 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue January 04, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan00 |
000104 |
458.50 |
466.00 |
458.25 |
464.25 |
+7.75 |
6,206 |
11,516 |
-2,400 |
Mar00 |
000104 |
465.50 |
474.00 |
465.50 |
471.50 |
+7.00 |
29,274 |
61,985 |
+3,513 |
May00 |
000104 |
474.00 |
481.50 |
473.00 |
479.00 |
+7.25 |
2,283 |
25,181 |
+401 |
Jul00 |
000104 |
480.00 |
487.00 |
479.25 |
485.50 |
+7.00 |
2,892 |
23,339 |
-543 |
Aug00 |
000104 |
482.00 |
486.00 |
482.00 |
485.00 |
+6.50 |
26 |
2,407 |
-27 |
Sep00 |
000104 |
483.50 |
486.00 |
482.00 |
486.00 |
+5.50 |
28 |
678 |
-2 |
Nov00 |
000104 |
489.00 |
495.50 |
487.00 |
492.50 |
+6.00 |
381 |
10,278 |
+51 |
Total Volume and Open Interest |
41,090 |
135,418 |
+993 |
Soybean Meal(CBOT) |
Jan00 |
000104 |
146.90 |
148.70 |
146.90 |
147.90 |
+1.50 |
3,025 |
9,841 |
-569 |
Mar00 |
000104 |
147.00 |
149.10 |
147.00 |
148.60 |
+1.90 |
7,019 |
32,086 |
+659 |
May00 |
000104 |
147.50 |
149.20 |
147.20 |
148.50 |
+2.20 |
830 |
20,861 |
-68 |
Jul00 |
000104 |
148.20 |
150.20 |
148.20 |
149.50 |
+2.00 |
632 |
16,684 |
+8 |
Aug00 |
000104 |
149.00 |
150.30 |
148.30 |
149.50 |
+2.30 |
27 |
5,449 |
+10 |
Sep00 |
000104 |
149.00 |
150.30 |
148.50 |
149.50 |
+2.30 |
14 |
3,123 |
+3 |
Oct00 |
000104 |
150.30 |
150.30 |
149.70 |
149.70 |
+2.40 |
142 |
2,129 |
+254 |
Dec00 |
000104 |
151.80 |
153.40 |
151.50 |
153.20 |
+2.40 |
201 |
6,832 |
+84 |
Total Volume and Open Interest |
11,890 |
97,013 |
+381 |
Soybean Oil(CBOT) |
Jan00 |
000104 |
15.47 |
15.65 |
15.32 |
15.57 |
+0.13 |
5,416 |
8,597 |
-2,018 |
Mar00 |
000104 |
15.70 |
15.94 |
15.58 |
15.82 |
+0.12 |
9,730 |
53,625 |
+603 |
May00 |
000104 |
16.01 |
16.20 |
15.91 |
16.15 |
+0.13 |
1,652 |
23,273 |
-306 |
Jul00 |
000104 |
16.34 |
16.55 |
16.21 |
16.45 |
+0.13 |
694 |
19,790 |
-47 |
Aug00 |
000104 |
16.52 |
16.60 |
16.37 |
16.57 |
+0.12 |
209 |
4,584 |
-6 |
Sep00 |
000104 |
16.68 |
16.75 |
16.52 |
16.73 |
+0.13 |
5 |
2,852 |
+5 |
Oct00 |
000104 |
16.75 |
16.85 |
16.65 |
16.85 |
+0.10 |
115 |
3,244 |
+70 |
Dec00 |
000104 |
17.08 |
17.30 |
16.97 |
17.16 |
+0.12 |
106 |
13,536 |
+42 |
Total Volume and Open Interest |
17,989 |
130,411 |
-1,649 |
Canola(WCE) |
Jan00 |
000104 |
251.5 |
252.3 |
250.3 |
251.3 |
-0.4 |
648 |
4,221 |
+62 |
Mar00 |
000104 |
256.9 |
257.4 |
255.2 |
256.4 |
-0.5 |
3,429 |
33,744 |
+528 |
May00 |
000104 |
260.5 |
261.7 |
259.5 |
260.3 |
-0.4 |
541 |
8,549 |
+280 |
Jul00 |
000104 |
264.4 |
265.5 |
263.6 |
264.8 |
-0.2 |
292 |
8,626 |
+42 |
Aug00 |
000104 |
266.8 |
266.8 |
266.8 |
266.8 |
-1.1 |
0 |
450 |
+0 |
Total Volume and Open Interest |
5,465 |
57,104 |
+1,267 |
Corn(CBOT) |
Mar00 |
000104 |
201.50 |
203.50 |
200.75 |
203.00 |
+2.25 |
45,256 |
213,948 |
+2,211 |
May00 |
000104 |
208.50 |
210.25 |
207.75 |
209.75 |
+1.75 |
4,430 |
62,419 |
+955 |
Jul00 |
000104 |
215.25 |
217.00 |
214.50 |
216.50 |
+1.75 |
7,540 |
59,436 |
+1,371 |
Sep00 |
000104 |
222.50 |
223.75 |
222.00 |
223.25 |
+1.25 |
1,480 |
17,403 |
+534 |
Nov00 |
000104 |
229.75 |
229.75 |
229.75 |
229.75 |
+1.00 |
3 |
561 |
+2 |
Dec00 |
000104 |
232.00 |
233.00 |
231.00 |
232.50 |
+1.00 |
5,555 |
35,915 |
+2,438 |
Total Volume and Open Interest |
64,373 |
391,990 |
+7,538 |
Wheat(CBOT) |
Mar00 |
000104 |
246.00 |
248.00 |
241.00 |
247.25 |
-0.25 |
13,428 |
85,433 |
+360 |
May00 |
000104 |
256.50 |
258.50 |
253.00 |
258.00 |
unch |
1,584 |
10,042 |
-49 |
Jul00 |
000104 |
266.50 |
268.25 |
263.00 |
268.00 |
+0.25 |
1,659 |
22,134 |
+808 |
Sep00 |
000104 |
276.00 |
277.50 |
274.00 |
277.50 |
unch |
13 |
1,406 |
+11 |
Dec00 |
000104 |
288.00 |
291.00 |
288.00 |
291.00 |
-1.25 |
17 |
2,978 |
-5 |
Total Volume and Open Interest |
16,705 |
122,038 |
+1,126 |
Wheat(KCBT) |
Mar00 |
000104 |
273.25 |
274.25 |
270.25 |
274.00 |
-0.25 |
3,409 |
41,508 |
+526 |
May00 |
000104 |
283.50 |
285.00 |
280.75 |
284.75 |
+0.25 |
663 |
7,950 |
+28 |
Jul00 |
000104 |
293.75 |
295.00 |
290.75 |
295.00 |
+0.25 |
864 |
11,938 |
-28 |
Sep00 |
000104 |
304.00 |
304.50 |
300.00 |
304.50 |
+0.50 |
1 |
690 |
+0 |
Dec00 |
000104 |
315.50 |
316.50 |
312.00 |
316.50 |
+1.00 |
35 |
671 |
+33 |
Total Volume and Open Interest |
4,972 |
62,757 |
+559 |
Wheat(MGE) |
Mar00 |
