 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu January 27, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar00 |
000127 |
509.50 |
528.00 |
508.00 |
527.00 |
+13.75 |
27,543 |
76,143 |
-129 |
May00 |
000127 |
518.00 |
537.00 |
517.50 |
536.00 |
+13.75 |
7,728 |
33,133 |
+1,051 |
Jul00 |
000127 |
526.50 |
546.00 |
526.00 |
545.00 |
+14.25 |
4,027 |
28,477 |
-165 |
Aug00 |
000127 |
527.50 |
547.00 |
527.50 |
546.00 |
+14.75 |
384 |
4,313 |
+99 |
Sep00 |
000127 |
529.00 |
547.50 |
529.00 |
547.00 |
+14.50 |
519 |
2,226 |
+216 |
Nov00 |
000127 |
535.50 |
553.50 |
535.00 |
552.75 |
+13.50 |
1,988 |
15,775 |
+171 |
Jan01 |
000127 |
545.00 |
559.00 |
544.50 |
559.00 |
+13.50 |
79 |
187 |
+44 |
Total Volume and Open Interest |
42,282 |
160,440 |
+1,280 |
Soybean Meal(CBOT) |
Mar00 |
000127 |
162.00 |
167.80 |
161.20 |
166.80 |
+3.30 |
10,698 |
55,866 |
+442 |
May00 |
000127 |
163.80 |
170.00 |
163.20 |
169.10 |
+3.40 |
2,590 |
29,654 |
+53 |
Jul00 |
000127 |
166.00 |
172.50 |
165.50 |
171.80 |
+4.10 |
1,571 |
18,821 |
-102 |
Aug00 |
000127 |
167.00 |
172.50 |
167.00 |
172.00 |
+3.60 |
300 |
5,765 |
+79 |
Sep00 |
000127 |
167.00 |
173.30 |
167.00 |
172.70 |
+3.80 |
511 |
4,317 |
+142 |
Oct00 |
000127 |
167.20 |
173.00 |
167.20 |
172.50 |
+4.00 |
481 |
2,902 |
+163 |
Dec00 |
000127 |
169.80 |
175.00 |
169.80 |
175.00 |
+3.70 |
445 |
8,194 |
-9 |
Jan01 |
000127 |
175.50 |
175.50 |
175.50 |
175.50 |
+4.20 |
0 |
40 |
+0 |
Total Volume and Open Interest |
16,596 |
125,559 |
+768 |
Soybean Oil(CBOT) |
Mar00 |
000127 |
16.32 |
17.15 |
16.30 |
17.11 |
+0.63 |
6,794 |
56,495 |
-187 |
May00 |
000127 |
16.67 |
17.48 |
16.60 |
17.45 |
+0.66 |
2,733 |
27,598 |
+14 |
Jul00 |
000127 |
17.00 |
17.78 |
16.94 |
17.74 |
+0.63 |
1,195 |
20,319 |
+105 |
Aug00 |
000127 |
17.15 |
17.90 |
17.09 |
17.90 |
+0.65 |
156 |
5,244 |
+101 |
Sep00 |
000127 |
17.25 |
18.10 |
17.25 |
18.02 |
+0.63 |
318 |
3,291 |
+27 |
Oct00 |
000127 |
17.45 |
18.25 |
17.40 |
18.12 |
+0.62 |
34 |
3,413 |
+28 |
Dec00 |
000127 |
17.75 |
18.45 |
17.65 |
18.40 |
+0.59 |
299 |
11,676 |
+5 |
Jan01 |
000127 |
17.99 |
18.65 |
17.99 |
18.65 |
+0.55 |
0 |
3,017 |
+0 |
Total Volume and Open Interest |
11,530 |
133,377 |
+94 |
Canola(WCE) |
Mar00 |
000127 |
262.5 |
267.8 |
262.1 |
266.6 |
+2.4 |
3,026 |
29,663 |
-1,538 |
May00 |
000127 |
267.5 |
272.9 |
267.4 |
272.0 |
+2.4 |
1,869 |
14,180 |
+3,146 |
Jul00 |
000127 |
274.0 |
277.4 |
273.0 |
276.3 |
+1.6 |
691 |
10,923 |
+43 |
Aug00 |
000127 |
279.4 |
279.4 |
279.4 |
279.4 |
+1.1 |
0 |
1,670 |
+0 |
Sep00 |
000127 |
281.0 |
281.0 |
281.0 |
281.0 |
+1.0 |
0 |
809 |
+0 |
Total Volume and Open Interest |
6,070 |
59,274 |
+57 |
Corn(CBOT) |
Mar00 |
000127 |
222.00 |
226.50 |
221.25 |
225.75 |
+2.75 |
41,500 |
205,223 |
-4,563 |
May00 |
000127 |
229.00 |
234.25 |
229.00 |
233.50 |
+2.75 |
11,571 |
87,262 |
+1,768 |
Jul00 |
000127 |
236.25 |
241.25 |
236.00 |
240.50 |
+2.75 |
8,523 |
87,344 |
-664 |
Sep00 |
000127 |
242.25 |
247.00 |
242.00 |
246.50 |
+2.50 |
1,700 |
26,972 |
+385 |
Nov00 |
000127 |
248.50 |
252.00 |
248.50 |
251.75 |
+2.75 |
231 |
788 |
-55 |
Dec00 |
000127 |
251.00 |
255.00 |
250.25 |
254.50 |
+2.75 |
7,186 |
57,370 |
+1,918 |
Total Volume and Open Interest |
71,043 |
474,619 |
-1,094 |
Wheat(CBOT) |
Mar00 |
000127 |
259.00 |
264.00 |
256.50 |
263.50 |
+3.50 |
17,875 |
78,392 |
-299 |
May00 |
000127 |
269.00 |
275.00 |
267.50 |
274.25 |
+3.00 |
2,980 |
14,764 |
-86 |
Jul00 |
000127 |
280.50 |
285.50 |
277.50 |
284.75 |
+3.00 |
2,869 |
25,813 |
+216 |
Sep00 |
000127 |
289.00 |
295.50 |
288.00 |
295.50 |
+4.00 |
379 |
3,353 |
+207 |
Dec00 |
000127 |
304.00 |
310.00 |
302.00 |
309.00 |
+3.25 |
307 |
6,464 |
+81 |
Total Volume and Open Interest |
24,410 |
128,879 |
+119 |
Wheat(KCBT) |
Mar00 |
000127 |
287.00 |
291.50 |
286.00 |
290.75 |
+2.50 |
5,270 |
37,123 |
+1,125 |
May00 |
000127 |
297.50 |
302.00 |
296.50 |
301.75 |
+2.00 |
2,187 |
10,397 |
-448 |
Jul00 |
000127 |
307.00 |
312.00 |
307.00 |
311.50 |
+2.00 |
702 |
13,574 |
-62 |
Sep00 |
000127 |
316.00 |
321.00 |
316.00 |
320.75 |
+2.25 |
31 |
877 |
+16 |
Dec00 |
000127 |
328.00 |
332.00 |
327.00 |
332.00 |
+2.25 |
201 |
2,100 |
+101 |
Total Volume and Open Interest |
8,391 |
64,073 |
+732 |
Wheat(MGE) |
Mar00 |
000127 |
322.00 |
325.00 |
