 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue January 18, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar00 |
000118 |
488.00 |
503.00 |
487.50 |
502.25 |
+6.00 |
50,766 |
73,544 |
+1,844 |
May00 |
000118 |
496.50 |
511.25 |
496.00 |
510.50 |
+6.25 |
7,226 |
28,046 |
-230 |
Jul00 |
000118 |
502.00 |
519.00 |
502.00 |
518.50 |
+6.75 |
5,415 |
24,284 |
-510 |
Aug00 |
000118 |
506.00 |
520.00 |
506.00 |
518.50 |
+6.00 |
215 |
3,469 |
-44 |
Sep00 |
000118 |
513.00 |
522.00 |
512.50 |
521.00 |
+8.50 |
116 |
1,002 |
+9 |
Nov00 |
000118 |
515.00 |
529.50 |
515.00 |
527.75 |
+6.00 |
2,438 |
13,355 |
+789 |
Jan01 |
000118 |
521.50 |
534.50 |
521.50 |
534.50 |
+6.50 |
20 |
43 |
+15 |
Total Volume and Open Interest |
67,205 |
143,981 |
+763 |
Soybean Meal(CBOT) |
Mar00 |
000118 |
155.80 |
160.50 |
155.50 |
159.40 |
+0.90 |
27,886 |
53,005 |
+4,773 |
May00 |
000118 |
156.50 |
162.20 |
156.50 |
161.20 |
+1.80 |
8,477 |
26,638 |
+1,339 |
Jul00 |
000118 |
159.00 |
164.20 |
158.40 |
163.70 |
+2.30 |
1,875 |
17,949 |
+326 |
Aug00 |
000118 |
159.50 |
164.60 |
159.00 |
164.10 |
+2.50 |
257 |
5,861 |
+32 |
Sep00 |
000118 |
160.50 |
165.50 |
159.80 |
164.50 |
+2.30 |
200 |
3,379 |
-102 |
Oct00 |
000118 |
161.00 |
165.50 |
160.30 |
164.80 |
+2.80 |
51 |
2,305 |
-1 |
Dec00 |
000118 |
164.00 |
168.20 |
163.20 |
168.00 |
+2.70 |
545 |
7,629 |
+92 |
Jan01 |
000118 |
166.00 |
168.00 |
165.00 |
168.00 |
+2.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
40,497 |
116,876 |
+5,782 |
Soybean Oil(CBOT) |
Mar00 |
000118 |
16.15 |
16.56 |
16.06 |
16.53 |
+0.21 |
15,681 |
61,149 |
-169 |
May00 |
000118 |
16.48 |
16.81 |
16.37 |
16.80 |
+0.16 |
4,114 |
26,206 |
+1,089 |
Jul00 |
000118 |
16.78 |
17.15 |
16.68 |
17.10 |
+0.17 |
1,755 |
20,501 |
+464 |
Aug00 |
000118 |
16.92 |
17.20 |
16.84 |
17.20 |
+0.12 |
25 |
4,868 |
+11 |
Sep00 |
000118 |
17.05 |
17.32 |
16.98 |
17.32 |
+0.14 |
14 |
2,859 |
+12 |
Oct00 |
000118 |
17.20 |
17.42 |
17.10 |
17.42 |
+0.07 |
15 |
3,428 |
+15 |
Dec00 |
000118 |
17.45 |
17.67 |
17.40 |
17.65 |
+0.02 |
416 |
13,400 |
+60 |
Jan01 |
000118 |
17.77 |
17.95 |
17.72 |
17.93 |
-0.02 |
0 |
1,602 |
+0 |
Total Volume and Open Interest |
22,138 |
134,467 |
+1,295 |
Canola(WCE) |
Jan00 |
000118 |
259.6 |
259.6 |
259.6 |
259.6 |
unch |
10 |
27 |
-10 |
Mar00 |
000118 |
260.5 |
262.8 |
259.8 |
261.4 |
+0.4 |
3,480 |
36,025 |
-1,392 |
May00 |
000118 |
264.5 |
266.7 |
264.0 |
265.4 |
+0.4 |
1,912 |
10,597 |
+1,139 |
Jul00 |
000118 |
268.5 |
270.5 |
268.0 |
269.3 |
+0.8 |
303 |
10,449 |
+200 |
Aug00 |
000118 |
272.5 |
272.5 |
272.5 |
272.5 |
+1.0 |
0 |
1,735 |
+0 |
Total Volume and Open Interest |
5,890 |
61,759 |
+16 |
Corn(CBOT) |
Mar00 |
000118 |
216.25 |
220.50 |
215.75 |
220.00 |
+1.00 |
60,021 |
225,217 |
-2,718 |
May00 |
000118 |
223.75 |
228.25 |
223.50 |
227.75 |
+1.00 |
13,685 |
74,418 |
+2,066 |
Jul00 |
000118 |
231.00 |
236.00 |
231.00 |
235.25 |
+1.25 |
12,602 |
82,316 |
+2,793 |
Sep00 |
000118 |
238.50 |
242.25 |
237.75 |
241.25 |
+0.50 |
3,606 |
22,153 |
+1,186 |
Nov00 |
000118 |
243.25 |
246.25 |
243.25 |
246.25 |
+1.00 |
64 |
845 |
+21 |
Dec00 |
000118 |
246.00 |
250.25 |
246.00 |
249.50 |
+0.75 |
10,957 |
46,647 |
+1,788 |
Total Volume and Open Interest |
102,408 |
458,460 |
+6,038 |
Wheat(CBOT) |
Mar00 |
000118 |
262.00 |
265.50 |
261.00 |
264.50 |
-0.50 |
27,429 |
81,333 |
-3,199 |
May00 |
000118 |
273.00 |
276.50 |
272.00 |
275.25 |
-0.75 |
3,490 |
12,042 |
+689 |
Jul00 |
000118 |
284.00 |
287.00 |
282.50 |
285.50 |
-0.75 |
3,742 |
24,397 |
-218 |
Sep00 |
000118 |
293.50 |
297.00 |
292.50 |
295.50 |
-1.00 |
531 |
2,191 |
-91 |
Dec00 |
000118 |
309.00 |
311.50 |
306.50 |
311.00 |
unch |
835 |
4,662 |
+228 |
Total Volume and Open Interest |
36,028 |
124,691 |
-2,591 |
Wheat(KCBT) |
Mar00 |
000118 |
290.00 |
293.50 |
289.50 |
292.00 |
-1.00 |
9,397 |
38,854 |
-825 |
May00 |
000118 |
300.00 |
303.75 |
299.50 |
302.75 |
-0.25 |
1,586 |
10,500 |
+519 |
Jul00 |
000118 |
309.50 |
313.75 |
309.50 |
312.75 |
+0.50 |
1,314 |
12,551 |
+194 |
Sep00 |
000118 |
319.50 |
322.50 |
319.00 |
321.75 |
+0.25 |
197 |
883 |
+110 |
Dec00 |
000118 |
332.00 |
334.50 |
330.00 |
333.50 |
-0.50 |
386 |
1,934 |
+219 |
Total Volume and Open Interest |
12,880 |
64,722 |
