42 |
6.48 |
-0.10 |
113 |
9,631 |
-35 |
Mar01 |
000103 |
6.48 |
6.50 |
6.48 |
6.48 |
-0.10 |
54 |
7,585 |
+18 |
Total Volume and Open Interest |
9,518 |
175,618 |
-580 |
Sugar #14(ICE) |
Mar00 |
000103 |
18.20 |
18.20 |
18.20 |
18.20 |
-0.04 |
16 |
2,215 |
+4 |
May00 |
000103 |
18.47 |
18.50 |
18.47 |
18.50 |
+0.01 |
5 |
2,178 |
-3 |
Jul00 |
000103 |
19.18 |
19.18 |
19.18 |
19.18 |
+0.18 |
2 |
2,292 |
+1 |
Sep00 |
000103 |
19.75 |
19.75 |
19.75 |
19.75 |
-0.10 |
10 |
1,516 |
-3 |
Nov00 |
000103 |
19.17 |
19.17 |
19.17 |
19.17 |
+0.26 |
1 |
819 |
+0 |
Total Volume and Open Interest |
50 |
11,134 |
+0 |
London Cocoa(LCE) |
Mar00 |
991230 |
571 |
575 |
567 |
571 |
+3 |
|
|
|
May00 |
991230 |
600 |
602 |
597 |
600 |
+3 |
|
|
|
Jul00 |
991230 |
619 |
619 |
613 |
615 |
+2 |
|
|
|
Sep00 |
991230 |
634 |
639 |
633 |
634 |
+3 |
|
|
|
Dec00 |
991230 |
660 |
661 |
657 |
658 |
+3 |
|
|
|
Mar01 |
991230 |
683 |
684 |
682 |
682 |
+2 |
|
|
|
May01 |
991230 |
700 |
700 |
700 |
700 |
+2 |
|
|
|
Total Volume and Open Interest |
2,104 |
163,063 |
+298 |
London Coffee(LCE) |
Jan00 |
991230 |
1480.00 |
1540.00 |
1480.00 |
1535.00 |
+55.00 |
|
|
|
Mar00 |
991230 |
1230.00 |
1240.00 |
1225.00 |
1235.00 |
+5.00 |
|
|
|
May00 |
991230 |
1244.00 |
1256.00 |
1240.00 |
1249.00 |
+2.00 |
|
|
|
Jul00 |
991230 |
1269.00 |
1269.00 |
1269.00 |
1269.00 |
+2.00 |
|
|
|
Sep00 |
991230 |
1287.00 |
1287.00 |
1287.00 |
1287.00 |
unch |
|
|
|
Nov00 |
991230 |
1305.00 |
1305.00 |
1305.00 |
1305.00 |
unch |
|
|
|
Total Volume and Open Interest |
4,166 |
57,822 |
-871 |
London Sugar(LCE) |
Mar00 |
991230 |
176.00 |
177.10 |
175.10 |
175.80 |
-1.30 |
|
|
|
May00 |
991230 |
180.40 |
180.40 |
179.30 |
179.80 |
-1.40 |
|
|
|
Aug00 |
991230 |
185.50 |
185.50 |
183.90 |
183.90 |
-2.10 |
|
|
|
Oct00 |
991230 |
188.10 |
188.10 |
187.50 |
187.60 |
-1.40 |
|
|
|
Dec00 |
991230 |
187.60 |
187.60 |
187.60 |
187.60 |
-4.40 |
|
|
|
Total Volume and Open Interest |
1,758 |
38,445 |
+81 |
Cotton(ICE) |
Mar00 |
000103 |
50.50 |
51.10 |
50.35 |
51.07 |
+0.33 |
8,511 |
32,867 |
-1,974 |
May00 |
000103 |
51.96 |
52.50 |
51.85 |
52.36 |
+0.20 |
1,521 |
13,381 |
+80 |
Jul00 |
000103 |
53.45 |
53.75 |
53.35 |
53.71 |
+0.10 |
675 |
8,016 |
-73 |
Oct00 |
000103 |
55.40 |
55.40 |
55.10 |
55.10 |
-0.40 |
2 |
425 |
-2 |
Dec00 |
000103 |
55.90 |
55.90 |
55.55 |
55.63 |
-0.44 |
353 |
3,837 |
+29 |
Mar01 |
000103 |
56.83 |
56.83 |
56.83 |
56.83 |
-0.45 |
0 |
338 |
+0 |
Total Volume and Open Interest |
11,062 |
59,058 |
-1,940 |
Lumber(CME) |
Jan00 |
000103 |
352.0 |
354.8 |
350.2 |
350.3 |
+1.3 |
366 |
1,279 |
-68 |
Mar00 |
000103 |
346.0 |
348.5 |
344.0 |
345.5 |
+1.5 |
1 |
985 |
+37 |
May00 |
000103 |
335.0 |
336.9 |
335.0 |
336.7 |
+2.3 |
21 |
384 |
-1 |
Jul00 |
000103 |
333.0 |
334.3 |
332.5 |
333.6 |
+2.5 |
0 |
95 |
+0 |
Total Volume and Open Interest |
391 |
2,789 |
-33 |
Crude Oil(NYM) |
Feb00 |
991230 |
26.20 |
26.55 |
25.30 |
25.60 |
-0.87 |
35,950 |
123,308 |
-1,308 |
Mar00 |
991230 |
25.35 |
25.69 |
24.62 |
24.79 |
-0.76 |
4,851 |
63,912 |
+1,756 |
Apr00 |
991230 |
24.50 |
24.77 |
23.90 |
23.99 |
-0.72 |
1,061 |
38,606 |
-200 |
May00 |
991230 |
23.75 |
23.90 |
23.23 |
23.23 |
-0.71 |
409 |
24,854 |
-173 |
Jun00 |
991230 |
23.14 |
23.25 |
22.57 |
22.57 |
-0.69 |
226 |
53,923 |
+186 |
Jul00 |