321.00 |
324.50 |
+1.25 |
1,570 |
11,552 |
-97 |
May00 |
000127 |
332.00 |
334.50 |
331.00 |
334.00 |
+0.50 |
596 |
5,103 |
+66 |
Jul00 |
000127 |
339.25 |
343.00 |
339.00 |
342.00 |
+1.75 |
124 |
3,754 |
+29 |
Sep00 |
000127 |
347.00 |
350.50 |
347.00 |
349.50 |
+1.00 |
52 |
1,450 |
+23 |
Dec00 |
000127 |
358.00 |
359.50 |
357.00 |
358.75 |
+0.25 |
23 |
616 |
-7 |
Total Volume and Open Interest |
2,367 |
22,549 |
+16 |
Oats(CBOT) |
Mar00 |
000127 |
113.00 |
114.25 |
112.75 |
114.00 |
+0.50 |
519 |
6,747 |
-128 |
May00 |
000127 |
118.75 |
120.00 |
118.50 |
120.00 |
+0.50 |
231 |
4,009 |
-8 |
Jul00 |
000127 |
116.75 |
118.25 |
116.75 |
117.75 |
+0.50 |
205 |
2,890 |
+35 |
Sep00 |
000127 |
120.50 |
122.00 |
120.50 |
121.50 |
+0.25 |
66 |
787 |
+5 |
Total Volume and Open Interest |
1,164 |
16,651 |
-32 |
Rough Rice(CBOT) |
Mar00 |
000127 |
5.75 |
5.87 |
5.69 |
5.84 |
+0.06 |
541 |
3,752 |
+49 |
May00 |
000127 |
6.02 |
6.08 |
5.91 |
6.08 |
+0.05 |
322 |
2,269 |
+114 |
Jul00 |
000127 |
6.20 |
6.30 |
6.16 |
6.28 |
+0.06 |
48 |
1,009 |
+10 |
Sep00 |
000127 |
6.80 |
6.80 |
6.80 |
6.80 |
+0.04 |
30 |
151 |
+11 |
Total Volume and Open Interest |
974 |
7,359 |
+206 |
Live Cattle(CME) |
Feb00 |
000127 |
69.850 |
70.125 |
69.250 |
69.525 |
-0.475 |
6,704 |
34,839 |
-2,105 |
Apr00 |
000127 |
72.075 |
72.425 |
71.200 |
71.375 |
-0.775 |
5,132 |
55,193 |
+1,788 |
Jun00 |
000127 |
69.400 |
69.775 |
68.950 |
69.075 |
-0.425 |
1,862 |
23,305 |
+614 |
Aug00 |
000127 |
70.250 |
70.650 |
70.000 |
70.100 |
-0.250 |
805 |
12,591 |
+505 |
Oct00 |
000127 |
72.500 |
72.625 |
72.125 |
72.200 |
-0.250 |
335 |
4,382 |
+105 |
Dec00 |
000127 |
73.550 |
73.700 |
73.250 |
73.400 |
-0.200 |
91 |
3,237 |
+6 |
Total Volume and Open Interest |
14,948 |
135,992 |
+912 |
Feeder Cattle(CME) |
Jan00 |
000127 |
85.200 |
85.250 |
85.150 |
85.200 |
+0.075 |
385 |
2,056 |
-284 |
Mar00 |
000127 |
85.625 |
85.800 |
84.550 |
84.750 |
-0.900 |
1,405 |
10,906 |
+77 |
Apr00 |
000127 |
85.700 |
85.900 |
84.700 |
84.825 |
-0.875 |
720 |
4,806 |
+172 |
May00 |
000127 |
85.550 |
85.775 |
84.750 |
84.800 |
-0.800 |
279 |
5,250 |
+63 |
Aug00 |
000127 |
86.625 |
86.925 |
85.700 |
85.900 |
-0.725 |
189 |
4,127 |
+23 |
Sep00 |
000127 |
87.000 |
87.050 |
85.800 |
86.050 |
-0.700 |
44 |
1,292 |
+3 |
Oct00 |
000127 |
87.300 |
87.400 |
86.200 |
86.350 |
-0.675 |
64 |
1,073 |
+27 |
Total Volume and Open Interest |
3,131 |
30,212 |
+90 |
Lean Hogs(CME) |
Feb00 |
000127 |
56.600 |
56.850 |
56.025 |
56.100 |
-0.125 |
3,679 |
13,847 |
-805 |
Apr00 |
000127 |
59.700 |
59.900 |
58.600 |
58.750 |
-0.775 |
3,117 |
22,458 |
+100 |
Jun00 |
000127 |
67.600 |
67.775 |
66.850 |
66.950 |
-0.500 |
1,489 |
10,202 |
+372 |
Jul00 |
000127 |
65.900 |
66.050 |
65.350 |
65.425 |
-0.450 |
629 |
3,034 |
+273 |
Aug00 |
000127 |
63.950 |
64.350 |
63.050 |
63.100 |
-0.850 |
226 |
2,444 |
+33 |
Oct00 |
000127 |
59.150 |
59.175 |
58.600 |
58.800 |
-0.175 |
176 |
1,238 |
+63 |
Dec00 |
000127 |
57.000 |
57.300 |
56.850 |
56.925 |
-0.125 |
72 |
386 |
+31 |
Feb01 |
000127 |
58.150 |
58.300 |
58.150 |
58.150 |
unch |
2 |
39 |
+2 |
Total Volume and Open Interest |
9,390 |
53,654 |
+69 |
Pork Bellies(CME) |
Feb00 |
000127 |
86.500 |
87.500 |
86.000 |
86.400 |
-0.300 |
1,131 |
3,379 |
-148 |
Mar00 |
000127 |
85.800 |
86.900 |
85.100 |
85.550 |
-0.650 |
714 |
1,619 |
+67 |
May00 |
000127 |
86.200 |
86.900 |
85.800 |
85.800 |
-0.250 |
276 |
933 |
+6 |
Jul00 |
000127 |
84.350 |
84.950 |
83.750 |
84.150 |
-0.800 |
37 |
281 |
+8 |
Aug00 |
000127 |
82.100 |
82.500 |
81.250 |
81.250 |
-1.300 |
4 |
60 |
+4 |
Total Volume and Open Interest |
2,162 |
6,272 |
-63 |
Cocoa(NYBOT) |
Mar00 |
000127 |
848 |
852 |
820 |
823 |
-23 |
3,964 |
36,422 |
-440 |
May00 |
000127 |
882 |
882 |
851 |
855 |
-20 |
1,408 |
21,831 |
+307 |
Jul00 |
000127 |
905 |
906 |
880 |
880 |
-20 |
415 |
9,365 |
+227 |
Sep00 |
000127 |
932 |
932 |
906 |
906 |
-20 |
203 |
15,313 |
+168 |
Dec00 |
000127 |
964 |
964 |
943 |
943 |
-20 |
1,200 |
8,261 |
+829 |
Mar01 |
000127 |
996 |
996 |
979 |
979 |
-20 |
0 |
6,552 |
+0 |
May01 |
000127 |
1007 |
1007 |
1007 |
1007 |
-20 |
130 |
3,212 |
+67 |
Total Volume and Open Interest |
7,334 |
105,096 |
+1,158 |
Coffee "C"(NYBOT) |
Mar00 |
000127 |
114.75 |
116.40 |
112.80 |
114.60 |
-0.55 |
5,796 |
