|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu February 03, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar00 |
000203 |
504.50 |
505.00 |
498.00 |
501.00 |
-6.50 |
24,260 |
75,771 |
-636 |
May00 |
000203 |
511.00 |
514.50 |
507.00 |
510.00 |
-6.50 |
5,358 |
37,680 |
+301 |
Jul00 |
000203 |
521.00 |
522.75 |
515.50 |
518.00 |
-7.25 |
2,760 |
30,999 |
+263 |
Aug00 |
000203 |
523.50 |
524.50 |
517.50 |
520.25 |
-5.75 |
283 |
5,149 |
-54 |
Sep00 |
000203 |
522.50 |
524.00 |
518.00 |
520.50 |
-7.00 |
160 |
3,033 |
+50 |
Nov00 |
000203 |
531.00 |
531.00 |
524.00 |
526.75 |
-7.25 |
2,477 |
17,761 |
+304 |
Jan01 |
000203 |
537.50 |
537.50 |
533.00 |
533.00 |
-8.00 |
8 |
247 |
+6 |
Total Volume and Open Interest |
35,341 |
170,888 |
+247 |
Soybean Meal(CBOT) |
Mar00 |
000203 |
161.30 |
161.50 |
159.00 |
159.70 |
-2.40 |
6,743 |
52,818 |
+116 |
May00 |
000203 |
163.80 |
164.00 |
161.40 |
162.30 |
-2.30 |
3,738 |
33,974 |
+302 |
Jul00 |
000203 |
165.50 |
165.90 |
163.40 |
164.30 |
-2.30 |
1,967 |
20,471 |
+37 |
Aug00 |
000203 |
165.50 |
166.10 |
163.70 |
164.80 |
-2.00 |
559 |
6,148 |
+30 |
Sep00 |
000203 |
167.00 |
167.00 |
164.30 |
165.30 |
-1.90 |
544 |
4,822 |
+194 |
Oct00 |
000203 |
166.50 |
166.70 |
164.00 |
164.80 |
-2.40 |
188 |
3,124 |
+86 |
Dec00 |
000203 |
168.70 |
168.80 |
166.50 |
167.50 |
-2.10 |
196 |
8,979 |
+50 |
Jan01 |
000203 |
169.00 |
169.20 |
168.00 |
168.80 |
-1.80 |
15 |
314 |
+11 |
Total Volume and Open Interest |
13,950 |
130,700 |
+826 |
Soybean Oil(CBOT) |
Mar00 |
000203 |
16.05 |
16.08 |
15.90 |
15.96 |
-0.23 |
11,037 |
43,123 |
-977 |
May00 |
000203 |
16.38 |
16.39 |
16.20 |
16.27 |
-0.25 |
3,562 |
32,421 |
+103 |
Jul00 |
000203 |
16.70 |
16.70 |
16.54 |
16.59 |
-0.26 |
1,320 |
20,793 |
-37 |
Aug00 |
000203 |
16.80 |
16.83 |
16.70 |
16.72 |
-0.28 |
286 |
5,520 |
-8 |
Sep00 |
000203 |
16.82 |
16.95 |
16.82 |
16.84 |
-0.30 |
241 |
3,866 |
+154 |
Oct00 |
000203 |
17.10 |
17.10 |
17.00 |
17.01 |
-0.28 |
45 |
3,914 |
+30 |
Dec00 |
000203 |
17.40 |
17.40 |
17.29 |
17.33 |
-0.22 |
185 |
11,674 |
+8 |
Jan01 |
000203 |
17.70 |
17.70 |
17.60 |
17.65 |
-0.23 |
40 |
3,274 |
+17 |
Total Volume and Open Interest |
16,766 |
127,440 |
-600 |
Canola(WCE) |
Mar00 |
000203 |
258.5 |
258.7 |
255.8 |
256.3 |
-3.0 |
2,481 |
29,016 |
+620 |
May00 |
000203 |
264.0 |
264.0 |
261.2 |
261.3 |
-3.4 |
1,764 |
17,433 |
+268 |
Jul00 |
000203 |
269.7 |
269.7 |
266.2 |
266.3 |
-3.5 |
1,015 |
12,542 |
+496 |
Aug00 |
000203 |
272.0 |
272.0 |
269.5 |
269.5 |
-3.5 |
142 |
1,695 |
+25 |
Sep00 |
000203 |
272.0 |
272.0 |
272.0 |
272.0 |
-3.0 |
0 |
834 |
+0 |
Total Volume and Open Interest |
6,556 |
65,376 |
+2,099 |
Corn(CBOT) |
Mar00 |
000203 |
220.25 |
220.25 |
217.25 |
218.00 |
-2.75 |
25,085 |
200,206 |
-1,713 |
May00 |
000203 |
228.00 |
228.25 |
225.25 |
226.00 |
-2.75 |
6,140 |
92,978 |
+1,039 |
Jul00 |
000203 |
235.25 |
235.75 |
232.75 |
233.75 |
-2.25 |
4,046 |
90,998 |
+570 |
Sep00 |
000203 |
241.25 |
242.50 |
240.00 |
240.25 |
-2.50 |
758 |
26,980 |
+298 |
Nov00 |
000203 |
245.75 |
245.75 |
245.75 |
245.75 |
-2.25 |
73 |
781 |
-6 |
Dec00 |
000203 |
249.75 |
250.75 |
247.75 |
248.75 |
-1.75 |
4,781 |
62,470 |
+1,290 |
Total Volume and Open Interest |
41,579 |
484,785 |
+1,640 |
Wheat(CBOT) |
Mar00 |
000203 |
256.00 |
256.00 |
253.00 |
253.75 |
-3.50 |
9,083 |
78,743 |
-322 |
May00 |
000203 |
267.50 |
267.50 |
264.50 |
265.00 |
-3.50 |
1,803 |
16,372 |
+571 |
Jul00 |
000203 |
277.00 |
277.50 |
274.50 |
275.25 |
-3.50 |
1,446 |
25,784 |
-176 |
Sep00 |
000203 |
287.00 |
287.50 |
285.00 |
286.00 |
-3.25 |
120 |
3,811 |
+51 |
Dec00 |
000203 |
301.50 |
302.00 |
299.25 |
299.75 |
-3.75 |
182 |
7,405 |
-42 |
Total Volume and Open Interest |
12,664 |
132,246 |
+90 |
Wheat(KCBT) |
Mar00 |
000203 |
284.00 |
284.00 |
281.00 |
281.25 |
-3.75 |
2,703 |
35,964 |
-493 |
May00 |
000203 |
295.00 |
295.00 |
292.00 |
292.25 |
-3.75 |
965 |
10,990 |
+7 |
Jul00 |
000203 |
305.50 |
305.75 |
303.00 |
303.25 |
-3.00 |
508 |
14,174 |
-34 |
Sep00 |
000203 |
313.00 |
313.50 |
311.50 |
311.50 |
-4.00 |
10 |
841 |
+9 |
Dec00 |
000203 |
324.25 |
324.50 |
321.50 |
322.50 |
-2.75 |
192 |
2,609 |
+124 |
Total Volume and Open Interest |
4,378 |
64,580 |
-387 |
Wheat(MGE) |
Mar00 |
000203 |
315.50 |
317.00 |
310.50 |
313.25 |
-3.00 |
2,085 |
11,470 |
+0 |
May00 |
000203 |
325.50 |
326.75 |
321.00 |
323.25 |
-3.25 |
1,381 |
4,905 |
-405 |
Jul00 |
000203 |
334.00 |
335.50 |
330.00 |
332.25 |
-2.75 |
315 |
3,897 |
+110 |
Sep00 |
000203 |
343.75 |
344.00 |
340.00 |
340.50 |
-3.50 |
67 |
1,557 |
+34 |
Dec00 |
000203 |
351.50 |
351.50 |
351.50 |
351.50 |
-2.00 |
13 |
584 |
-9 |
Total Volume and Open Interest |