991230 |
22.60 |
22.60 |
22.00 |
22.00 |
-0.67 |
632 |
31,175 |
+148 |
Aug00 |
991230 |
22.07 |
22.07 |
21.56 |
21.56 |
-0.64 |
465 |
16,036 |
+507 |
Sep00 |
991230 |
21.75 |
21.75 |
21.18 |
21.18 |
-0.61 |
626 |
13,514 |
+207 |
Oct00 |
991230 |
21.37 |
21.37 |
20.83 |
20.83 |
-0.59 |
109 |
12,236 |
+356 |
Nov00 |
991230 |
21.00 |
21.00 |
20.49 |
20.49 |
-0.57 |
4 |
8,755 |
+125 |
Dec00 |
991230 |
20.76 |
20.76 |
20.10 |
20.21 |
-0.55 |
859 |
37,809 |
+191 |
Jan01 |
991230 |
20.00 |
20.00 |
19.95 |
19.95 |
-0.53 |
277 |
13,746 |
+5 |
Feb01 |
991230 |
19.71 |
19.71 |
19.71 |
19.71 |
-0.50 |
364 |
3,530 |
+27 |
Mar01 |
991230 |
19.50 |
19.50 |
19.50 |
19.50 |
-0.48 |
138 |
3,251 |
+0 |
Apr01 |
991230 |
19.30 |
19.30 |
19.30 |
19.30 |
-0.46 |
30 |
1,279 |
+50 |
May01 |
991230 |
19.11 |
19.11 |
19.11 |
19.11 |
-0.45 |
29 |
1,240 |
+0 |
Total Volume and Open Interest |
26,736 |
497,488 |
+1,920 |
e-miNY Crude Oil(NYM) |
Heating Oil(NYM) |
Feb00 |
991230 |
69.45 |
69.90 |
67.30 |
67.87 |
-1.90 |
1,566 |
53,970 |
+1,654 |
Mar00 |
991230 |
67.10 |
67.40 |
65.10 |
65.47 |
-1.80 |
791 |
14,342 |
+910 |
Apr00 |
991230 |
64.25 |
64.50 |
62.65 |
62.77 |
-1.70 |
0 |
8,313 |
+191 |
May00 |
991230 |
61.45 |
61.60 |
59.85 |
59.87 |
-1.65 |
10,179 |
140,248 |
-4,760 |
Jun00 |
991230 |
59.40 |
59.40 |
57.67 |
57.67 |
-1.65 |
10,179 |
140,248 |
-4,760 |
Jul00 |
991230 |
58.10 |
58.10 |
56.47 |
56.47 |
-1.65 |
0 |
12,684 |
-77 |
Aug00 |
991230 |
57.50 |
57.50 |
56.07 |
56.07 |
-1.55 |
0 |
4,864 |
-340 |
Sep00 |
991230 |
56.37 |
56.37 |
56.37 |
56.37 |
-1.50 |
200 |
3,941 |
+283 |
Oct00 |
991230 |
56.67 |
56.67 |
56.67 |
56.67 |
-1.45 |
0 |
2,315 |
-69 |
Nov00 |
991230 |
58.35 |
58.35 |
56.97 |
56.97 |
-1.45 |
0 |
1,286 |
+2 |
Dec00 |
991230 |
57.27 |
57.27 |
57.27 |
57.27 |
-1.40 |
200 |
8,655 |
+318 |
Jan01 |
991230 |
57.32 |
57.32 |
57.32 |
57.32 |
-1.40 |
0 |
2,854 |
-67 |
Total Volume and Open Interest |
10,179 |
140,248 |
-4,760 |
Gasoline(NYMEX) |
Feb00 |
991230 |
70.00 |
70.65 |
67.20 |
67.62 |
-2.93 |
11,723 |
36,395 |
+1,676 |
Mar00 |
991230 |
69.85 |
70.35 |
67.40 |
67.50 |
-2.75 |
2,520 |
13,560 |
-116 |
Apr00 |
991230 |
72.70 |
73.05 |
70.10 |
70.40 |
-2.45 |
1,331 |
15,533 |
+277 |
May00 |
991230 |
69.65 |
69.65 |
69.65 |
69.65 |
-2.25 |
1,442 |
6,477 |
+59 |
Jun00 |
991230 |
68.35 |
68.35 |
68.35 |
68.35 |
-2.07 |
1,334 |
3,329 |
+927 |
Jul00 |
991230 |
68.70 |
68.70 |
66.75 |
66.75 |
-1.90 |
233 |
3,639 |
-55 |
Aug00 |
991230 |
64.65 |
64.65 |
64.65 |
64.65 |
-1.80 |
|
|
|
Sep00 |
991230 |
64.30 |
64.30 |
62.45 |
62.45 |
-1.70 |
149 |
0 |
-2,747 |
Total Volume and Open Interest |
|
|
|
e-miNY RBOB Gasoline(NYM) |
Natural Gas(NYM) |
Feb00 |
991230 |
2.370 |
2.370 |
2.305 |
2.329 |
-0.065 |
18,672 |
51,687 |
+24 |
Mar00 |
991230 |
2.350 |
2.350 |
2.305 |
2.328 |
-0.062 |
6,654 |
29,055 |
+618 |
Apr00 |
991230 |
2.345 |
2.350 |
2.310 |
2.328 |
-0.049 |
2,341 |
18,598 |
-2,021 |
May00 |
991230 |
2.340 |
2.345 |
2.320 |
2.338 |
-0.034 |
1,043 |
13,384 |
-36 |
Jun00 |
991230 |
2.360 |
2.370 |
2.340 |
2.355 |
-0.027 |
1,184 |
13,605 |
+286 |
Jul00 |
991230 |
2.365 |
2.385 |
2.365 |
2.377 |
-0.025 |
895 |
11,452 |
+412 |
Aug00 |
991230 |
2.400 |
2.410 |
2.390 |
2.399 |
-0.023 |
232 |
11,651 |
-85 |
Sep00 |
991230 |
2.430 |
2.430 |
2.405 |