+217 |
Wheat(MGE) |
Mar00 |
000118 |
322.00 |
323.75 |
321.00 |
323.00 |
-2.00 |
5,314 |
11,622 |
+50 |
May00 |
000118 |
332.50 |
333.25 |
331.25 |
332.50 |
-2.25 |
1,439 |
5,178 |
+155 |
Jul00 |
000118 |
340.50 |
341.50 |
339.50 |
340.50 |
-1.25 |
706 |
3,023 |
+128 |
Sep00 |
000118 |
347.25 |
349.50 |
347.25 |
348.75 |
-0.75 |
171 |
1,176 |
+53 |
Dec00 |
000118 |
357.25 |
359.00 |
357.25 |
358.25 |
-1.00 |
121 |
538 |
+68 |
Total Volume and Open Interest |
7,751 |
21,575 |
+454 |
Oats(CBOT) |
Mar00 |
000118 |
111.75 |
112.50 |
111.00 |
112.00 |
unch |
736 |
7,523 |
-68 |
May00 |
000118 |
117.25 |
118.00 |
116.75 |
117.75 |
unch |
436 |
3,633 |
+125 |
Jul00 |
000118 |
115.25 |
116.50 |
115.25 |
115.75 |
unch |
247 |
2,303 |
+140 |
Sep00 |
000118 |
119.75 |
120.25 |
119.75 |
120.25 |
+0.25 |
16 |
708 |
+10 |
Total Volume and Open Interest |
1,752 |
15,686 |
+379 |
Rough Rice(CBOT) |
Jan00 |
000118 |
5.35 |
5.35 |
5.30 |
5.30 |
unch |
37 |
446 |
+32 |
Mar00 |
000118 |
5.50 |
5.50 |
5.45 |
5.45 |
-0.03 |
191 |
3,361 |
-7 |
May00 |
000118 |
5.72 |
5.73 |
5.68 |
5.68 |
-0.02 |
67 |
1,704 |
+29 |
Jul00 |
000118 |
5.95 |
5.95 |
5.89 |
5.89 |
-0.03 |
8 |
970 |
+2 |
Total Volume and Open Interest |
304 |
6,605 |
+56 |
Live Cattle(CME) |
Feb00 |
000118 |
70.700 |
70.850 |
70.275 |
70.700 |
-0.125 |
4,994 |
46,171 |
-1,521 |
Apr00 |
000118 |
72.850 |
72.875 |
72.425 |
72.725 |
-0.075 |
3,207 |
47,047 |
+939 |
Jun00 |
000118 |
70.250 |
70.250 |
69.875 |
70.125 |
-0.275 |
1,022 |
19,772 |
+157 |
Aug00 |
000118 |
70.800 |
70.850 |
70.525 |
70.675 |
-0.350 |
653 |
10,514 |
+114 |
Oct00 |
000118 |
72.800 |
72.900 |
72.625 |
72.750 |
-0.350 |
214 |
3,694 |
+172 |
Dec00 |
000118 |
73.600 |
73.750 |
73.550 |
73.725 |
-0.150 |
53 |
3,110 |
+10 |
Total Volume and Open Interest |
10,155 |
132,738 |
-129 |
Feeder Cattle(CME) |
Jan00 |
000118 |
86.350 |
86.500 |
85.900 |
86.275 |
unch |
476 |
3,460 |
-148 |
Mar00 |
000118 |
86.200 |
86.450 |
85.700 |
85.975 |
-0.075 |
1,080 |
10,387 |
+364 |
Apr00 |
000118 |
86.100 |
86.300 |
85.675 |
85.875 |
-0.150 |
370 |
4,371 |
+21 |
May00 |
000118 |
85.900 |
86.150 |
85.600 |
85.800 |
-0.175 |
192 |
4,963 |
-12 |
Aug00 |
000118 |
87.000 |
87.200 |
86.700 |
86.800 |
-0.175 |
116 |
3,859 |
+3,859 |
Sep00 |
000118 |
87.350 |
87.450 |
87.200 |
87.200 |
-0.150 |
93 |
1,267 |
+1,267 |
Oct00 |
000118 |
87.950 |
88.200 |
87.950 |
88.000 |
unch |
72 |
1,015 |
+1,015 |
Total Volume and Open Interest |
2,463 |
29,797 |
+262 |
Lean Hogs(CME) |
Feb00 |
000118 |
55.400 |
55.750 |
55.050 |
55.550 |
-0.600 |
5,237 |
17,155 |
+80 |
Apr00 |
000118 |
57.550 |
58.100 |
57.250 |
58.050 |
+0.200 |
2,382 |
17,053 |
+733 |
Jun00 |
000118 |
65.300 |
65.850 |
65.050 |
65.825 |
-0.075 |
367 |
8,240 |
+72 |
Jul00 |
000118 |
63.950 |
64.750 |
63.700 |
64.750 |
+0.175 |
80 |
2,508 |
+0 |
Aug00 |
000118 |
61.850 |
61.975 |
61.500 |
61.975 |
unch |
57 |
1,708 |
+4 |
Oct00 |
000118 |
57.400 |
57.850 |
57.400 |
57.850 |
-0.025 |
45 |
922 |
+34 |
Dec00 |
000118 |
55.800 |
55.900 |
55.675 |
55.900 |
+0.075 |
2 |
277 |
+2 |
Feb01 |
000118 |
56.600 |
56.600 |
56.600 |
56.600 |
-0.650 |
1 |
22 |
+1 |
Total Volume and Open Interest |
8,171 |
47,891 |
+926 |
Pork Bellies(CME) |
Feb00 |
000118 |
84.600 |
87.000 |
83.900 |
86.950 |
+1.425 |
1,720 |
4,529 |
+192 |
Mar00 |
000118 |
84.100 |
86.200 |
83.100 |
86.000 |
+1.175 |
385 |
923 |
+93 |
May00 |
000118 |
84.600 |
86.000 |
83.700 |
85.975 |
+0.825 |
146 |
521 |
+42 |
Jul00 |
000118 |
82.500 |
84.250 |
82.500 |
84.250 |
+0.750 |
50 |
233 |
+18 |
Aug00 |
000118 |
79.000 |
81.000 |
79.000 |
80.775 |
+0.725 |
8 |
51 |
+3 |
Total Volume and Open Interest |
2,309 |
6,257 |
+348 |
Cocoa(NYBOT) |
Mar00 |
000118 |
835 |
837 |
825 |
828 |
-22 |
4,477 |
40,416 |
-133 |
May00 |
000114 |
894 |
895 |
875 |
878 |
-19 |
1,914 |
18,844 |
+592 |
Jul00 |
000118 |
890 |
892 |
882 |
884 |
-19 |
176 |
8,932 |
-24 |
Sep00 |
000118 |
918 |
919 |
910 |
911 |
-18 |
677 |
13,732 |
+419 |
Dec00 |
000118 |
952 |
952 |
949 |
949 |
-17 |
32 |
6,586 |
+1 |
Mar01 |
000118 |
987 |
987 |
983 |
983 |
-19 |
397 |
5,393 |
+351 |
May01 |
000118 |
1007 |
1007 |
1007 |
1007 |
-19 |
1 |
2,927 |
+1 |
Total Volume and Open Interest |
6,622 |
100,797 |
+884 |
Coffee "C"(NYBOT) |