3,861 |
22,489 |
-270 |
Oats(CBOT) |
Mar00 |
000203 |
110.50 |
111.25 |
109.75 |
110.00 |
-1.25 |
455 |
6,306 |
-220 |
May00 |
000203 |
116.50 |
117.00 |
115.75 |
116.00 |
-1.25 |
81 |
4,220 |
+46 |
Jul00 |
000203 |
114.75 |
115.25 |
114.00 |
114.00 |
-1.00 |
312 |
3,155 |
+139 |
Sep00 |
000203 |
118.00 |
118.00 |
118.00 |
118.00 |
-0.75 |
1 |
838 |
+0 |
Total Volume and Open Interest |
972 |
16,785 |
-31 |
Rough Rice(CBOT) |
Mar00 |
000203 |
5.70 |
5.70 |
5.59 |
5.63 |
-0.07 |
339 |
3,186 |
-140 |
May00 |
000203 |
5.93 |
5.94 |
5.84 |
5.89 |
-0.06 |
162 |
2,368 |
-13 |
Jul00 |
000203 |
6.12 |
6.14 |
6.08 |
6.11 |
-0.05 |
81 |
1,053 |
+16 |
Sep00 |
000203 |
6.52 |
6.52 |
6.52 |
6.52 |
-0.11 |
40 |
164 |
+0 |
Total Volume and Open Interest |
614 |
7,006 |
-137 |
Live Cattle(CME) |
Feb00 |
000203 |
70.300 |
70.750 |
70.125 |
70.725 |
+0.450 |
9,114 |
27,194 |
-1,552 |
Apr00 |
000203 |
71.850 |
72.450 |
71.725 |
72.425 |
+0.450 |
11,266 |
55,866 |
+753 |
Jun00 |
000203 |
69.700 |
70.100 |
69.600 |
70.050 |
+0.250 |
3,647 |
25,914 |
+884 |
Aug00 |
000203 |
70.500 |
70.925 |
70.500 |
70.850 |
+0.225 |
836 |
13,388 |
+117 |
Oct00 |
000203 |
72.700 |
73.000 |
72.650 |
72.975 |
+0.275 |
487 |
5,047 |
+267 |
Dec00 |
000203 |
73.700 |
74.000 |
73.700 |
74.000 |
+0.200 |
92 |
3,295 |
-3 |
Total Volume and Open Interest |
25,492 |
133,188 |
+491 |
Feeder Cattle(CME) |
Mar00 |
000203 |
84.750 |
85.275 |
84.650 |
85.225 |
+0.450 |
1,786 |
10,659 |
-6 |
Apr00 |
000203 |
85.050 |
85.450 |
84.800 |
85.425 |
+0.425 |
802 |
5,130 |
-121 |
May00 |
000203 |
85.100 |
85.600 |
84.850 |
85.550 |
+0.400 |
542 |
5,437 |
-53 |
Aug00 |
000203 |
86.500 |
87.150 |
86.400 |
87.075 |
+0.525 |
327 |
4,415 |
+69 |
Sep00 |
000203 |
86.550 |
87.125 |
86.550 |
87.125 |
+0.550 |
19 |
1,359 |
-4 |
Oct00 |
000203 |
86.950 |
87.300 |
86.900 |
87.275 |
+0.575 |
50 |
1,121 |
-4 |
Nov00 |
000203 |
88.000 |
88.250 |
88.000 |
88.175 |
+0.475 |
34 |
814 |
+7 |
Total Volume and Open Interest |
3,566 |
28,973 |
-110 |
Lean Hogs(CME) |
Feb00 |
000203 |
56.800 |
57.575 |
56.500 |
57.525 |
+0.650 |
3,305 |
10,956 |
-610 |
Apr00 |
000203 |
59.800 |
61.000 |
59.425 |
60.925 |
+1.150 |
4,141 |
27,050 |
+476 |
Jun00 |
000203 |
67.800 |
68.850 |
67.500 |
68.775 |
+0.850 |
1,672 |
12,738 |
+299 |
Jul00 |
000203 |
66.150 |
67.200 |
66.150 |
67.200 |
+0.625 |
407 |
3,807 |
+53 |
Aug00 |
000203 |
64.150 |
64.750 |
64.000 |
64.725 |
+0.475 |
115 |
2,720 |
+80 |
Oct00 |
000203 |
59.200 |
59.700 |
59.100 |
59.700 |
+0.450 |
67 |
1,435 |
+32 |
Dec00 |
000203 |
57.350 |
57.400 |
57.250 |
57.400 |
-0.100 |
36 |
497 |
+5 |
Feb01 |
000203 |
59.150 |
59.250 |
59.000 |
59.000 |
-0.225 |
16 |
66 |
+12 |
Total Volume and Open Interest |
9,763 |
59,283 |
+350 |
Pork Bellies(CME) |
Feb00 |
000203 |
92.900 |
93.100 |
91.900 |
92.450 |
-0.450 |
1,174 |
2,233 |
-289 |
Mar00 |
000203 |
91.900 |
92.250 |
91.200 |
91.800 |
-0.250 |
979 |
2,026 |
+103 |
May00 |
000203 |
91.000 |
91.900 |
91.000 |
91.775 |
-0.150 |
538 |
1,403 |
+123 |
Jul00 |
000203 |
88.700 |
88.950 |
87.250 |
88.625 |
-0.075 |
92 |
345 |
+13 |
Aug00 |
000203 |
85.050 |
85.400 |
84.600 |
85.000 |
-0.500 |
14 |
76 |
+1 |
Total Volume and Open Interest |
2,797 |
6,083 |
-49 |
Class III Milk(CME) |
Feb00 |
000203 |
10.06 |
10.07 |
10.01 |
10.01 |
-0.05 |
34 |
813 |
+16 |
Mar00 |
000203 |
10.24 |
10.24 |
10.23 |
10.24 |
unch |
16 |
656 |
+5 |
Apr00 |
000203 |
10.52 |
10.52 |
10.52 |
10.52 |
unch |
6 |
501 |
-5 |
May00 |
000203 |
11.00 |
11.05 |
10.98 |
11.05 |
+0.05 |
1 |
458 |
+0 |
Jun00 |
000203 |
11.58 |
11.60 |
11.57 |
11.57 |
-0.01 |
4 |
450 |
+3 |
Total Volume and Open Interest |
142 |
5,824 |
+54 |
Cocoa(ICE) |
Mar00 |
000203 |
770 |
778 |
765 |
774 |
+8 |
5,044 |
32,514 |
-697 |
May00 |
000203 |
800 |
809 |
797 |
805 |
+8 |
4,139 |
27,733 |
+647 |
Jul00 |
000203 |
827 |
834 |
823 |
830 |
+8 |
1,265 |
12,515 |
+390 |
Sep00 |
000203 |
852 |
860 |
847 |
856 |
+9 |
806 |
14,718 |
+186 |
Dec00 |
000203 |
888 |
897 |
885 |
892 |
+9 |
284 |
9,105 |
+500 |
Mar01 |
000203 |
922 |
929 |
922 |
929 |
+9 |
91 |
6,961 |
+55 |
May01 |
000203 |
955 |
955 |
955 |
955 |
+9 |
0 |
3,438 |
+0 |
Total Volume and Open Interest |
12,005 |
112,753 |
+1,335 |
Coffee "C"(ICE) |
Mar00 |
000203 |
112.00 |
113.50 |
111.25 |
112.95 |
+0.70 |
5,055 |
23,064 |
-919 |
May00 |
000203 |
114.25 |
116.05 |
114.10 |
115.60 |
+0.65 |
1,635 |
15,017 |
+211 |
Jul00 |
000203 |
117.00 |
118.40 |
116.90 |
118.15 |
+0.65 |
448 |
4,269 |
+71 |
Sep00 |
000203 |
119.00 |
120.50 |
119.00 |
120.05 |
+0.55 |
265 |
3,723 |
+66 |
Dec00 |
000203 |
120.25 |
121.85 |
120.25 |
121.40 |
+0.65 |
196 |
2,579 |
+62 |
Mar01 |