2.418 |
-0.022 |
188 |
8,431 |
-68 |
Oct00 |
991230 |
2.445 |
2.445 |
2.435 |
2.443 |
-0.022 |
81 |
7,296 |
-75 |
Nov00 |
991230 |
2.575 |
2.575 |
2.555 |
2.562 |
-0.022 |
48 |
5,164 |
+23 |
Dec00 |
991230 |
2.700 |
2.700 |
2.675 |
2.689 |
-0.022 |
34 |
12,157 |
-3 |
Jan01 |
991230 |
2.720 |
2.725 |
2.710 |
2.720 |
-0.022 |
14 |
6,447 |
+2 |
Feb01 |
991230 |
2.605 |
2.606 |
2.590 |
2.606 |
-0.020 |
55 |
4,424 |
+18 |
Mar01 |
991230 |
2.493 |
2.494 |
2.493 |
2.494 |
-0.019 |
10 |
4,164 |
-11 |
Apr01 |
991230 |
2.388 |
2.390 |
2.388 |
2.390 |
-0.018 |
607 |
4,148 |
-30 |
May01 |
991230 |
2.361 |
2.364 |
2.361 |
2.364 |
-0.017 |
615 |
3,780 |
+114 |
Total Volume and Open Interest |
32,712 |
246,194 |
-7,444 |
Brent Crude Oil(ICE) |
Feb00 |
991230 |
25.28 |
25.33 |
25.05 |
25.08 |
-0.37 |
24,458 |
0 |
-62,679 |
Mar00 |
991230 |
24.30 |
24.35 |
24.02 |
24.06 |
-0.31 |
7,894 |
0 |
-52,648 |
Apr00 |
991230 |
23.33 |
23.40 |
23.18 |
23.18 |
-0.25 |
595 |
0 |
-25,652 |
May00 |
991230 |
22.65 |
22.65 |
22.30 |
22.37 |
-0.22 |
124 |
0 |
-15,571 |
Jun00 |
991230 |
21.96 |
21.96 |
21.72 |
21.72 |
-0.23 |
322 |
0 |
-22,924 |
Jul00 |
991230 |
21.36 |
21.36 |
21.20 |
21.20 |
-0.22 |
|
|
|
Aug00 |
991230 |
20.77 |
20.77 |
20.77 |
20.77 |
-0.21 |
2 |
0 |
-4,318 |
Sep00 |
991230 |
20.41 |
20.41 |
20.41 |
20.41 |
-0.19 |
|
|
|
Oct00 |
991230 |
20.09 |
20.09 |
20.09 |
20.09 |
-0.16 |
|
|
|
Nov00 |
991230 |
19.80 |
19.80 |
19.80 |
19.80 |
-0.16 |
2 |
0 |
-2,037 |
Dec00 |
991230 |
19.53 |
19.53 |
19.53 |
19.53 |
-0.15 |
5 |
0 |
-24,055 |
Jan01 |
991230 |
19.26 |
19.26 |
19.26 |
19.26 |
-0.14 |
22 |
0 |
-825 |
Mar01 |
991230 |
18.89 |
18.89 |
18.89 |
18.89 |
-0.13 |
350 |
0 |
-2,845 |
Total Volume and Open Interest |
|
|
|
Gas Oil(ICE) |
Jan00 |
991230 |
218.25 |
222.50 |
216.75 |
222.25 |
+3.00 |
|
|
|
Feb00 |
991230 |
211.00 |
214.50 |
209.50 |
213.25 |
+1.75 |
|
|
|
Mar00 |
991230 |
202.50 |
203.25 |
201.25 |
203.25 |
+0.25 |
|
|
|
Apr00 |
991230 |
195.75 |
195.75 |
193.25 |
193.25 |
-2.25 |
|
|
|
May00 |
991230 |
188.50 |
188.50 |
186.50 |
186.50 |
-3.00 |
|
|
|
Jun00 |
991230 |
183.75 |
183.75 |
181.00 |
181.00 |
-4.00 |
|
|
|
Jul00 |
991230 |
179.00 |
179.00 |
179.00 |
179.00 |
-4.00 |
|
|
|
Aug00 |
991230 |
178.00 |
178.00 |
178.00 |
178.00 |
-4.00 |
|
|
|
Sep00 |
991230 |
177.50 |
177.50 |
177.50 |
177.50 |
-4.00 |
|
|
|
Oct00 |
991230 |
177.00 |
177.00 |
177.00 |
177.00 |
-4.00 |
|
|
|
Total Volume and Open Interest |
16,789 |
118,535 |
+1,818 |
Ethanol(CBOT) |
US Dollar Index(ICE) |
Mar00 |
000103 |
101.390 |
101.570 |
99.850 |
99.890 |
-1.530 |
|
|
|
Jun00 |
000103 |
101.050 |
101.050 |
99.570 |
99.570 |
-1.530 |
|
|
|
Sep00 |
000103 |
100.700 |
100.700 |
99.250 |
99.250 |
-1.530 |
|
|
|
Total Volume and Open Interest |
114 |
6,740 |
-32 |
Australian Dollar(CME) |
Mar00 |
000103 |
65.85 |
66.21 |
65.82 |
66.21 |
+0.38 |
2,556 |
20,916 |
+756 |
Jun00 |
000103 |
65.88 |
66.26 |
65.88 |
66.26 |
+0.38 |
0 |
15 |
+0 |
Sep00 |
000103 |
66.31 |
66.31 |
66.31 |
66.31 |
+0.38 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,556 |
20,939 |
+756 |
British Pound(CME) |
Mar00 |
000103 |
161.62 |
164.04 |
161.60 |
163.94 |
+2.04 |
1,500 |
19,140 |
+52 |
Jun00 |
000103 |
161.64 |
164.00 |
161.60 |
163.88 |
+2.08 |
0 |
5 |
+0 |
Sep00 |
000103 |
163.00 |
