 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue January 11, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan00 |
000111 |
465.00 |
470.75 |
464.00 |
467.00 |
+0.75 |
6,272 |
3,635 |
-856 |
Mar00 |
000111 |
472.50 |
478.75 |
471.50 |
474.50 |
+1.00 |
33,598 |
69,253 |
+3,022 |
May00 |
000111 |
481.00 |
486.75 |
479.50 |
482.50 |
+1.00 |
3,587 |
27,248 |
+1,120 |
Jul00 |
000111 |
488.00 |
493.50 |
486.50 |
489.50 |
+1.25 |
4,561 |
24,278 |
+361 |
Aug00 |
000111 |
492.00 |
495.00 |
488.00 |
489.50 |
+0.75 |
565 |
3,358 |
+506 |
Sep00 |
000111 |
494.00 |
497.00 |
490.00 |
493.00 |
+2.00 |
34 |
944 |
+28 |
Nov00 |
000111 |
499.00 |
504.50 |
497.00 |
499.75 |
+2.25 |
1,027 |
11,316 |
+504 |
Total Volume and Open Interest |
49,645 |
140,076 |
+4,686 |
Soybean Meal(CBOT) |
Jan00 |
000111 |
147.50 |
149.80 |
147.50 |
148.80 |
+1.10 |
2,360 |
3,473 |
-1,005 |
Mar00 |
000111 |
149.20 |
151.50 |
149.10 |
150.30 |
+0.90 |
11,012 |
42,112 |
+2,106 |
May00 |
000111 |
149.80 |
152.00 |
149.80 |
150.80 |
+0.90 |
1,529 |
22,680 |
-296 |
Jul00 |
000111 |
151.80 |
153.40 |
151.40 |
152.60 |
+1.20 |
413 |
16,938 |
-17 |
Aug00 |
000111 |
152.20 |
153.30 |
151.80 |
152.70 |
+1.40 |
32 |
5,898 |
+19 |
Sep00 |
000111 |
152.00 |
154.00 |
152.00 |
152.90 |
+1.40 |
25 |
3,335 |
+13 |
Oct00 |
000111 |
154.00 |
154.30 |
152.80 |
153.20 |
+1.20 |
18 |
2,147 |
+10 |
Dec00 |
000111 |
157.00 |
157.70 |
156.00 |
156.70 |
+1.70 |
72 |
7,163 |
+72 |
Total Volume and Open Interest |
15,461 |
103,754 |
+902 |
Soybean Oil(CBOT) |
Jan00 |
000111 |
15.70 |
15.74 |
15.51 |
15.57 |
-0.14 |
2,670 |
2,046 |
-840 |
Mar00 |
000111 |
15.96 |
16.02 |
15.75 |
15.78 |
-0.20 |
7,291 |
58,240 |
+579 |
May00 |
000111 |
16.31 |
16.33 |
16.10 |
16.11 |
-0.20 |
2,629 |
22,724 |
+99 |
Jul00 |
000111 |
16.64 |
16.64 |
16.40 |
16.43 |
-0.19 |
707 |
20,292 |
+178 |
Aug00 |
000111 |
16.76 |
16.78 |
16.57 |
16.57 |
-0.19 |
111 |
4,733 |
+105 |
Sep00 |
000111 |
16.91 |
16.93 |
16.71 |
16.71 |
-0.20 |
63 |
2,838 |
+62 |
Oct00 |
000111 |
17.03 |
17.03 |
16.86 |
16.86 |
-0.17 |
109 |
3,420 |
+107 |
Dec00 |
000111 |
17.31 |
17.38 |
17.15 |
17.15 |
-0.16 |
292 |
13,331 |
-231 |
Total Volume and Open Interest |
13,923 |
128,630 |
+59 |
Canola(WCE) |
Jan00 |
000111 |
255.0 |
255.0 |
254.5 |
254.5 |
+0.7 |
0 |
229 |
-50 |
Mar00 |
000111 |
258.0 |
258.5 |
256.8 |
258.1 |
+1.4 |
3,610 |
34,895 |
-462 |
May00 |
000111 |
262.0 |
262.4 |
261.0 |
261.7 |
+0.9 |
260 |
8,933 |
+3 |
Jul00 |
000111 |
266.0 |
266.5 |
264.8 |
266.2 |
+1.1 |
519 |
9,717 |
+288 |
Aug00 |
000111 |
268.5 |
268.5 |
267.3 |
268.0 |
-0.5 |
0 |
450 |
+0 |
Total Volume and Open Interest |
4,718 |
56,048 |
-21 |
Corn(CBOT) |
Mar00 |
000111 |
208.00 |
209.25 |
206.25 |
207.25 |
-1.25 |
47,235 |
218,442 |
-808 |
May00 |
000111 |
215.50 |
216.50 |
213.75 |
214.50 |
-1.00 |
6,324 |
65,540 |
+2,032 |
Jul00 |
000111 |
222.25 |
223.50 |
221.00 |
222.00 |
-0.50 |
6,642 |
67,615 |
+1,977 |
Sep00 |
000111 |
229.00 |
230.00 |
228.25 |
228.75 |
-0.50 |
1,499 |
17,683 |
+135 |
Nov00 |
000111 |
236.50 |
236.50 |
234.50 |
235.00 |
-1.00 |
0 |
573 |
+0 |
Dec00 |
000111 |
238.00 |
239.25 |
237.00 |
238.00 |
-0.50 |
2,931 |
37,225 |
+627 |
Total Volume and Open Interest |
65,255 |
410,464 |
+4,249 |
Wheat(CBOT) |
Mar00 |
000111 |
253.50 |
256.00 |
251.50 |
253.75 |
+0.25 |
18,407 |
86,106 |
+430 |
May00 |
000111 |
264.50 |
266.50 |
263.00 |
264.50 |
+0.25 |
1,862 |
10,084 |
-14 |
Jul00 |
000111 |
275.50 |
277.00 |
273.00 |
275.00 |
+0.25 |
2,091 |
25,628 |
+456 |
Sep00 |
000111 |
285.50 |
287.00 |
284.00 |
285.00 |
unch |
164 |
1,967 |
+128 |
Dec00 |
000111 |
301.00 |
301.75 |
298.00 |
300.00 |
unch |
51 |
4,370 |
+74 |
Total Volume and Open Interest |
22,579 |
128,204 |
+1,074 |
Wheat(KCBT) |
Mar00 |
000111 |
278.50 |
282.00 |
278.50 |
280.00 |
+0.25 |
5,252 |
40,686 |
+41 |
May00 |
000111 |
290.00 |
292.50 |
289.50 |
290.00 |
-0.50 |
1,150 |
9,256 |
+156 |
Jul00 |
000111 |
300.00 |
303.25 |
299.75 |
300.50 |
-0.25 |
1,078 |
12,199 |
+200 |
Sep00 |
000111 |
310.00 |
312.50 |
310.00 |
310.00 |
unch |
5 |
710 |
-1 |
Dec00 |
000111 |
324.00 |
326.00 |
323.00 |
323.50 |
-0.75 |
169 |
894 |
+98 |
Total Volume and Open Interest |
7,654 |
63,745 |
+494 |
Wheat(MGE) |