000203 |
122.50 |
122.50 |
122.40 |
122.40 |
+0.65 |
17 |
503 |
+5 |
Total Volume and Open Interest |
7,616 |
49,186 |
-504 |
Orange Juice(ICE) |
Mar00 |
000203 |
80.90 |
82.00 |
80.70 |
81.80 |
+0.65 |
748 |
16,418 |
+41 |
May00 |
000203 |
81.00 |
81.60 |
80.60 |
81.35 |
+0.30 |
298 |
5,794 |
+130 |
Jul00 |
000203 |
81.00 |
81.70 |
80.70 |
81.50 |
+0.45 |
59 |
2,567 |
+31 |
Sep00 |
000203 |
81.00 |
81.25 |
81.00 |
81.25 |
+0.35 |
8 |
1,192 |
+6 |
Nov00 |
000203 |
80.50 |
81.25 |
80.50 |
81.25 |
+0.50 |
5 |
472 |
+4 |
Jan01 |
000203 |
81.00 |
81.50 |
81.00 |
81.25 |
+0.50 |
0 |
278 |
+0 |
Total Volume and Open Interest |
1,119 |
27,063 |
+213 |
Sugar #11(ICE) |
Mar00 |
000203 |
5.65 |
5.68 |
5.54 |
5.61 |
+0.11 |
7,925 |
80,854 |
-371 |
May00 |
000203 |
5.79 |
5.81 |
5.68 |
5.75 |
+0.11 |
3,077 |
62,963 |
+411 |
Jul00 |
000203 |
6.03 |
6.05 |
5.95 |
6.00 |
+0.08 |
1,589 |
33,474 |
+314 |
Oct00 |
000203 |
6.31 |
6.31 |
6.25 |
6.30 |
+0.05 |
776 |
14,957 |
-42 |
Mar01 |
000203 |
6.50 |
6.50 |
6.40 |
6.45 |
+0.05 |
396 |
10,121 |
+110 |
Total Volume and Open Interest |
13,763 |
203,776 |
+422 |
Sugar #14(ICE) |
Mar00 |
000203 |
17.20 |
17.20 |
16.70 |
16.77 |
-0.45 |
255 |
630 |
-30 |
May00 |
000203 |
17.90 |
17.90 |
17.50 |
17.53 |
-0.42 |
445 |
2,396 |
+48 |
Jul00 |
000203 |
18.47 |
18.47 |
18.15 |
18.15 |
-0.33 |
1,018 |
3,199 |
+535 |
Sep00 |
000203 |
19.07 |
19.07 |
18.60 |
18.72 |
-0.38 |
56 |
1,612 |
-10 |
Nov00 |
000203 |
18.70 |
18.80 |
18.70 |
18.75 |
+0.04 |
101 |
1,060 |
-19 |
Total Volume and Open Interest |
2,151 |
12,544 |
+625 |
London Cocoa(LCE) |
Mar00 |
000203 |
530 |
536 |
530 |
533 |
+3 |
|
|
|
May00 |
000203 |
563 |
570 |
563 |
567 |
+4 |
|
|
|
Jul00 |
000203 |
579 |
581 |
576 |
578 |
+3 |
|
|
|
Sep00 |
000203 |
597 |
600 |
596 |
596 |
+3 |
|
|
|
Dec00 |
000203 |
620 |
621 |
618 |
618 |
+4 |
|
|
|
Mar01 |
000203 |
642 |
642 |
640 |
640 |
+3 |
|
|
|
May01 |
000203 |
658 |
660 |
656 |
656 |
+3 |
|
|
|
Total Volume and Open Interest |
4,300 |
18,365 |
-161,048 |
London Coffee(LCE) |
Mar00 |
000203 |
1088.00 |
1120.00 |
1079.00 |
1105.00 |
+11.00 |
|
|
|
May00 |
000203 |
1105.00 |
1137.00 |
1100.00 |
1122.00 |
+9.00 |
|
|
|
Jul00 |
000203 |
1130.00 |
1155.00 |
1124.00 |
1146.00 |
+10.00 |
|
|
|
Sep00 |
000203 |
1153.00 |
1169.00 |
1147.00 |
1169.00 |
+12.00 |
|
|
|
Nov00 |
000203 |
1184.00 |
1191.00 |
1184.00 |
1191.00 |
+12.00 |
|
|
|
Jan01 |
000203 |
1214.00 |
1214.00 |
1214.00 |
1214.00 |
+12.00 |
|
|
|
Total Volume and Open Interest |
5,934 |
59,244 |
+933 |
London Sugar(LCE) |
Mar00 |
000203 |
167.00 |
172.00 |
167.00 |
169.70 |
+2.30 |
|
|
|
May00 |
000203 |
170.20 |
174.30 |
170.20 |
171.90 |
+1.70 |
|
|
|
Aug00 |
000203 |
174.50 |
177.90 |
174.50 |
175.50 |
+1.30 |
|
|
|
Oct00 |
000203 |
180.00 |
181.60 |
180.00 |
180.00 |
+0.80 |
|
|
|
Dec00 |
000203 |
181.30 |
183.00 |
181.30 |
182.50 |
+1.10 |
|
|
|
Total Volume and Open Interest |
6,394 |
44,507 |
-460 |
Cotton(ICE) |
Mar00 |
000203 |
57.40 |
57.50 |
55.70 |
56.09 |
-0.95 |
5,365 |
36,675 |
-44 |
May00 |
000203 |
58.80 |
58.95 |
57.40 |
57.72 |
-0.79 |
1,457 |
17,862 |
+151 |
Jul00 |
000203 |
59.74 |
59.85 |
58.30 |
58.84 |
-0.66 |
492 |
10,871 |
+132 |
Oct00 |
000203 |
60.50 |
60.50 |
59.80 |
59.80 |
-0.53 |
7 |
623 |
-2 |
Dec00 |
000203 |
60.80 |
60.90 |
60.15 |
60.42 |
-0.26 |
465 |
6,722 |
+124 |
Mar01 |
000203 |
61.90 |
61.90 |
61.43 |
61.43 |
-0.22 |
13 |
405 |
-9 |
Total Volume and Open Interest |
7,847 |
73,332 |
+326 |
Lumber(CME) |
Mar00 |
000203 |
348.5 |
357.2 |
348.0 |
357.2 |
+10.0 |
712 |
1,793 |
-31 |
May00 |
000203 |
337.5 |
344.6 |
337.5 |
342.8 |
+6.1 |
118 |
645 |
+26 |
Jul00 |
000203 |
338.7 |
342.8 |
338.2 |
339.1 |
+2.9 |
19 |
267 |
+6 |
Sep00 |
000203 |
337.8 |
338.5 |
335.5 |
338.4 |
+2.2 |
3 |
66 |
+0 |
Total Volume and Open Interest |
852 |
2,777 |
+1 |
Crude Oil(NYM) |
Mar00 |
000203 |
27.90 |
28.40 |
27.67 |
28.03 |
+0.48 |
97,352 |
132,322 |
+591 |
Apr00 |
000203 |
26.97 |
27.43 |
26.83 |
27.13 |
+0.46 |
50,037 |
69,739 |
+4,659 |
May00 |
000203 |
26.30 |
26.70 |
26.15 |
26.39 |
+0.43 |
9,422 |
40,635 |
+1,213 |
Jun00 |
000203 |
25.60 |
26.00 |
25.54 |
25.75 |
+0.42 |
5,218 |
46,218 |
+256 |
Jul00 |
000203 |
24.95 |
25.45 |
24.95 |
25.16 |
+0.41 |
2,707 |
32,515 |
+49 |
Aug00 |
000203 |
24.59 |
24.85 |
24.48 |
24.62 |
+0.40 |
2,792 |
22,117 |
+928 |
Sep00 |
000203 |
24.00 |
24.40 |
24.00 |
24.16 |
+0.40 |
2,720 |
15,537 |
+1,293 |
Oct00 |
000203 |
23.55 |
23.76 |
23.55 |
23.72 |
+0.40 |
731 |
14,875 |
+51 |
Nov00 |
000203 |
23.25 |
23.32 |
23.25 |
23.32 |
+0.40 |
716 |
11,776 |
+19 |
Dec00 |
000203 |
22.90 |
23.10 |
22.85 |
22.95 |
+0.40 |
5,920 |
36,900 |
-621 |