163.80 |
161.50 |
163.80 |
+2.12 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,500 |
19,146 |
+52 |
Canadian Dollar(CME) |
Mar00 |
000103 |
69.40 |
69.52 |
69.20 |
69.31 |
+0.09 |
10,418 |
48,157 |
+1,525 |
Jun00 |
000103 |
69.64 |
69.64 |
69.39 |
69.46 |
+0.10 |
30 |
5,358 |
+0 |
Sep00 |
000103 |
69.65 |
69.70 |
69.58 |
69.58 |
+0.11 |
0 |
1,185 |
+0 |
Dec00 |
000103 |
69.80 |
69.80 |
69.69 |
69.69 |
+0.12 |
2 |
444 |
+0 |
Total Volume and Open Interest |
10,450 |
55,147 |
+1,525 |
Japanese Yen(CME) |
Mar00 |
000103 |
99.35 |
99.74 |
99.25 |
99.64 |
+0.72 |
3,016 |
68,227 |
-657 |
Jun00 |
000103 |
101.10 |
101.25 |
101.00 |
101.23 |
+0.73 |
28 |
3,362 |
-8 |
Sep00 |
000103 |
102.81 |
102.81 |
102.81 |
102.81 |
+0.75 |
0 |
437 |
+0 |
Total Volume and Open Interest |
1,522 |
72,033 |
-665 |
Swiss Franc(CME) |
Mar00 |
000103 |
63.40 |
64.58 |
63.07 |
64.56 |
+1.09 |
1,920 |
43,373 |
-216 |
Jun00 |
000103 |
64.10 |
65.30 |
63.82 |
65.28 |
+1.09 |
2 |
144 |
+1 |
Sep00 |
000103 |
65.94 |
66.00 |
64.50 |
65.94 |
+1.09 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,922 |
43,549 |
-215 |
EuroFX(CME) |
Mar00 |
000103 |
101.44 |
103.33 |
101.05 |
103.29 |
+1.69 |
1,056 |
53,965 |
-56 |
Jun00 |
000103 |
101.82 |
103.97 |
101.82 |
103.97 |
+1.69 |
6 |
159 |
+6 |
Sep00 |
000103 |
104.58 |
104.58 |
104.58 |
104.58 |
+1.69 |
0 |
97 |
+0 |
Total Volume and Open Interest |
1,062 |
54,221 |
-50 |
Mexican Peso(CME) |
Mar00 |
000103 |
1036.0 |
1045.0 |
1036.0 |
1038.8 |
+9.8 |
|
|
|
Jun00 |
000103 |
1006.0 |
1007.0 |
1003.0 |
1003.0 |
+9.8 |
|
|
|
Total Volume and Open Interest |
158 |
12,641 |
-38 |
30-Year T-Bonds(CBOT) |
Mar00 |
000103 |
90~250 |
90~250 |
89~260 |
89~280 |
-1~020 |
|
|
|
Jun00 |
000103 |
89~300 |
90~000 |
89~150 |
89~170 |
-1~010 |
|
|
|
Sep00 |
000103 |
89~080 |
89~080 |
89~080 |
89~080 |
-1~010 |
|
|
|
Total Volume and Open Interest |
|
|
|
10-Year T-Notes(CBOT) |
Mar00 |
000103 |
95~210 |
95~210 |
95~000 |
95~025 |
-0~250 |
15,520 |
484,522 |
+2,924 |
Jun00 |
000103 |
95~000 |
95~000 |
94~270 |
94~270 |
-0~235 |
|
|
|
Total Volume and Open Interest |
|
|
|
5-Year T-Notes(CBOT) |
Mar00 |
000103 |
97~096 |
97~104 |
97~066 |
97~076 |
-0~054 |
6,977 |
293,425 |
-19 |
Jun00 |
000103 |
97~040 |
97~040 |
97~032 |
97~032 |
-0~046 |
125 |
115 |
+115 |
Total Volume and Open Interest |
7,102 |
293,540 |
+96 |
2 Year T-Notes(CBOT) |
Mar00 |
000103 |
99~018 |
99~022 |
99~007 |
99~011 |
-0~028 |
200 |
32,640 |
+88 |
Total Volume and Open Interest |
200 |
32,640 |
-245 |
Eurodollars(CME) |
Mar00 |
000103 |
93.795 |
93.800 |
93.765 |
93.780 |
-0.055 |
15,583 |
499,091 |
+2,588 |
Jun00 |
000103 |
93.480 |
93.490 |
93.435 |
93.445 |
-0.080 |
14,645 |
427,273 |
+846 |
Sep00 |
000103 |
93.280 |
93.285 |
93.215 |
93.220 |
-0.100 |
13,187 |
320,972 |
-947 |
Dec00 |
000103 |
93.055 |
93.055 |
92.985 |
92.990 |
-0.105 |
3,456 |
261,840 |
+238 |
Mar01 |
000103 |
93.040 |
93.040 |
92.970 |
92.975 |
-0.120 |
3,477 |
187,860 |
+955 |
Jun01 |
000103 |
92.940 |
92.940 |
92.880 |
92.885 |
-0.120 |
1,685 |
154,610 |
+293 |
Sep01 |
000103 |
92.870 |
92.890 |
92.835 |
92.840 |
-0.120 |
980 |
112,511 |
-40 |
Dec01 |
000103 |
92.800 |
92.810 |
92.770 |
92.770 |
-0.120 |
624 |
95,831 |
-55 |
Mar02 |
000103 |
92.870 |
92.870 |
92.815 |
92.815 |
-0.115 |