000104 |
316.00 |
317.50 |
313.00 |
316.25 |
-0.25 |
2,114 |
11,938 |
-381 |
May00 |
000104 |
325.00 |
326.25 |
321.75 |
325.00 |
unch |
296 |
4,751 |
-201 |
Jul00 |
000104 |
332.50 |
334.50 |
329.50 |
333.25 |
+0.75 |
23 |
2,293 |
-3 |
Sep00 |
000104 |
340.50 |
340.50 |
337.75 |
339.50 |
+0.25 |
37 |
1,055 |
+37 |
Dec00 |
000104 |
348.00 |
348.00 |
348.00 |
348.00 |
unch |
0 |
210 |
+0 |
Total Volume and Open Interest |
2,470 |
20,284 |
-548 |
Oats(CBOT) |
Mar00 |
000104 |
108.50 |
109.00 |
108.00 |
109.00 |
+0.75 |
765 |
7,329 |
+309 |
May00 |
000104 |
113.75 |
114.25 |
113.50 |
114.25 |
+0.50 |
103 |
2,796 |
+37 |
Jul00 |
000104 |
111.75 |
112.50 |
111.75 |
112.50 |
+0.75 |
135 |
1,543 |
+77 |
Sep00 |
000104 |
117.00 |
117.00 |
117.00 |
117.00 |
+0.25 |
2 |
649 |
+0 |
Total Volume and Open Interest |
1,074 |
13,138 |
+456 |
Rough Rice(CBOT) |
Jan00 |
000104 |
5.25 |
5.31 |
5.25 |
5.27 |
+0.04 |
66 |
599 |
-31 |
Mar00 |
000104 |
5.49 |
5.56 |
5.47 |
5.50 |
+0.02 |
160 |
3,318 |
+21 |
May00 |
000104 |
5.72 |
5.79 |
5.72 |
5.72 |
+0.01 |
13 |
1,594 |
+7 |
Jul00 |
000104 |
6.00 |
6.00 |
5.95 |
5.96 |
+0.01 |
3 |
894 |
+3 |
Total Volume and Open Interest |
243 |
6,406 |
-32 |
Live Cattle(CME) |
Feb00 |
000104 |
69.350 |
69.375 |
68.800 |
69.075 |
-0.625 |
4,890 |
51,700 |
-465 |
Apr00 |
000104 |
71.550 |
71.550 |
71.100 |
71.250 |
-0.475 |
2,470 |
31,737 |
+595 |
Jun00 |
000104 |
69.575 |
69.575 |
69.200 |
69.475 |
-0.175 |
1,079 |
14,145 |
+137 |
Aug00 |
000104 |
69.600 |
69.650 |
69.350 |
69.600 |
-0.100 |
815 |
7,759 |
+179 |
Oct00 |
000104 |
71.650 |
71.650 |
71.425 |
71.475 |
-0.200 |
123 |
3,278 |
+46 |
Dec00 |
000104 |
72.625 |
72.650 |
72.500 |
72.600 |
-0.100 |
36 |
2,879 |
+25 |
Total Volume and Open Interest |
9,499 |
111,559 |
+483 |
Feeder Cattle(CME) |
Jan00 |
000104 |
85.700 |
85.950 |
85.500 |
85.775 |
-0.100 |
1,291 |
6,978 |
-400 |
Mar00 |
000104 |
85.750 |
85.800 |
85.400 |
85.700 |
-0.200 |
1,979 |
8,277 |
+259 |
Apr00 |
000104 |
85.600 |
85.700 |
85.300 |
85.675 |
-0.100 |
322 |
3,814 |
+49 |
May00 |
000104 |
85.700 |
85.700 |
85.300 |
85.650 |
-0.225 |
360 |
4,112 |
+82 |
Aug00 |
000104 |
86.600 |
86.750 |
86.400 |
86.700 |
-0.150 |
268 |
2,831 |
+156 |
Sep00 |
000104 |
86.600 |
86.800 |
86.400 |
86.800 |
-0.100 |
67 |
539 |
+54 |
Oct00 |
000104 |
86.850 |
86.850 |
86.700 |
86.850 |
-0.100 |
3 |
5 |
+3 |
Total Volume and Open Interest |
4,297 |
26,566 |
+238 |
Lean Hogs(CME) |
Feb00 |
000104 |
55.700 |
55.850 |
55.025 |
55.625 |
-0.350 |
4,645 |
23,601 |
-220 |
Apr00 |
000104 |
56.800 |
57.000 |
56.300 |
56.850 |
-0.425 |
2,919 |
10,683 |
+646 |
Jun00 |
000104 |
64.050 |
64.300 |
63.850 |
64.175 |
-0.150 |
648 |
6,710 |
+166 |
Jul00 |
000104 |
63.000 |
63.150 |
62.550 |
63.050 |
-0.275 |
79 |
2,118 |
-7 |
Aug00 |
000104 |
61.500 |
61.500 |
61.000 |
61.250 |
-0.450 |
25 |
1,246 |
-6 |
Oct00 |
000104 |
57.300 |
57.400 |
56.600 |
57.300 |
-0.350 |
20 |
823 |
+6 |
Dec00 |
000104 |
55.950 |
55.950 |
55.500 |
55.525 |
-0.425 |
7 |
240 |
-2 |
Feb01 |
000104 |
58.000 |
58.000 |
57.250 |
57.250 |
-0.850 |
0 |
21 |
+0 |
Total Volume and Open Interest |
8,343 |
45,443 |
+583 |
Pork Bellies(CME) |
Feb00 |
000104 |
80.000 |
80.900 |
78.700 |
79.825 |
-1.325 |
1,167 |
4,273 |
+387 |
Mar00 |
000104 |
79.700 |
79.800 |
77.600 |
78.625 |
-1.525 |
168 |
483 |
+39 |
May00 |
000104 |
79.600 |
79.600 |
77.800 |
78.400 |
-1.200 |
19 |
355 |
+3 |
Jul00 |
000104 |
78.500 |
78.500 |
77.700 |
78.350 |
-1.700 |
22 |
161 |
+3 |
Aug00 |
000104 |
76.100 |
76.500 |
75.000 |
75.000 |
-1.800 |
15 |
45 |
+2 |
Total Volume and Open Interest |
1,391 |
5,317 |
+434 |
Cocoa(NYBOT) |
Mar00 |
000104 |
830 |
841 |
823 |
836 |
+6 |
2,426 |
40,723 |
+245 |
May00 |
000104 |
855 |
866 |
849 |
861 |
+5 |
415 |
17,598 |
+114 |
Jul00 |
000104 |
884 |
894 |
880 |
888 |
+5 |
47 |
8,323 |
-17 |
Sep00 |
000104 |
915 |
919 |
915 |
917 |
+7 |
96 |
9,446 |
+0 |
Dec00 |
000104 |
944 |
953 |
944 |
953 |
+7 |
169 |
5,915 |
+53 |
Mar01 |
000104 |
990 |
991 |
990 |
991 |
+7 |
0 |
4,834 |
+0 |
May01 |
000104 |
1005 |
1015 |
1005 |
1015 |
+7 |
0 |
2,932 |
+0 |
Total Volume and Open Interest |
3,154 |
93,468 |
+395 |
Coffee "C"(NYBOT) |
Mar00 |
000104 |
116.50 |
120.50 |
115.75 |
116.25 |