24,993 |
-642 |
May00 |
000127 |
118.30 |
119.00 |
115.75 |
117.30 |
-0.70 |
1,568 |
13,540 |
+725 |
Jul00 |
000127 |
121.00 |
121.40 |
118.50 |
119.60 |
-0.75 |
111 |
3,607 |
-8 |
Sep00 |
000127 |
123.25 |
123.25 |
120.75 |
121.30 |
-0.75 |
369 |
3,321 |
+94 |
Dec00 |
000127 |
124.00 |
124.50 |
122.00 |
122.60 |
-0.75 |
234 |
2,514 |
+103 |
Mar01 |
000127 |
126.00 |
126.00 |
123.60 |
123.60 |
-0.75 |
2 |
439 |
+0 |
Total Volume and Open Interest |
8,081 |
48,426 |
+272 |
Orange Juice(NYBOT) |
Mar00 |
000127 |
82.50 |
83.00 |
81.70 |
81.80 |
-1.90 |
1,604 |
16,320 |
+64 |
May00 |
000127 |
82.50 |
83.00 |
81.80 |
82.00 |
-1.50 |
436 |
5,429 |
+54 |
Jul00 |
000127 |
82.75 |
82.80 |
82.00 |
82.00 |
-1.25 |
80 |
2,176 |
+21 |
Sep00 |
000127 |
83.00 |
83.00 |
82.05 |
82.05 |
-1.20 |
5 |
945 |
+0 |
Nov00 |
000127 |
82.60 |
83.00 |
81.30 |
81.30 |
-1.20 |
18 |
360 |
+4 |
Total Volume and Open Interest |
2,200 |
25,560 |
+193 |
Sugar #11(NYBOT) |
Mar00 |
000127 |
5.36 |
5.52 |
5.36 |
5.41 |
+0.01 |
19,092 |
86,323 |
-1,551 |
May00 |
000127 |
5.54 |
5.65 |
5.54 |
5.58 |
+0.04 |
5,263 |
55,033 |
+1,007 |
Jul00 |
000127 |
5.81 |
5.90 |
5.80 |
5.84 |
+0.04 |
2,015 |
31,424 |
+288 |
Oct00 |
000127 |
6.19 |
6.25 |
6.18 |
6.21 |
+0.04 |
796 |
14,112 |
+198 |
Mar01 |
000127 |
6.33 |
6.42 |
6.32 |
6.36 |
+0.05 |
109 |
9,714 |
-32 |
Total Volume and Open Interest |
27,278 |
197,988 |
-87 |
London Cocoa(LCE) |
Mar00 |
000127 |
571 |
575 |
565 |
565 |
-6 |
2,578 |
49,311 |
-1,408 |
May00 |
000127 |
602 |
605 |
596 |
596 |
-6 |
1,967 |
36,897 |
+734 |
Jul00 |
000127 |
619 |
619 |
610 |
610 |
-6 |
1,214 |
17,925 |
-294 |
Sep00 |
000127 |
633 |
637 |
627 |
627 |
-7 |
4,576 |
25,428 |
+793 |
Dec00 |
000127 |
659 |
660 |
649 |
649 |
-7 |
3,537 |
20,567 |
+1,689 |
Mar01 |
000127 |
678 |
678 |
671 |
671 |
-7 |
130 |
10,923 |
+120 |
May01 |
000127 |
692 |
692 |
688 |
688 |
-6 |
1,014 |
6,617 |
+1,014 |
Total Volume and Open Interest |
15,068 |
174,111 |
+2,692 |
London Coffee(LCE) |
Jan00 |
000127 |
1512.00 |
1579.00 |
1505.00 |
1558.00 |
+98.00 |
237 |
6,570 |
-565 |
Mar00 |
000127 |
1110.00 |
1114.00 |
1098.00 |
1101.00 |
+1.00 |
2,341 |
32,097 |
+236 |
May00 |
000127 |
1130.00 |
1134.00 |
1120.00 |
1123.00 |
+1.00 |
803 |
12,362 |
-151 |
Jul00 |
000127 |
1154.00 |
1159.00 |
1144.00 |
1146.00 |
+2.00 |
946 |
7,243 |
+225 |
Sep00 |
000127 |
1167.00 |
1179.00 |
1161.00 |
1166.00 |
+3.00 |
343 |
1,995 |
+227 |
Nov00 |
000127 |
1195.00 |
1195.00 |
1186.00 |
1186.00 |
unch |
259 |
1,441 |
+216 |
Total Volume and Open Interest |
4,929 |
61,803 |
+188 |
London Sugar(LCE) |
Mar00 |
000127 |
167.40 |
168.00 |
166.50 |
166.70 |
-1.10 |
1,672 |
17,505 |
+272 |
May00 |
000127 |
169.90 |
171.20 |
169.10 |
170.50 |
-0.10 |
1,214 |
16,023 |
+304 |
Aug00 |
000127 |
175.70 |
176.50 |
175.60 |
175.60 |
-0.10 |
518 |
8,099 |
-3 |
Oct00 |
000127 |
180.50 |
180.50 |
180.50 |
180.50 |
+0.50 |
44 |
4,388 |
+23 |
Dec00 |
000127 |
182.20 |
182.20 |
181.80 |
181.80 |
-0.40 |
6 |
85 |
-2 |
Total Volume and Open Interest |
3,454 |
46,170 |
+594 |
Cotton(NYBOT) |
Mar00 |
000127 |
57.40 |
57.90 |
56.56 |
57.53 |
+0.11 |
6,721 |
37,709 |
-144 |
May00 |
000127 |
58.55 |
59.00 |
57.90 |
58.82 |
+0.17 |
2,318 |
16,727 |
+107 |
Jul00 |
000127 |
59.62 |
60.10 |
58.90 |
59.80 |
+0.18 |
1,233 |
10,655 |
-114 |
Oct00 |
000127 |
60.50 |
60.50 |
59.50 |
60.50 |
+0.10 |
58 |
620 |
+24 |
Dec00 |
000127 |
60.65 |
61.00 |
60.05 |
60.98 |
+0.28 |
670 |
6,386 |
+202 |
Mar01 |
000127 |
61.15 |
61.95 |
61.15 |
61.95 |
+0.25 |
59 |
419 |
+39 |
Total Volume and Open Interest |
11,059 |
72,716 |
+114 |
Lumber(CME) |
Mar00 |
000127 |
342.0 |
342.0 |
342.0 |
342.0 |
+10.0 |
1,080 |
1,878 |
-131 |
May00 |
000127 |
336.0 |
340.4 |
336.0 |
340.4 |
+10.0 |
200 |
642 |
+37 |
Jul00 |
000127 |
333.8 |
340.3 |
333.8 |
339.3 |
+8.1 |
20 |
219 |
+6 |
Sep00 |
000127 |
334.9 |
337.8 |
334.9 |
337.5 |
+3.3 |
16 |
67 |
+2 |
Total Volume and Open Interest |
1,317 |
2,809 |
-85 |
Crude Oil(NYM) |
Mar00 |
000127 |
27.85 |
28.10 |
27.19 |
27.32 |
-0.52 |
67,173 |
135,469 |
+4,159 |
Apr00 |
000127 |
26.92 |
27.05 |
26.25 |
26.35 |
-0.51 |
24,439 |
56,882 |
-395 |
May00 |
000127 |
26.05 |
26.05 |
25.50 |
25.58 |
-0.44 |
8,107 |
39,979 |
+784 |
Jun00 |
000127 |
25.35 |
25.40 |
24.85 |
24.90 |