Mar00 |
000118 |
112.00 |
118.25 |
110.60 |
115.75 |
+3.20 |
10,115 |
30,120 |
+214 |
May00 |
000118 |
115.00 |
120.00 |
113.75 |
118.65 |
+3.30 |
1,477 |
9,222 |
+229 |
Jul00 |
000118 |
117.75 |
124.00 |
116.40 |
121.00 |
+3.40 |
652 |
3,533 |
+139 |
Sep00 |
000118 |
119.00 |
122.65 |
118.00 |
122.65 |
+3.40 |
554 |
3,007 |
+55 |
Dec00 |
000118 |
120.50 |
125.00 |
119.50 |
124.05 |
+3.55 |
283 |
2,310 |
+168 |
Mar01 |
000118 |
126.00 |
126.00 |
125.25 |
125.25 |
+3.75 |
6 |
438 |
+1 |
Total Volume and Open Interest |
13,087 |
48,630 |
+806 |
Orange Juice(NYBOT) |
Mar00 |
000118 |
84.50 |
84.70 |
83.60 |
84.40 |
+0.80 |
1,433 |
16,200 |
+441 |
May00 |
000118 |
84.25 |
84.25 |
83.40 |
84.15 |
+0.95 |
239 |
4,320 |
+19 |
Jul00 |
000118 |
83.75 |
84.30 |
83.40 |
84.30 |
+1.05 |
89 |
1,789 |
+35 |
Sep00 |
000118 |
84.00 |
84.00 |
83.75 |
84.00 |
+0.50 |
17 |
820 |
+17 |
Nov00 |
000118 |
84.25 |
84.25 |
84.25 |
84.25 |
+0.50 |
4 |
334 |
+3 |
Total Volume and Open Interest |
1,827 |
23,717 |
+560 |
Sugar #11(NYBOT) |
Mar00 |
000118 |
5.42 |
5.44 |
5.28 |
5.29 |
-0.16 |
11,099 |
88,605 |
+415 |
May00 |
000118 |
5.62 |
5.66 |
5.50 |
5.51 |
-0.18 |
3,406 |
49,733 |
+1,172 |
Jul00 |
000118 |
5.88 |
5.89 |
5.78 |
5.79 |
-0.12 |
2,016 |
30,782 |
+709 |
Oct00 |
000118 |
6.20 |
6.22 |
6.15 |
6.17 |
-0.06 |
847 |
12,973 |
+197 |
Mar01 |
000118 |
6.35 |
6.42 |
6.31 |
6.31 |
-0.05 |
758 |
9,323 |
+55 |
Total Volume and Open Interest |
18,569 |
192,740 |
+2,705 |
London Cocoa(LCE) |
Mar00 |
000118 |
565 |
567 |
559 |
560 |
-4 |
3,137 |
55,243 |
+357 |
May00 |
000118 |
594 |
595 |
588 |
589 |
-4 |
1,720 |
35,885 |
-57 |
Jul00 |
000118 |
608 |
609 |
604 |
605 |
-4 |
868 |
19,346 |
+20 |
Sep00 |
000118 |
624 |
625 |
622 |
622 |
-4 |
807 |
23,658 |
+746 |
Dec00 |
000118 |
646 |
647 |
644 |
644 |
-5 |
34 |
16,141 |
+22 |
Mar01 |
000118 |
667 |
667 |
666 |
666 |
-5 |
0 |
10,547 |
+0 |
May01 |
000118 |
683 |
683 |
683 |
683 |
-5 |
0 |
5,006 |
+0 |
Total Volume and Open Interest |
6,566 |
170,225 |
+1,088 |
London Coffee(LCE) |
Jan00 |
000118 |
1465.00 |
1465.00 |
1442.00 |
1458.00 |
+9.00 |
601 |
10,432 |
-166 |
Mar00 |
000118 |
1091.00 |
1097.00 |
1079.00 |
1094.00 |
+5.00 |
6,229 |
31,643 |
+124 |
May00 |
000118 |
1112.00 |
1115.00 |
1100.00 |
1113.00 |
+4.00 |
1,891 |
10,908 |
+871 |
Jul00 |
000118 |
1133.00 |
1134.00 |
1123.00 |
1133.00 |
+2.00 |
536 |
6,433 |
+418 |
Sep00 |
000118 |
1155.00 |
1155.00 |
1145.00 |
1153.00 |
+1.00 |
128 |
1,356 |
+32 |
Nov00 |
000118 |
1170.00 |
1175.00 |
1165.00 |
1173.00 |
unch |
81 |
991 |
+9 |
Total Volume and Open Interest |
9,466 |
61,824 |
+1,288 |
London Sugar(LCE) |
Mar00 |
000118 |
168.50 |
168.60 |
166.10 |
166.40 |
-2.20 |
759 |
20,117 |
+44 |
May00 |
000118 |
173.20 |
173.20 |
170.80 |
170.80 |
-2.80 |
89 |
11,312 |
+84 |
Aug00 |
000118 |
178.50 |
178.50 |
176.70 |
176.70 |
-2.40 |
52 |
7,277 |
+42 |
Oct00 |
000118 |
182.50 |
183.20 |
181.20 |
181.20 |
-2.20 |
0 |
4,591 |
+0 |
Dec00 |
000118 |
185.70 |
185.70 |
183.40 |
183.40 |
-2.50 |
0 |
87 |
+0 |
Total Volume and Open Interest |
900 |
43,454 |
+170 |
Cotton(NYBOT) |
Mar00 |
000118 |
55.00 |
55.10 |
54.26 |
54.76 |
-0.36 |
14,981 |
30,494 |
+1,862 |
May00 |
000118 |
56.20 |
56.35 |
55.67 |
56.20 |
-0.05 |
4,190 |
13,777 |
+215 |
Jul00 |
000118 |
57.50 |
57.50 |
57.00 |
57.40 |
-0.16 |
1,581 |
9,298 |
-15 |
Oct00 |
000118 |
58.50 |
58.50 |
58.00 |
58.43 |
-0.27 |
26 |
535 |
-15 |
Dec00 |
000118 |
59.40 |
59.40 |
58.80 |
59.13 |
-0.36 |
694 |
4,873 |
-327 |
Mar01 |
000118 |
60.20 |
60.20 |
60.20 |
60.20 |
-0.45 |
14 |
431 |
+1 |
Total Volume and Open Interest |
21,486 |
59,614 |
+1,721 |
Lumber(CME) |
Mar00 |
000118 |
336.7 |
338.2 |
333.5 |
333.8 |
-6.5 |
767 |
2,086 |
+0 |
May00 |
000118 |
334.3 |
334.6 |
332.2 |
332.5 |
-3.1 |
72 |
610 |
+10 |
Jul00 |
000118 |
333.9 |
335.0 |
332.6 |
333.3 |
-0.9 |
8 |
194 |
+0 |
Sep00 |
000118 |
334.1 |
335.0 |
332.5 |
333.5 |
-0.8 |
0 |
64 |
+0 |
Total Volume and Open Interest |
1,064 |
3,017 |
-137 |
Crude Oil(NYM) |
Feb00 |
000118 |
28.48 |
29.00 |
27.96 |
28.85 |
+0.83 |
68,806 |
93,646 |
+9,761 |
Mar00 |
000118 |
27.55 |
27.90 |
27.15 |
27.80 |
+0.66 |
49,526 |
116,374 |
+7,823 |
Apr00 |
000118 |
26.80 |
27.00 |
26.37 |
26.95 |