450 |
89,328 |
+204 |
Jun02 |
000103 |
92.855 |
92.855 |
92.805 |
92.805 |
-0.110 |
370 |
67,667 |
+157 |
Sep02 |
000103 |
92.845 |
92.845 |
92.795 |
92.795 |
-0.110 |
399 |
61,707 |
-9 |
Dec02 |
000103 |
92.785 |
92.785 |
92.735 |
92.735 |
-0.110 |
383 |
61,631 |
+129 |
Mar03 |
000103 |
92.810 |
92.810 |
92.765 |
92.765 |
-0.110 |
313 |
58,991 |
+26 |
Jun03 |
000103 |
92.780 |
92.780 |
92.740 |
92.740 |
-0.105 |
349 |
53,257 |
+109 |
Sep03 |
000103 |
92.760 |
92.760 |
92.720 |
92.720 |
-0.105 |
303 |
57,124 |
+107 |
Dec03 |
000103 |
92.680 |
92.680 |
92.640 |
92.640 |
-0.105 |
428 |
31,129 |
+95 |
Mar04 |
000103 |
92.685 |
92.685 |
92.645 |
92.645 |
-0.105 |
351 |
25,372 |
+255 |
Jun04 |
000103 |
92.640 |
92.640 |
92.600 |
92.600 |
-0.105 |
195 |
22,007 |
+21 |
Total Volume and Open Interest |
59,642 |
2,775,504 |
+6,160 |
30 Day Federal Funds(CBOT) |
Jan00 |
000103 |
94.560 |
94.560 |
94.545 |
94.550 |
-0.005 |
|
|
|
Feb00 |
000103 |
94.190 |
94.195 |
94.170 |
94.190 |
-0.020 |
|
|
|
Mar00 |
000103 |
94.120 |
94.130 |
94.115 |
94.125 |
-0.025 |
|
|
|
Apr00 |
000103 |
94.030 |
94.030 |
93.990 |
94.005 |
-0.025 |
|
|
|
May00 |
000103 |
93.960 |
93.960 |
93.935 |
93.935 |
-0.025 |
|
|
|
Jun00 |
000103 |
93.810 |
93.820 |
93.810 |
93.820 |
-0.005 |
|
|
|
Total Volume and Open Interest |
1,351 |
29,186 |
+344 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar00 |
000103 |
99.85 |
99.85 |
99.84 |
99.85 |
unch |
18 |
20,577 |
-2 |
Jun00 |
000103 |
99.74 |
99.75 |
99.74 |
99.75 |
-0.01 |
1 |
13,820 |
+0 |
Sep00 |
000103 |
99.61 |
99.61 |
99.60 |
99.60 |
-0.03 |
85 |
9,971 |
+56 |
Dec00 |
000103 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.03 |
0 |
6,281 |
+0 |
Mar01 |
000103 |
99.37 |
99.37 |
99.37 |
99.37 |
-0.05 |
0 |
7,540 |
+0 |
Jun01 |
000103 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.05 |
0 |
3,167 |
+0 |
Sep01 |
000103 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.04 |
0 |
3,355 |
+0 |
Dec01 |
000103 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.01 |
0 |
107 |
+0 |
Mar02 |
000103 |
98.77 |
98.77 |
98.77 |
98.77 |
unch |
0 |
179 |
+0 |
Jun02 |
000103 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
0 |
49 |
+0 |
Total Volume and Open Interest |
104 |
65,046 |
+54 |
3-Mth Euro-Yen(SGX) |
Mar00 |
991230 |
99.85 |
99.86 |
99.85 |
99.85 |
+0.00 |
|
|
|
Jun00 |
991230 |
99.77 |
99.78 |
99.76 |
99.77 |
+0.00 |
|
|
|
Sep00 |
991230 |
99.64 |
99.64 |
99.62 |
99.64 |
unch |
|
|
|
Dec00 |
991230 |
99.50 |
99.50 |
99.49 |
99.50 |
0.00 |
|
|
|
Mar01 |
991230 |
99.40 |
99.42 |
99.40 |
99.40 |
-0.01 |
|
|
|
Jun01 |
991230 |
99.30 |
99.32 |
99.30 |
99.31 |
0.00 |
|
|
|
Sep01 |
991230 |
99.16 |
99.16 |
99.16 |
99.16 |
0.00 |
|
|
|
Dec01 |
991230 |
99.00 |
99.00 |
99.00 |
99.00 |
0.00 |
|
|
|
Total Volume and Open Interest |
1,047 |
353,037 |
+145 |
Japanese Gov't Bonds(SGX) |
Mar00 |
991230 |
132.80 |
132.94 |
132.78 |
132.83 |
+0.02 |
|
|
|
Jun00 |
991230 |
131.52 |
131.52 |
131.52 |
131.52 |
-0.23 |
|
|
|
Sep00 |
991230 |
131.02 |
131.02 |
131.02 |
131.02 |
-0.23 |
|
|
|
Total Volume and Open Interest |
413 |
2,746 |
+167 |
Euro-Bund(EUREX) |
Mar00 |
000103 |
103.80 |
104.00 |
103.11 |
103.32 |
-0.82 |
|
|
|
Jun00 |
000103 |
102.97 |
102.97 |
102.45 |
102.53 |
-0.66 |
|
|
|
Sep00 |
000103 |