-0.38 |
10,800 |
47,328 |
-356 |
Jul00 |
000127 |
24.62 |
24.63 |
24.20 |
24.26 |
-0.34 |
4,156 |
33,791 |
-399 |
Aug00 |
000127 |
24.05 |
24.08 |
23.68 |
23.68 |
-0.32 |
2,060 |
21,214 |
+199 |
Sep00 |
000127 |
23.50 |
23.54 |
23.20 |
23.20 |
-0.30 |
1,273 |
15,874 |
-337 |
Oct00 |
000127 |
23.04 |
23.04 |
22.76 |
22.76 |
-0.28 |
426 |
14,274 |
+108 |
Nov00 |
000127 |
22.33 |
22.33 |
22.33 |
22.33 |
-0.27 |
304 |
11,462 |
-198 |
Dec00 |
000127 |
22.27 |
22.27 |
21.95 |
21.95 |
-0.26 |
9,461 |
37,463 |
+1,053 |
Total Volume and Open Interest |
132,212 |
501,980 |
+4,949 |
Heating Oil(NYM) |
Feb00 |
000127 |
92.50 |
93.90 |
88.00 |
91.17 |
-0.96 |
17,085 |
17,986 |
-4,926 |
Mar00 |
000127 |
75.60 |
76.00 |
72.60 |
73.21 |
-1.54 |
16,798 |
35,673 |
+1,294 |
Apr00 |
000127 |
70.25 |
70.25 |
68.20 |
68.41 |
-1.04 |
5,502 |
14,702 |
+854 |
May00 |
000127 |
66.25 |
66.40 |
65.20 |
65.31 |
-0.74 |
45,324 |
134,520 |
-1,897 |
Jun00 |
000127 |
64.25 |
64.30 |
63.01 |
63.01 |
-0.39 |
45,324 |
134,520 |
-1,897 |
Jul00 |
000127 |
63.25 |
63.25 |
61.51 |
61.51 |
-0.29 |
1,053 |
12,303 |
-436 |
Aug00 |
000127 |
61.05 |
61.35 |
60.76 |
60.76 |
-0.19 |
208 |
4,971 |
+9 |
Sep00 |
000127 |
62.00 |
62.00 |
61.01 |
61.01 |
-0.14 |
635 |
4,442 |
+123 |
Oct00 |
000127 |
61.26 |
61.26 |
61.26 |
61.26 |
-0.14 |
15 |
2,285 |
+0 |
Nov00 |
000127 |
61.51 |
61.51 |
61.51 |
61.51 |
-0.14 |
15 |
1,521 |
+28 |
Total Volume and Open Interest |
45,324 |
134,520 |
-1,897 |
Unleaded Gas(NYM) |
Feb00 |
000127 |
75.40 |
75.65 |
73.50 |
74.15 |
-0.84 |
16,005 |
15,976 |
-3,425 |
Mar00 |
000127 |
76.10 |
76.20 |
73.80 |
74.61 |
-0.86 |
13,542 |
31,221 |
+1,813 |
Apr00 |
000127 |
79.00 |
79.15 |
77.05 |
77.66 |
-0.78 |
5,685 |
19,675 |
-447 |
May00 |
000127 |
77.10 |
77.15 |
76.00 |
76.46 |
-0.72 |
2,585 |
9,008 |
+888 |
Jun00 |
000127 |
75.80 |
75.80 |
74.73 |
74.73 |
-0.67 |
834 |
3,685 |
-194 |
Jul00 |
000127 |
73.25 |
73.25 |
72.58 |
72.58 |
-0.67 |
212 |
4,209 |
-55 |
Aug00 |
000127 |
71.10 |
71.10 |
70.38 |
70.38 |
-0.67 |
519 |
2,300 |
-169 |
Sep00 |
000127 |
68.65 |
68.65 |
67.98 |
67.98 |
-0.67 |
204 |
4,352 |
+19 |
Total Volume and Open Interest |
39,590 |
90,690 |
-1,570 |
Natural Gas(NYM) |
Feb00 |
000127 |
2.540 |
2.680 |
2.520 |
2.610 |
+0.087 |
58,710 |
26,432 |
-10,672 |
Mar00 |
000127 |
2.510 |
2.610 |
2.480 |
2.549 |
+0.058 |
26,941 |
46,151 |
-80 |
Apr00 |
000127 |
2.485 |
2.540 |
2.460 |
2.500 |
+0.040 |
8,339 |
23,375 |
+54 |
May00 |
000127 |
2.475 |
2.520 |
2.460 |
2.495 |
+0.027 |
3,491 |
17,112 |
+527 |
Jun00 |
000127 |
2.495 |
2.510 |
2.475 |
2.500 |
+0.023 |
3,190 |
15,054 |
-78 |
Jul00 |
000127 |
2.490 |
2.530 |
2.480 |
2.515 |
+0.019 |
2,018 |
13,318 |
+147 |
Aug00 |
000127 |
2.525 |
2.540 |
2.505 |
2.530 |
+0.012 |
1,704 |
12,833 |
-38 |
Sep00 |
000127 |
2.540 |
2.550 |
2.530 |
2.540 |
+0.002 |
1,393 |
13,123 |
+371 |
Total Volume and Open Interest |
110,535 |
261,918 |
-8,873 |
Brent Crude Oil(IPE) |
Mar00 |
000127 |
25.90 |
26.38 |
25.45 |
25.62 |
-0.51 |
37,181 |
68,240 |
-3,685 |
Apr00 |
000127 |
24.80 |
25.30 |
24.57 |
24.71 |
-0.40 |
14,159 |
57,192 |
+927 |
May00 |
000127 |
24.10 |
24.44 |
23.83 |
23.91 |
-0.40 |
3,659 |
20,854 |
+432 |
Jun00 |
000127 |
23.55 |
23.75 |
23.23 |
23.33 |
-0.30 |
3,751 |
22,560 |
-518 |
Jul00 |
000127 |
22.92 |
23.15 |
22.75 |
22.80 |
-0.25 |
620 |
15,873 |
+27 |
Aug00 |
000127 |
22.54 |
22.75 |
22.30 |
22.33 |
-0.22 |
31 |
4,709 |
+0 |
Sep00 |
000127 |
22.15 |
22.23 |
21.96 |
21.96 |
-0.19 |
256 |
4,387 |
+0 |
Oct00 |
000127 |
21.75 |
21.83 |
21.62 |
21.62 |
-0.17 |
172 |
6,904 |
+10 |
Total Volume and Open Interest |
60,930 |
250,177 |
-3,272 |
Gas Oil(IPE) |
Feb00 |
000127 |
224.00 |
225.50 |
220.00 |
222.00 |
-5.50 |
9,631 |
37,376 |
-1,323 |
Mar00 |
000127 |
218.50 |
220.25 |
216.25 |
217.50 |
-4.00 |
8,906 |
23,981 |
+12 |
Apr00 |
000127 |
209.50 |
212.25 |
209.00 |
210.25 |
-2.50 |
3,084 |
11,858 |
+193 |
May00 |
000127 |
202.50 |
203.75 |
202.00 |
203.25 |
-2.25 |
908 |
5,785 |
+673 |
Jun00 |
000127 |
197.75 |
199.50 |
197.00 |
197.75 |
-2.25 |
1,223 |
11,026 |
+363 |
Jul00 |
000127 |
195.00 |
196.25 |
193.75 |
194.50 |
-1.75 |
150 |
7,640 |
+150 |
Aug00 |
000127 |
191.50 |
192.50 |
191.25 |
192.50 |
-1.75 |
0 |
4,157 |
+0 |
Sep00 |
000127 |
190.00 |
191.00 |