-0.25 |
6,640 |
29,397 |
+265 |
May00 |
000104 |
119.50 |
122.75 |
118.70 |
119.15 |
-0.35 |
934 |
8,203 |
-40 |
Jul00 |
000104 |
121.50 |
124.00 |
121.00 |
121.65 |
-0.35 |
279 |
3,498 |
+269 |
Sep00 |
000104 |
123.50 |
126.75 |
123.50 |
123.75 |
-0.35 |
79 |
2,736 |
+22 |
Dec00 |
000104 |
125.00 |
127.75 |
125.00 |
125.15 |
-0.35 |
0 |
2,073 |
+0 |
Mar01 |
000104 |
129.00 |
129.00 |
126.65 |
126.65 |
-0.35 |
4 |
427 |
-4 |
Total Volume and Open Interest |
7,936 |
46,334 |
+512 |
Orange Juice(NYBOT) |
Jan00 |
000104 |
87.50 |
87.90 |
87.00 |
87.70 |
-0.55 |
431 |
519 |
-216 |
Mar00 |
000104 |
83.50 |
83.90 |
82.60 |
83.10 |
-0.95 |
1,653 |
13,668 |
+327 |
May00 |
000104 |
83.50 |
83.70 |
82.80 |
82.90 |
-0.90 |
279 |
3,529 |
+50 |
Jul00 |
000104 |
83.25 |
83.60 |
82.85 |
82.90 |
-0.65 |
59 |
1,618 |
+16 |
Sep00 |
000104 |
83.20 |
83.20 |
82.75 |
82.75 |
-0.75 |
35 |
683 |
+30 |
Total Volume and Open Interest |
2,549 |
20,380 |
+281 |
Sugar #11(NYBOT) |
Mar00 |
000104 |
6.10 |
6.11 |
5.76 |
5.77 |
-0.33 |
7,986 |
82,514 |
+1,176 |
May00 |
000104 |
6.23 |
6.23 |
5.98 |
5.99 |
-0.25 |
2,247 |
47,949 |
+368 |
Jul00 |
000104 |
6.32 |
6.32 |
6.13 |
6.13 |
-0.21 |
1,822 |
28,478 |
+107 |
Oct00 |
000104 |
6.42 |
6.43 |
6.30 |
6.31 |
-0.17 |
699 |
9,740 |
+109 |
Mar01 |
000104 |
6.45 |
6.45 |
6.31 |
6.31 |
-0.17 |
77 |
7,651 |
+66 |
Total Volume and Open Interest |
12,831 |
177,444 |
+1,826 |
London Cocoa(LCE) |
Mar00 |
000104 |
560 |
562 |
552 |
561 |
-10 |
1,383 |
55,330 |
+270 |
May00 |
000104 |
589 |
590 |
582 |
590 |
-10 |
460 |
34,534 |
+198 |
Jul00 |
000104 |
607 |
607 |
599 |
606 |
-9 |
140 |
19,240 |
+30 |
Sep00 |
000104 |
620 |
624 |
616 |
624 |
-10 |
31 |
21,004 |
+11 |
Dec00 |
000104 |
649 |
649 |
643 |
648 |
-10 |
60 |
14,192 |
+14,192 |
Mar01 |
000104 |
667 |
672 |
666 |
672 |
-10 |
28 |
9,860 |
-28 |
May01 |
000104 |
685 |
690 |
684 |
690 |
-10 |
0 |
5,006 |
+0 |
Total Volume and Open Interest |
2,102 |
163,558 |
+495 |
London Coffee(LCE) |
Jan00 |
000104 |
1510.00 |
1515.00 |
1460.00 |
1488.00 |
-47.00 |
2,521 |
12,865 |
-953 |
Mar00 |
000104 |
1200.00 |
1225.00 |
1191.00 |
1208.00 |
-27.00 |
1,405 |
29,015 |
-143 |
May00 |
000104 |
1210.00 |
1238.00 |
1203.00 |
1218.00 |
-31.00 |
239 |
8,283 |
+186 |
Jul00 |
000104 |
1245.00 |
1256.00 |
1235.00 |
1239.00 |
-30.00 |
0 |
4,757 |
+0 |
Sep00 |
000104 |
1258.00 |
1262.00 |
1258.00 |
1260.00 |
-27.00 |
0 |
1,280 |
+0 |
Nov00 |
000104 |
1290.00 |
1290.00 |
1280.00 |
1280.00 |
-25.00 |
0 |
666 |
+0 |
Total Volume and Open Interest |
4,165 |
56,912 |
-910 |
London Sugar(LCE) |
Mar00 |
000104 |
175.50 |
176.00 |
172.00 |
172.30 |
-3.50 |
1,053 |
19,227 |
+476 |
May00 |
000104 |
179.50 |
179.50 |
176.40 |
176.60 |
-3.20 |
175 |
8,077 |
+32 |
Aug00 |
000104 |
183.50 |
183.50 |
181.00 |
181.30 |
-2.60 |
283 |
7,028 |
+151 |
Oct00 |
000104 |
186.00 |
186.00 |
184.60 |
184.60 |
-3.00 |
247 |
4,749 |
+121 |
Dec00 |
000104 |
186.90 |
186.90 |
186.90 |
186.90 |
-0.70 |
0 |
87 |
+0 |
Total Volume and Open Interest |
1,758 |
39,225 |
+780 |
Cotton(NYBOT) |
Mar00 |
000104 |
50.90 |
50.97 |
50.25 |
50.73 |
-0.34 |
8,033 |
32,153 |
-714 |
May00 |
000104 |
52.25 |
52.30 |
51.70 |
52.12 |
-0.24 |
1,091 |
13,220 |
-161 |
Jul00 |
000104 |
53.55 |
53.65 |
53.10 |
53.48 |
-0.23 |
573 |
8,098 |
+82 |
Oct00 |
000104 |
54.71 |
54.80 |
54.71 |
54.80 |
-0.30 |
6 |
426 |
+1 |
Dec00 |
000104 |
55.60 |
55.65 |
55.15 |
55.20 |
-0.43 |
130 |
3,876 |
+39 |
Mar01 |
000104 |
56.40 |
56.40 |
56.40 |
56.40 |
-0.43 |
0 |
338 |
+0 |
Total Volume and Open Interest |
9,833 |
58,305 |
-753 |
Lumber(CME) |
Jan00 |
000104 |
351.5 |
358.0 |
349.0 |
357.9 |
+7.6 |
236 |
1,223 |
-56 |
Mar00 |
000104 |
347.0 |
353.0 |
345.5 |
352.2 |
+6.7 |
315 |
1,097 |
+112 |
May00 |
000104 |
336.8 |
341.5 |
336.6 |
340.9 |
+4.2 |
71 |
413 |
+29 |
Jul00 |
000104 |
334.5 |
338.5 |
334.1 |
337.8 |
+4.2 |
30 |
123 |
+28 |
Total Volume and Open Interest |
653 |
2,903 |
+114 |
Crude Oil(NYM) |
Feb00 |
000104 |
25.05 |
25.69 |
24.75 |
25.55 |
-0.05 |
52,930 |
122,903 |
-405 |
Mar00 |
000104 |
24.30 |
25.00 |
24.12 |
24.84 |
+0.05 |
18,615 |
66,520 |
+2,608 |
Apr00 |
000104 |
23.65 |
24.25 |
23.45 |
24.13 |
+0.14 |
5,389 |
40,432 |
+1,826 |
May00 |
000104 |