Mar00 |
000111 |
320.00 |
320.25 |
317.50 |
318.25 |
-0.25 |
1,357 |
10,924 |
-536 |
May00 |
000111 |
329.00 |
329.00 |
326.75 |
327.75 |
unch |
259 |
5,142 |
+19 |
Jul00 |
000111 |
336.00 |
336.75 |
335.50 |
335.50 |
+0.50 |
193 |
2,536 |
+19 |
Sep00 |
000111 |
343.50 |
344.50 |
343.25 |
343.25 |
+1.25 |
9 |
1,074 |
-2 |
Dec00 |
000111 |
352.50 |
353.75 |
352.50 |
352.50 |
+1.00 |
32 |
419 |
-1 |
Total Volume and Open Interest |
1,850 |
20,132 |
-501 |
Oats(CBOT) |
Mar00 |
000111 |
109.75 |
110.00 |
108.25 |
108.50 |
-1.00 |
521 |
7,445 |
+156 |
May00 |
000111 |
115.50 |
115.50 |
114.25 |
114.25 |
-0.75 |
226 |
3,162 |
+81 |
Jul00 |
000111 |
113.75 |
114.00 |
112.25 |
112.50 |
-1.00 |
162 |
1,752 |
+69 |
Sep00 |
000111 |
118.00 |
118.25 |
116.75 |
116.75 |
-1.25 |
10 |
663 |
+4 |
Total Volume and Open Interest |
942 |
13,917 |
+323 |
Rough Rice(CBOT) |
Jan00 |
000111 |
5.29 |
5.29 |
5.26 |
5.26 |
-0.05 |
3 |
421 |
+1 |
Mar00 |
000111 |
5.44 |
5.49 |
5.41 |
5.43 |
-0.06 |
96 |
3,403 |
+42 |
May00 |
000111 |
5.72 |
5.72 |
5.66 |
5.66 |
-0.05 |
23 |
1,617 |
+9 |
Jul00 |
000111 |
5.93 |
5.94 |
5.90 |
5.90 |
-0.04 |
10 |
917 |
+0 |
Total Volume and Open Interest |
133 |
6,470 |
+52 |
Live Cattle(CME) |
Feb00 |
000111 |
70.950 |
71.475 |
70.700 |
70.875 |
+0.100 |
7,165 |
49,897 |
-849 |
Apr00 |
000111 |
73.050 |
73.500 |
72.750 |
72.775 |
-0.025 |
4,707 |
40,140 |
+1,142 |
Jun00 |
000111 |
70.525 |
70.875 |
70.400 |
70.550 |
-0.025 |
2,205 |
17,770 |
+784 |
Aug00 |
000111 |
70.975 |
71.375 |
70.900 |
70.975 |
+0.025 |
689 |
9,675 |
+272 |
Oct00 |
000111 |
72.950 |
73.300 |
72.800 |
72.900 |
+0.075 |
71 |
3,452 |
+16 |
Dec00 |
000111 |
73.950 |
74.200 |
73.950 |
74.050 |
+0.125 |
87 |
3,017 |
+12 |
Total Volume and Open Interest |
15,786 |
126,378 |
+1,384 |
Feeder Cattle(CME) |
Jan00 |
000111 |
86.750 |
86.800 |
86.450 |
86.650 |
-0.150 |
855 |
5,490 |
+98 |
Mar00 |
000111 |
86.800 |
86.950 |
86.475 |
86.650 |
-0.200 |
727 |
9,696 |
+107 |
Apr00 |
000111 |
86.700 |
86.900 |
86.450 |
86.550 |
-0.300 |
287 |
4,144 |
+40 |
May00 |
000111 |
86.700 |
86.850 |
86.400 |
86.550 |
-0.275 |
230 |
4,712 |
+56 |
Aug00 |
000111 |
87.750 |
87.950 |
87.550 |
87.600 |
-0.300 |
211 |
3,544 |
+45 |
Sep00 |
000111 |
88.125 |
88.200 |
87.900 |
88.100 |
-0.250 |
114 |
1,015 |
+30 |
Oct00 |
000111 |
88.500 |
88.500 |
88.350 |
88.450 |
-0.150 |
24 |
344 |
+3 |
Total Volume and Open Interest |
2,516 |
29,226 |
+446 |
Lean Hogs(CME) |
Feb00 |
000111 |
55.900 |
56.375 |
55.700 |
56.025 |
+0.375 |
5,486 |
19,930 |
-1,097 |
Apr00 |
000111 |
57.975 |
58.350 |
57.700 |
58.250 |
+0.375 |
3,706 |
13,342 |
+920 |
Jun00 |
000111 |
65.600 |
66.100 |
65.400 |
66.050 |
+0.400 |
774 |
7,825 |
+134 |
Jul00 |
000111 |
63.900 |
64.650 |
63.800 |
64.550 |
+0.450 |
413 |
2,440 |
-5 |
Aug00 |
000111 |
61.200 |
61.775 |
61.200 |
61.625 |
+0.400 |
244 |
1,642 |
+174 |
Oct00 |
000111 |
57.100 |
57.550 |
57.100 |
57.500 |
+0.250 |
34 |
852 |
+10 |
Dec00 |
000111 |
55.950 |
56.050 |
55.700 |
55.700 |
+0.025 |
21 |
269 |
+10 |
Feb01 |
000111 |
57.050 |
57.050 |
57.050 |
57.050 |
+0.350 |
0 |
21 |
+0 |
Total Volume and Open Interest |
10,678 |
46,327 |
+146 |
Pork Bellies(CME) |
Feb00 |
000111 |
81.550 |
83.250 |
81.000 |
82.350 |
+1.450 |
1,450 |
4,308 |
-48 |
Mar00 |
000111 |
80.250 |
81.900 |
79.950 |
81.075 |
+1.175 |
370 |
713 |
+115 |
May00 |
000111 |
80.000 |
82.000 |
80.000 |
81.250 |
+1.500 |
97 |
455 |
+18 |
Jul00 |
000111 |
79.575 |
81.100 |
79.550 |
80.600 |
+1.025 |
25 |
199 |
+1 |
Aug00 |
000111 |
77.000 |
77.500 |
77.000 |
77.000 |
+1.250 |
2 |
48 |
+0 |
Total Volume and Open Interest |
1,944 |
5,723 |
+86 |
Cocoa(NYBOT) |
Mar00 |
000111 |
838 |
853 |
836 |
846 |
+7 |
3,900 |
40,359 |
-258 |
May00 |
000111 |
866 |
879 |
863 |
873 |
+7 |
1,086 |
17,927 |
+232 |
Jul00 |
000111 |
892 |
902 |
889 |
898 |
+6 |
176 |
8,822 |
+111 |
Sep00 |
000111 |
922 |
929 |
917 |
926 |
+6 |
765 |
10,636 |
+654 |
Dec00 |
000111 |
955 |
965 |
954 |
963 |
+7 |
73 |
6,388 |
+21 |
Mar01 |
000111 |
990 |
1003 |
990 |
999 |
+7 |
53 |
4,929 |
+49 |
May01 |
000111 |
1023 |
1023 |
1023 |
1023 |
+7 |
0 |
2,937 |
+0 |
Total Volume and Open Interest |
6,053 |
95,696 |
+809 |
Coffee "C"(NYBOT) |
Mar00 |
000111 |
115.50 |
118.25 |