190.00 |
191.00 |
-1.75 |
0 |
2,374 |
+0 |
Total Volume and Open Interest |
24,507 |
118,774 |
+663 |
US Dollar Index(NYBOT) |
Mar00 |
000127 |
102.30 |
103.09 |
102.28 |
103.03 |
+0.77 |
772 |
6,974 |
-10 |
Jun00 |
000127 |
102.33 |
102.67 |
102.33 |
102.67 |
+0.76 |
2 |
2,079 |
-1 |
Sep00 |
000127 |
102.31 |
102.31 |
102.31 |
102.31 |
+0.75 |
|
|
|
Total Volume and Open Interest |
774 |
9,053 |
-11 |
Australian Dollar(IMM) |
Mar00 |
000127 |
65.23 |
65.62 |
65.21 |
65.47 |
+0.28 |
4,311 |
36,983 |
-1,348 |
Jun00 |
000127 |
65.25 |
65.68 |
65.25 |
65.52 |
+0.28 |
1 |
21 |
+1 |
Sep00 |
000127 |
65.57 |
65.57 |
65.57 |
65.57 |
+0.28 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,312 |
37,012 |
-1,347 |
British Pound(IMM) |
Mar00 |
000127 |
163.70 |
163.94 |
163.40 |
163.84 |
+0.02 |
14,967 |
42,049 |
-5,190 |
Jun00 |
000127 |
163.76 |
163.76 |
163.40 |
163.76 |
+0.02 |
0 |
17 |
+0 |
Sep00 |
000127 |
163.68 |
163.68 |
163.40 |
163.68 |
+0.02 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,967 |
42,067 |
-5,190 |
Canadian Dollar(IMM) |
Mar00 |
000127 |
69.63 |
69.92 |
69.63 |
69.88 |
+0.26 |
9,608 |
67,070 |
+1,404 |
Jun00 |
000127 |
69.81 |
70.05 |
69.81 |
70.04 |
+0.26 |
6 |
5,787 |
+17 |
Sep00 |
000127 |
69.97 |
70.17 |
69.97 |
70.17 |
+0.26 |
6 |
1,365 |
+6 |
Dec00 |
000127 |
70.04 |
70.28 |
70.04 |
70.28 |
+0.26 |
1 |
869 |
+0 |
Total Volume and Open Interest |
9,631 |
75,335 |
+1,537 |
Japanese Yen(IMM) |
Mar00 |
000127 |
95.28 |
96.25 |
95.21 |
95.95 |
+0.65 |
9,273 |
99,669 |
+1,273 |
Jun00 |
000127 |
96.85 |
97.70 |
96.81 |
97.53 |
+0.66 |
24 |
3,245 |
+4 |
Sep00 |
000127 |
99.10 |
99.20 |
99.10 |
99.10 |
+0.67 |
0 |
366 |
+0 |
Total Volume and Open Interest |
9,297 |
103,374 |
+1,277 |
Swiss Franc(IMM) |
Mar00 |
000127 |
62.15 |
62.16 |
61.47 |
61.57 |
-0.86 |
5,406 |
59,583 |
-1,059 |
Jun00 |
000127 |
62.78 |
62.79 |
62.14 |
62.24 |
-0.87 |
5 |
285 |
+3 |
Sep00 |
000127 |
63.15 |
63.15 |
62.82 |
62.86 |
-0.88 |
2 |
33 |
+1 |
Total Volume and Open Interest |
5,413 |
59,901 |
-1,055 |
EuroFX(IMM) |
Mar00 |
000127 |
99.97 |
99.98 |
99.01 |
99.08 |
-1.40 |
10,821 |
66,414 |
+1,280 |
Jun00 |
000127 |
100.64 |
100.66 |
99.77 |
99.77 |
-1.42 |
26 |
389 |
+19 |
Sep00 |
000127 |
100.45 |
100.45 |
100.41 |
100.41 |
-1.44 |
0 |
101 |
+0 |
Total Volume and Open Interest |
10,847 |
66,918 |
+1,299 |
Mexican Peso(IMM) |
Mar00 |
000127 |
10365.0 |
10390.0 |
10300.0 |
10315.0 |
-33.0 |
3,438 |
13,643 |
-657 |
Jun00 |
000127 |
10020.0 |
10020.0 |
9968.0 |
9968.0 |
-32.0 |
103 |
2,926 |
-16 |
Total Volume and Open Interest |
3,638 |
16,963 |
-639 |
30-Year T-Bonds(CBOT) |
Mar00 |
000127 |
91~08 |
92~02 |
91~03 |
91~30 |
+0~22 |
397,043 |
618,518 |
+564 |
Jun00 |
000127 |
91~05 |
91~26 |
90~26 |
91~23 |
+0~23 |
10,559 |
66,067 |
+2,552 |
Sep00 |
000127 |
90~25 |
91~17 |
90~25 |
91~15 |
+0~24 |
185 |
625 |
-30 |
Total Volume and Open Interest |
407,787 |
685,252 |
+3,086 |
Municipal Bonds(CBOT) |
Mar00 |
000127 |
91~09 |
91~16 |
91~00 |
91~14 |
+0~08 |
2,008 |
21,905 |
+394 |
Jun00 |
000127 |
90~10 |
90~18 |
90~10 |
90~17 |
+0~05 |
38 |
545 |
+19 |
Total Volume and Open Interest |
2,046 |
22,450 |
+413 |
10-Year T-Notes(CBOT) |
Mar00 |
000127 |
94~195 |
94~245 |
94~020 |
94~185 |
-0~010 |
166,815 |
588,696 |
-14,625 |
Jun00 |
000127 |
94~095 |
94~095 |
93~245 |
94~070 |
-0~015 |
9,732 |
59,203 |
+5,689 |
Total Volume and Open Interest |
176,547 |
647,899 |
-8,936 |
5-Year T-Notes(CBOT) |
Mar00 |
000127 |
97~085 |
97~090 |
96~250 |
97~015 |
-0~065 |
72,444 |
389,879 |
-2,105 |
Jun00 |
000127 |
96~215 |
96~215 |
96~135 |
96~205 |
-0~065 |
2,080 |
25,236 |
+1,357 |
Total Volume and Open Interest |
74,524 |
415,115 |
-748 |
2 Year T-Notes(CBOT) |
Mar00 |
000127 |
98~121 |
98~121 |
98~099 |
98~108 |
-0~015 |
2,635 |
36,429 |
+265 |
Jun00 |
000127 |
98~092 |
98~092 |
98~088 |
98~088 |
-0~009 |
3 |
300 |
+0 |
Total Volume and Open Interest |
2,638 |
36,729 |
+265 |
3-Mth T-Bills(IMM) |
Mar00 |
000127 |
94.43 |
94.45 |
94.43 |
94.43 |
unch |
87 |
2,443 |
+2 |
Total Volume and Open Interest |
87 |
2,443 |
+2 |
Eurodollars(IMM) |
Mar00 |
000127 |
93.795 |
93.800 |
93.775 |
93.795 |
unch |
34,273 |
524,943 |
-1,011 |
Jun00 |
000127 |
93.460 |
93.465 |
93.420 |
93.445 |
-0.015 |
54,830 |
451,158 |