Jan01 |
000203 |
22.57 |
22.57 |
22.57 |
22.57 |
+0.39 |
771 |
14,464 |
+206 |
Feb01 |
000203 |
22.21 |
22.21 |
22.21 |
22.21 |
+0.38 |
28 |
5,727 |
+16 |
Mar01 |
000203 |
21.95 |
21.95 |
21.85 |
21.85 |
+0.37 |
252 |
4,465 |
+25 |
Apr01 |
000203 |
21.52 |
21.52 |
21.52 |
21.52 |
+0.36 |
0 |
1,632 |
+0 |
May01 |
000203 |
21.23 |
21.23 |
21.23 |
21.23 |
+0.36 |
0 |
1,821 |
-2 |
Jun01 |
000203 |
20.98 |
20.98 |
20.98 |
20.98 |
+0.36 |
585 |
15,961 |
+50 |
Total Volume and Open Interest |
183,464 |
510,876 |
+8,755 |
e-miNY Crude Oil(NYM) |
Heating Oil(NYM) |
Mar00 |
000203 |
77.00 |
79.20 |
76.50 |
77.90 |
+2.37 |
26,383 |
41,797 |
+489 |
Apr00 |
000203 |
70.50 |
71.35 |
70.00 |
70.38 |
+0.83 |
10,763 |
19,838 |
+1,327 |
May00 |
000203 |
67.50 |
67.50 |
66.45 |
66.83 |
+0.53 |
42,092 |
131,369 |
+1,453 |
Jun00 |
000203 |
64.50 |
66.00 |
64.50 |
64.78 |
+0.38 |
42,092 |
131,369 |
+1,453 |
Jul00 |
000203 |
63.20 |
63.90 |
63.20 |
63.43 |
+0.28 |
737 |
12,085 |
-142 |
Aug00 |
000203 |
62.60 |
63.50 |
62.60 |
62.78 |
+0.23 |
91 |
5,007 |
-13 |
Sep00 |
000203 |
62.95 |
63.70 |
62.95 |
63.08 |
+0.18 |
10 |
4,528 |
+1 |
Oct00 |
000203 |
63.25 |
63.38 |
63.25 |
63.38 |
+0.18 |
10 |
2,332 |
-2 |
Nov00 |
000203 |
64.50 |
64.50 |
63.68 |
63.68 |
+0.18 |
59 |
1,665 |
+50 |
Dec00 |
000203 |
64.40 |
64.80 |
63.98 |
63.98 |
+0.18 |
150 |
12,275 |
+0 |
Jan01 |
000203 |
64.70 |
64.70 |
63.88 |
63.88 |
+0.18 |
57 |
3,058 |
+0 |
Feb01 |
000203 |
62.88 |
62.88 |
62.88 |
62.88 |
+0.18 |
7 |
1,442 |
+7 |
Total Volume and Open Interest |
42,092 |
131,369 |
+1,453 |
Gasoline(NYMEX) |
Mar00 |
000203 |
77.20 |
79.50 |
76.80 |
78.56 |
+1.88 |
17,195 |
38,989 |
+780 |
Apr00 |
000203 |
80.25 |
82.40 |
79.90 |
81.35 |
+1.54 |
6,878 |
19,769 |
-152 |
May00 |
000203 |
78.65 |
79.95 |
78.50 |
79.68 |
+1.27 |
2,545 |
12,226 |
+611 |
Jun00 |
000203 |
76.60 |
78.25 |
76.60 |
77.70 |
+1.04 |
752 |
5,239 |
+322 |
Jul00 |
000203 |
74.50 |
75.45 |
74.50 |
75.45 |
+0.89 |
909 |
4,558 |
-76 |
Aug00 |
000203 |
73.90 |
74.00 |
73.25 |
73.25 |
+0.79 |
852 |
2,856 |
+82 |
Sep00 |
000203 |
70.20 |
70.95 |
70.20 |
70.95 |
+0.74 |
961 |
5,413 |
+630 |
Oct00 |
000203 |
67.30 |
67.30 |
67.30 |
67.30 |
+0.74 |
300 |
479 |
+300 |
Nov00 |
000203 |
65.70 |
65.70 |
65.70 |
65.70 |
+0.74 |
0 |
50 |
+0 |
Dec00 |
000203 |
64.60 |
64.60 |
64.60 |
64.60 |
+0.74 |
200 |
275 |
+172 |
Total Volume and Open Interest |
|
|
|
e-miNY RBOB Gasoline(NYM) |
Natural Gas(NYM) |
Mar00 |
000203 |
2.710 |
2.770 |
2.630 |
2.659 |
-0.100 |
37,894 |
52,054 |
+1,298 |
Apr00 |
000203 |
2.600 |
2.650 |
2.550 |
2.569 |
-0.067 |
10,508 |
25,419 |
+497 |
May00 |
000203 |
2.555 |
2.595 |
2.530 |
2.545 |
-0.041 |
5,211 |
18,378 |
-539 |
Jun00 |
000203 |
2.545 |
2.580 |
2.520 |
2.540 |
-0.036 |
4,275 |
17,367 |
+256 |
Jul00 |
000203 |
2.545 |
2.575 |
2.530 |
2.547 |
-0.034 |
2,792 |
14,392 |
+671 |
Aug00 |
000203 |
2.555 |
2.580 |
2.550 |
2.555 |
-0.031 |
1,803 |
13,745 |
+86 |
Sep00 |
000203 |
2.555 |
2.590 |
2.545 |
2.558 |
-0.031 |
2,079 |
14,056 |
-216 |
Oct00 |
000203 |
2.570 |
2.600 |
2.570 |
2.578 |
-0.027 |
1,445 |
14,503 |
+499 |
Nov00 |
000203 |
2.700 |
2.710 |
2.690 |
2.692 |
-0.023 |
391 |
6,430 |
+27 |
Dec00 |
000203 |
2.800 |
2.825 |
2.795 |
2.807 |
-0.021 |
922 |
13,375 |
-95 |
Jan01 |
000203 |
2.820 |
2.850 |
2.820 |
2.835 |
-0.020 |
721 |
10,397 |
+671 |
Feb01 |
000203 |
2.705 |
2.710 |
2.695 |
2.697 |
-0.018 |
556 |
4,756 |
+80 |
Mar01 |
000203 |
2.580 |
2.585 |
2.575 |
2.577 |
-0.018 |
980 |
5,421 |
+254 |
Apr01 |
000203 |
2.480 |
2.486 |
2.472 |
2.472 |
-0.019 |
370 |
4,622 |
+241 |
May01 |
000203 |
2.454 |
2.454 |
2.440 |
2.440 |
-0.019 |
22 |
4,322 |
+21 |
Jun01 |
000203 |
2.435 |
2.442 |
2.435 |
2.442 |
-0.019 |
1,380 |
5,848 |
+639 |
Total Volume and Open Interest |
71,544 |
260,885 |
+4,299 |
Brent Crude Oil(ICE) |
Mar00 |
000203 |
26.12 |
26.70 |
26.07 |
26.66 |
+0.73 |
45,900 |
62,801 |
-3,928 |
Apr00 |
000203 |
25.28 |
25.63 |
25.15 |
25.50 |
+0.50 |
28,294 |
65,090 |
+9,128 |
May00 |
000203 |
24.53 |
24.81 |
24.45 |
24.70 |
+0.40 |
7,494 |
23,142 |
+1,662 |
Jun00 |
000203 |
23.97 |
24.20 |
23.90 |
24.10 |
+0.45 |
3,896 |
23,467 |
+559 |
Jul00 |
000203 |
23.51 |
23.72 |
23.32 |
23.63 |
+0.33 |
2,197 |
19,184 |
+83 |
Aug00 |
000203 |
23.06 |
23.25 |
23.00 |
23.19 |
+0.59 |
1,547 |
6,354 |
+170 |
Sep00 |
000203 |
22.62 |
22.91 |
22.62 |
22.83 |
+0.66 |
990 |
5,871 |
+5 |
Oct00 |
000203 |
22.27 |
22.58 |
22.27 |
22.50 |
+0.66 |
960 |
7,969 |
-700 |
Nov00 |
000203 |
22.16 |
22.16 |
22.16 |
22.16 |
+0.65 |
852 |
5,161 |
+274 |
Dec00 |
000203 |
21.62 |
21.95 |
21.61 |
21.82 |
+0.64 |
1,770 |
25,571 |
+1,161 |
Jan01 |
000203 |
21.26 |