115.50 |
117.80 |
+0.25 |
7,499 |
29,905 |
+494 |
May00 |
000111 |
119.25 |
120.70 |
118.90 |
120.55 |
+0.30 |
1,267 |
9,022 |
+256 |
Jul00 |
000111 |
121.85 |
122.85 |
121.25 |
122.85 |
+0.25 |
396 |
3,358 |
-17 |
Sep00 |
000111 |
123.75 |
124.75 |
123.75 |
124.75 |
+0.25 |
52 |
2,768 |
+0 |
Dec00 |
000111 |
125.50 |
126.00 |
124.75 |
126.00 |
unch |
19 |
1,988 |
-4 |
Mar01 |
000111 |
127.50 |
127.50 |
127.00 |
127.00 |
-0.50 |
0 |
421 |
+0 |
Total Volume and Open Interest |
9,233 |
47,462 |
+729 |
Orange Juice(NYBOT) |
Jan00 |
000110 |
88.40 |
88.95 |
86.15 |
86.15 |
-0.95 |
47 |
389 |
-19 |
Mar00 |
000111 |
82.75 |
83.80 |
81.85 |
82.20 |
-1.95 |
355 |
14,690 |
+44 |
May00 |
000111 |
81.90 |
82.75 |
81.65 |
81.85 |
-2.05 |
90 |
3,909 |
+32 |
Jul00 |
000111 |
83.00 |
83.50 |
81.85 |
81.85 |
-1.85 |
55 |
1,749 |
+31 |
Sep00 |
000111 |
83.00 |
83.50 |
82.00 |
82.05 |
-1.85 |
41 |
756 |
+29 |
Total Volume and Open Interest |
565 |
21,512 |
-233 |
Sugar #11(NYBOT) |
Mar00 |
000111 |
5.80 |
5.80 |
5.65 |
5.67 |
-0.16 |
7,474 |
82,251 |
-2,512 |
May00 |
000111 |
6.02 |
6.02 |
5.86 |
5.87 |
-0.18 |
1,842 |
48,280 |
+495 |
Jul00 |
000111 |
6.21 |
6.22 |
6.08 |
6.08 |
-0.17 |
1,254 |
28,791 |
-234 |
Oct00 |
000111 |
6.47 |
6.47 |
6.36 |
6.36 |
-0.15 |
554 |
11,100 |
-14 |
Mar01 |
000111 |
6.53 |
6.53 |
6.45 |
6.45 |
-0.10 |
361 |
8,421 |
+204 |
Total Volume and Open Interest |
11,485 |
179,960 |
-2,061 |
London Cocoa(LCE) |
Mar00 |
000111 |
560 |
564 |
557 |
564 |
-1 |
2,022 |
56,042 |
+20 |
May00 |
000111 |
586 |
593 |
585 |
592 |
-1 |
827 |
35,523 |
+299 |
Jul00 |
000111 |
604 |
607 |
600 |
607 |
-2 |
843 |
18,717 |
-14 |
Sep00 |
000111 |
623 |
624 |
617 |
624 |
-2 |
641 |
21,983 |
+256 |
Dec00 |
000111 |
643 |
647 |
643 |
647 |
-2 |
864 |
15,194 |
+57 |
Mar01 |
000111 |
669 |
669 |
669 |
669 |
-1 |
395 |
10,223 |
+253 |
May01 |
000111 |
686 |
686 |
686 |
686 |
-1 |
0 |
5,006 |
+0 |
Total Volume and Open Interest |
5,592 |
167,087 |
+871 |
London Coffee(LCE) |
Jan00 |
000111 |
1515.00 |
1515.00 |
1500.00 |
1510.00 |
-19.00 |
106 |
11,975 |
-88 |
Mar00 |
000111 |
1190.00 |
1190.00 |
1162.00 |
1170.00 |
-34.00 |
5,342 |
31,190 |
+549 |
May00 |
000111 |
1197.00 |
1200.00 |
1180.00 |
1187.00 |
-31.00 |
1,213 |
8,928 |
-138 |
Jul00 |
000111 |
1210.00 |
1210.00 |
1198.00 |
1203.00 |
-32.00 |
55 |
5,351 |
+32 |
Sep00 |
000111 |
1225.00 |
1225.00 |
1220.00 |
1223.00 |
-32.00 |
7 |
1,295 |
+6 |
Nov00 |
000111 |
1250.00 |
1250.00 |
1240.00 |
1243.00 |
-32.00 |
0 |
667 |
+0 |
Total Volume and Open Interest |
6,723 |
59,452 |
+361 |
London Sugar(LCE) |
Mar00 |
000111 |
172.50 |
173.20 |
170.00 |
170.30 |
-2.60 |
1,475 |
18,647 |
-746 |
May00 |
000111 |
177.30 |
177.70 |
175.10 |
175.20 |
-2.40 |
921 |
9,566 |
+364 |
Aug00 |
000111 |
183.00 |
183.20 |
180.10 |
180.70 |
-2.10 |
220 |
7,047 |
+212 |
Oct00 |
000111 |
185.30 |
185.30 |
185.30 |
185.30 |
-1.80 |
0 |
4,592 |
+0 |
Dec00 |
000111 |
189.60 |
189.60 |
189.60 |
189.60 |
+1.90 |
0 |
87 |
+0 |
Total Volume and Open Interest |
2,616 |
40,009 |
-170 |
Cotton(NYBOT) |
Mar00 |
000111 |
53.60 |
54.20 |
53.31 |
54.18 |
+0.62 |
8,349 |
28,135 |
-1,287 |
May00 |
000111 |
54.95 |
55.60 |
54.75 |
55.56 |
+0.69 |
2,022 |
13,288 |
-272 |
Jul00 |
000111 |
56.20 |
56.70 |
56.00 |
56.70 |
+0.60 |
1,422 |
8,860 |
+227 |
Oct00 |
000111 |
57.80 |
58.30 |
57.80 |
58.30 |
+0.55 |
3 |
438 |
+1 |
Dec00 |
000111 |
58.20 |
59.00 |
57.95 |
58.99 |
+0.79 |
338 |
4,080 |
+42 |
Mar01 |
000111 |
59.40 |
60.12 |
59.40 |
60.12 |
+0.72 |
101 |
417 |
+66 |
Total Volume and Open Interest |
12,235 |
55,412 |
-1,223 |
Lumber(CME) |
Jan00 |
000111 |
355.5 |
357.3 |
353.0 |
355.0 |
-1.0 |
259 |
750 |
-100 |
Mar00 |
000111 |
351.8 |
353.9 |
349.3 |
351.7 |
+1.6 |
611 |
1,718 |
+62 |
May00 |
000111 |
342.1 |
342.8 |
340.4 |
341.9 |
+1.0 |
95 |
540 |
+16 |
Jul00 |
000111 |
339.6 |
339.7 |
339.0 |
339.2 |
+0.1 |
8 |
181 |
+4 |
Total Volume and Open Interest |
988 |
3,254 |
-7 |
Crude Oil(NYM) |
Feb00 |
000111 |
24.95 |
25.80 |
24.91 |
25.77 |
+1.10 |
68,901 |
114,426 |
-2,151 |
Mar00 |
000111 |
24.40 |
25.15 |
24.40 |
25.11 |
+0.98 |
7,416 |
86,512 |
+4,695 |
Apr00 |
000111 |
23.92 |
24.54 |
23.90 |
24.44 |
+0.82 |
115 |
44,622 |
-113 |
May00 |
000111 |