+0.62 |
13,012 |
51,096 |
+797 |
May00 |
000118 |
25.90 |
26.20 |
25.65 |
26.15 |
+0.57 |
3,495 |
32,417 |
+615 |
Jun00 |
000118 |
25.10 |
25.50 |
24.85 |
25.41 |
+0.52 |
3,107 |
52,978 |
-1 |
Jul00 |
000118 |
24.50 |
24.68 |
24.28 |
24.67 |
+0.44 |
855 |
33,279 |
-52 |
Aug00 |
000118 |
23.70 |
24.04 |
23.70 |
24.04 |
+0.36 |
1,443 |
19,724 |
+115 |
Sep00 |
000118 |
23.12 |
23.54 |
23.12 |
23.54 |
+0.32 |
921 |
15,279 |
+306 |
Oct00 |
000118 |
22.85 |
23.09 |
22.65 |
23.09 |
+0.29 |
632 |
13,129 |
-184 |
Nov00 |
000118 |
22.45 |
22.65 |
22.45 |
22.65 |
+0.25 |
279 |
9,912 |
+211 |
Total Volume and Open Interest |
146,749 |
553,880 |
+21,804 |
Heating Oil(NYM) |
Feb00 |
000118 |
75.40 |
77.30 |
74.00 |
77.04 |
+3.23 |
22,274 |
39,265 |
-1,182 |
Mar00 |
000118 |
72.70 |
73.40 |
71.15 |
73.16 |
+1.89 |
14,487 |
27,879 |
+1,366 |
Apr00 |
000118 |
69.30 |
69.80 |
68.25 |
69.71 |
+1.44 |
3,621 |
10,784 |
+114 |
May00 |
000118 |
66.00 |
66.56 |
65.20 |
66.56 |
+1.24 |
43,346 |
136,041 |
+432 |
Jun00 |
000118 |
63.50 |
64.25 |
62.80 |
64.11 |
+1.14 |
43,346 |
136,041 |
+432 |
Jul00 |
000118 |
61.75 |
62.61 |
61.75 |
62.61 |
+1.04 |
776 |
12,485 |
-229 |
Aug00 |
000118 |
61.30 |
61.80 |
61.00 |
61.71 |
+0.94 |
987 |
5,008 |
+206 |
Sep00 |
000118 |
61.86 |
61.86 |
61.86 |
61.86 |
+0.89 |
2 |
4,216 |
+0 |
Oct00 |
000118 |
62.06 |
62.06 |
62.06 |
62.06 |
+0.89 |
2 |
2,225 |
+2 |
Nov00 |
000118 |
61.90 |
62.31 |
61.90 |
62.31 |
+0.89 |
0 |
1,300 |
-108 |
Total Volume and Open Interest |
43,346 |
136,041 |
+432 |
Unleaded Gas(NYM) |
Feb00 |
000118 |
75.10 |
77.50 |
74.40 |
77.20 |
+2.68 |
14,481 |
29,523 |
-44 |
Mar00 |
000118 |
75.60 |
77.50 |
74.90 |
77.22 |
+2.15 |
9,019 |
20,363 |
+769 |
Apr00 |
000118 |
78.10 |
79.50 |
77.40 |
79.30 |
+1.75 |
2,370 |
0 |
-17,752 |
May00 |
000118 |
76.15 |
77.80 |
75.90 |
77.70 |
+1.55 |
820 |
7,538 |
+216 |
Jun00 |
000118 |
74.25 |
75.70 |
74.25 |
75.65 |
+1.35 |
220 |
3,343 |
-17 |
Jul00 |
000118 |
72.00 |
73.80 |
72.00 |
73.40 |
+1.25 |
55 |
0 |
-4,372 |
Aug00 |
000118 |
70.80 |
71.05 |
70.80 |
71.05 |
+1.15 |
10 |
1,993 |
+10 |
Sep00 |
000118 |
67.60 |
69.00 |
67.60 |
68.55 |
+1.10 |
75 |
0 |
-3,582 |
Total Volume and Open Interest |
27,050 |
88,724 |
+1,138 |
Natural Gas(NYM) |
Feb00 |
000118 |
2.360 |
2.390 |
2.335 |
2.383 |
+0.061 |
26,286 |
52,159 |
-2,632 |
Mar00 |
000118 |
2.370 |
2.410 |
2.355 |
2.406 |
+0.052 |
9,106 |
40,558 |
+1,225 |
Apr00 |
000118 |
2.395 |
2.425 |
2.380 |
2.419 |
+0.050 |
3,923 |
20,057 |
-412 |
May00 |
000118 |
2.400 |
2.432 |
2.390 |
2.432 |
+0.049 |
2,060 |
15,436 |
+558 |
Jun00 |
000118 |
2.420 |
2.450 |
2.415 |
2.447 |
+0.046 |
1,520 |
14,720 |
+628 |
Jul00 |
000118 |
2.430 |
2.463 |
2.430 |
2.463 |
+0.044 |
605 |
12,229 |
-127 |
Aug00 |
000118 |
2.450 |
2.480 |
2.450 |
2.480 |
+0.042 |
392 |
11,980 |
-17 |
Sep00 |
000118 |
2.455 |
2.493 |
2.455 |
2.493 |
+0.043 |
611 |
10,213 |
+351 |
Total Volume and Open Interest |
47,087 |
267,968 |
-655 |
Brent Crude Oil(IPE) |
Mar00 |
000118 |
25.95 |
26.13 |
25.62 |
26.05 |
+0.40 |
16,286 |
79,460 |
-3,490 |
Apr00 |
000118 |
25.09 |
25.32 |
24.80 |
25.26 |
+0.49 |
3,171 |
44,296 |
+204 |
May00 |
000118 |
24.25 |
24.50 |
24.08 |
24.47 |
+0.48 |
1,518 |
20,829 |
-260 |
Jun00 |
000118 |
23.57 |
23.77 |
23.32 |
23.73 |
+0.46 |
1,092 |
24,258 |
-242 |
Jul00 |
000118 |
22.87 |
23.04 |
22.70 |
23.04 |
+0.40 |
325 |
14,752 |
-271 |
Aug00 |
000118 |
22.33 |
22.50 |
22.16 |
22.47 |
+0.34 |
114 |
3,614 |
-110 |
Sep00 |
000118 |
21.86 |
22.04 |
21.85 |
22.04 |
+0.31 |
16 |
3,426 |
+0 |
Oct00 |
000118 |
21.49 |
21.72 |
21.47 |
21.69 |
+0.31 |
9 |
6,986 |
+0 |
Total Volume and Open Interest |
23,265 |
243,333 |
-15,476 |
Gas Oil(IPE) |
Feb00 |
000118 |
221.50 |
222.75 |
217.75 |
221.00 |
+0.50 |
12,767 |
42,383 |
+1,959 |
Mar00 |
000118 |
217.00 |
218.50 |
214.00 |
216.50 |
+1.50 |
5,675 |
17,206 |
+1,440 |
Apr00 |
000118 |
210.00 |
211.75 |
208.50 |
209.75 |
+1.50 |
3,183 |
8,922 |
+647 |
May00 |
000118 |
203.25 |
203.75 |
201.50 |
202.50 |
+1.50 |
677 |
3,913 |
+30 |
Jun00 |
000118 |
197.25 |
198.00 |
195.50 |
196.50 |
+1.50 |
970 |
9,530 |
-96 |
Jul00 |
000118 |
193.00 |
193.00 |
192.25 |
192.75 |
+1.25 |
150 |
7,404 |
+79 |
Aug00 |
000118 |
190.50 |
190.75 |
190.50 |