101.83 |
101.83 |
101.83 |
101.83 |
-0.66 |
|
|
|
Total Volume and Open Interest |
61,616 |
436,348 |
-8,992 |
Euro-Bobl(EUREX) |
Mar00 |
000103 |
102.99 |
103.21 |
102.84 |
102.96 |
-0.36 |
|
|
|
Jun00 |
000103 |
102.36 |
102.36 |
102.36 |
102.36 |
-0.30 |
|
|
|
Sep00 |
000103 |
101.92 |
101.92 |
101.92 |
101.92 |
-0.39 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euribor(EUREX) |
Mar00 |
000103 |
96.390 |
96.390 |
96.350 |
96.370 |
-0.010 |
|
|
|
Jun00 |
000103 |
96.020 |
96.020 |
95.980 |
96.000 |
-0.025 |
|
|
|
Sep00 |
000103 |
95.740 |
95.740 |
95.685 |
95.700 |
-0.045 |
|
|
|
Total Volume and Open Interest |
|
|
|
Long Gilt(LIFFE) |
Mar00 |
991230 |
112~00 |
112~00 |
111~11 |
111~13 |
-0~17 |
|
|
|
Jun00 |
991230 |
111~13 |
111~13 |
111~13 |
111~13 |
-0~17 |
|
|
|
Total Volume and Open Interest |
1,922 |
48,161 |
-3,489 |
3-Mth Short Sterling(LIFFE) |
Mar00 |
991230 |
93.60 |
93.64 |
93.60 |
93.62 |
+0.01 |
|
|
|
Jun00 |
991230 |
93.29 |
93.34 |
93.29 |
93.32 |
+0.02 |
|
|
|
Sep00 |
991230 |
93.05 |
93.13 |
93.05 |
93.10 |
+0.02 |
|
|
|
Dec00 |
991230 |
92.85 |
92.90 |
92.85 |
92.87 |
+0.02 |
|
|
|
Mar01 |
991230 |
92.81 |
92.84 |
92.81 |
92.83 |
+0.01 |
|
|
|
Jun01 |
991230 |
92.77 |
92.79 |
92.77 |
92.78 |
+0.01 |
|
|
|
Total Volume and Open Interest |
11,698 |
664,887 |
-2,360 |
3-Mth Euribor(LIFFE) |
Mar00 |
991230 |
96.370 |
96.395 |
96.370 |
96.390 |
+0.005 |
|
|
|
Jun00 |
991230 |
96.010 |
96.050 |
96.010 |
96.030 |
-0.005 |
|
|
|
Sep00 |
991230 |
95.740 |
95.770 |
95.740 |
95.750 |
-0.010 |
|
|
|
Total Volume and Open Interest |
28,767 |
1,101,685 |
+4,019 |
3-Mth Aus T-Bills(SFE) |
Mar00 |
991231 |
94.10 |
94.14 |
94.09 |
94.13 |
+0.03 |
|
|
|
Jun00 |
991231 |
93.61 |
93.63 |
93.59 |
93.62 |
+0.01 |
|
|
|
Sep00 |
991231 |
93.26 |
93.26 |
93.26 |
93.26 |
+0.01 |
|
|
|
Dec00 |
991231 |
93.01 |
93.01 |
93.01 |
93.01 |
unch |
|
|
|
Mar01 |
991231 |
92.87 |
92.87 |
92.87 |
92.87 |
unch |
|
|
|
Jun01 |
991231 |
92.73 |
92.73 |
92.73 |
92.73 |
unch |
|
|
|
Sep01 |
991231 |
92.62 |
92.62 |
92.62 |
92.62 |
-0.01 |
|
|
|
Dec01 |
991231 |
92.53 |
92.53 |
92.53 |
92.53 |
-0.03 |
|
|
|
Mar02 |
991231 |
92.50 |
92.50 |
92.50 |
92.50 |
-0.03 |
|
|
|
Jun02 |
991231 |
92.49 |
92.49 |
92.47 |
92.47 |
-0.02 |
|
|
|
Total Volume and Open Interest |
7,999 |
361,402 |
+7,151 |
10-Year Aus T-Bonds(SFE) |
Mar00 |
991231 |
92.98 |
92.99 |
92.95 |
92.95 |
-0.04 |
|
|
|
Jun00 |
991231 |
93.06 |
93.06 |
93.06 |
93.06 |
-0.04 |
|
|
|
Total Volume and Open Interest |
3,290 |
81,027 |
-163,125 |
3-Year Aus T-Bonds(SFE) |
Mar00 |
991231 |
93.38 |
93.39 |
93.35 |
93.36 |
-0.03 |
|
|
|
Jun00 |
991231 |
93.46 |
93.46 |
93.46 |
93.46 |
-0.03 |
|
|
|
Total Volume and Open Interest |
5,266 |
147,039 |
-354,828 |
Gold(CMX) |
Feb00 |
991230 |
292.4 |
292.7 |
289.3 |
289.6 |
-2.8 |
11,606 |
68,509 |
+181 |
Apr00 |
991230 |
294.2 |
295.0 |
291.4 |
291.7 |
-2.8 |
612 |
14,644 |
-352 |
Jun00 |
991230 |
296.5 |
297.0 |
293.2 |
293.8 |
-2.8 |
696 |
22,971 |
+3 |
Aug00 |
991230 |
299.1 |
299.1 |
295.9 |
295.9 |
-2.7 |
2 |
10,666 |
+0 |
Oct00 |
991230 |
298.0 |
298.0 |
298.0 |
298.0 |
-2.7 |
0 |
3,154 |
+0 |
Dec00 |
991230 |
303.0 |
304.0 |
300.1 |
300.1 |
-2.7 |
13 |
13,938 |
-1 |
Feb01 |
000103 |
302.2 |
318.1 |
302.2 |
302.2 |
-2.7 |
0 |
718 |
+0 |
Apr01 |