23.40 |
23.84 |
23.40 |
23.84 |
+0.71 |
5,838 |
27,773 |
+1,103 |
Jun00 |
000111 |
22.94 |
23.45 |
22.90 |
23.28 |
+0.64 |
3,411 |
52,449 |
+251 |
Jul00 |
000111 |
22.38 |
22.77 |
22.38 |
22.77 |
+0.60 |
1,909 |
33,289 |
+978 |
Aug00 |
000111 |
21.95 |
22.33 |
21.95 |
22.33 |
+0.57 |
1,207 |
17,024 |
+348 |
Sep00 |
000111 |
21.70 |
21.96 |
21.55 |
21.96 |
+0.54 |
792 |
14,793 |
+178 |
Oct00 |
000111 |
21.29 |
21.61 |
21.24 |
21.61 |
+0.50 |
285 |
12,870 |
-32 |
Nov00 |
000111 |
20.99 |
21.28 |
20.99 |
21.28 |
+0.46 |
268 |
9,510 |
+222 |
Total Volume and Open Interest |
94,382 |
525,849 |
+5,796 |
Heating Oil(NYM) |
Feb00 |
000111 |
65.40 |
66.80 |
65.15 |
66.75 |
+2.03 |
20,721 |
46,824 |
-4,067 |
Mar00 |
000111 |
63.80 |
65.25 |
63.60 |
65.11 |
+2.04 |
9,671 |
21,227 |
+1,037 |
Apr00 |
000111 |
61.80 |
62.96 |
61.50 |
62.96 |
+1.99 |
2,854 |
8,796 |
-169 |
May00 |
000111 |
59.50 |
60.66 |
59.50 |
60.66 |
+1.84 |
38,993 |
133,557 |
-2,699 |
Jun00 |
000111 |
58.00 |
58.86 |
58.00 |
58.86 |
+1.74 |
38,993 |
133,557 |
-2,699 |
Jul00 |
000111 |
56.80 |
58.06 |
56.80 |
58.06 |
+1.59 |
1,142 |
12,831 |
-29 |
Aug00 |
000111 |
57.20 |
57.71 |
57.10 |
57.71 |
+1.44 |
878 |
4,986 |
+178 |
Sep00 |
000111 |
57.00 |
58.06 |
57.00 |
58.06 |
+1.39 |
254 |
3,922 |
+38 |
Oct00 |
000111 |
58.36 |
58.36 |
58.36 |
58.36 |
+1.34 |
17 |
2,222 |
+0 |
Nov00 |
000111 |
58.45 |
58.71 |
58.45 |
58.71 |
+1.29 |
0 |
1,300 |
+0 |
Total Volume and Open Interest |
38,993 |
133,557 |
-2,699 |
Unleaded Gas(NYM) |
Feb00 |
000111 |
67.60 |
68.80 |
67.40 |
68.72 |
+1.76 |
15,145 |
33,529 |
-2,951 |
Mar00 |
000111 |
67.90 |
69.00 |
67.65 |
68.90 |
+1.69 |
7,670 |
17,056 |
-386 |
Apr00 |
000111 |
71.20 |
72.00 |
70.95 |
71.95 |
+1.47 |
2,615 |
16,404 |
+235 |
May00 |
000111 |
70.60 |
71.30 |
70.60 |
71.30 |
+1.39 |
1,031 |
6,771 |
+230 |
Jun00 |
000111 |
70.00 |
70.30 |
70.00 |
70.30 |
+1.35 |
589 |
2,837 |
-157 |
Jul00 |
000111 |
68.25 |
68.80 |
68.25 |
68.80 |
+1.32 |
1,079 |
4,661 |
+374 |
Aug00 |
000111 |
66.30 |
66.80 |
66.30 |
66.80 |
+1.27 |
820 |
1,906 |
+82 |
Sep00 |
000111 |
64.50 |
64.65 |
64.50 |
64.65 |
+1.17 |
1,005 |
3,372 |
+330 |
Total Volume and Open Interest |
29,954 |
86,536 |
-2,243 |
Natural Gas(NYM) |
Feb00 |
000111 |
2.250 |
2.265 |
2.205 |
2.260 |
+0.044 |
28,916 |
54,435 |
+288 |
Mar00 |
000111 |
2.265 |
2.295 |
2.245 |
2.290 |
+0.037 |
9,452 |
35,506 |
+1,709 |
Apr00 |
000111 |
2.290 |
2.310 |
2.270 |
2.308 |
+0.035 |
2,509 |
20,033 |
-14 |
May00 |
000111 |
2.300 |
2.326 |
2.290 |
2.326 |
+0.033 |
1,126 |
14,982 |
-8 |
Jun00 |
000111 |
2.320 |
2.346 |
2.315 |
2.346 |
+0.031 |
1,314 |
14,103 |
-351 |
Jul00 |
000111 |
2.340 |
2.369 |
2.340 |
2.369 |
+0.029 |
206 |
12,415 |
-93 |
Aug00 |
000111 |
2.370 |
2.392 |
2.365 |
2.392 |
+0.027 |
523 |
11,840 |
-26 |
Sep00 |
000111 |
2.390 |
2.409 |
2.385 |
2.409 |
+0.024 |
348 |
9,782 |
+161 |
Total Volume and Open Interest |
48,374 |
262,343 |
+2,311 |
Brent Crude Oil(IPE) |
Feb00 |
000111 |
23.90 |
24.67 |
23.83 |
24.62 |
+0.84 |
26,388 |
46,789 |
+2,864 |
Mar00 |
000111 |
23.25 |
24.06 |
23.20 |
24.00 |
+0.82 |
24,042 |
71,783 |
+3,364 |
Apr00 |
000111 |
22.80 |
23.50 |
22.63 |
23.45 |
+0.75 |
6,759 |
29,051 |
+23 |
May00 |
000111 |
22.10 |
22.72 |
22.02 |
22.72 |
+0.92 |
3,131 |
16,892 |
+1,543 |
Jun00 |
000111 |
21.50 |
22.12 |
21.45 |
22.12 |
+0.92 |
2,048 |
23,987 |
-1 |
Jul00 |
000111 |
21.00 |
21.65 |
21.00 |
21.65 |
+0.95 |
1,255 |
14,660 |
+753 |
Aug00 |
000111 |
20.70 |
21.26 |
20.65 |
21.26 |
+0.81 |
545 |
4,448 |
+320 |
Sep00 |
000111 |
20.34 |
20.95 |
20.34 |
20.95 |
+1.02 |
370 |
3,058 |
+215 |
Total Volume and Open Interest |
66,360 |
257,855 |
+10,168 |
Gas Oil(IPE) |
Jan00 |
000111 |
200.00 |
203.00 |
199.00 |
201.50 |
+5.50 |
17,410 |
18,175 |
-3,241 |
Feb00 |
000111 |
196.50 |
198.25 |
196.50 |
198.25 |
+5.25 |
19,159 |
39,369 |
+2,522 |
Mar00 |
000111 |
193.00 |
194.00 |
192.50 |
194.00 |
+4.25 |
6,383 |
13,780 |
+1,743 |
Apr00 |
000111 |
188.00 |
189.25 |
187.50 |
188.75 |
+4.00 |
2,657 |
6,764 |
+1,587 |
May00 |
000111 |
182.50 |
184.00 |
182.50 |
184.00 |
+4.50 |
1,578 |
4,174 |
+368 |
Jun00 |
000111 |
178.00 |
179.50 |
177.75 |
179.50 |
+4.25 |
1,247 |
9,922 |
+496 |
Jul00 |
000111 |
176.25 |
177.25 |