21.46 |
21.26 |
21.46 |
+0.63 |
835 |
3,874 |
-415 |
Feb01 |
000203 |
21.10 |
21.10 |
21.10 |
21.10 |
+0.62 |
200 |
214 |
+200 |
Mar01 |
000203 |
20.75 |
20.75 |
20.75 |
20.75 |
+0.62 |
100 |
3,255 |
+100 |
Total Volume and Open Interest |
99,035 |
268,222 |
+10,299 |
Gas Oil(ICE) |
Feb00 |
000203 |
221.50 |
228.50 |
221.50 |
227.25 |
+5.25 |
|
|
|
Mar00 |
000203 |
217.25 |
223.50 |
217.25 |
221.75 |
+4.50 |
|
|
|
Apr00 |
000203 |
211.50 |
215.00 |
211.00 |
214.00 |
+3.25 |
|
|
|
May00 |
000203 |
207.00 |
207.25 |
205.00 |
207.25 |
+0.75 |
|
|
|
Jun00 |
000203 |
200.00 |
202.25 |
200.00 |
201.75 |
+0.25 |
|
|
|
Jul00 |
000203 |
198.00 |
198.50 |
198.00 |
198.00 |
unch |
|
|
|
Aug00 |
000203 |
196.25 |
196.25 |
196.25 |
196.25 |
+0.25 |
|
|
|
Sep00 |
000203 |
195.50 |
195.50 |
195.50 |
195.50 |
+0.50 |
|
|
|
Oct00 |
000203 |
194.75 |
194.75 |
194.75 |
194.75 |
+0.75 |
|
|
|
Nov00 |
000203 |
194.00 |
194.00 |
194.00 |
194.00 |
+1.25 |
|
|
|
Total Volume and Open Interest |
31,426 |
125,194 |
+3,557 |
Ethanol(CBOT) |
US Dollar Index(ICE) |
Mar00 |
000203 |
104.520 |
105.010 |
103.280 |
103.700 |
-0.880 |
|
|
|
Jun00 |
000203 |
104.150 |
104.280 |
103.150 |
103.270 |
-0.930 |
|
|
|
Sep00 |
000203 |
103.700 |
103.700 |
102.840 |
102.840 |
-0.980 |
|
|
|
Total Volume and Open Interest |
1,225 |
8,287 |
-378 |
Australian Dollar(CME) |
Mar00 |
000203 |
63.33 |
64.05 |
63.33 |
63.68 |
-0.13 |
4,059 |
32,433 |
-799 |
Jun00 |
000203 |
63.74 |
64.00 |
63.65 |
63.74 |
-0.13 |
0 |
67 |
+0 |
Sep00 |
000203 |
63.80 |
63.80 |
63.80 |
63.80 |
-0.13 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,059 |
32,513 |
-799 |
British Pound(CME) |
Mar00 |
000203 |
160.12 |
160.44 |
159.36 |
159.54 |
-1.16 |
9,981 |
34,250 |
+328 |
Jun00 |
000203 |
160.26 |
160.40 |
159.44 |
159.52 |
-1.16 |
12 |
33 |
+8 |
Sep00 |
000203 |
159.50 |
159.50 |
159.50 |
159.50 |
-1.16 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,993 |
34,285 |
+336 |
Canadian Dollar(CME) |
Mar00 |
000203 |
69.44 |
69.74 |
69.35 |
69.49 |
-0.10 |
8,167 |
58,097 |
+572 |
Jun00 |
000203 |
69.65 |
69.90 |
69.56 |
69.66 |
-0.09 |
93 |
6,131 |
+2 |
Sep00 |
000203 |
69.75 |
69.98 |
69.74 |
69.80 |
-0.08 |
17 |
1,490 |
+9 |
Dec00 |
000203 |
70.00 |
70.00 |
69.90 |
69.92 |
-0.07 |
33 |
1,046 |
+11 |
Total Volume and Open Interest |
8,312 |
67,100 |
+596 |
Japanese Yen(CME) |
Mar00 |
000203 |
92.62 |
93.95 |
92.52 |
93.39 |
+0.40 |
14,477 |
112,909 |
+2,167 |
Jun00 |
000203 |
94.17 |
95.30 |
94.14 |
94.96 |
+0.40 |
684 |
3,455 |
+121 |
Sep00 |
000203 |
96.52 |
96.52 |
96.52 |
96.52 |
+0.40 |
0 |
379 |
+0 |
Total Volume and Open Interest |
15,161 |
116,896 |
+2,288 |
Swiss Franc(CME) |
Mar00 |
000203 |
60.84 |
62.12 |
60.76 |
61.80 |
+0.99 |
13,213 |
72,215 |
+4,063 |
Jun00 |
000203 |
61.45 |
62.65 |
61.45 |
62.46 |
+0.98 |
12 |
299 |
+9 |
Sep00 |
000203 |
62.44 |
63.25 |
62.44 |
63.07 |
+0.97 |
1 |
33 |
+1 |
Total Volume and Open Interest |
13,226 |
72,547 |
+4,073 |
EuroFX(CME) |
Mar00 |
000203 |
97.69 |
99.73 |
97.62 |
99.27 |
+1.43 |
16,000 |
75,406 |
+1,540 |
Jun00 |
000203 |
98.40 |
100.40 |
98.35 |
99.96 |
+1.43 |
160 |
560 |
+32 |
Sep00 |
000203 |
100.60 |
100.90 |
99.12 |
100.60 |
+1.43 |
0 |
136 |
+0 |
Total Volume and Open Interest |
16,160 |
76,119 |
+1,572 |
Mexican Peso(CME) |
Mar00 |
000203 |
1040.0 |
1045.0 |
1034.0 |
1041.2 |
+10.2 |
|
|
|
Jun00 |
000203 |
1008.0 |
1010.0 |
1004.0 |
1007.5 |
+11.5 |
|
|
|
Total Volume and Open Interest |
4,352 |
15,113 |
+172 |
30-Year T-Bonds(CBOT) |
Mar00 |
000203 |
93~150 |
95~110 |
93~140 |
94~140 |
+0~310 |
468,440 |
582,872 |
-8,302 |
Jun00 |
000203 |
93~180 |
95~010 |
93~110 |
94~060 |
+0~300 |
20,043 |
88,714 |
+8,852 |
Sep00 |
000203 |
94~150 |
94~150 |
94~000 |
94~010 |
+0~290 |
5 |
636 |
-69 |
Total Volume and Open Interest |
488,490 |
672,265 |
+488 |
10-Year T-Notes(CBOT) |
Mar00 |
000203 |
95~080 |
96~270 |
94~300 |
95~275 |
+0~205 |
232,800 |
564,823 |
-15,641 |
Jun00 |
000203 |
95~040 |
96~135 |
94~300 |
95~170 |
+0~220 |
9,083 |
77,648 |
+6,496 |
Total Volume and Open Interest |
241,883 |
642,471 |
-9,145 |
5-Year T-Notes(CBOT) |
Mar00 |
000203 |
97~024 |
98~024 |
97~004 |
97~060 |
+0~072 |
136,855 |
430,266 |
+5,970 |
Jun00 |
000203 |
96~112 |
97~076 |
96~112 |
97~018 |
+0~072 |
6,146 |
41,889 |
+2,777 |
Total Volume and Open Interest |
143,001 |
472,155 |
+8,747 |
2 Year T-Notes(CBOT) |
Mar00 |
000203 |
98~080 |
99~010 |
98~076 |
98~096 |
+0~017 |
3,116 |
0 |
-36,422 |
Jun00 |
000203 |
98~076 |
98~076 |
98~076 |
98~076 |
+0~017 |
0 |
301 |
+0 |
Total Volume and Open Interest |
3,116 |
301 |
-36,422 |
Eurodollars(CME) |
Mar00 |
000203 |
93.710 |
93.775 |
93.695 |