22.95 |
23.60 |
22.80 |
23.43 |
+0.20 |
1,366 |
24,487 |
-367 |
Jun00 |
000104 |
22.35 |
22.79 |
22.20 |
22.79 |
+0.22 |
1,800 |
53,149 |
-774 |
Jul00 |
000104 |
21.70 |
22.23 |
21.60 |
22.23 |
+0.23 |
795 |
31,664 |
+489 |
Aug00 |
000104 |
21.30 |
21.90 |
21.25 |
21.79 |
+0.23 |
266 |
15,919 |
-117 |
Sep00 |
000104 |
20.80 |
21.45 |
20.80 |
21.42 |
+0.24 |
612 |
13,194 |
-320 |
Oct00 |
000104 |
21.00 |
21.09 |
21.00 |
21.09 |
+0.26 |
1,123 |
12,822 |
+586 |
Nov00 |
000104 |
20.66 |
20.77 |
20.66 |
20.77 |
+0.28 |
980 |
9,554 |
+799 |
Total Volume and Open Interest |
85,484 |
501,819 |
+4,331 |
Heating Oil(NYM) |
Feb00 |
000104 |
66.60 |
68.30 |
65.40 |
67.78 |
-0.09 |
19,735 |
53,809 |
-161 |
Mar00 |
000104 |
64.40 |
66.15 |
63.80 |
65.83 |
+0.36 |
3,856 |
13,899 |
-443 |
Apr00 |
000104 |
61.15 |
63.70 |
61.15 |
63.18 |
+0.41 |
1,694 |
8,599 |
+286 |
May00 |
000104 |
58.30 |
60.43 |
58.10 |
60.43 |
+0.56 |
40,373 |
135,259 |
-4,989 |
Jun00 |
000104 |
56.10 |
58.33 |
56.10 |
58.33 |
+0.66 |
40,373 |
135,259 |
-4,989 |
Jul00 |
000104 |
56.20 |
57.28 |
56.15 |
57.28 |
+0.81 |
591 |
12,609 |
-75 |
Aug00 |
000104 |
55.80 |
56.93 |
54.60 |
56.93 |
+0.86 |
52 |
4,865 |
+1 |
Sep00 |
000104 |
56.20 |
57.28 |
56.20 |
57.28 |
+0.91 |
55 |
3,891 |
-50 |
Oct00 |
000104 |
57.58 |
57.58 |
57.58 |
57.58 |
+0.91 |
25 |
2,315 |
+0 |
Nov00 |
000104 |
57.88 |
57.88 |
57.88 |
57.88 |
+0.91 |
50 |
1,286 |
+0 |
Total Volume and Open Interest |
40,373 |
135,259 |
-4,989 |
Unleaded Gas(NYM) |
Feb00 |
000104 |
66.30 |
68.90 |
65.70 |
68.50 |
+0.88 |
18,059 |
37,987 |
+1,592 |
Mar00 |
000104 |
66.40 |
68.90 |
65.90 |
68.50 |
+1.00 |
4,480 |
14,318 |
+758 |
Apr00 |
000104 |
69.50 |
71.40 |
69.30 |
71.40 |
+1.00 |
1,985 |
15,421 |
-112 |
May00 |
000104 |
68.75 |
70.58 |
68.50 |
70.58 |
+0.93 |
119 |
6,484 |
+7 |
Jun00 |
000104 |
67.75 |
69.30 |
67.40 |
69.30 |
+0.95 |
34 |
3,363 |
+34 |
Jul00 |
000104 |
67.50 |
67.50 |
67.50 |
67.50 |
+0.75 |
28 |
3,661 |
+22 |
Aug00 |
000104 |
65.35 |
65.35 |
65.35 |
65.35 |
+0.70 |
29 |
1,494 |
+1,494 |
Sep00 |
000104 |
63.10 |
63.10 |
63.10 |
63.10 |
+0.65 |
149 |
2,722 |
+2,722 |
Total Volume and Open Interest |
39,158 |
89,804 |
-446 |
Natural Gas(NYM) |
Feb00 |
000104 |
2.170 |
2.200 |
2.130 |
2.176 |
-0.153 |
15,439 |
50,902 |
-785 |
Mar00 |
000104 |
2.140 |
2.225 |
2.140 |
2.204 |
-0.124 |
7,760 |
31,093 |
+2,038 |
Apr00 |
000104 |
2.190 |
2.240 |
2.185 |
2.224 |
-0.104 |
2,422 |
20,081 |
+1,483 |
May00 |
000104 |
2.210 |
2.270 |
2.210 |
2.249 |
-0.089 |
1,075 |
13,548 |
+164 |
Jun00 |
000104 |
2.240 |
2.290 |
2.240 |
2.277 |
-0.078 |
885 |
13,565 |
-40 |
Jul00 |
000104 |
2.275 |
2.325 |
2.275 |
2.306 |
-0.071 |
354 |
11,537 |
+85 |
Aug00 |
000104 |
2.315 |
2.345 |
2.310 |
2.335 |
-0.064 |
883 |
11,248 |
-403 |
Sep00 |
000104 |
2.340 |
2.370 |
2.335 |
2.360 |
-0.058 |
837 |
8,619 |
+188 |
Total Volume and Open Interest |
31,027 |
246,625 |
+431 |
Brent Crude Oil(IPE) |
Feb00 |
000104 |
23.90 |
24.70 |
23.89 |
24.39 |
-0.69 |
18,138 |
57,334 |
+57,334 |
Mar00 |
000104 |
23.15 |
23.90 |
23.15 |
23.69 |
-0.37 |
6,101 |
56,284 |
+56,284 |
Apr00 |
000104 |
22.73 |
23.00 |
22.40 |
22.86 |
-0.32 |
1,788 |
26,147 |
+26,147 |
May00 |
000104 |
21.84 |
22.21 |
21.74 |
22.07 |
-0.30 |
497 |
15,774 |
+15,774 |
Jun00 |
000104 |
21.33 |
21.42 |
20.98 |
21.42 |
-0.30 |
844 |
23,355 |
+23,355 |
Jul00 |
000104 |
20.60 |
20.94 |
20.60 |
20.94 |
-0.26 |
140 |
10,342 |
+10,342 |
Aug00 |
000104 |
20.30 |
20.54 |
20.30 |
20.54 |
-0.23 |
0 |
4,318 |
+4,318 |
Sep00 |
000104 |
20.00 |
20.21 |
20.00 |
20.21 |
-0.20 |
0 |
3,762 |
+3,762 |
Total Volume and Open Interest |
27,508 |
241,548 |
+241,548 |
Gas Oil(IPE) |
Jan00 |
000104 |
213.75 |
214.75 |
210.75 |
213.50 |
-8.75 |
9,580 |
39,273 |
-3,761 |
Feb00 |
000104 |
204.00 |
206.00 |
201.75 |
204.50 |
-8.75 |
4,884 |
28,472 |
+3,857 |
Mar00 |
000104 |
196.25 |
198.00 |
194.00 |
196.75 |
-6.50 |
1,747 |
12,457 |
-184 |
Apr00 |
000104 |
190.00 |
190.00 |
187.00 |
189.00 |
-4.25 |
308 |
4,598 |
+51 |
May00 |
000104 |
182.25 |
182.25 |
182.25 |
182.25 |
-4.25 |
20 |
3,273 |
+0 |
Jun00 |
000104 |
176.00 |
178.00 |
175.00 |
176.50 |
-4.50 |
250 |
9,402 |
+150 |
Jul00 |
000104 |
174.50 |
174.50 |
174.50 |
174.50 |