190.75 |
+1.00 |
0 |
4,154 |
+0 |
Sep00 |
000118 |
187.25 |
188.75 |
187.25 |
188.75 |
+0.50 |
0 |
2,290 |
+0 |
Total Volume and Open Interest |
23,597 |
108,964 |
+3,832 |
US Dollar Index(NYBOT) |
Mar00 |
000118 |
101.56 |
101.86 |
101.38 |
101.65 |
+0.20 |
76 |
6,156 |
-3,135 |
Jun00 |
000118 |
101.33 |
101.33 |
101.33 |
101.33 |
+0.20 |
0 |
2,020 |
+1 |
Sep00 |
000118 |
101.01 |
101.01 |
101.01 |
101.01 |
+0.20 |
|
|
|
Total Volume and Open Interest |
6,500 |
|
|
Australian Dollar(IMM) |
Mar00 |
000118 |
66.40 |
66.62 |
66.30 |
66.56 |
-0.17 |
1,965 |
39,831 |
-63 |
Jun00 |
000118 |
66.50 |
66.65 |
66.50 |
66.61 |
-0.17 |
0 |
14 |
+0 |
Sep00 |
000118 |
66.66 |
66.66 |
66.66 |
66.66 |
-0.17 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,965 |
39,853 |
-63 |
British Pound(IMM) |
Mar00 |
000118 |
163.50 |
163.92 |
163.34 |
163.62 |
+0.16 |
10,783 |
36,581 |
-1,367 |
Jun00 |
000118 |
163.56 |
163.80 |
163.36 |
163.56 |
+0.16 |
1 |
14 |
-1 |
Sep00 |
000118 |
163.48 |
163.48 |
163.48 |
163.48 |
+0.16 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,784 |
36,596 |
-1,368 |
Canadian Dollar(IMM) |
Mar00 |
000118 |
69.09 |
69.19 |
68.96 |
69.03 |
+0.04 |
8,845 |
55,744 |
-1,290 |
Jun00 |
000118 |
69.26 |
69.32 |
69.15 |
69.18 |
+0.04 |
21 |
5,500 |
+7 |
Sep00 |
000118 |
69.48 |
69.48 |
69.27 |
69.30 |
+0.04 |
0 |
1,299 |
+0 |
Dec00 |
000118 |
69.57 |
69.57 |
69.38 |
69.41 |
+0.04 |
14 |
510 |
-16 |
Total Volume and Open Interest |
8,880 |
63,087 |
-1,299 |
Japanese Yen(IMM) |
Mar00 |
000118 |
95.68 |
95.77 |
95.45 |
95.48 |
+0.01 |
16,443 |
95,344 |
-200 |
Jun00 |
000118 |
97.24 |
97.25 |
97.05 |
97.05 |
+0.01 |
0 |
3,247 |
+0 |
Sep00 |
000118 |
98.60 |
98.60 |
98.60 |
98.60 |
+0.01 |
0 |
244 |
+0 |
Total Volume and Open Interest |
16,445 |
98,924 |
-198 |
Swiss Franc(IMM) |
Mar00 |
000118 |
62.97 |
63.25 |
62.85 |
63.13 |
-0.09 |
27,864 |
56,970 |
+2,048 |
Jun00 |
000118 |
63.69 |
63.94 |
63.57 |
63.83 |
-0.11 |
40 |
222 |
+17 |
Sep00 |
000118 |
64.49 |
64.49 |
64.30 |
64.49 |
-0.12 |
0 |
32 |
+0 |
Total Volume and Open Interest |
27,904 |
57,224 |
+2,065 |
EuroFX(IMM) |
Mar00 |
000118 |
101.36 |
101.80 |
101.20 |
101.63 |
-0.22 |
37,618 |
61,233 |
-4,827 |
Jun00 |
000118 |
102.25 |
102.50 |
101.99 |
102.35 |
-0.22 |
9 |
212 |
+5 |
Sep00 |
000118 |
103.02 |
103.02 |
103.02 |
103.02 |
-0.22 |
0 |
99 |
+0 |
Total Volume and Open Interest |
37,627 |
61,558 |
-4,822 |
Mexican Peso(IMM) |
Mar00 |
000118 |
10390.0 |
10450.0 |
10370.0 |
10433.0 |
+45.0 |
1,471 |
13,847 |
+281 |
Jun00 |
000118 |
10060.0 |
10105.0 |
10045.0 |
10090.0 |
+42.0 |
478 |
2,758 |
+406 |
Total Volume and Open Interest |
1,959 |
16,855 |
+697 |
30-Year T-Bonds(CBOT) |
Mar00 |
000118 |
89~22 |
89~27 |
89~00 |
89~07 |
-0~17 |
425,767 |
597,119 |
+15,064 |
Jun00 |
000118 |
89~16 |
89~16 |
88~22 |
88~28 |
-0~18 |
5,420 |
45,348 |
+1,669 |
Sep00 |
000118 |
88~16 |
88~19 |
88~16 |
88~19 |
-0~18 |
11 |
626 |
+5 |
Total Volume and Open Interest |
431,198 |
643,134 |
+16,738 |
Municipal Bonds(CBOT) |
Mar00 |
000118 |
90~25 |
90~30 |
90~17 |
90~18 |
-0~14 |
1,721 |
21,237 |
-286 |
Jun00 |
000118 |
89~26 |
89~26 |
89~18 |
89~18 |
-0~14 |
96 |
81 |
+31 |
Total Volume and Open Interest |
1,817 |
21,318 |
-255 |
10-Year T-Notes(CBOT) |
Mar00 |
000118 |
94~185 |
94~230 |
93~315 |
94~040 |
-0~155 |
153,998 |
567,863 |
+11,377 |
Jun00 |
000118 |
94~065 |
94~065 |
93~220 |
93~255 |
-0~170 |
2,445 |
22,052 |
+2,118 |
Total Volume and Open Interest |
156,443 |
589,915 |
+13,495 |
5-Year T-Notes(CBOT) |
Mar00 |
000118 |
97~080 |
97~085 |
97~000 |
97~035 |
-0~075 |
70,386 |
379,607 |
+1,374 |
Jun00 |
000118 |
96~230 |
96~240 |
96~220 |
96~240 |
-0~085 |
616 |
8,938 |
+504 |
Total Volume and Open Interest |
71,002 |
388,545 |
+1,878 |
2 Year T-Notes(CBOT) |
Mar00 |
000118 |
98~120 |
98~120 |
98~107 |
98~115 |
-0~009 |
1,920 |
32,502 |
-32 |
Jun00 |
000118 |
98~095 |
98~095 |
98~095 |
98~095 |
-0~009 |
|
|
|
Total Volume and Open Interest |
1,920 |
32,502 |
-32 |
3-Mth T-Bills(IMM) |
Mar00 |
000118 |
94.43 |
94.43 |
94.43 |
94.43 |
unch |
0 |
2,411 |
+3 |
Total Volume and Open Interest |
0 |
2,411 |
+3 |
Eurodollars(IMM) |
Mar00 |
000118 |
93.765 |
93.775 |
93.760 |
93.770 |
unch |
79,930 |
496,047 |