93.725 |
+0.025 |
124,922 |
537,478 |
+6,452 |
Jun00 |
000203 |
93.290 |
93.395 |
93.260 |
93.300 |
+0.030 |
104,814 |
452,318 |
+5,433 |
Sep00 |
000203 |
92.990 |
93.095 |
92.945 |
93.005 |
+0.030 |
136,908 |
408,952 |
+13,874 |
Dec00 |
000203 |
92.765 |
92.875 |
92.700 |
92.760 |
+0.020 |
66,565 |
297,842 |
+3,437 |
Mar01 |
000203 |
92.660 |
92.785 |
92.590 |
92.665 |
+0.025 |
44,534 |
252,655 |
+960 |
Jun01 |
000203 |
92.570 |
92.685 |
92.500 |
92.565 |
+0.015 |
22,662 |
177,064 |
+876 |
Sep01 |
000203 |
92.500 |
92.630 |
92.440 |
92.510 |
+0.015 |
24,412 |
139,959 |
+1,883 |
Dec01 |
000203 |
92.430 |
92.550 |
92.360 |
92.440 |
+0.020 |
13,762 |
111,864 |
+1,831 |
Mar02 |
000203 |
92.460 |
92.600 |
92.420 |
92.495 |
+0.015 |
7,303 |
103,678 |
-907 |
Jun02 |
000203 |
92.450 |
92.610 |
92.410 |
92.495 |
+0.025 |
5,643 |
74,368 |
-816 |
Sep02 |
000203 |
92.445 |
92.605 |
92.405 |
92.500 |
+0.035 |
4,904 |
66,688 |
-441 |
Dec02 |
000203 |
92.360 |
92.530 |
92.355 |
92.450 |
+0.040 |
3,603 |
67,327 |
-337 |
Mar03 |
000203 |
92.405 |
92.610 |
92.405 |
92.510 |
+0.045 |
4,009 |
58,903 |
-205 |
Jun03 |
000203 |
92.395 |
92.600 |
92.395 |
92.505 |
+0.050 |
4,043 |
51,522 |
-254 |
Sep03 |
000203 |
92.390 |
92.595 |
92.390 |
92.505 |
+0.055 |
3,881 |
50,968 |
-328 |
Dec03 |
000203 |
92.325 |
92.530 |
92.325 |
92.445 |
+0.060 |
3,513 |
32,245 |
-136 |
Mar04 |
000203 |
92.380 |
92.590 |
92.370 |
92.495 |
+0.065 |
4,200 |
30,201 |
-150 |
Jun04 |
000203 |
92.365 |
92.575 |
92.355 |
92.480 |
+0.065 |
2,774 |
25,914 |
+467 |
Total Volume and Open Interest |
602,644 |
3,110,829 |
+33,616 |
30 Day Federal Funds(CBOT) |
Feb00 |
000203 |
94.240 |
94.255 |
94.240 |
94.245 |
+0.005 |
|
|
|
Mar00 |
000203 |
94.130 |
94.165 |
94.125 |
94.155 |
+0.030 |
|
|
|
Apr00 |
000203 |
93.930 |
94.010 |
93.930 |
93.965 |
+0.030 |
|
|
|
May00 |
000203 |
93.820 |
93.860 |
93.800 |
93.840 |
+0.030 |
|
|
|
Jun00 |
000203 |
93.680 |
93.750 |
93.680 |
93.710 |
+0.030 |
|
|
|
Jul00 |
000203 |
93.620 |
93.620 |
93.620 |
93.620 |
+0.030 |
|
|
|
Total Volume and Open Interest |
18,887 |
26,036 |
+494 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar00 |
000203 |
99.87 |
99.87 |
99.86 |
99.86 |
unch |
358 |
22,927 |
-14 |
Jun00 |
000203 |
99.79 |
99.81 |
99.79 |
99.81 |
+0.02 |
340 |
17,395 |
-318 |
Sep00 |
000203 |
99.65 |
99.68 |
99.65 |
99.67 |
+0.03 |
138 |
12,479 |
-72 |
Dec00 |
000203 |
99.49 |
99.51 |
99.49 |
99.51 |
+0.05 |
625 |
8,398 |
+373 |
Mar01 |
000203 |
99.36 |
99.38 |
99.36 |
99.38 |
+0.05 |
153 |
14,834 |
+1,105 |
Jun01 |
000203 |
99.23 |
99.26 |
99.23 |
99.25 |
+0.05 |
20 |
4,882 |
+185 |
Sep01 |
000203 |
99.07 |
99.10 |
99.07 |
99.09 |
+0.05 |
244 |
6,162 |
+312 |
Dec01 |
000203 |
98.92 |
98.93 |
98.92 |
98.93 |
+0.05 |
0 |
993 |
-100 |
Mar02 |
000203 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
0 |
179 |
+0 |
Jun02 |
000203 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
500 |
270 |
+221 |
Total Volume and Open Interest |
2,378 |
88,519 |
+1,692 |
3-Mth Euro-Yen(SGX) |
Mar00 |
000203 |
99.87 |
99.87 |
99.86 |
99.86 |
unch |
|
|
|
Jun00 |
000203 |
99.79 |
99.80 |
99.78 |
99.79 |
+0.00 |
|
|
|
Sep00 |
000203 |
99.64 |
99.67 |
99.64 |
99.66 |
+0.02 |
|
|
|
Dec00 |
000203 |
99.46 |
99.50 |
99.46 |
99.49 |
+0.03 |
|
|
|
Mar01 |
000203 |
99.32 |
99.37 |
99.32 |
99.36 |
+0.03 |
|
|
|
Jun01 |
000203 |
99.21 |
99.24 |
99.20 |
99.23 |
+0.03 |
|
|
|
Sep01 |
000203 |
99.04 |
99.08 |
99.04 |
99.07 |
+0.03 |
|
|
|
Dec01 |
000203 |
98.87 |
98.90 |
98.87 |
98.89 |
+0.02 |
|
|
|
Total Volume and Open Interest |
33,237 |
403,751 |
-1,565 |
Japanese Gov't Bonds(SGX) |
Mar00 |
000203 |
132.40 |
132.51 |
131.87 |
132.14 |
+0.03 |
|
|
|
Jun00 |
000203 |
130.71 |
130.71 |
130.71 |
130.71 |
+0.10 |
|
|
|
Sep00 |
000203 |
130.21 |
130.21 |
130.21 |
130.21 |
+0.10 |
|
|
|
Total Volume and Open Interest |
656 |
4,424 |
-823 |
Euro-Bund(EUREX) |
Mar00 |
000203 |
103.75 |
104.60 |
103.07 |
104.24 |
+0.59 |
|
|
|
Jun00 |
000203 |
102.79 |
103.73 |
102.44 |
103.48 |
+0.59 |
|
|
|
Sep00 |
000203 |
102.75 |
102.75 |
102.75 |
102.75 |
+0.60 |
|
|
|
Total Volume and Open Interest |
726,397 |
696,302 |
-14,256 |
Euro-Bobl(EUREX) |
Mar00 |
000203 |
103.28 |
103.60 |
102.85 |
103.44 |
+0.20 |
|
|
|
Jun00 |
000203 |
102.42 |
102.70 |
102.24 |
102.70 |
+0.19 |
|
|
|
Sep00 |
000203 |
102.23 |
102.23 |
102.23 |
102.23 |
+0.19 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euribor(EUREX) |
Mar00 |
000203 |
96.295 |
96.365 |
96.295 |
96.360 |
+0.055 |
|
|
|
Jun00 |
000203 |
95.930 |
96.010 |
95.925 |
95.980 |
+0.040 |
|
|
|
Sep00 |
000203 |
95.650 |
95.710 |
95.620 |
95.685 |
+0.025 |
|
|
|