-4.50 |
0 |
5,993 |
+0 |
Aug00 |
000104 |
173.25 |
173.25 |
173.25 |
173.25 |
-4.75 |
0 |
2,626 |
+0 |
Total Volume and Open Interest |
16,789 |
118,648 |
+113 |
US Dollar Index(NYBOT) |
Mar00 |
000104 |
100.18 |
100.37 |
99.70 |
100.10 |
+0.21 |
2,616 |
5,338 |
+558 |
Jun00 |
000104 |
99.59 |
99.80 |
99.59 |
99.78 |
+0.21 |
1 |
2,017 |
+1 |
Sep00 |
000104 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.21 |
0 |
1 |
+1 |
Total Volume and Open Interest |
2,617 |
7,355 |
+558 |
Australian Dollar(IMM) |
Mar00 |
000104 |
65.77 |
65.93 |
65.57 |
65.61 |
-0.60 |
2,570 |
27,141 |
+6,225 |
Jun00 |
000104 |
65.66 |
65.66 |
65.66 |
65.66 |
-0.60 |
1 |
14 |
-1 |
Sep00 |
000104 |
65.71 |
65.71 |
65.71 |
65.71 |
-0.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,576 |
27,163 |
+6,224 |
British Pound(IMM) |
Mar00 |
000104 |
163.68 |
163.98 |
163.46 |
163.72 |
-0.22 |
11,340 |
28,105 |
+8,965 |
Jun00 |
000104 |
163.66 |
164.00 |
163.40 |
163.66 |
-0.22 |
3 |
6 |
+1 |
Sep00 |
000104 |
163.58 |
163.58 |
163.50 |
163.58 |
-0.22 |
1 |
1 |
+0 |
Total Volume and Open Interest |
11,344 |
28,112 |
+8,966 |
Canadian Dollar(IMM) |
Mar00 |
000104 |
69.18 |
69.27 |
68.91 |
68.99 |
-0.32 |
7,883 |
56,164 |
+8,007 |
Jun00 |
000104 |
69.31 |
69.31 |
69.12 |
69.14 |
-0.32 |
20 |
5,386 |
+28 |
Sep00 |
000104 |
69.38 |
69.38 |
69.26 |
69.26 |
-0.32 |
12 |
1,210 |
+25 |
Dec00 |
000104 |
69.37 |
69.37 |
69.37 |
69.37 |
-0.32 |
16 |
460 |
+16 |
Total Volume and Open Interest |
7,936 |
63,232 |
+8,085 |
Japanese Yen(IMM) |
Mar00 |
000104 |
98.32 |
98.32 |
97.86 |
97.91 |
-1.73 |
31,753 |
69,312 |
+1,085 |
Jun00 |
000104 |
99.72 |
99.80 |
99.49 |
99.49 |
-1.74 |
354 |
3,536 |
+174 |
Sep00 |
000104 |
101.05 |
101.05 |
101.05 |
101.05 |
-1.76 |
80 |
517 |
+80 |
Total Volume and Open Interest |
32,188 |
73,372 |
+1,339 |
Swiss Franc(IMM) |
Mar00 |
000104 |
64.65 |
64.97 |
64.50 |
64.71 |
+0.15 |
15,595 |
44,555 |
+1,182 |
Jun00 |
000104 |
65.50 |
65.63 |
65.30 |
65.44 |
+0.16 |
136 |
195 |
+51 |
Sep00 |
000104 |
66.11 |
66.30 |
66.11 |
66.11 |
+0.17 |
4 |
32 |
+0 |
Total Volume and Open Interest |
15,735 |
44,782 |
+1,233 |
EuroFX(IMM) |
Mar00 |
000104 |
103.56 |
103.95 |
103.22 |
103.52 |
+0.23 |
32,233 |
54,297 |
+332 |
Jun00 |
000104 |
104.20 |
104.40 |
104.20 |
104.22 |
+0.25 |
5 |
159 |
+0 |
Sep00 |
000104 |
104.87 |
104.87 |
104.87 |
104.87 |
+0.29 |
0 |
97 |
+0 |
Total Volume and Open Interest |
32,238 |
54,553 |
+332 |
Mexican Peso(IMM) |
Mar00 |
000104 |
10340.0 |
10360.0 |
10215.0 |
10218.0 |
-170.0 |
7,797 |
12,677 |
+2,420 |
Jun00 |
000104 |
9940.0 |
9940.0 |
9855.0 |
9855.0 |
-175.0 |
92 |
2,275 |
+70 |
Total Volume and Open Interest |
7,940 |
15,180 |
+2,539 |
30-Year T-Bonds(CBOT) |
Mar00 |
000104 |
89~27 |
90~23 |
89~11 |
90~20 |
+0~24 |
228,734 |
531,372 |
+531,372 |
Jun00 |
000104 |
89~27 |
90~11 |
89~23 |
90~09 |
+0~24 |
2,825 |
11,464 |
+11,464 |
Sep00 |
000104 |
90~00 |
90~00 |
90~00 |
90~00 |
+0~24 |
10 |
652 |
+652 |
Total Volume and Open Interest |
231,571 |
543,527 |
+543,527 |
Municipal Bonds(CBOT) |
Mar00 |
000104 |
92~02 |
92~05 |
91~25 |
92~01 |
+0~06 |
2,583 |
20,167 |
+650 |
Jun00 |
000104 |
91~08 |
91~08 |
91~08 |
91~08 |
+0~06 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,583 |
20,168 |
+650 |
10-Year T-Notes(CBOT) |
Mar00 |
000104 |
95~020 |
95~200 |
94~230 |
95~180 |
+0~155 |
98,485 |
503,272 |
+18,750 |
Jun00 |
000104 |
95~000 |
95~080 |
94~280 |
95~070 |
+0~120 |
0 |
1,222 |
+1,222 |
Total Volume and Open Interest |
98,485 |
504,494 |
+504,494 |
5-Year T-Notes(CBOT) |
Mar00 |
000104 |
97~245 |
97~310 |
97~210 |
97~295 |
+0~105 |
64,196 |
298,482 |
+5,057 |
Jun00 |
000104 |
97~190 |
97~190 |
97~190 |
97~190 |
+0~110 |
1 |
116 |
+1 |
Total Volume and Open Interest |
64,197 |
298,598 |
+5,058 |
2 Year T-Notes(CBOT) |
Mar00 |
000104 |
99~020 |
99~038 |
99~014 |
99~027 |
+0~016 |
1,932 |
32,737 |
+97 |
Total Volume and Open Interest |
1,932 |
32,737 |
+97 |
3-Mth T-Bills(IMM) |
Mar00 |
000104 |
94.46 |
94.53 |
94.46 |
94.51 |
+0.05 |
342 |
2,749 |
-69 |
Total Volume and Open Interest |
342 |
2,749 |
-69 |
Eurodollars(IMM) |
Mar00 |
000104 |
93.790 |
93.810 |
93.765 |
93.795 |
+0.015 |
54,107 |
504,240 |
+5,149 |
Jun00 |
000104 |