-10,767 |
Jun00 |
000118 |
93.410 |
93.430 |
93.390 |
93.410 |
-0.005 |
133,468 |
462,186 |
+454 |
Sep00 |
000118 |
93.160 |
93.175 |
93.125 |
93.165 |
-0.010 |
117,663 |
387,544 |
+8,015 |
Dec00 |
000118 |
92.940 |
92.950 |
92.905 |
92.940 |
-0.025 |
63,507 |
287,625 |
+2,839 |
Mar01 |
000118 |
92.885 |
92.895 |
92.850 |
92.880 |
-0.030 |
45,882 |
236,869 |
-249 |
Jun01 |
000118 |
92.800 |
92.810 |
92.760 |
92.785 |
-0.040 |
21,343 |
170,063 |
+1,313 |
Sep01 |
000118 |
92.750 |
92.755 |
92.705 |
92.730 |
-0.040 |
12,510 |
121,621 |
+1,615 |
Dec01 |
000118 |
92.670 |
92.670 |
92.620 |
92.640 |
-0.050 |
8,848 |
99,806 |
+1,014 |
Mar02 |
000118 |
92.695 |
92.705 |
92.650 |
92.670 |
-0.050 |
4,395 |
94,781 |
+224 |
Jun02 |
000118 |
92.685 |
92.690 |
92.635 |
92.650 |
-0.055 |
2,761 |
67,739 |
+323 |
Sep02 |
000118 |
92.670 |
92.670 |
92.615 |
92.635 |
-0.055 |
2,987 |
63,676 |
-57 |
Dec02 |
000118 |
92.580 |
92.580 |
92.555 |
92.570 |
-0.060 |
2,748 |
62,115 |
-128 |
Total Volume and Open Interest |
524,222 |
2,986,753 |
+4,953 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000118 |
99.84 |
99.85 |
99.83 |
99.83 |
+0.01 |
949 |
21,182 |
+425 |
Jun00 |
000118 |
99.77 |
99.78 |
99.77 |
99.78 |
+0.04 |
705 |
15,197 |
+168 |
Sep00 |
000118 |
99.61 |
99.62 |
99.61 |
99.61 |
+0.04 |
230 |
12,155 |
-303 |
Dec00 |
000118 |
99.45 |
99.45 |
99.44 |
99.45 |
+0.05 |
530 |
7,055 |
-10 |
Mar01 |
000118 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.05 |
299 |
7,934 |
+649 |
Jun01 |
000118 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.06 |
0 |
3,717 |
+300 |
Sep01 |
000118 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.06 |
0 |
4,710 |
-79 |
Dec01 |
000118 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.06 |
0 |
8 |
+0 |
Mar02 |
000118 |
98.76 |
98.76 |
98.76 |
98.76 |
+0.06 |
0 |
179 |
+0 |
Jun02 |
000118 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
0 |
49 |
+0 |
Total Volume and Open Interest |
2,713 |
72,186 |
+1,150 |
3-Mth Euro-Yen(SIMEX) |
Mar00 |
000118 |
99.82 |
99.85 |
99.82 |
99.85 |
+0.03 |
1,630 |
124,829 |
+0 |
Jun00 |
000118 |
99.74 |
99.79 |
99.74 |
99.78 |
+0.04 |
13,064 |
107,979 |
+0 |
Sep00 |
000118 |
99.57 |
99.62 |
99.57 |
99.61 |
+0.04 |
5,889 |
61,331 |
+0 |
Dec00 |
000118 |
99.39 |
99.44 |
99.39 |
99.44 |
+0.05 |
1,625 |
38,037 |
+0 |
Mar01 |
000118 |
99.27 |
99.33 |
99.27 |
99.33 |
+0.05 |
1,804 |
42,867 |
+0 |
Jun01 |
000118 |
99.16 |
99.22 |
99.16 |
99.21 |
+0.06 |
2,077 |
37,275 |
+0 |
Sep01 |
000118 |
99.00 |
99.07 |
99.00 |
99.07 |
+0.07 |
2,956 |
26,989 |
+0 |
Dec01 |
000118 |
98.86 |
98.89 |
98.86 |
98.89 |
+0.06 |
0 |
2,193 |
+0 |
Total Volume and Open Interest |
29,045 |
445,210 |
+0 |
German Euro-Bund(EUREX) |
Mar00 |
000118 |
102.63 |
102.73 |
101.96 |
102.06 |
-0.61 |
372,545 |
664,916 |
+14,119 |
Jun00 |
000118 |
101.76 |
101.76 |
101.23 |
101.23 |
-0.60 |
3,192 |
31,608 |
+260 |
Sep00 |
000118 |
100.56 |
100.56 |
100.56 |
100.56 |
-0.61 |
0 |
2,095 |
+49 |
Total Volume and Open Interest |
375,737 |
698,619 |
+14,428 |
German Euro-Bobl(EUREX) |
Mar00 |
000118 |
102.96 |
103.03 |
102.70 |
102.82 |
-0.17 |
192,499 |
397,801 |
+13,906 |
Jun00 |
000118 |
102.23 |
102.23 |
102.02 |
102.02 |
-0.26 |
0 |
892 |
-14 |
Sep00 |
000118 |
101.62 |
101.62 |
101.62 |
101.62 |
-0.17 |
|
|
|
Total Volume and Open Interest |
192,499 |
398,693 |
+13,892 |
Long Gilt(LIFFE) |
Mar00 |
000118 |
108~31 |
109~02 |
108~05 |
108~07 |
-0~28 |
5,161 |
69,479 |
+87 |
Jun00 |
000118 |
108~28 |
108~28 |
108~23 |
108~28 |
-0~24 |
|
|
|
Total Volume and Open Interest |
6,116 |
69,479 |
+87 |
3-Mth Short Sterling(LIFFE) |
Mar00 |
000118 |
93.54 |
93.55 |
93.53 |
93.54 |
-0.01 |
9,998 |
184,584 |
+3,075 |
Jun00 |
000118 |
93.12 |
93.13 |
93.09 |
93.11 |
-0.02 |
10,057 |
166,124 |
+828 |
Sep00 |
000118 |
92.85 |
92.86 |
92.81 |
92.81 |
-0.05 |
7,103 |
115,229 |
+2,574 |
Total Volume and Open Interest |
38,810 |
759,888 |
+6,233 |
3-Mth Euribor(LIFFE) |
Mar00 |
000118 |
96.405 |
96.405 |
96.385 |
96.400 |
-0.010 |
23,240 |
346,400 |
-4,292 |
Jun00 |
000118 |
96.040 |
96.040 |
95.995 |
96.015 |
-0.020 |
21,210 |
234,169 |
+1,759 |
Sep00 |
000118 |
95.745 |
95.745 |
95.695 |
95.715 |
-0.025 |
16,970 |
184,177 |
+1,185 |
Total Volume and Open Interest |