-3,326 |
Sep00 |
000127 |
93.215 |
93.215 |
93.150 |
93.170 |
-0.035 |
74,551 |
383,837 |
-707 |
Dec00 |
000127 |
93.005 |
93.005 |
92.935 |
92.960 |
-0.040 |
48,389 |
286,797 |
+1,115 |
Mar01 |
000127 |
92.935 |
92.935 |
92.855 |
92.875 |
-0.050 |
26,935 |
254,130 |
+3,013 |
Jun01 |
000127 |
92.840 |
92.840 |
92.760 |
92.785 |
-0.050 |
25,709 |
179,169 |
+2,314 |
Sep01 |
000127 |
92.785 |
92.785 |
92.710 |
92.735 |
-0.055 |
16,506 |
134,029 |
-9 |
Dec01 |
000127 |
92.700 |
92.700 |
92.630 |
92.640 |
-0.070 |
10,970 |
106,574 |
-61 |
Mar02 |
000127 |
92.740 |
92.740 |
92.670 |
92.685 |
-0.065 |
4,217 |
100,597 |
+908 |
Jun02 |
000127 |
92.720 |
92.720 |
92.660 |
92.665 |
-0.065 |
5,182 |
72,332 |
+1,082 |
Sep02 |
000127 |
92.720 |
92.720 |
92.640 |
92.650 |
-0.065 |
3,435 |
64,796 |
-15 |
Dec02 |
000127 |
92.625 |
92.630 |
92.575 |
92.580 |
-0.065 |
3,968 |
64,942 |
-120 |
Total Volume and Open Interest |
348,394 |
3,043,491 |
+11,199 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000127 |
99.88 |
99.88 |
99.86 |
99.87 |
unch |
1,026 |
21,195 |
+611 |
Jun00 |
000127 |
99.82 |
99.83 |
99.82 |
99.82 |
unch |
1,023 |
17,919 |
+829 |
Sep00 |
000127 |
99.71 |
99.72 |
99.71 |
99.71 |
unch |
1,084 |
12,072 |
+41 |
Dec00 |
000127 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.01 |
529 |
8,285 |
-56 |
Mar01 |
000127 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
463 |
13,471 |
-126 |
Jun01 |
000127 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
371 |
4,144 |
+251 |
Sep01 |
000127 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.02 |
0 |
5,607 |
+50 |
Dec01 |
000127 |
98.99 |
98.99 |
98.99 |
98.99 |
unch |
1 |
100 |
-1 |
Mar02 |
000127 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
0 |
179 |
+0 |
Jun02 |
000127 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
0 |
49 |
+0 |
Total Volume and Open Interest |
4,497 |
83,021 |
+1,599 |
3-Mth Euro-Yen(SIMEX) |
Mar00 |
000127 |
99.87 |
99.88 |
99.86 |
99.88 |
+0.02 |
2,024 |
123,741 |
-1,361 |
Jun00 |
000127 |
99.82 |
99.83 |
99.82 |
99.82 |
unch |
4,429 |
110,165 |
-7,381 |
Sep00 |
000127 |
99.71 |
99.72 |
99.70 |
99.71 |
unch |
5,614 |
81,203 |
+6,956 |
Dec00 |
000127 |
99.56 |
99.57 |
99.54 |
99.56 |
unch |
4,396 |
45,415 |
+2,764 |
Mar01 |
000127 |
99.43 |
99.44 |
99.43 |
99.44 |
+0.01 |
2,799 |
52,239 |
+1,189 |
Jun01 |
000127 |
99.32 |
99.32 |
99.31 |
99.32 |
unch |
1,474 |
41,009 |
+618 |
Sep01 |
000127 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.01 |
1,276 |
35,346 |
+1,403 |
Dec01 |
000127 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
401 |
3,027 |
+350 |
Total Volume and Open Interest |
22,413 |
496,830 |
+4,638 |
German Euro-Bund(EUREX) |
Mar00 |
000127 |
103.04 |
103.15 |
102.22 |
102.42 |
-0.53 |
733,068 |
655,764 |
+20,326 |
Jun00 |
000127 |
102.11 |
102.32 |
101.50 |
101.60 |
-0.52 |
1,640 |
37,707 |
+761 |
Sep00 |
000127 |
100.92 |
100.92 |
100.92 |
100.92 |
-0.53 |
0 |
7,518 |
+140 |
Total Volume and Open Interest |
734,708 |
700,989 |
+21,227 |
German Euro-Bobl(EUREX) |
Mar00 |
000127 |
102.97 |
103.05 |
102.47 |
102.67 |
-0.30 |
318,531 |
394,759 |
-1,193 |
Jun00 |
000127 |
101.83 |
101.90 |
101.83 |
101.90 |
-0.31 |
0 |
13,815 |
+2,503 |
Sep00 |
000127 |
101.42 |
101.42 |
101.42 |
101.42 |
-0.30 |
0 |
255 |
+0 |
Total Volume and Open Interest |
318,531 |
408,829 |
+1,310 |
Long Gilt(LIFFE) |
Mar00 |
000127 |
109~18 |
109~26 |
108~20 |
108~29 |
-0~19 |
20,877 |
75,426 |
+982 |
Jun00 |
000127 |
109~11 |
109~11 |
109~11 |
109~11 |
-0~28 |
|
|
|
Total Volume and Open Interest |
21,046 |
75,426 |
+982 |
3-Mth Short Sterling(LIFFE) |
Mar00 |
000127 |
93.66 |
93.67 |
93.63 |
93.64 |
-0.03 |
35,841 |
185,035 |
-2,022 |
Jun00 |
000127 |
93.31 |
93.32 |
93.26 |
93.26 |
-0.05 |
49,405 |
157,453 |
-10,966 |
Sep00 |
000127 |
93.08 |
93.08 |
93.02 |
93.02 |
-0.04 |
42,229 |
118,011 |
-3,787 |
Total Volume and Open Interest |
170,990 |
758,034 |
-11,263 |
3-Mth Euribor(LIFFE) |
Mar00 |
000127 |
96.335 |
96.335 |
96.280 |
96.295 |
-0.045 |
76,016 |
377,001 |
+2,779 |
Jun00 |
000127 |
95.990 |
95.995 |
95.905 |
95.915 |
-0.075 |
45,189 |
260,910 |
+1,878 |
Sep00 |
000127 |
95.730 |
95.730 |
95.615 |
95.630 |
-0.090 |
36,480 |
203,008 |
+1,858 |
Total Volume and Open Interest |
218,975 |
1,299,923 |