Total Volume and Open Interest |
|
|
|
Long Gilt(LIFFE) |
Mar00 |
000203 |
110~08 |
111~20 |
110~08 |
111~03 |
+0~14 |
|
|
|
Jun00 |
000203 |
111~12 |
111~12 |
111~12 |
111~12 |
+0~14 |
|
|
|
Total Volume and Open Interest |
21,027 |
69,905 |
-2,528 |
3-Mth Short Sterling(LIFFE) |
Mar00 |
000203 |
93.66 |
93.74 |
93.66 |
93.71 |
-0.01 |
|
|
|
Jun00 |
000203 |
93.35 |
93.46 |
93.35 |
93.41 |
-0.01 |
|
|
|
Sep00 |
000203 |
93.12 |
93.25 |
93.12 |
93.19 |
+0.01 |
|
|
|
Dec00 |
000203 |
92.90 |
93.02 |
92.90 |
92.98 |
+0.03 |
|
|
|
Mar01 |
000203 |
92.82 |
92.95 |
92.82 |
92.91 |
+0.04 |
|
|
|
Jun01 |
000203 |
92.75 |
92.85 |
92.75 |
92.83 |
+0.04 |
|
|
|
Total Volume and Open Interest |
183,868 |
766,750 |
+6,326 |
3-Mth Euribor(LIFFE) |
Mar00 |
000203 |
96.280 |
96.370 |
96.280 |
96.345 |
+0.040 |
|
|
|
Jun00 |
000203 |
95.890 |
96.030 |
95.890 |
95.950 |
+0.010 |
|
|
|
Sep00 |
000203 |
95.610 |
95.730 |
95.610 |
95.650 |
-0.010 |
|
|
|
Total Volume and Open Interest |
196,035 |
1,368,650 |
-8,840 |
3-Mth Aus T-Bills(SFE) |
Mar00 |
000203 |
93.85 |
93.92 |
93.84 |
93.88 |
+0.02 |
|
|
|
Jun00 |
000203 |
93.40 |
93.46 |
93.37 |
93.40 |
unch |
|
|
|
Sep00 |
000203 |
93.03 |
93.11 |
93.02 |
93.03 |
unch |
|
|
|
Dec00 |
000203 |
92.78 |
92.83 |
92.73 |
92.74 |
-0.01 |
|
|
|
Mar01 |
000203 |
92.56 |
92.57 |
92.52 |
92.55 |
unch |
|
|
|
Jun01 |
000203 |
92.39 |
92.40 |
92.34 |
92.37 |
-0.01 |
|
|
|
Sep01 |
000203 |
92.27 |
92.27 |
92.20 |
92.23 |
-0.02 |
|
|
|
Dec01 |
000203 |
92.10 |
92.13 |
92.10 |
92.13 |
-0.01 |
|
|
|
Mar02 |
000203 |
92.02 |
92.02 |
92.02 |
92.02 |
-0.01 |
|
|
|
Jun02 |
000203 |
91.91 |
91.93 |
91.91 |
91.93 |
unch |
|
|
|
Total Volume and Open Interest |
96,570 |
552,577 |
+48,219 |
10-Year Aus T-Bonds(SFE) |
Mar00 |
000203 |
92.79 |
92.90 |
92.78 |
92.87 |
+0.08 |
|
|
|
Jun00 |
000203 |
92.86 |
92.86 |
92.86 |
92.86 |
+0.08 |
|
|
|
Total Volume and Open Interest |
26,382 |
209,343 |
+14,749 |
3-Year Aus T-Bonds(SFE) |
Mar00 |
000203 |
93.00 |
93.08 |
92.96 |
92.99 |
-0.01 |
|
|
|
Jun00 |
000203 |
92.68 |
92.68 |
92.68 |
92.68 |
-0.01 |
|
|
|
Total Volume and Open Interest |
102,797 |
411,713 |
+68,312 |
Gold(CMX) |
Feb00 |
000203 |
285.9 |
288.5 |
284.9 |
287.2 |
+2.3 |
227 |
1,429 |
+26 |
Apr00 |
000203 |
288.1 |
290.9 |
287.4 |
289.9 |
+2.2 |
18,559 |
56,057 |
+2,666 |
Jun00 |
000203 |
291.0 |
293.3 |
290.0 |
292.3 |
+2.1 |
269 |
25,481 |
-40 |
Aug00 |
000203 |
294.8 |
294.8 |
294.8 |
294.8 |
+2.0 |
192 |
10,905 |
+76 |
Oct00 |
000203 |
297.4 |
297.4 |
297.4 |
297.4 |
+2.0 |
0 |
3,617 |
+0 |
Dec00 |
000203 |
298.8 |
299.9 |
298.8 |
299.9 |
+2.0 |
4 |
15,935 |
-2 |
Feb01 |
000203 |
302.3 |
302.3 |
302.3 |
302.3 |
+2.0 |
0 |
956 |
+0 |
Apr01 |
000203 |
304.7 |
304.7 |
304.7 |
304.7 |
+2.0 |
0 |
462 |
+0 |
Jun01 |
000203 |
307.2 |
307.2 |
307.2 |
307.2 |
+2.0 |
0 |
8,340 |
+0 |
Aug01 |
000203 |
309.7 |
309.7 |
309.7 |
309.7 |
+2.0 |
0 |
200 |
+0 |
Oct01 |
000203 |
312.3 |
312.3 |
312.3 |
312.3 |
+2.0 |
0 |
200 |
+0 |
Dec01 |
000203 |
314.9 |
314.9 |
314.9 |
314.9 |
+2.0 |
0 |
5,299 |
+0 |
Total Volume and Open Interest |
19,252 |
137,032 |
+2,727 |
Silver(CMX) |
Mar00 |
000203 |
526.0 |
529.5 |
524.0 |
528.8 |
+4.8 |
9,726 |
55,704 |
-993 |
May00 |
000203 |
528.5 |
531.0 |
526.0 |
530.3 |
+4.6 |
593 |
9,749 |
+264 |
Jul00 |
000203 |
529.0 |
533.0 |
528.0 |
532.7 |
+4.6 |
59 |
4,441 |
+19 |
Sep00 |
000203 |
533.0 |
533.8 |
533.0 |
533.8 |
+4.6 |
8 |
1,337 |
+0 |
Dec00 |
000203 |
530.0 |
534.6 |
530.0 |
534.6 |
+4.6 |
19 |
5,069 |
+5 |
Mar01 |
000203 |
535.8 |
535.8 |
535.8 |
535.8 |
+4.6 |
0 |
215 |
+0 |
May01 |
000203 |
538.0 |
538.0 |
538.0 |
538.0 |
+4.6 |
0 |
80 |
+0 |
Total Volume and Open Interest |
10,458 |
79,960 |
-699 |
Platinum(NYMEX) |
Apr00 |
000203 |
474.0 |
475.0 |
468.5 |
474.8 |
+8.6 |
1,648 |
10,618 |
+149 |
Jul00 |
000203 |
454.0 |
462.8 |
454.0 |
462.8 |
+8.6 |
21 |
858 |
+6 |
Oct00 |
000203 |
452.8 |
452.8 |
452.8 |
452.8 |
+8.6 |
0 |
25 |
+0 |
Jan01 |
000203 |
451.8 |
451.8 |
451.8 |
451.8 |
+8.6 |
4 |
5 |
+0 |
Total Volume and Open Interest |
1,673 |
11,506 |
+155 |
Palladium(NYMEX) |
Mar00 |
000203 |
510.00 |
517.00 |
506.50 |
514.05 |
+11.80 |
404 |
2,928 |
-32 |
Jun00 |
000203 |
508.00 |
513.00 |
505.25 |
511.05 |
+11.80 |
111 |
586 |
+80 |
Total Volume and Open Interest |
515 |
3,514 |
+48 |
Copper(CMX) |
Mar00 |
000203 |
82.00 |
82.70 |
81.55 |
82.60 |
+0.35 |
20,466 |
42,211 |
-1,630 |
May00 |
000203 |
83.30 |
83.70 |
82.60 |
83.60 |
+0.35 |
508 |
11,479 |
+913 |
Jul00 |
000203 |
84.00 |
84.50 |
83.55 |
84.45 |
+0.30 |
199 |
5,120 |
-23 |
Sep00 |
000203 |
84.20 |
85.05 |
84.00 |
85.05 |
+0.30 |
103 |
4,159 |
+34 |
Dec00 |
000203 |
85.50 |