176.00 |
177.25 |
+4.00 |
1,017 |
7,266 |
-247 |
Aug00 |
000111 |
174.75 |
176.25 |
174.75 |
176.25 |
+3.50 |
261 |
3,886 |
+156 |
Total Volume and Open Interest |
50,067 |
116,920 |
+3,489 |
US Dollar Index(NYBOT) |
Mar00 |
000111 |
100.61 |
100.77 |
100.16 |
100.26 |
-0.39 |
232 |
7,815 |
+95 |
Jun00 |
000111 |
99.94 |
99.94 |
99.94 |
99.94 |
-0.39 |
1 |
2,020 |
+1 |
Sep00 |
000111 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.39 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,849 |
9,739 |
+1,721 |
Australian Dollar(IMM) |
Mar00 |
000111 |
65.55 |
65.95 |
65.50 |
65.88 |
+0.18 |
2,060 |
29,075 |
+1,693 |
Jun00 |
000111 |
65.93 |
65.93 |
65.93 |
65.93 |
+0.18 |
1 |
14 |
+0 |
Sep00 |
000111 |
65.98 |
65.98 |
65.98 |
65.98 |
+0.18 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,066 |
29,097 |
+1,693 |
British Pound(IMM) |
Mar00 |
000111 |
164.14 |
164.90 |
164.10 |
164.80 |
+1.12 |
4,881 |
35,401 |
+294 |
Jun00 |
000111 |
164.00 |
164.80 |
164.00 |
164.74 |
+1.12 |
3 |
7 |
+0 |
Sep00 |
000111 |
164.66 |
164.66 |
164.66 |
164.66 |
+1.12 |
1 |
1 |
+0 |
Total Volume and Open Interest |
4,885 |
35,409 |
+294 |
Canadian Dollar(IMM) |
Mar00 |
000111 |
68.71 |
68.83 |
68.69 |
68.79 |
-0.04 |
5,061 |
54,458 |
+18 |
Jun00 |
000111 |
68.85 |
68.98 |
68.85 |
68.94 |
-0.04 |
66 |
5,486 |
+6 |
Sep00 |
000111 |
68.98 |
69.10 |
68.98 |
69.06 |
-0.04 |
1 |
1,263 |
+1 |
Dec00 |
000111 |
69.05 |
69.20 |
69.05 |
69.17 |
-0.04 |
27 |
514 |
+12 |
Total Volume and Open Interest |
5,193 |
61,755 |
+59 |
Japanese Yen(IMM) |
Mar00 |
000111 |
95.20 |
95.60 |
94.98 |
95.35 |
-0.71 |
14,366 |
74,958 |
+181 |
Jun00 |
000111 |
96.73 |
97.10 |
96.67 |
96.92 |
-0.71 |
154 |
3,197 |
-158 |
Sep00 |
000111 |
98.47 |
98.47 |
98.47 |
98.47 |
-0.71 |
77 |
244 |
-175 |
Total Volume and Open Interest |
14,598 |
78,406 |
-152 |
Swiss Franc(IMM) |
Mar00 |
000111 |
64.22 |
64.64 |
64.21 |
64.59 |
+0.38 |
8,801 |
45,795 |
+1,569 |
Jun00 |
000111 |
64.94 |
65.37 |
64.94 |
65.32 |
+0.38 |
95 |
201 |
+9 |
Sep00 |
000111 |
65.99 |
65.99 |
65.99 |
65.99 |
+0.38 |
4 |
32 |
+0 |
Total Volume and Open Interest |
8,900 |
46,028 |
+1,578 |
EuroFX(IMM) |
Mar00 |
000111 |
103.09 |
103.80 |
103.07 |
103.73 |
+0.69 |
14,380 |
59,664 |
+3,608 |
Jun00 |
000111 |
104.44 |
104.45 |
104.44 |
104.44 |
+0.69 |
10 |
176 |
+10 |
Sep00 |
000111 |
105.09 |
105.09 |
105.09 |
105.09 |
+0.69 |
0 |
97 |
+0 |
Total Volume and Open Interest |
14,401 |
59,951 |
+3,628 |
Mexican Peso(IMM) |
Mar00 |
000111 |
10335.0 |
10358.0 |
10300.0 |
10305.0 |
-65.0 |
5,265 |
13,507 |
+829 |
Jun00 |
000111 |
10015.0 |
10015.0 |
9975.0 |
9975.0 |
-60.0 |
391 |
2,194 |
+2 |
Total Volume and Open Interest |
5,687 |
15,960 |
+851 |
30-Year T-Bonds(CBOT) |
Mar00 |
000111 |
90~18 |
90~21 |
89~15 |
89~19 |
-0~31 |
203,077 |
571,121 |
+3,783 |
Jun00 |
000111 |
90~10 |
90~10 |
89~05 |
89~08 |
-1~00 |
2,100 |
29,859 |
+1,646 |
Sep00 |
000111 |
89~05 |
89~06 |
88~31 |
88~31 |
-1~00 |
75 |
609 |
+2 |
Total Volume and Open Interest |
205,252 |
601,628 |
+5,431 |
Municipal Bonds(CBOT) |
Mar00 |
000111 |
91~05 |
91~14 |
90~25 |
90~30 |
-0~20 |
621 |
21,054 |
+71 |
Jun00 |
000111 |
90~05 |
90~05 |
90~05 |
90~05 |
-0~20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
621 |
21,055 |
+71 |
10-Year T-Notes(CBOT) |
Mar00 |
000111 |
95~110 |
95~130 |
94~165 |
94~180 |
-0~250 |
69,161 |
539,212 |
-2,995 |
Jun00 |
000111 |
94~260 |
94~260 |
94~100 |
94~100 |
-0~250 |
925 |
9,816 |
+498 |
Total Volume and Open Interest |
70,086 |
549,028 |
-2,497 |
5-Year T-Notes(CBOT) |
Mar00 |
000111 |
97~175 |
97~185 |
97~090 |
97~100 |
-0~130 |
36,192 |
347,133 |
+4,179 |
Jun00 |
000111 |
97~070 |
97~070 |
97~000 |
97~010 |
-0~130 |
100 |
2,736 |
+100 |
Total Volume and Open Interest |
36,292 |
349,869 |
+4,279 |
2 Year T-Notes(CBOT) |
Mar00 |
000111 |
99~006 |
99~006 |
98~121 |
98~123 |
-0~019 |
568 |
32,569 |
+168 |
Jun00 |
000111 |
98~103 |
98~103 |
98~103 |
98~103 |
-0~019 |
|
|
|
Total Volume and Open Interest |
568 |
32,569 |
+168 |
3-Mth T-Bills(IMM) |
Mar00 |
000111 |
94.50 |
94.50 |
94.46 |
94.47 |
-0.03 |
90 |
2,392 |
-1 |
Total Volume and Open Interest |
45 |
2,392 |
-1 |
Eurodollars(IMM) |
Mar00 |
000111 |
93.775 |
93.775 |
93.750 |
93.755 |