991230 |
304.3 |
304.3 |
304.3 |
304.3 |
-2.7 |
0 |
442 |
+0 |
Jun01 |
991230 |
306.5 |
306.5 |
306.5 |
306.5 |
-2.6 |
0 |
7,817 |
+0 |
Aug01 |
991230 |
308.6 |
308.6 |
308.6 |
308.6 |
-2.6 |
0 |
200 |
+0 |
Oct01 |
991230 |
310.7 |
310.7 |
310.7 |
310.7 |
-2.6 |
0 |
200 |
+0 |
Dec01 |
991230 |
312.9 |
312.9 |
312.9 |
312.9 |
-2.5 |
0 |
5,256 |
+0 |
Total Volume and Open Interest |
12,931 |
156,354 |
-172 |
Silver(CMX) |
Mar00 |
991230 |
538.5 |
547.0 |
537.0 |
545.3 |
+3.8 |
24,211 |
56,096 |
+4,285 |
May00 |
991230 |
539.0 |
547.0 |
537.5 |
546.6 |
+3.8 |
647 |
4,833 |
+80 |
Jul00 |
991230 |
542.0 |
548.0 |
540.5 |
547.0 |
+3.8 |
109 |
3,584 |
+34 |
Sep00 |
991230 |
543.0 |
547.6 |
543.0 |
547.6 |
+3.8 |
5 |
1,403 |
+0 |
Dec00 |
991230 |
541.0 |
550.0 |
541.0 |
548.1 |
+3.8 |
24 |
4,914 |
+6 |
Mar01 |
991230 |
549.3 |
549.3 |
549.3 |
549.3 |
+3.8 |
0 |
201 |
+0 |
May01 |
991230 |
549.6 |
549.6 |
549.6 |
549.6 |
+3.8 |
0 |
80 |
+0 |
Total Volume and Open Interest |
25,007 |
74,394 |
+4,384 |
Platinum(NYMEX) |
Jan00 |
991230 |
432.0 |
437.0 |
426.0 |
430.2 |
-1.1 |
517 |
2,019 |
-440 |
Apr00 |
991230 |
425.0 |
427.3 |
415.5 |
422.2 |
-4.1 |
759 |
9,345 |
+295 |
Jul00 |
991230 |
416.0 |
416.0 |
415.2 |
415.2 |
-4.1 |
3 |
679 |
-1 |
Total Volume and Open Interest |
1,279 |
12,046 |
-146 |
Palladium(NYMEX) |
Mar00 |
991230 |
454.65 |
454.65 |
445.00 |
449.20 |
-5.45 |
190 |
2,854 |
-19 |
Jun00 |
991230 |
446.45 |
446.45 |
446.45 |
446.45 |
-5.45 |
5 |
95 |
+4 |
Total Volume and Open Interest |
195 |
2,949 |
-15 |
Copper(CMX) |
Mar00 |
991230 |
86.00 |
86.40 |
85.55 |
86.30 |
+0.45 |
5,424 |
45,799 |
-288 |
May00 |
991230 |
86.70 |
87.00 |
86.25 |
86.90 |
+0.45 |
216 |
5,344 |
+93 |
Jul00 |
991230 |
87.05 |
87.40 |
86.90 |
87.35 |
+0.45 |
119 |
4,359 |
-60 |
Sep00 |
991230 |
87.90 |
87.90 |
87.90 |
87.90 |
+0.50 |
10 |
3,711 |
-2 |
Dec00 |
991230 |
88.45 |
88.45 |
88.45 |
88.45 |
+0.45 |
85 |
2,834 |
+6 |
Total Volume and Open Interest |
6,418 |
73,790 |
-852 |
Aluminum(CMX) |
DJIA Index(CBOT) |
Mar00 |
000103 |
11670 |
11715 |
11415 |
11453 |
-172 |
2,613 |
10,472 |
-58 |
Jun00 |
000103 |
11830 |
11850 |
11560 |
11591 |
-172 |
3 |
593 |
-3 |
Sep00 |
000103 |
11847 |
11847 |
11725 |
11738 |
-172 |
0 |
252 |
+0 |
Dec00 |
000103 |
11897 |
11897 |
11897 |
11897 |
-172 |
0 |
206 |
+50 |
Total Volume and Open Interest |
2,616 |
11,523 |
-11 |
S & P 500(CME) |
Mar00 |
000103 |
1495.00 |
1496.50 |
1452.00 |
1466.80 |
-17.40 |
20,003 |
356,864 |
+73 |
Jun00 |
000103 |
1514.50 |
1514.50 |
1472.00 |
1485.70 |
-17.40 |
0 |
8,474 |
+43 |
Sep00 |
000103 |
1532.00 |
1532.00 |
1492.40 |
1505.40 |
-17.30 |
0 |
2,309 |
-6 |
Dec00 |
000103 |
1526.50 |
1552.90 |
1513.60 |
1526.50 |
-17.40 |
0 |
2,155 |
+0 |
Total Volume and Open Interest |
20,003 |
369,941 |
+110 |
S & P 500 E-Mini(Globex) |
Mar00 |
000103 |
1489.00 |
1496.00 |
1452.25 |
1466.75 |
-17.50 |
12,265 |
12,404 |
-1,011 |
Jun00 |
000103 |
1513.00 |
1513.25 |
1468.50 |
1484.75 |
-18.25 |
0 |
12 |
+0 |
Total Volume and Open Interest |
12,265 |
12,416 |
-1,011 |
NASDAQ 100(CME) |
Mar00 |
000103 |
3885.00 |
3885.00 |
3685.00 |
3844.50 |
+90.30 |
5,276 |
23,353 |
+156 |
Jun00 |
000103 |
3896.50 |
3896.50 |
3790.00 |
3896.50 |
+90.30 |
0 |
62 |
+0 |
Sep00 |
000103 |
3948.50 |
3948.50 |
3948.50 |