85.75 |
85.50 |
85.75 |
+0.30 |
86 |
4,186 |
+37 |
Total Volume and Open Interest |
21,264 |
76,704 |
-746 |
Aluminum(CMX) |
DJIA Index(CBOT) |
Mar00 |
000203 |
11095 |
11118 |
10875 |
11096 |
+58 |
10,518 |
0 |
-12,013 |
Jun00 |
000203 |
11220 |
11240 |
11015 |
11229 |
+57 |
134 |
885 |
-5 |
Sep00 |
000203 |
11335 |
11369 |
11155 |
11369 |
+54 |
50 |
411 |
+0 |
Dec00 |
000203 |
11526 |
11526 |
11526 |
11526 |
+54 |
0 |
153 |
-75 |
Total Volume and Open Interest |
10,702 |
1,449 |
-12,093 |
S & P 500(CME) |
Mar00 |
000203 |
1424.50 |
1438.50 |
1405.00 |
1436.40 |
+20.90 |
85,824 |
350,235 |
-5,097 |
Jun00 |
000203 |
1444.00 |
1455.50 |
1425.00 |
1455.20 |
+21.10 |
1,067 |
9,066 |
+431 |
Sep00 |
000203 |
1446.10 |
1474.90 |
1445.50 |
1474.90 |
+20.50 |
17 |
2,583 |
+0 |
Dec00 |
000203 |
1496.40 |
1496.40 |
1467.20 |
1496.40 |
+21.20 |
19 |
2,644 |
+7 |
Total Volume and Open Interest |
86,927 |
364,808 |
-4,659 |
S & P 500 E-Mini(Globex) |
Mar00 |
000203 |
1415.75 |
1438.25 |
1405.25 |
1436.50 |
+21.00 |
2,688 |
21,131 |
+1,135 |
Jun00 |
000203 |
1399.50 |
1455.25 |
1399.50 |
1455.25 |
+21.25 |
3 |
37 |
+0 |
Total Volume and Open Interest |
52,671 |
21,168 |
+1,135 |
NASDAQ 100(CME) |
Mar00 |
000203 |
3802.00 |
3895.00 |
3705.00 |
3892.50 |
+158.50 |
13,610 |
31,707 |
-1,242 |
Jun00 |
000203 |
3944.50 |
3944.50 |
3944.50 |
3944.50 |
+158.50 |
50 |
99 |
+23 |
Sep00 |
000203 |
3930.00 |
3996.50 |
3930.00 |
3996.50 |
+158.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
13,660 |
31,813 |
-1,219 |
NASDAQ 100 E-Mini(Globex) |
S & P Midcap 400(CME) |
Mar00 |
000203 |
447.50 |
450.50 |
442.50 |
448.75 |
+4.40 |
|
|
|
Jun00 |
000203 |
452.75 |
453.50 |
452.75 |
452.75 |
+4.40 |
|
|
|
Sep00 |
000203 |
454.85 |
455.60 |
454.85 |
454.85 |
+4.40 |
|
|
|
Total Volume and Open Interest |
648 |
12,997 |
+49 |
Russell 2000(CME) |
Mar00 |
000203 |
518.00 |
525.90 |
515.00 |
525.50 |
+11.55 |
1,754 |
13,523 |
+158 |
Jun00 |
000203 |
529.75 |
529.75 |
529.75 |
529.75 |
+11.55 |
|
|
|
Sep00 |
000203 |
533.75 |
533.75 |
533.75 |
533.75 |
+11.55 |
|
|
|
Total Volume and Open Interest |
1,754 |
13,523 |
+158 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar00 |
000203 |
19770 |
19870 |
19705 |
19835 |
+170 |
|
|
|
Jun00 |
000203 |
19775 |
19775 |
19775 |
19775 |
+170 |
|
|
|
Total Volume and Open Interest |
18,205 |
119,281 |
+1,053 |
Nikkei 225(SGX) |
Mar00 |
000203 |
19770 |
19870 |
19705 |
19835 |
+170 |
|
|
|
Jun00 |
000203 |
19775 |
19775 |
19775 |
19775 |
+170 |
|
|
|
Sep00 |
000203 |
19775 |
19775 |
19775 |
19775 |
+170 |
|
|
|
Total Volume and Open Interest |
18,205 |
119,281 |
+1,053 |
CAC 40(EURONEXT) |
Feb00 |
000203 |
5991.0 |
6160.0 |
5984.0 |
6155.0 |
+176.0 |
|
|
|
Mar00 |
000203 |
5993.5 |
6170.0 |
5993.5 |
6170.0 |
+176.5 |
|
|
|
Apr00 |
000203 |
6180.5 |
6180.5 |
6180.5 |
6180.5 |
+177.0 |
|
|
|
Total Volume and Open Interest |
57,221 |
205,874 |
|
Hang Seng Index(HKFE) |
Feb00 |
000203 |
15940 |
15980 |
15670 |
15970 |
+70 |
|
|
|
Mar00 |
000203 |
15930 |
15975 |
15720 |
15975 |
+70 |
|
|
|
Total Volume and Open Interest |
|
|
|
DAX(EUREX) |
Mar00 |
000203 |
7200.0 |
7368.0 |
7152.5 |
7358.0 |
+178.5 |
|
|
|
Jun00 |
000203 |
7227.0 |
7414.0 |
7211.0 |
7412.0 |
+179.5 |
|
|
|
Sep00 |
000203 |
7305.0 |
7485.0 |
7305.0 |
7485.0 |
+181.0 |
|
|
|
Total Volume and Open Interest |
|
|
|
FT-SE 100(EURONEXT) |
Mar00 |
000203 |
6295.50 |
6337.00 |
6255.00 |
6337.00 |
+44.00 |
|
|
|
Jun00 |
000203 |
6330.00 |
6410.00 |
6330.00 |
6400.00 |
+42.00 |
|
|
|
Sep00 |
000203 |
6466.00 |
6466.00 |
6466.00 |
6466.00 |
+39.00 |
|
|
|
Total Volume and Open Interest |
34,770 |
215,614 |
+5,135 |
SPI 200(SFE) |
Mar00 |
000203 |
3110.0 |
3124.0 |
3098.0 |
3115.0 |
+10.0 |
10,438 |
169,363 |
+169,363 |
Jun00 |
000203 |
3124.0 |
3142.0 |
3117.0 |
3132.0 |
+10.0 |
728 |
7,960 |
+7,960 |
Sep00 |
000203 |
3151.0 |
3151.0 |
3151.0 |
3151.0 |
+11.0 |
0 |
4,153 |
+4,153 |
Total Volume and Open Interest |
11,166 |
183,660 |
+6,617 |
GSCI(CME) |
Feb00 |
000203 |
208.15 |
210.60 |
207.00 |
208.40 |
+1.60 |
1,546 |
38,665 |
-1,172 |
Mar00 |
000203 |
205.00 |
206.30 |
204.80 |
205.35 |
+1.35 |
885 |
869 |
+802 |
Apr00 |
000203 |
202.50 |
203.60 |
202.50 |
203.30 |
+1.60 |
0 |
511 |
+0 |
Total Volume and Open Interest |
2,431 |
40,047 |
-370 |
Reuters CCI(ICE) |
Apr00 |
000203 |
210.40 |
210.40 |
209.60 |
210.25 |
+0.55 |
267 |
1,201 |
+106 |
Jun00 |
000203 |
212.00 |
212.00 |
212.00 |
212.00 |
+0.60 |
1 |
1,095 |
+0 |
Aug00 |
000203 |
213.30 |
213.30 |
213.25 |
213.25 |
+0.65 |
1 |
546 |
+1 |
Total Volume and Open Interest |
568 |
3,492 |
+206 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|