-0.035 |
26,361 |
506,105 |
-1,933 |
Jun00 |
000111 |
93.445 |
93.450 |
93.400 |
93.410 |
-0.070 |
38,331 |
469,593 |
-1,890 |
Sep00 |
000111 |
93.210 |
93.215 |
93.150 |
93.160 |
-0.085 |
37,156 |
349,435 |
-3,264 |
Dec00 |
000111 |
93.005 |
93.005 |
92.940 |
92.945 |
-0.095 |
19,475 |
271,737 |
-2,586 |
Mar01 |
000111 |
92.970 |
92.975 |
92.915 |
92.920 |
-0.095 |
10,779 |
213,935 |
+1,907 |
Jun01 |
000111 |
92.880 |
92.885 |
92.820 |
92.825 |
-0.100 |
8,241 |
165,599 |
-168 |
Sep01 |
000111 |
92.820 |
92.830 |
92.765 |
92.770 |
-0.100 |
6,947 |
118,495 |
+31 |
Dec01 |
000111 |
92.750 |
92.750 |
92.680 |
92.690 |
-0.110 |
3,647 |
97,847 |
+145 |
Mar02 |
000111 |
92.780 |
92.780 |
92.715 |
92.720 |
-0.110 |
4,397 |
91,565 |
-707 |
Jun02 |
000111 |
92.770 |
92.770 |
92.705 |
92.705 |
-0.115 |
4,477 |
68,801 |
-87 |
Sep02 |
000111 |
92.760 |
92.760 |
92.695 |
92.695 |
-0.115 |
3,564 |
63,720 |
-960 |
Dec02 |
000111 |
92.700 |
92.705 |
92.635 |
92.635 |
-0.115 |
2,868 |
62,219 |
-655 |
Total Volume and Open Interest |
185,760 |
2,922,582 |
-13,916 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000111 |
99.82 |
99.82 |
99.81 |
99.82 |
unch |
1,199 |
20,393 |
-515 |
Jun00 |
000111 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
624 |
14,828 |
-334 |
Sep00 |
000111 |
99.53 |
99.53 |
99.51 |
99.51 |
-0.02 |
929 |
12,123 |
+844 |
Dec00 |
000111 |
99.36 |
99.36 |
99.35 |
99.35 |
-0.01 |
562 |
6,103 |
+156 |
Mar01 |
000111 |
99.25 |
99.25 |
99.24 |
99.24 |
-0.01 |
586 |
7,891 |
-266 |
Jun01 |
000111 |
99.13 |
99.13 |
99.11 |
99.11 |
-0.02 |
668 |
3,846 |
+153 |
Sep01 |
000111 |
98.98 |
98.98 |
98.96 |
98.96 |
-0.03 |
225 |
4,511 |
-660 |
Dec01 |
000111 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.03 |
0 |
107 |
+0 |
Mar02 |
000111 |
98.77 |
98.77 |
98.77 |
98.77 |
unch |
0 |
179 |
+0 |
Jun02 |
000111 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
0 |
49 |
+0 |
Total Volume and Open Interest |
4,793 |
70,030 |
-622 |
3-Mth Euro-Yen(SIMEX) |
Mar00 |
000111 |
99.83 |
99.83 |
99.81 |
99.82 |
-0.01 |
503 |
122,679 |
-154 |
Jun00 |
000111 |
99.71 |
99.71 |
99.70 |
99.71 |
-0.01 |
395 |
102,946 |
+1,861 |
Sep00 |
000111 |
99.52 |
99.54 |
99.51 |
99.54 |
-0.01 |
597 |
63,118 |
-943 |
Dec00 |
000111 |
99.36 |
99.36 |
99.35 |
99.36 |
-0.03 |
214 |
36,211 |
+317 |
Mar01 |
000111 |
99.24 |
99.26 |
99.23 |
99.25 |
-0.03 |
470 |
39,488 |
+336 |
Jun01 |
000111 |
99.12 |
99.14 |
99.11 |
99.13 |
-0.02 |
948 |
34,441 |
+1,493 |
Sep01 |
000111 |
98.97 |
99.00 |
98.97 |
98.98 |
-0.02 |
172 |
17,601 |
+765 |
Dec01 |
000111 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.02 |
0 |
1,411 |
+0 |
Total Volume and Open Interest |
3,299 |
421,105 |
+3,975 |
German Euro-Bund(EUREX) |
Mar00 |
000111 |
103.68 |
103.72 |
102.66 |
102.76 |
-0.89 |
|
|
|
Jun00 |
000111 |
102.72 |
102.74 |
101.90 |
101.90 |
-0.89 |
|
|
|
Sep00 |
000111 |
101.24 |
101.24 |
101.24 |
101.24 |
-0.89 |
|
|
|
Total Volume and Open Interest |
572,560 |
638,842 |
+55,262 |
German Euro-Bobl(EUREX) |
Mar00 |
000111 |
103.55 |
103.56 |
103.03 |
103.07 |
-0.46 |
|
|
|
Jun00 |
000111 |
102.49 |
102.49 |
102.49 |
102.49 |
-0.44 |
|
|
|
Sep00 |
000111 |
101.99 |
101.99 |
101.99 |
101.99 |
-0.49 |
|
|
|
Total Volume and Open Interest |
260,735 |
380,092 |
+25,655 |
Long Gilt(LIFFE) |
Mar00 |
000111 |
109~26 |
109~31 |
109~04 |
109~10 |
-0~23 |
16,131 |
58,255 |
-203 |
Jun00 |
000111 |
110~00 |
110~00 |
109~26 |
110~00 |
-0~22 |
|
|
|
Total Volume and Open Interest |
18,381 |
58,255 |
-203 |
3-Mth Short Sterling(LIFFE) |
Mar00 |
000111 |
93.53 |
93.55 |
93.52 |
93.52 |
-0.02 |
17,320 |
177,673 |
+2,380 |
Jun00 |
000111 |
93.16 |
93.17 |
93.11 |
93.13 |
-0.03 |
9,243 |
154,446 |
-1,684 |
Sep00 |
000111 |
92.90 |
92.92 |
92.87 |
92.88 |
-0.05 |
8,560 |
105,769 |
-1,022 |
Total Volume and Open Interest |
48,048 |
725,558 |
-1,572 |
3-Mth Euribor(LIFFE) |
Mar00 |
000111 |
96.390 |
96.395 |
96.360 |
96.370 |
-0.010 |
39,936 |
336,600 |
-1,415 |
Jun00 |
000111 |
96.025 |
96.035 |
95.970 |
95.975 |
-0.050 |
39,938 |
234,035 |
-1,155 |
Sep00 |
000111 |
95.760 |
95.760 |
95.675 |
95.695 |
-0.065 |
34,846 |
184,834 |
-9 |
Total Volume and Open Interest |
186,222 |
1,195,924 |
-4,921 |
3-Mth Aus T-Bills(SFE) |