100,038 |
1,195,633 |
-15,053 |
3-Mth Aus T-Bills(SFE) |
Mar00 |
000118 |
93.94 |
93.96 |
93.94 |
93.95 |
+0.01 |
1,670 |
0 |
+0 |
Jun00 |
000118 |
93.42 |
93.47 |
93.42 |
93.46 |
+0.04 |
1,145 |
0 |
+0 |
Sep00 |
000118 |
93.04 |
93.11 |
93.04 |
93.09 |
+0.03 |
468 |
0 |
+0 |
Dec00 |
000118 |
92.81 |
92.82 |
92.76 |
92.80 |
+0.02 |
542 |
0 |
+0 |
Mar01 |
000118 |
92.62 |
92.63 |
92.56 |
92.62 |
+0.03 |
120 |
0 |
+0 |
Jun01 |
000118 |
92.47 |
92.48 |
92.47 |
92.48 |
+0.04 |
27 |
0 |
+0 |
Sep01 |
000118 |
92.34 |
92.36 |
92.34 |
92.36 |
+0.04 |
343 |
0 |
+0 |
Dec01 |
000118 |
92.25 |
92.26 |
92.25 |
92.26 |
+0.04 |
94 |
0 |
+0 |
Mar02 |
000118 |
92.17 |
92.17 |
92.17 |
92.17 |
+0.01 |
|
|
|
Jun02 |
000118 |
92.13 |
92.13 |
92.13 |
92.13 |
+0.01 |
|
|
|
Total Volume and Open Interest |
4,409 |
448,218 |
+751 |
10-Year Aus T-Bonds(SFE) |
Mar00 |
000118 |
92.68 |
92.75 |
92.65 |
92.65 |
-0.04 |
4,880 |
0 |
+0 |
Jun00 |
000118 |
92.85 |
92.85 |
92.85 |
92.85 |
+0.04 |
|
|
|
Total Volume and Open Interest |
4,880 |
157,854 |
-3,461 |
3-Year Aus T-Bonds(SFE) |
Mar00 |
000118 |
93.05 |
93.10 |
93.04 |
93.09 |
+0.04 |
9,537 |
0 |
+0 |
Jun00 |
000118 |
93.19 |
93.19 |
93.19 |
93.19 |
+0.04 |
|
|
|
Total Volume and Open Interest |
9,537 |
277,909 |
+236 |
Gold(CMX) |
Feb00 |
000118 |
287.8 |
289.8 |
285.9 |
289.6 |
+4.7 |
12,171 |
55,526 |
-8,298 |
Apr00 |
000118 |
290.0 |
292.5 |
288.3 |
292.1 |
+4.8 |
1,509 |
19,085 |
-63 |
Jun00 |
000118 |
293.0 |
294.5 |
291.1 |
294.4 |
+4.8 |
606 |
23,281 |
-183 |
Aug00 |
000118 |
296.8 |
296.8 |
296.8 |
296.8 |
+4.8 |
2 |
10,381 |
+1 |
Oct00 |
000118 |
299.3 |
299.3 |
299.3 |
299.3 |
+5.0 |
6 |
3,270 |
-6 |
Dec00 |
000118 |
299.5 |
302.5 |
298.8 |
301.7 |
+5.1 |
5 |
15,534 |
-1 |
Total Volume and Open Interest |
14,308 |
149,669 |
-8,550 |
Silver(CMX) |
Mar00 |
000118 |
517.5 |
519.0 |
512.5 |
516.5 |
+1.5 |
5,478 |
55,257 |
-391 |
May00 |
000118 |
522.0 |
522.0 |
516.0 |
519.7 |
+1.5 |
104 |
6,344 |
+10 |
Jul00 |
000118 |
523.5 |
524.5 |
518.0 |
521.6 |
+1.6 |
102 |
3,653 |
+11 |
Sep00 |
000118 |
523.5 |
523.5 |
523.5 |
523.5 |
+1.7 |
0 |
1,406 |
+0 |
Dec00 |
000118 |
523.0 |
524.5 |
522.0 |
524.5 |
+1.8 |
29 |
4,997 |
-1 |
Total Volume and Open Interest |
5,721 |
75,407 |
-380 |
Platinum(NYM) |
Jan00 |
000118 |
428.0 |
430.7 |
427.5 |
430.7 |
+5.3 |
5 |
246 |
+1 |
Apr00 |
000118 |
407.0 |
416.0 |
407.0 |
415.7 |
+5.3 |
674 |
8,592 |
+60 |
Jul00 |
000118 |
406.5 |
408.7 |
406.5 |
408.7 |
+5.3 |
96 |
825 |
+34 |
Oct00 |
000118 |
408.7 |
408.7 |
408.7 |
408.7 |
+5.3 |
|
|
|
Total Volume and Open Interest |
775 |
9,667 |
+95 |
Palladium(NYME) |
Mar00 |
000118 |
438.00 |
440.00 |
436.50 |
438.70 |
-2.30 |
274 |
2,966 |
+52 |
Jun00 |
000118 |
437.00 |
437.00 |
434.70 |
434.70 |
-2.30 |
|
|
|
Total Volume and Open Interest |
274 |
3,065 |
+52 |
Copper(CMX) |
Mar00 |
000118 |
85.70 |
86.90 |
85.10 |
86.60 |
+0.35 |
3,764 |
55,538 |
+554 |
May00 |
000118 |
86.60 |
87.55 |
86.10 |
87.45 |
+0.40 |
238 |
6,573 |
+59 |
Jul00 |
000118 |
86.90 |
88.25 |
86.50 |
88.00 |
+0.45 |
55 |
4,346 |
+16 |
Sep00 |
000118 |
87.90 |
88.65 |
87.80 |
88.65 |
+0.50 |
0 |
3,984 |
+0 |
Dec00 |
000118 |
88.60 |
89.20 |
88.60 |
89.20 |
+0.30 |
28 |
3,792 |
+1 |
Total Volume and Open Interest |
5,010 |
85,154 |
+320 |
DJIA Index(CBOT) |
Mar00 |
000118 |
11755 |
11790 |
11625 |
11655 |
-180 |
14,003 |
13,333 |
+302 |
Jun00 |
000118 |
11895 |
11895 |
11770 |
11796 |
-181 |
11 |
762 |
+5 |
Sep00 |
000118 |
11945 |
11945 |
11945 |
11945 |
-181 |
3 |
257 |
+1 |
Dec00 |
000118 |
12105 |
12105 |
12105 |
12105 |
-182 |
0 |
226 |
-9 |
Total Volume and Open Interest |
14,017 |
14,578 |
+299 |
S & P 500(CME) |
Mar00 |
000118 |
1466.00 |
1476.30 |
1462.00 |
1469.50 |
-8.50 |
87,433 |
354,678 |
-2,364 |
Jun00 |
000118 |
1482.50 |
1494.50 |
1481.50 |
1488.40 |
-8.70 |
289 |
8,458 |
-189 |
Sep00 |
000118 |
1506.50 |
1514.50 |
1504.50 |
1508.70 |
-8.80 |
22 |
2,602 |
-23 |
Dec00 |
000118 |
1527.50 |
1535.80 |
1525.80 |
1529.90 |
-8.90 |
5 |
2,554 |
+1 |
Total Volume and Open Interest |
87,751 |
368,570 |
-2,574 |
S & P 500 E-Mini(Globex) |
Mar00 |
000118 |
1478.00 |
1480.25 |
1462.00 |
1469.50 |
-8.50 |
57,407 |
16,088 |
+100 |
Jun00 |
000118 |
1498.00 |
1498.00 |