93.455 |
93.500 |
93.440 |
93.495 |
+0.050 |
60,016 |
434,758 |
+7,485 |
Sep00 |
000104 |
93.235 |
93.275 |
93.210 |
93.265 |
+0.045 |
73,268 |
322,941 |
+1,969 |
Dec00 |
000104 |
93.015 |
93.080 |
92.995 |
93.045 |
+0.055 |
42,679 |
267,359 |
+5,519 |
Mar01 |
000104 |
92.995 |
93.055 |
92.980 |
93.030 |
+0.055 |
22,042 |
192,190 |
+4,330 |
Jun01 |
000104 |
92.905 |
92.955 |
92.890 |
92.940 |
+0.055 |
10,807 |
156,861 |
+2,251 |
Sep01 |
000104 |
92.880 |
92.910 |
92.850 |
92.895 |
+0.055 |
7,912 |
114,485 |
+1,974 |
Dec01 |
000104 |
92.800 |
92.840 |
92.780 |
92.820 |
+0.050 |
5,636 |
96,815 |
+984 |
Mar02 |
000104 |
92.835 |
92.870 |
92.825 |
92.865 |
+0.050 |
5,020 |
91,262 |
+1,934 |
Jun02 |
000104 |
92.825 |
92.865 |
92.820 |
92.855 |
+0.050 |
2,879 |
67,884 |
+217 |
Sep02 |
000104 |
92.815 |
92.855 |
92.805 |
92.845 |
+0.050 |
2,455 |
61,970 |
+263 |
Dec02 |
000104 |
92.755 |
92.790 |
92.745 |
92.790 |
+0.055 |
2,405 |
62,001 |
+370 |
Total Volume and Open Interest |
306,582 |
2,810,645 |
+35,141 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000104 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.03 |
735 |
20,333 |
-244 |
Jun00 |
000104 |
99.70 |
99.72 |
99.70 |
99.72 |
-0.03 |
337 |
14,078 |
+258 |
Sep00 |
000104 |
99.56 |
99.57 |
99.56 |
99.57 |
-0.03 |
415 |
10,420 |
+449 |
Dec00 |
000104 |
99.41 |
99.42 |
99.41 |
99.42 |
-0.05 |
58 |
6,273 |
-8 |
Mar01 |
000104 |
99.31 |
99.32 |
99.31 |
99.32 |
-0.05 |
0 |
7,540 |
+0 |
Jun01 |
000104 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.05 |
0 |
3,167 |
+0 |
Sep01 |
000104 |
99.07 |
99.07 |
99.06 |
99.06 |
-0.05 |
0 |
3,355 |
+0 |
Dec01 |
000104 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.06 |
0 |
107 |
+0 |
Mar02 |
000104 |
98.77 |
98.77 |
98.77 |
98.77 |
unch |
0 |
179 |
+0 |
Jun02 |
000104 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
0 |
49 |
+0 |
Total Volume and Open Interest |
1,545 |
65,501 |
+455 |
3-Mth Euro-Yen(SIMEX) |
Mar00 |
000104 |
99.85 |
99.86 |
99.81 |
99.81 |
-0.04 |
0 |
122,666 |
+942 |
Jun00 |
000104 |
99.74 |
99.75 |
99.70 |
99.70 |
-0.07 |
0 |
99,062 |
+525 |
Sep00 |
000104 |
99.61 |
99.61 |
99.55 |
99.56 |
-0.08 |
0 |
61,742 |
-353 |
Dec00 |
000104 |
99.46 |
99.47 |
99.40 |
99.41 |
-0.09 |
0 |
32,946 |
-83 |
Mar01 |
000104 |
99.34 |
99.35 |
99.30 |
99.31 |
-0.09 |
0 |
38,498 |
+846 |
Jun01 |
000104 |
99.22 |
99.23 |
99.20 |
99.21 |
-0.10 |
0 |
31,191 |
+389 |
Sep01 |
000104 |
99.08 |
99.09 |
99.05 |
99.06 |
-0.10 |
0 |
15,517 |
+0 |
Dec01 |
000104 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.11 |
0 |
1,411 |
+0 |
Total Volume and Open Interest |
0 |
405,943 |
+2,266 |
German Euro-Bund(EUREX) |
Mar00 |
000104 |
103.00 |
103.34 |
102.47 |
103.16 |
-0.16 |
361,159 |
447,369 |
+11,021 |
Jun00 |
000104 |
102.11 |
102.40 |
101.84 |
102.33 |
-0.20 |
667 |
13,602 |
+169 |
Sep00 |
000104 |
101.66 |
101.66 |
101.66 |
101.66 |
-0.17 |
|
|
|
Total Volume and Open Interest |
361,826 |
460,971 |
+11,190 |
German Euro-Bobl(EUREX) |
Mar00 |
000104 |
102.80 |
103.05 |
102.53 |
102.97 |
+0.01 |
207,258 |
284,536 |
+6,113 |
Jun00 |
000104 |
102.37 |
102.37 |
102.37 |
102.37 |
+0.01 |
0 |
3,481 |
+0 |
Sep00 |
000104 |
101.91 |
101.91 |
101.91 |
101.91 |
-0.01 |
|
|
|
Total Volume and Open Interest |
207,258 |
288,017 |
+6,113 |
Long Gilt(LIFFE) |
Mar00 |
000104 |
110~03 |
110~11 |
109~05 |
109~26 |
-1~19 |
2,154 |
48,804 |
+643 |
Jun00 |
000104 |
109~29 |
109~29 |
109~26 |
109~29 |
-1~16 |
|
|
|
Total Volume and Open Interest |
2,154 |
48,804 |
+643 |
3-Mth Short Sterling(LIFFE) |
Mar00 |
000104 |
93.55 |
93.57 |
93.52 |
93.55 |
-0.07 |
7,981 |
167,742 |
+296 |
Jun00 |
000104 |
93.24 |
93.24 |
93.13 |
93.16 |
-0.16 |
1,863 |
129,918 |
-408 |
Sep00 |
000104 |
92.99 |
93.01 |
92.84 |
92.87 |
-0.23 |
1,105 |
89,935 |
+33 |
Total Volume and Open Interest |
12,856 |
665,504 |
+617 |
3-Mth Euribor(LIFFE) |
Mar00 |
000104 |
96.355 |
96.360 |
96.310 |
96.340 |
-0.050 |
10,033 |
321,433 |
+1,262 |
Jun00 |
000104 |
95.985 |
96.000 |
95.920 |
95.945 |
-0.085 |
3,831 |
205,587 |
+874 |
Sep00 |
000104 |
95.695 |
95.695 |
95.615 |
95.655 |
-0.095 |
2,395 |
167,416 |
+386 |
Total Volume and Open Interest |
21,792 |
1,105,820 |
+4,135 |
3-Mth Aus T-Bills(SFE) |