+9,082 |
3-Mth Aus T-Bills(SFE) |
Mar00 |
000127 |
93.91 |
93.95 |
93.91 |
93.94 |
+0.05 |
12,753 |
0 |
-290,872 |
Jun00 |
000127 |
93.47 |
93.51 |
93.47 |
93.49 |
+0.03 |
1,061 |
0 |
-72,616 |
Sep00 |
000127 |
93.15 |
93.16 |
93.12 |
93.13 |
+0.03 |
599 |
0 |
-37,136 |
Dec00 |
000127 |
92.88 |
92.88 |
92.83 |
92.84 |
+0.04 |
25 |
0 |
-21,554 |
Mar01 |
000127 |
92.66 |
92.66 |
92.64 |
92.64 |
+0.03 |
925 |
0 |
-13,015 |
Jun01 |
000127 |
92.50 |
92.50 |
92.49 |
92.50 |
+0.04 |
60 |
0 |
-10,453 |
Sep01 |
000127 |
92.37 |
92.37 |
92.36 |
92.37 |
+0.05 |
160 |
0 |
-6,479 |
Dec01 |
000127 |
92.28 |
92.28 |
92.27 |
92.27 |
+0.04 |
145 |
0 |
-3,945 |
Mar02 |
000127 |
92.16 |
92.16 |
92.16 |
92.16 |
+0.01 |
|
|
|
Jun02 |
000127 |
92.09 |
92.09 |
92.09 |
92.09 |
+0.02 |
|
|
|
Total Volume and Open Interest |
15,728 |
480,765 |
+15,945 |
10-Year Aus T-Bonds(SFE) |
Mar00 |
000127 |
92.78 |
92.82 |
92.74 |
92.80 |
+0.08 |
9,046 |
0 |
-175,210 |
Jun00 |
000127 |
92.76 |
92.76 |
92.76 |
92.76 |
+0.05 |
|
|
|
Total Volume and Open Interest |
4,548 |
181,706 |
+6,496 |
3-Year Aus T-Bonds(SFE) |
Mar00 |
000127 |
93.09 |
93.13 |
93.08 |
93.10 |
+0.04 |
7,772 |
0 |
-301,122 |
Jun00 |
000127 |
92.79 |
92.79 |
92.79 |
92.79 |
+0.04 |
|
|
|
Total Volume and Open Interest |
7,772 |
318,121 |
+16,999 |
Gold(CMX) |
Feb00 |
000127 |
287.0 |
287.3 |
285.6 |
287.1 |
+0.6 |
36,122 |
19,963 |
-13,581 |
Apr00 |
000127 |
290.0 |
290.0 |
288.4 |
289.9 |
+0.8 |
26,450 |
41,762 |
+10,179 |
Jun00 |
000127 |
292.0 |
292.7 |
290.7 |
292.2 |
+0.7 |
1,768 |
24,824 |
+927 |
Aug00 |
000127 |
294.1 |
294.7 |
294.1 |
294.7 |
+0.8 |
479 |
11,244 |
+316 |
Oct00 |
000127 |
296.8 |
297.1 |
296.8 |
297.1 |
+0.8 |
0 |
3,593 |
+0 |
Dec00 |
000127 |
299.5 |
300.1 |
298.8 |
299.6 |
+0.8 |
34 |
15,947 |
+12 |
Total Volume and Open Interest |
64,879 |
140,990 |
-1,923 |
Silver(CMX) |
Mar00 |
000127 |
533.0 |
543.0 |
533.0 |
541.5 |
+13.2 |
7,333 |
56,194 |
+430 |
May00 |
000127 |
533.5 |
543.5 |
533.5 |
542.4 |
+12.2 |
444 |
7,547 |
-28 |
Jul00 |
000127 |
537.0 |
545.0 |
537.0 |
544.0 |
+11.8 |
72 |
3,692 |
+6 |
Sep00 |
000127 |
545.1 |
545.1 |
545.1 |
545.1 |
+11.8 |
13 |
1,353 |
+0 |
Dec00 |
000127 |
540.0 |
546.5 |
540.0 |
545.7 |
+11.8 |
12 |
5,036 |
+10 |
Total Volume and Open Interest |
7,885 |
77,206 |
+418 |
Platinum(NYM) |
Apr00 |
000127 |
436.0 |
446.0 |
435.5 |
445.6 |
+13.1 |
1,286 |
10,676 |
-36 |
Jul00 |
000127 |
427.0 |
435.6 |
427.0 |
435.6 |
+12.1 |
145 |
871 |
+31 |
Oct00 |
000127 |
431.6 |
431.6 |
431.6 |
431.6 |
+12.1 |
2 |
0 |
+0 |
Jan01 |
000127 |
431.6 |
431.6 |
431.6 |
431.6 |
+12.1 |
|
|
|
Total Volume and Open Interest |
1,443 |
11,573 |
-37 |
Palladium(NYME) |
Mar00 |
000127 |
479.00 |
483.20 |
476.00 |
483.00 |
+11.00 |
413 |
3,126 |
+121 |
Jun00 |
000127 |
479.00 |
479.00 |
479.00 |
479.00 |
+10.75 |
26 |
326 |
+20 |
Total Volume and Open Interest |
439 |
3,452 |
+141 |
Copper(CMX) |
Mar00 |
000127 |
83.35 |
84.80 |
83.10 |
84.45 |
+0.30 |
13,683 |
48,256 |
-3,910 |
May00 |
000127 |
84.30 |
85.65 |
84.30 |
85.40 |
+0.25 |
1,385 |
8,884 |
+529 |
Jul00 |
000127 |
85.20 |
86.35 |
85.10 |
86.10 |
+0.25 |
304 |
4,587 |
+56 |
Sep00 |
000127 |
85.40 |
86.75 |
85.40 |
86.75 |
+0.30 |
15 |
4,069 |
+6 |
Dec00 |
000127 |
86.50 |
87.40 |
86.40 |
87.40 |
+0.35 |
176 |
4,048 |
+33 |
Total Volume and Open Interest |
16,447 |
80,886 |
-2,792 |
DJIA Index(CBOT) |
Mar00 |
000127 |
11140 |
11225 |
10975 |
11117 |
+3 |
12,482 |
11,977 |
-70 |
Jun00 |
000127 |
11305 |
11360 |
11120 |
11253 |
+2 |
31 |
741 |
+26 |
Sep00 |
000127 |
11393 |
11393 |
11393 |
11393 |
+2 |
0 |
410 |
-4 |
Dec00 |
000127 |
11600 |
11635 |
11550 |
11553 |
+2 |
0 |
228 |
+0 |
Total Volume and Open Interest |
12,513 |
13,356 |
-48 |
S & P 500(CME) |
Mar00 |
000127 |
1424.50 |
1428.20 |
1388.00 |
1409.80 |
-5.60 |
76,345 |
352,240 |
-3,345 |
Jun00 |
000127 |
1440.00 |
1446.70 |
1409.00 |
1428.30 |
-5.70 |
112 |
8,638 |
+48 |
Sep00 |
000127 |
1447.30 |
1464.70 |
1429.20 |
1447.30 |
-5.90 |
78 |
2,588 |
-5 |
Dec00 |
000127 |
1461.80 |
1485.30 |
1449.80 |
1467.80 |
-6.00 |
0 |
2,611 |
+0 |
Total Volume and Open Interest |
76,496 |
366,354 |
-3,302 |
S & P 500 E-Mini(Globex) |
Mar00 |
000127 |
1412.50 |
1428.50 |
1388.00 |
1409.75 |
-5.75 |
58,344 |
18,218 |
-553 |
Jun00 |