3948.50 |
+90.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,276 |
23,416 |
+156 |
NASDAQ 100 E-Mini(Globex) |
S & P Midcap 400(CME) |
Mar00 |
000103 |
452.00 |
452.00 |
435.00 |
441.05 |
-8.10 |
|
|
|
Jun00 |
000103 |
446.30 |
446.30 |
446.30 |
446.30 |
-8.10 |
|
|
|
Sep00 |
000103 |
448.40 |
448.40 |
448.40 |
448.40 |
-8.10 |
|
|
|
Total Volume and Open Interest |
764 |
13,308 |
-257 |
Russell 2000(CME) |
Mar00 |
000103 |
512.00 |
515.00 |
493.50 |
502.50 |
-7.45 |
300 |
13,852 |
-198 |
Jun00 |
000103 |
504.50 |
504.50 |
504.50 |
504.50 |
-7.45 |
|
|
|
Sep00 |
000103 |
508.50 |
508.50 |
508.50 |
508.50 |
-7.45 |
|
|
|
Total Volume and Open Interest |
300 |
13,852 |
-198 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar00 |
991230 |
18840 |
18910 |
18720 |
18830 |
+55 |
|
|
|
Jun00 |
991230 |
18755 |
18755 |
18755 |
18755 |
+55 |
|
|
|
Total Volume and Open Interest |
5,512 |
108,987 |
-469 |
Nikkei 225(SGX) |
Mar00 |
991230 |
18840 |
18910 |
18720 |
18830 |
+55 |
|
|
|
Jun00 |
991230 |
18755 |
18755 |
18755 |
18755 |
+55 |
|
|
|
Sep00 |
991230 |
18750 |
18750 |
18750 |
18750 |
+55 |
|
|
|
Total Volume and Open Interest |
5,512 |
108,987 |
-469 |
CAC 40(EURONEXT) |
Jan00 |
000103 |
6030.0 |
6116.5 |
5907.5 |
5910.0 |
-85.0 |
|
|
|
Feb00 |
000103 |
6075.5 |
6075.5 |
5924.5 |
5924.5 |
-85.0 |
|
|
|
Mar00 |
000103 |
6024.0 |
6136.0 |
5938.0 |
5938.0 |
-86.0 |
|
|
|
Total Volume and Open Interest |
93,225 |
216,191 |
-66,438 |
Hang Seng Index(HKFE) |
Jan00 |
000103 |
17200 |
17385 |
17120 |
17365 |
+395 |
|
|
|
Feb00 |
000103 |
17260 |
17415 |
17260 |
17415 |
+375 |
|
|
|
Mar00 |
000103 |
17220 |
17445 |
17220 |
17445 |
+395 |
|
|
|
Total Volume and Open Interest |
|
|
|
DAX(EUREX) |
Mar00 |
000103 |
7188.0 |
7210.0 |
6767.0 |
6804.5 |
-222.5 |
|
|
|
Jun00 |
000103 |
7244.0 |
7244.0 |
6835.5 |
6854.0 |
-225.0 |
|
|
|
Sep00 |
000103 |
7245.0 |
7266.0 |
6918.0 |
6918.0 |
-232.0 |
|
|
|
Total Volume and Open Interest |
|
|
|
FT-SE 100(EURONEXT) |
Mar00 |
991230 |
6902.00 |
6995.00 |
6902.00 |
6977.00 |
+90.00 |
|
|
|
Jun00 |
991230 |
7041.00 |
7041.00 |
7041.00 |
7041.00 |
+90.00 |
|
|
|
Sep00 |
991230 |
7114.00 |
7114.00 |
7114.00 |
7114.00 |
+90.00 |
|
|
|
Total Volume and Open Interest |
7,421 |
191,274 |
-57 |
SPI 200(SFE) |
Mar00 |
991230 |
3135.0 |
3154.0 |
3130.0 |
3138.0 |
+9.0 |
2,243 |
100,743 |
+100,743 |
Jun00 |
991230 |
3158.0 |
3158.0 |
3158.0 |
3158.0 |
+9.0 |
0 |
7,882 |
+7,882 |
Sep00 |
991230 |
3177.0 |
3177.0 |
3177.0 |
3177.0 |
+9.0 |
0 |
3,767 |
+3,767 |
Total Volume and Open Interest |
2,243 |
113,814 |
+0 |
GSCI(CME) |
Jan00 |
000103 |
195.20 |
195.20 |
194.00 |
194.00 |
-1.30 |
105 |
43,614 |
-1 |
Feb00 |
000103 |
192.00 |
192.00 |
192.00 |
192.00 |
-1.00 |
0 |
11 |
+0 |
Mar00 |
000103 |
189.80 |
189.80 |
189.80 |
189.80 |
-1.00 |
0 |
59 |
+0 |
Total Volume and Open Interest |
105 |
43,684 |
-1 |
Reuters CCI(ICE) |
Jan00 |
991230 |
205.50 |
206.10 |
205.00 |
206.10 |
+0.70 |
83 |
2,027 |
-9 |
Feb00 |
991230 |
204.50 |
205.70 |
204.25 |
205.20 |
+0.40 |
47 |
1,390 |
+11 |
Apr00 |
991230 |
205.20 |
206.30 |
205.20 |
206.30 |
+1.10 |
3 |
562 |
+2 |
Total Volume and Open Interest |
133 |
4,138 |
+4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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