Mar00 |
000104 |
94.02 |
94.04 |
93.98 |
94.03 |
-0.10 |
16,021 |
0 |
-229,850 |
Jun00 |
000104 |
93.51 |
93.51 |
93.43 |
93.48 |
-0.14 |
5,929 |
0 |
-56,499 |
Sep00 |
000104 |
93.10 |
93.10 |
93.05 |
93.08 |
-0.18 |
1,170 |
0 |
-24,301 |
Dec00 |
000104 |
92.81 |
92.84 |
92.78 |
92.82 |
-0.19 |
491 |
0 |
-16,164 |
Mar01 |
000104 |
92.61 |
92.68 |
92.61 |
92.65 |
-0.22 |
304 |
0 |
-11,664 |
Jun01 |
000104 |
92.47 |
92.53 |
92.47 |
92.53 |
-0.20 |
67 |
0 |
-9,148 |
Sep01 |
000104 |
92.43 |
92.43 |
92.40 |
92.43 |
-0.19 |
53 |
0 |
-5,707 |
Dec01 |
000104 |
92.34 |
92.34 |
92.30 |
92.33 |
-0.20 |
37 |
0 |
-2,888 |
Mar02 |
000104 |
92.27 |
92.28 |
92.25 |
92.28 |
-0.22 |
25 |
0 |
-2,582 |
Jun02 |
000104 |
92.23 |
92.24 |
92.23 |
92.24 |
-0.23 |
5 |
0 |
-1,324 |
Total Volume and Open Interest |
24,130 |
373,292 |
+11,890 |
10-Year Aus T-Bonds(SFE) |
Mar00 |
000104 |
92.82 |
92.86 |
92.75 |
92.86 |
-0.08 |
8,894 |
0 |
-81,027 |
Jun00 |
000104 |
92.89 |
92.89 |
92.89 |
92.89 |
-0.16 |
|
|
|
Total Volume and Open Interest |
4,452 |
87,503 |
+6,476 |
3-Year Aus T-Bonds(SFE) |
Mar00 |
000104 |
93.20 |
93.22 |
93.14 |
93.19 |
-0.17 |
8,219 |
0 |
-147,039 |
Jun00 |
000104 |
93.29 |
93.29 |
93.29 |
93.29 |
-0.17 |
|
|
|
Total Volume and Open Interest |
8,219 |
165,571 |
+18,532 |
Gold(CMX) |
Feb00 |
000104 |
283.0 |
284.1 |
280.0 |
283.7 |
-5.9 |
14,933 |
67,872 |
-637 |
Apr00 |
000104 |
285.0 |
286.2 |
282.2 |
285.7 |
-6.0 |
537 |
14,712 |
+68 |
Jun00 |
000104 |
288.0 |
288.0 |
285.0 |
287.7 |
-6.1 |
1,084 |
23,103 |
+132 |
Aug00 |
000104 |
290.0 |
290.0 |
289.5 |
289.8 |
-6.1 |
3 |
10,666 |
+0 |
Oct00 |
000104 |
291.9 |
291.9 |
291.9 |
291.9 |
-6.1 |
0 |
3,154 |
+0 |
Dec00 |
000104 |
295.0 |
295.0 |
292.0 |
294.0 |
-6.1 |
15 |
13,937 |
-1 |
Total Volume and Open Interest |
16,576 |
155,916 |
-438 |
Silver(CMX) |
Mar00 |
000104 |
535.5 |
539.0 |
532.0 |
537.5 |
-7.8 |
15,646 |
58,205 |
+2,109 |
May00 |
000104 |
535.0 |
540.0 |
533.0 |
538.9 |
-7.7 |
228 |
4,733 |
-100 |
Jul00 |
000104 |
534.5 |
539.3 |
533.0 |
539.3 |
-7.7 |
153 |
3,584 |
+0 |
Sep00 |
000104 |
539.9 |
539.9 |
539.9 |
539.9 |
-7.7 |
8 |
1,404 |
+1 |
Dec00 |
000104 |
537.0 |
540.4 |
535.0 |
540.4 |
-7.7 |
30 |
4,906 |
-8 |
Total Volume and Open Interest |
31,020 |
76,397 |
+2,003 |
Platinum(NYM) |
Jan00 |
000104 |
428.0 |
430.0 |
421.0 |
429.7 |
-0.5 |
447 |
1,829 |
-190 |
Apr00 |
000104 |
417.5 |
417.5 |
407.0 |
413.7 |
-8.5 |
896 |
9,442 |
+97 |
Jul00 |
000104 |
413.0 |
413.0 |
401.0 |
406.7 |
-8.5 |
1 |
679 |
+0 |
Total Volume and Open Interest |
1,344 |
11,953 |
-93 |
Palladium(NYME) |
Mar00 |
000104 |
445.00 |
446.00 |
439.00 |
441.90 |
-7.30 |
386 |
2,775 |
-79 |
Jun00 |
000104 |
439.15 |
439.15 |
439.15 |
439.15 |
-7.30 |
1 |
94 |
-1 |
Total Volume and Open Interest |
387 |
2,869 |
-80 |
Copper(CMX) |
Mar00 |
000104 |
85.45 |
85.70 |
84.50 |
84.80 |
-1.50 |
4,860 |
45,034 |
-765 |
May00 |
000104 |
86.10 |
86.40 |
85.40 |
85.50 |
-1.40 |
101 |
5,339 |
-5 |
Jul00 |
000104 |
86.55 |
86.70 |
85.95 |
85.95 |
-1.40 |
65 |
4,383 |
+24 |
Sep00 |
000104 |
87.20 |
87.20 |
86.50 |
86.50 |
-1.40 |
20 |
3,731 |
+20 |
Dec00 |
000104 |
86.90 |
87.10 |
86.90 |
87.00 |
-1.45 |
3 |
2,834 |
+0 |
Total Volume and Open Interest |
5,852 |
71,753 |
-2,037 |
DJIA Index(CBOT) |
Mar00 |
000104 |
11310 |
11390 |
11075 |
11080 |
-373 |
15,477 |
10,945 |
+473 |
Jun00 |
000104 |
11460 |
11525 |
11214 |
11214 |
-377 |
14 |
598 |
+5 |
Sep00 |
000104 |
11360 |
11360 |
11360 |
11360 |
-378 |
1 |
253 |
+1 |
Dec00 |
000104 |
11600 |
11640 |
11518 |
11518 |
-379 |
0 |
206 |
+0 |
Total Volume and Open Interest |
15,492 |
12,002 |
+479 |
S & P 500(CME) |
Mar00 |
000104 |
1450.00 |
1453.50 |
1409.50 |
1411.80 |
-55.00 |
96,131 |
357,136 |
+272 |
Jun00 |
000104 |
1467.50 |
1472.00 |
1428.00 |
1430.00 |
-55.70 |
557 |
8,622 |
+148 |
Sep00 |
000104 |
1466.10 |
1470.40 |
1449.40 |
1449.40 |
-56.00 |
280 |
2,401 |
+92 |
Dec00 |
000104 |
1491.80 |
1491.80 |
1469.70 |
1469.70 |
-56.80 |
0 |
2,140 |
-15 |
Total Volume and Open Interest |
96,968 |
370,438 |
+497 |
S & P 500 E-Mini(Globex) |
Mar00 |
000104 |
1467.00 |
1468.75 |
1409.50 |
1411.75 |
-55.00 |
61,938 |
13,954 |
+1,550 |
Jun00 |
000104 |
1450.00 |
1450.00 |
1430.00 |