Mar00 |
000111 |
93.93 |
93.93 |
93.90 |
93.93 |
-0.02 |
1,713 |
0 |
+0 |
Jun00 |
000111 |
93.40 |
93.41 |
93.36 |
93.41 |
-0.02 |
598 |
0 |
+0 |
Sep00 |
000111 |
93.03 |
93.04 |
93.01 |
93.04 |
-0.03 |
2,273 |
0 |
+0 |
Dec00 |
000111 |
92.75 |
92.77 |
92.75 |
92.77 |
-0.03 |
1,727 |
0 |
+0 |
Mar01 |
000111 |
92.58 |
92.60 |
92.57 |
92.60 |
-0.04 |
470 |
0 |
+0 |
Jun01 |
000111 |
92.43 |
92.46 |
92.43 |
92.46 |
-0.04 |
155 |
0 |
+0 |
Sep01 |
000111 |
92.33 |
92.36 |
92.31 |
92.36 |
-0.04 |
42 |
0 |
+0 |
Dec01 |
000111 |
92.23 |
92.27 |
92.22 |
92.27 |
-0.04 |
375 |
0 |
+0 |
Mar02 |
000111 |
92.18 |
92.22 |
92.18 |
92.22 |
-0.03 |
7 |
0 |
+0 |
Jun02 |
000111 |
92.14 |
92.20 |
92.14 |
92.20 |
-0.01 |
48 |
0 |
+0 |
Total Volume and Open Interest |
7,468 |
412,986 |
+9,535 |
10-Year Aus T-Bonds(SFE) |
Mar00 |
000111 |
92.78 |
92.79 |
92.64 |
92.68 |
-0.12 |
25,199 |
0 |
+0 |
Jun00 |
000111 |
92.86 |
92.86 |
92.86 |
92.86 |
-0.06 |
|
|
|
Total Volume and Open Interest |
23,568 |
136,663 |
+16,630 |
3-Year Aus T-Bonds(SFE) |
Mar00 |
000111 |
93.10 |
93.11 |
93.05 |
93.10 |
-0.05 |
33,198 |
0 |
+0 |
Jun00 |
000111 |
93.20 |
93.20 |
93.20 |
93.20 |
-0.05 |
|
|
|
Total Volume and Open Interest |
33,198 |
245,515 |
+23,988 |
Gold(CMX) |
Feb00 |
000111 |
282.2 |
285.3 |
281.9 |
284.4 |
+1.7 |
11,266 |
64,731 |
-2,047 |
Apr00 |
000111 |
284.1 |
287.5 |
284.0 |
286.5 |
+1.8 |
966 |
17,684 |
+397 |
Jun00 |
000111 |
286.2 |
289.7 |
286.1 |
288.7 |
+1.9 |
436 |
23,842 |
+396 |
Aug00 |
000111 |
290.6 |
291.0 |
290.6 |
291.0 |
+1.9 |
71 |
10,547 |
+9 |
Oct00 |
000111 |
293.2 |
293.2 |
293.2 |
293.2 |
+1.9 |
19 |
3,173 |
-19 |
Dec00 |
000111 |
293.5 |
295.6 |
293.5 |
295.5 |
+1.9 |
14 |
14,411 |
-10 |
Total Volume and Open Interest |
12,920 |
156,956 |
-1,274 |
Silver(CMX) |
Mar00 |
000111 |
520.0 |
522.0 |
519.0 |
519.5 |
+0.5 |
5,375 |
53,945 |
+82 |
May00 |
000111 |
523.5 |
524.0 |
522.0 |
522.0 |
+0.6 |
565 |
5,544 |
+359 |
Jul00 |
000111 |
523.5 |
523.5 |
522.9 |
522.9 |
+0.6 |
23 |
3,582 |
+14 |
Sep00 |
000111 |
524.0 |
524.0 |
524.0 |
524.0 |
+0.6 |
0 |
1,405 |
+0 |
Dec00 |
000111 |
529.0 |
529.0 |
524.5 |
524.5 |
+0.6 |
27 |
4,940 |
+9 |
Total Volume and Open Interest |
6,054 |
73,071 |
+512 |
Platinum(NYM) |
Jan00 |
000111 |
415.0 |
415.0 |
413.0 |
413.0 |
-2.0 |
24 |
406 |
-49 |
Apr00 |
000111 |
397.5 |
400.5 |
395.5 |
398.0 |
-0.5 |
469 |
8,877 |
-79 |
Jul00 |
000111 |
393.0 |
393.0 |
391.5 |
392.0 |
+0.5 |
5 |
682 |
+12 |
Oct00 |
000111 |
392.0 |
392.0 |
392.0 |
392.0 |
+0.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
498 |
9,969 |
-116 |
Palladium(NYME) |
Mar00 |
000111 |
452.00 |
452.00 |
447.50 |
449.40 |
-2.55 |
143 |
2,793 |
+3 |
Jun00 |
000111 |
445.40 |
445.40 |
445.40 |
445.40 |
-2.55 |
2 |
102 |
+2 |
Total Volume and Open Interest |
145 |
2,895 |
+5 |
Copper(CMX) |
Mar00 |
000111 |
84.65 |
85.10 |
84.20 |
84.35 |
-0.30 |
7,127 |
49,005 |
-563 |
May00 |
000111 |
85.60 |
85.70 |
85.20 |
85.20 |
-0.25 |
200 |
5,353 |
+21 |
Jul00 |
000111 |
86.40 |
86.40 |
85.70 |
85.75 |
-0.20 |
126 |
4,397 |
+9 |
Sep00 |
000111 |
86.90 |
86.90 |
86.30 |
86.30 |
-0.20 |
33 |
3,907 |
+5 |
Dec00 |
000111 |
86.95 |
86.95 |
86.95 |
86.95 |
-0.20 |
306 |
3,444 |
+126 |
Total Volume and Open Interest |
8,388 |
77,711 |
-557 |
DJIA Index(CBOT) |
Mar00 |
000111 |
11645 |
11765 |
11602 |
11621 |
-81 |
14,084 |
12,764 |
-41 |
Jun00 |
000111 |
11800 |
11910 |
11745 |
11761 |
-81 |
21 |
763 |
+2 |
Sep00 |
000111 |
11910 |
11910 |
11910 |
11910 |
-80 |
3 |
256 |
+3 |
Dec00 |
000111 |
12180 |
12180 |
12071 |
12071 |
-79 |
17 |
216 |
+8 |
Total Volume and Open Interest |
14,125 |
13,999 |
-28 |
S & P 500(CME) |
Mar00 |
000111 |
1467.00 |
1471.40 |
1446.50 |
1454.30 |
-20.70 |
83,819 |
354,438 |
+70 |
Jun00 |
000111 |
1483.50 |
1490.00 |
1468.50 |
1472.90 |
-20.90 |
466 |
8,611 |
+18 |
Sep00 |
000111 |
1505.00 |
1509.70 |
1490.70 |
1492.70 |
-21.00 |
142 |
2,378 |
+22 |
Dec00 |
000111 |
1513.50 |
1513.50 |
1512.00 |
1513.50 |
-21.50 |
589 |
2,280 |
+152 |
Total Volume and Open Interest |
85,023 |
367,886 |
+264 |
S & P 500 E-Mini(Globex) |
Mar00 |
000111 |
1473.75 |
1475.00 |
1447.00 |
1454.25 |
-20.75 |
59,343 |
16,060 |
+742 |
Jun00 |
000111 |
1461.00 |
1484.50 |
1459.00 |