1484.50 |
1488.50 |
-8.50 |
14 |
18 |
+0 |
Total Volume and Open Interest |
57,421 |
16,106 |
+100 |
NASDAQ 100(CME) |
Mar00 |
000118 |
3710.00 |
3818.00 |
3698.00 |
3807.00 |
+55.50 |
15,408 |
25,273 |
+165 |
Jun00 |
000118 |
3851.50 |
3851.50 |
3851.50 |
3851.50 |
+50.00 |
0 |
53 |
-9 |
Sep00 |
000118 |
3905.00 |
3905.00 |
3905.00 |
3905.00 |
+53.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,408 |
25,327 |
+156 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar00 |
000118 |
3743.0 |
3819.5 |
3669.5 |
3807.0 |
+55.5 |
12,244 |
9,089 |
+827 |
Jun00 |
000118 |
3848.0 |
3860.0 |
3846.0 |
3860.0 |
+58.5 |
0 |
6 |
+0 |
Total Volume and Open Interest |
12,244 |
9,095 |
+827 |
NYSE Composite(NYBOT) |
Mar00 |
000118 |
648.00 |
651.50 |
647.10 |
649.30 |
-4.25 |
0 |
1,858 |
+3 |
Jun00 |
000118 |
655.75 |
657.05 |
655.75 |
657.05 |
-4.25 |
0 |
1,693 |
+1 |
Sep00 |
000118 |
664.80 |
664.80 |
664.80 |
664.80 |
-4.25 |
|
|
|
Total Volume and Open Interest |
0 |
3,800 |
+135 |
S & P Midcap 400(CME) |
Mar00 |
000118 |
449.00 |
455.00 |
449.00 |
453.50 |
+1.00 |
41 |
12,834 |
+3 |
Jun00 |
000118 |
458.75 |
458.75 |
458.75 |
458.75 |
+1.00 |
|
|
|
Sep00 |
000118 |
460.85 |
460.85 |
460.85 |
460.85 |
+1.00 |
|
|
|
Total Volume and Open Interest |
41 |
12,834 |
+3 |
Russell 2000(CME) |
Mar00 |
000118 |
506.00 |
518.40 |
506.00 |
518.40 |
+7.85 |
149 |
13,402 |
-118 |
Jun00 |
000118 |
520.40 |
520.40 |
520.40 |
520.40 |
+7.85 |
|
|
|
Sep00 |
000118 |
524.40 |
524.40 |
524.40 |
524.40 |
+7.85 |
|
|
|
Total Volume and Open Interest |
149 |
13,402 |
-118 |
Value Line(KCBT) |
Mar00 |
000118 |
1035.00 |
1038.50 |
1032.50 |
1038.50 |
-4.50 |
24 |
250 |
-1 |
Total Volume and Open Interest |
24 |
250 |
-1 |
Nikkei 225(CME) |
Mar00 |
000118 |
19060 |
19085 |
18980 |
19030 |
-30 |
1,243 |
18,169 |
+153 |
Jun00 |
000118 |
19000 |
19100 |
18990 |
18990 |
-30 |
0 |
96 |
+0 |
Total Volume and Open Interest |
1,243 |
18,265 |
+153 |
Nikkei 225(SIMEX) |
Mar00 |
000118 |
19280 |
19320 |
19155 |
19175 |
-160 |
18,954 |
102,464 |
+2,420 |
Jun00 |
000118 |
19105 |
19105 |
19105 |
19105 |
-160 |
0 |
1,051 |
+0 |
Sep00 |
000118 |
19105 |
19105 |
19105 |
19105 |
-160 |
0 |
8,678 |
+0 |
Total Volume and Open Interest |
18,954 |
113,194 |
-3,582 |
CAC 40(MATIF) |
Jan00 |
000118 |
5852.0 |
5862.5 |
5665.0 |
5669.0 |
-171.0 |
32,757 |
132,396 |
+1,544 |
Feb00 |
000118 |
5831.5 |
5831.5 |
5679.5 |
5699.5 |
-165.5 |
56 |
3,471 |
+18 |
Mar00 |
000118 |
5880.0 |
5882.0 |
5695.5 |
5695.5 |
-182.5 |
1,502 |
63,408 |
-626 |
Total Volume and Open Interest |
34,315 |
225,586 |
+936 |
DAX Index(EUREX) |
Mar00 |
000118 |
7307.0 |
7338.0 |
7090.0 |
7123.0 |
-184.0 |
47,015 |
143,550 |
+4,204 |
Jun00 |
000118 |
7317.5 |
7392.0 |
7168.0 |
7177.0 |
-185.0 |
457 |
12,849 |
+897 |
Sep00 |
000118 |
7302.5 |
7338.0 |
7249.0 |
7249.0 |
-186.0 |
5 |
1,350 |
+6 |
Total Volume and Open Interest |
47,477 |
157,749 |
+5,107 |
FT-SE 100(LIFFE) |
Mar00 |
000118 |
6686.00 |
6724.00 |
6500.50 |
6511.00 |
-186.50 |
19,802 |
205,560 |
+5,923 |
Jun00 |
000118 |
6740.00 |
6740.00 |
6579.50 |
6580.50 |
-191.50 |
0 |
2,348 |
+0 |
Sep00 |
000118 |
6652.50 |
6652.50 |
6651.50 |
6652.50 |
-191.50 |
0 |
551 |
+0 |
Total Volume and Open Interest |
23,505 |
208,459 |
+5,923 |
SPI 200(SFE) |
Mar00 |
000118 |
3130.0 |
3154.0 |
3125.0 |
3142.0 |
+6.0 |
8,068 |
0 |
+0 |
Jun00 |
000118 |
3166.0 |
3166.0 |
3160.0 |
3160.0 |
+5.0 |
143 |
0 |
+0 |
Sep00 |
000118 |
3175.0 |
3175.0 |
3175.0 |
3175.0 |
unch |
45 |
0 |
+0 |
Total Volume and Open Interest |
8,478 |
154,606 |
+2,573 |
GSCI(CME) |
Feb00 |
000118 |
204.10 |
205.80 |
202.20 |
205.70 |
+2.70 |
2,073 |
41,367 |
+2,270 |
Mar00 |
000118 |
204.00 |
204.00 |
204.00 |
204.00 |
+3.10 |
0 |
59 |
+0 |
Apr00 |
000118 |
201.20 |
201.20 |
201.20 |
201.20 |
+3.30 |
|
|
|
Total Volume and Open Interest |
4,244 |
42,611 |
+257 |
Bridge CRB Index(NYBOT) |
Feb00 |
000118 |
206.60 |
208.25 |
206.40 |
208.10 |
+0.90 |
422 |
1,451 |
+54 |
Apr00 |
000118 |
208.00 |
209.20 |
207.35 |
209.00 |
+0.80 |
87 |
1,200 |
+15 |
Jun00 |
000118 |
210.00 |
211.00 |
210.00 |
211.00 |
+0.80 |
0 |
542 |
+0 |
Total Volume and Open Interest |
779 |
3,193 |
-230 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|