1430.00 |
-54.75 |
4 |
13 |
+1 |
Total Volume and Open Interest |
61,942 |
13,967 |
+1,551 |
NASDAQ 100(CME) |
Mar00 |
000104 |
3762.50 |
3790.00 |
3555.00 |
3557.50 |
-287.00 |
18,488 |
24,174 |
+821 |
Jun00 |
000104 |
3670.00 |
3670.00 |
3607.50 |
3607.50 |
-289.00 |
0 |
62 |
+0 |
Sep00 |
000104 |
3657.50 |
3657.50 |
3657.50 |
3657.50 |
-291.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
18,488 |
24,237 |
+821 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar00 |
000104 |
3838.5 |
3842.5 |
3525.0 |
3557.5 |
-287.0 |
15,414 |
7,459 |
+759 |
Jun00 |
000104 |
3846.5 |
3846.5 |
3607.5 |
3607.5 |
-289.0 |
2 |
2 |
+2 |
Total Volume and Open Interest |
15,416 |
7,461 |
+761 |
NYSE Composite(NYBOT) |
Mar00 |
000104 |
637.25 |
639.00 |
622.75 |
623.20 |
-20.95 |
1,033 |
1,407 |
-17 |
Jun00 |
000104 |
631.10 |
631.10 |
631.10 |
631.10 |
-20.95 |
4 |
1,688 |
-2 |
Sep00 |
000104 |
639.00 |
639.00 |
639.00 |
639.00 |
-20.95 |
|
|
|
Total Volume and Open Interest |
0 |
3,665 |
+0 |
S & P Midcap 400(CME) |
Mar00 |
000104 |
436.50 |
436.50 |
425.50 |
426.00 |
-15.05 |
1,307 |
12,847 |
-461 |
Jun00 |
000104 |
431.25 |
431.25 |
431.25 |
431.25 |
-15.05 |
|
|
|
Sep00 |
000104 |
433.35 |
433.35 |
433.35 |
433.35 |
-15.05 |
|
|
|
Total Volume and Open Interest |
1,307 |
12,847 |
-461 |
Russell 2000(CME) |
Mar00 |
000104 |
496.00 |
496.00 |
482.90 |
483.00 |
-19.50 |
2,510 |
13,588 |
-264 |
Jun00 |
000104 |
485.00 |
485.00 |
485.00 |
485.00 |
-19.50 |
|
|
|
Sep00 |
000104 |
489.00 |
489.00 |
489.00 |
489.00 |
-19.50 |
|
|
|
Total Volume and Open Interest |
2,510 |
13,588 |
-264 |
Value Line(KCBT) |
Mar00 |
000104 |
995.00 |
1001.00 |
984.00 |
989.00 |
-23.35 |
121 |
350 |
-3 |
Total Volume and Open Interest |
121 |
350 |
-3 |
Nikkei 225(CME) |
Mar00 |
000104 |
18950 |
18950 |
18605 |
18725 |
-150 |
1,291 |
17,281 |
+190 |
Jun00 |
000104 |
18600 |
18685 |
18600 |
18685 |
-150 |
10 |
97 |
-6 |
Total Volume and Open Interest |
1,301 |
17,378 |
+184 |
Nikkei 225(SIMEX) |
Mar00 |
000104 |
19000 |
19200 |
18940 |
19060 |
+230 |
0 |
97,388 |
-633 |
Jun00 |
000104 |
18985 |
18985 |
18985 |
18985 |
+230 |
0 |
1,051 |
+0 |
Sep00 |
000104 |
18980 |
18980 |
18980 |
18980 |
+230 |
0 |
8,678 |
+0 |
Total Volume and Open Interest |
0 |
107,918 |
-633 |
CAC 40(MATIF) |
Jan00 |
000104 |
5925.0 |
5949.0 |
5595.0 |
5605.0 |
-344.5 |
38,014 |
129,577 |
+2,687 |
Feb00 |
000104 |
5848.5 |
5860.5 |
5701.5 |
5701.5 |
-240.0 |
35 |
413 |
+5 |
Mar00 |
000104 |
5938.0 |
5940.0 |
5687.0 |
5714.0 |
-256.0 |
1,419 |
65,090 |
-675 |
Total Volume and Open Interest |
39,468 |
218,208 |
+2,017 |
DAX Index(EUREX) |
Mar00 |
000104 |
6800.0 |
6800.0 |
6556.0 |
6630.0 |
-174.5 |
58,905 |
124,655 |
+1,237 |
Jun00 |
000104 |
6720.0 |
6777.0 |
6609.5 |
6679.5 |
-174.5 |
397 |
8,931 |
-334 |
Sep00 |
000104 |
6823.5 |
6850.0 |
6678.5 |
6748.0 |
-170.0 |
42 |
1,121 |
-1,282 |
Total Volume and Open Interest |
59,344 |
134,707 |
-379 |
FT-SE 100(LIFFE) |
Mar00 |
000104 |
6927.00 |
6945.00 |
6689.00 |
6701.00 |
-276.00 |
8,147 |
190,351 |
+565 |
Jun00 |
000104 |
6771.50 |
6771.50 |
6765.00 |
6771.50 |
-269.50 |
0 |
1,488 |
+0 |
Sep00 |
000104 |
6842.50 |
6842.50 |
6836.00 |
6842.50 |
-271.50 |
|
|
|
Total Volume and Open Interest |
8,147 |
191,839 |
|
SPI 200(SFE) |
Mar00 |
000104 |
3142.0 |
3151.0 |
3096.0 |
3100.0 |
-38.0 |
9,322 |
0 |
-100,743 |
Jun00 |
000104 |
3120.0 |
3120.0 |
3120.0 |
3120.0 |
-38.0 |
153 |
0 |
-7,882 |
Sep00 |
000104 |
3139.0 |
3139.0 |
3139.0 |
3139.0 |
-38.0 |
|
|
|
Total Volume and Open Interest |
9,653 |
117,805 |
+3,991 |
GSCI(CME) |
Jan00 |
000104 |
191.70 |
192.95 |
189.40 |
192.25 |
-1.75 |
13 |
43,612 |
-2 |
Feb00 |
000104 |
188.90 |
190.50 |
188.10 |
190.50 |
-1.50 |
0 |
11 |
+0 |
Mar00 |
000104 |
188.50 |
188.50 |
187.00 |
188.50 |
-1.30 |
0 |
59 |
+0 |
Total Volume and Open Interest |
13 |
43,682 |
-2 |
Bridge CRB Index(NYBOT) |
Jan00 |
000104 |
202.00 |
202.80 |
201.50 |
202.75 |
-3.35 |
170 |
2,005 |
-22 |
Feb00 |
000104 |
201.00 |
202.20 |
201.00 |
202.15 |
-3.05 |
80 |
1,394 |
+4 |
Apr00 |
000104 |
202.00 |
202.60 |
201.75 |
202.55 |
-3.75 |
20 |
561 |
-1 |
Total Volume and Open Interest |
270 |
4,119 |
-19 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|