000127 |
1423.00 |
1443.75 |
1418.00 |
1428.25 |
-5.75 |
5 |
17 |
+0 |
Total Volume and Open Interest |
58,349 |
18,235 |
-553 |
NASDAQ 100(CME) |
Mar00 |
000127 |
3690.00 |
3730.00 |
3528.00 |
3636.00 |
-18.50 |
15,369 |
31,276 |
-178 |
Jun00 |
000127 |
3680.00 |
3766.50 |
3624.50 |
3688.00 |
-18.50 |
20 |
60 |
+8 |
Sep00 |
000127 |
3740.00 |
3818.50 |
3676.50 |
3740.00 |
-18.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
15,389 |
31,340 |
-170 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar00 |
000127 |
3628.5 |
3734.0 |
3526.0 |
3636.0 |
-18.5 |
14,483 |
8,988 |
+598 |
Jun00 |
000127 |
3688.0 |
3688.0 |
3688.0 |
3688.0 |
-18.5 |
0 |
6 |
+0 |
Total Volume and Open Interest |
14,483 |
8,994 |
+598 |
NYSE Composite(NYBOT) |
Mar00 |
000127 |
636.50 |
637.25 |
624.00 |
631.30 |
-2.10 |
523 |
1,754 |
+88 |
Jun00 |
000127 |
644.00 |
644.00 |
639.05 |
639.05 |
-2.10 |
0 |
1,703 |
+0 |
Sep00 |
000127 |
646.80 |
646.80 |
646.80 |
646.80 |
-2.10 |
|
|
|
Total Volume and Open Interest |
0 |
3,800 |
+0 |
S & P Midcap 400(CME) |
Mar00 |
000127 |
447.90 |
451.50 |
437.50 |
444.45 |
+0.25 |
933 |
12,948 |
+152 |
Jun00 |
000127 |
448.45 |
448.50 |
448.45 |
448.45 |
+0.25 |
|
|
|
Sep00 |
000127 |
450.55 |
450.60 |
450.55 |
450.55 |
+0.25 |
|
|
|
Total Volume and Open Interest |
933 |
12,948 |
+152 |
Russell 2000(CME) |
Mar00 |
000127 |
526.50 |
529.50 |
515.00 |
521.50 |
-2.25 |
673 |
13,015 |
-8 |
Jun00 |
000127 |
525.75 |
525.75 |
525.00 |
525.75 |
-2.25 |
|
|
|
Sep00 |
000127 |
529.75 |
529.75 |
529.00 |
529.75 |
-2.25 |
|
|
|
Total Volume and Open Interest |
673 |
13,015 |
-8 |
Value Line(KCBT) |
Mar00 |
000127 |
1018.00 |
1024.00 |
1002.50 |
1012.55 |
-2.25 |
57 |
256 |
-13 |
Total Volume and Open Interest |
57 |
256 |
-13 |
Nikkei 225(CME) |
Mar00 |
000127 |
19225 |
19245 |
19100 |
19130 |
+5 |
927 |
17,246 |
+85 |
Jun00 |
000127 |
19250 |
19250 |
19090 |
19090 |
+5 |
0 |
91 |
+0 |
Total Volume and Open Interest |
927 |
17,337 |
+85 |
Nikkei 225(SIMEX) |
Mar00 |
000127 |
19080 |
19200 |
18950 |
19180 |
+65 |
9,356 |
103,656 |
-242 |
Jun00 |
000127 |
19115 |
19115 |
19115 |
19115 |
+65 |
0 |
2,788 |
+0 |
Sep00 |
000127 |
19115 |
19115 |
19115 |
19115 |
+65 |
0 |
8,678 |
+0 |
Total Volume and Open Interest |
16,560 |
125,559 |
+768 |
CAC 40(MATIF) |
Jan00 |
000127 |
5680.0 |
5732.0 |
5620.0 |
5686.0 |
+34.5 |
108,017 |
65,819 |
-23,686 |
Feb00 |
000127 |
5672.0 |
5745.0 |
5635.0 |
5685.0 |
+6.0 |
58,767 |
71,374 |
+35,760 |
Mar00 |
000127 |
5694.0 |
5753.0 |
5663.0 |
5728.0 |
+29.0 |
4,833 |
61,669 |
+278 |
Total Volume and Open Interest |
171,617 |
235,246 |
+13,396 |
DAX Index(EUREX) |
Mar00 |
000127 |
7024.0 |
7197.0 |
6963.0 |
7161.0 |
+171.5 |
61,399 |
148,782 |
+1,026 |
Jun00 |
000127 |
7071.5 |
7249.0 |
7021.0 |
7215.5 |
+175.0 |
2,295 |
17,017 |
+394 |
Sep00 |
000127 |
7160.0 |
7287.0 |
7108.5 |
7287.0 |
+173.5 |
0 |
1,353 |
+1 |
Total Volume and Open Interest |
63,694 |
167,152 |
+1,421 |
FT-SE 100(LIFFE) |
Mar00 |
000127 |
6440.00 |
6467.00 |
6408.50 |
6440.00 |
+20.50 |
25,372 |
206,357 |
-578 |
Jun00 |
000127 |
6508.00 |
6519.50 |
6508.00 |
6510.00 |
+34.00 |
510 |
2,624 |
+204 |
Sep00 |
000127 |
6584.00 |
6589.50 |
6579.00 |
6582.50 |
+37.50 |
0 |
551 |
+0 |
Total Volume and Open Interest |
28,227 |
209,532 |
-374 |
SPI 200(SFE) |
Mar00 |
000127 |
3068.0 |
3094.0 |
3068.0 |
3092.0 |
+9.0 |
9,151 |
0 |
-145,877 |
Jun00 |
000127 |
3098.0 |
3110.0 |
3098.0 |
3110.0 |
+11.0 |
68 |
0 |
-7,546 |
Sep00 |
000127 |
3128.0 |
3128.0 |
3128.0 |
3128.0 |
+11.0 |
162 |
0 |
-4,127 |
Total Volume and Open Interest |
9,477 |
170,581 |
+11,196 |
GSCI(CME) |
Feb00 |
000127 |
206.00 |
207.30 |
204.20 |
205.25 |
-1.20 |
255 |
40,558 |
-82 |
Mar00 |
000127 |
202.80 |
204.60 |
202.20 |
202.80 |
-1.50 |
2 |
67 |
+0 |
Apr00 |
000127 |
200.60 |
201.30 |
200.00 |
200.50 |
-0.70 |
|
|
|
Total Volume and Open Interest |
259 |
40,627 |
-82 |
Bridge CRB Index(NYBOT) |
Feb00 |
000127 |
209.90 |
211.00 |
209.70 |
210.80 |
+0.30 |
602 |
736 |
-342 |
Apr00 |
000127 |
210.50 |
211.35 |
210.10 |
211.20 |
+0.35 |
51 |
1,110 |
+14 |
Jun00 |
000127 |
212.00 |
213.00 |
212.00 |
213.00 |
+0.15 |
1 |
759 |
+1 |
Total Volume and Open Interest |
654 |
2,810 |
-327 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|