1473.00 |
-20.75 |
0 |
20 |
-1 |
Total Volume and Open Interest |
59,343 |
16,080 |
+741 |
NASDAQ 100(CME) |
Mar00 |
000111 |
3719.00 |
3755.00 |
3538.00 |
3575.00 |
-195.00 |
20,435 |
24,566 |
+1,183 |
Jun00 |
000111 |
3625.00 |
3625.00 |
3625.00 |
3625.00 |
-195.00 |
2 |
61 |
-1 |
Sep00 |
000111 |
3675.00 |
3675.00 |
3675.00 |
3675.00 |
-50.50 |
1 |
1 |
+0 |
Total Volume and Open Interest |
20,437 |
24,628 |
+1,182 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar00 |
000111 |
3765.0 |
3766.0 |
3542.0 |
3575.0 |
-195.0 |
15,742 |
8,595 |
+240 |
Jun00 |
000111 |
3680.0 |
3680.0 |
3625.0 |
3625.0 |
-195.0 |
1 |
5 |
+0 |
Total Volume and Open Interest |
15,743 |
8,600 |
+240 |
NYSE Composite(NYBOT) |
Mar00 |
000111 |
649.00 |
652.25 |
644.75 |
646.55 |
-6.00 |
966 |
1,792 |
+39 |
Jun00 |
000111 |
655.50 |
655.50 |
654.30 |
654.30 |
-6.00 |
0 |
1,690 |
+0 |
Sep00 |
000111 |
662.05 |
662.05 |
662.05 |
662.05 |
-6.00 |
|
|
|
Total Volume and Open Interest |
0 |
3,665 |
+0 |
S & P Midcap 400(CME) |
Mar00 |
000111 |
452.00 |
452.00 |
441.00 |
442.60 |
-10.70 |
1,578 |
12,696 |
+159 |
Jun00 |
000111 |
447.85 |
447.85 |
447.25 |
447.85 |
-10.70 |
|
|
|
Sep00 |
000111 |
449.95 |
449.95 |
449.35 |
449.95 |
-10.70 |
|
|
|
Total Volume and Open Interest |
1,578 |
12,696 |
+159 |
Russell 2000(CME) |
Mar00 |
000111 |
504.00 |
506.00 |
495.00 |
495.15 |
-10.85 |
2,440 |
13,722 |
+33 |
Jun00 |
000111 |
497.15 |
497.15 |
497.15 |
497.15 |
-10.85 |
|
|
|
Sep00 |
000111 |
501.15 |
501.15 |
501.15 |
501.15 |
-10.85 |
|
|
|
Total Volume and Open Interest |
2,440 |
13,722 |
+33 |
Value Line(KCBT) |
Mar00 |
000111 |
1029.00 |
1035.00 |
1017.00 |
1018.00 |
-16.00 |
32 |
287 |
-14 |
Total Volume and Open Interest |
32 |
287 |
-14 |
Nikkei 225(CME) |
Mar00 |
000111 |
18710 |
18775 |
18550 |
18575 |
-90 |
1,886 |
17,951 |
+647 |
Jun00 |
000111 |
18535 |
18675 |
18535 |
18535 |
-90 |
0 |
96 |
+0 |
Total Volume and Open Interest |
1,886 |
18,047 |
+647 |
Nikkei 225(SIMEX) |
Mar00 |
000111 |
18750 |
18880 |
18680 |
18815 |
+675 |
20,487 |
0 |
-102,920 |
Jun00 |
000111 |
18745 |
18745 |
18745 |
18745 |
+675 |
|
|
|
Sep00 |
000111 |
18740 |
18740 |
18740 |
18740 |
+675 |
|
|
|
Total Volume and Open Interest |
20,487 |
|
|
CAC 40(MATIF) |
Jan00 |
000111 |
5680.5 |
5713.0 |
5520.0 |
5564.0 |
-109.5 |
44,955 |
124,406 |
-1,917 |
Feb00 |
000111 |
5689.5 |
5700.5 |
5603.0 |
5642.0 |
-44.0 |
103 |
2,771 |
-18 |
Mar00 |
000111 |
5730.0 |
5738.0 |
5605.0 |
5605.0 |
-86.0 |
2,087 |
65,141 |
+564 |
Total Volume and Open Interest |
47,145 |
215,642 |
-1,391 |
DAX Index(EUREX) |
Mar00 |
000111 |
6940.0 |
6981.0 |
6861.0 |
6938.5 |
-21.5 |
54,506 |
140,610 |
+4,445 |
Jun00 |
000111 |
6990.0 |
7030.0 |
6919.0 |
6990.5 |
-22.0 |
658 |
10,035 |
+338 |
Sep00 |
000111 |
7062.5 |
7097.5 |
7013.5 |
7060.0 |
-23.0 |
67 |
1,142 |
+19 |
Total Volume and Open Interest |
55,231 |
151,787 |
+4,802 |
FT-SE 100(LIFFE) |
Mar00 |
000111 |
6653.00 |
6662.50 |
6511.00 |
6511.50 |
-120.50 |
31,942 |
197,684 |
+2,519 |
Jun00 |
000111 |
6608.00 |
6608.00 |
6579.00 |
6608.00 |
-100.00 |
23 |
2,331 |
+0 |
Sep00 |
000111 |
6680.00 |
6680.00 |
6651.00 |
6680.00 |
-100.00 |
0 |
551 |
+0 |
Total Volume and Open Interest |
34,104 |
200,566 |
+2,519 |
SPI 200(SFE) |
Mar00 |
000111 |
3156.0 |
3160.0 |
3130.0 |
3138.0 |
+38.0 |
18,597 |
0 |
+0 |
Jun00 |
000111 |
3158.0 |
3158.0 |
3158.0 |
3158.0 |
+38.0 |
95 |
0 |
+0 |
Sep00 |
000111 |
3177.0 |
3177.0 |
3177.0 |
3177.0 |
+38.0 |
|
|
|
Total Volume and Open Interest |
18,692 |
161,150 |
+16,199 |
GSCI(CME) |
Jan00 |
000111 |
191.65 |
194.25 |
191.50 |
194.25 |
+3.60 |
6,919 |
25,815 |
-5,987 |
Feb00 |
000111 |
190.00 |
193.20 |
190.00 |
193.20 |
+3.45 |
6,597 |
18,436 |
+7,054 |
Mar00 |
000111 |
192.00 |
192.00 |
192.00 |
192.00 |
+4.00 |
0 |
59 |
+0 |
Total Volume and Open Interest |
13,516 |
44,310 |
+1,067 |
Bridge CRB Index(NYBOT) |
Feb00 |
000111 |
203.00 |
203.25 |
202.60 |
203.10 |
+0.65 |
157 |
1,265 |
+81 |
Apr00 |
000111 |
204.00 |
204.50 |
203.75 |
204.50 |
+1.05 |
243 |
862 |
+110 |
Jun00 |
000111 |
206.00 |
206.00 |
206.00 |
206.00 |
+0.55 |
1 |
206 |
+1 |
Total Volume and Open Interest |
783 |
3,559 |
-7 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|